Page | ||||||||
FINANCIAL STATEMENTS: | ||||||||
Statements of Net Assets Available for Benefits as of December 31, 2022 and 2021 | ||||||||
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2022 | ||||||||
Notes to Financial Statements as of December 31, 2022 and 2021 and for the Year Ended December 31, 2022 | ||||||||
SUPPLEMENTAL SCHEDULE: | ||||||||
Form 5500, Schedule H, Line 4(i) - Schedule of Assets (Held at End of Year) as of December 31, 2022 | ||||||||
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) | 2022 | 2021 | ||||||||||||
ASSETS: | ||||||||||||||
Investments — interest in Master Trust | $ | 62,726 | $ | 73,262 | ||||||||||
Receivables: | ||||||||||||||
Employer contributions | 197 | — | ||||||||||||
Notes receivable from participants | 580 | 611 | ||||||||||||
Total receivables | 777 | 611 | ||||||||||||
NET ASSETS AVAILABLE FOR BENEFITS | $ | 63,503 | $ | 73,873 |
(Dollars in millions) | |||||
Net Master Trust activity | $ | (8,877) | |||
Interest income from notes receivable from participants | 22 | ||||
Contributions: | |||||
Employer — Boeing common stock | 1,413 | ||||
Participant | 2,281 | ||||
Total contributions | 3,694 | ||||
Benefits paid | 5,209 | ||||
NET DECREASE | (10,370) | ||||
NET ASSETS AVAILABLE FOR BENEFITS: | |||||
Beginning of year | 73,873 | ||||
End of year | $ | 63,503 |
2022 | 2021 | |||||||||||||
ASSETS: | ||||||||||||||
Investments — at fair value: | ||||||||||||||
Common/collective trusts | $ | 35,169 | $ | 43,463 | ||||||||||
Common and preferred stock | 5,821 | 7,572 | ||||||||||||
Government and agency securities | 462 | 531 | ||||||||||||
Corporate bonds | 481 | 800 | ||||||||||||
Mortgage and asset-backed securities | 272 | 273 | ||||||||||||
Boeing common stock | 6,652 | 6,956 | ||||||||||||
Mutual funds | 86 | 159 | ||||||||||||
Short-term investments | 97 | 91 | ||||||||||||
Other investments | 22 | 28 | ||||||||||||
Total investments — at fair value | 49,062 | 59,873 | ||||||||||||
Investments — at contract value: | ||||||||||||||
Synthetic GICs/SVF | 13,474 | 13,244 | ||||||||||||
Total Master Trust investments | 62,536 | 73,117 | ||||||||||||
Cash and cash equivalents | 148 | 237 | ||||||||||||
Receivables: | ||||||||||||||
Receivables for securities sold | 56 | 67 | ||||||||||||
Accrued investment income | 25 | 21 | ||||||||||||
Other | 97 | 7 | ||||||||||||
Total receivables | 178 | 95 | ||||||||||||
Total assets | 62,862 | 73,449 | ||||||||||||
LIABILITIES: | ||||||||||||||
Payables for securities purchased | 65 | 82 | ||||||||||||
Accrued investment and administration expenses | 32 | 29 | ||||||||||||
Other | 39 | 76 | ||||||||||||
Total liabilities | 136 | 187 | ||||||||||||
NET ASSETS | $ | 62,726 | $ | 73,262 |
Net depreciation of investments | $ | (9,310) | |||
Interest income | 389 | ||||
Dividend income | 147 | ||||
Investment income | 536 | ||||
Net investment loss | (8,774) | ||||
Amounts received from participating plan | 3,778 | ||||
Deductions: | |||||
Amounts paid to participating plan | 5,437 | ||||
Investment and administration expenses | 103 | ||||
Total deductions | 5,540 | ||||
Decrease in net assets | (10,536) | ||||
Beginning of year | 73,262 | ||||
End of year | $ | 62,726 |
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, 2022 | ||||||||||||||||||||||||||||
Investments: | ||||||||||||||||||||||||||||||||
Investments in the fair value hierarchy: | ||||||||||||||||||||||||||||||||
Common and preferred stock | $ | 5,793 | $ | 28 | $ | — | $ | — | $ | 5,821 | ||||||||||||||||||||||
Government and agency securities | — | 460 | 2 | — | 462 | |||||||||||||||||||||||||||
Corporate bonds | — | 474 | 7 | — | 481 | |||||||||||||||||||||||||||
Mortgage and asset-backed securities | — | 227 | 45 | — | 272 | |||||||||||||||||||||||||||
Boeing common stock | 6,652 | — | — | — | 6,652 | |||||||||||||||||||||||||||
Mutual funds | 86 | — | — | — | 86 | |||||||||||||||||||||||||||
Short-term investments | — | 79 | 18 | — | 97 | |||||||||||||||||||||||||||
Other investments | — | 22 | — | — | 22 | |||||||||||||||||||||||||||
Total investments in the fair value hierarchy | 12,531 | 1,290 | 72 | — | 13,893 | |||||||||||||||||||||||||||
Investments measured at net asset value: | ||||||||||||||||||||||||||||||||
Common/collective trusts | — | — | — | 35,169 | 35,169 | |||||||||||||||||||||||||||
Total investments — at fair value | 12,531 | 1,290 | 72 | 35,169 | 49,062 | |||||||||||||||||||||||||||
Investments measured at contract value: | ||||||||||||||||||||||||||||||||
Synthetic GICs/SVF | — | — | — | 13,474 | 13,474 | |||||||||||||||||||||||||||
Cash and cash equivalents | — | — | — | 148 | 148 | |||||||||||||||||||||||||||
Receivables: | ||||||||||||||||||||||||||||||||
Receivables for securities sold | — | — | — | 56 | 56 | |||||||||||||||||||||||||||
Accrued investment income | — | — | — | 25 | 25 | |||||||||||||||||||||||||||
Other | 1 | 96 | — | — | 97 | |||||||||||||||||||||||||||
Total receivables | 1 | 96 | — | 81 | 178 | |||||||||||||||||||||||||||
Total assets | 12,532 | 1,386 | 72 | 48,872 | 62,862 | |||||||||||||||||||||||||||
Liabilities: | ||||||||||||||||||||||||||||||||
Payables for securities purchased | — | — | — | 65 | 65 | |||||||||||||||||||||||||||
Accrued investment and administration expenses | — | — | — | 32 | 32 | |||||||||||||||||||||||||||
Other | 2 | 31 | — | 6 | 39 | |||||||||||||||||||||||||||
Total liabilities | 2 | 31 | — | 103 | 136 | |||||||||||||||||||||||||||
NET ASSETS | $ | 12,530 | $ | 1,355 | $ | 72 | $ | 48,769 | $ | 62,726 |
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/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 |
Interest Rate | Credit | Foreign Currency | Equity | Commodity | Future Settlement | Total | |||||||||||||||||
December 31, 2022 | |||||||||||||||||||||||
Forward contracts | $ | — | $ | — | $ | 1,243 | $ | — | $ | — | $ | — | $ | 1,243 | |||||||||
Futures | 4,353 | — | 5 | 237 | 33 | — | 4,628 | ||||||||||||||||
Options | 186 | — | — | — | — | — | 186 | ||||||||||||||||
Swaps | 348 | 69 | 5 | 3 | — | — | 425 | ||||||||||||||||
TBAs | — | — | — | — | — | 1,330 | 1,330 | ||||||||||||||||
Total | $ | 4,887 | $ | 69 | $ | 1,253 | $ | 240 | $ | 33 | $ | 1,330 | $ | 7,812 | |||||||||
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 |
2022 | 2021 | |||||||||||||
Net assets available for benefits per the financial statements | $ | 63,503 | $ | 73,873 | ||||||||||
Amounts allocated to withdrawing Members | (117) | (126) | ||||||||||||
Net assets available for benefits per Form 5500 | $ | 63,386 | $ | 73,747 |
Benefits paid per the financial statements | $ | 5,209 | |||
Amounts allocated to withdrawing Members — December 31, 2022 | 117 | ||||
Amounts allocated to withdrawing Members — December 31, 2021 | (126) | ||||
Total benefit payments per Form 5500 | $ | 5,200 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
1166 AVE OF THE 5.6896% DUE 10-13-2037 | ** | $ | 2,048,089 | |||||
1ST INDL RLTY TR INC COM | ** | 566,669 | ||||||
1ST PACIFIC CO USD0.01 | ** | 654,972 | ||||||
2SEVENTY BIO INC COM | ** | 81,444 | ||||||
2U INC COM | ** | 272,745 | ||||||
361 DEGREES INTERN HKD0.10 | ** | 89,597 | ||||||
3650R 2021-PF1 COML MTG TR COML MTG PASSTHRU CTF CL 2.372% 11-15-2054 | ** | 4,437,323 | ||||||
3M CO 2.375% DUE 08-26-2029 | ** | 51,029 | ||||||
3M CO 3.7% DUE 04-15-2050/03-27-2020 REG | ** | 138,746 | ||||||
3SBIO INC USD0.00001 REG'S'/144A | ** | 633,271 | ||||||
3U HOLDING AG NPV | ** | 106,457 | ||||||
4IMPRINT GROUP ORD GBX38.461538 | ** | 545,248 | ||||||
5 PT HLDGS LLC CL A COM REPSTG CL A LTD | ** | 40,071 | ||||||
6TH STR CLO XVI LTD / 6TH STR CLO SR SECD NT CL A-1A FLTG 6.12771% 10-20-2032 | ** | 12,894,248 | ||||||
8X8 INC NEW COM | ** | 306,876 | ||||||
A & W REV ROYALTIES INCOME FD UNIT | ** | 236,533 | ||||||
A&D HOLON HOLDINGS CO LTD NPV | ** | 40,851 | ||||||
A.P. MOLLER-MAERSK SER'B'DKK1000 | ** | 3,741,438 | ||||||
AAG ENERGY HLDGS LTD NPV | ** | 37,681 | ||||||
AAON INC COM PAR $0.004 COM PAR $0.004 | ** | 263,620 | ||||||
AAPICO HITECH THB1(NVDR) | ** | 240,852 | ||||||
ABBOTT LAB COM | ** | 14,469,883 | ||||||
ABBOTT LABS 3.4% DUE 11-30-2023 | ** | 2,277,487 | ||||||
ABBVIE INC 2.6% DUE 11-21-2024 REG | ** | 19,774,261 | ||||||
ABBVIE INC 3.2% 11-21-2029 | ** | 452,617 | ||||||
ABBVIE INC 3.2% 11-21-2029 | ** | 7,642,883 | ||||||
ABBVIE INC 3.2% DUE 05-14-2026 | ** | 2,782,896 | ||||||
ABBVIE INC 3.6% 05-14-2025 | ** | 7,061,033 | ||||||
ABBVIE INC 3.75% DUE 11-14-2023 | ** | 231,645 | ||||||
ABBVIE INC 3.85% DUE 03-15-2025 REG | ** | 438,939 | ||||||
ABBVIE INC 4.25% DUE 11-14-2028 | ** | 241,542 | ||||||
ABBVIE INC 4.25% DUE 11-21-2049 REG | ** | 113,776 | ||||||
ABBVIE INC 4.25% DUE 11-21-2049 REG | ** | 252,836 | ||||||
ABBVIE INC 4.4% DUE 11-06-2042 | ** | 217,967 | ||||||
ABBVIE INC COM USD0.01 | ** | 24,833,639 | ||||||
ABBVIE INC FIXED 2.95% DUE 11-21-2026 | ** | 4,050,302 | ||||||
ABCELLERA BIOLOGICS INC COM | ** | 787,567 | ||||||
ABERCROMBIE & FITCH CO CL A CL A | ** | 465,737 | ||||||
ABM INVESTAMA TBK SHS | ** | 18,899 | ||||||
ABN AMRO BANK N.V. DR EACH REP SHS | ** | 4,087,541 | ||||||
ABN AMRO BK N V 4.75% DUE 07-28-2025 | ** | 387,924 | ||||||
ABU DHABI NATL CO AED0.08 | ** | 314,640 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ACADEMEDIA AB NPV | ** | 754,799 | ||||||
ACADEMY SPORTS & OUTDOORS INC COM | ** | 669,622 | ||||||
ACADIA HEALTHCARE CO INC COM | ** | 1,005,210 | ||||||
ACADIA PHARMACEUTICALS INC COM | ** | 933,597 | ||||||
ACCENTURE PLC SHS CL A NEW | ** | 38,191,475 | ||||||
ACCESS GROUP INC DEL 2005-A ASSET BKD CTF CL A-3 FLTG 07-25-2034 REG | ** | 1,253,088 | ||||||
ACCREDITED MTG LN TR 2004-3 MTG PASSTHRUCTF CL 2A2 10-25-2034 REG | ** | 299,408 | ||||||
ACCUNIA EUROPEAN CLO I DESIGNATED ACTIVITY COMPANY 07/2030 | ** | 279,317 | ||||||
ACCURAY INC DEL COM | ** | 74,554 | ||||||
ACE HARDWARE IDR10 | ** | 196,718 | ||||||
ACE INA HLDGS INC 2.7% DUE 03-13-2023 | ** | 119,532 | ||||||
ACE INA HLDGS INC 3.35% DUE 05-03-2026 | ** | 38,304 | ||||||
ACE SECS CORP HOME EQUITY LN TR 2003-NC1MTG PASSTHRU CTF 4.84586% 07-25-2033 | ** | 1,569,567 | ||||||
ACERINOX SA EUR0.25 | ** | 150,912 | ||||||
ACLARIS THERAPEUTICS INC COM | ** | 225,178 | ||||||
ACTIVISION BLIZZARD INC COM STK | ** | 477,519 | ||||||
ACUITY BRANDS INC COM | ** | 3,827,247 | ||||||
ADAPTHEALTH CORP COM | ** | 649,079 | ||||||
ADASTRIA CO LTD | ** | 584,717 | ||||||
ADBRI LTD NPV | ** | 109,410 | ||||||
ADC THERAPEUTICS SA COM | ** | 65,188 | ||||||
ADDTECH AB SER'B'NPV | ** | 123,204 | ||||||
ADDUS HOMECARE CORP COM STK | ** | 825,767 | ||||||
ADICET BIO INC COM | ** | 58,736 | ||||||
ADIENT PLC ADIENT PLC LTD COM | ** | 2,102,214 | ||||||
ADOBE INC 2.3% DUE 02-01-2030 | ** | 427,563 | ||||||
ADOBE SYS INC COM | ** | 28,478,851 | ||||||
ADR ABCAM PLC SPON ADS EACH REP 1 ORD SHS | ** | 639,438 | ||||||
ADR ARGENX SE SPONSORED ADS | ** | 909,192 | ||||||
ADR ASCENDIS PHARMA A/S SPONSORED ADR | ** | 2,478,018 | ||||||
ADR ASML HLDG NV NY REG 2012 (POST REV SPLIT) | ** | 4,413,819 | ||||||
ADR ASTRAZENECA PLC SPONSORED ADR UNITEDKINGDOM | ** | 2,637,420 | ||||||
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004 | ** | 475,422 | ||||||
ADR BIONTECH SE ADS | ** | 2,403,520 | ||||||
ADR BP P L C SPONSORED ADR | ** | 6,678,616 | ||||||
ADR EDAP TMS S A SPONSORED ADR | ** | 151,372 | ||||||
ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS | ** | 126,886 | ||||||
ADR ENDAVA PLC ADS | ** | 2,661,435 | ||||||
ADR FINVOLUTION GROUP SPONSORED ADR SPONADS EACH REP 5 ORD SHS CLASS A | ** | 29,686 | ||||||
ADR GERDAU S A SPONSORED ADR REPRESENTING PFD SHS | ** | 3,643,691 | ||||||
ADR GOLD FIELDS LTD NEW SPONSORED ADR | ** | 1,079,153 | ||||||
ADR GSK PLC | ** | 2,667,126 | ||||||
ADR HELLO GROUP INC ADR | ** | 355,500 | ||||||
ADR ICICI BK LTD | ** | 1,395,728 | ||||||
ADR IMMUNOCORE HLDGS PLC ADS | ** | 940,514 | ||||||
ADR LEGEND BIOTECH CORP SPON ADS EACH REP 2 ORD SHS | ** | 1,908,691 | ||||||
ADR LVMH MOET HENNESSY LOUIS VUITTON ADR | ** | 5,267,039 | ||||||
ADR MATERIALISE NV SPONSORED ADS REPSTG SHS | ** | 80,714 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ADR MYT NETH PARENT B V ADS | ** | 383,130 | ||||||
ADR NESTLE S A SPONSORED ADR REPSTG REG SH | ** | 11,351,993 | ||||||
ADR NICE LTD SPONSORED ADR | ** | 4,730,580 | ||||||
ADR NOVO-NORDISK A S ADR | ** | 9,626,870 | ||||||
ADR OLINK HLDG AB SPONSORED ADS | ** | 440,419 | ||||||
ADR RECKITT BENCKISER GROUP PLC SPONSORED ADR | ** | 3,394,957 | ||||||
ADR RIO TINTO PLC SPONSORED ADR | ** | 5,617,680 | ||||||
ADR RLX TECHNOLOGY INC SPONSORED ADS | ** | 39,100 | ||||||
ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104 | ** | 2,739,678 | ||||||
ADR RYANAIR HLDGS PLC SPONSORED ADR NEW | ** | 4,314,101 | ||||||
ADR SEA LTD ADR | ** | 423,212 | ||||||
ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS | ** | 158,482 | ||||||
ADR TAIWAN SEMICONDUCTOR MANUFACTURING SPON ADS EACH REP 5 ORD TWD10 | ** | 8,390,256 | ||||||
ADR UNILEVER PLC SPONSORED ADR NEW | ** | 9,395,310 | ||||||
ADR VISTA ENERGY S A B DE C V SPONSORED ADS REPSTG SHS SER A | ** | 181,405 | ||||||
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNO PAR | ** | 4,817,120 | ||||||
ADR WNS HLDGS LTD SPONSORED ADR | ** | 8,914,726 | ||||||
ADR YPF SOCIEDAD ANONIMA SPONSORED ADR REPSTG CL D SHS | ** | 17,580 | ||||||
ADT INC DEL COM | ** | 375,453 | ||||||
ADV INTL MULTITECH TWD10 | ** | 52,490 | ||||||
ADVANCED MICRO DEVICES INC COM | ** | 13,629,162 | ||||||
ADVANSIX INC COM | ** | 496,617 | ||||||
ADVENTIST HLTH 2.952% DUE 03-01-2029 | ** | 4,651,644 | ||||||
ADVENTURE INC NPV | ** | 246,163 | ||||||
ADWAYS INC. | ** | 96,252 | ||||||
ADYEN NV EUR0.01 | ** | 6,285,331 | ||||||
AECOM | ** | 4,970,019 | ||||||
AEKYUNG COMSTK KRW | ** | 25,709 | ||||||
AEP TEX CENT CO 3.85% DUE 10-01-2025 | ** | 1,694,598 | ||||||
AEP TEX INC 3.45% DUE 01-15-2050 | ** | 234,949 | ||||||
AEP TEX INC 4.15% DUE 05-01-2049 | ** | 196,399 | ||||||
AEP TEXAS CENT CO FIXED 3.95% DUE 06-01-2028 | ** | 3,015,420 | ||||||
AEP TEXAS CENTRAL COMPANY 4.7% 05-15-2032 | ** | 1,731,803 | ||||||
AEP TRANSM CO LLC 3.1% DUE 12-01-2026 | ** | 713,290 | ||||||
AERCAP HOLDINGS N.V. EUR0.01 | ** | 7,767,058 | ||||||
AERCAP IRELAND CAP / GLOBA 3.3% DUE 01-30-2032 BEO | ** | 627,738 | ||||||
AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-2028 | ** | 440,727 | ||||||
AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-2028 | ** | 3,970,736 | ||||||
AERCAP IRELAND CAP 1.15% DUE 10-29-2023 | ** | 3,396,339 | ||||||
AERCAP IRELAND CAP 4.875% DUE 01-16-2024 | ** | 2,396,928 | ||||||
AERCAP IRELAND CAP DESIGNATED 1.75% 01-30-2026 | ** | 466,872 | ||||||
AERCAP IRELAND CAP DESIGNATED ACTIVITY C4.5% DUE 09-15-2023 REG | ** | 496,697 | ||||||
AERCAP IRELAND CAP DESIGNATED ACTIVITY C6.5% DUE 07-15-2025 REG | ** | 861,983 | ||||||
AERCAP IRELAND CAP/GLOBA 1.65% DUE 10-29-2024 BEO | ** | 436,463 | ||||||
AERCAP IRELAND CAP/GLOBA 1.65% DUE 10-29-2024 BEO | ** | 6,872,681 | ||||||
AERCAP IRELAND CAP/GLOBA 1.75% DUE 10-29-2024 BEO | ** | 184,156 | ||||||
AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO | ** | 764,286 | ||||||
AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO | ** | 1,645,886 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AERCAP IRELAND FIXED 4.45% DUE 10-01-2025 | ** | 961,429 | ||||||
AEROSPACE INDUSTRI TWD10 | ** | 47,689 | ||||||
AERSALE CORP COM | ** | 43,324 | ||||||
AES CORP SR NT 1.375% 01-15-2026 | ** | 1,092,546 | ||||||
AETNA INC NEW 2.8% DUE 06-15-2023 | ** | 1,499,030 | ||||||
AETNA INC NEW 6.75% DUE 12-15-2037 | ** | 96,954 | ||||||
AFLAC INC 1.125% DUE 03-15-2026 | ** | 1,412,251 | ||||||
AFRICAN RAINBOW LTD ZAR0.05 | ** | 216,724 | ||||||
AFTER YOU PCL THB0.10(NVDR) | ** | 85,381 | ||||||
AG ANADOLU GRUBU TRY1 (A SHARES) | ** | 129,889 | ||||||
AG GROWTH INTL INC COM NPV | ** | 825,440 | ||||||
AGCO CORP COM | ** | 3,222,185 | ||||||
AGILENT TECHNOLOGIES INC COM | ** | 3,951,209 | ||||||
AGILON HEALTH INC COM | ** | 1,062,222 | ||||||
AGILYSYS INC COM STK | ** | 678,942 | ||||||
AGIOS PHARMACEUTICALS INC COM | ** | 67,111 | ||||||
AGL CAP CORP 3.25% DUE 06-15-2026 | ** | 2,607,679 | ||||||
AGL CAP CORP 5.875% DUE 03-15-2041 | ** | 24,960 | ||||||
AGL CLO 13 LTD / AGL CLO 13 LLC SR SECD NT CL A-1 FLTG RATE 5.96771% 10-20-2034 | ** | 2,538,990 | ||||||
AGREE RLTY CORP COM | ** | 6,965,042 | ||||||
AI HOLDINGS CORPOR NPV | ** | 42,870 | ||||||
AIA ENGINEERING INR2 | ** | 193,929 | ||||||
AIA GROUP LTD NPV | ** | 10,133,590 | ||||||
AIC MINES LIMITED | ** | 25,154 | ||||||
AICHI CORPORATION NPV | ** | 33,935 | ||||||
AIDMA HOLDINGS INC NPV | ** | 39,509 | ||||||
AIR ARABIA AED1 | ** | 432,573 | ||||||
AIR LEASE CORP 1.875% 08-15-2026 | ** | 482,726 | ||||||
AIR LEASE CORP 2.1% DUE 09-01-2028 REG | ** | 408,440 | ||||||
AIR LEASE CORP 2.75% 01-15-2023 | ** | 799,058 | ||||||
AIR LEASE CORP 3.25% DUE 03-01-2025 | ** | 2,844,853 | ||||||
AIR LEASE CORP 3.375% DUE 07-01-2025 REG | ** | 117,425 | ||||||
AIR LEASE CORP 3.375% DUE 07-01-2025 REG | ** | 3,882,591 | ||||||
AIR LEASE CORP 3.625% 12-01-2027 | ** | 180,541 | ||||||
AIR LEASE CORP 3.875% DUE 07-03-2023 | ** | 2,546,722 | ||||||
AIR LEASE CORP CL A CL A | ** | 1,047,252 | ||||||
AIR LEASE CORP MED 2.875% DUE 01-15-2026 | ** | 703,854 | ||||||
AIR LEASE CORP MED 2.875% DUE 01-15-2026 | ** | 2,588,515 | ||||||
AIR LEASE CORP MED 3.25% DUE 10-01-2029 | ** | 469,814 | ||||||
AIR LEASE CORP MED 5.85% DUE 12-15-2027 | ** | 1,654,254 | ||||||
AIR LEASE CORP MED TERM NTS BOOK ENTRY 2.875% 01-15-2032 | ** | 1,116,630 | ||||||
AIR LIQUIDE(L') EUR5.50 | ** | 11,090,238 | ||||||
AIR PRODS & CHEMS INC 1.5% DUE 10-15-2025 REG | ** | 595,782 | ||||||
AIRBNB INC CL A COM USD0.0001 CL A | ** | 6,179,427 | ||||||
AIRTEL AFRICA PLC ORD USD0.5 | ** | 163,180 | ||||||
AIT CORPORATION NPV | ** | 55,175 | ||||||
AJ BELL PLC ORD GBP0.000125 | ** | 614,804 | ||||||
AK MEDICAL HLDGS L HKD0.01 | ** | 331,144 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AKER BP ASA 3% DUE 01-15-2025 | ** | 3,924,318 | ||||||
AKER SOLUTIONS ASA | ** | 577,936 | ||||||
AKERO THERAPEUTICS INC COM | ** | 232,188 | ||||||
AKESO INC USD0.00001 | ** | 121,205 | ||||||
AKR CORPORINDO TBK IDR20 | ** | 1,082,337 | ||||||
AKZO NOBEL INDIA INR10 | ** | 29,485 | ||||||
AKZO NOBEL NV EUR0.50(POST REV SPLIT) | ** | 3,280,872 | ||||||
AL HAMMADI COMPANY FOR DEV & INV SAR10.00 | ** | 127,420 | ||||||
AL NAHDI MED CO SAR10 | ** | 492,155 | ||||||
ALABAMA PWR CO 3.45% DUE 10-01-2049 | ** | 253,718 | ||||||
ALABAMA PWR CO 3.75% DUE 09-01-2027 | ** | 1,579,578 | ||||||
ALAMAR FOODS CO. SAR10 | ** | 547,301 | ||||||
ALASKA AIR GROUP INC COM | ** | 7,944 | ||||||
ALBA PLC FLT 15/12/2038 | ** | 257,776 | ||||||
ALBANY INTL CORP NEW CL A | ** | 1,361,429 | ||||||
ALBEMARLE CORP 4.65% 06-01-2027 | ** | 1,022,830 | ||||||
ALBEMARLE CORP COM | ** | 552,342 | ||||||
ALBERTA PROV CDA BD 3.3% DUE 03-15-2028 REG | ** | 563,975 | ||||||
ALBERTA PROV CDA USD BD 1.3% DUE 07-22-2030 REG | ** | 782,230 | ||||||
ALEXANDRIA REAL 3.8% DUE 04-15-2026 | ** | 242,113 | ||||||
ALEXANDRIA REAL 4% DUE 02-01-2050 | ** | 229,115 | ||||||
ALEXANDRIA REAL 4.9% DUE 12-15-2030 | ** | 585,721 | ||||||
ALEXANDRIA REAL ESTATE E 2.0% DUE 05-18-2032 | ** | 1,406,659 | ||||||
ALEXANDRIA REAL ESTATE EQUITIES 1.875% DUE 02-01-2033 | ** | 93,334 | ||||||
ALEXANDRIA REAL ESTATE EQUITIES 2.95% 03-15-2034 | ** | 345,504 | ||||||
ALFEN NV EUR0.10 | ** | 46,728 | ||||||
ALFRESA HOLDINGS NPV | ** | 354,393 | ||||||
ALGOMA STEEL GROUP INC COM NPV | ** | 672,788 | ||||||
ALI AL GHANIM SONS KWD0.100 | ** | 346,898 | ||||||
ALIBABA GROUP HLDG 2.8% DUE 06-06-2023 | ** | 2,587,975 | ||||||
ALIBABA GROUP HOLDING LTD | ** | 2,075,406 | ||||||
ALIBABA PICTURES LTD | ** | 8,764 | ||||||
ALIGNMENT HEALTHCARE INC COM | ** | 491,274 | ||||||
ALIMENTATION 3.55% DUE 07-26-2027 | ** | 462,846 | ||||||
ALIMENTATION COUCHE-TARD INC SR NT 144A 3.439% 05-13-2041 | ** | 397,383 | ||||||
ALIOR BANK SA PLN10.00 | ** | 116,774 | ||||||
ALKAMI TECHNOLOGY INC COM | ** | 336,270 | ||||||
ALKANE RESOURCES LTD COMSTK | ** | 55,411 | ||||||
ALKERMES PLC SHS | ** | 1,704,747 | ||||||
ALLCARGO GLOBAL LOGISTICS LTD INR 2 CMSTK | ** | 19,614 | ||||||
ALLEGION PLC COMMON STOCK | ** | 64,209 | ||||||
ALLEGION US HLDG CO INC 3.2% 10-01-2024 | ** | 192,416 | ||||||
ALLEGRO MICROSYSTEMS INC DEL COM | ** | 1,719,876 | ||||||
ALLEIMA AB NPV | ** | 611,058 | ||||||
ALLETE INC COM NEW | ** | 6,131,869 | ||||||
ALLIANCE BANK MALA NPV | ** | 198,288 | ||||||
ALLIANT ENERGY FIN 3.75% DUE 06-15-2023 | ** | 2,879,857 | ||||||
ALLIANZ SE NPV(REGD)(VINKULIERT) | ** | 5,889,429 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ALLIED PROPS REAL TRUST UNITS | ** | 213,499 | ||||||
ALLISON TRANSMISSION HOLDING | ** | 574,371 | ||||||
ALLKEM LTD NPV | ** | 2,041,524 | ||||||
ALLSTATE CORP COM | ** | 1,277,352 | ||||||
ALLY FINL INC 2.2% 11-02-2028 | ** | 1,562,402 | ||||||
ALLY FINL INC COM | ** | 1,031,350 | ||||||
ALM. BRAND DKK1 | ** | 181,962 | ||||||
ALPHA METALLURGICAL RES INC COM | ** | 333,916 | ||||||
ALPHA NETWORKS INC TWD10 | ** | 78,906 | ||||||
ALPHA SERVICES AND HOLDINGS SA EUR0.3(REV SPLIT) | ** | 783,769 | ||||||
ALPHABET INC 1.1% DUE 08-15-2030 | ** | 377,238 | ||||||
ALPHABET INC 1.9% DUE 08-15-2040 | ** | 327,358 | ||||||
ALPHABET INC 2.05% 08-15-2050 | ** | 176,665 | ||||||
ALPHABET INC CAP STK USD0.001 CL C | ** | 22,867,229 | ||||||
ALPHABET INC CAPITAL STOCK USD0.001 CL A | ** | 98,847,422 | ||||||
ALPHABET INC FIXED .45% DUE 08-15-2025 | ** | 198,468 | ||||||
ALPHATEC HLDGS INC COM NEW COM NEW | ** | 306,898 | ||||||
ALPS LOGISTICS NPV | ** | 26,901 | ||||||
ALSEA SAB DE CV COM NPV | ** | 136,377 | ||||||
ALTEO ENERGIASZOLG HUF12.5(POST SUBD) | ** | 28,255 | ||||||
ALTERYX INC COM CL A COM CL A | ** | 180,436 | ||||||
ALTIUM LTD NPV | ** | 960,977 | ||||||
ALTRIA GROUP INC 2.45% DUE 02-04-2032 | ** | 2,483,132 | ||||||
ALTRIA GROUP INC 6.2% DUE 02-14-2059 | ** | 56,064 | ||||||
ALTRIA GROUP INC FIXED 2.35% DUE 05-06-2025 | ** | 1,353,013 | ||||||
ALTRIA GROUP INC FIXED 3.4% DUE 05-06-2030 | ** | 647,182 | ||||||
ALTRIA GROUP INC FIXED 4.4% DUE 02-14-2026 | ** | 1,047,452 | ||||||
ALUPAR INVEST SA UNITS (1 COM & 2 PRF) | ** | 318,813 | ||||||
AMADA CO LTD | ** | 90,905 | ||||||
AMADEUS IT GROUP EUR0.01 | ** | 2,906,355 | ||||||
AMANO CORPORATION NPV | ** | 105,105 | ||||||
AMATA CORP THB1(NVDR) | ** | 179,268 | ||||||
AMAZON COM INC .4% DUE 06-03-2023 REG | ** | 2,120,616 | ||||||
AMAZON COM INC .8% DUE 06-03-2025 | ** | 466,056 | ||||||
AMAZON COM INC 1.2% DUE 06-03-2027 | ** | 633,160 | ||||||
AMAZON COM INC 1.5% DUE 06-03-2030 | ** | 402,833 | ||||||
AMAZON COM INC 1.5% DUE 06-03-2030 | ** | 265,870 | ||||||
AMAZON COM INC 2.1% DUE 05-12-2031 BEO | ** | 311,586 | ||||||
AMAZON COM INC 2.5% DUE 06-03-2050 | ** | 331,587 | ||||||
AMAZON COM INC 3.0% 04-13-2025 | ** | 2,485,630 | ||||||
AMAZON COM INC 3.15% DUE 08-22-2027 BEO | ** | 5,688,503 | ||||||
AMAZON COM INC COM | ** | 94,335,444 | ||||||
AMAZON COM INC FIXED 4.25% DUE 08-22-2057 | ** | 103,365 | ||||||
AMAZON COM INC FIXED 4.55% DUE 12-01-2027 | ** | 1,386,041 | ||||||
AMAZON COM INC NT .45% 05-12-2024 | ** | 2,330,179 | ||||||
AMAZON.COM INC 3.3% 04-13-2027 | ** | 5,346,236 | ||||||
AMAZON.COM INC 3.45% 04-13-2029 | ** | 1,442,160 | ||||||
AMAZON.COM INC 3.95% 04-13-2052 | ** | 626,549 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AMBARELLA INC SHS | ** | 1,504,891 | ||||||
AMBEA AB NPV | ** | 471,303 | ||||||
AMBIKA COTTON MILL INR10 | ** | 77,941 | ||||||
AMCOR FLEXIBLES NORTH AMER INC SR NT 4% 05-17-2025 | ** | 6,195,804 | ||||||
AMDOCS ORD GBP0.01 | ** | 2,590,650 | ||||||
AMEDISYS INC COM | ** | 1,711,735 | ||||||
AMER ELEC PWR CO INC COM | ** | 4,540,319 | ||||||
AMER FINL GROUP INC OH COM STK | ** | 158,421 | ||||||
AMERANT BANCORP INC CL A CL A | ** | 911,594 | ||||||
AMEREN ILL CO 3.8% DUE 05-15-2028 | ** | 3,716,128 | ||||||
AMERESCO INC | ** | 799,160 | ||||||
AMERICAN AIRLS INC 16-3 AA PTT 04-15-2030 | ** | 36,975 | ||||||
AMERICAN EAGLE OUTFITTERS INC NEW COM | ** | 6,271,656 | ||||||
AMERICAN ELEC PWR CO INC 2.031% DUE 03-15-2024 REG | ** | 1,466,038 | ||||||
AMERICAN EXPRESS CO | ** | 18,073,076 | ||||||
AMERICAN EXPRESS CO 2.55% DUE 03-04-2027BEO | ** | 17,388,814 | ||||||
AMERICAN EXPRESS CO 3.375% 05-03-2024 | ** | 6,860,225 | ||||||
AMERICAN EXPRESS CO 4.42% 08-03-2033 | ** | 4,180,284 | ||||||
AMERICAN EXPRESS CO 5.85% 11-05-2027 | ** | 1,743,013 | ||||||
AMERICAN EXPRESS CR A/C MASTER SER 22-2 CL A 0% 05-17-2027 | ** | 6,584,839 | ||||||
AMERICAN EXPRESS CR ACCOUNT MASTER TR 2022-3 ASSET BACKED CL A 3.385% 08-16-2027 | ** | 18,047,625 | ||||||
AMERICAN HONDA FIN CORP MED TERM NTS BOO.875% DUE 07-07-2023 | ** | 2,076,799 | ||||||
AMERICAN INTERNATIONAL GROUP INC COM | ** | 18,554,616 | ||||||
AMERICAN MUN PWR OHIO INC REV 6.449% 02-15-2044 BEO TAXABLE | ** | 5,380,628 | ||||||
AMERICAN MUN PWR OHIO INC REV 7.334% 02-15-2028 BEO TAXABLE | ** | 106,607 | ||||||
AMERICAN TOWER CORP | ** | 7,527,810 | ||||||
AMERICAN TOWER CORP 3.65% DUE 03-15-2027 | ** | 2,952,019 | ||||||
AMERICAN TOWER CORP NEW 1.875% DUE 10-15-2030 | ** | 580,477 | ||||||
AMERICAN TOWER CORP NEW 2.3% 09-15-2031 | ** | 3,900,795 | ||||||
AMERICAN VANGUARD CORP COM | ** | 1,185,865 | ||||||
AMERICAS CAR-MART INC COM | ** | 1,310,074 | ||||||
AMERICOLD RLTY TR INC COM | ** | 3,347,516 | ||||||
AMERICREDIT .66% DUE 12-18-2024 | ** | 14,665 | ||||||
AMERICREDIT .89% DUE 10-19-2026 | ** | 460,218 | ||||||
AMERICREDIT 1.17% DUE 08-18-2027 | ** | 2,073,024 | ||||||
AMERICREDIT 1.41% DUE 08-18-2027 | ** | 3,612,158 | ||||||
AMERICREDIT 1.48% DUE 02-18-2026 | ** | 94,800 | ||||||
AMERICREDIT 1.59% DUE 10-20-2025 | ** | 1,741,746 | ||||||
AMERICREDIT 2.13% DUE 07-18-2025 | ** | 222,715 | ||||||
AMERICREDIT 2.32% DUE 07-18-2025 | ** | 2,946,196 | ||||||
AMERICREDIT 2.45% DUE 11-18-2026 | ** | 4,850,268 | ||||||
AMERICREDIT 2.58% DUE 09-18-2025 | ** | 4,810,107 | ||||||
AMERICREDIT 2.74% DUE 04-18-2025 | ** | 1,498,876 | ||||||
AMERICREDIT 3.36% DUE 02-18-2025 | ** | 1,094,625 | ||||||
AMERICREDIT 3.36% DUE 02-18-2025 | ** | 479,398 | ||||||
AMERICREDIT AUTOMOBILE RECEIVABLES SER 18-3 CL D 4.04% DUE 11-18-2024 REG | ** | 4,437,635 | ||||||
AMERICREDIT AUTOMOBILE RECEIVABLES TR 20NT CL A-3 4.38% DUE 04-18-2028 REG | ** | 392,604 | ||||||
AMERIPRISE FINL 3% DUE 04-02-2025 | ** | 2,497,814 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AMERIPRISE FINL 4% DUE 10-15-2023 | ** | 2,628,683 | ||||||
AMERIPRISE FINL INC 4.5% 05-13-2032 | ** | 1,749,018 | ||||||
AMERIPRISE FINL INC COM | ** | 8,133,607 | ||||||
AMERIS BANCORP COM | ** | 1,545,061 | ||||||
AMERISOURCEBERGEN CORP .737% DUE 03-15-2023 BEO | ** | 1,175,375 | ||||||
AMERISOURCEBERGEN CORP .737% DUE 03-15-2023 BEO | ** | 1,299,955 | ||||||
AMERISOURCEBERGEN CORP COM | ** | 2,537,517 | ||||||
AMERN AIRLINES INC 3.7% DUE 10-01-2026 | ** | 1,641,333 | ||||||
AMERN CR ACCEP .99% DUE 12-15-2025 | ** | 386,111 | ||||||
AMERN CR ACCEP 4.86% DUE 10-13-2028 | ** | 2,494,000 | ||||||
AMERN CR ACCEP RECEIVABLES TR ASSET BACKED NT CL C 144A .83% 03-15-2027 | ** | 180,688 | ||||||
AMERN CR ACCEP RECEIVABLES TR ASSET BACKED NT CL C 144A .83% 03-15-2027 | ** | 3,489,767 | ||||||
AMERN ELEC PWR CO .75% DUE 11-01-2023 | ** | 1,795,351 | ||||||
AMERN EXPRESS CO 2.5% DUE 07-30-2024 | ** | 1,402,756 | ||||||
AMERN EXPRESS CO 3% 10-30-2024 | ** | 167,397 | ||||||
AMERN EXPRESS CO FIXED 3.7% DUE 08-03-2023 | ** | 215,584 | ||||||
AMERN EXPRESS CR A/C MASTER TR 2018-3 ASSEST BACKED CTF CL A FLTG 10-15-2025 | ** | 1,999,122 | ||||||
AMERN HONDA FIN 1.3% DUE 09-09-2026 | ** | 430,284 | ||||||
AMERN HONDA FIN 3.45% DUE 07-14-2023 | ** | 1,930,257 | ||||||
AMERN INTL GROUP 2.5% DUE 06-30-2025 | ** | 344,832 | ||||||
AMERN INTL GROUP 3.9% DUE 04-01-2026 | ** | 297,711 | ||||||
AMERN SOFTWARE INC CL A | ** | 37,243 | ||||||
AMERN TOWER CORP 1.3% DUE 09-15-2025 | ** | 5,749,818 | ||||||
AMERN TOWER CORP 2.4% DUE 03-15-2025 | ** | 4,704,894 | ||||||
AMERN TOWER CORP 2.95% DUE 01-15-2051 | ** | 406,054 | ||||||
AMERN TOWER CORP 3.125% DUE 01-15-2027 | ** | 2,843,845 | ||||||
AMERN TOWER CORP 3.8% DUE 08-15-2029 | ** | 272,879 | ||||||
AMERN TOWER CORP 4.4% DUE 02-15-2026 | ** | 780,031 | ||||||
AMERN TOWER CORP 5% DUE 02-15-2024 | ** | 2,308,158 | ||||||
AMERN TOWER CORP FIXED 1.45% DUE 09-15-2026 | ** | 2,171,057 | ||||||
AMERN WOODMARK CORP COM | ** | 4,490,234 | ||||||
AMG ADVANCED METAL EUR0.02 | ** | 461,230 | ||||||
AMGEN INC 2.2% DUE 02-21-2027 | ** | 5,840,049 | ||||||
AMGEN INC 2.25% DUE 08-19-2023 | ** | 513,693 | ||||||
AMGEN INC 2.6% DUE 08-19-2026 | ** | 578,163 | ||||||
AMGEN INC 3.625% DUE 05-22-2024 | ** | 49,030 | ||||||
AMGEN INC 4.2% 03-01-2033 | ** | 2,257,742 | ||||||
AMGEN INC COM | ** | 4,188,845 | ||||||
AMGEN INC NEW ISSUE 30YR 4.2% 02-22-2052 | ** | 383,023 | ||||||
AMICUS THERAPEUTICS INC COM | ** | 321,440 | ||||||
AMIYAKI TEI CO LTD NPV | ** | 74,677 | ||||||
AMNEAL PHARMACEUTICALS INC COM | ** | 104,891 | ||||||
AMS-OSRAM AG NPV (BR) | ** | 48,152 | ||||||
AMVIS HOLDINGS INC NPV | ** | 75,941 | ||||||
ANADOLU EFES TRY1 | ** | 104,469 | ||||||
ANADOLU SIGORTA TRY1 (B SHARES) | ** | 31,031 | ||||||
ANALOG DEVICES INC 2.95% DUE 04-01-2025 | ** | 1,094,445 | ||||||
ANALOG DEVICES INC COM | ** | 12,595,864 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ANDERSONS INC COM | ** | 114,172 | ||||||
ANDREW W MELLON .947% DUE 08-01-2027 | ** | 8,450,592 | ||||||
ANDRITZ AG NPV (BR) | ** | 501,102 | ||||||
ANGLO AMERICAN USD0.54945 | ** | 1,079,940 | ||||||
ANGLO AMERN CAP 4% DUE 09-11-2027 | ** | 368,006 | ||||||
ANGLO AMERN CAP 4.75% DUE 04-10-2027 | ** | 783,455 | ||||||
ANHEUSER BUSCH INBEV FIN INC 4.625 DUE 02-01-2044 REG | ** | 180,880 | ||||||
ANHEUSER BUSCH INC 4.439% DUE 10-06-2048 | ** | 257,970 | ||||||
ANHEUSER-BUSCH 3.5% DUE 06-01-2030 | ** | 1,889,948 | ||||||
ANHEUSER-BUSCH 4.375% DUE 04-15-2038 | ** | 512,038 | ||||||
ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.75% 01-23-2029 | ** | 1,751,186 | ||||||
ANHUI CONCH CEMENT 'H'CNY1 | ** | 645,340 | ||||||
ANRITSU CORP NPV | ** | 439,171 | ||||||
ANSYS INC COM | ** | 798,697 | ||||||
ANTARES HLDGS LP 2.75% 01-15-2027 | ** | 5,053,652 | ||||||
ANTERO MIDSTREAM CORPORATION COM USD1.00 | ** | 341,741 | ||||||
ANTERO RES CORP COM | ** | 1,589,942 | ||||||
ANTHEM INC 3.35% DUE 12-01-2024 | ** | 72,733 | ||||||
ANTHEM INC 3.35% DUE 12-01-2024 | ** | 533,374 | ||||||
ANTHEM INC 4.101% 03-01-2028 | ** | 206,420 | ||||||
ANTHEM INC NT 1.5% 03-15-2026 | ** | 8,318,711 | ||||||
ANTHEM INC NT 4.1% 05-15-2032 | ** | 569,382 | ||||||
ANZ GROUP HLDGS LI NPV DFD 03/01/23 (EX-RECONS | ** | 3,740,674 | ||||||
ANZ NEW ZEALAND 2.166% DUE 02-18-2025 | ** | 2,563,064 | ||||||
AOKI HOLDINGS INC NPV | ** | 103,680 | ||||||
AON CORP/AON GLOBAL HLDGS PLC 2.85% 05-28-2027 | ** | 1,789,281 | ||||||
AON PLC | ** | 18,018,305 | ||||||
AON PLC 3.875% DUE 12-15-2025 | ** | 63,430 | ||||||
AON PLC 4.25% DUE 12-12-2042 | ** | 50,587 | ||||||
AOYAMA TRADING CO NPV | ** | 370,136 | ||||||
APA CORP COM | ** | 11,679,336 | ||||||
APAR INDUSTRY LTD INR10 | ** | 26,464 | ||||||
APELLIS PHARMACEUTICALS INC COM | ** | 422,729 | ||||||
APERAM S.A. | ** | 1,047,176 | ||||||
APEX HEALTHCARE NPV | ** | 26,210 | ||||||
APOLLO GLOBAL MANAGEMENT INC COM USD0.00001 | ** | 22,319,547 | ||||||
APOLLO TYRES COMMON STK | ** | 754,079 | ||||||
APPFOLIO INC COM CL A COM CL A | ** | 1,596,191 | ||||||
APPLE HOSPITALITY REIT INC COM NEW COM NEW | ** | 781,284 | ||||||
APPLE INC 1.125% DUE 05-11-2025 | ** | 4,303,809 | ||||||
APPLE INC 1.65% DUE 05-11-2030 | ** | 5,782,344 | ||||||
APPLE INC 2.45% DUE 08-04-2026 | ** | 5,497,046 | ||||||
APPLE INC 3.85% DUE 08-04-2046 | ** | 78,476 | ||||||
APPLE INC BNDS 2.75% DUE 01-13-2025 REG | ** | 1,662,119 | ||||||
APPLE INC COM STK | ** | 88,599,007 | ||||||
APPLE INC FIXED 2.95% 09-11-2049 | ** | 178,509 | ||||||
APPLE INC FIXED 3.75% 11-13-2047 | ** | 621,630 | ||||||
APPLIED MATERIALS INC COM | ** | 461,484 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
APPLUS SERVICES SA EUR0.10 | ** | 423,197 | ||||||
APT PIPELINES LTD SR NT 144A 4.2% DUE 03-23-2025 BEO | ** | 483,112 | ||||||
APTIV PLC COM USD | ** | 782,199 | ||||||
AQUARION CO 4% DUE 08-15-2024 | ** | 740,811 | ||||||
ARABIAN CENTRES CO SAR10 | ** | 280,826 | ||||||
ARAMARK COM | ** | 1,293,074 | ||||||
ARCADIS NV COMSTK | ** | 1,122,009 | ||||||
ARCBEST CORP COM USD0.01 | ** | 1,309,048 | ||||||
ARCH CAP FIN LLC 4.011% DUE 12-15-2026 | ** | 654,073 | ||||||
ARCH CAPITAL GROUP COM STK | ** | 4,141,597 | ||||||
ARCH RES INC DEL CL A CL A | ** | 1,416,048 | ||||||
ARCHER-DANIELS-MIDLAND CO COM | ** | 3,571,568 | ||||||
ARCONIC CORPORATION COM USD0.01 | ** | 111,048 | ||||||
ARCOS DORADOS HOLDINGS INC COM NPV CL 'A' | ** | 1,552,009 | ||||||
ARCTIC PAPER SA PLN1.00 | ** | 30,793 | ||||||
AREIT 2022-CRE7 LLC SR SECD NT CL A 144A6.72482% 06-17-2039 | ** | 1,981,501 | ||||||
ARES FIN CO IV LLC SR NT 144A 3.65% 02-01-2052 | ** | 919,038 | ||||||
ARES XLIII CLO LTD / ARES XLIII CLO 5.95243% 07-15-2034 | ** | 1,553,798 | ||||||
AREZZO INDUSTRIA E COMERCIO | ** | 364,672 | ||||||
ARGAN INC COM | ** | 166,034 | ||||||
ARGENT SECS INC 2003-W3 ASSET BKD CTF M-1 FLTG 09-25-2033 REG | ** | 276,052 | ||||||
ARGO GROUP INTERNATIONAL HOLDINGS COM STK | ** | 272,666 | ||||||
ARGONAUT GOLD INC COM | ** | 295,317 | ||||||
ARI FLEET LEASE TR 3.12% DUE 01-15-2031 | ** | 4,738,344 | ||||||
ARIS WTR SOLUTIONS INC CL A CL A | ** | 3,511,141 | ||||||
ARISE AB NPV | ** | 230,426 | ||||||
ARISTA NETWORKS INC COM | ** | 302,283 | ||||||
ARISTOCRAT LEISURE NPV | ** | 753,355 | ||||||
ARITZIA INC SUB VTG SHS | ** | 115,322 | ||||||
ARIVO ACCEP AUTO LN RECEIVABLES TR AUTO RECEIVABLES BKD NTS CL 3.93% 05-15-2028 | ** | 337,808 | ||||||
ARIZONA PUB SVC CO 2.6% DUE 08-15-2029 | ** | 3,093,757 | ||||||
ARIZONA PUB SVC CO 3.35% DUE 06-15-2024 | ** | 1,333,240 | ||||||
ARLO TECHNOLOGIES INC COM | ** | 161,534 | ||||||
ARMSTRONG WORLD INDS INC NEW COM STK | ** | 3,836,925 | ||||||
AROA BIOSURGERY NPV | ** | 56,779 | ||||||
AROUNDTOWN SA EUR0.01 | ** | 267,718 | ||||||
ARROW ELECTR INC COM | ** | 7,980,260 | ||||||
ARROW ELECTRONICS INC NT 2.95% 02-15-2032 | ** | 356,047 | ||||||
ARROW ELECTRS INC FIXED 3.25% DUE 09-08-2024 | ** | 288,397 | ||||||
ARROW ELECTRS INC FIXED 3.875% DUE 01-12-2028 | ** | 16,379 | ||||||
ARTNATURE INC NPV | ** | 96,703 | ||||||
ARVINAS INC COM | ** | 134,377 | ||||||
ASAHI CO LTD NPV | ** | 109,182 | ||||||
ASBURY AUTOMOTIVE GROUP INC COM | ** | 788,700 | ||||||
ASE TECHNOLOGY HOLDING CO LTD ADR | ** | 558,657 | ||||||
ASHOK LEYLAND INR1 | ** | 628,149 | ||||||
ASIA PAPER MFG KRW5000 | ** | 14,959 | ||||||
ASIA PILE HLDG CO NPV | ** | 27,522 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ASIA VITAL COMPONE TWD10 | ** | 69,236 | ||||||
ASIAN INFRASTRUCTURE INVT BK GLOBAL NT .5% DUE 05-28-2025 REG | ** | 11,091,240 | ||||||
ASIANA AIRLINES IN KRW5000 | ** | 130,201 | ||||||
ASKA HD | ** | 56,030 | ||||||
ASPEED TECHNOLOGY TWD10 | ** | 465,992 | ||||||
ASPEN TECHNOLOGY INC COM USD0.10 | ** | 1,918,025 | ||||||
ASR NEDERLAND NV EUR0.16 | ** | 898,798 | ||||||
ASSETMARK FINL HLDGS INC COM | ** | 408,779 | ||||||
ASSIC GENERALI SPA NPV | ** | 5,143,448 | ||||||
ASSURANT INC COM | ** | 574,025 | ||||||
ASSURED GUARANTY LTD COMMON STK | ** | 1,333,858 | ||||||
AST BACKED SECS FLTG RT 5.04586% DUE 03-25-2036 | ** | 2,235,891 | ||||||
ASTELLAS PHARMA NPV | ** | 1,028,000 | ||||||
ASTRA IND.GP SAR10 | ** | 56,592 | ||||||
ASTRAL FOODS ZAR0.01 | ** | 181,928 | ||||||
ASTRAZENECA PLC 3.375% DUE 11-16-2025 | ** | 6,857,856 | ||||||
ASTRAZENECA PLC FIXED 2.125% DUE 08-06-2050 | ** | 186,142 | ||||||
ASTRONICS CORP COM | ** | 124,980 | ||||||
ASURANSI TUGU INDONESI | ** | 25,979 | ||||||
AT&T INC 1.65% DUE 02-01-2028 | ** | 820,657 | ||||||
AT&T INC 1.65% DUE 02-01-2028 | ** | 3,451,834 | ||||||
AT&T INC 1.7% DUE 03-25-2026 BEO | ** | 1,498,353 | ||||||
AT&T INC 2.25% DUE 02-01-2032 | ** | 94,410 | ||||||
AT&T INC 2.3% DUE 06-01-2027 | ** | 3,390,779 | ||||||
AT&T INC 2.55% DUE 12-01-2033 | ** | 721,347 | ||||||
AT&T INC 2.55% DUE 12-01-2033 | ** | 3,946,191 | ||||||
AT&T INC 3.5% DUE 09-15-2053 REG | ** | 5,988,434 | ||||||
AT&T INC 3.55% DUE 09-15-2055 | ** | 208,446 | ||||||
AT&T INC 3.65% DUE 09-15-2059 | ** | 3,408,685 | ||||||
AT&T INC 4.25% DUE 03-01-2027 | ** | 1,519,446 | ||||||
AT&T INC 4.35% DUE 03-01-2029 | ** | 6,249,254 | ||||||
AT&T INC 4.5% DUE 05-15-2035 | ** | 587,343 | ||||||
AT&T INC COM | ** | 434,089 | ||||||
ATARA BIOTHERAPEUTICS INC COM | ** | 134,595 | ||||||
ATCO LTD CLASS I NON-VOTING COM NPV | ** | 938,337 | ||||||
ATEA PHARMACEUTICALS INC COM | ** | 28,817 | ||||||
ATHENE GLOBAL FDG 2.75% DUE 06-25-2024 | ** | 475,764 | ||||||
ATHENE GLOBAL FDG MEDIUM TERM SR TRANCHE# TR 00785 .95% 01-08-2024 | ** | 3,667,038 | ||||||
ATHENE GLOBAL FDG MEDIUM TERM SR TRANCHE# TR 00796 1.73% 10-02-2026 | ** | 300,870 | ||||||
ATHENE GLOBAL FDG VAR RT 4.88337% DUE 05-24-2024 | ** | 3,812,027 | ||||||
ATI INC COM | ** | 866,716 | ||||||
ATLASSIAN CORP CL A | ** | 5,674,531 | ||||||
ATMOS ENERGY CORP .625% DUE 03-09-2023 | ** | 3,490,102 | ||||||
ATMOS ENERGY CORP .625% DUE 03-09-2023 | ** | 2,185,803 | ||||||
ATMOS ENERGY CORP 1.5% DUE 01-15-2031 | ** | 156,223 | ||||||
ATMOS ENERGY CORP 4.125% DUE 10-15-2044 | ** | 79,748 | ||||||
ATMOS ENERGY CORP COM | ** | 3,598,568 | ||||||
ATOSS SOFTWARE AG NPV | ** | 60,762 | ||||||
ATRAE INC NPV | ** | 36,294 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ATRICURE INC COM STK | ** | 1,406,846 | ||||||
ATTENDO AB NPV | ** | 68,637 | ||||||
AUB GROUP LTD | ** | 262,748 | ||||||
AUDIX CORP TWD10 | ** | 99,950 | ||||||
AURIZON HOLDINGS NPV | ** | 1,946,951 | ||||||
AURORA INNOVATION INC CL A COM | ** | 418,229 | ||||||
AUSTAL LIMITED NPV | ** | 125,320 | ||||||
AUSTRALIA & NEW ZEALAND BANK GROUP Z/CPN CP 09-12-2023 | ** | 8,279,459 | ||||||
AUSTRALIA & NEW ZEALAND BANK GROUP 5.088% DUE 12-08-2025 BEO | ** | 4,674,265 | ||||||
AUSTRALIA & NEW ZEALAND BKG GROUP LTD DIZ/CPN CP 11-22-2023 | ** | 5,028,016 | ||||||
AUSTRALIA(CMNWLTH) 0.5% SNR 21/09/2026 AUD1000 | ** | 242,277 | ||||||
AUSTRALIA(CMNWLTH) 1% SNR 21/11/2031 AUD1000 | ** | 210,586 | ||||||
AUSTRALIA(CMNWLTH) 1.25% SNR 21/05/32 AUD1000 | ** | 53,216 | ||||||
AUSTRALIA(CMNWLTH) 2.5% SNR 21/05/2030 AUD100 | ** | 370,284 | ||||||
AUSTRALIA(CMNWLTH) IDX/LKD SNR 21/11/27 AUD100 | ** | 2,373,899 | ||||||
AUSTRALIA(COMWLTH OF) 4.5% BDS 21/04/2033 AUD1000 | ** | 352,102 | ||||||
AUSTRIA TECH SYSTEMTECHNIK | ** | 132,817 | ||||||
AUTODESK INC COM | ** | 1,011,527 | ||||||
AUTOMATIC DATA PROCESSING INC COM | ** | 2,661,617 | ||||||
AUTOMOTIVE AXLES INR10 | ** | 45,159 | ||||||
AUTONATION INC COM | ** | 201,402 | ||||||
AUTOSPORTS GROUP LIMITED NPV | ** | 27,136 | ||||||
AUTOZONE INC 1.65% 01-15-2031 | ** | 326,280 | ||||||
AUTOZONE INC 3.75% DUE 04-18-2029 | ** | 3,064,472 | ||||||
AUTOZONE INC COM | ** | 806,441 | ||||||
AUTOZONE INC FIXED 3.625% DUE 04-15-2025 | ** | 4,312,016 | ||||||
AVANGRID INC 3.15% 12-01-2024 | ** | 291,659 | ||||||
AVANGRID INC 3.2% DUE 04-15-2025 REG | ** | 1,434,226 | ||||||
AVANGRID INC 3.8% DUE 06-01-2029 | ** | 2,154,453 | ||||||
AVANTAX INC COM USD0.0001 | ** | 1,751,179 | ||||||
AVANZA BANK HLDG NPV | ** | 539,391 | ||||||
AVERY DENNISON CORP COM | ** | 130,863 | ||||||
AVEX INC | ** | 54,880 | ||||||
AVIATION CAP GROUP 4.125% DUE 08-01-2025 | ** | 1,587,187 | ||||||
AVIATION CAP GROUP 4.125% DUE 08-01-2025 | ** | 1,727,233 | ||||||
AVIATION CAP GROUP 4.375% DUE 01-30-2024 | ** | 3,413,085 | ||||||
AVID BIOSERVICES INC COMMON STOCK | ** | 2,485,182 | ||||||
AVID TECHNOLOGY INC COM | ** | 368,112 | ||||||
AVIENT CORPORATION | ** | 3,788,176 | ||||||
AVIO SPA NPV | ** | 114,413 | ||||||
AVIS BUDGET RENT CAR FDG AESOP LLC 1.38%08-20-2027 | ** | 932,670 | ||||||
AVIVA ORD GBP0.328947368 | ** | 1,237,359 | ||||||
AVNET INC COM | ** | 1,251,017 | ||||||
AVOLON HLDGS FDG 2.125% DUE 02-21-2026 | ** | 452,098 | ||||||
AVOLON HLDGS FDG 2.875% DUE 02-15-2025 | ** | 1,292,664 | ||||||
AVOLON HLDGS FDG 2.875% DUE 02-15-2025 | ** | 923,331 | ||||||
AVOLON HLDGS FDG 4.25% DUE 04-15-2026 | ** | 385,928 | ||||||
AVOLON HLDGS FDG 4.25% DUE 04-15-2026 | ** | 2,338,268 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
AVOLON HLDGS FDG 4.375% DUE 05-01-2026 | ** | 612,046 | ||||||
AVOLON HLDGS FDG 4.375% DUE 05-01-2026 | ** | 1,480,699 | ||||||
AVOLON HLDGS FDG 5.5% DUE 01-15-2026 | ** | 1,284,753 | ||||||
AVON FINANCE 2A A CMO 20/09/2048 | ** | 310,022 | ||||||
AXA EQUITABLE FIXED 3.9% DUE 04-20-2023 | ** | 2,394,049 | ||||||
AXALTA COATING SYSTEMS LTD COM USD1.00 | ** | 417,581 | ||||||
AXCELIS TECHNOLOGIES INC COM NEW COM NEW | ** | 785,188 | ||||||
AXFOOD AB NPV | ** | 191,249 | ||||||
AXIAL RETAILING INC | ** | 30,831 | ||||||
AXIS CAPITAL HOLDINGS LTD COM USD0.0125 | ** | 1,680,191 | ||||||
AXON ENTERPRISE INC COM | ** | 1,169,309 | ||||||
AXONICS INC COM | ** | 774,622 | ||||||
AXWAY SOFTWARE EUR2 | ** | 27,259 | ||||||
AZEK CO INC CL A CL A | ** | 4,576,613 | ||||||
B & M EUROPEAN VALUE RETAIL SA ORD GBP0.1 | ** | 222,144 | ||||||
B A T CAP CORP 2.259% DUE 03-25-2028 | ** | 382,965 | ||||||
B A T CAP CORP 2.259% DUE 03-25-2028 | ** | 10,814,609 | ||||||
B A T CAP CORP 2.789% DUE 09-06-2024 | ** | 5,265,240 | ||||||
B A T CAP CORP 3.222% 08-15-2024 | ** | 8,663,555 | ||||||
B A T CAP CORP 4.54% 08-15-2047 | ** | 56,918 | ||||||
B A T CAP CORP FIXED 3.557% DUE 08-15-2027 | ** | 8,048,275 | ||||||
B A T CAP CORP FIXED 3.734% DUE 09-25-2040 | ** | 129,981 | ||||||
B A T INTL FIN PLC FIXED 1.668% DUE 03-25-2026 | ** | 283,541 | ||||||
B A T INTL FIN PLC FIXED 1.668% DUE 03-25-2026 | ** | 8,212,940 | ||||||
B2 GOLD CORP COMMON STOCK | ** | 388,719 | ||||||
BA CR CARD TR SR 22-A1 CL A1 3.53% DUE 11-15-2027 REG | ** | 6,656,056 | ||||||
BACARDI LTD 4.45% DUE 05-15-2025 | ** | 776,830 | ||||||
BAE SYS PLC 3.4% DUE 04-15-2030 | ** | 513,034 | ||||||
BAHNHOF AB SER'B'NPV | ** | 41,847 | ||||||
BAIKSAN CO LTD KRW500 | ** | 58,646 | ||||||
BAKER HUGHES A GE CO LLC/BAKER HUGHES 4.08% 12-15-2047 | ** | 549,256 | ||||||
BAKER HUGHES CO | ** | 15,117,086 | ||||||
BAKER HUGHES LLC/CO-OBL 2.061% 12-15-2026 | ** | 1,007,947 | ||||||
BALBOA BAY LN FDG 2021-2 LTD / SR SECD NT CL A-1 FLTG RATE 5.97771% 01-20-2035 | ** | 632,976 | ||||||
BALLYROCK CLO 17 LTD / BALLYROCK 6.20771% 10-20-2034 | ** | 2,108,698 | ||||||
BALMER LAWRIE INV INR10 | ** | 27,065 | ||||||
BALT GAS & ELEC CO 2.4% DUE 08-15-2026 | ** | 5,448,986 | ||||||
BALT GAS & ELEC CO 3.2% DUE 09-15-2049 | ** | 160,026 | ||||||
BALT GAS & ELEC CO 3.35% DUE 07-01-2023 | ** | 332,556 | ||||||
BALT GAS & ELEC CO 3.5% DUE 08-15-2046 | ** | 19,446 | ||||||
BAMLL COML MTG FLTG RT 5.509% DUE 09-15-2038 | ** | 4,687,614 | ||||||
BANC AMERICA COML MTG TR SER 2016-UB10 CLS A3 2.903% 06-15-2049 | ** | 3,979,425 | ||||||
BANC CALIF INC COM | ** | 1,428,698 | ||||||
BANCA IFIS EUR1 | ** | 374,731 | ||||||
BANCA MEDIOLANUM BANCA MEDIOLANUM SPA | ** | 1,784,750 | ||||||
BANCA MONTE DEI 0.875% 08/10/2026 .875% 08/10/2027 | ** | 379,515 | ||||||
BANCO BILBAO 1.125% DUE 09-18-2025 | ** | 2,324,411 | ||||||
BANCO BILBAO VIZCAYA ARGENTARIA S A SR NON PFD FXD TO FXD RATE 5.862 09-14-2026 | ** | 1,198,978 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BANCO BPM NPV | ** | 91,802 | ||||||
BANCO DEL BAJIO COM MXN2 SER'O' | ** | 112,758 | ||||||
BANCO SANTANDER S 2.706% DUE 06-27-2024 | ** | 2,111,864 | ||||||
BANCO SANTANDER S A .701% DUE 06-30-2024BEO | ** | 2,854,066 | ||||||
BANCO SANTANDER S A .701% DUE 06-30-2024BEO | ** | 5,834,998 | ||||||
BANCO SANTANDER S A 2.749% DUE 12-03-2030 | ** | 154,587 | ||||||
BANCO SANTANDER S FIXED 2.746% DUE 05-28-2025 | ** | 1,216,724 | ||||||
BANCO SANTANDER S FIXED 2.746% DUE 05-28-2025 | ** | 2,620,636 | ||||||
BANCO SANTANDER SA 3.125% 02-23-2023 | ** | 2,592,378 | ||||||
BANCO SANTANDER SA FORMERLY BANCO SR NONPFD FIXED-FIXED RATE 1.722% 09-14-2027 | ** | 171,055 | ||||||
BANCO SANTANDER SA FORMERLY BANCO SR NONPFD FIXED-FIXED RATE 1.722% 09-14-2027 | ** | 3,592,148 | ||||||
BANCO SANTANDER SA FORMERLY BANCO SR NONPFD FIXED-FIXED RATE 4.175% 03-24-2028 | ** | 3,157,999 | ||||||
BANCO SANTANDER SA FORMERLY BANCO SR NT NON PFD 1.849% 03-25-2026 | ** | 176,738 | ||||||
BANCO SANTANDER SA FORMERLY BANCO SR NT NON PFD 1.849% 03-25-2026 | ** | 1,413,900 | ||||||
BANCO SANTANDER SA FORMERLY BANCO SR NT NON PFD 2.958% 03-25-2031 | ** | 8,135,734 | ||||||
BANCO SANTANDER SA FRNS 04-12-2023 | ** | 2,200,232 | ||||||
BANDWIDTH INC CL A CL A | ** | 368,669 | ||||||
BANGCHAK CORPORATI THB1(NVDR) | ** | 39,199 | ||||||
BANGKOK BANK PUBLIC CO (HONG KONG) SUB NT TIER 2 144A 3.466% 09-23-2036 | ** | 1,570,965 | ||||||
BANGKOK BANK THB10 (NVDR) | ** | 2,873,683 | ||||||
BANGKOK CHAIN HOSP THB1(NVDR) | ** | 14,205 | ||||||
BANK 2017-BNK4 3.357% DUE 05-15-2050 | ** | 212,843 | ||||||
BANK 2017-BNK9 3.47% DUE 11-15-2054 | ** | 3,250,372 | ||||||
BANK 2018-BNK10 COML MTG PASSTHRU CTF CL3.641% 02-15-2061 | ** | 5,565,574 | ||||||
BANK AMER CORP .523% DUE 06-14-2024 | ** | 4,257,778 | ||||||
BANK AMER CORP .976% 04-22-2025 | ** | 3,358,568 | ||||||
BANK AMER CORP 1.319% DUE 06-19-2026 | ** | 2,508,515 | ||||||
BANK AMER CORP 2.015% DUE 02-13-2026 | ** | 17,665,879 | ||||||
BANK AMER CORP 2.572% DUE 10-20-2032 BEO | ** | 2,696,128 | ||||||
BANK AMER CORP 2.592% DUE 04-29-2031 | ** | 914,846 | ||||||
BANK AMER CORP 2.687% DUE 04-22-2032 | ** | 12,044,968 | ||||||
BANK AMER CORP 3.093% 10-01-2025 | ** | 1,149,458 | ||||||
BANK AMER CORP 3.093% 10-01-2025 | ** | 7,663,050 | ||||||
BANK AMER CORP 3.194% 07-23-2030 | ** | 1,233,134 | ||||||
BANK AMER CORP 3.3% DUE 01-11-2023 | ** | 669,771 | ||||||
BANK AMER CORP 3.366% DUE 01-23-2026 | ** | 238,928 | ||||||
BANK AMER CORP 3.366% DUE 01-23-2026 | ** | 9,557,137 | ||||||
BANK AMER CORP 3.419% 12-20-2028 | ** | 362,242 | ||||||
BANK AMER CORP 3.419% 12-20-2028 | ** | 22,842,056 | ||||||
BANK AMER CORP 3.5% DUE 04-19-2026 | ** | 1,669,140 | ||||||
BANK AMER CORP 3.593% DUE 07-21-2028 | ** | 7,781,660 | ||||||
BANK AMER CORP 3.705% BNDS 04-24-2028 | ** | 536,581 | ||||||
BANK AMER CORP 3.841% 04-25-2025 | ** | 5,911,995 | ||||||
BANK AMER CORP 3.841% 04-25-2025 | ** | 977,296 | ||||||
BANK AMER CORP 3.95% DUE 04-21-2025 | ** | 1,850,495 | ||||||
BANK AMER CORP 4% DUE 01-22-2025 | ** | 4,343,265 | ||||||
BANK AMER CORP 4.25% DUE 10-22-2026 | ** | 164,439 | ||||||
BANK AMER CORP 4.376% 04-27-2028 | ** | 919,393 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BANK AMER CORP 4.45% DUE 03-03-2026 | ** | 3,334,286 | ||||||
BANK AMER CORP BDS 4 04-01-2024 | ** | 5,353,461 | ||||||
BANK AMER CORP CORP BD 4.125 DUE 01-22-2024 REG | ** | 2,012,372 | ||||||
BANK AMER CORP FIXED 2.496% DUE 02-13-2031 | ** | 537,982 | ||||||
BANK AMER CORP FIXED 3.864% 07-23-2024 | ** | 4,754,567 | ||||||
BANK AMER CORP FIXED 4.078% 04-23-2040 | ** | 833,947 | ||||||
BANK AMER CORP FIXED 4.827% DUE 07-22-2026 | ** | 1,574,067 | ||||||
BANK AMER CORP FLTG RT .981% DUE 09-25-2025 | ** | 7,365,558 | ||||||
BANK AMER CORP FLTG RT 1.658% DUE 03-11-2027 | ** | 7,736,261 | ||||||
BANK AMER CORP FLTG RT 2.884% DUE 10-22-2030 | ** | 2,260,712 | ||||||
BANK AMER CORP FLTG RT 5.57614% DUE 02-05-2026 | ** | 246,255 | ||||||
BANK AMER CORP MTN 3.458% 03-15-2025 | ** | 886,746 | ||||||
BANK AMER CORP SR NT 2.972% 02-04-2033 | ** | 161,748 | ||||||
BANK AMER CORP SR NT 2.972% 02-04-2033 | ** | 1,504,252 | ||||||
BANK AMER CORP SR NT FLTG 5.684206% 04-02-2026 | ** | 495,877 | ||||||
BANK AMER MERRILL LYNCH COML MTG TR SER 2016-UB10 CLS ASB 3.019% 06-15-2049 | ** | 1,325,056 | ||||||
BANK MONTREAL MEDIUM TERM SR NTS 1.85% 05-01-2025 | ** | 1,726,656 | ||||||
BANK MONTREAL QUE MEDIUM TERM SR NT SER H USD 3.7% DUE 06-07-2025 | ** | 2,685,134 | ||||||
BANK MONTREAL QUE SR MEDIUM TERM NT SER H 4.25% DUE 09-14-2024 | ** | 4,604,944 | ||||||
BANK MONTREAL Z/CPN CP 11-06-2023 | ** | 8,138,851 | ||||||
BANK NEW YORK MELLON CORP 3.3% 08-23-2029 | ** | 8,852,740 | ||||||
BANK NEW YORK MELLON CORP COM STK | ** | 14,869,290 | ||||||
BANK NEW YORK MELLON CORP MEDIUM TERM 2.2% 08-16-2023 | ** | 4,804,375 | ||||||
BANK NEW YORK MELLON CORP MEDIUM TERM SR NT BOOK ENTRY 2.95% 01-29-2023 | ** | 1,528,148 | ||||||
BANK NOVA SCOTIA B C .55% DUE 09-15-2023 | ** | 1,563,407 | ||||||
BANK NOVA SCOTIA B C 1.3% DUE 06-11-2025BEO | ** | 916,951 | ||||||
BANK NOVA SCOTIA B C 2.951% 03-11-2027 | ** | 2,577,510 | ||||||
BANK NOVA SCOTIA B C CORP 1.95% 02-01-2023 | ** | 454,934 | ||||||
BANK NOVA SCOTIA B C SR NT .7% 04-15-2024 | ** | 5,068,501 | ||||||
BANK NOVA SCOTIA B C SR NT .7% 04-15-2024 | ** | 1,694,092 | ||||||
BANK OF AMERICA CORP | ** | 3,651,016 | ||||||
BANK OF AMERICA CORP 1.734% 07-22-2027 | ** | 701,314 | ||||||
BANK OF AMERICA CORP 1.734% 07-22-2027 | ** | 3,975,575 | ||||||
BANK OF AMERICA CORP 2.299% 07-21-2032 | ** | 2,368,988 | ||||||
BANK OF AMERICA CORP 3.55% 03-05-2024 | ** | 2,630,594 | ||||||
BANK OF AMERICA CORP BNDS 4.2 DUE 08-26-2024 | ** | 2,236,068 | ||||||
BANK OF AMERICA CORP FLTG RT MTN 05-28-2024 | ** | 18,348 | ||||||
BANK OF AMERICA CORP MTN 0.81% 10-24-2024 | ** | 2,901,436 | ||||||
BANK OF AMERICA CORP MTN 1.197% 10-24-2026 | ** | 7,951,622 | ||||||
BANK OF AMERICA CORPORATION 2.551% DUE 02-04-2028 BEO | ** | 733,788 | ||||||
BANK OF AMERICA CORPORATION 2.651% 03-11-2032 | ** | 3,533,257 | ||||||
BANK OF AMERICA CORPORATION 2.676% DUE 06-19-2041/06-19-2020 REG | ** | 440,241 | ||||||
BANK OF AMERICA CORPORATION MTN 1.53% DUE 12-06-2025/06-06-2022 REG | ** | 11,521,288 | ||||||
BANK OF AMERICA CORPORATION MTN 3.384% DUE 04-02-2026 | ** | 2,007,156 | ||||||
BANK OF AMERICA CORPORATION MTN 3.384% DUE 04-02-2026 | ** | 5,789,211 | ||||||
BANK OF AMERICA CORPORATION SR NT FIXED/FLTG 1.843% 02-04-2025 | ** | 479,106 | ||||||
BANK OF GEORGIA GR ORD GBP0.01 | ** | 300,445 | ||||||
BANK OF ISRAEL 0% T-BILL 03/05/23 ILS1000 | ** | 3,336,049 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BANK OF ISRAEL 0% T-BILL 04/01/23 ILS1000 | ** | 2,011,885 | ||||||
BANK OF ISRAEL 0% T-BILL 05/04/23 ILS1000 | ** | 4,684,790 | ||||||
BANK OF ISRAEL 0% T-BILL 08/02/23 ILS1000 | ** | 2,252,313 | ||||||
BANK OF NOVA SCOTIA .4% 09-15-2023 | ** | 4,791,336 | ||||||
BANK OF NOVA SCOTIA 1.45% DUE 01-10-2025 | ** | 1,488,100 | ||||||
BANK OF NOVA SCOTIA 3.45% 04-11-2025 | ** | 452,643 | ||||||
BANK OF NOVA SCOTIA 3.45% 04-11-2025 | ** | 11,516,383 | ||||||
BANK RAKYAT INDONESIA PERSER | ** | 1,184,521 | ||||||
BANK SER 2017-BNK8 CL A-3 3.229% 11-15-2050 | ** | 1,508,691 | ||||||
BANK ST PETERSBURG COM | ** | 391,147 | ||||||
BANK TABUNGAN NEG IDR500 | ** | 125,517 | ||||||
BANK TABUNGAN NEGARA PERSERO IDR500 RIGHTS 23/12/2022 | ** | 4,324 | ||||||
BANPU POWER PUBLIC THB10 (NVDR) | ** | 73,678 | ||||||
BANPU PUBLIC CO THB1(NVDR) | ** | 71,912 | ||||||
BANQUE FEDERATIVE 3.75% DUE 07-20-2023 | ** | 3,945,181 | ||||||
BANQUE SAUDI FRANS SAR10 | ** | 571,754 | ||||||
BARCLAYS COMMERCIAL MORTGAGE SECURITIES SER 2019-C4 CL ASB DUE 08-15-2052 REG | ** | 1,677,948 | ||||||
BARCLAYS PLC 1.007% DUE 12-10-2024 | ** | 7,187,821 | ||||||
BARCLAYS PLC 3.65% DUE 03-16-2025 | ** | 1,249,725 | ||||||
BARCLAYS PLC 4.338% 05-16-2024 | ** | 1,787,649 | ||||||
BARCLAYS PLC 4.972% 05-16-2029 | ** | 7,027,581 | ||||||
BARCLAYS PLC 5.304% DUE 08-09-2026 REG | ** | 3,089,286 | ||||||
BARCLAYS PLC 5.501% DUE 08-09-2028 | ** | 4,879,330 | ||||||
BARCLAYS PLC BARCLAYS PLC 7.75% DUE 12-31-2049 BEO | ** | 1,854,970 | ||||||
BARCLAYS PLC FIXED 2.645% DUE 06-24-2031 | ** | 7,825,162 | ||||||
BARCLAYS PLC FIXED 3.932% DUE 05-07-2025 | ** | 970,086 | ||||||
BARCLAYS PLC FIXED 3.932% DUE 05-07-2025 | ** | 14,182,657 | ||||||
BARCLAYS PLC SR NT FLTG VAR RT DUE 05-16-2024/05-16-2023 | ** | 1,199,800 | ||||||
BARCO NPV | ** | 254,080 | ||||||
BARINGS LN FLTG RT 5.90771% DUE 01-20-2034 | ** | 9,736,794 | ||||||
BARNES GROUP INC COM | ** | 3,375,068 | ||||||
BARRETT BUSINESS SVCS INC COM | ** | 331,331 | ||||||
BASE CO LTD NPV | ** | 97,867 | ||||||
BASE RESOURCES LTD NPV | ** | 210,804 | ||||||
BASF INDIA INR10 | ** | 30,027 | ||||||
BAT CAPITAL CORP FIXED 3.215% 09-06-2026 | ** | 1,847,406 | ||||||
BATTALION CLO XI LTD / BATTALION 0% 04-24-2034 | ** | 1,649,142 | ||||||
BAVARIAN NORDIC DKK10 | ** | 284,213 | ||||||
BAWAG GROUP AG COMMON STOCK | ** | 495,455 | ||||||
BAWAN COMPANY COM STK | ** | 229,248 | ||||||
BAXALTA INC 4% DUE 06-23-2025 | ** | 2,670,949 | ||||||
BAXTER INTL INC FIXED .868% DUE 12-01-2023 | ** | 1,663,264 | ||||||
BAXTER INTL INC FIXED 1.322% DUE 11-29-2024 | ** | 5,543,627 | ||||||
BAY AREA TOLL AUTH CALIF TOLL BRDG REV 2.574% 04-01-2031 BEO TAXABLE | ** | 2,522,949 | ||||||
BAYER AG NPV (REGD) | ** | 7,135,073 | ||||||
BAYER US FIN II 4.375% DUE 12-15-2028 | ** | 282,822 | ||||||
BAYER US FIN II LLC GTD NT FLTG RATE 144A DUE 12-15-2023/06-25-2018 BEO | ** | 299,323 | ||||||
BAYVIEW MSR 3% DUE 11-25-2051 | ** | 1,933,826 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BAYWA AG NPV(VINK) | ** | 129,463 | ||||||
BB SEGURIDADE PARTICIPACOES SA COM NPV BBSE3 | ** | 901,658 | ||||||
BBCMS MTG TR 1.617% DUE 10-15-2053 | ** | 5,217,950 | ||||||
BBVA(BILB-VIZ-ARG) EUR0.49 | ** | 5,064,258 | ||||||
BCA MPS 2.625% SNR 28/04/25 EUR1000 | ** | 96,848 | ||||||
BCA POP DI SONDRIO EUR3 | ** | 200,903 | ||||||
BCO DE SABADELL EUR0.125 | ** | 69,630 | ||||||
BCO EST R GDE SUL PRF CLASS 'B' NPV | ** | 92,942 | ||||||
BDO UNIBANK INC PHP10 | ** | 839,294 | ||||||
BEACH ENERGY LTD NPV | ** | 646,252 | ||||||
BEAR STEARNS ARM FLTG RT 3.01719% DUE 05-25-2034 | ** | 3,460 | ||||||
BEAR STEARNS ASSET BACKED SECS I LLC ASSASSET BKD CTF CL I-A-1A 5.5 25 AUG 2036 | ** | 75,636 | ||||||
BEAR STEARNS AST BACKED SECS I TR 2007 AST BACKED CTF CL I-A-1 08-25-2037 REG | ** | 17,914 | ||||||
BEAZLEY PLC (UK) ORD GBP0.05 | ** | 52,312 | ||||||
BECTON DICKINSON & 1.957% DUE 02-11-2031 | ** | 277,621 | ||||||
BECTON DICKINSON & 3.363% DUE 06-06-2024 | ** | 1,483,443 | ||||||
BECTON DICKINSON & 3.734% DUE 12-15-2024 | ** | 68,243 | ||||||
BECTON DICKINSON & 4.685% DUE 12-15-2044 | ** | 401,106 | ||||||
BECTON DICKINSON & CO COM | ** | 6,607,986 | ||||||
BEIERSDORF AG EUR1 | ** | 7,623,200 | ||||||
BEIGENE LTD COMN STOCK | ** | 603,637 | ||||||
BEIJING URBAN CONSTRUCTION COMSTK | ** | 37,726 | ||||||
BELL CANADA FIXED .75% DUE 03-17-2024 | ** | 1,740,788 | ||||||
BELLRING BRANDS INC COM USD0.01 | ** | 564,336 | ||||||
BELLUNA CO LTD NPV | ** | 90,704 | ||||||
BELUGA GROUP RUB100(RUB) | ** | 27,073 | ||||||
BENCHMARK 2020-B20 1.94539999962% DUE 10-15-2053 | ** | 3,201,741 | ||||||
BENCHMARK 2021-B24 2.0103% DUE 03-15-2054 | ** | 4,463,024 | ||||||
BENCHMARK 2021-B27 1.792% DUE 07-15-2054 | ** | 6,161,158 | ||||||
BENCHMARK 2021-B27 2.163% DUE 07-15-2054 | ** | 3,834,369 | ||||||
BENCHMARK 2021-B29 FLTG RT 2.284% DUE 09-15-2054 | ** | 3,604,990 | ||||||
BENCHMARK 2021-B30 2.329% DUE 11-15-2054 | ** | 3,225,940 | ||||||
BENDIGO AND ADELAIDE BANK LTD NPV | ** | 152,519 | ||||||
BENETEAU EUR0.10 | ** | 154,818 | ||||||
BENTLEY SYS INC CL B CL B | ** | 2,727,094 | ||||||
BERJAYA FOOD BHD NPV | ** | 259,610 | ||||||
BERKELEY LTS INC COM | ** | 107,074 | ||||||
BERKLEY W R CORP COM | ** | 471,270 | ||||||
BERKSHIRE HATHAWAY 3.125% DUE 03-15-2026 | ** | 935,354 | ||||||
BERKSHIRE HATHAWAY 3.25% DUE 04-15-2028 | ** | 370,684 | ||||||
BERKSHIRE HATHAWAY ENERGY CO 3.7% 07-15-2030 | ** | 1,754,626 | ||||||
BERKSHIRE HATHAWAY FIN CORP 2.85% DUE 10-15-2050 | ** | 168,262 | ||||||
BERKSHIRE HATHAWAY FINANCE CORP 3.85% 03-15-2052 | ** | 687,287 | ||||||
BERKSHIRE HATHAWAY INC-CL B | ** | 6,392,686 | ||||||
BERRY GLOBAL INC 1.57% DUE 01-15-2026 | ** | 12,654,273 | ||||||
BERYL 8 PLUS PCL THB0.5 (NVDR) | ** | 92,817 | ||||||
BEST BUY INC COM STK | ** | 911,346 | ||||||
BETSSON AB SER'B'NPV | ** | 387,260 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BFF BANK S.P.A. | ** | 498,209 | ||||||
BFI FIN INDONESIA IDR25 | ** | 12,198 | ||||||
BGF RETAIL CO LTD KRW1000 | ** | 673,775 | ||||||
BH CO LTD SHS | ** | 164,517 | ||||||
BHARTI AIRTEL LTD COMSTK | ** | 439,764 | ||||||
BHG SECURITIZATION 3.75% DUE 06-18-2035 | ** | 213,707 | ||||||
BHP GROUP LIMITED | ** | 6,659,115 | ||||||
BIDVEST GROUP ZAR0.05 | ** | 582,765 | ||||||
BIG COML MTG TR FLTG RT 5.81994% DUE 02-15-2039 | ** | 5,278,388 | ||||||
BIJOU BRIGITTE NPV | ** | 61,559 | ||||||
BILL COM HLDGS INC COM | ** | 1,973,592 | ||||||
BILLERUD AB | ** | 866,261 | ||||||
BIM BIRLESIK MAGAZ TRY1 | ** | 384,361 | ||||||
BIOARCTIC AB SER'B'NPV | ** | 570,627 | ||||||
BIOCRYST PHARMACEUTICALS INC COM | ** | 504,592 | ||||||
BIOGAIA AB SER'B'NPV | ** | 189,726 | ||||||
BIOGEN INC 2.25% DUE 05-01-2030 | ** | 244,494 | ||||||
BIOGEN INC COMMON STOCK | ** | 747,407 | ||||||
BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010 | ** | 936,067 | ||||||
BIOTAGE AB NPV | ** | 374,169 | ||||||
BIO-TECHNE CORP COM | ** | 1,307,846 | ||||||
BIRCHCLIFF ENERGY NEW COM NPV | ** | 47,326 | ||||||
BJS WHSL CLUB HLDGS INC COM | ** | 2,454,536 | ||||||
BK IRELAND GROUP FIXED 4.5% DUE 11-25-2023 | ** | 692,704 | ||||||
BK LEUMI LE ISRAEL ILS1 | ** | 4,183,736 | ||||||
BK NEW YORK MELLON 1.6% DUE 04-24-2025 | ** | 520,691 | ||||||
BK NEW YORK MELLON 3.43% DUE 06-13-2025 | ** | 2,681,839 | ||||||
BK NEW YORK MELLON 3.992% DUE 06-13-2028 | ** | 5,743,399 | ||||||
BK NEW YORK MELLON 4.289% DUE 06-13-2033 | ** | 3,031,340 | ||||||
BK NEW YORK MELLON 5.224% DUE 11-21-2025 | ** | 4,767,928 | ||||||
BK NEW YORK MELLON FLTG RT 4.414% DUE 07-24-2026 | ** | 654,412 | ||||||
BK NOVA SCOTIA B C .8% DUE 06-15-2023 | ** | 1,280,984 | ||||||
BK NOVA SCOTIA B C 4.5% DUE 12-16-2025 | ** | 245,011 | ||||||
BK NOVA SCOTIA HSTN TEX INSTL CTF INSTL CTF DEP 4.53% 08-01-2023 | ** | 2,979,441 | ||||||
BK OF AMER CR CARD SER 22-A2 CL A2 FIXED 5% DUE 04-17-2028 | ** | 4,827,431 | ||||||
BK OF INDIA INR10 | ** | 233,794 | ||||||
BLACK HILLS CORP 1.037% DUE 08-23-2024 BEO | ** | 3,696,585 | ||||||
BLACK KNIGHT INC COM USD0.0001 WI | ** | 655,229 | ||||||
BLACKROCK INC COM STK | ** | 10,064,672 | ||||||
BLACKSTONE / GSO 3.65% DUE 07-14-2023 | ** | 351,677 | ||||||
BLOCK FINL LLC 3.875% DUE 08-15-2030 | ** | 1,316,173 | ||||||
BLOCK H & R INC COM | ** | 283,318 | ||||||
BLOCK INC | ** | 250,103 | ||||||
BLUE BIRD TBK PT IDR100 | ** | 107,719 | ||||||
BLUE DART EXPRESS INR10 | ** | 183,779 | ||||||
BLUEBIK GROUP PCL THB0.5 (NVDR) | ** | 48,566 | ||||||
BLUEPRINT MEDICINES CORP COM | ** | 586,090 | ||||||
BM TECHNOLOGIES INC COM USD | ** | 2,746 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BML INC NPV | ** | 73,739 | ||||||
BMW US CAP LLC 2.25% DUE 09-15-2023 | ** | 106,968 | ||||||
BMW VEH LEASE TR 2022-1 SR 22-1 CL A-3 1.1% 03-25-2025 | ** | 1,838,135 | ||||||
BMW VEH OWNER TR 2022-A CL A3 3.21% 08-25-2026 | ** | 10,914,108 | ||||||
BNK FINANCIAL GROUP INC | ** | 412,208 | ||||||
BNP PARIBAS MEDIUM FIXED 3.8% DUE 01-10-2024 | ** | 2,894,474 | ||||||
BNP PARIBAS SR NON VAR RT 1.323% DUE 01-13-2027 | ** | 6,801,194 | ||||||
BNP PARIBAS SR NON VAR RT 2.819% DUE 11-19-2025 | ** | 473,877 | ||||||
BNP PARIBAS TRANCHE # TR 143 3.25 03-03-2023 | ** | 511,218 | ||||||
BOARDWALK 3.4% DUE 02-15-2031 | ** | 1,174,594 | ||||||
BOARDWALK 5.95% DUE 06-01-2026 | ** | 60,817 | ||||||
BOARDWALK PIPELINES LP 4.8% 05-03-2029 | ** | 94,340 | ||||||
BOCA COML MTG TR FLTG RT 6.24764% DUE 05-15-2039 | ** | 2,694,515 | ||||||
BOCA COML MTG TR FLTG RT 6.79714% DUE 05-15-2039 | ** | 1,685,594 | ||||||
BOE VARITRONIX LTD HKD0.25 | ** | 235,768 | ||||||
*BOEING CO COM | ** | 6,651,531,153 | ||||||
BOISE CASCADE CO COM | ** | 1,926,468 | ||||||
BOMBARDIER INC | ** | 108,016 | ||||||
BON FAME CO LTD SHS | ** | 24,167 | ||||||
BON SECOURS MERCY 1.35% DUE 06-01-2025 | ** | 1,125,210 | ||||||
BONAVA AB COMMON STOCK | ** | 67,186 | ||||||
BONOS DE TESORERIA 144A 5.94% 12/02/2 029 | ** | 1,033,989 | ||||||
BOOKING HLDGS INC COM | ** | 4,635,144 | ||||||
BOOKOFF GROUP HLDG NPV | ** | 58,697 | ||||||
BOOT BARN HLDGS INC COM | ** | 2,983,017 | ||||||
BOOZ ALLEN HAMILTON HLDG CORP CL A COM STK | ** | 1,975,114 | ||||||
BORAL FIN PTY LTD 3.75% 05-01-2028 | ** | 115,976 | ||||||
BORG WARNER INC COM | ** | 706,830 | ||||||
BOSTON SCIENTIFIC CORP COM | ** | 23,453,661 | ||||||
BOX INC CL A CL A | ** | 3,917,928 | ||||||
BOYD GAMING CORP COM | ** | 25,684 | ||||||
BP CAP MKTS AMER 1.749% DUE 08-10-2030 | ** | 295,863 | ||||||
BP CAP MKTS AMER 1.749% DUE 08-10-2030 | ** | 807,627 | ||||||
BP CAP MKTS AMER 2.772% DUE 11-10-2050 | ** | 179,550 | ||||||
BP CAP MKTS AMER 2.939% DUE 06-04-2051 | ** | 414,610 | ||||||
BP CAP MKTS AMER 3.633% DUE 04-06-2030 | ** | 505,777 | ||||||
BP CAP MKTS AMER 3.633% DUE 04-06-2030 | ** | 588,541 | ||||||
BP CAP MKTS AMER 3.937% DUE 09-21-2028 | ** | 1,721,809 | ||||||
BP CAP MKTS AMER 4.234% DUE 11-06-2028 | ** | 970,807 | ||||||
BP CAP MKTS AMER INC 3.119% 05-04-2026 | ** | 237,263 | ||||||
BP CAP MKTS AMER INC CORP BOND 3.41% 02-11-2026 | ** | 807,280 | ||||||
BPCE MEDIUM TERM 4.5% DUE 03-15-2025 | ** | 1,794,547 | ||||||
BPCE S A MEDIUM 1% DUE 01-20-2026 | ** | 842,491 | ||||||
BPCE S A MEDIUM 1% DUE 01-20-2026 | ** | 6,625,843 | ||||||
BPCE SR NON PFD 2.375% DUE 01-14-2025 | ** | 2,379,002 | ||||||
BPCE SR NON PFD VAR RT 2.045% DUE 10-19-2027 | ** | 1,210,659 | ||||||
BPER BANCA NPV | ** | 706,742 | ||||||
BPR TR 2021-TY FLTG RT 5.609% DUE 09-15-2038 | ** | 2,986,317 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BRAVIDA HOLDING AB NPV | ** | 190,629 | ||||||
BRIDGE 2022-SFR1 TR SINGLE FAMILY RENT PASSTHRU 4.15% 11-17-2037 | ** | 2,261,847 | ||||||
BRIDGEBIO PHARMA INC COM | ** | 335,486 | ||||||
BRIGHTCOVE INC | ** | 43,901 | ||||||
BRIGHTHOUSE FINL INC COM | ** | 1,955,694 | ||||||
BRIGHTVIEW HLDGS INC COM | ** | 2,236,170 | ||||||
BRII BIOSCIENCES L COMSTK | ** | 53,351 | ||||||
BRISTOL MYERS FIXED 2.9% DUE 07-26-2024 | ** | 1,653,828 | ||||||
BRISTOL MYERS FIXED 3.4% DUE 07-26-2029 | ** | 1,301,975 | ||||||
BRISTOL MYERS SQUIBB CO .75% DUE 11-13-2025 | ** | 1,658,541 | ||||||
BRISTOL MYERS SQUIBB CO COM | ** | 15,836,986 | ||||||
BRISTOL MYERS SQUIBB CO CORP 3.2% 06-15-2026 | ** | 989,674 | ||||||
BRITISH TELECOMMUNICATIONS P L C 4.5% DUE 12-04-2023 BEO | ** | 1,519,705 | ||||||
BRITISH TELECOMMUNICATIONS P L C NT STEPUP 12-15-2030 12-12-2000 | ** | 180,100 | ||||||
BRITVIC ORD GBP0.2 | ** | 205,624 | ||||||
BRIXMOR OPER 2.5% DUE 08-16-2031 | ** | 153,486 | ||||||
BRIXMOR OPER PARTNERSHIP LP SR NT 2.25% 04-01-2028 | ** | 1,293,636 | ||||||
BRIXMOR OPERATING PARTNERSHIP LP 3.85% NTS 02-01-2025 USD1000 | ** | 5,232,892 | ||||||
BRIXMOR PPTY GROUP INC COM | ** | 3,606,162 | ||||||
BROADCOM CORP / BROADCOM CAYMAN FIN LTD 3.125% 01-15-2025 | ** | 4,808,041 | ||||||
BROADCOM INC 3.15% DUE 11-15-2025 | ** | 3,242,299 | ||||||
BROADCOM INC 3.459% 09-15-2026 | ** | 9,611,311 | ||||||
BROADCOM INC 4.3% DUE 11-15-2032 BEO | ** | 265,370 | ||||||
BROADCOM INC 4.3% DUE 11-15-2032 BEO | ** | 1,326,849 | ||||||
BROADCOM INC FIXED 4.15% DUE 11-15-2030 | ** | 650,545 | ||||||
BROOKFIELD FIN INC 3.5% DUE 03-30-2051 | ** | 1,598,821 | ||||||
BROOKFIELD FIN INC 3.9% DUE 01-25-2028 | ** | 183,923 | ||||||
BROOKFIELD FIN INC FIXED 4.7% 09-20-2047 | ** | 82,443 | ||||||
BROOKFIELD FIN LLC 4% DUE 04-01-2024 | ** | 1,816,931 | ||||||
BROTHER INDUSTRIES NPV | ** | 561,282 | ||||||
BROWN & BROWN INC 2.375% DUE 03-15-2031 | ** | 325,187 | ||||||
BROWN & BROWN INC COM | ** | 2,651,555 | ||||||
BROWN-FORMAN INC CL B NON-VTG COM | ** | 918,075 | ||||||
BRP INC SUB VTG NPV | ** | 639,973 | ||||||
BRUNELLO CUCINELLI EUR100 | ** | 160,842 | ||||||
BRUNSWICK CORP COM | ** | 6,865,908 | ||||||
BSTN PPTYS LTD 2.9% DUE 03-15-2030 | ** | 225,387 | ||||||
BSTN PPTYS LTD 3.125% DUE 09-01-2023 | ** | 118,121 | ||||||
BSTN PPTYS LTD 3.2% DUE 01-15-2025 | ** | 254,588 | ||||||
BSTN SCIENTIFIC 1.9% DUE 06-01-2025 | ** | 1,722,484 | ||||||
BSTN SCIENTIFIC 2.65% DUE 06-01-2030 | ** | 48,831 | ||||||
BUDWEISER BREWING COM | ** | 1,389,341 | ||||||
BUILDERS FIRSTSOURCE INC COM STK | ** | 3,381,416 | ||||||
BUKIT ASAM TBK IDR500 SER'B' | ** | 46,364 | ||||||
BUMBLE INC COM CL A COM CL A | ** | 684,820 | ||||||
BUMI ARMADA BERHA MYR | ** | 103,246 | ||||||
BUMITAMA AGRI LTD NPV | ** | 287,786 | ||||||
BUNGE LTD FIN CORP FIXED 2.75% 05-14-2031 | ** | 576,386 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
BURCKHARDT COMPRES CHF | ** | 620,560 | ||||||
BURL NORTHN SANTA 4.375% DUE 09-01-2042 | ** | 224,154 | ||||||
BURL NORTHN SANTA 5.75% DUE 05-01-2040 | ** | 84,168 | ||||||
BURL NORTHN SANTA FIXED 3% DUE 04-01-2025 | ** | 144,328 | ||||||
BURLINGTN N SANTA FIXED 4.05% DUE 06-15-2048 | ** | 420,774 | ||||||
BURLINGTON NORTHN SANTA 4.55 09-01-2044 | ** | 72,758 | ||||||
BURLINGTON NORTHN SANTA FE LLC 3.3% 09-15-2051 | ** | 440,336 | ||||||
BUSINESS FIRST BANCSHARES INC COM | ** | 323,244 | ||||||
BUY TO OPEN REPO W/BARCLAYS 4.29% FROM 12-30-2022 TO 01-03-2023 | ** | 103,400,000 | ||||||
BUY TO OPEN REPO W/BNP PARIB 4.2% FROM 01-03-2023 TO 01-04-2023 | ** | 180,700,000 | ||||||
BUY TO OPEN REPO W/BOFA SECU 4.22% FROM 12-22-2022 TO 01-05-2023 | ** | 70,000,000 | ||||||
BUY TO OPEN REPO W/BOFA SECU 4.33% FROM 12-30-2022 TO 01-03-2023 | ** | 78,500,000 | ||||||
BUY TO OPEN REPO W/GOLDMAN, 4.22% FROM 12-21-2022 TO 01-04-2023 | ** | 50,000,000 | ||||||
BUY TO OPEN REPO W/ROYAL BAN 4.32% FROM 12-30-2022 TO 01-03-2023 | ** | 25,200,000 | ||||||
BUY TO OPEN REPO W/THE BANK 4.28% FROM 12-14-2022 TO 01-25-2023 | ** | 150,000,000 | ||||||
BUYSELL TECHNOLOGI NPV | ** | 56,872 | ||||||
BW LPG LTD USD0.01 | ** | 733,508 | ||||||
BWAY 2021-1450 MTG FLTG RT 5.70901% DUE 09-15-2036 | ** | 1,955,554 | ||||||
BWX TECHNOLOGIES INC COM | ** | 9,427,313 | ||||||
BX 2021-21M MTG TR FLTG RT 5.189% DUE 10-15-2036 | ** | 357,907 | ||||||
BX 2021-21M MTG TR FLTG RT 5.189% DUE 10-15-2036 | ** | 1,431,629 | ||||||
BX COML MTG TR 2.843% DUE 03-09-2044 | ** | 1,823,005 | ||||||
BX COML MTG TR FLTG RT 5.1475% DUE 10-15-2038 | ** | 3,487,042 | ||||||
BX TR 2022-FOX2 5.22724% DUE 04-15-2039 | ** | 1,842,010 | ||||||
BX TR 2022-LBA6 FLTG RT 5.47804% DUE 01-15-2039 | ** | 782,597 | ||||||
BX TR 2022-PSB 6.92904% 08-15-2039 | ** | 1,414,368 | ||||||
BYD COMPANY LTD 'H'CNY1 | ** | 468,856 | ||||||
C AND D PROPERTY MANAGEMENT GROUP CO | ** | 54,310 | ||||||
C4 THERAPEUTICS INC COM USD0.0001 | ** | 65,750 | ||||||
CABOT CORP COM | ** | 1,332,923 | ||||||
CACI INTL INC CL A CL A | ** | 812,795 | ||||||
CACTUS INC CL A CL A | ** | 2,167,965 | ||||||
CADENCE BK COM | ** | 4,718,938 | ||||||
CADENCE DESIGN SYS INC COM | ** | 410,596 | ||||||
CAESARS ENTMT INC NEW COM | ** | 446,118 | ||||||
CAIXA SEGURIDADE P COM NPV | ** | 113,553 | ||||||
CALAMP CORP COM | ** | 25,406 | ||||||
CALAVO GROWERS INC COM | ** | 139,091 | ||||||
CALFRAC WELL SVCS LTD COM NPV | ** | 430,392 | ||||||
CALIFORNIA INSTITUTE OF TECHNOLOGY 3.65%09-01-2119 | ** | 1,102,075 | ||||||
CALIFORNIA ST UNIV REV 3.199% 11-01-2027BEO TAXABLE | ** | 1,340,775 | ||||||
CALIFORNIA ST UNIV REV 3.299% 11-01-2028BEO TAXABLE | ** | 1,358,160 | ||||||
CALL SWO GBP CHASUS33 P 1DSONIA / R 0.82% 317U164I5 16/12/2024 | ** | 9,947 | ||||||
CALL SWO USD GSCMUS33 P 1DSOFR / R 2.697% 317U391O7 04/02/2024 | ** | 5,906 | ||||||
CALL SWO USD GSCMUS33 P 1DSOFR / R 2.697% 317U391O7 04/02/2024 | ** | 62,016 | ||||||
CALL SWO USD GSCMUS33 P 1DSOFR / R 2.721% 317U461O2 04/08/2024 | ** | 1,420 | ||||||
CALL SWO USD MSCSUS33 P 1DSOFR / R 2.993% 317U00KA8 10/11/2023 | ** | 650 | ||||||
CALL SWO USD NGFPUS33 P 1DSOFR / R 2.785% 317U479O2 04/08/2024 | ** | 2,173 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CALL SWO USD NGFPUS33 P 1DSOFR / R 2.835% 317U474O7 04/08/2024 | ** | 2,152 | ||||||
CAMBIUM NETWORKS CORPORATION COM | ** | 101,416 | ||||||
CAMDEN PPTY TR SH BEN INT | ** | 2,749,675 | ||||||
CAMECO CORP COM | ** | 138,899 | ||||||
CAMIL ALIMENTOS SA COM NPV | ** | 101,852 | ||||||
CAMPBELL SOUP CO 3.95% DUE 03-15-2025 | ** | 195,326 | ||||||
CAMPUS ACTIVE WEAR COM | ** | 246,521 | ||||||
CANADA(GOVT OF) I/L 1.5% BDS 01/12/44 CAD1000 | ** | 511,355 | ||||||
CANADIAN IMPERIAL BANK OF COMM 3.945% DUE 08-04-2025 REG | ** | 665,669 | ||||||
CANADIAN IMPERIAL BANK OF COMMERCE 3.3% DUE 04-07-2025 REG | ** | 3,658,724 | ||||||
CANADIAN IMPERIAL BK COMM TORONTO BRH .95% DUE 06-23-2023 REG | ** | 2,686,860 | ||||||
CANADIAN NATL RY CO COM | ** | 11,036,106 | ||||||
CANADIAN PAC RY CO NEW 1.75% 12-02-2026 | ** | 1,253,820 | ||||||
CANADIAN PACIFIC RAILWAY CO 2.45% DUE 12-02-2031 BEO | ** | 2,618,350 | ||||||
CANADIAN SOLAR INC COM | ** | 132,870 | ||||||
CANARA BANK INR10 | ** | 187,680 | ||||||
CANTOR FITZGERALD L P SR NT 144A 4.5% 04-14-2027 | ** | 2,782,886 | ||||||
CAP 1 FINL CORP 3.9% DUE 01-29-2024 | ** | 533,419 | ||||||
CAP 1 PRIME AUTO 1.63% DUE 08-15-2025 | ** | 426,503 | ||||||
CAP 1 PRIME AUTO 3.17% DUE 04-15-2027 | ** | 6,839,320 | ||||||
CAP 1 PRIME AUTO RECEIVABLES TR SER 19-1 CL A4 3.05% 10-15-2024 BEO | ** | 1,429,497 | ||||||
CAPGEMINI EUR8 | ** | 7,427,447 | ||||||
CAPITAL ONE FINL CORP 1.343% 12-06-2024 | ** | 5,166,209 | ||||||
CAPITAL ONE FINL CORP 1.878% 11-02-2027 | ** | 781,542 | ||||||
CAPITAL ONE FINL CORP 2.636% 03-03-2026 | ** | 5,511,370 | ||||||
CAPITAL ONE FINL CORP 4.166% 05-09-2025 | ** | 1,573,205 | ||||||
CAPITAL ONE FINL CORP COM | ** | 4,069,045 | ||||||
CAPITAL ONE FINL CORP SR NT FIXED / FLTG4.927% 05-10-2028 | ** | 5,694,265 | ||||||
CAPITAL ONE FINL CORP SR NT FIXED / FLTG5.268% 05-10-2033 | ** | 465,982 | ||||||
CAPITAL ONE MULTI-ASSET EXECUTION TR SER22-A1 CL A1 2.8% 03-15-2027 | ** | 14,059,423 | ||||||
CAPITAL ONE MULTI-ASSET EXECUTION TR SR 2022-2 NT CL A 3.49% 05-15-2027 | ** | 1,050,137 | ||||||
CAPITAL PWR CORP COM | ** | 1,056,568 | ||||||
CAPITAL SECURITIES CORP TWD10 | ** | 69,543 | ||||||
CAPITOL FED FINL INC COM . | ** | 1,452,439 | ||||||
CAPRI HOLDINGS LTD COM NPV | ** | 278,862 | ||||||
CARD FACTORY PLC ORD GBP0.01 | ** | 40,271 | ||||||
CARDLYTICS INC COM | ** | 122,813 | ||||||
CARDS II TR .602% DUE 04-15-2027 | ** | 2,593,560 | ||||||
CAREERLINK CO LTD NPV | ** | 136,175 | ||||||
CAREL INDUSTRIES S NPV | ** | 64,682 | ||||||
CARETRUST REIT INC COM | ** | 1,273,566 | ||||||
CARGOTEC OYJ SER'B'NPV | ** | 334,754 | ||||||
CARGURUS INC CL A CL A | ** | 427,263 | ||||||
CARLISLE COMPANIES INC COM | ** | 252,617 | ||||||
CARLISLE COS INC .55% 09-01-2023 | ** | 1,147,523 | ||||||
CARLSBERG BRWRY(M) MYR0.50 | ** | 57,135 | ||||||
CARLSBERG SER'B'DKK20 | ** | 4,205,235 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CARLYLE GROUP INC COM | ** | 1,267,156 | ||||||
CARLYLE US CLO 2017-1 LTD / CARLYLE SR SECD NT CL A-1-R FLTG 5.80771 04-20-2031 | ** | 492,890 | ||||||
CARLYLE US CLO 2017-2 LTD / CARLYLE 0% 07-20-2031 | ** | 1,349,737 | ||||||
CARMAX AUTO OWNER 1.95% DUE 09-15-2027 | ** | 1,363,521 | ||||||
CARMAX AUTO OWNER 2.77% DUE 12-16-2024 | ** | 919,634 | ||||||
CARMAX AUTO OWNER 3.49% DUE 02-16-2027 | ** | 714,846 | ||||||
CARMAX AUTO OWNER 3.49% DUE 02-16-2027 | ** | 7,131,923 | ||||||
CARMAX AUTO OWNER TR 2021-2 ASSET BACKEDNT CL C 1.34% 02-16-2027 | ** | 1,085,311 | ||||||
CARMAX AUTO OWNER TR 2021-4 ASSET BACKEDSR 2021-4 CL A2A .42% 11-15-2024 | ** | 736,863 | ||||||
CARMAX AUTO OWNER TR 2022-2 SR 22-2 CL A-2 2.81% 05-15-2025 | ** | 1,763,454 | ||||||
CARMAX AUTO OWNER TR SER 19-3 CL A4 2.3% 04-15-2025 REG | ** | 2,080,312 | ||||||
CARMAX AUTO OWNER TR SER 19-3 CL B 2.5% 04-15-2025 REG | ** | 2,699,886 | ||||||
CARMAX AUTO OWNER TRSER 19-A CL A4 2.19% 07-15-2025 REG | ** | 547,616 | ||||||
CARMAX AUTO OWNER TRUST SER 22-4 CL A2A 5.34% DUE 12-15-2025 REG | ** | 1,002,773 | ||||||
CARMAX AUTO OWNER TRUST SER 22-4 CL A3 5.34% DUE 08-16-2027 REG | ** | 3,637,095 | ||||||
CARMAX INC COM | ** | 5,034,994 | ||||||
CARPENTER TECHNOLOGY CORP COM | ** | 108,788 | ||||||
CARRIAGE SERVICES INC COM | ** | 143,979 | ||||||
CARRIER GLOBAL CORP 2.722% 02-15-2030 | ** | 337,515 | ||||||
CARVANA AUTO .82% DUE 04-10-2025 | ** | 1,745,616 | ||||||
CARVANA AUTO 1.31% DUE 01-11-2027 | ** | 7,515,512 | ||||||
CARVANA AUTO 2.31% DUE 12-11-2028 | ** | 188,331 | ||||||
CARVANA AUTO 3.35% DUE 02-10-2027 | ** | 721,159 | ||||||
CARVANA AUTO REC TR 2020-NP1 SR 22-P2 CLA2 3.33% 07-10-2025 | ** | 1,385,956 | ||||||
CARVANA AUTO RECEIVABLES TR 2021-N1 ASSET BACKED CTF CL C 1.3% 01-10-2028 | ** | 578,876 | ||||||
CARVANA AUTO RECEIVABLES TR 2021-N4 ASSET BACKED NT CL C 1.72% 09-11-2028 | ** | 1,224,691 | ||||||
CARVANA AUTO RECEIVABLES TR 2021-P1 ASSET BACKED NT CL A-4 .86% 01-11-2027 | ** | 2,276,363 | ||||||
CARVANA AUTO RECEIVABLES TR 2022-P3 SR 22-P3 CL A3 4.61% DUE 11-10-2027 BEO | ** | 588,483 | ||||||
CARVANA AUTO RECEIVABLES TR ASSET BACKEDNT CL C 144A 2.45% 06-16-2025 | ** | 1,480,565 | ||||||
CARVANA CO CL A CL A | ** | 3,166 | ||||||
CASELLA WASTE SYS INC CL A COM STK | ** | 1,584,852 | ||||||
CASHBOX PARTYWORLD TWD10 | ** | 36,104 | ||||||
CASTROL INDIA INR5 | ** | 77,372 | ||||||
CATALYST PHARMACEUTICALS INC COM STK USD0.001 STK | ** | 275,020 | ||||||
CATERPILLAR FINL .65% DUE 07-07-2023 | ** | 1,730,280 | ||||||
CATERPILLAR FINL 3.65% DUE 12-07-2023 | ** | 1,801,813 | ||||||
CATERPILLAR INC 2.6% DUE 04-09-2030 BEO | ** | 984,498 | ||||||
CATERPILLAR INS 3.4% DUE 05-15-2024 | ** | 333,535 | ||||||
CAVCO INDS INC DEL COM STK | ** | 1,640,539 | ||||||
CBOE GLOBAL MARKETS INC | ** | 4,701,486 | ||||||
CBS CORP 4% DUE 01-15-2026 | ** | 27,809 | ||||||
CBS CORP NEW 4.6% DUE 01-15-2045 | ** | 70,243 | ||||||
CBS CORP NEW FIXED 3.7% DUE 06-01-2028 | ** | 66,980 | ||||||
CCSW CITIUS33 31/07/2029 USD 3MLIBOR /AUD 3MBBSW CCS220625-CCS220 | ** | 1,875 | ||||||
CCSW GSCMUS33 01/08/2029 USD 3MLIBOR /AUD 3MBBSW CCS0069N9-CCS006 | ** | 3,198 | ||||||
CCSW GSCMUS33 01/08/2029 USD 3MLIBOR /AUD 3MBBSW CCS0069N9-CCS006 | ** | 1,599 | ||||||
CD 2016-CD2 MTG TR 3.348% DUE 11-10-2049 | ** | 2,276,655 | ||||||
CDN IMPERIAL BK 3.45% DUE 04-07-2027 | ** | 2,268,575 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CDN NAT RES LTD FIXED 2.95% DUE 01-15-2023 | ** | 6,220,000 | ||||||
CDN PAC RY CO NEW 2.9% DUE 02-01-2025 | ** | 334,616 | ||||||
CDN UTILITIES CLASS'A'COM NON-VTG NPV | ** | 1,509,332 | ||||||
CDS BARCGB5G 06/20/2025 SELL ITALY GOV'T INT BOND 6 SWPC0JFW0 | ** | 452 | ||||||
CDS BARCGB5G 06/20/2025 SELL ITALY GOV'T INT BOND 6 SWPC0JG41 | ** | 904 | ||||||
CDS CITIUS33 06/20/2025 SELL ITALY GOV'T INT BOND 6 SWPC0JG66 | ** | 904 | ||||||
CDS GSILGB2X 12/20/2026 SELL ABU DHABI GOVT INT'L 3 SWPC0KCN0 | ** | 4,652 | ||||||
CDW LLC/CDW FIN FIXED 2.67% DUE 12-01-2026 | ** | 4,576,702 | ||||||
CELANESE US HLDGS 6.05% DUE 03-15-2025 | ** | 199,469 | ||||||
CELESTICA INC SUB VTG SHS SUB VTG SHS | ** | 892,854 | ||||||
CELLCOM ISRAEL LTD ILS0.01 | ** | 42,391 | ||||||
CELLDEX THERAPEUTICS INC NEW SHS | ** | 431,928 | ||||||
CELSIUS HLDGS INC COM NEW COM NEW | ** | 884,340 | ||||||
CENOVUS ENERGY INC 2.65% 01-15-2032 | ** | 240,386 | ||||||
CENT PATTANA PUB | ** | 1,071,304 | ||||||
CENTERPOINT ENERGY 2.4% DUE 09-01-2026 | ** | 2,170,191 | ||||||
CENTERPOINT ENERGY 3.95% 03-01-2048 | ** | 26,389 | ||||||
CENTERPOINT ENERGY 5.85 DUE 01-15-2041 | ** | 80,645 | ||||||
CENTERPOINT ENERGY INC FLTG RT DUE 05-13-2024 BEO | ** | 3,108,381 | ||||||
CENTERPOINT ENERGY RES CORP 1.75% DUE 10-01-2030 | ** | 237,268 | ||||||
CENTERPOINT ENERGY RES CORP DEL .7% DUE 03-02-2023 BEO | ** | 748,179 | ||||||
CENTERPOINT ENERGY RES CORP DEL SR NT FLTG RATE 5.27857% 03-02-2023 | ** | 154,941 | ||||||
CENTERRA GOLD INC COM NPV | ** | 1,135,610 | ||||||
CENTEX HOME EQTY FLTG RT 5.42086% DUE 10-25-2035 | ** | 215,911 | ||||||
CENTRAL GLASS CO NPV | ** | 112,873 | ||||||
CENTRAL SEC PATROL NPV | ** | 45,933 | ||||||
CENTRICA ORD GBP0.061728395 | ** | 1,283,044 | ||||||
CENTURY CMNTYS INC COM | ** | 1,321,764 | ||||||
CERENCE INC COM | ** | 372,527 | ||||||
CERIDIAN HCM HLDG INC COM | ** | 2,193,609 | ||||||
CERTARA INC COM | ** | 901,848 | ||||||
CES ENERGY SOLUTIO COM NPV | ** | 1,307,412 | ||||||
CF JPMCB LIQUIDITY FD | ** | 366,753,680 | ||||||
CG POWER AND INDUSTRIAL SOLUTIONS LTD INR2 | ** | 131,157 | ||||||
CGDB COML MTG TR FLTG RT 6.459% DUE 11-15-2036 | ** | 1,007,976 | ||||||
CGI INC 1.45% 09-14-2026 | ** | 1,771,057 | ||||||
CGI INC 1.45% 09-14-2026 | ** | 896,155 | ||||||
CHAMPIONX CORPORATION COM USD0.01 WI | ** | 5,218,490 | ||||||
CHARLES RIV LABORATORIES INTL INC COM | ** | 1,176,660 | ||||||
CHARLES SCHWAB CORP 2.45% DUE 03-03-2027BEO | ** | 2,004,350 | ||||||
CHARTER 2.3% DUE 02-01-2032 | ** | 5,389,110 | ||||||
CHARTER 4.908% DUE 07-23-2025 | ** | 7,871,713 | ||||||
CHARTER 6.384% DUE 10-23-2035 | ** | 1,174,565 | ||||||
CHARTER COMMUNICATIONS INC NEW CL A CL A | ** | 7,349,314 | ||||||
CHARTER COMMUNICATIONS OPER LLC / 5.05% 03-30-2029 | ** | 1,007,792 | ||||||
CHARTER COMMUNICATIONS OPER LLC / SR SECD NT 4.4% 04-01-2033 | ** | 858,705 | ||||||
CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% DUE 03-15-2028 BEO | ** | 156,501 | ||||||
CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-2050 | ** | 378,539 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CHARTER FIXED 3.85% DUE 04-01-2061 | ** | 58,078 | ||||||
CHARTER HALL GROUP NPV (STAPLED) | ** | 1,021,631 | ||||||
CHARTER HALL RETAI UNITS NPV | ** | 830,678 | ||||||
CHATHAM LODGING TR COM | ** | 122,945 | ||||||
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 | ** | 10,213,409 | ||||||
CHEFS' WAREHOUSE HOLDINGS IN | ** | 897,628 | ||||||
CHEGG INC COM | ** | 1,420,907 | ||||||
CHEMED CORP NEW COM | ** | 1,327,118 | ||||||
CHEMOMETEC A/S DKK1 | ** | 265,285 | ||||||
CHEMRING GROUP ORD GBP0.01(POST SUBD) | ** | 35,786 | ||||||
CHESAPEAKE ENERGY CORP COM NEW 01/2021 | ** | 1,033,068 | ||||||
CHESTER CNTY PA HLTH & ED FACS AUTH HLTHSYS REV 3.314 06-01-2051 BEO TAXABLE | ** | 241,876 | ||||||
CHEVRON CORP COM | ** | 9,313,557 | ||||||
CHEVRON CORP NEW 1.554% DUE 05-11-2025 | ** | 893,878 | ||||||
CHEVRON CORP NEW 1.995% DUE 05-11-2027 | ** | 494,705 | ||||||
CHEVRON U S A INC .426% DUE 08-11-2023 REG | ** | 1,474,964 | ||||||
CHEVRON U S A INC 2.343% DUE 08-12-2050 REG | ** | 312,777 | ||||||
CHEVRON U S A INC 3.25% 10-15-2029 | ** | 1,838,838 | ||||||
CHEVRON U S A INC 3.9% 11-15-2024 | ** | 4,277,946 | ||||||
CHEWY INC CLASS A | ** | 229,154 | ||||||
CHGO ILL TRAN AUTH SALES & TRANSFER T 6.899 DUE 12-01-2040 REG | ** | 432,268 | ||||||
CHIA CHANG CO LTD TWD10 | ** | 120,764 | ||||||
CHICAGO ILL 7.75% 01-01-2042 BEO TAXABLE | ** | 33,541 | ||||||
CHICAGO ILL TRAN AUTH SALES & TRANSFER T 6.899% 12-01-2022 | ** | 537,564 | ||||||
CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV 6.2% 12-01-2040 BEO TAXABLE | ** | 10,758 | ||||||
CHICONY ELECTRONI TWD10 | ** | 36,502 | ||||||
CHIEN KUO CONSTRUC TWD10 | ** | 51,185 | ||||||
CHILE(REP OF) 4.7% SNR 01/09/2030 CLP | ** | 420,267 | ||||||
CHIMERIX INC COM | ** | 61,652 | ||||||
CHIN WELL HOLDS BERHAD MYR0.50 | ** | 39,119 | ||||||
CHINA BILLS FIN TWD10 | ** | 69,822 | ||||||
CHINA BLUECHEMICAL LTD H SHS | ** | 104,293 | ||||||
CHINA COAL ENERGY 'H'CNY1 | ** | 629,716 | ||||||
CHINA DTNG CO RNWB 'H'CNY1 | ** | 84,350 | ||||||
CHINA EDUCATION GP HKD0.00001 | ** | 31,057 | ||||||
CHINA HARMONY AUTO HOLDING LIMITED HKD0.01 | ** | 25,215 | ||||||
CHINA NONFERRO MNG NPV | ** | 28,258 | ||||||
CHINA OVERSEAS GRA NPV | ** | 29,535 | ||||||
CHINA OVERSEAS LAND & INVESTMNT HKD0.10 | ** | 773,330 | ||||||
CHINA PAC INS GR-H | ** | 2,974,994 | ||||||
CHINA RES PHARM GR NPV | ** | 151,827 | ||||||
CHINA RESOURCES LAND HKD0.10 | ** | 696,225 | ||||||
CHINA SANJIANG FIN HKD0.10 | ** | 30,493 | ||||||
CHINA SHINEWAY PHA HKD0.1 | ** | 243,115 | ||||||
CHINA TOURISM GROU CNY1 H | ** | 403,718 | ||||||
CHINA YONGDA AUTOMOBILES SER COM | ** | 108,867 | ||||||
CHINA YUCHAI INTL LTD COM | ** | 41,622 | ||||||
CHINA YUHUA EDUCAT HKD0.00001 | ** | 10,240 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CHINOOK THERAPEUTICS INC COM USD0.0001 | ** | 544,672 | ||||||
CHIPOTLE MEXICAN GRILL INC COM STK | ** | 16,223,921 | ||||||
CHIYODA INTEGRE CO NPV | ** | 83,373 | ||||||
CHONG HONG CONSTRU TWD10 | ** | 21,581 | ||||||
CHORD ENERGY CORPORATION COM USD0.01 | ** | 810,599 | ||||||
CHORI CO LTD NPV | ** | 49,157 | ||||||
CHOUSHIMARU CO.LTD NPV | ** | 26,337 | ||||||
CHRISTIAN DIOR SE EUR2 | ** | 893,234 | ||||||
CHROMA ATE INC TWD10 | ** | 789,120 | ||||||
CHUBB LTD ORD CHF24.15 | ** | 17,035,614 | ||||||
CHULARAT HOSPITAL THB0.1(NVDR) | ** | 124,845 | ||||||
CI FINANCIAL CO 4.1% 06-15-2051 | ** | 2,959,351 | ||||||
CI FINANCIAL CORP COMSTK | ** | 599,248 | ||||||
CIA BRAS DE DISTRI COM NPV | ** | 66,222 | ||||||
CIA FERRO LIGAS DA PRF NPV | ** | 55,637 | ||||||
CIA SANEAMENTO MIN COM NPV | ** | 33,772 | ||||||
CIA SIDERURGICA NC COM NPV | ** | 463,321 | ||||||
CIBANCO SA INSTIT CBFI (PLA ADMIN) 144A/REG S | ** | 289,954 | ||||||
CIE DE ST-GOBAIN EUR4 | ** | 3,707,200 | ||||||
CIGNA CORP 1.25% 03-15-2026 | ** | 984,698 | ||||||
CIGNA CORP NEW 3.4% DUE 03-01-2027 BEO | ** | 1,606,532 | ||||||
CIGNA CORP NEW 3.5% 06-15-2024 | ** | 4,773,641 | ||||||
CIGNA CORP NEW COM | ** | 34,965,979 | ||||||
CIGNA CORP NEW CORP 3.75% 07-15-2023 | ** | 4,558,367 | ||||||
CIGNA CORP NEW CORP 3.75% 07-15-2023 | ** | 236,423 | ||||||
CIGNA CORP NEW CORP 4.125% 11-15-2025 | ** | 1,525,215 | ||||||
CIGNA CORP NEW CORP 4.375% 10-15-2028 | ** | 8,391,483 | ||||||
CIKARANG LISTRINDO IDR200 | ** | 33,446 | ||||||
CIM TR 2020-R2 FLTG RT 2.581% DUE 10-25-2059 | ** | 4,180,489 | ||||||
CIM TR 2021-R6 FLTG RT 1.425% DUE 07-25-2061 | ** | 890,176 | ||||||
CIMB GROUP HOLDINGS BERHAD MYR1 | ** | 1,064,409 | ||||||
CIN FINL CORP 6.92% DUE 05-15-2028 | ** | 213,798 | ||||||
CINEMARK HLDGS INC COM | ** | 701,183 | ||||||
CINTAS CORP COM | ** | 1,053,178 | ||||||
CINTAS CORP NO 2 3.7% DUE 04-01-2027 | ** | 1,505,943 | ||||||
CINTAS CORP NO 2 FIXED 3.45% DUE 05-01-2025 | ** | 1,261,633 | ||||||
CIRRUS LOGIC INC COM | ** | 1,860,585 | ||||||
CIT HOME EQUITY LN TR 2002-1 ASSET BKD CTF CL AF-5 02-25-2033 BEO | ** | 155,078 | ||||||
CITI TRENDS INC COM ORD USD1 | ** | 146,540 | ||||||
CITIBANK CR CARD 3.29% DUE 05-23-2025 | ** | 6,233,402 | ||||||
CITIBANK CR CARD ISSUANCE TR 2018-A2 FLTG RATE 01-20-2025 REG | ** | 1,249,850 | ||||||
CITIBANK CR CARD ISSUANCE TR NT CL 2018-A7 3.96% 10-13-2030 | ** | 6,766,364 | ||||||
CITIBANK NA N Y BRH INSTL CTF DEP PROGRA DTD 08-03-2022 3.77% CTF OF DEP 5-02-23 | ** | 2,446,343 | ||||||
CITIGROUP COML MTG 2.646% DUE 07-10-2049 | ** | 979,955 | ||||||
CITIGROUP COML MTG 2.71000003815% DUE 08-10-2049 | ** | 6,060,314 | ||||||
CITIGROUP COML MTG 3.575% DUE 05-10-2047 | ** | 1,768,249 | ||||||
CITIGROUP COML MTG 3.855% DUE 05-10-2047 | ** | 2,399,807 | ||||||
CITIGROUP COML MTG FLTG RT 5.10053% DUE 11-10-2046 | ** | 291,677 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CITIGROUP COML MTG TR 2016-C2 COML MTG PASSTHRU CTF CL D 3.25% 08-10-2049 | ** | 1,161,309 | ||||||
CITIGROUP COML MTG TR 2018-B2 COML MTG PASSTHRU CTF CL 3.788% 03-10-2051 | ** | 3,983,826 | ||||||
CITIGROUP COML MTG TRUST SER 2015-GC27 CL A-AB 2.944% 02-10-2048 | ** | 178,253 | ||||||
CITIGROUP INC 1.122% DUE 01-28-2027 | ** | 1,046,244 | ||||||
CITIGROUP INC 1.281% 11-03-2025 | ** | 1,710,111 | ||||||
CITIGROUP INC 1.462% DUE 06-09-2027 BEO | ** | 9,140,559 | ||||||
CITIGROUP INC 2.52% 11-03-2032 | ** | 260,726 | ||||||
CITIGROUP INC 2.561% DUE 05-01-2032 BEO | ** | 1,354,423 | ||||||
CITIGROUP INC 2.572% DUE 06-03-2031 | ** | 13,774,044 | ||||||
CITIGROUP INC 3.106% DUE 04-08-2026 | ** | 9,330,433 | ||||||
CITIGROUP INC 3.2% DUE 10-21-2026 | ** | 305,631 | ||||||
CITIGROUP INC 3.29% 03-17-2026 | ** | 5,456,410 | ||||||
CITIGROUP INC 3.4% DUE 05-01-2026 | ** | 474,410 | ||||||
CITIGROUP INC 3.4% DUE 05-01-2026 | ** | 948,820 | ||||||
CITIGROUP INC 3.5% DUE 05-15-2023 | ** | 5,692,319 | ||||||
CITIGROUP INC 3.668% DUE 07-24-2028 | ** | 276,196 | ||||||
CITIGROUP INC 3.668% DUE 07-24-2028 | ** | 5,818,523 | ||||||
CITIGROUP INC 3.7% DUE 01-12-2026 | ** | 726,921 | ||||||
CITIGROUP INC 3.785% 03-17-2033 | ** | 257,511 | ||||||
CITIGROUP INC 3.785% 03-17-2033 | ** | 2,034,335 | ||||||
CITIGROUP INC 3.887% 01-10-2028 | ** | 374,455 | ||||||
CITIGROUP INC 4.075% DUE 04-23-2029 | ** | 12,001,380 | ||||||
CITIGROUP INC 4.14% DUE 05-24-2025 | ** | 1,404,124 | ||||||
CITIGROUP INC 4.3% DUE 11-20-2026 | ** | 455,259 | ||||||
CITIGROUP INC 4.4% DUE 06-10-2025 | ** | 1,817,316 | ||||||
CITIGROUP INC 4.412% DUE 03-31-2031 | ** | 1,224,701 | ||||||
CITIGROUP INC 4.45% DUE 09-29-2027 | ** | 860,038 | ||||||
CITIGROUP INC 4.45% DUE 09-29-2027 | ** | 5,704,919 | ||||||
CITIGROUP INC 4.6% DUE 03-09-2026 | ** | 797,167 | ||||||
CITIGROUP INC 4.65% DUE 07-30-2045 | ** | 296,041 | ||||||
CITIGROUP INC 5.5% DUE 09-13-2025 | ** | 2,769,081 | ||||||
CITIGROUP INC 5.61% 09-29-2026 | ** | 4,858,350 | ||||||
CITIGROUP INC COM NEW COM NEW | ** | 34,592,311 | ||||||
CITIGROUP INC FIXED .776% DUE 10-30-2024 | ** | 4,327,059 | ||||||
CITIGROUP INC FIXED 3.98% 03-20-2030 | ** | 804,638 | ||||||
CITIGROUP INC FLTG RT 1.678% DUE 05-15-2024 | ** | 3,349,210 | ||||||
CITIGROUP INC NEW 2.976% DUE 11-05-2030 | ** | 4,999,705 | ||||||
CITIGROUP INC NT 6NC5 FIXED / FLTG RATE 3.07% 02-24-2028 | ** | 270,841 | ||||||
CITIGROUP INC NT FIXED / FLTG RATE .981%05-01-2025 | ** | 6,321,764 | ||||||
CITIGROUP INC NT FXD/FLTG 2.014% 01-25-2026 | ** | 1,616,446 | ||||||
CITIGROUP INC SR NT 3.352% 04-24-2025 | ** | 9,814,921 | ||||||
CITIGROUP INC SR NT FIXED/FLTG 3.057% 01-25-2033 | ** | 336,688 | ||||||
CITIGROUP INC SR NT FIXED/FLTG 3.057% 01-25-2033 | ** | 770,732 | ||||||
CITIGROUP MTG LN 2.5% DUE 05-25-2051 | ** | 209,081 | ||||||
CITIGROUP MTG LN FLTG RT 2.5% DUE 05-25-2051 | ** | 706,405 | ||||||
CITIGROUP MTG LN FLTG RT 4.77768% DUE 05-25-2051 | ** | 388,538 | ||||||
CITIGROUP MTG LN FLTG RT 5.48086% DUE 11-25-2034 | ** | 333,025 | ||||||
CITIZENS FINL GROUP INC COM | ** | 7,559,040 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CITY UNION BK COMMON STK | ** | 112,558 | ||||||
CLAREMONT MCKENNA 3.775% DUE 01-01-2122 | ** | 1,851,873 | ||||||
CLEAN HBRS INC COM | ** | 2,093,988 | ||||||
CLEARWATER ANALYTICS HLDGS INC CL A CL A | ** | 1,845,000 | ||||||
CLEARWATER PAPER CORP COM STK | ** | 209,656 | ||||||
CLEARWAY ENERGY INC CL C CL C | ** | 137,678 | ||||||
CLEV ELEC ILLUM CO 4.55% DUE 11-15-2030 | ** | 173,575 | ||||||
CLEVELAND CLIFFS USD0.125 | ** | 390,829 | ||||||
CLEVO TWD10 | ** | 71,683 | ||||||
CLI FDG VIII LLC 2.72% DUE 01-18-2047 | ** | 2,694,448 | ||||||
CLINUVEL COM STK | ** | 133,141 | ||||||
CLIQ DIGITAL AG NPV | ** | 126,997 | ||||||
CLOETTA AB SER'B'NPV | ** | 689,202 | ||||||
CLOUD MUSIC INC USD0.0001 | ** | 61,067 | ||||||
CLSA GLOBAL MARKET CLSA GLOBAL MARKET (YIFENG PHARMACY) P-NOTE 10/07/2024 | ** | 534,509 | ||||||
CLSA GLOBAL MARKETS PTE LD (NARI TECHNOLOGY CO LD-A)P-NOTE 04/09/23 | ** | 827,647 | ||||||
CMD C OP MSCSUS33 30 12-31-2022 3175JR974 | ** | 1,608 | ||||||
CMD SWP CHASUS33 02/15/2023 USD 0%/J.P. MORGAN NIC5 IN SWU0SY359 | ** | 28,807 | ||||||
CMD SWP CHASUS33 02/15/2023 USD 0%/J.P. MORGAN NIC5 IN SWU0SY359 | ** | 11,926 | ||||||
CMD SWP GSILGB2X 02/15/2023 USD 0.25%/GOLDMAN SACHS CU SWU0SY409 | ** | 3,846 | ||||||
CMD SWP MACQAU2S 02/15/2023 USD 0%/MACQUARIE COMMODITY SWU0SY284 | ** | 1,285 | ||||||
CMD SWP MACQAU2S 02/15/2023 USD 0%/MACQUARIE COMMODITY SWU0SY284 | ** | 26,991 | ||||||
CMD SWP MACQAU2S 02/15/2023 USD 0%/MACQUARIE COMMODITY SWU0SY284 | ** | 14,452 | ||||||
CME GROUP INC COM STK | ** | 2,579,743 | ||||||
CME_BASIS GOLDUS33 03/07/2024 USD P 1MLIBOR / R 3MLIBOR SWU0JG929 | ** | 1,331 | ||||||
CME_BASIS GOLDUS33 04/27/2023 USD P 1MLIBOR / R 3MLIBOR SWU02Y548 | ** | 4,276 | ||||||
CME_BASIS GOLDUS33 09/06/2024 USD P 1MLIBOR / R 3MLIBOR SWU0FA223 | ** | 8,592 | ||||||
CME_BASIS GOLDUS33 09/27/2024 USD P 1MLIBOR / R 3MLIBOR SWU0FC088 | ** | 1,394 | ||||||
CME_BASIS GOLDUS33 10/04/2024 USD P 1MLIBOR / R 3MLIBOR SWU0FC286 | ** | 779 | ||||||
CME_IRS GOLDUS33 12/11/2024 NOK P 1.993% / R 6MNIBOR SWU00XO33 | ** | 6,042 | ||||||
CME_OIS MSNYUS33 04/01/2027 BRL P 1DBZDIO / R 12.979% SWU01NJO4 | ** | 65,333 | ||||||
CME_OIS MSNYUS33 12/21/2052 USD P 1.75% / R 1DSOFR SWU01JI06 | ** | 2,853,421 | ||||||
CMIC HOLDINGS CO LTD | ** | 137,835 | ||||||
CMO ADJBL RATE MTG TR DUE 09-25-2035 BEO | ** | 181,163 | ||||||
CMO ALTERNATIVE LN TR 2006-OA9 MTG CL 2A-1A 0 DUE 07-25-2036 REG | ** | 66,928 | ||||||
CMO BANK 2017-BNK4 MTG PASS THRU CTF CL A-SB 3.419% DUE 05-15-2050 REG | ** | 710,615 | ||||||
CMO BANK 2022-BNK39 CL A4 2.854% DUE 02-15-2055 BEO | ** | 1,727,044 | ||||||
CMO BANK OF AMER MERRILL LYNCH COML MTG TR 2 3.366% DUE 02-15-2050 BEO | ** | 2,371,853 | ||||||
CMO BARCLAYS COMMERCIAL MORTGAGE SR 22-C17 CL A5 4.441% 09-15-2055 | ** | 7,816,043 | ||||||
CMO BBCMS MTG TR 2018-C2 MTG PASS THRU CTF CL A-3 4.052% DUE 12-15-2051 REG | ** | 6,812,364 | ||||||
CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG | ** | 363,688 | ||||||
CMO BEAR STEARNS ARM TR 2000-2 MTG PASS THRU CTF CL A-1 VAR RATE 11-25-2030 BEO | ** | 10,793 | ||||||
CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO | ** | 597 | ||||||
CMO BEAR STEARNS ARM TR 2004-10 MTG DUE 01-25-2035 | ** | 16,104 | ||||||
CMO BEAR STEARNS ARM TR DUE 02-25-2034 REG | ** | 79,332 | ||||||
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 DUE 12-25-2046 REG | ** | 880,338 | ||||||
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR DUE | ** | 19,041 | ||||||
CMO BENCHMARK 2018-B4 MTG TRSE 2018-B4 CL A3 3.886% DUE 07-15-2051 | ** | 5,840,315 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CMO BENCHMARK 2020-B16 MTG TR 2.475% 12-15-2057 | ** | 6,134,807 | ||||||
CMO BENCHMARK 2022-B32 MTG TR CL A5 2.9089% DUE 01-15-2055 BEO | ** | 1,670,633 | ||||||
CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG | ** | 12,963 | ||||||
CMO CITIGROUP COML MTG TR 2016-C1 MTG CTF CL A-4 3.209 DUE 05-10-2049 REG | ** | 3,331,932 | ||||||
CMO CITIGROUP COML MTG TR 2016-C3 COML MTG CTF CL A-3 2.86% 11-15-2049 | ** | 6,398,909 | ||||||
CMO CITIGROUP COML MTG TR 2016-P3 BNDS 3.495% 04-15-2049 | ** | 931,951 | ||||||
CMO CITIGROUP COML MTG TR 2016-P5 2.684%DUE 10-10-2049 REG | ** | 3,027,215 | ||||||
CMO CITIGROUP COML MTG TR 2016-P5 COML MTG PASSTHRU CTF CL C DUE 10-10-2049 REG | ** | 456,944 | ||||||
CMO CITIGROUP COML MTG TR 2017-B1 COML MTG CTF CL A-AB 3.243% 08-15-2050 | ** | 1,795,195 | ||||||
CMO CITIGROUP COML MTG TR SER 2016-P6 CLS A4 3.458% 12-10-2049 | ** | 1,346,879 | ||||||
CMO CITIGROUP COMMERCIAL MORTGAGE TRUST SR 17-C4 CL A2 3.19% 10-12-2050 | ** | 352,632 | ||||||
CMO CITIGROUP MTG LN TR SER 2005-6 CL A1FLT RT DUE 09-25-2035/12-25-2021 BEO | ** | 4,708 | ||||||
CMO CITIGRP COMMERICAL MTG CITIGROUP COML MTG TR 3.127 DUE 04-15-2049 REG | ** | 6,820,710 | ||||||
CMO COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL B 4.762% DUE 10-10-2046 REG | ** | 235,236 | ||||||
CMO COMM 2013-CCRE13 MTG TR MTG PASS THRU CTF CL A-M VAR RT DUE 11-10-2046 | ** | 2,451,983 | ||||||
CMO COMM 2013-CCRE9 MTG TR COML MTG PASSTHRU CTF A-4 DUE 07-10-2045 REG | ** | 4,703,406 | ||||||
CMO COMM 2014-CCRE14 MTG TR MTG PASS THRU CTF CL A-3 3.955 DUE 02-10-2047 REG | ** | 5,391,777 | ||||||
CMO COMM 2014-UBS6 MTG TR MTG PASS THRU CTF CL A-4 3.378% DUE 12-10-2047 REG | ** | 6,586,874 | ||||||
CMO COMM 2014-UBS6 MTG TR MTG PASS THRU CTF CL A-5 3.644% DUE 12-10-2047 REG | ** | 2,019,462 | ||||||
CMO COMM 2015-LC19 MTG TR SER 15-LC19 CLA4 3.183% DUE 02-10-2048 REG | ** | 1,407,773 | ||||||
CMO COMM 2015-LC23 MTG TR CL A-SB 3.598% DUE 10-10-2053 REG | ** | 8,645,066 | ||||||
CMO COMM 2019-GC44 MTG TR SER 19-GC44 CLS A3 2.688% DUE 08-15-2057 REG | ** | 4,960,426 | ||||||
CMO COMM MORTGAGE SER 2013-LC6 CL C FLTGRT 01-10-2046 | ** | 2,647,188 | ||||||
CMO COMM MTG TR SER-2014-UBS2 CL-A4 3.691% 03-10-2047 BEO | ** | 1,566,074 | ||||||
CMO COMM SER 2013-CR13CL A-SB 3.706 DUE 10-10-46 | ** | 100,718 | ||||||
CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2004-8 CL 6A1 4.5 DUE 12-25-2019 REG | ** | 8,638 | ||||||
CMO CSAIL 2015-C4 COML MTG TRUST SR 2015-C4 CL-ASB 3.6167% DUE 11-11-2048 | ** | 1,352,428 | ||||||
CMO CSAIL 2016-C5 COML MTG TR CL A-SB 3.5325% DUE 11-15-2048 REG | ** | 5,425,142 | ||||||
CMO CSMC 2018-J1 TR CL A-2 FLTGE 02-01-2048 | ** | 3,359,468 | ||||||
CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT DUE 04-25-2035 REG | ** | 315,024 | ||||||
CMO CWMBS INC SER 2005-11 CL 3-A-3 FLT RT DUE 04-25-2035 REG | ** | 35,645 | ||||||
CMO DBJPM 2016-C1 MTG TR CL A-SB 3.038% DUE 05-10-2049 REG | ** | 2,149,447 | ||||||
CMO FNMA SER 2019 M6 CL A2 3.45% FIXED DUE 01-25-2029 REG | ** | 498,068 | ||||||
CMO GS MTG SECS CORP 2003-2F CL IIIA-1 6% DUE 03-25-2032 BEO | ** | 1,110 | ||||||
CMO GS MTG SECS TR 2015-GS1 CL A-AB 3.553% DUE 11-10-2048 REG | ** | 7,725,763 | ||||||
CMO GS MTG SECS TR 2017-GS7 COML MTG PASSTHRU CTF CL A-4 0 DUE 08-10-2050 REG | ** | 7,523,735 | ||||||
CMO GS MTG SECS TR SER 2016-GS3 CL AAB 2.777% 10-10-2049 | ** | 403,809 | ||||||
CMO HARBORVIEW MTG LN TR 2003-1 CL A FLTG RT 05-19-2033 | ** | 2,747 | ||||||
CMO HARBORVIEW MTG LN TR 2005-4 MTG PASSTHRU CTF CL 4-A DUE 07-19-2035 REG | ** | 8,782 | ||||||
CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG | ** | 92,946 | ||||||
CMO IRVINE CORE OFFICE TR 2013-IRV MTG PASS THRU CTF CL A-2 144A DUE 5-15-48BEO | ** | 1,013,202 | ||||||
CMO J P MORGAN CHASE 2013-C PASSTHRU CTF CL C 12-15-2047 REG | ** | 455,288 | ||||||
CMO J P MORGAN CHASE COML MTG SECS TR 2013-C CL B FLTG RT 12-15-2047 REG | ** | 971,354 | ||||||
CMO J P MORGAN MTG TR 2004-A3 CL 1-A-1 DUE 07-25-2034 REG | ** | 56,924 | ||||||
CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG | ** | 42,537 | ||||||
CMO JJPMDB COML MTG SECS SER 17-C5 CL A4 3.4141% DUE 03-15-2050 REG | ** | 6,052,259 | ||||||
CMO JPMBB COML MTG SECS TR 2013-C12 COML CTF CL A-5 3.6637 DUE 07-15-2045 REG | ** | 5,289,908 | ||||||
CMO JPMBB COML MTG SECS TR 2013-C14 COMLMTG PASSTHRU CTF CL B DUE 08-15-2046 REG | ** | 5,128,769 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CMO JPMBB COML MTG SECS TR 2013-C15 COM MTG PASSTH CTF CL B 4.9267 11-15-2045 | ** | 2,314,582 | ||||||
CMO JPMBB COML MTG SECS TR 2013-C17 COMLMTG PASSTHRU CTF CL B DUE 01-15-2047 REG | ** | 291,028 | ||||||
CMO JPMBB COML MTG SECS TR 2014-C21 COML CTF CL A-5 3.7748 DUE 08-15-2047 REG | ** | 7,085,870 | ||||||
CMO JPMBB COML MTG SECS TR 2015-C27 SER 15 -C27 CL A3A1 2.9202% 02-15-2048 | ** | 2,893,936 | ||||||
CMO JPMBB COML MTG SECS TR 2015-C30 COMLMTG PASSTHRU CTF CL B DUE 07-15-2048 REG | ** | 2,812,849 | ||||||
CMO JPMBB COML MTG SER 15-C32 CL A4 3.3293% DUE 11-15-2048 REG | ** | 4,815,804 | ||||||
CMO JPMCC COML MTG SECS 2015-JP1 CL A4 3.6498% 01-15-2049 | ** | 3,991,649 | ||||||
CMO JPMCC COML MTG SECS TR 2016-JP2 2.5589% DUE 08-15-2049 BEO | ** | 8,194,939 | ||||||
CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050 | ** | 1,250,442 | ||||||
CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-2050 | ** | 4,578,540 | ||||||
CMO JPMDB COML MTG SECS TR 2017-C7 CL A-3 10-15-2050 | ** | 9,060,120 | ||||||
CMO JPMDB COML MTG SECS TR 2020-COR7 SR 20-COR7 CL A-4 1.9152% 05-13-2053 | ** | 6,757,893 | ||||||
CMO MASTR ADJ RATE MTGS TR 2003-6 MTG PASSTHRU CTF CL 3-A-1 DUE 12-25-2033 REG | ** | 75,793 | ||||||
CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CL A-1 VAR 05-25-30 | ** | 71,613 | ||||||
CMO MERRILL LYNCH MTG INVS INC 2004-A CLA-1 FLTG DUE 04-25-2029 REG | ** | 2,112 | ||||||
CMO MERRILL LYNCH MTG INVS INC SER 2003-C CL A1 6-25-28 | ** | 48,147 | ||||||
CMO MERRILL LYNCH MTG INVS INC SER 2005-A5 CL A3 DUE 06-25-2035 REG | ** | 1,516,607 | ||||||
CMO MORGAN STANLEY BAML TRUST SER 2013-C13 CL A-4 FLTG RT 11-15-2046 | ** | 6,980,333 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCHTR DUE 05-15-2046 REG | ** | 306,140 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL SER 2015-C26 CL ASB 3.323% 11-15-2048 | ** | 5,227,900 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYN TR COML MTG CTF CL A-SB 3.654 04-15-47 | ** | 632,786 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCH TR COML MTG P DUE 07-15-2046 REG | ** | 2,128,030 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCH TR SER 2013-C10 CL A5 VAR 07-15-2046 | ** | 6,433,311 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCH TR SERIES 2015-C24 3.732% 05-15-2048 | ** | 4,281,920 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL LYNCHTR MTG PASS THRU CTF CL A 02-15-2048 | ** | 8,317,475 | ||||||
CMO MORGAN STANLEY BK AMER MERRILL TR 2017-C33 CL A-3 3.295% 05-15-2050 | ** | 6,275,106 | ||||||
CMO MORGAN STANLEY CAP I TR 2018-H3 CL A-SB 4.12% 07-15-2051 | ** | 4,435,519 | ||||||
CMO MORGAN STANLEY CAP I TR SER 2019-L2 CL A4 4.071% 03-15-2052 | ** | 1,202,161 | ||||||
CMO MORGAN STANLEY CAP I TR SER-2018-H3 CL-A3 3.919% 07-15-2051 REG | ** | 6,896,543 | ||||||
CMO MORGAN STANLEY CAP I TR SR 19-L3 CL A2 2.529% 11-15-2024 | ** | 7,834,311 | ||||||
CMO MORGAN STANLEY CAPITAL I TRUST SR 2019-H6 CL A2 3.228% 06-15-2052 | ** | 8,315,589 | ||||||
CMO MORGAN STANLEY MTG LN TR 2004-2AR DUE 01-25-2035 REG | ** | 37,693 | ||||||
CMO MORTGAGEIT TR 2005-2 MTG BKD NT CL 1-A-1 ADJ RATE DUE 05-25-2035 REG | ** | 159,156 | ||||||
CMO RALI SER 2006-QO7 TR MTG AST BKD PASSTHRU CTF CL III-A-2 DUE 9-25-46 REG | ** | 33,587 | ||||||
CMO RBSGC MTG LN TR 2007-B MTG PASSTHRU CTF CL 1A4 DUE 01-25-2037 REG | ** | 169,854 | ||||||
CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG | ** | 1,160 | ||||||
CMO SEQUOIA MTG TR 2004-1 2004-3 MTG PASSTHRU CTF CL A-1 VAR RT 04-20-34 REG | ** | 1,188 | ||||||
CMO SEQUOIA MTG TR 2004-1 2005-2 MTG PASSTHRU CTF A-2 DUE 03-20-2035 REG | ** | 96,499 | ||||||
CMO SER 12-CR4 CL A3 2.853% DUE 10-15-2045 REG | ** | 360,762 | ||||||
CMO SMALL BUSINESS ADMIN GTD DEV PARTN CTF SER 2005-20B CL 1 DUE 02-01-2025 REG | ** | 104,193 | ||||||
CMO SMRT 2022-MINI COML MTG PASSTHRU CTFCL A 144A DUE 01-15-2039 BEO | ** | 395,616 | ||||||
CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLT MTG PASS CTF CL IA1 3-19-34 | ** | 46,990 | ||||||
CMO STRUCTURED ASSET MTG INVTS II INC 2003-AR4 CL A-1 DUE 01-19-2034 REG | ** | 249,850 | ||||||
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1 DUE 04-25-2034 REG | ** | 107,140 | ||||||
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2 DUE 04-25-2034 REG | ** | 2,540 | ||||||
CMO STRUCTURED AST MTG INVTS II INC DUE 05-19-2035 REG | ** | 2,221,304 | ||||||
CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG | ** | 419,945 | ||||||
CMO STRUCTURED AST MTG INVTS II TR 2006-AR5 CL 2-A-1 DUE 06-25-2036 REG | ** | 578,525 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CMO STRUCTURED AST SECS CORP 2004-1 MTG PASSTHRU CTF CL 4-A1 DUE 02-25-2034 REG | ** | 2,396 | ||||||
CMO STRUCTURED AST SECS CORP FOR FUTURE IS 2003-31A CL 2-A7 10-25-2033 REG | ** | 656,194 | ||||||
CMO STRUCTURED AST SECS CORP FOR FUTURE IS DUE 06-25-2033 REG | ** | 26,305 | ||||||
CMO STRUCTURED AST SECS CORP FOR FUTURE IS SER 2003-34A CL 3-A3 4.7 11-25-33 REG | ** | 109,126 | ||||||
CMO STRUCTURED AST SECS CORP SER 2003-22A CL 3-A 4.42 DUE 6-25-2033 REG | ** | 40,004 | ||||||
CMO UBS COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-2050 | ** | 4,442,377 | ||||||
CMO WAMU MTG PASS THRU CTFS SER 2006 AR13 CL 2A FLTG RATE DUE 10-25-2046 REG | ** | 125,973 | ||||||
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG | ** | 517,189 | ||||||
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1B VAR RATE 01-25-2045 REG | ** | 12,661 | ||||||
CMO WAMU MTG PASS-THRU CTFS 2005-AR8 CTFCL 2-A-1A DUE 07-25-2045 REG | ** | 58,720 | ||||||
CMO WAMU MTG PASS-THRU CTFS SER 2005-AR13 CL A-1A1 FLT 10-25-45 | ** | 1,077,161 | ||||||
CMO WAMU MTG PASS-THRU CTFS TR 2002-AR2 MTG PASSTHRU CTF CL A VAR DUE 02-27-2034 | ** | 545,788 | ||||||
CMO WELLS FARGO COML MTG SER 15-NXS3 CL ASB 3.371% 09-15-2057 | ** | 1,545,141 | ||||||
CMO WELLS FARGO COML MTG SER 2017-C39 CL ASB 3.212% 09-15-2050 | ** | 2,175,164 | ||||||
CMO WELLS FARGO COML MTG TR 2016-C37 COML MTG CL A-3 3.704 12-15-2049 | ** | 2,329,347 | ||||||
CMO WELLS FARGO COML MTG TR 2016-NXS5 CL A-6 01-15-2059 | ** | 3,634,011 | ||||||
CMO WELLS FARGO COML MTG TR SER 2015-C26 CL A4 3.166% 02-15-2048 | ** | 4,755,421 | ||||||
CMO WELLS FARGO COML SER 2015-LC22 CL ASB 3.571% 09-15-2058 REG | ** | 2,658,680 | ||||||
CMO WFRBS COML MTG TR 2013-C14 MTG PASS THRU CTF CL B DUE 06-15-2046 REG | ** | 1,959,469 | ||||||
CMO WFRBS COML MTG TR 2013-C14 SER 2013-C14 CL C DUE 06-15-2046 REG | ** | 3,150,911 | ||||||
CMO WFRBS COML MTG TR 2013-C18 CL A-5 4.162 DUE 12-15-2046 BEO | ** | 480,390 | ||||||
CMO WFRBS COML MTG TR 2013-UBS1 MTG PASSTHRU CTF CL A-4 FLTG RT DUE 03-15-2046 | ** | 5,332,355 | ||||||
CMO WFRBS COML MTG TR 2014-C19 COML MTG PASSTHRU CTF CL B 4.723 DUE 03-15-2047 | ** | 286,795 | ||||||
CMO WFRBS COML MTG TR 2014-C23 COML MTG PASSTHRU CTF CL B DUE 10-14-2057 REG | ** | 4,875,612 | ||||||
CMO WFRBS COML MTG TR SER 2014-LC14 CL A-5 FLTG RT 03-15-2047 | ** | 2,379,907 | ||||||
CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-2025 | ** | 2,527,717 | ||||||
CMS ENERGY CORP COM | ** | 2,750,802 | ||||||
CN LT & PWR CO 3.2% DUE 03-15-2027 | ** | 4,227,827 | ||||||
CNH EQUIP TR 2006-B SR 2021-C CL A-3 .81% 11-15-2026 | ** | 1,258,161 | ||||||
CNH INDL CAP LLC 5.45% 10-14-2025 | ** | 3,435,510 | ||||||
CNH INDUSTRIAL NV COM EUR0.01 | ** | 1,599,615 | ||||||
CNH INDUSTRIAL NV COM STK | ** | 5,491,316 | ||||||
CNO FINL GROUP INC COM | ** | 1,375,273 | ||||||
COAL INDIA LTD | ** | 3,405,347 | ||||||
COCA COLA BOTTLERS NPV | ** | 825,530 | ||||||
COCA COLA CO 1.45% DUE 06-01-2027 | ** | 910,804 | ||||||
COCA COLA CO 2.6% DUE 06-01-2050 | ** | 175,029 | ||||||
COCA COLA CO 3.375% DUE 03-25-2027 | ** | 566,755 | ||||||
COCA COLA CO COM | ** | 17,006,819 | ||||||
COCA-COLA EUROPACIFIC PARTNERS | ** | 5,542,843 | ||||||
COCA-COLA FEMSA S A B DE C V 1.85% DUE 09-01-2032/09-01-2020 REG | ** | 278,670 | ||||||
COCHIN SHIPYARD LT INR10 | ** | 88,684 | ||||||
CODEXIS INC COM | ** | 231,453 | ||||||
COFACE EUR2.00 | ** | 935,427 | ||||||
COFCO JOYCOME FOODS LIMITED | ** | 22,000 | ||||||
COGNEX CORP COM | ** | 1,170,071 | ||||||
COGNIZANT TECH SOLUTIONS CORP CL A | ** | 3,048,799 | ||||||
COHEN & STEERS INC COM | ** | 2,981,510 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
COHERENT CORP COM | ** | 480,870 | ||||||
COHERUS BIOSCIENCES INC COM | ** | 133,587 | ||||||
COLGATE-PALMOLIVE CO COM | ** | 6,615,366 | ||||||
COLLEGE AVE STUDENT LNS 2021-B LLC ASSETBACKED NT CL A-2 144A 1.76% 06-25-2052 | ** | 1,654,254 | ||||||
COLOPL INC NPV | ** | 245,117 | ||||||
COLUMBIA BKG SYS INC COM | ** | 3,451,241 | ||||||
COM ALCOA CORPORATION COM USD0.01 | ** | 372,763 | ||||||
COMCAST CORP 5.25% DUE 11-07-2025 BEO | ** | 1,188,739 | ||||||
COMCAST CORP 5.35% DUE 11-15-2027 BEO | ** | 4,055,338 | ||||||
COMCAST CORP NEW 2.35% DUE 01-15-2027 | ** | 1,769,742 | ||||||
COMCAST CORP NEW 2.8% DUE 01-15-2051/05-28-2020 REG | ** | 146,271 | ||||||
COMCAST CORP NEW 2.887% 11-01-2051 BEO | ** | 265,508 | ||||||
COMCAST CORP NEW 3.15% DUE 03-01-2026 | ** | 467,050 | ||||||
COMCAST CORP NEW 3.25% 11-01-2039 | ** | 336,748 | ||||||
COMCAST CORP NEW 3.375 DUE 02-15-2025 | ** | 97,008 | ||||||
COMCAST CORP NEW 3.375% DUE 08-15-2025 | ** | 902,614 | ||||||
COMCAST CORP NEW 3.45% DUE 02-01-2050 | ** | 299,613 | ||||||
COMCAST CORP NEW 3.55% DUE 05-01-2028 | ** | 469,424 | ||||||
COMCAST CORP NEW 3.55% DUE 05-01-2028 | ** | 3,762,916 | ||||||
COMCAST CORP NEW 3.75% DUE 04-01-2040 | ** | 74,655 | ||||||
COMCAST CORP NEW 3.95% 10-15-2025 | ** | 8,636,403 | ||||||
COMCAST CORP NEW 4.15% DUE 10-15-2028 | ** | 6,019,155 | ||||||
COMCAST CORP NEW 4.2% DUE 08-15-2034 | ** | 139,004 | ||||||
COMCAST CORP NEW 4.25% DUE 01-15-2033 | ** | 94,380 | ||||||
COMCAST CORP NEW 4.25% DUE 10-15-2030 | ** | 393,285 | ||||||
COMCAST CORP NEW FIXED 2.937% DUE 11-01-2056 | ** | 126,505 | ||||||
COMCAST CORP NEW FIXED 3.3% DUE 04-01-2027 | ** | 754,995 | ||||||
COMCAST CORP NEW FIXED 3.4% DUE 04-01-2030 | ** | 1,726,810 | ||||||
COMCAST CORP NEW FIXED 3.999% DUE 11-01-2049 | ** | 443,766 | ||||||
COMCAST CORP NEW-CL A | ** | 30,280,838 | ||||||
COMERICA INC 3.7% DUE 07-31-2023 | ** | 248,156 | ||||||
COMERICA INC 3.7% DUE 07-31-2023 | ** | 1,389,673 | ||||||
COMERICA INC COM | ** | 1,977,089 | ||||||
COMM MTG TRUST SER 2015-CR24 CL A-4 3.432% 8-10-2048 | ** | 4,542,734 | ||||||
COMM 2013-CCRE12 4.3% DUE 10-10-2046 | ** | 264,066 | ||||||
COMM 2013-CCRE12 MTG TR MTG PASS THRU CTF CL C VAR RATE DUE 10-10-2046 | ** | 563,966 | ||||||
COMM 2014-CCRE14 MTG TR 2014-CR14 CL A4 4.236 02-10-2047 | ** | 3,366,469 | ||||||
COMM 2014-CCRE16 4.05100011826% DUE 04-10-2047 | ** | 1,137,420 | ||||||
COMM 2014-CCRE20 CL A-3 3.326%3.326% DUE 11-10-2047 REG | ** | 1,977,393 | ||||||
COMM 2014-LC15 MTG 4.006% DUE 04-10-2047 | ** | 1,040,944 | ||||||
COMM 2015-CCRE22 3.309% DUE 03-10-2048 | ** | 3,332,382 | ||||||
COMM 2015-CCRE23 MTG TR 2015-CR23 CL A-SB 3.257% DUE 05-10-2048 | ** | 1,237,771 | ||||||
COMM 2015-CCRE26 3.359% DUE 10-10-2048 | ** | 5,629,971 | ||||||
COMM 2015-CCRE26 3.373% DUE 10-10-2048 | ** | 1,361,294 | ||||||
COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033 | ** | 927,856 | ||||||
COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-2033 | ** | 5,639,907 | ||||||
COMM SER 2015-DC1 CL A-SB 3.142% 02-10-2048 | ** | 304,311 | ||||||
COMMERCIAL METALS CO COM | ** | 298,011 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
COMMONSPIRIT HEALTH 6.073% 11-01-2027 | ** | 102,407 | ||||||
COMMONSPIRIT HLTH 2.76% DUE 10-01-2024 | ** | 5,179,898 | ||||||
COMMONSPIRIT HLTH 2.782% DUE 10-01-2030 | ** | 537,507 | ||||||
COMMONWEALTH EDISON CO 2.95% 08-15-2027 | ** | 2,226,270 | ||||||
COMMONWEALTH EDISON CO 4.0% DUE 03-01-2048 REG | ** | 186,230 | ||||||
COMMONWEALTH FING AUTH PA REV 3.631% 06-01-2029 BEO TAXABLE | ** | 1,338,882 | ||||||
COMMSCOPE HLDG CO INC COM | ** | 1,032,535 | ||||||
COMMVAULT SYS INC COM STK | ** | 887,992 | ||||||
COMPANHIA BRASIL COM NPV | ** | 378,797 | ||||||
COMPASS GROUP ORD GBP0.1105 | ** | 8,546,893 | ||||||
COMPASS MINERALS INTL INC COM | ** | 697,123 | ||||||
COMPEQ MFG TWD10 | ** | 367,751 | ||||||
COMPUCASE ENTERPRI TWD10 | ** | 25,293 | ||||||
COMPUGEN COMPUGEN LTD COM STK | ** | 9,754 | ||||||
COMPUGROUP MEDICAL SE & CO KGA | ** | 366,333 | ||||||
COMPUTER MODELLING COM NPV | ** | 114,453 | ||||||
COMPUTERSHARE LTD NPV | ** | 3,913,423 | ||||||
COMSTOCK RES INC COM PAR $0.50 COM PAR $0.001 | ** | 125,899 | ||||||
CONAGRA BRANDS INC 1.375% DUE 11-01-2027 | ** | 208,580 | ||||||
CONDUIT HLDGS LTD COM SHS USD0.01 (DI) | ** | 37,130 | ||||||
CONFLUENT INC CL A CL A | ** | 343,297 | ||||||
CONMED CORP COM | ** | 3,099,032 | ||||||
CONNECTICUT LIGHT & POWER CO 1ST & REF MTG BD 2020 SER A .75% 12-01-2025 | ** | 1,882,300 | ||||||
CONOCOPHILLIPS COM | ** | 27,440,664 | ||||||
CONS EDISON CO N Y 3.875% DUE 06-15-2047 | ** | 69,863 | ||||||
CONS EDISON CO N Y 4.2% DUE 03-15-2042 | ** | 101,031 | ||||||
CONS EDISON INC .65% DUE 12-01-2023 | ** | 2,561,707 | ||||||
CONSENSUS CLOUD SOLUTIONS INC COM USD0.001 | ** | 136,712 | ||||||
CONSOL ENERGY INC NEW COM | ** | 192,725 | ||||||
CONSOLIDATED EDISON CO N Y INC 4.125% 05-15-2049 REG | ** | 122,856 | ||||||
CONSTELLATION BRANDS INC 2.25% DUE 08-01-2031 BEO | ** | 1,099,882 | ||||||
CONSTELLATION BRANDS INC 3.15% 08-01-2029 BEO | ** | 153,706 | ||||||
CONSTELLATION ENERGY CORPORATION COM NPV WI | ** | 448,982 | ||||||
CONSUMERS ENERGY 3.375 DUE 08-15-2023 | ** | 1,864,525 | ||||||
CONSUMERS ENERGY 4.05% DUE 05-15-2048 | ** | 207,685 | ||||||
CONSUMERS ENERGY FIXED 3.75% 02-15-2050 | ** | 117,801 | ||||||
CONSUN PHARMACEUTI HKD0.1 | ** | 179,540 | ||||||
CONTAINER CORP INR5(POST SUBD) | ** | 722,368 | ||||||
CONTL AIRLS INC 4% DUE 04-29-2026 | ** | 160,695 | ||||||
CONTL RES INC 4.375% DUE 01-15-2028 | ** | 1,127,110 | ||||||
CONTL RES INC 4.5 DUE 04-15-2023 | ** | 907,798 | ||||||
CONTL RES INC FIXED 3.8% DUE 06-01-2024 | ** | 3,311,782 | ||||||
CONTREL TECHNOLOGY TWD10 | ** | 104,462 | ||||||
CONTROLADORA NEMAK NPV 144A/REG S | ** | 45,304 | ||||||
COOPERATIEVE 3.75% DUE 07-21-2026 | ** | 470,757 | ||||||
COOPERATIEVE 4.375% DUE 08-04-2025 | ** | 6,877,633 | ||||||
COOPERATIEVE RABOBANK U.A. FLTG 01-10-2023 | ** | 267,084 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
COPA HOLDINGS SA COM STK | ** | 492,366 | ||||||
COPART INC COM | ** | 18,703,581 | ||||||
CORBY SPIRIT & WIN COM NPV CL 'A | ** | 36,245 | ||||||
COREBRIDGE FINL INC COM | ** | 2,248,726 | ||||||
COREBRIDGE FINL INC SR NT 144A 3.65% 04-05-2027 | ** | 4,068,333 | ||||||
CORNING INC 3.9% DUE 11-15-2049 | ** | 219,987 | ||||||
CORNING INC COM | ** | 4,749,478 | ||||||
CORONADO GLOBAL RESOURCES INC CDI 144A | ** | 610,113 | ||||||
CORPORACION ANDINA DE FOMENTO NT 2.75% DUE 01-06-2023 REG | ** | 524,507 | ||||||
CORPORATE OFFICE PPTYS L P 2.25% DUE 03-15-2026 | ** | 70,206 | ||||||
CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-2031 | ** | 150,162 | ||||||
CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-2031 | ** | 1,933,330 | ||||||
CORTEVA INC COM USD0.01 WI | ** | 3,413,237 | ||||||
COSMO ADV MATERIAL KRW1000 | ** | 78,145 | ||||||
COSMOS PHARMACEUTI NPV | ** | 505,514 | ||||||
COSTAR GROUP INC COM | ** | 25,166,928 | ||||||
COSTCO WHOLESALE CORP NEW 1.6% DUE 04-20-2030 REG | ** | 352,988 | ||||||
COSTCO WHOLESALE CORP NEW COM | ** | 41,683,015 | ||||||
COSTCO WHSL CORP FIXED 1.375% DUE 06-20-2027 | ** | 1,447,460 | ||||||
COTE D'IVOIRE 5.25% SNR 22/03/2030 EUR | ** | 543,279 | ||||||
COTERRA ENERGY INC 3.9% 05-15-2027 | ** | 561,052 | ||||||
COTERRA ENERGY INC 3.9% 05-15-2027 | ** | 1,355,875 | ||||||
COTERRA ENERGY INC 4.375% 03-15-2029 | ** | 2,301,298 | ||||||
COUNTRY GARDEN SVC USD0.0001 | ** | 389,505 | ||||||
COUNTRYWIDE AST-BACKED CERTIFICATES SER 2007-13 RATE 02-25-2036 REG | ** | 1,808,601 | ||||||
COUPA SOFTWARE INC COM | ** | 92,708 | ||||||
COUPANG INC CL A CL A | ** | 87,848 | ||||||
COUSINS PPTYS INC | ** | 3,677,419 | ||||||
COVENANT LOGISTICS GROUP INC CL A | ** | 213,539 | ||||||
COX COMMUNICATIONS 3.15% DUE 08-15-2024 | ** | 1,492,312 | ||||||
CPMC HLDGS LTD NPV | ** | 28,115 | ||||||
CPS AUTO .84% DUE 07-15-2025 | ** | 1,818,007 | ||||||
CPS AUTO RECEIVABLES TR 2022-A NT CL A 144A .98% 04-16-2029 | ** | 396,692 | ||||||
CR ACCEP AUTO LN .96% DUE 02-15-2030 | ** | 1,192,502 | ||||||
CR ACCEP AUTO LN .96% DUE 02-15-2030 | ** | 6,058,680 | ||||||
CR ACCEP AUTO LN 1.93% DUE 09-17-2029 | ** | 3,897,995 | ||||||
CR ACCEP AUTO LN 4.95% DUE 08-16-2032 | ** | 1,767,942 | ||||||
CR AGRICOLE S A 1.907% DUE 06-16-2026 | ** | 2,809,705 | ||||||
CR AGRICOLE S A 3.75% DUE 04-24-2023 | ** | 248,896 | ||||||
CR AGRICOLE S A 3.75% DUE 04-24-2023 | ** | 1,159,857 | ||||||
CR SUISSE AG FIXED 3.625% DUE 09-09-2024 | ** | 4,430,117 | ||||||
CR SUISSE AG NEW 1% DUE 05-05-2023 | ** | 683,775 | ||||||
CR SUISSE AG NEW 1% DUE 05-05-2023 | ** | 5,848,456 | ||||||
CR SUISSE AG NEW 3.7% DUE 02-21-2025 | ** | 350,634 | ||||||
CR SUISSE AG NEW 3.7% DUE 02-21-2025 | ** | 7,551,551 | ||||||
CR SUISSE AG NEW YORK BRH MEDIUM TRANCHE# SB 00771 2.95% 04-09-2025 | ** | 1,989,554 | ||||||
CR SUISSE GROUP 4.55% DUE 04-17-2026 | ** | 11,743,130 | ||||||
CR SUISSE GROUP AG 4.282% DUE 01-09-2028 | ** | 1,286,791 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CR SUISSE GROUP AG 4.282% DUE 01-09-2028 | ** | 4,150,940 | ||||||
CR SUISSE GROUP AG 6.375% DUE 12-29-2999 | ** | 214,994 | ||||||
CR SUISSE GROUP AG FLTG RT 2.193% DUE 06-05-2026 | ** | 341,902 | ||||||
CR SUISSE GROUP AG FLTG RT 2.593% DUE 09-11-2025 | ** | 3,188,451 | ||||||
CRACKER BARREL OLD COUNTRY STORE COM | ** | 3,055,270 | ||||||
CRAFTSMAN AUTO LTD INR100 | ** | 154,640 | ||||||
CREDIT ACCEP AUTO LN TR 2021-3 ASSET BACKED NT CL B 144A 1.38% 07-15-2030 | ** | 3,212,135 | ||||||
CREDIT ACCEP AUTO LN TR 2022-3 ASSET BACKED NT CL A 144A 6.57% 10-15-2032 | ** | 1,167,234 | ||||||
CREDIT SUISSE AG NEW YORK BRANCH 0.52% 08-09-2023 | ** | 4,947,728 | ||||||
CREDIT SUISSE AG NEW YORK BRANCH 0.52% 08-09-2023 | ** | 1,028,301 | ||||||
CREDIT SUISSE AG NEW YORK BRH FLTG RT DUE 02-02-2024 BEO | ** | 2,424,937 | ||||||
CREDIT SUISSE AG NEW YORK BRH MEDIUM TER4.75% DUE 08-09-2024 REG | ** | 286,573 | ||||||
CREDIT SUISSE AG NEW YORK BRH MEDIUM TER5.0% DUE 07-09-2027 | ** | 228,122 | ||||||
CREDIT SUISSE GROUP AG 6.5% 08/08/2023 | ** | 194,141 | ||||||
CREDO TECHNOLOGY GROUP HOLDING LTD | ** | 233,684 | ||||||
CRESTLINE DENALI CLO XV LTD / SR SECD NTCL A-R FLTG 144A 5.83771% 04-20-2030 | ** | 443,394 | ||||||
CRINETICS PHARMACEUTICALS INC COM | ** | 181,994 | ||||||
CROCS INC COM | ** | 1,531,357 | ||||||
CRONOS AUS LTD NPV | ** | 22,814 | ||||||
CROSS CTRY HEALTHCARE INC COM | ** | 292,031 | ||||||
CROWDSTRIKE HLDGS INC CL A CL A | ** | 4,326,050 | ||||||
CROWN CASTLE INC COM | ** | 1,131,102 | ||||||
CROWN CASTLE INTL 2.25% DUE 01-15-2031 | ** | 112,610 | ||||||
CROWN CASTLE INTL 3.2% DUE 09-01-2024 | ** | 2,782,244 | ||||||
CROWN CASTLE INTL 4% DUE 03-01-2027 | ** | 63,982 | ||||||
CROWN CASTLE INTL CORP NEW 1.05% DUE 07-15-2026 REG | ** | 562,301 | ||||||
CROWN CASTLE INTL CORP NEW 1.05% DUE 07-15-2026 REG | ** | 1,617,697 | ||||||
CROWN CASTLE TOWERS LLC/CROWN PPN BOND 4.241% 07-15-2028 | ** | 7,461,616 | ||||||
CROWN HLDGS INC COM | ** | 1,115,754 | ||||||
CRSNT TR 2021-MOON FLTG RT 5.28% DUE 04-15-2036 | ** | 2,067,508 | ||||||
CRYSTAL INTL GROUP HKD0.01 | ** | 64,759 | ||||||
CS DISCO INC COM | ** | 57,512 | ||||||
CSAIL COML MTG SR 2018-CX11 CL ASB 4.0339% 04-15-2051 | ** | 4,347,986 | ||||||
CSAIL 2016-C6 COML 2.8233% DUE 01-15-2049 | ** | 1,414,627 | ||||||
CSAIL 2016-C6 COML 2.9599% DUE 01-15-2049 | ** | 7,443,337 | ||||||
CSAIL 2017-C8 CL A-SB 3.18574% 06-15-2050 | ** | 7,388,257 | ||||||
CSAIL COML MTG TR 2015-C1 CL A-SB COML MTG PASSTHRU 3.3512% DUE 04-15-2050 REG | ** | 171,709 | ||||||
CSAIL COMMERCIAL MORTGAGE TRUST 19-C16 CL A1 2.3595% 06-15-2029 REG | ** | 826,121 | ||||||
CSG HOLDING CO 'B'CNY1 | ** | 125,876 | ||||||
CSG SYS INTL INC COM | ** | 215,358 | ||||||
CSL FIN PLC GTD SR NT 144A 3.85% 04-27-2027 | ** | 798,033 | ||||||
CSMC 2021-NQM7 TR 1.756% DUE 10-25-2066 | ** | 885,325 | ||||||
CSMC 2021-RPL2 TR FLTG RT 1.11456% DUE 01-25-2060 | ** | 273,074 | ||||||
CSMC 2021-RPL3 TR FLTG RT 2% DUE 01-25-2060 | ** | 1,401,551 | ||||||
CSR LIMITED NPV | ** | 212,672 | ||||||
CSWF 2021-SOP2 FLTG RT 5.42588% DUE 06-15-2034 | ** | 1,538,612 | ||||||
CSWF 2021-SOP2 FLTG RT 5.42588% DUE 06-15-2034 | ** | 7,180,190 | ||||||
CSWF 2021-SOP2 MTG PASSTHRU CTF CL B 144A 5.72588% 06-15-2034 | ** | 3,707,464 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
CSX CORP 4.75% DUE 11-15-2048 | ** | 227,409 | ||||||
CSX CORP COM STK | ** | 2,554,704 | ||||||
CTBC FINANCIAL HOLDING CO COM STK 2891 | ** | 900,955 | ||||||
CTI BIOPHARMA CORP COM NEW COM NEW | ** | 147,449 | ||||||
CUBE SYSTEM INC NPV | ** | 27,614 | ||||||
CUBESMART L P FIXED 2% DUE 02-15-2031 | ** | 321,230 | ||||||
CUMMINS INC | ** | 9,134,333 | ||||||
CUMMINS INDIA INR2 | ** | 419,242 | ||||||
CURTISS WRIGHT CORP COM | ** | 1,911,034 | ||||||
CURY CONST E INCO COM NPV | ** | 339,784 | ||||||
CUSTOMERS BANCORP INC COM | ** | 315,538 | ||||||
CVR ENERGY INC COM STK | ** | 492,508 | ||||||
CVS HEALTH CORP 1.75% DUE 08-21-2030 | ** | 395,305 | ||||||
CVS HEALTH CORP 1.875% DUE 02-28-2031 | ** | 157,481 | ||||||
CVS HEALTH CORP 2.7% DUE 08-21-2040 | ** | 368,468 | ||||||
CVS HEALTH CORP 3.625% DUE 04-01-2027 REG | ** | 2,499,359 | ||||||
CVS HEALTH CORP 3.875% DUE 07-20-2025 | ** | 5,716,765 | ||||||
CVS HEALTH CORP 4.3% DUE 03-25-2028 | ** | 67,821 | ||||||
CVS HEALTH CORP 4.3% DUE 03-25-2028 | ** | 2,957,015 | ||||||
CVS HEALTH CORP 5% DUE 12-01-2024 | ** | 1,757,132 | ||||||
CVS HEALTH CORP 5.05% DUE 03-25-2048 | ** | 604,401 | ||||||
CVS HEALTH CORP COM | ** | 10,118,757 | ||||||
CVS HEALTH CORPORATION 2.125% DUE 09-15-2031 BEO | ** | 533,083 | ||||||
CWABS INC 2004-3 AST BKD CTF CL 1-A 4.92586% 08-25-2034 | ** | 1,654,832 | ||||||
CWABS INC 2004-6 ASSET BKD CTF CL 1-A-1 FLTG RATE 12-25-2034 REG | ** | 1,749,096 | ||||||
CWABS INC FLTG RT 5.00586% DUE 10-25-2034 | ** | 4,989,640 | ||||||
CYBER-ARK SOFTWARE LTD COM ILS0.01 | ** | 1,361,325 | ||||||
CYBERNET SYSTEMS NPV | ** | 27,285 | ||||||
CYMECHS INC KRW500 | ** | 25,081 | ||||||
CYTOKINETICS INC COMMON STOCK | ** | 623,977 | ||||||
CYTOMX THERAPEUTICS INC. COM | ** | 45,982 | ||||||
CZECH(REP OF) 0.95% SNR 15/05/30 CZK10000 | ** | 102,756 | ||||||
D R HORTON INC 1.3% 10-15-2026 | ** | 1,132,564 | ||||||
D R HORTON INC COM | ** | 99,035 | ||||||
D/S NORDEN DKK1 | ** | 187,168 | ||||||
DAEDUCK CO LTD | ** | 93,693 | ||||||
DAEDUCK ELECTRONIC KRW500 | ** | 163,952 | ||||||
DAESUNG HOLDINGS KRW1000 | ** | 366,046 | ||||||
DAEWON MEDIA KRW500 | ** | 10,760 | ||||||
DAEWON PHARM KRW500 | ** | 226,055 | ||||||
DAH SING FINANCIAL NPV | ** | 170,493 | ||||||
DAIHATSU DIESEL NPV | ** | 144,947 | ||||||
DAIICHI JITSUGYO NPV | ** | 30,013 | ||||||
DAIKEN CORP NPV | ** | 437,810 | ||||||
DAIKIN INDUSTRIES NPV | ** | 6,093,145 | ||||||
DAIMLER FIN N AMER 3.35% DUE 02-22-2023 | ** | 199,258 | ||||||
DAIMLER MEXICO SA DE CV ASSET BACKED NT CL A-3 5.23% 02-17-2026 | ** | 1,196,399 | ||||||
DAIMLER MEXICO SA DE CV ASSET BACKED NT CL A-4 5.39% 01-15-2030 | ** | 3,012,065 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DAIWABO HOLDINGS NPV | ** | 507,351 | ||||||
DALLAS TEX TAXABLE-CAP APPREC-SER B DUE 02-15-2027 BEO TAXABLE ZCP | ** | 2,351,460 | ||||||
DALLAS TEX ZERO CPN 0% 02-15-2026 BEO TAXABLE | ** | 3,341,053 | ||||||
DALRYMPLE BAY INFR NPV UNIT 1 COM & 1 LOAN NOT | ** | 45,621 | ||||||
DANA INC COM | ** | 3,016,619 | ||||||
DANAHER CORP COM | ** | 25,526,503 | ||||||
DANIELI & C DI RISP EUR1(NON CNV) | ** | 65,870 | ||||||
DANSKE BK A/S 1.621% DUE 09-11-2026 | ** | 1,498,562 | ||||||
DANSKE BK A/S VAR RT 3.773% DUE 03-28-2025 | ** | 630,072 | ||||||
DANSKE BK A/S VAR RT 3.773% DUE 03-28-2025 | ** | 1,337,691 | ||||||
DANSKE BK A/S VAR RT 4.298% DUE 04-01-2028 | ** | 377,797 | ||||||
DARDEN RESTAURANTS INC COM | ** | 949,635 | ||||||
DASSAULT SYSTEMES EUR0.10 | ** | 2,250,772 | ||||||
DATA PATTERNS IND INR2 | ** | 17,454 | ||||||
DATALOGIC SPA EUR0.52 | ** | 80,177 | ||||||
DATASONIC GROUP NPV | ** | 95,206 | ||||||
DAVE & BUSTERS ENTMT INC COM | ** | 695,297 | ||||||
DB HITEK CO., LTD | ** | 663,524 | ||||||
DBJPM 2020-C9 MTG PASS THRU CTF CL A-3 1.88199996948% 08-15-2053 | ** | 4,413,782 | ||||||
DBS GROUP HLDGS NPV | ** | 8,768,315 | ||||||
DCB BANK LIMITED INR10 | ** | 130,647 | ||||||
DCP MIDSTREAM OPER 5.375% DUE 07-15-2025 | ** | 1,188,840 | ||||||
DDH1 LIMITED NPV | ** | 343,663 | ||||||
DECHRA PHARMA ORD GBP0.01 | ** | 654,560 | ||||||
DECIPHERA PHARMACEUTICALS INC COM | ** | 469,278 | ||||||
DECKERS OUTDOOR CORP COM | ** | 3,247,167 | ||||||
DEEPHAVEN RESDNTL 2.205% DUE 01-25-2067 | ** | 1,267,150 | ||||||
DEERE & CO COM | ** | 17,008,909 | ||||||
DEERE & CO FIXED 3.75% DUE 04-15-2050 | ** | 280,964 | ||||||
DEERE JOHN CAP .4% DUE 10-10-2023 | ** | 1,784,253 | ||||||
DEERE JOHN CAP 1.75% DUE 03-09-2027 | ** | 267,514 | ||||||
DEERE JOHN CAP CORP 2.125% 03-07-2025 | ** | 615,477 | ||||||
DELEK US HLDGS INC NEW COM | ** | 1,132,758 | ||||||
DELL INTL L L C/EMC CORP 5.45% DUE 06-15-2023 | ** | 54,034 | ||||||
DELL INTL L L C/EMC CORP 6.02% DUE 06-15-2026 | ** | 306,714 | ||||||
DELL INTL L L C/EMC CORP 6.02% DUE 06-15-2026 | ** | 4,702,955 | ||||||
DELL TECHNOLOGIES INC COM USD0.01 CL C WI COMMON STOCK | ** | 1,014,670 | ||||||
DELMARVA PWR & LT 3.5% DUE 11-15-2023 | ** | 690,692 | ||||||
DELTA AIR LINES INC DEL 2.5% 12-10-2029 | ** | 584,460 | ||||||
DELTA ELECTRONIC TWD10 2308 | ** | 1,239,755 | ||||||
DELUXE CORP COM STK USD1 | ** | 3,000,247 | ||||||
DENALI THERAPEUTICS INC COM | ** | 247,509 | ||||||
DENBURY INC NEW COM | ** | 1,712,554 | ||||||
DENSO CORP NPV | ** | 3,878,652 | ||||||
DENTSPLY SIRONA INC COM | ** | 4,680,798 | ||||||
DEPO AUTO PARTS IN TWD10 | ** | 158,631 | ||||||
DERAYAH REIT | ** | 96,880 | ||||||
DERICHEBOURG EUR0.25 | ** | 137,855 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DERMAPHARM HLDG SE NPV COMSTK | ** | 135,106 | ||||||
DESCARTES SYSTEMS COM NPV | ** | 466,743 | ||||||
DESCENTE LTD NPV | ** | 66,096 | ||||||
DESIGN THERAPEUTICS INC COM | ** | 46,406 | ||||||
DEUTSCHE BANK AG 1.625% SNR 20/01/2027 EUR | ** | 188,527 | ||||||
DEUTSCHE BANK AG 1.75%-FRN 19/11/2030 EUR | ** | 84,054 | ||||||
DEUTSCHE BANK AG 2.625% SNR NPF 12/02/26EUR | ** | 201,666 | ||||||
DEUTSCHE BANK N Y 0.898% DUE 05-28-2024 BEO | ** | 346,097 | ||||||
DEUTSCHE BK AG 3.7% DUE 05-30-2024 | ** | 65,858 | ||||||
DEUTSCHE BK AG N Y BRANCH 2.311% 11-16-2027 | ** | 5,235,035 | ||||||
DEUTSCHE BK AG N Y BRANCH 3.729% DUE 01-14-2032/01-14-2021 REG | ** | 294,251 | ||||||
DEUTSCHE BK AG N Y BRANCH 3.961% 11-26-2025 | ** | 3,537,364 | ||||||
DEUTSCHE BK AG N Y BRANCH DUE 11-16-2027BEO | ** | 939,784 | ||||||
DEUTSCHE BK AG N Y BRANCH FLTG RT 11-08-2023 | ** | 3,794,842 | ||||||
DEUTSCHE BK AG N Y BRANCH LIAB SR NT FXD/ FLTG 1.447% 04-01-2025 | ** | 4,798,604 | ||||||
DEUTSCHE BK AG N Y BRH 1.686% DUE 03-19-2026 BEO | ** | 807,456 | ||||||
DEUTSCHE BK AG N Y BRH 2.552% 01-07-2028 | ** | 1,146,702 | ||||||
DEUTSCHE BK AG N Y BRH 6.119% 07-14-2026 | ** | 1,791,189 | ||||||
DEUTSCHE BK AG N Y BRH 6.119% 07-14-2026 | ** | 925,448 | ||||||
DEUTSCHE BK AG N Y FIXED 3.035% DUE 05-28-2032 | ** | 228,187 | ||||||
DEUTSCHE BK AG N Y FIXED 3.035% DUE 05-28-2032 | ** | 760,624 | ||||||
DEUTSCHE BK AG N Y FIXED 5.882% DUE 07-08-2031 | ** | 173,228 | ||||||
DEUTSCHE BK AG N Y FLTG RT 2.129% DUE 11-24-2026 | ** | 3,554,204 | ||||||
DEUTSCHE BK AG N Y FLTG RT 2.222% DUE 09-18-2024 | ** | 483,004 | ||||||
DEUTSCHE BK AG N Y FLTG RT 2.222% DUE 09-18-2024 | ** | 1,782,285 | ||||||
DEUTSCHE BK AG N Y FLTG RT 3.547% DUE 09-18-2031 | ** | 6,446,339 | ||||||
DEUTSCHE BOERSE AG NPV(REGD) | ** | 7,208,665 | ||||||
DEUTZ AG NPV | ** | 99,316 | ||||||
DEVON ENERGY CORP 5.6 DUE 07-15-2041 | ** | 168,915 | ||||||
DEVON ENERGY CORP 5.85% DUE 12-15-2025 | ** | 2,759,901 | ||||||
DEVON ENERGY CORP FIXED 5% DUE 06-15-2045 | ** | 147,660 | ||||||
DEVON ENERGY CORP NEW 4.5% 1-15-2030 BEO | ** | 349,126 | ||||||
DEVON ENERGY CORP NEW 5.25% 10-15-2027 BEO | ** | 759,159 | ||||||
DEVYANI INTERNATIO INR1 | ** | 37,946 | ||||||
DEXCOM INC COM | ** | 7,929,857 | ||||||
DFDS AS DKK20 | ** | 283,562 | ||||||
DH EUROPE FIN II S FIXED 3.25% 11-15-2039 | ** | 80,402 | ||||||
DHARMA SATYA NUSANTARA TBK COM STK | ** | 163,271 | ||||||
DIAGEO CAP PLC 1.375% DUE 09-29-2025/04-29-2020 REG | ** | 848,998 | ||||||
DIAGEO CAP PLC 3.5% DUE 09-18-2023 | ** | 366,376 | ||||||
DIAGEO ORD PLC | ** | 6,590,840 | ||||||
DIAGEO PLC SPONSORED ADR NEW | ** | 11,822,907 | ||||||
DIAMOND OFFSHORE DRILLING INC COM NEW COM NEW | ** | 407,108 | ||||||
DIAMONDBACK ENERGY FIXED 3.25% DUE 12-01-2026 | ** | 1,130,865 | ||||||
DIAMONDBACK ENERGY INC 3.125% DUE 03-24-2031 BEO | ** | 265,839 | ||||||
DIAMONDBACK ENERGY INC 3.5% DUE 12-01-2029 | ** | 958,961 | ||||||
DIAMONDBACK ENERGY INC COM | ** | 375,324 | ||||||
DICKS SPORTING GOODS INC OC-COM OC-COM | ** | 334,526 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DIEBOLD NIXDORF INC COM STK | ** | 20,917 | ||||||
DIGI INTL INC COM | ** | 673,617 | ||||||
DIGITAL ARTS INC NPV | ** | 379,931 | ||||||
DIGITAL CHINA HLDG HKD0.10 | ** | 273,134 | ||||||
DIGITAL INFORMATIO NPV | ** | 56,243 | ||||||
DIGITAL RLTY TR LP FIXED 3.7% 08-15-2027 | ** | 427,676 | ||||||
DIGITALBRIDGE GROUP INC CL A NEW | ** | 205,803 | ||||||
DILLARDS INC CL A COM | ** | 1,693,891 | ||||||
DIMERCO EXPRESS CO TWD10 | ** | 29,523 | ||||||
DINO POLSKA SA PLN0.10 | ** | 309,310 | ||||||
DIOS FASTIGHETER NPV | ** | 150,712 | ||||||
DISCOVER BK NEW 3.45% DUE 07-27-2026 | ** | 276,644 | ||||||
DISCOVER BK NEW 4.2% DUE 08-08-2023 | ** | 2,483,652 | ||||||
DISCOVER CARD 3.03% DUE 08-15-2025 | ** | 5,240,486 | ||||||
DISCOVER CARD EXECUTION NT TR SR 22-A3 CL A3 3.56% DUE 07-15-2027 REG | ** | 6,727,813 | ||||||
DISCOVER FINL SVCS 3.75% DUE 03-04-2025 | ** | 943,621 | ||||||
DISCOVER FINL SVCS 3.95% DUE 11-06-2024 | ** | 1,792,112 | ||||||
DISCOVER FINL SVCS COM STK | ** | 2,001,602 | ||||||
DISCOVERY 3.625% DUE 05-15-2030 | ** | 910,306 | ||||||
DISCOVERY 4.125% DUE 05-15-2029 | ** | 5,510,359 | ||||||
DISCOVERY COMMUNICATIONS LLC 4.0% DUE 09-15-2055 | ** | 66,407 | ||||||
DISNEY WALT CO 3.35% DUE 03-24-2025 | ** | 1,781,355 | ||||||
DISNEY WALT CO SR NT 3.7% 10-15-2025 | ** | 145,879 | ||||||
DITTO (THAILAND) P THB0.5 (NVDR) | ** | 54,802 | ||||||
DMG MORI AG NPV | ** | 27,859 | ||||||
DMS CO LTD KRW500 | ** | 11,161 | ||||||
DNB BK ASA DISC COML PAPER 4/2 YRS 3&4 11-17-2023 | ** | 8,430,383 | ||||||
DNB BK ASA MED VAR RT 2.968% DUE 03-28-2025 | ** | 1,562,130 | ||||||
DNB BOLIGKREDITT A CORPBOND 3.25% 06-28-2023 | ** | 3,223,195 | ||||||
DNO ASA NOK0.25 | ** | 109,097 | ||||||
DOCEBO INC | ** | 357,448 | ||||||
DOCTORS CO AN INTERINSURANCE SURPLUS NT 144A 4.5% 01-18-2032 | ** | 80,573 | ||||||
DOCUSIGN INC COM | ** | 766,182 | ||||||
DOGUS OTOMOTIV SER TRY1 | ** | 1,005,186 | ||||||
DOLLAR GEN CORP NEW COM | ** | 10,339,053 | ||||||
DOLLAR GENERAL CORP 4.25% 09-20-2024 | ** | 6,501,033 | ||||||
DOLP TR 2021-NYC 2.956% DUE 05-10-2041 | ** | 1,433,862 | ||||||
DOMINICAN REPUBLIC 6.5% 02-15-2048 | ** | 329,016 | ||||||
DOMINION ENERGY INC 3.3% DUE 04-15-2041 | ** | 409,582 | ||||||
DOMINION ENERGY INC COM STK NPV | ** | 10,489,277 | ||||||
DOMINION RES INC 2.85% DUE 08-15-2026 | ** | 572,210 | ||||||
DOMINOS PIZZA INC COM | ** | 96,646 | ||||||
DOMO INC CL B CL B | ** | 177,715 | ||||||
DONGKUK STEEL MILL KRW5000 | ** | 7,529 | ||||||
DONGWHA PHARM.CO.L KRW1000 | ** | 25,219 | ||||||
DONNELLEY FINL SOLUTIONS INC COM | ** | 1,305,404 | ||||||
DOSHISHA CO LTD NPV | ** | 174,668 | ||||||
DOTDIGITAL GROUP PLC GBP | ** | 25,059 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DOUBLE STANDARD IN NPV | ** | 64,137 | ||||||
DOUBLEVERIFY HLDGS INC COM | ** | 1,709,213 | ||||||
DOUGLAS ELLIMAN INC COM | ** | 38,335 | ||||||
DOUTOR NICHIRES HO NPV | ** | 528,943 | ||||||
DOVALUE NPV | ** | 59,558 | ||||||
DOWDUPONT INC 5.319% DUE 11-15-2038 | ** | 241,052 | ||||||
DOWNER EDI LTD NPV | ** | 24,908 | ||||||
DOXIMITY INC COM USD0.001 CL A | ** | 169,579 | ||||||
DR AUTO 1.11% DUE 05-15-2026 | ** | 379,207 | ||||||
DR AUTO 1.47% DUE 01-15-2027 | ** | 4,240,879 | ||||||
DR AUTO 2.7% DUE 02-16-2027 | ** | 3,077,644 | ||||||
DR AUTO FIXED 2.7% DUE 05-15-2027 | ** | 2,453,641 | ||||||
DR PEPPER SNAPPLE 2.55% DUE 09-15-2026 | ** | 48,552 | ||||||
DRAFTKINGS INC NEW CL A | ** | 361,120 | ||||||
DRAX GROUP ORD GBP0.1155172 | ** | 887,929 | ||||||
DREAM INDL REAL ESTATE INVT TR TR UNIT | ** | 201,886 | ||||||
DRI HEALTHCARE TR UNITS CAD | ** | 26,204 | ||||||
DRIVEN BRANDS HLDGS INC COM | ** | 2,512,520 | ||||||
DROPBOX INC CL A CL A | ** | 2,084,540 | ||||||
DRYDEN 80 CLO LTD FLTG RT 5.90755% DUE 01-17-2033 | ** | 488,917 | ||||||
DT AUTO OWNER TR 2020-3 ASSET BACKED NT CL C 144A 1.47% 06-15-2026 | ** | 178,984 | ||||||
DT AUTO OWNER TR 2020-3 ASSET BACKED NT CL C 144A 1.47% 06-15-2026 | ** | 8,223,572 | ||||||
DT AUTO OWNER TR 2021-1 ASSET BACKED NT CL C 144A .84% 10-15-2026 | ** | 621,119 | ||||||
DT AUTO OWNER TR 2021-1 ASSET BACKED NT CL C 144A .84% 10-15-2026 | ** | 719,998 | ||||||
DT AUTO OWNER TR 2021-3 .87% 05-17-2027 | ** | 514,733 | ||||||
DT AUTO OWNER TR 2021-3 .87% 05-17-2027 | ** | 2,227,389 | ||||||
DT AUTO OWNER TR 2021-4 ASSET BACKED NT CL C 144A 1.5% 09-15-2027 | ** | 2,467,509 | ||||||
DTD 11/15/2015 2.25% DUE 11-15-2025 REG | ** | 6,181,673 | ||||||
DTE ELEC CO 3.65 DUE 03-15-2024 | ** | 211,393 | ||||||
DTE ELEC CO GEN & REF MTG BD SER 2022 3%03-01-2032 | ** | 3,544,504 | ||||||
DTE ENERGY CO 4.22% 11-01-2024 | ** | 1,627,477 | ||||||
DTE ENERGY CO COM | ** | 5,876,970 | ||||||
DTE ENERGY CO FIXED 1.05% DUE 06-01-2025 | ** | 1,088,026 | ||||||
DUCK CREEK TECHNOLOGIES INC COM | ** | 345,956 | ||||||
DUERR AG ORD NPV | ** | 240,423 | ||||||
DUFRY AG CHF5 (REGD) | ** | 349,096 | ||||||
DUKE ENERGY 3.95% DUE 11-15-2028 | ** | 1,192,082 | ||||||
DUKE ENERGY CORP .9% DUE 09-15-2025 | ** | 4,979,887 | ||||||
DUKE ENERGY CORP 2.65% DUE 09-01-2026 | ** | 1,281,969 | ||||||
DUKE ENERGY CORP 4.3% DUE 03-15-2028 | ** | 1,268,682 | ||||||
DUKE ENERGY CORP FIXED 5% DUE 12-08-2025 | ** | 2,017,602 | ||||||
DUKE ENERGY CORP NEW 3.95 DUE 10-15-2023 | ** | 7,322,801 | ||||||
DUKE ENERGY CORP NEW COM NEW COM NEW | ** | 15,707,623 | ||||||
DUKE ENERGY CORP NEW SR NT 3.3% 06-15-2041 | ** | 515,513 | ||||||
DUKE ENERGY FIXED 3.7% DUE 12-01-2047 | ** | 308,467 | ||||||
DUKE ENERGY FLA 3.2% DUE 01-15-2027 | ** | 6,717,752 | ||||||
DUKE ENERGY FLA FIXED 2.4% DUE 12-15-2031 | ** | 1,638,320 | ||||||
DUKE ENERGY FLA FIXED 3.8% DUE 07-15-2028 | ** | 6,942,526 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
DUKE ENERGY PROGRESS LLC 2.5% DUE 08-15-2050 | ** | 242,132 | ||||||
DUNDEE PREC METALS COM NPV | ** | 630,364 | ||||||
DUPONT DE NEMOURS INC COMMON STOCK | ** | 10,616,512 | ||||||
DYCOM INDS INC COM | ** | 1,023,516 | ||||||
DYNATRACE INC COM | ** | 573,964 | ||||||
E L F BEAUTY INC COM | ** | 6,190,227 | ||||||
EAGLE COLD STORAGE TWD10 | ** | 48,673 | ||||||
EAGLE INDUSTRY CO NPV | ** | 69,872 | ||||||
EAGLE MATLS INC COM | ** | 1,883,149 | ||||||
EARTHSTONE ENERGY INC COM USD0.10 CL A | ** | 4,513,045 | ||||||
EASTMAN CHEM CO COM | ** | 5,531,893 | ||||||
EASTN GAS TRANSM & FIXED 3.9% DUE 11-15-2049 | ** | 67,589 | ||||||
EATON CORP PLC COM USD0.50 | ** | 28,757,007 | ||||||
EBARA CORP NPV | ** | 282,603 | ||||||
EBAY INC COM USD0.001 | ** | 2,925,750 | ||||||
ECLOUDVALLEY DIG TWD10 | ** | 40,263 | ||||||
ECOLAB INC 1.65% 02-01-2027 | ** | 1,418,326 | ||||||
ECOLAB INC 2.7% DUE 11-01-2026 | ** | 1,350,318 | ||||||
ECOLAB INC COM STK USD1 | ** | 4,145,985 | ||||||
ECOLAB INC FIXED 2.125% DUE 08-15-2050 | ** | 393,961 | ||||||
ECOPETROL S A 5.375% DUE 06-26-2026 | ** | 5,819,236 | ||||||
ECORA RESOURCES PLC | ** | 240,375 | ||||||
ECOVYST INC COM USD0.01 | ** | 238,476 | ||||||
EDGEWELL PERS CARE CO COM | ** | 2,817,621 | ||||||
EDILIZIACROBATICA NPV | ** | 26,626 | ||||||
EDISON INTERNATIONAL 3.55% 11-15-2024 | ** | 48,298 | ||||||
EDISON INTL 4.7% DUE 08-15-2025 | ** | 3,428,970 | ||||||
EDISON INTL 6.95% DUE 11-15-2029 | ** | 1,778,853 | ||||||
EDISON INTL COM | ** | 352,900 | ||||||
EDWARDS LIFESCIENCES CORP COM | ** | 815,338 | ||||||
EFMT 2022-4 5.9% DUE 09-25-2067 | ** | 3,939,872 | ||||||
EIFFAGE EUR4 | ** | 1,250,305 | ||||||
EIKEN CHEMICAL CO NPV | ** | 187,809 | ||||||
EIRGENIX INC TWD10 | ** | 52,025 | ||||||
EL PASO ENERGY CORP MTN BOOKTRANCHE # TR00005 7.75 1-15-2032 BEO | ** | 337,541 | ||||||
ELAN CORPORATION NPV | ** | 33,412 | ||||||
ELASTIC N V COM USD0.01 | ** | 849,750 | ||||||
ELECON ENGINEERING INR2 (POST SUBDVISION) | ** | 40,894 | ||||||
ELECTRIC POWER DEVELOPMENT CO LTD NPV | ** | 41,302 | ||||||
ELEMENT SOLUTION INC COM | ** | 5,156,483 | ||||||
ELEVANCE HEALTH INC | ** | 14,716,083 | ||||||
ELEVANCE HEALTH INC 5.35% DUE 10-15-2025BEO | ** | 2,975,096 | ||||||
ELI LILLY & CO COM | ** | 28,340,527 | ||||||
ELIS SA EUR1.00 | ** | 576,967 | ||||||
ELKEM ASA NOK5 | ** | 1,644,195 | ||||||
ELLINGTON FINL MTG .931% DUE 06-25-2066 | ** | 776,608 | ||||||
ELLINGTON FINL MTG TR 2022-1 MTG PASS THRU CTF CL A-1 2.206% 01-25-2067 | ** | 767,833 | ||||||
ELM CO SAR10 | ** | 1,391,911 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ELMOS SEMICONDUCT NPV | ** | 161,145 | ||||||
ELMWOOD CLO IX LTD / ELMWOOD CLO IX 5.93771% 07-20-2034 | ** | 722,419 | ||||||
ELNUSA TBK IDR100 | ** | 113,070 | ||||||
EMAAR PROPERTIES AED1 | ** | 1,499,184 | ||||||
EMBOTELLA ANDINA PRF'B'NPV | ** | 96,594 | ||||||
EMCOR GROUP INC COM | ** | 2,517,870 | ||||||
EMECO HOLD LIMITED NPV | ** | 27,265 | ||||||
EMERA US FIN LP .833% 06-15-2024 BEO | ** | 228,757 | ||||||
EMERGENT BIOSOLUTIONS INC COM | ** | 376,503 | ||||||
EMERGING DISPLAY T TWD10 | ** | 5,284 | ||||||
EMIRATES NBD BANK AED1 | ** | 519,161 | ||||||
EMPLOYERS HLDGS INC COM | ** | 173,986 | ||||||
ENABLE MIDSTREAM PARTNERS LP 4.4% DUE 03-15-2027 REG | ** | 475,919 | ||||||
ENANTA PHARMACEUTICALS INC COM | ** | 389,186 | ||||||
ENAUTA PARTICIPACOES SA BRL1 | ** | 61,226 | ||||||
ENAV S.P.A. NPV | ** | 155,363 | ||||||
ENBRIDGE INC 1.6% DUE 10-04-2026 BEO | ** | 1,026,069 | ||||||
ENBRIDGE INC 2.5% DUE 01-15-2025 | ** | 5,206,780 | ||||||
ENCANA CORP 6.5% DUE 08-15-2034 | ** | 101,030 | ||||||
ENCE ENERGIA Y CEL EUR0.90 | ** | 390,856 | ||||||
ENCOMPASS HEALTH CORP COM USD0.01 | ** | 7,228,696 | ||||||
ENCORE WIRE CORP COM | ** | 1,382,340 | ||||||
ENEL CHILE SA COM NPV | ** | 494,539 | ||||||
ENERGI MEGA PERSAD IDR800 | ** | 438,765 | ||||||
ENERGIEKONTOR AG NPV | ** | 48,485 | ||||||
ENERGY RECOVERY INC COM | ** | 684,632 | ||||||
ENERGY TRANSFER 2.9% DUE 05-15-2025 | ** | 471,527 | ||||||
ENERGY TRANSFER 3.75% DUE 05-15-2030 | ** | 2,954,611 | ||||||
ENERGY TRANSFER 4.75% DUE 01-15-2026 | ** | 10,725 | ||||||
ENERGY TRANSFER 4.95% DUE 06-15-2028 | ** | 944,460 | ||||||
ENERGY TRANSFER 5.25% DUE 04-15-2029 | ** | 290,972 | ||||||
ENERGY TRANSFER 6.25% DUE 04-15-2049 | ** | 233,928 | ||||||
ENERGY TRANSFER 6.25% DUE 04-15-2049 | ** | 159,071 | ||||||
ENERGY TRANSFER FIXED 4.25% DUE 03-15-2023 | ** | 4,987,775 | ||||||
ENERGY TRANSFER FIXED 5.5% DUE 06-01-2027 | ** | 140,206 | ||||||
ENERGY TRANSFER FIXED 5.5% DUE 06-01-2027 | ** | 2,118,003 | ||||||
ENERGY TRANSFER OPER L P 5.875% DUE 01-15-2024 | ** | 14,138,402 | ||||||
ENERGY TRANSFER OPERATUNG 4.5% DUE 04-15-2024 | ** | 19,721 | ||||||
ENERGY TRANSFER PARTNERS L P 4.2% 04-15-2027 | ** | 1,937,372 | ||||||
ENERPLUS CORP | ** | 2,330,116 | ||||||
ENERPLUS CORP COM | ** | 757,697 | ||||||
ENERSYS COM | ** | 6,639,545 | ||||||
ENGHOUSE SYSTEMS COM NPV | ** | 756,592 | ||||||
ENGIE COMSTK | ** | 11,324,713 | ||||||
ENI SPA EUR1 | ** | 4,885,244 | ||||||
ENOVA INTL INC COM | ** | 211,304 | ||||||
ENOVIS CORPORATION COM USD0.001 | ** | 3,736,231 | ||||||
ENPHASE ENERGY INC COM | ** | 1,089,780 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ENPLAS CORP NPV | ** | 234,037 | ||||||
ENPRO INDS INC COM | ** | 289,007 | ||||||
ENSTAR GROUP LIMITED COM | ** | 552,417 | ||||||
ENTEGRIS INC COM | ** | 1,796,707 | ||||||
ENTERGY ARK LLC 2.65% DUE 06-15-2051 | ** | 396,913 | ||||||
ENTERGY GULF STS 5.59% DUE 10-01-2024 | ** | 405,921 | ||||||
ENTERGY LA LLC 2.4% DUE 10-01-2026 | ** | 72,811 | ||||||
ENTERGY LA LLC 3.12% 09-01-2027 | ** | 87,621 | ||||||
ENTERGY LA LLC 4.0% 03-15-2033 | ** | 149,526 | ||||||
ENTERGY LOUISIANA LLC .95% DUE 10-01-2024 | ** | 1,816,000 | ||||||
ENTERGY MISS LLC 3.85% DUE 06-01-2049 | ** | 77,041 | ||||||
ENTERGY TEX RESTORATION FDG II LLC 3.697% 12-15-2036 | ** | 641,567 | ||||||
ENTERPRISE FLEET FING 2021-1 LLC ASSET BACKED NT CL A-3 144A .7% 12-21-2026 | ** | 6,353,795 | ||||||
ENTERPRISE PRODS 2.8% DUE 01-31-2030 | ** | 3,437,529 | ||||||
ENTERPRISE PRODS 3.35% DUE 03-15-2023 | ** | 1,685,082 | ||||||
ENTERPRISE PRODS 3.7% DUE 01-31-2051 | ** | 65,381 | ||||||
ENTERPRISE PRODS 3.9% DUE 02-15-2024 | ** | 393,972 | ||||||
ENTERPRISE PRODS 3.95% DUE 02-15-2027 | ** | 898,247 | ||||||
ENTERPRISE PRODS 4.15% DUE 10-16-2028 | ** | 1,925,681 | ||||||
ENTERPRISE PRODS 4.2% DUE 01-31-2050 | ** | 158,325 | ||||||
ENTERPRISE PRODS FIXED 3.2% 02-15-2052 | ** | 330,449 | ||||||
ENTERPRISE PRODS OPER LLC 4.8% 02-01-2049 | ** | 111,542 | ||||||
ENTERPRISE PRODUCTS OPER L P 3.125% DUE 07-31-2029 | ** | 3,735,453 | ||||||
ENVISTA HLDGS CORP COM | ** | 1,518,517 | ||||||
EOG RES INC 4.15% DUE 01-15-2026 | ** | 1,109,066 | ||||||
EOG RES INC 4.375% DUE 04-15-2030 | ** | 2,058,131 | ||||||
EOG RESOURCES INC COM | ** | 10,046,607 | ||||||
EQB INC COM NPV | ** | 242,838 | ||||||
EQM MIDSTREAM 4.125% DUE 12-01-2026 | ** | 800,458 | ||||||
EQT CORP 6.125% 02-01-2025 REG | ** | 1,293,032 | ||||||
EQT CORP 7% DUE 02-01-2030 | ** | 933,408 | ||||||
EQT CORP COM | ** | 548,012 | ||||||
EQT CORPORATION 5.678% DUE 10-01-2025 BEO | ** | 1,762,600 | ||||||
EQTY RESDNTL EFF 5/15/02 | ** | 5,555,145 | ||||||
EQUATE 4.25% DUE 11-03-2026 | ** | 4,776,360 | ||||||
EQUATE PETROCHEMIC 4.25% GTD SNR 03/11/26 USD | ** | 5,933,660 | ||||||
EQUIFAX INC COM | ** | 14,718,300 | ||||||
EQUIFAX INC FIXED 2.6% DUE 12-15-2025 | ** | 575,388 | ||||||
EQUINIX INC 1.25% DUE 07-15-2025 | ** | 9,505,372 | ||||||
EQUINIX INC 1.8% DUE 07-15-2027 | ** | 685,833 | ||||||
EQUINIX INC 2.5% DUE 05-15-2031 BEO | ** | 1,451,080 | ||||||
EQUINIX INC 2.9% 11-18-2026 | ** | 457,342 | ||||||
EQUINIX INC 3.0% DUE 07-15-2050/06-22-2020 REG | ** | 348,362 | ||||||
EQUINIX INC SR NT 2% 05-15-2028 | ** | 169,271 | ||||||
EQUINOR ASA 2.875% DUE 04-06-2025 | ** | 11,621,004 | ||||||
EQUINOR ASA NOK2.50 | ** | 285,661 | ||||||
EQUITABLE FINL .5% DUE 11-17-2023 | ** | 2,378,092 | ||||||
EQUITABLE HLDGS INC COM | ** | 2,809,730 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
EQUITY COMMONWEALTH USD0.01( BNF INT) | ** | 886,035 | ||||||
EREX CO LTD NPV | ** | 241,983 | ||||||
ERG SPA EUR0.10 | ** | 271,399 | ||||||
ERICSSON | ** | 7,531,264 | ||||||
ERSTE GROUP BANK AG NPV | ** | 1,157,723 | ||||||
ESAB CORPORATION COM USD0.001 WI | ** | 11,060,921 | ||||||
ESPEC Y50 | ** | 37,400 | ||||||
ESSENT GROUP LTD COM STK | ** | 6,506,179 | ||||||
ESSENTIAL UTILS FIXED 2.704% DUE 04-15-2030 | ** | 1,943,991 | ||||||
ESSEX PORTFOLIO L 3.25 DUE 05-01-2023 | ** | 496,187 | ||||||
ESSEX PORTFOLIO L FIXED 1.65% DUE 01-15-2031 | ** | 239,542 | ||||||
ESSEX PORTFOLIO L FIXED 2.65% DUE 03-15-2032 | ** | 237,260 | ||||||
ESSEX PORTFOLIO L FIXED 2.65% DUE 09-01-2050 | ** | 249,620 | ||||||
ESSEX PPTY TR REIT | ** | 23,311 | ||||||
ESSILORLUXOTTICA EUR 0.18 | ** | 6,584,803 | ||||||
ESSILORLUXOTTICA EUR0.18 | ** | 557,689 | ||||||
ESTEE LAUDER COMPANIES INC CL A USD0.01 | ** | 22,082,534 | ||||||
ESTEE LAUDER COS 3.15% DUE 03-15-2027 | ** | 61,486 | ||||||
ETSY INC COM | ** | 84,325 | ||||||
EUROCASH SA PLN1.00 | ** | 77,558 | ||||||
EURONET WORLDWIDE INC COM | ** | 7,276,698 | ||||||
EUROPRIS ASA NOK1 | ** | 426,144 | ||||||
EUROSAIL-UK 07-3BL FRN M/BKD 06/2045 GBP'A3A' | ** | 22,294 | ||||||
EUROSAIL-UK 2007-3BL PLC NO MIN REGD NOTES FLTG RT REG-S 13/06/2045 | ** | 29,718 | ||||||
EVA PRECISION INDL HKD0.10 | ** | 9,894 | ||||||
EVERBRIDGE INC COM | ** | 759,674 | ||||||
EVERCORE INC | ** | 2,761,360 | ||||||
EVEREST RE GROUP COM | ** | 3,280,236 | ||||||
EVERGREEN MARINE C TWD10 | ** | 2,630,444 | ||||||
EVERGY INC COM NPV | ** | 2,901,954 | ||||||
EVERSOURCE ENERGY 2.9% 03-01-2027 | ** | 3,016,484 | ||||||
EVERSOURCE ENERGY FIXED 1.65% DUE 08-15-2030 | ** | 1,861,742 | ||||||
EVO PMTS INC CL A COM CL A COM | ** | 5,250,276 | ||||||
EVOLENT HEALTH INC CL A CL A | ** | 1,705,495 | ||||||
EVOLUTION MINING NPV | ** | 139,643 | ||||||
EVRAZ PLC ORD US0.5 | ** | 300,566 | ||||||
EXACT SCIENCES CORP COM | ** | 1,871,329 | ||||||
EXCELERATE ENERGY INC CL A COM CL A COM | ** | 3,032,553 | ||||||
EXCELSIOR MEDICAL TWD10 | ** | 83,908 | ||||||
EXELIXIS INC COM STK | ** | 2,101,994 | ||||||
EXELON CORP COM | ** | 2,069,377 | ||||||
EXELON GENERATION 5.75% DUE 10-01-2041 | ** | 48,778 | ||||||
EXELON GENERATION FIXED 3.25% DUE 06-01-2025 | ** | 191,471 | ||||||
EXELON GENERATION FIXED 3.25% DUE 06-01-2025 | ** | 2,020,016 | ||||||
EXEO GROUP INC NPV | ** | 102,224 | ||||||
EXETER AUTOMOBILE .68% DUE 07-15-2025 | ** | 866,700 | ||||||
EXETER AUTOMOBILE .74% DUE 01-15-2026 | ** | 393,691 | ||||||
EXETER AUTOMOBILE 1.05% DUE 05-15-2026 | ** | 453,607 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
EXETER AUTOMOBILE 1.32% DUE 07-15-2025 | ** | 58,524 | ||||||
EXETER AUTOMOBILE 1.46% DUE 10-15-2027 | ** | 2,893,603 | ||||||
EXETER AUTOMOBILE 2.56% DUE 06-15-2028 | ** | 7,879,356 | ||||||
EXETER AUTOMOBILE 3.11% DUE 08-15-2025 | ** | 670,217 | ||||||
EXETER AUTOMOBILE 4.33% DUE 02-17-2026 | ** | 1,036,684 | ||||||
EXETER AUTOMOBILE 5.43% DUE 04-15-2026 | ** | 1,992,490 | ||||||
EXETER AUTOMOBILE 6.03% DUE 08-16-2027 | ** | 806,386 | ||||||
EXETER AUTOMOBILE 6.32% DUE 05-15-2028 | ** | 4,756,172 | ||||||
EXETER AUTOMOBILE 6.51% DUE 12-15-2027 | ** | 3,239,641 | ||||||
EXETER AUTOMOBILE RECEIVABLES TR AUTOMOBILE RECEIVABLES 3.65% 10-15-2026 | ** | 2,928,924 | ||||||
EXETER AUTOMOBILE RECEIVABLES TR 2021-3 SR 21-3A CL C .96% 10-15-2026 | ** | 4,622,368 | ||||||
EXETER AUTOMOBILE RECEIVABLES TR 2022-3 SER 22-3A CL A3 4.21% 01-15-2026 | ** | 1,837,307 | ||||||
EXETER AUTOMOBILE RECEIVABLES TR ASSET BACKED NT CL B .57% 09-15-2025 | ** | 176,610 | ||||||
EXETER AUTOMOBILE RECEIVABLES TR ASSET BACKED NT CL C .98% 06-15-2026 | ** | 240,247 | ||||||
EXPEDIA GROUP INC 3.25% DUE 02-15-2030 | ** | 289,143 | ||||||
EXPEDIA GROUP INC SR NT 4.625% 08-01-2027 | ** | 1,633,364 | ||||||
EXPERIAN ORD USD0.10 | ** | 6,870,789 | ||||||
EXTENDED STAY AMER TR 2021-ESH MTG PASS THRU CTF CL A 144A 5.54% 07-15-2038 | ** | 474,014 | ||||||
EXTENDED STAY AMER TR 2021-ESH MTG PASS THRU CTF CL A 144A 5.54% 07-15-2038 | ** | 7,190,795 | ||||||
EXTRA SPACE STORAGE INC 2.35% 03-15-2032 | ** | 417,691 | ||||||
EXTREME NETWORKS INC COM | ** | 1,548,843 | ||||||
EXXARO RESOURCES ZAR0.01 | ** | 435,195 | ||||||
EXXON MOBIL CORP 2.61% DUE 10-15-2030 | ** | 7,913,105 | ||||||
EXXON MOBIL CORP 2.992% DUE 03-19-2025 | ** | 3,490,364 | ||||||
EXXON MOBIL CORP 3.043% DUE 03-01-2026 | ** | 1,862,024 | ||||||
EXXON MOBIL CORP 3.452% DUE 04-15-2051 REG | ** | 451,327 | ||||||
EXXON MOBIL CORP COM | ** | 9,617,609 | ||||||
EXXON MOBIL CORP FIXED 1.571% DUE 04-15-2023 | ** | 99,062 | ||||||
EXXON MOBIL CORP FIXED 4.327% DUE 03-19-2050 | ** | 273,474 | ||||||
EZCORP INC CL A NON VTG CL A NON VTG | ** | 59,308 | ||||||
F5 INC COM STK NPV | ** | 17,313,333 | ||||||
FABRICA COMMUNICAT NPV | ** | 38,819 | ||||||
FABRINET COM USD0.01 | ** | 549,166 | ||||||
FAIRFAX FINL HLDGS 2.75% 29/03/2028 DUALCURR | ** | 186,801 | ||||||
FAIRFAX FINL HLDGS 5.625% DUE 08-16-2032 | ** | 4,473,376 | ||||||
FAIRFAX FINL HLDGS SUB-VTG COM NPV | ** | 355,173 | ||||||
FANCL CORP NPV | ** | 130,382 | ||||||
FANNIE MAE 1997-89 CL-ZA 7.0% DUE 12-20-2027 | ** | 55,356 | ||||||
FANNIE MAE CB3126 3.5% 03-01-2052 | ** | 1,364,032 | ||||||
FANNIE MAE FN BR2303 3% 08-01-2051 | ** | 74,956 | ||||||
FANNIE MAE FN BS5233 3.52% 06-01-2032 | ** | 93,138 | ||||||
FANNIE MAE FN BS5955 3.73% 06-01-2032 | ** | 94,782 | ||||||
FANNIE MAE FN BS5972 3.83% 07-01-2032 | ** | 95,498 | ||||||
FANNIE MAE FN BS6002 3.56% 07-01-2032 | ** | 186,725 | ||||||
FANNIE MAE FN BS6023 3.86% 07-01-2032 | ** | 95,313 | ||||||
FANNIE MAE FN BS6084 4.185% 07-01-2032 | ** | 97,744 | ||||||
FANNIE MAE FN BS6130 4.13% 07-01-2032 | ** | 97,332 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FANNIE MAE FN BS6147 3.88% 07-01-2032 | ** | 95,281 | ||||||
FANNIE MAE FN BS6914 4.44% 11-01-2032 | ** | 199,598 | ||||||
FANNIE MAE FN BU5925 3% 12-01-2051 | ** | 80,531 | ||||||
FANNIE MAE FN BU8763 3% 04-01-2052 | ** | 1,711,270 | ||||||
FANNIE MAE FN BV7238 3% 05-01-2052 | ** | 5,507,749 | ||||||
FANNIE MAE FN BV9819 3% 05-01-2052 | ** | 437,519 | ||||||
FANNIE MAE FN CB3386 3.5% 04-01-2042 | ** | 179,601 | ||||||
FANNIE MAE FN CB3833 3% 06-01-2052 | ** | 682,236 | ||||||
FANNIE MAE POOL FN BS6124 4.06% 07-01-2032 | ** | 381,202 | ||||||
FANNIE MAE REMIC SR 015-60 CL-AF FLTG RATE 08-25-2045 | ** | 670,493 | ||||||
FANNIE MAE SER 1994-43 CL PK 6.35% 02-25-2024 | ** | 5,036 | ||||||
FANNIE MAE SR 12-104 CL QC 2.5% 05-25-2042 | ** | 260,955 | ||||||
FANNIEMAE-ACES SER 22-M1G CL A1 VAR 01-25-2031 | ** | 3,104,466 | ||||||
FARO TECHNOLOGIES INC COM | ** | 113,258 | ||||||
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.23% 02-09-2024 | ** | 4,060,390 | ||||||
FED HOME LN MTG 1% DUE 05-15-2041 | ** | 7,218,873 | ||||||
FED HOME LN MTG 2.5% DUE 01-01-2052 | ** | 22,780,300 | ||||||
FED HOME LN MTG 2.5% DUE 02-01-2051 | ** | 1,583,036 | ||||||
FED HOME LN MTG 2.5% DUE 04-01-2052 | ** | 2,085,821 | ||||||
FED HOME LN MTG 2.5% DUE 10-01-2050 | ** | 2,001,372 | ||||||
FED HOME LN MTG 3% DUE 02-01-2050 | ** | 3,156,062 | ||||||
FED HOME LN MTG 3.5% DUE 04-01-2050 | ** | 5,304,053 | ||||||
FED HOME LN MTG CORP G14239 4 DUE 09-01-2026 | ** | 23,533 | ||||||
FED HOME LOAN MTG SR 3981 CL ME 3.0% 01-15-2027 | ** | 77,971 | ||||||
FED NATL MTG ASSOC 3% DUE 05-01-2050 | ** | 225,213 | ||||||
FED RLTY INVT TR 3.95% DUE 01-15-2024 | ** | 1,828,407 | ||||||
FEDERAL AGRIC MTG CORP MEDIUM TERM NTS F.32% 05-26-2023 | ** | 1,884,247 | ||||||
FEDERAL BANK | ** | 317,042 | ||||||
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS .3% DUE 09-01-2023 | ** | 4,855,807 | ||||||
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS TRANCHE 00446 .71% DUE 04-01-2025 REG | ** | 9,132,344 | ||||||
FEDERAL HOME LN BK CONS DISC NTS 01-03-2023 | ** | 189,930,306 | ||||||
FEDERAL HOME LN BK CONS DISC NTS 02-03-2023 | ** | 3,775,306 | ||||||
FEDERAL HOME LN BK CONS DISC NTS 02-15-2023 | ** | 9,348,835 | ||||||
FEDERAL HOME LN BK CONS DISC NTS 03-08-2023 | ** | 16,904,066 | ||||||
FEDERAL HOME LN BK DISC NT 0% 02-22-2023 | ** | 27,393,697 | ||||||
FEDERAL HOME LN BKS .22% DUE 02-26-2024 REG | ** | 1,318,065 | ||||||
FEDERAL HOME LN BKS .78% 02-26-2026 | ** | 13,382,779 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 02/12/2021 .55% 02-12-2026 | ** | 4,435,077 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 03/03/2021 .9% 03-03-2026 | ** | 1,701,044 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 03/04/2021 .8% 03-04-2026 | ** | 8,419,003 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 06/17/2021 .43% 06-17-2024 | ** | 693,256 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 06/28/2022 3% 06-28-2024 | ** | 4,010,377 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 09/21/2022 FLTG 4.33% 01-24-2023 | ** | 26,900,044 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 10/06/2022 4.375% 11-06-2023 | ** | 4,022,154 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 10/07/2022 FLTG 4.59% 02-10-2023 | ** | 6,400,135 | ||||||
FEDERAL HOME LN BKS CONS BD DTD 10/07/2022 FLTG 4.59% 02-10-2023 | ** | 26,500,558 | ||||||
FEDERAL HOME LN BKS FLTG 01-10-2023 | ** | 6,700,023 | ||||||
FEDERAL HOME LN BKS FLTG 01-10-2023 | ** | 26,000,087 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN BKS FLTG RATE 01-06-2023 | ** | 6,699,997 | ||||||
FEDERAL HOME LN BKS FLTG RATE 01-06-2023 | ** | 19,999,990 | ||||||
FEDERAL HOME LN BKS FLTG RATE 02-23-2023 | ** | 4,300,176 | ||||||
FEDERAL HOME LN BKS FLTG RATE 02-23-2023 | ** | 22,300,915 | ||||||
FEDERAL HOME LN MTG CORP POOL #QD3960 2.0% 01-01-2052 | ** | 2,831,423 | ||||||
FEDERAL HOME LN MTG CORP #QC7086 2.5% 09-01-2051 | ** | 4,752,181 | ||||||
FEDERAL HOME LN MTG CORP .25% DUE 06-26-2023 REG | ** | 4,407,098 | ||||||
FEDERAL HOME LN MTG CORP .375% DUE 05-05-2023 REG | ** | 4,875,613 | ||||||
FEDERAL HOME LN MTG CORP .9% 10-13-2027 | ** | 20,727,526 | ||||||
FEDERAL HOME LN MTG CORP 2% 01-01-2042 | ** | 400,652 | ||||||
FEDERAL HOME LN MTG CORP 2% 09-01-2051 | ** | 224,362 | ||||||
FEDERAL HOME LN MTG CORP 2% 10-01-2050 | ** | 1,273,685 | ||||||
FEDERAL HOME LN MTG CORP 2% 11-01-2051 | ** | 527,172 | ||||||
FEDERAL HOME LN MTG CORP 2.5% 01-01-2052 | ** | 544,802 | ||||||
FEDERAL HOME LN MTG CORP 2.5% 04-01-2037 | ** | 1,705,238 | ||||||
FEDERAL HOME LN MTG CORP 3% 04-01-2052 | ** | 517,191 | ||||||
FEDERAL HOME LN MTG CORP 3.5% 05-01-2052 | ** | 261,187 | ||||||
FEDERAL HOME LN MTG CORP 4.0% 12-30-2024 | ** | 4,942,408 | ||||||
FEDERAL HOME LN MTG CORP 4.05% DUE 08-28-2025 | ** | 7,848,851 | ||||||
FEDERAL HOME LN MTG CORP DTD 10/27/2020 .65% 10-27-2025 | ** | 29,725,830 | ||||||
FEDERAL HOME LN MTG CORP DTD 10/28/2020 .8% 10-28-2026 | ** | 10,040,346 | ||||||
FEDERAL HOME LN MTG CORP DTD 9/24/2020 .57% 09-24-2025 | ** | 20,172,518 | ||||||
FEDERAL HOME LN MTG CORP FR SD0552 2.0% DUE 03-01-2051 REG | ** | 963,053 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS PREASSIGN SER 3019 CL FN 08-15-2035 REG | ** | 762,844 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SER 004639 CL KB STEP UP 04-15-2053 | ** | 1,676,326 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SER 3384 CL FL FLTG RT 11-15-2037 | ** | 1,174,515 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-25 CL EF VAR 04-25-2038 REG | ** | 709,956 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-6 CL BF VAR 02-25-2038 REG | ** | 970,478 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 2410 CL PF VAR 02-15-2032 REG | ** | 410,769 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 3055 CL CF VAR 10-15-2035 REG | ** | 167,332 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS SR 3150 CL FA VAR 05-15-2036 REG | ** | 824,459 | ||||||
FEDERAL HOME LN MTG CORP MULTICLASS VAR SR 2012-17 CL FG 03-25-2042 REG | ** | 1,022,154 | ||||||
FEDERAL HOME LN MTG CORP POOL #2B0646 FLTG RT DUE 07-01-2042 BEO | ** | 39,705 | ||||||
FEDERAL HOME LN MTG CORP POOL #410792 4.28% 02-01-2030 BEO | ** | 12,074 | ||||||
FEDERAL HOME LN MTG CORP POOL #840698 2.091% 03-01-2047 BEO | ** | 110,108 | ||||||
FEDERAL HOME LN MTG CORP POOL #841076 3.007% 11-01-2048 BEO | ** | 3,854,864 | ||||||
FEDERAL HOME LN MTG CORP POOL #841077 2.877% 11-01-2047 BEO | ** | 1,060,966 | ||||||
FEDERAL HOME LN MTG CORP POOL #841081 3.096% 02-01-2050 BEO | ** | 1,873,625 | ||||||
FEDERAL HOME LN MTG CORP POOL #846004 3.705% 12-01-2024 BEO | ** | 1,177 | ||||||
FEDERAL HOME LN MTG CORP POOL #846313 FLTG RT 4.428% 02-01-2026 BEO | ** | 298 | ||||||
FEDERAL HOME LN MTG CORP POOL #849407 3.896% 09-01-2037 BEO | ** | 118,473 | ||||||
FEDERAL HOME LN MTG CORP POOL #84-9790 FLTG RT DUE 03-01-2045 | ** | 1,011,224 | ||||||
FEDERAL HOME LN MTG CORP POOL #A39803 5.5% 11-01-2035 BEO | ** | 72,959 | ||||||
FEDERAL HOME LN MTG CORP POOL #A47038 5%09-01-2035 BEO | ** | 37,617 | ||||||
FEDERAL HOME LN MTG CORP POOL #A62378 6%06-01-2037 BEO | ** | 5,335 | ||||||
FEDERAL HOME LN MTG CORP POOL #A63809 6%08-01-2037 BEO | ** | 18,339 | ||||||
FEDERAL HOME LN MTG CORP POOL #A69654 6%12-01-2037 BEO | ** | 8,325 | ||||||
FEDERAL HOME LN MTG CORP POOL #A71410 6%01-01-2038 BEO | ** | 215 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP POOL #A85726 5%04-01-2039 BEO | ** | 45,886 | ||||||
FEDERAL HOME LN MTG CORP POOL #A86313 5%05-01-2039 BEO | ** | 6,639 | ||||||
FEDERAL HOME LN MTG CORP POOL #A90176 5%12-01-2039 BEO | ** | 10,726 | ||||||
FEDERAL HOME LN MTG CORP POOL #A91235 4.5% 02-01-2040 BEO | ** | 88,606 | ||||||
FEDERAL HOME LN MTG CORP POOL #A93318 5%08-01-2040 BEO | ** | 94,112 | ||||||
FEDERAL HOME LN MTG CORP POOL #A93625 5%08-01-2040 BEO | ** | 175,859 | ||||||
FEDERAL HOME LN MTG CORP POOL #A93652 5%09-01-2040 BEO | ** | 9,640 | ||||||
FEDERAL HOME LN MTG CORP POOL #A93713 5%09-01-2040 BEO | ** | 200,901 | ||||||
FEDERAL HOME LN MTG CORP POOL #A94069 5%09-01-2040 BEO | ** | 73,073 | ||||||
FEDERAL HOME LN MTG CORP POOL #A94113 5%10-01-2040 BEO | ** | 3,685 | ||||||
FEDERAL HOME LN MTG CORP POOL #A94132 5%09-01-2040 BEO | ** | 2,144 | ||||||
FEDERAL HOME LN MTG CORP POOL #A94898 4.5% 11-01-2040 BEO | ** | 119,931 | ||||||
FEDERAL HOME LN MTG CORP POOL #A95085 4%11-01-2040 BEO | ** | 114,169 | ||||||
FEDERAL HOME LN MTG CORP POOL #A95519 4.5% 12-01-2040 BEO | ** | 35,422 | ||||||
FEDERAL HOME LN MTG CORP POOL #A95561 4%12-01-2040 BEO | ** | 206,217 | ||||||
FEDERAL HOME LN MTG CORP POOL #A95575 4%12-01-2040 BEO | ** | 184,001 | ||||||
FEDERAL HOME LN MTG CORP POOL #A97040 4%02-01-2041 BEO | ** | 118,488 | ||||||
FEDERAL HOME LN MTG CORP POOL #C01623 5.5% 09-01-2033 BEO | ** | 125,759 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03517 4.5% 09-01-2040 BEO | ** | 85,100 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO | ** | 528,208 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO | ** | 235,146 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03545 5%08-01-2040 BEO | ** | 97,054 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03613 4%11-01-2040 BEO | ** | 103,336 | ||||||
FEDERAL HOME LN MTG CORP POOL #C03792 3.5% 04-01-2042 BEO | ** | 376,030 | ||||||
FEDERAL HOME LN MTG CORP POOL #C04240 3.5% 09-01-2042 BEO | ** | 227,688 | ||||||
FEDERAL HOME LN MTG CORP POOL #C04422 3%12-01-2042 BEO | ** | 256,463 | ||||||
FEDERAL HOME LN MTG CORP POOL #C09022 3%01-01-2043 BEO | ** | 1,156,459 | ||||||
FEDERAL HOME LN MTG CORP POOL #C09055 4%12-01-2043 BEO | ** | 169,307 | ||||||
FEDERAL HOME LN MTG CORP POOL #C10542 7%06-01-2028 BEO | ** | 2,795 | ||||||
FEDERAL HOME LN MTG CORP POOL #C12585 7%07-01-2028 BEO | ** | 458 | ||||||
FEDERAL HOME LN MTG CORP POOL #C14084 7%08-01-2028 BEO | ** | 2,430 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91161 5%02-01-2028 BEO | ** | 6,323 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91362 4.5% 03-01-2031 BEO | ** | 138,374 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91581 3%11-01-2032 BEO | ** | 736,392 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91589 3.5% 11-01-2032 BEO | ** | 156,572 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91925 3.5% 04-01-2037 BEO | ** | 536,878 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91928 3.5% 05-01-2037 BEO | ** | 89,327 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91942 4%06-01-2037 BEO | ** | 6,518 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91960 3.5% 11-01-2037 BEO | ** | 391,520 | ||||||
FEDERAL HOME LN MTG CORP POOL #C91987 3%04-01-2038 BEO | ** | 286,385 | ||||||
FEDERAL HOME LN MTG CORP POOL #D64290 7%10-01-2025 BEO | ** | 5,335 | ||||||
FEDERAL HOME LN MTG CORP POOL #D70703 7%04-01-2026 BEO | ** | 2,426 | ||||||
FEDERAL HOME LN MTG CORP POOL #D75558 8%10-01-2026 BEO | ** | 127 | ||||||
FEDERAL HOME LN MTG CORP POOL #D75787 8%11-01-2026 BEO | ** | 1,312 | ||||||
FEDERAL HOME LN MTG CORP POOL #D77163 7.5% 01-01-2027 BEO | ** | 1,310 | ||||||
FEDERAL HOME LN MTG CORP POOL #D80177 7%05-01-2027 BEO | ** | 3,783 | ||||||
FEDERAL HOME LN MTG CORP POOL #D98914 4%01-01-2032 BEO | ** | 43,587 | ||||||
FEDERAL HOME LN MTG CORP POOL #G00561 9.5% 06-01-2025 BEO | ** | 145 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP POOL #G00704 7%12-01-2026 BEO | ** | 1,647 | ||||||
FEDERAL HOME LN MTG CORP POOL #G01665 5.5% 03-01-2034 BEO | ** | 155,618 | ||||||
FEDERAL HOME LN MTG CORP POOL #G02031 5.5% 02-01-2036 BEO | ** | 44,158 | ||||||
FEDERAL HOME LN MTG CORP POOL #G02427 5.5% 12-01-2036 BEO | ** | 144,182 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03073 5.5% 07-01-2037 BEO | ** | 71,561 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03233 6%08-01-2037 BEO | ** | 2,909 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03600 7%11-01-2037 BEO | ** | 28,266 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO | ** | 37,509 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03812 5.5% 02-01-2038 BEO | ** | 50,250 | ||||||
FEDERAL HOME LN MTG CORP POOL #G03819 6%01-01-2038 BEO | ** | 19,886 | ||||||
FEDERAL HOME LN MTG CORP POOL #G04448 5.5% 07-01-2038 BEO | ** | 21,350 | ||||||
FEDERAL HOME LN MTG CORP POOL #G04585 5.5% 02-01-2038 BEO | ** | 36,459 | ||||||
FEDERAL HOME LN MTG CORP POOL #G04588 5.5% 08-01-2038 BEO | ** | 21,535 | ||||||
FEDERAL HOME LN MTG CORP POOL #G04636 5%12-01-2035 BEO | ** | 23,086 | ||||||
FEDERAL HOME LN MTG CORP POOL #G04688 5.5% 09-01-2038 BEO | ** | 20,795 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05179 5.5% 01-01-2039 BEO | ** | 26,600 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05527 4%07-01-2039 BEO | ** | 16,578 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05676 4%11-01-2039 BEO | ** | 294,965 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05726 5%08-01-2039 BEO | ** | 68,242 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05741 4.5% 12-01-2039 BEO | ** | 149,557 | ||||||
FEDERAL HOME LN MTG CORP POOL #G05927 4.5% 07-01-2040 BEO | ** | 364,971 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06021 5.5% 01-01-2040 BEO | ** | 56,662 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06087 5%09-01-2040 BEO | ** | 15,869 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06172 5.5% 12-01-2038 BEO | ** | 142,165 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06601 4.5% 12-01-2040 BEO | ** | 673,944 | ||||||
FEDERAL HOME LN MTG CORP POOL #G06669 6.5% 09-01-2039 BEO | ** | 67,880 | ||||||
FEDERAL HOME LN MTG CORP POOL #G07032 3%06-01-2042 BEO | ** | 333,658 | ||||||
FEDERAL HOME LN MTG CORP POOL #G07129 3.5% 09-01-2042 BEO | ** | 345,507 | ||||||
FEDERAL HOME LN MTG CORP POOL #G07434 3.5% 07-01-2043 BEO | ** | 614,766 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08273 5.5% 06-01-2038 BEO | ** | 14,797 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08368 4.5% 10-01-2039 BEO | ** | 131,721 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08457 4.5% 08-01-2041 BEO | ** | 222,146 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08521 3%01-01-2043 BEO | ** | 194,678 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO | ** | 322,536 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08567 4%01-01-2044 BEO | ** | 370,693 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08624 4%01-01-2045 BEO | ** | 485,868 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08653 3%07-01-2045 BEO | ** | 561,414 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08672 4%10-01-2045 BEO | ** | 291,470 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08681 3.5% 12-01-2045 BEO | ** | 1,043,863 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08732 3%11-01-2046 BEO | ** | 1,086,459 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08734 4%11-01-2046 BEO | ** | 619,853 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08741 3%01-01-2047 BEO | ** | 709,984 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08764 4.5% 05-01-2047 BEO | ** | 143,637 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08770 3.5% 07-01-2047 BEO | ** | 1,807,602 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08772 4.5% 07-01-2047 BEO | ** | 87,935 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08785 4%10-01-2047 BEO | ** | 172,732 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08786 4.5% 10-01-2047 BEO | ** | 172,374 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08790 4.5% 11-01-2047 BEO | ** | 140,479 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP POOL #G08792 3.5% 12-01-2047 BEO | ** | 1,892,997 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08809 4%04-01-2048 BEO | ** | 69,689 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08827 4.5% 07-01-2048 BEO | ** | 602,379 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08832 4.5% 08-01-2048 BEO | ** | 254,697 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08844 5%10-01-2048 BEO | ** | 12,662 | ||||||
FEDERAL HOME LN MTG CORP POOL #G08862 4%02-01-2049 BEO | ** | 2,845,260 | ||||||
FEDERAL HOME LN MTG CORP POOL #G13825 4%05-01-2025 BEO | ** | 119,190 | ||||||
FEDERAL HOME LN MTG CORP POOL #G13868 4.5% 07-01-2025 BEO | ** | 30,536 | ||||||
FEDERAL HOME LN MTG CORP POOL #G14171 6%10-01-2024 BEO | ** | 1,786 | ||||||
FEDERAL HOME LN MTG CORP POOL #G14375 4%07-01-2026 BEO | ** | 75,254 | ||||||
FEDERAL HOME LN MTG CORP POOL #G14517 2.5% 07-01-2027 BEO | ** | 2,090,457 | ||||||
FEDERAL HOME LN MTG CORP POOL #G14956 2.5% 05-01-2028 BEO | ** | 252,946 | ||||||
FEDERAL HOME LN MTG CORP POOL #G15252 3%12-01-2029 BEO | ** | 315,956 | ||||||
FEDERAL HOME LN MTG CORP POOL #G15403 3.5% 04-01-2030 BEO | ** | 736,853 | ||||||
FEDERAL HOME LN MTG CORP POOL #G15441 3%03-01-2030 BEO | ** | 288,136 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16015 3%01-01-2032 BEO | ** | 262,679 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16177 2%01-01-2032 BEO | ** | 614,293 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16763 4%02-01-2034 BEO | ** | 1,661,225 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16789 4%02-01-2034 BEO | ** | 1,965,739 | ||||||
FEDERAL HOME LN MTG CORP POOL #G16792 4%03-01-2034 BEO | ** | 1,791,297 | ||||||
FEDERAL HOME LN MTG CORP POOL #G18475 2.5% 08-01-2028 BEO | ** | 69,767 | ||||||
FEDERAL HOME LN MTG CORP POOL #G18552 3%05-01-2030 BEO | ** | 418,075 | ||||||
FEDERAL HOME LN MTG CORP POOL #G20028 7.5% 12-01-2036 BEO | ** | 280,436 | ||||||
FEDERAL HOME LN MTG CORP POOL #G30591 6%02-01-2028 BEO | ** | 14,256 | ||||||
FEDERAL HOME LN MTG CORP POOL #G31156 5.5% 02-01-2029 BEO | ** | 3,102,917 | ||||||
FEDERAL HOME LN MTG CORP POOL #G60985 3%05-01-2047 BEO | ** | 2,675,064 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61047 4.5% 07-01-2047 BEO | ** | 137,069 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61060 4.5% 06-01-2047 BEO | ** | 635,361 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61502 5%02-01-2048 BEO | ** | 127,315 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61638 4%07-01-2048 BEO | ** | 355,069 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61657 5%12-01-2047 BEO | ** | 375,354 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61713 3.5% 01-01-2045 BEO | ** | 346,965 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61739 3%09-01-2048 BEO | ** | 1,790,274 | ||||||
FEDERAL HOME LN MTG CORP POOL #G61909 4.5% 12-01-2037 BEO | ** | 935,867 | ||||||
FEDERAL HOME LN MTG CORP POOL #J09212 5%01-01-2024 BEO | ** | 849 | ||||||
FEDERAL HOME LN MTG CORP POOL #J12439 4.5% 06-01-2025 BEO | ** | 54,521 | ||||||
FEDERAL HOME LN MTG CORP POOL #J14494 4%02-01-2026 BEO | ** | 16,083 | ||||||
FEDERAL HOME LN MTG CORP POOL #J15658 4%06-01-2026 BEO | ** | 31,813 | ||||||
FEDERAL HOME LN MTG CORP POOL #J15719 4%06-01-2026 BEO | ** | 129,853 | ||||||
FEDERAL HOME LN MTG CORP POOL #J16059 4%07-01-2026 BEO | ** | 23,714 | ||||||
FEDERAL HOME LN MTG CORP POOL #J25735 3%09-01-2028 BEO | ** | 124,429 | ||||||
FEDERAL HOME LN MTG CORP POOL #J27464 3.5% 02-01-2029 BEO | ** | 276,681 | ||||||
FEDERAL HOME LN MTG CORP POOL #J31736 3.5% 05-01-2030 BEO | ** | 390,637 | ||||||
FEDERAL HOME LN MTG CORP POOL #J34888 2.5% 07-01-2031 BEO | ** | 332,472 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q04673 4%11-01-2041 BEO | ** | 296,095 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q04674 4%12-01-2041 BEO | ** | 16,621 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q10448 3.5% 08-01-2042 BEO | ** | 164,300 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q19853 3.5% 06-01-2043 BEO | ** | 229,632 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25702 4.5% 04-01-2044 BEO | ** | 240,604 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25703 4.5% 04-01-2044 BEO | ** | 320,785 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25705 4.5% 04-01-2044 BEO | ** | 112,351 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25712 4.5% 04-01-2044 BEO | ** | 145,886 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25850 4.5% 04-01-2044 BEO | ** | 83,840 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25851 4.5% 04-01-2044 BEO | ** | 32,429 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25852 4.5% 04-01-2044 BEO | ** | 171,413 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q25853 4.5% 04-01-2044 BEO | ** | 187,421 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q29920 4.5% 11-01-2044 BEO | ** | 14,696 | ||||||
FEDERAL HOME LN MTG CORP POOL #Q56364 4%05-01-2048 BEO | ** | 442,180 | ||||||
FEDERAL HOME LN MTG CORP POOL #QC0885 2.0% DUE 04-01-2051 REG | ** | 143,440 | ||||||
FEDERAL HOME LN MTG CORP POOL #QC3242 3%06-01-2051 BEO | ** | 304,297 | ||||||
FEDERAL HOME LN MTG CORP POOL #QD1954 3%11-01-2051 BEO | ** | 166,831 | ||||||
FEDERAL HOME LN MTG CORP POOL #QD2260 3%12-01-2051 BEO | ** | 80,425 | ||||||
FEDERAL HOME LN MTG CORP POOL #QD6056 3%02-01-2052 BEO | ** | 446,895 | ||||||
FEDERAL HOME LN MTG CORP POOL #QD6216 3%02-01-2052 BEO | ** | 86,467 | ||||||
FEDERAL HOME LN MTG CORP POOL #RA3882 2.0% DUE 11-01-2050 REG | ** | 884,130 | ||||||
FEDERAL HOME LN MTG CORP POOL #RA-3913 2.5% 11-01-2050 | ** | 5,426,457 | ||||||
FEDERAL HOME LN MTG CORP POOL #RA4142 2.5% 12-01-2050 BEO | ** | 864,864 | ||||||
FEDERAL HOME LN MTG CORP POOL #RA5373 2%DUE 06-01-2051 REG | ** | 1,026,858 | ||||||
FEDERAL HOME LN MTG CORP POOL #RA5767 2.5% 09-01-2051 BEO | ** | 1,588,272 | ||||||
FEDERAL HOME LN MTG CORP POOL #RBS5145 2.0% 01-01-2042 | ** | 2,304,456 | ||||||
FEDERAL HOME LN MTG CORP POOL #S0-6179 3% 09-15-2042 BEO | ** | 1,925,915 | ||||||
FEDERAL HOME LN MTG CORP POOL #S0-6228 3% 09-15-2042 BEO | ** | 1,450,094 | ||||||
FEDERAL HOME LN MTG CORP POOL #S0-6297 3.5% 09-15-2042 BEO | ** | 104,496 | ||||||
FEDERAL HOME LN MTG CORP POOL #SB8189 4%11-01-2037 BEO | ** | 3,780,383 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD-0573 2.0% DUE 04-01-2051 REG | ** | 252,420 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD0987 4.5% 01-01-2050 BEO | ** | 1,109,570 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD1439 2%02-01-2052 BEO | ** | 1,374,765 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD8090 2.0% DUE 08-01-2050 | ** | 3,792,894 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD8141 2.5% DUE 03-01-2051 REG | ** | 12,791,517 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD8156 2.5% DUE 07-01-2051 BEO | ** | 827,506 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD8183 2.5% DUE 11-21-2051 REG | ** | 3,651,725 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD8258 5%DUE 10-01-2052 BEO | ** | 2,508,414 | ||||||
FEDERAL HOME LN MTG CORP POOL #SD8267 5%DUE 11-01-2052 BEO | ** | 1,953,230 | ||||||
FEDERAL HOME LN MTG CORP POOL #T45022 2.5% 01-01-2028 BEO | ** | 804,915 | ||||||
FEDERAL HOME LN MTG CORP POOL #T45023 2.5% 02-01-2028 BEO | ** | 361,509 | ||||||
FEDERAL HOME LN MTG CORP POOL #U79065 3.5% 04-01-2030 BEO | ** | 372,137 | ||||||
FEDERAL HOME LN MTG CORP POOL #U80439 3.5% 07-01-2033 BEO | ** | 105,794 | ||||||
FEDERAL HOME LN MTG CORP POOL #U9-0690 3.5 DUE 06-01-2042 | ** | 65,570 | ||||||
FEDERAL HOME LN MTG CORP POOL #U92272 4.5% 12-01-2043 BEO | ** | 233,758 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO | ** | 86,073 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO | ** | 1,795,230 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99084 4.5% 02-01-2044 BEO | ** | 1,378,225 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO | ** | 107,643 | ||||||
FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO | ** | 365,987 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZA2489 3.5% 01-01-2038 BEO | ** | 818,664 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZA3714 3%06-01-2029 BEO | ** | 1,120,822 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP POOL #ZA5796 4.5% 11-01-2038 BEO | ** | 424,296 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZM6968 4%06-01-2048 BEO | ** | 65,625 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS3412 5.5% 12-01-2038 BEO | ** | 510,762 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS8669 3%09-01-2032 BEO | ** | 229,477 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS8673 3%10-01-2032 BEO | ** | 131,183 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZS9316 3.5% 01-01-2038 BEO | ** | 2,823,580 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZT1257 3%01-01-2046 BEO | ** | 402,598 | ||||||
FEDERAL HOME LN MTG CORP POOL #ZT1985 3.5% DUE 02-01-2031 BEO | ** | 3,468,431 | ||||||
FEDERAL HOME LN MTG CORP POOL#RB5064 2.0% 06-01-2040 | ** | 634,820 | ||||||
FEDERAL HOME LN MTG CORP Q15062 3 DUE 02-01-2043 | ** | 997,673 | ||||||
FEDERAL HOME LN MTG CORP Q5-2319 3.5% 11-01-2047 | ** | 661,297 | ||||||
FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB 6.5 08-15-2039 | ** | 521,824 | ||||||
FEDERAL HOME LN MTG CORP SD8172 2% MBS 09-01-2051 | ** | 5,573,706 | ||||||
FEDERAL HOME LN MTG CORP SER 004299 CL GT 4% 03-15-2038 | ** | 920,972 | ||||||
FEDERAL HOME LN MTG CORP SER 004569 CL G3.5% DUE 06-15-2042 REG | ** | 615,824 | ||||||
FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-2040 | ** | 69,138 | ||||||
FEDERAL HOME LN MTG CORP SER 004640 CL KV 4% 02-15-2028 | ** | 1,444,983 | ||||||
FEDERAL HOME LN MTG CORP SER 004752 CL PL 3% 09-15-2046 | ** | 1,535,691 | ||||||
FEDERAL HOME LN MTG CORP SER 004941 CL MB 3% 07-25-2049 | ** | 1,214,680 | ||||||
FEDERAL HOME LN MTG CORP SER 004989 CL FA 3.4497% 08-15-2040 | ** | 447,461 | ||||||
FEDERAL HOME LN MTG CORP SER 004989 CL FA 3.4497% 08-15-2040 | ** | 1,193,230 | ||||||
FEDERAL HOME LN MTG CORP SER 004989 CL FB 3.55417% 10-15-2040 | ** | 445,335 | ||||||
FEDERAL HOME LN MTG CORP SER 004989 CL FB 3.55417% 10-15-2040 | ** | 940,152 | ||||||
FEDERAL HOME LN MTG CORP SER 005000 CL MA 2% 06-25-2044 | ** | 967,743 | ||||||
FEDERAL HOME LN MTG CORP SER 005006 CL KA 2% 06-25-2045 | ** | 2,697,470 | ||||||
FEDERAL HOME LN MTG CORP SER 2519 CL NU 5.0% 11-15-2032 | ** | 1,268,846 | ||||||
FEDERAL HOME LN MTG CORP SER 2595 CL DC 5 04-15-2023 | ** | 749 | ||||||
FEDERAL HOME LN MTG CORP SER 2631 CL DA 3.625 06-15-2033 | ** | 7,067 | ||||||
FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-2036 | ** | 495,937 | ||||||
FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-2036 | ** | 258,935 | ||||||
FEDERAL HOME LN MTG CORP SER 3326 CL FG 4.809% 06-15-2037 | ** | 1,065,800 | ||||||
FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-2035 | ** | 1,048,853 | ||||||
FEDERAL HOME LN MTG CORP SER 3370 CL FC 5.099% 10-15-2037 | ** | 882,541 | ||||||
FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-2038 | ** | 848,768 | ||||||
FEDERAL HOME LN MTG CORP SER 3539 CL DB 4.5% 06-15-2024 | ** | 107,650 | ||||||
FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-2032 | ** | 255,231 | ||||||
FEDERAL HOME LN MTG CORP SER 3713 CL PA 2.0% 02-15-2040 | ** | 166,919 | ||||||
FEDERAL HOME LN MTG CORP SER 3725 CL PD 2.5% 01-15-2040 | ** | 429,495 | ||||||
FEDERAL HOME LN MTG CORP SER 3741 CL HF FLTG 11-15-2039 | ** | 168,969 | ||||||
FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5 DUE 07-15-2040 REG | ** | 220,791 | ||||||
FEDERAL HOME LN MTG CORP SER 3905 CL MP 2.0% DUE 03-15-2041 REG | ** | 99,624 | ||||||
FEDERAL HOME LN MTG CORP SER 3925 CL DE 2.0% 07-15-2040 | ** | 181,734 | ||||||
FEDERAL HOME LN MTG CORP SER 3954 CL GF 4.959% 11-15-2041 | ** | 582,404 | ||||||
FEDERAL HOME LN MTG CORP SER 3994 CL JA 2.0% 15/03/2040 | ** | 211,299 | ||||||
FEDERAL HOME LN MTG CORP SER 4024 CL C 3.0% 03-15-2027 | ** | 265,062 | ||||||
FEDERAL HOME LN MTG CORP SER 4120 CL KA 1.75% 10-15-2032 | ** | 1,279,908 | ||||||
FEDERAL HOME LN MTG CORP SER 4123 CL Z 3% 10-15-2042 | ** | 1,258,552 | ||||||
FEDERAL HOME LN MTG CORP SER 4125 CL PH 3 08-15-2041 | ** | 1,442,592 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL HOME LN MTG CORP SER 4208 CL PA 1.5 04-15-2041 | ** | 8,250 | ||||||
FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.5 05-15-2041 REG | ** | 591,041 | ||||||
FEDERAL HOME LN MTG CORP SER 4231 CL B 2.5% 07-15-2028 | ** | 2,372,015 | ||||||
FEDERAL HOME LN MTG CORP SER 4247 CL AK 4.5 12-15-2042 | ** | 435,925 | ||||||
FEDERAL HOME LN MTG CORP SER 4374 CL CE 3.5% 12-15-2043 | ** | 434,759 | ||||||
FEDERAL HOME LN MTG CORP SER 4391 CL MZ 3.0% 09-15-2044 | ** | 1,440,366 | ||||||
FEDERAL HOME LN MTG CORP SER 4508 CL CF FLTG 09-15-2045 | ** | 3,338,361 | ||||||
FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG | ** | 503,218 | ||||||
FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-2041 | ** | 1,819,509 | ||||||
FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-2042 | ** | 1,364,330 | ||||||
FEDERAL HOME LN MTG CORP SL 4365 CL FH FRN 01-15-2040 REG | ** | 2,336,687 | ||||||
FEDERAL HOME LN MTG CORP SR 3867 CL FB FLTG RT 05-15-2041 | ** | 734,230 | ||||||
FEDERAL HOME LN MTG CORP SR 4097 CL KF FLTG 09-15-2031 | ** | 394,797 | ||||||
FEDERAL HOME LN MTG CORP SR 4254 CL TA 2.5% 10-15-2031 | ** | 103,461 | ||||||
FEDERAL HOME LN MTG CORP SR 4387 CL NA 1.5% 09-15-2029 | ** | 166,743 | ||||||
FEDERAL HOME LN MTG CORP SR K156 CL A1 3.7% 07-25-2036 | ** | 6,690,581 | ||||||
FEDERAL HOME LN MTG CORP TRANCHE VAR RT 11-25-2027 | ** | 378,026 | ||||||
FEDERAL HOME LOAN BANKS 2.5% 11-01-2051 | ** | 9,641,446 | ||||||
FEDERAL HOME LOAN BANKS 3% 01-01-2052 | ** | 2,902,993 | ||||||
FEDERAL HOME LOAN BANKS FLTG RT DUE 01-06-2023 REG | ** | 6,699,997 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 1.5% 11-01-2050 | ** | 1,937,431 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2% 02-01-2036 | ** | 1,671,682 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2% 05-01-2051 | ** | 3,396,920 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-2041 | ** | 2,709,386 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2% 12-01-2041 | ** | 1,403,705 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04-01-2041 | ** | 139,183 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 05-01-2051 | ** | 650,012 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 05-01-2052 | ** | 1,653,167 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-2051 | ** | 232,238 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-2051 | ** | 311,793 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-2051 | ** | 1,238,273 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 3% 01-01-2052 | ** | 418,353 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 3% 02-01-2051 | ** | 311,123 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 3.0% DUE05-24-2024 REG | ** | 3,525,443 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 3.0% DUE06-14-2024 REG | ** | 4,128,534 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05-01-2052 | ** | 1,825,530 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP 5% 07-01-2052 | ** | 2,452,381 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP POOL #QB5093 2.5% 11-01-2050 BEO | ** | 269,594 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP POOL #RA5731 2.0% DUE 08-01-2051 REG | ** | 1,541,409 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD0935 3% DUE 04-01-2052 REG | ** | 5,933,071 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD1218 4.0% DUE 07-01-2049 REG | ** | 4,255,559 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD8206 3.0% DUE 04-01-2052 REG | ** | 1,696,722 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD8220 3.0% DUE 06-01-2052 REG | ** | 15,460,900 | ||||||
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD8195 3.0% DUE 01-01-2052 REG | ** | 4,266,856 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 01-01-2051 | ** | 2,013,565 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 01-01-2051 | ** | 277,541 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 01-01-2051 | ** | 356,507 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 102,044 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 254,017 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 247,196 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 370,655 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 402,665 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 71,321 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 413,513 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 462,176 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 263,389 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2051 | ** | 140,971 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2052 | ** | 78,934 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2052 | ** | 77,325 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2052 | ** | 157,912 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-2052 | ** | 78,327 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 1,253,027 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 277,486 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 422,631 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 506,698 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 280,920 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 347,969 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 316,076 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 433,750 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 566,746 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-2051 | ** | 326,105 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 04-01-2051 | ** | 139,381 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 05-01-2051 | ** | 1,133,274 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2% 11-01-2051 | ** | 1,045,495 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01-01-2052 | ** | 1,325,118 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01-01-2052 | ** | 635,556 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2051 | ** | 205,413 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2051 | ** | 340,303 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2051 | ** | 412,729 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2052 | ** | 1,128,608 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2052 | ** | 244,072 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-2052 | ** | 564,980 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 03-01-2051 | ** | 425,994 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 03-01-2052 | ** | 161,908 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 03-01-2052 | ** | 2,143,231 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-2041 | ** | 827,500 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 07-01-2051 | ** | 454,963 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 07-01-2051 | ** | 303,357 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 08-01-2050 | ** | 5,228,784 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 08-01-2051 | ** | 237,230 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 08-01-2051 | ** | 386,174 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 09-01-2051 | ** | 225,407 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 10-01-2050 | ** | 369,141 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050 | ** | 416,358 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050 | ** | 55,920 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-2050 | ** | 285,755 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 12-01-2050 | ** | 135,553 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 12-01-2051 | ** | 1,462,674 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 3% 10-01-2051 | ** | 1,663,811 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 04-01-2052 | ** | 431,880 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 05-01-2052 | ** | 878,198 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-2050 | ** | 2,023,815 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC 4.5% 08-01-2052 | ** | 578,187 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC FHLMC #BT-1970 3.5% 04-01-2033 | ** | 460,069 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC FR SER 11-124 CL JF FLTG RT DUE 02-25-2041 | ** | 193,554 | ||||||
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-2039 | ** | 144,688 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0210 4.5% 12-01-2040 BEO | ** | 378,765 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0864 4% 12-01-2040 BEO | ** | 6,212 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0943 4% DUE 12-01-2040 BEO | ** | 459,386 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1115 4.5% 01-01-2041 BEO | ** | 728,861 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1266 4% 01-01-2041 BEO | ** | 112,415 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1508 4.5% 12-01-2040 BEO | ** | 396,479 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1559 4% 12-01-2040 BEO | ** | 228,287 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1560 4% 01-01-2041 BEO | ** | 387,243 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1565 4.5% 12-01-2040 BEO | ** | 157,936 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH2442 4% 01-01-2041 BEO | ** | 17,146 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH3203 4% DUE 01-01-2041 BEO | ** | 32,252 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH4404 4% 01-01-2041 BEO | ** | 354,893 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AH6958 ADJ RT DUE 02-01-2041 BEO | ** | 43,635 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI0511 5% 04-01-2041 BEO | ** | 22,328 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1051 4% DUE 06-01-2026 REG | ** | 41,288 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1863 5% 05-01-2041 BEO | ** | 54,757 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO | ** | 273,027 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2433 5% 05-01-2041 BEO | ** | 77,744 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2443 5% 05-01-2041 BEO | ** | 30,889 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI2462 5% 05-01-2041 BEO | ** | 52,670 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI4261 5% 06-01-2041 BEO | ** | 33,354 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI7778 4% 07-01-2041 BEO | ** | 3,453 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI8630 4% 07-01-2042 BEO | ** | 20,538 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AI9940 5% 09-01-2041 BEO | ** | 255,669 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ1884 FIXED 3.5% 02-01-2042 BEO | ** | 364,974 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2288 4% 09-01-2041 BEO | ** | 151,823 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4051 4% 10-01-2041 BEO | ** | 1,950 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9317 4% 01-01-2042 BEO | ** | 444,053 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9982 3.5% 08-01-2042 BEO | ** | 917,167 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK0968 3% 02-01-2027 BEO | ** | 119,052 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1140 3% 02-01-2027 BEO | ** | 84,223 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1608 3% 01-01-2027 BEO | ** | 73,148 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK5551 FIXED 4% 04-01-2042 BEO | ** | 1,200,919 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AK6966 3% 03-01-2027 BEO | ** | 115,556 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0007 5% 12-01-2034 BEO | ** | 250,235 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0009 5.5% 12-01-2034 BEO | ** | 235,425 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0379 8% 12-01-2036 BEO | ** | 54,964 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0476 5% 11-01-2040 BEO | ** | 188,704 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0484 5.5% DUE 05-01-2040 BEO | ** | 84,261 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0533 ADJ RT DUE 07-01-2041 BEO | ** | 148,212 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0998 4.5% 10-01-2041 BEO | ** | 142,413 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1051 4.5% 09-01-2041 BEO | ** | 89,600 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1469 7% DUE 02-01-2039 BEO | ** | 307,014 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1470 7% DUE 04-01-2037 BEO | ** | 118,417 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1945 3.5% 06-01-2042 BEO | ** | 174,146 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2151 3.5% 03-01-2042 BEO | ** | 392,285 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2389 3.5% 09-01-2042 BEO | ** | 365,500 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2465 3.0% 10-01-2027 | ** | 2,481,442 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3626 4% 09-01-2042 BEO | ** | 5,039 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3797 2.5% 06-01-2028 BEO | ** | 954,998 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4043 3% 09-01-2028 BEO | ** | 1,261,018 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4324 6.5% 05-01-2040 BEO | ** | 918,776 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO | ** | 72,778 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO | ** | 200,138 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4895 3.5% 12-01-2028 BEO | ** | 809,475 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4936 3% 03-01-2029 BEO | ** | 416,170 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5548 3.77% DUE 05-01-2038 BEO | ** | 106,560 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5674 4.5% 08-01-2044 BEO | ** | 683,637 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5760 4% 09-01-2043 BEO | ** | 16,194 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6185 3% 10-01-2029 BEO | ** | 953,625 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6308 5% 08-01-2038 BEO | ** | 921,556 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6605 3% 04-01-2030 BEO | ** | 199,249 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6851 2.5% 10-01-2043 BEO | ** | 290,812 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7204 5% 10-01-2043 BEO | ** | 30,357 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7320 3% 09-01-2030 BEO | ** | 319,689 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7430 3.5% DUE 08-01-2030 REG | ** | 656,204 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL9397 3% 10-01-2046 BEO | ** | 808,847 | ||||||
FEDERAL NATL MTG ASSN GTD MTG POOL #AL9546 3.5% 11-01-2046 BEO | ** | 484,168 | ||||||
FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-2041 | ** | 1,223,390 | ||||||
FEDERAL RLTY INVT TR 3.5% DUE 06-01-2030 | ** | 1,458,736 | ||||||
FEDEX CORP COM | ** | 13,942,600 | ||||||
FERREXPO PLC ORD GBP0.10 | ** | 136,168 | ||||||
FERTIGLOBE PLC NPV | ** | 431,096 | ||||||
FFCB .63 10-21-2024 | ** | 3,368,275 | ||||||
FFNMA SER 2015-38 CL-PG 3.0% 08-25-2044 | ** | 1,331,777 | ||||||
FGV HOLDINGS BHD | ** | 78,511 | ||||||
FHLB DISC NT 01-06-2023 | ** | 29,979,259 | ||||||
FHLB DISC NT 01-11-2023 | ** | 9,387,748 | ||||||
FHLMC CMO SER 2248 CL FB FLTG DUE 09-15-2030 REG | ** | 1,861 | ||||||
FHLMC GOLD #A53630 A53630 6 10-01-2036 | ** | 78,513 | ||||||
FHLMC GOLD #G00473 7.5% DUE 05-01-2026 | ** | 56 | ||||||
FHLMC GOLD 3% MBS 01/06/2029 USD'V6-0564' V60564 3 06-01-2029 | ** | 284,996 | ||||||
FHLMC GOLD 3% MBS 01/10/2046 USD'G6-7701' G67701 3 10-01-2046 | ** | 1,553,031 | ||||||
FHLMC GOLD 3% MBS 01/10/2046 USD'Q4-3413' Q43413 3 10-01-2046 | ** | 292,925 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC GOLD 3.5% MBS 01/01/2046 USD'Q3-8490' Q38490 3.5 01-01-2046 | ** | 1,361,578 | ||||||
FHLMC GOLD 4.5% MBS 01/02/2048 USD'V8-3956' V83956 4.5 02-01-2048 | ** | 439,651 | ||||||
FHLMC GOLD A47999 5 08-01-2035 | ** | 145,462 | ||||||
FHLMC GOLD A62077 6 06-01-2037 | ** | 14,678 | ||||||
FHLMC GOLD A9-5825 4.0% DUE 12-01-2040 | ** | 158,204 | ||||||
FHLMC GOLD A95831 4.5 12-01-2040 | ** | 301,640 | ||||||
FHLMC GOLD C00522 7.0% 05-01-2027 | ** | 1,858 | ||||||
FHLMC GOLD C00632 7 07-01-2028 | ** | 1,617 | ||||||
FHLMC GOLD C00987 7.5 05-01-2030 | ** | 448 | ||||||
FHLMC GOLD C01116 7.5 01-01-2031 | ** | 11,931 | ||||||
FHLMC GOLD C04272 3 10-01-2042 | ** | 590,217 | ||||||
FHLMC GOLD C80373 7.5% 01-01-2026 | ** | 54 | ||||||
FHLMC GOLD C80379 7.0% 02-01-2026 | ** | 1,750 | ||||||
FHLMC GOLD C80407 7.0% 06-01-2026 | ** | 193 | ||||||
FHLMC GOLD C91908 3 01-01-2037 | ** | 299,918 | ||||||
FHLMC GOLD G02408 5.5 12-01-2036 | ** | 65,090 | ||||||
FHLMC GOLD G06506 4 12-01-2040 | ** | 540,079 | ||||||
FHLMC GOLD G06507 4 02-01-2041 | ** | 103,512 | ||||||
FHLMC GOLD G07335 7 03-01-2039 | ** | 178,051 | ||||||
FHLMC GOLD G0-7388 3.5 05-01-2043 | ** | 586,749 | ||||||
FHLMC GOLD G07509 6.5 09-01-2039 | ** | 151,512 | ||||||
FHLMC GOLD G07762 4.5 06-01-2044 | ** | 310,319 | ||||||
FHLMC GOLD G08372 4.5 11-01-2039 | ** | 127,424 | ||||||
FHLMC GOLD G08553 3 10-01-2043 | ** | 45,653 | ||||||
FHLMC GOLD G08793 4 12-01-2047 | ** | 152,159 | ||||||
FHLMC GOLD G13492 5 02-01-2024 | ** | 2,181 | ||||||
FHLMC GOLD G67720 4.5 03-01-2049 | ** | 1,302,635 | ||||||
FHLMC GOLD GROUP #C00636 7.5 MTG PARTN CTF DUE 07-01-2028 REG | ** | 5,754 | ||||||
FHLMC GOLD J23935 3 05-01-2028 | ** | 124,912 | ||||||
FHLMC GOLD J2-7964 3 04-01-2029 | ** | 130,017 | ||||||
FHLMC GOLD J28196 3 05-01-2029 | ** | 952,541 | ||||||
FHLMC GOLD J29007 3 08-01-2029 | ** | 175,418 | ||||||
FHLMC GOLD J35097 2.5 08-01-2031 | ** | 293,218 | ||||||
FHLMC GOLD POOL #G00675 7.5% DUE 03-01-2027 | ** | 2,522 | ||||||
FHLMC GOLD POOL #G00869 7.5% DUE 01-01-2028 | ** | 2,941 | ||||||
FHLMC GOLD POOL #Q11288 3.5 09-01-2042 | ** | 150,535 | ||||||
FHLMC GOLD POOL #Q1-1788 3 DUE 10-01-2042 | ** | 95,667 | ||||||
FHLMC GOLD POOL #Q12052 Q12052 3.5 10-01-2042 | ** | 165,139 | ||||||
FHLMC GOLD POOL C00984 8 05-01-2030 | ** | 467 | ||||||
FHLMC GOLD POOL G0-0529 7.5% DUE 08-01-2026 | ** | 127 | ||||||
FHLMC GOLD POOL G01091 7 12-01-2029 | ** | 6,242 | ||||||
FHLMC GOLD POOL G67713 4.0% DUE 06-01-2048 | ** | 5,102,135 | ||||||
FHLMC GOLD POOL J12398 FLTG RT 4.5% DUE 06-01-2025 | ** | 28,583 | ||||||
FHLMC GOLD POOL Q41209 3.5% 06-01-2046 | ** | 229,160 | ||||||
FHLMC GOLD POOL Q44963 3.5% 12-01-2046 | ** | 503,523 | ||||||
FHLMC GOLD POOL# U91254 4 DUE 04-01-2043 | ** | 347,490 | ||||||
FHLMC GOLD POOL#Q17792 3.5 DUE 05-01-2043 | ** | 904,591 | ||||||
FHLMC GOLD Q08998 3.5 06-01-2042 | ** | 290,284 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC GOLD Q12520 3 10-01-2042 | ** | 37,787 | ||||||
FHLMC GOLD Q14326 2.5 01-01-2043 | ** | 384,645 | ||||||
FHLMC GOLD Q44452 3 11-01-2046 | ** | 503,640 | ||||||
FHLMC GOLD Q45458 4 08-01-2046 | ** | 127,221 | ||||||
FHLMC GOLD Q48338 4.5 05-01-2047 | ** | 25,600 | ||||||
FHLMC GOLD Q49494 4.5% 07-01-2047 | ** | 143,218 | ||||||
FHLMC GOLD U90291 4 10-01-2042 | ** | 49,069 | ||||||
FHLMC GOLD U90316 4 10-01-2042 | ** | 633,374 | ||||||
FHLMC GOLD U91619 4 06-01-2043 | ** | 324,049 | ||||||
FHLMC GOLD U95137 4 08-01-2043 | ** | 183,599 | ||||||
FHLMC GOLD V60298 3.0% 10-01-2028 | ** | 142,948 | ||||||
FHLMC GOLD V60869 2.5 07-01-2030 | ** | 664,360 | ||||||
FHLMC GOLDPOOL #Q10241 3.5 08-01-2042 | ** | 172,615 | ||||||
FHLMC GROUP #C00516 8.0 MTG PARTN CTF DUE 05-01-2027 REG | ** | 1,000 | ||||||
FHLMC GROUP #G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG | ** | 172 | ||||||
FHLMC MTN 6.25 07-15-2032 | ** | 87,731 | ||||||
FHLMC MULTICLASS SER 4102 CL EG 1.25% 09-15-2027 | ** | 147,744 | ||||||
FHLMC MULTICLASS 2.0% SRS 19-55 CL-UG DUE 04-25-2048 REG | ** | 483,844 | ||||||
FHLMC MULTICLASS 2.5% DUE 10-15-2033 REG | ** | 197,219 | ||||||
FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-2045 | ** | 220,850 | ||||||
FHLMC MULTICLASS 3.5 07-15-2041 | ** | 85,651 | ||||||
FHLMC MULTICLASS 3122 CL FE FLTG 03-15-2036 | ** | 1,213,959 | ||||||
FHLMC MULTICLASS 5.0% DUE 07-15-2033 REG | ** | 431,569 | ||||||
FHLMC MULTICLASS FEDERAL HOME LN MTG CORP SR 4795 CL MP 3.5% 05-15-2043 REG | ** | 138,915 | ||||||
FHLMC MULTICLASS FHLMC #80-0146 10-15-2037 | ** | 1,710,161 | ||||||
FHLMC MULTICLASS FIXED 3.422% 11-25-2018 REG | ** | 1,350,735 | ||||||
FHLMC MULTICLASS FREDDIE MAC SER 2017-SR01 CL A3G 3.089% 11-25-2027 | ** | 3,343,906 | ||||||
FHLMC MULTICLASS PREASSIGN 00320 4.5 09-15-2034 | ** | 283,665 | ||||||
FHLMC MULTICLASS PREASSIGN 00343 08-25-2031 | ** | 2,785 | ||||||
FHLMC MULTICLASS PREASSIGN 00366 5 08-15-2035 | ** | 230,929 | ||||||
FHLMC MULTICLASS SER 004254 CL BM 2.5% DUE 01-15-2031 REG | ** | 43,990 | ||||||
FHLMC MULTICLASS SER 004257 CL A 2.5 10-15-2027 | ** | 269,030 | ||||||
FHLMC MULTICLASS SER 004258 CL D 2.5 06-15-2027 | ** | 113,761 | ||||||
FHLMC MULTICLASS SER 004281 CL LG 4 01-15-2043 | ** | 1,455,801 | ||||||
FHLMC MULTICLASS SER 004293 CL KG 3.0% DUE 08-15-2043 REG | ** | 403,131 | ||||||
FHLMC MULTICLASS SER 004302 CL HF 01-15-2038 | ** | 240,561 | ||||||
FHLMC MULTICLASS SER 004579 CL FD 01-15-2038 | ** | 195,409 | ||||||
FHLMC MULTICLASS SER 004582 CL PA 3 11-15-2045 | ** | 6,024,784 | ||||||
FHLMC MULTICLASS SER 004711 CL HA 3 12-15-2043 | ** | 134,341 | ||||||
FHLMC MULTICLASS SER 004774 CL LP 3.5% 09-15-2046 | ** | 507,467 | ||||||
FHLMC MULTICLASS SER 004864 CL TZ 4 12-15-2048 | ** | 647,992 | ||||||
FHLMC MULTICLASS SER 004877 CL CA 3 04-15-2034 | ** | 1,386,216 | ||||||
FHLMC MULTICLASS SER 004936 CL AP 2.5 09-25-2048 | ** | 4,295,337 | ||||||
FHLMC MULTICLASS SER 005048 CL B 1% 05-25-2033 | ** | 1,341,734 | ||||||
FHLMC MULTICLASS SER 18-4 CL MA 3.5% FIXED UE 11-25-2057 REG | ** | 277,557 | ||||||
FHLMC MULTICLASS SER 19-1 CL MT 3.5% 07-25-2058 REG | ** | 666,156 | ||||||
FHLMC MULTICLASS SER 2012-154 CLS PW 10-25-2042 | ** | 555,172 | ||||||
FHLMC MULTICLASS SER 2113 CL MW 6.5 01-15-2029 | ** | 43,522 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC MULTICLASS SER 2135 CL OH 6.5 03-15-2029 | ** | 44,746 | ||||||
FHLMC MULTICLASS SER 2175 CL TH 6 07-15-2029 | ** | 43,415 | ||||||
FHLMC MULTICLASS SER 2319 CL PZ 6.5 05-15-2031 | ** | 143,024 | ||||||
FHLMC MULTICLASS SER 2338 CL ZC 6.5 07-15-2031 | ** | 66,143 | ||||||
FHLMC MULTICLASS SER 2430 CL WF 6.5 03-15-2032 REG | ** | 24,350 | ||||||
FHLMC MULTICLASS SER 2663 CL Z 5.5 08-15-2033 | ** | 439,532 | ||||||
FHLMC MULTICLASS SER 2792 CL MB 5.5% 05-15-2034 | ** | 3,003,179 | ||||||
FHLMC MULTICLASS SER 2980 CL QA 6 05-15-2035 | ** | 29,030 | ||||||
FHLMC MULTICLASS SER 3005 CL ED 5 07-15-2025 | ** | 9,005 | ||||||
FHLMC MULTICLASS SER 3108 CL FP 12-15-2035 | ** | 1,077,193 | ||||||
FHLMC MULTICLASS SER 3117 CL FE FLT RT 02-15-2036 | ** | 273,594 | ||||||
FHLMC MULTICLASS SER 3187 CL Z 5 07-15-2036 | ** | 51,747 | ||||||
FHLMC MULTICLASS SER 3397 CL FC FLTG 12-15-2037 | ** | 2,740 | ||||||
FHLMC MULTICLASS SER 3531 CL FA 05-15-2039 | ** | 558,642 | ||||||
FHLMC MULTICLASS SER 3564 CL AL FLT RT 08-15-2036 | ** | 219,811 | ||||||
FHLMC MULTICLASS SER 3578 CL VZ 5.5 08-15-2036 | ** | 246,375 | ||||||
FHLMC MULTICLASS SER 3648 CL CY 4.5% DUE 03-15-2030 | ** | 50,020 | ||||||
FHLMC MULTICLASS SER 3649 CL BW 4 03-15-2025 | ** | 54,607 | ||||||
FHLMC MULTICLASS SER 3653 CL HJ 5 04-15-2040 | ** | 66,257 | ||||||
FHLMC MULTICLASS SER 3662 CL PJ 5 DUE 04-15-2040 | ** | 59,445 | ||||||
FHLMC MULTICLASS SER 3677 CL PB 4.5 DUE 05-15-2040 REG | ** | 58,335 | ||||||
FHLMC MULTICLASS SER 3743 CL PA 2.5 12-15-2039 | ** | 87,359 | ||||||
FHLMC MULTICLASS SER 3746 CL KL 3.25 04-15-2040 | ** | 398,222 | ||||||
FHLMC MULTICLASS SER 3786 CL P 4 01-15-2041 | ** | 559,413 | ||||||
FHLMC MULTICLASS SER 3806 CL JA 3.5 02-15-2026 | ** | 13,486 | ||||||
FHLMC MULTICLASS SER 3819 CL G 4 06-15-2040 | ** | 24,599 | ||||||
FHLMC MULTICLASS SER 3846 CL KA 3.5 03-15-2026 | ** | 175,672 | ||||||
FHLMC MULTICLASS SER 3857 CL LH 2.5% 01-15-2040 | ** | 159,863 | ||||||
FHLMC MULTICLASS SER 3910 CL CU 4.0% DUE03-15-2041 REG | ** | 143,178 | ||||||
FHLMC MULTICLASS SER 3939 CL BZ 4.5 06-15-2041 | ** | 628,297 | ||||||
FHLMC MULTICLASS SER 3956 CL EB 3.25 11-15-2041 | ** | 593,231 | ||||||
FHLMC MULTICLASS SER 3966 CL VZ 4 12-15-2041 | ** | 331,173 | ||||||
FHLMC MULTICLASS SER 4003 CL BG 2 10-15-2026 | ** | 470,298 | ||||||
FHLMC MULTICLASS SER 4016 CL CA 2% 07-15-2041 | ** | 142,200 | ||||||
FHLMC MULTICLASS SER 4018 CL AL 2.0% 03-15-2027 REG | ** | 235,218 | ||||||
FHLMC MULTICLASS SER 4059 CL DA 2.0% 02-15-2041 REG | ** | 139,836 | ||||||
FHLMC MULTICLASS SER 4100 CL EC 1.5 DUE 08-15-2027 REG | ** | 84,774 | ||||||
FHLMC MULTICLASS SER 4118 CL PD 1.5 05-15-2042 | ** | 164,027 | ||||||
FHLMC MULTICLASS SER 4148 CL JB 1.5 12-15-2027 | ** | 88,751 | ||||||
FHLMC MULTICLASS SER 4150 CL FN FLTG 07-15-2041 | ** | 967,403 | ||||||
FHLMC MULTICLASS SER 4170 CL TC 1.625 02-15-2028 | ** | 95,378 | ||||||
FHLMC MULTICLASS SER 4171 CL NG 2 06-15-2042 | ** | 401,126 | ||||||
FHLMC MULTICLASS SER 4176 CL HA 4 DUE 12-15-2042 | ** | 133,613 | ||||||
FHLMC MULTICLASS SER 4188 CL AG 2 04-15-2028 | ** | 56,498 | ||||||
FHLMC MULTICLASS SER 4198 CL PN 3 02-15-2033 | ** | 566,529 | ||||||
FHLMC MULTICLASS SER 4198 CL QP 4.0% 01-15-2033 | ** | 700,204 | ||||||
FHLMC MULTICLASS SER 4203 CL DG 2.25% DUE 04-15-2033 REG | ** | 296,967 | ||||||
FHLMC MULTICLASS SER 4261 CL DA 2.5% DUE06-15-2032 | ** | 142,811 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC MULTICLASS SER 4268 CL BP 4.25 08-15-2042 | ** | 1,288,319 | ||||||
FHLMC MULTICLASS SER 4281 CL MP 3.75% 12-15-2043 | ** | 378,572 | ||||||
FHLMC MULTICLASS SER 4331 CL EA 4 03-15-2043 | ** | 253,576 | ||||||
FHLMC MULTICLASS SER 4332 CL CU 2.5% DUE01-15-2033 | ** | 110,500 | ||||||
FHLMC MULTICLASS SER 4338 CL A 2.5% 05-15-2044 | ** | 850,770 | ||||||
FHLMC MULTICLASS SER 4373 CL PA 3 02-15-2043 | ** | 412,938 | ||||||
FHLMC MULTICLASS SER 4374 CL GA 3.0% 09-15-2036 | ** | 974,919 | ||||||
FHLMC MULTICLASS SER 4377 CL KA STEP UP 12-15-2047 | ** | 241,946 | ||||||
FHLMC MULTICLASS SER 4457 CL BA 3.0% DUE07-15-2039 | ** | 411,790 | ||||||
FHLMC MULTICLASS SER 4458 CL CB 2.0% 2.0% DUE 11-15-2028 REG | ** | 66,838 | ||||||
FHLMC MULTICLASS SER 4479 CL AG 2 03-15-2026 | ** | 448,437 | ||||||
FHLMC MULTICLASS SER 4480 CL EA 3.5 11-15-2043 | ** | 619,593 | ||||||
FHLMC MULTICLASS SER 4482 CL CA 3.0% 04-15-2034 | ** | 1,386,878 | ||||||
FHLMC MULTICLASS SER 4631 CL AE 3.5 05-15-2044 | ** | 1,999,849 | ||||||
FHLMC MULTICLASS SER 4631 CL VA 3.5% 02-15-2028 | ** | 982,503 | ||||||
FHLMC MULTICLASS SER 4650 CL CA 3.5% DUE 05-15-2043 REG | ** | 257,669 | ||||||
FHLMC MULTICLASS SER 4758 CLS DV RT 4.0% DUE 12-15-30 REG | ** | 798,829 | ||||||
FHLMC MULTICLASS SER 5224 CL HL 4.0% DUE 04-25-2057 REG | ** | 3,881,167 | ||||||
FHLMC MULTICLASS SER T-21 CL A 10-25-2029 | ** | 39,321 | ||||||
FHLMC MULTICLASS SER T-34 CL A1V 07-25-2031 | ** | 3,572,945 | ||||||
FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-2044 | ** | 276,483 | ||||||
FHLMC MULTICLASS SER-4777 CL-CB 3.5% 10-15-2045 REG | ** | 2,644,341 | ||||||
FHLMC MULTICLASS SERIES K725 CLASS AM 3.104% DUE 05-25-2023 REG | ** | 576,166 | ||||||
FHLMC MULTICLASS SR 18-1 CL A1 3.5% 06-25-2028 | ** | 737,277 | ||||||
FHLMC MULTICLASS SR 3814 CL B 3 02-15-2026 | ** | 675,902 | ||||||
FHLMC MULTICLASS SR 4569 CL JA FLTG 3.0% 03-15-2042 | ** | 1,768,732 | ||||||
FHLMC MULTICLASS SR K081 CL A2 VAR RT 08-25-2028 | ** | 1,994,689 | ||||||
FHLMC MULTICLASS TRANCHE 00045 2.952 02-25-2027 | ** | 1,719,424 | ||||||
FHLMC MULTICLASS TRANCHE 00112 3.176 11-25-2028 | ** | 1,231,160 | ||||||
FHLMC MULTICLASS TRANCHE 00544 2.2 07-25-2025 | ** | 1,321,864 | ||||||
FHLMC MULTICLASS TRANCHE 00627 3.243 04-25-2027 | ** | 170,536 | ||||||
FHLMC MULTICLASS TRANCHE 00628 3.326 05-25-2027 | ** | 126,458 | ||||||
FHLMC MULTICLASS TRANCHE 2.72 07-25-2026 | ** | 354,256 | ||||||
FHLMC MULTICLASSSER 3613 CL HJ 5.5 DUE 12-15-2039 REG | ** | 176,224 | ||||||
FHLMC POOL #1B8062 ADJ RT 03-01-2041 | ** | 29,848 | ||||||
FHLMC POOL #1G1381 ADJ RT 12-01-2036 | ** | 14,399 | ||||||
FHLMC POOL #1J1467 ADJ RT 12-01-2036 | ** | 31,851 | ||||||
FHLMC POOL #1J1492 ADJ RT 11-01-2036 | ** | 13,362 | ||||||
FHLMC POOL #2B4296 ADJ RT 06-01-2045 | ** | 505,199 | ||||||
FHLMC POOL #C00650 7 09-01-2028 | ** | 887 | ||||||
FHLMC POOL #G08788 3.5 11-01-2047 | ** | 176,655 | ||||||
FHLMC POOL #Q25818 4.5 04-01-2044 | ** | 999,018 | ||||||
FHLMC POOL #Q25819 4.5 04-01-2044 | ** | 977,911 | ||||||
FHLMC POOL #QA5770 3% DUE 01-01-2050 REG | ** | 41,691 | ||||||
FHLMC POOL #QA7477 3.0% DUE 03-01-2050 | ** | 2,594,347 | ||||||
FHLMC POOL #QC1164 2.0% DUE 04-01-2051 REG | ** | 195,667 | ||||||
FHLMC POOL #QC-4690 2.5 08-01-2051 | ** | 236,345 | ||||||
FHLMC POOL #QC-9154 3% DUE 10-01-2051 REG | ** | 419,514 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FHLMC POOL #QC-9556 2.5% DUE 10-01-2051 REG | ** | 927,071 | ||||||
FHLMC POOL #QD-5321 2.0% 01-01-2052 | ** | 78,536 | ||||||
FHLMC POOL #QN3575 3.0% DUE 09-01-2035 | ** | 1,256,777 | ||||||
FHLMC POOL #QU7914 2.5 07-01-2051 | ** | 80,872 | ||||||
FHLMC POOL #RA1293 3.0% DUE 09-01-2049 | ** | 1,112,785 | ||||||
FHLMC POOL #SB8123 2.0% 09-01-2036 | ** | 439,981 | ||||||
FHLMC POOL #SD0849 2.5% DUE 01-01-2052 | ** | 644,243 | ||||||
FHLMC POOL #SD7509 3.0% DUE 11-01-2049 REG | ** | 797,173 | ||||||
FHLMC POOL #SD-8113 2.0% 11-01-2050 | ** | 329,691 | ||||||
FHLMC POOL #SD-8121 2.0% DUE 12-01-2050 REG | ** | 4,119,104 | ||||||
FHLMC POOL #SD-8221 3.5% 05-01-2052 | ** | 4,084,741 | ||||||
FHLMC POOL 846661 ADJ RT DUE 02-01-2029 | ** | 312 | ||||||
FHLMC POOL FR QC7411 2.5% 09-01-2051 | ** | 549,507 | ||||||
FHLMC SER 3645 CL KP 5 02-15-2040 | ** | 180,061 | ||||||
FHLMC UMBS 30Y FIXED 2% 02-01-2051 | ** | 1,445,488 | ||||||
FHLMC UMBS 30Y FIXED 2% 02-01-2051 | ** | 262,037 | ||||||
FHLMC UMBS 30Y FIXED 2% 02-01-2052 | ** | 76,030 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 134,459 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 193,056 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 271,098 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 129,308 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 249,175 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 227,059 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 257,054 | ||||||
FHLMC UMBS 30Y FIXED 2% 03-01-2051 | ** | 291,524 | ||||||
FHLMC UMBS 30Y FIXED 2% 11-01-2051 | ** | 311,599 | ||||||
FHLMC UMBS 30Y FIXED 2.5% 01-01-2051 | ** | 42,763 | ||||||
FHLMC UMBS 30Y FIXED 2.5% 01-01-2052 | ** | 228,076 | ||||||
FHLMC UMBS 30Y FIXED 2.5% 05-01-2051 | ** | 146,746 | ||||||
FHLMC UMBS 30Y FIXED 2.5% 07-01-2051 | ** | 310,682 | ||||||
FHLMC UMBS 30Y FIXED 2.5% 08-01-2051 | ** | 2,250,779 | ||||||
FHLMC UMBS 30Y FIXED 3% 06-01-2051 | ** | 377,260 | ||||||
FHLMC UMBS 30Y FIXED POOL #QC6303 2% DUE09-01-2051 BEO | ** | 229,864 | ||||||
FHLMC UMBS QD-7593 01/02/2052 3.5% 02-01-2052 | ** | 81,862 | ||||||
FIBROGEN INC COM | ** | 583,609 | ||||||
FID NATL 4.7% DUE 07-15-2027 | ** | 967,289 | ||||||
FID NATL FIXED .75% DUE 05-21-2023 | ** | 105,942 | ||||||
FIDELITY NATIONAL INFORMATION SERVICES INC 1.15% DUE 03-01-2026 BEO | ** | 3,994,537 | ||||||
FIDELITY NATL FINL INC NEW FORMERLY FIDELITY COMMON STOCK | ** | 5,728,134 | ||||||
FIDELITY NATL INFORMATION SVCS INC .6% DUE 03-01-2024 BEO | ** | 1,740,649 | ||||||
FIDELITY NATL INFORMATION SVCS INC 4.5% 07-15-2032 | ** | 716,381 | ||||||
FIDELITY NATL INFORMATION SVCS INC COM STK | ** | 4,038,636 | ||||||
FIEM INDUSTRIES LT INR10 | ** | 111,661 | ||||||
FIFTH THIRD BANCORP 2.375% DUE 01-28-2025 REG | ** | 284,508 | ||||||
FIGS INC COM USD0.0001 CL A | ** | 235,907 | ||||||
FINANCIAL PARTNERS GROUP CO LTD NPV | ** | 72,544 | ||||||
FINE DIGITAL INC KRW500 | ** | 26,270 | ||||||
FINNING INTL INC COM NPV | ** | 787,996 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FINNVERA PLC SR NT 144A 2.375% DUE 06-04-2025 BEO | ** | 380,486 | ||||||
FINSBURY SQUAR20-2 FRN M/BKD 06/2070 GBP'A' | ** | 210,555 | ||||||
FINSBURY SQUAR20-2 FRN M/BKD 06/2070 GBP'A' | ** | 684,303 | ||||||
FIRST AMERN FINL CORP COM STK | ** | 3,331,995 | ||||||
FIRST CTZNS BANCSHARES INC N C CL A CL A | ** | 275,285 | ||||||
FIRST FINL CORP IND COM | ** | 169,574 | ||||||
FIRST GEN CORPORAT PHP1 | ** | 42,514 | ||||||
FIRST INTERSTATE BANCSYS/MT | ** | 396,163 | ||||||
FIRST MERCHANTS CORP COM | ** | 2,545,655 | ||||||
FIRST SOLAR INC COM | ** | 1,943,226 | ||||||
FIRSTCASH HLDGS INC COM | ** | 3,094,431 | ||||||
FIRSTENERGY CORP 1.6% DUE 01-15-2026/06-08-2020 REG | ** | 344,175 | ||||||
FIRSTENERGY TRANSMISSION LLC SR NT 144A 4.55% 04-01-2049 | ** | 134,519 | ||||||
FIRSTKEY HOMES 2021-SFR1 TR 2.389% 08-17-2038 | ** | 1,085,230 | ||||||
FISERV INC 2.75% DUE 07-01-2024 | ** | 5,344,597 | ||||||
FISERV INC 3.5% DUE 07-01-2029 | ** | 6,658,602 | ||||||
FISERV INC COM | ** | 2,476,215 | ||||||
FIVE BELOW INC COM USD0.01 | ** | 1,788,863 | ||||||
FIVE9 INC COM | ** | 721,759 | ||||||
FIVERR INTERNATIONAL LTD COM | ** | 67,022 | ||||||
FJ NEXT HOLDINGS CO LTD NPV | ** | 306,948 | ||||||
FL PWR & LT CO 3.125% DUE 12-01-2025 | ** | 7,236,662 | ||||||
FL PWR & LT CO 3.8% DUE 12-15-2042 | ** | 99,749 | ||||||
FL PWR & LT CO 3.95% 03-01-2048 | ** | 165,344 | ||||||
FLAGSHIP CR AUTO 2.74% DUE 10-15-2025 | ** | 251,478 | ||||||
FLAGSHIP CR AUTO 4.03% DUE 12-15-2026 | ** | 1,856,889 | ||||||
FLAGSTAR MTG TR 2018-2 MTG SER 2018-2 CLS A4 VAR 04-25-2048 | ** | 95,783 | ||||||
FLETCHER BUILDING NPV | ** | 108,493 | ||||||
FLEX INTERMEDIATE HOLDCO SR SECD NT 144A3.363% 06-30-2031 | ** | 234,877 | ||||||
FLEX INTERMEDIATE HOLDCO SR SECD NT 144A4.317% 12-30-2039 | ** | 483,732 | ||||||
FLEX LTD COM USD0.01 | ** | 5,729,777 | ||||||
FLEXIUM INTERCONNE TWD10 | ** | 1,084,088 | ||||||
FLOOR & DECOR HLDGS INC CL A CL A | ** | 1,664,644 | ||||||
FLORIDA POWER & LIGHT COMPANY FLTG RT DUE 01-12-2024 BEO | ** | 2,291,408 | ||||||
FLORIDA ST BRD ADMIN FIN CORP REV 1.258%07-01-2025 | ** | 6,999,993 | ||||||
FLOWSERVE CORP COM | ** | 10,149,895 | ||||||
FLUOR CORP NEW COM | ** | 3,821,230 | ||||||
FLYWIRE CORP COM VTG COM VTG | ** | 1,084,021 | ||||||
FMC CORP 3.45% DUE 10-01-2029 | ** | 2,458,772 | ||||||
FMC CORP COM (NEW) | ** | 3,335,904 | ||||||
FMS ENTERPR. MIGUN ILS1 | ** | 30,957 | ||||||
FNMA . POOL #AO6482 ADJ RT DUE 07-01-2042 BEO | ** | 9,954 | ||||||
FNMA .55% DUE 08-19-2025/08-19-2022 REG | ** | 21,648,172 | ||||||
FNMA .625% DUE 08-28-2025 | ** | 7,644,937 | ||||||
FNMA 0.5% DUE 06-17-2025 REG | ** | 2,718,294 | ||||||
FNMA 0.87% DUE 08-05-2030 | ** | 1,094,582 | ||||||
FNMA 01/04/2051 POOL #BR7745 2% DUE 04-01-2051 BEO | ** | 257,455 | ||||||
FNMA 2% 02-25-2049 | ** | 1,312,514 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA 2% 04-01-2051 | ** | 135,465 | ||||||
FNMA 2% 04-01-2051 | ** | 137,499 | ||||||
FNMA 2% CMO 25/08/2040 USD'PB' 2 08-25-2040 | ** | 148,037 | ||||||
FNMA 2% MBS 01/04/2051 USD'BR7423F' POOL#BR7423 2% DUE 04-01-2051 BEO | ** | 72,997 | ||||||
FNMA 2.0% DUE 02-25-2043 REG | ** | 316,254 | ||||||
FNMA 2.0% SRS 20- 47 CL GZ DUE 07-25-2050 REG | ** | 492,812 | ||||||
FNMA 2.375% 01-19-2023 | ** | 1,698,558 | ||||||
FNMA 2.5 02-05-2024 | ** | 2,943,548 | ||||||
FNMA 2.5% 03-01-2052 | ** | 1,248,418 | ||||||
FNMA 2.5% 04-01-2052 | ** | 79,903 | ||||||
FNMA 2.5% 08-01-2051 | ** | 153,548 | ||||||
FNMA 2.5% 11-01-2041 | ** | 479,265 | ||||||
FNMA 2.5% DUE 05-01-2051 | ** | 1,007,223 | ||||||
FNMA 2.5% MBS 01/05/2051 USD'BR1001F' POOL #BR1001 2.5% DUE 05-01-2051 BEO | ** | 298,302 | ||||||
FNMA 2.5% MBS 01/05/2051 USD'BT0972F' POOL #BT0972 2.5% DUE 05-01-2051 BEO | ** | 161,349 | ||||||
FNMA 2004-W1 CL-2A1 6.5% DUE 12-25-2043 | ** | 66,641 | ||||||
FNMA 2011-74 CL QM 4.5 11-25-2040 | ** | 1,099,952 | ||||||
FNMA 2019-M23 CL 3A3 VAR RT DUE 10-25-2031 | ** | 877,227 | ||||||
FNMA 3% 01-01-2052 | ** | 1,262,801 | ||||||
FNMA 3% 01-01-2052 | ** | 79,469 | ||||||
FNMA 3% 03-01-2052 | ** | 247,084 | ||||||
FNMA 3% 05-01-2052 | ** | 23,178,831 | ||||||
FNMA 3% 06-01-2050 | ** | 533,825 | ||||||
FNMA 3% 06-01-2051 | ** | 73,077 | ||||||
FNMA 3.5% 05-01-2052 | ** | 269,025 | ||||||
FNMA 3.84% 07-01-2032 | ** | 190,948 | ||||||
FNMA 3.85% POOL BS6056 08-01-2032 | ** | 280,966 | ||||||
FNMA 4.06% 07-01-2032 | ** | 96,591 | ||||||
FNMA 4.5% DUE 03-25-2037 BEO | ** | 901,323 | ||||||
FNMA 4.5% MBS 01/04/2049 USD'BN5404F' POOL #BN5404 4.5% DUE 04-01-2049 BEO | ** | 608,224 | ||||||
FNMA 4.5% MBS 01/07/2029 USD'BO1834F' POOL #BO1834 4.5% DUE 07-01-2029 BEO | ** | 959,947 | ||||||
FNMA AR9203 3.5 DUE 03-01-2043 | ** | 538,187 | ||||||
FNMA BOND 1.625% 01-07-2025 | ** | 382,903 | ||||||
FNMA CMO SER 2002-86 CL PG 6 09-25-2032 BEO | ** | 52,233 | ||||||
FNMA DTD 11/03/2000 6.625 11-15-2030 | ** | 3,021,279 | ||||||
FNMA FANNIE MAE 2.125 04-24-2026 | ** | 281,487 | ||||||
FNMA FLTG RT SER 16-62 CL FH 09-25-2046 | ** | 2,425,703 | ||||||
FNMA FLTG RT SER 19-14 CL FA 04-25-2049 REG | ** | 11,639,695 | ||||||
FNMA FNMA # FM8070 3.5% 10-01-2047 | ** | 297,835 | ||||||
FNMA FNMA 11-25-2046 | ** | 849,470 | ||||||
FNMA FNR 2006-127 CL-FD FLTG RT 07-25-2036 | ** | 821,671 | ||||||
FNMA FNR 2007-58 FLTG RT 06-25-2037 | ** | 755,468 | ||||||
FNMA FNR 2011-75 ME 3 08-25-2026 | ** | 149,982 | ||||||
FNMA FNR 2012-37 BF FLTG RT 12-25-2035 | ** | 673,000 | ||||||
FNMA FR CMO 25/02/2037 USD1000'DF' 2007-4 02-25-2037 | ** | 172,867 | ||||||
FNMA FR CMO 25/06/2037 USD1000 'EF' '2007-54 06-25-2037 | ** | 1,967,523 | ||||||
FNMA FR CMO 25/10/2037 USD1000 A7 10-25-2037 | ** | 9,065 | ||||||
FNMA POOL # FN BQ7435 2.5% DUE 09-01-2051 REG | ** | 82,657 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #190353 5% 08-01-2034 BEO | ** | 2,651 | ||||||
FNMA POOL #190357 5% 03-01-2035 BEO | ** | 2,020 | ||||||
FNMA POOL #190360 5% 08-01-2035 BEO | ** | 1,574 | ||||||
FNMA POOL #190377 5% 11-01-2036 BEO | ** | 66,751 | ||||||
FNMA POOL #190533 7% 01-01-2024 BEO | ** | 91 | ||||||
FNMA POOL #242136 7% 10-01-2023 BEO | ** | 52 | ||||||
FNMA POOL #245442 7.0 GTD MTG PASS THRU CTF DUE 11-01-2023 REG | ** | 300 | ||||||
FNMA POOL #253947 8% DUE 08-01-2031 REG | ** | 16,875 | ||||||
FNMA POOL #254223 7.5% DUE 02-01-2032 REG | ** | 158 | ||||||
FNMA POOL #254793 5% 07-01-2033 BEO | ** | 50,560 | ||||||
FNMA POOL #256901 6.5% 09-01-2037 BEO | ** | 1,530 | ||||||
FNMA POOL #256937 6.5% 10-01-2037 BEO | ** | 1,933 | ||||||
FNMA POOL #257239 5.5% 06-01-2028 BEO | ** | 29,045 | ||||||
FNMA POOL #267989 7.0 GTD MTG PASS THRU CTF DUE 02-01-2024 REG | ** | 317 | ||||||
FNMA POOL #274621 7% 03-01-2024 BEO | ** | 98 | ||||||
FNMA POOL #312206 3.845% 06-01-2025 BEO | ** | 12,671 | ||||||
FNMA POOL #313947 7% 01-01-2028 BEO | ** | 307 | ||||||
FNMA POOL #330126 3.225% 08-01-2025 BEO | ** | 6,880 | ||||||
FNMA POOL #331427 ADJ RT DUE 11-01-2025 REG | ** | 3,218 | ||||||
FNMA POOL #347547 ADJ RT DUE 08-01-2026 BEO | ** | 80 | ||||||
FNMA POOL #347633 4.125% 07-01-2026 BEO | ** | 5,484 | ||||||
FNMA POOL #362968 ADJ RT DUE 01-01-2026 REG | ** | 10,337 | ||||||
FNMA POOL #369996 7.5% DUE 01-01-2027 REG | ** | 1,577 | ||||||
FNMA POOL #371073 7.5% 02-01-2027 BEO | ** | 3,331 | ||||||
FNMA POOL #396439 7.5% 11-01-2027 BEO | ** | 4,294 | ||||||
FNMA POOL #397256 7.5% 10-01-2027 BEO | ** | 220 | ||||||
FNMA POOL #398754 7.5% 09-01-2027 BEO | ** | 2,731 | ||||||
FNMA POOL #401788 7.5 GTD MTG PASS THRU CTF DUE 10-01-2027 REG | ** | 193 | ||||||
FNMA POOL #479545 7% DUE 08-01-2029 REG | ** | 367 | ||||||
FNMA POOL #503573 7% DUE 10-01-2029 REG | ** | 1,534 | ||||||
FNMA POOL #50795 7% 09-01-2023 BEO | ** | 40 | ||||||
FNMA POOL #50947 7% 12-01-2023 BEO | ** | 1,010 | ||||||
FNMA POOL #50966 7% 01-01-2024 BEO | ** | 363 | ||||||
FNMA POOL #509662 7% DUE 08-01-2029 REG | ** | 304 | ||||||
FNMA POOL #50993 7% DUE 02-01-2024 REG | ** | 213 | ||||||
FNMA POOL #511384 7% 09-01-2029 BEO | ** | 634 | ||||||
FNMA POOL #515518 7% DUE 10-01-2029 REG | ** | 2,274 | ||||||
FNMA POOL #523486 8% DUE 08-01-2030 REG | ** | 610 | ||||||
FNMA POOL #534194 8% DUE 04-01-2030 REG | ** | 704 | ||||||
FNMA POOL #545204 ADJ RT DUE 05-01-2036 REG | ** | 6,948 | ||||||
FNMA POOL #545278 7.5% DUE 11-01-2031 REG | ** | 23,164 | ||||||
FNMA POOL #554482 7.5% 10-01-2030 BEO | ** | 19,851 | ||||||
FNMA POOL #555743 5% 09-01-2033 BEO | ** | 62,446 | ||||||
FNMA POOL #569972 7.5% DUE 03-01-2031 REG | ** | 4,780 | ||||||
FNMA POOL #593848 8% 07-01-2031 BEO | ** | 14,903 | ||||||
FNMA POOL #602065 7% DUE 09-01-2031 REG | ** | 17,131 | ||||||
FNMA POOL #60680 ADJ RT DUE 02-01-2028 REG | ** | 5,042 | ||||||
FNMA POOL #609504 7% DUE 10-01-2031 REG | ** | 47,481 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #725162 6% 02-01-2034 BEO | ** | 15,992 | ||||||
FNMA POOL #725229 6% 03-01-2034 BEO | ** | 44,061 | ||||||
FNMA POOL #725946 5.5% 11-01-2034 BEO | ** | 35,775 | ||||||
FNMA POOL #735061 6% 11-01-2034 BEO | ** | 381,272 | ||||||
FNMA POOL #735382 5% 04-01-2035 BEO | ** | 257,738 | ||||||
FNMA POOL #735500 5.5% 05-01-2035 BEO | ** | 372,463 | ||||||
FNMA POOL #735501 6% 05-01-2035 BEO | ** | 91,946 | ||||||
FNMA POOL #735503 6% 04-01-2035 BEO | ** | 113,812 | ||||||
FNMA POOL #735561 FLTG DUE 04-01-2034 | ** | 30,474 | ||||||
FNMA POOL #735580 5% 06-01-2035 BEO | ** | 122,813 | ||||||
FNMA POOL #735676 5% 07-01-2035 BEO | ** | 85,397 | ||||||
FNMA POOL #735893 5% 10-01-2035 BEO | ** | 34,919 | ||||||
FNMA POOL #735989 5.5% 02-01-2035 BEO | ** | 543,960 | ||||||
FNMA POOL #745000 6% 10-01-2035 BEO | ** | 32,522 | ||||||
FNMA POOL #745140 5% 11-01-2035 BEO | ** | 491,011 | ||||||
FNMA POOL #745327 6% DUE 03-01-2036 REG | ** | 57,985 | ||||||
FNMA POOL #745412 5.5% 12-01-2035 BEO | ** | 282,151 | ||||||
FNMA POOL #745885 6% 10-01-2036 BEO | ** | 166,673 | ||||||
FNMA POOL #745948 6.5% DUE 10-01-2036 BEO | ** | 17,829 | ||||||
FNMA POOL #745959 5.5% 11-01-2036 BEO | ** | 125,726 | ||||||
FNMA POOL #813599 ADJ RT DUE 01-01-2036 BEO | ** | 40,406 | ||||||
FNMA POOL #825480 FLTG RT 06-01-2035 | ** | 8,208 | ||||||
FNMA POOL #831561 6.5% 05-01-2036 BEO | ** | 5,244 | ||||||
FNMA POOL #833600 6.5% DUE 11-01-2035 REG | ** | 2,369 | ||||||
FNMA POOL #836464 ADJ RT DUE 10-01-2035 BEO | ** | 18,448 | ||||||
FNMA POOL #836852 ADJ RT DUE 10-01-2035 BEO | ** | 83,787 | ||||||
FNMA POOL #843823 ADJ RT DUE 11-01-2035 BEO | ** | 84,601 | ||||||
FNMA POOL #843997 4.613% 11-01-2035 BEO | ** | 25,105 | ||||||
FNMA POOL #844052 4.065 11-01-2035 BEO | ** | 2,529 | ||||||
FNMA POOL #844148 4.766% 11-01-2035 BEO | ** | 4,499 | ||||||
FNMA POOL #844237 ADJ RT DUE 11-01-2035 BEO | ** | 2,952 | ||||||
FNMA POOL #844789 4.733% 11-01-2035 BEO | ** | 4,779 | ||||||
FNMA POOL #866888 ADJ RT DUE 01-01-2036 BEO | ** | 15,496 | ||||||
FNMA POOL #879067 ADJ RT DUE 04-01-2036 BEO | ** | 311,324 | ||||||
FNMA POOL #880870 6.5% 03-01-2036 BEO | ** | 10,594 | ||||||
FNMA POOL #884729 2.56% 08-01-2036 BEO | ** | 14,226 | ||||||
FNMA POOL #884773 ADJ RT DUE 10-01-2036 BEO | ** | 58,304 | ||||||
FNMA POOL #888560 6 11-01-2035 BEO | ** | 201,251 | ||||||
FNMA POOL #888637 6% 09-01-2037 BEO | ** | 27,880 | ||||||
FNMA POOL #888832 6.5% 11-01-2037 BEO | ** | 8,701 | ||||||
FNMA POOL #888890 6.5% DUE 10-01-2037 BEO | ** | 54,467 | ||||||
FNMA POOL #888893 5.5% 08-01-2037 BEO | ** | 12,386 | ||||||
FNMA POOL #889072 6.5% 12-01-2037 BEO | ** | 61,011 | ||||||
FNMA POOL #889117 5% 10-01-2035 BEO | ** | 178,084 | ||||||
FNMA POOL #889190 6% 03-01-2038 BEO | ** | 23,721 | ||||||
FNMA POOL #889579 6% DUE 05-01-2038 REG | ** | 372,363 | ||||||
FNMA POOL #890236 4.5% 08-01-2040 BEO | ** | 22,421 | ||||||
FNMA POOL #890248 6% 08-01-2037 BEO | ** | 450,929 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #890268 6.5% 10-01-2038 BEO | ** | 89,372 | ||||||
FNMA POOL #890594 3% 01-01-2029 BEO | ** | 124,771 | ||||||
FNMA POOL #890604 4.5% 10-01-2044 BEO | ** | 877,893 | ||||||
FNMA POOL #890827 3.5% 12-01-2037 BEO | ** | 159,925 | ||||||
FNMA POOL #890843 3% 09-01-2047 BEO | ** | 3,190,101 | ||||||
FNMA POOL #891654 6.5% DUE 06-01-2036 REG | ** | 79,226 | ||||||
FNMA POOL #902425 ADJ RT DUE 11-01-2036 | ** | 12,166 | ||||||
FNMA POOL #903261 6% 10-01-2036 BEO | ** | 12,954 | ||||||
FNMA POOL #906666 6.5% 12-01-2036 BEO | ** | 3,107 | ||||||
FNMA POOL #908172 6.5% DUE 01-01-2037 REG | ** | 472 | ||||||
FNMA POOL #914875 6.5% DUE 04-01-2037 REG | ** | 109,629 | ||||||
FNMA POOL #918653 6% 06-01-2037 BEO | ** | 6,811 | ||||||
FNMA POOL #924874 7% 10-01-2037 BEO | ** | 4,979 | ||||||
FNMA POOL #928746 6.5% DUE 09-01-2037 REG | ** | 4,678 | ||||||
FNMA POOL #928938 7% 12-01-2037 BEO | ** | 12,803 | ||||||
FNMA POOL #929298 5% 03-01-2038 BEO | ** | 62,717 | ||||||
FNMA POOL #931307 4.5% 06-01-2039 BEO | ** | 114,953 | ||||||
FNMA POOL #931991 4.5% 09-01-2039 BEO | ** | 140,705 | ||||||
FNMA POOL #932058 4.5% 10-01-2039 BEO | ** | 74,079 | ||||||
FNMA POOL #932426 4.5% 01-01-2040 BEO | ** | 496,074 | ||||||
FNMA POOL #932495 4.5% 02-01-2040 BEO | ** | 43,400 | ||||||
FNMA POOL #932669 4.5% 03-01-2040 BEO | ** | 2,764 | ||||||
FNMA POOL #932850 4% 12-01-2040 BEO | ** | 67,954 | ||||||
FNMA POOL #933409 5% 03-01-2038 BEO | ** | 47,583 | ||||||
FNMA POOL #933638 ADJ RT DUE 08-01-2038 BEO | ** | 27,577 | ||||||
FNMA POOL #934648 7% DUE 11-01-2038 BEO | ** | 26,965 | ||||||
FNMA POOL #942798 6.5% DUE 08-01-2037 REG | ** | 24,296 | ||||||
FNMA POOL #943699 6.5% DUE 08-01-2037 REG | ** | 34,635 | ||||||
FNMA POOL #946065 6.5% 09-01-2037 BEO | ** | 8,512 | ||||||
FNMA POOL #948849 6% 08-01-2037 BEO | ** | 144,671 | ||||||
FNMA POOL #955183 7% 11-01-2037 BEO | ** | 37,582 | ||||||
FNMA POOL #955762 6.5% 10-01-2037 BEO | ** | 3,082 | ||||||
FNMA POOL #962062 5% 03-01-2038 BEO | ** | 81,413 | ||||||
FNMA POOL #962444 5% DUE 04-01-2038 BEO | ** | 76,233 | ||||||
FNMA POOL #968252 7% 02-01-2038 BEO | ** | 10,337 | ||||||
FNMA POOL #971053 4.5% 02-01-2039 BEO | ** | 14,802 | ||||||
FNMA POOL #972571 5% 03-01-2038 BEO | ** | 13,211 | ||||||
FNMA POOL #972572 5% DUE 03-01-2038 REG | ** | 926 | ||||||
FNMA POOL #973161 6.5% 02-01-2038 BEO | ** | 46,659 | ||||||
FNMA POOL #975184 5% 03-01-2038 BEO | ** | 84,055 | ||||||
FNMA POOL #975441 5% DUE 03-01-2038 REG | ** | 23,727 | ||||||
FNMA POOL #979973 5% 09-01-2036 BEO | ** | 2,360 | ||||||
FNMA POOL #985626 6% 04-01-2033 BEO | ** | 131,707 | ||||||
FNMA POOL #987325 ADJ RT DUE 09-01-2038 BEO | ** | 54,198 | ||||||
FNMA POOL #991549 7% 11-01-2038 BEO | ** | 19,235 | ||||||
FNMA POOL #992249 7% 11-01-2038 BEO | ** | 7,405 | ||||||
FNMA POOL #992262 5% 01-01-2039 BEO | ** | 7,016 | ||||||
FNMA POOL #995072 5.5% 08-01-2038 BEO | ** | 95,512 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #995149 6.5% 10-01-2038 BEO | ** | 57,390 | ||||||
FNMA POOL #995381 6% 01-01-2024 BEO | ** | 1,978 | ||||||
FNMA POOL #995899 6% 02-01-2038 BEO | ** | 42,700 | ||||||
FNMA POOL #AA0472 4% 03-01-2039 BEO | ** | 40,867 | ||||||
FNMA POOL #AA2700 5% 01-01-2039 BEO | ** | 2,779 | ||||||
FNMA POOL #AB1228 5% 07-01-2040 BEO | ** | 11,344 | ||||||
FNMA POOL #AB3701 4.5% 10-01-2041 BEO | ** | 279,974 | ||||||
FNMA POOL #AB4058 4% 12-01-2041 BEO | ** | 204,711 | ||||||
FNMA POOL #AB4590 3.5% DUE 03-01-2042 BEO | ** | 363,491 | ||||||
FNMA POOL #AB4689 3.5% 03-01-2042 BEO | ** | 307,714 | ||||||
FNMA POOL #AB4941 3.5% 04-01-2042 BEO | ** | 910,165 | ||||||
FNMA POOL #AB5236 3% 05-01-2027 BEO | ** | 95,996 | ||||||
FNMA POOL #AB5546 3.5% DUE 06-01-2042 BEO | ** | 413,496 | ||||||
FNMA POOL #AB5593 3.5% 07-01-2042 BEO | ** | 175,827 | ||||||
FNMA POOL #AB6229 3.5% 09-01-2042 BEO | ** | 782,604 | ||||||
FNMA POOL #AB6238 3.5% 09-01-2042 BEO | ** | 188,112 | ||||||
FNMA POOL #AB6390 3% 10-01-2042 BEO | ** | 109,010 | ||||||
FNMA POOL #AB6694 3% 10-01-2042 BEO | ** | 161,267 | ||||||
FNMA POOL #AB6832 3.5% 11-01-2042 BEO | ** | 564,834 | ||||||
FNMA POOL #AB7272 3 12-01-2042 REG | ** | 494,864 | ||||||
FNMA POOL #AB7410 3% 12-01-2042 BEO | ** | 823,910 | ||||||
FNMA POOL #AB7426 3% 12-01-2042 BEO | ** | 385,742 | ||||||
FNMA POOL #AB7568 3% 01-01-2043 BEO | ** | 575,438 | ||||||
FNMA POOL #AB7570 3% 01-01-2043 BEO | ** | 899,080 | ||||||
FNMA POOL #AB7741 3% 01-01-2043 BEO | ** | 573,062 | ||||||
FNMA POOL #AB8680 2% 03-01-2028 BEO | ** | 772,787 | ||||||
FNMA POOL #AB8925 3% DUE 04-01-2043 BEO | ** | 39,814 | ||||||
FNMA POOL #AB9347 3% 05-01-2043 BEO | ** | 733,311 | ||||||
FNMA POOL #AB9361 3.5% DUE 05-01-2043 BEO | ** | 227,505 | ||||||
FNMA POOL #AB9461 3% 05-01-2043 BEO | ** | 693,782 | ||||||
FNMA POOL #AB9516 2.5% 05-01-2028 BEO | ** | 67,622 | ||||||
FNMA POOL #AB9615 4% 06-01-2033 BEO | ** | 80,356 | ||||||
FNMA POOL #AB9663 3% 06-01-2043 BEO | ** | 97,570 | ||||||
FNMA POOL #AB9825 2.5% 07-01-2028 BEO | ** | 25,685 | ||||||
FNMA POOL #AB9980 3.5% 07-01-2043 BEO | ** | 179,040 | ||||||
FNMA POOL #AC1889 4% 09-01-2039 BEO | ** | 104,620 | ||||||
FNMA POOL #AC2953 4.5% 09-01-2039 BEO | ** | 33,929 | ||||||
FNMA POOL #AC3237 5% 10-01-2039 BEO | ** | 53,375 | ||||||
FNMA POOL #AC3237 5% 10-01-2039 BEO | ** | 362,024 | ||||||
FNMA POOL #AC9526 5.5% DUE 01-01-2040 BEO | ** | 259,587 | ||||||
FNMA POOL #AD0121 4.5% 09-01-2029 BEO | ** | 364,965 | ||||||
FNMA POOL #AD0217 6% 08-01-2037 BEO | ** | 28,837 | ||||||
FNMA POOL #AD0249 5.5% 04-01-2037 BEO | ** | 174,126 | ||||||
FNMA POOL #AD0296 FLTG 12-01-2036 | ** | 56,154 | ||||||
FNMA POOL #AD0329 6.5 DUE 09-01-2028 BEO | ** | 16,906 | ||||||
FNMA POOL #AD0471 5.5% 01-01-2024 BEO | ** | 1 | ||||||
FNMA POOL #AD0752 7% 01-01-2039 BEO | ** | 40,125 | ||||||
FNMA POOL #AD0979 7.5% 10-01-2035 BEO | ** | 40,950 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AD4178 4.5% 06-01-2040 BEO | ** | 514,065 | ||||||
FNMA POOL #AD6510 5% 05-01-2040 BEO | ** | 4,322 | ||||||
FNMA POOL #AD9143 4.5% 08-01-2040 BEO | ** | 10,277 | ||||||
FNMA POOL #AD9153 4.5% 08-01-2040 BEO | ** | 70,066 | ||||||
FNMA POOL #AD9713 5% 08-01-2040 BEO | ** | 31,074 | ||||||
FNMA POOL #AE0081 6% 07-01-2024 BEO | ** | 4,181 | ||||||
FNMA POOL #AE0113 4% 07-01-2040 BEO | ** | 125,318 | ||||||
FNMA POOL #AE0478 4% 11-01-2040 BEO | ** | 1,845 | ||||||
FNMA POOL #AE0521 6% 08-01-2037 BEO | ** | 154,373 | ||||||
FNMA POOL #AE0654 4.036% DUE 12-01-2040 BEO | ** | 817,082 | ||||||
FNMA POOL #AE0758 7% 02-01-2039 BEO | ** | 247,510 | ||||||
FNMA POOL #AE0967 3.5% 06-01-2039 BEO | ** | 301,895 | ||||||
FNMA POOL #AE1807 4% 10-01-2040 BEO | ** | 2,919 | ||||||
FNMA POOL #AE1840 5% 08-01-2040 BEO | ** | 12,073 | ||||||
FNMA POOL #AE1862 5% 08-01-2040 BEO | ** | 65,277 | ||||||
FNMA POOL #AE4456 4% 02-01-2041 BEO | ** | 24,193 | ||||||
FNMA POOL #AE4664 4% 10-01-2040 BEO | ** | 24,815 | ||||||
FNMA POOL #AE6090 4% 10-01-2040 BEO | ** | 92,341 | ||||||
FNMA POOL #AE6191 4% 11-01-2040 BEO | ** | 12,531 | ||||||
FNMA POOL #AE7314 4% 11-01-2040 BEO | ** | 716 | ||||||
FNMA POOL #AE8446 4% 11-01-2040 BEO | ** | 1,188 | ||||||
FNMA POOL #AE9387 4% 12-01-2040 BEO | ** | 796 | ||||||
FNMA POOL #AH2683 4% 01-01-2041 BEO | ** | 427,462 | ||||||
FNMA POOL #AL8558 6% 07-01-2041 BEO | ** | 134,073 | ||||||
FNMA POOL #AM5612 3.42% DUE 05-01-2024 REG | ** | 733,255 | ||||||
FNMA POOL #AM7514 3.07% DUE 02-01-2025 BEO | ** | 1,110,796 | ||||||
FNMA POOL #AN0360 3.95% DUE 12-01-2045 BEO | ** | 3,846,076 | ||||||
FNMA POOL #AN2309 2.21% 07-01-2026 | ** | 608,039 | ||||||
FNMA POOL #AN2670 2.305% DUE 11-01-2026 BEO | ** | 304,722 | ||||||
FNMA POOL #AN2689 2.2% 10-01-2026 | ** | 848,789 | ||||||
FNMA POOL #AN4000 3% DUE 12-01-2026 BEO | ** | 869,641 | ||||||
FNMA POOL #AN4439 2.93% DUE 01-01-2027 BEO | ** | 313,021 | ||||||
FNMA POOL #AN7895 3.55% DUE 12-01-2027 BEO | ** | 2,226,507 | ||||||
FNMA POOL #AN9686 3.52% DUE 06-01-2028 BEO | ** | 1,915,941 | ||||||
FNMA POOL #AN9976 3.96% DUE 02-01-2030 BEO | ** | 2,060,414 | ||||||
FNMA POOL #AO0454 3.5% 08-01-2042 BEO | ** | 241,389 | ||||||
FNMA POOL #AO0527 3% 05-01-2027 BEO | ** | 84,447 | ||||||
FNMA POOL #AO2801 3% DUE 06-01-2027 BEO | ** | 446,682 | ||||||
FNMA POOL #AO2802 3% 06-01-2027 BEO | ** | 613,523 | ||||||
FNMA POOL #AO4135 3.5% 06-01-2042 BEO | ** | 463,659 | ||||||
FNMA POOL #AO4688 3% DUE 07-01-2043 BEO | ** | 835,196 | ||||||
FNMA POOL #AO6757 4% 06-01-2042 BEO | ** | 100,570 | ||||||
FNMA POOL #AO7348 4% 08-01-2042 BEO | ** | 114,045 | ||||||
FNMA POOL #AP0006 ADJ RT DUE 07-01-2042 BEO | ** | 43,965 | ||||||
FNMA POOL #AP0645 3.5% 07-01-2032 BEO | ** | 28,200 | ||||||
FNMA POOL #AP2611 3.5% 09-01-2042 BEO | ** | 164,396 | ||||||
FNMA POOL #AP3308 3.5% 09-01-2042 BEO | ** | 167,629 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AP3902 3% 10-01-2042 BEO | ** | 174,361 | ||||||
FNMA POOL #AP4710 3.5% 08-01-2042 BEO | ** | 316,568 | ||||||
FNMA POOL #AP5143 3% 09-01-2042 BEO | ** | 160,654 | ||||||
FNMA POOL #AP6027 3% 04-01-2043 BEO | ** | 129,982 | ||||||
FNMA POOL #AP6032 3% 04-01-2043 BEO | ** | 144,030 | ||||||
FNMA POOL #AP6053 2.5% 07-01-2028 BEO | ** | 42,902 | ||||||
FNMA POOL #AP6054 3% 07-01-2043 BEO | ** | 17,881 | ||||||
FNMA POOL #AP7126 2.5% 10-01-2027 BEO | ** | 100,201 | ||||||
FNMA POOL #AP8057 3.5% 09-01-2042 BEO | ** | 220,679 | ||||||
FNMA POOL #AP8903 3.5% 10-01-2042 BEO | ** | 153,137 | ||||||
FNMA POOL #AP9539 3% DUE 10-01-2042 BEO | ** | 103,574 | ||||||
FNMA POOL #AP9766 4% 10-01-2042 BEO | ** | 415,002 | ||||||
FNMA POOL #AQ0556 3% 11-01-2042 BEO | ** | 747,091 | ||||||
FNMA POOL #AQ1534 3.5% 10-01-2032 BEO | ** | 92,892 | ||||||
FNMA POOL #AQ1607 3.5% 11-01-2032 BEO | ** | 67,660 | ||||||
FNMA POOL #AQ1802 3.5% 10-01-2042 BEO | ** | 76,218 | ||||||
FNMA POOL #AQ7192 3% DUE 07-01-2043 REG | ** | 49,763 | ||||||
FNMA POOL #AQ8359 3% 01-01-2043 BEO | ** | 252,567 | ||||||
FNMA POOL #AR2638 3.5% 02-01-2043 BEO | ** | 270,774 | ||||||
FNMA POOL #AR3368 2.5% DUE 02-01-2028 REG | ** | 65,878 | ||||||
FNMA POOL #AR4343 3% 06-01-2043 BEO | ** | 113,058 | ||||||
FNMA POOL #AR7214 3% DUE 06-01-2043 REG | ** | 599,966 | ||||||
FNMA POOL #AR7399 3% 06-01-2043 BEO | ** | 255,750 | ||||||
FNMA POOL #AR7961 3.5% DUE 03-01-2033 REG | ** | 81,150 | ||||||
FNMA POOL #AR8749 3% 03-01-2043 BEO | ** | 800,110 | ||||||
FNMA POOL #AR9215 3% DUE 03-01-2043 REG | ** | 498,220 | ||||||
FNMA POOL #AS0038 3% DUE 07-01-2043 BEO | ** | 484,753 | ||||||
FNMA POOL #AS0047 2.5% 07-01-2028 BEO | ** | 171,071 | ||||||
FNMA POOL #AS0070 4% DUE 08-01-2043 REG | ** | 202,517 | ||||||
FNMA POOL #AS0302 3% 08-01-2043 BEO | ** | 42,596 | ||||||
FNMA POOL #AS0522 3.5% 09-01-2043 BEO | ** | 72,762 | ||||||
FNMA POOL #AS0838 5% 10-01-2043 BEO | ** | 50,880 | ||||||
FNMA POOL #AS1364 3% 12-01-2043 BEO | ** | 34,389 | ||||||
FNMA POOL #AS1745 3% 02-01-2029 BEO | ** | 607,312 | ||||||
FNMA POOL #AS1774 4% 02-01-2044 BEO | ** | 30,686 | ||||||
FNMA POOL #AS2117 4.0% 04-01-2044 | ** | 2,832 | ||||||
FNMA POOL #AS2369 3.5% 05-01-2029 BEO | ** | 381,757 | ||||||
FNMA POOL #AS3282 3% 10-01-2043 BEO | ** | 79,248 | ||||||
FNMA POOL #AS3293 4% 09-01-2044 BEO | ** | 231,807 | ||||||
FNMA POOL #AS4271 4.5% 01-01-2045 BEO | ** | 93,484 | ||||||
FNMA POOL #AS4302 4% 01-01-2045 BEO | ** | 260,751 | ||||||
FNMA POOL #AS4354 4.5% 01-01-2045 BEO | ** | 680,584 | ||||||
FNMA POOL #AS4427 4.5% 02-01-2045 BEO | ** | 655,131 | ||||||
FNMA POOL #AS4431 4.5% 02-01-2045 BEO | ** | 451,212 | ||||||
FNMA POOL #AS5068 3.5% 06-01-2045 BEO | ** | 28,818 | ||||||
FNMA POOL #AS5103 3% 06-01-2030 BEO | ** | 504,237 | ||||||
FNMA POOL #AS5133 3.5% 06-01-2045 BEO | ** | 714,024 | ||||||
FNMA POOL #AS5598 4% 08-01-2045 BEO | ** | 453,427 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AS5722 3.5% 09-01-2045 BEO | ** | 3,004,216 | ||||||
FNMA POOL #AS6065 3.5% 10-01-2045 BEO | ** | 80,380 | ||||||
FNMA POOL #AS6067 3.5% 10-01-2045 BEO | ** | 3,992,619 | ||||||
FNMA POOL #AS6286 4% 12-01-2045 BEO | ** | 624,051 | ||||||
FNMA POOL #AS6304 4% DUE 12-01-2045 BEO | ** | 739,179 | ||||||
FNMA POOL #AS6315 4% 12-01-2045 BEO | ** | 30,783 | ||||||
FNMA POOL #AS6328 3.5% 12-01-2045 BEO | ** | 937,739 | ||||||
FNMA POOL #AS6386 3% 12-01-2045 BEO | ** | 93,769 | ||||||
FNMA POOL #AS6395 3.5% 12-01-2045 BEO | ** | 38,085 | ||||||
FNMA POOL #AS6452 3.5% 01-01-2046 BEO | ** | 156,166 | ||||||
FNMA POOL #AS6489 4% DUE 01-01-2046 BEO | ** | 598,396 | ||||||
FNMA POOL #AS6534 3.5% 01-01-2046 BEO | ** | 1,459,487 | ||||||
FNMA POOL #AS7125 2.5% 05-01-2046 BEO | ** | 335,795 | ||||||
FNMA POOL #AS7155 3% 05-01-2046 BEO | ** | 252,817 | ||||||
FNMA POOL #AS7530 2.5% 07-01-2046 BEO | ** | 617,442 | ||||||
FNMA POOL #AS7533 3% 07-01-2046 BEO | ** | 1,317,824 | ||||||
FNMA POOL #AS7693 2% DUE 08-01-2031 BEO | ** | 665,876 | ||||||
FNMA POOL #AS7844 3% 09-01-2046 BEO | ** | 624,482 | ||||||
FNMA POOL #AS7877 2.5% 09-01-2046 BEO | ** | 668,252 | ||||||
FNMA POOL #AS8143 4% 10-01-2046 BEO | ** | 64,841 | ||||||
FNMA POOL #AS8249 3% 11-01-2036 BEO | ** | 902,870 | ||||||
FNMA POOL #AS8269 3% 11-01-2046 BEO | ** | 4,212,431 | ||||||
FNMA POOL #AS8386 2.5% 11-01-2031 BEO | ** | 413,884 | ||||||
FNMA POOL #AS8740 3.5% 02-01-2037 BEO | ** | 170,419 | ||||||
FNMA POOL #AS8980 4.5% 03-01-2047 BEO | ** | 788,339 | ||||||
FNMA POOL #AS9588 4% 05-01-2047 BEO | ** | 1,514,845 | ||||||
FNMA POOL #AS9610 4.5% 05-01-2047 BEO | ** | 2,478,954 | ||||||
FNMA POOL #AT0874 POOL #AT0874 3% DUE 07-01-2043 REG | ** | 36,486 | ||||||
FNMA POOL #AT1572 3% DUE 05-01-2043 REG | ** | 645,399 | ||||||
FNMA POOL #AT2005 2.5% 04-01-2028 BEO | ** | 283,362 | ||||||
FNMA POOL #AT2043 3% DUE 04-01-2043 REG | ** | 26,765 | ||||||
FNMA POOL #AT2722 3% DUE 05-01-2043 REG | ** | 335,925 | ||||||
FNMA POOL #AT2725 3% 05-01-2043 BEO | ** | 3,751,850 | ||||||
FNMA POOL #AT3179 3% 05-01-2043 BEO | ** | 191,329 | ||||||
FNMA POOL #AT3487 3.5% DUE 04-01-2043 REG | ** | 662,514 | ||||||
FNMA POOL #AT5803 3% 06-01-2043 BEO | ** | 18,711 | ||||||
FNMA POOL #AT5907 4% 06-01-2043 BEO | ** | 405,837 | ||||||
FNMA POOL #AT5915 4 DUE 06-01-2043 REG | ** | 138,905 | ||||||
FNMA POOL #AT5994 3% 05-01-2043 BEO | ** | 72,037 | ||||||
FNMA POOL #AT6764 3% 07-01-2043 BEO | ** | 16,213 | ||||||
FNMA POOL #AT7213 2.5% DUE 06-01-2028 BEO | ** | 24,515 | ||||||
FNMA POOL #AT7620 3% DUE 06-01-2043 REG | ** | 691,579 | ||||||
FNMA POOL #AT8000 3% 06-01-2043 BEO | ** | 43,126 | ||||||
FNMA POOL #AT8326 3% DUE 06-01-2043 BEO | ** | 658,310 | ||||||
FNMA POOL #AT8419 3 DUE 06-01-2043 REG | ** | 111,041 | ||||||
FNMA POOL #AT8489 3% DUE 08-01-2043 REG | ** | 1,049,003 | ||||||
FNMA POOL #AT8968 2.5% 07-01-2028 BEO | ** | 11,458 | ||||||
FNMA POOL #AT9250 3% 07-01-2043 BEO | ** | 589,679 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AT9311 FIXED 2.5% 07-01-2028 BEO | ** | 47,685 | ||||||
FNMA POOL #AT9521 2.5% 07-01-2028 BEO | ** | 76,992 | ||||||
FNMA POOL #AU0317 3% 06-01-2043 BEO | ** | 65,332 | ||||||
FNMA POOL #AU0909 2% 07-01-2028 BEO | ** | 112,287 | ||||||
FNMA POOL #AU0923 3.5% 07-01-2043 BEO | ** | 181,098 | ||||||
FNMA POOL #AU1629 3% DUE 07-01-2043 REG | ** | 56,284 | ||||||
FNMA POOL #AU1632 3% DUE 07-01-2043 REG | ** | 1,421,991 | ||||||
FNMA POOL #AU1811 2.5% 08-01-2028 BEO | ** | 42,384 | ||||||
FNMA POOL #AU2032 3% 07-01-2043 BEO | ** | 66,679 | ||||||
FNMA POOL #AU2909 3% 08-01-2028 BEO | ** | 359,385 | ||||||
FNMA POOL #AU3034 2.5% 08-01-2028 BEO | ** | 20,094 | ||||||
FNMA POOL #AU3176 3% DUE 08-01-2043 REG | ** | 60,127 | ||||||
FNMA POOL #AU3191 2.5% DUE 08-01-2028 REG | ** | 97,970 | ||||||
FNMA POOL #AU3195 3% 08-01-2043 BEO | ** | 54,665 | ||||||
FNMA POOL #AU3334 2.5% DUE 07-01-2028 REG | ** | 92,902 | ||||||
FNMA POOL #AU3789 2.5% DUE 08-01-2028 REG | ** | 55,769 | ||||||
FNMA POOL #AU3811 3% DUE 08-01-2043 REG | ** | 41,779 | ||||||
FNMA POOL #AU4585 3% 08-01-2043 BEO | ** | 18,007 | ||||||
FNMA POOL #AU5161 3 DUE 08-01-2043 REG | ** | 1,091,677 | ||||||
FNMA POOL #AU5190 2.5% 08-01-2028 BEO | ** | 78,722 | ||||||
FNMA POOL #AU5202 3% 08-01-2043 BEO | ** | 41,984 | ||||||
FNMA POOL #AU5904 3.5% 09-01-2033 BEO | ** | 200,686 | ||||||
FNMA POOL #AU6735 3% 10-01-2043 BEO | ** | 469,458 | ||||||
FNMA POOL #AU8066 3% 09-01-2043 BEO | ** | 56,832 | ||||||
FNMA POOL #AV0702 4% 12-01-2043 BEO | ** | 89,277 | ||||||
FNMA POOL #AV0802 2.5% 08-01-2028 BEO | ** | 12,429 | ||||||
FNMA POOL #AV2425 4% 02-01-2045 BEO | ** | 14,265 | ||||||
FNMA POOL #AV4486 4.5% 01-01-2044 BEO | ** | 105,390 | ||||||
FNMA POOL #AV4502 4.5% 01-01-2044 BEO | ** | 80,220 | ||||||
FNMA POOL #AV4736 4% 12-01-2043 BEO | ** | 82,183 | ||||||
FNMA POOL #AV5425 4.5% 01-01-2044 BEO | ** | 532,143 | ||||||
FNMA POOL #AV5667 4% 01-01-2044 BEO | ** | 81,069 | ||||||
FNMA POOL #AV5730 4.5% 04-01-2044 BEO | ** | 270,850 | ||||||
FNMA POOL #AV5731 4.5% 04-01-2044 BEO | ** | 98,239 | ||||||
FNMA POOL #AV5732 4.5% 04-01-2044 BEO | ** | 31,379 | ||||||
FNMA POOL #AV5733 4.5% 04-01-2044 BEO | ** | 40,028 | ||||||
FNMA POOL #AV5734 4.5% 04-01-2044 BEO | ** | 116,803 | ||||||
FNMA POOL #AV7116 4.5% 03-01-2044 BEO | ** | 92,832 | ||||||
FNMA POOL #AV8492 4.5% 02-01-2044 BEO | ** | 176,396 | ||||||
FNMA POOL #AV9290 4.5% 02-01-2044 BEO | ** | 331,871 | ||||||
FNMA POOL #AW3146 4% 06-01-2044 BEO | ** | 146,150 | ||||||
FNMA POOL #AW9453 3.5% 08-01-2044 BEO | ** | 799,976 | ||||||
FNMA POOL #AW9504 3% 01-01-2045 BEO | ** | 49,941 | ||||||
FNMA POOL #AX1348 4% 10-01-2044 BEO | ** | 6,997 | ||||||
FNMA POOL #AX4277 3% 01-01-2045 BEO | ** | 234,325 | ||||||
FNMA POOL #AX4883 3% 12-01-2044 BEO | ** | 742,415 | ||||||
FNMA POOL #AX6579 3% 01-01-2045 BEO | ** | 56,675 | ||||||
FNMA POOL #AX7578 3% 01-01-2045 BEO | ** | 41,859 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #AY1022 3% 05-01-2045 BEO | ** | 341,395 | ||||||
FNMA POOL #AY1363 4% 04-01-2045 BEO | ** | 158,069 | ||||||
FNMA POOL #AY1377 4% DUE 04-01-2045 REG | ** | 287,054 | ||||||
FNMA POOL #AY3913 3.5% 02-01-2045 BEO | ** | 125,667 | ||||||
FNMA POOL #AY4869 4% 06-01-2045 BEO | ** | 169,508 | ||||||
FNMA POOL #AY5484 4% 12-01-2044 BEO | ** | 4,733 | ||||||
FNMA POOL #AY6181 3.5% 04-01-2045 BEO | ** | 220,958 | ||||||
FNMA POOL #AY9434 4% 12-01-2045 BEO | ** | 33,622 | ||||||
FNMA POOL #AZ0711 3.5% 02-01-2046 BEO | ** | 29,704 | ||||||
FNMA POOL #AZ3743 3.5% 11-01-2045 BEO | ** | 619,437 | ||||||
FNMA POOL #AZ3926 4% 10-01-2045 BEO | ** | 1,235 | ||||||
FNMA POOL #AZ4234 3% 06-01-2030 BEO | ** | 1,243,700 | ||||||
FNMA POOL #AZ4775 3.5% 10-01-2045 BEO | ** | 2,023,897 | ||||||
FNMA POOL #AZ5713 4% 09-01-2045 BEO | ** | 273,977 | ||||||
FNMA POOL #AZ7353 3.5% 11-01-2045 BEO | ** | 178,250 | ||||||
FNMA POOL #BA3779 4% 01-01-2046 BEO | ** | 3,910 | ||||||
FNMA POOL #BA4750 3.5% 01-01-2031 BEO | ** | 197,440 | ||||||
FNMA POOL #BA4766 4% 01-01-2046 BEO | ** | 80,485 | ||||||
FNMA POOL #BA4780 4% 01-01-2046 BEO | ** | 1,967,389 | ||||||
FNMA POOL #BA4801 4% 02-01-2046 BEO | ** | 455,139 | ||||||
FNMA POOL #BA5330 4% 11-01-2045 BEO | ** | 15,518 | ||||||
FNMA POOL #BA5827 3% 11-01-2030 BEO | ** | 233,487 | ||||||
FNMA POOL #BA6018 3% 01-01-2046 BEO | ** | 12,233 | ||||||
FNMA POOL #BA6555 3% 01-01-2046 BEO | ** | 18,207 | ||||||
FNMA POOL #BA6798 4% 01-01-2046 BEO | ** | 97,640 | ||||||
FNMA POOL #BA6824 3% 02-01-2046 BEO | ** | 115,872 | ||||||
FNMA POOL #BA6924 3% 02-01-2046 BEO | ** | 15,165 | ||||||
FNMA POOL #BC1104 3% 02-01-2046 BEO | ** | 141,416 | ||||||
FNMA POOL #BC1509 3% 08-01-2046 BEO | ** | 561,293 | ||||||
FNMA POOL #BC2817 3% 09-01-2046 BEO | ** | 1,141,401 | ||||||
FNMA POOL #BC3020 3% 02-01-2046 BEO | ** | 385,156 | ||||||
FNMA POOL #BC3883 4% DUE 03-01-2046 BEO | ** | 245,641 | ||||||
FNMA POOL #BC4411 3.5% 03-01-2031 BEO | ** | 309,166 | ||||||
FNMA POOL #BC4764 3% 10-01-2046 BEO | ** | 527,728 | ||||||
FNMA POOL #BC9077 3.5% 12-01-2046 BEO | ** | 340,245 | ||||||
FNMA POOL #BD5992 2.5% 07-01-2031 BEO | ** | 106,369 | ||||||
FNMA POOL #BD8104 3% 10-01-2046 BEO | ** | 976,244 | ||||||
FNMA POOL #BE9806 4.5% 03-01-2047 BEO | ** | 261,433 | ||||||
FNMA POOL #BE9838 4.5% 03-01-2047 BEO | ** | 305,863 | ||||||
FNMA POOL #BE9839 4.5% 04-01-2047 BEO | ** | 329,957 | ||||||
FNMA POOL #BF0035 4% 04-01-2055 BEO | ** | 41,404 | ||||||
FNMA POOL #BF0064 4% 09-01-2055 BEO | ** | 41,699 | ||||||
FNMA POOL #BF0104 4% 02-01-2056 BEO | ** | 2,179,431 | ||||||
FNMA POOL #BF0133 4% 08-01-2056 BEO | ** | 7,032,751 | ||||||
FNMA POOL #BF0183 4% 01-01-2057 BEO | ** | 1,315,942 | ||||||
FNMA POOL #BF0191 4% 06-01-2057 BEO | ** | 2,262,843 | ||||||
FNMA POOL #BF0194 4.5% 07-01-2040 BEO | ** | 809,267 | ||||||
FNMA POOL #BF0222 4.5% 09-01-2057 BEO | ** | 1,312,414 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #BF0301 4.5% 08-01-2058 BEO | ** | 1,583,446 | ||||||
FNMA POOL #BF0334 3.5% 01-01-2059 BEO | ** | 176,192 | ||||||
FNMA POOL #BF0338 4.5% 01-01-2059 BEO | ** | 505,029 | ||||||
FNMA POOL #BF0546 2.5% 07-01-2061 BEO | ** | 4,461,823 | ||||||
FNMA POOL #BF0560 2.5% 09-01-2061 BEO | ** | 1,485,805 | ||||||
FNMA POOL #BH6197 4% 07-01-2047 BEO | ** | 299,904 | ||||||
FNMA POOL #BH6198 4% 07-01-2047 BEO | ** | 526,795 | ||||||
FNMA POOL #BH6199 4% 07-01-2047 BEO | ** | 428,517 | ||||||
FNMA POOL #BJ0669 3.5% 03-01-2033 BEO | ** | 575,526 | ||||||
FNMA POOL #BJ1635 3% 11-01-2032 BEO | ** | 727,947 | ||||||
FNMA POOL #BJ2544 3% 12-01-2037 BEO | ** | 330,082 | ||||||
FNMA POOL #BJ5803 4% DUE 03-01-2048 BEO | ** | 279,759 | ||||||
FNMA POOL #BJ8703 3.5% 05-01-2049 BEO | ** | 64,905 | ||||||
FNMA POOL #BJ9249 4.5% 06-01-2048 BEO | ** | 440,266 | ||||||
FNMA POOL #BK2620 2.5% 06-01-2050 BEO | ** | 458,781 | ||||||
FNMA POOL #BK5094 5% 05-01-2048 BEO | ** | 202,801 | ||||||
FNMA POOL #BK5710 4% 04-01-2048 BEO | ** | 356,605 | ||||||
FNMA POOL #BK7608 4% 09-01-2048 BEO | ** | 4,472,657 | ||||||
FNMA POOL #BK8753 4.5% 06-01-2049 BEO | ** | 241,642 | ||||||
FNMA POOL #BK8814 4.5% 08-01-2048 BEO | ** | 246,145 | ||||||
FNMA POOL #BK9849 4% 09-01-2033 BEO | ** | 493,452 | ||||||
FNMA POOL #BL5081 2.63% DUE 05-01-2030 BEO | ** | 1,876,277 | ||||||
FNMA POOL #BL6386 2.02% DUE 08-01-2030 BEO | ** | 1,407,109 | ||||||
FNMA POOL #BM1565 3% 04-01-2047 BEO | ** | 1,499,101 | ||||||
FNMA POOL #BM1775 4.5% 07-01-2047 BEO | ** | 327,945 | ||||||
FNMA POOL #BM1948 6% 07-01-2041 BEO | ** | 297,794 | ||||||
FNMA POOL #BM3119 1.8% 02-01-2047 BEO | ** | 1,074,440 | ||||||
FNMA POOL #BM3280 4.5% 11-01-2047 BEO | ** | 2,719,531 | ||||||
FNMA POOL #BM3473 3.5% 11-01-2047 BEO | ** | 615,148 | ||||||
FNMA POOL #BM3724 3.5% 03-01-2048 BEO | ** | 6,632,597 | ||||||
FNMA POOL #BM3855 4% 03-01-2048 BEO | ** | 830,359 | ||||||
FNMA POOL #BM3904 5% 05-01-2048 BEO | ** | 414,551 | ||||||
FNMA POOL #BM4301 4% 03-01-2048 BEO | ** | 10,425,136 | ||||||
FNMA POOL #BM4676 4% 10-01-2048 BEO | ** | 1,030,584 | ||||||
FNMA POOL #BM4716 3.5% 12-01-2030 BEO | ** | 225,210 | ||||||
FNMA POOL #BM4898 4% 11-01-2038 BEO | ** | 731,716 | ||||||
FNMA POOL #BM5082 4.5% 11-01-2048 BEO | ** | 1,380,796 | ||||||
FNMA POOL #BM5184 4% 09-01-2033 BEO | ** | 899,275 | ||||||
FNMA POOL #BM5261 4% 01-01-2048 BEO | ** | 3,008,705 | ||||||
FNMA POOL #BM5568 4.5% 02-01-2049 BEO | ** | 2,151,874 | ||||||
FNMA POOL #BM6623 2.5% 10-01-2050 BEO | ** | 156,052 | ||||||
FNMA POOL #BM6912 2.5% 01-01-2052 BEO | ** | 239,413 | ||||||
FNMA POOL #BN4428 4.5% DUE 12-01-2048 REG | ** | 232,601 | ||||||
FNMA POOL #BO1858 3.0% DUE 08-01-2049 | ** | 217,978 | ||||||
FNMA POOL #BO1864 3.0% DUE 08-01-2049 REG | ** | 58,767 | ||||||
FNMA POOL #BO8932 3.0% DUE 01-01-2050 | ** | 80,641 | ||||||
FNMA POOL #BQ0254 2.0% DUE 08-01-2050 | ** | 236,482 | ||||||
FNMA POOL #BQ1528 2.0% DUE 09-01-2050 | ** | 173,161 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #BQ6617 1.5% 10-01-2051 BEO | ** | 3,852,903 | ||||||
FNMA POOL #BQ9226 2% DUE 01-01-2051 REG | ** | 409,891 | ||||||
FNMA POOL #BQ9298 2.5% 12-01-2050 | ** | 262,406 | ||||||
FNMA POOL #BR2664 2.0% 02-01-2051 | ** | 684,563 | ||||||
FNMA POOL #BR3290 2% DUE 03-01-2051 REG | ** | 768,043 | ||||||
FNMA POOL #BR4080 2.0% DUE 03-01-2051 REG | ** | 277,254 | ||||||
FNMA POOL #BR4753 2.0% DUE 03-01-2051 | ** | 277,627 | ||||||
FNMA POOL #BR5487 2.0% DUE 03-01-2051 | ** | 208,285 | ||||||
FNMA POOL #BR5589 2.0% DUE 03-01-2051 REG | ** | 201,927 | ||||||
FNMA POOL #BR6500 2.5% DUE 03-01-2051 REG | ** | 687,414 | ||||||
FNMA POOL #BR8276 2.5% DUE 04-01-2051 BEO | ** | 62,735 | ||||||
FNMA POOL #BR8518 2.0% DUE 04-01-2051 REG | ** | 193,899 | ||||||
FNMA POOL #BR9104 2.5% DUE 05-01-2051 | ** | 62,480 | ||||||
FNMA POOL #BS5754 3.9% DUE 06-01-2032 REG | ** | 95,549 | ||||||
FNMA POOL #BS5808 3.83% 07-01-2032 | ** | 95,360 | ||||||
FNMA POOL #BS5964 3.67% DUE 06-01-2032 REG | ** | 93,874 | ||||||
FNMA POOL #BS6131 3.89% 07-01-2032 | ** | 376,015 | ||||||
FNMA POOL #BS6169 4.11% 07-01-2032 | ** | 97,177 | ||||||
FNMA POOL #BS6188 4.34% DUE 07-01-2032 REG | ** | 98,922 | ||||||
FNMA POOL #BS6384 3.9% DUE 08-01-2032 BEO | ** | 93,825 | ||||||
FNMA POOL #BS6688 3.895% 10-01-2032 BEO | ** | 1,623,001 | ||||||
FNMA POOL #BS6767 4.27% DUE 10-01-2032 BEO | ** | 1,079,653 | ||||||
FNMA POOL #BS6894 4.41% 12-01-2032 | ** | 496,864 | ||||||
FNMA POOL #BS6896 4.37% 11-01-2032 BEO | ** | 495,237 | ||||||
FNMA POOL #BS6898 4.41% DUE 10-01-2032 BEO | ** | 595,212 | ||||||
FNMA POOL #BS6917 4.26% 11-01-2032 BEO | ** | 490,824 | ||||||
FNMA POOL #BS7025 4.52% 11-01-2032 BEO | ** | 501,191 | ||||||
FNMA POOL #BS7398 4.735% DUE 02-01-2033 | ** | 1,558,719 | ||||||
FNMA POOL #BT0087 2.5% 05-01-2051 | ** | 1,951,010 | ||||||
FNMA POOL #BU3608 3% 11-01-2051 BEO | ** | 154,268 | ||||||
FNMA POOL #BV9613 3% 04-01-2052 BEO | ** | 469,413 | ||||||
FNMA POOL #BV9900 4.0% DUE 05-01-2052 REG | ** | 186,948 | ||||||
FNMA POOL #BW0046 5% 07-01-2052 BEO | ** | 3,114,493 | ||||||
FNMA POOL #BW0553 3.5% 05-01-2052 BEO | ** | 454,426 | ||||||
FNMA POOL #CA0789 3.5% 11-01-2032 | ** | 580,853 | ||||||
FNMA POOL #CA0907 3.5% DUE 12-01-2047 | ** | 498,153 | ||||||
FNMA POOL #CA1551 4.0% DUE 04-01-2048 REG | ** | 106,947 | ||||||
FNMA POOL #CA1576 5.0% DUE 01-01-2048 REG | ** | 280,388 | ||||||
FNMA POOL #CA3283 4.0% 03-01-2034 | ** | 1,067,675 | ||||||
FNMA POOL #CA3285 4.0% 03-01-2034 | ** | 1,025,984 | ||||||
FNMA POOL #CA3287 4.0% 03-01-2034 | ** | 226,514 | ||||||
FNMA POOL #CA3288 4.0% 04-01-2034 | ** | 1,633,512 | ||||||
FNMA POOL #CA4346 3% DUE 10-01-2049 REG | ** | 318,496 | ||||||
FNMA POOL #CA4819 4% DUE 12-01-2049 BEO | ** | 451,573 | ||||||
FNMA POOL #CA5379 4.5% DUE 03-01-2050 BEO | ** | 638,993 | ||||||
FNMA POOL #CA5416 2.5% DUE 03-01-2050 REG | ** | 592,267 | ||||||
FNMA POOL #CA7224 2.0% 10-01-2050 | ** | 295,584 | ||||||
FNMA POOL #CA7257 2.5% DUE 10-01-2050 REG | ** | 1,096,171 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #CA9358 2.5% DUE 03-01-2041 REG | ** | 736,650 | ||||||
FNMA POOL #CB0100 2.5% DUE 04-01-2041 REG | ** | 900,448 | ||||||
FNMA POOL #CB0470 2.5% 05-01-2041 | ** | 1,368,069 | ||||||
FNMA POOL #CB1771 1.5% DUE 09-01-2051 REG | ** | 5,933,160 | ||||||
FNMA POOL #CB2858 2.5% DUE 02-01-2052 REG | ** | 2,056,779 | ||||||
FNMA POOL #CB3614 4.0% DUE 05-01-2052 REG | ** | 720,715 | ||||||
FNMA POOL #CB4508 4.5% DUE 08-01-2037 BEO | ** | 3,176,203 | ||||||
FNMA POOL #CB4510 4.5% DUE 08-01-2037 BEO | ** | 3,401,845 | ||||||
FNMA POOL #CB4755 5% 09-01-2037 BEO | ** | 2,860,011 | ||||||
FNMA POOL #CB4756 5% 09-01-2037 BEO | ** | 1,640,159 | ||||||
FNMA POOL #CB4757 5% 09-01-2037 BEO | ** | 2,778,890 | ||||||
FNMA POOL #CB4758 5% 09-01-2037 BEO | ** | 1,901,652 | ||||||
FNMA POOL #CB4759 5% 09-01-2037 BEO | ** | 1,754,142 | ||||||
FNMA POOL #CB4760 5% 09-01-2037 BEO | ** | 3,828,105 | ||||||
FNMA POOL #CB4990 4.5% 11-01-2037 BEO | ** | 1,529,524 | ||||||
FNMA POOL #CB4991 4.5% 10-01-2037 BEO | ** | 808,388 | ||||||
FNMA POOL #CB4995 4.5% 10-01-2037 BEO | ** | 1,191,579 | ||||||
FNMA POOL #CB5005 5% 10-01-2037 BEO | ** | 1,206,887 | ||||||
FNMA POOL #FM0068 3.5% 02-01-2040 BEO | ** | 497,110 | ||||||
FNMA POOL #FM0071 3.5% 02-01-2040 BEO | ** | 163,408 | ||||||
FNMA POOL #FM1245 4% 09-01-2033 BEO | ** | 4,705,716 | ||||||
FNMA POOL #FM1349 3.5% 03-01-2047 BEO | ** | 1,894,383 | ||||||
FNMA POOL #FM1467 3% 12-01-2047 BEO | ** | 1,367,172 | ||||||
FNMA POOL #FM1727 5% 09-01-2049 BEO | ** | 1,253,854 | ||||||
FNMA POOL #FM1796 3.5% 10-01-2034 BEO | ** | 48,780 | ||||||
FNMA POOL #FM2477 3% 05-01-2036 BEO | ** | 2,120,327 | ||||||
FNMA POOL #FM2479 2.5% 07-01-2033 BEO | ** | 3,407,164 | ||||||
FNMA POOL #FM2922 3% 02-01-2038 BEO | ** | 1,040,732 | ||||||
FNMA POOL #FM2972 4% 12-01-2044 BEO | ** | 5,533,986 | ||||||
FNMA POOL #FM3123 2.5% 03-01-2038 BEO | ** | 1,087,751 | ||||||
FNMA POOL #FM3141 3.5% 11-01-2048 BEO | ** | 257,730 | ||||||
FNMA POOL #FM3241 3% 03-01-2050 BEO | ** | 12,255,122 | ||||||
FNMA POOL #FM3243 3.5% 02-01-2050 BEO | ** | 116,536 | ||||||
FNMA POOL #FM3347 3.5% 05-01-2047 BEO | ** | 2,072,273 | ||||||
FNMA POOL #FM3469 3.5% 08-01-2048 BEO | ** | 1,048,366 | ||||||
FNMA POOL #FM3773 3.5% 11-01-2048 BEO | ** | 2,893,068 | ||||||
FNMA POOL #FM4252 2% 09-01-2050 BEO | ** | 185,890 | ||||||
FNMA POOL #FM4311 3% 08-01-2050 BEO | ** | 402,102 | ||||||
FNMA POOL #FM4436 4% 06-01-2034 BEO | ** | 1,583,207 | ||||||
FNMA POOL #FM4577 2.5% 10-01-2050 BEO | ** | 601,181 | ||||||
FNMA POOL #FM5280 3.5% 10-01-2050 BEO | ** | 92,951 | ||||||
FNMA POOL #FM5309 2.5% 11-01-2050 BEO | ** | 370,227 | ||||||
FNMA POOL #FM5313 2.5% 10-01-2050 BEO | ** | 877,824 | ||||||
FNMA POOL #FM5423 2.5% 01-01-2051 BEO | ** | 773,652 | ||||||
FNMA POOL #FM5743 2.5% 02-01-2051 BEO | ** | 1,589,274 | ||||||
FNMA POOL #FM5754 3.5% 03-01-2037 BEO | ** | 100,215 | ||||||
FNMA POOL #FM5783 3% 06-01-2038 BEO | ** | 605,069 | ||||||
FNMA POOL #FM5904 2.5% 02-01-2051 BEO | ** | 274,406 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #FM5940 2% 02-01-2051 BEO | ** | 1,351,327 | ||||||
FNMA POOL #FM5944 2.5% 01-01-2051 BEO | ** | 556,011 | ||||||
FNMA POOL #FM6015 3.5% 08-01-2039 BEO | ** | 155,687 | ||||||
FNMA POOL #FM6117 3% 11-01-2048 BEO | ** | 256,065 | ||||||
FNMA POOL #FM6134 3% 03-01-2040 BEO | ** | 539,668 | ||||||
FNMA POOL #FM6343 2% 03-01-2051 BEO | ** | 141,973 | ||||||
FNMA POOL #FM6400 2% 03-01-2051 BEO | ** | 924,166 | ||||||
FNMA POOL #FM6418 2% 03-01-2051 BEO | ** | 139,302 | ||||||
FNMA POOL #FM6448 2% 03-01-2051 BEO | ** | 1,080,659 | ||||||
FNMA POOL #FM6460 2.5% 03-01-2051 BEO | ** | 421,072 | ||||||
FNMA POOL #FM6555 2% 04-01-2051 BEO | ** | 984,173 | ||||||
FNMA POOL #FM7141 4% 02-01-2047 BEO | ** | 144,079 | ||||||
FNMA POOL #FM7195 2.5% 09-01-2050 BEO | ** | 370,790 | ||||||
FNMA POOL #FM7441 3% 05-01-2051 BEO | ** | 491,297 | ||||||
FNMA POOL #FM7630 2.5% 06-01-2051 BEO | ** | 357,995 | ||||||
FNMA POOL #FM7675 2.5% 06-01-2051 BEO | ** | 585,390 | ||||||
FNMA POOL #FM7676 2.5% 06-01-2051 BEO | ** | 151,170 | ||||||
FNMA POOL #FM7727 2.5% 06-01-2051 BEO | ** | 147,860 | ||||||
FNMA POOL #FM7786 4% 01-01-2049 BEO | ** | 487,307 | ||||||
FNMA POOL #FM7796 4% 06-01-2048 BEO | ** | 754,919 | ||||||
FNMA POOL #FM7869 2.5% 01-01-2051 BEO | ** | 284,014 | ||||||
FNMA POOL #FM7900 2.5% 07-01-2051 BEO | ** | 366,052 | ||||||
FNMA POOL #FM7910 2.5% 07-01-2051 BEO | ** | 537,611 | ||||||
FNMA POOL #FM7987 2% 07-01-2051 BEO | ** | 815,477 | ||||||
FNMA POOL #FM8025 2.5% 07-01-2051 BEO | ** | 226,638 | ||||||
FNMA POOL #FM8166 3% 06-01-2051 BEO | ** | 433,147 | ||||||
FNMA POOL #FM8315 2.5% 07-01-2051 BEO | ** | 238,357 | ||||||
FNMA POOL #FM8422 2.5% 08-01-2051 BEO | ** | 5,826,499 | ||||||
FNMA POOL #FM8576 3% 02-01-2050 BEO | ** | 811,964 | ||||||
FNMA POOL #FM8577 3% 08-01-2051 BEO | ** | 1,124,005 | ||||||
FNMA POOL #FM8648 3% 09-01-2051 BEO | ** | 890,351 | ||||||
FNMA POOL #FM8685 3% 09-01-2051 BEO | ** | 147,918 | ||||||
FNMA POOL #FM8786 2.5% 10-01-2051 BEO | ** | 1,853,936 | ||||||
FNMA POOL #FM8864 2.5% 10-01-2051 BEO | ** | 903,537 | ||||||
FNMA POOL #FM8977 2.5% 09-01-2051 BEO | ** | 151,580 | ||||||
FNMA POOL #FM9044 3% 10-01-2051 BEO | ** | 378,290 | ||||||
FNMA POOL #FM9174 2% 10-01-2051 BEO | ** | 151,364 | ||||||
FNMA POOL #FM9205 2.5% 04-01-2051 BEO | ** | 149,662 | ||||||
FNMA POOL #FM9335 2.5% 10-01-2051 BEO | ** | 309,256 | ||||||
FNMA POOL #FM9365 3% 11-01-2051 BEO | ** | 316,677 | ||||||
FNMA POOL #FM9387 2% 11-01-2051 BEO | ** | 456,555 | ||||||
FNMA POOL #FM9412 2.5% 11-01-2051 BEO | ** | 73,595 | ||||||
FNMA POOL #FM9489 2% 11-01-2051 BEO | ** | 151,797 | ||||||
FNMA POOL #FNAT5995 3 DUE 05-01-2043 REG | ** | 69,658 | ||||||
FNMA POOL #FP0021 4% 05-01-2031 BEO | ** | 2,867,521 | ||||||
FNMA POOL #FS0024 2.5% 09-01-2051 BEO | ** | 369,789 | ||||||
FNMA POOL #FS0028 2.5% 09-01-2051 BEO | ** | 716,136 | ||||||
FNMA POOL #FS0034 3% 12-01-2051 BEO | ** | 491,481 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #FS0037 3% 08-01-2051 BEO | ** | 289,648 | ||||||
FNMA POOL #FS0041 3% 11-01-2050 BEO | ** | 290,644 | ||||||
FNMA POOL #FS0191 2.5% 01-01-2052 BEO | ** | 398,067 | ||||||
FNMA POOL #FS0235 2.5% 01-01-2052 BEO | ** | 422,604 | ||||||
FNMA POOL #FS0240 3% 01-01-2052 BEO | ** | 492,894 | ||||||
FNMA POOL #FS0331 3% 01-01-2052 BEO | ** | 576,259 | ||||||
FNMA POOL #FS0349 2% 01-01-2052 BEO | ** | 1,315,353 | ||||||
FNMA POOL #FS0357 3% 12-01-2051 BEO | ** | 79,934 | ||||||
FNMA POOL #FS0366 2.5% 01-01-2052 BEO | ** | 324,335 | ||||||
FNMA POOL #FS0394 2% 11-01-2051 BEO | ** | 542,013 | ||||||
FNMA POOL #FS0408 3% 01-01-2052 BEO | ** | 486,383 | ||||||
FNMA POOL #FS0410 3% 02-01-2047 BEO | ** | 79,787 | ||||||
FNMA POOL #FS0424 2.5% 01-01-2052 BEO | ** | 1,684,125 | ||||||
FNMA POOL #FS0434 2.5% 11-01-2051 BEO | ** | 236,603 | ||||||
FNMA POOL #FS0483 3.5% 01-01-2052 BEO | ** | 341,136 | ||||||
FNMA POOL #FS0523 2.5% 02-01-2052 BEO | ** | 1,772,234 | ||||||
FNMA POOL #FS0534 2.5% 07-01-2051 BEO | ** | 160,161 | ||||||
FNMA POOL #FS0549 2.5% 02-01-2052 BEO | ** | 1,293,840 | ||||||
FNMA POOL #FS0551 2.5% 02-01-2052 BEO | ** | 643,229 | ||||||
FNMA POOL #FS0582 2.5% 02-01-2052 BEO | ** | 491,852 | ||||||
FNMA POOL #FS0583 2.5% 02-01-2052 BEO | ** | 487,396 | ||||||
FNMA POOL #FS0584 2% DUE 02-01-2052 BEO | ** | 233,297 | ||||||
FNMA POOL #FS0612 2% 02-01-2052 BEO | ** | 157,499 | ||||||
FNMA POOL #FS0734 2% 02-01-2052 BEO | ** | 547,659 | ||||||
FNMA POOL #FS0744 3% 02-01-2052 BEO | ** | 5,695,021 | ||||||
FNMA POOL #FS0965 2% 11-01-2051 BEO | ** | 310,299 | ||||||
FNMA POOL #FS1014 2% 02-01-2052 BEO | ** | 469,453 | ||||||
FNMA POOL #FS1015 2% 02-01-2052 BEO | ** | 1,482,484 | ||||||
FNMA POOL #FS1074 3% 03-01-2052 BEO | ** | 3,600,262 | ||||||
FNMA POOL #FS1104 2.5% 11-01-2051 BEO | ** | 232,488 | ||||||
FNMA POOL #FS1186 3.5% 01-01-2050 BEO | ** | 813,526 | ||||||
FNMA POOL #FS1201 3% 01-01-2050 BEO | ** | 853,303 | ||||||
FNMA POOL #FS1228 3% 03-01-2052 BEO | ** | 2,940,894 | ||||||
FNMA POOL #FS1289 3% 03-01-2052 BEO | ** | 1,172,026 | ||||||
FNMA POOL #FS1403 3% 01-01-2045 BEO | ** | 492,722 | ||||||
FNMA POOL #FS1427 3% 02-01-2050 BEO | ** | 402,685 | ||||||
FNMA POOL #FS1454 3.5% 04-01-2052 BEO | ** | 442,992 | ||||||
FNMA POOL #FS1462 3.5% 01-01-2052 BEO | ** | 773,607 | ||||||
FNMA POOL #FS1539 3% 11-01-2048 BEO | ** | 585,940 | ||||||
FNMA POOL #FS1553 2.5% 11-01-2050 BEO | ** | 317,227 | ||||||
FNMA POOL #FS1556 3.5% 05-01-2052 BEO | ** | 3,097,760 | ||||||
FNMA POOL #FS1726 2% 09-01-2041 BEO | ** | 559,514 | ||||||
FNMA POOL #FS1836 2.5% 05-01-2052 BEO | ** | 4,086,983 | ||||||
FNMA POOL #FS1924 2.5% 03-01-2051 BEO | ** | 1,837,604 | ||||||
FNMA POOL #FS2023 4% 05-01-2052 BEO | ** | 928,187 | ||||||
FNMA POOL #FS2528 1.5% 01-01-2051 BEO | ** | 680,607 | ||||||
FNMA POOL #FS2768 2% 01-01-2052 BEO | ** | 240,837 | ||||||
FNMA POOL #G67717 4.0% DUE 11-01-2048 REG | ** | 419,622 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #MA0006 4% 03-01-2039 BEO | ** | 4,232 | ||||||
FNMA POOL #MA0214 5% 10-01-2029 BEO | ** | 127,550 | ||||||
FNMA POOL #MA0243 5% 11-01-2029 BEO | ** | 100,836 | ||||||
FNMA POOL #MA0295 5% 01-01-2030 BEO | ** | 66,110 | ||||||
FNMA POOL #MA0320 5% 02-01-2030 BEO | ** | 38,827 | ||||||
FNMA POOL #MA0583 4% 12-01-2040 BEO | ** | 1,712 | ||||||
FNMA POOL #MA0706 4.5% 04-01-2031 BEO | ** | 56,016 | ||||||
FNMA POOL #MA0734 4.5% DUE 05-01-2031 BEO | ** | 188,526 | ||||||
FNMA POOL #MA0776 4.5% DUE 06-01-2031 BEO | ** | 193,886 | ||||||
FNMA POOL #MA0816 4.5% 08-01-2031 BEO | ** | 153,751 | ||||||
FNMA POOL #MA0913 4.5% 11-01-2031 BEO | ** | 140,544 | ||||||
FNMA POOL #MA0939 4.5% 12-01-2031 BEO | ** | 137,199 | ||||||
FNMA POOL #MA0968 4.5% 12-01-2031 BEO | ** | 31,561 | ||||||
FNMA POOL #MA1044 3% DUE 04-01-2042 BEO | ** | 46,480 | ||||||
FNMA POOL #MA1045 3% 04-01-2027 BEO | ** | 241,803 | ||||||
FNMA POOL #MA1125 4 07-01-2042 BEO | ** | 98,727 | ||||||
FNMA POOL #MA1146 4% 08-01-2042 BEO | ** | 1,116,744 | ||||||
FNMA POOL #MA1177 3.5% 09-01-2042 BEO | ** | 85,045 | ||||||
FNMA POOL #MA1177 3.5% 09-01-2042 BEO | ** | 98,129 | ||||||
FNMA POOL #MA1213 3.5% DUE 10-01-2042 BEO | ** | 81,516 | ||||||
FNMA POOL #MA1221 4.5% 09-01-2042 BEO | ** | 21,597 | ||||||
FNMA POOL #MA1253 4% 11-01-2042 BEO | ** | 335,527 | ||||||
FNMA POOL #MA1272 3% 12-01-2042 BEO | ** | 390,672 | ||||||
FNMA POOL #MA1373 3.5% 03-01-2043 BEO | ** | 226,772 | ||||||
FNMA POOL #MA1458 3% 06-01-2043 BEO | ** | 321,382 | ||||||
FNMA POOL #MA1463 3.5% 06-01-2043 BEO | ** | 522,555 | ||||||
FNMA POOL #MA1508 3.5% 07-01-2043 BEO | ** | 146,176 | ||||||
FNMA POOL #MA1510 4% 07-01-2043 BEO | ** | 161,188 | ||||||
FNMA POOL #MA1510 4% 07-01-2043 BEO | ** | 19,778 | ||||||
FNMA POOL #MA1546 3.5% DUE 08-01-2043 BEO | ** | 192,206 | ||||||
FNMA POOL #MA1547 4% 08-01-2043 BEO | ** | 140,325 | ||||||
FNMA POOL #MA1553 2.5% 08-01-2028 BEO | ** | 475,574 | ||||||
FNMA POOL #MA1582 3.5% DUE 09-01-2043 BEO | ** | 945,859 | ||||||
FNMA POOL #MA1591 4.5% 09-01-2043 BEO | ** | 112,670 | ||||||
FNMA POOL #MA1591 4.5% 09-01-2043 BEO | ** | 450,679 | ||||||
FNMA POOL #MA1629 4.5% 10-01-2043 BEO | ** | 101,118 | ||||||
FNMA POOL #MA1629 4.5% 10-01-2043 BEO | ** | 364,025 | ||||||
FNMA POOL #MA1664 4.5% 11-01-2043 BEO | ** | 229,096 | ||||||
FNMA POOL #MA1711 4.5% 12-01-2043 BEO | ** | 85,436 | ||||||
FNMA POOL #MA1711 4.5% 12-01-2043 BEO | ** | 320,386 | ||||||
FNMA POOL #MA1728 5% 11-01-2033 BEO | ** | 48,560 | ||||||
FNMA POOL #MA2110 3.5% 12-01-2034 BEO | ** | 597,702 | ||||||
FNMA POOL #MA2138 3.5% 01-01-2035 BEO | ** | 365,886 | ||||||
FNMA POOL #MA2320 3% 07-01-2035 BEO | ** | 184,365 | ||||||
FNMA POOL #MA2373 2.5% 08-01-2030 BEO | ** | 51,551 | ||||||
FNMA POOL #MA2516 3% 01-01-2046 BEO | ** | 275,945 | ||||||
FNMA POOL #MA2523 3% 02-01-2036 BEO | ** | 731,668 | ||||||
FNMA POOL #MA2579 3% 04-01-2036 BEO | ** | 559,980 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #MA2670 3% 07-01-2046 BEO | ** | 864,285 | ||||||
FNMA POOL #MA2672 3% 07-01-2036 BEO | ** | 2,119,678 | ||||||
FNMA POOL #MA2707 3% 08-01-2036 BEO | ** | 4,513,854 | ||||||
FNMA POOL #MA2728 2.5% 08-01-2031 BEO | ** | 385,242 | ||||||
FNMA POOL #MA2749 2.5% 09-01-2036 BEO | ** | 728,779 | ||||||
FNMA POOL #MA2773 3% 10-01-2036 BEO | ** | 2,390,453 | ||||||
FNMA POOL #MA2798 2.5% 10-01-2031 BEO | ** | 147,140 | ||||||
FNMA POOL #MA2806 3% DUE 11-01-2046 REG | ** | 770,444 | ||||||
FNMA POOL #MA2832 3% 12-01-2036 BEO | ** | 2,159,876 | ||||||
FNMA POOL #MA2863 3% DUE 01-01-2047 BEO | ** | 2,416,615 | ||||||
FNMA POOL #MA2913 2.5% 02-01-2032 BEO | ** | 118,032 | ||||||
FNMA POOL #MA2930 4% 03-01-2047 BEO | ** | 103,743 | ||||||
FNMA POOL #MA2960 4% 04-01-2047 BEO | ** | 617,020 | ||||||
FNMA POOL #MA2995 4% 05-01-2047 BEO | ** | 511,221 | ||||||
FNMA POOL #MA3058 4% 07-01-2047 BEO | ** | 79,332 | ||||||
FNMA POOL #MA3182 3.5% 11-01-2047 BEO | ** | 1,862,970 | ||||||
FNMA POOL #MA3183 4% 11-01-2047 BEO | ** | 171,436 | ||||||
FNMA POOL #MA3210 3.5% 12-01-2047 BEO | ** | 34,624 | ||||||
FNMA POOL #MA3211 4% DUE 12-01-2047 BEO | ** | 399,884 | ||||||
FNMA POOL #MA3239 4% 01-01-2048 BEO | ** | 903,203 | ||||||
FNMA POOL #MA3305 3.5% 03-01-2048 BEO | ** | 11,076,897 | ||||||
FNMA POOL #MA3310 4% 03-01-2038 BEO | ** | 2,006 | ||||||
FNMA POOL #MA3333 4% 04-01-2048 BEO | ** | 70,664 | ||||||
FNMA POOL #MA3356 3.5% 05-01-2048 BEO | ** | 2,740,621 | ||||||
FNMA POOL #MA3383 3.5% 06-01-2048 BEO | ** | 9,496,347 | ||||||
FNMA POOL #MA3385 4.5% 06-01-2048 BEO | ** | 475,839 | ||||||
FNMA POOL #MA3442 3.5% 08-01-2048 BEO | ** | 1,012,075 | ||||||
FNMA POOL #MA3564 4.5% 01-01-2049 BEO | ** | 227,638 | ||||||
FNMA POOL #MA3879 4.5% 12-01-2049 BEO | ** | 1,772,931 | ||||||
FNMA POOL #MA3897 3% 01-01-2035 BEO | ** | 1,387,254 | ||||||
FNMA POOL #MA3937 3% 02-01-2050 BEO | ** | 2,081,203 | ||||||
FNMA POOL #MA3945 4.5% DUE 02-01-2050 BEO | ** | 1,134,797 | ||||||
FNMA POOL #MA3960 3% 03-01-2050 BEO | ** | 1,179,894 | ||||||
FNMA POOL #MA4093 2% 08-01-2040 BEO | ** | 1,076,972 | ||||||
FNMA POOL #MA4119 2% 09-01-2050 BEO | ** | 4,623,686 | ||||||
FNMA POOL #MA4120 2.5% 09-01-2050 BEO | ** | 149,855 | ||||||
FNMA POOL #MA4128 2% 09-01-2040 BEO | ** | 976,714 | ||||||
FNMA POOL #MA4157 1.5% 10-01-2050 BEO | ** | 616,050 | ||||||
FNMA POOL #MA4158 2% DUE 10-01-2050 BEO | ** | 7,985,307 | ||||||
FNMA POOL #MA4181 1.5% 11-01-2050 BEO | ** | 1,336,777 | ||||||
FNMA POOL #MA4182 2% 11-01-2050 BEO | ** | 4,520,066 | ||||||
FNMA POOL #MA4208 2% 12-01-2050 BEO | ** | 5,885,844 | ||||||
FNMA POOL #MA4209 1.5% 12-01-2050 BEO | ** | 10,822,955 | ||||||
FNMA POOL #MA4232 2% 01-01-2041 BEO | ** | 268,702 | ||||||
FNMA POOL #MA4237 2% DUE 01-01-2051 BEO | ** | 3,463,580 | ||||||
FNMA POOL #MA4255 2% 02-01-2051 BEO | ** | 15,042,828 | ||||||
FNMA POOL #MA4268 2% 02-01-2041 BEO | ** | 2,652,140 | ||||||
FNMA POOL #MA4280 1.5% 03-01-2051 BEO | ** | 2,915,892 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA POOL #MA4281 2% 03-01-2051 BEO | ** | 712,193 | ||||||
FNMA POOL #MA4306 2.5% 04-01-2051 BEO | ** | 12,616,278 | ||||||
FNMA POOL #MA4325 2% DUE 04-01-2051 BEO | ** | 4,184,387 | ||||||
FNMA POOL #MA4333 2% 05-01-2041 BEO | ** | 6,478,195 | ||||||
FNMA POOL #MA4364 2% 06-01-2041 BEO | ** | 1,325,329 | ||||||
FNMA POOL #MA4377 1.5% 07-01-2051 BEO | ** | 10,775,480 | ||||||
FNMA POOL #MA4380 3% 07-01-2051 BEO | ** | 395,956 | ||||||
FNMA POOL #MA4398 2% 07-01-2051 BEO | ** | 1,625,667 | ||||||
FNMA POOL #MA4399 2.5% 08-01-2051 BEO | ** | 1,629,369 | ||||||
FNMA POOL #MA4414 2.5% 09-01-2051 BEO | ** | 860,301 | ||||||
FNMA POOL #MA4437 2% 10-01-2051 BEO | ** | 4,085,104 | ||||||
FNMA POOL #MA4438 2.5% 10-01-2051 BEO | ** | 446,739 | ||||||
FNMA POOL #MA4474 2% 11-01-2041 BEO | ** | 77,037 | ||||||
FNMA POOL #MA4501 2% 12-01-2041 BEO | ** | 156,286 | ||||||
FNMA POOL #MA4512 2.5% DUE 01-01-2052 BEO | ** | 1,230,736 | ||||||
FNMA POOL #MA4539 1.5% 02-01-2042 BEO | ** | 388,798 | ||||||
FNMA POOL #MA4540 2% 02-01-2042 BEO | ** | 316,986 | ||||||
FNMA POOL #MA4563 2.5% 03-01-2052 BEO | ** | 423,522 | ||||||
FNMA POOL #MA4578 2.5% DUE 04-01-2052 BEO | ** | 6,762,320 | ||||||
FNMA POOL #MA4600 3.5% 05-01-2052 BEO | ** | 907,176 | ||||||
FNMA POOL #MA4618 4% 04-01-2052 BEO | ** | 458,370 | ||||||
FNMA POOL #MA4624 3% 06-01-2052 BEO | ** | 940,455 | ||||||
FNMA POOL #MA4625 3.5% 06-01-2052 BEO | ** | 4,535,767 | ||||||
FNMA POOL #MA4653 3% 07-01-2052 BEO | ** | 6,090,392 | ||||||
FNMA POOL #MA4654 3.5% 07-01-2052 BEO | ** | 7,670,237 | ||||||
FNMA POOL #MA4686 5% 06-01-2052 BEO | ** | 1,463,539 | ||||||
FNMA POOL #MA4737 5% 08-01-2052 BEO | ** | 477,792 | ||||||
FNMA POOL #MA4807 5.5% 11-01-2052 BEO | ** | 1,006,991 | ||||||
FNMA POOL AM8674 2.81% 04-01-2025 | ** | 162,811 | ||||||
FNMA POOL AT3389 3 DUE 08-01-2043 REG | ** | 174,026 | ||||||
FNMA POOL AU4346 3.5 DUE 07-01-2043 REG | ** | 314,850 | ||||||
FNMA POOL CA0243 4.5% DUE 08-01-2047 | ** | 120,028 | ||||||
FNMA POOL#CA1535 3.5% 02-01-2048 REG | ** | 4,382,258 | ||||||
FNMA PREASSIGN 00800 5.5 03-25-2033 | ** | 33,927 | ||||||
FNMA REMIC 2004-40 CL-FY FRN 05-25-2034 | ** | 665,849 | ||||||
FNMA REMIC 2017-77 CL-CA 2.0% DUE 10-25-2047 | ** | 608,563 | ||||||
FNMA REMIC SER 2015-M7 CLS A2 2.59% 12-25-2024 | ** | 804,743 | ||||||
FNMA REMIC SER 03-85 CL PZ 5% 09-25-2033REG | ** | 1,397,247 | ||||||
FNMA REMIC SER 07-15 CL BF FLTG 03-25-2037 | ** | 1,750,587 | ||||||
FNMA REMIC SER 10-21 CL FA FLTG 03-25-2040 | ** | 1,957,415 | ||||||
FNMA REMIC SER 12-128 CL JC 1.5% 09-25-2042 | ** | 1,169,219 | ||||||
FNMA REMIC SER 12-20 CL-BD 2.0% 01-25-2031 | ** | 1,148,725 | ||||||
FNMA REMIC SER 13-129 CL WT 2.5% DUE 11-25-2027 | ** | 6,841 | ||||||
FNMA REMIC SER 13-135 CL GA 3.0% 07-25-2032 | ** | 90,055 | ||||||
FNMA REMIC SER 13-37 CL JA 1.75% DUE 06-25-2042 | ** | 141,240 | ||||||
FNMA REMIC SER 16-49 CL-BA 2.5% 11-25-2041 | ** | 273,312 | ||||||
FNMA REMIC SER 16-60 CL Q 1.75% 09-25-2046 | ** | 729,515 | ||||||
FNMA REMIC SER 2003-W1 CL IA-1 4.82708 12-25-2042 | ** | 59,040 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA REMIC SER 2003-W15 CL 1A1 6.5 07-25-2043 | ** | 28,914 | ||||||
FNMA REMIC SER 2005-70 CL NA 5.5 08-25-2035 | ** | 14,185 | ||||||
FNMA REMIC SER 2005-83 CL LA 5.5 10-25-2035 | ** | 1,488,930 | ||||||
FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-2037 | ** | 117,433 | ||||||
FNMA REMIC SER 2013-133 CL-LA 3.0% 01-25-2033 | ** | 301,794 | ||||||
FNMA REMIC SER 2013-9 CL CB 5.50 04-25-2042 | ** | 1,548,517 | ||||||
FNMA REMIC SER 2014-87 CL-JB 3.0% 01-25-2045 | ** | 467,014 | ||||||
FNMA REMIC SER 2014-M1 CL A2 FLTG RT 07-25-2023 | ** | 94,607 | ||||||
FNMA REMIC SER 2015-33 CL-P 2.5% DUE 06-25-2045 | ** | 774,939 | ||||||
FNMA REMIC SER-2018-MP CL-APT2 VAR 04-25-2028 | ** | 155,144 | ||||||
FNMA REMIC SR 12-128 CL QC 1.75% 06-25-2042 | ** | 169,871 | ||||||
FNMA REMIC SR 12-146 CL KC 2.0% 11-25-2042 | ** | 144,270 | ||||||
FNMA REMIC SR 13-129 CL CE 2.5% 10-25-2031 | ** | 64,824 | ||||||
FNMA REMIC SR 2009-88 CL-MA 4.5% 10-25-2039 | ** | 24,016 | ||||||
FNMA REMIC SR 2014-6 CL-Z 2.5 02-25-2044 | ** | 2,308,387 | ||||||
FNMA REMIC SR 2017-46 CLLB 3.5 12-25-2052 | ** | 214,424 | ||||||
FNMA REMIC SR 2018-21 CL CA 3.5% 04-25-2045 | ** | 1,083,002 | ||||||
FNMA REMIC SR 2019-M19 CL A2 2.56% 12-31-2049 | ** | 426,368 | ||||||
FNMA REMIC TR 18-35 CL-EA 3.0% 05-25-2048 | ** | 4,025,685 | ||||||
FNMA REMIC TR 1994-29 CL Z 6.5 02-25-2024 | ** | 3,151 | ||||||
FNMA REMIC TR 2001-81 CL-HE 6.5 01-25-2032 | ** | 183,547 | ||||||
FNMA REMIC TR 2004-38 CL-FK FLTG RATE 05-25-2034 | ** | 89,283 | ||||||
FNMA REMIC TR 2004-W1 CL-1A7 5.681 11-25-2043 | ** | 152,323 | ||||||
FNMA REMIC TR 2005-64 CL-PL 5.5% 07-25-2035 | ** | 212,591 | ||||||
FNMA REMIC TR 2005-84 CL-XM 5.75 10-25-2035 | ** | 452,808 | ||||||
FNMA REMIC TR 2006-30 CL-KF VAR RATE 05-25-2036 | ** | 32,153 | ||||||
FNMA REMIC TR 2006-48 CL-TF VAR RATE 06-25-2036 | ** | 12,125 | ||||||
FNMA REMIC TR 2006-9 CL-KZ 6 03-25-2036 | ** | 78,401 | ||||||
FNMA REMIC TR 2007-100 CL-YF FLT RATE DUE 10-25-2037 | ** | 209,282 | ||||||
FNMA REMIC TR 2009-19 CL-PW 4.5 10-25-2036 | ** | 1,207,180 | ||||||
FNMA REMIC TR 2009-29 CL-LA VAR RATE 05-25-2039 | ** | 366,238 | ||||||
FNMA REMIC TR 2009-62 CL-HJ 6 05-25-2039 | ** | 17,078 | ||||||
FNMA REMIC TR 2009-73 CL-AB 4.0% 09-25-2029 | ** | 1,009,315 | ||||||
FNMA REMIC TR 2009-87 CL-NF VAR RATE 11-25-2039 | ** | 418,986 | ||||||
FNMA REMIC TR 2009-W1 CL-A 6.0% DUE 12-25-2049 REG | ** | 27,330 | ||||||
FNMA REMIC TR 2010-107 CL-KF FLTG RATE 03-25-2036 | ** | 89,183 | ||||||
FNMA REMIC TR 2010-115 CL-FD VAR 4.90586% 11-25-2039 | ** | 604,024 | ||||||
FNMA REMIC TR 2010-134 CL-KZ PRIN ONLY 4.5 12-25-2040 | ** | 179,323 | ||||||
FNMA REMIC TR 2010-135 CL-BM 4.0% DUE 12-25-2040 | ** | 797,686 | ||||||
FNMA REMIC TR 2010-26 CL-F FLTG RATE DUE 11-25-2036 | ** | 1,864,741 | ||||||
FNMA REMIC TR 2010-43 CL-MC 3.5 DUE 05-25-2040 REG | ** | 9,930 | ||||||
FNMA REMIC TR 2011-44 CL-EB 3 05-25-2026 | ** | 159,964 | ||||||
FNMA REMIC TR 2012-33 CL-CD 2.0% DUE 03-25-2027 | ** | 383,402 | ||||||
FNMA REMIC TR 2012-54 CL-WA 3.0% DUE 04-25-2032 REG | ** | 55,412 | ||||||
FNMA REMIC TR 2012-68 CL-NA 2 DUE 03-25-2042 REG | ** | 430,196 | ||||||
FNMA REMIC TR 2012-90 CL-DA 1.5 03-25-2042 | ** | 72,715 | ||||||
FNMA REMIC TR 2013-115 CL-DZ 3% 10-25-2033 | ** | 2,031,942 | ||||||
FNMA REMIC TR 2013-118 CL-YA 3.0% DUE 07-25-2028 | ** | 39,674 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA REMIC TR 2013-126 CL-EZ PRIN ONLY 301-25-2038 | ** | 3,541,933 | ||||||
FNMA REMIC TR 2013-15 CL-CP 1.75 % 04-25-2041 | ** | 787,399 | ||||||
FNMA REMIC TR 2013-20 CL-YC 1.75% 03-25-2042 | ** | 918,118 | ||||||
FNMA REMIC TR 2013-57 CL-DG 3.5 06-25-2028 | ** | 140,835 | ||||||
FNMA REMIC TR 2013-58 CL-KJ 3 DUE 02-25-2043 | ** | 2,210,783 | ||||||
FNMA REMIC TR 2013-59 CL-HC 1.5 06-25-2028 | ** | 124,242 | ||||||
FNMA REMIC TR 2013-6 CL-NE 2.0% DUE 11-25-2032 REG | ** | 122,916 | ||||||
FNMA REMIC TR 2013-86 CL-LC 3 02-25-2043 | ** | 267,798 | ||||||
FNMA REMIC TR 2013-90 CL-PD 3% 09-25-2042 | ** | 1,019,985 | ||||||
FNMA REMIC TR 2013-93 CL-PJ 3 07-25-2042 REG | ** | 631,794 | ||||||
FNMA REMIC TR 2013-96 CL-FY VAR RATE 07-25-2042 | ** | 1,785,080 | ||||||
FNMA REMIC TR 2013-M6 CL-1AC VAR RATE DUE 02-25-2043 | ** | 91,844 | ||||||
FNMA REMIC TR 2014-26 CL-HC 2.5 02-25-2028 | ** | 69,060 | ||||||
FNMA REMIC TR 2014-32 CL-DK 3.0% 08-25-2043 | ** | 327,081 | ||||||
FNMA REMIC TR 2015-53 CL-MA 2.5 06-25-2045 | ** | 895,890 | ||||||
FNMA REMIC TR 2015-79 CL-FE VAR RATE 11-25-2045 | ** | 116,337 | ||||||
FNMA REMIC TR 2016-10 CL-MA 1.5 10-25-2044 | ** | 224,293 | ||||||
FNMA REMIC TR 2016-100 CL-WF VAR RATE 01-25-2047 | ** | 1,971,087 | ||||||
FNMA REMIC TR 2016-12 CL-EG 2 05-25-2032 | ** | 486,546 | ||||||
FNMA REMIC TR 2016-14 CL-PN 4% 01-25-2046 | ** | 563,443 | ||||||
FNMA REMIC TR 2016-25 CL-A 3% 11-25-2042 | ** | 203,451 | ||||||
FNMA REMIC TR 2016-3 CL-HB 2% 10-25-2031 | ** | 638,125 | ||||||
FNMA REMIC TR 2016-75 CL-LA 2.5% DUE 05-25-2045 REG | ** | 587,694 | ||||||
FNMA REMIC TR 2016-84 CL-DF VAR RATE 11-25-2046 | ** | 1,369,445 | ||||||
FNMA REMIC TR 2016-97 CL-CF VAR RATE 12-25-2056 | ** | 399,180 | ||||||
FNMA REMIC TR 2020-56 CL-AQ 2% 08-25-2050 | ** | 1,728,628 | ||||||
FNMA REMIC TR 2020-77 CL-DP .75% 11-25-2050 | ** | 4,006,171 | ||||||
FNMA REMIC TR 2021-M900 CL-A1 .833% 12-25-2030 | ** | 1,633,865 | ||||||
FNMA REMIC TR 2022-M8 CL-A1 VAR 1.93668%12-25-2031 | ** | 1,764,433 | ||||||
FNMA REMIC TR SER 06-106 CL FC FLTG DUE 11-25-2036 REG | ** | 435,272 | ||||||
FNMA REMIC TR SER 13-99 CL BD 2% 08-25-2041 | ** | 205,312 | ||||||
FNMA REMIC TR SER 1994-15 CL ZK 5.5 GTD MTG PASS THRU CTF DUE 02-25-2024 REG | ** | 21,428 | ||||||
FNMA REMIC TR SER 2013-12 CL-P 1.75% DUE 11-25-2041 REG | ** | 734,838 | ||||||
FNMA REMIC TR SR 12-128 CL WB 1.5% 10-25-2032 | ** | 816,223 | ||||||
FNMA REMIC TR SR 2010-130 CL-EF VAR RATE 11-25-2040 | ** | 76,783 | ||||||
FNMA REMIC TR SR 2010-135 CL-CA 2.0% 04-25-2040 | ** | 77,886 | ||||||
FNMA SER 07-15 CL CF FLT RT DUE 03-25-2037 REG | ** | 152,222 | ||||||
FNMA SER 10-118 CLS FN VAR RT 10-25-2040 | ** | 5,286,007 | ||||||
FNMA SER 10-57 CL HA 3.5% 02-25-2040 | ** | 48,500 | ||||||
FNMA SER 12-139 CL CA 2.0% 11-25-2042 REG | ** | 514,000 | ||||||
FNMA SER 12-35 CL PL 2.0% DUE 11-25-2041 REG | ** | 135,147 | ||||||
FNMA SER 12-68 CLS CA 1.5 05-25-2031 | ** | 308,368 | ||||||
FNMA SER 12-93 CL FL FLTG DUE 09-25-2032 BEO | ** | 804,283 | ||||||
FNMA SER 13-137 CL BA 1.5% 01-25-2029 | ** | 709,998 | ||||||
FNMA SER 13-4 CLS GB 3.92 02-25-2043 | ** | 387,182 | ||||||
FNMA SER 13-44 CLS PB 1.75% DUE 01-25-2043 | ** | 418,207 | ||||||
FNMA SER 13-6 CLS NC 1.5% 11-25-2032 | ** | 851,222 | ||||||
FNMA SER 14-35 CLS CA 3.5 06-25-2044 | ** | 833,051 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA SER 14-67 CL HC 3.0% 03-25-2044 | ** | 24,220 | ||||||
FNMA SER 15-79 CLS FA FLTG 11-25-2045 | ** | 7,569,245 | ||||||
FNMA SER 16-2 CLS HA 3 12-25-2041 | ** | 347,060 | ||||||
FNMA SER 16-8 CLS HA 3.0% 06-25-2027 | ** | 159,085 | ||||||
FNMA SER 18-70 CLS HA 3.5% 10-25-2056 | ** | 5,330,272 | ||||||
FNMA SER 19-28 CL FJ FLTG DUE 06-25-2059 REG | ** | 1,816,055 | ||||||
FNMA SER 2010-54 CL FT FRN 04-25-2037 | ** | 1,182,985 | ||||||
FNMA SER 2010-58 CL NK 3% 05-25-2040 | ** | 7,868 | ||||||
FNMA SER 2010-64 CL DM 05/01/2010 5 06/25/2040 | ** | 80,720 | ||||||
FNMA SER 2011-146 CL NB 4 09-25-2041 | ** | 15,395 | ||||||
FNMA SER 2011-4 CL PK 3.0% 04-25-2040 | ** | 17,634 | ||||||
FNMA SER 2012-102 CL GA 1.375 DUE 09-25-2027 REG | ** | 965,105 | ||||||
FNMA SER 2012-145 CL DC 1.5 DUE 01-25-2028 | ** | 184,847 | ||||||
FNMA SER 2012-28 CL B 6.5 06-25-2039 | ** | 11,899 | ||||||
FNMA SER 2013-23 CL-NH 2% 03-25-2028 | ** | 214,540 | ||||||
FNMA SER 2013-9 CL BC 6.5 07-25-2042 | ** | 776,858 | ||||||
FNMA SER 2016-76 CL-ME 3.0% 01-25-2046 | ** | 1,683,655 | ||||||
FNMA SER 2017-M12 CL A2 FLTG RT 06-25-2027 | ** | 247,352 | ||||||
FNMA SER 2017-M5 CL A2 3.303% 04-25-2029 | ** | 180,832 | ||||||
FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG | ** | 466,098 | ||||||
FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG | ** | 222,836 | ||||||
FNMA SER 2018-17 CL EA 3.5% DUE 11-25-2047 | ** | 343,253 | ||||||
FNMA SER 2018-M10 CLS A1 VAR RT 07-25-2028 | ** | 667,051 | ||||||
FNMA SER 2018-M3 CL A2 3.1935% 02-25-2030 | ** | 279,778 | ||||||
FNMA SER 2018-M4 CL A2 VAR RT DUE 03-25-2028 REG | ** | 403,574 | ||||||
FNMA SER 2019-M25 CLS A1 2.142 09-25-2029 | ** | 1,467,769 | ||||||
FNMA SER 2019-M4 CL A2 3.61% 02-25-2031 REG | ** | 377,189 | ||||||
FNMA SER 20-37 CL FH FLTG RT 06-25-2050 | ** | 1,410,244 | ||||||
FNMA SER 21-M2G CL A1 1.198% 03-25-2031 REG | ** | 5,613,976 | ||||||
FNMA SER 3877 CL FA VAR RT 11-15-2040 | ** | 64,406 | ||||||
FNMA SER 4544 CL CA 3.5 06-15-2042 | ** | 68,205 | ||||||
FNMA SERIES 2013-96 CLASS YA 3.5 09-25-2038 | ** | 23,683 | ||||||
FNMA SR 05-79 CL UC 5.75 09-25-2035 | ** | 1,228,388 | ||||||
FNMA SR 06-101 CL FC VAR RT 07-25-2036 | ** | 110,772 | ||||||
FNMA SR 12-107 CL-AJ 1.75 12-25-2031 | ** | 440,963 | ||||||
FNMA SR 13-54 CL-CA 3.0% 06-25-2033 | ** | 2,547,547 | ||||||
FNMA SR 15-65 CL CZ 3.5 09-25-2045 | ** | 549,704 | ||||||
FNMA SR 17-86 CL AF VAR RT 11-25-2057 | ** | 10,406,538 | ||||||
FNMA SR 19-60 CL BA 2.5% 10-25-2049 | ** | 106,713 | ||||||
FNMA SR 1993-G31 CL-PW 7.0% 09-25-2023 | ** | 163,022 | ||||||
FNMA SR 2013-104 CL-ZT 3.0% 10-25-2033 | ** | 2,683,712 | ||||||
FNMA SR 2013-26 CL-JD 3.0% 04-25-2033 | ** | 1,664,345 | ||||||
FNMA SR 2017-30 CL-VG 3 06-25-2030 | ** | 757,357 | ||||||
FNMA SR 2017-M7 CL A2 VAR RT 02-25-2027 | ** | 188,008 | ||||||
FNMA SR 2019-M21 CL 2A1 2.0% 01-25-2030 | ** | 1,730,093 | ||||||
FNMA TRANCHE 00766 2.25 12-25-2032 | ** | 452,686 | ||||||
FNMA TRANCHE 05-25-2027 | ** | 322,485 | ||||||
FNMA TRANCHE 05-25-2027 | ** | 167,525 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FNMA TRANCHE 12-25-2026 | ** | 350,826 | ||||||
FNMA TRANCHE 2.15656 10-25-2023 | ** | 451,406 | ||||||
FNMA TRANCHE 2.875% 09-12-2023 | ** | 394,859 | ||||||
FNMA TRANCHE 3 01-25-2046 | ** | 164,789 | ||||||
FNMA TRANCHE 3.5 10-25-2042 | ** | 315,804 | ||||||
FNMA TRANCHE SER 2013-1 CL LA 1.25 02-25-2028 | ** | 1,006,043 | ||||||
FNMA TRANCHE SER 2018-57 CL QA 4.5% DUE 05-25-2046 REG | ** | 303,482 | ||||||
FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-2044 | ** | 14,371 | ||||||
FOCUS FINL PARTNERS INC CL A CL A | ** | 1,405,079 | ||||||
FOMENTO ECONOMICO MEXICANO S A B DE C V 3.5% DUE 01-16-2050 | ** | 147,275 | ||||||
FOOT LOCKER INC COM | ** | 1,824,879 | ||||||
FORD CR AUTO LEASE .24% DUE 04-15-2024 | ** | 614,728 | ||||||
FORD CR AUTO LEASE .26% DUE 02-15-2024 | ** | 83,782 | ||||||
FORD CR AUTO LEASE 2.78% DUE 10-15-2024 | ** | 3,846,958 | ||||||
FORD CR AUTO OWNER 1.53% DUE 05-15-2034 | ** | 434,018 | ||||||
FORD CR AUTO OWNER 1.61% DUE 10-17-2033 | ** | 636,299 | ||||||
FORD CR AUTO OWNER 1.91% DUE 05-15-2034 | ** | 1,032,600 | ||||||
FORD CR AUTO OWNER TR SER 2021-A CL C .83% DUE 08-15-2028 REG | ** | 906,424 | ||||||
FORD CR AUTO OWNER TR SER 20-A CL A3 1.04% 08-15-2024 | ** | 584,600 | ||||||
FORD CR FLOORPLAN MASTER OWNER TR A SER 20-2 CL A 1.06% DUE 09-15-2027 REG | ** | 927,326 | ||||||
FORD CREDIT AUTO OWNER TRUST SER 22-D CL A3 5.27% DUE 05-17-2027 REG | ** | 4,405,899 | ||||||
FORD FNDTN 2.815% DUE 06-01-2070 | ** | 138,432 | ||||||
FORD MOTOR CR CO LLC 1% EMTN 10/02/2023 DUAL CURR 1.744% DUE 07-19-2024 | ** | 1,532,764 | ||||||
FORD MOTOR CREDIT CO LLC 2.748% DUE 06-14-2024 | ** | 113,992 | ||||||
FORD MTR CR CO LLC 4.134% DUE 08-04-2025 | ** | 374,396 | ||||||
FORD MTR CR CO LLC 3.37% DUE 11-17-2023 | ** | 195,176 | ||||||
FORD MTR CR CO LLC 4.125% DUE 08-17-2027 | ** | 358,000 | ||||||
FORD MTR CR CO LLC 4.389% DUE 01-08-2026 | ** | 1,494,888 | ||||||
FORD MTR CR CO LLC FIXED 0% DUE 03-06-2024 | ** | 419,429 | ||||||
FORGEROCK INC CL A CL A | ** | 191,314 | ||||||
FORMFACTOR INC COM STK | ** | 500,775 | ||||||
FORMOSA ADVANCED T TWD10 | ** | 53,583 | ||||||
FORMOSAN RUBBER GP TWD10 | ** | 121,716 | ||||||
FORMULA SYST(1985) ILS1 | ** | 218,497 | ||||||
FORTERRA PLC ORD GBP0.01 | ** | 224,210 | ||||||
FORTINET INC COM | ** | 482,104 | ||||||
FORTIS INC 3.055% DUE 10-04-2026 | ** | 278,623 | ||||||
FORTNOX AK | ** | 234,269 | ||||||
FORTUNE BRANDS INNOVATIONS INC USD0.01 | ** | 1,524,894 | ||||||
FOX CORP 4.03% DUE 01-25-2024 | ** | 4,526,210 | ||||||
FOX CORP 4.709% 01-25-2029 | ** | 271,154 | ||||||
FOX CORP CL A CL A | ** | 5,602,901 | ||||||
FOX CORP CL B CL B | ** | 74,027 | ||||||
FOX CORP FIXED 3.05% DUE 04-07-2025 | ** | 2,750,369 | ||||||
FRANCE(GOVT OF) 0.5% SNR 25/05/72 EUR1'REGS | ** | 40,540 | ||||||
FRANCE(GOVT OF) 0.75% SNR 25/05/2052 EUR1 | ** | 890,258 | ||||||
FRANCE(GOVT OF) 2% SNR 25/05/2048 EUR1 | ** | 417,835 | ||||||
FRANCE(GOVT OF) 3.25% SNR 25/05/2045 EUR1 | ** | 106,263 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
FRANCE(GOVT OF) IDX/LKD SNR 25/07/2024 EUR1 | ** | 2,174,484 | ||||||
FRANCE(GOVT OF) IDX/LKD SNR 25/07/2031 EUR1 | ** | 472,455 | ||||||
FRANKLIN COVEY CO COM | ** | 963,181 | ||||||
FRASERS GROUP PLC | ** | 60,587 | ||||||
FREDDIE MAC .6% 09-30-2025 | ** | 23,488,703 | ||||||
FREDDIE MAC 01/02/2051 2% 02-01-2051 | ** | 316,121 | ||||||
FREDDIE MAC 2% 02-01-2051 | ** | 180,788 | ||||||
FREDDIE MAC 3% 01/06/2050 3% 06-01-2050 | ** | 372,549 | ||||||
FREDDIE MAC 4.5% 01/01/2040 4.5% 01-01-2040 | ** | 2,089,237 | ||||||
FREDDIE MAC FR RA6107 2.5% 10-01-2051 | ** | 846,749 | ||||||
FREDDIE MAC FR SD1630 5% 09-01-2052 | ** | 495,752 | ||||||
FREDDIE MAC POOL #G08847 4% 11-01-2048 BEO | ** | 7,238,965 | ||||||
FREDDIE MAC POOL #SD1749 2.5% 04-01-2052 | ** | 338,295 | ||||||
FREDDIE MAC QB1397 2.5% 07-01-2050 | ** | 107,456 | ||||||
FREDDIE MAC SER 3914 CL NA 4.0% 06-15-2039 | ** | 258,365 | ||||||
FREDDIE MAC SER 4000 CL PJ 3.0% 01-15-2042 | ** | 28,118 | ||||||
FREDDIE MAC SER 4102 CL CE 1.5% 11-15-2040 | ** | 244,559 | ||||||
FREDDIE MAC SER 4161 CL MA 3% 11-15-2039 | ** | 13,201 | ||||||
FREDDIE MAC STACR REMIC TR 2021-DNA6 NT CL M-2 144A 5.81011% 10-25-2041 | ** | 1,415,454 | ||||||
FREDDIE MAC STACR REMIC TRUST 3% 01-01-2052 | ** | 167,979 | ||||||
FREED ABS TR 4.5% DUE 08-20-2029 | ** | 830,384 | ||||||
FREMF 2015-K45 MTG FLTG RT 3.61001% DUE 04-25-2048 | ** | 567,999 | ||||||
FREMF 2015-K45 MTG FLTG RT 3.61001% DUE 04-25-2048 | ** | 284,000 | ||||||
FREMF 2015-K46 MTG FLTG RT 3.69813% DUE 04-25-2048 | ** | 1,885,056 | ||||||
FRESHPET INC COM | ** | 541,051 | ||||||
FRONTIER MANAGEMEN NPV | ** | 58,298 | ||||||
FS KKR CAP CORP 1.65% 10-12-2024 | ** | 1,533,321 | ||||||
FS KKR CAP CORP COM NEW COM NEW | ** | 620,148 | ||||||
FS KKR CAP CORP SR NT 3.125% 10-12-2028 | ** | 3,230,783 | ||||||
FUFENG GROUP LTD | ** | 324,377 | ||||||
FUJI CORP(RETAIL) NPV | ** | 29,320 | ||||||
FUJI MACHINE MFG NPV | ** | 71,674 | ||||||
FUJIKURA COMPOSITES INC | ** | 117,632 | ||||||
FUJIKURA NPV | ** | 682,548 | ||||||
FUKUYAMA TRANSPORT NPV | ** | 92,918 | ||||||
FULGENT SUN INTERN TWD10 | ** | 64,290 | ||||||
FULLER H B CO COM | ** | 5,579,270 | ||||||
FURYU CORPORATION NPV | ** | 111,421 | ||||||
FUSHENG PRECISION TWD10 | ** | 287,648 | ||||||
FUT CALL FEB 23 EURX EUR-BUND 14600 | ** | 21 | ||||||
FUYO GENERAL LEASE NPV | ** | 58,797 | ||||||
G5 ENTERTAINMENT NPV | ** | 237,428 | ||||||
GABIA INC KRW500 | ** | 31,457 | ||||||
GAKKEN HOLDINGS CO LTD NPV | ** | 99,275 | ||||||
GALAXY ENTERTAINME NPV | ** | 753,676 | ||||||
GALP ENERGIA SGPS EUR1 | ** | 3,383,643 | ||||||
GAMANIA DIGITAL EN TWD10 | ** | 161,471 | ||||||
GAMMA COMMUNICATIO ORD GBP0.0025 | ** | 300,148 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GARDEN REACH SHIPB INR10.00 | ** | 72,790 | ||||||
GARMIN LTD COMMON STOCK | ** | 48,914 | ||||||
GARTNER INC COM | ** | 1,910,956 | ||||||
GATES INDL CORP PL COM USD0.01 | ** | 3,722,182 | ||||||
GAZPROM PJSC RUB5(RUB) | ** | 569,917 | ||||||
GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS | ** | 8,180 | ||||||
GCAT 2021-NQM7 TR MTG PASSTHRU CTF CL A-1 1.915% 08-25-2066 | ** | 1,466,658 | ||||||
GCAT 2022-INV2 TR 3% DUE 04-25-2052 | ** | 396,676 | ||||||
GDI PROPERTY GROUP NPV (STAPLED UNITS) | ** | 86,713 | ||||||
GDR AP THAILAND PCL COM STK | ** | 205,709 | ||||||
GE CAP FDG LLC 4.55% 05-15-2032 | ** | 3,819,845 | ||||||
GEA GROUP AG NPV | ** | 2,443,487 | ||||||
GEN DYNAMICS CORP FIXED 3.25% DUE 04-01-2025 | ** | 969,579 | ||||||
GEN DYNAMICS CORP FIXED 4.25% DUE 04-01-2040 | ** | 201,881 | ||||||
GEN MOTORS FINL CO FIXED 2.75% DUE 06-20-2025 | ** | 2,342,095 | ||||||
GEN MTRS CO COM | ** | 14,987,091 | ||||||
GEN MTRS FINL CO 3.7% DUE 05-09-2023 | ** | 7,373,246 | ||||||
GEN MTRS FINL CO FIXED 4.15% 06-19-2023 | ** | 1,596,385 | ||||||
GEN MTRS FINL CO FIXED 4.35% DUE 01-17-2027 | ** | 74,186 | ||||||
GENERAL DYNAMICS CORP COM | ** | 16,854,609 | ||||||
GENERAL ELECTRIC CO COM USD0.01(POST REV SPLIT) | ** | 28,708,549 | ||||||
GENERAL INSURANCE CORP OF INDIA COM STK | ** | 130,499 | ||||||
GENERAL INTERFACE TWD10 | ** | 483,870 | ||||||
GENERAL MILLS INC 5.241% DUE 11-18-2025 BEO | ** | 1,514,198 | ||||||
GENERAL MOTORS CO 5.0% 04-09-2027 | ** | 291,101 | ||||||
GENERAL MOTORS CO 5.0% 04-09-2027 | ** | 3,997,793 | ||||||
GENERAL MOTORS FINANCIAL 3.1% 01-12-2032 | ** | 220,173 | ||||||
GENERAL MOTORS FINANCIAL CO INC 2.35% 02-26-2027 | ** | 3,875,264 | ||||||
GENERAL MOTORS FINANCIAL CO INC 2.4% 04-10-2028 | ** | 589,804 | ||||||
GENERAL MTRS CO 4.2% DUE 10-01-2027 | ** | 2,938,433 | ||||||
GENERAL MTRS FINL CO INC 1.5% DUE 06-10-2026 BEO | ** | 2,099,935 | ||||||
GENERAL MTRS FINL CO INC 2.7% DUE 06-10-2031 BEO | ** | 192,133 | ||||||
GENERAL MTRS FINL CO INC 2.7% DUE 08-20-2027 REG | ** | 1,812,350 | ||||||
GENERAL MTRS FINL CO INC 3.8% 04-07-2025 | ** | 357,430 | ||||||
GENERAL MTRS FINL CO INC 3.8% 04-07-2025 | ** | 3,656,417 | ||||||
GENERAL MTRS FINL CO INC 6.05% 10-10-2025 | ** | 3,354,586 | ||||||
GENERAL MTRS FINL CO INC FLTG RT DUE 01-05-2023 | ** | 3,249,753 | ||||||
GENERAL MTRS FINL CO INC SR NT FLTG RATEDUE 11-17-2023 REG | ** | 299,188 | ||||||
GENERAL MTRS FINL CO INC SR NT FLTG RATEDUE 11-17-2023 REG | ** | 3,385,815 | ||||||
GENERALITAT DE CAT 4.22% SNR 26/04/35 EUR1000 | ** | 104,293 | ||||||
GENKI SUSHI CO LTD NPV | ** | 25,677 | ||||||
GENMAB A/S SPONSORED ADR | ** | 3,432,780 | ||||||
GENOLUTION INC KRW500 | ** | 41,919 | ||||||
GENOMMA LAB INTERN SER'B' MXN3.722 | ** | 61,719 | ||||||
GENTERA SAB DE CV COM NPV | ** | 197,843 | ||||||
GENTEX CORP COM | ** | 6,485,760 | ||||||
GENTHERM INC COM NPV | ** | 412,502 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GENTING SING LTD NPV | ** | 707,421 | ||||||
GENUINE PARTS CO COM | ** | 493,115 | ||||||
GEO ENERGY RESO NPV | ** | 313,756 | ||||||
GEORGE WESTON COM NPV | ** | 3,781,464 | ||||||
GEORGIA PWR CO 2.1% 07-30-2023 | ** | 2,708,792 | ||||||
GERRESHEIMER AG NPV (BR) | ** | 343,830 | ||||||
GESTAMP AUTOMOCION EUR0.5 | ** | 41,656 | ||||||
GFL ENVIRONMENTAL INC. COM NPV SUB VTG SHS | ** | 3,215,300 | ||||||
GHCL INR10 | ** | 55,377 | ||||||
GIBSON ENERGY INC COMM STK | ** | 469,328 | ||||||
GIGA-BYTE TECH TWD10 | ** | 31,185 | ||||||
GIKEN LTD NPV | ** | 79,151 | ||||||
GILDAN ACTIVEWEAR INC COM | ** | 6,639,239 | ||||||
GILEAD SCIENCES 3.65% DUE 03-01-2026 | ** | 4,454,440 | ||||||
GILEAD SCIENCES INC | ** | 1,715,369 | ||||||
GILEAD SCIENCES INC .75% DUE 09-29-2023 | ** | 1,117,948 | ||||||
GILEAD SCIENCES INC 2.6% DUE 10-01-2040 | ** | 435,378 | ||||||
GINKGO BIOWORKS HOLDINGS INC COM USD0.0001 CL A | ** | 19,158 | ||||||
GITLAB INC CL A COM | ** | 566,955 | ||||||
GK SOFTWARE SE NPV (BR) | ** | 72,411 | ||||||
GLACIER BANCORP INC NEW COM | ** | 2,477,573 | ||||||
GLENCORE FDG LLC 4% DUE 03-27-2027 | ** | 1,512,170 | ||||||
GLOBAL E ONLINE LTD COM NPV | ** | 516,000 | ||||||
GLOBAL LIGHTING TECHNOLOGIES INC SHS | ** | 39,368 | ||||||
GLOBAL PMTS INC 1.2% DUE 03-01-2026 | ** | 3,027,924 | ||||||
GLOBAL PMTS INC 2.15% 01-15-2027 | ** | 672,886 | ||||||
GLOBAL PMTS INC 2.15% 01-15-2027 | ** | 773,382 | ||||||
GLOBAL PMTS INC 2.9% 11-15-2031 | ** | 1,584,872 | ||||||
GLOBAL PMTS INC FIXED 2.9% DUE 05-15-2030 | ** | 1,151,420 | ||||||
GLOBAL SHIP LEASE INC | ** | 789,210 | ||||||
GLOBAL UNICHIP COR TWD10 | ** | 41,711 | ||||||
GLOBE LIFE INC COM | ** | 6,747,907 | ||||||
GLOBRANDS GROUP ILS0.00 | ** | 24,701 | ||||||
GLOBUS MED INC CL A NEW COM STK | ** | 914,784 | ||||||
GLP CAP L P / GLP FING II INC 5.3% 01-15-2029 | ** | 1,040,809 | ||||||
GLS AUTO 1.48% DUE 07-15-2027 | ** | 1,892,598 | ||||||
GLS AUTO 1.92% DUE 05-15-2025 | ** | 2,233,726 | ||||||
GLS AUTO 1.98% DUE 08-15-2025 | ** | 868,856 | ||||||
GLS AUTO 2.72% DUE 11-17-2025 | ** | 3,448,585 | ||||||
GLS AUTO 2.96% DUE 05-15-2025 | ** | 2,598,402 | ||||||
GLS AUTO 3.16% DUE 06-16-2025 | ** | 1,057,057 | ||||||
GM FINANCIAL SECURITIZED TERM SER 22-4 CL A3 4.82% DUE 08-16-2027 REG | ** | 1,265,445 | ||||||
GM FINL AUTOMOBILE 2.93% DUE 10-21-2024 | ** | 3,761,858 | ||||||
GM FINL AUTOMOBILE 4.01% DUE 09-22-2025 | ** | 825,548 | ||||||
GM FINL AUTOMOBILE LEASING SER 20-3 CL B.76% 10-21-2024 REG | ** | 2,272,268 | ||||||
GM FINL AUTOMOBILE LEASING SER 20-3 CL C 1.11% 10-21-2024 REG | ** | 6,929,883 | ||||||
GM FINL CNSMR .76% DUE 02-18-2025 | ** | 1,636,652 | ||||||
GM FINL CNSMR 1.9% DUE 03-17-2025 | ** | 7,869,951 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GM FINL CNSMR 5.5% DUE 08-16-2028 | ** | 501,847 | ||||||
GM FINL CNSMR AUTOMOBILE SER 19-4 CL A4 1.76% DUE 01-16-2025 | ** | 1,482,338 | ||||||
GM FINL CNSMR AUTOMOBILE SER 22-2 CL A2 2.52% 05-16-2025 | ** | 1,611,165 | ||||||
GM FINL CONSUMER AUTOMOBILE RECEIVABLES AUTO NT CL A-4 3.71% 12-16-2027 | ** | 568,201 | ||||||
GM FINL CONSUMER AUTOMOBILE RECEIVABLES CL A-4 3.25% 04-17-2028 | ** | 3,181,723 | ||||||
GM FINL CONSUMER AUTOMOBILE RECEIVABLES SR 22-2 CL A-3 3.1% 01-19-2027 | ** | 1,001,747 | ||||||
GMS INC COM | ** | 676,234 | ||||||
GNI GROUP LTD NPV | ** | 190,034 | ||||||
GNMA 1.34% DUE 06-16-2063 | ** | 984,030 | ||||||
GNMA 1.4% DUE 06-16-2063 | ** | 1,871,086 | ||||||
GNMA 1.45% DUE 01-16-2063 | ** | 1,567,811 | ||||||
GNMA 2.3% DUE 11-16-2051 | ** | 335,960 | ||||||
GNMA 2.35% DUE 07-16-2056 | ** | 73,276 | ||||||
GNMA 2.4% DUE 09-16-2058 | ** | 103,118 | ||||||
GNMA 2.5% 10-20-2051 | ** | 1,169,861 | ||||||
GNMA 2.5% DUE 10-16-2057 | ** | 90,075 | ||||||
GNMA 2008-047 REMIC CL ML 5.25 DUE 06-16-2038 | ** | 16,939 | ||||||
GNMA 2009-069 CL PV 4 DUE 08-20-2039 | ** | 9,726 | ||||||
GNMA 2009-076 REMIC PASSTHRU MX CL CF 09-16-2039 | ** | 356,533 | ||||||
GNMA 2009-096 REMIC PASSTHRU FT 10-20-2039 | ** | 324,554 | ||||||
GNMA 2010-H11 REMIC PASSTHRU CTF CL FA 06-20-2060 | ** | 992,131 | ||||||
GNMA 2010-H22 REMIC PASSTHRU CTF CL FE FLTG RATE 05-20-2059 | ** | 116,615 | ||||||
GNMA 2010-H26 REMIC PASSTHRU CTF CL LF INT FLTG 08-20-2058 | ** | 2,327,945 | ||||||
GNMA 2011-157 REMIC PASSTHRU CL PA 3.0% DUE 03-20-2041 | ** | 142,638 | ||||||
GNMA 2011-H09 CL AF VAR 03-20-2061 | ** | 681,957 | ||||||
GNMA 2012-059 REMIC PASSTHRU CTF CL F 05-20-2042 | ** | 119,253 | ||||||
GNMA 2012-H08 REMIC PASSTHRU CTF CL FS 04-20-2062 | ** | 1,847,175 | ||||||
GNMA 2012-H31 REMIC PASSTHRU SECS CL FD VAR RT 12-20-2062 | ** | 6,001,036 | ||||||
GNMA 2013-107 REMIC PASSTHRU CTF CL MX-AD FLTG RT 11-16-2047 | ** | 351,983 | ||||||
GNMA 2013-88 REMIC CL WA VAR RT DUE 06-20-2030 REG | ** | 59,272 | ||||||
GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65 DUE 02-20-2063 | ** | 504 | ||||||
GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-2062 | ** | 691 | ||||||
GNMA 2013-H22 REMIC PASSTHRU 5.82486% 08-20-2063 | ** | 719,762 | ||||||
GNMA 2014-190 REMIC PASSTHRU CTF CL PA FIXED 3.0% 06-20-2044 | ** | 642,880 | ||||||
GNMA 2014-H10 CL FA FLTG RT DUE04-20-2064 | ** | 528,639 | ||||||
GNMA 2014-H17 REMIC PASSTHRU CTF 4.32157% 08-20-2064 | ** | 1,427,020 | ||||||
GNMA 2015-H27 REMIC PASSTHRU CTF CL FA 09-20-2065 | ** | 3,043,206 | ||||||
GNMA 2015-H28 REMIC PASSTHRU CTF CL MX-FL 10-20-2065 | ** | 2,034,246 | ||||||
GNMA 2015-H29 REMIC PASSTHRU SEC CL FJ 11-20-2065 | ** | 1,686,371 | ||||||
GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-2065 | ** | 582,051 | ||||||
GNMA 2015-H32 REMIC PASSTHRU CTF CL FH 12-20-2065 | ** | 209,848 | ||||||
GNMA 2016-H04 MTG PASSTHRU CTF CL FK 02-20-2066 | ** | 2,268,042 | ||||||
GNMA 2016-H11 REMIC PASSTHRU CTF CL FE 04-20-2066 | ** | 1,359,120 | ||||||
GNMA 2016-H13 REMIC PASS THRU SECS CL FT05-20-2066 | ** | 771,023 | ||||||
GNMA 2016-H19 REMIC PASSTHRU SECS CL FA 09-20-2066 | ** | 1,121,931 | ||||||
GNMA 2016-H20 REMIC PASSTHRU CTF CL FG 08-20-2066 | ** | 1,155,346 | ||||||
GNMA 2016-H22 REMIC PASSTHRU CTF CL FA 10-20-2066 | ** | 2,875,340 | ||||||
GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-2066 | ** | 902,894 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-2066 | ** | 64,217 | ||||||
GNMA 2017-121 MTG PASS THRU CTF 3% 07-20-2046 | ** | 4,898 | ||||||
GNMA 2017-153 CL WA DUE 06-20-2036 | ** | 362,306 | ||||||
GNMA 2017-H03 CL FB FLTG 06-20-2066 | ** | 1,940,775 | ||||||
GNMA 2017-H03 REMIC PASSTHRU CTF 4.11051% 01-20-2067 | ** | 574,450 | ||||||
GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG | ** | 669,410 | ||||||
GNMA 2017-H14 CL FD FLTG 06-20-2067 | ** | 491,116 | ||||||
GNMA 2017-H14 REMIC PASSTHRU CTF CL FB 06-20-2067 | ** | 851,686 | ||||||
GNMA 2017-H14 REMIC PASSTHRU CTF CL FE 06-20-2067 | ** | 1,632,550 | ||||||
GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-2067 | ** | 847,459 | ||||||
GNMA 2017-H16 REMIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG | ** | 15,324,278 | ||||||
GNMA 2017-H16 REMIC PASSTHRU CTF CL FH 07-20-2067 | ** | 16,114,401 | ||||||
GNMA 2018-H08 REMIC SER 2018-H08 CLS KF VAR RT DUE 05-20-2068 | ** | 1,843,265 | ||||||
GNMA 2019-H09 REMIC PASSTHRU CTF 4.10229% 04-20-2069 | ** | 1,362,629 | ||||||
GNMA 2019-H11 REMIC PASSTHRU CTF 4.14113% 05-20-2069 | ** | 2,746,419 | ||||||
GNMA 2020-H13 REMIC PASSTHRU CTF 3.39326% 07-20-2070 | ** | 3,801,862 | ||||||
GNMA 2020-H13 REMIC PASSTHRU CTF 4.58486% 08-20-2070 | ** | 2,278,271 | ||||||
GNMA 2020-H13 REMIC PASSTHRU CTF 2.9859%07-20-2070 | ** | 5,203,640 | ||||||
GNMA 3% 04-20-2052 | ** | 252,257 | ||||||
GNMA 3% DUE 01-20-2046 | ** | 461,740 | ||||||
GNMA 3% DUE 02-16-2046 | ** | 790,493 | ||||||
GNMA 3% DUE 09-16-2039 | ** | 8,104 | ||||||
GNMA 3.49383% 06-20-2070 | ** | 2,256,264 | ||||||
GNMA 3.5% 09/20/2050 3.5% 09-20-2050 | ** | 1,556,600 | ||||||
GNMA 3.5% DUE 03-20-2046 | ** | 747,034 | ||||||
GNMA 3.74804% 07-20-2070 | ** | 335,000 | ||||||
GNMA 4% DUE 04-16-2041 | ** | 175,599 | ||||||
GNMA 4% DUE 07-16-2039 | ** | 12,892 | ||||||
GNMA 4.09161% 05-20-2069 | ** | 2,661,741 | ||||||
GNMA 5% DUE 03-16-2034 | ** | 113,811 | ||||||
GNMA 5.5% DUE 08-20-2033 | ** | 72,943 | ||||||
GNMA 5.5% DUE 11-20-2037 | ** | 32,063 | ||||||
GNMA 6.5% DUE 08-16-2042 | ** | 219,559 | ||||||
GNMA CL 2007-035 CL TE 6 DUE 06-20-2037 | ** | 22,550 | ||||||
GNMA FIXED 2.35% DUE 05-16-2053 | ** | 92,469 | ||||||
GNMA FIXED 3.5% DUE 02-20-2045 | ** | 29,079 | ||||||
GNMA FLTG RT 3% DUE 10-16-2064 | ** | 911,121 | ||||||
GNMA FLTG RT 4.51486% DUE 10-20-2060 | ** | 2,521,036 | ||||||
GNMA FLTG RT 4.68486% DUE 04-20-2061 | ** | 2,794,521 | ||||||
GNMA FLTG RT SER 18-H15 CL FG 08-20-2068 REG | ** | 95,145 | ||||||
GNMA FLTG RT SER 18-H19 CL FA 12-20-2063 REG | ** | 10,584,863 | ||||||
GNMA GNMA # MA7194 3% 02-20-2051 | ** | 6,210,733 | ||||||
GNMA GNMA # MA7471 2% 07-20-2051 | ** | 1,596,247 | ||||||
GNMA MTG PASS THRU CTF CL FM 02-20-2066 | ** | 2,752 | ||||||
GNMA POOL #3529 5% 03-20-2034 BEO | ** | 1,214 | ||||||
GNMA POOL #4028 6% 09-20-2037 BEO | ** | 18,279 | ||||||
GNMA POOL #4041 7% 10-20-2037 BEO | ** | 93,951 | ||||||
GNMA POOL #4073 6% 01-20-2038 BEO | ** | 38,214 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #4222 6% 08-20-2038 BEO | ** | 16,635 | ||||||
GNMA POOL #4245 6% 09-20-2038 BEO | ** | 203,954 | ||||||
GNMA POOL #4247 7% 09-20-2038 BEO | ** | 76,980 | ||||||
GNMA POOL #4371 6% 02-20-2039 BEO | ** | 3,811 | ||||||
GNMA POOL #4423 4.5% 04-20-2039 BEO | ** | 1,724 | ||||||
GNMA POOL #4447 5% 05-20-2039 BEO | ** | 36,179 | ||||||
GNMA POOL #4520 5% 08-20-2039 BEO | ** | 154,261 | ||||||
GNMA POOL #4543 6% 09-20-2039 BEO | ** | 14,031 | ||||||
GNMA POOL #4602 6% 12-20-2039 BEO | ** | 3,276 | ||||||
GNMA POOL #4617 4.5% 01-20-2040 BEO | ** | 124,173 | ||||||
GNMA POOL #4717 6% 06-20-2040 BEO | ** | 8,918 | ||||||
GNMA POOL #4746 4.5% 07-20-2040 BEO | ** | 61,460 | ||||||
GNMA POOL #4772 5% 08-20-2040 BEO | ** | 104,560 | ||||||
GNMA POOL #4774 6% 08-20-2040 BEO | ** | 130,668 | ||||||
GNMA POOL #4800 4% 09-20-2040 BEO | ** | 141,105 | ||||||
GNMA POOL #4801 4.5% 09-20-2040 BEO | ** | 5,589 | ||||||
GNMA POOL #4802 5% 09-20-2040 BEO | ** | 86,624 | ||||||
GNMA POOL #4833 4% 10-20-2040 BEO | ** | 483,507 | ||||||
GNMA POOL #4834 4.5% 10-20-2040 BEO | ** | 20,380 | ||||||
GNMA POOL #4855 5% 11-20-2040 BEO | ** | 465,430 | ||||||
GNMA POOL #4883 4.5% 12-20-2040 BEO | ** | 103,593 | ||||||
GNMA POOL #4905 6% 12-20-2040 BEO | ** | 143,458 | ||||||
GNMA POOL #4923 4.5% 01-20-2041 BEO | ** | 138,610 | ||||||
GNMA POOL #4945 4% 02-20-2041 BEO | ** | 80,073 | ||||||
GNMA POOL #497630 SER 2029 6% DUE 02-15-2029 REG | ** | 242 | ||||||
GNMA POOL #4978 4.5% 03-20-2041 BEO | ** | 2,083,823 | ||||||
GNMA POOL #4979 5% 03-20-2041 BEO | ** | 197,418 | ||||||
GNMA POOL #498387 SER 2029 6% DUE 02-15-2029 REG | ** | 1,050 | ||||||
GNMA POOL #4984 5.5% 03-20-2041 BEO | ** | 227,180 | ||||||
GNMA POOL #4991 6% 03-20-2041 BEO | ** | 54,787 | ||||||
GNMA POOL #5016 4% 04-20-2041 BEO | ** | 71,500 | ||||||
GNMA POOL #5017 4.5% 04-20-2041 BEO | ** | 172,016 | ||||||
GNMA POOL #5018 5% 04-20-2041 BEO | ** | 139,032 | ||||||
GNMA POOL #5019 6% 04-20-2041 BEO | ** | 21,087 | ||||||
GNMA POOL #5115 4.5% 07-20-2041 BEO | ** | 29,408 | ||||||
GNMA POOL #5140 4.5% 08-20-2041 BEO | ** | 284,493 | ||||||
GNMA POOL #5189 6% 09-20-2041 BEO | ** | 55,695 | ||||||
GNMA POOL #521330 SER 2035 5% DUE 05-15-2035 BEO | ** | 73,455 | ||||||
GNMA POOL #5240 6% 11-20-2041 BEO | ** | 60,114 | ||||||
GNMA POOL #5259 4% 12-20-2041 BEO | ** | 39,993 | ||||||
GNMA POOL #5269 6% 12-20-2041 BEO | ** | 5,873 | ||||||
GNMA POOL #5280 4% 01-20-2042 BEO | ** | 60,053 | ||||||
GNMA POOL #5305 4% 02-20-2042 BEO | ** | 357,666 | ||||||
GNMA POOL #543812 SER 2031 6% DUE 02-15-2031 REG | ** | 6,606 | ||||||
GNMA POOL #586373 5% DUE 02-15-2035 REG | ** | 2,876 | ||||||
GNMA POOL #594106 SER 2033 4.5% DUE 09-15-2033 BEO | ** | 22,829 | ||||||
GNMA POOL #595611 SER 2035 5% DUE 01-15-2035 BEO | ** | 1,243 | ||||||
GNMA POOL #604497 5% 07-15-2033 BEO | ** | 3,023 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #607451 SER 2034 5% DUE 01-15-2034 REG | ** | 11,685 | ||||||
GNMA POOL #607465 5% DUE 02-15-2034 REG | ** | 20,807 | ||||||
GNMA POOL #610410 SER 2033 5% DUE 08-15-2033 BEO | ** | 3,520 | ||||||
GNMA POOL #615656 5% 10-15-2033 BEO | ** | 2,828 | ||||||
GNMA POOL #623871 5.0% 06-15-2034 | ** | 2,350 | ||||||
GNMA POOL #633701 5.0% 09-15-2033 | ** | 4,594 | ||||||
GNMA POOL #636484 5.0% 03-15-2035 | ** | 3,769 | ||||||
GNMA POOL #637746 5.0% 12-15-2034 | ** | 4,244 | ||||||
GNMA POOL #638222 5% 12-15-2034 BEO | ** | 2,230 | ||||||
GNMA POOL #643362 5% 10-15-2035 BEO | ** | 2,283 | ||||||
GNMA POOL #668014 3% 11-15-2044 BEO | ** | 1,541,651 | ||||||
GNMA POOL #670030 3% 07-15-2045 BEO | ** | 325,543 | ||||||
GNMA POOL #672676 SER 2038 5.5% DUE 04-15-2038 BEO | ** | 41,532 | ||||||
GNMA POOL #676754 SER 2038 5.5% DUE 03-15-2038 REG | ** | 85,285 | ||||||
GNMA POOL #687179 SER 2038 5.5% DUE 04-15-2038 REG | ** | 27,928 | ||||||
GNMA POOL #687835 6% 08-15-2038 BEO | ** | 23,769 | ||||||
GNMA POOL #688043 6% 11-15-2038 BEO | ** | 35,970 | ||||||
GNMA POOL #690922 5.5% 06-15-2038 BEO | ** | 55,180 | ||||||
GNMA POOL #697586 5.5% 11-15-2038 BEO | ** | 2,113 | ||||||
GNMA POOL #711379 SER 2038 5.5% DUE 07-15-2038 REG | ** | 1,532 | ||||||
GNMA POOL #723344 4% 09-15-2039 BEO | ** | 157,239 | ||||||
GNMA POOL #723430 4.5% 11-15-2039 BEO | ** | 40,097 | ||||||
GNMA POOL #723616 5% 01-15-2040 BEO | ** | 422,847 | ||||||
GNMA POOL #726480 5% 11-15-2039 BEO | ** | 539,965 | ||||||
GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG | ** | 46,166 | ||||||
GNMA POOL #733627 5% 05-15-2040 BEO | ** | 95,032 | ||||||
GNMA POOL #736520 SER 2040 4.5% DUE 04-15-2040 REG | ** | 178,968 | ||||||
GNMA POOL #737111 FIXED 4.5% 04-15-2040 BEO | ** | 126,877 | ||||||
GNMA POOL #738108 4.5% 03-15-2041 BEO | ** | 194,717 | ||||||
GNMA POOL #745243 4% 07-15-2040 BEO | ** | 155,861 | ||||||
GNMA POOL #771561 4.0% 08-15-2041 | ** | 85,046 | ||||||
GNMA POOL #781804 6% 09-15-2034 BEO | ** | 91,421 | ||||||
GNMA POOL #781847 6% 12-15-2034 BEO | ** | 68,033 | ||||||
GNMA POOL #781885 SER 2035 5% DUE 03-15-2035 REG | ** | 5,055 | ||||||
GNMA POOL #781902 6% 02-15-2035 BEO | ** | 96,799 | ||||||
GNMA POOL #781958 5% 07-15-2035 BEO | ** | 5,126 | ||||||
GNMA POOL #782382 5.5% 08-15-2038 BEO | ** | 9,601 | ||||||
GNMA POOL #782436 6% 10-15-2038 BEO | ** | 38,393 | ||||||
GNMA POOL #782716 SER 2039 5% DUE 07-15-2039 REG | ** | 48,077 | ||||||
GNMA POOL #783867 SER 2036 6% DUE 08-15-2036 BEO | ** | 270,032 | ||||||
GNMA POOL #784106 3.5% 01-20-2046 BEO | ** | 144,147 | ||||||
GNMA POOL #784119 3% 02-20-2046 BEO | ** | 219,385 | ||||||
GNMA POOL #784571 3.5% 06-15-2048 BEO | ** | 3,916,122 | ||||||
GNMA POOL #784985 3.5% 09-20-2048 BEO | ** | 97,564 | ||||||
GNMA POOL #785944 3% 02-20-2052 BEO | ** | 1,021,500 | ||||||
GNMA POOL #786077 3% 03-20-2052 BEO | ** | 248,741 | ||||||
GNMA POOL #786082 3% 11-20-2051 BEO | ** | 339,052 | ||||||
GNMA POOL #786095 3% 04-20-2052 BEO | ** | 1,104,676 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #786107 3% 03-20-2052 BEO | ** | 169,250 | ||||||
GNMA POOL #786108 3.5% 03-20-2052 BEO | ** | 357,294 | ||||||
GNMA POOL #799706 SER 2042 3.5% DUE 09-15-2042 BEO | ** | 60,635 | ||||||
GNMA POOL #999999 2% 05-16-2049 BEO | ** | 54,139 | ||||||
GNMA POOL #999999 2.20000004768% 04-16-2057 BEO | ** | 71,416 | ||||||
GNMA POOL #AA5649 SER 2042 3.0% 09-15-2042 | ** | 245,527 | ||||||
GNMA POOL #AA5821 3 DUE 11-15-2042 REG | ** | 369,854 | ||||||
GNMA POOL #AB2892 3.0% 09-15-2042 | ** | 681,783 | ||||||
GNMA POOL #AB3031 SER 2042 3% DUE 10-15-2042 REG | ** | 98,429 | ||||||
GNMA POOL #AB9108 SER 2042 3% DUE 10-15-2042 BEO | ** | 1,715,385 | ||||||
GNMA POOL #AB9205 SER 2042 3% DUE 11-15-2042 BEO | ** | 1,372 | ||||||
GNMA POOL #AB9323 SER 2042 3.5% DUE 09-15-2042 BEO | ** | 10,322 | ||||||
GNMA POOL #AC3752 3 DUE 12-15-2042 REG | ** | 138,698 | ||||||
GNMA POOL #AD1034 3% DUE 07-15-2043 REG | ** | 222,927 | ||||||
GNMA POOL #AD2413 3.5% DUE 05-15-2043 REG | ** | 83,549 | ||||||
GNMA POOL #AD2414 3.5 DUE 05-15-2043 REG | ** | 70,485 | ||||||
GNMA POOL #AD4102 SER 2043 3 DUE 07-15-2043 REG | ** | 486,053 | ||||||
GNMA POOL #AD6086 3.5% 02-15-2050 BEO | ** | 478,153 | ||||||
GNMA POOL #AE7691 3 DUE 08-15-2043 REG | ** | 778,944 | ||||||
GNMA POOL #AE8109 SER 2044 3.5% DUE 01-15-2044 BEO | ** | 46,292 | ||||||
GNMA POOL #AF5807 SER 2044 3.5% DUE 01-15-2044 BEO | ** | 33,352 | ||||||
GNMA POOL #AI6888 3% 05-15-2045 BEO | ** | 604,446 | ||||||
GNMA POOL #AK6718 3% 01-15-2045 BEO | ** | 42,806 | ||||||
GNMA POOL #AK7285 3% 03-15-2045 BEO | ** | 143,699 | ||||||
GNMA POOL #AK7286 3% 03-15-2045 BEO | ** | 246,726 | ||||||
GNMA POOL #AK7329 3% 04-15-2045 BEO | ** | 1,033,479 | ||||||
GNMA POOL #AK8997 SER 2045 3% DUE 07-15-2045 BEO | ** | 232,521 | ||||||
GNMA POOL #AL1539 3% 05-15-2045 BEO | ** | 64,849 | ||||||
GNMA POOL #AL4608 SER 2045 3% DUE 03-15-2045 BEO | ** | 663,072 | ||||||
GNMA POOL #AL8635 SER 2045 3% DUE 03-15-2045 BEO | ** | 735,459 | ||||||
GNMA POOL #AM4099 3% 04-15-2045 BEO | ** | 438,904 | ||||||
GNMA POOL #AM8643 3% 05-15-2045 BEO | ** | 524,624 | ||||||
GNMA POOL #AM8646 3% 05-15-2045 BEO | ** | 250,323 | ||||||
GNMA POOL #AN5715 3% 06-15-2045 BEO | ** | 104,088 | ||||||
GNMA POOL #AN5721 3% 06-15-2045 BEO | ** | 44,165 | ||||||
GNMA POOL #AN5726 SER 2045 3% DUE 06-15-2045 BEO | ** | 537,893 | ||||||
GNMA POOL #AN5733 3% 06-15-2045 BEO | ** | 62,275 | ||||||
GNMA POOL #AN5734 SER 2045 3% DUE 06-15-2045 BEO | ** | 413,345 | ||||||
GNMA POOL #AS6414 6.504% 03-20-2066 BEO | ** | 762,170 | ||||||
GNMA POOL #BD4016 3% 10-15-2049 BEO | ** | 444,737 | ||||||
GNMA POOL #BL1045X SER 2049 3.5% 10-15-2049 | ** | 323,486 | ||||||
GNMA POOL #BM7534 3.5% 02-20-2050 BEO | ** | 144,719 | ||||||
GNMA POOL #BM9692 4.5% 07-20-2049 BEO | ** | 506,874 | ||||||
GNMA POOL #BM9734 4% 10-20-2049 BEO | ** | 132,590 | ||||||
GNMA POOL #BM9743 4% 11-20-2049 BEO | ** | 1,343,655 | ||||||
GNMA POOL #BP6203X 3.5% 11-15-2049 | ** | 333,467 | ||||||
GNMA POOL #BP6229 3% 11-15-2049 BEO | ** | 663,782 | ||||||
GNMA POOL #BQ0651 3.5% 11-15-2049 BEO | ** | 190,868 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #BQ7371 3.5% 11-15-2049 BEO | ** | 76,620 | ||||||
GNMA POOL #BR6606 3% 02-15-2050 BEO | ** | 31,618 | ||||||
GNMA POOL #BS1728 4% 01-20-2050 BEO | ** | 130,160 | ||||||
GNMA POOL #BS1742 4% 02-20-2050 BEO | ** | 105,839 | ||||||
GNMA POOL #BS1754 4% 03-15-2050 BEO | ** | 30,920 | ||||||
GNMA POOL #BS1757 4% 03-20-2050 BEO | ** | 58,732 | ||||||
GNMA POOL #BS5027 3.5% 02-15-2050 BEO | ** | 25,587 | ||||||
GNMA POOL #BS5195 3.5% 01-15-2050 BEO | ** | 54,024 | ||||||
GNMA POOL #BS8439 3.5% 05-15-2050 BEO | ** | 364,355 | ||||||
GNMA POOL #BS8546 2.5% 12-20-2050 BEO | ** | 323,834 | ||||||
GNMA POOL #BT0812 3% 03-20-2050 BEO | ** | 710,387 | ||||||
GNMA POOL #BT1888 2.5% 12-20-2050 BEO | ** | 436,937 | ||||||
GNMA POOL #BZ4383 3% 01-20-2052 BEO | ** | 88,934 | ||||||
GNMA POOL #CL6051 3% 05-20-2051 BEO | ** | 1,878,049 | ||||||
GNMA POOL #CN1774 3% 08-20-2050 BEO | ** | 1,800,169 | ||||||
GNMA POOL #MA0318 3.5% 08-20-2042 BEO | ** | 758,703 | ||||||
GNMA POOL #MA1376 4% 10-20-2043 BEO | ** | 168,108 | ||||||
GNMA POOL #MA1377 4.5% 10-20-2043 BEO | ** | 306,860 | ||||||
GNMA POOL #MA1448 3.5% 11-20-2043 BEO | ** | 5,442 | ||||||
GNMA POOL #MA1839 4% 04-20-2044 BEO | ** | 195,502 | ||||||
GNMA POOL #MA1997 4.5% 06-20-2044 BEO | ** | 244,441 | ||||||
GNMA POOL #MA2072 3% 07-20-2044 BEO | ** | 129,316 | ||||||
GNMA POOL #MA2149 4% 08-20-2044 BEO | ** | 120,678 | ||||||
GNMA POOL #MA2303 3.5% 10-20-2044 BEO | ** | 332,200 | ||||||
GNMA POOL #MA2304 4% 10-20-2044 BEO | ** | 44,182 | ||||||
GNMA POOL #MA2446 4% 12-20-2044 BEO | ** | 218,373 | ||||||
GNMA POOL #MA2753 3% 04-20-2045 BEO | ** | 153,677 | ||||||
GNMA POOL #MA2825 3% 05-20-2045 BEO | ** | 139,796 | ||||||
GNMA POOL #MA2960 3% 07-20-2045 BEO | ** | 283,297 | ||||||
GNMA POOL #MA3037 5% 08-20-2045 BEO | ** | 122,288 | ||||||
GNMA POOL #MA3243 3% 11-20-2045 BEO | ** | 96,378 | ||||||
GNMA POOL #MA3245 4% 11-20-2045 BEO | ** | 311,188 | ||||||
GNMA POOL #MA3311 4% 12-20-2045 BEO | ** | 378,639 | ||||||
GNMA POOL #MA3375 3% 01-20-2046 BEO | ** | 60,307 | ||||||
GNMA POOL #MA3663 3.5% 05-20-2046 BEO | ** | 353,610 | ||||||
GNMA POOL #MA3737 4% 06-20-2046 BEO | ** | 511,070 | ||||||
GNMA POOL #MA3802 3% 07-20-2046 BEO | ** | 146,796 | ||||||
GNMA POOL #MA3803 3.5% 07-20-2046 BEO | ** | 2,131,118 | ||||||
GNMA POOL #MA3873 3% 08-20-2046 BEO | ** | 436,862 | ||||||
GNMA POOL #MA3937 3.5% 09-20-2046 BEO | ** | 161,149 | ||||||
GNMA POOL #MA3939 4.5% 09-20-2046 BEO | ** | 192,997 | ||||||
GNMA POOL #MA4068 3% 11-20-2046 BEO | ** | 211,916 | ||||||
GNMA POOL #MA4070 4% 11-20-2046 BEO | ** | 161,474 | ||||||
GNMA POOL #MA4071 4.5% 11-20-2046 BEO | ** | 431,045 | ||||||
GNMA POOL #MA4125 2.5% 12-20-2046 BEO | ** | 364,675 | ||||||
GNMA POOL #MA4127 3.5% 12-20-2046 BEO | ** | 578,368 | ||||||
GNMA POOL #MA4261 3% 02-20-2047 BEO | ** | 1,098,829 | ||||||
GNMA POOL #MA4263 4% 02-20-2047 BEO | ** | 399,864 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA POOL #MA4321 3.5% 03-20-2047 BEO | ** | 434,386 | ||||||
GNMA POOL #MA4381 3% 04-20-2047 BEO | ** | 39,799 | ||||||
GNMA POOL #MA4450 3% 05-20-2047 BEO | ** | 704,663 | ||||||
GNMA POOL #MA4585 3% 07-20-2047 BEO | ** | 242,160 | ||||||
GNMA POOL #MA4781 5% 10-20-2047 BEO | ** | 490,142 | ||||||
GNMA POOL #MA4838 4% 11-20-2047 BEO | ** | 1,419,823 | ||||||
GNMA POOL #MA4899 3% 12-20-2047 BEO | ** | 1,041,933 | ||||||
GNMA POOL #MA4961 3% 01-20-2048 BEO | ** | 653,116 | ||||||
GNMA POOL #MA4962 3.5% 01-20-2048 BEO | ** | 309,180 | ||||||
GNMA POOL #MA4964 4.5% 01-20-2048 BEO | ** | 198,638 | ||||||
GNMA POOL #MA5018 3% 02-20-2048 BEO | ** | 69,139 | ||||||
GNMA POOL #MA5019 3.5% 02-20-2048 BEO | ** | 1,495,968 | ||||||
GNMA POOL #MA5021 4.5% 02-20-2048 BEO | ** | 1,150,335 | ||||||
GNMA POOL #MA5137 4% 04-20-2048 BEO | ** | 383,209 | ||||||
GNMA POOL #MA5138 4.5% 04-20-2048 BEO | ** | 696,305 | ||||||
GNMA POOL #MA5265 4.5% 06-20-2048 BEO | ** | 451,081 | ||||||
GNMA POOL #MA5399 4.5% 08-20-2048 BEO | ** | 348,095 | ||||||
GNMA POOL #MA5594 3.5% 11-20-2048 BEO | ** | 519,358 | ||||||
GNMA POOL #MA5877 4.5% DUE 04-20-2049 REG | ** | 317,234 | ||||||
GNMA POOL #MA6038 3% 07-20-2049 BEO | ** | 194,438 | ||||||
GNMA POOL #MA6413 5% 01-20-2050 BEO | ** | 21,212 | ||||||
GNMA POOL #MA6477 4.5% 02-20-2050 BEO | ** | 316,223 | ||||||
GNMA POOL #MA6603 5% 04-20-2050 BEO | ** | 23,410 | ||||||
GNMA POOL #MA6999 4.5% 11-20-2050 BEO | ** | 2,637,779 | ||||||
GNMA POOL #MA8345 3.5% 10-20-2052 BEO | ** | 9,163,431 | ||||||
GNMA POOL AE7613 SER 2043 3 DUE 07-15-2043 REG | ** | 76,458 | ||||||
GNMA POOL G2 MA6409 3.0% 01-20-2050 | ** | 1,254,565 | ||||||
GNMA REMIC 2015-H30 CL FD FLT RT 10-20-2065 | ** | 1,766,464 | ||||||
GNMA REMIC PASSTHRU SER 2016-H11 CLS F 05-20-2066 | ** | 4,047,556 | ||||||
GNMA REMIC SER 10-61 CL KG 4% FIXED DUE 03-16-2040 | ** | 515,088 | ||||||
GNMA REMIC SER 11-116 CL BA 2% DUE 08-16-2026 | ** | 188,749 | ||||||
GNMA REMIC SER 11-128 CL BL 2% DUE 09-16-2026 | ** | 110,731 | ||||||
GNMA REMIC SER 13-H24 CL FB FLTG DUE 09-20-2063 | ** | 1,695,099 | ||||||
GNMA REMIC SER 15-H04 CL FA FLTG DUE 12-20-2064 REG | ** | 4,841,789 | ||||||
GNMA REMIC SER 2008-032 CL PN 4.2 10-16-2037 | ** | 2,260 | ||||||
GNMA REMIC SER 2010-H02 CL FA 02-20-2060 | ** | 2,128,988 | ||||||
GNMA REMIC SR 17-H05 CL FA FLTG 01-20-2067 | ** | 2,326,536 | ||||||
GNMA REMIC SR 2017-H12 CL FL VAR RT 05-20-2067 | ** | 14,095,950 | ||||||
GNMA REMIC TRUST SER 17-H07 CL FC FLTG RT DUE 03-20-2067 REG | ** | 2,828,359 | ||||||
GNMA REMIC TRUST SER 19-H03 CL FL FLTG RT DUE 02-20-2069 REG | ** | 3,631,149 | ||||||
GNMA REMIC TRUST SER 20-H10 CL FG FLTG RT DUE 06-20-2070 REG | ** | 2,877,290 | ||||||
GNMA SER 2017-H01 CL FC FLTG 12-20-2066 | ** | 1,108,686 | ||||||
GNMA SER 09-98 CLS DA 3.25% 07-16-2039 | ** | 1,089,953 | ||||||
GNMA SER 12-H12 CL HD 2.0% 05-20-2062 | ** | 52,124 | ||||||
GNMA SER 13-115 CL PB 02-20-2043 | ** | 70,006 | ||||||
GNMA SER 13-H18 CL EA FLTG DUE 07-20-2063 REG | ** | 1,126,242 | ||||||
GNMA SER 13-H19 CL FB FLT 08-20-2063 | ** | 2,506,198 | ||||||
GNMA SER 16-H24 CL FG FLT 10-20-2066 | ** | 1,324,845 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMA SER 18-36 CL AM 3.0% 07-20-2045 | ** | 3,157,418 | ||||||
GNMA SER 19-111 CL NA 3.5% 05-20-2048 | ** | 4,033,173 | ||||||
GNMA SER 19-H14 CL EF FLTG RT 05-20-2069 | ** | 4,708,779 | ||||||
GNMA SER 2.25 DUE 12-16-2041 | ** | 275,328 | ||||||
GNMA SER 2009-061 CL NP 4.0% DUE 08-20-2039 | ** | 271,637 | ||||||
GNMA SER 2010-H010 CL FC FLTG RT DUE 05-20-2060 | ** | 1,122,914 | ||||||
GNMA SER 2013-144 CL DA 3.0% 09-20-2041 | ** | 112,457 | ||||||
GNMA SER 2014-17 CL AM FLTG RT DUE 06-16-2048 REG | ** | 11,728 | ||||||
GNMA SER 2015-H11 CL FC FLTG RT 5-20-2065 | ** | 1,046,094 | ||||||
GNMA SER 2015-H20 CL FB FLT RT 08-20-2065 | ** | 282,191 | ||||||
GNMA SER 2017-051 CL AB 2.35% 04-16-2057 | ** | 274,603 | ||||||
GNMA SER 2017-H07 CL FG FLTG RT DUE 02-20-2067 REG | ** | 3,064,297 | ||||||
GNMA SER 2017-H19 CL FA FLTG RT DUE 08-20-2067 | ** | 2,235,629 | ||||||
GNMA SER 2018-38 CL WF FLTG DUE 10-20-2043 | ** | 104,420 | ||||||
GNMA SER 2018-H06 CL PF FLTG 02-20-2068 | ** | 2,050,948 | ||||||
GNMA SER 2018-H07 CL FD FLTG 05-20-2068 REG | ** | 3,645,539 | ||||||
GNMA SR 2019-H09 CL F-G FLTG RT 05-20-2069 | ** | 3,072,696 | ||||||
GNMA SR 19-H15 CL AF FLTG RT 08-20-2069 | ** | 601,807 | ||||||
GNMA SR 2006-38 CL FZ FLTG DUE 09-16-2035 | ** | 1,194,318 | ||||||
GNMA SR 2010-115 CL DA 2.5% DUE 09-20-2040 | ** | 127,593 | ||||||
GNMA SR 2011-156 CL PD 2.0% 04-20-2040 | ** | 205,457 | ||||||
GNMA SR 2018-166 CL H-C 3.5% 09-20-2048 | ** | 406,403 | ||||||
GNMA SR 2019-031CL HA 3.0% 07-20-2047 | ** | 225,485 | ||||||
GNMA SR 20-H09 CL FL FLTG RT 05-20-2070 | ** | 1,253,949 | ||||||
GNMA SR 20-H09 CL NF FLTG RT 04-20-2070 | ** | 61,158 | ||||||
GNMAI POOL #783669 3.0% 09-15-2042 | ** | 48,632 | ||||||
GNMAII POOL #004224 SER 2038 7 DUE 08-20-2038 REG | ** | 55,027 | ||||||
GNMAII POOL #2958 SER 2030 8% DUE 08-20-2030 REG | ** | 4,306 | ||||||
GNMAII POOL #3879 SER 2036 6% DUE 07-20-2036 REG | ** | 696 | ||||||
GNMAII POOL #4040 SER 2037 6.5% DUE 10-20-2037 REG | ** | 6,021 | ||||||
GNMAII POOL #4060 SER 2037 6% DUE 12-20-2037 REG | ** | 19,789 | ||||||
GNMAII POOL #4099 SER 2038 6% DUE 03-20-2038 REG | ** | 7,736 | ||||||
GNMAII POOL #4195 SER 2038 6% DUE 07-20-2038 REG | ** | 2,866 | ||||||
GNMAII POOL #4268 SER 2038 6% DUE 10-20-2038 REG | ** | 2,097 | ||||||
GNMAII POOL #4291 SER 2038 6% DUE 11-20-2038 REG | ** | 98,952 | ||||||
GNMAII POOL #4696 SER 2040 4.5% DUE 05-20-2040 REG | ** | 255,412 | ||||||
GNMAII POOL #4697 SER 2040 5% DUE 05-20-2040 REG | ** | 60,643 | ||||||
GNMAII POOL #4747 SER 2040 5% DUE 07-20-2040 BEO | ** | 346,507 | ||||||
GNMAII POOL #4837 SER 2040 6% DUE 10-20-2040 BEO | ** | 22,558 | ||||||
GNMAII POOL #4922 SER 2041 4% DUE 01-20-2041 BEO | ** | 104,494 | ||||||
GNMAII POOL #5063 SER 2041 6% DUE 05-20-2041 BEO | ** | 34,551 | ||||||
GNMAII POOL #5082 SER 2041 4.5% DUE 06-20-2041 BEO | ** | 119,389 | ||||||
GNMAII POOL #5326 SER 2027 3% DUE 03-20-2027 BEO | ** | 50,432 | ||||||
GNMAII POOL #783368 SER 2041 4.5% DUE 07-20-2041 BEO | ** | 405,826 | ||||||
GNMAII POOL #783637 SER 2042 3% DUE 06-20-2042 REG | ** | 37,093 | ||||||
GNMAII POOL #784825 SER 2049 3.5% DUE 10-20-2049 | ** | 125,945 | ||||||
GNMAII POOL #784905 SER 2050 3.0% DUE 01-20-2050 REG | ** | 848,698 | ||||||
GNMAII POOL #786134 SER 2052 3.0% 04-20-2052 | ** | 1,547,605 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMAII POOL #786216 3.5% DUE 07-20-2022 REG | ** | 448,156 | ||||||
GNMAII POOL #80012 SER 2026 ADJ RT 11-20-2026 | ** | 4,165 | ||||||
GNMAII POOL #80106 2.625% DUE 08-20-2027REG | ** | 5,480 | ||||||
GNMAII POOL #80397 SER 2030 ADJ RT 04-20-2030 | ** | 666 | ||||||
GNMAII POOL #8358 ADJ RT 01-20-2024 | ** | 937 | ||||||
GNMAII POOL #8399 SER 2024 ADJ RT 04-20-2024 | ** | 1,052 | ||||||
GNMAII POOL #8744 SER 2025 ADJ RT 11-20-2025 | ** | 5,170 | ||||||
GNMAII POOL #8770 SER 2025 ADJ RT 12-20-2025 | ** | 5,521 | ||||||
GNMAII POOL #8781 SER 2026 ADJ RT 01-20-2026 | ** | 195 | ||||||
GNMAII POOL #8788 SER 2026 2.625% DUE 01-20-2026 REG | ** | 1,444 | ||||||
GNMAII POOL #BS8420 SER 2050 4% DUE 04-20-2050 BEO | ** | 529,502 | ||||||
GNMAII POOL #CJ9477 3% DUE 01-20-2052 REG | ** | 327,355 | ||||||
GNMAII POOL #G2 MA4654 SER 2047 4.5% DUE08-20-2047 REG GNMAII | ** | 334,483 | ||||||
GNMAII POOL #MA0023 SER 2042 4% DUE 04-20-2042 REG | ** | 116,148 | ||||||
GNMAII POOL #MA0073 SER 2027 3% DUE 05-20-2027 REG | ** | 112,054 | ||||||
GNMAII POOL #MA0272 SER 2027 2.0% DUE 07-20-2027 | ** | 109,597 | ||||||
GNMAII POOL #MA0299 SER 2027 2.5% DUE 08-20-2027 REG | ** | 242,502 | ||||||
GNMAII POOL #MA0317 3 DUE 08-20-2012 REG | ** | 420,205 | ||||||
GNMAII POOL #MA0391 SER 2042 3% DUE 09-20-2042 REG | ** | 544,098 | ||||||
GNMAII POOL #MA0392 SER 2042 3.5 DUE 09-20-2042 REG | ** | 584,945 | ||||||
GNMAII POOL #MA0462 3.5 DUE 10-20-2042 REG | ** | 814,641 | ||||||
GNMAII POOL #MA0463 4 DUE 10-20-2042 REG | ** | 576,755 | ||||||
GNMAII POOL #MA0624 3 12-20-2042 REG | ** | 203,294 | ||||||
GNMAII POOL #MA0626 4 DUE 11-20-2042 REG | ** | 296,851 | ||||||
GNMAII POOL #MA0674 SER 2028 2.5 DUE 01-20-2028 REG | ** | 4,390,677 | ||||||
GNMAII POOL #MA0698 3 01-20-2043 REG | ** | 287,845 | ||||||
GNMAII POOL #MA0933 SER 2043 3% DUE 04-20-2043 REG | ** | 240,451 | ||||||
GNMAII POOL #MA1012 SER 2043 3.5% DUE 05-20-2043 REG | ** | 646,327 | ||||||
GNMAII POOL #MA1995 SER 2044 3.5% DUE 06-20-2044 BEO | ** | 1,300,260 | ||||||
GNMAII POOL #MA2372 SER 2044 4% DUE 11-20-2044 REG | ** | 492,777 | ||||||
GNMAII POOL #MA2678 SER 2045 3.5% DUE 03-20-2045 REG | ** | 513,968 | ||||||
GNMAII POOL #MA2754 SER 2045 3.5% DUE 04-20-2045 REG | ** | 973,639 | ||||||
GNMAII POOL #MA3172 SER 2045 3% DUE 10-20-2045 REG | ** | 488,684 | ||||||
GNMAII POOL #MA3174 SER 2045 4% DUE 10-20-2045 REG | ** | 249,384 | ||||||
GNMAII POOL #MA3597 SER 2046 3.5% DUE 04-20-2046 BEO | ** | 2,514,932 | ||||||
GNMAII POOL #MA3662 SER 2046 3% DUE 05-20-2046 REG | ** | 852,208 | ||||||
GNMAII POOL #MA3736 SER 2046 3.5% DUE 06-20-2046 REG | ** | 318,585 | ||||||
GNMAII POOL #MA4003 SER 2046 3% DUE 10-20-2046 REG | ** | 1,325,615 | ||||||
GNMAII POOL #MA4004 SER 2046 3.5% DUE 10-20-2046 REG | ** | 1,763,002 | ||||||
GNMAII POOL #MA4322 SER 2047 4% DUE 03-20-2047 REG | ** | 685,177 | ||||||
GNMAII POOL #MA4383 SER 2047 4% DUE 04-20-2047 REG | ** | 276,694 | ||||||
GNMAII POOL #MA4452 4.0% DUE 05-20-2047 REG | ** | 249,507 | ||||||
GNMAII POOL #MA4511 SER 2047 4% DUE 06-20-2047 REG | ** | 1,838,130 | ||||||
GNMAII POOL #MA4587 SER 2047 4% DUE 07-20-2047 REG | ** | 173,288 | ||||||
GNMAII POOL #MA4718 3% DUE 09-20-2047 REG | ** | 63,931 | ||||||
GNMAII POOL #MA4720 SER 2047 4% DUE 09-20-2047 REG | ** | 4,752,635 | ||||||
GNMAII POOL #MA4837 SER 2047 3.5% DUE 11-20-2047 REG | ** | 358,419 | ||||||
GNMAII POOL #MA4900 SER 2047 3.5% DUE 12-20-2047 | ** | 85,920 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GNMAII POOL #MA4901 4% 12-20-2047 | ** | 597,302 | ||||||
GNMAII POOL #MA5020 4.0% 02-20-2048 | ** | 408,137 | ||||||
GNMAII POOL #MA5078 4.0% 03-20-2048 | ** | 670,328 | ||||||
GNMAII POOL #MA5079 4.5% 03-20-2048 | ** | 63,398 | ||||||
GNMAII POOL #MA5266 SER 2048 5% DUE 06-01-2048 REG | ** | 93,767 | ||||||
GNMAII POOL #MA5331 4.5% DUE 07-20-2048 REG | ** | 59,994 | ||||||
GNMAII POOL #MA5529 4.5% 10-20-2048 | ** | 473,967 | ||||||
GNMAII POOL #MA5597 5.0% 11-20-2048 REG | ** | 17,236 | ||||||
GNMAII POOL #MA5652 SER 2048 4.5% DUE 12-20-2048 REG | ** | 184,730 | ||||||
GNMAII POOL #MA5762 3.5% DUE 02-20-2049 | ** | 13,825 | ||||||
GNMAII POOL #MA5818 SER 2049 4.5% DUE 03-20-2049 REG MBS | ** | 498,752 | ||||||
GNMAII POOL #MA5819 SER 2049 5% DUE 03-20-2049 BEO | ** | 18,868 | ||||||
GNMAII POOL #MA5988 5.0% 06-20-2049 | ** | 80,828 | ||||||
GNMAII POOL #MA6153 3.0% 09-20-2049 | ** | 632,844 | ||||||
GNMAII POOL #MA6217 2.5% 10-20-2049 | ** | 612,111 | ||||||
GNMAII POOL #MA6342M 5.0% 12-20-2049 | ** | 18,333 | ||||||
GNMAII POOL #MA6474 3.0% 02-20-2050 REG | ** | 1,238,876 | ||||||
GNMAII POOL #MA6544 4.5% 03-20-2050 | ** | 197,376 | ||||||
GNMAII POOL #MA6659 4.5% 05-20-2050 | ** | 2,814,332 | ||||||
GNMAII POOL #MA6866 3.0% 09-20-2050 | ** | 324,090 | ||||||
GNMAII POOL #MA7136 SER 2051 2.5% DUE 01-20-2051 REG | ** | 347,438 | ||||||
GNMAII POOL #MA7193 SER 2051 2.5% DUE 02-20-2051 REG | ** | 13,715,531 | ||||||
GNMAII POOL #MA7254 2.0% DUE 03-20-2051 REG | ** | 1,978,793 | ||||||
GNMAII POOL #MA7255 SER 2051 2.5% DUE 03-20-2051 REG | ** | 7,176,096 | ||||||
GNMAII POOL #MA7367 SER 2051 2.5% DUE 05-20-2051 REG | ** | 7,644,696 | ||||||
GNMAII POOL #MA7419M 3% 06-20-2051 | ** | 368,819 | ||||||
GNMAII POOL #MA7590 SER 2051 3% DUE 09-20-2051 REG | ** | 4,745,120 | ||||||
GNMAII POOL #MA7705 2.5% DUE 11-20-2051 | ** | 846,445 | ||||||
GNMAII POOL #MA7767 SER 2051 2.5% 12-20-2051 | ** | 1,320,009 | ||||||
GNMAII POOL #MA7768 SER 2051 3.0% 12-20-2051 | ** | 454,834 | ||||||
GNMAII POOL #MA7936 SER 2052 2.5% 03-20-2052 | ** | 6,972,070 | ||||||
GNMAII POOL #MA7987 2.5% DUE 04-20-2052 REG | ** | 2,169,192 | ||||||
GNMAII POOL #MA7988 SER 2052 3.0% 04-20-2052 | ** | 1,300,371 | ||||||
GNMAII POOL #MA8042 SER 2052 2.5% DUE 05-20-2052 REG | ** | 6,073,921 | ||||||
GNMAII POOL #MA8200 4% DUE 08-20-2052 | ** | 487,660 | ||||||
GNMAII POOL #MA8270 5.5% DUE 09-20-2052 | ** | 10,063,699 | ||||||
GNMAII POOL CI1513 SER 2052 3.0% DUE 03-20-2052 REG | ** | 1,781,727 | ||||||
GNMAII POOL MA5711 SER 2049 4.5% DUE 01-20-2049 REG | ** | 1,508,129 | ||||||
GODFREY PHILLIPS INR2 | ** | 919,678 | ||||||
GOHEALTH INC COM USD0.0001 CLASS A (POST REV SPLIT) | ** | 12,289 | ||||||
GOLD BULLION BAR .9999-1 OZ | ** | 12,364,134 | ||||||
GOLD CIRCUIT ELECT TWD10 | ** | 184,413 | ||||||
GOLDEN ST TOB SECURITIZATION CORP 3.714%06-01-2041 | ** | 599,157 | ||||||
GOLDEN ST TOB SECURITIZATION CORP CALIF 3.0% 06-01-2046 | ** | 3,276,591 | ||||||
GOLDEN ST TOB SECURITIZATION CORP CALIF 4.214% DUE 06-01-2050 REG | ** | 2,885,340 | ||||||
GOLDMAN SACHS 3.2% DUE 02-23-2023 | ** | 3,587,979 | ||||||
GOLDMAN SACHS 3.5% DUE 01-23-2025 | ** | 5,920,668 | ||||||
GOLDMAN SACHS 3.5% DUE 11-16-2026 | ** | 5,855,363 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GOLDMAN SACHS 3.691% DUE 06-05-2028 | ** | 929,015 | ||||||
GOLDMAN SACHS 3.691% DUE 06-05-2028 | ** | 13,331,364 | ||||||
GOLDMAN SACHS 3.75% DUE 02-25-2026 | ** | 818,540 | ||||||
GOLDMAN SACHS 3.85% DUE 01-26-2027 | ** | 6,810,270 | ||||||
GOLDMAN SACHS 3.85% DUE 07-08-2024 | ** | 900,706 | ||||||
GOLDMAN SACHS 4% DUE 03-03-2024 | ** | 4,263,245 | ||||||
GOLDMAN SACHS 4.25% DUE 10-21-2025 | ** | 1,123,894 | ||||||
GOLDMAN SACHS 4.75% DUE 10-21-2045 | ** | 8,820 | ||||||
GOLDMAN SACHS 6.75% DUE 10-01-2037 | ** | 255,325 | ||||||
GOLDMAN SACHS CAP II GTD FIXED TO FLTG NORMAL PPS DUE 06-01-2043/03-01-2023 REG | ** | 4,508 | ||||||
GOLDMAN SACHS FIXED 3.5% DUE 04-01-2025 | ** | 10,309,462 | ||||||
GOLDMAN SACHS FLTG RT .673% DUE 03-08-2024 | ** | 1,865,772 | ||||||
GOLDMAN SACHS GROUP INC .657% DUE 09-10-2024 BEO | ** | 4,858,296 | ||||||
GOLDMAN SACHS GROUP INC .925% DUE 10-21-2024 BEO | ** | 4,252,905 | ||||||
GOLDMAN SACHS GROUP INC 1.093% DUE 12-09-2026 REG | ** | 1,873,169 | ||||||
GOLDMAN SACHS GROUP INC 1.542% 09-10-2027 | ** | 10,883,238 | ||||||
GOLDMAN SACHS GROUP INC 1.757% DUE 01-24-2025 BEO | ** | 861,485 | ||||||
GOLDMAN SACHS GROUP INC 1.757% DUE 01-24-2025 BEO | ** | 2,574,883 | ||||||
GOLDMAN SACHS GROUP INC 1.992% DUE 01-27-2032 REG | ** | 381,450 | ||||||
GOLDMAN SACHS GROUP INC 2.6% DUE 02-07-2030 | ** | 836,927 | ||||||
GOLDMAN SACHS GROUP INC 2.615% 04-22-2032 | ** | 3,990,258 | ||||||
GOLDMAN SACHS GROUP INC 2.64% DUE 02-24-2028 BEO | ** | 1,467,504 | ||||||
GOLDMAN SACHS GROUP INC 2.65% 10-21-2032 | ** | 2,182,742 | ||||||
GOLDMAN SACHS GROUP INC 2.908% DUE 07-21-2042 BEO | ** | 342,393 | ||||||
GOLDMAN SACHS GROUP INC 3.21% DUE 04-22-2042 BEO | ** | 471,071 | ||||||
GOLDMAN SACHS GROUP INC 3.272% 09-29-2025 REG | ** | 4,820,383 | ||||||
GOLDMAN SACHS GROUP INC 4.223% 05-01-2029 | ** | 186,648 | ||||||
GOLDMAN SACHS GROUP INC 4.223% 05-01-2029 | ** | 9,145,754 | ||||||
GOLDMAN SACHS GROUP INC 4.387% 06-15-2027 | ** | 9,078,655 | ||||||
GOLDMAN SACHS GROUP INC 6 45 05 01 6.45 DUE 05-01-2036 BEO | ** | 93,772 | ||||||
GOLDMAN SACHS GROUP INC COM | ** | 25,399,475 | ||||||
GOLDMAN SACHS GROUP INC FLTG DUE 10-21-2027 BEO | ** | 3,401,505 | ||||||
GOLDMAN SACHS GROUP INC FRN 10-28-2027 | ** | 1,627,947 | ||||||
GOLDMAN SACHS GROUP INC NT FXD/FLTG 3.615% 03-15-2028 | ** | 465,311 | ||||||
GOLDMAN SACHS GROUP INC NT FXD/FLTG 3.615% 03-15-2028 | ** | 511,843 | ||||||
GOLDMAN SACHS GROUP INC SR GLOBAL NT 1.431% 03-09-2027 | ** | 7,629,278 | ||||||
GOLDSUN BUILDING M TWD10 | ** | 113,371 | ||||||
GOODLEAP 4% DUE 04-20-2049 | ** | 1,553,878 | ||||||
GOODRX HLDGS INC COM CL A COM CL A | ** | 153,612 | ||||||
GOODYEAR TIRE & RUBBER CO COM | ** | 1,641,042 | ||||||
GOPRO INC CL A CL A | ** | 356,752 | ||||||
GOURMET MASTER CO LTD COMSTK | ** | 182,379 | ||||||
GOVERNMENT NATIONAL MORTGAGE A G2 CM07213.5% 03-20-2050 | ** | 245,787 | ||||||
GOVERNMENT NATIONAL MORTGAGE A G2 CM52723.5% 01-20-2051 | ** | 236,167 | ||||||
GOVERNMENT NATIONAL MORTGAGE A G2 CN99723.5% 04-20-2047 | ** | 261,828 | ||||||
GOVERNMENT NATIONAL MORTGAGE A SER 22-4 CL Z 1.9% 03-16-2064 | ** | 528,719 | ||||||
GOVERNMENT NATIONAL MORTGAGE A SR 16-H01CL FB 3.79271% 11-20-2065 | ** | 1,832,710 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC 2.5% 05-20-2051 | ** | 273,867 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC 3% 09-20-2047 | ** | 222,259 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC 3.5% 01-20-2048 | ** | 268,707 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC 3.5% 06-20-2050 | ** | 354,730 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7312 2.5% 04-20-2051 | ** | 9,565,518 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7420 3.5% 06-20-2051 | ** | 1,718,202 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7473 3% 07-20-2051 | ** | 1,660,936 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7534 2.5% 08-20-2051 | ** | 734,297 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7534 2.5% 08-20-2051 | ** | 1,216,510 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7648 2% 10-20-2051 | ** | 1,155,361 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7649 2.5% 10-20-2051 | ** | 191,925 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7650 3% 10-20-2051 | ** | 5,276,296 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7706 3% 11-20-2051 | ** | 1,124,208 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA8266 3.5% 09-20-2052 | ** | 6,408,949 | ||||||
GOVERNMENT NATIONAL MORTGAGE ASSOC POOL #646853 5.5% 08-15-2035 BEO | ** | 1,449 | ||||||
GOVERNMENT NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-2065 | ** | 1,839,960 | ||||||
GPMT 2021-FL4 LTD VAR RT 6.46314% DUE 12-15-2036 | ** | 4,864,303 | ||||||
GPO AERO CENT NORT SER'B' NPV | ** | 476,688 | ||||||
GPO CATALANA OCCID EUR0.30 | ** | 113,219 | ||||||
GRACO INC COM | ** | 57,978 | ||||||
GRAINGER W W INC 1.85% DUE 02-15-2025 | ** | 5,424,225 | ||||||
GRAINGER W W INC COM | ** | 2,454,175 | ||||||
GRAND CANYON ED INC COM STK | ** | 1,791,043 | ||||||
GRANITE REAL ESTATE INVT TR | ** | 331,392 | ||||||
GRANULES INDIA INR1 | ** | 27,348 | ||||||
GRAPHIC PACKAGING HLDG CO COM STK | ** | 1,994,312 | ||||||
GRAY OAK PIPELN 3.45% DUE 10-15-2027 | ** | 354,315 | ||||||
GREAT EASTERN SHI INR10 (POST REORG) | ** | 291,018 | ||||||
GREAT HALL MG NO.1 FRN M/BKD 03/2039 EUR'A2B' | ** | 150,875 | ||||||
GREAT HALL MG NO.1 FRN M/BKD 06/2038 EUR'A2B' | ** | 131,791 | ||||||
GREAT HALL MTGS NO 1 PLC 2007-02 ASSET BACKED NT CL AC 144A 18 JUN 2039 | ** | 218,031 | ||||||
GREAT LAKES DREDGE & DOCK CORP NEW COM | ** | 79,409 | ||||||
GREAT TREE PHARMAC TWD10 | ** | 144,214 | ||||||
GREAT WALL MOTOR 'H'CNY1 | ** | 778,439 | ||||||
GREAVES COTTON LTD COMSTK | ** | 23,203 | ||||||
GREEN BRICK PARTNERS INC COM | ** | 368,926 | ||||||
GREEN DOT CORP COM STK | ** | 424,435 | ||||||
GREEN PLAINS INC COM STK | ** | 908,931 | ||||||
GREENPOINT MTG FDG TR 2006-OH1 MTG PASSTHRU CTF CL A-1 FLTG 01-25-2037 REG | ** | 833,359 | ||||||
GREENTOWN MGMT HKD0.01 | ** | 59,962 | ||||||
GREGGS ORD GBP0.02 | ** | 563,272 | ||||||
GREIF INC. | ** | 130,968 | ||||||
GREYWOLF CLO VII LTD SRS 18-7A CL A1 10-20-2031 | ** | 5,164,879 | ||||||
GROCERY OUTLET HLDG CORP COM | ** | 4,349,456 | ||||||
GROUP UP INDUSTRIA TWD10 | ** | 9,585 | ||||||
GRUPO FINANCIERO BANORTE S A B DE C V | ** | 764,624 | ||||||
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 2.5% DUE 01-25-2052 | ** | 359,817 | ||||||
GS MTG BACKED SECS FLTG RT 2.5% DUE 09-25-2052 | ** | 2,142,577 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
GS MTG BACKED SECS FLTG RT 4.77768% DUE 01-25-2052 | ** | 407,125 | ||||||
GS MTG SECS CORP 7.879% DUE 08-15-2039 | ** | 2,012,171 | ||||||
GS MTG SECS CORP FFMLT 2006-FF4 MTG PASSTHR CTF A-3 03-25-2036 REG | ** | 1,383,760 | ||||||
GS MTG SECS CORP FLTG RT 5.2084% DUE 11-21-2035 | ** | 1,979,661 | ||||||
GS MTG SECS CORP TR 2021-ROSS 6.96% 05-15-2026 | ** | 2,904,727 | ||||||
GS MTG SECS SER 2014-GC24 CL A-AB 0.0% DUE 09-10-2047 REG | ** | 626,894 | ||||||
GS MTG SECS TR 1.56% DUE 12-12-2053 | ** | 2,845,864 | ||||||
GS MTG SECS TR 2015-GC32 COML MTG PASSTHRU CTF CL 3.498% 07-10-2048 | ** | 1,935,250 | ||||||
GS MTG SECS TR 2020-GC45 SR 20-GC45 CL A3 2.63% 02-13-2053 | ** | 2,532,163 | ||||||
GS MTG SECS TR 3.05% DUE 05-10-2049 | ** | 1,625,281 | ||||||
GS MTG SECS TR 3.364% DUE 11-10-2047 | ** | 5,423,985 | ||||||
GS MTG SECS TR 3.469% DUE 11-10-2050 | ** | 1,696,146 | ||||||
GS MTG SECS TR 3.506% DUE 10-10-2048 | ** | 5,816,459 | ||||||
GS MTG SECS TR 4.243% DUE 08-10-2046 | ** | 641,579 | ||||||
GS MTG-BACKED SECS FLTG RT 2.5% DUE 12-25-2051 | ** | 71,051 | ||||||
GS MTG-BACKED SECS FLTG RT 3% DUE 08-26-2052 | ** | 1,802,317 | ||||||
GS MTG-BACKED SECS TR 2022-HP1 MTG PASSTHRU CTF CL A-2 3% 09-25-2052 | ** | 1,668,615 | ||||||
GS YUASA CORP NPV | ** | 117,291 | ||||||
GSK CNSMR FIXED 3.375% DUE 03-24-2027 | ** | 4,466,103 | ||||||
GSK CONSUMER HEALTHCARE CAP UK PLC GTD SR NT 3.125% 03-24-2025 | ** | 1,617,858 | ||||||
GSK CONSUMER HEALTHCARE CAP US LLC GTD SR NT 3.375% 03-24-2029 | ** | 1,000,289 | ||||||
GSK CONSUMER HEALTHCARE CAP US LLC GTD SR NT 3.375% 03-24-2029 | ** | 693,894 | ||||||
GSK PLC ORD GBP0.3125 | ** | 6,797,110 | ||||||
GUARDIAN LIFE GLOBAL FDG SR SECD TRANCHE# SR 00025 1.25% 11-19-2027 | ** | 1,430,404 | ||||||
GUDANG GARAM TBK IDR500 | ** | 593,274 | ||||||
GUIDEWIRE SOFTWARE INC COM USD0.0001 | ** | 7,085,170 | ||||||
GUJARAT FLUOROCHEMICALS LIMITED | ** | 39,670 | ||||||
GUJARAT NARMADA VALLEY FERTILIZERS AND CHEMCIALS LTD | ** | 83,244 | ||||||
GUJARAT PIPAVAV PORT LTD COM | ** | 182,709 | ||||||
GULF INSURANCE GROUP | ** | 54,411 | ||||||
GULFPORT ENERGY CORP COM USD0.01 | ** | 366,654 | ||||||
GUNAWAN DIANJAYA S IDR100 | ** | 28,072 | ||||||
GXO LOGISTICS INC COM | ** | 460,284 | ||||||
H & E EQUIP SVCS INC COM | ** | 364,335 | ||||||
H LUNDBECK A/S SER B DKK1 | ** | 53,825 | ||||||
H&R REAL ESTATE IN UNITS | ** | 155,514 | ||||||
HACKENSACK MERIDIAN HEALTH INC 2.875% 09-01-2050 | ** | 282,896 | ||||||
HAEMONETICS CORP MASS COM | ** | 800,893 | ||||||
HAESUNG DS CO LTD KRW5000 | ** | 32,645 | ||||||
HAFNIA LIMITED USD0.01 | ** | 64,076 | ||||||
HAIDILAO INTL HLDG LTD | ** | 970,051 | ||||||
HAIER SMART HOME CO LTD-H | ** | 771,592 | ||||||
HAIN CELESTIAL GROUP INC COM | ** | 524,313 | ||||||
HAL TRUST UNITS NPV | ** | 699,262 | ||||||
HALFORDS GROUP ORD GBP0.01 | ** | 86,232 | ||||||
HALLIBURTON CO 3.8% DUE 11-15-2025 | ** | 36,995 | ||||||
HALLIBURTON CO COM | ** | 7,326,262 | ||||||
HALOZYME THERAPEUTICS INC COM | ** | 1,614,936 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
HAMAKYOREX CO LTD NPV | ** | 45,288 | ||||||
HAMILTON CNTY OHIO HEALTH CARE FACS REV 3.756% 06-01-2042 BEO TAXABLE | ** | 174,104 | ||||||
HAMILTON LANE INC CL A CL A | ** | 3,408,445 | ||||||
HANA FINANCIAL GRP KRW5000 | ** | 1,126,725 | ||||||
HANCOCK WHITNEY CORP | ** | 1,829,578 | ||||||
HANESBRANDS INC COM STK | ** | 3,184,853 | ||||||
HANG LUNG GROUP HKD1 | ** | 167,194 | ||||||
HANKUK CARBON CO KRW500 | ** | 8,343 | ||||||
HANKYU HANSHIN REI REIT | ** | 213,820 | ||||||
HANMI FINL CORP COM NEW COM NEW | ** | 328,012 | ||||||
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE CAP INC COM | ** | 4,536,355 | ||||||
HANNSTAR BOARD CRP TWD10 | ** | 55,607 | ||||||
HANOVER INS GROUP 4.5% DUE 04-15-2026 | ** | 860,021 | ||||||
HANOVER INS GROUP INC 2.5% 09-01-2030 | ** | 134,847 | ||||||
HANOVER INS GROUP INC COM | ** | 756,458 | ||||||
HANWHA AEROSPACE CO LTD | ** | 176,856 | ||||||
HANWHA CORP KRW5000 | ** | 156,860 | ||||||
HANWHA CORPORATION 3RD PRF KRW5000 | ** | 35,175 | ||||||
HANWHA GENERAL INSURANCE CO LTD KRW5000 | ** | 48,212 | ||||||
HANWHA SOLUTIONS CORPORATION | ** | 407,632 | ||||||
HANYANG SECS CO KRW5000 | ** | 43,494 | ||||||
HAPVIDA PARTICIPAC COM NPV 144A/REG S | ** | 483,250 | ||||||
HARBOUR-LINK GROUP MYR0.50 | ** | 19,919 | ||||||
HAREL INS INVS ILS1 | ** | 44,810 | ||||||
HARLEY DAVIDSON FINL SVCS INC GTD NT 144A 3.05% 02-14-2027 | ** | 1,451,898 | ||||||
HARLEY-DAVIDSON FIXED 2.35% DUE 10-15-2024 | ** | 263,707 | ||||||
HARMONIC INC COM | ** | 1,212,471 | ||||||
HARMONY BIOSCIENCES HLDGS INC COM | ** | 650,731 | ||||||
HARSCO CORP COM | ** | 220,471 | ||||||
HARTFORD FINL SVCS 4.3 DUE 04-15-2043 | ** | 128,706 | ||||||
HARTFORD FINL SVCS GROUP INC COM | ** | 12,453,030 | ||||||
HASBRO INC 3.9% DUE 11-19-2029 | ** | 400,976 | ||||||
HASBRO INC COM | ** | 5,057,119 | ||||||
HASHICORP INC COM USD0.000015 CL A | ** | 457,672 | ||||||
HCA HEALTHCARE INC COM | ** | 7,510,748 | ||||||
HCI GROUP INC COM NPV | ** | 60,335 | ||||||
HDFC BANK LTD INR1 | ** | 2,815,560 | ||||||
HEALTH CARE SVC CORP 1.5% 06-01-2025 | ** | 1,175,822 | ||||||
HEALTH CATALYST INC COM | ** | 403,313 | ||||||
HEALTHCARE RLTY 2% DUE 03-15-2031 | ** | 147,816 | ||||||
HEALTHCARE RLTY 3.1% DUE 02-15-2030 | ** | 268,849 | ||||||
HEALTHCARE SVCS GROUP INC COM | ** | 3,303,096 | ||||||
HEALTHEQUITY INC COM | ** | 1,642,336 | ||||||
HEALTHPEAK PPTYS FIXED 3% DUE 01-15-2030 | ** | 1,905,383 | ||||||
HEALTHPEAK PPTYS INC 1.35% 02-01-2027 | ** | 2,101,672 | ||||||
HEALTHPEAK PPTYS INC SR NT 2.125% 12-01-2028 | ** | 155,457 | ||||||
HEALTHPEAK PROPERTIES INC 3.5% DUE 07-15-2029 | ** | 567,035 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
HEALTHSTREAM INC COM STK ISIN# US42222N1037 | ** | 191,492 | ||||||
HECLA MNG CO COM | ** | 171,415 | ||||||
HECTO FINANCIAL CO LTD KRW500 | ** | 23,459 | ||||||
HEICO CORP NEW COM | ** | 868,220 | ||||||
HEIDRICK & STRUGGLES INTL INC COM | ** | 171,652 | ||||||
HEIJMANS CVA EUR0.30 | ** | 670,467 | ||||||
HEINEKEN MALAYSIA MYR0.50 | ** | 147,596 | ||||||
HEIWA CORP NPV | ** | 372,905 | ||||||
HELEN TROY LTD COM STK | ** | 7,127,077 | ||||||
HELIA GROUP LTD NPV | ** | 264,631 | ||||||
HELLENIQ ENERGY HOLDINGS S.A. | ** | 91,575 | ||||||
HENKEL CORP DISC COML PAPER 4/2 YRS 3&4 Z/CPN CP DUE 09-07-2023 | ** | 4,508,802 | ||||||
HERAN CO LTD TWD10 | ** | 131,054 | ||||||
HERBALIFE NUTRITION LTD COM STK | ** | 943,809 | ||||||
HERMES INTL NPV | ** | 4,843,976 | ||||||
HERO FDG 2017-2 FIXED 3.28% DUE 09-20-2048 | ** | 84,473 | ||||||
HERSHA HOSPITALITY TR PRIORITY SHS BEN INT CL A NEW PRTY SHS BEN INT CL A NEW | ** | 84,910 | ||||||
HERSHEY CO FIXED .9% DUE 06-01-2025 | ** | 1,917,225 | ||||||
HERSHEY COMPANY COM STK USD1 | ** | 4,736,070 | ||||||
HERTZ VEH FING III 1.99% DUE 06-25-2026 | ** | 587,845 | ||||||
HERTZ VEH FING III 2.33% DUE 06-26-2028 | ** | 1,053,367 | ||||||
HERTZ VEH FING III 3.37% DUE 03-25-2025 | ** | 487,450 | ||||||
HERTZ VEH FING III 3.89% DUE 09-25-2028 | ** | 1,664,131 | ||||||
HERTZ VEH FING III LLC 2021-1 RENT CAR AST BKD NT 1.21% 12-26-2025 | ** | 2,865,146 | ||||||
HERTZ VEH FING III LLC 2021-1 RENT CAR AST BKD NT 1.56% 12-26-2025 | ** | 1,970,420 | ||||||
HERTZ VEH FING III LLC 2021-2 RENT CAR AST BKD NT 1.68% 12-27-2027 | ** | 1,995,660 | ||||||
HESS CORP 6% DUE 01-15-2040 | ** | 7,886 | ||||||
HESS CORP COM STK | ** | 5,034,610 | ||||||
HEUNGKUK FIRE&MARI KRW5000 | ** | 28,370 | ||||||
HEWLETT PACKARD ENTERPRISE CO COM | ** | 2,158,398 | ||||||
HEXATRONIC GROUP NPV | ** | 82,625 | ||||||
HEXCEL CORP NEW COM | ** | 1,995,015 | ||||||
HF SINCLAIR HF SINCLAIR CORPORATION5.875% DUE 04-01-2026 | ** | 901,685 | ||||||
HF SINCLAIR CORP FIXED 2.625% DUE 10-01-2023 | ** | 48,957 | ||||||
HFR INC KRW500 | ** | 297,094 | ||||||
HIGHBRIDGE LOAN MANAGEMENT LTD 23/01/2035 0% 01-23-2035 | ** | 1,442,618 | ||||||
HIGHWOODS PPTYS INC COM | ** | 396,253 | ||||||
HIKMA PHARMACEUTIC ORD GBP0.10 | ** | 81,453 | ||||||
HILAN LTD ILS1 | ** | 90,198 | ||||||
HILLENBRAND INC COM STK | ** | 2,329,697 | ||||||
HILTON GRAND VACATIONS INC COM | ** | 213,858 | ||||||
HILTON WORLDWIDE FINANCE LLC TERM LOAN 06-22-2026 BEO | ** | 284,577 | ||||||
HIM INTL MUSIC INC TWD10 | ** | 71,243 | ||||||
HIROSE ELECTRIC NPV | ** | 113,229 | ||||||
HISAMITSU PHARM CO NPV | ** | 157,660 | ||||||
HISENSE HOME APPL. 'H'CNY1 | ** | 65,086 | ||||||
HITACHI NPV | ** | 8,742,494 | ||||||
HITACHI ZOSEN Y50 | ** | 308,001 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
HITE JINRO KRW5000 | ** | 112,011 | ||||||
HITEJINRO HOLDINGS CO LTD KRW5000 | ** | 27,626 | ||||||
HITO COMMUNICATIONS HOLDINGS | ** | 34,537 | ||||||
HK INNO.N CORP KRW500 | ** | 51,138 | ||||||
HOCHSCHILD MINING ORD GBP0.01 | ** | 44,424 | ||||||
HOKKO CHEMICAL IND NPV | ** | 28,960 | ||||||
HOLLYWOOD BOWL GRO ORD GBP 0.01 | ** | 66,440 | ||||||
HOME BANCORP INC COM STK | ** | 98,154 | ||||||
HOME BANCSHARES INC COM | ** | 3,747,816 | ||||||
HOME DEPOT CANADA INC 2.7% 04-15-2025 | ** | 769,801 | ||||||
HOME DEPOT INC 2.5% DUE 04-15-2027 | ** | 5,152,029 | ||||||
HOME DEPOT INC 2.875% 04-15-2027 | ** | 1,522,333 | ||||||
HOME DEPOT INC 3.125% DUE 12-15-2049 | ** | 356,875 | ||||||
HOME DEPOT INC 3.3% DUE 04-15-2040 REG | ** | 336,514 | ||||||
HOME DEPOT INC 3.9% DUE 12-06-2028 REG | ** | 96,430 | ||||||
HOME DEPOT INC 3.9% DUE 06-15-2047 | ** | 49,654 | ||||||
HOME DEPOT INC 4.5% 09-15-2032 | ** | 3,762,481 | ||||||
HOME DEPOT INC 4.95% DUE 09-15-2052 BEO | ** | 192,908 | ||||||
HOME DEPOT INC COM | ** | 21,767,492 | ||||||
HOMETRUST BANCSHARES INC COM | ** | 118,530 | ||||||
HONDA AUTO .82% DUE 07-15-2024 | ** | 821,818 | ||||||
HONDA INDIA POWER INR10 | ** | 183,308 | ||||||
HONDA MTR CO LTD 2.534% DUE 03-10-2027 | ** | 1,725,901 | ||||||
HONEYWELL INTL INC 1.35% DUE 06-01-2025 REG | ** | 2,326,121 | ||||||
HONEYWELL INTL INC COM STK | ** | 18,744,178 | ||||||
HORACE MANN EDUCATORS CORP COM | ** | 1,888,568 | ||||||
HORIBA LTD NPV | ** | 221,479 | ||||||
HORIZON BANCORP INC/IN COM | ** | 11,310 | ||||||
HORIZON THERAPEUTICS PLC COM USD0.0001 | ** | 436,309 | ||||||
HORMEL FOODS CORP FIXED .65% DUE 06-03-2024 | ** | 840,858 | ||||||
HOSHIZAKI CORP | ** | 127,007 | ||||||
HOSIDEN CORP NPV | ** | 52,489 | ||||||
HOSOKAWA MICRON CO NPV | ** | 95,571 | ||||||
HOST HOTELS & RESORTS INC REIT | ** | 2,129,113 | ||||||
HOSTESS BRANDS INC CL A CL A | ** | 395,236 | ||||||
HOTLAND CO LTD NPV | ** | 28,139 | ||||||
HOUSING & URBAN INR10 | ** | 87,178 | ||||||
HOUSING DEVEL FIN INR2 | ** | 3,391,737 | ||||||
HOWDEN JOINERY GR ORD GBP0.10 | ** | 650,830 | ||||||
HOWMET AEROSPACE INC COM USD1.00 WI | ** | 173,838 | ||||||
HOYA CORP NPV | ** | 5,016,715 | ||||||
HP INC 2.2% DUE 06-17-2025 | ** | 1,939,707 | ||||||
HP INC 3% DUE 06-17-2027 | ** | 150,828 | ||||||
HP INC COM | ** | 763,887 | ||||||
HSBC BK USA INSTL CTF DEP PROGRAM INSTL CTF DEP 4.01% 08-10-2023 | ** | 4,885,550 | ||||||
HSBC HLDGS PLC .976% DUE 05-19-2025 REG | ** | 921,599 | ||||||
HSBC HLDGS PLC 1.589% DUE 05-24-2027 REG | ** | 6,076,264 | ||||||
HSBC HLDGS PLC 2.099% DUE 06-04-2026 | ** | 1,807,168 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
HSBC HLDGS PLC 2.357% DUE 08-18-2031 REG | ** | 298,905 | ||||||
HSBC HLDGS PLC 2.633% DUE 11-07-2025 | ** | 470,244 | ||||||
HSBC HLDGS PLC 2.633% DUE 11-07-2025 | ** | 1,173,729 | ||||||
HSBC HLDGS PLC 4.25% DUE 08-18-2025 | ** | 192,550 | ||||||
HSBC HLDGS PLC 4.3% DUE 03-08-2026 | ** | 7,749,255 | ||||||
HSBC HLDGS PLC FIXED 3.95% DUE 05-18-2024 | ** | 1,180,698 | ||||||
HSBC HLDGS PLC FLTG RT .732% DUE 08-17-2024 | ** | 3,792,268 | ||||||
HSBC HLDGS PLC FLTG RT .732% DUE 08-17-2024 | ** | 5,743,156 | ||||||
HSBC HLDGS PLC FLTG RT 1.645% DUE 04-18-2026 | ** | 3,396,067 | ||||||
HSBC HLDGS PLC FLTG RT 2.251% DUE 11-22-2027 | ** | 780,491 | ||||||
HSBC HLDGS PLC FLTG RT 2.848% DUE 06-04-2031 | ** | 896,496 | ||||||
HSBC HLDGS PLC FLTG RT 2.871% DUE 11-22-2032 | ** | 2,072,242 | ||||||
HSBC HLDGS PLC FLTG RT 2.999% DUE 03-10-2026 | ** | 2,748,262 | ||||||
HSBC HLDGS PLC FLTG RT 4.292% DUE 09-12-2026 | ** | 19,168,101 | ||||||
HSBC HLDGS PLC FLTG RT 7.336% DUE 11-03-2026 | ** | 1,041,556 | ||||||
HSBC HLDGS PLC FLTG RT 7.39% DUE 11-03-2028 | ** | 1,889,018 | ||||||
HSBC HOLDINGS PLC 1.162% 11-22-2024 | ** | 4,711,046 | ||||||
HSBC HOLDINGS PLC 3.803% 03-11-2025 | ** | 2,917,313 | ||||||
HSBC HOLDINGS PLC 4.041% 03-13-2028 | ** | 1,199,679 | ||||||
HSBC HOLDINGS PLC 4.041% 03-13-2028 | ** | 184,566 | ||||||
HSBC HOLDINGS PLC 4.25 NTS 03-14-2024 USD1000 | ** | 1,228,206 | ||||||
HUABAO INTL HLDG COMSTK | ** | 61,961 | ||||||
HUBER & SUHNER AG CHF0.25 (REGD) | ** | 93,184 | ||||||
HUBSPOT INC COM | ** | 2,285,862 | ||||||
HUDBAY MINERALS IN COM NPV | ** | 58,559 | ||||||
HUGO BOSS AG | ** | 138,725 | ||||||
HUMAN SOFT HOLDING KWD0.1 | ** | 54,121 | ||||||
HUMANA INC .65% 08-03-2023 | ** | 939,109 | ||||||
HUMANA INC 2.15% 02-03-2032 | ** | 195,780 | ||||||
HUMANA INC 3.7% 03-23-2029 | ** | 1,430,989 | ||||||
HUMANA INC 3.85% DUE 10-01-2024 | ** | 2,796,617 | ||||||
HUMANA INC 4.5% DUE 04-01-2025 | ** | 168,050 | ||||||
HUMANA INC 5.75% DUE 03-01-2028 | ** | 1,738,162 | ||||||
HUMANA INC COM | ** | 8,552,036 | ||||||
HUMASIS CO LTD KRW100 | ** | 95,678 | ||||||
HUNTER GROUP ASA NOK0.002 | ** | 118,297 | ||||||
HUNTINGTON 5.023% DUE 05-17-2033 | ** | 400,086 | ||||||
HUNTINGTON BANCSHARES INC COM | ** | 492,880 | ||||||
HUNTINGTON BANCSHARES INC SR NT FIXED/FLTG 4.443% 08-04-2028 | ** | 2,296,588 | ||||||
HUNTINGTON INGALLS INDS INC 3.844% 05-01-2025 | ** | 3,432,611 | ||||||
HUNTINGTON INGALLS INDS INC COM | ** | 2,963,546 | ||||||
HUNTINGTON INGALLS INDS INC SR NT .67% 08-16-2023 | ** | 1,708,851 | ||||||
HUNTINGTON NATL BK MD 4.552% DUE 05-17-2028 BEO | ** | 2,414,636 | ||||||
HUNTSMAN CORP COM STK | ** | 655,783 | ||||||
HURON CONSULTING GROUP INC COM STK | ** | 1,087,403 | ||||||
HUVITZ CO KRW500 | ** | 99,062 | ||||||
HWA SHIN CO KRW500 | ** | 15,236 | ||||||
HY LOK KRW500 | ** | 15,394 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
HYATT HOTELS CORP 1.3% 10-01-2023 | ** | 97,201 | ||||||
HYATT HOTELS CORP COM CL A COM CL A | ** | 2,084,963 | ||||||
HYDRO-QUEBEC 8.05 DEB DUE 07-07-2024 REGPUTABLE 7-7-06 @100 | ** | 277,110 | ||||||
HYOSUNG HEAVY INDU KRW5000 | ** | 42,536 | ||||||
HYSTER-YALE MATLS HANDLING INC CL A COM | ** | 100,633 | ||||||
HYUNDAI AUTO 1.49% DUE 12-15-2027 | ** | 1,480,020 | ||||||
HYUNDAI AUTOEVER CORP NPV | ** | 34,241 | ||||||
HYUNDAI CAP SVCS INC GLOBAL NT 144A .75%09-15-2023 | ** | 2,087,598 | ||||||
HYUNDAI CONSTRUCTI KRW5000 | ** | 44,789 | ||||||
HYUNDAI ELECTRIC & KRW5000 | ** | 117,902 | ||||||
HYUNDAI ENERGY SOL KRW5000 | ** | 77,770 | ||||||
HYUNDAI FUTURENET CO LTD | ** | 64,616 | ||||||
HYUNDAI INDUSTRIAL CO LTD KRW500 | ** | 17,828 | ||||||
HYUNDAI MARINE&FIR KRW500 | ** | 366,619 | ||||||
I/L CANADA (GOVT OF) 3% 01/12/2036 CAD1000 | ** | 93,400 | ||||||
I/M EERDUOSI RESOU 'B'CNY1 | ** | 186,635 | ||||||
I/MONGOLIA YITAI C 'B'CNY1 | ** | 206,737 | ||||||
I/O CMO UBS-BARCLAYS COML MTG TR 2013-C5CL X-A 144A VAR RT 03-10-2046 BEO | ** | 31 | ||||||
I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-2029 | ** | 5,114 | ||||||
I/O FHLMC MULTICLASS SER 004579 CL SD 01-15-2038 | ** | 7,287 | ||||||
I/O FHLMC MULTICLASS SER 323 CL 300 DUE 01-15-2044 | ** | 144,638 | ||||||
I/O FNMA POOL #AN6788 2.87% 09-01-2027 | ** | 1,706,152 | ||||||
I/O FNMA REMIC SER 2013-13 CL IK 03-25-2028 | ** | 7,226 | ||||||
I/O FNMA REMIC TR 2013-17 CL-TI 3% 03-25-2028 REG | ** | 8,414 | ||||||
I/O FNMA SMBS TR 404 CL 05-25-2040 | ** | 126,882 | ||||||
I/O FNMA SMBS TR 421 CL 12-25-2038 | ** | 53,930 | ||||||
I3 VERTICALS INC CL A CL A | ** | 1,508,837 | ||||||
IA FINANCIAL CORP COM NPV | ** | 977,017 | ||||||
IAA SPINCO INC | ** | 5,925,200 | ||||||
IBA NPV | ** | 29,559 | ||||||
IBJ INC NPV | ** | 41,593 | ||||||
IBM CORP 4.0% 07-27-2025 | ** | 1,634,764 | ||||||
ICE_CDS GOLDUS33 20/06/2025 SELL TESCO PLC 6% 12/14/202 SWPC0GVU2 | ** | 648 | ||||||
ICE_CDS MSNYUS33 12/20/2025 SELL FORD MOTOR CREDIT CO L SWPC0L3F5 | ** | 11,779 | ||||||
ICE_CDX GOLDUS33 06/20/2027 BUY CDX.EM.37 SWPC0KSL7 | ** | 113,043 | ||||||
ICE_CDX GOLDUS33 06/20/2032 BUY CDX.NA.IG.38 SWPC0KSU7 | ** | 2,787 | ||||||
ICE_CDX GOLDUS33 12/20/2030 BUY CDX.NA.IG.35 SWPC0JJ89 | ** | 657 | ||||||
ICE_CDX GOLDUS33 12/20/2031 BUY CDX.NA.IG.37 SWPC0KC18 | ** | 19,898 | ||||||
ICE_CDX GOLDUS33 12/20/2032 BUY CDX.NA.IG.39 SWPC0LBC3 | ** | 117,946 | ||||||
ICE_CDX GOLDUS33 20/12/2032 BUY ITRAXX EUROPE SERIES 3 SWPC0LAY6 | ** | 40,738 | ||||||
ICG US CLO 2020-1 LTD / ICG US CLO 6.00771% 01-20-2035 | ** | 6,750,004 | ||||||
ICHINEN HOLDINGS CO LTD NPV | ** | 27,364 | ||||||
ICHITAN GRP PCL GDR COMMON STOCK | ** | 287,696 | ||||||
IDA PWR CO SECD 4.2% DUE 03-01-2048 | ** | 1,376,429 | ||||||
IDEC CORPORATION NPV | ** | 130,570 | ||||||
IDEXX LABS INC COM | ** | 1,097,412 | ||||||
IDFC FIRST BANK LTD | ** | 212,074 | ||||||
IDOM INC NPV | ** | 150,469 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
IFB INDUSTRIES LTD INR10 | ** | 61,973 | ||||||
IG GROUP HLDGS ORD GBP0.00005 | ** | 694,062 | ||||||
IGG INC USD0.0000025 | ** | 92,890 | ||||||
IGO LTD | ** | 2,575,738 | ||||||
IHO VERWALTUNGS GMBH 144 PAY IN KIND 05-15-2027 BEO | ** | 349,825 | ||||||
IL ST BUILD AMERICA BONDS-TAXABLE-SER 3 6.725 04-01-2035 BEO | ** | 407,471 | ||||||
IL YANG PHARM KRW2500 | ** | 54,757 | ||||||
ILL TOOL WKS INC COM | ** | 14,382,726 | ||||||
ILLUMINA INC FIXED .55% DUE 03-23-2023 | ** | 1,693,462 | ||||||
ILSUNG PHARM KRW5000 | ** | 25,030 | ||||||
ILUKA RESOURCES NPV | ** | 731,185 | ||||||
IMDEX LTD NPV | ** | 529,041 | ||||||
IMERYS EUR2 | ** | 693,145 | ||||||
IMM GRANDE DISTRIB NPV | ** | 134,808 | ||||||
IMMUNOGEN INC COM | ** | 163,566 | ||||||
IMPERIAL BRANDS PLC GBP0.10 | ** | 3,106,733 | ||||||
IMPINJ INC COM | ** | 3,954,063 | ||||||
IN MICH PWR CO FIXED 3.85% 05-15-2028 | ** | 235,642 | ||||||
INABA DENKISANGYO NPV | ** | 53,421 | ||||||
INARI MED INC COM | ** | 658,609 | ||||||
INCHCAPE ORD GBP0.10 | ** | 361,379 | ||||||
INCITEC PIVOT NPV | ** | 333,520 | ||||||
INDEPENDENT BK CORPORATION | ** | 75,707 | ||||||
INDIAN BANK INR10 | ** | 126,091 | ||||||
INDIAN HOTELS INR1 (POST SUBDIVISION) | ** | 140,394 | ||||||
INDIANA ST FIN AUTH REV 2.496% 03-01-2032 BEO TAXABLE | ** | 1,574,888 | ||||||
INDIKA ENERGY TBK IDR100 | ** | 27,480 | ||||||
INDITEX (IND.DE DISENO TEXTIL SA) EUR0.03 (POST SUBD) | ** | 5,644,632 | ||||||
INDO TAMBANGRAY IDR500 | ** | 124,339 | ||||||
INDONESIA GOVERNMEN 8.375% 15/03/34 | ** | 676,902 | ||||||
INDONESIA(REPUBLIC OF) T BOND 3.5% 01-11-2028 | ** | 759,319 | ||||||
INDUSTRIAL & COMMERCIAL BANK CHINA 'H' | ** | 3,661,031 | ||||||
INDUSTRIAL LOGISTICS PPTYS TR COM SHS BEN INT COM SHS BEN INT | ** | 68,847 | ||||||
INDYMAC ABS INC SER 2005-B CL M3 FLT RT 08-25-2035/04-26-2021 BEO | ** | 1 | ||||||
I-NE CO LTD NPV | ** | 114,411 | ||||||
INFINERA CORP COM STK USD0.001 | ** | 806,178 | ||||||
INFOMART CORPORATI NPV | ** | 51,949 | ||||||
INFORMATICA INC CL A CL A | ** | 541,317 | ||||||
INFOSYS LIMITED | ** | 745,860 | ||||||
ING GROEP N V 3.55% 04-09-2024 | ** | 782,801 | ||||||
ING GROEP N V 3.869% 03-28-2026 | ** | 1,964,438 | ||||||
ING GROEP N V DUE 04-01-2027/04-01-2021 BEO | ** | 6,200,550 | ||||||
ING GROEP N V FIXED 4.625% DUE 01-06-2026 | ** | 782,044 | ||||||
ING GROEP N V SR NT FIXED/FLTG 1.726% 04-01-2027 | ** | 1,148,536 | ||||||
ING GROEP N.V. EUR0.01 | ** | 5,503,844 | ||||||
INGERSOLL-RAND GLOBAL HLDG CO LTD 4.25 DUE 06-15-2023 | ** | 538,741 | ||||||
INGEVITY CORP COM | ** | 619,731 | ||||||
INGREDION INC COM | ** | 5,749,470 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
INHIBRX INC COM | ** | 154,690 | ||||||
INKEVERSE GROUP LT USD0.001 | ** | 29,206 | ||||||
INLAND HOMES ORD GBP0.10 | ** | 51,966 | ||||||
INMODE LTD COM ILS0.01 | ** | 2,519,992 | ||||||
INNOCARE PHARMA LT USD0.000002 | ** | 61,166 | ||||||
INNOVATIVE INDL PPTYS INC COM | ** | 1,864,131 | ||||||
INNOWIRELESS CO LT KRW500 | ** | 47,796 | ||||||
INOGEN INC COM | ** | 153,324 | ||||||
INSOURCE CO LTD NPV | ** | 82,496 | ||||||
INSPERITY INC COM | ** | 1,234,946 | ||||||
INSPIRE MED SYS INC COM | ** | 3,598,358 | ||||||
INTACT FINL CORP COM NPV | ** | 3,190,456 | ||||||
INTAI TECHNOLOGY C TWD10 | ** | 27,590 | ||||||
INTEGRA LIFESCIENCES HLDG CORP COM DESP | ** | 7,819,859 | ||||||
INTEGRAL AD SCIENCE HLDG CORP COM | ** | 777,915 | ||||||
INTEL CORP 1.6% DUE 08-12-2028 BEO | ** | 280,878 | ||||||
INTEL CORP 3.7% DUE 07-29-2025 | ** | 130,823 | ||||||
INTEL CORP 3.7% DUE 07-29-2025 | ** | 846,447 | ||||||
INTEL CORP 4.75% DUE 03-25-2050 | ** | 130,494 | ||||||
INTEL CORP COM | ** | 3,992,199 | ||||||
INTEL CORP FIXED 3.75% DUE 08-05-2027 | ** | 3,177,773 | ||||||
INTELLIA THERAPEUTICS INC COM | ** | 173,403 | ||||||
INTER AMERN DEV BK GLOBAL MEDIUM TERM BK3.25% 07-01-2024 | ** | 2,656,581 | ||||||
INTER PARFUMS INC COM | ** | 279,039 | ||||||
INTERACTIVE BROKERS GROUP INC CL COM | ** | 325,647 | ||||||
INTERCEPT PHARMACEUTICALS INC COM | ** | 322,028 | ||||||
INTERCONTINENTAL 3.75% DUE 12-01-2025 | ** | 134,462 | ||||||
INTERCONTINENTAL EXCHANGE INC 4.6% 03-15-2033 | ** | 3,691,411 | ||||||
INTERCONTINENTAL EXCHANGE INC COM | ** | 236,778 | ||||||
INTERFOR CORP COM NPV | ** | 385,918 | ||||||
INTERMED CAP GRP ORD GBP0.2625 | ** | 1,036,443 | ||||||
INTERNATIONAL BUSINESS MACHS CORP 3.0% DUE 05-15-2024 REG | ** | 1,546,890 | ||||||
INTERNATIONAL BUSINESS MACHS CORP 4 NTS DUE 06-20-2042 USD1000 | ** | 250,051 | ||||||
INTERNATIONAL GAME TECHNOLOGY COMMON STOCK | ** | 4,199,565 | ||||||
INTERNET COMM STK | ** | 150,404 | ||||||
INTERPUBLIC GROUP COMPANIES INC COM | ** | 1,171,546 | ||||||
INTERSTATE PWR & LT CO 3.6% 04-01-2029 | ** | 1,989,580 | ||||||
INTESA SANPAOLO NPV | ** | 4,881,491 | ||||||
INTESA SANPAOLO S 3.375% DUE 01-12-2023 | ** | 899,556 | ||||||
INTL FLAVORS & FRAGRANCES INC COM | ** | 2,987,311 | ||||||
INTL GAME SYSTEM TWD10 | ** | 239,772 | ||||||
INTL PAPER CO COM | ** | 2,701,140 | ||||||
INTRA-CELLULAR THERAPIES INC COM | ** | 1,755,991 | ||||||
INTST PWR & LT CO 3.25% DUE 12-01-2024 | ** | 1,738,134 | ||||||
INTUIT COM | ** | 26,942,708 | ||||||
INTUITIVE SURGICAL INC COM NEW STK | ** | 23,987,640 | ||||||
INVITATION HOMES 4.15% 04-15-2032 | ** | 2,194,637 | ||||||
INVITATION HOMES OPER PARTNERSHIP 2.3% DUE 11-15-2028 BEO | ** | 1,657,059 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
INVITATION HOMES OPER PARTNERSHIP 2.3% DUE 11-15-2028 BEO | ** | 745,676 | ||||||
INVITATION HOMES OPER PARTNERSHIP SR NT 2.7% 01-15-2034 | ** | 2,269,333 | ||||||
INVIVYD INC COM | ** | 13,934 | ||||||
INWIDO AB NPV | ** | 137,904 | ||||||
IOCHPE-MAXION SA COM NPV | ** | 20,253 | ||||||
ION EXCHANGE INR10 | ** | 10,782 | ||||||
IONIS PHARMACEUTICALS INC COM | ** | 1,267,221 | ||||||
IOVANCE BIOTHERAPEUTICS INC COM | ** | 117,838 | ||||||
IPALCO ENTERPRISES FIXED 3.7% DUE 09-01-2024 | ** | 499,266 | ||||||
IPALCO ENTERPRISES INC 4.25% DUE 05-01-2030 REG | ** | 378,609 | ||||||
IPD GROUP LTD NPV | ** | 119,453 | ||||||
I-PEX INC | ** | 50,548 | ||||||
IPH LTD NPV | ** | 288,316 | ||||||
IPSOS EUR0.25 | ** | 242,869 | ||||||
IRB INFRASTRUCTURE INR10 | ** | 678,683 | ||||||
IRB INVIT FUND NPV | ** | 219,794 | ||||||
IRCON INTERNATIONA INR2 (POST SUBD) | ** | 1,233,649 | ||||||
IRISO ELECTRONICS NPV | ** | 76,941 | ||||||
IRS BOFAUS6S 21/09/2027 MYR P 3.5% / R 3MKLIBO SWU01K9O1 | ** | 15,973 | ||||||
IRS BOFAUS6S 21/09/2032 THB P 6MTHBFX / R 2.75% SWU01K3T6 | ** | 4,787 | ||||||
IRS CITIUS33 16/03/2032 MYR P 3.5% / R 3MKLIBO SWU01E4J1 | ** | 20,282 | ||||||
IRS GSCMUS33 21/09/2027 MYR P 3.5% / R 3MKLIBO SWU01KKW0 | ** | 5,044 | ||||||
IRS GSCMUS33 21/09/2032 MYR P 3.75% / R 3MKLIBO SWU01KL17 | ** | 9,684 | ||||||
IRS SCBLGB2L 21/09/2027 MYR P 3.5% / R 3MKLIBO SWU01KJ77 | ** | 3,923 | ||||||
IRS THB 6M/ 2.48% CITIUS33 18/05/2027 SWU00LT91 | ** | 1,530 | ||||||
ISB CORPORATION NPV | ** | 158,871 | ||||||
ISRAEL ELEC CORP LTD 3.75% 144A 22/02/2032 | ** | 175,772 | ||||||
ISRAEL(STATE OF) 1.75% SNR 31/08/25 ILS1000 | ** | 271,234 | ||||||
ISRAEL(STATE OF) 2% BDS 31/03/2027 ILS1000 | ** | 295,458 | ||||||
ITALY(REPUBLIC OF) 2.35% IDX/LKD NTS 15-09-2024 EUR1000 | ** | 10,130,167 | ||||||
ITC HLDGS CORP 3.25% DUE 06-30-2026 | ** | 749,347 | ||||||
ITD CEMENTATION INDIA LTD INR1 | ** | 10,663 | ||||||
ITEOS THERAPEUTICS INC. COM | ** | 180,692 | ||||||
ITRON INC COM STK NPV | ** | 1,036,046 | ||||||
ITT INC COM | ** | 5,855,015 | ||||||
ITURAN LOCATION & CONTROL ILS0.333 | ** | 152,136 | ||||||
IVANHOE MINES LTD COM STK | ** | 307,650 | ||||||
IVECO GROUP NV EUR0.01 | ** | 990,245 | ||||||
IVERIC BIO INC COM | ** | 918,489 | ||||||
IWAKI CO LTD NPV | ** | 25,170 | ||||||
IZUMI CO LTD NPV | ** | 274,014 | ||||||
J & J SNACK FOODS CORP COM STK NPV | ** | 5,858,003 | ||||||
J FRONT RETAILING NPV | ** | 72,818 | ||||||
J KUMAR INFAPROJEC COM STK | ** | 95,402 | ||||||
J P MORGAN CHASE 3.6744% DUE 12-15-2046 | ** | 162,339 | ||||||
J P MORGAN CHASE COML MTG SECS TR 2013-C13 CL B VAR RT DUE 01-15-2046 | ** | 2,946,360 | ||||||
J P MORGAN CHASE FLTG RT 5.575% DUE 11-15-2038 | ** | 3,346,606 | ||||||
J P MORGAN MTG TR FLTG RT 2.5% DUE 10-25-2051 | ** | 1,397,007 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
JABIL INC COM USD0.001 | ** | 295,511 | ||||||
JACK HENRY & ASSOC INC COM | ** | 1,404,480 | ||||||
JACKSON FINANCIAL INC CL A COM | ** | 1,118,672 | ||||||
JACKSON FINL INC SR NT 1.125% 11-22-2023 | ** | 1,866,869 | ||||||
JACKSON NATIONAL LIFE GLOBAL FNDG 144A 3.875% DUE 06-11-2025 BEO | ** | 240,176 | ||||||
JAMESTOWN CLO LTD SER 20-15A C L A FRN 04-15-2033 BEO | ** | 584,879 | ||||||
JAPAN (30 YR TBOND .5% 20/03/2049 | ** | 355,846 | ||||||
JAPAN (30 YR TBOND .7% 20/06/2051 | ** | 602,775 | ||||||
JAPAN ELECTRON MAT NPV | ** | 27,441 | ||||||
JAPAN EXCHANGE GROUP INC NPV | ** | 713,297 | ||||||
JAPAN FIN ORGANIZATION FOR MUNICIPALITIEGLOBAL NT 144A 2.125% DUE 10-25-2023 BEO | ** | 1,268,722 | ||||||
JAPAN FIN ORGANIZATION FOR MUNICIPALITIEGLOBAL NT 144A 2.125% DUE 10-25-2023 BEO | ** | 1,756,692 | ||||||
JAPAN GOVT CPI IDX/LKD 10/03/2028 | ** | 1,808,022 | ||||||
JAPAN LIFELINE CO NPV | ** | 143,705 | ||||||
JAPAN MEDICAL DYNA NPV | ** | 36,192 | ||||||
JAPAN PETROLEUM EX NPV | ** | 119,478 | ||||||
JAPAN POST INSURAN NPV | ** | 925,269 | ||||||
JAPAN TOBACCO INC NPV | ** | 473,936 | ||||||
JAPAN(GOVT OF) 0% T-BILL 06/01/2023 JPY | ** | 1,136,851 | ||||||
JAPAN(GOVT OF) 0% T-BILL 20/02/2023 JPY | ** | 454,849 | ||||||
JAPAN(GOVT OF) 0% T-BILL 23/01/2023 JPY | ** | 833,762 | ||||||
JAPAN(GOVT OF) 0% T-BILL 27/02/2023 JPY | ** | 909,728 | ||||||
JAPAN(GOVT OF) 0.1% I/L SNR 10/03/2029 JPY | ** | 2,046,425 | ||||||
JASTRZEBSKA SPOLKA WEGLOWA S | ** | 621,319 | ||||||
JB FINANCIAL GROUP | ** | 157,473 | ||||||
JBCC HOLDINGS INC NPV | ** | 161,149 | ||||||
JCU CORPORATION | ** | 88,704 | ||||||
JD.COM INC USD0.00002 A CLASS | ** | 1,526,090 | ||||||
JEISYS MEDICAL INC KRW100 | ** | 68,298 | ||||||
JELD-WEN HLDG INC COM | ** | 75,183 | ||||||
JEOL LTD NPV | ** | 982,220 | ||||||
JERONIMO MARTINS EUR1 | ** | 1,623,618 | ||||||
JET2 PLC | ** | 762,317 | ||||||
JETBLUE AWYS CORP COM | ** | 1,440,854 | ||||||
JFROG LTD COM | ** | 991,845 | ||||||
JGC HLDGS CORP NPV | ** | 315,392 | ||||||
JHSF PARTICIPACOES COM NPV | ** | 87,812 | ||||||
JICHODO CO LTD NPV | ** | 39,350 | ||||||
JINGRUI HOLDINGS L USD0.01 | ** | 10,885 | ||||||
JINS HOLDINGS INC NPV | ** | 55,902 | ||||||
JIUTIAN CHEMICAL G NPV | ** | 381,036 | ||||||
JK PAPER LTD INR10 | ** | 284,016 | ||||||
JK TYRE & INDUSTRIES LTD INR2 | ** | 21,206 | ||||||
J-LEASE CO LTD NPV | ** | 180,852 | ||||||
JMT CO LTD KRW500 | ** | 8,623 | ||||||
JNK HEATERS CO LTD | ** | 30,877 | ||||||
JOHN DEERE CAPITAL CORP 2.05% DUE 01-09-2025 | ** | 1,688,724 | ||||||
JOHN DEERE CAPITAL CORP 2.35% 03-08-2027 | ** | 443,743 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
JOHN DEERE OWNER 3.8% DUE 05-15-2029 | ** | 967,039 | ||||||
JOHN DEERE OWNER FIXED 5.2% DUE 09-17-2029 | ** | 1,157,370 | ||||||
JOHNSON & JOHNSON .55% DUE 09-01-2025 REG | ** | 541,557 | ||||||
JOHNSON & JOHNSON .95% DUE 09-01-2027 | ** | 1,043,698 | ||||||
JOHNSON & JOHNSON COM USD1 | ** | 29,756,693 | ||||||
JOHNSON CTLS INTL PLC COM USD0.01 | ** | 11,389,056 | ||||||
JOSHIN DENKI CO NPV | ** | 47,074 | ||||||
JOST WERKE AG NPV (REGD) | ** | 164,314 | ||||||
JPM CHASE 2.963% 01-25-2033 | ** | 13,403,438 | ||||||
JPMBB COML MTG 2.8164% DUE 11-15-2048 | ** | 4,724 | ||||||
JPMBB COML MTG 3.31060004234% DUE 03-17-2049 | ** | 12,933,357 | ||||||
JPMBB COML MTG 3.7697% DUE 12-15-2048 | ** | 3,716,558 | ||||||
JPMBB COML MTG FLTG RT 4.2016% DUE 09-15-2047 | ** | 5,954,798 | ||||||
JPMBB COML MTG FLTG RT 4.54723% DUE 09-15-2047 | ** | 875,207 | ||||||
JPMBB COML MTG SECS TR 2014-C24 COML MTGPASSTHRU CTF CL 3.3726% 11-15-2047 | ** | 9,897,857 | ||||||
JPMBB COML MTG SECS TR 2015-C31 FLTG RT CL B 08-15-2048 | ** | 1,263,849 | ||||||
JPMBB COML MTG SECS TR SER 2014-C23 CL A-SB 3.657%09-15-2047 | ** | 661,818 | ||||||
JPMBB COML MTG SECS TR SER 2014-C25 CL A-4A1 3.408% 11-15-2047 | ** | 2,117,925 | ||||||
JPMDB COML MTG SECS TR 2016-C4 CL A-2 2.8822% 9-15-2026 | ** | 7,033,650 | ||||||
JPMORGAN CHASE & 2.7% DUE 05-18-2023 | ** | 5,027,134 | ||||||
JPMORGAN CHASE & 2.95% DUE 10-01-2026 | ** | 2,241,608 | ||||||
JPMORGAN CHASE & 3.2% DUE 01-25-2023 | ** | 1,367,945 | ||||||
JPMORGAN CHASE & 4.023% DUE 12-05-2024 | ** | 3,714,690 | ||||||
JPMORGAN CHASE & CO 3.875 09-10-2024 | ** | 8,862,257 | ||||||
JPMORGAN CHASE & CO .824% 06-01-2025 | ** | 2,957,182 | ||||||
JPMORGAN CHASE & CO 1.47% 09-22-2027 | ** | 1,755,561 | ||||||
JPMORGAN CHASE & CO 2.083% DUE 04-22-2026/10-22-2020 REG | ** | 5,599,448 | ||||||
JPMORGAN CHASE & CO 2.301% DUE 10-15-2025 | ** | 17,739,529 | ||||||
JPMORGAN CHASE & CO 2.522% DUE 04-22-2031 | ** | 1,157,175 | ||||||
JPMORGAN CHASE & CO 2.739% DUE 10-15-2030 | ** | 2,720,259 | ||||||
JPMORGAN CHASE & CO 2.947% 02-24-2028 | ** | 453,328 | ||||||
JPMORGAN CHASE & CO 2.947% 02-24-2028 | ** | 793,325 | ||||||
JPMORGAN CHASE & CO 2.956% 05-13-2031 | ** | 2,710,436 | ||||||
JPMORGAN CHASE & CO 3.782% DUE 02-01-2028 BEO | ** | 25,167,197 | ||||||
JPMORGAN CHASE & CO 3.96% DUE 01-29-2027 | ** | 282,460 | ||||||
JPMORGAN CHASE & CO 4.0% DUE 12-31-2049 REG | ** | 2,358,969 | ||||||
JPMORGAN CHASE & CO 4.08% 04-26-2026 | ** | 486,379 | ||||||
JPMORGAN CHASE & CO 4.452% 12-05-2029 | ** | 5,317,458 | ||||||
JPMORGAN CHASE & CO 4.6% DUE 12-31-2049 | ** | 2,018,063 | ||||||
JPMORGAN CHASE & CO 4.912% DUE 07-25-2033/07-25-2032 BEO | ** | 95,668 | ||||||
JPMORGAN CHASE & CO COM | ** | 29,903,227 | ||||||
JPMORGAN CHASE & CO NT FIXED TO FLTG RATE 1.578% 04-22-2027 | ** | 3,778,391 | ||||||
JPMORGAN CHASE & CO NT FIXED TO FLTG RATE 4.323% 04-26-2028 | ** | 638,380 | ||||||
JPMORGAN CHASE & CO NT FIXED/FLTG .697% 03-16-2024 | ** | 2,725,133 | ||||||
JPMORGAN CHASE & CO SR NT FIXED/FLTG 2.595% 02-24-2026 | ** | 490,165 | ||||||
JPMORGAN CHASE & FIXED 3.845% DUE 06-14-2025 | ** | 7,061,884 | ||||||
JPMORGAN CHASE & FLTG RT .653% DUE 09-16-2024 | ** | 2,792,321 | ||||||
JPMORGAN CHASE & FLTG RT .969% DUE 06-23-2025 | ** | 1,560,408 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
JPMORGAN CHASE & FLTG RT 1.04% DUE 02-04-2027 | ** | 4,797,107 | ||||||
JPMORGAN CHASE & FLTG RT 1.045% DUE 11-19-2026 | ** | 2,642,263 | ||||||
JPMORGAN CHASE & FLTG RT 1.514% DUE 06-01-2024 | ** | 2,784,187 | ||||||
JPMORGAN CHASE & FLTG RT 3.559% DUE 04-23-2024 | ** | 15,473,715 | ||||||
JPMORGAN CHASE & FLTG RT 4.851% DUE 07-25-2028 | ** | 6,449,105 | ||||||
JPMORGAN CHASE & FLTG RT 5.546% DUE 12-15-2025 | ** | 1,852,930 | ||||||
JPN BANK FOR INT'L COOP 3.375% 10-31-2023 REG | ** | 591,312 | ||||||
JS CORP/KR KRW100 | ** | 30,000 | ||||||
JSC OGK-2 RUB0.3627(RUB) | ** | 65,393 | ||||||
JTEKT CORPORATION NPV | ** | 317,541 | ||||||
JULIUS BAER GRUPPE CHF0.02 (REGD) | ** | 3,325,791 | ||||||
JUMBO INTERACTIVE NPV | ** | 222,480 | ||||||
JUNIPER NETWORKS INC COM | ** | 2,026,424 | ||||||
JUST GROUP PLC ORD GBP0.10 | ** | 70,642 | ||||||
JUSTSYSTEMS CORP NPV | ** | 140,909 | ||||||
JVCKENWOOD CORPORA NPV | ** | 1,780,608 | ||||||
JYOTHY LABS LTD INR1 | ** | 93,687 | ||||||
JYSKE BANK A/S DKK10 | ** | 28,498 | ||||||
JYSKE REALKREDIT 1% CVD BDS 01/10/50 DKK0.01 | ** | 615,764 | ||||||
JYSKE REALKREDIT 1% SNR 01/10/2050 DKK0.01 | ** | 619,424 | ||||||
K + S AG -REG.SHS- SHS | ** | 47,066 | ||||||
KAGA ELECTRONICS NPV | ** | 888,548 | ||||||
KAISER ALUM CORP COM PAR $0.01 COM PAR $0.01 | ** | 5,023,083 | ||||||
KAKIYASU HONTEN NPV | ** | 47,361 | ||||||
KAMAN CORP COM | ** | 2,519,610 | ||||||
KAMEI CORP NPV | ** | 24,060 | ||||||
KAMIGUMI CO LTD NPV | ** | 547,806 | ||||||
KANAMIC NETWORK CO LTD NPV | ** | 24,447 | ||||||
KANAMOTO CO LTD NPV | ** | 456,219 | ||||||
KANEMATSU CORP NPV | ** | 222,820 | ||||||
KANSAI PAINT CO NPV | ** | 119,022 | ||||||
KANSAS CITY POWER & LIGHT CO 4.2% 03-15-2048 | ** | 244,957 | ||||||
KANSAS CITY PWR & LT CO 5.3 DUE 10-01-2041 | ** | 62,386 | ||||||
KANSAS CITY SOUTHN 4.7% DUE 05-01-2048 | ** | 260,043 | ||||||
KAPSCH TRAFFICCOM NPV | ** | 24,156 | ||||||
KARNATAKA BANK INR10 | ** | 75,319 | ||||||
KAROON ENERGY LTD | ** | 638,416 | ||||||
KARUNA THERAPEUTICS INC COM | ** | 367,455 | ||||||
KARUR VYSYA BANK INR2 | ** | 206,833 | ||||||
KARYOPHARM THERAPEUTICS INC COM | ** | 186,704 | ||||||
KATO SANGYO CO NPV | ** | 348,486 | ||||||
KAWASAKI HEAVY IND NPV | ** | 1,014,036 | ||||||
KBC GROEP NV NPV | ** | 2,820,399 | ||||||
KBR INC COM | ** | 1,618,637 | ||||||
KEC HOLDINGS CO KRW500 | ** | 55,487 | ||||||
KEDGE CONSTRUCTION TWD10 | ** | 123,658 | ||||||
KEI INDUSTRIES INR2 | ** | 181,118 | ||||||
KELLOGG CO COM USD0.25 | ** | 321,364 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
KEMPER CORP DEL COM | ** | 676,894 | ||||||
KENEDIX OFFICE INVESTMENT CORPORATION | ** | 543,257 | ||||||
KENEDIX RETAIL REI REIT | ** | 300,780 | ||||||
KENMARE RESOURCES ORD EUR0.001 (CDI) | ** | 269,016 | ||||||
KENMEC MECHANICAL TWD10 | ** | 47,932 | ||||||
KENNAMETAL INC CAP | ** | 2,514,126 | ||||||
KEPLER WEBER SA COM NPV | ** | 175,087 | ||||||
KERRY PROPERTIES HKD1 | ** | 429,087 | ||||||
KEURIG DR PEPPER 4.417% DUE 05-25-2025 | ** | 212,723 | ||||||
KEYBANK NATL ASSN CLEVELAND OHIO GLOBAL 4.15% 08-08-2025 | ** | 1,907,775 | ||||||
KEYCORP NEW COM | ** | 113,944 | ||||||
KEYHOLDER INC NPV | ** | 25,206 | ||||||
KEYMED BIOSCIENCES USD0.0001 | ** | 29,404 | ||||||
KEYSIGHT TECHNOLOGIES INC COM | ** | 173,978 | ||||||
KFORCE INC | ** | 304,087 | ||||||
KG CHEMICAL CORP KRW5000 | ** | 134,295 | ||||||
KGMOBILIANS CO LTD KRW500 | ** | 103,781 | ||||||
KIATNAKIN PHATRA BANK PCL NON VTG DEP RCPT REP 1 ORD THB10 | ** | 242,746 | ||||||
KILROY REALTY CORP 2.5% DUE 11-15-2032 | ** | 534,538 | ||||||
KILROY RLTY L P 4.375% DUE 10-01-2025 | ** | 1,940,418 | ||||||
KIMBERLY CLARK CORP 3.1% DUE 03-26-2030 REG | ** | 234,560 | ||||||
KIMBERLY-CLARK CORP COM | ** | 6,466,316 | ||||||
KINAXIS INC COM NPV | ** | 179,384 | ||||||
KINDER MORGAN INC 4.3% DUE 06-01-2025 | ** | 1,442,792 | ||||||
KINDER MORGAN INC 5.55% DUE 06-01-2045 | ** | 210,606 | ||||||
KINDER MORGAN INC DEL 1.75% 11-15-2026 | ** | 8,543,124 | ||||||
KINDER MORGAN INC FIXED 3.25% DUE 08-01-2050 | ** | 171,973 | ||||||
KINDER MORGAN INC FLTG RT 5.35914% DUE 01-15-2023 | ** | 10,699,797 | ||||||
KINDRED GROUP PLC SDR EACH REP 1 GBP0.000625 | ** | 186,359 | ||||||
KING CHOU MARINE T TWD10 | ** | 52,610 | ||||||
KINIKSA PHARMACEUTICALS-A | ** | 149,291 | ||||||
KINROSS GOLD CORP 5.95% DUE 03-15-2024 | ** | 2,670,554 | ||||||
KINX INC KRW500 | ** | 73,534 | ||||||
KISCO HOLDINGS CO LTD KRW5000 | ** | 83,902 | ||||||
KITZ CORPORATION NPV | ** | 35,281 | ||||||
KKR & CO INC CL A CL A | ** | 6,488,820 | ||||||
KLA CORP 4.95% 07-15-2052 | ** | 355,519 | ||||||
KLA CORPORATION COM USD0.001 | ** | 10,699,734 | ||||||
KLAVENESS COMB CAR NOK1 | ** | 60,229 | ||||||
KNIGHT COM | ** | 249,261 | ||||||
KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01 | ** | 918,747 | ||||||
KNORR BREMSE AG | ** | 1,407,786 | ||||||
KNOWLEDGE MARINE & INR10 | ** | 107,532 | ||||||
KOBE STEEL LTD | ** | 343,029 | ||||||
KODIAK SCIENCES INC COM USD0.0001 | ** | 89,292 | ||||||
KOHLS CORP COM | ** | 3,308,154 | ||||||
KOITO MFG CO LTD NPV | ** | 1,932,109 | ||||||
KOMERI CO LTD NPV | ** | 113,922 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
KOMMUNALBANKEN AS 1.9% 19/01/2027 | ** | 61,307 | ||||||
KONGSBERG GRUPPEN NOK1.25 | ** | 470,361 | ||||||
KONINKLIJKE VOPAK EUR0.50 | ** | 719,644 | ||||||
KONOIKE TRANSPORT NPV | ** | 54,841 | ||||||
KOOLEARN TECH HLDG 144A | ** | 2,189,476 | ||||||
KOREA ASSET IN TRU KRW500 | ** | 47,028 | ||||||
KOREA EXPORT PACK KRW5000 | ** | 48,721 | ||||||
KOREA(REPUBLIC OF) 2.125% SNR 10/06/2027KRW | ** | 129,074 | ||||||
KOREA(REPUBLIC OF) 2.375% SNR 10/12/2027KRW | ** | 125,922 | ||||||
KOREA(REPUBLIC OF) 2.375% SNR 10/12/2028KRW | ** | 564,745 | ||||||
KOREA(REPUBLIC OF) 2.625% SNR 10/06/2028KRW | ** | 261,310 | ||||||
KOREA(REPUBLIC OF) 5.5% SNR 10/03/28 KRW10000 | ** | 145,219 | ||||||
KOREAN REINSURANCE KRW500 | ** | 12,029 | ||||||
KOSE CORPORATION NPV | ** | 3,081,921 | ||||||
KOSHIDAKA HLDG CO NPV | ** | 164,650 | ||||||
KOTOBUKI SPIRITS NPV | ** | 52,727 | ||||||
KPIT TECHNOLOGIES INR10 | ** | 789,104 | ||||||
KPP GROUP HOLDINGS CO LTD NPV | ** | 302,144 | ||||||
KRAFT HEINZ FOODS 3.75% DUE 04-01-2030 | ** | 264,810 | ||||||
KRAFT HEINZ FOODS CO GTD SR NT 4.625% 10-01-2039 | ** | 352,650 | ||||||
KRBL LTD SHS | ** | 324,872 | ||||||
KROGER CO 4.45% DUE 02-01-2047 | ** | 253,664 | ||||||
KROGER CO COM | ** | 1,963,972 | ||||||
KRONES AG ORD NPV | ** | 274,886 | ||||||
KRYSTAL BIOTECH INC COM | ** | 547,173 | ||||||
KS CY PWR & LT CO 3.15 DUE 03-15-2023 | ** | 23,920 | ||||||
K'S HOLDINGS CORP NPV | ** | 80,361 | ||||||
KS ST DEV FIN AUTH REV PUB EMPLOYEES RETSYS-C 5.501 5-1-34 BEO TXBL SF 5-1-27 | ** | 1,020,496 | ||||||
KSA SUKUK LTD 144A 5.268% 10-25-2028 | ** | 207,646 | ||||||
KUBOTA CORP NPV | ** | 2,710,111 | ||||||
KUKBO DESIGN KRW500 | ** | 32,677 | ||||||
KULICKE & SOFFA INDS INC COM | ** | 7,696,593 | ||||||
KURA SUSHI USA INC CL A COM CL A COM | ** | 688,976 | ||||||
KUWAIT RESORTS COM KWD0.1 | ** | 87,116 | ||||||
KWONG LUNG ENTERPR TWD10 | ** | 115,931 | ||||||
KYMERA THERAPEUTICS INC COM | ** | 126,772 | ||||||
KYNDRYL HLDGS INC GTD SR NT 2.05% 10-15-2026 | ** | 1,303,346 | ||||||
KYOCERA CORP NPV | ** | 4,697,557 | ||||||
KYOSAN ELECTRIC NPV | ** | 25,897 | ||||||
KYUNGDONG CITY GAS KRW2500(SPLIT) | ** | 148,284 | ||||||
L A CAL DEPT ARPTS ARPT REV TAX BUILD AMER BD 6.582 DUE 05-15-2039 | ** | 76,301 | ||||||
L&K ENGINEERING CO TWD10 | ** | 376,065 | ||||||
L.G. BALAKRISHNAN BROS LTD | ** | 120,901 | ||||||
L3HARRIS 1.8% DUE 01-15-2031 | ** | 230,804 | ||||||
L3HARRIS TECHNOLOGIES INC 3.85% DUE 12-15-2026 | ** | 238,739 | ||||||
LA FRANCAISE DES EUR0.40 | ** | 2,401,743 | ||||||
LAB CORP AMER 3.6% DUE 02-01-2025 | ** | 119,130 | ||||||
LABORAT FARMA ROVI EUR0.06 | ** | 431,379 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
LAM RESH CORP COM | ** | 8,037,817 | ||||||
LAMAR ADVERTISING CO NEW CL A CL A | ** | 821,752 | ||||||
LAMB WESTON HLDGS INC COM USD5 | ** | 2,835,303 | ||||||
LANDSTAR SYS INC COM | ** | 2,163,964 | ||||||
LANDWIRTSCH RENTENBANK 4.25% 24/01/2023 | ** | 67,862 | ||||||
LANTHEUS HLDGS INC COM | ** | 445,390 | ||||||
LAS VEGAS SANDS 2.9% DUE 06-25-2025 | ** | 101,204 | ||||||
LAS VEGAS SANDS 3.2% DUE 08-08-2024 | ** | 1,045,224 | ||||||
LAS VEGAS SANDS 3.9% DUE 08-08-2029 | ** | 1,239,094 | ||||||
LATTICE SEMICONDUCTOR CORP COM | ** | 978,909 | ||||||
LAUNCH TECHNOLOGIES CO LTD SHS | ** | 32,145 | ||||||
LAUREL RD PRIME STUDENT SR 19-A CL A2FX 0.0% 10-25-2048 | ** | 241,699 | ||||||
LAVVI EMPREENDIMEN COM NPV | ** | 57,458 | ||||||
LAWSON INC NPV | ** | 1,017,856 | ||||||
LCH_IRS GOLDUS33 08/25/2024 USD P 1.298% / R 3MLIBOR SWU00VUF3 | ** | 119,613 | ||||||
LCH_IRS GOLDUS33 08/31/2024 USD P 1.249% / R 3MLIBOR SWU00VXO1 | ** | 164,858 | ||||||
LCH_IRS GOLDUS33 12/15/2026 USD P 1.25% / R 3MLIBOR SWU0SU928 | ** | 970,974 | ||||||
LCH_IRS GOLDUS33 15/03/2024 AUD P 3.75% / R 3MBBSW SWU01LZX0 | ** | 41,725 | ||||||
LCH_IRS GOLDUS33 15/03/2033 EUR P 3% / R 6MEURIB SWU01NRY3 | ** | 4,516 | ||||||
LCH_IRS GOLDUS33 15/03/2053 EUR P 1.5% / R 6MEURIB SWU01KS93 | ** | 548,431 | ||||||
LCH_IRS GOLDUS33 15/12/2035 EUR P 0.45% / R 6MEURIB SWU00XH23 | ** | 30,803 | ||||||
LCH_IRS GOLDUS33 17/06/2030 AUD P 1.25% / R 6MBBSW SWU00Y1H5 | ** | 221,660 | ||||||
LCH_IRS GOLDUS33 17/11/2052 EUR P 0.064% / R 6MEURIB SWU016KP6 | ** | 158,985 | ||||||
LCH_IRS GOLDUS33 18/03/2025 NOK P 1.635% / R 6MNIBOR SWU00ZE21 | ** | 10,796 | ||||||
LCH_IRS GOLDUS33 21/12/2027 CNY P 2.5% / R 7DCNRR0 SWU01LQE2 | ** | 19,456 | ||||||
LCH_IRS GOLDUS33 27/05/2050 EUR P 0.054% / R 6MEURIB SWU017449 | ** | 43,765 | ||||||
LCH_OIS BARCUS31 16/03/2027 INR P 5.75% / R 1DMIBOR SWU01F8M7 | ** | 67,999 | ||||||
LCH_OIS BARCUS31 16/03/2032 INR P 6.25% / R 1DMIBOR SWU01HDW5 | ** | 8,530 | ||||||
LCH_OIS BARCUS31 21/09/2024 INR P 1DMIBOR / R 6.75% SWU01K432 | ** | 8,825 | ||||||
LCH_OIS BARCUS31 21/12/2027 SGD P 1DSIBCS / R 3.25% SWU01MWP8 | ** | 736 | ||||||
LCH_OIS GOLDUS33 03/31/2024 USD P 1.43% / R 1DSOFR SWU01GSI2 | ** | 4,808 | ||||||
LCH_OIS GOLDUS33 03/31/2024 USD P 2.117% / R 1DSOFR SWU01HAR9 | ** | 21,903 | ||||||
LCH_OIS GOLDUS33 03/31/2024 USD P 2.209% / R 1DSOFR SWU01HE79 | ** | 108,347 | ||||||
LCH_OIS GOLDUS33 04/30/2029 USD P 2.73% / R 1DSOFR SWU01KB34 | ** | 75,987 | ||||||
LCH_OIS GOLDUS33 04/30/2029 USD P 2.75% / R 1DSOFR SWU01KFX4 | ** | 26,560 | ||||||
LCH_OIS GOLDUS33 04/30/2029 USD P 2.817% / R 1DSOFR SWU01KCW9 | ** | 108,191 | ||||||
LCH_OIS GOLDUS33 04/30/2029 USD P 2.818% / R 1DSOFR SWU01KED9 | ** | 68,767 | ||||||
LCH_OIS GOLDUS33 04/30/2029 USD P 2.819% / R 1DSOFR SWU01KDH1 | ** | 49,093 | ||||||
LCH_OIS GOLDUS33 06/15/2024 USD P 1.75% / R 1DSOFR SWU01H5I5 | ** | 443,323 | ||||||
LCH_OIS GOLDUS33 06/15/2027 USD P 1.75% / R 1DSOFR SWU01H5P9 | ** | 1,502,442 | ||||||
LCH_OIS GOLDUS33 06/15/2029 USD P 1.75% / R 1DSOFR SWU01H5S3 | ** | 171,081 | ||||||
LCH_OIS GOLDUS33 06/30/2029 USD P 1DSOFR / R 3.898% SWU01MDZ7 | ** | 15,648 | ||||||
LCH_OIS GOLDUS33 11/30/2026 USD P 2.965% / R 1DSOFR SWU01JJ13 | ** | 448,253 | ||||||
LCH_OIS GOLDUS33 15/03/2025 GBP P 2.5% / R 1DSONIA SWU01KSA0 | ** | 31,582 | ||||||
LCH_OIS GOLDUS33 15/06/2052 JPY P 0.8% / R 1DTONAR SWU01HIX8 | ** | 129,321 | ||||||
LCH_OIS GOLDUS33 15/09/2031 SGD P 1.25% / R 1DSIBCS SWU01C2S7 | ** | 10,719 | ||||||
LCH_OIS GOLDUS33 17/08/2031 JPY P 0 / R 1DTONAR SWU01BYN5 | ** | 10,291 | ||||||
LCH_OIS GOLDUS33 19/06/2039 JPY P 0.4% / R 1DTONAR SWU01E105 | ** | 111,890 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
LCH_RPI WFBIUS6S 15/09/2032 GBP P 4.125% / R RPI SWU0FK528 | ** | 1,233 | ||||||
LCH_RPI WFBIUS6S 15/09/2032 GBP P 4.13% / R RPI SWU0TH017 | ** | 4,690 | ||||||
LCH_RPI WFBIUS6S 15/09/2037 GBP P 3.72% / R RPI SWU0KT887 | ** | 7,123 | ||||||
LEAR CORP COM NEW COM NEW | ** | 6,241,058 | ||||||
LEGACY MTG AST TR FLTG RT 1.75% DUE 04-25-2061 | ** | 771,985 | ||||||
LEGALZOOM COM INC COM | ** | 105,109 | ||||||
LEGEND HOLDINGS CORPORATION 'H' CNY1 | ** | 184,546 | ||||||
LEGRAND SA EUR4 | ** | 3,571,924 | ||||||
LEIDOS HLDGS INC COM | ** | 4,761,110 | ||||||
LEMAITRE VASCULAR INC COM STK | ** | 3,881,327 | ||||||
LEMON TREE HOTELS INR10 | ** | 24,614 | ||||||
LENDINGCLUB CORP COM NEW | ** | 673,094 | ||||||
LENDINGTREE INC NEW COM USD0.01 | ** | 161,489 | ||||||
LENDMARK FDG TR 2021-1 1.9% 11-20-2031 | ** | 1,699,124 | ||||||
LENOVO GROUP LIMITED HKD0.025 | ** | 900,116 | ||||||
LEONARDO SPA EUR4.40 | ** | 139,439 | ||||||
LEONTEQ AG CHF1 (REGD) | ** | 275,416 | ||||||
LESLIES INC COM | ** | 984,126 | ||||||
LEVI STRAUSS & CO NEW CL A CL A | ** | 4,017,274 | ||||||
LF CORP | ** | 12,664 | ||||||
LG CHEMICAL KRW5000 | ** | 422,880 | ||||||
LG HELLOVISION CO LTD | ** | 27,356 | ||||||
LH HOTEL LEASEHOLD THB10(ALIEN MKT) | ** | 40,050 | ||||||
LHC GROUP INC COM | ** | 2,629,888 | ||||||
LIBERTY MEDIA CORP DEL COM SER A SIRIUSXM GROUP COM SER A SIRIUSXM GROUP | ** | 52,833 | ||||||
LIBERTY MEDIA CORP DEL COM SER C BRAVES GROUP COM SER C BRAVES GROUP | ** | 429,561 | ||||||
LIBERTY MEDIA CORPORATION COM USD0.01 SER C FORMULA | ** | 465,029 | ||||||
LIFE STORAGE INC COM | ** | 1,266,513 | ||||||
LIFE STORAGE LP 2.2% DUE 10-15-2030 | ** | 97,411 | ||||||
LIFE STORAGE LP GTD SR NT 2.4% 10-15-2031 | ** | 270,187 | ||||||
LIFE TIME GROUP HLDGS INC COM | ** | 101,325 | ||||||
LIFEDRINK CO INC NPV | ** | 53,675 | ||||||
LIGHT S.A. COM NPV | ** | 41,316 | ||||||
LINCOLN NATL CORP COM | ** | 179,804 | ||||||
LINDAB INTL AB NPV | ** | 48,908 | ||||||
LINDE PLC COM USD0.001 | ** | 17,718,424 | ||||||
LINDE PLC COMMON STOCK | ** | 5,842,094 | ||||||
LINDSAY AUSTRALIA LTD | ** | 56,042 | ||||||
LINK AND MOTIVATIO NPV | ** | 302,592 | ||||||
LIVE NATION ENTERTAINMENT INC | ** | 11,397,050 | ||||||
LIVENT CORP COM | ** | 1,280,244 | ||||||
LKQ CORP COM LKQ CORP | ** | 150,883 | ||||||
LLOYDS BANK PLC 0%-VAR SNR 02/04/2032 USD | ** | 1,223,848 | ||||||
LLOYDS BKG GROUP 2.438% DUE 02-05-2026 | ** | 1,117,991 | ||||||
LLOYDS BKG GROUP 4.05% DUE 08-16-2023 | ** | 2,393,557 | ||||||
LLOYDS BKG GROUP 4.5% DUE 11-04-2024 | ** | 487,859 | ||||||
LLOYDS BKG GROUP FIXED .695% DUE 05-11-2024 | ** | 5,621,044 | ||||||
LLOYDS BKG GROUP FIXED 3.87% DUE 07-09-2025 | ** | 8,072,386 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
LLOYDS BKG GROUP FLTG RT 3.574% 11-07-2028 | ** | 18,040,139 | ||||||
LLOYDS BKG GROUP PLC 3.9% 03-12-2024 | ** | 2,307,306 | ||||||
LLOYDS BKG GROUP PLC 4.716% DUE 08-11-2026 BEO | ** | 2,580,139 | ||||||
LLOYDS BKG GROUP VAR RT 1.627% DUE 05-11-2027 | ** | 2,708,028 | ||||||
LOCAWEB SERVICOS COM NPV | ** | 55,550 | ||||||
LOCK&LOCK CO LTD KRW500 | ** | 25,501 | ||||||
LOCKHEED MARTIN 3.55% DUE 01-15-2026 | ** | 556,187 | ||||||
LOCKHEED MARTIN CORP 3.9% 06-15-2032 | ** | 2,369,260 | ||||||
LOCKHEED MARTIN CORP COM | ** | 7,165,511 | ||||||
LOEWS CORP 2.625 DUE 05-15-2023 REG | ** | 571,907 | ||||||
LOGISTA HOLDINGS EUR0.2 | ** | 4,259,693 | ||||||
LOGO YAZILIM TRY1 | ** | 155,127 | ||||||
LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604 | ** | 3,517,509 | ||||||
LOOKERS GBP0.05 | ** | 124,895 | ||||||
LOOMIS AK | ** | 433,138 | ||||||
L'OREAL EUR0.20 | ** | 3,170,844 | ||||||
LOTES CO LTD TWD10 | ** | 268,745 | ||||||
LOTTE FINE CHEMICA KRW5000 | ** | 42,063 | ||||||
LOTUS PHARMACEUTIC | ** | 800,377 | ||||||
LOUISIANA-PACIFIC CORP COM | ** | 2,090,766 | ||||||
LOVISA HLDGS LTD NPV | ** | 228,013 | ||||||
LOWES COMPANIES INC 1.7% 09-15-2028 | ** | 765,799 | ||||||
LOWE'S COMPANIES INC 4.4% DUE 09-08-2025 BEO | ** | 818,253 | ||||||
LOWE'S COMPANIES INC 5.625% DUE 04-15-2053 BEO | ** | 908,029 | ||||||
LOWES COS INC 1.7% DUE 10-15-2030 | ** | 274,530 | ||||||
LOWES COS INC 3% DUE 10-15-2050 | ** | 288,152 | ||||||
LOWES COS INC 3.1% DUE 05-03-2027 | ** | 5,129,764 | ||||||
LOWES COS INC 3.35% 04-01-2027 | ** | 1,190,910 | ||||||
LOWES COS INC 4.0% 04-01-2032 | ** | 223,110 | ||||||
LOWES COS INC 5.0% 04-15-2033 | ** | 3,182,539 | ||||||
LOWES COS INC COM | ** | 26,034,093 | ||||||
LOWES COS INC FIXED 4.5% DUE 04-15-2030 | ** | 2,075,583 | ||||||
LPL FINL HLDGS INC COM | ** | 4,716,829 | ||||||
LPN DEVELOPMENT THB1(NVDR) | ** | 32,294 | ||||||
LT GROUP INC PHP1 | ** | 8,670 | ||||||
LUKOIL PJSC | ** | 426,553 | ||||||
LULULEMON ATHLETICA INC COM | ** | 13,722,516 | ||||||
LUMAX AUTO TECHNOLOGIES LTD INR2 DEMAT EQUITY INR2 | ** | 34,427 | ||||||
LUMAX INDUSTRIES INR10 | ** | 44,363 | ||||||
LUMENTUM HLDGS INC COM | ** | 128,808 | ||||||
LUTRONIC CORPORATI KRW500 | ** | 155,063 | ||||||
LUXE TR 2021-TRIP FLTG RT 5.509% DUE 10-15-2038 | ** | 661,818 | ||||||
LUXE TR 2021-TRIP FLTG RT 5.509% DUE 10-15-2038 | ** | 1,489,090 | ||||||
LVMH MOET HENNESSY LOUIS VUITTON SE EUR0.30 | ** | 10,434,464 | ||||||
LX INTERNATIONAL CORP KRW5000 | ** | 744,684 | ||||||
LXI REIT PLC ORD GBP0.01 | ** | 769,609 | ||||||
LYB INTL FIN III 1.25% DUE 10-01-2025 | ** | 88,402 | ||||||
LYB INTL FIN III 1.25% DUE 10-01-2025 | ** | 1,226,912 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
LYB INTL FIN III 3.625% DUE 04-01-2051 | ** | 337,150 | ||||||
LYFT INC CL A CL A | ** | 1,631,368 | ||||||
M DIAS BRANCO SA I COM NPV | ** | 129,425 | ||||||
M&A CAPITAL PARTNE NPV | ** | 171,386 | ||||||
M31 TECHNOLOGY COR TWD10 | ** | 237,901 | ||||||
MACNICA HOLDINGS INC NPV | ** | 891,455 | ||||||
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK | ** | 1,385,560 | ||||||
MACQUARIE BK LTD DISC COML PAPER 4/2 YRSZ/CPN CP 11-21-2023 | ** | 9,944,217 | ||||||
MACQUARIE BK LTD DISC COML PAPER 4/2 YRSZ/CPN CP 12-01-2023 | ** | 2,229,223 | ||||||
MACQUARIE GROUP LTD SR MEDIUM TERM TRANCHE # TR 00030 5.108% 08-09-2026 | ** | 3,438,334 | ||||||
MACQUARIE GROUP LTD SR MEDIUM TERM 1.34%01-12-2027 | ** | 1,374,172 | ||||||
MACQUARIE GROUP LTD SR NT FIXED/FLTG 144A 2.691% 06-23-2032 | ** | 346,450 | ||||||
MADDEN STEVEN LTD COM | ** | 2,908,839 | ||||||
MADISON PARK FUNDING LTD 20/04/2032 0% 04-20-2032 | ** | 1,257,044 | ||||||
MAGELLAN MIDSTREAM FIXED 3.25% DUE 06-01-2030 | ** | 2,122,372 | ||||||
MAGIC SOFTWARE COMSTK | ** | 101,222 | ||||||
MAGNA INTERNATIONAL INC COMMON STOCK | ** | 11,162,966 | ||||||
MAGNETITE XXVI LTD / MAGNETITE XXVI SR SECD NT CL A-2-R 144A 6.21771 07-25-2034 | ** | 768,012 | ||||||
MAGNIT PJSC GDR REGS | ** | 417 | ||||||
MAGNI-TECH INDUSTR NPV | ** | 30,701 | ||||||
MAGNOLIA OIL & GAS CORP CL A CL A | ** | 616,899 | ||||||
MAGYAR NEMZETI BK 0% T-BILL 03/01/2023 HUF | ** | 3,064,896 | ||||||
MAGYAR NEMZETI BK 0% T-BILL 03/01/2023 HUF | ** | 1,524,452 | ||||||
MAGYAR TELEKOM HUF100 | ** | 121,766 | ||||||
MAH SING GROUP BHD NPV | ** | 82,165 | ||||||
MAHARASHTRA SEAML INR5 | ** | 190,799 | ||||||
MAHINDRA &MAH FIN | ** | 35,915 | ||||||
MAHINDRA CIE AUTO INR10 | ** | 93,135 | ||||||
MAIRE TECNIMONT SP NPV | ** | 126,465 | ||||||
MAJOR DRILLING GRP COM NPV | ** | 256,216 | ||||||
MAKALOT INDUSTRIAL TWD10 | ** | 98,551 | ||||||
MAKUS INC KRW500 | ** | 29,464 | ||||||
MALAYSIA (GOVT OF) 3.151% GTD 15/05/2023MYR | ** | 45,320 | ||||||
MALAYSIA (GOVT OF) 3.48% SNR 15/03/2023 MYR | ** | 1,202,619 | ||||||
MALAYSIA MARINE & MYR0.5 | ** | 34,282 | ||||||
MALAYSIAN BULK CAR NPV | ** | 18,347 | ||||||
MANAPPURAM GEN FIN & LEASING COM STK | ** | 49,048 | ||||||
MANHATTAN ASSOCS INC COM | ** | 640,142 | ||||||
MANI INC NPV | ** | 100,004 | ||||||
MANITOBA PROV CDA DEB SER GM 2.125% DUE 06-22-2026 REG | ** | 185,138 | ||||||
MANITOWOC CO INC COM USD0.01(POST REV SPLIT) | ** | 166,813 | ||||||
MANPOWERGROUP INC | ** | 147,531 | ||||||
MANULIFE FINL CORP 4.15% DUE 03-04-2026 | ** | 49,719 | ||||||
MAP AKTIF ADIPERKA IDR100 | ** | 156,844 | ||||||
MAPLE GROVE FDG TR I PRE-CAPITALIZED TR SECS 4.161% 08-15-2051 | ** | 1,417,128 | ||||||
MARATHON OIL CORP COM | ** | 9,428,264 | ||||||
MARATHON PETE CORP 4.7% DUE 05-01-2025 REG | ** | 184,277 | ||||||
MARATHON PETE CORP 5.125% 05-22-2019 | ** | 1,358,345 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MARATHON PETE CORP COM | ** | 4,415,138 | ||||||
MARCO POLO MARINE NPV | ** | 100,602 | ||||||
MARCOPOLO SA PRF NPV | ** | 98,930 | ||||||
MARCUS & MILLICHAP INC COM | ** | 144,483 | ||||||
MARFRIG GBL FOODS COM NPV | ** | 95,500 | ||||||
MARKLINES CO LTD NPV | ** | 36,835 | ||||||
MARRIOTT INTERNATIONAL INC 5.0% 10-15-2027 | ** | 2,416,332 | ||||||
MARRIOTT INTL INC NEW COM STK CL A | ** | 23,419,950 | ||||||
MARRIOTT VACATIONS WORLDWIDE CORP COM | ** | 1,695,834 | ||||||
MARSH & MCLENNAN CO'S INC COM | ** | 24,193,838 | ||||||
MARSH & MCLENNAN COS INC SR NT 3.5 DUE 06-03-2024 | ** | 572,587 | ||||||
MARTIN MARIETTA 3.45% DUE 06-01-2027 | ** | 97,601 | ||||||
MARTIN MARIETTA 4.25% 12-15-2047 | ** | 202,603 | ||||||
MARTIN MARIETTA MATLS INC .65% DUE 07-15-2023 | ** | 5,035,689 | ||||||
MARTINREA INTL INC COM NPV | ** | 915,792 | ||||||
MARUICHI STEEL TUBE LTD | ** | 40,972 | ||||||
MARUTI SUZUKI IND INR5 | ** | 607,500 | ||||||
MARUZEN SHOWA UNYU NPV | ** | 161,014 | ||||||
MARVELL TECHNOLOGY INC 2.95% 04-15-2031 | ** | 423,533 | ||||||
MASCO CORP 6.5% DUE 08-15-2032 | ** | 308,376 | ||||||
MASCO CORP COM | ** | 4,235,443 | ||||||
MASCO CORP FIXED 2% DUE 10-01-2030 | ** | 77,752 | ||||||
MASONITE INTL CORP NEW COM | ** | 742,096 | ||||||
MASSACHUSETTS EDL FING AUTH SER 8-1 CL A1 FLTG 04-25-2038 | ** | 9,790 | ||||||
MASSMUTUAL GLOBAL .48% DUE 08-28-2023 | ** | 1,270,060 | ||||||
MASTEC INC COM | ** | 632,807 | ||||||
MASTERBRAND INC COM | ** | 218,580 | ||||||
MASTERCARD INC 3.375 DUE 04-01-2024 BEO | ** | 667,735 | ||||||
MASTERCARD INC CL A | ** | 80,297,464 | ||||||
MASTERCRAFT BOAT HLDGS INC COM | ** | 156,229 | ||||||
MASTR AST BACKED FLTG RT 4.61586% DUE 11-25-2036 | ** | 1,241,100 | ||||||
MATADOR RES CO COM | ** | 2,996,915 | ||||||
MATRIX SVC CO COM | ** | 74,914 | ||||||
MAVI GIYIM SANAYI TRY1 | ** | 12,486 | ||||||
MAX HEALTHCARE INS INR10 | ** | 140,244 | ||||||
MAXLINEAR INC COMMON STOCK | ** | 7,809 | ||||||
MAZAGON DOCK SHIPB INR10 | ** | 31,436 | ||||||
MC DONALDS CORP COM | ** | 15,805,739 | ||||||
MCCORMICK & CO INC .9% DUE 02-15-2026 REG | ** | 4,348,315 | ||||||
MCDONALDS CORP 4.45% DUE 03-01-2047 REG | ** | 78,520 | ||||||
MCDONALDS CORP 1.45% DUE 09-01-2025 | ** | 137,668 | ||||||
MCDONALDS CORP 3.7% DUE 01-30-2026 | ** | 262,801 | ||||||
MCDONALDS CORP 4.2% 04-01-2050 | ** | 829,944 | ||||||
MCDONALDS CORP 4.875% DUE 07-15-2040 | ** | 112,702 | ||||||
MCDONALD'S CORP FIXED 4.45% DUE 09-01-2048 | ** | 219,068 | ||||||
MCDONALDS CORP MED TERM 3.5% 07-01-2027 | ** | 323,006 | ||||||
MCDONALDS CORP MEDIUM TERM NTS 3.35% 04-01-2023 | ** | 3,187,919 | ||||||
MCDONALDS CORP MEDIUM TERM NTS BOOK 3.625% DUE 09-01-2049 | ** | 90,825 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRTRANCHE # TR 00122 3.5% DUE 03-01-2027 | ** | 209,746 | ||||||
MCDONALD'S CORPORATION 3.3% 07-01-2025 | ** | 619,151 | ||||||
MCDONALD'S CORPORATION 3.8% 04-01-2028 | ** | 718,902 | ||||||
MCKESSON CORP | ** | 11,925,440 | ||||||
MDU RES GROUP INC COM | ** | 4,230,792 | ||||||
MEARS GROUP ORD GBP0.01 | ** | 118,859 | ||||||
MECHEL PJSC RUB10(RUB) | ** | 682 | ||||||
MECHEL-PFD | ** | 626 | ||||||
MEDCO ENERGI INTL IDR25.00 | ** | 124,604 | ||||||
MEDIFAST INC COM | ** | 42,218 | ||||||
MEDIGEN VACCINE BI TWD10 | ** | 58,792 | ||||||
MEDIPAL HOLDINGS CORP | ** | 208,479 | ||||||
MEDLEY INC NPV | ** | 65,527 | ||||||
MEDMIX AG NAMEN AKT | ** | 194,642 | ||||||
MEDPACE HLDGS INC COM | ** | 4,212,090 | ||||||
MEDSTAR HEALTH INC 3.626% DUE 08-15-2049 | ** | 434,795 | ||||||
MEDTRONIC PLC COMMON STOCK STOCK | ** | 20,241,785 | ||||||
MEGA LIFESCIENCES THB0.50(NVDR) | ** | 35,499 | ||||||
MEGASTUDYEDU CO LT KRW100 | ** | 150,176 | ||||||
MEIDENSHA CORP NPV | ** | 79,409 | ||||||
MEITEC CORPORATION NPV | ** | 14,527 | ||||||
MEITUAN-CLASS B 144A | ** | 1,454,910 | ||||||
MEMORIAL HLTH SVCS 3.447% DUE 11-01-2049 | ** | 350,210 | ||||||
MERCADOLIBRE INC COM STK | ** | 687,993 | ||||||
MERCEDES-BENZ AUTO .25% DUE 01-16-2024 | ** | 148,431 | ||||||
MERCHANTS BANCORP IND COM | ** | 176,125 | ||||||
MERCK & CO INC NEW .75% DUE 02-24-2026 | ** | 930,737 | ||||||
MERCK & CO INC NEW 1.45% DUE 06-24-2030 | ** | 496,112 | ||||||
MERCK & CO INC NEW COM | ** | 17,726,038 | ||||||
MERCK KGAA NPV | ** | 8,330,392 | ||||||
MERCURY SYSTEMS INC | ** | 3,082,139 | ||||||
MERDEKA COPPER GLD IDR20 | ** | 667,166 | ||||||
MERRILL LYNCH MTG FLTG RT 4.80871% DUE 07-25-2030 | ** | 21,112 | ||||||
MERRILL LYNCH MTG FLTG RT 5.03586% DUE 09-25-2035 | ** | 134,719 | ||||||
MERRY ELECTRONICS TWD10 | ** | 155,586 | ||||||
MERSANA THERAPEUTICS INC COM | ** | 60,159 | ||||||
MERSEN EUR2 | ** | 478,912 | ||||||
MESA LABS INC COM | ** | 3,349,132 | ||||||
META FINL GROUP INC COM | ** | 548,974 | ||||||
META PLATFORMS INC | ** | 9,122,735 | ||||||
META PLATFORMS INC 3.5% 08-15-2027 | ** | 6,041,891 | ||||||
METALURGICA GERDAU PRF NPV | ** | 253,185 | ||||||
METAWATER CO LTD NPV | ** | 199,638 | ||||||
METHODE ELECTRS INC COM | ** | 2,843,895 | ||||||
METLIFE INC 6.4% DUE 12-15-2066 | ** | 4,037,643 | ||||||
METLIFE INC COM STK USD0.01 | ** | 6,367,185 | ||||||
METSO OUTOTEC. NPV | ** | 630,020 | ||||||
METTLER-TOLEDO INTL INC COM | ** | 492,898 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MF1 2021-FL5 LTD / MF1 2021-FL5 LLC SR SECD NT CL A FLTG 144A 5.4473 07-15-2036 | ** | 957,165 | ||||||
MFA 2020-NQM2 TR 1.381% DUE 04-25-2065 | ** | 263,508 | ||||||
MFA 2022-NQMI TR MTG PASSTHRU CTF CL A-14.112% 12-25-2066 | ** | 243,495 | ||||||
*MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND-NON LENDING | ** | 6,516,280,223 | ||||||
*MFB NT COLLECTIVE RUSSELL 2000 INDEX FUND - DC - NON LENDING (TIER J) | ** | 3,482,193,917 | ||||||
MFC ISHARES TR RUSSELL 2000 ETF | ** | 5,966,425 | ||||||
MFO AEW GLOBAL PROPERTIES TRUST FUND DC PLAN CLASS B 00105A30-0452 | ** | 245,791,686 | ||||||
MFO JPMORGAN MBS FUND COMMINGLED | ** | 209,381,690 | ||||||
MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO INSTL CL | ** | 2,325,696 | ||||||
MFO PIMCO PAPS ASSET BACKED SECURITIES | ** | 30,920,173 | ||||||
MFO PIMCO SHORT TERM FLOATING NAV II | ** | 47,161,402 | ||||||
MFO WTC CIF II DIVERSIFIED REAL ASSETS SERIES | ** | 544,171,348 | ||||||
MFO WTC CIF II GLOBAL EQUITY SERIES 3 | ** | 616,070,322 | ||||||
MGAME CORP KRW500 | ** | 55,073 | ||||||
MGIC INVT CORP WIS COM | ** | 1,240,668 | ||||||
MIAMI-DADE CNTY FLA AVIATION REV 3.285% 10-01-2023 BEO TAXABLE | ** | 890,567 | ||||||
MIAMI-DADE CNTY FLA AVIATION REV 3.405% 10-01-2024 BEO TAXABLE | ** | 2,776,176 | ||||||
MIAMI-DADE CNTY FLA AVIATION REV 3.505% 10-01-2025 BEO TAXABLE | ** | 3,370,824 | ||||||
MIAMI-DADE CNTY FLA SEAPORT REV 1.962% 10-01-2030 BEO TAXABLE | ** | 2,999,882 | ||||||
MIAMI-DADE CNTY FLA WTR & SWR REV 2.501%10-01-2027 BEO TAXABLE | ** | 1,786,768 | ||||||
MICHELIN CIE GLE ETABL | ** | 2,777,215 | ||||||
MICHIGAN FIN AUTH REV MUNI 3.384% 12-01-2040 | ** | 5,609,188 | ||||||
MICROCHIP TECHNOLOGY 0.983% SNR NTS USD 09-01-2024 | ** | 332,569 | ||||||
MICRON TECHNOLOGY INC 2.703% 04-15-2032 | ** | 1,507,647 | ||||||
MICRONIC MYDATA AB NPV | ** | 325,867 | ||||||
MICROSOFT CORP 2.921% 03-17-2052 USD | ** | 50,002 | ||||||
MICROSOFT CORP 2.921% 03-17-2052 USD | ** | 29,287 | ||||||
MICROSOFT CORP 3.3% DUE 02-06-2027 | ** | 2,093,483 | ||||||
MICROSOFT CORP 3.45% DUE 08-08-2036 | ** | 57,812 | ||||||
MICROSOFT CORP 3.45% DUE 08-08-2036 | ** | 34,687 | ||||||
MICROSOFT CORP COM | ** | 209,442,050 | ||||||
MID-AMERICA APARTMENT 1.7% DUE 02-15-2031 BEO | ** | 265,972 | ||||||
MIDAMERICAN ENERGY 3.65% DUE 04-15-2029 | ** | 1,622,375 | ||||||
MIDDLEBY CORP COM | ** | 2,127,403 | ||||||
MIDMICHIGAN HEALTH 3.409% DUE 06-01-2050 | ** | 276,420 | ||||||
MIDOCEAN CR CLO VIII / MIDOCEAN CR 0% 02-20-2031 | ** | 491,827 | ||||||
MIDOCEAN CR CLO VIII / MIDOCEAN CR 0% 02-20-2031 | ** | 2,193,550 | ||||||
MIGOS TICARET A.S COMSTK | ** | 247,171 | ||||||
MILLERKNOLL INC COM STK USD0.20 | ** | 3,897,922 | ||||||
MILLS LOCACAO SERV COM NPV | ** | 57,622 | ||||||
MIMAKI ENGINEERING NPV | ** | 25,877 | ||||||
MIMASU SEMICONDUCT NPV | ** | 58,549 | ||||||
MINERA AUTLAN(CIA) | ** | 28,901 | ||||||
MINERAL RES LTD NPV | ** | 2,790,843 | ||||||
MINERVA SA COM NPV | ** | 25,583 | ||||||
MINISTERIO HAC 5.75% GTD 03/11/2027 COP | ** | 316,472 | ||||||
MINSHENG EDUCATION GROUP CO LTD USD0.00001 | ** | 43,690 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MINTO APT REAL UNIT | ** | 539,716 | ||||||
MIRAIT ONE CORPORATION NPV | ** | 80,640 | ||||||
MIRATI THERAPEUTICS INC COM | ** | 151,154 | ||||||
MIRUM PHARMACEUTICALS INC COM | ** | 115,791 | ||||||
MITRA ADIPERKASA IDR50 | ** | 175,953 | ||||||
MITRABARA ADIPERDA IDR100 | ** | 38,694 | ||||||
MITSUBISHI HVY IND NPV | ** | 658,490 | ||||||
MITSUBISHI KAKOKI NPV | ** | 26,451 | ||||||
MITSUBISHI MOTOR C NPV | ** | 124,847 | ||||||
MITSUBISHI SHOKUHI NPV | ** | 827,618 | ||||||
MITSUBISHI STEEL NPV | ** | 35,372 | ||||||
MITSUBISHI UFJ .848% DUE 09-15-2024 | ** | 4,955,881 | ||||||
MITSUBISHI UFJ .953% DUE 07-19-2025 | ** | 4,686,822 | ||||||
MITSUBISHI UFJ 2.757% DUE 09-13-2026 | ** | 276,067 | ||||||
MITSUBISHI UFJ 4.788% DUE 07-18-2025 | ** | 5,283,005 | ||||||
MITSUBISHI UFJ 5.017% DUE 07-20-2028 | ** | 2,008,930 | ||||||
MITSUBISHI UFJ 5.063% DUE 09-12-2025 | ** | 2,230,215 | ||||||
MITSUBISHI UFJ FIN GRP BDS 3.195% 07-18-2029 | ** | 6,566,035 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-2030 | ** | 356,066 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-2030 | ** | 3,165,029 | ||||||
MITSUBISHI UFJ FINL GROUP INC .962% DUE 10-11-2025 REG | ** | 1,151,707 | ||||||
MITSUBISHI UFJ FINL GROUP INC 1.538% 07-20-2027 | ** | 451,373 | ||||||
MITSUBISHI UFJ FINL GROUP INC 1.64% 10-13-2027 | ** | 5,363,719 | ||||||
MITSUBISHI UFJ FINL GROUP INC 2.193% DUE02-25-2025 | ** | 1,845,036 | ||||||
MITSUBISHI UFJ FINL GROUP INC 2.309% 07-20-2032 | ** | 926,662 | ||||||
MITSUBISHI UFJ FINL GROUP INC 3.761% DUE07-26-2023 REG | ** | 7,883,102 | ||||||
MITSUBISHI UFJ FINL GROUP INC 3.837% 04-17-2026 | ** | 665,051 | ||||||
MITSUBISHI UFJ FINL GROUP INC 4.08% 04-19-2028 | ** | 670,290 | ||||||
MITSUBISHI UFJ FINL GROUP INC CORP BOND 3.407% 03-07-2024 | ** | 6,787,038 | ||||||
MITSUBISHI UFJ FINL GROUP INC SR NT FLTGDUE 07-26-2023 REG | ** | 1,284,363 | ||||||
MITSUBISHI UFJ FIXED 1.412% DUE 07-17-2025 | ** | 2,363,002 | ||||||
MITSUBISHI UFJ FIXED 1.412% DUE 07-17-2025 | ** | 10,967,966 | ||||||
MITSUBISHI UFJ LEASE & FIN 3.96% 144A 09-19-2023 | ** | 968,426 | ||||||
MITSUI FUDOSAN CO LTD SR NT 144A 2.572% 01-21-2032 | ** | 1,620,760 | ||||||
MITSUI MATSUSHIMA HOLDINGS CO LTD | ** | 516,680 | ||||||
MITSUI-SOKO HOLDINGS CO LTD | ** | 929,095 | ||||||
MIZUHO FINL GROUP 1.234% DUE 05-22-2027 | ** | 650,396 | ||||||
MIZUHO FINL GROUP 1.234% DUE 05-22-2027 | ** | 1,127,353 | ||||||
MIZUHO FINL GROUP 2.555% DUE 09-13-2025 | ** | 452,310 | ||||||
MIZUHO FINL GROUP 3.17% DUE 09-11-2027 | ** | 273,030 | ||||||
MIZUHO FINL GROUP 3.261% DUE 05-22-2030 | ** | 1,734,076 | ||||||
MIZUHO FINL GROUP FLTG RT 1.241% DUE 07-10-2024 | ** | 3,068,258 | ||||||
MIZUHO FINL GROUP FLTG RT 2.201% DUE 07-10-2031 | ** | 3,914,747 | ||||||
MIZUHO FINL GROUP FLTG RT 2.839% DUE 07-16-2025 | ** | 2,382,445 | ||||||
MIZUHO FINL GROUP FLTG RT 5.38729% DUE 05-25-2024 | ** | 198,863 | ||||||
MIZUHO FINL GROUP FLTG RT 5.38729% DUE 05-25-2024 | ** | 4,330,251 | ||||||
MIZUHO FINL GROUP INC .849% DUE 09-08-2024/09-08-2023 REG | ** | 6,945,087 | ||||||
MIZUHO FINL GROUP INC 2.172% DUE 05-22-2032 REG | ** | 3,737,636 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MIZUHO FINL GROUP INC 2.869% DUE 09-13-2030 | ** | 2,775,463 | ||||||
MIZUHO FINL GROUP INC 3.922% 09-11-2024 | ** | 196,821 | ||||||
MIZUHO FINL GROUP INC FLTG 09-11-2024 | ** | 299,098 | ||||||
MIZUHO FINL GROUP INC SR NT FLTG RATE 03-05-2023 | ** | 4,224,157 | ||||||
MIZUHO MEDY CO LTD NPV | ** | 471,787 | ||||||
MIZUNO CORP NPV | ** | 162,028 | ||||||
MK RESTAURANT GROU THB1(NVDR) | ** | 346,885 | ||||||
MKS INSTRS INC COM | ** | 5,802,226 | ||||||
MLP SAGLIK HIZMETL TRY1 | ** | 72,316 | ||||||
MMC NORILSK NICKEL ADR EACH REPR 1/10 SHARE (S | ** | 8 | ||||||
MMC NORILSK NICKEL PJSC | ** | 410,795 | ||||||
MOBILE TELESYSTEMS PJSC | ** | 83,022 | ||||||
MO-BRUK SA PLN10.00 | ** | 42,802 | ||||||
MODERNA INC COM | ** | 142,618 | ||||||
MOMENTIVE GLOBAL INC COM | ** | 656,754 | ||||||
MONCLER SPA NPV | ** | 1,727,927 | ||||||
MONDADORI EDIT(ARN EUR0.26 | ** | 293,321 | ||||||
MONDAY COM LTD COM NPV | ** | 88,450 | ||||||
MONDELEZ INTL INC 1.5% DUE 05-04-2025 | ** | 1,370,862 | ||||||
MONDELEZ INTL INC 2.75% DUE 04-13-2030 REG | ** | 87,237 | ||||||
MONDELEZ INTL INC COM | ** | 3,117,954 | ||||||
MONEX GROUP, INC. NPV | ** | 447,830 | ||||||
MONOGATARI CORPORA NPV | ** | 163,568 | ||||||
MONRO INC COM USD0.01 | ** | 3,656,861 | ||||||
MOODYS CORP 3.25% 01-15-2028 | ** | 4,624,561 | ||||||
MOODYS CORP 5.25% DUE 07-15-2044 | ** | 483,196 | ||||||
MOODYS CORP COM | ** | 4,985,905 | ||||||
MOOG INC CL A | ** | 629,239 | ||||||
MORGAN STANLEY .791% DUE 01-22-2025/07-20-2021 | ** | 6,730,856 | ||||||
MORGAN STANLEY .985% DUE 12-10-2026 | ** | 5,688,093 | ||||||
MORGAN STANLEY 0.529% DUE 01-25-2024 REG | ** | 1,768,091 | ||||||
MORGAN STANLEY 0.731% DUE 04-05-2024 | ** | 10,543,337 | ||||||
MORGAN STANLEY 1.164% 10-21-2025 | ** | 11,207,977 | ||||||
MORGAN STANLEY 1.794% 02-13-2032 | ** | 1,964,298 | ||||||
MORGAN STANLEY 1.928% DUE 04-28-2032 | ** | 529,949 | ||||||
MORGAN STANLEY 2.188% DUE 04-28-2026 | ** | 3,659,429 | ||||||
MORGAN STANLEY 2.239% 07-21-2032 | ** | 4,679,169 | ||||||
MORGAN STANLEY 2.511% 10-20-2032 | ** | 1,369,125 | ||||||
MORGAN STANLEY 2.699% DUE 01-22-2031 | ** | 919,840 | ||||||
MORGAN STANLEY 3.625% DUE 01-20-2027 | ** | 11,783,375 | ||||||
MORGAN STANLEY 3.737% DUE 04-24-2024 | ** | 10,941,473 | ||||||
MORGAN STANLEY 3.75% DUE 02-25-2023 REG | ** | 1,564,781 | ||||||
MORGAN STANLEY 3.772% DUE 01-24-2029 | ** | 76,135 | ||||||
MORGAN STANLEY 3.772% DUE 01-24-2029 | ** | 3,893,900 | ||||||
MORGAN STANLEY 3.875% DUE 01-27-2026 | ** | 2,476,521 | ||||||
MORGAN STANLEY 3.875% DUE 04-29-2024 | ** | 4,480,912 | ||||||
MORGAN STANLEY 4% DUE 07-23-2025 | ** | 1,527,294 | ||||||
MORGAN STANLEY 4.1% DUE 05-22-2023 | ** | 393,551 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MORGAN STANLEY 4.3% DUE 01-27-2045 | ** | 299,334 | ||||||
MORGAN STANLEY 4.35 DUE 09-08-2026 | ** | 485,889 | ||||||
MORGAN STANLEY 4.35 DUE 09-08-2026 | ** | 2,672,387 | ||||||
MORGAN STANLEY 4.431% 01-23-2030 | ** | 292,000 | ||||||
MORGAN STANLEY 4.679% 07-17-2026 | ** | 2,616,510 | ||||||
MORGAN STANLEY ABS CAP I INC 2005-HE1 CLM1 FLT RT DUE 12-25-2034 | ** | 2,184,723 | ||||||
MORGAN STANLEY BAML TRUST SERIES 2015-C22 CLASS A3 3.046% 03-15-2015 | ** | 1,657,226 | ||||||
MORGAN STANLEY BK 2.84% DUE 11-15-2049 | ** | 3,691,579 | ||||||
MORGAN STANLEY BK 3.077% DUE 03-15-2048 | ** | 6,886,226 | ||||||
MORGAN STANLEY BK 3.15% DUE 03-15-2048 | ** | 271,091 | ||||||
MORGAN STANLEY BK 3.372% DUE 10-15-2048 | ** | 663,159 | ||||||
MORGAN STANLEY BK 3.372% DUE 10-15-2048 | ** | 11,088,969 | ||||||
MORGAN STANLEY BK 3.473% DUE 12-15-2047 | ** | 5,329,215 | ||||||
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C34 CL A-SB 3.354% 11-15-2052 | ** | 1,916,394 | ||||||
MORGAN STANLEY BK AMER MERRILL LYNCH TR SER 2015-C23 CL A-3 3.451% 07-15-2050 | ** | 1,115,850 | ||||||
MORGAN STANLEY BK FLTG RT 4.11% DUE 10-15-2047 | ** | 2,096,917 | ||||||
MORGAN STANLEY BK OF AMER MERRILL LYNCH SER 2014-C17 CL A-4 3.443 05-15-2024 | ** | 1,101,021 | ||||||
MORGAN STANLEY COM STK USD0.01 | ** | 28,114,329 | ||||||
MORGAN STANLEY FIXED .79% DUE 05-30-2025 | ** | 6,553,126 | ||||||
MORGAN STANLEY FLTG RT 2.72% DUE 07-22-2025 | ** | 5,604,610 | ||||||
MORGAN STANLEY FLTG RT 6.296% DUE 10-18-2028 | ** | 4,430,040 | ||||||
MORGAN STANLEY FORMERLY MORGAN STANLEY 3.591% 07-22-2028 | ** | 460,487 | ||||||
MORGAN STANLEY FORMERLY MORGAN STANLEY 3.591% 07-22-2028 | ** | 15,886,816 | ||||||
MORGAN STANLEY MTN 1.512% DUE 07-20-2027 | ** | 369,272 | ||||||
MORGAN STANLEY SR NT FIXED .56% DUE 11-10-2023 | ** | 3,788,848 | ||||||
MORGUARD NA RES RE TR UNIT | ** | 12,375 | ||||||
MORINAGA MILK Y50 | ** | 916,132 | ||||||
MORITA HOLDINGS CORP NPV | ** | 43,116 | ||||||
MORITO CO LTD NPV | ** | 37,525 | ||||||
MOROCCO(GOVT OF) 2% SNR 30/09/2030 EUR1000 | ** | 593,484 | ||||||
MORPHIC HLDG INC COM | ** | 122,114 | ||||||
MOSAIC CO NEW FIXED 4.05% DUE 11-15-2027 | ** | 141,465 | ||||||
MOSAIC CO/THE | ** | 254,534 | ||||||
MOTHERSON SUMI LIMITED DEMAT EQUITY | ** | 14,489 | ||||||
MOTOR OIL SA EUR0.75 | ** | 100,671 | ||||||
MOTOROLA SOLUTIONS 4% DUE 09-01-2024 | ** | 128,632 | ||||||
MOTUS HOLDINGS LTD NPV | ** | 54,686 | ||||||
MP CLO VII LTD / MP CLO VII LLC SR NT CLA-R3 FLTG 144A 3C7 5.68471% 10-18-2028 | ** | 453,483 | ||||||
MP MATERIALS CORP COM USD0.0001 CL A | ** | 675,640 | ||||||
MPLX LP 1.75% DUE 03-01-2026 | ** | 4,016,771 | ||||||
MPLX LP 2.65% DUE 08-15-2030 | ** | 70,990 | ||||||
MPLX LP 2.65% DUE 08-15-2030 | ** | 2,284,730 | ||||||
MPLX LP 4% 03-15-2028 | ** | 151,867 | ||||||
MPLX LP 4% 03-15-2028 | ** | 1,444,130 | ||||||
MPLX LP 4.8% 02-15-2029 | ** | 1,256,759 | ||||||
MPLX LP 4.875% DUE 12-01-2024 | ** | 496,162 | ||||||
MPLX LP FIXED 4.125% DUE 03-01-2027 | ** | 283,563 | ||||||
MPLX LP FIXED 4.125% DUE 03-01-2027 | ** | 1,923,502 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
MPLX LP FIXED 5.2% 12-01-2047 | ** | 410,977 | ||||||
MPLX LP FIXED 5.2% DUE 03-01-2047 | ** | 273,100 | ||||||
MPS LTD INR10 | ** | 42,269 | ||||||
MPT OPER PARTNERS. 2.55% GTD SNR 05/12/23 GBP | ** | 1,603,225 | ||||||
MRC GLOBAL INC COM | ** | 446,340 | ||||||
MRS. BECTORS FOOD INR10 | ** | 182,927 | ||||||
MS&AD INS GP HLDGS NPV | ** | 537,824 | ||||||
MTG CO LTD NPV | ** | 51,360 | ||||||
MTN COML MTG TR FLTG RT 5.87494% DUE 03-15-2039 | ** | 2,433,174 | ||||||
MTN GROUP LTD ZAR0.0001 | ** | 270,536 | ||||||
MTU AERO ENGINES A NPV (REGD) | ** | 2,840,117 | ||||||
MUELLER INDS INC COM | ** | 690,359 | ||||||
MUENCHENER RUECKVE NPV(REGD) | ** | 2,060,868 | ||||||
MULKIA GULF REAL SAR10 | ** | 115,855 | ||||||
MULTICAMPUS CO LTD KRW5000 | ** | 26,939 | ||||||
MULTIPLAN EMPREEND COM NPV | ** | 916,851 | ||||||
MULTIPLY GROUP AED0.25 | ** | 1,663,333 | ||||||
MUNICIPAL ELEC AUTH GA 2.257% 01-01-2029BEO TAXABLE | ** | 3,097,780 | ||||||
MUNICIPAL ELEC AUTH GA 2.397% 01-01-2030BEO TAXABLE | ** | 2,053,726 | ||||||
MUNICIPAL ELEC AUTH GA 6.637% 04-01-2057BEO TAXABLE | ** | 9,628 | ||||||
MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE | ** | 2,171,060 | ||||||
MUNTERS GROUP AB NPV | ** | 454,283 | ||||||
MURPHY OIL CORP COM | ** | 4,791,314 | ||||||
MURPHY USA INC COM | ** | 2,021,913 | ||||||
MYLAN INC FORMERLY FIXED 5.2% DUE 04-15-2048 | ** | 187,309 | ||||||
MYLAN N V FIXED 3.95% DUE 06-15-2026 | ** | 304,191 | ||||||
MYR GROUP INC DEL COM STK | ** | 157,808 | ||||||
MYSTATE LTD NPV | ** | 25,164 | ||||||
MYTILINEOS S.A EUR0.97(CR) | ** | 72,492 | ||||||
NABALTEC AG NPV (BR) | ** | 37,217 | ||||||
NACHI-FUJIKOSHI CO NPV | ** | 43,655 | ||||||
NANOSTRING TECHNOLOGIES INC COM | ** | 526,506 | ||||||
NAPCO SECURITY TECHNOLOGIES INC | ** | 281,340 | ||||||
NAQI WATER COMPANY COMSTK | ** | 146,505 | ||||||
NARA MOLD & DIE CO KRW500 | ** | 9,205 | ||||||
NARAYANA HRUDAYALA INR10 | ** | 105,285 | ||||||
NASDAQ INC | ** | 12,622,947 | ||||||
NASMEDIA CO LTD KRW500 | ** | 71,137 | ||||||
NASPERS N ZAR0.02 | ** | 885,729 | ||||||
NATIONAL BK HLDGS CORP CL A COM STK | ** | 2,068,834 | ||||||
NATIONAL FL GAS CO 2.95% DUE 03-01-2031 | ** | 1,415,035 | ||||||
NATIONAL RETAIL PPTYS INC COM STK | ** | 900,740 | ||||||
NATIONAL RURAL UTILS COOP FIN CORP 1.875% 02-07-2025 | ** | 1,052,850 | ||||||
NATIONAL RURAL UTILS COOP TR FLTG 08-07-2023 | ** | 2,114,048 | ||||||
NATIONAL STORAGE AFFILIATES TR COM SHS BEN INT COM SHS BEN INT | ** | 1,571,220 | ||||||
NATIONAL VISION HLDGS INC COM | ** | 2,759,363 | ||||||
NATIONWIDE BLDG 4.85% DUE 07-27-2027 | ** | 3,337,942 | ||||||
NATIONWIDE BLDG FIXED 4.363% DUE 08-01-2024 | ** | 789,659 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
NATIONWIDE BLDG FIXED 4.363% DUE 08-01-2024 | ** | 2,191,304 | ||||||
NATIXIS N Y BRH INSTL CTF DEP PROGRAM 3/DTD 09-08-2022 4.29% 09-08-2023 | ** | 8,736,501 | ||||||
NATL AUSTRALIA BK 3.5% DUE 06-09-2025 | ** | 1,128,275 | ||||||
NATL AUSTRALIA BK 3.905% DUE 06-09-2027 | ** | 2,656,030 | ||||||
NATL BK CDA MEDIUM .75% DUE 08-06-2024 | ** | 1,196,483 | ||||||
NATL BK CDA MEDIUM TERM NTS BOOK TRANCHE# TR 780 12/10/2020 .55% 11-15-2024 | ** | 2,487,145 | ||||||
NATL HLTH INVS INC 3% DUE 02-01-2031 | ** | 1,301,651 | ||||||
NATL MOBILE TELECO KWD0.1 | ** | 25,626 | ||||||
NATL OILWELL VARCO 3.6% DUE 12-01-2029 | ** | 572,523 | ||||||
NATL RETAIL PPTYS 3.6% DUE 12-15-2026 | ** | 186,474 | ||||||
NATL RETAIL PPTYS 4% DUE 11-15-2025 | ** | 128,789 | ||||||
NATL RURAL UTILS 1% DUE 10-18-2024 | ** | 1,361,397 | ||||||
NATL RURAL UTILS 2.95% DUE 02-07-2024 | ** | 6,228,236 | ||||||
NATWEST GROUP PLC 1.642% 06-14-2027 | ** | 346,769 | ||||||
NATWEST GROUP PLC 1.642% 06-14-2027 | ** | 5,236,217 | ||||||
NATWEST GROUP PLC FIXED 7.472% DUE 11-10-2026 | ** | 2,541,286 | ||||||
NATWEST GROUP PLC FXD/FLTG SRNT 4.269% 03-22-2025 | ** | 224,986 | ||||||
NATWEST GROUP PLC FXD/FLTG SRNT 4.269% 03-22-2025 | ** | 13,417,946 | ||||||
NATWEST GROUP PLC SR GLBL COCO 4.519% 06-25-2024 | ** | 2,477,085 | ||||||
NAVIENT CORP COM | ** | 1,088,924 | ||||||
NAVIENT PRIVATE ED LN TR 2020-I 5.45443%04-15-2069 | ** | 6,579,603 | ||||||
NAVIENT STUDENT LN TR 2021-1 5.10586% 12-26-2069 | ** | 1,025,987 | ||||||
NAVIGATOR COMP NPV | ** | 222,478 | ||||||
NAVIGATOR HOLDINGS LTD SHS | ** | 124,408 | ||||||
NCC LTD INR2 | ** | 135,465 | ||||||
NCC SER'B'NPV | ** | 389,569 | ||||||
NEC CORP NPV | ** | 414,514 | ||||||
NEDBANK GROUP LTD ZAR1 | ** | 513,465 | ||||||
NEKTAR THERAPEUTICS COM | ** | 142,364 | ||||||
NELNET STUD LN 2004-4 CL B FLTG DUE 01-25-2041 | ** | 2,647,726 | ||||||
NEOGEN CORP COM | ** | 806,124 | ||||||
NEOWIZ HOLDINGS CORP | ** | 48,432 | ||||||
NESTLE HLDGS INC 1.15% 01-14-2027 | ** | 1,012,958 | ||||||
NESTLE SA CHF0.10(REGD) | ** | 15,169,134 | ||||||
NETDRAGON WEBSOFT HOLDINGS LIMITED | ** | 172,862 | ||||||
NETEASE INC COMSTK | ** | 2,721,318 | ||||||
NETFLIX INC COM STK | ** | 9,254,219 | ||||||
NETGEAR INC COM | ** | 174,780 | ||||||
NETSTREIT CORP COM USD0.01 | ** | 2,985,114 | ||||||
NEUBERGER BERMAN CLO LTD 15/07/2034 0% 07-15-2034 | ** | 2,851,572 | ||||||
NEUROCRINE BIOSCIENCES INC COM | ** | 927,571 | ||||||
NEVRO CORP COM | ** | 70,488 | ||||||
NEW CENTY HOME FLTG RT 5.18586% DUE 12-25-2035 | ** | 424,142 | ||||||
NEW CHINA LIFE INS CO LTD | ** | 904,717 | ||||||
NEW JERSEY RES CORP COM | ** | 1,331,602 | ||||||
NEW RELIC INC COM | ** | 2,894,812 | ||||||
NEW RESDNTL MTG LN FLTG RT 2.5% DUE 06-25-2051 | ** | 1,580,164 | ||||||
NEW WAVE GROUP AB SEK3 SER 'B' | ** | 173,725 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
NEW YORK & FIXED 2.606% DUE 08-01-2060 | ** | 57,135 | ||||||
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 3.13% 11-01-2028 BEO TAXABLE | ** | 12,879,658 | ||||||
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 5.572% 11-01-2038 BEO TAXABLE | ** | 102,591 | ||||||
NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE | ** | 800,661 | ||||||
NEW YORK ST TWY AUTH SECOND GEN HWY & BRDG TR FD 5.449% 04-01-2025 BEO TAXABLE | ** | 1,313,549 | ||||||
NEW YORK ST URBAN DEV CORP REV 3.17% 03-15-2026 BEO TAXABLE | ** | 4,213,109 | ||||||
NEW YORK TIMES CO CL A ISIN #US6501111073 | ** | 979,188 | ||||||
NEW ZEALAND (GOVT) 1.5% 15/05/2031 | ** | 151,068 | ||||||
NEW ZEALAND(GOVT) 2% IDX/LKD 20/09/25 | ** | 77,992 | ||||||
NEWELL BRANDS INC 4.45% DUE 04-01-2026 | ** | 874,940 | ||||||
NEWELL BRANDS INC COM | ** | 6,096,771 | ||||||
NEWGATE FUND.PLC FRN M/BKD 12/2050 GBP 'A3A' | ** | 857,768 | ||||||
NEWMONT CORP FORMERLY NEWMONT GOLDCORP 2.25% DUE 10-01-2030 REG | ** | 338,694 | ||||||
NEWMONT CORPORATION | ** | 1,517,622 | ||||||
NEXANS SA EUR1 | ** | 301,032 | ||||||
NEXSTAR MEDIA GROUP INC COMMON STOCK | ** | 114,995 | ||||||
NEXTDECADE CORP COM | ** | 36,334 | ||||||
NEXTEER AUTOMOTIVE GROUP LIMITED HKD0.1 | ** | 76,601 | ||||||
NEXTERA ENERGY CA .00065% 03-01-2023 | ** | 2,069,181 | ||||||
NEXTERA ENERGY CA .00065% 03-01-2023 | ** | 705,139 | ||||||
NEXTERA ENERGY CAP 4.2% DUE 06-20-2024 | ** | 9,437,693 | ||||||
NEXTERA ENERGY CAP 4.625% DUE 07-15-2027 | ** | 4,322,345 | ||||||
NEXTERA ENERGY CAP HLDGS INC 1.875% 01-15-2027 | ** | 3,517,757 | ||||||
NEXTERA ENERGY CAP HLDGS INC 2.25% DUE 06-01-2030/05-12-2020 REG | ** | 1,443,933 | ||||||
NEXTERA ENERGY INC COM | ** | 21,341,324 | ||||||
NEXTGEN HEALTHCARE INC COM | ** | 451,828 | ||||||
NGM BIOPHARMACEUTICALS INC COM | ** | 103,558 | ||||||
NHK SPRING CO LTD NPV | ** | 30,776 | ||||||
NICE CORPORATION | ** | 32,094 | ||||||
NICHIREKI CO LTD NPV | ** | 201,333 | ||||||
NICK SCALI NPV | ** | 76,484 | ||||||
NIHON CHOUZAI CO NPV | ** | 256,204 | ||||||
NIHON DENKEI CO NPV | ** | 77,448 | ||||||
NIHON PARKERIZING NPV | ** | 53,318 | ||||||
NIHON TRIM CO LTD NPV | ** | 59,431 | ||||||
NIKE INC 2.4% DUE 03-27-2025 | ** | 525,427 | ||||||
NIKE INC 2.75% DUE 03-27-2027 | ** | 785,693 | ||||||
NIKE INC 3.375% DUE 03-27-2050 | ** | 440,986 | ||||||
NIKE INC CL B | ** | 40,968,828 | ||||||
NIKKON HOLDINGS CO LTD NPV | ** | 110,519 | ||||||
NIPPON CERAMIC NPV | ** | 55,447 | ||||||
NIPPON GAS CO LTD NPV | ** | 143,592 | ||||||
NIPPON LIFE INS CO STEP CPN 5.1% DUE 10-16-2044 | ** | 4,885,322 | ||||||
NIPPON REIT INVEST NPV REIT | ** | 871,746 | ||||||
NIPPON RIETEC CO NPV | ** | 31,343 | ||||||
NIPPON SHINYAKU CO NPV | ** | 232,430 | ||||||
NIPPON SHOKUBAI CO NPV | ** | 72,030 | ||||||
NIPPON SODA CO LTD NPV | ** | 78,578 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
NIPPON THOMPSON CO NPV | ** | 222,911 | ||||||
NISHI-NIPPON FINANCIAL HD | ** | 949,534 | ||||||
NISHOKU TECHNOLOGY TWD10 | ** | 23,764 | ||||||
NISOURCE FIN CORP 5.65% DUE 02-01-2045 | ** | 86,433 | ||||||
NISOURCE INC .95% DUE 08-15-2025 REG | ** | 1,479,804 | ||||||
NISOURCE INC 1.7% DUE 02-15-2031 | ** | 933,791 | ||||||
NISOURCE INC COM | ** | 818,021 | ||||||
NISSAN MOTOR CO 1.94% SNR 15/09/23 EUR1000 | ** | 210,624 | ||||||
NISSAN MOTOR CO 2.652% SNR 17/03/26 EUR1000 | ** | 1,487,716 | ||||||
NISSAN MOTOR CO 3.201% SNR 17/09/28 EUR1000 | ** | 93,812 | ||||||
NISSAN MTR ACCEP CO LLC NT 144A 1.85% 09-16-2026 | ** | 250,723 | ||||||
NISSAN MTR LTD 4.345% DUE 09-17-2027 | ** | 453,864 | ||||||
NISSAN MTR LTD 4.345% DUE 09-17-2027 | ** | 9,894,243 | ||||||
NISSHIN SEIFUN GRP NPV | ** | 387,114 | ||||||
NISSIN CORP NPV | ** | 36,641 | ||||||
NISSIN ELECTRIC NPV | ** | 66,793 | ||||||
NITIN SPINNERS LTD INR10 | ** | 122,436 | ||||||
NITTETSU MINING CO NPV | ** | 29,012 | ||||||
NITTO KOGYO CORP NPV | ** | 130,348 | ||||||
NITTOKU CO LTD NPV | ** | 53,295 | ||||||
NLC INDIA LTD | ** | 171,161 | ||||||
NLIGHT INC COM USD0.0001 | ** | 825,893 | ||||||
NN GROUP N.V. EUR0.12 | ** | 1,228,263 | ||||||
NOBLE CORPORATION PLC COM | ** | 454,669 | ||||||
NODA CORP NPV | ** | 80,784 | ||||||
NOEVIR HLDGS CO NPV | ** | 35,106 | ||||||
NOF CORP NPV | ** | 320,133 | ||||||
NOJIMA CORP NPV | ** | 59,483 | ||||||
NOMURA ASSET ACCEP CORP ALTERNATIVE CL I-A-5 FLTG RATE DUE 03-25-2047 REG | ** | 1,448,339 | ||||||
NOMURA CO LTD NPV | ** | 106,337 | ||||||
NOMURA HLDGS INC 2.329% DUE 01-22-2027 | ** | 789,266 | ||||||
NOMURA HLDGS INC 2.648% 01-16-2025 | ** | 2,267,539 | ||||||
NOMURA HLDGS INC 2.999% DUE 01-22-2032 | ** | 4,336,349 | ||||||
NOMURA HLDGS INC FIXED 2.679% DUE 07-16-2030 | ** | 545,848 | ||||||
NORDEA BK AB 1% DUE 06-09-2023 | ** | 1,650,014 | ||||||
NORDEA BK ABP NEW YORK BRH INSTL CFT DEPDTD 06-08-2022 2.97% C/D 06-08-2023 | ** | 2,446,343 | ||||||
NORDEA KREDIT 1.5% 01/10/2053 | ** | 54,044 | ||||||
NORDEA REALKREDIT 1% CVD BDS 01/10/50 DKK0.01 | ** | 1,212,069 | ||||||
NORDEA REALKREDIT 1% CVD BDS 01/10/50 DKK0.01 | ** | 248,933 | ||||||
NORDEA REALKREDIT 1.5% CVD BDS 01/10/2053 DKK | ** | 29,784 | ||||||
NORFOLK SOUTHN 3.8% DUE 08-01-2028 | ** | 71,434 | ||||||
NORFOLK SOUTHN 3.95 DUE 10-01-2042 | ** | 289,089 | ||||||
NORFOLK SOUTHN CORP COM | ** | 11,396,679 | ||||||
NORMA GROUP SE NPV | ** | 80,012 | ||||||
NORSK HYDRO ASA NOK1.098 | ** | 1,513,313 | ||||||
NORTHEAST UTILS 3.15% DUE 01-15-2025 | ** | 961,567 | ||||||
NORTHEASTERN UNIV 2.894% 10-01-2050 | ** | 77,119 | ||||||
*NORTHERN TRUST CORP 4.0% DUE 05-10-2027 BEO | ** | 2,434,615 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
NORTHROP GRUMMAN 2.93% DUE 01-15-2025 | ** | 4,529,916 | ||||||
NORTHROP GRUMMAN CORP COM | ** | 30,654,552 | ||||||
NORTHROP GRUMMAN FIXED 5.25% DUE 05-01-2050 | ** | 972,584 | ||||||
NORTHSTAR EDUCATION FINANCE INC. SERIES 07-1 CLASS A3 FLTG 01-29-2046 | ** | 472,749 | ||||||
NORTHWEST NAT HLDG CO COM | ** | 2,126,083 | ||||||
NOV INC COM | ** | 12,946,410 | ||||||
NOVAGOLD RES INC COM NEW | ** | 119,773 | ||||||
NOVARTIS AG CHF0.50 (REGD) | ** | 16,330,136 | ||||||
NOVARTIS CAP CORP 3% DUE 11-20-2025 | ** | 331,011 | ||||||
NOVASTAR MTG FDG FLTG RT 5.58586% DUE 06-25-2035 | ** | 80,868 | ||||||
NOVATECH CO LTD KRW500 | ** | 4,105 | ||||||
NOVATEK PJSC RUB0.1(RUB) | ** | 213,006 | ||||||
NOVAVAX INC | ** | 119,649 | ||||||
NOVOLIPETSK STEEL RUB1(RUB) | ** | 108,450 | ||||||
NOVO-NORDISK AS DKK0.2 SERIES'B' | ** | 19,746,617 | ||||||
NOW INC COM | ** | 287,719 | ||||||
NRG ENERGY INC COM NEW | ** | 3,155,430 | ||||||
NRW HOLDINGS LTD NPV | ** | 102,885 | ||||||
NS UNITED KAIUN KAISHA LTD NPV | ** | 61,673 | ||||||
NSW INC NPV | ** | 109,289 | ||||||
*NT COLLECTIVE ALL COUNTRY WORLD EX-US INVESTABLE MARKET INDEX FUND - DC - NONLEN | ** | 6,192,278,000 | ||||||
*NT COLLECTIVE ALL COUNTRY WORLD INVESTABLE MARKET INDEX FUND - DC - TIER J | ** | 1,162,422,746 | ||||||
*NT COLLECTIVE S&P500 INDEX FUND-DC-NON LENDING (TIER J) | ** | 16,007,515,075 | ||||||
NTT FIN CORP .373% 03-03-2023 | ** | 3,075,434 | ||||||
NTT FIN CORP 1.162% 04-03-2026 | ** | 513,368 | ||||||
NTT FIN CORP 1.162% 04-03-2026 | ** | 1,340,951 | ||||||
NTT UD REIT INVEST REIT | ** | 198,752 | ||||||
NUCOR CORP 2.0% DUE 06-01-2025 REG | ** | 1,072,046 | ||||||
NUCOR CORP FIXED 2.979% DUE 12-15-2055 | ** | 15,599 | ||||||
NUFARM LTD NPV | ** | 424,897 | ||||||
NUSCALE PWR CORP COM | ** | 553,137 | ||||||
NUTANIX INC CL A CL A | ** | 1,684,992 | ||||||
NUTRIEN LTD FIXED 4.125% DUE 03-15-2035 | ** | 8,666 | ||||||
NUTRIEN LTD FIXED 5.25% DUE 01-15-2045 | ** | 184,784 | ||||||
NUVALENT INC CL A CL A | ** | 103,962 | ||||||
NUVEI CORP SUBORDINATE VOTING SHARES (CAD) | ** | 969,798 | ||||||
NVIDIA CORP 3.5% DUE 04-01-2040 | ** | 1,466,905 | ||||||
NVIDIA CORP 3.5% DUE 04-01-2050 | ** | 348,363 | ||||||
NVIDIA CORP COM | ** | 36,560,136 | ||||||
NVIDIA CORP FIXED 3.7% DUE 04-01-2060 | ** | 811,211 | ||||||
NXP B V / NXP FDG LLC / NXP USA INC SR NT 2.7% 05-01-2025 | ** | 1,133,160 | ||||||
NXP B V / NXP FDG LLC / NXP USA INC SR NT 3.25% 05-11-2041 | ** | 596,480 | ||||||
NXP B V/NXP FUNDING LLC/NXP USA INC 3.875% 06-18-2026 | ** | 1,333,987 | ||||||
NXP B V/NXP FUNDING LLC/NXP USA INC 2.5%DUE 05-11-2031 | ** | 439,498 | ||||||
NXP SEMICONDUCTORS N V COM STK | ** | 26,211,014 | ||||||
NY N Y TAXABLE-BUILD AMER BDS-F-1 6.271 DUE 12-01-2037 | ** | 7,127,188 | ||||||
NYKREDIT REALKREDI 1% CVD BDS 01/10/2053DKK | ** | 7 | ||||||
NYKREDIT REALKREDI 1% SNR 01/10/2050 DKK0.01 | ** | 430,031 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
NYKREDIT REALKREDIT A/S 1.0% 01/10/2050 | ** | 1,040,636 | ||||||
NYMT LN TR 2022-CP1 2.0424% 07-25-2061 | ** | 678,926 | ||||||
NYO COML MTG TR FLTG RT 5.555% DUE 11-15-2038 | ** | 2,264,944 | ||||||
O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-2027 | ** | 52,762 | ||||||
O REILLY AUTOMOTIVE INC NEW COM USD0.01 | ** | 10,248,212 | ||||||
OAK STR HEALTH INC COM | ** | 225,511 | ||||||
OAKTREE CLO 2019-1 LTD / OAKTREE SR SECDNT CL A-1-R FLTG 5.92529% 04-22-2030 | ** | 487,224 | ||||||
OBARA GROUP INCORPORATED | ** | 81,852 | ||||||
OBX 2021-INV2 TR 2.5% DUE 10-25-2051 | ** | 1,792,188 | ||||||
OBX 2021-INV2 TR FLTG RT 4.82768% DUE 10-25-2051 | ** | 406,466 | ||||||
OBX 2021-NQM2 TR 1.101% 05-25-2061 | ** | 2,096,862 | ||||||
OBX 2022 INV3 TR FLTG RT 3% DUE 02-25-2052 | ** | 1,488,465 | ||||||
OCCIDENTAL PETE 3% DUE 02-15-2027 | ** | 2,138,708 | ||||||
OCCIDENTAL PETE 3.4% DUE 04-15-2026 | ** | 1,550,580 | ||||||
OCCIDENTAL PETE CORP 3.2% 08-15-2026 | ** | 826,875 | ||||||
OCCIDENTAL PETE CORP SR NT 5.55% 03-15-2026 | ** | 1,095,875 | ||||||
OCCIDENTAL PETROLEUM CORP 3.5% DUE 08-15-2029/08-08-2019 REG | ** | 1,567,131 | ||||||
OCEANAGOLD CORP COM NPV | ** | 380,255 | ||||||
OCHI HLDG CO LTD NPV | ** | 36,356 | ||||||
OCI CO LTD KRW5000 | ** | 132,413 | ||||||
OCP S A 5.625% DUE 04-25-2024 | ** | 1,296,123 | ||||||
OCTAGON INVT PARTNERS 48 LTD / 5.95771% 10-20-2034 | ** | 728,919 | ||||||
ODEBRECHT OFFSHORE DRILLING FINANCE 7.72% 12-01-2026 | ** | 162,540 | ||||||
ODEBRECHT OIL & FINANCE ODEBRECHT OIL & FINANCE VAR RT 12-31-2099 | ** | 156 | ||||||
ODFJELL DRILLING LIMITED USD0.01 | ** | 16,710 | ||||||
ODFJELL SE CONMMON STOCK | ** | 42,555 | ||||||
OFG BANCORP COM | ** | 443,275 | ||||||
OFX GROUP LTD NPV | ** | 205,459 | ||||||
OGE ENERGY CORP COM | ** | 657,361 | ||||||
OGE ENERGY CORP FIXED .703% 05-26-2023 | ** | 2,394,358 | ||||||
OGE ENERGY CORP FIXED .703% 05-26-2023 | ** | 294,683 | ||||||
OGE ENERGY CORP FIXED .703% 05-26-2023 | ** | 1,038,266 | ||||||
OH ST UNIV GEN RCPTS TAXABLE-SER A 4.8 DUE 06-01-2111 | ** | 2,888,998 | ||||||
OHA LN FDG 2015-1 VAR RT 0% DUE 01-19-2037 | ** | 3,410,481 | ||||||
OHARA INC NPV | ** | 23,276 | ||||||
O-I GLASS INC COM | ** | 443,827 | ||||||
OIL REFINERIES LTD COM STK ILS1 | ** | 951,693 | ||||||
OIS BNPAFRPP 15/06/2032 THB P 6MTHBFX / R 3.25% SWU01IMV5 | ** | 20,097 | ||||||
OIS BOFAUS6S 15/06/2032 THB P 6MTHBFX / R 2.75% SWU01J7T5 | ** | 4,770 | ||||||
OIS BOFAUS6S 15/06/2032 THB P 6MTHBFX / R 3.25% SWU01IMW3 | ** | 524 | ||||||
OIS CHASUS33 11/02/2029 COP P 5.96% / R 1DCOOVI SWU00SKM6 | ** | 197 | ||||||
OIS GSCMUS33 15/06/2032 THB P 6MTHBFX / R 3.25% SWU01IMZ6 | ** | 4,718 | ||||||
OIS GSILGB2X 15/06/2032 THB P 6MTHBFX / R 3% SWU01IL53 | ** | 9,595 | ||||||
OIS SCBLGB2L 21/09/2027 THB P 2% / R 1DTHBRO SWU01KXR7 | ** | 271 | ||||||
OKAMOTO MACH TOOL NPV | ** | 165,220 | ||||||
OKAMURA CORP NPV | ** | 60,395 | ||||||
OKEA ASA NOK0.10 | ** | 118,365 | ||||||
OKLAHOMA DEV FIN AUTH REV 4.851% 02-01-2045 BEO TAXABLE | ** | 2,840,315 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
OKLAHOMA DEV FIN AUTH REV 5.087% 02-01-2052 BEO TAXABLE | ** | 4,420,636 | ||||||
OKTA INC CL A CL A | ** | 165,974 | ||||||
OKUMA CORPORATION NPV | ** | 99,739 | ||||||
OLD NATL BANCORP IND COM | ** | 2,733,679 | ||||||
OLD REP INTL CORP FIXED 4.875% DUE 10-01-2024 | ** | 2,115,423 | ||||||
OLIN CORP COM | ** | 6,501,032 | ||||||
OLYMPUS CORP NPV | ** | 4,866,391 | ||||||
OMNICELL INC COM | ** | 409,410 | ||||||
OMNICOM GROUP INC COM | ** | 5,142,989 | ||||||
ON HLDNG AG CHF0.1 CLASS A | ** | 451,497 | ||||||
ON SEMICONDUCTOR CORP COM | ** | 186,736 | ||||||
ON24 INC COM | ** | 77,446 | ||||||
ONE CAREER INC NPV | ** | 89,007 | ||||||
ONE GAS INC NT 1.1% 03-11-2024 | ** | 6,033,213 | ||||||
ONE NEW YORK PLAZA TR 2020-1NYP 5.409% 01-15-2036 | ** | 566,037 | ||||||
ONE NEW YORK PLAZA TR 2020-1NYP 5.409% 01-15-2036 | ** | 1,679,242 | ||||||
ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09-14-2035 | ** | 699,609 | ||||||
ONEMAIN FINL ISSUANCE TR 2021-1 AST BACKED NT CL A-2 FLTG 5.03871 06-16-2036 | ** | 2,770,875 | ||||||
ONEMAIN FINL ISSUANCE TR 2022-2 ASSET BACKED NT CL A 144A 4.89% 10-14-2034 | ** | 2,498,255 | ||||||
ONEMAIN HLDGS INC COM | ** | 890,143 | ||||||
ONEOK INC NEW 2.75% DUE 09-01-2024 | ** | 4,645,142 | ||||||
ONEOK INC NEW 4% DUE 07-13-2027 | ** | 1,060,041 | ||||||
ONEOK INC NEW 4.45% DUE 09-01-2049 | ** | 287,963 | ||||||
ONEOK INC NEW 5.2% DUE 07-15-2048 | ** | 125,512 | ||||||
ONEOK INC NEW 6.35% DUE 01-15-2031 REG | ** | 1,528,152 | ||||||
ONEOK INC NEW FIXED 2.2% DUE 09-15-2025 | ** | 5,030,390 | ||||||
ONESPAN INC COM STK USD0.001 | ** | 181,423 | ||||||
ONEX CORP SUB-VTG NPV | ** | 168,652 | ||||||
ONO PHARMACEUTICAL NPV | ** | 1,140,251 | ||||||
ONTARIO PROV CDA BD 3.4% 10-17-2023 | ** | 701,097 | ||||||
ONTARIO PROV CDA PROV OF ON 2.5% 2.5% DUE 04-27-2026 BEO | ** | 28,243,055 | ||||||
ONTO INNOVATION INC | ** | 5,099,260 | ||||||
OOEDO ONSEN REIT INV CORP | ** | 8,027 | ||||||
OOMA INC COM | ** | 107,584 | ||||||
OPEN TEXT CORP COM | ** | 5,230,571 | ||||||
OPORTUN FDG XIV LLC 1.21% 03-08-2028 | ** | 223,487 | ||||||
OPTION CARE HEALTH INC COM NEW COM NEW | ** | 811,256 | ||||||
OPTION ONE MTG LN TR SER 2005-2 CL M-1 FLTG RT 05-25-2035 | ** | 69,611 | ||||||
OPTORUN CO LTD NPV | ** | 258,277 | ||||||
ORACLE CORP 1.65% 03-25-2026 | ** | 3,035,125 | ||||||
ORACLE CORP 2.4% DUE 09-15-2023 | ** | 4,537,231 | ||||||
ORACLE CORP 2.5% DUE 04-01-2025 REG | ** | 1,137,515 | ||||||
ORACLE CORP 2.65% DUE 07-15-2026 | ** | 1,659,210 | ||||||
ORACLE CORP 3.25% 11-15-2027 | ** | 6,057,604 | ||||||
ORACLE CORP 3.6% DUE 04-01-2040 REG | ** | 3,716,488 | ||||||
ORACLE CORP 3.85% DUE 07-15-2036 | ** | 157,010 | ||||||
ORACLE CORP 3.9% DUE 05-15-2035 | ** | 57,977 | ||||||
ORACLE CORP 5.8% DUE 11-10-2025 BEO | ** | 1,135,350 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ORACLE CORP COM | ** | 24,138,639 | ||||||
ORACLE CORP FIXED 2.875% DUE 03-25-2031 | ** | 416,021 | ||||||
ORACLE CORP FIXED 3.65% DUE 03-25-2041 | ** | 537,660 | ||||||
ORACLE CORP FIXED 3.85% DUE 04-01-2060 | ** | 6,227,970 | ||||||
ORASURE TECHNOLOGIES INC COM | ** | 153,662 | ||||||
ORBIA ADVANCE CORP S A B DE C V SR NT 144A 1.875% 05-11-2026 | ** | 1,295,625 | ||||||
ORDINA NV EUR0.10 | ** | 567,701 | ||||||
ORGANON & CO COM | ** | 1,579,162 | ||||||
ORICA LIMITED NPV | ** | 2,150,059 | ||||||
ORIENT SEMICONDUCT TWD10 | ** | 37,686 | ||||||
ORIENTAL HLDGS BHD MYR1 | ** | 48,709 | ||||||
ORIENTAL SHIRAISHI CORPORATION NPV | ** | 81,792 | ||||||
ORIENTAL WATCH HLD HKD0.10 | ** | 82,594 | ||||||
ORION CORP KRW500 | ** | 1,144,904 | ||||||
ORION ENGINEERED CARBONS SA COMMON STOCK | ** | 246,579 | ||||||
ORION HOLDINGS COR KRW500 | ** | 16,977 | ||||||
ORIX JREIT INC REIT | ** | 636,060 | ||||||
ORTHOFIX MED INC COM USD0.10 | ** | 211,890 | ||||||
OSCAR HEALTH INC CL A CL A | ** | 83,515 | ||||||
OSCAR US FDG XIV LLC NT CL A-4 144A 2.82% 04-10-2029 | ** | 1,831,253 | ||||||
OSHKOSH CORPORATION | ** | 2,038,953 | ||||||
O-TA PRECISION IND TWD10 | ** | 30,584 | ||||||
OTIS WORLDWIDE CORP 2.056% DUE 04-05-2025 BEO | ** | 374,531 | ||||||
OTIS WORLDWIDE CORP 2.565% DUE 02-15-2030 BEO | ** | 269,605 | ||||||
OTIS WORLDWIDE CORP COM USD0.01 WI | ** | 2,278,429 | ||||||
OTSUKA HOLDINGS CO LTD | ** | 685,172 | ||||||
OUTFRONT MEDIA INC COM | ** | 4,520,852 | ||||||
OUTOKUMPU OYJ SER'A'NPV | ** | 192,222 | ||||||
OVERSEA CHINESE BK INSTL CTF DEP PROGRAM12-01-2022 5.28% CTF OF DEP 07-05-2023 | ** | 4,333,084 | ||||||
OVERSEA-CHINESE BANKING CORPORATION SGD0.5 | ** | 828,225 | ||||||
OVERSEAS PVT INVT 3.43% DUE 05-15-2030 | ** | 4,444,765 | ||||||
OVINTIV INC COM USD0.01 | ** | 6,985,100 | ||||||
OWENS & MINOR INC NEW COM | ** | 530,630 | ||||||
OWENS CORNING NEW COM STK | ** | 110,890 | ||||||
OXFORD INDS INC COM | ** | 351,102 | ||||||
P A M TRANSN SVCS INC COM | ** | 19,166 | ||||||
PAC GAS & ELEC CO 4.25% DUE 08-01-2023 | ** | 2,487,179 | ||||||
PAC GAS & ELEC CO 1.7% DUE 11-15-2023 | ** | 300,008 | ||||||
PAC GAS & ELEC CO 4.2% DUE 06-01-2041 | ** | 241,920 | ||||||
PAC GAS & ELEC CO FIXED 2.1% DUE 08-01-2027 | ** | 4,734,208 | ||||||
PAC GAS & ELEC CO FIXED 2.95% DUE 03-01-2026 | ** | 550,533 | ||||||
PAC GAS & ELEC CO FIXED 3.15% DUE 01-01-2026 | ** | 1,300,994 | ||||||
PAC GAS & ELEC CO FIXED 3.45% DUE 07-01-2025 | ** | 307,875 | ||||||
PAC GAS & ELEC CO FIXED 3.45% DUE 07-01-2025 | ** | 1,080,879 | ||||||
PAC GAS & ELEC CO FIXED 4.95% DUE 07-01-2050 | ** | 233,863 | ||||||
PACCAR FINL CORP MEDIUM TERM SR NTS BOOK .8% DUE 06-08-2023 | ** | 374,011 | ||||||
PACCAR FINL CORP MEDIUM TERM SR NTS BOOK.35% DUE 08-11-2023 | ** | 3,157,997 | ||||||
PACCAR FINL CORP MEDIUM TERM SR NTS BOOK.35% DUE 08-11-2023 | ** | 2,130,273 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PACCAR INC COM | ** | 11,546,830 | ||||||
PACIFIC GAS & ELEC CO 2.5% DUE 02-01-2031/06-19-2020 REG | ** | 3,672,521 | ||||||
PACIFIC GAS & ELEC CO 3.25% 02-16-2024 | ** | 1,073,982 | ||||||
PACIFIC GAS & ELEC CO 3.4% 08-15-2024 | ** | 575,956 | ||||||
PACIFIC GAS & ELEC CO 4.0% 12-01-2046 | ** | 202,433 | ||||||
PACIFIC GAS & ELEC CO 4.45% DUE 4-15-2042 | ** | 74,796 | ||||||
PACIFICORP 2.7% DUE 09-15-2030 | ** | 896,798 | ||||||
PACIFICORP 6.25% DUE 10-15-2037 | ** | 85,568 | ||||||
PACKAGING CORP OF AMERICA 4.05% DUE 12-15-2049 | ** | 76,801 | ||||||
PACT GROUP HLDGS LTD NPV | ** | 114,787 | ||||||
PACTIV EVERGREEN INC COM | ** | 53,222 | ||||||
PAGERDUTY INC COM | ** | 405,252 | ||||||
PAL GROUP HOLDINGS CO LTD | ** | 365,098 | ||||||
PALFINGER AG NPV | ** | 82,814 | ||||||
PALO ALTO NETWORKS INC COM USD0.0001 | ** | 9,153,545 | ||||||
PAN AFRICAN RES ORD GBP0.01 | ** | 107,824 | ||||||
PANAMA REP 4.5% DUE 04-16-2050 REG | ** | 150,828 | ||||||
PANAMA REP GLOBAL BD TBOND 3.16% 01-23-2030 | ** | 300,985 | ||||||
PANIN FINANCIAL IDR125 | ** | 147,537 | ||||||
PAR PACIFIC HOLDINGS INC COM NEW COM NEW | ** | 707,753 | ||||||
PARADE TECHNOLOGIE TWD10 | ** | 553,302 | ||||||
PARADOX INTERACTIV NPV | ** | 342,021 | ||||||
PARAGON 28 INC COM | ** | 945,945 | ||||||
PARAGON BANKING GR ORD GBP1 | ** | 119,814 | ||||||
PARAMOUNT GLOBAL OM USD0.001 CL B | ** | 2,363,200 | ||||||
PAREX RESOURCES IN COM NPV | ** | 288,505 | ||||||
PARK HOTELS & RESORTS INC COM | ** | 675,885 | ||||||
PARKWAY LIFE REAL NPV (REIT) | ** | 128,679 | ||||||
PARQUE ARAUCO SA NPV | ** | 30,869 | ||||||
PARSONS CORP DEL COM | ** | 473,785 | ||||||
PASCO CORP NPV | ** | 27,809 | ||||||
PASON SYSTEM INCOR COM NPV | ** | 47,057 | ||||||
PATTERSON-UTI ENERGY INC COM | ** | 1,617,785 | ||||||
PAWNEE EQUIP 5.17% DUE 02-15-2028 | ** | 2,268,975 | ||||||
PAX GLOBAL TECHNOLOGY LIMITED COMSTK | ** | 390,595 | ||||||
PAYCHEX INC COM | ** | 558,155 | ||||||
PAYCOM SOFTWARE INC COM | ** | 557,627 | ||||||
PAYLOCITY HLDG CORP COM | ** | 2,888,258 | ||||||
PAYONEER GLOBAL INC COM | ** | 557,010 | ||||||
PAYPAL HLDGS INC COM | ** | 19,920,376 | ||||||
PAYPAL HLDGS INC FIXED 1.65% DUE 06-01-2025 | ** | 797,703 | ||||||
PAYPAL HOLDINGS INC 4.4% DUE 06-01-2032 BEO | ** | 538,205 | ||||||
PAYSAFE LTD COM | ** | 131,413 | ||||||
PBF ENERGY INC CL A CL A | ** | 955,435 | ||||||
PBG SA (BR) COM NPV | ** | 89,335 | ||||||
PC DEPOT CORP NPV | ** | 44,528 | ||||||
PCC ROKITA SA PLN1.00 | ** | 56,733 | ||||||
PDC ENERGY INC COM | ** | 508,665 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PDF SOLUTIONS INC COM | ** | 105,467 | ||||||
PEACEHEALTH 1.375% DUE 11-15-2025 | ** | 696,143 | ||||||
PEAPACK-GLADSTONE FINL CORP COM | ** | 38,895 | ||||||
PEBBLEBROOK HOTEL TR COM STK | ** | 109,530 | ||||||
PEGASUS SEWING MAC NPV | ** | 65,785 | ||||||
PEGASYSTEMS INC COM | ** | 2,078,163 | ||||||
PENNAR INDUSTRIES LTD | ** | 111,461 | ||||||
PENNSYLVANIA ST HIGHER ED ASSISTANCE AGY SER 2009-1 CL A1 FLTG 1A1 07-25-2029 | ** | 124,898 | ||||||
PENNSYLVANIA ST HIGHER ED ASSISTANCE AGYSTUDENT LN REV FLTG RT 0% 10-25-2036 BEO | ** | 2,101,173 | ||||||
PENSKE TRUCK 4.125% DUE 08-01-2023 | ** | 2,795,348 | ||||||
PENSKE TRUCK 4.125% DUE 08-01-2023 | ** | 1,774,964 | ||||||
PEPPERDINE UNIV FIXED 3.301% DUE 12-01-2059 | ** | 158,137 | ||||||
PEPSICO INC .75% DUE 05-01-2023 | ** | 1,095,621 | ||||||
PEPSICO INC 1.625% DUE 05-01-2030 | ** | 24,530 | ||||||
PEPSICO INC 2.25% DUE 03-19-2025 | ** | 104,661 | ||||||
PEPSICO INC 2.625% DUE 03-19-2027 | ** | 102,333 | ||||||
PEPSICO INC COM | ** | 17,053,401 | ||||||
PERELLA WEINBERG PARTNERS COM USD0.0001 CL A | ** | 155,604 | ||||||
PERENTI LIMITED NPV | ** | 319,967 | ||||||
PERFORMANCE FOOD GROUP CO COM | ** | 3,377,511 | ||||||
PERKINELMER INC COM | ** | 783,409 | ||||||
PERKINELMER INC SR NT .85% 09-15-2024 | ** | 1,507,223 | ||||||
PERMIAN RES CORP CL A | ** | 2,956,016 | ||||||
PERNOD RICARD NPV EUR 1.55 | ** | 7,253,809 | ||||||
PERRIGO COMPANY LIMITED COM EUR0.001 | ** | 12,612,039 | ||||||
PERSEUS MINING LTD NPV | ** | 123,030 | ||||||
PERSISTENT SYSTEMS INR10 | ** | 135,830 | ||||||
PERSONALIS INC COM | ** | 10,730 | ||||||
PERU REP 2.78% 12-01-2060 | ** | 326,967 | ||||||
PERU(REP OF) 6.15% GTD 12/08/2032 PEN | ** | 92,199 | ||||||
PERU(REPUBLIC OF) BNDS 8.2% 12/08/2026 | ** | 548,390 | ||||||
PERUSAHAAN 3% DUE 06-30-2030 | ** | 1,311,356 | ||||||
PERUSAHAAN GAS NEGARA TBK PT | ** | 87,257 | ||||||
PET VALU HLDGS LTD COM | ** | 2,911,033 | ||||||
PETRO RIO S A COM | ** | 779,379 | ||||||
PETRO-CDA 7.875% DUE 06-15-2026 | ** | 214,923 | ||||||
PETROCHINA COMPANY LIMITED H CNY1 | ** | 447,339 | ||||||
PETROL BRASILEIROS PRF NPV | ** | 3,515,220 | ||||||
PETROLEOS MEXICANOS 6.5% 03-13-2027 | ** | 4,379,612 | ||||||
PETROLEOS MEXICANOS 6.75% DUE 09-21-2047 | ** | 455,337 | ||||||
PETS AT HOME GROUP ORD GBP0.01 | ** | 138,412 | ||||||
PEYTO EXPL & DEV CORP NEW COM | ** | 268,197 | ||||||
PFIZER INC .8% DUE 05-28-2025 | ** | 1,270,772 | ||||||
PFIZER INC 1.7% DUE 05-28-2030 | ** | 733,621 | ||||||
PFIZER INC 2.625% DUE 04-01-2030 | ** | 1,004,583 | ||||||
PFIZER INC 3% DUE 06-15-2023 | ** | 347,517 | ||||||
PFIZER INC COM | ** | 23,307,334 | ||||||
PFS FING CORP 2022-D PREM FIN AST BKD NT4.27% 08-15-2027 | ** | 683,169 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PG& E CORP COM | ** | 2,850,134 | ||||||
PG&E RECOVERY FDG LLC SR SECD NT CL A-3 2.822% 07-15-2048 | ** | 135,440 | ||||||
PG&E WILDFIRE 3.594% DUE 06-01-2032 | ** | 756,091 | ||||||
PG&E WILDFIRE 4.263% DUE 06-01-2038 | ** | 888,200 | ||||||
PG&E WILDFIRE 4.263% DUE 06-01-2038 | ** | 3,534,199 | ||||||
PG&E WILDFIRE 4.722% DUE 06-01-2039 | ** | 2,857,909 | ||||||
PG&E WILDFIRE RECOVERY FDG LLC SR SECD RECOVERY BD SER 5.099% 06-01-2054 | ** | 880,729 | ||||||
PGT INC COM | ** | 5,685,022 | ||||||
PHARMING GROUP NV EUR0.01 | ** | 337,987 | ||||||
PHC HLDGS CORP NPV | ** | 85,961 | ||||||
PHEAA STUDENT LN TR 2021-1 STUD LN AST BACKED NT 144A 5.03586% 05-25-2070 | ** | 2,269,283 | ||||||
PHILIP MORRIS INTL .875% DUE 05-01-2026 | ** | 1,870,254 | ||||||
PHILIP MORRIS INTL 1.125% DUE 05-01-2023 | ** | 562,924 | ||||||
PHILIP MORRIS INTL 1.5% DUE 05-01-2025 | ** | 695,524 | ||||||
PHILIP MORRIS INTL 2.1% DUE 05-01-2030 | ** | 511,247 | ||||||
PHILIP MORRIS INTL 2.625 DUE 03-06-2023 | ** | 273,930 | ||||||
PHILIP MORRIS INTL 2.75% DUE 02-25-2026 | ** | 7,503,057 | ||||||
PHILIP MORRIS INTL 3.375% DUE 08-11-2025 | ** | 5,190,418 | ||||||
PHILIP MORRIS INTL 5% DUE 11-17-2025 | ** | 607,369 | ||||||
PHILIP MORRIS INTL INC 5.125% DUE 11-17-2027 | ** | 862,172 | ||||||
PHILIPPINES(REP OF 6.25% BDS 14/01/2036 PHP | ** | 163,222 | ||||||
PHILLIPS 66 .9% DUE 02-15-2024 | ** | 5,529,326 | ||||||
PHILLIPS 66 3.85% DUE 04-09-2025 | ** | 2,284,670 | ||||||
PHILLIPS 66 FIXED 1.3% DUE 02-15-2026 | ** | 1,835,018 | ||||||
PHOENIX HLDGS LTD ILS1 | ** | 305,687 | ||||||
PHOENIX MILLS INR2 | ** | 64,806 | ||||||
PHX ENERGY SVCS CO COM NPV | ** | 572,879 | ||||||
PHYSICIANS RLTY L P 2.625% 11-01-2031 | ** | 266,298 | ||||||
PIAGGIO NPV | ** | 82,296 | ||||||
PICC PROPERTY & CA 'H'CNY1 | ** | 3,664,674 | ||||||
PIEDMONT NAT GAS 3.64% DUE 11-01-2046 | ** | 575,192 | ||||||
PIGEON CORP NPV | ** | 269,470 | ||||||
PILBARA MINERALS NPV | ** | 1,988,316 | ||||||
PING AN INSURANCE GROUP H CNY1 | ** | 1,429,401 | ||||||
PINNACLE FINL PARTNERS INC COM | ** | 404,287 | ||||||
PINNACLE W. CAP CORP COM | ** | 2,140,374 | ||||||
PIONEER NAT RES CO .55% DUE 05-15-2023 BEO | ** | 3,059,734 | ||||||
PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG | ** | 579,978 | ||||||
PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG | ** | 3,942,066 | ||||||
PIONEER NAT RES CO 1.9% DUE 08-15-2030/08-11-2020 REG | ** | 392,836 | ||||||
PIONEER NAT RES CO 1.9% DUE 08-15-2030/08-11-2020 REG | ** | 1,547,775 | ||||||
PIONEER NAT RES CO 2.15% DUE 01-15-2031 | ** | 628,539 | ||||||
PIONEER NAT RES CO COM | ** | 32,635,561 | ||||||
PIRAEUS FINANCIAL HOLDINGS | ** | 37,226 | ||||||
PITNEY BOWES INC COM | ** | 84,694 | ||||||
PIZZA PIZZA RTY CO COM NPV | ** | 411,732 | ||||||
PJT PARTNERS INC COM CL A COM CL A | ** | 2,260,883 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PKN ORLEN SA PLN1.25 | ** | 56,049 | ||||||
PLAINS ALL AMER PIPELINE 2.85 1-31-2023 | ** | 1,497,356 | ||||||
PLAINS ALL AMERN 4.5% DUE 12-15-2026 | ** | 1,374,598 | ||||||
PLAINS GP HLDGS L P LTD PARTNER INT CL ANEW INT LTD PARTNER INT CL A NEW INT | ** | 16,048 | ||||||
PLANET FITNESS INC CL A CL A | ** | 1,891,200 | ||||||
PLAYA HOTELS & RESORTS N V COMN STOCK | ** | 361,161 | ||||||
PLAYAGS INC COM | ** | 84,645 | ||||||
PLAYTECH PLC ORD NPV | ** | 475,475 | ||||||
PLAYTIKA HLDG CORP COM | ** | 75,688 | ||||||
PLUS ALPHA CONSULT NPV | ** | 156,671 | ||||||
PLUS500 LTD ORD ILS0.01 (DI) | ** | 525,039 | ||||||
PMV PHARMACEUTICALS INC COM | ** | 81,937 | ||||||
PNC BK N A 3.8 07-25-2023 | ** | 3,475,928 | ||||||
PNC FINANCIAL SERVICES GROUP COM STK | ** | 8,182,871 | ||||||
PNC FINL SVCS 3.5% DUE 01-23-2024 | ** | 4,720,321 | ||||||
PNC FINL SVCS GROUP INC 3.45% DUE 04-23-2029 REG | ** | 2,807,405 | ||||||
PODAK CO LTD TWD10 | ** | 31,703 | ||||||
POLARIS RENB COM NPV | ** | 97,611 | ||||||
POLYCAB INDIA LTD INR10 | ** | 72,045 | ||||||
POLYPLEX CORP INR10(DEMAT) | ** | 165,934 | ||||||
POOL CORP COM STK | ** | 1,420,951 | ||||||
POPULAR INC COM NEW COM USD6 (POST REV SPLIT) | ** | 3,864,665 | ||||||
PORT AUTH N Y & N J 4.458% 10-01-2062 BEO TAXABLE | ** | 520,644 | ||||||
PORT AUTH N Y & N J 5.859% 12-01-2024 BEO TAXABLE | ** | 18,307,428 | ||||||
PORT MORROW ORE TRANSMISSION FACS REV 2.987% 09-01-2036 BEO TAXABLE | ** | 4,620,084 | ||||||
PORTILLOS INC CL A COM CL A COM | ** | 743,017 | ||||||
PORTLAND GENERAL ELECTRIC CO COM NEW COMNEW | ** | 573,937 | ||||||
POSCO INTERNATIONAL CORPORATION | ** | 77,697 | ||||||
POSEIDA THERAPEUTICS INC COM | ** | 90,715 | ||||||
POST HLDGS INC COM STK | ** | 943,668 | ||||||
POSTAL SAVINGS BANK OF CHINA (LOCAL 1658) | ** | 681,676 | ||||||
POWELL INDS INC COM | ** | 145,329 | ||||||
POWER CORP CANADA SUB-VTG NPV | ** | 1,744,175 | ||||||
POWER INTEGRATIONS INC COM | ** | 388,149 | ||||||
POWER MECH PROJECT INR10 | ** | 29,238 | ||||||
POWERSCHOOL HLDGS INC CL A COM CL A COM | ** | 2,677,280 | ||||||
POYA CO LTD EQUITY | ** | 48,559 | ||||||
PPG IND INC COM | ** | 19,405,580 | ||||||
PPL CORP COM ISIN US69351T1060 | ** | 11,302,296 | ||||||
PPL ELEC UTILS 4.125% DUE 06-15-2044 | ** | 62,087 | ||||||
PRARAM 9 HOSPITAL THB1(NVDR) | ** | 194,398 | ||||||
PRECISION DRILLING COM NPV(POST REV SPLIT) | ** | 76,542 | ||||||
PREMIER INVS NPV | ** | 566,000 | ||||||
PRESS KOGYO CO NPV | ** | 190,619 | ||||||
PRESSANCE CORPORAT NPV | ** | 1,166 | ||||||
PRESTIGE CONSUMER HEALTHCARE INC COM | ** | 361,515 | ||||||
PREVAS AB SER'B'NPV | ** | 40,519 | ||||||
PRIMA MARINE PCL THB1 (NVDR) | ** | 96,304 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PRIMARIS REAL TR UNIT SER A | ** | 478,286 | ||||||
PRIMAX ELECTRONICS TWD10 | ** | 131,818 | ||||||
PRIMERICA INC 2.8% 11-19-2031 | ** | 1,633,526 | ||||||
PRIMO WATER CORP. COM NPV | ** | 570,896 | ||||||
PRIMO WATER CORPORATION CANADA COM NPV | ** | 326,340 | ||||||
PRIMORIS SVCS CORP COM | ** | 2,256,024 | ||||||
PRIN FINL GROUP 3.125% DUE 05-15-2023 | ** | 2,978,697 | ||||||
PRIN FINL GROUP 3.7% DUE 05-15-2029 | ** | 23,231 | ||||||
PRIVIA HEALTH GROUP INC COM | ** | 694,267 | ||||||
PRKCM 2022-AFC1 TR 4.1% DUE 04-25-2057 | ** | 3,429,825 | ||||||
PROASSURANCE CORP COM | ** | 1,389,162 | ||||||
PROCORE TECHNOLOGIES INC COM | ** | 560,593 | ||||||
PROCTER & GAMBLE 2.8% DUE 03-25-2027 | ** | 159,346 | ||||||
PROCTER & GAMBLE CO 3.0% DUE 03-25-2030 REG | ** | 457,119 | ||||||
PROCTER & GAMBLE COM NPV | ** | 5,245,643 | ||||||
PRODWAYS EUR0.5 | ** | 59,528 | ||||||
PROG HOLDINGS INC COM | ** | 495,265 | ||||||
PROGRESS RESDNTL 2.393% DUE 12-17-2040 | ** | 1,648,227 | ||||||
PROGRESS RESDNTL 2.409% DUE 05-17-2038 | ** | 748,122 | ||||||
PROGRESS RESDNTL 2.425% DUE 07-17-2038 | ** | 1,049,867 | ||||||
PROGRESS RESIDENTIAL 2021-SFR6 TR SINGLEFAMILY RENT PASS 1.524% 07-17-2038 | ** | 3,212,328 | ||||||
PROGRESSIVE CORP 4.35 DUE 04-25-2044 | ** | 79,149 | ||||||
PROGRESSIVE CORP OH 3.7% DUE 03-15-2052 BEO | ** | 462,659 | ||||||
PROGRESSIVE CORP OH COM | ** | 22,176,259 | ||||||
PROJECTCOMPANY INC NPV | ** | 59,116 | ||||||
PROLOGIS INC COM | ** | 29,403,028 | ||||||
PROLOGIS L P FIXED 2.125% DUE 10-15-2050 | ** | 447,480 | ||||||
PROLOGIS L P SR NT 2.875% 11-15-2029 | ** | 348,901 | ||||||
PROLOGIS L P SR NT 3.375% 12-15-2027 | ** | 468,262 | ||||||
PROLOGIS LP 3.0% DUE 04-15-2050 | ** | 134,399 | ||||||
PROMETHEUS BIOSCIENCES INC COM | ** | 410,080 | ||||||
PROPETRO HLDG CORP COM | ** | 292,527 | ||||||
PROSEGUR CASH EUR0.02 | ** | 25,512 | ||||||
PROSPERITY BANCSHARES INC COM | ** | 807,039 | ||||||
PROSUS N.V. 1.207% 19/01/2026 | ** | 289,189 | ||||||
PROTECTOR FORS ASA NOK1 | ** | 33,407 | ||||||
PROTHENA CORP PLC USD0.01 | ** | 556,288 | ||||||
PROTO CORPORATION NPV | ** | 92,964 | ||||||
PROVID HLTH & SVCS 2.746% DUE 10-01-2026 | ** | 1,407,348 | ||||||
PRUDENTIAL GBP0.05 | ** | 3,532,459 | ||||||
PRYSMIAN SPA EUR0.10 | ** | 1,503,902 | ||||||
PSK INC KRW500 | ** | 83,685 | ||||||
PT BANK DANAMON 'A' IDR50000 & 'B' IDR500 | ** | 151,095 | ||||||
PT BUMI SERPONG DA IDR100 | ** | 84,764 | ||||||
PTC THERAPEUTICS INC COM | ** | 2,784,349 | ||||||
PTT EXPLORTN & PRD THB1(FOREIGN) | ** | 1,167,494 | ||||||
PTT EXPLORTN & PRD THB1(NVDR) | ** | 4,264,843 | ||||||
PUB STORAGE COM | ** | 2,803,301 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PUB SVC ELEC & GAS FIXED 3.65% DUE 09-01-2028 | ** | 4,840,853 | ||||||
PUB SVC ENTERPRISE .8% DUE 08-15-2025 | ** | 1,119,399 | ||||||
PUBLIC JOINT STOCK COMPANY MAGNIT RUB0.01(RUB) | ** | 139,747 | ||||||
PUBLIC SERVICE ELECTRIC & GAS CO 3.25% DUE 09-01-2023 | ** | 3,133,046 | ||||||
PUBLIC SERVICE ENTERPRISE GROUP INC 1.6%DUE 08-15-2030 BEO | ** | 1,364,718 | ||||||
PUBLIC STORAGE 2.3% DUE 05-01-2031 BEO | ** | 268,734 | ||||||
PUBLIC SVC CO OKLA 2.2% DUE 08-15-2031 | ** | 1,598,154 | ||||||
PUBLIC SVC ELEC GAS CO 3.75 DUE 03-15-2024 REG | ** | 1,589,836 | ||||||
PUBLIC SVC ENTERPRISE GROUP INC 2.875% DUE 06-15-2024 | ** | 289,832 | ||||||
PUGET ENERGY INC FIXED 2.379% DUE 06-15-2028 | ** | 106,492 | ||||||
PULMONX CORPORATION COM | ** | 189,852 | ||||||
PURE STORAGE INC CL A CL A | ** | 2,673,404 | ||||||
PUT BONDOPT BNPAFRPP 23/05/2025 FRANCE (GOVT OF) 0 97 3175SQ653 | ** | 172,565 | ||||||
PUT SWO USD BOFAUS6S P 2.18% / R 1DSOFR 317U750I5 01/11/2024 | ** | 74,009 | ||||||
PUT SWO USD GSCMUS33 P 2.697% / R 1DSOFR 317U388O2 04/02/2024 | ** | 62,016 | ||||||
PUT SWO USD GSCMUS33 P 2.697% / R 1DSOFR 317U388O2 04/02/2024 | ** | 5,906 | ||||||
PUT SWO USD GSCMUS33 P 2.721% / R 1DSOFR 317U460O3 04/08/2024 | ** | 1,420 | ||||||
PUT SWO USD MSCSUS33 P 2.993% / R 1DSOFR 317U00LA7 10/11/2023 | ** | 650 | ||||||
PUT SWO USD NGFPUS33 P 2.785% / R 1DSOFR 317U478O3 04/08/2024 | ** | 2,173 | ||||||
PUT SWO USD NGFPUS33 P 2.835% / R 1DSOFR 317U477O4 04/08/2024 | ** | 2,152 | ||||||
PVH CORP COM USD1 | ** | 1,739,338 | ||||||
PVPTL ABU DHABI GOVT INT'L 3.125% 10-11-2027 | ** | 4,985,841 | ||||||
PVPTL BANK OF NOVA SCOTIA 1.188% 10-13-2026 | ** | 10,734,410 | ||||||
PVPTL COMM MORTGAGE TRUST SER 2016-787S CL A BNDS 3.545% 02-10-2036 | ** | 1,646,745 | ||||||
PVPTL DELTA AIR LINES/SKYMILES 4.75% DUE 10-20-2028 | ** | 188,262 | ||||||
PVPTL MID-ATLANTIC INTST TRANSMISSION LLC 4.1% DUE 05-15-2028 | ** | 1,471,126 | ||||||
PVPTL ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-SR 21-1A CL A .87% 07-14-2028 | ** | 13,688,527 | ||||||
PVPTL PFP III CL 21-8 CL A FLT 06-14-2024 | ** | 1,590,794 | ||||||
PVPTL PFP III CL 21-8 CL A FLT 06-14-2024 | ** | 10,181,081 | ||||||
PVPTL SKY LTD 3.75% 09-16-2024 | ** | 1,626,177 | ||||||
PVR LTD INR10 | ** | 678,142 | ||||||
PVT PL BNP PARIBAS SR NON PFD 4.705% 01-10-2025 | ** | 3,465,965 | ||||||
PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-2030 | ** | 190,501 | ||||||
PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-2030 | ** | 1,352,560 | ||||||
PVTPL DAIMLER TRUCKS 2.375% 12-14-2028 | ** | 1,262,979 | ||||||
PVTPL 1166 AVE OF THE AMERS COML MTG TR II 2005-C6 COML 5.6896% 10-13-2037 | ** | 1,007,099 | ||||||
PVTPL 7-ELEVEN INC .95% DUE 02-10-2026 BEO | ** | 832,754 | ||||||
PVTPL 7-ELEVEN INC 1.8% DUE 02-10-2031 BEO | ** | 1,891,919 | ||||||
PVTPL 7-ELEVEN INC 2.5% DUE 02-10-2041 BEO | ** | 229,212 | ||||||
PVTPL 7-ELEVEN INC SR NT .625% 02-10-2023 | ** | 696,412 | ||||||
PVTPL 7-ELEVEN INC SR NT .625% 02-10-2023 | ** | 2,954,777 | ||||||
PVTPL 7-ELEVEN INC SR NT .8% 02-10-2024 | ** | 6,484,423 | ||||||
PVTPL AATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 2.55% 06-29-2025 | ** | 248,983 | ||||||
PVTPL AES CORP SR SECD 1ST LIEN NT 144A 3.3% DUE 07-15-2025/05-27-2020 BEO | ** | 1,259,419 | ||||||
PVTPL AIA GROUP LTD GLOBAL MEDIUM TERM NTS BOO 3.2% DUE 09-16-2040 | ** | 215,402 | ||||||
PVTPL AIA GROUP LTD TRANCHE # 3.6% 04-09-2029 | ** | 241,573 | ||||||
PVTPL AIB GROUP PLC FIXED 4.263% 04-10-2025 BEO | ** | 482,570 | ||||||
PVTPL AIG GLOBAL FDG SR 0.4% 09-13-2023 | ** | 3,310,389 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL AIMCO CLO SER 2017-A/AIMCO CLO SER201 SR SECD NT CL A-R FLTG 04-20-2034 | ** | 731,561 | ||||||
PVTPL AIR CANADA AIR CANADA 2017-1AA PTT3.3% DUE 07-15-2031 BEO | ** | 448,137 | ||||||
PVTPL AIR CDA 2013-1 PASS THRU 4.125 DUE 11-15-2026 BEO | ** | 156,680 | ||||||
PVTPL AIR CDA PASS THRU TR 2017-1 PVTPL AIR CANADA BNDS 3.55% DUE 07-15-2031 | ** | 261,094 | ||||||
PVTPL AIRCASTLE LTD 2.85% DUE 01-26-2028BEO | ** | 1,474,636 | ||||||
PVTPL ALIGNED DATA CTRS ISSUER LLC 21-1A CL A2 1.937% DUE 08-15-2046 BEO | ** | 2,529,683 | ||||||
PVTPL ALIMENTATION COUCHE-TARD 3.8% DUE 01-25-2050 | ** | 229,945 | ||||||
PVTPL ALLEGANY PK CLO LTD CL A-R FLTG 01-20-2035 | ** | 1,945,200 | ||||||
PVTPL ALLEGRO CLO SER 14-1RA CL A1 FLTG 10-21-2028 | ** | 3,494,352 | ||||||
PVTPL AMERICAN CR ACCEP RECEIVABLES TR 2022-2 SR 22-2 CL A 2.66% 02-13-2026 | ** | 1,283,307 | ||||||
PVTPL AMERICAN CR ACCEP RECEIVABLES TR 2022-3 SER 22-3 CL A 4.12% 02-13-2026 | ** | 137,603 | ||||||
PVTPL AMERICAN CREDIT ACCEPTANCE SRS 20 -3 CL C 2.16% DUE 06-15-2026 BEO | ** | 283,574 | ||||||
PVTPL AMERICAN TRANSMISSION SYSTEMS 2.65% 01-15-2032 | ** | 230,580 | ||||||
PVTPL AMSR TRUST 21-SFR2 C 958609% 08-17-2026 | ** | 1,816,672 | ||||||
PVTPL ANCHORAGE CAP CLO 16 LTD/ANCHORAGE CAP SR 20-16A CL A1R FLTG RT 01-19-2035 | ** | 9,720,640 | ||||||
PVTPL ANGLO AMERN CAP PLC GTD NT 3.625% 09-11-2024 | ** | 193,588 | ||||||
PVTPL ANGLO AMERN CAP PLC GTD NT 3.625% 09-11-2024 | ** | 2,419,854 | ||||||
PVTPL ANTOFAGASTA PLC 2.375% DUE 10-14-2030/10-14-2020 BEO | ** | 240,140 | ||||||
PVTPL ANZ NEW ZEALAND INTL LTD 3.45% 01-21-2028 | ** | 229,735 | ||||||
PVTPL APIDOS CLO SR 13-12A CL AR VAR RT 04-15-2031 | ** | 492,394 | ||||||
PVTPL APIDOS CLO SR 16-25A CL A1R FLTG RATE 10-20-2031 | ** | 4,893,039 | ||||||
PVTPL APIDOS CLO XXII 15-22A CL A-1R FLTG 144A FLTG RT DUE 04-20-2031 | ** | 987,467 | ||||||
PVTPL APIDOS CLO XXXII/APIDOS CLO XXXII LLC SR 19-32A CL A1 FLTG 01-20-2033 | ** | 3,036,393 | ||||||
PVTPL APT PIPELINES LTD SR GTD NT 144A 4.25% DUE 07-15-2027/03-23-2017 BEO | ** | 122,542 | ||||||
PVTPL AQUA FIN TR 2021-A SR 21-A CL A 1.54% DUE 07-17-2046 BEO | ** | 2,553,948 | ||||||
PVTPL ARBOR RLTY COML REAL ESTATE NTS SER 19-FL2 CLS A FLTG RT 06-15-2034 | ** | 398,830 | ||||||
PVTPL ARES LXIII CLO LTD CL A-1A FLTG 04-20-2035 | ** | 776,563 | ||||||
PVTPL ARES XL CLO LTD/ARES XL CLO LLC SRSECD NT CL A-1-RR FLTG 01-15-2029 | ** | 318,743 | ||||||
PVTPL ARES XLII CLO LTD SR NT CL A-R FLTG RT DUE 01-22-2028 BEO | ** | 1,446,276 | ||||||
PVTPL ARES XLIV CLO LTD SR NT CL A-1-R FLTG 144A 3C7 VAR RT DUE 04-15-2034 BEO | ** | 2,666,631 | ||||||
PVTPL ASB BK LTD SR MEDIUM TERM NTS BOOK 3.75% 06-14-2023 BEO | ** | 2,996,212 | ||||||
PVTPL ASHTEAD CAPITAL 2.45% 08-12-2031 | ** | 1,158,763 | ||||||
PVTPL ATHENE GLOBAL FDG 1.0% 04-16-2024 | ** | 1,955,886 | ||||||
PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 1.45% 01-08-2026 | ** | 438,096 | ||||||
PVTPL ATLAS SR LN FD XIV LTD/ATLAS SR LN FD SR 19-14A CL AR VAR RT 07-20-2032 | ** | 7,509,224 | ||||||
PVTPL ATRIUM CDO CORP SR 12A CL AR FLTG DUE 04-22-2027 | ** | 9,302,592 | ||||||
PVTPL ATRIUM XIII/ATRIUM XIII LLC SR 13A CL A-1FLTG 11-21-2030 | ** | 496,129 | ||||||
PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.5% DUE 11-01-2027/07-01-2027 BEO | ** | 349,982 | ||||||
PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.875% DUE 05-01-2023/05-01-2018 BEO | ** | 1,407,444 | ||||||
PVTPL AVIATION CAP GROUP LLC SR NT 144A 3.875% DUE 05-01-2023/05-01-2018 BEO | ** | 733,974 | ||||||
PVTPL AVIATION CAP GROUP LLC SR NT 144A 5.5% DUE 12-15-2024/07-10-2020 BEO | ** | 2,985,385 | ||||||
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SSR 19-3A CL A 0.0% 03-20-2026 | ** | 3,445,535 | ||||||
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLCSER 20-1A CL A 2.33% DUE 08-20-2026 | ** | 3,796,671 | ||||||
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLCSER 21-2A CL A 1.66% DUE 02-20-2028 | ** | 7,278,156 | ||||||
PVTPL AVIS BUDGET RENT CAR FDG SER 19-2A CL A 3.35% 09-22-2025 | ** | 2,802,519 | ||||||
PVTPL AVOLON HLDGS FDG LTD 2.528% DUE 11-18-2027 | ** | 814,171 | ||||||
PVTPL AVOLON HLDGS FDG LTD 3.95% 07-01-2024 | ** | 277,812 | ||||||
PVTPL AVOLON HLDGS FDG LTD 5.125% 10-01-2023 | ** | 889,843 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL AXIS EQUIPMENT FINANCE RECEIVABLESSER 22-2A CL A2 5.3% DUE 06-21-2028 | ** | 781,506 | ||||||
PVTPL BACARDI LTD GTD NT 144A 4.7% DUE 05-15-2028/04-30-2018 BEO | ** | 1,338,545 | ||||||
PVTPL BAE SYS PLC 1.9% DUE 02-15-2031/09-15-2020 BEO | ** | 311,173 | ||||||
PVTPL BAIN CAP CR CLO 2022-1 LTD CL A-1 FLTG 04-18-2035 | ** | 8,216,872 | ||||||
PVTPL BAIN CAP CR SER 18-1A CL A1 FLTG 04-23-2031 | ** | 10,713,445 | ||||||
PVTPL BALBOA BAY LN FDG 2020-1 LTD CL A-R FLTG 20-2032 | ** | 10,242,534 | ||||||
PVTPL BANCO DE CREDITO DEL PERU 4.65%09-17-2024 | ** | 146,322 | ||||||
PVTPL BANCO SANTANDER CHILE MEDIUM TERM NTS BO 2.7 DUE 01-10-2025/01-10-2020 REG | ** | 471,380 | ||||||
PVTPL BANK OF IRELAND GROUP 2.029% 09-30-2027 | ** | 523,161 | ||||||
PVTPL BARINGS CLO LTD SR 18-3A CL A1 FLTG 07-20-2029 | ** | 1,217,512 | ||||||
PVTPL BAYER US FINANCE LLC BNDS 3.375% 10-08-2024 BEO | ** | 6,574,010 | ||||||
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC 3RD PRTY SECD CL B FLTG 12-18-2036 | ** | 4,794,415 | ||||||
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC SR SECD NT CL A FLTG 12-18-2036 | ** | 967,629 | ||||||
PVTPL BENEFIT STR PARTNERS CLO IV LTD/BENEFI VAR RT DUE 01-20-2032 BEO | ** | 987,316 | ||||||
PVTPL BENEFIT STR PARTNERS CLO XIX LTD SR 19-19A CL A FLTG RATE DUE 01-15-2033 | ** | 4,905,369 | ||||||
PVTPL BLACKSTONE HLDGS FIN CO L L C 5.9%DUE 11-03-2027/11-03-2022 BEO | ** | 1,180,088 | ||||||
PVTPL BLUEMOUNTAIN CLO SER 18-2A CLS A VAR RT 08-15-2031 | ** | 969,797 | ||||||
PVTPL BLUEMOUNTAIN CLO XXII LTD 18-1A CL A-1 FLTG RT 07-15-2031 | ** | 2,873,726 | ||||||
PVTPL BMW US CAP LLC 1.25% DUE 08-12-2026 BEO | ** | 2,245,461 | ||||||
PVTPL BMW US CAP LLC 3.9% DUE 04-09-2025BEO | ** | 1,846,692 | ||||||
PVTPL BMW US CAP LLC FLTG RT DUE 04-01-2024 BEO | ** | 1,338,353 | ||||||
PVTPL BNP PARIBAS 2.219% DUE 06-09-2026/06-09-2025 REG | ** | 4,346,236 | ||||||
PVTPL BNP PARIBAS 2.591% DUE 01-20-2028 REG | ** | 176,182 | ||||||
PVTPL BNP PARIBAS 2.591% DUE 01-20-2028 REG | ** | 4,404,549 | ||||||
PVTPL BNP PARIBAS 3.052% 01-13-2031 | ** | 2,167,750 | ||||||
PVTPL BNP PARIBAS 3.132% DUE 01-20-2033 REG | ** | 792,276 | ||||||
PVTPL BNP PARIBAS 3.375% 01-09-2025 | ** | 568,142 | ||||||
PVTPL BNP PARIBAS BNDS 3.5% DUE 11-16-2027 REG | ** | 184,107 | ||||||
PVTPL BNP PARIBAS SR 2.159% 09-15-2029 | ** | 2,837,326 | ||||||
PVTPL BNP PARIBAS SR NON PFD 1.904% 09-30-2028 | ** | 1,417,889 | ||||||
PVTPL BNP PARIBAS SR NON PFD 1.904% 09-30-2028 | ** | 2,752,373 | ||||||
PVTPL BNP PARIBAS SR NON PFD MED 4.4% 08-14-2028 | ** | 1,669,769 | ||||||
PVTPL BNP PARIBAS SUB MED TERM NT PROGRAM 2.588% DUE 08-12-2035 | ** | 734,325 | ||||||
PVTPL BOC AVIATION PTE LTD GLOBAL MEDIUMTERM 3.5% 10-10-2024 | ** | 593,660 | ||||||
PVTPL BORGWARNER INC 5.0% DUE 10-01-2025BEO | ** | 3,922,715 | ||||||
PVTPL BPCE SA SUB NTS BOOK ENTRY 5.7 DUE10-22-2023 | ** | 1,546,183 | ||||||
PVTPL BPCE SR NON PFD 4.0% DUE 09-12-2023 | ** | 942,681 | ||||||
PVTPL BPCE SR NON PFD VAR RT 10-06-2026 | ** | 2,007,568 | ||||||
PVTPL BPCE SUB NTS BOOK ENTRY 5.15 DUE 07-21-2024 BEO | ** | 3,916,732 | ||||||
PVTPL BRIGHTHOUSE 2023 FABN NEW ISSUE 144A 1.2% 12-15-2023 | ** | 1,156,645 | ||||||
PVTPL BRIGHTHOUSE FINL GLOBAL FDG .6% 06-28-2023 | ** | 705,334 | ||||||
PVTPL BRIGHTHOUSE FINL GLOBAL FDG MEDIUMTERM .77% DUE 04-12-2024 BEO | ** | 1,718,556 | ||||||
PVTPL BRITISH AWYS PASS THRU 3.8% 09-20-2031 | ** | 386,255 | ||||||
PVTPL BRITISH AWYS PASS THRU CTFS 3.3% FIXED 06-15-2034 BEO | ** | 113,560 | ||||||
PVTPL BRITISH AWYS PASS THRU TR 2018-1A 4.125% 09-20-2031 | ** | 318,972 | ||||||
PVTPL BROADCOM INC 1.95% DUE 02-15-2028/01-19-2021 BEO | ** | 422,786 | ||||||
PVTPL BROADCOM INC 2.45% DUE 02-15-2031/01-19-2021 BEO | ** | 1,343,577 | ||||||
PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO | ** | 1,559,289 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO | ** | 3,698,418 | ||||||
PVTPL BROADCOM INC 3.419% DUE 04-15-2033BEO | ** | 80,443 | ||||||
PVTPL BROADCOM INC 3.419% DUE 04-15-2033BEO | ** | 8,683,770 | ||||||
PVTPL BROADCOM INC 3.469% DUE 04-15-2034BEO | ** | 1,492,841 | ||||||
PVTPL BROADCOM INC 3.469% DUE 04-15-2034BEO | ** | 4,968,124 | ||||||
PVTPL BROADCOM INC AVGO 3.187 11/15/36 3.187% DUE 11-15-2036/09-30-2021 BEO | ** | 66,292 | ||||||
PVTPL BROADCOM INC AVGO 3.187 11/15/36 3.187% DUE 11-15-2036/09-30-2021 BEO | ** | 652,108 | ||||||
PVTPL BROADCOM INC NT 4.926% 05-15-2037 | ** | 110,217 | ||||||
PVTPL BROADCOM INC NT 4.926% 05-15-2037 | ** | 2,885,767 | ||||||
PVTPL BSPRT 2022-FL9 ISSUER LLC SR SECD NT CL A FLTG 07-15-2039 | ** | 2,416,820 | ||||||
PVTPL BUSINESS JET SECS 2020-1 LLC SECD NT CL A 144A 2.981% DUE 11-15-2035 BEO | ** | 97,376 | ||||||
PVTPL BUSINESS JET SECS 2020-1 LLC SECD NT CL A 144A 2.981% DUE 11-15-2035 BEO | ** | 2,015,683 | ||||||
PVTPL BUSINESS JET SECS 2021-1 LLC SECD NT CL A 144A 2.162% DUE 04-15-2036 BEO | ** | 1,041,697 | ||||||
PVTPL BUSINESS JET SECS 2022-1 LLC SER 22-1A CL A 4.455% 06-15-2037 | ** | 1,697,818 | ||||||
PVTPL CADILLAC FAIRVIEW CORP 2.5% DUE 10-15-2031 BEO | ** | 1,552,770 | ||||||
PVTPL CAMERON LNG LLC 2.902% 07-15-2031 | ** | 2,437,757 | ||||||
PVTPL CAMERON LNG LLC 3.302% DUE 01-15-2035 | ** | 93,057 | ||||||
PVTPL CANYON CAPITAL CLO LTD SER 20-1A CL AR FLTG 07-15-2034 | ** | 3,548,233 | ||||||
PVTPL CARGILL INC 3.625% 04-22-2027 | ** | 667,893 | ||||||
PVTPL CARLYLE GLOBAL MKT SER 14-3RA CL A1A FLTG 07-27-2031 | ** | 4,758,923 | ||||||
PVTPL CARLYLE GLOBAL MKT STRAT CLO SER 12-3A CLS A1A2 FLTG RT DUE 01-14-2032 BEO | ** | 3,185,318 | ||||||
PVTPL CARLYLE GLOBAL MKT STRATEGIES CLO 2012-4 CL A-1-R3 FLTG 04-22-2032 | ** | 489,035 | ||||||
PVTPL CARLYLE US CLO 2017-2 LTD/CARLYLE US C SER 17-2A CL A1R FLTG RT 07-20-2031 | ** | 996,423 | ||||||
PVTPL CARLYLE US CLO 2021-4 LTD CL A-2 FLTG DUE 04-20-2034 BEO | ** | 2,475,627 | ||||||
PVTPL CATAMARAN CLO SER 2014-1A CL A-1A FLTG 04-20-2030 | ** | 3,517,286 | ||||||
PVTPL CATSKILL PK CLO LTD/CATSKILL PK CLO LL SR SECD NT CL A-2 FLTG 04-20-2029 | ** | 2,432,488 | ||||||
PVTPL CAYUGA PK CLO LTD SER 20-1A CL AR FLTG 07-17-2034 | ** | 1,067,595 | ||||||
PVTPL CBAM 2018-8 LTD LLC NT CL A-1 FLTG 3C7 10-20-2029 BEO | ** | 10,074,455 | ||||||
PVTPL CEDAR FDG CLO LTD SER 18-9A CL A-1 FLTG 04-20-2031 | ** | 1,404,660 | ||||||
PVTPL CENTRICA PLC SR NT 144A 4% DUE 10-16-2023/10-16-2013 BEO | ** | 934,958 | ||||||
PVTPL CERBERUS SER 20-1A CL A FLTG RT RT 10-15-2031 | ** | 727,732 | ||||||
PVTPL CF HIPPOLYTA ISSUER LLC SER 20-1 CL A1 1.69% DUE 07-15-2060 BEO | ** | 324,544 | ||||||
PVTPL CHARTER COMMUNICATIONS OPER 3.75% 02-15-2028 | ** | 361,469 | ||||||
PVTPL CHARTER COMMUNICATIONS OPER 3.75% 02-15-2028 | ** | 4,563,548 | ||||||
PVTPL CHEVRON PHILLIPS CHEM CO LLC 5.125% 04-01-2025 | ** | 449,623 | ||||||
PVTPL CIFC FDG 2014-II-R LTD SER-14-2RA CL-A1 FLTG 04-24-2030 BEO | ** | 733,968 | ||||||
PVTPL CIFC FDG 2017-IV LTD SER 17-4A CL A1R FLTG 10-24-2030 | ** | 494,549 | ||||||
PVTPL CIFC FDG 2018-IV LTD/CIFC FDG 2018-IV SER 18-4A CLS A1 VAR RT 10-17-2031 | ** | 2,947,959 | ||||||
PVTPL CIFC FDG 2019-VI LTD SER 19-6A CLS A2 VAR RT 01-16-2033 | ** | 1,945,312 | ||||||
PVTPL CIFC FDG 2019-VI LTD SR 19-6A CL A1 FLTG 01-16-2033 | ** | 2,972,092 | ||||||
PVTPL CIFC FDG 2020-II LTD/CIFC FDG 2020-II VAR RT DUE 10-20-2034 BEO | ** | 1,550,873 | ||||||
PVTPL CIFC FDG SER 18-2A CL A1 FLTG 04-20-2031 | ** | 4,425,441 | ||||||
PVTPL CLNC 2019-FL1 LTD/CLNC SER 19-FL1 CLS A VAR RT 10-19-2038 | ** | 5,818,179 | ||||||
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL D 144A 5.6896 10/13/2037 | ** | 450,616 | ||||||
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL F 144A 5.6896 10/13/2037 | ** | 339,437 | ||||||
PVTPL CMO 280 PK AVE 2017-280P MTG TR COML CTF CL A VAR DUE 09-15-2034 | ** | 779,832 | ||||||
PVTPL CMO ARBOR MULTIFAMILY MTG SECS SER 20-MF1 CL A5 2.7563% DUE 05-15-2053 BEO | ** | 1,024,189 | ||||||
PVTPL CMO AREIT 2021-CRE5 LTD/AREIT AREIT 2021-C SR NT CL A VAR RT 07-17-2026 | ** | 1,636,526 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL CMO AREIT 2021-CRE5 LTD/AREIT AREIT 2021-C SR NT CL A VAR RT 07-17-2026 | ** | 5,455,085 | ||||||
PVTPL CMO BARCLAYS CAPITAL SECURITIES VAR RT DUE 10-15-2037 | ** | 401,173 | ||||||
PVTPL CMO BBCCRE TRUST SER 2015-GTP CL A 3.966% 08-10-2033 | ** | 1,017,010 | ||||||
PVTPL CMO BENCHMARK 2020-IG3 MTG TR SR 20-IG3 CL A2 2.475% UE 09-15-2048 | ** | 8,375,332 | ||||||
PVTPL CMO BFLD TR SER 2019-DPLO CL A 144A FLTG 10-15-2034 | ** | 1,093,942 | ||||||
PVTPL CMO BX COML MTG TR 2019-XL COML MTG PASSTHRU CTF CL A 144A 10-15-2036 | ** | 315,937 | ||||||
PVTPL CMO BX COML MTG TR 2020-VIVA CL D VAR RT DUE 03-09-2044 BEO | ** | 3,055,437 | ||||||
PVTPL CMO BX COML MTG TR 2021-VINO 15/05/2038 VAR RT DUE 05-15-2038 BEO | ** | 2,345,439 | ||||||
PVTPL CMO BX COML MTG TR SR 2019-XL CL D FLTG RT 10-15-2036 | ** | 2,039,341 | ||||||
PVTPL CMO BX TR 2021-ARIA BX 2021-ARIA AVAR RT DUE 10-15-2036 BEO | ** | 951,092 | ||||||
PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO | ** | 1,406,447 | ||||||
PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO | ** | 1,856,183 | ||||||
PVTPL CMO BX TRUST SR 19-OC11 CL B 3.605% 12-09-2041 | ** | 887,424 | ||||||
PVTPL CMO BXMT 2021-FL4 LTD/BXMT SER 21-FL4 CL D FLTG RT 05-15-2038 | ** | 2,738,475 | ||||||
PVTPL CMO BXMT LTD SR 20-FL3 CL A VAR RTDUE 03-15-2037 BEO | ** | 4,000,159 | ||||||
PVTPL CMO CAMB COML MTG TR 2019-LIFE CL A VAR RT 12-15-2037 | ** | 2,826,700 | ||||||
PVTPL CMO CITIGROUP COML MTG TR SR 21-PNM2 CL E FLT RT DUE10-15-2036 | ** | 326,611 | ||||||
PVTPL CMO CITIGROUP COML MTG TR SER 21-KEYS CL A FLTG 10-15-2036 | ** | 1,955,138 | ||||||
PVTPL CMO COLONY MTG CAP LTD SR 19-IKPR CL A FLTG 11-15-2038 | ** | 476,181 | ||||||
PVTPL CMO COLONY MTG CAP LTD SR 19-IKPR CL A FLTG 11-15-2038 | ** | 923,791 | ||||||
PVTPL CMO COMM 2014-277P MTG TR COML MTGPASSTHRU CTF CL A 3.731 08-10-2049 | ** | 709,089 | ||||||
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2014-USA CL A2 3.953% DUE 09-15-2037 | ** | 1,798,249 | ||||||
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SR 2019-ICE4 CL A VAR RT 05-15-2021 | ** | 20,530,949 | ||||||
PVTPL CMO CSMC 2017-RPL3 TR CL A-1 FLTG 08-25-2057 | ** | 1,656,610 | ||||||
PVTPL CMO CSMC 2017-RPL3 TR MTG BACKED NT CL B-2 VAR 144A VAR RT DUE 08-01-2057 | ** | 3,256,869 | ||||||
PVTPL CMO CSMC 2019-AFC1 TR MTG BACKED NT CL A-1 144A VAR RT DUE 07-25-2049 BEO | ** | 2,341,416 | ||||||
PVTPL CMO CSMC 2020-RPL4 TR 2% DUE 01-25-2060 BEO | ** | 1,070,921 | ||||||
PVTPL CMO CSMC 2022-ATH3 TR VAR RT DUE 08-25-2067 BEO | ** | 4,321,152 | ||||||
PVTPL CMO CSMC TR SR 2017-CHOP CL A VAR RT 07-15-2032 | ** | 2,079,749 | ||||||
PVTPL CMO FREMF 2015-K48 MTG TR FLTG RT DUE 06-25-2025 BEO | ** | 423,335 | ||||||
PVTPL CMO FREMF 2016-K59 MTG TR 144A CL B VAR RT DUE 11-25-2049 BEO | ** | 162,976 | ||||||
PVTPL CMO FREMF MORTGAGE TRUST SER 2014-K37 CL B FLTG RT 01-25-2047 | ** | 1,715,257 | ||||||
PVTPL CMO GREAT WOLF TR 2019-WOLF SER 19-WOLF CLS A VAR RT DUE 12-15-2029 BEO | ** | 972,026 | ||||||
PVTPL CMO GS MORTGAGE-BACKED SECURITIES TRUST SR 21-GR2 CL A2 VAR RT 02-25-2052 | ** | 140,805 | ||||||
PVTPL CMO GS MTG SECS CORP SER 2017-GPTX CL B 3.103915% FIXED 05-10-2034 | ** | 3,600,000 | ||||||
PVTPL CMO GS MTG SECS CORP TR 2015-590M CL A FLTG RT 10-10-2035 BEO | ** | 1,654,012 | ||||||
PVTPL CMO GS MTG SECS CORP TR 2018-HART VAR RT 10-15-2031 | ** | 544,088 | ||||||
PVTPL CMO GS MTG SECS CORP TR SER 2019-70P CLS C VAR RT 10-15-2036 | ** | 1,205,548 | ||||||
PVTPL CMO HAWAII HOTEL SER 2019-MAUI CL A FLTG 144A 05-15-2038 | ** | 485,562 | ||||||
PVTPL CMO HERO FDG 2016-3 NT CL A-1 144A3.07999992371% DUE 09-20-2042 BEO | ** | 15,864 | ||||||
PVTPL CMO HOSPITALITY MORTGAGE TRUST SER 2019-HIT CL A FRN 11-15-2026 BEO | ** | 373,204 | ||||||
PVTPL CMO J P MORGAN CHASE COML MOTGAGE SECS SER 20-MKST CL A FRN 12-15-2036 BEO | ** | 4,629,128 | ||||||
PVTPL CMO J P MORGAN CHASE COML MTG SECS SR 2019-BKWD CL A FLTG RT 09-15-2029 | ** | 417,048 | ||||||
PVTPL CMO J P MORGAN CHASE COML MTG SECS TR 2018-WPT CL A-FX 4.2475% 07-05-2023 | ** | 4,740,576 | ||||||
PVTPL CMO MADISON AVENUE TRUST SER 2017-330MC CLS A VAR 144A 08-15-2034 | ** | 2,798,483 | ||||||
PVTPL CMO MANHATTAN WEST 2020-1MW MTG TRSR 20-0MW CL A 2.13% 09-10-2040 | ** | 427,603 | ||||||
PVTPL CMO MHC COML MTG TR 2021-MHC VAR RT DUE 04-15-2026 BEO | ** | 2,996,733 | ||||||
PVTPL CMO MORGAN STANLEY CAP I TR SRS 20-CNP CL A VAR RT DUE 04-05-2042 | ** | 1,144,489 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL CMO MORGAN STANLEY SR 21-230P CL AFLTG RT 12-15-2023 | ** | 1,907,112 | ||||||
PVTPL CMO MSDB TR 2017-712F CL A VAR RT DUE 07-11-2039 BEO | ** | 5,863,419 | ||||||
PVTPL CMO NEW ORL HOTEL TR 2019-HNLASER 19-HNLA CLS A VAR RT DUE 04-15-2032 BEO | ** | 1,709,966 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO | ** | 282,970 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO | ** | 1,174,325 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN SER 21-NQM3 CL A-3 VAR 11-27-2056 | ** | 845,158 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN TR 20-RPL1 CL A-1 VAR RT DUE 11-25-2059 | ** | 236,668 | ||||||
PVTPL CMO NEW RESIDENTIAL MTG LN TR SER 16-3A CL A1B 144A VAR 09-01-2056 | ** | 975,952 | ||||||
PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CL A 144A 3.6139% 02-10-2032 BEO | ** | 9,966,828 | ||||||
PVTPL CMO OPG TR 2021-PORT SR 21-PORT CLA FLTG RT 10-15-2036 | ** | 2,776,612 | ||||||
PVTPL CMO PEPPER RESIDENTIAL SECURITIES TRUST SER 25A CL A1U FLTG DUE 03-12-2061 | ** | 64,898 | ||||||
PVTPL CMO PFP III SER 21-8 CL C FLTG RT 06-14-2024 | ** | 3,348,766 | ||||||
PVTPL CMO READY CAP MTG SR 21-FL6 CL A FLTG RT 07-25-2036 | ** | 1,696,695 | ||||||
PVTPL CMO READY CAP MTG SR 21-FL6 CL A FLTG RT 07-25-2036 | ** | 4,072,067 | ||||||
PVTPL CMO RREADY CAP MTG TR SER 2019-5 CLS A 3.7768% 02-25-2052 | ** | 118,732 | ||||||
PVTPL CMO SFO COML MTG TR 2021-555 SFO 2021-555 A VAR RT DUE 05-15-2038 BEO | ** | 7,053,521 | ||||||
PVTPL CMO SG RESIDENTIAL MTG TR 2022-1 CL A-1 VAR 03-27-2062 | ** | 3,383,284 | ||||||
PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 | ** | 1,510,556 | ||||||
PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 | ** | 5,603,324 | ||||||
PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 BEO | ** | 1,933,743 | ||||||
PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 BEO | ** | 6,508,803 | ||||||
PVTPL CMO TOWD PT MTG TR 2019-4 SER 19-4CLS A1 VAR RT DUE 07-25-2059 BEO | ** | 891,796 | ||||||
PVTPL CMO UBS-BAMLL TR 2012-WRM CTF CL A144A 3.663 DUE 06-10-2030 BEO | ** | 4,937 | ||||||
PVTPL CMO UWM MTG TR 2021-INV3 CL A3 VAR RT DUE 11-25-2051 BEO | ** | 2,056,840 | ||||||
PVTPL CMO VERUS SECURITIZATION TR 2021-3SER 21-3 CL A2 VAR RT DUE 06-25-2066 BEO | ** | 922,631 | ||||||
PVTPL CMO VMC FIN 2021-FL4 LLC VMC 2021-FL4 C VAR RT DUE 06-16-2036 BEO | ** | 7,304,456 | ||||||
PVTPL CMO WFRBS COML MTG TR 2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-45 | ** | 368,121 | ||||||
PVTPL CNO GLOBAL FDG 1.65% 01-06-2025 | ** | 1,721,443 | ||||||
PVTPL CNO GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 1.75% 10-07-2026 | ** | 395,077 | ||||||
PVTPL COCA-COLA EUROPEAN PARTNERS PLC .5% 05-05-2023 | ** | 3,150,184 | ||||||
PVTPL COCA-COLA EUROPEAN PARTNERS PLC 1.5% DUE 01-15-2027 BEO | ** | 606,275 | ||||||
PVTPL COMM 2013-CR10 CL D VAR RT DUE 08-10-2046 | ** | 669,976 | ||||||
PVTPL CONTINENTAL RES INC 5.75% DUE 01-15-2031/11-25-2020 BEO | ** | 1,769,236 | ||||||
PVTPL CONTINENTAL RESOURCES 2.268% 11-15-2026 | ** | 1,624,197 | ||||||
PVTPL COREVEST AMERN FIN 2019-3 TR SER 19-3 CLS A 2.772% DUE 10-15-2052 BEO | ** | 480,488 | ||||||
PVTPL COREVEST AMERN FIN 2022-1 TR SR 22-1 CL A VAR RT 12-31-2049 | ** | 2,024,774 | ||||||
PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-2027 | ** | 6,834,448 | ||||||
PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO | ** | 1,872,169 | ||||||
PVTPL CPS AUTO RECEIVABLES TR 2022-C NT CL B 144A 4.88% DUE 04-15-2030 BEO | ** | 2,011,103 | ||||||
PVTPL CREDIT ACCEP AUTO LN TR 2020-1 2.39% SR 20-1A CL B 04-16-2029 | ** | 359,852 | ||||||
PVTPL CREDIT ACCEP AUTO LN TR 2020-2 SER2A CL A 1.37% DUE 07-16-2029 BEO | ** | 1,026,951 | ||||||
PVTPL CREDIT ACCEP AUTO LN TR SER 20-3A CL A 144A 10-15-2029 | ** | 2,993,149 | ||||||
PVTPL CREDIT AGRICOLE S A LONDON 4.125% 01-10-2027 | ** | 473,545 | ||||||
PVTPL CREDIT AGRICOLE S A VAR RT 01-26-2027 | ** | 482,103 | ||||||
PVTPL CREDIT AGRICOLE S A VAR RT 01-26-2027 | ** | 3,067,052 | ||||||
PVTPL CREDIT SUISSE GROUP AG 1.305% DUE 02-02-2027/02-02-2021 BEO | ** | 1,761,097 | ||||||
PVTPL CREDIT SUISSE GROUP AG 3.091% 05-14-2032 | ** | 173,497 | ||||||
PVTPL CREDIT SUISSE GROUP AG 3.091% 05-14-2032 | ** | 3,615,683 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL CREDIT SUISSE GROUP AG 6.5 DUE 08-08-2023 BEO | ** | 1,740,600 | ||||||
PVTPL CREDIT SUISSE GROUP AG 7.25% DUE 12-31-2049 | ** | 1,006,402 | ||||||
PVTPL CREDIT SUISSE GROUP AG 9.016% 11-15-2033 | ** | 646,945 | ||||||
PVTPL CREDIT SUISSE GROUP AG CREDIT 6.537% 08-12-2033 | ** | 1,584,209 | ||||||
PVTPL CRH AMER FIN INC GTD NT 144A 3.4% DUE 05-09-2027/05-09-2017 BEO | ** | 371,284 | ||||||
PVTPL CVS LEASE BACKED PASS THRU CTF 8.353% DUE 07-10-2031 | ** | 99,698 | ||||||
PVTPL CVS LEASE BACKED PASS THRU SER 2013 TR 4.704 01-10-2036 | ** | 224,729 | ||||||
PVTPL DAIMLER FINANCE NA LLC 1.45% DUE 03-02-2026 BEO | ** | 895,663 | ||||||
PVTPL DAIMLER FINANCE NA LLC 1.45% DUE 03-02-2026 BEO | ** | 2,764,015 | ||||||
PVTPL DAIMLER TRUCK FIN NORTH AMER LLC GTD NT 144A 3.5% 04-07-2025 | ** | 2,452,740 | ||||||
PVTPL DAIMLER TRUCKS 1.625% 12-13-2024 | ** | 3,714,100 | ||||||
PVTPL DANSKE BK A/S 3.244% DUE 12-20-2025 | ** | 365,199 | ||||||
PVTPL DANSKE BK A/S 5.375% DUE 01-12-2024 | ** | 2,182,376 | ||||||
PVTPL DANSKE BK A/S MEDIUM TERM NTS BOOKENTRY .976 DUE 09-10-2025/09-10-2024 REG | ** | 1,483,375 | ||||||
PVTPL DANSKE BK A/S MEDIUM TERM NTS BOOKENTRY 1.226% DUE 06-22-2024/06-22-2023 | ** | 2,222,755 | ||||||
PVTPL DIAMOND ISSUER LLC 2021-1 SECD CL A 2.305% 11-20-2051 | ** | 1,411,330 | ||||||
PVTPL DIAMOND RESORTS OWNER SR 19-1A CL A 2.89% 02-20-2032 | ** | 938,149 | ||||||
PVTPL DRYDEN 75 CLO LTD/DRYDEN 75 CLO LLC SR SECD NT CL A-R2 FLTG 04-15-2034 | ** | 1,630,431 | ||||||
PVTPL DRYDEN 78 CLO LTD/DRYDEN 78 CLO LLC SER 20-78A CLS A VAR RT 04-17-2033 | ** | 399,925 | ||||||
PVTPL DRYDEN 87 CLO LTD SER 21-87A CL A-1 FLTG 3C7 05-20-2034 BEO | ** | 4,009,577 | ||||||
PVTPL DT AUTO OWNER SER 19-1A CLS D 3.87% 11-15-2024 | ** | 637,375 | ||||||
PVTPL DT MIDSTREAM 10YR 144A NEW ISSUE 4.3% 04-15-2032 | ** | 333,847 | ||||||
PVTPL EAST OHIO GAS CO 1.3% DUE 06-15-2025/06-16-2020 BEO | ** | 1,872,058 | ||||||
PVTPL ECMC GROUP STUDENT LN TR SR 17-2A CL A FLTG RT 05-25-2067 | ** | 2,685,518 | ||||||
PVTPL ELEMENT FLEET MGMT CORP 1.6% DUE 04-06-2024 BEO | ** | 99,502 | ||||||
PVTPL ELEMENT FLEET MGMT CORP SR NT 144A3.85% DUE 06-15-2025/06-02-2020 BEO | ** | 2,115,589 | ||||||
PVTPL ELEVATION CLO 2021-15 LTD/ELEVATION CL SR SECD NT 01-25-2035 | ** | 4,862,038 | ||||||
PVTPL ELMWOOD CLO II LTD SER 19-2A CL A-R FLTG DUE 04-20-2034 BEO | ** | 16,082,509 | ||||||
PVTPL ENEL FIN AMER LLC 2.875% 07-12-2041 | ** | 1,206,764 | ||||||
PVTPL ENEL FIN INTL N V 6.8% DUE 10-14-2025 BEO | ** | 205,565 | ||||||
PVTPL ENEL FIN INTL N V 6.8% DUE 10-14-2025 BEO | ** | 1,731,883 | ||||||
PVTPL ENEL FIN INTL N V FIXED 2.65% 09-10-2024 BEO | ** | 382,872 | ||||||
PVTPL ENI S P A 4% DUE 09-12-2023 BEO | ** | 315,513 | ||||||
PVTPL ENTERPRISE FLEET FING 2021-1 LLC CL A-2 0.44% DUE 12-21-2026 BEO | ** | 475,942 | ||||||
PVTPL EQUATE PETROCHEMICAL B V GLOBAL MEDIUM T 2.625% DUE 04-28-2028 | ** | 2,122,800 | ||||||
PVTPL ERAC USA FIN LLC GTD NT 144A 3.8% DUE 11-01-2025/11-09-2015 BEO | ** | 1,435,614 | ||||||
PVTPL ERAC USA FIN LLC NT 144A 3.85% DUE11-15-2024/05-22-2014 BEO | ** | 328,672 | ||||||
PVTPL ERAC USA FIN LLC NT 144A 3.85% DUE11-15-2024/05-22-2014 BEO | ** | 2,416,706 | ||||||
PVTPL EXELON CORP 5YR NEW ISSUE 2.7 5% 03-15-2027 | ** | 941,168 | ||||||
PVTPL EXPERIAN FIN PLC 2.75% DUE 03-08-2030 | ** | 2,865,599 | ||||||
PVTPL F&G GLOBAL FDG MEDIUM TERM NTS BOOK ENTR 1.75% DUE 06-30-2026 BEO | ** | 311,982 | ||||||
PVTPL FED DES CAISSES DESJARDINS QUEBEC 1.2% 10-14-2026 | ** | 6,984,688 | ||||||
PVTPL FEDERATION DES CAISSES DESJARDINS .7% DUE 05-21-2024 BEO | ** | 4,007,591 | ||||||
PVTPL FEDERATION DES CAISSES DESJARDINS FLTG RT DUE 05-21-2024 BEO | ** | 2,529,926 | ||||||
PVTPL FHLMC MULTICLASS SR 2022-DNA4 CL M1A FLTG RT 05-27-2042 | ** | 3,264,985 | ||||||
PVTPL FIRSTKEY HOMES 2020-SFR1 TR 1.339%09/17/2025 1.339% DUE 08-17-2037 BEO | ** | 4,430,475 | ||||||
PVTPL FIRSTKEY HOMES 2020-SFR2 TRUST SER20-SFR2 CL A 1.266% 10-19-2037 | ** | 1,403,245 | ||||||
PVTPL FIVE CORNERS FDG TR SECS 3C7 4.419 DUE 11-15-2023 | ** | 1,265,933 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL FLAGSHIP CR AUTO TR SER-191 CL-DE 02-18-2025 BEO | ** | 1,678,028 | ||||||
PVTPL FORD CR AUTO OWNER TR 2020-REV1 SER 20-1 CLS A 2.04% 08-15-2031 | ** | 4,309,487 | ||||||
PVTPL FORD CR AUTO OWNER TR SER 19-1 CL A 3.52% 07-15-2030 | ** | 2,421,730 | ||||||
PVTPL FORT CRE 2022-FL3 ISSUER LLC NT CLA FLTG 12-17-2026 | ** | 488,980 | ||||||
PVTPL FORTRESS CR BSL VII LTD SER 19-1A CL A2 FLTG 07-23-2032 BEO | ** | 484,091 | ||||||
PVTPL FREDDIE MAC STACR REMIC TR SER 21-DNA2 CL M2 FLTG RT 08-25-2033 | ** | 1,117,180 | ||||||
PVTPL FS RIALTO 2022-FL4 ISSUER LLC SR 22-FL4 CL A VAR RT DUE 01-19-2039 BEO | ** | 3,896,424 | ||||||
PVTPL GA GLOBAL FDG 01-06-2027 | ** | 132,218 | ||||||
PVTPL GA GLOBAL FDG TR 1.25% 12-08-2023 | ** | 1,918,980 | ||||||
PVTPL GA GLOBAL FDG TR MEDIUM TERM NTS BOOK EN 3.85% DUE 04-11-2025 BEO | ** | 1,700,054 | ||||||
PVTPL GA GLOBAL FUNDING TRUST FLTG DUE 04-11-2025 | ** | 195,552 | ||||||
PVTPL GAIF BD ISSUER PTY LTD SR NT 144A 3.4% DUE 09-30-2026/09-30-2016 BEO | ** | 68,861 | ||||||
PVTPL GALLATIN CLO IX 2018-1 LTD/GALLATIN CL SR SECD NT CL A FLTG DUE 01-21-2028 | ** | 148,964 | ||||||
PVTPL GE HEALTHCARE HOLDING 5.6% DUE 11-15-2025 BEO | ** | 6,562,153 | ||||||
PVTPL GLENCORE FDG LLC 4.125% 03-12-2024 | ** | 3,011,899 | ||||||
PVTPL GLENCORE FDG LLC 1.625% DUE 09-01-2025/08-01-2025 BEO | ** | 226,470 | ||||||
PVTPL GLENCORE FDG LLC GTD NT 4.625 DUE 04-29-2024 BEO | ** | 568,214 | ||||||
PVTPL GOLUB CAP PARTNERS CLO 57 M SR 21-57A CL A1 VAR RT DUE 10-25-2034 BEO | ** | 963,184 | ||||||
PVTPL GOODGREEN 2017-1 TR NT CL A 144A 3.74% DUE 10-15-2052 BEO | ** | 61,863 | ||||||
PVTPL GOODGREEN 2017-2 NT CL A 144A 3.26% DUE 10-15-2053 BEO | ** | 127,746 | ||||||
PVTPL GOODMAN US FIN FOUR LLC 4.625% DUE05-04-2032 BEO | ** | 1,828,594 | ||||||
PVTPL GOODMAN US FIN THREE LLC 3.7% DUE 03-15-2028 | ** | 1,362,781 | ||||||
PVTPL GPMT 2021-FL3 LTD/GPMT 2021-FL3 LLC SR SECD NT CL A FLTG 07-16-2035 | ** | 1,237,464 | ||||||
PVTPL GPMT LTD SR 21-FL4 CL A FLTG RT 11-15-2036 | ** | 2,952,009 | ||||||
PVTPL GRAPHIC PACKAGING INTL 0.821% DUE 04-15-2024 BEO | ** | 1,479,202 | ||||||
PVTPL GREENWOOD PK CLO LTD SER 18-1A CL A2 FLTG 04-15-2031 | ** | 1,973,774 | ||||||
PVTPL GREYSTONE COMMERCIAL REAL ESTA SER 19-FL2 CL 1 FLTG 09-15-2037 | ** | 5,939,950 | ||||||
PVTPL GREYWOLF CLO V LTD VAR RT SR 15-1A CL A-1-R 01-25-2031 | ** | 1,482,886 | ||||||
PVTPL GRIPPEN PARK CLO LTD SER 17-1A CL A FLTG RATE DUE 01-20-2030 | ** | 1,574,466 | ||||||
PVTPL GS MTG SECS CORP SER 2018-HULA CL A FLTG 07-15-2025 | ** | 445,244 | ||||||
PVTPL GUARDIAN LIFE INSURANCE CORP 3.7% 01-22-2070 | ** | 66,216 | ||||||
PVTPL GULFSTREAM NAT GAS SYS LLC GULFSTREAM NAT 6.19% DUE 11-01-2025 BEO | ** | 4,882,519 | ||||||
PVTPL HALSEYPOINT CLO 3 LTD/HALSEYPOINT CLO VAR RT DUE 11-30-2032 BEO | ** | 493,339 | ||||||
PVTPL HALSEYPOINT CLO 3 LTD/HALSEYPOINT CLO VAR RT DUE 11-30-2032 BEO | ** | 986,678 | ||||||
PVTPL HALSEYPOINT CLO 6 LTD/HALSEYPOINT SER 22-6A CL A1 FLTG RT DUE 10-30-2034 | ** | 2,323,555 | ||||||
PVTPL HALSEYPOINT CLO I LTD/HALSEYPOINT CLO SER 19-1A CLS A1A1 VAR RT 01-20-2033 | ** | 530,924 | ||||||
PVTPL HARVEST OPERATIONS CORP 4.2% 06-01-2023 | ** | 1,694,934 | ||||||
PVTPL HCA 5YR 144A NEW ISSUE 3.125% 03-15-2027 | ** | 2,147,539 | ||||||
PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-2048 | ** | 306,796 | ||||||
PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047 BEO | ** | 53,511 | ||||||
PVTPL HYUNDAI CAP AMER .8% DUE 01-08-2024 BEO | ** | 666,101 | ||||||
PVTPL HYUNDAI CAP AMER 1.0% 09-17-2024 | ** | 924,397 | ||||||
PVTPL HYUNDAI CAP AMER 1.3% 01-08-2026 | ** | 1,592,991 | ||||||
PVTPL HYUNDAI CAP AMER 1.65% 09-17-2026 | ** | 2,119,347 | ||||||
PVTPL HYUNDAI CAP AMER 1.8% 10-15-2025 | ** | 287,364 | ||||||
PVTPL HYUNDAI CAP AMER 1.8% 10-15-2025 | ** | 1,418,860 | ||||||
PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 1.5% DUE 06-15-2026 | ** | 377,340 | ||||||
PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 2.375% DUE 02-10-2023 | ** | 1,434,375 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 2.375% DUE 02-10-2023 | ** | 1,346,958 | ||||||
PVTPL ICG US CLO 2015-2R LTD/ICG US CLO 2015-2RA CL A1 VAR RT DUE 01-16-2033 | ** | 1,244,644 | ||||||
PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 144A 6.125 DUE 07-27-2027/07-27-2022 BEO | ** | 1,793,917 | ||||||
PVTPL ING GROEP N V 1.4% DUE 07-01-2026 | ** | 1,799,459 | ||||||
PVTPL INTERNATIONAL FLAVORS & FRAGRANCES INC SR NT 1.832% 10-15-2027 | ** | 546,379 | ||||||
PVTPL INTERNATIONAL FLAVORS & FRAGRANCESINC 1.23% DUE 10-01-2025 | ** | 4,918,323 | ||||||
PVTPL INTERNATIONAL FLAVORS & FRAGRANCESINC 3.268% DUE 11-15-2040 | ** | 125,796 | ||||||
PVTPL INTESA SANPAOLO S P A 144A BD 5.017% DUE 06-26-2024 REG | ** | 3,087,011 | ||||||
PVTPL INTESA SANPAOLO S.P.A. 3.25% DUE 09-23-2024 BEO | ** | 1,233,578 | ||||||
PVTPL J G WENTWORTH XXII LLC 3.82 DUE 12-15-2048 BEO | ** | 502,691 | ||||||
PVTPL J P MORGAN MTG SER 18-4 CL A1 VAR 10-25-2048 | ** | 313,435 | ||||||
PVTPL J P MORGAN MTG TR SER 18-3 CLS A1 FLTG 04-25-2018 | ** | 895,704 | ||||||
PVTPL J P MORGAN MTG TR SER 21-14 CL A11 FLTG DUE 05-25-2052 | ** | 1,639,409 | ||||||
PVTPL JACK IN THE BOX FDG LLC 2022-1 SR SECD NT CL A-2-I 3.445% 02-26-2052 | ** | 691,422 | ||||||
PVTPL JACKSON NATIONAL LIFE GLOBAL FUNDING NEW ISSUE 3YR 3YR 1.75% 01-12-2025 | ** | 1,968,912 | ||||||
PVTPL JAPAN FIN ORGANIZATION FOR MUNICIPALITIE .625% DUE 09-02-2025 | ** | 447,870 | ||||||
PVTPL JAPAN FIN ORGANIZATION FOR MUNICIPALITIES 3.25% 09-27-2023 | ** | 1,085,986 | ||||||
PVTPL JERSEY CENT PWR & LT CO SR NT 144A4.7% DUE 04-01-2024/08-21-2013 BEO | ** | 2,596,878 | ||||||
PVTPL KAYNE CLO 7 LTD/KAYNE CLO 7 LLC SER 20-7A CLS A1 VAR RT 04-17-2033 | ** | 1,564,303 | ||||||
PVTPL KAYNE CLO SER 19-6A CL A1 FLTG 144A 01-20-2033 | ** | 5,010,153 | ||||||
PVTPL KEYSPAN GAS EAST CORP SR NT 144A 2.742% DUE 08-15-2026/08-05-2016 BEO | ** | 563,560 | ||||||
PVTPL KKR CLO 32 LTD/KKR CLO 32 LLC 0.0%15/01/2032 VAR RT DUE 01-15-2032 BEO | ** | 968,120 | ||||||
PVTPL KKR GROUP FIN CO LLC 3.25% 12-15-2051 | ** | 893,178 | ||||||
PVTPL KREF 2022-FL3 LTD CL A FLTG 02-15-2039 | ** | 3,275,388 | ||||||
PVTPL LATITUDE MANAGEMENT REAL ESTATE CAPITAL SER 21-CRE4 CL A FLTG | ** | 3,134,464 | ||||||
PVTPL LCM LTD PARTNERSHIP SER 19A CL AR FLTG RT 07-15-2027 | ** | 271,917 | ||||||
PVTPL LCM LTD PARTNERSHIP SR 20A CL AR FLTG 10-20-2027 | ** | 930,272 | ||||||
PVTPL LCM XV LTD PARTNERSHIP/LCM XV LLC VAR RT DUE 07-20-2030 BEO | ** | 466,506 | ||||||
PVTPL LCM XXV LTD/LCM XXV LLC SR SECD NTCL AR FLTG 07-20-2030 | ** | 488,661 | ||||||
PVTPL LENDMARK FDG TR 2019-2 SER 19-2A CLS A 2.78% 04-20-2028 | ** | 721,391 | ||||||
PVTPL LENDMARK FDG TR 2019-2 SER 19-2A CLS A 2.78% 04-20-2028 | ** | 3,255,506 | ||||||
PVTPL LEVEL 3 FING INC 3.4% DUE 03-01-2027 | ** | 1,269,925 | ||||||
PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO | ** | 165,423 | ||||||
PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO | ** | 6,240,290 | ||||||
PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 4.25% DUE 06-15-2023 BEO | ** | 17,872 | ||||||
PVTPL LIBERTY MUT GROUP INC GTD SR NT 144A 4.25% DUE 06-15-2023 BEO | ** | 1,313,576 | ||||||
PVTPL LOANCORE 2021-CRE5 ISSUER LTD SER 21 CRE5 CL C FLTG 07-15-2036 | ** | 4,545,436 | ||||||
PVTPL LOANCORE 2021-CRE6 ISSUER LTD SER 21-CRE6 CL A FLTG 11-15-2038 | ** | 1,911,364 | ||||||
PVTPL LSEGA FING PLC 1.375% DUE 04-06-2026/04-06-2021 BEO | ** | 5,698,238 | ||||||
PVTPL LUNDIN ENERGY AB 2.0% DUE 06-15-2026 BEO | ** | 406,825 | ||||||
PVTPL LUNDIN ENERGY AB 2.0% DUE 06-15-2026 BEO | ** | 3,979,813 | ||||||
PVTPL MACQUARIE GROUP LTD 1.201% DUE 10-14-2025 BEO | ** | 2,575,362 | ||||||
PVTPL MACQUARIE GROUP LTD SR MEDIUM 3.763% 11-28-2028 | ** | 132,578 | ||||||
PVTPL MADISON PK FDG LIX LTD CL A FLTG 01-18-2034 | ** | 11,022,661 | ||||||
PVTPL MADISON PK FDG XVIII LTD/MADISON PK FD SR 15-18A CL ARR VAR RT 10-21-2030 | ** | 3,530,166 | ||||||
PVTPL MADISON PK FDG XXI LTD/MADISON PK FDG SR 16-21A CL AB VAR RT 10-15-2032 | ** | 575,919 | ||||||
PVTPL MADISON PK FDG XXII LTD SER 16-22A CL A1R FRN 01-15-2033 BEO | ** | 5,990,188 | ||||||
PVTPL MADISON PK FDG XXXIII LTD CL A-R FLTG 10-15-2032 | ** | 3,432,500 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL MAGALLANES INC 5.05% 03-15-2042 BEO | ** | 2,306,459 | ||||||
PVTPL MAGALLANES INC 3.755% 03-15-2027 | ** | 11,197,588 | ||||||
PVTPL MAGALLANES INC 4.279% 03-15-2032 BEO | ** | 758,881 | ||||||
PVTPL MAGALLANES INC 5.141% 03-15-2052 | ** | 1,461,034 | ||||||
PVTPL MAGNETITE CLO LTD SR 15-12A CL ARR FLTG 10-15-2031 | ** | 761,408 | ||||||
PVTPL MAGNETITE LTD SER 16-17A CL AR FLTG 07-20-2031 | ** | 3,455,539 | ||||||
PVTPL MAGNETITE XVIII LTD/MAGNETITE XVIII LL SR16-18A CL AR2 VAR RT 11-15-2028 | ** | 476,784 | ||||||
PVTPL MAPS LTD SER 19-1A CL A 4.458% 03-15-2044 | ** | 4,195,352 | ||||||
PVTPL MARATHON CLO X LTD SR 17-10A CL A-2 FLTG RT 11-15-2029 BEO | ** | 2,438,003 | ||||||
PVTPL MARS INC DEL 3.2% 04-01-2030 | ** | 340,392 | ||||||
PVTPL MASSMUTUAL GLOBAL FDG 2.8% 03-21-2025 | ** | 7,144,506 | ||||||
PVTPL MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS .85% DUE 06-09-2023 BEO | ** | 2,849,743 | ||||||
PVTPL MASSMUTUAL GLOBAL FDG II MEDIUM TERM NTS 2.95% 01-11-2025 | ** | 480,867 | ||||||
PVTPL MET TOWER GLOBAL FDG 1.25% 09-14-2026 | ** | 4,645,853 | ||||||
PVTPL METROPOLITAN LIFE GLOBAL FDG 2.8% 03-21-2025 | ** | 2,815,888 | ||||||
PVTPL METROPOLITAN LIFE GLOBAL FDG I MEDIUM TE .45% DUE 09-01-2023 BEO | ** | 4,177,066 | ||||||
PVTPL METROPOLITAN LIFE GLOBAL FDG I MEDIUM TE .9% DUE 06-08-2023 BEO | ** | 954,892 | ||||||
PVTPL METROPOLITAN LIFE GLOBAL FDG I MEDIUM TE .9% DUE 06-08-2023 BEO | ** | 393,355 | ||||||
PVTPL MF1 2021-FL6 LTD SER 21-FL6 CL A FLTG 07-16-2036 | ** | 4,407,102 | ||||||
PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE LO SR 22-FL8 CL A FLTG RT 02-19-2037 | ** | 480,721 | ||||||
PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE LO SR 22-FL8 CL A FLTG RT 02-19-2037 | ** | 4,807,206 | ||||||
PVTPL MIDOCEAN CR CLO SER 17-7A CL BR FLTG 07-15-2029 | ** | 1,686,593 | ||||||
PVTPL MILEAGE PLUS HLDGS LLC/MILEAGE PLUS IN 6.5% DUE 06-20-2027 | ** | 1,789,679 | ||||||
PVTPL MILEAGE PLUS HLDGS LLC/MILEAGE PLUS IN 6.5% DUE 06-20-2027 | ** | 447,420 | ||||||
PVTPL MONDELEZ INTL HLDGS NETH B V 4.25%DUE 09-15-2025 BEO | ** | 4,824,972 | ||||||
PVTPL MONONGAHELA PWR CO 3.55% DUE 05-15-2027 BEO | ** | 4,987,545 | ||||||
PVTPL MOUNTAIN VIEW CLO 2017-1 LTD SER 17-1A CL AR FRN 10-16-2029 BEO | ** | 2,765,235 | ||||||
PVTPL MOUNTAIN VIEW CLO 2017-2 LTD SR 17-2A CL AR FLTG RT 01-16-2031 | ** | 9,035,295 | ||||||
PVTPL MRCD MORTGAGE TRUST SER 19-PARK CL A 2.71752% 12-15-2036 | ** | 919,667 | ||||||
PVTPL MVW OWNER TRUST SER 19-2A CL B 2.44% 10-20-2038 | ** | 392,132 | ||||||
PVTPL MYERS PK CLO LTD SER 18-1A CL B1 FLTG DUE 10-20-2030 | ** | 1,197,858 | ||||||
PVTPL NASSAU 2017-I LTD/NASSAU 2017-I LLC FLTG RT SR 17-IA CL A1AS 10-15-2029 | ** | 3,264,460 | ||||||
PVTPL NATIONAL SECS CLEARING CORP SR NT 144A 1.5% DUE 04-23-2025/04-23-2020 BEO | ** | 649,362 | ||||||
PVTPL NATIONWIDE BLDG SOC 3.766% 03-08-2024 | ** | 895,109 | ||||||
PVTPL NATIONWIDE BLDG SOC MEDIUM TERM NTS B 2.0% DUE 01-27-2023 | ** | 598,796 | ||||||
PVTPL NATIONWIDE BLDG SOC MEDIUM TERM SRNTS B 10.5% 10-13-2026 | ** | 938,107 | ||||||
PVTPL NATIONWIDE BLDG SOCIETY 0.55% DUE 01-22-2024 BEO | ** | 1,943,294 | ||||||
PVTPL NATWEST MARKETS PLC .8% DUE 08-12-2024 BEO | ** | 5,452,836 | ||||||
PVTPL NATWEST MKTS PLC 3.479% 03-22-2025 | ** | 1,818,178 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN SER 20-BA CL A2 2.12% 01-15-2069 BEO | ** | 733,946 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN TR 2019-FA CL A2 2.6% DUE 08-15-2068 | ** | 1,126,996 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-B SER 21-BA CL A .94% 07-15-2069 | ** | 249,317 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-F SR 21-FA CL A 1.11% 02-18-2070 | ** | 5,094,442 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN TR SE 19-A CL A2A 3.42% 01-15-2043 | ** | 131,750 | ||||||
PVTPL NAVIENT PRIVATE ED REFI LN TR SR 2019-C CL A-2 02-15-2068 | ** | 792,949 | ||||||
PVTPL NAVIENT PVT ED LN TR 2014-A NT CL A-3 FLTG 144A VAR RT DUE 10-15-2031 BEO | ** | 296,876 | ||||||
PVTPL NAVIENT PVT ED LN TR 2015-B NT CL A-3 FLTG RATE 144A VAR RT DUE 07-16-2040 | ** | 1,489,182 | ||||||
PVTPL NAVIENT PVT ED REFI LN TR 2018-C NT CL A-2 3.52% DUE 06-16-2042 | ** | 546,169 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL NAVIENT PVT ED REFI LN TR 2020-G SER 20-GA CL A 1.17% DUE 09-16-2069 BEO | ** | 566,389 | ||||||
PVTPL NAVIENT STUDENT LN TR 2017-4 FLTG VAR RT DUE 09-27-2066 BEO | ** | 2,240,431 | ||||||
PVTPL NAVIENT STUDENT LOAN TRUST SER 21-A CL A 0.84% DUE 05-15-2069 BEO | ** | 339,764 | ||||||
PVTPL NELNET STUD LN TR 2015-2 AB NT CL A-2 144A VAR RT DUE 9-25-42 BEO | ** | 1,492,842 | ||||||
PVTPL NELNET STUDENT LN TR SER 17-3A CL A FLTG 02-25-2066 | ** | 4,382,669 | ||||||
PVTPL NELNET STUDENT LN TR SER 2015-1 CLS A VAR DUE 04-25-2041 | ** | 2,636,325 | ||||||
PVTPL NELNET STUDENT LN TR SR 12-21 CL A FLTG RT 12-26-2033 | ** | 1,696,261 | ||||||
PVTPL NESTLE HLDGS INC 4.125% DUE 10-01-2027/09-13-2022 BEO | ** | 1,779,125 | ||||||
PVTPL NEUBERGER BERMAN LN ADVISERS CLO 35 LTD SR SECD NT CL A-1 FLTG 144A VAR | ** | 2,347,764 | ||||||
PVTPL NEW RESIDENTIAL MTG LN TR 2017-1 SER 17-1A CL A1 VAR 02-25-2057 | ** | 1,374,488 | ||||||
PVTPL NEW YORK LIFE GLOBAL FDG 2.35% 07-14-2026 | ** | 41,452 | ||||||
PVTPL NEW YORK LIFE GLOBAL FDG MEDIUM TERM NTS 1.1% DUE 05-05-2023 BEO | ** | 637,053 | ||||||
PVTPL NEW YORK LIFE INS CO 3.75% DUE 05-15-2050 | ** | 385,304 | ||||||
PVTPL NEW YORK ST ELEC & GAS CORP SR NT 144A 3.25% DUE 12-01-2026/11-29-2016 BEO | ** | 91,400 | ||||||
PVTPL NGPL PIPECO LLC 3.25% DUE 07-15-2031 BEO | ** | 122,408 | ||||||
PVTPL NISSAN MOTOR ACCEPTANCE CORP 2.75%03-09-2028 | ** | 1,460,287 | ||||||
PVTPL NISSAN MTR LTD 3.522% DUE 09-17-2025 BEO | ** | 1,766,464 | ||||||
PVTPL NORDEA BANK ABP 5.375% DUE 09-22-2027 BEO | ** | 704,384 | ||||||
PVTPL NORDEA BANK ABP 5.375% DUE 09-22-2027 BEO | ** | 1,680,458 | ||||||
PVTPL NORDEA BK ABP 0.625% 05-24-2024 | ** | 647,225 | ||||||
PVTPL NORDEA BK ABP 3.6% DUE 06-06-2025 BEO | ** | 1,123,160 | ||||||
PVTPL NORTHERN NAT GAS CO DEL SR BD 144A4.3% 01-15-2049 | ** | 200,154 | ||||||
PVTPL NRG ENERGY INC 144A 3.75% 06-15-2024 | ** | 1,168,736 | ||||||
PVTPL NRG ENERGY INC 2% DUE 12-02-2025/12-02-2020 BEO | ** | 5,223,842 | ||||||
PVTPL NRG ENERGY INC 2.45% DUE 12-02-2027/12-02-2020 BEO | ** | 394,104 | ||||||
PVTPL NTT FIN CORP SR NT 144A 4.142% DUE07-26-2024 BEO | ** | 1,321,249 | ||||||
PVTPL NTT FIN CORP SR NT 144A 4.372% DUE07-27-2027/07-27-2022 BEO | ** | 1,177,467 | ||||||
PVTPL NUVEEN LLC 4.0% 11-01-2028 | ** | 2,079,694 | ||||||
PVTPL OAKTREE CLO 2021-1 LTD/OAKTREE CLO202 SR 21-1A CL A-1 VAR RT 07-15-2034 | ** | 1,110,961 | ||||||
PVTPL OCP CLO SER 17-14A CL A1A FLTG 11-20-2030 | ** | 682,274 | ||||||
PVTPL OCP OCP CLO LTD SR-14-5A CL-A1R VAR04-26-2031 | ** | 1,085,459 | ||||||
PVTPL OCTAGON INVT PARTNERS 18-R LTD/OCTAGON VAR RT DUE 04-16-2031 BEO | ** | 1,612,489 | ||||||
PVTPL OCTAGON INVT PARTNERS 36 LTD/OCTAGON I SR SECD NT CL A-1 FLTG 04-15-2031 | ** | 7,486,249 | ||||||
PVTPL OCTAGON INVT PARTNERS XXI LTD/OCTAGON SR SECD NT 02-14-2031 | ** | 8,258,045 | ||||||
PVTPL OCTAGON LN FDG LTDSR 14-1A NT CL AA-RR FLTG 11-18-2031 | ** | 5,902,607 | ||||||
PVTPL OHA CR FDG 7 LTD/OHA CR FDG 7 LLC SER 20-7A CL AR FLTG RT 02-24-2037 | ** | 983,408 | ||||||
PVTPL ONEMAIN DIRECT AUTO RECEIVABLE TR 2019-1 SER 19-1A CLS A 3.63% 09-14-2027 | ** | 11,906,186 | ||||||
PVTPL ORBIA ADVANCE CORP SAB DE CV 2.875% DUE 05-11-2031 BEO | ** | 1,117,188 | ||||||
PVTPL ORGANON FIN 1 LLC 4.125% DUE 04-30-2028 BEO | ** | 177,080 | ||||||
PVTPL OWL ROCK CLO I LTD SER 20-3A CLS A1L FLTG RT 04-20-2032 | ** | 1,895,015 | ||||||
PVTPL OZLM XVI LTD / OZLM XVI LLC 16/05/2030 VAR RT DUE 05-16-2030 BEO | ** | 6,293,942 | ||||||
PVTPL OZLM XXIV LTD / OZLM XXIV LLC 20/07/2032 VAR RT DUE 07-20-2032 BEO | ** | 3,895,436 | ||||||
PVTPL PAGAYA AI DEBT SELECTION SER 21-1 CL A 1.18% DUE 11-15-2027 BEO | ** | 594,882 | ||||||
PVTPL PALMER SQUARE LN FDG 2020-1 CL A1 FLTG RT DUE 02-20-2028 | ** | 2,443,610 | ||||||
PVTPL PARK AEROSPACE HLDGS LTD 144A 5.5% DUE 02-15-2024 BEO | ** | 138,216 | ||||||
PVTPL PARK AEROSPACE HLDGS LTD 144A 5.5% DUE 02-15-2024 BEO | ** | 2,408,913 | ||||||
PVTPL PARK AEROSPACE HLDGS LTD GTD 4.5% DUE 03-15-2023 | ** | 299,260 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL PENNSYLVANIA ELEC CO FIXED 3.6%06-01-2029 BEO | ** | 224,909 | ||||||
PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065 | ** | 116,248 | ||||||
PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-2065 | ** | 784,676 | ||||||
PVTPL PENSKE TRUCK LEASING CO L P/PTL 144A 4.2 04-01-2027/03-20-2017 | ** | 84,563 | ||||||
PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 1.7% DUE 06-15-2026 BEO | ** | 1,015,793 | ||||||
PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO SR NT 144A 1.2 DUE 11-15-2025 BEO | ** | 2,501,224 | ||||||
PVTPL PENSKE TRUCK LEASING CO L P/PTL 3.95%03-10-2025 | ** | 96,393 | ||||||
PVTPL PETRONAS CAP LTD 2.48% DUE 01-28-2032 | ** | 165,168 | ||||||
PVTPL PHILLIPS 66 CO 3.15% DUE 12-15-2029 BEO | ** | 218,478 | ||||||
PVTPL PHILLIPS 66 CO 3.55% 10-01-2026 BEO | ** | 281,736 | ||||||
PVTPL POINT AU ROCHE PARK CLO, LTD SER 21-1A A FLTG 07-20-2034 | ** | 3,220,993 | ||||||
PVTPL PPIB CAP INC C 2.75% 11-02-2027 | ** | 230,849 | ||||||
PVTPL PRINCIPAL LIFE GLOBAL FDG II 1.25% DUE 08-16-2026 REG | ** | 1,267,609 | ||||||
PVTPL PRINCIPAL LIFE GLOBAL FDG II 1.375% DUE 01-10-2025 BEO | ** | 462,812 | ||||||
PVTPL PRINCIPAL LIFE GLOBAL FDG II .875% DUE 01-12-2026 REG | ** | 4,928,311 | ||||||
PVTPL PROGRESS RESIDENTIAL SER 2019- SFR4 CLS A 2.687% 11-19-2035 | ** | 947,396 | ||||||
PVTPL PROGRESS RESIDENTIAL SER 20-SFR1 CL A 1.73% 04-17-2037 BEO | ** | 1,821,379 | ||||||
PVTPL PROGRESS RESIDENTIAL TR SR 2019-SFR4 CL D 3.136% 10-17-2024 | ** | 796,340 | ||||||
PVTPL PROSUS N V 3.257% DUE 01-19-2027/01-19-2022 BEO | ** | 537,111 | ||||||
PVTPL PROTECTIVE LIFE GLOBAL 1.303% 09-20-2026 | ** | 476,652 | ||||||
PVTPL PROTECTIVE LIFE GLOBAL FDG 1.082% DUE 06-09-2023 BEO | ** | 756,328 | ||||||
PVTPL PT FREEPORT INDONESIA NT 4.763% DUE04-14-2027 | ** | 216,000 | ||||||
PVTPL QATAR ST 4.5% 04-23-2028 | ** | 1,829,901 | ||||||
PVTPL RACE PT IX CLO LTD/RACE PT IX CLO CORP SR SECD NT CL 10-15-2030 | ** | 1,761,535 | ||||||
PVTPL RAD CLO 5 LTD/RAD CLO 5 LLC SR 19-5A CL AR VAR RT DUE 07-24-2032 BEO | ** | 487,611 | ||||||
PVTPL RAD CLO 5 LTD/RAD CLO 5 LLC SR 19-5A CL AR VAR RT DUE 07-24-2032 BEO | ** | 2,633,099 | ||||||
PVTPL READY CAP MTG FING 2022-FL9 LLC NTCL A FLTG 144A VAR RT DUE 06-25-2037 BEO | ** | 1,696,331 | ||||||
PVTPL RECETTE CLO LTD/RECETTE CLO LLC SRSECD NT CL A-RR FLTG 144A 01-20-2033 | ** | 933,055 | ||||||
PVTPL REGATTA VIII FUNDING LTD SER 17-1A CL B FLT 10-17-2030 | ** | 1,018,880 | ||||||
PVTPL RENEW 2017-1 FDG NT CL A 144A 3.67% DUE 09-20-2052 BEO | ** | 26,591 | ||||||
PVTPL REPUBLIC OF PERU 5.4% DUE 08-12-2034 | ** | 167,654 | ||||||
PVTPL REPUBLIC OF PERU 6.35% 08-12-2028 | ** | 199,246 | ||||||
PVTPL RESIMAC SR 18-1NCA CL A1 VAR RT 12-16-2059 | ** | 14,542 | ||||||
PVTPL RGA GLOBAL FDG 2.7% 01-18-2029 | ** | 1,952,127 | ||||||
PVTPL ROCKFORD TOWER CLO 2018-2 LTD SER 2018-2A CLS A FLTG 10-20-2031 | ** | 2,454,387 | ||||||
PVTPL ROGERS COMMUNICATIONS INC 4.55% 03-15-2052 | ** | 504,257 | ||||||
PVTPL ROGERS COMMUNICATIONS INC 3.2% DUE03-15-2027 BEO | ** | 3,141,735 | ||||||
PVTPL ROGERS COMMUNICATIONS INC 3.8% DUE03-15-2032 BEO | ** | 216,637 | ||||||
PVTPL ROLLS-ROYCE 3.625% DUE 10-14-2025 | ** | 184,000 | ||||||
PVTPL ROMARK CLO-II LTD SER 2018-2A CLS A1 CLS A1 FLTG 144A 3C7 DUE 07-25-2031 | ** | 1,713,122 | ||||||
PVTPL ROMARK WM-R LTD SER 2018-1A CL A-1 FLTG 04-20-2031 | ** | 7,284,824 | ||||||
PVTPL SANTANDER 2 SER 19-A CLS A 2.51% DUE 01-26-2032 BEO | ** | 2,167,888 | ||||||
PVTPL SBA TOWER TR 2.836% 144A 15/01/2050 2.836% DUE 01-15-2050 REG | ** | 1,791,793 | ||||||
PVTPL SBA TOWER TR 2.836% 144A 15/01/2050 2.836% DUE 01-15-2050 REG | ** | 9,430,487 | ||||||
PVTPL SBA TOWER TR 2020-1C SECD TOWER REV SECS 144A 1.884% DUE 07-15-2050 | ** | 1,496,584 | ||||||
PVTPL SCENTRE GROUP TR 1/2 3.25% 10-28-2025 | ** | 374,878 | ||||||
PVTPL SCHLUMBERGER HLDGS CORP 3.9% DUE 05-17-2028 BEO | ** | 233,342 | ||||||
PVTPL SILVER ROCK CLO I LTD/SILVER ROCK CLO FLTG SR 20-1A CL A 10-20-2031 | ** | 2,816,400 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL SLM STUD LN TR 2004-3 STUD LN BKD NT CL 144A A-6B VAR RT DUE 10-25-2064 | ** | 3,243,471 | ||||||
PVTPL SLM STUDENT LOAN TRUST SER 04-3A CL A6A VAR RT 10-25-2064 | ** | 3,262,932 | ||||||
PVTPL SMB PRIVATE ED LN TR SE 2018-A CLA-2B FLTG RATE DUE 02-15-2036 | ** | 248,167 | ||||||
PVTPL SMB PRIVATE ED LN TR SER 20-A CL 2A2 2.23% 09-15-2037 BEO | ** | 890,981 | ||||||
PVTPL SMB PVT ED LN TR 2016-B LN BACKED NT CL A-2A 144A 2.43 DUE 02-17-2032 BEO | ** | 758,355 | ||||||
PVTPL SMB PVT ED LN TR 2019-B SER 19-B CL A2B FLTG RT VAR RT DUE 06-15-2037 BEO | ** | 3,002,927 | ||||||
PVTPL SMB PVT ED LN TR 2022-C DUE 05-16-2050 BEO | ** | 2,106,058 | ||||||
PVTPL SMBC AVIATION CAP FIN DAC 1.9% 10-15-2026 | ** | 899,216 | ||||||
PVTPL SMITHFIELD FOODS INC FIXED 5.2% 04-01-2029 BEO | ** | 128,228 | ||||||
PVTPL SOCIAL PROFESSIONAL LOAN PROGRAM LLC SR 21-B CL AFX 1.14% 02-15-2047 | ** | 3,749,824 | ||||||
PVTPL SOCIETE GENERALE 1.792% 06-09-2027 | ** | 3,968,359 | ||||||
PVTPL SOCIETE GENERALE 2.889% 06-09-2032/ | ** | 316,600 | ||||||
PVTPL SOCIETE GENERALE 3.06% DUE 01-19-2028/01-21-2027 BEO | ** | 175,254 | ||||||
PVTPL SOCIETE GENERALE 3.337% 01-21-2033 | ** | 158,055 | ||||||
PVTPL SOCIETE GENERALE 3.875% 03-28-2024 | ** | 6,233,610 | ||||||
PVTPL SOCIETE GENERALE 4.25% 09-14-2023 | ** | 594,691 | ||||||
PVTPL SOCIETE GENERALE MEDIUM TERM NTS BOOK EN 1.488% DUE 12-14-2026 | ** | 695,998 | ||||||
PVTPL SODEXO INC GTD NT 1.634% 04-16-2026 | ** | 2,206,338 | ||||||
PVTPL SOFI CONSUMER LN PROGRAM 2021-1 TRSR 21-1 CL A .49% 09-25-2030 | ** | 668,699 | ||||||
PVTPL SOFI PROFESSIONAL LN PROGRAM SER 19-C CL A2FX 2.8% 11-16-2048 | ** | 1,138,971 | ||||||
PVTPL SOFI PROFESSIONAL LN PROGRAM 2016-F LLC CL A-2 3.02% DUE 02-25-2040 | ** | 191,149 | ||||||
PVTPL SOFI PROFESSIONAL LN PROGRAM 2018-A LLC SER 18-A CL A2B 02-25-2042 | ** | 474,721 | ||||||
PVTPL SOFI PROFESSIONAL LN PROGRAM SER 2018-B CL A-2FX 3.34% 08-26-2047 | ** | 841,123 | ||||||
PVTPL SOFI PROFESSIONAL LN PROGRAM SR 20-A CL A2FX 2.54% 05-15-2046 | ** | 3,250,899 | ||||||
PVTPL SOLRR AIRCRAFT 2021-1 LTD/SOLRR AIRCRA SR 21-1 CL A 2.636% 10-15-2046 | ** | 2,385,758 | ||||||
PVTPL SOUND PT CLO XVII LTDCL A-1-R FLTG 144A VAR RT 10-20-2030 | ** | 492,852 | ||||||
PVTPL SOUTHERN NAT GAS CO L L C 03-15-2047 | ** | 245,544 | ||||||
PVTPL SP POWERASSETS LTD GLOBAL MEDIUM TERM NT 3% DUE 09-26-2027 BEO | ** | 1,917,317 | ||||||
PVTPL STANDARD CHARTERED PLC 03-30-2026 | ** | 5,008,555 | ||||||
PVTPL STANDARD CHARTERED PLC 1.822% 11-23-2025 | ** | 274,142 | ||||||
PVTPL STANDARD CHARTERED PLC 2.608% 01-12-2028 | ** | 173,709 | ||||||
PVTPL STANDARD CHARTERED PLC 3.265% DUE 02-18-2036/11-18-2030 BEO | ** | 1,112,817 | ||||||
PVTPL STANDARD CHARTERED PLC 7.776% DUE 11-16-2025/11-16-2022 BEO | ** | 360,639 | ||||||
PVTPL STANDARD CHARTERED PLC NT FIXED RATE RESET .991% 01-12-2025 | ** | 377,460 | ||||||
PVTPL STANDARD CHARTERED PLC NT FIXED RATE RESET .991% 01-12-2025 | ** | 7,747,356 | ||||||
PVTPL STANDARD CHARTERED PLC NT FLTG RATE 11-23-2025 | ** | 1,943,131 | ||||||
PVTPL STANDARD CHARTERED PLC SUB NT 3.9501-11-2023 | ** | 1,656,274 | ||||||
PVTPL STARWOOD COMMERCIAL MORTGAGE TRUSTSER 21-FL2 CL A FLTG RT 04-18-2038 | ** | 483,818 | ||||||
PVTPL STELLANTIS FINANCE US INC 2.0% DUE01-29-2027 | ** | 515,457 | ||||||
PVTPL STELLANTIS FINANCE US INC 2.0% DUE01-29-2027 | ** | 2,319,558 | ||||||
PVTPL SUMITOMO MITSUI TR BK LTD .8% DUE 09-12-2023 BEO | ** | 1,213,964 | ||||||
PVTPL SUMITOMO MITSUI TR BK LTD .8% DUE 09-16-2024 BEO | ** | 1,497,105 | ||||||
PVTPL SUMITOMO MITSUI TR BK LTD 2.55% 03-10-2025 | ** | 1,834,366 | ||||||
PVTPL SUNTORY HLDGS LTD 2.25% 10-16-2024 | ** | 1,313,250 | ||||||
PVTPL SVENSKA HANDELSBANKEN AB MEDIUM TERM SR .625% DUE 06-20-2023 | ** | 2,783,147 | ||||||
PVTPL SWEDBANK AB MEDIUM TERM NTS BOOK ENTRY 1 3.356% DUE 04-04-2025 REG | ** | 1,240,883 | ||||||
PVTPL SYDNEY ARPT FIN CO PTY LTD GTD SR SECD NT 3.9 DUE 03-22-2023 BEO | ** | 666,604 | ||||||
PVTPL SYMPHONY CLO XIV LTD SR 14-14A CL AR FLTG RT 07-14-2026 | ** | 103,493 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL SYMPHONY CLO XIX LTD/SYMPHONY CLO XIX SR SECD NT CL A FLTG 04-16-2031 | ** | 739,255 | ||||||
PVTPL TCI-FLATIRON CLO 2016-1 LTD CL A-R-3 FLTG 01-17-2032 | ** | 2,956,406 | ||||||
PVTPL TENNESSEE GAS PIPELINE CO SR NT 144A 2.9% DUE 03-01-2030 | ** | 1,562,815 | ||||||
PVTPL THL CR WIND RIV CLO LTD SR 18-2A CL A2 FLTG RATE 07-15-2030 | ** | 1,527,455 | ||||||
PVTPL TICP CLO LTD SER 17-9A CL A FLTG RT 01-20-2031 BEO | ** | 989,102 | ||||||
PVTPL TOWD POINT ASSET TRUST SER21-SL1 CL A2 FLTG 11-20-2061 | ** | 1,916,871 | ||||||
PVTPL TOWD PT MTG TR 2017-6 NT CL A1 VAR RT DUE 10-25-2057 BEO | ** | 2,477,844 | ||||||
PVTPL TOWD PT MTG TR FLTG RT SER 19-HY2 CL A1 12-25-2048 BEO | ** | 127,820 | ||||||
PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25-2058 | ** | 147,672 | ||||||
PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-2048 | ** | 167,822 | ||||||
PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-2048 | ** | 3,356,445 | ||||||
PVTPL TOYOTA AUTO LN EXTD NT TR 2019-1 NT CL A 144A 2.56% DUE 11-25-2031 BEO | ** | 481,955 | ||||||
PVTPL TOYOTA LEASE OWNER TR 2021-B NT CLA-2 .25% DUE 03-20-2024 BEO | ** | 873,609 | ||||||
PVTPL TRAFIGURA SECURITISATION FIN PLC SER 2021-1 NT CL A-2 144A 01-15-2025 | ** | 1,170,592 | ||||||
PVTPL TRANS-ALLEGHENY INTST LINE CO 3.85% NTS 06-01-2025 | ** | 951,526 | ||||||
PVTPL TRANSPORTADORA DE GAS DEL PERU S ASR NT 4.25% DUE 04-30-2028 BEO | ** | 4,625,000 | ||||||
PVTPL TRINITAS CLO LTD SR 17-7A CL A1R FLTG RT 01-25-2035 | ** | 3,136,650 | ||||||
PVTPL TRITON CONTAINER INTL LTD .8% 08-01-2023 BEO | ** | 2,800,546 | ||||||
PVTPL TRITON CONTAINER INTL LTD 1.15% 06-07-2024 | ** | 157,370 | ||||||
PVTPL TRITON CONTAINER INTL LTD 1.15% 06-07-2024 | ** | 2,784,520 | ||||||
PVTPL TRIUMPH RAIL LLC GREEN SECD RAILCAR EQUIP NT 144A 2.15 DUE | ** | 1,563,278 | ||||||
PVTPL TRTX 2021-FL4 ISSUER LTD SER 21-FL4 CL A FLTG 03-15-2038 | ** | 3,179,673 | ||||||
PVTPL TSMC GLOBAL LTD 1.375% DUE 09-28-2030/09-28-2020 BEO | ** | 384,860 | ||||||
PVTPL UBS AG LONDON .375% 06-01-2023 | ** | 1,399,220 | ||||||
PVTPL UBS AG LONDON 06-01-2026 | ** | 2,934,943 | ||||||
PVTPL UBS GROUP AG 2.746% DUE 02-11-2033BEO | ** | 302,470 | ||||||
PVTPL UBS GROUP AG 4.488% 05-12-2026 | ** | 234,744 | ||||||
PVTPL UBS GROUP AG 4.488% 05-12-2026 | ** | 4,482,641 | ||||||
PVTPL UBS GROUP AG 4.49% 08-05-2025 BEO | ** | 4,382,011 | ||||||
PVTPL UBS GROUP AG 4.49% 08-05-2025 BEO | ** | 1,643,132 | ||||||
PVTPL UBS GROUP AG 4.988% 08-05-2033 BEO | ** | 4,645,105 | ||||||
PVTPL UBS GROUP FDG SWITZ AG SR 4.253% DUE 03-23-2028 | ** | 6,962,300 | ||||||
PVTPL UBS GROUP FUNDING 4.125% 09-24-2025 BEO | ** | 2,369,671 | ||||||
PVTPL UPSTART SECURITIZATION TR 2021-5 CL A 1.31% DUE 11-20-2031 BEO | ** | 2,206,034 | ||||||
PVTPL UPSTART SECURITIZATION TRUST SER 21-4 CL A .84% DUE 09-20-2031 | ** | 2,274,944 | ||||||
PVTPL VENTURE CDO LTD SER 18-34A CL A 144A FLTG 10-15-2031 | ** | 1,081,116 | ||||||
PVTPL VENTURE CDO LTD SER 19-36A CL A1AR FLTG 04-20-2032 | ** | 2,229,127 | ||||||
PVTPL VENTURE CDO LTD SR 14-17A CL ARR FLTG 04-15-2027 | ** | 67,437 | ||||||
PVTPL VENTURE CLO LTD SER 13-14A CL ARR FLTG 08-28-2029 | ** | 1,439,187 | ||||||
PVTPL VIBRANT CLO VI LTD SER 17-6A CL AR FLTG 06-20-2029 | ** | 228,365 | ||||||
PVTPL VISTRA OPERATIONS CO LLC 3.55% DUE 07-15-2024 | ** | 5,526,448 | ||||||
PVTPL VISTRA OPERATIONS CO LLC 3.7% 01-30-2027 | ** | 2,806,961 | ||||||
PVTPL VISTRA OPERATIONS CO LLC 5.125% DUE 05-13-2025 BEO | ** | 1,068,648 | ||||||
PVTPL VITERRA INC 2.0% DUE 04-21-2026 BEO | ** | 3,472,521 | ||||||
PVTPL VOLKSWAGEN GROUP AMER FIN LLC .875% DUE 11-22-2023 BEO | ** | 353,901 | ||||||
PVTPL VOYA CLO 2014-2 LTD/VOYA CLO SER 14-2A CLS A1R FLTG RT 04-17-2030 | ** | 3,736,624 | ||||||
PVTPL VOYA CLO 2016-3 LTD/VOYA CLO SER 16-3A CL A1R FLGT DUE 10-18-2031 BEO | ** | 986,408 | ||||||
PVTPL VOYA CLO 2017-3 LTD/VOYA CLO 2017-3 LL SR SECD NT CL 04-20-2034 | ** | 1,036,115 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
PVTPL VOYA CLO LTD SER 18-3A CL A1A FLTG 10-15-2031 | ** | 5,426,762 | ||||||
PVTPL WELLFLEET CLO LTD SER 15-1A CL AR4 VAR RT DUE 07-20-2029 BEO | ** | 359,468 | ||||||
PVTPL WENDYS FDG LLC SER 21-1A CL A-2-I 144A 2.37% 06-15-2051 | ** | 3,425,187 | ||||||
PVTPL WESTLAKE AUTOMOBILE RECEIVABLES TR SR 20-1A CL D 2.55% 06-16-2025 | ** | 4,171,189 | ||||||
PVTPL WESTLAKE AUTOMOBILE RECEIVABLES TRSER 22-3A CL A3 5.49% DUE 07-15-2026 | ** | 898,653 | ||||||
PVTPL WHITEBOX CLO II LTD/WHITEBOX CLO II LL SR 20-2A CL A1R VAR RT 10-24-2034 | ** | 2,132,383 | ||||||
PVTPL WIND RIVER CLO LTD SER 22-1A CL A FLTG RT DUE 07-20-2035 BEO | ** | 3,567,285 | ||||||
PVTPL ZAIS CLO 13 LTD FLTG RT SER 19-13A CL A1A 07-15-2032 BEO | ** | 686,424 | ||||||
PVTPL1 GLENCORE FDG LLC GTD 4.125% DUE 05-30-2023 BEO | ** | 372,055 | ||||||
PVTPLGOLUB CAPITAL PARTNERS CLO LTD SR 15-25A CL AR FLTG RT 05-05-2030 | ** | 459,880 | ||||||
QANTAS AIRWAYS NPV | ** | 3,559,460 | ||||||
QATAR ELECT &WATER QAR1 | ** | 263,961 | ||||||
QATAR NAVIGATION QAR1 | ** | 295,806 | ||||||
QCR HLDGS INC COM | ** | 61,504 | ||||||
QIAGEN NV EUR0.01 | ** | 4,212,594 | ||||||
QIAGEN NV EUR0.01 | ** | 324,155 | ||||||
QINETIQ GROUP ORD GBP0.01 | ** | 315,352 | ||||||
QL RESOURCES BHD NPV | ** | 406,277 | ||||||
QOL HOLDINGS CO LTD | ** | 63,845 | ||||||
QORVO INC COM | ** | 209,650 | ||||||
QUADIENT S.A | ** | 730,628 | ||||||
QUAKER CHEM CORP COM | ** | 2,292,205 | ||||||
QUALCOMM INC 2.15% DUE 05-20-2030 | ** | 334,220 | ||||||
QUALCOMM INC COM | ** | 1,980,459 | ||||||
QUALCOMM INC NT 1.65% 05-20-2032 | ** | 126,404 | ||||||
QUALITY HOUSES CO THB1(NVDR) | ** | 98,043 | ||||||
QUALTRICS INTL INC CL A CL A | ** | 301,394 | ||||||
QUALYS INC COM USD0.001 | ** | 4,990,644 | ||||||
QUANEX BLDG PRODS CORP COM STK | ** | 247,338 | ||||||
QUANTA SVCS INC 2.9% DUE 10-01-2030 | ** | 164,946 | ||||||
QUANTA SVCS INC COM | ** | 598,928 | ||||||
QUBE HOLDINGS LIMITED | ** | 417,898 | ||||||
QUE PROV CDA MEDIUM TERM NTS BOOK ENT TRANCHE # TR 00050 7.14 2-27-26 | ** | 553,390 | ||||||
QUEBEC PROV CDA 2.75% DUE 04-12-2027 BEO | ** | 853,774 | ||||||
QUEBEC PROV CDA GLOBAL NT 2.625% DUE 02-13-2023 BEO | ** | 4,999,210 | ||||||
QUEBEC PROV CDA PROVINCE OF QUEBEC 2.5% 04-20-2026 REG 2.5% DUE 04-20-2026 REG | ** | 13,645,019 | ||||||
QUEST DIAGNOSTICS INC 2.95% DUE 06-30-2030 BEO | ** | 216,245 | ||||||
QUEST DIAGNOSTICS INC 4.2% 06-30-2029 | ** | 2,920,011 | ||||||
QUICK HEAL TECHNOLOGIES LTD INR10 | ** | 89,541 | ||||||
QUOTIENT TECHNOLOGY INC COM | ** | 13,157 | ||||||
RABOBANK NEDERLAND 3.649% DUE 04-06-2028 | ** | 553,588 | ||||||
RABOBANK NEDERLAND NEW YORK BRANCH FLTG RT DUE 01-12-2024 REG | ** | 1,679,822 | ||||||
RAC BOND CO PLC 4.565%-VAR 06/05/2046 GBP | ** | 716,716 | ||||||
RADIANT OPTO-ELECT TWD10 | ** | 724,244 | ||||||
RAI WAY SPA NPV | ** | 39,262 | ||||||
RAIFFEISEN BK INTL NPV (REGD) | ** | 159,236 | ||||||
RALPH LAUREN CORP CL A CL A | ** | 672,378 | ||||||
RAMBUS INC DEL COM | ** | 1,948,644 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
RAMELIUS RESOURCES NPV | ** | 92,836 | ||||||
RAMI LEVI CHAIN ILS0.01 | ** | 142,303 | ||||||
RANDON SA IMPLEMEN PRF NPV | ** | 74,401 | ||||||
RANDSTAD N.V. EUR0.10 | ** | 3,077,644 | ||||||
RAPID7 INC COM | ** | 626,048 | ||||||
RAS AL KHAIMAH CER AED1 | ** | 115,481 | ||||||
RAYENCE CO LTD KRW500 | ** | 66,733 | ||||||
RAYTHEON 2.25% DUE 07-01-2030 | ** | 1,803,146 | ||||||
RAYTHEON TECHNOLOGIES CORP | ** | 5,246,831 | ||||||
RAYTHEON TECHNOLOGIES CORP 3.15% 12-15-2024 | ** | 414,242 | ||||||
RAYTHEON TECHNOLOGIES CORPORATION 3.7% SNR NTS 12-15-2023 USD | ** | 739,320 | ||||||
RAYTHEON TECHNOLOGIES CORPORATION NT 2.375% 03-15-2032 | ** | 528,424 | ||||||
REALKREDIT DANMARK 1% CVD BDS 01/10/50 DKK0.01 | ** | 214,953 | ||||||
REALTEK SEMICOND TWD10 | ** | 2,541,621 | ||||||
REALTY INCOME CORP .75% DUE 03-15-2026 | ** | 478,621 | ||||||
REALTY INCOME CORP 3% DUE 01-15-2027 | ** | 21,298 | ||||||
REALTY INCOME CORP 3.25% DUE 01-15-2031 REG | ** | 1,479,067 | ||||||
REALTY INCOME CORP 3.25% DUE 01-15-2031 REG | ** | 1,483,417 | ||||||
REALTY INCOME CORP 4.6% DUE 02-06-2024 | ** | 2,652,885 | ||||||
REATA PHARMACEUTICALS INC CL A CL A | ** | 294,195 | ||||||
REC LTD | ** | 1,134,852 | ||||||
RECHI PRECISION CO LTD TWD10 | ** | 196,434 | ||||||
RECKITT ORD GBP0.10 COM | ** | 3,662,713 | ||||||
RECORD PLC ORD GBP0.00025 | ** | 25,448 | ||||||
RECRUIT HLDGS CO L NPV | ** | 1,326,434 | ||||||
REDFIN CORP COM | ** | 316,495 | ||||||
REESE PK CLO LTD / REESE PK CLO LLC 5.92243% 10-15-2034 | ** | 1,824,016 | ||||||
REGAL REXNORD CORPORATION COM STK USD0.01 | ** | 1,211,798 | ||||||
REGENCY CTRS CORP COM | ** | 127,375 | ||||||
REGENCY CTRS L P 2.95% DUE 09-15-2029 | ** | 273,509 | ||||||
REGENCY CTRS L P FIXED 3.7% DUE 06-15-2030 | ** | 1,312,254 | ||||||
REGENERON PHARMACEUTICALS INC COM | ** | 13,949,288 | ||||||
REGIONAL MGMT CORP COM STK | ** | 19,122 | ||||||
REGIONS FINL CORP NEW COM | ** | 364,515 | ||||||
REINSURANCE GROUP AMER INC COM NEW STK | ** | 4,674,335 | ||||||
RELIANCE INDS INR10(100%DEMAT) | ** | 1,220,396 | ||||||
RELIANCE STD LIFE 2.15% DUE 01-21-2023 | ** | 482,126 | ||||||
RELIANCE STL & 2.15% DUE 08-15-2030 | ** | 711,160 | ||||||
RELIANCE STL & ALUM CO COM | ** | 960,983 | ||||||
RELX CAP INC 3.5% DUE 03-16-2023 | ** | 447,185 | ||||||
RELX PLC | ** | 6,603,053 | ||||||
RENAISSANCE RE HLDGS LTD COM | ** | 8,129,886 | ||||||
RENEW WIND ENERGY AP 2 PVT LTD / SR SECDNT 144A 4.5% 07-14-2028 | ** | 1,514,084 | ||||||
REN-REDES ENERGET EUR1(REGD) | ** | 41,832 | ||||||
REP SERVICES INC FIXED 2.5% DUE 08-15-2024 | ** | 1,316,302 | ||||||
REPAY HLDGS CORP CL A CL A | ** | 2,004,997 | ||||||
REPCO HOME FIN LTD INR10 | ** | 96,858 | ||||||
REPLIGEN CORP COM STK USD0.01 | ** | 4,436,769 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
REPLY SPA | ** | 241,867 | ||||||
REPSOL SA EUR1 | ** | 3,612,687 | ||||||
REPUBLIC OF CHILE 2.45% 01-31-2031 | ** | 1,327,203 | ||||||
REPUBLIC OF GUATEMALA 5.375% DUE 04-24-2032 REG | ** | 195,220 | ||||||
REPUBLIC OF ITALY 2.375% DUE 10-17-2024 | ** | 2,635,332 | ||||||
REPUBLIC OF PERU 5.35% 08-12-2040 | ** | 116,746 | ||||||
REPUBLIC OF PERU T- BOND 6.35% 12/08/2028 | ** | 1,295,096 | ||||||
REPUBLIC OF PERU T BOND 8.2% 08-12-2026 | ** | 274,451 | ||||||
REPUBLIC OF SERBIA 1.0% 23/09/2028 | ** | 1,382,032 | ||||||
REPUBLIC SVCS INC 3.2% DUE 03-15-2025 | ** | 2,197,372 | ||||||
REPUBLIC SVCS INC COM | ** | 596,063 | ||||||
RESDNTL MTG SEC 32A A CMO 20/06/2070 | ** | 1,809,415 | ||||||
RESORTTRUST INC NPV | ** | 867,000 | ||||||
RESOURCE ALAM INDONESIA COM | ** | 18,986 | ||||||
RESTAURANT BRANDS INTL INC COM NPV | ** | 130,827 | ||||||
REV GROUP INC COM | ** | 166,950 | ||||||
REVANCE THERAPEUTICS INC COM | ** | 55,122 | ||||||
REVOLUTION MEDICINES INC COM | ** | 193,466 | ||||||
REX AMERICAN RESOURCES CORP | ** | 161,498 | ||||||
REXEL EUR5 | ** | 2,541,271 | ||||||
REXFORD INDL RLTY INC COM | ** | 1,353,378 | ||||||
REYNOLDS AMERICAN INC 4.85 DUE 09-15-2023 REG | ** | 3,419,960 | ||||||
REYNOLDS AMERN INC FIXED 4.45% DUE 06-12-2025 | ** | 1,884,243 | ||||||
RIBBON COMMUNICATIONS INC COM STK USD0.0001 | ** | 70,637 | ||||||
RICHEMONT(CIE FIN) CHF1 (REGD) | ** | 12,764,322 | ||||||
RICHEMONT(CIE FIN) DEP RCPT EACH 1 REP 1/10(NE | ** | 474,877 | ||||||
RIDLEY CORP LTD NPV | ** | 25,090 | ||||||
RIGEL PHARMACEUTICALS INC COM NEW STK | ** | 117,059 | ||||||
RIKEN VITAMIN CO NPV | ** | 47,945 | ||||||
RIMINI STR INC DEL COM | ** | 82,932 | ||||||
RINGCENTRAL INC CL A CL A | ** | 531,354 | ||||||
RIO TINTO ORD GBP0.10 | ** | 4,323,579 | ||||||
RIPON MORTGAGES 28/08/2056 | ** | 5,202,472 | ||||||
RISO KAGAKU CORP NPV | ** | 41,164 | ||||||
RITHM CAPITAL CORP | ** | 872,924 | ||||||
RLJ LODGING TR L P COM REIT | ** | 627,023 | ||||||
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A' | ** | 1,736,173 | ||||||
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A' | ** | 894,787 | ||||||
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A3A' | ** | 577,478 | ||||||
RMAC SECS NO 1 PLC FRN MTG 06/44 EUR REGS'A2C' | ** | 422,663 | ||||||
RMR GROUP INC CL A CL A | ** | 43,336 | ||||||
ROBLOX CORP COM USD0.0001 CL A | ** | 1,857,271 | ||||||
ROCHE BOBOIS SA EUR5 | ** | 27,506 | ||||||
ROCHE HLDGS AG GENUSSCHEINE NPV | ** | 22,409,193 | ||||||
ROCK FIELD CO LTD NPV | ** | 32,001 | ||||||
ROCKET PHARMACEUTICALS INC COM USD0.01 | ** | 224,429 | ||||||
ROCKWELL AUTOMATION | ** | 463,368 | ||||||
ROCKWELL AUTOMATION INC .35% DUE 08-15-2023 BEO | ** | 1,102,728 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
ROCKWELL AUTOMATION INC .35% DUE 08-15-2023 BEO | ** | 1,095,880 | ||||||
ROGERS CABLE INC 8.75% DUE 05-01-2032 | ** | 75,906 | ||||||
ROKU INC COM CL A COM CL A | ** | 138,217 | ||||||
ROLLS ROYCE HLDGS ORD GBP0.20 | ** | 2,145,509 | ||||||
ROMANIA 1.375% 02/12/2029 | ** | 280,399 | ||||||
ROMANIA BDS 144A 2.625% 02/12/2040 | ** | 59,963 | ||||||
ROMANIA(REP OF) 1.75% SNR MTN 13/07/30 EUR | ** | 148,997 | ||||||
ROMANIA(REP OF) 1.75% SNR MTN 13/07/30 EUR | ** | 223,496 | ||||||
ROMANIA(REP OF) 2% SNR MTN 14/04/33 EUR1000 | ** | 68,672 | ||||||
ROMANIA(REP OF) 2% SNR MTN 14/04/33 EUR1000 | ** | 27,469 | ||||||
ROMANIA(REP OF) 2.75% SNR MTN 14/04/41 EUR | ** | 60,220 | ||||||
ROMANIA(REP OF) 2.875% SNR MTN 13/04/42 EUR | ** | 180,457 | ||||||
ROPER TECHNOLOGIES 1% DUE 09-15-2025 | ** | 1,542,429 | ||||||
ROPER TECHNOLOGIES FIXED 2% DUE 06-30-2030 | ** | 60,289 | ||||||
ROPER TECHNOLOGIES INC 3.65% 09-15-2023 | ** | 1,876,698 | ||||||
ROPER TECHNOLOGIES INC 4.2% 09-15-2028 | ** | 241,910 | ||||||
ROSNEFT OIL CO RUB0.01(RUB) | ** | 92,885 | ||||||
ROSS STORES INC FIXED 4.6% DUE 04-15-2025 | ** | 1,637,140 | ||||||
ROUND ONE CORP NPV | ** | 757,043 | ||||||
ROYAL BANK OF CANADA 1.95% DUE 01-17-2023 | ** | 1,860,231 | ||||||
ROYAL BANK OF CANADA FLTG RT MTN 10-26-2023 | ** | 2,594,142 | ||||||
ROYAL BK CDA 1.6% DUE 01-21-2025 | ** | 1,497,080 | ||||||
ROYAL BK CDA 6% DUE 11-01-2027 | ** | 3,727,526 | ||||||
ROYAL BK CDA FLTG RT DUE 10-05-2023 | ** | 268,995 | ||||||
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT1.15% 07-14-2026 | ** | 926,593 | ||||||
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT1.15% DUE 06-10-2025 | ** | 2,552,169 | ||||||
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT2.25% DUE 11-01-2024 | ** | 7,057,462 | ||||||
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT3.875% 05-04-2032 | ** | 4,888,493 | ||||||
ROYAL BK CDA N Y BRH DISC CPN 11-22-2023 | ** | 2,779,369 | ||||||
ROYAL BK OF CANADA 1.6% 04-17-2023 | ** | 4,242,926 | ||||||
ROYAL BK SCOTLAND 4.445% DUE 05-08-2030 | ** | 363,177 | ||||||
ROYAL BK SCOTLAND FIXED 2.359% DUE 05-22-2024 | ** | 6,353,229 | ||||||
ROYAL BK SCOTLAND GROUP PLC 4.892% 05-18-2029 | ** | 379,118 | ||||||
ROYAL BK SCOTLAND GROUP PLC 4.892% 05-18-2029 | ** | 5,961,628 | ||||||
ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG ORD SH | ** | 9,180,739 | ||||||
ROYAL GOLD INC COM STK USD0.01 | ** | 3,091,684 | ||||||
RPM INTERNATIONAL INC 2.95% 01-15-2032 | ** | 205,567 | ||||||
RPM INTL INC | ** | 974,500 | ||||||
RS GROUP PLC ORD GBP0.10 | ** | 590,573 | ||||||
RUBIS EUR1.25(POST SPLIT) | ** | 1,219,830 | ||||||
RUSH ENTERPRISES INC CL A CL A | ** | 3,960,733 | ||||||
RUSSEL METALS INC COM NPV | ** | 108,327 | ||||||
RUSSIA (GOVT OF) 1.125% 20/11/2027 | ** | 354,327 | ||||||
RUSSIAN FEDERATION 8.5% SNR 17/09/2031 RUB1000 | ** | 328,685 | ||||||
RUTGERS ST UNIV N J 3.915% 05-01-2119 BEO TAXABLE | ** | 3,334,658 | ||||||
RYAN SPECIALTY HOLDINGS INC CL A COM USD0.001 CL A | ** | 669,473 | ||||||
RYDER SYS INC COM | ** | 73,709 | ||||||
RYDER SYSTEM INC 2.85% 03-01-2027 | ** | 1,410,229 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
RYDER SYSTEM INC 3.875% 12-01-2023 | ** | 4,937,459 | ||||||
RYDER SYSTEM INC MTN 3.65% DUE 03-18-2024 | ** | 3,625,324 | ||||||
RYMAN HOSPITALITY PPTYS INC COM | ** | 2,871,132 | ||||||
S INDIA BK LTD COMSTK | ** | 189,343 | ||||||
S&P GLOBAL INC 2.3% 08-15-2060 | ** | 328,797 | ||||||
S&P GLOBAL INC COM | ** | 23,400,918 | ||||||
S&P GLOBAL INC SR NT 144A 2.45% 03-01-2027 | ** | 1,481,463 | ||||||
S&P GLOBAL INC SR NT 144A 2.9% 03-01-2032 | ** | 483,502 | ||||||
S.W. AIRL CO COM | ** | 463,670 | ||||||
SAAB AB SER'B'NPV | ** | 443,593 | ||||||
SABIC AGRI-NUTRIEN SAR10 | ** | 4,558,943 | ||||||
SABINE PASS 5.625% DUE 03-01-2025 | ** | 676,250 | ||||||
SABINE PASS 5.625% DUE 03-01-2025 | ** | 7,012,958 | ||||||
SABINE PASS FIXED 4.2% DUE 03-15-2028 | ** | 282,470 | ||||||
SABRA HLTH CARE 3.9% DUE 10-15-2029 | ** | 1,090,432 | ||||||
SAF HOLLAND | ** | 131,606 | ||||||
SAFEHOLD OPER PARTNERSHIP LP 2.85% 01-15-2032 | ** | 495,020 | ||||||
SAFESTORE HLDGS ORD GBP0.01 | ** | 743,235 | ||||||
SAGE THERAPEUTICS INC COM | ** | 182,576 | ||||||
SAHAKOL EQUIPMENT THB1 (NVDR) | ** | 29,533 | ||||||
SAIA INC COM STK | ** | 4,230,294 | ||||||
SAJODAERIM CORP KRW5000 | ** | 55,928 | ||||||
SALES TAX SECURITIZATION CORP ILL 3.238%01-01-2042 BEO TAXABLE | ** | 6,307,025 | ||||||
SALESFORCE COM INC 3.25% BNDS 04-11-2023 | ** | 2,097,410 | ||||||
SALESFORCE COM INC 3.7% DUE 04-11-2028 | ** | 480,505 | ||||||
SALESFORCE INC COM USD0.001 | ** | 26,191,563 | ||||||
SALESFORCE.COM INC .625% DUE 07-15-2024 BEO | ** | 2,267,196 | ||||||
SAMSARA INC CL A CL A | ** | 1,435,566 | ||||||
SAMSONITE INTL SA | ** | 219,588 | ||||||
SAMSUNG ELECTRONICS CO KRW100 005930 | ** | 2,705,506 | ||||||
SAMSUNG SDI KRW5000 | ** | 630,470 | ||||||
SAMT KRW500 | ** | 19,651 | ||||||
SAN DIEGO CALIF REDEV AGY SUCCESSOR AGY TX ALLOCATION 3.5 09-01-2028 BEO TAXABLE | ** | 1,216,505 | ||||||
SAN DIEGO G & E FIXED 2.95% DUE 08-15-2051 | ** | 1,362,231 | ||||||
SAN DIEGO GAS & ELECTRIC CO 4.1% 06-15-2049 | ** | 164,387 | ||||||
SANDS CHINA LTD 3.8% SNR NTS 01-08-2026 USD | ** | 1,661,024 | ||||||
SANDS CHINA LTD FIXED 5.125% DUE 08-08-2025 | ** | 191,570 | ||||||
SANDS CHINA LTD FIXED 5.4% DUE 08-08-2028 | ** | 187,698 | ||||||
SANDS CHINA LTD FIXED 5.4% DUE 08-08-2028 | ** | 309,702 | ||||||
SANDY SPRING BANCORP INC CMT-COM CMT-COM | ** | 2,429,496 | ||||||
SANGETSU CORP NPV | ** | 861,186 | ||||||
SANKYO CO LTD NPV | ** | 481,140 | ||||||
SANOFI S A 3.375% DUE 06-19-2023 | ** | 109,482 | ||||||
SANOFI SPONSORED ADR | ** | 2,818,626 | ||||||
SANSIRI THB1.07(NVDR) | ** | 1,285,433 | ||||||
SANTA ANA CALIF PENSION OBLIG 1.665% 08-01-2028 BEO | ** | 3,735,370 | ||||||
SANTA ANA CALIF PENSION OBLIG 1.869% 08-01-2029 BEO | ** | 2,388,304 | ||||||
SANTA ANA CALIF PENSION OBLIG 2.089% 08-01-2030 BEO TAXABLE | ** | 1,283,650 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SANTANDER DR AUTO .6% DUE 12-15-2025 | ** | 4,176,684 | ||||||
SANTANDER DR AUTO .95% DUE 09-15-2027 | ** | 1,627,440 | ||||||
SANTANDER DR AUTO 1.01% DUE 01-15-2026 | ** | 3,414,452 | ||||||
SANTANDER DR AUTO 1.12% DUE 01-15-2026 | ** | 1,052,928 | ||||||
SANTANDER DR AUTO 1.48% DUE 01-15-2027 | ** | 5,567,625 | ||||||
SANTANDER DR AUTO 2.22% DUE 09-15-2026 | ** | 6,817,803 | ||||||
SANTANDER DR AUTO 4.14% DUE 02-16-2027 | ** | 1,292,795 | ||||||
SANTANDER DR AUTO 4.14% DUE 02-16-2027 | ** | 1,322,177 | ||||||
SANTANDER DR AUTO 4.37% DUE 05-15-2025 | ** | 373,275 | ||||||
SANTANDER DR AUTO RECEIVABLES TR 6.69% 03-17-2031 | ** | 1,360,806 | ||||||
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL C .9% 06-15-2026 | ** | 549,624 | ||||||
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL C .9% 06-15-2026 | ** | 7,685,011 | ||||||
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED NT CL D 1.35% 07-15-2027 | ** | 5,143,487 | ||||||
SANTANDER DRIVE AUTO 2022-2 CL A2 2.12% 10-15-2026 | ** | 316,865 | ||||||
SANTANDER DRIVE AUTO REC TST 2026 NT CL D 1.13% 11-16-2026 | ** | 2,777,250 | ||||||
SANTANDER DRIVE AUTO RECEIVABLES TR 2021-2 B .59% DUE 09-15-2025 BEO | ** | 414,326 | ||||||
SANTANDER HLDGS FIXED 3.5% DUE 06-07-2024 | ** | 874,701 | ||||||
SANTANDER HLDGS USA INC 2.49% 01-06-2028 | ** | 1,718,332 | ||||||
SANTANDER RETAIL 2.84% DUE 05-20-2025 | ** | 2,402,960 | ||||||
SANTANDER UK GROUP 1.089% DUE 03-15-2025 | ** | 2,345,890 | ||||||
SANTANDER UK GROUP 3.373% 01-05-2024 | ** | 400,000 | ||||||
SANTANDER UK GROUP 3.373% 01-05-2024 | ** | 5,850,000 | ||||||
SANTANDER UK GROUP FLTG RT 2.896% DUE 03-15-2032 | ** | 2,247,997 | ||||||
SANTANDER UK GROUP FLTG RT 4.796% DUE 11-15-2024 | ** | 688,394 | ||||||
SANTANDER UK GROUP FLTG RT 4.796% DUE 11-15-2024 | ** | 3,368,212 | ||||||
SANTANDER UK GROUP FLTG RT 6.833% DUE 11-21-2026 | ** | 2,777,066 | ||||||
SANTANDER UK GROUP HLDGS PLC 1.53% 08-21-2026 | ** | 4,443,470 | ||||||
SANTANDER UK GROUP HLDGS PLC 2.469% DUE 01-11-2028 BEO | ** | 598,577 | ||||||
SANTANDER UK GROUP HLDGS PLC NT FXD/FLTG1.673% 06-14-2027 | ** | 340,570 | ||||||
SANTANDER UK PLC 144A FLTG 12/02/2027 | ** | 720,737 | ||||||
SANTEN PHARM CO NPV | ** | 351,637 | ||||||
SANTOS BR PART SA COM NPV | ** | 22,748 | ||||||
SANYANG MOTOR CO LTD TWD10 | ** | 175,112 | ||||||
SANYO CHEMICAL IND NPV | ** | 42,919 | ||||||
SANYO DENKI CO NPV | ** | 99,883 | ||||||
SANYO SHOKAI NPV | ** | 42,321 | ||||||
SAP SE | ** | 7,660,073 | ||||||
SAPPI ZAR1 | ** | 126,233 | ||||||
SARAWAK PLANTATION BERHAD | ** | 59,684 | ||||||
SAREPTA THERAPEUTICS INC COM | ** | 3,065,863 | ||||||
SASSEUR REAL REIT FUND | ** | 635,152 | ||||||
SATO HOLDINGS NPV | ** | 83,432 | ||||||
SAUDI AIRLINES CAT SAR10.00 | ** | 15,372 | ||||||
SAUDI ARABIAN OIL CO GLOBAL MEDIUM TRANCHE # TR 00775 1.25% 11-24-2023 | ** | 398,925 | ||||||
SAUDI CERAMIC CO SAR10 | ** | 249,119 | ||||||
SAUDI NATIONAL BANK SAR10 | ** | 1,270,823 | ||||||
SAUDI TELECOM SAR10 | ** | 5,125,312 | ||||||
SAUDIA DAIRY&FOOD SAR10 | ** | 99,368 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SAWAI GROUP HOLDINGS CO LTD | ** | 128,178 | ||||||
SAWIT SUMBERMAS SA IDR100 | ** | 89,772 | ||||||
SB TECHNOLOGY CORP NPV | ** | 99,420 | ||||||
SBA COMMUNICATIONS CORP COM USD0.01 CL A | ** | 1,713,255 | ||||||
SBA TOWER TR 2.328% DUE 07-15-2052 | ** | 1,593,241 | ||||||
SBA TOWER TR 2.328% DUE 07-15-2052 | ** | 1,928,660 | ||||||
SBERBANK OF RUSSIA | ** | 426,586 | ||||||
SBERBANK OF RUSSIA SPON ADR | ** | 1,065 | ||||||
SCALES CORP LT NPV | ** | 81,658 | ||||||
SCANDIC HOTELS GRO NPV | ** | 88,878 | ||||||
SCANSOURCE INC COM | ** | 245,419 | ||||||
SCATEC ASA NOK0.025 | ** | 108,832 | ||||||
SCENTRE GROUP TR 1 FIXED 3.5% DUE 02-12-2025 | ** | 23,943 | ||||||
SCHAEFFLER AG NPV (NON VTG PRF SHS) | ** | 193,575 | ||||||
SCHAEFFLER INDIA INR2 POST SUBD | ** | 208,198 | ||||||
SCHLUMBERGER FIN CDA LTD 1.4% DUE 09-17-2025/09-18-2020 REG | ** | 925,897 | ||||||
SCHLUMBERGER LTD COM COM | ** | 10,681,629 | ||||||
SCHNEIDER ELECTRIC EUR4.00 | ** | 12,509,108 | ||||||
SCHNEIDER NATL INC WIS CL B CL B | ** | 806,411 | ||||||
SCHOLASTIC CORP COM | ** | 1,024,145 | ||||||
SCHWAB CHARLES .9% DUE 03-11-2026 | ** | 3,347,169 | ||||||
SCHWAB CHARLES 2.65% DUE 01-25-2023 | ** | 2,375,940 | ||||||
SCHWAB CHARLES 3.2% DUE 01-25-2028 | ** | 303,321 | ||||||
SCHWAB CHARLES 3.2% DUE 03-02-2027 | ** | 84,627 | ||||||
SCHWAB CHARLES 3.85% DUE 05-21-2025 | ** | 1,192,015 | ||||||
SCHWAB CHARLES CORP 0.75% DUE 03-18-2024 | ** | 951,631 | ||||||
SCHWAB CHARLES CORP COM NEW | ** | 77,598 | ||||||
SCHWAB(CHARLES)CORP 1.95% 12-01-2031 BEO | ** | 6,828,232 | ||||||
SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001 | ** | 783,055 | ||||||
SCIENTECH CORPORAT TWD10 | ** | 93,703 | ||||||
SCOR SE EUR7.876972 | ** | 46,467 | ||||||
SCREEN HOLDINGS CO LTD NPV | ** | 814,294 | ||||||
SCROLL CORP NPV | ** | 31,342 | ||||||
SCULPTOR CLO XXV LTD / SCULPTOR CLO 0% 01-15-2031 | ** | 3,181,991 | ||||||
SEAGEN INC COM | ** | 928,742 | ||||||
SEAH STEEL HOLDINGS CORPORATION | ** | 155,747 | ||||||
SEAWORLD ENTMT INC COM | ** | 1,069,344 | ||||||
SEBANG CO LTD KRW500 | ** | 134,914 | ||||||
SECTRA AB SER B NPV (POST SPLIT) | ** | 114,719 | ||||||
SECURE ENERGY SERV COM NPV | ** | 87,165 | ||||||
SECUREWORKS CORP CL A CL A | ** | 9,949 | ||||||
SEEGENE INC KRW500 | ** | 46,594 | ||||||
SEGA SAMMY HLDGS I NPV | ** | 196,756 | ||||||
SEIKO GROUP CORPORATION NPV | ** | 458,884 | ||||||
SEINO HOLDINGS NPV | ** | 44,412 | ||||||
SELECTQUOTE INC COM | ** | 27,700 | ||||||
SEMBCORP INDUSTRIE NPV | ** | 53,931 | ||||||
SEMIRARA MINING AND POWER CORP PHP1 | ** | 84,198 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SEMLER SCIENTIFIC INC COM | ** | 17,094 | ||||||
SEMPRA 6% DUE 10-15-2039 | ** | 183,228 | ||||||
SEMPRA ENERGY 3.3% 04-01-2025 | ** | 1,933,717 | ||||||
SEMTECH CORP COM | ** | 1,464,137 | ||||||
SENAO NETWORKS INC TWD10 | ** | 25,898 | ||||||
SENKO GROUP HOLDIN NPV | ** | 39,494 | ||||||
SENTINELONE INC CL A COM CL A COM | ** | 286,533 | ||||||
SEOWONINTECH CO KRW500 | ** | 119,466 | ||||||
SEOYON CO LTD | ** | 81,839 | ||||||
SEOYON E-HWA CO LTD | ** | 199,453 | ||||||
SERBIA (REPUBLIC) 3.125% 15/05/2027 | ** | 1,290,790 | ||||||
SERCOMM CORP TWD10 | ** | 531,249 | ||||||
SERIA CO LTD NPV | ** | 171,777 | ||||||
SERVICEMASTER FDG LLC / 2020-1 SR SECD NT CL A-2-I 2.841% 01-30-2051 | ** | 2,092,268 | ||||||
SERVICENOW INC 1.4% DUE 09-01-2030 | ** | 1,945,532 | ||||||
SERVICENOW INC COM USD0.001 | ** | 2,464,738 | ||||||
SESHASAYEE PAPER AND BOARDS LTD | ** | 28,641 | ||||||
SEVERSTAL PJSC GDR EACH REPR 1 ORD 'REGS' | ** | 994 | ||||||
SFO COML MTG TR FLTG RT 6.259% DUE 05-15-2038 | ** | 2,974,014 | ||||||
SFS GROUP AG CHF0.1 (REGD) | ** | 448,281 | ||||||
SG COML MTG SECS 3.055% DUE 10-10-2048 | ** | 3,042,289 | ||||||
SGC ETEC E&C CO LT KRW5000 | ** | 23,514 | ||||||
SHANGHAI HAOHAI BIOLOGICAL TECH CO H CNY1 | ** | 18,885 | ||||||
SHANTHI GEARS INR1 | ** | 81,377 | ||||||
SHAWCOR LTD NEW COM NPV | ** | 600,323 | ||||||
SHELL INTL FIN B V 2.75% DUE 04-06-2030 | ** | 1,652,369 | ||||||
SHELL INTL FIN B V 3.25% DUE 04-06-2050 | ** | 852,729 | ||||||
SHELL INTL FIN B V 4% DUE 05-10-2046 | ** | 137,895 | ||||||
SHELL INTL FIN B V 4.125% DUE 05-11-2035 | ** | 146,207 | ||||||
SHELTER GROWTH CRE 2022-FL4 ISSUER 3.416% 06-19-2037 | ** | 1,659,605 | ||||||
SHERWIN-WILLIAMS 3.45% DUE 06-01-2027 | ** | 50,606 | ||||||
SHERWIN-WILLIAMS CO 4.05% DUE 08-08-2024BEO | ** | 5,094,826 | ||||||
SHERWIN-WILLIAMS CO 4.25% DUE 08-08-2025BEO | ** | 1,066,963 | ||||||
SHERWIN-WILLIAMS CO COM | ** | 10,414,040 | ||||||
SHIBAURA MACHINE CO LTD | ** | 601,660 | ||||||
SHIBUYA CORPORATIO NPV | ** | 38,333 | ||||||
SHIFT4 PMTS INC CL A CL A | ** | 1,089,852 | ||||||
SHIMOJIMA CO LTD NPV | ** | 41,013 | ||||||
SHIN KONG NO.1 REI NO.1 REIT TWD10 | ** | 38,166 | ||||||
SHIN NIPPON BIOMED NPV | ** | 518,989 | ||||||
SHINDENGEN ELECTRC NPV | ** | 49,937 | ||||||
SHIN-ETSU CHEMICAL NPV | ** | 2,090,454 | ||||||
SHINNIHON CORP NPV | ** | 147,368 | ||||||
SHINNIHONSEIYAKU C NPV | ** | 82,565 | ||||||
SHINSHO CORP NPV | ** | 58,433 | ||||||
SHINYOUNG SECUR KRW5000 | ** | 55,746 | ||||||
SHIONOGI & CO LTD NPV | ** | 444,241 | ||||||
SHIRE ACQUISITIONS 2.875% DUE 09-23-2023 | ** | 1,844,971 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SHIRE ACQUISITIONS 2.875% DUE 09-23-2023 | ** | 1,700,072 | ||||||
SHIRE ACQUISITIONS 3.2% DUE 09-23-2026 | ** | 3,945,106 | ||||||
SHOCKWAVE MED INC COM | ** | 2,612,069 | ||||||
SHOPIFY INC CL A SHOPIFY INC | ** | 3,014,390 | ||||||
SHOPRITE HLDGS LTD ZAR0.01134 | ** | 446,807 | ||||||
SHOUGANG FUSHAN INTL ENERGY HKD0.10 | ** | 249,480 | ||||||
SIAM GLOBAL HOUSE THB1(LOCAL) | ** | 148,639 | ||||||
SIERRA TIMESHARE 2020-2 RECEIVABLES VACATION TIMESHARE LN 2.32% 07-20-2037 | ** | 434,893 | ||||||
SIERRA TIMESHARE 2021-1 RECEIVABLES VACATION TIMESHARE LN BKD .99 11-20-2037 | ** | 892,882 | ||||||
SIGNATURE BK NY N Y COM | ** | 668,276 | ||||||
SIGNIFY NV EUR0.01 | ** | 231,987 | ||||||
SIHUAN PHARM HLDG COMSTK | ** | 27,508 | ||||||
SIKA AG CHF0.01 (REG) | ** | 3,557,935 | ||||||
SILERGY CORP TWD2.5 | ** | 507,175 | ||||||
SILICOM LTD COM STK | ** | 214,122 | ||||||
SILICON LABORATORIES INC COM | ** | 2,939,426 | ||||||
SILK RD MED INC COM | ** | 2,166,850 | ||||||
SILTRONIC AG NPV | ** | 115,427 | ||||||
SILVERCORP METALS COM NPV | ** | 906,769 | ||||||
SILVERCORP METALS INC COM SILVERCORP METALS INC | ** | 52,854 | ||||||
SIMON PPTY GROUP L FIXED 2.45% 09-13-2029 | ** | 397,242 | ||||||
SIMON PPTY GROUP L FIXED 3.25% 09-13-2049 | ** | 133,410 | ||||||
SIMON PROPERTY GROUP INC COM | ** | 4,603,689 | ||||||
SIMPLO TECHNOLOGY TWD10 | ** | 111,272 | ||||||
SIMPLY GOOD FOODS CO COM | ** | 515,383 | ||||||
SIMULATIONS PLUS INC COM | ** | 2,875,865 | ||||||
SINBON ELECTRONICS TWD10 | ** | 71,578 | ||||||
SINFONIA TECH CO LTD | ** | 103,893 | ||||||
SINGAPORE TECHNOLOGIES ENGINEERING | ** | 859,980 | ||||||
SINGATRON ENTERPRI CO | ** | 63,093 | ||||||
SINKO INDUSTRIES NPV | ** | 42,711 | ||||||
SINO-AMERICAN SILI TWD10 | ** | 485,644 | ||||||
SINOFERT HOLDINGS HKD0.1 | ** | 29,943 | ||||||
SINOPEC ENGINEERIN 'H' CNY1 | ** | 196,001 | ||||||
SINOPEC KANTONS HL HKD0.10 | ** | 9,827 | ||||||
SIRCA PAINTS INDIA INR10 | ** | 76,720 | ||||||
SITEONE LANDSCAPE SUPPLY INC COM | ** | 1,774,348 | ||||||
SITIME CORP COM | ** | 409,021 | ||||||
SITIO ROYALTIES CORP COM CL A | ** | 2,042,843 | ||||||
SK HYNIX INC 000660 | ** | 196,165 | ||||||
SKANDINAVISKA ENSKILDA BANKEN AB 3.7% 06-09-2025 | ** | 1,606,195 | ||||||
SKF INDIA INR10 | ** | 188,111 | ||||||
SKY NETWORK TELEVI NPV | ** | 160,150 | ||||||
SKYLINE CHAMPION CORPORATION COM USD0.0277 | ** | 5,302,955 | ||||||
SKYWORKS SOLUTIONS INC SR NT .9% 06-01-2023 | ** | 1,960,412 | ||||||
SKYWORKS SOLUTIONS INC SR NT .9% 06-01-2023 | ** | 1,269,367 | ||||||
SKYWORTH GROUP LIMITED | ** | 78,976 | ||||||
SLC STUD LN TR FLTG RT 4.929% DUE 09-15-2039 | ** | 1,619,188 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SLC STUDENT LN TR 2010-1 NT CL IA-1 FLTGRATE 11-25-2042 REG | ** | 686,591 | ||||||
SLEEP NUMBER CORP COM | ** | 382,919 | ||||||
SLM CORP COM | ** | 2,128,336 | ||||||
SLM PRIVATE CR STUDENT LN TR 2006-B A5 12-15-2039 BEO | ** | 2,438,695 | ||||||
SLM PRIVATE CR STUDENT LN TR 2007-A STUDLN BACKED NT A-4 FLTG 12-16-2041BEO | ** | 6,273,391 | ||||||
SLM PRIVATE CR STUDENT LOAN TRUST 2004-A06-15-2033 REG | ** | 2,254,966 | ||||||
SLM STUDENT LN 3-7 3.8%-FRN A/BKD 15/12/33 EUR | ** | 212,167 | ||||||
SLM STUDENT LN TR 2005-4 CL A-3 VAR RT DUE 01-25-2027 | ** | 71,856 | ||||||
SLM STUDENT LN TR 2008 9 STUDENT LOAN BKD NTS CL A FLTG 04-25-2023 REG | ** | 3,603,103 | ||||||
SLM STUDENT LN TR SER 05-8 CL A5 VAR 01-25-2040 | ** | 4,058,527 | ||||||
SM ENERGY CO COM | ** | 1,330,123 | ||||||
SMALL BUSINESS 5.67999982834% DUE 06-01-2028 | ** | 36,016 | ||||||
SMALL BUSINESS ADMINISTRATION SER 2019-10A CL 1 3.113% 03-10-2029 | ** | 1,063,007 | ||||||
SMART GLOBAL HOLDINGS INC COMN STOCK | ** | 265,608 | ||||||
SMART METERING SYSTEMS PLC | ** | 42,330 | ||||||
SMART-CORE HOLDING USD0.00001 | ** | 31,508 | ||||||
SMARTSHEET INC CL A CL A | ** | 1,248,932 | ||||||
SMB PRIVATE ED LN TR 2021-C 5.25443% 01-15-2053 | ** | 469,432 | ||||||
SMB PRIVATE ED LN TR 2021-E PVT ED LN BKS NTS CL A-1A 1.68% 02-15-2051 | ** | 1,521,953 | ||||||
SMB PVT ED LN TR 4.48% DUE 05-16-2050 | ** | 3,017,437 | ||||||
SMBC AVIATION CAP 4.125% DUE 07-15-2023 | ** | 1,286,262 | ||||||
SMBC AVIATION CAP 4.125% DUE 07-15-2023 | ** | 1,652,352 | ||||||
SMC CORP NPV | ** | 4,170,238 | ||||||
SMITH A O CORP COM | ** | 1,522,584 | ||||||
SMITH(DS) ORD GBP0.10 | ** | 725,355 | ||||||
SMITHS NEWS PLC | ** | 80,681 | ||||||
SMK CORP NPV | ** | 43,787 | ||||||
SNAP INC SNAP INC | ** | 610,927 | ||||||
SNAP-ON INC COM | ** | 3,438,775 | ||||||
SNOWFLAKE INC CL A CL A | ** | 6,488,726 | ||||||
SNT ENERGY CO LTD | ** | 27,581 | ||||||
SOCIETE GENERALE 2.625% DUE 01-22-2025 | ** | 470,384 | ||||||
SOCIETE GENERALE 2.625% DUE 01-22-2025 | ** | 10,635,378 | ||||||
SODEXHO EUR4 | ** | 2,447,793 | ||||||
SODICK CO LTD NPV | ** | 226,222 | ||||||
SOFI PROFESSIONAL LN PROGRAM 2020-C POSTGRADUATE LN AST BKD NT 1.95% 02-15-2046 | ** | 632,300 | ||||||
SOLAR A/S SER'B'DKK100 | ** | 109,179 | ||||||
SOLARIA ENERGIA Y COMSTK | ** | 310,960 | ||||||
SOLASTO CORPORATIO NPV | ** | 44,446 | ||||||
SOLID NPV | ** | 59,211 | ||||||
SOLVAY SA NPV | ** | 1,972,900 | ||||||
SONOCO PROD CO COM | ** | 3,728,747 | ||||||
SONOCO PRODS CO NT 2.25% 02-01-2027 | ** | 1,651,776 | ||||||
SONOS INC COM | ** | 1,007,916 | ||||||
SONOVA HOLDING AG COMMON STOCK | ** | 1,921,127 | ||||||
SONY GROUP CORPORA NPV | ** | 5,521,551 | ||||||
SOOSAN HEAVY IND KRW500 | ** | 35,569 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SOPRA STERIA GROUP | ** | 221,523 | ||||||
SOUND POINT CLO LTD 0.0% 20/10/2028 0% 10-20-2028 | ** | 270,388 | ||||||
SOUND PT CLO XV LTD / SOUND PT CLO SR SECD NT CL A-RR 144A 5.71529% 01-23-2029 | ** | 443,308 | ||||||
SOUTH AFRICA REP NT 5.375% DUE 07-24-2044 REG | ** | 150,010 | ||||||
SOUTH AFRICA(REPUBLIC OF) 10.5% BDS 21/12/2026 ZAR1 'R186' | ** | 8,710,814 | ||||||
SOUTH32 LTD NPV | ** | 3,288,623 | ||||||
SOUTHERN CALIF EDISON CO 1ST & REF MTG FLTG RT 04-01-2024 | ** | 3,876,903 | ||||||
SOUTHERN CALIF EDISON CO 1ST & REF MTG SER 2021 1.1% 04-01-2024 | ** | 95,008 | ||||||
SOUTHERN CALIF EDISON CO 1ST & REF MTG SER 2021 1.1% 04-01-2024 | ** | 6,389,319 | ||||||
SOUTHERN CALIF EDISON CO 1ST & REF MTG SER 2021 FLTG 4.97856% 04-03-2023 | ** | 199,700 | ||||||
SOUTHERN CALIF EDISON CO 3.5 DUE 10-01-2023 | ** | 883,960 | ||||||
SOUTHERN CALIF EDISON CO 4.2% 03-01-2029 | ** | 381,457 | ||||||
SOUTHERN CALIF EDISON CO SR NT 2.75% 02-01-2032 | ** | 1,763,904 | ||||||
SOUTHERN CO 2.95% DUE 07-01-2023 | ** | 693,635 | ||||||
SOUTHERN CO 3.7% DUE 04-30-2030 REG | ** | 1,448,618 | ||||||
SOUTHERN CO COM STK | ** | 13,884,746 | ||||||
SOUTHERN CO FIXED .6% DUE 02-26-2024 | ** | 2,463,121 | ||||||
SOUTHERN COPPER CORP DEL RT 3.875% DUE 04-23-2025 | ** | 2,373,755 | ||||||
SOUTHERN CROSS ELE NPV | ** | 19,598 | ||||||
SOUTHERN PWR CO 5.15% DUE 09-15-2041 | ** | 54,516 | ||||||
SOUTHN CAL EDISON 1.2% DUE 02-01-2026 | ** | 266,322 | ||||||
SOUTHN CAL EDISON 1.2% DUE 02-01-2026 | ** | 1,509,160 | ||||||
SOUTHN CAL EDISON 2.85% DUE 08-01-2029 | ** | 610,529 | ||||||
SOUTHN CAL EDISON 3.4% DUE 06-01-2023 | ** | 991,963 | ||||||
SOUTHN CAL EDISON 3.65% DUE 03-01-2028 | ** | 326,808 | ||||||
SOUTHN CAL EDISON 4% DUE 04-01-2047 | ** | 74,531 | ||||||
SOUTHN CAL EDISON CO 5.55 DUE 01-15-2036BEO | ** | 152,346 | ||||||
SOUTHN CO GAS CAP 2.45% DUE 10-01-2023 | ** | 1,688,301 | ||||||
SOUTHN COPPER CORP 5.25% DUE 11-08-2042 | ** | 2,756,453 | ||||||
SOUTHN NAT GAS CO 8% DUE 03-01-2032 | ** | 91,315 | ||||||
SOUTHSTATE CORP COM | ** | 1,406,322 | ||||||
SOUTHWEST GAS HLDGS INC COM | ** | 862,669 | ||||||
SOUTHWESTERN ELEC PWR CO SR NT SER N 1.65% 03-15-2026 | ** | 438,682 | ||||||
SOUTHWESTERN PUBLIC SERVICE CO 3.75% 06-15-2049 | ** | 192,749 | ||||||
SOUTHWESTN ELEC 3.9% DUE 04-01-2045 | ** | 73,446 | ||||||
SOVOS BRANDS INC COM | ** | 1,723,207 | ||||||
SPACE CO LTD NPV | ** | 26,587 | ||||||
SPAIN(KINGDOM OF) 3.45% SNR 30/07/66 EUR1000 | ** | 764,578 | ||||||
SPAIN(KINGDOM OF) TBOND 1.45% 31/10/2071 | ** | 75,147 | ||||||
SPAREBANKEN VEST NOK25 GRUNNFONDSBEVIS | ** | 26,263 | ||||||
SPEEDY HIRE ORD GBP0.05 | ** | 50,322 | ||||||
SPEEE INC NPV | ** | 56,649 | ||||||
SPIN MASTER CORP SUB VTG NPV | ** | 3,437,866 | ||||||
SPIRE MO INC 4.724911% 12-02-2024 | ** | 5,947,303 | ||||||
SPIRIT AEROSYSTEMS 4.6% DUE 06-15-2028 | ** | 1,291,329 | ||||||
SPIRIT AEROSYSTEMS HLDGS INC CL A | ** | 310,682 | ||||||
SPIRIT AIRLS CL AA PASS THRU CTFS 3.375%08-15-2031 | ** | 39,697 | ||||||
SPIRIT RLTY L P 3.2% DUE 02-15-2031 | ** | 400,274 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SPIRIT RLTY L P SR NT 2.7% 02-15-2032 | ** | 742,455 | ||||||
SPLUNK INC COMSTK COM USD0.001 | ** | 6,457 | ||||||
SPORTRADAR GROUP AG | ** | 118,723 | ||||||
SPORTS TOTO BHD NPV | ** | 44,536 | ||||||
SPOTIFY TECHNOLOGY S A COM EUR0.025 | ** | 3,435,509 | ||||||
SPROUT SOCIAL INC COM CL A COM CL A | ** | 1,894,233 | ||||||
SPROUTS FMRS MKT INC COM | ** | 1,481,186 | ||||||
SQUARESPACE INC CL A CL A | ** | 299,428 | ||||||
SRA HOLDINGS INC NPV | ** | 98,746 | ||||||
SREIT TR 2021-IND FLTG RT 5.159% DUE 10-15-2038 | ** | 1,920,366 | ||||||
SRINANAPORN MARKET THB0.5 (NVDR) | ** | 234,573 | ||||||
SSAB AB SER'A'NPV | ** | 473,455 | ||||||
SSR MNG INC COM NPV | ** | 171,242 | ||||||
SSY GROUP LIMITED HKD0.02 | ** | 110,443 | ||||||
STAAR SURGICAL CO COM NEW PAR $0.01 COM NEW PAR $0.01 | ** | 723,100 | ||||||
STABILUS SE COMMON STOCK | ** | 647,134 | ||||||
STAG INDL INC COM | ** | 5,772,537 | ||||||
STANDARD CHARTERED BK US DISC COML PAPER4/2 YRS 3&4 06-06-2023 | ** | 2,918,483 | ||||||
STANDARD CHARTERED PLC SHS | ** | 1,640,721 | ||||||
STANDARD CHARTERED PLC 1.456% 01-14-2027 | ** | 407,262 | ||||||
STANLEY BLACK & DECKER INC COM | ** | 7,605,975 | ||||||
STANTEC INC COM | ** | 493,202 | ||||||
STAR MICRONICS CO NPV | ** | 844,194 | ||||||
STARBUCKS CORP COM | ** | 15,778,157 | ||||||
STARBUCKS CORP FIXED 2.55% DUE 11-15-2030 | ** | 84,331 | ||||||
STARTS PROCEED INV REIT | ** | 44,886 | ||||||
STARWOOD MTG 1.172% DUE 05-25-2065 | ** | 298,334 | ||||||
STARWOOD MTG 1.431% DUE 05-25-2065 | ** | 431,371 | ||||||
STARWOOD MTG 1.486% DUE 04-25-2065 | ** | 98,585 | ||||||
STARWOOD PPTY TR INC SR NT 144A 4.375% 01-15-2027 | ** | 1,750,151 | ||||||
STATE STR CORP 2.354% DUE 11-01-2025 | ** | 1,729,581 | ||||||
STATE STR CORP 2.901% DUE 03-30-2026 BEO | ** | 2,542,937 | ||||||
STATE STR CORP 3.152% 03-30-2031 | ** | 661,958 | ||||||
STATE STR CORP COM | ** | 11,108,024 | ||||||
STD CHARTERED PLC 2.678% DUE 06-29-2032 | ** | 4,220,915 | ||||||
STEEL DYNAMICS INC 1.65% DUE 10-15-2027 | ** | 163,654 | ||||||
STEEL DYNAMICS INC 3.25% DUE 10-15-2050 | ** | 127,212 | ||||||
STEEL DYNAMICS INC 3.45% DUE 04-15-2030 BEO | ** | 88,210 | ||||||
STEEL DYNAMICS INC COM | ** | 2,003,729 | ||||||
STEELCASE INC CL A COM | ** | 2,732,619 | ||||||
STELLA INTL HLDG HKD0.1 | ** | 25,426 | ||||||
STELLA JONES INC COM NPV | ** | 1,693,786 | ||||||
STEPSTONE GROUP INC CL A CL A | ** | 479,528 | ||||||
STERLING INFRASTRUCTURE INC COM STK USD0.01 | ** | 105,878 | ||||||
STEWART INFORMATION SVCS CORP COM | ** | 478,448 | ||||||
STHREE PLC ORD GBP0.01 | ** | 215,363 | ||||||
STIC INVESTMENT INC KRW500 | ** | 54,959 | ||||||
STICHTING AK RABOBANK CERTIFICATEN 6.5% 31/12/2049 | ** | 431,840 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
STILLFRONT GP AB NPV | ** | 67,427 | ||||||
STMICROELECTRONICS EUR1.04 | ** | 3,078,894 | ||||||
STOKE THERAPEUTICS INC COM | ** | 46,224 | ||||||
STOLT-NIELSEN LTD USD1 | ** | 1,356,528 | ||||||
STONEX GROUP INC COM | ** | 305,341 | ||||||
STRATTON MORT21 FRN M/BKD 07/2060 GBP 'A' | ** | 782,897 | ||||||
STRUCTURED ASSET INVT LN TR 2003-BC2 MTGPASSTHRU CTF CL A2 VAR 04-25-2033 REG | ** | 128,179 | ||||||
STRUCTURED ASSET INVT LN TR 2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG | ** | 218,517 | ||||||
STRUCTURED AST INVT LN TR 2004-7 MTG PASSTHRU CTF CL A8 VAR 08-25-2034 REG | ** | 3,063,754 | ||||||
STRYKER CORP | ** | 19,117,651 | ||||||
STRYKER CORP .6% DUE 12-01-2023 | ** | 2,510,450 | ||||||
SUEDZUCKER AG NPV | ** | 131,663 | ||||||
SUGENTECH INCORPOR KRW500 | ** | 23,267 | ||||||
SUGI HOLDINGS NPV | ** | 213,544 | ||||||
SUMBER ALFARIA IDR10 | ** | 568,403 | ||||||
SUMITOMO MITSUI .948% DUE 01-12-2026 | ** | 3,235,866 | ||||||
SUMITOMO MITSUI 1.474% DUE 07-08-2025 | ** | 11,112,657 | ||||||
SUMITOMO MITSUI 2.632% DUE 07-14-2026 | ** | 137,519 | ||||||
SUMITOMO MITSUI BANKING 3.4 07-11-2024 | ** | 5,722,916 | ||||||
SUMITOMO MITSUI BKG CORP NY 31/07/2023 DTD 11-02-2022 VAR RT DUE 07-31-2023 | ** | 8,915,899 | ||||||
SUMITOMO MITSUI FINANCIAL GROUP INC SR NT FLTG DUE 01-17-2023 REG | ** | 4,714,955 | ||||||
SUMITOMO MITSUI FINL GROUP INC FIXED 3.04% 07-16-2029 | ** | 953,829 | ||||||
SUMITOMO MITSUI FINL GROUP INC SR NT 1.902% 09-17-2028 | ** | 1,651,386 | ||||||
SUMITOMO MITSUI FINL GROUP INC SUMIBK 2.696% 07-16-2024 BEO | ** | 3,068,128 | ||||||
SUMITOMO PHARMA CO LTD NPV | ** | 51,485 | ||||||
SUMITOMO SEIKA NPV | ** | 145,155 | ||||||
SUN FRONTIER FUDOS NPV | ** | 391,352 | ||||||
SUN KING TECHNOLOGY GROUP LTD | ** | 93,817 | ||||||
SUN LIFE FINL INC COM NPV | ** | 1,591,022 | ||||||
SUNAC CHINA HLDGS HKD0.10 | ** | 108,559 | ||||||
SUNCOR ENERGY INC 4% DUE 11-15-2047 | ** | 305,392 | ||||||
SUNCOR ENERGY INC COM NPV 'NEW' | ** | 2,811,157 | ||||||
SUNCOR ENERGY INC NEW COM STK | ** | 4,147,111 | ||||||
SUNDRUG CO LTD NPV | ** | 216,602 | ||||||
SUNLAND GROUP LTD NPV | ** | 137,727 | ||||||
SUNNOVA ENERGY INTL INC COM | ** | 103,882 | ||||||
SUNOCO LOGISTICS 3.45% DUE 01-15-2023 | ** | 2,822,641 | ||||||
SUNOCO LOGISTICS 3.9% DUE 07-15-2026 | ** | 236,296 | ||||||
SUNOCO LOGISTICS PARTNER 4.0% 10-01-2027 | ** | 1,734,014 | ||||||
SUNOCO LOGISTICS PARTNERS 5.4% 10-01-2047 | ** | 414,225 | ||||||
SUNONWEALTH ELECTR TWD10 | ** | 69,464 | ||||||
SUNREX TECHNOLOGY TWD10 | ** | 53,233 | ||||||
SUNRUN INC COM | ** | 103,214 | ||||||
SUPALAI PUBLIC CO THB1(NVDR) | ** | 1,328,765 | ||||||
SUPER HI INTERNATIONAL HOLDING LTD COM | ** | 43,046 | ||||||
SUPER RETAIL GROUP LTD G NPV | ** | 419,074 | ||||||
SUPREMA INC | ** | 44,550 | ||||||
SUPREMEX INC COM NPV | ** | 93,317 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
SURGERY PARTNERS INC COM | ** | 573,916 | ||||||
SURGUTNEFTEGAS PJS RUB1(RUB) | ** | 57,882 | ||||||
SUSCO PCL THB1(NVDR) | ** | 124,912 | ||||||
SUTRO BIOPHARMA INC COM | ** | 158,481 | ||||||
SUTTER HEALTH 3.361% DUE 08-15-2050 | ** | 5,601,340 | ||||||
SUZANO AUSTRIA FIXED 6% DUE 01-15-2029 | ** | 4,683,819 | ||||||
SVB FINANCIAL GROUP COMMON STOCK | ** | 411,951 | ||||||
SVENSKA HANDELSBANKEN AB MEDIUM TRANCHE # TR 00009 3.65% 06-10-2025 | ** | 1,607,345 | ||||||
SWATCH GROUP CHF2.25(BR) | ** | 3,971,152 | ||||||
SWEDBANK AB MEDIUM 1.3% DUE 06-02-2023 | ** | 1,198,055 | ||||||
SWEDISH ORPHAN BIOVITRUM AB NPV | ** | 150,066 | ||||||
SWISS INSD BRAZIL 9.85% 16/07/2032 DUAL CURR | ** | 711,901 | ||||||
SWISSQUOTE GP HLDG CHF0.20 (REGD)(POST SUBD) | ** | 550,767 | ||||||
SYDBANK DKK10 | ** | 774,390 | ||||||
SYLVAMO CORP COM | ** | 481,916 | ||||||
SYNAPTICS INC COM | ** | 1,912,621 | ||||||
SYNCHRONY FINL 4.5% DUE 07-23-2025 | ** | 922,460 | ||||||
SYNCHRONY FINL 4.875% 06-13-2025 | ** | 2,062,425 | ||||||
SYNCHRONY FINL COM | ** | 1,333,130 | ||||||
SYNDAX PHARMACEUTICALS INC COM | ** | 288,603 | ||||||
SYNEOS HEALTH INC COM | ** | 4,822,613 | ||||||
SYNGENTA FIN N V 4.441% DUE 04-24-2023 | ** | 1,991,020 | ||||||
SYNLAIT MILK LTD NPV | ** | 250,479 | ||||||
SYNMOSA BIOPHARMA TWD10 | ** | 218,659 | ||||||
SYNOVUS FINL CORP COM NEW COM NEW | ** | 2,917,034 | ||||||
SYS INFORMATION CO NPV | ** | 25,656 | ||||||
SYSCOM PUTER TWD10 | ** | 87,944 | ||||||
SYSTEM SUPPORT INC NPV | ** | 28,771 | ||||||
SYUPPIN CO LTD NPV | ** | 39,503 | ||||||
T.K. CORPN KRW500 | ** | 80,395 | ||||||
TABCORP HOLDINGS LTD NPV | ** | 48,333 | ||||||
TABOOLA COM LTD COM NPV | ** | 313,057 | ||||||
TABULA RASA HEALTHCARE INC COM | ** | 18,231 | ||||||
TAC CONSUMER PCL THB0.25 (NVDR) | ** | 121,717 | ||||||
TACTILE SYS TECHNOLOGY INC COM | ** | 10,917 | ||||||
TAE KYUNG INDL KRW500 | ** | 62,495 | ||||||
TAEYOUNG ENG&CON KRW500 | ** | 9,424 | ||||||
TAG IMMOBILIEN AG NPV | ** | 416,807 | ||||||
TAI HING GROUP HOL HKD0.01 | ** | 77,980 | ||||||
TAIDOC TECHNOLOGY TWD10 | ** | 30,095 | ||||||
TAIHEI DENGYO NPV | ** | 27,220 | ||||||
TAISHO HOLDIN | ** | 312,100 | ||||||
TAIWAN HON CHUAN E TWD10 | ** | 268,907 | ||||||
TAIWAN SURFACE MOU TWD10 | ** | 440,143 | ||||||
TAIYO HLDG CO LTD NPV | ** | 47,471 | ||||||
TAJ GVK HOTELS INR2 | ** | 36,876 | ||||||
TAKAMATSU CONSTRUCTION GROUP NPV | ** | 50,798 | ||||||
TAKARA HOLDINGS INC JPY50 | ** | 150,479 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
TAKEDA FIXED 4.4% DUE 11-26-2023 | ** | 1,784,456 | ||||||
TAKEDA FIXED 5% DUE 11-26-2028 | ** | 496,733 | ||||||
TAKEDA PHARMACEUTICAL CO LTD 2.05% DUE 03-31-2030 BEO | ** | 655,116 | ||||||
TAKEDA PHARMACEUTICAL CO LTD SR NT 3.175% 07-09-2050 | ** | 256,390 | ||||||
TAKE-TWO INTERACTIVE SOFTWARE INC 3.55% 04-14-2025 | ** | 1,728,706 | ||||||
TAKE-TWO INTERACTIVE SOFTWARE INC 3.7% 04-14-2027 | ** | 329,845 | ||||||
TAKUMA CO LTD NPV | ** | 313,559 | ||||||
TALANX AG NPV | ** | 918,813 | ||||||
TAMILNADU PETRO PR INR10 | ** | 24,101 | ||||||
TAOKAENOI FOOD & THB0.25(NVDR) | ** | 237,593 | ||||||
TARGA RES CORP 4.2% 02-01-2033 | ** | 185,668 | ||||||
TARGA RES FIXED 5.2% DUE 07-01-2027 | ** | 1,639,225 | ||||||
TARGET CORP 2.25% DUE 04-15-2025 | ** | 6,305,107 | ||||||
TARGET CORP 4.5% DUE 09-15-2032 BEO | ** | 4,954,520 | ||||||
TARGET CORP COM STK | ** | 10,392,410 | ||||||
TATA CHEMICALS INR10 | ** | 114,807 | ||||||
TATA COMMUNICATIONS LIMITED INR10 | ** | 27,806 | ||||||
TATA CONSULTANCY S INR1 | ** | 3,272,761 | ||||||
TATNEFT PJSC RUB1(RUB) | ** | 192,421 | ||||||
TAYLOR MORRISON HOME CORP COM USD0.00001 | ** | 407,449 | ||||||
TBC BANK GROUP PLC ORD GBP0.01 | ** | 181,256 | ||||||
TC PIPELINES LP 4.375% DUE 03-13-2025 | ** | 587,390 | ||||||
TCW CLO 2019-2 LTD FLTG RT 5.91904% DUE 10-20-2032 | ** | 9,302,571 | ||||||
TD SYNNEX CORPORATION COM USD0.001 | ** | 334,232 | ||||||
TE CONNECTIVITY LTD | ** | 6,656,793 | ||||||
TEACHERS INS & 3.3% DUE 05-15-2050 | ** | 3,483,941 | ||||||
TEACHERS INS & 4.27% DUE 05-15-2047 | ** | 123,516 | ||||||
TEAMVIEWER AG NPV | ** | 358,784 | ||||||
TECHNIP ENERGIES EUR0.01 | ** | 2,658,280 | ||||||
TECHNIPFMC PLC COM USD1 | ** | 432,452 | ||||||
TECHNO ELECTRIC & INR2 | ** | 116,613 | ||||||
TECHNOLOGY ONE NPV | ** | 758,442 | ||||||
TECHNOPRO HLDGS IN NPV | ** | 66,789 | ||||||
TECHWING INC KRW500 | ** | 104,826 | ||||||
TECNOGLASS INC COMMON STOCK | ** | 842,606 | ||||||
TECOM GROUP PJSC AED0.1 | ** | 9,389 | ||||||
TEEKAY CORP COM | ** | 195,356 | ||||||
TEEKAY TANKERS LTD COM USD0.01 (POST REVSPLIT) | ** | 833,472 | ||||||
TEIKOKU ELECTRIC M NPV | ** | 127,084 | ||||||
TEL AVIV STK COM | ** | 42,850 | ||||||
TELADOC HEALTH INC | ** | 1,245,835 | ||||||
TELEDYNE TECHNOLOGIES INC COM | ** | 103,177 | ||||||
TELEDYNE TECHNOLOGIES INC NT .95% 04-01-2024 | ** | 2,577,052 | ||||||
TELEDYNE TECHNOLOGIES INC NT 2.75% 04-01-2031 | ** | 3,928,573 | ||||||
TELEFLEX INC COM | ** | 1,020,987 | ||||||
TELEFONICA FIXED 4.103% DUE 03-08-2027 | ** | 209,026 | ||||||
TELEPHONE & DATA SYS INC COM STK | ** | 432,178 | ||||||
TELIX PHARMACEUTIC NPV | ** | 132,621 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
TELKOM INDONESIA (PERSERO) TBK IDR50 | ** | 2,165,160 | ||||||
TELOS CORP MD COM | ** | 79,557 | ||||||
TEMAIRAZU INC NPV | ** | 87,158 | ||||||
TENABLE HLDGS INC COM | ** | 1,480,983 | ||||||
TENCENT HLDGS LIMITED COMMON STOCK | ** | 6,046,701 | ||||||
TENET HEALTHCARE CORP COM NEW . | ** | 1,194,721 | ||||||
TENN VALLEY AUTHORITY 1.5% 09-15-2031 | ** | 86,624 | ||||||
TENNANT CO COM | ** | 2,838,500 | ||||||
TENNESSEE VALLEY A 0% DUE 04-01-2026 REG | ** | 1,355,842 | ||||||
TENNESSEE VALLEY AUTH FED 0% CPN IO STRIPS DUE 09-15-2026 | ** | 1,470,241 | ||||||
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPNGENERIC INT PMT 04-01-2028 | ** | 2,313,245 | ||||||
TENNESSEE VY AUTH GLOBAL POWER BD SER A 4.625% DUE 09-15-2060 REG | ** | 42,432 | ||||||
TENNESSEE VY AUTH GLOBAL PWR BD SER A 4.25% DUE 09-15-2065 REG | ** | 63,066 | ||||||
TENNESSEE VY AUTH TENN VALLEY AUTH 4.875% DUE 01-15-2048 REG | ** | 307,714 | ||||||
TERADYNE INC COM | ** | 4,724,063 | ||||||
TEREX CORP NEW COM | ** | 1,012,421 | ||||||
TERUMO CORP NPV | ** | 4,315,374 | ||||||
TERWIN MTG TR 2003-6HE ASSET BKD CTF CL A-1 FLTG 11-25-2033 REG | ** | 23,294 | ||||||
TESCO ORD GBP0.0633333 | ** | 3,405,899 | ||||||
TESLA AUTO LEASE 1.68% DUE 02-20-2024 | ** | 173,717 | ||||||
TESLA INC COM USD0.001 | ** | 28,163,506 | ||||||
TESSENDERLO GROUP NPV | ** | 90,512 | ||||||
TETRA TECH INC NEW COM | ** | 2,430,045 | ||||||
TETRA TECHNOLOGIES INC DEL COM | ** | 108,855 | ||||||
TEXAS CAP BANCSHARES INC DEL COM | ** | 1,165,732 | ||||||
TEXAS HEALTH RES FIXED 2.328% DUE 11-15-2050 | ** | 248,950 | ||||||
TEXAS INSTRS INC 1.75% DUE 05-04-2030 | ** | 495,067 | ||||||
TEXAS INSTRS INC 3.875% 03-15-2039 | ** | 309,988 | ||||||
TEXAS INSTRUMENTS INC 4.6% DUE 02-15-2028 BEO | ** | 810,917 | ||||||
TEXAS INSTRUMENTS INC COM | ** | 26,626,690 | ||||||
TEXAS ROADHOUSE INC COMMON STOCK | ** | 6,801,605 | ||||||
TEXTRON INC 3.9% 09-17-2029 | ** | 1,384,712 | ||||||
TEXTRON INC COM | ** | 2,024,030 | ||||||
TEXTRON INC FIXED 2.45% DUE 03-15-2031 | ** | 2,008,672 | ||||||
TG THERAPEUTICS INC COM | ** | 288,333 | ||||||
TGS ASA | ** | 175,308 | ||||||
THAI LIFE INSURANC THB1 (NVDR) | ** | 40,654 | ||||||
THAILAND(KINGDOM) 3.39% GTD SNR 17/06/37THB | ** | 232,522 | ||||||
THAILAND(KINGDOM) 3.45% SNR 17/06/43 THB1000 | ** | 216,354 | ||||||
THALES SA EUR3 | ** | 1,713,767 | ||||||
THE BEAUTY HEALTH CO CL A | ** | 295,222 | ||||||
THE PEOPLE S INSUR 'H'CNY1 | ** | 2,057,412 | ||||||
THE TRADE DESK INC COM CL A COM CL A | ** | 4,391,681 | ||||||
THERAVANCE BIOPHARMA INC COM | ** | 194,555 | ||||||
THERMO FISHER CORP | ** | 23,568,431 | ||||||
THERMO FISHER SCIENTIFIC 1.75% 10-15-2028 | ** | 424,331 | ||||||
THERMO FISHER SCIENTIFIC INC 2.8% 10-15-2041 | ** | 158,810 | ||||||
THERMO FISHER SCIENTIFIC INC 4.8% DUE 11-21-2027 BEO | ** | 3,024,544 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
THK CO LTD NPV | ** | 135,333 | ||||||
THRYV HLDGS INC COM NEW COM NEW | ** | 288,838 | ||||||
THUNGELA RES LTD NPV | ** | 140,710 | ||||||
THUNGELA RESOURCES NPV (DI) | ** | 2,276,182 | ||||||
THYSSENKRUPP AG NPV | ** | 117,934 | ||||||
TIANNENG POWER INT HKD0.10 | ** | 232,263 | ||||||
TIGER BRANDS ZAR0.10 | ** | 357,188 | ||||||
TILLYS INC CL A | ** | 77,296 | ||||||
TIME WARNER CABLE 6.75% DUE 06-15-2039 | ** | 303,574 | ||||||
TIMKEN CO COM | ** | 3,448,131 | ||||||
TIMKEN INDIA INR10 | ** | 285,286 | ||||||
TISCO FINANCIAL GR THB10(NVDR) | ** | 59,031 | ||||||
TITAN INTL INC ILL COM | ** | 1,200,475 | ||||||
TJX COS INC COM NEW | ** | 16,318,876 | ||||||
T-MOBILE US INC COM | ** | 5,081,580 | ||||||
T-MOBILE USA INC 2.05% DUE 02-15-2028 | ** | 193,615 | ||||||
T-MOBILE USA INC 2.25% DUE 02-15-2026 | ** | 2,932,652 | ||||||
T-MOBILE USA INC 2.55% 02-15-2031 | ** | 5,805,020 | ||||||
T-MOBILE USA INC 3.0% DUE 02-15-2041 BEO | ** | 321,539 | ||||||
T-MOBILE USA INC 3.5% 04-15-2025 | ** | 1,877,506 | ||||||
T-MOBILE USA INC 3.875% 04-15-2030 | ** | 5,049,648 | ||||||
T-MOBILE USA INC 5.2% DUE 01-15-2033 BEO | ** | 3,432,999 | ||||||
T-MOBILE USA INC FIXED 3.75% DUE 04-15-2027 | ** | 565,904 | ||||||
T-MOBILE USA INC FIXED 3.75% DUE 04-15-2027 | ** | 5,366,655 | ||||||
T-MOBILE USA INC SR SECD NT 1.5% 02-15-2026 | ** | 5,620,162 | ||||||
TMX GROUP LIMITED COM NPV | ** | 3,600,664 | ||||||
TN VY AUTH FED BOOK ENTRY CPNSTRIPS GENERIC INT PMT 09-15-2028 (UNDDATE) REG | ** | 580,461 | ||||||
TN VY AUTH FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 06-15-2035 (UNDDATE) | ** | 250,394 | ||||||
TN VY AUTH FED ZERO CPN 0% DUE 03-15-2026 | ** | 1,765,807 | ||||||
TOAST INC COM USD0.000001 CLASS A | ** | 296,539 | ||||||
TOBACCO SETTLEMENT FIN AUTH WEST VA AST BACKED 3.151 06-01-2032 BEO TAXABLE | ** | 4,247,276 | ||||||
TOCALO CO LTD NPV | ** | 60,296 | ||||||
TOFU RESTAURANT CO TWD10 | ** | 25,118 | ||||||
TOKUSHU TOKAI PAPER CO LTD NPV | ** | 83,264 | ||||||
TOKYO KIRABOSHI FINANCIAL GROUP INC | ** | 96,927 | ||||||
TOKYO SEIMITSU CO NPV | ** | 417,469 | ||||||
TOKYO STEEL MFG NPV | ** | 471,859 | ||||||
TOKYU CONST(NEW) NPV | ** | 55,914 | ||||||
TOLL BROS INC COM | ** | 35,643 | ||||||
TON YI INDL CORP TWD10 | ** | 171,413 | ||||||
TONG REN TANG TECH 'H'CNY1 | ** | 116,548 | ||||||
TONG YANG INDUSTRY TWD10 | ** | 373,008 | ||||||
TOPBUILD CORP COM | ** | 2,396,018 | ||||||
TOPCO SCIENTIFIC C TWD10 | ** | 229,442 | ||||||
TOPCO TECHNOLOGIES TWD10 | ** | 40,598 | ||||||
TOPCON CORPORATION NPV | ** | 435,124 | ||||||
TOPGOLF CALLAWAY BRANDS CORP | ** | 1,372,625 | ||||||
TOPRE CORPORATION NPV | ** | 38,675 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
TOPVIEW OPTRONICS TWD10 | ** | 40,442 | ||||||
TOREX GOLD RES INC COM NPV (POST REV SPLT) | ** | 587,594 | ||||||
TORONTO DOMINION 3.766% DUE 06-06-2025 | ** | 1,594,298 | ||||||
TORONTO DOMINION 4.108% DUE 06-08-2027 | ** | 2,642,424 | ||||||
TORONTO DOMINION BK 0.45% 09-11-2023 | ** | 1,467,112 | ||||||
TORONTO DOMINION BK 4.456% 06-08-2032 | ** | 1,867,713 | ||||||
TORONTO DOMINION BK N Y BRH INSTL CTF DEDTD 11-02-2022 5.38% CTF DEP 08-01-2023 | ** | 4,586,892 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT .75% DUE 06-12-2023 | ** | 1,767,566 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT 1.15% DUE 06-12-2025 | ** | 839,232 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT.3% DUE 06-02-2023 | ** | 594,130 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NT.7% 09-10-2024 | ** | 1,512,058 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NTFLTG RT 06-02-2023 | ** | 2,544,196 | ||||||
TORONTO DOMINION BK SR MEDIUM TERM BK NTS BOOK ENTRY 1.45% 01-10-2025 | ** | 1,491,547 | ||||||
TORONTO DOMINION FIXED 4.285% DUE 09-13-2024 | ** | 4,632,171 | ||||||
TORONTO-DOMINION BANK 15/09/2027 4.693% 09-15-2027 | ** | 3,465,375 | ||||||
TORONTO-DOMINION BANK MTN 2.8% DUE 03-10-2027 | ** | 3,209,882 | ||||||
TORONTO-DOMINION COM NPV | ** | 4,198,545 | ||||||
TORRENT POWER INR10 | ** | 416,453 | ||||||
TOSHIBA CORP NPV | ** | 1,590,790 | ||||||
TOSHIBA TEC CORP NPV | ** | 251,362 | ||||||
TOSHO CO LTD NPV | ** | 76,668 | ||||||
TOTAL CAP INTL 3.461% DUE 07-12-2049 | ** | 150,268 | ||||||
TOTAL SYS SVCS INC 3.75% DUE 06-01-2023 | ** | 2,747,348 | ||||||
TOTAL SYS SVCS INC 4.0% DUE 06-01-2023 | ** | 1,331,884 | ||||||
TOWD POINT MORTGA FRN M/BKD 05/2045 GBP 'A' | ** | 3,806,759 | ||||||
TOWD POINT MT19-13 FRN M/BKD 07/2045 GBP'A1' | ** | 4,700,941 | ||||||
TOWD PT MTG FD 19 FRN M/BKD 10/2051 GBP 'A1' | ** | 1,510,441 | ||||||
TOWD PT MTG TR 2020-1 MTG PASS THRU CTF CL A1 2.71% 01-25-2060 | ** | 232,945 | ||||||
TOWD PT MTG TR 2020-2 ASSET BACKED NT CLA1A VAR RT 04-25-2060 | ** | 269,702 | ||||||
TOYO ENG CORP NPV | ** | 53,668 | ||||||
TOYO SUISAN KAISHA NPV | ** | 1,020,425 | ||||||
TOYOTA AUTO 2.35% DUE 01-15-2025 | ** | 1,815,378 | ||||||
TOYOTA AUTO RECEIVABLES 2021-C ASSET BACKED NT CL A-2 .2% 05-15-2024 | ** | 1,349,575 | ||||||
TOYOTA AUTO RECEIVABLES 2021-D OWNER TR SR 21- D CL A-3 .71% 04-15-2026 | ** | 1,884,200 | ||||||
TOYOTA AUTO RECEIVABLES 2022-B OWNER TR ASSET BACKED NT CL A-3 2.93% 09-15-2026 | ** | 6,324,500 | ||||||
TOYOTA AUTO RECEIVABLES OWNER TR SER 19-C CL A4 1.88% DUE 11-15-2024 | ** | 1,262,421 | ||||||
TOYOTA MOTOR CREDIT CORP 5.45% 11-10-2027 | ** | 409,661 | ||||||
TOYOTA MTR CORP .681% DUE 03-25-2024 | ** | 1,724,099 | ||||||
TOYOTA MTR CORP 1.339% DUE 03-25-2026 BEO | ** | 2,128,367 | ||||||
TOYOTA MTR CORP 3.419% DUE 07-20-2023 | ** | 4,107,146 | ||||||
TOYOTA MTR CR CORP 2.625 DUE 01-10-2023 | ** | 944,629 | ||||||
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK .5% DUE 08-14-2023 | ** | 1,714,332 | ||||||
TOYOTA MTR CR CORP VAR RT 5.3% DUE 07-25-2023 | ** | 4,849,874 | ||||||
TPG SPECIALTY FIXED 3.875% DUE 11-01-2024 | ** | 1,487,482 | ||||||
TPR CO LTD NPV | ** | 61,950 | ||||||
TRACTOR SUPPLY CO 1.75% DUE 11-01-2030 | ** | 500,320 | ||||||
TRADEWEB MKTS INC CL A CL A | ** | 1,141,729 | ||||||
TRANE TECHNOLOGIES PLC COM USD1 | ** | 18,187,338 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
TRANSALTA CORP MTN COM NPV | ** | 243,996 | ||||||
TRANSCANADA PIPELINES LIMITED 1.0% 10-12-2024 | ** | 869,277 | ||||||
TRANSCONTINENTAL CLASS'A'SUB-VTG NPV | ** | 610,095 | ||||||
TRANSMEDICS GROUP INC COM | ** | 664,354 | ||||||
TRANSURBAN FIN CO 2.45% DUE 03-16-2031 | ** | 138,100 | ||||||
TRAVEL + LEISURE CO COM USD0.01 | ** | 4,188,985 | ||||||
TRAVELERS COS INC COM STK | ** | 14,373,358 | ||||||
TRCNTNTL GAS PIPE 3.25% DUE 05-15-2030 | ** | 1,675,491 | ||||||
TRCNTNTL GAS PIPE 7.85% DUE 02-01-2026 | ** | 1,912,205 | ||||||
TREACE MED CONCEPTS INC COM | ** | 497,825 | ||||||
TREASURE FACTORY C NPV | ** | 114,748 | ||||||
TREASURY NOTE 1.625% DUE 10-31-2023 REG | ** | 43,883,789 | ||||||
TRELLEBORG AB SER'B'NPV | ** | 624,331 | ||||||
TRICAN WELL SERVIC COM NPV | ** | 352,778 | ||||||
TRINET GROUP INC COM USD0.000025 | ** | 1,812,497 | ||||||
TRINITY HLTH CORP 3.434% DUE 12-01-2048 | ** | 175,434 | ||||||
TRINSEO PLC COM USD0.01 | ** | 381,732 | ||||||
TRIPADVISOR INC COM USD0.001 | ** | 669,845 | ||||||
TRIPUTRA AGRO PERS IDR100 | ** | 66,447 | ||||||
TRITAX BIG BOX REIT PLC ORD | ** | 486,498 | ||||||
TRITON CONTAINER INTL LTD / TAL 3.25% 03-15-2032 | ** | 382,482 | ||||||
TRIUMPH FINANCIAL INC COM USD0.01 | ** | 1,726,186 | ||||||
TRIVENI TURBINE LTD | ** | 109,240 | ||||||
TRUEBLUE INC COM STK | ** | 180,156 | ||||||
TRUECAR INC COM | ** | 112,448 | ||||||
TRUIST BK GLOBAL FIXED 1.25% DUE 03-09-2023 | ** | 3,440,070 | ||||||
TRUIST BK GLOBAL VAR RT 4.549871% DUE 01-17-2024 | ** | 7,015,369 | ||||||
TRUIST FINL CORP COM | ** | 17,797,337 | ||||||
TRUIST FINL CORP SR MED TERM NTS BOOK EN4.123% 06-06-2028 | ** | 3,297,765 | ||||||
TRUSTEES OF 2.612% DUE 07-01-2026 | ** | 930,877 | ||||||
TRUSTEES OF 3.627% DUE 07-01-2046 | ** | 1,587,016 | ||||||
TRUWORTHS INTERNAT ZAR0.00015 | ** | 77,307 | ||||||
TSANN KUEN COMSTK | ** | 41,920 | ||||||
TSMC ARIZ CORP 2.5% DUE 10-25-2031 | ** | 660,970 | ||||||
TSMC ARIZ CORP 2.5% DUE 10-25-2031 | ** | 2,082,055 | ||||||
TSMC ARIZONA CORP 1.75% 10-25-2026 | ** | 2,072,509 | ||||||
TSURUHA HOLDINGS NPV | ** | 858,085 | ||||||
TSY INFL IX N/B 0.375% 07-15-2027 | ** | 356,275 | ||||||
TSY INFL IX N/B TII 0 1/8 01/15/32 01-15-2032 | ** | 3,016,450 | ||||||
TTFB COMPANY LTD SHS | ** | 66,698 | ||||||
TTY BIOPHARM COMPA TWD10 | ** | 488,425 | ||||||
TUBE INVESTMENTS O INR1 | ** | 189,722 | ||||||
TULARE CNTY CALIF PENSION OBLIG 4.009% 06-01-2028 BEO TAXABLE | ** | 939,523 | ||||||
TULARE CNTY CALIF PENSION OBLIG 4.109% 06-01-2029 BEO TAXABLE | ** | 2,128,105 | ||||||
TUNG THIH ELECT CO TWD10 | ** | 70,798 | ||||||
TURVO INTERNATIONA SHS | ** | 6,572 | ||||||
TVS MOTOR CO INR1 | ** | 65,940 | ||||||
TWILIO INC CL A CL A | ** | 332,243 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
TXT E-SOLUTIONS SP EUR0.50 | ** | 41,631 | ||||||
TYSON FOODS INC 4.875% DUE 08-15-2034 | ** | 92,126 | ||||||
TYSON FOODS INC CL A COM (DELAWARE) | ** | 3,334,359 | ||||||
U S AUTO FDG TR .79% DUE 07-15-2024 | ** | 68,265 | ||||||
U S BANCORP MEDIUM FIXED 1.45% 05-12-2025 | ** | 1,985,618 | ||||||
U S BANCORP MEDIUM FIXED 3.375% DUE 02-05-2024 | ** | 9,922,488 | ||||||
U S BANCORP MEDIUM FIXED 3.6% DUE 09-11-2024 | ** | 391,814 | ||||||
U S BANCORP MEDIUM TERM NTS- BOOK TRANCHE # TR 00195 2.215% 01-27-2028 | ** | 3,412,848 | ||||||
U.S AWYS 2011-1 7.125% DUE 04-22-2025 | ** | 64,434 | ||||||
U.S. CELLULAR CORP COM | ** | 400,654 | ||||||
UBER TECHNOLOGIES INC COM USD0.00001 | ** | 18,096,153 | ||||||
U-BLOX HOLDING AG CHF13.50 (REGD) | ** | 135,904 | ||||||
UBRIGHT OPTRONICS TWD10 | ** | 34,514 | ||||||
UBS AG 5.125% 15/05/2024 | ** | 593,486 | ||||||
UBS AG 5.125% 15/05/2024 | ** | 989,143 | ||||||
UBS BARCLAYS COML FLTG RT 3.8751% DUE 04-10-2046 | ** | 736,300 | ||||||
UBS COML MTG TR SER 2018-C10 CL A-2 3.5592% 05-15-2051 REG | ** | 1,199,204 | ||||||
UBS GROUP AG 1.008% DUE 07-30-2024 | ** | 777,999 | ||||||
UBS GROUP AG 1.008% DUE 07-30-2024 | ** | 1,469,445 | ||||||
UBS GROUP AG 4.703% DUE 08-05-2027 | ** | 464,475 | ||||||
UBS GROUP AG 4.703% DUE 08-05-2027 | ** | 2,535,261 | ||||||
UBS GROUP AG CHF0.10 (REGD) | ** | 8,829,724 | ||||||
UBS GROUP AG FLTG RT 1.364% DUE 01-30-2027 | ** | 473,422 | ||||||
UBS GROUP AG NT 144A 2.095% 02-11-2032 | ** | 590,365 | ||||||
UBS GROUP FDG 4.125% DUE 04-15-2026 | ** | 7,874,442 | ||||||
UDR INC CORP 3.2% 01-15-2030 | ** | 1,652,884 | ||||||
UDR INC FIXED 1.9% DUE 03-15-2033 | ** | 78,630 | ||||||
UDR INC MEDIUM TERM NTS BOOK ENTRY 2.1% 08-01-2032 | ** | 294,979 | ||||||
UJJIVAN SMALL FIN INR10 | ** | 97,876 | ||||||
UJU ELECTRONICS CO KRW500 | ** | 27,553 | ||||||
UK(GOVERNMENT OF) 1.25% I/L 22/11/2027 | ** | 1,402,696 | ||||||
UK(GOVT OF) 0.125% I/L SNR 22/03/24 GBP | ** | 2,876,661 | ||||||
UK(GOVT OF) 1.25% SNR 31/07/51 GBP1000 | ** | 260,452 | ||||||
UK(GOVT OF) 1.75% SNR 22/01/49 GBP1000 | ** | 231,318 | ||||||
ULTA BEAUTY INC COM STK USD0.01 | ** | 1,335,911 | ||||||
ULTRAGENYX PHARMACEUTICAL INC COM | ** | 1,947,018 | ||||||
UMPQUA HLDGS CORP COM | ** | 5,088,357 | ||||||
UMS HLDGS LTD NPV | ** | 865,644 | ||||||
UNDER ARMOR INC CL A | ** | 1,006,409 | ||||||
UNDER ARMOUR INC CL C COM | ** | 28,526 | ||||||
UNICREDIT SPA 7.5%-FR PERP EUR200000'REGS | ** | 208,116 | ||||||
UNICREDIT SPA 7.83% DUE 12-04-2023 | ** | 3,215,002 | ||||||
UNICREDIT SPA RCPT CL X 144A 1.982% 06-03-2027 | ** | 213,842 | ||||||
UNIFI INC COM | ** | 34,621 | ||||||
UNILEVER CAP CORP FIXED 3.375% DUE 03-22-2025 | ** | 291,719 | ||||||
UNION ELEC CO 4.0% DUE 04-01-2048 | ** | 283,066 | ||||||
UNION PAC CORP 2.891% DUE 04-06-2036 | ** | 383,343 | ||||||
UNION PAC CORP 3.2% DUE 05-20-2041 | ** | 511,903 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNION PAC CORP 3.75% 07-15-2025 | ** | 9,725 | ||||||
UNION PAC CORP COM | ** | 14,394,057 | ||||||
UNIPAR CARBOCLORO COM NPV | ** | 32,400 | ||||||
UNIPAR CARBOCLORO PRF 'B' NPV | ** | 147,152 | ||||||
UNIPOL GRUPPO SPA NPV | ** | 825,486 | ||||||
UNI-PRESIDENT ENTERPRISES CORP TWD10 1216 | ** | 697,734 | ||||||
UNI-SELECT INC COM NPV | ** | 31,617 | ||||||
UNISYS CORP COM NEW | ** | 109,528 | ||||||
UNITE GROUP ORD GBP0.25 | ** | 55,827 | ||||||
UNITED AIR 2019-1 AA PTT 4.15% 08-25-2031 | ** | 143,907 | ||||||
UNITED AIRLINES 2019-1A 2.7% 11-01-2033 | ** | 411,280 | ||||||
UNITED AIRLINES HOLDINGS INC COM USD0.01 | ** | 330,591 | ||||||
UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09-01-2027 | ** | 131,258 | ||||||
UNITED ARROWS LTD NPV | ** | 435,121 | ||||||
UNITED CMNTY BK BLAIRSVILLE GA COM | ** | 1,190,436 | ||||||
UNITED INTERNET AG NPV(REGD) | ** | 233,054 | ||||||
UNITED LABORATORIE HKD0.01 | ** | 784,758 | ||||||
UNITED MEXICAN STS 3.75% 01-11-2028 | ** | 585,895 | ||||||
UNITED MEXICAN STS 4.75% DUE 04-27-2032 REG | ** | 1,867,935 | ||||||
UNITED MEXICAN STS BDS 2.659% DUE 05-24-2031/11-24-2020 REG | ** | 247,009 | ||||||
UNITED MEXICAN STS GLOBAL NT 3.25% DUE 04-16-2030 REG | ** | 609,747 | ||||||
UNITED MEXICAN STS MEDIUM TERM BOOK 4.125% 01-21-2026 | ** | 243,587 | ||||||
UNITED PARCEL SVC INC CL B | ** | 3,102,522 | ||||||
UNITED RENTALS INC COM | ** | 195,836 | ||||||
UNITED STATES OF AMER 3.0% TNOTE DUE 07-31-2029 | ** | 2,039,761 | ||||||
UNITED STATES OF AMER BDS INDX LNKD 0.875% 02-15-2047 | ** | 172,017 | ||||||
UNITED STATES OF AMER TREAS BD 2.375% 5-15-2027 | ** | 4,668,750 | ||||||
UNITED STATES OF AMER TREAS BOND 3.125% 11-15-2028 | ** | 41,289,750 | ||||||
UNITED STATES OF AMER TREAS BONDS 0.75 DEB TIPS 02-15-2042 | ** | 397,408 | ||||||
UNITED STATES OF AMER TREAS BONDS 2.0% 08-15-2051 | ** | 1,223,313 | ||||||
UNITED STATES OF AMER TREAS BONDS 2.0% 08-15-2051 | ** | 6,996,025 | ||||||
UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42' | ** | 242,906 | ||||||
UNITED STATES OF AMER TREAS BONDS 3% DUE08-15-2052 | ** | 15,550,219 | ||||||
UNITED STATES OF AMER TREAS BONDS 3% DUE08-15-2052 | ** | 3,808,556 | ||||||
UNITED STATES OF AMER TREAS BONDS 3.375%DUE 08-15-2042 REG | ** | 33,294,219 | ||||||
UNITED STATES OF AMER TREAS BONDS DTD 05/15/2016 2.5% DUE 05-15-2046 REG | ** | 3,726,702 | ||||||
UNITED STATES OF AMER TREAS NOTES .125% 08-31-2023 | ** | 3,922,860 | ||||||
UNITED STATES OF AMER TREAS NOTES .375% DUE 09-15-2024 REG | ** | 19,210,305 | ||||||
UNITED STATES OF AMER TREAS NOTES .875% DUE 01-31-2024 BEO | ** | 117,139,487 | ||||||
UNITED STATES OF AMER TREAS NOTES 0.375% 11-30-2025 | ** | 5,739,204 | ||||||
UNITED STATES OF AMER TREAS NOTES 0.375%31/01/2026 .375% DUE 01-31-2026 BEO | ** | 34,256,388 | ||||||
UNITED STATES OF AMER TREAS NOTES 1.125% 01-15-2025 | ** | 31,087,391 | ||||||
UNITED STATES OF AMER TREAS NOTES 1.125%NTS 08-31-2028 USD | ** | 24,190,727 | ||||||
UNITED STATES OF AMER TREAS NOTES 2.125%DUE 05-15-2025 REG | ** | 2,158,717 | ||||||
UNITED STATES OF AMER TREAS NOTES 2.75% DUE 05-15-2025 REG | ** | 114,680,600 | ||||||
UNITED STATES OF AMER TREAS NOTES 2.75% DUE 05-31-2029 REG | ** | 32,592 | ||||||
UNITED STATES OF AMER TREAS NOTES 2.75% DUE 05-31-2029 REG | ** | 1,294,383 | ||||||
UNITED STATES OF AMER TREAS NOTES 4.0% DUE 12-15-2025 REG | ** | 251,329,981 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNITED STATES OF AMER TREAS NOTES 4.25% DUE 12-31-2024 REG | ** | 156,982,738 | ||||||
UNITED STATES OF AMER TREAS NOTES 4.375%10-31-2024 | ** | 2,992,852 | ||||||
UNITED STATES OF AMER TREAS NOTES 4.375%10-31-2024 | ** | 116,022,879 | ||||||
UNITED STATES OF AMER TREAS NOTES DTD 03/31/2021 .75% 03-31-2026 | ** | 27,247,843 | ||||||
UNITED STATES OF AMER TREAS NOTES NTS 0.125% INFL INDEX 07-15-2026 | ** | 820,766 | ||||||
UNITED STATES OF AMER TREAS NOTES WIT 1 1/8 11/30/26 1.25% DUE 11-30-2026 BEO | ** | 197,682 | ||||||
UNITED STATES OF AMER TREAS NOTES1.25% DUE 07-31-2023 | ** | 176,456 | ||||||
UNITED STATES TREAS 2.25% DUE 02-15-2027 REG | ** | 35,413 | ||||||
UNITED STATES TREAS 2.375% DUE 02-15-2042 REG | ** | 4,613,906 | ||||||
UNITED STATES TREAS BDS 1.375% 11-15-2040 | ** | 16,441,480 | ||||||
UNITED STATES TREAS BDS 1.375% 11-15-2040 | ** | 12,881,343 | ||||||
UNITED STATES TREAS BDS 2.25% DUE 08-15-2027 | ** | 51,607,356 | ||||||
UNITED STATES TREAS BDS 2.25% DUE 08-15-2046 | ** | 3,568,359 | ||||||
UNITED STATES TREAS BDS 2.875% DUE 11-15-2046 | ** | 323,125 | ||||||
UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG | ** | 2,703,027 | ||||||
UNITED STATES TREAS BDS 00245 2.875% DUE 08-15-2045 REG | ** | 973,641 | ||||||
UNITED STATES TREAS BDS 1.25% DUE 05-15-2050 | ** | 2,719,336 | ||||||
UNITED STATES TREAS BDS 1.25% DUE 05-15-2050 | ** | 9,490,482 | ||||||
UNITED STATES TREAS BDS 1.375 02-15-2044 REG | ** | 94,989 | ||||||
UNITED STATES TREAS BDS 1.875% DUE 02-15-2051 REG | ** | 2,567,344 | ||||||
UNITED STATES TREAS BDS 1.875% DUE 02-15-2051 REG | ** | 10,622,385 | ||||||
UNITED STATES TREAS BDS 1.875% 11-15-2051 | ** | 1,279,531 | ||||||
UNITED STATES TREAS BDS 1.875% 11-15-2051 | ** | 5,924,230 | ||||||
UNITED STATES TREAS BDS 1.875% DUE 02-15-2041 REG | ** | 14,666,234 | ||||||
UNITED STATES TREAS BDS 1.875% DUE 02-15-2041 REG | ** | 7,283,280 | ||||||
UNITED STATES TREAS BDS 15/05/2042 3.25%DUE 05-15-2042 REG | ** | 14,475,563 | ||||||
UNITED STATES TREAS BDS 2% 11-15-2041 | ** | 1,222,738 | ||||||
UNITED STATES TREAS BDS 2% 11-15-2041 | ** | 81,488,314 | ||||||
UNITED STATES TREAS BDS 2.0% 02-15-2052 | ** | 1,018,172 | ||||||
UNITED STATES TREAS BDS 2.0% 02-15-2052 | ** | 4,543,855 | ||||||
UNITED STATES TREAS BDS 2.25% 05-15-2041 REG | ** | 227,133 | ||||||
UNITED STATES TREAS BDS 2.25% 05-15-2041 REG | ** | 67,863,499 | ||||||
UNITED STATES TREAS BDS 2.25% 08-15-2049 | ** | 354,746 | ||||||
UNITED STATES TREAS BDS 2.25% DUE 05-15-2051 REG | ** | 456,258 | ||||||
UNITED STATES TREAS BDS 2.25% DUE 05-15-2051 REG | ** | 1,100,813 | ||||||
UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-2043 | ** | 4,356,766 | ||||||
UNITED STATES TREAS BDS 2.875% DUE 05-15-2052 REG | ** | 323,500 | ||||||
UNITED STATES TREAS BDS 3.0% DUE 02-15-2048 | ** | 1,653,203 | ||||||
UNITED STATES TREAS BDS 3.0% DUE 02-15-2048 | ** | 17,358,633 | ||||||
UNITED STATES TREAS BDS 3.375 05-15-2044REG | ** | 6,038,453 | ||||||
UNITED STATES TREAS BDS 3.625 DUE 02-15-2044 TBOND | ** | 1,847,188 | ||||||
UNITED STATES TREAS BDS 3.625 DUE 08-15-2043 | ** | 490,561 | ||||||
UNITED STATES TREAS BDS 4.25% 05-15-2039 | ** | 4,870,008 | ||||||
UNITED STATES TREAS BDS 4.375% DUE 11-15-2039 | ** | 1,049,102 | ||||||
UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 REG | ** | 169,320 | ||||||
UNITED STATES TREAS BDS DTD 3.125% 05-15-2048 | ** | 1,271,309 | ||||||
UNITED STATES TREAS BDS DTD 00209 3.5% DUE 02-15-2039 REG | ** | 661,555 | ||||||
UNITED STATES TREAS BDS DTD 00218 3.875%DUE 08-15-2040 REG | ** | 4,908,398 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-15-2040 | ** | 1,877,344 | ||||||
UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-15-2040 | ** | 22,953,656 | ||||||
UNITED STATES TREAS BDS DTD 02/15/2001 5.375 15 FEB 2031 | ** | 14,748 | ||||||
UNITED STATES TREAS BDS DTD 08/15/2020 1.375% 08-15-2050 | ** | 1,426,071 | ||||||
UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG | ** | 4,681,914 | ||||||
UNITED STATES TREAS BDS DTD 11/15/2020 1.625% 11-15-2050 | ** | 661,160 | ||||||
UNITED STATES TREAS BDS DTD 11/15/2020 1.625% 11-15-2050 | ** | 6,004,536 | ||||||
UNITED STATES TREAS BDS DTD 11/15/2022 4% 11-15-2052 | ** | 1,818,563 | ||||||
UNITED STATES TREAS BDS DTD 11/15/2022 4% 11-15-2052 | ** | 5,708,266 | ||||||
UNITED STATES TREAS BDS DTD 11/15/2022 4.25% 11-15-2042 | ** | 3,961,584 | ||||||
UNITED STATES TREAS BDS DTD 2.75% 08-15-2047 | ** | 12,982,149 | ||||||
UNITED STATES TREAS BDS DTD 2.75% 11-15-2047 | ** | 2,360,156 | ||||||
UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-2049 | ** | 37,462,949 | ||||||
UNITED STATES TREAS BDS TREASURY BOND 2.375% DUE 11-15-2049 REG | ** | 1,240,004 | ||||||
UNITED STATES TREAS BDS WIT 1 7/8 08/15/41 1.75% DUE 08-15-2041 REG | ** | 2,412,949 | ||||||
UNITED STATES TREAS BDS WIT 1 7/8 08/15/41 1.75% DUE 08-15-2041 REG | ** | 68,658,746 | ||||||
UNITED STATES TREAS BILLS 0% 02-02-2023 REG | ** | 5,043,946 | ||||||
UNITED STATES TREAS BILLS 0% 10-05-2023 REG | ** | 24,155,330 | ||||||
UNITED STATES TREAS BILLS 02-23-2023 UNITED STATES TREAS BILLS | ** | 17,653,117 | ||||||
UNITED STATES TREAS BILLS 02-28-2023 UNITED STATES TREAS BILLS | ** | 10,181,648 | ||||||
UNITED STATES TREAS BILLS 05-11-2023 | ** | 13,547,689 | ||||||
UNITED STATES TREAS BILLS 05-25-2023 0% T-BILL 25/05/2023 USD | ** | 10,981,048 | ||||||
UNITED STATES TREAS BILLS TBILL 03-28-2023 | ** | 14,813,130 | ||||||
UNITED STATES TREAS BILLS TBILL 11-30-2023 | ** | 25,513,905 | ||||||
UNITED STATES TREAS INFL NTS 0.375% DTD 07/15/2015 07-15-2025 | ** | 845,408 | ||||||
UNITED STATES TREAS INFL INDEX NTS 0.500005% 01-15-2028 | ** | 5,231,336 | ||||||
UNITED STATES TREAS NTS 1.25% DUE 12-31-2026 | ** | 24,463,553 | ||||||
UNITED STATES TREAS NTS .125% DUE 07-15-2030 | ** | 2,083,692 | ||||||
UNITED STATES TREAS NTS .375% DUE 04-30-2025 REG | ** | 849,424 | ||||||
UNITED STATES TREAS NTS .625% 11-15-2024 | ** | 31,804,177 | ||||||
UNITED STATES TREAS NTS .625% DUE 07-15-2032 REG | ** | 7,617,392 | ||||||
UNITED STATES TREAS NTS .875% 12-15-2024 | ** | 5,825,176 | ||||||
UNITED STATES TREAS NTS 0.125% 15/08/2023 .125% DUE 08-15-2023 REG | ** | 6,120,658 | ||||||
UNITED STATES TREAS NTS 1.5% DUE 02-15-2025 REG | ** | 3,739,399 | ||||||
UNITED STATES TREAS NTS 1.5% DUE 11-30-2028 BEO | ** | 23,920,539 | ||||||
UNITED STATES TREAS NTS 1.625% DUE 06-30-2024 REG | ** | 479,316 | ||||||
UNITED STATES TREAS NTS 2.25% DUE 03-31-2024 BEO | ** | 17,935,706 | ||||||
UNITED STATES TREAS NTS 2.375% DUE 01-31-2023 | ** | 99,866 | ||||||
UNITED STATES TREAS NTS 2.5% 05-31-2024 | ** | 2,605,918 | ||||||
UNITED STATES TREAS NTS 2.625% 04-15-2025 | ** | 68,377,059 | ||||||
UNITED STATES TREAS NTS 2.625% DUE 02-15-2029 REG | ** | 569,644 | ||||||
UNITED STATES TREAS NTS 2.75% 04-30-2025 | ** | 11,654,205 | ||||||
UNITED STATES TREAS NTS 2.75% 08-15-2032 | ** | 4,724,895 | ||||||
UNITED STATES TREAS NTS 2.875% DUE 05-15-2028 | ** | 846,657 | ||||||
UNITED STATES TREAS NTS 2.875% DUE 05-15-2028 | ** | 33,233,834 | ||||||
UNITED STATES TREAS NTS 3.125% DUE 08-31-2029 REG | ** | 104,676 | ||||||
UNITED STATES TREAS NTS 3.125% DUE 08-31-2029 REG | ** | 628,057 | ||||||
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNITED STATES TREAS NTS 3.625% 12-31-2029 | ** | 6,605,408 | ||||||
UNITED STATES TREAS NTS 4.5% DUE 11-15-2025 REG | ** | 2,013,750 | ||||||
UNITED STATES TREAS NTS 4.5% DUE 11-15-2025 REG | ** | 50,570,297 | ||||||
UNITED STATES TREAS NTS DTD 01/03/2023 3.875% DUE 12-31-2027 REG | ** | 12,753,577 | ||||||
UNITED STATES TREAS NTS DTD 02/28/2022 1.5% 02-29-2024 | ** | 21,213,672 | ||||||
UNITED STATES TREAS NTS DTD 06/15/2022 2.875% DUE 06-15-2025 | ** | 39,585,346 | ||||||
UNITED STATES TREAS NTS DTD 06/30/2021 1.25% 06-30-2028 | ** | 5,024,930 | ||||||
UNITED STATES TREAS NTS DTD 07/15/2022 3.0% DUE 07-15-2025 | ** | 28,905,598 | ||||||
UNITED STATES TREAS NTS DTD 09/15/2022 3.5% 09-15-2025 | ** | 125,103,140 | ||||||
UNITED STATES TREAS NTS DTD 09/30/2018 3.0% DUE 09-30-2025 | ** | 5,132,173 | ||||||
UNITED STATES TREAS NTS DTD 10/31/2022 4% 10-31-2029 | ** | 11,029,219 | ||||||
UNITED STATES TREAS NTS DTD 10/31/2022 4% 10-31-2029 | ** | 14,668,861 | ||||||
UNITED STATES TREAS NTS DTD 11/30/2022 3.875% 11-30-2027 | ** | 9,961,719 | ||||||
UNITED STATES TREAS NTS DTD 11/30/2022 3.875% 11-30-2027 | ** | 3,407,207 | ||||||
UNITED STATES TREAS NTS DTD 3.875% 11-30-2029 | ** | 64,750,074 | ||||||
UNITED STATES TREAS NTS DTD 4.25% 09-30-2024 | ** | 129,987,813 | ||||||
UNITED STATES TREAS NTS FIXED .125% DUE 05-15-2023 | ** | 39,341 | ||||||
UNITED STATES TREAS NTS FIXED 3.125% DUE08-15-2025 | ** | 225,532,363 | ||||||
UNITED STATES TREAS NTS FIXED 3.25% DUE 08-31-2024 | ** | 4,897,852 | ||||||
UNITED STATES TREAS NTS FIXED 3.25% DUE 08-31-2024 | ** | 2,243,216 | ||||||
UNITED STATES TREAS NTS T NOTE 2.125% 05-31-2026 | ** | 7,494,375 | ||||||
UNITED STATES TREAS NTS T NTS .125% DUE 06-30-2023 REG | ** | 87,220,875 | ||||||
UNITED STATES TREAS NTS WI TREASURY SEC..25% 09-30-2023 | ** | 53,891,914 | ||||||
UNITED STATES TREAS NTS WIT 0 3/4 04/30/26 .75% DUE 04-30-2026 BEO | ** | 13,062,525 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00019 02-15-2039 (UNDDATE) REG | ** | 1,265,061 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00091 11-15-2038 (UNDDATE) REG | ** | 797,905 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00122 02-15-2040 (UNDDATE) REG | ** | 1,063,497 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00521 05-15-2029 (UNDDATE) REG | ** | 556,068 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00765 02-15-2038 (UNDDATE) REG | ** | 745,515 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00835 08-15-2032 (UNDDATE) BEO | ** | 1,698,622 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00839 08-15-2034 (UNDDATE) REG | ** | 1,558,267 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00882 05-15-2031 | ** | 1,114,429 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT00888 05-15-2034 (UNDDATE) REG | ** | 1,057,013 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMT316 05-15-2027 (UNDDATE) REG | ** | 644,832 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 02-15-2045 (UNDDATE) REG | ** | 206,632 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2041 | ** | 318,195 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 08-15-2041 (UNDDATE) REG | ** | 1,959,529 | ||||||
UNITED STATES TREAS SEC STRIPPED INT PMTNT 194 08-15-2040 (UNDDATE) REG | ** | 2,120,647 | ||||||
UNITED STATES TREAS TNOTE 2.0% 06-30-2024 | ** | 126,252,803 | ||||||
UNITED STATES TREASURY 2.25% 11-15-2027 | ** | 2,769,258 | ||||||
UNITED STATES TREASURY NTS USD 'BE-2024' 3.0% DUE 07-31-2024 | ** | 8,781,680 | ||||||
UNITED STS STL CORP NEW COM | ** | 292,684 | ||||||
UNITED STS TREAS NTS 0.125% 07-15-2031 | ** | 688,459 | ||||||
UNITED STS TREAS NTS .125% DUE 09-15-2023 REG | ** | 27,276,700 | ||||||
UNITED STS TREAS NTS .25% DUE 05-15-2024REG | ** | 137,888,132 | ||||||
UNITED STS TREAS NTS .25% DUE 07-15-2024REG | ** | 14,132,198 | ||||||
UNITED STS TREAS NTS .25% DUE 08-31-2025 REG | ** | 11,071,441 | ||||||
UNITED STS TREAS NTS .5% DUE 02-28-2026 REG | ** | 4,928,904 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
UNITED STS TREAS NTS .5% DUE 02-28-2026 REG | ** | 508,502 | ||||||
UNITED STS TREAS NTS .875% 06-30-2026 | ** | 3,043,930 | ||||||
UNITED STS TREAS NTS .875% 06-30-2026 | ** | 26,231,512 | ||||||
UNITED STS TREAS NTS 0.25% 11-15-2023 | ** | 33,173,906 | ||||||
UNITED STS TREAS NTS 1.25% 03-31-2028 | ** | 4,828,915 | ||||||
UNITED STS TREAS NTS 1.25% 03-31-2028 | ** | 4,180,125 | ||||||
UNITED STS TREAS NTS DTD .875% 11-15-2030 | ** | 801,797 | ||||||
UNITED STS TREAS NTS UNITED STS TREAS NTS .125% 10-15-2023 | ** | 24,600,527 | ||||||
UNITED TECHNOLOGIES CORP 3.95% 08-16-2025 | ** | 469,485 | ||||||
UNITED TECHNOLOGIES CORP 4.125% 11-16-2028 | ** | 134,267 | ||||||
UNITED THERAPEUTICS CORP DEL COM STK | ** | 4,171,906 | ||||||
UNITED WIRE FACTOR COM STK | ** | 79,063 | ||||||
UNITEDHEALTH GROUP 1.25% DUE 01-15-2026 | ** | 299,462 | ||||||
UNITEDHEALTH GROUP 2.375% DUE 08-15-2024 | ** | 941,814 | ||||||
UNITEDHEALTH GROUP 3.75% DUE 07-15-2025 | ** | 430,460 | ||||||
UNITEDHEALTH GROUP 3.875% DUE 08-15-2059 | ** | 125,929 | ||||||
UNITEDHEALTH GROUP 5.875% DUE 02-15-2053 | ** | 492,306 | ||||||
UNITEDHEALTH GROUP FIXED 2.95% DUE 10-15-2027 | ** | 1,059,854 | ||||||
UNITEDHEALTH GROUP FIXED 3.875% DUE 12-15-2028 | ** | 305,784 | ||||||
UNITEDHEALTH GROUP FIXED 4.25% DUE 06-15-2048 | ** | 104,380 | ||||||
UNITEDHEALTH GROUP INC 2.0% 05-15-2030 | ** | 124,003 | ||||||
UNITEDHEALTH GROUP INC 2.3% DUE 05-15-2031 BEO | ** | 125,265 | ||||||
UNITEDHEALTH GROUP INC 3.05% DUE 05-15-2041 BEO | ** | 309,980 | ||||||
UNITEDHEALTH GROUP INC 3.375% DUE 04-15-2027 REG | ** | 1,134,318 | ||||||
UNITEDHEALTH GROUP INC 4.0% 05-15-2029 | ** | 1,844,019 | ||||||
UNITEDHEALTH GROUP INC 4.45% DUE 12-15-2048 REG | ** | 26,796 | ||||||
UNITEDHEALTH GROUP INC COM | ** | 76,051,140 | ||||||
UNITY SOFTWARE INC COM | ** | 3,770,735 | ||||||
UNIV CALIF REGTS MED CTR POOLED REV 4.132% DUE 05-15-2032 REG | ** | 1,718,734 | ||||||
UNIVANICH PALM OIL THB0.5(ALIEN MKT) | ** | 27,120 | ||||||
UNIVERSAL ELECTRS INC COM | ** | 17,813 | ||||||
UNIVERSAL INS HLDGS INC COM | ** | 87,240 | ||||||
UNIVERSAL VISION B TWD10 | ** | 82,551 | ||||||
UNIVERSITY CALIF REVS 4.858% 05-15-2112 BEO TAXABLE | ** | 505,782 | ||||||
UNIVERSITY CALIF REVS 4.858% 05-15-2112 BEO TAXABLE | ** | 6,796,018 | ||||||
UNIVERSITY MICH UNIV REVS TAXABLE-GEN-SER A 4.454% 04-01-2122 | ** | 5,675,130 | ||||||
UNIVERSITY PA TRUSTEES 3.61% DUE 02-15-2119 REG | ** | 2,003,498 | ||||||
UNIVERSITY VA UNIV REVS 3.227% 09-01-2119 BEO TAXABLE | ** | 3,566,366 | ||||||
UNUM GROUP | ** | 373,660 | ||||||
UNVL TECH INST INC COM | ** | 309 | ||||||
US AIRWAYS GROUP INC 5.9 DUE 10-01-2024 | ** | 1,836,195 | ||||||
US BANCORP | ** | 18,420,820 | ||||||
US BANCORP 4.548% 07-22-2028 | ** | 2,455,873 | ||||||
US TREAS BDS INDEX LINKED 2.5 DUE 01-15-2029 REG | ** | 478,053 | ||||||
US TREAS INFL INDEXED BONDS 3.375 DUE 04-15-2032 AR12 DUE 04-15-32 REG | ** | 115,408 | ||||||
US TREAS SEC 0 DUE 11-15-2041 | ** | 341,955 | ||||||
US TREAS SEC 4.5 DUE 08-15-2039 REG | ** | 1,706,813 | ||||||
US TREAS SEC STRIPPED INT PMT 0 STRIP 15/11/2028 USD1000 11-15-2028 REG | ** | 1,577,823 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 08-15-2028 REG | ** | 3,985,053 | ||||||
US TREAS SEC STRIPPED INT PMT NT 200 0 11-15-2040 REG | ** | 386,188 | ||||||
US TREASURY 1.75% DUE 03-15-2025 REG | ** | 37,948,877 | ||||||
US TREASURY DTD 02/15/2010 02-15-2040 | ** | 43,788 | ||||||
US TREASURY N/B 2.25% 11-15-2024 | ** | 48,047 | ||||||
US TREASURY N/B 2.25% 11-15-2024 | ** | 2,109,258 | ||||||
US TREASURY N/B 4.25% 10-15-2025 | ** | 13,046,019 | ||||||
US TREASURY N/B .125% DUE 05-31-2023 REG | ** | 129,853,774 | ||||||
US TREASURY N/B 2% DUE 02-15-2050 REG | ** | 1,333,594 | ||||||
US TREASURY N/B 3.125% DUE 08-31-2027 REG | ** | 105,970 | ||||||
US TREASURY N/B USA TREAS NTS 2.75% DUE 07-31-2023 REG | ** | 405,548 | ||||||
US TSY INFL IX TREAS BD 0.625 01-15-2024 | ** | 21,289,165 | ||||||
USANA HEALTH SCIENCES INC CDT-SHS | ** | 244,348 | ||||||
USD INTEREST BEARING DEPOSIT | ** | 40,627,850 | ||||||
USEN-NEXT HOLDINGS CO LTD | ** | 403,661 | ||||||
UT GROUP CO LTD NPV | ** | 109,621 | ||||||
UTAH ST 3.539% 07-01-2025 BEO TAXABLE | ** | 4,968,287 | ||||||
UTD AIRLS INC 3.5% DUE 09-01-2031 | ** | 143,449 | ||||||
UTD AIRLS INC 3.7% DUE 09-01-2031 | ** | 472,692 | ||||||
UTD AIRLS PASS 3.1% DUE 01-07-2030 | ** | 332,298 | ||||||
UTD AIRLS PASS 3.1% DUE 01-07-2030 | ** | 2,881,028 | ||||||
UTD CONTL HLDGS FIXED 4.15% DUE 04-11-2024 | ** | 1,948,721 | ||||||
UTD INTEGRATION SE TWD10 | ** | 196,483 | ||||||
UTD STATES TREAS 2.75% DUE 07-31-2027 | ** | 142,143 | ||||||
UTD STATES TREAS 2.75% DUE 07-31-2027 | ** | 16,763,348 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 02-15-2044 | ** | 119,905 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 05-15-2039 | ** | 2,059,132 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 05-15-2044 | ** | 363,149 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 08-15-2030 | ** | 2,787,163 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 08-15-2042 | ** | 190,495 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 11-15-2043 | ** | 1,647,145 | ||||||
UTD STATES TREAS ZERO CPN 0% DUE 11-15-2043 | ** | 1,832,449 | ||||||
UTD TECHNOLOGIES 3.125% DUE 05-04-2027 | ** | 6,248,610 | ||||||
UTD TECHNOLOGIES FIXED 3.65% 08-16-2023 | ** | 4,576,932 | ||||||
UTD TECHNOLOGIES FIXED 3.65% 08-16-2023 | ** | 426,367 | ||||||
UTD TRACTORS IDR250 | ** | 2,483,301 | ||||||
UWM MTG TR 2.5% DUE 12-25-2051 | ** | 1,475,717 | ||||||
UWM MTG TR FLTG RT 3% DUE 01-25-2052 | ** | 1,558,111 | ||||||
UWM MTG TR FLTG RT 4.87768% DUE 11-25-2051 | ** | 2,254,619 | ||||||
V TECHNOLOGY NPV | ** | 101,144 | ||||||
VA ELEC & PWR CO 4.45 02-15-2044 | ** | 100,936 | ||||||
VA ELEC & PWR CO 3.15% DUE 01-15-2026 | ** | 3,808,510 | ||||||
VA ELEC & PWR CO 3.8% DUE 04-01-2028 | ** | 155,765 | ||||||
VA TECH WABAG LTD | ** | 152,217 | ||||||
VAIL RESORTS INC COM | ** | 1,739,955 | ||||||
VAL NATL BANCORP COM | ** | 2,067,400 | ||||||
VALARIS LTD COM USD0.40 | ** | 365,216 | ||||||
VALE OVERSEAS LTD 6.25% DUE 08-10-2026 | ** | 1,707,160 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
VALE OVERSEAS LTD 6.875% DUE 11-21-2036 | ** | 3,916,584 | ||||||
VALERO ENERGY CORP COM STK NEW | ** | 896,266 | ||||||
VALERO ENERGY CORP NEW 2.8% 12-01-2031 | ** | 3,173,238 | ||||||
VALHI INC NEW COM NEW COM NEW | ** | 39,776 | ||||||
VALOR HOLDINGS NPV | ** | 44,188 | ||||||
VALUE ADDED TECHNO KRW500 | ** | 109,139 | ||||||
VALUECOMMERCE CO.L NPV | ** | 182,850 | ||||||
VALVOLINE INC COM | ** | 402,836 | ||||||
VANDA PHARMACEUTICALS INC COM | ** | 147,002 | ||||||
VAR ENERGI ASA 5% 05-18-2027 | ** | 6,034,509 | ||||||
VAR SWP CHASUS33 04/10/2026 USD P 25.15/R GOLDLNPM SWU0JI123 | ** | 30,860 | ||||||
VAR SWP CHASUS33 09/19/2024 USD P 39.25/R SLVRLND SWU0KJ988 | ** | 7,109 | ||||||
VAREX IMAGING CORP COM | ** | 3,603,270 | ||||||
VARONIS SYS INC COM | ** | 1,506,975 | ||||||
VARUN BEVERAGES INR10 | ** | 465,810 | ||||||
VAXCYTE INC COM | ** | 483,624 | ||||||
VECTOR GROUP LTD COM STK | ** | 407,355 | ||||||
VECTOR INC COM STK | ** | 34,478 | ||||||
VEEVA SYS INC CL A COM CL A COM | ** | 12,251,485 | ||||||
VELO3D INC COM USD0.0001 | ** | 254,463 | ||||||
VELODYNE LIDAR INC COM | ** | 16,178 | ||||||
VENTAS INC REIT | ** | 196,148 | ||||||
VENTAS RLTY LTD PARTNERSHIP 3.0% 01-15-2030 REG | ** | 1,351,566 | ||||||
VENTAS RLTY LTD PARTNERSHIP 3.75 DUE 05-01-2024 | ** | 288,451 | ||||||
VENTIA SERVICES NPV | ** | 177,163 | ||||||
VENTURE 32 CLO LTD SR 18-32A CL A-2A FLTG RATE 144A 07-18-2031 | ** | 487,103 | ||||||
VENTURE 33 CLO LTD / VENTURE 33 CLO 0% 07-15-2031 | ** | 488,516 | ||||||
VENTYX BIOSCIENCES INC COM | ** | 413,744 | ||||||
VERA BRADLEY INC COM STK | ** | 11,542 | ||||||
VERACYTE INC COM | ** | 475,620 | ||||||
VERADIGM INC COM USD0.01 | ** | 1,012,289 | ||||||
VERALLIA EUR3.38 | ** | 2,457,549 | ||||||
VERINT SYS INC COM | ** | 1,100,917 | ||||||
VERITIV CORP COM | ** | 174,897 | ||||||
VERIZON .85% DUE 11-20-2025 | ** | 1,534,657 | ||||||
VERIZON 2.65% DUE 11-20-2040 | ** | 288,809 | ||||||
VERIZON 2.65% DUE 11-20-2040 | ** | 2,466,772 | ||||||
VERIZON 3% DUE 03-22-2027 | ** | 260,457 | ||||||
VERIZON 3.85% DUE 11-01-2042 | ** | 47,856 | ||||||
VERIZON 3.875% DUE 02-08-2029 | ** | 3,469,645 | ||||||
VERIZON 4% DUE 03-22-2050 | ** | 347,217 | ||||||
VERIZON 4.125% DUE 08-15-2046 | ** | 383,725 | ||||||
VERIZON 4.862% DUE 08-21-2046 | ** | 487,448 | ||||||
VERIZON COMMUNICATIONS 4.125% DUE 03-16-2027 | ** | 1,999,441 | ||||||
VERIZON COMMUNICATIONS COM | ** | 9,813,240 | ||||||
VERIZON COMMUNICATIONS INC 1.68% 10-30-2030 USD | ** | 312,756 | ||||||
VERIZON COMMUNICATIONS INC 3.15% DUE 03-22-2030 | ** | 1,485,877 | ||||||
VERIZON COMMUNICATIONS INC 4.329% 09-21-2028 | ** | 481,639 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
VERIZON COMMUNICATIONS INC NT 2.355% 03-15-2032 | ** | 7,205,416 | ||||||
VERIZON FIXED 2.1% DUE 03-22-2028 | ** | 226,061 | ||||||
VERIZON FIXED 2.1% DUE 03-22-2028 | ** | 6,973,116 | ||||||
VERIZON FIXED 2.55% DUE 03-21-2031 | ** | 1,631,053 | ||||||
VERIZON FIXED 3.5% DUE 11-01-2024 | ** | 1,783,324 | ||||||
VERIZON FIXED 4.016% DUE 12-03-2029 | ** | 811,200 | ||||||
VERIZON FIXED 4.016% DUE 12-03-2029 | ** | 6,871,731 | ||||||
VERTEX PHARMACEUTICALS INC COM | ** | 14,610,535 | ||||||
VERTIV HOLDINGS LLC COM USD0.0001 | ** | 1,780,212 | ||||||
VERTU MOTORS PLC ORD GBP0.10 | ** | 187,133 | ||||||
VERUS 4.474% DUE 04-25-2067 | ** | 422,782 | ||||||
VERUS SECURITIZATION TR 2021-3 MTG BACKED NT CL A-3 144A 1.437% 06-25-2066 | ** | 2,281,942 | ||||||
VIACOM INC NEW 5.85% DUE 09-01-2043 | ** | 688,482 | ||||||
VIATRIS INC SR NT 2.3% 06-22-2027 | ** | 64,144 | ||||||
VIATRIS INC SR NT 2.7% 06-22-2030 | ** | 4,045,125 | ||||||
VIAVI SOLUTIONS INC COM NPV | ** | 1,308,579 | ||||||
VIBRA ENERGIA S.A. COM NPV | ** | 409,095 | ||||||
VICI PROPERTIES LP NEW ISSUE 3YR 4.375% 05-15-2025 | ** | 7,040,285 | ||||||
VICOR CORP COM | ** | 138,998 | ||||||
VICTORIA GOLD CORP COM NPV(POST REV SPLIT) | ** | 317,672 | ||||||
VICTORIAS SECRET & CO COM | ** | 77,142 | ||||||
VICTORY CAP HLDGS INC DEL CL A CL A | ** | 291,615 | ||||||
VIKING TECH CORP TWD10 | ** | 150,224 | ||||||
VIMEO INC COM | ** | 290,682 | ||||||
VIPER ENERGY PARTNERS LP COM UNIT REPSTGLTD PARTNER INT | ** | 948,773 | ||||||
VIRGINIA ELEC & PWR CO 3.75% 05-15-2027 | ** | 1,780,660 | ||||||
VISA INC 1.9% DUE 04-15-2027 REG | ** | 730,664 | ||||||
VISA INC 3.15% DUE 12-14-2025 | ** | 1,330,581 | ||||||
VISA INC 4.3% DUE 12-14-2045 | ** | 339,718 | ||||||
VISA INC COM CL A STK | ** | 24,532,093 | ||||||
VISTEON CORP COM NEW COM NEW | ** | 2,060,834 | ||||||
VISTRA CORP COM USD0.01 | ** | 4,115,239 | ||||||
VITESCO TECHNOLOGI NPV | ** | 451,781 | ||||||
VITROLIFE AB NPV | ** | 48,554 | ||||||
VIVA ENERGY GROUP NPV | ** | 1,396,541 | ||||||
VMWARE INC 1.4% 08-15-2026 | ** | 218,212 | ||||||
VMWARE INC 1.4% 08-15-2026 | ** | 8,603,664 | ||||||
VMWARE INC 3.9% 08-21-2027 | ** | 8,038,322 | ||||||
VMWARE INC CL A COM CL A COM | ** | 449,302 | ||||||
VMWARE INC FIXED 1% DUE 08-15-2024 | ** | 2,834,604 | ||||||
VMWARE INC SR NT 1.8% 08-15-2028 | ** | 106,387 | ||||||
VODAFONE GROUP PLC 5% DUE 05-30-2038 | ** | 416,127 | ||||||
VODAFONE QATAR QAR1 | ** | 110,647 | ||||||
VOESTALPINE AG NPV | ** | 628,765 | ||||||
VOLKSWAGEN GROUP 1.625% DUE 11-24-2027 | ** | 1,904,281 | ||||||
VOLKSWAGEN GROUP 4.35% DUE 06-08-2027 | ** | 2,654,254 | ||||||
VOYA FINL INC COM | ** | 3,848,782 | ||||||
VST INDUSTRIES COM | ** | 107,187 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
VSTECS HOLDINGS LT HKD0.10 | ** | 153,364 | ||||||
VT HOLDINGS CO LTD NPV | ** | 215,708 | ||||||
VULCAN MATERIALS CO COM | ** | 6,872,367 | ||||||
W & T OFFSHORE INC COM | ** | 235,928 | ||||||
W P CAREY INC 2.25% DUE 04-01-2033 | ** | 631,917 | ||||||
W P CAREY INC 2.4% DUE 02-01-2031 | ** | 71,941 | ||||||
W VA UNIV HLTH SYS 3.129% DUE 06-01-2050 | ** | 267,479 | ||||||
WABASH NATL CORP COM | ** | 443,796 | ||||||
WACKER NEUSON SE(REGD) | ** | 369,285 | ||||||
WAJAX CORP COM | ** | 295,291 | ||||||
WALMART INC 1.5% DUE 09-22-2028 BEO | ** | 249,091 | ||||||
WALMART INC 1.8% DUE 09-22-2031 BEO | ** | 171,527 | ||||||
WALMART INC 2.375% DUE 09-24-2029 | ** | 87,818 | ||||||
WALMART INC 3.95% DUE 09-09-2027 BEO | ** | 1,000,914 | ||||||
WALMART INC COM | ** | 2,882,732 | ||||||
WALSIN TECHNOLOGY TWD10 | ** | 25,703 | ||||||
WALT DISNEY CO | ** | 100,433 | ||||||
WARABEYA NICHIYO HOLDINGS CO L | ** | 251,559 | ||||||
WARBY PARKER INC CL A COM CL A COM | ** | 581,648 | ||||||
WARNER BROS DISCOVERY INC | ** | 7,581,080 | ||||||
WARNER MUSIC GROUP CORP CL A CL A | ** | 819,468 | ||||||
WARRIOR MET COAL INC COM | ** | 262,779 | ||||||
WAVESTONE EUR0.025 | ** | 201,799 | ||||||
WEC ENERGY GROUP 5.15% DUE 10-01-2027 | ** | 219,651 | ||||||
WEC ENERGY GROUP INC 5.0% DUE 09-27-2025BEO | ** | 155,117 | ||||||
WEIQIAO TEXTILE CO 'H'CNY1 | ** | 70,519 | ||||||
WELL SHIN TECHNOLO TWD10 | ** | 122,399 | ||||||
WELLFLEET CLO 2017-1 LTD / SR SECD NT CLA-1-R-R FLTG 5.69771% 04-20-2029 | ** | 3,149,401 | ||||||
WELLS FARGO & CO 2.164% 02-11-2026 | ** | 10,883,635 | ||||||
WELLS FARGO & CO 2.393% 06-02-2028 | ** | 1,007,684 | ||||||
WELLS FARGO & CO 2.406% 10-30-2025 | ** | 8,160,458 | ||||||
WELLS FARGO & CO 2.879% DUE 10-30-2030 | ** | 153,450 | ||||||
WELLS FARGO & CO 3% DUE 10-23-2026 | ** | 231,348 | ||||||
WELLS FARGO & CO 3% DUE 10-23-2026 | ** | 9,096,593 | ||||||
WELLS FARGO & CO 3.75% DUE 01-24-2024 | ** | 3,719,779 | ||||||
WELLS FARGO & CO 4.1% DUE 06-03-2026 | ** | 341,101 | ||||||
WELLS FARGO & CO 4.4% DUE 06-14-2046 | ** | 96,466 | ||||||
WELLS FARGO & CO 4.478% 04-04-2031 | ** | 610,996 | ||||||
WELLS FARGO & CO 4.48% DUE 01-16-2024 | ** | 9,804,934 | ||||||
WELLS FARGO & CO 4.75% DUE 12-07-2046 | ** | 109,554 | ||||||
WELLS FARGO & CO 4.9% DUE 11-17-2045 | ** | 58,045 | ||||||
WELLS FARGO & CO 4.9% DUE 11-17-2045 | ** | 320,547 | ||||||
WELLS FARGO & CO FIXED .805% DUE 05-19-2025 | ** | 280,921 | ||||||
WELLS FARGO & CO FIXED .805% DUE 05-19-2025 | ** | 1,020,679 | ||||||
WELLS FARGO & CO FIXED 2.572% 02-11-2031 | ** | 2,773,664 | ||||||
WELLS FARGO & CO MEDIUM TERM 5.013% 04-04-2051 | ** | 4,266,901 | ||||||
WELLS FARGO & CO MEDIUM TERM SR NTS 3.068% DUE 04-30-2041 | ** | 428,477 | ||||||
WELLS FARGO & CO MEDIUM TERM SR NTS BOOK2.188% DUE 04-30-2026 | ** | 4,470,552 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
WELLS FARGO & CO MEDIUM TERM SR NTS BOOKENTRY 3.35% 03-02-2033 | ** | 1,690,728 | ||||||
WELLS FARGO & CO MEDIUM TERM SR NTS BOOKENTRY 3.35% 03-02-2033 | ** | 262,063 | ||||||
WELLS FARGO & CO MEDIUM TERM SR NTS BOOKENTRY 3.727% 03-24-2028 | ** | 278,167 | ||||||
WELLS FARGO & CO MEDIUM TERM SR NTS BOOKENTRY 3.727% 03-24-2028 | ** | 3,245,280 | ||||||
WELLS FARGO & CO NEW COM STK | ** | 28,343,108 | ||||||
WELLS FARGO & CO NEW MEDIUM TERM SR 4.125 DUE 08-15-2023 | ** | 330,001 | ||||||
WELLS FARGO & CO VAR RT 1.654% DUE 06-02-2024 | ** | 3,956,484 | ||||||
WELLS FARGO & CO VAR RT 3.908% DUE 04-25-2026 | ** | 5,869,196 | ||||||
WELLS FARGO & CO VAR RT 4.808% DUE 07-25-2028 | ** | 2,768,272 | ||||||
WELLS FARGO & CO VAR RT 4.897% DUE 07-25-2033 | ** | 4,734,360 | ||||||
WELLS FARGO & COMPANY 3.584 % 05-22-2028 | ** | 26,036,371 | ||||||
WELLS FARGO COML 2.788% DUE 07-15-2048 | ** | 2,079,612 | ||||||
WELLS FARGO COML 3.247% DUE 07-15-2058 | ** | 5,055,690 | ||||||
WELLS FARGO COML 3.418% DUE 09-15-2050 | ** | 6,694,347 | ||||||
WELLS FARGO COML 3.426% DUE 03-15-2059 | ** | 2,555,969 | ||||||
WELLS FARGO COML 3.656% DUE 12-15-2048 | ** | 5,913,861 | ||||||
WELLS FARGO COML 3.862% DUE 12-15-2039 | ** | 1,687,495 | ||||||
WELLS FARGO COML FLTG RT 3.7487% DUE 06-15-2036 | ** | 1,540,525 | ||||||
WELLS FARGO COML FLTG RT 4.34224% DUE 12-15-2059 | ** | 1,753,533 | ||||||
WELLS FARGO COML MTG TR 2016-C36 SR 16-C36 CL A3 2.807% 11-15-2059 | ** | 814,698 | ||||||
WELLS FARGO COML MTG TR 2016-NXS5 COML MTG PASSTHRU CTF CL 3.372% 01-15-2059 | ** | 3,759,740 | ||||||
WELLS FARGO COML MTG TR 2017-C40 SR 17-C40 CL A2 2.495% 10-15-2050 | ** | 877,911 | ||||||
WELLS FARGO COML MTG TR 2017-C40 CL A-SB 3.395% 10-15-2050 10-15-2050 | ** | 2,629,130 | ||||||
WELLS FARGO COML MTG TR 2017-C41 CL A-SB 3.39% 11-15-2050 | ** | 6,112,591 | ||||||
WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 1.354% 04-15-2054 | ** | 3,617,211 | ||||||
WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 2.298% 04-15-2054 | ** | 1,475,869 | ||||||
WELLS FARGO COML MTG TR 2022-C62 COML MTG PASS THRU CTF CL 3.589% 04-15-2055 | ** | 7,997,518 | ||||||
WELLS FARGO COML SER 2018-C44 CL ASB 4.167% 05-15-2051 | ** | 3,881,247 | ||||||
WELLTOWER INC 4% DUE 06-01-2025 | ** | 97,480 | ||||||
WELLTOWER INC 2.7% DUE 02-15-2027 | ** | 1,388,371 | ||||||
WELLTOWER INC 3.1% DUE 01-15-2030 | ** | 211,590 | ||||||
WELLTOWER INC 3.625% DUE 03-15-2024 | ** | 3,104,142 | ||||||
WELLTOWER INC 4.25% DUE 04-01-2026 | ** | 2,520,864 | ||||||
WENDYS CO COM | ** | 796,101 | ||||||
WESCO INTL INC COM | ** | 2,366,530 | ||||||
WEST AFRICAN RES NPV | ** | 530,552 | ||||||
WEST COAST PAPER M INR2.00 | ** | 115,403 | ||||||
WEST PHARMACEUTICAL SVCS INC COM | ** | 294,423 | ||||||
WESTAMERICA BANCORPORATION COM | ** | 3,242,659 | ||||||
WESTAR ENERGY INC 3.1% DUE 04-01-2027 | ** | 167,127 | ||||||
WESTAR ENERGY INC FIXED 3.25% 09-01-2049 | ** | 104,496 | ||||||
WESTERN ALLIANCE BANCORPORATION COM | ** | 3,919,763 | ||||||
WESTERN MIDSTREAM OPER LP FRN 01-13-2023REG | ** | 259,610 | ||||||
WESTERN UN CO FIXED 1.35% DUE 03-15-2026 | ** | 3,180,973 | ||||||
WESTGOLD RESOURCES NPV | ** | 215,853 | ||||||
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7% 09-15-2028 | ** | 3,497,943 | ||||||
WESTLAKE 1.24% DUE 11-17-2025 | ** | 4,874,462 | ||||||
WESTLIFE FOODWORLD LTD | ** | 223,031 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
WESTN DIGITAL CORP COM | ** | 140,713 | ||||||
WESTPAC BKG CORP 2.75% DUE 01-11-2023 | ** | 499,798 | ||||||
WESTPAC BKG CORP 4.322% DUE 11-23-2031 | ** | 273,293 | ||||||
WESTPAC BKG CORP DISC COML PAPER 4/2 YRS08-23-2023 | ** | 7,179,586 | ||||||
WESTPAC BKG FIXED 2.668% DUE 11-15-2035 | ** | 372,229 | ||||||
WESTROCK CO CORP BOND 3.75% 03-15-2025 | ** | 3,208,313 | ||||||
WEX INC COM | ** | 4,518,704 | ||||||
WEYERHAEUSER CO FIXED 4% DUE 04-15-2030 | ** | 4,382,769 | ||||||
WEYERHAEUSER CO SR NT 4% 03-09-2052 | ** | 760,438 | ||||||
WFRBS COML MTG TR 3.311% DUE 03-15-2045 | ** | 295,560 | ||||||
WFRBS COML MTG TR FLTG RT 4.0689997673% DUE 09-15-2057 | ** | 4,334,580 | ||||||
WFRBS COML MTG TR MTG PASS SER 2014-C20 CL C 4.513 05-15-2047 | ** | 1,567,892 | ||||||
WHEELS UP EXPERIENCE INC CL A CL A | ** | 15,189 | ||||||
WHIRLPOOL CORP COM | ** | 4,917,433 | ||||||
WHITEHAVEN COAL NPV | ** | 34,988 | ||||||
WI TREASURY N/B 28/02/2029 1.875% 02-28-2029 | ** | 2,307,805 | ||||||
WI TREASURY SEC 3% DUE 05-15-2045 REG | ** | 581,055 | ||||||
WI TREASURY SEC 3.375% DUE 11-15-2048 REG | ** | 853,950 | ||||||
WI TREASURY SEC 4.0% 11-15-2032 | ** | 1,239,305 | ||||||
WI UNITED STATES OF AMER TREAS T NOTE 2.375% DUE 02-29-2024 | ** | 4,871,289 | ||||||
WI US TREASURY SEC 4.125% 10-31-2027 | ** | 5,026,563 | ||||||
WI US TREASURY SEC 4.125% 10-31-2027 | ** | 18,336,900 | ||||||
WI US TREASURY SEC 4.5% 11-30-2024 | ** | 100,054,688 | ||||||
WIDEOPENWEST INC COM | ** | 111,971 | ||||||
WIENERBERGER AG NPV | ** | 663,807 | ||||||
WIJAYA KARYA BETON IDR100 | ** | 24,568 | ||||||
WILL GROUP INC NPV | ** | 57,201 | ||||||
WILLIAMS CO INC COM | ** | 260,404 | ||||||
WILLIAMS COMPANIES INC 2.6% 03-15-2031 | ** | 649,652 | ||||||
WILLIAMS COMPANIES INC 4.55 DUE 06-24-2024 | ** | 1,708,774 | ||||||
WILLIAMS PARTNERS 3.75% DUE 06-15-2027 | ** | 2,701,204 | ||||||
WILLIAMS PARTNERS 4.3% DUE 03-04-2024 | ** | 2,401,363 | ||||||
WILLIAMS PARTNERS 4.9% DUE 01-15-2045 | ** | 384,948 | ||||||
WILLIAMS PARTNERS 5.1% DUE 09-15-2045 | ** | 596,966 | ||||||
WILLIAMS PARTNERS 5.4% DUE 03-04-2044 | ** | 228,006 | ||||||
WILLIAMS PARTNERS FIXED 4.85% DUE 03-01-2048 | ** | 254,851 | ||||||
WILLSCOT MOBILE MINI HLDGS CORP COM USD0.01 | ** | 1,394,804 | ||||||
WILMINGTON PLC | ** | 25,089 | ||||||
WIND RIV 2019-3 CLO LTD / WIND RIV 1.16431% 04-15-2031 | ** | 486,046 | ||||||
WIND RIV 2019-3 CLO LTD / WIND RIV 1.16431% 04-15-2031 | ** | 6,415,812 | ||||||
WINGSTOP INC COM | ** | 1,398,082 | ||||||
WINNEBAGO INDS INC COM | ** | 7,292,626 | ||||||
WISCONSIN ST GEN FD ANNUAL APPROPRIATIONREV 2.483% 05-01-2027 BEO TAXABLE | ** | 1,816,913 | ||||||
WISTRON CORP TWD10 | ** | 626,539 | ||||||
WISTRON NEWEB CORP TWD10 | ** | 7,652 | ||||||
WIX.COM LTD COM ILS0.01 | ** | 1,834,009 | ||||||
WOLFSPEED INC COM USD0.00125 | ** | 152,509 | ||||||
WOODWARD INC COM | ** | 6,150,965 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
WOOREE ENTERPRISE CO LTD KRW500 | ** | 11,325 | ||||||
WORKDAY INC 3.7% 04-01-2029 | ** | 458,547 | ||||||
WORKDAY INC CL A COM USD0.001 | ** | 7,982,310 | ||||||
WORKDAY INC SR NT 3.5% 04-01-2027 | ** | 257,435 | ||||||
WORKDAY INC SR NT 3.5% 04-01-2027 | ** | 2,043,566 | ||||||
WORKDAY INC SR NT 3.8% 04-01-2032 | ** | 708,872 | ||||||
WORKDAY INC SR NT 3.8% 04-01-2032 | ** | 6,610,228 | ||||||
WORKIVA INC COM CL A COM CL A | ** | 6,319,834 | ||||||
WORLD ACCEP CORP S C NEW COM | ** | 157,663 | ||||||
WORLD CO LTD NPV | ** | 144,731 | ||||||
WORLD FUEL SERVICE COM STK USD0.01 | ** | 491,585 | ||||||
WORLD OMNI AUTO RECEIVABLES SER 22-B CL A3 3.25% 07-15-2027 | ** | 1,426,635 | ||||||
WORLD OMNI SELECT AUTO 2018-1 SR 21-A CLA2 .29% DUE 02-18-2025 BEO | ** | 139,972 | ||||||
WORLDWIDE PLAZA TR 3.5263% DUE 11-10-2036 BEO | ** | 1,546,121 | ||||||
WOWPRIME CORP TWD10 | ** | 196,776 | ||||||
WP CAREY INC 2.45% 02-01-2032 | ** | 1,807,569 | ||||||
WRKCO INC 3% DUE 06-15-2033 | ** | 199,401 | ||||||
WRKCO INC 3.9% DUE 06-01-2028 | ** | 46,028 | ||||||
WUSTENROT & WURTTE NPV | ** | 104,637 | ||||||
WYNN RESORTS LTD COM | ** | 453,420 | ||||||
XCEL ENERGY INC .5% DUE 10-15-2023 | ** | 2,373,496 | ||||||
XCEL ENERGY INC COM | ** | 11,300,190 | ||||||
XEBIO HOLDINGS CO NPV | ** | 106,217 | ||||||
XENCOR INC COM | ** | 139,861 | ||||||
XENIA HOTELS & RESORTS INC COM | ** | 393,608 | ||||||
XENON PHARMACEUTICALS INC COMMON STOCK | ** | 778,072 | ||||||
XEROX HLDGS CORP COM NEW COM NEW | ** | 978,813 | ||||||
XI S&D INC KRW1000 | ** | 33,468 | ||||||
XIABUXIABU USD0.000025 | ** | 913,036 | ||||||
XINHUA WINSHARE PU 'H'CNY1 | ** | 91,829 | ||||||
XOMETRY INC CL A COM CL A COM | ** | 1,238,760 | ||||||
XTB SA PLN0.05 | ** | 238,004 | ||||||
XYLEM INC COM | ** | 4,368,289 | ||||||
YADEA GROUP HOLDIN USD0.00001 | ** | 793,143 | ||||||
YALE UNIV FIXED .873% DUE 04-15-2025 | ** | 15,370,714 | ||||||
YAMABIKO CORPO NPV | ** | 48,310 | ||||||
YAMAICHI ELECTRONI NPV | ** | 102,144 | ||||||
YAMAZEN CORP NPV | ** | 220,448 | ||||||
YANCOAL AUSTRALIA LTD | ** | 2,658,090 | ||||||
YANGTZE OPTICAL FI CNY1 H | ** | 169,188 | ||||||
YANGZIJIANG SHIPBU NPV (SGD) | ** | 556,290 | ||||||
YELP INC COM | ** | 976,831 | ||||||
YETI HLDGS INC COM | ** | 3,092,921 | ||||||
YONDOSHI HOLDINGS INC | ** | 56,934 | ||||||
YOROZU CORP NPV | ** | 34,714 | ||||||
YOUNGONE CORP KRW500 | ** | 54,574 | ||||||
YOUNGONE HOLDINGS CO LTD KRW500 | ** | 377,030 | ||||||
YPSOMED HOLDING AG CHF11.60(REGD) | ** | 231,160 |
Security Name, Maturity Date, and Rate | Cost | Current Value (in dollars) | ||||||
YTL POWER INTL NPV | ** | 79,875 | ||||||
YUM BRANDS INC COM | ** | 427,403 | ||||||
YUM CHINA HLDGS INC COM | ** | 3,219,978 | ||||||
YUNG SHIN PHARM | ** | 91,295 | ||||||
ZENITAKA CORP NPV | ** | 25,952 | ||||||
ZENTALIS PHARMACEUTICALS INC COM | ** | 142,088 | ||||||
ZERIA PHARMACEUTIC NPV | ** | 90,901 | ||||||
ZETA GLOBAL HLDGS CORP CL A CL A | ** | 473,803 | ||||||
ZHENGZHOU COAL MNG MACH-H | ** | 47,990 | ||||||
ZHONGAN ONLINE P & CNY1 | ** | 196,132 | ||||||
ZIFF DAVIS INC COM USD0.001 | ** | 231,447 | ||||||
ZIGEXN CO LTD NPV | ** | 70,484 | ||||||
ZILLOW GROUP INC COM USD0.0001 | ** | 1,099,185 | ||||||
ZIMMER BIOMET HLDGS INC COM | ** | 4,513,500 | ||||||
ZIMMER BIOMET HLDGS INC NT 2.6% 11-24-2031 | ** | 495,806 | ||||||
ZIMVIE INC COM USD0.01 WI | ** | 75,159 | ||||||
ZIONS BANCORPORATION N A | ** | 2,691,805 | ||||||
ZIPPY TECHNOLOGY TWD10 | ** | 31,926 | ||||||
ZOETIS INC 2% DUE 05-15-2030 | ** | 187,253 | ||||||
ZOETIS INC COM USD0.01 CL 'A' | ** | 19,943,990 | ||||||
ZOETIS INC FIXED 5.4% DUE 11-14-2025 | ** | 1,191,348 | ||||||
ZOOMINFO TECHNOLOGIES INC COM USD0.01 | ** | 2,455,290 | ||||||
ZSCALER INC COM | ** | 491,241 | ||||||
ZURICH INSURANCE GROUP AG CHF0.10 | ** | 6,799,430 | ||||||
ZURN ELKAY WATER SOLUTIONS CORPORATION | ** | 1,926,765 | ||||||
Metropolitan Life (wrap contract) | ** | 147,641,636 | ||||||
Prudential (wrap contract) | ** | 179,081,182 | ||||||
RGA (wrap contract) | ** | 104,894,564 | ||||||
Royal Bank of Canada (wrap contract) | ** | 151,968,510 | ||||||
Voya (wrap contract) | ** | 212,442,368 | ||||||
TOTAL | $ | 62,535,762,912 | ||||||
*PARTICIPANT LOANS (Interest from 3.25% to 9.50% maturing through December 2042) | ** | $ | 580,445,956 | |||||
*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 14, 2023 | /s/ Michael Cleary | |||||||||||||||||||
Date | Michael Cleary | |||||||||||||||||||
Senior Vice President and Controller | ||||||||||||||||||||