BOEING CO, 11-K filed on 6/16/2026
Annual Report of Employee Stock Plans
v3.26.1
Cover
 12 Months Ended
Dec. 31, 2025
Document Information [Line Items]  
Document Type 11-K
Entity Registrant Name THE BOEING COMPANY
Amendment Flag false
Entity Central Index Key 0000012927
EBP 002  
Document Information [Line Items]  
Document Type 11-K
Entity Registrant Name THE BOEING COMPANY
v3.26.1
STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS - EBP 002 - USD ($)
$ in Millions
Dec. 31, 2025
Dec. 31, 2024
Investments, at fair value:    
Investments — interest in Master Trust $ 79,581 $ 73,154
Receivables:    
Participant contributions 52 0
Employer contributions 58 50
Notes receivable from participants 719 706
Total receivables 829 756
NET ASSETS AVAILABLE FOR BENEFITS $ 80,410 $ 73,910
v3.26.1
STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS - EBP 002
$ in Millions
 12 Months Ended
Dec. 31, 2025
USD ($)
EBP, Statement of Change in Net Asset Available for Benefit [Line Items]  
Net Master Trust activity $ 10,998
Interest income from notes receivable from participants 48
Contributions:  
Employer — Boeing common stock 1,538
Participant 2,226
Total contributions 3,764
Benefits paid per the financial statements 8,310
NET INCREASE 6,500
NET ASSETS AVAILABLE FOR BENEFITS:  
Beginning of year 73,910
End of year $ 80,410
v3.26.1
DESCRIPTION OF PLAN
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Description of Plan [Line Items]  
DESCRIPTION OF PLAN DESCRIPTION OF PLAN
The following description of The Boeing Company 401(k) Retirement Plan (the “Plan”) provides only general information. Participants, as defined by the Plan (“Members” or “Participants”), should refer to the plan document for a more complete description of the Plan’s provisions.
General — The Plan is a defined contribution plan intended to qualify under the Internal Revenue Code (“IRC”) as a profit sharing plan with a cash or deferred arrangement and employee stock ownership plan component, and is designed to provide Members with a means of making regular savings for their retirement. An eligible employee of The Boeing Company (the “Company” or “Boeing”) or one of its adopting subsidiaries becomes eligible to participate on the first day of employment.
The Plan includes an auto-enrollment provision for newly-eligible employees unless they affirmatively elect not to participate in the Plan. Automatically enrolled Members have their deferral rate set at a percentage of eligible compensation as defined in the plan document and their contributions are invested in a qualified default investment alternative (“QDIA”) until changed by the Members. The current QDIA for the Plan is the applicable custom target date fund.
The assets of the Plan, excluding notes receivable from participants, are held in The Boeing Company Employee Savings Plans Master Trust (the “Master Trust”). The Northern Trust Company (“NT”) serves as trustee for the Master Trust. The Employee Benefit Plans Committee oversees the operation and administration of the Plan. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974 (“ERISA”), as amended.
Contributions — Members may elect to contribute to the Plan a percentage of their eligible compensation through either pretax, after-tax, or Roth contributions, or a combination of those contribution types, as defined in the plan document and subject to statutory limitations. Members who have attained age 50 before the end of the plan year are eligible to make catch-up contributions, as defined in the plan document and subject to statutory limits. The Plan also accepts certain rollover contributions.
Under the terms of the Plan, Boeing makes employer matching and Company contributions for eligible Members. Catch-up contributions are ineligible for an employer matching contribution for certain Members. During 2025 and 2024, Boeing’s contributions were made in the form of shares of Company common stock and immediately transferred to other investment funds in accordance with Members’ current investment elections.
Employer contributions receivables as of December 31, 2025 and 2024, included the following:
20252024
Employer matching and Company contributions$41 $— 
Employer matching true-up contributions11 29 
Student loan matching contributions6 21 
Total receivables: Employer contributions
$58 $50 
Members may elect to change their contribution percentages. These changes are effective the next pay period after the request is received, or as soon as administratively possible thereafter. The allocation of both Members’ contributions and employer contributions to the funds may be changed at any time and become effective on the day of the change or the next business day, according to the time of the request for a change in relation to the stock market close of business.
Members’ Accounts — Individual accounts are maintained for each Member. Each Member’s account is credited with the Member’s contributions, Boeing’s contributions, and allocations of Plan earnings (losses) from the funds in which the account is invested. Each Member’s account is charged with an allocation of certain administrative and investment-related expenses, and Member-specific charges, if applicable. Allocations are based on Member earnings or account balances, as defined by the plan document. The benefit to which a Member is entitled is the benefit that can be provided from the Member’s account.
Investment Funds — Upon enrollment in the Plan, Members may direct the investment of their contributions and any employer contributions to the investment funds offered under the Plan. These investment funds consisted of common/collective trusts, separately managed U.S. equity accounts, separately managed non-U.S. equity accounts, a separately managed fixed-income account, custom target date funds, a stable value fund (composed of synthetic-guaranteed investment contracts (“synthetic GICs”)), and Boeing common stock, which is the Boeing Stock Fund, as of December 31, 2025 and 2024. The Boeing Stock Fund consists of Boeing common stock and cash held in the cash sweep fund. Members may elect that dividends received with respect to their investments in the Boeing Stock Fund be distributed to them in cash or reinvested in the Boeing Stock Fund (a dividend payout program). Investment funds are valued daily and Members may elect to change their investment allocations on a daily basis.
Vesting — Member contributions, Boeing’s contributions, and earnings on those contributions are immediately vested.
Withdrawals — Members may elect to withdraw all or a portion of their accounts, at any time on or after the day the Member attains age 59 1/2. If a Member is under age 59 1/2, withdrawals from his or her accounts are subject to restrictions for certain accounts and certain hardship rules as provided by the Plan. If a Member takes a hardship withdrawal, the Member may continue contributions to the Plan; however, for certain Members, employer matching contributions will be suspended for six months following the hardship withdrawal.
In addition, a Member may elect to withdraw all or part of his or her employer matching contribution account before the Member attains age 59 1/2, but only if the Member has attained his or her fifth anniversary of employment. If such a withdrawal is made, employer matching contributions will generally be suspended for six months following the withdrawal. Company contributions may be fully withdrawn upon termination of employment. Withdrawals of after-tax contributions and rollover contributions can be made at any time. Effective August 1, 2025, employer match or after-tax withdrawals cannot be made if a Member (excluding certain unions) has taken an employer match or after-tax withdrawal, respectively, during the preceding six-month period. Qualified reservist distributions, active military leave distributions, withdrawals upon disability, qualified birth and adoption withdrawals, domestic abuse withdrawals, emergency personal expense withdrawals, and qualified disaster recovery withdrawals are also available to eligible Members.
In the event of illness or injury and if eligible Members have used all of their regular sick leave benefits, the eligible Members may elect to withdraw, subject to Plan requirements, all or a portion of their salary continuation balance, if applicable.
Notes Receivable from Participants — Members may borrow from their fund accounts a minimum of one thousand dollars up to a maximum equal to the lesser of fifty thousand dollars or 50% of their account balance (subject to restrictions for certain accounts and minus any current outstanding loan balance), reduced by the highest outstanding loan balance under all of the Company’s savings plans during the last 12 months. Members may generally have a maximum of two loans outstanding under the Plan at any time. Loans may be additionally limited in accordance with the Plan provisions and/or loan policies and procedures. The interest rate on new loans is set every month and is equal to the prime rate published in the Wall Street Journal as of the last business day of the calendar month immediately preceding the date of the loan. Interest rates on outstanding loans ranged from 3.25% to 9.50% at December 31, 2025, with loans maturing at various dates through December 2045.
Loan repayments are made through regular payroll deductions for a period of up to 60 months for general loans and over a longer period for loans used to finance the purchase of a principal residence. If a Member’s employment terminates for any reason, and the loan balances are not paid in full by the termination date, the
Member may continue to make monthly loan repayments until the loan is scheduled to be paid off. A loan will generally be subject to default if a payment has not been made for 90 days, an outstanding loan balance remains 30 days after the scheduled payoff date, or the Member takes a full distribution of his or her net account balance before the loan is paid off. If the loan defaults, the loan balance will become taxable income to the Member.
Benefit Payments — Upon termination of service, a Member may elect to receive a lump-sum amount equal to the full value of the Member’s vested interest in his or her account; a partial payment amount; or monthly, quarterly, semiannual, or annual installments of a fixed dollar amount or for a specific number of years, up to 10 years. Generally, a Member may also elect to have all or a portion of his or her Boeing Stock Fund balance paid in shares and/or cash. A Member also has the option to elect to apply all or a part of his or her account toward the purchase of an annuity contract with payments for a specified number of years, from a provider made available by the Plan administrator in accordance with the procedures established by the Plan administrator. If a Member makes no election, annual distributions of the required minimum amount will generally begin after age 73, in accordance with applicable Plan provisions. Notwithstanding the foregoing, following a Member’s termination of service, if his or her account balance is one thousand dollars or less, it will automatically be paid out to the Member in accordance with applicable Plan provisions.
Plan Amendments — Effective January 1, 2025, as specified in the Plan provisions, the Plan document was amended to update the list of eligible incentive plans, include a separate catch-up contribution election for all Members who are catch-up eligible, and reflect mandatory Roth catch-up contributions for certain Members who are catch-up eligible.
Effective January 1, 2026, the Plan document was amended to allow Members ages 60-63 to make catch-up contributions up to the increased limits permitted under SECURE 2.0 Act of 2022.
Subsequent Events — Subsequent events were evaluated through June 16, 2026, the date the financial statements were issued.
v3.26.1
SUMMARY OF ACCOUNTING POLICIES
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Accounting Policy [Line Items]  
SUMMARY OF ACCOUNTING POLICIES SUMMARY OF ACCOUNTING POLICIES
Basis of Accounting — The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“GAAP”).
Use of Estimates — The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and changes therein and the disclosure of contingent assets and liabilities. Actual results could differ from those estimates.
Risks and Uncertainties — The Plan utilizes various investment instruments. Investment securities, in general, are exposed to various risks, such as interest rate risk, credit risk, and overall market volatility. Market risks include global events, such as a pandemic or international conflict, which could impact the value of investment securities. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.
Valuation of Investments — Investments in the Master Trust are stated at fair value, except for fully benefit-responsive investment contracts (“FBRICs”) or synthetic GICs, which are reported at contract value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability (exit price) in an orderly transaction between market participants at the measurement date. Securities traded in markets that are not considered active may be valued using unobservable inputs, such as less recent trade prices, single broker-dealer quotations, related yield curves, and other assumptions about the security. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan (see Note 3). The Master Trust’s investments, as discussed in Note 4, are valued as follows:
•Common stock, including Boeing common stock, preferred stock, and other investments (rights, warrants, exchange-traded funds, exchange-traded options, and other exchange-traded derivatives) traded in active markets on national and international exchanges are primarily valued using a market approach based on the closing market prices of identical instruments on the last trading day
of the year. The other exchange-traded derivatives are included in other receivables and other liabilities on the Master Trust’s statements of net assets.
•Forward and spot currency contracts are valued using a market value approach based on spot foreign currency rates if the contract tenor is two days or less and on interpolated forward rates for any contracts with a tenor greater than two days. Forward and spot currency contracts are included in other receivables and other liabilities on the Master Trust’s statements of net assets.
•Investments in common/collective trust funds are valued based on the year-end unit net asset value (“NAV”). The NAV is used as a practical expedient to estimate fair value. Unit values are determined by the issuer or third party administrator by dividing the fair values of the total net assets at year-end by the outstanding units. There were no unfunded commitments, no restrictions on redemption frequency, and no advance notice periods required for redemption for these investments.
•Synthetic GICs are stated at contract value. There are no reserves against contract value for credit risk of the contract issuer. The fixed-income securities underlying the contracts were valued based on the pricing methodology stated below for fixed-income securities.
•Fixed-income securities, including government and agency securities, corporate bonds, and mortgage and asset-backed securities, are primarily valued using a market approach using matrix pricing, which considers a security’s relationship to other securities for which quoted prices in an active market may be available, or alternatively based on an income approach, which uses valuation techniques to convert future cash flows to a single present value amount. The valuation approach is designed to maximize the use of observable inputs, such as observable trade prices, multiple broker-dealer quotations, related yield curves, and other assumptions about the security (prepayment projections, cash flows, other security characteristics, etc.) and minimize unobservable inputs. The securities are valued as of the last trading day of the year. Fixed-income instruments that have a delayed future settlement such as to-be-announced securities (“TBAs”) are valued similarly to fixed-income securities in active markets. TBAs are included in the underlying assets associated with the synthetic GICs, other receivables, and other liabilities on the Master Trust’s statements of net assets.
•Mutual funds, which are registered investment companies, are valued at the daily closing price as reported by the fund. Funds held by the Master Trust are open-ended funds that are registered with the Securities and Exchange Commission. These funds are required to publish their daily NAV and to transact at that price.
•Short-term investments include certificates of deposits, commercial paper, treasury bills, and discounted notes with original maturities greater than three months, but less than one year. These investments are primarily valued using a market approach in the same manner as fixed-income securities referenced above.
•Other investments include physical commodities and over-the-counter (“OTC”) derivatives, such as options and swap contracts. Physical commodities are valued on a market approach using the front month futures contract for the specific commodity. The derivatives are valued using a market approach and are based upon the expected amount that the Master Trust would receive or pay to exit the derivative at the reporting date. The valuation methodology relies on inputs, including, but not limited to, benchmark yields, swap curves, cash flow analysis, ratings updates, and interdealer broker rates. Credit risk of the derivative counterparties is offset by collateralizing the expected amount that the Master Trust would receive or pay to terminate the derivative.
In accordance with the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 946, Financial Services - Investment Companies, the synthetic GICs are included at contract value in participant-directed investments in the statements of net assets available for benefits. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan and the terms of the synthetic GICs. The statement of changes in net assets available for benefits is presented on a contract-value basis.
Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date. Net appreciation/depreciation of investments includes both realized and unrealized gains or losses and is calculated as the difference between the fair value of the investments as of the beginning of the plan year or the purchase date in the current year and either the sales price or the end-of-year fair value.
Cash and Cash Equivalents — Cash and cash equivalents include cash and cash collateral. Cash collateral is related to the collateral posted on derivatives.
Valuation Oversight — Plan management has implemented processes that are designed to ensure that fair value measurements used by the Master Trust are appropriate and reliable, that they are based on observable inputs wherever possible, and that the valuation approaches are consistently applied and the assumptions used are reasonable. The valuation framework has a set of processes that provides for oversight and validation of the fair value methodologies as well as valuations.
The Board of Directors of the Company has delegated the fiduciary oversight of plan assets within the Master Trust structures to the Employee Benefit Investment Committee (“EBIC”). The EBIC has sub-delegated this responsibility to the Chief Investment Officer (“CIO”), who manages Trust Investments and chairs the Valuation Committee. Trust Investments is responsible for the oversight of the Plan assets including selection and monitoring of investment managers, asset strategies, and risk management. The Valuation Committee is responsible for the oversight of the valuation practices of the Master Trust and is composed of the Managing Directors of Trust Investments, including Risk Management and Trust Operations and each of the Investment teams, along with the Director of Actuarial Services and Enterprise Benefits Accounting. The Valuation Committee meets periodically with the purpose of fulfilling the following responsibilities and provides an annual review to the EBIC of its findings and actions:
•Review and approve annually the Trust Investments valuation practices, and review valuation practices used by third parties
•Review and approve the year-end valuations, including the methods used to develop and substantiate the unobservable inputs used in the fair value measurement
•Review analysis and benchmarks used by the Company and the Master Trust to assess the reasonableness of the year-end valuations and changes in fair value measurements from period to period
•Review and approve annual financial statement disclosures of the investments held in the Master Trust
Common/collective trust funds are generally valued using the NAV or its equivalent. Valuations provided by the funds are reviewed at least quarterly. The asset managers’ audited financial statements are used in the Master Trust's annual financial reporting process, where applicable. Assessments of reasonableness include regular asset manager meetings and review of quarterly reports, third-party reviews and reconciliations, which includes escalation to Trust Investments for exceptions, quarterly CIO investment reviews, and reviews of manager valuation policies. Valuation policies are reviewed when a new mandate is entered into with an asset manager or as changes to policies are provided by managers.
Fixed income, equity, and derivative instruments are generally valued using valuations obtained from pricing vendors. Pricing vendor valuation methodologies and custodian pricing controls and related documentation are assessed for reasonableness on an annual basis. The pricing vendor due diligence process includes reviews of pricing controls and procedures, as well as discussions in order to maintain a current understanding of the valuation processes and related assumptions and inputs that may be used by the vendors to price instruments. The custodian due diligence process includes reviews of pricing controls and procedures that are carried out on the Master Trust's behalf. This includes various levels of tolerances checks on price changes, review of stale or unchanged prices, multi-price source comparisons, and vendor price challenges. Additionally, on a monthly basis, the custodian reconciles its valuations to valuations obtained from each investment manager and any exceptions are reported to Trust Investments for resolution, which may include escalation to the Valuation Committee.
Contributions — Contributions from Members and the matching contributions from the Company are recorded in the year in which the employee contributions are withheld from compensation.
Benefits — Benefits are recorded when paid.
Expenses — Necessary and proper expenses of the Plan are paid from the Plan assets at the Master Trust level, except for those expenses the Company is required by law or chooses to pay. Expenses are paid at the Master Trust level, deducted from income earned and therefore are recorded as a reduction of investment return and are not separately reflected in the Plan’s statement of changes in net assets available for benefits.
Notes Receivable from Participants — Notes receivable from participants are measured at the unpaid principal balance, plus any accrued but unpaid interest. Delinquent Member loans are recorded as distributions based on the terms of the plan document.
v3.26.1
SYNTHETIC GUARANTEED INVESTMENT CONTRACTS
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Fully Benefit-Responsive Investment Contract [Line Items]  
SYNTHETIC GUARANTEED INVESTMENT CONTRACTS SYNTHETIC GUARANTEED INVESTMENT CONTRACTS
The Master Trust includes the Stable Value Fund (“SVF”), which is managed by Goldman Sachs Asset Management, L.P. (“GSAM”). The SVF holds synthetic GICs.
A synthetic GIC, also known as a wrap contract, is an investment contract issued by an insurance company or other financial institution, backed by diversified fixed income and cash portfolios that are owned by the SVF. These contracts provide that realized and unrealized gains and losses on the underlying assets are not reflected immediately in the net assets of the SVF, but rather are amortized, over the duration of the underlying assets or other agreed upon period, through adjustments to the contracts’ future crediting rates. Primary variables impacting the future crediting rate of the SVF include the crediting rates of the various wrap contracts, broader market interest rates, the current yield and historical investment performance of the underlying assets, the duration of the underlying assets covered by the wrap contracts, the existing difference between the market value of the SVF’s investment portfolios and the associated wrap contracts’ book value, the timing and amount of participant contributions and withdrawals made to or from the SVF, the percentage of the SVF invested in cash, and SVF expenses, among other factors. The contract issuers guarantee (subject to the terms, conditions and exceptions in the wrap contracts) that all qualified participant withdrawals will occur at contract value (or book value), which represents contributions made under the contract, plus credited interest, less withdrawals made under the contract, and less administrative expenses.
The synthetic GICs are included in the Master Trust’s statements of net assets, as discussed in Note 2, at contract value. There are no reserves against contract value for credit risk of the contract issuers. The fixed income securities underlying the contracts are valued based on the valuation methodology stated in Note 2.
The assets underlying the synthetic GICs are owned by the SVF, which is part of the Master Trust. NT is the custodian for the Master Trust assets. The underlying assets of the synthetic GICs are invested in diversified fixed income and cash portfolios managed by BlackRock Financial Management, Voya Investment Management Co., J.P. Morgan Investment Management (“JPM”), Pacific Investment Management Company, and PGIM (the global investment management business of Prudential Financial). In addition to the diversified fixed income portfolios, GSAM oversees an allocation to a cash component, which is invested in a separately managed account, managed by JPM.
The wrap providers are each contractually obligated to pay the principal and specified crediting rate that is guaranteed to the SVF, subject to the terms, conditions and exceptions of each wrap contract. The respective crediting rates are each based on a formula agreed upon with each wrap contract issuer; each contract provides an interest rate floor of 0%. Such contract crediting rates are reset on a monthly basis while the crediting rate for the SVF is reset on a daily basis.
Certain events, including but not limited to a Plan termination or a Plan merger outside the Master Trust initiated by the Company, could limit the ability of the SVF to transact at contract value or may allow for the termination of the wrap contract at less than contract value. The Company does not believe that any events are probable of occurring that could limit the ability of the SVF to transact at contract value.
v3.26.1
MASTER TRUST
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Master Trust [Line Items]  
MASTER TRUST MASTER TRUST
The Master Trust assets are invested and records are maintained by each investment fund option. Funds are allocated to the participating plans in accordance with the Plan provisions and Member allocation elections. The allocation of net assets is based on the respective number of units held by the plans’ Members as of year-end. The allocation of the changes in net assets is calculated daily based on the units held by the plans’ Members as of that day’s end.
The Plan’s interest in the Master Trust represented 100% of the Master Trust’s net assets at December 31, 2025 and 2024.
Although the Plan is the only participating plan in the Master Trust as of December 31, 2025, the Company intends to keep the Master Trust for potential future acquired plans and file a Form 5500 as a master trust.

The Master Trust’s statements of net assets as of December 31, 2025 and 2024, are as follows:
20252024
ASSETS:
Investments — at fair value:
Common/collective trusts$49,406 $45,742 
Common and preferred stock10,768 8,867 
Government and agency securities976 737 
Corporate bonds699 553 
Mortgage and asset-backed securities281 356 
Boeing common stock6,402 5,434 
Mutual funds175 133 
Short-term investments
31 42 
Other investments
10 15 
Total investments — at fair value
68,748 61,879 
Investments — at contract value:
Synthetic GICs/SVF10,853 11,231 
Total Master Trust investments79,601 73,110 
Cash and cash equivalents111 180 
Receivables:
Receivables for securities sold86 166 
Accrued investment income45 38 
Other5 6 
Total receivables136 210 
Total assets79,848 73,500 
LIABILITIES:
Payables for securities purchased218 296 
Accrued investment and administration expenses30 26 
Other19 24 
Total liabilities267 346 
NET ASSETS$79,581 $73,154 
The statement of changes in net assets for the Master Trust for the year ended December 31, 2025 is as follows:
Net appreciation of investments
$10,476 
Interest income461 
Dividend income170 
Investment income631 
Net investment income
11,107 
Amounts received from participating plan4,032 
Deductions:
Amounts paid to participating plan8,603 
Investment and administration expenses
109 
Total deductions
8,712 
Increase in net assets
6,427 
Beginning of year
73,154 
End of year
$79,581 
v3.26.1
FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Investment, Fair Value and NAV [Line Items]  
FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES
ASC 820, Fair Value Measurement, establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy under ASC 820 for financial assets and financial liabilities are described below:
Level 1 — Values are based on unadjusted quoted prices in active markets that are accessible at the measurement date for identical, unrestricted assets or liabilities. An active market is a market in which transactions for the asset or liability occur with sufficient frequency and volume to provide pricing information on an ongoing basis.
Level 2 — Values are based on (a) quoted prices for similar assets or liabilities in active markets; (b) quoted prices for identical or similar assets or liabilities in nonactive markets; or (c) valuation models whose inputs are observable, directly or indirectly, for substantially the full term of the asset or liability.
Level 3 — Values are based on prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement.
The following tables set forth by level within the fair value hierarchy a summary of Master Trust investments by general types of assets and liabilities measured at fair value on a recurring basis as of December 31, 2025 and 2024. As required by ASC 820, assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
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, 2025
Investments:
Investments in the fair value hierarchy:
Common and preferred stock$10,763 $— $5 $— $10,768 
Government and agency securities— 967 9 — 976 
Corporate bonds— 699 — — 699 
Mortgage and asset-backed securities— 272 9 — 281 
Boeing common stock6,402 — — — 6,402 
Mutual funds175 — — — 175 
Short-term investments— 31 — — 31 
Other investments— 10 — — 10 
Total investments in the fair value hierarchy
17,340 1,979 23 — 19,342 
Investments measured at net asset value:
Common/collective trusts— — — 49,406 49,406 
Total investments — at fair value
17,340 1,979 23 49,406 68,748 
Investments measured at contract value:
Synthetic GICs/SVF— — — 10,853 10,853 
Cash and cash equivalents
— — — 111 111 
Receivables:
Receivables for securities sold— — — 86 86 
Accrued investment income— — — 45 45 
Other1 4 — — 5 
Total receivables1 4 — 131 136 
Total assets17,341 1,983 23 60,501 79,848 
Liabilities:
Payables for securities purchased— — — 218 218 
Accrued investment and administration expenses— — — 30 30 
Other3 6 — 10 19 
Total liabilities3 6 — 258 267 
NET ASSETS$17,338 $1,977 $23 $60,243 $79,581 
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, 2024
Investments:
Investments in the fair value hierarchy:
Common and preferred stock$8,863 $— $4 $— $8,867 
Government and agency securities— 727 10 — 737 
Corporate bonds— 552 1 — 553 
Mortgage and asset-backed securities— 330 26 — 356 
Boeing common stock5,434 — — — 5,434 
Mutual funds133 — — — 133 
Short-term investments— 42 — — 42 
Other investments— 15 — — 15 
Total investments in the fair value hierarchy
14,430 1,666 41 — 16,137 
Investments measured at net asset value:
Common/collective trusts— — — 45,742 45,742 
Total investments — at fair value
14,430 1,666 41 45,742 61,879 
Investments measured at contract value:
Synthetic GICs/SVF— — — 11,231 11,231 
Cash and cash equivalents
— — — 180 180 
Receivables:
Receivables for securities sold— — — 166 166 
Accrued investment income— — — 38 38 
Other1 5 — — 6 
Total receivables1 5 — 204 210 
Total assets14,431 1,671 41 57,357 73,500 
Liabilities:
Payables for securities purchased— — — 296 296 
Accrued investment and administration expenses— — — 26 26 
Other1 10 — 13 24 
Total liabilities1 10 — 335 346 
NET ASSETS$14,430 $1,661 $41 $57,022 $73,154 
*The amounts not leveled are related to investments using NAV as a practical expedient to estimate fair value, investments measured at contract value, and non-investment assets and liabilities. The amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Master Trust’s statements of net assets.
Master Trust net assets at fair value classified within Level 3 consisted of common and preferred stock, government and agency securities, corporate bonds, and mortgage and asset-backed securities. Such amounts were 0.03% and 0.06% of the Master Trust’s net assets as of December 31, 2025 and 2024, respectively.
Level 3 Transfers — The availability of observable market data is monitored to assess the appropriate classification of financial instruments within the fair value hierarchy. Changes in economic conditions or model-based valuation techniques may require the transfer of financial instruments from one fair value level to another. The significance of transfers between levels is evaluated based upon the nature of the financial instrument and size of the transfer relative to net assets. There were no significant transfers into or out of Level 3 for the years ended December 31, 2025 and 2024.
v3.26.1
DERIVATIVE FINANCIAL INSTRUMENTS
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Derivative [Line Items]  
DERIVATIVE FINANCIAL INSTRUMENTS DERIVATIVE FINANCIAL INSTRUMENTS
ASC 815, Derivatives and Hedging, requires disclosures on how and why derivatives are used, accounted for, and affect the results of operations and financial position. Derivative instruments held by the Master Trust are not designated as hedging instruments under ASC 815. The Master Trust investments are exposed to the following financial instrument risks:

Interest Rate Risk — Interest rate risk is the risk of change in the market value of the assets due to a change in interest rates. Bond futures, interest rate swaps, and interest rate swaptions are generally used to manage interest rate risk or adjust portfolio duration. A futures contract is an agreement between two parties to buy and sell a financial instrument at a set price on a future date. Interest rate swap agreements involve the exchange of respective commitments to pay or receive interest, e.g., an exchange of floating rate payments for fixed rate payments, with respect to the notional amount of principal between the Master Trust and a counterparty. Interest rate swaptions are options to enter into an interest rate swap based on predetermined conditions.

Credit Risk — Credit risk is the risk of change in the market value of assets due to the change in creditworthiness of the underlying issuer. Credit default swaps are used to manage the credit exposure of a security or basket of securities. Credit default swap agreements involve one party (referred to as the buyer of protection) making a stream of payments to another party (the seller of protection) in exchange for the right to receive a specified return in the event of a default or other credit event for the referenced entity, obligation, or index.

Foreign Currency Risk — Currency risk is the risk of a change in market value due to the change in foreign currency exchange rates. Generally, currency futures and forward contracts are used to achieve the desired currency exposure, or generate value-added performance. Foreign currency futures and forwards are agreements between two parties to buy and sell a set of currencies at a set exchange rate on a specified future date. A currency option gives the buyer the right, but not the obligation, to buy one currency or sell another currency at a set exchange rate on or before a given date.

Equity Risk — Equity risk is the risk of a change in market value of assets due to the change in equity or equity index prices. Equity futures and swaps are generally used to manage the market exposure of a security or index, or rebalance the total portfolio to the target asset allocation. An equity futures contract is an agreement between two parties to buy and sell a financial instrument at a set price on a future date. Equity swaps generally exchanges the return on a stock or stock index for the return of another financial instrument such as a different stock or equity index or LIBOR.

Future Settlement Risk — Future settlement risk is the risk of counterparty nonperformance resulting in not receiving the asset or associated gains specified in the contract. Gains are derived from the change in market value of the contract due to a change in price of the underlying security. Mortgage-backed TBAs are used to manage the market exposure of a security or asset class. A TBA is a contract for the purchase or sale of agency mortgage-backed securities to be delivered at a future agreed-upon date.
As of December 31, 2025 and 2024, the Master Trust has invested in derivative contracts. The fair value of these contracts is included in the Master Trust’s statements of net assets, as discussed in Note 4, and was not material.
Derivative contracts realized gains and losses and the change in unrealized gains and losses are reflected in the Master Trust’s statement of changes in net assets as net appreciation or depreciation of investments. The effect of derivative contracts realized gains and losses and the change in unrealized gains and losses for the year ended December 31, 2025 was not material.
The following table summarizes the gross notional value of derivative contracts outstanding as of December 31, 2025 and 2024. The gross notional amounts give an indication of the volume of the Master Trust’s derivative activity and significantly exceed the fair value of the derivative investments, which is more representative of the economic exposure associated with derivatives in the Master Trust.
Interest RateCreditForeign
Currency		EquityFuture
Settlement		Total
December 31, 2025
Forward contracts$— $— $471 $— $— $471 
Futures3,262 — 11 304 — 3,577 
Options2 — — — — 2 
Swaps997 9 — — — 1,006 
TBAs— — — — 677 677 
Total$4,261 $9 $482 $304 $677 $5,733 
December 31, 2024
Forward contracts$— $— $276 $— $— $276 
Futures2,793 — 5 277 — 3,075 
Options53 — 16 — — 69 
Swaps1,294 50 — — — 1,344 
TBAs— — — — 725 725 
Total$4,140 $50 $297 $277 $725 $5,489 
Derivatives are generally used to manage the market exposure of a security, index or currency, or adjust the portfolio duration. Derivative contracts are instruments that derive their value from underlying assets, indices, reference interest rates, or a combination of these factors. Refer to Note 2 for further description of how derivative instruments are valued. Certain cash instruments, such as mortgage-backed TBAs meet the definition of a derivative instrument under GAAP.
The nature of the counterparty and the settlement mechanism of the derivative affect the credit risk to which the Master Trust is exposed. For OTC derivatives such as swaps, forwards, options and TBAs, the Master Trust is exposed to the credit risk of the derivative counterparty.
For exchange-traded derivatives, such as futures and options, and “cleared” OTC swaps, the Master Trust is generally exposed to the credit risk of the relevant exchange or clearinghouse. Where possible, the Master Trust seeks to mitigate its credit risk exposures arising on derivative transactions through the use of legally enforceable master netting arrangements and collateral agreements.
The Master Trust is also exposed to liquidity risk in the following situations:
1) When the derivative contracts require the Master Trust to post additional cash or securities collateral with counterparties as the fair value of the contracts moves in the counterparties’ favor and the Master Trust’s receivables under related contracts are unavailable for offset or insufficient in value to offset the payment obligation to the counterparty.
2) When certain derivative contracts have credit-related contingent features under the International Swaps and Derivatives Association Master Agreement (generally swaps) with counterparties for contracts in a net liability position.
The Master Trust has liquidity risk if its assets decline by various, pre-specified rates over predetermined time periods. If this occurs, the Master Trust is required to post more collateral or may be required to pay off the open liability contracts given the counterparty’s right to terminate the contract. At December 31, 2025 and 2024, the Master Trust had an insignificant amount of contracts in a net liability position with contingent features with an insignificant amount posted in collateral against those positions.
v3.26.1
RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Reconciliation of Financial Statement to Form 5500 [Line Items]  
RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500 RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500
The following is a reconciliation of net assets available for benefits per the financial statements as of December 31, 2025 and 2024, to Form 5500:
20252024
Net assets available for benefits per the financial statements$80,410 $73,910 
Amounts allocated to withdrawing Members(73)(76)
Net assets available for benefits per Form 5500$80,337 $73,834 
The following is a reconciliation of benefits paid per the financial statements for the year ended December 31, 2025, to total benefit payments per Form 5500:
Benefits paid per the financial statements$8,310 
Amounts allocated to withdrawing Members — December 31, 2025
73 
Amounts allocated to withdrawing Members — December 31, 2024
(76)
Amounts deemed distributions of Member loans as reflected in the Form 5500(2)
Total benefit payments per Form 5500$8,305 
Amounts allocated to withdrawing Members are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31, but not yet paid as of that date.
Amounts deemed distributions of Member loans as reflected in the Form 5500 are for loans that Members failed to make a payment within 30 days of the expected payment date and did not bring loan payments current within 90 days of the end of the calendar quarter in which the payment was missed, Members failed to repay the loan in full within 30 days after the end of the repayment period, or Members whose loans are in default and have not reached a distributable event and are not eligible for an in-service withdrawal in the amount of the defaulted loan balance.
v3.26.1
RELATED PARTY AND PARTY-IN-INTEREST TRANSACTIONS
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Related Party and Party-in-Interest Transactions [Line Items]  
RELATED PARTY AND PARTY-IN-INTEREST TRANSACTIONS RELATED PARTY AND PARTY-IN-INTEREST TRANSACTIONS
Certain Master Trust investments are managed by NT. NT is the trustee as defined by the Plan and, therefore, these transactions qualify as related party and party-in-interest transactions.
As of December 31, 2025 and 2024, the Plan held approximately 29 million and 31 million shares of common stock of the Company, with a cost basis of $5,274 and $5,291, respectively. During the years ended December 31, 2025 and 2024, purchases of shares by the Plan totaled $313 and $227, respectively, and sales of shares by the Plan totaled $1,998 and $2,105, respectively. Boeing contributed $1,538 in Company common stock to the Plan during the year ended December 31, 2025.
Newport Trust Company (“Newport”), is the independent fiduciary and investment manager of the Boeing Stock Fund. The Plan has authorized Newport with sole responsibility for deciding whether to restrict investment in the Boeing Stock Fund, or to sell or otherwise dispose of all or any portion of the stock held in the Boeing Stock Fund if Newport determines it is in the best interests of the Members. In the event Newport determined to sell or dispose of stock in the Boeing Stock Fund, Newport would designate an alternative investment fund under the Plan for the temporary investment of any proceeds from the sale or other disposition of the Company’s common stock.
v3.26.1
NONEXEMPT PARTY-IN-INTEREST TRANSACTIONS
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Schedule of Delinquent Participant Contribution [Line Items]  
NONEXEMPT PARTY-IN-INTEREST TRANSACTIONS NONEXEMPT PARTY-IN-INTEREST TRANSACTIONS
The Boeing Distribution Services, Inc. Retirement Plan (“BDSI Plan”) was merged into the Plan effective December 31, 2024. Prior to this merger, participant contributions totaling seven thousand five hundred eighty-three dollars, from various pay periods in 2024, were remitted late to the BDSI Plan. The late contributions were not fully corrected by Boeing Distribution Services, Inc. (“BDSI”) prior to the merger. The late contributions were partially corrected by the Company in 2025 and are expected to be fully corrected in 2026. Impacted participant accounts were credited or will be credited with lost earnings calculated according to the guiding principles of the Department of Labor’s (“DOL’s”) Voluntary Fiduciary Correction Program (“VFCP”). In addition, both the Company and BDSI filed or will file Forms 5330 with the IRS and paid or will pay the required excise tax.
Between December 12, 2024 and September 18, 2025, reportable nonexempt party-in-interest transactions occurred. Plan assets in excess of expenses were paid to a third-party provider. This was corrected according to the guiding principles of the DOL’s VFCP, which involved remitting the total principal amount of four thousand seven hundred dollars on April 2, 2026, and associated earnings in the amount of three hundred eleven dollars on April 9, 2026 to the Plan.
v3.26.1
TAX STATUS
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Tax Status [Line Items]  
TAX STATUS TAX STATUS
The IRS has determined and informed the Company by a letter, dated May 11, 2015, that the Plan is designed in accordance with applicable sections of the IRC. The Plan has been amended since receiving the determination letter. The Plan administrator believes that the Plan is designed and is currently being operated in compliance with the applicable requirements of the IRC. Therefore, the Plan administrator believes that the tax-exempt status of the Plan and related trust has not been affected and no provision for income taxes has been included in the Plan’s financial statements.
GAAP requires Plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the IRS. The Plan is subject to routine audits by taxing jurisdictions; however, there are currently no audits for any tax periods in progress. The Plan administrator believes it is no longer subject to income tax examinations for years prior to 2022.
v3.26.1
PLAN TERMINATION
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Description of Plan [Line Items]  
PLAN TERMINATION PLAN TERMINATION
Although it has not expressed any intention to do so, the Company has the right under the Plan to discontinue its contributions at any time and to terminate the Plan subject to the provisions set forth in ERISA. In the event of termination of the Plan, both Member and employer contributions, including any income earned, will be distributed to the Members.
v3.26.1
FORM 5500, SCHEDULE H, LINE 4(i) - SCHEDULE OF ASSETS (HELD AT END OF YEAR)
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Schedule of Asset Held for Investment [Line Items]  
FORM 5500, SCHEDULE H, LINE 4(i) - SCHEDULE OF ASSETS (HELD AT END OF YEAR)
THE BOEING COMPANY 401(k) RETIREMENT PLAN
FORM 5500, SCHEDULE H, LINE 4(i) - SCHEDULE OF ASSETS (HELD AT END OF YEAR)
AS OF DECEMBER 31, 2025
Security NameMaturity DateRateCostCurrent Value
(in dollars)
10X GENOMICS INC CL A CL A**$403,297 
1166 AVE OF THE 5.6896% DUE 10-13-203710/13/20375.69 %**2,889,531 
1345 TR 2025-AOA COML MTG PASSTHRU CTF CL A 5.28019% 06-15-20426/15/20425.35 %**2,507,778 
1CMO BENCHMARK MORTGAGE TRUST SER 20-B21 CL A5 2.014% DUE 12-15-2053 BEO12/17/20531.98 %**9,961,954 
1ST INDL RLTY TR INC COM**1,826,455 
1ST INVS AUTO 4.31% DUE 12-15-202812/15/20284.31 %**2,292,159 
1ST PACIFIC CO USD0.01**59,726 
1ST SOURCE CORP COM**43,493 
361 DEGREES INTERN HKD0.10**64,621 
3650R 2021-PF1 COML MTG TR COML MTG PASSTHRU CTF CL 2.372% 11-15-205411/15/20542.37 %**4,969,282 
37 INTERACTIVE ENTERTAINMENT NETWORK TECHNOLOGY GROUP CO LTD 'A'CNY1**2,666,346 
3M CO 4.8% 03-15-20303/15/20304.80 %**453,171 
3M CO COM**5,579,005 
3SBIO INC USD0.00001 REG'S'/144A**365,022 
5N PLUS INC COM**523,553 
5TH 3RD BK CIN OH 3.85% DUE 03-15-20263/15/20263.85 %**1,330,958 
8X8 INC NEW COM**75,130 
99 SPEED MART RETA NPV**122,994 
A&D HOLON HOLDINGS CO LTD NPV**178,390 
A.P. MOLLER-MAERSK SER'B'DKK1000**5,837,952 
A10 NETWORKS INC COM**36,371 
A2A SPA EUR0.52**1,991,175 
AAC TECHNOLOGIES HOLDINGS INC**350,742 
AAON INC COM PAR $0.004 COM PAR $0.004**10,208,121 
AAYAN LEASING &INV KWD0.1**181,207 
ABB LTD CHF0.12 (REGD)**15,340,053 
ABBISKO CAYMAN LTD USD0.00001**180,520 
ABBOTT LAB COM**16,951,486 
ABBVIE INC 3.2% 11-21-202911/21/20293.20 %**8,439,944 
ABBVIE INC 3.2% DUE 05-14-20265/14/20263.20 %**562,746 
ABBVIE INC 4.05% DUE 11-21-2039 REG11/21/20394.05 %**1,002,378 
ABBVIE INC 4.25% DUE 11-14-202811/14/20284.25 %**252,840 
ABBVIE INC 4.25% DUE 11-21-2049 REG11/21/20494.25 %**1,310,135 
ABBVIE INC 4.4% DUE 11-06-204211/6/20424.40 %**223,016 
ABBVIE INC 4.45% DUE 05-14-20465/14/20464.45 %**174,289 
ABBVIE INC 4.8% 03-15-20293/15/20294.80 %**1,629,189 
ABBVIE INC 5.05% 03-15-20343/15/20345.05 %**5,682,212 
ABBVIE INC 5.4% 03-15-20543/15/20545.40 %**175,610 
ABBVIE INC COM USD0.01**42,180,853 
ABBVIE INC FIXED 2.95% DUE 11-21-202611/21/20262.95 %**6,177,981 
ABDULLAH AL OTHAIM SAR1**11,239 
ABERCROMBIE & FITCH CO CL A CL A**48,963 
ABM INDS INC COM**5,457 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ABN AMRO BANK N.V. DR EACH REP SHS**7,006,645 
ABN AMRO BK N V 4.197% DUE 07-07-20287/7/20284.20 %**3,539,680 
ABN AMRO BK N V 6.339% DUE 09-18-20279/18/20276.34 %**4,467,799 
ABSA GROUP LTD ZAR2**1,917,538 
ABU DHABI COMM.BK. AED1**4,072,796 
ABU DHABI ISLAM BK AED1**377,472 
ABU DHABI NATL CO AED0.08**821,179 
ABU DHABI SHIP AED1**130,337 
ACADEMEDIA AB NPV**902,178 
ACADIA HEALTHCARE CO INC COM**522,008 
ACADIAN ASSET MANAGEMENT INC COM USD0.001**682,346 
ACCEL ENTMT INC COM CL A-1 COM CL A-1**99,655 
ACCELLERON INDUSTR CHF0.01**1,948,080 
ACCENTURE CAP INC 4.25% 10-04-203110/4/20314.25 %**476,090 
ACCENTURE CAP INC 4.5% 10-04-203410/4/20344.50 %**380,359 
ACCENTURE PLC CLS A**28,045,399 
ACCOR SA EUR3**604,207 
ACERINOX SA EUR0.25**70,774 
ACI WORLDWIDE INC COM STK**3,467,898 
ACKERMANS NPV**725,867 
ACOMO**540,643 
ACTER GROUP CORPOR TWD5**621,410 
ACTION CONSTR CMSTK**56,148 
ACUITY INC**2,428,830 
ADANI PORT AND SPECIAL ECONOMIC ZON LIMITED**80,931 
ADAPTIVE BIOTECHNOLOGIES CORP COM USD0.0001**189,537 
ADATA TECHNOLOGY TWD10**435,878 
ADDTECH AB SER'B'NPV**48,832 
ADDUS HOMECARE CORP COM STK**480,463 
ADIDAS AG**5,264,905 
ADIENT PLC ADIENT PLC LTD COM**5,387 
ADITYA BIRLA INR5.00**151,796 
ADMA BIOLOGICS INC COM**6,728,918 
ADNOC MURBAN RSC LTD GLOBAL MEDIUM 5.125% 09-11-20549/11/20545.12 %**375,868 
ADOBE INC COM**7,020,799 
ADR ARCELORMITTAL N Y REGISTRY SHS NEW 2017 N Y REGISTRY SHS NEW 2017**1,835,970 
ADR ARGENX SE SPONSORED ADS**1,008,299 
ADR ASML HLDG NV NY REG 2012 (POST REV SPLIT)**9,545,291 
ADR ASTRAZENECA PLC SPONSORED ADR UNITEDKINGDOM**5,020,481 
ADR AUTOHOME INC SPONSORED ADR REPST CL A**1,989,020 
ADR BANCO BRADESCO S A SPONSORED ADR REPSTG PFD SHS NEW 2004**2,155,889 
ADR BARCLAYS PLC ADR**12,675,093 
ADR BHP GROUP LTD SPONSORED ADR**741,162 
ADR BP P L C SPONSORED ADR**8,892,512 
ADR CEMEX SAB DE CV**1,515,106 
ADR COCA-COLA FEMSA S.A.B DE C.V.**157,882 
ADR COMPANIA DE MINAS BUENAVENTURA S A SPONSORED ADR REPSTG SER B SHS**1,503 
ADR DINGDONG CAYMAN LTD SPN ADR**18,976 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ADR DRDGOLD LTD SPONSORED ADR REPSTG 10 SHS**65,307 
ADR EMBRAER S A SPONSORED ADR REPSTG 4 COM SHS**1,696,858 
ADR FOMENTO ECONOMICO MEXICANO SAB DE CV**1,563,452 
ADR FUTU HLDGS LTD SPONSORED ADS**2,431,129 
ADR GAOTU TECHEDU INC**1,213 
ADR GOLD FIELDS LTD NEW SPONSORED ADR**2,280,624 
ADR GRAVITY CO LTD SPONSORED ADR NEW**109,432 
ADR GRUPO CIBEST SA SPON ADS EACH REP 4 PRF SHS**15,966 
ADR GSK PLC**21,696,375 
ADR HARMONY GOLD MNG LTD SPONSORED ADR**1,305,102 
ADR HDFC BK LTD ADR REPSTG 3 SHS**119,193 
ADR HELLO GROUP INC ADR**43,125 
ADR HONDA MTR LTD ADR REPRESENTING 3 ORDSHS**451,575 
ADR HSBC HLDGS PLC SPONSORED ADR NEW**817,381 
ADR HUYA INC ADS REPSTG CL A SHS**27,752 
ADR ICICI BK LTD**1,372,648 
ADR INTERCONTINENTAL HOTELS GROUP PLC NEW SPON ADS EACH REPR 1 ORD SHS**11,830 
ADR JINKOSOLAR HLDG CO LTD**198,685 
ADR JOYY INC ADS REPSTG COM CL A**709,252 
ADR KANZHUN LTD SPONSORED ADS**4,206,004 
ADR KB FINL GROUP INC SPONSORED ADR REPSTG 1 COM SH ADR**6,367 
ADR KOREA ELEC PWR CORP SPONSORED ADR ISIN #US5006311063**87,219 
ADR NICE LTD SPONSORED ADR**1,434,365 
ADR NOAH HLDGS LTD SPONSORED ADS**132,528 
ADR NOKIA CORP SPONSORED ADR**2,714,864 
ADR NOVABRIDGE BIOSCIENCES**13,007 
ADR NOVARTIS AG**1,213,394 
ADR POSCO HOLDINGS INC ADR EACH REP 1/4 ORD KRW5000 (BNY)**7,875 
ADR PRUDENTIAL PLC ADR ISIN #US74435K2042**322,621 
ADR PT BK RAKYAT ADR TO PUR SHS B**68,738 
ADR QFIN HOLDINGS INC**10,406 
ADR RECKITT BENCKISER GROUP PLC SPONSORED ADR**8,079,133 
ADR RELX PLC SPONSORED ADR**889 
ADR RLX TECHNOLOGY INC SPONSORED ADS**73,884 
ADR RYANAIR HLDGS PLC SPONSORED ADR NEW**15,777,558 
ADR SASOL LTD SPONSORED ADR**1,204 
ADR SEA LTD ADR**727,277 
ADR SHINHAN FINL GROUP CO LTD SPONSORED ADR**19,092 
ADR SIBANYE STILLWATER LTD SPONSORED ADR**2,454,392 
ADR SILICON MOTION TECHNOLOGY CORP SPONSORED ADR REPSTG SHS**2,443,943 
ADR SOCIEDAD QUIMICA Y MINERA DE CHILE SA SPONSORED ADR REPSTG SER B SHS**1,284,152 
ADR STRUCTURE THERAPEUTICS INC SPONSOREDADR**514,253 
ADR TAIWAN SEMICONDUCTOR MANUFACTURING ADS REP 5 TWD10**34,372,998 
ADR TAL ED GROUP ADS REPSTG COM SHS ADR**6,415 
ADR TURKCELL ILETISIM HIZMET ADS EACH REPR 2.5 TRADABLE SHS TRY1**43,519 
ADR UNILEVER PLC SPONSORED ADS EACH 1 ORD REV SPT**6,904,736 
ADR UP FINTECH HLDG LTD SPONSORED ADR REPSTG CL A ORD SHS**103,678 
ADR VALE S A ADR**2,219,765 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ADR VIPSHOP HLDGS LTD SPONSORED ADR**4,459,596 
ADR VODAFONE GROUP PLC NEW SPONSORED ADRNO PAR**256,697 
ADR WOORI FINL GROUP INC**13,522 
ADR WPP PLC ADR DR EACH REPR 5 SHS**6,401,100 
ADR XUNLEI LTD SPONSORED ADS**40,853 
ADR YIREN DIGITAL LTD**35,442 
ADR YOUDAO INC SPONSORED ADS REPSTG SHS CL A**7,510 
ADR ZEPP HEALTH CORPORATION SPON ADS EACH REP 16 ORD CL A (P/S)**38,686 
ADT INC DEL COM**18,004 
ADTALEM GLOBAL ED INC COM**235,912 
ADVANCE RES INV REIT**165,118 
ADVANCED DRAIN SYS INC DEL COM**1,099,694 
ADVANCED ENERGY INDS INC COM**6,909 
ADVANCED ENERGY SO TWD10**84,658 
ADVANCED MICRO DEVICES 4.212% 09-24-20269/24/20264.21 %**1,240,911 
ADVANCED MICRO DEVICES INC 4.319% 03-24-20283/24/20284.32 %**676,265 
ADVANCED MICRO DEVICES INC 4.393% DUE 06-01-20526/1/20524.39 %**246,298 
ADVANCED MICRO DEVICES INC COM**48,700,412 
ADVANSIX INC COM**290,778 
ADVANTEST CORP NPV**3,870,755 
ADVENTIST HLTH 2.952% DUE 03-01-20293/1/20292.95 %**5,150,112 
ADYEN NV EUR0.01**4,340,768 
AECI ZAR1**19,961 
AECON GROUP INC. COM NPV**91,279 
AEGIS LOGISTICS INR1**20,934 
AEP TEX INC 3.45% DUE 01-15-20501/15/20503.45 %**226,383 
AEP TEX INC 4.15% DUE 05-01-20495/1/20494.15 %**192,690 
AEP TEX INC 5.25% DUE 05-15-20525/15/20525.25 %**156,657 
AEP TEX INC 5.45% 05-15-20295/15/20295.45 %**808,129 
AEP TEXAS CENT CO FIXED 3.95% DUE 06-01-20286/1/20283.95 %**3,196,774 
AEP TRANSM CO LLC 3.1% DUE 12-01-202612/1/20263.10 %**754,352 
AERCAP HOLDINGS N.V. EUR0.01**6,575,151 
AERCAP IRELAND CAP / GLOBA 3.3% DUE 01-30-2032 BEO1/30/20323.30 %**1,414,699 
AERCAP IRELAND CAP / GLOBA 3.0% DUE 10-29-202810/29/20283.00 %**5,096,451 
AERCAP IRELAND CAP DESIGNATED 5.0% 11-15-203511/15/20355.00 %**227,795 
AERCAP IRELAND CAP DESIGNATED GTD SR NT 4.375% 11-15-203011/15/20304.38 %**488,912 
AERCAP IRELAND CAP/GLOBA 2.45% DUE 10-29-2026 BEO10/29/20262.45 %**7,607,693 
AERCAP IRELAND CAP/GLOBA 5.1% 01-19-20291/19/20295.10 %**429,612 
AEROPORTO GUGLIELM NVP**27,029 
AERSALE CORP COM**2,112 
AES CORP 5.45% 06-01-20286/1/20285.45 %**613,785 
AES CORP COM**875 
AES CORP SR NT 1.375% 01-15-20261/15/20261.38 %**1,227,579 
AETNA INC NEW 4.5% DUE 05-15-20425/15/20424.50 %**171,912 
AETNA INC NEW 6.75% DUE 12-15-203712/15/20376.75 %**99,307 
AFFIRM HLDGS INC CL A CL A**1,278,707 
AFLAC INC 1.125% DUE 03-15-20263/15/20261.12 %**687,342 
AFLAC INC COM**388,040 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AGCO CORP DEL 5.45% 03-21-20273/21/20275.45 %**1,064,250 
AGESA HAYAT VE EMEKLILIK AS**355,766 
AGILENT TECHNOLOGIES INC COM**22,477,403 
AGILITY PUBLIC WAR KWD0.100**164,142 
AGILON HEALTH INC COM**82,437 
AGIOS PHARMACEUTICALS INC COM**575,621 
AGL CAP CORP 5.875% DUE 03-15-20413/15/20415.88 %**25,868 
AGNICO EAGLE MINES LTD COM NPV**1,952,756 
AGNICO-EAGLE MINES LTD COM NPV**256,160 
AGORA INC ADS SPON ADS EACH REP 4 ORD SHS**29,219 
AI HOLDINGS CORPOR NPV**108,252 
AIA ENGINEERING INR2**20,249 
AIA GROUP LTD NPV**12,131,537 
AIB GROUP PLC ORD EUR0.625**11,336,695 
AICA KOGYO CO NPV**67,332 
AICHI CORPORATION NPV**19,215 
AIG GLOBAL FDG SR FLTG RT 4.990643% DUE 09-25-20269/25/20265.02 %**1,917,495 
AIMS APAC REIT MANAGEMENT LTD**1,241,641 
AIN HOLDINGS INC**68,238 
AIPHONE CO LTD NPV**39,483 
AIR ARABIA AED1**320,267 
AIR FRANCE-KLM EUR1 (POST CONSOLIDATION)**155,696 
AIR LEASE CORP CL A CL A**30,060 
AIR LIQUIDE(L') EUR5.50**19,954,806 
AIR PRODS & CHEMS FIXED 2.7% DUE 05-15-20405/15/20402.70 %**127,876 
AIR PRODUCTS & CHEMICALS INC 4.3% 06-11-20286/11/20284.30 %**1,227,697 
AIRBNB INC CL A COM USD0.0001 CL A**641,820 
AIRBUS SE EUR1**2,816,636 
AIRPORTS OF THAILA THB1.00(NVDR)**1,541,130 
AIRTEL AFRICA PLC ORD USD0.5**1,428,235 
AIRTRIP CORP NPV**18,885 
AISAN INDUSTRY CO NPV**430,617 
AISIN CORPORATION NPV**492,816 
AJANTA PHARMACEUTICAL INR2**23,136 
AKATSUKI INC NPV**546,490 
AKEBIA THERAPEUTICS INC COM**123,402 
AKER SOLUTIONS ASA**179,413 
AKIS GAYRIMENKUL Y TRY1 (B SHARES)**20,283 
AKITA BANK NPV**46,222 
AL BABTAIN POWER SAR10**866,773 
AL NAHDI MED CO SAR10**20,946 
AL RAJHI BANK SAR10**138,498 
ALA TR 2025-OANA COML MTG PASS THRU CTF CL A 5.42363% 06-15-20406/15/20405.49 %**2,573,610 
ALABAMA PWR CO 3.45% DUE 10-01-204910/1/20493.45 %**249,904 
ALABAMA PWR CO 3.75% DUE 09-01-20279/1/20273.75 %**1,647,326 
ALBA PLC FLT 15/12/203812/15/20382.17 %**190,790 
ALBANY INTL CORP NEW CL A**2,336,205 
ALBARAKA TURK NPV**57,698 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ALBEMARLE CORP 4.65% 06-01-20276/1/20274.65 %**1,053,721 
ALBEMARLE CORP COM**725,021 
ALBERTA PROV CDA BD 3.3% DUE 03-15-2028 REG3/15/20283.30 %**495,864 
ALBERTA PROV CDA USD BD 1.3% DUE 07-22-2030 REG7/22/20301.30 %**818,089 
ALCONIX CORPORATIO NPV**17,664 
ALDAR PROPERTIES AED1**1,669,988 
ALDEYRA THERAPEUTICS INC FORMERLY ALDEXATHERAPEUTICS INC 03/17/2014 COM**223,538 
ALECTOR INC COM**53,003 
ALEXANDER & BALDWIN INC**102,705 
ALEXANDERS INC COM REIT FUND**332,794 
ALEXANDRIA REAL 4% DUE 02-01-20502/1/20504.00 %**224,631 
ALEXANDRIA REAL ESTATE E 2.0% DUE 05-18-20325/18/20322.00 %**1,549,740 
ALEXANDRIA REAL ESTATE EQUITIES 2.95% 03-15-20343/15/20342.95 %**364,466 
ALEXANDRIA REAL ESTATE EQUITIES INC COM**124,210 
ALFA FINANCIAL SOF ORD GBP0.001**134,277 
ALGONQUIN POWER & UTILITIES CORP STEP UP06-15-20266/15/20265.36 %**2,300,839 
ALGONQUIN PWR&UTIL COM NPV**123,760 
ALIBABA GROUP HOLDING LTD**10,153,101 
ALIGHT INC CL A**10,865 
ALIGN TECHNOLOGY INC COM**458,144 
ALIGNMENT HEALTHCARE INC COM**743,489 
ALIMENTATION 3.55% DUE 07-26-20277/26/20273.55 %**4,617,808 
ALIMENTATION COUCHE-TARD INC SR NT 144A 4.148% 09-29-20289/29/20284.15 %**3,650,191 
ALIOR BANK SA PLN10.00**1,594,846 
ALK-ABELLO A/S SER'B'DKK0.50**629,049 
ALKANE RESOURCES LTD COMSTK**4,064 
ALKERMES PLC SHS**237,690 
ALKHALEEJ TAKAFUL QAR1**105,694 
ALLEGIANT TRAVEL CO COM**727,779 
ALLEGION PLC COMMON STOCK**485,621 
ALLEGRO MICROSYSTEMS INC DEL COM**536,121 
ALLIED GOLD CORP COM NPV (REV SPT)**114,718 
ALLISON TRANSMISSION HOLDING**703,509 
ALLOS S.A COM NPV**538,433 
ALLSTATE CORP COM**2,285,903 
ALLY AUTO 4.94% DUE 10-15-202910/15/20294.94 %**2,490,223 
ALLY AUTO RECEIVABLES TR SR 24-1 CL A3 5.17% 12-15-202812/15/20285.08 %**525,048 
ALLY AUTO RECEIVABLES TRUST SER 23-1 CL A3 5.46% DUE 05-15-20285/15/20285.46 %**1,052,063 
ALLY FINANCIAL INC 5.737% 05-15-20295/15/20295.74 %**1,446,241 
ALLY FINL INC 6.848% 01-03-20301/3/20306.85 %**849,203 
ALLY FINL INC COM**7,126,110 
ALMAJED FOR OUD CO SAR10**20,317 
ALMASANE ALKOBRA SAR10**1,314,275 
ALMIRALL SA EUR0.12**457,224 
ALMONTY INDUSTRIES INC COM NPV (POST REV SPLIT)**3,007,276 
ALNYLAM PHARMACEUTICALS INC COM**866,082 
ALPARGATAS SA PRF NPV**97,616 
ALPHA & OMEGA SEMICONDUCTOR LTD COM STK**186,749 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ALPHA BANK S.A. EUR0.29**1,556,063 
ALPHA METALLURGICAL RES INC COM**123,726 
ALPHA SYSTEMS INC NPV**54,126 
ALPHABET INC 1.1% DUE 08-15-20308/15/20301.10 %**342,295 
ALPHABET INC 1.9% DUE 08-15-20408/15/20401.90 %**112,733 
ALPHABET INC 3.875% 11-15-202811/15/20283.88 %**2,030,901 
ALPHABET INC 4.1% 11-15-203011/15/20304.10 %**1,616,756 
ALPHABET INC 4.375% 11-06-206411/6/20644.38 %**224,463 
ALPHABET INC 4.375% DUE 11-15-203211/15/20324.38 %**271,319 
ALPHABET INC 4.7% 11-15-203511/15/20354.70 %**1,192,633 
ALPHABET INC 5.25% 15 MAY 20555/15/20555.25 %**201,989 
ALPHABET INC 5.3% 05-15-20655/15/20655.30 %**268,921 
ALPHABET INC 5.45% 11-15-205511/15/20555.45 %**231,270 
ALPHABET INC CAP STK USD0.001 CL C**77,230,887 
ALPHABET INC CAPITAL STOCK USD0.001 CL A**224,065,006 
ALPHAMAB ONCOLOGY USD0.000002**1,259 
ALS LIMITED NPV**1,453,526 
ALSTOM EUR7.0**307,877 
ALTRIA GROUP INC 3.875% DUE 09-16-20469/16/20463.88 %**135,755 
ALTRIA GROUP INC 4.5% 08-06-20308/6/20304.50 %**2,583,130 
ALTRIA GROUP INC 4.8% DUE 02-14-20292/14/20294.80 %**4,046,015 
ALTRIA GROUP INC 4.875% 02-04-20282/4/20284.88 %**930,305 
ALTRIA GROUP INC 6.2% 11-01-202811/1/20286.20 %**684,631 
ALTRIA GROUP INC BNDS 2.625% 09-16-20269/16/20262.62 %**2,195,477 
ALTRIA GROUP INC COM**3,057,767 
ALTRIA GROUP INC FIXED 3.4% DUE 05-06-20305/6/20303.40 %**727,578 
ALTRIA GROUP INC FIXED 4.4% DUE 02-14-20262/14/20264.40 %**5,207,837 
ALUMINUM CORP CHN. 'H'CNY1**347,111 
AMADA CO LTD**1,697,869 
AMADEUS IT GROUP EUR0.01**10,414,854 
AMATA CORP THB1(NVDR)**160,968 
AMAZON COM INC 2.5% DUE 06-03-20506/3/20502.50 %**114,289 
AMAZON COM INC 3.9% 11-20-202811/20/20283.90 %**3,015,534 
AMAZON COM INC 4.1% 11-20-203011/20/20304.10 %**2,504,990 
AMAZON COM INC 5.55% 11-20-206511/20/20655.55 %**146,038 
AMAZON COM INC COM**248,816,805 
AMAZON COM INC FIXED 3.875% DUE 08-22-20378/22/20373.88 %**505,550 
AMAZON COM INC NT 3.1% 05-12-20515/12/20513.10 %**444,819 
AMBARELLA INC SHS**1,100,924 
AMBEA AB NPV**2,011,657 
AMBEV SA COM NPV ABEV3**1,721,703 
AMCOR FLEXIBLES NORTH AMER INC 4.8% 03-17-20283/17/20284.80 %**1,182,506 
AMCOR FLEXIBLES NORTH AMER INC 5.1% 03-17-20303/17/20305.10 %**581,484 
AMDOCS ORD GBP0.01**11,409,958 
AMER ELEC PWR CO INC COM**5,997,734 
AMER MED SYS EUR B 3% GTD SNR 08/03/2031EUR3/8/20313.00 %**2,799,061 
AMER SPORTS INC COM EUR0.030058**1,108,735 
AMERANT BANCORP INC CL A CL A**1,058,047 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AMEREN CORP 1.95% 03-15-20273/15/20271.95 %**4,910,334 
AMEREN CORP 5.7% 12-01-202612/1/20265.70 %**6,522,754 
AMEREN CORP COM**422,707 
AMEREN ILL CO 3.7% 12-01-204712/1/20473.70 %**191,403 
AMEREN ILL CO 3.8% DUE 05-15-20285/15/20283.80 %**5,197,577 
AMEREN ILL CO 5.55% DUE 07-01-20547/1/20545.55 %**1,479,844 
AMERESCO INC**187,280 
AMERICAN AIRLINES INC COM USD1**74,335 
AMERICAN AIRLS INC 3.0% 10-15-202810/15/20283.00 %**32,720 
AMERICAN AIRLS PASS THRU 2016-2 AA 3.2% DUE 12-15-202912/15/20293.20 %**628,746 
AMERICAN ASSETS TR INC COM**229,242 
AMERICAN AXLE & MFG HLDGS INC COM**113,265 
AMERICAN COASTAL INSURANCE CORPORATION**114,415 
AMERICAN EAGLE OUTFITTERS INC NEW COM**33,068 
AMERICAN ELEC PWR CO INC 5.2% 01-15-20291/15/20295.20 %**1,470,397 
AMERICAN EXPRESS CO**59,952,987 
AMERICAN EXPRESS CO 2.55% DUE 03-04-2027BEO3/4/20272.55 %**985,694 
AMERICAN EXPRESS CO 3.433% 05-20-20325/20/20323.43 %**945,507 
AMERICAN EXPRESS CO 4.351% 07-20-20297/20/20294.35 %**4,544,479 
AMERICAN EXPRESS CO 4.42% 08-03-20338/3/20334.42 %**4,025,513 
AMERICAN EXPRESS CO 4.731% 04-25-20294/25/20294.73 %**4,006,720 
AMERICAN EXPRESS CO 4.918% 07-20-20337/20/20334.92 %**3,769,805 
AMERICAN EXPRESS CO 5.098% 02-16-20282/16/20285.10 %**8,807,933 
AMERICAN EXPRESS CO 5.389% 07-28-20277/28/20275.39 %**1,197,200 
AMERICAN EXPRESS CO 5.645% 04-23-20274/23/20275.64 %**1,125,395 
AMERICAN EXPRESS CR ACCOUNT MASTER TR SER 23-3 CL A 5.23% 09-15-20289/15/20285.23 %**6,337,928 
AMERICAN HEALTHCARE REIT INC COM**4,653,387 
AMERICAN HOMES 4 RENT 5.25% 03-15-20353/15/20355.25 %**406,704 
AMERICAN HOMES 4 RENT COMMON STOCK**493,923 
AMERICAN HONDA FIN 4.95% 01-09-20261/9/20264.95 %**1,949,350 
AMERICAN HONDA FIN CORP MED TERM NTS BOO4.9% DUE 03-12-20273/12/20274.90 %**1,016,126 
AMERICAN HONDA FINANCE 4.4% 10-05-202610/5/20264.40 %**496,739 
AMERICAN HONDA FINANCE 4.45% 10-22-202710/22/20274.45 %**962,417 
AMERICAN HONDA FINANCE VAR RT 12-11-202612/11/20264.35 %**5,006,119 
AMERICAN INTEGRITY INS GROUP INC COM**142,561 
AMERICAN INTERNATIONAL GROUP INC COM**25,733,440 
AMERICAN INTL GROUP INC 4.9% 05-07-20305/7/20304.85 %**799,928 
AMERICAN MUN PWR OHIO INC REV 6.449% 02-15-2044 BEO TAXABLE2/15/20446.45 %**5,262,220 
AMERICAN STS WTR CO COM**14,496 
AMERICAN TOWER CORP**3,151,833 
AMERICAN TOWER CORP 3.65% DUE 03-15-20273/15/20273.65 %**1,292,325 
AMERICAN TOWER CORP 5.0% 01-31-20301/31/20305.00 %**466,393 
AMERICAN TOWER CORP 5.2% 02-15-20292/15/20295.20 %**2,339,425 
AMERICAN TOWER CORP 5.25% 07-15-20287/15/20285.25 %**179,981 
AMERICAN TOWER CORP NEW 1.875% DUE 10-15-203010/15/20301.88 %**669,665 
AMERICAN TOWER CORP NEW 2.3% 09-15-20319/15/20312.30 %**4,446,750 
AMERICAN TOWER CORP NEW 4.7% 12-15-203212/15/20324.70 %**1,337,021 
AMERICAN TOWER CORP NEW 5.5% 03-15-20283/15/20285.50 %**1,535,421 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AMERICAN TOWER CORP NEW 5.8% 11-15-202811/15/20285.80 %**291,339 
AMERICAN TOWER CORP NEW 5.9% 11-15-203311/15/20335.90 %**2,460,758 
AMERICAN VANGUARD CORP COM**127,324 
AMERICAN WTR CAP CORP 5.7% 09-01-20559/1/20555.70 %**191,120 
AMERICREDIT 1.41% DUE 08-18-20278/18/20271.41 %**2,055,331 
AMERICREDIT 5.38% DUE 06-18-20296/18/20295.38 %**5,014,558 
AMERICREDIT 5.81% DUE 05-18-20285/18/20285.81 %**1,010,686 
AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.62% 11-18-202711/18/20275.62 %**320,376 
AMERICREDIT AUTOMOBILE RECEIVABLES AUTO RECEIVABLES BACKED NT 5.8% 12-18-202812/18/20285.80 %**5,769,250 
AMERIPRISE FINL INC 4.5% 05-13-20325/13/20324.50 %**1,818,044 
AMERIPRISE FINL INC COM**9,757,276 
AMERIS BANCORP COM**1,293,561 
AMERISAFE INC COM**18,590 
AMERN AIRLINES INC 3.7% DUE 10-01-202610/1/20263.70 %**1,443,430 
AMERN CR ACCEP 5.59% DUE 04-12-20294/12/20295.59 %**2,547 
AMERN EXPRESS CO FLTG RT 5.016% DUE 04-25-20314/25/20315.02 %**618,837 
AMERN EXPRESS CO FLTG RT 5.442% DUE 01-30-20361/30/20365.44 %**541,089 
AMERN EXPRESS CO FLTG RT 5.667% DUE 04-25-20364/25/20365.67 %**635,143 
AMERN EXPRESS CR 5.24% DUE 04-15-20314/15/20315.24 %**6,255,988 
AMERN HONDA FIN 1.3% DUE 09-09-20269/9/20261.30 %**228,848 
AMERN HONDA FIN 4.25% DUE 09-01-20289/1/20284.25 %**6,415,869 
AMERN HONDA FIN CORP MED TERM NTS TRANCHE # TR 149 VAR DTD 4.52 07-09-20277/9/20274.87 %**1,122,584 
AMERN TOWER CORP 2.9% DUE 01-15-20301/15/20302.90 %**1,467,990 
AMERN TOWER CORP 3.125% DUE 01-15-20271/15/20273.12 %**3,070,807 
AMERN TOWER CORP 3.55% DUE 07-15-20277/15/20273.55 %**3,513,341 
AMERN TOWER CORP 3.8% DUE 08-15-20298/15/20293.80 %**1,176,397 
AMERN TOWER CORP 4.9% DUE 03-15-20303/15/20304.90 %**2,509,303 
AMERN TOWER CORP FIXED 1.45% DUE 09-15-20269/15/20261.45 %**2,439,771 
AMERN WOODMARK CORP COM**385,924 
AMETEK INC NEW COM**5,144,863 
AMG CRITICAL MATER EUR0.02**1,801,003 
AMGEN INC 1.65% DUE 08-15-2028 BEO8/15/20281.65 %**423,322 
AMGEN INC 2.6% DUE 08-19-20268/19/20262.60 %**2,178,075 
AMGEN INC 4.05% DUE 08-18-20298/18/20294.05 %**3,471,171 
AMGEN INC 5.25% 03-02-20303/2/20305.25 %**2,824,002 
AMGEN INC 5.25% DUE 03-01-20333/2/20335.25 %**10,365,630 
AMGEN INC 5.6% DUE 03-01-20433/2/20435.60 %**1,190,778 
AMGEN INC 5.65% 03-02-20533/2/20535.65 %**472,035 
AMGEN INC 5.75% DUE 03-02-20633/2/20635.75 %**529,094 
AMGEN INC COM**3,973,543 
AMGEN INC FIXED 5.15% 03-02-20283/2/20285.15 %**8,035,318 
AMKOR TECHNOLOGY INC COM**88,554 
AMMB HOLDINGS BHD MYR1**86,175 
AMP LIMITED NPV**307,684 
AMPHENOL CORP 3.9% 11-15-202811/15/20283.90 %**4,047,080 
AMPHENOL CORP 5.3% 11-15-205511/15/20555.30 %**844,151 
AMPHENOL CORP NEW 4.375% DUE 06-12-20286/12/20284.38 %**1,637,424 
AMPHENOL CORP NEW CL A**28,130,607 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AMPOL LTD NPV**892,157 
AMPRIUS TECHNOLOGIES INC COM**1,029,306 
AMRIZE FIN US LLC 4.95% 04-07-20304/7/20304.95 %**1,038,630 
AMTRAN TECHNOLOGY TWD10**69,205 
AMUNDI EUR2.5**990,268 
AMYLYX PHARMACEUTICALS INC COM**3,805 
ANA HOLDINGS INC NPV**319,291 
ANADOLU SIGORTA TRY1 (B SHARES)**36,923 
ANALOG DEVICES INC 4.25% 06-15-20286/15/20284.25 %**2,454,726 
ANALOG DEVICES INC 5.3% 04-01-20544/1/20545.30 %**386,260 
ANALOG DEVICES INC COM**26,788,865 
ANAND RATHI WEALTH INR5**74,555 
ANAPASS INC KRW500**24,678 
ANAPTYSBIO INC COM**207,446 
ANDERSONS INC COM**1,006,987 
ANDREW W MELLON .947% DUE 08-01-20278/1/20270.95 %**9,458,805 
ANE (CAYMAN) INC. USD0.00002**44,799 
ANEKA TAMBANG TBK IDR100**715,650 
ANEST IWATA CORP NPV**19,807 
ANGI INC COM USD0.001 WI**392,154 
ANGLO AMERICAN ORD USD0.623855311355311**1,645,852 
ANGLOGOLD ASHANTI PLC ORD USD1**5,393,022 
ANHEUSER-BUSCH COS LLC CORP 4.7% 02-01-20362/1/20364.70 %**1,051,464 
ANHEUSER-BUSCH COS LLC CORP 4.9% 02-01-20462/1/20464.90 %**260,160 
ANHEUSER-BUSCH INBEV WOR 8.2 DUE 01-15-20391/15/20398.20 %**284,313 
ANHUI CONCH CEMENT 'H'CNY1**842,521 
ANHUI HUILONG AGRICULTURAL MEANS OF 'A'CNY**465,724 
ANI PHARMACEUTICALS INC COM**4,150,665 
ANNALY CAPITAL MANAGEMENT INC COM NEW COM USD0.01(POST REV SPLT)**777,144 
ANNEXON INC COM**186,543 
ANRITSU CORP NPV**306,436 
ANTARES HLDGS LP 2.75% 01-15-20271/15/20272.75 %**6,156,370 
ANTERO MIDSTREAM CORPORATION COM USD1.00**425,412 
ANTERO RES CORP COM**3,522,605 
ANTHEM INC FIXED 2.25% DUE 05-15-20305/15/20302.25 %**170,055 
ANTHEM INC NT 1.5% 03-15-20263/15/20261.50 %**5,615,679 
AON NORTH AMER INC 5.125% 03-01-20273/1/20275.12 %**549,734 
AON NORTH AMER INC 5.45% 03-01-20343/1/20345.45 %**832,984 
AON NORTH AMER INC FIXED 5.15% 03-01-20293/1/20295.15 %**2,458,836 
AON PLC**20,406,345 
AOYAMA TRADING CO NPV**24,269 
AP MEMORY TECHNOLO TWD5**570,328 
APA CORP COM**24,751,074 
APEX MINING CO PHP1**21,504 
APG SGA SA CHF2.60**10,603 
API GROUP CORPORATION COM USD0.0001**8,057,518 
APOGEE ENTERPRISES INC COM**3,522,704 
APOGEE THERAPEUTICS INC COM**341,396 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
APOLLO HOSPITALS ENTERPRISE COMSTK**1,075,657 
APOLLO TYRES COMMON STK**502,473 
APPFOLIO INC COM CL A COM CL A**5,348,624 
APPIAN CORP CL A CL A**1,076,733 
APPLE INC 1.65% DUE 05-11-20305/11/20301.65 %**6,409,208 
APPLE INC 2.65% 02-08-20512/8/20512.65 %**211,126 
APPLE INC 2.65% DUE 05-11-2050 REG5/11/20502.65 %**677,827 
APPLE INC 3.85% DUE 08-04-20468/4/20463.85 %**74,824 
APPLE INC COM STK**356,951,575 
APPLE INC FIXED 2.95% 09-11-20499/11/20492.95 %**234,610 
APPLE INC FIXED 3.75% 11-13-204711/13/20473.75 %**596,572 
APPLIED DIGITAL CORPORATION**11,482,054 
APPLIED INDL TECHNOLOGIES INC COM**2,660,394 
APPLIED MATERIALS INC COM**2,512,848 
APPLIED MATLS INC 4.0% 01-15-20311/15/20314.00 %**1,165,334 
APPLOVIN CORP 5.125% DUE 12-01-202912/1/20295.12 %**10,180,838 
APPLOVIN CORP COM CL A COM CL A**13,162,400 
APR CO LTD KRW100**1,163,379 
APTIV PLC NEW ORD USD0.01**7,205,723 
AQ GROUP AB NPV**1,018,279 
ARAB NATIONAL BANK SAR10**1,510,800 
ARABIAN DRILLING SAR10**661,958 
ARABIAN INTERNET & SAR10**881,604 
ARABIAN PIPE CO SAR1**286,465 
ARAMARK COM**4,692,278 
ARCADYAN TECHNOLOG TWD10**1,007,877 
ARCBEST CORP COM USD0.01**946,516 
ARCELLX INC COM**691,446 
ARCELORMITTAL NPV**1,890,130 
ARCH CAP FIN LLC 4.011% DUE 12-15-202612/15/20264.01 %**684,970 
ARCHER-DANIELS-MIDLAND CO COM**123,604 
ARCHOSAUR GAMES IN HKD0.00001**16,962 
ARCTURUS THERAPEUTICS HLDGS INC COM**34,389 
ARCUS BIOSCIENCES INC COM**980,986 
ARDAGH METAL PACKAGING SA**116,440 
ARDENT HEALTH INC**152,627 
ARDENTEC CORP TWD10**43,586 
AREIT 2022-CRE7 LLC SR SECD NT CL A 144A5.91736% 06-17-20396/17/20395.98 %**1,180,286 
ARENA REIT STAPLED UNITS**292,302 
ARES FIN CO IV LLC SR NT 144A 3.65% 02-01-20522/1/20523.65 %**1,048,425 
ARES MANAGEMENT CORPORATION 5.6% 10-11-205410/11/20545.60 %**4,762,125 
ARES MANAGEMENT LP COM SHS REPSTG LTD PARTNER**5,208,688 
ARES STRATEGIC INC 5.15% DUE 01-15-20311/15/20315.15 %**589,380 
ARES STRATEGIC INCOME FD NT 144A 5.45% 09-09-20289/9/20285.45 %**403,495 
ARGAN EUR2**420,279 
ARGAN INC COM**6,986,096 
ARGENT SECS INC 2003-W3 ASSET BKD CTF M-1 FLTG 09-25-2033 REG9/25/20334.97 %**290,797 
ARGOSY RESEARCH TWD10**273,261 
ARISTA NETWORKS INC COM NEW**6,154,479 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ARISTOCRAT LEISURE NPV**8,294,753 
ARITZIA INC SUB VTG SHS**453,733 
ARIZONA PUB SVC CO 2.55% DUE 09-15-20269/15/20262.55%**4,270,428 
ARIZONA PUB SVC CO 2.6% DUE 08-15-20298/15/20292.60%**3,503,979 
ARIZONA PUB SVC CO NT 2.2% 12-15-203112/15/20312.20%**2,838,805 
ARKO CORP COM**85,747 
ARMSTRONG WORLD INDS INC NEW COM STK**303,658 
AROUNDTOWN SA EUR0.01**214,586 
ARROWHEAD PHARMACEUTICALS INC COM**346,489 
ARTERIS INC COM**124,946 
ARTHUR J GALLAGHER & CO 4.85% 12-15-202912/15/20294.85%**1,539,727 
ARTHUR J GALLAGHER & CO 5.15% 02-15-20352/15/20355.15%**405,089 
ARTIENCE CO LTD NPV**215,075 
ARVINAS INC COM**282,209 
ARZ TR 2024-BILT 5.772% 06-11-20396/11/20395.77%**1,028,437 
ASAHI INTECC CO LT NPV**133,058 
ASAHI KASEI CORP NPV**68,234 
ASAHI KOGYOSHA CO NPV**17,659 
ASANA INC CL A**747,620 
ASANUMA CORP NPV**20,212 
ASCENTAGE PHARMA G USD0.0001**318,192 
ASCLETIS PHARMA USD0.0001**27,804 
ASHOK LEYLAND LTD INR1**2,777,545 
ASIA PILE HLDG CO NPV**139,430 
ASIA VITAL COMPONE TWD10**336,405 
ASIAN DEVELOPMENT BANK 4.875% 09-26-20289/26/20284.88%**5,494,472 
ASICS CORP NPV**2,457,897 
ASK AUTOMOTIVE LIM INR2**44,004 
ASM INTL NV EUR0.04**1,798,762 
ASMEDIA TECHNOLOGY SHS**192,549 
ASML HOLDING NV EUR0.09**2,719,414 
ASMPT LTD HKD0.10**627,879 
ASPEED TECHNOLOGY TWD10**924,237 
ASPEN AEROGELS INC COM**76,716 
ASROCK INCORPORATI TWD10**1,191,833 
ASSURED GUARANTY LTD COMMON STK**727,767 
ASTEC INDS INC COM**71,435 
ASTELLAS PHARMA NPV**2,455,598 
ASTER DM HEALTHCAR INR10**233,242 
ASTERA LABS INC COM**591,077 
ASTRA AGRO LESTARI IDR500**14,507 
ASTRA OTOPARTS**13,309 
ASTRANA HEALTH INC COM USD0.001**459,134 
ASTRAZENECA FINANCE LLC. 4.8% 02-26-20272/26/20274.80%**565,291 
ASTRAZENECA PLC 6.45% DUE 09-15-20379/15/20376.45%**400,010 
ASURANSI TUGU INDONESI**32,571 
ASUSTEK COMPUTER TWD10**4,046,276 
ASX LTD NPV**176,591 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AT&T INC 1.65% DUE 02-01-20282/1/20281.65%**1,852,527 
AT&T INC 1.7% DUE 03-25-2026 BEO3/25/20261.70%**680,543 
AT&T INC 2.3% DUE 06-01-20276/1/20272.30%**47,886 
AT&T INC 2.55% DUE 12-01-203312/1/20332.55%**8,879,080 
AT&T INC 3.5% DUE 06-01-20416/1/20413.50%**496,961 
AT&T INC 3.5% DUE 09-15-2053 REG9/15/20533.50%**6,720,937 
AT&T INC 3.55% DUE 09-15-20559/15/20553.55%**1,043,658 
AT&T INC 3.65% DUE 06-01-20516/1/20513.65%**176,387 
AT&T INC 3.65% DUE 09-15-20599/15/20593.65%**3,518,489 
AT&T INC 4.35% DUE 03-01-20293/1/20294.35%**542,064 
AT&T INC 4.5% DUE 05-15-20355/15/20354.50%**620,724 
AT&T INC COM**7,268,383 
AT&T INC FIXED 4.3% 02-15-20302/15/20304.30%**513,064 
ATALAYA MINING COPPER SA**186,970 
ATCO LTD CLASS I NON-VOTING COM NPV**49,357 
ATHENE GLOBAL FDG 5.516% DUE 03-25-20273/25/20275.52%**304,670 
ATHENE GLOBAL FDG MEDIUM TERM SR TRANCHE# TR 00796 1.73% 10-02-202610/2/20261.73%**343,798 
ATI INC COM**625,098 
ATKORE INC**698,723 
ATLANTA BRAVES HLDGS INC COM SER C**535,731 
ATLANTICUS HLDGS CORP COM**98,350 
ATLAS ENERGY SOLUTIONS INC NEW CL A**4,434,936 
ATLASSIAN CORP CL A**1,750,139 
ATMOS ENERGY CORP 1.5% DUE 01-15-20311/15/20311.50%**175,639 
ATMOS ENERGY CORP 4.125% DUE 10-15-204410/15/20444.12%**352,780 
ATMOS ENERGY CORP COM**3,358,802 
ATOS SE EUR1(POST CONS)**6,835 
ATOUR LIFESTYLE HLDGS LTD**848,006 
ATRAE INC NPV**18,572 
ATRICURE INC COM STK**4,055,573 
ATRIUM HOTEL 6.09025% DUE 11-10-202911/10/20296.09%**1,327,841 
ATTENDO AB NPV**2,114,645 
AUCNET INC NPV**42,280 
AUMOVIO SE NPV**1,614,646 
AURA MINERALS INC. BDR EACH 3 REPR 1 COM**506,319 
AURAS TECHNOLOGY TWD10**1,253,640 
AURINIA PHARMACEUTICALS INC COM**1,014,755 
AURIZON HOLDINGS NPV**88,262 
AUROBINDO PHARMA INR1**75,234 
AUSTAL LIMITED NPV**131,869 
AUSTRALIAN CLINICA NPV**56,282 
AUSTRALIAN GOVERNMENT 2.75% 21/06/20356/21/20352.75%**226,817 
AUTOBACS SEVEN CO NPV**36,821 
AUTODESK INC COM**2,156,729 
AUTOMATIC DATA PROCESSING INC COM**1,170,911 
AUTOZONE INC 3.125% 04-21-20264/21/20263.12%**500,523 
AUTOZONE INC 3.75% DUE 04-18-20294/18/20293.75%**3,267,937 
AUTOZONE INC 5.4% 07-15-20347/15/20345.40%**279,805 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
AUTOZONE INC COM**2,367,267 
AUTOZONE INC SR NT 5.125% 06-15-20306/15/20305.12%**3,303,168 
AVALONBAY CMNTYS 2.95% DUE 05-11-20265/11/20262.95%**2,238,773 
AVALONBAY CMNTYS REIT**199,985 
AVANT GROUP CORPORATION NPV**99,365 
AVANTOR INC COM**596,046 
AVEANNA HEALTHCARE HLDGS INC COM**236,767 
AVERY DENNISON CORP COM**4,565,188 
AVI LTD ZAR0.05**85,712 
AVIENT CORPORATION**4,974,283 
AVILEASE CAP LTD 4.75% DUE 11-12-203011/12/20304.75%**297,782 
AVIS BUDGET RENT 5.2% DUE 10-20-202710/20/20275.20%**905,833 
AVIS BUDGET RENT 5.24% DUE 08-20-20298/20/20295.24%**2,033,579 
AVIS BUDGET RENT 5.25% DUE 04-20-20294/20/20295.25%**3,064,891 
AVIS BUDGET RENT 5.78% DUE 04-20-20284/20/20285.78%**3,052,200 
AVIS BUDGET RENT 5.81% DUE 12-20-202912/20/20295.81%**1,456,187 
AVIS BUDGET RENTAL CAR FUNDING 5.46000003815% 02-20-20292/20/20295.46%**2,037,793 
AVNET INC COM**990,448 
AVOLON HLDGS FDG 2.125% DUE 02-21-20262/21/20262.12%**523,266 
AVOLON HLDGS FDG 4.25% DUE 04-15-20264/15/20264.25%**499,885 
AVOLON HLDGS FDG 4.375% DUE 05-01-20265/1/20264.38%**675,203 
AVON TECHNOLOGIES PLC ORD GBP1**356,180 
AXALTA COATING SYSTEMS LTD COM USD1.00**914,761 
AXELL CORP NPV**16,184 
AXIATA GROUP BERHAD MYR1**48,748 
AXIOMTEK CO TWD10**77,911 
AXIS CAPITAL HOLDINGS LTD COM USD0.0125**725,856 
AXOGEN INC COM USD0.01**711,059 
AXON ENTERPRISE INC COM**5,644,656 
AXSOME THERAPEUTICS INC. COM**2,434,409 
AYDEM YENILENEBILI TRY1**64,153 
AYEN ENERJI AS TRY1**13,481 
AYGAZ TRY1**93,205 
AYVENS EUR1.5**11,944 
AZAD ENGINERIN LTD INR2**80,250 
B & M EUROPEAN VALUE RETAIL SA ORD GBP0.1**24,003 
B A T CAP CORP 2.259% DUE 03-25-20283/25/20282.26%**3,724,923 
B A T CAP CORP 4.39% 08-15-20378/15/20374.39%**276,942 
B A T CAP CORP 4.54% 08-15-20478/15/20474.54%**44,959 
B A T CAP CORP FIXED 3.557% DUE 08-15-20278/15/20273.56%**5,172,713 
B A T INTL FIN PLC FIXED 1.668% DUE 03-25-20263/25/20261.67%**3,606,663 
B2 GOLD CORP COMMON STOCK**251,122 
B2 IMPACT ASA**153,490 
B2GOLD CORP COM STK**5,890 
BABCOCK & WILCOX ENTERPRISES INC COM NEWCOM NEW**1,945,049 
BABCOCK INTL GROUP ORD GBP0.60**288,653 
BAE SYS PLC 3.4% DUE 04-15-20304/15/20303.40%**561,062 
BAFANG YUNJI INTL CO LTD**90,944 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BAHNHOF AB SER'B'NPV**303,756 
BAIC MOTOR CORPORATION LIMITED 'H'CNY1**31,739 
BAIDU INC USD0.000000625 A CLASS**5,255,101 
BAIN CAP CR CLO FLTG RT 0% DUE 04-23-20354/23/20354.85%**6,294,029 
BAKER HUGHES CO**28,449,952 
BAKER HUGHES LLC/CO-OBL 2.061% 12-15-202612/15/20262.06%**1,103,529 
BALCHEM CORP COM**3,834 
BALFOUR BEATTY GBP0.50**244,505 
BALMER LAWRIE INVESTMENT LTD. FV INR 1 DEMAT EQUITY**48,845 
BALT GAS & ELEC CO 3.2% DUE 09-15-20499/15/20493.20%**152,566 
BALT GAS & ELEC CO 3.5% DUE 08-15-20468/15/20463.50%**19,314 
BALT GAS & ELEC CO FIXED 2.9% DUE 06-15-20506/15/20502.90%**301,934 
BAMLL COML MTG FLTG RT 4.84548% DUE 09-15-20389/15/20384.92%**4,821,102 
BANC CALIF INC COM**10,648 
BANCA IFIS EUR1**233,453 
BANCA MEDIOLANUM BANCA MEDIOLANUM SPA**2,279,749 
BANCA MONTE DEI PASCHI S .875% 08/10/202710/8/20270.88%**465,347 
BANCA SISTEMA SPA EUR0.12**243,171 
BANCO ABC BRASIL PRF NPV**33,303 
BANCO ABC BRASIL SA RIGHTS 02/02/2026**376 
BANCO BILBAO VIZCA EUR0.49**21,620,485 
BANCO DE CHILE COM NPV**33,155 
BANCO DEL BAJIO COM MXN2 SER'O'**14,165 
BANCO LATINOAMERICANO DE COMERCIO EXTERIOR SA**193,252 
BANCO SANTANDER EUR0.50(REGD)**2,523,998 
BANCO SANTANDER S A 2.749% DUE 12-03-203012/3/20302.75%**181,969 
BANCO SANTANDER S A 5.127% 11-06-203511/6/20355.13%**601,322 
BANCO SANTANDER SA 4.175% 03-24-20283/24/20284.18%**3,401,508 
BANCO SANTANDER SA 5.538% 03-14-20303/14/20305.54%**413,919 
BANCO SANTANDER SA 5.588% 08-08-20288/8/20285.59%**1,244,021 
BANCO SANTANDER SA FLTG RT 07-15-20287/15/20285.36%**8,155,015 
BANCO SANTANDER SA SR NON PFD FIXED-FIXED RATE 1.722% 09-14-20279/14/20271.72%**4,128,978 
BANCO SANTANDER SA SR NT NON PFD 2.958% 03-25-20313/25/20312.96%**9,463,554 
BANDWIDTH INC CL A CL A**248,189 
BANGKOK BANK THB10 (NVDR)**5,527,513 
BANK 2017-BNK9 3.47% DUE 11-15-205411/15/20543.47%**1,292,399 
BANK 2020-BNK30 1.65% DUE 12-15-205312/15/20531.65%**1,318,586 
BANK AMER CORP 2.496% 02-13-20312/13/20312.50%**615,282 
BANK AMER CORP 2.572% 10-20-203210/20/20322.57%**1,209,602 
BANK AMER CORP 2.687% DUE 04-22-20324/22/20322.69%**13,778,674 
BANK AMER CORP 3.194% 07-23-20307/23/20303.19%**1,555,171 
BANK AMER CORP 3.419% 12-20-202812/20/20283.42%**4,906,535 
BANK AMER CORP 3.559% 04-23-20274/23/20273.56%**5,528,399 
BANK AMER CORP 3.593% 07-21-20287/21/20283.59%**13,348,999 
BANK AMER CORP 3.705% 04-24-20284/24/20283.70%**764,595 
BANK AMER CORP 4.376% 04-27-20284/27/20284.38%**205,839 
BANK AMER CORP 4.45% DUE 03-03-20263/3/20264.45%**3,402,462 
BANK AMER CORP 4.623% 05-09-20295/9/20294.62%**8,195,818 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BANK AMER CORP 5.933% DUE 09-15-20279/15/20275.93%**506,483 
BANK BJB LKD SHS (IDR250 'A' & 'B')**7,666 
BANK HAPOALIM B.M. ILS1**783,053 
BANK MILLENNIUM SA PLN1.00**128,009 
BANK MONTREAL 0.949% 01-22-20271/22/20270.95%**2,983,045 
BANK MONTREAL 5.266% 12-11-202612/11/20265.27%**3,180,373 
BANK MONTREAL QUE 4.35% 09-22-20319/22/20314.35%**744,652 
BANK MONTREAL QUE 5.3% 06-05-20266/5/20265.30%**892,230 
BANK MONTREAL QUE FIXED 5.203% DUE 02-01-20282/1/20285.20%**2,610,181 
BANK N S HALIFAX COM STK**117,462 
BANK NEW YORK MELLON CORP 4.947% DUE 04-26-20274/26/20274.95%**1,553,018 
BANK NOVA SCOTIA 4.043% 09-15-20289/15/20284.04%**815,178 
BANK NT BUTTERFIELD COM BMD1(POST REV SPLIT)**622,750 
BANK OF AMERICA CORP**21,577,115 
BANK OF AMERICA CORP 1.734% 07-22-20277/22/20271.73%**10,104,494 
BANK OF AMERICA CORP 2.299% 07-21-20327/21/20322.30%**4,694,219 
BANK OF AMERICA CORP 2.884% 10-22-203010/22/20302.88%**2,565,629 
BANK OF AMERICA CORP 4.979% 01-24-20291/24/20294.98%**9,275,890 
BANK OF AMERICA CORP 5.162% 01-24-20311/24/20315.16%**8,487,350 
BANK OF AMERICA CORP 5.511% 01-24-20361/24/20365.51%**1,359,170 
BANK OF AMERICA CORPORATION 1.658% 03-11-20273/11/20271.66%**19,384,228 
BANK OF AMERICA CORPORATION 2.087% 06-14-20296/14/20292.09%**4,167,033 
BANK OF AMERICA CORPORATION 2.551% 02-04-20282/4/20282.55%**1,824,934 
BANK OF AMERICA CORPORATION 2.651% 03-11-20323/11/20322.65%**4,045,885 
BANK OF AMERICA CORPORATION 2.676% DUE 06-19-2041/06-19-2020 REG6/19/20412.68%**851,109 
BANK OF AMERICA CORPORATION 3.97% 03-05-20293/5/20293.97%**349,532 
BANK OF AMERICA CORPORATION 4.078% 04-23-20404/23/20404.08%**1,253,255 
BANK OF AMERICA CORPORATION 4.33% 03-15-20503/15/20504.33%**421,783 
BANK OF AMERICA CORPORATION 5.202% 04-25-20294/25/20295.20%**9,523,555 
BANK OF AMERICA CORPORATION 5.288% 04-25-20344/25/20345.29%**206,251 
BANK OF AMERICA CORPORATION 5.468% 01-23-20351/23/20355.47%**9,416,217 
BANK OF AMERICA CORPORATION 6.11% 01-29-20371/29/20376.11%**378,040 
BANK OF CHINA LTD 'H'CNY1**29,796 
BANK OF CHONGQING CO LTD COMMON STOCK**68,077 
BANK OF IRELAND GR ORD EUR1.00**6,253,258 
BANK OF MONTREAL 4.062% 09-22-20289/22/20284.06%**2,837,568 
BANK OF MONTREAL 4.1% 12-15-202712/15/20274.10%**3,696,438 
BANK OZK COM**2,534,782 
BANK PEKAO SA PLN1.00**3,462,375 
BANK SER 2017-BNK8 CL A-3 3.229% 11-15-205011/15/20503.23%**1,627,100 
BANK ST PETERSBURG COM**1,279,571 
BANK TABUNGAN NEG IDR500**47,092 
BANK5 2024-5YR10 COML MTG PASS THRU CTF CL 5.30200004578% 10-15-205710/15/20575.30%**7,887,784 
BANK5 2024-5YR10 COML MTG PASS THRU CTF CL B 6.14% 10-15-205710/15/20576.14%**2,058,605 
BANK5 2025-5YR14 5.646% DUE 04-15-20584/15/20585.65%**5,703,576 
BANK5 2025-5YR15 MTG PASS THRU CTF CL A-3 5.452% 07-15-20587/15/20585.45%**4,209,384 
BANKINTER SA EUR0.30(REGD)**989,763 
BANKUNITED INC**1,695,933 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BANKWELL FINL GROUP INC COM**22,085 
BANNER CORP COM NEW COM NEW**4,579,945 
BANQUE SAUDI FRANS SAR10**220,447 
BARCLAYS PLC 2.279% DUE 11-24-202711/24/20272.28%**6,636,379 
BARCLAYS PLC 4.972% 05-16-20295/16/20294.97%**6,111,643 
BARCLAYS PLC 5.335% 09-10-20359/10/20355.34%**122,208 
BARCLAYS PLC 5.501% DUE 08-09-20288/9/20285.50%**1,859,722 
BARCLAYS PLC 5.69% 03-12-20303/12/20305.69%**2,082,813 
BARCLAYS PLC 5.785% 02-25-20362/25/20365.78%**733,577 
BARCLAYS PLC 5.86% 08-11-20468/11/20465.86%**246,742 
BARCLAYS PLC DUE 11-02-2028/05-02-2023 BEO11/2/20287.38%**2,076,975 
BARCLAYS PLC FIXED 2.645% DUE 06-24-20316/24/20312.64%**9,266,010 
BARCLAYS PLC FLTG RT 4.837% DUE 09-10-20289/10/20284.84%**2,701,698 
BARCLAYS PLC ORD GBP0.25**4,693,058 
BARCLAYS PLC SR NT FIXED/FLTG 4.47% 11-11-202911/11/20294.47%**5,193,488 
BARCO NPV**545,290 
BARITO PACIFIC TBK IDR100**265,110 
BARRETT BUSINESS SVCS INC COM**345,950 
BASE CO LTD NPV**28,626 
BASF - ORD SHS COMSTK**2,889,408 
BASILEA PHARMACEU CHF1 (REGD)**957,915 
BAT CAPITAL CORPORATION 6.343% DUE 08-02-20308/2/20306.34%**3,723,148 
BAT CAPITAL CORPORATION 7.081% DUE 08-02-20538/2/20537.08%**284,324 
BAT INTL FINANCE PLC 5.931% 02-02-20292/2/20295.93%**4,450,977 
BATH & BODY WORKS INC COM USD0.5 WI**119,536 
BAUSCH HEALTH COMP COM NPV**736,462 
BAVARIAN NORDIC DKK10**619,551 
BAWAG GROUP AG COMMON STOCK**721,657 
BAXTER INTL INC 4.9% 12-15-203012/15/20304.90%**2,591,493 
BAXTER INTL INC COM**3,294,602 
BAYER US FIN II 4.375% DUE 12-15-202812/15/20284.38%**3,303,875 
BAYERISCHE MOTOREN WERKE A G COM**1,523,669 
BAYVIEW 5.67% DUE 08-15-20288/15/20285.67%**1,007,623 
BAYVIEW MSR 3% DUE 11-25-205111/25/20513.00%**1,305,524 
BBCMS MTG TR 1.617% DUE 10-15-205310/15/20531.62%**5,615,439 
BBCMS MTG TR 2024-5C27 COML MTG PASS THRU CTF CL 6.014% 07-15-20577/15/20576.01%**295,375 
BBCMS MTG TR 2024-5C31 COML MTG PASSTHRUCTF CL 5.137% 12-15-205712/15/20575.14%**2,155,038 
BBCMS MTG TR 2025-5C36 COML MTG PASS THRU CTF CL 5.517% 08-15-20588/15/20585.52%**1,735,054 
BCO DO BRASIL SA COM NPV**465,841 
BCO EST R GDE SUL PRF CLASS 'B' NPV**50,895 
BE SEMICONDUCTOR INDUSTRIES NV EUR0.01**1,776,762 
BEACON FINANCIAL CORP. COM USD0.01**242,762 
BEAR STEARNS ARM FLTG RT 4.28249% DUE 05-25-20345/25/20344.28%**2,835 
BEAR STEARNS ASSET BACKED SECS I LLC ASSASSET BKD CTF CL I-A-1A 5.5 25 AUG 20368/25/20365.50%**19,072 
BEAUTY FARM MED & HKD**92,606 
BEAZLEY PLC (UK) ORD GBP0.05**1,065,925 
BECTON DICKINSON & CO 4.693% 02-13-20282/13/20284.69%**1,665,167 
BECTON DICKINSON & FIXED 6.7% DUE 12-01-202612/1/20266.70%**1,544,425 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BED BATH & BEYOND INC**1,960 
BEIERSDORF AG EUR1**9,413,634 
BEIJING ENTERPRISE NPV**118,556 
BEIJING JINGNENG CLEAN ENRGY CO LTD REGISTEREDSHARES**46,080 
BEIJING URBAN CONSTRUCTION COMSTK**25,541 
BELL FOOD GROUP AG CHF0.5 (REGD)**38,649 
BELLEVUE GOLD LTD NPV**572,402 
BELLRING BRANDS INC COM USD0.01**311,832 
BENCHMARK 2020-B20 1.94539999962% DUE 10-15-205310/15/20531.95%**3,482,985 
BENCHMARK 2021-B24 2.0103% DUE 03-15-20543/15/20542.01%**4,721,507 
BENCHMARK 2021-B27 1.792% DUE 07-15-20547/15/20541.79%**6,891,121 
BENCHMARK 2021-B27 2.163% DUE 07-15-20547/15/20542.16%**4,265,837 
BENCHMARK 2021-B29 FLTG RT 2.284% DUE 09-15-20549/15/20542.28%**3,936,804 
BENCHMARK 2021-B30 2.329% DUE 11-15-205411/15/20542.33%**3,557,192 
BENCHMARK 2023-B38 MTG TR MTG PASS THRU CTF CL A-2 5.62599992752% 04-15-20564/15/20565.63%**5,101,572 
BENCHMARK 2024-V10 5.2774% DUE 09-15-20579/15/20575.28%**5,149,652 
BENCHMARK 2024-V12 5.73845% DUE 12-15-205712/15/20575.74%**3,663,857 
BENCHMARK 2025-V14 5.6599% DUE 04-15-20574/15/20575.66%**7,285,113 
BENCHMARK 2025-V18 MTG TR COML MTG PASSTHRU CTF CL 5.18365% 10-15-205810/15/20585.18%**3,298,296 
BENCHMARK 2025-V19 5.249% DUE 01-15-20581/15/20585.25%**4,135,576 
BENCHMARK ELECTRS INC COM**6,286 
BEONE MEDICINES AG**1,356,815 
BERKLEY W R CORP COM**242,755 
BERKSHIRE HATHAWAY 3.25% DUE 04-15-20284/15/20283.25%**394,344 
BERKSHIRE HATHAWAY ENERGY CO 3.7% 07-15-20307/15/20303.70%**1,879,367 
BERKSHIRE HATHAWAY FIN CORP 2.85% DUE 10-15-205010/15/20502.85%**323,032 
BERKSHIRE HATHAWAY FIN CORP 4.2% DUE 08-15-2048 REG8/15/20484.20%**175,945 
BERKSHIRE HATHAWAY FINANCE CORP 3.85% 03-15-20523/15/20523.85%**1,105,644 
BERKSHIRE HATHAWAY INC COM USD0.0033 CLASS'B'**17,377,616 
BERNER KTBK CHF20 (REGD)**366,439 
BERRY GLOBAL INC 1.57% DUE 01-15-20261/15/20261.57%**14,175,797 
BERRY GLOBAL INC 5.5% 04-15-20284/15/20285.50%**721,518 
BEST BUY INC COM STK**1,153,472 
BETAGRO PCL THB5 (NVDR)**138,702 
BETSSON AB NPV B**562,374 
BEZEQ ISRAEL TELCM ILS1**869,310 
BGC GROUP INC SR NT 6.15% 04-02-20304/2/20306.15%**518,034 
BHARAT BIJLEE INR5**128,228 
BHARAT DYNAMICS INR 5 (POST SUB)**318,706 
BHARAT PETROL CORP INR10**841,080 
BHARTI AIRTEL LTD COMSTK**5,087,349 
BHG SECURITIZATION 4.84% DUE 09-17-20369/17/20364.84%**2,350,215 
BHI CO LTD KRW500**211,952 
BHP BILLITON FIN USA LTD 5.25% 09-08-20269/8/20265.25%**565,109 
BHP BILLITON FIN USA LTD 5.75% 09-05-20559/5/20555.75%**440,117 
BHP GROUP LIMITED**136,599 
BILFINGER SE BILFINGER SE**264,885 
BILIBILI INC USD0.0001 Z CLASS**2,847,242 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BILL HOLDINGS INC COM USD0.00001**1,054,095 
BINJIANG SVC GROUP USD0.0001**12,210 
BIOAGE LABS INC COM**185,022 
BIOCON LTD INR5**778,339 
BIOCRYST PHARMACEUTICALS INC COM**568,628 
BIOGAIA AB SER'B'NPV**203,073 
BIOGEN INC 5.75% 05-15-20355/15/20355.75%**131,824 
BIOGEN INC 6.45% 05-15-20555/15/20556.45%**295,296 
BIOGEN INC COMMON STOCK**195,701 
BIO-TECHNE CORP COM**813,166 
BIPROGY INC NPV**1,233,084 
BIRKENSTOCK HOLDING PLC COM NPV**2,621,690 
BIZLINK HOLDING IN TWD10**339,552 
BK CIMB NIAGA LKD SHS (IDR5000 & IDR50)**29,080 
BK LEUMI LE ISRAEL ILS1**70,793 
BK NEW YORK MELLON 4.289% DUE 06-13-20336/13/20334.29%**3,186,669 
BK NEW YORK MELLON FLTG RT 5.316% DUE 06-06-20366/6/20365.32%**5,190 
BK NEW YORK MELLON VAR RT 4.729% DUE 04-20-20294/20/20294.73%**274,445 
BK OF AMER CR CARD FIXED 4.98% DUE 11-15-202811/15/20284.98%**1,463,046 
BK OF AMERICA CORP 3.261%-FRN SNR 28/01/31 EUR1/28/20313.26%**354,195 
BK OF INDIA INR10**104,873 
BK OF MAHARASHTRA INR10**166,776 
BK OF NOVA SCOTIA 0.01%-FRN GTD 14/09/29EUR9/14/20290.01%**533,139 
BK OF NOVA SCOTIA COM NPV**14,784,786 
BK RAKYAT IDR50**366,812 
BKV CORP COM**234,332 
BLACK HILLS CORP COM**721,968 
BLACK ROCK COFFEE BAR INC CL A CL A**485,273 
BLACKROCK INC NEW COM**18,898,993 
BLACKSTONE INC COM USD0.00001**20,455,544 
BLACKSTONE REG FINANCE CO LLC 4.3% 11-03-203011/3/20304.30%**800,388 
BLOCK INC**1,467,324 
BLOOM ENERGY CORP CL A CL A**5,978,553 
BLP COML MTG FLTG RT 5.37184% DUE 03-15-20413/15/20415.44%**857,183 
BLUE BIRD TBK PT IDR100**88,013 
BLUE OWL CAP INC COM CL A**9,247,337 
BLUELINX HLDGS INC COM NEW COM NEW**299,164 
BLUESCOPE STEEL NPV**3,069,753 
BMO 2024-5C5 MTG TR COML MTG PASS THRU CTF CL 5.4621% 02-15-20572/15/20575.46%**2,055,480 
BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLA-3 5.31610012054% 09-15-20579/15/20575.32%**6,323,842 
BMO 2024-5C6 MTG TR MTG PASS THRU CTF CLB 6.08629989624% 09-15-20579/15/20576.09%**1,029,816 
BMO 2024-5C7 MTG TR COML MTG PASSTHRU CTF CL 5.09159994125% 11-15-205711/15/20575.09%**5,110,600 
BMO MORTGAGE TRUST SR 24-5C7 CL A3 5.5657% 11-15-205711/15/20575.57%**4,535,557 
BMW VEH LEASE TR 5% DUE 06-25-20276/25/20275.00%**4,877,778 
BMW VEHICLE LEASE TRUST SR 25-1 CL A2A 4.43% 09-27-20279/27/20274.43%**1,469,326 
BMW VEHICLE LEASE TRUST SR 25-2 CL A2A 3.94% 11-26-202711/26/20273.94%**5,649,123 
BNK FINANCIAL GROUP INC**1,200,999 
BNP PARIBAS EUR2**34,192,335 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BNP PARIBAS SR NON VAR RT 5.085% DUE 05-09-20315/9/20315.08%**1,001,128 
BOARDWALK R/EST IN TRUST UNITS**1,707,127 
BOC HONG KONG HLDG NPV**268,422 
BOE TECH GP (STOCK CONNECT)**3,565,015 
BOE VARITRONIX LTD HKD0.25**67,227 
*BOEING CO COM USD5.00**6,401,994,458 
BOISE CASCADE CO COM**1,711,347 
BOK FINL CORP COM NEW**243,909 
BOLIDEN AB NPV**2,611,487 
BONAVA AB COMMON STOCK**48,815 
BONOS DE TESORERIA 5.35% GTD SNR BDS 12/08/408/12/20405.35%**158,486 
BOOKING HLDGS INC COM**3,802,284 
BOOT BARN HLDGS INC COM**3,654,517 
BORAL FIN PTY LTD 3.75% 05-01-20285/1/20283.75%**127,074 
BORG WARNER INC COM**8,498,586 
BORGWARNER INC 4.95% 08-15-20298/15/20294.95%**737,313 
BORYUNG CORPORATION KRW2500.00**108,435 
BOSCH HOME COMFORT INDIA LTD**65,570 
BOSTON BEER INC CL A CL A**1,366 
BOSTON SCIENTIFIC CORP COM**15,465,389 
BOYD GAMING CORP COM**21,821 
BP CAP MKTS AMER 1.749% DUE 08-10-20308/10/20301.75%**332,833 
BP CAP MKTS AMER 2.939% DUE 06-04-20516/4/20512.94%**399,374 
BP CAP MKTS AMER INC 3.0% DUE 02-24-20502/24/20503.00%**615,495 
BP CAP MKTS AMER INC 5.227% 11-17-203411/17/20345.23%**206,773 
BPCE S A MEDIUM 1% DUE 01-20-20261/20/20261.00%**1,572,593 
BPCE SR NON PFD VAR RT 2.045% DUE 10-19-202710/19/20272.04%**1,382,187 
BPER BANCA NPV**4,223 
BRAVURA SOLUTIONS NPV**16,535 
BRAZE INC CL A CL A**27,809 
BREAD FINANCIAL HOLDINGS INC COM USD0.01**1,650,943 
BRIDGEBIO PHARMA INC COM**2,737,654 
BRIDGECREST 5.65% DUE 04-16-20294/16/20295.65%**3,534,843 
BRIDGECREST 5.94% DUE 02-15-20302/15/20305.94%**3,528,463 
BRIDGECREST 6.8% DUE 08-15-20298/15/20296.80%**486,821 
BRIDGECREST 7.1% DUE 08-15-20298/15/20297.10%**2,544,243 
BRIDGECREST LENDING AUTO 25-2 CL C 5.17% 03-17-2031Q3/17/20315.17%**577,405 
BRIDGECREST LENDING AUTO SECURITIZATION SER 25-1 CL B 4.92% 03-15-20293/15/20294.92%**2,641,683 
BRIDGEWATER BANCSHARES INC COM**56,096 
BRIGHT HORIZONS FA COM USD0.001**927,709 
BRIGHTVIEW HLDGS INC COM**4,845,680 
BRILLIANCE CHINA USD0.01**151,937 
BRISTOL MYERS FIXED 4.25% DUE 10-26-204910/26/20494.25%**61,478 
BRISTOL MYERS FIXED 4.35% DUE 11-15-204711/15/20474.35%**907,564 
BRISTOL MYERS SQUIBB CO COM**11,262,726 
BRISTOL-MYERS SQUIBB CO 5.1% 02-22-20312/22/20315.10%**312,611 
BRISTOL-MYERS SQUIBB CO 5.2% 02-22-20342/22/20345.20%**599,109 
BRIT COLUMBIA(PROV 4.15% BDS 18/06/2034 CAD16/18/20344.15%**150,766 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BRITANNIA INDUSTRIES COMMON STOCK NR1(POST SUBDIVISION)**2,133,477 
BRITISH AMERICAN TOBACCO ORD GBP0.25**13,796,579 
BRITISH COLUMBIA PROV CDA 4.8% 06-11-20356/11/20354.80%**4,702,281 
BRITISH COLUMBIA(PROVINCE OF)CANADA 1.3% 01-29-20311/29/20311.30%**4,928,036 
BRITISH LAND CO ORD GBP0.25**501,424 
BRITISH TELECOMMUNICATIONS P L C NT STEPUP 12-15-2030 12-12-200012/15/20309.62%**183,261 
BRIXMOR OPER 2.5% DUE 08-16-20318/16/20312.50%**180,027 
BRIXMOR OPER PARTNERSHIP LP SR NT 2.25% 04-01-20284/1/20282.25%**240,096 
BROADCOM INC 2.45% 02-15-20312/15/20312.45%**663,685 
BROADCOM INC 3.419% 04-15-20334/15/20333.42%**2,361,844 
BROADCOM INC 3.459% 09-15-20269/15/20263.46%**5,358,080 
BROADCOM INC 3.469% 04-15-20344/15/20343.47%**7,094,314 
BROADCOM INC 4.11% DUE 09-15-2028 REG9/15/20284.11%**902,669 
BROADCOM INC 4.15% 02-15-20282/15/20284.15%**1,579,761 
BROADCOM INC 4.2% 10-15-203010/15/20304.20%**545,194 
BROADCOM INC 4.3% DUE 11-15-2032 BEO11/15/20324.30%**1,481,850 
BROADCOM INC 4.55% 02-15-20322/15/20324.55%**702,885 
BROADCOM INC 4.6% 07-15-20307/15/20304.60%**1,876,000 
BROADCOM INC 4.8% 04-15-20284/15/20284.80%**351,261 
BROADCOM INC 4.8% 10-15-203410/15/20344.80%**150,577 
BROADCOM INC 5.05% 07-12-20297/12/20295.05%**5,403,976 
BROADCOM INC COM**202,910,816 
BROADCOM INC FIXED 4.15% DUE 11-15-203011/15/20304.15%**2,721,303 
BROADCOM INC SR NT 144A 4% 04-15-20294/15/20294.00%**832,051 
BROADCOM INC SR NT 4.8% 02-15-20362/15/20364.80%**292,685 
BROADCOM INC SR NT 5.15% 11-15-203111/15/20315.15%**322,092 
BROADCOM INC SR NT 5.2% 07-15-20357/15/20355.20%**518,747 
BROOKDALE SR LIVING INC COM STK**911,949 
BROOKFIELD ASSET MANAGEMENT LTD 5.795% 04-24-20354/24/20355.80%**314,597 
BROOKFIELD CAP FIN LLC SR NT 6.087% 06-14-20336/14/20336.09%**1,820,262 
BROOKFIELD EXCHANGEABLE SUB VTG SHS CL**22,728 
BROOKFIELD FIN INC 3.5% DUE 03-30-20513/30/20513.50%**1,741,257 
BROOKFIELD FIN INC 5.968% 03-04-20543/4/20545.97%**80,947 
BROOKFIELD RENB CL A EXCHANGEABLE SUB VTG**288,072 
BROTHER INDUSTRIES NPV**1,444,033 
BROWN & BROWN INC 2.375% DUE 03-15-20313/15/20312.38%**381,440 
BROWN & BROWN INC 4.7% 06-23-20286/23/20284.70%**5,447,153 
BROWN & BROWN INC 4.9% 06-23-20306/23/20304.90%**507,515 
BROWN & BROWN INC 6.25% 06-23-20556/23/20556.25%**276,537 
BRUKER CORP**306,922 
BRUNSWICK CORP COM**12,438,541 
BSTN SCIENTIFIC 2.65% DUE 06-01-20306/1/20302.65%**53,676 
BUILD-A-BEAR WORKSHOP INC COM STK**520,734 
BUILDERS FIRSTSOURCE INC COM STK**472,368 
BUKIT ASAM TBK IDR500 SER'B'**48,223 
BUMBLE INC COM CL A COM CL A**337,394 
BUMI RESOURCES TBK IDR500**186,360 
BUMITAMA AGRI LTD NPV**630,490 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
BUMRUNGRAD HOPTL THB1(NVDR)**769,378 
BUNGE GLOBAL SA F COMMON STOCK**76,876 
BUNGE LTD FIN CORP 2.0% 04-21-20264/21/20262.00%**3,975,258 
BUNGE LTD FIN CORP FIXED 2.75% 05-14-20315/14/20312.75%**643,294 
BUNGE LTD FINANCE CORP 4.2% 09-17-20299/17/20294.20%**2,943,432 
BUNGE LTD FINANCE CORP 5.15% 08-04-20358/4/20355.15%**483,763 
BURBERRY GROUP ORD GBP0.0005**1,346,754 
BURCKHARDT COMPRES CHF**247,867 
BUREAU VERITAS EUR0.12**19,855 
BURFORD CAPITAL LTD ORD NPV (DI)**5,650,552 
BURGAN BANK COM STK**46,008 
BURKHALTER HOLDING CHF0.04**102,993 
BURL NORTHN SANTA 4.375% DUE 09-01-20429/1/20424.38%**854,056 
BURL NORTHN SANTA 5.75% DUE 05-01-20405/1/20405.75%**84,759 
BURLINGTN NORTH SANTA FE 5.55% 03-15-20563/15/20565.55%**217,799 
BURLINGTON NORTHN SANTA FE LLC 5.2% 04-15-20544/15/20545.20%**264,347 
BURLINGTON STORES INC COM**857,018 
BUSINESS BRAIN SHO NPV**40,882 
BUSINESS ENGINEERI NPV**65,265 
BUSINESS FIRST BANCSHARES INC COM**26,375 
BUTTERFLY NETWORK INC CL A CL A**4,289,178 
BUY TO OPEN REPO W/BOFA SECU 3.9% FROM 12-31-2025 TO 01-02-2026**13,000,000 
BUY TO OPEN REPO W/DBSI/FIXE 3.87% FROM 12-31-2025 TO 01-05-2026**102,400,000 
BWAY 2021-1450 MTG FLTG RT 5.04467% DUE 09-15-20369/15/20365.11%**1,952,683 
BX 2021-21M MTG TR FLTG RT 4.52448% DUE 10-15-203610/15/20364.59%**594,677 
BX COML MORTAGE TR 2025-BCAT 5.73% 08-15-20428/15/20425.13%**1,918,957 
BX COML MTG TR 2.843% DUE 03-09-20443/9/20442.84%**3,718,089 
BX COML MTG TR 2021-CIP 4.71548% 12-15-203812/15/20384.79%**2,991,219 
BX COML MTG TR 2024-AIRC COML MTG PASSTHRU CTF CL A 5.37143% 08-15-20398/15/20395.44%**2,560,579 
BX COML MTG TR 2024-GPA3 MTG PASS THRU CTF CL A 144A 4.97301% 12-15-203912/15/20395.04%**1,011,350 
BX COML MTG TR 2024-MDHS COML MTG PASSTHRU CTF CL A 5.32149% 05-15-20415/15/20415.39%**731,751 
BX COML MTG TR FLTG RT 4.48298% DUE 10-15-203810/15/20384.55%**774,277 
BX COML MTG TR FLTG RT 5.1218% DUE 02-15-20392/15/20395.19%**3,562,819 
BX TR 2021-ACNT FLTG RT 5.04448% DUE 11-15-203811/15/20385.11%**389,611 
BX TR 2021-LGCY COML MTG PASS THRU CTF CL A 4.30048% 10-15-203610/15/20364.37%**1,995,805 
BX TR 2021-SDMF FLTG RT 4.53248% DUE 09-15-20349/15/20344.60%**5,640,406 
BX TR 2022-LBA6 FLTG RT 4.68019% DUE 01-15-20391/15/20394.75%**5,806,411 
BX TR 2024-BIO MTG PASSTHRU CTF CL A 144A 5.32219% 02-15-20412/15/20415.39%**3,668,025 
BX TR 2025-LUNR COML MTG PASSTHRU CTF CLB 5.53019% 06-15-20406/15/20405.53%**888,789 
BX TR 2025-OMG 5.031% 10-15-204210/15/20425.10%**2,001,247 
BXCOMMERCIAL MTG FLTG RT 5.44161% DUE 12-09-204012/9/20405.51%**1,720,014 
BXSC COML MTG TR 2022-WSS COML MTG PASS THRU CTF CL B 5.773% 03-15-20353/15/20355.84%**2,983,953 
BYD COMPANY LTD 'H'CNY1**493,686 
C H ROBINSON WORLDWIDE INC COM NEW COM NEW**9,299,162 
C&A MODAS SA COM NPV**236,350 
C. UYEMURA & CO NPV**823,044 
CABOT CORP COM**1,094,879 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CAC HOLDINGS CORP**106,246 
CACTUS INC CL A CL A**948,728 
CADENCE BK COM**315,217 
CADENCE DESIGN SYS 4.3% DUE 09-10-20299/10/20294.30%**186,085 
CADENCE DESIGN SYS 4.7% 09-10-20349/10/20344.70%**235,369 
CADENCE DESIGN SYS INC 4.2% 09-10-20279/10/20274.20%**779,361 
CADENCE DESIGN SYS INC COM**19,286,499 
CAIRO COMSTK**11,148 
CAIXABANK SA EUR1**10,433,784 
CAL MAINE FOODS INC COM NEW STK**89,914 
CALAVO GROWERS INC COM**164,495 
CALFRAC WELL SVCS LTD COM NPV**225,683 
CALIFORNIA WTR SVC GROUP COM**1,213 
CALIX NETWORKS INC COMMON STOCK**1,490,244 
CALLAWAY GOLF COMPANY**84,024 
CAMDEN PPTY TR SH BEN INT**4,690,399 
CAMPING WORLD HLDGS INC CL A CL A**892,582 
CANADA(GOVT OF) 3% BDS 01/06/2034 CAD10006/1/20343.00%**2,210,549 
CANADA(GOVT OF) 3.25% BDS 01/12/2034 CAD112/1/20343.25%**1,665,438 
CANADA(GOVT OF) I/L 1.5% BDS 01/12/44 CAD100012/1/20442.14%**495,473 
CANADIAN IMPERIAL BANK 4.857% 03-30-20293/30/20294.86%**6,493,423 
CANADIAN IMPERIAL BANK 4.243% 09-08-20289/8/20284.24%**4,282,002 
CANADIAN IMPERIAL BANK OF COMMERCE 5.001% DUE 04-28-20284/28/20285.00%**2,454,796 
CANADIAN IMPERIAL BK 5.245% DUE 01-13-20311/13/20315.24%**825,582 
CANADIAN IMPERIAL BK COMM TORONTO BRH 5.926% 10-02-202610/2/20265.93%**3,131,204 
CANADIAN IMPERIAL BK COMM TORONTO BRH 4.508% 09-11-20279/11/20274.51%**2,175,433 
CANADIAN IMPERIAL BK COMM TORONTO ONT COM STK**77,472 
CANADIAN NAT RES LTD NT 5% 12-15-202912/15/20295.00%**1,359,461 
CANADIAN NATL RY CO COM**10,341,687 
CANADIAN PAC RY CO NEW 3.0% DUE 12-02-2041 BEO12/2/20413.00%**374,796 
CANARA BANK INR2**2,280,155 
CANFIN HOMES LTD**428,573 
CANNY ELEVATOR CO 'A'CNY1 (STOCK CONNECT)**270,901 
CANSINO BIOLOGICS H**526,705 
CANTOR FITZGERALD L P SR NT 144A 4.5% 04-14-20274/14/20274.50%**2,995,745 
CANYON CLO 2018-1 LTD / CANYON CLO 5.0038% 07-15-20317/15/20315.24%**313,968 
CAP 1 FINL CORP 3.75% DUE 03-09-20273/9/20273.75%**1,553,545 
CAP 1 FINL CORP 3.8% DUE 01-31-20281/31/20283.80%**607,743 
CAP 1 FINL CORP 7.149% DUE 10-29-202710/29/20277.15%**1,894,233 
CAP 1 MULTI-ASSET 2.06% DUE 08-15-20288/15/20282.06%**3,868,087 
CAP 1 PRIME AUTO 3.17% DUE 04-15-20274/15/20273.17%**448,420 
CAP 1 PRIME AUTO 3.69% DUE 12-15-202712/15/20273.69%**1,245,550 
CAP PWR US HLDGS 5.257% DUE 06-01-20286/1/20285.26%**1,319,600 
CAPGEMINI EUR8**11,248,856 
CAPITAL BANCORP INC MD COM**31,917 
CAPITAL ONE FINANCIAL CORP 4.493% 09-11-20319/11/20314.49%**1,548,850 
CAPITAL ONE FINANCIAL CORP 5.468% DUE 02-01-20292/1/20295.47%**6,430,468 
CAPITAL ONE FINANCIAL CORP 6.312% 06-08-20296/8/20296.31%**1,697,499 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CAPITAL ONE FINL CORP 1.878% 11-02-202711/2/20271.88%**2,055,719 
CAPITAL ONE FINL CORP 5.197% 09-11-20369/11/20365.20%**1,191,465 
CAPITAL ONE FINL CORP 5.7% 02-01-20302/1/20305.70%**1,577,257 
CAPITAL ONE FINL CORP 6.051% 02-01-20352/1/20356.05%**585,464 
CAPITAL ONE FINL CORP COM**8,584,149 
CAPITAL ONE FINL CORP SR NT FIXED / FLTG5.268% 05-10-20335/10/20335.27%**513,541 
CAPITAL ONE MULTI-ASSET EXECUTION TR SER25-1 CL A 3.82% 09-16-20309/15/20303.82%**5,805,164 
CAPITAL ONE MULTI-ASSET EXECUTION TR SR 23-A1CLS A 4.42% 05-15-20285/15/20284.42%**11,335,779 
CAPITAL SOUTHWEST CORP COM STK**11,806 
CAPITOL FED FINL INC COM .**11,781 
CAPLIN POINT LABORATORIES**433,576 
CAPRICORN METALS L NPV**820,653 
CAPSTONE COPPER COM NPV**1,595,464 
CARDINAL HEALTH INC 4.7% 11-15-202611/15/20264.70%**809,196 
CARDINAL HEALTH INC 5.125% 02-15-20292/15/20295.12%**628,077 
CARDINAL HEALTH INC 5.15% 09-15-20359/15/20355.15%**213,881 
CARDINAL HLTH INC**3,362,597 
CARDINAL HLTH INC 4.368% DUE 06-15-20476/15/20474.37%**161,842 
CARDINAL HLTH INC 5% DUE 11-15-202911/15/20295.00%**678,352 
CARE PROPERTY INV NPV SICAFI**21,270 
CAREDX INC COM**459,602 
CARETRUST REIT INC COM**2,687,592 
CARGURUS INC CL A CL A**1,907,874 
CARIS LIFE SCIENCES INC COM**253,801 
CARLISLE COMPANIES INC COM**5,146,547 
CARLSBERG SER'B'DKK20**9,585,179 
CARLYLE GROUP INC COM**18,669,480 
CARMAX AUTO OWNER 1.95% DUE 09-15-20279/15/20271.95%**1,492,209 
CARMAX AUTO OWNER 4.65% DUE 11-15-203011/15/20304.65%**2,090,422 
CARMAX AUTO OWNER FIXED 1.7% DUE 08-16-20278/16/20271.70%**549,367 
CARMAX AUTO OWNER FIXED 6% DUE 07-17-20287/17/20286.00%**2,898,192 
CARMAX AUTO OWNER TR 2024-2 ASSET BACKEDNT CL A-3 5.5% 01-16-20291/16/20295.50%**6,082,423 
CARMAX AUTO OWNER TR SR 24-1 CL A3 4.92% 10-16-202810/16/20284.92%**306,604 
CARMAX AUTO OWNER TR SR 25-1 CL A3 4.84% 01-15-20301/15/20304.84%**11,162,421 
CARMAX AUTO OWNER TR SR 25-2 CL A3 4.48% 03-15-20303/15/20304.48%**333,641 
CARMAX AUTO OWNER TRUST SER 23-3 CL A3 6% 05-15-20285/15/20285.28%**1,433,257 
CARMAX AUTO OWNER TRUST SER 22-4 CL A3 5.34% DUE 08-16-2027 REG8/16/20275.34%**722,173 
CARMAX INC COM**13,254 
CARMAX OWNER TR 4.65% DUE 01-16-20291/16/20294.65%**965,390 
CARMAX SELECT 5.35% DUE 01-15-20301/15/20305.35%**740,668 
CARMILA EUR6**718,604 
CARNIVAL CORP COM PAIRED**1,604,266 
CARPENTER TECHNOLOGY CORP COM**902,331 
CARRIER GLOBAL CORPORATION COM USD0.01 WI**6,352,530 
CARVANA AUTO 4.04% DUE 11-11-203011/11/20304.04%**5,955,930 
CARVANA AUTO 4.24% DUE 08-11-20318/11/20314.24%**4,420,014 
CARVANA AUTO 5.21% DUE 06-10-20306/10/20305.21%**2,865,485 
CARVANA AUTO RECEIVABLES TR 2021-N1 ASSET BACKED CTF CL C 1.3% 01-10-20281/10/20281.30%**121,598 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CARVANA AUTO RECEIVABLES TR 2021-N4 ASSET BACKED NT CL C 1.72% 09-11-20289/11/20281.72%**113,033 
CARVANA AUTO RECEIVABLES TR 2022-P3 SR 22-P3 CL A3 4.61% DUE 11-10-2027 BEO11/10/20274.61%**98,839 
CARVANA CO CL A CL A**1,677,530 
CASELLA WASTE SYS INC CL A COM STK**7,682,120 
CASEYS GEN STORES INC COM**2,199,233 
CASSA DEPOSITI E PRESTITI S P A 5.75% 05-05-20265/5/20265.75%**5,328,655 
CASTLE BIOSCIENCES INC COM**119,151 
CASTROL INDIA INR5**85,112 
CATERPILLAR FINL SERV CRP 4.4% 03-03-20283/3/20284.40%**869,606 
CATERPILLAR FINL SVCS CORP 4.8% 01-08-20301/8/20304.80%**225,485 
CATERPILLAR FINL VAR RT 4.183239% DUE 07-07-20277/7/20274.54%**3,461,807 
CATERPILLAR INC 2.6% DUE 04-09-2030 BEO4/9/20302.60%**1,069,915 
CATERPILLAR INC COM**17,471,389 
CATHAY FINL HLDG TWD10**571,748 
CAVA GROUP INC COM**6,554,206 
CBL & ASSOCIATES PROPERTIES**117,364 
CBOE GLOBAL MARKETS INC**487,442 
CBRE SVCS INC 5.5% 06-15-20356/15/20355.50%**620,981 
CCK CONSOLIDATED NPV**68,369 
CCL PRODUCTS(INDIA)LTD INR2**202,120 
CD 2016-CD2 MTG TR 3.348% DUE 11-10-204911/10/20493.35%**972,258 
CD 2017-CD6 MTG TR 3.19% DUE 11-13-205011/13/20503.19%**2,865,424 
CD PROJEKT SA PLN1.00**901,605 
CDN APARTMENT PROP TRUST UNITS**1,713,382 
CDN IMPERIAL BK COMM TORONTO BRH COVEREDBD SER CBL59 144A 4.876% 01-14-20301/14/20304.88%**8,283,083 
CDN IMPERIAL BK FLTG RT 4.862% 01-13-20281/13/20284.86%**4,592,482 
CDN UTILITIES CLASS'A'COM NON-VTG NPV**87,284 
CDW LLC/CDW FIN FIXED 2.67% DUE 12-01-202612/1/20262.67%**5,086,925 
CEAT LTD INR10**751,369 
CELCUITY INC COM**107,320 
CELESTICA INC COM NPV**1,188,943 
CELESTICA INC NPV**1,629,075 
CELLDEX THERAPEUTICS INC NEW SHS**210,843 
CELSIUS HLDGS INC COM NEW COM NEW**7,893,718 
CEMBRA MONEY BANK CHF1 (REGD)**39,753 
CENCORA INC 5.125% 02-15-20342/15/20345.12%**924,677 
CENCORA INC 5.15% 02-15-20352/15/20355.15%**486,503 
CENOVUS ENERGY INC 2.65% 01-15-20321/15/20322.65%**267,009 
CENOVUS ENERGY INC 4.65% 03-20-20313/20/20314.65%**199,506 
CENT ASIA METALS COMSTK**1,180,994 
CENTENE CORP DEL 3% DUE 10-15-203010/15/20303.00%**894,538 
CENTENE CORP DEL COM**1,876,234 
CENTERPOINT ENERGY 2.4% DUE 09-01-20269/1/20262.40%**2,331,400 
CENTERPOINT ENERGY 3.95% 03-01-20483/1/20483.95%**25,579 
CENTERPOINT ENERGY 5.85 DUE 01-15-20411/15/20415.85%**83,378 
CENTERPOINT ENERGY HOUSTON ELEC LLC 4.8%DUE 03-15-20303/15/20304.80%**1,289,329 
CENTERPOINT ENERGY RES CORP 1.75% DUE 10-01-203010/1/20301.75%**267,507 
CENTERPOINT ENERGY RES CORP 5.25% 03-01-20283/1/20285.25%**65,608 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CENTERRA GOLD INC COM NPV**2,006,979 
CENTERSPACE**687,216 
CENTRAL DEPOSITORY INR10**443,700 
CENTRAL SEC PATROL NPV**50,509 
CENTRICA ORD GBP0.061728395**2,014,269 
CENTRUS ENERGY CORP CL A COM**165,562 
CENTURION CORP LTD NPV**203,188 
CENTURY ALUM CO COM**124,984 
CENTURY CMNTYS INC COM**621,632 
CENTURY IRON & STE TWD10**128,754 
CERES POWER HLDGS ORD GBP0.10**7,153 
CES ENERGY SOLUTIO COM NPV**3,565,662 
CESC INR1**66,939 
CEWE STIFTUNG & CO NPV**111,790 
CF INDUSTRIES INC 5.3% 11-26-203511/26/20355.30%**988,366 
CF JPMCB LIQUIDITY FD**335,292,792 
CG ONCOLOGY INC COM**247,044 
CGN NEW ENERGY HOL HKD0.0001**22,394 
CHAM SWISS PROPERTIES AG**61,173 
CHAMPION HOMES INC**4,702,087 
CHANG HWA COMMERC TWD10**321,194 
CHANGJIANG & JING A CNY1**422,613 
CHANNEL WELL TECHN TWD10**346,551 
CHARLES RIV LABORATORIES INTL INC COM**7,110,664 
CHARLES SCHWAB CORP 6.196% 11-17-202911/17/20296.20%**484,582 
CHAROEN POK PHAND TWD10**50,222 
CHAROEN POKPHAND INDONESI PT**6,167 
CHARTER 2.3% DUE 02-01-20322/1/20322.30%**5,490,933 
CHARTER 3.5% DUE 06-01-20416/1/20413.50%**598,932 
CHARTER 6.384% DUE 10-23-203510/23/20356.38%**227,314 
CHARTER 6.484% DUE 10-23-204510/23/20456.48%**527,535 
CHARTER COMMUNICATIONS INC NEW CL A CL A**417,083 
CHARTER COMMUNICATIONS OPER LLC 5.85% 12-01-203512/1/20355.85%**500,026 
CHARTER COMMUNICATIONS OPER LLC/CAP 06-01-20296/1/20296.10%**2,219,203 
CHARTER COMMUNICATIONS OPER LLC/CHARTE 2.8% DUE 04-01-2031/04-17-2020 REG4/1/20312.80%**2,356,157 
CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.2% DUE 03-15-2028 BEO3/15/20284.20%**1,740,740 
CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-20503/1/20504.80%**444,768 
CHARTER FIXED 2.25% DUE 01-15-20291/15/20292.25%**4,749,952 
CHARTER HALL GROUP NPV (STAPLED)**196,616 
CHARTER HALL LONG NPV (STAPLED)**44,514 
CHARTER HALL RETAI UNITS NPV**888,101 
CHARTER HALL SOCIA NPV**340,230 
CHASE AUTO OWNER TR 2023-A ASSET BACKED NT CL A-3 144A 5.68% 01-25-20291/25/20295.68%**970,497 
CHASE HOME LENDING 3.25% DUE 09-25-20639/25/20633.25%**380,283 
CHASE HOME LENDING MTG TR 2025-5 MTG PASS THRU CTF CL A-11 5.19728 04-25-20564/25/20565.37%**2,717,602 
CHASE ISSUANCE TRUST SER 23-A CL A 5.16% 09-15-20289/15/20285.16%**8,257,013 
CHATHAM LODGING TR COM**68,236 
CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01**15,538,238 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CHEERWIN GRP LTD USD0.0000002**53,881 
CHEGG INC COM**96,524 
CHEIL WORLDWIDE KRW200**41,707 
CHEMED CORP NEW COM**3,427,159 
CHEMRING GROUP ORD GBP0.01(POST SUBD)**92,833 
CHENBRO MICOM CO**159,927 
CHENIERE CORPUS CHRISTI HLDGS LLC 3.7% 11-15-202911/15/20293.70%**3,245,085 
CHENIERE CORPUS CHRISTI HLDGS LLC 5.125% 06-30-20276/30/20275.12%**4,917,450 
CHENIERE ENERGY 5.65% DUE 04-15-20344/15/20345.65%**1,256,900 
CHENIERE ENERGY FIXED 4% DUE 03-01-20313/1/20314.00%**383,092 
CHENIERE ENERGY FIXED 4.5% DUE 10-01-202910/1/20294.50%**10,829,787 
CHENIERE ENERGY INC COM NEW**2,287,970 
CHENNAI PETRO CP INR10(DEMAT)**76,680 
CHERVON HLDGS LTD NPV**2,773 
CHES FDG II LLC 5.52% DUE 05-15-20365/15/20365.52%**520,110 
CHESTER CNTY PA HLTH & ED FACS AUTH HLTHSYS REV 3.314 06-01-2051 BEO TAXABLE6/1/20513.31%**259,535 
CHEVRON CORP COM**20,869,196 
CHEVRON U S A INC 4.05% 08-13-20288/13/20284.05%**226,811 
CHEVRON U S A INC 4.3% 10-15-203010/15/20304.30%**735,680 
CHEVRON U S A INC 4.475% 02-26-20282/26/20284.48%**907,108 
CHEVRON USA INC 4.687% 04-15-20304/15/20304.69%**442,332 
CHEWY INC CLASS A**453,512 
CHIME FINL INC CL A CL A**2,993,468 
CHIN WELL HOLDS BERHAD MYR0.50**3,105 
CHINA AIRLINES TWD10**94,505 
CHINA CONSTRUCTION BANK HCNY1**3,722,737 
CHINA DTNG CO RNWB 'H'CNY1**17,732 
CHINA EAST EDUCATI HKD0.0001**14,076 
CHINA EVERBRIGHT ENVIRONMENT GROUP LTD**21,674 
CHINA FEIHE LTD USD0.000000025**18,257 
CHINA FOODS LTD HKD0.10**161,701 
CHINA GOLD INTL RE COM NPV**487,824 
CHINA HONGQIAO GRO USD0.01**963,911 
CHINA INTL MARINE COMSTK**23,905 
CHINA LESSO GROUP HKD0.05**19,672 
CHINA LIFE INSURANCE CO H CNY1**98,496 
CHINA MEDICAL SYS USD0.005**217,113 
CHINA MERCHANTS BK COM STK**579,996 
CHINA MERCHANTS PO NPV**66,135 
CHINA NONFERRO MNG NPV**1,430,751 
CHINA OILFIELD SERVICES H CNY1**10,777 
CHINA ORIENTAL GP HKD0.10**220,479 
CHINA OVERSEAS LAND & INVESTMNT HKD0.10**1,469,182 
CHINA PACIFIC INSU 'H'CNY1**27,134 
CHINA RES BEER HLD NPV**1,423,261 
CHINA SUNTIEN GREE 'H'CNY1**27,841 
CHINA TAIPING INSU NPV**391,401 
CHINA TOBACCO INTL (HK) CO LTD NPV**264,683 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CHINA TOURISM GROU CNY1 H**802,328 
CHINA WATER AFFAIR HKD0.01**21,379 
CHINA XLX FERTILSE NPV**61,283 
CHINA YUCHAI INTL LTD COM**866,307 
CHINA YUHUA EDUCAT HKD0.00001**191,142 
CHIPMOS TECHNOLOGI TWD10**256,605 
CHIPOTLE MEXICAN GRILL INC COM STK**14,956,177 
CHIYODA INTEGRE CO NPV**65,171 
CHOICE INTL INR10**121,364 
CHONGQING MACHINER 'H'CNY1**70,616 
CHORD ENERGY CORPORATION COM USD0.01**1,272,678 
CHORUS AVIATION IN COM VTG & VARIABLE VTG (R/S**97,927 
CHOW SANG SANG HLD HKD0.25**566,470 
CHROMA ATE INC TWD10**1,479,926 
CHUBB INA HLDGS INC 4.9% 08-15-20358/15/20354.90%**2,781,362 
CHUBB LTD ORD CHF24.15**23,174,910 
CHUGAI PHARMACY CO. LTD NPV**3,970,439 
CHUNGHWA PRECISION TWD10**509,063 
CIA DE SANEAMENTO UNITS (1 COM & 4 PRF)**558,733 
CIA ENERG MG-CEMIG PRF BRL5.00**144,503 
CIA SANEAMENTO MIN COM NPV**188,352 
CICOR TECHNOLOGIES CHF10(REGD)**843,033 
CIE DE ST-GOBAIN EUR4**11,507,314 
CIENA CORP COM NEW**6,952,020 
CIGNA CORP 1.25% 03-15-20263/15/20261.25%**456,376 
CIGNA CORP 2.375% DUE 03-15-2031 BEO3/15/20312.38%**798,071 
CIGNA CORP NEW 3.4% DUE 03-01-2027 BEO3/1/20273.40%**1,699,371 
CIGNA CORP NEW CORP 4.375% 10-15-202810/15/20284.38%**6,680,861 
CIGNA CORP NEW FIXED 3.2% DUE 03-15-20403/15/20403.20%**197,892 
CIGNA GROUP 4.5% 09-15-20309/15/20304.50%**866,694 
CIGNA GROUP 5.125% 05-15-20315/15/20315.12%**931,159 
CIGNA GROUP 5.25% 01-15-20361/15/20365.25%**1,275,404 
CIGNA GROUP 6.0% 01-15-20561/15/20566.00%**216,880 
CIKARANG LISTRINDO IDR200**55,660 
CIM TR 2023-R2 FLTG RT 5.5% DUE 08-25-20648/25/20645.50%**7,334,952 
CIMC ENRIC HLDG LT HKD0.01**349,663 
CIN FINL CORP 6.92% DUE 05-15-20285/15/20286.92%**213,079 
CINEMARK HLDGS INC COM**984,121 
CINTAS CORP COM**4,272,574 
CIPHER MNG INC COM**535,183 
CIPLA LTD INR2**471,166 
CIR SPA- COMPAGNIE INDUSTRIALI RIUNITE**73,730 
CIRRUS LOGIC INC COM**1,834,617 
CISCO SYS INC 4.55% 02-24-20282/24/20284.55%**669,890 
CISCO SYS INC 4.75% 02-24-20302/24/20304.75%**226,404 
CISCO SYS INC 5.3% 02-26-20542/26/20545.30%**365,806 
CISCO SYSTEMS INC**1,671,551 
CIT HOME EQUITY LN TR 2002-1 ASSET BKD CTF CL AF-5 02-25-2033 BEO2/25/20337.21%**47,931 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CITI TRENDS INC COM ORD USD1**198,283 
CITIBANK CR CARD 6.15% DUE 06-15-20396/15/20396.15%**4,219,722 
CITIBANK N A 4.876% 11-19-202711/19/20274.88%**6,720,645 
CITIBANK N A 4.914% 05-29-20305/29/20304.91%**2,527,144 
CITIBANK N A 5.803% 09-29-20289/29/20285.80%**3,325,902 
CITIBANK NA FLTG 04-30-20264/30/20264.52%**2,101,559 
CITIC TEL INT HLDGS HKD0.10**55,851 
CITIGROUP COML MTG 2.646% DUE 07-10-20497/10/20492.65%**1,063,694 
CITIGROUP COML MTG TR 2016-C2 COML MTG PASSTHRU CTF CL D 3.25% 08-10-20498/10/20493.25%**1,502,355 
CITIGROUP INC 1.122% DUE 01-28-20271/28/20271.12%**1,197,272 
CITIGROUP INC 1.462% DUE 06-09-2027 BEO6/9/20271.46%**11,160,992 
CITIGROUP INC 2.561% DUE 05-01-2032 BEO5/1/20322.56%**1,553,014 
CITIGROUP INC 2.572% 06-03-20316/3/20312.57%**5,235,510 
CITIGROUP INC 3.668% 07-24-20287/24/20283.67%**298,129 
CITIGROUP INC 3.7% DUE 01-12-20261/12/20263.70%**754,909 
CITIGROUP INC 3.887% 01-10-20281/10/20283.89%**5,535,194 
CITIGROUP INC 4.412% 03-31-20313/31/20314.41%**300,171 
CITIGROUP INC 4.45% DUE 09-29-20279/29/20274.45%**5,546,199 
CITIGROUP INC 4.503% 09-11-20319/11/20314.50%**10,861,870 
CITIGROUP INC 4.542% 09-19-20309/19/20304.54%**5,920,984 
CITIGROUP INC 4.6% DUE 03-09-20263/9/20264.60%**810,736 
CITIGROUP INC 4.643% 05-07-20285/7/20284.64%**15,646,423 
CITIGROUP INC 4.786% 03-04-20293/4/20294.79%**9,102,160 
CITIGROUP INC 5.174% 09-11-20369/11/20365.17%**783,900 
CITIGROUP INC 5.174% 02-13-20302/13/20305.17%**5,617,962 
CITIGROUP INC 5.316% 09-26-2020 REG3/26/20415.32%**682,640 
CITIGROUP INC 5.449% 06-11-20356/11/20355.45%**518,611 
CITIGROUP INC 5.612% 03-04-20563/4/20565.61%**249,761 
CITIGROUP INC COM NEW COM NEW**67,880,090 
CITIGROUP INC FLTG RT 4.952% DUE 05-07-20315/7/20314.95%**6,664,597 
CITIGROUP INC NEW 2.976% 11-05-203011/5/20302.98%**3,745,659 
CITIGROUP INC SR NT 3.057% 01-25-20331/25/20333.06%**1,252,694 
CITIGROUP MTG LN TR 2004-RES1 MTG PASSTHRU CTF M-1 VAR 11-25-2034 REG11/25/20344.82%**178,733 
CITIZEN WATCH CO NPV**259,685 
CITIZENS AUTO 5.83% DUE 02-15-20282/15/20285.83%**1,077,348 
CITIZENS AUTO 5.84% DUE 01-18-20281/18/20285.84%**1,387,922 
CITIZENS FINL GROUP INC 5.967% 07-23-20327/23/20325.72%**1,259,965 
CITIZENS FINL GROUP INC COM**11,769,615 
CITY UNION BK COMMON STK**84,131 
CIVISTA BANCSHARES INC COM NO PAR COM NOPAR**9,821 
CJ ENM CO LTD**11,076 
CK HUTCHISON HLDGS HKD1**350,347 
CLAS OHLSON AB SER'B'NPV**168,274 
CLEAN HBRS INC COM**6,023,791 
CLEAR SECURE INC CL A CL A**2,442,515 
CLEARWATER ANALYTICS HLDGS INC CL A CL A**3,391,513 
CLEARWATER PAPER CORP COM STK**188,616 
CLEARWAY ENERGY INC CL C CL C**797,142 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CLECO SECURITIZATION II LLC 5.346% 06-01-20476/1/20475.35%**150,932 
CLEV ELEC ILLUM CO 4.55% DUE 11-15-203011/15/20304.55%**184,166 
CLEVELAND CLIFFS USD0.125**283,462 
CLOUDFLARE INC COM**979,047 
CLP HOLDINGS LTD NPV**630,410 
CLSA (SHANGHAI PUTAILAI NEW ENERGY TECHNO) P-NOTE 02/09/2030**977,834 
CLSA(SHENZHEN SUNLORD ELECTRONICS CO LTD) P-NOTE 31/12/2049**835,862 
CMC MARKETS ORD GBP0.25**68,984 
CME GROUP INC 4.4% 03-15-20303/15/20304.40%**782,610 
CME GROUP INC COM STK**5,581,209 
CME_OIS CHASUS33 02/01/2029 BRL P 1DBZDIO / R 13.4% SWU02JCH4**547 
CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.75% SWU02GPZ6**3,361 
CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.775 SWU02GP78**4,744 
CME_OIS MSNYUS33 01/04/2030 MXN P 1DMXIBTIEF / R 7.79% SWU02GP60**926 
CME_OIS MSNYUS33 06/24/2027 USD P 1DSOFR / R 3.9% SWU027CQ0**167,021 
CME_OIS MSNYUS33 06/24/2030 USD P 1DSOFR / R 3.7% SWU027CS6**109,763 
CME_OIS MSNYUS33 06/24/2035 USD P 3.7% / R 1DSOFR SWU027CR8**56,926 
CME_OIS MSNYUS33 06/24/2055 USD P 3.5% / R 1DSOFR SWU027CT4**407,513 
CME_OIS MSNYUS33 12/21/2052 USD P 1.75% / R 1DSOFR SWU01JI06**4,150,181 
CME_OIS MSNYUS33 29/03/2032 MXN P 1DMXIBTIEF / R 7.91% SWU02GP45**286 
CMO ADJBL RATE MTG TR DUE 09-25-2035 BEO9/25/20355.28%**126,940 
CMO BANK 2017-BNK4 MTG PASS THRU CTF CL A-SB 3.419% DUE 05-15-2050 REG5/15/20503.42%**159,958 
CMO BANK 2019-BNK22 COML MTG PASS THRU CTF CL A-4 2.978% DUE 11-15-2062 REG11/15/20622.98%**3,694,443 
CMO BANK 2022-BNK39 CL A4 2.854% DUE 02-15-2055 BEO2/15/20552.93%**1,861,751 
CMO BANK 2024-BNK48 SR 24-BNK48 CL AS 5.053% 09-15-203410/15/20575.05%**3,565,055 
CMO BANK5 SR 23-5YR1 CL A3 6.26% 03-15-20564/15/20566.26%**6,223,042 
CMO BARCLAYS COMMERCIAL MORTGAGE SR 22-C17 CL A5 4.441% 09-15-20559/15/20554.44%**3,200,183 
CMO BARCLAYS COMMERCIAL MORTGAGE SEC SR 25-5C37 CL A3 5.015% DUE 09-15-2058 REG9/15/20585.02%**3,481,007 
CMO BARCLAYS COMMERCIAL MORTGAGE SECURITIES SR 25-C35 CL A5 5.586% 07-15-20587/15/20585.59%**2,421,211 
CMO BARCLAYS COMMERCIAL MORTGAGE SR 25-C32 CL A5 FRN 02-15-20622/15/20625.72%**6,394,369 
CMO BARCLAYS COMMERCIAL MORTGAGE SR 25-C39 CL AS 5.29694% 12-15-205812/15/20585.30%**3,100,704 
CMO BARCLAYS COMMERCIAL MTGE SECURITIES SR 25-5C33 CL A4 5.839% 03-15-20583/15/20585.84%**258,105 
CMO BBCMS MTG TR 2018-C2 MTG PASS THRU CTF CL A-3 4.052% DUE 12-15-2051 REG12/15/20514.05%**7,082,978 
CMO BBCMS MTG TR SER 24-5C31 CL A3 5.6% 12-15-205712/15/20575.61%**1,788,894 
CMO BBMCS MORTGAGE TRUST SER 23-C19 CL A2A 5.756% 04-15-20564/15/20565.76%**3,303,768 
CMO BEAR STEARNS ALT-A TR SER 2005-4 CL II-3A-2 DUE 05-25-2035 REG5/25/20355.40%**182,646 
CMO BEAR STEARNS ARM TR 2000-2 MTG PASS THRU CTF CL A-1 VAR RATE 11-25-2030 BEO11/25/20304.79%**5,689 
CMO BEAR STEARNS ARM TR 2002-11 CL I-A-1DUE 02-25-2033/04-25-2006 BEO2/25/20336.12%**80 
CMO BEAR STEARNS ARM TR 2004-10 MTG DUE 01-25-20351/25/20355.13%**13,026 
CMO BEAR STEARNS ARM TR DUE 02-25-2034 REG2/25/20345.57%**54,854 
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 DUE 12-25-2046 REG12/26/20463.88%**685,748 
CMO BEAR STEARNS STRUCTURED PRODS INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR DUE1/26/20364.98%**13,516 
CMO BENCHMARK 2018-B4 MTG TRSE 2018-B4 CL A3 3.886% DUE 07-15-20517/15/20513.89%**5,962,643 
CMO BENCHMARK 2019-B11 MTG TR SER 2019-B11 CLS A4 3.2805% 05-15-20525/15/20523.28%**7,553,350 
CMO BENCHMARK 2020-B16 MTG TR 2.475% 12-15-20572/15/20532.48%**4,975,916 
CMO BENCHMARK 2022-B32 MTG TR CL A5 2.9089% DUE 01-15-2055 BEO1/15/20553.00%**1,766,195 
CMO BENCHMARK MORTGAGE TRUST SR 24-V11 CL A3 5.909% 11-15-205711/15/20575.91%**6,856,491 
CMO BENCHMARK SER 19-B14 CL A5 3.0486% DUE 12-15-206112/15/20623.05%**8,532,616 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CMO BMO MORTGAGE TRUST SER 24-5C5 CLS A3 5.8574% 02-15-20572/15/20575.86%**7,837,634 
CMO BMO MORTGAGE TRUST SR 24-5C8 CL A3 VAR RT 12-15-205712/15/20575.63%**4,697,771 
CMO BMO MRTG TR SR 25-5C9 CL A3 5.7785% 12-15-20574/15/20585.78%**4,918,904 
CMO BMO MTG TR SR 25-SC10 CL A3 5.57840%05-15-20585/15/20585.58%**5,105,844 
CMO CHASE MTG FIN TR SER 2007-A1 PASSTHRU CTF CL 1-A1 4.366 03-25-37 REG2/25/20376.65%**3,912 
CMO CITIGROUP COML MTG TR 2016-C3 COML MTG CTF CL A-3 2.86% 11-15-204911/15/20492.90%**5,414,664 
CMO CITIGROUP COML MTG TR 2016-P3 BNDS 3.495% 04-15-20494/15/20493.33%**996,859 
CMO CITIGROUP COML MTG TR 2016-P5 2.684%DUE 10-10-2049 REG10/10/20492.68%**6,575,025 
CMO CITIGROUP COML MTG TR 2017-B1 COML MTG CTF CL A-AB 3.243% 08-15-20508/15/20503.24%**570,233 
CMO CITIGROUP COML MTG TR SER 2016-P6 CLS A4 3.458% 12-10-204912/10/20493.46%**1,429,150 
CMO CITIGROUP MTG LN TR SER 2005-6 CL A1FLT RT DUE 09-25-2035/12-25-2021 BEO9/25/20355.75%**2,282 
CMO COMM 2019-GC44 MTG TR SER 19-GC44 CLS A3 2.688% DUE 08-15-2057 REG8/15/20572.69%**5,356,122 
CMO CREDIT SUISSE 1ST BSTN MTG SECS CORPSER 2004-8 CL 6A1 4.5 DUE 12-25-2019 REG3/25/20604.50%**10,548 
CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT DUE 04-25-2035 REG4/25/20353.64%**231,464 
CMO FREMF 2016-K53 MTG TR MTG PASSTHRU CTF CL B 144A DUE 03-25-2049 BEO3/25/20494.13%**164,128 
CMO GS MTG SECS CORP 2003-2F CL IIIA-1 6% DUE 03-25-2032 BEO3/25/20326.00%**831 
CMO GS MTG SECS TR 2017-GS7 COML MTG PASSTHRU CTF CL A-4 0 DUE 08-10-2050 REG8/10/20503.43%**4,167,098 
CMO GS MTG SECS TR SER 2016-GS3 CL AAB 2.777% 10-10-204910/10/20492.78%**15,772 
CMO HARBORVIEW MTG LN TR 2003-1 CL A FLTG RT 05-19-20335/19/20334.92%**1,606 
CMO HARBORVIEW MTG LN TR 2005-9 CL 2-A-1A DUE 06-20-2035 REG6/20/20354.53%**71,429 
CMO J P MORGAN CHASE CML MTG SECS TR 2016-N PTHRU CTF CL A 144A 10-06-38 BEO9/6/20382.95%**2,620,719 
CMO J P MORGAN MTG TR 2005-A1 MTG PASSTHRU CTF CL 6-T-1 DUE 02-25-2035 REG2/25/20355.23%**29,384 
CMO JJPMDB COML MTG SECS SER 17-C5 CL A4 3.4141% DUE 03-15-2050 REG3/15/20503.41%**5,032,300 
CMO JPMCC COML MTG SECS TR 2016-JP2 2.5589% DUE 08-15-2049 BEO8/15/20492.56%**3,598,999 
CMO JPMCC COML MTG SECS TR 2017-JP7 CL A-3 3.3785% 09-15-20509/15/20503.38%**243,261 
CMO JPMDB COML MTG SECS SR 2017-C7 CL A-5 3.4092% DUE 10-15-205010/15/20503.41%**5,748,906 
CMO JPMDB COML MTG SECS TR 2020-COR7 SR 20-COR7 CL A-4 1.9152% 05-13-20535/13/20531.92%**7,434,818 
CMO MASTR ADJ RATE MTGS TR 2003-6 MTG PASSTHRU CTF CL 3-A-1 DUE 12-25-2033 REG12/25/20334.14%**11,695 
CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CL A-1 VAR 05-25-306/15/20304.34%**28,013 
CMO MERRILL LYNCH MTG INVS INC 2004-A CLA-1 FLTG DUE 04-25-2029 REG4/25/20294.31%**1,053 
CMO MERRILL LYNCH MTG INVS INC SER 2003-C CL A1 6-25-286/25/20284.51%**14,231 
CMO MERRILL LYNCH MTG INVS INC SER 2005-A5 CL A3 DUE 06-25-2035 REG6/25/20354.80%**769,505 
CMO MORGAN STANLEY BAML TRUST SR 25-SC1 CL A3 5.635% 03-15-20303/15/20585.64%**3,265,922 
CMO MORGAN STANLEY BK AMER MERRILL TR 2017-C33 CL A-3 3.295% 05-15-20505/15/20503.30%**6,549,383 
CMO MORGAN STANLEY CAP I TR 2018-H3 CL A-SB 4.12% 07-15-20517/15/20514.12%**2,176,388 
CMO MORGAN STANLEY CAP I TR SER 2019-L2 CL A4 4.071% 03-15-20523/15/20524.07%**1,277,602 
CMO MORGAN STANLEY MTG LN TR 2004-2AR DUE 01-25-2035 REG1/25/20354.17%**21,318 
CMO MSWF COMMERCIAL MORTGAGE TRUST SR 23-2 CL A5 VAR RT 12-15-205612/15/20566.01%**3,782,116 
CMO RESDNTL FDG MTG SECS I INC MTG PASS 2003-S9 CL A-1 6.5 03-25-2032 REG3/25/20326.50%**500 
CMO SER 12-CR4 CL A3 2.853% DUE 10-15-2045 REG10/15/20452.85%**129,134 
CMO SMRT 2022-MINI COML MTG PASSTHRU CTFCL A 144A DUE 01-15-2039 BEO1/15/20394.75%**409,999 
CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLT MTG PASS CTF CL IA1 3-19-343/19/20344.55%**26,123 
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1 DUE 04-25-2034 REG4/25/20345.08%**52,411 
CMO STRUCTURED ASSET SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2 DUE 04-25-2034 REG4/25/20346.05%**184 
CMO STRUCTURED AST MTG INVTS II INC DUE 05-19-2035 REG5/19/20354.53%**1,367,597 
CMO STRUCTURED AST MTG INVTS II INC DUE 07-19-2035 REG7/19/20354.35%**190,967 
CMO STRUCTURED AST SECS CORP 2004-1 MTG PASSTHRU CTF CL 4-A1 DUE 02-25-2034 REG2/25/20346.14%**1,188 
CMO STRUCTURED AST SECS CORP FOR FUTURE IS 2003-31A CL 2-A7 10-25-2033 REG10/25/20335.76%**475,744 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CMO STRUCTURED AST SECS CORP FOR FUTURE IS DUE 06-25-2033 REG6/25/20336.25%**10,651 
CMO STRUCTURED AST SECS CORP SER 2003-22A CL 3-A 4.42 DUE 6-25-2033 REG6/25/20335.86%**24,432 
CMO UBS COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-20508/15/20503.22%**1,535,529 
CMO WAMU MTG PASS-THROUGH CTFS 2005-AR2 CL 2A-1A VAR DUE 01-25-2045 REG1/25/20454.47%**302,154 
CMO WAMU MTG PASS-THRU CTFS TR 2002-AR2 MTG PASSTHRU CTF CL A VAR DUE 02-27-20342/27/20344.12%**282,659 
CMO WELLS FARGO COML MTG SER 2017-C39 CL ASB 3.212% 09-15-20509/15/20503.21%**568,019 
CMO WELLS FARGO COML MTG TR 2016-NXS5 CL A-6 01-15-20591/15/20593.64%**1,780,546 
CMO WELLS FARGO COML MTG TR SR 25-5C3 CL A3 6.096% 01-15-20581/15/20586.10%**5,074,091 
CMO WELLS FARGO COMMERCIAL MORTGAGE TRU SER 24-5C1 CL A3 5.928% 07-15-20577/15/20575.93%**7,122,851 
CMOC GROUP LIMITED**3,531,943 
CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-202511/15/20492.95%**16,335 
CNA FNCL CORP COM**81,206 
CNH EQUIP TR 2022-B ASSET BACKED NT CL A-3 3.89% 08-16-202711/15/20273.89%**1,238,189 
CNH INDL CAP LLC 5.1% 04-20-20294/20/20295.10%**705,714 
CNH INDUSTRIAL NV COM STK**9,810,311 
CNX RESOURCES CORPORATION COM**145,499 
COAL INDIA LTD**6,178,730 
COASTAL FINL CORP WA COM NEW COM NEW**2,369,721 
COBANK ACB FXD RATE RESET NON CUM PERP 7.25% 12-31-204912/31/20497.25%**2,876,784 
COCA COAL FEMSA SAB DE CV**74,215 
COCA COLA CO 5.3% 05-13-20545/13/20545.30%**197,015 
COCA COLA CO 5.4% 05-13-20645/13/20645.40%**360,939 
COCA COLA CO COM**4,943,825 
COCA COLA CO FIXED 2.5% DUE 06-01-20406/1/20402.50%**223,688 
COCA-COLA EUROPACIFIC PARTNERS**5,210,352 
COCA-COLA FEMSA S A B DE C V 1.85% DUE 09-01-2032/09-01-2020 REG9/1/20321.85%**312,502 
CODAN LTD NPV**1,405,890 
COEUR MNG INC COM NEW COM NEW**566,780 
COFORGE LIMITED FV INR 2 DEMAT EQUITY**450,020 
COGECO INC SUB-VTG SHS NPV**14,005 
COGENT BIOSCIENCES INC COM NEW COM USD**400,275 
COGNA EDUCACAO SA COM NPV**369,310 
COGNEX CORP COM**248,010 
COGNIZANT TECH SOLUTIONS CORP CL A**2,895,040 
COHERENT CORP COM**4,267,443 
COHORT ORD GBP0.10**182,689 
COLGATE-PALM (IND) INR1.00**106,349 
COLLEGE AVE STUDENT LNS 2021-B LLC ASSETBACKED NT CL A-2 144A 1.76% 06-25-20526/25/20521.76%**1,100,477 
COLOMBIA REP 7.5% 02-02-20342/2/20347.50%**208,400 
COLOPL INC NPV**140,952 
COLT CZ GROUP SE CZK0.10**324,964 
COLUMBIA BKG SYS INC COM**7,747,964 
COLUMBUS MCKINNON CORP N Y COM**190,613 
COM ALCOA CORPORATION COM USD0.01**746,776 
COM7 PCL THB0.25(NVDR)**219,361 
COMCAST CORP NEW 2.8% DUE 01-15-2051/05-28-2020 REG1/15/20512.80%**442,748 
COMCAST CORP NEW 2.887% 11-01-2051 BEO11/1/20512.89%**241,855 
COMCAST CORP NEW 3.45% DUE 02-01-20502/1/20503.45%**670,532 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
COMCAST CORP NEW 3.75% DUE 04-01-20404/1/20403.75%**190,086 
COMCAST CORP NEW 3.9% DUE 03-01-20383/1/20383.90%**794,506 
COMCAST CORP NEW 3.999% 11-01-204911/1/20494.00%**413,708 
COMCAST CORP NEW 4% DUE 03-01-20483/1/20484.00%**452,778 
COMCAST CORP NEW 4.2% DUE 08-15-20348/15/20344.20%**143,487 
COMCAST CORP NEW 4.25% DUE 01-15-20331/15/20334.25%**97,983 
COMCAST CORP NEW FIXED 3.4% DUE 04-01-20304/1/20303.40%**844,475 
COMCAST CORP NEW FIXED 3.969% DUE 11-01-204711/1/20473.97%**187,871 
COMCAST CORP NEW SR NT 144A 5.168% 01-15-20371/15/20375.17%**872,599 
COMCAST CORP NEW-CL A**30,042,678 
COMFORT SYS USA INC COM**15,010,103 
COMM 2018-HOME MTG VAR RT 3.81507% DUE 04-10-20334/10/20333.82%**7,111,177 
COMM 2024-CBM MTG TR COML MTG PASSTHRU CTF CL 5.867% 12-10-204112/10/20415.87%**235,539 
COMMERCE.COM INC SERIES 1**107,392 
COMMERCIAL METALS CO COM**2,814,278 
COMMONSPIRIT HEALTH 4.975% 09-01-20359/1/20354.98%**4,556,370 
COMMONSPIRIT HEALTH 6.073% 11-01-202711/1/20276.07%**103,382 
COMMONSPIRIT HLTH 2.782% DUE 10-01-203010/1/20302.78%**605,430 
COMMONSPIRIT HLTH 4.352% DUE 09-01-20309/1/20304.35%**498,288 
COMMONWEALTH EDISON CO 2.95% 08-15-20278/15/20272.95%**2,366,950 
COMMONWEALTH EDISON CO 4.0% DUE 03-01-2048 REG3/1/20484.00%**179,363 
COMMUNITY FINANCIAL SYSTEM INC**3,913,215 
COMMUNITY HEALTH SYS INC NEW COM**3,120 
COMMUNITY HEALTHCARE TR INC REIT**6,240 
COMMUNITY TR BANCORP INC COM**27,911 
COMMUNITY WEST BANCSHARES NEW COM**27,158 
COMP.FIN.RICHEMONT CHF1 (REGD)**17,877,564 
COMPASS GROUP ORD GBP0.1105**15,418,931 
COMPASS INC CL A CL A**2,159,736 
COMPASS THERAPEUTICS INC COM**11,642 
COMPEQ MFG TWD10**1,093,359 
COMPUTERSHARE LTD NPV**186,820 
COMSTOCK INC FORMERLY COMSTOCK MNG COM PAR $0.000666 NEW**1,096,484 
COMSYS HOLDINGS CORPORATION NPV**278,914 
COMTURE CORPORATIO NPV**19,637 
COMWLTH BK 5.071% DUE 09-14-20289/14/20285.07%**8,688,866 
COMWLTH EDISON CO 5.95% DUE 06-01-20556/1/20555.95%**364,820 
CONAGRA BRANDS INC 5.75% 08-01-20358/1/20355.75%**511,784 
CONAGRA BRANDS INC COM USD5**4,257,585 
CONDUENT INC COM**76,381 
CONE TR 2024-DFW1 MTG PASSTHRU CTF CL A 144A 5.32192% 08-15-20418/15/20415.39%**908,582 
CONFLUENT INC CL A CL A**36,318 
CONNECTICUT LIGHT & POWER CO 1ST MTG BD 4.65% 01-01-20291/1/20294.65%**225,308 
CONOCOPHILLIPS CO 5.55% 03-15-20543/15/20545.55%**1,280,395 
CONOCOPHILLIPS COM**30,022,599 
CONOCOPHILLIPS COMPANY 5.5% 01-15-20551/15/20555.50%**479,771 
CONS EDISON CO N Y 3.875% DUE 06-15-20476/15/20473.88%**70,038 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CONS EDISON CO N Y 4.2% DUE 03-15-20423/15/20424.20%**102,898 
CONSOLIDATED EDISON CO N Y INC 4.125% 05-15-2049 REG5/15/20494.12%**119,498 
CONSOLIDATED EDISON CO N Y INC 5.75% 11-15-205511/15/20555.75%**205,293 
CONSTELLATION BRANDS INC 2.25% DUE 08-01-2031 BEO8/1/20312.25%**1,225,628 
CONSTELLATION BRANDS INC CL A CL A**6,451,423 
CONSTELLATION ENERGY CORPORATION COM NPV WI**16,467,328 
CONSTELLATION ENERGY GENERATION LLC 5.6%DUE 03-01-20283/1/20285.60%**2,022,627 
CONSTELLATION ENERGY GENERATION LLC 5.8%DUE 03-01-20333/1/20335.80%**298,220 
CONSTELLATION ENERGY GENERATION LLC 6.5%10-01-205310/1/20536.50%**792,201 
CONSTELLIUM SE (FRANCE) EUR0.02 CLASS A**79,660 
CONSTRUTORA TENDA COM NPV**224,098 
CONSUMERS 2023 SECURE FUND 5.21% 09-01-20309/1/20305.21%**1,856,333 
CONSUMERS ENERGY 4.05% DUE 05-15-20485/15/20484.05%**201,994 
CONSUMERS ENERGY CO 4.5% 01-15-20311/15/20314.50%**2,417,381 
CONSUMERS ENERGY CO 4.9% 02-15-20292/15/20294.90%**1,672,455 
CONSUMERS ENERGY COMPANY 4.6% 05-30-20295/30/20294.60%**513,564 
CONSUMERS ENERGY FIXED 3.75% 02-15-20502/15/20503.75%**112,745 
CONSUN PHARMACEUTI HKD0.1**468,185 
CONTEMPORARY AMPER CNY1 H SHS**1,415,803 
CONTINENTAL AG ORD NPV**2,567,190 
CONTROLADORA NEMAK NPV 144A/REG S**49,829 
CONVATEC GROUP PLC ORD GBP0.1 (WI)**1,061,322 
COOPERATIEVE 3.75% DUE 07-21-20267/21/20263.75%**498,867 
COOPERATIEVE 4.8% DUE 01-09-20291/9/20294.80%**1,645,115 
COOPER-STANDARD HOLDING COM**242,417 
COPA HOLDINGS SA COM STK**55,963 
COPART INC COM**15,612,198 
COPT DEFENSE PROPERTIES COM STK USD0.01**104,667 
COPT DEFENSE PROPERTIES LP 4.5% 10-15-203010/15/20304.50%**99,632 
CORE & MAIN INC COM CL A COM CL A**1,971,222 
CORE NATURAL RESOURCES INC COM USD0.01**118,161 
CORE SCIENTIFIC INC NEW COM**1,258,159 
COREBRIDGE FINL INC COM**13,702,218 
COREBRIDGE FINL INC SR NT 3.65% 04-05-20274/5/20273.65%**4,331,361 
CORECIVIC INC COM**138,108 
COREWEAVE INC COM CL A COM CL A**54,424 
CORNING INC 3.9% DUE 11-15-204911/15/20493.90%**231,923 
COROMANDEL INTL LTD**621,751 
CORONATION FUND MA ZAR0.0001**152,807 
CORP COMERCI SAB DE CV**17,269 
CORPORACION ANDINA DE FOMENTO 2.25% 02-08-20272/8/20272.25%**1,050,665 
CORPORACION ANDINA DE FOMENTO 5.0% 01-24-20291/24/20295.00%**1,344,998 
CORPORACION NPV**256,767 
CORPORATE OFFICE PPTYS L P 2.25% DUE 03-15-20263/15/20262.25%**79,648 
CORPORATE OFFICE PPTYS L P GTD SR NT 2.75% 04-15-20314/15/20312.75%**2,533,723 
CORTEVA INC COM USD0.01 WI**6,221,993 
CORVEL CORP COM**105,633 
COSCO SHIPPING PORTS LTD**44,607 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
COSCO SHIPPING INT HKD0.10**23,858 
COSMO ENERGY HOLDINGS CO LTD COMSTK**628,601 
COSTAIN GROUP ORD GBP0.01**82,311 
COSTAMARE INC COM STK**282,357 
COSTCO WHOLESALE CORP NEW COM**52,367,321 
COTERRA ENERGY INC 4.375% 03-15-20293/15/20294.38%**2,076,462 
COTERRA ENERGY INC COM**88,304 
COTY INC COM CL A COM CL A**173,515 
COUNTRYWIDE AST-BACKED CERTIFICATES SER 2007-13 RATE 02-25-2036 REG10/25/20474.65%**1,399,411 
COUPANG INC**341,512 
COURSERA INC COM**192,825 
COUSINS PPTYS INC**209,695 
COVENANT LOGISTICS GROUP INC CL A**271,952 
COVEO SOLUTIONS IN SUB VTG SHS**99,487 
CPI EUROPE AG**127,630 
CR ACCEP AUTO LN 4.68% DUE 09-15-20349/15/20344.68%**935,268 
CR ACCEP AUTO LN 4.87% DUE 01-15-20361/15/20364.87%**1,353,343 
CR ACCEP AUTO LN 5.95% DUE 06-15-20346/15/20345.95%**1,730,114 
CR ACCEP AUTO LN 6.03% DUE 05-15-20345/15/20346.03%**2,134,085 
CR ACCEP AUTO LN 6.48% DUE 03-15-20333/15/20336.48%**141,348 
CR ACCEP AUTO LN 7.02% DUE 05-16-20335/16/20337.02%**2,015,319 
CR ACCEP AUTO LN 7.71% DUE 07-15-20337/15/20337.71%**1,528,180 
CR AGRICOLE S A FLTG RT 4.818% DUE 09-25-20339/25/20334.82%**340,043 
CRAFTSMAN AUTO LTD INR100**408,090 
CRANE CO NEW COM**790,283 
CRANEWARE PLC ORD GBP0.01**333,008 
CREDIT AGRICOLE SA EUR3**205,766 
CREDIT SAISON CO NPV**638,938 
CREDIT SUISSE AG NEW YORK 1.25% 08-07-20268/7/20261.25%**246,223 
CREDITACCESS GRAME INR10**7,071 
CREDITO EMILIANO EUR1**31,405 
CREDO TECHNOLOGY GROUP HOLDING LTD**2,874,778 
CREEK & RIVER NPV**58,959 
CRH AMER FIN INC 5.0% 02-09-20362/9/20365.00%**306,656 
CRH ORD EUR 0.32**10,353,034 
CRH SMW FIN DESIGNATED ACTIVITY CO 5.2% 05-21-20295/21/20295.20%**3,367,483 
CRICUT INC CL A COM CL A COM**81,274 
CRINETICS PHARMACEUTICALS INC COM**1,452,313 
CROSSROADS AST TR 4.91% DUE 02-20-20322/20/20324.91%**395,308 
CROWDSTRIKE HLDGS INC CL A CL A**16,666,293 
CROWN CASTLE INC 5.6% 06-01-20296/1/20295.60%**493,069 
CROWN CASTLE INC COM**716,825 
CROWN CASTLE INTL 2.25% DUE 01-15-20311/15/20312.25%**4,487,921 
CROWN CASTLE INTL 3.65% DUE 09-01-20279/1/20273.65%**1,216,719 
CROWN CASTLE TOWERS LLC/CROWN PPN BOND 4.241% 07-15-20287/15/20484.24%**8,175,404 
CROWN HLDGS INC COM**5,702,170 
CRVNA 2022-P2 B NEW ISSUE 5.08% 04-10-20284/10/20285.08%**2,401,986 
CS DISCO INC COM**70,616 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
CS WIND CORP KRW500**63,936 
CSAIL COML MTG SR 2018-CX11 CL ASB 4.0339% 04-15-20514/15/20514.03%**1,293,794 
CSAIL 2017-C8 CL A-SB 3.18574% 06-15-20506/15/20503.19%**2,375,447 
CSE GLOBAL LTD SGD0.05**236,906 
CSG SYS INTL INC COM**9,740 
CSL FIN PLC GTD SR NT 144A 3.85% 04-27-20274/27/20273.85%**686,297 
CSL LTD NPV**166,480 
CSMC 2021-RPL2 TR FLTG RT 1.11456% DUE 01-25-20601/25/20601.11%**204,709 
CSMC 2022-RPL4 TR MTG BACKED NT CL A-1 144A 3.90435% 04-25-20624/25/20623.90%**3,009,708 
CSPC PHARMACEUTICAL GROUP LTD HKD0.10**64,984 
CSSC (HK) SHIPPING NPV**8,634 
CSTONE REG S**60,260 
CSWF 2021-SOP2 FLTG RT 4.86155% DUE 06-15-20346/15/20344.93%**870,093 
CSWF 2021-SOP2 MTG PASSTHRU CTF CL B 144A 5.16155% 06-15-20346/15/20345.23%**3,788,017 
CSX CORP 4.5% 11-15-205211/15/20524.50%**519,244 
CSX CORP 4.75% DUE 11-15-204811/15/20484.75%**222,983 
CTS CO LTD NPV**30,087 
CTT CORREIOS DE PORTUGAL SA EUR 0.17**1,487,663 
CUBESMART**3,664,410 
CULLEN / FROST BANKERS INC COM**8,050,882 
CUMMINS INC**14,496,780 
CUMMINS INC 4.9% 02-20-20292/20/20294.90%**210,540 
CUMMINS INDIA INR2**227,395 
CURTISS WRIGHT CORP COM**1,414,559 
CURY CONST E INCO COM NPV**309,375 
CUSTOMERS BANCORP INC COM**2,495,439 
CVS HEALTH CORP 1.75% DUE 08-21-20308/21/20301.75%**1,164,650 
CVS HEALTH CORP 4.78% DUE 03-25-20383/25/20384.78%**284,054 
CVS HEALTH CORP 5.125% DUE 07-20-20457/20/20455.12%**642,907 
CVS HEALTH CORP 5.25% 02-21-20332/21/20335.25%**825,143 
CVS HEALTH CORP 5.4% 06-01-20296/1/20295.40%**2,269,622 
CVS HEALTH CORP 5.875% 06-01-20536/1/20535.88%**175,474 
CVS HEALTH CORP COM**10,908,984 
CWABS INC 2004-6 ASSET BKD CTF CL 1-A-1 FLTG RATE 12-25-2034 REG12/25/20344.39%**1,185,901 
CWABS INC FLTG RT 4.28707% DUE 10-25-203410/25/20344.35%**3,677,174 
CYBERAGENT INC**368,762 
CYBER-ARK SOFTWARE LTD COM ILS0.01**93,673 
CYFROWY POLSAT SA PLN0.04**27,874 
CYRELA BRAZIL RLTY S A EMPREENDIMENTOS ECOM NPV**1,075,125 
CYTEK BIOSCIENCES INC COM**232,229 
CYTOKINETICS INC COMMON STOCK**1,855,813 
D R HORTON INC 1.3% 10-15-202610/15/20261.30%**51,921 
D R HORTON INC COM**2,529,599 
D2L INC SUB VTG SHS**32,525 
DAE CHANG FORGING KRW500**78,727 
DAECHANG CO LTD KRW500**47,280 
DAEDONG CORP**94,993 
DAESANG CORPN KRW1000**11,149 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DAEWOO ENGINEERING & CONSTRUCTION KRW5000**14,290 
DAEWOONG PHARM CO KRW2500**83,725 
DAH SING BANKING G NPV**121,731 
DAH SING FINANCIAL NPV**112,665 
DAI-DAN CO LTD NPV**625,536 
DAIDO STEEL CO NPV**35,716 
DAIHATSU INFINEARTH MFG CO LTD**137,469 
DAIHEN CORP NPV**554,487 
DAI-ICHI LIFE HOLD NPV**1,754,688 
DAIICHI SANKYO COM NPV**401,559 
DAIKIN INDUSTRIES NPV**11,696,092 
DAIMLER TRUCK HOLD NPV**2,809,709 
DAISHI HOKUETSU NPV**373,907 
DAISHIN SECURITIES 1ST PRF KRW5000**80,630 
DAIWA HOUSE INDS NPV**43,111 
DAIWA OFFICE INVESTMENT CORP REIT**164,857 
DAIWABO HOLDINGS NPV**64,865 
DALLAS FT WORTH TEX INTL ARPT REV 4.087%11-01-205111/1/20514.09%**123,013 
DALLAS TEX TAXABLE-CAP APPREC-SER B DUE 02-15-2027 BEO TAXABLE ZCP2/15/2027—%**2,778,431 
DALMIA BHARAT LTD INR2.00**54,197 
DAMAI ENTERTAINMENT HOLDINGS LTD HKD0.25**8,544 
DANA INC COM**1,787,560 
DANAHER CORP SR NT 2.8% 12-10-205112/10/20512.80%**303,663 
DANIELI & C DI RISP EUR1(NON CNV)**1,129,765 
DANSKE BANK A/S DKK10**563,296 
DANSKE BK A/S 0% CP 02-06-20262/6/2026—%**2,113,541 
DANSKE BK A/S VAR RT 5.019% DUE 03-04-20313/4/20315.02%**429,275 
DARDEN RESTAURANTS INC 4.35% 10-15-202710/15/20274.35%**2,517,022 
DARDEN RESTAURANTS INC COM**1,119,946 
DARLING INGREDIENTS INC COMSTK**658,440 
DARWIN PRECISIONS TWD10**24,361 
DASSAULT SYSTEMES EUR0.10**3,254,423 
DATA PATTERNS IND INR2**186,710 
DATADOG INC COM USD0.00001 CL A**8,512,974 
DATATEC ZAR0.01**518,887 
DAVE INC COM USD0.0001 CL A (POST REV SPLIT)**9,751,561 
DAY ONE BIOPHARMACEUTICALS INC COM USD0.0001**239,440 
DAYFORCE INC**1,251,104 
DB HITEK CO., LTD**1,068,376 
DBAPPSECURITY CO A CNY1**863,724 
DBJPM 2020-C9 MTG PASS THRU CTF CL A-3 1.882% 08-15-20538/15/20531.88%**4,671,228 
DBS GROUP HLDGS NPV**9,499,684 
DC COML MTG TR 6.3143% DUE 09-12-20409/12/20406.31%**5,870,283 
DECKERS OUTDOOR CORP COM**925,877 
DEEP VALUE DRILLER NOK0.10**85,367 
DEERE & CO COM**11,918,126 
DEERE & COMPANY 5.7% 19/01/20551/19/20555.70%**124,678 
DEERE JOHN CAP 4.25% DUE 06-05-20286/5/20284.25%**2,053,436 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DEERE JOHN CAP 4.85% DUE 03-05-20273/5/20274.85%**452,683 
DEERE JOHN CAP CORP MEDIUM TERM NTS-BOOK4.95% 07-14-20287/14/20284.95%**398,581 
DELEK GROUP ILS1**327,855 
DELEK US HLDGS INC NEW COM**111,462 
DELL INTL L L C / 4.5% DUE 02-15-20312/15/20314.50%**1,604,213 
DELL INTL L L C / 4.75% 04-01-20284/1/20284.75%**1,552,238 
DELL INTL L L C / EMC CORP 5.0% 04-01-20304/1/20305.00%**246,119 
DELL INTL L L C/EMC CORP 4.15% 02-15-20292/15/20294.15%**2,099,304 
DELL INTL L L C/EMC CORP 4.9% 10-01-202610/1/20264.90%**146,685 
DELL INTL L L C/EMC CORP 5.3% 04-01-20324/1/20325.30%**592,131 
DELL TECHNOLOGIES INC COM USD0.01 CL C WI COMMON STOCK**1,500,364 
DELTA AIR LINES INC DEL COM NEW COM NEW**1,111,788 
DELTA ELECTRONIC TWD10**7,692,844 
DELTA ELECTRONICS THB0.1 (NVDR)**118,061 
DELUXE CORP COM STK USD1**4,718,508 
DEME GROUP NV NPV**321,645 
DENSO CORP NPV**10,009,034 
DENTSPLY SIRONA INC COM**3,218,345 
DERAYAH FINANCIAL COMPANY**110,822 
DEUTSCHE BANK AG NPV(REGD)**12,893,523 
DEUTSCHE BK AG N Y 07-10-2025 4.41% CD 07-10-20267/10/20264.41%**2,022,674 
DEUTSCHE BK AG N Y 3.547% DUE 09-18-20319/18/20313.55%**7,625,609 
DEUTSCHE BK AG N Y 4.469% DUE 12-10-203112/10/20314.47%**883,420 
DEUTSCHE BK AG N Y 5.373% 01-10-20291/10/20295.37%**5,531,917 
DEUTSCHE BK AG N Y BRANCH 2.311% 11-16-202711/16/20272.31%**7,643,661 
DEUTSCHE BK AG N Y BRANCH 4.95% 08-04-20318/4/20314.95%**1,486,118 
DEUTSCHE BK AG N Y BRANCH 5.403% 09-11-20359/11/20355.40%**490,460 
DEUTSCHE BK AG N Y BRANCH 6.819% 11-20-202911/20/20296.82%**963,058 
DEUTSCHE BK AG N Y BRANCH DUE 11-16-2027BEO11/16/20275.09%**1,054,465 
DEUTSCHE BK AG N Y BRH 1.686% DUE 03-19-2026 BEO3/19/20261.69%**895,659 
DEUTSCHE BK AG N Y BRH 2.552% 01-07-20281/7/20282.55%**850,756 
DEUTSCHE BK AG NY 5.706% 02-08-20282/8/20285.71%**1,107,203 
DEUTSCHE BOERSE AG NPV(REGD)**12,839,871 
DEUTSCHE LUFTHANSA ORD NPV (REGD)(VINK)**43,942 
DEUTZ AG NPV**1,028,730 
DEVON ENERGY CORP 5.6 DUE 07-15-20417/15/20415.60%**174,634 
DEVON ENERGY CORP 5.75% 09-15-20549/15/20545.75%**476,004 
DEVON ENERGY CORP FIXED 5% DUE 06-15-20456/15/20455.00%**148,406 
DEVON ENERGY CORP NEW COM**5,086,369 
DEVON ENERGY CORPORATION 5.2% 09-15-20349/15/20345.20%**808,632 
DEXCOM INC COM**5,652,335 
DEXIA 24/01/2030 4.75% 01-24-20301/24/20304.75%**4,111,014 
DEXUS PROPERTY GROUP NPV**117,380 
DEYAAR DEVELOPMENT AED1**538,389 
DFI TWD10**40,636 
DFS FURNITURE PLC ORD GBP 0.1000**19,886 
DHARMA SATYA NUSANTARA TBK COM STK**75,786 
DHT HOLDINGS INC SHS NEW**443,980 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DIAGEO CAP PLC 5.3% DUE 10-24-202710/24/20275.30%**1,683,526 
DIAGEO INVT CORP 5.625% 04-15-20354/15/20355.62%**317,945 
DIAGEO PLC SPONSORED ADR NEW**3,208,985 
DIAMONDBACK ENERGY INC 3.5% DUE 12-01-202912/1/20293.50%**4,711,512 
DIAMONDBACK ENERGY INC 5.15% 01-30-20301/30/20305.15%**3,598,852 
DIAMONDBACK ENERGY INC 5.2% 04-18-20274/18/20275.20%**1,074,409 
DIAMONDBACK ENERGY INC 5.75% 04-18-20544/18/20545.75%**284,636 
DIAMONDBACK ENERGY INC COM**1,349,362 
DIANTHUS THERAPEUTICS INC COM**100,594 
DIGI INTL INC COM**1,039 
DIGITAL CORE REIT NPV (REIT)**383,112 
DIGITAL DAESUNG CO KRW500**18,078 
DIGITAL HEARTS HOLDINGS CO.LTD.**20,877 
DIGITAL RLTY TR INC COM**1,123,349 
DIGITALOCEAN HLDGS INC COM**3,453,669 
DILLARDS INC CL A COM**859,184 
DIOS FASTIGHETER NPV**330,472 
DIRECIONAL ENGENHA COM NPV**339,096 
DISC MEDICINE INC COM**267,056 
DISCO CORPORATION NPV**1,259,989 
DISCOVER BK NEW 3.45% DUE 07-27-20267/27/20263.45%**299,099 
DISCOVER CARD EXECUTION NT TR SER 23-A2 CL A 4.93% 06-15-20286/15/20284.93%**1,105,560 
DISCOVERY LIMITED ZAR0.001**1,340,854 
DISNEY WALT CO 2.75% DUE 09-01-20499/1/20492.75%**376,156 
DISTRIBUIDORA INTL DE ALIMENTACION EUR5**269,109 
DISTRICT COLUMBIA UNIV REV 5.751% 04-01-20354/1/20355.75%**53,333 
DL E&C CO LTD KRW5000**116,262 
D-LINK TWD10**92,444 
DNB ASA NOK**1,738,143 
DNOW INC COM USD0.01**641,923 
DOCTORS CO AN INTERINSURANCE SURPLUS NT 144A 4.5% 01-18-20321/18/20324.50%**89,927 
DOCUSIGN INC COM**169,153 
DOF GROUP ASA NOK2.50**213,412 
DOGAN SIRKETLER TRY1**74,673 
DOGU ARAS ENERJI TRY1**135,559 
DOHA BANK QAR1.00**69,885 
DOLE PLC COM USD0.01**812,788 
DOLLAR GEN CORP NEW COM**3,208,918 
DOLLARAMA INC COM STK NPV**29,931 
DOLP TR 2021-NYC 2.956% DUE 05-10-20415/10/20412.96%**1,618,459 
DOMINICAN REP 5.3% 01-21-20411/21/20415.30%**226,250 
DOMINICAN REP BD USD 144A 7.05% 02-03-20312/3/20317.05%**536,575 
DOMINICAN REPUBLIC 4.875% DUE 09-23-2032 REG9/23/20324.88%**192,250 
DOMINICAN REPUBLIC 6.6% 06-01-20366/1/20366.60%**157,890 
DOMINION ENERGY FIXED 4.25% DUE 06-01-20286/1/20284.25%**479,730 
DOMINION ENERGY INC 3.3% DUE 04-15-20414/15/20413.30%**418,671 
DOMINION ENERGY INC 5.0% 06-15-20306/15/20305.00%**1,125,954 
DOMINION ENERGY INC 7.0% 06-01-20546/1/20547.00%**1,840,677 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DOMINION ENERGY INC COM STK NPV**42,346,626 
DOMINION RES INC 2.85% DUE 08-15-20268/15/20262.85%**615,351 
DOMINOS PIZZA INC COM**43,349 
DOMO INC CL B CL B**219,838 
DONALDSON INC COM**23,938 
DONEGAL GROUP INC CL A NEW CLA**155,165 
DONGBU INSURANCE CO LTD KRW500**214,776 
DONGFANG ELECT COR 'H'CNY1**1,733,153 
DONGFENG MOTOR GRO 'H'CNY1**4,533 
DONGGUAN AOHAI TECHNOLOGY CO LTD A CNY1**357,573 
DONGJIANG ENVIRONM 'H'CNY1.00**23,217 
DONGJIN SEMICHEM C KRW500**121,560 
DONGKUK HOLDINGS CO LTD KRW5000**62,597 
DONGSUNG FINETEC C KRW500**610,315 
DONGYANG COMSTK**23,494 
DONGYUE GROUP LTD HKD0.1**436,498 
DOORDASH INC CL A COM USD0.00001 CLASS A**6,487,293 
DOOSAN CORPORATION 1ST PFD KRW5000**65,905 
DOOSAN CORPORATION KRW5000**91,082 
DORIAN LPG LIMITED COM USD0.01**414 
DORMAKABA HOLDING CHF0.01 'B'(REGD)**103,235 
DORMAN PRODS INC COM**817,366 
DOSHISHA CO LTD NPV**534,754 
DOUBLEUGAMES CO KRW500**11,162 
DOVER CORP COM USD1.00**1,521,896 
DOW INC COM USD0.01 WI**3,080,970 
DOWDUPONT INC 5.319% DUE 11-15-203811/15/20385.32%**231,010 
DOWNER EDI LTD NPV**299,490 
DOXIMITY INC COM USD0.001 CL A**444,483 
DPM METALS INC COM NPV**2,494,293 
DR AUTO 4.5% DUE 09-15-20289/15/20284.50%**951,243 
DR AUTO 4.52% DUE 07-16-20297/16/20294.52%**5,522,278 
DR AUTO 4.65% DUE 09-15-20329/15/20324.65%**3,915,680 
DR AUTO 4.67% DUE 05-17-20325/17/20324.67%**905,788 
DR AUTO 4.78% DUE 09-15-20329/15/20324.78%**539,775 
DR AUTO 4.79% DUE 09-15-20329/15/20324.79%**6,300,524 
DR AUTO 4.99% DUE 09-15-20329/15/20324.99%**238,011 
DR PEPPER SNAPPLE 2.55% DUE 09-15-20269/15/20262.55%**52,441 
DR. ING. H.C. F. NON-VTG PRF NPV**26,361 
DRAFTKINGS INC NEW CL A**828,522 
DRAX GROUP ORD GBP0.1155172**2,004,229 
DREAM FINDERS HOMES INC COM CL A COM CL A**4,584,784 
DRIVE AUTO RECEIVABLES TR SR 24-1 CL B 5.31%01-16-20291/16/20295.31%**317,447 
DRIVE AUTO RECEIVABLES TRUST SR 24-2 CL D 4.94% 05-17-20325/17/20324.94%**1,764,747 
DRIVEN BRANDS HLDGS INC COM**2,653 
DROPBOX INC CL A CL A**2,888,198 
DSM FIRMENICH AG EUR0.01**64,846 
DSV A S DKK1**111,229 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
DT AUTO OWNER TR 2023-1 ASSET BACKED NT CL C 144A 5.55% 10-16-202810/16/20285.55%**721,403 
DT AUTO OWNER TR 5.79% DUE 02-15-20292/15/20295.79%**2,149,044 
DT MIDSTREAM INC COM USD0.01 WI**562,257 
DTE ELEC CO 4.25% 05-14-20275/14/20274.25%**565,866 
DTE ELEC CO 5.2% DUE 04-01-20334/1/20335.20%**208,196 
DTE ELEC CO 5.25% 05-15-20355/15/20355.25%**3,913,905 
DTE ELEC CO GEN & REF MTG BD SER 2022 3%03-01-20323/1/20323.00%**3,792,781 
DTE ELEC SECURITIZATION FDG II LLC 6.09%09-01-20379/1/20376.09%**5,415,436 
DTE ENERGY CO 2.85% DUE 10-01-202610/1/20262.85%**1,997,388 
DTE ENERGY CO 4.875% 06-01-20286/1/20284.88%**2,635,672 
DTE ENERGY CO 5.1% 03-01-20293/1/20295.10%**1,444,994 
DTE ENERGY CO 5.2% 04-01-20304/1/20305.20%**103,244 
DTE ENERGY CO COM**44,885 
DTS CORP JPY50**25,875 
DUBAI INVESTMENTS AED1**36,314 
DUBAI ISLAMIC BK AED1**2,367,862 
DUERR AG ORD NPV**1,265,769 
DUKE ENERGY 3.95% DUE 11-15-202811/15/20283.95%**1,243,524 
DUKE ENERGY 4.15% DUE 12-01-204412/1/20444.15%**183,807 
DUKE ENERGY 6.1% DUE 06-01-20376/1/20376.10%**323,623 
DUKE ENERGY CAROLINAS LLC 4.85% 03-15-20303/15/20304.85%**2,374,747 
DUKE ENERGY CAROLINAS LLC 5.25% 03-15-20353/15/20355.25%**5,176,572 
DUKE ENERGY CAROLINAS LLC 5.4% DUE 01-15-20541/15/20545.40%**427,700 
DUKE ENERGY CORP 2.65% DUE 09-01-20269/1/20262.65%**2,371,947 
DUKE ENERGY CORP 3.75% 04-01-20314/1/20313.75%**952,817 
DUKE ENERGY CORP 4.3% DUE 03-15-20283/15/20284.30%**1,985,073 
DUKE ENERGY CORP 5% DUE 08-15-20528/15/20525.00%**257,019 
DUKE ENERGY CORP 5.7% 09-15-20559/15/20555.70%**355,866 
DUKE ENERGY CORP FIXED 2.45% DUE 06-01-20306/1/20302.45%**824,172 
DUKE ENERGY CORP NEW 4.85% 01-05-20291/5/20294.85%**2,870,434 
DUKE ENERGY CORP NEW COM NEW COM NEW**22,681,190 
DUKE ENERGY CORP NEW SR NT 3.3% 06-15-20416/15/20413.30%**541,392 
DUKE ENERGY FIXED 3.7% DUE 12-01-204712/1/20473.70%**303,170 
DUKE ENERGY FLA FIXED 2.4% DUE 12-15-203112/15/20312.40%**1,035,309 
DUKE ENERGY FLA FIXED 3.8% DUE 07-15-20287/15/20283.80%**4,296,519 
DUKE ENERGY IND LLC 5.9% 05-15-20555/15/20555.90%**189,200 
DUKE ENERGY PROGRESS LLC 2.5% DUE 08-15-20508/15/20502.50%**234,112 
DUKE ENERGY PROGRESS LLC 4.35% 03-06-20273/6/20274.35%**1,414,387 
DUKE ENERGY PROGRESS LLC 5.55% 03-15-20553/15/20555.55%**346,406 
DUNELM GROUP LTD W/I**238,245 
DUOLINGO INC CL A COM CL A COM**177,606 
DUPONT DE NEMOURS INC COMMON STOCK**694,937 
DUTCH BROS INC CL A CL A**2,117,539 
DWS GROUP SE NPV**442,398 
DXC TECHNOLOGY CO COM**285,880 
DYNACOR GROUP INC COM**39,826 
DYNATRACE INC COM**164,302 
E L F BEAUTY INC COM**163,714 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
E.I.D.-PARRY(INDIA INR1**156,139 
E1 CORPORATION KRW5000**22,841 
EAGLE MATLS INC COM**902,158 
EAST WEST BANCORP INC COM**1,660,787 
EASTERN ENERGY GAS HLDGS LLC 6.2% 01-15-20551/15/20556.20%**114,129 
EASTERN ENERGY GAS HOLDINGS LLC 5.8% 01-15-20351/15/20355.80%**4,442,223 
EASTMAN CHEM CO 5.0% 08-01-20298/1/20295.00%**1,192,229 
EASTN GAS TRANSM & FIXED 3.9% DUE 11-15-204911/15/20493.90%**69,401 
EASTN GAS TRANSM & FIXED 4.8% DUE 11-01-204311/1/20434.80%**265,790 
EASYJET ORD GBP0.27285714**627,671 
EATON CORP PLC COM USD0.50**30,677,609 
EBASE CO LTD NPV**20,021 
EBAY INC COM USD0.001**29,004 
ECHOSTAR CORPORATION**469,149 
ECLERX SERVICES INR10**180,332 
ECOLAB INC 1.65% 02-01-20272/1/20271.65%**1,563,838 
ECOLAB INC 4.3% 06-15-20286/15/20284.30%**1,022,982 
ECOPETROL S A 8.375% 01-19-20361/19/20368.38%**925,755 
ECORODOVIAS INFRA COM NPV**73,894 
EDAN INSTRUMENTS I A CNY1**186,583 
EDENRED EUR2**3,887,615 
EDISON INTL 5.25% 11-15-202811/15/20285.25%**1,064,549 
EDISON INTL 6.95% DUE 11-15-202911/15/20296.95%**1,811,129 
EDISON INTL COM**1,178,853 
EDITAS MEDICINE INC COM**155,775 
EDWARDS LIFESCIENCES CORP COM**25,393,418 
EEKA FASHION HLDGS HKD0.01**20,424 
EFMT 2022-4 FLTG RT 5.9% DUE 09-25-20679/25/20675.90%**2,661,644 
EGAIN CORPORATION COM NEW**16,464 
EHIME BANK NPV**34,221 
EIDP INC 4.5% 05-15-20265/15/20264.50%**1,134,909 
EIFFAGE EUR4**391,295 
EISAI CO LTD NPV**4,266,229 
EL PUERTO DE LIVER SER'C1'NPV(NON VTG)**26,766 
ELAN MICROELECTRON TWD10**588,342 
ELASTIC N V COM USD0.01**499,715 
ELBIT SYSTEMS LTD ILS1**482,173 
ELDORADO GOLD CORP COM NPV (POST REV SPLIT)**3,418,822 
ELECTR ARTS COM**336,736 
ELECTRIC POWER DEVELOPMENT CO LTD NPV**1,789,901 
ELECTRICAL INDUSTRIES COMPANY SAR10**399,071 
ELECTRICITY GENRTG THB10(NVDR)**92,633 
ELEVANCE HEALTH INC**32,595,191 
ELEVANCE HEALTH INC 4.0% 09-15-20289/15/20284.00%**898,836 
ELEVANCE HEALTH INC 4.6% 09-15-20329/15/20324.60%**4,449,595 
ELEVANCE HEALTH INC 5.15% 06-15-20296/15/20295.15%**1,538,290 
ELI LILLY & CO 4.55% 02-12-20282/12/20284.55%**565,659 
ELI LILLY & CO 4.75% 02-12-20302/12/20304.75%**438,408 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ELI LILLY & CO 4.95% 02-27-20632/27/20634.95%**135,874 
ELI LILLY & CO 5.5% 02-12-20552/12/20555.50%**301,765 
ELI LILLY & CO 5.6% 10-15-205510/15/20555.55%**50,535 
ELI LILLY & CO 5.65% 10-15-206510/15/20655.65%**192,198 
ELI LILLY & CO COM NPV**81,178,252 
ELI LILLY AND COMPANY 4.7% 02-09-20342/9/20344.70%**2,792,594 
ELI LILLY AND COMPANY 5.0% 02-09-20542/9/20545.00%**1,024,773 
ELITE MATERIAL TWD10**418,835 
ELM TR 2024-ELM COML MTG PASSTHRU CTF 144A 6.19505% 06-10-20396/10/20396.20%**1,507,808 
ELMOS SEMICONDUCT NPV**246,071 
EMAAR DEVELOPMENT AED1**1,837,362 
EMAAR PROPERTIES AED1**2,147,107 
E-MART INC. KRW5000**114,736 
EMBASSY DEVELOPMENTS LTD**34,027 
EMCOR GROUP INC COM**5,273,018 
EMERA INC COM NPV**217,119 
EMERA US FIN LP 4.75% DUE 06-15-20466/15/20464.75%**522,566 
EMERALD RESOURCES NPV**309,967 
EMERSON ELECTRIC CO COM**544,019 
EMIRATES CENTRAL C AED0.1**99,663 
EMIRATES NBD BANK AED1**2,328,628 
EMIRATES TELECOMMUNICATIONS GROUP COMPA NY PJSC ETISALAT GROUP**3,366,842 
EMLAK KONUT GAYRIM TRY1 (B SHARES)**171,763 
EMPEROR WATCH AND NPV**45,014 
EMPIRE CO CLASS'A'N/VTG COM NPV**4,796,543 
EMPIRE DIST BONDCO LLC 5.091% 01-01-20371/1/20375.09%**7,006,963 
EMPLOYERS HLDGS INC COM**351,965 
EN INC NPV**47,190 
ENACT HLDGS INC COM**176,596 
ENBRIDGE INC 1.6% DUE 10-04-2026 BEO10/4/20261.60%**1,148,918 
ENBRIDGE INC 4.6% 06-20-20286/20/20284.60%**2,049,624 
ENBRIDGE INC 5.25% 04-05-20274/5/20275.25%**137,893 
ENBRIDGE INC 5.625% 04-05-20344/5/20345.62%**784,139 
ENBRIDGE INC 5.7% 03-08-20333/8/20335.70%**1,054,934 
ENBRIDGE INC 5.95% 04-05-20544/5/20545.95%**599,214 
ENBRIDGE INC 6.2% 11-15-203011/15/20306.20%**4,891,357 
ENBRIDGE INC 6.7% 11-15-205311/15/20536.70%**429,597 
ENCANA CORP 6.5% DUE 08-15-20348/15/20346.50%**107,594 
ENCOMPASS HEALTH CORP COM USD0.01**1,420,896 
ENDEAVOUR MINING P ORD USD0.01**1,557,098 
ENDESA SA EUR1.2**761,773 
ENDUR ASA NOK0.50**723,309 
ENDURANCE TECH INR10**307,632 
ENEA SA PLN1.00**428,569 
ENEL SPA EUR1**2,518,167 
ENEOS HOLDINGS INC**710,480 
ENERFLEX LTD COM NPV**236,646 
ENERGY RECOVERY INC COM**270,690 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ENERGY TRANSFER 3.75% DUE 05-15-20305/15/20303.75%**3,366,736 
ENERGY TRANSFER 4.95% DUE 06-15-20286/15/20284.95%**991,413 
ENERGY TRANSFER 6.25% DUE 04-15-20494/15/20496.25%**1,389,885 
ENERGY TRANSFER FIXED 5.3% DUE 04-15-20474/15/20475.30%**177,930 
ENERGY TRANSFER FIXED 5.5% DUE 06-01-20276/1/20275.50%**3,790,692 
ENERGY TRANSFER L P 5.7% 04-01-20354/1/20355.70%**2,073,964 
ENERGY TRANSFER L P 6.1% 12-01-202812/1/20286.10%**5,398,002 
ENERGY TRANSFER L P 6.2% 04-01-20554/1/20556.20%**196,698 
ENERGY TRANSFER L P 6.4% 12-01-203012/1/20306.40%**535,201 
ENERGY TRANSFER L P 6.55% 12-01-203312/1/20336.55%**3,375,882 
ENERGY TRANSFER LP 5.25% 07-01-20297/1/20295.25%**3,624,560 
ENERGY TRANSFER LP 5.55% 05-15-20345/15/20345.55%**555,853 
ENERGY TRANSFER OPER L P 5.0% 05-15-20505/15/20505.00%**319,090 
ENERGY TRANSFER PARTNERS L P 4.2% 04-15-20274/15/20274.20%**2,657,359 
ENERJISA ENERJI TRY0.01**248,265 
ENERPAC TOOL GROUP CORP CL A COM CL A COM**7,518,749 
ENERSYS COM**8,590,745 
ENF TECHNOLOGY CO KRW500**11,452 
ENGHOUSE SYSTEMS COM NPV**531,833 
ENGIE COMSTK**14,413,571 
ENHABIT INC COM**87,572 
ENI SPA EUR1**8,299,910 
ENLIVEN THERAPEUTICS INC COM**17,941 
ENNOCONN CORPORATI TWD10**410,321 
ENNOSTAR INC TWD10**276,484 
ENOVA INTL INC COM**232,499 
ENOVIS CORPORATION COM USD0.001**1,149,836 
ENPRO INC**3,212 
ENSIGN ENERGY SVS COM NPV**49,846 
ENSIGN GROUP INC COM STK**1,609,434 
ENTEGRIS INC COM**778,133 
ENTERGY ARK LLC 2.65% DUE 06-15-20516/15/20512.65%**388,085 
ENTERGY ARK LLC 5.45% 06-01-20346/1/20345.45%**4,501,174 
ENTERGY CORP NEW COM**7,207,229 
ENTERGY LA LLC 2.4% DUE 10-01-202610/1/20262.40%**79,211 
ENTERGY LA LLC 3.12% 09-01-20279/1/20273.12%**93,841 
ENTERGY LA LLC 4.0% 03-15-20333/15/20334.00%**159,370 
ENTERGY LA LLC 5.7% 03-15-20543/15/20545.70%**199,371 
ENTERGY MISS LLC 3.85% DUE 06-01-20496/1/20493.85%**352,093 
ENTERGY MISSISSIPPI LLC 5.0% 09-01-20339/1/20335.00%**1,425,848 
ENTERGY TEX INC 3.55% DUE 09-30-20499/30/20493.55%**214,770 
ENTERGY TEX INC 5.25% 04-15-20354/15/20355.25%**2,157,664 
ENTERGY TEX RESTORATION FDG II LLC 3.697% 12-15-203612/15/20363.70%**688,652 
ENTERGY TEXAS INC 5.55% 09-15-20549/15/20545.55%**340,846 
ENTERGY TEXAS INC 5.8% 09-01-20539/1/20535.80%**220,186 
ENTERPRISE FINL SVCS CORP COM STK**13,068 
ENTERPRISE FLEET FNC 2017-2 ASSET BACKEDNT CL A-2 144A 4.5% 04-20-20284/20/20284.50%**1,206,099 
ENTERPRISE PRODS 2.8% DUE 01-31-20301/31/20302.80%**1,635,157 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ENTERPRISE PRODS OPER LLC 4.3% 06-20-20286/20/20284.30%**1,635,418 
ENTERPRISE PRODS OPER LLC 4.6% 01-11-20271/11/20274.60%**2,718,527 
ENTERPRISE PRODS OPER LLC 5.2% 01-15-20361/15/20365.20%**280,423 
ENTERPRISE PRODS OPER LLC 5.55% 02-16-20552/16/20555.55%**320,900 
ENTERPRISE PRODUCTS OPER L P 3.125% DUE 07-31-20297/31/20293.12%**3,711,593 
ENTRADA THERAPEUTICS INC COM**38,930 
EOG RES INC 5% 07-15-20327/15/20325.00%**3,149,210 
EOG RES INC 5.35% 01-15-20361/15/20365.35%**3,522,123 
EOG RESOURCES INC COM**11,571,892 
EPIROC AB SER'A'NPV**55,972 
EQ NEW FV RE 1**309,648 
EQT AB SR NT 144A 5.85% 05-08-20355/8/20355.85%**719,274 
EQT CORP 3.9% DUE 10-01-202710/1/20273.90%**2,719,928 
EQT CORP 4.5% 01-15-20291/15/20294.50%**3,128,784 
EQT CORP 4.75% 01-15-20311/15/20314.75%**1,873,956 
EQT CORP 6.375% 04-01-20294/1/20296.38%**2,965,351 
EQT CORP 7% DUE 02-01-20302/1/20307.00%**1,436,882 
EQT CORP SR NT 6.5% 07-01-20277/1/20276.50%**784,939 
EQT CORP SR NT 7.5% 06-01-20306/1/20307.50%**4,865,598 
EQT CORPORATION 5.0% DUE 01-15-2029 BEO1/15/20295.00%**3,400,977 
EQUIFAX INC COM**15,056,893 
EQUINIX EUROPE 2 FING CORP LLC 4.6% 11-15-203011/15/20304.60%**4,065,802 
EQUINIX INC 1.45% DUE 05-15-2026 BEO5/15/20261.45%**2,589,015 
EQUINIX INC 1.55% DUE 03-15-20283/15/20281.55%**437,409 
EQUINIX INC 1.8% DUE 07-15-20277/15/20271.80%**2,097,620 
EQUINIX INC 2.15% DUE 07-15-20307/15/20302.15%**1,332,694 
EQUINIX INC 2.5% DUE 05-15-2031 BEO5/15/20312.50%**453,035 
EQUINIX INC 2.9% 11-18-202611/18/20262.90%**5,431,414 
EQUINIX INC FIXED 3.2% 11-18-202911/18/20293.20%**3,459,583 
EQUINIX INC SR NT 2% 05-15-20285/15/20282.00%**781,729 
EQUINOX GOLD CORP COM NPV(POST REV SPLIT)**6,501 
EQUITABLE HLDGS INC COM**1,857,206 
ERAJAYA TBK IDR100**18,224 
ERICSSON**32,307,341 
ERICSSON(LM)TEL SER'B'NPV**218,775 
ERSAN ALISVERIS HI TRY1**18,285 
ERSTE GROUP BANK AG NPV**1,493,234 
ESAB CORPORATION COM USD0.001 WI**5,660,852 
ESCO TECHNOLOGIES INC**1,785,278 
ESCORTS KUBOTA LTD INR10**282,629 
ESPEC Y50**19,264 
ESPRINET EUR0.15**162,400 
ESR-REIT NPV REIT (POST-SPLT)**107,262 
ESSENT GROUP LTD COM STK**7,080,174 
ESSENTIAL UTILS INC COM**731,180 
ESSEX PORTFOLIO L FIXED 1.65% DUE 01-15-20311/15/20311.65%**279,585 
ESSEX PORTFOLIO L FIXED 2.65% DUE 03-15-20323/15/20322.65%**267,885 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ESSEX PORTFOLIO L P 5.375% 04-01-20354/1/20355.38%**309,203 
ESSEX PPTY TR REIT**21,458 
ESSILORLUXOTTICA EUR 0.18**118,235 
ESSILORLUXOTTICA EUR0.18**644,985 
ETHAN ALLEN INTERIORS INC COM**296,052 
ETIHAD ETISALAT CO SAR10**2,781,597 
ETSY INC COM**1,620,068 
EUGENE TECHNOLOGY KRW500**19,368 
EUROFINS SCIENTIFI EUR0.01**128,323 
EURONET WORLDWIDE INC COM**5,624,529 
EURONEXT EUR1.60**4,300,630 
EVA PRECISION INDL HKD0.10**72,726 
EVERBRIGHT SECURIT 'H'CNY1**106,906 
EVERCORE INC**846,542 
EVEREST GROUP LTD**4,981,319 
EVEREST MEDICINES LTD**149,659 
EVERGREEN MARINE C TWD10**4,045,448 
EVERGY KANS CENT INC 4.7% 03-13-20283/13/20284.70%**624,577 
EVERGY KANS CENT INC 5.25% 03-15-20353/15/20355.25%**2,946,764 
EVERGY METRO INC 5.4% 04-01-20344/1/20345.40%**6,459,085 
EVERSOURCE ENERGY 2.9% 03-01-20273/1/20272.90%**2,275,270 
EVERSOURCE ENERGY 4.45%12-15-203012/15/20304.45%**1,238,028 
EVERSOURCE ENERGY 4.75% 05-15-20265/15/20264.75%**3,814,714 
EVERSOURCE ENERGY 5.0% 01-01-20271/1/20275.00%**1,015,299 
EVERSOURCE ENERGY 5.125% DUE 05-15-20335/15/20335.12%**556,447 
EVERSOURCE ENERGY COM**1,038,431 
EVERTEC INC COM**82,616 
EVOLENT HEALTH INC CL A CL A**294,244 
EVOLUTION MINING NPV**1,814,491 
EVRAZ PLC ORD US0.5**336,084 
EXACT SCIENCES CORP COM**784,449 
EXAIL TECHNOLOGIES**61,451 
EXCELERATE ENERGY INC CL A COM CL A COM**5,549,636 
EXEDY CORP NPV**1,059,402 
EXELIXIS INC COM STK**2,635,717 
EXELON CORP 4.05% DUE 04-15-20304/15/20304.05%**338,129 
EXELON CORP 5.15% 03-15-20283/15/20285.15%**1,993,764 
EXELON CORP 5.15% 03-15-20293/15/20295.15%**1,364,320 
EXELON CORP 5.6% DUE 03-15-20533/15/20535.60%**272,253 
EXELON CORP 6.5% 03-15-20553/15/20556.50%**83,364 
EXELON CORP COM**8,203,202 
EXELON GENERATION 5.75% DUE 10-01-204110/1/20415.75%**51,100 
EXELON GENERATION SR NT 6.25 DUE 10-01-203910/1/20396.25%**304,070 
EXEO GROUP INC NPV**1,115,906 
EXETER AUTOMOBILE 4.28% DUE 07-15-20307/15/20304.28%**6,524,036 
EXETER AUTOMOBILE 4.39% DUE 09-17-20299/17/20294.39%**1,406,121 
EXETER AUTOMOBILE 4.64% DUE 01-15-20301/15/20304.64%**3,414,510 
EXETER AUTOMOBILE 4.68% DUE 03-15-20323/15/20324.68%**336,114 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
EXETER AUTOMOBILE 4.91% DUE 08-15-20298/15/20294.91%**4,351,160 
EXETER AUTOMOBILE 5.48% DUE 08-15-20308/15/20305.48%**3,903,187 
EXETER AUTOMOBILE 5.57% DUE 09-15-20289/15/20285.57%**578,486 
EXETER AUTOMOBILE 5.61% DUE 04-17-20284/17/20285.61%**507,502 
EXETER AUTOMOBILE 5.92% DUE 02-15-20302/15/20305.92%**1,581,283 
EXETER AUTOMOBILE 6.21% DUE 06-15-20286/15/20286.21%**1,087,041 
EXETER AUTOMOBILE 6.32% DUE 05-15-20285/15/20286.32%**1,546,375 
EXETER AUTOMOBILE FIXED 4.57% DUE 06-16-20316/16/20314.57%**1,499,355 
EXETER AUTOMOBILE RECEIVABLES SER 24-1A CL C 5.410% 05-15-20305/15/20305.41%**626,504 
EXETER AUTOMOBILE RECEIVABLES TR 4.38% 06-15-20286/15/20284.38%**4,303,957 
EXETER AUTOMOBILE RECEIVABLES TR AUTO RECEIVABLES BKD NT CL 5.82% 02-15-20282/15/20285.82%**47,825 
EXETER AUTOMOBILE RECEIVABLES TR SER 24-3A CL C 5.7% 07-16-20297/16/20295.70%**4,051,269 
EXETER AUTOMOBILE RECEIVABLES TR SER 25-4A CL A2 4.53% 03-15-20283/15/20284.53%**1,497,071 
EXETER AUTOMOBILE RECEIVABLES TRUST SR 23-2A CL C 5.75% 07-17-20287/17/20285.75%**2,338,065 
EXETER AUTOMOBILE RECEIVABLES TRUST SR 25-3A CL C 5.09% 10-15-203110/15/20315.09%**391,044 
EXETER SELECT 4.69% DUE 04-15-20304/15/20304.69%**4,079,786 
EXLSERVICE COM INC COM STK**2,327,622 
EXP WORLD HOLDINGS INC**410,490 
EXPAND ENERGY CORP**1,143,881 
EXPAND ENERGY CORPORATION 5.375% 03-15-20303/15/20305.38%**4,952,259 
EXPEDIA GROUP INC COM USD0.001**847,097 
EXPERIAN ORD USD0.10**12,494,319 
EXTENDED STAY AMER TR 2025-ESH 5.45% 10-15-204210/15/20425.05%**1,201,874 
EXTENDED STAY AMER TR 2025-ESH 5.75% 10-15-204210/15/20425.35%**2,503,904 
EXTRA SPACE FIXED 5.7% 04-01-20284/1/20285.70%**310,033 
EXTRA SPACE STORAGE INC 2.35% 03-15-20323/15/20322.35%**482,105 
EXTRA SPACE STORAGE L P 4.95% 01-15-20331/15/20334.95%**202,375 
EXTRA SPACE STORAGE L P 5.4% 06-15-20356/15/20355.40%**3,338,448 
EXTRA SPACE STORAGE L P SR NT 2.2% 10-15-203010/15/20302.20%**113,232 
EXXON MOBIL CORP 3.095% DUE 08-16-20498/16/20493.10%**294,697 
EXXON MOBIL CORP 3.452% DUE 04-15-2051 REG4/15/20513.45%**734,237 
EXXON MOBIL CORP 4.114% DUE 03-01-20463/1/20464.11%**125,812 
EXXON MOBIL CORP COM**28,152,580 
EXZEO GROUP INC COM**1,731,450 
F&G ANNUITIES & LIFE INC COM**309,604 
F.C.C. CO LTD NPV**92,309 
F5 INC COM STK NPV**36,633,128 
FABRINET COM USD0.01**3,325,365 
FACC AG NVP**46,650 
FACTSET RESH SYS INC COM STK**831,394 
FAIRFAX FINANCIAL HLDGS LTD 5.625% 08-16-20328/16/20325.62%**4,962,514 
FAIRFAX FINANCIAL HLDGS LTD 6.1% 03-15-20553/15/20556.10%**804,864 
FAIRFAX FINL HLDGS 2.75% SNR 29/03/2028 EUR3/29/20282.75%**116,720 
FAIRFAX FINL HLDGS LTD 6.5% 05-20-20555/20/20556.50%**6,368,958 
FALABELLA SA COM NPV**276,473 
FANNIE MAE 1997-89 CL-ZA 7.0% DUE 12-20-202712/20/20277.00%**11,241 
FANNIE MAE BS9278 4.65% 08-01-20288/1/20284.65%**1,774,226 
FANNIE MAE BV2859 3% 03-01-20523/1/20523.00%**52,808 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FANNIE MAE BZ0819 POOL #BZ0819 4.62% 04-01-20294/1/20294.62%**2,228,869 
FANNIE MAE BZ3405 4.32% 03-01-20303/1/20304.32%**902,646 
FANNIE MAE FN BY9041 6% 08-01-20538/1/20536.00%**1,015,637 
FANNIE MAE FNR 2013-34 PF 5.7851% 08-25-20428/25/20424.34%**730,351 
FANNIE MAE POOL #BS7923 4.1% 03-01-20283/1/20284.10%**4,019,719 
FANNIE MAE POOL #BZ0592 5.05% 03-01-20293/1/20295.05%**3,086,654 
FANNIE MAE POOL #BZ3406 4.32% 03-01-20303/1/20304.32%**1,121,744 
FANNIE MAE POOL #CB8226 6.5% 03-01-20543/1/20546.50%**398,970 
FANNIE MAE POOL #FN BZ2693 5.29% 01-01-20361/1/20365.29%**342,195 
FANNIE MAE POOL FN DA5981 6.50% 6.5% 01-01-20541/1/20546.50%**40,632 
FANNIE MAE POOL#BZ3735 4.36% 05-01-20305/1/20304.36%**4,038,287 
FANNIE MAE REMIC SER 15-88 CL AC 3.0% 04-25-20434/25/20433.00%**2,293,827 
FANNIE MAE REMIC SR 015-60 CL-AF FLTG RATE 08-25-20458/25/20454.29%**482,549 
FANNIE MAE REMICS SR 24-86 CL FA FLTG 12-25-205412/25/20545.32%**1,421,833 
FANNIE MAE SR 05-99 CL KZ 5.5% 12-25-203512/25/20355.50%**976,866 
FANNIE MAE SR 12-104 CL QC 2.5% 05-25-20425/25/20422.50%**197,544 
FANNIE MAE SR 24-100 CL V 5.5% 12-25-203512/25/20355.50%**6,384,538 
FANNIE MAE SR 24-88 CL FD FLTG RT 12-25-205412/25/20545.07%**591,129 
FANNIE MAE SR 24-88 CL J 5.5% 10-25-205010/25/20505.50%**3,383,063 
FANNIE POOL #BX6719 5.5% 02-01-20532/1/20535.50%**281,113 
FANNIEMAE-ACES SER 22-M1G CL A1 VAR 01-25-20319/25/20311.53%**2,679,527 
FANUC CORP NPV**54,340 
FAR EAST HORIZON NPV**28,923 
FARMERS NATL BANC CORP COM**34,366 
FAST RETAILING CO LTD NPV**108,980 
FASTENAL CO COM**125,767 
FASTLY INC CL A CL A**29,074 
FB FINL CORP COM**7,569,605 
FED AGRIC MTG CORP MEDIUM TERM NTS TRANCHE # TR 00292 2.6% 10-17-203410/17/20342.60%**436,859 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD .7% 01-27-20271/27/20270.70%**5,818,704 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.28% 06-03-20306/3/20301.28%**195,148 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.3% 02-03-20312/3/20311.30%**3,388,154 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.48% 02-18-20312/18/20311.48%**279,324 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.48% 11-26-203211/26/20321.48%**8,424,827 
FED FARM CR BKS CONS SYSTEMWIDE BDS DTD 1.99% 03-17-20313/17/20311.99%**168,084 
FED HOME LN BANKS 4% DUE 02-01-20532/1/20534.00%**4,282,828 
FED HOME LN MTG 1% DUE 05-15-20415/15/20411.00%**2,385,314 
FED HOME LN MTG 2.5% DUE 01-01-20521/1/20522.50%**7,062,432 
FED HOME LN MTG 2.5% DUE 02-01-20512/1/20512.50%**1,187,661 
FED HOME LN MTG 2.5% DUE 07-01-20507/1/20502.50%**1,112,188 
FED HOME LN MTG 2.5% DUE 10-01-203510/1/20352.50%**1,277,983 
FED HOME LN MTG 2.5% DUE 10-01-205010/1/20502.50%**1,517,278 
FED HOME LN MTG 3% DUE 02-01-20502/1/20503.00%**2,526,243 
FED HOME LN MTG 3% DUE 03-01-20523/1/20523.00%**469,044 
FED HOME LN MTG 3.5% DUE 04-01-20504/1/20503.50%**3,941,985 
FED HOME LN MTG 3.5% DUE 09-01-20329/1/20323.50%**255,592 
FED HOME LN MTG 4% DUE 04-01-20524/1/20524.00%**2,720,392 
FED HOME LN MTG 5.5% DUE 09-01-20539/1/20535.50%**23,599,265 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FED HOME LN MTG 6% DUE 07-01-20537/1/20536.00%**393,357 
FED HOME LN MTG CORP G14239 4 DUE 09-01-20269/1/20264.00%**956 
FED HOME LOAN MTG SR 3981 CL ME 3.0% 01-15-20271/15/20273.00%**11,242 
FED NATL MTG ASSOC 5% DUE 05-01-20535/1/20535.00%**195,681 
FEDERAL BANK**600,373 
FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 1.37% 11-04-203011/4/20301.37%**93,806 
FEDERAL FARM CREDIT 2.17% 10-29-202910/29/20292.17%**2,371,103 
FEDERAL FARM CREDIT BANK 4.41% 01-28-20271/28/20274.41%**2,533,329 
FEDERAL HOME LN BKS 1.5% 09-30-20339/30/20331.50%**297,730 
FEDERAL HOME LN BKS 2.0% 02-25-20362/25/20362.00%**119,319 
FEDERAL HOME LN BKS 2.1% 02-25-20392/25/20392.10%**366,054 
FEDERAL HOME LN BKS 2.18% 11-06-202911/6/20292.18%**3,307,039 
FEDERAL HOME LN BKS 2.5% 05-19-20365/19/20362.50%**248,205 
FEDERAL HOME LN BKS 4.0% 10-07-202710/7/20274.00%**2,087,791 
FEDERAL HOME LN BKS 4.05% 10-08-202710/8/20274.05%**1,290,089 
FEDERAL HOME LN BKS 4.07% 11-09-202711/9/20274.07%**1,919,112 
FEDERAL HOME LN BKS CONS BD DTD 01/27/2021 1.61% 01-27-20331/27/20331.61%**1,940,821 
FEDERAL HOME LN BKS CONS BD DTD 02/05/2021 1.8% 02-05-20362/5/20361.80%**545,998 
FEDERAL HOME LN BKS CONS BD DTD 02/12/2021 .55% 02-12-20262/12/20260.55%**4,982,576 
FEDERAL HOME LN BKS CONS BD DTD 03/03/2021 .9% 03-03-20263/3/20260.90%**1,891,510 
FEDERAL HOME LN BKS CONS BD DTD 03/04/2021 .8% 03-04-20263/4/20260.80%**9,390,546 
FEDERAL HOME LN BKS CONS BD DTD 06/23/2021 2.375% 06-23-20366/23/20362.38%**489,397 
FEDERAL HOME LN BKS CONS BD DTD 07/30/2021 1.11% 07-27-20267/27/20261.11%**1,970,131 
FEDERAL HOME LN BKS CONS BD DTD 09/29/2025 4.125% 09-17-20279/17/20274.12%**1,290,276 
FEDERAL HOME LN BKS CONS BD DTD 1.57% 06-30-20326/30/20321.57%**2,543,013 
FEDERAL HOME LN MTG CORP POOL #QD3960 2.0% 01-01-20521/1/20522.00%**372,335 
FEDERAL HOME LN MTG CORP 2% 01-01-20421/1/20422.00%**312,062 
FEDERAL HOME LN MTG CORP 2% 11-01-205111/1/20512.00%**415,983 
FEDERAL HOME LN MTG CORP 2.5% 01-01-20521/1/20522.50%**417,891 
FEDERAL HOME LN MTG CORP 2.5% 04-01-20374/1/20372.50%**2,068,321 
FEDERAL HOME LN MTG CORP 3% 04-01-20524/1/20523.00%**413,323 
FEDERAL HOME LN MTG CORP 3.5% 05-01-20525/1/20523.50%**191,059 
FEDERAL HOME LN MTG CORP 5.5% 01-01-20531/1/20535.50%**478,969 
FEDERAL HOME LN MTG CORP 5.5% 07-01-20537/1/20535.50%**229,853 
FEDERAL HOME LN MTG CORP 6% 12-01-205212/1/20526.00%**950,720 
FEDERAL HOME LN MTG CORP 6.5% 01-01-20531/1/20536.50%**405,823 
FEDERAL HOME LN MTG CORP MULTICLASS PREASSIGN SER 3019 CL FN 08-15-2035 REG8/15/20354.40%**471,845 
FEDERAL HOME LN MTG CORP MULTICLASS SER 004639 CL KB STEP UP 04-15-20534/15/20533.25%**1,007,479 
FEDERAL HOME LN MTG CORP MULTICLASS SER 3384 CL FL FLTG RT 11-15-203711/15/20374.63%**742,990 
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-25 CL EF VAR 04-25-2038 REG4/25/20384.94%**444,374 
FEDERAL HOME LN MTG CORP MULTICLASS SR 2008-6 CL BF VAR 02-25-2038 REG2/25/20384.49%**658,647 
FEDERAL HOME LN MTG CORP MULTICLASS SR 2410 CL PF VAR 02-15-2032 REG2/15/20325.08%**223,031 
FEDERAL HOME LN MTG CORP MULTICLASS SR 3055 CL CF VAR 10-15-2035 REG10/15/20354.51%**93,523 
FEDERAL HOME LN MTG CORP MULTICLASS SR 3150 CL FA VAR 05-15-2036 REG5/15/20364.45%**556,054 
FEDERAL HOME LN MTG CORP MULTICLASS VAR SR 2012-17 CL FG 03-25-2042 REG3/25/20424.49%**808,387 
FEDERAL HOME LN MTG CORP POOL #2B0646 FLTG RT DUE 07-01-2042 BEO7/1/20426.52%**16,598 
FEDERAL HOME LN MTG CORP POOL #410792 5.88% 02-01-2030 BEO2/1/20305.88%**2,441 
FEDERAL HOME LN MTG CORP POOL #841076 3.007% 11-01-2048 BEO11/1/20483.01%**2,781,944 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #841077 5.046% 11-01-2047 BEO11/1/20475.16%**646,147 
FEDERAL HOME LN MTG CORP POOL #841081 3.118% 02-01-2050 BEO2/1/20503.27%**1,323,047 
FEDERAL HOME LN MTG CORP POOL #849407 6.279% 09-01-2037 BEO9/1/20376.26%**63,220 
FEDERAL HOME LN MTG CORP POOL #84-9790 FLTG RT DUE 03-01-20453/1/20456.28%**368,499 
FEDERAL HOME LN MTG CORP POOL #A39803 5.5% 11-01-2035 BEO11/1/20355.50%**4,308 
FEDERAL HOME LN MTG CORP POOL #A47038 5%09-01-2035 BEO9/1/20355.00%**21,292 
FEDERAL HOME LN MTG CORP POOL #A62378 6%06-01-2037 BEO6/1/20376.00%**4,711 
FEDERAL HOME LN MTG CORP POOL #A63809 6%08-01-2037 BEO8/1/20376.00%**15,805 
FEDERAL HOME LN MTG CORP POOL #A69654 6%12-01-2037 BEO12/1/20376.00%**6,319 
FEDERAL HOME LN MTG CORP POOL #A71410 6%01-01-2038 BEO1/1/20386.00%**129 
FEDERAL HOME LN MTG CORP POOL #A85726 5%04-01-2039 BEO4/1/20395.00%**32,056 
FEDERAL HOME LN MTG CORP POOL #A91235 4.5% 02-01-2040 BEO2/1/20404.50%**79,708 
FEDERAL HOME LN MTG CORP POOL #A93318 5%08-01-2040 BEO8/1/20405.00%**58,848 
FEDERAL HOME LN MTG CORP POOL #A93625 5%08-01-2040 BEO8/1/20405.00%**124,189 
FEDERAL HOME LN MTG CORP POOL #A93652 5%09-01-2040 BEO9/1/20405.00%**8,434 
FEDERAL HOME LN MTG CORP POOL #A93713 5%09-01-2040 BEO9/1/20405.00%**138,711 
FEDERAL HOME LN MTG CORP POOL #A94069 5%09-01-2040 BEO9/1/20405.00%**48,965 
FEDERAL HOME LN MTG CORP POOL #A94898 4.5% 11-01-2040 BEO11/1/20404.50%**92,870 
FEDERAL HOME LN MTG CORP POOL #A95085 4%11-01-2040 BEO11/1/20404.00%**81,148 
FEDERAL HOME LN MTG CORP POOL #A95519 4.5% 12-01-2040 BEO12/1/20404.50%**30,453 
FEDERAL HOME LN MTG CORP POOL #A95561 4%12-01-2040 BEO12/1/20404.00%**138,591 
FEDERAL HOME LN MTG CORP POOL #A95575 4%12-01-2040 BEO12/1/20404.00%**117,663 
FEDERAL HOME LN MTG CORP POOL #A97040 4%02-01-2041 BEO2/1/20414.00%**83,888 
FEDERAL HOME LN MTG CORP POOL #C01623 5.5% 09-01-2033 BEO9/1/20335.50%**69,148 
FEDERAL HOME LN MTG CORP POOL #C03517 4.5% 09-01-2040 BEO9/1/20404.50%**63,054 
FEDERAL HOME LN MTG CORP POOL #C03520 4%09-01-2040 BEO9/1/20404.00%**569,376 
FEDERAL HOME LN MTG CORP POOL #C03545 5%08-01-2040 BEO9/1/20404.00%**62,860 
FEDERAL HOME LN MTG CORP POOL #C03613 4%11-01-2040 BEO11/1/20404.00%**72,910 
FEDERAL HOME LN MTG CORP POOL #C03792 3.5% 04-01-2042 BEO4/1/20423.50%**293,934 
FEDERAL HOME LN MTG CORP POOL #C04240 3.5% 09-01-2042 BEO9/1/20423.50%**168,747 
FEDERAL HOME LN MTG CORP POOL #C04422 3%12-01-2042 BEO12/1/20423.00%**206,093 
FEDERAL HOME LN MTG CORP POOL #C09022 3%01-01-2043 BEO1/1/20433.00%**891,614 
FEDERAL HOME LN MTG CORP POOL #C09055 4%12-01-2043 BEO12/1/20434.00%**130,259 
FEDERAL HOME LN MTG CORP POOL #C10542 7%06-01-2028 BEO6/1/20287.00%**544 
FEDERAL HOME LN MTG CORP POOL #C12585 7%07-01-2028 BEO7/1/20287.00%**89 
FEDERAL HOME LN MTG CORP POOL #C14084 7%08-01-2028 BEO8/1/20287.00%**594 
FEDERAL HOME LN MTG CORP POOL #C91161 5%02-01-2028 BEO2/1/20285.00%**1,246 
FEDERAL HOME LN MTG CORP POOL #C91362 4.5% 03-01-2031 BEO3/1/20314.50%**65,661 
FEDERAL HOME LN MTG CORP POOL #C91581 3%11-01-2032 BEO11/1/20323.00%**419,250 
FEDERAL HOME LN MTG CORP POOL #C91589 3.5% 11-01-2032 BEO11/1/20323.50%**81,242 
FEDERAL HOME LN MTG CORP POOL #C91925 3.5% 04-01-2037 BEO4/1/20373.50%**365,564 
FEDERAL HOME LN MTG CORP POOL #C91928 3.5% 05-01-2037 BEO5/1/20373.50%**58,998 
FEDERAL HOME LN MTG CORP POOL #C91942 4%06-01-2037 BEO6/1/20374.00%**4,703 
FEDERAL HOME LN MTG CORP POOL #C91960 3.5% 11-01-2037 BEO11/1/20373.50%**274,818 
FEDERAL HOME LN MTG CORP POOL #D70703 7%04-01-2026 BEO4/1/20267.00%**284 
FEDERAL HOME LN MTG CORP POOL #D75787 8%11-01-2026 BEO11/1/20268.00%**191 
FEDERAL HOME LN MTG CORP POOL #D80177 7%05-01-2027 BEO5/1/20277.00%**774 
FEDERAL HOME LN MTG CORP POOL #FR SD8265 4.0% 11-01-205211/1/20524.00%**1,992,488 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #G00704 7%12-01-2026 BEO12/1/20267.00%**51 
FEDERAL HOME LN MTG CORP POOL #G01665 5.5% 03-01-2034 BEO3/1/20345.50%**89,378 
FEDERAL HOME LN MTG CORP POOL #G02031 5.5% 02-01-2036 BEO2/1/20365.50%**28,092 
FEDERAL HOME LN MTG CORP POOL #G02427 5.5% 12-01-2036 BEO12/1/20365.50%**89,248 
FEDERAL HOME LN MTG CORP POOL #G03073 5.5% 07-01-2037 BEO7/1/20375.50%**48,931 
FEDERAL HOME LN MTG CORP POOL #G03233 6%08-01-2037 BEO8/1/20376.00%**2,398 
FEDERAL HOME LN MTG CORP POOL #G03695 5.5% 11-01-2037 BEO11/1/20375.50%**24,765 
FEDERAL HOME LN MTG CORP POOL #G03812 5.5% 02-01-2038 BEO2/1/20385.50%**34,352 
FEDERAL HOME LN MTG CORP POOL #G03819 6%01-01-2038 BEO1/1/20386.00%**14,151 
FEDERAL HOME LN MTG CORP POOL #G04448 5.5% 07-01-2038 BEO7/1/20385.50%**13,934 
FEDERAL HOME LN MTG CORP POOL #G04585 5.5% 02-01-2038 BEO2/1/20385.50%**24,578 
FEDERAL HOME LN MTG CORP POOL #G04588 5.5% 08-01-2038 BEO8/1/20385.50%**14,873 
FEDERAL HOME LN MTG CORP POOL #G04636 5%12-01-2035 BEO12/1/20355.00%**17,123 
FEDERAL HOME LN MTG CORP POOL #G04688 5.5% 09-01-2038 BEO9/1/20385.50%**14,002 
FEDERAL HOME LN MTG CORP POOL #G05179 5.5% 01-01-2039 BEO1/1/20395.50%**17,572 
FEDERAL HOME LN MTG CORP POOL #G05527 4%07-01-2039 BEO7/1/20394.00%**11,277 
FEDERAL HOME LN MTG CORP POOL #G05676 4%11-01-2039 BEO11/1/20394.00%**204,216 
FEDERAL HOME LN MTG CORP POOL #G05726 5%08-01-2039 BEO8/1/20395.00%**49,556 
FEDERAL HOME LN MTG CORP POOL #G05741 4.5% 12-01-2039 BEO12/1/20394.50%**106,977 
FEDERAL HOME LN MTG CORP POOL #G05927 4.5% 07-01-2040 BEO7/1/20404.50%**244,503 
FEDERAL HOME LN MTG CORP POOL #G06021 5.5% 01-01-2040 BEO1/1/20405.50%**39,300 
FEDERAL HOME LN MTG CORP POOL #G06087 5%09-01-2040 BEO9/1/20405.00%**11,119 
FEDERAL HOME LN MTG CORP POOL #G06601 4.5% 12-01-2040 BEO12/1/20404.50%**470,324 
FEDERAL HOME LN MTG CORP POOL #G07032 3%06-01-2042 BEO6/1/20423.00%**248,217 
FEDERAL HOME LN MTG CORP POOL #G07129 3.5% 09-01-2042 BEO9/1/20423.50%**239,772 
FEDERAL HOME LN MTG CORP POOL #G07434 3.5% 07-01-2043 BEO7/1/20433.50%**475,365 
FEDERAL HOME LN MTG CORP POOL #G08273 5.5% 06-01-2038 BEO6/1/20385.50%**10,358 
FEDERAL HOME LN MTG CORP POOL #G08368 4.5% 10-01-2039 BEO10/1/20394.50%**90,233 
FEDERAL HOME LN MTG CORP POOL #G08457 4.5% 08-01-2041 BEO8/1/20414.50%**147,674 
FEDERAL HOME LN MTG CORP POOL #G08521 3%01-01-2043 BEO1/1/20433.00%**148,366 
FEDERAL HOME LN MTG CORP POOL #G08540 3%08-01-2043 BEO8/1/20433.00%**247,648 
FEDERAL HOME LN MTG CORP POOL #G08567 4%01-01-2044 BEO1/1/20444.00%**279,670 
FEDERAL HOME LN MTG CORP POOL #G08624 4%01-01-2045 BEO1/1/20454.00%**371,466 
FEDERAL HOME LN MTG CORP POOL #G08653 3%07-01-2045 BEO7/1/20453.00%**437,687 
FEDERAL HOME LN MTG CORP POOL #G08672 4%10-01-2045 BEO10/1/20454.00%**218,893 
FEDERAL HOME LN MTG CORP POOL #G08681 3.5% 12-01-2045 BEO12/1/20453.50%**802,860 
FEDERAL HOME LN MTG CORP POOL #G08732 3%11-01-2046 BEO11/1/20463.00%**850,927 
FEDERAL HOME LN MTG CORP POOL #G08734 4%11-01-2046 BEO11/1/20464.00%**440,228 
FEDERAL HOME LN MTG CORP POOL #G08741 3%01-01-2047 BEO1/1/20473.00%**555,716 
FEDERAL HOME LN MTG CORP POOL #G08764 4.5% 05-01-2047 BEO5/1/20474.50%**110,875 
FEDERAL HOME LN MTG CORP POOL #G08770 3.5% 07-01-2047 BEO7/1/20473.50%**1,374,367 
FEDERAL HOME LN MTG CORP POOL #G08772 4.5% 07-01-2047 BEO7/1/20474.50%**67,105 
FEDERAL HOME LN MTG CORP POOL #G08785 4%10-01-2047 BEO10/1/20474.00%**132,793 
FEDERAL HOME LN MTG CORP POOL #G08786 4.5% 10-01-2047 BEO10/1/20474.50%**117,424 
FEDERAL HOME LN MTG CORP POOL #G08790 4.5% 11-01-2047 BEO11/1/20474.50%**101,831 
FEDERAL HOME LN MTG CORP POOL #G08792 3.5% 12-01-2047 BEO12/1/20473.50%**1,452,582 
FEDERAL HOME LN MTG CORP POOL #G08809 4%04-01-2048 BEO4/1/20484.00%**52,440 
FEDERAL HOME LN MTG CORP POOL #G08827 4.5% 07-01-2048 BEO7/1/20484.50%**438,895 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #G08832 4.5% 08-01-2048 BEO8/1/20484.50%**187,412 
FEDERAL HOME LN MTG CORP POOL #G08862 4%02-01-2049 BEO2/1/20494.00%**2,116,368 
FEDERAL HOME LN MTG CORP POOL #G14375 4%07-01-2026 BEO7/1/20264.00%**55 
FEDERAL HOME LN MTG CORP POOL #G14517 2.5% 07-01-2027 BEO7/1/20272.50%**413,497 
FEDERAL HOME LN MTG CORP POOL #G14956 2.5% 05-01-2028 BEO5/1/20282.50%**67,819 
FEDERAL HOME LN MTG CORP POOL #G15100 2.5% 07-01-2028 BEO7/1/20282.50%**408,358 
FEDERAL HOME LN MTG CORP POOL #G15252 3%12-01-2029 BEO12/1/20293.00%**119,437 
FEDERAL HOME LN MTG CORP POOL #G15403 3.5% 04-01-2030 BEO4/1/20303.50%**282,164 
FEDERAL HOME LN MTG CORP POOL #G15441 3%03-01-2030 BEO3/1/20303.00%**110,598 
FEDERAL HOME LN MTG CORP POOL #G15653 3%10-01-2028 BEO10/1/20283.00%**4,095,566 
FEDERAL HOME LN MTG CORP POOL #G16015 3%01-01-2032 BEO1/1/20323.00%**135,572 
FEDERAL HOME LN MTG CORP POOL #G16177 2%01-01-2032 BEO1/1/20322.00%**342,368 
FEDERAL HOME LN MTG CORP POOL #G16763 4%02-01-2034 BEO2/1/20344.00%**924,187 
FEDERAL HOME LN MTG CORP POOL #G16789 4%02-01-2034 BEO2/1/20344.00%**1,077,667 
FEDERAL HOME LN MTG CORP POOL #G16792 4%03-01-2034 BEO3/1/20344.00%**902,733 
FEDERAL HOME LN MTG CORP POOL #G18475 2.5% 08-01-2028 BEO8/1/20282.50%**23,157 
FEDERAL HOME LN MTG CORP POOL #G18552 3%05-01-2030 BEO5/1/20303.00%**188,797 
FEDERAL HOME LN MTG CORP POOL #G18659 3%09-01-2032 BEO9/1/20323.00%**280,247 
FEDERAL HOME LN MTG CORP POOL #G20028 7.5% 12-01-2036 BEO12/1/20367.50%**93,887 
FEDERAL HOME LN MTG CORP POOL #G30591 6%02-01-2028 BEO2/1/20286.00%**2,982 
FEDERAL HOME LN MTG CORP POOL #G31156 5.5% 02-01-2029 BEO2/1/20295.50%**480,617 
FEDERAL HOME LN MTG CORP POOL #G60985 3%05-01-2047 BEO5/1/20473.00%**2,042,000 
FEDERAL HOME LN MTG CORP POOL #G61047 4.5% 07-01-2047 BEO7/1/20474.50%**100,381 
FEDERAL HOME LN MTG CORP POOL #G61502 5%02-01-2048 BEO2/1/20485.00%**85,842 
FEDERAL HOME LN MTG CORP POOL #G61638 4%07-01-2048 BEO7/1/20484.00%**301,697 
FEDERAL HOME LN MTG CORP POOL #G61657 5%12-01-2047 BEO12/1/20475.00%**249,628 
FEDERAL HOME LN MTG CORP POOL #G61713 3.5% 01-01-2045 BEO1/1/20453.50%**270,993 
FEDERAL HOME LN MTG CORP POOL #G61739 3%09-01-2048 BEO9/1/20483.00%**1,327,339 
FEDERAL HOME LN MTG CORP POOL #G61909 4.5% 12-01-2037 BEO12/1/20374.50%**508,914 
FEDERAL HOME LN MTG CORP POOL #J15658 4%06-01-2026 BEO6/1/20264.00%**1,450 
FEDERAL HOME LN MTG CORP POOL #J15719 4%06-01-2026 BEO6/1/20264.00%**7,832 
FEDERAL HOME LN MTG CORP POOL #J16059 4%07-01-2026 BEO7/1/20264.00%**2,294 
FEDERAL HOME LN MTG CORP POOL #J25735 3%09-01-2028 BEO9/1/20283.00%**45,087 
FEDERAL HOME LN MTG CORP POOL #J27464 3.5% 02-01-2029 BEO2/1/20293.50%**89,121 
FEDERAL HOME LN MTG CORP POOL #J31736 3.5% 05-01-2030 BEO5/1/20303.50%**154,801 
FEDERAL HOME LN MTG CORP POOL #Q04673 4%11-01-2041 BEO11/1/20414.00%**203,907 
FEDERAL HOME LN MTG CORP POOL #Q04674 4%12-01-2041 BEO12/1/20414.00%**2,405 
FEDERAL HOME LN MTG CORP POOL #Q10448 3.5% 08-01-2042 BEO8/1/20423.50%**109,684 
FEDERAL HOME LN MTG CORP POOL #Q19853 3.5% 06-01-2043 BEO6/1/20433.50%**185,870 
FEDERAL HOME LN MTG CORP POOL #Q25703 4.5% 04-01-2044 BEO4/1/20444.50%**212,985 
FEDERAL HOME LN MTG CORP POOL #Q25705 4.5% 04-01-2044 BEO4/1/20444.50%**86,609 
FEDERAL HOME LN MTG CORP POOL #Q56364 4%05-01-2048 BEO5/1/20484.00%**355,376 
FEDERAL HOME LN MTG CORP POOL #QC3242 3%06-01-2051 BEO6/1/20513.00%**219,681 
FEDERAL HOME LN MTG CORP POOL #QD6056 3%02-01-2052 BEO2/1/20523.00%**362,280 
FEDERAL HOME LN MTG CORP POOL #QF8222 6.5% 02-01-2053 BEO2/1/20536.50%**215,428 
FEDERAL HOME LN MTG CORP POOL #QF8298 6.5% 03-01-2053 BEO3/1/20536.50%**108,760 
FEDERAL HOME LN MTG CORP POOL #RA3882 2.0% DUE 11-01-2050 REG11/1/20502.00%**699,489 
FEDERAL HOME LN MTG CORP POOL #RA-3913 2.5% 11-01-205011/1/20502.50%**4,169,168 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #RA4142 2.5% 12-01-2050 BEO12/1/20502.50%**3,030,613 
FEDERAL HOME LN MTG CORP POOL #RA5373 2%DUE 06-01-2051 REG6/1/20512.00%**836,859 
FEDERAL HOME LN MTG CORP POOL #RB5114 2.0% DUE 05-01-20416/1/20412.00%**233,137 
FEDERAL HOME LN MTG CORP POOL #RB-5131 2.0% 09-01-204110/1/20412.00%**1,877,141 
FEDERAL HOME LN MTG CORP POOL #RB-5141 2% DUE 01-01-2042 REG1/1/20422.00%**189,501 
FEDERAL HOME LN MTG CORP POOL #RB5153 2%04-01-2042 BEO4/1/20422.00%**590,712 
FEDERAL HOME LN MTG CORP POOL #RBS5145 2.0% 01-01-20422/1/20422.00%**3,434,996 
FEDERAL HOME LN MTG CORP POOL #RE0014 3.0% 09-01-20509/1/20503.00%**1,578,042 
FEDERAL HOME LN MTG CORP POOL #RJ0137 5.0%12-01-205312/1/20535.00%**11,772,000 
FEDERAL HOME LN MTG CORP POOL #S0-6179 3% 09-15-2042 BEO9/15/20423.00%**1,397,297 
FEDERAL HOME LN MTG CORP POOL #S0-6228 3% 09-15-2042 BEO9/15/20423.00%**1,080,595 
FEDERAL HOME LN MTG CORP POOL #SB0258 4% 06-01-20346/1/20344.00%**404,438 
FEDERAL HOME LN MTG CORP POOL #SC0093 2.0% 10-01-204010/1/20402.00%**299,320 
FEDERAL HOME LN MTG CORP POOL #SC0319 2%04-01-2042 BEO4/1/20422.00%**792,603 
FEDERAL HOME LN MTG CORP POOL #SD-0573 2.0% DUE 04-01-2051 REG4/1/20512.00%**189,003 
FEDERAL HOME LN MTG CORP POOL #SD-0615 4.5% 01-01-20511/1/20514.50%**561,612 
FEDERAL HOME LN MTG CORP POOL #SD0987 4.5% 01-01-2050 BEO1/1/20504.50%**775,873 
FEDERAL HOME LN MTG CORP POOL #SD1439 2%02-01-2052 BEO2/1/20522.00%**1,122,382 
FEDERAL HOME LN MTG CORP POOL #SD1610 4.5% 09-01-2052 BEO9/1/20524.50%**26,424,863 
FEDERAL HOME LN MTG CORP POOL #SD2394 4.5% 11-01-2052 BEO11/1/20524.50%**558,484 
FEDERAL HOME LN MTG CORP POOL #SD3642 6%09-01-2053 BEO9/1/20536.00%**790,678 
FEDERAL HOME LN MTG CORP POOL #SD3737 6%09-01-2053 BEO9/1/20536.00%**563,913 
FEDERAL HOME LN MTG CORP POOL #SD3853 5.5% 08-01-2053 BEO8/1/20535.50%**19,762,901 
FEDERAL HOME LN MTG CORP POOL #SD3942 4.5% 01-01-2053 BEO1/1/20534.50%**2,936,399 
FEDERAL HOME LN MTG CORP POOL #SD3953 3%02-01-2052 BEO2/1/20523.00%**4,016,541 
FEDERAL HOME LN MTG CORP POOL #SD4030 6.5% 10-01-2053 BEO10/1/20536.50%**2,251,951 
FEDERAL HOME LN MTG CORP POOL #SD4115 4.5% 10-01-2052 BEO10/1/20524.50%**2,133,085 
FEDERAL HOME LN MTG CORP POOL #SD4365 5.5% 09-01-2053 BEO9/1/20535.50%**495,333 
FEDERAL HOME LN MTG CORP POOL #SD7554 2.5% 04-01-2052 BEO4/1/20522.50%**6,129,735 
FEDERAL HOME LN MTG CORP POOL #SD7555 3%08-01-2052 BEO8/1/20523.00%**5,331,923 
FEDERAL HOME LN MTG CORP POOL #SD7560 4.0% 02-01-20532/1/20534.00%**1,697,883 
FEDERAL HOME LN MTG CORP POOL #SD8090 2.0% DUE 08-01-20509/1/20502.00%**1,415,675 
FEDERAL HOME LN MTG CORP POOL #SD8141 2.5% DUE 03-01-2051 REG4/1/20512.50%**10,517,430 
FEDERAL HOME LN MTG CORP POOL #SD8151 2.5% DUE 06-01-2051 BEO6/1/20512.50%**4,727,599 
FEDERAL HOME LN MTG CORP POOL #SD8155 2.0% 07-01-20517/1/20512.00%**1,150,267 
FEDERAL HOME LN MTG CORP POOL #SD8156 2.5% DUE 07-01-2051 BEO7/1/20512.50%**664,900 
FEDERAL HOME LN MTG CORP POOL #SD8238 4.5% DUE 07-01-2052 REG8/1/20524.50%**1,663,525 
FEDERAL HOME LN MTG CORP POOL #SD8244 4%DUE 09-01-2052 BEO9/1/20524.00%**23,161,752 
FEDERAL HOME LN MTG CORP POOL #SD8258 5%DUE 10-01-2052 BEO10/1/20525.00%**1,998,986 
FEDERAL HOME LN MTG CORP POOL #SD8264 3.5% DUE 10-01-2052 BEO11/1/20523.50%**2,835,268 
FEDERAL HOME LN MTG CORP POOL #SD8267 5%DUE 11-01-2052 BEO11/1/20525.00%**4,034,347 
FEDERAL HOME LN MTG CORP POOL #SD8284 3%01-01-2053 BEO1/1/20533.00%**689,458 
FEDERAL HOME LN MTG CORP POOL #SD8290 6%01-01-2053 BEO1/1/20536.00%**6,869,073 
FEDERAL HOME LN MTG CORP POOL #T45022 2.5% 01-01-2028 BEO1/1/20282.50%**249,289 
FEDERAL HOME LN MTG CORP POOL #T45023 2.5% 02-01-2028 BEO2/1/20282.50%**128,827 
FEDERAL HOME LN MTG CORP POOL #U79041 3%10-01-2029 BEO10/1/20293.00%**1,220,553 
FEDERAL HOME LN MTG CORP POOL #U79065 3.5% 04-01-2030 BEO4/1/20303.50%**131,948 
FEDERAL HOME LN MTG CORP POOL #U80439 3.5% 07-01-2033 BEO7/1/20333.50%**37,706 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP POOL #U9-0690 3.5 DUE 06-01-20426/1/20423.50%**48,737 
FEDERAL HOME LN MTG CORP POOL #U92272 4.5% 12-01-2043 BEO12/1/20434.50%**181,328 
FEDERAL HOME LN MTG CORP POOL #U99076 4.5% 12-01-2043 BEO12/1/20434.50%**1,341,674 
FEDERAL HOME LN MTG CORP POOL #U99084 4.5% 02-01-2044 BEO2/1/20444.50%**1,038,448 
FEDERAL HOME LN MTG CORP POOL #U99091 4.5% 03-01-2044 BEO3/1/20444.50%**318,333 
FEDERAL HOME LN MTG CORP POOL #ZA2257 3.5% 04-01-2032 BEO4/1/20323.50%**550,961 
FEDERAL HOME LN MTG CORP POOL #ZA2489 3.5% 01-01-2038 BEO1/1/20383.50%**564,064 
FEDERAL HOME LN MTG CORP POOL #ZA3714 3%06-01-2029 BEO6/1/20293.00%**432,710 
FEDERAL HOME LN MTG CORP POOL #ZA5796 4.5% 11-01-2038 BEO11/1/20384.50%**270,026 
FEDERAL HOME LN MTG CORP POOL #ZK4886 2.5% 01-01-2028 BEO1/1/20282.50%**656,125 
FEDERAL HOME LN MTG CORP POOL #ZK5602 2.5% 06-01-2028 BEO6/1/20282.50%**557,936 
FEDERAL HOME LN MTG CORP POOL #ZM5659 3.5% 02-01-2048 BEO2/1/20483.50%**677,015 
FEDERAL HOME LN MTG CORP POOL #ZM6968 4%06-01-2048 BEO6/1/20484.00%**47,413 
FEDERAL HOME LN MTG CORP POOL #ZS8682 3%01-01-2033 BEO1/1/20333.00%**2,454,077 
FEDERAL HOME LN MTG CORP POOL #ZS9316 3.5% 01-01-2038 BEO1/1/20383.50%**1,895,449 
FEDERAL HOME LN MTG CORP POOL #ZT0536 3.5% 03-01-2048 BEO3/1/20483.50%**3,088,500 
FEDERAL HOME LN MTG CORP POOL #ZT1257 3%01-01-2046 BEO1/1/20463.00%**290,535 
FEDERAL HOME LN MTG CORP POOL #ZT1561 3%04-01-2031 BEO4/1/20313.00%**1,586,488 
FEDERAL HOME LN MTG CORP POOL #ZT1985 3.5% DUE 02-01-2031 BEO2/1/20313.50%**1,560,033 
FEDERAL HOME LN MTG CORP POOL# QF5465 5.0% 12-01-205212/1/20525.00%**443,484 
FEDERAL HOME LN MTG CORP POOL#RB5064 2.0% 06-01-20406/1/20402.00%**505,174 
FEDERAL HOME LN MTG CORP Q15062 3 DUE 02-01-20432/1/20433.00%**738,309 
FEDERAL HOME LN MTG CORP Q5-2319 3.5% 11-01-204711/1/20473.50%**511,915 
FEDERAL HOME LN MTG CORP REMIC SER 2794 CL PH 5.5% 05-15-20345/15/20345.50%**1,413,297 
FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB 6.5 08-15-20398/15/20396.50%**308,076 
FEDERAL HOME LN MTG CORP SER 004569 CL G3.5% DUE 06-15-2042 REG6/15/20423.50%**102,897 
FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-20407/15/20404.58%**39,289 
FEDERAL HOME LN MTG CORP SER 004752 CL PL 3% 09-15-20469/15/20463.00%**983,836 
FEDERAL HOME LN MTG CORP SER 004879 CL DF 4.22183% 08-15-20348/15/20344.50%**703,610 
FEDERAL HOME LN MTG CORP SER 004941 CL MB 3% 07-25-20497/25/20493.00%**862,474 
FEDERAL HOME LN MTG CORP SER 004949 CL CB 3% 05-25-20375/25/20373.00%**43,821 
FEDERAL HOME LN MTG CORP SER 004989 CL FA 4.48913% 08-15-20408/15/20404.49%**988,561 
FEDERAL HOME LN MTG CORP SER 004989 CL FB 4.48913% 10-15-204010/15/20404.49%**763,386 
FEDERAL HOME LN MTG CORP SER 005000 CL MA 2% 06-25-20446/25/20442.00%**658,778 
FEDERAL HOME LN MTG CORP SER 005006 CL KA 2% 06-25-20456/25/20452.00%**1,913,768 
FEDERAL HOME LN MTG CORP SER 00KJ47 CL A2 5.42999982834% 06-25-20316/25/20315.43%**3,130,011 
FEDERAL HOME LN MTG CORP SER 00Q034 CL APT2 2.94236% 07-25-20547/25/20542.94%**4,691,119 
FEDERAL HOME LN MTG CORP SER 2519 CL NU 5.0% 11-15-203211/15/20325.00%**433,945 
FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-20369/15/20364.52%**317,990 
FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-203610/15/20364.50%**224,605 
FEDERAL HOME LN MTG CORP SER 3326 CL FG 4.17183% 06-15-20376/15/20374.45%**659,589 
FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-20358/15/20354.55%**647,602 
FEDERAL HOME LN MTG CORP SER 3370 CL FC 4.46183% 10-15-203710/15/20374.74%**684,796 
FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-20381/15/20385.10%**517,294 
FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-20323/15/20324.75%**104,699 
FEDERAL HOME LN MTG CORP SER 3725 CL PD 2.5% 01-15-20401/15/20402.50%**9,258 
FEDERAL HOME LN MTG CORP SER 3741 CL HF FLTG 11-15-203911/15/20394.55%**49,204 
FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5 DUE 07-15-2040 REG7/15/20404.50%**101,408 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LN MTG CORP SER 3925 CL DE 2.0% 07-15-20407/15/20402.00%**50,231 
FEDERAL HOME LN MTG CORP SER 3954 CL GF 4.32183% 11-15-204111/15/20414.60%**376,197 
FEDERAL HOME LN MTG CORP SER 4024 CL C 3.0% 03-15-20273/15/20273.00%**36,616 
FEDERAL HOME LN MTG CORP SER 4120 CL KA 1.75% 10-15-203210/15/20321.75%**511,891 
FEDERAL HOME LN MTG CORP SER 4125 CL PH 3 08-15-20418/15/20413.00%**579,936 
FEDERAL HOME LN MTG CORP SER 4205 CL PC 1.75% 01-15-20331/15/20331.75%**377,666 
FEDERAL HOME LN MTG CORP SER 4205 CL PE 2% 01-15-20331/15/20332.00%**378,715 
FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.5 05-15-2041 REG5/15/20413.50%**346,202 
FEDERAL HOME LN MTG CORP SER 4231 CL B 2.5% 07-15-20287/15/20282.50%**603,226 
FEDERAL HOME LN MTG CORP SER 4247 CL AK 4.5 12-15-204212/15/20424.50%**110,349 
FEDERAL HOME LN MTG CORP SER 4341 CL MA 4% 11-15-203111/15/20314.00%**1,597,314 
FEDERAL HOME LN MTG CORP SER 4374 CL CE 3.5% 12-15-204312/15/20433.50%**296,208 
FEDERAL HOME LN MTG CORP SER 4508 CL CF FLTG 09-15-20459/15/20454.50%**2,030,250 
FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG3/15/20424.64%**263,093 
FEDERAL HOME LN MTG CORP SER 4559 CL LA 2% 03-15-20313/15/20312.00%**10,451,249 
FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-20417/15/20414.64%**964,518 
FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-204212/15/20424.54%**780,972 
FEDERAL HOME LN MTG CORP SER 5565 CL FA FLTG RT 08-25-20558/25/20555.02%**3,606,742 
FEDERAL HOME LN MTG CORP SL 4365 CL FH FRN 01-15-2040 REG1/15/20404.60%**2,972,840 
FEDERAL HOME LN MTG CORP SR 3867 CL FB FLTG RT 05-15-20415/15/20414.54%**485,275 
FEDERAL HOME LN MTG CORP SR 4097 CL KF FLTG 09-15-20319/15/20314.40%**39,624 
FEDERAL HOME LN MTG CORP SR 4162 CL DA 1.5% 02-15-20282/15/20281.50%**1,513,110 
FEDERAL HOME LN MTG CORP SR 4387 CL NA 1.5% 09-15-20299/15/20291.50%**66,703 
FEDERAL HOME LN MTG CORP SR 5353 CL A 6.5% 08-25-20458/25/20456.50%**2,240,685 
FEDERAL HOME LN MTG CORP SR 5427 CL DA 5.5% 05-25-20455/25/20455.50%**1,893,041 
FEDERAL HOME LOAN BANK 1.8% 01-25-20361/25/20361.80%**3,141,491 
FEDERAL HOME LOAN BANK 2.0% 02-25-20362/25/20362.00%**449,106 
FEDERAL HOME LOAN BANK 4.0% 10-13-202710/13/20274.00%**1,254,112 
FEDERAL HOME LOAN BANKS DISC NTS 01-12-20261/12/2026—%**34,558,941 
FEDERAL HOME LOAN BANKS 2.27% 08-19-20368/19/20362.27%**403,380 
FEDERAL HOME LOAN BANKS 2.5% 11-01-205111/1/20512.50%**7,487,682 
FEDERAL HOME LOAN BANKS 3% 01-01-20521/1/20523.00%**2,251,081 
FEDERAL HOME LOAN BANKS DISC NT 01-02-20261/2/2026—%**31,993,760 
FEDERAL HOME LOAN BANKS DISC NT 01-23-20261/23/2026—%**45,976,642 
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2612 4.5% 10-01-205210/1/20524.50%**1,712,334 
FEDERAL HOME LOAN MORTGAGE CORP #FR SD8288 5.0% 01-01-20531/1/20535.00%**2,837,782 
FEDERAL HOME LOAN MORTGAGE CORP 1.5% 11-01-205011/1/20501.50%**1,614,953 
FEDERAL HOME LOAN MORTGAGE CORP 2% 01-01-20421/1/20422.00%**2,303,882 
FEDERAL HOME LOAN MORTGAGE CORP 2% 02-01-20422/1/20422.00%**516,602 
FEDERAL HOME LOAN MORTGAGE CORP 2% 03-01-20413/1/20412.00%**936,694 
FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-20424/1/20422.00%**1,703,610 
FEDERAL HOME LOAN MORTGAGE CORP 2% 04-01-20514/1/20512.00%**3,545,236 
FEDERAL HOME LOAN MORTGAGE CORP 2% 05-01-20515/1/20512.00%**2,703,767 
FEDERAL HOME LOAN MORTGAGE CORP 2% 07-01-20417/1/20412.00%**283,272 
FEDERAL HOME LOAN MORTGAGE CORP 2% 08-01-20418/1/20412.00%**478,105 
FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-20409/1/20402.00%**398,727 
FEDERAL HOME LOAN MORTGAGE CORP 2% 09-01-20419/1/20412.00%**2,154,958 
FEDERAL HOME LOAN MORTGAGE CORP 2% 12-01-204112/1/20412.00%**5,024,547 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 03-01-20423/1/20422.50%**395,785 
FEDERAL HOME LOAN MORTGAGE CORP 2.5% 08-01-20518/1/20512.50%**1,422,933 
FEDERAL HOME LOAN MORTGAGE CORP 3% 02-01-20512/1/20513.00%**243,292 
FEDERAL HOME LOAN MORTGAGE CORP 3% 03-01-20523/1/20523.00%**132,715 
FEDERAL HOME LOAN MORTGAGE CORP 3% 04-01-20524/1/20523.00%**723,441 
FEDERAL HOME LOAN MORTGAGE CORP 3% 05-01-20425/1/20423.00%**4,534,550 
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 02-01-20342/1/20343.50%**2,888,212 
FEDERAL HOME LOAN MORTGAGE CORP 3.5% 12-01-205012/1/20503.50%**727,169 
FEDERAL HOME LOAN MORTGAGE CORP 4% 07-01-20507/1/20504.00%**325,202 
FEDERAL HOME LOAN MORTGAGE CORP 4% 08-01-20538/1/20534.00%**179,553 
FEDERAL HOME LOAN MORTGAGE CORP 4% 11-01-203911/1/20394.00%**11,046,050 
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 03-01-20473/1/20474.50%**282,515 
FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12-01-205212/1/20524.50%**6,358,670 
FEDERAL HOME LOAN MORTGAGE CORP 5% 01-01-20531/1/20535.00%**461,344 
FEDERAL HOME LOAN MORTGAGE CORP 5% 01-01-20551/1/20555.00%**26,998 
FEDERAL HOME LOAN MORTGAGE CORP 5% 02-01-20532/1/20535.00%**15,914,181 
FEDERAL HOME LOAN MORTGAGE CORP 5% 06-01-20536/1/20535.00%**49,809,698 
FEDERAL HOME LOAN MORTGAGE CORP 5% 07-01-20527/1/20525.00%**1,864,008 
FEDERAL HOME LOAN MORTGAGE CORP 5% 09-01-20359/1/20355.00%**3,990,191 
FEDERAL HOME LOAN MORTGAGE CORP 5% 09-01-20529/1/20525.00%**371,768 
FEDERAL HOME LOAN MORTGAGE CORP 5% 11-01-205311/1/20535.00%**1,592,962 
FEDERAL HOME LOAN MORTGAGE CORP 5% 11-01-205411/1/20545.00%**6,920,407 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 01-01-20531/1/20535.50%**1,079,411 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-20532/1/20535.50%**10,106,910 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-01-20552/1/20555.50%**6,089,322 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 02-25-20502/25/20505.50%**3,123,541 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 04-01-20534/1/20535.50%**444,821 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 05-01-20535/1/20535.50%**2,181,836 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 06-01-20536/1/20535.50%**1,078,484 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 08-01-20538/1/20535.50%**1,352,955 
FEDERAL HOME LOAN MORTGAGE CORP 5.5% 12-01-205212/1/20525.50%**392,815 
FEDERAL HOME LOAN MORTGAGE CORP 6% 02-01-20552/1/20556.00%**9,802,209 
FEDERAL HOME LOAN MORTGAGE CORP 6% 03-01-20533/1/20536.00%**521,460 
FEDERAL HOME LOAN MORTGAGE CORP 6% 03-01-20553/1/20556.00%**39,217,342 
FEDERAL HOME LOAN MORTGAGE CORP 6% 04-01-20544/1/20546.00%**255,387 
FEDERAL HOME LOAN MORTGAGE CORP 6% 10-01-205310/1/20536.00%**429,041 
FEDERAL HOME LOAN MORTGAGE CORP 6% 12-01-205212/1/20526.00%**1,094,320 
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 02-01-20532/1/20536.50%**563,044 
FEDERAL HOME LOAN MORTGAGE CORP 6.5% 04-01-20544/1/20546.50%**791,761 
FEDERAL HOME LOAN MORTGAGE CORP POOL #QB5093 2.5% 11-01-2050 BEO11/1/20502.50%**222,390 
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD0935 3% DUE 04-01-2052 REG4/1/20523.00%**5,058,031 
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD1218 4.0% DUE 07-01-2049 REG7/1/20494.00%**419,681 
FEDERAL HOME LOAN MORTGAGE CORP POOL #SD2511 5.5% DUE 04-01-20534/1/20535.50%**384,119 
FEDERAL HOME LOAN MORTGAGE CORP SER 00K509 CL A2 4.85% 09-25-20289/25/20284.85%**5,022,504 
FEDERAL NATIONAL MORTGAGE ASSOC 2% 02-01-20512/1/20512.00%**1,207,422 
FEDERAL NATIONAL MORTGAGE ASSOC 2% 03-01-20513/1/20512.00%**2,676,993 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL NATIONAL MORTGAGE ASSOC 2% 05-01-20515/1/20512.00%**3,540,158 
FEDERAL NATIONAL MORTGAGE ASSOC 2% 11-01-205111/1/20512.00%**822,661 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 01-01-20521/1/20522.50%**4,075,874 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-20362/1/20362.50%**1,573,428 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 02-01-20522/1/20522.50%**1,433,250 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-20414/1/20412.50%**625,696 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 04-01-20524/1/20522.50%**1,948,386 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 07-01-20517/1/20512.50%**355,251 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 08-01-20518/1/20512.50%**294,162 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 10-01-205010/1/20502.50%**5,372,810 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-204111/1/20412.50%**1,397,256 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 11-01-205011/1/20502.50%**308,789 
FEDERAL NATIONAL MORTGAGE ASSOC 2.5% 12-01-205112/1/20512.50%**1,127,609 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 01-01-20521/1/20523.00%**3,061,909 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 05-01-20525/1/20523.00%**36,208 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 06-01-20526/1/20523.00%**2,224,516 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 07-01-20527/1/20523.00%**1,386,346 
FEDERAL NATIONAL MORTGAGE ASSOC 3% 10-01-205110/1/20513.00%**2,189,566 
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 03-01-20523/1/20523.50%**1,020,604 
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 04-01-20524/1/20523.50%**272,305 
FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 05-01-20525/1/20523.50%**639,088 
FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-20504/1/20504.00%**1,452,367 
FEDERAL NATIONAL MORTGAGE ASSOC 4% 04-01-20524/1/20524.00%**340,445 
FEDERAL NATIONAL MORTGAGE ASSOC 4.81% 12-01-202912/1/20294.81%**3,844,399 
FEDERAL NATIONAL MORTGAGE ASSOC 4.89728%10-25-205310/25/20535.07%**1,752,664 
FEDERAL NATIONAL MORTGAGE ASSOC 5% 07-01-20527/1/20525.00%**438,256 
FEDERAL NATIONAL MORTGAGE ASSOC 5% 10-01-205310/1/20535.00%**1,746,625 
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 05-01-20535/1/20535.50%**814,353 
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 09-01-20539/1/20535.50%**2,530,643 
FEDERAL NATIONAL MORTGAGE ASSOC 5.5% 11-01-205211/1/20525.50%**2,064,521 
FEDERAL NATIONAL MORTGAGE ASSOC 6% 09-01-20549/1/20546.00%**89,486 
FEDERAL NATIONAL MORTGAGE ASSOC 6% 12-01-205212/1/20526.00%**1,247,042 
FEDERAL NATIONAL MORTGAGE ASSOC 6.5% 01-01-20531/1/20536.50%**589,369 
FEDERAL NATIONAL MORTGAGE ASSOC 6.5% 02-01-20542/1/20546.50%**279,698 
FEDERAL NATIONAL MORTGAGE ASSOC DISC NT 01-15-20261/15/2026—%**2,088,681 
FEDERAL NATIONAL MORTGAGE ASSOC FR SER 11-124 CL JF FLTG RT DUE 02-25-20412/25/20414.39%**90,052 
FEDERAL NATIONAL MORTGAGE ASSOC POOL #BZ3505 4.25% 04-01-20304/1/20304.25%**8,045,798 
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-20397/25/20392.94%**102,337 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0210 4.5% 12-01-2040 BEO12/1/20404.50%**274,031 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0864 4% 12-01-2040 BEO12/1/20404.00%**2,973 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH0943 4% DUE 12-01-2040 BEO12/1/20404.00%**319,459 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1115 4.5% 01-01-2041 BEO1/1/20414.50%**563,844 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1266 4% 01-01-2041 BEO1/1/20414.00%**74,174 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1508 4.5% 12-01-2040 BEO12/1/20404.50%**270,207 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1559 4% 12-01-2040 BEO12/1/20404.00%**163,868 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1560 4% 01-01-2041 BEO1/1/20414.00%**260,195 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH1565 4.5% 12-01-2040 BEO12/1/20404.50%**99,799 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH2442 4% 01-01-2041 BEO1/1/20414.00%**13,379 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL NATL MTG ASSN GTD MTG POOL #AH3203 4% DUE 01-01-2041 BEO1/1/20414.00%**18,107 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH4404 4% 01-01-2041 BEO1/1/20414.00%**266,356 
FEDERAL NATL MTG ASSN GTD MTG POOL #AH6958 ADJ RT DUE 02-01-2041 BEO2/1/20416.64%**27,881 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1051 4% DUE 06-01-2026 REG6/1/20264.00%**1,923 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI1892 5% 05-01-2041 BEO5/1/20415.00%**186,539 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI7778 4% 07-01-2041 BEO7/1/20414.00%**2,338 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI8630 4% 07-01-2042 BEO7/1/20424.00%**13,186 
FEDERAL NATL MTG ASSN GTD MTG POOL #AI9940 5% 09-01-2041 BEO9/1/20415.00%**173,236 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ1884 FIXED 3.5% 02-01-2042 BEO2/1/20423.50%**302,406 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ2288 4% 09-01-2041 BEO9/1/20414.00%**118,733 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ4051 4% 10-01-2041 BEO10/1/20414.00%**1,354 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9317 4% 01-01-2042 BEO1/1/20424.00%**329,973 
FEDERAL NATL MTG ASSN GTD MTG POOL #AJ9982 3.5% 08-01-2042 BEO8/1/20423.50%**653,320 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK0968 3% 02-01-2027 BEO2/1/20273.00%**19,249 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1140 3% 02-01-2027 BEO2/1/20273.00%**13,366 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK1608 3% 01-01-2027 BEO1/1/20273.00%**11,321 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK5551 FIXED 4% 04-01-2042 BEO4/1/20424.00%**898,185 
FEDERAL NATL MTG ASSN GTD MTG POOL #AK6966 3% 03-01-2027 BEO3/1/20273.00%**18,952 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0007 5% 12-01-2034 BEO12/1/20345.00%**149,657 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0009 5.5% 12-01-2034 BEO12/1/20345.50%**137,154 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0379 8% 12-01-2036 BEO12/1/20368.00%**20,000 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0533 ADJ RT DUE 07-01-2041 BEO7/1/20416.50%**82,352 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL0998 4.5% 10-01-2041 BEO10/1/20414.50%**104,409 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL1945 3.5% 06-01-2042 BEO6/1/20423.50%**135,665 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2151 3.5% 03-01-2042 BEO3/1/20423.50%**301,106 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2389 3.5% 09-01-2042 BEO9/1/20423.50%**284,598 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL2465 3.0% 10-01-202710/1/20273.00%**436,463 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3626 4% 09-01-2042 BEO9/1/20424.00%**3,748 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL3797 2.5% 06-01-2028 BEO6/1/20282.50%**248,129 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4043 3% 09-01-2028 BEO9/1/20283.00%**363,932 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4324 6.5% 05-01-2040 BEO5/1/20406.50%**615,613 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4741 4.5% 01-01-2044 BEO1/1/20444.50%**190,114 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4895 3.5% 12-01-2028 BEO12/1/20283.50%**91,678 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL4936 3% 03-01-2029 BEO3/1/20293.00%**130,673 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5232 3.5% 03-01-2029 BEO3/1/20293.50%**300,693 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5674 4.5% 08-01-2044 BEO8/1/20444.50%**535,385 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL5760 4% 09-01-2043 BEO9/1/20434.00%**11,975 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6185 3% 10-01-2029 BEO10/1/20293.00%**334,927 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6605 3% 04-01-2030 BEO4/1/20303.00%**89,463 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL6851 2.5% 10-01-2043 BEO10/1/20432.50%**231,130 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7204 5% 10-01-2043 BEO10/1/20435.00%**20,212 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7320 3% 09-01-2030 BEO9/1/20303.00%**116,248 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL7430 3.5% DUE 08-01-2030 REG8/1/20303.50%**290,217 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL9397 3% 10-01-2046 BEO10/1/20463.00%**630,511 
FEDERAL NATL MTG ASSN GTD MTG POOL #AL9546 3.5% 11-01-2046 BEO11/1/20463.50%**353,478 
FEDERAL NATL MTG ASSN SR 2011-59 CL NZ 5.5 DUE 07-25-20417/25/20415.50%**859,909 
FEDERAL RLTY INVT TR COM USD0.01**135,878 
FEDERAL RLTY INVT TR 3.5% DUE 06-01-20306/1/20303.50%**865,075 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FEDERAL SIGNAL CORP COM**4,219,807 
FEDEX CORP 3.25% DUE 04-01-20264/1/20263.25%**1,493,527 
FEDEX CORP 4.4% 01-15-20471/15/20474.40%**204,128 
FEDEX CORP COM**18,902,998 
FERGUSON ENTERPRISES INC USD0.0001**980,240 
FERROGLOBE PLC COM NPV**213,704 
FFNMA SER 2015-38 CL-PG 3.0% 08-25-20448/25/20443.00%**930,277 
FHLMC CMO SER 2248 CL FB FLTG DUE 09-15-2030 REG9/15/20304.60%**545 
FHLMC FR SD8363 6% 09-01-20539/1/20536.00%**220,707 
FHLMC GOLD #A53630 A53630 6 10-01-203610/1/20366.00%**67,067 
FHLMC GOLD #G00473 7.5% DUE 05-01-20263/1/20267.50%**3 
FHLMC GOLD 3% MBS 01/06/2029 USD'V6-0564' V60564 3 06-01-20296/1/20293.00%**104,416 
FHLMC GOLD 3% MBS 01/10/2046 USD'G6-7701' G67701 3 10-01-204610/1/20463.00%**1,161,956 
FHLMC GOLD 3% MBS 01/10/2046 USD'Q4-3413' Q43413 3 10-01-204610/1/20463.00%**220,374 
FHLMC GOLD 3.5% MBS 01/01/2046 USD'Q3-8490' Q38490 3.5 01-01-20461/1/20463.50%**1,041,431 
FHLMC GOLD 4.5% MBS 01/02/2048 USD'V8-3956' V83956 4.5 02-01-20482/1/20484.50%**284,601 
FHLMC GOLD A47999 5 08-01-20358/1/20355.00%**84,569 
FHLMC GOLD A62077 6 06-01-20376/1/20376.00%**12,276 
FHLMC GOLD A9-5825 4.0% DUE 12-01-204012/1/20404.00%**113,177 
FHLMC GOLD A95831 4.5 12-01-204012/1/20404.50%**225,390 
FHLMC GOLD C00522 7.0% 05-01-20275/1/20277.00%**311 
FHLMC GOLD C00632 7 07-01-20287/1/20287.00%**429 
FHLMC GOLD C00987 7.5 05-01-20305/1/20307.50%**158 
FHLMC GOLD C01116 7.5 01-01-20311/1/20317.50%**5,068 
FHLMC GOLD C04272 3 10-01-204210/1/20423.00%**504,574 
FHLMC GOLD C80379 7.0% 02-01-20262/1/20267.00%**13 
FHLMC GOLD C80407 7.0% 06-01-20266/1/20267.00%**3 
FHLMC GOLD C91908 3 01-01-20371/1/20373.00%**210,730 
FHLMC GOLD G02408 5.5 12-01-203612/1/20365.50%**41,528 
FHLMC GOLD G06506 4 12-01-204012/1/20404.00%**395,311 
FHLMC GOLD G06507 4 02-01-20412/1/20414.00%**73,047 
FHLMC GOLD G0-7388 3.5 05-01-20435/1/20433.50%**467,465 
FHLMC GOLD G07762 4.5 06-01-20446/1/20444.50%**201,078 
FHLMC GOLD G08372 4.5 11-01-203911/1/20394.50%**88,274 
FHLMC GOLD G08553 3 10-01-204310/1/20433.00%**35,097 
FHLMC GOLD G08793 4 12-01-204712/1/20474.00%**64,996 
FHLMC GOLD G67720 4.5 03-01-20493/1/20494.50%**913,806 
FHLMC GOLD GROUP #C00636 7.5 MTG PARTN CTF DUE 07-01-2028 REG7/1/20287.50%**381 
FHLMC GOLD J23935 3 05-01-20285/1/20283.00%**22,582 
FHLMC GOLD J2-7964 3 04-01-20294/1/20293.00%**47,333 
FHLMC GOLD J28196 3 05-01-20295/1/20293.00%**388,672 
FHLMC GOLD J29007 3 08-01-20298/1/20293.00%**64,850 
FHLMC GOLD POOL #G00675 7.5% DUE 03-01-20273/1/20277.50%**465 
FHLMC GOLD POOL #G00869 7.5% DUE 01-01-20281/1/20287.50%**663 
FHLMC GOLD POOL #Q11288 3.5 09-01-20429/1/20423.50%**114,397 
FHLMC GOLD POOL #Q1-1788 3 DUE 10-01-204210/1/20423.00%**58,517 
FHLMC GOLD POOL #Q12052 Q12052 3.5 10-01-204210/1/20423.50%**125,226 
FHLMC GOLD POOL C00984 8 05-01-20305/1/20308.00%**176 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FHLMC GOLD POOL G0-0529 7.5% DUE 08-01-20268/1/20267.50%**9 
FHLMC GOLD POOL G01091 7 12-01-202912/1/20297.00%**3,078 
FHLMC GOLD POOL G67713 4.0% DUE 06-01-20486/1/20484.00%**3,762,631 
FHLMC GOLD POOL Q44963 3.5% 12-01-204612/1/20463.50%**403,366 
FHLMC GOLD POOL# U91254 4 DUE 04-01-20434/1/20434.00%**263,201 
FHLMC GOLD POOL#Q17792 3.5 DUE 05-01-20435/1/20433.50%**636,563 
FHLMC GOLD Q08998 3.5 06-01-20426/1/20423.50%**223,684 
FHLMC GOLD Q12520 3 10-01-204210/1/20423.00%**30,314 
FHLMC GOLD Q14326 2.5 01-01-20431/1/20432.50%**292,332 
FHLMC GOLD Q44452 3 11-01-204611/1/20463.00%**394,268 
FHLMC GOLD Q45458 4 08-01-20468/1/20464.00%**110,331 
FHLMC GOLD Q48338 4.5 05-01-20475/1/20474.50%**17,053 
FHLMC GOLD Q49494 4.5% 07-01-20477/1/20474.50%**114,372 
FHLMC GOLD U90291 4 10-01-204210/1/20424.00%**42,870 
FHLMC GOLD U90316 4 10-01-204210/1/20424.00%**457,559 
FHLMC GOLD U91619 4 06-01-20436/1/20434.00%**270,642 
FHLMC GOLD V60298 3.0% 10-01-202810/1/20283.00%**47,896 
FHLMC GOLD V60869 2.5 07-01-20307/1/20302.50%**294,389 
FHLMC GOLDPOOL #Q10241 3.5 08-01-20428/1/20423.50%**108,902 
FHLMC GROUP #C00516 8.0 MTG PARTN CTF DUE 05-01-2027 REG5/1/20278.00%**237 
FHLMC GROUP #G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG12/1/20277.00%**47 
FHLMC MULTICLASS SER 4102 CL EG 1.25% 09-15-20279/15/20271.25%**17,818 
FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-20459/25/20454.00%**161,264 
FHLMC MULTICLASS 3.5 07-15-20417/15/20413.50%**7,056 
FHLMC MULTICLASS 3122 CL FE FLTG 03-15-20363/15/20364.40%**446,881 
FHLMC MULTICLASS 5.0% DUE 07-15-2033 REG7/15/20335.00%**132,235 
FHLMC MULTICLASS FHLMC #80-0146 10-15-203710/15/20374.49%**892,446 
FHLMC MULTICLASS FREDDIE MAC SER 2017-SR01 CL A3G 3.089% 11-25-202711/25/20273.09%**2,690,314 
FHLMC MULTICLASS PREASSIGN 00320 4.5 09-15-20349/15/20344.50%**166,587 
FHLMC MULTICLASS PREASSIGN 00366 5 08-15-20358/15/20355.00%**130,997 
FHLMC MULTICLASS SER 004281 CL LG 4 01-15-20431/15/20434.00%**515,590 
FHLMC MULTICLASS SER 004293 CL KG 3.0% DUE 08-15-2043 REG8/15/20433.00%**263,075 
FHLMC MULTICLASS SER 004302 CL HF 01-15-20381/15/20384.48%**173,227 
FHLMC MULTICLASS SER 004579 CL FD 01-15-20381/15/20384.49%**98,941 
FHLMC MULTICLASS SER 004582 CL PA 3 11-15-204511/15/20453.00%**4,237,504 
FHLMC MULTICLASS SER 004711 CL HA 3 12-15-204312/15/20433.00%**8,964 
FHLMC MULTICLASS SER 004774 CL LP 3.5% 09-15-20469/15/20463.50%**271,968 
FHLMC MULTICLASS SER 004864 CL TZ 4 12-15-204812/15/20484.00%**483,745 
FHLMC MULTICLASS SER 004877 CL CA 3 04-15-20344/15/20343.00%**791,524 
FHLMC MULTICLASS SER 004936 CL AP 2.5 09-25-20489/25/20482.50%**2,879,517 
FHLMC MULTICLASS SER 005048 CL B 1% 05-25-20335/25/20331.00%**669,137 
FHLMC MULTICLASS SER 18-4 CL MA 3.5% FIXED UE 11-25-2057 REG3/25/20583.50%**183,911 
FHLMC MULTICLASS SER 19-1 CL MT 3.5% 07-25-2058 REG7/25/20583.50%**534,111 
FHLMC MULTICLASS SER 2113 CL MW 6.5 01-15-20291/15/20296.50%**16,039 
FHLMC MULTICLASS SER 2135 CL OH 6.5 03-15-20293/15/20296.50%**17,780 
FHLMC MULTICLASS SER 2175 CL TH 6 07-15-20297/15/20296.00%**12,397 
FHLMC MULTICLASS SER 2319 CL PZ 6.5 05-15-20315/15/20316.50%**74,030 
FHLMC MULTICLASS SER 2338 CL ZC 6.5 07-15-20317/15/20316.50%**29,825 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FHLMC MULTICLASS SER 2430 CL WF 6.5 03-15-2032 REG3/15/20326.50%**12,761 
FHLMC MULTICLASS SER 2663 CL Z 5.5 08-15-20338/15/20335.50%**228,567 
FHLMC MULTICLASS SER 2792 CL MB 5.5% 05-15-20345/15/20345.50%**1,650,065 
FHLMC MULTICLASS SER 2980 CL QA 6 05-15-20355/15/20356.00%**16,268 
FHLMC MULTICLASS SER 3047 CL CJ 5.5 10-15-203510/15/20355.50%**1,654,058 
FHLMC MULTICLASS SER 3108 CL FP 12-15-203512/15/20354.40%**495,753 
FHLMC MULTICLASS SER 3117 CL FE FLT RT 02-15-20362/15/20364.40%**161,607 
FHLMC MULTICLASS SER 3153 CL UF 05-15-20365/15/20364.53%**1,530,656 
FHLMC MULTICLASS SER 3187 CL Z 5 07-15-20367/15/20365.00%**32,127 
FHLMC MULTICLASS SER 3531 CL FA 05-15-20395/15/20394.80%**395,604 
FHLMC MULTICLASS SER 3564 CL AL FLT RT 08-15-20368/15/20365.04%**30,460 
FHLMC MULTICLASS SER 3578 CL VZ 5.5 08-15-20368/15/20365.50%**156,974 
FHLMC MULTICLASS SER 3648 CL CY 4.5% DUE 03-15-20303/15/20304.50%**19,962 
FHLMC MULTICLASS SER 3653 CL HJ 5 04-15-20404/15/20405.00%**36,489 
FHLMC MULTICLASS SER 3662 CL PJ 5 DUE 04-15-20404/15/20405.00%**38,221 
FHLMC MULTICLASS SER 3677 CL PB 4.5 DUE 05-15-2040 REG5/15/20404.50%**34,421 
FHLMC MULTICLASS SER 3746 CL KL 3.25 04-15-20404/15/20403.25%**233,489 
FHLMC MULTICLASS SER 3939 CL BZ 4.5 06-15-20416/15/20414.50%**426,124 
FHLMC MULTICLASS SER 3956 CL EB 3.25 11-15-204111/15/20413.25%**471,213 
FHLMC MULTICLASS SER 3966 CL VZ 4 12-15-204112/15/20414.00%**221,085 
FHLMC MULTICLASS SER 4016 CL CA 2% 07-15-20417/15/20412.00%**46,027 
FHLMC MULTICLASS SER 4059 CL DA 2.0% 02-15-2041 REG2/15/20412.00%**38,659 
FHLMC MULTICLASS SER 406 CL F43 FLTG RT 10-25-205310/25/20534.67%**4,635,407 
FHLMC MULTICLASS SER 4100 CL EC 1.5 DUE 08-15-2027 REG8/15/20271.50%**16,195 
FHLMC MULTICLASS SER 4118 CL PD 1.5 05-15-20425/15/20421.50%**92,557 
FHLMC MULTICLASS SER 4148 CL JB 1.5 12-15-202712/15/20271.50%**21,683 
FHLMC MULTICLASS SER 4150 CL FN FLTG 07-15-20417/15/20414.40%**470,610 
FHLMC MULTICLASS SER 4170 CL TC 1.625 02-15-20282/15/20281.62%**22,042 
FHLMC MULTICLASS SER 4171 CL NG 2 06-15-20426/15/20422.00%**268,621 
FHLMC MULTICLASS SER 4176 CL HA 4 DUE 12-15-204212/15/20424.00%**97,640 
FHLMC MULTICLASS SER 4188 CL AG 2 04-15-20284/15/20282.00%**4,828 
FHLMC MULTICLASS SER 4198 CL QP 4.0% 01-15-20331/15/20334.00%**200,902 
FHLMC MULTICLASS SER 4203 CL DG 2.25% DUE 04-15-2033 REG4/15/20332.25%**98,093 
FHLMC MULTICLASS SER 4261 CL DA 2.5% DUE06-15-20326/15/20322.50%**3,645 
FHLMC MULTICLASS SER 4268 CL BP 4.25 08-15-20428/15/20424.25%**800,118 
FHLMC MULTICLASS SER 4281 CL MP 3.75% 12-15-204312/15/20433.75%**187,563 
FHLMC MULTICLASS SER 4331 CL EA 4 03-15-20433/15/20434.00%**139,283 
FHLMC MULTICLASS SER 4338 CL A 2.5% 05-15-20445/15/20442.50%**375,190 
FHLMC MULTICLASS SER 4373 CL PA 3 02-15-20432/15/20433.00%**223,038 
FHLMC MULTICLASS SER 4374 CL GA 3.0% 09-15-20369/15/20363.00%**551,962 
FHLMC MULTICLASS SER 4457 CL BA 3.0% DUE07-15-20397/15/20393.00%**282,964 
FHLMC MULTICLASS SER 4458 CL CB 2.0% 2.0% DUE 11-15-2028 REG11/15/20282.00%**14,800 
FHLMC MULTICLASS SER 4472 CL WL 3 05-15-20455/15/20453.00%**4,239,182 
FHLMC MULTICLASS SER 4480 CL EA 3.5 11-15-204311/15/20433.50%**299,832 
FHLMC MULTICLASS SER 4482 CL CA 3.0% 04-15-20344/15/20343.00%**425,413 
FHLMC MULTICLASS SER 4631 CL AE 3.5 05-15-20445/15/20443.50%**791,362 
FHLMC MULTICLASS SER 4631 CL VA 3.5% 02-15-20282/15/20283.50%**446,533 
FHLMC MULTICLASS SER T-34 CL A1V 07-25-20317/25/20314.23%**1,758,282 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FHLMC MULTICLASS SER T-61 CL 1A1 FLT RT 07-25-20447/25/20445.43%**179,824 
FHLMC MULTICLASS SER-4777 CL-CB 3.5% 10-15-2045 REG10/15/20453.50%**905,473 
FHLMC MULTICLASS SR 18-1 CL A1 3.5% 06-25-20286/25/20283.50%**506,312 
FHLMC MULTICLASS SR 3814 CL B 3 02-15-20262/15/20263.00%**4,423 
FHLMC MULTICLASS SR 4569 CL JA FLTG 3.0% 03-15-20423/15/20423.00%**489,617 
FHLMC MULTICLASS SR 5400 CL AP 5.5% 02-25-20542/25/20545.50%**1,622,032 
FHLMC MULTICLASS SR 5501 CL EA 6.0% 07-25-20497/25/20496.00%**2,460,628 
FHLMC MULTICLASS SR 5534 CL DA 5.0% 04-25-20524/25/20525.00%**2,679,616 
FHLMC MULTICLASS SR K506 CL A2 4.65% 08-25-20288/25/20284.65%**3,864,701 
FHLMC MULTICLASS TRANCHE 00045 2.952 02-25-20272/25/20272.95%**460,456 
FHLMC MULTICLASS TRANCHE 00112 3.176 11-25-202811/25/20283.18%**375,366 
FHLMC MULTICLASSSER 3613 CL HJ 5.5 DUE 12-15-2039 REG12/15/20395.50%**110,637 
FHLMC POOL #1B8062 ADJ RT 03-01-20413/1/20416.84%**13,310 
FHLMC POOL #1G1381 ADJ RT 12-01-203612/1/20366.66%**9,492 
FHLMC POOL #1J1467 ADJ RT 12-01-203612/1/20366.22%**25,853 
FHLMC POOL #1J1492 ADJ RT 11-01-203611/1/20366.24%**10,108 
FHLMC POOL #2B4296 ADJ RT 06-01-20456/1/20456.26%**495,627 
FHLMC POOL #3132D9KK9 6.0% 01-01-20301/1/20306.00%**1,188,333 
FHLMC POOL #3132DV6Q3 2 07-01-20507/1/20502.00%**1,078,234 
FHLMC POOL #C00650 7 09-01-20289/1/20287.00%**304 
FHLMC POOL #G08788 3.5 11-01-204711/1/20473.50%**135,743 
FHLMC POOL #Q25818 4.5 04-01-20444/1/20444.50%**755,769 
FHLMC POOL #Q25819 4.5 04-01-20444/1/20444.50%**722,982 
FHLMC POOL #QA7477 3.0% DUE 03-01-20503/1/20503.00%**1,864,412 
FHLMC POOL #QC-9154 3% DUE 10-01-2051 REG10/1/20513.00%**338,097 
FHLMC POOL #QE0992 3.0% 04-01-20524/1/20523.00%**663,717 
FHLMC POOL #QE3984 3.0% 05-01-20525/1/20523.00%**1,147,674 
FHLMC POOL #QG2979 3.0% 05-01-20535/1/20533.00%**60,740 
FHLMC POOL #RA1293 3.0% DUE 09-01-20499/1/20493.00%**852,712 
FHLMC POOL #RA6486 3.0% 12-01-205112/1/20513.00%**4,642,140 
FHLMC POOL #RA9079 6.5% 05-01-20535/1/20536.50%**215,449 
FHLMC POOL #RA-9080 6.5% 05-01-20535/1/20536.50%**245,480 
FHLMC POOL #RA-9081 6.5% 05-01-20535/1/20536.50%**416,540 
FHLMC POOL #RA9437 5.5% 07-01-20537/1/20535.50%**388,158 
FHLMC POOL #SC0405 3.5% 11-01-203811/1/20383.50%**376,588 
FHLMC POOL #SD0849 2.5% DUE 01-01-20521/1/20522.50%**492,945 
FHLMC POOL #SD1967 4.0% 10-01-205210/1/20524.00%**10,263,577 
FHLMC POOL #SD2269 3% 01-01-20521/1/20523.00%**3,085,660 
FHLMC POOL #SD2723 5.5% 03-01-20533/1/20535.50%**600,261 
FHLMC POOL #SD5143 6.0% 04-01-20544/1/20546.00%**1,394,698 
FHLMC POOL #SD5384 5.5% 07-01-20537/1/20535.50%**429,427 
FHLMC POOL #SD5691 6.0% 06-01-20546/1/20546.00%**1,045,883 
FHLMC POOL #SD5709 6.0% 07-01-20547/1/20546.00%**663,583 
FHLMC POOL #SD5876 6.0% 05-01-20545/1/20546.00%**1,034,131 
FHLMC POOL #SD7509 3.0% DUE 11-01-2049 REG11/1/20493.00%**608,789 
FHLMC POOL #SD8006 4.0% 08-01-20498/1/20494.00%**8,135,413 
FHLMC POOL #SD-8113 2.0% 11-01-205012/1/20502.00%**270,570 
FHLMC POOL #SD-8121 2.0% DUE 12-01-2050 REG1/1/20512.00%**3,251,320 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FHLMC POOL #SD8335 3.0% 04-01-20534/1/20533.00%**95,089 
FHLMC POOL 846661 ADJ RT DUE 02-01-20292/1/20296.03%**31 
FHLMC POOL SD5416 5.5% 04-01-20544/1/20545.50%**345,345 
FHLMC POOL# SD2688 5.5% 04-01-20534/1/20535.50%**801,448 
FHLMC POOL# SD2866 4.0% 07-01-20497/1/20494.00%**378,268 
FHLMC POOL#SD2981 6.5% 05-01-20535/1/20536.50%**418,443 
FHLMC PRIN STRIP PRIN PMT ON 6.25% DEB 2032 07-15-2032 (UNDDATE)7/15/2032—%**2,321,022 
FHLMC SER 3645 CL KP 5 02-15-20402/15/20405.00%**143,573 
FHLMC SR 5407 CL A 5.5% 11-25-205011/25/20505.50%**2,142,563 
FHLMC SR 5440 CL F FLTG 08-25-20548/25/20544.92%**1,332,957 
FHLMC SR 5482 CL FC FLTG RT 12-25-205412/25/20545.17%**688,983 
FHLMC SR 5490 CL LA 5.0% 12-31-20494/25/20525.00%**4,480,495 
FHLMC SUPER 30Y FIXED 5% 10-01-205410/1/20545.00%**2,060,854 
FHLMC UMBS 30Y FIXED 2% 02-01-20512/1/20512.00%**1,339,346 
FHLMC UMBS 30Y FIXED 2% 03-01-20513/1/20512.00%**655,906 
FHLMC UMBS 30Y FIXED 2% 11-01-205111/1/20512.00%**255,465 
FHLMC UMBS 30Y FIXED 2.5% 08-01-20518/1/20512.50%**1,764,277 
FHLMC UMBS 30Y FIXED 3% 02-01-20522/1/20523.00%**16,390 
FHLMC UMBS 30Y FIXED 3% 06-01-20526/1/20523.00%**640,533 
FHLMC UMBS 30Y FIXED 3% 10-01-205210/1/20523.00%**551,893 
FHLMC UMBS 30Y FIXED 5% 04-01-20534/1/20535.00%**1,128,574 
FHLMC UMBS 30Y FIXED 6% 04-01-20544/1/20546.00%**436,661 
FHLMC UMBS 30Y FIXED 6.5% 02-01-20542/1/20546.50%**787,952 
FHLMC UMBS 30Y FIXED 6.5% 04-01-20534/1/20536.50%**634,426 
FHLMC UMBS 30Y FIXED 6.5% 04-01-20544/1/20546.50%**862,736 
FHLMC UMBS 30Y FXD 2.5% DUE 02-01-20522/1/20522.50%**565,598 
FHLMC UMBS 30Y FXD 5% DUE 02-01-20532/1/20535.00%**4,426,804 
FIDELIS INSURANCE HOLDINGS LIMITED**600,094 
FIDELITY NATIONAL INFORMATION SERVICES INC 1.15% 03-01-20263/1/20261.15%**2,093,806 
FIDELITY NATL FINL INC NEW FORMERLY FIDELITY COMMON STOCK**9,130,887 
FIDELITY NATL INFORMATION SVCS INC COM STK**10,285,748 
FIDELITY NATL INFORMATION SVCS INC SR NT1.65% 03-01-20283/1/20281.65%**1,440,480 
FIEM INDUSTRIES LT INR10**367,405 
FIERA MILANO NPV**565,597 
FIFTH THIRD BANCORP 5.631% 01-29-20321/29/20325.63%**136,551 
FIFTH THIRD BANCORP 6.339% 07-27-20297/27/20296.34%**1,300,944 
FIGS INC COM USD0.0001 CL A**902,029 
FINCANTIERI SPA NPV**25,497 
FIRST ABU DHABI BK AED1**1,004,425 
FIRST AMERN FINL CORP COM STK**115,384 
FIRST BANCORP P R COM NEW COM NEW**820,846 
FIRST INTERNET BANCORP COM STK**45,497 
FIRST RESOURCES LT NPV**1,604,067 
FIRST TRACTOR CO 'H'CNY1**27,926 
FIRSTCASH HLDGS INC COM**5,024,614 
FIRSTENERGY CORP 2.65% DUE 03-01-20303/1/20302.65%**1,372,073 
FIRSTENERGY CORP 3.9% 07-15-20277/15/20273.90%**4,572,463 
FIRSTENERGY CORP COM**72,259 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FIRSTENERGY CORP FIXED 2.25% DUE 09-01-20309/1/20302.25%**1,617,192 
FIRSTENERGY TRANSMISSION LLC 4.55% 01-15-20301/15/20304.55%**862,187 
FIRSTENERGY TRANSMISSION LLC 5.0% 01-15-20351/15/20355.00%**471,855 
FIRSTENERGY TRANSMISSION LLC SR NT 144A 4.55% 04-01-20494/1/20494.55%**140,985 
FIRSTGROUP ORD GBP0.05**1,614,586 
FIRSTKEY HOMES 2021-SFR1 TR 1.788% 08-17-20388/17/20381.79%**2,702,414 
FIRSTKEY HOMES 2021-SFR1 TR 2.389% 08-17-20388/17/20382.39%**1,277,908 
FIRSTSERVICE CORP COM NPV**1,370,316 
FISERV INC 3.5% DUE 07-01-20297/1/20293.50%**7,161,606 
FISERV INC 5.15% 08-12-20348/12/20345.15%**3,381,264 
FISERV INC 5.15% 03-15-20273/15/20275.15%**532,603 
FISERV INC 5.375% 08-21-20288/21/20285.38%**2,307,979 
FISERV INC 5.45% DUE 03-02-20283/2/20285.45%**1,682,900 
FISERV INC 5.6% DUE 03-02-20333/2/20335.60%**516,773 
FISERV INC COM**5,270,158 
FIVE 2023-V1 MTG TR COML MTG PASS THRU CTF CL 5.1719% 02-10-20562/10/20565.17%**3,018,638 
FIVE BELOW INC COM USD0.01**5,744,603 
FIVE STAR BANCORP COM NPV**2,147 
FL PWR & LT CO 3.8% DUE 12-15-204212/15/20423.80%**98,851 
FL PWR & LT CO 3.95% 03-01-20483/1/20483.95%**160,308 
FL PWR & LT CO 4.05% DUE 06-01-20426/1/20424.05%**196,958 
FLAGSHIP CR AUTO 1.46% DUE 09-15-20279/15/20271.46%**383,987 
FLATEXDEGIRO SE NPV (REG)**346,901 
FLEX LTD COM USD0.01**4,958,730 
FLOOR & DECOR HLDGS INC CL A CL A**1,805,084 
FLORIDA POWER & LIGHT COMPANY 5.05% DUE 04-01-20284/1/20285.05%**102,562 
FLORIDA POWER & LIGHT COMPANY 5.6% 02-15-20662/15/20665.60%**237,055 
FLORIDA PWR & LT CO 4.4% 05-15-20285/15/20284.40%**1,022,925 
FLORIDA PWR & LT CO 5.8% 03-15-20653/15/20655.80%**183,715 
FLORIDA ST BRD ADMIN FIN CORP REV 5.526%07-01-2034 BEO TAXABLE7/1/20345.53%**4,100,626 
FLOWSERVE CORP COM**5,040,179 
FLUENCE ENERGY INC CL A CL A**1,061,375 
FLUOR CORP NEW COM**2,551,578 
FLUSHING FINL CORP COM**48,483 
FLYWIRE CORP COM VTG COM VTG**1,012,709 
FMC CORP 3.45% DUE 10-01-202910/1/20293.45%**2,276,289 
FMC CORP COM (NEW)**688,285 
FNMA POOL #QA6364 3.5% 01-01-20501/1/20503.50%**373,245 
FNMA . POOL #AO6482 ADJ RT DUE 07-01-2042 BEO7/1/20426.42%**9,560 
FNMA 0.87% DUE 08-05-20308/5/20300.88%**189,842 
FNMA 01/04/2051 POOL #BR7745 2% DUE 04-01-2051 BEO4/1/20512.00%**204,301 
FNMA 1.55% DUE 08-24-20358/24/20351.55%**501,239 
FNMA 2.0% DUE 02-25-2043 REG2/25/20432.00%**143,868 
FNMA 2.5% 11-01-204111/1/20412.50%**370,317 
FNMA 2.5% DUE 02-01-20362/1/20362.50%**768,478 
FNMA 2.5% MBS 01/05/2051 USD'BR1001F' POOL #BR1001 2.5% DUE 05-01-2051 BEO5/1/20512.50%**234,374 
FNMA 2004-W1 CL-2A1 6.5% DUE 12-25-204312/25/20436.50%**44,388 
FNMA 3% DUE 05-01-20525/1/20523.00%**17,834,985 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA 3% DUE 10-01-205010/1/20503.00%**504,440 
FNMA 3% DUE 12-01-205112/1/20513.00%**829,673 
FNMA 3.5% MBS 01/07/2049 USD'CA3861F' POOL #CA3861 3.5% DUE 07-01-2049 BEO7/1/20493.50%**1,582,532 
FNMA 4% MBS 01/10/2048 USD'CA2472F' POOL#CA2472 4% DUE 10-01-2048 BEO10/1/20484.00%**498,276 
FNMA 4.5% DUE 03-25-2037 BEO3/25/20374.50%**562,172 
FNMA 4.5% MBS 01/04/2049 USD'BN5404F' POOL #BN5404 4.5% DUE 04-01-2049 BEO4/1/20494.50%**433,890 
FNMA 4.5% MBS 01/07/2029 USD'BO1834F' POOL #BO1834 4.5% DUE 07-01-2029 BEO7/1/20294.50%**297,809 
FNMA AR9203 3.5 DUE 03-01-20433/1/20433.50%**380,699 
FNMA BS9323 4.855% 08-01-20288/1/20284.86%**1,533,839 
FNMA CMO SER 2002-86 CL PG 6 09-25-2032 BEO12/25/20326.00%**33,895 
FNMA DTD 11/03/2000 6.625 11-15-203011/15/20306.62%**2,533,273 
FNMA DTD 12/27/2001 ZCP NT 0 DUE 03-17-20313/17/2031—%**698,100 
FNMA FLTG RT SER 16-62 CL FH 09-25-20469/25/20464.39%**1,417,131 
FNMA FLTG RT SER 19-14 CL FA 04-25-2049 REG4/25/20494.39%**1,426,103 
FNMA FN#BL6037 2.02% 05-01-20305/1/20302.02%**2,822,984 
FNMA FNMA # FS5270 5.5% 07-01-20537/1/20535.50%**803,638 
FNMA FNMA # MA5190 5.5% 11-01-205311/1/20535.50%**5,703,771 
FNMA FNMA 11-25-204611/25/20464.54%**472,345 
FNMA FNR 2006-127 CL-FD FLTG RT 07-25-20367/25/20364.27%**491,829 
FNMA FNR 2007-58 FLTG RT 06-25-20376/25/20374.24%**445,801 
FNMA FNR 2011-75 ME 3 08-25-20268/25/20263.00%**157 
FNMA FNR 2012-37 BF FLTG RT 12-25-203512/25/20354.49%**412,222 
FNMA FNR 2024-97 MA 5.5% 25/12/2050 5.5 12-25-205012/25/20505.50%**4,389,874 
FNMA FR CMO 25/02/2037 USD1000'DF' 2007-4 02-25-20372/25/20374.43%**123,493 
FNMA FR CMO 25/06/2037 USD1000 'EF' '2007-54 06-25-20376/25/20374.33%**1,257,177 
FNMA FR CMO 25/10/2037 USD1000 A7 10-25-203710/25/20376.06%**5,948 
FNMA POOL #190353 5% 08-01-2034 BEO8/1/20345.00%**1,570 
FNMA POOL #190357 5% 03-01-2035 BEO3/1/20355.00%**1,240 
FNMA POOL #190360 5% 08-01-2035 BEO8/1/20355.00%**981 
FNMA POOL #190377 5% 11-01-2036 BEO11/1/20365.00%**43,024 
FNMA POOL #253947 8% DUE 08-01-2031 REG8/1/20318.00%**8,732 
FNMA POOL #254223 7.5% DUE 02-01-2032 REG2/1/20327.50%**86 
FNMA POOL #256901 6.5% 09-01-2037 BEO9/1/20376.50%**959 
FNMA POOL #256937 6.5% 10-01-2037 BEO10/1/20376.50%**1,660 
FNMA POOL #257239 5.5% 06-01-2028 BEO6/1/20285.50%**8,766 
FNMA POOL #313947 7% 01-01-2028 BEO1/1/20287.00%**68 
FNMA POOL #347547 ADJ RT DUE 08-01-2026 BEO8/1/20266.12%**15 
FNMA POOL #347633 6.125% 07-01-2026 BEO7/1/20266.12%**998 
FNMA POOL #371073 7.5% 02-01-2027 BEO2/1/20277.50%**408 
FNMA POOL #396439 7.5% 11-01-2027 BEO11/1/20277.50%**1,796 
FNMA POOL #397256 7.5% 10-01-2027 BEO10/1/20277.50%**95 
FNMA POOL #401788 7.5 GTD MTG PASS THRU CTF DUE 10-01-2027 REG10/1/20277.50%**62 
FNMA POOL #479545 7% DUE 08-01-2029 REG8/1/20297.00%**232 
FNMA POOL #503573 7% DUE 10-01-2029 REG10/1/20297.00%**823 
FNMA POOL #509662 7% DUE 08-01-2029 REG8/1/20297.00%**193 
FNMA POOL #511384 7% 09-01-2029 BEO9/1/20297.00%**366 
FNMA POOL #515518 7% DUE 10-01-2029 REG10/1/20297.00%**1,416 
FNMA POOL #523486 8% DUE 08-01-2030 REG8/1/20308.00%**260 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #534194 8% DUE 04-01-2030 REG4/1/20308.00%**321 
FNMA POOL #545204 ADJ RT DUE 05-01-2036 REG5/1/20364.41%**1,961 
FNMA POOL #545278 7.5% DUE 11-01-2031 REG11/1/20317.50%**11,045 
FNMA POOL #554482 7.5% 10-01-2030 BEO10/1/20307.50%**13,791 
FNMA POOL #593848 8% 07-01-2031 BEO7/1/20318.00%**10,325 
FNMA POOL #602065 7% DUE 09-01-2031 REG9/1/20317.00%**12,076 
FNMA POOL #60680 ADJ RT DUE 02-01-2028 REG2/1/20284.50%**948 
FNMA POOL #609504 7% DUE 10-01-2031 REG10/1/20317.00%**35,481 
FNMA POOL #725946 5.5% 11-01-2034 BEO11/1/20345.50%**21,603 
FNMA POOL #735061 6% 11-01-2034 BEO10/1/20355.00%**242,470 
FNMA POOL #735382 5% 04-01-2035 BEO4/1/20355.00%**156,233 
FNMA POOL #735500 5.5% 05-01-2035 BEO5/1/20355.50%**231,155 
FNMA POOL #735501 6% 05-01-2035 BEO5/1/20356.00%**56,564 
FNMA POOL #735503 6% 04-01-2035 BEO4/1/20356.00%**67,408 
FNMA POOL #735561 FLTG DUE 04-01-20344/1/20346.16%**17,270 
FNMA POOL #735580 5% 06-01-2035 BEO6/1/20355.00%**73,049 
FNMA POOL #735676 5% 07-01-2035 BEO7/1/20355.00%**51,234 
FNMA POOL #735893 5% 10-01-2035 BEO10/1/20355.00%**22,071 
FNMA POOL #735989 5.5% 02-01-2035 BEO2/1/20355.50%**302,984 
FNMA POOL #745140 5% 11-01-2035 BEO11/1/20355.00%**302,899 
FNMA POOL #745327 6% DUE 03-01-2036 REG3/1/20366.00%**37,677 
FNMA POOL #745412 5.5% 12-01-2035 BEO12/1/20355.50%**174,399 
FNMA POOL #745885 6% 10-01-2036 BEO10/1/20366.00%**111,995 
FNMA POOL #745948 6.5% DUE 10-01-2036 BEO10/1/20366.50%**12,106 
FNMA POOL #813599 ADJ RT DUE 01-01-2036 BEO1/1/20365.80%**19,966 
FNMA POOL #831561 6.5% 05-01-2036 BEO5/1/20366.50%**4,201 
FNMA POOL #833600 6.5% DUE 11-01-2035 REG11/1/20356.50%**2,017 
FNMA POOL #836464 ADJ RT DUE 10-01-2035 BEO10/1/20356.13%**10,904 
FNMA POOL #836852 ADJ RT DUE 10-01-2035 BEO10/1/20355.97%**5,400 
FNMA POOL #843823 ADJ RT DUE 11-01-2035 BEO11/1/20355.95%**4,939 
FNMA POOL #843997 5.783% 11-01-2035 BEO11/1/20355.86%**2,401 
FNMA POOL #844052 4.065 11-01-2035 BEO11/1/20355.88%**1,218 
FNMA POOL #844148 5.86% 11-01-2035 BEO11/1/20355.95%**2,347 
FNMA POOL #844237 ADJ RT DUE 11-01-2035 BEO11/1/20355.62%**1,680 
FNMA POOL #844789 5.809% 11-01-2035 BEO11/1/20355.90%**2,538 
FNMA POOL #866888 ADJ RT DUE 01-01-2036 BEO1/1/20366.16%**4,433 
FNMA POOL #879067 ADJ RT DUE 04-01-2036 BEO4/1/20366.61%**94,726 
FNMA POOL #880870 6.5% 03-01-2036 BEO3/1/20366.50%**9,170 
FNMA POOL #884773 ADJ RT DUE 10-01-2036 BEO10/1/20366.36%**21,397 
FNMA POOL #888637 6% 09-01-2037 BEO9/1/20376.00%**19,147 
FNMA POOL #888890 6.5% DUE 10-01-2037 BEO10/1/20376.50%**34,935 
FNMA POOL #888893 5.5% 08-01-2037 BEO8/1/20375.50%**8,112 
FNMA POOL #889072 6.5% 12-01-2037 BEO12/1/20376.50%**40,294 
FNMA POOL #889190 6% 03-01-2038 BEO3/1/20386.00%**16,691 
FNMA POOL #889579 6% DUE 05-01-2038 REG5/1/20386.00%**261,142 
FNMA POOL #890236 4.5% 08-01-2040 BEO8/1/20404.50%**15,713 
FNMA POOL #890268 6.5% 10-01-2038 BEO10/1/20386.50%**58,781 
FNMA POOL #890594 3% 01-01-2029 BEO1/1/20293.00%**35,109 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #890604 4.5% 10-01-2044 BEO10/1/20444.50%**628,861 
FNMA POOL #890827 3.5% 12-01-2037 BEO9/1/20473.00%**109,152 
FNMA POOL #890843 3% 09-01-2047 BEO9/1/20473.00%**2,404,121 
FNMA POOL #891654 6.5% DUE 06-01-2036 REG6/1/20366.50%**67,594 
FNMA POOL #902425 ADJ RT DUE 11-01-203611/1/20366.15%**8,811 
FNMA POOL #903261 6% 10-01-2036 BEO10/1/20366.00%**756 
FNMA POOL #906666 6.5% 12-01-2036 BEO12/1/20366.50%**1,333 
FNMA POOL #908172 6.5% DUE 01-01-2037 REG1/1/20376.50%**413 
FNMA POOL #914875 6.5% DUE 04-01-2037 REG4/1/20376.50%**62,917 
FNMA POOL #918653 6% 06-01-2037 BEO6/1/20376.00%**697 
FNMA POOL #928746 6.5% DUE 09-01-2037 REG9/1/20376.50%**4,173 
FNMA POOL #929298 5% 03-01-2038 BEO3/1/20385.00%**4,662 
FNMA POOL #931307 4.5% 06-01-2039 BEO6/1/20394.50%**73,446 
FNMA POOL #931991 4.5% 09-01-2039 BEO9/1/20394.50%**63,136 
FNMA POOL #932058 4.5% 10-01-2039 BEO10/1/20394.50%**66,693 
FNMA POOL #932426 4.5% 01-01-2040 BEO1/1/20404.50%**380,614 
FNMA POOL #932495 4.5% 02-01-2040 BEO2/1/20404.50%**31,658 
FNMA POOL #932669 4.5% 03-01-2040 BEO3/1/20404.50%**2,017 
FNMA POOL #932850 4% 12-01-2040 BEO12/1/20404.00%**47,299 
FNMA POOL #933409 5% 03-01-2038 BEO3/1/20385.00%**3,205 
FNMA POOL #933638 ADJ RT DUE 08-01-2038 BEO8/1/20386.38%**25,297 
FNMA POOL #942798 6.5% DUE 08-01-2037 REG8/1/20376.50%**12,687 
FNMA POOL #943699 6.5% DUE 08-01-2037 REG8/1/20376.50%**6,066 
FNMA POOL #946065 6.5% 09-01-2037 BEO9/1/20376.50%**7,102 
FNMA POOL #948849 6% 08-01-2037 BEO8/1/20376.00%**15,012 
FNMA POOL #955762 6.5% 10-01-2037 BEO10/1/20376.50%**2,748 
FNMA POOL #962062 5% 03-01-2038 BEO3/1/20385.00%**5,465 
FNMA POOL #962444 5% DUE 04-01-2038 BEO4/1/20385.00%**7,918 
FNMA POOL #971053 4.5% 02-01-2039 BEO2/1/20394.50%**8,126 
FNMA POOL #972571 5% 03-01-2038 BEO3/1/20385.00%**11,208 
FNMA POOL #972572 5% DUE 03-01-2038 REG3/1/20385.00%**754 
FNMA POOL #973161 6.5% 02-01-2038 BEO2/1/20386.50%**42,138 
FNMA POOL #975184 5% 03-01-2038 BEO3/1/20385.00%**5,914 
FNMA POOL #975441 5% DUE 03-01-2038 REG3/1/20385.00%**1,265 
FNMA POOL #979973 5% 09-01-2036 BEO9/1/20365.00%**1,657 
FNMA POOL #987325 ADJ RT DUE 09-01-2038 BEO9/1/20386.62%**49,014 
FNMA POOL #995067 6% 09-01-2036 BEO9/1/20366.00%**356,449 
FNMA POOL #995149 6.5% 10-01-2038 BEO10/1/20386.50%**38,728 
FNMA POOL #995899 6% 02-01-2038 BEO2/1/20386.00%**29,125 
FNMA POOL #AA0472 4% 03-01-2039 BEO3/1/20394.00%**29,540 
FNMA POOL #AA2700 5% 01-01-2039 BEO1/1/20395.00%**2,326 
FNMA POOL #AB3701 4.5% 10-01-2041 BEO10/1/20414.50%**216,748 
FNMA POOL #AB4058 4% 12-01-2041 BEO12/1/20414.00%**146,930 
FNMA POOL #AB4590 3.5% DUE 03-01-2042 BEO3/1/20423.50%**305,563 
FNMA POOL #AB4689 3.5% 03-01-2042 BEO3/1/20423.50%**243,803 
FNMA POOL #AB4941 3.5% 04-01-2042 BEO4/1/20423.50%**652,566 
FNMA POOL #AB5236 3% 05-01-2027 BEO5/1/20273.00%**18,089 
FNMA POOL #AB5546 3.5% DUE 06-01-2042 BEO6/1/20423.50%**301,812 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AB5593 3.5% 07-01-2042 BEO7/1/20423.50%**145,336 
FNMA POOL #AB6229 3.5% 09-01-2042 BEO9/1/20423.50%**616,460 
FNMA POOL #AB6238 3.5% 09-01-2042 BEO9/1/20423.50%**143,125 
FNMA POOL #AB6390 3% 10-01-2042 BEO10/1/20423.00%**92,337 
FNMA POOL #AB6694 3% 10-01-2042 BEO10/1/20423.00%**125,654 
FNMA POOL #AB6832 3.5% 11-01-2042 BEO11/1/20423.50%**430,950 
FNMA POOL #AB7272 3 12-01-2042 REG12/1/20423.00%**354,821 
FNMA POOL #AB7410 3% 12-01-2042 BEO12/1/20423.00%**651,982 
FNMA POOL #AB7426 3% 12-01-2042 BEO12/1/20423.00%**269,330 
FNMA POOL #AB7568 3% 01-01-2043 BEO1/1/20433.00%**413,606 
FNMA POOL #AB7570 3% 01-01-2043 BEO1/1/20433.00%**647,578 
FNMA POOL #AB7741 3% 01-01-2043 BEO1/1/20433.00%**460,473 
FNMA POOL #AB8680 2% 03-01-2028 BEO3/1/20282.00%**200,567 
FNMA POOL #AB9347 3% 05-01-2043 BEO5/1/20433.00%**572,184 
FNMA POOL #AB9361 3.5% DUE 05-01-2043 BEO5/1/20433.50%**159,926 
FNMA POOL #AB9461 3% 05-01-2043 BEO5/1/20433.00%**552,192 
FNMA POOL #AB9516 2.5% 05-01-2028 BEO5/1/20282.50%**21,663 
FNMA POOL #AB9615 4% 06-01-2033 BEO6/1/20334.00%**41,832 
FNMA POOL #AB9663 3% 06-01-2043 BEO6/1/20433.00%**79,310 
FNMA POOL #AB9825 2.5% 07-01-2028 BEO7/1/20282.50%**8,327 
FNMA POOL #AC1889 4% 09-01-2039 BEO9/1/20394.00%**71,265 
FNMA POOL #AC2953 4.5% 09-01-2039 BEO9/1/20394.50%**23,395 
FNMA POOL #AC3237 5% 10-01-2039 BEO10/1/20395.00%**294,263 
FNMA POOL #AC9526 5.5% DUE 01-01-2040 BEO1/1/20405.50%**196,373 
FNMA POOL #AD0121 4.5% 09-01-2029 BEO9/1/20294.50%**133,397 
FNMA POOL #AD0249 5.5% 04-01-2037 BEO4/1/20375.50%**97,316 
FNMA POOL #AD0296 FLTG 12-01-203612/1/20366.00%**23,138 
FNMA POOL #AD0329 6.5 DUE 09-01-2028 BEO9/1/20286.50%**1,787 
FNMA POOL #AD0752 7% 01-01-2039 BEO1/1/20397.00%**22,361 
FNMA POOL #AD0979 7.5% 10-01-2035 BEO10/1/20357.50%**12,783 
FNMA POOL #AD4178 4.5% 06-01-2040 BEO6/1/20404.50%**438,952 
FNMA POOL #AD9143 4.5% 08-01-2040 BEO8/1/20404.50%**6,906 
FNMA POOL #AD9153 4.5% 08-01-2040 BEO8/1/20404.50%**49,166 
FNMA POOL #AD9713 5% 08-01-2040 BEO8/1/20405.00%**27,918 
FNMA POOL #AE0113 4% 07-01-2040 BEO7/1/20404.00%**88,222 
FNMA POOL #AE0478 4% 11-01-2040 BEO11/1/20404.00%**1,318 
FNMA POOL #AE0521 6% 08-01-2037 BEO8/1/20376.00%**41,072 
FNMA POOL #AE0654 6.347% DUE 12-01-2040 BEO12/1/20406.35%**470,293 
FNMA POOL #AE0967 3.5% 06-01-2039 BEO6/1/20393.50%**203,148 
FNMA POOL #AE1807 4% 10-01-2040 BEO10/1/20404.00%**2,172 
FNMA POOL #AE1840 5% 08-01-2040 BEO8/1/20405.00%**8,164 
FNMA POOL #AE1862 5% 08-01-2040 BEO8/1/20405.00%**45,393 
FNMA POOL #AE4456 4% 02-01-2041 BEO2/1/20414.00%**16,615 
FNMA POOL #AE4664 4% 10-01-2040 BEO10/1/20404.00%**15,501 
FNMA POOL #AE6090 4% 10-01-2040 BEO10/1/20404.00%**61,121 
FNMA POOL #AE6191 4% 11-01-2040 BEO11/1/20404.00%**10,325 
FNMA POOL #AE7314 4% 11-01-2040 BEO11/1/20404.00%**559 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AE8446 4% 11-01-2040 BEO11/1/20404.00%**777 
FNMA POOL #AE9387 4% 12-01-2040 BEO12/1/20404.00%**499 
FNMA POOL #AH2683 4% 01-01-2041 BEO1/1/20414.00%**311,563 
FNMA POOL #AL8558 6% 07-01-2041 BEO7/1/20416.00%**89,348 
FNMA POOL #AN0360 3.95% DUE 12-01-2045 BEO12/1/20453.95%**3,854,155 
FNMA POOL #AN1371 2.68% DUE 06-01-2028 BEO6/1/20282.68%**1,945,852 
FNMA POOL #AN1461 2.59% 05-01-20265/1/20262.59%**1,489,849 
FNMA POOL #AN1613 2.55% 07-01-2026 BEO7/1/20262.55%**1,534,941 
FNMA POOL #AN5171 3.29% 04-01-20274/1/20273.29%**5,133,361 
FNMA POOL #AN6585 2.84% 09-01-20279/1/20272.84%**1,428,768 
FNMA POOL #AN8612 3.29% 03-01-20283/1/20283.29%**4,175,987 
FNMA POOL #AN8717 3.02% 03-01-20283/1/20283.02%**215,478 
FNMA POOL #AN9215 3.43% 05-01-20285/1/20283.43%**485,515 
FNMA POOL #AN9814 3.63% DUE 08-01-2028 BEO8/1/20283.63%**2,056,835 
FNMA POOL #AO0454 3.5% 08-01-2042 BEO8/1/20423.50%**167,518 
FNMA POOL #AO0527 3% 05-01-2027 BEO5/1/20273.00%**11,301 
FNMA POOL #AO2801 3% DUE 06-01-2027 BEO6/1/20273.00%**65,219 
FNMA POOL #AO2802 3% 06-01-2027 BEO6/1/20273.00%**118,448 
FNMA POOL #AO4135 3.5% 06-01-2042 BEO6/1/20423.50%**348,164 
FNMA POOL #AO4688 3% DUE 07-01-2043 BEO7/1/20433.00%**678,175 
FNMA POOL #AO6757 4% 06-01-2042 BEO6/1/20424.00%**65,981 
FNMA POOL #AO7348 4% 08-01-2042 BEO8/1/20424.00%**77,948 
FNMA POOL #AP0006 ADJ RT DUE 07-01-2042 BEO7/1/20426.42%**13,469 
FNMA POOL #AP0645 3.5% 07-01-2032 BEO7/1/20323.50%**13,801 
FNMA POOL #AP2611 3.5% 09-01-2042 BEO9/1/20423.50%**106,927 
FNMA POOL #AP3308 3.5% 09-01-2042 BEO9/1/20423.50%**117,327 
FNMA POOL #AP3902 3% 10-01-2042 BEO10/1/20423.00%**102,957 
FNMA POOL #AP4710 3.5% 08-01-2042 BEO8/1/20423.50%**227,986 
FNMA POOL #AP5143 3% 09-01-2042 BEO9/1/20423.00%**124,694 
FNMA POOL #AP6027 3% 04-01-2043 BEO4/1/20433.00%**98,529 
FNMA POOL #AP6032 3% 04-01-2043 BEO4/1/20433.00%**111,131 
FNMA POOL #AP6053 2.5% 07-01-2028 BEO7/1/20282.50%**13,889 
FNMA POOL #AP6054 3% 07-01-2043 BEO7/1/20433.00%**14,811 
FNMA POOL #AP7126 2.5% 10-01-2027 BEO10/1/20272.50%**22,096 
FNMA POOL #AP8057 3.5% 09-01-2042 BEO9/1/20423.50%**166,654 
FNMA POOL #AP8903 3.5% 10-01-2042 BEO10/1/20423.50%**112,744 
FNMA POOL #AP9539 3% DUE 10-01-2042 BEO10/1/20423.00%**79,368 
FNMA POOL #AP9766 4% 10-01-2042 BEO10/1/20424.00%**310,087 
FNMA POOL #AQ0556 3% 11-01-2042 BEO11/1/20423.00%**559,590 
FNMA POOL #AQ1534 3.5% 10-01-2032 BEO10/1/20323.50%**47,215 
FNMA POOL #AQ1607 3.5% 11-01-2032 BEO11/1/20323.50%**39,603 
FNMA POOL #AQ1802 3.5% 10-01-2042 BEO10/1/20423.50%**68,074 
FNMA POOL #AQ7192 3% DUE 07-01-2043 REG7/1/20433.00%**43,416 
FNMA POOL #AQ8359 3% 01-01-2043 BEO1/1/20433.00%**179,965 
FNMA POOL #AR2638 3.5% 02-01-2043 BEO2/1/20433.50%**179,603 
FNMA POOL #AR3368 2.5% DUE 02-01-2028 REG2/1/20282.50%**23,590 
FNMA POOL #AR4343 3% 06-01-2043 BEO6/1/20433.00%**75,058 
FNMA POOL #AR4410 2.5% 02-01-2028 BEO2/1/20282.50%**493,126 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AR7214 3% DUE 06-01-2043 REG6/1/20433.00%**467,084 
FNMA POOL #AR7399 3% 06-01-2043 BEO6/1/20433.00%**35,393 
FNMA POOL #AR7961 3.5% DUE 03-01-2033 REG3/1/20333.50%**47,675 
FNMA POOL #AR8749 3% 03-01-2043 BEO3/1/20433.00%**562,472 
FNMA POOL #AR9215 3% DUE 03-01-2043 REG3/1/20433.00%**367,399 
FNMA POOL #AS0038 3% DUE 07-01-2043 BEO7/1/20433.00%**370,949 
FNMA POOL #AS0047 2.5% 07-01-2028 BEO1/1/20453.00%**60,466 
FNMA POOL #AS0070 4% DUE 08-01-2043 REG8/1/20434.00%**126,463 
FNMA POOL #AS0302 3% 08-01-2043 BEO8/1/20433.00%**32,893 
FNMA POOL #AS0522 3.5% 09-01-2043 BEO9/1/20433.50%**56,221 
FNMA POOL #AS0838 5% 10-01-2043 BEO10/1/20435.00%**34,265 
FNMA POOL #AS1364 3% 12-01-2043 BEO12/1/20433.00%**25,418 
FNMA POOL #AS1745 3% 02-01-2029 BEO2/1/20293.00%**210,644 
FNMA POOL #AS1774 4% 02-01-2044 BEO2/1/20444.00%**24,612 
FNMA POOL #AS2117 4.0% 04-01-20444/1/20444.00%**1,881 
FNMA POOL #AS2369 3.5% 05-01-2029 BEO5/1/20293.50%**132,971 
FNMA POOL #AS3282 3% 10-01-2043 BEO10/1/20433.00%**49,912 
FNMA POOL #AS3293 4% 09-01-2044 BEO9/1/20444.00%**173,373 
FNMA POOL #AS4302 4% 01-01-2045 BEO1/1/20454.00%**192,676 
FNMA POOL #AS4354 4.5% 01-01-2045 BEO1/1/20454.50%**504,877 
FNMA POOL #AS4427 4.5% 02-01-2045 BEO2/1/20454.50%**493,346 
FNMA POOL #AS4431 4.5% 02-01-2045 BEO2/1/20454.50%**311,995 
FNMA POOL #AS5068 3.5% 06-01-2045 BEO6/1/20453.50%**21,871 
FNMA POOL #AS5103 3% 06-01-2030 BEO6/1/20303.00%**219,611 
FNMA POOL #AS5133 3.5% 06-01-2045 BEO6/1/20453.50%**550,578 
FNMA POOL #AS5598 4% 08-01-2045 BEO8/1/20454.00%**381,806 
FNMA POOL #AS5722 3.5% 09-01-2045 BEO9/1/20453.50%**2,323,498 
FNMA POOL #AS6065 3.5% 10-01-2045 BEO10/1/20453.50%**62,725 
FNMA POOL #AS6067 3.5% 10-01-2045 BEO10/1/20453.50%**3,195,486 
FNMA POOL #AS6286 4% 12-01-2045 BEO12/1/20454.00%**438,794 
FNMA POOL #AS6304 4% DUE 12-01-2045 BEO12/1/20454.00%**599,010 
FNMA POOL #AS6315 4% 12-01-2045 BEO12/1/20454.00%**20,788 
FNMA POOL #AS6328 3.5% 12-01-2045 BEO12/1/20454.00%**727,175 
FNMA POOL #AS6386 3% 12-01-2045 BEO12/1/20453.00%**72,260 
FNMA POOL #AS6395 3.5% 12-01-2045 BEO12/1/20453.50%**30,214 
FNMA POOL #AS6452 3.5% 01-01-2046 BEO1/1/20463.50%**120,500 
FNMA POOL #AS6489 4% DUE 01-01-2046 BEO1/1/20464.00%**474,397 
FNMA POOL #AS6534 3.5% 01-01-2046 BEO1/1/20463.50%**1,161,521 
FNMA POOL #AS7125 2.5% 05-01-2046 BEO4/1/20454.00%**256,524 
FNMA POOL #AS7155 3% 05-01-2046 BEO5/1/20463.00%**187,645 
FNMA POOL #AS7530 2.5% 07-01-2046 BEO7/1/20462.50%**459,622 
FNMA POOL #AS7533 3% 07-01-2046 BEO7/1/20463.00%**988,004 
FNMA POOL #AS7693 2% DUE 08-01-2031 BEO8/1/20312.00%**375,075 
FNMA POOL #AS7844 3% 09-01-2046 BEO9/1/20463.00%**491,864 
FNMA POOL #AS7877 2.5% 09-01-2046 BEO9/1/20462.50%**545,295 
FNMA POOL #AS8143 4% 10-01-2046 BEO10/1/20464.00%**50,871 
FNMA POOL #AS8249 3% 11-01-2036 BEO11/1/20363.00%**603,180 
FNMA POOL #AS8257 2% 11-01-2026 BEO11/1/20262.00%**236,672 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AS8269 3% 11-01-2046 BEO11/1/20463.00%**3,312,266 
FNMA POOL #AS8740 3.5% 02-01-2037 BEO2/1/20373.50%**116,858 
FNMA POOL #AS8980 4.5% 03-01-2047 BEO3/1/20474.50%**657,054 
FNMA POOL #AS9588 4% 05-01-2047 BEO5/1/20474.00%**1,197,833 
FNMA POOL #AS9610 4.5% 05-01-2047 BEO5/1/20474.50%**1,761,558 
FNMA POOL #AT0874 POOL #AT0874 3% DUE 07-01-2043 REG7/1/20433.00%**26,829 
FNMA POOL #AT1572 3% DUE 05-01-2043 REG5/1/20433.00%**507,608 
FNMA POOL #AT2005 2.5% 04-01-2028 BEO4/1/20282.50%**92,435 
FNMA POOL #AT2043 3% DUE 04-01-2043 REG4/1/20433.00%**18,766 
FNMA POOL #AT2722 3% DUE 05-01-2043 REG5/1/20433.00%**260,341 
FNMA POOL #AT2725 3% 05-01-2043 BEO5/1/20433.00%**2,868,904 
FNMA POOL #AT3179 3% 05-01-2043 BEO5/1/20433.00%**147,760 
FNMA POOL #AT3487 3.5% DUE 04-01-2043 REG4/1/20433.50%**473,051 
FNMA POOL #AT5803 3% 06-01-2043 BEO6/1/20433.00%**17,019 
FNMA POOL #AT5915 4 DUE 06-01-2043 REG6/1/20434.00%**101,288 
FNMA POOL #AT5994 3% 05-01-2043 BEO5/1/20433.00%**54,091 
FNMA POOL #AT6764 3% 07-01-2043 BEO7/1/20433.00%**12,049 
FNMA POOL #AT7213 2.5% DUE 06-01-2028 BEO6/1/20282.50%**3,991 
FNMA POOL #AT7620 3% DUE 06-01-2043 REG6/1/20433.00%**525,052 
FNMA POOL #AT8000 3% 06-01-2043 BEO6/1/20433.00%**37,121 
FNMA POOL #AT8326 3% DUE 06-01-2043 BEO6/1/20433.00%**421,905 
FNMA POOL #AT8419 3 DUE 06-01-2043 REG6/1/20433.00%**84,195 
FNMA POOL #AT8489 3% DUE 08-01-2043 REG8/1/20433.00%**786,070 
FNMA POOL #AT8968 2.5% 07-01-2028 BEO7/1/20282.50%**5,671 
FNMA POOL #AT9250 3% 07-01-2043 BEO7/1/20433.00%**483,663 
FNMA POOL #AT9311 FIXED 2.5% 07-01-2028 BEO7/1/20282.50%**16,175 
FNMA POOL #AT9521 2.5% 07-01-2028 BEO7/1/20282.50%**21,840 
FNMA POOL #AU0317 3% 06-01-2043 BEO6/1/20433.00%**44,684 
FNMA POOL #AU0909 2% 07-01-2028 BEO7/1/20282.00%**36,897 
FNMA POOL #AU0923 3.5% 07-01-2043 BEO7/1/20433.50%**133,303 
FNMA POOL #AU1629 3% DUE 07-01-2043 REG7/1/20433.00%**43,069 
FNMA POOL #AU1632 3% DUE 07-01-2043 REG7/1/20433.00%**1,060,254 
FNMA POOL #AU1811 2.5% 08-01-2028 BEO8/1/20282.50%**16,695 
FNMA POOL #AU2032 3% 07-01-2043 BEO7/1/20433.00%**58,636 
FNMA POOL #AU2909 3% 08-01-2028 BEO8/1/20283.00%**86,272 
FNMA POOL #AU3034 2.5% 08-01-2028 BEO8/1/20282.50%**6,709 
FNMA POOL #AU3176 3% DUE 08-01-2043 REG8/1/20433.00%**48,582 
FNMA POOL #AU3191 2.5% DUE 08-01-2028 REG8/1/20282.50%**30,535 
FNMA POOL #AU3195 3% 08-01-2043 BEO8/1/20433.00%**41,920 
FNMA POOL #AU3334 2.5% DUE 07-01-2028 REG7/1/20282.50%**28,726 
FNMA POOL #AU3789 2.5% DUE 08-01-2028 REG8/1/20282.50%**18,136 
FNMA POOL #AU3811 3% DUE 08-01-2043 REG8/1/20433.00%**35,038 
FNMA POOL #AU4585 3% 08-01-2043 BEO8/1/20433.00%**16,107 
FNMA POOL #AU5161 3 DUE 08-01-2043 REG8/1/20433.00%**655,647 
FNMA POOL #AU5190 2.5% 08-01-2028 BEO8/1/20282.50%**32,017 
FNMA POOL #AU5202 3% 08-01-2043 BEO8/1/20433.00%**29,856 
FNMA POOL #AU5904 3.5% 09-01-2033 BEO9/1/20333.50%**120,143 
FNMA POOL #AU6735 3% 10-01-2043 BEO10/1/20433.00%**349,454 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #AU8066 3% 09-01-2043 BEO9/1/20433.00%**43,539 
FNMA POOL #AV0702 4% 12-01-2043 BEO12/1/20434.00%**66,123 
FNMA POOL #AV0802 2.5% 08-01-2028 BEO8/1/20282.50%**5,361 
FNMA POOL #AV4736 4% 12-01-2043 BEO12/1/20434.00%**74,298 
FNMA POOL #AV5425 4.5% 01-01-2044 BEO1/1/20444.50%**415,155 
FNMA POOL #AV5667 4% 01-01-2044 BEO1/1/20444.00%**58,978 
FNMA POOL #AV5730 4.5% 04-01-2044 BEO4/1/20444.50%**169,233 
FNMA POOL #AV9290 4.5% 02-01-2044 BEO2/1/20444.50%**226,117 
FNMA POOL #AW3146 4% 06-01-2044 BEO6/1/20444.00%**113,071 
FNMA POOL #AW9504 3% 01-01-2045 BEO1/1/20453.00%**37,198 
FNMA POOL #AX1348 4% 10-01-2044 BEO10/1/20444.00%**5,126 
FNMA POOL #AX4277 3% 01-01-2045 BEO1/1/20453.00%**170,860 
FNMA POOL #AX4883 3% 12-01-2044 BEO12/1/20443.00%**546,692 
FNMA POOL #AX6579 3% 01-01-2045 BEO1/1/20453.00%**52,112 
FNMA POOL #AX7578 3% 01-01-2045 BEO1/1/20453.00%**31,891 
FNMA POOL #AY1022 3% 05-01-2045 BEO5/1/20453.00%**254,623 
FNMA POOL #AY1363 4% 04-01-2045 BEO4/1/20454.00%**119,094 
FNMA POOL #AY1377 4% DUE 04-01-2045 REG4/1/20454.00%**184,865 
FNMA POOL #AY3913 3.5% 02-01-2045 BEO2/1/20453.50%**94,941 
FNMA POOL #AY4869 4% 06-01-2045 BEO6/1/20454.00%**106,701 
FNMA POOL #AY5484 4% 12-01-2044 BEO12/1/20444.00%**2,921 
FNMA POOL #AY9434 4% 12-01-2045 BEO12/1/20454.00%**19,859 
FNMA POOL #AZ0711 3.5% 02-01-2046 BEO2/1/20463.50%**26,923 
FNMA POOL #AZ3743 3.5% 11-01-2045 BEO11/1/20453.50%**416,061 
FNMA POOL #AZ3926 4% 10-01-2045 BEO10/1/20454.00%**558 
FNMA POOL #AZ4234 3% 06-01-2030 BEO6/1/20303.00%**597,112 
FNMA POOL #AZ4775 3.5% 10-01-2045 BEO10/1/20453.50%**1,536,394 
FNMA POOL #AZ5713 4% 09-01-2045 BEO9/1/20454.00%**224,188 
FNMA POOL #AZ7353 3.5% 11-01-2045 BEO11/1/20453.50%**140,433 
FNMA POOL #BA3779 4% 01-01-2046 BEO1/1/20464.00%**3,637 
FNMA POOL #BA4750 3.5% 01-01-2031 BEO1/1/20313.50%**93,103 
FNMA POOL #BA4766 4% 01-01-2046 BEO1/1/20464.00%**51,824 
FNMA POOL #BA4780 4% 01-01-2046 BEO1/1/20464.00%**1,395,716 
FNMA POOL #BA4801 4% 02-01-2046 BEO2/1/20464.00%**309,489 
FNMA POOL #BA5330 4% 11-01-2045 BEO11/1/20454.00%**10,535 
FNMA POOL #BA5827 3% 11-01-2030 BEO4/1/20444.50%**102,222 
FNMA POOL #BA6018 3% 01-01-2046 BEO1/1/20463.00%**8,556 
FNMA POOL #BA6555 3% 01-01-2046 BEO1/1/20463.00%**13,886 
FNMA POOL #BA6798 4% 01-01-2046 BEO1/1/20464.00%**67,757 
FNMA POOL #BA6824 3% 02-01-2046 BEO2/1/20463.00%**101,224 
FNMA POOL #BA6924 3% 02-01-2046 BEO2/1/20463.00%**11,487 
FNMA POOL #BC0855 3% 04-01-2031 BEO4/1/20313.00%**1,315,412 
FNMA POOL #BC1104 3% 02-01-2046 BEO2/1/20463.00%**112,409 
FNMA POOL #BC1509 3% 08-01-2046 BEO8/1/20463.00%**428,830 
FNMA POOL #BC2817 3% 09-01-2046 BEO9/1/20463.00%**863,646 
FNMA POOL #BC3020 3% 02-01-2046 BEO2/1/20463.00%**250,713 
FNMA POOL #BC3883 4% DUE 03-01-2046 BEO3/1/20464.00%**189,432 
FNMA POOL #BC4411 3.5% 03-01-2031 BEO3/1/20313.50%**125,258 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #BC4764 3% 10-01-2046 BEO10/1/20463.00%**414,232 
FNMA POOL #BC9077 3.5% 12-01-2046 BEO12/1/20463.50%**268,212 
FNMA POOL #BD5992 2.5% 07-01-2031 BEO7/1/20312.50%**59,513 
FNMA POOL #BD8104 3% 10-01-2046 BEO10/1/20463.00%**734,991 
FNMA POOL #BF0194 4.5% 07-01-2040 BEO7/1/20404.50%**543,420 
FNMA POOL #BF0334 3.5% 01-01-2059 BEO1/1/20593.50%**129,884 
FNMA POOL #BF0574 6% 11-01-2039 BEO11/1/20396.00%**5,027,829 
FNMA POOL #BJ0669 3.5% 03-01-2033 BEO3/1/20333.50%**334,444 
FNMA POOL #BJ1635 3% 11-01-2032 BEO11/1/20323.00%**390,535 
FNMA POOL #BJ8703 3.5% 05-01-2049 BEO5/1/20493.50%**50,965 
FNMA POOL #BJ9249 4.5% 06-01-2048 BEO6/1/20484.50%**305,878 
FNMA POOL #BK2620 2.5% 06-01-2050 BEO6/1/20502.50%**345,075 
FNMA POOL #BK7608 4% 09-01-2048 BEO9/1/20484.00%**3,334,634 
FNMA POOL #BK8814 4.5% 08-01-2048 BEO8/1/20484.50%**176,778 
FNMA POOL #BK9849 4% 09-01-2033 BEO9/1/20334.00%**269,675 
FNMA POOL #BL6406 1.63% 05-01-2027 BEO5/1/20271.63%**7,279,116 
FNMA POOL #BM1565 3% 04-01-2047 BEO4/1/20473.00%**1,118,453 
FNMA POOL #BM1775 4.5% 07-01-2047 BEO7/1/20474.50%**247,352 
FNMA POOL #BM3119 1.8% 02-01-2047 BEO2/1/20471.80%**693,570 
FNMA POOL #BM3280 4.5% 11-01-2047 BEO11/1/20474.50%**1,962,812 
FNMA POOL #BM3537 3% 01-01-2031 BEO1/1/20313.00%**1,722,951 
FNMA POOL #BM3724 3.5% 03-01-2048 BEO3/1/20483.50%**4,699,166 
FNMA POOL #BM3855 4% 03-01-2048 BEO3/1/20484.00%**615,316 
FNMA POOL #BM3904 5% 05-01-2048 BEO5/1/20485.00%**300,760 
FNMA POOL #BM4130 3.5% 03-01-2032 BEO3/1/20323.50%**6,999,700 
FNMA POOL #BM4301 4% 03-01-2048 BEO3/1/20484.00%**7,546,247 
FNMA POOL #BM4676 4% 10-01-2048 BEO10/1/20484.00%**722,240 
FNMA POOL #BM4716 3.5% 12-01-2030 BEO12/1/20303.50%**112,747 
FNMA POOL #BM4898 4% 11-01-2038 BEO11/1/20384.00%**513,534 
FNMA POOL #BM5082 4.5% 11-01-2048 BEO11/1/20484.50%**988,758 
FNMA POOL #BM5111 3% 11-01-2033 BEO11/1/20333.00%**3,146,920 
FNMA POOL #BM5184 4% 09-01-2033 BEO9/1/20334.00%**528,887 
FNMA POOL #BM5261 4% 01-01-2048 BEO1/1/20484.00%**2,276,164 
FNMA POOL #BM5568 4.5% 02-01-2049 BEO2/1/20494.50%**1,505,272 
FNMA POOL #BM6605 3.5% 01-01-2038 BEO1/1/20383.50%**9,246,890 
FNMA POOL #BM7221 3% 02-01-2031 BEO2/1/20313.00%**1,001,471 
FNMA POOL #BM7643 2.5% 01-01-2035 BEO1/1/20352.50%**2,833,621 
FNMA POOL #BN4428 4.5% DUE 12-01-2048 REG12/1/20484.50%**156,780 
FNMA POOL #BQ6617 1.5% 10-01-2051 BEO10/1/20511.50%**3,271,987 
FNMA POOL #BQ9298 2.5% 12-01-205012/1/20502.50%**199,160 
FNMA POOL #BR2664 2.0% 02-01-20512/1/20512.00%**517,982 
FNMA POOL #BR4753 2.0% DUE 03-01-20513/1/20512.00%**229,693 
FNMA POOL #BR6500 2.5% DUE 03-01-2051 REG3/1/20512.50%**525,094 
FNMA POOL #BS6767 4.27% DUE 10-01-2032 BEO10/1/20324.27%**1,044,125 
FNMA POOL #BS9166 4.61% 08-01-20288/1/20284.61%**1,617,387 
FNMA POOL #BT0087 2.5% 05-01-20515/1/20512.50%**1,477,771 
FNMA POOL #BV7598 3.0% 03-01-20523/1/20523.00%**42,870 
FNMA POOL #BV9613 3% 04-01-2052 BEO4/1/20523.00%**396,457 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #BW9916 5% 10-01-2052 BEO10/1/20525.00%**768,429 
FNMA POOL #BX7702 6.5% 02-01-2053 BEO2/1/20536.50%**291,159 
FNMA POOL #BZ0874 4.76% 06-01-20296/1/20294.76%**3,986,963 
FNMA POOL #BZ1178 5.81% 06-01-20316/1/20315.81%**4,687,673 
FNMA POOL #BZ2692 5.21% DUE 12-01-2039 BEO12/1/20395.21%**155,345 
FNMA POOL #BZ3005 5.03% DUE 01-01-20301/1/20305.03%**3,620,433 
FNMA POOL #BZ3101 4.83% DUE 02-01-20302/1/20304.83%**3,598,683 
FNMA POOL #BZ5550 4.3% 12-01-203212/1/20324.30%**14,462,820 
FNMA POOL #CA0789 3.5% 11-01-203211/1/20323.50%**300,476 
FNMA POOL #CA0907 3.5% DUE 12-01-204712/1/20473.50%**380,981 
FNMA POOL #CA1576 5.0% DUE 01-01-2048 REG1/1/20485.00%**217,103 
FNMA POOL #CA3283 4.0% 03-01-20343/1/20344.00%**645,680 
FNMA POOL #CA3285 4.0% 03-01-20343/1/20344.00%**590,707 
FNMA POOL #CA3287 4.0% 03-01-20343/1/20344.00%**122,450 
FNMA POOL #CA4346 3% DUE 10-01-2049 REG10/1/20493.00%**271,987 
FNMA POOL #CA4819 4% DUE 12-01-2049 BEO12/1/20494.00%**336,999 
FNMA POOL #CA6315 3.0% DUE 07-01-2050 REG7/1/20503.00%**371,090 
FNMA POOL #CA7257 2.5% DUE 10-01-2050 REG10/1/20502.50%**847,150 
FNMA POOL #CA7422 2.0% 10-01-204010/1/20402.00%**4,806,387 
FNMA POOL #CA9358 2.5% DUE 03-01-2041 REG3/1/20412.50%**548,954 
FNMA POOL #CB0100 2.5% DUE 04-01-2041 REG4/1/20412.50%**701,711 
FNMA POOL #CB0470 2.5% 05-01-20415/1/20412.50%**1,089,127 
FNMA POOL #CB0858 3.0% DUE 06-01-2051 REG6/1/20513.00%**1,723,613 
FNMA POOL #CB1771 1.5% DUE 09-01-2051 REG9/1/20511.50%**4,999,198 
FNMA POOL #CB2429 3.0% DUE 12-01-2051 REG12/1/20513.00%**12,028,113 
FNMA POOL #CB2858 2.5% DUE 02-01-2052 REG2/1/20522.50%**1,637,013 
FNMA POOL #CB2929 3% 02-01-2052 BEO2/1/20523.00%**60,719 
FNMA POOL #CB3614 4.0% DUE 05-01-2052 REG5/1/20524.00%**572,028 
FNMA POOL #CB4090 4% DUE 07-01-20527/1/20524.00%**2,898,656 
FNMA POOL #CB4755 5% 09-01-2037 BEO9/1/20375.00%**1,854,059 
FNMA POOL #CB4756 5% 09-01-2037 BEO9/1/20375.00%**815,127 
FNMA POOL #CB4757 5% 09-01-2037 BEO9/1/20375.00%**1,526,211 
FNMA POOL #CB4758 5% 09-01-2037 BEO9/1/20375.00%**1,007,513 
FNMA POOL #CB4759 5% 09-01-2037 BEO9/1/20375.00%**1,002,309 
FNMA POOL #CB4760 5% 09-01-2037 BEO9/1/20375.00%**2,274,893 
FNMA POOL #CB4991 4.5% 10-01-2037 BEO10/1/20374.50%**419,823 
FNMA POOL #CB4995 4.5% 10-01-2037 BEO10/1/20374.50%**692,455 
FNMA POOL #CB5005 5% 10-01-2037 BEO10/1/20375.00%**744,409 
FNMA POOL #CB6540 6.0% 06-01-20536/1/20536.00%**2,190,732 
FNMA POOL #CB6753 6.0% 07-01-20537/1/20536.00%**2,447,013 
FNMA POOL #FA0083 2.5% 02-01-2035 BEO2/1/20352.50%**8,241,970 
FNMA POOL #FA0185 1.5% 12-01-2031 BEO12/1/20311.50%**6,935,053 
FNMA POOL #FM1349 3.5% 03-01-2047 BEO3/1/20473.50%**1,452,057 
FNMA POOL #FM1467 3% 12-01-2047 BEO12/1/20473.00%**1,048,207 
FNMA POOL #FM1727 5% 09-01-2049 BEO9/1/20495.00%**887,311 
FNMA POOL #FM1796 3.5% 10-01-2034 BEO10/1/20343.50%**26,813 
FNMA POOL #FM2477 3% 05-01-2036 BEO5/1/20363.00%**3,334,497 
FNMA POOL #FM2479 2.5% 07-01-2033 BEO7/1/20332.50%**922,924 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #FM2743 3.0% DUE 02-01-2034 REG2/1/20343.00%**1,479,297 
FNMA POOL #FM2922 3% 02-01-2038 BEO2/1/20383.00%**623,417 
FNMA POOL #FM2972 4% 12-01-2044 BEO12/1/20444.00%**4,025,492 
FNMA POOL #FM3004 4% 01-01-2046 BEO1/1/20464.00%**26,185,868 
FNMA POOL #FM3049 4% 04-01-2044 BEO4/1/20444.00%**1,117,697 
FNMA POOL #FM3123 2.5% 03-01-2038 BEO3/1/20382.50%**781,509 
FNMA POOL #FM3241 3% 03-01-2050 BEO3/1/20503.00%**9,562,304 
FNMA POOL #FM3243 3.5% 02-01-2050 BEO2/1/20503.50%**88,260 
FNMA POOL #FM3773 3.5% 11-01-2048 BEO11/1/20483.50%**2,222,391 
FNMA POOL #FM4311 3% 08-01-2050 BEO8/1/20503.00%**299,149 
FNMA POOL #FM4436 4% 06-01-2034 BEO6/1/20344.00%**881,916 
FNMA POOL #FM4577 2.5% 10-01-2050 BEO10/1/20502.50%**485,005 
FNMA POOL #FM4817 5% 06-01-2049 BEO6/1/20495.00%**771,425 
FNMA POOL #FM5018 2.5% 12-01-2050 BEO12/1/20502.50%**1,005,164 
FNMA POOL #FM5050 2.5% 02-01-2035 BEO2/1/20352.50%**624,775 
FNMA POOL #FM5313 2.5% 10-01-2050 BEO10/1/20502.50%**687,042 
FNMA POOL #FM5743 2.5% 02-01-2051 BEO2/1/20512.50%**991,153 
FNMA POOL #FM5754 3.5% 03-01-2037 BEO3/1/20373.50%**63,660 
FNMA POOL #FM5783 3% 06-01-2038 BEO6/1/20383.00%**409,920 
FNMA POOL #FM5904 2.5% 02-01-2051 BEO2/1/20512.50%**196,842 
FNMA POOL #FM6015 3.5% 08-01-2039 BEO8/1/20393.50%**106,143 
FNMA POOL #FM6036 4% 01-01-2050 BEO1/1/20504.00%**1,108,224 
FNMA POOL #FM6117 3% 11-01-2048 BEO11/1/20483.00%**200,884 
FNMA POOL #FM6448 2% 03-01-2051 BEO3/1/20512.00%**881,661 
FNMA POOL #FM6460 2.5% 03-01-2051 BEO3/1/20512.50%**319,733 
FNMA POOL #FM7100 3.5% 06-01-2050 BEO6/1/20503.50%**218,288 
FNMA POOL #FM7531 3% 05-01-2051 BEO5/1/20513.00%**233,058 
FNMA POOL #FM7630 2.5% 06-01-2051 BEO6/1/20512.50%**272,670 
FNMA POOL #FM7675 2.5% 06-01-2051 BEO6/1/20512.50%**432,679 
FNMA POOL #FM7786 4% 01-01-2049 BEO1/1/20494.00%**365,384 
FNMA POOL #FM7796 4% 06-01-2048 BEO6/1/20484.00%**554,479 
FNMA POOL #FM7869 2.5% 01-01-2051 BEO1/1/20512.50%**222,670 
FNMA POOL #FM7900 2.5% 07-01-2051 BEO7/1/20512.50%**283,052 
FNMA POOL #FM7910 2.5% 07-01-2051 BEO7/1/20512.50%**422,102 
FNMA POOL #FM8166 3% 06-01-2051 BEO6/1/20513.00%**319,447 
FNMA POOL #FM8325 2.5% 07-01-2035 BEO7/1/20352.50%**1,629,775 
FNMA POOL #FM8480 3% 11-01-2050 BEO11/1/20503.00%**1,058,206 
FNMA POOL #FM8576 3% 02-01-2050 BEO2/1/20503.00%**631,647 
FNMA POOL #FM8577 3% 08-01-2051 BEO8/1/20513.00%**822,969 
FNMA POOL #FM8648 3% 09-01-2051 BEO9/1/20513.00%**1,326,249 
FNMA POOL #FM8864 2.5% 10-01-2051 BEO10/1/20512.50%**686,717 
FNMA POOL #FM9044 3% 10-01-2051 BEO10/1/20513.00%**294,503 
FNMA POOL #FM9365 3% 11-01-2051 BEO11/1/20513.00%**237,669 
FNMA POOL #FM9464 3% 11-01-2051 BEO11/1/20513.00%**874,941 
FNMA POOL #FN BZ0099 5.69% 12-01-202812/1/20285.69%**1,259,077 
FNMA POOL #FNAT5995 3 DUE 05-01-2043 REG5/1/20433.00%**62,145 
FNMA POOL #FP0021 4% 05-01-2031 BEO5/1/20314.00%**1,076,970 
FNMA POOL #FP0028 2% 08-01-2040 BEO8/1/20402.00%**348,941 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #FS0024 2.5% 09-01-2051 BEO8/1/20513.00%**266,826 
FNMA POOL #FS0034 3% 12-01-2051 BEO12/1/20513.00%**363,370 
FNMA POOL #FS0037 3% 08-01-2051 BEO8/1/20513.00%**209,721 
FNMA POOL #FS0041 3% 11-01-2050 BEO11/1/20503.00%**210,468 
FNMA POOL #FS0191 2.5% 01-01-2052 BEO1/1/20522.50%**310,947 
FNMA POOL #FS0240 3% 01-01-2052 BEO1/1/20523.00%**365,351 
FNMA POOL #FS0331 3% 01-01-2052 BEO1/1/20523.00%**448,446 
FNMA POOL #FS0366 2.5% 01-01-2052 BEO1/1/20522.50%**237,749 
FNMA POOL #FS0408 3% 01-01-2052 BEO1/1/20523.00%**367,457 
FNMA POOL #FS0424 2.5% 01-01-2052 BEO1/1/20522.50%**1,307,440 
FNMA POOL #FS0697 2.5% 02-01-2042 BEO2/1/20422.50%**605,057 
FNMA POOL #FS0744 3% 02-01-2052 BEO2/1/20523.00%**4,826,869 
FNMA POOL #FS0751 3% 03-01-2052 BEO2/1/20523.00%**1,308,714 
FNMA POOL #FS0835 2.5% 03-01-2052 BEO3/1/20522.50%**656,386 
FNMA POOL #FS0896 3% 12-01-2051 BEO12/1/20513.00%**5,305,169 
FNMA POOL #FS0995 2.5% 03-01-2042 BEO3/1/20422.50%**191,627 
FNMA POOL #FS1014 2% 02-01-2052 BEO2/1/20522.00%**373,046 
FNMA POOL #FS1015 2% 02-01-2052 BEO2/1/20522.00%**1,195,828 
FNMA POOL #FS1074 3% 03-01-2052 BEO3/1/20523.00%**2,757,031 
FNMA POOL #FS1201 3% 01-01-2050 BEO1/1/20503.00%**693,026 
FNMA POOL #FS1289 3% 03-01-2052 BEO3/1/20523.00%**899,903 
FNMA POOL #FS1403 3% 01-01-2045 BEO1/1/20453.00%**372,350 
FNMA POOL #FS1427 3% 02-01-2050 BEO2/1/20503.00%**311,927 
FNMA POOL #FS1462 3.5% 01-01-2052 BEO1/1/20523.50%**194,438 
FNMA POOL #FS1539 3% 11-01-2048 BEO11/1/20483.00%**444,843 
FNMA POOL #FS1553 2.5% 11-01-2050 BEO11/1/20502.50%**245,998 
FNMA POOL #FS1726 2% 09-01-2041 BEO9/1/20412.00%**441,768 
FNMA POOL #FS1836 2.5% 05-01-2052 BEO5/1/20522.50%**3,209,919 
FNMA POOL #FS1845 3.5% 12-01-2029 BEO12/1/20293.50%**529,596 
FNMA POOL #FS2768 2% 01-01-2052 BEO1/1/20522.00%**194,749 
FNMA POOL #FS2920 3% 07-01-2036 BEO7/1/20363.00%**1,373,330 
FNMA POOL #FS3009 2% 05-01-2042 BEO5/1/20422.00%**332,632 
FNMA POOL #FS3249 5% 11-01-2052 BEO11/1/20525.00%**886,170 
FNMA POOL #FS3275 3% 04-01-2052 BEO4/1/20523.00%**2,019,572 
FNMA POOL #FS3393 4% 10-01-2052 BEO10/1/20524.00%**106,597 
FNMA POOL #FS3411 6% 01-01-2053 BEO1/1/20536.00%**344,180 
FNMA POOL #FS3425 4.5% 09-01-2052 BEO3/1/20522.00%**1,022,660 
FNMA POOL #FS3672 5.5% 02-01-2053 BEO2/1/20535.50%**1,068,340 
FNMA POOL #FS3836 4.5% 01-01-2053 BEO1/1/20534.50%**657,972 
FNMA POOL #FS3977 4.5% 11-01-2052 BEO11/1/20524.50%**475,682 
FNMA POOL #FS3978 5% 01-01-2053 BEO1/1/20535.00%**487,892 
FNMA POOL #FS4000 6.0% 07-01-20417/1/20416.00%**749,591 
FNMA POOL #FS4166 5.5% 04-01-2053 BEO4/1/20535.50%**753,805 
FNMA POOL #FS4269 2.0% 10-01-205110/1/20512.00%**1,477,310 
FNMA POOL #FS4270 2.0% 03-01-20523/1/20522.00%**1,485,359 
FNMA POOL #FS4314 2% 03-01-2052 BEO3/1/20522.00%**265,623 
FNMA POOL #FS4363 2.5% 03-01-2035 BEO3/1/20352.50%**1,272,971 
FNMA POOL #FS4377 3% 04-01-2052 BEO4/1/20523.00%**81,663 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #FS4448 4% 12-01-2044 BEO12/1/20444.00%**217,003 
FNMA POOL #FS4454 6% 04-01-2053 BEO4/1/20536.00%**457,727 
FNMA POOL #FS4471 2.5% 09-01-2042 BEO9/1/20422.50%**286,873 
FNMA POOL #FS4480 4.5% 03-01-2050 BEO3/1/20504.50%**287,959 
FNMA POOL #FS4570 5.0% 12-01-204712/1/20475.00%**805,847 
FNMA POOL #FS4573 6% 05-01-2053 BEO1/1/20535.00%**914,226 
FNMA POOL #FS4805 5.5% 05-01-2053 BEO5/1/20535.50%**442,671 
FNMA POOL #FS4914 2.5% 10-01-2037 BEO10/1/20372.50%**632,047 
FNMA POOL #FS5155 5% 07-01-2053 BEO7/1/20535.00%**1,866,796 
FNMA POOL #FS5191 2% 08-01-2042 BEO8/1/20422.00%**495,576 
FNMA POOL #FS5306 6% 07-01-2053 BEO7/1/20536.00%**492,728 
FNMA POOL #FS5365 3% 02-01-2050 BEO2/1/20503.00%**1,897,500 
FNMA POOL #FS5385 2.5% 04-01-2052 BEO4/1/20522.50%**1,487,452 
FNMA POOL #FS5647 5.5% 07-01-2053 BEO7/1/20535.50%**671,848 
FNMA POOL #FS6072 2.5% 12-01-2036 BEO12/1/20362.50%**558,281 
FNMA POOL #FS6451 5.5% 08-01-2053 BEO8/1/20535.50%**1,013,188 
FNMA POOL #FS6779 6.5% 12-01-2053 BEO12/1/20536.50%**435,983 
FNMA POOL #FS7170 2.0% 08-01-20428/1/20422.00%**814,607 
FNMA POOL #FS7180 2% 05-01-2042 BEO5/1/20422.00%**441,658 
FNMA POOL #FS7294 5.5% 05-01-20445/1/20445.50%**639,821 
FNMA POOL #FS7408 2.5% 04-01-2052 BEO4/1/20522.50%**2,360,566 
FNMA POOL #FS7624 6.5% 03-01-2054 BEO3/1/20546.50%**589,340 
FNMA POOL #FS7849 2.5% 05-01-2052 BEO5/1/20522.50%**450,316 
FNMA POOL #FS7997 6% 05-01-2054 BEO5/1/20546.00%**1,531,063 
FNMA POOL #FS8001 5.5% 06-01-2054 BEO6/1/20545.50%**356,555 
FNMA POOL #FS8027 2.5% 03-01-2052 BEO3/1/20522.50%**901,910 
FNMA POOL #FS8087 5.5% 06-01-2054 BEO6/1/20545.50%**1,181,006 
FNMA POOL #FS8398 2.5% 02-01-2035 BEO2/1/20352.50%**2,722,699 
FNMA POOL #G67717 4.0% DUE 11-01-2048 REG11/1/20484.00%**305,097 
FNMA POOL #MA0006 4% 03-01-2039 BEO3/1/20394.00%**2,732 
FNMA POOL #MA0214 5% 10-01-2029 BEO10/1/20295.00%**48,204 
FNMA POOL #MA0243 5% 11-01-2029 BEO11/1/20295.00%**41,381 
FNMA POOL #MA0295 5% 01-01-2030 BEO1/1/20305.00%**27,971 
FNMA POOL #MA0583 4% 12-01-2040 BEO12/1/20404.00%**1,308 
FNMA POOL #MA0706 4.5% 04-01-2031 BEO4/1/20314.50%**25,639 
FNMA POOL #MA0734 4.5% DUE 05-01-2031 BEO5/1/20314.50%**89,299 
FNMA POOL #MA0776 4.5% DUE 06-01-2031 BEO6/1/20314.50%**93,526 
FNMA POOL #MA0816 4.5% 08-01-2031 BEO8/1/20314.50%**73,866 
FNMA POOL #MA0919 3.5% 12-01-2031 BEO12/1/20313.50%**4,088,666 
FNMA POOL #MA0939 4.5% 12-01-2031 BEO12/1/20314.50%**68,435 
FNMA POOL #MA1044 3% DUE 04-01-2042 BEO4/1/20423.00%**36,440 
FNMA POOL #MA1045 3% 04-01-2027 BEO4/1/20314.50%**39,545 
FNMA POOL #MA1125 4 07-01-2042 BEO7/1/20424.00%**70,118 
FNMA POOL #MA1177 3.5% 09-01-2042 BEO9/1/20423.50%**61,827 
FNMA POOL #MA1213 3.5% DUE 10-01-2042 BEO10/1/20423.50%**60,776 
FNMA POOL #MA1272 3% 12-01-2042 BEO12/1/20423.00%**294,151 
FNMA POOL #MA1373 3.5% 03-01-2043 BEO3/1/20433.50%**171,547 
FNMA POOL #MA1458 3% 06-01-2043 BEO6/1/20433.00%**246,203 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #MA1463 3.5% 06-01-2043 BEO6/1/20433.50%**384,535 
FNMA POOL #MA1508 3.5% 07-01-2043 BEO7/1/20433.50%**110,416 
FNMA POOL #MA1510 4% 07-01-2043 BEO7/1/20434.00%**115,392 
FNMA POOL #MA1546 3.5% DUE 08-01-2043 BEO8/1/20433.50%**142,700 
FNMA POOL #MA1553 2.5% 08-01-2028 BEO8/1/20282.50%**149,157 
FNMA POOL #MA1591 4.5% 09-01-2043 BEO9/1/20434.50%**80,991 
FNMA POOL #MA1629 4.5% 10-01-2043 BEO10/1/20434.50%**73,597 
FNMA POOL #MA1711 4.5% 12-01-2043 BEO12/1/20434.50%**61,279 
FNMA POOL #MA1728 5% 11-01-2033 BEO11/1/20335.00%**38,024 
FNMA POOL #MA1772 3.5% 02-01-2034 BEO2/1/20343.50%**1,903,453 
FNMA POOL #MA2110 3.5% 12-01-2034 BEO12/1/20343.50%**379,002 
FNMA POOL #MA2138 3.5% 01-01-2035 BEO1/1/20353.50%**228,415 
FNMA POOL #MA2320 3% 07-01-2035 BEO7/1/20353.00%**120,220 
FNMA POOL #MA2373 2.5% 08-01-2030 BEO8/1/20302.50%**24,560 
FNMA POOL #MA2516 3% 01-01-2046 BEO1/1/20463.00%**202,016 
FNMA POOL #MA2523 3% 02-01-2036 BEO2/1/20363.00%**499,972 
FNMA POOL #MA2579 3% 04-01-2036 BEO4/1/20363.00%**369,670 
FNMA POOL #MA2670 3% 07-01-2046 BEO7/1/20463.00%**662,640 
FNMA POOL #MA2672 3% 07-01-2036 BEO7/1/20363.00%**1,453,926 
FNMA POOL #MA2707 3% 08-01-2036 BEO8/1/20363.00%**3,076,299 
FNMA POOL #MA2728 2.5% 08-01-2031 BEO8/1/20312.50%**236,551 
FNMA POOL #MA2749 2.5% 09-01-2036 BEO9/1/20362.50%**529,476 
FNMA POOL #MA2773 3% 10-01-2036 BEO10/1/20363.00%**1,639,302 
FNMA POOL #MA2798 2.5% 10-01-2031 BEO10/1/20312.50%**90,855 
FNMA POOL #MA2806 3% DUE 11-01-2046 REG11/1/20463.00%**599,287 
FNMA POOL #MA2832 3% 12-01-2036 BEO12/1/20363.00%**1,170,339 
FNMA POOL #MA2863 3% DUE 01-01-2047 BEO1/1/20473.00%**1,890,138 
FNMA POOL #MA2913 2.5% 02-01-2032 BEO2/1/20322.50%**71,777 
FNMA POOL #MA2930 4% 03-01-2047 BEO3/1/20474.00%**76,961 
FNMA POOL #MA2960 4% 04-01-2047 BEO4/1/20474.00%**458,555 
FNMA POOL #MA2995 4% 05-01-2047 BEO5/1/20474.00%**374,394 
FNMA POOL #MA3058 4% 07-01-2047 BEO7/1/20474.00%**59,136 
FNMA POOL #MA3060 3% 07-01-2032 BEO7/1/20323.00%**757,572 
FNMA POOL #MA3076 2.5% 07-01-2032 BEO7/1/20322.50%**453,998 
FNMA POOL #MA3114 2.5% 08-01-2032 BEO8/1/20433.50%**510,428 
FNMA POOL #MA3124 2.5% 09-01-2032 BEO1/1/20463.00%**483,042 
FNMA POOL #MA3182 3.5% 11-01-2047 BEO11/1/20473.50%**1,429,450 
FNMA POOL #MA3183 4% 11-01-2047 BEO11/1/20474.00%**128,854 
FNMA POOL #MA3210 3.5% 12-01-2047 BEO12/1/20473.50%**26,627 
FNMA POOL #MA3211 4% DUE 12-01-2047 BEO12/1/20474.00%**305,297 
FNMA POOL #MA3239 4% 01-01-2048 BEO1/1/20484.00%**681,951 
FNMA POOL #MA3305 3.5% 03-01-2048 BEO3/1/20483.50%**8,522,896 
FNMA POOL #MA3310 4% 03-01-2038 BEO3/1/20384.00%**1,381 
FNMA POOL #MA3333 4% 04-01-2048 BEO4/1/20484.00%**52,663 
FNMA POOL #MA3356 3.5% 05-01-2048 BEO5/1/20483.50%**2,114,973 
FNMA POOL #MA3383 3.5% 06-01-2048 BEO6/1/20483.50%**7,314,977 
FNMA POOL #MA3385 4.5% 06-01-2048 BEO6/1/20484.50%**347,078 
FNMA POOL #MA3442 3.5% 08-01-2048 BEO8/1/20483.50%**796,482 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #MA3564 4.5% 01-01-2049 BEO1/1/20494.50%**161,489 
FNMA POOL #MA3879 4.5% 12-01-2049 BEO12/1/20494.50%**1,226,659 
FNMA POOL #MA3897 3% 01-01-2035 BEO1/1/20353.00%**870,647 
FNMA POOL #MA3937 3% 02-01-2050 BEO2/1/20503.00%**1,649,190 
FNMA POOL #MA3945 4.5% DUE 02-01-2050 BEO2/1/20504.50%**746,127 
FNMA POOL #MA3960 3% 03-01-2050 BEO11/1/20524.50%**936,735 
FNMA POOL #MA4014 3% 05-01-2035 BEO5/1/20353.00%**2,254,529 
FNMA POOL #MA4026 4% 05-01-2050 BEO5/1/20504.00%**1,175,910 
FNMA POOL #MA4031 4.5% 05-01-2050 BEO5/1/20504.50%**374,704 
FNMA POOL #MA4047 2% 06-01-2050 BEO6/1/20502.00%**6,363,310 
FNMA POOL #MA4053 2.5% 06-01-2035 BEO6/1/20352.50%**2,317,841 
FNMA POOL #MA4093 2% 08-01-2040 BEO8/1/20402.00%**864,900 
FNMA POOL #MA4099 2.5% 08-01-2035 BEO8/1/20352.50%**7,824,161 
FNMA POOL #MA4119 2% 09-01-2050 BEO9/1/20502.00%**3,785,157 
FNMA POOL #MA4128 2% 09-01-2040 BEO9/1/20402.00%**777,265 
FNMA POOL #MA4157 1.5% 10-01-2050 BEO10/1/20501.50%**509,950 
FNMA POOL #MA4158 2% DUE 10-01-2050 BEO10/1/20502.00%**6,639,942 
FNMA POOL #MA4177 2.5% 11-01-2040 BEO11/1/20402.50%**477,396 
FNMA POOL #MA4181 1.5% 11-01-2050 BEO11/1/20501.50%**1,113,004 
FNMA POOL #MA4182 2% 11-01-2050 BEO11/1/20502.00%**3,705,874 
FNMA POOL #MA4209 1.5% 12-01-2050 BEO12/1/20501.50%**7,090,524 
FNMA POOL #MA4232 2% 01-01-2041 BEO1/1/20412.00%**215,456 
FNMA POOL #MA4237 2% DUE 01-01-2051 BEO1/1/20512.00%**3,393,511 
FNMA POOL #MA4255 2% 02-01-2051 BEO2/1/20512.00%**13,170,075 
FNMA POOL #MA4281 2% 03-01-2051 BEO3/1/20512.00%**585,601 
FNMA POOL #MA4285 2% 03-01-2031 BEO3/1/20312.00%**690,160 
FNMA POOL #MA4305 2% 04-01-2051 BEO4/1/20512.00%**237,293 
FNMA POOL #MA4306 2.5% 04-01-2051 BEO4/1/20512.50%**10,202,115 
FNMA POOL #MA4325 2.0% 05-01-20515/1/20512.00%**10,825,411 
FNMA POOL #MA4333 2% 05-01-2041 BEO5/1/20412.00%**4,584,272 
FNMA POOL #MA4364 2% 06-01-2041 BEO6/1/20412.00%**1,056,933 
FNMA POOL #MA4377 1.5% 07-01-2051 BEO7/1/20511.50%**9,295,299 
FNMA POOL #MA4380 3% 07-01-2051 BEO7/1/20513.00%**301,864 
FNMA POOL #MA4389 1.5% 07-01-2031 BEO7/1/20311.50%**4,077,502 
FNMA POOL #MA4399 2.5% 08-01-2051 BEO8/1/20512.50%**1,307,983 
FNMA POOL #MA4414 2.5% 09-01-2051 BEO9/1/20512.50%**690,354 
FNMA POOL #MA4422 2% 09-01-2041 BEO9/1/20412.00%**2,311,324 
FNMA POOL #MA4446 2% 10-01-2041 BEO10/1/20412.00%**772,328 
FNMA POOL #MA4474 2% 11-01-2041 BEO11/1/20412.00%**838,648 
FNMA POOL #MA4501 2% 12-01-2041 BEO12/1/20412.00%**2,166,562 
FNMA POOL #MA4523 2% 01-01-2032 BEO1/1/20322.00%**1,446,040 
FNMA POOL #MA4539 1.5% 02-01-2042 BEO2/1/20421.50%**332,170 
FNMA POOL #MA4540 2% 02-01-2042 BEO2/1/20422.00%**1,440,246 
FNMA POOL #MA4571 2.5% 03-01-2042 BEO3/1/20422.50%**382,274 
FNMA POOL #MA4579 3% 04-01-2052 BEO4/1/20523.00%**2,962,987 
FNMA POOL #MA4586 2% 04-01-2042 BEO4/1/20422.00%**393,363 
FNMA POOL #MA4587 2.5% 04-01-2042 BEO4/1/20422.50%**911,067 
FNMA POOL #MA4599 3% 05-01-2052 BEO5/1/20523.00%**3,197,085 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA POOL #MA4600 3.5% 05-01-2052 BEO5/1/20523.50%**812,454 
FNMA POOL #MA4626 4% 06-01-2052 BEO6/1/20524.00%**2,926,333 
FNMA POOL #MA4643 3% 05-01-2042 BEO5/1/20423.00%**1,039,802 
FNMA POOL #MA4656 4.5% 07-01-2052 BEO7/1/20524.50%**275,982 
FNMA POOL #MA4686 5% 06-01-2052 BEO6/1/20525.00%**1,049,960 
FNMA POOL #MA4700 4% 08-01-2052 BEO8/1/20524.00%**4,078,418 
FNMA POOL #MA4701 4.5% 08-01-2052 BEO8/1/20524.50%**232,473 
FNMA POOL #MA4732 4% 09-01-2052 BEO9/1/20524.00%**47,999,158 
FNMA POOL #MA4733 4.5% 09-01-2052 BEO9/1/20524.50%**3,738,361 
FNMA POOL #MA4737 5% 08-01-2052 BEO8/1/20525.00%**358,483 
FNMA POOL #MA4783 4% 10-01-2052 BEO10/1/20524.00%**6,147,668 
FNMA POOL #MA4785 5% 10-01-2052 BEO10/1/20525.00%**8,438,652 
FNMA POOL #MA4805 4.5% 11-01-2052 BEO11/1/20524.50%**1,467,077 
FNMA POOL #MA4807 5.5% 11-01-2052 BEO11/1/20525.50%**764,161 
FNMA POOL #MA4840 4.5% 12-01-2052 BEO12/1/20524.50%**1,587,351 
FNMA POOL #MA4867 4.5% 01-01-2053 BEO1/1/20534.50%**3,553,955 
FNMA POOL #MA4894 6% 01-01-2053 BEO1/1/20536.00%**9,745,490 
FNMA POOL #MA4962 4% 03-01-2053 BEO3/1/20534.00%**167,193 
FNMA POOL #MA4979 5.5% 04-01-2053 BEO4/1/20535.50%**1,655,894 
FNMA POOL #MA4980 6% 04-01-2053 BEO4/1/20536.00%**2,133,663 
FNMA POOL #MA5008 4.5% 05-01-2053 BEO5/1/20534.50%**22,916,329 
FNMA POOL #MA5010 5.5% 05-01-2053 BEO5/1/20535.50%**2,290,937 
FNMA POOL #MA5036 3% 04-01-2053 BEO4/1/20533.00%**538,843 
FNMA POOL #MA5038 5% 06-01-2053 BEO6/1/20535.00%**1,261,855 
FNMA POOL #MA5108 6% 08-01-2053 BEO8/1/20536.00%**602,827 
FNMA POOL #MA5139 6% 09-01-2053 BEO9/1/20536.00%**1,111,199 
FNMA POOL #MA5167 6.5% 10-01-2053 BEO10/1/20536.50%**1,674,126 
FNMA POOL #MA5191 6% 11-01-2053 BEO12/1/20494.50%**4,249,669 
FNMA POOL #MA5192 6.5% 11-01-2053 BEO11/1/20536.50%**224,695 
FNMA POOL #MA5246 5.5% 01-01-2054 BEO1/1/20545.50%**727,955 
FNMA POOL #MA5794 6.5% 08-01-2055 BEO8/1/20556.50%**8,338,945 
FNMA POOL #SB0623 2.5% 03-01-20373/1/20372.50%**1,020,266 
FNMA POOL #SD8323 5.0% 05-01-20535/1/20535.00%**35,943,405 
FNMA POOL #ZT1857 4.5% DUE 03-01-20493/1/20494.50%**17,085,443 
FNMA POOL AT3389 3 DUE 08-01-2043 REG8/1/20433.00%**111,505 
FNMA POOL AU4346 3.5 DUE 07-01-2043 REG7/1/20433.50%**253,393 
FNMA POOL CA0243 4.5% DUE 08-01-20478/1/20474.50%**88,792 
FNMA POOL FN #BZ0254 4.66% 01-01-20291/1/20294.66%**1,666,153 
FNMA POOL FN #BZ3419 4.32% 03-01-20303/1/20304.32%**1,008,661 
FNMA POOL FN FS7902 6.5% 12-01-205312/1/20536.50%**273,105 
FNMA POOL# AN6729 2.81% 09-01-20279/1/20272.81%**4,170,693 
FNMA POOL# BZ0820 4.66% 04-01-20294/1/20294.66%**2,025,172 
FNMA POOL# SB0799 2.5% 01-01-20281/1/20282.50%**716,388 
FNMA POOL#CA1535 3.5% 02-01-2048 REG2/1/20483.50%**3,396,749 
FNMA PREASSIGN 00800 5.5 03-25-20333/25/20335.50%**20,611 
FNMA PRIN PMT ON 7.25% 2030 DEB 05-15-2030 (UNDDATE)5/15/2030—%**1,356,483 
FNMA REMIC 2004-40 CL-FY FRN 05-25-20345/25/20344.44%**353,484 
FNMA REMIC 2017-77 CL-CA 2.0% DUE 10-25-204710/25/20472.00%**377,259 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA REMIC SER 03-85 CL PZ 5% 09-25-2033REG9/25/20335.00%**673,296 
FNMA REMIC SER 07-15 CL BF FLTG 03-25-20373/25/20374.29%**1,043,639 
FNMA REMIC SER 09-62 SER BY 4.0% DUE 08-25-2029 BEO8/25/20294.00%**518,777 
FNMA REMIC SER 10-21 CL FA FLTG 03-25-20403/25/20404.74%**1,129,722 
FNMA REMIC SER 12-128 CL JC 1.5% 09-25-20429/25/20421.50%**867,944 
FNMA REMIC SER 13-37 CL JA 1.75% DUE 06-25-20426/25/20421.75%**64,713 
FNMA REMIC SER 16-49 CL-BA 2.5% 11-25-204111/25/20412.50%**129,819 
FNMA REMIC SER 16-60 CL Q 1.75% 09-25-20469/25/20461.75%**405,480 
FNMA REMIC SER 17-15 CL KG 2.5% 03-25-20323/25/20322.50%**2,103,901 
FNMA REMIC SER 2003-W1 CL IA-1 4.68634 12-25-204212/25/20424.69%**42,076 
FNMA REMIC SER 2003-W15 CL 1A1 6.5 07-25-20437/25/20436.50%**14,555 
FNMA REMIC SER 2005-70 CL NA 5.5 08-25-20358/25/20355.50%**7,039 
FNMA REMIC SER 2005-83 CL LA 5.5 10-25-203510/25/20355.50%**592,580 
FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-20377/25/20374.05%**69,380 
FNMA REMIC SER 2013-133 CL-LA 3.0% 01-25-20331/25/20333.00%**61,551 
FNMA REMIC SER 2013-9 CL CB 5.50 04-25-20424/25/20425.50%**975,484 
FNMA REMIC SER 2014-87 CL-JB 3.0% 01-25-20451/25/20453.00%**280,157 
FNMA REMIC SER 2015-33 CL-P 2.5% DUE 06-25-20456/25/20452.50%**251,304 
FNMA REMIC SR 12-128 CL QC 1.75% 06-25-20426/25/20421.75%**63,701 
FNMA REMIC SR 12-146 CL KC 2.0% 11-25-204211/25/20422.00%**107,559 
FNMA REMIC SR 16-55 CL-AC 1.75% 01-25-20381/25/20381.75%**13,019,102 
FNMA REMIC SR 2009-88 CL-MA 4.5% 10-25-203910/25/20394.50%**13,443 
FNMA REMIC SR 2017-46 CLLB 3.5 12-25-205212/25/20523.50%**102,837 
FNMA REMIC SR 2018-21 CL CA 3.5% 04-25-20454/25/20453.50%**96,111 
FNMA REMIC TR 18-35 CL-EA 3.0% 05-25-20485/25/20483.00%**2,523,783 
FNMA REMIC TR 2001-81 CL-HE 6.5 01-25-20321/25/20326.50%**97,065 
FNMA REMIC TR 2004-38 CL-FK FLTG RATE 05-25-20345/25/20344.34%**51,457 
FNMA REMIC TR 2004-W1 CL-1A7 5.681 11-25-204311/25/20435.68%**103,839 
FNMA REMIC TR 2005-64 CL-PL 5.5% 07-25-20357/25/20355.50%**82,506 
FNMA REMIC TR 2005-84 CL-XM 5.75 10-25-203510/25/20355.75%**175,148 
FNMA REMIC TR 2006-48 CL-TF VAR RATE 06-25-20366/25/20364.39%**7,278 
FNMA REMIC TR 2007-100 CL-YF FLT RATE DUE 10-25-203710/25/20374.54%**221,634 
FNMA REMIC TR 2009-103 CL-FM VAR RATE 11-25-203911/25/20394.69%**791,556 
FNMA REMIC TR 2009-19 CL-PW 4.5 10-25-203610/25/20364.50%**730,934 
FNMA REMIC TR 2009-29 CL-LA VAR RATE 05-25-20395/25/20391.07%**267,757 
FNMA REMIC TR 2009-73 CL-AB 4.0% 09-25-20299/25/20294.00%**355,410 
FNMA REMIC TR 2009-87 CL-NF VAR RATE 11-25-203911/25/20394.74%**229,996 
FNMA REMIC TR 2009-W1 CL-A 6.0% DUE 12-25-2049 REG12/25/20495.99%**11,261 
FNMA REMIC TR 2010-107 CL-KF FLTG RATE 03-25-20363/25/20364.39%**52,405 
FNMA REMIC TR 2010-115 CL-FD VAR 4.21176% 11-25-203911/25/20394.39%**428,864 
FNMA REMIC TR 2010-135 CL-BM 4.0% DUE 12-25-204012/25/20404.00%**566,299 
FNMA REMIC TR 2010-155 CL-PC 4% 02-25-20402/25/20404.00%**391,910 
FNMA REMIC TR 2010-26 CL-F FLTG RATE DUE 11-25-203611/25/20364.76%**1,100,313 
FNMA REMIC TR 2010-43 CL-MC 3.5 DUE 05-25-2040 REG5/25/20403.50%**2,977 
FNMA REMIC TR 2011-44 CL-EB 3 05-25-2026/01-25-20265/25/20263.00%**523 
FNMA REMIC TR 2012-132 CL-KH 1.75% 12-25-203212/25/20321.75%**9,039,389 
FNMA REMIC TR 2012-54 CL-WA 3.0% DUE 04-25-2032 REG4/25/20323.00%**27,324 
FNMA REMIC TR 2012-68 CL-NA 2 DUE 03-25-2042 REG3/25/20422.00%**129,559 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA REMIC TR 2012-90 CL-DA 1.5 03-25-20423/25/20421.50%**43,602 
FNMA REMIC TR 2012-93 CL-DP 1.5% 09-25-20279/25/20271.50%**266,091 
FNMA REMIC TR 2013-115 CL-DZ 3% 10-25-203310/25/20333.00%**1,147,603 
FNMA REMIC TR 2013-126 CL-EZ PRIN ONLY 301-25-20381/25/20383.00%**757,006 
FNMA REMIC TR 2013-15 CL-CP 1.75 % 04-25-20414/25/20411.75%**85,167 
FNMA REMIC TR 2013-20 CL-YC 1.75% 03-25-20423/25/20421.75%**394,488 
FNMA REMIC TR 2013-57 CL-DG 3.5 06-25-20286/25/20283.50%**38,220 
FNMA REMIC TR 2013-58 CL-KJ 3 DUE 02-25-20432/25/20433.00%**1,543,601 
FNMA REMIC TR 2013-59 CL-HC 1.5 06-25-20286/25/20281.50%**30,940 
FNMA REMIC TR 2013-6 CL-NE 2.0% DUE 11-25-2032 REG11/25/20322.00%**137,142 
FNMA REMIC TR 2013-86 CL-LC 3 02-25-20432/25/20433.00%**203,017 
FNMA REMIC TR 2013-90 CL-PD 3% 09-25-20429/25/20423.00%**365,619 
FNMA REMIC TR 2013-93 CL-PJ 3 07-25-2042 REG7/25/20423.00%**358,830 
FNMA REMIC TR 2013-96 CL-FY VAR RATE 07-25-20427/25/20424.34%**1,180,690 
FNMA REMIC TR 2014-32 CL-DK 3.0% 08-25-20438/25/20433.00%**234,113 
FNMA REMIC TR 2015-53 CL-MA 2.5 06-25-20456/25/20452.50%**527,844 
FNMA REMIC TR 2015-79 CL-FE VAR RATE 11-25-204511/25/20454.24%**79,684 
FNMA REMIC TR 2016-10 CL-MA 1.5 10-25-204410/25/20441.50%**173,397 
FNMA REMIC TR 2016-100 CL-WF VAR RATE 01-25-20471/25/20474.64%**1,128,969 
FNMA REMIC TR 2016-12 CL-EG 2 05-25-20325/25/20322.00%**922,997 
FNMA REMIC TR 2016-14 CL-PN 4% 01-25-20461/25/20464.00%**422,593 
FNMA REMIC TR 2016-3 CL-HB 2% 10-25-203110/25/20312.00%**188,423 
FNMA REMIC TR 2016-6 CL-AD 2.5% 04-25-20344/25/20342.50%**161,317 
FNMA REMIC TR 2016-75 CL-LA 2.5% DUE 05-25-2045 REG5/25/20452.50%**389,096 
FNMA REMIC TR 2016-8 CL-FB VAR 4.21176% 03-25-20463/25/20464.39%**4,047,510 
FNMA REMIC TR 2016-84 CL-DF VAR RATE 11-25-204611/25/20464.56%**731,208 
FNMA REMIC TR 2016-97 CL-CF VAR RATE 12-25-205612/25/20564.56%**235,758 
FNMA REMIC TR 2020-77 CL-DP .75% 11-25-205011/25/20500.75%**3,368,915 
FNMA REMIC TR 2021-M900 CL-A1 .833% 12-25-203012/25/20300.83%**1,343,300 
FNMA REMIC TR 2022-M8 CL-A1 VAR 1.93614%12-25-203112/25/20311.94%**1,532,784 
FNMA REMIC TR 2024-104 CL-FA VAR 4.74728% 01-25-20551/25/20554.92%**1,721,696 
FNMA REMIC TR 2025-19 CL-FC VAR 4.85728%03-25-20553/25/20555.03%**435,503 
FNMA REMIC TR 2025-24 CL-FB VAR 4.59728%03-25-20553/25/20554.77%**785,317 
FNMA REMIC TR SER 06-106 CL FC FLTG DUE 11-25-2036 REG11/25/20364.40%**251,837 
FNMA REMIC TR SER 13-99 CL BD 2% 08-25-20418/25/20412.00%**86,976 
FNMA REMIC TR SER 2013-12 CL-P 1.75% DUE 11-25-2041 REG11/25/20411.75%**248,960 
FNMA REMIC TR SR 12-128 CL WB 1.5% 10-25-203210/25/20321.50%**299,406 
FNMA REMIC TR SR 2010-130 CL-EF VAR RATE 11-25-204011/25/20404.44%**59,377 
FNMA REMIC TR SR 2010-135 CL-CA 2.0% 04-25-20404/25/20402.00%**12,482 
FNMA REMIC TRUST SER 23-M4 CL A2 VAR RT DUE 08-25-20329/25/20323.77%**193,371 
FNMA SER 07-15 CL CF FLT RT DUE 03-25-2037 REG3/25/20374.36%**94,252 
FNMA SER 10-118 CLS FN VAR RT 10-25-204010/25/20404.39%**3,308,160 
FNMA SER 12-139 CL CA 2.0% 11-25-2042 REG11/25/20422.00%**243,041 
FNMA SER 12-35 CL PL 2.0% DUE 11-25-2041 REG11/25/20412.00%**93,321 
FNMA SER 12-93 CL FL FLTG DUE 09-25-2032 BEO9/25/20324.39%**418,968 
FNMA SER 13-137 CL BA 1.5% 01-25-20291/25/20291.50%**188,779 
FNMA SER 13-4 CLS GB 3.92 02-25-20432/25/20431.75%**178,795 
FNMA SER 13-44 CLS PB 1.75% DUE 01-25-20431/25/20431.75%**287,051 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FNMA SER 13-6 CLS NC 1.5% 11-25-203211/25/20321.50%**272,732 
FNMA SER 14-35 CLS CA 3.5 06-25-20446/25/20443.50%**355,010 
FNMA SER 14-67 CL HC 3.0% 03-25-20443/25/20443.00%**3,454 
FNMA SER 15-79 CLS FA FLTG 11-25-204511/25/20454.24%**5,191,261 
FNMA SER 16-2 CLS HA 3 12-25-204112/25/20413.00%**110,799 
FNMA SER 16-8 CLS HA 3.0% 06-25-20276/25/20273.00%**53,859 
FNMA SER 18-70 CLS HA 3.5% 10-25-205610/25/20563.50%**3,116,862 
FNMA SER 19-28 CL FJ FLTG DUE 06-25-2059 REG6/25/20594.44%**1,379,183 
FNMA SER 2010-54 CL FT FRN 04-25-20374/25/20374.75%**2,925,957 
FNMA SER 2010-58 CL NK 3% 05-25-20405/25/20403.00%**3,639 
FNMA SER 2010-64 CL DM 05/01/2010 5 06/25/20406/25/20405.00%**30,242 
FNMA SER 2012-102 CL GA 1.375 DUE 09-25-2027 REG9/25/20271.38%**200,026 
FNMA SER 2012-145 CL DC 1.5 DUE 01-25-20281/25/20281.50%**39,354 
FNMA SER 2012-28 CL B 6.5 06-25-20396/25/20396.50%**2,548 
FNMA SER 2013-23 CL-NH 2% 03-25-20283/25/20282.00%**50,246 
FNMA SER 2013-9 CL BC 6.5 07-25-20427/25/20426.50%**514,202 
FNMA SER 2016-76 CL-ME 3.0% 01-25-20461/25/20463.00%**1,229,821 
FNMA SER 2017-M12 CL A2 FLTG RT 06-25-20276/25/20273.06%**188,857 
FNMA SER 2017-M5 CL A2 3.303% 04-25-20294/25/20293.02%**103,570 
FNMA SER 2017-T1 CL A 2.898% DUE 06-25-2027 REG6/25/20272.90%**721,548 
FNMA SER 2018-17 CL EA 3.5% DUE 11-25-204711/25/20473.50%**258,568 
FNMA SER 2018-M3 CL A2 3.1935% 02-25-20302/25/20303.07%**190,990 
FNMA SER 2018-M4 CL A2 VAR RT DUE 03-25-2028 REG3/25/20283.07%**289,116 
FNMA SER 2019-M4 CL A2 3.61% 02-25-2031 REG2/25/20313.61%**330,436 
FNMA SER 20-37 CL FH FLTG RT 06-25-20506/25/20504.39%**872,864 
FNMA SER 20-79 CLS JA 1.5% 11-25-205011/25/20501.50%**1,546,936 
FNMA SER 21-M2G CL A1 1.198% 03-25-2031 REG3/25/20311.20%**5,421,291 
FNMA SER 24-8 CL A 5.5 05-25-20505/25/20505.50%**4,847,240 
FNMA SERIES 2013-5 CLASS MP 3.5 02-25-20432/25/20433.50%**368,585 
FNMA SR 05-79 CL UC 5.75 09-25-20359/25/20355.75%**408,314 
FNMA SR 06-101 CL FC VAR RT 07-25-20367/25/20364.29%**27,528 
FNMA SR 11-64 CL DT 5.8 07-25-20417/25/20415.80%**1,564,111 
FNMA SR 13-54 CL-CA 3.0% 06-25-20336/25/20333.00%**1,253,964 
FNMA SR 16-55 CL DC 2.5% 12-25-203412/25/20342.50%**1,163,494 
FNMA SR 17-86 CL AF VAR RT 11-25-205711/25/20574.44%**5,486,564 
FNMA SR 19-60 CL BA 2.5% 10-25-204910/25/20492.50%**87,556 
FNMA SR 2013-104 CL-ZT 3.0% 10-25-203310/25/20333.00%**1,859,666 
FNMA SR 2013-26 CL-JD 3.0% 04-25-20334/25/20333.00%**774,039 
FNMA SR 2017-M7 CL A2 VAR RT 02-25-20272/25/20272.96%**167,451 
FNMA SR 25-52 CL FB FLTG RT 07-25-20557/25/20555.07%**3,686,818 
FNMA SR 25-62 CL BA 5.5% 11-25-205111/25/20515.50%**3,305,974 
FNMA TRANCHE 05-25-20275/25/20273.06%**242,015 
FNMA TRANCHE 12-25-202612/25/20262.57%**297,870 
FNMA TRANCHE 3.5 10-25-204210/25/20423.50%**34,858 
FNMA TRANCHE SER 2013-1 CL LA 1.25 02-25-20282/25/20281.25%**233,921 
FNMA TRUST 2004 W-2 CL 2A-2 7 02-25-20442/25/20447.00%**6,493 
FOCALTECH SYSTEMS TWD10**113,534 
FOCUS MEDIA INFORM 'A'CNY1**845,550 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FOCUS TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT)**24,913 
FORCE MOTORS LTD INR10**293,116 
FORD AUTO 6.082% 15/10/202910/15/20296.08%**1,990,880 
FORD CR AUTO LEASE 5.05% DUE 06-15-20276/15/20275.05%**1,104,661 
FORD CR AUTO LEASE 5.06% DUE 05-15-20275/15/20275.06%**991,001 
FORD CR AUTO OWNER 1.53% DUE 05-15-20345/15/20341.53%**489,839 
FORD CR AUTO OWNER 1.61% DUE 10-17-203310/17/20331.61%**714,304 
FORD CR AUTO OWNER 1.91% DUE 05-15-20345/15/20341.91%**1,176,158 
FORD CR AUTO OWNER 4.86% DUE 08-15-20378/15/20374.86%**8,487,072 
FORD CR AUTO OWNER 5.53% DUE 09-15-20289/15/20285.53%**3,689,712 
FORD CR AUTO OWNER TR 2025-B SER 25-B CL-A2A 3.88% 06-15-20286/15/20283.88%**8,677,795 
FORD CR FLOORPLAN 4.92% DUE 05-15-20285/15/20284.92%**3,410,842 
FORD CR FLOORPLAN 5.24% DUE 04-15-20314/15/20315.24%**2,534,995 
FORD CR FLOORPLAN MASTER OWNER TR SER 18-4 CL A 4.06% 11-15-2030 REG11/15/20304.06%**4,830,807 
FORD CR FLOORPLAN MASTER OWNER TR SR 25-1 CL A1 4.63% 04-15-20304/15/20304.63%**3,050,464 
FORD CREDIT AUTO OWNER TRUST SER 23-A CL A3 4.65% DUE 02-15-20282/15/20284.65%**3,038,854 
FORD CREDIT AUTO OWNER TRUST SER 24-B CLS A3 5.1% 04-15-20294/15/20295.10%**1,164,810 
FORD FNDTN 2.815% DUE 06-01-20706/1/20702.82%**133,065 
FORD MOTOR CREDIT CO LLC 5.8% 03-05-20273/5/20275.80%**303,769 
FORD MOTOR CREDIT CO LLC 5.875% 11-07-202911/7/20295.88%**4,560,607 
FORD MOTOR CREDIT CO LLC 6.125% 03-08-20343/8/20346.12%**5,801,744 
FORD MOTOR CREDIT CO LLC 6.95% 06-10-20266/10/20266.95%**3,163,269 
FORD MOTOR CREDIT CO LLC 7.35% DUE 11-04-2027 BEO11/4/20277.35%**631,562 
FORD MTR CO DEL 3.25% 02-12-20322/12/20323.25%**379,428 
FORD MTR CO DEL COM PAR $0.01 COM PAR $0.01**1,648,029 
FORD MTR CR CO LLC 4.0% DUE 11-13-2030 BEO11/13/20304.00%**755,630 
FORD MTR CR CO LLC 4.125% DUE 08-17-20278/17/20274.12%**1,234,838 
FORD MTR CR CO LLC 4.95% 05-28-20275/28/20274.95%**401,494 
FORD MTR CR CO LLC 5.8% 03-08-20293/8/20295.80%**2,380,015 
FORD MTR CR CO LLC 5.918% 03-20-20283/20/20285.92%**1,023,462 
FORD OTOMOTIV SAN TRY1**296,979 
FORESTAR GROUP INC COM**225,167 
FORFARMERS NV EUR0.01**507,815 
FORTERRA PLC ORD GBP0.01**770,900 
FORTESCUE LTD NPV**145,438 
FORTIS HEALTHCARELIMITED. W.E.F**266,215 
FORTIS INC 3.055% DUE 10-04-202610/4/20263.06%**204,311 
FORTIS INC COM NPV**947,475 
FORTIS INC COM STK**10,700 
FORTUNA MNG CORP COM**1,440,050 
FORUM ENERGY TECHNOLOGIES INC COM NEW**205,701 
FORVIA EUR7**895,209 
FOSITEK CORP TWD10**206,871 
FOX CORP CL A CL A**473,201 
FOX CORP CL B CL B**168,688 
FOXCONN TECH CO TWD10**37,310 
FRANCO NEV CORP COM STK**1,264,408 
FRANKLIN COVEY CO COM**31,546 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FREDDIE MAC 1.3% 08-27-20328/27/20321.30%**422,736 
FREDDIE MAC 01/02/2051 2% 02-01-20512/1/20512.00%**232,947 
FREDDIE MAC 1.5% 09-02-20339/2/20331.50%**82,128 
FREDDIE MAC 1.5% 08-10-20258/10/20351.50%**186,867 
FREDDIE MAC 4.5% 01/01/2040 4.5% 01-01-20401/1/20404.50%**1,403,350 
FREDDIE MAC FR QG9541 6% 08-01-20538/1/20536.00%**192,554 
FREDDIE MAC FR QJ0915 6% 08-01-20548/1/20546.00%**228,687 
FREDDIE MAC FR RA7346 3% 06-01-20526/1/20523.00%**2,126,721 
FREDDIE MAC FR SD1441 4% 08-01-20528/1/20524.00%**130,525 
FREDDIE MAC FR SD2864 3% 03-01-20523/1/20523.00%**4,434,979 
FREDDIE MAC MSCR TR MN12 NT CL M-1 144A 5.44728% 11-25-204511/25/20455.62%**365,019 
FREDDIE MAC POOL #G08847 4% 11-01-2048 BEO11/1/20484.00%**5,414,206 
FREDDIE MAC POOL #SD1749 2.5% 04-01-20524/1/20522.50%**269,623 
FREDDIE MAC POOL FR QH2780 5.50% 5.5% 09-01-20539/1/20535.50%**28,880 
FREDDIE MAC POOL FR QI9919 5% 07-01-20547/1/20545.00%**196,009 
FREDDIE MAC POOL FR SB1233 2.5% 2.5% 10-01-203210/1/20322.50%**3,283,455 
FREDDIE MAC POOL FR SI2103 2% 08-01-20508/1/20502.00%**296,557 
FREDDIE MAC RA7026 3% 03-01-20523/1/20523.00%**3,190,220 
FREDDIE MAC RJ0136 4.5% 12-01-205312/1/20534.50%**6,170,593 
FREDDIE MAC SB1364 2.5% 02-01-20352/1/20352.50%**6,545,337 
FREDDIE MAC SER 005334 CL GA 6% 07-25-20457/25/20456.00%**2,863,141 
FREDDIE MAC SER 3914 CL NA 4.0% 06-15-20396/15/20394.00%**171,550 
FREDDIE MAC SER 4000 CL PJ 3.0% 01-15-20421/15/20423.00%**16,759 
FREDDIE MAC SER 4102 CL CE 1.5% 11-15-204011/15/20401.50%**16,176 
FREDDIE MAC SER 5502 CL FD FLTG 02-25-20552/25/20555.47%**789,250 
FREDDIE MAC SER 5511 CL FB 5.72859% 03-25-20553/25/20555.27%**792,394 
FREDDIE MAC SR 5387 CL KG 5.25% 05-25-20515/25/20515.25%**3,046,063 
FREDDIE MAC SR 5439 CL FK FLTG RT 08-25-20548/25/20544.87%**2,395,409 
FREDDIE MAC SR 5481 CL FA FLTG RT 12-25-205412/25/20545.27%**2,427,582 
FREDDIE MAC SR 5483 CL FD FLTG RT 12-25-205412/25/20545.17%**665,045 
FREDDIE MAC SR 5499 CL FH FLTG 02-25-20552/25/20555.07%**2,081,261 
FREDDIE MAC SR 5502 CL EF FLTG 02-25-20552/25/20555.27%**23,627,881 
FREDDIE MAC SR 5507 CL FG FRN 02-25-20552/25/20555.27%**6,258,298 
FREDDIE MAC SR 5513 CL MF FLTG RT 11-25-205411/25/20544.81%**26,545,107 
FREDDIEMAC STRIP FLTG 6.22809% 10-25-205310/25/20534.77%**3,670,028 
FREEPORT-MCMORAN INC**4,333,200 
FRESENIUS MEDICAL CARE AG**1,783,467 
FRESENIUS SE&KGAA NPV**2,664,078 
FRESHPET INC COM**1,355,936 
FRESNILLO PLC ORD USD0.50**1,113,072 
FRIEDRICH VORWERK NPV**843,541 
FRKLN RES INC COM**617,509 
FS KKR CAP CORP COM NEW COM NEW**149,818 
FS KKR CAP CORP SR NT 3.125% 10-12-202810/12/20283.12%**3,692,349 
FTI CONSULTING INC COM**1,799,182 
FUFENG GROUP LTD**72,893 
FUJI ELECTRIC HOLINDGS CO Y50**355,322 
FUJI KYUKO CO LTD NPV**26,463 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
FUJI MACHINE MFG NPV**787,457 
FUJI SEAL INTL INC NPV**22,001 
FUJIAN FUXIN SOFTW A CNY1**900,636 
FUJIFILM HOLDINGS CORP NPV**6,605,011 
FUJITSU NPV**3,745,015 
FUKUOKA FINANCIAL NPV**58,188 
FULCRUM THERAPEUTICS INC COM**14,499 
FULGENT GENETICS INC COM**32,233 
FULLER H B CO COM**12,168,192 
FULLER SMITH&TURNR 'A'ORD GBP0.40**52,499 
FUNKO INC CL A CL A**179,761 
FURUKAWA CO NPV**51,514 
FURUKAWA ELECTRIC NPV**1,066,490 
FUSO CHEMICAL CO NPV**32,511 
FUT C 23JAN26 EURX EUR-BU 130501/23/2026—%**24 
FUTABA INDUSTRIAL NPV**414,806 
FY GROUP LTD TWD10**21,793 
G CITY LTD ILS1**318,916 
GAKKEN HOLDINGS CO LTD NPV**100,660 
GALAXY ENTERTAINME NPV**1,604,975 
GALDERMA GROUP AG CHF0.01**2,640,250 
GALLAGHER ARTHUR J & CO COM**18,692,143 
GALLIFORD TRY HOLD GBP0.5**442,674 
GALP ENERGIA SGPS EUR1**4,839,110 
GAMMA COMMUNICATIO ORD GBP0.0025**404,913 
GAP INC COM**1,730,176 
GARMIN LTD COMMON STOCK**1,628,886 
GARRETT MOTION INC COM**6,345 
GARTNER INC COM**697,050 
GATX CORP COM**156,202 
GATX CORP SR NT 5.4% 03-15-20273/15/20275.40%**1,252,760 
GAZPROM PJSC RUB5(RUB)**399,549 
GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS**8,180 
G-BITS NETWORK TEC A CNY1 STOCK CONNECT**1,888,514 
GBL ONE R/EST INV REIT**200,443 
GCAT 2021-NQM7 TR MTG PASSTHRU CTF CL A-1 1.915% 08-25-20668/25/20661.92%**905,470 
GCAT 2023-NQM4 TR 4.25% DUE 05-25-20675/25/20674.25%**3,090,627 
GDR NESTLE S A SPONSORED ADR REPSTG REG SH**7,467,768 
GE AEROSPACE**29,120,540 
GE CAP FDG LLC 4.55% 05-15-20325/15/20324.55%**4,065,377 
GE HEALTHCARE TECHNOLOGIES INC COM**22,154,258 
GE VERNOVA LLC COM**5,584,102 
GE VERNOVA T AND D INDIA LIMITED**736,707 
GEA GROUP AG NPV**1,390,520 
GEELY AUTOMOBILE H HKD0.02**296,666 
GEN MTRS CO COM**27,285,625 
GEN MTRS FINL CO 5.25% DUE 03-01-20263/1/20265.25%**1,281,998 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GEN MTRS FINL CO FIXED 4.35% DUE 01-17-20271/17/20274.35%**516,105 
GENERAC HLDGS INC COM STK**291,014 
GENERAL DYNAMICS CORP COM**34,201,626 
GENERAL MOTORS CO 5.0% 04-09-20274/9/20275.00%**1,880,148 
GENERAL MOTORS FINANCIAL CO INC 2.35% 02-26-20272/26/20272.35%**2,061,901 
GENERAL MOTORS FINANCIAL CO INC 5.4% DUE04-06-20264/6/20265.40%**1,021,546 
GENERAL MOTORS FINL CO 2.4% DUE 10-15-2028 BEO10/15/20282.40%**2,341,768 
GENERAL MOTORS FINL CO 5.05% 04-04-20284/4/20285.05%**1,083,934 
GENERAL MTRS CO 5.15% DUE 04-01-20384/1/20385.15%**241,121 
GENERAL MTRS FINL CO 5.55% 07-15-20297/15/20295.55%**758,312 
GENERAL MTRS FINL CO INC 1.25% DUE 01-08-2026 REG1/8/20261.25%**2,378,112 
GENERAL MTRS FINL CO INC 1.5% DUE 06-10-2026 BEO6/10/20261.50%**2,387,719 
GENERAL MTRS FINL CO INC 2.7% DUE 08-20-2027 REG8/20/20272.70%**2,023,602 
GENERAL MTRS FINL CO INC 6.15% 07-15-20357/15/20356.15%**496,153 
GENERAL PLASTIC IN TWD10**18,061 
GENERTEC UNIVERSAL MEDICAL GROUP COMPANY LIMITED**150,594 
GENESCO INC COM**198,160 
GENESYS LOGIC TWD10**178,737 
GENFLEET THERA**133,206 
GENIE ENERGY LTD CL B CL B**106,905 
GENIUS ELECTRONIC TWD10**343,343 
GENIUS SPORTS LTD COM NPV**4,248,772 
GENMAB AS DKK1**1,506,128 
GENTERA SAB DE CV COM NPV**439,541 
GENTEX CORP COM**64,947 
GENWORTH FINL INC COMMON STOCK**883,829 
GEO ENERGY RESO NPV**206,505 
GEORGIA POWER CO 4.7% 05-15-20325/15/20324.70%**5,075,037 
GEORGIA POWER CO 5.004% 02-23-20272/23/20275.00%**451,808 
GEORGIA PWR CO 4.0% 10-01-202810/1/20284.00%**571,302 
GEORGIA PWR CO 4.75% DUE 09-01-20409/1/20404.75%**190,077 
GEORGIA PWR CO 5.125% DUE 05-15-2052 BEO5/15/20525.12%**205,413 
GFL ENVIRONMENTAL INC. COM NPV SUB VTG SHS**3,650,492 
GFPT PCL THB1(NVDR)**210,587 
GILDAN ACTIVEWEAR INC COM**13,253,262 
GILEAD SCIENCES 4.5% DUE 02-01-20452/1/20454.50%**372,570 
GILEAD SCIENCES 4.75% DUE 03-01-20463/1/20464.75%**627,589 
GILEAD SCIENCES INC**2,917,898 
GILEAD SCIENCES INC 2.6% DUE 10-01-204010/1/20402.60%**483,656 
GILEAD SCIENCES INC 4.8% 11-15-202911/15/20294.80%**224,432 
GINNIE MAE II POOL G2 MB0262 7% 03-20-20553/20/20557.00%**3,090,369 
GJENSIDIGE FORSIKR NOK2**144,520 
GLACIER BANCORP INC NEW COM**14,769,040 
GLAXO SMITHKLINE P INR10**25,622 
GLAXOSMITHKLINE 4.5% DUE 04-15-20304/15/20304.50%**680,428 
GLENCORE FDG LLC 2.5% DUE 09-01-20309/1/20302.50%**1,290,268 
GLENCORE FDG LLC 3.875% DUE 10-27-202710/27/20273.88%**3,722,253 
GLENCORE FDG LLC 4% DUE 03-27-20273/27/20274.00%**5,130,706 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GLENMARK PHARM INR1.00**720,431 
GLOBAL E ONLINE LTD COM NPV**239,673 
GLOBAL INDL CO COM USD0.01**220,991 
GLOBAL LIGHTING TECHNOLOGIES INC SHS**28,637 
GLOBAL PMTS INC 1.2% DUE 03-01-20263/1/20261.20%**977,419 
GLOBAL PMTS INC 2.9% 11-15-203111/15/20312.90%**1,794,521 
GLOBAL PMTS INC COM**1,509,300 
GLOBAL PMTS INC FIXED 2.9% DUE 05-15-20305/15/20302.90%**1,299,145 
GLOBAL PMTS INC SR NT 4.5% 11-15-202811/15/20284.50%**1,878,249 
GLOBAL PMTS INC SR NT 4.875% 11-15-203011/15/20304.88%**972,139 
GLOBAL PMTS INC SR NT 5.2% 11-15-203211/15/20325.20%**996,515 
GLOBAL PMTS INC SR NT 5.55% 11-15-203511/15/20355.55%**4,517,225 
GLOBAL POWER SYNER THB10(NVDR)**83,758 
GLOBAL SHIP LEASE INC**87,600 
GLOBAL STANDARD TE KRW500**154,929 
GLOBAL UNICHIP COR TWD10**202,893 
GLOBANT SA USD1.20**275,404 
GLOBE LIFE INC COM**4,113,702 
GLP CAP L P / GLP 4% DUE 01-15-20301/15/20304.00%**921,589 
GLP CAP L P / GLP 5.75% DUE 06-01-20286/1/20285.75%**309,894 
GLP CAP L P / GLP FING II INC 5.3% 01-15-20291/15/20295.30%**1,933,873 
GLP CAP L P/GLP FING II INC 5.625% 09-15-20349/15/20345.62%**2,333,461 
GLP CAP L P/GLP FING II INC 6.25% 09-15-20549/15/20546.25%**1,392,147 
GLS AUTO 1.48% DUE 07-15-20277/15/20271.48%**501,107 
GLS AUTO 5.21% DUE 02-18-20312/18/20315.21%**3,036,195 
GLS AUTO 7.01% DUE 01-16-20291/16/20297.01%**2,161,470 
GLS AUTO RECEIVABLES ISSUER TR AUTO RECEIVABLES BACKED NT 4.74% 08-15-20318/15/20314.74%**798,469 
GM FINANCIAL AUTOMOBILE LEASIN 5.78% SER 24-2 CL A3 07-20-20277/20/20275.39%**344,010 
GM FINANCIAL AUTOMOBILE LEASIN SR 25-1 CL A3 4.66% 02-21-20282/21/20284.66%**4,680,109 
GM FINANCIAL AUTOMOBILE LEASING TR SR 24-3 CL A3 4.21% 10-20-202710/20/20274.21%**3,365,449 
GM FINANCIAL CONSUMER AUTOMOBILE SER 2024-1 CL A3 4.85% 12-18-202812/18/20284.85%**183,488 
GM FINANCIAL SECURITIZED TERM SER 23-1 CL A3 4.66% DUE 02-16-20282/16/20284.66%**696,667 
GM FINL AUTOMOBILE 4.55% DUE 07-20-20277/20/20274.55%**1,679,306 
GM FINL AUTOMOBILE LEASING TR SR 25-2 CL A3 4.58% 05-22-20285/22/20284.79%**6,054,088 
GM FINL CNSMR 3.84% DUE 02-18-20312/18/20313.84%**1,932,982 
GM FINL CNSMR 5.5% DUE 08-16-20288/16/20285.50%**504,575 
GM FINL CONSUMER AUTOMOBILE RECEIVABLES AUTO NT CL A-4 3.71% 12-16-202712/16/20273.71%**584,399 
GM FINL CONSUMER AUTOMOBILE RECEIVABLES CL A-4 3.25% 04-17-20284/17/20283.25%**3,156,663 
GM FINL SECURITIZED TERM AUTO SR 25-1 CL A3 4.62% 12-17-202912/17/20294.62%**479,904 
GMO GLOBALSIGN HOLDINGS KK**21,034 
GMO INTERNET GROUP NPV**739,882 
GNMA 2.3% DUE 11-16-205111/16/20512.30%**101,864 
GNMA 2.4% DUE 09-16-20589/16/20582.40%**3,581 
GNMA 2008-047 REMIC CL ML 5.25 DUE 06-16-20386/16/20385.25%**10,654 
GNMA 2009-069 CL PV 4 DUE 08-20-20398/20/20394.00%**6,551 
GNMA 2009-076 REMIC PASSTHRU MX CL CF 09-16-20399/16/20394.65%**209,702 
GNMA 2009-096 REMIC PASSTHRU FT 10-20-203910/20/20394.60%**219,124 
GNMA 2010-046 REMIC PASSTHRU 4.58984% 03-20-20353/20/20354.65%**627,532 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA 2010-H11 REMIC PASSTHRU CTF CL FA 06-20-20606/20/20605.03%**220,586 
GNMA 2010-H26 REMIC PASSTHRU CTF CL LF INT FLTG 08-20-20588/20/20584.46%**96,270 
GNMA 2011-157 REMIC PASSTHRU CL PA 3.0% DUE 03-20-20413/20/20413.00%**57,100 
GNMA 2011-H09 CL AF VAR 03-20-20613/20/20614.61%**120,009 
GNMA 2012-059 REMIC PASSTHRU CTF CL F 05-20-20425/20/20424.30%**85,463 
GNMA 2012-105 REMIC PASSTHRU CTF 1.25% 08-16-20278/16/20271.25%**367,720 
GNMA 2012-106 REMIC PASSTHRU 1.25% 09-20-20279/20/20271.25%**1,255,098 
GNMA 2012-H08 REMIC PASSTHRU CTF CL FS 04-20-20624/20/20624.81%**676,931 
GNMA 2012-H31 REMIC PASSTHRU SECS CL FD VAR RT 12-20-206212/20/20624.45%**274,979 
GNMA 2013-88 REMIC CL WA VAR RT DUE 06-20-2030 REG6/20/20304.82%**529 
GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65 DUE 02-20-20632/20/20631.65%**375 
GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-20622/20/20624.39%**722 
GNMA 2013-H15 REMIC PASSTHRU CTF 4.49919% 07-20-20637/20/20634.66%**408,499 
GNMA 2013-H22 REMIC PASSTHRU 4.58919% 07-20-20637/20/20634.75%**58,837 
GNMA 2013-H22 REMIC PASSTHRU 5.58919% 08-20-20638/20/20635.75%**82,265 
GNMA 2014-190 REMIC PASSTHRU CTF CL PA FIXED 3.0% 06-20-20446/20/20443.00%**466,825 
GNMA 2014-H10 CL FA FLTG RT DUE04-20-20644/20/20644.61%**46,437 
GNMA 2014-H17 REMIC PASSTHRU CTF 4.59411% 08-20-20648/20/20644.59%**432,810 
GNMA 2014-H20 REMIC SER 14-H20 CL FA FLTG DUE 10-20-2064 REG10/20/20644.54%**252,286 
GNMA 2015-H06 REMIC PASSTHRU CTF 4.59919% 02-20-20652/20/20654.76%**1,025,112 
GNMA 2015-H27 REMIC PASSTHRU CTF CL FA 09-20-20659/20/20654.86%**143,546 
GNMA 2015-H28 REMIC PASSTHRU CTF CL MX-FL 10-20-206510/20/20654.81%**464,044 
GNMA 2015-H29 REMIC PASSTHRU SEC CL FJ 11-20-206511/20/20654.79%**478,683 
GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-206511/20/20654.76%**50,528 
GNMA 2015-H32 REMIC PASSTHRU CTF CL FH 12-20-206512/20/20654.77%**48,492 
GNMA 2016-H04 MTG PASSTHRU CTF CL FK 02-20-20662/20/20665.16%**122,386 
GNMA 2016-H11 REMIC PASSTHRU CTF CL FE 04-20-20664/20/20664.96%**431,129 
GNMA 2016-H13 REMIC PASS THRU SECS CL FT05-20-20665/20/20664.69%**29,315 
GNMA 2016-H19 REMIC PASSTHRU SECS CL FA 09-20-20669/20/20664.89%**261,793 
GNMA 2016-H20 REMIC PASSTHRU CTF CL FG 08-20-20668/20/20664.81%**95,167 
GNMA 2016-H22 REMIC PASSTHRU CTF CL FA 10-20-206610/20/20664.88%**788,272 
GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-206610/20/20664.86%**461,822 
GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-206612/20/20665.11%**21,292 
GNMA 2017-121 MTG PASS THRU CTF 3% 07-20-20467/20/20463.00%**2,167 
GNMA 2017-153 CL WA DUE 06-20-20366/20/20364.49%**151,389 
GNMA 2017-H03 CL FB FLTG 06-20-20666/20/20664.76%**141,648 
GNMA 2017-H03 REMIC PASSTHRU CTF 4.74919% 01-20-20671/20/20674.91%**226,379 
GNMA 2017-H06 REMIC PASS THRU 4.69919% 11-20-206611/20/20664.86%**618,122 
GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG4/20/20675.59%**285,992 
GNMA 2017-H14 CL FD FLTG 06-20-20676/20/20674.58%**168,246 
GNMA 2017-H14 REMIC PASSTHRU CTF CL FB 06-20-20676/20/20675.23%**264,225 
GNMA 2017-H14 REMIC PASSTHRU CTF CL FE 06-20-20676/20/20675.23%**809,820 
GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-20676/20/20675.23%**457,398 
GNMA 2017-H16 REMIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG7/20/20675.38%**4,854,735 
GNMA 2017-H16 REMIC PASSTHRU CTF CL FH 07-20-20677/20/20675.33%**7,904,547 
GNMA 2017-H23 MTG PASS THRU CTF 4.39919%11-20-206711/20/20674.56%**1,220,667 
GNMA 2018-H08 REMIC SER 2018-H08 CLS KF VAR RT DUE 05-20-20685/20/20684.41%**550,188 
GNMA 2019-H09 REMIC PASSTHRU CTF 4.44919% 04-20-20694/20/20694.61%**676,899 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA 2019-H11 REMIC PASSTHRU CTF 4.54919% 05-20-20695/20/20694.71%**1,408,647 
GNMA 2020-H13 REMIC PASSTHRU CTF 4.34919% 08-20-20708/20/20704.51%**672,455 
GNMA 2020-H13 REMIC PASSTHRU CTF 4.39919% 07-20-20707/20/20704.56%**9,669,314 
GNMA 2025-001 REMIC PASS THRU 5.003% 01-20-20551/20/20555.22%**3,398,109 
GNMA 3% DUE 01-20-20461/20/20463.00%**340,290 
GNMA 3% DUE 02-16-20462/16/20463.00%**541,032 
GNMA 3% DUE 09-16-20399/16/20393.00%**20,917 
GNMA 3.5% DUE 03-20-20463/20/20463.50%**547,124 
GNMA 4% DUE 04-16-20414/16/20414.00%**84,063 
GNMA 4% DUE 07-16-20397/16/20394.00%**4,937 
GNMA 4.36919% 06-20-20706/20/20704.53%**2,319,958 
GNMA 4.44919% 05-20-20695/20/20694.61%**1,253,531 
GNMA 4.44919% 07-20-20707/20/20704.61%**379,324 
GNMA 5% DUE 03-16-20343/16/20345.00%**66,096 
GNMA 5.5% DUE 08-20-20338/20/20335.50%**41,253 
GNMA 5.5% DUE 11-20-203711/20/20375.50%**20,754 
GNMA 6.5% DUE 08-16-20428/16/20426.50%**157,616 
GNMA CL 2007-035 CL TE 6 DUE 06-20-20376/20/20376.00%**14,650 
GNMA FIXED 3.5% DUE 02-20-20452/20/20453.50%**21,677 
GNMA FLTG RT 4.27919% DUE 10-20-206010/20/20604.44%**587,939 
GNMA FLTG RT 4.44919% DUE 04-20-20614/20/20614.61%**416,360 
GNMA FLTG RT SER 18-H19 CL FA 12-20-2063 REG12/20/20634.46%**1,227,752 
GNMA GNMA # MA7471 2% 07-20-20517/20/20512.00%**2,789,158 
GNMA MTG PASS THRU CTF CL FM 02-20-20662/20/20664.88%**800 
GNMA POOL #3529 5% 03-20-2034 BEO3/20/20345.00%**665 
GNMA POOL #4028 6% 09-20-2037 BEO9/20/20376.00%**12,603 
GNMA POOL #4041 7% 10-20-2037 BEO10/20/20377.00%**65,230 
GNMA POOL #4222 6% 08-20-2038 BEO8/20/20386.00%**11,202 
GNMA POOL #4245 6% 09-20-2038 BEO9/20/20386.00%**144,791 
GNMA POOL #4247 7% 09-20-2038 BEO9/20/20387.00%**48,292 
GNMA POOL #4423 4.5% 04-20-2039 BEO4/20/20394.50%**1,187 
GNMA POOL #4447 5% 05-20-2039 BEO5/20/20395.00%**25,103 
GNMA POOL #4520 5% 08-20-2039 BEO8/20/20395.00%**109,997 
GNMA POOL #4543 6% 09-20-2039 BEO9/20/20396.00%**10,102 
GNMA POOL #4746 4.5% 07-20-2040 BEO7/20/20404.50%**44,634 
GNMA POOL #4800 4% 09-20-2040 BEO9/20/20404.00%**101,065 
GNMA POOL #4833 4% 10-20-2040 BEO10/20/20404.00%**345,916 
GNMA POOL #4834 4.5% 10-20-2040 BEO10/20/20404.50%**14,735 
GNMA POOL #4855 5% 11-20-2040 BEO11/20/20405.00%**322,882 
GNMA POOL #4883 4.5% 12-20-2040 BEO12/20/20404.50%**76,790 
GNMA POOL #4923 4.5% 01-20-2041 BEO1/20/20414.50%**75,076 
GNMA POOL #4945 4% 02-20-2041 BEO2/20/20414.00%**57,066 
GNMA POOL #497630 SER 2029 6% DUE 02-15-2029 REG2/15/20296.00%**58 
GNMA POOL #4978 4.5% 03-20-2041 BEO3/20/20414.50%**1,497,820 
GNMA POOL #4979 5% 03-20-2041 BEO3/20/20415.00%**142,797 
GNMA POOL #498387 SER 2029 6% DUE 02-15-2029 REG2/15/20296.00%**210 
GNMA POOL #5016 4% 04-20-2041 BEO4/20/20414.00%**50,623 
GNMA POOL #5017 4.5% 04-20-2041 BEO4/20/20414.50%**122,077 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA POOL #5018 5% 04-20-2041 BEO4/20/20415.00%**98,161 
GNMA POOL #5115 4.5% 07-20-2041 BEO7/20/20414.50%**21,455 
GNMA POOL #5140 4.5% 08-20-2041 BEO8/20/20414.50%**207,188 
GNMA POOL #521330 SER 2035 5% DUE 05-15-2035 BEO5/15/20355.00%**43,403 
GNMA POOL #5259 4% 12-20-2041 BEO12/20/20414.00%**29,226 
GNMA POOL #5280 4% 01-20-2042 BEO1/20/20424.00%**43,948 
GNMA POOL #5305 4% 02-20-2042 BEO2/20/20424.00%**259,773 
GNMA POOL #543812 SER 2031 6% DUE 02-15-2031 REG2/15/20316.00%**4,650 
GNMA POOL #586373 5% DUE 02-15-2035 REG2/15/20355.00%**2,084 
GNMA POOL #594106 SER 2033 4.5% DUE 09-15-2033 BEO9/15/20334.50%**10,350 
GNMA POOL #595611 SER 2035 5% DUE 01-15-2035 BEO1/15/20355.00%**1,019 
GNMA POOL #604497 5% 07-15-2033 BEO7/15/20335.00%**1,819 
GNMA POOL #607451 SER 2034 5% DUE 01-15-2034 REG1/15/20345.00%**9,509 
GNMA POOL #607465 5% DUE 02-15-2034 REG2/15/20345.00%**10,228 
GNMA POOL #610410 SER 2033 5% DUE 08-15-2033 BEO8/15/20335.00%**1,768 
GNMA POOL #615656 5% 10-15-2033 BEO10/15/20335.00%**1,603 
GNMA POOL #623871 5.0% 06-15-20346/15/20345.00%**1,468 
GNMA POOL #633701 5.0% 09-15-20339/15/20335.00%**2,357 
GNMA POOL #636484 5.0% 03-15-20353/15/20355.00%**2,627 
GNMA POOL #637746 5.0% 12-15-203412/15/20345.00%**3,489 
GNMA POOL #638222 5% 12-15-2034 BEO12/15/20345.00%**1,237 
GNMA POOL #643362 5% 10-15-2035 BEO10/15/20355.00%**852 
GNMA POOL #668014 3% 11-15-2044 BEO11/15/20443.00%**998,948 
GNMA POOL #670030 3% 07-15-2045 BEO7/15/20453.00%**238,363 
GNMA POOL #672676 SER 2038 5.5% DUE 04-15-2038 BEO4/15/20385.50%**19,274 
GNMA POOL #676754 SER 2038 5.5% DUE 03-15-2038 REG3/15/20385.50%**47,838 
GNMA POOL #687179 SER 2038 5.5% DUE 04-15-2038 REG4/15/20385.50%**24,571 
GNMA POOL #687835 6% 08-15-2038 BEO8/15/20386.00%**15,563 
GNMA POOL #688043 6% 11-15-2038 BEO11/15/20386.00%**24,179 
GNMA POOL #690922 5.5% 06-15-2038 BEO6/15/20385.50%**37,242 
GNMA POOL #697586 5.5% 11-15-2038 BEO11/15/20385.50%**1,197 
GNMA POOL #711379 SER 2038 5.5% DUE 07-15-2038 REG7/15/20385.50%**1,160 
GNMA POOL #723344 4% 09-15-2039 BEO9/15/20394.00%**112,325 
GNMA POOL #723430 4.5% 11-15-2039 BEO11/15/20394.50%**29,522 
GNMA POOL #723616 5% 01-15-2040 BEO1/15/20405.00%**303,559 
GNMA POOL #726480 5% 11-15-2039 BEO11/15/20395.00%**423,762 
GNMA POOL #733600 SER 2040 5% DUE 04-15-2040 REG4/15/20405.00%**4,106 
GNMA POOL #733627 5% 05-15-2040 BEO5/15/20405.00%**8,382 
GNMA POOL #736520 SER 2040 4.5% DUE 04-15-2040 REG4/15/20404.50%**127,068 
GNMA POOL #737111 FIXED 4.5% 04-15-2040 BEO4/15/20404.50%**89,442 
GNMA POOL #738108 4.5% 03-15-2041 BEO3/15/20414.50%**139,906 
GNMA POOL #745243 4% 07-15-2040 BEO7/15/20404.00%**103,842 
GNMA POOL #771561 4.0% 08-15-20418/15/20414.00%**57,104 
GNMA POOL #781804 6% 09-15-2034 BEO9/15/20346.00%**55,931 
GNMA POOL #781847 6% 12-15-2034 BEO12/15/20346.00%**43,149 
GNMA POOL #781885 SER 2035 5% DUE 03-15-2035 REG3/15/20355.00%**3,057 
GNMA POOL #781902 6% 02-15-2035 BEO2/15/20356.00%**62,642 
GNMA POOL #781958 5% 07-15-2035 BEO7/15/20355.00%**2,897 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA POOL #782382 5.5% 08-15-2038 BEO8/15/20385.50%**3,968 
GNMA POOL #782436 6% 10-15-2038 BEO10/15/20386.00%**27,022 
GNMA POOL #782716 SER 2039 5% DUE 07-15-2039 REG7/15/20395.00%**31,767 
GNMA POOL #784119 3% 02-20-2046 BEO2/20/20463.00%**163,927 
GNMA POOL #799706 SER 2042 3.5% DUE 09-15-2042 BEO9/15/20423.50%**21,349 
GNMA POOL #AA5821 3 DUE 11-15-2042 REG11/15/20423.00%**267,908 
GNMA POOL #AB3031 SER 2042 3% DUE 10-15-2042 REG10/15/20423.00%**72,153 
GNMA POOL #AC3752 3 DUE 12-15-2042 REG12/15/20423.00%**99,349 
GNMA POOL #AD1034 3% DUE 07-15-2043 REG7/15/20433.00%**174,987 
GNMA POOL #AD2413 3.5% DUE 05-15-2043 REG5/15/20433.50%**58,784 
GNMA POOL #AD2414 3.5 DUE 05-15-2043 REG5/15/20433.50%**45,352 
GNMA POOL #AD4102 SER 2043 3 DUE 07-15-2043 REG7/15/20433.00%**376,743 
GNMA POOL #AD6086 3.5% 02-15-2050 BEO2/15/20503.50%**313,571 
GNMA POOL #AE7691 3 DUE 08-15-2043 REG8/15/20433.00%**596,153 
GNMA POOL #AF5807 SER 2044 3.5% DUE 01-15-2044 BEO1/15/20443.50%**20,682 
GNMA POOL #AI6888 3% 05-15-2045 BEO5/15/20453.00%**394,665 
GNMA POOL #AK6718 3% 01-15-2045 BEO1/15/20453.00%**38,182 
GNMA POOL #AK7285 3% 03-15-2045 BEO3/15/20453.00%**82,877 
GNMA POOL #AK7286 3% 03-15-2045 BEO3/15/20453.00%**148,622 
GNMA POOL #AK7329 3% 04-15-2045 BEO4/15/20453.00%**687,820 
GNMA POOL #AK8997 SER 2045 3% DUE 07-15-2045 BEO7/15/20453.00%**136,831 
GNMA POOL #AL1539 3% 05-15-2045 BEO5/15/20453.00%**58,609 
GNMA POOL #AL4608 SER 2045 3% DUE 03-15-2045 BEO3/15/20453.00%**594,795 
GNMA POOL #AL8635 SER 2045 3% DUE 03-15-2045 BEO3/15/20453.00%**314,596 
GNMA POOL #AM4099 3% 04-15-2045 BEO4/15/20453.00%**347,409 
GNMA POOL #AM8643 3% 05-15-2045 BEO5/15/20453.00%**413,407 
GNMA POOL #AM8646 3% 05-15-2045 BEO5/15/20453.00%**229,782 
GNMA POOL #AN5715 3% 06-15-2045 BEO6/15/20453.00%**58,176 
GNMA POOL #AN5721 3% 06-15-2045 BEO6/15/20453.00%**37,139 
GNMA POOL #AN5726 SER 2045 3% DUE 06-15-2045 BEO6/15/20453.00%**384,046 
GNMA POOL #AN5733 3% 06-15-2045 BEO6/15/20453.00%**47,440 
GNMA POOL #AN5734 SER 2045 3% DUE 06-15-2045 BEO6/15/20453.00%**299,557 
GNMA POOL #AS6414 6.092% 03-20-2066 BEO3/20/20665.95%**199,627 
GNMA POOL #BD4016 3% 10-15-2049 BEO10/15/20493.00%**315,929 
GNMA POOL #BL1045X SER 2049 3.5% 10-15-204910/15/20493.50%**230,396 
GNMA POOL #BM9692 4.5% 07-20-2049 BEO7/20/20494.50%**303,417 
GNMA POOL #BP6203X 3.5% 11-15-204911/15/20493.50%**240,327 
GNMA POOL #BP6229 3% 11-15-2049 BEO11/15/20493.00%**452,085 
GNMA POOL #BQ0651 3.5% 11-15-2049 BEO11/15/20493.50%**126,441 
GNMA POOL #BQ7371 3.5% 11-15-2049 BEO11/15/20493.50%**70,630 
GNMA POOL #BR6606 3% 02-15-2050 BEO2/15/20503.00%**21,958 
GNMA POOL #BS5027 3.5% 02-15-2050 BEO2/15/20503.50%**19,348 
GNMA POOL #BS5195 3.5% 01-15-2050 BEO1/15/20503.50%**38,010 
GNMA POOL #MA0318 3.5% 08-20-2042 BEO8/20/20423.50%**561,761 
GNMA POOL #MA1376 4% 10-20-2043 BEO10/20/20434.00%**122,649 
GNMA POOL #MA1377 4.5% 10-20-2043 BEO10/20/20434.50%**219,622 
GNMA POOL #MA1448 3.5% 11-20-2043 BEO11/20/20433.50%**4,009 
GNMA POOL #MA1839 4% 04-20-2044 BEO4/20/20444.00%**142,702 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA POOL #MA1997 4.5% 06-20-2044 BEO6/20/20444.50%**176,079 
GNMA POOL #MA2072 3% 07-20-2044 BEO7/20/20443.00%**92,478 
GNMA POOL #MA2149 4% 08-20-2044 BEO8/20/20444.00%**88,394 
GNMA POOL #MA2303 3.5% 10-20-2044 BEO10/20/20443.50%**243,557 
GNMA POOL #MA2446 4% 12-20-2044 BEO12/20/20444.00%**161,817 
GNMA POOL #MA2489 3% 01-20-2030 BEO1/20/20303.00%**815,227 
GNMA POOL #MA2753 3% 04-20-2045 BEO4/20/20453.00%**112,165 
GNMA POOL #MA2825 3% 05-20-2045 BEO5/20/20453.00%**102,027 
GNMA POOL #MA2960 3% 07-20-2045 BEO7/20/20453.00%**208,611 
GNMA POOL #MA3037 5% 08-20-2045 BEO8/20/20455.00%**96,770 
GNMA POOL #MA3243 3% 11-20-2045 BEO11/20/20453.00%**72,199 
GNMA POOL #MA3244 3.5% 11-20-2045 BEO11/20/20453.50%**194,585 
GNMA POOL #MA3245 4% 11-20-2045 BEO11/20/20454.00%**228,247 
GNMA POOL #MA3311 4% 12-20-2045 BEO12/20/20454.00%**280,812 
GNMA POOL #MA3663 3.5% 05-20-2046 BEO5/20/20463.50%**123,069 
GNMA POOL #MA3737 4% 06-20-2046 BEO6/20/20464.00%**374,374 
GNMA POOL #MA3802 3% 07-20-2046 BEO7/20/20463.00%**108,783 
GNMA POOL #MA3803 3.5% 07-20-2046 BEO7/20/20463.50%**1,413,076 
GNMA POOL #MA3873 3% 08-20-2046 BEO8/20/20463.00%**326,288 
GNMA POOL #MA3937 3.5% 09-20-2046 BEO9/20/20463.50%**105,674 
GNMA POOL #MA3939 4.5% 09-20-2046 BEO9/20/20464.50%**134,452 
GNMA POOL #MA4070 4% 11-20-2046 BEO11/20/20464.00%**119,593 
GNMA POOL #MA4071 4.5% 11-20-2046 BEO11/20/20464.50%**308,149 
GNMA POOL #MA4125 2.5% 12-20-2046 BEO12/20/20462.50%**267,734 
GNMA POOL #MA4127 3.5% 12-20-2046 BEO12/20/20463.50%**428,164 
GNMA POOL #MA4261 3% 02-20-2047 BEO2/20/20473.00%**757,088 
GNMA POOL #MA4263 4% 02-20-2047 BEO2/20/20474.00%**157,387 
GNMA POOL #MA4321 3.5% 03-20-2047 BEO3/20/20473.50%**321,265 
GNMA POOL #MA4450 3% 05-20-2047 BEO5/20/20473.00%**526,280 
GNMA POOL #MA4585 3% 07-20-2047 BEO7/20/20473.00%**178,793 
GNMA POOL #MA4781 5% 10-20-2047 BEO10/20/20475.00%**348,664 
GNMA POOL #MA4838 4% 11-20-2047 BEO11/20/20474.00%**1,023,211 
GNMA POOL #MA4899 3% 12-20-2047 BEO12/20/20473.00%**767,671 
GNMA POOL #MA4961 3% 01-20-2048 BEO1/20/20483.00%**491,229 
GNMA POOL #MA4962 3.5% 01-20-2048 BEO1/20/20483.50%**224,165 
GNMA POOL #MA4964 4.5% 01-20-2048 BEO1/20/20484.50%**140,326 
GNMA POOL #MA5019 3.5% 02-20-2048 BEO2/20/20483.50%**1,087,485 
GNMA POOL #MA5021 4.5% 02-20-2048 BEO2/20/20484.50%**801,920 
GNMA POOL #MA5137 4% 04-20-2048 BEO4/20/20484.00%**385,097 
GNMA POOL #MA5138 4.5% 04-20-2048 BEO4/20/20484.50%**501,087 
GNMA POOL #MA5265 4.5% 06-20-2048 BEO6/20/20484.50%**763,317 
GNMA POOL #MA5399 4.5% 08-20-2048 BEO8/20/20484.50%**162,571 
GNMA POOL #MA5594 3.5% 11-20-2048 BEO11/20/20483.50%**1,352,298 
GNMA POOL #MA5651 4% 12-20-2048 BEO12/20/20484.00%**109,917 
GNMA POOL #MA5764 4.5% 02-20-2049 BEO2/20/20494.50%**577,017 
GNMA POOL #MA5817 4% 03-20-2049 BEO3/20/20494.00%**266,422 
GNMA POOL #MA5877 4.5% DUE 04-20-2049 REG4/20/20494.50%**229,495 
GNMA POOL #MA6038 3% 07-20-2049 BEO7/20/20493.00%**142,752 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA POOL #MA6157 5% 09-20-2049 BEO9/20/20495.00%**271,106 
GNMA POOL #MA6413 5% 01-20-2050 BEO1/20/20505.00%**241,869 
GNMA POOL #MA6477 4.5% 02-20-2050 BEO2/20/20504.50%**228,904 
GNMA POOL #MA6999 4.5% 11-20-2050 BEO11/20/20504.50%**1,804,011 
GNMA POOL #MA8098 3% 06-20-2052 BEO6/20/20523.00%**656,521 
GNMA POOL #MA8345 3.5% 10-20-2052 BEO10/20/20523.50%**755,863 
GNMA POOL #MA8877 4.5% 05-20-2053 BEO5/20/20534.50%**3,771,297 
GNMA POOL #MA9780 6% 07-20-2054 BEO7/20/20546.00%**2,053,420 
GNMA POOL #MA9782 7.0% 07-20-20547/20/20547.00%**2,574,150 
GNMA POOL #MA9851 5.5% 08-20-20548/20/20545.50%**9,513,760 
GNMA POOL #MA9852 6.0% 08-20-20548/20/20546.00%**787,080 
GNMA POOL #MA9853 6.5% 08-20-20548/20/20546.50%**1,041,822 
GNMA POOL #MA9906 5.5% 09-20-2054 BEO9/20/20545.50%**509,612 
GNMA POOL #MA9961 3.5% 10-20-205410/20/20543.50%**5,384,476 
GNMA POOL #MA9965 5.5% 10-20-205410/20/20545.50%**4,140,090 
GNMA POOL AE7613 SER 2043 3 DUE 07-15-2043 REG7/15/20433.00%**46,361 
GNMA POOL G2 MA6409 3.0% 01-20-20501/20/20503.00%**937,531 
GNMA POOL#MA5712 5.0% 01-20-2049 REG1/20/20495.00%**608,746 
GNMA REMIC 2015-H30 CL FD FLT RT 10-20-206510/20/20654.71%**412,748 
GNMA REMIC PASS THRU SECS SER 2012-102 CL DA 1.25% DUE 08-20-20278/20/20271.25%**516,291 
GNMA REMIC PASSTHRU SER 2016-H11 CLS F 05-20-20665/20/20664.91%**1,206,209 
GNMA REMIC SER 10-61 CL KG 4% FIXED DUE 03-16-20403/16/20404.00%**202,751 
GNMA REMIC SER 11-128 CL BL 2% DUE 09-16-20269/16/20262.00%**3,263 
GNMA REMIC SER 13-H24 CL FB FLTG DUE 09-20-20639/20/20634.84%**13,085 
GNMA REMIC SER 15-H04 CL FA FLTG DUE 12-20-2064 REG12/20/20644.76%**1,844,188 
GNMA REMIC SER 2010-H02 CL FA 02-20-20602/20/20604.71%**303,606 
GNMA REMIC SR 17-H05 CL FA FLTG 01-20-20671/20/20674.86%**872,233 
GNMA REMIC SR 2017-H12 CL FL VAR RT 05-20-20675/20/20674.59%**4,887,845 
GNMA REMIC TRUST SER 17-H07 CL FC FLTG RT DUE 03-20-2067 REG3/20/20674.63%**947,922 
GNMA REMIC TRUST SER 19-H03 CL FL FLTG RT DUE 02-20-2069 REG2/20/20694.64%**2,068,385 
GNMA REMIC TRUST SER 20-H10 CL FG FLTG RT DUE 06-20-2070 REG6/20/20705.06%**1,460,837 
GNMA SER 2017-H01 CL FC FLTG 12-20-206612/20/20665.06%**253,938 
GNMA SER 09-98 CLS DA 3.25% 07-16-20397/16/20393.25%**462,754 
GNMA SER 12-H12 CL HD 2.0% 05-20-20625/20/20622.00%**48,782 
GNMA SER 13-H18 CL EA FLTG DUE 07-20-2063 REG7/20/20634.61%**40,498 
GNMA SER 13-H19 CL FB FLT 08-20-20638/20/20634.71%**674,644 
GNMA SER 16-H24 CL FG FLT 10-20-206610/20/20664.86%**386,204 
GNMA SER 18-36 CL AM 3.0% 07-20-20457/20/20453.00%**1,693,648 
GNMA SER 19-111 CL NA 3.5% 05-20-20485/20/20483.50%**2,702,358 
GNMA SER 19-H09 CL FG FLTG RT 05-20-20695/20/20695.03%**2,336,917 
GNMA SER 19-H14 CL EF FLTG RT 05-20-20695/20/20694.55%**316,118 
GNMA SER 2009-061 CL NP 4.0% DUE 08-20-20398/20/20394.00%**158,508 
GNMA SER 2010-H010 CL FC FLTG RT DUE 05-20-20605/20/20605.03%**156,626 
GNMA SER 2015-H11 CL FC FLTG RT 5-20-20655/20/20654.66%**248,072 
GNMA SER 2015-H20 CL FB FLT RT 08-20-20658/20/20654.71%**74,728 
GNMA SER 2017-H07 CL FG FLTG RT DUE 02-20-2067 REG2/20/20674.57%**643,258 
GNMA SER 2017-H19 CL FA FLTG RT DUE 08-20-20678/20/20674.56%**268,146 
GNMA SER 2018-H06 CL PF FLTG 02-20-20682/20/20684.41%**424,528 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMA SER 2018-H07 CL FD FLTG 05-20-2068 REG5/20/20684.41%**767,325 
GNMA SER 24-23 CL BA 5.5% 10-20-205110/20/20515.50%**520,509 
GNMA SER 24-23 CL PB 5.5% 02-20-20502/20/20505.50%**685,847 
GNMA SR 16-H07 CL FQ FLTG RT 03-20-20663/20/20664.81%**636,583 
GNMA SR 19-H15 CL AF FLTG RT 08-20-20698/20/20694.96%**307,756 
GNMA SR 2006-38 CL FZ FLTG DUE 09-16-20359/16/20353.95%**453,796 
GNMA SR 2010-115 CL DA 2.5% DUE 09-20-20409/20/20402.50%**27,503 
GNMA SR 2011-156 CL PD 2.0% 04-20-20404/20/20402.00%**98,295 
GNMA SR 20-127 CL LP 1.5% 06-20-20506/20/20501.50%**1,250,631 
GNMA SR 2018-166 CL H-C 3.5% 09-20-20489/20/20483.50%**288,926 
GNMA SR 2019-031CL HA 3.0% 07-20-20477/20/20473.00%**59,513 
GNMA SR 2024-76 CL KA 6.0% 12-20-204912/20/20496.00%**1,160,929 
GNMA SR 20-H09 CL BF FLTG 05-20-20705/20/20704.96%**4,683,032 
GNMA SR 20-H09 CL FL FLTG RT 05-20-20705/20/20705.26%**1,114,323 
GNMA SR 22-120 CL EA 4% 05-20-20465/20/20464.00%**1,614,555 
GNMA SR 24-13 CL DA 5.5% 10-20-205010/20/20505.50%**1,565,152 
GNMA SR 24-H08 CL FC FLTG 05-20-20745/20/20744.57%**284,620 
GNMA SR 25-2 CL EA 4.5% 09-20-20409/20/20404.50%**3,039,444 
GNMAII POOL #004224 SER 2038 7 DUE 08-20-2038 REG8/20/20387.00%**40,676 
GNMAII POOL #2958 SER 2030 8% DUE 08-20-2030 REG8/20/20308.00%**1,863 
GNMAII POOL #4040 SER 2037 6.5% DUE 10-20-2037 REG10/20/20376.50%**4,259 
GNMAII POOL #4060 SER 2037 6% DUE 12-20-2037 REG12/20/20376.00%**13,656 
GNMAII POOL #4195 SER 2038 6% DUE 07-20-2038 REG7/20/20386.00%**1,989 
GNMAII POOL #4268 SER 2038 6% DUE 10-20-2038 REG10/20/20386.00%**1,448 
GNMAII POOL #4696 SER 2040 4.5% DUE 05-20-2040 REG5/20/20404.50%**69,939 
GNMAII POOL #4697 SER 2040 5% DUE 05-20-2040 REG5/20/20405.00%**43,258 
GNMAII POOL #4747 SER 2040 5% DUE 07-20-2040 BEO7/20/20405.00%**249,632 
GNMAII POOL #4922 SER 2041 4% DUE 01-20-2041 BEO1/20/20414.00%**75,764 
GNMAII POOL #5082 SER 2041 4.5% DUE 06-20-2041 BEO6/20/20414.50%**87,289 
GNMAII POOL #5326 SER 2027 3% DUE 03-20-2027 BEO3/20/20273.00%**7,614 
GNMAII POOL #783637 SER 2042 3% DUE 06-20-2042 REG6/20/20423.00%**28,286 
GNMAII POOL #787154 6.5% 11-20-205311/20/20536.50%**256,047 
GNMAII POOL #80012 SER 2026 ADJ RT 11-20-202611/20/20264.75%**626 
GNMAII POOL #80106 5.375% DUE 08-20-2027REG8/20/20275.38%**1,387 
GNMAII POOL #80397 SER 2030 ADJ RT 04-20-20304/20/20305.62%**335 
GNMAII POOL #8788 SER 2026 5.625% DUE 01-20-2026 REG1/20/20265.62%**3 
GNMAII POOL #BX4951 3.5% 09-20-20509/20/20503.50%**1,199,822 
GNMAII POOL #CO4938 5.0% 08-20-20528/20/20525.00%**1,380,173 
GNMAII POOL #CO4960 5.0% 08-20-20528/20/20525.00%**1,368,188 
GNMAII POOL #G2 MA4654 SER 2047 4.5% DUE08-20-2047 REG GNMAII8/20/20474.50%**183,626 
GNMAII POOL #MA0023 SER 2042 4% DUE 04-20-2042 REG4/20/20424.00%**86,152 
GNMAII POOL #MA0073 SER 2027 3% DUE 05-20-2027 REG5/20/20273.00%**19,158 
GNMAII POOL #MA0272 SER 2027 2.0% DUE 07-20-20277/20/20272.00%**26,803 
GNMAII POOL #MA0299 SER 2027 2.5% DUE 08-20-2027 REG8/20/20272.50%**45,938 
GNMAII POOL #MA0317 3 DUE 08-20-2012 REG8/20/20423.00%**307,717 
GNMAII POOL #MA0391 SER 2042 3% DUE 09-20-2042 REG9/20/20423.00%**406,849 
GNMAII POOL #MA0392 SER 2042 3.5 DUE 09-20-2042 REG9/20/20423.50%**426,749 
GNMAII POOL #MA0462 3.5 DUE 10-20-2042 REG10/20/20423.50%**596,773 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMAII POOL #MA0463 4 DUE 10-20-2042 REG10/20/20424.00%**431,101 
GNMAII POOL #MA0624 3 12-20-2042 REG12/20/20423.00%**152,121 
GNMAII POOL #MA0626 4 DUE 11-20-2042 REG12/20/20424.00%**219,916 
GNMAII POOL #MA0674 SER 2028 2.5 DUE 01-20-2028 REG1/20/20282.50%**1,047,747 
GNMAII POOL #MA0698 3 01-20-2043 REG1/20/20433.00%**214,607 
GNMAII POOL #MA0933 SER 2043 3% DUE 04-20-2043 REG4/20/20433.00%**178,865 
GNMAII POOL #MA1012 SER 2043 3.5% DUE 05-20-2043 REG5/20/20433.50%**475,870 
GNMAII POOL #MA1995 SER 2044 3.5% DUE 06-20-2044 BEO6/20/20443.50%**934,707 
GNMAII POOL #MA2372 SER 2044 4% DUE 11-20-2044 REG11/20/20444.00%**362,192 
GNMAII POOL #MA2678 SER 2045 3.5% DUE 03-20-2045 REG3/20/20453.50%**260,828 
GNMAII POOL #MA2754 SER 2045 3.5% DUE 04-20-2045 REG4/20/20453.50%**715,431 
GNMAII POOL #MA3172 SER 2045 3% DUE 10-20-2045 REG10/20/20453.00%**364,475 
GNMAII POOL #MA3174 SER 2045 4% DUE 10-20-2045 REG10/20/20454.00%**185,415 
GNMAII POOL #MA3597 SER 2046 3.5% DUE 04-20-2046 BEO4/20/20463.50%**1,852,668 
GNMAII POOL #MA3662 SER 2046 3% DUE 05-20-2046 REG5/20/20463.00%**629,334 
GNMAII POOL #MA3736 SER 2046 3.5% DUE 06-20-2046 REG6/20/20463.50%**233,996 
GNMAII POOL #MA4004 SER 2046 3.5% DUE 10-20-2046 REG10/20/20463.50%**1,316,521 
GNMAII POOL #MA4322 SER 2047 4% DUE 03-20-2047 REG3/20/20474.00%**503,010 
GNMAII POOL #MA4383 SER 2047 4% DUE 04-20-2047 REG4/20/20474.00%**203,034 
GNMAII POOL #MA4452 4.0% DUE 05-20-2047 REG5/20/20474.00%**182,606 
GNMAII POOL #MA4511 SER 2047 4% DUE 06-20-2047 REG6/20/20474.00%**1,327,807 
GNMAII POOL #MA4720 SER 2047 4% DUE 09-20-2047 REG9/20/20474.00%**3,476,999 
GNMAII POOL #MA4837 SER 2047 3.5% DUE 11-20-2047 REG11/20/20473.50%**261,973 
GNMAII POOL #MA4900 SER 2047 3.5% DUE 12-20-204712/20/20473.50%**62,958 
GNMAII POOL #MA4901 4% 12-20-204712/20/20474.00%**437,072 
GNMAII POOL #MA5020 4.0% 02-20-20482/20/20484.00%**294,609 
GNMAII POOL #MA5078 4.0% 03-20-20483/20/20484.00%**1,943,068 
GNMAII POOL #MA5079 4.5% 03-20-20483/20/20484.50%**45,158 
GNMAII POOL #MA5266 SER 2048 5% DUE 06-01-2048 REG6/20/20485.00%**64,120 
GNMAII POOL #MA5465 3.5% DUE 09-20-2048 REG9/20/20483.50%**287,223 
GNMAII POOL #MA5529 4.5% 10-20-204810/20/20484.50%**342,069 
GNMAII POOL #MA5530 SER 2048 5.0% DUE 10-20-2048 REG10/20/20485.00%**552,200 
GNMAII POOL #MA5597 5.0% 11-20-2048 REG11/20/20485.00%**291,532 
GNMAII POOL #MA5653 5.0% DUE 12-20-2048 REG12/20/20485.00%**382,464 
GNMAII POOL #MA5763 4% DUE 02-20-2049 REG2/20/20494.00%**1,976,404 
GNMAII POOL #MA5818 SER 2049 4.5% DUE 03-20-2049 REG MBS3/20/20494.50%**1,508,281 
GNMAII POOL #MA5876 4.0% 04-20-20494/20/20494.00%**1,010,904 
GNMAII POOL #MA5988 5.0% 06-20-20496/20/20495.00%**52,471 
GNMAII POOL #MA6153 3.0% 09-20-20499/20/20493.00%**467,270 
GNMAII POOL #MA6217 2.5% 10-20-204910/20/20492.50%**458,762 
GNMAII POOL #MA6411 4.0% 01-20-20501/20/20504.00%**88,829 
GNMAII POOL #MA6476 4.0% 02-20-20502/20/20504.00%**128,944 
GNMAII POOL #MA6659 4.5% 05-20-20505/20/20504.50%**1,961,694 
GNMAII POOL #MA6768 4.0% DUE 07-20-20507/20/20504.00%**194,656 
GNMAII POOL #MA6865 SER 2050 2.5% DUE 09-20-2050 REG9/20/20502.50%**422,922 
GNMAII POOL #MA6930 2.0% 10-20-205010/20/20502.00%**4,058,901 
GNMAII POOL #MA6931 2.5% 10-20-205010/20/20502.50%**1,933,865 
GNMAII POOL #MA6995 2.5% 11-20-205011/20/20502.50%**1,473,103 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GNMAII POOL #MA7135 SER 2051 2% DUE 01-20-2051 BEO 2.0% 20/01/20511/20/20512.00%**1,422,707 
GNMAII POOL #MA7136 SER 2051 2.5% DUE 01-20-2051 REG1/20/20512.50%**262,331 
GNMAII POOL #MA7193 SER 2051 2.5% DUE 02-20-2051 REG2/20/20512.50%**2,579,146 
GNMAII POOL #MA7194 SER 2051 3% DUE 02-20-2051 BEO 3.0% 20/02/20512/20/20513.00%**4,035,293 
GNMAII POOL #MA7254 2.0% DUE 03-20-2051 REG6/20/20523.50%**1,496,961 
GNMAII POOL #MA7255 SER 2051 2.5% DUE 03-20-2051 REG3/20/20512.50%**404,797 
GNMAII POOL #MA7312 2.5% DUE 04-20-20514/20/20512.50%**2,450,164 
GNMAII POOL #MA7367 SER 2051 2.5% DUE 05-20-2051 REG5/20/20512.50%**6,186,749 
GNMAII POOL #MA7589 2.5% 09-20-20519/20/20512.50%**3,593,822 
GNMAII POOL #MA7828 3% DUE 01-20-2052 REG1/20/20523.00%**509,808 
GNMAII POOL #MA7829 SER 2052 3.5% 01-20-20521/20/20523.50%**2,380,650 
GNMAII POOL #MA7937 SER 2052 3.0% 03-20-20523/20/20523.00%**375,310 
GNMAII POOL #MA7988 SER 2052 3.0% 04-20-20524/20/20523.00%**10,500,066 
GNMAII POOL #MA7989 3.5% DUE 04-20-2052 REG4/20/20523.50%**2,261,272 
GNMAII POOL #MA8043 SER 2052 3.0% DUE 05-20-2052 REG5/20/20523.00%**4,207,696 
GNMAII POOL #MA8099 SER 2052 3.5% 06-20-20526/20/20523.50%**4,490,060 
GNMAII POOL #MA8202 5.0% DUE 08-20-2052 REG8/20/20525.00%**1,902,328 
GNMAII POOL #MA8267 4.0% DUE 09-20-2052 REG9/20/20524.00%**4,270,923 
GNMAII POOL #MA8346 4.0% DUE 10-20-205210/20/20524.00%**530,166 
GNMAII POOL #MA8347 SER 2052 4.5% DUE 10-20-2052 BEO G2 MA834710/20/20524.50%**2,285,564 
GNMAII POOL #MA8429 5.5% 11-20-205211/20/20525.50%**1,530,239 
GNMAII POOL #MA8491 SER 2052 5.5% DUE 12-20-2052 REG12/20/20525.50%**2,832,346 
GNMAII POOL #MA8725 5% DUE 03-20-20533/20/20535.00%**1,381,254 
GNMAII POOL #MA9726 SER 2054 6.0% 06-20-20546/20/20546.00%**989,415 
GNMAII POOL #MA9728 SER 2054 7.0% 06-20-20546/20/20547.00%**2,102,437 
GNMAII POOL #MA9964 5.0% 10-20-205410/20/20543.50%**14,999,314 
GNMAII POOL #MB0025 SER 2054 5% DUE 11-20-2054 BEO G2 MB0025 5% 20/11/205411/20/20545.00%**3,875,739 
GNMAII POOL MA5878 5.0% 04-20-20494/20/20495.00%**259,844 
GNMAII POOL MB0022 3.5% 11-20-205411/20/20543.50%**809,690 
GODADDY INC CL A CL A**1,973,492 
GODO STEEL LTD NPV**32,719 
GODREJ CONSUMER PR INR1**52,040 
GOLD BULLION BAR .9999-1 OZ**16,991 
GOLD CIRCUIT ELECT TWD10**1,027,641 
GOLD.COM INC**497,777 
GOLDEN ENTMT INC COM**2,317,920 
GOLDEN ST TOB SECURITIZATION CORP 3.714%06-01-20416/1/20413.71%**621,958 
GOLDEN ST TOB SECURITIZATION CORP CALIF 3.0% 06-01-20466/1/20463.00%**2,260,982 
GOLDEN ST TOB SECURITIZATION CORP CALIF 4.214% DUE 06-01-2050 REG6/1/20504.21%**2,705,674 
GOLDMAN SACHS 3.85% DUE 01-26-20271/26/20273.85%**3,152,497 
GOLDMAN SACHS 4.937% DUE 04-23-20284/23/20284.94%**7,930,773 
GOLDMAN SACHS 5.851% 04-25-20354/25/20355.85%**585,647 
GOLDMAN SACHS 6.75% DUE 10-01-203710/1/20376.75%**682,639 
GOLDMAN SACHS BANK USA 5.283% 03-18-20273/18/20275.28%**4,376,130 
GOLDMAN SACHS BANK USA FLTG RT 03-18-20273/18/20274.47%**1,114,477 
GOLDMAN SACHS BK USA 5.414% 05-21-20275/21/20275.41%**2,291,690 
GOLDMAN SACHS FIXED 2.615% 04-22-20324/22/20322.62%**4,563,291 
GOLDMAN SACHS GROUP INC 1.431% 03-09-20273/9/20271.43%**6,799,179 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GOLDMAN SACHS GROUP INC 1.542% 09-10-20279/10/20271.54%**4,844,098 
GOLDMAN SACHS GROUP INC 1.948% 10-21-202710/21/20271.95%**12,512,571 
GOLDMAN SACHS GROUP INC 1.992% DUE 01-27-2032 REG1/27/20321.99%**444,564 
GOLDMAN SACHS GROUP INC 2.6% DUE 02-07-20302/7/20302.60%**940,381 
GOLDMAN SACHS GROUP INC 2.908% DUE 07-21-2042 BEO7/21/20422.91%**367,699 
GOLDMAN SACHS GROUP INC 3.102% 02-24-20332/24/20333.10%**1,383,937 
GOLDMAN SACHS GROUP INC 3.21% DUE 04-22-2042 BEO4/22/20423.21%**504,763 
GOLDMAN SACHS GROUP INC 3.691% 06-05-20286/5/20283.69%**3,979,065 
GOLDMAN SACHS GROUP INC 4.017% 10-31-203810/31/20384.02%**531,602 
GOLDMAN SACHS GROUP INC 4.153% 10-21-202910/21/20294.15%**3,780,269 
GOLDMAN SACHS GROUP INC 4.369% 10-21-203110/21/20314.37%**7,506,578 
GOLDMAN SACHS GROUP INC 5.016% 10-23-203510/23/20355.02%**15,106,215 
GOLDMAN SACHS GROUP INC 5.049% 07-23-20307/23/20305.05%**12,310,408 
GOLDMAN SACHS GROUP INC 5.218% 04-23-20314/23/20315.22%**1,832,487 
GOLDMAN SACHS GROUP INC 5.33% 07-23-20357/23/20355.33%**617,551 
GOLDMAN SACHS GROUP INC 5.536% 01-28-20361/28/20365.54%**416,157 
GOLDMAN SACHS GROUP INC 5.561% 11-19-204511/19/20455.56%**542,095 
GOLDMAN SACHS GROUP INC 5.727% 04-25-20304/25/20305.73%**3,413,166 
GOLDMAN SACHS GROUP INC 5.734% 01-28-20561/28/20565.73%**284,367 
GOLDMAN SACHS GROUP INC 6 45 05 01 6.45 DUE 05-01-2036 BEO5/1/20366.45%**99,030 
GOLDMAN SACHS GROUP INC 6.484% DUE 10-24-202910/24/20296.48%**11,974,024 
GOLDMAN SACHS GROUP INC COM**10,110,258 
GOLDMAN SACHS GROUP INC SR NT FIXED / FLTG 2.65% 10-21-203210/21/20322.65%**2,489,531 
GOLDWIND SCI&TECH 'H'CNY1**55,821 
GOODLEAP 4% DUE 04-20-20494/20/20494.00%**1,350,611 
GOODRX HLDGS INC COM CL A COM CL A**125,384 
GOODYEAR TIRE & RUBBER CO COM**1,134,543 
GOPRO INC CL A CL A**170,203 
GOSSAMER BIO INC COM USD0.0001**191,375 
GOVERNMENT NATIONAL MORTGAGE A G2 MB00297% 20/11/2054 7% 11-20-205411/20/20547.00%**1,269,190 
GOVERNMENT NATIONAL MORTGAGE A GNR SR 24-84 BA 5.75% 11-20-204511/20/20455.75%**2,843,422 
GOVERNMENT NATIONAL MORTGAGE ASSN SR 23-164 CL DA 5.5% 10-20-204710/20/20475.50%**2,970,919 
GOVERNMENT NATIONAL MORTGAGE ASSN SR 25-110 CL GE 5.0% 10-20-204910/20/20495.00%**3,541,029 
GOVERNMENT NATIONAL MORTGAGE ASSOC 4.59919% 11-20-206511/20/20654.76%**488,867 
GOVERNMENT NATIONAL MORTGAGE ASSOC 5.5% 08-20-20508/20/20505.50%**2,190,641 
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7420 3.5% 06-20-20516/20/20513.50%**1,251,792 
GOVERNMENT NATIONAL MORTGAGE ASSOC GNMA # MA7883 3.5% 02-20-20522/20/20523.50%**3,192,922 
GOVERNMENT NATIONAL MORTGAGE ASSOC POOL #646853 5.5% 08-15-2035 BEO8/15/20355.50%**537 
GOVERNMENT NATIONAL MORTGAGE ASSOC SR 24-19 CL E 5.0% 09-20-20579/20/20575.00%**1,753,336 
GOVERNMENT NATIONAL MTG ASSOC 2024-064 REMIC PASSTHRU CTF 4.953 04-20-20544/20/20545.17%**1,121,056 
GOVERNMENT NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-20656/20/20654.68%**378,395 
GPMT 2021-FL4 LTD FLTG RT 5.74139% DUE 12-15-203612/15/20365.80%**4,999,090 
GPO AERO SURESTE SER'B'NPV**41,877 
GPT GROUP NPV (STAPLED SECURITIES)**1,212,245 
GRACO INC COM**859,373 
GRAIL INC COM**403,985 
GRAINCORP 'A'NPV**417,512 
GRAINGER PLC ORD GBP0.05**920,716 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
GRAINGER W W INC COM**6,009,902 
GRAND CITY PROPERT EUR0.10**557,467 
GRAND PHARMACEUTICAL GROUP LIMITED HKD0.01**51,436 
GRANITE REAL ESTAT UNITS**1,808,082 
GRANITE RIDGE RES INC COM**95,015 
GRAPHIC PACKAGING HLDG CO COM STK**723,874 
GREAT EAGLE HLDGS HKD0.50**1,939 
GREAT EASTERN SHI INR10 (POST REORG)**389,412 
GREAT LAKES DREDGE & DOCK CORP NEW COM**481,228 
GREAT SOUTHN BANCORP INC COM**42,846 
GREAT WALL MOTOR 'H'CNY1**130,719 
GREAT WEST LIFECO COM NPV**399,992 
GREATAMERICA 4.22% DUE 05-15-20285/15/20284.22%**3,411,387 
GREAT-WEST LIFECO 4.15% DUE 06-03-20476/3/20474.15%**146,380 
GREEN PLAINS INC COM STK**376,467 
GREENCORE GROUP ORD GBP0.01 (CDI)**103,948 
GREENPLY INDUSTRIE INR1**63,672 
GREENPOINT MTG FDG TR 2006-OH1 MTG PASSTHRU CTF CL A-1 FLTG 01-25-2037 REG1/25/20374.21%**691,962 
GREENS CO LTD COMMON STOCK**332,483 
GREIF INC.**6,083,319 
GREMS INC NPV**277,294 
GREYWOLF CLO IV LTD RE-ISSUE / 0% 04-17-20344/17/20345.12%**1,799,601 
GREYWOLF CLO VII LTD SRS 18-7A CL A1 10-20-203110/20/20315.32%**872,353 
GRID DYNAMICS HOLDINGS INC COM USD0.0001CL A**336,259 
GRINDR INC COM**269,690 
GROUP 1 AUTOMOTIVE INC COM**382,288 
GROUPE DYNAMITE INC SUB VTG SHS WI**494,542 
GRUPO FINANCIERO BANORTE S A B DE C V**122,562 
GS ENGINEERING & C KRW5000**84,432 
GS MTG BACKED SECS 2.5% DUE 09-25-20529/25/20522.50%**1,842,431 
GS MTG BACKED SECS 4.72419% DUE 01-25-20521/25/20524.55%**359,829 
GS MTG SECS TR 1.56% DUE 12-12-205312/12/20531.56%**904,296 
GS MTG SECS TR 2020-GC45 SR 20-GC45 CL A3 2.63% 02-13-20532/13/20532.64%**2,713,368 
GS MTG SECS TR 3.05% DUE 05-10-20495/10/20493.05%**1,744,464 
GS MTG SECS TR 3.469% DUE 11-10-205011/10/20503.47%**1,816,307 
GS MTG SECS TR 3.506% DUE 10-10-204810/10/20483.51%**123,862 
GS MTG-BACKED SECS 3% DUE 08-26-20528/26/20523.00%**1,578,989 
GS MTG-BACKED SECS FLTG RT 2.5% DUE 12-25-205112/25/20512.50%**61,153 
GS MTG-BACKED SECS TR 2022-HP1 MTG PASSTHRU CTF CL A-2 3% 09-25-20529/25/20523.00%**1,416,087 
GSAT TR 2025-BMF 5.18019% 07-15-20407/15/20405.25%**4,597,739 
GTT EUR0.01**1,889,215 
GUANGDONG DONGPENG GUANGDONG DONGPENG HOLDINGS**146,015 
GUANGDONG VANWARD NEW ELECTRIC CO L 'A'CNY1 (STOCK CONNECT)**372,126 
GUARDANT HEALTH INC COM**5,444,471 
GUIDEWIRE SOFTWARE INC COM USD0.0001**6,669,713 
GUJARAT NARMADA VALLEY FERTILIZERS AND CHEMCIALS LTD**23,919 
GUOQUAN FOOD (SHAN CNY1 H**445,965 
H LUNDBECK A/S SER B DKK1**992,369 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
H WORLD GROUP LTD SPONSORED ADR**278,724 
H.U. GROUP HOLDINGS INC**53,941 
H2O AMERICA**19,547 
HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC**1,096,907 
HACHIJUNI NAGANO BK LTD NPV**61,729 
HACKENSACK MERIDIAN HEALTH INC 2.875% 09-01-20509/1/20502.88%**281,066 
HAESUNG DS CO LTD KRW5000**1,075,992 
HAFNIA LIMITED USD0.01**167,220 
HAGERTY INC CL A COM CL A COM**16,545 
HAITIAN INTL HLDGS HKD0.10**170,823 
HAL TRUST UNITS NPV**155,605 
HALEON US CAPITAL LLC 3.375% 03-24-20273/24/20273.38%**4,755,752 
HALEON US CAPITAL LLC 3.375% 03-24-20293/24/20293.38%**752,267 
HALFORDS GROUP ORD GBP0.01**401,899 
HALK GAYRIMENKUL Y TRY1 (B SHARES)**19,583 
HALLADOR ENERGY COMPANY COM STK**7,216 
HALLIBURTON CO COM**407,537 
HALO MICROELECTRON CNY1 A (SHANGHAI STOCK CONN**352,200 
HALOZYME THERAPEUTICS INC COM**2,836,089 
HAMAMATSU PHOTONIC NPV**69,939 
HAMILTON INSURANCE GROUP LTD.**1,253,798 
HAMILTON LANE INC CL A CL A**4,620,533 
HANA FINANCIAL GRP KRW5000**9,199,466 
HANA MICROELECTRNC THB1 (NVDR)**218,954 
HANG SENG BANK NPV**15,777 
HANGZHOU SHUNWANG 'A'CNY1**498,754 
HANKOOK SHELL OIL KRW5000**111,957 
HANKOOK TIRE & TECHNOLOGY CO LTD**116,353 
HANKUK CARBON CO KRW500**517,990 
HANMI FINL CORP COM NEW COM NEW**46,302 
HANNSTAR BOARD CRP TWD10**85,190 
HANOVER INS GROUP 4.5% DUE 04-15-20264/15/20264.50%**878,177 
HANOVER INS GROUP INC COM**1,368,033 
HANSOH PHARMACEUTI HKD0.00001**231,772 
HANWA CO LTD NPV**324,776 
HANWHA AEROSPACE CO LTD**865,520 
HANWHA CORP KRW5000**607,405 
HANWHA CORPORATION 3RD PRF KRW5000**357,430 
HANWHA ENGINE KRW1000**628,918 
HANWHA GENERAL INSURANCE CO LTD KRW5000**52,808 
HANWHA INVESTMENT & SECURITIES CO., LTD**42,431 
HARBIN ELECTRIC COMPANY LTD**568,328 
HAREL INS INVS ILS1**470,001 
HARLEY DAVIDSON FINL SVCS INC GTD NT 144A 3.05% 02-14-20272/14/20273.05%**3,782,616 
HARLEY-DAVIDSON MOTORCYCLE TR 2024-A SER24-A CL A4 5.29% 12-15-203112/15/20315.29%**3,790,088 
HARLEY-DAVIDSON MOTORCYCLE TR SER 24-A CL A3 5.37% 03-15-20293/15/20295.37%**3,057,127 
HARMONIC INC COM**24,666 
HARMONY BIOSCIENCES HLDGS INC COM**605,718 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
HARMONY GOLD MNG NPV**753,314 
HARTFORD FINL SVCS 4.3 DUE 04-15-20434/15/20434.30%**137,875 
HARVEY NORMAN HLDG NPV**123,895 
HASBRO INC COM**5,704,904 
HAVERTY FURNITURE COS INC COM STK**200,732 
HAZAMA ANDO CORP NPV**1,275,184 
HCA HEALTHCARE INC COM**10,793,803 
HCA INC 3.5% DUE 09-01-20309/1/20303.50%**2,406,578 
HCA INC 4.125% 06-15-20296/15/20294.12%**4,752,353 
HCA INC 4.3% 11-15-203011/15/20304.30%**2,858,972 
HCA INC 4.6% 11-15-203211/15/20324.60%**317,586 
HCA INC 4.9% 11-15-203511/15/20354.90%**232,224 
HCA INC 5.0% 03-01-20283/1/20285.00%**4,781,798 
HCA INC 5.2% 06-01-20286/1/20285.20%**5,851,949 
HCA INC 5.25% 03-01-20303/1/20305.25%**1,135,405 
HCA INC 5.25% DUE 06-15-20266/15/20265.25%**3,762,937 
HCA INC 5.25% DUE 06-15-20496/15/20495.25%**27,212 
HCA INC 5.5% DUE 06-15-20476/15/20475.50%**237,080 
HCA INC 5.75% 03-01-20353/1/20355.75%**625,705 
HCA INC 5.875% DUE 02-01-20292/1/20295.88%**2,808,698 
HCA INC 5.95% 09-15-20549/15/20545.95%**694,293 
HCA INC 6.2% 03-01-20553/1/20556.20%**1,737,964 
HCA INC SR SECD NT 3.125% 03-15-20273/15/20273.12%**894,711 
HCA INC SR SECD NT 4.625% 03-15-20523/15/20524.62%**1,605,317 
HCA INC. 5.7% 11-15-205511/15/20555.70%**229,606 
HCI GROUP INC COM NPV**791,680 
HCL TECHNOLOGIES INR2**341,513 
HD CONSTRUCTION EQUIPMENT CO LTD**115,029 
HD HYUNDAI CO LTD KRW1000 267250**562,667 
HD HYUNDAI ELECTRIC & ENERGY SYSTEM CO LTD KRW5000**149,368 
HD HYUNDAI HEAVY INDUSTRIES CO LTD KRW5000**565,340 
HD KOREA SHIPBUILDING & OFFSHORE ENGINEERING CO LTD**724,409 
HDC HOLDINGS CO KRW5000**66,785 
HDFC BANK LTD INR1**6,647,911 
HEALTHCARE SVCS GROUP INC COM**9,617 
HEALTHEQUITY INC COM**5,349,200 
HEALTHPEAK OP LLC SR NT 5.375% 02-15-20352/15/20355.38%**153,495 
HEALTHPEAK PPTYS FIXED 3% DUE 01-15-20301/15/20303.00%**2,095,720 
HEALTHPEAK PROPERTIES INC 3.5% DUE 07-15-20297/15/20293.50%**617,641 
HEALTHSTREAM INC COM STK ISIN# US42222N1037**69,671 
HECLA MNG CO COM**487,560 
HEG LIMITED INR2(POST SUBD)**96,965 
HEICO CORP NEW 5.25% 08-01-20288/1/20285.25%**828,886 
HEICO CORP NEW CL A CL A**2,423,328 
HEICO CORP NEW COM**245,281 
HELEN TROY LTD COM STK**123,335 
HELIOS TECHNOLOGIES INC**2,150,565 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
HELLENIQ ENERGY HOLDINGS S.A.**23,672 
HELMERICH & PAYNE INC COM**3,475,328 
HELVETIA BALOISE HOLDING AG**120,939 
HERA EUR1**361,948 
HERITAGE INS HLDGS INC COM**569,575 
HERO FDG 2017-2 FIXED 3.28% DUE 09-20-20489/20/20483.28%**53,699 
HERO MOTOCORP LTD INR2**146,395 
HERSHEY COMPANY 4.75% 02-24-20302/24/20304.75%**567,364 
HERTZ VEH FING III 2.33% DUE 06-26-20286/26/20282.33%**1,172,127 
HERTZ VEH FING III 3.89% DUE 09-25-20289/25/20283.89%**1,789,991 
HESS CORP 4.3% DUE 04-01-20274/1/20274.30%**1,909,320 
HEWLETT PACKARD ENTERPRISE CO COM**1,354,200 
HF SINCLAIR CORPORATION COM USD0.01**996,065 
HFCL LTD INR1**199,848 
HIGHWEALTH CONSTRU TWD10**19,191 
HIGHWOODS PPTYS INC COM**5,706 
HIKMA PHARMACEUTIC ORD GBP0.10**61,544 
HILLTOP HLDGS INC COM STK**391,973 
HILT COML MTG TR 2024-ORL 5.22142% 05-15-20375/15/20375.29%**2,002,484 
HILTON GRAND 4.73% DUE 05-25-20445/25/20444.73%**290,719 
HILTON WORLDWIDE HLDGS INC COM NEW COM NEW**12,638,426 
HIMS & HERS HEALTH INC COM CL A COM**300,705 
HINDUSTAN COPPER LIMITED**260,986 
HINDUSTAN PETROL INR10**384,296 
HIPPO HLDGS INC COM NEW**2,698,507 
HIROGIN HOLDINGS INC**747,642 
HIROSE ELECTRIC NPV**1,268,892 
HISAMITSU PHARM CO NPV**64,446 
HISENSE VISUAL TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT)**68,527 
HITACHI CONSTRUCTION MACHINERY NPV**838,891 
HITACHI ENERGY INDIA LTD**576,113 
HITACHI NPV**21,378,718 
HK ELEC INVS&HK EL UNITS (STAPLED)**60,301 
HK INNO.N CORP KRW500**692,743 
HKT TRUST AND HKT HKD0.0005 SHARE STAPLED**294,275 
HL MANDO CORPORATI KRW1000**166,416 
HLTN COML MTG TR FLTG RT 5.32169% DUE 06-15-20416/15/20415.39%**4,743,783 
HNI CORP COM**4,180,458 
HOCHSCHILD MINING ORD GBP0.01**107,678 
HOCHTIEF AG NPV**1,533,289 
HOKURIKU ELEC PWR NPV**8,095 
HOKUTO CORP NPV**14,204 
HOLOGIC INC COM**334,833 
HOME BANCORP INC COM STK**15,606 
HOME BANCSHARES INC COM**1,089,309 
HOME DEPOT INC 2.375% 03-15-20513/15/20512.38%**495,046 
HOME DEPOT INC 3.75% 09-15-20289/15/20283.75%**568,371 
HOME DEPOT INC 4.875% 06-25-20276/25/20274.88%**1,266,320 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
HOME DEPOT INC COM**3,560,059 
HOME PARTNERS AMER 2.302% DUE 12-17-202612/17/20262.30%**3,496,955 
HON HAI PRECISION TWD10**7,101,224 
HON PRECISION INC TWD10**682,155 
HONDA AUTO RECEIVABLES OWNER TRUST SER 23-3 CL A3 5.41% 02-18-20282/18/20285.41%**2,012,347 
HONDA AUTO RECEIVABLES OWNER TRUST SER 24-3 CLS A4 4.51% 11-21-203011/21/20304.51%**3,538,194 
HONDA AUTO RECEIVABLES OWNER TRUST SR 24-1 CL A3 5.21% 08-15-20288/15/20285.21%**2,427,123 
HONDA MTR CO LTD 2.534% DUE 03-10-20273/10/20272.53%**1,854,772 
HONDA MTR CO LTD 4.436% 07-08-20287/8/20284.44%**1,734,204 
HONEYWELL INTERNATIONAL 4.7% 02-01-20302/1/20304.70%**1,631,338 
HONEYWELL INTERNATIONAL INC 5.35% 03-01-20643/1/20645.35%**143,148 
HONEYWELL INTL INC COM STK**22,259,964 
HONG KONG & CHINA GAS HKD0.25**43,230 
HONG KONG EXCHANGES & CLEAR**2,440,311 
HONG LEONG ASIA NPV**1,658,538 
HOOSIERS HOLDINGS CO LTD NPV**4,198 
HORACE MANN EDUCATORS CORP COM**802,608 
HORMEL FOODS CORP COM**12,182 
HOSHINO RESORTS REIT**333,280 
HOST HOTELS & RESORTS INC REIT**1,803,265 
HOST HOTELS & RESORTS L P 5.5% 04-15-20354/15/20355.50%**709,734 
HOULIHAN LOKEY INC CL A CL A**1,336,734 
HOWMET AEROSPACE INC COM USD1.00 WI**15,201,208 
HOYA CORP NPV**4,638,933 
HP ENTERPRISE CO 4.15% 09-15-20289/15/20284.15%**1,101,350 
HP ENTERPRISE CO 4.55% 10-15-202910/15/20294.55%**3,117,414 
HP ENTERPRISE CO 5.0% 10-15-203410/15/20345.00%**112,252 
HP INC COM**1,193,807 
HP INC NT 1.45% 06-17-20266/17/20261.45%**2,996,721 
HPS CORPORATE LENDING FD SR NT 144A 4.9%09-11-20289/11/20284.90%**298,549 
HPS LN MANAGMENT 2025-26 LTD / HPS 0% 07-20-20387/20/20385.60%**3,010,704 
HSBC BK USA N A 7 DUE 01-15-20391/15/20397.00%**292,319 
HSBC HLDGS ORD USD0.50(UK REG)**2,164,973 
HSBC HLDGS PLC 4.041% 03-13-20283/13/20284.04%**599,227 
HSBC HLDGS PLC 5.13% 11-19-202811/19/20285.13%**2,969,607 
HSBC HLDGS PLC 5.133% DUE 11-06-203611/6/20365.13%**804,240 
HSBC HLDGS PLC 5.597% 05-17-20285/17/20285.60%**3,280,527 
HSBC HLDGS PLC 5.733% DUE 05-17-20325/17/20325.73%**7,911,389 
HSBC HLDGS PLC FLTG RT 2.871% DUE 11-22-203211/22/20322.87%**909,483 
HSBC HLDGS PLC FLTG RT 4.899% DUE 03-03-20293/3/20294.90%**5,527,080 
HSBC HLDGS PLC FLTG RT 5.24% DUE 05-13-20315/13/20315.24%**412,457 
HSBC HLDGS PLC FLTG RT 5.887% DUE 08-14-20278/14/20275.89%**202,112 
HSBC HOLDINGS PLC 6.161% 03-09-20293/9/20296.16%**1,640,286 
HSBC HOLDINGS PLC 6.332% 03-09-20443/9/20446.33%**362,591 
HSTN GALLERIA MALL FLTG RT 5.46185% DUE 02-05-20452/5/20455.46%**1,110,047 
HUA NAN FINANCIAL TWD10**49,558 
HUAYU AUTOMOTIVE SYSTEMS CO LTD 'A'CNY1 (STOCK CONNECT)**548,428 
HUB GROUP INC CL A CL A**5,388,205 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
HUB24 LIMITED NPV**106,739 
HUBER & SUHNER AG CHF0.25 (REGD)**1,337,515 
HUBSPOT INC COM**1,523,335 
HUDBAY MINERALS IN COM NPV**1,379,646 
HUDBAY MINERALS INC COM STK**1,238,461 
HUGO BOSS AG**23,988 
HUMANA AB NPV**131,740 
HUMANA INC 5.375% 04-15-20314/15/20315.38%**2,193,512 
HUMANA INC 5.75% DUE 03-01-20283/1/20285.75%**1,704,683 
HUMANA INC COM**21,901,164 
HUNGARY REP 5.5% 03-26-20363/26/20365.50%**699,495 
HUNGARY(REP OF) 6.75% SNR 25/09/52 USD'REGS9/25/20526.75%**212,347 
HUNT J B TRANS SVCS INC COM**204,834 
HUNTINGTON BANCSHARES INC 5.272% 01-15-20311/15/20315.27%**514,896 
HUNTINGTON BANCSHARES INC 6.208% 08-21-20298/21/20296.21%**576,968 
HUNTINGTON BANCSHARES INC COM**6,604,278 
HUNTINGTON FLTG RT 5.023% DUE 05-17-20335/17/20335.02%**425,325 
HUNTINGTON INGALLS INDS INC COM**13,919,065 
HUNTINGTON INGALLS INDS INC SR NT 2.043%08-16-20288/16/20282.04%**947,429 
HUNTSMAN CORP COM STK**1,493,170 
HUSQVARNA AB SER'B'NPV**963,609 
HUT 8 CORP COM**1,859,146 
HYAKUJUSHI BANK NPV**33,992 
HYATT HOTELS CORP 5.05% 03-30-20283/30/20285.05%**749,539 
HYATT HOTELS CORP 5.25% 06-30-20296/30/20295.25%**828,959 
HYATT HOTELS CORP COM CL A COM CL A**3,746,358 
HYDRO ONE LTD COM NPV**131,543 
HYDRO-QUEBEC 8.5% DEB 1/12/2029 USD1000 8.5% DUE 12-01-2029 REG12/1/20298.50%**2,306,792 
HYOSUNG HEAVY INDU KRW5000**158,251 
HYPROP INVESTMENTS LTD**30,317 
HYSTER-YALE INC COM USD0.01 CL A**143,083 
HYUNDAI AUTO 4.58% DUE 04-15-20274/15/20274.58%**264,586 
HYUNDAI AUTO RECEIVABLES TRUST SER 24-B CL A3 4.84% 03-15-20293/15/20294.84%**298,304 
HYUNDAI CAP AMER 4.875% DUE 11-01-202711/1/20274.88%**3,029,711 
HYUNDAI CAP AMER 5% DUE 01-07-20281/7/20285.00%**4,444,787 
HYUNDAI DEPT STORE KRW5000**170,982 
HYUNDAI DEVELOPMENT COMPANY**15,993 
HYUNDAI ELEVATOR KRW5000**289,072 
HYUNDAI EZWEL CO L KRW500**6,258 
HYUNDAI GLOVIS CO KRW500**541,844 
HYUNDAI HYMS KRW500**21,416 
HYUNDAI MARINE&FIR KRW500**117,936 
HYUNDAI MOBIS KRW5000**1,189,778 
HYUNDAI MOTOR CO KRW5000 005380**1,824,014 
HYUNDAI ROTEM CO L KRW5000**1,108,317 
HYUNDAI STEEL CO KRW5000**282,857 
HYVISION SYSTEM IN SHS**177,408 
I/L CANADA (GOVT OF) 3% 01/12/2036 CAD100012/1/20364.81%**93,716 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-20293/15/20292.28%**3,424 
I/O FHLMC MULTICLASS SER 004579 CL SD 01-15-20381/15/20381.89%**5,048 
I/O FNMA POOL #AN6788 2.87% 09-01-20279/1/20272.87%**1,689,419 
I/O FNMA REMIC SER 2013-13 CL IK 03-25-20283/25/20282.50%**777 
I/O FNMA REMIC TR 2013-17 CL-TI 3% 03-25-2028 REG3/25/20283.00%**783 
I/O FNMA SMBS TR 404 CL 05-25-20405/25/20404.59%**87,990 
I/O FNMA SMBS TR 421 CL 12-25-203812/25/20386.50%**21,067 
I3 VERTICALS INC CL A CL A**3,031,037 
IA FINANCIAL CORP COM NPV**5,980,641 
IAC INC COM NEW**967,764 
IAMGOLD CORP COM STK**3,562 
IBOTTA INC CL A COM USD0.00001 CL A**150,586 
ICE_CDS BOFAGB2U 06/20/2026 SELL MORGAN STANLEY 7.25% 0 SWPC0NOQ4**1,088 
ICE_CDS MSNYUS33 06/20/2028 SELL AT&T INC 3.8% 02/15/20 SWPC0LX54**2,784 
ICE_CDS MSNYUS33 12/20/2028 SELL FORD MOTOR COMPANY 4.3 SWPC0M9M2**87,346 
ICE_CDS MSNYUS33 20/12/2029 SELL GLENCORE FINANCE EUROP SWPC0N1J5**117,290 
ICE_CDS MSNYUS33 20/12/2030 SELL BARCLAYS PLC 6.496% 09 SWPC0O278**12,174 
ICE_CDX CHASUS33 12/20/2030 SELL CDX.NA.IG.45 SWPC0NUQ7**134,164 
ICF INTL INC COM STK**126,073 
ICG PLC**843,158 
ICG US CLO 2024-R1 LTD / ICG US CLO 5.08802% 01-25-20381/25/20385.28%**7,026,810 
ICHIGO OFFICE REIT INVESTMENT**646,204 
ICICI BANK INR2**1,088,611 
ICL GROUP LTD**782,931 
ICNQ 2024-MF MTG TR COML MTG PASS THRU CTF CL A 5.778% 12-10-203412/10/20345.78%**1,032,554 
IDACORP INC COM**5,004,562 
IDEC CORPORATION NPV**316,693 
IDEMITSU KOSAN CO NPV**534,348 
IDEXX LABS INC COM**23,253,689 
IDT CORP CL B NEW CL B NEW**432,008 
IGG INC USD0.0000025**669,142 
IGO LTD**1,252,534 
IL JIN ELECTRIC KRW1000 (NEW)**56,343 
IL ST BUILD AMERICA BONDS-TAXABLE-SER 3 6.725 04-01-2035 BEO4/1/20356.72%**325,950 
I'LL INC NPV**25,979 
ILL TOOL WKS INC COM**17,954,777 
ILLUMINA INC COM**647,143 
IM FINANCIAL GROUP CO LTD**475,163 
IMAX CORP COM**266,038 
IMB INTERNAT CAPITAL 4.6% 02-05-20292/5/20294.60%**1,671,703 
IMDEX LTD NPV**271,982 
IMMUNOME INC COM**115,348 
IMPALA PLATINUM NPV**1,130,332 
IMPERIAL BRANDS FIN PLC NT 144A 4.5% 06-30-20286/30/20284.50%**814,766 
IMPERIAL BRNDS FIN 5.25% GTD SNR 15/02/31 EUR2/15/20315.25%**380,385 
IN MICH PWR CO FIXED 3.85% 05-15-20285/15/20283.85%**249,599 
INABA DENKISANGYO NPV**55,302 
INCYTE CORP COM**82,078 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
INDEPENDENCE RLTY TR INC COM**945,563 
INDEPENDENT BK CORP MASS COM COM STK USD0.01**8,238,016 
INDEPENDENT BK CORPORATION**87,831 
INDIAMART INTERMES INR10**26,743 
INDIAN BANK INR10**144,480 
INDIAN METALS & FERRO ALLOY**146,299 
INDIAN OIL CORP INR10**187,806 
INDIANA ST FIN AUTH REV 2.496% 03-01-2032 BEO TAXABLE3/1/20322.50%**1,790,572 
INDL BANK OF KOREA KRW5000**132,036 
INDO TAMBANGRAY IDR500**110,064 
INDOCEMENT TUNGGAL IDR500**61,459 
INDONESIA(REPUBLIC OF) T BOND 3.5% 01-11-20281/11/20283.50%**792,353 
INDRA SISTEMAS SA EUR0.20 SER 'A'**1,054,416 
INDUS HOLDING AG NPV**264,592 
INDUSTRIAL & COMMERCIAL BANK CHINA 'H'**4,418,799 
INDUSTRIAS PENOLES NPV**219,368 
INFINEON TECHNOLOG ORD NPV (REGD)**1,616,014 
INFOSYS LIMITED**8,301,015 
INFOSYS LIMITED ADR**679,958 
INFRONEER HLDGS INC NPV**10,912 
ING GROEP N V 4.017% 03-28-20283/28/20284.02%**678,208 
ING GROEP N V 5.525% 03-25-20363/25/20365.52%**312,187 
ING GROEP N V 5.55% 03-19-20353/19/20355.55%**3,646,991 
ING GROEP N V 6.083% 09-11-20279/11/20276.08%**1,006,318 
ING GROEP N V FIXED 4.625% DUE 01-06-20261/6/20264.62%**800,047 
ING GROEP N V SR NT FIXED/FLTG 4.858% 03-25-20293/25/20294.86%**1,527,852 
ING GROEP N.V. EUR0.01**30,384,668 
INGENIA GROUP**1,587,768 
INGERSOLL RAND INC 5.197% 06-15-20276/15/20275.20%**2,494,219 
INGERSOLL RAND INC 5.4% DUE 08-14-20288/14/20285.40%**1,613,063 
INGEVITY CORP COM**786,798 
INGHAMS GROUP LTD NPV**2,780 
INGLES MKTS INC CL A**54,086 
INGRAM MICRO HLDG CORP COM**1,117,725 
INGREDION INC COM**3,584,332 
INNER MONGOLIA ERD 'A'CNY1**389,396 
INNOCARE PHARMA LT USD0.000002**314,473 
INNOTECH CORP(JPN) NPV**251,874 
INNOVENT BIOLOGICS INC**151,844 
INNOVEX INTERNATIONAL INC COM NPV**152,500 
INOGEN INC COM**52,275 
INSEEGO CORP COM NEW**10,568 
INSMED INC COM PAR $.01**7,787,246 
INSOURCE CO LTD NPV**244,988 
INSPERITY INC COM**1,076,222 
INSPIRE MED SYS INC COM**187,965 
INSTEEL INDS INC COM**26,096 
INTACT FINL CORP COM NPV**5,193,480 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
INTEGER HLDGS CORP COM**6,042,482 
INTEGRAFIN HOLDING ORD GBP0.01**1,217,959 
INTEL CORP 3.25% DUE 11-15-204911/15/20493.25%**83,187 
INTEL CORP 3.734% 12-08-2047 BEO12/8/20473.73%**121,426 
INTEL CORP 4.1% DUE 05-11-20475/11/20474.10%**159,259 
INTEL CORP 4.875% 02-10-20262/10/20264.88%**2,517,597 
INTEL CORP COM**5,364,670 
INTEL CORP FIXED 3.75% DUE 08-05-20278/5/20273.75%**1,580,080 
INTELLECT DESIGN ARENA LTD INR5**132,730 
INTER & CO INC BDR EACH REP 1 COM A**121,331 
INTERACTIVE BROKERS GROUP INC CL COM**1,614,310 
INTER-AMERICAN INVESTMENT CORP 3.625% 11-20-202811/20/20283.62%**11,703,628 
INTERCONTINENTAL EXCHANGE INC 3.95% 12-01-202812/1/20283.95%**4,061,329 
INTERCONTINENTAL EXCHANGE INC COM**6,846,211 
INTERDIGITAL INC COM**2,308,892 
INTERFLEX CO LTD KRW500**45,065 
INTERNATIONAL BUSINESS MACHS CORP COM**2,557,181 
INTERNATIONAL CONSOLIDATED AIRLINE ORD EUR0.10**2,656,247 
INTERNATIONAL PERSONAL FINANCE PLC ORD GBP0.10**5,162 
INTERNATIONAL TOWER HILL MINES LTD NEW COM STK**2,697 
INTERSTATE PWR & LT CO 3.6% 04-01-20294/1/20293.60%**2,132,073 
INTERTEK GROUP ORD GBP0.01**14,933 
INTESA SANPAOLO NPV**15,407,388 
INTL BK FOR RECON & DEV MEDIUM TRANCHE #TR 00702 2.7% DUE 12-28-2037 REG12/28/20372.70%**2,765,758 
INTL CONTAINER TER PHP1**1,493,432 
INTL GAME SYSTEM TWD10**2,271,733 
INTOWN 2025-STAY MTG TR 5.03% 03-15-20423/15/20425.10%**2,334,913 
INTRALOT CAPITAL FRN GTD SNR SEC 10/2031EUR10/15/20316.50%**697,890 
INTREPID POTASH INC COM NEW**108,286 
INTUIT COM**36,277,431 
INTUIT INC 5.5% 09-15-20539/15/20535.50%**148,128 
INTUITIVE MACHS INC CL A CL A**1,054,544 
INTUITIVE SURGICAL INC COM NEW STK**16,387,627 
INVENTRUST PPTYS CORP COM USD0.001**4,004,720 
INVESTEC LIMITED ZAR0.0002**37,856 
INVINCIBLE INVESTMENTS CORP REIT**609,303 
INVITATION HOMES 4.15% 04-15-20324/15/20324.15%**2,434,372 
INVITATION HOMES OPER PARTNERSHIP 2.3% DUE 11-15-2028 BEO11/15/20282.30%**856,131 
INVITATION HOMES OPER PARTNERSHIP SR NT 2.7% 01-15-20341/15/20342.70%**2,655,118 
IONIS PHARMACEUTICALS INC COM**2,136,128 
IONOS GROUP SE NPV**501,125 
IONQ INC COM**322,481 
IPALCO ENTERPRISES INC 4.25% DUE 05-01-2030 REG5/1/20304.25%**415,748 
IPALCO ENTERPRISES INC SR SECD NT 5.75% 04-01-20344/1/20345.75%**3,828,487 
IREN SPA EUR1**78,941 
IRHYTHM HOLDINGS INC**846,566 
IRISH RESIDENTIAL EUR0.10**394,768 
IRISO ELECTRONICS NPV**379,454 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
IRON MTN INC NEW COM**51,180 
IRONWOOD PHARMACEUTICALS INC COM CL A**306,916 
ISB CORPORATION NPV**55,281 
ISHIHARA SANGYO NPV**36,736 
ISRAEL(STATE OF) 4.5% DUE 01-17-2033 REG1/17/20334.50%**293,863 
ISRAEL(STATE OF) 5.375% 03-12-20293/12/20295.38%**1,646,762 
ISRAEL(STATE OF) AID-ISRAEL 5.5% DUE 09-18-2033 REG9/18/20335.50%**11,853,484 
ISS A/S DKK1**80,635 
ISUZU MOTORS NPV**28,014 
ITALGAS SPA NPV**1,328,505 
ITALY(REP OF) 2.1% BDS 26/08/2027 EUR10008/26/20272.10%**4,221,619 
ITC HLDGS CORP 5.3% DUE 07-01-20437/1/20435.30%**724,874 
ITE TECH INC TWD10**18,300 
IVANHOE ELEC INC COM**198,807 
IWAI COSMO HOLDINGS INC NPV**27,120 
IZUMI CO LTD NPV**258,381 
J P MORGAN CHASE COML MTG SECS TR 5.79715% 10-05-203910/5/20395.80%**506,020 
J P MORGAN CHASE FLTG RT 5.13548% DUE 06-15-20386/15/20385.21%**558,366 
J P MORGAN MTG TR 2.5% DUE 10-25-205110/25/20512.50%**1,224,101 
JABIL INC COM USD0.001**1,425,809 
JACK HENRY & ASSOC INC COM**129,013 
JACKSON FINANCIAL INC CL A COM**2,249,035 
JACKSON NATL LIFE 4.55% DUE 09-09-20309/9/20304.55%**892,183 
JACKSON NATL LIFE GLOBAL FDG NT FLTG RATE 144A 4.620409% 01-14-20281/14/20284.97%**200,660 
JACKSON NATL LIFE GLOBAL FDG SECD TRANCHE # SR 00457 5.55% 07-02-20277/2/20275.55%**1,403,940 
JACOBIO PHARMACEUTICALS GRP CO LTD USD0.0001 144A**54,751 
JACOBS ENGR GROUP INC 6.35% 08-18-20288/18/20286.35%**7,377,076 
JAMES HARDIE INDUSTRIES PLC COM**6,125,172 
JAMF HLDG CORP COM**4,606 
JAMMU AND KASHMIR BANK LTD INR1 DEMAT EQUITY**38,839 
JAMNA AUTO IND INR1**164,130 
JANUS INTL GROUP INC COM**6,024,386 
JANUX THERAPEUTICS INC COM**149,206 
JAPAN AIRLINES CO NPV**72,280 
JAPAN AVIATN ELECT NPV**77,047 
JAPAN ELECTRON MAT NPV**596,086 
JAPAN EXCELLENT IN REIT**1,901 
JAPAN EXCHANGE GROUP INC NPV**917,419 
JAPAN GOVT CPI IDX/LKD 10/03/20283/10/20280.11%**2,062,164 
JAPAN MATERIAL CO NPV**68,100 
JAPAN MEDICAL DYNA NPV**16,467 
JAPAN PETROLEUM EX NPV**35,057 
JAPAN POST BANK CO NPV**2,371,844 
JAPAN POST HOLD CO NPV**3,679,127 
JAPAN POST INSURAN NPV**610,250 
JAPAN TOB INC SR NT 144A 4.85% 05-15-20285/15/20284.85%**4,606,983 
JAPAN(GOVT OF) 0.1% I/L SNR 10/03/2029 JPY3/10/20290.11%**2,773,265 
JAPAN(GOVT OF) 0.4% SNR 20/06/40 JPY500006/20/20400.40%**851,424 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
JAPAN(GOVT OF) 0.5% SNR 20/03/49 JPY500003/20/20490.50%**158,634 
JAPAN(GOVT OF) 0.7% SNR 20/03/51 JPY500003/20/20510.70%**106,048 
JAPAN(GOVT OF) 0.7% SNR 20/06/51 JPY500006/20/20510.70%**346,471 
JAPAN(GOVT OF) 0.7% SNR 20/12/50 JPY5000012/20/20500.70%**107,203 
JAPAN(GOVT OF) 1.8% SNR 20/03/54 JPY500003/20/20541.80%**5,472 
JAPAN(GOVT OF) 2% SNR 20/12/2044 JPY5000012/20/20442.00%**4,442,783 
JAPAN(GOVT OF) 2.2% SNR 20/03/64 JPY500003/20/20642.20%**18,577 
JAPAN(GOVT OF) 2.2% SNR 20/06/54 JPY500006/20/20542.20%**21,578 
JAPAN(GOVT OF) 2.3% SNR 20/12/54 JPY5000012/20/20542.30%**2,767,799 
JAPAN(GOVT OF) 2.4% SNR 20/03/45 JPY500003/20/20452.40%**1,772,439 
JAPAN(GOVT OF) 2.4% SNR 20/03/55 JPY500003/20/20552.40%**450,871 
JAPAN(GOVT OF) 2.8% SNR 20/06/55 JPY500006/20/20552.80%**1,314,153 
JAPFA COMFEED INDO LKD SHARES (IDR200 & IDR40)**131,793 
JAYA TIASA HLDGS NPV**131,729 
JAYMART GROUP HOLDINGS PCL THB1(NVDR)**69,734 
JAZZ PHARMACEUTICALS PLC COM USD0.0001**442,170 
JB FINANCIAL GROUP**307,807 
JB HI-FI NPV**196,150 
JB HUNT TRANSPRT SVCS 4.9% 03-15-20303/15/20304.90%**1,075,315 
JBS USA HOLD/FOOD/LUX CO 6.75% 03-15-20343/15/20346.75%**944,604 
JBS USA LUX S A / JBS USA FOOD CO 7.25% 11-15-205311/15/20537.25%**246,417 
JBS USA/FOOD/FINANCE 3.0% 05-15-20325/15/20323.00%**2,415,991 
JCDECAUX SE NPV**63,995 
JD.COM INC USD0.00002 A CLASS**4,847,685 
JEFFERIES FINL GROUP INC COM**665,000 
JELD-WEN HLDG INC COM**151,184 
JENOPTIK AG NPV (POST CONS)**521,507 
JERONIMO MARTINS EUR1**285,437 
JERSEY CENTRAL POWER & LIGHT CO 5.1% 01-15-20351/15/20355.10%**3,039,976 
JET2 PLC**288,008 
JETBLUE AWYS CORP COM**798,029 
JHSF PARTICIPACOES COM NPV**31,982 
JIANGXI COPPER CO 'H'CNY1**2,225,672 
JINDAL SAW LTD FV INR 1 DEMAT EQUITY**131,789 
JK TYRE & INDUSTRIES LTD INR2**576,767 
JL MAG RARE-EARTH CNY1 H**607,296 
JM AB NPV**961,748 
JM FINL LTD EQUITY**110,401 
JNBY DESIGN LTD HKD0.01**18,722 
JOHN DEERE CAPITAL CORP 2.35% 03-08-20273/8/20272.35%**114,116 
JOHN DEERE OWNER 4.91% DUE 02-18-20312/18/20314.91%**2,545,913 
JOHN DEERE OWNER FIXED 5.2% DUE 09-17-20299/17/20295.20%**1,154,780 
JOHN DEERE OWNER TR SR 24-A CL A3 4.96% 11-15-202811/15/20284.96%**2,242,495 
JOHN DEERE OWNER TRUST SR 25-A CL A4 4.42%02-17-20322/17/20324.42%**910,232 
JOHNSON & JOHNSON 4.55% 03-01-20283/1/20284.55%**453,433 
JOHNSON & JOHNSON COM USD1**36,104,290 
JOHNSON ELEC HLDGS HKD0.05**771,303 
JOHNSON MATTHEY**1,755,516 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
JOHNSON OUTDOORS INC CL A CL A**119,879 
JOHOR PLANTATIONS NPV**341,862 
J-OIL MILLS INC NPV**293,208 
JONES LANG LASALLE INC COM STK**6,549,052 
JOSHIN DENKI CO NPV**1,731 
JPMDB COML MTG SECS TR 2016-C4 CL A-2 2.8822% 9-15-202612/15/20492.88%**4,758,267 
JPMORGAN CHASE & 5.581% DUE 04-22-20304/22/20305.58%**3,671,327 
JPMORGAN CHASE & 6.087% DUE 10-23-202910/23/20296.09%**526,733 
JPMORGAN CHASE & CO 1.04% 02-04-20272/4/20271.04%**5,484,829 
JPMORGAN CHASE & CO 1.47% 09-22-20279/22/20271.47%**1,364,713 
JPMORGAN CHASE & CO 1.764% 11-19-203111/19/20311.76%**1,383,047 
JPMORGAN CHASE & CO 2.069% 06-01-20296/1/20292.07%**5,111,078 
JPMORGAN CHASE & CO 2.522% 04-22-20314/22/20312.52%**5,976,294 
JPMORGAN CHASE & CO 2.947% 02-24-20282/24/20282.95%**2,818,432 
JPMORGAN CHASE & CO 2.963% 01-25-20331/25/20332.96%**15,104,548 
JPMORGAN CHASE & CO 3.509% 01-23-20291/23/20293.51%**1,316,673 
JPMORGAN CHASE & CO 3.96% 01-29-20271/29/20273.96%**295,952 
JPMORGAN CHASE & CO 4.0% DUE 12-31-2049 REG12/31/20496.73%**2,761,849 
JPMORGAN CHASE & CO 4.255% 10-22-203110/22/20314.26%**4,012,620 
JPMORGAN CHASE & CO 4.323% 04-26-20284/26/20284.32%**386,627 
JPMORGAN CHASE & CO 4.452% 12-05-202912/5/20294.45%**7,179,708 
JPMORGAN CHASE & CO 4.505% 10-22-202810/22/20284.50%**1,590,423 
JPMORGAN CHASE & CO 4.603% 10-22-203010/22/20304.60%**355,192 
JPMORGAN CHASE & CO 4.915% 01-24-20291/24/20294.92%**9,796,887 
JPMORGAN CHASE & CO 4.979% 07-22-20287/22/20284.98%**175,610 
JPMORGAN CHASE & CO 4.995% 07-22-20307/22/20305.00%**431,502 
JPMORGAN CHASE & CO 5.012% 01-23-20301/23/20305.01%**5,405,321 
JPMORGAN CHASE & CO 5.04% 01-23-20281/23/20285.04%**2,971,701 
JPMORGAN CHASE & CO 5.103% 04-22-20314/22/20315.10%**7,237,714 
JPMORGAN CHASE & CO 5.14% 01-24-20311/24/20315.14%**1,448,220 
JPMORGAN CHASE & CO 5.299% 07-24-20297/24/20295.30%**1,164,932 
JPMORGAN CHASE & CO 5.571% 04-22-20284/22/20285.57%**2,259,297 
JPMORGAN CHASE & CO 5.572% 04-22-20364/22/20365.57%**946,722 
JPMORGAN CHASE & CO 5.766% 04-22-20354/22/20355.77%**10,673,316 
JPMORGAN CHASE & CO 5.834% 01-24-20361/24/20365.50%**418,926 
JPMORGAN CHASE & CO 6.07% 10-22-202710/22/20276.07%**6,064,250 
JPMORGAN CHASE & CO COM**72,271,368 
JPMORGAN CHASE & CO NT FIXED TO FLTG RATE 1.578% 04-22-20274/22/20271.58%**1,905,725 
JPMORGAN CHASE & CO. 2.739% 10-15-203010/15/20302.74%**3,946,773 
JPMORGAN CHASE & CO. 2.956% 05-13-20315/13/20312.96%**1,562,559 
JPMORGAN CHASE & CO. 5.336% 01-23-20351/23/20355.34%**622,808 
JPMORGAN CHASE & CO. 5.35% 06-01-20346/1/20345.35%**1,456,952 
JSC KAZMUNAYGAS 3.5% SNR MTN 14/04/2033 USD4/14/20333.50%**451,679 
JSC OGK-2 RUB0.3627(RUB)**38,025 
JSE LIMITED ZAR0.10**279,753 
JTEKT CORPORATION NPV**386,306 
JULIUS BAER GRUPPE CHF0.02 (REGD)**1,823,876 
JUNGHEINRICH NON-VTG PRF NPV**64,520 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
JUROKU FINANCIAL GROUP INC NPV**32,154 
JUSTSYSTEMS CORP NPV**35,510 
JUSUNG ENGINEERING KRW500**81,030 
JYSKE BANK A/S DKK10**1,852,258 
KAGA ELECTRONICS NPV**1,025,950 
KAKEN PHARM NPV**1,144,984 
KALBE FARMA IDR10**116,692 
KANADEN CORP NPV**38,299 
KANADEVIA CORP NPV**52,729 
KANEMATSU CORP NPV**9,182 
KANGWON LAND INC KRW500**125,825 
KANSAS CITY POWER & LIGHT CO 4.2% 03-15-20483/15/20484.20%**246,190 
KAORI HEAT TREATME TWD10**1,126,016 
KARAT PACKAGING INC COM**103,213 
KARDEX HOLDING AG**372,389 
KARMAN HLDGS INC COM**5,377,336 
KARUR VYSYA BANK INR2**559,639 
KASIKORNBANK PCL THB10 (NVDR)**3,267,699 
KAUFMAN & BROAD SA EUR0.26**453,945 
KAWADA TECHNOLOGIE NPV**83,735 
KAZATOMPROM JSC NA GDR EACH REPR 1 ORD REG**908,089 
KB HOME COM**3,806,942 
KBC GROEP NV NPV**4,944,605 
KBR INC COM**3,870,134 
KCE ELECTRONICS THB1(NVDR)**22,010 
KELINGTON GROUP BH MYR0.1**71,631 
KELLANOVA 4.3% DUE 05-15-20285/15/20284.30%**3,934,488 
KELLANOVA SR NT 5.75% 05-16-20545/16/20545.75%**201,423 
KELLER GROUP PLC ORD GBP0.10**177,901 
KELLY SERVICES INC CL A COM**246,083 
KEMPER CORP DEL COM**458,913 
KENKO MAYONNAISE NPV**79,455 
KENNAMETAL INC CAP**3,689,891 
KENVUE INC 5.2% 03-22-20633/22/20635.20%**145,644 
KENVUE INC COM**3,359,903 
KEPCO PLANT SERVICE & ENGINEERING CO LTDKRW200**112,627 
KERING**1,668,918 
KEROS THERAPEUTICS INC COM**464,636 
KESHUN WATERPROOF A CNY1**214,643 
KESTRA MEDICAL TECHNOLOGIES LTD COM USD1**2,393,801 
KEY BK NATL ASSN STEP CPN 4.39% DUE 12-14-202712/14/20274.39%**1,451,083 
KEYCORP 5.121% 04-04-20314/4/20315.12%**58,579 
KEYCORP NEW COM**1,667,877 
KEYMED BIOSCIENCES USD0.0001**288,418 
KEYSIGHT TECHNOLOGIES INC COM**10,590,872 
KFORCE INC**310,313 
KG CHEMICAL CORP KRW1000**195,685 
KG DONGBUSTEEL KRW5000**60,618 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
KG ECO SOLUTION CO LTD KRW500**53,071 
KGHM POLSKA MIEDZ PLN10.00**4,088,283 
KGI FINANCIAL HOLDING CO LTD TWD10**67,648 
KIA CORP**40,246 
KIATNAKIN PHATRA BANK PCL NON VTG DEP RCPT REP 1 ORD THB10**584,491 
KIER GROUP PLC ORD GBP0.01**160,507 
KILLAM APT REAL ES TRUST UNIT**33,500 
KILROY REALTY CORP 2.5% DUE 11-15-203211/15/20322.50%**626,143 
KILROY RLTY L P 6.25% 01-15-20361/15/20366.25%**310,658 
KIMBERLY-CLARK CORP COM**10,481,866 
KIMCO REALTY CORPORATION**2,617,181 
KINAXIS INC COM NPV**669,213 
KINDEN CORP NPV**130,014 
KINDER MORGAN 6.5% DUE 02-01-20372/1/20376.50%**240,284 
KINDER MORGAN INC 5.2% 06-01-20336/1/20335.20%**772,853 
KINDER MORGAN INC 5.55% DUE 06-01-20456/1/20455.55%**194,016 
KINDER MORGAN INC DEL 1.75% 11-15-202611/15/20261.75%**4,738,481 
KINDER MORGAN INC DEL COM**5,749,451 
KINDER MORGAN INC FIXED 3.25% DUE 08-01-20508/1/20503.25%**176,022 
KINETIC DEVELOPMENT GROUP LTD 144A USD0.001**21,348 
KINETIK HOLDINGS INC CL A NEW**391,683 
KING YUAN ELECTRON TWD10**354,466 
KINGBOARD HOLDINGS LTD**729,898 
KINGSGATE CONSD LTD NPV**36,218 
KINIKSA PHARMACEUTICALS INTERNATION USD0.00027323**323,730 
KINROSS GOLD CORP COM NPV NEW**19,712 
KINSUS INTERCONNE TWD10**278,321 
KION GROUP AG NPV**30,299 
KIRBY CORP COM**1,354,663 
KISSEI PHARM CO NPV**516,189 
KI-STAR REAL ESTATE CO LTD NPV**79,760 
KITRON ASA NOK0.10**459,112 
KIWOOM SECURITIES KRW5000**629,708 
KIYO BANK LTD NPV**27,038 
KKR & CO INC CL A CL A**19,749,074 
KKR CLO 27 LTD / KKR CLO 27 LLC 4.78219%01-15-20351/15/20355.01%**1,399,664 
KLA CORP 3.3% 03-01-20503/1/20503.30%**230,007 
KLA CORP 4.95% 07-15-20527/15/20524.95%**136,624 
KLA CORPORATION COM USD0.001**21,746,287 
KLARNA GROUP PLC**423,647 
KLN LOGISTICS GROUP LIMITED**46,911 
KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01**10,661,774 
KNOWLES CORP COM**8,165 
KOA CORPORATION NPV**48,142 
KOBE STEEL LTD**552,284 
KODIAK GAS SVCS INC COM**4,516,087 
KODIAK SCIENCES INC COM USD0.0001**427,117 
KOHLS CORP COM**53,188 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
KOITO MFG CO LTD NPV**297,694 
KOMATSU NPV**523,143 
KOMAX HLDG AG CHF0.10 (REGD)**278,569 
KOMERCNI BANKA CZK100**695,454 
KON AHOLD DELHAIZE EUR0.01**1,816,515 
KON BAM GROEP NV EUR0.10**1,440,805 
KONE CORPORATION NPV ORD 'B'**10,353,480 
KONECRANES OYJ NPV**966,502 
KONGSBERG GRUPPEN**458,857 
KONINKLIJKE HEIJMANS N.V**1,894,948 
KOREA ELEC POWER KRW5000**1,815,065 
KOREA ELEC TERM KRW500**162,813 
KOREA FUEL TECH CO KRW100**48,367 
KOREA GAS KRW5000**111,635 
KOREA INVESTMENT H 1ST PRF KRW5000**67,310 
KOREAN REINSURANCE KRW500**296,393 
KORN FERRY COM**1,377,375 
KOSE HOLDINGS CORPORATION**1,972,376 
KOTAK MAHINDRA BAN COMSTK**1,217,740 
KPP GROUP HOLDINGS CO LTD NPV**25,233 
KRAFT HEINZ CO COM**11,203,500 
KRAFT HEINZ FOODS 4.375% DUE 06-01-20466/1/20464.38%**352,282 
KRAFT HEINZ FOODS CO 5.4% 03-15-20353/15/20355.40%**3,601,768 
KRAFT HEINZ FOODS CO GTD SR NT 4.625% 10-01-203910/1/20394.62%**366,229 
KRATOS DEFENSE & SECURITY SOLUTIONS INC**5,208,413 
KRE COML MTG TR 2025-AIP4 COML MTG PASSTHRU CTF CL B 5.28019% 03-15-20423/15/20425.35%**1,496,271 
KROGER CO 4.45% DUE 02-01-20472/1/20474.45%**253,199 
KROGER CO 5.358% 09-15-20349/15/20345.00%**523,757 
KROGER CO 5.5% 09-15-20549/15/20545.50%**19,122 
KROGER CO 5.65% 09-15-20649/15/20645.65%**267,964 
KROGER CO COM**1,528,823 
KRONOS WORLDWIDE INC COM STK**41,287 
KRUNG THAI BNK LTD THB5.15(NVDR)**870,859 
KRYSTAL BIOTECH INC COM**3,834,190 
KS ST DEV FIN AUTH REV PUB EMPLOYEES RETSYS-C 5.501 5-1-34 BEO TXBL SF 5-1-275/1/20345.50%**1,054,031 
KT CORPORATION KRW5000**909,267 
KT CORPORATION SPON ADR EACH REP 1/2 ORD SHS KRW5000 ADR**415,898 
KT MILLIE SEOJAE KRW500**3,291 
KUAISHOU TECHNOLOG USD0.0000053 B CLASS**7,294,252 
KUBOTA CR OWNER TR 4.57% DUE 11-15-203011/15/20304.57%**813,543 
KUKBO DESIGN KRW500**41,178 
KUKDO CHEMICAL KRW5000**64,263 
KULICKE & SOFFA INDS INC COM**1,445,528 
KUMBA IRON ORE LTD ZAR0.01**150,297 
KUMHO TIRE CO KRW5000**32,299 
KUMIAI CHEM IND CO NPV**2,695 
KURA ONCOLOGY INC COM**551,958 
KURA SUSHI USA INC CL A COM CL A COM**793,898 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
KURITA WATER INDS NPV**52,649 
KUWAIT INTERNATIONAL BANK COM STK**446,896 
KUWAIT TELECOMMUNICATIONS COMPANY KWD0.1**183,892 
KYB CORPORATION NPV**65,517 
KYMERA THERAPEUTICS INC COM**301,436 
KYOBO SECURITIES KRW5000**65,423 
KYUSHU ELEC POWER NPV**1,244,696 
L A CAL DEPT ARPTS ARPT REV TAX BUILD AMER BD 6.582 DUE 05-15-20395/15/20396.58%**59,431 
L&K ENGINEERING CO TWD10**386,499 
L3HARRIS TECHNOLOGIES INC 3.85% DUE 12-15-202612/15/20263.85%**2,386,434 
L3HARRIS TECHNOLOGIES INC 4.4% DUE 06-15-20286/15/20284.40%**1,247,556 
L3HARRIS TECHNOLOGIES INC 5.05% 06-01-20296/1/20295.05%**3,304,953 
L3HARRIS TECHNOLOGIES INC 5.4% 07-31-20337/31/20335.40%**511,136 
L3HARRIS TECHNOLOGIES INC 5.6% 07-31-20537/31/20535.60%**348,375 
L3HARRIS TECHNOLOGIES INC COM**52,549 
LAB CORP AMER 2.95% DUE 12-01-202912/1/20292.95%**2,906,293 
LABCORP HLDGS INC COM**5,491,763 
LABORATORY CORP OF AMER 4.35% 04-01-20304/1/20304.35%**626,449 
LADDER CAP CORP CL A CL A**204,227 
LADDER CAP FIN 5.5% 08-01-20308/1/20305.50%**102,340 
LAGERCRANTZ GROUP SER'B'NPV**158,998 
LAM RESH CORP COM NEW**12,366,557 
LANCASHIRE HLDGS COM STK**408,741 
LANDS END INC NEW COM**173,790 
LANDSTAR SYS INC COM**2,436,002 
LANGHAM HOSP&LANGH UNIT 1 COM & 1 PREF SHS**21 
LAS VEGAS SANDS 3.5% DUE 08-18-20268/18/20263.50%**3,433,851 
LAS VEGAS SANDS 3.9% DUE 08-08-20298/8/20293.90%**1,423,227 
LAS VEGAS SANDS CORP 6.0% 08-15-20298/15/20296.00%**470,000 
LAS VEGAS SANDS CORP COM STK**1,691,754 
LATHAM GROUP INC COM**121,863 
LATTICE SEMICONDUCTOR CORP COM**1,856,497 
LAUREATE ED INC COM CL A**1,583,029 
LAURUS LABS LTD INR2 (POST SUBD)**1,117,931 
LAZARD GROUP LLC 6.0% 03-15-20313/15/20316.00%**2,861,016 
LAZARD INC COM USD0.01**5,722,068 
LCH_IRS MSNYUS33 06/05/2029 EUR P 6MEURIB / R 2.827% SWU024SM9**15,335 
LCH_IRS MSNYUS33 18/03/2056 EUR P 3% / R 6MEURIB SWU02JZS5**276,890 
LCH_OIS BOFAGB2U 02/03/2027 USD P 3.79% / R 1DSOFR SWU02ERC0**37,745 
LCH_OIS BOFAGB2U 02/12/2055 USD P 3% / R 1DSOFR SWU02F374**8,699,960 
LCH_OIS BOFAGB2U 02/28/2029 USD P 3.261% / R 1DSOFR SWU02AAL6**553,600 
LCH_OIS BOFAGB2U 02/28/2029 USD P 3.28% / R 1DSOFR SWU02A9M6**518,152 
LCH_OIS BOFAGB2U 02/28/2029 USD P 3.281% / R 1DSOFR SWU02ABS0**666,561 
LCH_OIS BOFAGB2U 06/30/2031 USD P 3.264% / R 1DSOFR SWU02AAH5**404,174 
LCH_OIS BOFAGB2U 06/30/2031 USD P 3.266% / R 1DSOFR SWU02A8V7**1,328,850 
LCH_OIS BOFAGB2U 08/07/2034 USD P 3.715% / R 1DSOFR SWU028NX1**1,745 
LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02E7K4**1,712 
LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02EAK0**2,853 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
LCH_OIS MSNYUS33 01/06/2034 CAD P 3% / R 1DCORRA SWU02ELG7**14,552 
LCH_OIS MSNYUS33 01/17/2034 USD P 3.6% / R 1DSOFR SWU020RA4**18,689 
LCH_OIS MSNYUS33 02/15/2055 USD P 3.814% / R 1DSOFR SWU02FXU0**389,966 
LCH_OIS MSNYUS33 02/15/2055 USD P 3.846% / R 1DSOFR SWU02GCD9**64,967 
LCH_OIS MSNYUS33 02/15/2055 USD P 3.872% / R 1DSOFR SWU02GCC1**163,109 
LCH_OIS MSNYUS33 03/27/2027 USD P 1DSOFR / R 3.68% SWU022ZE3**1,031,267 
LCH_OIS MSNYUS33 06/18/2027 USD P 3.25% / R 1DSOFR SWU02G0H3**147,731 
LCH_OIS MSNYUS33 06/20/2054 USD P 3.5% / R 1DSOFR SWU0206W9**2,226,372 
LCH_OIS MSNYUS33 08/15/2033 USD P 3.604% / R 1DSOFR SWU020NU4**72,983 
LCH_OIS MSNYUS33 08/15/2033 USD P 3.608% / R 1DSOFR SWU020O41**66,778 
LCH_OIS MSNYUS33 08/15/2033 USD P 3.609% / R 1DSOFR SWU020RD8**19,884 
LCH_OIS MSNYUS33 08/15/2033 USD P 3.619% / R 1DSOFR SWU020QQ0**21,323 
LCH_OIS MSNYUS33 08/21/2034 USD P 3.55% / R 1DSOFR SWU02A1B8**23,221 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.555% / R 1DSOFR SWU02A7Z9**28,128 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.565% / R 1DSOFR SWU02A805**26,574 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.6% / R 1DSOFR SWU02A821**26,418 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.605% / R 1DSOFR SWU02A839**3,054 
LCH_OIS MSNYUS33 08/28/2034 USD P 3.643% / R 1DSOFR SWU02A854**6,503 
LCH_OIS MSNYUS33 11/15/2054 USD P 3.956% / R 1DSOFR SWU02F2F7**166,400 
LCH_OIS MSNYUS33 17/09/2030 GBP P 1DSONIA / R 3.75% SWU02K0M3**124,183 
LCH_OIS MSNYUS33 18/03/2028 JPY P 1% / R 1DTONAR SWU02FLV1**113,769 
LCH_OIS SBSIUS33 08/15/2035 USD P 3.591% / R 1DSOFR 3597626**34,520 
LEAR CORP COM NEW COM NEW**4,724,156 
LEENO INDUSTRIAL KRW100**325,245 
LEG IMMOBILIEN SE**1,644,233 
LEGEND HOLDINGS CORPORATION 'H' CNY1**17,227 
LEGGETT & PLATT INC COM**48,818 
LEGRAND SA EUR4**7,726,950 
LEIDOS HLDGS INC COM**58,089 
LEIDOS INC 5.75% 03-15-20333/15/20335.75%**848,864 
LELON ELECTRONICS TWD10**105,568 
LEMAITRE VASCULAR INC COM STK**4,523,758 
LENDINGTREE INC NEW COM USD0.01**558,613 
LENDLEASE CORP LTD NPV (STAPLED)**100,561 
LENDMARK FDG TR 2021-1 1.9% 11-20-203111/20/20311.90%**1,948,904 
LENDMARK FDG TR 2025-1 ASSET BACKED NT CL A 144A 4.94% 09-20-20349/20/20344.94%**525,955 
LENNAR CORP CL A CL A**294,316 
LENOVO GROUP LIMITED HKD0.025**2,771,992 
LENZ THERAPEUTICS INC NEW COM**115,104 
LEONARDO DRS INC COM**1,387,497 
LEONARDO SPA NPV**2,583,916 
LEONG HUP INTERNAT NPV**20,984 
LEPU BIOPHARMA CO COMSTK**130,899 
LEVI STRAUSS & CO NEW CL A CL A**827,858 
LG CHEMICAL KRW5000**563,341 
LG DISPLAY**13,430 
LG ELECTRONICS INC KRW5000**2,061,921 
LG HELLOVISION CO LTD**69,089 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
LG INNOTEK CO KRW5000**2,880,721 
LG UPLUS CORP KRW5000**136,936 
LI NING CO LTD HKD0.1**1,855,366 
LIBERTY BROADBAND CORP COM SER C COM SERC**18,128 
LIBERTY GLOBAL LTD. COM USD0.01 CLASS C**310,920 
LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS A**9,252 
LIBERTY LATIN AMERICA LTD COM USD0.01 CLASS C**189,245 
LIC HOUSING FINAN INR 2**75,014 
LIFE CORPORATION NPV**29,352 
LIFE HEALTHCARE GR ZAR0.000001**56,731 
LIFE TIME GROUP HLDGS INC COM**5,207,208 
LIFULL CO LTD NPV**26,914 
LIG NEX1 CO LTD KRW5000**29,809 
LIGAND PHARMACEUTICALS INCORPORATED CL BCOMMON STOCK**8,887,424 
LIGHTPATH TECHNOLOGIES INC CL A NEW COM**1,364,256 
LILLY ELI & CO 4.0% 10-15-202810/15/20284.00%**1,705,947 
LINCOLN ELEC HLDGS INC COM**4,074 
LINCOLN NATL CORP COM**103,087 
LINDE PLC**19,025,095 
LINEAGE INC COM**72,065 
LINGBAO GOLD GROUP COMPANY LTD**2,301 
LINK REAL ESTATE INVESTMENT TRUST UNITS**10,712 
LION FINANCE GROUP PLC**511,742 
LION TRAVEL SERVICE CO LTD TWD10**109,276 
LIQUIDIA CORPORATION COM USD0.001**7,553 
LIQUIDITY SVCS INC COM STK**24,581 
LIVANOVA PLC ORD GBP1.00 (DI)**1,149,319 
LIVE OAK BANCSHARES INC COM**324,951 
LIVERAMP HOLDINGS INC**180,302 
LKQ CORP COM LKQ CORP**5,645,769 
LLOYDS BANKING GROUP PLC 4.425% 11-04-203111/4/20314.42%**997,700 
LLOYDS BANKING GROUP PLC 5.087% 11-26-202811/26/20285.09%**3,088,084 
LLOYDS BANKING GROUP PLC 5.871% 03-06-20293/6/20295.87%**5,185,365 
LLOYDS BANKING GROUP PLC 5.985% 08-07-20278/7/20275.98%**6,723,583 
LLOYDS BKG GROUP FLTG RT 3.574% 11-07-202811/7/20283.57%**1,555,781 
LLOYDS BKG GROUP PLC 4.943% 11-04-203611/4/20364.94%**822,680 
LLOYDS BKG GROUP PLC 5.679% 01-05-20351/5/20355.68%**9,489,205 
LOADSTAR CAPITAL K NPV**101,946 
LOAR HOLDINGS INC COM**911,540 
LOCALIZA RENT A CA COM NPV 144A/REG**774,436 
LOCALIZA RENT A CAR SA PRF NPV**28,370 
LOCKHEED MARTIN 4.15% DUE 08-15-20288/15/20284.15%**818,430 
LOCKHEED MARTIN CORP 4.4% 08-15-20308/15/20304.40%**1,050,883 
LOCKHEED MARTIN CORP 5.2% 02-15-20552/15/20555.20%**188,879 
LOCKHEED MARTIN CORP COM**4,251,943 
LOCKHEED MARTIN CORP NT 6.15% DUE 09-01-2036/12-18-20069/1/20366.15%**289,814 
LOGISTA INTEGRAL S A**2,806,077 
LOGITECH INTL CHF0.25 (REGD)**10,023,696 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
LOGO YAZILIM TRY1**360,452 
LOJAS RENNER SA COM NPV**295,766 
LONDON STOCK EXCHANGE GROUP ORD GBP0.06918604**8,666,911 
LONKING HOLDINGS HKD0.1**593,635 
LONZA GROUP AG CHF1 (REGD)**233,516 
LOT VACUUM CO LTD KRW500**57,647 
LOTTE SHOPPING C0 KRW5000**27,932 
LOTTERY CORPORATIO NPV**4,755 
LOTTOMATICA GROUP NPV**1,325,881 
LOTUS PHARMACEUTIC**1,846,406 
LOUIS HACHETTE GR EUR0.2**312,287 
LOUISIANA LOC GOVT ENVRNMNTL FACS & TAX-LA UTILS RESTRTN CORP 5.048% 12-01-203412/1/20345.05%**413,812 
LOUISIANA-PACIFIC CORP COM**2,164,530 
LOVESAC CO COM**106,126 
LOWES COS INC 3.35% 04-01-20274/1/20273.35%**1,880,577 
LOWES COS INC 4.0% 10-15-202810/15/20284.00%**2,560,682 
LOWES COS INC 4.05% DUE 05-03-20475/3/20474.05%**412,425 
LOWES COS INC 4.8% DUE 04-01-20264/1/20264.80%**1,391,096 
LOWES COS INC COM**49,691,259 
LPL FINL HLDGS INC COM**7,999,536 
LPL HLDGS INC 4.9% 04-03-20284/3/20284.90%**304,504 
LPL HLDGS INC 6.75% 11-17-202811/17/20286.75%**752,632 
LPL HLDGS INC SR NT 5.7% 05-20-20275/20/20275.70%**764,449 
LS CORP KRW5000**537,304 
LS ECO ENERGY LTD KRW500**5,037 
LUK FOOK HLDGS HKD0.10**289,844 
LUKOIL PJSC**599,597 
LUMAX INDUSTRIES INR10**128,709 
LUMEN TECHNOLOGIES INC**433,869 
LUMENTUM HLDGS INC COM**4,017,262 
LUNDIN GOLD INC COM**16,636 
LUNDIN MINING CORP COM NPV**1,385,957 
LUOLAI LIFESTYLE TECHNOLOGY CO LTD 'A'CNY1 (STOCK CONNECT)**252,966 
LUYE PHARMA GP LTD USD0.02**586,124 
LUZERNER KTBK CHF3.70 (REGD)**95,713 
LVMH MOET HENNESSY EUR0.30**15,014,810 
LX INTERNATIONAL CORP KRW5000**48,416 
LY CORP NPV**6,023,309 
LYB INTL FIN III LLC 5.125% 01-15-20311/15/20315.12%**532,419 
LYFT INC CL A CL A**3,200,137 
LYNAS RARE EARTHS LTD**542,541 
LYONDELLBASELL IND N V COM USD0.01 CL 'A'**1,261,892 
M UP HOLDINGS INC**115,857 
M&T BANK CORPORATION 5.179% 07-08-20317/8/20315.18%**272,234 
M.P. EVANS GROUP ORD GBP0.10**84,625 
MAANSHAN IRON&STL 'H'CNY1**28,378 
MABUCHI MOTOR CO NPV**794,756 
MACERICH CO REIT**1,443,074 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MACMAHON HLDGS NPV**213,375 
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK**6,649,603 
MACQUARIE BK LTD 0% CP 11-19-202611/19/2026—%**5,640,530 
MACQUARIE GROUP LTD 21/06/2028 4.098% 06-21-20286/21/20284.10%**5,000,935 
MACQUARIE MEXICO REAL ESTATE MGMT**31,138 
MACROGENICS INC COM**13,447 
MACYS INC COM STK**14,729 
MADISON PARK FUNDING LTD 20/04/2032 0% 04-20-20324/20/20325.14%**1,026,584 
MADISON PK FDG LX LTD / MADISON PK 5.03802% 10-25-203710/25/20375.23%**4,515,993 
MADISON PK FDG XXX FLTG RT 0% DUE 07-16-20377/16/20375.25%**10,434,838 
MADISON SQUARE GARDEN ENTMT CORP CL A**879,377 
MADRIGAL PHARMACEUTICALS INC COM**3,866,738 
MAGNA INTERNATIONAL INC COMMON STOCK**19,417,190 
MAGNERA CORP COM**370,067 
MAGNITE INC COM**56,805 
MAGNUM ICE CREAM C ORD EUR3.50 (DI)**34,543 
MAGNUM ICE CREAM COMPANY N.V. NPV**360,112 
MAGYAR TELEKOM HUF100**115,476 
MAHINDRA &MAH FIN**318,851 
MAKUS INC KRW500**26,254 
MALIBU BOATS INC COM CL A COM CL A**4,440,085 
MAMA S CREATIONS INC**24,282 
MAN INFRACONSTRUCTION LTD INR2**74,146 
MANGALORE REF &PET INR10**114,492 
MANHATTAN ASSOCS INC COM**3,879,198 
MANITOBA PROV CDA DEB SER GM 2.125% DUE 06-22-2026 REG6/22/20262.12%**198,305 
MANITOBA PROV CDA USD 4.3% 07-27-20337/27/20334.30%**3,989,070 
MANNKIND CORP COM USD0.01(POST REV SPLIT)**131,516 
MANPOWERGROUP INC**711,944 
MANULIFE FINL CORP 4.15% DUE 03-04-20263/4/20264.15%**51,006 
MAPLE GROVE FDG TR I PRE-CAPITALIZED TR SECS 4.161% 08-15-20518/15/20514.16%**1,479,153 
MAPLEBEAR INC COM**3,185,394 
MARA HOLDINGS INC COM USD0.0001**42,224 
MARATHON PETE CORP 4.75% DUE 09-15-20449/15/20444.75%**214,462 
MARATHON PETE CORP 5.125% 05-22-201912/15/20265.12%**1,375,226 
MARATHON PETE CORP COM**327,212 
MARATHON PETROLEUM CORP 5.15% 03-01-20303/1/20305.15%**2,565,084 
MARAVAI LIFESCIENCES HLDGS INC CL A CL A**252,808 
MARCOPOLO SA PRF NPV**15,340 
MAREX GROUP PLC 5.829% 05-08-20285/8/20285.83%**304,938 
MARICO LTD INR1**129,285 
MARICOPA CNTY ARIZ INDL DEV AUTH ED 7.375% 10-01-202910/1/20297.38%**209,805 
MARKEL GROUP INC**4,748,577 
MARKEL GROUP INC 5% DUE 04-05-20464/5/20465.00%**279,400 
MARKETAXESS HLDGS INC COM STK**1,045,269 
MARKETECH INTERNATIONAL CORP**78,770 
MARQETA INC COM USD0.001 A**1,543,422 
MARRIOTT INTERNATIONAL INC 5.0% 10-15-202710/15/20275.00%**2,486,700 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MARRIOTT INTL INC NEW 4.2% 07-15-20277/15/20274.20%**1,224,545 
MARRIOTT INTL INC NEW 4.9% 04-15-20294/15/20294.90%**250,676 
MARRIOTT INTL INC NEW 5.45% 09-15-20269/15/20265.45%**1,437,828 
MARRIOTT INTL INC NEW 5.5% 04-15-20374/15/20375.50%**615,508 
MARRIOTT INTL INC NEW COM STK CL A**24,717,441 
MARRIOTT VACATIONS WORLDWIDE CORP COM**4,089,010 
MARSH**27,132,486 
MARSH & MCLENNAN COS INC 4.55% 11-08-202711/8/20274.55%**1,593,837 
MARTIN MARIETTA 4.25% 12-15-204712/15/20474.25%**207,207 
MARTIN MARIETTA MATLS INC COM**13,529,156 
MARTINREA INTL INC COM NPV**1,518,089 
MARUBENI CORP NPV**133,302 
MARUBUN CORP NPV**28,264 
MARUI GROUP CO LTD**73,977 
MARUTI SUZUKI IND INR5**1,566,422 
MARVELL TECHNOLOGY INC 5.75% 02-15-20292/15/20295.75%**3,510,965 
MARVELL TECHNOLOGY INC COM**1,573,830 
MARVELL TECHNOLOGY INC SR NT 4.75% 07-15-20307/15/20304.75%**872,233 
MARVELL TECHNOLOGY INC SR NT 5.45% 07-15-20357/15/20355.45%**749,774 
MASCO CORP 6.5% DUE 08-15-20328/15/20326.50%**328,201 
MASCO CORP COM**545,502 
MASCO CORP FIXED 2% DUE 10-01-203010/1/20302.00%**56,264 
MASSACHUSETTS EDL FING AUTH SER 8-1 CL A1 FLTG 04-25-20384/25/20385.52%**2,075 
MASTEC INC 5.9% 06-15-20296/15/20295.90%**281,482 
MASTEC INC COM**13,995,802 
MASTERBRAND INC COM**4,123,771 
MASTERCARD INC 4.55% 03-15-20283/15/20284.55%**908,065 
MASTERCARD INCORPORATED COM USD0.0001 CLASS A**113,846,602 
MASTERCRAFT BOAT HLDGS INC COM**35,834 
MASTR AST BACKED FLTG RT 4.00707% DUE 11-25-203611/25/20364.07%**1,014,334 
MATADOR RES CO COM**772,408 
MATCH GROUP INC NEW COM**3,343,242 
MATIV HOLDINGS INC**229,185 
MATRIMONY COM LTD INR5**50,868 
MATRIX SVC CO COM**92,290 
MAXELL LTD NPV**36,748 
MAZDA MOTOR CORP NPV**1,146,324 
MBANK SA PLN4**116,921 
MBRF GLOBAL FOODS COMPANY SA**37,191 
MBX BIOSCIENCES INC COM**214,504 
MC DONALDS CORP COM**25,677,199 
MCDONALDS CORP 4.45% DUE 03-01-2047 REG3/1/20474.45%**77,269 
MCDONALDS CORP 4.4% 02-12-20312/12/20314.40%**1,165,329 
MCDONALD'S CORP FIXED 4.45% DUE 09-01-20489/1/20484.45%**212,165 
MCDONALDS CORP MEDIUM TERM NTS BOOK 3.625% DUE 09-01-20499/1/20493.62%**177,178 
MCJ CO LTD NPV**22,625 
MCKESSON CORP**38,957,213 
MCKESSON CORP NEW 4.25% 09-15-20299/15/20294.25%**399,422 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MCNEX CO.LTD KRW500**235,518 
MDA SPACE LTD COM NPV**812,367 
MEARS GROUP ORD GBP0.01**929,850 
MEBUKI FINANCIAL GROUP INC NPV**62,249 
MECHEL PJSC RUB10(RUB)**641 
MECHEL-PFD**448 
MEDIAALPHA INC CL A CL A**396,011 
MEDIATEK INC TWD10**12,242,644 
MEDIBANK PRIVATE L NPV**540,620 
MEDLINE INC CL A CL A**1,944,474 
MEDPACE HLDGS INC COM**6,560,072 
MEDSTAR HEALTH INC 3.626% DUE 08-15-20498/15/20493.63%**440,198 
MEDTRONIC INC 2.95% 10-15-203010/15/20302.95%**117,250 
MEDTRONIC PLC COMMON STOCK STOCK**31,664,258 
MEGACABLE HOLDINGS-CPO COM STK**15,534 
MEGAPORT LTD NPV**85,213 
MEIDENSHA CORP NPV**14,214 
MEIJI HOLDINGS CO NPV**351,290 
MEIRAGTX HOLDINGS PLC**71,653 
MELCO RESORTS & ENTERTAINMENT LIMITED**764,161 
MELIA HOTELS INTL EUR0.2**363,694 
MEMORIAL HLTH SVCS 3.447% DUE 11-01-204911/1/20493.45%**341,975 
MERCADOLIBRE INC COM STK**10,379,482 
MERCEDES-BENZ AUTO FIXED 4.51% DUE 11-15-202711/15/20274.51%**190,665 
MERCEDES-BENZ AUTO RECEIVABLES SR 25-1 CL A3 4.78% 12-17-202912/17/20294.78%**10,779,553 
MERCEDES-BENZ GROUP AG**177,361 
MERCK & CO INC 2.9% DUE 12-10-206112/10/20612.90%**186,883 
MERCK & CO INC 2.75% DUE 12-10-2051 BEO12/10/20512.75%**155,405 
MERCK & CO INC 4.15% 03-15-20313/15/20314.15%**1,551,140 
MERCK & CO INC 5.5% 03-15-20463/15/20465.50%**240,002 
MERCK & CO INC NEW 4.45% DUE 12-04-203212/4/20324.45%**2,392,609 
MERCK & CO INC NEW 5.7% DUE 12-04-206512/4/20655.70%**208,416 
MERCK & CO INC NEW COM**10,811,465 
MERCK KGAA NPV**11,537,725 
MERCURY GEN CORP NEW COM**1,261,533 
MERIT MED SYS INC COM**4,449,307 
MERITAGE HOMES CORP COM**1,028,191 
MERLIN PROPERTIES EUR1**86,277 
MERRILL LYNCH MTG FLTG RT 4.58207% DUE 09-25-20359/25/20354.64%**2,840 
MERTIZ FINANCIAL GROUP**676,928 
MESA LABS INC COM**2,692,158 
MESOBLAST LTD COMSTK**425,476 
META FINL GROUP INC COM**56,019 
META PLATFORMS INC 4.2% 11-15-203011/15/20304.20%**4,329,801 
META PLATFORMS INC 4.3% 08-15-20298/15/20294.30%**565,061 
META PLATFORMS INC 4.6% 11-15-203211/15/20324.60%**827,698 
META PLATFORMS INC 4.875% 11-15-203511/15/20354.88%**2,140,729 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
META PLATFORMS INC 5.4% 08-15-20548/15/20545.40%**615,965 
META PLATFORMS INC 5.55% 08-15-20648/15/20645.55%**791,197 
META PLATFORMS INC 5.6% DUE 05-15-20535/15/20535.60%**144,085 
META PLATFORMS INC 5.625% 11-15-205511/15/20555.62%**413,525 
META PLATFORMS INC COM USD0.000006 CL 'A'**171,264,669 
META PLATFORMS INC FIXED 4.45% DUE 08-15-20528/15/20524.45%**440,799 
META PLATFORMS INC SR NT 5.75% 11-15-206511/15/20655.75%**143,636 
METALS EXPLOR.(UK) ORD GBP0.0001**112,132 
METALS X LTD NPV**391,979 
METAWATER CO LTD NPV**85,872 
METLEN ENGY & MET. ORD EUR1**1,097,184 
METLIFE INC 5.25% DUE 01-15-20541/15/20545.25%**314,906 
METLIFE INC COM STK USD0.01**6,716,768 
METRO BANK HOLDING ORD GBP0.000001**79,861 
METROPOLE TV-(M6) EUR0.40**40,511 
MEXICO(UTD MEX ST) 4% GTD 30/11/2028 DUAL CURR11/30/202834.66%**19,204 
MFA 2020-NQM2 TR 1.381% DUE 04-25-20654/25/20651.38%**73,550 
MFA 2023-NQM2 TR FLTG RT 4.4% DUE 03-25-20683/25/20684.40%**2,041,323 
MFA 2023-NQM4 TR 6.105% DUE 12-25-206812/25/20686.10%**1,700,291 
*MFB NT COLLECTIVE 1-10 YR.INTERMEDIATE GOVT BOND INDEX FD-NON-LENDING**402,437,502 
*MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND-NON LENDING**7,532,439,519 
*MFB NT COLLECTIVE LONG-TERM GOVT BD INDEX FUND-NON-LENDING**159,373,222 
*MFB NT COLLECTIVE RUSSELL 2000 INDEX FUND - DC - NON LENDING (TIER J)**4,301,114,287 
MFE-MEDIAFOREUROPE N.V. EUR0.06 A**386,824 
MFO AEW GLOBAL PROPERTIES TRUST FUND DC PLAN CLASS B 00105A30-0452**327,594,627 
MFO JPMORGAN MBS FUND COMMINGLED**335,898,839 
MFO PIMCO ABS AND SHORT TERM INVESTMENT PORT**125,753 
MFO PIMCO COMMODITIES PLUS COLTV TR (SEI) 92202**62,232,649 
MFO PIMCO FDS PAC INVT MGMT SER SHORT-TERM PORTFOLIO INSTL CL**2,913,828 
MFO PIMCO FDS PAC INVT MGMT SER INVT GRADE CR BD PORT INSTL CL**40,540 
MFO PIMCO FDS PIMCO SECTOR FD SER H**2,915,844 
MFO PIMCO LONG DURATION CREDIT BOND PORT**111,700,300 
MFO PIMCO SHORT TERM FLOATING NAV II**57,398,023 
MFO WTC CIF II DIVERSIFIED REAL ASSETS SERIES**583,442,942 
MGAME CORP KRW500**95,536 
MGM CHINA HLDGS LT HKD1**943,226 
MGM RESORTS INTERNATIONAL COM**17,880 
MHP COML MTG TR 2025-MHIL2 COML MTG PASSTHRU CTF CL B 5.48019% 09-15-20409/15/20405.55%**1,249,998 
MI TECHNOVATION NPV**32,505 
MIAMI INTL HLDGS INC COM**557,191 
MICHELIN (CGDE) EUR0.50 (POST SUBDIVISION)**6,774,552 
MICHIGAN FIN AUTH REV MUNI 3.384% 12-01-204012/1/20403.38%**5,917,958 
MICROCHIP TECHNOLOGY INC 4.9% 03-15-20283/15/20284.90%**1,297,912 
MICROCHIP TECHNOLOGY INC COM**305,474 
MICRON TECH INC COM**11,759,177 
MICRON TECHNOLOGY INC 2.703% 04-15-20324/15/20322.70%**444,605 
MICRON TECHNOLOGY INC 5.3% 01-15-20311/15/20315.30%**2,114,712 
MICROSOFT CORP 2.921% 03-17-2052 USD3/17/20522.92%**36,849 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MICROSOFT CORP COM**370,059,253 
MICROSOFT CORP SR NT 2.5% 09-15-20509/15/20502.50%**480,772 
MID-AMERICA APARTMENT 1.7% DUE 02-15-2031 BEO2/15/20311.70%**298,080 
MIDAMERICAN ENERGY 4.4% DUE 10-15-204410/15/20444.40%**563,212 
MIDAMERICAN ENERGY 5.858% 09-15-20549/15/20545.85%**206,285 
MIDDLEBY CORP COM**5,133,129 
MIDLAND STS BANCORP INC ILL COM**171,879 
MIDMICHIGAN HEALTH 3.409% DUE 06-01-20506/1/20503.41%**278,502 
MIGOS TICARET A.S COMSTK**572,385 
MILLER INDS INC TENN COM NEW**205,124 
MILLERKNOLL INC COM STK USD0.20**4,590,474 
MILLICOM INTERNATIONAL CELLULAR COM USD1.50 (POST-SUBD)**107,886 
MILLROSE PROPERTIES INC. COM USD0.01 CL A WI**1,897,044 
MINDA CORP LTD INR2**434,666 
MINDSPACE BUS PRK NPV(REIT)**261,378 
MINERALYS THERAPEUTICS INC COM**129,229 
MINERVA SA COM NPV**114,790 
MINISTRY FIN PEOPLES REP CHINA 3.625% 11-13-202811/13/20283.62%**302,428 
MINISTRY FIN PEOPLES REP CHINA BD 144A 3.75% 11-13-203011/13/20303.75%**202,260 
MINSHENG EDUCATION GROUP CO LTD USD0.00001**13,612 
MINTO APT REAL UNIT**242,620 
MIRAE ASSET SEC 2ND PRF KRW5000**944,827 
MIRAE ASSET SECURITIES CO LTD**225,015 
MIRAI CORPORATION REIT**130,224 
MIRUM PHARMACEUTICALS INC COM**829,632 
MIRVAC GROUP STAPLED SECURITIES**449,894 
MISSION PRODUCE INC COM**64,334 
MITIE GROUP ORD GBP0.025**146,465 
MITRABARA ADIPERDA IDR100**7,509 
MITSUBISHI ELEC CP NPV**14,494,035 
MITSUBISHI ESTAT.L REIT**5,087 
MITSUBISHI HVY IND NPV**1,773,683 
MITSUBISHI KAKOKI NPV**74,069 
MITSUBISHI MATERLS NPV**1,219,860 
MITSUBISHI RESEARC NPV**636,703 
MITSUBISHI STEEL NPV**105,379 
MITSUBISHI UFJ 1.538% DUE 07-20-20277/20/20271.54%**4,315,273 
MITSUBISHI UFJ 2.309% DUE 07-20-20327/20/20322.31%**1,071,408 
MITSUBISHI UFJ 2.757% DUE 09-13-20269/13/20262.76%**299,556 
MITSUBISHI UFJ 5.017% DUE 07-20-20287/20/20285.02%**2,085,542 
MITSUBISHI UFJ 5.188% DUE 09-12-20369/12/20365.19%**468,198 
MITSUBISHI UFJ FIN GRP BDS 3.195% 07-18-20297/18/20293.20%**7,257,466 
MITSUBISHI UFJ FIN GRP 5.197% 01-16-20311/16/20315.20%**1,389,494 
MITSUBISHI UFJ FINANCIAL GROUP INC 5.242% DUE 04-19-20294/19/20295.24%**862,462 
MITSUBISHI UFJ FINANCIAL GROUP INC SR NT2.048% 07-17-20307/17/20302.05%**3,635,613 
MITSUBISHI UFJ FINL GROUP INC 5.574% 01-16-20361/16/20365.57%**419,364 
MITSUBISHI UFJ FINL GROUP INC SR CALL FXD TO FXD RESET 1.64% 10-13-202710/13/20271.64%**3,695,761 
MITSUBISHI UFJ FINL GROUP INC SR CALL NTFXD TO FXD RESET 4.527% 09-12-20319/12/20314.53%**3,079,401 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MIURA CO LTD NPV**151,228 
MIXI. INC NPV**187,895 
MIZUHO BANK LTD/NY 03-10-2025 CD FRN 03-06-2026**1,484,643 
MIZUHO FINANCIAL GROUP NPV**5,851,096 
MIZUHO FINL GROUP 5.382% 07-10-20307/10/20305.38%**3,187,114 
MIZUHO FINL GROUP INC 2.172% DUE 05-22-2032 REG5/22/20322.17%**4,356,593 
MIZUHO FINL GROUP INC 2.201% 07-10-20317/10/20312.20%**4,554,351 
MIZUHO FINL GROUP INC 2.869% 09-13-20309/13/20302.87%**3,146,934 
MIZUHO FINL GROUP INC 5.376% 05-26-20305/26/20305.38%**970,918 
MKS INC**11,973,015 
MLP COMPASS DIVERSIFIED HLDGS FORMERLY COMP SH BEN INT**264,662 
MLP XPLR INFRASTRUCTURE LP COM UNIT LTD PARTNERSHIP INT**137,370 
MMC NORILSK NICKEL ADR EACH REPR 1/10 SHARE (S**8 
MMC NORILSK NICKEL PJSC**265,182 
MMG LTD NPV**739,143 
MN HOLDINGS BHD NPV**135,399 
MNTN INC CL A CL A**1,179,182 
MOBILE TEL SYSTEMS KWD0.1**650,453 
MOBILE TELESYSTEMS PJSC**62,603 
MODERNA INC COM**1,009,413 
MODETOUR NETWORK I KRW500**39,397 
MODINE MFG CO COM STK**2,085,960 
MOIL LTD**367,105 
MOLINA HEALTHCARE INC COM**582,227 
MOLSON COORS BEVERAGE COMPANY COM USD0.01 CLASS B**257,394 
MOMENTUM GROUP LTD ZAR0.000001**347,162 
MONARCH CASINO & RESORT INC COM**55,219 
MONDAY COM LTD COM NPV**26,413 
MONDELEZ INTL INC COM**16,884,318 
MONETA MONEY BANK CZK20.00**5,606,120 
MONGODB INC CL A CL A**193,057 
MONOLITHIC PWR SYS INC COM**580,070 
MONOPAR THERAPEUTICS INC COM NEW**168,213 
MONSTER BEVERAGE CORP NEW COM**26,019,038 
MOODYS CORP COM**1,550,941 
MORGAN STANLEY 1.794% 02-13-20322/13/20321.79%**2,290,437 
MORGAN STANLEY 1.928% DUE 04-28-20324/28/20321.93%**615,334 
MORGAN STANLEY 2.239% 07-21-20327/21/20322.24%**5,425,674 
MORGAN STANLEY 2.475% 01-21-20281/21/20282.48%**4,717,863 
MORGAN STANLEY 2.511% 10-20-203210/20/20322.51%**1,571,315 
MORGAN STANLEY 2.699% DUE 01-22-20311/22/20312.70%**2,257,667 
MORGAN STANLEY 3.125% DUE 07-27-20267/27/20263.12%**307,625 
MORGAN STANLEY 3.625% DUE 01-20-20271/20/20273.62%**4,169,553 
MORGAN STANLEY 3.772% 01-24-20291/24/20293.77%**3,003,830 
MORGAN STANLEY 3.79%-FRN SNR 21/03/30 EUR3/21/20303.79%**360,722 
MORGAN STANLEY 3.955% 03-21-20353/21/20353.96%**834,596 
MORGAN STANLEY 3.971% 07-22-20387/22/20383.97%**225,352 
MORGAN STANLEY 4.133% 10-18-202910/18/20294.13%**3,627,936 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MORGAN STANLEY 4.3% DUE 01-27-20451/27/20454.30%**304,119 
MORGAN STANLEY 4.35 DUE 09-08-20269/8/20264.35%**7,723,508 
MORGAN STANLEY 4.431% 01-23-20301/23/20304.43%**313,923 
MORGAN STANLEY 4.654% 10-18-203010/18/20304.65%**1,888,769 
MORGAN STANLEY 4.892% 10-22-203610/22/20364.89%**33,774 
MORGAN STANLEY 5.042% 07-19-20307/19/20305.04%**2,386,950 
MORGAN STANLEY 5.123% DUE 02-01-20292/1/20295.12%**296,097 
MORGAN STANLEY 5.164% 04-20-20294/20/20295.16%**11,090,634 
MORGAN STANLEY 5.173% 01-16-20301/16/20305.17%**14,146,762 
MORGAN STANLEY 5.23% 01-15-20311/15/20315.23%**902,269 
MORGAN STANLEY 5.25% 04-21-20344/21/20345.25%**763,230 
MORGAN STANLEY 5.32% 07-19-20357/19/20355.32%**1,578,283 
MORGAN STANLEY 5.449% 07-20-20297/20/20295.45%**3,846,155 
MORGAN STANLEY 5.466% 01-18-20351/18/20355.47%**2,676,992 
MORGAN STANLEY 5.652% 04-13-20284/13/20285.65%**2,824,896 
MORGAN STANLEY 5.656% 04-18-20304/18/20305.66%**2,542,747 
MORGAN STANLEY 5.831% 04-19-20354/19/20355.83%**329,978 
MORGAN STANLEY 5.948% 01-19-20381/19/20385.95%**474,189 
MORGAN STANLEY 6.342% 10-18-203310/18/20336.34%**241,398 
MORGAN STANLEY 6.407% 11-01-202911/1/20296.41%**424,118 
MORGAN STANLEY 6.627% 11-01-203411/1/20346.63%**8,962,771 
MORGAN STANLEY BANK NA 5.504% 05-26-20285/26/20285.50%**9,320,171 
MORGAN STANLEY BK 2.84% DUE 11-15-204911/15/20492.84%**3,587,898 
MORGAN STANLEY BK AMER MERRILL LYNCH TR 2017-C34 CL A-SB 3.354% 11-15-205211/15/20523.35%**675,679 
MORGAN STANLEY BK N A 4.447% 10-15-202710/15/20274.45%**1,713,640 
MORGAN STANLEY BK N A 4.968% 07-14-20287/14/20284.97%**1,698,662 
MORGAN STANLEY BK N A 5.016% 01-12-20291/12/20295.02%**11,009,012 
MORGAN STANLEY BK N A SALT LAKE CITY UTAH 4.952% 01-14-20281/14/20284.95%**3,879,294 
MORGAN STANLEY BK N A SALT LAKE CY GLOBAL NT SER A 3/A2 4.754% 04-21-20264/21/20264.75%**778,472 
MORGAN STANLEY COM STK USD0.01**52,244,594 
MORGAN STANLEY DIRECT LENDING FD 6.15% 05-17-20295/17/20296.15%**1,232,996 
MORGAN STANLEY FIXED 1.593% DUE 05-04-20275/4/20271.59%**10,996,728 
MORGAN STANLEY FIXED 5.516% 11-19-205511/19/20555.52%**148,757 
MORGAN STANLEY FLTG RT 6.296% DUE 10-18-202810/18/20286.30%**308,581 
MORGAN STANLEY MTN 1.512% DUE 07-20-20277/20/20271.51%**1,304,282 
MORGAN STANLEY PRIVATE BANK 4.734% 07-18-20317/18/20314.73%**2,734,151 
MORGAN STANLEY PRIVATE BANK NATIONA 4.204% 11-17-202811/17/20284.20%**2,919,654 
MORGAN STANLEY PVT BK 4.465% 11-19-203111/19/20314.46%**1,805,636 
MORGAN STANLEY SR NT FIXED / FLTG 4.994%04-12-20294/12/20294.99%**9,363,704 
MORGAN STANLEY SR NT FIXED / FLTG 5.192%04-17-20314/17/20315.19%**3,743,707 
MORGAN STANLEY SR NT FIXED / FLTG 5.664%04-17-20364/17/20365.66%**32,604 
MORI HILLS REIT REIT**34,221 
MORIROKU CO LTD NPV**41,386 
MORNINGSTAR INC COM STK**1,204,984 
MOSAIC CO/THE**1,139,047 
MOTHERSON SUMI LIMITED DEMAT EQUITY**101,793 
MOTILAL OSWAL FINA INR1**256,241 
MOTOR OIL REFIN SA EUR0.75**117,898 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
MOTOROLA SOLUTIONS 4.6% DUE 02-23-20282/23/20284.60%**70,725 
MOTOROLA SOLUTIONS INC**5,162,554 
MOTOROLA SOLUTIONS INC 2.3% DUE 11-15-2030/08-14-2020 REG11/15/20302.30%**208,986 
MOTUS HOLDINGS LTD NPV**40,685 
MOURA DUBEUX ENGEN COM NPV**228,927 
MOVADO GROUP INC COM**158,094 
MPI CORPORATION TWD10**787,702 
MPLUS CORP KRW500**49,781 
MPLX LP 1.75% DUE 03-01-20263/1/20261.75%**11,217,645 
MPLX LP 2.65% DUE 08-15-20308/15/20302.65%**2,595,689 
MPLX LP 4% 03-15-20283/15/20284.00%**1,547,158 
MPLX LP 4.5% 04-15-20384/15/20384.50%**301,682 
MPLX LP 5.0% 03-01-20333/1/20335.00%**301,863 
MPLX LP 5.4% 04-01-20354/1/20355.40%**322,624 
MPLX LP 5.5% 06-01-20346/1/20345.50%**802,289 
MPLX LP 5.95% 04-01-20554/1/20555.95%**314,462 
MPLX LP FIXED 4.125% DUE 03-01-20273/1/20274.12%**735,341 
MPLX LP SR NT 4.95% 03-14-20523/14/20524.95%**253,217 
MR PRICE GROUP COM STK**98,092 
MSA SAFETY INC COM**7,393,664 
MSC INDL DIRECT INC CL A COM**4,513,058 
MTAR TECHNOLOGIES INR10**896,911 
MTN COML MTG TR FLTG RT 5.0869% DUE 03-15-20393/15/20395.16%**2,498,444 
MTU AERO ENGINES A NPV (REGD)**5,191,407 
MUELLER INDS INC COM**1,774,234 
MUELLER WTR PRODS INC COM STK**148,446 
MUENCHENER RUECKVE NPV(REGD)**1,067,666 
MULTI COMMODITY EX INR10**784,407 
MULTICAMPUS CO LTD KRW5000**20,766 
MULTICLASS SR 5410 CL DF FLTG RT 05-25-20545/25/20545.32%**950,063 
MULTIPLAN EMPREEND COM NPV**308,814 
MUNICIPAL ELEC AUTH GA 2.257% 01-01-2029BEO TAXABLE1/1/20292.26%**3,572,526 
MUNICIPAL ELEC AUTH GA 2.397% 01-01-2030BEO TAXABLE1/1/20302.40%**2,395,302 
MUNICIPAL ELEC AUTH GA 6.655% 04-01-2057BEO TAXABLE4/1/20576.66%**2,109,724 
MURATA MANUFACTURING CO. NPV**1,791,311 
MURPHY OIL CORP COM**4,087,500 
MXC SOLUTIONS PRIVATE LTD**1,076,655 
MYLAN N V FIXED 3.95% DUE 06-15-20266/15/20263.95%**4,622,597 
MYR GROUP INC DEL COM STK**1,954,264 
MYRIAD GENETICS INC COM**387,020 
N-ABLE INC COM**412,492 
NACHI-FUJIKOSHI CO NPV**36,078 
NAMEN-AKT VZ HOLDING AG**199,543 
NAMUGA CO LTD KRW500**119,753 
NAN YA PRINTED CIR TWD10**1,418,978 
NANYA TECHNOLOGY C TWD10**2,684,267 
NAPCO SECURITY TECHNOLOGIES INC**782,250 
NARAYANA HRUDAYALA INR10**53,952 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NASDAQ INC**24,583,214 
NASDAQ INC 5.55% 02-15-20342/15/20345.55%**293,445 
NASDAQ INC 6.1% 06-28-20636/28/20636.10%**158,019 
NASPERS NPV POST SPLT**1,677,629 
NATERA INC COM**3,953,864 
NATIONAL ALUMINUM**941,329 
NATIONAL BANK OF CANADA 4.95% 02-01-20282/1/20284.95%**6,180,724 
NATIONAL BANK OF CANADA 5.6% 12-18-202812/18/20285.60%**3,461,624 
NATIONAL BEVERAGE CORP COM**314,276 
NATIONAL BK HLDGS CORP CL A COM STK**4,637,980 
NATIONAL ENERGY SERVICES REU**419,187 
NATIONAL FERTI.LTD INR10**93,257 
NATIONAL FL GAS CO 2.95% DUE 03-01-20313/1/20312.95%**1,643,040 
NATIONAL GRID PLC 5.418% 01-11-20341/11/20345.42%**777,268 
NATIONAL GRID PLC 5.809% 06-12-20336/12/20335.81%**4,154,052 
NATIONAL HEALTHCARE CORP COM**1,076,979 
NATIONAL MEDICAL C SAR10**797,314 
NATIONAL RURAL UTILITIES COOP FIN 5.15% 06-15-20296/15/20295.15%**335,319 
NATIONAL RURAL UTILS COOP 5.6% 11-13-202611/13/20265.60%**353,748 
NATIONAL RURAL UTILS COOP FIN CORP MEDIUFLTG RT 10-30-202610/30/20264.26%**3,345,504 
NATIONWIDE BLDG 4.85% DUE 07-27-20277/27/20274.85%**5,580,502 
NATL AUSTRALIA BK 3.905% DUE 06-09-20276/9/20273.90%**2,771,537 
NATL BK CDA MEDIUM FLTG RT 4.702% DUE 03-05-20273/5/20274.70%**3,068,397 
NATL BK OF CANADA COM NPV**1,737,748 
NATL BK OF GREECE**1,882,816 
NATL FUEL GAS CO COM**369,317 
NATL HLTH INVS INC 3% DUE 02-01-20312/1/20313.00%**1,635,346 
NATL MOBILE TELECO KWD0.1**31,117 
NATL RURAL UTILS 4.15% DUE 08-25-20282/7/20284.75%**809,432 
NATL RURAL UTILS COOP FIN CORP 4.12% 09-16-20279/16/20274.12%**278,329 
NATL RURAL UTILS COOP FIN CORP 4.75% 02-07-20282/7/20284.75%**434,678 
NATL SECS CLEARING 4.7% DUE 05-20-20305/20/20304.70%**3,989,046 
NATURA COSMETICOS SA COM NPV**43,234 
NATURAL GROCERS BY VITAMIN COTTAGE INC COM USD0.001**23,948 
NATWEST GROUP PLC 1.642% 06-14-20276/14/20271.64%**4,945,790 
NATWEST GROUP PLC 4.892% 05-18-20295/18/20294.89%**16,105,993 
NATWEST GROUP PLC 4.964% 08-15-20308/15/20304.96%**408,550 
NATWEST GROUP PLC 5.115% 05-23-20315/23/20315.12%**924,454 
NATWEST GROUP PLC 5.583% 03-01-20283/1/20285.58%**948,454 
NATWEST GROUP PLC 5.778% 03-01-20353/1/20355.78%**635,637 
NATWEST GROUP PLC 5.847% DUE 03-02-20273/2/20275.85%**1,457,870 
NATWEST GROUP PLC ORD GBP1.0769**23,583,811 
NATWEST GROUP PLC SR GLBL COCO 5.076% 01-27-20301/27/20305.08%**286,351 
NAVAN INC CL A CL A**584,068 
NAVER CORPORATION KRW500**2,232,168 
NAVIENT PRIVATE ED LN TR 2020-I 4.79467%04-15-20694/15/20694.86%**3,500,971 
NAVIENT PVT ED 5.66% DUE 10-15-207210/15/20725.66%**3,470,774 
NAVIN FLUORINE INTERNATIONAL INR2**399,675 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NBT BANCORP INC COM**2,862,472 
NCC SER'B'NPV**678,863 
NCINO INC NEW COM**4,396,619 
NCL INDUSTRIES INR10**36,196 
NCR VOYIX CORP COM STK USD0.01**64,260 
NCSOFT CORP KRW500**303,114 
NEC CORP NPV**3,611,254 
NEDAP (NED APP) NV EUR0.10**672,459 
NEKTAR THERAPEUTICS COM NEW**47,354 
NELNET INC CL A CL A**69,937 
NELNET STUDENT LN TR 2025-C 4.67% 06-22-20656/22/20654.67%**4,762,762 
NEMETSCHEK SE ORD NPV**25,503 
NEO JAPAN INC NPV**20,843 
NEOGENOMICS INC COM NEW COM NEW**4,410 
NEOWIZ KRW500**106,829 
NEPES CORPORATION KRW500**47,020 
NERDWALLET INC CL A CL A**349,305 
NESTLE SA**10,798,685 
NETBAY PLC THB1 (NVDR)**42,120 
NETEASE CLOUD MUSIC INC**4,779 
NETEASE INC COMSTK**17,951,572 
NETFLIX INC 5.4% 08-15-20548/15/20545.40%**311,127 
NETFLIX INC 5.875% DUE 11-15-202811/15/20285.88%**1,682,853 
NETFLIX INC COM STK**31,474,294 
NETGEAR INC COM**466,144 
NETMARBLE CORPORATION**23,513 
NETSCOUT SYS INC COM**135,868 
NETSTREIT CORP COM USD0.01**3,149,587 
NETWEALTH GROUP NPV**174,604 
NETWEB TECHNOLOGIE INR2**857,968 
NEUBERGER BERMAN CLO LTD SR 15-20A CL A1R3 FLTG RT 04-15-20394/15/20395.05%**3,735,886 
NEULAND LABORITIE INR10**40,859 
NEUREN PHARMACEUTI NPV**165,836 
NEUROCRINE BIOSCIENCES INC COM**3,322,651 
NEVADA PWR CO 6.0% 03-15-20543/15/20546.00%**205,480 
NEW CHINA LIFE INS CO LTD**28,629 
NEW GOLD INC CDA COM**12,307 
NEW ISSUE HOME DEPOT 30YR USD 3.625% 04-15-20524/15/20523.62%**190,440 
NEW POWER PLASMA C KRW100**53,209 
NEW YORK & FIXED 2.606% DUE 08-01-20608/1/20602.61%**54,701 
NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY 5.458% 12-15-203112/15/20315.46%**436,850 
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 3.13% 11-01-2028 BEO TAXABLE11/1/20283.13%**14,133,324 
NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV 4.375% 05-01-2037 BEO TAXABLE5/1/20374.38%**963,751 
NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE9/15/20275.05%**612,567 
NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-20333/15/20333.90%**11,574,518 
NEW YORK ST URBAN DEV CORP REV 3.9% 03-15-20333/15/20333.90%**2,789,174 
NEW YORK TIMES CO CL A ISIN #US6501111073**2,230,603 
NEWAMSTERDAM PHARMA CO NV ORD**109,906 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NEWBORN TOWN INC COM**310,534 
NEWELL BRANDS INC COM**5,123,106 
NEWFIELD EXPL CO 5.375% DUE 01-01-20261/1/20265.38%**503,000 
NEWGATE FUND.PLC FRN M/BKD 12/2050 GBP 'A3A'12/1/20504.26%**515,465 
NEWMONT CORPORATION**2,955,260 
NEWPRINCES S.P.A. NPV**21,282 
NEXANS SA EUR1**2,246,328 
NEXEN TIRE CP KRW500**66,249 
NEXON CO LTD NPV**856,982 
NEXT ORD GBP0.10**657,074 
NEXTDOOR HLDGS INC CL A CL A**164,592 
NEXTEER AUTOMOTIVE GROUP LIMITED HKD0.1**1,298,718 
NEXTERA ENERGY CAP 1.9% DUE 06-15-20286/15/20281.90%**1,516,362 
NEXTERA ENERGY CAP 3.83% DEB 12/06/2030 CAD16/12/20303.83%**441,549 
NEXTERA ENERGY CAP 4.625% DUE 07-15-20277/15/20274.62%**4,436,708 
NEXTERA ENERGY CAP 4.67% DEB 12/06/2035 CAD16/12/20354.67%**445,694 
NEXTERA ENERGY CAP 5.38% 02-28-20532/28/20535.25%**140,175 
NEXTERA ENERGY CAP HLDGS INC 1.875% 01-15-20271/15/20271.88%**2,624,886 
NEXTERA ENERGY CAP HLDGS INC 2.25% DUE 06-01-2030/05-12-2020 REG6/1/20302.25%**2,526,226 
NEXTERA ENERGY CAP HLDGS INC 4.85% 02-04-20282/4/20284.85%**5,643,807 
NEXTERA ENERGY CAP HLDGS INC 4.9% 02-28-20282/28/20284.90%**3,645,795 
NEXTERA ENERGY CAP HLDGS INC 5.05% 03-15-20303/15/20305.05%**1,912,061 
NEXTERA ENERGY CAP HLDGS INC 5.55% 03-15-20543/15/20545.55%**1,647,715 
NEXTERA ENERGY CAPITAL 4.685% 09-01-20279/1/20274.68%**2,676,947 
NEXTERA ENERGY INC COM**21,724,474 
NEXTIN INC KRW500**822,242 
NEXTPOWER INC**1,784,710 
NEXUS SELECT TRUST INR10**28,981 
NEXXEN INTERNATIONAL LTD ORD**65,413 
NGK INSULATORS LTD NPV**361,300 
NH INVESTMENT & SE PFD KRW5000**126,885 
NH INVESTMENT AND SECURITIES CO LTD KRW5000**30,774 
NICE CORPORATION**38,269 
NICKEL INDUSTRIES LTD NPV**311,034 
NIDEC CORPORATION NPV**349,564 
NIHON DENKEI CO NPV**99,927 
NIHON KOHDEN CORP NPV**83,750 
NIKE INC CL B**963,486 
NIKKISO CO LTD NPV**743,623 
NINE DRAGONS PAPER HKD0.1**830,673 
NINETY ONE LIMITED NPV**14,026 
NINETY ONE PLC ORD GBP0.0001**146,807 
NINTENDO CO LTD NPV**270,375 
NIPPON AVIONICS CO NPV**142,269 
NIPPON DRY-CHEMICA NPV**46,955 
NIPPON EXPRESS HLD NPV**164,616 
NIPPON KAYAKU CO NPV**203,825 
NIPPON LIFE INDIA INR10**272,920 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NIPPON LIGHT METAL NPV**450,636 
NIPPON REIT INVEST NPV REIT**1,081,635 
NIPPON SEIKI CO NPV**125,459 
NIPPON SHINYAKU CO NPV**400,108 
NIPPON SHOKUBAI CO NPV**6,397 
NIPPON SIGNAL CO NPV**8,358 
NIPPON THOMPSON CO NPV**35,965 
NIPPON YAKIN KOGYO NPV**20,208 
NISHIMATSU CONSTCN NPV**561,590 
NISHIMATSUYA CHAIN NPV**37,909 
NISHI-NIPPON FINANCIAL HD**641,196 
NISHIO HOLDINGS CO LTD NPV**21,146 
NISOURCE FIN CORP 5.65% DUE 02-01-20452/1/20455.65%**87,639 
NISOURCE INC 1.7% DUE 02-15-20312/15/20311.70%**1,071,937 
NISOURCE INC 5.2% 07-01-20297/1/20295.20%**1,351,664 
NISOURCE INC 5.25% DUE 03-30-20283/30/20285.25%**255,368 
NISOURCE INC 5.85% 04-01-20554/1/20555.85%**670,452 
NISOURCE INC COM**2,036,259 
NISSAN AUTO 5.93% DUE 03-15-20283/15/20285.93%**597,311 
NISSAN AUTO LEASE 4.97% DUE 09-15-20289/15/20284.97%**854,163 
NISSAN AUTO LEASE TRUST SR 25-A CL A3 4.88% 03-15-20283/15/20284.75%**12,652,825 
NISSAN MOTOR CO NPV**346,435 
NITTO KOGYO CORP NPV**47,255 
NLG GLOBAL FDG MEDIUM TERM NTS BOOK 5.4%01-23-20301/23/20305.40%**3,703,713 
NMDC ENERGY AED0.5**107,644 
NMI HOLDINGS INC COMMON STOCK**239,397 
NN GROUP N.V. EUR0.12**7,836,416 
NNN REIT INC**4,514,095 
NNN REIT INC 4.6% DUE 02-15-20312/15/20314.60%**755,947 
NODA CORP NPV**40,668 
NOK CORP NPV**1,196,685 
NOMURA CO LTD NPV**822,438 
NOMURA HLDGS INC 2.329% DUE 01-22-20271/22/20272.33%**884,188 
NOMURA HLDGS INC 2.999% DUE 01-22-20321/22/20323.00%**5,011,235 
NOMURA HLDGS INC 5.491% DUE 06-29-20356/29/20355.49%**1,032,149 
NOMURA HLDGS INC 5.783% DUE 07-03-20347/3/20345.78%**1,004,325 
NOMURA HLDGS INC FIXED 2.679% DUE 07-16-20307/16/20302.68%**258,993 
NOMURA HOLDINGS NPV**1,002,653 
NOMURA RESEARCH INSTITUTE NPV**49,937 
NORBIT ASA NOK0.10**927,533 
NORDEA BK ABP MED 1.5% DUE 09-30-20269/30/20261.50%**2,689,889 
NORDEX SE NPV**129,960 
NORDIC SEMICONDUCT NOK0.01**734,568 
NORFOLK SOUTHN 2.9% DUE 06-15-20266/15/20262.90%**281,868 
NORFOLK SOUTHN 3.05% DUE 05-15-20505/15/20503.05%**230,666 
NORFOLK SOUTHN CORP COM**8,283,666 
NORFOLK SOUTHN FIXED 4.05% DUE 08-15-20528/15/20524.05%**233,624 
NORINCHUKIN BK 4.674% DUE 09-09-20309/9/20304.67%**382,817 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NORINCHUKIN BK 5.359% DUE 09-09-20359/9/20355.36%**304,794 
NORITAKE CO LTD NPV**32,786 
NORITSU KOKI CO NPV**1,084,025 
NORMA GROUP SE NPV**166,046 
NORSK HYDRO ASA NOK1.098**765,173 
NORTH PACIFIC BANK NPV**315,407 
NORTHAM PLATINUM HLDGS LTD NPV**200,883 
NORTHEASTERN UNIV 2.894% 10-01-205010/1/20502.89%**77,665 
NORTHERN OIL & GAS INC COM NEW**3,674,569 
NORTHERN STAR RESOURCES LTD**1,841,722 
NORTHERN STATES POWER CO WISCONSIN 5.65%06-15-20546/15/20545.65%**262,554 
*NORTHERN TRUST CORP 4.0% DUE 05-10-2027 BEO5/10/20274.00%**2,498,454 
NORTHRIM BANCORP INC COM**47,020 
NORTHROP GRUMMAN 4.03% DUE 10-15-204710/15/20474.03%**120,951 
NORTHROP GRUMMAN 4.65% 07-15-20307/15/20304.65%**436,985 
NORTHROP GRUMMAN 5.15% DUE 05-01-20405/1/20405.15%**199,389 
NORTHROP GRUMMAN CORP 4.95% 03-15-20533/15/20534.95%**226,205 
NORTHROP GRUMMAN CORP 5.2% 06-01-20546/1/20545.20%**178,221 
NORTHROP GRUMMAN CORP COM**41,109,290 
NORTHWEST NAT HLDG CO COM**24,679 
NORTHWESTERN ENERGY GROUP INC**17,490 
NORTHWESTERN UNIV 4.94% 12-01-203512/1/20354.94%**6,134,854 
NORWEGIAN AIR SHUT NOK0.10**274,201 
NORWEGIAN CRUISE LINE HLDGS LTD COM USD0.001**231,548 
NOTE AB COM STK SEK10**129,426 
NOV INC COM**15,723,780 
NOVABEV GROUP 1 01 55052 E 004D ORDINARY SH RUB 100.00**35,538 
NOVABEV GROUP RUB100 RUB**5,452 
NOVAGOLD RES INC COM NEW**145,746 
NOVANTA INC NOVANTA INC**736,072 
NOVARTIS AG CHF0.49 (REGD)**42,798,852 
NOVARTIS CAPITAL CORP 3.8% 09-18-20299/18/20293.80%**771,816 
NOVATEK MICROELECTRONICS CORP TWD10**3,689,948 
NOVATEK PJSC RUB0.1(RUB)**178,908 
NOVO NORDISK A/S SER'B'DKK0.1**6,662,316 
NOVOCURE LTD COM USD0.00**555,718 
NOVOLIPETSK STEEL RUB1(RUB)**114,129 
NRB BEARINGS INR2 (POST SUBDIVISION)**46,536 
NRG ENERGY INC COM NEW**4,110,065 
NSD CO LTD NPV**39,779 
NSK LTD NPV**1,389,509 
*NT COLLECTIVE ALL COUNTRY WORLD EX-US INVESTABLE MARKET INDEX FUND - DC - NONLEN**8,437,620,475 
*NT COLLECTIVE ALL COUNTRY WORLD INVESTABLE MARKET INDEX FUND - DC - TIER J**1,322,071,125 
*NT COLLECTIVE S&P500 INDEX FUND-DC-NON LENDING (TIER J)**25,716,302,047 
NTN CORP NPV**60,506 
NTPC LTD INR10**75,095 
NU HOLDINGS LTD**559,283 
NU SKIN ENTERPRISES INC CL A CL A**44,175 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
NUCOR CORP 4.65% 06-01-20306/1/20304.65%**1,454,939 
NUCOR CORP COM**207,313 
NUCOR CORP FIXED 2.979% DUE 12-15-205512/15/20552.98%**15,550 
NURIX THERAPEUTICS INC COM**433,028 
NUTANIX INC CL A CL A**4,090,436 
NUTRIEN LTD 4.5% 03-12-20273/12/20274.50%**3,661,069 
NUTRIEN LTD 4.9% DUE 03-27-20283/27/20284.90%**1,111,955 
NUTRIEN LTD 5.875% 12-01-203612/1/20365.88%**178,426 
NUTRIEN LTD FIXED 4.125% DUE 03-15-20353/15/20354.12%**9,255 
NUTRIEN LTD FIXED 5.25% DUE 01-15-20451/15/20455.25%**188,474 
NUVALENT INC CL A CL A**1,389,450 
NUVOCO VISTAS CORP INR10**283,942 
NVIDIA CORP COM**454,209,292 
NVR INC COM STK USD0.01**2,399,321 
NXP B V / NXP FDG LLC / NXP USA INC SR NT 3.25% 05-11-20415/11/20413.25%**646,381 
NXP B V/NXP FUNDING LLC/NXP USA INC 2.5%DUE 05-11-20315/11/20312.50%**498,287 
NXP SEMICONDUCTORS N V COM STK**37,604,994 
NXPT COML MTG TR 2024-STOR 4.31158% 11-05-204111/5/20414.31%**1,985,854 
NY N Y TAXABLE-BUILD AMER BDS-F-1 6.271 DUE 12-01-203712/1/20376.27%**6,968,317 
NYC COML MTG TR 2025-3BP COML MTG PASSTHRU CTF 144A 4.89316% 02-15-20422/15/20424.96%**886,753 
O REILLY 3.55% DUE 03-15-20263/15/20263.55%**241,179 
O REILLY AUTOMOTIVE INC NEW 3.6% DUE 09-01-20279/1/20273.60%**55,684 
O REILLY AUTOMOTIVE INC NEW 5.75% 11-20-202611/20/20265.75%**3,063,722 
O REILLY AUTOMOTIVE INC NEW COM USD0.01**33,670,263 
OBX 2021-INV2 TR FLTG RT 2.5% DUE 10-25-205110/25/20512.50%**1,276,708 
OBX 2022 INV3 TR 3% DUE 02-25-20522/25/20523.00%**1,260,058 
OBX 2023-NQM3 TR MTG BACKED NT CL A-1 144A 5.94871% 02-25-20632/25/20635.95%**1,776,169 
OCCIDENTAL PETE 3% DUE 02-15-20272/15/20273.00%**2,341,843 
OCCIDENTAL PETE CORP 5.0% 08-01-20278/1/20275.00%**66,189 
OCCIDENTAL PETE CORP 6.625% DUE 09-01-2030 REG9/1/20306.62%**1,088,357 
OCEANAGOLD CORP COM NEW NPV**2,467,039 
OCEANEERING INTL INC COM**3,879,644 
OCEANFIRST FINL CORP COM**790,482 
OCHI HLDG CO LTD NPV**24,052 
OCTAVE SPECIALTY GROUP INC**270,511 
OCULAR THERAPEUTIX INC COM**852,301 
ODDITY TECH LTD COMSTK**313,404 
ODFJELL DRILLING LIMITED USD0.01**215,999 
OFG BANCORP COM**570,442 
OFSI BSL XIV CLO FLTG RT 0% DUE 07-20-20377/20/20375.34%**1,816,664 
OGE ENERGY CORP COM**159,314 
OHA CR FDG 18 LTD FLTG RT 5.16763% DUE 04-20-20374/20/20375.38%**1,243,796 
OIL REFINERIES LTD COM STK ILS1**352,097 
OILES CORPORATION NPV**92,993 
OKAMURA CORP NPV**21,943 
OKI ELECTRIC IND NPV**344,458 
OKINAWA FINL GRP NPV**51,679 
OKLAHOMA GAS & ELEC CO 5.8% 04-01-20554/1/20555.80%**121,642 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
OKLO INC CL A CL A**95,871 
OKTA INC CL A CL A**1,087,447 
OKUMURA CORP NPV**1,007,018 
OLD DOMINION FREIGHT LINE INC COM**1,740,480 
OLD MUTUAL LTD NPV**430,613 
OLD REPUBLIC INTERNATIONAL CORP COM STK USD1**2,873,768 
OLIN CORP COM**9,371,417 
OLLIES BARGAIN OUTLET HLDGS INC COM**3,603,867 
OLYMPUS CORP NPV**6,976,041 
OMNICELL INC COM**611,686 
OMNICOM GROUP INC 3.6% DUE 04-15-20264/15/20263.60%**3,907,973 
OMNICOM GROUP INC COM**19,000,475 
OMRON CORP NPV**472,436 
ON24 INC COM**55,513 
ONCOR ELEC 3.7% DUE 11-15-202811/15/20283.70%**350,765 
ONCOR ELEC DELIVERY CO LLC 4.65% 11-01-202911/1/20294.65%**2,215,997 
ONCOR ELEC FIXED 4.95% DUE 09-15-20529/15/20524.95%**938,825 
ONDAS INC**10,401,173 
ONE 97 COMMUNICATI INR1**140,484 
ONE GAS INC 5.1% 04-01-20294/1/20295.10%**1,454,240 
ONE GAS INC COM**1,502,513 
ONE LIBERTY PPTYS INC COM**19,762 
ONE REIT INC REIT**16,818 
ONEMAIN DIRECT 5.41% DUE 11-14-202911/14/20295.41%**11,677,496 
ONEMAIN FINL 5.84% DUE 09-15-20369/15/20365.84%**9,486,368 
ONEMAIN FINL ISSUANCE TR 2020-2 1.75% 09-14-20359/14/20351.75%**604,457 
ONEMAIN FINL ISSUANCE TR 2021-1 AST BACKED NT CL A-2 FLTG 4.46834 06-16-20366/16/20364.74%**2,903,368 
ONEMAIN FINL ISSUANCE TR 2022-2 ASSET BACKED NT CL A 144A 4.89% 10-14-203410/14/20344.89%**342,943 
ONEMAIN HLDGS INC COM**827,488 
ONEOK INC 4.95% 10-15-203210/15/20324.95%**402,394 
ONEOK INC 5.65% 11-01-202811/1/20285.65%**1,838,884 
ONEOK INC 5.7% 11-01-205411/1/20545.70%**702,022 
ONEOK INC 6.625% DUE 09-01-20539/1/20536.62%**147,199 
ONEOK INC NEW 4% DUE 07-13-20277/13/20274.00%**1,123,842 
ONEOK INC NEW 4.55% DUE 07-15-20287/15/20284.55%**2,007,966 
ONEOK INC NEW 6.5% 09-01-20309/1/20306.50%**1,609,488 
ONESPAN INC COM STK USD0.001**188,517 
ONESPAWORLD HLDGS LTD COM USD0.0001**3,036,543 
ONESTREAM INC CL A CL A**913,155 
ONEX CORP SUB-VTG NPV**560,371 
ONO PHARMACEUTICAL NPV**2,544,713 
ONTARIO PROV CDA 2.0% 10-02-2029 REG10/2/20292.00%**3,992,147 
ONTARIO(PROV OF) 3.8% NTS 02/12/2034 CAD112/2/20343.80%**586,132 
ONTO INNOVATION INC**1,470,466 
ONWARD HOLDINGS NPV**64,710 
OOMA INC COM**28,164 
OOREDOO QAR1**38,442 
OPENDOOR TECHNOLOGIES INC COM**103,961 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
OPENDOOR TECHNOLOGIES INC WT EXP SER A 11-20-2026**61 
OPENDOOR TECHNOLOGIES INC WT EXP SER K 11-20-2026**106 
OPENDOOR TECHNOLOGIES INC WT EXP SER Z 11-20-2026**47 
OPMOBILITY EUR0.06**293,962 
OPPLE LIGHTING CO LTD-A STOCK CONNECT**979,218 
OPT MACHINE VISION A CNY1**195,088 
OPTEX GROUP COMPAN NPV**30,971 
OPTIM CORPORATION NPV**15,434 
OPTION CARE HEALTH INC COM NEW COM NEW**840,116 
OPTORUN CO LTD NPV**132,821 
OR ROYALTIES INC**1,283,277 
ORACLE CORP 1.65% 03-25-20263/25/20261.65%**906,254 
ORACLE CORP 2.65% DUE 07-15-20267/15/20262.65%**9,091,143 
ORACLE CORP 3.6% DUE 04-01-2040 REG4/1/20403.60%**3,987,799 
ORACLE CORP 3.6% DUE 04-01-2050 REG4/1/20503.60%**1,407,173 
ORACLE CORP 3.85% DUE 07-15-20367/15/20363.85%**159,859 
ORACLE CORP 3.9% DUE 05-15-20355/15/20353.90%**59,581 
ORACLE CORP 4% DUE 07-15-20467/15/20464.00%**111,419 
ORACLE CORP 4.2% 09-27-20299/27/20294.20%**1,206,265 
ORACLE CORP 4.45% 09-26-20309/26/20304.45%**2,428,940 
ORACLE CORP 4.8% 08-03-20288/3/20284.80%**1,849,877 
ORACLE CORP 4.8% 09-26-20329/26/20324.80%**873,200 
ORACLE CORP 4.9% 02-06-20332/6/20334.90%**362,064 
ORACLE CORP 5.55% 02-06-20532/6/20535.55%**303,798 
ORACLE CORP 6% 08-03-20558/3/20556.00%**353,951 
ORACLE CORP 6.125% 08-03-20658/3/20656.12%**1,599,742 
ORACLE CORP COM**54,614,216 
ORACLE CORP FIXED 2.3% DUE 03-25-20283/25/20282.30%**2,909,338 
ORACLE CORP FIXED 2.95% DUE 04-01-20304/1/20302.95%**2,920,527 
ORACLE CORP FIXED 3.65% DUE 03-25-20413/25/20413.65%**629,284 
ORACLE CORP FIXED 3.85% DUE 04-01-20604/1/20603.85%**5,704,704 
ORACLE CORP JAPAN NPV**8,415 
ORASURE TECHNOLOGIES INC COM**112,704 
ORICA LIMITED NPV**1,147,011 
ORIENT O/SEAS INTL USD0.10**8,056 
ORIENTAL LAND CO LTD NPV**147,935 
ORIGIN ENERGY LTD NPV**140,278 
ORION CORPORATION SER'B'NPV**3,114,166 
ORION RETAIL PROPE ILS2**1 
ORION S A COM NPV**244,427 
ORIX CORP NPV**293,441 
ORIX JREIT INC REIT**189,888 
ORLA MNG LTD NEW COM**4,445 
ORLEN SA**9,011,275 
ORSERO NPV**810,309 
ORTHOFIX MED INC COM USD0.10**241,256 
OSAKA GAS CO LTD NPV**51,963 
OSB GROUP PLC ORD GBP 0.0100**613,219 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
OSCAR HEALTH INC CL A CL A**1,091,545 
OSCAR US FDG XIV LLC NT CL A-4 144A 2.82% 04-10-20294/10/20292.82%**1,011,211 
OSG CORP NPV**68,546 
OTE(HELLENIC TLCM) EUR2.83(CR)**595,542 
OTIS WORLDWIDE CORP 2.565% DUE 02-15-2030 BEO2/15/20302.56%**299,869 
OTIS WORLDWIDE CORP COM USD0.01 WI**5,046,821 
OTOKAR OTOMOTIV VE TRY1**30,191 
OTSUKA CORP NPV**1,466,045 
OTSUKA HOLDINGS CO LTD**667,973 
OUSTER INC COM NEW**4,869 
OUTFRONT MEDIA INC COM USD0.01(POST REV SPLIT)**1,474,269 
OVERSEAS PVT INVT 3.43% DUE 05-15-20305/15/20303.43%**3,056,519 
OVH GROUPE EUR1**8,750 
OVINTIV INC COM USD0.01**11,379,208 
OVS SPA NPV**1,832,206 
OWENS CORNING NEW 5.5% 06-15-20276/15/20275.50%**1,056,333 
OWENS CORNING NEW COM STK**1,237,165 
OWLET INC CL A NEW**91,295 
OYO CORP NPV**16,106 
OZATA DENIZCILIK TRY1**5,784 
PAC GAS & ELEC CO 3.3% DUE 08-01-20408/1/20403.30%**614,809 
PAC GAS & ELEC CO 4.2% DUE 06-01-20416/1/20414.20%**271,466 
PAC GAS & ELEC CO 5.9% DUE 10-01-205410/1/20545.90%**591,695 
PAC GAS & ELEC CO 6.95% 03-15-20343/15/20346.95%**668,844 
PAC GAS & ELEC CO FIXED 2.1% DUE 08-01-20278/1/20272.10%**6,069,714 
PAC GAS & ELEC CO FIXED 2.95% DUE 03-01-20263/1/20262.95%**598,473 
PAC GAS & ELEC CO FIXED 4.5% DUE 07-01-20407/1/20404.50%**174,812 
PAC GAS & ELEC CO FIXED 4.55% DUE 07-01-20307/1/20304.55%**2,685,570 
PAC GAS & ELEC CO FIXED 4.95% DUE 07-01-20507/1/20504.95%**525,556 
PACCAR FINANCIAL CORP 4.0% 09-26-20299/26/20294.00%**223,518 
PACCAR FINANCIAL CORP 4.0% 11-07-202811/7/20284.00%**1,628,307 
PACCAR FINANCIAL CORP 4.0% 08-08-20288/8/20284.00%**566,676 
PACCAR INC COM**28,116,802 
PACIFIC GAS & ELEC CO 1ST MTG BD 5% 06-04-20286/4/20285.00%**3,836,910 
PACIFIC GAS & ELEC CO 1ST MTG BD 6% 08-15-20358/15/20356.00%**389,044 
PACIFIC GAS & ELEC CO 2.5% DUE 02-01-2031/06-19-2020 REG2/1/20312.50%**4,235,089 
PACIFIC GAS & ELEC CO 3.3% DUE 12-01-202712/1/20273.30%**145,677 
PACIFIC GAS & ELEC CO 4.0% 12-01-204612/1/20464.00%**225,628 
PACIFIC GAS & ELEC CO 4.45% DUE 4-15-20424/15/20424.45%**82,971 
PACIFIC GAS & ELEC CO 5.45% DUE 06-15-2027/06-08-2022 BEO6/15/20275.45%**688,296 
PACIFIC GAS & ELEC CO 5.55% 05-15-20295/15/20295.55%**7,670,132 
PACIFIC GAS & ELEC CO 5.8% 05-15-20345/15/20345.80%**416,089 
PACIFIC GAS & ELEC CO 6.15% DUE 01-15-20331/15/20336.15%**1,418,568 
PACIFIC GAS & ELEC CO 6.7% 04-01-20534/1/20536.70%**846,995 
PACIFIC GAS & ELEC CO 6.75% 01-15-20531/15/20536.75%**1,098,674 
PACIFIC GAS & ELECTRIC CO 5.7% 03-01-20353/1/20355.70%**669,430 
PACIFIC GAS & ELECTRIC CO 6.4% 06-15-20336/15/20336.40%**2,485,281 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PACIFIC METALS CO NPV**328,165 
PACIFICORP 2.7% DUE 09-15-20309/15/20302.70%**956,059 
PACIFICORP 5.3% 02-15-20312/15/20315.30%**205,964 
PACIFICORP 7.375% 09-15-20559/15/20557.38%**1,426,867 
PACKAGING CORP AMER COM ISIN US6951561090**852,761 
PACKAGING CORP AMER SR NT 5.2% 08-15-20358/15/20355.20%**127,111 
PAGAYA TECHNOLOGIES LTD COM USD0.0001 CL A**4,368 
PAGERDUTY INC COM**904,629 
PAGSEGURO DIGITAL LTD COM USD CLS A**1,740,685 
PALANTIR TECHNOLOGIES INC CL A CL A**8,738,546 
PALFINGER AG NPV**50,096 
PALO ALTO NETWORKS INC COM USD0.0001**850,083 
PALOMAR HLDGS INC COM**181,522 
PAN AMERN SILVER CORP COM**1,223,286 
PAN OCEAN CO LTD**22,768 
PANAMA REP 6.875% 01-31-20361/31/20366.88%**326,130 
PANAMA REP GLOBAL BD 4.3% DUE 04-29-2053REG SINKING FUND 04-29-20514/29/20534.30%**225,030 
PANAMA(REPUBLIC OF) 7.875% 03-01-20573/1/20577.88%**232,897 
PANASONIC HOLDINGS CORP NPV**602,874 
PANDORA A/S DKK0.01**131,404 
PANIN FINANCIAL IDR125**11,244 
PANTORO GOLD LIMITED**21,245 
PAPA JOHNS INTL INC COM**6,297,079 
PAR PACIFIC HOLDINGS INC COM NEW COM NEW**839,108 
PARADEEP PHOSPHATE INR10**531,474 
PARAGON BANKING GR ORD GBP1**1,592,521 
PARAGUAY REP BD 144A 6.65% 03-04-20553/4/20556.65%**554,074 
PARKER-HANNIFIN CORP COM**5,908,369 
PARKIN COMPANY PJS AED0.02**313,205 
PARTNER COMMUNICAT ILS0.01**143,642 
PATRICK INDS INC COM**531,524 
PAYCHEX INC 5.1% 04-15-20304/15/20305.10%**3,290,031 
PAYCHEX INC COM**445,803 
PAYCOM SOFTWARE INC COM**25,498 
PAYLOCITY HLDG CORP COM**5,880,248 
PAYONEER GLOBAL INC COM**579,647 
PAYSAFE LTD COM**194,168 
PAYSIGN INC COM**147,614 
PAZ RETAIL AND ENERGY LTD**774,428 
PC CONNECTION INC COM**189,511 
PCA CORPORATION NPV**37,933 
PCCW LIMITED NPV**10,407 
PDF SOLUTIONS INC COM**4,424,718 
PECO ENERGY CO 5.25% 09-15-20549/15/20545.25%**170,720 
PEDIATRIX MEDICAL GROUP INC**106,094 
PEGASYSTEMS INC COM**13,801,411 
PEIJIA MEDICAL LIMITED USD0.0001**12,354 
PELOTON INTERACTIVE INC**696,074 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PENUMBRA INC COM**1,261,362 
PEPPERDINE UNIV FIXED 3.301% DUE 12-01-205912/1/20593.30%**159,062 
PEPSICO INC 4.1% 01-15-20291/15/20294.10%**1,017,016 
PEPSICO INC 4.3% 07-23-20307/23/20304.30%**404,415 
PEPSICO INC COM**12,633,922 
PEPTIDREAM INC NPV**396,305 
PER AARSLEFF HLDNG SER'B'DKK2**47,302 
PERELLA WEINBERG PARTNERS COM USD0.0001 CL A**137,241 
PERENTI LIMITED NPV**476,447 
PERFECT WORLD CO LTD 'A'CNY1 (STOCK CONNECT LINE)**1,701,003 
PERFORMANCE FOOD GROUP CO COM**2,249,169 
PERMIAN RES CORP CL A**5,137,744 
PERNOD RICARD NPV EUR 1.55**7,414,548 
PERPETUA RES CORP COM NPV**129,499 
PERPETUAL LIMITED NPV**5,923 
PERRIGO COMPANY LIMITED COM EUR0.001**3,162,387 
PERSEUS MINING LTD NPV**2,672,122 
PERU REP 2.78% 12-01-206012/1/20602.78%**413,782 
PERU(REP OF) 6.15% GTD 12/08/2032 PEN8/12/20326.15%**3,274,150 
PERU(REPUBLIC OF) 7.3% 12/08/20338/12/20337.30%**678,562 
PETASYS CO LTD**335,205 
PETCO HEALTH & WELLNESS CO INC CL A COM CL A COM**186,014 
PETRO-CDA 7.875% DUE 06-15-20266/15/20267.88%**3,792,594 
PETROLEOS MEXICANOS GTD NT 7.69% DUE 01-23-2050 REG1/23/20507.69%**224,071 
PETRONAS DAGANGAN NPV**48,203 
PEXIP HOLDINGS AS**829,079 
PFIZER INC 4.2% 11-15-203011/15/20304.20%**2,056,127 
PFIZER INC COM**12,501,319 
PFIZER INVESTMENT ENTER 5.34% 05-19-20635/19/20635.34%**466,072 
PFIZER LTD INR10**14,040 
PFS FING CORP 4.94999980927% DUE 02-15-20292/15/20294.95%**7,463,131 
PFS FING CORP 5.52% DUE 10-15-202810/15/20285.52%**2,064,147 
PG& E CORP COM**15,321,684 
PG&E RECOVERY FDG LLC 2.822% 07-15-20467/15/20462.82%**141,138 
PG&E WILDFIRE 3.594% DUE 06-01-20306/1/20303.59%**487,801 
PG&E WILDFIRE RECOVERY FDG LLC 4.263% 06-01-20366/1/20364.26%**4,630,885 
PG&E WILDFIRE RECOVERY FDG LLC 4.674% 12-01-205112/1/20514.67%**438,240 
PG&E WILDFIRE RECOVERY FDG LLC 4.722% 06-01-20376/1/20374.72%**2,973,624 
PG&E WILDFIRE RECOVERY FDG LLC SR SECD RECOVERY BD SER 5.099% 06-01-20546/1/20545.10%**1,242,798 
PGE POLSKA GRUPA PLN8.55**1,561,848 
PHARMAENGINE INC SHS**76,180 
PHARMARESEARCH CO LTD**157,781 
PHARMARON BEIJING CO LTD 144A**59,901 
PHARVARIS BV**112,748 
PHEAA STUDENT LN TR 2021-1 STUD LN AST BACKED NT 144A 4.34176% 05-25-20705/25/20704.52%**1,137,129 
PHILEX MINING CORP PHP1**14,589 
PHILIP MORRIS INTERNATIONAL INC 4.0% 10-29-203010/29/20304.00%**3,738,208 
PHILIP MORRIS INTL 3.25% 6/6/2032 3.25% 06/06/20326/6/20323.25%**697,358 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PHILIP MORRIS INTL 4.375% DUE 11-15-204111/15/20414.38%**160,730 
PHILIP MORRIS INTL 4.875% DUE 04-30-20354/30/20354.88%**100,523 
PHILIP MORRIS INTL 6.375% DUE 05-16-20385/16/20386.38%**223,336 
PHILIP MORRIS INTL COM STK NPV**11,716,578 
PHILIP MORRIS INTL INC 3.125% DUE 03-02-20283/2/20283.12%**4,841,609 
PHILIP MORRIS INTL INC 3.875% 10-27-202810/27/20283.88%**1,858,293 
PHILIP MORRIS INTL INC 4.125% 04-28-20284/28/20284.12%**1,437,806 
PHILIP MORRIS INTL INC 4.625% 10-29-203510/29/20354.62%**328,453 
PHILIP MORRIS INTL INC 4.875 DUE 11-15-204311/15/20434.88%**369,873 
PHILIP MORRIS INTL INC 4.875% 02-13-20292/13/20294.88%**824,523 
PHILIP MORRIS INTL INC 4.875% 02-15-20282/15/20284.88%**2,823,859 
PHILIP MORRIS INTL INC 4.89% 04-30-20304/30/20304.38%**2,299,673 
PHILIP MORRIS INTL INC 5.125% 02-13-20312/13/20315.12%**8,431,998 
PHILIP MORRIS INTL INC 5.375% 02-15-20332/15/20335.38%**418,972 
PHILIP MORRIS INTL INC NT 4.25% 10-29-203210/29/20324.25%**197,094 
PHILIPPINES(REPUBLIC OF) 5.175% 09-05-20499/5/20495.18%**190,752 
PHILLIPS 66 COM**343,634 
PHILLIPS 66 FIXED 1.3% DUE 02-15-20262/15/20261.30%**2,037,159 
PHILLIPS EDISON GROCERY 5.25% 08-15-20328/15/20325.25%**3,141,500 
PHINIA INC COM USD0.01 WI**560,699 
PHISON ELECTRONICS TWD10**1,522,891 
PHOENIX ED PARTNERS INC COM**279,396 
PHOENIX FINANCE LTD**446,336 
PHOENIX MILLS INR2**803,127 
PHREESIA INC COM**626,751 
PHX ENERGY SVCS CO COM NPV**95,751 
PHYSICIANS RLTY L P 2.625% 11-01-203111/1/20312.62%**306,104 
PICC PROPERTY & CA 'H'CNY1**12,611 
PICTON PROP INCOME ORD NPV**309,719 
PIEDMONT NAT GAS 3.64% DUE 11-01-204611/1/20463.64%**598,950 
PIGEON CORP NPV**88,417 
PILGRIMS PRIDE CORP**617,875 
PING AN INSURANCE GROUP H CNY1**3,670,364 
PINNACLE INV MGMT NPV**224,612 
PINNACLE W. CAP CORP COM**2,273,292 
PINNACLE WEST CAPITAL CORP 5.15% 05-15-20305/15/20305.15%**1,010,771 
PINTEREST INC CL A CL A**1,610,177 
PIONEER NAT RES CO 1.125% DUE 01-15-2026 REG1/15/20261.12%**914,022 
PIRAEUS BANK SA EUR0.93**39,984 
PIXART IMAGING TWD10**225,569 
PLAINS ALL AMERICAN PIPELINE LP 5.95% 06-15-20356/15/20355.95%**782,920 
PLAINS ALL AMERN 4.5% DUE 12-15-202612/15/20264.50%**1,434,305 
PLAINS ALL AMERN PIPELN L P / PAA SR NT 5.6% 01-15-20361/15/20365.60%**157,147 
PLAINS ALL AMERN PIPELN L P/PAA 4.9% 02-15-20452/15/20454.90%**219,561 
PLAN & PLAN DESENV COM NPV**22,074 
PLANET LABS PBC COM CL A COM USD0.0001 CL A**2,455,258 
PLAYTECH PLC ORD NPV**117,920 
PLEXUS CORP COM**788,067 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PLOVER BAY TECHNOL HKD0.01**7,683 
PLUS500 LTD ORD ILS0.01 (DI)**535,956 
PNC BK N A PITT PA FIXED 4.775% DUE 01-15-20271/15/20274.78%**3,559,907 
PNC BK NA 4.543% 05-13-20275/13/20274.54%**8,691,133 
PNC FINANCIAL SERVICES 5.3% 01-21-20281/21/20285.30%**227,938 
PNC FINANCIAL SERVICES 5.373% 07-21-20367/21/20365.37%**206,127 
PNC FINANCIAL SERVICES 5.939% 08-18-20348/18/20345.94%**424,727 
PNC FINANCIAL SERVICES GROUP COM STK**21,396,077 
PNC FINL SVCS 2.55% DUE 01-22-20301/22/20302.55%**2,750,140 
PNC FINL SVCS GROUP INC 5.222% 01-29-20311/29/20315.22%**4,452,585 
POOL CORP COM STK**3,134,561 
POONAWALLA FINCORP LIMITED INR2**18,914 
POONGSAN CORP KRW5000**424,285 
POP MART INTL GRP LTD**487,125 
POPULAR INC COM NEW COM USD6 (POST REV SPLIT)**4,162,953 
PORR AG NPV**71,930 
PORSCHE INNOVATIVE 4.66% DUE 02-20-20302/20/20304.66%**1,260,303 
PORSCHE INNOVATIVE 4.67% DUE 11-22-202711/22/20274.67%**642,555 
PORT AUTH N Y & N J 4.458% 10-01-2062 BEO TAXABLE10/1/20624.46%**234,619 
PORT MORROW ORE TRANSMISSION FACS REV 2.987% 09-01-2036 BEO TAXABLE9/1/20362.99%**5,194,635 
POSIFLEX TECH INC**5,633 
POST HLDGS INC 6.5% DUE 03-15-20363/15/20366.50%**600,877 
POSTAL REALTY TRUST INC COM USD0.01 CL A**60,638 
POSTAL SAVINGS BANK OF CHINA (LOCAL 1658)**9,187,569 
POTLATCHDELTIC CORPORATION**9,815,755 
POWELL INDS INC COM**2,031,904 
POWER ASSETS HLDGS NPV**187,766 
POWER CORP CANADA SUB-VTG NPV**596,053 
POWER GRID CORP INR10**110,245 
POWERTECH TECHNOLO TWD10**660,715 
PP LONDON SUMATRA IDR100.00**85,875 
PPG IND INC COM**17,991,464 
PPL CAPITAL FUNDING INC 5.25% 09-01-20349/1/20345.25%**559,321 
PPL CORP COM ISIN US69351T1060**7,347,196 
PRA GROUP INC COM**398,998 
PRARAM 9 HOSPITAL THB1(NVDR)**331,501 
PRAXIS PRECISION MEDICINES INC COM NEW**2,798,851 
PRECISION 4.375% DUE 06-15-20456/15/20454.38%**218,342 
PRECISION TSUGAMI HKD1**600,396 
PREMIUM GROUP CO L NPV**25,964 
PRESIDENT & FELLOWS HARVARD COLLEGE 4.887% 03-15-20303/15/20304.89%**5,057,822 
PRICOL LTD INR1 (POST SCHEME)**130,728 
PRIMARIS REAL TR UNIT SER A**1,688,554 
PRIMERICA INC COM**37,721 
PRIMORIS SVCS CORP COM**3,375,118 
PRIN FINL GROUP 3.7% DUE 05-15-20295/15/20293.70%**24,599 
PRINCIPAL FINL GROUP INC COM STK**48,692 
PRIORITY TECHNOLOGY HLDGS INC COM**12,361 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PRKCM 2023-AFC4 TR 7.225% DUE 11-25-205811/25/20587.22%**886,273 
PRM TR 2025-PRM6 COML MTG PASSTHRU CTF CL A 4.4803% 07-05-20337/5/20334.48%**999,114 
PRO MEDICUS NPV**5,153,136 
PROCREDIT HOLDING NPV**413,415 
PROCTER & GAMBLE COM NPV**9,150,057 
PROG HOLDINGS INC COM**769,247 
PROGRESS RESDNTL 2.393% DUE 12-17-204012/17/20402.39%**1,568,291 
PROGRESS RESDNTL 2.425% DUE 07-17-20387/17/20382.42%**1,249,307 
PROGRESS RESDNTL 3.4% DUE 02-17-20422/17/20423.40%**970,646 
PROGRESS RESDNTL 3.4% DUE 04-17-20414/17/20413.40%**2,385,357 
PROGRESS RESIDENTIAL 2021-SFR6 TR SINGLEFAMILY RENT PASS 1.524% 07-17-20387/17/20381.52%**3,631,177 
PROGRESS RESIDENTIAL 2022-SFR6 TR RENT PASSTHRU CTF CL C 144A 5.195% 07-20-20397/20/20395.20%**2,004,425 
PROGRESSIVE CORP OH COM**54,843,174 
PROLOGIS INC COM**29,492,524 
PROLOGIS L P 4.75% 01-15-20311/15/20314.75%**4,190,063 
PROLOGIS L P 4.875% 06-15-20286/15/20284.88%**815,197 
PROLOGIS L P FIXED 2.125% DUE 10-15-205010/15/20502.12%**281,076 
PROLOGIS L P SR NT 3.375% 12-15-202712/15/20273.38%**495,853 
PROLOGIS LP 3.0% DUE 04-15-20504/15/20503.00%**132,401 
PROLOGIS TARGETED 4.25% DUE 01-15-20311/15/20314.25%**298,061 
PROMOTORA Y OPERADORA DE INFRACOM NPV**64,383 
PROSPERITY BANCSHARES INC COM**1,819,321 
PROTAGONIST THERAPEUTICS INC COM**420,717 
PROTECTIVE LIFE GF 5.432% 01-14-20321/14/20325.43%**3,125,159 
PROTHENA CORP PLC USD0.01**287,121 
PROTO LABS INC COM**54,587 
PROVID HLTH & SVCS 2.746% DUE 10-01-202610/1/20262.75%**1,486,902 
PRUDENTIAL FINL INC 3.935% DUE 12-07-204912/7/20493.94%**178,798 
PRUDENTIAL FINL INC COM**484,142 
PRUDENTIAL PLC GBP0.05**6,455,146 
PRYSMIAN SPA NPV**1,576,535 
PSG FINANCIAL SERVICES LIMITED**65,625 
PSK INC KRW500**102,743 
PT BANK DANAMON 'A' IDR50000 & 'B' IDR500**96,030 
PT BANK NEGARA IND LKD SHS(IDR3750 & IDR187.5)**84,281 
PT BUMI RESOURCES MINERALS TBK IDR625**387,299 
PTC INDIA LTD INR10**199,549 
PTC THERAPEUTICS INC COM**2,380,586 
PTT EXPLORTN & PRD THB1(NVDR)**3,433,937 
PTT GLOBAL CHEMICAL PUBLIC CO LTD THB10(NVDR)**18,864 
PUB SERVICE ENTERPRISE GROUP INC COM**144,058 
PUB STORAGE COM**3,968,015 
PUB SVC ELEC & GAS FIXED 3.65% DUE 09-01-20289/1/20283.65%**5,113,625 
PUBLIC JOINT STOCK COMPANY MAGNIT RUB0.01(RUB)**142,617 
PUBLIC SERVICE CO OF OKLAHOMA 5.2% 01-15-20351/15/20355.20%**70,913 
PUBLIC SERVICE CO OF OKLAHOMA 5.25% 01-15-20331/15/20335.25%**513,773 
PUBLIC SERVICE COLORADO 5.35% 5-15-20345/15/20345.35%**4,632,271 
PUBLIC SERVICE ELECTRIC 4.85% 08-01-20348/1/20344.85%**3,537,810 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PUBLIC SERVICE ENTERPRISE 5.2% 04-01-20294/1/20295.20%**200,565 
PUBLIC SERVICE ENTERPRISE GROUP INC 5.85% DUE 11-15-2027 BEO11/15/20275.85%**1,691,942 
PUBLIC SERVICE ENTERPRISE GROUP INC 1.6%DUE 08-15-2030 BEO8/15/20301.60%**1,556,988 
PUBLIC STORAGE 5.125% 01-15-20291/15/20295.12%**562,412 
PUBLIC SVC CO OKLA 2.2% DUE 08-15-20318/15/20312.20%**1,776,399 
PUBLIC SVC CO OKLA 5.45% 01-15-20361/15/20365.45%**339,114 
PUBLIC SVC ENTERPRISE GROUP INC 4.9% 03-15-20303/15/20304.90%**2,351,715 
PUBMATIC INC CL A COM CL A COM**224,198 
PUGET ENERGY INC 5.725% 03-15-20353/15/20355.72%**437,032 
PUGET ENERGY INC FIXED 2.379% DUE 06-15-20286/15/20282.38%**119,675 
PUGET ENERGY INC SR NT 5.33% 06-15-20346/15/20345.33%**5,051,830 
PULTE GROUP INC**2,111 
PURE STORAGE INC CL A CL A**1,509,601 
PUUILO OYJ NPV**47,535 
PVH CORP COM USD1**831,048 
PVPTL ASB BK LTD SR MEDIUM TERM NTS BOOK ENTRY 1.625% 10-22-202610/22/20261.62%**1,963,337 
PVPTL COMM MORTGAGE TRUST SER 2016-787S CL A BNDS 3.545% 02-10-20362/10/20363.54%**1,789,346 
PVPTL DELTA AIR LINES/SKYMILES 4.75% DUE 10-20-202810/20/20284.75%**2,384,635 
PVPTL MID-ATLANTIC INTST TRANSMISSION LLC 4.1% DUE 05-15-20285/15/20284.10%**1,561,395 
PVT PLBNP PARIBAS SR NON PFD 5.198% 01-10-20301/10/20305.20%**1,453,935 
PVTPL 1166 AVE OF THE AMERS COML MTG TR II 2005-C6 COML 5.6896% 10-13-203710/13/20375.69%**1,046,861 
PVTPL 37 CAPITAL CLO LTD SR 21-1A CL AR FLTG 10-15-203410/15/20345.18%**3,002,709 
PVTPL 37 CAPITAL CLO LTD SR 22-1A CL A1R FLTG RT07-15-20347/15/20345.19%**4,002,907 
PVTPL 720 EAST CLO LTD. SR 23-IA CL A1R FLTG RT 04-15-20384/15/20385.27%**2,809,845 
PVTPL ABN AMRO BANK N V 5.515% 12-03-203512/3/20355.52%**413,780 
PVTPL AFFIRM INC SR 25-X2 CL A 4.45% 10-15-203010/15/20304.45%**1,238,345 
PVTPL AIA GROUP LTD 5.4% 09-30-20549/30/20545.40%**192,223 
PVTPL AIA GROUP LTD GLOBAL MEDIUM TERM NTS BOO 3.2% DUE 09-16-20409/16/20403.20%**238,503 
PVTPL AIB GROUP PLC 5.32% 05-15-20315/15/20315.32%**619,726 
PVTPL AIB GROUP PLC 6.608% 09-13-20299/13/20296.61%**5,619,357 
PVTPL AIG GLOBAL FDG SR SECD MEDIUM TERMNTS B 5.75% 07-02-20267/2/20265.75%**1,648,394 
PVTPL AIMCO SR 22-17A CL A1R FLTG RT 07-20-20377/20/20375.21%**1,991,863 
PVTPL AIR CANADA 2017-1AA PTT 3.3% 07-15-20317/15/20313.30%**404,262 
PVTPL AIR CDA PASS THRU TR 2017-1 PVTPL AIR CANADA BNDS 3.55% DUE 07-15-20317/15/20313.55%**250,679 
PVTPL AIRCASTLE LTD 2.85% DUE 01-26-2028BEO1/26/20282.85%**1,749,303 
PVTPL AIRCASTLE LTD/AIRCASTLE IRELAND 5.25% 03-15-20303/15/20305.25%**275,829 
PVTPL AKER BP ASA 5.125% 10-01-203410/1/20345.12%**196,014 
PVTPL AKER BP ASA 5.8% 10-01-205410/1/20545.80%**319,237 
PVTPL ALIGNED DATA CTRS ISSUER LLC 21-1A CL A2 1.937% DUE 08-15-2046 BEO8/15/20461.94%**2,905,998 
PVTPL ALLIANT ENERGY FIN 5.4% 06-06-20276/6/20275.40%**1,170,776 
PVTPL AMERICAN HERITAGE AUTO RECEIVABLES TR SR 24-1A CL A3 4.9% 09-17-20299/17/20294.90%**1,161,827 
PVTPL AMERICAN MONEY MANAGEMENT CORP SR 22-27A A1R FLTG RT 01-20-20371/20/20374.96%**1,697,604 
PVTPL AMERICAN NATL GLOBAL FDG 4.625%12-15-202812/15/20284.62%**3,011,365 
PVTPL AMMC CLO 30 LTD/AMMC CLO 30 LLC SR24-30A CL A1 VAR RT DUE 01-15-20371/15/20375.58%**3,536,722 
PVTPL AMSR TRUST 21-SFR2 C 958609% 08-17-20268/17/20381.88%**2,105,889 
PVTPL AMSR TRUST SR 21-SFR3 CL A 1.476% 10-17-203810/17/20381.48%**2,934,015 
PVTPL ANCHORAGE CAP CLO SR 15-7A CL AR3 FLTG RT 04-28-20374/28/20375.42%**8,280,294 
PVTPL ANCHORAGE CR FDG LTD SER 15-1A CL ARV 3.9% 07-28-2037 BEO7/28/20373.90%**817,945 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL ANCHORAGE CREDIT FUNDING SR 25-19A CL A 5.036% 10-25-204010/25/20405.04%**1,472,803 
PVTPL ANTOFAGASTA PLC 2.375% DUE 10-14-2030/10-14-2020 BEO10/14/20302.38%**271,888 
PVTPL APEX CR CLO LTD SER 20-1A CLA R FLTG RT 04-20-20354/20/20355.33%**2,241,178 
PVTPL APIDOS CLO LTD SER 18-18A CL A1R2 FLTG 01-22-20381/22/20385.19%**17,055,675 
PVTPL APIDOS CLO LTD SR 19-32A CL A1R FLTG 01-20-20331/20/20334.98%**222,870 
PVTPL AQUA FIN TR 2021-A SR 21-A CL A 1.54% DUE 07-17-2046 BEO7/17/20461.54%**800,213 
PVTPL ARBOR RLTY COML REAL ESTATE NTS 2021-FL4 SR 21-FL4 CL A 11-15-203611/15/20365.21%**437,608 
PVTPL ARES CLO LTD SER 25-ALF9A CL A1 FLTG 03-31-20383/31/20385.08%**6,498,794 
PVTPL ARES XXVII CLO LTD SR 13 2A CL A-R3 FLTG 10-28-203410/28/20345.01%**3,901,740 
PVTPL ARI FLEET LEASE TR SR 24-A CL A2 5.3%11-15-203211/15/20325.30%**978,451 
PVTPL ARI FLEET LEASE TRUST SR 25-B CL A2 4.59% 03-15-20343/15/20344.59%**5,239,236 
PVTPL ASHTEAD CAPITAL 2.45% 08-12-20318/12/20312.45%**1,339,994 
PVTPL ATHENE GLOBAL FDG MEDIUM TERM SR SECD NT 1.45% 01-08-20261/8/20261.45%**499,775 
PVTPL ATHENE GLOBAL FUNDING 4.86% 08-27-20263/25/20275.52%**3,613,617 
PVTPL ATHENE GLOBAL FUNDING 4.95% 01-07-20271/7/20274.95%**3,305,050 
PVTPL ATHENE GLOBAL FUNDING 5.033% 07-17-20307/17/20305.03%**806,683 
PVTPL ATHENE GLOBAL FUNDING 5.38% 01-07-20301/7/20305.38%**7,162,866 
PVTPL ATLANTIC AVENUE LTD SR 25-4A CL A FLTG RT 10-15-203810/15/20385.15%**3,211,255 
PVTPL ATLAS SR LN FD XIV LTD/ATLAS SR LN FD SR 19-14A CL AR VAR RT 07-20-20327/20/20325.31%**3,793,703 
PVTPL AVIATION CAPITAL GROUP 5.125% 04-10-20304/10/20305.12%**1,642,382 
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SR 2023-8 CL A 6.02% DUE 02-20-20302/20/20306.02%**5,451,260 
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLC SRS 20-2 CL A 2.02% DUE 02-20-20272/20/20272.02%**825,982 
PVTPL AVIS BUDGET RENT CAR FDG AESOP LLCSER 21-2A CL A 1.66% DUE 02-20-20282/20/20281.66%**17,983,269 
PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP 5.36% 06-20-20306/20/20305.36%**3,321,572 
PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 23-3A CL A 5.24% DUE 02-22-20282/22/20285.44%**3,238,363 
PVTPL AVIS BUDGET RENTAL CAR FNDG AESOP SER 24-3A CL A 5.23% 12-20-203012/20/20305.23%**2,475,857 
PVTPL AVOLON HLDGS FDG LTD 2.528% DUE 11-18-202711/18/20272.53%**542,034 
PVTPL AVOLON HLDGS FDG LTD 4.7% 01-30-20311/30/20314.70%**601,802 
PVTPL AVOLON HLDGS FDG LTD 4.95% 01-15-20281/15/20284.95%**560,710 
PVTPL AVOLON HLDGS FDG LTD 5.15% 01-15-20301/15/20305.15%**432,412 
PVTPL AVOLON HOLDINGS FNDG LTD 4.95% 10-15-203210/15/20324.95%**4,062,119 
PVTPL AVOLON HOLDINGS FNDG LTD 5.75% 11-15-202911/15/20295.75%**197,244 
PVTPL AXIS EQUIPMENT FINANCE RECEIVABLESSER 22-2A CL A2 5.3% DUE 06-21-20286/21/20285.30%**69,442 
PVTPL BABSON CLO LTD SR 25-3A CL A1 FLTG RT 03-31-20383/31/20385.38%**6,272,037 
PVTPL BACARDI LTD GTD NT 144A 4.7% DUE 05-15-2028/04-30-2018 BEO5/15/20284.70%**1,410,773 
PVTPL BAE SYS PLC 1.9% DUE 02-15-2031/09-15-2020 BEO2/15/20311.90%**355,152 
PVTPL BAE SYS PLC 5.0% 03-26-20273/26/20275.00%**2,541,574 
PVTPL BAE SYS PLC 5.125% 03-26-20293/26/20295.12%**730,210 
PVTPL BAIN CAP CR CLO 2022-2/BAIN CAP CLO 20 SR 22-2A CL A1R VAR RT 4-22-20354/22/20355.01%**2,300,587 
PVTPL BAIN CAPITAL CREDIT CLO LIMITED SER 25-1A CL A1 FLTG 04-23-20384/23/20385.02%**499,668 
PVTPL BAIN CAPITAL CREDIT CLO LIMITED SR 18-2A CLA1R FLTG RT 07-19-20317/19/20314.96%**199,512 
PVTPL BAIN CAPITAL CREDIT CLO LIMITED SR20-5A CL ARR FLTG 04-20-20344/20/20345.03%**1,219,750 
PVTPL BALLYROCK LTD SR 22-19A CL A1R FLTG RT 04-20-20354/20/20354.99%**1,149,669 
PVTPL BANK IRELAND GROUP PLC 5.601% 03-20-20303/20/20305.60%**5,195,080 
PVTPL BANK OF IRELAND GROUP 2.029% 09-30-20279/30/20272.03%**610,244 
PVTPL BANQUE FED CRED MUTUEL 5.194% 02-16-20282/16/20285.19%**3,886,787 
PVTPL BATTALION CLO LTD SR 25-29A CL A1 FLTG RT 03-31-20383/31/20385.68%**6,171,700 
PVTPL BAYER US FINANCE LLC 6.375% 11-21-203011/21/20306.38%**642,019 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC 3RD PRTY SECD CL B FLTG 12-18-203612/16/20365.80%**4,997,110 
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC SR SECD NT CL A FLTG 12-18-203612/16/20365.20%**283,106 
PVTPL BEIGNET INV LLC 6.581% 05-30-20495/30/20496.58%**53,356,289 
PVTPL BENEFIT STREET PARTNERS CLO LTD SR 20-21A CL A1R2 FLTG 01-15-20391/15/20395.16%**2,003,197 
PVTPL BENEFIT STREET PARTNERS CLO LTD SR22-29A CL AR FLTG 01-25-20381/25/20385.04%**1,649,219 
PVTPL BIMBO BAKERIES USA INC 5.375% 01-09-20361/9/20365.38%**328,068 
PVTPL BIRCH GROVE CLO LTD SER 25-13A CL A1 FLTG 10-23-203810/23/20385.47%**2,104,816 
PVTPL BLUEMOUNTAIN CLO LTD SE 15-3A CL A1R FLTG 04-20-20314/20/20315.15%**763,895 
PVTPL BLUEMOUNTAIN CLO SER 18-2A CLS A VAR RT 08-15-20318/15/20315.22%**209,695 
PVTPL BLUEMOUNTAIN CLO XXII LTD 18-1A CL A-1 FLTG RT 07-15-20317/15/20315.25%**173,175 
PVTPL BMW US CAPITAL LLC 4.15% 08-11-20278/11/20274.15%**1,156,814 
PVTPL BMW US CAPITAL LLC 4.5% 08-11-20308/11/20304.50%**732,203 
PVTPL BNP PARIBAS 1.323% 01-13-20271/13/20271.32%**3,250,222 
PVTPL BNP PARIBAS 3.052% 01-13-20311/13/20313.05%**402,691 
PVTPL BNP PARIBAS 3.132% 01-20-20331/20/20333.13%**913,334 
PVTPL BNP PARIBAS 5.176% 01-09-20301/9/20305.18%**3,105,381 
PVTPL BNP PARIBAS 5.283%11-19-203011/19/20305.28%**3,682,440 
PVTPL BNP PARIBAS 5.894% 12-05-203412/5/20345.89%**4,386,318 
PVTPL BNP PARIBAS FLTG RT 05-09-20295/9/20294.79%**4,546,695 
PVTPL BNP PARIBAS MEDIUM TERM NTS BOOK ENTRY 5.335% 06-12-20296/12/20295.34%**5,129,487 
PVTPL BNP PARIBAS SR 2.159% 09-15-20299/15/20292.16%**3,287,124 
PVTPL BNP PARIBAS SR NON PFD 1.904% 09-30-20289/30/20281.90%**3,175,717 
PVTPL BNP PARIBAS SR NON PFD MED 4.4% 08-14-20288/14/20284.40%**1,052,359 
PVTPL BOOZ ALLEN HAMILTON INC 144A 3.875% DUE 09-01-2028 BEO9/1/20283.88%**155,145 
PVTPL BOSTON GAS CO 5.843% 01-10-20351/10/20355.84%**952,286 
PVTPL BPCE 6.293% 01-14-20361/14/20366.29%**834,082 
PVTPL BPCE SA 5.389% 05-28-20315/28/20315.39%**1,685,941 
PVTPL BPCE SA 5.716% 01-18-20301/18/20305.72%**5,339,309 
PVTPL BPCE SA 6.027% 05-28-20365/28/20366.03%**315,271 
PVTPL BPCE SA 7.003% 10-19-203410/19/20347.00%**724,849 
PVTPL BQE FEDERATIVE DU CRED.MUTUEL-BFCM 5.538% 01-22-20301/22/20305.54%**987,765 
PVTPL BRITISH AIRWAYS CAPITAL 3.3% 06-15-20346/15/20343.30%**101,724 
PVTPL BRITISH AWYS PASS THRU TR 2018-1A 4.125% 09-20-20313/20/20334.12%**245,843 
PVTPL BRITISH AWYS PASS THRU TR 2018-1AA 3.8% 09-20-20319/20/20313.80%**276,769 
PVTPL BROADCOM INC 3.137% DUE 11-15-2035 BEO11/15/20353.14%**2,613,876 
PVTPL BROADCOM INC AVGO 3.187 11/15/36 3.187% DUE 11-15-2036/09-30-2021 BEO11/15/20363.19%**4,503,698 
PVTPL BROADCOM INC NT 4.926% 05-15-20375/15/20374.93%**247,314 
PVTPL BUSINESS JET SECS 2022-1 LLC SER 22-1A CL A 4.455% 06-15-20376/15/20374.46%**952,632 
PVTPL BX COML MTG TR 2024-XL4 FLTG 02-15-20392/15/20395.19%**1,889,714 
PVTPL CADILLAC FAIRVIEW CORP 2.5% DUE 10-15-2031 BEO10/15/20312.50%**1,822,763 
PVTPL CAIXABANK S A 4.634% 07-03-20297/3/20294.63%**1,301,162 
PVTPL CAIXABANK S A 5.673% 03-15-20303/15/20305.67%**5,302,558 
PVTPL CAIXABANK S A 6.684% 09-13-20279/13/20276.68%**595,167 
PVTPL CAIXABANK SA 5.581% 07-03-20367/3/20365.58%**926,439 
PVTPL CAIXABANK SA 6.037% 06-15-20356/15/20356.04%**747,707 
PVTPL CAMERON LNG LLC 2.902% 07-15-20317/15/20312.90%**2,659,749 
PVTPL CAMERON LNG LLC 3.302% DUE 01-15-20351/15/20353.30%**100,774 
PVTPL CANTOR FITZGERALD LP 7.2% 12-12-202812/12/20287.20%**743,359 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL CAPITAL AUTOMOTIVE REIT SR 23-1A CL A1 5.75% 09-15-20539/15/20535.75%**1,839,210 
PVTPL CARLYLE GLOBAL MARKET STRATEGIES SR 17-3A CL A1R2 FLTG RT 10-21-203710/21/20375.27%**8,384,106 
PVTPL CARLYLE US CLO 2021-4 LTD CL A-2 FLTG DUE 04-20-2034 BEO4/20/20345.55%**2,605,149 
PVTPL CARVAL CLO LTD SER 24-3A CL A1 FLTG RT 10-20-203710/20/20375.27%**842,932 
PVTPL CASSA DEPOSITI E PRESTIT 5.875% 04-30-20294/30/20295.88%**842,870 
PVTPL CASSA DEPOSITI E PRESTITI 4.375% 10-01-203010/1/20304.38%**1,300,938 
PVTPL CDP FINANCIAL INC. DTD 11-25-2025 FLTG RT CP 11-24-2026**4,499,439 
PVTPL CF HIPPOLYTA ISSUER LLC SER 20-1 CL A1 1.69% DUE 07-15-2060 BEO7/15/20601.69%**299,143 
PVTPL CHENIERE ENERGY PARTNERS 5.55% 10-30-203510/30/20355.55%**281,881 
PVTPL CHEVRON PHILLIPS CHEM CO 4.75%05-15-20305/15/20304.75%**131,777 
PVTPL CHILE ELECTRICITY LUX MPC 6.01% 07-20-20241/20/20336.01%**375,689 
PVTPL CIFC FDG LTD SER 22-4A CL AR FLTG 07-16-20357/16/20354.98%**799,940 
PVTPL CIFC FUNDING LTD SER 19-6A CL A2R FLTG RT 07-16-20377/16/20375.59%**1,595,578 
PVTPL CITIZENS AUTO RECEIVABLES TR 2023-2 5.74% 10-15-203010/15/20305.74%**1,477,597 
PVTPL CLECO POWER LLC 5.3% 01-15-20361/15/20365.30%**202,074 
PVTPL CLYDESDALE ACQUISITION HLDGS INC 6.75% 04-15-20324/15/20326.75%**308,482 
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL D 144A 5.6896 10/13/203710/13/20375.69%**469,470 
PVTPL CMO 1166 AVE OF THE AMERS COML 2005-C6A CL F 144A 5.6896 10/13/203710/13/20375.69%**358,270 
PVTPL CMO ARBOR MULTIFAMILY MTG SECS SER 20-MF1 CL A5 2.7563% DUE 05-15-2053 BEO5/15/20532.76%**1,128,652 
PVTPL CMO ARROYO MTG TR 2022-2 SR 22-2 CL A1 4.95% DUE 07-25-2057 BEO7/25/20574.95%**3,260,704 
PVTPL CMO BBCCRE TRUST SER 2015-GTP CL A 3.966% 08-10-20338/10/20333.97%**1,024,831 
PVTPL CMO BENCHMARK 2020-IG3 MTG TR SR 20-IG3 CL A2 2.475% UE 09-15-20489/15/20482.48%**2,870,579 
PVTPL CMO BFLD COML MTG TR 2025-5MW BFLD2025-5MW A VAR RT DUE 10-10-2042 BEO10/10/20424.67%**3,228,730 
PVTPL CMO BFLD TRUST SER 24-WRHS CL A FLTG 08-15-20267/15/20395.24%**1,344,565 
PVTPL CMO BFLD TRUST SR 24-UNIV CL A FLTG 11-15-202911/15/20415.24%**700,437 
PVTPL CMO BFLD TRUST SR 25-660F CL A FLTG 11-15-204211/15/20425.25%**1,709,794 
PVTPL CMO BOCA COML MTG TR SR 25-BOCA CL A FLTG 12-15-204212/15/20425.45%**3,003,747 
PVTPL CMO BSPRT ISSUER LTD SR 25-FL12 CL A FLTG 01-17-20431/17/20435.12%**997,828 
PVTPL CMO BX TR SR 24-AIR2 CL A FLTG 10-15-204110/15/20415.24%**2,472,959 
PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO6/15/20365.66%**1,499,065 
PVTPL CMO BX TR 2021-VIEW VAR RT DUE 06-15-2023 BEO6/15/20366.21%**1,998,761 
PVTPL CMO BX TR SR 25-LIFE CL A VAR 06-13-20476/13/20475.88%**2,254,113 
PVTPL CMO BX TR SR 25-TAIL CL A FLTG RT 06-15-20356/15/20355.15%**2,000,000 
PVTPL CMO BX TRUST SR 24-BRBK CL A FLTG 10-15-204110/15/20416.61%**990,315 
PVTPL CMO BX TRUST SR 24-PALM CL A FLTG RT 06-15-20376/15/20375.29%**2,597,774 
PVTPL CMO BX TRUST SR 25-GW CL B FLTG RT07-15-20427/15/20425.60%**1,002,480 
PVTPL CMO BX TRUST VAR RT DUE 07-15-2029BEO6/15/20415.24%**1,794,438 
PVTPL CMO CIP COML MTG TR 2025-SBAY CIP 25-SBAY VAR RT DUE 10-15-2037 BEO10/15/20375.15%**1,851,718 
PVTPL CMO COLONY MTG CAP LTD SR 19-IKPR CL A FLTG 11-15-203811/15/20385.28%**410,348 
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER 2014-USA CL A2 3.953% DUE 09-15-20379/15/20373.95%**1,837,749 
PVTPL CMO CSMC 2019-AFC1 TR MTG BACKED NT CL A-1 144A VAR RT DUE 07-25-2049 BEO7/25/20493.57%**837,870 
PVTPL CMO DBC MORTGAGE TRUST SR 25-DBC CL A FLTG 06-15-203811/15/20425.10%**3,857,977 
PVTPL CMO EQUS 2021-EQAZ MTG TR SR 21-EQAZ CL B VAR RT DUE 10-15-2036 BEO10/15/20385.12%**1,033,314 
PVTPL CMO FS RIALTO ISSUER LTD SR 25-FL10 CL A FRN 02-01-20308/19/20425.12%**999,893 
PVTPL CMO GREYSTONE COMMERCIAL REAL ESTATE NOTES SR 25-FL4 CL A FRN 01-15-20431/15/20435.23%**2,000,058 
PVTPL CMO GS MTG SECS CORP SER 2017-GPTX CL B 3.103915% FIXED 05-10-20345/10/20343.10%**521,247 
PVTPL CMO HERO FDG 2016-3 NT CL A-1 144A3.07999992371% DUE 09-20-2042 BEO9/20/20423.08%**9,587 
PVTPL CMO HUDSON YARDS SR 25-SPRL CL A FLTG RT 01-13-20301/13/20405.47%**1,483,584 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL CMO J P MORGAN CHASE COML MOTGAGE SECS SER 20-MKST CL A FRN 12-15-2036 BEO12/15/20365.21%**2,397,600 
PVTPL CMO MADISON AVENUE TRUST SR 25-11MD CL A VAR 10-15-204210/15/20424.91%**1,004,704 
PVTPL CMO MORGAN STANLEY CAP I TR SR 24-NSTB CL A VAR 09-24-20579/24/20573.90%**634,822 
PVTPL CMO MORGAN STANLEY CAP I TR SRS 20-CNP CL A VAR RT DUE 04-05-20424/5/20422.43%**1,330,414 
PVTPL CMO MSDB TR 2017-712F CL A VAR RT DUE 07-11-2039 BEO7/11/20393.32%**6,477,436 
PVTPL CMO NEW ORL HOTEL TR 2019-HNLASER 19-HNLA CLS A VAR RT DUE 04-15-2032 BEO4/15/20324.79%**1,788,958 
PVTPL CMO NEW RESIDENTIAL MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO7/25/20592.75%**157,699 
PVTPL CMO NEW RESIDENTIAL MTG LN TR 20-RPL1 CL A-1 VAR RT DUE 11-25-205911/25/20592.75%**141,460 
PVTPL CMO NYC COMMERCIAL MORTGAGE TRUST SR 24-3ELV CL A FLTG RT 08-15-20298/15/20295.74%**972,821 
PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CL A 144A 3.6139% 02-10-2032 BEO2/10/20323.61%**4,535,538 
PVTPL CMO PRPM SER 23-NQM3 CL A1 STEP 11-25-206811/25/20686.22%**325,447 
PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-20492/16/20553.94%**4,016,873 
PVTPL CMO SMB PRIVATE ED LN TR 2022-B 0%DUE 12-31-2049 BEO2/16/20555.43%**4,875,696 
PVTPL CMO TOWD PT MTG TR 2019-4 SER 19-4CLS A1 VAR RT DUE 07-25-2059 BEO10/25/20592.90%**535,381 
PVTPL CMO TOWD PT MTG TR 2022-4 TPMT 2022-4 A1 VAR RT DUE 09-25-2062 BEO9/25/20623.75%**6,312,217 
PVTPL CMO TRUST SR 25-ROIC CL A 144A FLTG RT 03-15-20303/15/20304.89%**3,984,457 
PVTPL CMO UWM MTG TR 2021-INV3 CL A3 VAR RT DUE 11-25-2051 BEO11/25/20512.50%**1,775,028 
PVTPL CMO VERUS SECURITIZATION TR 2021-3SER 21-3 CL A2 VAR RT DUE 06-25-2066 BEO6/25/20661.28%**684,060 
PVTPL CMO VERUS SECURITIZATION TRUST SER 23-5 CL A1 STEP UP DUE 06-25-20686/25/20686.48%**2,024,405 
PVTPL CMO VMC FIN 2021-FL4 LLC VMC 2021-FL4 C VAR RT DUE 06-16-2036 BEO6/16/20366.10%**966,802 
PVTPL CMO WFRBS COML MTG TR 2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-453/15/20454.07%**351,797 
PVTPL CMO WSTN TR 2023-MAUI CLA VAR RT 08-05-20277/5/20376.30%**2,036,418 
PVTPL CNO GLOBAL FUNDING 4.375% 09-08-20289/8/20284.38%**1,895,937 
PVTPL CNO GLOBAL FUNDING 4.7% 12-11-203012/11/20304.70%**3,006,350 
PVTPL CNO GLOBAL FUNDING 4.875% 12-10-202712/10/20274.88%**5,064,927 
PVTPL CODELCO INC 6.44% 01-26-20361/26/20366.44%**650,625 
PVTPL COLLEGE AVE STUDENT LNS 2023-A LLCSER 23-A CL A1 FLTG RT 05-25-20555/25/20555.77%**1,931,211 
PVTPL COLLEGE AVE STUDENT LNS SR 23-B CL A1A 6.5% 06-25-20546/25/20546.50%**1,796,536 
PVTPL COLUMBIA PIPELINE GROUP 5.097% 10-01-203110/1/20315.10%**269,832 
PVTPL COLUMBIA PIPELINES HLDG CO LLC 5.681% 01-15-20341/15/20345.68%**258,052 
PVTPL COLUMBIA PIPELINES OPER CO LLC 5.962% 02-15-20552/15/20555.96%**642,243 
PVTPL COLUMBIA PIPELINES OPER CO LLC 6.036% 11-15-203311/15/20336.04%**2,391,309 
PVTPL COLUMBIA PIPELINES OPER CO LLC 6.544% 11-15-205311/15/20536.54%**363,567 
PVTPL CONTINENTAL RESOURCES 2.268% 11-15-202611/15/20262.27%**1,836,660 
PVTPL COOPERATIEVE RABOBANK U A 5.71% 01-21-20331/21/20335.71%**10,539,986 
PVTPL COOPERATIEVE RABOBANK UA 5.447% 03-05-20303/5/20305.45%**517,057 
PVTPL COOPERATIEVE RABOBANK UA 5.564% 02-28-20292/28/20295.56%**3,201,208 
PVTPL COREBRIDGE GLOB FUNDING 4.65% 08-20-20278/20/20274.65%**3,361,206 
PVTPL COREBRIDGE GLOBAL FUNDING 4.25% 08-21-20288/21/20284.25%**1,093,157 
PVTPL COREBRIDGE GLOBAL FUNDING FLTG RT 12-15-202812/15/20284.56%**3,447,649 
PVTPL COREVEST AMERN FIN 2019-3 TR SER 19-3 CLS A 2.772% DUE 10-15-2052 BEO10/15/20522.70%**59,738 
PVTPL COREVEST AMERN FIN 2022-1 TR SR 22-1 CL A VAR RT 12-31-20496/17/20554.74%**1,066,208 
PVTPL COTY INC/HFC PRESTIGE/INT US 5.6% 01-15-20311/15/20315.60%**302,729 
PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-20278/15/20273.50%**7,266,306 
PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO9/15/20263.35%**1,989,523 
PVTPL CQS US CLO LTD SR 25-5A CL A1 FRN 01-17-20391/17/20395.10%**9,825,814 
PVTPL CREDICORP CAPITAL SOCIED 9.7%03-05-20453/5/20459.70%**220,663 
PVTPL CREDIT ACCEP AUTO LN TR 2023-2 SER 23-2A CL A 5.92% 05-16-20335/16/20335.92%**759,771 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL CREDIT ACCEP AUTO LN TR SER 23-3A CL A 6.39% 08-15-20338/15/20336.39%**707,295 
PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-1A CL A 5.68% 03-15-20343/15/20345.68%**1,003,725 
PVTPL CREDIT ACCEPTANCE AUTO LOAN TRUST SER 24-2A CLS C 6.7% 10-16-203410/16/20346.70%**1,314,967 
PVTPL CREDIT AGRICOLE S A 6.316% 10-03-202910/3/20296.32%**7,670,172 
PVTPL CREDIT AGRICOLE S A LONDON BRH 1.247% 01-26-20271/26/20271.25%**1,031,836 
PVTPL CREDIT AGRICOLE SA 5.222% 05-27-20315/27/20315.22%**472,663 
PVTPL CREDIT AGRICOLE SA 5.23% 01-09-20291/9/20295.23%**2,257,231 
PVTPL CREDIT AGRICOLE SA 5.335% 01-10-20301/10/20305.34%**1,353,456 
PVTPL CREDIT AGRICOLE SA 5.862% 01-09-20361/9/20365.86%**1,352,581 
PVTPL CSL FINANCE PLC 4.75% DUE 04-27-2052 BEO4/27/20524.75%**225,176 
PVTPL CVS LEASE BACKED PASS THRU CTF 8.353% DUE 07-10-20317/10/20318.35%**71,751 
PVTPL CVS LEASE BACKED PASS THRU SER 2013 TR 4.704 01-10-20361/10/20364.70%**190,439 
PVTPL DANONE NT 144A 2.947% DUE 11-02-2026/11-02-2016 BEO11/2/20262.95%**1,997,223 
PVTPL DANSKE BANK A/S 4.613% 10-02-203010/2/20304.61%**587,427 
PVTPL DANSKE BANK A/S 5.427% 03-01-20283/1/20285.43%**5,078,077 
PVTPL DANSKE BANK A/S 5.705% 03-01-20303/1/20305.70%**311,915 
PVTPL DIAMOND ISSUER LLC 2021-1 SECD CL A 2.305% 11-20-205111/20/20512.30%**1,631,538 
PVTPL DNB BK ASA 1.535% 05-25-20275/25/20271.54%**1,424,098 
PVTPL DNB BK ASA 4.853% 11-05-203011/5/20304.85%**370,451 
PVTPL DNB BK ASA MED TERM NTS BOOK ENTRY 1.605% 03-30-20283/30/20281.60%**4,855,777 
PVTPL DOMINICAN REPUBLIC 5.875% 10-28-203510/28/20355.88%**300,540 
PVTPL DOMINOS PIZZA MASTER ISSUER SR 25-1A CL A2II 5.217% 07-25-20557/25/20555.22%**14,617,380 
PVTPL DT MIDSTREAM 10YR 144A NEW ISSUE 4.3% 04-15-20324/15/20324.30%**367,529 
PVTPL DUPONT DE NEMOURS INC 4.725% 11-15-202811/15/20284.72%**3,676,197 
PVTPL ECMC GROUP STUDENT LN TR SR 17-2A CL A FLTG RT 05-25-20675/25/20675.04%**2,071,873 
PVTPL EDF S A 4.875% DUE 09-21-2038 BEO9/21/20384.88%**2,337,740 
PVTPL ELECTRICITE DE FRANCE 5.7% 05-23-20285/23/20285.70%**1,136,986 
PVTPL ELECTRICITE DE FRANCE 6.375% 01-13-20551/13/20556.38%**209,071 
PVTPL ELEMENT FLEET MGMT CORP 5.643% 03-13-20273/13/20275.64%**1,709,267 
PVTPL ELEMENT FLEET MGMT CORP 6.271% 06-26-20266/26/20266.27%**2,553,532 
PVTPL ELEVATION CLO LTD SR 18-3A CL A1R2 FLTG RT 01-25-20351/25/20355.16%**3,399,950 
PVTPL ELMWOOD CLO LTD SR 25-3A CL A FLTG RT 03-22-20383/22/20385.12%**11,517,262 
PVTPL EMD FIN LLC 4.125% 08-15-20288/15/20284.12%**1,962,972 
PVTPL EMPOWER CLO LTD SR 22-1A CL A1R FLTG 10-20-203710/20/20375.27%**1,254,657 
PVTPL EMPOWER CLO LTD SR 25-1A CL A FLTG RT 04-20-20387/20/20385.19%**1,254,045 
PVTPL ENCORE CAPITAL GROUP INC 6.625%04-15-20314/15/20316.62%**402,001 
PVTPL ENEL FIN INTL N V 4.125% 09-30-20289/30/20284.12%**2,541,393 
PVTPL ENEL FIN INTL N V NT 4.75% DUE 05-25-20475/25/20474.75%**276,933 
PVTPL ENEL FINANCE INTERNATIONAL N.V 5.125% 06-26-20296/26/20295.12%**1,221,316 
PVTPL ENEL FINANCE INTL NV 2.125% 07-12-20287/12/20282.12%**4,754,300 
PVTPL ENGIE S A 5.875% 04-10-20544/10/20545.88%**202,575 
PVTPL ENI S P A 5.5% 05-15-20345/15/20345.50%**8,368,416 
PVTPL ENI S P A 5.95% 05-15-20545/15/20545.95%**238,700 
PVTPL ENTERPRISE FLEET FINANCING LLC SER 24-1 CL A3 5.16% 09-20-20309/20/20305.16%**146,773 
PVTPL ENTERPRISE FLEET FINANCING LLC SER24-4 CL A3 4.56% 11-20-202811/20/20284.56%**885,052 
PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-1 CL A2 6.52% 03-20-20303/20/20305.23%**2,598,102 
PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A2 5.74% 12-20-202612/20/20265.74%**331,340 
PVTPL ENTERPRISE FLEET FINANCING LLC SR 24-2 CL A3 5.61% 04-20-20284/20/20285.61%**3,559,534 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL ENTERPRISE FLEET FINANCING LLC SR 25-2 CL A3 4.41% 06-20-20296/20/20294.41%**3,110,462 
PVTPL ENTERPRISE FLEET FING 2023-2 LLC 5.5% 04-22-20304/22/20305.50%**169,874 
PVTPL ENTERPRISE FLEET FING 2023-2 LLC SRS 23-2 CLS A2 5.56% 04-22-20304/22/20305.56%**983,886 
PVTPL ENTERPRISE FLEET FING LLC SR 23-3 CL A2 6.4% 03-20-20303/20/20306.40%**1,449,375 
PVTPL EQT CORP SR NT 3.125% 05-15-20265/15/20263.12%**551,813 
PVTPL EQUITABLE AMER GLOBAL 4.7% 09-15-20329/15/20324.70%**697,451 
PVTPL EQUITABLE AMER GLOBAL 4.95% 06-09-20306/9/20304.95%**4,789,868 
PVTPL EQUITABLE FINL LIFE 4.6% 04-01-20274/1/20274.60%**5,455,295 
PVTPL EXPERIAN FIN PLC 2.75% DUE 03-08-20303/8/20302.75%**3,246,735 
PVTPL F G GLOBAL FUNDING 144A 5.875% DUE06-10-2027 BEO6/10/20275.88%**3,236,947 
PVTPL F G GLOBAL FUNDING 5.875% 01-16-20301/16/20305.88%**311,582 
PVTPL F&G GLOBAL FDG 2.0% 09-20-20289/20/20282.00%**374,843 
PVTPL F&G GLOBAL FUNDING 4.65% 09-08-20289/8/20284.65%**2,465,332 
PVTPL FED DES CAISSES DESJARDINS QUEBEC 1.2% 10-14-202610/14/20261.20%**7,835,095 
PVTPL FED DES CAISSES DESJARDINS QUEBEC 4.55% DUE 08-23-2027 BEO8/23/20274.55%**5,053,256 
PVTPL FIRST INVS AUTO OWNER TR 2023-1 SR 23-1A CL A 6.44% 10-16-202810/16/20286.44%**664,795 
PVTPL FIRSTKEY HOMES SR 22-SFR2 CL B 4.5% 07-17-20277/17/20394.50%**3,063,666 
PVTPL FIRSTKEY HOMES TRUST SR 22-SFR1 CL B 4.493% 05-19-20395/19/20394.49%**2,493,431 
PVTPL FORD CR AUTO OWN TR 2024-REV1 SR 24-1 CL A STEP UP 08-15-20368/15/20364.87%**14,481,998 
PVTPL FORD CR AUTO OWNER TR 2023-REV1 231 CL A 4.85% 08-15-20358/15/20354.85%**10,722,760 
PVTPL FORD CR AUTO OWNER TR 2023-REV2 SER 23-2 CL A 5.28% 02-15-20362/15/20365.28%**11,233,077 
PVTPL FORD CR FLOORPLAN MASTER OWNER TR SR 24-1 CL A1 5.29% 04-15-20294/15/20295.29%**2,646,111 
PVTPL FORD CR FLOORPLAN MASTER OWNER TR SER 24-3 CL A-1 4.3% DUE 09-15-20299/15/20294.30%**8,871,882 
PVTPL FORTRESS CR BSL VII LTD SR 21-1A CL A-1-R FLTG 07-23-20327/23/20324.95%**956,885 
PVTPL FOUNDRY JV HOLDCO LLC 6.1% 01-24-20361/25/20366.10%**534,487 
PVTPL FOUNDRY JV HOLDCO LLC 6.3% 01-25-20391/25/20396.30%**211,611 
PVTPL FOUNDRY JV HOLDCO LLC. 5.5% 01-25-20311/25/20315.50%**1,953,192 
PVTPL FREEDOM MORTGAGE CORPORATION 9.25%02-01-20292/1/20299.25%**731,556 
PVTPL FREMF MORTGAGE TRUST SER 16-K59 CL B VAR RT 11-25-204911/25/20493.56%**175,563 
PVTPL FREMF MORTGAGE TRUST SER 19-K734 CL B VAR RT 02-25-20512/25/20514.17%**1,275,499 
PVTPL FREMF MORTGAGE TRUST SR 19-K97 CL B VAR RT 09-25-20519/25/20513.77%**1,734,018 
PVTPL GA GLOBAL FDG 01-06-20271/6/20272.25%**147,245 
PVTPL GA GLOBAL FDG TR 5.5% 01-08-20291/8/20295.50%**2,056,929 
PVTPL GA GLOBAL FUNDING TRUST 5.9% 01-13-20351/13/20355.90%**1,281,411 
PVTPL GALAXY CLO LTD SER 24-33A CL A1 FLTG RT 04-20-20374/20/20375.43%**1,735,843 
PVTPL GENERAL MOTORS CO SER 24-4A CL A1 4.73% 11-15-202911/15/20294.73%**2,487,979 
PVTPL GENERAL MOTORS SR 24-1 CL A1 5.13%03-15-20293/15/20295.13%**6,590,419 
PVTPL GENERATE CLO 8 LTD/GENERATE SR 8A CL A1R2 FLTG 01-20-20381/20/20385.26%**9,283,456 
PVTPL GILDAN ACTIVEWEAR INC 10-07-203010/7/20304.70%**891,404 
PVTPL GLENCORE FDG LLC 6.125% 10-06-202810/6/20286.12%**2,135,471 
PVTPL GLENCORE FDG LLC FLTG RT 10-01-202610/1/20264.77%**1,351,147 
PVTPL GLENCORE FUNDING LLC 5.186% 04-01-20304/1/20305.19%**1,543,650 
PVTPL GLENCORE FUNDING LLC 5.371% 04-04-20294/4/20295.37%**2,493,610 
PVTPL GM FINANCIAL REVOLVING RECEIVABLESSER 23-2 CL A 5.77% 08-11-20368/11/20365.77%**5,774,286 
PVTPL GM FINL REVOLVING RECEIVABLES TR SER 24-2 CL A 4.52% 03-11-20373/11/20374.52%**10,998,592 
PVTPL GM FINL REVOLVING RECEIVABLES TR SR 24-1 CL A 4.9% 12-11-203612/11/20364.98%**3,909,526 
PVTPL GOLUB CAP PARTNERS CLO LTD SR 20-48A CL A1R FLTG RT 04-17-20384/17/20384.98%**1,003,295 
PVTPL GOODGREEN 2017-1 TR NT CL A 144A 3.74% DUE 10-15-2052 BEO10/15/20523.74%**42,444 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL GOODGREEN 2017-2 NT CL A 144A 3.26% DUE 10-15-2053 BEO10/15/20533.26%**87,761 
PVTPL GOODMAN US FIN FOUR LLC 4.625% DUE05-04-2032 BEO5/4/20324.62%**1,978,462 
PVTPL GOODMAN US FIN THREE LLC 3.7% DUE 03-15-20283/15/20283.70%**989,724 
PVTPL GOODMAN US FINANCE SIX LLC 5.125% 10-07-203410/7/20345.12%**377,479 
PVTPL GPMT 2021-FL3 LTD/GPMT 2021-FL3 LLC SR SECD NT CL A FLTG 07-16-20357/16/20355.35%**124,954 
PVTPL GPMT LTD SR 21-FL4 CL A FLTG RT 11-15-203612/15/20365.20%**1,802,510 
PVTPL GREENSAIF PIPELINES BIDCO S A R L 6.1027% 08-23-20428/23/20426.10%**2,399,590 
PVTPL GREENSKY HOME IMPT ISSUER TR SER 25-3 CL A2 4.59% 12-27-206012/27/20604.59%**271,015 
PVTPL GREYWOLF CLO I LTD SR 20-3RA CL A1R2 FLTG 04-22-20334/22/20335.09%**3,485,011 
PVTPL GUARDIAN LIFE INSURANCE CORP 3.7% 01-22-20701/22/20703.70%**67,162 
PVTPL GUATEMALA REP 6.25% 08-15-20368/15/20366.25%**418,000 
PVTPL HEALTH CARE SERVICE CORP 5.2% 06-15-20296/15/20295.20%**435,932 
PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-20489/20/20483.95%**198,655 
PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047 BEO9/20/20474.46%**35,583 
PVTPL HERTZ VEH FING III LLC SR 23-4A CL A 6.15% 03-25-20303/25/20306.15%**1,047,174 
PVTPL HILTON GRAND VACATIONS TR SER 25-3EXT CL A 4.56% 10-25-204410/25/20444.56%**561,758 
PVTPL HILTON GRAND VACATIONS TRUST SR 24-2A CL 5.5% 03-25-20383/25/20385.50%**918,825 
PVTPL HPS CORPORATE LENDING FD 5.85% 06-05-20306/5/20305.85%**607,460 
PVTPL HUNGARY REP 6.0% 09-26-20359/26/20356.00%**625,203 
PVTPL HYUNDAI AUTO LEASE SECURITIZAT SR 25-B CL A3 4.53% 04-17-20284/17/20284.53%**2,214,919 
PVTPL HYUNDAI CAP AMER MEDIUM TERM NTS BOOK EN 1.5% DUE 06-15-20266/15/20261.50%**429,949 
PVTPL HYUNDAI CAPITAL AMERICA 4.25% 09-18-20289/18/20284.25%**1,821,275 
PVTPL HYUNDAI CAPITAL AMERICA 4.3% 09-24-20279/24/20274.30%**2,410,842 
PVTPL HYUNDAI CAPITAL AMERICA 4.85% 03-25-20273/25/20274.85%**3,895,144 
PVTPL HYUNDAI CAPITAL AMERICA 5.3% 03-19-20273/19/20275.30%**2,358,110 
PVTPL HYUNDAI CAPITAL AMERICA 5.3% 06-24-20296/24/20295.30%**1,030,088 
PVTPL HYUNDAI CAPITAL AMERICA 5.45% 06-24-20266/24/20265.45%**949,467 
PVTPL HYUNDAI CAPITAL AMERICA 5.95% 08-21-20269/21/20265.95%**4,320,631 
PVTPL IMPERIAL BRANDS FIN PLC 5.5% 02-01-20302/1/20305.50%**3,638,936 
PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 144A 6.125 DUE 07-27-2027/07-27-2022 BEO7/27/20276.12%**564,130 
PVTPL INTERNATIONAL FLAVORS & FRAGRANCES 2.3% 11-01-2030 USD11/1/20302.30%**451,677 
PVTPL INTESA SANPAOLO S P A 7.2% 11-28-203311/28/20337.20%**1,029,558 
PVTPL INTESA SANPAOLO S P A 7.8% 11-28-205311/28/20537.80%**257,288 
PVTPL J P MORGAN MTG TR SER 21-14 CL A11 FLTG DUE 05-25-20525/25/20524.82%**1,361,582 
PVTPL JACKSON NATL LIFE GLOBAL 4.6% 10-01-202910/1/20294.60%**2,005,660 
PVTPL JACKSON NATL LIFE GLOBAL 4.7% 06-05-20286/5/20284.70%**5,051,694 
PVTPL JACKSON NATL LIFE GLOBAL 4.9% 01-13-20271/13/20274.90%**2,436,597 
PVTPL JAMESTOWN CLO LTD SER 19-14A CL A1RR FLTG 10-20-203410/20/20344.92%**6,996,007 
PVTPL JAMESTOWN CLO LTD SR 22-18A CL AR FLTG RT 07-25-20357/25/20355.13%**7,605,164 
PVTPL JANE STR GROUP LLC/JSG FIN INC 6.125% 11-01-203211/1/20326.12%**407,058 
PVTPL JBS USA HLDG LUX S A R L/JBS USA FOOD C 5.5% 01-15-20361/15/20365.50%**406,722 
PVTPL JBS USA HLDG LUX S A R L/JBS USA FOOD C 6.375% 04-15-20664/15/20666.38%**353,465 
PVTPL JBS USA HOLD/FOOD GRP/CO 6.25% 03-01-20563/1/20566.25%**393,627 
PVTPL JBS USA SARL/FOOD/GRP 5.95% 04-20-20354/20/20355.95%**179,000 
PVTPL JBS USA SARL/FOOD/GRP 6.375% 02-25-20552/25/20556.38%**662,915 
PVTPL JERSEY CENTRAL POWER & LIGHT CO 4.15% 01-15-20291/15/20294.15%**1,618,203 
PVTPL KBC GROUP NV 4.932% 10-16-203010/16/20304.93%**1,605,280 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL KBC GROUP NV 5.796% 01-19-20291/19/20295.80%**9,109,878 
PVTPL KKR CLO SER 21 CL A FLTG 04-15-20314/15/20315.17%**631,459 
PVTPL KKR FINANCIAL CLO LTD SER 36A CL AR FLTG 10-15-203410/15/20345.05%**5,798,751 
PVTPL KKR FINANCIAL CLO LTD SR 42A CL ARFLTG RT 07-20-20347/20/20345.03%**4,299,103 
PVTPL KKR GROUP FIN CO LLC 3.25% 12-15-205112/15/20513.25%**932,347 
PVTPL KREF 2022-FL3 LTD CL A FLTG 02-15-20392/17/20395.18%**1,630,770 
PVTPL KUWAIT INTL BOND 4.652% 10-09-203510/9/20354.65%**199,302 
PVTPL LCM 31 LTD SR SECD NT CL A-R FLTG 07-20-20347/20/20345.16%**2,301,687 
PVTPL LIBERTY MUT GROUP INC 4.569% DUE 02-01-2029 BEO2/1/20294.57%**6,712,829 
PVTPL LIBERTY UTILITIES CO 5.577% 01-31-20291/31/20295.58%**611,880 
PVTPL LINCOLN FINL GLOBAL FDG 4.625% 08-18-20308/18/20304.62%**1,414,629 
PVTPL LOANCORE 2021-CRE6 ISSUER LTD SER 21-CRE6 CL A FLTG 11-15-203811/15/20385.16%**203,181 
PVTPL LPL HLDGS INC 4.625% 11-15-202711/15/20274.62%**804,998 
PVTPL LRECS SER 25-CRE1 CL A FLTG 08-19-20438/19/20435.50%**7,309,889 
PVTPL LSEG US FINANCE CORP 5.297% 03-28-20343/28/20345.30%**620,795 
PVTPL M&T EQUIPMENT NOTES SER 25-1A CL A2 4.7% 12-16-202712/16/20274.70%**423,031 
PVTPL MACQUARIE AIRFINANCE HLDGS LTD 5.15% 03-17-20303/17/20305.15%**405,768 
PVTPL MACQUARIE GROUP LTD SR MEDIUM 3.763% 11-28-202811/28/20283.76%**143,908 
PVTPL MACQUARIE GROUP LTD SR NT 2.691%06-23-20326/23/20322.69%**409,671 
PVTPL MADISON PARK FUNDING LTD SER 21-39A CL AR FLTG 10-22-203410/22/20345.11%**2,200,577 
PVTPL MADISON PARK FUNDING LTD SR 16-22A CL AR2 FLTG RT 01-15-20381/15/20385.21%**5,108,049 
PVTPL MADISON PK FDG LXIII LTD/MADISON PK FD SR 23-63A CL A1R VAR RT 07-21-20387/21/20385.27%**1,445,520 
PVTPL MADISON PK FDG XXXIII LTD CL A-R FLTG 10-15-203210/15/20325.19%**3,442,403 
PVTPL MARATHON CLO LTD SR 21-16A CL A1AR FLTG RT 04-15-20344/15/20345.01%**9,991,872 
PVTPL MARBLE PT CLO XVIII LTD SR 20-2A CL A1R2 FLTG RT 03-15-20383/15/20385.11%**6,500,884 
PVTPL MARS INC 4.6% 03-01-20283/1/20284.60%**7,876,488 
PVTPL MARS INC 4.8% 03-01-20303/1/20304.80%**553,220 
PVTPL MARS INC 5.2% 03-01-20353/1/20355.20%**8,692,608 
PVTPL MARS INC 5.65% 05-01-20455/1/20455.65%**517,580 
PVTPL MARS INC 5.7% 05-01-20555/1/20555.70%**130,036 
PVTPL MASSMUTUAL GLOBAL 4.95% 01-10-20301/10/20304.95%**5,634,241 
PVTPL MASSMUTUAL GLOBAL FDG II FLTG 08-01-20288/1/20284.59%**2,380,688 
PVTPL MASSMUTUAL GLOBAL FUNDIN 5.15%05-30-20295/30/20295.15%**2,163,854 
PVTPL MENLO SER 24-1A CL A1 FLTG 01-20-20381/20/20385.30%**16,566,535 
PVTPL MERCEDES-BENZ FIN NORTH AMER LLC 4.8% 11-13-202611/13/20264.80%**1,114,739 
PVTPL MERITAGE HOMES CORP 3.875% 04-15-20294/15/20293.88%**3,936,176 
PVTPL MET TOWER GLOBAL FUNDING 4.0% 10-01-202710/1/20274.00%**676,352 
PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE SER 24-FL15 CL A FLTG RT 08-18-20418/18/20415.42%**1,503,004 
PVTPL MF1 MULTIFAMILY HOUSING MORTGAGE SR 22-FL8 CL A FLTG 02-19-20372/19/20375.08%**3,245,322 
PVTPL MGM CHINA HLDGS LTD 7.125% 06-26-20316/26/20317.12%**1,480,730 
PVTPL MILOS CLO LTD/MILOS CLO LLC SR 17-1A CL AR FLTG 10-20-203010/20/20305.22%**1,536,458 
PVTPL MMAF EQUIPMENT FINANCE LLC SR 24-ACL A3 4.95% 07-14-20317/14/20314.95%**775,704 
PVTPL MMAF EQUIPMENT FINANCE LLC SR 25-ACL A3 5.45% 08-13-20328/13/20324.82%**1,945,282 
PVTPL MOLEX ELECTR TECHNOLOGIES LLC 4.75% 04-30-20284/30/20284.75%**531,831 
PVTPL MONONGAHELA PWR CO 3.55% DUE 05-15-2027 BEO5/15/20273.55%**2,286,322 
PVTPL MRCD MORTGAGE TRUST SER 19-PARK CL A 2.71752% 12-15-203612/15/20362.72%**420,000 
PVTPL MVW OWNER TRUST SER 19-2A CL B 2.44% 10-20-203810/20/20382.44%**134,871 
PVTPL NATIONWIDE BLDG 5.537% 07-14-20367/14/20365.54%**413,879 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL NATIONWIDE BLDG SOC SR NON-PFD 6.557% 10-18-202710/18/20276.56%**5,094,514 
PVTPL NATWEST MARKETS PLC FLTG RT 03-21-20303/21/20304.89%**1,213,140 
PVTPL NATWEST MKTS PLC 5.41% DUE 05-17-2029 BEO5/17/20295.41%**918,584 
PVTPL NAVIENT PRIVATE ED LN TR 2020-A NTCL A-2B VAR RT DUE 11-15-206811/15/20684.76%**110,413 
PVTPL NAVIENT PRIVATE ED REFI LN SER 20-BA CL A2 2.12% 01-15-2069 BEO1/15/20692.12%**354,454 
PVTPL NAVIENT PRIVATE ED REFI LN TR 2019-FA CL A2 2.6% DUE 08-15-20688/15/20682.60%**506,147 
PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-B SER 21-BA CL A .94% 07-15-20697/15/20690.94%**354,050 
PVTPL NAVIENT PRIVATE ED REFI LN TR 2021-F SR 21-FA CL A 1.11% 02-18-20702/18/20701.11%**3,238,177 
PVTPL NAVIENT PRIVATE ED REFI LN TR SR 2019-C CL A-2 02-15-20682/15/20683.13%**222,840 
PVTPL NAVIENT PRIVATE ED REFI LN TR SRS 20-HA CL A 1.31% DUE 01-15-20691/15/20691.31%**1,735,455 
PVTPL NAVIENT PVT ED LN TR 2015-B NT CL A-3 FLTG RATE 144A VAR RT DUE 07-16-20407/16/20405.31%**436,518 
PVTPL NAVIENT PVT ED REFI LN TR 2020-G SER 20-GA CL A 1.17% DUE 09-16-2069 BEO9/16/20691.17%**880,385 
PVTPL NAVIENT PVT ED REFI LN TR 2023-A NT CL A 144A 5.51 DUE 10-15-2071BEO10/15/20715.51%**1,416,383 
PVTPL NAVIENT REFINANCE LN TR SR 25-C CL A 4.8% 10-15-205510/15/20554.80%**5,345,482 
PVTPL NAVIENT STUDENT LOAN TRUST SER 21-A CL A 0.84% DUE 05-15-2069 BEO5/15/20690.84%**178,978 
PVTPL NAVIENT STUDENT LOAN TRUST SR 23-BA CL A1A 6.48% 03-15-20723/15/20726.48%**529,883 
PVTPL NBN CO LTD 4.0% 10-01-202710/1/20274.00%**1,114,290 
PVTPL NBN CO LTD 4.25% 10-01-202910/1/20294.25%**1,401,136 
PVTPL NBN CO LTD 5.75% 10-06-202810/6/20285.75%**610,545 
PVTPL NELNET STUDENT LN TR SER 17-3A CL A FLTG 02-25-20662/25/20664.84%**2,487,116 
PVTPL NELNET STUDENT LN TR SER 21-BA CL AFX 1.42% 04-20-20624/20/20621.42%**281,704 
PVTPL NELNET STUDENT LN TR SR 25-BA CL A1B FLTG 05-17-20555/17/20555.33%**4,745,670 
PVTPL NELNET STUDENT LOAN TRUST SR 25-AA CL A1B FRN 03-15-20573/15/20575.08%**1,766,391 
PVTPL NESTLE CAPITAL CORPORATION 5.1% 03-12-20543/12/20545.10%**305,317 
PVTPL NETFLIX INC 4.875% DUE 06-15-2030/10-25-2019 BEO6/15/20304.88%**1,415,755 
PVTPL NEUBERGER BERMAN LN ADVISERS CLO SR 17-26A CL AR2 FLTG 10-18-203810/18/20385.24%**3,994,252 
PVTPL NEW RESIDENTIAL MTG LN TR SER 22-SFR1 CL B 2.849% DUE 02-17-2027 BEO2/17/20392.85%**1,958,130 
PVTPL NEW YORK LIFE GLOBAL FDG 2.35% 07-14-20267/14/20262.35%**44,643 
PVTPL NEW YORK LIFE INS CO 3.75% DUE 05-15-20505/15/20503.75%**632,678 
PVTPL NEW YORK ST ELEC & GAS CORP 5.65% 08-15-20288/15/20285.65%**1,516,065 
PVTPL NEW YORK ST ELEC & GAS CORP SR NT 144A 3.25% DUE 12-01-2026/11-29-2016 BEO12/1/20263.25%**96,297 
PVTPL NEW YORK STATE ELECTRIC & GAS CORP 5.3% 08-15-20348/15/20345.30%**2,888,058 
PVTPL NGPL PIPECO LLC 3.25% DUE 07-15-2031 BEO7/15/20313.25%**138,152 
PVTPL NIAGARA MOHAWK POWER 5.996% 07-03-20557/3/20556.00%**264,590 
PVTPL NIAGARA MOHAWK PWR CORP NEW SR NT 144A 1.96% DUE 06-27-2030/06-25-2020 BEO6/27/20301.96%**902,027 
PVTPL NISSAN MOTOR ACCEPTANCE CORP 2.75%03-09-20283/9/20282.75%**1,710,291 
PVTPL NORTHERN NAT GAS CO DEL SR BD 144A4.3% 01-15-20491/15/20494.30%**200,880 
PVTPL NORTHWESTERN MUT LIFE INS CO 6.17%05-29-20555/29/20556.17%**511,140 
PVTPL NORTHWESTERN MUTUA 3.45% DUE 03-30-2051 BEO3/30/20513.45%**216,743 
PVTPL NORTHWESTERN MUTUAL GLBL 4.96% 01-13-20301/13/20304.96%**2,359,833 
PVTPL NORTHWOODS CAPITAL LTD SR 18-12BA CL AR FLTG RT 06-15-20316/15/20314.91%**1,990,874 
PVTPL NRG ENERGY INC 4.734% 10-15-203010/15/20304.73%**2,608,704 
PVTPL NRG ENERGY INC 5.407% 10-15-203510/15/20355.41%**214,836 
PVTPL NTT FIN CORP 03/04/2026 1.162% DUE04-03-2026/03-03-2021 BEO4/3/20261.16%**2,321,317 
PVTPL NTT FIN CORP 4.62% 07-16-20287/16/20284.62%**1,989,773 
PVTPL NTT FIN CORP 5.502% 07-16-20357/16/20355.50%**373,446 
PVTPL NTT FIN CORP SR NT 144A 4.372% DUE07-27-2027/07-27-2022 BEO7/27/20274.37%**1,211,457 
PVTPL NTT FINANCE CORP 07-16-20307/16/20304.88%**203,859 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL NTT FINANCE CORP 4.567% 07-16-20277/16/20274.57%**3,305,248 
PVTPL NTT FINANCE CORP 5.171% 07-16-20327/16/20325.17%**298,145 
PVTPL OCEAN TRAILS CLO SR 20-8A CL A1R2 FLTG 03-15-20383/15/20385.09%**6,314,627 
PVTPL OCP CLO LTD SER 23-26A CL AR FLTG 04-17-20374/17/20374.96%**8,988,599 
PVTPL OCTAGON INVESTMENT PARTNERS LTD SR19-2A CL A1R2 FLTG RT 10-15-203310/15/20334.99%**6,073,452 
PVTPL OCTAGON INVT PARTNERS 20-3A CL A1R2 FLTG 01-15-20381/15/20385.26%**752,717 
PVTPL OCTANE RECEIVABLES TR 23-1A CL C 6.37% 09-20-20299/20/20296.37%**4,468,618 
PVTPL OCTANE RECEIVABLES TRUST SER 23-3ACL A2 6.44% 03-20-20293/20/20296.44%**308,548 
PVTPL OFSI FUND LTD SR 21-10A CL AR FLTGRT 04-20-20344/20/20345.15%**2,600,893 
PVTPL OHA CR PARTNERS XI LTD SR 15-11A CL A1R2 FLTG RT 04-20-20374/20/20375.34%**486,799 
PVTPL OHIO EDISON COMPANY 4.95% 12-15-202912/15/20294.95%**1,197,330 
PVTPL OMERS FINANCE TRUST 4.375% 03-20-20303/20/20304.38%**2,692,836 
PVTPL OMERS FINANCE TRUST 5.5% 11-15-203311/15/20335.50%**4,048,704 
PVTPL ONCOR ELEC DELIVERY CO LLC 5.8% 04-01-20554/1/20555.80%**383,677 
PVTPL ONCOR ELECTRIC DELIVERY 4.5% 03-20-20273/20/20274.50%**978,939 
PVTPL ONEMAIN FINL ISSUANCE SRS 20-2A CL B 2.21% DUE 09-14-2035 BEO9/14/20352.21%**1,208,956 
PVTPL ONT TEACHERS CADILLAC FAIRVIEW 4.125% 02-01-20292/1/20294.12%**817,560 
PVTPL OPORTUN FUNDING LLC SR 25-A CL B 5.3% 02-08-20332/8/20335.30%**334,944 
PVTPL OZLM XXIV LTD / OZLM XXIV LLC 20/07/2032 VAR RT DUE 07-20-2032 BEO7/20/20325.31%**1,307,313 
PVTPL PACIFIC LIFE GLOBAL FDG II 4.5% 08-28-20298/28/20294.50%**3,638,661 
PVTPL PACIFIC LIFE GLOBAL FDG II FLTG RT 02-04-20272/4/20274.39%**1,251,024 
PVTPL PACIFIC LIFE GLOBAL FDG II MEDIUM TERM TR 00802 FLTG 07-10-20287/10/20284.75%**3,154,361 
PVTPL PACIFIC LIFE GLOBAL FDG II MTN 4.875% 07-17-20327/17/20324.88%**3,055,987 
PVTPL PACIFIC LIFECORP 5.125% 01-30-20431/30/20435.12%**237,110 
PVTPL PALMER SQUARE CLO LTD SR 15-1A CL A1A5 FLTG RT 05-21-20345/21/20344.92%**10,247,265 
PVTPL PARK AVENUE INSTITUTIONAL ADVISERS SR 21-1A CL A1AR FRN 01-20-20341/20/20344.99%**5,797,175 
PVTPL PARK BLUE CLO LTD SR 22-2A CL A1R FLTG RT 07-20-20377/20/20375.30%**682,507 
PVTPL PENFED AUTO RECEIVABLES OWNER SER 24-A CL A3 4.7% 06-15-20296/15/20294.70%**3,063,515 
PVTPL PENNSYLVANIA ELEC CO FIXED 3.6%06-01-2029 BEO6/1/20293.60%**244,792 
PVTPL PENNSYLVANIA HIGHER ED ASSISTANCE A VAR RT DUE 11-25-206511/25/20654.94%**457,277 
PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.55% 05-01-20285/1/20285.55%**1,831,490 
PVTPL PENSKE TRUCK LEASING CO L P / PTL FIN CORP 5.75% 05-24-20265/24/20265.75%**4,585,765 
PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 1.7% DUE 06-15-2026 BEO6/15/20261.70%**66,231 
PVTPL PENSKE TRUCK LEASING CO L P/PTL FIN CO 6.05% 08-01-20288/1/20286.05%**2,578,276 
PVTPL PERNOD RICARD S A NT 144A 3.25% DUE 06-08-2026/06-08-2016 BEO6/8/20263.25%**3,644,822 
PVTPL PERU(REPUBLIC OF) 6.15% 08-12-20328/12/20320.06%**9,044,668 
PVTPL PFS FING CORP SR 25-B CL A 4.85% 02-15-20302/15/20304.85%**3,189,659 
PVTPL PIKES PEAK CLO SER 23-12A CL AR FLTG 04-20-20384/20/20385.10%**2,494,054 
PVTPL PORSCHE FINL AUTO SECURITIZATION TR SR 23-1A CLS A4 4.72% 06-23-20316/23/20314.72%**1,358,617 
PVTPL PPIB CAP INC C 2.75% 11-02-202711/2/20272.75%**246,145 
PVTPL PRIN LIFE GLOBAL FLTG RT 5.183737% 08-18-20288/18/20284.68%**771,650 
PVTPL PRINCIPAL LIFE GLOBAL FDG II 4.8% 01-09-20281/9/20284.80%**4,548,656 
PVTPL PRKCM TRUST SER 23-AFC3 CL A1 6.584% 09-25-20589/25/20586.58%**1,121,518 
PVTPL PROGRESS RESIDENTIAL TRUST SER 22-SFR6 CL B 4.997% 07-20-20397/20/20395.00%**1,003,511 
PVTPL PROLOGIS TARGETED US 5.25% 01-15-20351/15/20355.25%**713,642 
PVTPL PROLOGIS TARGETED US 5.25% 04-01-20294/1/20295.25%**4,296,866 
PVTPL PROLOGIS TARGETED US 5.5% 04-01-20344/1/20345.50%**1,248,619 
PVTPL PROTECTIVE LIFE CORP 5.35% 12-15-203512/15/20355.35%**3,038,542 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL PROTECTIVE LIFE GF 5.467% 12-08-202812/8/20285.47%**1,326,601 
PVTPL PSP CAPITAL INC 3.75% 10-02-202910/2/20293.75%**3,000,411 
PVTPL PT FREEPORT INDONESIA NT 4.763% DUE04-14-20274/14/20274.76%**225,426 
PVTPL QUIKRETE HLDGS INC 6.375% 03-01-20323/1/20326.38%**416,360 
PVTPL RABOBANK NEDERLAND GLOBAL MED TM NT TRANCHE # TR 00088 4.655% 8-22-20288/22/20284.66%**3,283,157 
PVTPL RAD CLO 6 LTD/RAD CLO SR 19 6A CL A1R FLTG 10-20-203710/20/20375.27%**5,111,089 
PVTPL RECKITT BENCKISER TREAS SVCS BNDS 3.0% DUE 06-26-20276/26/20273.00%**6,105,759 
PVTPL REGATTA XVI FUNDING LTD SR 19-2A CL A1R FLTG RT 01-15-20331/15/20335.10%**6,316,336 
PVTPL RENEW 2017-1 FDG NT CL A 144A 3.67% DUE 09-20-2052 BEO9/20/20523.67%**19,675 
PVTPL RENTOKIL TERMINIX LLC 5.0% 04-28-20304/28/20305.00%**204,621 
PVTPL REPSOL E&P CAP MARKETS 5.976% 09-16-20359/16/20355.98%**291,206 
PVTPL RGA GLOBAL FDG 2.7% 01-18-20291/18/20292.70%**2,195,071 
PVTPL RISERVA CLO LTD SR 16-3A CL AR3 FLTG 01-18-20341/18/20344.93%**3,143,311 
PVTPL ROCC TRUST SER 24-CNTR CL A 5.38834% 11-13-204111/13/20415.39%**193,876 
PVTPL ROCHE HLDGS INC 5.338% 11-13-202811/13/20285.34%**557,095 
PVTPL ROCKFORD TOWER CLO 2018-2 LTD SER 2018-2A CLS A FLTG 10-20-203110/20/20315.31%**706,142 
PVTPL ROCKFORD TOWER CLO LTD SR 2017-3 CL A FLTG DUE 10-20-203010/20/20305.34%**99,332 
PVTPL ROMARK WM-R LTD SER 2018-1A CL A-1 FLTG 04-20-20314/20/20315.18%**1,665,296 
PVTPL ROYAL CARIBBEAN CRUISES LTD 5.5% DUE 04-01-2028 BEO4/1/20285.50%**2,007,937 
PVTPL RWE FINANCE US LLC 5.125% 09-18-20359/18/20355.12%**388,833 
PVTPL SAMMONS FINANCIAL GLOBAL 5.05% 01-10-20281/10/20285.05%**1,422,092 
PVTPL SAMMONS FINL GLOBAL 4.95% 06-12-20306/12/20304.95%**5,074,402 
PVTPL SAMMONS FINL GROUP FLTG DUE 09-02-20279/2/20274.67%**3,514,360 
PVTPL SANDSTONE PEAK LTD SR 21-1A CL A1R FLTG RT 10-15-203410/15/20345.18%**3,300,120 
PVTPL SANTANDER BANK AUTO CREDIT-LIN SER 24-A CL B 5.622% 06-15-20326/15/20325.62%**1,652,729 
PVTPL SANTOS FINANCE LTD 5.75% 11-13-203511/13/20355.75%**468,428 
PVTPL SAUDI ARABIA (KINGDOM OF) 5.75% 01-16-20541/16/20545.75%**198,049 
PVTPL SAUDI ARABIAN OIL CO 5.25% 07-17-20347/17/20345.25%**1,029,159 
PVTPL SAUDI ARABIAN OIL CO 6.375% 06-02-20556/2/20556.38%**627,794 
PVTPL SAUDI ARABIAN OIL CO GLOBAL 5.75%07-17-20547/17/20545.75%**195,107 
PVTPL SBA TOWER TR SR 2020-1 CL 1C 1.884% 07-15-20507/15/20501.88%**1,698,104 
PVTPL SBNA AUTO LEASE TR SR 24-A CL A4 5.24% 01-22-20291/22/20295.24%**286,159 
PVTPL SCF EQUIPMENT LEASING SR 25-1A CL A3 5.11% 11-21-203311/21/20335.11%**495,217 
PVTPL SCF EQUIPMENT TRUST LLC SER 24-1A CLS A3 5.52% DUE 01-20-20321/20/20325.52%**239,526 
PVTPL SCF EQUIPMENT TRUST LLC SR 25-2A CL A3 4.33% 06-20-20366/20/20364.33%**627,240 
PVTPL SERBIA (REPUBLIC) 6% 06-12-20346/12/20346.00%**310,657 
PVTPL SES GLOBAL AMERS HLDGS GP SR NT 5.3 DUE 03-25-20443/25/20445.30%**206,852 
PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL B 01-22-20301/22/20305.71%**512,069 
PVTPL SFS AUTO RECEIVABLES SECURITIZATION TR 2 SER 23-1A CL C 5.97% 02-20-20312/20/20315.97%**822,900 
PVTPL SFS AUTO RECEIVABLES SECURITIZATIONSR 23-1A CL A4 5.47% 12-20-202912/20/20295.47%**4,473,793 
PVTPL SIEMENS FUNDING BV 5.9% 05-28-20655/28/20655.90%**209,492 
PVTPL SIXTH STREET CLO LTD SR 18-12A CL A1R2 FLTG RT 01-17-20391/17/20394.87%**6,508,514 
PVTPL SLAM LLC SR 25-1A CL A 5.807% 05-15-20505/15/20505.81%**2,078,676 
PVTPL SLM STUD LN TR 2004-3 STUD LN BKD NT CL 144A A-6B VAR RT DUE 10-25-206410/25/20645.12%**1,944,376 
PVTPL SMB PRIVATE ED LN TR 2014-A SER 23-B CL A1B FLTG RT 10-16-205610/16/20565.78%**843,818 
PVTPL SMB PRIVATE ED LN TR 2020-B VAR RTDUE 07-15-2053 BEO7/15/20534.96%**3,309,978 
PVTPL SMB PRIVATE ED LN TR SE 2018-A CLA-2B FLTG RATE DUE 02-15-20362/15/20364.66%**62,089 
PVTPL SMB PRIVATE ED LN TR SER 17-B CL A-2B FLTG RATE 10-15-203510/15/20354.61%**13,183 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL SMB PRIVATE ED LN TR SER 20-A CL 2A2 2.23% 09-15-2037 BEO9/15/20372.23%**371,428 
PVTPL SMB PRIVATE ED LN TR SER 24-C CL A1A 5.5% 06-17-20526/17/20525.50%**2,748,199 
PVTPL SMB PRIVATE EDUACATION LN TR 2023-C NT CL A-1A 5.67% 11-15-205211/15/20525.67%**565,052 
PVTPL SMB PRIVATE EDUCATION LOAN TRUST 20SR 23-A CLS A1B 01-15-20531/15/20535.48%**1,091,930 
PVTPL SMB PRIVATE EDUCATION LOAN TRUST SER 24-E CL A1A 5.09% 10-16-205610/16/20565.09%**1,667,861 
PVTPL SMB PRIVATE EEDUCATION LN TR SER 24-A CL A1B 03-15-20563/15/20565.43%**1,545,203 
PVTPL SMB PVT ED LN TR 2022-C DUE 05-16-2050 BEO5/16/20505.83%**1,194,863 
PVTPL SMBC AVIATION CAP FIN DAC 5.7% 07-25-20337/25/20335.70%**3,138,630 
PVTPL SMITHFIELD FOODS INC 4.25% 02-01-20272/1/20274.25%**4,155,906 
PVTPL SOCIAL PROFESSIONAL LOAN PROGRAM LLC SR 21-B CL AFX 1.14% 02-15-20472/15/20471.14%**2,321,081 
PVTPL SOCIETE GENERALE 2.889% 06-09-2032/6/9/20322.89%**371,474 
PVTPL SOCIETE GENERALE 4.027% 01-21-20431/21/20434.03%**169,757 
PVTPL SOCIETE GENERALE 5.249% 05-22-20295/22/20295.25%**7,316,158 
PVTPL SOCIETE GENERALE 5.5% 04-13-20294/13/20295.50%**4,205,160 
PVTPL SOCIETE GENERALE 6.066% 01-19-20351/19/20356.07%**1,057,181 
PVTPL SOCIETE GENERALE MEDIUM TERM NTS BOOK EN DUE 01-10-2034/01-10-2023 BEO1/10/20346.69%**2,290,257 
PVTPL SOFI CONSUMER LN PROGRAM 2025-1 SR25-1 CL B 5.12% DUE 02-27-2034 BEO2/27/20345.12%**1,365,127 
PVTPL SOFI CONSUMER LOAN PROGRAM SR 25-4CL A 4.24% 08-25-20358/25/20354.24%**4,032,368 
PVTPL SOFI PROFESSIONAL LN PROGRAM SER 19-C CL A2FX 2.8% 11-16-204811/16/20482.37%**470,875 
PVTPL SOFI PROFESSIONAL LN PROGRAM SR 20-A CL A2FX 2.54% 05-15-20465/15/20462.54%**1,451,247 
PVTPL SOLRR AIRCRAFT 2021-1 LTD/SOLRR AIRCRA SR 21-1 CL A 2.636% 10-15-204610/15/20462.64%**2,124,609 
PVTPL SOUND POINT CLO LTD SR 20-3A CLA1RFLTG RT 01-25-20321/25/20325.14%**920,727 
PVTPL SOUND POINT CLO LTD SR 21-1A CL B1R FLTG 04-25-20344/25/20345.51%**1,451,573 
PVTPL SOUND POINT CLO XX LTD (US) SER 18-2A CLS A FLTG RT 07-26-20317/26/20315.22%**209,706 
PVTPL SOUND PT CLO LTD SER 17-4A CL A1 FLTG RATE 01-20-2031 BEO1/21/20315.27%**202,761 
PVTPL SP POWERASSETS LTD GLOBAL MEDIUM TERM NT 3% DUE 09-26-2027 BEO9/26/20273.00%**2,041,816 
PVTPL STANDARD CHARTERED PLC 5.545% 01-21-20291/21/20295.54%**5,075,105 
PVTPL STANDARD CHARTERED PLC 5.688% 05-14-20285/14/20285.69%**2,581,928 
PVTPL STANDARD CHARTERED PLC 6.296% 07-06-20347/6/20346.30%**1,624,454 
PVTPL STANDARD CHARTERED PLC 7.767% DUE 11-16-2028/11-16-2022 BEO11/16/20287.77%**2,301,258 
PVTPL STELLANTIS FIN US INC 5.75% 03-18-20303/18/20305.75%**516,145 
PVTPL STELLANTIS FINANCE US INC 2.0% DUE01-29-20271/29/20271.71%**583,210 
PVTPL STREAM INNOVATIONS 2025-1 ISSUER TRUST SR 25-1A CL A 5.05% 09-15-20459/15/20455.05%**668,859 
PVTPL SUMITOMO MITSUI TRUST BANK LTD 5.65% DUE 03-09-20263/9/20265.65%**1,158,875 
PVTPL SWEDBANK AB MEDIUM TERM NTS BOOK ENTRY 1 6.136% 09-12-20269/12/20266.14%**615,389 
PVTPL SYMPHONY CLO LTD SR 20-22A CL A1ARFLTG RT 04-18-20334/18/20335.06%**4,110,509 
PVTPL SYMPHONY CLO LTD SR 22-32A CL AR FLTG RT 10-23-203510/23/20355.42%**2,101,028 
PVTPL SYMPHONY CLO XIX LTD/SYMPHONY CLO XIX SR SECD NT CL A FLTG 04-16-20314/16/20315.12%**244,467 
PVTPL TCW CLO 2019-1 AMR LTD SR 19-1A CLASNR FLTG RT 08-16-20348/16/20345.15%**3,003,509 
PVTPL TCW GEM LTD SR 20-1A CL A1R3 FLTG RT 04-20-20344/20/20344.93%**7,741,075 
PVTPL TESLA AUTO LEASE TRUST SR 24-B CL A3 4.82% 10-20-202710/20/20274.82%**3,823,556 
PVTPL TEXAS EASTN TRANSMISSION LP 3.5% DUE 01-15-2028 BEO1/15/20283.50%**2,473,342 
PVTPL TOWD POINT ASSET TRUST SER21-SL1 CL A2 FLTG 11-20-206111/20/20614.55%**499,451 
PVTPL TOWD PT MTG TR FLTG RT SER 19-HY2 CL A1 12-25-2048 BEO5/25/20584.85%**54,924 
PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25-20583/25/20583.25%**34,661 
PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-204810/25/20594.85%**1,421,324 
PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SER 23-1A CL A 4.93% DUE 06-25-20366/25/20364.93%**9,082,560 
PVTPL TOYOTA AUTO LOAN EXTENDED NOTE SR 25-1A CL A 4.65% DUE 05-25-2038 BEO5/25/20384.65%**6,022,981 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL TOYOTA LEASE OWNER TRUST SER 24-B CL A3 4.21% 09-20-20279/20/20274.21%**1,101,901 
PVTPL TOYOTA LEASE OWNER TRUST SR 25-B CL A3 3.96% 11-20-202811/20/20283.96%**5,614,738 
PVTPL TRESTLES CLO VIII LTD SR 25-8A CL A1 FLTG RT 06-11-20356/11/20355.63%**695,761 
PVTPL TRIMARAN CAVU LTD SR 19-1A CL A1R FLTG RT 01-20-20371/20/20375.07%**7,753,798 
PVTPL TRINITAS CLO LTD SR 21-17A CL AR FLTG10-20-203410/20/20345.03%**4,199,095 
PVTPL TRINITAS CLO LTD SR 22-19A CL A1R FLTG RT 10-20-203310/20/20334.99%**3,479,478 
PVTPL TRINITAS CLO LTD SR 24-29A CL A FLTG RT 07-23-20377/23/20375.35%**1,836,314 
PVTPL TRINITAS CLO XI LTD 19-11A A1RR FLTG 07-15-20347/15/20345.09%**17,500,457 
PVTPL UBER TECHNOLOGIES INC 15/08/2029 4.5% DUE 08-15-2029/08-15-2025 BEO8/15/20294.50%**5,680,699 
PVTPL UBS GROUP AG 1.305% 02-02-20272/2/20271.30%**2,198,308 
PVTPL UBS GROUP AG 11/02/2032 2.095% DUE02-11-2032/02-11-2031 BEO2/11/20322.10%**696,435 
PVTPL UBS GROUP AG 3.869% 01-12-20181/12/20293.87%**1,243,208 
PVTPL UBS GROUP AG 4.151% 12-23-202912/23/20294.15%**4,167,626 
PVTPL UBS GROUP AG 4.194% 04-01-20314/1/20314.19%**1,695,437 
PVTPL UBS GROUP AG 4.751% DUE 05-12-2028BEO5/12/20284.75%**5,041,107 
PVTPL UBS GROUP AG 4.988% 08-05-2033 BEO8/5/20334.99%**5,079,325 
PVTPL UBS GROUP AG 5.01% 03-23-20373/23/20375.01%**785,102 
PVTPL UBS GROUP AG 5.379% 09-06-20459/6/20455.38%**885,490 
PVTPL UBS GROUP AG 5.428% 02-08-20302/8/20305.43%**1,561,337 
PVTPL UBS GROUP AG 6.301% 09-22-20349/22/20346.30%**218,526 
PVTPL UBS GROUP AG VAR RT 05-14-20325/14/20323.09%**4,783,005 
PVTPL UBS GROUP FDG SWITZ AG SR 4.253% DUE 03-23-20283/23/20284.25%**5,296,430 
PVTPL VAR ENERGI ASA 7.5% DUE 01-15-2028/11-15-2022 BEO1/15/20287.50%**1,588,744 
PVTPL VENTURE CDO LTD SER 19-36A CL A1AR FLTG 04-20-20324/20/20325.28%**1,044,724 
PVTPL VICI PPTYS L P/VICI NT 4.625% DUE 12-01-202912/1/20294.62%**3,165,937 
PVTPL VICI PPTYS L P/VICI NT CO INC 3.875% DUE 02-15-2029 BEO2/15/20293.88%**367,906 
PVTPL VICI PPTYS L P/VICI NT CO INC 4.125% DUE 08-15-20308/15/20304.12%**4,659,843 
PVTPL VICI PPTYS L P/VICI NT CO INC 4.5%DUE 01-15-2028 BEO1/15/20284.50%**571,281 
PVTPL VICI PROPERTIES INC 4.5% 09-01-20269/1/20264.50%**4,072,075 
PVTPL VICI PROPERTIES INC 5.75% DUE 02-01-2027 BEO2/1/20275.75%**1,263,124 
PVTPL VISTRA OPERATIONS CO LLC 4.3% DUE 07-15-20297/15/20294.30%**3,905,095 
PVTPL VISTRA OPERATIONS CO LLC 3.7% 01-30-20271/30/20273.70%**3,053,444 
PVTPL VISTRA OPERATIONS CO LLC 4.3% 10-15-202810/15/20284.30%**1,922,542 
PVTPL VISTRA OPERATIONS CO LLC 4.6% 10-15-203010/15/20304.60%**2,548,967 
PVTPL VISTRA OPERATIONS CO LLC 5.05% 12-30-202612/30/20265.05%**1,958,881 
PVTPL VOLKSWAGEN GROUP AMER FIN LLC 5.65% 09-12-20289/12/20285.65%**585,784 
PVTPL VOLKSWAGEN GROUP AMER FIN LLC 3.2% DUE 09-26-20269/26/20263.20%**1,998,939 
PVTPL VOLKSWAGEN GROUP AMER FIN LLC 4.95%08-15-20298/15/20294.95%**3,001,371 
PVTPL VOLKSWAGEN GROUP AMER FIN LLC GTD NT 6.45% 11-16-203011/16/20306.45%**751,707 
PVTPL VOLKSWAGEN GROUP AMERICA 4.45% 09-11-20279/11/20274.45%**598,499 
PVTPL VOLKSWAGEN GROUP AMERICA 4.55% 09-11-20289/11/20284.55%**356,815 
PVTPL VOLVO FINANCIAL EQUIPMENT LLC SR 24-1A CL A4 4.29% 07-15-20317/15/20314.29%**554,004 
PVTPL VOLVO FINL EQUIP LLC SER 24-1A CL A3 4.29% 10-16-202810/16/20284.29%**602,476 
PVTPL VOLVO FINL EQUIP LLC SR 25-1A CL A3 4.46% 05-15-20295/15/20294.46%**957,775 
PVTPL WEIR GROUP PLC 5.35% 05-06-20305/6/20305.35%**5,924,063 
PVTPL WESTGATE RESORTS SR 24-1A CL A 6.06% 6.06% 01-20-20381/20/20386.06%**742,906 
PVTPL WESTLAKE AUTOMOBILE RECEIVABLE 2023-3 SR 23-3A CL B 5.92% 09-15-20289/15/20285.92%**1,441,407 
PVTPL WHEELS FLEET LEASE FDG 1 LLC SR 24-1A CL A1 5.49% 02-18-20392/18/20395.49%**1,242,024 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
PVTPL WHEELS FLEET LEASE FUNDING 1 LLC SR 25-3A CL A1 0.0% 09-18-20409/18/20404.08%**2,206,109 
PVTPL WIND RIVER CLO LTD SR 16-1KRA CL A1R3 FLTG RT 10-15-203410/15/20344.96%**1,390,651 
PVTPL WISE CLO 2023-2 LTD/WISE CLO 2023-2 LL SER 23-2A CL A FLTG 01-15-20371/15/20375.70%**1,753,262 
PVTPL XSTRATA FIN CDA LTD GTD NT 5.3 DUE10-25-2042 BEO10/25/20425.55%**126,145 
PVTPL ZAIS ZAIS CLO 13 LTD SR 19-13A CL A1AR FRN 07-15-20327/15/20325.20%**452,297 
PVTPLSAMMONS FINL GROUP 6.875% 04-15-20344/15/20346.88%**877,271 
Q TECHNOLOGY GROUP CO LTD HKD0.01**133,058 
QANTAS AIRWAYS NPV**2,112,399 
QBE INS GROUP NPV**9,868 
QIAGEN NV ORD EUR0.01 (POST REV SPLT)**5,808,475 
QNITY ELECTRONICS INC COM**705,701 
QUAKER CHEM CORP COM**4,589,449 
QUALCOMM INC 2.15% DUE 05-20-20305/20/20302.15%**258,090 
QUALCOMM INC COM**3,552,366 
QUANEX BLDG PRODS CORP COM STK**3,297,903 
QUANTA SVCS INC 2.9% DUE 10-01-203010/1/20302.90%**655,720 
QUANTA SVCS INC 4.3% DUE 08-09-20288/9/20284.30%**6,812,443 
QUANTA SVCS INC 4.75% 08-09-20278/9/20274.75%**1,736,089 
QUANTA SVCS INC COM**1,749,439 
QUANTA SVCS INC SR NT 3.05% 10-01-204110/1/20413.05%**252,516 
QUANTA SVCS INC SR NT 5.1% 08-09-20358/9/20355.10%**401,671 
QUANTUMSCAPE CORP COM USD0.0001 CL A**26,925 
QUE PROV CDA MEDIUM TERM NTS BOOK ENT TRANCHE # TR 00050 7.14 2-27-262/27/20267.14%**522,081 
QUEBEC PROV CDA 2.75% DUE 04-12-2027 BEO4/12/20272.75%**899,050 
QUEBEC PROV CDA PROVINCE DE QUEBEC GLOBAL NOTE 7.5% DUE 09-15-2029 BEO9/15/20297.50%**4,287,771 
QUEBEC(PROV OF) 4.45% NTS 01/09/2034 CAD19/1/20344.45%**4,140,775 
QUEBECOR INC CLASS'B'SUB-VTG NPV**852,395 
QUESS CORP LTD INR10**154,502 
QUEST DIAGNOSTICS INC 2.95% DUE 06-30-2030 BEO6/30/20302.95%**236,680 
QUEST DIAGNOSTICS INC 4.6% 12-15-202712/15/20274.60%**784,458 
QUEST DIAGNOSTICS INC COM**1,451,926 
QUINSTREET INC COM STK**487,114 
QXO INC COM PAR VALUE $0.00001 NEW**4,153,812 
R&D COMPUTER CO LTD NPV**2,435 
RABOBANK NEDERLAND 1.98% DUE 12-15-202712/15/20271.98%**2,015,229 
RADICO KHAITAN INR2**165,508 
RADIUM LIFE TECH C TWD10**27,406 
RADNET INC COM STK**2,557,327 
RADWARE LTD COM STK**776,854 
RAI WAY SPA NPV**44,689 
RAIA DROGASIL SA COM NPV**1,416,000 
RAIFFEISEN BK INTL NPV (REGD)**2,380,013 
RAINBOW TOURS SA PLN0.10**282,527 
RAITO KOGYO CO LTD NPV**71,265 
RALLIS INDIA LTD INR1**379,872 
RALPH LAUREN CORP CL A CL A**2,490,475 
RAMBUS INC DEL COM**4,752,735 
RAMELIUS RESOURCES NPV**466,989 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
RANDSTAD N.V. EUR0.10**1,196,546 
RANGE RES CORP COM**259,090 
RANGER ENERGY SVCS INC COM CL A COM CL A**51,027 
RANK GROUP PLC ORD GBP0.1388888**129,833 
RAPID7 INC COM**904,658 
RAPT THERAPEUTICS INC COM NEW**8,129 
RAS AL KHAIMAH AED1**126,128 
RASAN INFORMATION SAR1**738,728 
RASIYAT HOLDING CO KWD0.10**88,186 
RATEGAIN TRAVEL TE INR1**70,440 
RATOS AB SER'B'NPV**815,209 
RAYDIUM SEMI-CONDU TWD10**246,718 
RAYMOND JAMES FNCL INC COM STK**173,598 
RAYONIER ADVANCED MATLS INC COM**192,744 
RB GLOBAL INC COM NPV**8,223,119 
RBL BANK LIMITED INR10**227,815 
REALTEK SEMICOND TWD10**3,517,258 
REALTY INCOME CORP .75% DUE 03-15-20263/15/20260.75%**546,277 
REALTY INCOME CORP 2.7% 02-15-20322/15/20322.70%**904,308 
REALTY INCOME CORP 3% DUE 01-15-20271/15/20273.00%**22,796 
REALTY INCOME CORP 3.25% DUE 01-15-2031 REG1/15/20313.25%**1,624,624 
REALTY INCOME CORP 3.25% DUE 06-15-20296/15/20293.25%**1,044,978 
REALTY INCOME CORP 5.125% 04-15-20354/15/20355.12%**173,261 
REALTY INCOME CORP 5.975% 09-01-20549/1/20545.38%**222,506 
RECHI PRECISION CO LTD TWD10**163,384 
RECKITT BENCK GRP ORD GBP0.10**2,581,500 
RECRUIT HLDGS CO L NPV**8,703,355 
RED RIV BANCSHARES INC COM**19,286 
RED ROCK RESORTS INC CL A CL A**1,003,900 
RED VIOLET INC COM USD0.001 WHEN ISSUED**643,364 
REDDIT INC CL A CL A**2,772,922 
REGAL REXNORD CORPORATION COM STK USD0.01**1,118,210 
REGENCY CTRS CORP COM**1,580,718 
REGENERON PHARMACEUTICALS INC COM**13,092,459 
REGIS HEALTHCARE LIMITED NPV**24,661 
REGIS RESOURCES LT NPV**2,979,727 
REINET INVESTMENTS ORD NPV**47,639 
REINSURANCE GROUP AMER INC COM NEW STK**5,331,262 
REITMANS(CANADA) CLASS'A'NON VTG NPV**33,148 
RELAY THERAPEUTICS INC COM**9,035 
RELIANCE INC COM NPV**669,312 
RELIANCE INDS INR10(100%DEMAT)**3,736,434 
RELX CAP INC 4.75% 03-27-20303/27/20304.75%**875,626 
RELX PLC**10,942,964 
RENAISSANCE RE HLDGS LTD COM**9,653,347 
RENASANT CORP COM**4,733,709 
RENAULT SA EUR3.81**333,167 
RENEW WIND ENERGY AP 2 PVT LTD / SR SECDNT 144A 4.5% 07-14-20287/14/20284.50%**1,726,154 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
REN-REDES ENERGET EUR1(REGD)**284,220 
REORG/ANYWHERE MERGER COMPASS 2V1JAT3 01-09-2026**16,440 
REORG/MIND CHANGE DEFINIUM 2G1EAW5 01-15-2026**157,065 
REORG/PINNACLE MERGER PINNACLE 2G16AX5 02 JAN 2026**722,158 
REORG/QIAGEN EXCHANGE QIAGEN 2H19AL5 01-08-2026**819,533 
REORG/SYNOVUS MERGER PINNACLE 2G16AX5 01-02-2026**4,331,427 
REP BANCORP INC KY CDT-CL A COM STK**26,561 
REP OF SOUTH AFRICA 8.75% 28/02/20482/28/20488.75%**92,868 
REPCO HOME FIN LTD INR10**160,458 
REPLIGEN CORP COM STK USD0.01**6,940,126 
REPT BATTERO ENERG CNY1 H**286,170 
REPUBLIC OF CHILE 4.34% 03-07-20423/7/20424.34%**408,940 
REPUBLIC OF GUATEMALA 5.375% DUE 04-24-2032 REG4/24/20325.38%**201,900 
REPUBLIC OF PANAMA SENIOR SECURED TERM LN 05/03/20273/5/2027—%**234,420 
REPUBLIC OF POLAND 5.5% 03-18-20543/18/20545.50%**268,146 
REPUBLIC OF TURKIYE 7.625% 05-15-20345/15/20347.62%**977,362 
REPUBLIC SVCS INC COM**2,075,219 
REPUBLICA ORIENT URUGUAY 5.25% T-BOND 09-10-20609/10/20605.25%**420,075 
RESOLUTE MINING NPV**157,662 
RESOLUTION FDG CORP FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 04-15-20304/15/2030—%**2,008,170 
RESOURCES CONNECTION INC COM**83,185 
REUNERT NPV**19,606 
REVOLUTION MEDICINES INC COM**2,923,474 
REVVITY INC**39,764 
REXEL EUR5**2,277,909 
REXFORD INDUSTRIAL REALTY INC 5.0% DUE 06-15-20286/15/20285.00%**1,221,215 
REYNOLDS AMERN INC FIXED 5.85% DUE 08-15-20458/15/20455.85%**384,860 
RGA GLOBAL FDG 4.35% DUE 08-25-20288/25/20284.35%**2,556,684 
RGA GLOBAL FDG 4.6% DUE 11-25-203011/25/20304.60%**3,001,449 
RGA GLOBAL FDG 5.448% DUE 05-24-20295/24/20295.45%**2,381,294 
RGA GLOBAL FDG MEDIUM TERM SR SECD TRANCHE # TR 00006 5.05% 12-06-203112/6/20315.05%**2,553,326 
RH COM**910,978 
RHB BANK BHD NPV**202,155 
RHEINMETALL AG NPV**1,638,985 
RHEON AUTO MACHNRY NPV**24,118 
RHYTHM PHARMACEUTICALS INC COM**889,395 
RIBBON COMMUNICATIONS INC COM STK USD0.0001**74,261 
RICH HONOUR INTERN TWD10**15,324 
RICHWAVE TECHNOLOGY CORPORATION TWD10**60,152 
RICOH CO LTD NPV**1,247,378 
RINGKJOBING LNDOBK DKK1**1,332,194 
RINNAI CORP NPV**1,493,100 
RIO TINTO FIN USA 5.125% DUE 03-09-20533/9/20535.12%**289,652 
RIO TINTO FIN USA PLC 4.5% 03-14-20283/14/20284.50%**483,658 
RIO TINTO FIN USA PLC 4.875% 03-14-20303/14/20304.88%**2,360,408 
RIO TINTO FIN USA PLC 5.75% 03-14-20553/14/20555.75%**317,116 
RIO TINTO FINANCE (USA)PLC 4.375% 03-12-20273/12/20274.38%**271,829 
RIO TINTO ORD GBP0.10**6,418,100 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
RIOT PLATFORMS INC COM NPV**150,089 
RISO KAGAKU CORP NPV**41,402 
RITHM CAPITAL CORP**652,757 
RIYAD BANK SAR10**306,812 
RIYADH CABLES GROUP CO. SAR10**973,531 
RLI CORP COM**17,275 
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A2A'6/12/20444.21%**1,918,919 
RMAC SECS NO 1 PLC FRN M/BKD 06/2044 GBP'A3A'6/12/20444.23%**417,470 
RMAC SECS NO 1 PLC FRN MTG 06/44 EUR REGS'A2C'6/12/20442.18%**309,063 
ROBERT HALF INC COM USD0.001**8,472,127 
ROBINHOOD MKTS INC COM CL A COM CL A**566,179 
ROBLOX CORP COM USD0.0001 CL A**1,669,785 
ROCHE HLDGS AG GENUSSCHEINE NPV**48,849,499 
ROCKET COS INC CL A CL A**408,612 
ROCKET LAB CORP COM**2,725,174 
ROCKWELL AUTOMATION**2,355,430 
ROGERS 2.9% DUE 11-15-202611/15/20262.90%**141,546 
ROGERS COMMUNICATIONS INC 3.2% 03-15-20273/15/20273.20%**2,839,625 
ROGERS COMMUNICATIONS INC 4.5% 03-15-20423/15/20424.50%**372,973 
ROGERS COMMUNICATIONS INC 5.0% 02-15-20292/15/20295.00%**3,474,492 
ROGERS CORP COM**181,309 
ROHM CO LTD NPV**1,590,520 
ROKU INC COM CL A COM CL A**4,898,757 
ROLLS ROYCE HLDGS ORD GBP0.20**21,554,038 
ROMANIA(REP OF) 5.25% MTN 10/03/30 EUR10003/10/20305.25%**615,614 
ROMANIA(REP OF) 5.375% MTN 07/06/33 EUR10006/7/20335.38%**2,498,262 
ROPER TECHNOLOGIES INC**6,021,719 
ROPER TECHNOLOGIES INC 4.2% 09-15-20289/15/20284.20%**250,780 
ROPER TECHNOLOGIES INC 4.25% 09-15-20289/15/20284.25%**1,098,335 
ROPER TECHNOLOGIES INC 4.75% 02-15-20322/15/20324.75%**187,286 
ROPER TECHNOLOGIES INC 4.9% 10-15-203410/15/20344.90%**64,975 
ROSNEFT OIL CO RUB0.01(RUB)**113,275 
ROSS STORES INC COM**1,027,338 
ROYAL BANK OF CANADA 4.498% 08-06-20298/6/20294.50%**4,964,128 
ROYAL BANK OF CANADA 4.51% 10-18-202710/18/20274.51%**3,773,261 
ROYAL BANK OF CANADA 4.715% 03-27-20283/27/20284.72%**7,975,913 
ROYAL BANK OF CANADA 4.875% 01-19-20271/19/20274.88%**5,021,847 
ROYAL BANK OF CANADA 4.969% 08-02-20308/2/20304.97%**363,862 
ROYAL BANK OF CANADA FLTG 02-04-20312/4/20314.94%**501,928 
ROYAL BANK OF CANADA MTN 4.522% 10-18-202810/18/20284.52%**3,242,808 
ROYAL BANK OF CANADA MTN 4.95% 02-01-20292/1/20294.95%**224,943 
ROYAL BK CDA 6% DUE 11-01-202711/1/20276.00%**67,492 
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NTS BOOK ENTRY 5.2% 07-20-20267/20/20265.20%**898,319 
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT1.15% 07-14-20267/14/20261.15%**456,471 
ROYAL BK CDA GLOBAL MEDIUM TERM SR BK NT3.875% 05-04-20325/4/20323.88%**4,815,487 
ROYAL BK CDA MONTREAL QUE COM NPV**308,757 
ROYAL BK OF CANADA COM NPV**1,536,320 
ROYAL CARIBBEAN GROUP COM STK**283,941 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ROYAL DUTCH SHELL PLC SPONSORED ADR REPSTG ORD SH**15,333,439 
ROYAL GOLD INC COM STK USD0.01**785,128 
ROYAL UNIBREW A/S DKK2 (POST SPLIT)**93,046 
ROYALTY PHARMA PLC 4.45% 03-25-20313/25/20314.45%**399,315 
RPM INTL INC**50,128 
RR KABEL LTD INR5**17,731 
RTX CORP 5.75% 11-08-202611/8/20265.75%**6,630,446 
RTX CORP 6.0% 03-15-20313/15/20316.00%**3,438,793 
RTX CORPORATION 2.375% 03-15-20323/15/20322.38%**892,261 
RTX CORPORATION 2.82% 09-01-20519/1/20512.82%**513,253 
RTX CORPORATION 2.25% DUE 07-01-20307/1/20302.25%**2,508,453 
RTX CORPORATION 3.125% 05-04-20275/4/20273.12%**2,000,690 
RTX CORPORATION 3.5% 03-15-2027 USD3/15/20273.50%**942,510 
RTX CORPORATION 4.125% 11-16-202811/16/20284.12%**2,932,769 
RTX CORPORATION 4.15% 05-15-20455/15/20454.15%**167,502 
RTX CORPORATION 4.35% DUE 04-15-20474/15/20474.35%**263,535 
RTX CORPORATION 5.375% 02-27-20532/27/20535.38%**96,474 
RTX CORPORATION COMSTK**58,048,301 
RUBIS EUR1.25(POST SPLIT)**79,448 
RUBRIK INC COM USD0.000025 CL A**270,586 
RUSH ENTERPRISES INC CL A CL A**5,215,459 
RUSH STREET INTERACTIVE INC COM USD0.0001 CL A**3,818,986 
RXSIGHT INC COM**174,014 
RYDER SYS INC COM**2,728,073 
RYDER SYSTEM INC 2.85% 03-01-20273/1/20272.85%**1,539,937 
RYDER SYSTEM INC 4.9% 12-01-202912/1/20294.90%**558,840 
RYDER SYSTEM INC 4.95% 09-01-20299/1/20294.95%**623,037 
RYDER SYSTEM INC 5.25% 06-01-20286/1/20285.25%**2,227,178 
RYDER SYSTEM INC 5.375% 03-15-20293/15/20295.38%**648,211 
RYDER SYSTEM INC 5.5% 06-01-20296/1/20295.50%**241,626 
RYERSON HLDG CORP COM STOCK**319,809 
RYMAN HOSPITALITY PPTYS INC COM**4,716,807 
S & T BANCORP INC COM STK**377,445 
S FOODS INC NPV**67,727 
S INDIA BK LTD COMSTK**67,606 
S&P GLOBAL INC 2.45% 03-01-20273/1/20272.45%**1,596,349 
S&P GLOBAL INC 2.7% 03-01-20293/1/20292.70%**1,102,350 
S&P GLOBAL INC 2.9% 03-01-20323/1/20322.90%**521,673 
S&P GLOBAL INC COM**3,976,910 
S.W. AIRL CO COM**99,357 
SABIC AGRI-NUTRIEN SAR10**151,759 
SABINE PASS FIXED 4.2% DUE 03-15-20283/15/20284.20%**2,724,262 
SABINE PASS LIQUEFACTION LLC 4.5% DUE 05-15-2030 REG5/15/20304.50%**1,741,673 
SABINE PASS LIQUEFACTION LLC 5.0% 03-15-20273/15/20275.00%**8,812,753 
SABRA HEALTH CARE REIT INC COM**29,774 
SABRA HLTH CARE 3.9% DUE 10-15-202910/15/20293.90%**1,274,163 
SAFEHOLD INC NEW COM**2,820 
SAFEHOLD OPER PARTNERSHIP LP 2.85% 01-15-20321/15/20322.85%**586,456 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SAFETY INS GROUP INC COM**186,984 
SAFILO GROUP NPV**148,839 
SAGILITY LIMITED**169,586 
SAIA INC COM STK**8,232,875 
SAINSBURY(J) ORD GBP0.28571428**1,896,704 
SAINT MARC HOLDING NPV**27,530 
SAIZERIYA COMPANY NPV**227,248 
SAKAI CHEMICAL IND NPV**28,403 
SALES TAX SECURITIZATION CORP ILL 3.238%01-01-2042 BEO TAXABLE1/1/20423.24%**6,824,495 
SALESFORCE INC COM USD0.001**27,428,516 
SAMPO OYJ/SH CL COMMON STOCK**634,107 
SAMSUNG CARD KRW5000**32,247 
SAMSUNG E&A CO LTD KRW5000**664,111 
SAMSUNG ELECTRO-MECHANICS CO KRW5000 009150**345,712 
SAMSUNG ELECTRONIC KRW100**29,852,191 
SAMSUNG FIRE & MARINE INS.CO.LTD**1,558,397 
SAMSUNG SECURITIES KRW5000**1,287,710 
SAMTY RESIDENTIAL REIT**45,338 
SAN DIEGO CALIF REDEV AGY SUCCESSOR AGY TX ALLOCATION 3.5 09-01-2028 BEO TAXABLE9/1/20283.50%**1,302,496 
SAN DIEGO GAS & ELEC CO 4.95% 08-15-20288/15/20284.95%**84,067 
SAN DIEGO GAS & ELEC CO 5.4% 04-15-20354/15/20355.40%**3,110,411 
SAN DIEGO GAS & ELEC CO 5.55% 04-15-20544/15/20545.55%**190,293 
SAN DIEGO GAS & ELECTRIC CO 4.1% 06-15-20496/15/20494.10%**436,874 
SAN-A CO LTD NPV**809,062 
SAN-AI OBBLI CO LTD NPV**20,211 
SANDFIRE RESOURCES LTD**2,204,336 
SANDISK CORP COM**1,705,101 
SANDOZ GROUP AG CHF0.05**1,030,789 
SANDS CHINA LTD 4.3% 01-08-20261/8/20263.80%**1,798,520 
SANDVIK AB NPV**1,430,351 
SANGAMO THERAPEUTICS INC COM**1,160 
SANIL ELECTRIC CO KRW500**960,218 
SANIONA AB NPV**234,576 
SANKI ENGINEERING NPV**1,472,124 
SANKYO CO LTD NPV**110,235 
SANMINA CORP COM**34,516 
SANOFI EUR2**2,033,846 
SANOFI SPONSORED ADR**675,290 
SANTA ANA CALIF PENSION OBLIG 1.665% 08-01-2028 BEO TAXABLE8/1/20281.66%**4,256,590 
SANTA ANA CALIF PENSION OBLIG 1.869% 08-01-2029 BEO TAXABLE8/1/20291.87%**2,728,655 
SANTA ANA CALIF PENSION OBLIG 2.089% 08-01-2030 BEO TAXABLE8/1/20302.09%**1,466,242 
SANTAM LIMITED NPV**39,366 
SANTANDER DR AUTO 4.96% DUE 11-15-202811/15/20284.96%**2,110,015 
SANTANDER DR AUTO 5% DUE 11-15-202911/15/20295.00%**5,565,599 
SANTANDER DR AUTO 5.61% DUE 07-17-20287/17/20285.61%**188,708 
SANTANDER DR AUTO 5.77% DUE 11-15-203011/15/20305.77%**2,444,618 
SANTANDER DR AUTO 5.84% DUE 06-17-20306/17/20305.84%**5,254,016 
SANTANDER DR AUTO 6.02% DUE 09-15-20289/15/20286.02%**1,023,878 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SANTANDER DR AUTO 6.43% DUE 02-18-20312/18/20316.43%**8,003,342 
SANTANDER DR AUTO RECEIVABLES TR 4.49% 09-15-20319/15/20314.49%**4,803,446 
SANTANDER DR AUTO RECEIVABLES TR ASSET BACKED CTF CL C 6.69% 03-17-20313/17/20316.69%**1,359,720 
SANTANDER DR AUTO RECEIVABLES TR SER 24-4 CL B 4.93% 09-17-20299/17/20294.93%**705,292 
SANTANDER DR AUTO RECEIVABLES TR SR 25-4 CL C 4.66% 01-15-20321/15/20324.66%**170,443 
SANTANDER DRIVE AUTO REC SER 24-1 CL A3 5.25% 04-17-20284/17/20285.25%**190,421 
SANTANDER DRIVE AUTO REC TR 2012-6 SER 24-A CLS C 4.95% 04-15-20304/15/20304.95%**2,425,566 
SANTANDER DRIVE AUTO REC TR SER 24-4 CLS A3 4.85% 01-16-20291/16/20294.85%**1,379,300 
SANTANDER DRIVE AUTO RECEIVABLES SER 24-5 CL B 4.63% 08-15-20298/15/20294.63%**2,010,463 
SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL B 5.77% DUE 12-15-202812/15/20285.77%**853,097 
SANTANDER DRIVE AUTO RECEIVABLES TR SER 23-4 CL C 6.04% DUE 12-15-203112/15/20316.04%**3,793,467 
SANTANDER DRIVE AUTO RECEIVABLES TR 2022AUTO LN NT CL C 4.86% 08-15-20298/15/20294.49%**3,435,984 
SANTANDER DRIVE AUTO RECEIVABLES TR SER 25-3 CL C 4.68% 09-15-20319/15/20314.68%**473,015 
SANTANDER DRIVE AUTO RECEIVABLES TR SR 25-1 CL C 5.04% 03-17-20313/17/20315.04%**399,796 
SANTANDER DRIVE AUTO RECEIVABLES TRUST SR 24-3 CL C 6.03% 08-15-20308/15/20305.64%**5,254,856 
SANTANDER DRIVE AUTO SER 24-1 CL B 5.23% 12-15-202812/15/20285.23%**351,556 
SANTANDER HLDGS USA INC 2.49% 01-06-20281/6/20282.49%**1,722,193 
SANTANDER HLDGS USA INC 5.353% 09-06-20309/6/20305.35%**767,783 
SANTANDER UK GROUP FIXED 2.896% 03-15-20323/15/20322.90%**2,665,316 
SANTANDER UK GROUP FLTG RT 5.136% DUE 09-22-20369/22/20365.14%**637,808 
SANTANDER UK GROUP HLDGS PLC 2.469% 01-11-20281/11/20282.47%**687,940 
SANTANDER UK GROUP HLDGS PLC 5.694% 04-15-20314/15/20315.69%**2,921,327 
SANTANDER UK GROUP HOLDINGS PLC 6.534% 01-10-20291/10/20296.53%**1,254,189 
SANTEN PHARM CO NPV**1,809,145 
SANY HEAVY EQUIPME HKD0.1**353,810 
SANYO CHEMICAL IND NPV**29,972 
SAP SE**16,791,086 
SAPUTO INC COM NPV**105,479 
SAREPTA THERAPEUTICS INC COM**414,863 
SARTORIUS AG NON VTG PRF NPV**1,723,073 
SASOL LTD NPV**361,670 
SASSEUR REAL REIT FUND**386,849 
SATO CORPORATION NPV**88,844 
SATS ASA NOK2.125**694,187 
SAUDI ARABIAN MINI SAR10**63,001 
SAUDI AWWAL BANK**204,667 
SAUDI ELECTRIC CO SAR10**44,179 
SAUDI NATIONAL BANK SAR10**208,770 
SAVARA INC COM**177,994 
SBA COMMUNICATIONS CORP COM USD0.01 CL A**759,019 
SBA TOWER TR 2.328% DUE 07-15-20527/15/20522.33%**4,036,438 
SBERBANK OF RUSSIA**716,368 
SBERBANK OF RUSSIA SPON ADR**1,065 
SBM OFFSHORE NV EUR0.25**1,548,071 
SBNA AUTO LEASE TR 6.51% DUE 04-20-20274/20/20276.51%**314,732 
SCALES CORP LT NPV**107,929 
SCANDIC HOTELS GRO NPV**291,305 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SCANDINAVIAN TOBAC DKK1**56,793 
SCANSOURCE INC COM**518,482 
SCATEC ASA NOK0.025**590,389 
SCB X PCL THB10 (NVDR)**603,561 
SCCU AUTO 5.11% DUE 06-15-20296/15/20295.11%**1,107,414 
SCE RECOVERY FDG 5.541% DUE 09-15-20529/15/20525.54%**6,241,217 
SCE RECOVERY FUNDING LLC 4.453% 03-15-20363/15/20364.45%**3,917,568 
SCF EQUIP LEASING 6.17% DUE 05-20-20325/20/20326.17%**1,660,280 
SCG HOTEL ISSUER INC COML MTG PASSTHRU CTF CL A 5.18019% 09-15-20429/15/20425.25%**3,204,996 
SCHINDLER-HLDG AG CHF0.10 (PTG CERT)**3,744,485 
SCHNEIDER ELECTR INR2**100,473 
SCHNEIDER ELECTRIC EUR4.00**20,287,541 
SCHNEIDER NATL INC WIS CL B CL B**4,936,331 
SCHOLAR ROCK HLDG CORP COM**2,800,347 
SCHOLASTIC CORP COM**216,566 
SCHWAB CHARLES .9% DUE 03-11-20263/11/20260.90%**3,748,575 
SCHWAB CHARLES 3.2% DUE 01-25-20281/25/20283.20%**320,620 
SCHWAB CHARLES 3.2% DUE 03-02-20273/2/20273.20%**89,294 
SCHWAB CHARLES CORP COM NEW**13,271,145 
SCHWAB CHARLES CORP NEW 5.875% 08-24-20268/24/20265.88%**1,167,684 
SCHWAB(CHARLES)CORP 1.95% 12-01-2031 BEO12/1/20311.95%**7,625,326 
SCIENCE APPLICATIONS INTL CORP NEW COM USD0.0001**21,441 
SCIENTECH CORPORAT TWD10**31,890 
SCOR SE EUR7.876972**1,540,620 
SCOTTS MIRACLE-GRO CLASS'A'COM NPV**5,778,342 
SCREEN HOLDINGS CO LTD NPV**641,705 
SCROLL CORP NPV**307,761 
SEABOARD CORP DEL COM**208,907 
SEACOAST BKG CORP FLA COM NEW COM NEW**7,646,591 
SEADRILL LIMITED**295,968 
SEAGATE TECHNOLOGY HOLDINGS PLC**1,831,068 
SEALED AIR CORP NEW COM STK**26,971 
SECRETARIA TESOURO 0% T-BILL 01/04/26 BRL10004/1/2026—%**21,465,703 
SEEGENE INC KRW500**241,445 
SEI INVTS CO COM**384,346 
SEIKITOKYU KOGYO NPV**50,497 
SEIKO EPSON CORP NPV**784,370 
SEKISUI JUSHI CORP NPV**14,955 
SELECT MED HLDGS CORP COM**18,087 
SELECT WATER SOLUTIONS INC**3,602,332 
SELECTIVE INS GROUP INC COM**602,675 
SELECTQUOTE INC COM**34,066 
SEMPRA 5.4% 08-01-20268/1/20265.40%**580,718 
SEMPRA 6% DUE 10-15-203910/15/20396.00%**187,863 
SEMPRA ENERGY 3.8% DUE 02-01-20382/1/20383.80%**284,213 
SEMTECH CORP COM**5,290,205 
SENAO NETWORKS INC TWD10**16,613 
SENSEONICS HLDGS INC COM NEW**374,124 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SENTINELONE INC CL A COM CL A COM**1,079,250 
SERABI GOLD PLC ORD GBP0.10**364,160 
SERBIA (REPUBLIC) 1% SNR MTN 23/09/2028 EUR9/23/20281.00%**1,977,086 
SERBIA (REPUBLIC) 6% SNR MTN 12/06/34 USD10006/12/20346.00%**517,762 
SERCOMM CORP TWD10**27,867 
SERVICE CORP INTL COM**1,346,854 
SERVICE STREAM LTD NPV**487,198 
SERVICENOW INC COM USD0.001**50,919,896 
SERVICETITAN INC CL A CL A**11,289 
SERVISFIRST BANCSHARES INC COMMON STOCK**5,471,906 
SEVEN & I HOLDINGS NPV**9,935,539 
SEVEN BANK NPV**20,633 
SEVERSTAL PJSC GDR EACH REPR 1 ORD 'REGS'**994 
SFS GROUP AG CHF0.1 (REGD)**111,581 
SG COML MTG SECS 3.055% DUE 10-10-204810/10/20483.06%**3,267,513 
SGS SA CHF0.04 (REGD)**61,816 
SHAKE SHACK INC CL A CL A**1,202,371 
SHANGHAI ELECTRIC 'H'CNY1**83,531 
SHANGHAI HENLIUS BIOTECH I-H**93,819 
SHARJAH ISLAMIC BK AED1**803,586 
SHARKNINJA COM USD0.0001**6,357,710 
SHELL FIN US INC 4.0% 05-10-20465/10/20464.00%**136,262 
SHELL FINANCE US INC 3.75% 09-12-20469/12/20463.75%**390,845 
SHELL FINANCE US INC 4.75% 01-06-20361/6/20364.75%**545,291 
SHELL PLC ORD EUR0.07**1,785,412 
SHENG SIONG GROUP NPV**298,585 
SHENZHEN BINGCHUAN A CNY1**217,965 
SHERWIN-WILLIAMS 3.45% DUE 06-01-20276/1/20273.45%**1,181,930 
SHERWIN-WILLIAMS CO 4.3% 08-15-20288/15/20284.30%**10,789,299 
SHERWIN-WILLIAMS CO 4.5% 08-15-20308/15/20304.50%**1,168,989 
SHERWIN-WILLIAMS CO COM**4,975,157 
SHIBAURA MACHINE CO LTD**16,402 
SHIKOKU BANK NPV**19,067 
SHIKOKU ELEC POWER NPV**122,659 
SHIMIZU CORP NPV**401,777 
SHINDENGEN ELECTRC NPV**38,585 
SHIN-ETSU CHEMICAL NPV**11,729,771 
SHINHAN FINANCIAL GROUP CO LTD KRW5000 055550**1,933,457 
SHINNIHONSEIYAKU C NPV**102,161 
SHINSEGAE INC. KRW5000**180,893 
SHOE CARNIVAL INC COM**98,917 
SHOPIFY INC CL A SUB VTG SHS SHOPIFY INC**16,175,875 
SHORE BANCSHARES INC COM**32,266 
SHOUCHENG HOLDINGS LTD**62,645 
SHOWBOX CORP COMMMON STOCK**29,302 
SHR TR 2024-LXRY 7.05% 10-15-204110/15/20415.70%**1,002,082 
SHRIRAM PISTONS & INR10**427,629 
SHURGARD SELF NPV**268,065 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SIAM CEMENT PCL-NVDR**209,681 
SICHUAN EXPRESSWAY 'H'CNY1**14,783 
SIEMENS AG NPV(REGD)**2,989,858 
SIEMENS ENERGY AG NPV**4,828,940 
SIERRA TIMESHARE 2021-1 RECEIVABLES VACATION TIMESHARE LN BKD .99 11-20-203711/20/20370.99%**223,093 
SIGA TECHNOLOGIES INC COM**136,919 
SIGMAROC PLC COMMON STOCK**101,389 
SIGNET JEWELERS LTD ORD USD0.18**1,893,394 
SIGURD MICROELECTR TWD10**693,353 
SIHUAN PHARM HLDG COMSTK**21,966 
SILICON LABORATORIES INC COM**1,515,728 
SIMCERE PHARMACEU. NPV**595,155 
SIMMONS FIRST NATL CORP CL A $0.01 PAR CL A $0.01 PAR**726,649 
SIMON PPTY GROUP L FIXED 3.25% 09-13-20499/13/20493.25%**138,468 
SIMON PPTY GROUP L P 4.375% 10-01-203010/1/20304.38%**4,214,300 
SIMPLO TECHNOLOGY TWD10**79,980 
SIMPSON MFG INC COM**5,070,158 
SINGAPORE EXCHANGE NPV**5,727,627 
SINGAPORE TECHNOLOGIES ENGINEERING**2,560,047 
SINGAPORE TELECOMMUNICATIONS NEW COM STK**4,730,797 
SINO BIOPHARMACEUT HKD0.025**524,826 
SINOFERT HOLDINGS HKD0.1**47,336 
SINOPAC FIN HLDGS TWD10**49,662 
SINOPEC ENGINEERIN 'H' CNY1**622,464 
SIRIUSPOINT LTD COM USD0.1**33,711 
SITE CTRS CORP COM PAR $**251,144 
SITIME CORP COM**510,713 
SJS ENTERPRISES LT INR10**18,871 
SK DISCOVERY CO LT KRW5000**20,463 
SK GAS KRW5000**55,604 
SK HYNIX INC 000660**24,556,829 
SK INC KRW200**1,817,428 
SKANDINAVISKA ENSKILDA BANKEN AB PUBL 4.5% 09-03-20309/3/20304.50%**703,431 
SKISTAR AB SER'B'NPV**74,548 
SKYWARD SPECIALTY INS GROUP INC COM**39,099 
SKYWORKS SOLUTIONS INC COM**3,263,332 
SKYWORTH GROUP LIMITED**45,794 
SL CORPORATION KRW500**71,836 
SL GREEN RLTY CORP COM**730,434 
SLB LIMITED COM**12,128,042 
SLEEP NUMBER CORP COM**157,720 
SLIDE INS HLDGS INC COM**3,506,361 
SLM CORP 6.5% 01-31-20301/31/20306.50%**103,492 
SLM PRIVATE CR STUDENT LN TR 2007-A STUDLN BACKED NT A-4 FLTG 12-16-2041BEO12/16/20414.22%**2,714,077 
SLM PRIVATE CR STUDENT LN TR ASSTBCKD SER 2005-A CL A4 FLTG 12-15-2038 BEO12/15/20384.29%**390,061 
SLM STUDENT LN 3-7 3.8%-FRN A/BKD 15/12/33 EUR12/15/20332.65%**134,593 
SLR INVT CORP COM STK**85,648 
SMALL BUSINESS 5.67999982834% DUE 06-01-20286/1/20285.68%**15,182 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SMART-CORE HOLDING USD0.00001**28,059 
SMARTFINANCIAL INC COM NEW COM NEW**37,434 
SMARTSTOP SELF STORAGE REIT INC COM USD0.001**622,172 
SMB PRIVATE ED LN TR 2020-PT-B PVT ED LNBACKED EXCHANGE 1.6% 09-15-20549/15/20541.60%**2,200,521 
SMB PRIVATE ED LN TR 2021-A PVT ED LN BKD NT CL A-2A1 4.52467% 01-15-20531/15/20534.59%**727,312 
SMB PRIVATE ED LN TR 2021-E PVT ED LN BKS NTS CL A-1A 1.68% 02-15-20512/15/20511.68%**697,637 
SMB PRIVATE ED LN TR 2025-B PVT ED LN BACKED NT 144A 5.02% 03-17-20533/17/20535.02%**1,916,827 
SMB PVT ED LN TR 4.48% DUE 05-16-20505/16/20504.48%**1,740,046 
SMB PVT ED LN TR 5.13% DUE 04-15-20544/15/20545.13%**4,489,938 
SMB PVT ED LN TR 5.38% DUE 01-15-20531/15/20535.38%**536,671 
SMB PVT ED LN TR FLTG RT 4.80668% DUE 06-17-20526/17/20525.07%**2,581,454 
SMC CORP NPV**868,608 
SMITH & NEPHEW PLC 5.15% 03-20-20273/20/20275.15%**1,572,877 
SMITH A O CORP COM**306,845 
SMITHFIELD FOODS INC COM**800,307 
SMITHS NEWS PLC**146,275 
SMK CORP NPV**42,091 
SMRT 2022-MINI COML MTG PASSTHRU CTF CL B 5.031% 01-15-20391/15/20395.10%**2,494,698 
SMUCKER J M CO COM NEW**6,234,898 
SMURFIT WESTROCK LTD**2,272,481 
SNAM SPA X GLOBAL B NT 144A 5.75% 05-28-20355/28/20355.75%**627,613 
SNAM SPA X GLOBAL C NT 144A 6.5% 05-28-20555/28/20556.50%**2,988,048 
SNAP INC SNAP INC**469,077 
SNOWFLAKE INC CL A CL A**40,123,796 
SOBHA LTD INR10**149,795 
SOCIETE GENERALE 5.25% DUE 02-19-20272/19/20275.25%**2,048,196 
SOCIETE GENERALE EUR1.25**16,805,064 
SOCIONEXT INC NPV**780,842 
SODICK CO LTD NPV**476,377 
SOFI PROFESSIONAL LN PROGRAM 2020-C POSTGRADUATE LN AST BKD NT 1.95% 02-15-20462/15/20461.95%**319,537 
SOFI TECHNOLOGIES INC COM**1,592,111 
SOFTCREATE HLDGS C NPV**28,912 
S-OIL CORP KRW2500**414,957 
SOJITZ CORPORATION**149,042 
SOKEN CHEM & ENG NPV**52,192 
SOLAR INDUSTRIES INDIA LTD INR2**68,431 
SOLARA ACTIVE PHAR INR10**194,817 
SOLAREDGE TECHNOLOGIES INC COM**122,901 
SOLARIA ENERGIA Y COMSTK**952,368 
SOLARIS ENERGY INFRA STRUCTURE INC**4,530,160 
SOLARIS RESOURCES COM NPV**102,300 
SOLENO THERAPEUTICS INC COM PAR**943,038 
SOLID PWR INC COM CL A**98,439 
SOLSTICE ADVANCED MATLS INC COM**17,343 
SOLVENTUM CORP 5.4% 03-01-20293/1/20295.40%**2,113,096 
SOMPO HOLDINGS INC**10,658,723 
SONIC AUTOMOTIVE INC CL A**527,418 
SONIC HEALTHCARE NPV**30,788 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SONOCO PRODS CO 5.0% 09-01-20349/1/20345.00%**99,231 
SONOS INC COM**1,586,599 
SONOVA HOLDING AG CHF0.05 (REGD)**3,861,512 
SONY FINANCIAL GROUP INC NPV**28,382 
SONY GROUP CORPORA NPV**18,201,640 
SOPRA STERIA GROUP**94,780 
SOUTH AFRICA(REPUBLIC OF) 6.25% BDS 31/03/36 ZAR3/31/20366.25%**71,850 
SOUTH BOW CORPOR COM NPV**24,786 
SOUTH PLAINS FINL INC COM**18,857 
SOUTH32 LTD NPV**844,327 
SOUTHERN CALI EDISON 5.45% 06-01-20316/1/20315.45%**724,945 
SOUTHERN CALIF EDISON CO 4.125% 03-01-20483/1/20484.12%**605,235 
SOUTHERN CALIF EDISON CO 5.3% 03-01-20283/1/20285.30%**899,769 
SOUTHERN CALIF EDISON CO 5.65% 10-01-202810/1/20285.65%**2,552,208 
SOUTHERN CALIF EDISON CO SR NT 2.75% 02-01-20322/1/20322.75%**1,870,943 
SOUTHERN CALIF GAS CO 5.75% 06-01-20536/1/20535.75%**209,446 
SOUTHERN CO 3.25% DUE 07-01-20267/1/20263.25%**1,500,321 
SOUTHERN CO 3.7% DUE 04-30-2030 REG4/30/20303.70%**2,291,396 
SOUTHERN CO 4.4% DUE 07-01-20467/1/20464.40%**296,340 
SOUTHERN CO 4.85% 06-15-20286/15/20284.85%**988,802 
SOUTHERN CO 5.2% 06-15-20336/15/20335.20%**401,267 
SOUTHERN CO 5.5% 03-15-20293/15/20295.50%**3,061,085 
SOUTHERN CO COM STK**25,755,654 
SOUTHERN CO GAS CAP 3.15% 09-30-20519/30/20513.15%**227,254 
SOUTHERN CO GAS CAP 3.25% 06-15-20266/15/20263.25%**2,788,102 
SOUTHERN CO GAS CAP 4.05% 09-15-20289/15/20284.05%**2,591,819 
SOUTHERN CO GAS CAPITAL 5.1% 09-15-20359/15/20355.10%**146,388 
SOUTHERN FIRST BANCSHARES COM**5,873 
SOUTHERN MO BANCORP INC COM**38,487 
SOUTHERN POWER COMPANIES 4.25% 10-01-203010/1/20304.25%**703,790 
SOUTHERN PWR CO 5.15% DUE 09-15-20419/15/20415.15%**57,938 
SOUTHN CAL EDISON 1.2% DUE 02-01-20262/1/20261.20%**298,913 
SOUTHN CAL EDISON 2.85% DUE 08-01-20298/1/20292.85%**663,256 
SOUTHN CAL EDISON 3.65% DUE 03-01-20283/1/20283.65%**346,062 
SOUTHN CAL EDISON 4% DUE 04-01-20474/1/20474.00%**222,041 
SOUTHN CAL EDISON CO 5.55 DUE 01-15-2036BEO1/15/20365.55%**165,762 
SOUTHN CAL GAS CO 5.45% DUE 06-15-20356/15/20355.45%**3,544,975 
SOUTHN COPPER CORP DEL COM**1,314,329 
SOUTHWEST GAS CORP 5.45% 03-23-20283/23/20285.45%**307,644 
SOUTHWESTERN ELEC PWR CO 5.3% 04-01-20334/1/20335.30%**720,270 
SOUTHWESTERN PUBLIC SERVICE CO 3.75% 06-15-20496/15/20493.75%**185,341 
SOUTHWESTN ELEC 3.9% DUE 04-01-20454/1/20453.90%**74,626 
SPACE CO LTD NPV**39,682 
SPAR GROUP LIMITED ZAR**45,145 
SPAREBANK 1 NORD-NORGE GRUNNFONDSBEVIS NOK50**610,019 
SPAREBANK 1 SMN NOK25**1,630,407 
SPAREBANKEN NORGE NOK25 GRUNNFONDSBEVIS**196,040 
SPAREK.SJAELLAND-F DKK10**87,567 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SPCL1 GEN ELEC CAP CORP 5.875% DUE 01-14-20381/14/20385.88%**184,720 
SPEED TECH TWD10**40,254 
SPOTIFY TECHNOLOGY S A COM EUR0.025**15,747,694 
SPRINT CAP CORP 6.875% DUE 11-15-202811/15/20286.88%**1,276,318 
SPROUTS FMRS MKT INC COM**732,008 
SPRUCE BIOSCIENCES INC COM NEW**60,193 
SPYRE THERAPEUTICS INC COM NEW COM USD0.0001 POST REV SPLIT**251,564 
SS&C TECHNOLOGIES HLDGS INC COM**2,367,771 
SSR MNG INC COM NPV**283,448 
ST GALLER KTBK AG CHF80 (REGD)**192,435 
STANDARD CHARTERED PLC SHS**5,322,316 
STANDARDAERO INC. COM USD0.01**2,359,217 
STANFORD UNIVERSIT 4.679% 03-01-20353/1/20354.68%**5,149,528 
STANLEY AGRICULTUR 'A'CNY1**355,165 
STANLEY BLACK & DECKER INC 3.4% 03-01-20263/1/20263.40%**3,728,675 
STANLEY BLACK & DECKER INC 6.0% 03-06-20283/6/20286.00%**1,872,098 
STANLEY BLACK & DECKER INC COM**13,810,138 
STANLEY ELECTRIC NPV**259,208 
STAR PETROLEUM PLC THB6.92 (NVDR)**445,220 
STARBUCKS CORP COM**874,352 
STARK TECHNOLOGY TWD10**28,835 
STARWOOD MTG 1.172% DUE 05-25-20655/25/20651.17%**113,797 
STARWOOD MTG 1.431% DUE 05-25-20655/25/20651.43%**164,470 
STARWOOD MTG 1.486% DUE 04-25-20654/25/20651.49%**33,271 
STATE OF ISRAEL 5.625% 02-19-20352/19/20355.62%**522,144 
STATE OF ISRAEL 5.375% 02-19-20302/19/20305.38%**827,180 
STATE OF ISRAEL 5.5% 03-12-20343/12/20345.50%**621,304 
STATE STR CORP 4.536% DUE 02-28-20282/28/20284.54%**1,652,322 
STATE STR CORP 4.543% 04-24-20284/24/20284.54%**2,402,898 
STATE STR CORP 4.784% 10-23-203610/23/20364.78%**498,383 
STATE STR CORP COM**16,719,696 
STATE STR CORP FLTG RT 3.031% DUE 11-01-203411/1/20343.03%**1,364,242 
STATE STR CORP FLTG RT 4.53% DUE 02-20-20292/20/20294.53%**1,261,261 
STATE STR CORP FLTG RT 4.821% DUE 01-26-20341/26/20344.82%**578,348 
STATE STREET BANK & TRUST 4.594% 11-25-202611/25/20264.59%**1,786,022 
STATE STREET CORPP 4.729% 02-28-20302/28/20304.73%**292,879 
STEEL DYNAMICS INC 3.45% DUE 04-15-2030 BEO4/15/20303.45%**96,708 
STEEL DYNAMICS INC 4.0% 12-15-202812/15/20284.00%**4,603,920 
STEEL DYNAMICS INC 5.75% 05-15-20555/15/20555.75%**329,869 
STEEL DYNAMICS INC COM**432,775 
STEEL DYNAMICS INC SR NT 5.375% 08-15-20348/15/20345.38%**399,497 
STELLA JONES INC COM NPV**975,044 
STELLANTIS N.V COM EUR0.01**104,403 
STEPAN CO COM**3,772,840 
STEPSTONE GROUP INC CL A CL A**1,398,713 
STEVANATO GROUP S.P.A. COM NPV**5,150,559 
STEWART INFORMATION SVCS CORP COM**13,560 
STH AFRICA(REP OF) 8% SNR 31/01/2030 ZAR10001/31/20308.00%**1,208,358 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
STH AFRICA(REP OF) 8.5% SNR 31/01/2037 ZAR10001/31/20378.50%**269,366 
STH AFRICA(REP OF) 8.875% SNR 28/02/35 ZAR10002/28/20358.88%**16,877,697 
STH AFRICA(REP OF) 9% SNR 31/01/2040 ZAR10001/31/20409.00%**84,719 
STICHTING AK RABOBANK CERTIFICATEN 6.5% 31/12/204912/31/20496.50%**558,000 
STIFEL FINL CORP COM**1,597,432 
STITCH FIX INC CL A CL A**407,710 
STOKE THERAPEUTICS INC COM**215,197 
STONERIDGE INC COM**50,170 
STOREBRAND ASA SER'A'NOK5**1,611,714 
STRABAG SE NPV (BR)**50,324 
STRATEGIC ED INC**87,017 
STRATTEC SEC CORP COM**273,419 
STRIDES PHARMA SCIENCE LIMITED**381,569 
STRUCTURED ASSET INVT LN TR 2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG3/25/20344.55%**133,715 
STRYKER CORP**20,618,285 
STRYKER CORP 3.65% 03-07-20283/7/20283.65%**567,911 
STRYKER CORP 4.55% 02-10-20272/10/20274.55%**1,760,938 
STRYKER CORP 4.7% 02-10-20282/10/20284.70%**1,461,001 
STWD 2025-FL4 LLC FLTG RT 5.12536% DUE 11-19-204211/19/20425.18%**1,249,105 
STX METAL CO LTD KRW2500**513,248 
SUAL PHOTONICS TWD10**260,371 
SUBARU CORPORATION NPV**394,201 
SUMITOMO CHEMICAL CO. LTD NPV**108,312 
SUMITOMO CORP NPV**186,448 
SUMITOMO ELECTRIC NPV**581,071 
SUMITOMO HEAVY IND NPV**341,460 
SUMITOMO METAL MINING CO LTD NPV**4,056 
SUMITOMO MITSUI FINANCIAL GROUP NPV**20,412,279 
SUMITOMO MITSUI FINL GROUP INC 1.402% 09-17-20269/17/20261.40%**2,094,278 
SUMITOMO MITSUI FINL GROUP INC 5.464% 01-13-20261/13/20265.46%**954,675 
SUMITOMO MITSUI FINL GROUP INC 5.52% 01-13-20281/13/20285.52%**4,168,524 
SUMITOMO MITSUI FINL GROUP INC 5.716% 09-14-20289/14/20285.72%**543,868 
SUMITOMO MITSUI FINL GROUP INC 5.88% 07-13-20267/13/20265.88%**3,852,849 
SUMITOMO MITSUI FINL GROUP INC FIXED 3.04% 07-16-20297/16/20293.04%**752,019 
SUMITOMO MITSUI TR BK LTD 4.5% 03-13-20283/13/20284.50%**4,307,030 
SUMITOMO OSAKA CEM NPV**351,526 
SUMITOMO PHARMA CO LTD NPV**11,831 
SUMITOMO SEIKA NPV**51,676 
SUN FRONTIER FUDOS NPV**15,311 
SUN INC NPV**24,348 
SUN INTL LTD ZAR0.08**14,819 
SUN KING TECHNOLOGY GROUP LTD**153,432 
SUNAC CHINA HLDGS HKD0.10**31,136 
SUNCOKE ENERGY INC COM USD0.01**450,727 
SUNCOR ENERGY INC 4% DUE 11-15-204711/15/20474.00%**304,784 
SUNCOR ENERGY INC COM NPV 'NEW'**8,865,454 
SUNDRUG CO LTD NPV**961,498 
SUNOCO LOGISTICS PARTNER 4.0% 10-01-202710/1/20274.00%**1,852,235 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
SUNOCO LOGISTICS PARTNERS 5.4% 10-01-204710/1/20475.40%**549,920 
SUNOCOCORP LLC COM UNIT REPSTG LLC UINTS**8,969 
SUNONWEALTH ELECTR TWD10**582,327 
SUNOPTA INC COM**153,284 
SUNPLUS INNOVATION TWD10**80,513 
SUNREX TECHNOLOGY TWD10**100,476 
SUNTORY BEVERAGE & NPV**1,094,709 
SUNWAY CONSTRUCTION GROUP BHD MYR0.2**735,605 
SUNWAY REAL ESTATE REIT**465,928 
SUPER GROUP SGHC LTD**178,055 
SUPERNUS PHARMACEUTICALS INC COM STK**1,133,806 
SURGUTNEFTEGAS PJS RUB1(RUB)**58,232 
SURYA CITRA MEDIA IDR10**33,466 
SUSCO PCL THB1(NVDR)**35,143 
SUSTAINED INFRASTR SAR10**302,952 
SUTTER HEALTH TAXABLE BD SER 2025A 5.537% 08-15-20358/15/20355.54%**1,778,344 
SUZUKI MOTOR CORP NPV**7,616,596 
SVENSKA HANDELSBANKEN SER'A'NPV (P/S)**5,815 
SWEDBANK AB MEDIUM 1.538% DUE 11-16-202611/16/20261.54%**1,518,806 
SWEPCO STORM RECOVERY FU 4.88% 09-01-20419/1/20414.88%**4,007,743 
SWIRE PACIFIC 'B' NPV**3,726 
SWIRE PROPERTIES LTD HKD1**23,720 
SWISSQUOTE GP HLDG CHF0.20 (REGD)(POST SUBD)**143,239 
SY HOLDINGS GROUP LTD HKD0.01**335,869 
SYMBOTIC INC COM USD0.0001 CLASS A**4,347,546 
SYMPHONY LTD INR2**72,683 
SYNCHRONY CARD ISSUANCE TR SER 23-A2 CL A 5.74% 10-15-202910/15/20295.74%**9,231,054 
SYNCHRONY FINANCIAL 5.019% 07-29-20297/29/20295.02%**2,403,645 
SYNCHRONY FINANCIAL 5.935% 08-02-20308/2/20305.94%**1,568,271 
SYNCHRONY FINL 3.95% DUE 12-01-202712/1/20273.95%**391,180 
SYNCHRONY FINL FLTG RT 5.45% DUE 03-06-20313/6/20315.45%**3,190,987 
SYNDAX PHARMACEUTICALS INC COM**1,399,266 
SYNGENE INTERNATIONAL LTD INR10 COMM**194,700 
SYNOPSYS INC 4.65% 04-01-20284/1/20284.65%**5,071,390 
SYNOPSYS INC 4.85% 04-01-20304/1/20304.85%**2,446,874 
SYNOPSYS INC 5.0% 04-01-20324/1/20325.00%**408,957 
SYNOPSYS INC 5.15% 04-01-20354/1/20355.15%**1,461,319 
SYNOPSYS INC 5.7% 04-01-20554/1/20555.70%**318,432 
SYNOPSYS INC COM**2,478,712 
SYNTHOMER PLC COMMON STOCK**674 
SYRMA SGS TECH LTD INR10**52,311 
SYSCO CORP 5.1% 09-23-20309/23/20305.10%**309,983 
SYSCO CORP COM**599,468 
SYSTEM ENERGY RES INC FIRST MTG BD 5.3% 12-15-203412/15/20345.30%**2,632,807 
SYSTEM RESEARCH CO NPV**32,361 
SYSTEM SUPPORT HOLDINGS INC**49,816 
T RAD CO LTD JPY50**62,854 
TAB GIDA SANAYI VE TRY1**305,688 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TAC CONSUMER PCL THB0.25 (NVDR)**65,060 
TACHI-S CO LTD NPV**388,042 
TACTILE SYS TECHNOLOGY INC COM**1,247 
TAEKWANG IND CO KRW5000**19,043 
TAG IMMOBILIEN AG NPV**1,337,928 
TAICHUNG COMM BANK TWD10**7,306 
TAIHO KOGYO NPV**17,700 
TAIKISHA LTD NPV**63,064 
TAIKO BANK NPV**29,040 
TAIWAN PCB TECHVES TWD10**14,503 
TAIWAN SEMICON MAN TWD10**59,640,999 
TAIWAN SURFACE MOU TWD10**51,616 
TAKARA & CO LTD**60,098 
TAKASAGO THML ENG NPV**90,542 
TAKEDA PHARMACEUTICAL 5.3% 07-05-20347/5/20345.30%**775,564 
TAKEDA PHARMACEUTICAL CO LTD SR NT 3.025% 07-09-20407/9/20403.02%**322,328 
TAKE-TWO INTERACTIVE SOF 5.6% 06-12-20346/12/20345.60%**261,127 
TAKE-TWO INTERACTIVE SOFTWARE INC COM STK USD0.01**4,268,532 
TAKE-TWO INTERACTIVE SOFTWARE INC 4.95% 04-14-20233/28/20284.95%**2,210,403 
TAKE-TWO INTERACTIVE SOFTWARE INC 5.0% 03-28-20263/28/20265.00%**2,833,911 
TAKUMA CO LTD NPV**28,445 
TALANX AG NPV**1,437,432 
TALEN ENERGY CORP NEW COM**1,906,061 
TANDEM DIABETES CARE INC COM NEW COM USD0.001(POST REV SPLT)**1,408,039 
TANGER INC**887,542 
TANSEISHA CO LTD NPV**187,133 
TAPESTRY INC COM USD0.01**1,260,068 
TARGA RES CORP 4.35% 01-15-20291/15/20294.35%**1,223,313 
TARGA RES CORP 4.9% 09-15-20309/15/20304.90%**2,529,453 
TARGA RES CORP COM**478,778 
TARGA RES PARTNERS LP/TARGA RES FIN 5.5% SNR NTS 03-01-2030 USD3/1/20305.50%**3,601,344 
TARSUS PHARMACEUTICALS INC COM**7,779 
TASMEA LIMITED NPV**157,879 
TATA CHEMICALS INR10**19,888 
TATA CONSULTANCY S INR1**3,050,797 
TATA STEEL LTD INR1.00(POST SUBDIVISION)**64,798 
TATNEFT PJSC RUB1(RUB)**302,739 
TAURON POLSKA ENER PLN5.00**322,171 
TAV HAVALIMANLARI TRY1**199,315 
TAYLOR MORRISON HOME CORP COM USD0.00001**1,453,206 
TAZMO CO LTD NPV**102,660 
TCL ELECTRONICS HOLDINGS LTD**342,733 
TCO COML MTG TR 2024-DPM COML MTG PASS THRU CTF CL A 4.9231% 12-15-203912/15/20394.99%**2,109,563 
TD SYNNEX CORP 6.1% 04-12-20344/12/20346.10%**846,700 
TDK CORP NPV**2,285,126 
TE CONNECTIVITY PLC COM USD0.01**7,565,163 
TEACHERS INS & 3.3% DUE 05-15-20505/15/20503.30%**3,441,013 
TEACHERS INS & 4.27% DUE 05-15-20475/15/20474.27%**387,047 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TECAN GROUP AG CHF0.10 (REGD)**212,802 
TECHMATRIX CORP NPV**147,605 
TECHNIPFMC PLC COM USD1**2,612,241 
TECHNOGYM S P A**1,310,516 
TECNICAS REUNIDAS ORD EUR0.10**353,152 
TECNOGLASS INC COMMON STOCK**2,721,356 
TECSYS INC COM NPV**42,484 
TEEKAY CORPORATION COM STK USD0.001**130,113 
TEEKAY TANKERS LTD (BM) COM USD0.01 CL A**692,697 
TEGMA GESTAO LOGIS COM NPV**30,376 
TEGNA INC COM**13,801 
TEIJIN LTD NPV**49,292 
TEIKOKU ELECTRIC M NPV**142,977 
TEJAS NETWORKS LTD COMN STOCK**118,166 
TEL AVIV STK COM**316,075 
TELECOM ITALIA SPA NPV**943,533 
TELEDYNE TECHNOLOGIES INC COM**4,023,531 
TELEDYNE TECHNOLOGIES INC NT 1.6% 04-01-20264/1/20261.60%**651,498 
TELEFLEX INC COM**5,108,228 
TELEFONICA EMISIONES S A U 5.213% 03-08-2047 REG3/8/20475.21%**265,086 
TELKOM INDONESIA (PERSERO) TBK IDR50**1,582,539 
TELKOM SA SOC LTD ZAR10**435,039 
TELOS CORP MD COM**22,226 
TEMAIRAZU INC NPV**45,194 
TEMPUS AI INC COM USD0.0001 CL A**24,151 
TENCENT HLDGS LTD HKD0.00002**20,563,089 
TENET HEALTHCARE CORP COM NEW .**1,105,678 
TENN VALLEY AUTHORITY 1.5% 09-15-20319/15/20311.50%**70,349 
TENN VALLEY AUTHORITY 5.25% 02-01-20552/1/20555.25%**1,549,891 
TENNESSEE VALLEY AUTH FED BOOK ENTRY CPNGENERIC INT PMT 04-01-20284/1/2028—%**2,710,140 
TENNESSEE VALLEY AUTHORITY 4.375% 08-01-20348/1/20344.38%**2,429,108 
TENNESSEE VY AUTH 4.875% 05-15-20355/15/20354.88%**17,210,229 
TENNESSEE VY AUTH GLOBAL POWER BD SER A 4.625% DUE 09-15-2060 REG9/15/20604.62%**40,204 
TENNESSEE VY AUTH GLOBAL PWR BD SER A 4.25% DUE 09-15-2065 REG9/15/20654.25%**59,639 
TENNESSEE VY AUTH TENN VALLEY AUTH 4.875% DUE 01-15-2048 REG1/15/20484.88%**299,417 
TERADYNE INC COM**3,666,801 
TERAWULF INC COM USD0.10**802,921 
TERNS PHARMACEUTICALS INC COM**394,062 
TERUMO CORP NPV**5,165,772 
TERWIN MTG TR 2003-6HE ASSET BKD CTF CL A-1 FLTG 11-25-2033 REG11/25/20334.79%**14,746 
TES CO LTD KRW500**241,468 
TESCO ORD GBP0.0633333**8,523,069 
TESLA INC COM USD0.001**82,337,886 
TEST RESEARCH INC TWD10**79,232 
TETRA TECH INC NEW COM**277,644 
TEXAS HEALTH RES FIXED 2.328% DUE 11-15-205011/15/20502.33%**248,973 
TEXAS INSTRUMENTS INC COM**28,849,652 
TEXAS NAT GAS SECURITIZATION FIN CORP RE0.0% SER 23-1 CL A1 04-01-20354/1/20355.10%**4,813,397 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TEXAS ROADHOUSE INC COMMON STOCK**6,950,918 
TEXTRON INC 3.9% 09-17-20299/17/20293.90%**1,501,935 
TEXTRON INC FIXED 2.45% DUE 03-15-20313/15/20312.45%**635,139 
TF1 - TV FRANCAISE EUR0.20**55,862 
TG THERAPEUTICS INC COM**766,981 
THAI LIFE INSURANC THB1 (NVDR)**105,738 
THAI OIL PCL THB10(NVDR)**98,270 
THAIFOODS GROUP THB1 (NVDR)**340,364 
THE A2 MILK CO LTD NPV**678,374 
THE BEAUTY HEALTH CO CL A**34,897 
THE CIGNA GROUP**41,927,437 
THE HARTFORD INSURANCE GROUP INC COM USD0.01**7,620,891 
THE MARZETTI COMPANY**808,124 
THE PEOPLE S INSUR 'H'CNY1**15,610 
THE REAL BROKERAGE INC COM NPV (POST REVSPLIT)**339,216 
THE TRADE DESK INC COM CL A COM CL A**671,854 
THERAVANCE BIOPHARMA INC COM**33,846 
THERMO FISHER SCIENTIFIC INC 5.0% 12-05-202612/5/20265.00%**558,452 
THERMO FISHER SCIENTIFIC INC COM USD1**4,038,187 
THIRD COAST BANCSHARES INC COM**25,847 
THK CO LTD NPV**38,346 
THOMSON REUTERS CORPORATION**726,766 
THOR INDS INC COM STK**4,035,650 
THYSSENKRUPP AG NPV**382,260 
TI CLOUD INC USD0.0001**10,243 
TIANGONG INTERNATI USD0.0025**471,957 
TIANNENG BATTERY G CNY1 (SHANGHAI STOCK CONNEC**286,532 
TIANRUN CRANKSHAFT CO. LTD. 'A'CNY1(STOCK CONNECT)**181,301 
TIGER BRANDS ZAR0.10**139,577 
TIM S.A. COM NPV**318,506 
TIME DOTCOM BHD NPV**60,336 
TIME WARNER CABLE 4.5% DUE 09-15-20429/15/20424.50%**331,745 
TIMKEN CO COM**10,710,086 
TIPS MUSIC LIMITED INR1(POST SUBD)**37,702 
TIS INC**959,203 
TISCO FINANCIAL GR THB10(NVDR)**1,036,080 
TJX COS INC COM NEW**6,467,903 
TK CHEMICAL CORP KRW500**24,144 
TKMS AG & CO KGAA NPV**61,484 
TLB CO LTD KRW500**171,984 
T-MOBILE US INC COM**4,602,714 
T-MOBILE USA INC 2.05% DUE 02-15-20282/15/20282.05%**4,286,517 
T-MOBILE USA INC 2.25% DUE 02-15-20262/15/20262.25%**569,695 
T-MOBILE USA INC 2.55% 02-15-20312/15/20312.55%**5,943,142 
T-MOBILE USA INC 2.625% DUE 04-15-2026 BEO4/15/20262.62%**1,192,261 
T-MOBILE USA INC 3.0% DUE 02-15-2041 BEO2/15/20413.00%**1,176,873 
T-MOBILE USA INC 3.375% 04-15-20294/15/20293.38%**4,385,112 
T-MOBILE USA INC 3.875% 04-15-20304/15/20303.88%**9,171,889 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
T-MOBILE USA INC 4.5% DUE 04-15-20504/15/20504.50%**347,315 
T-MOBILE USA INC 4.7% 01-15-20351/15/20354.70%**2,362,345 
T-MOBILE USA INC 4.75% 02-01-20282/1/20284.75%**1,670,680 
T-MOBILE USA INC 4.95% DUE 03-15-20283/15/20284.95%**696,056 
T-MOBILE USA INC 5.15% 04-15-20344/15/20345.15%**1,023,961 
T-MOBILE USA INC 5.2% DUE 01-15-2033 BEO1/15/20335.20%**3,503,665 
T-MOBILE USA INC 5.75% 01-15-20541/15/20545.75%**137,887 
T-MOBILE USA INC 5.875% DUE 11-15-205511/15/20555.88%**110,238 
T-MOBILE USA INC FIXED 3.75% DUE 04-15-20274/15/20273.75%**5,981,898 
T-MOBILE USA INC SR SECD NT 1.5% 02-15-20262/15/20261.50%**7,704,959 
TN VY AUTH FED BOOK ENTRY CPNSTRIPS GENERIC INT PMT 09-15-2028 (UNDDATE) REG9/15/2028—%**679,199 
TN VY AUTH FED BOOK ENTRY PRIN STRIPS GENERIC PRIN PMT 06-15-2035 (UNDDATE)6/15/2035—%**290,036 
TOA CORP (CONST) NPV**39,735 
TOA ROAD CORP NPV**100,543 
TOAGOSEI CO LTD NPV**9,425 
TOAST INC COM USD0.000001 CLASS A**5,960,354 
TOBACCO SETTLEMENT FIN AUTH WEST VA AST BACKED 3.151 06-01-2032 BEO TAXABLE6/1/20323.15%**4,800,540 
TOBU RAILWAY CO Y50**47,168 
TODA CORP NPV**66,230 
TOFU RESTAURANT CO TWD10**26,480 
TOKAI HLDGS CORP NPV**47,586 
TOKAI RIKA CO NPV**65,581 
TOKAI TOKYO FINANCIAL HOLDINGS INC**1,866,570 
TOKYO ELECTRON NPV**8,889,547 
TOKYO SEIMITSU CO NPV**368,407 
TOKYU CONST(NEW) NPV**1,419,694 
TOLL BROS FIN CORP 4.35% DUE 02-15-20282/15/20284.35%**1,876,635 
TOLL BROS INC COM**910,031 
TOMONY HOLDINGS IN NPV**26,509 
TON YI INDL CORP TWD10**30,025 
TONGGUAN GOLD GP L HKD0.1**25,181 
TOPBUILD CORP COM**5,348,376 
TOPCO SCIENTIFIC C TWD10**74,092 
TOPY INDUSTRIES NPV**17,771 
TOREX GOLD RES INC COM NPV (POST REV SPLT)**1,716,495 
TORO CO COM**3,230,669 
TOROMONT INDUSTRIE COM STK NPV**157,479 
TORONTO DOMINION 4.108% DUE 06-08-20276/8/20274.11%**2,743,070 
TORONTO DOMINION 5.298% DUE 01-30-20321/30/20325.30%**606,371 
TORONTO DOMINION BANK 4.574% 06-02-20286/2/20284.57%**4,526,849 
TORONTO DOMINION BANK 4.98% 04-05-20274/5/20274.98%**1,326,739 
TORONTO DOMINION BANK 5.156% 01-10-20281/10/20285.16%**70,581 
TORONTO DOMINION BK 4.861% 01-31-20281/31/20284.86%**2,518,230 
TORONTO DOMINION BK ONT COVERED BD 144A 5.141% 09-13-20299/13/20295.14%**8,355,427 
TORONTO DOMINION FIXED 5.532% 07-17-20267/17/20265.53%**896,253 
TORONTO-DOMINION BANK 4.693% 09-15-20279/15/20274.69%**759,880 
TORONTO-DOMINION BANK MTN 2.8% DUE 03-10-20273/10/20272.80%**3,450,487 
TORONTO-DOMINION COM NPV**20,276,985 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TORRENT PHARM INR5**77,103 
TORUNLAR GYO TRY1 (C SHARES)**97,345 
TOSEI CORPORATION NPV**21,895 
TOSHIBA TEC CORP NPV**194,035 
TOSHO CO LTD NPV**30,853 
TOTAL CAP INTL 3.127% DUE 05-29-2050 REG5/29/20503.13%**528,564 
TOTAL CAP INTL 3.461% DUE 07-12-20497/12/20493.46%**143,419 
TOTALENERGIES CAP 5.425% 09-10-20649/10/20645.42%**140,883 
TOTALENERGIES CAPITAL SA 5.488% 04-05-20544/5/20545.49%**145,728 
TOTALENERGIES SE**10,865,503 
TOTECH CORP NPV**14,029 
TOTVS SA COM NPV TOTS3**3,100,086 
TOVIS CO LTD KRW500**40,979 
TOWA PHARMACEUTICAL CO. LTD NPV**23,222 
TOWD PT MTG TR 2020-1 MTG PASS THRU CTF CL A1 2.71% 01-25-20601/25/20602.71%**124,461 
TOWD PT MTG TR 2020-2 ASSET BACKED NT CLA1A VAR RT 04-25-20604/25/20601.64%**185,054 
TOWER SEMICONDUCTOR LTD**1,167,977 
TOWNGAS SMART ENERGY CO LTD HKD0.10**44,137 
TOYO KANETSU KK NPV**715,437 
TOYODA GOSEI NPV**508,141 
TOYOTA AUTO 4.48% DUE 11-15-202711/15/20274.48%**2,275,466 
TOYOTA AUTO RECEIVABLES OWNER TR SER 25-A CL A3 4.64% 08-15-20298/15/20294.64%**12,887,180 
TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-C CL A3 5.16% DUE 04-17-20284/17/20285.16%**208,725 
TOYOTA AUTO RECEIVABLES OWNER TRUST SER 23-D CL A3 5.54% DUE 08-15-20288/15/20285.54%**1,598,742 
TOYOTA AUTO RECEIVABLES SER 23-A CL A4 4.42% 08-15-20288/15/20284.42%**905,107 
TOYOTA BOSHOKU CP NPV**455,320 
TOYOTA MOTOR CORP NPV**605,919 
TOYOTA MTR CR CORP 4.35% 10-08-202710/8/20274.35%**515,007 
TOYOTA MTR CR CORP 4.5% 05-14-20275/14/20274.50%**1,548,892 
TOYOTA MTR CR CORP 4.75% 07-21-20277/21/20274.26%**1,598,924 
TOYOTA MTR CR CORP 5.4% 11-20-202611/20/20265.40%**1,595,998 
TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK 5.0% DUE 03-19-20273/19/20275.00%**1,584,616 
TP ICAP GROUP PLC ORD GBP0.25**980,106 
TPG PARTNERS LLC CL A COM**1,856,914 
TPR CO LTD NPV**39,534 
TRACTOR SUPPLY CO COM**1,163,933 
TRADEWEB MKTS INC CL A CL A**1,661,708 
TRANE TECHNOLOGIES PLC COM USD1**19,647,984 
TRANS-ALLEGHENY INTST LINE CO SR NT 144A5% 01-15-20311/15/20315.00%**205,686 
TRANSALTA CORP MTN COM NPV**15,198 
TRANSDIGM GROUP INC COM**1,330 
TRANSMEDICS GROUP INC COM**2,301,496 
TRANSMISSORA ALIAN UNITS (1 COM & 2 PRF)**329,672 
TRANSUNION COM**17,857,523 
TRANSURBAN FIN CO 2.45% DUE 03-16-20313/16/20312.45%**159,437 
TRAVELERS COS INC COM STK**35,985,714 
TRAVERE THERAPEUTICS INC COM**174,429 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TRCNTNTL GAS PIPE 3.25% DUE 05-15-20305/15/20303.25%**1,366,380 
TRCNTNTL GAS PIPE 7.25% DUE 12-01-202612/1/20267.25%**1,491,565 
TRE HLDGS CORP NPV**2,053 
TREEHOUSE FOODS INC COM**4,742 
TREND MICRO INC NPV**2,746,068 
TREVI THERAPEUTICS INC COM**257,474 
TREX CO INC COM**3,357,717 
TRI POINTE HOMES INC**1,265,251 
TRICO BANCSHARES COM STK**105,351 
TRIDENT LTD INR1 (POST SUB/DIV)**155,277 
TRINET GROUP INC COM USD0.000025**745,038 
TRINITY HLTH CORP 3.434% DUE 12-01-204812/1/20483.43%**174,891 
TRIP COM GROUP LTD USD0.00125**2,537,432 
TRIPOD TECHNOLOGY TWD10**444,614 
TRIPUTRA AGRO PERS IDR100**95,568 
TRITAX BIG BOX REIT PLC ORD**306,666 
TRIUMPH FINANCIAL INC COM USD0.01**3,292,710 
TRUIST BANK 4.136% 10-23-202910/23/20294.14%**1,454,435 
TRUIST BK 4.671% 05-20-20275/20/20274.67%**2,000,425 
TRUIST FINANCIAL CORPORATION 1.887%06-07-20296/7/20291.89%**1,107,094 
TRUIST FINANCIAL CORPORATION 5.435% 01-24-20301/24/20305.44%**1,635,824 
TRUIST FINANCIAL CORPORATION 7.161% 10-30-202910/30/20297.16%**232,008 
TRUIST FINL CORP 5.711% 01-24-20351/24/20355.71%**1,001,352 
TRUIST FINL CORP COM**13,148,912 
TRUIST FINL CORP SR MED TERM NTS 5.122% 01-26-20341/26/20345.12%**209,184 
TRUIST FINL CORP SR MED TERM NTS BOOK EN6.047% 06-08-20276/8/20276.05%**6,291,542 
TRUIST FINL CORP VAR RT 1.267% DUE 03-02-20273/2/20271.27%**915,396 
TRUST ANADOLU TRY1 (C SHARES)**301,116 
TRUST DOGAL ENERJI TRY1 (C SHARES)**387,757 
TRUSTCO BK CORP N Y COM NEW**69,930 
TRUSTEES OF 2.612% DUE 07-01-20267/1/20262.61%**992,751 
TRUSTEES OF PRINCETON UNIV 6.647% 07-01-20307/1/20304.65%**4,506,002 
TRUSTMARK CORP COM**120,394 
TRUWORTHS INTERNAT ZAR0.00015**5,559 
TSI HOLDINGS CO LTD**442,257 
TSMC ARIZ CORP 2.5% DUE 10-25-203110/25/20312.50%**2,298,476 
TSUBAKIMOTO CHAIN NPV**107,722 
TSUGAMI CORP NPV**47,656 
TSUKADA GLOBAL HOLDINGS INC. NPV**30,693 
TSUKISHIMA HOLDINGS CO LTD NPV**525,896 
TSY INFL IX N/B 1.75% 01-15-20341/15/20341.85%**20,459,736 
TSY INFL IX N/B TII 0 1/8 01/15/32 01-15-20321/15/20320.15%**1,181,982 
TTY BIOPHARM COMPA TWD10**300,886 
TUHU CAR INC. USD0.00002 A**249,249 
TULARE CNTY CALIF PENSION OBLIG 4.009% 06-01-2028 BEO TAXABLE6/1/20284.01%**1,000,217 
TULARE CNTY CALIF PENSION OBLIG 4.109% 06-01-2029 BEO TAXABLE6/1/20294.11%**2,279,947 
TUNG HO STEEL ENT TWD10**32,387 
TUPRAS(T PETR RAF) TRY1 (A SHARES)**480,996 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
TURK HAVA YOLLARI TRY1 (A SHARES)**95,816 
TURK TELEKOMUNIKAS TRY1 (D SHARES)**281,040 
TURKIYE GARANTI BK TRY1**634,584 
TURKIYE IS BANKASI TRY1 (C SHARES)**187,555 
TURKIYE SINAI KALK TRY1**56,705 
TURKIYE VAKIFLAR TRY1 (D SHARES)**178,532 
TURNING PT BRANDS INC COM**106,882 
TUTOR PERINI CORP COM**212,856 
TUYA INC SPON ADS EACH REP 1 CL A ORD SHS**18,169 
TWILIO INC CL A CL A**3,192,861 
TX NAT GAS SECURITIZATION FIN CORP 5.169% 04-01-20414/1/20415.17%**611,910 
TYCO ELECTRONICS 3.7% DUE 02-15-20262/15/20263.70%**3,255,428 
TYLER TECHNOLOGIES INC COM STK**16,950,493 
TYM CORP**48,419 
TYRA BIOSCIENCES INC COM**173,514 
TYSON FOODS INC 4.875% DUE 08-15-20348/15/20344.88%**95,872 
TYSON FOODS INC 5.4% 03-15-20293/15/20295.40%**357,572 
TYSON FOODS INC CL A COM (DELAWARE)**1,682,394 
U S BANCORP 5.083% 05-15-20315/15/20315.08%**319,782 
U S BANCORP 5.775% 06-12-20296/12/20295.78%**4,138,091 
U S BANCORP MEDIUM TERM NTS- BOOK 5.384%01-23-20301/23/20305.38%**181,361 
U S BK NATL ASSN CIN OH MEDIUM 4.507% 10-22-202710/22/20274.51%**3,450,935 
UBER TECHNOLOGIES INC 4.15% 01-15-20311/15/20314.15%**3,540,853 
UBER TECHNOLOGIES INC 4.8% 09-15-20349/15/20344.80%**284,938 
UBER TECHNOLOGIES INC 5.35% 09-15-20549/15/20545.35%**572,308 
UBER TECHNOLOGIES INC COM USD0.00001**12,105,010 
UBER TECHNOLOGIES INC SR NT 4.3% 01-15-20301/15/20304.30%**2,484,420 
UBER TECHNOLOGIES INC SR NT 4.8% 09-15-20359/15/20354.80%**358,118 
UBISOFT ENTERTAIN NPV**85,917 
UBS (NINGBO ORIENT WIRES AND CABLES CO) P-NOTE 29/10/2026**812,024 
UBS (SHENZHEN ENVICOOL TECHNOLO-A) P-NOTE 16/07/2026**1,254,493 
UBS AG LONDON BRH 1.25% 06-01-20266/1/20261.25%**3,316,789 
UBS AG STAMFORD CT 4.864% 01-10-20281/10/20284.86%**8,459,174 
UBS GROUP AG 0.65%-FRN SNR EMTN 14/01/2028 EUR1000001/14/20280.65%**576,349 
UBS GROUP AG 6.442% 08-11-20288/11/20286.44%**2,110,000 
UBS GROUP AG FLTG RT 1.364% DUE 01-30-20271/30/20271.36%**538,789 
UBS GROUP AG FLTG RT 5.617% DUE 09-13-20309/13/20305.62%**626,970 
UBS GROUP AG USD0.10 (REGD)**25,218,220 
UCB NPV**768,654 
UCHIDA YOKO CO JPY50**20,537 
UDR INC MEDIUM TERM NTS BOOK ENTRY 2.1% 08-01-20328/1/20322.10%**342,426 
UFP INDUSTRIES INC COM USD1.00**4,402,176 
UIPATH INC CL A CL A**29,879 
UK(GOVT OF) 4.375% BDS 31/07/54 GBP0.017/31/20544.38%**4,128,631 
UK(GOVT OF) 5.375% BDS 31/01/56 GBP0.011/31/20565.38%**415,177 
UK(GOVT OF) IDX/LKD GTD 22/03/2051 GBP3/22/20510.17%**114,493 
UK(GOVT OF) IDX/LKD SNR 22/03/2068 GBP3/22/20680.20%**10,835 
UK(GOVT OF) IDX/LKD SNR 22/11/2042 GBP11/22/20421.20%**186,715 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UL SOLUTIONS INC CL A CL A**6,559,575 
ULTRAGENYX PHARMACEUTICAL INC COM**1,523,865 
ULVAC INC NPV**1,472,506 
UNDER ARMOUR INC CL C COM**15,350 
UNICAJA BANCO EUR0.25**285,137 
UNICREDIT SPA NPV**1,274,201 
UNILEVER INDONESIA IDR2**62,572 
UNILEVER PLC ORD GBP0.035**7,101,201 
UNION ELEC CO 4.0% DUE 04-01-20484/1/20484.00%**278,879 
UNION ELECTRIC COMPANY 5.125% 03-15-20553/15/20555.12%**183,833 
UNION ELECTRIC COMPANY 5.25% 01-15-20541/15/20545.25%**196,554 
UNION PAC CORP 3.95% DUE 08-15-20598/15/20593.95%**253,404 
UNION PAC CORP COM**26,971,449 
UNION PROPERTIES AED0.666**31,026 
UNION SEMICONDUCT KRW500**61,566 
UNIPRES CORP NPV**641,225 
UNI-PRESIDENT CHIN HKD0.01**97,140 
UNISYS CORP COM NEW**59,158 
UNITED AIRLINES 2019-1A 2.7% 11-01-203311/1/20332.70%**386,343 
UNITED AIRLINES HOLDINGS INC COM USD0.01**20,575 
UNITED AIRLINES INC 5.45% 08-15-20388/15/20385.45%**656,114 
UNITED AIRLS INC 2018-1B PASS THRU TR 4.6% 09-01-20279/1/20274.60%**78,643 
UNITED AIRLS INC 2019-1AA PASS THRU TR 4.15% 08-25-20318/25/20314.15%**130,928 
UNITED ARROWS LTD NPV**253,834 
UNITED FIRE GROUP INC COM USD0.001**45,946 
UNITED MEXICAN 7.375% 05-13-20555/13/20557.38%**215,400 
UNITED MEXICAN STATES 5.375% 03-22-20333/22/20335.38%**1,976,054 
UNITED MEXICAN STATES 5.85% 07-02-20327/2/20325.85%**410,964 
UNITED MEXICAN STATES 6.4% 05-07-20545/7/20546.40%**710,770 
UNITED MEXICAN STATES 6.625% 01-29-20381/29/20386.62%**663,666 
UNITED MEXICAN STS 3.75% 01-11-20281/11/20283.75%**614,790 
UNITED MEXICAN STS 4.75% DUE 04-27-2032 REG4/27/20324.75%**1,948,000 
UNITED MEXICAN STS BDS 2.659% DUE 05-24-2031/11-24-2020 REG5/24/20312.66%**273,230 
UNITED MEXICAN STS GLOBAL NT 3.25% DUE 04-16-2030 REG4/16/20303.25%**661,150 
UNITED MEXICAN STS GLOBAL NT 3.771% 05-24-20615/24/20613.77%**153,875 
UNITED PARCEL SERVICE 5.95% 05-14-20555/14/20555.95%**321,395 
UNITED RENTALS INC COM**6,404,149 
UNITED STATES OF AMER 0% TBILL 02-03-20262/3/2026—%**29,906,247 
UNITED STATES OF AMER 3.5% 11-15-202811/15/20283.50%**105,866,227 
UNITED STATES OF AMER TREAS BILLS 0% T-BILL 04-16-20264/16/2026—%**11,877,869 
UNITED STATES OF AMER TREAS BILLS 0% T-BILL 02-12-20262/12/2026—%**59,754,598 
UNITED STATES OF AMER TREAS BILLS 0% T-BILL03-19-20263/19/2026—%**12,406,953 
UNITED STATES OF AMER TREAS BOND 3.125% 11-15-202811/15/20283.12%**1,978,359 
UNITED STATES OF AMER TREAS BONDS 4.25% 05-15-20395/15/20394.25%**4,618,117 
UNITED STATES OF AMER TREAS BONDS 4.125% 08-15-20448/15/20444.12%**15,553,987 
UNITED STATES OF AMER TREAS BONDS 2.0% 08-15-20518/15/20512.00%**3,267,115 
UNITED STATES OF AMER TREAS BONDS 2.75 BDS DUE 08-15-2042 USD100'BONDS 08/42'8/15/20422.75%**232,465 
UNITED STATES OF AMER TREAS BONDS 2.875% 05-15-20528/15/20472.75%**280,797 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UNITED STATES OF AMER TREAS BONDS 3% DUE08-15-20528/15/20523.00%**3,597,656 
UNITED STATES OF AMER TREAS BONDS 3.375% 05-15-20445/15/20443.38%**8,119,070 
UNITED STATES OF AMER TREAS BONDS 3.625%02-15-20532/15/20533.62%**4,066,211 
UNITED STATES OF AMER TREAS BONDS 4.0% 11-15-20428/15/20483.00%**6,859,566 
UNITED STATES OF AMER TREAS BONDS 4.25% 02-15-20548/15/20523.00%**23,881,633 
UNITED STATES OF AMER TREAS BONDS 4.375% 08-15-20438/15/20433.62%**6,669,208 
UNITED STATES OF AMER TREAS BONDS 4.5% 02-15-20445/15/20483.12%**20,486,781 
UNITED STATES OF AMER TREAS BONDS 4.5% 11-15-205411/15/20544.50%**8,999,766 
UNITED STATES OF AMER TREAS BONDS 4.625%02-15-20552/15/20554.62%**46,728,363 
UNITED STATES OF AMER TREAS BONDS 4.75% 08-15-20552/15/20522.25%**42,827,875 
UNITED STATES OF AMER TREAS BONDS 4.875% 08-15-20458/15/20454.88%**171,101,693 
UNITED STATES OF AMER TREAS NOTES 2.25% 08-15-20278/15/20272.25%**20,887,313 
UNITED STATES OF AMER TREAS NOTES 4.125% 05-31-20325/31/20324.12%**6,381,402 
UNITED STATES OF AMER TREAS NOTES 4.5% DUE 11-15-203311/15/20334.50%**11,377,695 
UNITED STATES OF AMER TREAS NOTES .75% 08-31-20268/31/20260.75%**2,027,225 
UNITED STATES OF AMER TREAS NOTES 1.125% 01-15-20331/15/20331.23%**20,005,191 
UNITED STATES OF AMER TREAS NOTES 1.5% DUE 01-31-2027 REG1/31/20271.50%**4,893,359 
UNITED STATES OF AMER TREAS NOTES 1.875% 07-15-20347/15/20341.95%**14,928,621 
UNITED STATES OF AMER TREAS NOTES 2.125%01-15-20351/15/20352.19%**42,899,818 
UNITED STATES OF AMER TREAS NOTES 2.875%DUE 05-15-2032 REG5/15/20322.88%**21,622,609 
UNITED STATES OF AMER TREAS NOTES 3.25% DUE 06-30-20296/30/20293.25%**8,506,273 
UNITED STATES OF AMER TREAS NOTES 3.375%09-15-20289/15/20283.38%**71,393,457 
UNITED STATES OF AMER TREAS NOTES 3.375%12-31-202712/31/20273.38%**49,371,326 
UNITED STATES OF AMER TREAS NOTES 3.5% 10-31-202710/31/20273.50%**15,414,417 
UNITED STATES OF AMER TREAS NOTES 3.5% 04-30-20284/30/20283.50%**2,100,082 
UNITED STATES OF AMER TREAS NOTES 3.625% 03-31-20303/31/20303.62%**2,397,281 
UNITED STATES OF AMER TREAS NOTES 3.75% 06-30-20306/30/20303.75%**5,818,578 
UNITED STATES OF AMER TREAS NOTES 3.75% 04-15-20284/15/20283.75%**66,446,266 
UNITED STATES OF AMER TREAS NOTES 3.75% 08-15-20278/15/20273.75%**15,279,188 
UNITED STATES OF AMER TREAS NOTES 3.75% 08-31-20268/31/20263.75%**200,216 
UNITED STATES OF AMER TREAS NOTES 3.875% 10-15-202710/15/20273.88%**33,888,783 
UNITED STATES OF AMER TREAS NOTES 3.875%03-31-20273/31/20273.88%**4,720,563 
UNITED STATES OF AMER TREAS NOTES 3.875%12-31-202912/31/20293.88%**4,243,601 
UNITED STATES OF AMER TREAS NOTES 3.875%12-31-203012/31/20303.75%**6,109,055 
UNITED STATES OF AMER TREAS NOTES 4% 01-15-20271/15/20274.00%**28,256,200 
UNITED STATES OF AMER TREAS NOTES 4.0% 02-28-20302/28/20304.00%**79,253,867 
UNITED STATES OF AMER TREAS NOTES 4.0% 06-30-20286/30/20284.00%**910,758 
UNITED STATES OF AMER TREAS NOTES 4.0% 01-31-20311/31/20314.00%**26,255,138 
UNITED STATES OF AMER TREAS NOTES 4.0% 02-15-20342/15/20344.00%**22,820,545 
UNITED STATES OF AMER TREAS NOTES 4.125% 02-28-20272/28/20274.12%**96,699,088 
UNITED STATES OF AMER TREAS NOTES 4.125% 03-31-20293/31/20294.12%**1,525,547 
UNITED STATES OF AMER TREAS NOTES 4.125% 11-15-202711/15/20274.12%**1,911,779 
UNITED STATES OF AMER TREAS NOTES 4.125%07-31-20287/31/20284.12%**913,676 
UNITED STATES OF AMER TREAS NOTES 4.25% 01-15-20281/15/20284.25%**5,622,451 
UNITED STATES OF AMER TREAS NOTES 4.25% 02-15-20282/15/20284.25%**81,193,758 
UNITED STATES OF AMER TREAS NOTES 4.25% 08-31-20308/31/20304.12%**7,944,117 
UNITED STATES OF AMER TREAS NOTES 4.25% 11-15-203411/15/20344.25%**3,376,818 
UNITED STATES OF AMER TREAS NOTES 4.375% 05-15-20345/15/20344.38%**8,190,625 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UNITED STATES OF AMER TREAS NOTES 4.375%12-15-202612/15/20264.38%**40,479,664 
UNITED STATES OF AMER TREAS NOTES 4.625%09-30-20289/30/20284.62%**2,160,047 
UNITED STATES OF AMER TREAS NOTES 4.875%DUE 10-31-202810/31/20284.88%**1,242,938 
UNITED STATES OF AMER TREAS NOTES DTD 4.625% 02-15-20352/15/20354.62%**21,842,461 
UNITED STATES OF AMER TREAS NOTES FLTG RT 01-31-20261/31/20263.85%**3,999,921 
UNITED STATES TREAS 2.375% DUE 02-15-2042 REG8/15/20433.62%**3,177,465 
UNITED STATES TREAS 4.625% 06-15-20276/15/20274.62%**7,899,825 
UNITED STATES TREAS BDS 2.25% DUE 08-15-20468/15/20462.25%**198,281 
UNITED STATES TREAS BDS 2.875% DUE 11-15-204611/15/20462.88%**296,594 
UNITED STATES TREAS BDS 0 DEB 15/02/2040USD1000 4.625 DUE 02-15-2040REG2/15/20404.62%**2,535,059 
UNITED STATES TREAS BDS 1.875% DUE 02-15-2051 REG2/15/20502.00%**702,002 
UNITED STATES TREAS BDS 1.875% DUE 02-15-2041 REG11/15/20544.50%**10,939,500 
UNITED STATES TREAS BDS 15/05/2042 3.25%DUE 05-15-2042 REG2/15/20443.62%**17,494,769 
UNITED STATES TREAS BDS 2.0% 02-15-20522/15/20522.25%**3,048,438 
UNITED STATES TREAS BDS 2.25% 05-15-2041 REG2/15/20554.62%**575,859 
UNITED STATES TREAS BDS 2.25% 08-15-20498/15/20492.25%**2,646,164 
UNITED STATES TREAS BDS 2.25% DUE 05-15-2051 REG5/15/20512.38%**3,229,336 
UNITED STATES TREAS BDS 2.875 DUE DUE 05-15-20435/15/20432.88%**8,026,758 
UNITED STATES TREAS BDS 3.0% DUE 08-15-20488/15/20483.00%**6,261,059 
UNITED STATES TREAS BDS 3.0% DUE 02-15-20482/15/20483.00%**298,906 
UNITED STATES TREAS BDS 3.625 DUE 02-15-2044 TBOND2/15/20443.62%**1,723,438 
UNITED STATES TREAS BDS 3.625 DUE 08-15-20438/15/20433.62%**1,299,668 
UNITED STATES TREAS BDS 4.375% DUE 11-15-203911/15/20394.38%**989,609 
UNITED STATES TREAS BDS 4.625% 11-15-204511/15/20454.62%**980,781 
UNITED STATES TREAS BDS 4.625% 05-15-20442/15/20533.62%**1,562,768 
UNITED STATES TREAS BDS 4.625% 11-15-20445/15/20512.38%**18,248,149 
UNITED STATES TREAS BDS BD 3.125% DUE 02-15-2043 REG2/15/20433.12%**4,440,956 
UNITED STATES TREAS BDS BDS 3% DUE 05-15-2042 REG5/15/20423.00%**161,547 
UNITED STATES TREAS BDS DTD 3.125% 05-15-20485/15/20483.12%**1,144,043 
UNITED STATES TREAS BDS DTD 00271 1.125%DUE 08-15-20408/15/20401.12%**1,891,523 
UNITED STATES TREAS BDS DTD 02/15/2023 3.875% 02-15-20432/15/20433.88%**2,166,937 
UNITED STATES TREAS BDS DTD 11/15/2012 2.75% DUE 11-15-2042 REG11/15/20422.75%**4,474,156 
UNITED STATES TREAS BDS DTD 11/15/2020 1.625% 11-15-20508/15/20483.00%**105,531 
UNITED STATES TREAS BDS DTD 2.75% 08-15-20478/15/20472.75%**11,909,852 
UNITED STATES TREAS BDS TBOND FIXED 3% 02-15-20492/15/20493.00%**9,894,888 
UNITED STATES TREAS BDS TREASURY BOND 2.375% DUE 11-15-2049 REG11/15/20492.38%**1,096,965 
UNITED STATES TREAS INFL INDEX NTS 0.5% 01-15-20281/15/20280.66%**5,551,649 
UNITED STATES TREAS NTS 1.25% DUE 12-31-202612/31/20261.25%**22,499,171 
UNITED STATES TREAS NTS 2.875% 08-15-20288/15/20282.88%**26,770,750 
UNITED STATES TREAS NTS 3.75% 05-15-20285/15/20283.75%**132,429,564 
UNITED STATES TREAS NTS .125% DUE 07-15-20307/15/20300.16%**2,399,183 
UNITED STATES TREAS NTS .5% DUE 04-30-2027 REG4/30/20270.50%**10,437,761 
UNITED STATES TREAS NTS .625% DUE 07-15-2032 REG7/15/20320.70%**7,789,376 
UNITED STATES TREAS NTS 1.5% DUE 11-30-2028 BEO11/30/20281.50%**18,633,386 
UNITED STATES TREAS NTS 1.875% DUE 02-15-2032 REG2/15/20321.88%**25,944,147 
UNITED STATES TREAS NTS 2.375% 03-31-20293/31/20292.38%**15,065,244 
UNITED STATES TREAS NTS 3.375% 11-30-202711/30/20273.38%**12,792,354 
UNITED STATES TREAS NTS 3.5% 09-30-20279/30/20273.50%**32,860,266 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UNITED STATES TREAS NTS 3.5% 12-15-202812/15/20283.50%**115,806,555 
UNITED STATES TREAS NTS 3.625% 08-31-20278/31/20273.62%**4,841,132 
UNITED STATES TREAS NTS 3.625% 12-31-203012/31/20303.62%**75,343,299 
UNITED STATES TREAS NTS 3.875% 06-30-20306/30/20303.88%**25,209 
UNITED STATES TREAS NTS 3.875% 07-15-20287/15/20283.88%**32,853,715 
UNITED STATES TREAS NTS 3.875% 09-30-20299/30/20293.88%**22,202,813 
UNITED STATES TREAS NTS 3.875% 12-31-203212/31/20323.88%**30,136,502 
UNITED STATES TREAS NTS 30/04/2028 1.25%DUE 04-30-2028 BEO4/30/20281.25%**147,280,273 
UNITED STATES TREAS NTS 4.0% 12-15-202712/15/20274.00%**2,756,873 
UNITED STATES TREAS NTS 4.25% 06-30-20296/30/20294.25%**26,051,836 
UNITED STATES TREAS NTS 4.25% 08-15-20358/15/20354.25%**6,681,053 
UNITED STATES TREAS NTS 4.25% 11-30-202611/30/20264.25%**16,098,250 
UNITED STATES TREAS NTS 4.375% 11-30-203011/30/20304.38%**7,002,406 
UNITED STATES TREAS NTS 4.625% 11-15-202611/15/20264.62%**36,175,734 
UNITED STATES TREAS NTS 4.875% 10-31-203010/31/20304.88%**3,574,781 
UNITED STATES TREAS NTS DTD 4.625% 05-31-20315/31/20314.62%**8,335,938 
UNITED STATES TREAS NTS DTD 03/15/2025 3.875% 03-15-20283/15/20283.88%**135,759,811 
UNITED STATES TREAS NTS DTD 04/30/2022 2.875% 04-30-20294/30/20292.88%**5,870,156 
UNITED STATES TREAS NTS DTD 04/30/2025 3.875% 04-30-20304/30/20303.88%**50,349,000 
UNITED STATES TREAS NTS DTD 05/31/2023 3.75% 05-31-20305/31/20303.75%**5,417,719 
UNITED STATES TREAS NTS DTD 06/30/2021 1.25% 06-30-20286/30/20281.25%**2,840,039 
UNITED STATES TREAS NTS DTD 06/30/2022 3.25% DUE 06-30-20276/30/20273.25%**2,925,140 
UNITED STATES TREAS NTS DTD 09/30/2021 1.25% 09-30-20289/30/20281.25%**1,223,270 
UNITED STATES TREAS NTS DTD 09/30/2023 4.625% 09-30-20309/30/20304.62%**3,536,266 
UNITED STATES TREAS NTS DTD 09/30/2025 3.875% 09-30-20329/30/20323.88%**13,857,770 
UNITED STATES TREAS NTS DTD 10/31/2022 4% 10-31-202910/31/20294.00%**4,054,844 
UNITED STATES TREAS NTS DTD 11/15/2016 2.0% 11-15-2026 REG11/15/20262.00%**47,464,930 
UNITED STATES TREAS NTS DTD 3.875% 11-30-202911/30/20293.88%**48,069,877 
UNITED STATES TREAS SEC STRIP DISC NT 02-15-20492/15/2049—%**208,087 
UNITED STATES TREAS SEC STRIPPED 11-15-204811/15/2048—%**72,531 
UNITED STATES TREAS SEC STRIPPED INT PMT 08-15-2045 (UNDDATE) REG8/15/2045—%**178,343 
UNITED STATES TREAS SEC STRIPPED INT PMT00122 02-15-2040 (UNDDATE) REG2/15/2040—%**512,746 
UNITED STATES TREAS SEC STRIPPED INT PMT00521 05-15-2029 (UNDDATE) REG5/15/2029—%**2,653,225 
UNITED STATES TREAS SEC STRIPPED INT PMT00753 05-15-2036 (UNDDATE) REG5/15/2036—%**847,279 
UNITED STATES TREAS SEC STRIPPED INT PMT00765 02-15-2038 (UNDDATE) REG2/15/2038—%**809,428 
UNITED STATES TREAS SEC STRIPPED INT PMT00835 08-15-2032 (UNDDATE) BEO8/15/2032—%**7,284,323 
UNITED STATES TREAS SEC STRIPPED INT PMT00839 08-15-2034 (UNDDATE) REG8/15/2034—%**3,477,972 
UNITED STATES TREAS SEC STRIPPED INT PMT00840 02-15-2035 (UNDDATE) REG2/15/2035—%**1,947,595 
UNITED STATES TREAS SEC STRIPPED INT PMT00841 08-15-2035 (UNDDATE) REG8/15/2035—%**2,016,739 
UNITED STATES TREAS SEC STRIPPED INT PMT00842 02-15-2036 (UNDDATE) REG2/15/2036—%**6,612,938 
UNITED STATES TREAS SEC STRIPPED INT PMT00873 08-15-20368/15/2036—%**479,496 
UNITED STATES TREAS SEC STRIPPED INT PMT00882 05-15-20315/15/2031—%**11,698,719 
UNITED STATES TREAS SEC STRIPPED INT PMT00888 05-15-2034 (UNDDATE) REG5/15/2034—%**5,637,343 
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 02-15-2045 (UNDDATE) REG2/15/2045—%**279,367 
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-20415/15/2041—%**2,777,192 
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 05-15-2042 (UNDDATE) REG5/15/2042—%**143,299 
UNITED STATES TREAS SEC STRIPPED INT PMTINT PMT 08-15-2041 (UNDDATE) REG8/15/2041—%**2,029,369 
UNITED STATES TREAS SEC STRIPPED INT PMTNT 194 08-15-2040 (UNDDATE) REG8/15/2040—%**1,526,870 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
UNITED STATES TREASURY 2.25% 11-15-202711/15/20272.25%**2,933,789 
UNITED STS TREAS NTS 0.125% 07-15-20317/15/20310.15%**788,788 
UNITED STS TREAS NTS 1.25% 03-31-20283/31/20281.25%**9,329,141 
UNITED STS TREAS NTS DTD .875% 11-15-203011/15/20300.88%**3,500,156 
UNITED THERAPEUTICS CORP DEL COM STK**2,254,993 
UNITEDHEALTH GROUP 4.75% DUE 07-15-20457/15/20454.75%**342,870 
UNITEDHEALTH GROUP 5.75% DUE 07-15-20647/15/20645.75%**980,572 
UNITEDHEALTH GROUP 5.875% DUE 02-15-20532/15/20535.88%**485,523 
UNITEDHEALTH GROUP 6.05% DUE 02-15-20632/15/20636.05%**205,134 
UNITEDHEALTH GROUP FIXED 2.95% DUE 10-15-202710/15/20272.95%**1,129,084 
UNITEDHEALTH GROUP INC 2.0% 05-15-20305/15/20302.00%**136,932 
UNITEDHEALTH GROUP INC 3.05% DUE 05-15-2041 BEO5/15/20413.05%**319,357 
UNITEDHEALTH GROUP INC 4.5% 04-15-20334/15/20334.50%**7,484,332 
UNITEDHEALTH GROUP INC 4.75% 07-15-20267/15/20264.75%**960,333 
UNITEDHEALTH GROUP INC 4.8% 01-15-20301/15/20304.80%**2,931,255 
UNITEDHEALTH GROUP INC 5.05% 04-15-20534/15/20535.05%**244,505 
UNITEDHEALTH GROUP INC 5.778% 07-15-20447/15/20445.50%**368,273 
UNITEDHEALTH GROUP INC COM**42,707,981 
UNITEDHEALTH GROUP INC SR NT 4.25% 01-15-20291/15/20294.25%**6,335,911 
UNITIL CORP COM**83,995 
UNITY BANCORP NJ**55,185 
UNITY SOFTWARE INC COM**7,641,498 
UNIV CALIF REGTS MED CTR POOLED REV 3.256% 05-15-2060 BEO TAXABLE5/15/20603.26%**194,487 
UNIV CALIF REGTS MED CTR POOLED REV 4.132% DUE 05-15-2032 REG5/15/20324.13%**1,829,913 
UNIVERSAL CORP VA COM**214,482 
UNIVERSAL DISPLAY CORP COM**5,778,858 
UNIVERSAL INS HLDGS INC COM**444,031 
UNIVERSAL MICROWAV TWD10**1,426,266 
UNIVERSAL ROBINA PHP1**34,455 
UNIVERSAL SCIENTIFIC IND 'A'CNY1 (STOCK CONNECT)**782,971 
UNIVEST FINANCIAL CORP**35,457 
UNO MINDA LIMITED**277,276 
UNUM GROUP**777,093 
UNUM GROUP 5.25% 12-15-203512/15/20355.25%**3,182,238 
UNUSUAL MACHS INC NEV COM USD0.01**1,708,421 
UNVL HEALTH SERVICES INC CL B COM**1,153,762 
URANIUM ENERGY CORP COM**1,084,757 
URBAN EDGE PPTYS COM**1,338,195 
US BANCORP**29,056,975 
US BANCORP 5.046% 02-12-20312/12/20315.05%**1,514,169 
US BANCORP 5.678% 01-23-20351/23/20355.68%**195,712 
US BANK NA CINCINNATI 4.73% 05-15-20285/15/20284.73%**2,006,493 
US FOODS HLDG CORP COM**2,316,768 
US TREAS BDS DTD 02-15-2011 4.75% DUE 02-15-2041 REG2/15/20414.75%**245,063 
US TREAS BDS DTD 05-16-2011 4.375 DUE 05-15-2041 REG5/15/20414.38%**87,989 
US TREAS SEC 0 DUE 11-15-204111/15/2041—%**729,354 
US TREAS SEC 4.5 DUE 08-15-2039 REG8/15/20394.50%**1,607,625 
US TREAS SEC STRIPPED INT PMT 0 STRIP 15/11/2028 USD1000 11-15-2028 REG11/15/2028—%**1,805,120 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
US TREAS SEC STRIPPED INT PMT GENERIC TINT PMT 08-15-2028 REG8/15/2028—%**4,555,905 
US TREAS SEC STRIPPED INT PMT NT 200 0 11-15-2040 REG11/15/2040—%**2,026,194 
US TREAS SEC STRIPPED INT PMT ZCP NT 2060 2-15-2041 REG2/15/2041—%**2,181,881 
US TREASURY N/B 2% DUE 02-15-2050 REG2/15/20502.00%**5,578,389 
US TREASURY N/B 3.125% DUE 08-31-2027 REG8/31/20273.12%**106,145,362 
US TREASURY N/B 3.375% 05-15-20335/15/20333.38%**3,851,875 
US TREASURY N/B 3.5% 10-15-202810/15/20283.50%**51,793,557 
US TREASURY N/B 3.625% 09-15-20279/15/20273.38%**48,568,476 
US TREASURY N/B 3.875% 06-15-20286/15/20283.88%**52,620,475 
US TREASURY N/B 3.875% 08-15-20348/15/20343.88%**8,232,538 
US TREASURY N/B 4.75% 02-15-20458/15/20422.75%**534,227 
US TREASURY N/B 4.75% 05-15-20552/15/20433.88%**113,509 
US TREASURY N/B 5.0% T-BOND 05-15-20452/15/20433.12%**8,366,138 
USAA CAP CORP 4.375% DUE 06-01-20286/1/20284.38%**580,209 
USANA HEALTH SCIENCES INC CDT-SHS**239,270 
USD INTEREST BEARING DEPOSIT**30,098,930 
USHIO INC NPV**71,916 
UTD AIRLS INC 2018-1AA PASS THRU TR 3.5% 09-01-20319/1/20313.50%**128,892 
UTD AIRLS INC 3.7% DUE 09-01-20319/1/20313.70%**434,925 
UTD AIRLS PASS 3.1% DUE 01-07-20301/7/20303.10%**2,722,510 
UTD INTEGRATION SE TWD10**1,268,535 
UTD MEXICAN STS TRANCHE # TR 00026 4.75 DUE 03-08-20443/8/20444.75%**626,240 
UTD PLANT BERHAD MYR1**608,904 
UTD STATES TREAS 2.75% DUE 07-31-20277/31/20272.75%**14,535,199 
UTD STATES TREAS 3.5% DUE 11-30-203011/30/20303.50%**1,743,913 
UTD STATES TREAS 3.625% DUE 08-15-20288/15/20283.62%**60,073,483 
UTD STATES TREAS 4.375% DUE 12-31-202912/31/20294.38%**10,376,961 
UTD STATES TREAS SEC STRIPPED INT GENERIC TINT PMT 0% 05-15-20505/15/2050—%**444,153 
UTD STATES TREAS ZERO CPN 0% DUE 02-15-20302/15/2030—%**4,287,164 
UTD STATES TREAS ZERO CPN 0% DUE 02-15-20422/15/2042—%**2,359,397 
UTD STATES TREAS ZERO CPN 0% DUE 02-15-20512/15/2051—%**846,597 
UTD STATES TREAS ZERO CPN 0% DUE 05-15-20435/15/2043—%**919,116 
UTD STATES TREAS ZERO CPN 0% DUE 05-15-20445/15/2044—%**360,209 
UTD STATES TREAS ZERO CPN 0% DUE 08-15-20428/15/2042—%**3,414,254 
UTD STATES TREAS ZERO CPN 0% DUE 11-15-204211/15/2042—%**204,636 
UTD STATES TREAS ZERO CPN 0% DUE 11-15-204311/15/2043—%**3,688,557 
UTD STATES TREAS ZERO CPN 0% DUE 11-15-204411/15/2044—%**1,998,700 
UTD TRACTORS IDR250**1,656,600 
UWM MTG TR 2.5% DUE 12-25-205112/25/20512.50%**1,273,662 
UWM MTG TR 3% DUE 01-25-20521/25/20523.00%**1,354,377 
UWM MTG TR FLTG RT 4.82419% DUE 11-25-205111/25/20514.82%**1,414,179 
V F CORP COM**4,805,809 
V TECHNOLOGY NPV**36,244 
VA ELEC & PWR CO 4.45 02-15-20442/15/20444.45%**101,416 
VAL NATL BANCORP COM**3,167,266 
VALARIS LTD COM USD0.40**44,503 
VALE OVERSEAS LTD 6.4% 06-28-20546/28/20546.40%**122,460 
VALEO SE EUR1**1,751,053 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
VALERO ENERGY CORP COM STK NEW**2,195,223 
VALERO ENERGY CORP NEW 2.8% 12-01-203112/1/20312.80%**3,539,893 
VALOR HOLDINGS NPV**23,650 
VALUECOMMERCE CO.L NPV**53,881 
VALVOLINE INC COM**6,639,919 
VANDA PHARMACEUTICALS INC COM**80,262 
VAR ENERGI ASA 5.875% DUE 05-22-20305/22/20305.88%**1,040,879 
VAR ENERGI ASA SR NT 144A 5% 05-18-20275/18/20275.00%**6,492,392 
VAREX IMAGING CORP COM**242,716 
VARONIS SYS INC COM**1,526,184 
VARROC ENGINEERING INR1**288,895 
VATTI CORPORATION A'CNY1 (STOCK CONNECT LINE)**394,778 
VAUDOISE ASSURANCES HOLDINGS CHF25(REGD)(POST SUBD)**284,860 
VAULT MINERALS LTD NPV**571,368 
VAXCYTE INC COM**315,459 
VEEVA SYS INC CL A COM CL A COM**16,954,765 
VEIDEKKE NOK0.50**74,968 
VELOCITY FINL INC COM**12,020 
VENTAS INC REIT**3,108,045 
VENTAS REALTY LP 5.0% 01-15-20351/15/20355.00%**3,559,944 
VENTAS RLTY LTD PARTNERSHIP 3.0% 01-15-2030 REG1/15/20303.00%**716,009 
VENTIA SERVICES NPV**217,282 
VENTURE 37 CLO LTD / VENTURE 37 CLO 0% 07-15-20327/15/20325.15%**1,506,815 
VENTURE GLOBAL 4.125% DUE 08-15-20318/15/20314.12%**454,404 
VENTYX BIOSCIENCES INC COM**53,331 
VERA KONSEPT TRY1**98,190 
VERALTO CORP COM**4,693,851 
VERALTO CORP SR NT 5.5% 09-18-20269/18/20265.50%**1,334,275 
VERIS RESIDENTIAL INC COM STK USD0.01**16,591 
VERISIGN INC COM**840,607 
VERISK ANALYTICS INC COM USD0.001**6,863,480 
VERIZON 5.401% DUE 07-02-20377/2/20375.40%**7,657,893 
VERIZON 5.875% DUE 11-30-205511/30/20555.88%**431,027 
VERIZON COMMUNICATIONS 4.78% 02-15-20352/15/20354.78%**5,184,361 
VERIZON COMMUNICATIONS INC 2.875% DUE 11-20-2050 BEO11/20/20502.88%**747,056 
VERIZON COMMUNICATIONS INC NT 2.355% 03-15-20323/15/20322.36%**9,109,955 
VERIZON COMMUNICATIONS INC NT 5% 01-15-20361/15/20365.00%**994,097 
VERIZON FIXED 2.55% DUE 03-21-20313/21/20312.55%**1,129,476 
VERIZON MASTER TR 4.17% 08-20-20308/20/20304.17%**8,049,486 
VERIZON MASTER TR SER 23-7 CL A1A 0.0567% 11-20-202911/20/20295.67%**5,080,255 
VERTEX PHARMACEUTICALS INC COM**22,580,502 
VERTIV HOLDINGS LLC COM USD0.0001**5,578,814 
VERUS SECURITIZATION TR 2021-3 MTG BACKED NT CL A-3 144A 1.437% 06-25-20666/25/20661.44%**1,711,309 
VESTAS WIND SYSTEM DKK0.20**429,247 
VESTIS CORP COM**746,266 
VIATRIS INC SR NT 2.7% 06-22-20306/22/20302.70%**4,066,034 
VIATRIS INC SR NT 3.85% 06-22-20406/22/20403.85%**841,893 
VIAVI SOLUTIONS INC COM NPV**636,851 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
VIBRA ENERGIA S.A. COM NPV**1,262,062 
VICAT SA EUR4**74,531 
VICI PPTYS INC COM**462,405 
VICI PPTYS LP 4.75% 04-01-20284/1/20284.75%**1,202,870 
VICI PPTYS LP 4.95% DUE 02-15-2030 BEO2/15/20304.95%**2,035,757 
VICI PPTYS LP 5.625% 04-01-20354/1/20355.62%**409,377 
VICI PROPERTIES LP 4.75% 02-15-20282/15/20284.75%**5,100,813 
VICI PROPERTIES LP 5.125% 11-15-203111/15/20315.12%**304,345 
VICTORIAS SECRET & CO COM**16,901 
VIENNA INS GRP AG NPV (BR)**164,239 
VIKING HOLDINGS LTD**1,975,629 
VIKING THERAPEUTICS INC COM**465,818 
VINCI EUR2.50**1,838,404 
VIOMI TECHNOLOGY CO LTD SPON ADS EACH REPR 3 ORD SHS**24,627 
VIPER ENERGY INC NEW CL A**1,341,272 
VIPER ENERGY PARTNERS LL 4.9% 08-01-20308/1/20304.90%**6,399,129 
VIPER ENERGY PARTNETS LL 5.7% 08-01-20358/1/20355.70%**306,159 
VIRGINIA ELEC & PWR CO 4.65 DUE 08-15-20438/15/20434.65%**179,866 
VIRGINIA ELEC & PWR CO 5.55% 08-15-20548/15/20545.55%**107,127 
VIRGINIA ELEC & PWR CO 5.6% 09-15-20559/15/20555.60%**146,167 
VIRGINIA PWR FUEL SECURITIZATION LLC 4.877% 05-01-20335/1/20334.88%**11,333,875 
VIRGINIA PWR FUEL SECURITIZATION LLC 5.088% 05-01-20295/1/20295.09%**408,621 
VIRIDIAN THERAPEUTICS INC COM**185,133 
VIRIDIEN EUR1 (POST CONSOLIDATION)**2,542 
VIRTU FINL INC CL A CL A**832,800 
VIRTUS INVT PARTNERS INC COM**195,454 
VISA INC COM CL A STK**43,497,509 
VISHAL MEGA MART INR10**959,662 
VISHAY INTERTECHNOLOGY INC COM STK**4,261,248 
VISTEON CORP COM NEW COM NEW**164,903 
VISTRA CORP COM USD0.01**607,730 
VITA COCO CO INC COM**1,313,111 
VITAL FARMS INC COM**3,054,263 
VM INC KRW100**298,656 
VMED O2 UK FING I 5.625% SNR SEC 15/04/32 EUR4/15/20325.62%**1,540,093 
VMWARE INC 1.4% 08-15-20268/15/20261.40%**3,937,834 
VMWARE INC 3.9% 08-21-20278/21/20273.90%**9,865,462 
VMWARE LLC SR NT 1.8% 08-15-20288/15/20281.80%**122,972 
VODACOM GROUP LIMI ZAR0.01**433,976 
VODAFONE GROUP ORD USD0.2095238**9,011 
VODAFONE GROUP PLC 5.75% 06-28-20546/28/20545.75%**1,247,192 
VODAFONE QATAR QAR1**346,058 
VOESTALPINE AG NPV**238,892 
VOLKSWAGEN AG NON VTG PRF NPV**128,060 
VOLKSWAGEN AUTO 5.8% DUE 04-20-20284/20/20285.80%**2,203,736 
VOLKSWAGEN AUTO LN 5.48% DUE 12-20-202812/20/20285.48%**6,403,653 
VOLKSWAGEN AUTO LOAN ENHANCED TRUST SER 23-1 CL A3 5.02% 06-20-20286/20/20285.02%**1,413,769 
VOLKSWAGEN GROUP 4.35% DUE 06-08-20276/8/20274.35%**2,769,474 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
VOLKSWAGEN GROUP 5.05% DUE 03-27-20283/27/20285.05%**2,782,411 
VOLKSWAGEN GROUP 5.25% DUE 03-22-20293/22/20295.25%**1,717,128 
VOLTAMP TRANSFORME INR10**40,361 
VOLUTION GRP PLC ORD GBP0.01**104,853 
VOLVO CAR AB SER'B'NPV**71,532 
VONTOBEL HLDG AG CHF1 (REGD)**175,065 
VOYA 24-4A 5.64316987991% 07-20-20377/20/20375.23%**8,779,894 
VOYA FINL INC COM**662,261 
VOYAGER TECHNOLOGIES INC CL A CL A**347,453 
VSE CORP COM**385,623 
VT HOLDINGS CO LTD NPV**18,466 
VTEX COM USD0.0001 CL A**244,118 
VULCABRAS AZALEIA SA**8,781 
VULCAN MATERIALS CO 4.95% 12-01-202912/1/20294.95%**1,673,484 
VULCAN MATERIALS CO COM**16,525,932 
W P CAREY INC 2.25% DUE 04-01-20334/1/20332.25%**717,924 
W P CAREY INC 2.4% DUE 02-01-20312/1/20312.40%**81,195 
W P CAREY INC 4.25% DUE 10-01-202610/1/20264.25%**1,413,130 
W P CAREY INC COM**452,129 
W VA UNIV HLTH SYS 3.129% DUE 06-01-20506/1/20503.13%**261,631 
WABASH NATL CORP COM**279,689 
WABTEC CORP COM**1,255,086 
WALKER & DUNLOP INC COM .**5,282,373 
WALMART INC 4.5% DUE 04-15-20534/15/20534.50%**719,153 
WALMART INC 4.5% DUE 09-09-2052 BEO9/9/20524.50%**123,781 
WALMART INC COM**60,376,867 
WALT DISNEY CO**42,052,805 
WANGUO GOLD GROUP HKD0.025**39,211 
WANT WANT CHINA HO USD0.02**21,461 
WARBY PARKER INC CL A COM CL A COM**3,287,022 
WARNER BROS DISCOVERY INC**10,606 
WARNER MUSIC GROUP CORP CL A CL A**6,786,658 
WARNERMEDIA HLDGS 3.755% 03-15-20273/15/20273.76%**688,338 
WARRIOR MET COAL INC COM**207,905 
WARTSILA EUR3.50**4,673,917 
WASION HOLDINGS LTD**613,611 
WASTE CONNECTIONS INC 5.0% 03-01-20343/1/20345.00%**2,609,409 
WASTE MGMT INC DEL 4.95% 07-03-20277/3/20274.95%**224,757 
WASTE MGMT INC DEL COM STK**145,668 
WATERBRIDGE INFRASTRUCTURE LLC CL A SHS REPSTG LTD LIAB CO**2,225,972 
WATERS CORP COM**18,232 
WATSCO INC COM**3,065,234 
WAVE LIFE SCIENCES PTE LTD COM NPV**418,200 
WAYFAIR INC CL A CL A**5,065,283 
WD 40 CO COM STK**596,410 
WEALTHFRONT CORP COM**1,056,813 
WEATHERFORD INTL LTD COMMON STOCK**4,431,159 
WEAVE COMMUNICATIONS INC COM**246,652 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
WEAVER NETWORK TEC A CNY1**276,907 
WEBLINK INTERNATIO TWD10**45,436 
WEC ENERGY GROUP 5.15% DUE 10-01-202710/1/20275.15%**1,465,514 
WEC ENERGY GROUP INC 4.75% DUE 01-09-20261/9/20264.75%**3,877,425 
WEC ENERGY GROUP INC COM**1,517,358 
WEIBO CORPORATION USD0.00025 A**56,844 
WEICHAI POWER CO H CNY1**1,457,314 
WELLS FARGO & CO 2.572% 02-11-20312/11/20312.57%**3,122,031 
WELLS FARGO & CO 2.879% 10-30-203010/30/20302.88%**1,271,554 
WELLS FARGO & CO 3.068% 04-30-20414/30/20413.07%**684,394 
WELLS FARGO & CO 3.9%-FRN SNR 22/07/2032EUR7/22/20323.90%**240,689 
WELLS FARGO & CO 4.4% DUE 06-14-20466/14/20464.40%**100,545 
WELLS FARGO & CO 4.611% 04-25-20534/25/20534.61%**190,354 
WELLS FARGO & CO 4.808% 07-25-20287/25/20284.81%**4,854,531 
WELLS FARGO & CO 4.9% 01-24-20281/24/20284.90%**8,602,532 
WELLS FARGO & CO 5.605% 04-23-20364/23/20365.60%**703,568 
WELLS FARGO & CO 5.606% DUE 01-15-20441/15/20445.61%**347,891 
WELLS FARGO & CO FLTG RT 5.013% 04-04-20514/4/20515.01%**632,970 
WELLS FARGO & CO MEDIUM TERM SR NTS 6.491% 10-23-203410/23/20346.49%**620,843 
WELLS FARGO & CO MEDIUM TERM SR NTS BOOK3.526% 03-24-20283/24/20283.53%**1,344,339 
WELLS FARGO & CO MEDIUM TERM SR NTS BOOK5.15% 04-23-20314/23/20315.15%**6,676,958 
WELLS FARGO & CO NEW COM STK**76,445,809 
WELLS FARGO & COMPANY 3.584% 05-22-20285/22/20283.58%**2,647,781 
WELLS FARGO & COMPANY 4.078% 09-15-20299/15/20294.08%**4,752,537 
WELLS FARGO & COMPANY 4.897% 07-25-20337/25/20334.90%**5,085,530 
WELLS FARGO & COMPANY 4.97% 04-23-20294/23/20294.97%**15,320,740 
WELLS FARGO & COMPANY 5.198% 01-23-20301/23/20305.20%**2,689,874 
WELLS FARGO & COMPANY 5.389% 04-24-20344/24/20345.39%**4,099,431 
WELLS FARGO & COMPANY 5.499% 01-23-20351/23/20355.50%**18,155,026 
WELLS FARGO & COMPANY 5.557% 07-25-20347/25/20345.56%**2,541,133 
WELLS FARGO & COMPANY 5.574% 07-25-20297/25/20295.57%**4,280,284 
WELLS FARGO & COMPANY 5.707% 04-22-20284/22/20285.71%**5,864,816 
WELLS FARGO & COMPANY 6.303% 10-23-202910/23/20296.30%**4,285,942 
WELLS FARGO AND COMPANY 5.211% 12-03-203512/3/20355.21%**788,004 
WELLS FARGO BK N A 5.45% DUE 08-07-20268/7/20265.45%**2,020,719 
WELLS FARGO CARD ISSUANCE TRUST SER 25-A1 CL A 4.34% 05-15-20305/15/20304.34%**5,795,255 
WELLS FARGO COML 3.426% DUE 03-15-20593/15/20593.43%**1,460,465 
WELLS FARGO COML 3.862% DUE 12-15-203912/15/20393.86%**1,843,946 
WELLS FARGO COML 5.309% DUE 08-15-20578/15/20575.31%**1,160,454 
WELLS FARGO COML 5.92% DUE 11-15-205711/15/20575.92%**6,846,372 
WELLS FARGO COML FLTG RT 3.7487% DUE 06-15-20366/15/20363.75%**1,690,750 
WELLS FARGO COML MTG TR 2016-C36 SR 16-C36 CL A3 2.807% 11-15-205911/15/20592.81%**834,995 
WELLS FARGO COML MTG TR 2017-C40 SR 17-C40 CL A2 2.495% 10-15-205010/15/20502.50%**402,477 
WELLS FARGO COML MTG TR 2017-C40 CL A-SB 3.395% 10-15-2050 10-15-205010/15/20503.40%**866,181 
WELLS FARGO COML MTG TR 2017-C41 CL A-SB 3.39% 11-15-205011/15/20503.39%**1,899,409 
WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 1.354% 04-15-20544/15/20541.35%**3,675,904 
WELLS FARGO COML MTG TR 2021-C59 COML MTG PASSTHRU CTF CL 2.298% 04-15-20544/15/20542.30%**1,638,339 
WELLS FARGO COML MTG TR 2022-C62 COML MTG PASS THRU CTF CL 3.589% 04-15-20554/15/20553.59%**7,669,055 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
WELLS FARGO COML MTG TR 2025-5C5 5.59% 07-15-20587/15/20585.59%**1,437,158 
WELLS FARGO COML SER 2018-C44 CL ASB 4.167% 05-15-20515/15/20514.17%**1,840,702 
WELLTOWER INC COM REIT**252,244 
WELLTOWER OP LLC 4.5% 07-01-20307/1/20304.50%**5,935,886 
WERNER ENTERPRISES INC COM**8,350,553 
WESCO INTL INC COM**2,706,942 
WESDOME GOLD MIN L COM NPV**1,688,807 
WESFARMERS LTD NPV**29,903 
WEST AFRICAN RES NPV**45,056 
WESTAMERICA BANCORPORATION COM**98,625 
WESTAR ENERGY INC FIXED 3.25% 09-01-20499/1/20493.25%**102,508 
WESTERN MIDSTREAM OPERATING LP 5.25% 02-01-20502/1/20505.25%**270,353 
WESTERN UN CO FIXED 1.35% DUE 03-15-20263/15/20261.35%**1,788,705 
WESTERN-SOUTHERN 4.7% DUE 12-10-203212/10/20324.70%**2,987,157 
WESTGOLD RESOURCES NPV**357,136 
WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 4.7% 09-15-20289/15/20284.70%**3,680,289 
WESTINGHOUSE AIR FIXED 3.45% DUE 11-15-202611/15/20263.45%**4,656,469 
WESTLAKE 4.72% DUE 11-15-202911/15/20294.72%**3,013,014 
WESTLAKE 6.68% DUE 04-17-20284/17/20286.68%**1,415,968 
WESTLAKE 7.01% DUE 11-15-202811/15/20287.01%**1,023,724 
WESTLAKE CORPORATION COM USD0.01**473,364 
WESTN DIGITAL CORP COM**3,133,074 
WESTN GAS PARTNERS 4.65% DUE 07-01-20267/1/20264.65%**2,880,532 
WESTN MIDSTREAM 5.5% DUE 12-15-203512/15/20355.50%**219,436 
WESTPAC BKG CORP 4.184% DUE 05-22-20285/22/20284.18%**6,312,278 
WESTPAC BKG CORP 4.322% DUE 11-23-203111/23/20314.32%**289,818 
WESTPAC BKG FIXED 2.668% DUE 11-15-203511/15/20352.67%**453,230 
WESTPAC NEW 4.902% DUE 02-15-20282/15/20284.90%**5,091,192 
WESTPORTS HOLDINGS NPV**260,585 
WEX INC COM**921,888 
WEYERHAEUSER CO FIXED 4% DUE 04-15-20304/15/20304.00%**4,738,350 
WEYERHAEUSER CO SR NT 4% 03-09-20523/9/20524.00%**774,620 
WH GROUP LTD USD0.0001**18,379 
WHITE MOUNTAINS INSURANCE GROUP COM STOCK**8,993,714 
WHITECAP RESOURCES INC COMMON STOCK**45,304 
WHITESTONE REIT COMMON SHARES**155,304 
WI TREASURY N/B 28/02/2029 1.875% 02-28-20292/28/20291.88%**3,800,625 
WI TREASURY SEC 3% DUE 05-15-2045 REG5/15/20453.00%**471,344 
WI TREASURY SEC 3.375% DUE 11-15-2048 REG11/15/20483.38%**41,021,648 
WI TREASURY SEC 3.875% 05-15-20432/15/20522.25%**9,003,906 
WI TREASURY SEC 4.0% 11-15-203511/15/20354.00%**4,851,345 
WILH WILHEL. HLDG SER'A'NOK20**266,957 
WILLDAN GROUP INC COM**222,973 
WILLIAMS CO INC COM**310,408 
WILLIAMS COMPANIES INC 5.15% 03-15-20343/15/20345.15%**2,974,053 
WILLIAMS COMPANIES INC 5.4% DUE 03-02-20263/2/20265.40%**4,680,188 
WILLIAMS COS INC 5.8% 11-15-205411/15/20545.80%**843,176 
WILLIAMS PARTNERS 3.75% DUE 06-15-20276/15/20273.75%**257,042 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
WILLIAMS PARTNERS 4.9% DUE 01-15-20451/15/20454.90%**404,229 
WILLIAMS PARTNERS 5.1% DUE 09-15-20459/15/20455.10%**764,001 
WILLIAMS PARTNERS 5.4% DUE 03-04-20443/4/20445.40%**240,483 
WILLIAMS SONOMA INC COM**1,516,051 
WILLSCOT HOLDINGS CORPORATION COM**1,854,755 
WILSON BAYLY HOLME ZAR0.01**33,105 
WIN SEMICONDUCTORS TWD10**2,003,533 
WINBOND ELECTRONIC TWD10**1,056,800 
WINGSTOP INC COM**5,662,468 
WINMARK CORP COM**1,021,259 
WINNEBAGO INDS INC COM**5,832,044 
WISDOM TREE INC**696,171 
WIX.COM LTD COM ILS0.01**5,271,067 
WOLTERS KLUWER EUR0.12**1,158,587 
WOLVERINE WORLD WIDE INC COM**509,616 
WONDER HI-TECH TWD10**156,306 
WONIK IPS COM STK**1,015,849 
WONIK PNE CO LTD KRW500**24,783 
WOODSIDE FIN LTD 5.4% 05-19-20305/19/20305.40%**1,541,784 
WOODWARD INC COM**6,949,732 
WOORI FINANCIAL GR KRW5000**870,798 
WORKDAY INC CL A COM USD0.001**36,190,430 
WORKDAY INC SR NT 3.5% 04-01-20274/1/20273.50%**2,108,438 
WORKDAY INC SR NT 3.8% 04-01-20324/1/20323.80%**3,124,092 
WORKIVA INC COM CL A COM CL A**4,414,706 
WORLD FINANCIAL NETWORK CR CARD MASTER TRUST 4.62% 05-15-20315/15/20314.62%**5,057,999 
WORLD FINL NETWORK CR CARD MASTER SER 2023-A AST BACKED NT CL 5.02% 03-15-20303/15/20305.02%**1,039,005 
WORLD FINL NETWORK CR SR 24-A CL A 5.47 5.47% 5.47% 02-17-20312/15/20315.47%**9,162,800 
WORLD KINECT CORPORATION COM USD0.01**669,161 
WORLD OMNI AUTO 5.61% DUE 02-15-20282/15/20285.61%**155,000 
WORLD OMNI AUTO RECEIVABLES SER 22-B CL A3 3.25% 07-15-20277/15/20273.25%**62,312 
WORLD OMNI AUTO RECEIVABLES TR SR 24-B CL A3 5.27% 09-17-20299/17/20295.27%**5,312,032 
WORLD OMNI AUTO RECEIVABLES TR SR 25-A CL A3 4.73% 03-15-20303/15/20304.99%**1,248,523 
WORLD OMNI AUTO RECEIVABLES TR SR 25-A CL A2A 4.49% 04-17-20284/17/20284.49%**1,028,987 
WORLD OMNI AUTO RECEIVABLES TR SR 25-B CL A3 4.34% 09-16-20309/16/20304.34%**322,861 
WORLD OMNI AUTO RECEIVABLES TRUST SER 23-C CL A3 5.15% DUE 11-15-202811/15/20285.15%**5,722,319 
WORLD OMNI SLECT 4.39% DUE 08-15-20318/15/20314.39%**2,252,753 
WORLDWIDE PLAZA TR 3.5263% DUE 11-10-2036 BEO11/10/20363.53%**1,439,823 
WORLEY LTD**109,582 
WP CAREY INC 2.45% 02-01-20322/1/20322.45%**770,933 
WRKCO INC 3% DUE 06-15-20336/15/20333.00%**223,119 
WT MICROELECTRONIC TWD10**274,693 
WUXI APPTEC CO LTD CNY1 H**125,539 
WYETH NT 5.95 DUE 04-01-2037/03-27-2007 BEO4/1/20375.95%**539,067 
WYNDHAM HOTELS & RESORTS INC COM**3,145,638 
WYNN RESORTS LTD COM**218,519 
XCEL ENERGY INC 4.75% 03-21-20283/21/20284.75%**405,300 
XCEL ENERGY INC COM**18,425,485 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
XD INC COM**29,994 
XEBIO HOLDINGS CO NPV**101,030 
XENCOR INC COM**416,478 
XENIA HOTELS & RESORTS INC COM**578,991 
XENON PHARMACEUTICALS INC COMMON STOCK**883,178 
XERIS BIOPHARMA HLDGS INC COM**236,654 
XIABUXIABU CATERIN USD0.000025**23,945 
XIAMEN JIHONG CO 'A'CNY1**1,057,548 
XIAMEN XIANGYU CO. LTD. 'A'CNY1 (STOCK CONNECT)**477,148 
XIN POINT HLDGS LT HKD0.1**47,238 
XOMETRY INC CL A COM CL A COM**4,027,784 
XP INC COM USD0.00001 CLASS A**383,582 
XPENG INC USD0.00001 A CLASS**450,440 
XPERI INC COM**110,027 
XPO INC COM**9,198,253 
XTB SA PLN0.05**684,999 
XTEP INTERNATIONAL HKD0.01**32,746 
XYLEM INC 3.25% DUE 11-01-202611/1/20263.25%**3,368,987 
XYLEM INC FIXED 2.25% DUE 01-30-20311/30/20312.25%**408,664 
YAHAGI CONSTRUCT NPV**25,303 
YAKULT HONSHA CO NPV**10,935 
YALE UNIV 4.701% DUE 04-15-20324/15/20324.70%**3,810,151 
YAMABIKO CORPO NPV**109,972 
YAMAHA CORP NPV**59,244 
YAMAMAH CEMENT CO SAR10**19,100 
YAMANA GOLD INC FIXED 4.625% 12-15-202712/15/20274.62%**1,599,551 
YANGZIJIANG SHIPBU NPV (SGD)**1,154,137 
YANKEY ENGINEERING TWD10**173,151 
YAPI KREDI BANKASI TRY1**1,686,794 
YARA INTERNATIONAL ASA 144A 4.75% DUE 06-01-2028 BE6/1/20284.75%**1,310,771 
YATSEN HLDG LTD ADR NEW**16,622 
YEXT INC COM**31,015 
YIXIN GROUP LTD USD0.0001**11,676 
YIXINTANG PHARMACE 'A'CNY1**264,387 
YOKOGAWA B HOLDING NPV**75,266 
YOKOGAWA ELECTRIC NPV**1,097,635 
YOKOWO CO LTD NPV**119,513 
YOUNGONE HOLDINGS CO LTD KRW500**15,686 
YTL CORP BHD WARRANT 31/12/2099**21,698 
YUEXIU TRANSPORT I HKD0.10**23,092 
ZABKA GROUP SA NPV**1,340,445 
ZAMIL IND INV CO SAR10**318,231 
ZAPTEC ASA**252,603 
ZBOM HOME (STOCK CONNECT)**469,564 
ZEALAND PHARMA A/S**1,679,292 
ZEHNDER GROUP CHF0.05 (REGD) 'A'**106,244 
ZETRIX AI BERHAD NPV**68,644 
ZHAOJIN MINING IND 'H'CNY1**9,873 
Security NameMaturity DateRateCostCurrent Value
(in dollars)
ZHEJIANG EXPRESS 'H'CNY1**101,330 
ZHEJIANG LEAPMOTOR CNY1 H**46,849 
ZHEJIANG SEMIR GARMENT CO LTD 'A'CNY1 (STOCK CONNECT LINE)**502,405 
ZHEJIANG TAOTAO CNY1 A**633,705 
ZHEN DING TECHNOLO TWD10**1,125,316 
ZHIHU INC SPONSORED ADR NEW**17,332 
ZIGEXN CO LTD NPV**76,103 
ZIJIN MINING GROUP LTD 'H'CNY0.1**613,919 
ZILLOW GROUP INC COM USD0.0001**2,360,622 
ZILLOW GROUP INC COM USD0.0001 CLASS C**208,549 
ZIMMER BIOMET HLDGS 4.7% 02-19-20272/19/20274.70%**5,220,160 
ZIMMER BIOMET HLDGS 5.05% 02-19-20302/19/20305.05%**308,715 
ZIMMER BIOMET HLDGS INC COM**6,069,600 
ZIMMER BIOMET HLDGS INC NT 2.6% 11-24-203111/24/20312.60%**551,575 
ZIONS BANCORPORATION N A**521,474 
ZIPRECRUITER INC CL A CL A**205,374 
ZOETIS INC 4.15% 08-17-20288/17/20284.15%**845,943 
ZOETIS INC SR NT 5% 08-17-20358/17/20355.00%**379,774 
ZON OPTIMUS SGPS SA**222,275 
ZOOMLION HEAVY INDUSTRY SCIENC**1,124,738 
ZOZO INC**3,848,003 
ZSCALER INC COM**1,801,609 
ZUMIEZ INC COM**295,563 
ZURICH INSURANCE GROUP AG CHF0.10**12,488,727 
Metropolitan Life (wrap contract)**81,490,178 
Prudential (wrap contract)**70,033,789 
RGA (wrap contract)**19,273,940 
Royal Bank of Canada (wrap contract)**83,883,392 
Voya (wrap contract)**113,706,227 
TOTAL$79,601,237,708 
*PARTICIPANT LOANS (Interest from 3.25% to 9.50% maturing through December 2045)
**$719,542,358 
*Party-in-interest
**Cost information is not required for participant directed investment and therefore is not included.
 (Concluded)
v3.26.1
FORM 5500, SCHEDULE G, PART III - SCHEDULE OF NONEXEMPT TRANSACTIONS
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Schedule of Reportable Transaction [Line Items]  
FORM 5500, SCHEDULE G, PART III - SCHEDULE OF NONEXEMPT TRANSACTIONS
THE BOEING COMPANY 401(k) RETIREMENT PLAN
FORM 5500, SCHEDULE G, PART III - SCHEDULE OF NONEXEMPT TRANSACTIONS
FOR THE YEAR ENDED DECEMBER 31, 2025
Party InvolvedRelationship to PlanDescription of TransactionCost of AssetCurrent Value of AssetNet Gain on Each Transaction
MorningstarService providerPlan assets were inadvertently used to make an overpayment to a third-party provider.$4,700 $5,011 $311 
v3.26.1
FORM 5500, SCHEDULE H, LINE 4(a) - SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Schedule of Delinquent Participant Contribution [Line Items]  
FORM 5500, SCHEDULE H, LINE 4(a) - SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS
THE BOEING COMPANY 401(k) RETIREMENT PLAN
FORM 5500, SCHEDULE H, LINE 4(a) - SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS
FOR THE YEAR ENDED DECEMBER 31, 2025
Participant Contributions Transferred Late to Plan (1)
Total That Constitute Nonexempt Prohibited Transactions
Check here if Late Participant Loan Repayments are included:
☐
Contributions Not Corrected (2)
Contributions Corrected Outside VFCP (3)
Contributions Pending Correction in VFCPTotal Fully Corrected Under VFCP and PTE 2002-51
$7,583 $253 $7,330 $— $— 

(1) The Boeing Distribution Services, Inc. Retirement Plan (“BDSI Plan”) was merged into the Plan effective December 31, 2024. Prior to this merger, participant contributions from various pay periods in 2024 were remitted late to the BDSI Plan.

(2) Contributions of $253 were remitted to the BDSI Plan in 2024. Lost earnings are in the process of being calculated and will be remitted to the Plan once finalized.

(3) Contributions of $5,627 were remitted to the BDSI Plan in 2024 and contributions of $1,703 were remitted to the Plan in 2025. Lost earnings were remitted to the Plan in 2025.
v3.26.1
SUMMARY OF ACCOUNTING POLICIES (Policies) - EBP 002
 12 Months Ended
Dec. 31, 2025
EBP, Accounting Policy [Line Items]  
Basis of Accounting
Basis of Accounting — The accompanying financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America (“GAAP”).
Use of Estimates
Use of Estimates — The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and changes therein and the disclosure of contingent assets and liabilities. Actual results could differ from those estimates.
Risks and Uncertainties
Risks and Uncertainties — The Plan utilizes various investment instruments. Investment securities, in general, are exposed to various risks, such as interest rate risk, credit risk, and overall market volatility. Market risks include global events, such as a pandemic or international conflict, which could impact the value of investment securities. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect the amounts reported in the financial statements.
Valuation of Investments, Cash and Cash Equivalents and Valuation Oversight
Valuation of Investments — Investments in the Master Trust are stated at fair value, except for fully benefit-responsive investment contracts (“FBRICs”) or synthetic GICs, which are reported at contract value. Fair value of a financial instrument is the price that would be received to sell an asset or paid to transfer a liability (exit price) in an orderly transaction between market participants at the measurement date. Securities traded in markets that are not considered active may be valued using unobservable inputs, such as less recent trade prices, single broker-dealer quotations, related yield curves, and other assumptions about the security. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan (see Note 3). The Master Trust’s investments, as discussed in Note 4, are valued as follows:
•Common stock, including Boeing common stock, preferred stock, and other investments (rights, warrants, exchange-traded funds, exchange-traded options, and other exchange-traded derivatives) traded in active markets on national and international exchanges are primarily valued using a market approach based on the closing market prices of identical instruments on the last trading day
of the year. The other exchange-traded derivatives are included in other receivables and other liabilities on the Master Trust’s statements of net assets.
•Forward and spot currency contracts are valued using a market value approach based on spot foreign currency rates if the contract tenor is two days or less and on interpolated forward rates for any contracts with a tenor greater than two days. Forward and spot currency contracts are included in other receivables and other liabilities on the Master Trust’s statements of net assets.
•Investments in common/collective trust funds are valued based on the year-end unit net asset value (“NAV”). The NAV is used as a practical expedient to estimate fair value. Unit values are determined by the issuer or third party administrator by dividing the fair values of the total net assets at year-end by the outstanding units. There were no unfunded commitments, no restrictions on redemption frequency, and no advance notice periods required for redemption for these investments.
•Synthetic GICs are stated at contract value. There are no reserves against contract value for credit risk of the contract issuer. The fixed-income securities underlying the contracts were valued based on the pricing methodology stated below for fixed-income securities.
•Fixed-income securities, including government and agency securities, corporate bonds, and mortgage and asset-backed securities, are primarily valued using a market approach using matrix pricing, which considers a security’s relationship to other securities for which quoted prices in an active market may be available, or alternatively based on an income approach, which uses valuation techniques to convert future cash flows to a single present value amount. The valuation approach is designed to maximize the use of observable inputs, such as observable trade prices, multiple broker-dealer quotations, related yield curves, and other assumptions about the security (prepayment projections, cash flows, other security characteristics, etc.) and minimize unobservable inputs. The securities are valued as of the last trading day of the year. Fixed-income instruments that have a delayed future settlement such as to-be-announced securities (“TBAs”) are valued similarly to fixed-income securities in active markets. TBAs are included in the underlying assets associated with the synthetic GICs, other receivables, and other liabilities on the Master Trust’s statements of net assets.
•Mutual funds, which are registered investment companies, are valued at the daily closing price as reported by the fund. Funds held by the Master Trust are open-ended funds that are registered with the Securities and Exchange Commission. These funds are required to publish their daily NAV and to transact at that price.
•Short-term investments include certificates of deposits, commercial paper, treasury bills, and discounted notes with original maturities greater than three months, but less than one year. These investments are primarily valued using a market approach in the same manner as fixed-income securities referenced above.
•Other investments include physical commodities and over-the-counter (“OTC”) derivatives, such as options and swap contracts. Physical commodities are valued on a market approach using the front month futures contract for the specific commodity. The derivatives are valued using a market approach and are based upon the expected amount that the Master Trust would receive or pay to exit the derivative at the reporting date. The valuation methodology relies on inputs, including, but not limited to, benchmark yields, swap curves, cash flow analysis, ratings updates, and interdealer broker rates. Credit risk of the derivative counterparties is offset by collateralizing the expected amount that the Master Trust would receive or pay to terminate the derivative.
In accordance with the Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 946, Financial Services - Investment Companies, the synthetic GICs are included at contract value in participant-directed investments in the statements of net assets available for benefits. Contract value is the amount Members would receive if they were to initiate permitted transactions under the terms of the Plan and the terms of the synthetic GICs. The statement of changes in net assets available for benefits is presented on a contract-value basis.
Purchases and sales of securities are recorded on a trade-date basis. Interest income is recorded on the accrual basis. Dividends are recorded on the ex-dividend date. Net appreciation/depreciation of investments includes both realized and unrealized gains or losses and is calculated as the difference between the fair value of the investments as of the beginning of the plan year or the purchase date in the current year and either the sales price or the end-of-year fair value.
Cash and Cash Equivalents — Cash and cash equivalents include cash and cash collateral. Cash collateral is related to the collateral posted on derivatives.
Valuation Oversight — Plan management has implemented processes that are designed to ensure that fair value measurements used by the Master Trust are appropriate and reliable, that they are based on observable inputs wherever possible, and that the valuation approaches are consistently applied and the assumptions used are reasonable. The valuation framework has a set of processes that provides for oversight and validation of the fair value methodologies as well as valuations.
The Board of Directors of the Company has delegated the fiduciary oversight of plan assets within the Master Trust structures to the Employee Benefit Investment Committee (“EBIC”). The EBIC has sub-delegated this responsibility to the Chief Investment Officer (“CIO”), who manages Trust Investments and chairs the Valuation Committee. Trust Investments is responsible for the oversight of the Plan assets including selection and monitoring of investment managers, asset strategies, and risk management. The Valuation Committee is responsible for the oversight of the valuation practices of the Master Trust and is composed of the Managing Directors of Trust Investments, including Risk Management and Trust Operations and each of the Investment teams, along with the Director of Actuarial Services and Enterprise Benefits Accounting. The Valuation Committee meets periodically with the purpose of fulfilling the following responsibilities and provides an annual review to the EBIC of its findings and actions:
•Review and approve annually the Trust Investments valuation practices, and review valuation practices used by third parties
•Review and approve the year-end valuations, including the methods used to develop and substantiate the unobservable inputs used in the fair value measurement
•Review analysis and benchmarks used by the Company and the Master Trust to assess the reasonableness of the year-end valuations and changes in fair value measurements from period to period
•Review and approve annual financial statement disclosures of the investments held in the Master Trust
Common/collective trust funds are generally valued using the NAV or its equivalent. Valuations provided by the funds are reviewed at least quarterly. The asset managers’ audited financial statements are used in the Master Trust's annual financial reporting process, where applicable. Assessments of reasonableness include regular asset manager meetings and review of quarterly reports, third-party reviews and reconciliations, which includes escalation to Trust Investments for exceptions, quarterly CIO investment reviews, and reviews of manager valuation policies. Valuation policies are reviewed when a new mandate is entered into with an asset manager or as changes to policies are provided by managers.
Fixed income, equity, and derivative instruments are generally valued using valuations obtained from pricing vendors. Pricing vendor valuation methodologies and custodian pricing controls and related documentation are assessed for reasonableness on an annual basis. The pricing vendor due diligence process includes reviews of pricing controls and procedures, as well as discussions in order to maintain a current understanding of the valuation processes and related assumptions and inputs that may be used by the vendors to price instruments. The custodian due diligence process includes reviews of pricing controls and procedures that are carried out on the Master Trust's behalf. This includes various levels of tolerances checks on price changes, review of stale or unchanged prices, multi-price source comparisons, and vendor price challenges. Additionally, on a monthly basis, the custodian reconciles its valuations to valuations obtained from each investment manager and any exceptions are reported to Trust Investments for resolution, which may include escalation to the Valuation Committee.
Contributions
Contributions — Contributions from Members and the matching contributions from the Company are recorded in the year in which the employee contributions are withheld from compensation.
Benefits
Benefits — Benefits are recorded when paid.
Expenses
Expenses — Necessary and proper expenses of the Plan are paid from the Plan assets at the Master Trust level, except for those expenses the Company is required by law or chooses to pay. Expenses are paid at the Master Trust level, deducted from income earned and therefore are recorded as a reduction of investment return and are not separately reflected in the Plan’s statement of changes in net assets available for benefits.
Notes Receivable from Participants
Notes Receivable from Participants — Notes receivable from participants are measured at the unpaid principal balance, plus any accrued but unpaid interest. Delinquent Member loans are recorded as distributions based on the terms of the plan document.
v3.26.1
DESCRIPTION OF PLAN (Tables)
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Description of Plan [Line Items]  
Schedule of Employer Contributions Receivable
Employer contributions receivables as of December 31, 2025 and 2024, included the following:
20252024
Employer matching and Company contributions$41 $— 
Employer matching true-up contributions11 29 
Student loan matching contributions6 21 
Total receivables: Employer contributions
$58 $50 
v3.26.1
MASTER TRUST (Tables)
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Master Trust [Line Items]  
Schedule of Master Trust Net Assets
The Master Trust’s statements of net assets as of December 31, 2025 and 2024, are as follows:
20252024
ASSETS:
Investments — at fair value:
Common/collective trusts$49,406 $45,742 
Common and preferred stock10,768 8,867 
Government and agency securities976 737 
Corporate bonds699 553 
Mortgage and asset-backed securities281 356 
Boeing common stock6,402 5,434 
Mutual funds175 133 
Short-term investments
31 42 
Other investments
10 15 
Total investments — at fair value
68,748 61,879 
Investments — at contract value:
Synthetic GICs/SVF10,853 11,231 
Total Master Trust investments79,601 73,110 
Cash and cash equivalents111 180 
Receivables:
Receivables for securities sold86 166 
Accrued investment income45 38 
Other5 6 
Total receivables136 210 
Total assets79,848 73,500 
LIABILITIES:
Payables for securities purchased218 296 
Accrued investment and administration expenses30 26 
Other19 24 
Total liabilities267 346 
NET ASSETS$79,581 $73,154 
The statement of changes in net assets for the Master Trust for the year ended December 31, 2025 is as follows:
Net appreciation of investments
$10,476 
Interest income461 
Dividend income170 
Investment income631 
Net investment income
11,107 
Amounts received from participating plan4,032 
Deductions:
Amounts paid to participating plan8,603 
Investment and administration expenses
109 
Total deductions
8,712 
Increase in net assets
6,427 
Beginning of year
73,154 
End of year
$79,581 
v3.26.1
FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES (Tables)
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Investment, Fair Value and NAV [Line Items]  
Schedule of Fair Value of Master Trust Investments
The following tables set forth by level within the fair value hierarchy a summary of Master Trust investments by general types of assets and liabilities measured at fair value on a recurring basis as of December 31, 2025 and 2024. As required by ASC 820, assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
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, 2025
Investments:
Investments in the fair value hierarchy:
Common and preferred stock$10,763 $— $5 $— $10,768 
Government and agency securities— 967 9 — 976 
Corporate bonds— 699 — — 699 
Mortgage and asset-backed securities— 272 9 — 281 
Boeing common stock6,402 — — — 6,402 
Mutual funds175 — — — 175 
Short-term investments— 31 — — 31 
Other investments— 10 — — 10 
Total investments in the fair value hierarchy
17,340 1,979 23 — 19,342 
Investments measured at net asset value:
Common/collective trusts— — — 49,406 49,406 
Total investments — at fair value
17,340 1,979 23 49,406 68,748 
Investments measured at contract value:
Synthetic GICs/SVF— — — 10,853 10,853 
Cash and cash equivalents
— — — 111 111 
Receivables:
Receivables for securities sold— — — 86 86 
Accrued investment income— — — 45 45 
Other1 4 — — 5 
Total receivables1 4 — 131 136 
Total assets17,341 1,983 23 60,501 79,848 
Liabilities:
Payables for securities purchased— — — 218 218 
Accrued investment and administration expenses— — — 30 30 
Other3 6 — 10 19 
Total liabilities3 6 — 258 267 
NET ASSETS$17,338 $1,977 $23 $60,243 $79,581 
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, 2024
Investments:
Investments in the fair value hierarchy:
Common and preferred stock$8,863 $— $4 $— $8,867 
Government and agency securities— 727 10 — 737 
Corporate bonds— 552 1 — 553 
Mortgage and asset-backed securities— 330 26 — 356 
Boeing common stock5,434 — — — 5,434 
Mutual funds133 — — — 133 
Short-term investments— 42 — — 42 
Other investments— 15 — — 15 
Total investments in the fair value hierarchy
14,430 1,666 41 — 16,137 
Investments measured at net asset value:
Common/collective trusts— — — 45,742 45,742 
Total investments — at fair value
14,430 1,666 41 45,742 61,879 
Investments measured at contract value:
Synthetic GICs/SVF— — — 11,231 11,231 
Cash and cash equivalents
— — — 180 180 
Receivables:
Receivables for securities sold— — — 166 166 
Accrued investment income— — — 38 38 
Other1 5 — — 6 
Total receivables1 5 — 204 210 
Total assets14,431 1,671 41 57,357 73,500 
Liabilities:
Payables for securities purchased— — — 296 296 
Accrued investment and administration expenses— — — 26 26 
Other1 10 — 13 24 
Total liabilities1 10 — 335 346 
NET ASSETS$14,430 $1,661 $41 $57,022 $73,154 
*The amounts not leveled are related to investments using NAV as a practical expedient to estimate fair value, investments measured at contract value, and non-investment assets and liabilities. The amounts presented in this table are intended to permit reconciliation of the fair value hierarchy to the amounts presented in the Master Trust’s statements of net assets.
v3.26.1
DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Derivative [Line Items]  
Schedule of Notional Value of Derivative Contracts
The following table summarizes the gross notional value of derivative contracts outstanding as of December 31, 2025 and 2024. The gross notional amounts give an indication of the volume of the Master Trust’s derivative activity and significantly exceed the fair value of the derivative investments, which is more representative of the economic exposure associated with derivatives in the Master Trust.
Interest RateCreditForeign
Currency		EquityFuture
Settlement		Total
December 31, 2025
Forward contracts$— $— $471 $— $— $471 
Futures3,262 — 11 304 — 3,577 
Options2 — — — — 2 
Swaps997 9 — — — 1,006 
TBAs— — — — 677 677 
Total$4,261 $9 $482 $304 $677 $5,733 
December 31, 2024
Forward contracts$— $— $276 $— $— $276 
Futures2,793 — 5 277 — 3,075 
Options53 — 16 — — 69 
Swaps1,294 50 — — — 1,344 
TBAs— — — — 725 725 
Total$4,140 $50 $297 $277 $725 $5,489 
v3.26.1
RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500 (Tables)
 12 Months Ended
Dec. 31, 2025
EBP 002  
EBP, Reconciliation of Financial Statement to Form 5500 [Line Items]  
Reconciliations of Financial Statements to Form 5500
The following is a reconciliation of net assets available for benefits per the financial statements as of December 31, 2025 and 2024, to Form 5500:
20252024
Net assets available for benefits per the financial statements$80,410 $73,910 
Amounts allocated to withdrawing Members(73)(76)
Net assets available for benefits per Form 5500$80,337 $73,834 
The following is a reconciliation of benefits paid per the financial statements for the year ended December 31, 2025, to total benefit payments per Form 5500:
Benefits paid per the financial statements$8,310 
Amounts allocated to withdrawing Members — December 31, 2025
73 
Amounts allocated to withdrawing Members — December 31, 2024
(76)
Amounts deemed distributions of Member loans as reflected in the Form 5500(2)
Total benefit payments per Form 5500$8,305 
v3.26.1
DESCRIPTION OF PLAN - Employer Contributions Receivable (Details) - EBP 002 - USD ($)
$ in Millions
Dec. 31, 2025
Dec. 31, 2024
EBP, Description of Plan [Line Items]    
Employer matching and Company contributions $ 41 $ 0
Employer matching true-up contributions 11 29
Student loan matching contributions 6 21
Total receivables: Employer contributions $ 58 $ 50
v3.26.1
DESCRIPTION OF PLAN - Narrative (Details) - EBP 002
 12 Months Ended
Jan. 01, 2026
year
Dec. 31, 2025
USD ($)
loan
year
EBP, Description of Plan [Line Items]    
Participant withdrawal, minimum attainment age   59 years 6 months
Employee contribution age   50
Note receivable from participant, account, minimum borrowing, amount | $   $ 1,000
Note receivable from participant, account, maximum borrowing, amount | $   $ 50,000
Note receivable from participant, account, maximum borrowing, to total account, percentage   50.00%
Note receivable from participant, account, borrowing term   12 months
Note receivable from participant, account, maximum loans outstanding | loan   2
Minimum    
EBP, Description of Plan [Line Items]    
Asset held for investment, participant loan, interest rate   3.25%
Minimum | Subsequent Event    
EBP, Description of Plan [Line Items]    
Employer catch-up contribution age 60  
Maximum    
EBP, Description of Plan [Line Items]    
Asset held for investment, participant loan, interest rate   9.50%
Maximum | Subsequent Event    
EBP, Description of Plan [Line Items]    
Employer catch-up contribution age 63  
v3.26.1
SYNTHETIC GUARANTEED INVESTMENT CONTRACTS (Details)
 12 Months Ended
Dec. 31, 2025
Interest Rate Floor | EBP 002  
EBP, Fully Benefit-Responsive Investment Contract [Line Items]  
Rate
v3.26.1
MASTER TRUST - Narrative (Details)
Dec. 31, 2025
Dec. 31, 2024
EBP 002    
EBP, Master Trust [Line Items]    
Interest in master trust, percentage 100.00% 100.00%
v3.26.1
MASTER TRUST - Statements of Net Assets (Details) - EBP 002 - USD ($)
$ in Millions
Dec. 31, 2025
Dec. 31, 2024
Receivables:    
Total receivables $ 829 $ 756
LIABILITIES:    
NET ASSETS AVAILABLE FOR BENEFITS 80,410 73,910
Master Trust    
Investments:    
Total investments — at fair value 68,748 61,879
Synthetic GICs/SVF 10,853 11,231
Total Master Trust investments 79,601 73,110
Cash and cash equivalents 111 180
Receivables:    
Receivables for securities sold 86 166
Accrued investment income 45 38
Other 5 6
Total receivables 136 210
Total assets 79,848 73,500
LIABILITIES:    
Payables for securities purchased 218 296
Accrued investment and administration expenses 30 26
Other 19 24
Total liabilities 267 346
NET ASSETS AVAILABLE FOR BENEFITS 79,581 73,154
Master Trust | Common/collective trusts    
Investments:    
Total investments — at fair value 49,406 45,742
Master Trust | Common and preferred stock    
Investments:    
Total investments — at fair value 10,768 8,867
Master Trust | Government and agency securities    
Investments:    
Total investments — at fair value 976 737
Master Trust | Corporate bonds    
Investments:    
Total investments — at fair value 699 553
Master Trust | Mortgage and asset-backed securities    
Investments:    
Total investments — at fair value 281 356
Master Trust | Boeing common stock    
Investments:    
Total investments — at fair value 6,402 5,434
Master Trust | Mutual funds    
Investments:    
Total investments — at fair value 175 133
Master Trust | Short-term investments    
Investments:    
Total investments — at fair value 31 42
Master Trust | Other investments    
Investments:    
Total investments — at fair value 10 15
Plan Interest in Master Trust    
Investments:    
Total investments — at fair value 68,748 61,879
Synthetic GICs/SVF 10,853 11,231
Total Master Trust investments 79,601 73,110
Cash and cash equivalents 111 180
Receivables:    
Receivables for securities sold 86 166
Accrued investment income 45 38
Other 5 6
Total receivables 136 210
Total assets 79,848 73,500
LIABILITIES:    
Payables for securities purchased 218 296
Accrued investment and administration expenses 30 26
Other 19 24
Total liabilities 267 346
NET ASSETS AVAILABLE FOR BENEFITS 79,581 73,154
Plan Interest in Master Trust | Common/collective trusts    
Investments:    
Total investments — at fair value 49,406 45,742
Plan Interest in Master Trust | Common and preferred stock    
Investments:    
Total investments — at fair value 10,768 8,867
Plan Interest in Master Trust | Government and agency securities    
Investments:    
Total investments — at fair value 976 737
Plan Interest in Master Trust | Corporate bonds    
Investments:    
Total investments — at fair value 699 553
Plan Interest in Master Trust | Mortgage and asset-backed securities    
Investments:    
Total investments — at fair value 281 356
Plan Interest in Master Trust | Boeing common stock    
Investments:    
Total investments — at fair value 6,402 5,434
Plan Interest in Master Trust | Mutual funds    
Investments:    
Total investments — at fair value 175 133
Plan Interest in Master Trust | Short-term investments    
Investments:    
Total investments — at fair value 31 42
Plan Interest in Master Trust | Other investments    
Investments:    
Total investments — at fair value $ 10 $ 15
v3.26.1
MASTER TRUST - Statement of Changes in Net Assets (Details) - EBP 002
$ in Millions
 12 Months Ended
Dec. 31, 2025
USD ($)
EBP, Master Trust [Line Items]  
Net appreciation of investments $ 10,998
Amounts received from participating plan 3,764
Deductions:  
Amounts paid to participating plan 8,310
NET INCREASE 6,500
Beginning of year 73,910
End of year 80,410
Master Trust  
EBP, Master Trust [Line Items]  
Net appreciation of investments 10,476
Interest income 461
Dividend income 170
Investment income 631
Net investment income 11,107
Amounts received from participating plan 4,032
Deductions:  
Amounts paid to participating plan 8,603
Investment and administration expenses 109
Total deductions 8,712
NET INCREASE 6,427
Beginning of year 73,154
End of year $ 79,581
v3.26.1
FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES - Fair Value Hierarchy (Details) - EBP 002 - USD ($)
$ in Millions
Dec. 31, 2025
Dec. 31, 2024
Receivables:    
Total receivables $ 829 $ 756
LIABILITIES:    
NET ASSETS AVAILABLE FOR BENEFITS 80,410 73,910
Master Trust    
Investments:    
Investments 68,748 61,879
Synthetic GICs/SVF 10,853 11,231
Cash and cash equivalents 111 180
Receivables:    
Receivables for securities sold 86 166
Accrued investment income 45 38
Other 5 6
Total receivables 136 210
Total assets 79,848 73,500
LIABILITIES:    
Payables for securities purchased 218 296
Accrued investment and administration expenses 30 26
Other 19 24
Total liabilities 267 346
NET ASSETS AVAILABLE FOR BENEFITS 79,581 73,154
Fair Value, Inputs, Level 1, Level 2, and Level 3 | Master Trust    
Investments:    
Investments 19,342 16,137
Synthetic GICs/SVF 10,853 11,231
Cash and cash equivalents 111 180
Receivables:    
Receivables for securities sold 86 166
Accrued investment income 45 38
Other 5 6
Total receivables 136 210
Total assets 79,848 73,500
LIABILITIES:    
Payables for securities purchased 218 296
Accrued investment and administration expenses 30 26
Other 19 24
Total liabilities 267 346
NET ASSETS AVAILABLE FOR BENEFITS 79,581 73,154
Quoted Prices in Active Market for Identical Asset (Level 1) | Master Trust    
Investments:    
Investments 17,340 14,430
Receivables:    
Other 1 1
Total receivables 1 1
Total assets 17,341 14,431
LIABILITIES:    
Other 3 1
Total liabilities 3 1
NET ASSETS AVAILABLE FOR BENEFITS 17,338 14,430
Significant Other Observable Inputs (Level 2) | Master Trust    
Investments:    
Investments 1,979 1,666
Receivables:    
Other 4 5
Total receivables 4 5
Total assets 1,983 1,671
LIABILITIES:    
Other 6 10
Total liabilities 6 10
NET ASSETS AVAILABLE FOR BENEFITS 1,977 1,661
Significant Unobservable Inputs (Level 3) | Master Trust    
Investments:    
Investments 23 41
Receivables:    
Other 0 0
Total receivables 0 0
Total assets 23 41
LIABILITIES:    
Other 0 0
Total liabilities 0 0
NET ASSETS AVAILABLE FOR BENEFITS 23 41
Not Leveled | Master Trust    
Investments:    
Investments 49,406 45,742
Synthetic GICs/SVF 10,853 11,231
Cash and cash equivalents 111 180
Receivables:    
Receivables for securities sold 86 166
Accrued investment income 45 38
Other 0 0
Total receivables 131 204
Total assets 60,501 57,357
LIABILITIES:    
Payables for securities purchased 218 296
Accrued investment and administration expenses 30 26
Other 10 13
Total liabilities 258 335
NET ASSETS AVAILABLE FOR BENEFITS 60,243 57,022
Common and preferred stock | Master Trust    
Investments:    
Investments 10,768 8,867
Common and preferred stock | Fair Value, Inputs, Level 1, Level 2, and Level 3 | Master Trust    
Investments:    
Investments 10,768 8,867
Common and preferred stock | Quoted Prices in Active Market for Identical Asset (Level 1) | Master Trust    
Investments:    
Investments 10,763 8,863
Common and preferred stock | Significant Other Observable Inputs (Level 2) | Master Trust    
Investments:    
Investments 0 0
Common and preferred stock | Significant Unobservable Inputs (Level 3) | Master Trust    
Investments:    
Investments 5 4
Government and agency securities | Master Trust    
Investments:    
Investments 976 737
Government and agency securities | Fair Value, Inputs, Level 1, Level 2, and Level 3 | Master Trust    
Investments:    
Investments 976 737
Government and agency securities | Quoted Prices in Active Market for Identical Asset (Level 1) | Master Trust    
Investments:    
Investments 0 0
Government and agency securities | Significant Other Observable Inputs (Level 2) | Master Trust    
Investments:    
Investments 967 727
Government and agency securities | Significant Unobservable Inputs (Level 3) | Master Trust    
Investments:    
Investments 9 10
Corporate bonds | Master Trust    
Investments:    
Investments 699 553
Corporate bonds | Fair Value, Inputs, Level 1, Level 2, and Level 3 | Master Trust    
Investments:    
Investments 699 553
Corporate bonds | Quoted Prices in Active Market for Identical Asset (Level 1) | Master Trust    
Investments:    
Investments 0 0
Corporate bonds | Significant Other Observable Inputs (Level 2) | Master Trust    
Investments:    
Investments 699 552
Corporate bonds | Significant Unobservable Inputs (Level 3) | Master Trust    
Investments:    
Investments 0 1
Mortgage and asset-backed securities | Master Trust    
Investments:    
Investments 281 356
Mortgage and asset-backed securities | Fair Value, Inputs, Level 1, Level 2, and Level 3 | Master Trust    
Investments:    
Investments 281 356
Mortgage and asset-backed securities | Quoted Prices in Active Market for Identical Asset (Level 1) | Master Trust    
Investments:    
Investments 0 0
Mortgage and asset-backed securities | Significant Other Observable Inputs (Level 2) | Master Trust    
Investments:    
Investments 272 330
Mortgage and asset-backed securities | Significant Unobservable Inputs (Level 3) | Master Trust    
Investments:    
Investments 9 26
Boeing common stock | Master Trust    
Investments:    
Investments 6,402 5,434
Boeing common stock | Fair Value, Inputs, Level 1, Level 2, and Level 3 | Master Trust    
Investments:    
Investments 6,402 5,434
Boeing common stock | Quoted Prices in Active Market for Identical Asset (Level 1) | Master Trust    
Investments:    
Investments 6,402 5,434
Boeing common stock | Significant Other Observable Inputs (Level 2) | Master Trust    
Investments:    
Investments 0 0
Boeing common stock | Significant Unobservable Inputs (Level 3) | Master Trust    
Investments:    
Investments 0 0
Mutual funds | Master Trust    
Investments:    
Investments 175 133
Mutual funds | Fair Value, Inputs, Level 1, Level 2, and Level 3 | Master Trust    
Investments:    
Investments 175 133
Mutual funds | Quoted Prices in Active Market for Identical Asset (Level 1) | Master Trust    
Investments:    
Investments 175 133
Mutual funds | Significant Other Observable Inputs (Level 2) | Master Trust    
Investments:    
Investments 0 0
Mutual funds | Significant Unobservable Inputs (Level 3) | Master Trust    
Investments:    
Investments 0 0
Short-term investments | Master Trust    
Investments:    
Investments 31 42
Short-term investments | Fair Value, Inputs, Level 1, Level 2, and Level 3 | Master Trust    
Investments:    
Investments 31 42
Short-term investments | Quoted Prices in Active Market for Identical Asset (Level 1) | Master Trust    
Investments:    
Investments 0 0
Short-term investments | Significant Other Observable Inputs (Level 2) | Master Trust    
Investments:    
Investments 31 42
Short-term investments | Significant Unobservable Inputs (Level 3) | Master Trust    
Investments:    
Investments 0 0
Other investments | Master Trust    
Investments:    
Investments 10 15
Other investments | Fair Value, Inputs, Level 1, Level 2, and Level 3 | Master Trust    
Investments:    
Investments 10 15
Other investments | Quoted Prices in Active Market for Identical Asset (Level 1) | Master Trust    
Investments:    
Investments 0 0
Other investments | Significant Other Observable Inputs (Level 2) | Master Trust    
Investments:    
Investments 10 15
Other investments | Significant Unobservable Inputs (Level 3) | Master Trust    
Investments:    
Investments 0 0
Common/collective trusts | Master Trust    
Investments:    
Investments 49,406 45,742
Common/collective trusts | Not Leveled | Master Trust    
Investments:    
Investments $ 49,406 $ 45,742
v3.26.1
FAIR VALUE OF FINANCIAL ASSETS AND FINANCIAL LIABILITIES - Narrative (Details)
Dec. 31, 2025
Dec. 31, 2024
EBP 002    
EBP, Investment, Fair Value and NAV [Line Items]    
Level 3 assets as a percent of total net assets 0.03% 0.06%
v3.26.1
DERIVATIVE FINANCIAL INSTRUMENTS (Details) - EBP 002 - USD ($)
$ in Millions
Dec. 31, 2025
Dec. 31, 2024
EBP, Derivative [Line Items]    
Total $ 5,733 $ 5,489
Interest Rate    
EBP, Derivative [Line Items]    
Total 4,261 4,140
Credit    
EBP, Derivative [Line Items]    
Total 9 50
Foreign Currency    
EBP, Derivative [Line Items]    
Total 482 297
Equity    
EBP, Derivative [Line Items]    
Total 304 277
Future Settlement    
EBP, Derivative [Line Items]    
Total 677 725
Forward contracts    
EBP, Derivative [Line Items]    
Total 471 276
Forward contracts | Interest Rate    
EBP, Derivative [Line Items]    
Total 0 0
Forward contracts | Credit    
EBP, Derivative [Line Items]    
Total 0 0
Forward contracts | Foreign Currency    
EBP, Derivative [Line Items]    
Total 471 276
Forward contracts | Equity    
EBP, Derivative [Line Items]    
Total 0 0
Forward contracts | Future Settlement    
EBP, Derivative [Line Items]    
Total 0 0
Futures    
EBP, Derivative [Line Items]    
Total 3,577 3,075
Futures | Interest Rate    
EBP, Derivative [Line Items]    
Total 3,262 2,793
Futures | Credit    
EBP, Derivative [Line Items]    
Total 0 0
Futures | Foreign Currency    
EBP, Derivative [Line Items]    
Total 11 5
Futures | Equity    
EBP, Derivative [Line Items]    
Total 304 277
Futures | Future Settlement    
EBP, Derivative [Line Items]    
Total 0 0
Options    
EBP, Derivative [Line Items]    
Total 2 69
Options | Interest Rate    
EBP, Derivative [Line Items]    
Total 2 53
Options | Credit    
EBP, Derivative [Line Items]    
Total 0 0
Options | Foreign Currency    
EBP, Derivative [Line Items]    
Total 0 16
Options | Equity    
EBP, Derivative [Line Items]    
Total 0 0
Options | Future Settlement    
EBP, Derivative [Line Items]    
Total 0 0
Swaps    
EBP, Derivative [Line Items]    
Total 1,006 1,344
Swaps | Interest Rate    
EBP, Derivative [Line Items]    
Total 997 1,294
Swaps | Credit    
EBP, Derivative [Line Items]    
Total 9 50
Swaps | Foreign Currency    
EBP, Derivative [Line Items]    
Total 0 0
Swaps | Equity    
EBP, Derivative [Line Items]    
Total 0 0
Swaps | Future Settlement    
EBP, Derivative [Line Items]    
Total 0 0
TBAs    
EBP, Derivative [Line Items]    
Total 677 725
TBAs | Interest Rate    
EBP, Derivative [Line Items]    
Total 0 0
TBAs | Credit    
EBP, Derivative [Line Items]    
Total 0 0
TBAs | Foreign Currency    
EBP, Derivative [Line Items]    
Total 0 0
TBAs | Equity    
EBP, Derivative [Line Items]    
Total 0 0
TBAs | Future Settlement    
EBP, Derivative [Line Items]    
Total $ 677 $ 725
v3.26.1
RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500 - Reconciliation of Net Assets Available For Benefits (Details) - EBP 002 - USD ($)
$ in Millions
Dec. 31, 2025
Dec. 31, 2024
EBP, Reconciliation of Financial Statement to Form 5500 [Line Items]    
Net assets available for benefits per the financial statements $ 80,410 $ 73,910
Amounts allocated to withdrawing Members (73) (76)
Net assets available for benefits per Form 5500 $ 80,337 $ 73,834
v3.26.1
RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500 - Reconciliation of Benefits Paid (Details) - EBP 002
$ in Millions
 12 Months Ended
Dec. 31, 2025
USD ($)
EBP, Reconciliation of Financial Statement to Form 5500 [Line Items]  
Benefits paid per the financial statements $ 8,310
Amounts allocated to withdrawing Members — December 31, 2025 (73)
Amounts allocated to withdrawing Members — December 31, 2024 76
Amounts deemed distributions of Member loans as reflected in the Form 5500 (2)
Total benefit payments per Form 5500 $ 8,305
v3.26.1
RELATED PARTY AND PARTY-IN-INTEREST TRANSACTIONS (Details) - EBP 002 - USD ($)
shares in Millions, $ in Millions
 12 Months Ended
Dec. 31, 2025
Dec. 31, 2024
EBP, Related Party and Party-in-Interest Transactions [Line Items]    
Contribution of employer stock $ 1,538  
Boeing common stock    
EBP, Related Party and Party-in-Interest Transactions [Line Items]    
Investment, number of shares (in shares) 29 31
Investment, plan interest in master trust, cost $ 5,274 $ 5,291
Investment acquired, plan interest in master trust, purchase price 313 227
Investment sold, plan interest in master trust, selling price $ 1,998 $ 2,105
v3.26.1
NONEXEMPT PARTY-IN-INTEREST TRANSACTIONS (Details) - EBP 002 - USD ($)
 12 Months Ended
Apr. 09, 2026
Apr. 02, 2026
Dec. 31, 2024
EBP, Schedule of Delinquent Participant Contribution [Line Items]      
Delinquent participant contribution, transferred late to plan     $ 7,583
Subsequent Event      
EBP, Schedule of Delinquent Participant Contribution [Line Items]      
Investment acquired, excluding plan interest in master trust, remitted   $ 4,700  
Change in net asset available for benefit, increase (decrease) from realized gain (loss) on investment, remitted $ 311    
Not available
v3.26.1
FORM 5500, SCHEDULE G, PART III - SCHEDULE OF NONEXEMPT TRANSACTIONS (Details) - Investment, Identifier [Axis]: Morningstar | Service provider | Plan assets were inadvertently used to make an overpayment to a third-party provider. - EBP 002
 12 Months Ended
Dec. 31, 2025
USD ($)
EBP, Schedule of Reportable Transaction [Line Items]  
Cost of Asset $ 4,700
Current Value of Asset 5,011
Net Gain on Each Transaction $ 311
v3.26.1
FORM 5500, SCHEDULE H, LINE 4(a) - SCHEDULE OF DELINQUENT PARTICIPANT CONTRIBUTIONS (Details) - EBP 002 - USD ($)
 12 Months Ended
Dec. 31, 2025
Dec. 31, 2024
EBP, Schedule of Delinquent Participant Contribution [Line Items]    
Participant Contributions Transferred Late to Plan   $ 7,583
Contributions Not Corrected $ 253  
Contributions Corrected Outside VFCP 7,330  
Contributions Pending Correction in VFCP 0  
Total Fully Corrected Under VFCP and PTE 2002-51 0  
Remitted amount   253
Remitted outside VFCP amount $ 1,703 $ 5,627