SEC Form 11-K filed by CVS Health Corporation
$CVS
Retail-Drug Stores and Proprietary Stores
Consumer Staples
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
_________________________________________
FORM 11-K
_________________________________________
(Mark One)
☑ ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the fiscal year ended December 31, 2023
OR
o TRANSITION REPORT PURSUANT TO SECTION 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934
For the transition period from______to______
Commission File Number: 001-01011
A. Full title of the plan and the address of the plan, if different from that of the issuer named below:
CVS HEALTH FUTURE FUND 401(k) PLAN
(formerly known as the 401(k) Plan and the Employee Stock Ownership Plan of CVS Health Corporation and Affiliated Companies)
________________________________________
B. Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:
CVS HEALTH CORPORATION
One CVS Drive
Woonsocket, RI 02895
REQUIRED INFORMATION
CVS HEALTH FUTURE FUND 401(k) PLAN
YEARS ENDED DECEMBER 31, 2023 AND 2022
TABLE OF CONTENTS
| Page | ||||||||
| REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM | ||||||||
| FINANCIAL STATEMENTS: | ||||||||
| Statements of Net Assets Available for Benefits | ||||||||
| Statements of Changes in Net Assets Available for Benefits | ||||||||
| Notes to Financial Statements | ||||||||
| SUPPLEMENTAL SCHEDULE: | ||||||||
| Schedule H, Line 4i - Schedule of Assets (Held at End of Year) | ||||||||
| INDEX TO EXHIBITS | ||||||||
| SIGNATURES | ||||||||
Report of Independent Registered Public Accounting Firm
To the Plan Participants and the Plan Administrator of
CVS Health Future Fund 401(k) Plan
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of the CVS Health Future Fund 401(k) Plan (the Plan) as of December 31, 2023 and 2022, and the related statements of changes in net assets available for benefits for the years then ended, and the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan at December 31, 2023 and 2022, and the changes in its net assets available for benefits for the years then ended, in conformity with U.S. generally accepted accounting principles.
Basis for Opinion
These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. The Plan is not required to have, nor were we engaged to perform, an audit of its internal control over financial reporting. As part of our audits we are required to obtain an understanding of internal control over financial reporting but not for the purpose of expressing an opinion on the effectiveness of the Plan’s internal control over financial reporting. Accordingly, we express no such opinion.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Supplemental Schedule Required by ERISA
The accompanying supplemental schedule of assets (held at end of year) as of December 31, 2023, (referred to as the “supplemental schedule”), has been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The information in the supplemental schedule is the responsibility of the Plan’s management. Our audit procedures included determining whether the information reconciles to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedule. In forming our opinion on the information, we evaluated whether such information, including its form and content, is presented in conformity with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the information is fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ Ernst & Young LLP
We have served as the Plan’s auditor since 2008.
Boston, Massachusetts
June 20, 2024
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CVS HEALTH FUTURE FUND 401(k) PLAN
Statements of Net Assets Available for Benefits
December 31, 2023 and 2022
| 2023 | 2022 | ||||||||||
| Assets: | |||||||||||
| Investments at fair value: | |||||||||||
| Mutual funds (Note 2 (b)) | $ | 8,705,070,432 | $ | 7,330,930,377 | |||||||
| Common stock (Note 2 (b)) | 5,455,164,836 | 4,823,814,048 | |||||||||
| Corporate bonds (Note 2 (b)) | 485,113,891 | 450,154,522 | |||||||||
| U.S. government securities (Note 2 (b)) | 755,599,121 | 672,898,926 | |||||||||
| Other securities (Note 2 (b)) | 34,264,001 | 35,660,085 | |||||||||
| Common collective trust funds (Note 2 (b)) | 8,983,277,579 | 7,517,414,749 | |||||||||
| Total investments at fair value | 24,418,489,860 | 20,830,872,707 | |||||||||
| Fully benefit-responsive investments at contract value: | |||||||||||
| Synthetic guaranteed investment contracts (Note 2 (b)) | 2,848,499,358 | 3,061,558,035 | |||||||||
| Total fully benefit-responsive investments at contract value | 2,848,499,358 | 3,061,558,035 | |||||||||
| Total investments | 27,266,989,218 | 23,892,430,742 | |||||||||
| Receivables: | |||||||||||
| Interest and dividends (Note 2 (f)) | 14,591,994 | 11,436,998 | |||||||||
| Notes receivable from participants (Note 2 (h) and Note 4) | 402,252,310 | 378,413,242 | |||||||||
| Employer contributions | 19,503,554 | 18,496,980 | |||||||||
| Employee contributions | 35,171,295 | 32,949,230 | |||||||||
| Pending securities settlements (Note 2 (g)) | — | 80,076,199 | |||||||||
| Total receivables | 471,519,153 | 521,372,649 | |||||||||
| Total assets | 27,738,508,371 | 24,413,803,391 | |||||||||
| Liabilities: | |||||||||||
| Accrued expenses and other liabilities | 20,837,216 | 16,877,931 | |||||||||
| Pending securities settlements (Note 2 (g)) | 3,857,080 | — | |||||||||
| Total liabilities | 24,694,296 | 16,877,931 | |||||||||
| Net assets available for benefits | $ | 27,713,814,075 | $ | 24,396,925,460 | |||||||
See accompanying notes to financial statements.
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CVS HEALTH FUTURE FUND 401(k) PLAN
Statements of Changes in Net Assets Available for Benefits
Years Ended December 31, 2023 and 2022
| 2023 | 2022 | ||||||||||
| Investment activity: | |||||||||||
| Interest and dividend income (Note 2 (f)) | $ | 434,554,949 | $ | 345,466,373 | |||||||
| Net appreciation (depreciation) in value of investments (Note 2 (f)) | 3,107,087,009 | (4,487,326,458) | |||||||||
| Total investment activity | 3,541,641,958 | (4,141,860,085) | |||||||||
| Participant loan interest (Note 4) | 22,130,163 | 16,609,964 | |||||||||
| Contributions: | |||||||||||
| Employer contributions (Note 1 (c)) | 565,851,699 | 540,433,376 | |||||||||
| Employee contributions (Note 1 (c)) | 1,092,133,890 | 1,042,931,468 | |||||||||
| Rollovers | 120,937,560 | 120,031,811 | |||||||||
| Total contributions | 1,778,923,149 | 1,703,396,655 | |||||||||
| Deductions: | |||||||||||
| Benefits paid to participants (Notes 1 (f) and 2 (c)) | 1,983,208,323 | 1,755,842,802 | |||||||||
| Administrative expenses (Note 1 (g)) | 42,598,332 | 37,656,918 | |||||||||
| Total deductions | 2,025,806,655 | 1,793,499,720 | |||||||||
| Net increase (decrease) in net assets for the year | 3,316,888,615 | (4,215,353,186) | |||||||||
| Net assets beginning of the year | 24,396,925,460 | 28,612,278,646 | |||||||||
| Net assets end of the year | $ | 27,713,814,075 | $ | 24,396,925,460 | |||||||
See accompanying notes to financial statements.
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CVS HEALTH FUTURE FUND 401(k) PLAN
Notes to Financial Statements
Years Ended December 31, 2023 and 2022
1.Plan Description
The following description of the CVS Health Future Fund 401(k) Plan (the “Plan” or “Future Fund”) provides only general information. Participants should refer to the Plan documents for a more complete description of the Plan’s provisions.
(a)Background
The Plan was established as of January 1, 1989. The Plan is a defined contribution plan subject to the provisions of the Employee Retirement Income Security Act of 1974 (“ERISA”), as amended. The general administration of the Plan and the responsibility for carrying out the provisions of the Plan are maintained by a committee (the “Benefit Plans Committee”) of not less than three persons appointed by the Board of Directors of CVS Health Corporation (“CVS Health”, and, together with its subsidiaries, the “Company”), the sponsor of the Plan. In accordance with the provisions of the Plan, the Benefit Plans Committee has appointed an Administrative Subcommittee (the “Plan Administrator”) and Investment Subcommittee and delegated certain fiduciary duties and responsibilities to each of the Subcommittees. Also, the Vanguard Group, Inc. has been appointed as the recordkeeper to assist with administering the Plan (the “Recordkeeper”) and the Bank of New York Mellon has been appointed as the directed trustee of the Plan (the “Trustee”). The Recordkeeper maintains participant account records and works with the Trustee to execute transactions such as benefit payments to participants. The Trustee holds the assets of the Plan and executes transactions at the direction of the Recordkeeper and Plan Administrator.
(b)Eligibility
Eligible employees who have attained age 18 are able to participate in the Plan for purposes of making their own salary deferral contributions as of the first of the month following their employment date.
Eligible employees are defined as regular employees of the Company other than:
•A nonresident alien receiving no United States (“U.S.”) earned income from the Company;
•A resident of Puerto Rico;
•An individual covered under a collective bargaining agreement (unless the agreement provides for membership);
•A leased employee (as defined in the Internal Revenue Code (the “Code”);
•A temporary employee (as determined by the Company); or
•An independent contractor or consultant (as defined by the Company).
(c)Contributions
Participants may direct the Company to contribute 401(k) and/or Roth contributions (“elective deferrals”) to their accounts as a percentage of their eligible compensation as defined in the Plan. Percentages can be elected in multiples of 1%, with a minimum participant contribution percentage of 1%, pursuant to a salary reduction agreement. Each participant’s total elective deferrals for any calendar year may not exceed the lesser of 75% of eligible compensation or the maximum elective deferral allowed by the Code. The maximum elective deferral amount allowed by the Code was $22,500 for 2023 and $20,500 for 2022. All employees that are age 50 or over before December 31 of the calendar year are permitted to make additional catch-up contributions of up to $7,500 for 2023 and $6,500 for 2022.
Plan participants making elective deferrals are eligible to receive Company matching contributions with the first administratively feasible payroll date following the completion of one year of service with the Company. One year of service is defined as either:
•12 months of service, beginning on the employee's employment date, during which the employee completed at least 1,000 hours of service, or
•1,000 hours of service in any plan year following the calendar year in which the employee was hired.
The Plan provides a match of 100% up to 5% of an employee’s eligible compensation contributed to the Plan per payroll. The maximum annual match per participant was $16,500 for 2023 and $15,250 for 2022.
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(d)Participant’s Account
Each participant’s account is credited with an allocable share of the participant’s selected Plan investments and any unrealized appreciation or depreciation and interest and dividends of those investments, net of administrative expenses.
(e)Vesting
Participants are 100% vested at all times in participant and Company matching contributions.
Participants are always fully vested in and have a non-forfeitable right to (1) their accounts upon retirement, death or disability, (2) any elective deferrals described in Note 1(c) and (3) any rollover amounts they make to the Plan.
(f)Payment of Benefits
Upon termination of employment, a participant may contact the Recordkeeper to elect to have their benefit paid under one or more options, such as a single lump sum (including a rollover) or in equal annual installments over a period not to exceed the participant’s expected lifetime.
(g)Administrative Expenses
Administrative expenses specifically attributable to the Plan and not covered by forfeitures were funded by the Plan for 2023 and 2022. Recordkeeping and Trustee’s fees were paid by the Plan for 2023 and 2022.
(h) Investment Options
Upon enrollment in the Plan, a participant elects to direct contributions or investment balances to the investment fund options offered by and subject to the restrictions under the Plan. Participants may modify investment elections daily thereafter, subject to certain trading restrictions. The Plan’s investments are composed of guaranteed insurance contracts, common stock of CVS Health, marketable mutual funds, common collective trust (“CCT”) funds, U.S government securities, corporate bonds, other securities and separately managed funds (composed of marketable securities). The following is a brief explanation of each fund’s investment objectives:
Core Equity Fund
The investment seeks to track the performance of a benchmark index that measures the investment return of large capitalization stocks. The fund employs an indexing investment approach designed to track the performance of the Standard & Poor’s 500 Index, a widely recognized benchmark of U.S. stock market performance that is dominated by the stocks of large U.S. companies. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.
CVS Health Stock Fund
The fund invests in CVS Health common stock to provide participants the possibility of long-term growth through increases in the value of the stock and the reinvestment of its dividends. At the time of contribution, participant deferrals into the CVS Health Stock Fund are limited to 20% of eligible compensation.
Diversified Bond Fund
This custom white label fund of funds seeks a stable rate of return and capital appreciation through investment in high quality bonds and other debt instruments. It is co-managed by Loomis Sayles (50%) and Dodge & Cox (50%). Intermediate-term bond portfolios invest primarily in corporate and other investment-grade U.S. fixed-income issues and typically have durations of 3.5 to 6.0 years. These portfolios are less sensitive to interest rates, and therefore less volatile, than portfolios that have longer durations.
Emerging Markets Index Fund
The investment seeks to track the performance of a benchmark index that measures the investment return of stocks issued by companies located in emerging market countries. The fund employs an indexing investment approach designed to track the performance of the FTSE Emerging Markets All Cap China A Inclusion Index, a market-capitalization-weighted index that is made up of approximately 3,500 common stocks of large, mid, and small cap companies located in emerging markets around the world. The fund invests by sampling the index, meaning that it holds a broadly diversified collection of securities that, in the aggregate, approximates the index in terms of key characteristics. These key characteristics include industry weightings and market capitalization, as well as certain financial measures, such as price/earnings ratio and dividend yield.
5
International Equity Fund
This custom white label fund of funds seeks long-term growth of capital through investment in foreign (non-U.S.) equity securities. It also invests in depository receipts and companies located in emerging market countries. The fund is co-managed by First Eagle (25%), American Funds (23%), Vanguard (22%), Hartford (20%) and Allspring Global Investments (10%). Foreign large blend portfolios invest in a variety of large cap international stocks. Most of these portfolios divide their assets among a dozen or more developed markets, including Japan, Britain, France, and Germany. These portfolios primarily invest in stocks that have market caps in the top 70% of each economically integrated market (such as Europe or Asia ex-Japan). The blend style is assigned to portfolios where neither growth nor value characteristics predominate. These portfolios typically will have less than 20% of assets invested in U.S. stocks.
International Equity Index Fund
The investment seeks to track the performance of a benchmark index that measures the investment return of stocks issued by companies located in the major markets of Europe, the Pacific Region, and Canada. The fund employs a “passive management” or indexing-investment approach designed to track the performance of the Financial Times Stock Exchange Group Developed All Cap ex US Index, which includes approximately 3,800 common stocks of companies located in Europe, Australia, Asia, and Canada. It attempts to replicate the target index by investing in all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.
Large Cap Core Fund
This custom white label fund of funds seeks long-term capital appreciation in excess of the Russell 1000 Index over a full market cycle primarily through investments in a diverse portfolio of large market capitalization U.S. stocks. The multi-manager approach brings diversification to the fund and helps protect it from single-manager risk. The fund is sub-advised by complementary asset managers comprised of Columbia Threadneedle (25%), T. Rowe Price (20%), Barrow Hanley (15%), MFS (20%) and Wellington (20%).
Mid Cap Index Fund
The investment seeks to track the performance of a benchmark index that measures the investment return of mid capitalization stocks. The fund employs an indexing investment approach designed to track the performance of the Center for Research in Security Prices US Mid Cap Index, a broadly diversified index of stocks of midsize U.S. companies. It attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.
Real Asset Index Fund
The fund seeks to offer broad, cost-effective exposure to commodities, global natural resource equities, global infrastructure equities, U.S. commercial real estate securities, and U.S. inflation linked bonds. The fund employs an indexing investment approach designed to track the performance of a custom index, which is made up of: 25% Bloomberg Roll Select Commodity Index, 25% S&P Global Large Midcap Commodity and Resources Index, 15% Dow Jones U.S. Select REIT Index, 25% Bloomberg Barclays U.S. Treasury Inflation-Protected Securities (“TIPS”) Index, and 10% S&P Global Infrastructure Index. The allocation across the five broad asset classes seeks to provide a long-term return while targeting a level of risk relative to longer-dated U.S. TIPS.
Small Cap Index Fund
The investment seeks to track the performance of a benchmark index that measures the investment return of small-capitalization stocks. The fund employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Index, a broadly diversified index of stocks of small U.S. companies. It attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.
Small Mid Cap Core Fund
This custom white label fund of funds seeks long-term capital appreciation in excess of the Russell 2500 Index over a full market cycle primarily through investment in a diverse portfolio of small- and mid-size capitalization U.S. stocks. The multi-manager approach brings diversification to the fund and helps protect it from single-manager risk. The fund is sub-advised by complementary asset managers comprised of Sapience Small Cap Value (20%), MFS Mid Cap Value Equity (20%), Snyder Capital Mgt Small/Mid Cap Value (25%), Baron Discovery Strategy (20%) and DF Dent Mid Cap Growth (15%).
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Socially Responsible Fund
The investment seeks to track the performance of a benchmark index that measures the investment return of large and midcapitalization stocks and invests primarily in securities of companies that meet the fund's environmental, social and governance criteria. The fund employs a passive management or indexing investment approach designed to track the performance of the S&P 500 Index. The index is composed primarily of large and mid cap stocks that have been screened for certain social and environmental criteria. The fund attempts to replicate the index by investing all, or substantially all, of its assets in the stocks that make up the index.
Stable Value Fund
The fund’s investment objectives are preservation of principal, consistent returns and a stable credited rate of interest. Managed by Invesco, the fund is primarily comprised of highly rated (AA or higher) insurance company and bank investment contracts issued by financial institutions and other eligible stable value investments that seek to provide participants with safety of principal and accrued interest as well as a stable crediting rate. All contract issuers and securities utilized in the portfolio are rated investment grade at time of purchase.
Target Date Funds
The Target Date Funds seek to provide both income and capital appreciation by investing in multiple asset classes, including stocks, bonds, and cash investments. Target Date Funds provide a diversified exposure to stocks, bonds, and cash for those investors who have a specific date in mind for retirement. Target Date Funds are custom funds aimed to provide investors with an optimal level of return and risk, based solely on the target date. The Target Date Funds are custom funds of funds and invest in other Future Fund investment options and management adjusts the allocation among asset classes to more conservative mixes as the target date approaches, following a preset glide path. A Target Date Fund is part of a suite of funds offering multiple retirement dates to investors. The Plan’s ten Target Date Funds include a Target Date Retirement Fund as well as Target Date Funds in five-year increments (2020-2065). Effective October 31, 2022, Target Date 2065 Fund was added to the Plan's investment options.
U.S. Bond Index Fund
The investment seeks to track the performance of a broad, market-weighted bond index. The fund employs an indexing investment approach designed to track the performance of Bloomberg Barclays U.S. Aggregate Bond Index. It invests by sampling the index, meaning that it holds a broadly diversified collection of securities that, in the aggregate, approximates the full index in terms of key risk factors and other characteristics. The fund invests at least 80% of assets in bonds held in the index. It maintains a dollar-weighted average maturity consistent with that of the index, ranging between 5 and 10 years.
2. Summary of Significant Accounting Policies
(a)Basis of Presentation
The Plan prepares its financial statements in accordance with accounting principles generally accepted in the United States of America (“GAAP”), which include the application of accrual accounting.
(b)Investment Valuation
The value of the investments held at December 31, 2023 and 2022 are stated at fair value with the exception of the fully benefit-responsive investment contracts. Shares of mutual funds are valued at quoted market prices, which represent the net asset values of shares held by the Plan at year-end. CVS Health common stock and common stock owned directly in the Small Mid Cap Core Fund and the Large Cap Core Fund separately managed funds, are valued based upon quoted market prices.
Corporate bonds are valued at fair value using quoted prices for similar assets and liabilities in active markets, quoted prices for identical assets and liabilities in markets that are not active, inputs that are observable for the asset or liability that are not prices (such as interest rates and credit risks), or unobservable inputs based upon management’s best estimate of inputs market participants could use in pricing the asset or liability.
Government securities, U.S. and non-U.S., are valued at fair value using quoted prices for identical assets and liabilities in active markets, quoted prices for similar assets and liabilities in active markets, quoted prices for identical assets and liabilities in markets that are not active, or inputs that are observable for the asset or liability that are not prices (such as interest rates and credit risks).
7
Common collective trust (“CCT”) funds are valued at the net asset value (“NAV”) and reported by the respective funds at each valuation date.
The Plan invests in fully benefit-responsive synthetic guaranteed investment contracts (“synthetic GICs”) which are investment contracts issued by an insurance company, or other financial institution, backed by a portfolio of bonds that are owned by the Plan. Contract value is the relevant measurement attributable to fully benefit-responsive investment contracts because contract value is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan. The contract value of the fully benefit-responsive investment contracts represents contributions plus earnings, less participant withdrawals and administrative expenses.
Refer to Note 3 for further information related to the valuation of investments.
(c)Benefits Paid
Distributions of benefits are recorded when paid. The Plan has made available to participants certain relief under the Coronavirus Aid, Relief, and Economic Security Act (the “CARES Act”).
(d)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 disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of changes in net assets available for benefits during the reporting period. Actual results could differ from those estimates.
(e)Accrual Basis of Accounting
The Plan utilizes the accrual basis of accounting.
(f)Investment Income
Dividend and interest income is recorded when earned. Net appreciation and depreciation include the Plan’s gains and losses on investments bought and sold as well as held during the year.
(g)Purchases and Sales of Securities
Purchases and sales of securities are made on a trade-date basis. Due to timing of settlements, there may be pending transactions as of the financial statement date that result in a receivable or payable to the Plan.
(h)Notes Receivable from Participants
Notes receivable from participants represent participant loans that are recorded at their unpaid principal balance plus any accrued but unpaid interest. Notes receivable are collateralized by the participant’s account balance and bear interest at a market rate (Prime + 1%). If a participant ceases to make loan repayments, the outstanding loan balance will be deemed defaulted and result in a taxable event to the participant.
3. Fair Value Measurements
The Plan uses the three-level hierarchy for the recognition and disclosure of fair value measurements. The categorization of assets and liabilities within this hierarchy is based upon the lowest level of input that is significant to the measurement of fair value. The three levels of the fair value hierarchy consist of the following:
•Level 1 - Inputs to the valuation methodology are unadjusted quoted prices in active markets for identical assets or liabilities that the Plan has the ability to access at the measurement date.
•Level 2 - Inputs to the valuation methodology are quoted prices for similar assets and liabilities in active markets, quoted prices in markets that are not active, or inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the instrument.
•Level 3 - Inputs to the valuation methodology are unobservable inputs based upon management’s best estimate of inputs market participants could use in pricing the asset or liability at the measurement date, including assumptions about risk.
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Following is a description of the valuation methodologies used for assets measured at fair value. There have been no changes in the methodologies used at December 31, 2023 and 2022.
Mutual funds: Valued at the NAV of shares held by the Plan at year-end which are reported on an active market (level 1).
Common stock: Valued at the closing price reported on the active market on which the individual securities are traded (level 1).
Corporate bonds: Valued at observable quoted prices and inputs (level 2).
U.S. Government securities: Valued at unadjusted closing prices reported on active markets (level 1) or observable quoted prices and inputs (level 2).
Other securities: Valued at observable quoted prices and inputs (level 2).
CCT funds: Valued at the NAV and reported by the respective funds at each valuation date (level 1).
The market value of CVS Health common stock was $78.96 and $93.19 per share at December 31, 2023 and 2022, respectively. The following tables set forth by level, within the fair value hierarchy, the Plan’s assets at fair value as of December 31, 2023 and 2022:
| December 31, 2023 | |||||||||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||||||||||||||
| Mutual funds | $ | 8,705,070,432 | $ | — | $ | — | $ | 8,705,070,432 | |||||||||||||||
| Common stock | 5,455,164,836 | — | — | 5,455,164,836 | |||||||||||||||||||
| Corporate bonds | — | 485,113,891 | — | 485,113,891 | |||||||||||||||||||
| U.S. government securities | 314,451,461 | 441,147,660 | — | 755,599,121 | |||||||||||||||||||
| Other securities | — | 34,264,001 | — | 34,264,001 | |||||||||||||||||||
| CCT funds | 8,983,277,579 | — | — | 8,983,277,579 | |||||||||||||||||||
| Total investments at fair value | $ | 23,457,964,308 | $ | 960,525,552 | $ | — | 24,418,489,860 | ||||||||||||||||
| Synthetic GICs | 2,848,499,358 | ||||||||||||||||||||||
| Total investments at contract value | 2,848,499,358 | ||||||||||||||||||||||
| Total investments | $ | 27,266,989,218 | |||||||||||||||||||||
| December 31, 2022 | |||||||||||||||||||||||
Level 1 | Level 2 | Level 3 | Total | ||||||||||||||||||||
| Mutual funds | $ | 7,330,930,377 | $ | — | $ | — | $ | 7,330,930,377 | |||||||||||||||
| Common stock | 4,823,814,048 | — | — | 4,823,814,048 | |||||||||||||||||||
| Corporate bonds | — | 450,154,522 | — | 450,154,522 | |||||||||||||||||||
| U.S. government securities | 253,583,430 | 419,315,496 | — | 672,898,926 | |||||||||||||||||||
| Other securities | — | 35,660,085 | — | 35,660,085 | |||||||||||||||||||
| CCT funds | 7,517,414,749 | — | — | 7,517,414,749 | |||||||||||||||||||
| Total investments at fair value | $ | 19,925,742,604 | $ | 905,130,103 | $ | — | 20,830,872,707 | ||||||||||||||||
| Synthetic GICs | 3,061,558,035 | ||||||||||||||||||||||
| Total investments at contract value | 3,061,558,035 | ||||||||||||||||||||||
| Total investments | $ | 23,892,430,742 | |||||||||||||||||||||
4. Notes Receivable from Participants
Participants may obtain loans from the Plan utilizing funds accumulated in their accounts. The minimum amount that may be borrowed is $1,000. Participants can borrow up to 50% of their vested account balance but not more than $50,000, less their
9
highest outstanding loan balance during the previous twelve months. The loans are repaid to the Plan through after-tax payroll deductions and direct repayments to the Recordkeeper. The term of the loan is selected at the discretion of the participant, but may not exceed five years for a general loan and twenty-five years for a primary residence loan, except that primary residence loans initiated under the former CareSave plan, which merged into the Plan as of December 31, 2012, were permitted to have a maximum loan repayment period of up to ten years only. Participants may have two loans outstanding at any time, but no more than one primary residence loan. Interest on loans is equal to the Prime Rate as of the prior month-end plus 1%. Certain loans made under CARES Act loans rules may exceed these limits.
5. Investment Policy
At December 31, 2023 and 2022, the Plan’s 401(k)-related assets were allocated among the investment options discussed in Note 1(h) based on participants’ investment elections. The investment options are recommended by an independent investment consultant and approved by the Investment Subcommittee. Notes receivable from participants repayments and interest earned are allocated to each of the investment funds based upon the participant contribution election percentages.
6. Plan Termination and Related Commitments
Although it has not expressed any intention to do so, the Company has the right under the Plan to discontinue its contributions or terminate the Plan subject to applicable notice requirements and in accordance with the provisions of ERISA. If the Company terminates the Plan, all participants in the Plan become fully vested.
7. Federal Income Taxes
The Plan received a determination letter from the Internal Revenue Service (“IRS”) dated February 16, 2017, confirming the 2016 amended and restated document was qualified under Section 401(a) of the Code and, therefore, the related trust is exempt from taxation. The Plan has been further amended and restated, most recently as of January 1, 2021, to comply with all laws since the last determination letter in 2017. The IRS no longer allows for an interim determination letter request following a restatement. The Plan Administrator believes the Plan, as most recently amended and restated, conforms with, and is being operated in compliance with, the applicable requirements of the Code and, therefore, the Plan, as amended, is qualified and the related trust is tax exempt.
GAAP requires plan management to evaluate uncertain tax positions taken by the Plan and recognize a tax liability if the organization has taken an uncertain position that more likely than not would not be sustained upon examination by the IRS. The Plan Administrator has analyzed the tax positions taken by the Plan and has concluded that, as of December 31, 2023, there are no uncertain tax positions taken or expected to be taken. The Plan has recognized no interest related to uncertain tax positions. The Plan is subject to routine audits by taxing jurisdictions; however, there are currently no audits for any tax periods in progress.
8. Transactions with Parties-In-Interest
As of December 31, 2023 and 2022, certain Plan investments are investment funds managed by the Plan’s Trustee. The Plan also invests in shares of CVS Health’s common stock and records associated dividend income. Although these transactions qualify as party-in-interest transactions, they are exempt from the prohibited transaction rule under ERISA.
9. Reconciliation of Financial Statements to Form 5500
The following is a reconciliation of the net assets available for benefits per the financial statements to the Form 5500 as of December 31, 2023 and 2022:
| 2023 | 2022 | ||||||||||
| Net assets available for benefits per the financial statements | $ | 27,713,814,075 | $ | 24,396,925,460 | |||||||
| Adjustment from contract value to fair value for certain fully benefit-responsive investment contracts | (149,696,346) | (176,602,515) | |||||||||
| Net assets available for benefits per the Form 5500 | $ | 27,564,117,729 | $ | 24,220,322,945 | |||||||
10
The following is a reconciliation of total income (loss) per the financial statements to total income (loss) per the Form 5500 for the years ended December 31, 2023 and 2022:
| 2023 | 2022 | ||||||||||
| Total income (loss) per the financial statements | $ | 5,342,695,270 | $ | (2,421,853,466) | |||||||
| Net change on adjustment from contract value to fair value for certain fully benefit-responsive investment contracts | 26,906,169 | (264,734,724) | |||||||||
| Total income (loss) per the Form 5500 | $ | 5,369,601,439 | $ | (2,686,588,190) | |||||||
10. Investment Contracts with Insurance Companies
The Plan holds a portfolio of investment contracts which include synthetic guaranteed investment contracts. These contracts meet the fully benefit-responsive investment contract criteria and, therefore, are reported at contract value. Contract value is the relevant measure for fully benefit-responsive investment contracts because this is the amount received by participants when they initiate permitted transactions under the terms of the Plan. Contract value represents contributions made under each contract, plus earnings, less withdrawals.
Synthetic guaranteed investment contracts are issued by insurance companies or other financial institutions, backed by a portfolio of bonds. The bond portfolio may be structured as a fixed income separately managed account or collective fund. The bond portfolio is owned directly by the Plan (synthetic guaranteed investment contract). The issuer guarantees that all qualified participant withdrawals will be at contract value and that the crediting rate applied will not be less than 0%. Crediting rates are typically reset monthly to account for the difference between the contract value and the fair value of the underlying portfolio.
If the Plan defaults in its obligations under the contract (including the issuer's determination that the agreement constitutes a nonexempt prohibited transaction as defined under ERISA), and such default is not corrected within the time permitted by the contract, then the contract may be terminated by the issuer and the Plan will receive the fair value as of the date of termination. Each contract recognizes certain "events of default" which can invalidate the contracts' coverage. Among these are investments outside of the range of instruments which are permitted under the investment guidelines contained in the investment contract, fraudulent or other material misrepresentations made to the issuer, changes of control of the investment adviser not approved by the contract issuer, changes in certain key regulatory requirements, delivery of any communication to plan participants to influence a participant not to invest in the stable value option, termination of the plan or failure of the Plan to be tax qualified.
The contracts also generally provide for withdrawals associated with certain events which are not in the ordinary course of Plan operations. These withdrawals are paid with a market value adjustment applied to the withdrawal as defined in the investment contract. Each contract issuer specifies the events which may trigger a market value adjustment; however, such events may include, but not be limited to, the following:
•The redemption of all or a portion of the interests in the Plan at the direction of the plan sponsor, including partial termination of the plan, withdrawals due to the removal of a specifically identifiable group of employees from coverage under the plan (such as a group layoff or early retirement incentive program), the closing or sale of a subsidiary, employing unit, or affiliate, or the bankruptcy or insolvency of the plan sponsor.
At this time, the occurrence of any such market value adjustment event is not probable.
11. Risks and Uncertainties
The Plan invests in various investment securities. Investment securities are exposed to various risks such as interest rate, market, and credit risks. Due to the level of risk associated with certain investment securities, it is at least reasonably possible that changes in the values of investment securities will occur in the near term and that such changes could materially affect participants’ account balances and the amounts reported in the statements of net assets available for benefits.
11
CVS HEALTH FUTURE FUND 401(k) PLAN
SUPPLEMENTAL SCHEDULE
Schedule H, Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2023
Plan Number: 017 EIN 05-0494040
| Fund | Par value /number of shares | Identity of issue | Description | Current Value** | |||||||||||||||||||
| Small Cap Index Fund | 63,187,466 | Vanguard Small Cap Index Fund | Mutual Fund | $ | 1,100,169,918 | ||||||||||||||||||
| Mid Cap Index Fund | 138,541,776 | Vanguard Mid Cap Index Fund | Mutual Fund | 2,522,295,738 | |||||||||||||||||||
| International Equity Index Fund | 184,725,580 | Vanguard International Growth Fund Admiral Shares | Mutual Fund | 2,763,817,950 | |||||||||||||||||||
| Inflation-Protected Bond Fund | 8,296,032 | Vanguard Inflation-Protected Securities Fund | Mutual Fund | 96,346,427 | |||||||||||||||||||
| Socially Responsible Fund | 6,189,180 | Vanguard FTSE Social Index Fund | Mutual Fund | 130,037,444 | |||||||||||||||||||
| Core Equity Fund | 295,631,055 | Vanguard Institutional 500 Index Trust Fund | Common Collective Trust Fund | 6,124,566,401 | |||||||||||||||||||
| U.S. Bond Index Fund | 241,138,710 | Vanguard Total Bond Market Index Trust Fund | Common Collective Trust Fund | 2,552,016,544 | |||||||||||||||||||
| Real Asset Index Fund | 11,040,576 | Real Asset Index Fund | Common Collective Trust Fund | 144,582,058 | |||||||||||||||||||
| Emerging Markets Index Fund | 57,503,476 | Emerging Markets Index Fund | Mutual Fund | 591,066,270 | |||||||||||||||||||
| CVS Health Stock Fund | 13,872,890 | CVS Health Common Stock | CVS Health Corporation Common Stock | 1,095,403,394 | |||||||||||||||||||
| 15,794,411 | EB Temporary Investment Fund * | Common Collective Trust Fund | 15,794,411 | ||||||||||||||||||||
| Stable Value Fund | Invesco Voya Core, Invesco Floating Portfolio | Separately Managed Fund | |||||||||||||||||||||
| 1,000,000 | ABERDEEN ASIA-PACIFIC | Synthetic | $ | 879,148 | |||||||||||||||||||
| 1,000,000 | AGL ENERGY LTD SER C GTD SR NT | Synthetic | 939,350 | ||||||||||||||||||||
| 2,000,000 | AMERCO | Synthetic | 1,742,928 | ||||||||||||||||||||
| 1,000,000 | AMERICAN TRANSMISSION CO LLC | Synthetic | 903,760 | ||||||||||||||||||||
| 1,000,000 | ARTHUR J GALLAGHER &CO SR NT Q | Synthetic | 980,133 | ||||||||||||||||||||
| 888,889 | BASIN ELEC PWR COOP | Synthetic | 880,531 | ||||||||||||||||||||
| 1,000,000 | BUREAU VERITAS HLDGS INC | Synthetic | 954,527 | ||||||||||||||||||||
| 2,000,000 | CASEYS GEN STORES INC | Synthetic | 1,772,013 | ||||||||||||||||||||
| 1,000,000 | CASEYS GEN STORES INC | Synthetic | 973,295 | ||||||||||||||||||||
| — | CCP_CDX_BP CDX.NA.IG.41.V1 5YR | Synthetic | (238,816) | ||||||||||||||||||||
| 1,000,000 | DALRYMPLE BAY FIN PTY LTD | Synthetic | 926,466 | ||||||||||||||||||||
| 2,000,000 | DELOITTE LLP | Synthetic | 1,859,692 | ||||||||||||||||||||
| 753,839 | ERGON PERU S A C | Synthetic | 680,916 | ||||||||||||||||||||
| 2,000,000 | FOOTBALL CLUB TERM NTS | Synthetic | 1,962,490 | ||||||||||||||||||||
| 2,000,000 | FOUR CORNERS OPER PARTNER 144A | Synthetic | 1,771,050 | ||||||||||||||||||||
| 1,000,000 | GLOBAL INFLASTRUCTURE MGMT LLC | Synthetic | 863,401 | ||||||||||||||||||||
| 1,000,000 | HARDWOOD FDG LLC | Synthetic | 933,384 | ||||||||||||||||||||
| 1,000,000 | ITR CONCESSION CO LLC | Synthetic | 953,652 | ||||||||||||||||||||
| 1,000,000 | LA STAD FIN CO LLC | Synthetic | 1,001,786 | ||||||||||||||||||||
| 1,000,000 | LA STAD FIN CO LLC | Synthetic | 955,212 | ||||||||||||||||||||
| 1,000,000 | LASALLE PPTY FD REIT INC | Synthetic | 899,053 | ||||||||||||||||||||
| 1,000,000 | LION INDL PPTYS LP | Synthetic | 959,538 | ||||||||||||||||||||
| 2,000,000 | MAJOR LEAGUE BASEBALL TR | Synthetic | 1,958,129 | ||||||||||||||||||||
| 1,000,000 | MARS INCORPORATED | Synthetic | 947,236 | ||||||||||||||||||||
| 1,000,000 | MCKINSEY + CO INC | Synthetic | 948,614 | ||||||||||||||||||||
| 1,449,162 | NAC AVIATION 29 DAC | Synthetic | 1,333,229 | ||||||||||||||||||||
| 1,000,000 | NEWCASTLE COAL INFRASTRUCTURE | Synthetic | 1,046,205 | ||||||||||||||||||||
| 5,665,289 | NHK PTY LTD | Synthetic | 5,582,145 | ||||||||||||||||||||
| 1,000,000 | NORTHWESTERN CORP | Synthetic | 898,957 | ||||||||||||||||||||
| 1,000,000 | OAKTREE CAP MGMT L P | Synthetic | 900,013 | ||||||||||||||||||||
| 1,000,000 | PORTLAND GENERAL ELECTRIC CO | Synthetic | 899,625 | ||||||||||||||||||||
| 1,000,000 | PRIME PPTY FD LLC | Synthetic | 1,089,502 | ||||||||||||||||||||
| 1,000,000 | SHERMAN FINL GROUP LLC / CR ON | Synthetic | 905,379 | ||||||||||||||||||||
| 1,000,000 | SOLAR SR CAP LTD | Synthetic | 961,399 | ||||||||||||||||||||
| 2,000,000 | SOUTH JERSEY INDS INC | Synthetic | 2,127,317 | ||||||||||||||||||||
12
| 1,000,000 | STAR ENTMT FIN LTD | Synthetic | 1,004,056 | ||||||||||||||||||||
| 2,000,000 | TEXAS-NEW MEXICO PWR CO | Synthetic | 1,760,742 | ||||||||||||||||||||
| 1,000,000 | TFORCE HLDGS INC | Synthetic | 919,995 | ||||||||||||||||||||
| 2,000,000 | TRAFIGURA FDG S A | Synthetic | 1,805,204 | ||||||||||||||||||||
| 1,000,000 | TRANSURBAN QUEENSLAND FIN LP | Synthetic | 951,823 | ||||||||||||||||||||
| 2,000,000 | VECTOR LTD | Synthetic | 1,658,897 | ||||||||||||||||||||
| 2,000,000 | BANK OF NOVA SCOTIA/THE | Synthetic | 2,030,083 | ||||||||||||||||||||
| 4,857,000 | BANK OF MONTREAL | Synthetic | 4,896,577 | ||||||||||||||||||||
| 2,000,000 | BANK OF NOVA SCOTIA/THE | Synthetic | 1,979,538 | ||||||||||||||||||||
| 1,439,000 | ENBRIDGE INC | Synthetic | 1,439,397 | ||||||||||||||||||||
| 1,982,342 | CARLYLE GLOBAL MA 1A A1RR 144A | Synthetic | 1,976,610 | ||||||||||||||||||||
| 4,000,000 | EMPOWER CLO 2022-1 1A A1 144A | Synthetic | 4,011,288 | ||||||||||||||||||||
| 3,421,426 | GOLDENTREE LOAN MAN 2A AR 144A | Synthetic | 3,416,294 | ||||||||||||||||||||
| 1,000,000 | KKR CLO 46 LTD 46A A1A 144A | Synthetic | 1,001,000 | ||||||||||||||||||||
| 2,175,497 | SYMPHONY STATIC CLO 1A A 144A | Synthetic | 2,158,152 | ||||||||||||||||||||
| 3,000,000 | MITSUBISHI UFJ FINANCIAL GROUP | Synthetic | 3,000,383 | ||||||||||||||||||||
| 4,000,000 | SUMITOMO MITSUI FINANCIAL GROU | Synthetic | 4,030,579 | ||||||||||||||||||||
| 1,000,000 | PIKES PEAK CLO 12 L 12A A 144A | Synthetic | 1,005,766 | ||||||||||||||||||||
| 5,000,000 | ING GROEP NV | Synthetic | 5,031,388 | ||||||||||||||||||||
| 1,814,000 | CREDIT SUISSE AG/NEW YORK NY | Synthetic | 1,813,329 | ||||||||||||||||||||
| 2,368,000 | LLOYDS BANKING GROUP PLC | Synthetic | 2,371,372 | ||||||||||||||||||||
| 2,000,000 | STANDARD CHARTERED PLC 144A | Synthetic | 2,009,249 | ||||||||||||||||||||
| 4,611,000 | AT&T INC | Synthetic | 4,626,998 | ||||||||||||||||||||
| 3,000,000 | AMERICAN EXPRESS CO | Synthetic | 2,960,892 | ||||||||||||||||||||
| 631,542 | AMERICREDIT AUTOMOBILE R 2 A2B | Synthetic | 632,177 | ||||||||||||||||||||
| 4,000,000 | ATHENE GLOBAL FUNDING 144A | Synthetic | 3,965,929 | ||||||||||||||||||||
| 4,000,000 | BMW US CAPITAL LLC 144A | Synthetic | 4,003,683 | ||||||||||||||||||||
| 5,000,000 | BANK OF AMERICA CORP | Synthetic | 4,970,612 | ||||||||||||||||||||
| 3,860,000 | BARCLAYS DRYROCK ISSUANCE 2 A | Synthetic | 3,866,480 | ||||||||||||||||||||
| 977,669 | CARMAX AUTO OWNER TRUST 3 A2B | Synthetic | 978,092 | ||||||||||||||||||||
| 3,000,000 | CATERPILLAR FINANCIAL SERVICES | Synthetic | 2,999,970 | ||||||||||||||||||||
| 410,000 | CENTERPOINT ENERGY INC | Synthetic | 410,004 | ||||||||||||||||||||
| 543,966 | CHESAPEAKE FUNDING 1A A2 144A | Synthetic | 541,993 | ||||||||||||||||||||
| 3,593,759 | CHESAPEAKE FUNDING 1A A2 144A | Synthetic | 3,603,246 | ||||||||||||||||||||
| 2,750,000 | CITIGROUP INC | Synthetic | 2,742,740 | ||||||||||||||||||||
| 5,000,000 | CITIGROUP INC | Synthetic | 4,939,600 | ||||||||||||||||||||
| 3,855,000 | CITIBANK CREDIT CARD ISS A6 A6 | Synthetic | 3,870,961 | ||||||||||||||||||||
| 1,356,000 | JOHN DEERE CAPITAL CORP | Synthetic | 1,360,335 | ||||||||||||||||||||
| 4,000,000 | JOHN DEERE CAPITAL CORP | Synthetic | 4,005,255 | ||||||||||||||||||||
| 1,261,171 | FHLMC MULTICLASS STRIP 350 F2 | Synthetic | 1,232,170 | ||||||||||||||||||||
| 1,247,154 | FNMA GTD REMIC P/T 18-57 FA | Synthetic | 1,199,949 | ||||||||||||||||||||
| 657,342 | FHLMC MULTICLASS MTG 4477 FG | Synthetic | 644,278 | ||||||||||||||||||||
| 453,389 | FHLMC MULTICLASS MTG 4497 CF | Synthetic | 450,055 | ||||||||||||||||||||
| 394,598 | FHLMC MULTICLASS MTG Q008 A | Synthetic | 392,925 | ||||||||||||||||||||
| 627,712 | FHLMC MULTICLASS MTG KF64 A | Synthetic | 625,002 | ||||||||||||||||||||
| 532,473 | FHLMC MULTICLASS MTG 4911 FM | Synthetic | 518,178 | ||||||||||||||||||||
| 3,250,000 | FHLMC MULTICLASS MTG KF157 AS | Synthetic | 3,231,785 | ||||||||||||||||||||
| 1,134,620 | FORD CREDIT AUTO OWNER T A A2B | Synthetic | 1,136,761 | ||||||||||||||||||||
| 5,000,000 | GMF FLOORPLAN OWNER 1 A2 144A | Synthetic | 5,035,814 | ||||||||||||||||||||
| 677,581 | GM FINANCIAL AUTOMOBILE 1 A2B | Synthetic | 677,931 | ||||||||||||||||||||
| 631,894 | GM FINANCIAL CONSUMER AU 3 A2B | Synthetic | 632,107 | ||||||||||||||||||||
| 4,808,000 | GENERAL MOTORS FINANCIAL CO IN | Synthetic | 4,808,219 | ||||||||||||||||||||
| 1,138,000 | GENERAL MOTORS FINANCIAL CO IN | Synthetic | 1,139,789 | ||||||||||||||||||||
| 2,254,000 | GOLDMAN SACHS GROUP INC/THE | Synthetic | 2,231,088 | ||||||||||||||||||||
| 2,113,000 | GOLDMAN SACHS GROUP INC/THE | Synthetic | 2,111,883 | ||||||||||||||||||||
| 2,372,000 | GOLDMAN SACHS GROUP INC/THE | Synthetic | 2,340,301 | ||||||||||||||||||||
| 895,000 | ILPT COMMERCIAL MO LPF2 A 144A | Synthetic | 891,783 | ||||||||||||||||||||
| 1,231,264 | JP MORGAN MORTGAGE 1 A11 144A | Synthetic | 1,133,027 | ||||||||||||||||||||
| 1,419,270 | JP MORGAN MORTGAGE 3 A11 144A | Synthetic | 1,295,833 | ||||||||||||||||||||
| 3,277,902 | JP MORGAN CHASE C WPT AFL 144A | Synthetic | 3,031,235 | ||||||||||||||||||||
| 4,000,000 | JPMORGAN CHASE & CO | Synthetic | 3,992,640 | ||||||||||||||||||||
| 2,000,000 | JPMORGAN CHASE & CO | Synthetic | 2,002,880 | ||||||||||||||||||||
13
| 5,204,827 | LIFE 2021-BMR MORTG BMR A 144A | Synthetic | 5,090,325 | ||||||||||||||||||||
| 3,756,000 | MASSMUTUAL GLOBAL FUNDING 144A | Synthetic | 3,757,010 | ||||||||||||||||||||
| 3,075,241 | MED TRUST 2021-MDL MDLN A 144A | Synthetic | 3,015,407 | ||||||||||||||||||||
| 1,351,000 | MORGAN STANLEY BANK NA | Synthetic | 1,352,727 | ||||||||||||||||||||
| 3,012,000 | MORGAN STANLEY | Synthetic | 3,007,545 | ||||||||||||||||||||
| 4,500,000 | MORGAN STANLEY | Synthetic | 4,504,865 | ||||||||||||||||||||
| 2,076,448 | NELNET STUDENT LOA BA AFL 144A | Synthetic | 2,047,644 | ||||||||||||||||||||
| 1,876,507 | NELNET STUDENT LOA DA AFL 144A | Synthetic | 1,845,606 | ||||||||||||||||||||
| 5,000,000 | NEW YORK LIFE GLOBAL FUND 144A | Synthetic | 5,019,436 | ||||||||||||||||||||
| 2,250,000 | NEXTGEAR FLOORPLAN 1A A1 144A | Synthetic | 2,268,815 | ||||||||||||||||||||
| 1,650,000 | NORTHWESTERN MUTUAL GLOBA 144A | Synthetic | 1,650,119 | ||||||||||||||||||||
| 4,216,000 | PACIFIC LIFE GLOBAL FUNDI 144A | Synthetic | 4,179,087 | ||||||||||||||||||||
| 2,051,000 | PUBLIC STORAGE OPERATING CO | Synthetic | 2,050,879 | ||||||||||||||||||||
| 1,073,000 | PUBLIC STORAGE OPERATING CO | Synthetic | 1,075,618 | ||||||||||||||||||||
| 3,500,000 | RLGH TRUST 2021-TR TROT A 144A | Synthetic | 3,419,452 | ||||||||||||||||||||
| 1,315,942 | SLM STUDENT LOAN TRUST 20 6 A3 | Synthetic | 1,301,433 | ||||||||||||||||||||
| 5,235,000 | SMRT 2022-MINI MINI A 144A | Synthetic | 5,123,317 | ||||||||||||||||||||
| 3,000,000 | CHARLES SCHWAB CORP/THE | Synthetic | 2,951,292 | ||||||||||||||||||||
| 5,000,000 | CHARLES SCHWAB CORP/THE | Synthetic | 4,946,515 | ||||||||||||||||||||
| 4,325,085 | SMB PRIVATE EDUCATI B A1B 144A | Synthetic | 4,316,317 | ||||||||||||||||||||
| 1,883,045 | SMB PRIVATE EDUCATI C A1B 144A | Synthetic | 1,884,389 | ||||||||||||||||||||
| 1,580,000 | STARBUCKS CORP | Synthetic | 1,580,005 | ||||||||||||||||||||
| 4,819,000 | STATE STREET CORP | Synthetic | 4,815,791 | ||||||||||||||||||||
| 5,000,000 | TRUIST BANK | Synthetic | 4,999,200 | ||||||||||||||||||||
| 50,650,000 | U S TREASURY NOTE | Synthetic | 50,649,718 | ||||||||||||||||||||
| 18,000,000 | U S TREASURY NOTE | Synthetic | 17,992,123 | ||||||||||||||||||||
| 6,000,000 | U S TREASURY NOTE | Synthetic | 5,991,888 | ||||||||||||||||||||
| 2,000,000 | VERIZON MASTER TRUST 7 A1B | Synthetic | 2,004,570 | ||||||||||||||||||||
| 3,000,000 | VERIZON MASTER TRUST 4 A1B | Synthetic | 3,019,547 | ||||||||||||||||||||
| 5,000,000 | VOLKSWAGEN GROUP OF AMERI 144A | Synthetic | 5,010,838 | ||||||||||||||||||||
| 4,000,000 | WELLS FARGO COM NXS5 A6FL 144A | Synthetic | 3,958,627 | ||||||||||||||||||||
| 5,000,000 | WELLS FARGO & CO | Synthetic | 5,036,390 | ||||||||||||||||||||
| Mass Mutual | |||||||||||||||||||||||
| 122,070,033 | IGT Jennison Short Term Bond Fund | Synthetic | 95,815,533 | ||||||||||||||||||||
| 254,500,982 | IGT Pimco Intermediate Fund | Synthetic | 199,763,585 | ||||||||||||||||||||
| 92,557,531 | IGT Dodge and Cox Core Fixed Income Fund | Synthetic | 72,650,502 | ||||||||||||||||||||
| Trans America | |||||||||||||||||||||||
| 255,462,038 | IGT Invesco Intermediate Fund | Synthetic | 200,365,051 | ||||||||||||||||||||
| 122,481,486 | IGT Jennison Short Term Bond Fund | Synthetic | 96,065,190 | ||||||||||||||||||||
| 91,296,065 | IGT Pimco Core Fixed Income Fund | Synthetic | 71,605,710 | ||||||||||||||||||||
| PAC Life | |||||||||||||||||||||||
| 122,396,125 | IGT Jennison Short Term Bond Fund | Synthetic | 96,225,819 | ||||||||||||||||||||
| 254,989,088 | IGT Loomis Sayles Intermediate Fund | Synthetic | 200,468,224 | ||||||||||||||||||||
| 92,405,396 | IGT Dodge and Cox Core Fixed Income Fund | Synthetic | 72,647,601 | ||||||||||||||||||||
| Prudential | |||||||||||||||||||||||
| 256,039,442 | IGT Jennison Intermediate Fund | Synthetic | 200,394,947 | ||||||||||||||||||||
| 123,205,704 | IGT Jennison Short Term Bond Fund | Synthetic | 96,429,677 | ||||||||||||||||||||
| 91,480,943 | IGT Pimco Core Fixed Income Fund | Synthetic | 71,599,589 | ||||||||||||||||||||
| Voya | |||||||||||||||||||||||
| 319,238,710 | IGT Invesco Short Term Bond Fund | Synthetic | 268,240,777 | ||||||||||||||||||||
| 165,673,730 | IGT Invesco Core Fixed Income Fund | Synthetic | 139,207,586 | ||||||||||||||||||||
| State Street | |||||||||||||||||||||||
| 342,102,542 | IGT Invesco Short Term Bond Fund | Synthetic | 323,683,317 | ||||||||||||||||||||
| 147,032,226 | IGT Loomis Sayles Core Fixed Income Fund | Synthetic | 139,115,828 | ||||||||||||||||||||
14
| 70,000,856 | EB Temporary Investment Fund * | Common Collective Trust Fund | 70,000,856 | ||||||||||||||||||||
| Stable Value Fund Subtotal | $ | 2,768,803,868 | |||||||||||||||||||||
| Diversified Bond Fund | Loomis Sayles, Dodge & Cox | Separately Managed Fund | |||||||||||||||||||||
| 1,880,000 | TRANSCANADA TRUST | Corporate Debt Instruments | $ | 1,772,517 | |||||||||||||||||||
| 2,100,000 | TRANSCANADA TRUST | Corporate Debt Instruments | 1,985,084 | ||||||||||||||||||||
| 3,605,000 | TRANSCANADA TRUST | Corporate Debt Instruments | 3,203,800 | ||||||||||||||||||||
| 1,620,000 | TRANSCANADA TRUST | Corporate Debt Instruments | 1,381,829 | ||||||||||||||||||||
| 1,425,000 | TRANSCANADA TRUST | Corporate Debt Instruments | 1,193,784 | ||||||||||||||||||||
| 815,000 | BNP PARIBAS SA 144A | Corporate Debt Instruments | 793,708 | ||||||||||||||||||||
| 2,685,000 | BNP PARIBAS SA | Corporate Debt Instruments | 2,654,104 | ||||||||||||||||||||
| 510,000 | BNP PARIBAS SA 144A | Corporate Debt Instruments | 498,719 | ||||||||||||||||||||
| 3,760,000 | BNP PARIBAS SA 144A | Corporate Debt Instruments | 3,682,152 | ||||||||||||||||||||
| 800,000 | BNP PARIBAS SA 144A | Corporate Debt Instruments | 656,647 | ||||||||||||||||||||
| 4,050,000 | TELECOM ITALIA SPA/MILANO 144A | Corporate Debt Instruments | 4,031,162 | ||||||||||||||||||||
| 2,070,000 | UNICREDIT SPA 144A | Corporate Debt Instruments | 2,128,137 | ||||||||||||||||||||
| 2,775,000 | UNICREDIT SPA 144A | Corporate Debt Instruments | 2,609,826 | ||||||||||||||||||||
| 430,000 | TELECOM ITALIA CAPITAL SA | Corporate Debt Instruments | 431,644 | ||||||||||||||||||||
| 1,995,000 | TELECOM ITALIA CAPITAL SA | Corporate Debt Instruments | 2,031,590 | ||||||||||||||||||||
| 1,085,000 | ULTRAPAR INTERNATIONAL SA 144A | Corporate Debt Instruments | 1,052,450 | ||||||||||||||||||||
| 432,000 | ULTRAPAR INTERNATIONAL SA 144A | Corporate Debt Instruments | 406,469 | ||||||||||||||||||||
| 1,500,000 | CEMEX SAB DE CV 144A | Corporate Debt Instruments | 1,479,129 | ||||||||||||||||||||
| 1,625,000 | CEMEX SAB DE CV 144A | Corporate Debt Instruments | 1,565,755 | ||||||||||||||||||||
| 1,350,000 | PETROLEOS MEXICANOS | Corporate Debt Instruments | 1,035,378 | ||||||||||||||||||||
| 5,831,000 | PETROLEOS MEXICANOS | Corporate Debt Instruments | 4,838,444 | ||||||||||||||||||||
| 380,000 | PETROLEOS MEXICANOS | Corporate Debt Instruments | 259,128 | ||||||||||||||||||||
| 960,000 | PETROLEOS MEXICANOS | Corporate Debt Instruments | 625,516 | ||||||||||||||||||||
| 560,000 | PETROLEOS MEXICANOS | Corporate Debt Instruments | 366,417 | ||||||||||||||||||||
| 9,175,000 | PETROLEOS MEXICANOS | Corporate Debt Instruments | 6,524,933 | ||||||||||||||||||||
| 1,145,000 | ENEL FINANCE INTERNATIONA 144A | Corporate Debt Instruments | 1,163,572 | ||||||||||||||||||||
| 1,950,000 | ENEL FINANCE INTERNATIONA 144A | Corporate Debt Instruments | 1,901,946 | ||||||||||||||||||||
| 1,050,000 | PROSUS NV 144A | Corporate Debt Instruments | 1,011,738 | ||||||||||||||||||||
| 1,065,000 | PETROBRAS GLOBAL FINANCE BV | Corporate Debt Instruments | 1,056,592 | ||||||||||||||||||||
| 1,986,000 | PETROBRAS GLOBAL FINANCE BV | Corporate Debt Instruments | 1,934,570 | ||||||||||||||||||||
| 1,030,000 | PETROBRAS GLOBAL FINANCE BV | Corporate Debt Instruments | 1,008,247 | ||||||||||||||||||||
| 3,955,000 | PROSUS NV 144A | Corporate Debt Instruments | 3,461,668 | ||||||||||||||||||||
| 4,700,000 | PROSUS NV 144A | Corporate Debt Instruments | 3,796,306 | ||||||||||||||||||||
| 450,000 | PROSUS NV 144A | Corporate Debt Instruments | 388,156 | ||||||||||||||||||||
| 3,650,000 | PROSUS NV 144A | Corporate Debt Instruments | 2,743,400 | ||||||||||||||||||||
| 375,000 | UBS GROUP AG 144A | Corporate Debt Instruments | 386,492 | ||||||||||||||||||||
| 625,000 | UBS GROUP AG 144A | Corporate Debt Instruments | 661,639 | ||||||||||||||||||||
| 3,300,000 | UBS GROUP AG 144A | Corporate Debt Instruments | 3,412,623 | ||||||||||||||||||||
| 575,000 | BARCLAYS PLC | Corporate Debt Instruments | 571,272 | ||||||||||||||||||||
| 925,000 | BARCLAYS PLC | Corporate Debt Instruments | 903,208 | ||||||||||||||||||||
| 1,590,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 1,687,163 | ||||||||||||||||||||
| 1,965,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 2,126,901 | ||||||||||||||||||||
| 245,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 269,749 | ||||||||||||||||||||
| 815,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 801,314 | ||||||||||||||||||||
| 470,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 466,011 | ||||||||||||||||||||
| 4,255,000 | IMPERIAL BRANDS FINANCE P 144A | Corporate Debt Instruments | 3,969,643 | ||||||||||||||||||||
| 1,200,000 | IMPERIAL BRANDS FINANCE P 144A | Corporate Debt Instruments | 1,232,195 | ||||||||||||||||||||
| 4,090,000 | IMPERIAL BRANDS FINANCE P 144A | Corporate Debt Instruments | 4,016,750 | ||||||||||||||||||||
| 210,000 | LLOYDS BANKING GROUP PLC | Corporate Debt Instruments | 205,515 | ||||||||||||||||||||
| 1,535,000 | LLOYDS BANKING GROUP PLC | Corporate Debt Instruments | 1,516,518 | ||||||||||||||||||||
| 2,145,000 | LLOYDS BANKING GROUP PLC | Corporate Debt Instruments | 2,103,178 | ||||||||||||||||||||
| 975,000 | BARCLAYS PLC | Corporate Debt Instruments | 979,516 | ||||||||||||||||||||
| 525,000 | BARCLAYS PLC | Corporate Debt Instruments | 587,855 | ||||||||||||||||||||
| 1,000,000 | BARCLAYS PLC | Corporate Debt Instruments | 1,008,942 | ||||||||||||||||||||
| 350,000 | BARCLAYS PLC | Corporate Debt Instruments | 363,012 | ||||||||||||||||||||
| 425,000 | BARCLAYS PLC | Corporate Debt Instruments | 452,933 | ||||||||||||||||||||
| 1,000,000 | BARCLAYS PLC | Corporate Debt Instruments | 1,041,170 | ||||||||||||||||||||
15
| 1,850,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 1,590,783 | ||||||||||||||||||||
| 550,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 455,496 | ||||||||||||||||||||
| 1,600,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 1,567,472 | ||||||||||||||||||||
| 1,625,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 1,513,594 | ||||||||||||||||||||
| 1,725,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 1,993,397 | ||||||||||||||||||||
| 600,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 658,181 | ||||||||||||||||||||
| 2,300,000 | LLOYDS BANKING GROUP PLC | Corporate Debt Instruments | 2,629,119 | ||||||||||||||||||||
| 3,200,000 | NATWEST GROUP PLC | Corporate Debt Instruments | 2,921,888 | ||||||||||||||||||||
| 1,200,000 | NATWEST GROUP PLC | Corporate Debt Instruments | 1,259,961 | ||||||||||||||||||||
| 700,000 | NATWEST GROUP PLC | Corporate Debt Instruments | 717,634 | ||||||||||||||||||||
| 304,000 | AT&T INC | Corporate Debt Instruments | 265,184 | ||||||||||||||||||||
| 740,000 | AT&T INC | Corporate Debt Instruments | 648,741 | ||||||||||||||||||||
| 1,904,000 | AT&T INC | Corporate Debt Instruments | 1,368,933 | ||||||||||||||||||||
| 1,474,000 | AT&T INC | Corporate Debt Instruments | 1,056,404 | ||||||||||||||||||||
| 750,000 | AT&T INC | Corporate Debt Instruments | 557,507 | ||||||||||||||||||||
| 775,000 | AMERICAN ELECTRIC POWER CO INC | Corporate Debt Instruments | 780,089 | ||||||||||||||||||||
| 375,000 | BAT CAPITAL CORP | Corporate Debt Instruments | 393,714 | ||||||||||||||||||||
| 1,150,000 | BAT CAPITAL CORP | Corporate Debt Instruments | 1,203,235 | ||||||||||||||||||||
| 825,000 | BAT CAPITAL CORP | Corporate Debt Instruments | 876,016 | ||||||||||||||||||||
| 1,000,000 | BAT CAPITAL CORP | Corporate Debt Instruments | 837,331 | ||||||||||||||||||||
| 425,000 | BAT CAPITAL CORP | Corporate Debt Instruments | 380,284 | ||||||||||||||||||||
| 1,150,000 | BAT CAPITAL CORP | Corporate Debt Instruments | 964,414 | ||||||||||||||||||||
| 175,000 | BAT CAPITAL CORP | Corporate Debt Instruments | 128,643 | ||||||||||||||||||||
| 475,000 | BAT CAPITAL CORP | Corporate Debt Instruments | 428,755 | ||||||||||||||||||||
| 3,150,000 | BAT CAPITAL CORP | Corporate Debt Instruments | 3,021,825 | ||||||||||||||||||||
| 40,471 | BNSF RAILWAY CO 2007-1 PASS TH | Corporate Debt Instruments | 40,478 | ||||||||||||||||||||
| 435,384 | BNSF RAILWAY CO 2015-1 PA 144A | Corporate Debt Instruments | 416,196 | ||||||||||||||||||||
| 1,150,000 | BANK OF AMERICA CORP | Corporate Debt Instruments | 1,139,212 | ||||||||||||||||||||
| 1,305,000 | BANK OF AMERICA CORP | Corporate Debt Instruments | 1,281,269 | ||||||||||||||||||||
| 750,000 | BAYER US FINANCE LLC 144A | Corporate Debt Instruments | 771,644 | ||||||||||||||||||||
| 1,150,000 | BAYER US FINANCE LLC 144A | Corporate Debt Instruments | 1,188,428 | ||||||||||||||||||||
| 590,000 | BAYER US FINANCE II LLC 144A | Corporate Debt Instruments | 574,933 | ||||||||||||||||||||
| 590,000 | BAYER US FINANCE II LLC 144A | Corporate Debt Instruments | 560,642 | ||||||||||||||||||||
| 450,000 | BOSTON PROPERTIES LP | Corporate Debt Instruments | 449,150 | ||||||||||||||||||||
| 205,000 | BOSTON PROPERTIES LP | Corporate Debt Instruments | 197,308 | ||||||||||||||||||||
| 675,000 | BOSTON PROPERTIES LP | Corporate Debt Instruments | 626,071 | ||||||||||||||||||||
| 330,000 | BOSTON PROPERTIES LP | Corporate Debt Instruments | 320,768 | ||||||||||||||||||||
| 425,000 | BOSTON PROPERTIES LP | Corporate Debt Instruments | 404,776 | ||||||||||||||||||||
| 115,000 | BOSTON PROPERTIES LP | Corporate Debt Instruments | 98,460 | ||||||||||||||||||||
| 1,810,000 | BOSTON PROPERTIES LP | Corporate Debt Instruments | 1,552,947 | ||||||||||||||||||||
| 500,000 | BOSTON PROPERTIES LP | Corporate Debt Instruments | 523,523 | ||||||||||||||||||||
| 650,000 | BOSTON PROPERTIES LP | Corporate Debt Instruments | 685,580 | ||||||||||||||||||||
| 1,600,000 | CCO HOLDINGS LLC / CCO HO 144A | Corporate Debt Instruments | 1,353,820 | ||||||||||||||||||||
| 1,425,000 | CCO HOLDINGS LLC / CCO HOLDING | Corporate Debt Instruments | 1,220,462 | ||||||||||||||||||||
| 1,275,000 | CCO HOLDINGS LLC / CCO HO 144A | Corporate Debt Instruments | 1,036,099 | ||||||||||||||||||||
| 335,000 | CIGNA GROUP/THE | Corporate Debt Instruments | 330,760 | ||||||||||||||||||||
| 835,000 | CIGNA GROUP/THE | Corporate Debt Instruments | 828,273 | ||||||||||||||||||||
| 190,000 | CIGNA GROUP/THE | Corporate Debt Instruments | 207,128 | ||||||||||||||||||||
| 750,000 | CRH AMERICA INC 144A | Corporate Debt Instruments | 733,635 | ||||||||||||||||||||
| 105,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 104,277 | ||||||||||||||||||||
| 325,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 317,192 | ||||||||||||||||||||
| 895,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 877,421 | ||||||||||||||||||||
| 800,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 766,126 | ||||||||||||||||||||
| 4,125,000 | CHARTER COMMUNICATIONS OPERATI | Corporate Debt Instruments | 4,053,282 | ||||||||||||||||||||
| 405,000 | CHARTER COMMUNICATIONS OPERATI | Corporate Debt Instruments | 344,178 | ||||||||||||||||||||
| 2,335,000 | CHARTER COMMUNICATIONS OPERATI | Corporate Debt Instruments | 2,072,262 | ||||||||||||||||||||
| 375,000 | CHARTER COMMUNICATIONS OPERATI | Corporate Debt Instruments | 346,081 | ||||||||||||||||||||
| 1,165,000 | CHARTER COMMUNICATIONS OPERATI | Corporate Debt Instruments | 975,740 | ||||||||||||||||||||
| 500,000 | CITIGROUP INC | Corporate Debt Instruments | 544,132 | ||||||||||||||||||||
| 220,000 | CITIGROUP INC | Corporate Debt Instruments | 217,576 | ||||||||||||||||||||
| 1,630,000 | COX COMMUNICATIONS INC 144A | Corporate Debt Instruments | 1,602,393 | ||||||||||||||||||||
| 980,000 | COX COMMUNICATIONS INC 144A | Corporate Debt Instruments | 940,617 | ||||||||||||||||||||
16
| 1,090,000 | COX COMMUNICATIONS INC 144A | Corporate Debt Instruments | 1,037,215 | ||||||||||||||||||||
| 1,050,000 | COX COMMUNICATIONS INC 144A | Corporate Debt Instruments | 853,752 | ||||||||||||||||||||
| 110,000 | DELL INTERNATIONAL LLC / EMC C | Corporate Debt Instruments | 112,597 | ||||||||||||||||||||
| 300,000 | DELL INTERNATIONAL LLC / EMC C | Corporate Debt Instruments | 311,816 | ||||||||||||||||||||
| 150,000 | DILLARD'S INC | Corporate Debt Instruments | 155,919 | ||||||||||||||||||||
| 90,000 | DILLARD'S INC | Corporate Debt Instruments | 93,920 | ||||||||||||||||||||
| 200,000 | DILLARD'S INC | Corporate Debt Instruments | 207,550 | ||||||||||||||||||||
| 535,000 | WALT DISNEY CO/THE | Corporate Debt Instruments | 628,366 | ||||||||||||||||||||
| 165,000 | DOMINION ENERGY INC | Corporate Debt Instruments | 151,902 | ||||||||||||||||||||
| 1,100,000 | DOMINION ENERGY INC | Corporate Debt Instruments | 1,019,615 | ||||||||||||||||||||
| 629,000 | DOW CHEMICAL CO/THE | Corporate Debt Instruments | 874,810 | ||||||||||||||||||||
| 575,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 567,454 | ||||||||||||||||||||
| 950,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 909,066 | ||||||||||||||||||||
| 2,250,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 2,350,013 | ||||||||||||||||||||
| 1,550,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 1,506,518 | ||||||||||||||||||||
| 1,750,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 1,701,689 | ||||||||||||||||||||
| 1,575,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 1,574,285 | ||||||||||||||||||||
| 1,000,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 968,309 | ||||||||||||||||||||
| 835,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 820,331 | ||||||||||||||||||||
| 1,250,000 | GE HEALTHCARE TECHNOLOGIES INC | Corporate Debt Instruments | 1,333,344 | ||||||||||||||||||||
| 80,000 | HCA INC | Corporate Debt Instruments | 80,390 | ||||||||||||||||||||
| 700,000 | HCA INC | Corporate Debt Instruments | 669,283 | ||||||||||||||||||||
| 800,000 | HCA INC | Corporate Debt Instruments | 743,652 | ||||||||||||||||||||
| 845,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 828,265 | ||||||||||||||||||||
| 930,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 919,853 | ||||||||||||||||||||
| 360,000 | KINDER MORGAN ENERGY PARTNERS | Corporate Debt Instruments | 378,661 | ||||||||||||||||||||
| 685,000 | KINDER MORGAN ENERGY PARTNERS | Corporate Debt Instruments | 751,762 | ||||||||||||||||||||
| 1,035,000 | KINDER MORGAN ENERGY PARTNERS | Corporate Debt Instruments | 1,086,501 | ||||||||||||||||||||
| 490,000 | KINDER MORGAN ENERGY PARTNERS | Corporate Debt Instruments | 458,469 | ||||||||||||||||||||
| 625,000 | KINDER MORGAN INC | Corporate Debt Instruments | 601,483 | ||||||||||||||||||||
| 1,600,000 | MICROCHIP TECHNOLOGY INC | Corporate Debt Instruments | 1,550,251 | ||||||||||||||||||||
| 2,874 | NAVIENT PRIVATE EDU A A2A 144A | Corporate Debt Instruments | 2,868 | ||||||||||||||||||||
| 825,000 | NEXTERA ENERGY CAPITAL HOLDING | Corporate Debt Instruments | 817,155 | ||||||||||||||||||||
| 450,000 | NEXTERA ENERGY CAPITAL HOLDING | Corporate Debt Instruments | 454,008 | ||||||||||||||||||||
| 550,000 | NEXTERA ENERGY CAPITAL HOLDING | Corporate Debt Instruments | 555,203 | ||||||||||||||||||||
| 1,275,000 | NEXTERA ENERGY CAPITAL HOLDING | Corporate Debt Instruments | 1,272,692 | ||||||||||||||||||||
| 140,000 | NORDSTROM INC | Corporate Debt Instruments | 142,100 | ||||||||||||||||||||
| 1,360,000 | OCCIDENTAL PETROLEUM CORP | Corporate Debt Instruments | 1,336,948 | ||||||||||||||||||||
| 275,000 | PHILIP MORRIS INTERNATIONAL IN | Corporate Debt Instruments | 288,367 | ||||||||||||||||||||
| 325,000 | PHILIP MORRIS INTERNATIONAL IN | Corporate Debt Instruments | 341,075 | ||||||||||||||||||||
| 800,000 | PHILIP MORRIS INTERNATIONAL IN | Corporate Debt Instruments | 820,564 | ||||||||||||||||||||
| 135,000 | UNUM GROUP | Corporate Debt Instruments | 143,738 | ||||||||||||||||||||
| 525,000 | RTX CORP | Corporate Debt Instruments | 559,279 | ||||||||||||||||||||
| 575,000 | RTX CORP | Corporate Debt Instruments | 624,016 | ||||||||||||||||||||
| 286,418 | RIO OIL FINANCE TRUST SER 144A | Corporate Debt Instruments | 297,158 | ||||||||||||||||||||
| 1,031,525 | RIO OIL FINANCE TRUST SER 144A | Corporate Debt Instruments | 1,052,156 | ||||||||||||||||||||
| 30,560 | SMB PRIVATE EDUCATI A A2A 144A | Corporate Debt Instruments | 29,681 | ||||||||||||||||||||
| 960,858 | SMB PRIVATE EDUCAT A APT2 144A | Corporate Debt Instruments | 840,865 | ||||||||||||||||||||
| 2,763,106 | SMB PRIVATE EDUCATI B A1A 144A | Corporate Debt Instruments | 2,735,853 | ||||||||||||||||||||
| 152,201 | SMB PRIVATE EDUCATI B A2A 144A | Corporate Debt Instruments | 147,012 | ||||||||||||||||||||
| 118,342 | SMB PRIVATE EDUCATI A A2A 144A | Corporate Debt Instruments | 114,308 | ||||||||||||||||||||
| 43,699 | SMB PRIVATE EDUCATI B A2A 144A | Corporate Debt Instruments | 42,105 | ||||||||||||||||||||
| 575,000 | SOUTHERN CO/THE | Corporate Debt Instruments | 579,231 | ||||||||||||||||||||
| 2,110,000 | T-MOBILE USA INC | Corporate Debt Instruments | 2,000,917 | ||||||||||||||||||||
| 1,075,000 | T-MOBILE USA INC | Corporate Debt Instruments | 1,018,649 | ||||||||||||||||||||
| 1,000,000 | T-MOBILE USA INC | Corporate Debt Instruments | 929,103 | ||||||||||||||||||||
| 1,000,000 | T-MOBILE USA INC | Corporate Debt Instruments | 914,190 | ||||||||||||||||||||
| 2,690,000 | TIME WARNER CABLE LLC | Corporate Debt Instruments | 2,668,013 | ||||||||||||||||||||
| 55,000 | UNUM GROUP | Corporate Debt Instruments | 57,536 | ||||||||||||||||||||
| 73,502 | UNION PACIFIC RAILROAD CO 2006 | Corporate Debt Instruments | 75,518 | ||||||||||||||||||||
| 81,582 | UNION PACIFIC RAILROAD CO 2007 | Corporate Debt Instruments | 85,224 | ||||||||||||||||||||
| 825,000 | VMWARE LLC | Corporate Debt Instruments | 754,614 | ||||||||||||||||||||
17
| 915,000 | WELLS FARGO & CO | Corporate Debt Instruments | 894,875 | ||||||||||||||||||||
| 1,120,000 | WELLS FARGO & CO | Corporate Debt Instruments | 1,096,202 | ||||||||||||||||||||
| 1,680,000 | BANK OF AMERICA CORP | Corporate Debt Instruments | 1,442,644 | ||||||||||||||||||||
| 3,525,000 | BANK OF AMERICA CORP | Corporate Debt Instruments | 3,094,971 | ||||||||||||||||||||
| 950,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 933,646 | ||||||||||||||||||||
| 650,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 637,802 | ||||||||||||||||||||
| 775,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 795,080 | ||||||||||||||||||||
| 750,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 771,898 | ||||||||||||||||||||
| 525,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 576,915 | ||||||||||||||||||||
| 485,000 | CITIGROUP INC | Corporate Debt Instruments | 463,876 | ||||||||||||||||||||
| 1,275,000 | CITIGROUP INC | Corporate Debt Instruments | 1,146,667 | ||||||||||||||||||||
| 675,000 | CITIGROUP INC | Corporate Debt Instruments | 698,473 | ||||||||||||||||||||
| 2,730,000 | DOMINION ENERGY INC | Corporate Debt Instruments | 2,681,307 | ||||||||||||||||||||
| 3,275,000 | GOLDMAN SACHS GROUP INC/THE | Corporate Debt Instruments | 3,141,168 | ||||||||||||||||||||
| 70,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 62,239 | ||||||||||||||||||||
| 2,595,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 2,530,121 | ||||||||||||||||||||
| 480,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 415,074 | ||||||||||||||||||||
| 3,795,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 3,334,946 | ||||||||||||||||||||
| 1,900,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 1,965,929 | ||||||||||||||||||||
| 7,414,672 | NAVIENT STUDENT LOAN 5A A 144A | Corporate Debt Instruments | 7,486,371 | ||||||||||||||||||||
| 949,231 | NAVIENT STUDENT LOAN 2A A 144A | Corporate Debt Instruments | 944,877 | ||||||||||||||||||||
| 707,762 | NAVIENT STUDENT LOA 4A A3 144A | Corporate Debt Instruments | 703,850 | ||||||||||||||||||||
| 1,288,103 | NAVIENT STUDENT LOAN 5A A 144A | Corporate Debt Instruments | 1,283,738 | ||||||||||||||||||||
| 593,505 | NAVIENT STUDENT LOA 1A A3 144A | Corporate Debt Instruments | 583,170 | ||||||||||||||||||||
| 1,094,989 | NAVIENT STUDENT LOAN 1A A 144A | Corporate Debt Instruments | 1,072,412 | ||||||||||||||||||||
| 1,179,017 | NAVIENT STUDENT LOAN 7A A 144A | Corporate Debt Instruments | 1,183,012 | ||||||||||||||||||||
| 1,983,190 | NAVIENT STUDENT LOA 3A A3 144A | Corporate Debt Instruments | 1,972,096 | ||||||||||||||||||||
| 965,884 | NAVIENT STUDENT LOA 6A A3 144A | Corporate Debt Instruments | 969,548 | ||||||||||||||||||||
| 1,199,005 | NAVIENT STUDENT LOA 1A A3 144A | Corporate Debt Instruments | 1,198,285 | ||||||||||||||||||||
| 1,208,959 | NAVIENT STUDENT LOA 3A A3 144A | Corporate Debt Instruments | 1,199,488 | ||||||||||||||||||||
| 997,885 | NAVIENT STUDENT LOA 4A A2 144A | Corporate Debt Instruments | 968,213 | ||||||||||||||||||||
| 2,030,479 | NAVIENT STUDENT LOA 2A A2 144A | Corporate Debt Instruments | 2,011,208 | ||||||||||||||||||||
| 334,800 | NAVIENT STUDENT LOAN 3A A 144A | Corporate Debt Instruments | 329,933 | ||||||||||||||||||||
| 360,951 | NAVIENT STUDENT LOA 4A A2 144A | Corporate Debt Instruments | 355,159 | ||||||||||||||||||||
| 6,339,938 | NAVIENT STUDENT LO 1A A1B 144A | Corporate Debt Instruments | 6,231,490 | ||||||||||||||||||||
| 290,751 | SLM STUDENT LOAN T 3A A6A 144A | Corporate Debt Instruments | 283,877 | ||||||||||||||||||||
| 546,774 | SLM STUDENT LOAN TR 8A A6 144A | Corporate Debt Instruments | 536,186 | ||||||||||||||||||||
| 477,783 | SLM STUDENT LOAN TRUST 2 9 A7A | Corporate Debt Instruments | 466,863 | ||||||||||||||||||||
| 92,704 | SLM STUDENT LOAN TRUST 201 3 A | Corporate Debt Instruments | 91,934 | ||||||||||||||||||||
| 112,516 | SLM STUDENT LOAN TRUST 20 2 A2 | Corporate Debt Instruments | 112,304 | ||||||||||||||||||||
| 575,000 | CHARLES SCHWAB CORP/THE | Corporate Debt Instruments | 589,843 | ||||||||||||||||||||
| 300,000 | CHARLES SCHWAB CORP/THE | Corporate Debt Instruments | 309,676 | ||||||||||||||||||||
| 400,000 | CHARLES SCHWAB CORP/THE | Corporate Debt Instruments | 400,000 | ||||||||||||||||||||
| 1,275,000 | CHARLES SCHWAB CORP/THE | Corporate Debt Instruments | 1,337,025 | ||||||||||||||||||||
| 1,100,000 | SOUTHERN CO/THE | Corporate Debt Instruments | 1,090,875 | ||||||||||||||||||||
| 1,575,000 | SOUTHERN CO/THE | Corporate Debt Instruments | 1,596,232 | ||||||||||||||||||||
| 2,875,000 | SOUTHERN CO/THE | Corporate Debt Instruments | 2,733,673 | ||||||||||||||||||||
| 1,800,000 | SOUTHERN CO/THE | Corporate Debt Instruments | 1,638,905 | ||||||||||||||||||||
| 330,000 | WELLS FARGO & CO | Corporate Debt Instruments | 293,358 | ||||||||||||||||||||
| 310,000 | WELLS FARGO & CO | Corporate Debt Instruments | 267,877 | ||||||||||||||||||||
| 650,000 | WELLS FARGO & CO | Corporate Debt Instruments | 567,721 | ||||||||||||||||||||
| 1,250,000 | WELLS FARGO & CO | Corporate Debt Instruments | 1,217,718 | ||||||||||||||||||||
| 1,635,000 | ELANCO ANIMAL HEALTH INC | Corporate Debt Instruments | 1,694,171 | ||||||||||||||||||||
| 2,570,000 | VODAFONE GROUP PLC | Corporate Debt Instruments | 2,649,680 | ||||||||||||||||||||
| 575,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 689,863 | ||||||||||||||||||||
| 170,100 | CITIGROUP CAPITAL XIII | Corporate Debt Instruments | 4,854,654 | ||||||||||||||||||||
| 1,325,000 | COLOMBIA GOVERNMENT INTERNATIO | Other Bonds | 1,112,356 | ||||||||||||||||||||
| 775,000 | COLOMBIA GOVERNMENT INTERNATIO | Other Bonds | 605,056 | ||||||||||||||||||||
| 1,115,000 | CALIFORNIA ST | Other Bonds | 1,407,808 | ||||||||||||||||||||
| 850,000 | CALIFORNIA ST | Other Bonds | 1,027,645 | ||||||||||||||||||||
| 380,000 | CALIFORNIA ST | Other Bonds | 476,937 | ||||||||||||||||||||
| 2,945,000 | ILLINOIS ST | Other Bonds | 2,913,900 | ||||||||||||||||||||
18
| 45,000 | LOS ANGELES CA UNIF SCH DIST | Other Bonds | 47,772 | ||||||||||||||||||||
| 1,305,000 | LOS ANGELES CA UNIF SCH DIST | Other Bonds | 1,474,047 | ||||||||||||||||||||
| 290,000 | NEW JERSEY ST TURNPIKE AUTH TU | Other Bonds | 361,333 | ||||||||||||||||||||
| 1,045,000 | NEW JERSEY ST TURNPIKE AUTH TU | Other Bonds | 1,263,286 | ||||||||||||||||||||
| 900,000 | UNIV OF CALIFORNIA CA RGTS MED | Other Bonds | 839,733 | ||||||||||||||||||||
| 45,849 | FHLMC POOL #G3-0683 | U.S. Government Securities | 44,944 | ||||||||||||||||||||
| 77,081 | FHLMC POOL #G0-6875 | U.S. Government Securities | 79,487 | ||||||||||||||||||||
| 66,181 | FHLMC POOL #G0-6447 | U.S. Government Securities | 66,190 | ||||||||||||||||||||
| 45,906 | FHLMC POOL #G0-7775 | U.S. Government Securities | 45,629 | ||||||||||||||||||||
| 281,393 | FHLMC POOL #G0-7942 | U.S. Government Securities | 279,693 | ||||||||||||||||||||
| 58,320 | FHLMC POOL #G0-8607 | U.S. Government Securities | 57,967 | ||||||||||||||||||||
| 65,642 | FHLMC POOL #G0-8696 | U.S. Government Securities | 65,245 | ||||||||||||||||||||
| 108,725 | FHLMC POOL #G0-8699 | U.S. Government Securities | 104,964 | ||||||||||||||||||||
| 48,402 | FHLMC POOL #G0-8707 | U.S. Government Securities | 46,728 | ||||||||||||||||||||
| 83,367 | FHLMC POOL #C9-1765 | U.S. Government Securities | 81,717 | ||||||||||||||||||||
| 67,046 | FHLMC POOL #C9-1769 | U.S. Government Securities | 65,719 | ||||||||||||||||||||
| 44,820 | FHLMC POOL #C9-1795 | U.S. Government Securities | 43,865 | ||||||||||||||||||||
| 57,271 | FHLMC POOL #C9-1382 | U.S. Government Securities | 56,975 | ||||||||||||||||||||
| 76,018 | FHLMC POOL #C9-1395 | U.S. Government Securities | 74,556 | ||||||||||||||||||||
| 41,199 | FHLMC POOL #C9-1862 | U.S. Government Securities | 39,556 | ||||||||||||||||||||
| 78,460 | FHLMC POOL #C9-1841 | U.S. Government Securities | 75,368 | ||||||||||||||||||||
| 103,836 | FHLMC POOL #C9-1853 | U.S. Government Securities | 99,694 | ||||||||||||||||||||
| 3,157,949 | FHLMC POOL #SD-0752 | U.S. Government Securities | 2,714,038 | ||||||||||||||||||||
| 17,007,978 | FHLMC POOL #SD-1581 | U.S. Government Securities | 14,474,372 | ||||||||||||||||||||
| 3,064,090 | FHLMC POOL #SD-7530 | U.S. Government Securities | 2,642,476 | ||||||||||||||||||||
| 10,705,150 | FHLMC POOL #SD-7536 | U.S. Government Securities | 9,245,421 | ||||||||||||||||||||
| 2,623,661 | FHLMC POOL #SD-8221 | U.S. Government Securities | 2,406,438 | ||||||||||||||||||||
| 6,848,607 | FHLMC POOL #SD-8202 | U.S. Government Securities | 6,308,381 | ||||||||||||||||||||
| 6,560,427 | FHLMC POOL #SD-8214 | U.S. Government Securities | 6,019,228 | ||||||||||||||||||||
| 12,306,914 | FHLMC POOL #SD-8255 | U.S. Government Securities | 11,289,035 | ||||||||||||||||||||
| 481,509 | FHLMC POOL #G3-0804 | U.S. Government Securities | 471,970 | ||||||||||||||||||||
| 67,042 | FHLMC POOL #G3-0964 | U.S. Government Securities | 64,387 | ||||||||||||||||||||
| 88,306 | FHLMC POOL #V8-3157 | U.S. Government Securities | 87,030 | ||||||||||||||||||||
| 183,253 | FHLMC POOL #V8-3204 | U.S. Government Securities | 180,504 | ||||||||||||||||||||
| 162,344 | FHLMC POOL #Q4-8372 | U.S. Government Securities | 161,028 | ||||||||||||||||||||
| 38,259 | FHLMC POOL #G6-0819 | U.S. Government Securities | 38,264 | ||||||||||||||||||||
| 144,254 | FHLMC POOL #G6-0887 | U.S. Government Securities | 144,272 | ||||||||||||||||||||
| 87,881 | FHLMC POOL #G6-0153 | U.S. Government Securities | 87,182 | ||||||||||||||||||||
| 80,220 | FHLMC POOL #G6-0198 | U.S. Government Securities | 79,735 | ||||||||||||||||||||
| 47,903 | FHLMC POOL #G6-0342 | U.S. Government Securities | 47,909 | ||||||||||||||||||||
| 59,126 | FHLMC POOL #G6-0384 | U.S. Government Securities | 58,769 | ||||||||||||||||||||
| 108,491 | FHLMC POOL #G6-0914 | U.S. Government Securities | 108,505 | ||||||||||||||||||||
| 97,927 | FHLMC POOL #G6-0920 | U.S. Government Securities | 97,335 | ||||||||||||||||||||
| 167,910 | FHLMC POOL #G6-1185 | U.S. Government Securities | 166,723 | ||||||||||||||||||||
| 126,843 | FHLMC POOL #G6-1169 | U.S. Government Securities | 126,076 | ||||||||||||||||||||
| 63,078 | FHLMC POOL #G6-1220 | U.S. Government Securities | 60,934 | ||||||||||||||||||||
| 41,157 | FHLMC POOL #G6-1230 | U.S. Government Securities | 39,720 | ||||||||||||||||||||
| 128,818 | FHLMC POOL #G6-1289 | U.S. Government Securities | 124,374 | ||||||||||||||||||||
| 139,755 | FHLMC POOL #G6-1290 | U.S. Government Securities | 134,921 | ||||||||||||||||||||
| 125,798 | FHLMC POOL #QB-0320 | U.S. Government Securities | 107,943 | ||||||||||||||||||||
| 198,314 | FHLMC POOL #QB-0354 | U.S. Government Securities | 171,070 | ||||||||||||||||||||
| 361,458 | FHLMC POOL #RA-2623 | U.S. Government Securities | 311,802 | ||||||||||||||||||||
| 450,762 | FHLMC POOL #RA-2892 | U.S. Government Securities | 388,837 | ||||||||||||||||||||
| 928,514 | FHLMC POOL #RA-2957 | U.S. Government Securities | 767,675 | ||||||||||||||||||||
| 508,264 | FHLMC POOL #RA-3019 | U.S. Government Securities | 436,125 | ||||||||||||||||||||
| 16,226,137 | FHLMC POOL #RA-3050 | U.S. Government Securities | 13,421,514 | ||||||||||||||||||||
| 1,082,076 | FHLMC POOL #RA-3454 | U.S. Government Securities | 895,237 | ||||||||||||||||||||
| 3,443,565 | FNMA GTD REMIC P/T 18-28 PT | U.S. Government Securities | 3,163,895 | ||||||||||||||||||||
| 4,352,215 | FHLMC MULTICLASS MTG 5175 CA | U.S. Government Securities | 3,747,634 | ||||||||||||||||||||
| 68,721 | FNMA POOL #0555424 | U.S. Government Securities | 70,678 | ||||||||||||||||||||
| 218,938 | FNMA POOL #0AH6790 | U.S. Government Securities | 218,655 | ||||||||||||||||||||
| 208,111 | FNMA POOL #0AL4160 | U.S. Government Securities | 206,811 | ||||||||||||||||||||
19
| 102,906 | FNMA POOL #0AL5441 | U.S. Government Securities | 101,758 | ||||||||||||||||||||
| 178,328 | FNMA POOL #0AL5856 | U.S. Government Securities | 174,548 | ||||||||||||||||||||
| 166,841 | FNMA POOL #0AL5862 | U.S. Government Securities | 165,380 | ||||||||||||||||||||
| 355,122 | FNMA POOL #0AL5863 | U.S. Government Securities | 356,099 | ||||||||||||||||||||
| 100,510 | FNMA POOL #0AL5958 | U.S. Government Securities | 98,519 | ||||||||||||||||||||
| 102,488 | FNMA POOL #0AL6138 | U.S. Government Securities | 100,475 | ||||||||||||||||||||
| 84,762 | FNMA POOL #0AL6148 | U.S. Government Securities | 82,966 | ||||||||||||||||||||
| 198,492 | FNMA POOL #0AL7147 | U.S. Government Securities | 196,901 | ||||||||||||||||||||
| 63,154 | FNMA POOL #0AL6886 | U.S. Government Securities | 62,683 | ||||||||||||||||||||
| 164,009 | FNMA POOL #0AL6932 | U.S. Government Securities | 160,530 | ||||||||||||||||||||
| 71,337 | FNMA POOL #0AL7049 | U.S. Government Securities | 70,805 | ||||||||||||||||||||
| 56,535 | FNMA POOL #0AL7205 | U.S. Government Securities | 55,124 | ||||||||||||||||||||
| 229,596 | FNMA POOL #0AL7384 | U.S. Government Securities | 227,883 | ||||||||||||||||||||
| 246,334 | FNMA POOL #0AL9840 | U.S. Government Securities | 240,426 | ||||||||||||||||||||
| 152,289 | FNMA POOL #0AL9128 | U.S. Government Securities | 151,575 | ||||||||||||||||||||
| 101,980 | FNMA POOL #0AL9407 | U.S. Government Securities | 100,842 | ||||||||||||||||||||
| 130,531 | FNMA POOL #0AL9579 | U.S. Government Securities | 130,362 | ||||||||||||||||||||
| 68,925 | FNMA POOL #0AL8338 | U.S. Government Securities | 68,411 | ||||||||||||||||||||
| 47,950 | FNMA POOL #0AL8675 | U.S. Government Securities | 47,888 | ||||||||||||||||||||
| 161,766 | FNMA POOL #0AL8830 | U.S. Government Securities | 158,678 | ||||||||||||||||||||
| 54,207 | FNMA POOL #0AS2275 | U.S. Government Securities | 53,802 | ||||||||||||||||||||
| 51,333 | FNMA POOL #0AS4099 | U.S. Government Securities | 50,950 | ||||||||||||||||||||
| 121,884 | FNMA POOL #0AS5841 | U.S. Government Securities | 117,505 | ||||||||||||||||||||
| 132,017 | FNMA POOL #0AS5842 | U.S. Government Securities | 127,273 | ||||||||||||||||||||
| 230,328 | FNMA POOL #0AS8983 | U.S. Government Securities | 228,134 | ||||||||||||||||||||
| 63,062 | FNMA POOL #0AS8700 | U.S. Government Securities | 62,514 | ||||||||||||||||||||
| 167,228 | FNMA POOL #0AS8833 | U.S. Government Securities | 165,842 | ||||||||||||||||||||
| 37,240 | FNMA POOL #0AU6687 | U.S. Government Securities | 36,354 | ||||||||||||||||||||
| 71,763 | FNMA POOL #0AX7607 | U.S. Government Securities | 69,185 | ||||||||||||||||||||
| 66,831 | FNMA GTD REMIC P/T 10-123 WT | U.S. Government Securities | 69,984 | ||||||||||||||||||||
| 51,086 | FNMA POOL #0725228 | U.S. Government Securities | 53,086 | ||||||||||||||||||||
| 70,315 | FNMA POOL #0725330 | U.S. Government Securities | 73,010 | ||||||||||||||||||||
| 204,911 | FNMA POOL #0BF0107 | U.S. Government Securities | 201,605 | ||||||||||||||||||||
| 182,560 | FNMA POOL #0BF0118 | U.S. Government Securities | 178,034 | ||||||||||||||||||||
| 137,271 | FNMA POOL #0BF0199 | U.S. Government Securities | 135,740 | ||||||||||||||||||||
| 235,244 | FNMA POOL #0BJ9262 | U.S. Government Securities | 231,962 | ||||||||||||||||||||
| 43,144 | FNMA POOL #0BM1063 | U.S. Government Securities | 43,088 | ||||||||||||||||||||
| 63,154 | FNMA POOL #0BM1106 | U.S. Government Securities | 63,073 | ||||||||||||||||||||
| 88,794 | FNMA POOL #0BM1176 | U.S. Government Securities | 88,679 | ||||||||||||||||||||
| 145,301 | FNMA POOL #0BM1357 | U.S. Government Securities | 143,743 | ||||||||||||||||||||
| 94,932 | FNMA POOL #0BM1647 | U.S. Government Securities | 93,959 | ||||||||||||||||||||
| 70,675 | FNMA POOL #0BM3363 | U.S. Government Securities | 67,632 | ||||||||||||||||||||
| 347,630 | FNMA POOL #0BM3386 | U.S. Government Securities | 335,139 | ||||||||||||||||||||
| 864,558 | FNMA POOL #0BM4804 | U.S. Government Securities | 848,104 | ||||||||||||||||||||
| 66,628 | FNMA POOL #0BM5117 | U.S. Government Securities | 65,705 | ||||||||||||||||||||
| 165,640 | FNMA POOL #0BM5704 | U.S. Government Securities | 166,960 | ||||||||||||||||||||
| 1,486,656 | FNMA POOL #0BU8931 | U.S. Government Securities | 1,363,154 | ||||||||||||||||||||
| 78,674 | FNMA POOL #0CA5443 | U.S. Government Securities | 70,988 | ||||||||||||||||||||
| 856,021 | FNMA POOL #0CA6035 | U.S. Government Securities | 738,533 | ||||||||||||||||||||
| 10,627,820 | FNMA POOL #0CA6329 | U.S. Government Securities | 9,169,163 | ||||||||||||||||||||
| 9,801,017 | FNMA POOL #0CA6564 | U.S. Government Securities | 8,455,844 | ||||||||||||||||||||
| 8,335,336 | FNMA POOL #0CA8099 | U.S. Government Securities | 6,934,091 | ||||||||||||||||||||
| 4,108,618 | FNMA POOL #0CA7241 | U.S. Government Securities | 3,542,034 | ||||||||||||||||||||
| 6,533,114 | FNMA POOL #0CA7728 | U.S. Government Securities | 5,626,220 | ||||||||||||||||||||
| 6,777,002 | FNMA POOL #0CA8441 | U.S. Government Securities | 5,628,633 | ||||||||||||||||||||
| 13,236,286 | FNMA POOL #0CB3576 | U.S. Government Securities | 11,839,418 | ||||||||||||||||||||
| 3,202,688 | FNMA POOL #0CB3595 | U.S. Government Securities | 2,947,882 | ||||||||||||||||||||
| 255,671 | FNMA POOL #0FM3473 | U.S. Government Securities | 219,421 | ||||||||||||||||||||
| 590,431 | FNMA POOL #0FM3478 | U.S. Government Securities | 509,395 | ||||||||||||||||||||
| 8,122,139 | FNMA POOL #0FM7599 | U.S. Government Securities | 7,533,721 | ||||||||||||||||||||
| 482,626 | FNMA POOL #0FM8768 | U.S. Government Securities | 413,861 | ||||||||||||||||||||
| 4,257,685 | FNMA POOL #0FS1083 | U.S. Government Securities | 3,656,564 | ||||||||||||||||||||
20
| 19,669,196 | FNMA POOL #0FS1453 | U.S. Government Securities | 18,207,930 | ||||||||||||||||||||
| 16,119,935 | FNMA POOL #0FS2140 | U.S. Government Securities | 14,838,007 | ||||||||||||||||||||
| 9,814,028 | FNMA POOL #0FS3427 | U.S. Government Securities | 9,320,935 | ||||||||||||||||||||
| 4,590,837 | FNMA POOL #0FS3743 | U.S. Government Securities | 4,189,952 | ||||||||||||||||||||
| 77,260 | FNMA POOL #0995788 | U.S. Government Securities | 79,558 | ||||||||||||||||||||
| 81,392 | FNMA POOL #0MA0792 | U.S. Government Securities | 80,984 | ||||||||||||||||||||
| 122,452 | FNMA POOL #0MA0816 | U.S. Government Securities | 121,640 | ||||||||||||||||||||
| 108,258 | FNMA POOL #0MA1689 | U.S. Government Securities | 105,965 | ||||||||||||||||||||
| 170,528 | FNMA POOL #0MA1764 | U.S. Government Securities | 166,916 | ||||||||||||||||||||
| 160,365 | FNMA POOL #0MA1773 | U.S. Government Securities | 156,967 | ||||||||||||||||||||
| 191,034 | FNMA POOL #0MA1662 | U.S. Government Securities | 186,988 | ||||||||||||||||||||
| 203,109 | FNMA POOL #0MA1814 | U.S. Government Securities | 198,805 | ||||||||||||||||||||
| 122,919 | FNMA POOL #0MA1858 | U.S. Government Securities | 120,309 | ||||||||||||||||||||
| 146,028 | FNMA POOL #0MA1890 | U.S. Government Securities | 142,926 | ||||||||||||||||||||
| 74,611 | FNMA POOL #0MA1960 | U.S. Government Securities | 73,026 | ||||||||||||||||||||
| 237,069 | FNMA POOL #0MA1983 | U.S. Government Securities | 232,040 | ||||||||||||||||||||
| 124,534 | FNMA POOL #0MA2019 | U.S. Government Securities | 121,893 | ||||||||||||||||||||
| 169,171 | FNMA POOL #0MA2055 | U.S. Government Securities | 165,582 | ||||||||||||||||||||
| 152,928 | FNMA POOL #0MA2079 | U.S. Government Securities | 149,682 | ||||||||||||||||||||
| 154,719 | FNMA POOL #0MA2121 | U.S. Government Securities | 151,206 | ||||||||||||||||||||
| 78,588 | FNMA POOL #0MA2141 | U.S. Government Securities | 76,802 | ||||||||||||||||||||
| 49,453 | FNMA POOL #0MA2447 | U.S. Government Securities | 47,412 | ||||||||||||||||||||
| 51,229 | FNMA POOL #0MA2480 | U.S. Government Securities | 50,044 | ||||||||||||||||||||
| 416,382 | FNMA POOL #0MA2923 | U.S. Government Securities | 397,240 | ||||||||||||||||||||
| 65,005 | FNMA POOL #0MA3894 | U.S. Government Securities | 63,655 | ||||||||||||||||||||
| 5,045,180 | FNMA POOL #0MA4631 | U.S. Government Securities | 4,514,420 | ||||||||||||||||||||
| 4,351,746 | FNMA POOL #0MA4933 | U.S. Government Securities | 3,992,247 | ||||||||||||||||||||
| 68,547 | FNMA POOL #0AD8529 | U.S. Government Securities | 67,687 | ||||||||||||||||||||
| 136,437 | FNMA POOL #0AE3049 | U.S. Government Securities | 136,260 | ||||||||||||||||||||
| 30,998 | FNMA POOL #0AE4624 | U.S. Government Securities | 30,230 | ||||||||||||||||||||
| 68,028 | FREDDIE MAC SEASONED CR 4 M45T | U.S. Government Securities | 64,615 | ||||||||||||||||||||
| 1,293,378 | GNMA GTD REMIC P/T 10-115 Z | U.S. Government Securities | 1,275,052 | ||||||||||||||||||||
| 4,245,000 | U S TREASURY BOND | U.S. Government Securities | 3,379,750 | ||||||||||||||||||||
| 5,124,000 | U S TREASURY BOND | U.S. Government Securities | 4,190,271 | ||||||||||||||||||||
| 5,908,000 | U S TREASURY BOND | U.S. Government Securities | 5,268,044 | ||||||||||||||||||||
| 915,000 | U S TREASURY BOND | U.S. Government Securities | 844,945 | ||||||||||||||||||||
| 4,016,033 | US TREAS-CPI INFLAT | U.S. Government Securities | 3,636,546 | ||||||||||||||||||||
| 7,755,000 | U S TREASURY BOND | U.S. Government Securities | 7,169,740 | ||||||||||||||||||||
| 30,247,000 | U S TREASURY BOND | U.S. Government Securities | 30,573,100 | ||||||||||||||||||||
| 2,200,000 | U S TREASURY BOND | U.S. Government Securities | 2,467,094 | ||||||||||||||||||||
| 2,950,000 | U S TREASURY BOND | U.S. Government Securities | 3,164,336 | ||||||||||||||||||||
| 7,085,000 | U S TREASURY NOTE | U.S. Government Securities | 6,799,386 | ||||||||||||||||||||
| 19,967 | FHLMC POOL #84-0940 | U.S. Government Securities | 19,455 | ||||||||||||||||||||
| 5,596,252 | FHLMC POOL #84-1463 | U.S. Government Securities | 4,844,889 | ||||||||||||||||||||
| 34,441 | FHLMC POOL #84-9777 | U.S. Government Securities | 35,026 | ||||||||||||||||||||
| 129,045 | FHLMC POOL #84-9327 | U.S. Government Securities | 131,281 | ||||||||||||||||||||
| 28,824 | FHLMC POOL #84-9536 | U.S. Government Securities | 29,288 | ||||||||||||||||||||
| 31,503 | FHLMC POOL #84-9713 | U.S. Government Securities | 31,914 | ||||||||||||||||||||
| 142,764 | FHLMC POOL #84-0286 | U.S. Government Securities | 144,595 | ||||||||||||||||||||
| 17,382 | FHLMC POOL #84-0353 | U.S. Government Securities | 17,744 | ||||||||||||||||||||
| 35,701 | FHLMC POOL #84-0385 | U.S. Government Securities | 36,493 | ||||||||||||||||||||
| 68,144 | FNMA GTD REMIC P/T 13-98 FA | U.S. Government Securities | 66,833 | ||||||||||||||||||||
| 138,876 | FHLMC MULTICLASS MTG 4283 DW | U.S. Government Securities | 137,190 | ||||||||||||||||||||
| 85,150 | FHLMC MULTICLASS MTG 4283 EW | U.S. Government Securities | 84,162 | ||||||||||||||||||||
| 239,598 | FHLMC MULTICLASS MTG 4281 BC | U.S. Government Securities | 236,516 | ||||||||||||||||||||
| 46,552 | FHLMC MULTICLASS MTG 4319 MA | U.S. Government Securities | 45,955 | ||||||||||||||||||||
| 851,261 | FHLMC MULTICLASS MTG K152 X1 | U.S. Government Securities | 41,580 | ||||||||||||||||||||
| 762,641 | FHLMC MULTICLASS MTG K055 X1 | U.S. Government Securities | 19,436 | ||||||||||||||||||||
| 252,784 | FHLMC MULTICLASS MT | U.S. Government Securities | 6,219 | ||||||||||||||||||||
| 2,097,879 | FHLMC MULTICLASS MT | U.S. Government Securities | 16,323 | ||||||||||||||||||||
| 2,645,042 | FHLMC MULTICLASS MT | U.S. Government Securities | 42,475 | ||||||||||||||||||||
| 3,198,633 | FHLMC MULTICLASS MT | U.S. Government Securities | 58,820 | ||||||||||||||||||||
21
| 2,584,465 | FHLMC MULTICLASS MTG K066 X1 | U.S. Government Securities | 54,341 | ||||||||||||||||||||
| 3,253,942 | FHLMC MULTICLASS MT | U.S. Government Securities | 55,245 | ||||||||||||||||||||
| 646,141 | FHLMC MULTICLASS MT | U.S. Government Securities | 7,420 | ||||||||||||||||||||
| 1,367,611 | FHLMC MULTICLASS MT | U.S. Government Securities | 14,875 | ||||||||||||||||||||
| 1,768,794 | FHLMC MULTICLASS MTG K071 X1 | U.S. Government Securities | 16,258 | ||||||||||||||||||||
| 2,562,284 | FHLMC MULTICLASS MTG K154 X1 | U.S. Government Securities | 47,428 | ||||||||||||||||||||
| 3,642,155 | FHLMC MULTICLASS MTG K089 X1 | U.S. Government Securities | 85,928 | ||||||||||||||||||||
| 1,813,819 | FHLMC MULTICLASS MT | U.S. Government Securities | 45,700 | ||||||||||||||||||||
| 1,236,987 | FHLMC MULTICLASS MTG 1511 X1 | U.S. Government Securities | 65,407 | ||||||||||||||||||||
| 3,425,521 | FHLMC MULTICLASS MTG K092 X1 | U.S. Government Securities | 107,012 | ||||||||||||||||||||
| 1,589,986 | FHLMC MULTICLASS MT | U.S. Government Securities | 65,021 | ||||||||||||||||||||
| 2,267,040 | FHLMC MULTICLASS MT | U.S. Government Securities | 89,023 | ||||||||||||||||||||
| 1,577,565 | FHLMC MULTICLASS MTG K095 X1 | U.S. Government Securities | 65,839 | ||||||||||||||||||||
| 3,845,427 | FHLMC MULTICLASS MTG K096 X1 | U.S. Government Securities | 193,258 | ||||||||||||||||||||
| 1,722,857 | FHLMC MULTICLASS MTG K097 X1 | U.S. Government Securities | 85,072 | ||||||||||||||||||||
| 3,324,652 | FHLMC MULTICLASS MTG K098 X1 | U.S. Government Securities | 173,246 | ||||||||||||||||||||
| 3,617,795 | FHLMC MULTICLASS MTG K099 X1 | U.S. Government Securities | 147,206 | ||||||||||||||||||||
| 1,394,309 | FHLMC MULTICLASS MTG K101 X1 | U.S. Government Securities | 54,913 | ||||||||||||||||||||
| 3,884,648 | FHLMC MULTICLASS MTG K102 X1 | U.S. Government Securities | 150,183 | ||||||||||||||||||||
| 191,007 | FNMA POOL #0AL5548 | U.S. Government Securities | 196,051 | ||||||||||||||||||||
| 23,836 | FNMA POOL #0AL5858 | U.S. Government Securities | 24,348 | ||||||||||||||||||||
| 28,866 | FNMA POOL #0AL5964 | U.S. Government Securities | 29,427 | ||||||||||||||||||||
| 20,670 | FNMA POOL #0AL6111 | U.S. Government Securities | 21,022 | ||||||||||||||||||||
| 30,596 | FNMA POOL #0AL6664 | U.S. Government Securities | 31,229 | ||||||||||||||||||||
| 152,757 | FNMA POOL #0AL9098 | U.S. Government Securities | 155,554 | ||||||||||||||||||||
| 19,537 | FNMA POOL #0AL8133 | U.S. Government Securities | 20,025 | ||||||||||||||||||||
| 44,350 | FNMA POOL #0AL8289 | U.S. Government Securities | 45,131 | ||||||||||||||||||||
| 43,298 | FNMA POOL #0AL8486 | U.S. Government Securities | 44,201 | ||||||||||||||||||||
| 16,610 | FNMA POOL #0BH1189 | U.S. Government Securities | 16,736 | ||||||||||||||||||||
| 32,621 | FNMA POOL #0BH2522 | U.S. Government Securities | 32,839 | ||||||||||||||||||||
| 22,542 | FNMA POOL #0BH5298 | U.S. Government Securities | 22,727 | ||||||||||||||||||||
| 17,623 | FNMA POOL #0BM1695 | U.S. Government Securities | 17,960 | ||||||||||||||||||||
| 84,121 | FNMA POOL #0BM3836 | U.S. Government Securities | 82,764 | ||||||||||||||||||||
| 11,822 | FNMA POOL #0BM5045 | U.S. Government Securities | 11,572 | ||||||||||||||||||||
| 44,776 | FNMA POOL #0BM6102 | U.S. Government Securities | 43,817 | ||||||||||||||||||||
| 84,581 | FNMA POOL #0BM6108 | U.S. Government Securities | 80,800 | ||||||||||||||||||||
| 20,074 | FNMA POOL #0BM6112 | U.S. Government Securities | 19,615 | ||||||||||||||||||||
| 70,084 | FNMA POOL #0BM6115 | U.S. Government Securities | 66,145 | ||||||||||||||||||||
| 105,076 | FNMA POOL #0BM6117 | U.S. Government Securities | 102,119 | ||||||||||||||||||||
| 12,379,825 | FNMA POOL #0BM6908 | U.S. Government Securities | 11,100,029 | ||||||||||||||||||||
| 63,510 | GNMA GTD REMIC P/T 18-H01 FE | U.S. Government Securities | 62,975 | ||||||||||||||||||||
| 270,531 | GNMA GTD REMIC P/T 18-H03 FD | U.S. Government Securities | 264,555 | ||||||||||||||||||||
| 167,378 | GNMA GTD REMIC P/T 18-H02 FA | U.S. Government Securities | 165,774 | ||||||||||||||||||||
| 202,055 | GNMA GTD REMIC P/T 18-H02 GF | U.S. Government Securities | 199,447 | ||||||||||||||||||||
| 381,033 | GNMA GTD REMIC P/T 18-H02 HF | U.S. Government Securities | 376,467 | ||||||||||||||||||||
| 137,540 | GNMA GTD REMIC P/T 18-H02 PF | U.S. Government Securities | 135,883 | ||||||||||||||||||||
| 175,469 | GNMA GTD REMIC P/T 18-H02 FM | U.S. Government Securities | 172,609 | ||||||||||||||||||||
| 358,559 | GNMA GTD REMIC P/T 17-H13 FQ | U.S. Government Securities | 355,357 | ||||||||||||||||||||
| 85,460 | GNMA GTD REMIC P/T 17-H16 BF | U.S. Government Securities | 85,090 | ||||||||||||||||||||
| 242,730 | GNMA GTD REMIC P/T 17-H17 FQ | U.S. Government Securities | 242,113 | ||||||||||||||||||||
| 117,508 | GNMA GTD REMIC P/T 17-H17 FB | U.S. Government Securities | 116,884 | ||||||||||||||||||||
| 179,109 | GNMA GTD REMIC P/T 17-H20 FB | U.S. Government Securities | 178,747 | ||||||||||||||||||||
| 598,637 | GNMA GTD REMIC P/T 17-H20 BF | U.S. Government Securities | 597,086 | ||||||||||||||||||||
| 287,990 | GNMA GTD REMIC P/T 17-H20 FG | U.S. Government Securities | 287,135 | ||||||||||||||||||||
| 114,710 | GNMA GTD REMIC P/T 17-H21 FA | U.S. Government Securities | 114,484 | ||||||||||||||||||||
| 64,040 | GNMA GTD REMIC P/T 17-H22 FK | U.S. Government Securities | 63,911 | ||||||||||||||||||||
| 86,914 | GNMA GTD REMIC P/T 17-H22 FH | U.S. Government Securities | 86,821 | ||||||||||||||||||||
| 520,182 | GNMA GTD REMIC P/T 17-H22 FA | U.S. Government Securities | 518,945 | ||||||||||||||||||||
| 353,176 | GNMA GTD REMIC P/T 17-H02 BF | U.S. Government Securities | 352,492 | ||||||||||||||||||||
| 138,629 | GNMA GTD REMIC P/T 17-H02 FP | U.S. Government Securities | 138,347 | ||||||||||||||||||||
| 128,873 | GNMA GTD REMIC P/T 17-H25 CF | U.S. Government Securities | 128,189 | ||||||||||||||||||||
| 85,950 | GNMA GTD REMIC P/T 17-H10 FA | U.S. Government Securities | 85,443 | ||||||||||||||||||||
22
| 67,303 | GNMA GTD REMIC P/T 17-H08 FG | U.S. Government Securities | 66,672 | ||||||||||||||||||||
| 146,667 | GNMA GTD REMIC P/T 17-H12 FQ | U.S. Government Securities | 145,418 | ||||||||||||||||||||
| 72,443 | GNMA GTD REMIC P/T 17-H11 FB | U.S. Government Securities | 71,985 | ||||||||||||||||||||
| 73,183 | GNMA GTD REMIC P/T 17-H14 FA | U.S. Government Securities | 72,814 | ||||||||||||||||||||
| 81,839 | GNMA GTD REMIC P/T 17-H18 GF | U.S. Government Securities | 81,619 | ||||||||||||||||||||
| 180,838 | GNMA GTD REMIC P/T 16-H23 F | U.S. Government Securities | 180,876 | ||||||||||||||||||||
| 87,156 | GNMA GTD REMIC P/T 16-H24 FB | U.S. Government Securities | 86,686 | ||||||||||||||||||||
| 112,278 | GNMA GTD REMIC P/T 16-H27 BF | U.S. Government Securities | 112,245 | ||||||||||||||||||||
| 109,076 | GNMA GTD REMIC P/T 16-H02 FB | U.S. Government Securities | 108,534 | ||||||||||||||||||||
| 365,111 | GNMA GTD REMIC P/T 17-H03 F | U.S. Government Securities | 364,408 | ||||||||||||||||||||
| 73,830 | GNMA GTD REMIC P/T 16-H09 FH | U.S. Government Securities | 73,484 | ||||||||||||||||||||
| 61,796 | GNMA GTD REMIC P/T 16-H09 FM | U.S. Government Securities | 61,484 | ||||||||||||||||||||
| 63,437 | GNMA GTD REMIC P/T 16-H21 CF | U.S. Government Securities | 63,386 | ||||||||||||||||||||
| 465,790 | GNMA GTD REMIC P/T 20-H06 FA | U.S. Government Securities | 452,652 | ||||||||||||||||||||
| 196,731 | GNMA GTD REMIC P/T 18-H05 BF | U.S. Government Securities | 194,177 | ||||||||||||||||||||
| 194,835 | GNMA GTD REMIC P/T 18-H05 FE | U.S. Government Securities | 192,343 | ||||||||||||||||||||
| 213,476 | GNMA GTD REMIC P/T 18-H06 AF | U.S. Government Securities | 211,346 | ||||||||||||||||||||
| 82,807 | GNMA GTD REMIC P/T 18-H06 BF | U.S. Government Securities | 80,455 | ||||||||||||||||||||
| 141,803 | GNMA GTD REMIC P/T 18-H06 EF | U.S. Government Securities | 138,223 | ||||||||||||||||||||
| 66,384 | GNMA GTD REMIC P/T 18-H06 MF | U.S. Government Securities | 65,435 | ||||||||||||||||||||
| 150,976 | GNMA GTD REMIC P/T 18-H06 JF | U.S. Government Securities | 147,404 | ||||||||||||||||||||
| 146,571 | GNMA GTD REMIC P/T 18-H07 FA | U.S. Government Securities | 142,710 | ||||||||||||||||||||
| 141,264 | GNMA GTD REMIC P/T 19-H15 F | U.S. Government Securities | 137,993 | ||||||||||||||||||||
| 135,501 | GNMA GTD REMIC P/T 18-H09 FC | U.S. Government Securities | 132,519 | ||||||||||||||||||||
| 98,474 | GNMA GTD REMIC P/T 18-H11 FA | U.S. Government Securities | 97,599 | ||||||||||||||||||||
| 139,920 | GNMA GTD REMIC P/T 18-H10 FV | U.S. Government Securities | 137,322 | ||||||||||||||||||||
| 65,035 | GNMA GTD REMIC P/T 19-H16 FC | U.S. Government Securities | 64,402 | ||||||||||||||||||||
| 126,594 | GNMA GTD REMIC P/T 18-H15 FK | U.S. Government Securities | 125,760 | ||||||||||||||||||||
| 110,664 | GNMA GTD REMIC P/T 19-H18 EF | U.S. Government Securities | 109,620 | ||||||||||||||||||||
| 240,500 | GNMA GTD REMIC P/T 18-H17 DF | U.S. Government Securities | 237,297 | ||||||||||||||||||||
| 112,095 | GNMA GTD REMIC P/T 18-H19 FG | U.S. Government Securities | 109,955 | ||||||||||||||||||||
| 134,059 | GNMA GTD REMIC P/T 18-H19 FE | U.S. Government Securities | 134,018 | ||||||||||||||||||||
| 124,984 | GNMA GTD REMIC P/T 19-H18 LF | U.S. Government Securities | 123,576 | ||||||||||||||||||||
| 146,869 | GNMA GTD REMIC P/T 19-H18 F | U.S. Government Securities | 145,601 | ||||||||||||||||||||
| 2,902,380 | GNMA GTD REMIC P/T 18-H20 FB | U.S. Government Securities | 2,864,854 | ||||||||||||||||||||
| 92,521 | GNMA GTD REMIC P/T 19-H20 AF | U.S. Government Securities | 90,584 | ||||||||||||||||||||
| 110,740 | GNMA GTD REMIC P/T 19-H04 FE | U.S. Government Securities | 110,191 | ||||||||||||||||||||
| 316,383 | GNMA GTD REMIC P/T 18-H04 FJ | U.S. Government Securities | 312,301 | ||||||||||||||||||||
| 114,014 | GNMA GTD REMIC P/T 18-H04 FK | U.S. Government Securities | 111,227 | ||||||||||||||||||||
| 459,742 | GNMA GTD REMIC P/T 19-H17 FB | U.S. Government Securities | 450,142 | ||||||||||||||||||||
| 228,894 | GNMA GTD REMIC P/T 19-H17 FA | U.S. Government Securities | 227,031 | ||||||||||||||||||||
| 1,712,168 | GNMA GTD REMIC P/T 23-H13 FJ | U.S. Government Securities | 1,681,705 | ||||||||||||||||||||
| 2,399,310 | GNMA GTD REMIC P/T 21-H19 FM | U.S. Government Securities | 2,323,997 | ||||||||||||||||||||
| 3,122,678 | GNMA GTD REMIC P/T 22-H09 FA | U.S. Government Securities | 3,027,130 | ||||||||||||||||||||
| 4,268,945 | GNMA GTD REMIC P/T 23-H04 FC | U.S. Government Securities | 4,176,146 | ||||||||||||||||||||
| 4,120,901 | GNMA GTD REMIC P/T 22-H08 FE | U.S. Government Securities | 4,014,323 | ||||||||||||||||||||
| 3,230,000 | GRUPO TELEVISA SAB | Corporate Debt Instruments | 123,234 | ||||||||||||||||||||
| 350,000 | PAN AMERICAN ENERGY LLC/A 144A | Corporate Debt Instruments | 375,883 | ||||||||||||||||||||
| 850,000 | FMG RESOURCES AUGUST 2006 144A | Corporate Debt Instruments | 777,337 | ||||||||||||||||||||
| 1,015,000 | NBN CO LTD 144A | Corporate Debt Instruments | 936,452 | ||||||||||||||||||||
| 925,000 | KLABIN AUSTRIA GMBH 144A | Corporate Debt Instruments | 934,755 | ||||||||||||||||||||
| 1,805,000 | AIRCASTLE LTD 144A | Corporate Debt Instruments | 1,610,104 | ||||||||||||||||||||
| 200,000 | ASCOT GROUP LTD 144A | Corporate Debt Instruments | 161,065 | ||||||||||||||||||||
| 746,796 | TEXTAINER MARINE CON 2A A 144A | Corporate Debt Instruments | 675,743 | ||||||||||||||||||||
| 1,290,000 | BRF SA 144A | Corporate Debt Instruments | 963,658 | ||||||||||||||||||||
| 395,000 | NUTRIEN LTD | Corporate Debt Instruments | 422,262 | ||||||||||||||||||||
| 1,150,000 | TORONTO-DOMINION BANK/THE | Corporate Debt Instruments | 1,183,972 | ||||||||||||||||||||
| 658,249 | BURGER KING/RESTAURANT BRANDS | Corporate Debt Instruments | 658,012 | ||||||||||||||||||||
| 300,000 | ALIBABA GROUP HOLDING LTD | Corporate Debt Instruments | 188,512 | ||||||||||||||||||||
| 1,385,000 | AVOLON HOLDINGS FUNDING L 144A | Corporate Debt Instruments | 1,230,349 | ||||||||||||||||||||
| 270,000 | BAIDU INC | Corporate Debt Instruments | 261,227 | ||||||||||||||||||||
| 440,000 | BAIDU INC | Corporate Debt Instruments | 372,068 | ||||||||||||||||||||
23
| 1,112,000 | TENCENT HOLDINGS LTD 144A | Corporate Debt Instruments | 701,780 | ||||||||||||||||||||
| 840,000 | BANCO SANTANDER CHILE 144A | Corporate Debt Instruments | 817,085 | ||||||||||||||||||||
| 275,000 | EMPRESA DE LOS FERROCARRI 144A | Corporate Debt Instruments | 166,458 | ||||||||||||||||||||
| 168,000 | ENEL AMERICAS SA | Corporate Debt Instruments | 163,466 | ||||||||||||||||||||
| 785,000 | FALABELLA SA 144A | Corporate Debt Instruments | 582,865 | ||||||||||||||||||||
| 908,000 | SOCIEDAD QUIMICA Y MINERA 144A | Corporate Debt Instruments | 713,183 | ||||||||||||||||||||
| 200,000 | SOCIEDAD QUIMICA Y MINERA 144A | Corporate Debt Instruments | 138,082 | ||||||||||||||||||||
| 1,245,000 | SOCIEDAD QUIMICA Y MINERA 144A | Corporate Debt Instruments | 1,321,568 | ||||||||||||||||||||
| 426,000 | TRANSELEC SA 144A | Corporate Debt Instruments | 417,796 | ||||||||||||||||||||
| 2,169,000 | SOCIETE GENERALE SA 144A | Corporate Debt Instruments | 2,101,582 | ||||||||||||||||||||
| 2,226,000 | BNP PARIBAS SA 144A | Corporate Debt Instruments | 2,169,030 | ||||||||||||||||||||
| 1,325,000 | BNP PARIBAS SA 144A | Corporate Debt Instruments | 1,221,806 | ||||||||||||||||||||
| 680,000 | DEUTSCHE BANK AG/NEW YORK NY | Corporate Debt Instruments | 631,927 | ||||||||||||||||||||
| 855,000 | DEUTSCHE BANK AG/NEW YORK NY | Corporate Debt Instruments | 801,407 | ||||||||||||||||||||
| 610,000 | DEUTSCHE BANK AG/NEW YORK NY | Corporate Debt Instruments | 511,278 | ||||||||||||||||||||
| 200,000 | DEUTSCHE BANK AG/NEW YORK NY | Corporate Debt Instruments | 205,669 | ||||||||||||||||||||
| 805,000 | DEUTSCHE BANK AG/NEW YORK NY | Corporate Debt Instruments | 660,836 | ||||||||||||||||||||
| 1,463,000 | BHARTI AIRTEL LTD 144A | Corporate Debt Instruments | 1,442,538 | ||||||||||||||||||||
| 690,000 | FREEPORT INDONESIA PT 144A | Corporate Debt Instruments | 676,600 | ||||||||||||||||||||
| 485,000 | AERCAP IRELAND CAPITAL DAC / A | Corporate Debt Instruments | 442,799 | ||||||||||||||||||||
| 449,692 | LUNAR 2021-1 STRUCTUR 1 A 144A | Corporate Debt Instruments | 387,801 | ||||||||||||||||||||
| 770,000 | LEVIATHAN BOND LTD 144A | Corporate Debt Instruments | 744,975 | ||||||||||||||||||||
| 945,000 | INTESA SANPAOLO SPA 144A | Corporate Debt Instruments | 1,007,383 | ||||||||||||||||||||
| 345,000 | INTESA SANPAOLO SPA 144A | Corporate Debt Instruments | 284,476 | ||||||||||||||||||||
| 1,320,000 | UNICREDIT SPA 144A | Corporate Debt Instruments | 1,207,001 | ||||||||||||||||||||
| 1,130,000 | SUMITOMO MITSUI FINANCIAL GROU | Corporate Debt Instruments | 1,028,739 | ||||||||||||||||||||
| 935,000 | MITSUBISHI UFJ FINANCIAL GROUP | Corporate Debt Instruments | 775,815 | ||||||||||||||||||||
| 2,130,000 | JBS USA HOLDING LUX SARL/ 144A | Corporate Debt Instruments | 2,314,549 | ||||||||||||||||||||
| 1,145,000 | KENBOURNE INVEST SA 144A | Corporate Debt Instruments | 605,213 | ||||||||||||||||||||
| 180,900 | MILLICOM INTERNATIONAL CE 144A | Corporate Debt Instruments | 176,688 | ||||||||||||||||||||
| 420,000 | MILLICOM INTERNATIONAL CE 144A | Corporate Debt Instruments | 349,193 | ||||||||||||||||||||
| 955,000 | MINERVA LUXEMBOURG SA 144A | Corporate Debt Instruments | 787,321 | ||||||||||||||||||||
| 200,000 | NATURA &CO LUXEMBOURG HOL 144A | Corporate Debt Instruments | 180,862 | ||||||||||||||||||||
| 661,550 | JAZZ PHARMACEUTICALS 5/21 USD | Corporate Debt Instruments | 664,580 | ||||||||||||||||||||
| 529,817 | ICON/PRA HEALTH 7/21 LUX TERM | Corporate Debt Instruments | 531,305 | ||||||||||||||||||||
| 200,000 | ALPEK SAB DE CV 144A | Corporate Debt Instruments | 171,326 | ||||||||||||||||||||
| 1,495,000 | SITIOS LATINOAMERICA SAB 144A | Corporate Debt Instruments | 1,389,600 | ||||||||||||||||||||
| 750,000 | BBVA BANCOMER SA/TEXAS 144A | Corporate Debt Instruments | 707,859 | ||||||||||||||||||||
| 775,000 | CEMEX SAB DE CV 144A | Corporate Debt Instruments | 693,134 | ||||||||||||||||||||
| 1,735,528 | COMETA ENERGIA SA DE CV 144A | Corporate Debt Instruments | 1,683,659 | ||||||||||||||||||||
| 200,000 | KIMBERLY-CLARK DE MEXICO 144A | Corporate Debt Instruments | 171,680 | ||||||||||||||||||||
| 566,000 | ORBIA ADVANCE CORP SAB DE 144A | Corporate Debt Instruments | 564,970 | ||||||||||||||||||||
| 919,000 | ORBIA ADVANCE CORP SAB DE 144A | Corporate Debt Instruments | 833,705 | ||||||||||||||||||||
| 490,000 | OCP SA 144A | Corporate Debt Instruments | 477,179 | ||||||||||||||||||||
| 585,000 | OCP SA 144A | Corporate Debt Instruments | 502,515 | ||||||||||||||||||||
| 1,120,000 | PROSUS NV 144A | Corporate Debt Instruments | 980,295 | ||||||||||||||||||||
| 1,130,000 | PROSUS NV 144A | Corporate Debt Instruments | 709,718 | ||||||||||||||||||||
| 930,000 | TEVA PHARMACEUTICAL FINANCE NE | Corporate Debt Instruments | 861,087 | ||||||||||||||||||||
| 654,000 | TEVA PHARMACEUTICAL FINANCE NE | Corporate Debt Instruments | 659,802 | ||||||||||||||||||||
| 1,070,000 | SAUDI ARABIAN OIL CO 144A | Corporate Debt Instruments | 733,806 | ||||||||||||||||||||
| 450,000 | POSCO 144A | Corporate Debt Instruments | 453,875 | ||||||||||||||||||||
| 1,000,000 | BANCO SANTANDER SA | Corporate Debt Instruments | 925,651 | ||||||||||||||||||||
| 200,000 | BANCO SANTANDER SA | Corporate Debt Instruments | 171,823 | ||||||||||||||||||||
| 745,000 | UBS GROUP AG 144A | Corporate Debt Instruments | 773,681 | ||||||||||||||||||||
| 430,000 | UBS GROUP AG 144A | Corporate Debt Instruments | 528,571 | ||||||||||||||||||||
| 1,305,000 | BANGKOK BANK PCL/HONG KON 144A | Corporate Debt Instruments | 1,300,889 | ||||||||||||||||||||
| 1,516,000 | THAIOIL TREASURY CENTER C 144A | Corporate Debt Instruments | 1,304,006 | ||||||||||||||||||||
| 265,000 | THAIOIL TREASURY CENTER C 144A | Corporate Debt Instruments | 186,582 | ||||||||||||||||||||
| 613,000 | ANGLO AMERICAN CAPITAL PL 144A | Corporate Debt Instruments | 622,185 | ||||||||||||||||||||
| 200,000 | ANGLO AMERICAN CAPITAL PL 144A | Corporate Debt Instruments | 170,136 | ||||||||||||||||||||
| 245,000 | ANGLO AMERICAN CAPITAL PL 144A | Corporate Debt Instruments | 186,050 | ||||||||||||||||||||
| 200,000 | ANGLO AMERICAN CAPITAL PL 144A | Corporate Debt Instruments | 178,219 | ||||||||||||||||||||
24
| 200,000 | ANGLO AMERICAN CAPITAL PL 144A | Corporate Debt Instruments | 187,585 | ||||||||||||||||||||
| 1,225,000 | FRESNILLO PLC 144A | Corporate Debt Instruments | 936,179 | ||||||||||||||||||||
| 200,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 198,303 | ||||||||||||||||||||
| 1,570,000 | BARCLAYS PLC | Corporate Debt Instruments | 1,174,560 | ||||||||||||||||||||
| 1,030,000 | HSBC HOLDINGS PLC | Corporate Debt Instruments | 1,009,060 | ||||||||||||||||||||
| 1,785,000 | STANDARD CHARTERED PLC 144A | Corporate Debt Instruments | 1,478,651 | ||||||||||||||||||||
| 1,824,000 | STANDARD CHARTERED PLC 144A | Corporate Debt Instruments | 1,763,501 | ||||||||||||||||||||
| 214,000 | AES CORP/THE 144A | Corporate Debt Instruments | 206,107 | ||||||||||||||||||||
| 394,000 | AES CORP/THE 144A | Corporate Debt Instruments | 363,779 | ||||||||||||||||||||
| 220,000 | AT&T INC | Corporate Debt Instruments | 165,675 | ||||||||||||||||||||
| 475,000 | AT&T INC | Corporate Debt Instruments | 344,711 | ||||||||||||||||||||
| 290,000 | AT&T INC | Corporate Debt Instruments | 208,503 | ||||||||||||||||||||
| 1,410,000 | AT&T INC | Corporate Debt Instruments | 1,010,536 | ||||||||||||||||||||
| 195,000 | AT&T INC | Corporate Debt Instruments | 182,438 | ||||||||||||||||||||
| 524,000 | AT&T INC | Corporate Debt Instruments | 389,511 | ||||||||||||||||||||
| 404,167 | AMERICAN AIRLINES INC/AAD 144A | Corporate Debt Instruments | 401,251 | ||||||||||||||||||||
| 500,000 | AMERICAN AIRLINES INC/AAD 144A | Corporate Debt Instruments | 487,381 | ||||||||||||||||||||
| 215,000 | AFFIRM ASSET SECURITI A A 144A | Corporate Debt Instruments | 216,236 | ||||||||||||||||||||
| 1,554,000 | AIR LEASE CORP | Corporate Debt Instruments | 1,499,217 | ||||||||||||||||||||
| 1,330,000 | AMERICAN BUILDERS & CONTR 144A | Corporate Debt Instruments | 1,185,654 | ||||||||||||||||||||
| 125,000 | AMERICAN HOMES 4 RENT LP | Corporate Debt Instruments | 85,619 | ||||||||||||||||||||
| 385,000 | AMERICREDIT AUTOMOBILE REC 1 C | Corporate Debt Instruments | 388,269 | ||||||||||||||||||||
| 1,115,000 | AMGEN INC | Corporate Debt Instruments | 1,169,796 | ||||||||||||||||||||
| 635,000 | ANTARES HOLDINGS LP 144A | Corporate Debt Instruments | 590,590 | ||||||||||||||||||||
| 2,020,000 | ARES CAPITAL CORP | Corporate Debt Instruments | 1,841,378 | ||||||||||||||||||||
| 345,000 | AVIS BUDGET RENTAL C 2A A 144A | Corporate Debt Instruments | 340,813 | ||||||||||||||||||||
| 765,000 | AVIS BUDGET RENTAL C 2A A 144A | Corporate Debt Instruments | 713,624 | ||||||||||||||||||||
| 420,000 | AVIS BUDGET RENTAL C 1A A 144A | Corporate Debt Instruments | 400,755 | ||||||||||||||||||||
| 200,000 | AVIS BUDGET RENTAL C 2A A 144A | Corporate Debt Instruments | 200,224 | ||||||||||||||||||||
| 510,000 | AVIS BUDGET RENTAL C 8A A 144A | Corporate Debt Instruments | 525,092 | ||||||||||||||||||||
| 255,000 | BANK 2019-BNK16 BN16 A4 | Corporate Debt Instruments | 241,898 | ||||||||||||||||||||
| 1,006,921 | BANK 2019-BNK24 BN24 A3 | Corporate Debt Instruments | 894,191 | ||||||||||||||||||||
| 758,929 | BANK 2019-BNK22 BN22 A4 | Corporate Debt Instruments | 674,960 | ||||||||||||||||||||
| 1,328,000 | BOEING CO/THE | Corporate Debt Instruments | 1,373,065 | ||||||||||||||||||||
| 1,823,000 | BOEING CO/THE | Corporate Debt Instruments | 1,887,810 | ||||||||||||||||||||
| 161,000 | BOSTON GAS CO 144A | Corporate Debt Instruments | 144,148 | ||||||||||||||||||||
| 1,956,000 | BRASKEM AMERICA FINANCE C 144A | Corporate Debt Instruments | 1,512,392 | ||||||||||||||||||||
| 1,215,000 | BRIGHTHOUSE FINANCIAL INC | Corporate Debt Instruments | 1,230,445 | ||||||||||||||||||||
| 540,000 | BROADCOM INC 144A | Corporate Debt Instruments | 443,331 | ||||||||||||||||||||
| 1,470,000 | CCO HOLDINGS LLC / CCO HO 144A | Corporate Debt Instruments | 1,194,562 | ||||||||||||||||||||
| 388,313 | CLI FUNDING VIII LLC 1A A 144A | Corporate Debt Instruments | 342,463 | ||||||||||||||||||||
| 183,088 | CSMC 2014-USA OA L USA A1 144A | Corporate Debt Instruments | 157,428 | ||||||||||||||||||||
| 702,000 | CSMC 2014-USA OA L USA A2 144A | Corporate Debt Instruments | 608,730 | ||||||||||||||||||||
| 950,000 | CALPINE CORP 144A | Corporate Debt Instruments | 833,228 | ||||||||||||||||||||
| 354,405 | CALPINE 8/19 B10 COV-LITE TLB | Corporate Debt Instruments | 354,681 | ||||||||||||||||||||
| 910,000 | CARVANA AUTO RECEIV P1 A3 144A | Corporate Debt Instruments | 914,433 | ||||||||||||||||||||
| 470,092 | CARVANA AUTO RECEIVA N1 A 144A | Corporate Debt Instruments | 471,163 | ||||||||||||||||||||
| 164,000 | CELANESE US HOLDINGS LLC | Corporate Debt Instruments | 165,004 | ||||||||||||||||||||
| 415,000 | CELANESE US HOLDINGS LLC | Corporate Debt Instruments | 435,033 | ||||||||||||||||||||
| 545,000 | CELANESE US HOLDINGS LLC | Corporate Debt Instruments | 576,112 | ||||||||||||||||||||
| 612,000 | CENTENE CORP | Corporate Debt Instruments | 549,105 | ||||||||||||||||||||
| 1,900,000 | CHARTER COMMUNICATIONS OPERATI | Corporate Debt Instruments | 1,585,497 | ||||||||||||||||||||
| 847,619 | CITIGROUP COMMERCIAL MOR C7 A4 | Corporate Debt Instruments | 758,931 | ||||||||||||||||||||
| 1,311,815 | CITIGROUP COMMERCIAL M GC43 A4 | Corporate Debt Instruments | 1,150,495 | ||||||||||||||||||||
| 790,000 | CITIGROUP COMMERCIAL M GC46 A5 | Corporate Debt Instruments | 681,118 | ||||||||||||||||||||
| 1,185,000 | CLEARWAY ENERGY OPERATING 144A | Corporate Debt Instruments | 1,043,761 | ||||||||||||||||||||
| 80,950 | CONTINENTAL AIRLINES 2012-2 CL | Corporate Debt Instruments | 79,152 | ||||||||||||||||||||
| 142,946 | COREVEST AMERICAN FIN 3 A 144A | Corporate Debt Instruments | 138,191 | ||||||||||||||||||||
| 1,112,000 | CORNING INC | Corporate Debt Instruments | 1,073,275 | ||||||||||||||||||||
| 695,000 | CREDIT ACCEPTANCE AU 1A A 144A | Corporate Debt Instruments | 703,057 | ||||||||||||||||||||
| 59,000 | CROWN CASTLE INC | Corporate Debt Instruments | 47,593 | ||||||||||||||||||||
| 833,000 | DB MASTER FINANCE 1A A2II 144A | Corporate Debt Instruments | 740,839 | ||||||||||||||||||||
25
| 175,000 | DPL INC | Corporate Debt Instruments | 162,862 | ||||||||||||||||||||
| 195,000 | DT AUTO OWNER TRUST 1A C 144A | Corporate Debt Instruments | 193,140 | ||||||||||||||||||||
| 1,510,000 | DC COMMERCIAL MORTGA DC A 144A | Corporate Debt Instruments | 1,557,523 | ||||||||||||||||||||
| 796,000 | DEVON ENERGY CORP | Corporate Debt Instruments | 764,256 | ||||||||||||||||||||
| 1,095,000 | DICK'S SPORTING GOODS INC | Corporate Debt Instruments | 780,778 | ||||||||||||||||||||
| 532,000 | DOMINO'S PIZZA MAS 1A A2I 144A | Corporate Debt Instruments | 516,859 | ||||||||||||||||||||
| 121,732 | DONLEN FLEET LEASE F 2 A2 144A | Corporate Debt Instruments | 119,925 | ||||||||||||||||||||
| 490,000 | EQT CORP | Corporate Debt Instruments | 468,757 | ||||||||||||||||||||
| 35,000 | EQT CORP | Corporate Debt Instruments | 34,672 | ||||||||||||||||||||
| 115,000 | EQT CORP 144A | Corporate Debt Instruments | 109,113 | ||||||||||||||||||||
| 280,000 | EPR PROPERTIES | Corporate Debt Instruments | 232,223 | ||||||||||||||||||||
| 228,000 | EQM MIDSTREAM PARTNERS LP 144A | Corporate Debt Instruments | 232,157 | ||||||||||||||||||||
| 51,000 | EDISON INTERNATIONAL | Corporate Debt Instruments | 50,641 | ||||||||||||||||||||
| 80,000 | ENERGY TRANSFER LP | Corporate Debt Instruments | 86,005 | ||||||||||||||||||||
| 511,000 | ENERGY TRANSFER LP | Corporate Debt Instruments | 539,564 | ||||||||||||||||||||
| 34,000 | ENERGY TRANSFER LP | Corporate Debt Instruments | 30,236 | ||||||||||||||||||||
| 353,000 | ENERGY TRANSFER LP | Corporate Debt Instruments | 347,456 | ||||||||||||||||||||
| 376,000 | ENTERGY CORP | Corporate Debt Instruments | 330,861 | ||||||||||||||||||||
| 259,000 | EQUIFAX INC | Corporate Debt Instruments | 289,078 | ||||||||||||||||||||
| 332,000 | EQUIFAX INC | Corporate Debt Instruments | 316,757 | ||||||||||||||||||||
| 98,367 | EXETER AUTOMOBILE RECEIVA 2A C | Corporate Debt Instruments | 97,066 | ||||||||||||||||||||
| 405,000 | EXETER AUTOMOBILE RECEIVA 1A C | Corporate Debt Instruments | 403,761 | ||||||||||||||||||||
| 152,000 | EXPEDIA GROUP INC 144A | Corporate Debt Instruments | 153,456 | ||||||||||||||||||||
| 1,655,000 | FS KKR CAPITAL CORP | Corporate Debt Instruments | 1,566,082 | ||||||||||||||||||||
| 350,000 | FORD CREDIT AUTO LEASE TRU B C | Corporate Debt Instruments | 356,080 | ||||||||||||||||||||
| 320,000 | FORD CREDIT AUTO OWNE 1 B 144A | Corporate Debt Instruments | 312,188 | ||||||||||||||||||||
| 1,360,000 | FORD CREDIT AUTO OWNE 1 A 144A | Corporate Debt Instruments | 1,363,942 | ||||||||||||||||||||
| 280,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 268,533 | ||||||||||||||||||||
| 470,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 481,493 | ||||||||||||||||||||
| 780,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 814,671 | ||||||||||||||||||||
| 570,000 | FORD MOTOR CREDIT CO LLC | Corporate Debt Instruments | 614,138 | ||||||||||||||||||||
| 440,000 | FORESTAR GROUP INC 144A | Corporate Debt Instruments | 419,133 | ||||||||||||||||||||
| 450,000 | GM FINANCIAL AUTOMOBILE LE 1 B | Corporate Debt Instruments | 449,042 | ||||||||||||||||||||
| 394,288 | GS MORTGAGE SECURITIES GC45 A5 | Corporate Debt Instruments | 349,297 | ||||||||||||||||||||
| 1,513,000 | GENERAL MOTORS CO | Corporate Debt Instruments | 1,443,650 | ||||||||||||||||||||
| 422,000 | GENERAL MOTORS FINANCIAL CO IN | Corporate Debt Instruments | 409,432 | ||||||||||||||||||||
| 145,000 | GENERAL MOTORS FINANCIAL CO IN | Corporate Debt Instruments | 119,867 | ||||||||||||||||||||
| 204,000 | GEORGETOWN UNIVERSITY/THE | Corporate Debt Instruments | 194,660 | ||||||||||||||||||||
| 2,265,000 | GLENCORE FUNDING LLC 144A | Corporate Debt Instruments | 1,943,275 | ||||||||||||||||||||
| 1,107,000 | GOLDMAN SACHS GROUP INC/THE | Corporate Debt Instruments | 1,218,515 | ||||||||||||||||||||
| 665,000 | GOODYEAR TIRE & RUBBER CO/THE | Corporate Debt Instruments | 596,098 | ||||||||||||||||||||
| 70,000 | GRAY OAK PIPELINE LLC 144A | Corporate Debt Instruments | 65,088 | ||||||||||||||||||||
| 140,000 | GRAY OAK PIPELINE LLC 144A | Corporate Debt Instruments | 132,693 | ||||||||||||||||||||
| 1,030,000 | HCA INC | Corporate Debt Instruments | 875,922 | ||||||||||||||||||||
| 950,000 | HERTZ VEHICLE FINANC 1A A 144A | Corporate Debt Instruments | 917,040 | ||||||||||||||||||||
| 1,210,000 | HERTZ VEHICLE FINANC 2A A 144A | Corporate Debt Instruments | 1,222,261 | ||||||||||||||||||||
| 555,000 | HILTON DOMESTIC OPERATING 144A | Corporate Debt Instruments | 484,353 | ||||||||||||||||||||
| 619,000 | HYUNDAI CAPITAL AMERICA 144A | Corporate Debt Instruments | 600,474 | ||||||||||||||||||||
| 605,000 | HYUNDAI CAPITAL AMERICA 144A | Corporate Debt Instruments | 565,389 | ||||||||||||||||||||
| 575,000 | HYUNDAI CAPITAL AMERICA 144A | Corporate Debt Instruments | 517,872 | ||||||||||||||||||||
| 290,000 | HYUNDAI CAPITAL AMERICA 144A | Corporate Debt Instruments | 295,586 | ||||||||||||||||||||
| 1,040,000 | HYUNDAI CAPITAL AMERICA 144A | Corporate Debt Instruments | 1,080,702 | ||||||||||||||||||||
| 305,000 | ICAHN ENTERPRISES LP / ICAHN E | Corporate Debt Instruments | 254,693 | ||||||||||||||||||||
| 1,080,000 | IRON MOUNTAIN INC 144A | Corporate Debt Instruments | 977,959 | ||||||||||||||||||||
| 320,000 | JABIL INC | Corporate Debt Instruments | 277,375 | ||||||||||||||||||||
| 627,250 | JACK IN THE BOX FU 1A A2I 144A | Corporate Debt Instruments | 576,991 | ||||||||||||||||||||
| 1,056,675 | JACK IN THE BOX F 1A A2II 144A | Corporate Debt Instruments | 900,135 | ||||||||||||||||||||
| 315,000 | JABIL INC | Corporate Debt Instruments | 321,840 | ||||||||||||||||||||
| 1,178,000 | ZIFF DAVIS INC 144A | Corporate Debt Instruments | 1,080,733 | ||||||||||||||||||||
| 1,216,000 | LEAR CORP | Corporate Debt Instruments | 1,121,466 | ||||||||||||||||||||
| 569,000 | LIBERTY MUTUAL GROUP INC 144A | Corporate Debt Instruments | 408,969 | ||||||||||||||||||||
| 605,000 | LITHIA MOTORS INC 144A | Corporate Debt Instruments | 549,960 | ||||||||||||||||||||
26
| 1,855,000 | WARNERMEDIA HOLDINGS INC | Corporate Debt Instruments | 1,588,605 | ||||||||||||||||||||
| 340,000 | MERCADOLIBRE INC | Corporate Debt Instruments | 291,198 | ||||||||||||||||||||
| 824,000 | MOHAWK INDUSTRIES INC | Corporate Debt Instruments | 761,453 | ||||||||||||||||||||
| 368,000 | MOLEX ELECTRONIC TECHNOLO 144A | Corporate Debt Instruments | 357,624 | ||||||||||||||||||||
| 30,000 | NRG ENERGY INC 144A | Corporate Debt Instruments | 25,682 | ||||||||||||||||||||
| 806,000 | NVR INC | Corporate Debt Instruments | 718,091 | ||||||||||||||||||||
| 745,207 | NAVIENT PRIVATE EDUCA A A 144A | Corporate Debt Instruments | 744,673 | ||||||||||||||||||||
| 27,636 | NAVIENT PRIVATE EDUC HA A 144A | Corporate Debt Instruments | 25,295 | ||||||||||||||||||||
| 653,000 | NAVIENT CORP | Corporate Debt Instruments | 630,442 | ||||||||||||||||||||
| 584,641 | NAVIENT PRIVATE EDUC CA A 144A | Corporate Debt Instruments | 506,744 | ||||||||||||||||||||
| 920,000 | NEXTGEAR FLOORPLAN 1A A2 144A | Corporate Debt Instruments | 935,850 | ||||||||||||||||||||
| 400,000 | NISSAN MOTOR ACCEPTANCE C 144A | Corporate Debt Instruments | 422,012 | ||||||||||||||||||||
| 1,275,000 | BOC AVIATION USA CORP 144A | Corporate Debt Instruments | 1,258,817 | ||||||||||||||||||||
| 215,000 | ONEAMERICA FINANCIAL PART 144A | Corporate Debt Instruments | 154,650 | ||||||||||||||||||||
| 995,000 | ONEMAIN DIRECT AUTO 1A A 144A | Corporate Debt Instruments | 997,964 | ||||||||||||||||||||
| 1,270,000 | ORACLE CORP | Corporate Debt Instruments | 967,600 | ||||||||||||||||||||
| 480,000 | OUTFRONT MEDIA CAPITAL LL 144A | Corporate Debt Instruments | 433,138 | ||||||||||||||||||||
| 100,000 | OUTFRONT MEDIA CAPITAL LL 144A | Corporate Debt Instruments | 105,014 | ||||||||||||||||||||
| 945,000 | BLUE OWL TECHNOLOGY FINAN 144A | Corporate Debt Instruments | 864,025 | ||||||||||||||||||||
| 1,195,000 | BLUE OWL CAPITAL CORP | Corporate Debt Instruments | 1,110,979 | ||||||||||||||||||||
| 325,000 | BLUE OWL CAPITAL CORP | Corporate Debt Instruments | 292,845 | ||||||||||||||||||||
| 305,000 | PATTERN ENERGY OPERATIONS 144A | Corporate Debt Instruments | 288,487 | ||||||||||||||||||||
| 378,263 | PLANET FITNESS MAS 1A A2I 144A | Corporate Debt Instruments | 350,452 | ||||||||||||||||||||
| 933,375 | PLANET FITNESS MA 1A A2II 144A | Corporate Debt Instruments | 800,467 | ||||||||||||||||||||
| 670,000 | POST HOLDINGS INC 144A | Corporate Debt Instruments | 600,418 | ||||||||||||||||||||
| 279,381 | PROGRESS RESIDENTI SFR1 A 144A | Corporate Debt Instruments | 267,513 | ||||||||||||||||||||
| 345,000 | QORVO INC | Corporate Debt Instruments | 331,011 | ||||||||||||||||||||
| 560,000 | ROCKET MORTGAGE LLC / ROC 144A | Corporate Debt Instruments | 492,518 | ||||||||||||||||||||
| 140,000 | ROCKET MORTGAGE LLC / ROC 144A | Corporate Debt Instruments | 118,934 | ||||||||||||||||||||
| 475,000 | SCF EQUIPMENT LEASI 1A A2 144A | Corporate Debt Instruments | 478,484 | ||||||||||||||||||||
| 1,300,000 | SBA COMMUNICATIONS CORP | Corporate Debt Instruments | 1,168,046 | ||||||||||||||||||||
| 207,740 | SMB PRIVATE EDUCAT A APT2 144A | Corporate Debt Instruments | 181,797 | ||||||||||||||||||||
| 734,127 | SMB PRIVATE EDUCATI A A1A 144A | Corporate Debt Instruments | 734,625 | ||||||||||||||||||||
| 240,000 | SABRE GLBL INC 144A | Corporate Debt Instruments | 218,405 | ||||||||||||||||||||
| 1,835,000 | SANTANDER DRIVE AUTO RECEI 2 B | Corporate Debt Instruments | 1,800,198 | ||||||||||||||||||||
| 266,408 | SANTANDER DRIVE AUTO RECEI 3 C | Corporate Debt Instruments | 264,038 | ||||||||||||||||||||
| 139,697 | SANTANDER BANK AUTO C C B 144A | Corporate Debt Instruments | 139,877 | ||||||||||||||||||||
| 134,324 | SANTANDER BANK AUTO C C C 144A | Corporate Debt Instruments | 134,771 | ||||||||||||||||||||
| 1,160,000 | SEMPRA GLOBAL 144A | Corporate Debt Instruments | 953,031 | ||||||||||||||||||||
| 355,000 | SENSATA TECHNOLOGIES INC 144A | Corporate Debt Instruments | 312,659 | ||||||||||||||||||||
| 1,250,000 | DELTA AIR LINES INC / SKY 144A | Corporate Debt Instruments | 1,229,361 | ||||||||||||||||||||
| 110,000 | SMITHFIELD FOODS INC 144A | Corporate Debt Instruments | 90,301 | ||||||||||||||||||||
| 118,147 | SOFI PROFESSIONAL A A2FX 144A | Corporate Debt Instruments | 110,302 | ||||||||||||||||||||
| 260,000 | SUNCOKE ENERGY INC 144A | Corporate Debt Instruments | 233,849 | ||||||||||||||||||||
| 580,000 | ENERGY TRANSFER LP | Corporate Debt Instruments | 540,434 | ||||||||||||||||||||
| 35,000 | TARGA RESOURCES PARTNERS LP / | Corporate Debt Instruments | 35,462 | ||||||||||||||||||||
| 1,289,133 | TEXTAINER MARINE CON 3A A 144A | Corporate Debt Instruments | 1,105,815 | ||||||||||||||||||||
| 428,000 | TIME WARNER CABLE LLC | Corporate Debt Instruments | 421,695 | ||||||||||||||||||||
| 102,000 | TIME WARNER CABLE LLC | Corporate Debt Instruments | 101,166 | ||||||||||||||||||||
| 134,000 | TIME WARNER CABLE LLC | Corporate Debt Instruments | 121,297 | ||||||||||||||||||||
| 47,000 | TIME WARNER CABLE LLC | Corporate Debt Instruments | 40,659 | ||||||||||||||||||||
| 845,000 | TIME WARNER CABLE LLC | Corporate Debt Instruments | 663,102 | ||||||||||||||||||||
| 885,000 | TRANSDIGM INC 144A | Corporate Debt Instruments | 927,405 | ||||||||||||||||||||
| 155,000 | UNITED AIRLINES INC 144A | Corporate Debt Instruments | 151,033 | ||||||||||||||||||||
| 335,000 | UNITED AIRLINES INC 144A | Corporate Debt Instruments | 313,304 | ||||||||||||||||||||
| 670,000 | UNITED AIRLINES 2023-1 CLASS A | Corporate Debt Instruments | 679,438 | ||||||||||||||||||||
| 174,000 | VIATRIS INC | Corporate Debt Instruments | 122,395 | ||||||||||||||||||||
| 2,985,000 | VOLKSWAGEN GROUP OF AMERI 144A | Corporate Debt Instruments | 3,178,291 | ||||||||||||||||||||
| 385,000 | WFRBS COMMERCIAL MORTGA C20 AS | Corporate Debt Instruments | 360,470 | ||||||||||||||||||||
| 420,000 | WESTLAKE AUTOMOBILE 2A C 144A | Corporate Debt Instruments | 421,650 | ||||||||||||||||||||
| 600,000 | WESTLAKE AUTOMOBILE 2A C 144A | Corporate Debt Instruments | 593,905 | ||||||||||||||||||||
| 130,000 | WESTLAKE AUTOMOBILE 1A B 144A | Corporate Debt Instruments | 129,380 | ||||||||||||||||||||
27
| 1,335,000 | WHEELS FLEET LEASE F 1A A 144A | Corporate Debt Instruments | 1,338,801 | ||||||||||||||||||||
| 1,473,750 | WILLIS ENGINE STRUCTU A A 144A | Corporate Debt Instruments | 1,465,792 | ||||||||||||||||||||
| 1,625,000 | AOA 2021-1177 MORT 1177 A 144A | Corporate Debt Instruments | 1,466,706 | ||||||||||||||||||||
| 545,000 | BPR TRUST 2021-NRD NRD A 144A | Corporate Debt Instruments | 518,408 | ||||||||||||||||||||
| 2,831,000 | BANK OF AMERICA CORP | Corporate Debt Instruments | 2,724,690 | ||||||||||||||||||||
| 1,730,000 | BANK OF AMERICA CORP | Corporate Debt Instruments | 1,702,266 | ||||||||||||||||||||
| 355,000 | BANK OF AMERICA CORP | Corporate Debt Instruments | 370,315 | ||||||||||||||||||||
| 1,495,000 | BANK OF AMERICA CORP | Corporate Debt Instruments | 1,498,440 | ||||||||||||||||||||
| 599 | COUNTRYWIDE ASSET-BACKED S1 A3 | Corporate Debt Instruments | 591 | ||||||||||||||||||||
| 2,075,000 | CAPITAL ONE FINANCIAL CORP | Corporate Debt Instruments | 2,135,585 | ||||||||||||||||||||
| 433,000 | CENTERPOINT ENERGY INC | Corporate Debt Instruments | 433,004 | ||||||||||||||||||||
| 600,000 | CITIGROUP INC | Corporate Debt Instruments | 589,818 | ||||||||||||||||||||
| 550,730 | EXTENDED STAY AMERI ESH A 144A | Corporate Debt Instruments | 545,549 | ||||||||||||||||||||
| 98,011 | EXTENDED STAY AMERI ESH D 144A | Corporate Debt Instruments | 96,288 | ||||||||||||||||||||
| 336,361 | GS MORTGAGE SECURIT GC5 C 144A | Corporate Debt Instruments | 235,345 | ||||||||||||||||||||
| 165,000 | GS MORTGAGE SECURITIES GC18 B | Corporate Debt Instruments | 153,736 | ||||||||||||||||||||
| 555,000 | GOLDMAN SACHS GROUP INC/THE | Corporate Debt Instruments | 530,267 | ||||||||||||||||||||
| 1,340,000 | HEWLETT PACKARD ENTERPRISE CO | Corporate Debt Instruments | 1,469,404 | ||||||||||||||||||||
| 2,150,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 1,911,616 | ||||||||||||||||||||
| 1,258,000 | JPMORGAN CHASE & CO | Corporate Debt Instruments | 1,105,497 | ||||||||||||||||||||
| 646,895 | MED TRUST 2021-MDL MDLN A 144A | Corporate Debt Instruments | 634,309 | ||||||||||||||||||||
| 690,000 | MORGAN STANLEY | Corporate Debt Instruments | 658,704 | ||||||||||||||||||||
| 1,475,000 | MORGAN STANLEY | Corporate Debt Instruments | 1,483,431 | ||||||||||||||||||||
| 768,000 | NATIONAL RURAL UTILITIES COOPE | Corporate Debt Instruments | 759,971 | ||||||||||||||||||||
| 717,500 | NAVIGATOR AIRCRAFT AB 1 A 144A | Corporate Debt Instruments | 624,885 | ||||||||||||||||||||
| 54,636 | OBX 2018-EXP1 TR EXP1 1A3 144A | Corporate Debt Instruments | 49,925 | ||||||||||||||||||||
| 555,000 | PNC FINANCIAL SERVICES GROUP I | Corporate Debt Instruments | 543,046 | ||||||||||||||||||||
| 1,010,000 | SANTANDER HOLDINGS USA INC | Corporate Debt Instruments | 924,632 | ||||||||||||||||||||
| 4,594 | SEQUOIA MORTGAGE T CH1 A1 144A | Corporate Debt Instruments | 4,299 | ||||||||||||||||||||
| 12,985 | SEQUOIA MORTGAGE T CH3 A2 144A | Corporate Debt Instruments | 12,604 | ||||||||||||||||||||
| 20,710 | SEQUOIA MORTGAGE T CH1 A1 144A | Corporate Debt Instruments | 19,065 | ||||||||||||||||||||
| 647,619 | SMB PRIVATE EDUCATIO C A2 144A | Corporate Debt Instruments | 636,524 | ||||||||||||||||||||
| 149,056 | TOWD POINT MORTGAGE 4 M2 144A | Corporate Debt Instruments | 146,496 | ||||||||||||||||||||
| 304,940 | TOWD POINT MORTGAGE 2 M2 144A | Corporate Debt Instruments | 281,109 | ||||||||||||||||||||
| 229,879 | TOWD POINT MORTGAGE 3 A1 144A | Corporate Debt Instruments | 221,973 | ||||||||||||||||||||
| 570,000 | TRUIST FINANCIAL CORP | Corporate Debt Instruments | 581,454 | ||||||||||||||||||||
| 297,814 | WFRBS COMMERCIAL MOR C4 D 144A | Corporate Debt Instruments | 237,059 | ||||||||||||||||||||
| 538,677 | ABC SUPPLY 10/19 COV-LITE TL | Corporate Debt Instruments | 539,798 | ||||||||||||||||||||
| 431,355 | ARAMARK 4/21 COV-LITE TLB | Corporate Debt Instruments | 431,286 | ||||||||||||||||||||
| 614,973 | ASURION 12/20 B8 COV-LITE TL | Corporate Debt Instruments | 612,925 | ||||||||||||||||||||
| 649,606 | BEACON ROOFING 5/21 COV-LITE T | Corporate Debt Instruments | 651,821 | ||||||||||||||||||||
| 648,145 | CHURCHILL DOWNS 3/21 INCREMENT | Corporate Debt Instruments | 647,335 | ||||||||||||||||||||
| 615,241 | CITADEL SECURITIES 7/23 TLB | Corporate Debt Instruments | 616,010 | ||||||||||||||||||||
| 614,202 | EW SCRIPPS 12/20 INCREMENTAL | Corporate Debt Instruments | 606,045 | ||||||||||||||||||||
| 579,404 | ELANCO ANIMAL HEALTH 8/20 COV- | Corporate Debt Instruments | 575,302 | ||||||||||||||||||||
| 584,366 | INTERNATIONAL SOS 9/21 COV-LIT | Corporate Debt Instruments | 585,097 | ||||||||||||||||||||
| 431,299 | IRON MOUNTAIN 3/18 TLB | Corporate Debt Instruments | 430,328 | ||||||||||||||||||||
| 721,850 | MKS INSTRUMENTS 10/23 TLB | Corporate Debt Instruments | 722,752 | ||||||||||||||||||||
| 723,924 | PETSMART 2/21 COV-LITE TL | Corporate Debt Instruments | 714,875 | ||||||||||||||||||||
| 462,780 | QUIKRETE 11/16 COV-LITE TLB | Corporate Debt Instruments | 464,951 | ||||||||||||||||||||
| 220,857 | QUIKRETE 8/23 TLB | Corporate Debt Instruments | 221,409 | ||||||||||||||||||||
| 724,428 | RENT-A-CENTER 9/21 COV-LITE TL | Corporate Debt Instruments | 723,522 | ||||||||||||||||||||
| 683,891 | RESTORATION HARDWARE/RH 10/21 | Corporate Debt Instruments | 663,887 | ||||||||||||||||||||
| 459,127 | SS&C TECHNOLOGIES 10/18 ADD-ON | Corporate Debt Instruments | 459,540 | ||||||||||||||||||||
| 218,971 | SRAM 5/21 COV-LITE TLB | Corporate Debt Instruments | 218,287 | ||||||||||||||||||||
| 432,206 | TRANSUNION 11/19 B5 COV-LITE | Corporate Debt Instruments | 432,495 | ||||||||||||||||||||
| 212,075 | TRANSDIGM 12/22 TLH | Corporate Debt Instruments | 212,813 | ||||||||||||||||||||
| 237,849 | UBER 2/23 TLB | Corporate Debt Instruments | 238,420 | ||||||||||||||||||||
| 433,125 | WARNER MUSIC 1/21 COV-LITE TLG | Corporate Debt Instruments | 433,034 | ||||||||||||||||||||
| 349,516 | WELLS FARGO ASSET MANAGEMENT/W | Corporate Debt Instruments | 347,604 | ||||||||||||||||||||
| 447,155 | VIRGIN MEDIA 10/19 COV-LITE | Corporate Debt Instruments | 444,856 | ||||||||||||||||||||
| 185,000 | VIRGIN MEDIA/O2 9/20 (USD) COV | Corporate Debt Instruments | 184,390 | ||||||||||||||||||||
28
| 132,004 | ICON/PRA HEALTH 7/21 US TERM L | Corporate Debt Instruments | 132,375 | ||||||||||||||||||||
| 83,489,600 | MEXICAN BONOS | Other Bonds | 4,822,573 | ||||||||||||||||||||
| 94,910,000 | MEXICAN BONOS | Other Bonds | 5,176,405 | ||||||||||||||||||||
| 1,210,000 | REPUBLIC OF SOUTH AFRICA GOVER | Other Bonds | 1,144,660 | ||||||||||||||||||||
| 1,035,000 | UNIV OF VIRGINIA VA UNIV REVEN | Other Bonds | 683,091 | ||||||||||||||||||||
| 36,804,000 | URUGUAY GOVERNMENT INTERN 144A | Other Bonds | 905,243 | ||||||||||||||||||||
| 39,740,000 | URUGUAY GOVERNMENT INTERNATION | Other Bonds | 1,027,163 | ||||||||||||||||||||
| 371,650,000 | URUGUAY GOVERNMENT INTERNATION | Other Bonds | 8,818,786 | ||||||||||||||||||||
| 6,350,000 | URUGUAY GOVERNMENT INTERN REGS | Other Bonds | 156,207 | ||||||||||||||||||||
| 11,025,000 | U S TREASURY BILL | U.S. Government Securities | 10,869,042 | ||||||||||||||||||||
| 3,055,000 | U S TREASURY BILL | U.S. Government Securities | 3,026,282 | ||||||||||||||||||||
| 1,495,000 | U S TREASURY BILL | U.S. Government Securities | 1,493,702 | ||||||||||||||||||||
| 5,470,000 | U S TREASURY BILL | U.S. Government Securities | 5,464,480 | ||||||||||||||||||||
| 5,315,000 | U S TREASURY BILL | U.S. Government Securities | 5,304,169 | ||||||||||||||||||||
| 14,705,000 | U S TREASURY BILL | U.S. Government Securities | 14,481,617 | ||||||||||||||||||||
| 3,525,038 | BNY MELLON CASH RESERVE | U.S. Government Securities | 3,525,038 | ||||||||||||||||||||
| 1,150,000 | FEDERAL HOME LN BK CONS DISC | U.S. Government Securities | 1,149,667 | ||||||||||||||||||||
| 7,490,000 | FEDERAL HOME LN BKS CONS DISC | U.S. Government Securities | 7,483,496 | ||||||||||||||||||||
| 10,340,000 | FEDERAL NATL MTG ASSN DISC | U.S. Government Securities | 10,322,008 | ||||||||||||||||||||
| 213 | FHLMC POOL #G0-1843 | U.S. Government Securities | 223 | ||||||||||||||||||||
| 52,749 | FHLMC POOL #ZM-8305 | U.S. Government Securities | 53,019 | ||||||||||||||||||||
| 173,482 | FHLMC POOL #ZN-2092 | U.S. Government Securities | 174,471 | ||||||||||||||||||||
| 69,436 | FHLMC POOL #ZA-5559 | U.S. Government Securities | 69,738 | ||||||||||||||||||||
| 141,004 | FHLMC POOL #ZT-0714 | U.S. Government Securities | 141,683 | ||||||||||||||||||||
| 199,969 | FHLMC POOL #SD-0136 | U.S. Government Securities | 178,934 | ||||||||||||||||||||
| 3,541,780 | FHLMC POOL #SD-2629 | U.S. Government Securities | 3,018,205 | ||||||||||||||||||||
| 150,449 | FHLMC POOL #SD-3125 | U.S. Government Securities | 154,009 | ||||||||||||||||||||
| 728,089 | FHLMC POOL #SD-8205 | U.S. Government Securities | 619,588 | ||||||||||||||||||||
| 32,341 | FHLMC POOL #Q0-2117 | U.S. Government Securities | 32,346 | ||||||||||||||||||||
| 60,374 | FHLMC POOL #Q1-2458 | U.S. Government Securities | 55,667 | ||||||||||||||||||||
| 33,853 | FHLMC POOL #Q1-4852 | U.S. Government Securities | 31,785 | ||||||||||||||||||||
| 30,168 | FHLMC POOL #Q1-7575 | U.S. Government Securities | 28,630 | ||||||||||||||||||||
| 20,301 | FHLMC POOL #Q1-7396 | U.S. Government Securities | 19,249 | ||||||||||||||||||||
| 34,430 | FHLMC POOL #Q2-0683 | U.S. Government Securities | 32,372 | ||||||||||||||||||||
| 58,968 | FHLMC POOL #Q2-2236 | U.S. Government Securities | 55,572 | ||||||||||||||||||||
| 4,566 | FHLMC POOL #Q2-4035 | U.S. Government Securities | 4,512 | ||||||||||||||||||||
| 15,573 | FHLMC POOL #Q2-5923 | U.S. Government Securities | 15,378 | ||||||||||||||||||||
| 5,175 | FHLMC POOL #Q3-2256 | U.S. Government Securities | 4,936 | ||||||||||||||||||||
| 21,904 | FHLMC POOL #Q3-4582 | U.S. Government Securities | 21,147 | ||||||||||||||||||||
| 1,067 | FHLMC POOL #Q3-9583 | U.S. Government Securities | 1,059 | ||||||||||||||||||||
| 40,943 | FHLMC POOL #Q4-3410 | U.S. Government Securities | 40,696 | ||||||||||||||||||||
| 51,105 | FHLMC POOL #Q4-5220 | U.S. Government Securities | 49,743 | ||||||||||||||||||||
| 14,251 | FHLMC POOL #Q4-8674 | U.S. Government Securities | 13,755 | ||||||||||||||||||||
| 177,823 | FHLMC POOL #WA-3197 | U.S. Government Securities | 163,634 | ||||||||||||||||||||
| 754,725 | FHLMC POOL #WA-3191 | U.S. Government Securities | 689,121 | ||||||||||||||||||||
| 346,032 | FHLMC POOL #WA-3193 | U.S. Government Securities | 318,953 | ||||||||||||||||||||
| 177,440 | FHLMC POOL #WA-3194 | U.S. Government Securities | 165,920 | ||||||||||||||||||||
| 408,462 | FHLMC POOL #WA-3195 | U.S. Government Securities | 364,125 | ||||||||||||||||||||
| 115,886 | FHLMC POOL #Q5-0176 | U.S. Government Securities | 108,810 | ||||||||||||||||||||
| 181,499 | FHLMC POOL #Q5-2337 | U.S. Government Securities | 168,266 | ||||||||||||||||||||
| 41,719 | FHLMC POOL #Q5-3695 | U.S. Government Securities | 38,987 | ||||||||||||||||||||
| 69,172 | FHLMC POOL #G6-1658 | U.S. Government Securities | 69,637 | ||||||||||||||||||||
| 364,425 | FHLMC POOL #QB-5275 | U.S. Government Securities | 298,000 | ||||||||||||||||||||
| 989,661 | FHLMC POOL #QB-7306 | U.S. Government Securities | 808,708 | ||||||||||||||||||||
| 741,808 | FHLMC POOL #QB-7396 | U.S. Government Securities | 606,174 | ||||||||||||||||||||
| 860,387 | FHLMC POOL #QC-8871 | U.S. Government Securities | 737,271 | ||||||||||||||||||||
| 813,031 | FHLMC POOL #QD-6204 | U.S. Government Securities | 719,073 | ||||||||||||||||||||
| 62,867 | FHLMC POOL #QD-6253 | U.S. Government Securities | 55,674 | ||||||||||||||||||||
| 1,342,066 | FHLMC POOL #QD-6294 | U.S. Government Securities | 1,186,744 | ||||||||||||||||||||
| 1,098,393 | FHLMC POOL #QD-6118 | U.S. Government Securities | 971,429 | ||||||||||||||||||||
| 279,447 | FHLMC POOL #QE-0398 | U.S. Government Securities | 247,456 | ||||||||||||||||||||
| 408,107 | FHLMC POOL #QE-1079 | U.S. Government Securities | 374,224 | ||||||||||||||||||||
29
| 270,059 | FHLMC POOL #QE-7134 | U.S. Government Securities | 261,865 | ||||||||||||||||||||
| 692,918 | FHLMC POOL #QE-6381 | U.S. Government Securities | 655,168 | ||||||||||||||||||||
| 849,472 | FHLMC POOL #QE-6417 | U.S. Government Securities | 803,237 | ||||||||||||||||||||
| 324,581 | FHLMC POOL #QE-8515 | U.S. Government Securities | 315,025 | ||||||||||||||||||||
| 1,818,339 | FHLMC POOL #QF-0467 | U.S. Government Securities | 1,812,489 | ||||||||||||||||||||
| 264,967 | FHLMC POOL #QG-3397 | U.S. Government Securities | 276,448 | ||||||||||||||||||||
| 168,137 | FHLMC POOL #QG-3398 | U.S. Government Securities | 173,075 | ||||||||||||||||||||
| 168,483 | FHLMC POOL #QG-4234 | U.S. Government Securities | 175,129 | ||||||||||||||||||||
| 112,985 | FHLMC POOL #QG-4235 | U.S. Government Securities | 116,464 | ||||||||||||||||||||
| 81,629 | FHLMC POOL #QG-4238 | U.S. Government Securities | 83,238 | ||||||||||||||||||||
| 104,300 | FHLMC POOL #QG-4239 | U.S. Government Securities | 106,097 | ||||||||||||||||||||
| 124,047 | FHLMC POOL #QG-4209 | U.S. Government Securities | 126,385 | ||||||||||||||||||||
| 94,354 | FHLMC POOL #QG-4248 | U.S. Government Securities | 97,410 | ||||||||||||||||||||
| 39,196 | FHLMC POOL #QG-6254 | U.S. Government Securities | 40,943 | ||||||||||||||||||||
| 61,932 | FHLMC POOL #QG-6266 | U.S. Government Securities | 63,560 | ||||||||||||||||||||
| 275,486 | FHLMC POOL #QG-6267 | U.S. Government Securities | 282,182 | ||||||||||||||||||||
| 64,201 | FHLMC POOL #QG-7117 | U.S. Government Securities | 65,788 | ||||||||||||||||||||
| 64,269 | FHLMC POOL #QG-8087 | U.S. Government Securities | 65,615 | ||||||||||||||||||||
| 109,229 | FHLMC POOL #QG-7314 | U.S. Government Securities | 111,560 | ||||||||||||||||||||
| 99,983 | FHLMC POOL #QG-8118 | U.S. Government Securities | 103,367 | ||||||||||||||||||||
| 2,227,801 | FHLMC POOL #QG-9479 | U.S. Government Securities | 2,285,259 | ||||||||||||||||||||
| 405,940 | FHLMC POOL #QG-9634 | U.S. Government Securities | 420,444 | ||||||||||||||||||||
| 1,899,129 | FHLMC POOL #QU-8096 | U.S. Government Securities | 1,560,914 | ||||||||||||||||||||
| 69,563 | FHLMC POOL #QU-7615 | U.S. Government Securities | 52,623 | ||||||||||||||||||||
| 116,101 | FHLMC POOL #QU-7616 | U.S. Government Securities | 96,865 | ||||||||||||||||||||
| 146,657 | FHLMC POOL #QU-7709 | U.S. Government Securities | 113,852 | ||||||||||||||||||||
| 368,131 | FHLMC POOL #RA-1266 | U.S. Government Securities | 335,696 | ||||||||||||||||||||
| 6,888,124 | FHLMC POOL #RA-3046 | U.S. Government Securities | 5,659,011 | ||||||||||||||||||||
| 1,416,221 | FHLMC POOL #RA-9647 | U.S. Government Securities | 1,451,226 | ||||||||||||||||||||
| 1,353,394 | FHLMC POOL #RE-6093 | U.S. Government Securities | 1,023,832 | ||||||||||||||||||||
| 1,427,226 | FHLMC POOL #RE-6123 | U.S. Government Securities | 1,120,141 | ||||||||||||||||||||
| 710,000 | FNMA GTD REMIC P/T 23-51 L | U.S. Government Securities | 734,510 | ||||||||||||||||||||
| 5 | FNMA POOL #0250179 | U.S. Government Securities | 5 | ||||||||||||||||||||
| 246 | FNMA POOL #0253355 | U.S. Government Securities | 251 | ||||||||||||||||||||
| 96 | FNMA POOL #0323621 | U.S. Government Securities | 99 | ||||||||||||||||||||
| 3,470,000 | FHLMC MULTICLASS MTG 5365 LY | U.S. Government Securities | 3,695,910 | ||||||||||||||||||||
| 213 | FNMA POOL #0545448 | U.S. Government Securities | 217 | ||||||||||||||||||||
| 371 | FNMA POOL #0550002 | U.S. Government Securities | 382 | ||||||||||||||||||||
| 534 | FNMA POOL #0554493 | U.S. Government Securities | 551 | ||||||||||||||||||||
| 137 | FNMA POOL #0575078 | U.S. Government Securities | 142 | ||||||||||||||||||||
| 174,975 | FNMA POOL #0AJ0806 | U.S. Government Securities | 170,314 | ||||||||||||||||||||
| 77,754 | FNMA POOL #0AK0080 | U.S. Government Securities | 75,634 | ||||||||||||||||||||
| 7,851 | FNMA POOL #0AR8595 | U.S. Government Securities | 7,347 | ||||||||||||||||||||
| 101,356 | FNMA POOL #0AS4628 | U.S. Government Securities | 94,595 | ||||||||||||||||||||
| 4,471 | FNMA POOL #0AS4795 | U.S. Government Securities | 4,189 | ||||||||||||||||||||
| 56,011 | FNMA POOL #0AS7378 | U.S. Government Securities | 50,914 | ||||||||||||||||||||
| 59,917 | FNMA POOL #0AS7580 | U.S. Government Securities | 54,551 | ||||||||||||||||||||
| 11,120 | FNMA POOL #0AS8263 | U.S. Government Securities | 10,134 | ||||||||||||||||||||
| 21,748 | FNMA POOL #0AS8276 | U.S. Government Securities | 19,722 | ||||||||||||||||||||
| 88,931 | FNMA POOL #0AS8309 | U.S. Government Securities | 80,325 | ||||||||||||||||||||
| 23,882 | FNMA POOL #0AS9412 | U.S. Government Securities | 23,018 | ||||||||||||||||||||
| 3,991 | FNMA POOL #0AU6205 | U.S. Government Securities | 3,952 | ||||||||||||||||||||
| 5,444 | FNMA POOL #0AV9213 | U.S. Government Securities | 5,403 | ||||||||||||||||||||
| 4,796 | FNMA POOL #0AW4986 | U.S. Government Securities | 4,715 | ||||||||||||||||||||
| 38,454 | FNMA POOL #0AX7617 | U.S. Government Securities | 37,071 | ||||||||||||||||||||
| 21,564 | FNMA POOL #0AX8509 | U.S. Government Securities | 20,837 | ||||||||||||||||||||
| 29,905 | FNMA POOL #0AY0362 | U.S. Government Securities | 28,049 | ||||||||||||||||||||
| 92,655 | FNMA POOL #0AY2633 | U.S. Government Securities | 86,658 | ||||||||||||||||||||
| 116,872 | FNMA POOL #0AY5788 | U.S. Government Securities | 106,842 | ||||||||||||||||||||
| 7,896 | FNMA POOL #0AY8481 | U.S. Government Securities | 7,837 | ||||||||||||||||||||
| 26,692 | FNMA POOL #0AZ0810 | U.S. Government Securities | 26,493 | ||||||||||||||||||||
| 19,674 | FNMA POOL #0AZ5596 | U.S. Government Securities | 19,389 | ||||||||||||||||||||
30
| 976 | FNMA POOL #0725690 | U.S. Government Securities | 1,018 | ||||||||||||||||||||
| 948,532 | FNMA POOL #0DA1685 | U.S. Government Securities | 982,422 | ||||||||||||||||||||
| 109,460 | FNMA POOL #0DA3498 | U.S. Government Securities | 114,369 | ||||||||||||||||||||
| 652,910 | FNMA POOL #0DA3499 | U.S. Government Securities | 680,868 | ||||||||||||||||||||
| 17,140 | FNMA POOL #0AZ7724 | U.S. Government Securities | 16,892 | ||||||||||||||||||||
| 75,797 | FNMA POOL #0BC3473 | U.S. Government Securities | 70,252 | ||||||||||||||||||||
| 25,040 | FNMA POOL #0BC2994 | U.S. Government Securities | 22,867 | ||||||||||||||||||||
| 68,317 | FNMA POOL #0BC5313 | U.S. Government Securities | 63,318 | ||||||||||||||||||||
| 28,590 | FNMA POOL #0BC4918 | U.S. Government Securities | 28,377 | ||||||||||||||||||||
| 50,833 | FNMA POOL #0BC7230 | U.S. Government Securities | 47,114 | ||||||||||||||||||||
| 11,592 | FNMA POOL #0BC9468 | U.S. Government Securities | 10,579 | ||||||||||||||||||||
| 71,145 | FNMA POOL #0BD1410 | U.S. Government Securities | 65,937 | ||||||||||||||||||||
| 865 | FNMA POOL #0BD2217 | U.S. Government Securities | 857 | ||||||||||||||||||||
| 6,745 | FNMA POOL #0BD4416 | U.S. Government Securities | 6,324 | ||||||||||||||||||||
| 15,239 | FNMA POOL #0BD4420 | U.S. Government Securities | 14,692 | ||||||||||||||||||||
| 52,135 | FNMA POOL #0BD5463 | U.S. Government Securities | 50,261 | ||||||||||||||||||||
| 20,958 | FNMA POOL #0BD5503 | U.S. Government Securities | 19,651 | ||||||||||||||||||||
| 16,993 | FNMA POOL #0BD9396 | U.S. Government Securities | 16,971 | ||||||||||||||||||||
| 27,932 | FNMA POOL #0BE0249 | U.S. Government Securities | 27,695 | ||||||||||||||||||||
| 14,150 | FNMA POOL #0BE2507 | U.S. Government Securities | 13,956 | ||||||||||||||||||||
| 98,443 | FNMA POOL #0BE4435 | U.S. Government Securities | 88,432 | ||||||||||||||||||||
| 33,317 | FNMA POOL #0BE4442 | U.S. Government Securities | 30,089 | ||||||||||||||||||||
| 64,614 | FNMA POOL #0BE4446 | U.S. Government Securities | 60,302 | ||||||||||||||||||||
| 85,147 | FNMA POOL #0BE4203 | U.S. Government Securities | 84,512 | ||||||||||||||||||||
| 45,135 | FNMA POOL #0BE4310 | U.S. Government Securities | 40,703 | ||||||||||||||||||||
| 24,948 | FNMA POOL #0BE5275 | U.S. Government Securities | 22,745 | ||||||||||||||||||||
| 28,134 | FNMA POOL #0BE6326 | U.S. Government Securities | 26,369 | ||||||||||||||||||||
| 99,769 | FNMA POOL #0BE7252 | U.S. Government Securities | 92,144 | ||||||||||||||||||||
| 26,008 | FNMA POOL #0BE7913 | U.S. Government Securities | 23,820 | ||||||||||||||||||||
| 24,426 | FNMA POOL #0BE8280 | U.S. Government Securities | 23,734 | ||||||||||||||||||||
| 65,378 | FNMA POOL #0BE9612 | U.S. Government Securities | 61,303 | ||||||||||||||||||||
| 2,169,513 | FNMA POOL #0BF0535 | U.S. Government Securities | 1,796,575 | ||||||||||||||||||||
| 1,143,063 | FNMA POOL #0BF0546 | U.S. Government Securities | 946,573 | ||||||||||||||||||||
| 11,515,960 | FNMA POOL #0BF0578 | U.S. Government Securities | 9,536,342 | ||||||||||||||||||||
| 1,162,651 | FNMA POOL #0BF0598 | U.S. Government Securities | 962,789 | ||||||||||||||||||||
| 9,146,892 | FNMA POOL #0BF0618 | U.S. Government Securities | 7,574,518 | ||||||||||||||||||||
| 5,839,128 | FNMA POOL #0BF0619 | U.S. Government Securities | 4,835,345 | ||||||||||||||||||||
| 9,960,731 | FNMA POOL #0BF0653 | U.S. Government Securities | 8,248,481 | ||||||||||||||||||||
| 8,459,886 | FNMA POOL #0BF0672 | U.S. Government Securities | 7,005,605 | ||||||||||||||||||||
| 43,306 | FNMA POOL #0BH1251 | U.S. Government Securities | 41,750 | ||||||||||||||||||||
| 48,516 | FNMA POOL #0BH1228 | U.S. Government Securities | 46,757 | ||||||||||||||||||||
| 15,046 | FNMA POOL #0BH2269 | U.S. Government Securities | 14,491 | ||||||||||||||||||||
| 25,296 | FNMA POOL #0BH4224 | U.S. Government Securities | 23,870 | ||||||||||||||||||||
| 33,490 | FNMA POOL #0BH4896 | U.S. Government Securities | 32,934 | ||||||||||||||||||||
| 78,380 | FNMA POOL #0BH6011 | U.S. Government Securities | 73,484 | ||||||||||||||||||||
| 95,777 | FNMA POOL #0BH9884 | U.S. Government Securities | 89,365 | ||||||||||||||||||||
| 12,834 | FNMA POOL #0BJ2239 | U.S. Government Securities | 11,610 | ||||||||||||||||||||
| 39,173 | FNMA POOL #0BJ2403 | U.S. Government Securities | 36,672 | ||||||||||||||||||||
| 20,949 | FNMA POOL #0BJ5653 | U.S. Government Securities | 20,172 | ||||||||||||||||||||
| 87,285 | FNMA POOL #0BJ7195 | U.S. Government Securities | 86,094 | ||||||||||||||||||||
| 68,668 | FNMA POOL #0BK1766 | U.S. Government Securities | 64,842 | ||||||||||||||||||||
| 96,239 | FNMA POOL #0BK0916 | U.S. Government Securities | 96,731 | ||||||||||||||||||||
| 2,454,726 | FNMA POOL #0BK2144 | U.S. Government Securities | 2,054,695 | ||||||||||||||||||||
| 18,934 | FNMA POOL #0BK6899 | U.S. Government Securities | 18,290 | ||||||||||||||||||||
| 175,575 | FNMA POOL #0BK8202 | U.S. Government Securities | 132,852 | ||||||||||||||||||||
| 160,721 | FNMA POOL #0BK8385 | U.S. Government Securities | 121,612 | ||||||||||||||||||||
| 54,723 | FNMA POOL #0BM3138 | U.S. Government Securities | 52,722 | ||||||||||||||||||||
| 149,095 | FNMA POOL #0BM5804 | U.S. Government Securities | 149,619 | ||||||||||||||||||||
| 341,054 | FNMA POOL #0BN5403 | U.S. Government Securities | 335,662 | ||||||||||||||||||||
| 11,581 | FNMA POOL #0BP1638 | U.S. Government Securities | 11,043 | ||||||||||||||||||||
| 53,917 | FNMA POOL #0BP7820 | U.S. Government Securities | 48,918 | ||||||||||||||||||||
| 453,123 | FNMA POOL #0BP9265 | U.S. Government Securities | 389,551 | ||||||||||||||||||||
31
| 507,067 | FNMA POOL #0BP9298 | U.S. Government Securities | 436,341 | ||||||||||||||||||||
| 178,687 | FNMA POOL #0BQ0364 | U.S. Government Securities | 153,801 | ||||||||||||||||||||
| 119,638 | FNMA POOL #0BQ0375 | U.S. Government Securities | 102,988 | ||||||||||||||||||||
| 1,361,854 | FNMA POOL #0BQ1280 | U.S. Government Securities | 1,173,017 | ||||||||||||||||||||
| 6,305,618 | FNMA POOL #0BQ1274 | U.S. Government Securities | 5,427,404 | ||||||||||||||||||||
| 298,165 | FNMA POOL #0BQ4040 | U.S. Government Securities | 236,869 | ||||||||||||||||||||
| 146,080 | FNMA POOL #0BQ4041 | U.S. Government Securities | 122,274 | ||||||||||||||||||||
| 118,877 | FNMA POOL #0BQ5644 | U.S. Government Securities | 99,206 | ||||||||||||||||||||
| 169,816 | FNMA POOL #0BQ5771 | U.S. Government Securities | 138,897 | ||||||||||||||||||||
| 163,278 | FNMA POOL #0BQ6140 | U.S. Government Securities | 129,002 | ||||||||||||||||||||
| 1,125,820 | FNMA POOL #0BQ7559 | U.S. Government Securities | 920,806 | ||||||||||||||||||||
| 610,024 | FNMA POOL #0BQ7589 | U.S. Government Securities | 498,945 | ||||||||||||||||||||
| 990,031 | FNMA POOL #0BQ7604 | U.S. Government Securities | 809,757 | ||||||||||||||||||||
| 312,588 | FNMA POOL #0BQ7618 | U.S. Government Securities | 255,472 | ||||||||||||||||||||
| 1,935,960 | FNMA POOL #0BR0772 | U.S. Government Securities | 1,583,297 | ||||||||||||||||||||
| 1,115,839 | FNMA POOL #0BR0691 | U.S. Government Securities | 912,624 | ||||||||||||||||||||
| 2,346,585 | FNMA POOL #0BR3283 | U.S. Government Securities | 1,917,674 | ||||||||||||||||||||
| 401,525 | FNMA POOL #0BR7743 | U.S. Government Securities | 328,123 | ||||||||||||||||||||
| 352,460 | FNMA POOL #0BR7719 | U.S. Government Securities | 288,036 | ||||||||||||||||||||
| 574,202 | FNMA POOL #0BS6197 | U.S. Government Securities | 547,115 | ||||||||||||||||||||
| 35,000 | FNMA POOL #0BS6679 | U.S. Government Securities | 33,631 | ||||||||||||||||||||
| 108,426 | FNMA POOL #0BT8676 | U.S. Government Securities | 92,925 | ||||||||||||||||||||
| 1,030,298 | FNMA POOL #0BT9828 | U.S. Government Securities | 876,477 | ||||||||||||||||||||
| 469,801 | FNMA POOL #0BU8818 | U.S. Government Securities | 431,068 | ||||||||||||||||||||
| 476,869 | FNMA POOL #0BU9711 | U.S. Government Securities | 421,780 | ||||||||||||||||||||
| 245,841 | FNMA POOL #0BV2256 | U.S. Government Securities | 217,466 | ||||||||||||||||||||
| 402,669 | FNMA POOL #0BV5392 | U.S. Government Securities | 369,226 | ||||||||||||||||||||
| 403,032 | FNMA POOL #0BV4539 | U.S. Government Securities | 356,629 | ||||||||||||||||||||
| 510,024 | FNMA POOL #0BV8553 | U.S. Government Securities | 482,532 | ||||||||||||||||||||
| 705,936 | FNMA POOL #0BV9951 | U.S. Government Securities | 667,882 | ||||||||||||||||||||
| 436,931 | FNMA POOL #0BW6279 | U.S. Government Securities | 413,377 | ||||||||||||||||||||
| 3,352,845 | FNMA POOL #0BW6333 | U.S. Government Securities | 3,172,114 | ||||||||||||||||||||
| 1,728,983 | FNMA POOL #0BW9845 | U.S. Government Securities | 1,723,421 | ||||||||||||||||||||
| 191,451 | FNMA POOL #0BY1712 | U.S. Government Securities | 197,238 | ||||||||||||||||||||
| 267,139 | FNMA POOL #0BY1713 | U.S. Government Securities | 279,178 | ||||||||||||||||||||
| 611,117 | FNMA POOL #0BY1783 | U.S. Government Securities | 629,615 | ||||||||||||||||||||
| 558,064 | FNMA POOL #0BY1784 | U.S. Government Securities | 579,368 | ||||||||||||||||||||
| 94,339 | FNMA POOL #0BY4136 | U.S. Government Securities | 95,467 | ||||||||||||||||||||
| 272,865 | FNMA POOL #0BY4137 | U.S. Government Securities | 278,688 | ||||||||||||||||||||
| 124,105 | FNMA POOL #0BY4135 | U.S. Government Securities | 125,349 | ||||||||||||||||||||
| 422,053 | FNMA POOL #0BY4148 | U.S. Government Securities | 440,501 | ||||||||||||||||||||
| 139,337 | FNMA POOL #0BY4149 | U.S. Government Securities | 144,804 | ||||||||||||||||||||
| 93,375 | FNMA POOL #0BY5322 | U.S. Government Securities | 97,471 | ||||||||||||||||||||
| 89,044 | FNMA POOL #0BY5375 | U.S. Government Securities | 92,870 | ||||||||||||||||||||
| 39,774 | FNMA POOL #0BY5381 | U.S. Government Securities | 41,113 | ||||||||||||||||||||
| 378,590 | FNMA POOL #0BY8309 | U.S. Government Securities | 392,117 | ||||||||||||||||||||
| 193,186 | FNMA POOL #0BY8509 | U.S. Government Securities | 197,710 | ||||||||||||||||||||
| 145,946 | FNMA POOL #0BY8519 | U.S. Government Securities | 149,749 | ||||||||||||||||||||
| 225,844 | FNMA POOL #0BY8520 | U.S. Government Securities | 231,425 | ||||||||||||||||||||
| 552,606 | FNMA POOL #0BY8521 | U.S. Government Securities | 563,637 | ||||||||||||||||||||
| 696,280 | FNMA POOL #0BY8531 | U.S. Government Securities | 720,955 | ||||||||||||||||||||
| 825,717 | FNMA POOL #0BY8532 | U.S. Government Securities | 853,035 | ||||||||||||||||||||
| 184,412 | FNMA POOL #0BY9392 | U.S. Government Securities | 191,000 | ||||||||||||||||||||
| 67,931 | FNMA POOL #0CA4427 | U.S. Government Securities | 60,647 | ||||||||||||||||||||
| 520,393 | FNMA POOL #0CA4613 | U.S. Government Securities | 469,557 | ||||||||||||||||||||
| 1,134,981 | FNMA POOL #0CA4736 | U.S. Government Securities | 1,015,741 | ||||||||||||||||||||
| 5,432,225 | FNMA POOL #0CB3609 | U.S. Government Securities | 4,984,276 | ||||||||||||||||||||
| 71,471 | FNMA POOL #0CB3669 | U.S. Government Securities | 63,248 | ||||||||||||||||||||
| 5,432,763 | FNMA POOL #0CB3771 | U.S. Government Securities | 4,984,738 | ||||||||||||||||||||
| 1,263,246 | FNMA POOL #0CB3903 | U.S. Government Securities | 1,159,049 | ||||||||||||||||||||
| 3,212,402 | FNMA POOL #0CB6880 | U.S. Government Securities | 3,291,803 | ||||||||||||||||||||
| 381,923 | FNMA POOL #0FM3718 | U.S. Government Securities | 383,229 | ||||||||||||||||||||
32
| 186,356 | FNMA POOL #0FM5679 | U.S. Government Securities | 189,677 | ||||||||||||||||||||
| 2,515,018 | FNMA POOL #0FM5977 | U.S. Government Securities | 1,959,141 | ||||||||||||||||||||
| 23,982 | FNMA POOL #0FM6075 | U.S. Government Securities | 23,515 | ||||||||||||||||||||
| 2,684,527 | FNMA POOL #0FM9672 | U.S. Government Securities | 2,283,454 | ||||||||||||||||||||
| 28,811 | FNMA POOL #0FM9765 | U.S. Government Securities | 25,496 | ||||||||||||||||||||
| 248,767 | FNMA POOL #0FS6235 | U.S. Government Securities | 259,200 | ||||||||||||||||||||
| 3,197 | FNMA POOL #0906734 | U.S. Government Securities | 3,307 | ||||||||||||||||||||
| 179,929 | FNMA POOL #0MA2218 | U.S. Government Securities | 164,488 | ||||||||||||||||||||
| 22,758 | FNMA POOL #0MA2276 | U.S. Government Securities | 19,811 | ||||||||||||||||||||
| 43,700 | FNMA POOL #0MA2490 | U.S. Government Securities | 43,374 | ||||||||||||||||||||
| 23,775 | FNMA POOL #0MA3472 | U.S. Government Securities | 23,926 | ||||||||||||||||||||
| 59,118 | FNMA POOL #0MA2705 | U.S. Government Securities | 53,842 | ||||||||||||||||||||
| 136,659 | FNMA POOL #0MA2737 | U.S. Government Securities | 123,957 | ||||||||||||||||||||
| 22,136 | FNMA POOL #0MA3351 | U.S. Government Securities | 19,648 | ||||||||||||||||||||
| 98,882 | FNMA POOL #0MA3401 | U.S. Government Securities | 88,965 | ||||||||||||||||||||
| 40,831 | FNMA POOL #0MA3448 | U.S. Government Securities | 41,033 | ||||||||||||||||||||
| 1,331,579 | FNMA POOL #0MA4591 | U.S. Government Securities | 1,045,438 | ||||||||||||||||||||
| 4,113,188 | FNMA POOL #0MA4602 | U.S. Government Securities | 3,686,323 | ||||||||||||||||||||
| 516,862 | FHLMC POOL #RJ-0016 | U.S. Government Securities | 533,254 | ||||||||||||||||||||
| 505 | GNMA POOL #0587280 | U.S. Government Securities | 520 | ||||||||||||||||||||
| 519 | GNMA POOL #0379674 | U.S. Government Securities | 518 | ||||||||||||||||||||
| 58 | GNMA POOL #0413151 | U.S. Government Securities | 58 | ||||||||||||||||||||
| 142 | GNMA POOL #0486844 | U.S. Government Securities | 146 | ||||||||||||||||||||
| 138 | GNMA POOL #0530269 | U.S. Government Securities | 142 | ||||||||||||||||||||
| 86 | GNMA POOL #0563646 | U.S. Government Securities | 89 | ||||||||||||||||||||
| 468 | GNMA POOL #0780958 | U.S. Government Securities | 474 | ||||||||||||||||||||
| 22 | GNMA POOL #0781199 | U.S. Government Securities | 22 | ||||||||||||||||||||
| 246 | GNMA POOL #0675324 | U.S. Government Securities | 254 | ||||||||||||||||||||
| 4,267 | GNMA POOL #0675312 | U.S. Government Securities | 4,327 | ||||||||||||||||||||
| 30 | GNMA GTD REMIC P/T 13-H01 FA | U.S. Government Securities | 27 | ||||||||||||||||||||
| 518 | GNMA GTD REMIC P/T 13-H03 HA | U.S. Government Securities | 471 | ||||||||||||||||||||
| 433 | GNMA GTD REMIC P/T 13-H04 BA | U.S. Government Securities | 393 | ||||||||||||||||||||
| 5,157 | GNMA GTD REMIC P/T 13-H10 PA | U.S. Government Securities | 4,606 | ||||||||||||||||||||
| 216,631 | GNMA GTD REMIC P/T 15-H10 JA | U.S. Government Securities | 209,754 | ||||||||||||||||||||
| 324,000 | TENNESSEE VALLEY AUTH BD | U.S. Government Securities | 332,492 | ||||||||||||||||||||
| 555,000 | TENNESSEE VALLEY AUTH BD | U.S. Government Securities | 588,901 | ||||||||||||||||||||
| 458,000 | TENNESSEE VALLEY AUTH BD | U.S. Government Securities | 447,651 | ||||||||||||||||||||
| 1,540,000 | TENNESSEE VALLEY AUTH BD | U.S. Government Securities | 1,414,930 | ||||||||||||||||||||
| 735,000 | U S TREASURY BOND | U.S. Government Securities | 559,835 | ||||||||||||||||||||
| 12,680,000 | U S TREASURY BOND | U.S. Government Securities | 8,818,544 | ||||||||||||||||||||
| 19,850,000 | U S TREASURY BOND | U.S. Government Securities | 14,357,908 | ||||||||||||||||||||
| 11,665,000 | U S TREASURY BOND | U.S. Government Securities | 8,950,153 | ||||||||||||||||||||
| 7,290,000 | U S TREASURY BOND | U.S. Government Securities | 6,395,836 | ||||||||||||||||||||
| 19,325,000 | U S TREASURY BOND | U.S. Government Securities | 17,231,710 | ||||||||||||||||||||
| 17,445,000 | U S TREASURY BOND | U.S. Government Securities | 16,109,367 | ||||||||||||||||||||
| 4,090,000 | U S TREASURY BOND | U.S. Government Securities | 3,899,559 | ||||||||||||||||||||
| 5,490,000 | U S TREASURY BOND | U.S. Government Securities | 5,075,677 | ||||||||||||||||||||
| 14,930,000 | U S TREASURY BOND | U.S. Government Securities | 14,232,489 | ||||||||||||||||||||
| 120,000 | U S TREASURY BOND | U.S. Government Securities | 121,294 | ||||||||||||||||||||
| 2,355,000 | U S TREASURY BOND | U.S. Government Securities | 2,640,912 | ||||||||||||||||||||
| 30,400,000 | U S TREASURY NOTE | U.S. Government Securities | 27,839,750 | ||||||||||||||||||||
| 26,690,000 | U S TREASURY NOTE | U.S. Government Securities | 27,129,968 | ||||||||||||||||||||
| 10,810,000 | U S TREASURY NOTE | U.S. Government Securities | 10,482,744 | ||||||||||||||||||||
| 7,445,000 | U S TREASURY NOTE | U.S. Government Securities | 7,144,873 | ||||||||||||||||||||
| 20,020,000 | U S TREASURY NOTE | U.S. Government Securities | 19,994,975 | ||||||||||||||||||||
| 3,605,000 | U S TREASURY NOTE | U.S. Government Securities | 3,784,687 | ||||||||||||||||||||
| 3,340,000 | U S TREASURY NOTE | U.S. Government Securities | 3,311,819 | ||||||||||||||||||||
| 8,275,000 | U S TREASURY NOTE | U.S. Government Securities | 8,236,857 | ||||||||||||||||||||
| 2,793,733 | FHLMC MULTICLASS MTG | U.S. Government Securities | 2,818,546 | ||||||||||||||||||||
| 1,049 | GNMA II POOL #0765229 | U.S. Government Securities | 1,006 | ||||||||||||||||||||
| 238 | GNMA II POOL #0766529 | U.S. Government Securities | 227 | ||||||||||||||||||||
| 69 | GNMA II POOL #0766544 | U.S. Government Securities | 66 | ||||||||||||||||||||
33
| 50 | GNMA II POOL #0766566 | U.S. Government Securities | 48 | ||||||||||||||||||||
| 90,716 | GNMA II POOL #0771824 | U.S. Government Securities | 89,503 | ||||||||||||||||||||
| 3,458 | GNMA II POOL #0771800 | U.S. Government Securities | 3,445 | ||||||||||||||||||||
| 146,599 | GNMA II POOL #0771828 | U.S. Government Securities | 144,151 | ||||||||||||||||||||
| 60,710 | GNMA II POOL #0771829 | U.S. Government Securities | 59,850 | ||||||||||||||||||||
| 22,126 | GNMA II POOL #0798521 | U.S. Government Securities | 21,696 | ||||||||||||||||||||
| 11,737 | GNMA II POOL #0798526 | U.S. Government Securities | 11,588 | ||||||||||||||||||||
| 162 | GNMA II POOL #0AA7508 | U.S. Government Securities | 160 | ||||||||||||||||||||
| 44,851 | GNMA II POOL #0AB6552 | U.S. Government Securities | 44,244 | ||||||||||||||||||||
| 272 | GNMA II POOL #0AC0988 | U.S. Government Securities | 264 | ||||||||||||||||||||
| 139 | GNMA II POOL #0AC9906 | U.S. Government Securities | 136 | ||||||||||||||||||||
| 53,956 | GNMA II POOL #0AE0488 | U.S. Government Securities | 53,087 | ||||||||||||||||||||
| 58,672 | GNMA II POOL #0AF7339 | U.S. Government Securities | 57,954 | ||||||||||||||||||||
| 56,195 | GNMA II POOL #0AF7379 | U.S. Government Securities | 55,363 | ||||||||||||||||||||
| 129,744 | GNMA II POOL #0AH1236 | U.S. Government Securities | 127,475 | ||||||||||||||||||||
| 114,088 | GNMA II POOL #0AH1377 | U.S. Government Securities | 112,408 | ||||||||||||||||||||
| 167,583 | GNMA II POOL #0AK0201 | U.S. Government Securities | 165,176 | ||||||||||||||||||||
| 124,433 | GNMA II POOL #0AK8743 | U.S. Government Securities | 122,745 | ||||||||||||||||||||
| 126,160 | GNMA II POOL #0AL7424 | U.S. Government Securities | 124,386 | ||||||||||||||||||||
| 60,755 | GNMA II POOL #0AR6523 | U.S. Government Securities | 59,503 | ||||||||||||||||||||
| 135,176 | GNMA II POOL #0AR6570 | U.S. Government Securities | 132,681 | ||||||||||||||||||||
| 134,417 | GNMA II POOL #0AR7510 | U.S. Government Securities | 131,878 | ||||||||||||||||||||
| 306,300 | GNMA II POOL #0AS6008 | U.S. Government Securities | 299,614 | ||||||||||||||||||||
| 73,035 | GNMA II POOL #0AS5980 | U.S. Government Securities | 71,497 | ||||||||||||||||||||
| 63,871 | GNMA II POOL #0AS8942 | U.S. Government Securities | 62,834 | ||||||||||||||||||||
| 62,552 | GNMA II POOL #0AU1288 | U.S. Government Securities | 61,548 | ||||||||||||||||||||
| 62,896 | GNMA II POOL #0AU1850 | U.S. Government Securities | 61,775 | ||||||||||||||||||||
| 99,711 | GNMA II POOL #0AU3149 | U.S. Government Securities | 97,942 | ||||||||||||||||||||
| 128,324 | GNMA II POOL #0AW1858 | U.S. Government Securities | 125,843 | ||||||||||||||||||||
| 264,198 | GNMA II POOL #0AY2208 | U.S. Government Securities | 259,859 | ||||||||||||||||||||
| 210 | GNMA II POOL #0751415 | U.S. Government Securities | 207 | ||||||||||||||||||||
| 2,563 | GNMA II POOL #0756718 | U.S. Government Securities | 2,477 | ||||||||||||||||||||
| 396 | GNMA GTD REMIC P/T 15-H13 FL | U.S. Government Securities | 372 | ||||||||||||||||||||
| 22,814,780 | EB Temporary Investment Fund * | Common Collective Trust Fund | 22,814,780 | ||||||||||||||||||||
| Diversified Bond Fund Subtotal | $ | 1,297,791,793 | |||||||||||||||||||||
| International Equity Fund | American Funds, First Eagle, All Spring and Vanguard | Separately Managed Fund | |||||||||||||||||||||
| 6,317,654 | AMER FNDS EUROPAC GROW-R6 | Mutual Fund | $ | 345,575,665 | |||||||||||||||||||
| 15,123,635 | FIRST EAGLE OVERSEAS-R6 | Mutual Fund | 375,822,333 | ||||||||||||||||||||
| 16,609,396 | HARTFORD INTL VAL-R6 | Mutual Fund | 300,962,259 | ||||||||||||||||||||
| 3,229,904 | VANGUARD INTL GROWTH-ADM | Mutual Fund | 328,836,487 | ||||||||||||||||||||
| 5,939,080 | ALLSPRING EMRG MRK EQ-R6 | Mutual Fund | 150,139,941 | ||||||||||||||||||||
| Cash | Cash | (1,461) | |||||||||||||||||||||
| International Equity Fund Subtotal | $ | 1,501,335,224 | |||||||||||||||||||||
| Small Mid Cap Core Fund | Barron Discovery Strategy, DF Dent Mid Cap Growth, Snyder Capital Mgt Small/Mid Cap Value, MFS Mid Cap Value Equity | Separately Managed Fund | |||||||||||||||||||||
| 13,936 | 10X GENOMICS INC | Common Stock | $ | 779,859 | |||||||||||||||||||
| 15,087 | AAON INC | Common Stock | 1,114,477 | ||||||||||||||||||||
| 28,610 | ACADIA HEALTHCARE CO INC | Common Stock | 2,224,714 | ||||||||||||||||||||
| 16,127 | ACV AUCTIONS INC | Common Stock | 244,324 | ||||||||||||||||||||
| 123,710 | ADAPTHEALTH CORP | Common Stock | 901,846 | ||||||||||||||||||||
| 37,240 | ADVANCED ENERGY INDUSTRIES INC | Common Stock | 4,056,181 | ||||||||||||||||||||
| 48,566 | AES CORP/THE | Common Stock | 934,896 | ||||||||||||||||||||
| 5,182 | AGCO CORP | Common Stock | 629,147 | ||||||||||||||||||||
| 6,790 | AGILENT TECHNOLOGIES INC | Common Stock | 944,014 | ||||||||||||||||||||
34
| 10,438 | ALASKA AIR GROUP INC | Common Stock | 407,813 | ||||||||||||||||||||
| 33,642 | ALBERTSONS COS INC | Common Stock | 773,766 | ||||||||||||||||||||
| 67,018 | ALKAMI TECHNOLOGY INC | Common Stock | 1,625,187 | ||||||||||||||||||||
| 6,197 | ALLEGION PLC | Common Stock | 785,098 | ||||||||||||||||||||
| 10,795 | ALLEGRO MICROSYSTEMS INC | Common Stock | 326,765 | ||||||||||||||||||||
| 12,653 | ALLIANT ENERGY CORP | Common Stock | 649,099 | ||||||||||||||||||||
| 14,788 | AMERICAN INTERNATIONAL GROUP I | Common Stock | 1,001,887 | ||||||||||||||||||||
| 51,800 | AMERIS BANCORP | Common Stock | 2,747,990 | ||||||||||||||||||||
| 46,324 | AMETEK INC | Common Stock | 7,638,364 | ||||||||||||||||||||
| 72,457 | AMPHENOL CORP | Common Stock | 7,182,662 | ||||||||||||||||||||
| 9,900 | ANSYS INC | Common Stock | 3,592,512 | ||||||||||||||||||||
| 11,036 | APPFOLIO INC | Common Stock | 1,911,877 | ||||||||||||||||||||
| 8,260 | APTIV PLC | Common Stock | 741,087 | ||||||||||||||||||||
| 32,334 | ARAMARK | Common Stock | 908,585 | ||||||||||||||||||||
| 191,755 | ARCOS DORADOS HOLDINGS INC | Common Stock | 2,433,371 | ||||||||||||||||||||
| 6,359 | ARTHUR J GALLAGHER & CO | Common Stock | 1,430,012 | ||||||||||||||||||||
| 29,426 | ASGN INC | Common Stock | 2,829,898 | ||||||||||||||||||||
| 11,021 | ASHLAND INC | Common Stock | 929,181 | ||||||||||||||||||||
| 7,296 | ASSURANT INC | Common Stock | 1,229,303 | ||||||||||||||||||||
| 28,539 | ASSURED GUARANTY LTD | Common Stock | 2,135,573 | ||||||||||||||||||||
| 48,690 | ATI INC | Common Stock | 2,213,934 | ||||||||||||||||||||
| 4,354 | ATLASSIAN CORP | Common Stock | 1,035,642 | ||||||||||||||||||||
| 6,145 | ATMOS ENERGY CORP | Common Stock | 712,206 | ||||||||||||||||||||
| 4,564 | AVERY DENNISON CORP | Common Stock | 922,658 | ||||||||||||||||||||
| 2,135 | AVIS BUDGET GROUP INC | Common Stock | 378,450 | ||||||||||||||||||||
| 15,785 | AXON ENTERPRISE INC | Common Stock | 4,077,739 | ||||||||||||||||||||
| 60,564 | AXONICS INC | Common Stock | 3,768,898 | ||||||||||||||||||||
| 47,310 | BANK OF NT BUTTERFIELD & SON L | Common Stock | 1,514,393 | ||||||||||||||||||||
| 30,820 | BANK OZK | Common Stock | 1,535,761 | ||||||||||||||||||||
| 53,740 | BANNER CORP | Common Stock | 2,878,314 | ||||||||||||||||||||
| 26,650 | BELDEN INC | Common Stock | 2,058,713 | ||||||||||||||||||||
| 23,700 | BELLRING BRANDS INC | Common Stock | 1,313,691 | ||||||||||||||||||||
| 17,465 | BERRY GLOBAL GROUP INC | Common Stock | 1,176,966 | ||||||||||||||||||||
| 240,649 | BIGCOMMERCE HOLDINGS INC | Common Stock | 2,341,515 | ||||||||||||||||||||
| 2,798 | BIOGEN INC | Common Stock | 724,038 | ||||||||||||||||||||
| 51,536 | BIO-TECHNE CORP | Common Stock | 3,976,518 | ||||||||||||||||||||
| 57,132 | BIO-TECHNE CORP | Common Stock | 4,408,305 | ||||||||||||||||||||
| 4,987 | BJ'S WHOLESALE CLUB HOLDINGS I | Common Stock | 332,433 | ||||||||||||||||||||
| 53,781 | BOYD GAMING CORP | Common Stock | 3,367,228 | ||||||||||||||||||||
| 44,310 | BRIXMOR PROPERTY GROUP INC | Common Stock | 1,031,094 | ||||||||||||||||||||
| 69,880 | BROWN & BROWN INC | Common Stock | 4,969,167 | ||||||||||||||||||||
| 11,959 | BRUNSWICK CORP/DE | Common Stock | 1,157,033 | ||||||||||||||||||||
| 90,072 | BWX TECHNOLOGIES INC | Common Stock | 6,911,225 | ||||||||||||||||||||
| 58,971 | CABOT CORP | Common Stock | 4,924,079 | ||||||||||||||||||||
| 45,700 | CACTUS INC | Common Stock | 2,074,780 | ||||||||||||||||||||
| 36,501 | CARMAX INC | Common Stock | 2,801,087 | ||||||||||||||||||||
| 3,424 | CBOE GLOBAL MARKETS INC | Common Stock | 611,389 | ||||||||||||||||||||
| 64,330 | CBRE GROUP INC | Common Stock | 5,988,480 | ||||||||||||||||||||
| 7,837 | CENCORA INC | Common Stock | 1,609,563 | ||||||||||||||||||||
| 30,379 | CENTERPOINT ENERGY INC | Common Stock | 867,928 | ||||||||||||||||||||
| 70,406 | CERTARA INC | Common Stock | 1,238,442 | ||||||||||||||||||||
| 75,450 | CHAMPIONX CORP | Common Stock | 2,203,895 | ||||||||||||||||||||
| 22,095 | CHARLES RIVER LABORATORIES INT | Common Stock | 5,223,258 | ||||||||||||||||||||
| 22,593 | CHART INDUSTRIES INC | Common Stock | 3,080,104 | ||||||||||||||||||||
| 3,699 | CHECK POINT SOFTWARE TECHNOLOG | Common Stock | 565,170 | ||||||||||||||||||||
| 52,135 | CHEESECAKE FACTORY INC/THE | Common Stock | 1,825,246 | ||||||||||||||||||||
| 12,929 | CHESAPEAKE ENERGY CORP | Common Stock | 994,757 | ||||||||||||||||||||
| 41,896 | CHEWY INC | Common Stock | 990,002 | ||||||||||||||||||||
| 56,187 | CLEAN HARBORS INC | Common Stock | 9,805,193 | ||||||||||||||||||||
| 130,426 | CLEARWATER ANALYTICS HOLDINGS | Common Stock | 2,612,433 | ||||||||||||||||||||
| 19,873 | CMS ENERGY CORP | Common Stock | 1,154,025 | ||||||||||||||||||||
| 14,319 | COCA-COLA EUROPACIFIC PARTNERS | Common Stock | 955,650 | ||||||||||||||||||||
35
| 63,271 | COHERENT CORP | Common Stock | 2,754,187 | ||||||||||||||||||||
| 28,446 | COLUMBIA BANKING SYSTEM INC | Common Stock | 758,939 | ||||||||||||||||||||
| 156,770 | COMSTOCK RESOURCES INC | Common Stock | 1,387,415 | ||||||||||||||||||||
| 65,972 | COPART INC | Common Stock | 3,232,628 | ||||||||||||||||||||
| 90,680 | COPT DEFENSE PROPERTIES | Common Stock | 2,324,128 | ||||||||||||||||||||
| 39,117 | COREBRIDGE FINANCIAL INC | Common Stock | 847,274 | ||||||||||||||||||||
| 24,554 | CORNING INC | Common Stock | 747,669 | ||||||||||||||||||||
| 24,255 | CORTEVA INC | Common Stock | 1,162,300 | ||||||||||||||||||||
| 28,856 | COSTAR GROUP INC | Common Stock | 2,521,726 | ||||||||||||||||||||
| 163,669 | COUCHBASE INC | Common Stock | 3,685,826 | ||||||||||||||||||||
| 3,732 | CROWDSTRIKE HOLDINGS INC | Common Stock | 952,854 | ||||||||||||||||||||
| 10,058 | CROWN HOLDINGS INC | Common Stock | 926,241 | ||||||||||||||||||||
| 17,889 | CYBERARK SOFTWARE LTD | Common Stock | 3,918,585 | ||||||||||||||||||||
| 39,679 | DAYFORCE INC | Common Stock | 2,663,254 | ||||||||||||||||||||
| 270,072 | DEFINITIVE HEALTHCARE CORP | Common Stock | 2,684,516 | ||||||||||||||||||||
| 18,603 | DELTA AIR LINES INC | Common Stock | 748,399 | ||||||||||||||||||||
| 224,057 | DESPEGAR.COM CORP | Common Stock | 2,119,579 | ||||||||||||||||||||
| 9,264 | DIAMONDBACK ENERGY INC | Common Stock | 1,436,661 | ||||||||||||||||||||
| 6,941 | DISCOVER FINANCIAL SERVICES | Common Stock | 780,168 | ||||||||||||||||||||
| 46,402 | DOLBY LABORATORIES INC | Common Stock | 3,998,924 | ||||||||||||||||||||
| 5,573 | DOLLAR GENERAL CORP | Common Stock | 757,649 | ||||||||||||||||||||
| 11,970 | DOW INC | Common Stock | 656,435 | ||||||||||||||||||||
| 118,414 | DRAFTKINGS INC | Common Stock | 4,174,094 | ||||||||||||||||||||
| 56,485 | DUN & BRADSTREET HOLDINGS INC | Common Stock | 660,875 | ||||||||||||||||||||
| 16,840 | DUPONT DE NEMOURS INC | Common Stock | 1,295,501 | ||||||||||||||||||||
| 43,030 | DYNATRACE INC | Common Stock | 2,353,311 | ||||||||||||||||||||
| 14,159 | EAST WEST BANCORP INC | Common Stock | 1,018,740 | ||||||||||||||||||||
| 14,632 | EASTMAN CHEMICAL CO | Common Stock | 1,314,246 | ||||||||||||||||||||
| 4,624 | EATON CORP PLC | Common Stock | 1,113,552 | ||||||||||||||||||||
| 24,060 | ECOLAB INC | Common Stock | 4,772,301 | ||||||||||||||||||||
| 10,619 | EDISON INTERNATIONAL | Common Stock | 759,152 | ||||||||||||||||||||
| 30,451 | EDWARDS LIFESCIENCES CORP | Common Stock | 2,321,889 | ||||||||||||||||||||
| 152,040 | ELANCO ANIMAL HEALTH INC | Common Stock | 2,265,396 | ||||||||||||||||||||
| 5,419 | ELECTRONIC ARTS INC | Common Stock | 741,373 | ||||||||||||||||||||
| 25,222 | ENDAVA PLC | Common Stock | 1,963,533 | ||||||||||||||||||||
| 28,243 | ENDAVA PLC | Common Stock | 2,198,718 | ||||||||||||||||||||
| 13,792 | ENPRO INC | Common Stock | 2,161,758 | ||||||||||||||||||||
| 73,512 | ENTEGRIS INC | Common Stock | 8,808,208 | ||||||||||||||||||||
| 106,985 | ENVISTA HOLDINGS CORP | Common Stock | 2,574,059 | ||||||||||||||||||||
| 42,436 | EQUITABLE HOLDINGS INC | Common Stock | 1,413,119 | ||||||||||||||||||||
| 26,647 | ESAB CORP | Common Stock | 2,308,163 | ||||||||||||||||||||
| 38,080 | ESSENT GROUP LTD | Common Stock | 2,008,339 | ||||||||||||||||||||
| 3,797 | ESSEX PROPERTY TRUST INC | Common Stock | 941,428 | ||||||||||||||||||||
| 25,498 | ESTABLISHMENT LABS HOLDINGS IN | Common Stock | 660,143 | ||||||||||||||||||||
| 6,806 | EVERCORE INC | Common Stock | 1,164,166 | ||||||||||||||||||||
| 2,280 | EVEREST GROUP LTD | Common Stock | 806,162 | ||||||||||||||||||||
| 10,600 | EVERSOURCE ENERGY | Common Stock | 654,232 | ||||||||||||||||||||
| 32,710 | EVERTEC INC | Common Stock | 1,339,147 | ||||||||||||||||||||
| 9,348 | EXTRA SPACE STORAGE INC | Common Stock | 1,498,765 | ||||||||||||||||||||
| 47,574 | FASTENAL CO | Common Stock | 3,081,368 | ||||||||||||||||||||
| 43,904 | FIRST AMERICAN FINANCIAL CORP | Common Stock | 2,829,174 | ||||||||||||||||||||
| 61,946 | FIRST BUSEY CORP | Common Stock | 1,537,500 | ||||||||||||||||||||
| 83,070 | FIRST HAWAIIAN INC | Common Stock | 1,898,980 | ||||||||||||||||||||
| 44,298 | FLEX LTD | Common Stock | 1,349,317 | ||||||||||||||||||||
| 35,143 | FLOOR & DECOR HOLDINGS INC | Common Stock | 3,920,553 | ||||||||||||||||||||
| 15,225 | FLOOR & DECOR HOLDINGS INC | Common Stock | 1,698,501 | ||||||||||||||||||||
| 55,063 | FMC CORP | Common Stock | 3,471,722 | ||||||||||||||||||||
| 1,366 | FORTUNE BRANDS INNOVATIONS INC | Common Stock | 104,007 | ||||||||||||||||||||
| 9,267 | GENERAL MILLS INC | Common Stock | 603,652 | ||||||||||||||||||||
| 24,161 | GFL ENVIRONMENTAL INC | Common Stock | 833,796 | ||||||||||||||||||||
| 74,361 | GITLAB INC | Common Stock | 4,681,769 | ||||||||||||||||||||
| 60,463 | GLACIER BANCORP INC | Common Stock | 2,498,331 | ||||||||||||||||||||
36
| 5,813 | GLOBAL PAYMENTS INC | Common Stock | 738,251 | ||||||||||||||||||||
| 31,445 | GOOSEHEAD INSURANCE INC | Common Stock | 2,383,531 | ||||||||||||||||||||
| 32,152 | GRACO INC | Common Stock | 2,789,508 | ||||||||||||||||||||
| 50,042 | GRAPHIC PACKAGING HOLDING CO | Common Stock | 1,233,535 | ||||||||||||||||||||
| 23,644 | GUIDEWIRE SOFTWARE INC | Common Stock | 2,578,142 | ||||||||||||||||||||
| 31,953 | GUIDEWIRE SOFTWARE INC | Common Stock | 3,484,155 | ||||||||||||||||||||
| 20,172 | HALLIBURTON CO | Common Stock | 729,218 | ||||||||||||||||||||
| 135,299 | HALOZYME THERAPEUTICS INC | Common Stock | 5,000,651 | ||||||||||||||||||||
| 42,050 | HANCOCK WHITNEY CORP | Common Stock | 2,043,210 | ||||||||||||||||||||
| 5,430 | HANOVER INSURANCE GROUP INC/TH | Common Stock | 659,311 | ||||||||||||||||||||
| 23,453 | HARTFORD FINANCIAL SERVICES GR | Common Stock | 1,885,152 | ||||||||||||||||||||
| 89,120 | HAYWARD HOLDINGS INC | Common Stock | 1,212,032 | ||||||||||||||||||||
| 160,870 | HEALTHCARE REALTY TRUST INC | Common Stock | 2,771,790 | ||||||||||||||||||||
| 22,545 | HEICO CORP | Common Stock | 3,211,310 | ||||||||||||||||||||
| 24,294 | HEICO CORP | Common Stock | 3,460,437 | ||||||||||||||||||||
| 17,809 | HELEN OF TROY LTD | Common Stock | 2,151,505 | ||||||||||||||||||||
| 29,330 | HELIOS TECHNOLOGIES INC | Common Stock | 1,330,116 | ||||||||||||||||||||
| 25,959 | HENKEL AG & CO KGAA | Common Stock | 521,612 | ||||||||||||||||||||
| 67,474 | HENRY SCHEIN INC | Common Stock | 5,108,457 | ||||||||||||||||||||
| 3,540 | HESS CORP | Common Stock | 510,326 | ||||||||||||||||||||
| 30,866 | HEXCEL CORP | Common Stock | 2,276,368 | ||||||||||||||||||||
| 41,744 | HOST HOTELS & RESORTS INC | Common Stock | 812,756 | ||||||||||||||||||||
| 25,467 | HOWMET AEROSPACE INC | Common Stock | 1,378,274 | ||||||||||||||||||||
| 372,234 | HUNTINGTON BANCSHARES INC/OH | Common Stock | 4,734,816 | ||||||||||||||||||||
| 6,283 | HYATT HOTELS CORP | Common Stock | 819,366 | ||||||||||||||||||||
| 20,584 | ICHOR HOLDINGS LTD | Common Stock | 692,240 | ||||||||||||||||||||
| 3,256 | ICON PLC | Common Stock | 921,676 | ||||||||||||||||||||
| 28,325 | IDACORP INC | Common Stock | 2,784,914 | ||||||||||||||||||||
| 12,135 | IDEX CORP | Common Stock | 2,634,630 | ||||||||||||||||||||
| 14,753 | ILLUMINA INC | Common Stock | 2,054,208 | ||||||||||||||||||||
| 43,649 | INARI MEDICAL INC | Common Stock | 2,833,693 | ||||||||||||||||||||
| 335,521 | INDIE SEMICONDUCTOR INC | Common Stock | 2,721,075 | ||||||||||||||||||||
| 14,423 | INGERSOLL RAND INC | Common Stock | 1,115,475 | ||||||||||||||||||||
| 51,035 | INGEVITY CORP | Common Stock | 2,409,873 | ||||||||||||||||||||
| 11,635 | INGREDION INC | Common Stock | 1,262,747 | ||||||||||||||||||||
| 52,002 | INGREDION INC | Common Stock | 5,643,777 | ||||||||||||||||||||
| 71,180 | INTEGRA LIFESCIENCES HOLDINGS | Common Stock | 3,099,889 | ||||||||||||||||||||
| 10,218 | INTERNATIONAL FLAVORS & FRAGRA | Common Stock | 827,351 | ||||||||||||||||||||
| 28,044 | INTERNATIONAL GAME TECHNOLOGY | Common Stock | 768,686 | ||||||||||||||||||||
| 6,395 | INTUITIVE SURGICAL INC | Common Stock | 2,157,417 | ||||||||||||||||||||
| 9,004 | ITT INC | Common Stock | 1,074,357 | ||||||||||||||||||||
| 6,198 | JACOBS SOLUTIONS INC | Common Stock | 804,500 | ||||||||||||||||||||
| 3,706 | JB HUNT TRANSPORT SERVICES INC | Common Stock | 740,236 | ||||||||||||||||||||
| 21,604 | JOHNSON CONTROLS INTERNATIONAL | Common Stock | 1,245,255 | ||||||||||||||||||||
| 3,857 | JONES LANG LASALLE INC | Common Stock | 728,472 | ||||||||||||||||||||
| 22,020 | KBR INC | Common Stock | 1,220,128 | ||||||||||||||||||||
| 40,141 | KENVUE INC | Common Stock | 864,236 | ||||||||||||||||||||
| 16,938 | KEYSIGHT TECHNOLOGIES INC | Common Stock | 2,694,666 | ||||||||||||||||||||
| 9,334 | KINSALE CAPITAL GROUP INC | Common Stock | 3,126,050 | ||||||||||||||||||||
| 5,987 | KINSALE CAPITAL GROUP INC | Common Stock | 2,005,106 | ||||||||||||||||||||
| 31,495 | KIRBY CORP | Common Stock | 2,471,728 | ||||||||||||||||||||
| 11,774 | KNIGHT-SWIFT TRANSPORTATION HO | Common Stock | 678,771 | ||||||||||||||||||||
| 160,169 | KRATOS DEFENSE & SECURITY SOLU | Common Stock | 3,249,829 | ||||||||||||||||||||
| 4,831 | L3HARRIS TECHNOLOGIES INC | Common Stock | 1,017,505 | ||||||||||||||||||||
| 3,061 | LABORATORY CORP OF AMERICA HOL | Common Stock | 695,735 | ||||||||||||||||||||
| 14,266 | LEIDOS HOLDINGS INC | Common Stock | 1,544,152 | ||||||||||||||||||||
| 7,924 | LIBERTY BROADBAND CORP | Common Stock | 638,595 | ||||||||||||||||||||
| 114,170 | LIBERTY ENERGY INC | Common Stock | 2,071,044 | ||||||||||||||||||||
| 196,560 | LIBERTY LATIN AMERICA LTD | Common Stock | 1,436,854 | ||||||||||||||||||||
| 19,216 | LIBERTY MEDIA CORP-LIBERTY FOR | Common Stock | 1,114,144 | ||||||||||||||||||||
| 50,194 | LIBERTY MEDIA CORP-LIBERTY LIV | Common Stock | 1,876,754 | ||||||||||||||||||||
| 7,330 | LINCOLN ELECTRIC HOLDINGS INC | Common Stock | 1,593,982 | ||||||||||||||||||||
37
| 32,677 | LKQ CORP | Common Stock | 1,561,634 | ||||||||||||||||||||
| 99,018 | LKQ CORP | Common Stock | 4,732,070 | ||||||||||||||||||||
| 8,760 | M&T BANK CORP | Common Stock | 1,200,821 | ||||||||||||||||||||
| 109,258 | MARAVAI LIFESCIENCES HOLDINGS | Common Stock | 715,640 | ||||||||||||||||||||
| 13,813 | MARAVAI LIFESCIENCES HOLDINGS | Common Stock | 90,475 | ||||||||||||||||||||
| 2,545 | MARKEL GROUP INC | Common Stock | 3,613,646 | ||||||||||||||||||||
| 1,350 | MARKEL GROUP INC | Common Stock | 1,916,865 | ||||||||||||||||||||
| 16,648 | MARVELL TECHNOLOGY INC | Common Stock | 1,004,041 | ||||||||||||||||||||
| 16,708 | MASCO CORP | Common Stock | 1,119,102 | ||||||||||||||||||||
| 41,440 | MATTEL INC | Common Stock | 782,387 | ||||||||||||||||||||
| 83,505 | MERCURY SYSTEMS INC | Common Stock | 3,053,778 | ||||||||||||||||||||
| 5,293 | MID-AMERICA APARTMENT COMMUNIT | Common Stock | 711,697 | ||||||||||||||||||||
| 7,559 | MID-AMERICA APARTMENT COMMUNIT | Common Stock | 1,016,383 | ||||||||||||||||||||
| 73,552 | MONTROSE ENVIRONMENTAL GROUP I | Common Stock | 2,363,226 | ||||||||||||||||||||
| 7,561 | MOODY'S CORP | Common Stock | 2,953,024 | ||||||||||||||||||||
| 3,397 | MOTOROLA SOLUTIONS INC | Common Stock | 1,063,567 | ||||||||||||||||||||
| 126,485 | NATIONAL VISION HOLDINGS INC | Common Stock | 2,647,331 | ||||||||||||||||||||
| 241,461 | NAVITAS SEMICONDUCTOR CORP | Common Stock | 1,948,590 | ||||||||||||||||||||
| 56,845 | NEWELL BRANDS INC | Common Stock | 493,415 | ||||||||||||||||||||
| 93,653 | NNN REIT INC | Common Stock | 4,036,444 | ||||||||||||||||||||
| 3,328 | NORFOLK SOUTHERN CORP | Common Stock | 786,673 | ||||||||||||||||||||
| 58,690 | NORTHERN OIL & GAS INC | Common Stock | 2,175,638 | ||||||||||||||||||||
| 14,720 | NORTHERN TRUST CORP | Common Stock | 1,242,074 | ||||||||||||||||||||
| 13,594 | NOVA LTD | Common Stock | 1,867,680 | ||||||||||||||||||||
| 10,410 | NOVANTA INC | Common Stock | 1,753,148 | ||||||||||||||||||||
| 5,657 | NXP SEMICONDUCTORS NV | Common Stock | 1,299,300 | ||||||||||||||||||||
| 9,117 | OLD DOMINION FREIGHT LINE INC | Common Stock | 3,695,394 | ||||||||||||||||||||
| 55,112 | ON HOLDING AG | Common Stock | 1,486,371 | ||||||||||||||||||||
| 11,154 | ON SEMICONDUCTOR CORP | Common Stock | 931,694 | ||||||||||||||||||||
| 160,300 | OPENLANE INC | Common Stock | 2,374,043 | ||||||||||||||||||||
| 180,955 | OPENLANE INC | Common Stock | 2,679,944 | ||||||||||||||||||||
| 25,429 | ORGANON & CO | Common Stock | 366,686 | ||||||||||||||||||||
| 10,997 | PACCAR INC | Common Stock | 1,073,857 | ||||||||||||||||||||
| 65,378 | PAR TECHNOLOGY CORP | Common Stock | 2,846,558 | ||||||||||||||||||||
| 39,916 | PERMIAN RESOURCES CORP | Common Stock | 542,858 | ||||||||||||||||||||
| 97,296 | PG&E CORP | Common Stock | 1,754,247 | ||||||||||||||||||||
| 12,555 | PINNACLE WEST CAPITAL CORP | Common Stock | 901,951 | ||||||||||||||||||||
| 4,117 | PIONEER NATURAL RESOURCES CO | Common Stock | 925,831 | ||||||||||||||||||||
| 56,384 | PLAINS GP HOLDINGS LP | Common Stock | 899,325 | ||||||||||||||||||||
| 84,530 | PLYMOUTH INDUSTRIAL REIT INC | Common Stock | 2,034,637 | ||||||||||||||||||||
| 29,180 | POPULAR INC | Common Stock | 2,394,803 | ||||||||||||||||||||
| 46,120 | PORTLAND GENERAL ELECTRIC CO | Common Stock | 1,998,841 | ||||||||||||||||||||
| 23,016 | POST HOLDINGS INC | Common Stock | 2,026,789 | ||||||||||||||||||||
| 9,700 | PROSPERITY BANCSHARES INC | Common Stock | 656,981 | ||||||||||||||||||||
| 54,749 | PROSPERITY BANCSHARES INC | Common Stock | 3,708,150 | ||||||||||||||||||||
| 18,791 | PUBLIC SERVICE ENTERPRISE GROU | Common Stock | 1,149,070 | ||||||||||||||||||||
| 9,311 | PVH CORP | Common Stock | 1,137,059 | ||||||||||||||||||||
| 3,517 | QUALYS INC | Common Stock | 690,317 | ||||||||||||||||||||
| 4,519 | QUANTA SERVICES INC | Common Stock | 975,200 | ||||||||||||||||||||
| 12,843 | RAYMOND JAMES FINANCIAL INC | Common Stock | 1,431,995 | ||||||||||||||||||||
| 7,107 | RBC BEARINGS INC | Common Stock | 2,024,713 | ||||||||||||||||||||
| 37,674 | RED ROCK RESORTS INC | Common Stock | 2,009,154 | ||||||||||||||||||||
| 7,222 | REGAL REXNORD CORP | Common Stock | 1,069,000 | ||||||||||||||||||||
| 52,226 | REGIONS FINANCIAL CORP | Common Stock | 1,012,140 | ||||||||||||||||||||
| 16,554 | REPLIGEN CORP | Common Stock | 2,976,409 | ||||||||||||||||||||
| 17,523 | REPLIGEN CORP | Common Stock | 3,150,635 | ||||||||||||||||||||
| 5,227 | REPUBLIC SERVICES INC | Common Stock | 861,985 | ||||||||||||||||||||
| 122,360 | RETAIL OPPORTUNITY INVESTMENTS | Common Stock | 1,716,711 | ||||||||||||||||||||
| 77,850 | REVANCE THERAPEUTICS INC | Common Stock | 684,302 | ||||||||||||||||||||
| 4,943 | REVVITY INC | Common Stock | 540,319 | ||||||||||||||||||||
| 59,901 | REXFORD INDUSTRIAL REALTY INC | Common Stock | 3,360,446 | ||||||||||||||||||||
| 3,009 | RH | Common Stock | 877,063 | ||||||||||||||||||||
38
| 6,994 | ROSS STORES INC | Common Stock | 967,900 | ||||||||||||||||||||
| 158,660 | SAMSONITE INTERNATIONAL SA | Common Stock | 2,612,337 | ||||||||||||||||||||
| 4,089 | SBA COMMUNICATIONS CORP | Common Stock | 1,037,338 | ||||||||||||||||||||
| 8,090 | SEAGATE TECHNOLOGY HOLDINGS PL | Common Stock | 690,643 | ||||||||||||||||||||
| 13,343 | SEMPRA | Common Stock | 997,122 | ||||||||||||||||||||
| 17,774 | SENSATA TECHNOLOGIES HOLDING P | Common Stock | 667,769 | ||||||||||||||||||||
| 147,474 | SENTINELONE INC | Common Stock | 4,046,687 | ||||||||||||||||||||
| 28,830 | SHIFT4 PAYMENTS INC | Common Stock | 2,143,222 | ||||||||||||||||||||
| 87,021 | SILK ROAD MEDICAL INC | Common Stock | 1,067,748 | ||||||||||||||||||||
| 19,047 | SITEONE LANDSCAPE SUPPLY INC | Common Stock | 3,095,138 | ||||||||||||||||||||
| 9,369 | SITEONE LANDSCAPE SUPPLY INC | Common Stock | 1,522,463 | ||||||||||||||||||||
| 20,456 | SITIME CORP | Common Stock | 2,497,268 | ||||||||||||||||||||
| 125,920 | SIX FLAGS ENTERTAINMENT CORP | Common Stock | 3,158,074 | ||||||||||||||||||||
| 17,372 | SKECHERS USA INC | Common Stock | 1,082,970 | ||||||||||||||||||||
| 53,578 | SLM CORP | Common Stock | 1,024,411 | ||||||||||||||||||||
| 175,930 | SMARTRENT INC | Common Stock | 561,217 | ||||||||||||||||||||
| 55,191 | SMARTSHEET INC | Common Stock | 2,639,234 | ||||||||||||||||||||
| 36,720 | SPROUT SOCIAL INC | Common Stock | 2,256,077 | ||||||||||||||||||||
| 100,281 | SS&C TECHNOLOGIES HOLDINGS INC | Common Stock | 6,128,172 | ||||||||||||||||||||
| 18,973 | STAG INDUSTRIAL INC | Common Stock | 744,880 | ||||||||||||||||||||
| 8,032 | STANLEY BLACK & DECKER INC | Common Stock | 787,939 | ||||||||||||||||||||
| 65,130 | STERICYCLE INC | Common Stock | 3,227,843 | ||||||||||||||||||||
| 4,191 | STERIS PLC | Common Stock | 921,391 | ||||||||||||||||||||
| 16,256 | STERIS PLC | Common Stock | 3,573,882 | ||||||||||||||||||||
| 52,334 | STEVANATO GROUP SPA | Common Stock | 1,428,195 | ||||||||||||||||||||
| 7,367 | SUN COMMUNITIES INC | Common Stock | 984,600 | ||||||||||||||||||||
| 17,883 | SYNOPSYS INC | Common Stock | 9,208,136 | ||||||||||||||||||||
| 12,941 | TARGA RESOURCES CORP | Common Stock | 1,124,185 | ||||||||||||||||||||
| 6,837 | TE CONNECTIVITY LTD | Common Stock | 960,599 | ||||||||||||||||||||
| 25,131 | TECHNIPFMC PLC | Common Stock | 506,138 | ||||||||||||||||||||
| 2,799 | TELEFLEX INC | Common Stock | 697,903 | ||||||||||||||||||||
| 28,865 | TEREX CORP | Common Stock | 1,658,583 | ||||||||||||||||||||
| 20,057 | TEXAS ROADHOUSE INC | Common Stock | 2,451,567 | ||||||||||||||||||||
| 17,090 | TOLL BROTHERS INC | Common Stock | 1,756,681 | ||||||||||||||||||||
| 18,241 | TPG INC | Common Stock | 787,464 | ||||||||||||||||||||
| 3,623 | TRANSDIGM GROUP INC | Common Stock | 3,665,027 | ||||||||||||||||||||
| 9,328 | TRANSUNION | Common Stock | 640,927 | ||||||||||||||||||||
| 92,645 | TREEHOUSE FOODS INC | Common Stock | 3,840,135 | ||||||||||||||||||||
| 16,910 | TREX CO INC | Common Stock | 1,399,979 | ||||||||||||||||||||
| 2,192 | TYLER TECHNOLOGIES INC | Common Stock | 916,519 | ||||||||||||||||||||
| 143,699 | UGI CORP | Common Stock | 3,534,995 | ||||||||||||||||||||
| 50,593 | ULTRA CLEAN HOLDINGS INC | Common Stock | 1,727,245 | ||||||||||||||||||||
| 8,219 | UNIVERSAL HEALTH SERVICES INC | Common Stock | 1,252,904 | ||||||||||||||||||||
| 18,588 | US FOODS HOLDING CORP | Common Stock | 844,081 | ||||||||||||||||||||
| 72,320 | US FOODS HOLDING CORP | Common Stock | 3,284,051 | ||||||||||||||||||||
| 117,461 | UTZ BRANDS INC | Common Stock | 1,907,567 | ||||||||||||||||||||
| 7,480 | VALERO ENERGY CORP | Common Stock | 972,400 | ||||||||||||||||||||
| 76,518 | VARONIS SYSTEMS INC | Common Stock | 3,464,735 | ||||||||||||||||||||
| 59,080 | VARONIS SYSTEMS INC | Common Stock | 2,675,142 | ||||||||||||||||||||
| 22,383 | VEEVA SYSTEMS INC | Common Stock | 4,309,175 | ||||||||||||||||||||
| 57,543 | VERACYTE INC | Common Stock | 1,583,008 | ||||||||||||||||||||
| 44,541 | VERALTO CORP | Common Stock | 3,663,943 | ||||||||||||||||||||
| 20,150 | VF CORP | Common Stock | 378,820 | ||||||||||||||||||||
| 41,238 | VICI PROPERTIES INC | Common Stock | 1,314,667 | ||||||||||||||||||||
| 84,770 | VIPER ENERGY INC | Common Stock | 2,660,083 | ||||||||||||||||||||
| 85,110 | VITAL FARMS INC | Common Stock | 1,335,376 | ||||||||||||||||||||
| 14,844 | VOYA FINANCIAL INC | Common Stock | 1,083,018 | ||||||||||||||||||||
| 20,225 | VULCAN MATERIALS CO | Common Stock | 4,591,277 | ||||||||||||||||||||
| 4,511 | VULCAN MATERIALS CO | Common Stock | 1,024,042 | ||||||||||||||||||||
| 24,124 | WASTE CONNECTIONS INC | Common Stock | 3,600,989 | ||||||||||||||||||||
| 57,653 | WASTE CONNECTIONS INC | Common Stock | 8,605,863 | ||||||||||||||||||||
| 66,860 | WEBSTER FINANCIAL CORP | Common Stock | 3,393,814 | ||||||||||||||||||||
39
| 45,467 | WENDY'S CO/THE | Common Stock | 885,697 | ||||||||||||||||||||
| 12,539 | WESTINGHOUSE AIR BRAKE TECHNOL | Common Stock | 1,591,199 | ||||||||||||||||||||
| 20,161 | WESTROCK CO | Common Stock | 837,085 | ||||||||||||||||||||
| 5,171 | WILLIS TOWERS WATSON PLC | Common Stock | 1,247,245 | ||||||||||||||||||||
| 95,134 | WILLSCOT MOBILE MINI HOLDINGS | Common Stock | 4,233,463 | ||||||||||||||||||||
| 26,510 | WINTRUST FINANCIAL CORP | Common Stock | 2,458,803 | ||||||||||||||||||||
| 49,534 | WNS HOLDINGS LTD | Common Stock | 3,130,549 | ||||||||||||||||||||
| 25,386 | WOODWARD INC | Common Stock | 3,455,796 | ||||||||||||||||||||
| 6,833 | WORKIVA INC | Common Stock | 693,754 | ||||||||||||||||||||
| 15,174 | WP CAREY INC | Common Stock | 983,427 | ||||||||||||||||||||
| 11,267 | XPO INC | Common Stock | 986,877 | ||||||||||||||||||||
| 3,718 | ZEBRA TECHNOLOGIES CORP | Common Stock | 1,016,241 | ||||||||||||||||||||
| 6,578 | ZIMMER BIOMET HOLDINGS INC | Common Stock | 800,543 | ||||||||||||||||||||
| 64,095 | ZURN ELKAY WATER SOLUTIONS COR | Common Stock | 1,885,034 | ||||||||||||||||||||
| 10,475,899 | EB Temporary Investment Fund * | Common Collective Trust Fund | 10,475,899 | ||||||||||||||||||||
| Small Mid Cap Core Fund Subtotal | $ | 673,430,163 | |||||||||||||||||||||
| Large Cap Core Fund | Columbia Threadneedle, T. Rowe Price, Barrow Hanley, Wellington and MFS Growth Equity | Separately Managed Fund | |||||||||||||||||||||
| 22,659 | QURATE RETAIL INC | Common Stock | $ | 814,818 | |||||||||||||||||||
| 95,509 | AXIS CAPITAL HOLDINGS LTD | Common Stock | 5,288,333 | ||||||||||||||||||||
| 281,582 | AXALTA COATING SYSTEMS LTD | Common Stock | 9,565,341 | ||||||||||||||||||||
| 150,160 | ENBRIDGE INC | Common Stock | 5,408,763 | ||||||||||||||||||||
| 113,270 | SHARKNINJA INC | Common Stock | 5,796,026 | ||||||||||||||||||||
| 164,842 | CRH PLC | Common Stock | 11,400,473 | ||||||||||||||||||||
| 84,641 | MEDTRONIC PLC | Common Stock | 6,972,726 | ||||||||||||||||||||
| 34,730 | WILLIS TOWERS WATSON PLC | Common Stock | 8,376,876 | ||||||||||||||||||||
| 71,992 | APTIV PLC | Common Stock | 6,459,122 | ||||||||||||||||||||
| 123,980 | AERCAP HOLDINGS NV | Common Stock | 9,214,194 | ||||||||||||||||||||
| 29,420 | CHUBB LTD | Common Stock | 6,648,920 | ||||||||||||||||||||
| 78,202 | LIVANOVA PLC | Common Stock | 4,046,171 | ||||||||||||||||||||
| 90,922 | AECOM | Common Stock | 8,403,920 | ||||||||||||||||||||
| 31,783 | AIR PRODUCTS AND CHEMICALS INC | Common Stock | 8,702,185 | ||||||||||||||||||||
| 54,566 | ALLSTATE CORP/THE | Common Stock | 7,638,149 | ||||||||||||||||||||
| 70,368 | ALPHABET INC | Common Stock | 9,916,962 | ||||||||||||||||||||
| 96,666 | U-HAUL HOLDING CO | Common Stock | 6,809,153 | ||||||||||||||||||||
| 29,161 | AMERICAN EXPRESS CO | Common Stock | 5,463,022 | ||||||||||||||||||||
| 108,951 | AMERICAN INTERNATIONAL GROUP I | Common Stock | 7,381,430 | ||||||||||||||||||||
| 15,672 | ELEVANCE HEALTH INC | Common Stock | 7,390,288 | ||||||||||||||||||||
| 265,928 | ARAMARK | Common Stock | 7,472,577 | ||||||||||||||||||||
| 32,289 | AUTONATION INC | Common Stock | 4,849,162 | ||||||||||||||||||||
| 391,047 | AVANTOR INC | Common Stock | 8,927,603 | ||||||||||||||||||||
| 135,169 | BWX TECHNOLOGIES INC | Common Stock | 10,371,517 | ||||||||||||||||||||
| 21,053 | BERKSHIRE HATHAWAY INC | Common Stock | 7,508,763 | ||||||||||||||||||||
| 15,115 | BROADCOM INC | Common Stock | 16,872,119 | ||||||||||||||||||||
| 25,111 | CACI INTERNATIONAL INC | Common Stock | 8,132,448 | ||||||||||||||||||||
| 242,268 | CENTERPOINT ENERGY INC | Common Stock | 6,921,597 | ||||||||||||||||||||
| 112,212 | COGNIZANT TECHNOLOGY SOLUTIONS | Common Stock | 8,475,372 | ||||||||||||||||||||
| 176,784 | COMCAST CORP | Common Stock | 7,751,978 | ||||||||||||||||||||
| 156,686 | COPT DEFENSE PROPERTIES | Common Stock | 4,015,862 | ||||||||||||||||||||
| 135,097 | CUBESMART | Common Stock | 6,261,746 | ||||||||||||||||||||
| 68,447 | DUPONT DE NEMOURS INC | Common Stock | 5,265,628 | ||||||||||||||||||||
| 63,483 | ELECTRONIC ARTS INC | Common Stock | 8,685,109 | ||||||||||||||||||||
| 348,049 | ELEMENT SOLUTIONS INC | Common Stock | 8,053,854 | ||||||||||||||||||||
| 80,160 | ENTERGY CORP | Common Stock | 8,111,390 | ||||||||||||||||||||
| 254,652 | VESTIS CORP | Common Stock | 5,383,343 | ||||||||||||||||||||
| 190,923 | EXELON CORP | Common Stock | 6,854,136 | ||||||||||||||||||||
| 135,204 | FIDELITY NATIONAL INFORMATION | Common Stock | 8,121,704 | ||||||||||||||||||||
| 216,636 | HALLIBURTON CO | Common Stock | 7,831,391 | ||||||||||||||||||||
| 76,342 | HESS CORP | Common Stock | 11,005,463 | ||||||||||||||||||||
40
| 72,621 | HOWARD HUGHES HOLDINGS INC | Common Stock | 6,212,727 | ||||||||||||||||||||
| 11,885 | HUMANA INC | Common Stock | 5,441,072 | ||||||||||||||||||||
| 47,058 | JB HUNT TRANSPORT SERVICES INC | Common Stock | 9,399,365 | ||||||||||||||||||||
| 226,836 | JEFFERIES FINANCIAL GROUP INC | Common Stock | 9,166,443 | ||||||||||||||||||||
| 257,769 | KEURIG DR PEPPER INC | Common Stock | 8,588,863 | ||||||||||||||||||||
| 134,706 | KNIFE RIVER CORP | Common Stock | 8,914,843 | ||||||||||||||||||||
| 191,440 | LAS VEGAS SANDS CORP | Common Stock | 9,420,762 | ||||||||||||||||||||
| 19,080 | LITHIA MOTORS INC | Common Stock | 6,282,662 | ||||||||||||||||||||
| 42,600 | M&T BANK CORP | Common Stock | 5,839,608 | ||||||||||||||||||||
| 254,226 | MDU RESOURCES GROUP INC | Common Stock | 5,033,675 | ||||||||||||||||||||
| 66,958 | MERCK & CO INC | Common Stock | 7,299,761 | ||||||||||||||||||||
| 85,841 | MICROCHIP TECHNOLOGY INC | Common Stock | 7,741,141 | ||||||||||||||||||||
| 98,283 | ORACLE CORP | Common Stock | 10,361,977 | ||||||||||||||||||||
| 79,150 | PHILIP MORRIS INTERNATIONAL IN | Common Stock | 7,446,432 | ||||||||||||||||||||
| 65,197 | PHILLIPS 66 | Common Stock | 8,680,329 | ||||||||||||||||||||
| 99,912 | PINNACLE WEST CAPITAL CORP | Common Stock | 7,177,678 | ||||||||||||||||||||
| 43,150 | PIONEER NATURAL RESOURCES CO | Common Stock | 9,703,572 | ||||||||||||||||||||
| 215,275 | PLAINS GP HOLDINGS LP | Common Stock | 3,433,636 | ||||||||||||||||||||
| 19,050 | PUBLIC STORAGE | Common Stock | 5,810,250 | ||||||||||||||||||||
| 68,658 | QUALCOMM INC | Common Stock | 9,930,007 | ||||||||||||||||||||
| 58,638 | UNITED PARKS & RESORTS INC | Common Stock | 3,097,846 | ||||||||||||||||||||
| 69,701 | SKYWORKS SOLUTIONS INC | Common Stock | 7,835,786 | ||||||||||||||||||||
| 79,807 | STANLEY BLACK & DECKER INC | Common Stock | 7,829,067 | ||||||||||||||||||||
| 43,868 | T-MOBILE US INC | Common Stock | 7,033,356 | ||||||||||||||||||||
| 156,867 | US BANCORP | Common Stock | 6,789,204 | ||||||||||||||||||||
| 18,049 | UNITEDHEALTH GROUP INC | Common Stock | 9,502,257 | ||||||||||||||||||||
| 519,436 | VERTIV HOLDINGS CO | Common Stock | 24,948,511 | ||||||||||||||||||||
| 347,626 | VICI PROPERTIES INC | Common Stock | 11,082,317 | ||||||||||||||||||||
| 110,136 | WELLS FARGO & CO | Common Stock | 5,420,894 | ||||||||||||||||||||
| 92,261 | WYNN RESORTS LTD | Common Stock | 8,405,900 | ||||||||||||||||||||
| 1,252,141 | BARRICK GOLD CORP | Common Stock | 22,651,231 | ||||||||||||||||||||
| 553,876 | TECHNIPFMC PLC | Common Stock | 11,155,063 | ||||||||||||||||||||
| 1,673,650 | AES CORP/THE | Common Stock | 32,217,763 | ||||||||||||||||||||
| 188,521 | ALPHABET INC | Common Stock | 26,334,498 | ||||||||||||||||||||
| 431,898 | AMERICAN INTERNATIONAL GROUP I | Common Stock | 29,261,090 | ||||||||||||||||||||
| 51,481 | AMERICAN TOWER CORP | Common Stock | 11,113,718 | ||||||||||||||||||||
| 117,257 | APPLIED MATERIALS INC | Common Stock | 19,003,842 | ||||||||||||||||||||
| 965,817 | BANK OF AMERICA CORP | Common Stock | 32,519,058 | ||||||||||||||||||||
| 535,104 | BAXTER INTERNATIONAL INC | Common Stock | 20,687,121 | ||||||||||||||||||||
| 445,093 | BRISTOL-MYERS SQUIBB CO | Common Stock | 22,837,722 | ||||||||||||||||||||
| 120,372 | CIGNA GROUP/THE | Common Stock | 36,045,395 | ||||||||||||||||||||
| 583,546 | CSX CORP | Common Stock | 20,231,540 | ||||||||||||||||||||
| 64,681 | CATERPILLAR INC | Common Stock | 19,124,231 | ||||||||||||||||||||
| 300,227 | CENTENE CORP | Common Stock | 22,279,846 | ||||||||||||||||||||
| 105,375 | CHEVRON CORP | Common Stock | 15,717,735 | ||||||||||||||||||||
| 514,411 | CISCO SYSTEMS INC | Common Stock | 25,988,044 | ||||||||||||||||||||
| 442,701 | CITIGROUP INC | Common Stock | 22,772,539 | ||||||||||||||||||||
| 982,843 | CORNING INC | Common Stock | 29,927,569 | ||||||||||||||||||||
| 297,754 | FMC CORP | Common Stock | 18,773,390 | ||||||||||||||||||||
| 972,634 | FIRSTENERGY CORP | Common Stock | 35,656,762 | ||||||||||||||||||||
| 744,153 | FREEPORT-MCMORAN INC | Common Stock | 31,678,593 | ||||||||||||||||||||
| 41,948 | HUMANA INC | Common Stock | 19,204,214 | ||||||||||||||||||||
| 193,870 | JPMORGAN CHASE & CO | Common Stock | 32,977,287 | ||||||||||||||||||||
| 140,145 | LOWE'S COS INC | Common Stock | 31,189,270 | ||||||||||||||||||||
| 205,075 | MARATHON PETROLEUM CORP | Common Stock | 30,424,927 | ||||||||||||||||||||
| 306,215 | METLIFE INC | Common Stock | 20,249,998 | ||||||||||||||||||||
| 215,386 | MORGAN STANLEY | Common Stock | 20,084,745 | ||||||||||||||||||||
| 1,978,598 | PG&E CORP | Common Stock | 35,674,122 | ||||||||||||||||||||
| 335,289 | PHILIP MORRIS INTERNATIONAL IN | Common Stock | 31,543,989 | ||||||||||||||||||||
| 232,386 | QUALCOMM INC | Common Stock | 33,609,987 | ||||||||||||||||||||
| 1,540,837 | QURATE RETAIL INC | Common Stock | 1,349,003 | ||||||||||||||||||||
| 256,333 | RTX CORP | Common Stock | 21,567,859 | ||||||||||||||||||||
41
| 682,266 | SOUTHWEST AIRLINES CO | Common Stock | 19,703,842 | ||||||||||||||||||||
| 495,187 | TERADATA CORP | Common Stock | 21,545,586 | ||||||||||||||||||||
| 861,937 | VERIZON COMMUNICATIONS INC | Common Stock | 32,495,025 | ||||||||||||||||||||
| 605,139 | WELLS FARGO & CO | Common Stock | 29,784,942 | ||||||||||||||||||||
| 839,369 | WILLIAMS COS INC/THE | Common Stock | 29,235,222 | ||||||||||||||||||||
| 6,263 | CANADIAN PACIFIC KANSAS CITY L | Common Stock | 495,153 | ||||||||||||||||||||
| 46,723 | LVMH MOET HENNESSY LOUIS VUITT | Common Stock | 7,590,151 | ||||||||||||||||||||
| 5,088 | AON PLC | Common Stock | 1,480,710 | ||||||||||||||||||||
| 44,889 | EATON CORP PLC | Common Stock | 10,810,169 | ||||||||||||||||||||
| 9,197 | ICON PLC | Common Stock | 2,603,395 | ||||||||||||||||||||
| 33,167 | LINDE PLC | Common Stock | 13,622,019 | ||||||||||||||||||||
| 13,053 | STERIS PLC | Common Stock | 2,869,702 | ||||||||||||||||||||
| 25,806 | SPOTIFY TECHNOLOGY SA | Common Stock | 4,849,205 | ||||||||||||||||||||
| 4,050 | ARGENX SE | Common Stock | 1,540,742 | ||||||||||||||||||||
| 15,259 | ASML HOLDING NV | Common Stock | 11,549,842 | ||||||||||||||||||||
| 25,692 | TAIWAN SEMICONDUCTOR MANUFACTU | Common Stock | 2,671,968 | ||||||||||||||||||||
| 9,462 | ADOBE INC | Common Stock | 5,645,029 | ||||||||||||||||||||
| 13,795 | AGILENT TECHNOLOGIES INC | Common Stock | 1,917,919 | ||||||||||||||||||||
| 17,690 | AIR PRODUCTS AND CHEMICALS INC | Common Stock | 4,843,522 | ||||||||||||||||||||
| 94,692 | ALPHABET INC | Common Stock | 13,344,944 | ||||||||||||||||||||
| 337,163 | ALPHABET INC | Common Stock | 47,098,299 | ||||||||||||||||||||
| 323,331 | AMAZON.COM INC | Common Stock | 49,126,912 | ||||||||||||||||||||
| 55,346 | AMETEK INC | Common Stock | 9,126,002 | ||||||||||||||||||||
| 67,797 | AMPHENOL CORP | Common Stock | 6,720,717 | ||||||||||||||||||||
| 228,260 | APPLE INC | Common Stock | 43,946,898 | ||||||||||||||||||||
| 19,982 | APPLIED MATERIALS INC | Common Stock | 3,238,483 | ||||||||||||||||||||
| 13,328 | BECTON DICKINSON & CO | Common Stock | 3,249,766 | ||||||||||||||||||||
| 258,305 | BOSTON SCIENTIFIC CORP | Common Stock | 14,932,612 | ||||||||||||||||||||
| 17,176 | CME GROUP INC | Common Stock | 3,617,266 | ||||||||||||||||||||
| 49,350 | CADENCE DESIGN SYSTEMS INC | Common Stock | 13,441,460 | ||||||||||||||||||||
| 652 | CHIPOTLE MEXICAN GRILL INC | Common Stock | 1,491,098 | ||||||||||||||||||||
| 24,833 | COLGATE-PALMOLIVE CO | Common Stock | 1,979,438 | ||||||||||||||||||||
| 101,032 | COSTAR GROUP INC | Common Stock | 8,829,186 | ||||||||||||||||||||
| 12,534 | DATADOG INC | Common Stock | 1,521,377 | ||||||||||||||||||||
| 96,628 | META PLATFORMS INC | Common Stock | 34,202,447 | ||||||||||||||||||||
| 20,501 | ARTHUR J GALLAGHER & CO | Common Stock | 4,610,265 | ||||||||||||||||||||
| 14,348 | GARTNER INC | Common Stock | 6,472,526 | ||||||||||||||||||||
| 9,473 | HESS CORP | Common Stock | 1,365,628 | ||||||||||||||||||||
| 47,093 | HILTON WORLDWIDE HOLDINGS INC | Common Stock | 8,575,164 | ||||||||||||||||||||
| 94,733 | HOWMET AEROSPACE INC | Common Stock | 5,126,950 | ||||||||||||||||||||
| 14,977 | INTUIT INC | Common Stock | 9,361,074 | ||||||||||||||||||||
| 10,053 | KLA CORP | Common Stock | 5,843,809 | ||||||||||||||||||||
| 8,855 | KKR & CO INC | Common Stock | 733,637 | ||||||||||||||||||||
| 8,511 | LAM RESEARCH CORP | Common Stock | 6,666,326 | ||||||||||||||||||||
| 32,191 | LAS VEGAS SANDS CORP | Common Stock | 1,584,119 | ||||||||||||||||||||
| 24,323 | ESTEE LAUDER COS INC/THE | Common Stock | 3,557,239 | ||||||||||||||||||||
| 31,940 | ELI LILLY & CO | Common Stock | 18,618,465 | ||||||||||||||||||||
| 6,669 | LULULEMON ATHLETICA INC | Common Stock | 3,409,793 | ||||||||||||||||||||
| 20,505 | MSCI INC | Common Stock | 11,598,653 | ||||||||||||||||||||
| 6,133 | MARTIN MARIETTA MATERIALS INC | Common Stock | 3,059,815 | ||||||||||||||||||||
| 28,645 | MARVELL TECHNOLOGY INC | Common Stock | 1,727,580 | ||||||||||||||||||||
| 67,712 | MASTERCARD INC | Common Stock | 28,879,845 | ||||||||||||||||||||
| 289,323 | MICROSOFT CORP | Common Stock | 108,797,021 | ||||||||||||||||||||
| 1,878 | MOODY'S CORP | Common Stock | 733,472 | ||||||||||||||||||||
| 90,207 | NVIDIA CORP | Common Stock | 44,672,311 | ||||||||||||||||||||
| 5,792 | O'REILLY AUTOMOTIVE INC | Common Stock | 5,502,863 | ||||||||||||||||||||
| 3,111 | REGENERON PHARMACEUTICALS INC | Common Stock | 2,732,360 | ||||||||||||||||||||
| 13,030 | ROCKWELL AUTOMATION INC | Common Stock | 4,045,554 | ||||||||||||||||||||
| 18,996 | SERVICENOW INC | Common Stock | 13,420,484 | ||||||||||||||||||||
| 14,187 | SHERWIN-WILLIAMS CO/THE | Common Stock | 4,424,925 | ||||||||||||||||||||
| 22,252 | SYNOPSYS INC | Common Stock | 11,457,777 | ||||||||||||||||||||
| 23,465 | TAKE-TWO INTERACTIVE SOFTWARE | Common Stock | 3,776,692 | ||||||||||||||||||||
42
| 15,804 | THERMO FISHER SCIENTIFIC INC | Common Stock | 8,388,605 | ||||||||||||||||||||
| 29,048 | TRANSUNION | Common Stock | 1,995,888 | ||||||||||||||||||||
| 105,605 | UBER TECHNOLOGIES INC | Common Stock | 6,502,100 | ||||||||||||||||||||
| 3,586 | UNITEDHEALTH GROUP INC | Common Stock | 1,887,921 | ||||||||||||||||||||
| 10,772 | VEEVA SYSTEMS INC | Common Stock | 2,073,825 | ||||||||||||||||||||
| 52,437 | VERISK ANALYTICS INC | Common Stock | 12,525,102 | ||||||||||||||||||||
| 34,295 | VERTEX PHARMACEUTICALS INC | Common Stock | 13,954,293 | ||||||||||||||||||||
| 94,214 | VISA INC | Common Stock | 24,528,615 | ||||||||||||||||||||
| 60,432 | VULCAN MATERIALS CO | Common Stock | 13,718,668 | ||||||||||||||||||||
| 26,373 | ZOETIS INC | Common Stock | 5,205,239 | ||||||||||||||||||||
| 62,455 | SHOPIFY INC | Common Stock | 4,865,245 | ||||||||||||||||||||
| 32,467 | SEA LTD | Common Stock | 1,314,914 | ||||||||||||||||||||
| 44,805 | SCHLUMBERGER LTD | Common Stock | 2,331,652 | ||||||||||||||||||||
| 8,570 | LINDE PLC | Common Stock | 3,519,785 | ||||||||||||||||||||
| 137,894 | ADYEN NV | Common Stock | 1,776,075 | ||||||||||||||||||||
| 11,353 | ASML HOLDING NV | Common Stock | 8,593,313 | ||||||||||||||||||||
| 33,993 | CHUBB LTD | Common Stock | 7,682,418 | ||||||||||||||||||||
| 9,629 | TE CONNECTIVITY LTD | Common Stock | 1,352,875 | ||||||||||||||||||||
| 24,717 | TAIWAN SEMICONDUCTOR MANUFACTU | Common Stock | 2,570,568 | ||||||||||||||||||||
| 26,462 | ASTRAZENECA PLC | Common Stock | 1,782,216 | ||||||||||||||||||||
| 35,210 | ADVANCED MICRO DEVICES INC | Common Stock | 5,190,306 | ||||||||||||||||||||
| 1,742 | ALIGN TECHNOLOGY INC | Common Stock | 477,308 | ||||||||||||||||||||
| 344,672 | ALPHABET INC | Common Stock | 48,574,625 | ||||||||||||||||||||
| 76,555 | ALPHABET INC | Common Stock | 10,693,968 | ||||||||||||||||||||
| 397,457 | AMAZON.COM INC | Common Stock | 60,389,617 | ||||||||||||||||||||
| 6,608 | ELEVANCE HEALTH INC | Common Stock | 3,116,068 | ||||||||||||||||||||
| 389,182 | APPLE INC | Common Stock | 74,929,210 | ||||||||||||||||||||
| 11,964 | ATLASSIAN CORP | Common Stock | 2,845,757 | ||||||||||||||||||||
| 19,944 | BILL HOLDINGS INC | Common Stock | 1,627,231 | ||||||||||||||||||||
| 1,968 | BOOKING HOLDINGS INC | Common Stock | 6,980,929 | ||||||||||||||||||||
| 37,700 | CARVANA CO | Common Stock | 1,995,838 | ||||||||||||||||||||
| 3,117 | CHIPOTLE MEXICAN GRILL INC | Common Stock | 7,128,454 | ||||||||||||||||||||
| 2,464 | CINTAS CORP | Common Stock | 1,484,954 | ||||||||||||||||||||
| 23,801 | COLGATE-PALMOLIVE CO | Common Stock | 1,897,178 | ||||||||||||||||||||
| 34,893 | CONFLUENT INC | Common Stock | 816,496 | ||||||||||||||||||||
| 31,924 | CONSTELLATION ENERGY CORP | Common Stock | 3,731,596 | ||||||||||||||||||||
| 6,787 | CROWDSTRIKE HOLDINGS INC | Common Stock | 1,732,857 | ||||||||||||||||||||
| 20,013 | DANAHER CORP | Common Stock | 4,629,807 | ||||||||||||||||||||
| 12,961 | DATADOG INC | Common Stock | 1,573,206 | ||||||||||||||||||||
| 35,322 | DOLLAR GENERAL CORP | Common Stock | 4,802,026 | ||||||||||||||||||||
| 19,456 | DOORDASH INC | Common Stock | 1,924,004 | ||||||||||||||||||||
| 118,063 | META PLATFORMS INC | Common Stock | 41,789,579 | ||||||||||||||||||||
| 12,820 | FISERV INC | Common Stock | 1,703,009 | ||||||||||||||||||||
| 10,479 | FORTINET INC | Common Stock | 613,336 | ||||||||||||||||||||
| 30,674 | GE AEROSPACE | Common Stock | 3,914,923 | ||||||||||||||||||||
| 5,358 | GOLDMAN SACHS GROUP INC/THE | Common Stock | 2,066,956 | ||||||||||||||||||||
| 9,946 | HUMANA INC | Common Stock | 4,553,378 | ||||||||||||||||||||
| 13,956 | INTUIT INC | Common Stock | 8,722,919 | ||||||||||||||||||||
| 32,744 | INTUITIVE SURGICAL INC | Common Stock | 11,046,516 | ||||||||||||||||||||
| 1,609 | LAM RESEARCH CORP | Common Stock | 1,260,265 | ||||||||||||||||||||
| 37,654 | ELI LILLY & CO | Common Stock | 21,949,270 | ||||||||||||||||||||
| 7,478 | LULULEMON ATHLETICA INC | Common Stock | 3,823,427 | ||||||||||||||||||||
| 1,442 | MSCI INC | Common Stock | 815,667 | ||||||||||||||||||||
| 24,234 | MARSH & MCLENNAN COS INC | Common Stock | 4,591,616 | ||||||||||||||||||||
| 45,385 | MASTERCARD INC | Common Stock | 19,357,156 | ||||||||||||||||||||
| 276,553 | MICROSOFT CORP | Common Stock | 103,994,990 | ||||||||||||||||||||
| 29,100 | MONDELEZ INTERNATIONAL INC | Common Stock | 2,107,713 | ||||||||||||||||||||
| 10,516 | MONGODB INC | Common Stock | 4,299,467 | ||||||||||||||||||||
| 7,172 | MONOLITHIC POWER SYSTEMS INC | Common Stock | 4,523,954 | ||||||||||||||||||||
| 38,617 | MORGAN STANLEY | Common Stock | 3,601,035 | ||||||||||||||||||||
| 22,587 | NETFLIX INC | Common Stock | 10,997,159 | ||||||||||||||||||||
| 20,264 | NIKE INC | Common Stock | 2,200,062 | ||||||||||||||||||||
43
| 93,870 | NVIDIA CORP | Common Stock | 46,486,301 | ||||||||||||||||||||
| 7,159 | OLD DOMINION FREIGHT LINE INC | Common Stock | 2,901,757 | ||||||||||||||||||||
| 12,100 | PROCTER & GAMBLE CO/THE | Common Stock | 1,773,134 | ||||||||||||||||||||
| 10,252 | ROPER TECHNOLOGIES INC | Common Stock | 5,589,083 | ||||||||||||||||||||
| 34,914 | ROSS STORES INC | Common Stock | 4,831,748 | ||||||||||||||||||||
| 9,208 | S&P GLOBAL INC | Common Stock | 4,056,308 | ||||||||||||||||||||
| 41,978 | CHARLES SCHWAB CORP/THE | Common Stock | 2,888,086 | ||||||||||||||||||||
| 25,424 | SERVICENOW INC | Common Stock | 17,961,802 | ||||||||||||||||||||
| 11,097 | SHERWIN-WILLIAMS CO/THE | Common Stock | 3,461,154 | ||||||||||||||||||||
| 8,106 | SNOWFLAKE INC | Common Stock | 1,613,094 | ||||||||||||||||||||
| 14,127 | STRYKER CORP | Common Stock | 4,230,471 | ||||||||||||||||||||
| 17,488 | SYNOPSYS INC | Common Stock | 9,004,746 | ||||||||||||||||||||
| 36,517 | TJX COS INC/THE | Common Stock | 3,425,660 | ||||||||||||||||||||
| 46,749 | T-MOBILE US INC | Common Stock | 7,495,267 | ||||||||||||||||||||
| 4,236 | TELEFLEX INC | Common Stock | 1,056,204 | ||||||||||||||||||||
| 74,104 | TESLA INC | Common Stock | 18,413,362 | ||||||||||||||||||||
| 9,670 | TEXAS INSTRUMENTS INC | Common Stock | 1,648,348 | ||||||||||||||||||||
| 16,570 | THERMO FISHER SCIENTIFIC INC | Common Stock | 8,795,190 | ||||||||||||||||||||
| 1,952 | TRANSDIGM GROUP INC | Common Stock | 1,974,643 | ||||||||||||||||||||
| 45,551 | UNITEDHEALTH GROUP INC | Common Stock | 23,981,235 | ||||||||||||||||||||
| 8,164 | VEEVA SYSTEMS INC | Common Stock | 1,571,733 | ||||||||||||||||||||
| 6,899 | VERALTO CORP | Common Stock | 567,512 | ||||||||||||||||||||
| 92,314 | VISA INC | Common Stock | 24,033,950 | ||||||||||||||||||||
| 22,032 | ZOETIS INC | Common Stock | 4,348,456 | ||||||||||||||||||||
| 69,907 | ARCH CAPITAL GROUP LTD | Common Stock | 5,191,993 | ||||||||||||||||||||
| 94,856 | SCHLUMBERGER LTD | Common Stock | 4,936,306 | ||||||||||||||||||||
| 24,737 | ACCENTURE PLC | Common Stock | 8,680,461 | ||||||||||||||||||||
| 132,429 | JOHNSON CONTROLS INTERNATIONAL | Common Stock | 7,633,208 | ||||||||||||||||||||
| 40,763 | CHUBB LTD | Common Stock | 9,212,438 | ||||||||||||||||||||
| 89,502 | ABBOTT LABORATORIES | Common Stock | 9,851,485 | ||||||||||||||||||||
| 52,044 | ADVANCED MICRO DEVICES INC | Common Stock | 7,671,806 | ||||||||||||||||||||
| 50,727 | ALPHABET INC | Common Stock | 7,148,956 | ||||||||||||||||||||
| 221,841 | ALPHABET INC | Common Stock | 30,988,969 | ||||||||||||||||||||
| 237,782 | AMAZON.COM INC | Common Stock | 36,128,597 | ||||||||||||||||||||
| 63,130 | AMERICAN ELECTRIC POWER CO INC | Common Stock | 5,127,419 | ||||||||||||||||||||
| 45,241 | AMERICAN EXPRESS CO | Common Stock | 8,475,449 | ||||||||||||||||||||
| 57,670 | AMETEK INC | Common Stock | 9,509,206 | ||||||||||||||||||||
| 228,101 | APPLE INC | Common Stock | 43,916,286 | ||||||||||||||||||||
| 2,485 | AUTOZONE INC | Common Stock | 6,425,241 | ||||||||||||||||||||
| 29,107 | AVALONBAY COMMUNITIES INC | Common Stock | 5,449,413 | ||||||||||||||||||||
| 319,794 | BANK OF AMERICA CORP | Common Stock | 10,767,464 | ||||||||||||||||||||
| 180,864 | BOSTON SCIENTIFIC CORP | Common Stock | 10,455,748 | ||||||||||||||||||||
| 14,065 | BROADCOM INC | Common Stock | 15,700,056 | ||||||||||||||||||||
| 35,867 | BUILDERS FIRSTSOURCE INC | Common Stock | 5,987,637 | ||||||||||||||||||||
| 31,492 | CDW CORP/DE | Common Stock | 7,158,761 | ||||||||||||||||||||
| 52,781 | CONOCOPHILLIPS | Common Stock | 6,126,291 | ||||||||||||||||||||
| 35,544 | CONSTELLATION BRANDS INC | Common Stock | 8,592,762 | ||||||||||||||||||||
| 34,496 | DANAHER CORP | Common Stock | 7,980,305 | ||||||||||||||||||||
| 26,652 | DEERE & CO | Common Stock | 10,657,335 | ||||||||||||||||||||
| 28,625 | DIAMONDBACK ENERGY INC | Common Stock | 4,439,165 | ||||||||||||||||||||
| 81,686 | DUKE ENERGY CORP | Common Stock | 7,926,809 | ||||||||||||||||||||
| 64,824 | EOG RESOURCES INC | Common Stock | 7,840,463 | ||||||||||||||||||||
| 66,169 | EVERSOURCE ENERGY | Common Stock | 4,083,951 | ||||||||||||||||||||
| 66,960 | META PLATFORMS INC | Common Stock | 23,701,162 | ||||||||||||||||||||
| 45,072 | HOLOGIC INC | Common Stock | 3,220,394 | ||||||||||||||||||||
| 32,808 | ILLINOIS TOOL WORKS INC | Common Stock | 8,593,728 | ||||||||||||||||||||
| 12,108 | INTUIT INC | Common Stock | 7,567,863 | ||||||||||||||||||||
| 108,593 | JPMORGAN CHASE & CO | Common Stock | 18,471,669 | ||||||||||||||||||||
| 15,854 | KLA CORP | Common Stock | 9,215,930 | ||||||||||||||||||||
| 57,536 | ESTEE LAUDER COS INC/THE | Common Stock | 8,414,640 | ||||||||||||||||||||
| 26,369 | ELI LILLY & CO | Common Stock | 15,371,017 | ||||||||||||||||||||
| 38,689 | MARRIOTT INTERNATIONAL INC/MD | Common Stock | 8,724,756 | ||||||||||||||||||||
44
| 35,589 | MASTERCARD INC | Common Stock | 15,179,064 | ||||||||||||||||||||
| 31,691 | MCDONALD'S CORP | Common Stock | 9,396,698 | ||||||||||||||||||||
| 98,837 | MERCK & CO INC | Common Stock | 10,775,210 | ||||||||||||||||||||
| 150,889 | MICROSOFT CORP | Common Stock | 56,740,300 | ||||||||||||||||||||
| 150,700 | MONSTER BEVERAGE CORP | Common Stock | 8,681,827 | ||||||||||||||||||||
| 120,035 | MORGAN STANLEY | Common Stock | 11,193,264 | ||||||||||||||||||||
| 20,918 | NETFLIX INC | Common Stock | 10,184,556 | ||||||||||||||||||||
| 86,748 | NIKE INC | Common Stock | 9,418,230 | ||||||||||||||||||||
| 32,420 | NORDSON CORP | Common Stock | 8,564,067 | ||||||||||||||||||||
| 56,702 | NVIDIA CORP | Common Stock | 28,079,964 | ||||||||||||||||||||
| 126,750 | PG&E CORP | Common Stock | 2,285,303 | ||||||||||||||||||||
| 52,214 | PPG INDUSTRIES INC | Common Stock | 7,808,604 | ||||||||||||||||||||
| 20,349 | PALO ALTO NETWORKS INC | Common Stock | 6,000,513 | ||||||||||||||||||||
| 33,621 | PHILLIPS 66 | Common Stock | 4,476,300 | ||||||||||||||||||||
| 99,047 | PROCTER & GAMBLE CO/THE | Common Stock | 14,514,347 | ||||||||||||||||||||
| 59,120 | PROGRESSIVE CORP/THE | Common Stock | 9,416,634 | ||||||||||||||||||||
| 67,985 | PROLOGIS INC | Common Stock | 9,062,401 | ||||||||||||||||||||
| 96,795 | RTX CORP | Common Stock | 8,144,331 | ||||||||||||||||||||
| 6,745 | REGENERON PHARMACEUTICALS INC | Common Stock | 5,924,066 | ||||||||||||||||||||
| 37,848 | SALESFORCE INC | Common Stock | 9,959,323 | ||||||||||||||||||||
| 105,408 | CHARLES SCHWAB CORP/THE | Common Stock | 7,252,070 | ||||||||||||||||||||
| 24,289 | SHERWIN-WILLIAMS CO/THE | Common Stock | 7,575,739 | ||||||||||||||||||||
| 90,595 | TJX COS INC/THE | Common Stock | 8,498,717 | ||||||||||||||||||||
| 19,742 | TESLA INC | Common Stock | 4,905,492 | ||||||||||||||||||||
| 47,114 | TEXAS INSTRUMENTS INC | Common Stock | 8,031,052 | ||||||||||||||||||||
| 16,116 | THERMO FISHER SCIENTIFIC INC | Common Stock | 8,554,212 | ||||||||||||||||||||
| 36,142 | UNITEDHEALTH GROUP INC | Common Stock | 19,027,679 | ||||||||||||||||||||
| 20,325 | VERTEX PHARMACEUTICALS INC | Common Stock | 8,270,039 | ||||||||||||||||||||
| 27,749 | WORKDAY INC | Common Stock | 7,660,389 | ||||||||||||||||||||
| 140,793 | ZOOMINFO TECHNOLOGIES INC | Common Stock | 2,603,263 | ||||||||||||||||||||
| Cash | Cash | 332 | |||||||||||||||||||||
| 43,026,630 | EB Temporary Investment Fund * | Common Collective Trust Fund | 43,026,630 | ||||||||||||||||||||
| Large Cap Core Fund Subtotal | $ | 3,739,835,269 | |||||||||||||||||||||
| Notes receivable from participants | Prime rate as of the month end prior to loan request date plus 1% | $ | 402,252,310 | ||||||||||||||||||||
| Total Assets Held in the Plan | $ | 27,519,545,182 | |||||||||||||||||||||
*Party-in-interest
**Represents fair value for all investments.
45
Exhibits
Exhibits to this Form 11-K are as follows:
INDEX TO EXHIBITS
| Exhibit | Description | |||||||
| 23.1 | ||||||||
46
SIGNATURES
The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
| CVS HEALTH FUTURE FUND 401(k) PLAN | |||||||||||
| Date: | June 20, 2024 | By: | /s/ JAMES D. CLARK | ||||||||
| James D. Clark | |||||||||||
| Senior Vice President, Controller and Chief Accounting Officer | |||||||||||