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, 2022 and 2021, 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, 2022 and 2021, 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, 2022, (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 27, 2023
1
CVS HEALTH FUTURE FUND 401(k) PLAN
Statements of Net Assets Available for Benefits
December 31, 2022 and 2021
2022
2021
Assets:
Investments at fair value:
Cash
$
—
$
5,942
Mutual funds (Note 2 (b))
7,330,930,377
8,854,788,000
Common stock (Note 2 (b))
4,823,814,048
6,324,137,708
Corporate bonds (Note 2 (b))
450,154,522
564,198,024
U.S. government securities (Note 2 (b))
672,898,926
663,368,441
Other securities (Note 2 (b))
35,660,085
45,847,002
Common collective trust funds (Note 2 (b))
7,517,414,749
8,951,440,390
Total investments at fair value
20,830,872,707
25,403,785,507
Fully benefit-responsive investments at contract value:
Total fully benefit-responsive investments at contract value
3,061,558,035
2,909,717,279
Total investments
23,892,430,742
28,313,502,786
Receivables:
Interest and dividends (Note 2 (f))
11,436,998
9,207,147
Notes receivable from participants (Note 2 (h) and Note 4)
378,413,242
365,058,309
Employer contributions
18,496,980
18,603,721
Employee contributions
32,949,230
32,408,245
Pending securities settlements (Note 2 (g))
80,076,199
—
Total receivables
521,372,649
425,277,422
Total assets
24,413,803,391
28,738,780,208
Liabilities:
Accrued expenses and other liabilities
16,877,931
18,392,294
Pending securities settlements (Note 2 (g))
—
108,109,268
Total liabilities
16,877,931
126,501,562
Net assets available for benefits
$
24,396,925,460
$
28,612,278,646
See accompanying notes to financial statements.
2
CVS HEALTH FUTURE FUND 401(k) PLAN
Statements of Changes in Net Assets Available for Benefits
Years Ended December 31, 2022 and 2021
2022
2021
Investment activity:
Interest and dividend income (Note 2 (f))
$
345,466,373
$
352,165,242
Net appreciation (depreciation) in value of investments (Note 2 (f))
(4,487,326,458)
3,609,317,183
Total investment activity
(4,141,860,085)
3,961,482,425
Participant loan interest (Note 4)
16,609,964
16,635,090
Contributions:
Employer contributions (Note 1 (c))
540,433,376
541,297,167
Employee contributions (Note 1 (c))
1,042,931,468
1,000,119,852
Rollovers
120,031,811
100,835,675
Total contributions
1,703,396,655
1,642,252,694
Deductions:
Benefits paid to participants (Notes 1 (f) and 2 (c))
1,755,842,802
1,846,647,599
Administrative expenses (Note 1 (g))
37,656,918
40,400,906
Total deductions
1,793,499,720
1,887,048,505
Net increase (decrease) in net assets for the year
(4,215,353,186)
3,733,321,704
Net assets beginning of the year
28,612,278,646
24,878,956,942
Net assets end of the year
$
24,396,925,460
$
28,612,278,646
See accompanying notes to financial statements.
3
CVS HEALTH FUTURE FUND 401(k) PLAN
Notes to Financial Statements
Years Ended December 31, 2022 and 2021
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
Effective January 1, 2022, 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. Prior to January 1, 2022, eligible employees who had attained age 18 were able to participate in the Plan for purposes of making their own salary deferral contributions as of the first administratively feasible payroll date following 90 days of service.
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 $20,500 for 2022 and $19,500 for 2021. 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 $6,500 for each of 2022 and 2021.
4
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 the course of any calendar year after 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 $15,250 for 2022 and $14,500 for 2021.
(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. As of September 2021, all active accounts for participants became fully vested.
(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 2022 and 2021. Recordkeeping and Trustee’s fees were paid by the Plan for 2022 and 2021.
(h)Forfeitures
Upon termination of a participant’s employment, any unvested portion of the participant’s account is forfeited at the earlier of distribution or five years from the date of termination. The Plan formerly contained certain vesting schedules for Company matching contributions which could have led to forfeited matching contributions if a participant did not satisfy the criteria to vest the contributions upon the termination date. If a former participant resumed employment and eligibility in the Plan within five years of termination, any amounts previously forfeited were restored to the participant’s account, but remained subject to the vesting provisions of the Plan. Forfeitures during any plan year were applied as follows: (i) to restore amounts previously forfeited by participants but required to be reinstated upon resumption of employment; (ii) to pay administrative expenses of the Plan; or (iii) to the extent allowed by law, to reduce future Company contributions. If forfeitures for any plan year were insufficient to restore the required reinstated amounts, the Company would have contributed the balance required for that purpose.
There were no cash forfeitures required to be restored to participants upon resumption of employment in 2022 or 2021. The forfeitures for each year, if any, were applied either to pay administrative expenses of the Plan or fund matching contributions.
5
(i)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.
Global Equity Fund
The investment seeks long-term growth of capital; future income is a secondary objective. The fund normally invests in stocks of companies located around the world to take advantage of investment opportunities generated by changes in international trade patterns and economic and political relationships. In pursuing its primary investment objective, it invests primarily in common stocks that the investment adviser believes have the potential for growth. In pursuing its secondary objective, the fund invests in common stocks of companies with the potential to pay dividends in the future. Effective February 2, 2021, this fund was removed from the Plan’s investment options.
Growth & Income Fund
This fund seeks stocks that reflect value characteristics such as price/earnings and price/book ratios below the market through investment in high dividend yield stocks at discounted valuations. It is co-managed by Columbia Threadneedle (50%), Barrow Hanley (25%), and Mellon Capital (25%). Large value portfolios invest primarily in big U.S. companies that are less expensive or growing more slowly than other large cap stocks. Stocks in the top 70% of the capitalization of the U.S. equity market are defined as large cap. Value is defined based on low valuations (low price ratios and high dividend yields) and slow growth (low growth rates for earnings, sales, book value, and cash flow). Effective February 2, 2021, this fund was removed from the Plan’s investment options.
6
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 (30%), American Funds (30%), Vanguard (30%), 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. In 2021, Wells Fargo Asset Management commenced operations as Allspring Global Investments.
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
Effective February 2, 2021, this fund was added to the Plan’s investment options. 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 (25%), Barrow Hanley (15%), MFS (15%) and Wellington (20%).
Large Cap Growth Fund
This fund seeks stocks that reflect growth characteristics such as sales and earnings growth above the market through investment in positive momentum stocks and that will continue to beat investor expectations. It is co-managed by Columbus Circle (one-third), T. Rowe Price (one-third), and Mellon Capital (one-third) for Future Fund colleagues. Large growth portfolios invest primarily in big U.S. companies that are projected to grow faster than other large cap stocks. Stocks in the top 70% of the capitalization of the U.S. equity market are defined as large cap. Growth is defined based on fast growth (high growth rates for earnings, sales, book value, and cash flow) and high valuations (high price ratios and low dividend yields). Most of these portfolios focus on companies in rapidly expanding industries. Effective February 2, 2021, this fund was removed from the Plan’s investment options.
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 Growth Fund
The investment seeks to provide long-term capital appreciation. The fund invests mainly in the stocks of small companies. These companies are considered by the fund's advisors to have superior growth potential. Also, these
7
companies often provide little or no dividend income. Effective July 3, 2021, this fund was removed from the Plan’s investment options.
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
Effective July 3, 2021, this fund was added to the Plan’s investment options. 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 (20%), Baron Discovery Strategy (20%) and DF Dent Mid Cap Growth (20%).
Small Cap Value Fund
The fund seeks long-term growth by investing primarily in stocks of small- to medium-sized companies, which either are believed to offer superior earnings growth or appear to be undervalued. This fund may experience above-average share price volatility. The fund is co-managed by Dimensional Fund Advisors (50%), Sapience Investments (25%), and Vanguard (25%) for Future Fund colleagues. These small-blend portfolios favor U.S. firms at the smaller end of the market-capitalization range. Some aim to own an array of value and growth stocks while others employ a discipline that leads to holdings with valuations and growth rates close to the small-cap averages. Stocks in the bottom 10% of the capitalization of the U.S. equity market are defined as small cap. The blend style is assigned to portfolios where neither growth nor value characteristics predominate. Effective July 3, 2021, this fund was removed from the Plan’s investment options.
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.
Socially Responsible Fund
The investment seeks to track the performance of a benchmark index that measures the investment return of large and mid capitalization stocks and invests primarily in securities of companies that meet the fund's environmental, social
8
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.
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, 2022 and 2021 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).
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.
9
(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.
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, 2022 and 2021.
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) or investment manager pricing at measurement date (level 3).
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).
Synthetic GICs: These contracts meet the fully benefit-responsive investment contract criteria, and the underlying securities, collective funds, and wrapper contracts are reported at contract value.
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The market value of CVS Health common stock was $93.19 and $103.16 per share at December 31, 2022 and 2021, respectively. The following tables set forth by level, within the fair value hierarchy, the Plan’s assets at fair value as of December 31, 2022 and 2021:
December 31, 2022
Level 1
Level 2
Level 3
Total
Cash
$
—
$
—
$
—
$
—
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
December 31, 2021
Level 1
Level 2
Level 3
Total
Cash
$
5,942
$
—
$
—
$
5,942
Mutual funds
8,854,788,000
—
—
8,854,788,000
Common stock
6,324,137,708
—
—
6,324,137,708
Corporate bonds
—
533,534,162
30,663,862
564,198,024
U.S. government securities
269,636,544
393,731,897
—
663,368,441
Other securities
—
45,847,002
—
45,847,002
CCT funds
8,951,440,390
—
—
8,951,440,390
Total investments at fair value
$
24,400,008,584
$
973,113,061
$
30,663,862
25,403,785,507
Synthetic GICs
2,909,717,279
Total investments at contract value
2,909,717,279
Total investments
$
28,313,502,786
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 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, 2022 and 2021, the Plan’s 401(k)-related assets were allocated among the investment options discussed in Note 1(i) 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.
11
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, 2022, 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; in January 2021 the U.S. Department of Labor completed a routine audit for Plan years 2017 through 2019 and issued a no further action closing letter dated January 14, 2021.
8. Transactions with Parties-In-Interest
As of December 31, 2022 and 2021, 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, 2022 and 2021:
2022
2021
Net assets available for benefits per the financial statements
$
24,396,925,460
$
28,612,278,646
Adjustment from contract value to fair value for certain fully benefit-responsive investment contracts
(176,602,515)
88,132,209
Net assets available for benefits per the Form 5500
$
24,220,322,945
$
28,700,410,855
The following is a reconciliation of total income (loss) per the financial statements to total income (loss) per the Form 5500 for the year ended December 31, 2022 and 2021:
2022
2021
Total income (loss) per the financial statements
$
(2,421,853,466)
$
5,620,370,209
Net change on adjustment from contract value to fair value for certain fully benefit-responsive investment contracts
(264,734,724)
(42,624,664)
Total income (loss) per the Form 5500
$
(2,686,588,190)
$
5,577,745,545
12
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.
13
CVS HEALTH FUTURE FUND 401(k) PLAN
SUPPLEMENTAL SCHEDULE
Schedule H, Line 4i - Schedule of Assets (Held at End of Year)
December 31, 2022
Plan Number: 017 EIN 05-0494040
Fund
Par value /number of shares
Identity of issue
Description
Current Value**
Small Cap Index Fund
62,658,060
Vanguard Small Cap Index Fund
Mutual Fund
$
922,789,995
Mid Cap Index Fund
137,334,148
Vanguard Mid Cap Index Fund
Mutual Fund
2,155,528,799
International Equity Index Fund
184,298,979
Vanguard Developed Markets Index Fund Institutional Shares
Mutual Fund
2,340,744,288
Inflation-Protected Bond Fund
7,270,472
Vanguard Inflation-Protected Securities Admiral Fund
Mutual Fund
81,306,062
Socially Responsible Fund
4,800,573
Vanguard FTSE Social Index Fund
Mutual Fund
76,398,798
Core Equity Fund
300,730,894
Vanguard Institutional 500 Index Trust Fund
Common Collective Trust Fund
4,933,780,818
U.S. Bond Index Fund
225,127,933
Vanguard Total Bond Market Index Trust Fund
Common Collective Trust Fund
2,253,616,612
Real Asset Index Fund
12,904,141
Real Asset Index Fund
Common Collective Trust Fund
167,015,933
Emerging Markets Index Fund
54,084,440
Emerging Markets Index Fund
Mutual Fund
508,963,784
CVS Health Common Stock Fund
13,985,835
CVS Health Common Stock
CVS Health Corporation Common Stock
1,303,339,964
22,790,638
EB Temporary Investment Fund *
Common Collective Trust Fund
22,790,638
5,952,340
EB Temporary Investment Fund *
Common Collective Trust Fund
5,952,340
Stable Value Fund
Invesco Voya Core, Invesco Floating Portfolio
Separately Managed Fund
53,000
MORGAN STANLEY
Synthetic
$
41,476
82,000
MORGAN STANLEY
Synthetic
72,861
316,000
MORGAN STANLEY
Synthetic
288,937
113,000
MORGAN STANLEY
Synthetic
116,650
628,000
MORGAN STANLEY
Synthetic
658,021
184,000
MORGAN STANLEY
Synthetic
161,411
114,000
NATIONAL RURAL UTILITIES COOPE
Synthetic
105,726
115,000
SOUTHERN CO/THE
Synthetic
114,573
205,000
SOUTHERN CO/THE
Synthetic
165,528
24,583
TOWD POINT MORTGAGE 1 A1 144A
Synthetic
24,169
361,908
TOWD POINT MORTGAGE 4 A1 144A
Synthetic
336,047
65,000
TRUIST FINANCIAL CORP
Synthetic
57,584
7,412,841
UBS COMMERCIAL MORTGAGE C16 XA
Synthetic
460,532
171,000
US BANCORP
Synthetic
177,522
350,766
WFRBS COMMERCIAL MO C9 XA 144A
Synthetic
350,766
—
WF-RBS COMMERCIAL M C2 A4 144A
Synthetic
—
280,000
WFLD 2014-MONT MOR MONT B 144A
Synthetic
245,341
132,000
WELLS FARGO & CO
Synthetic
124,829
29,000
WELLS FARGO & CO
Synthetic
27,035
56,000
WELLS FARGO & CO
Synthetic
39,944
652,374
COMM 2012-CCRE4 MORTGAG CR4 XA
Synthetic
27
172,000
COMM 2013-CCRE13 MORTG CR13 A4
Synthetic
168,983
98,000
CAPITAL ONE FINANCIAL CORP
Synthetic
85,348
87,000
CAPITAL ONE FINANCIAL CORP
Synthetic
74,382
82,000
CAPITAL ONE FINANCIAL CORP
Synthetic
78,092
1,433
CHASE FUNDING TRUST SERI 5 2A2
Synthetic
1,348
150,000
CITIGROUP INC
Synthetic
137,758
84,000
CITIGROUP INC
Synthetic
76,641
112,000
CITIGROUP INC
Synthetic
97,150
232,000
CITIGROUP INC
Synthetic
220,528
25,000
COREBRIDGE FINANCIAL INC 144A
Synthetic
23,101
14
540,000
DBWF MORTGAGE TRUST LCM D 144A
Synthetic
413,767
320,000
DBJPM 2016-C3 MORTGA C3 D 144A
Synthetic
229,698
275,000
DISCOVER BANK
Synthetic
263,939
121,000
DOMINION ENERGY INC
Synthetic
105,875
77,000
DUKE ENERGY CORP
Synthetic
70,263
205,000
EXTENDED STAY AMERI ESH A 144A
Synthetic
199,086
—
FANNIE MAE CONNECTICUT C06 1M2
Synthetic
—
4,324
FHLMC POOL #1H-2548
Synthetic
4,364
7,378
FHLMC POOL #1H-2601
Synthetic
7,441
42,546
FHLMC POOL #2B-6384
Synthetic
41,256
59,089
FHLMC POOL #2B-6451
Synthetic
57,227
6,726,403
FNMA GTD REMIC P/T 19-M21 X2
Synthetic
516,002
—
FREDDIE MAC STRUCTURED DNA2 M2
Synthetic
—
23,078
FNMA GTD REMIC P/T 04-56 FE
Synthetic
22,810
269,580
FNMA GTD REMIC P/T 09-50 HZ
Synthetic
269,325
3,047
FNMA POOL #0826398
Synthetic
3,002
—
GSR MORTGAGE LOAN TRUST 5F 8A1
Synthetic
—
5,000
GOLDMAN SACHS GROUP INC/THE
Synthetic
4,320
244,000
GOLDMAN SACHS GROUP INC/THE
Synthetic
213,966
10,083
GNMA GTD REMIC P/T 10-123 IA
Synthetic
264
329,398
GNMA GTD REMIC P/T 13-97 AT
Synthetic
286,218
371,704
GNMA GTD REMIC P/T 19-H06 FD
Synthetic
358,393
74,000
JPMORGAN CHASE & CO
Synthetic
69,138
—
JP MORGAN CHASE COMMERC CBX XA
Synthetic
—
1,300,000
JPMBB COMMERCIAL MORTGAG C19 C
Synthetic
1,226,124
149,000
JPMORGAN CHASE & CO
Synthetic
142,034
149,000
JPMORGAN CHASE & CO
Synthetic
133,635
33,000
JPMORGAN CHASE & CO
Synthetic
31,098
413,000
JPMORGAN CHASE & CO
Synthetic
300,137
100,000
JPMORGAN CHASE & CO
Synthetic
87,438
163,000
JPMORGAN CHASE & CO
Synthetic
141,789
87,000
JPMORGAN CHASE & CO
Synthetic
66,548
113,000
JPMORGAN CHASE & CO
Synthetic
99,289
204,000
JPMORGAN CHASE & CO
Synthetic
170,378
375,000
JPMORGAN CHASE & CO
Synthetic
324,661
180,000
JPMORGAN CHASE & CO
Synthetic
142,278
46,000
JPMORGAN CHASE & CO
Synthetic
43,247
233,000
JPMORGAN CHASE & CO
Synthetic
210,771
70,000
JPMORGAN CHASE & CO
Synthetic
66,649
760,000
JPMCC COMMERCIAL MORTGAG JP6 C
Synthetic
621,201
982,000
MORGAN STANLEY CAPITAL BNK2 C
Synthetic
798,623
390,000
MORGAN STANLEY CAPITAL I L1 A4
Synthetic
368,591
97,000
MORGAN STANLEY
Synthetic
92,734
130,000
MORGAN STANLEY
Synthetic
120,804
102,000
MORGAN STANLEY
Synthetic
76,659
71,000
MORGAN STANLEY
Synthetic
65,125
81,000
MORGAN STANLEY
Synthetic
80,562
107,000
MORGAN STANLEY
Synthetic
93,933
121,000
MORGAN STANLEY
Synthetic
114,472
224,000
MORGAN STANLEY
Synthetic
194,385
122,000
MORGAN STANLEY
Synthetic
93,598
195,000
MORGAN STANLEY
Synthetic
179,500
259,000
VENTAS REALTY LP
Synthetic
235,951
100,000
VENTAS REALTY LP
Synthetic
96,040
104,000
VERIZON COMMUNICATIONS INC
Synthetic
94,819
190,000
VERIZON COMMUNICATIONS INC
Synthetic
150,582
137,000
VERIZON COMMUNICATIONS INC
Synthetic
125,801
274,000
VERIZON COMMUNICATIONS INC
Synthetic
250,982
44,000
VERIZON COMMUNICATIONS INC
Synthetic
33,084
1,356,000
VERIZON COMMUNICATIONS INC
Synthetic
1,074,904
—
VERIZON OWNER TRUST 2018 A A1A
Synthetic
—
129,000
PARAMOUNT GLOBAL
Synthetic
107,120
15
17,000
PARAMOUNT GLOBAL
Synthetic
13,061
212,000
PARAMOUNT GLOBAL
Synthetic
154,213
124,000
VIATRIS INC
Synthetic
96,947
72,000
VIATRIS INC
Synthetic
48,276
55,000
VIATRIS INC
Synthetic
33,888
122,000
VISA INC
Synthetic
115,234
31,000
VISA INC
Synthetic
28,299
140,000
VISTRA OPERATIONS CO LLC 144A
Synthetic
136,881
255,000
VMWARE INC
Synthetic
222,300
1
WAMU MORTGAGE PASS-THRO CB1 4A
Synthetic
1
135,000
WFRBS COMMERCIAL MORTGA C17 A4
Synthetic
132,676
231,000
WEC ENERGY GROUP INC
Synthetic
195,937
33,000
WEC ENERGY GROUP INC
Synthetic
32,992
47,000
WEC ENERGY GROUP INC
Synthetic
47,502
95,000
WALMART INC
Synthetic
90,362
128,000
WASHINGTON GAS LIGHT CO
Synthetic
92,834
69,000
WELLTOWER OP LLC
Synthetic
62,138
185,000
WRKCO INC
Synthetic
176,801
120,000
WISCONSIN ELECTRIC POWER CO
Synthetic
102,158
43,000
WISCONSIN ELECTRIC POWER CO
Synthetic
42,133
400,000
XYLEM INC/NY
Synthetic
373,262
80,000
ZOETIS INC
Synthetic
82,930
1,000,000
TRANSURBAN QUEENSLAND FIN LP
Synthetic
936,115
2,000,000
VECTOR LTD
Synthetic
1,634,308
223,000
AMERICAN EXPRESS CO
Synthetic
210,649
1,633,579
BX TRUST 2022-PSB PSB A 144A
Synthetic
1,630,364
274,000
BANK OF AMERICA CORP
Synthetic
253,558
65,000
BANK OF AMERICA CORP
Synthetic
59,838
269,000
BANK OF AMERICA CORP
Synthetic
250,843
35,000
BANK OF AMERICA CORP
Synthetic
32,488
40,000
BANK OF AMERICA CORP
Synthetic
26,908
83,000
BANK OF AMERICA CORP
Synthetic
63,703
384,000
BANK OF AMERICA CORP
Synthetic
341,388
714,000
BANK OF AMERICA CORP
Synthetic
625,547
85,000
BANK OF AMERICA CORP
Synthetic
68,033
207,000
BANK OF AMERICA CORP
Synthetic
174,189
157,000
BANK OF AMERICA CORP
Synthetic
122,963
461,000
BANK OF AMERICA CORP
Synthetic
425,181
398,000
BANK OF AMERICA CORP
Synthetic
381,591
121,000
BANK OF AMERICA CORP
Synthetic
100,195
129,000
BANK OF AMERICA CORP
Synthetic
117,997
336,000
BANK OF AMERICA CORP
Synthetic
318,996
88,000
BANK OF AMERICA CORP
Synthetic
90,858
191,000
BANK OF NEW YORK MELLON CORP/T
Synthetic
197,989
530,000
BANK OF AMERICA MERRILL BNK3 B
Synthetic
462,709
255,000
BANK 2021-BNK35 BN35 C
Synthetic
173,966
600,000
BANK 2021-BNK37 BN37 A5
Synthetic
493,963
500,000
BANK 2022-BNK41 BNK41 A4
Synthetic
454,187
1,000,000
BANK 2017-BNK4 BNK4 C
Synthetic
854,478
1,589,129
CD 2016-CD1 MORTGAGE TR CD1 XA
Synthetic
56,482
4,800,000
COMM 2016-CR28 MORTGAGE CR28 D
Synthetic
4,055,290
3,308,621
COMM 2016-COR1 MORTGAG COR1 XA
Synthetic
119,447
76,958
COMM 2012-CCRE5 MORTGAG CR5 XA
Synthetic
3
147,000
UNION ELECTRIC CO
Synthetic
104,014
90,000
UNION PACIFIC CORP
Synthetic
86,273
335,123
UNITED AIRLINES 2020-1 CLASS A
Synthetic
330,413
64,005
UNITED AIRLINES 2016-2 CLASS A
Synthetic
51,678
492,177
UNITED AIRLINES 2016-2 CLASS A
Synthetic
418,478
85,252
UNITED AIRLINES 2019-2 CLASS A
Synthetic
68,388
7,171,000
U S TREASURY BOND
Synthetic
5,898,708
2,500
U S TREASURY BOND
Synthetic
1,345
11,100
U S TREASURY BOND
Synthetic
6,605
16
103,700
U S TREASURY BOND
Synthetic
67,417
526,000
U S TREASURY BOND
Synthetic
421,458
546,800
U S TREASURY BOND
Synthetic
479,390
9,523,400
U S TREASURY BOND
Synthetic
7,846,389
5,425,000
U S TREASURY BOND
Synthetic
5,311,414
79,500
U S TREASURY NOTE
Synthetic
74,752
321,500
U S TREASURY NOTE
Synthetic
302,750
113,100
U S TREASURY NOTE
Synthetic
108,823
355,400
U S TREASURY NOTE
Synthetic
328,467
8,693,300
U S TREASURY NOTE
Synthetic
8,477,665
296,800
U S TREASURY NOTE
Synthetic
283,896
174,000
U S TREASURY NOTE
Synthetic
150,993
3,000
U S TREASURY NOTE
Synthetic
2,842
160,700
U S TREASURY NOTE
Synthetic
152,062
1,010,300
U S TREASURY NOTE
Synthetic
912,151
3,600
U S TREASURY NOTE
Synthetic
2,849
161,000
U S TREASURY NOTE
Synthetic
135,731
3,000
U S TREASURY NOTE
Synthetic
2,894
105,000
U S TREASURY NOTE
Synthetic
85,579
1,207,000
U S TREASURY NOTE
Synthetic
1,049,053
216,200
U S TREASURY NOTE
Synthetic
212,340
2,397,000
U S TREASURY NOTE
Synthetic
2,249,622
216,000
U S TREASURY NOTE
Synthetic
185,507
630,800
U S TREASURY NOTE
Synthetic
566,020
1,564,100
U S TREASURY NOTE
Synthetic
1,358,262
171,200
U S TREASURY NOTE
Synthetic
164,713
1,102,100
U S TREASURY NOTE
Synthetic
1,057,456
22,000
U S TREASURY NOTE
Synthetic
18,663
(22,000)
U S TREASURY NOTE
Synthetic
(18,663)
42,000
U S TREASURY NOTE
Synthetic
39,802
10,300
U S TREASURY NOTE
Synthetic
9,492
(10,300)
U S TREASURY NOTE
Synthetic
(9,492)
2,000,000
U S TREASURY NOTE
Synthetic
1,928,594
4,229,400
U S TREASURY NOTE
Synthetic
4,087,814
227,100
U S TREASURY NOTE
Synthetic
206,803
3,205,900
U S TREASURY NOTE
Synthetic
3,271,521
732,300
U S TREASURY NOTE
Synthetic
727,380
4,290,700
U S TREASURY NOTE
Synthetic
4,267,235
11,773,000
U S TREASURY NOTE
Synthetic
11,697,579
1,780,000
U S TREASURY NOTE
Synthetic
1,771,100
16,064,100
U S TREASURY NOTE
Synthetic
15,971,229
2,774,000
U S TREASURY NOTE
Synthetic
2,764,356
150,000
RAYTHEON TECHNOLOGIES CORP
Synthetic
134,898
11,000
RAYTHEON TECHNOLOGIES CORP
Synthetic
9,170
181,000
RAYTHEON TECHNOLOGIES CORP
Synthetic
164,406
21,000
RAYTHEON TECHNOLOGIES CORP
Synthetic
20,823
77,000
UNITEDHEALTH GROUP INC
Synthetic
61,226
86,000
UNITEDHEALTH GROUP INC
Synthetic
70,286
65,000
UNITEDHEALTH GROUP INC
Synthetic
47,157
36,000
UNITEDHEALTH GROUP INC
Synthetic
27,051
41,000
UNITEDHEALTH GROUP INC
Synthetic
37,842
176,000
UNITEDHEALTH GROUP INC
Synthetic
181,358
141,000
UNITEDHEALTH GROUP INC
Synthetic
145,468
124,000
UNITEDHEALTH GROUP INC
Synthetic
133,891
140,000
S&P GLOBAL INC 144A
Synthetic
123,231
166,000
S&P GLOBAL INC 144A
Synthetic
141,590
85,000
S&P GLOBAL INC 144A
Synthetic
65,591
165,365
SOFI PROFESSIONAL C A2FX 144A
Synthetic
159,684
862,000
SABINE PASS LIQUEFACTION LLC
Synthetic
845,212
21,000
SABINE PASS LIQUEFACTION LLC
Synthetic
19,739
87,000
SABRA HEALTH CARE LP
Synthetic
64,734
379,000
SALESFORCE INC
Synthetic
270,502
17
350,000
SANTANDER DRIVE AUTO RECEI 2 C
Synthetic
340,475
193,827
SANTANDER DRIVE AUTO RECEI 1 C
Synthetic
192,897
355,962
SANTANDER DRIVE AUTO RECEI 3 B
Synthetic
353,291
155,000
SEALED AIR CORP 144A
Synthetic
133,843
38,000
SEMPRA ENERGY
Synthetic
31,162
1,000,000
SHERMAN FINL GROUP LLC / CR ON
Synthetic
876,918
481,000
SILGAN HOLDINGS INC 144A
Synthetic
424,363
76,000
SIMON PROPERTY GROUP LP
Synthetic
72,184
75,000
DELTA AIR LINES INC / SKY 144A
Synthetic
70,498
204,032
SBA GTD PARTN CTFS 2018-20L 1
Synthetic
192,635
1,132,830
SBA GTD PARTN CTFS 2019-25E 1
Synthetic
1,039,729
269,911
SBA GTD PARTN CTFS 2018-20K 1
Synthetic
257,867
63,345
SOFI PROFESSIONAL F A2FX 144A
Synthetic
61,013
—
SOFI CONSUMER LOAN PR 6 B 144A
Synthetic
—
1,000,000
SOLAR SR CAP LTD
Synthetic
939,721
302,000
SOUTHERN CALIFORNIA EDISON CO
Synthetic
240,236
30,000
SOUTHWEST GAS CORP
Synthetic
26,342
208,000
SOUTHWESTERN ELECTRIC POWER CO
Synthetic
186,003
106,000
SPIRE MISSOURI INC
Synthetic
72,281
158,000
STEEL DYNAMICS INC
Synthetic
132,381
108,000
SUN COMMUNITIES OPERATING LP
Synthetic
95,119
22,000
ENERGY TRANSFER LP
Synthetic
21,604
454,000
ENERGY TRANSFER LP
Synthetic
383,304
64,000
TRUIST FINANCIAL CORP
Synthetic
62,559
55,000
TD SYNNEX CORP
Synthetic
46,748
550,000
SYNCHRONY CREDIT CARD MAST 2 A
Synthetic
546,815
126,000
SYNCHRONY BANK
Synthetic
122,778
190,000
T-MOBILE USA INC
Synthetic
162,146
314,000
T-MOBILE USA INC
Synthetic
295,754
259,000
T-MOBILE USA INC
Synthetic
234,606
88,000
T-MOBILE USA INC
Synthetic
80,048
137,000
T-MOBILE USA INC
Synthetic
117,660
371,000
T-MOBILE USA INC
Synthetic
299,748
250,000
TTX CO 144A
Synthetic
240,997
264,000
TTX CO 144A
Synthetic
265,281
224,000
TARGA RESOURCES PARTNERS LP /
Synthetic
202,261
86,000
TARGET CORP
Synthetic
58,980
202,000
TARGET CORP
Synthetic
196,050
86,000
TARGA RESOURCES CORP
Synthetic
84,291
164,000
TARGA RESOURCES CORP
Synthetic
154,775
66,000
TEXAS INSTRUMENTS INC
Synthetic
61,154
97,000
TEXAS INSTRUMENTS INC
Synthetic
86,112
2,000,000
TEXAS-NEW MEXICO PWR CO
Synthetic
1,725,324
58,000
THERMO FISHER SCIENTIFIC INC
Synthetic
58,188
164,000
TIME WARNER CABLE LLC
Synthetic
142,881
900,000
TOYOTA AUTO RECEIVABLES 2 C A4
Synthetic
870,132
323,000
TOYOTA AUTO LOAN EXT 1A A 144A
Synthetic
311,294
45,000
TOYOTA MOTOR CREDIT CORP
Synthetic
40,154
120,000
TOYOTA MOTOR CREDIT CORP
Synthetic
117,488
175,000
TOYOTA MOTOR CREDIT CORP
Synthetic
172,588
600,000
TOYOTA AUTO LOAN EXT 1A A 144A
Synthetic
548,899
810,004
TOYOTA AUTO RECEIVABLES 2 B A4
Synthetic
807,069
291,000
TRANS-ALLEGHENY INTERSTAT 144A
Synthetic
280,893
57,000
TRANSCONTINENTAL GAS PIPE LINE
Synthetic
49,464
91,063
US AIRWAYS 2012-1 CLASS A PASS
Synthetic
88,075
80,000
UNION ELECTRIC CO
Synthetic
65,469
297,077
NAVIENT PRIVATE EDUC EA A 144A
Synthetic
267,242
118,482
NAVIENT PRIVATE EDUC FA A 144A
Synthetic
99,748
199,000
NESTLE HOLDINGS INC 144A
Synthetic
194,316
125,000
NESTLE HOLDINGS INC 144A
Synthetic
122,435
252,000
NESTLE HOLDINGS INC 144A
Synthetic
237,003
1,000,000
NEW JERSEY RES CORP
Synthetic
982,331
18
135,000
NEXTERA ENERGY CAPITAL HOLDING
Synthetic
133,168
120,000
NEXTERA ENERGY CAPITAL HOLDING
Synthetic
102,451
304,000
NORTHERN TRUST CORP
Synthetic
320,550
1,000,000
NORTHWESTERN CORP
Synthetic
886,355
224,000
NORTHWESTERN MUTUAL GLOBA 144A
Synthetic
189,292
83,000
NSTAR ELECTRIC CO
Synthetic
65,994
75,000
NUCOR CORP
Synthetic
73,164
1,000,000
OAKTREE CAP MGMT L P
Synthetic
901,591
146,000
OGLETHORPE POWER CORP
Synthetic
104,701
253,000
OLD REPUBLIC INTERNATIONAL COR
Synthetic
173,521
202,000
ONCOR ELECTRIC DELIVERY C 144A
Synthetic
197,762
132,000
ONE GAS INC
Synthetic
126,570
100,000
ONEOK INC
Synthetic
101,198
48,000
ONEOK PARTNERS LP
Synthetic
45,269
127,000
ONEOK PARTNERS LP
Synthetic
120,573
333,000
ORACLE CORP
Synthetic
292,485
268,000
ORACLE CORP
Synthetic
219,147
152,000
ORACLE CORP
Synthetic
120,352
44,000
ORACLE CORP
Synthetic
29,624
136,000
ORACLE CORP
Synthetic
100,394
83,000
ORACLE CORP
Synthetic
59,132
290,000
ORACLE CORP
Synthetic
251,189
108,000
ORACLE CORP
Synthetic
112,100
74,000
ORACLE CORP
Synthetic
79,167
35,000
PECO ENERGY CO
Synthetic
29,734
246,000
PECO ENERGY CO
Synthetic
192,200
408,000
PPL CAPITAL FUNDING INC
Synthetic
381,255
135,000
PACIFIC GAS AND ELECTRIC CO
Synthetic
100,410
221,000
PACIFIC GAS AND ELECTRIC CO
Synthetic
156,686
101,000
PACIFIC GAS AND ELECTRIC CO
Synthetic
70,245
50,000
PACIFIC LIFECORP 144A
Synthetic
47,605
65,000
PACIFICORP
Synthetic
59,809
15,000
PAYPAL HOLDINGS INC
Synthetic
13,066
38,000
PAYPAL HOLDINGS INC
Synthetic
31,217
173,000
PAYPAL HOLDINGS INC
Synthetic
162,830
177,000
PENSKE TRUCK LEASING CO L 144A
Synthetic
155,740
230,000
PEPSICO INC
Synthetic
216,865
70,000
PIEDMONT OPERATING PARTNERSHIP
Synthetic
68,772
114,000
PIEDMONT OPERATING PARTNERSHIP
Synthetic
79,791
21,000
PIONEER NATURAL RESOURCES CO
Synthetic
16,446
110,000
PLAINS ALL AMERICAN PIPELINE L
Synthetic
85,213
120,000
PLAINS ALL AMERICAN PIPELINE L
Synthetic
104,048
135,000
PLAINS ALL AMERICAN PIPELINE L
Synthetic
117,326
1,000,000
PORTLAND GENERAL ELECTRIC CO
Synthetic
885,114
148,000
PROLOGIS LP
Synthetic
140,430
63,000
PROLOGIS LP
Synthetic
59,773
65,000
PROLOGIS LP
Synthetic
51,521
246,000
PUBLIC SERVICE ELECTRIC AND GA
Synthetic
186,806
212,000
PUBLIC SERVICE ENTERPRISE GROU
Synthetic
169,424
55,000
PUBLIC STORAGE
Synthetic
46,916
26,000
QUALCOMM INC
Synthetic
27,069
57,000
QUALCOMM INC
Synthetic
60,538
83,000
REALTY INCOME CORP
Synthetic
82,542
24,000
REALTY INCOME CORP
Synthetic
22,880
64,000
REYNOLDS AMERICAN INC
Synthetic
57,084
60,000
REYNOLDS AMERICAN INC
Synthetic
54,160
64,000
REYNOLDS AMERICAN INC
Synthetic
54,515
48,000
S&P GLOBAL INC
Synthetic
36,916
100,000
KENTUCKY UTILITIES CO
Synthetic
95,229
253,000
KIMCO REALTY OP LLC
Synthetic
242,426
260,000
KINDER MORGAN INC 144A
Synthetic
260,150
291,000
KINDER MORGAN INC
Synthetic
261,195
19
61,000
KITE REALTY GROUP LP
Synthetic
56,159
452,000
KOMATSU FINANCE AMERICA I 144A
Synthetic
459,916
60,000
KRAFT HEINZ FOODS CO
Synthetic
54,272
61,000
KRAFT HEINZ FOODS CO
Synthetic
56,279
84,000
KYNDRYL HOLDINGS INC
Synthetic
68,535
224,000
KYNDRYL HOLDINGS INC
Synthetic
168,101
54,000
KYNDRYL HOLDINGS INC
Synthetic
35,990
1,000,000
LA STAD FIN CO LLC
Synthetic
1,000,519
1,000,000
LA STAD FIN CO LLC
Synthetic
923,174
1,000,000
LASALLE PPTY FD REIT INC
Synthetic
868,754
31,020
LAUREL ROAD PRIME S C A2B 144A
Synthetic
30,412
114,817
LAUREL ROAD PRIME A A2FX 144A
Synthetic
111,553
74,000
LIBERTY MUTUAL GROUP INC 144A
Synthetic
66,393
1,000,000
LION INDL PPTYS LP
Synthetic
942,603
69,000
LOCKHEED MARTIN CORP
Synthetic
71,141
92,000
LOWE'S COS INC
Synthetic
72,938
126,000
LOWE'S COS INC
Synthetic
123,003
63,000
MPLX LP
Synthetic
53,470
123,000
MPLX LP
Synthetic
97,063
150,000
MPLX LP
Synthetic
139,516
120,000
MPLX LP
Synthetic
102,078
43,000
MPLX LP
Synthetic
34,847
150,000
MPLX LP
Synthetic
133,706
217,000
WARNERMEDIA HOLDINGS INC 144A
Synthetic
195,415
129,000
WARNERMEDIA HOLDINGS INC 144A
Synthetic
106,266
42,000
WARNERMEDIA HOLDINGS INC 144A
Synthetic
32,133
97,000
WARNERMEDIA HOLDINGS INC 144A
Synthetic
70,516
2,000,000
MAJOR LEAGUE BASEBALL TR
Synthetic
1,931,939
88,000
MARATHON PETROLEUM CORP
Synthetic
73,480
111,000
MARATHON PETROLEUM CORP
Synthetic
92,627
100,000
MARS INC 144A
Synthetic
84,844
1,000,000
MARS INCORPORATED
Synthetic
930,772
82,000
MARSH & MCLENNAN COS INC
Synthetic
79,203
1,000,000
MCKINSEY + CO INC
Synthetic
922,199
400,000
MERCK & CO INC
Synthetic
267,256
311,000
MICROSOFT CORP
Synthetic
264,301
282,000
MICROCHIP TECHNOLOGY INC
Synthetic
276,742
54,000
MID-AMERICA APARTMENTS LP
Synthetic
50,684
102,000
MID-AMERICA APARTMENTS LP
Synthetic
86,732
260,000
MIDAMERICAN ENERGY CO
Synthetic
229,553
17,000
MISSISSIPPI POWER CO
Synthetic
13,804
235,000
MISSISSIPPI POWER CO
Synthetic
190,629
114,000
MONONGAHELA POWER CO 144A
Synthetic
107,121
92,000
MOODY'S CORP
Synthetic
85,972
310,000
MORGAN STANLEY
Synthetic
302,712
89,000
MORGAN STANLEY
Synthetic
87,617
700,000
MORGAN STANLEY
Synthetic
677,614
169,898
MOSAIC SOLAR LOAN T 2GS A 144A
Synthetic
153,776
244,000
MYLAN INC
Synthetic
181,702
117,000
UTAH ACQUISITION SUB INC
Synthetic
88,466
52,000
NARRAGANSETT ELECTRIC CO/ 144A
Synthetic
46,460
56,000
NNN REIT INC
Synthetic
51,954
88,000
NATIONAL RURAL UTILITIES COOPE
Synthetic
85,989
230,000
NATIONAL RURAL UTILITIES COOPE
Synthetic
191,478
96,000
NATIONAL RURAL UTILITIES COOPE
Synthetic
78,970
143,000
NATIONAL RURAL UTILITIES COOPE
Synthetic
132,048
57,000
NATIONAL RURAL UTILITIES COOPE
Synthetic
59,491
209,865
NAVIENT PRIVATE EDU FA A2 144A
Synthetic
194,165
98,000
GLOBAL PAYMENTS INC
Synthetic
88,608
1,000,000
GLOBAL INFLASTRUCTURE MGMT LLC
Synthetic
856,611
142,000
GOLDMAN SACHS GROUP INC/THE
Synthetic
151,517
113,000
GOLDMAN SACHS GROUP INC/THE
Synthetic
112,717
20
126,000
GOLDMAN SACHS GROUP INC/THE
Synthetic
123,819
111,831
GNMA GTD REMIC P/T 09-29 PB
Synthetic
111,834
8,234
GNMA GTD REMIC P/T 11-169 BC
Synthetic
8,420
27,218
GNMA GTD REMIC P/T 13-8 BE
Synthetic
23,552
2,000,000
GNMA GTD REMIC P/T 15-143 B
Synthetic
1,818,013
1,390,000
GNMA GTD REMIC P/T 16-111 PB
Synthetic
1,023,319
3,000,000
GNMA GTD REMIC P/T 17-180 QB
Synthetic
2,531,309
286,468
GNMA GTD REMIC P/T 18-112 AL
Synthetic
263,473
600,000
GRAPHIC PACKAGING INTERNA 144A
Synthetic
523,384
58,000
HCA INC
Synthetic
57,662
121,000
HCA INC
Synthetic
116,617
162,000
HCA INC
Synthetic
147,888
39,000
HCA INC
Synthetic
33,637
41,000
HCA INC
Synthetic
31,916
63,000
HCA INC 144A
Synthetic
57,278
96,000
HCA INC 144A
Synthetic
76,436
269,000
HP INC
Synthetic
209,573
30,000
HP INC
Synthetic
27,384
80,000
HP INC
Synthetic
77,619
1,000,000
HARDWOOD FDG LLC
Synthetic
990,414
1,000,000
HARDWOOD FDG LLC
Synthetic
914,870
409,000
HARLEY-DAVIDSON FINANCIAL 144A
Synthetic
364,247
164,000
HARTFORD FINANCIAL SERVICES GR
Synthetic
163,294
117,000
HASBRO INC
Synthetic
112,410
110,000
HASBRO INC
Synthetic
103,150
2,000,000
HAWAIIAN ELEC CO INC
Synthetic
1,781,320
70,000
HEALTHCARE REALTY HOLDINGS LP
Synthetic
65,153
109,000
HEWLETT PACKARD ENTERPRISE CO
Synthetic
108,188
298,000
HOME DEPOT INC/THE
Synthetic
210,998
60,000
HOME DEPOT INC/THE
Synthetic
47,772
44,000
HOME DEPOT INC/THE
Synthetic
33,964
131,000
HOME DEPOT INC/THE
Synthetic
127,909
190,000
HOME DEPOT INC/THE
Synthetic
182,370
81,000
HONEYWELL INTERNATIONAL INC
Synthetic
82,502
160,000
HUMANA INC
Synthetic
138,335
53,000
HUMANA INC
Synthetic
54,115
300,000
HYUNDAI AUTO RECEIVABLES T C B
Synthetic
268,833
1,000,000
ITR CONCESSION CO LLC
Synthetic
941,483
234,000
INDIANA MICHIGAN POWER CO
Synthetic
159,174
239,000
INTEL CORP
Synthetic
162,654
237,000
INTEL CORP
Synthetic
205,691
95,000
INTEL CORP
Synthetic
91,265
45,000
INTERCONTINENTAL EXCHANGE INC
Synthetic
43,895
101,000
INTERCONTINENTAL EXCHANGE INC
Synthetic
83,123
178,000
INTERCONTINENTAL EXCHANGE INC
Synthetic
125,041
544,000
INTERCONTINENTAL EXCHANGE INC
Synthetic
522,784
127,000
INTERNATIONAL BUSINESS MACHINE
Synthetic
123,748
127,000
INTERNATIONAL BUSINESS MACHINE
Synthetic
121,166
132,000
INTERNATIONAL BUSINESS MACHINE
Synthetic
119,966
76,000
INTERSTATE POWER AND LIGHT CO
Synthetic
49,283
291,000
INVITATION HOMES OPERATING PAR
Synthetic
240,625
104,000
IPALCO ENTERPRISES INC
Synthetic
92,391
1,510,763
JPMBB COMMERCIAL C18 A4A2 144A
Synthetic
1,485,924
2,000,000
JAMES CAMPBELL COMPANY LLC
Synthetic
1,965,188
213,000
JERSEY CENTRAL POWER & LI 144A
Synthetic
205,727
51,000
JERSEY CENTRAL POWER & LI 144A
Synthetic
41,184
350,000
JOHN DEERE OWNER TRUST 20 C A4
Synthetic
351,879
40,000
JOHNSON & JOHNSON
Synthetic
33,557
90,000
JOHNSON & JOHNSON
Synthetic
79,957
149,000
KLA CORP
Synthetic
138,384
13,989
FNMA POOL #0889139
Synthetic
14,376
18,859
FNMA POOL #0909169
Synthetic
19,810
21
59,620
FNMA POOL #0909178
Synthetic
63,727
11,206
FNMA POOL #0914081
Synthetic
11,481
76,896
FNMA POOL #0952602
Synthetic
80,459
102,401
FNMA POOL #0968340
Synthetic
102,285
123,785
FNMA POOL #0AB6609
Synthetic
115,830
115,595
FNMA POOL #0AB7342
Synthetic
108,683
—
FNMA POOL #0AC9295
Synthetic
—
55,166
FNMA POOL #0MA1058
Synthetic
51,866
111,034
FNMA POOL #0MA1332
Synthetic
107,520
85,300
FNMA POOL #0MA1366
Synthetic
80,195
354,992
FNMA POOL #0MA2895
Synthetic
317,304
554,288
FNMA POOL #0MA4437
Synthetic
451,994
1,974,140
FNMA POOL #0MA4492
Synthetic
1,609,498
1,988,709
FNMA POOL #0MA4078
Synthetic
1,695,546
5,100,654
FNMA POOL #0MA4356
Synthetic
4,321,194
3,501,364
FNMA POOL #0MA4562
Synthetic
2,852,740
1,968,414
FNMA POOL #0MA4784
Synthetic
1,894,707
46,999
FNMA POOL #0AD0826
Synthetic
48,620
15,961
FNMA POOL #0AD0847
Synthetic
16,551
176,437
FNMA POOL #0AD0732
Synthetic
183,782
17,063
FNMA POOL #0AE0689
Synthetic
17,646
78,218
FNMA POOL #0AE3691
Synthetic
77,540
62,187
FNMA POOL #0AE3695
Synthetic
61,648
58,012
FNMA POOL #0AE4342
Synthetic
57,494
96,000
FEDEX CORP
Synthetic
81,615
140,000
FEDEX CORP
Synthetic
111,645
300,000
FIDELITY NATIONAL INFORMATION
Synthetic
263,068
265,000
FLORIDA GAS TRANSMISSION 144A
Synthetic
257,516
32,000
FLORIDA POWER & LIGHT CO
Synthetic
21,461
2,000,000
FOOTBALL CLUB TERM NTS
Synthetic
1,937,955
350,000
FORD CREDIT AUTO OWNE 1 B 144A
Synthetic
335,229
2,000,000
FOUR CORNERS OPER PARTNER 144A
Synthetic
1,718,281
187,000
FOX CORP
Synthetic
184,831
179,000
GE CAPITAL FUNDING LLC
Synthetic
164,512
95,497
GNMA II POOL #0MA6476
Synthetic
91,531
5,023,222
GNMA II POOL #0MA6657
Synthetic
4,660,626
3,794,778
GNMA II POOL #0MA8042
Synthetic
3,287,617
4,959,774
GNMA II POOL #0MA7534
Synthetic
4,307,822
988,325
GNMA II POOL #0MA7706
Synthetic
883,757
—
GS MORTGAGE SECURITIES GC6 A3
Synthetic
—
—
GS MORTGAGE SECURITIES GCJ7 A4
Synthetic
—
—
GS MORTGAGE SECURITIES GCJ7 B
Synthetic
—
42,627
GNMA II POOL #0AR4868
Synthetic
40,987
79,418
GNMA II POOL #0004853
Synthetic
76,736
81,335
GNMA II POOL #0005140
Synthetic
81,176
27,662
GNMA II POOL #0005116
Synthetic
28,132
41,953
GNMA II POOL #0005175
Synthetic
41,871
17,764
GNMA POOL #0723362
Synthetic
17,634
14,472
GNMA POOL #0726918
Synthetic
14,379
51,910
GNMA II POOL #0741136
Synthetic
51,763
20,371
GNMA II POOL #0741137
Synthetic
20,255
350,000
GM FINANCIAL CONSUMER AUTO 3 B
Synthetic
347,931
300,000
GM FINANCIAL AUTOMOBILE LE 2 C
Synthetic
292,798
127,000
GENERAL MOTORS CO
Synthetic
129,249
108,000
GENERAL MOTORS FINANCIAL CO IN
Synthetic
105,872
143,000
GENERAL MOTORS FINANCIAL CO IN
Synthetic
124,884
222,000
GENERAL MOTORS FINANCIAL CO IN
Synthetic
215,044
91,000
GEORGIA POWER CO
Synthetic
91,292
120,000
GEORGIA POWER CO
Synthetic
114,432
10,000
GLOBAL PAYMENTS INC
Synthetic
9,408
103,000
GLOBAL PAYMENTS INC
Synthetic
87,555
231,000
GLOBAL PAYMENTS INC
Synthetic
201,353
22
80,052
FNMA POOL #0AS7444
Synthetic
74,859
56,589
FNMA POOL #0AS7469
Synthetic
52,556
204,663
FNMA POOL #0AS7613
Synthetic
183,442
659,353
FNMA POOL #0AS7742
Synthetic
612,294
271,788
FNMA POOL #0AU1292
Synthetic
247,295
63,188
FNMA POOL #0AW0797
Synthetic
62,499
103,471
FNMA POOL #0AW3059
Synthetic
100,182
114,551
FNMA POOL #0AZ1730
Synthetic
109,721
129,293
FNMA POOL #0AZ4420
Synthetic
123,714
17,619
FNMA GTD REMIC P/T 01-52 YZ
Synthetic
18,325
13,589
FHLMC MULTICLASS MTG 2519 ZD
Synthetic
13,628
42,690
FHLMC MULTICLASS MTG 2541 NE
Synthetic
43,319
17,373
FHLMC MULTICLASS MTG 2861 Z
Synthetic
17,519
167,935
FHLMC MULTICLASS MTG R003 ZA
Synthetic
170,752
64,289
FHLMC MULTICLASS MTG 3351 ZC
Synthetic
64,127
42,087
FHLMC MULTICLASS MTG 3394 ZY
Synthetic
42,914
76,805
FNMA GTD REMIC P/T 11-10 ZC
Synthetic
76,331
394,639
FNMA GTD REMIC P/T 11-30 ZA
Synthetic
385,449
1,851,189
FNMA GTD REMIC P/T 10-59 PC
Synthetic
1,827,837
675,000
FNMA GTD REMIC P/T 10-139 NB
Synthetic
658,658
94,543
FHLMC MULTICLASS MTG 3662 ZB
Synthetic
97,653
40,120
FNMA POOL #0682088
Synthetic
41,172
48,028
FNMA POOL #0725423
Synthetic
49,515
—
FNMA POOL #0735925
Synthetic
—
92,741
FNMA POOL #0759850
Synthetic
95,661
140,551
FNMA POOL #0AZ7351
Synthetic
134,626
45,459
FNMA POOL #0BE7488
Synthetic
42,186
245,387
FNMA POOL #0BF0078
Synthetic
237,247
67,387
FNMA POOL #0BF0125
Synthetic
64,543
226,081
FNMA POOL #0BF0108
Synthetic
223,768
175,773
FNMA POOL #0BF0118
Synthetic
173,758
313,796
FNMA POOL #0BF0157
Synthetic
302,917
210,387
FNMA POOL #0BF0130
Synthetic
192,218
815,469
FNMA POOL #0BF0132
Synthetic
781,056
116,260
FNMA POOL #0BF0201
Synthetic
109,912
607,369
FNMA POOL #0BF0202
Synthetic
595,219
215,663
FNMA POOL #0BH5155
Synthetic
199,420
35,630
FNMA POOL #0BK3209
Synthetic
33,973
390,391
FNMA POOL #0BK7939
Synthetic
381,915
1,970,000
FNMA POOL #0BL0752
Synthetic
1,883,484
402,000
FNMA POOL #0BL4480
Synthetic
368,203
776,000
FNMA POOL #0BL3670
Synthetic
708,774
564,002
FNMA POOL #0BL4112
Synthetic
516,745
258,787
FNMA POOL #0BM4984
Synthetic
240,183
311,513
FNMA POOL #0BN5324
Synthetic
297,029
204,158
FNMA POOL #0BO5023
Synthetic
181,025
1,898,348
FNMA POOL #0BV3028
Synthetic
1,557,879
923,190
FNMA POOL #0BV3096
Synthetic
819,340
354,436
FNMA POOL #0CA4446
Synthetic
326,555
2,801,493
FNMA POOL #0CA6036
Synthetic
2,400,040
1,985,599
FNMA POOL #0CA7963
Synthetic
1,710,378
4,043,801
FNMA POOL #0CA8827
Synthetic
3,431,439
1,223,398
FNMA POOL #0CB2539
Synthetic
1,042,901
2,879,608
FNMA POOL #0CB3578
Synthetic
2,538,866
2,268,985
FNMA POOL #0CB2840
Synthetic
1,859,578
280,329
FNMA POOL #0CB3068
Synthetic
237,777
6,134,650
FNMA POOL #0CB3233
Synthetic
5,412,625
227,048
FNMA POOL #0FM1000
Synthetic
202,530
1,441,021
FNMA POOL #0FM3484
Synthetic
1,238,117
2,813,960
FNMA POOL #0FS0329
Synthetic
2,486,381
1,942,828
FNMA POOL #0FS2640
Synthetic
1,654,824
967,724
FNMA POOL #0FS1870
Synthetic
853,376
23
237,990
FNMA POOL #0FS2789
Synthetic
243,034
2,965,840
FNMA POOL #0FS3207
Synthetic
2,513,612
3,900,000
FNMA GTD REMIC P/T 11-87 GB
Synthetic
3,819,239
830,984
FNMA GTD REMIC P/T 11-99 CZ
Synthetic
811,990
184,640
FNMA GTD REMIC P/T 11-122 TL
Synthetic
173,204
1,101,724
FNMA GTD REMIC P/T 12-30 ME
Synthetic
1,018,795
116,492
FNMA GTD REMIC P/T 12-110 CA
Synthetic
105,674
650,000
FNMA GTD REMIC P/T 14-61 PY
Synthetic
560,905
1,500,000
FNMA GTD REMIC P/T 14-77 ML
Synthetic
1,332,031
43,183
FNMA GTD REMIC P/T 16-M11 AL
Synthetic
38,264
985,685
FNMA GTD REMIC P/T 17-108 PA
Synthetic
894,989
272,962
FNMA GTD REMIC P/T 18-27 EA
Synthetic
245,147
24,754
FNMA POOL #0251366
Synthetic
25,304
111,000
FEDERAL REALTY INVESTMENT TRUS
Synthetic
109,763
80,147
FNMA POOL #0357342
Synthetic
82,531
4,909
FNMA POOL #0372188
Synthetic
4,908
61,250
FHLMC MULTICLASS MTG 3724 CM
Synthetic
61,071
812,091
FHLMC MULTICLASS MTG 3751 ME
Synthetic
761,757
719,765
FHLMC MULTICLASS MTG 3753 KZ
Synthetic
702,815
543,224
FHLMC MULTICLASS MTG 3843 JZ
Synthetic
538,158
530,000
FHLMC MULTICLASS MTG 3867 PL
Synthetic
499,883
1,113,860
FHLMC MULTICLASS MTG 3898 KD
Synthetic
1,096,877
239,492
FHLMC MULTICLASS MTG 3934 KB
Synthetic
239,942
1,838,906
FHLMC MULTICLASS MTG 4048 CE
Synthetic
1,742,650
590,000
FHLMC MULTICLASS MTG 4235 QD
Synthetic
544,115
1,102,135
FHLMC MULTICLASS MTG 4310 BZ
Synthetic
1,043,586
2,600,000
FHLMC MULTICLASS MTG 4427 LB
Synthetic
2,267,328
101,647
FHLMC MULTICLASS MTG 4468 EV
Synthetic
97,088
349,000
FHLMC MULTICLASS MTG K052 A2
Synthetic
335,293
812,783
FHLMC MULTICLASS MTG 4634 ZM
Synthetic
792,796
—
FHLMC MULTICLASS MTG 4678 AB
Synthetic
—
12,485
FHLMC MULTICLASS MTG 4754 QA
Synthetic
11,308
330,518
FHLMC MULTICLASS MTG 4793 CD
Synthetic
297,239
920,902
FHLMC MULTICLASS MTG K735 A2
Synthetic
872,021
499,000
FHLMC MULTICLASS MTG K736 A2
Synthetic
462,712
716,273
FHLMC MULTICLASS MTG 4950 KE
Synthetic
630,550
1,175
FNMA POOL #0545349
Synthetic
1,175
226,113
FNMA POOL #0633699
Synthetic
232,867
56,223
FNMA POOL #0AH0575
Synthetic
55,736
90,960
FNMA POOL #0AH1141
Synthetic
90,172
98,528
FNMA POOL #0AH1161
Synthetic
97,674
60,269
FNMA POOL #0AH4772
Synthetic
59,747
102,956
FNMA POOL #0AJ8122
Synthetic
98,873
48,174
FNMA POOL #0AJ9198
Synthetic
45,096
74,816
FNMA POOL #0AJ9611
Synthetic
71,850
48,971
FNMA POOL #0AL0998
Synthetic
48,546
139,562
FNMA POOL #0AL2528
Synthetic
135,146
188,494
FNMA POOL #0AL3414
Synthetic
186,860
39,314
FNMA POOL #0AL6134
Synthetic
35,774
79,462
FNMA POOL #0AL9424
Synthetic
73,774
134,721
FNMA POOL #0AP9631
Synthetic
128,229
54,167
FNMA POOL #0AQ4651
Synthetic
50,682
66,313
FNMA POOL #0AQ4697
Synthetic
62,073
55,564
FNMA POOL #0AS4227
Synthetic
53,222
230,968
FNMA POOL #0AS5018
Synthetic
221,232
123,783
FNMA POOL #0AS5082
Synthetic
118,565
177,077
FNMA POOL #0AS6187
Synthetic
164,640
95,380
FNMA POOL #0AS6477
Synthetic
88,641
147,701
FNMA POOL #0AS6542
Synthetic
137,282
227,067
FNMA POOL #0AS6612
Synthetic
211,026
113,031
FNMA POOL #0AS6611
Synthetic
105,055
45,877
FNMA POOL #0AS6937
Synthetic
42,622
24
81,842
FNMA POOL #0AS7321
Synthetic
76,525
92,282
FNMA POOL #0AS7440
Synthetic
86,294
79,380
FNMA POOL #0AS7441
Synthetic
74,221
179,032
FHLMC POOL #G0-8693
Synthetic
166,532
57,819
FHLMC POOL #G0-8707
Synthetic
55,431
55,206
FHLMC POOL #C9-1403
Synthetic
53,519
61,995
FHLMC POOL #A9-6423
Synthetic
62,849
398,790
FHLMC POOL #ZA-6681
Synthetic
380,021
1,963,416
FHLMC POOL #SD-0715
Synthetic
1,627,849
950,049
FHLMC POOL #SD-7549
Synthetic
782,009
1,031,467
FHLMC POOL #SD-7552
Synthetic
880,852
53,917
FHLMC POOL #Z4-0007
Synthetic
56,351
51,900
FHLMC POOL #U8-0035
Synthetic
49,529
26,991
FHLMC POOL #Q0-2669
Synthetic
27,036
16,886
FHLMC POOL #Q0-4674
Synthetic
16,235
43,369
FHLMC POOL #Q0-4636
Synthetic
41,695
34,591
FHLMC POOL #Q0-5292
Synthetic
33,256
84,657
FHLMC POOL #Q0-5793
Synthetic
81,391
466,643
FHLMC POOL #U9-9115
Synthetic
436,263
964,072
FHLMC POOL #U9-9163
Synthetic
896,442
627,710
FHLMC MULTICLASS STRIP 326 350
Synthetic
577,759
252,958
FHLMC POOL #V8-3907
Synthetic
241,468
104,755
FHLMC POOL #Q3-2638
Synthetic
97,645
166,385
FHLMC POOL #Q3-3095
Synthetic
155,058
69,150
FHLMC POOL #Q3-6181
Synthetic
66,309
55,277
FHLMC POOL #Q3-6283
Synthetic
53,006
88,665
FHLMC POOL #Q3-6103
Synthetic
85,022
40,660
FHLMC POOL #Q3-6104
Synthetic
38,989
34,714
FHLMC POOL #Q3-6126
Synthetic
33,288
111,969
FHLMC POOL #Q3-7437
Synthetic
107,369
151,028
FHLMC POOL #Q3-7876
Synthetic
144,823
95,184
FHLMC POOL #Q3-8474
Synthetic
91,273
102,862
FHLMC POOL #Q4-0496
Synthetic
95,659
204,937
FHLMC POOL #Q4-1744
Synthetic
183,852
136,906
FHLMC POOL #Q4-1085
Synthetic
127,305
89,732
FHLMC POOL #Q4-1930
Synthetic
80,500
102,233
FHLMC POOL #Q4-1931
Synthetic
91,779
51,286
FHLMC POOL #Q4-4624
Synthetic
49,083
64,443
FHLMC POOL #Q4-4658
Synthetic
61,716
344,020
FHLMC POOL #Q4-6277
Synthetic
319,602
182,579
FHLMC POOL #Q4-9490
Synthetic
169,526
254,974
FHLMC POOL #G6-7706
Synthetic
237,205
206,978
FHLMC POOL #G6-7707
Synthetic
194,004
759,965
FHLMC POOL #G6-7709
Synthetic
710,066
370,637
FHLMC POOL #G6-7710
Synthetic
342,721
428,884
FHLMC POOL #G6-7712
Synthetic
414,416
77,123
FHLMC POOL #G6-7700
Synthetic
71,747
127,938
FHLMC POOL #G6-7702
Synthetic
122,731
448,851
FHLMC POOL #G6-7713
Synthetic
429,022
154,214
FHLMC POOL #Q5-0695
Synthetic
147,305
91,454
FHLMC POOL #Q5-4870
Synthetic
87,414
147,011
FHLMC POOL #Q5-9717
Synthetic
144,326
249,497
FHLMC POOL #Q5-9721
Synthetic
244,941
596,868
FHLMC POOL #G6-0250
Synthetic
555,990
89,639
FHLMC POOL #G6-0238
Synthetic
83,537
391,963
FHLMC POOL #G6-1748
Synthetic
364,770
371,842
FHLMC POOL #G6-1573
Synthetic
333,079
362,845
FHLMC POOL #G6-1594
Synthetic
323,313
1,910,066
FHLMC POOL #QD-6054
Synthetic
1,626,361
564,014
FHLMC POOL #QD-7582
Synthetic
499,355
453,407
FHLMC POOL #QD-7587
Synthetic
387,251
811,983
FHLMC POOL #QD-7589
Synthetic
693,405
25
897,631
FHLMC POOL #RA-5256
Synthetic
732,451
1,704,127
FHLMC POOL #RA-6765
Synthetic
1,451,003
795,850
FHLMC POOL #QA-4675
Synthetic
705,619
715,950
FHLMC POOL #QA-5182
Synthetic
634,773
11,988
FNMA GTD REMIC P/T 99-33 Z
Synthetic
12,026
32,000
CONSOLIDATED EDISON CO OF NEW
Synthetic
31,416
49,000
CONSOLIDATED EDISON CO OF NEW
Synthetic
37,037
70,000
CONSUMERS ENERGY CO
Synthetic
59,888
241,000
COREBRIDGE FINANCIAL INC 144A
Synthetic
219,505
205,000
COREBRIDGE FINANCIAL INC 144A
Synthetic
179,040
128,000
CORNING INC
Synthetic
110,472
950,000
COMMIT TO PUR GNMA II JUMBOS
Synthetic
823,040
2,338,000
COMMIT TO PUR GNMA II JUMBOS
Synthetic
2,081,245
4,775,000
COMMIT TO PUR GNMA II JUMBOS
Synthetic
4,386,388
326,000
CROWN CASTLE INC
Synthetic
281,665
64,000
CROWN CASTLE INC
Synthetic
58,212
110,000
CUBESMART LP
Synthetic
90,658
37,000
DTE ELECTRIC CO
Synthetic
36,367
187,000
MERCEDES-BENZ FINANCE NOR 144A
Synthetic
180,567
70,000
JOHN DEERE CAPITAL CORP
Synthetic
64,685
126,000
JOHN DEERE CAPITAL CORP
Synthetic
122,402
2,000,000
DELOITTE LLP
Synthetic
1,829,546
41,802
DELTA AIR LINES 2020-1 CLASS A
Synthetic
35,497
14,000
DIAMONDBACK ENERGY INC
Synthetic
12,283
256,000
DIAMONDBACK ENERGY INC
Synthetic
259,831
138,000
DIAMONDBACK ENERGY INC
Synthetic
133,357
200,000
DISCOVERY COMMUNICATIONS LLC
Synthetic
177,517
60,000
DOLLAR GENERAL CORP
Synthetic
58,889
80,000
DOLLAR GENERAL CORP
Synthetic
78,701
206,000
DOMINION ENERGY INC
Synthetic
204,184
325,000
DOW CHEMICAL CO/THE
Synthetic
269,107
59,000
DOW CHEMICAL CO/THE
Synthetic
62,067
2,000
DUKE ENERGY CAROLINAS LLC
Synthetic
1,726
404,000
DUKE ENERGY CAROLINAS LLC
Synthetic
334,239
17,000
DUKE ENERGY CAROLINAS LLC
Synthetic
13,189
200,000
DUKE ENERGY CAROLINAS LLC
Synthetic
188,237
80,000
DUKE ENERGY CAROLINAS LLC
Synthetic
60,859
61,000
DUKE ENERGY CAROLINAS LLC
Synthetic
50,919
138,000
DUKE ENERGY PROGRESS LLC
Synthetic
115,420
178,000
DUKE ENERGY PROGRESS LLC
Synthetic
134,736
176,000
DUKE ENERGY PROGRESS LLC
Synthetic
162,011
20,000
DUKE ENERGY FLORIDA LLC
Synthetic
16,762
116,000
DUKE ENERGY FLORIDA LLC
Synthetic
94,721
64,000
DUKE ENERGY FLORIDA LLC
Synthetic
68,115
84,000
DUQUESNE LIGHT HOLDINGS I 144A
Synthetic
66,548
182,750
ELFI GRADUATE LOAN PR A A 144A
Synthetic
166,671
68,000
ENERGY TRANSFER LP
Synthetic
60,554
349,000
ENERGY TRANSFER LP
Synthetic
341,448
99,000
ENERGY TRANSFER LP
Synthetic
90,636
205,000
ENERGY TRANSFER LP
Synthetic
204,499
71,000
ENTERGY CORP
Synthetic
59,969
271,000
ENTERGY CORP
Synthetic
241,329
131,000
ENTERGY CORP
Synthetic
104,051
106,000
ENTERGY LOUISIANA LLC
Synthetic
86,733
189,000
ENTERGY LOUISIANA LLC
Synthetic
153,486
93,000
ENTERGY TEXAS INC
Synthetic
87,710
58,000
ENTERGY ARKANSAS LLC
Synthetic
47,458
20,000
ENTERGY ARKANSAS LLC
Synthetic
13,895
130,000
EVERSOURCE ENERGY
Synthetic
114,080
152,000
EVERSOURCE ENERGY
Synthetic
139,946
450,000
EXETER AUTOMOBILE RECEIV 5A A3
Synthetic
448,310
81,000
META PLATFORMS INC
Synthetic
75,492
26
263,000
META PLATFORMS INC
Synthetic
231,423
313,000
META PLATFORMS INC
Synthetic
248,726
1,640
FHLMC POOL #G0-3073
Synthetic
1,703
151,741
FHLMC POOL #G0-4540
Synthetic
158,857
71,546
FHLMC POOL #G0-5816
Synthetic
74,270
987,180
FHLMC POOL #G0-7921
Synthetic
925,107
50,275
FHLMC POOL #G0-8655
Synthetic
48,245
300,000
BANK 2017-BNK9 BNK9 D 144A
Synthetic
200,546
1,248,000
BANK 2017-BNK4 BNK4 D 144A
Synthetic
884,236
700,000
BANK 2017-BNK8 BNK8 A4
Synthetic
645,333
1,111,111
BASIN ELEC PWR COOP
Synthetic
1,100,286
160,000
BAXTER INTERNATIONAL INC
Synthetic
136,446
205,000
BERRY GLOBAL INC
Synthetic
175,331
164,000
BERRY GLOBAL INC
Synthetic
155,375
208,000
BLACK HILLS CORP
Synthetic
206,829
148,000
BLACK HILLS CORP
Synthetic
136,870
57,000
BLACK HILLS CORP
Synthetic
48,348
113,000
BLACKSTONE HOLDINGS FINAN 144A
Synthetic
91,983
98,000
BLACKSTONE HOLDINGS FINAN 144A
Synthetic
71,992
220,000
BLACKSTONE HOLDINGS FINAN 144A
Synthetic
127,777
93,000
BLACKSTONE HOLDINGS FINAN 144A
Synthetic
59,330
201,000
BLACKSTONE HOLDINGS FINAN 144A
Synthetic
202,609
61,000
BLACKSTONE PRIVATE CREDIT FUND
Synthetic
50,327
283,000
BOEING CO/THE
Synthetic
194,250
178,000
BOEING CO/THE
Synthetic
160,674
535,000
BOEING CO/THE
Synthetic
530,904
247,000
BOEING CO/THE
Synthetic
216,413
126,000
BOSTON PROPERTIES LP
Synthetic
120,515
156,000
BP CAPITAL MARKETS AMERICA INC
Synthetic
153,171
350,000
BRISTOL-MYERS SQUIBB CO
Synthetic
311,418
295,000
BRISTOL-MYERS SQUIBB CO
Synthetic
229,467
130,000
BROADCOM INC 144A
Synthetic
113,407
149,000
BURLINGTON NORTHERN SANTA FE L
Synthetic
145,384
137,000
CBRE SERVICES INC
Synthetic
107,983
222,000
CIGNA GROUP/THE
Synthetic
206,023
85,000
CIGNA GROUP/THE
Synthetic
76,586
52,000
CIGNA GROUP/THE
Synthetic
36,854
1,320,000
CSAIL 2017-CX9 COMMERCI CX9 A5
Synthetic
1,216,108
123,000
CSX CORP
Synthetic
103,632
64,000
CSX CORP
Synthetic
60,000
128,000
CSX CORP
Synthetic
111,118
12,000
CVS HEALTH CORP
Synthetic
11,824
57,000
CVS HEALTH CORP
Synthetic
53,241
290,000
COTERRA ENERGY INC
Synthetic
270,779
166,000
CAPITAL ONE FINANCIAL CORP
Synthetic
160,215
61,000
CARGILL INC 144A
Synthetic
50,226
46,000
CARGILL INC 144A
Synthetic
31,682
134,000
CARGILL INC 144A
Synthetic
105,783
60,000
CARGILL INC 144A
Synthetic
52,009
63,000
CARGILL INC 144A
Synthetic
63,111
1,000,000
CARMAX AUTO SUPERSTORES INC
Synthetic
993,759
850,000
CARMAX AUTO OWNER TRUST 20 2 B
Synthetic
841,726
252,000
DUKE ENERGY PROGRESS LLC
Synthetic
211,525
3,000
DUKE ENERGY PROGRESS LLC
Synthetic
2,512
2,000,000
CASEYS GEN STORES INC
Synthetic
1,732,901
1,000,000
CASEYS GEN STORES INC
Synthetic
961,733
214,000
CENTENE CORP
Synthetic
175,426
378,000
CHARTER COMMUNICATIONS OPERATI
Synthetic
229,850
110,000
CHARTER COMMUNICATIONS OPERATI
Synthetic
88,537
—
CHASE FUNDING LOAN ACQUI C2 1A
Synthetic
—
248,000
CHUBB INA HOLDINGS INC
Synthetic
192,510
100,000
CITIGROUP INC
Synthetic
96,192
27
207,000
CLEVELAND ELECTRIC ILLUMI 144A
Synthetic
188,568
164,000
COMCAST CORP
Synthetic
129,412
81,000
COMCAST CORP
Synthetic
69,803
162,000
COMCAST CORP
Synthetic
140,149
321,000
COMCAST CORP
Synthetic
206,161
102,000
COMCAST CORP
Synthetic
104,170
82,000
COMCAST CORP
Synthetic
85,501
283,000
COMMONWEALTH EDISON CO
Synthetic
219,477
162,000
BURLINGTON RESOURCES LLC
Synthetic
166,821
17,076,000
COMMIT TO PUR FNMA SF MTG
Synthetic
16,011,481
3,480,000
COMMIT TO PUR FNMA SF MTG
Synthetic
3,348,652
14,000
ALTRIA GROUP INC
Synthetic
13,433
55,000
ALTRIA GROUP INC
Synthetic
50,714
241,000
ALTRIA GROUP INC
Synthetic
214,305
82,000
ALTRIA GROUP INC
Synthetic
61,860
471,000
ALTRIA GROUP INC
Synthetic
294,997
149,000
AMAZON.COM INC
Synthetic
121,681
250,000
AMAZON.COM INC
Synthetic
186,503
104,000
AMAZON.COM INC
Synthetic
95,173
50,000
AMAZON.COM INC
Synthetic
41,384
120,000
AMAZON.COM INC
Synthetic
119,602
160,000
AMAZON.COM INC
Synthetic
158,372
2,000,000
AMERCO
Synthetic
1,691,452
89,218
AMERICAN AIRLINES 2016-2 CLASS
Synthetic
77,372
—
AMERICAN AIRLINES 2017-2 CLASS
Synthetic
—
—
AMERICAN AIRLINES 2017-1 CLASS
Synthetic
—
1,500,000
AMERICAN EXPRESS CREDIT AC 3 A
Synthetic
1,466,386
83,000
AMERICAN HOMES 4 RENT LP
Synthetic
64,020
75,000
AMERICAN HOMES 4 RENT LP
Synthetic
63,087
71,000
AMERICAN HOMES 4 RENT LP
Synthetic
52,038
61,000
AMERICAN INTERNATIONAL GROUP I
Synthetic
59,088
92,000
AMERICAN TOWER CORP
Synthetic
85,926
111,000
AMERICAN TRANSMISSION SYS 144A
Synthetic
100,786
85,000
AMERICAN TRANSMISSION SYS 144A
Synthetic
69,756
1,000,000
AMERICAN TRANSMISSION CO LLC
Synthetic
889,723
—
AMERICREDIT AUTOMOBILE REC 1 B
Synthetic
—
400,000
AMGEN INC
Synthetic
369,587
52,000
AMPHENOL CORP
Synthetic
49,672
229,000
ANHEUSER-BUSCH COS LLC / ANHEU
Synthetic
216,277
150,000
ANHEUSER-BUSCH COS LLC / ANHEU
Synthetic
136,361
95,000
ANHEUSER-BUSCH INBEV WORLDWIDE
Synthetic
94,792
157,000
ELEVANCE HEALTH INC
Synthetic
160,725
100,000
AON CORP / AON GLOBAL HOLDINGS
Synthetic
98,886
167,000
APPALACHIAN POWER CO
Synthetic
121,625
205,000
APPALACHIAN POWER CO
Synthetic
191,140
136,000
APPLE INC
Synthetic
117,284
71,000
APPLE INC
Synthetic
58,969
567,000
APPLE INC
Synthetic
373,924
66,000
APPLE INC
Synthetic
59,913
145,000
APPLE INC
Synthetic
123,206
190,000
ARIZONA PUBLIC SERVICE CO
Synthetic
172,731
1,000,000
ARTHUR J GALLAGHER &CO SR NT Q
Synthetic
964,102
195,000
ASSURANT INC
Synthetic
165,076
94,000
AUTOZONE INC
Synthetic
91,103
84,000
AVALONBAY COMMUNITIES INC
Synthetic
82,649
81,000
AVANGRID INC
Synthetic
77,406
68,000
AVIATION CAPITAL GROUP LL 144A
Synthetic
59,394
61,000
AVIATION CAPITAL GROUP LL 144A
Synthetic
60,504
240,000
AVIATION CAPITAL GROUP LL 144A
Synthetic
235,736
113,000
AVIATION CAPITAL GROUP LL 144A
Synthetic
95,729
77,000
AVNET INC
Synthetic
71,102
270,000
BAT CAPITAL CORP
Synthetic
246,662
28
212,000
BAT CAPITAL CORP
Synthetic
164,830
189,000
BAT CAPITAL CORP
Synthetic
156,855
84,000
BAT CAPITAL CORP
Synthetic
65,538
119,000
BAT CAPITAL CORP
Synthetic
80,804
166,000
BAT CAPITAL CORP
Synthetic
108,623
78,000
BAT CAPITAL CORP
Synthetic
83,895
136,000
BMW US CAPITAL LLC 144A
Synthetic
132,629
140,000
BALTIMORE GAS AND ELECTRIC CO
Synthetic
113,411
430,000
BANK 2019-BNK21 BN21 A5
Synthetic
371,592
200,000
BANK 2021-BNK36 BN36 A5
Synthetic
163,030
500,000
PETROLEOS DEL PERU SA REGS
Synthetic
386,450
200,000
BANCO SANTANDER SA
Synthetic
198,932
200,000
BANCO SANTANDER SA
Synthetic
187,178
234,000
SWEDBANK AB 144A
Synthetic
232,067
423,000
CREDIT SUISSE AG 144A
Synthetic
409,041
371,000
CREDIT SUISSE AG/NEW YORK NY
Synthetic
300,186
200,000
UBS AG REGS
Synthetic
197,237
255,000
CREDIT SUISSE GROUP AG 144A
Synthetic
261,086
279,000
UBS GROUP AG 144A
Synthetic
210,057
200,000
UBS GROUP AG 144A
Synthetic
154,570
200,000
UBS GROUP AG 144A
Synthetic
137,358
200,000
UBS GROUP AG 144A
Synthetic
191,395
825,000
MDGH GMTN RSC LTD 144A
Synthetic
870,870
70,000
ANGLO AMERICAN CAPITAL PL 144A
Synthetic
67,729
175,000
BAT INTERNATIONAL FINANCE PLC
Synthetic
162,078
116,000
CSL FINANCE PLC 144A
Synthetic
109,334
192,000
CSL FINANCE PLC 144A
Synthetic
180,791
59,000
CSL FINANCE PLC 144A
Synthetic
53,009
103,000
CSL FINANCE PLC 144A
Synthetic
92,262
200,000
HSBC HOLDINGS PLC
Synthetic
193,448
200,000
LSEGA FINANCING PLC 144A
Synthetic
175,256
200,000
ROYALTY PHARMA PLC
Synthetic
178,988
345,000
ROYALTY PHARMA PLC
Synthetic
292,006
352,000
ROYALTY PHARMA PLC
Synthetic
275,110
230,000
ROYALTY PHARMA PLC
Synthetic
146,982
172,000
VODAFONE GROUP PLC
Synthetic
137,694
1,000,000
GREENSANDS FING PLC
Synthetic
993,273
1,000,000
MEGGITT PLC
Synthetic
986,661
200,000
HSBC HOLDINGS PLC
Synthetic
183,562
523,000
HSBC HOLDINGS PLC
Synthetic
491,167
218,000
HSBC HOLDINGS PLC
Synthetic
187,962
618,000
HSBC HOLDINGS PLC
Synthetic
498,838
217,000
HSBC HOLDINGS PLC
Synthetic
203,953
275,000
HSBC HOLDINGS PLC
Synthetic
259,932
254,000
HSBC HOLDINGS PLC
Synthetic
266,941
200,000
SANTANDER UK GROUP HOLDINGS PL
Synthetic
170,792
168,000
AEP TEXAS INC 144A
Synthetic
161,340
175,000
AEP TRANSMISSION CO LLC
Synthetic
133,472
152,000
AES CORP/THE 144A
Synthetic
134,064
261,000
AES CORP/THE
Synthetic
231,765
183,000
AT&T INC
Synthetic
166,356
55,000
AT&T INC
Synthetic
41,015
317,000
AT&T INC
Synthetic
223,267
169,000
AT&T INC
Synthetic
129,878
375,000
ABBVIE INC
Synthetic
325,283
310,000
ABBVIE INC
Synthetic
287,155
353,000
ABBVIE INC
Synthetic
317,865
171,000
ABBVIE INC
Synthetic
163,589
140,000
ABBVIE INC
Synthetic
119,833
129,000
ABBVIE INC
Synthetic
114,479
1,000,000
ABERDEEN ASIA-PACIFIC
Synthetic
866,625
288,000
ADVANCED MICRO DEVICES INC
Synthetic
267,590
29
288,000
ADVANCED MICRO DEVICES INC
Synthetic
252,908
90,000
ALABAMA POWER CO
Synthetic
64,833
14,335
ALASKA AIRLINES 2020-1 CL 144A
Synthetic
13,643
56,000
ALCON FINANCE CORP 144A
Synthetic
56,284
261,000
ALCON FINANCE CORP 144A
Synthetic
261,470
4,000
ALLEGHANY CORP
Synthetic
3,663
122,000
ALLEGHANY CORP
Synthetic
113,147
13,000
ALLEGHANY CORP
Synthetic
9,147
87,000
ALLIANT ENERGY FINANCE LL 144A
Synthetic
86,397
1,005,000
COMMIT TO PUR FNMA SF MTG
Synthetic
850,747
3,600,000
COMMIT TO PUR FNMA SF MTG
Synthetic
3,158,529
53,000
TECK RESOURCES LTD
Synthetic
47,058
95,000
WASTE CONNECTIONS INC
Synthetic
88,231
1,000,000
TFORCE HLDGS INC
Synthetic
885,844
422,000
BANK OF NOVA SCOTIA/THE
Synthetic
360,115
198,000
AVOLON HOLDINGS FUNDING L 144A
Synthetic
179,497
123,000
AVOLON HOLDINGS FUNDING L 144A
Synthetic
105,863
98,000
AVOLON HOLDINGS FUNDING L 144A
Synthetic
78,668
150,000
AVOLON HOLDINGS FUNDING L 144A
Synthetic
119,894
250,000
CK HUTCHISON INTERNATIONA 144A
Synthetic
206,219
1,000,000
AGL CLO 5 LTD 5A A1R 144A
Synthetic
979,399
710,000
APIDOS CLO XXV 25A A1R 144A
Synthetic
698,633
2,000,000
BENEFIT STREET PAR 22A AR 144A
Synthetic
1,926,546
4,901,928
BLUEMOUNTAIN CLO 2 2A A1R 144A
Synthetic
4,831,581
965,322
CIFC FUNDING 2015-I 3A AR 144A
Synthetic
950,203
380,000
CIFC FUNDING 2019-V 6A A1 144A
Synthetic
375,470
250,000
CARLYLE C17 CLO C17A A1AR 144A
Synthetic
246,757
1,000,000
RAD CLO 7 LTD 7A A1 144A
Synthetic
981,335
250,000
RAD CLO 6 LTD 6A A1 144A
Synthetic
246,683
670,000
LCM XIV LP 14A AR 144A
Synthetic
654,898
550,000
MAGNETITE XII LTD 12A ARR 144A
Synthetic
541,485
1,442,440
NEWARK BSL CLO 1 L 1A A1R 144A
Synthetic
1,424,846
1,000,000
OAKTREE CLO 2022-3 3A A1 144A
Synthetic
995,481
380,000
OCTAGON INVESTMENT 1A A1 144A
Synthetic
375,356
500,000
OCTAGON LOAN FUNDI 1A ARR 144A
Synthetic
491,778
250,000
PALMER SQUARE CLO 2 1A A1 144A
Synthetic
246,387
936,000
SOUNDS POINT CLO IV 3RA A 144A
Synthetic
915,123
250,000
THL CREDIT WIND RIV 2A A2 144A
Synthetic
241,246
250,000
VENTURE 34 CLO LTD 34A A 144A
Synthetic
243,985
625,000
CELULOSA ARAUCO Y CONSTIT 144A
Synthetic
583,871
700,000
CHILE GOVERNMENT INTERNATIONAL
Synthetic
580,599
200,000
EMPRESA NACIONAL DEL PETR REGS
Synthetic
193,542
325,000
EMPRESA NACIONAL DEL PETR REGS
Synthetic
304,247
3,018,859
NAC AVIATION 29 DESIGN
Synthetic
2,393,665
497,000
BPCE SA 144A
Synthetic
493,255
57,000
TOTALENERGIES CAPITAL INTERNAT
Synthetic
56,236
258,000
BNP PARIBAS SA 144A
Synthetic
254,775
292,000
BNP PARIBAS SA 144A
Synthetic
225,599
450,000
RELIANCE INDUSTRIES LTD 144A
Synthetic
364,831
250,000
RELIANCE INDUSTRIES LTD 144A
Synthetic
164,034
650,000
PERUSAHAAN PERSEROAN PERS REGS
Synthetic
624,000
387,000
SMBC AVIATION CAPITAL FIN 144A
Synthetic
329,412
1,000,000
DCC TREAS IRELAND
Synthetic
994,756
200,000
INTESA SANPAOLO SPA 144A
Synthetic
203,974
200,000
INTESA SANPAOLO SPA 144A
Synthetic
202,898
211,000
MITSUBISHI HC CAPITAL INC 144A
Synthetic
206,868
410,000
ORIX CORP
Synthetic
394,856
189,000
ORIX CORP
Synthetic
184,213
150,000
OSCAR US FUNDING XI 2A A3 144A
Synthetic
141,401
2,000,000
TRAFIGURA FDG S A
Synthetic
1,740,577
41,100
PETROLEOS MEXICANOS
Synthetic
40,412
700,000
MEXICO GOVERNMENT INTERNATIONA
Synthetic
539,716
30
400,000
ENEL FINANCE INTERNATIONA 144A
Synthetic
422,707
106,000
HEINEKEN NV 144A
Synthetic
100,105
80,000
NXP BV / NXP FUNDING LLC / NXP
Synthetic
49,816
34,000
NXP BV / NXP FUNDING LLC / NXP
Synthetic
29,381
180,000
SHELL INTERNATIONAL FINANCE BV
Synthetic
166,887
200,000
ABN AMRO BANK NV 144A
Synthetic
144,587
200,000
ASB BANK LTD 144A
Synthetic
188,817
109,000
EQUINOR ASA
Synthetic
97,864
203,000
AKER BP ASA 144A
Synthetic
179,312
675,000
PERUVIAN GOVERNMENT INTERNATIO
Synthetic
558,380
200,000
CORP FINANCIERA DE DESARR REGS
Synthetic
192,302
856,987
ERGON PERU S A C
Synthetic
775,963
1,000,000
AGL ENERGY LTD SER C GTD SR NT
Synthetic
928,893
200,000
AUSTRALIA & NEW ZEALAND B 144A
Synthetic
201,997
455,000
NBN CO LTD 144A
Synthetic
401,753
21,000
RIO TINTO FINANCE USA LTD
Synthetic
13,891
100,000
SANTOS FINANCE LTD 144A
Synthetic
79,486
1,000,000
DALRYMPLE BAY FIN PTY LTD
Synthetic
926,605
1,000,000
STAR ENTMT FIN LTD
Synthetic
923,917
255,000
COMMONWEALTH BANK OF AUST 144A
Synthetic
211,069
78,000
ATHENE HOLDING LTD
Synthetic
77,132
113,000
TRITON CONTAINER INTERNAT 144A
Synthetic
98,206
85,000
TRITON CONTAINER INTERNAT 144A
Synthetic
66,169
85,000
TRITON CONTAINER INTERNAT 144A
Synthetic
82,031
439,000
XL GROUP LTD
Synthetic
414,744
1,000,000
AGNICO EAGLE MINES LIMITED
Synthetic
991,301
—
AIR CANADA 2020-2 CLASS A 144A
Synthetic
—
272,000
BROOKFIELD FINANCE INC
Synthetic
261,896
137,000
CI FINANCIAL CORP
Synthetic
80,743
181,000
CANADIAN NATURAL RESOURCES LTD
Synthetic
184,911
60,000
CANADIAN NATURAL RESOURCES LTD
Synthetic
62,053
299,000
CANADIAN PACIFIC RAILWAY CO
Synthetic
285,629
500,000
CARDS II TRUST 1A A 144A
Synthetic
471,506
1,000,000
GILDAN ACTIVEWEAR INC A 144A
Synthetic
979,466
272,000
INTACT FINANCIAL CORP 144A
Synthetic
268,363
54,000
NUTRIEN LTD
Synthetic
55,098
45,000
ROGERS COMMUNICATIONS INC 144A
Synthetic
38,833
95,000
ROGERS COMMUNICATIONS INC 144A
Synthetic
73,652
(72)
US 10YR ULTRA FUTURE (CBT)
Synthetic
110,699
104
US LONG BOND FUTURE (CBT)
Synthetic
(133,280)
56
US 10YR NOTE FUTURE (CBT)
Synthetic
(71,506)
(135)
US 5YR NOTE FUTURE (CBT)
Synthetic
54,940
109
US 2YR NOTE FUTURE (CBT)
Synthetic
5,102
72
US ULTRA BOND (CBT)
Synthetic
(216,409)
1,000
BLACKSTONE / GSO STRATEGIC CR
Synthetic
990,050
500
BLACKSTONE / GSO LONG-SHORT
Synthetic
495,025
9,400
WELLS FARGO & CO
Synthetic
216,294
7,000,000
COOPERATIEVE CENTRALE
Synthetic
7,000,000
6,000,000
U S TREASURY BILL
Synthetic
5,935,545
14,150,000
U S TREASURY BILL
Synthetic
14,145,645
4,725,000
FEDERAL HOME LN BK CONS BD
Synthetic
4,724,916
6,500,000
FEDERAL HOME LN BK CONS DISC
Synthetic
6,401,372
5,000,000
LINDE INC DISC
Synthetic
4,968,656
5,000,000
WESTPAC BANKING CORP
Synthetic
5,005,527
3,000,000
BANK OF MONTREAL
Synthetic
2,986,145
5,000,000
BANK OF NOVA SCOTIA/THE
Synthetic
4,976,168
3,000,000
CANADIAN IMPERIAL BANK OF COMM
Synthetic
2,921,663
2,000,000
ENBRIDGE INC
Synthetic
1,999,122
2,750,000
ENBRIDGE INC
Synthetic
2,749,838
2,065,000
GOLDEN CREDIT CARD T 2A A 144A
Synthetic
2,063,387
6,000,000
TORONTO-DOMINION BANK/THE
Synthetic
5,995,493
31
2,641,335
TORONTO-DOMINION BANK/THE
Synthetic
2,644,311
4,611,000
CIFC FUNDING 2015- 1A ARR 144A
Synthetic
4,643,952
3,000,000
CARLYLE GLOBAL MA 1A A1RR 144A
Synthetic
2,985,661
4,000,000
EMPOWER CLO 2022-1 1A A1 144A
Synthetic
3,892,269
3,000,000
GOLDENTREE LOAN MAN 2A AR 144A
Synthetic
2,998,254
1,250,000
SYMPHONY STATIC CLO 1A A 144A
Synthetic
1,250,136
2,250,000
MITSUBISHI UFJ FINANCIAL GROUP
Synthetic
2,229,129
3,261,000
ING GROEP NV
Synthetic
3,245,666
2,000,000
CREDIT SUISSE AG/NEW YORK NY
Synthetic
1,934,176
4,000,000
NATWEST GROUP PLC
Synthetic
3,961,463
943,215
AT&T INC
Synthetic
943,174
3,800,000
AT&T INC
Synthetic
3,655,635
1,500,000
ALLSTATE CORP/THE
Synthetic
1,501,684
5,000,000
AMERICAN ELECTRIC POWER CO INC
Synthetic
4,904,575
2,999,000
AMERICAN EXPRESS CO
Synthetic
2,962,806
2,966,075
AMERICAN EXPRESS CO
Synthetic
—
4,100,000
AMERICAN EXPRESS CREDIT AC 3 A
Synthetic
4,106,527
3,000,000
AMERICAN EXPRESS CREDIT AC 7 A
Synthetic
3,002,185
3,000,000
AMERICAN EXPRESS CREDIT AC 9 A
Synthetic
2,980,038
820,000
AMERICAN HONDA FINANCE CORP
Synthetic
810,452
2,083,000
AMERICREDIT AUTOMOBILE R 2 A2B
Synthetic
2,081,941
5,000,000
ATHENE GLOBAL FUNDING 144A
Synthetic
4,867,284
1,048,175
BMW US CAPITAL LLC 144A
Synthetic
1,044,794
—
BMW VEHICLE OWNER TRUST A A2B
Synthetic
—
3,000,000
BX COMMERCIAL MORT ACNT A 144A
Synthetic
—
5,000,000
BANK OF AMERICA CORP
Synthetic
5,008,655
2,500,000
BANK OF AMERICA CORP
Synthetic
2,499,700
4,360,000
BANK OF AMERICA CORP
Synthetic
4,356,401
3,855,000
CIGNA GROUP/THE
Synthetic
3,782,986
4,000,000
CAPITAL ONE FINANCIAL CORP
Synthetic
4,004,384
2,750,000
CAPITAL ONE FINANCIAL CORP
Synthetic
2,708,162
3,317,000
CARMAX AUTO OWNER TRUST 3 A2B
Synthetic
3,326,203
1,814,000
CATERPILLAR FINANCIAL SERVICES
Synthetic
1,735,381
1,923,000
CATERPILLAR FINANCIAL SERVICES
Synthetic
1,919,198
4,000,000
CENTERPOINT ENERGY INC
Synthetic
—
714,000
CENTERPOINT ENERGY RESOURCES C
Synthetic
713,738
1,439,000
CHESAPEAKE FUNDING 3A A2 144A
Synthetic
1,431,482
3,749,000
CHESAPEAKE FUNDING 1A A2 144A
Synthetic
3,734,869
159,412
CITIGROUP INC
Synthetic
159,138
784,177
CITIGROUP INC
Synthetic
756,086
564,439
CITIBANK CREDIT CARD ISS A6 A6
Synthetic
558,438
599,169
CITIBANK CREDIT CARD ISS A2 A2
Synthetic
579,094
—
CITIBANK CREDIT CARD ISS A4 A4
Synthetic
—
858,805
COMCAST CORP
Synthetic
849,553
687,582
JOHN DEERE CAPITAL CORP
Synthetic
685,817
919,973
JOHN DEERE CAPITAL CORP
Synthetic
910,299
1,556,651
DOMINION ENERGY INC
Synthetic
1,519,484
5,217,000
EVERSOURCE ENERGY
Synthetic
5,208,264
1,400,024
FHLMC MULTICLASS STRIP 350 F2
Synthetic
1,341,171
4,808,000
FNMA GTD REMIC P/T 18-57 FA
Synthetic
4,738,413
3,000,000
FHLMC MULTICLASS MTG 3983 DF
Synthetic
3,000,370
2,150,000
FHLMC MULTICLASS MTG 4477 FG
Synthetic
2,152,490
3,000,000
FHLMC MULTICLASS MTG 4497 CF
Synthetic
2,984,466
4,000,000
FHLMC MULTICLASS MTG KF22 A
Synthetic
—
2,254,000
FHLMC MULTICLASS MTG Q008 A
Synthetic
2,169,231
2,113,000
FHLMC MULTICLASS MTG KF64 A
Synthetic
2,081,654
3,500,000
FHLMC MULTICLASS MTG 4911 FM
Synthetic
3,501,757
895,000
FHLMC MULTICLASS MTG KF77 AL
Synthetic
894,721
5,000,000
FLORIDA POWER & LIGHT CO
Synthetic
4,977,449
5,000,000
GM FINANCIAL CONSUMER AU 3 A2B
Synthetic
5,000,133
3,000,000
GENERAL MOTORS FINANCIAL CO IN
Synthetic
2,994,981
1,356,000
GM FINANCIAL AUTOMOBILE 3 A2B
Synthetic
1,345,575
32
5,807,338
GOLDMAN SACHS GROUP INC/THE
Synthetic
5,457,170
1,311,768
GOLDMAN SACHS GROUP INC/THE
Synthetic
1,187,543
1,505,332
GOLDMAN SACHS GROUP INC/THE
Synthetic
1,359,294
3,900,000
ILPT COMMERCIAL MO LPF2 A 144A
Synthetic
3,904,912
4,000,000
JP MORGAN MORTGAGE 1 A11 144A
Synthetic
3,932,120
6,187,797
JP MORGAN MORTGAGE 3 A11 144A
Synthetic
5,991,731
5,000,000
JP MORGAN CHASE C WPT AFL 144A
Synthetic
5,001,103
3,756,000
JPMORGAN CHASE & CO
Synthetic
3,734,081
3,090,000
JPMORGAN CHASE & CO
Synthetic
2,973,756
5,000,000
JACKSON NATIONAL LIFE GLO 144A
Synthetic
5,000,102
1,500,000
LIFE 2021-BMR MORTG BMR A 144A
Synthetic
1,500,012
5,000,000
M&T BANK CORP
Synthetic
5,018,500
3,012,000
MASSMUTUAL GLOBAL FUNDING 144A
Synthetic
2,970,133
4,500,000
MED TRUST 2021-MDL MDLN A 144A
Synthetic
4,480,990
631,141
MET TOWER GLOBAL FUNDING 144A
Synthetic
630,578
2,155,000
METROPOLITAN LIFE GLOBAL 144A
Synthetic
2,147,459
3,000,000
MORGAN STANLEY
Synthetic
3,000,755
5,803
MORGAN STANLEY
Synthetic
—
1,235,000
MORGAN STANLEY B C10 A3FL 144A
Synthetic
1,234,455
3,855,000
NATIONAL RURAL UTILITIES COOPE
Synthetic
3,852,374
1,650,000
NAVIENT STUDENT LOA 2A A2 144A
Synthetic
1,638,797
4,216,000
NEXTERA ENERGY CAPITAL HOLDING
Synthetic
4,046,309
5,000,000
NEXTGEAR FLOORPLAN 1A A1 144A
Synthetic
4,923,928
2,051,000
NORTHWESTERN MUTUAL GLOBA 144A
Synthetic
2,036,507
3,500,000
PPL ELECTRIC UTILITIES CORP
Synthetic
3,374,256
1,582,104
PACIFIC LIFE GLOBAL FUNDI 144A
Synthetic
1,541,887
5,235,000
PUBLIC STORAGE
Synthetic
5,051,334
2,632,000
RLGH TRUST 2021-TR TROT A 144A
Synthetic
2,624,811
1,580,000
SLM STUDENT LOAN TRUST 20 6 A3
Synthetic
1,570,989
2,666,248
SMRT 2022-MINI MINI A 144A
Synthetic
—
—
CHARLES SCHWAB CORP/THE
Synthetic
—
2,000,000
SOUTHERN CO/THE
Synthetic
1,995,481
5,000,000
STARBUCKS CORP
Synthetic
4,981,899
3,000,000
THARALDSON HOTEL PO THL A 144A
Synthetic
3,003,528
1,821,000
THERMO FISHER SCIENTIFIC INC
Synthetic
1,820,983
5,000,000
THERMO FISHER SCIENTIFIC INC
Synthetic
4,967,128
50,900,000
TRUIST BANK
Synthetic
50,801,998
9,000,000
U S TREASURY NOTE
Synthetic
8,989,462
5,000,000
U S TREASURY NOTE
Synthetic
4,994,416
4,000,000
U S TREASURY NOTE
Synthetic
4,031,722
5,000,000
VERIZON COMMUNICATIONS INC
Synthetic
5,010,775
5,000,000
VERIZON MASTER TRUST 7 A1B
Synthetic
4,984,553
4,000,000
WELLS FARGO COM NXS5 A6FL 144A
Synthetic
3,876,006
3,000,000
WELLS FARGO & CO
Synthetic
2,999,611
—
WFRBS COMMERCIA LC14 A3FL 144A
Synthetic
—
2,507,481
EB Temporary Investment Fund *
Common Collective Trust Fund
2,507,481
Mass Mutual
147,718,407
IGT Jennison Short Term Bond Fund
Synthetic
101,953,319
367,924,235
IGT Pimco Intermediate Fund
Synthetic
253,936,511
Trans America
367,817,278
IGT Invesco Intermediate Fund
Synthetic
254,476,796
147,702,547
IGT Jennison Short Term Bond Fund
Synthetic
102,188,976
PAC Life
147,390,577
IGT Jennison Short Term Bond Fund
Synthetic
102,367,112
368,446,256
IGT Loomis Sayles Intermediate Fund
Synthetic
255,896,815
33
Prudential
368,238,225
IGT Jennison Intermediate Fund
Synthetic
255,699,993
147,712,484
IGT Jennison Short Term Bond Fund
Synthetic
102,569,691
Voya
500,563,937
IGT Invesco Intermediate Fund
Synthetic
306,024,325
State Street
500,551,637
IGT Invesco Intermediate Fund
Synthetic
305,987,578
37,126,095
EB Temporary Investment Fund *
Common Collective Trust Fund
37,126,095
Stable Value Fund Subtotal
$
2,924,589,096
Diversified Bond Fund
Loomis Sayles, Dodge & Cox
Separately Managed Fund
170,100
CITIGROUP CAPITAL XIII
Corporate Debt Instruments
$
4,830,840
230,000
ELANCO ANIMAL HEALTH INC
Corporate Debt Instruments
227,700
1,635,000
ELANCO ANIMAL HEALTH INC
Corporate Debt Instruments
1,555,719
575,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
670,000
1,880,000
TRANSCANADA TRUST
Corporate Debt Instruments
1,776,600
815,000
BNP PARIBAS SA 144A
Corporate Debt Instruments
776,492
2,685,000
BNP PARIBAS SA
Corporate Debt Instruments
2,625,226
510,000
BNP PARIBAS SA 144A
Corporate Debt Instruments
495,207
3,760,000
BNP PARIBAS SA 144A
Corporate Debt Instruments
3,565,513
4,050,000
TELECOM ITALIA SPA/MILANO 144A
Corporate Debt Instruments
3,837,132
525,000
ENEL SPA 144A
Corporate Debt Instruments
525,435
2,070,000
UNICREDIT SPA 144A
Corporate Debt Instruments
1,897,139
2,775,000
UNICREDIT SPA 144A
Corporate Debt Instruments
2,254,543
430,000
TELECOM ITALIA CAPITAL SA
Corporate Debt Instruments
349,117
1,995,000
TELECOM ITALIA CAPITAL SA
Corporate Debt Instruments
1,655,850
1,085,000
ULTRAPAR INTERNATIONAL SA 144A
Corporate Debt Instruments
1,038,888
432,000
ULTRAPAR INTERNATIONAL SA 144A
Corporate Debt Instruments
408,240
2,730,000
CEMEX SAB DE CV 144A
Corporate Debt Instruments
2,801,663
1,625,000
CEMEX SAB DE CV 144A
Corporate Debt Instruments
1,515,941
1,350,000
PETROLEOS MEXICANOS
Corporate Debt Instruments
979,300
4,781,000
PETROLEOS MEXICANOS
Corporate Debt Instruments
3,754,266
380,000
PETROLEOS MEXICANOS
Corporate Debt Instruments
247,285
960,000
PETROLEOS MEXICANOS
Corporate Debt Instruments
594,413
560,000
PETROLEOS MEXICANOS
Corporate Debt Instruments
357,279
9,175,000
PETROLEOS MEXICANOS
Corporate Debt Instruments
6,348,171
1,145,000
ENEL FINANCE INTERNATIONA 144A
Corporate Debt Instruments
1,041,805
1,950,000
ENEL FINANCE INTERNATIONA 144A
Corporate Debt Instruments
1,756,222
525,000
ENEL FINANCE INTERNATIONA 144A
Corporate Debt Instruments
554,803
275,000
ENEL FINANCE INTERNATIONA 144A
Corporate Debt Instruments
293,779
1,050,000
PROSUS NV 144A
Corporate Debt Instruments
989,625
135,000
PETROBRAS GLOBAL FINANCE BV
Corporate Debt Instruments
130,264
1,065,000
PETROBRAS GLOBAL FINANCE BV
Corporate Debt Instruments
955,816
2,586,000
PETROBRAS GLOBAL FINANCE BV
Corporate Debt Instruments
2,408,859
1,030,000
PETROBRAS GLOBAL FINANCE BV
Corporate Debt Instruments
899,016
625,000
PETROBRAS GLOBAL FINANCE BV
Corporate Debt Instruments
594,188
3,955,000
PROSUS NV 144A
Corporate Debt Instruments
3,288,371
4,700,000
PROSUS NV 144A
Corporate Debt Instruments
3,624,080
450,000
PROSUS NV 144A
Corporate Debt Instruments
372,541
2,850,000
PROSUS NV 144A
Corporate Debt Instruments
2,011,577
1,685,000
BARCLAYS PLC
Corporate Debt Instruments
1,645,915
575,000
BARCLAYS PLC
Corporate Debt Instruments
559,185
925,000
BARCLAYS PLC
Corporate Debt Instruments
852,847
1,590,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
1,604,988
1,965,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
2,003,514
245,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
246,012
815,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
788,302
470,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
448,240
34
3,005,000
IMPERIAL BRANDS FINANCE P 144A
Corporate Debt Instruments
2,569,760
1,200,000
IMPERIAL BRANDS FINANCE P 144A
Corporate Debt Instruments
1,194,197
4,090,000
IMPERIAL BRANDS FINANCE P 144A
Corporate Debt Instruments
3,905,994
210,000
LLOYDS BANKING GROUP PLC
Corporate Debt Instruments
203,342
1,535,000
LLOYDS BANKING GROUP PLC
Corporate Debt Instruments
1,497,952
2,145,000
LLOYDS BANKING GROUP PLC
Corporate Debt Instruments
2,053,902
590,000
NATWEST GROUP PLC
Corporate Debt Instruments
589,471
1,675,000
NATWEST GROUP PLC
Corporate Debt Instruments
1,683,264
975,000
BARCLAYS PLC
Corporate Debt Instruments
944,323
940,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
932,557
1,850,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
1,476,495
550,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
420,250
1,600,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
1,481,411
1,625,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
1,408,324
1,725,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
1,825,187
1,700,000
LLOYDS BANKING GROUP PLC
Corporate Debt Instruments
1,799,452
3,200,000
NATWEST GROUP PLC
Corporate Debt Instruments
2,769,477
304,000
AT&T INC
Corporate Debt Instruments
247,517
740,000
AT&T INC
Corporate Debt Instruments
613,248
1,520,000
AT&T INC
Corporate Debt Instruments
1,025,903
1,904,000
AT&T INC
Corporate Debt Instruments
1,270,432
4,449,000
AT&T INC
Corporate Debt Instruments
2,977,853
750,000
AT&T INC
Corporate Debt Instruments
517,450
865,000
ABBVIE INC
Corporate Debt Instruments
779,775
510,000
ABBVIE INC
Corporate Debt Instruments
436,534
1,440,000
ANHEUSER-BUSCH INBEV WORLDWIDE
Corporate Debt Instruments
1,423,581
430,000
ANHEUSER-BUSCH INBEV WORLDWIDE
Corporate Debt Instruments
377,862
1,000,000
BAT CAPITAL CORP
Corporate Debt Instruments
777,502
425,000
BAT CAPITAL CORP
Corporate Debt Instruments
352,717
1,150,000
BAT CAPITAL CORP
Corporate Debt Instruments
897,250
175,000
BAT CAPITAL CORP
Corporate Debt Instruments
118,829
475,000
BAT CAPITAL CORP
Corporate Debt Instruments
391,547
3,150,000
BAT CAPITAL CORP
Corporate Debt Instruments
2,795,072
79,437
BNSF RAILWAY CO 2007-1 PASS TH
Corporate Debt Instruments
79,217
459,457
BNSF RAILWAY CO 2015-1 PA 144A
Corporate Debt Instruments
430,754
1,150,000
BANK OF AMERICA CORP
Corporate Debt Instruments
1,132,208
1,305,000
BANK OF AMERICA CORP
Corporate Debt Instruments
1,260,564
2,125,000
BAYER US FINANCE II LLC 144A
Corporate Debt Instruments
2,094,242
590,000
BAYER US FINANCE II LLC 144A
Corporate Debt Instruments
571,666
590,000
BAYER US FINANCE II LLC 144A
Corporate Debt Instruments
553,842
450,000
BOSTON PROPERTIES LP
Corporate Debt Instruments
441,951
205,000
BOSTON PROPERTIES LP
Corporate Debt Instruments
194,318
330,000
BOSTON PROPERTIES LP
Corporate Debt Instruments
315,633
425,000
BOSTON PROPERTIES LP
Corporate Debt Instruments
393,991
115,000
BOSTON PROPERTIES LP
Corporate Debt Instruments
94,002
1,810,000
BOSTON PROPERTIES LP
Corporate Debt Instruments
1,496,288
1,600,000
CCO HOLDINGS LLC / CCO HO 144A
Corporate Debt Instruments
1,227,568
1,425,000
CCO HOLDINGS LLC / CCO HOLDING
Corporate Debt Instruments
1,134,300
1,275,000
CCO HOLDINGS LLC / CCO HO 144A
Corporate Debt Instruments
941,007
621,000
CIGNA GROUP/THE
Corporate Debt Instruments
616,902
335,000
CIGNA GROUP/THE
Corporate Debt Instruments
327,306
835,000
CIGNA GROUP/THE
Corporate Debt Instruments
805,302
190,000
CIGNA GROUP/THE
Corporate Debt Instruments
209,443
750,000
CRH AMERICA INC 144A
Corporate Debt Instruments
723,479
910,000
CAPITAL ONE FINANCIAL CORP
Corporate Debt Instruments
904,487
105,000
CAPITAL ONE FINANCIAL CORP
Corporate Debt Instruments
103,013
325,000
CAPITAL ONE FINANCIAL CORP
Corporate Debt Instruments
312,468
895,000
CAPITAL ONE FINANCIAL CORP
Corporate Debt Instruments
864,870
800,000
CAPITAL ONE FINANCIAL CORP
Corporate Debt Instruments
753,209
3,225,000
CHARTER COMMUNICATIONS OPERATI
Corporate Debt Instruments
2,908,221
405,000
CHARTER COMMUNICATIONS OPERATI
Corporate Debt Instruments
317,699
2,335,000
CHARTER COMMUNICATIONS OPERATI
Corporate Debt Instruments
1,911,641
35
375,000
CHARTER COMMUNICATIONS OPERATI
Corporate Debt Instruments
320,872
1,850,000
CHARTER COMMUNICATIONS OPERATI
Corporate Debt Instruments
1,427,909
500,000
CITIGROUP INC
Corporate Debt Instruments
526,528
510,000
CITIGROUP INC
Corporate Debt Instruments
507,537
220,000
CITIGROUP INC
Corporate Debt Instruments
216,059
880,000
COCA-COLA CO/THE
Corporate Debt Instruments
818,351
1,325,000
COMCAST CORP
Corporate Debt Instruments
1,381,568
1,630,000
COX COMMUNICATIONS INC 144A
Corporate Debt Instruments
1,574,668
980,000
COX COMMUNICATIONS INC 144A
Corporate Debt Instruments
916,261
1,090,000
COX COMMUNICATIONS INC 144A
Corporate Debt Instruments
1,011,805
1,050,000
COX COMMUNICATIONS INC 144A
Corporate Debt Instruments
798,511
27,000
DELL INTERNATIONAL LLC / EMC C
Corporate Debt Instruments
27,017
210,000
DELL INTERNATIONAL LLC / EMC C
Corporate Debt Instruments
214,233
300,000
DELL INTERNATIONAL LLC / EMC C
Corporate Debt Instruments
308,206
150,000
DILLARD'S INC
Corporate Debt Instruments
155,792
90,000
DILLARD'S INC
Corporate Debt Instruments
94,211
200,000
DILLARD'S INC
Corporate Debt Instruments
204,156
535,000
WALT DISNEY CO/THE
Corporate Debt Instruments
605,886
165,000
DOMINION ENERGY INC
Corporate Debt Instruments
145,401
1,100,000
DOMINION ENERGY INC
Corporate Debt Instruments
979,290
629,000
DOW CHEMICAL CO/THE
Corporate Debt Instruments
828,568
1,045,000
EXXON MOBIL CORP
Corporate Debt Instruments
940,273
725,000
EXXON MOBIL CORP
Corporate Debt Instruments
633,280
1,535,000
FEDEX CORP
Corporate Debt Instruments
1,397,605
575,000
FORD MOTOR CREDIT CO LLC
Corporate Debt Instruments
552,771
950,000
FORD MOTOR CREDIT CO LLC
Corporate Debt Instruments
858,812
1,615,000
FORD MOTOR CREDIT CO LLC
Corporate Debt Instruments
1,596,338
1,550,000
FORD MOTOR CREDIT CO LLC
Corporate Debt Instruments
1,450,785
1,750,000
FORD MOTOR CREDIT CO LLC
Corporate Debt Instruments
1,630,055
1,575,000
FORD MOTOR CREDIT CO LLC
Corporate Debt Instruments
1,531,731
895,000
FORD MOTOR CREDIT CO LLC
Corporate Debt Instruments
890,525
1,000,000
FORD MOTOR CREDIT CO LLC
Corporate Debt Instruments
921,405
835,000
FORD MOTOR CREDIT CO LLC
Corporate Debt Instruments
801,660
74,844
SEASONED CREDIT RISK TR 4 M45T
Corporate Debt Instruments
72,940
600,000
GE HEALTHCARE TECHNOLOGIE 144A
Corporate Debt Instruments
614,017
1,825,000
GE HEALTHCARE TECHNOLOGIE 144A
Corporate Debt Instruments
1,891,062
80,000
HCA INC
Corporate Debt Instruments
79,034
700,000
HCA INC
Corporate Debt Instruments
639,024
800,000
HCA INC
Corporate Debt Instruments
681,369
2,175,000
HCA INC 144A
Corporate Debt Instruments
1,840,384
650,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
646,944
845,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
816,470
930,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
896,059
360,000
KINDER MORGAN ENERGY PARTNERS
Corporate Debt Instruments
362,725
685,000
KINDER MORGAN ENERGY PARTNERS
Corporate Debt Instruments
724,741
1,035,000
KINDER MORGAN ENERGY PARTNERS
Corporate Debt Instruments
1,043,033
555,000
KINDER MORGAN ENERGY PARTNERS
Corporate Debt Instruments
475,040
610,000
KINDER MORGAN ENERGY PARTNERS
Corporate Debt Instruments
521,028
680,000
KINDER MORGAN ENERGY PARTNERS
Corporate Debt Instruments
614,894
490,000
KINDER MORGAN ENERGY PARTNERS
Corporate Debt Instruments
440,266
900,000
KINDER MORGAN INC
Corporate Debt Instruments
820,630
625,000
KINDER MORGAN INC
Corporate Debt Instruments
579,447
280,000
LYB INTERNATIONAL FINANCE III
Corporate Debt Instruments
207,021
1,600,000
MICROCHIP TECHNOLOGY INC
Corporate Debt Instruments
1,481,536
35,868
NAVIENT PRIVATE EDU A A2A 144A
Corporate Debt Instruments
35,207
825,000
NEXTERA ENERGY CAPITAL HOLDING
Corporate Debt Instruments
813,803
1,275,000
NEXTERA ENERGY CAPITAL HOLDING
Corporate Debt Instruments
1,253,651
140,000
NORDSTROM INC
Corporate Debt Instruments
129,080
1,360,000
OCCIDENTAL PETROLEUM CORP
Corporate Debt Instruments
1,302,690
930,000
ORACLE CORP
Corporate Debt Instruments
792,920
520,000
ORACLE CORP
Corporate Debt Instruments
381,478
750,000
ORACLE CORP
Corporate Debt Instruments
504,950
36
750,000
ORACLE CORP
Corporate Debt Instruments
802,368
275,000
PHILIP MORRIS INTERNATIONAL IN
Corporate Debt Instruments
278,982
325,000
PHILIP MORRIS INTERNATIONAL IN
Corporate Debt Instruments
331,314
135,000
UNUM GROUP
Corporate Debt Instruments
141,844
420,000
RELX CAPITAL INC
Corporate Debt Instruments
388,959
1,312,884
RIO OIL FINANCE TRUST SER 144A
Corporate Debt Instruments
1,326,013
358,022
RIO OIL FINANCE TRUST SER 144A
Corporate Debt Instruments
370,553
1,170,400
RIO OIL FINANCE TRUST SER 144A
Corporate Debt Instruments
1,182,104
58,128
SMB PRIVATE EDUCATI A A2A 144A
Corporate Debt Instruments
55,718
1,216,893
SMB PRIVATE EDUCAT A APT2 144A
Corporate Debt Instruments
1,043,437
224,937
SMB PRIVATE EDUCATI B A2A 144A
Corporate Debt Instruments
215,325
178,180
SMB PRIVATE EDUCATI A A2A 144A
Corporate Debt Instruments
169,746
71,625
SMB PRIVATE EDUCATI B A2A 144A
Corporate Debt Instruments
68,192
790,000
T-MOBILE USA INC
Corporate Debt Instruments
674,186
220,000
T-MOBILE USA INC
Corporate Debt Instruments
180,870
2,110,000
T-MOBILE USA INC
Corporate Debt Instruments
1,911,269
1,075,000
T-MOBILE USA INC
Corporate Debt Instruments
977,864
1,000,000
T-MOBILE USA INC
Corporate Debt Instruments
880,770
1,000,000
T-MOBILE USA INC
Corporate Debt Instruments
863,799
825,000
T-MOBILE USA INC
Corporate Debt Instruments
554,358
725,000
T-MOBILE USA INC
Corporate Debt Instruments
701,720
2,690,000
TIME WARNER CABLE LLC
Corporate Debt Instruments
2,547,441
55,000
UNUM GROUP
Corporate Debt Instruments
57,435
105,048
UNION PACIFIC RAILROAD CO 2006
Corporate Debt Instruments
107,975
106,794
UNION PACIFIC RAILROAD CO 2007
Corporate Debt Instruments
109,949
1,025,000
UNITEDHEALTH GROUP INC
Corporate Debt Instruments
972,997
425,000
UNITEDHEALTH GROUP INC
Corporate Debt Instruments
392,269
1,170,000
VERIZON COMMUNICATIONS INC
Corporate Debt Instruments
1,041,516
750,000
VERIZON COMMUNICATIONS INC
Corporate Debt Instruments
457,575
650,000
VMWARE INC
Corporate Debt Instruments
633,018
825,000
VMWARE INC
Corporate Debt Instruments
719,207
915,000
WELLS FARGO & CO
Corporate Debt Instruments
885,950
1,120,000
WELLS FARGO & CO
Corporate Debt Instruments
1,077,806
905,000
WILLIAMS COS INC/THE
Corporate Debt Instruments
791,222
1,680,000
BANK OF AMERICA CORP
Corporate Debt Instruments
1,365,490
1,915,000
BANK OF AMERICA CORP
Corporate Debt Instruments
1,498,601
3,525,000
BANK OF AMERICA CORP
Corporate Debt Instruments
2,918,913
950,000
CAPITAL ONE FINANCIAL CORP
Corporate Debt Instruments
919,702
650,000
CAPITAL ONE FINANCIAL CORP
Corporate Debt Instruments
603,799
485,000
CITIGROUP INC
Corporate Debt Instruments
445,374
1,275,000
CITIGROUP INC
Corporate Debt Instruments
1,090,497
1,680,000
DOMINION ENERGY INC
Corporate Debt Instruments
1,573,744
4,825,000
GOLDMAN SACHS GROUP INC/THE
Corporate Debt Instruments
4,494,302
70,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
58,703
2,595,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
2,423,617
480,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
392,778
600,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
393,111
3,795,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
3,126,912
725,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
707,639
1,608,130
NAVIENT STUDENT LOAN 5A A 144A
Corporate Debt Instruments
1,558,183
1,088,528
NAVIENT STUDENT LOAN 2A A 144A
Corporate Debt Instruments
1,069,077
805,000
NAVIENT STUDENT LOA 4A A3 144A
Corporate Debt Instruments
767,467
1,481,527
NAVIENT STUDENT LOAN 5A A 144A
Corporate Debt Instruments
1,442,734
690,000
NAVIENT STUDENT LOA 1A A3 144A
Corporate Debt Instruments
671,815
1,327,919
NAVIENT STUDENT LOAN 1A A 144A
Corporate Debt Instruments
1,275,790
1,330,816
NAVIENT STUDENT LOAN 7A A 144A
Corporate Debt Instruments
1,287,683
2,265,383
NAVIENT STUDENT LOA 3A A3 144A
Corporate Debt Instruments
2,193,270
1,070,000
NAVIENT STUDENT LOA 6A A3 144A
Corporate Debt Instruments
1,053,642
1,386,784
NAVIENT STUDENT LOA 1A A3 144A
Corporate Debt Instruments
1,362,353
1,295,000
NAVIENT STUDENT LOA 3A A3 144A
Corporate Debt Instruments
1,262,666
1,173,463
NAVIENT STUDENT LOA 4A A2 144A
Corporate Debt Instruments
1,141,555
2,342,674
NAVIENT STUDENT LOA 2A A2 144A
Corporate Debt Instruments
2,253,592
37
387,061
NAVIENT STUDENT LOAN 3A A 144A
Corporate Debt Instruments
376,572
430,714
NAVIENT STUDENT LOA 4A A2 144A
Corporate Debt Instruments
414,336
7,558,882
NAVIENT STUDENT LO 1A A1B 144A
Corporate Debt Instruments
7,228,546
348,167
SLM STUDENT LOAN T 3A A6A 144A
Corporate Debt Instruments
334,077
668,198
SLM STUDENT LOAN TR 8A A6 144A
Corporate Debt Instruments
640,895
580,079
SLM STUDENT LOAN TRUST 2 9 A7A
Corporate Debt Instruments
546,305
109,379
SLM STUDENT LOAN TRUST 201 3 A
Corporate Debt Instruments
108,946
141,713
SLM STUDENT LOAN TRUST 20 2 A2
Corporate Debt Instruments
140,895
1,100,000
SOUTHERN CO/THE
Corporate Debt Instruments
1,086,218
1,575,000
SOUTHERN CO/THE
Corporate Debt Instruments
1,569,154
2,875,000
SOUTHERN CO/THE
Corporate Debt Instruments
2,616,250
1,800,000
SOUTHERN CO/THE
Corporate Debt Instruments
1,453,413
330,000
WELLS FARGO & CO
Corporate Debt Instruments
280,304
310,000
WELLS FARGO & CO
Corporate Debt Instruments
256,701
2,075,000
WELLS FARGO & CO
Corporate Debt Instruments
1,827,817
1,300,000
TRANSCANADA TRUST
Corporate Debt Instruments
1,235,765
3,605,000
TRANSCANADA TRUST
Corporate Debt Instruments
3,028,200
1,620,000
TRANSCANADA TRUST
Corporate Debt Instruments
1,398,416
625,000
TRANSCANADA TRUST
Corporate Debt Instruments
534,375
2,570,000
VODAFONE GROUP PLC
Corporate Debt Instruments
2,583,955
1,250,000
WELLS FARGO & CO
Corporate Debt Instruments
1,186,916
3,230,000
GRUPO TELEVISA SAB
Corporate Debt Instruments
101,604
500,000
PAN AMERICAN ENERGY LLC/A 144A
Corporate Debt Instruments
560,500
850,000
FMG RESOURCES AUGUST 2006 144A
Corporate Debt Instruments
706,931
1,490,000
NBN CO LTD 144A
Corporate Debt Instruments
1,315,630
925,000
KLABIN AUSTRIA GMBH 144A
Corporate Debt Instruments
907,430
1,710,000
AIRCASTLE LTD 144A
Corporate Debt Instruments
1,398,534
200,000
ASCOT GROUP LTD 144A
Corporate Debt Instruments
172,031
673,000
OOREDOO INTERNATIONAL FIN 144A
Corporate Debt Instruments
670,157
854,075
TEXTAINER MARINE CON 2A A 144A
Corporate Debt Instruments
743,750
—
TEXTAINER MARINE CON 1A A 144A
Corporate Debt Instruments
—
1,290,000
BRF SA 144A
Corporate Debt Instruments
920,647
845,000
NATURA COSMETICOS SA 144A
Corporate Debt Instruments
689,528
663,365
BURGER KING/RESTAURANT BRANDS
Corporate Debt Instruments
650,927
885,000
AVOLON HOLDINGS FUNDING L 144A
Corporate Debt Instruments
710,419
270,000
BAIDU INC
Corporate Debt Instruments
254,146
240,000
BAIDU INC
Corporate Debt Instruments
191,784
912,000
TENCENT HOLDINGS LTD 144A
Corporate Debt Instruments
546,014
390,000
EMPRESA NACIONAL DE TELEC 144A
Corporate Debt Instruments
310,050
275,000
EMPRESA DE LOS FERROCARRI 144A
Corporate Debt Instruments
171,868
168,000
ENEL AMERICAS SA
Corporate Debt Instruments
159,830
785,000
FALABELLA SA 144A
Corporate Debt Instruments
627,619
1,108,000
SOCIEDAD QUIMICA Y MINERA 144A
Corporate Debt Instruments
937,645
426,000
TRANSELEC SA 144A
Corporate Debt Instruments
414,121
2,169,000
SOCIETE GENERALE SA 144A
Corporate Debt Instruments
2,039,160
2,226,000
BNP PARIBAS SA 144A
Corporate Debt Instruments
2,108,642
1,325,000
BNP PARIBAS SA 144A
Corporate Debt Instruments
1,158,084
680,000
DEUTSCHE BANK AG/NEW YORK NY
Corporate Debt Instruments
609,385
855,000
DEUTSCHE BANK AG/NEW YORK NY
Corporate Debt Instruments
754,288
610,000
DEUTSCHE BANK AG/NEW YORK NY
Corporate Debt Instruments
447,260
805,000
DEUTSCHE BANK AG/NEW YORK NY
Corporate Debt Instruments
571,691
1,463,000
BHARTI AIRTEL LTD 144A
Corporate Debt Instruments
1,421,303
690,000
FREEPORT INDONESIA PT 144A
Corporate Debt Instruments
632,892
485,000
AERCAP IRELAND CAPITAL DAC / A
Corporate Debt Instruments
406,321
485,196
LUNAR 2021-1 STRUCTUR 1 A 144A
Corporate Debt Instruments
388,914
805,000
ENERGEAN ISRAEL FINANCE L 144A
Corporate Debt Instruments
776,825
630,000
LEVIATHAN BOND LTD 144A
Corporate Debt Instruments
615,825
345,000
INTESA SANPAOLO SPA 144A
Corporate Debt Instruments
253,474
1,320,000
UNICREDIT SPA 144A
Corporate Debt Instruments
1,125,324
545,000
NISSAN MOTOR CO LTD 144A
Corporate Debt Instruments
533,975
1,130,000
SUMITOMO MITSUI FINANCIAL GROU
Corporate Debt Instruments
977,063
545,000
KENBOURNE INVEST SA 144A
Corporate Debt Instruments
425,100
38
180,900
MILLICOM INTERNATIONAL CE 144A
Corporate Debt Instruments
178,834
200,000
MILLICOM INTERNATIONAL CE 144A
Corporate Debt Instruments
168,224
955,000
MINERVA LUXEMBOURG SA 144A
Corporate Debt Instruments
783,702
615,000
NATURA &CO LUXEMBOURG HOL 144A
Corporate Debt Instruments
538,244
590,314
INTERNATIONAL SOS 7/21 TLB
Corporate Debt Instruments
582,935
200,000
ALPEK SAB DE CV 144A
Corporate Debt Instruments
166,650
355,000
AMERICA MOVIL SAB DE CV
Corporate Debt Instruments
301,373
1,295,000
SITIOS LATINOAMERICA SAB 144A
Corporate Debt Instruments
1,168,738
550,000
BBVA BANCOMER SA/TEXAS 144A
Corporate Debt Instruments
498,438
775,000
CEMEX SAB DE CV 144A
Corporate Debt Instruments
654,127
1,657,438
COMETA ENERGIA SA DE CV 144A
Corporate Debt Instruments
1,589,239
1,690,000
EL PUERTO DE LIVERPOOL SA 144A
Corporate Debt Instruments
1,597,050
200,000
KIMBERLY-CLARK DE MEXICO 144A
Corporate Debt Instruments
159,882
566,000
ORBIA ADVANCE CORP SAB DE 144A
Corporate Debt Instruments
547,183
919,000
ORBIA ADVANCE CORP SAB DE 144A
Corporate Debt Instruments
798,381
423,000
OCP SA 144A
Corporate Debt Instruments
421,739
490,000
OCP SA 144A
Corporate Debt Instruments
476,903
585,000
OCP SA 144A
Corporate Debt Instruments
489,060
757,000
EMBRAER NETHERLANDS FINANCE BV
Corporate Debt Instruments
734,676
1,120,000
PROSUS NV 144A
Corporate Debt Instruments
931,220
1,130,000
PROSUS NV 144A
Corporate Debt Instruments
682,710
665,000
TEVA PHARMACEUTICAL FINANCE NE
Corporate Debt Instruments
581,543
654,000
TEVA PHARMACEUTICAL FINANCE NE
Corporate Debt Instruments
650,331
200,000
AKER BP ASA 144A
Corporate Debt Instruments
189,638
870,000
SAUDI ARABIAN OIL CO 144A
Corporate Debt Instruments
589,696
1,000,000
BANCO SANTANDER SA
Corporate Debt Instruments
882,639
200,000
BANCO SANTANDER SA
Corporate Debt Instruments
158,981
745,000
CREDIT SUISSE GROUP AG 144A
Corporate Debt Instruments
678,469
430,000
CREDIT SUISSE GROUP AG 144A
Corporate Debt Instruments
440,263
1,305,000
BANGKOK BANK PCL/HONG KON 144A
Corporate Debt Instruments
1,285,692
1,516,000
THAIOIL TREASURY CENTER C 144A
Corporate Debt Instruments
1,157,535
613,000
ANGLO AMERICAN CAPITAL PL 144A
Corporate Debt Instruments
608,547
200,000
ANGLO AMERICAN CAPITAL PL 144A
Corporate Debt Instruments
162,537
245,000
ANGLO AMERICAN CAPITAL PL 144A
Corporate Debt Instruments
178,932
200,000
ANGLO AMERICAN CAPITAL PL 144A
Corporate Debt Instruments
168,190
200,000
ANGLO AMERICAN CAPITAL PL 144A
Corporate Debt Instruments
179,557
1,225,000
FRESNILLO PLC 144A
Corporate Debt Instruments
964,405
662,000
SANTANDER UK GROUP HOLDIN 144A
Corporate Debt Instruments
506,446
1,570,000
BARCLAYS PLC
Corporate Debt Instruments
1,059,641
1,030,000
HSBC HOLDINGS PLC
Corporate Debt Instruments
953,659
—
LANARK MASTER ISSU 1A 1A1 144A
Corporate Debt Instruments
—
1,785,000
STANDARD CHARTERED PLC 144A
Corporate Debt Instruments
1,342,321
1,824,000
STANDARD CHARTERED PLC 144A
Corporate Debt Instruments
1,696,129
214,000
AES CORP/THE 144A
Corporate Debt Instruments
201,781
394,000
AES CORP/THE 144A
Corporate Debt Instruments
347,508
850,000
AMC NETWORKS INC
Corporate Debt Instruments
529,633
220,000
AT&T INC
Corporate Debt Instruments
154,949
475,000
AT&T INC
Corporate Debt Instruments
320,595
125,000
AT&T INC
Corporate Debt Instruments
83,405
1,300,000
AT&T INC
Corporate Debt Instruments
870,130
1,570,000
AT&T INC
Corporate Debt Instruments
1,414,879
524,000
AT&T INC
Corporate Debt Instruments
361,525
485,000
AMERICAN AIRLINES INC/AAD 144A
Corporate Debt Instruments
466,399
445,000
AMERICAN AIRLINES INC/AAD 144A
Corporate Debt Instruments
406,710
1,394,000
AIR LEASE CORP
Corporate Debt Instruments
1,305,702
1,450,000
ALLY FINANCIAL INC
Corporate Debt Instruments
1,433,590
1,115,000
AMERICAN BUILDERS & CONTR 144A
Corporate Debt Instruments
911,457
125,000
AMERICAN HOMES 4 RENT LP
Corporate Debt Instruments
77,786
655,000
ANHEUSER-BUSCH COS LLC / ANHEU
Corporate Debt Instruments
595,444
1,002,000
ANHEUSER-BUSCH INBEV WORLDWIDE
Corporate Debt Instruments
880,505
635,000
ANTARES HOLDINGS LP 144A
Corporate Debt Instruments
549,177
1,995,000
ARES CAPITAL CORP
Corporate Debt Instruments
1,689,111
39
15,000
ASBURY AUTOMOTIVE GROUP INC
Corporate Debt Instruments
12,545
215,000
ASHLAND LLC 144A
Corporate Debt Instruments
171,843
190,000
AVIS BUDGET RENTAL C 2A A 144A
Corporate Debt Instruments
186,792
1,015,000
AVIS BUDGET RENTAL C 2A A 144A
Corporate Debt Instruments
980,671
765,000
AVIS BUDGET RENTAL C 2A A 144A
Corporate Debt Instruments
693,266
420,000
AVIS BUDGET RENTAL C 1A A 144A
Corporate Debt Instruments
399,825
255,000
BANK 2019-BNK16 BN16 A4
Corporate Debt Instruments
238,794
366,921
BANK 2019-BNK24 BN24 A3
Corporate Debt Instruments
318,760
758,929
BANK 2019-BNK22 BN22 A4
Corporate Debt Instruments
661,578
1,328,000
BOEING CO/THE
Corporate Debt Instruments
1,266,331
1,673,000
BOEING CO/THE
Corporate Debt Instruments
1,551,165
161,000
BOSTON GAS CO 144A
Corporate Debt Instruments
137,787
1,956,000
BRASKEM AMERICA FINANCE C 144A
Corporate Debt Instruments
1,853,723
1,115,000
BRIGHTHOUSE FINANCIAL INC
Corporate Debt Instruments
1,060,450
365,000
BROADCOM INC 144A
Corporate Debt Instruments
268,372
1,470,000
CCO HOLDINGS LLC / CCO HO 144A
Corporate Debt Instruments
1,084,926
666,562
CLI FUNDING VIII LLC 1A A 144A
Corporate Debt Instruments
568,360
183,088
CSMC 2014-USA OA L USA A1 144A
Corporate Debt Instruments
165,006
702,000
CSMC 2014-USA OA L USA A2 144A
Corporate Debt Instruments
630,676
655,000
CALPINE CORP 144A
Corporate Debt Instruments
527,377
358,096
CALPINE 8/19 B10 COV-LITE TLB
Corporate Debt Instruments
353,040
605,000
CELANESE US HOLDINGS LLC
Corporate Debt Instruments
602,646
245,000
CELANESE US HOLDINGS LLC
Corporate Debt Instruments
238,052
530,000
CELANESE US HOLDINGS LLC
Corporate Debt Instruments
504,002
522,000
CENTENE CORP
Corporate Debt Instruments
441,283
200,000
CENTENE CORP
Corporate Debt Instruments
156,495
365,000
CENTENE CORP
Corporate Debt Instruments
286,817
1,855,000
CHARTER COMMUNICATIONS OPERATI
Corporate Debt Instruments
1,414,457
847,619
CITIGROUP COMMERCIAL MOR C7 A4
Corporate Debt Instruments
739,770
1,311,815
CITIGROUP COMMERCIAL M GC43 A4
Corporate Debt Instruments
1,142,441
790,000
CITIGROUP COMMERCIAL M GC46 A5
Corporate Debt Instruments
666,847
1,095,000
CLEARWAY ENERGY OPERATING 144A
Corporate Debt Instruments
909,123
84,969
CONTINENTAL AIRLINES 2012-2 CL
Corporate Debt Instruments
81,072
169,581
COREVEST AMERICAN FIN 3 A 144A
Corporate Debt Instruments
158,806
952,000
CORNING INC
Corporate Debt Instruments
821,635
59,000
CROWN CASTLE INC
Corporate Debt Instruments
45,728
1,079,100
DB MASTER FINANCE 1A A2II 144A
Corporate Debt Instruments
886,941
175,000
DPL INC
Corporate Debt Instruments
156,974
165,000
DANA INC
Corporate Debt Instruments
132,927
701,000
DEVON ENERGY CORP
Corporate Debt Instruments
652,626
920,000
DICK'S SPORTING GOODS INC
Corporate Debt Instruments
593,103
394,000
DOMINO'S PIZZA MAS 1A A2I 144A
Corporate Debt Instruments
327,683
459,882
DONLEN FLEET LEASE F 2 A2 144A
Corporate Debt Instruments
444,400
430,000
EQT CORP
Corporate Debt Instruments
396,961
35,000
EQT CORP
Corporate Debt Instruments
32,857
115,000
EQT CORP 144A
Corporate Debt Instruments
105,689
280,000
EPR PROPERTIES
Corporate Debt Instruments
202,860
173,000
EQM MIDSTREAM PARTNERS LP 144A
Corporate Debt Instruments
165,345
51,000
EDISON INTERNATIONAL
Corporate Debt Instruments
50,153
80,000
ENERGY TRANSFER LP
Corporate Debt Instruments
80,199
511,000
ENERGY TRANSFER LP
Corporate Debt Instruments
505,061
34,000
ENERGY TRANSFER LP
Corporate Debt Instruments
28,103
353,000
ENERGY TRANSFER LP
Corporate Debt Instruments
324,327
376,000
ENTERGY CORP
Corporate Debt Instruments
317,584
259,000
EQUIFAX INC
Corporate Debt Instruments
269,802
332,000
EQUIFAX INC
Corporate Debt Instruments
308,814
78,066
EXETER AUTOMOBILE RECEIVA 2A B
Corporate Debt Instruments
77,536
255,000
EXETER AUTOMOBILE RECEIVA 2A C
Corporate Debt Instruments
245,052
152,000
EXPEDIA GROUP INC 144A
Corporate Debt Instruments
153,288
1,365,000
FS KKR CAPITAL CORP
Corporate Debt Instruments
1,210,418
360,000
FORESTAR GROUP INC 144A
Corporate Debt Instruments
315,609
394,288
GS MORTGAGE SECURITIES GC45 A5
Corporate Debt Instruments
338,261
40
1,493,000
GENERAL MOTORS CO
Corporate Debt Instruments
1,285,623
422,000
GENERAL MOTORS FINANCIAL CO IN
Corporate Debt Instruments
399,699
204,000
GEORGETOWN UNIVERSITY/THE
Corporate Debt Instruments
178,282
2,090,000
GLENCORE FUNDING LLC 144A
Corporate Debt Instruments
1,696,432
902,000
GOLDMAN SACHS GROUP INC/THE
Corporate Debt Instruments
962,455
950,000
GOODYEAR TIRE & RUBBER CO/THE
Corporate Debt Instruments
775,486
70,000
GRAY OAK PIPELINE LLC 144A
Corporate Debt Instruments
61,906
140,000
GRAY OAK PIPELINE LLC 144A
Corporate Debt Instruments
126,955
1,030,000
HCA INC 144A
Corporate Debt Instruments
801,644
955,000
HCL AMERICA INC 144A
Corporate Debt Instruments
844,421
51,000
HANESBRANDS INC 144A
Corporate Debt Instruments
49,395
144,000
HANESBRANDS INC 144A
Corporate Debt Instruments
128,674
460,000
HILTON DOMESTIC OPERATING 144A
Corporate Debt Instruments
368,368
619,000
HYUNDAI CAPITAL AMERICA 144A
Corporate Debt Instruments
582,104
605,000
HYUNDAI CAPITAL AMERICA 144A
Corporate Debt Instruments
542,939
575,000
HYUNDAI CAPITAL AMERICA 144A
Corporate Debt Instruments
491,932
1,256,000
ISTAR INC
Corporate Debt Instruments
1,230,785
305,000
ICAHN ENTERPRISES LP / ICAHN E
Corporate Debt Instruments
257,923
1,005,000
IRON MOUNTAIN INC 144A
Corporate Debt Instruments
826,050
320,000
JABIL INC
Corporate Debt Instruments
264,883
640,250
JACK IN THE BOX FU 1A A2I 144A
Corporate Debt Instruments
555,061
1,078,575
JACK IN THE BOX F 1A A2II 144A
Corporate Debt Instruments
845,756
1,098,000
ZIFF DAVIS INC 144A
Corporate Debt Instruments
929,106
427,000
KOPPERS INC 144A
Corporate Debt Instruments
405,650
1,201,000
LEAR CORP
Corporate Debt Instruments
983,312
474,000
LIBERTY MUTUAL GROUP INC 144A
Corporate Debt Instruments
310,438
515,000
LITHIA MOTORS INC 144A
Corporate Debt Instruments
419,007
1,385,000
WARNERMEDIA HOLDINGS INC 144A
Corporate Debt Instruments
1,342,130
1,710,000
WARNERMEDIA HOLDINGS INC 144A
Corporate Debt Instruments
1,248,324
340,000
MERCADOLIBRE INC
Corporate Debt Instruments
262,854
381,000
MICROCHIP TECHNOLOGY INC
Corporate Debt Instruments
379,373
1,059,000
MOHAWK INDUSTRIES INC
Corporate Debt Instruments
912,226
368,000
MOLEX ELECTRONIC TECHNOLO 144A
Corporate Debt Instruments
350,044
325,000
NRG ENERGY INC 144A
Corporate Debt Instruments
244,091
796,000
NVR INC
Corporate Debt Instruments
668,236
38,212
NAVIENT PRIVATE EDUC HA A 144A
Corporate Debt Instruments
34,295
578,000
NAVIENT CORP
Corporate Debt Instruments
505,989
698,815
NAVIENT PRIVATE EDUC CA A 144A
Corporate Debt Instruments
594,073
1,275,000
BOC AVIATION USA CORP 144A
Corporate Debt Instruments
1,210,200
215,000
ONEAMERICA FINANCIAL PART 144A
Corporate Debt Instruments
152,980
230,000
ONEMAIN FINANCE CORP
Corporate Debt Instruments
190,433
885,000
ONEMAIN FINANCE CORP
Corporate Debt Instruments
703,770
479,345
ONEMAIN FINANCIAL IS 1A A 144A
Corporate Debt Instruments
475,850
1,250,000
ORACLE CORP
Corporate Debt Instruments
867,711
395,000
OUTFRONT MEDIA CAPITAL LL 144A
Corporate Debt Instruments
327,743
850,000
OWL ROCK TECHNOLOGY FINAN 144A
Corporate Debt Instruments
743,369
1,095,000
OWL ROCK CAPITAL CORP
Corporate Debt Instruments
956,107
325,000
OWL ROCK CAPITAL CORP
Corporate Debt Instruments
268,103
480,000
PATTERN ENERGY OPERATIONS 144A
Corporate Debt Instruments
430,385
382,113
PLANET FITNESS MAS 1A A2I 144A
Corporate Debt Instruments
332,225
942,875
PLANET FITNESS MA 1A A2II 144A
Corporate Debt Instruments
736,846
311,000
POST HOLDINGS INC 144A
Corporate Debt Instruments
268,312
660,000
POST HOLDINGS INC 144A
Corporate Debt Instruments
554,836
345,000
QORVO INC 144A
Corporate Debt Instruments
317,728
550,000
ROCKET MORTGAGE LLC / ROC 144A
Corporate Debt Instruments
419,801
140,000
ROCKET MORTGAGE LLC / ROC 144A
Corporate Debt Instruments
104,560
1,060,000
SBA COMMUNICATIONS CORP
Corporate Debt Instruments
881,379
451,000
NAVIENT CORP
Corporate Debt Instruments
441,808
263,096
SMB PRIVATE EDUCAT A APT2 144A
Corporate Debt Instruments
225,594
240,000
SABRE GLBL INC 144A
Corporate Debt Instruments
230,650
1,835,000
SANTANDER DRIVE AUTO RECEI 2 B
Corporate Debt Instruments
1,772,955
479,472
SANTANDER DRIVE AUTO RECEI 1 C
Corporate Debt Instruments
471,181
41
605,000
SANTANDER DRIVE AUTO RECEI 2 C
Corporate Debt Instruments
588,536
665,000
SANTANDER DRIVE AUTO RECEI 3 C
Corporate Debt Instruments
639,626
260,000
SANTANDER BANK AUTO C C B 144A
Corporate Debt Instruments
260,038
250,000
SANTANDER BANK AUTO C C C 144A
Corporate Debt Instruments
250,036
1,145,000
SEMPRA GLOBAL 144A
Corporate Debt Instruments
912,857
355,000
SENSATA TECHNOLOGIES INC 144A
Corporate Debt Instruments
292,037
1,125,000
DELTA AIR LINES INC / SKY 144A
Corporate Debt Instruments
1,057,470
110,000
SMITHFIELD FOODS INC 144A
Corporate Debt Instruments
83,753
156,004
SOFI PROFESSIONAL A A2FX 144A
Corporate Debt Instruments
141,171
260,000
SUNCOKE ENERGY INC 144A
Corporate Debt Instruments
223,181
700,000
ENERGY TRANSFER LP
Corporate Debt Instruments
592,940
35,000
TARGA RESOURCES PARTNERS LP /
Corporate Debt Instruments
35,222
1,415,933
TEXTAINER MARINE CON 3A A 144A
Corporate Debt Instruments
1,156,290
110,000
TEXTRON INC
Corporate Debt Instruments
93,481
428,000
TIME WARNER CABLE LLC
Corporate Debt Instruments
407,482
102,000
TIME WARNER CABLE LLC
Corporate Debt Instruments
96,594
134,000
TIME WARNER CABLE LLC
Corporate Debt Instruments
116,744
47,000
TIME WARNER CABLE LLC
Corporate Debt Instruments
39,004
600,000
TIME WARNER CABLE LLC
Corporate Debt Instruments
439,263
936
UBS-BARCLAYS COMMERCIAL C5 A4
Corporate Debt Instruments
934
155,000
UNITED AIRLINES INC 144A
Corporate Debt Instruments
143,674
275,000
UNITED AIRLINES INC 144A
Corporate Debt Instruments
239,441
235,000
UNIVAR SOLUTIONS USA INC/ 144A
Corporate Debt Instruments
222,862
430,000
VALVOLINE INC 144A
Corporate Debt Instruments
352,828
174,000
VIATRIS INC
Corporate Debt Instruments
107,208
385,000
WFRBS COMMERCIAL MORTGA C20 AS
Corporate Debt Instruments
371,303
600,000
WESTLAKE AUTOMOBILE 2A C 144A
Corporate Debt Instruments
583,358
889,000
WILLIAMS COS INC/THE
Corporate Debt Instruments
777,234
1,625,000
AOA 2021-1177 MORT 1177 A 144A
Corporate Debt Instruments
1,505,011
545,000
BPR TRUST 2021-NRD NRD A 144A
Corporate Debt Instruments
507,123
2,831,000
BANK OF AMERICA CORP
Corporate Debt Instruments
2,652,279
2,230,000
BANK OF AMERICA CORP
Corporate Debt Instruments
2,090,745
—
BAYVIEW OPPORTUNIT SPL2 A 144A
Corporate Debt Instruments
—
725
COUNTRYWIDE ASSET-BACKED S1 A3
Corporate Debt Instruments
715
855,000
CENTERPOINT ENERGY INC
Corporate Debt Instruments
845,045
590,000
CITIGROUP INC
Corporate Debt Instruments
552,500
458,810
EXTENDED STAY AMERI ESH A 144A
Corporate Debt Instruments
445,573
102,500
EXTENDED STAY AMERI ESH D 144A
Corporate Debt Instruments
98,129
336,361
GS MORTGAGE SECURIT GC5 C 144A
Corporate Debt Instruments
253,113
165,000
GS MORTGAGE SECURITIES GC18 B
Corporate Debt Instruments
151,055
300,000
GOLDMAN SACHS GROUP INC/THE
Corporate Debt Instruments
278,739
1,270,000
HEWLETT PACKARD ENTERPRISE CO
Corporate Debt Instruments
1,309,072
—
INVITATION HOMES 2 SFR2 A 144A
Corporate Debt Instruments
—
2,010,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
1,685,618
888,000
JPMORGAN CHASE & CO
Corporate Debt Instruments
731,673
—
BAYVIEW KOITERE FU SPL3 A 144A
Corporate Debt Instruments
—
650,000
MED TRUST 2021-MDL MDLN A 144A
Corporate Debt Instruments
625,547
690,000
MORGAN STANLEY
Corporate Debt Instruments
632,903
400,000
MORGAN STANLEY BANK OF C11 A4
Corporate Debt Instruments
394,188
1,100,000
MORGAN STANLEY
Corporate Debt Instruments
1,084,223
1,024,000
NATIONAL RURAL UTILITIES COOPE
Corporate Debt Instruments
949,681
777,500
NAVIGATOR AIRCRAFT AB 1 A 144A
Corporate Debt Instruments
653,062
60,074
OBX 2018-EXP1 TR EXP1 1A3 144A
Corporate Debt Instruments
54,844
800,000
SANTANDER HOLDINGS USA INC
Corporate Debt Instruments
686,386
6,556
SEQUOIA MORTGAGE T CH1 A1 144A
Corporate Debt Instruments
6,117
15,235
SEQUOIA MORTGAGE T CH3 A2 144A
Corporate Debt Instruments
14,737
29,284
SEQUOIA MORTGAGE T CH1 A1 144A
Corporate Debt Instruments
26,998
254,311
TOWD POINT MORTGAGE 4 M2 144A
Corporate Debt Instruments
246,525
304,940
TOWD POINT MORTGAGE 2 M2 144A
Corporate Debt Instruments
278,130
283,496
TOWD POINT MORTGAGE 3 A1 144A
Corporate Debt Instruments
268,014
297,814
WFRBS COMMERCIAL MOR C4 D 144A
Corporate Debt Instruments
266,365
544,289
ABC SUPPLY 10/19 COV-LITE TL
Corporate Debt Instruments
539,042
42
431,355
ARAMARK 4/21 COV-LITE TLB
Corporate Debt Instruments
424,453
621,297
ASURION 12/20 B8 COV-LITE TL
Corporate Debt Instruments
552,569
656,252
BEACON ROOFING 5/21 COV-LITE T
Corporate Debt Instruments
649,584
654,792
CHURCHILL DOWNS 3/21 INCREMENT
Corporate Debt Instruments
647,701
435,096
CITADEL SECURITIES 1/21 TLB
Corporate Debt Instruments
426,067
471,359
EW SCRIPPS 12/20 INCREMENTAL
Corporate Debt Instruments
457,473
585,840
ELANCO ANIMAL HEALTH 8/20 COV-
Corporate Debt Instruments
561,580
435,863
IRON MOUNTAIN 3/18 TLB
Corporate Debt Instruments
428,780
672,730
CABLEVISION SYSTEMS/ALTICE USA
Corporate Debt Instruments
598,730
443,145
PACIFIC GAS & ELECTRIC 6/20 TL
Corporate Debt Instruments
439,130
467,588
QUIKRETE 11/16 COV-LITE TLB
Corporate Debt Instruments
461,743
223,099
QUIKRETE 6/21 COV-LITE TLB1
Corporate Debt Instruments
221,078
266,625
RE/MAX 7/21 COV-LITE TLB
Corporate Debt Instruments
247,849
690,870
RESTORATION HARDWARE/RH 10/21
Corporate Debt Instruments
634,046
492,373
SS&C TECHNOLOGIES 10/18 ADD-ON
Corporate Debt Instruments
483,141
247,467
SRAM 5/21 COV-LITE TLB
Corporate Debt Instruments
240,352
437,331
TRANSUNION 11/19 B5 COV-LITE
Corporate Debt Instruments
430,692
352,015
TRANSDIGM 2/20 COV-LITE TLF
Corporate Debt Instruments
347,291
431,878
UBER 2/21 TLB
Corporate Debt Instruments
430,720
433,125
WARNER MUSIC 1/21 COV-LITE TLG
Corporate Debt Instruments
427,529
353,065
WELLS FARGO ASSET MANAGEMENT/W
Corporate Debt Instruments
347,680
213,678
TRANSDIGM 12/22 TLH
Corporate Debt Instruments
212,637
447,155
VIRGIN MEDIA 10/19 COV-LITE
Corporate Debt Instruments
439,012
391,959
UPC FINANCING 1/20 (USD)
Corporate Debt Instruments
381,792
1,325,000
COLOMBIA GOVERNMENT INTERNATIO
Other Bonds
971,719
775,000
COLOMBIA GOVERNMENT INTERNATIO
Other Bonds
527,842
1,115,000
CALIFORNIA ST
Other Bonds
1,395,570
850,000
CALIFORNIA ST
Other Bonds
1,032,643
380,000
CALIFORNIA ST
Other Bonds
479,895
2,945,000
ILLINOIS ST
Other Bonds
2,826,431
45,000
LOS ANGELES CA UNIF SCH DIST
Other Bonds
47,006
1,305,000
LOS ANGELES CA UNIF SCH DIST
Other Bonds
1,459,915
290,000
NEW JERSEY ST TURNPIKE AUTH TU
Other Bonds
359,494
1,045,000
NEW JERSEY ST TURNPIKE AUTH TU
Other Bonds
1,260,078
900,000
UNIV OF CALIFORNIA CA RGTS MED
Other Bonds
787,340
174,630,000
MEXICAN BONOS
Other Bonds
8,713,107
82,810,000
MEXICAN BONOS
Other Bonds
3,843,623
1,025,000
DOMINICAN REPUBLIC INTERN 144A
Other Bonds
850,813
855,000
DOMINICAN REPUBLIC INTERN 144A
Other Bonds
659,738
1,145,000
EGYPT GOVERNMENT INTERNAT 144A
Other Bonds
845,583
1,210,000
REPUBLIC OF SOUTH AFRICA GOVER
Other Bonds
1,040,116
1,035,000
UNIV OF VIRGINIA VA UNIV REVEN
Other Bonds
605,113
36,804,000
URUGUAY GOVERNMENT INTERN 144A
Other Bonds
845,645
320,375,000
URUGUAY GOVERNMENT INTERNATION
Other Bonds
6,985,811
6,350,000
URUGUAY GOVERNMENT INTERN REGS
Other Bonds
145,316
—
NON-BASE CURRENCY
Other Bonds
(22,713)
55,347
FHLMC POOL #G3-0683
U.S. Government Securities
53,628
88,870
FHLMC POOL #G0-6875
U.S. Government Securities
92,068
75,120
FHLMC POOL #G0-6447
U.S. Government Securities
74,558
56,146
FHLMC POOL #G0-7775
U.S. Government Securities
55,219
318,955
FHLMC POOL #G0-7942
U.S. Government Securities
313,687
67,074
FHLMC POOL #G0-8607
U.S. Government Securities
65,966
80,324
FHLMC POOL #G0-8696
U.S. Government Securities
78,997
119,592
FHLMC POOL #G0-8699
U.S. Government Securities
114,679
54,064
FHLMC POOL #G0-8707
U.S. Government Securities
51,832
96,614
FHLMC POOL #C9-1765
U.S. Government Securities
93,136
80,140
FHLMC POOL #C9-1769
U.S. Government Securities
77,255
51,624
FHLMC POOL #C9-1795
U.S. Government Securities
49,765
69,366
FHLMC POOL #C9-1382
U.S. Government Securities
68,906
91,815
FHLMC POOL #C9-1395
U.S. Government Securities
88,969
47,194
FHLMC POOL #C9-1862
U.S. Government Securities
45,166
92,578
FHLMC POOL #C9-1841
U.S. Government Securities
88,599
43
118,006
FHLMC POOL #C9-1853
U.S. Government Securities
112,933
3,418,627
FHLMC POOL #SD-0752
U.S. Government Securities
2,919,610
36,227,451
FHLMC POOL #SD-1581
U.S. Government Securities
30,674,049
3,331,543
FHLMC POOL #SD-7530
U.S. Government Securities
2,850,202
11,653,058
FHLMC POOL #SD-7536
U.S. Government Securities
10,007,621
563,162
FHLMC POOL #G3-0804
U.S. Government Securities
542,894
83,871
FHLMC POOL #G3-0964
U.S. Government Securities
80,268
97,662
FHLMC POOL #V8-3157
U.S. Government Securities
95,366
204,892
FHLMC POOL #V8-3204
U.S. Government Securities
200,219
173,924
FHLMC POOL #Q4-8372
U.S. Government Securities
171,050
42,813
FHLMC POOL #G6-0819
U.S. Government Securities
42,489
162,561
FHLMC POOL #G6-0887
U.S. Government Securities
161,334
97,084
FHLMC POOL #G6-0153
U.S. Government Securities
95,321
88,589
FHLMC POOL #G6-0198
U.S. Government Securities
87,125
53,552
FHLMC POOL #G6-0342
U.S. Government Securities
53,148
66,430
FHLMC POOL #G6-0384
U.S. Government Securities
65,333
123,671
FHLMC POOL #G6-0914
U.S. Government Securities
122,738
109,528
FHLMC POOL #G6-0920
U.S. Government Securities
107,719
195,319
FHLMC POOL #G6-1185
U.S. Government Securities
192,092
140,757
FHLMC POOL #G6-1169
U.S. Government Securities
138,431
73,431
FHLMC POOL #G6-1220
U.S. Government Securities
70,442
45,787
FHLMC POOL #G6-1230
U.S. Government Securities
43,764
141,715
FHLMC POOL #G6-1289
U.S. Government Securities
135,879
152,572
FHLMC POOL #G6-1290
U.S. Government Securities
146,306
135,064
FHLMC POOL #QB-0320
U.S. Government Securities
115,508
213,107
FHLMC POOL #QB-0354
U.S. Government Securities
182,309
402,694
FHLMC POOL #RA-2623
U.S. Government Securities
344,732
—
FHLMC POOL #RA-2729
U.S. Government Securities
—
489,016
FHLMC POOL #RA-2892
U.S. Government Securities
419,195
1,000,682
FHLMC POOL #RA-2957
U.S. Government Securities
821,022
544,728
FHLMC POOL #RA-3019
U.S. Government Securities
465,855
17,210,755
FHLMC POOL #RA-3050
U.S. Government Securities
14,125,538
1,149,033
FHLMC POOL #RA-3454
U.S. Government Securities
943,046
82,341
FNMA POOL #0555424
U.S. Government Securities
84,601
244,733
FNMA POOL #0AH6790
U.S. Government Securities
241,908
261,469
FNMA POOL #0AL4160
U.S. Government Securities
259,452
117,223
FNMA POOL #0AL5441
U.S. Government Securities
115,048
204,863
FNMA POOL #0AL5856
U.S. Government Securities
197,267
222,383
FNMA POOL #0AL5862
U.S. Government Securities
220,671
421,428
FNMA POOL #0AL5863
U.S. Government Securities
415,746
125,513
FNMA POOL #0AL5958
U.S. Government Securities
121,492
126,769
FNMA POOL #0AL6138
U.S. Government Securities
122,705
97,890
FNMA POOL #0AL6148
U.S. Government Securities
94,742
222,676
FNMA POOL #0AL7147
U.S. Government Securities
218,625
70,179
FNMA POOL #0AL6886
U.S. Government Securities
68,941
185,690
FNMA POOL #0AL6932
U.S. Government Securities
178,803
80,212
FNMA POOL #0AL7049
U.S. Government Securities
78,797
73,759
FNMA POOL #0AL7205
U.S. Government Securities
72,292
256,086
FNMA POOL #0AL7384
U.S. Government Securities
251,612
291,023
FNMA POOL #0AL9840
U.S. Government Securities
279,318
171,530
FNMA POOL #0AL9128
U.S. Government Securities
169,459
114,559
FNMA POOL #0AL9407
U.S. Government Securities
112,433
144,866
FNMA POOL #0AL9579
U.S. Government Securities
143,610
73,767
FNMA POOL #0AL8338
U.S. Government Securities
72,466
57,271
FNMA POOL #0AL8675
U.S. Government Securities
56,774
201,644
FNMA POOL #0AL8830
U.S. Government Securities
195,181
56,833
FNMA POOL #0AS2275
U.S. Government Securities
55,830
58,962
FNMA POOL #0AS4099
U.S. Government Securities
57,922
140,233
FNMA POOL #0AS5841
U.S. Government Securities
134,321
141,064
FNMA POOL #0AS5842
U.S. Government Securities
135,117
245,853
FNMA POOL #0AS8983
U.S. Government Securities
241,515
—
FNMA POOL #0AS8984
U.S. Government Securities
—
44
70,323
FNMA POOL #0AS8700
U.S. Government Securities
69,082
180,949
FNMA POOL #0AS8833
U.S. Government Securities
177,756
50,437
FNMA POOL #0AU6687
U.S. Government Securities
48,719
82,091
FNMA POOL #0AX7607
U.S. Government Securities
78,630
78,789
FNMA GTD REMIC P/T 10-123 WT
U.S. Government Securities
82,690
61,395
FNMA POOL #0725228
U.S. Government Securities
63,499
84,550
FNMA POOL #0725330
U.S. Government Securities
87,436
223,470
FNMA POOL #0BF0107
U.S. Government Securities
220,907
199,616
FNMA POOL #0BF0118
U.S. Government Securities
197,327
158,868
FNMA POOL #0BF0199
U.S. Government Securities
157,247
268,508
FNMA POOL #0BJ9262
U.S. Government Securities
262,828
48,542
FNMA POOL #0BM1063
U.S. Government Securities
48,121
71,331
FNMA POOL #0BM1106
U.S. Government Securities
70,712
101,179
FNMA POOL #0BM1176
U.S. Government Securities
100,302
163,922
FNMA POOL #0BM1357
U.S. Government Securities
160,953
102,515
FNMA POOL #0BM1647
U.S. Government Securities
100,695
79,198
FNMA POOL #0BM3363
U.S. Government Securities
75,182
386,467
FNMA POOL #0BM3386
U.S. Government Securities
370,175
1,058,027
FNMA POOL #0BM4804
U.S. Government Securities
1,032,598
69,842
FNMA POOL #0BM5117
U.S. Government Securities
68,469
188,012
FNMA POOL #0BM5704
U.S. Government Securities
188,837
88,726
FNMA POOL #0CA5443
U.S. Government Securities
80,145
926,216
FNMA POOL #0CA6035
U.S. Government Securities
793,489
11,472,760
FNMA POOL #0CA6329
U.S. Government Securities
9,835,387
10,584,320
FNMA POOL #0CA6564
U.S. Government Securities
9,073,667
8,965,509
FNMA POOL #0CA8099
U.S. Government Securities
7,366,624
4,457,151
FNMA POOL #0CA7241
U.S. Government Securities
3,819,298
7,099,271
FNMA POOL #0CA7728
U.S. Government Securities
6,080,352
7,397,422
FNMA POOL #0CA8441
U.S. Government Securities
6,078,160
14,145,099
FNMA POOL #0CB3576
U.S. Government Securities
12,494,483
270,672
FNMA POOL #0FM3473
U.S. Government Securities
231,500
642,334
FNMA POOL #0FM3478
U.S. Government Securities
550,661
—
FNMA POOL #0FM3818
U.S. Government Securities
—
18,530,417
FNMA POOL #0FM7599
U.S. Government Securities
17,051,264
524,702
FNMA POOL #0FM8768
U.S. Government Securities
448,433
4,591,614
FNMA POOL #0FS1083
U.S. Government Securities
3,921,104
43,334,700
FNMA POOL #0FS1453
U.S. Government Securities
39,618,353
16,965,711
FNMA POOL #0FS2140
U.S. Government Securities
15,464,418
10,318,000
FNMA POOL #0FS3427
U.S. Government Securities
9,729,748
93,586
FNMA POOL #0995788
U.S. Government Securities
96,179
98,783
FNMA POOL #0MA0792
U.S. Government Securities
98,021
152,825
FNMA POOL #0MA0816
U.S. Government Securities
151,645
127,407
FNMA POOL #0MA1689
U.S. Government Securities
123,364
197,750
FNMA POOL #0MA1764
U.S. Government Securities
191,390
185,628
FNMA POOL #0MA1773
U.S. Government Securities
179,738
226,680
FNMA POOL #0MA1662
U.S. Government Securities
219,390
239,798
FNMA POOL #0MA1814
U.S. Government Securities
232,086
141,260
FNMA POOL #0MA1858
U.S. Government Securities
136,020
165,721
FNMA POOL #0MA1890
U.S. Government Securities
159,574
84,998
FNMA POOL #0MA1960
U.S. Government Securities
81,644
276,396
FNMA POOL #0MA1983
U.S. Government Securities
266,147
144,130
FNMA POOL #0MA2019
U.S. Government Securities
138,785
200,428
FNMA POOL #0MA2055
U.S. Government Securities
192,996
181,287
FNMA POOL #0MA2079
U.S. Government Securities
174,564
181,450
FNMA POOL #0MA2121
U.S. Government Securities
174,720
91,252
FNMA POOL #0MA2141
U.S. Government Securities
87,868
56,521
FNMA POOL #0MA2447
U.S. Government Securities
54,032
59,655
FNMA POOL #0MA2480
U.S. Government Securities
57,441
472,643
FNMA POOL #0MA2923
U.S. Government Securities
451,819
79,137
FNMA POOL #0MA3894
U.S. Government Securities
76,599
77,297
FNMA POOL #0AD8529
U.S. Government Securities
75,560
154,981
FNMA POOL #0AE3049
U.S. Government Securities
153,192
45
35,420
FNMA POOL #0AE4624
U.S. Government Securities
34,016
4,245,000
U S TREASURY BOND
U.S. Government Securities
3,401,306
6,059,000
U S TREASURY BOND
U.S. Government Securities
4,992,048
11,527,000
U S TREASURY BOND
U.S. Government Securities
10,302,256
10,105,000
U S TREASURY NOTE
U.S. Government Securities
9,012,002
6,375,000
U S TREASURY NOTE
U.S. Government Securities
5,660,552
2,510,000
U S TREASURY NOTE
U.S. Government Securities
2,561,377
25,054
FHLMC POOL #84-0940
U.S. Government Securities
24,437
5,972,190
FHLMC POOL #84-1463
U.S. Government Securities
5,278,820
46,684
FHLMC POOL #84-9777
U.S. Government Securities
47,152
150,982
FHLMC POOL #84-9327
U.S. Government Securities
150,486
32,026
FHLMC POOL #84-9536
U.S. Government Securities
32,105
35,695
FHLMC POOL #84-9713
U.S. Government Securities
35,455
207,892
FHLMC POOL #84-0286
U.S. Government Securities
211,894
31,887
FHLMC POOL #84-0353
U.S. Government Securities
32,261
55,394
FHLMC POOL #84-0385
U.S. Government Securities
55,430
77,276
FNMA GTD REMIC P/T 13-98 FA
U.S. Government Securities
75,520
156,458
FHLMC MULTICLASS MTG 4283 DW
U.S. Government Securities
152,902
99,133
FHLMC MULTICLASS MTG 4283 EW
U.S. Government Securities
97,428
268,321
FHLMC MULTICLASS MTG 4281 BC
U.S. Government Securities
261,746
52,419
FHLMC MULTICLASS MTG 4319 MA
U.S. Government Securities
51,260
868,604
FHLMC MULTICLASS MTG K152 X1
U.S. Government Securities
47,113
782,104
FHLMC MULTICLASS MTG K055 X1
U.S. Government Securities
27,178
258,376
FHLMC MULTICLASS MTG K056 X1
U.S. Government Securities
8,629
2,144,856
FHLMC MULTICLASS MTG K062 X1
U.S. Government Securities
22,305
2,703,075
FHLMC MULTICLASS MTG K064 X1
U.S. Government Securities
57,397
3,266,293
FHLMC MULTICLASS MTG K065 X1
U.S. Government Securities
77,197
2,626,030
FHLMC MULTICLASS MTG K066 X1
U.S. Government Securities
70,461
3,307,183
FHLMC MULTICLASS MTG K067 X1
U.S. Government Securities
71,553
658,155
FHLMC MULTICLASS MTG K069 X1
U.S. Government Securities
9,543
1,389,968
FHLMC MULTICLASS MTG K070 X1
U.S. Government Securities
19,029
1,791,665
FHLMC MULTICLASS MTG K071 X1
U.S. Government Securities
20,922
2,586,105
FHLMC MULTICLASS MTG K154 X1
U.S. Government Securities
53,426
3,660,585
FHLMC MULTICLASS MTG K089 X1
U.S. Government Securities
101,898
1,821,604
FHLMC MULTICLASS MTG K091 X1
U.S. Government Securities
52,927
1,241,706
FHLMC MULTICLASS MTG 1511 X1
U.S. Government Securities
71,269
3,436,072
FHLMC MULTICLASS MTG K092 X1
U.S. Government Securities
125,833
1,641,816
FHLMC MULTICLASS MTG K093 X1
U.S. Government Securities
78,249
2,277,466
FHLMC MULTICLASS MTG K094 X1
U.S. Government Securities
102,598
1,584,872
FHLMC MULTICLASS MTG K095 X1
U.S. Government Securities
76,812
3,857,479
FHLMC MULTICLASS MTG K096 X1
U.S. Government Securities
224,139
1,728,197
FHLMC MULTICLASS MTG K097 X1
U.S. Government Securities
98,393
3,339,670
FHLMC MULTICLASS MTG K098 X1
U.S. Government Securities
198,901
3,635,509
FHLMC MULTICLASS MTG K099 X1
U.S. Government Securities
170,008
1,399,853
FHLMC MULTICLASS MTG K101 X1
U.S. Government Securities
62,834
3,898,076
FHLMC MULTICLASS MTG K102 X1
U.S. Government Securities
173,346
233,108
FNMA POOL #0AL5548
U.S. Government Securities
236,207
32,898
FNMA POOL #0AL5858
U.S. Government Securities
33,155
34,621
FNMA POOL #0AL5964
U.S. Government Securities
34,883
28,672
FNMA POOL #0AL6111
U.S. Government Securities
28,719
41,825
FNMA POOL #0AL6664
U.S. Government Securities
42,192
177,027
FNMA POOL #0AL9098
U.S. Government Securities
177,771
28,793
FNMA POOL #0AL8133
U.S. Government Securities
29,504
53,474
FNMA POOL #0AL8289
U.S. Government Securities
53,455
48,019
FNMA POOL #0AL8486
U.S. Government Securities
47,977
21,259
FNMA POOL #0BH1189
U.S. Government Securities
21,165
35,400
FNMA POOL #0BH2522
U.S. Government Securities
34,645
25,479
FNMA POOL #0BH5298
U.S. Government Securities
24,964
28,397
FNMA POOL #0BM1695
U.S. Government Securities
28,771
101,509
FNMA POOL #0BM3836
U.S. Government Securities
98,766
18,905
FNMA POOL #0BM5045
U.S. Government Securities
18,418
54,278
FNMA POOL #0BM6102
U.S. Government Securities
53,185
46
94,107
FNMA POOL #0BM6108
U.S. Government Securities
89,943
23,289
FNMA POOL #0BM6112
U.S. Government Securities
22,769
87,810
FNMA POOL #0BM6115
U.S. Government Securities
83,000
119,141
FNMA POOL #0BM6117
U.S. Government Securities
116,281
13,368,431
FNMA POOL #0BM6908
U.S. Government Securities
12,039,014
70,378
GNMA GTD REMIC P/T 18-H01 FE
U.S. Government Securities
69,031
304,390
GNMA GTD REMIC P/T 18-H03 FD
U.S. Government Securities
294,606
191,326
GNMA GTD REMIC P/T 18-H02 FA
U.S. Government Securities
187,765
216,485
GNMA GTD REMIC P/T 18-H02 GF
U.S. Government Securities
211,122
407,004
GNMA GTD REMIC P/T 18-H02 HF
U.S. Government Securities
397,362
145,014
GNMA GTD REMIC P/T 18-H02 PF
U.S. Government Securities
141,655
187,455
GNMA GTD REMIC P/T 18-H02 FM
U.S. Government Securities
182,353
399,310
GNMA GTD REMIC P/T 17-H13 FQ
U.S. Government Securities
391,754
97,464
GNMA GTD REMIC P/T 17-H16 BF
U.S. Government Securities
95,763
277,169
GNMA GTD REMIC P/T 17-H17 FQ
U.S. Government Securities
272,483
129,681
GNMA GTD REMIC P/T 17-H17 FB
U.S. Government Securities
128,284
192,373
GNMA GTD REMIC P/T 17-H20 FB
U.S. Government Securities
189,358
647,719
GNMA GTD REMIC P/T 17-H20 BF
U.S. Government Securities
637,262
308,978
GNMA GTD REMIC P/T 17-H20 FG
U.S. Government Securities
304,014
136,063
GNMA GTD REMIC P/T 17-H21 FA
U.S. Government Securities
133,974
72,310
GNMA GTD REMIC P/T 17-H22 FK
U.S. Government Securities
71,296
93,623
GNMA GTD REMIC P/T 17-H22 FH
U.S. Government Securities
92,363
539,646
GNMA GTD REMIC P/T 17-H22 FA
U.S. Government Securities
531,451
404,986
GNMA GTD REMIC P/T 17-H02 BF
U.S. Government Securities
400,307
160,111
GNMA GTD REMIC P/T 17-H02 FP
U.S. Government Securities
158,228
137,447
GNMA GTD REMIC P/T 17-H25 CF
U.S. Government Securities
135,223
100,006
GNMA GTD REMIC P/T 17-H10 FA
U.S. Government Securities
98,188
66,722
GNMA GTD REMIC P/T 17-H08 FG
U.S. Government Securities
65,301
169,244
GNMA GTD REMIC P/T 17-H12 FQ
U.S. Government Securities
166,205
86,465
GNMA GTD REMIC P/T 17-H11 FB
U.S. Government Securities
85,116
91,813
GNMA GTD REMIC P/T 17-H14 FA
U.S. Government Securities
90,394
98,409
GNMA GTD REMIC P/T 17-H18 GF
U.S. Government Securities
96,792
212,777
GNMA GTD REMIC P/T 16-H23 F
U.S. Government Securities
210,157
96,429
GNMA GTD REMIC P/T 16-H24 FB
U.S. Government Securities
95,164
125,835
GNMA GTD REMIC P/T 16-H27 BF
U.S. Government Securities
124,620
126,417
GNMA GTD REMIC P/T 16-H02 FB
U.S. Government Securities
124,477
420,461
GNMA GTD REMIC P/T 17-H03 F
U.S. Government Securities
416,082
88,372
GNMA GTD REMIC P/T 16-H09 FH
U.S. Government Securities
87,351
75,987
GNMA GTD REMIC P/T 16-H09 FM
U.S. Government Securities
74,878
72,020
GNMA GTD REMIC P/T 16-H21 CF
U.S. Government Securities
70,903
496,435
GNMA GTD REMIC P/T 20-H06 FA
U.S. Government Securities
474,526
216,609
GNMA GTD REMIC P/T 18-H05 BF
U.S. Government Securities
211,048
207,194
GNMA GTD REMIC P/T 18-H05 FE
U.S. Government Securities
202,063
242,267
GNMA GTD REMIC P/T 18-H06 AF
U.S. Government Securities
236,562
91,364
GNMA GTD REMIC P/T 18-H06 BF
U.S. Government Securities
87,662
154,779
GNMA GTD REMIC P/T 18-H06 EF
U.S. Government Securities
148,930
70,434
GNMA GTD REMIC P/T 18-H06 MF
U.S. Government Securities
68,409
160,089
GNMA GTD REMIC P/T 18-H06 JF
U.S. Government Securities
153,855
156,112
GNMA GTD REMIC P/T 18-H07 FA
U.S. Government Securities
150,851
156,233
GNMA GTD REMIC P/T 19-H15 F
U.S. Government Securities
150,650
147,108
GNMA GTD REMIC P/T 18-H09 FC
U.S. Government Securities
143,000
110,762
GNMA GTD REMIC P/T 18-H11 FA
U.S. Government Securities
108,153
149,317
GNMA GTD REMIC P/T 18-H10 FV
U.S. Government Securities
145,389
75,151
GNMA GTD REMIC P/T 19-H16 FC
U.S. Government Securities
74,140
140,097
GNMA GTD REMIC P/T 18-H15 FK
U.S. Government Securities
137,087
123,603
GNMA GTD REMIC P/T 19-H18 EF
U.S. Government Securities
121,890
264,410
GNMA GTD REMIC P/T 18-H17 DF
U.S. Government Securities
257,592
120,718
GNMA GTD REMIC P/T 18-H19 FG
U.S. Government Securities
117,172
152,090
GNMA GTD REMIC P/T 18-H19 FE
U.S. Government Securities
150,192
130,506
GNMA GTD REMIC P/T 19-H18 LF
U.S. Government Securities
126,296
160,662
GNMA GTD REMIC P/T 19-H18 F
U.S. Government Securities
156,502
3,273,246
GNMA GTD REMIC P/T 18-H20 FB
U.S. Government Securities
3,206,037
47
97,985
GNMA GTD REMIC P/T 19-H20 AF
U.S. Government Securities
95,036
122,228
GNMA GTD REMIC P/T 19-H04 FE
U.S. Government Securities
120,270
353,614
GNMA GTD REMIC P/T 18-H04 FJ
U.S. Government Securities
345,059
121,453
GNMA GTD REMIC P/T 18-H04 FK
U.S. Government Securities
117,119
480,617
GNMA GTD REMIC P/T 19-H17 FB
U.S. Government Securities
463,046
247,222
GNMA GTD REMIC P/T 19-H17 FA
U.S. Government Securities
243,378
2,527,634
GNMA GTD REMIC P/T 21-H19 FM
U.S. Government Securities
2,470,595
3,110,054
GNMA GTD REMIC P/T 22-H09 FA
U.S. Government Securities
3,020,357
4,135,302
GNMA GTD REMIC P/T 22-H08 FE
U.S. Government Securities
4,038,536
6,890,000
U S TREASURY BILL
U.S. Government Securities
6,888,622
1,260,000
U S TREASURY BILL
U.S. Government Securities
1,246,528
11,670,000
U S TREASURY BILL
U.S. Government Securities
11,656,267
4,325,000
U S TREASURY BILL
U.S. Government Securities
4,322,187
6,335,000
U S TREASURY BILL
U.S. Government Securities
6,326,286
252
FHLMC POOL #G0-1843
U.S. Government Securities
260
—
FHLMC POOL #ZM-7740
U.S. Government Securities
—
60,227
FHLMC POOL #ZM-8305
U.S. Government Securities
60,118
197,514
FHLMC POOL #ZN-2092
U.S. Government Securities
197,930
89,815
FHLMC POOL #ZA-5559
U.S. Government Securities
89,869
—
FHLMC POOL #ZS-4786
U.S. Government Securities
—
162,786
FHLMC POOL #ZT-0714
U.S. Government Securities
162,959
—
FHLMC POOL #ZT-1595
U.S. Government Securities
—
219,220
FHLMC POOL #SD-0136
U.S. Government Securities
193,962
—
FHLMC POOL #SD-0291
U.S. Government Securities
—
—
FHLMC POOL #SD-8028
U.S. Government Securities
—
35,566
FHLMC POOL #Q0-2117
U.S. Government Securities
35,195
64,835
FHLMC POOL #Q1-2458
U.S. Government Securities
59,062
35,386
FHLMC POOL #Q1-4852
U.S. Government Securities
33,123
36,013
FHLMC POOL #Q1-7575
U.S. Government Securities
33,748
22,214
FHLMC POOL #Q1-7396
U.S. Government Securities
20,817
40,150
FHLMC POOL #Q2-0683
U.S. Government Securities
37,549
67,070
FHLMC POOL #Q2-2236
U.S. Government Securities
62,788
4,772
FHLMC POOL #Q2-4035
U.S. Government Securities
4,645
16,180
FHLMC POOL #Q2-5923
U.S. Government Securities
15,842
11,275
FHLMC POOL #Q3-2256
U.S. Government Securities
10,566
31,760
FHLMC POOL #Q3-4582
U.S. Government Securities
30,455
1,093
FHLMC POOL #Q3-9583
U.S. Government Securities
1,069
42,811
FHLMC POOL #Q4-3410
U.S. Government Securities
42,104
56,456
FHLMC POOL #Q4-5220
U.S. Government Securities
54,138
14,602
FHLMC POOL #Q4-8674
U.S. Government Securities
13,996
179,571
FHLMC POOL #WA-3197
U.S. Government Securities
163,402
762,525
FHLMC POOL #WA-3191
U.S. Government Securities
684,126
349,948
FHLMC POOL #WA-3193
U.S. Government Securities
314,078
179,495
FHLMC POOL #WA-3194
U.S. Government Securities
163,579
413,710
FHLMC POOL #WA-3195
U.S. Government Securities
361,980
135,000
FHLMC POOL #WN-0098
U.S. Government Securities
110,627
125,218
FHLMC POOL #Q5-0176
U.S. Government Securities
116,344
187,944
FHLMC POOL #Q5-2337
U.S. Government Securities
174,175
49,154
FHLMC POOL #Q5-3695
U.S. Government Securities
45,594
—
FHLMC POOL #Q5-8588
U.S. Government Securities
—
77,520
FHLMC POOL #G6-1658
U.S. Government Securities
77,724
379,415
FHLMC POOL #QB-5275
U.S. Government Securities
310,222
428,952
FHLMC POOL #QB-6698
U.S. Government Securities
351,159
1,064,075
FHLMC POOL #QB-7306
U.S. Government Securities
869,647
798,590
FHLMC POOL #QB-7396
U.S. Government Securities
651,684
1,802,464
FHLMC POOL #QB-7858
U.S. Government Securities
1,472,613
211,541
FHLMC POOL #QC-0203
U.S. Government Securities
172,759
202,052
FHLMC POOL #QC-0474
U.S. Government Securities
165,010
414,425
FHLMC POOL #QC-0574
U.S. Government Securities
338,376
752,732
FHLMC POOL #QC-0619
U.S. Government Securities
614,727
946,549
FHLMC POOL #QC-8871
U.S. Government Securities
803,634
599,855
FHLMC POOL #QD-0280
U.S. Government Securities
488,872
48
1,200,628
FHLMC POOL #QD-2377
U.S. Government Securities
1,018,655
1,889,967
FHLMC POOL #QD-2433
U.S. Government Securities
1,540,434
1,519,119
FHLMC POOL #QD-3473
U.S. Government Securities
1,237,931
3,001,081
FHLMC POOL #QD-3619
U.S. Government Securities
2,546,681
3,839,687
FHLMC POOL #QD-5201
U.S. Government Securities
3,257,480
869,796
FHLMC POOL #QD-6204
U.S. Government Securities
765,040
78,124
FHLMC POOL #QD-6253
U.S. Government Securities
68,715
1,415,199
FHLMC POOL #QD-6294
U.S. Government Securities
1,244,774
1,149,913
FHLMC POOL #QD-6118
U.S. Government Securities
1,011,421
298,642
FHLMC POOL #QE-0398
U.S. Government Securities
262,316
454,910
FHLMC POOL #QE-1079
U.S. Government Securities
413,517
285,168
FHLMC POOL #QE-7134
U.S. Government Securities
274,453
736,162
FHLMC POOL #QE-6381
U.S. Government Securities
690,548
940,926
FHLMC POOL #QE-6417
U.S. Government Securities
882,918
5,165,629
FHLMC POOL #QE-7028
U.S. Government Securities
4,972,991
890,857
FHLMC POOL #QE-7915
U.S. Government Securities
857,690
343,376
FHLMC POOL #QE-8515
U.S. Government Securities
330,874
1,948,004
FHLMC POOL #QF-0467
U.S. Government Securities
1,925,952
1,939,201
FHLMC POOL #QU-8096
U.S. Government Securities
1,575,002
71,347
FHLMC POOL #QU-7615
U.S. Government Securities
53,377
118,871
FHLMC POOL #QU-7616
U.S. Government Securities
99,202
153,837
FHLMC POOL #QU-7709
U.S. Government Securities
115,092
397,846
FHLMC POOL #RA-1266
U.S. Government Securities
356,816
7,415,573
FHLMC POOL #RA-3046
U.S. Government Securities
6,081,375
5,988,832
FHLMC POOL #RA-6614
U.S. Government Securities
5,080,681
1,412,148
FHLMC POOL #RE-6093
U.S. Government Securities
1,056,483
1,474,810
FHLMC POOL #RE-6123
U.S. Government Securities
1,158,385
16
FNMA POOL #0250179
U.S. Government Securities
16
278
FNMA POOL #0253355
U.S. Government Securities
287
130
FNMA POOL #0323621
U.S. Government Securities
133
299
FNMA POOL #0545448
U.S. Government Securities
307
414
FNMA POOL #0550002
U.S. Government Securities
414
606
FNMA POOL #0554493
U.S. Government Securities
609
156
FNMA POOL #0575078
U.S. Government Securities
160
191,193
FNMA POOL #0AJ0806
U.S. Government Securities
183,612
85,356
FNMA POOL #0AK0080
U.S. Government Securities
81,971
8,133
FNMA POOL #0AR8595
U.S. Government Securities
7,592
112,536
FNMA POOL #0AS4628
U.S. Government Securities
104,761
4,833
FNMA POOL #0AS4795
U.S. Government Securities
4,499
60,306
FNMA POOL #0AS7378
U.S. Government Securities
53,977
65,528
FNMA POOL #0AS7580
U.S. Government Securities
58,693
11,535
FNMA POOL #0AS8263
U.S. Government Securities
10,337
23,585
FNMA POOL #0AS8276
U.S. Government Securities
21,089
91,620
FNMA POOL #0AS8309
U.S. Government Securities
81,778
24,528
FNMA POOL #0AS9412
U.S. Government Securities
23,483
4,318
FNMA POOL #0AU6205
U.S. Government Securities
4,246
5,602
FNMA POOL #0AV9213
U.S. Government Securities
5,503
4,927
FNMA POOL #0AW4986
U.S. Government Securities
4,803
39,553
FNMA POOL #0AX7617
U.S. Government Securities
37,884
24,358
FNMA POOL #0AX8509
U.S. Government Securities
23,564
30,952
FNMA POOL #0AY0362
U.S. Government Securities
28,916
95,936
FNMA POOL #0AY2633
U.S. Government Securities
89,405
130,869
FNMA POOL #0AY5788
U.S. Government Securities
117,612
8,133
FNMA POOL #0AY8481
U.S. Government Securities
7,938
27,377
FNMA POOL #0AZ0810
U.S. Government Securities
26,840
20,394
FNMA POOL #0AZ5596
U.S. Government Securities
19,987
1,143
FNMA POOL #0725690
U.S. Government Securities
1,182
24,540
FNMA POOL #0AZ7724
U.S. Government Securities
23,944
78,013
FNMA POOL #0BC3473
U.S. Government Securities
71,822
27,607
FNMA POOL #0BC2994
U.S. Government Securities
24,779
70,524
FNMA POOL #0BC5313
U.S. Government Securities
64,937
29,990
FNMA POOL #0BC4918
U.S. Government Securities
29,607
49
52,236
FNMA POOL #0BC7230
U.S. Government Securities
48,077
12,642
FNMA POOL #0BC9468
U.S. Government Securities
11,339
73,439
FNMA POOL #0BD1410
U.S. Government Securities
67,582
889
FNMA POOL #0BD2217
U.S. Government Securities
869
7,061
FNMA POOL #0BD4416
U.S. Government Securities
6,559
22,215
FNMA POOL #0BD4420
U.S. Government Securities
21,228
53,438
FNMA POOL #0BD5463
U.S. Government Securities
51,075
21,518
FNMA POOL #0BD5503
U.S. Government Securities
19,955
18,213
FNMA POOL #0BD9396
U.S. Government Securities
17,768
28,672
FNMA POOL #0BE0249
U.S. Government Securities
28,172
14,481
FNMA POOL #0BE2507
U.S. Government Securities
14,127
105,931
FNMA POOL #0BE4435
U.S. Government Securities
94,095
34,434
FNMA POOL #0BE4442
U.S. Government Securities
30,725
74,959
FNMA POOL #0BE4446
U.S. Government Securities
69,499
96,912
FNMA POOL #0BE4203
U.S. Government Securities
95,203
46,525
FNMA POOL #0BE4310
U.S. Government Securities
41,496
25,763
FNMA POOL #0BE5275
U.S. Government Securities
23,100
28,969
FNMA POOL #0BE6326
U.S. Government Securities
26,929
104,488
FNMA POOL #0BE7252
U.S. Government Securities
96,954
30,045
FNMA POOL #0BE7913
U.S. Government Securities
27,286
32,776
FNMA POOL #0BE8280
U.S. Government Securities
32,057
79,850
FNMA POOL #0BE9612
U.S. Government Securities
74,118
1,227,481
FNMA POOL #0BF0546
U.S. Government Securities
1,015,377
3,625,315
FNMA POOL #0BF0578
U.S. Government Securities
2,998,863
12,245,866
FNMA POOL #0BF0619
U.S. Government Securities
10,129,729
44,724
FNMA POOL #0BH1251
U.S. Government Securities
42,839
49,702
FNMA POOL #0BH1228
U.S. Government Securities
47,460
15,396
FNMA POOL #0BH2269
U.S. Government Securities
14,724
25,838
FNMA POOL #0BH4224
U.S. Government Securities
24,364
34,215
FNMA POOL #0BH4896
U.S. Government Securities
33,448
95,291
FNMA POOL #0BH6011
U.S. Government Securities
88,341
114,131
FNMA POOL #0BH9884
U.S. Government Securities
105,653
14,393
FNMA POOL #0BJ2239
U.S. Government Securities
12,847
44,566
FNMA POOL #0BJ2403
U.S. Government Securities
41,429
21,439
FNMA POOL #0BJ5653
U.S. Government Securities
20,492
97,587
FNMA POOL #0BJ7195
U.S. Government Securities
95,745
—
FNMA POOL #0BJ9256
U.S. Government Securities
—
84,888
FNMA POOL #0BK1766
U.S. Government Securities
80,046
110,776
FNMA POOL #0BK0916
U.S. Government Securities
110,767
2,556,142
FNMA POOL #0BK2144
U.S. Government Securities
2,168,810
19,296
FNMA POOL #0BK6899
U.S. Government Securities
18,808
—
FNMA POOL #0BK7608
U.S. Government Securities
—
180,376
FNMA POOL #0BK8202
U.S. Government Securities
135,003
180,911
FNMA POOL #0BK8385
U.S. Government Securities
135,403
—
FNMA POOL #0BM2007
U.S. Government Securities
—
62,319
FNMA POOL #0BM3138
U.S. Government Securities
59,440
163,696
FNMA POOL #0BM5804
U.S. Government Securities
163,657
394,737
FNMA POOL #0BN5403
U.S. Government Securities
385,379
11,809
FNMA POOL #0BP1638
U.S. Government Securities
11,149
61,245
FNMA POOL #0BP7820
U.S. Government Securities
55,072
510,083
FNMA POOL #0BP9265
U.S. Government Securities
435,312
583,673
FNMA POOL #0BP9298
U.S. Government Securities
496,551
225,600
FNMA POOL #0BQ0364
U.S. Government Securities
192,157
122,991
FNMA POOL #0BQ0375
U.S. Government Securities
104,708
1,476,426
FNMA POOL #0BQ1280
U.S. Government Securities
1,255,110
7,136,785
FNMA POOL #0BQ1274
U.S. Government Securities
6,081,766
305,815
FNMA POOL #0BQ4040
U.S. Government Securities
242,946
178,724
FNMA POOL #0BQ4041
U.S. Government Securities
149,205
121,687
FNMA POOL #0BQ5644
U.S. Government Securities
101,588
179,844
FNMA POOL #0BQ5771
U.S. Government Securities
146,983
167,198
FNMA POOL #0BQ6140
U.S. Government Securities
131,373
1,185,603
FNMA POOL #0BQ7559
U.S. Government Securities
969,388
50
652,465
FNMA POOL #0BQ7589
U.S. Government Securities
533,554
1,038,089
FNMA POOL #0BQ7604
U.S. Government Securities
849,019
344,655
FNMA POOL #0BQ7618
U.S. Government Securities
281,842
2,141,219
FNMA POOL #0BQ9291
U.S. Government Securities
1,751,237
2,065,565
FNMA POOL #0BR0772
U.S. Government Securities
1,687,569
1,169,104
FNMA POOL #0BR0691
U.S. Government Securities
955,624
2,474,994
FNMA POOL #0BR3283
U.S. Government Securities
2,022,082
472,488
FNMA POOL #0BR6544
U.S. Government Securities
385,546
439,596
FNMA POOL #0BR7743
U.S. Government Securities
358,704
390,969
FNMA POOL #0BR7719
U.S. Government Securities
319,225
578,393
FNMA POOL #0BS6197
U.S. Government Securities
535,638
35,000
FNMA POOL #0BS6679
U.S. Government Securities
33,437
120,322
FNMA POOL #0BT8676
U.S. Government Securities
102,148
1,110,984
FNMA POOL #0BT9828
U.S. Government Securities
943,143
3,119,729
FNMA POOL #0BU0968
U.S. Government Securities
2,542,779
1,011,994
FNMA POOL #0BU2591
U.S. Government Securities
824,929
2,347,196
FNMA POOL #0BU7817
U.S. Government Securities
1,912,916
487,789
FNMA POOL #0BU8818
U.S. Government Securities
443,601
512,906
FNMA POOL #0BU9711
U.S. Government Securities
450,666
251,293
FNMA POOL #0BV2256
U.S. Government Securities
221,027
419,926
FNMA POOL #0BV5392
U.S. Government Securities
381,624
425,768
FNMA POOL #0BV4539
U.S. Government Securities
374,488
534,804
FNMA POOL #0BV8553
U.S. Government Securities
501,908
1,620,364
FNMA POOL #0BW3893
U.S. Government Securities
1,560,018
3,556,318
FNMA POOL #0BW6333
U.S. Government Securities
3,337,559
1,897,432
FNMA POOL #0BW9845
U.S. Government Securities
1,875,952
—
FNMA POOL #0CA2304
U.S. Government Securities
—
74,527
FNMA POOL #0CA4427
U.S. Government Securities
65,949
578,722
FNMA POOL #0CA4613
U.S. Government Securities
522,529
1,252,852
FNMA POOL #0CA4736
U.S. Government Securities
1,108,663
4,540,562
FNMA POOL #0CB0153
U.S. Government Securities
3,703,327
798,942
FNMA POOL #0CB2751
U.S. Government Securities
677,667
5,780,738
FNMA POOL #0CB3609
U.S. Government Securities
5,257,697
73,732
FNMA POOL #0CB3669
U.S. Government Securities
64,709
5,743,622
FNMA POOL #0CB3771
U.S. Government Securities
5,223,901
1,313,239
FNMA POOL #0CB3903
U.S. Government Securities
1,194,277
4,666,863
FNMA POOL #0CB4563
U.S. Government Securities
4,604,177
—
FNMA POOL #0FM2373
U.S. Government Securities
—
463,821
FNMA POOL #0FM3718
U.S. Government Securities
464,026
224,834
FNMA POOL #0FM5679
U.S. Government Securities
228,519
2,630,599
FNMA POOL #0FM5977
U.S. Government Securities
2,032,399
26,647
FNMA POOL #0FM6075
U.S. Government Securities
25,980
1,581,478
FNMA POOL #0FM6558
U.S. Government Securities
1,290,091
287,708
FNMA POOL #0FM8980
U.S. Government Securities
244,144
4,214,725
FNMA POOL #0FM9481
U.S. Government Securities
3,578,240
29,384
FNMA POOL #0FM9765
U.S. Government Securities
25,806
3,147,072
FNMA POOL #0FS2619
U.S. Government Securities
3,106,711
3,384
FNMA POOL #0906734
U.S. Government Securities
3,494
195,486
FNMA POOL #0MA2218
U.S. Government Securities
176,248
23,702
FNMA POOL #0MA2276
U.S. Government Securities
20,436
46,686
FNMA POOL #0MA2490
U.S. Government Securities
45,862
27,742
FNMA POOL #0MA3472
U.S. Government Securities
27,868
—
FNMA POOL #0MA3537
U.S. Government Securities
—
64,906
FNMA POOL #0MA2705
U.S. Government Securities
58,156
148,921
FNMA POOL #0MA2737
U.S. Government Securities
133,341
28,963
FNMA POOL #0MA3351
U.S. Government Securities
25,646
108,878
FNMA POOL #0MA3401
U.S. Government Securities
96,755
—
FNMA POOL #0MA3416
U.S. Government Securities
—
45,982
FNMA POOL #0MA3448
U.S. Government Securities
46,031
—
FNMA POOL #0MA3786
U.S. Government Securities
—
—
FNMA POOL #0MA3849
U.S. Government Securities
—
1,151,134
FNMA POOL #0MA4562
U.S. Government Securities
937,887
51
1,382,557
FNMA POOL #0MA4591
U.S. Government Securities
1,086,301
4,540,012
FNMA POOL #0MA4602
U.S. Government Securities
4,037,839
423,555
FNMA POOL #0MA4815
U.S. Government Securities
424,260
635
GNMA POOL #0587280
U.S. Government Securities
652
1,046
GNMA POOL #0379674
U.S. Government Securities
1,047
93
GNMA POOL #0413151
U.S. Government Securities
93
173
GNMA POOL #0486844
U.S. Government Securities
178
306
GNMA POOL #0530269
U.S. Government Securities
314
95
GNMA POOL #0563646
U.S. Government Securities
97
722
GNMA POOL #0780958
U.S. Government Securities
742
33
GNMA POOL #0781199
U.S. Government Securities
34
266
GNMA POOL #0675324
U.S. Government Securities
279
4,980
GNMA POOL #0675312
U.S. Government Securities
5,180
47
GNMA GTD REMIC P/T 13-H01 FA
U.S. Government Securities
42
745
GNMA GTD REMIC P/T 13-H03 HA
U.S. Government Securities
672
606
GNMA GTD REMIC P/T 13-H04 BA
U.S. Government Securities
563
5,030
GNMA GTD REMIC P/T 13-H10 PA
U.S. Government Securities
4,660
417,813
GNMA GTD REMIC P/T 15-H10 JA
U.S. Government Securities
402,856
324,000
TENNESSEE VALLEY AUTH BD
U.S. Government Securities
319,276
555,000
TENNESSEE VALLEY AUTH BD
U.S. Government Securities
577,447
458,000
TENNESSEE VALLEY AUTH BD
U.S. Government Securities
428,099
960,000
TENNESSEE VALLEY AUTH BD
U.S. Government Securities
833,146
4,455,000
U S TREASURY BOND
U.S. Government Securities
2,766,625
735,000
U S TREASURY BOND
U.S. Government Securities
552,542
12,680,000
U S TREASURY BOND
U.S. Government Securities
8,677,380
19,465,000
U S TREASURY BOND
U.S. Government Securities
13,898,466
9,435,000
U S TREASURY BOND
U.S. Government Securities
6,561,011
11,665,000
U S TREASURY BOND
U.S. Government Securities
8,906,410
7,370,000
U S TREASURY BOND
U.S. Government Securities
5,905,213
7,290,000
U S TREASURY BOND
U.S. Government Securities
6,391,280
12,450,000
U S TREASURY BOND
U.S. Government Securities
11,127,188
2,415,000
U S TREASURY BOND
U.S. Government Securities
2,418,396
1,124,700
U S TREASURY NOTE
U.S. Government Securities
1,059,107
1,510,700
U S TREASURY NOTE
U.S. Government Securities
1,396,217
660,000
U S TREASURY NOTE
U.S. Government Securities
608,231
47,850,000
U S TREASURY NOTE
U.S. Government Securities
43,573,406
33,890,000
U S TREASURY NOTE
U.S. Government Securities
32,172,995
14,075,000
U S TREASURY NOTE
U.S. Government Securities
14,079,398
18,870,000
U S TREASURY NOTE
U.S. Government Securities
19,256,245
405,000
U S TREASURY NOTE
U.S. Government Securities
402,279
7,505,000
U S TREASURY NOTE
U.S. Government Securities
7,461,612
1,073
GNMA II POOL #0765229
U.S. Government Securities
1,008
81
GNMA II POOL #0766522
U.S. Government Securities
74
244
GNMA II POOL #0766529
U.S. Government Securities
224
66
GNMA II POOL #0766544
U.S. Government Securities
61
48
GNMA II POOL #0766566
U.S. Government Securities
45
166,700
GNMA II POOL #0771824
U.S. Government Securities
163,801
19,355
GNMA II POOL #0771800
U.S. Government Securities
19,214
201,068
GNMA II POOL #0771828
U.S. Government Securities
197,734
86,584
GNMA II POOL #0771829
U.S. Government Securities
85,233
—
GNMA II POOL #0773430
U.S. Government Securities
—
102,404
GNMA II POOL #0798521
U.S. Government Securities
101,005
73,942
GNMA II POOL #0798526
U.S. Government Securities
73,285
155
GNMA II POOL #0AA7508
U.S. Government Securities
151
58,205
GNMA II POOL #0AB6552
U.S. Government Securities
57,245
263
GNMA II POOL #0AC0988
U.S. Government Securities
255
133
GNMA II POOL #0AC9906
U.S. Government Securities
130
773
GNMA II POOL #0AC9910
U.S. Government Securities
770
106,554
GNMA II POOL #0AE0488
U.S. Government Securities
105,104
130,308
GNMA II POOL #0AF7339
U.S. Government Securities
128,765
180,931
GNMA II POOL #0AF7379
U.S. Government Securities
178,898
162,446
GNMA II POOL #0AH1236
U.S. Government Securities
159,578
52
163,626
GNMA II POOL #0AH1377
U.S. Government Securities
161,060
228,653
GNMA II POOL #0AK0201
U.S. Government Securities
225,162
165,142
GNMA II POOL #0AK8743
U.S. Government Securities
162,657
151,114
GNMA II POOL #0AL7424
U.S. Government Securities
148,719
71,224
GNMA II POOL #0AR6523
U.S. Government Securities
69,687
160,703
GNMA II POOL #0AR6570
U.S. Government Securities
157,570
145,556
GNMA II POOL #0AR7510
U.S. Government Securities
142,527
316,160
GNMA II POOL #0AS6008
U.S. Government Securities
308,670
91,990
GNMA II POOL #0AS5980
U.S. Government Securities
89,957
77,028
GNMA II POOL #0AS8942
U.S. Government Securities
75,722
71,581
GNMA II POOL #0AU1288
U.S. Government Securities
70,422
87,316
GNMA II POOL #0AU1850
U.S. Government Securities
85,671
100,420
GNMA II POOL #0AU3149
U.S. Government Securities
98,443
232,274
GNMA II POOL #0AW1858
U.S. Government Securities
227,937
253,797
GNMA II POOL #0AY2208
U.S. Government Securities
249,361
309
GNMA II POOL #0751415
U.S. Government Securities
302
2,500
GNMA II POOL #0756718
U.S. Government Securities
2,336
407
GNMA GTD REMIC P/T 15-H13 FL
U.S. Government Securities
400
9,461,983
BNY MELLON CASH RESERVE
U.S. Government Securities
94,620
15,280,133
EB Temporary Investment Fund *
Common Collective Trust Fund
15,280,133
Diversified Bond Fund Subtotal
$
1,173,993,666
International Equity Fund
American Funds, First Eagle, All Spring and Vanguard
Separately Managed Fund
7,617,125
AMER FNDS EUROPAC GROW-R6
Mutual Fund
$
373,467,660
4,052,672
VANGUARD INTL GROWTH-ADM
Mutual Fund
366,361,567
5,381,862
ALLSPRING EMRG MRK EQ-R6
Mutual Fund
126,796,676
16,445,387
FIRST EAGLE OVERSEAS-R6
Mutual Fund
378,572,748
International Equity Fund Subtotal
$
1,245,198,651
Small Mid 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
17,790
ACADIA HEALTHCARE CO INC
Common Stock
$
1,464,473
111,321
ACV AUCTIONS INC
Common Stock
913,945
100,170
ADAPTHEALTH CORP
Common Stock
1,925,267
38,727
ADVANCED ENERGY INDUSTRIES INC
Common Stock
3,322,002
48,099
AES CORP/THE
Common Stock
1,383,327
5,239
AGILENT TECHNOLOGIES INC
Common Stock
784,016
10,337
ALASKA AIR GROUP INC
Common Stock
443,871
33,317
ALBERTSONS COS INC
Common Stock
690,995
134,386
ALKAMI TECHNOLOGY INC
Common Stock
1,960,692
53,795
ALLEGRO MICROSYSTEMS INC
Common Stock
1,614,926
12,051
AMDOCS LTD
Common Stock
1,095,436
28,630
AMEDISYS INC
Common Stock
2,391,750
14,645
AMERICAN INTERNATIONAL GROUP I
Common Stock
926,150
45,310
AMERIS BANCORP
Common Stock
2,135,913
7,763
AMERISOURCEBERGEN CORP
Common Stock
1,286,407
38,559
AMETEK INC
Common Stock
5,387,463
60,312
AMPHENOL CORP
Common Stock
4,592,156
14,442
ANSYS INC
Common Stock
3,489,043
3,888
APPFOLIO INC
Common Stock
409,717
5,885
APTIV PLC
Common Stock
548,070
24,683
ARAMARK
Common Stock
1,020,395
7,170
ARTHUR J GALLAGHER & CO
Common Stock
1,351,832
43,735
ARTISAN PARTNERS ASSET MANAGEM
Common Stock
1,298,930
18,901
ASGN INC
Common Stock
1,540,053
7,876
ASHLAND INC
Common Stock
846,906
8,474
ASSURANT INC
Common Stock
1,059,758
28,309
ASSURED GUARANTY LTD
Common Stock
1,762,518
53
69,774
ATI INC
Common Stock
2,083,452
7,786
ATLASSIAN CORP
Common Stock
1,001,902
4,417
ATMOS ENERGY CORP
Common Stock
495,013
3,779
AVERY DENNISON CORP
Common Stock
683,999
33,806
AXALTA COATING SYSTEMS LTD
Common Stock
861,039
23,705
AXON ENTERPRISE INC
Common Stock
3,933,371
64,932
AXONICS INC
Common Stock
4,060,198
41,684
AZENTA INC
Common Stock
2,426,842
8,000
AZENTA INC
Common Stock
465,760
77,950
BANK OF NT BUTTERFIELD & SON L
Common Stock
2,323,690
42,760
BANK OZK
Common Stock
1,712,966
38,140
BANNER CORP
Common Stock
2,410,448
115,286
BEAUTY HEALTH CO/THE
Common Stock
1,049,103
45,801
BELLRING BRANDS INC
Common Stock
1,174,336
15,332
BERRY GLOBAL GROUP INC
Common Stock
926,513
191,150
BIGCOMMERCE HOLDINGS INC
Common Stock
1,670,651
35,563
BIO-TECHNE CORP
Common Stock
2,947,461
13,611
BIO-TECHNE CORP
Common Stock
1,128,080
8,186
BLACK KNIGHT INC
Common Stock
505,486
25,229
BLACKLINE INC
Common Stock
1,697,155
73,599
BOYD GAMING CORP
Common Stock
4,013,353
37,991
BRIXMOR PROPERTY GROUP INC
Common Stock
861,256
58,167
BROWN & BROWN INC
Common Stock
3,313,774
59,119
BRP GROUP INC
Common Stock
1,486,252
12,730
BRUNSWICK CORP/DE
Common Stock
917,578
7,345
BUILDERS FIRSTSOURCE INC
Common Stock
476,544
74,974
BWX TECHNOLOGIES INC
Common Stock
4,354,490
2,727
CABLE ONE INC
Common Stock
1,941,242
49,086
CABOT CORP
Common Stock
3,280,908
46,085
CAPRI HOLDINGS LTD
Common Stock
2,641,592
162,810
CAREDX INC
Common Stock
1,857,662
38,097
CARMAX INC
Common Stock
2,319,726
65,192
CATALENT INC
Common Stock
2,934,292
42,650
CATHAY GENERAL BANCORP
Common Stock
1,739,694
6,430
CBOE GLOBAL MARKETS INC
Common Stock
806,772
55,155
CBRE GROUP INC
Common Stock
4,244,729
6,567
CELANESE CORP
Common Stock
671,410
30,086
CENTERPOINT ENERGY INC
Common Stock
902,279
43,676
CERIDIAN HCM HOLDING INC
Common Stock
2,801,815
182,985
CERUS CORP
Common Stock
667,895
64,180
CHAMPIONX CORP
Common Stock
1,860,578
16,619
CHARLES RIVER LABORATORIES INT
Common Stock
3,621,280
21,053
CHART INDUSTRIES INC
Common Stock
2,425,937
3,662
CHECK POINT SOFTWARE TECHNOLOG
Common Stock
461,998
56,637
CHEESECAKE FACTORY INC/THE
Common Stock
1,795,959
68,445
CHEESECAKE FACTORY INC/THE
Common Stock
2,170,391
6,743
CHESAPEAKE ENERGY CORP
Common Stock
636,337
24,824
CHEWY INC
Common Stock
920,474
5,356
CINCINNATI FINANCIAL CORP
Common Stock
548,401
61,056
CLEAN HARBORS INC
Common Stock
6,967,711
153,127
CLEARWATER ANALYTICS HOLDINGS
Common Stock
2,871,131
16,290
CMS ENERGY CORP
Common Stock
1,031,646
14,182
COCA-COLA EUROPACIFIC PARTNERS
Common Stock
784,548
33,365
COHERENT CORP
Common Stock
1,171,112
10,452
COMERICA INC
Common Stock
698,716
95,830
COMSTOCK RESOURCES INC
Common Stock
1,313,829
31,627
COPART INC
Common Stock
1,925,768
24,316
CORNING INC
Common Stock
776,653
89,490
CORPORATE OFFICE PROPERTIES TR
Common Stock
2,321,371
18,892
CORTEVA INC
Common Stock
1,110,472
33,946
COSTAR GROUP INC
Common Stock
2,623,347
191,727
COUCHBASE INC
Common Stock
2,542,300
54
11,454
CROWDSTRIKE HOLDINGS INC
Common Stock
1,205,992
8,499
CROWN HOLDINGS INC
Common Stock
698,703
6,970
CYBERARK SOFTWARE LTD
Common Stock
903,661
154,492
DEFINITIVE HEALTHCARE CORP
Common Stock
1,697,867
18,423
DELTA AIR LINES INC
Common Stock
605,380
20,421
DENTSPLY SIRONA INC
Common Stock
650,205
305,447
DESPEGAR.COM CORP
Common Stock
1,566,943
18,441
DEVON ENERGY CORP
Common Stock
1,134,306
7,547
DIAMONDBACK ENERGY INC
Common Stock
1,032,279
913,451
DIEBOLD NIXDORF INC
Common Stock
1,297,100
5,284
DISCOVER FINANCIAL SERVICES
Common Stock
516,934
25,846
DOLBY LABORATORIES INC
Common Stock
1,823,177
6,422
DOLLAR TREE INC
Common Stock
908,328
37,387
DUN & BRADSTREET HOLDINGS INC
Common Stock
458,365
16,678
DUPONT DE NEMOURS INC
Common Stock
1,144,611
38,818
DYNATRACE INC
Common Stock
1,486,729
8,888
EAST WEST BANCORP INC
Common Stock
585,719
13,676
EASTMAN CHEMICAL CO
Common Stock
1,113,773
9,436
EATON CORP PLC
Common Stock
1,480,980
25,794
ECOLAB INC
Common Stock
3,754,575
10,515
EDISON INTERNATIONAL
Common Stock
668,964
18,824
EDWARDS LIFESCIENCES CORP
Common Stock
1,404,459
5,366
ELECTRONIC ARTS INC
Common Stock
655,618
23,125
ENDAVA PLC
Common Stock
1,769,063
30,064
ENDAVA PLC
Common Stock
2,299,896
24,670
ENERSYS
Common Stock
1,821,633
11,866
ENPRO INDUSTRIES INC
Common Stock
1,289,716
61,190
ENTEGRIS INC
Common Stock
4,013,452
71,145
ENVISTA HOLDINGS CORP
Common Stock
2,395,452
42,026
EQUITABLE HOLDINGS INC
Common Stock
1,206,146
28,410
ESSENT GROUP LTD
Common Stock
1,104,581
2,607
ESSEX PROPERTY TRUST INC
Common Stock
552,475
13,500
ESTABLISHMENT LABS HOLDINGS IN
Common Stock
886,275
5,624
EVERCORE INC
Common Stock
613,466
3,969
EVEREST RE GROUP LTD
Common Stock
1,314,811
10,498
EVERSOURCE ENERGY
Common Stock
880,152
59,287
FASTENAL CO
Common Stock
2,805,461
36,545
FIRST AMERICAN FINANCIAL CORP
Common Stock
1,912,765
50,300
FIRST BUSEY CORP
Common Stock
1,243,416
75,330
FIRST HAWAIIAN INC
Common Stock
1,961,593
37,729
FLEX LTD
Common Stock
809,664
21,884
FLOOR & DECOR HOLDINGS INC
Common Stock
1,523,783
41,864
FLOOR & DECOR HOLDINGS INC
Common Stock
2,914,990
45,833
FMC CORP
Common Stock
5,719,958
25,984
FORGEROCK INC
Common Stock
591,656
9,020
FORTUNE BRANDS INNOVATIONS INC
Common Stock
515,132
20,187
GFL ENVIRONMENTAL INC
Common Stock
590,066
42,010
GITLAB INC
Common Stock
1,908,934
46,785
GLACIER BANCORP INC
Common Stock
2,312,115
7,353
GLOBAL PAYMENTS INC
Common Stock
730,300
33,715
GOOSEHEAD INSURANCE INC
Common Stock
1,157,773
26,763
GRACO INC
Common Stock
1,800,079
48,112
GRAPHIC PACKAGING HOLDING CO
Common Stock
1,070,492
38,706
GUIDEWIRE SOFTWARE INC
Common Stock
2,421,447
24,470
GUIDEWIRE SOFTWARE INC
Common Stock
1,530,843
19,978
HALLIBURTON CO
Common Stock
786,134
107,444
HALOZYME THERAPEUTICS INC
Common Stock
6,113,564
38,140
HANCOCK WHITNEY CORP
Common Stock
1,845,595
10,950
HANGER INC
Common Stock
205,313
3,625
HANOVER INSURANCE GROUP INC/TH
Common Stock
489,846
23,227
HARTFORD FINANCIAL SERVICES GR
Common Stock
1,761,303
144,370
HEALTHCARE REALTY TRUST INC
Common Stock
2,782,010
55
31,586
HEICO CORP
Common Stock
3,785,582
20,222
HEICO CORP
Common Stock
2,423,607
11,904
HELEN OF TROY LTD
Common Stock
1,320,273
25,709
HENKEL AG & CO KGAA
Common Stock
446,051
53,851
HENRY SCHEIN INC
Common Stock
4,301,079
10,753
HESS CORP
Common Stock
1,524,990
23,974
HEXCEL CORP
Common Stock
1,410,870
8,118
HOLOGIC INC
Common Stock
607,308
41,341
HOST HOTELS & RESORTS INC
Common Stock
663,523
27,597
HOWMET AEROSPACE INC
Common Stock
1,087,598
257,632
HUNTINGTON BANCSHARES INC/OH
Common Stock
3,632,611
6,223
HYATT HOTELS CORP
Common Stock
562,870
24,875
IAA INC
Common Stock
995,000
40,584
ICHOR HOLDINGS LTD
Common Stock
1,088,463
3,735
ICON PLC
Common Stock
725,524
28,075
IDACORP INC
Common Stock
3,027,889
10,101
IDEX CORP
Common Stock
2,306,361
15,812
ILLUMINA INC
Common Stock
3,197,186
9,864
INARI MEDICAL INC
Common Stock
626,956
240,761
INDIE SEMICONDUCTOR INC
Common Stock
1,403,637
16,051
INGERSOLL RAND INC
Common Stock
838,665
37,777
INGREDION INC
Common Stock
3,699,502
11,523
INGREDION INC
Common Stock
1,128,447
73,659
INOGEN INC
Common Stock
1,451,819
47,790
INTEGRA LIFESCIENCES HOLDINGS
Common Stock
2,679,585
8,187
INTERNATIONAL FLAVORS & FRAGRA
Common Stock
858,325
38,844
INTERNATIONAL GAME TECHNOLOGY
Common Stock
880,982
11,864
INTUITIVE SURGICAL INC
Common Stock
3,148,112
27,207
INVESCO LTD
Common Stock
489,454
8,918
ITT INC
Common Stock
723,250
5,722
J M SMUCKER CO/THE
Common Stock
906,708
25,167
JOHNSON CONTROLS INTERNATIONAL
Common Stock
1,610,688
3,820
JONES LANG LASALLE INC
Common Stock
608,793
30,908
KBR INC
Common Stock
1,631,942
10,746
KELLOGG CO
Common Stock
765,545
16,174
KEYSIGHT TECHNOLOGIES INC
Common Stock
2,766,886
19,552
KINSALE CAPITAL GROUP INC
Common Stock
5,113,239
34,695
KIRBY CORP
Common Stock
2,232,623
12,771
KNIGHT-SWIFT TRANSPORTATION HO
Common Stock
669,328
8,489
KORNIT DIGITAL LTD
Common Stock
194,992
200,386
KRATOS DEFENSE & SECURITY SOLU
Common Stock
2,067,984
4,141
L3HARRIS TECHNOLOGIES INC
Common Stock
862,198
3,613
LABORATORY CORP OF AMERICA HOL
Common Stock
850,789
5,105
LEAR CORP
Common Stock
633,122
11,866
LEIDOS HOLDINGS INC
Common Stock
1,248,185
7,849
LIBERTY BROADBAND CORP
Common Stock
598,643
120,990
LIBERTY ENERGY INC
Common Stock
1,937,050
218,850
LIBERTY LATIN AMERICA LTD
Common Stock
1,647,941
68,859
LIBERTY MEDIA CORP-LIBERTY FOR
Common Stock
3,679,136
10,346
LIFE STORAGE INC
Common Stock
1,019,081
9,780
LINCOLN ELECTRIC HOLDINGS INC
Common Stock
1,413,112
75,676
LKQ CORP
Common Stock
4,041,855
29,585
LKQ CORP
Common Stock
1,580,135
6,009
M&T BANK CORP
Common Stock
871,666
42,000
MARAVAI LIFESCIENCES HOLDINGS
Common Stock
601,020
13,680
MARAVAI LIFESCIENCES HOLDINGS
Common Stock
195,761
2,172
MARKEL CORP
Common Stock
2,861,588
1,124
MARKEL CORP
Common Stock
1,480,859
139,889
MARKFORGED HOLDING CORP
Common Stock
162,271
19,856
MARVELL TECHNOLOGY INC
Common Stock
735,466
16,775
MASCO CORP
Common Stock
782,889
37,599
MATTEL INC
Common Stock
670,766
56
70,407
MERCURY SYSTEMS INC
Common Stock
3,150,009
6,292
MID-AMERICA APARTMENT COMMUNIT
Common Stock
987,781
3,194
MID-AMERICA APARTMENT COMMUNIT
Common Stock
501,426
51,895
MONTROSE ENVIRONMENTAL GROUP I
Common Stock
2,303,619
9,562
MOODY'S CORP
Common Stock
2,664,164
3,756
MOTOROLA SOLUTIONS INC
Common Stock
967,959
268,671
NAVITAS SEMICONDUCTOR CORP
Common Stock
943,035
31,098
NEW RELIC INC
Common Stock
1,755,482
44,198
NEWELL BRANDS INC
Common Stock
578,110
69,561
NNN REIT INC
Common Stock
3,183,111
8,652
NORTHERN TRUST CORP
Common Stock
765,615
16,563
NOVA LTD
Common Stock
1,352,866
4,914
NOVANTA INC
Common Stock
667,665
6,199
NXP SEMICONDUCTORS NV
Common Stock
979,628
9,774
OLD DOMINION FREIGHT LINE INC
Common Stock
2,773,666
14,280
ON SEMICONDUCTOR CORP
Common Stock
890,644
193,188
OPENLANE INC
Common Stock
2,521,103
117,850
OPENLANE INC
Common Stock
1,537,943
19,795
ORGANON & CO
Common Stock
552,874
10,420
PACCAR INC
Common Stock
1,031,267
73,886
PAR TECHNOLOGY CORP
Common Stock
1,926,208
25,980
PDC ENERGY INC
Common Stock
1,649,210
10,914
PERFORMANCE FOOD GROUP CO
Common Stock
637,268
108,754
PETCO HEALTH & WELLNESS CO INC
Common Stock
1,030,988
113,651
PG&E CORP
Common Stock
1,847,965
179,740
PHYSICIANS REALTY TRUST
Common Stock
2,600,838
12,434
PINNACLE WEST CAPITAL CORP
Common Stock
945,481
5,724
PIONEER NATURAL RESOURCES CO
Common Stock
1,307,304
55,840
PLAINS GP HOLDINGS LP
Common Stock
694,650
32,150
POPULAR INC
Common Stock
2,132,188
45,550
PORTLAND GENERAL ELECTRIC CO
Common Stock
2,231,950
14,150
POST HOLDINGS INC
Common Stock
1,277,179
39,949
PROGYNY INC
Common Stock
1,244,411
31,615
PROS HOLDINGS INC
Common Stock
766,980
30,307
PROSPERITY BANCSHARES INC
Common Stock
2,202,713
9,607
PROSPERITY BANCSHARES INC
Common Stock
698,237
18,609
PUBLIC SERVICE ENTERPRISE GROU
Common Stock
1,140,173
9,222
PVH CORP
Common Stock
650,981
17,500
QUALYS INC
Common Stock
1,964,025
5,162
QUANTA SERVICES INC
Common Stock
735,585
12,720
RAYMOND JAMES FINANCIAL INC
Common Stock
1,359,132
7,186
RBC BEARINGS INC
Common Stock
1,504,389
20,650
RED ROCK RESORTS INC
Common Stock
826,207
8,412
REGAL REXNORD CORP
Common Stock
1,009,272
5,176
REPUBLIC SERVICES INC
Common Stock
667,652
58,090
RESIDEO TECHNOLOGIES INC
Common Stock
955,581
95,785
RESOURCES CONNECTION INC
Common Stock
1,760,528
120,860
RETAIL OPPORTUNITY INVESTMENTS
Common Stock
1,816,526
100,676
REVANCE THERAPEUTICS INC
Common Stock
1,858,479
6,484
REVVITY INC
Common Stock
909,186
67,018
REXFORD INDUSTRIAL REALTY INC
Common Stock
3,661,864
2,402
RH
Common Stock
641,790
6,926
ROSS STORES INC
Common Stock
803,901
11,383
RXO INC
Common Stock
195,788
215,815
SAMSONITE INTERNATIONAL SA
Common Stock
2,825,018
6,526
SBA COMMUNICATIONS CORP
Common Stock
1,829,303
8,014
SEAGATE TECHNOLOGY HOLDINGS PL
Common Stock
421,617
5,463
SEER INC
Common Stock
31,685
6,606
SEMPRA ENERGY
Common Stock
1,020,891
17,602
SENSATA TECHNOLOGIES HOLDING P
Common Stock
710,769
4,145
SIGNATURE BANK/NEW YORK NY
Common Stock
477,587
58,073
SILK ROAD MEDICAL INC
Common Stock
3,069,158
57
12,974
SITEONE LANDSCAPE SUPPLY INC
Common Stock
1,522,110
26,521
SITEONE LANDSCAPE SUPPLY INC
Common Stock
3,111,444
113,190
SIX FLAGS ENTERTAINMENT CORP
Common Stock
2,631,668
21,729
SKECHERS USA INC
Common Stock
911,532
61,151
SLM CORP
Common Stock
1,015,107
77,060
SLM CORP
Common Stock
1,279,196
498,368
SMARTRENT INC
Common Stock
1,211,034
59,504
SMARTSHEET INC
Common Stock
2,342,077
13,853
SPIRIT REALTY CAPITAL INC
Common Stock
553,150
20,557
SPROUT SOCIAL INC
Common Stock
1,160,648
48,810
SS&C TECHNOLOGIES HOLDINGS INC
Common Stock
2,541,049
15,328
STAG INDUSTRIAL INC
Common Stock
495,248
7,955
STANLEY BLACK & DECKER INC
Common Stock
597,580
8,730
STATE STREET CORP
Common Stock
677,186
58,090
STERICYCLE INC
Common Stock
2,898,110
13,531
STERIS PLC
Common Stock
2,499,040
6,342
SUN COMMUNITIES INC
Common Stock
906,906
3,350
SVB FINANCIAL GROUP
Common Stock
770,969
6,545
SYNEOS HEALTH INC
Common Stock
240,071
54,305
SYNEOS HEALTH INC
Common Stock
1,991,907
17,686
SYNOPSYS INC
Common Stock
5,646,963
12,817
TARGA RESOURCES CORP
Common Stock
942,050
6,770
TE CONNECTIVITY LTD
Common Stock
777,196
11,396
TELEFLEX INC
Common Stock
2,844,783
1,553
TELEFLEX INC
Common Stock
387,675
31,695
TEREX CORP
Common Stock
1,354,010
21,478
TEXAS ROADHOUSE INC
Common Stock
1,953,424
23,623
TOLL BROTHERS INC
Common Stock
1,179,260
16,263
TPG INC
Common Stock
452,599
6,120
TRANSDIGM GROUP INC
Common Stock
3,853,458
77,845
TREEHOUSE FOODS INC
Common Stock
3,843,986
22,015
TREX CO INC
Common Stock
931,895
3,606
TYLER TECHNOLOGIES INC
Common Stock
1,162,610
107,975
UGI CORP
Common Stock
4,002,633
47,285
UMPQUA HOLDINGS CORP
Common Stock
844,037
7,195
UNIVERSAL HEALTH SERVICES INC
Common Stock
1,013,704
17,288
URBAN OUTFITTERS INC
Common Stock
412,319
94,400
US FOODS HOLDING CORP
Common Stock
3,211,488
79,902
UTZ BRANDS INC
Common Stock
1,267,246
7,406
VALERO ENERGY CORP
Common Stock
939,525
51,325
VALVOLINE INC
Common Stock
1,675,761
55,988
VARONIS SYSTEMS INC
Common Stock
1,340,353
103,260
VARONIS SYSTEMS INC
Common Stock
2,472,044
19,722
VEEVA SYSTEMS INC
Common Stock
3,182,736
167,065
VELO3D INC
Common Stock
299,046
54,617
VERACYTE INC
Common Stock
1,296,061
9,180
VERINT SYSTEMS INC
Common Stock
333,050
9,306
VERISK ANALYTICS INC
Common Stock
1,641,765
40,841
VICI PROPERTIES INC
Common Stock
1,323,248
340,929
VIEWRAY INC
Common Stock
1,527,362
77,210
VIPER ENERGY PARTNERS LP
Common Stock
2,454,506
14,700
VOYA FINANCIAL INC
Common Stock
903,903
16,372
VULCAN MATERIALS CO
Common Stock
2,866,901
4,466
VULCAN MATERIALS CO
Common Stock
782,041
25,862
WASTE CONNECTIONS INC
Common Stock
3,428,267
47,989
WASTE CONNECTIONS INC
Common Stock
6,361,422
20,118
WAYFAIR INC
Common Stock
661,681
66,390
WEBSTER FINANCIAL CORP
Common Stock
3,142,903
45,028
WENDY'S CO/THE
Common Stock
1,018,984
49,332
WESTERN ALLIANCE BANCORP
Common Stock
2,938,214
12,419
WESTINGHOUSE AIR BRAKE TECHNOL
Common Stock
1,239,540
26,624
WESTROCK CO
Common Stock
936,100
58
5,122
WILLIS TOWERS WATSON PLC
Common Stock
1,252,739
53,485
WILLSCOT MOBILE MINI HOLDINGS
Common Stock
2,415,917
31,885
WNS HOLDINGS LTD
Common Stock
2,550,481
17,532
WOODWARD INC
Common Stock
1,693,767
16,976
WORKIVA INC
Common Stock
1,425,475
10,585
WP CAREY INC
Common Stock
827,218
14,811
XPO INC
Common Stock
493,058
3,139
ZEBRA TECHNOLOGIES CORP
Common Stock
804,871
7,631
ZIMMER BIOMET HOLDINGS INC
Common Stock
972,953
18,684
ZIONS BANCORP NA
Common Stock
918,505
59,780
ZURN ELKAY WATER SOLUTIONS COR
Common Stock
1,264,347
1,569,342
EB Temporary Investment Fund *
Common Collective Trust Fund
1,569,342
1,242,580
EB Temporary Investment Fund *
Common Collective Trust Fund
1,242,580
7,820,488
EB Temporary Investment Fund *
Common Collective Trust Fund
7,820,488
8,160,190
EB Temporary Investment Fund *
Common Collective Trust Fund
8,160,190
1,259,097
EB Temporary Investment Fund *
Common Collective Trust Fund
1,259,097
Small Mid Core Fund Subtotal
$
582,962,929
Large Cap Core Fund
Columbia Threadneedle, T. Rowe Price, Barrow Hanley, Wellington and MFS Growth Equity
Separately Managed Fund
78,553
ABBOTT LABORATORIES
Common Stock
$
8,624,334
69,186
ABBOTT LABORATORIES
Common Stock
7,595,931
4,804
ACCENTURE PLC
Common Stock
1,281,899
28,952
ADOBE INC
Common Stock
9,743,217
41,167
ADVANCE AUTO PARTS INC
Common Stock
6,052,784
88,091
ADVANCED MICRO DEVICES INC
Common Stock
5,705,654
76,779
ADVANCED MICRO DEVICES INC
Common Stock
4,972,976
124,611
ADYEN NV
Common Stock
1,719,632
105,443
AECOM
Common Stock
8,955,274
84,258
AERCAP HOLDINGS NV
Common Stock
4,913,927
791,819
AES CORP/THE
Common Stock
22,772,714
43,710
AFFIRM HOLDINGS INC
Common Stock
422,676
11,331
AGILENT TECHNOLOGIES INC
Common Stock
1,695,684
32,204
AIR PRODUCTS AND CHEMICALS INC
Common Stock
9,927,205
20,593
AIR PRODUCTS AND CHEMICALS INC
Common Stock
6,347,998
43,043
AIRBNB INC
Common Stock
3,680,177
3,212
ALIGN TECHNOLOGY INC
Common Stock
677,411
55,286
ALLSTATE CORP/THE
Common Stock
7,496,782
484,216
ALPHABET INC
Common Stock
42,964,486
70,353
ALPHABET INC
Common Stock
6,207,245
79,468
ALPHABET INC
Common Stock
7,051,196
253,464
ALPHABET INC
Common Stock
22,363,129
75,609
ALPHABET INC
Common Stock
6,708,787
250,834
ALPHABET INC
Common Stock
22,131,084
513,537
AMAZON.COM INC
Common Stock
43,137,108
270,214
AMAZON.COM INC
Common Stock
22,697,976
229,503
AMAZON.COM INC
Common Stock
19,278,252
58,780
AMERICAN ELECTRIC POWER CO INC
Common Stock
5,581,161
29,546
AMERICAN EXPRESS CO
Common Stock
4,365,422
7,308
AMERICAN EXPRESS CO
Common Stock
1,079,757
70,919
AMERICAN EXPRESS CO
Common Stock
10,478,282
135,356
AMERICAN INTERNATIONAL GROUP I
Common Stock
8,559,913
406,265
AMERICAN INTERNATIONAL GROUP I
Common Stock
25,692,199
25,603
AMERICAN TOWER CORP
Common Stock
5,424,252
40,819
AMETEK INC
Common Stock
5,703,231
60,767
AMETEK INC
Common Stock
8,490,365
20,406
AMPHENOL CORP
Common Stock
1,553,713
24,786
AON PLC
Common Stock
7,439,270
479,794
APPLE INC
Common Stock
62,339,634
168,921
APPLE INC
Common Stock
21,947,906
59
212,539
APPLE INC
Common Stock
27,615,192
233,480
APPLIED MATERIALS INC
Common Stock
22,736,282
13,846
APPLIED MATERIALS INC
Common Stock
1,348,323
51,997
APTIV PLC
Common Stock
4,842,481
218,413
ARAMARK
Common Stock
9,029,193
11,763
ARTHUR J GALLAGHER & CO
Common Stock
2,217,796
16,812
ASML HOLDING NV
Common Stock
9,186,077
8,414
ASML HOLDING NV
Common Stock
4,597,410
39,752
ASTRAZENECA PLC
Common Stock
2,695,186
20,350
ATLASSIAN CORP
Common Stock
2,618,638
5,758
AUTODESK INC
Common Stock
1,075,997
27,488
AVALONBAY COMMUNITIES INC
Common Stock
4,439,862
285,302
AXALTA COATING SYSTEMS LTD
Common Stock
7,266,642
96,770
AXIS CAPITAL HOLDINGS LTD
Common Stock
5,242,031
722,689
BANK OF AMERICA CORP
Common Stock
23,935,460
319,949
BANK OF AMERICA CORP
Common Stock
10,596,711
1,177,826
BARRICK GOLD CORP
Common Stock
20,235,051
227,039
BAXTER INTERNATIONAL INC
Common Stock
11,572,178
14,649
BECTON DICKINSON & CO
Common Stock
3,725,241
30,022
BECTON DICKINSON & CO
Common Stock
7,634,595
25,844
BERKSHIRE HATHAWAY INC
Common Stock
7,983,212
24,116
BILL HOLDINGS INC
Common Stock
2,627,679
18,441
BLACK KNIGHT INC
Common Stock
1,138,732
38,021
BLOCK INC
Common Stock
2,389,240
19,188
BLOCK INC
Common Stock
1,205,774
185
BNY MELLON CASH RESERVE
Common Stock
2
2,458
BOOKING HOLDINGS INC
Common Stock
4,953,558
2,555
BOOKING HOLDINGS INC
Common Stock
5,149,040
190,507
BOSTON SCIENTIFIC CORP
Common Stock
8,814,759
337,181
BRISTOL-MYERS SQUIBB CO
Common Stock
24,260,173
15,316
BROADCOM INC
Common Stock
8,563,635
136,955
BWX TECHNOLOGIES INC
Common Stock
7,954,346
27,143
CACI INTERNATIONAL INC
Common Stock
8,158,914
21,440
CADENCE DESIGN SYSTEMS INC
Common Stock
3,444,122
54,085
CANADIAN PACIFIC RAILWAY LTD
Common Stock
4,034,200
60,842
CATERPILLAR INC
Common Stock
14,575,310
39,202
CDW CORP/DE
Common Stock
7,000,693
282,409
CENTENE CORP
Common Stock
23,160,362
245,468
CENTERPOINT ENERGY INC
Common Stock
7,361,585
73,816
CHARLES SCHWAB CORP/THE
Common Stock
6,145,920
77,184
CHARLES SCHWAB CORP/THE
Common Stock
6,426,340
89,588
CHARLES SCHWAB CORP/THE
Common Stock
7,459,097
74,714
CHEVRON CORP
Common Stock
13,410,416
4,474
CHIPOTLE MEXICAN GRILL INC
Common Stock
6,207,630
1,715
CHIPOTLE MEXICAN GRILL INC
Common Stock
2,379,545
34,602
CHUBB LTD
Common Stock
7,633,201
36,780
CHUBB LTD
Common Stock
8,113,668
39,884
CHUBB LTD
Common Stock
8,798,410
113,228
CIGNA GROUP/THE
Common Stock
37,516,966
3,155
CINTAS CORP
Common Stock
1,424,861
541,799
CISCO SYSTEMS INC
Common Stock
25,811,304
314,271
CITIGROUP INC
Common Stock
14,214,477
19,074
CME GROUP INC
Common Stock
3,207,484
57,540
COGNIZANT TECHNOLOGY SOLUTIONS
Common Stock
3,290,713
63,999
COLGATE-PALMOLIVE CO
Common Stock
5,042,481
108,200
COLGATE-PALMOLIVE CO
Common Stock
8,525,078
146,151
COMCAST CORP
Common Stock
5,110,900
44,735
CONFLUENT INC
Common Stock
994,906
46,050
CONOCOPHILLIPS
Common Stock
5,433,900
37,921
CONSTELLATION BRANDS INC
Common Stock
8,788,192
1
CONSTELLATION ENERGY CORP
Common Stock
86
745,395
CORNING INC
Common Stock
23,807,916
60
139,261
CORNING INC
Common Stock
4,447,996
285,276
CORPORATE OFFICE PROPERTIES TR
Common Stock
7,400,059
64,793
CORTEVA INC
Common Stock
3,808,533
68,565
COSTAR GROUP INC
Common Stock
5,298,703
10,184
CROWDSTRIKE HOLDINGS INC
Common Stock
1,072,273
548,914
CSX CORP
Common Stock
17,005,356
75,320
CVS HEALTH CORP
Common Stock
7,019,071
40,367
DANAHER CORP
Common Stock
10,714,209
37,656
DANAHER CORP
Common Stock
9,994,656
31,539
DANAHER CORP
Common Stock
8,371,081
16,122
DATADOG INC
Common Stock
1,184,967
23,885
DEERE & CO
Common Stock
10,240,933
23,705
DEERE & CO
Common Stock
10,163,756
31,445
DOLLAR GENERAL CORP
Common Stock
7,743,331
37,921
DOLLAR GENERAL CORP
Common Stock
9,338,046
15,819
DOLLAR TREE INC
Common Stock
2,237,439
2,892
DOORDASH INC
Common Stock
141,187
24,051
DOORDASH INC
Common Stock
1,174,170
81,141
DUKE ENERGY CORP
Common Stock
8,356,712
76,618
DUPONT DE NEMOURS INC
Common Stock
5,258,293
11,622
EATON CORP PLC
Common Stock
1,824,073
64,321
ELECTRONIC ARTS INC
Common Stock
7,858,740
34,819
ELECTRONIC ARTS INC
Common Stock
4,254,185
352,646
ELEMENT SOLUTIONS INC
Common Stock
6,414,631
8,479
ELEVANCE HEALTH INC
Common Stock
4,349,473
21,644
ELEVANCE HEALTH INC
Common Stock
11,102,723
43,463
ELI LILLY & CO
Common Stock
15,900,504
35,940
ELI LILLY & CO
Common Stock
13,148,290
3,566
ENPHASE ENERGY INC
Common Stock
944,847
64,620
ENTERGY CORP
Common Stock
7,269,750
142,036
ENVISTA HOLDINGS CORP
Common Stock
4,782,352
21,421
EOG RESOURCES INC
Common Stock
2,774,448
77,928
EOG RESOURCES INC
Common Stock
10,093,235
14,245
EQUIFAX INC
Common Stock
2,768,658
25,405
ESTEE LAUDER COS INC/THE
Common Stock
6,303,235
62,489
EVERSOURCE ENERGY
Common Stock
5,239,078
158,504
EXELON CORP
Common Stock
6,852,128
33,213
F5 INC
Common Stock
4,766,398
110,455
FIDELITY NATIONAL INFORMATION
Common Stock
7,494,372
757,608
FIRSTENERGY CORP
Common Stock
31,774,080
262,942
FMC CORP
Common Stock
32,815,162
421,120
FORD MOTOR CO
Common Stock
4,897,626
16,071
FORTINET INC
Common Stock
785,711
86,084
FORTUNE BRANDS INNOVATIONS INC
Common Stock
4,916,257
839,834
FREEPORT-MCMORAN INC
Common Stock
31,913,692
10,582
GARTNER INC
Common Stock
3,557,033
34,793
GENERAL ELECTRIC CO
Common Stock
2,915,305
39,580
GLOBAL PAYMENTS INC
Common Stock
3,931,086
76,025
GODADDY INC
Common Stock
5,688,191
23,915
GOLDMAN SACHS GROUP INC/THE
Common Stock
8,211,933
219,498
HALLIBURTON CO
Common Stock
8,637,246
86,642
HESS CORP
Common Stock
12,287,568
23,069
HESS CORP
Common Stock
3,271,646
38,280
HILTON WORLDWIDE HOLDINGS INC
Common Stock
4,837,061
82,783
HOLOGIC INC
Common Stock
6,192,996
81,542
HOLOGIC INC
Common Stock
6,100,157
54,565
HOWARD HUGHES CORP/THE
Common Stock
4,169,857
14,181
HUMANA INC
Common Stock
7,263,366
17,253
HUMANA INC
Common Stock
8,836,814
39,459
HUMANA INC
Common Stock
20,210,505
18,160
ICON PLC
Common Stock
3,527,580
33,937
ILLINOIS TOOL WORKS INC
Common Stock
7,476,321
61
63,044
INTERNATIONAL FLAVORS & FRAGRA
Common Stock
6,609,533
28,645
INTUIT INC
Common Stock
11,149,207
25,387
INTUIT INC
Common Stock
9,881,128
44,178
INTUITIVE SURGICAL INC
Common Stock
11,722,632
47,679
JB HUNT TRANSPORT SERVICES INC
Common Stock
8,313,310
196,010
JEFFERIES FINANCIAL GROUP INC
Common Stock
6,719,223
82,164
JOHNSON CONTROLS INTERNATIONAL
Common Stock
5,258,496
146,931
JOHNSON CONTROLS INTERNATIONAL
Common Stock
9,403,584
182,364
JPMORGAN CHASE & CO
Common Stock
24,455,012
111,077
JPMORGAN CHASE & CO
Common Stock
14,895,426
14,404
KLA CORP
Common Stock
5,430,740
2,580
LAM RESEARCH CORP
Common Stock
1,084,374
8,004
LAM RESEARCH CORP
Common Stock
3,364,081
215,520
LAS VEGAS SANDS CORP
Common Stock
10,360,046
51,357
LEIDOS HOLDINGS INC
Common Stock
5,402,243
12,782
LINDE PLC
Common Stock
4,169,233
6,203
LINDE PLC
Common Stock
2,023,295
4,963
LITHIA MOTORS INC
Common Stock
1,016,125
79,235
LIVANOVA PLC
Common Stock
4,400,712
131,827
LOWE'S COS INC
Common Stock
26,265,211
14,301
LULULEMON ATHLETICA INC
Common Stock
4,581,754
7,602
LULULEMON ATHLETICA INC
Common Stock
2,435,529
30,710
LVMH MOET HENNESSY LOUIS VUITT
Common Stock
4,448,958
53,966
M&T BANK CORP
Common Stock
7,828,308
261,297
MARATHON PETROLEUM CORP
Common Stock
30,412,358
29,256
MARRIOTT VACATIONS WORLDWIDE C
Common Stock
3,937,565
29,214
MARSH & MCLENNAN COS INC
Common Stock
4,834,333
3,867
MARTIN MARIETTA MATERIALS INC
Common Stock
1,306,930
60,466
MARVELL TECHNOLOGY INC
Common Stock
2,239,661
107,833
MARVELL TECHNOLOGY INC
Common Stock
3,994,134
58,224
MASTERCARD INC
Common Stock
20,246,232
50,028
MASTERCARD INC
Common Stock
17,396,236
31,659
MASTERCARD INC
Common Stock
11,008,784
34,052
MATCH GROUP INC
Common Stock
1,412,817
34,915
MCDONALD'S CORP
Common Stock
9,201,150
257,585
MDU RESOURCES GROUP INC
Common Stock
7,815,129
70,593
MEDTRONIC PLC
Common Stock
5,486,488
116,445
MERCK & CO INC
Common Stock
12,919,573
89,292
META PLATFORMS INC
Common Stock
10,745,399
288,041
METLIFE INC
Common Stock
20,845,527
132,796
MGM RESORTS INTERNATIONAL
Common Stock
4,452,650
79,726
MICROCHIP TECHNOLOGY INC
Common Stock
5,600,752
351,304
MICROSOFT CORP
Common Stock
84,249,725
219,457
MICROSOFT CORP
Common Stock
52,630,178
158,944
MICROSOFT CORP
Common Stock
38,117,950
15,114
MONGODB INC
Common Stock
2,975,040
10,161
MONOLITHIC POWER SYSTEMS INC
Common Stock
3,593,031
99,019
MONSTER BEVERAGE CORP
Common Stock
10,053,399
202,602
MORGAN STANLEY
Common Stock
17,225,222
124,640
MORGAN STANLEY
Common Stock
10,596,893
2,602
MSCI INC
Common Stock
1,210,372
19,306
MSCI INC
Common Stock
8,980,572
79,460
NETAPP INC
Common Stock
4,772,368
23,261
NETFLIX INC
Common Stock
6,859,204
52,374
NIKE INC
Common Stock
6,128,282
86,850
NIKE INC
Common Stock
10,162,319
26,989
NORDSON CORP
Common Stock
6,415,825
65,681
NORTHERN TRUST CORP
Common Stock
5,812,112
121,544
NVIDIA CORP
Common Stock
17,762,440
55,929
NVIDIA CORP
Common Stock
8,173,464
14,444
NVIDIA CORP
Common Stock
2,110,846
8,930
OLD DOMINION FREIGHT LINE INC
Common Stock
2,534,155
62
99,581
ORACLE CORP
Common Stock
8,139,751
4,561
O'REILLY AUTOMOTIVE INC
Common Stock
3,849,621
33,528
PALO ALTO NETWORKS INC
Common Stock
4,678,497
2,835
PAYCOM SOFTWARE INC
Common Stock
879,729
18,497
PAYPAL HOLDINGS INC
Common Stock
1,317,356
209,668
PERRIGO CO PLC
Common Stock
7,147,582
251,484
PFIZER INC
Common Stock
12,886,040
1,861,170
PG&E CORP
Common Stock
30,262,624
80,195
PHILIP MORRIS INTERNATIONAL IN
Common Stock
8,116,536
315,389
PHILIP MORRIS INTERNATIONAL IN
Common Stock
31,920,521
80,421
PHILLIPS 66
Common Stock
8,370,218
123,442
PINNACLE WEST CAPITAL CORP
Common Stock
9,386,530
43,718
PIONEER NATURAL RESOURCES CO
Common Stock
9,984,754
41,987
PIONEER NATURAL RESOURCES CO
Common Stock
9,589,411
58,749
PPG INDUSTRIES INC
Common Stock
7,387,099
95,850
PROCTER & GAMBLE CO/THE
Common Stock
14,527,026
65,673
PROGRESSIVE CORP/THE
Common Stock
8,518,445
66,847
PROLOGIS INC
Common Stock
7,535,662
50,067
QUALCOMM INC
Common Stock
5,504,366
177,924
QUALCOMM INC
Common Stock
19,560,965
56,624
QUALCOMM INC
Common Stock
6,225,243
23,759
QURATE RETAIL INC
Common Stock
813,983
1,503,696
QURATE RETAIL INC
Common Stock
2,451,024
96,125
RAYTHEON TECHNOLOGIES CORP
Common Stock
9,700,935
241,121
RAYTHEON TECHNOLOGIES CORP
Common Stock
24,333,931
104,367
RAYTHEON TECHNOLOGIES CORP
Common Stock
10,532,718
5,277
REGENERON PHARMACEUTICALS INC
Common Stock
3,807,303
12,320
REGENERON PHARMACEUTICALS INC
Common Stock
8,888,757
5,290
ROCKWELL AUTOMATION INC
Common Stock
1,362,545
12,831
ROPER TECHNOLOGIES INC
Common Stock
5,544,147
74,279
ROSS STORES INC
Common Stock
8,621,564
13,786
S&P GLOBAL INC
Common Stock
4,617,483
41,609
SALESFORCE INC
Common Stock
5,516,937
50,877
SEA LTD
Common Stock
2,647,130
34,102
SEAGEN INC
Common Stock
4,382,448
104,964
SEAWORLD ENTERTAINMENT INC
Common Stock
5,616,624
38,792
SERVICENOW INC
Common Stock
15,061,770
9,355
SERVICENOW INC
Common Stock
3,632,266
16,719
SHERWIN-WILLIAMS CO/THE
Common Stock
3,967,920
29,616
SHERWIN-WILLIAMS CO/THE
Common Stock
7,028,765
33,691
SHERWIN-WILLIAMS CO/THE
Common Stock
7,995,885
81,082
SHOPIFY INC
Common Stock
2,814,356
10,205
SNOWFLAKE INC
Common Stock
1,464,826
528,747
SOUTHWEST AIRLINES CO
Common Stock
17,802,911
37,210
STANLEY BLACK & DECKER INC
Common Stock
2,795,215
10,910
STERIS PLC
Common Stock
2,014,968
21,755
STRYKER CORP
Common Stock
5,318,880
24,579
SYNOPSYS INC
Common Stock
7,847,829
5,551
SYNOPSYS INC
Common Stock
1,772,379
29,381
TAIWAN SEMICONDUCTOR MANUFACTU
Common Stock
2,188,591
15,468
TAKE-TWO INTERACTIVE SOFTWARE
Common Stock
1,610,683
12,266
TE CONNECTIVITY LTD
Common Stock
1,408,137
521,004
TECHNIPFMC PLC
Common Stock
6,351,039
4,935
TELEFLEX INC
Common Stock
1,231,924
65,555
TENCENT HOLDINGS LTD
Common Stock
2,776,910
471,191
TERADATA CORP
Common Stock
15,860,289
59,848
TESLA INC
Common Stock
7,372,077
9,612
TESLA INC
Common Stock
1,184,006
27,581
TEXAS INSTRUMENTS INC
Common Stock
4,556,933
59,443
TEXAS INSTRUMENTS INC
Common Stock
9,821,172
13,291
THERMO FISHER SCIENTIFIC INC
Common Stock
7,319,221
18,461
THERMO FISHER SCIENTIFIC INC
Common Stock
10,166,288
63
17,913
THERMO FISHER SCIENTIFIC INC
Common Stock
9,864,510
19,125
TJX COS INC/THE
Common Stock
1,522,350
154,115
TJX COS INC/THE
Common Stock
12,267,554
48,697
T-MOBILE US INC
Common Stock
6,817,580
65,942
T-MOBILE US INC
Common Stock
9,231,880
15,897
TRANSUNION
Common Stock
902,155
34,533
TRANSUNION
Common Stock
1,959,748
53,985
UNION PACIFIC CORP
Common Stock
11,178,674
61,705
UNITEDHEALTH GROUP INC
Common Stock
32,714,757
20,851
UNITEDHEALTH GROUP INC
Common Stock
11,054,783
20,346
UNITEDHEALTH GROUP INC
Common Stock
10,787,042
37,674
UNITEDHEALTH GROUP INC
Common Stock
19,974,001
100,910
US BANCORP
Common Stock
4,400,685
10,265
VEEVA SYSTEMS INC
Common Stock
1,656,566
2,752
VEEVA SYSTEMS INC
Common Stock
444,118
41,145
VERISK ANALYTICS INC
Common Stock
7,258,801
711,379
VERIZON COMMUNICATIONS INC
Common Stock
28,028,333
24,601
VERTEX PHARMACEUTICALS INC
Common Stock
7,104,277
29,451
VERTEX PHARMACEUTICALS INC
Common Stock
8,504,860
675,433
VERTIV HOLDINGS CO
Common Stock
9,226,415
352,220
VICI PROPERTIES INC
Common Stock
11,411,925
117,453
VISA INC
Common Stock
24,402,035
69,571
VISA INC
Common Stock
14,454,071
44,456
VULCAN MATERIALS CO
Common Stock
7,784,690
22,920
WALT DISNEY CO/THE
Common Stock
1,991,290
84,300
WALT DISNEY CO/THE
Common Stock
7,323,984
111,591
WELLS FARGO & CO
Common Stock
4,607,592
569,225
WELLS FARGO & CO
Common Stock
23,503,300
789,554
WILLIAMS COS INC/THE
Common Stock
25,976,327
35,188
WILLIS TOWERS WATSON PLC
Common Stock
8,606,281
26,974
WORKDAY INC
Common Stock
4,513,559
28,796
ZOETIS INC
Common Stock
4,220,054
28,671
ZOETIS INC
Common Stock
4,201,735
6,996,640
EB Temporary Investment Fund *
Common Collective Trust Fund
6,996,640
16,204,523
EB Temporary Investment Fund *
Common Collective Trust Fund
16,204,523
6,824,874
EB Temporary Investment Fund *
Common Collective Trust Fund
6,824,874
13,001,991
EB Temporary Investment Fund *
Common Collective Trust Fund
13,001,991
16,264,974
EB Temporary Investment Fund *
Common Collective Trust Fund
16,264,974
Large Cap Core Fund Subtotal
$
3,016,855,854
Notes receivable from participants
Prime rate as of the month end prior to loan request date plus 1%
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 27, 2023
By:
/s/ JAMES D. CLARK
James D. Clark
Senior Vice President, Controller and Chief Accounting Officer
