☒ | Annual Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934 |
☐ | Transaction Report Pursuant to Section 15(d) of the Securities Exchange Act of 1934 |
A. | Full title of the plan and the address of the plan, if different from that of the issuer named below: |
B. | Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
Page | |||||
9 | |||||
January 31, | ||||||||||||||
2022 | 2021 | |||||||||||||
Assets | ||||||||||||||
Investments, at fair value | $ | 37,364,460,426 | $ | 33,999,069,759 | ||||||||||
Notes receivable from participants | 1,076,193,952 | 1,034,322,692 | ||||||||||||
Accrued investment income | 4,167,425 | 3,975,064 | ||||||||||||
Total assets | 38,444,821,803 | 35,037,367,515 | ||||||||||||
Liabilities | ||||||||||||||
Due to broker | 20,709,816 | 6,717,401 | ||||||||||||
Accrued expenses | 4,156,894 | 6,095,786 | ||||||||||||
Total liabilities | 24,866,710 | 12,813,187 | ||||||||||||
Net assets available for benefits | $ | 38,419,955,093 | $ | 35,024,554,328 |
Year Ended | |||||
January 31, 2022 | |||||
Additions | |||||
Investment income: | |||||
Net appreciation in fair value of investments | $ | 3,303,676,164 | |||
Interest and dividends | 164,173,328 | ||||
Net investment income | 3,467,849,492 | ||||
Interest income on notes receivable from participants | 51,204,330 | ||||
Contributions: | |||||
Company | 1,435,667,454 | ||||
Participant | 1,988,502,534 | ||||
Rollovers | 91,939,884 | ||||
Total contributions | 3,516,109,872 | ||||
Other, net | 9,942,490 | ||||
Total additions | 7,045,106,184 | ||||
Deductions | |||||
Benefits paid to participants | 3,615,925,456 | ||||
Administrative expenses | 27,151,050 | ||||
Fees on notes receivable from participants | 6,628,913 | ||||
Total deductions | 3,649,705,419 | ||||
Net increase | 3,395,400,765 | ||||
Net assets available for benefits: | |||||
Beginning of year | 35,024,554,328 | ||||
End of year | $ | 38,419,955,093 |
Level 1 | Unadjusted quoted prices for identical, unrestricted assets or liabilities in active markets that a plan has the ability to access. | ||||
Level 2 | Quoted prices for similar assets or liabilities in active markets; quoted prices for identical or similar assets or liabilities in inactive markets; inputs other than quoted prices that are observable for the asset or liability; and inputs that are derived principally from or corroborated by observable market data by correlation or other means for substantially the full term of the assets or liabilities. | ||||
Level 3 | Significant unobservable inputs. |
Fair Value Measurements as of January 31, 2022 | ||||||||||||||||||||
Level 1 | Level 2 | Total | ||||||||||||||||||
Walmart Inc. equity securities | $ | 3,498,671,570 | $ | — | $ | 3,498,671,570 | ||||||||||||||
Common stocks | 916,317,732 | — | 916,317,732 | |||||||||||||||||
Cash equivalent | 15,665,684 | — | 15,665,684 | |||||||||||||||||
Mutual fund | 661,780,466 | — | 661,780,466 | |||||||||||||||||
Government securities | — | 771,950,355 | 771,950,355 | |||||||||||||||||
Corporate bonds | — | 309,035,090 | 309,035,090 | |||||||||||||||||
Asset-backed securities | — | 148,742,908 | 148,742,908 | |||||||||||||||||
Mortgage-backed securities | — | 61,518,956 | 61,518,956 | |||||||||||||||||
Total assets in the fair value hierarchy | $ | 5,092,435,452 | $ | 1,291,247,309 | $ | 6,383,682,761 | ||||||||||||||
Investments measured at NAV* | 30,980,777,665 | |||||||||||||||||||
Total investments at fair value | $ | 37,364,460,426 |
Fair Value Measurements as of January 31, 2021 | ||||||||||||||||||||
Level 1 | Level 2 | Total | ||||||||||||||||||
Walmart Inc. equity securities | $ | 3,866,671,288 | $ | — | $ | 3,866,671,288 | ||||||||||||||
Common stocks | 794,010,191 | — | 794,010,191 | |||||||||||||||||
Cash equivalent | 16,662,258 | — | 16,662,258 | |||||||||||||||||
Exchange traded funds | 395,474,861 | — | 395,474,861 | |||||||||||||||||
Mutual funds | 558,732,215 | |||||||||||||||||||
Government securities | — | 607,306,316 | 607,306,316 | |||||||||||||||||
Corporate bonds | — | 313,676,068 | 313,676,068 | |||||||||||||||||
Asset-backed securities | — | 145,907,798 | 145,907,798 | |||||||||||||||||
Mortgage-backed securities | — | 42,363,038 | 42,363,038 | |||||||||||||||||
Total assets in the fair value hierarchy | $ | 5,631,550,813 | $ | 1,109,253,220 | $ | 6,740,804,033 | ||||||||||||||
Investments measured at NAV* | 27,258,265,726 | |||||||||||||||||||
Total investments at fair value | $ | 33,999,069,759 |
Investments | Fair Value as of January 31, | Unfunded commitments | Redemption frequency (if currently eligible) | Redemption notice | ||||||||||||||||||||||||||||
2022 | 2021 | |||||||||||||||||||||||||||||||
Collective investment trusts/collective trust funds | $ | 30,980,777,665 | $ | 27,258,265,726 | N/A | Daily | N/A |
January 31, | ||||||||||||||
2022 | 2021 | |||||||||||||
Net assets available for benefits per the financial statements | $ | 38,419,955,093 | $ | 35,024,554,328 | ||||||||||
Less: Benefits payable per the Form 5500 | (32,268,390) | (26,900,983) | ||||||||||||
Net assets available for benefits per the Form 5500 | $ | 38,387,686,703 | $ | 34,997,653,345 |
Net increase in net assets available for benefits per the financial statements | $ | 3,395,400,765 | |||
Less: Benefits payable per the Form 5500 at January 31, 2022 | (32,268,390) | ||||
Add: Benefits payable per the Form 5500 at January 31, 2021 | 26,900,983 | ||||
Net income per the Form 5500 | $ | 3,390,033,358 |
(a) | (b) Identity of issue, borrower, lessor or similar party | (c) Description of investment including maturity date, rate of interest, collateral, par or maturity value | (d) Cost | (e) Current value | ||||||||||||||||||||||
Investments | ||||||||||||||||||||||||||
* | Walmart Inc. Equity Securities | Common Stock | ** | $ | 3,498,671,570 | |||||||||||||||||||||
Other Common Stocks | ||||||||||||||||||||||||||
1 800 Flowers Inc. | Common Stock | ** | 1,382,155 | |||||||||||||||||||||||
Abcam PLC ADR | Common Stock | ** | 4,532,412 | |||||||||||||||||||||||
Acadia Healthcare Company Inc. | Common Stock | ** | 1,456,720 | |||||||||||||||||||||||
Advanced Energy Industries, Inc. | Common Stock | ** | 4,002,630 | |||||||||||||||||||||||
Aerie Pharmaceuticals Inc. | Common Stock | ** | 1,789,282 | |||||||||||||||||||||||
Air Transport Services Group Inc. | Common Stock | ** | 4,024,117 | |||||||||||||||||||||||
Akebia Therapeutics Inc. | Common Stock | ** | 524,393 | |||||||||||||||||||||||
Alamo Group Inc. | Common Stock | ** | 4,582,555 | |||||||||||||||||||||||
Alarm.com Holdings Inc. | Common Stock | ** | 4,032,820 | |||||||||||||||||||||||
Albireo Pharma Inc. | Common Stock | ** | 2,422,305 | |||||||||||||||||||||||
Alcoa Corporation | Common Stock | ** | 1,227,261 | |||||||||||||||||||||||
American Equity Investment Life Holding Co. | Common Stock | ** | 3,845,849 | |||||||||||||||||||||||
Ameris Bankcorp | Common Stock | ** | 3,478,130 | |||||||||||||||||||||||
Antero Resources Corp. | Common Stock | ** | 2,720,041 | |||||||||||||||||||||||
Argo Group International Holdings | Common Stock | ** | 2,681,719 | |||||||||||||||||||||||
Arlo Technologies Inc. | Common Stock | ** | 1,753,651 | |||||||||||||||||||||||
Artisan Partners Asset Mgmt Inc. | Common Stock | ** | 2,502,723 | |||||||||||||||||||||||
ASGN Incorporated | Common Stock | ** | 8,444,094 | |||||||||||||||||||||||
Aspen Technology Inc. | Common Stock | ** | 1,382,823 | |||||||||||||||||||||||
Atrion Corp. | Common Stock | ** | 4,710,090 | |||||||||||||||||||||||
Avantor Inc. | Common Stock | ** | 3,298,292 | |||||||||||||||||||||||
Avaya Holdings Corp. | Common Stock | ** | 2,042,262 | |||||||||||||||||||||||
Avnet Inc. | Common Stock | ** | 3,851,151 | |||||||||||||||||||||||
Axos Financial Inc. | Common Stock | ** | 1,249,339 | |||||||||||||||||||||||
Azenta Inc. | Common Stock | ** | 5,033,074 | |||||||||||||||||||||||
Bally's Corporation | Common Stock | ** | 5,758,071 | |||||||||||||||||||||||
Banner Corp. | Common Stock | ** | 5,067,244 | |||||||||||||||||||||||
Beacon Roofing Supply Inc. | Common Stock | ** | 4,554,210 | |||||||||||||||||||||||
Bio-Techne Corp. | Common Stock | ** | 4,973,882 | |||||||||||||||||||||||
Black Hills Corp. | Common Stock | ** | 3,468,559 | |||||||||||||||||||||||
Black Knight Inc. | Common Stock | ** | 4,389,837 | |||||||||||||||||||||||
Blackline Inc. | Common Stock | ** | 5,446,972 | |||||||||||||||||||||||
Brandywine Realty Trust | Common Stock | ** | 2,212,730 | |||||||||||||||||||||||
Brigham Minerals Inc. | Common Stock | ** | 3,252,341 | |||||||||||||||||||||||
Bright Horizons Family Solutions Inc. | Common Stock | ** | 4,654,477 | |||||||||||||||||||||||
Brown & Brown Inc. | Common Stock | ** | 3,899,915 | |||||||||||||||||||||||
Brunswick Corp. | Common Stock | ** | 1,563,041 | |||||||||||||||||||||||
Cable One Inc. | Common Stock | ** | 6,688,681 | |||||||||||||||||||||||
Cabot Corp. | Common Stock | ** | 3,113,094 | |||||||||||||||||||||||
CACI International Inc. | Common Stock | ** | 6,018,227 |
Cadence Bank | Common Stock | ** | 5,235,157 | |||||||||||||||||||||||
Cambium Networks Corporation | Common Stock | ** | 2,408,957 | |||||||||||||||||||||||
Capri Holdings Ltd. | Common Stock | ** | 5,448,049 | |||||||||||||||||||||||
Castle Biosciences Inc. | Common Stock | ** | 2,024,965 | |||||||||||||||||||||||
Cathay General Bancorp | Common Stock | ** | 4,003,118 | |||||||||||||||||||||||
Centerspace | Common Stock | ** | 2,664,536 | |||||||||||||||||||||||
Century Casinos Inc. | Common Stock | ** | 2,522,912 | |||||||||||||||||||||||
Ceva Inc. | Common Stock | ** | 2,353,207 | |||||||||||||||||||||||
Chemours Co. | Common Stock | ** | 7,156,784 | |||||||||||||||||||||||
CMC Materials, Inc. | Common Stock | ** | 1,669,522 | |||||||||||||||||||||||
CNX Resources Corporation | Common Stock | ** | 4,751,132 | |||||||||||||||||||||||
Coda Octopus Group Inc. | Common Stock | ** | 813,671 | |||||||||||||||||||||||
Cogent Communications Holdings Inc. | Common Stock | ** | 4,127,844 | |||||||||||||||||||||||
Collegium Pharmaceutical Inc. | Common Stock | ** | 2,176,968 | |||||||||||||||||||||||
Commercial Metals Company | Common Stock | ** | 3,176,934 | |||||||||||||||||||||||
Computer Programs & Systems Inc. | Common Stock | ** | 1,225,775 | |||||||||||||||||||||||
Comstock Resources Inc. | Common Stock | ** | 1,576,695 | |||||||||||||||||||||||
ConnectOne Bancorp Inc. | Common Stock | ** | 3,866,104 | |||||||||||||||||||||||
Core & Main Inc. | Common Stock | ** | 4,211,756 | |||||||||||||||||||||||
Coty Inc. | Common Stock | ** | 4,767,753 | |||||||||||||||||||||||
Coupa Software Inc. | Common Stock | ** | 896,387 | |||||||||||||||||||||||
CryoPort Inc. | Common Stock | ** | 1,371,601 | |||||||||||||||||||||||
CSW Industrials Inc. | Common Stock | ** | 4,013,760 | |||||||||||||||||||||||
Dana Inc. | Common Stock | ** | 3,693,377 | |||||||||||||||||||||||
Deluxe Corp. | Common Stock | ** | 3,099,758 | |||||||||||||||||||||||
Dennys Corp. | Common Stock | ** | 613,847 | |||||||||||||||||||||||
Descartes Sys Group Inc. | Common Stock | ** | 3,241,904 | |||||||||||||||||||||||
Dine Brands Global Inc. | Common Stock | ** | 2,505,701 | |||||||||||||||||||||||
Donnelley Financial Solutions Inc. | Common Stock | ** | 5,222,710 | |||||||||||||||||||||||
Douglas Dynamics Inc. | Common Stock | ** | 5,873,257 | |||||||||||||||||||||||
Ecovyst Inc. | Common Stock | ** | 2,926,066 | |||||||||||||||||||||||
Element Solution Inc. | Common Stock | ** | 11,088,502 | |||||||||||||||||||||||
EMCOR Group Inc. | Common Stock | ** | 2,675,430 | |||||||||||||||||||||||
Emergent Biosolutions Inc. | Common Stock | ** | 2,078,575 | |||||||||||||||||||||||
Endava PLC ADR | Common Stock | ** | 4,760,937 | |||||||||||||||||||||||
Envestnet Inc. | Common Stock | ** | 2,231,140 | |||||||||||||||||||||||
Establishment Labs Holdings Inc. | Common Stock | ** | 926,052 | |||||||||||||||||||||||
Everi Holdings Inc. | Common Stock | ** | 3,736,233 | |||||||||||||||||||||||
Evertec Inc. | Common Stock | ** | 4,026,488 | |||||||||||||||||||||||
EVO Payments Inc. | Common Stock | ** | 4,711,577 | |||||||||||||||||||||||
ExlService Holdings Inc. | Common Stock | ** | 8,723,840 | |||||||||||||||||||||||
Exponent Inc. | Common Stock | ** | 5,225,040 | |||||||||||||||||||||||
Fabrinet | Common Stock | ** | 3,528,895 | |||||||||||||||||||||||
Federal Agricultural Mortgage Corp | Common Stock | ** | 5,636,660 | |||||||||||||||||||||||
Federal Signal Corp. | Common Stock | ** | 6,352,651 | |||||||||||||||||||||||
Federated Hermes Inc. | Common Stock | ** | 1,999,778 | |||||||||||||||||||||||
First American Financial Corp. | Common Stock | ** | 5,695,917 | |||||||||||||||||||||||
First Interstate BancSystem, Inc. | Common Stock | ** | 3,448,142 | |||||||||||||||||||||||
Floor & Decor Holdings Inc. | Common Stock | ** | 5,280,639 | |||||||||||||||||||||||
FMC Corp. | Common Stock | ** | 7,121,072 | |||||||||||||||||||||||
Franklin Covey Co. | Common Stock | ** | 4,072,002 | |||||||||||||||||||||||
FTI Consulting Inc. | Common Stock | ** | 6,234,107 | |||||||||||||||||||||||
GATX Corp. | Common Stock | ** | 7,083,799 | |||||||||||||||||||||||
Genesco Inc. | Common Stock | ** | 2,791,536 |
Gibraltar Industries Inc. | Common Stock | ** | 4,334,187 | |||||||||||||||||||||||
Global Blood Therapeutics Inc. | Common Stock | ** | 940,799 | |||||||||||||||||||||||
Global Medical REIT Inc. | Common Stock | ** | 4,202,034 | |||||||||||||||||||||||
Group 1 Automotive Inc. | Common Stock | ** | 1,865,872 | |||||||||||||||||||||||
Guidewire Software Inc. | Common Stock | ** | 5,299,949 | |||||||||||||||||||||||
Hamilton Lane Inc. | Common Stock | ** | 7,132,500 | |||||||||||||||||||||||
HealthEquity Inc. | Common Stock | ** | 4,381,599 | |||||||||||||||||||||||
Heartland Financial USA Inc. | Common Stock | ** | 4,034,458 | |||||||||||||||||||||||
Heico Corp. | Common Stock | ** | 7,193,797 | |||||||||||||||||||||||
Hologic Inc. | Common Stock | ** | 4,331,701 | |||||||||||||||||||||||
Hostess Brands Inc. | Common Stock | ** | 3,256,545 | |||||||||||||||||||||||
Huron Consulting Group Inc. | Common Stock | ** | 443,671 | |||||||||||||||||||||||
IAA Spinco Inc. | Common Stock | ** | 5,584,353 | |||||||||||||||||||||||
Ichor Holdings Limited | Common Stock | ** | 3,460,199 | |||||||||||||||||||||||
II-VI Inc. | Common Stock | ** | 6,193,546 | |||||||||||||||||||||||
Inotiv Inc. | Common Stock | ** | 579,019 | |||||||||||||||||||||||
Insight Enterprises Inc. | Common Stock | ** | 10,848,905 | |||||||||||||||||||||||
Installed Building Products Inc. | Common Stock | ** | 4,739,596 | |||||||||||||||||||||||
International Game Technology PLC | Common Stock | ** | 6,119,809 | |||||||||||||||||||||||
Investors Bancorp Inc. | Common Stock | ** | 3,623,007 | |||||||||||||||||||||||
Iovance Biotherapeutics Inc. | Common Stock | ** | 146,703 | |||||||||||||||||||||||
IRadimed Corporation | Common Stock | ** | 538,605 | |||||||||||||||||||||||
Ituran Location & Control | Common Stock | ** | 2,962,436 | |||||||||||||||||||||||
James River Group Holdings | Common Stock | ** | 2,862,671 | |||||||||||||||||||||||
John Bean Technologies Corp. | Common Stock | ** | 5,173,065 | |||||||||||||||||||||||
Karyopharm Therapeutics Inc. | Common Stock | ** | 1,756,896 | |||||||||||||||||||||||
Kennametal Inc. | Common Stock | ** | 3,365,735 | |||||||||||||||||||||||
Kennedy-Wilson Holdings Inc. | Common Stock | ** | 1,838,261 | |||||||||||||||||||||||
Kiniksa Pharmaceuticals, Ltd. | Common Stock | ** | 1,624,038 | |||||||||||||||||||||||
Kinsale Cap Group Inc. | Common Stock | ** | 6,021,820 | |||||||||||||||||||||||
Korn Ferry | Common Stock | ** | 3,907,193 | |||||||||||||||||||||||
Ladder Capital Corp. | Common Stock | ** | 3,354,573 | |||||||||||||||||||||||
Landstar System Inc. | Common Stock | ** | 5,296,000 | |||||||||||||||||||||||
La-Z-Boy, Inc. | Common Stock | ** | 3,382,606 | |||||||||||||||||||||||
Lemaitre Vascular Inc. | Common Stock | ** | 6,635,393 | |||||||||||||||||||||||
Lexington Realty Trust | Common Stock | ** | 4,618,253 | |||||||||||||||||||||||
Ligand Pharmaceuticals Inc. | Common Stock | ** | 4,192,304 | |||||||||||||||||||||||
LPL Financial Holdings, Inc. | Common Stock | ** | 3,909,079 | |||||||||||||||||||||||
M/I Homes Inc. | Common Stock | ** | 2,399,811 | |||||||||||||||||||||||
Magnolia Oil & Gas Corp. | Common Stock | ** | 4,643,680 | |||||||||||||||||||||||
Maravai Lifesciences Holdings Inc. | Common Stock | ** | 919,511 | |||||||||||||||||||||||
Marriott Vacations Worldwide Corp. | Common Stock | ** | 2,956,453 | |||||||||||||||||||||||
Masonite International Corp. | Common Stock | ** | 4,555,414 | |||||||||||||||||||||||
Matador Resources Company | Common Stock | ** | 5,116,719 | |||||||||||||||||||||||
Medifast Inc. | Common Stock | ** | 3,437,683 | |||||||||||||||||||||||
Medpace Holdings Inc. | Common Stock | ** | 6,102,672 | |||||||||||||||||||||||
Mesa Labs Inc. | Common Stock | ** | 4,667,561 | |||||||||||||||||||||||
MillerKnoll Inc. | Common Stock | ** | 2,546,255 | |||||||||||||||||||||||
Minerals Technologies Inc. | Common Stock | ** | 3,375,353 |
MiX Telematics Ltd. | Common Stock | ** | 493,365 | |||||||||||||||||||||||
MKS Instruments Inc. | Common Stock | ** | 6,641,134 | |||||||||||||||||||||||
Moelis & Company | Common Stock | ** | 2,993,192 | |||||||||||||||||||||||
Molina Healthcare Inc. | Common Stock | ** | 8,887,236 | |||||||||||||||||||||||
Momentive Global Inc. | Common Stock | ** | 3,732,490 | |||||||||||||||||||||||
Natus Medical Inc. | Common Stock | ** | 2,861,107 | |||||||||||||||||||||||
Nomad Foods Limited | Common Stock | ** | 5,459,022 | |||||||||||||||||||||||
Novanta Inc. | Common Stock | ** | 6,087,724 | |||||||||||||||||||||||
NuVasive Inc. | Common Stock | ** | 1,698,387 | |||||||||||||||||||||||
NVent Electric PLC | Common Stock | ** | 2,537,073 | |||||||||||||||||||||||
Ocuphire Pharma Inc. | Common Stock | ** | 223,647 | |||||||||||||||||||||||
Old National Bancorp | Common Stock | ** | 4,821,981 | |||||||||||||||||||||||
ONE Gas Inc. | Common Stock | ** | 3,061,700 | |||||||||||||||||||||||
OneMain Holdings Inc. | Common Stock | ** | 1,709,068 | |||||||||||||||||||||||
Optimizerx Corp. | Common Stock | ** | 918,863 | |||||||||||||||||||||||
Optinose Inc. | Common Stock | ** | 410,750 | |||||||||||||||||||||||
Option Care Health Inc. | Common Stock | ** | 3,569,838 | |||||||||||||||||||||||
Orthopediatrics Corp. | Common Stock | ** | 3,748,064 | |||||||||||||||||||||||
Otter Tail Corp. | Common Stock | ** | 3,298,639 | |||||||||||||||||||||||
Overstock Inc. | Common Stock | ** | 1,346,826 | |||||||||||||||||||||||
Ovintiv Inc. | Common Stock | ** | 4,812,946 | |||||||||||||||||||||||
Pacira BioSciences Inc. | Common Stock | ** | 959,188 | |||||||||||||||||||||||
PacWest Bancorp | Common Stock | ** | 4,776,022 | |||||||||||||||||||||||
Park City Group, Inc. | Common Stock | ** | 4,305,382 | |||||||||||||||||||||||
Parsons Corporation | Common Stock | ** | 1,239,802 | |||||||||||||||||||||||
PDC Energy Inc. | Common Stock | ** | 2,898,303 | |||||||||||||||||||||||
Performance Food Group Company | Common Stock | ** | 5,968,197 | |||||||||||||||||||||||
PGT Innovations Inc. | Common Stock | ** | 2,434,138 | |||||||||||||||||||||||
Pinnacle Financial Partners Inc. | Common Stock | ** | 4,289,862 | |||||||||||||||||||||||
Piper Sandler Companies, Inc. | Common Stock | ** | 4,139,419 | |||||||||||||||||||||||
Points Inc. | Common Stock | ** | 3,499,653 | |||||||||||||||||||||||
Preferred Bank | Common Stock | ** | 4,370,111 | |||||||||||||||||||||||
Procore Technologies Inc. | Common Stock | ** | 3,235,979 | |||||||||||||||||||||||
PROG Holdings Inc. | Common Stock | ** | 2,603,017 | |||||||||||||||||||||||
Progyny Inc. | Common Stock | ** | 2,794,257 | |||||||||||||||||||||||
PROS Holdings Inc. | Common Stock | ** | 3,864,021 | |||||||||||||||||||||||
Provention Bio, Inc. | Common Stock | ** | 607,690 | |||||||||||||||||||||||
Puma Biotechnology Inc. | Common Stock | ** | 296,605 | |||||||||||||||||||||||
Quanex Building Products Corp. | Common Stock | ** | 1,990,996 | |||||||||||||||||||||||
Quinstreet Inc. | Common Stock | ** | 651,870 | |||||||||||||||||||||||
Radian Group Inc. | Common Stock | ** | 3,532,560 | |||||||||||||||||||||||
Radware Ltd. | Common Stock | ** | 5,410,226 | |||||||||||||||||||||||
Rambus Inc. | Common Stock | ** | 327,998 | |||||||||||||||||||||||
Repligen Corp. | Common Stock | ** | 4,130,034 | |||||||||||||||||||||||
Resideo Technologies Inc. | Common Stock | ** | 3,755,756 | |||||||||||||||||||||||
Revance Therapeutics Inc. | Common Stock | ** | 2,113,432 | |||||||||||||||||||||||
Rhythm Pharmaceuticals Inc. | Common Stock | ** | 520,782 | |||||||||||||||||||||||
Ritchie Bros. Auctioneers Inc. | Common Stock | ** | 5,411,724 | |||||||||||||||||||||||
RLJ Lodging Trust | Common Stock | ** | 2,830,898 |
RPT Realty | Common Stock | ** | 2,825,820 | |||||||||||||||||||||||
Rush Enterprises Inc. | Common Stock | ** | 3,476,454 | |||||||||||||||||||||||
Saia, Inc. | Common Stock | ** | 3,432,681 | |||||||||||||||||||||||
Schneider National Inc. | Common Stock | ** | 3,127,808 | |||||||||||||||||||||||
Scholar Rock Holding Corporation | Common Stock | ** | 425,143 | |||||||||||||||||||||||
Selective Insurance Group Inc. | Common Stock | ** | 5,350,998 | |||||||||||||||||||||||
ShotSpotter, Inc. | Common Stock | ** | 694,454 | |||||||||||||||||||||||
Shutterstock Inc. | Common Stock | ** | 1,243,252 | |||||||||||||||||||||||
Silicon Motion Technology Corporation | Common Stock | ** | 3,307,572 | |||||||||||||||||||||||
Simpson Manufacturing Co, Inc. | Common Stock | ** | 5,384,482 | |||||||||||||||||||||||
Sinclair Broadcast Group Inc. | Common Stock | ** | 4,903,669 | |||||||||||||||||||||||
SiteOne Landscape Supply Inc. | Common Stock | ** | 5,681,345 | |||||||||||||||||||||||
Six Flags Entertainment Corp. | Common Stock | ** | 1,225,098 | |||||||||||||||||||||||
Sleep Number Corp. | Common Stock | ** | 1,490,060 | |||||||||||||||||||||||
Smith-Midland Corp. | Common Stock | ** | 483,306 | |||||||||||||||||||||||
SouthState Corp. | Common Stock | ** | 3,288,614 | |||||||||||||||||||||||
Southwest Gas Holdings Inc. | Common Stock | ** | 4,692,489 | |||||||||||||||||||||||
Southwestern Energy Co. | Common Stock | ** | 1,911,778 | |||||||||||||||||||||||
SP Plus Corp. | Common Stock | ** | 3,934,153 | |||||||||||||||||||||||
Spectrum Brands Holdings Inc. | Common Stock | ** | 3,257,365 | |||||||||||||||||||||||
Spire Inc. | Common Stock | ** | 8,607,306 | |||||||||||||||||||||||
Sprout Social Inc. | Common Stock | ** | 3,181,214 | |||||||||||||||||||||||
SPX Corporation | Common Stock | ** | 3,652,861 | |||||||||||||||||||||||
Stag Industrial Inc. | Common Stock | ** | 2,117,442 | |||||||||||||||||||||||
Stratasys Inc. | Common Stock | ** | 1,848,196 | |||||||||||||||||||||||
Strategic Education Inc. | Common Stock | ** | 1,011,118 | |||||||||||||||||||||||
Stride Inc. | Common Stock | ** | 6,352,194 | |||||||||||||||||||||||
Summit Hotel Properties Inc. | Common Stock | ** | 1,534,819 | |||||||||||||||||||||||
Summit Materials Inc. | Common Stock | ** | 2,185,731 | |||||||||||||||||||||||
Supernus Pharmaceuticals Inc. | Common Stock | ** | 4,044,342 | |||||||||||||||||||||||
Syneos Health Inc. | Common Stock | ** | 9,462,614 | |||||||||||||||||||||||
TechnipFMC PLC | Common Stock | ** | 2,266,892 | |||||||||||||||||||||||
Tegna Inc. | Common Stock | ** | 7,670,780 | |||||||||||||||||||||||
Thor Industries Inc. | Common Stock | ** | 2,866,172 | |||||||||||||||||||||||
Travere Therapeutics Inc. | Common Stock | ** | 1,408,468 | |||||||||||||||||||||||
Trean Insurance Group Inc. | Common Stock | ** | 1,615,089 | |||||||||||||||||||||||
Trex Company, Inc. | Common Stock | ** | 4,270,826 | |||||||||||||||||||||||
Tronox Holdings PLC | Common Stock | ** | 2,636,741 | |||||||||||||||||||||||
Trupanion, Inc. | Common Stock | ** | 4,275,868 | |||||||||||||||||||||||
TTM Technologies Inc. | Common Stock | ** | 2,343,803 | |||||||||||||||||||||||
Ultra Clean Holdings Inc. | Common Stock | ** | 6,034,770 | |||||||||||||||||||||||
UniFirst Corporation | Common Stock | ** | 2,509,188 | |||||||||||||||||||||||
United Bankshares Inc. | Common Stock | ** | 3,013,296 | |||||||||||||||||||||||
United Community Bank | Common Stock | ** | 3,245,086 | |||||||||||||||||||||||
United Therapeutics Corporation | Common Stock | ** | 3,142,308 | |||||||||||||||||||||||
Univar Solutions Inc. | Common Stock | ** | 5,940,373 | |||||||||||||||||||||||
Upland Software Inc. | Common Stock | ** | 325,340 | |||||||||||||||||||||||
UroGen Pharma Ltd. | Common Stock | ** | 429,170 | |||||||||||||||||||||||
Utah Medical Products Inc. | Common Stock | ** | 3,782,931 |
Utz Brands Inc. | Common Stock | ** | 3,605,837 | |||||||||||||||||||||||
Vanda Pharmaceuticals Inc. | Common Stock | ** | 1,813,242 | |||||||||||||||||||||||
Veeco Instruments Inc. | Common Stock | ** | 2,930,297 | |||||||||||||||||||||||
Verint Systems Inc. | Common Stock | ** | 2,031,179 | |||||||||||||||||||||||
Vishay Intertechnology Inc. | Common Stock | ** | 2,200,189 | |||||||||||||||||||||||
Watsco Inc. | Common Stock | ** | 3,365,290 | |||||||||||||||||||||||
WD-40 Co. | Common Stock | ** | 3,129,421 | |||||||||||||||||||||||
WESCO International Inc. | Common Stock | ** | 4,498,960 | |||||||||||||||||||||||
Willdan Group Inc. | Common Stock | ** | 2,889,664 | |||||||||||||||||||||||
WillScot Mobile Mini Holdings Corp. | Common Stock | ** | 6,091,117 | |||||||||||||||||||||||
Wintrust Financial Corp. | Common Stock | ** | 4,221,227 | |||||||||||||||||||||||
WNS Holdings Limited ADR | Common Stock | ** | 8,890,578 | |||||||||||||||||||||||
Wolverine World Wide Inc. | Common Stock | ** | 1,599,334 | |||||||||||||||||||||||
Workiva Inc. | Common Stock | ** | 5,065,932 | |||||||||||||||||||||||
WSFS Financial Corp. | Common Stock | ** | 2,602,029 | |||||||||||||||||||||||
Y-mAbs Therapeutics, Inc. | Common Stock | ** | 462,071 | |||||||||||||||||||||||
Ziff Davis Inc. | Common Stock | ** | 1,606,788 | |||||||||||||||||||||||
Zogenix Inc. | Common Stock | ** | 2,895,641 | |||||||||||||||||||||||
Zynex Inc. | Common Stock | ** | 263,806 | |||||||||||||||||||||||
Total Other Common Stocks | 916,317,732 | |||||||||||||||||||||||||
Cash Equivalent | ||||||||||||||||||||||||||
* | Bank of America, N.A. Merrill Lynch Bank Deposit | Cash Equivalent, 0.01% | ** | 15,665,684 | ||||||||||||||||||||||
Mutual Fund | ||||||||||||||||||||||||||
PIMCO | All Asset Fund | ** | 661,780,466 | |||||||||||||||||||||||
Government Securities | ||||||||||||||||||||||||||
Abu Dhabi Crude Oil Pipeline LLC | $1,521,000 par, 4.60%, due November 2, 2047 | ** | 1,701,573 | |||||||||||||||||||||||
California State Municipal Bond | $1,245,000 par, 7.30%, due October 1, 2039 | ** | 1,887,170 | |||||||||||||||||||||||
Republic of Colombia | $816,000 par, 3.00%, due January 30, 2030 | ** | 710,989 | |||||||||||||||||||||||
Federal Home Loan Mortgage Corp. (FHLMC), Freddie Mac | $1,049,000 par, 6.25%, due July 15, 2032 | ** | 1,469,300 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,149,029 par, 3.50%, due October 15, 2053 | ** | 1,185,603 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,166,000 par, 3.24%, due April 25, 2027 | ** | 1,245,793 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,222,030 par, 2.00%, due October 1, 2051 | ** | 1,192,564 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,267,000 par, 3.19%, due July 25, 2027 | ** | 1,354,214 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,288,803 par, 0.75%, due December 25, 2033 | ** | 1,287,250 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,305,759 par, 2.00%, due August 1, 2051 | ** | 1,274,749 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,347,407 par, 2.00%, due April 1, 2051 | ** | 1,315,371 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,426,117 par, 3.00%, due November 1, 2042 | ** | 1,486,585 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,492,950 par, 3.50%, due August 1, 2046 | ** | 1,587,520 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,742,261 par, 3.50%, due March 1, 2048 | ** | 1,832,266 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,746,233 par, 2.00%, due January 10, 2050 | ** | 1,707,058 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $1,964,931 par, 2.00%, due August 1, 2051 | ** | 1,917,552 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $105,482 par, 3.00%, due November 1, 2042 | ** | 109,708 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $115,783 par, 3.00%, due November 1, 2042 | ** | 120,487 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $117,385 par, 4.00%, due July 1, 2047 | ** | 125,696 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $127,514 par, 4.00%, due June 1, 2048 | ** | 137,373 |
FHLMC, Freddie Mac | $134,911 par, 4.00%, due April 1, 2047 | ** | 144,581 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $2,000,000 par, 0.85%, due October 25, 2041 | ** | 1,998,438 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $2,072,267 par, 3.00%, July 1, 2050 | ** | 2,135,594 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $2,444,000 par, 3.90%, due April 25, 2028 | ** | 2,716,726 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $223,896 par, 2.50%, due August 1, 2050 | ** | 224,865 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $230,042 par, 2.50%, due June 1, 2051 | ** | 230,692 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $275,719 par, 3.00%, due December 1, 2049 | ** | 283,799 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $3,344,229 par, 4.00%, due July 1, 2049 | ** | 3,611,920 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $3,368,258 par, 3.00%, June 1, 2050 | ** | 3,479,124 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $33,808 par, 4.00%, due January 1, 2048 | ** | 36,203 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $345,000 par, variable rate, due November 25, 2027 | ** | 371,050 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $360,000 par, variable rate, due October 25, 2028 | ** | 404,778 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $364,000 par, variable rate, due July 25, 2028 | ** | 406,719 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $396,510 par, 3.00%, due September 1, 2050 | ** | 407,057 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $418,157 par, 2.50%, due July 1, 2050 | ** | 418,820 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $42,977 par, 3.50%, due August 1, 2046 | ** | 45,678 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $5,079,300 par, 2.00%, due November 1, 2051 | ** | 4,957,609 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $52,591 par, 4.00%, due April 1, 2047 | ** | 56,615 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $533,206 par, 3.00%, due January 1, 2050 | ** | 547,745 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $566,890 par, 3.00%, November 1, 2049 | ** | 582,374 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $646,000 par, 3.24%, due August 25, 2027 | ** | 691,168 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $656,000 par, 1.64%, due February 25, 2030 | ** | 635,452 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $69,402 par, 4.00%, due April 1, 2047 | ** | 74,712 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $709,754 par, 4.00%, due May 1, 2047 | ** | 762,553 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $762,258 par, 3.50%, due August 1, 2044 | ** | 806,591 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $864,887 par, 3.00%, due August 1, 2048 | ** | 891,377 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $9,146,870 par, 2.50%, due October 1, 2050 | ** | 9,186,428 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $901,000 par, 3.51%, due March 1, 2029 | ** | 990,235 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $933,478 par, 3.00%, due January 1, 2050 | ** | 959,073 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $94,056 par, 0.70%, due January 25, 2034 | ** | 94,032 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $95,685 par, 3.50%, due October 1, 2047 | ** | 101,105 | |||||||||||||||||||||||
FHLMC, Freddie Mac | $994,905 par, 4.00%, due September 1, 2047 | ** | 1,069,155 | |||||||||||||||||||||||
Federal National Mortgage Association (FNMA), Fannie Mae | $1,008,799 par, 3.00%, due April 1, 2043 | ** | 1,051,757 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,012,901 par, 2.50%, due August 1, 2050 | ** | 1,015,573 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,036,128 par, 3.00%, due February 1, 2047 | ** | 1,077,710 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,057,121 par, 4.50%, due March 1, 2049 | ** | 1,144,845 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,060,000 par | ** | 1,083,167 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,070,519 par, 3.50%, due June 1, 2044 | ** | 1,139,193 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,144,556 par, 3.50%, due June 1, 2044 | ** | 1,216,989 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,159,715 par, 3.00%, due February 1, 2034 | ** | 1,201,703 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,215,100 par, 3.50%, due February 1, 2047 | ** | 1,286,027 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,369,448 par, 2.50%, due June 1, 2050 | ** | 1,371,890 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,431,324 par, 2.50%, due August 1, 2035 | ** | 1,472,001 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,437,811 par, 2.50%, due May 1, 2051 | ** | 1,441,874 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,632,000 par, 2.63%, due September 6, 2024 | ** | 1,686,518 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,780,998 par, 4.50%, due August 1, 2048 | ** | 1,939,472 | |||||||||||||||||||||||
FNMA, Fannie Mae | $1,812,881 par, 3.00%, due December 1, 2049 | ** | 1,860,782 | |||||||||||||||||||||||
FNMA, Fannie Mae | $10,625,000 par | ** | 10,606,738 | |||||||||||||||||||||||
FNMA, Fannie Mae | $100,496 par, 3.50%, due March 1, 2046 | ** | 106,848 | |||||||||||||||||||||||
FNMA, Fannie Mae | $106,198 par, 4.00%, due January 1, 2042 | ** | 115,080 | |||||||||||||||||||||||
FNMA, Fannie Mae | $107,786 par, 4.00%, due April 1, 2041 | ** | 115,776 |
FNMA, Fannie Mae | $108,772 par, 3.00%, due April 1, 2043 | ** | 113,258 | |||||||||||||||||||||||
FNMA, Fannie Mae | $110,188 par, 4.00%, due May 1, 2041 | ** | 118,375 | |||||||||||||||||||||||
FNMA, Fannie Mae | $113,065 par, 4.00%, due March 1, 2047 | ** | 120,948 | |||||||||||||||||||||||
FNMA, Fannie Mae | $12,925 par, 3.00%, due September 1, 2043 | ** | 13,475 | |||||||||||||||||||||||
FNMA, Fannie Mae | $125,017 par, 3.00%, due November 1, 2050 | ** | 128,745 | |||||||||||||||||||||||
FNMA, Fannie Mae | $129,449 par, 4.00%, due November 1, 2042 | ** | 140,115 | |||||||||||||||||||||||
FNMA, Fannie Mae | $133,892 par, 3.00%, due May 1, 2043 | ** | 139,516 | |||||||||||||||||||||||
FNMA, Fannie Mae | $140,838 par, 3.00%, due May 1, 2050 | ** | 145,434 | |||||||||||||||||||||||
FNMA, Fannie Mae | $145,840 par, 3.00%, due April 1, 2043 | ** | 151,612 | |||||||||||||||||||||||
FNMA, Fannie Mae | $147,651 par, 4.00%, due May 1, 2047 | ** | 158,215 | |||||||||||||||||||||||
FNMA, Fannie Mae | $15,685,000 par, 2.00%, due February 15, 2034 | ** | 15,758,217 | |||||||||||||||||||||||
FNMA, Fannie Mae | $152,494 par, 4.00%, due May 1, 2047 | ** | 162,269 | |||||||||||||||||||||||
FNMA, Fannie Mae | $176,924 par, 3.00%, due December 1, 2049 | ** | 182,114 | |||||||||||||||||||||||
FNMA, Fannie Mae | $178,845 par, 4.50%, April 1, 2049 | ** | 194,428 | |||||||||||||||||||||||
FNMA, Fannie Mae | $18,470,000 par | ** | 17,965,600 | |||||||||||||||||||||||
FNMA, Fannie Mae | $187,104 par, 4.00%, due February 1, 2044 | ** | 201,967 | |||||||||||||||||||||||
FNMA, Fannie Mae | $19,410,000 par | ** | 20,168,203 | |||||||||||||||||||||||
FNMA, Fannie Mae | $190,528 par, 4.00%, due February 1, 2048 | ** | 204,340 | |||||||||||||||||||||||
FNMA, Fannie Mae | $2,059,501 par, 2.50%, due September 1, 2035 | ** | 2,112,031 | |||||||||||||||||||||||
FNMA, Fannie Mae | $2,103,000 par, 1.63%, due January 7, 2025 | ** | 2,115,046 | |||||||||||||||||||||||
FNMA, Fannie Mae | $2,128,000 par, 2.25%, due April 12, 2022 | ** | 2,136,853 | |||||||||||||||||||||||
FNMA, Fannie Mae | $2,179,460 par, 3.00%, due September 1, 2050 | ** | 2,235,652 | |||||||||||||||||||||||
FNMA, Fannie Mae | $2,228,753 par, 2.50%, due July 1, 2050 | ** | 2,234,629 | |||||||||||||||||||||||
FNMA, Fannie Mae | $2,266,210 par, 3.00%, due April 1, 2032 | ** | 2,346,090 | |||||||||||||||||||||||
FNMA, Fannie Mae | $2,519,649 par, 2.00%, due February 1, 2051 | ** | 2,461,763 | |||||||||||||||||||||||
FNMA, Fannie Mae | $2,545,134 par, 3.50%, due May 1, 2049 | ** | 2,682,885 | |||||||||||||||||||||||
FNMA, Fannie Mae | $2,712,614 par, 2.50%, due September 1, 2050 | ** | 2,716,916 | |||||||||||||||||||||||
FNMA, Fannie Mae | $20,030,000 par | ** | 19,526,120 | |||||||||||||||||||||||
FNMA, Fannie Mae | $221,155 par, 3.00%, due July 1, 2043 | ** | 232,149 | |||||||||||||||||||||||
FNMA, Fannie Mae | $223,501 par, 3.00%, due April 1, 2036 | ** | 231,505 | |||||||||||||||||||||||
FNMA, Fannie Mae | $237,003 par, 3.50%, due August 1, 2043 | ** | 252,019 | |||||||||||||||||||||||
FNMA, Fannie Mae | $264,135 par, 3.00%, due December 1, 2049 | ** | 271,773 | |||||||||||||||||||||||
FNMA, Fannie Mae | $27,105,000 par | ** | 27,621,689 | |||||||||||||||||||||||
FNMA, Fannie Mae | $27,515,000 par | ** | 27,399,873 | |||||||||||||||||||||||
FNMA, Fannie Mae | $3,003,957 par, 3.50%, due June 1, 2041 | ** | 3,192,737 | |||||||||||||||||||||||
FNMA, Fannie Mae | $3,102,721 par, 3.00%, due February 1, 2050 | ** | 3,190,433 | |||||||||||||||||||||||
FNMA, Fannie Mae | $3,514,382 par, 2.50%, due December 1, 2034 | ** | 3,608,617 | |||||||||||||||||||||||
FNMA, Fannie Mae | $3,633,190 par, due December 25, 2041 | ** | 3,632,623 | |||||||||||||||||||||||
FNMA, Fannie Mae | $316,384 par, 3.00%, due February 1, 2047 | ** | 329,489 | |||||||||||||||||||||||
FNMA, Fannie Mae | $325,939 par, 3.50%, due August 1, 2030 | ** | 345,182 | |||||||||||||||||||||||
FNMA, Fannie Mae | $334,805 par, 2.50%, due October 1, 2034 | ** | 344,377 | |||||||||||||||||||||||
FNMA, Fannie Mae | $371,122 par, 2.50%, due June 1, 2050 | ** | 372,100 | |||||||||||||||||||||||
FNMA, Fannie Mae | $4,330,169 par, 2.00%, due October 1, 2051 | ** | 4,226,315 | |||||||||||||||||||||||
FNMA, Fannie Mae | $400,134 par, 3.00%, due October 1, 2027 | ** | 415,484 | |||||||||||||||||||||||
FNMA, Fannie Mae | $42,678 par, 4.50%, due January 1, 2030 | ** | 45,524 | |||||||||||||||||||||||
FNMA, Fannie Mae | $421,724 par, 4.00%, due April 25, 2041 | ** | 434,234 | |||||||||||||||||||||||
FNMA, Fannie Mae | $484,498 par, 4.00%, due June 1, 2044 | ** | 523,508 | |||||||||||||||||||||||
FNMA, Fannie Mae | $487,574 par, 3.00%, due January 1, 2027 | ** | 505,334 | |||||||||||||||||||||||
FNMA, Fannie Mae | $494,337 par, 4.00%, due May 1, 2047 | ** | 528,575 | |||||||||||||||||||||||
FNMA, Fannie Mae | $5,255,000 par | ** | 5,606,870 | |||||||||||||||||||||||
FNMA, Fannie Mae | $5,363,673 par, 2.00%, due September 1, 2051 | ** | 5,235,031 |
FNMA, Fannie Mae | $545,948 par, 2.50%, due November 1, 2050 | ** | 547,287 | |||||||||||||||||||||||
FNMA, Fannie Mae | $562,544 par, 4.00%, due September 1, 2046 | ** | 608,077 | |||||||||||||||||||||||
FNMA, Fannie Mae | $577,444 par, 2.50%, due March 1, 2051 | ** | 577,790 | |||||||||||||||||||||||
FNMA, Fannie Mae | $583,056 par, 3.00%, due January 1, 2050 | ** | 600,433 | |||||||||||||||||||||||
FNMA, Fannie Mae | $614,520 par, 4.00%, due October 1, 2048 | ** | 661,838 | |||||||||||||||||||||||
FNMA, Fannie Mae | $616,434 par, 0.80%, due October 25, 2041 | ** | 615,664 | |||||||||||||||||||||||
FNMA, Fannie Mae | $7,043 par, 3.50%, due June 1, 2031 | ** | 7,449 | |||||||||||||||||||||||
FNMA, Fannie Mae | $7,660,000 par | ** | 8,092,670 | |||||||||||||||||||||||
FNMA, Fannie Mae | $709,678 par, 4.50%, due September 1, 2050 | ** | 762,001 | |||||||||||||||||||||||
FNMA, Fannie Mae | $747,556 par, 2.50%, due July 1, 2051 | ** | 748,003 | |||||||||||||||||||||||
FNMA, Fannie Mae | $766,647 par, 2.50%, due August 1, 2035 | ** | 788,467 | |||||||||||||||||||||||
FNMA, Fannie Mae | $826,306 par, 4.00%, due August 1, 2044 | ** | 895,540 | |||||||||||||||||||||||
FNMA, Fannie Mae | $883,984 par, 3.00%, due August 1, 2043 | ** | 920,119 | |||||||||||||||||||||||
FNMA, Fannie Mae | $888,962 par, 2.50%, due June 1, 2050 | ** | 891,305 | |||||||||||||||||||||||
FNMA, Fannie Mae | $897,746 par, 3.50%, due May 1, 2042 | ** | 954,513 | |||||||||||||||||||||||
FNMA, Fannie Mae | $917,845 par, 2.50%, due July 1, 2050 | ** | 920,264 | |||||||||||||||||||||||
FNMA, Fannie Mae | $92,082 par, 3.50%, due November 1, 2029 | ** | 96,560 | |||||||||||||||||||||||
FNMA, Fannie Mae | $92,529 par, 3.50%, due June 1, 2047 | ** | 97,392 | |||||||||||||||||||||||
FNMA, Fannie Mae | $950,835 par, 3.00% due March 1, 2050 | ** | 976,176 | |||||||||||||||||||||||
FNMA, Fannie Mae | $985,957 par, 3.50%, due October 1, 2048 | ** | 1,036,830 | |||||||||||||||||||||||
Government National Mortgage Association (GNMA), Ginnie Mae | $1,054,038 par, 3.50%, due April 20, 2048 | ** | 1,101,008 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $1,078,589 par, 3.50%, due March 20, 2047 | ** | 1,127,804 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $1,173,305 par, 4.00%, due July 20, 2047 | ** | 1,242,388 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $1,179,485 par, 3.50%, due February 20, 2047 | ** | 1,234,966 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $1,538,091 par, 3.50%, due May 20, 2046 | ** | 1,613,282 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $1,839,527 par, 4.00%, due August 20, 2045 | ** | 1,976,686 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $111,989 par, 3.50%, due August 20, 2047 | ** | 117,175 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $12,440,000 par | ** | 12,517,750 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $122,118 par, 4.00%, due November 20, 2045 | ** | 131,252 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $124,578 par, 3.50%, due April 20, 2047 | ** | 130,214 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $144,477 par, 4.00%, due October 20, 2046 | ** | 154,368 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $15,380,000 par | ** | 15,742,872 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $168,936 par, 4.00%, due January 20, 2048 | ** | 178,813 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $173,535 par, 4.00%, due June 20, 2045 | ** | 186,398 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $2,991,194 par, 3.50%, due February 20, 2046 | ** | 3,146,333 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $29,128 par, 4.00%, due February 20, 2046 | ** | 31,198 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $318,719 par, 4.00%, due October 20, 2045 | ** | 336,281 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $361,847 par, 3.50%, due December 20, 2047 | ** | 378,053 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $441,855 par, 4.00%, due September 20, 2047 | ** | 467,425 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $5,045,000 par | ** | 5,211,721 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $559,761 par, 4.00%, due June 20, 2047 | ** | 592,852 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $60,972 par, 4.00%, due May 20, 2047 | ** | 64,081 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $612,224 par, 4.00%, due December 20, 2047 | ** | 648,017 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $677,213 par, 3.50%, due November 20, 2047 | ** | 708,539 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $872,945 par, 3.50%, due March 20, 2046 | ** | 918,992 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $94,996 par, 3.50%, due August 20, 2046 | ** | 99,564 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $942,412 par, 3.50%, due May 20, 2047 | ** | 985,024 | |||||||||||||||||||||||
GNMA, Ginnie Mae | $99,366 par, 4.00%, due January 20, 2046 | ** | 106,452 | |||||||||||||||||||||||
Idaho Energy Resources Authority Transmission Facilities | $1,035,000 par, 2.86%, due September 1, 2046 | ** | 1,014,892 | |||||||||||||||||||||||
Illinois State Taxable Pension | $3,230,000 par, 5.10%, due June 1, 2033 | ** | 3,594,760 | |||||||||||||||||||||||
Korea National Oil Corporation | $1,457,000 par, 2.63%, due April 18, 2032 | ** | 1,428,836 | |||||||||||||||||||||||
Korea National Oil Corporation | $2,869,000 par, 1.75%, due April 18, 2025 | ** | 2,842,892 |
New Jersey State Transportation Trust Fund Authority | $1,590,000 par, 5.75%, due December 15, 2028 | ** | 1,834,817 | |||||||||||||||||||||||
New York State Dormitory Authority Personal Income Tax | $1,325,000 par, 2.20%, due March 15, 2034 | ** | 1,265,438 | |||||||||||||||||||||||
Republic of Panama | $1,279,000 par, 4.50%, due January 19, 2063 | ** | 1,293,402 | |||||||||||||||||||||||
Republic of Peru | $691,000 par, 3.00%, due January 15, 2034 | ** | 663,360 | |||||||||||||||||||||||
Petroleos De Venezuela SA Bond | $8,600,000 par, 6.00%, October 28, 2022 | ** | 226,180 | |||||||||||||||||||||||
State of Qatar | $507,000 par, 4.40%, due April 16, 2050 | ** | 601,429 | |||||||||||||||||||||||
Qatar Petroleum | $1,582,000 par, 1.38%, due September 12, 2026 | ** | 1,524,368 | |||||||||||||||||||||||
Republic of Chile | $639,000 par, 4.00%, due January 31, 2052 | ** | 656,573 | |||||||||||||||||||||||
Republic of Chile | $677,000 par, 2.75%, due January 31, 2027 | ** | 686,146 | |||||||||||||||||||||||
Saudi Arabia Kingdom Global | $444,000 par, 3.25%, due November 17, 2051 | ** | 414,624 | |||||||||||||||||||||||
Temasek Financial | $403,000 par, 2.38%, due August 2, 2041 | ** | 381,292 | |||||||||||||||||||||||
Tennessee Valley Authority | $1,924,000 par, 0.75%, due May 15, 2025 | ** | 1,878,409 | |||||||||||||||||||||||
Toronto Dominion Bank | $4,993,000 par, 1.95%, due January 12, 2027 | ** | 4,926,208 | |||||||||||||||||||||||
U.S. Treasury | $1,529,000 par, 3.00%, due February 15, 2049 | ** | 1,804,758 | |||||||||||||||||||||||
U.S. Treasury | $1,869,000 par, 2.88%, due May 15, 2049 | ** | 2,160,958 | |||||||||||||||||||||||
U.S. Treasury | $1,904,000 par, 1.38%, due August 15, 2050 | ** | 1,597,873 | |||||||||||||||||||||||
U.S. Treasury | $15,686,000 par, 2.00%, due November 15, 2041 | ** | 15,247,282 | |||||||||||||||||||||||
U.S. Treasury | $2,070,000 par, 4.75%, due February 15, 2037 | ** | 2,845,118 | |||||||||||||||||||||||
U.S. Treasury | $2,627,000 par, 1.25%, due May 15, 2050 | ** | 2,136,592 | |||||||||||||||||||||||
U.S. Treasury | $2,660,000 par, 5.00%, due May 15, 2037 | ** | 3,750,392 | |||||||||||||||||||||||
U.S. Treasury | $2,985,000 par, 1.38%, due November 15, 2040 | ** | 2,617,122 | |||||||||||||||||||||||
U.S. Treasury | $3,104,000 par, 1.13%, due August 15, 2040 | ** | 2,609,058 | |||||||||||||||||||||||
U.S. Treasury | $3,244,000 par, 1.63%, due November 15, 2050 | ** | 2,895,397 | |||||||||||||||||||||||
U.S. Treasury | $3,282,000 par, 3.00%, due May 15, 2047 | ** | 3,820,966 | |||||||||||||||||||||||
U.S. Treasury | $3,335,000 par, 1.88%, due Feburary 15, 2051 | ** | 3,158,610 | |||||||||||||||||||||||
U.S. Treasury | $3,554,000 par, 2.25%, due May 15, 2051 | ** | 3,762,242 | |||||||||||||||||||||||
U.S. Treasury | $3,669,000 par, 2.00%, due February 15, 2050 | ** | 3,576,272 | |||||||||||||||||||||||
U.S. Treasury | $3,674,000 par, 2.38%, due November 15, 2049 | ** | 3,874,635 | |||||||||||||||||||||||
U.S. Treasury | $3,713,000 par, 4.38%, due November 15, 2039 | ** | 4,998,336 | |||||||||||||||||||||||
U.S. Treasury | $3,793,000 par, 1.88%, due Feburary 15, 2041 | ** | 3,615,648 | |||||||||||||||||||||||
U.S. Treasury | $4,369,000 par, 2.75%, due August 15, 2047 | ** | 4,878,432 | |||||||||||||||||||||||
U.S. Treasury | $5,556,000 par, 2.25%, due August 15, 2049 | ** | 5,702,279 | |||||||||||||||||||||||
U.S. Treasury | $5,723,000 par, 2.25%, due May 15, 2041 | ** | 5,787,384 | |||||||||||||||||||||||
U.S. Treasury | $6,254,000 par, 1.75%, due August 15, 2041 | ** | 5,824,038 | |||||||||||||||||||||||
U.S. Treasury | $688,000 par, 1.13%, due May 15, 2040 | ** | 580,473 | |||||||||||||||||||||||
U.S. Treasury | $8,308,000 par, 3.13%, due May 15, 2048 | ** | 9,968,302 | |||||||||||||||||||||||
U.S. Treasury | $8,480,000 par, 3.38%, due November 15, 2048 | ** | 10,651,344 | |||||||||||||||||||||||
U.S. Treasury | $9,895,000 par, 2.00%, due August 15, 2051 | ** | 9,652,263 | |||||||||||||||||||||||
U.S. Treasury | $1,669,000 par, 1.50%, due October 31, 2024 | ** | 1,676,041 | |||||||||||||||||||||||
U.S. Treasury | $1,703,000 par, 0.25%, due May 31, 2025 | ** | 1,636,809 | |||||||||||||||||||||||
U.S. Treasury | $10,307,000 par, 0.25%, due June 30, 2025 | ** | 9,892,304 | |||||||||||||||||||||||
U.S. Treasury | $11,056,000 par, 0.88%, due June 30, 2026 | ** | 10,722,593 | |||||||||||||||||||||||
U.S. Treasury | $11,441,000 par, 1.38%, due December 31, 2028 | ** | 11,165,701 | |||||||||||||||||||||||
U.S. Treasury | $11,494,000 par, 0.38%, due November 30, 2025 | ** | 11,003,260 |
U.S. Treasury | $12,195,000 par, 0.63%, due July 31, 2026 | ** | 11,684,811 | |||||||||||||||||||||||
U.S. Treasury | $12,333,000 par, 0.75%, due December 31, 2023 | ** | 12,236,648 | |||||||||||||||||||||||
U.S. Treasury | $12,363,000 par, 0.50%, due March 31, 2025 | ** | 12,013,842 | |||||||||||||||||||||||
U.S. Treasury | $13,062,000 par, 0.88%, due September 30, 2026 | ** | 12,635,957 | |||||||||||||||||||||||
U.S. Treasury | $13,422,000 par, 1.13%, due January 15, 2025 | ** | 13,323,432 | |||||||||||||||||||||||
U.S. Treasury | $13,456,000 par, 0.38%, due December 31, 2025 | ** | 12,868,877 | |||||||||||||||||||||||
U.S. Treasury | $14,422,000 par, 1.13%, due October 31, 2026 | ** | 14,100,322 | |||||||||||||||||||||||
U.S. Treasury | $15,466,000 par, 0.75%, due August 31, 2026 | ** | 14,890,254 | |||||||||||||||||||||||
U.S. Treasury | $19,697,000 par, 1.13%, due December 31, 2026 | ** | 19,361,535 | |||||||||||||||||||||||
U.S. Treasury | $2,832,000 par, 0.25%, due July 31, 2025 | ** | 2,714,627 | |||||||||||||||||||||||
U.S. Treasury | $20,139,000 par, 1.38%, due November 15, 2031 | ** | 19,405,815 | |||||||||||||||||||||||
U.S. Treasury | $20,685,000 par, 0.75%, due March 31, 2026 | ** | 20,008,698 | |||||||||||||||||||||||
U.S. Treasury | $3,480,000 par, 1.50%, due September 30, 2024 | ** | 3,496,041 | |||||||||||||||||||||||
U.S. Treasury | $3,804,000 par, 0.25%, due August 31, 2025 | ** | 3,639,655 | |||||||||||||||||||||||
U.S. Treasury | $5,727,000 par, 0.75%, due May 31, 2026 | ** | 5,528,345 | |||||||||||||||||||||||
U.S. Treasury | $6,273,000 par, 1.25%, due November 30, 2026 | ** | 6,169,593 | |||||||||||||||||||||||
U.S. Treasury | $6,516,000 par, 0.38%, due April 30, 2025 | ** | 6,298,630 | |||||||||||||||||||||||
U.S. Treasury | $7,194,000 par, 0.25%, due September 30, 2025 | ** | 6,876,733 | |||||||||||||||||||||||
U.S. Treasury | $7,665,000 par, 0.50%, due February 28, 2026 | ** | 7,345,525 | |||||||||||||||||||||||
U.S. Treasury | $7,807,000 par, 0.75%, due April 30, 2026 | ** | 7,544,429 | |||||||||||||||||||||||
U.S. Treasury | $8,219,000 par, 0.38%, due January 31, 2026 | ** | 7,846,898 | |||||||||||||||||||||||
U.S. Treasury | $9,343,000 par, 1.50%, due January 31, 2027 | ** | 9,294,095 | |||||||||||||||||||||||
United Mexican States | $2,387,000 par, 4.28%, due August 14, 2041 | ** | 2,337,565 | |||||||||||||||||||||||
United Mexican States | $467,000 par, 4.40%, due February 12, 2052 | ** | 448,745 | |||||||||||||||||||||||
Total Government Securities | 771,950,355 | |||||||||||||||||||||||||
Corporate Bonds | ||||||||||||||||||||||||||
Abbvie Inc. | $1,223,000 par, 4.05%, due November 21, 2039 | ** | 1,317,555 | |||||||||||||||||||||||
Abbvie Inc. | $2,179,000 par, 2.60%, due November 21, 2024 | ** | 2,217,525 | |||||||||||||||||||||||
AEP Transmission Co. LLC | $1,271,000 par, 2.75%, due August 15, 2051 | ** | 1,141,307 | |||||||||||||||||||||||
AerCap Ireland Capital | $3,953,000 par, 3.00%, October 29, 2028 | ** | 3,872,589 | |||||||||||||||||||||||
Ameren Corp. | $1,255,000 par, 2.50%, due September 15, 2024 | ** | 1,273,807 | |||||||||||||||||||||||
America Movil S.A.B. De | $2,831,000 par, 3.63%, due April 22, 2029 | ** | 2,984,903 | |||||||||||||||||||||||
American Electric Power Co. | $840,000 par, 0.75%, due November 1, 2023 | ** | 829,995 | |||||||||||||||||||||||
American International Group | $1,539,000 par, 4.50%, due July 16, 2044 | ** | 1,782,351 | |||||||||||||||||||||||
Amgen Inc. | $1,590,000 par, 3.00%, due January 15, 2052 | ** | 1,441,452 | |||||||||||||||||||||||
Analog Devices Inc. | $1,920,000 par, 2.95%, due October 1, 2051 | ** | 1,845,466 | |||||||||||||||||||||||
Anglo American Capital PLC | $2,957,000 par, 2.88%, due March 17, 2031 | ** | 2,863,466 | |||||||||||||||||||||||
Anheuser-Busch Companies | $203,000 par, 4.90%, due Feburary 1, 2046 | ** | 240,169 | |||||||||||||||||||||||
Anheuser-Busch Cos LLC Corp. | $699,000 par, 4.70%, due February 1, 2036 | ** | 802,977 | |||||||||||||||||||||||
Aon Corp. | $817,000 par, 2.60%, due December 2, 2031 | ** | 796,894 | |||||||||||||||||||||||
Apple Inc. | $3,453,000 par, 2.70%, due August 5, 2051 | ** | 3,162,765 | |||||||||||||||||||||||
AT&T Inc. | $1,184,000 par, 3.50%, due September 15, 2053 | ** | 1,125,067 | |||||||||||||||||||||||
AT&T Inc. | $279,000 par, 5.15%, due March 15, 2042 | ** | 331,140 |
AT&T Inc. | $5,034,000 par, 2.55%, due December 1, 2033 | ** | 4,731,644 | |||||||||||||||||||||||
AT&T Inc. | $990,000 par, 5.45%, due March 1, 2047 | ** | 1,237,360 | |||||||||||||||||||||||
Athene Global Funding | $1,632,000 par, 1.73%, due October 2, 2026 | ** | 1,574,536 | |||||||||||||||||||||||
Athene Global Funding | $2,038,000 par, 2.67%, due June 7, 2031 | ** | 1,943,947 | |||||||||||||||||||||||
* | Bank of America Corp. | $2,489,000 par, 3.86%, due July 23, 2024 | ** | 2,571,237 | ||||||||||||||||||||||
* | Bank of America Corp. | $4,118,000 par, 2.59%, due April 29, 2031 | ** | 4,034,134 | ||||||||||||||||||||||
* | Bank of America Corp. | $4,743,000 par, 2.30%, due July 21, 2032 | ** | 4,489,713 | ||||||||||||||||||||||
* | Bank of America Corp. | $2,743,000 par, 1.53%, due December 6, 2025 | ** | 2,697,000 | ||||||||||||||||||||||
Bank of Nova Scotia | $1,492,000 par, 1.95%, due February 2, 2027 | ** | 1,463,709 | |||||||||||||||||||||||
Baxter International Inc. | $2,974,000 par, 2.27%, due December 1, 2028 | ** | 2,910,334 | |||||||||||||||||||||||
Berkshire Hathaway Fin Corp. | $798,000 par, 2.50%, due January 15, 2051 | ** | 681,382 | |||||||||||||||||||||||
Berkshire Hathaway Finance Corp. | $929,000 par, 2.85%, due October 15, 2050 | ** | 849,025 | |||||||||||||||||||||||
BlackRock Inc. | $5,174,000 par, 2.10%, due February 25, 2032 | ** | 4,932,480 | |||||||||||||||||||||||
Blackstone Holdings Finance | $1,216,000 par, 3.20%, due January 30, 2052 | ** | 1,154,459 | |||||||||||||||||||||||
BNP Paribas | $2,149,000 par, 2.59%, due January 20, 2028 | ** | 2,133,658 | |||||||||||||||||||||||
Boeing Co. | $1,222,000 par, 5.15%, due May 1, 2030 | ** | 1,375,314 | |||||||||||||||||||||||
Boeing Co. | $1,462,000 par, 5.81%, due May 1, 2050 | ** | 1,838,196 | |||||||||||||||||||||||
Bristol-Myers Squibb Co. | $370,000 par, 2.35%, due November 13, 2040 | ** | 327,614 | |||||||||||||||||||||||
Bristol-Myers Squibb Co. | $453,000 par, 2.55%, due November 13, 2050 | ** | 399,280 | |||||||||||||||||||||||
Broadcom Inc. | $1,138,000 par, 3.15%, due November 15, 2025 | ** | 1,170,509 | |||||||||||||||||||||||
Broadcom Inc. | $365,000 par, 4.15%, due November 15, 2030 | ** | 388,380 | |||||||||||||||||||||||
Burlington Northern Santa Fe LLC | $1,323,000 par, 3.30%, due September 15, 2051 | ** | 1,338,067 | |||||||||||||||||||||||
Cenovus Energy Inc. | $1,331,000 par, 5.40%, due June 15, 2047 | ** | 1,599,106 | |||||||||||||||||||||||
Cenovus Energy Inc. | $4,784,000 par, 5.38%, due July 15, 2025 | ** | 5,229,372 | |||||||||||||||||||||||
Centene Corp. | $2,822,000 par, 2.45%, due July 15, 2028 | ** | 2,684,032 | |||||||||||||||||||||||
Charter Communications Operating LLC | $222,000 par, 2.80%, due April 1, 2031 | ** | 210,184 | |||||||||||||||||||||||
Charter Communications Operating LLC | $1,159,000 par, 4.91%, July 23, 2025 | ** | 1,250,639 | |||||||||||||||||||||||
Charter Communications Operating LLC | $2,525,000 par, 5.05%, due March 30, 2029 | ** | 2,784,424 | |||||||||||||||||||||||
Charter Fixed | $1,386,000 par, 3.85%, due April 1, 2061 | ** | 1,192,391 | |||||||||||||||||||||||
Citigroup Inc. | $1,511,000 par, 2.57%, due June 3, 2031 | ** | 1,472,393 | |||||||||||||||||||||||
Citigroup Inc. | $385,000 par, 3.89%, due January 10, 2028 | ** | 408,197 | |||||||||||||||||||||||
CK Hutchison International | $833,000 par, 3.13%, due April 15, 2041 | ** | 823,739 | |||||||||||||||||||||||
Colbun S.A. | $1,358,000 par, 3.15%, due January 19, 2032 | ** | 1,294,867 | |||||||||||||||||||||||
Comcast Corp. | $2,943,000 par, 2.89%, due November 1, 2051 | ** | 2,665,613 | |||||||||||||||||||||||
Comcast Corp. | $609,000 par, 2.94%, due November 1, 2056 | ** | 538,424 | |||||||||||||||||||||||
Cons Edison Co. | $968,000 par, 3.20%, due December 1, 2051 | ** | 914,971 | |||||||||||||||||||||||
Consolidated Edison Inc. | $1,829,000 par, 0.65%, due December 1, 2023 | ** | 1,799,901 | |||||||||||||||||||||||
Continental Resources Inc. | $1,081,000 par, 4.50%, due April 15, 2023 | ** | 1,107,257 | |||||||||||||||||||||||
Continental Resources Inc. | $2,628,000 par, 4.38%, due January 15, 2028 | ** | 2,771,699 | |||||||||||||||||||||||
Continental Resources Inc. | $587,000 par, 4.90%, due June 1, 2044 | ** | 617,882 | |||||||||||||||||||||||
Credit Agricole SA | $4,265,000 par, 1.25%, due January 26, 2027 | ** | 4,069,794 | |||||||||||||||||||||||
CVS Health Corporation | $2,238,000 par, 4.78%, due March 25, 2038 | ** | 2,581,285 | |||||||||||||||||||||||
Daimler Trucks | $1,403,000 par, 2.38%, due December 14, 2028 | ** | 1,365,118 | |||||||||||||||||||||||
Danaher Corp. | $1,718,000 par, 2.80%, due December 10, 2051 | ** | 1,555,386 | |||||||||||||||||||||||
Dell International LLC/ EMC Corp. | $1,275,000 par, 3.38%, due December 15, 2041 | ** | 1,153,269 | |||||||||||||||||||||||
Dell International LLC/EMC Corp. | $784,000 par, 3.45%, due December 15, 2051 | ** | 689,178 |
Deutsche Bank | $1,790,000 par, 0.96%, due November 8, 2023 | ** | 1,770,234 | |||||||||||||||||||||||
Deutsche Bank | $3,314,000 par, 2.55%, due January 7, 2028 | ** | 3,247,239 | |||||||||||||||||||||||
Diamondback Energy Inc. | $866,000 par, 4.40%, due March 24, 2051 | ** | 941,520 | |||||||||||||||||||||||
Dicks Sporting Goods Inc. | $1,163,000 par, 3.15%, due January 15, 2032 | ** | 1,137,556 | |||||||||||||||||||||||
Dicks Sporting Goods Inc. | $482,000 par, 4.10%, due January 15, 2052 | ** | 455,714 | |||||||||||||||||||||||
DNB Bank ASA | $2,498,000 par, 0.86%, September 30, 2025 | ** | 2,438,398 | |||||||||||||||||||||||
Dominion Energy Inc. | $608,000 par, 3.30%, due April 15, 2041 | ** | 593,398 | |||||||||||||||||||||||
Dominion Energy Inc. | $887,000 par, 2.45%, due January 15, 2023 | ** | 897,953 | |||||||||||||||||||||||
DPL Inc. | $5,344,000 par, 4.125%, due July 1, 2025 | ** | 5,447,112 | |||||||||||||||||||||||
DTE Energy Co. | $1,205,000 par, 2.53%, due October 1, 2024 | ** | 1,222,063 | |||||||||||||||||||||||
DTE Energy Co. | $1,367,000 par, 1.05%, due June 1, 2025 | ** | 1,318,034 | |||||||||||||||||||||||
Duke Energy Corp. | $522,000 par, 3.95%, due August 15, 2047 | ** | 543,391 | |||||||||||||||||||||||
Duke Energy Florida LLC | $1,290,000 par, 4.20%, due July 15, 2048 | ** | 1,464,557 | |||||||||||||||||||||||
Duke Energy Florida LLC | $236,000 par, 3.00%, due December 15, 2051 | ** | 222,234 | |||||||||||||||||||||||
Duke Energy Florida LLC | $333,000 par, 3.70%, due December 1, 2047 | ** | 350,877 | |||||||||||||||||||||||
Edison International | $3,956,000 par, 5.75%, due June 15, 2027 | ** | 4,435,006 | |||||||||||||||||||||||
Edison International | $868,000 par, 3.13%, due November 15, 2022 | ** | 879,379 | |||||||||||||||||||||||
Emerson Electric Co. | $2,304,000 par, 2.00%, due December 21, 2028 | ** | 2,246,533 | |||||||||||||||||||||||
Emerson Electric Co. | $497,000 par, 2.80%, due December 21, 2051 | ** | 458,391 | |||||||||||||||||||||||
Energy Transfer | $177,000 par, 3.60%, due February 1, 2023 | ** | 179,809 | |||||||||||||||||||||||
Energy Transfer Operating LP | $1,764,000 par, 6.25%, due April 15, 2049 | ** | 2,147,479 | |||||||||||||||||||||||
Enterprise Products Operating | $1,493,000 par, 3.30%, due February 15, 2053 | ** | 1,378,821 | |||||||||||||||||||||||
Equitable Financial | $848,000 par, 1.70%, due November 12, 2026 | ** | 824,231 | |||||||||||||||||||||||
Exxon Mobil Corp. | $582,000 par, 3.45%, due April 15, 2051 | ** | 602,456 | |||||||||||||||||||||||
FirstEnergy Transmission LLC | $1,021,000 par, 2.87%, due September 15, 2028 | ** | 1,004,168 | |||||||||||||||||||||||
FirstEnergy Transmission LLC | $1,798,000 par, 4.35%, due January 15, 2025 | ** | 1,870,084 | |||||||||||||||||||||||
FirstEnergy Transmission LLC | $519,000 par, 5.45%, due July 15, 2044 | ** | 606,662 | |||||||||||||||||||||||
FirstEnergy Transmission LLC | $973,000 par, 4.55%, due April 1, 2049 | ** | 1,031,071 | |||||||||||||||||||||||
Florida Power & Light Co. | $2,889,000 par, 2.45%, due Feburary 3, 2032 | ** | 2,860,406 | |||||||||||||||||||||||
Florida Power & Light Company | $2,759,000 par, 2.88%, due December 4, 2051 | ** | 2,617,882 | |||||||||||||||||||||||
Ford Foundation | $985,000 par, 2.82%, due June 1, 2070 | ** | 956,849 | |||||||||||||||||||||||
Ford Motor Credit | $6,471,000 par, 2.30%, due February 10, 2025 | ** | 6,348,569 | |||||||||||||||||||||||
GE Capital International Funding Co. | $2,402,000 par, 4.42%, due November 15, 2035 | ** | 2,739,575 | |||||||||||||||||||||||
General Motors Co. | $741,000 par, 5.95%, due April 1, 2049 | ** | 939,795 | |||||||||||||||||||||||
General Motors Financial Co Inc. | $3,375,000 par, 2.40%, due October 15, 2028 | ** | 3,254,470 | |||||||||||||||||||||||
General Motors Financial Co Inc. | $3,732,000 par, 2.35%, February 26, 2027 | ** | 3,665,888 | |||||||||||||||||||||||
Goldman Sachs Group Inc. | $2,194,000 par, 4.41%, due April 23, 2039 | ** | 2,466,316 | |||||||||||||||||||||||
Goldman Sachs Group Inc. | $2,881,000 par, 2.64%, due February 24, 2028 | ** | 2,885,838 | |||||||||||||||||||||||
Goldman Sachs Group Inc. | $4,213,000 par, 2.65%, due October 21, 2032 | ** | 4,103,250 |
HSBC Holdings PLC | $1,538,000 par, 2.25%, due November 22, 2027 | ** | 1,506,250 | |||||||||||||||||||||||
HSBC Holdings PLC | $2,596,000 par, 3.80%, due March 11, 2025 | ** | 2,685,977 | |||||||||||||||||||||||
Hyundai Capital America | $705,000 par, 1.15%, due November 10, 2022 | ** | 703,214 | |||||||||||||||||||||||
Indonesia Asahan Alumnini SR | $2,181,000 par, 4.75%, due May 15, 2025 | ** | 2,285,077 | |||||||||||||||||||||||
Intel Corp. | $461,000 par, 3.05%, due August 12, 2051 | ** | 434,535 | |||||||||||||||||||||||
Israel Electric Corp. Ltd. | $1,189,000 par, 6.88%, due June 21, 2023 | ** | 1,272,092 | |||||||||||||||||||||||
ITC Holdings Corp. | $2,749,000 par, 2.70%, due November 15, 2022 | ** | 2,781,851 | |||||||||||||||||||||||
JBS USA Lux S.A. | $630,000 par, 4.38%, due February 2, 2052 | ** | 610,911 | |||||||||||||||||||||||
JP Morgan Chase | $807,000 par, 2.96%, due January 1, 2033 | ** | 812,304 | |||||||||||||||||||||||
JP Morgan Chase & Co. | $1,293,000 par, 2.07%, due June 1, 2029 | ** | 1,242,280 | |||||||||||||||||||||||
JPMorgan Chase & Co. | $658,000 par, 3.11%, due April 22, 2051 | ** | 633,795 | |||||||||||||||||||||||
KKR Group Finance Co. | $942,000 par, 3.25%, due December 15, 2051 | ** | 884,032 | |||||||||||||||||||||||
Lexington Realty Trust | $2,827,000 par, 2.38%, due October 1, 2031 | ** | 2,627,341 | |||||||||||||||||||||||
Marathon Petroleum Corp. | $2,134,000 par, 5.13%, December 15, 2026 | ** | 2,387,614 | |||||||||||||||||||||||
Marathon Petroleum Corp. | $3,304,000 par, 4.70%, May 1, 2025 | ** | 3,552,899 | |||||||||||||||||||||||
Merck & Co Inc. | $2,156,000 par, 2.75%, due December 10, 2051 | ** | 1,977,740 | |||||||||||||||||||||||
MetLife Inc. | $1,387,000 par, 6.40%, due December 15, 2066 | ** | 1,653,480 | |||||||||||||||||||||||
Microchip Technology Inc. | $1,416,000 par, 0.97%, due February 15, 2024 | ** | 1,386,404 | |||||||||||||||||||||||
Micron Technology Inc. | $2,109,000 par, 2.70%, due April 15, 2032 | ** | 2,016,668 | |||||||||||||||||||||||
Micron Technology Inc. | $388,000 par, 3.37%, due November 1, 2041 | ** | 369,213 | |||||||||||||||||||||||
Microsoft Corp. | $2,476,000 par, 2.53%, due June 1, 2050 | ** | 2,241,186 | |||||||||||||||||||||||
Mitsubishi UFJ Financial Group | $1,079,000 par, 0.85%, due September 15, 2024 | ** | 1,063,407 | |||||||||||||||||||||||
Mitsubishi UFJ Financial Group Inc. | $4,983,000 par, 2.34%, due January 19, 2028 | ** | 4,933,479 | |||||||||||||||||||||||
Morgan Stanley | $1,635,000 par, 2.94%, due January 21, 2033 | ** | 1,637,038 | |||||||||||||||||||||||
Morgan Stanley | $2,009,000 par, 2.51%, due October 20, 2032 | ** | 1,939,151 | |||||||||||||||||||||||
Morgan Stanley | $3,086,000 par, 1.51%, due July 20, 2027 | ** | 2,961,076 | |||||||||||||||||||||||
Netflix Inc. | $1,413,000 par, 3.63%, due June 15, 2025 | ** | 1,463,253 | |||||||||||||||||||||||
Netflix Inc. | $2,100,000 par, 4.88%, due April 15, 2028 | ** | 2,310,210 | |||||||||||||||||||||||
Newell Brands Inc. | $531,000 par, 6.00%, due April 1, 2046 | ** | 626,580 | |||||||||||||||||||||||
Newfield Exploration Co. | $2,308,000 par, 5.38%, due January 1, 2026 | ** | 2,520,888 | |||||||||||||||||||||||
NextEra Energy | $2,115,000 par, 0.00%, due March 1, 2023 | ** | 2,105,694 | |||||||||||||||||||||||
NXP B.V./NXP Funding LLC/NXP USA Inc. | $2,037,000 par, 3.25%, due May 11, 2041 | ** | 1,960,188 | |||||||||||||||||||||||
NXP BV NXP Funding LLC and NXP USA | $621,000 par, 2.70%, due May 1, 2025 | ** | 631,494 | |||||||||||||||||||||||
ONEOK Inc. | $2,153,000 par, 2.75%, due September 1, 2024 | ** | 2,193,498 | |||||||||||||||||||||||
Oracle Corp. | $2,011,000 par, 2.95%, due April 1, 2030 | ** | 1,971,469 | |||||||||||||||||||||||
Oracle Corp. | $992,000 par, 3.60%, due April 1, 2050 | ** | 878,797 | |||||||||||||||||||||||
Pacific Gas & Electric Co. | $214,000 par, 3.75%, due February 15, 2024 | ** | 219,859 | |||||||||||||||||||||||
Pacific Gas & Electric Co. | $723,000 par, 4.50%, due July 1, 2040 | ** | 707,457 | |||||||||||||||||||||||
Pacific Gas & Electric Co. | $738,000 par, 4.00%, due December 1, 2046 | ** | 675,469 | |||||||||||||||||||||||
Pacific Gas & Electric Co. | $947,000 par, 1.75%, due June 16, 2022 | ** | 946,674 | |||||||||||||||||||||||
Pacific Gas & Electric Co. | $960,000 par, 4.25%, due August 1, 2023 | ** | 985,314 | |||||||||||||||||||||||
Peco Energy Co. | $942,000 par, 2.85%, due September 15, 2051 | ** | 880,695 | |||||||||||||||||||||||
Perusahaan Listrik Negara | $1,024,000 par, 4.13%, due May 15, 2027 | ** | 1,059,973 | |||||||||||||||||||||||
Plains All American | $957,000 par, 4.70%, due June 15, 2044 | ** | 948,520 | |||||||||||||||||||||||
Plains All American Pipeline LP | $574,000 par, 4.65%, due October 15, 2025 | ** | 616,557 | |||||||||||||||||||||||
Principal Life Global Funding II | $1,584,000 par, 1.38%, due January 10, 2025 | ** | 1,559,701 | |||||||||||||||||||||||
Procter & Gamble Co. | $2,409,000 par, 1.90%, February 1, 2027 | ** | 2,411,003 |
Prosus | $1,478,000 par, 3.06%, due July 13, 2031 | ** | 1,358,236 | |||||||||||||||||||||||
PT Indonesia Asahan Aluminium Persero | $200,000 par, 6.76%, due November 15, 2048 | ** | 235,046 | |||||||||||||||||||||||
Raytheon Technologies Corp. | $1,581,000 par, 2.82%, due September 1, 2051 | ** | 1,404,059 | |||||||||||||||||||||||
Raytheon Technologies Corp. | $2,279,000 par, 1.90%, due September 1, 2031 | ** | 2,101,439 | |||||||||||||||||||||||
Roche Holdings Inc. | $2,332,000 par, 2.61%, due December 13, 2051 | ** | 2,137,834 | |||||||||||||||||||||||
Royal Bank Of Canada | $3,629,000 par, 2.30%, due November 3, 2031 | ** | 3,498,229 | |||||||||||||||||||||||
San Diego Gas & Electric Co. | $1,211,000 par, 3.75%, due June 1, 2047 | ** | 1,272,455 | |||||||||||||||||||||||
San Diego Gas & Electric Co. | $188,000 par, 4.15%, due May 15, 2048 | ** | 213,382 | |||||||||||||||||||||||
Santander Holdings USA Inc. | $2,304,000 par, 2.49%, due January 6, 2028 | ** | 2,268,557 | |||||||||||||||||||||||
Sempra Energy | $174,000 par, 6.00%, due October 15, 2039 | ** | 230,151 | |||||||||||||||||||||||
Societe Generale S.A. | $1,284,000 par, 4.03%, due January 21, 2043 | ** | 1,235,152 | |||||||||||||||||||||||
Societe Generale S.A. | $2,745,000 par, 2.63%, due January 22, 2025 | ** | 2,763,764 | |||||||||||||||||||||||
Southern California Edison | $175,000 par, 3.45%, due February 1, 2052 | ** | 167,857 | |||||||||||||||||||||||
Standard Chartered PLC | $2,132,000 par, 1.82%, due November 23, 2025 | ** | 2,091,455 | |||||||||||||||||||||||
Standard Chartered PLC | $513,000 par, 1.21%, due March 23, 2025 | ** | 502,957 | |||||||||||||||||||||||
Sysco Corporation | $780,000 par, 3.15%, due December 14, 2051 | ** | 709,036 | |||||||||||||||||||||||
Target Corp. | $1,360,000 par, 2.95%, due January 15, 2052 | ** | 1,329,378 | |||||||||||||||||||||||
Thermo Fisher | $1,561,000 par, 2.60%, due October 1, 2029 | ** | 1,567,006 | |||||||||||||||||||||||
Time Warner Cable | $492,000 par, 7.30%, due July 1, 2038 | ** | 653,588 | |||||||||||||||||||||||
US Bancorp | $6,346,000 par, 2.22%, due January 27, 2028 | ** | 6,335,955 | |||||||||||||||||||||||
Valero Energy Corp. | $2,650,000 par, 2.80%, due December 1, 2031 | ** | 2,524,248 | |||||||||||||||||||||||
Valero Energy Corp. | $528,000 par, 3.65%, due December 1, 2051 | ** | 491,607 | |||||||||||||||||||||||
Verizon Communications Inc. | $2,050,000 par, 4.27%, due January 15, 2036 | ** | 2,298,743 | |||||||||||||||||||||||
Verizon Communications Inc. | $3,455,000 par, 2.36%, due March 15, 2032 | ** | 3,280,946 | |||||||||||||||||||||||
Visa Inc. | $1,348,000 par, 4.30%, due December 14, 2045 | ** | 1,585,398 | |||||||||||||||||||||||
VMware Inc. | $2,583,000 par, 2.20%, August 15, 2031 | ** | 2,411,942 | |||||||||||||||||||||||
Wells Fargo & Co. | $1,400,000 par, 3.58%, due May 22, 2028 | ** | 1,470,122 | |||||||||||||||||||||||
Wells Fargo & Co. | $718,000 par, 4.90%, due November 17, 2045 | ** | 845,341 | |||||||||||||||||||||||
Western Digital Corp. | $1,573,000 par, 3.10%, due February 1, 2032 | ** | 1,501,539 | |||||||||||||||||||||||
Western Digital Corp. | $698,000 par, 2.85%, due February 1, 2029 | ** | 673,626 | |||||||||||||||||||||||
Total Corporate Bonds | 309,035,090 | |||||||||||||||||||||||||
Asset-Backed Securities | ||||||||||||||||||||||||||
510 Asset Backed | $520,926 par, 2.24%, due June 25, 2061 | ** | 514,396 | |||||||||||||||||||||||
Ally Auto Receivables Trust Series 19-4 | $640,000 par, 1.92%, due January 15, 2025 | ** | 645,299 | |||||||||||||||||||||||
Ally Auto Receivables Trust Series 19-4 | $933,236 par, 1.84%, due June 17, 2024 | ** | 937,798 | |||||||||||||||||||||||
American Credit Acceptance Receivables Trust | $888,429 par, 0.37%, due October 15, 2024 | ** | 887,772 | |||||||||||||||||||||||
American Express Credit | $2,987,000 par, 0.0%, due November 16, 2026 | ** | 2,937,694 | |||||||||||||||||||||||
AmeriCredit Automobile Receivables Trust | $1,132,000 par, 1.17%, due August 18, 2027 | ** | 1,115,425 | |||||||||||||||||||||||
AmeriCredit Automobile Receivables Trust | $1,307,000 par, 0.66%, due December 18, 2024 | ** | 1,306,843 | |||||||||||||||||||||||
AmeriCredit Automobile Receivables Trust | $155,621 par, 3.45%, due June 18, 2024 | ** | 155,833 | |||||||||||||||||||||||
AmeriCredit Automobile Receivables Trust | $579,000 par, 0.97%, due February 18, 2026 | ** | 578,081 | |||||||||||||||||||||||
AmeriCredit Automobile Receivables Trust | $913,000 par, 0.76%, due August 18, 2026 | ** | 905,188 | |||||||||||||||||||||||
BA Credit Card Trust | $2,160,000 par, 0.44%, due September 15, 2026 | ** | 2,114,240 | |||||||||||||||||||||||
BA Credit Card Trust | $833,000 par, 0.34%, due May 15, 2026 | ** | 818,537 | |||||||||||||||||||||||
BMW Vehicle Owner Trust 2020-A Series 20 A | $939,000 par, 0.62%, due April 26, 2027 | ** | 928,309 |
Capital One Multi Series 19-A2 | $1,636,000 par, 1.72%, due September 15, 2024 | ** | 1,645,940 | |||||||||||||||||||||||
Capital One Prime Auto | $1,950,000 par, 0.77%, due September 15, 2026 | ** | 1,923,978 | |||||||||||||||||||||||
Capital One Prime Auto Receivables Trust Series 19-2 | $553,532 par, 2.18%, due May 15, 2024 | ** | 556,584 | |||||||||||||||||||||||
Capital One Prime Multi-Asset | $1,210,000 par, 1.39%, due July 15, 2030 | ** | 1,171,910 | |||||||||||||||||||||||
CarMax Auto Owner Trust | $1,011,000 par, 0.34%, due December 15, 2025 | ** | 1,001,559 | |||||||||||||||||||||||
CarMax Auto Owner Trust | $1,061,000 par, 0.81%, due December 15, 2026 | ** | 1,036,909 | |||||||||||||||||||||||
CarMax Auto Owner Trust | $1,171,000 par, 0.77%, due March 16, 2026 | ** | 1,159,518 | |||||||||||||||||||||||
CarMax Auto Owner Trust | $1,194,000 par, 0.53%, due October 15, 2026 | ** | 1,171,289 | |||||||||||||||||||||||
CarMax Auto Owner Trust | $1,468,000 par, 0.72%, due September 9, 2026 | ** | 1,437,063 | |||||||||||||||||||||||
CarMax Auto Owner Trust | $1,835,000 par, 0.76%, due June 15, 2026 | ** | 1,813,638 | |||||||||||||||||||||||
CarMax Auto Owner Trust | $2,255,000 par, 1.47%, due December 15, 2026 | ** | 2,252,202 | |||||||||||||||||||||||
CarMax Auto Owner Trust | $366,642 par, 3.16%, due July 17, 2023 | ** | 368,536 | |||||||||||||||||||||||
CarMax Auto Owner Trust | $838,000 par, 3.26%, due August 15, 2024 | ** | 854,601 | |||||||||||||||||||||||
Carvana Auto Receivables Trust | $1,113,000 par, 0.7%, due November 10, 2026 | ** | 1,090,641 | |||||||||||||||||||||||
Carvana Auto Receivables Trust | $762,000 par, 0.75%, due March 10, 2028 | ** | 754,804 | |||||||||||||||||||||||
Carvana Auto Receivables Trust | $970,000 par, 1.03%, due June 10, 2027 | ** | 951,716 | |||||||||||||||||||||||
Consumer Loan Underlying Bond Credit Trust | $102,897 par, 2.59%, due December 15, 2026 | ** | 103,151 | |||||||||||||||||||||||
CPS Auto | $1,286,876 par, 0.37%, due March 17, 2025 | ** | 1,285,097 | |||||||||||||||||||||||
CPS Auto Receivables Trust | $147,823 par, 0.35%, due January 16, 2024 | ** | 147,787 | |||||||||||||||||||||||
CPS Auto Receivables Trust | $65,648 par, 2.11%, due April 15, 2026 | ** | 65,679 | |||||||||||||||||||||||
Credit Acceptance Auto Loan Trust | $1,022,000 par, 1.37%, due July 16, 2029 | ** | 1,021,857 | |||||||||||||||||||||||
Credit Acceptance Auto Loan Trust 2021-4 | $822,000 par, 1.26%, due October 15, 2030 | ** | 818,243 | |||||||||||||||||||||||
Discover Card | $1,001,000 par, 0.0%, due September 15, 2026 | ** | 979,093 | |||||||||||||||||||||||
Discover Card | $1,411,000 par, 1.03%, due September 15, 2028 | ** | 1,370,219 | |||||||||||||||||||||||
Dr Auto | $1,002,000 par, 1.02%, due June 15, 2027 | ** | 997,768 | |||||||||||||||||||||||
Dr Auto | $1,159,000 par, .079%, due October 15, 2025 | ** | 1,152,300 | |||||||||||||||||||||||
Drive Auto Receivables Trust | $534,000 par, 2.28%, due August 17, 2026 | ** | 539,556 | |||||||||||||||||||||||
Drive Auto Receivables Trust | $672,074 par, 2.63%, due March 17, 2025 | ** | 673,658 | |||||||||||||||||||||||
DT Auto Owner Trust | $1,630,000 par, 1.02%, due May 15, 2026 | ** | 1,588,917 | |||||||||||||||||||||||
DT Auto Owner Trust | $101,011 par, 1.14%, due January 16, 2024 | ** | 101,057 | |||||||||||||||||||||||
DT Auto Owner Trust | $2,341,609 par, 0.56%, due September 15, 2025 | ** | 2,333,626 | |||||||||||||||||||||||
DT Auto Owner Trust | $385,000 par, 2.08%, due March 16, 2026 | ** | 386,981 | |||||||||||||||||||||||
Exeter Automobile | $1,477,000 par, 1.05%, due May 15, 2026 | ** | 1,454,789 | |||||||||||||||||||||||
Exeter Automobile | $2,365,000 par, 0.68%, due July 15, 2025 | ** | 2,347,047 | |||||||||||||||||||||||
Exeter Automobile | $377,059 par, 2.08%, due July 15, 2024 | ** | 377,619 | |||||||||||||||||||||||
First Investments Auto Owner Trust | $71,125 par, 2.21%, due September 16, 2024 | ** | 71,204 | |||||||||||||||||||||||
Flagship Credit Auto Trust | $419,946 par, 0.7%, due April 15, 2025 | ** | 419,789 | |||||||||||||||||||||||
Flagship Credit Auto Trust | $485,419 par, 2.17%, due June 17, 2024 | ** | 486,753 | |||||||||||||||||||||||
Flagship Credit Auto Trust | $1,963,175 par, 0.37%, due December 15, 2026 | ** | 1,951,251 | |||||||||||||||||||||||
Flagship Credit Auto Trust | $240,045 par, 1.49%, due July 15, 2024 | ** | 240,316 | |||||||||||||||||||||||
Flagship Credit Auto Trust | $536,494 par, 2.30%, due August 15, 2024 | ** | 538,362 | |||||||||||||||||||||||
Ford Credit Auto Owner Trust | $1,156,000 par, 0.79%, due November 15, 2025 | ** | 1,146,187 |
Ford Credit Auto Owner Trust | $1,323,000 par, 1.35%, due June 15, 2026 | ** | 1,319,761 | |||||||||||||||||||||||
Ford Credit Auto Owner Trust | $1,830,000 par, 0.51%, due August 15, 2026 | ** | 1,790,543 | |||||||||||||||||||||||
Ford Credit Auto Owner Trust | $2,669,000 par, 1.53%, due May 15, 2034 | ** | 2,614,899 | |||||||||||||||||||||||
Ford Credit Auto Owner Trust | $748,000 par, 1.35%, due July 15, 2025 | ** | 749,278 | |||||||||||||||||||||||
Ford Credit Auto Owner Trust | $777,615 par, 1.04%, due August 15, 2024 | ** | 778,758 | |||||||||||||||||||||||
Ford Credit Floorplan Master Owner Trust | $1,550,000 par, 1.06%, due September 15, 2027 | ** | 1,506,445 | |||||||||||||||||||||||
GLS Auto Receivables | $768,000 par, 0.77%, due September 15, 2025 | ** | 760,551 | |||||||||||||||||||||||
GM Financial Automobile Leasing Trust | $1,189,208 par, 0.80%, due July 20, 2023 | ** | 1,190,230 | |||||||||||||||||||||||
GM Financial Automobile Leasing Trust | $373,000 par, 1.01%, due July 22, 2024 | ** | 373,648 | |||||||||||||||||||||||
GM Financial Consumer Automobile Receivables | $1,398,000 par, 0.54%, due May 17, 2027 | ** | 1,365,771 | |||||||||||||||||||||||
GM Financial Consumer Automobile Receivables | $1,545,000 par, 0.50%, due February 17, 2026 | ** | 1,515,091 | |||||||||||||||||||||||
GM Financial Consumer Automobile Receivables | $1,562,000 par, 0.45%, due April 16, 2025 | ** | 1,556,087 | |||||||||||||||||||||||
GM Financial Consumer Automobile Receivables | $1,662,268 par, 1.84%, due September 16, 2024 | ** | 1,672,145 | |||||||||||||||||||||||
GM Financial Consumer Automobile Receivables | $839,340 par, 1.49%, due December 16, 2024 | ** | 842,706 | |||||||||||||||||||||||
GM Financial Revolving | $940,000 par, 1.17%, due June 12, 2034 | ** | 911,304 | |||||||||||||||||||||||
GM Floorplan Owner Revolving Trust Series | $1,315,000 par, 0.68%, due August 15, 2025 | ** | 1,302,617 | |||||||||||||||||||||||
Harley-Davidson Motorcycle | $1,400,000 par, 0.53%, due September 15, 2028 | ** | 1,380,551 | |||||||||||||||||||||||
Harley-Davidson Motorcycle | $2,880,000 par, 0.37%, due April 15, 2026 | ** | 2,860,797 | |||||||||||||||||||||||
Honda Auto | $1,163,931 par, 0.82%, due July 15, 2024 | ** | 1,163,709 | |||||||||||||||||||||||
Honda Auto | $1,432,000 par, 0.88%, due January 21, 2026 | ** | 1,416,065 | |||||||||||||||||||||||
Honda Auto | $1,922,000 par, 0.46%, due April 19, 2027 | ** | 1,892,403 | |||||||||||||||||||||||
Honda Auto | $355,000 par, 1.09%, due October 15, 2026 | ** | 353,664 | |||||||||||||||||||||||
Hyundai Auto | $1,028,000 par, 1.03%, due December 15, 2027 | ** | 1,008,171 | |||||||||||||||||||||||
Hyundai Auto | $1,160,000 par, 0.74%, due May 15, 2026 | ** | 1,144,397 | |||||||||||||||||||||||
Hyundai Auto | $1,976,000 par, 0.38%, due January 15, 2026 | ** | 1,943,734 | |||||||||||||||||||||||
Hyundai Auto Receivables Trust | $1,147,000 par, 1.41%, due June 15, 2026 | ** | 1,145,292 | |||||||||||||||||||||||
Hyundai Auto Receivables Trust | $1,183,000 par, 0.89%, due May 17, 2027 | ** | 1,153,670 | |||||||||||||||||||||||
Hyundai Auto Receivables Trust | $1,420,409 par, 1.41%, due November 15, 2024 | ** | 1,425,160 | |||||||||||||||||||||||
Nissan Auto Receivables Owner Trust | $1,164,374 par, 1.38%, due December 16, 2024 | ** | 1,169,728 | |||||||||||||||||||||||
Nissan Auto Receivables Owner Trust | $3,230,000 par, 0.33%, due October 15, 2025 | ** | 3,178,139 | |||||||||||||||||||||||
Prestige Auto | $2,804,000 par, 0.55%, due September 16, 2024 | ** | 2,798,995 | |||||||||||||||||||||||
Santander Consumer | $1,088,000 par, 0.48%, due June 15, 2026 | ** | 1,065,356 | |||||||||||||||||||||||
Santander Consumer | $1,809,303 par, 0.46%, due August 15, 2024 | ** | 1,808,544 | |||||||||||||||||||||||
Santander Consumer | $1,868,000 par, 0.33%, due October 15, 2025 | ** | 1,853,791 | |||||||||||||||||||||||
Santander Drive Auto Receivables Trust | $1,092,000 par, 0.90%, due June 15, 2026 | ** | 1,081,557 | |||||||||||||||||||||||
Santander Drive Auto Receivables Trust | $1,646,000 par, 1.26%, due February 16, 2027 | ** | 1,617,365 | |||||||||||||||||||||||
Santander Drive Auto Receivables Trust | $2,201,000 par, 1.01%, due January 15, 2026 | ** | 2,199,400 | |||||||||||||||||||||||
Santander Drive Auto Receivables Trust | $2,350,001 par, 0.32%, due September 16, 2024 | ** | 2,349,120 | |||||||||||||||||||||||
Santander Drive Auto Receivables Trust | $721,427 par, 0.96%, due November 15, 2024 | ** | 721,828 | |||||||||||||||||||||||
Toyota Auto Fixed | $1,106,000 par, 1.66%, due September 15, 2025 | ** | 1,104,279 | |||||||||||||||||||||||
Toyota Auto Receivables Owner Trust | $1,052,956 par, 1.36%, due August 15, 2024 | ** | 1,056,584 | |||||||||||||||||||||||
Toyota Auto Receivables Owner Trust | $1,446,000 par, 0.47%, due January 15, 2026 | ** | 1,418,897 | |||||||||||||||||||||||
Toyota Auto Receivables Owner Trust | $2,324,000 par, 0.90%, due October 15, 2026 | ** | 2,256,819 | |||||||||||||||||||||||
Toyota Auto Receivables Owner Trust | $669,000 par, 1.68%, due May 15, 2025 | ** | 672,843 | |||||||||||||||||||||||
Toyota Auto Receivables Owner Trust | $949,000 par, 1.02%, due March 15, 2027 | ** | 932,502 | |||||||||||||||||||||||
USAA Auto Owner Trust | $1,643,000 par, 2.14%, due November 15, 2024 | ** | 1,653,264 |
VCAT Asset Securitization LLC Series | $1,134,980 par, 2.289%, due December 26, 2050 | ** | 1,129,014 | |||||||||||||||||||||||
Verizon Communications Inc. | $3,572,000 par, 0.50%, due May 20, 2027 | ** | 3,497,919 | |||||||||||||||||||||||
Verizon Master Trust | $3,795,000 par, 1.04%, due January 20, 2027 | ** | 3,785,198 | |||||||||||||||||||||||
Verizon Owner Trust | $3,575,000 par, 1.85%, due July 22, 2024 | ** | 3,594,113 | |||||||||||||||||||||||
Verizon Owner Trust | $353,639 par, 2.93%, due September 20, 2023 | ** | 355,760 | |||||||||||||||||||||||
Volkswagen Auto | $1,392,060 par, 1.98%, due November 20, 2024 | ** | 1,392,832 | |||||||||||||||||||||||
Volkswagen Auto | $664,000 par, 2.35%, due August 20, 2026 | ** | 664,090 | |||||||||||||||||||||||
Volt CII LLC | $2,513,004 par, 1.87%, due August 25, 2051 | ** | 2,481,630 | |||||||||||||||||||||||
Volt XCIV LLC | $1,135,910 par, 2.24%, due February 27, 2051 | ** | 1,124,753 | |||||||||||||||||||||||
Westlake | $1,471,429 par, 0.56%, due May 15, 2024 | ** | 1,471,451 | |||||||||||||||||||||||
World Omni Auto Receivables Trust | $1,116,329 par, 1.96%, due December 16, 2024 | ** | 1,123,375 | |||||||||||||||||||||||
World Omni Auto Receivables Trust | $1,152,000 par, 0.61%, due October 15, 2026 | ** | 1,127,840 | |||||||||||||||||||||||
World Omni Auto Receivables Trust | $781,373 par, 2.59%, due July 15, 2024 | ** | 786,657 | |||||||||||||||||||||||
World Omni Auto Receivables Trust | $834,613 par, 3.28%, due March 15, 2024 | ** | 841,021 | |||||||||||||||||||||||
World Omni Auto Receivables Trust | $917,000 par, 0.48%, due November 17, 2025 | ** | 911,577 | |||||||||||||||||||||||
World Omni Select | $1,562,282 par, 0.29%, due February 18, 2025 | ** | 1,557,854 | |||||||||||||||||||||||
World Omni Select | $264,054 par, 0.47%, due June 17, 2024 | ** | 264,072 | |||||||||||||||||||||||
World Omni Select | $924,000 par, 0.55%, due July 15, 2025 | ** | 922,685 | |||||||||||||||||||||||
Total Asset-Backed Securities | 148,742,908 | |||||||||||||||||||||||||
Mortgage-Backed Securities | ||||||||||||||||||||||||||
510 Asset Backed | $2,555,048 par, 2.12%, due June 25, 2061 | ** | 2,507,703 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $1,010,000 par, 0.00%, due December 1, 2057 | ** | 1,022,587 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $1,025,000 par, 2.58%, due June 15, 2054 | ** | 1,027,451 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $1,081,000 par, 2.39%, due September 15, 2054 | ** | 1,065,068 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $1,215,000 par, 2.29%, due March 15, 2053 | ** | 1,192,177 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $1,293,000 par, 2.03%, due October 15, 2053 | ** | 1,241,056 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $1,484,000 par, 1.99%, due September 15, 2053 | ** | 1,406,490 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $1,540,000 par, 2.57%, due December 15, 2054 | ** | 1,565,258 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $1,635,000 par, 1.97%, due January 15, 2054 | ** | 1,562,712 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $1,807,000 par, 2.01%, due December 15, 2053 | ** | 1,720,575 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $474,000 par, 2.22%, due August 15, 2054 | ** | 459,852 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $941,000 par, 2.39%, due July 15, 2054 | ** | 925,581 | |||||||||||||||||||||||
Benchmark Mortgage Trust | $2,319,000 par, 2.64%, due April 15, 2054 | ** | 2,318,094 | |||||||||||||||||||||||
Citigroup Commercial Mortgage Trust | $816,000 par, 3.72% floating rate, due December 10, 2049 | ** | 870,602 | |||||||||||||||||||||||
Citigroup Commercial Mortgage Trust | $234,000 par, 3.78%, due September 10, 2058 | ** | 247,201 | |||||||||||||||||||||||
Citigroup Commercial Mortgage Trust | $1,143,000 par, 3.10%, due December 15, 2072 | ** | 1,187,957 | |||||||||||||||||||||||
Citigroup Commercial Mortgage Trust | $895,000 par, 3.15%, due November 15, 2049 | ** | 928,505 | |||||||||||||||||||||||
Commercial Mortgage | $1,116,000 par, 3.77%, due October 10, 2048 | ** | 1,179,515 | |||||||||||||||||||||||
Commercial Mortgage Bank | $1,673,000 par, 2.55%, due June 15, 2063 | ** | 1,655,054 | |||||||||||||||||||||||
Commercial Mortgage Bank | $492,000 par, 2.33%, due September 15, 2064 | ** | 489,316 | |||||||||||||||||||||||
Commercial Mortgage Bank | $521,000 par, 2.14%, due April 17, 2063 | ** | 506,491 | |||||||||||||||||||||||
Commercial Mortgage Bank | $658,000 par, 2.65%, due May 15, 2064 | ** | 657,491 | |||||||||||||||||||||||
Commercial Mortgage Bank | $1,766,000 par, 2.85%, due February 15, 2055 | ** | 1,817,832 | |||||||||||||||||||||||
Commercial Mortgage Bank | $888,000 par, 0.00%, due October 1, 2052 | ** | 907,706 |
Commercial Mortgage Trust | $320,680 par, 3.21%, due March 10, 2046 | ** | 325,566 | |||||||||||||||||||||||
Commercial Mortgage Trust CTF | $980,785 par, 3.77%, due October 10, 2046 | ** | 1,001,200 | |||||||||||||||||||||||
CSAIL Commercial Mortgage Trust | $436,000 par, 3.33% floating rate, due June 15, 2052 | ** | 455,443 | |||||||||||||||||||||||
CSAIL Commercial Mortgage Trust | $531,000 par, 3.50%, due November 15, 2049 | ** | 557,962 | |||||||||||||||||||||||
CSAIL Commercial Mortgage Trust | $91,000 par, 2.58%, due December 31, 2049 | ** | 91,988 | |||||||||||||||||||||||
CSMC | $905,086 par, 2.69%, due March 25, 2060 | ** | 903,284 | |||||||||||||||||||||||
CWMBS Inc. Mortgage Pass-through Series | $492,912 par, 6.00%, due December 25, 2033 | ** | 508,715 | |||||||||||||||||||||||
Freddie Mac STACR REMIC Series | $3,450,000 par, due November 25, 2041 | ** | 3,444,611 | |||||||||||||||||||||||
GS Mortgage Securities Trust | $341,000 par, 3.44%, due November 10, 2049 | ** | 358,334 | |||||||||||||||||||||||
GS Mortgage Securities Trust | $344,000 par, 3.14%, due June 10, 2046 | ** | 350,420 | |||||||||||||||||||||||
GS Mortgage Securities Trust | $519,000 par, 4.07%, due January 10, 2047 | ** | 538,053 | |||||||||||||||||||||||
GS Mortgage Securities Trust | $873,000 par, 2.91%, due February 13, 2053 | ** | 895,700 | |||||||||||||||||||||||
Legacy Mortgage Trust | $2,989,652 par, 1.75%, due April 25, 2061 | ** | 2,945,326 | |||||||||||||||||||||||
Legacy Mortgage Trust | $600,599 par, 1.65%, due June 25, 2061 | ** | 593,158 | |||||||||||||||||||||||
Mill City Mortgage | $807,139 par, 1.13%, due November 25, 2060 | ** | 797,861 | |||||||||||||||||||||||
* | Morgan Stanley Bank of America Merrill Lynch | $1,239,000 par, variable rate, due February 15, 2048 | ** | 1,281,831 | ||||||||||||||||||||||
* | Morgan Stanley Bank of America Merrill Lynch | $1,532,000 par, 3.73%, due May 15, 2048 | ** | 1,612,920 | ||||||||||||||||||||||
Morgan Stanley Capital 1 Trust | $864,000 par, 4.31%, due December 15, 2051 | ** | 958,617 | |||||||||||||||||||||||
Preston Ridge Partners Series | $332,974 par, 2.49%, due February 25, 2046 | ** | 329,953 | |||||||||||||||||||||||
Preston Ridge Partners Series Mortgage Trust | $473,211 par, 4.89%, due June 25, 2024 | ** | 465,452 | |||||||||||||||||||||||
PRPM | $1,040,623 par, 1.87%, due April 25, 2026 | ** | 1,029,160 | |||||||||||||||||||||||
PRPM | $1,379,998 par, 1.32%, due July 25, 2051 | ** | 1,347,632 | |||||||||||||||||||||||
PRPM | $491,872 par, 2.12%, due March 25, 2026 | ** | 485,804 | |||||||||||||||||||||||
PRPM | $769,625 par, 2.36%, due October 25, 2026 | ** | 762,299 | |||||||||||||||||||||||
Residential Accredit Loans Inc. | $5 par, 1.50%, due January 25, 2046 | ** | 5 | |||||||||||||||||||||||
SLG Office Trust | $453,000 par, 2.59%, due July 15, 2041 | ** | 450,917 | |||||||||||||||||||||||
VCAT | $359,774 par, 1.92%, due September 25, 2051 | ** | 354,771 | |||||||||||||||||||||||
Vericrest Opportunity Loan Transferee | $1,216,100 par, 1.89%, due February 27, 2051 | ** | 1,202,560 | |||||||||||||||||||||||
Volt | $999,515 par, 2.12%, due March 27, 2051 | ** | 990,454 | |||||||||||||||||||||||
Volt XCIII LLC | $596,476 par, 1.89%, due March 27, 2051 | ** | 588,031 | |||||||||||||||||||||||
Volt XCVII | $1,329,419 par, 2.24%, due April 25, 2051 | ** | 1,310,915 | |||||||||||||||||||||||
Wells Fargo Commercial Mortgage Trust | $1,195,000 par, 3.10%, due May 15, 2049 | ** | 1,224,521 | |||||||||||||||||||||||
Wells Fargo Commercial Mortgage Trust | $1,504,000 par, 2.63%, due November 15, 2054 | ** | 1,510,520 | |||||||||||||||||||||||
Wells Fargo Commercial Mortgage Trust | $306,000 par, 4.44%, due September 15, 2061 | ** | 340,862 | |||||||||||||||||||||||
Wells Fargo Commercial Mortgage Trust | $338,000 par, 2.12%, due August 15, 2053 | ** | 326,662 | |||||||||||||||||||||||
Wells Fargo Commercial Mortgage Trust | $413,000 par, 3.81%, due December 15, 2048 | ** | 437,189 | |||||||||||||||||||||||
Wells Fargo Commercial Mortgage Trust | $880,000 par, 3.70%, due November 15, 2048 | ** | 926,929 | |||||||||||||||||||||||
Wells Fargo Commercial Mortgage Trust | $1,230,000 par, 3.63%, due November 15, 2047 | ** | 1,280,909 | |||||||||||||||||||||||
WFRBS Commercial Mortgage Trust | $68,662 par, 3.34%, due June 15, 2046 | ** | 70,148 | |||||||||||||||||||||||
Total Mortgage-Backed Securities | 61,518,956 | |||||||||||||||||||||||||
Collective Investment Trusts/ Collective Trust Funds | ||||||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | Government Short-Term Investment Fund | ** | 624,636,836 | |||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | MSCI ACWI ex-U.S. IMI Index Non-Lendable Fund | ** | 2,788,276,873 | |||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | MSCI USA Minimum Volatility Index Fund | ** | 956,585,545 |
BlackRock Institutional Trust Company, N.A. | MSCI USA Momentum Index RSL Fund | ** | 926,719,170 | |||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | MSCI USA Quality Index RSL Fund | ** | 940,141,728 | |||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | MSCI USA Value Weighted Index RSL Fund | ** | 1,000,866,466 | |||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | Russell 1000 Index Non-Lendable Fund | ** | 9,544,991,851 | |||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | Russell 2000 Index Non-Lendable Fund | ** | 511,254,441 | |||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | Russell 2500 Index Non-Lendable Fund | ** | 938,219,003 | |||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | U.S. Debt Index Non Lendable Fund | ** | 2,369,193,504 | |||||||||||||||||||||||
BlackRock Institutional Trust Company, N.A. | U.S. Treasury Inflation Protected Securities Non-Lendable Fund | ** | 128,775,601 | |||||||||||||||||||||||
Global Trust Company | Altrinsic International Equity Collective Fund | ** | 811,430,558 | |||||||||||||||||||||||
Global Trust Company | AQR Emerging Equities Collective Investment Fund | ** | 406,977,354 | |||||||||||||||||||||||
Global Trust Company | Victory Mid Cap Value Collective Investment Trust Fund | ** | 394,009,681 | |||||||||||||||||||||||
JPMorgan Chase Bank, N.A. | Short Duration Bond Fund | ** | 703,230,961 | |||||||||||||||||||||||
Principal Global Investors Trust Company | Global Property Securities Fund | ** | 415,372,750 | |||||||||||||||||||||||
Prudential Trust Company | Core Plus Bond Fund | ** | 1,210,365,658 | |||||||||||||||||||||||
Reliance Trust Company | Driehaus Emerging Markets Growth CIT Fund | ** | 392,001,257 | |||||||||||||||||||||||
SEI Trust Company | AEW Global Properties Trust Fund | ** | 414,906,682 | |||||||||||||||||||||||
SEI Trust Company | Cohen & Steers Global Listed Infrastructure Fund | ** | 147,614,025 | |||||||||||||||||||||||
SEI Trust Company | CoreCommodity Management Diversified I CIT Fund | ** | 92,018,526 | |||||||||||||||||||||||
SEI Trust Company | Fiera Asset Management USA Collective Trust | ** | 1,129,014,931 | |||||||||||||||||||||||
SEI Trust Company | Jackson Square SMID-Cap Growth CIT Fund | ** | 213,144,658 | |||||||||||||||||||||||
SEI Trust Company | Nuveen Global Infrastructure Fund | ** | 295,307,432 | |||||||||||||||||||||||
* | Northern Trust Company | Global Investments Collective Short Term Investment Fund | ** | 1,993,215 | ||||||||||||||||||||||
* | Northern Trust Company | GQG Partners International Equity CIT Fund | ** | 1,220,256,049 | ||||||||||||||||||||||
* | Northern Trust Company | The Collective First State Investments Global Listed Infrastructure Fund | ** | 297,361,544 | ||||||||||||||||||||||
* | Northern Trust Company | The Collective LSV International (ACWI EX US) Value Equity Fund | ** | 1,655,688,310 | ||||||||||||||||||||||
* | Northern Trust Company | The Presima Global Real Estate Concentrated Collective Fund | ** | 360,724,367 | ||||||||||||||||||||||
Wellington Trust Company, NA | CIF II Commodities Portfolio | ** | 89,698,689 | |||||||||||||||||||||||
Total Collective Investment Trusts/Collective Trust Funds | 30,980,777,665 | |||||||||||||||||||||||||
Total Investments | $ | 37,364,460,426 | ||||||||||||||||||||||||
* | Notes Receivable from participants | Loans to participants, interest rates ranging from 4.25% to 6.5% with various maturities | $ | 1,076,193,952 |
June 30, 2022 | By: | /s/ Adam Stavisky | |||||||||
Adam Stavisky Senior Vice President, US Benefits, Global People Walmart Inc. |