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11-K 1 a2024401kretirementplan.htm 表格11-K 文件

美国
证券交易委员会
华盛顿特区20549
表格11-K
年度报告
根据《公约》第15（d）条
1934年证券交易法
截至2024年12月31日止财政年度
委托文件编号。1-442
波音公司401（k）退休计划
波音公司
929长桥驱动
弗吉尼亚州阿灵顿22202


The Boeing Company 401（k）退休计划
用人单位身份证号：91-0425694
计划编号：002
截至2024年12月31日及2023年12月31日及截至2024年12月31日止年度的财务报表、截至2024年12月31日的补充附表及独立注册会计师事务所的报告


波音公司401（k）退休计划
目 录 
     页
  
1
财务报表：   
截至2024年12月31日和2023年12月31日可用于福利的净资产报表   
2
截至2024年12月31日止年度可用于福利的净资产变动表   
3
截至2024年12月31日和2023年12月31日及截至2024年12月31日止年度的财务报表附注   
4
补充时间表：   
表格5500，附表H，第4行（i）项-截至2024年12月31日的资产附表（年底持有）   
18
签名
192
注：劳工部《1974年雇员退休收入保障法》规定的报告和披露规则和条例第2520.103-10节要求的所有其他时间表由于不适用而被省略。
  

独立注册会计师事务所报告
致计划参与者及计划管理员
The Boeing Company 401（k）退休计划
弗吉尼亚州阿灵顿

对财务报表的意见

我们对所附的The Boeing Company 401（k）退休计划、（“计划”）截至2024年12月31日和2023年12月31日止年度可用于领取福利的净资产、截至2024年12月31日止年度相关的可用于领取福利的净资产变动表及相关附注（统称“财务报表”）进行了审计。我们认为，财务报表按照美利坚合众国普遍接受的会计原则，在所有重大方面公允列报了截至2024年12月31日和2023年12月31日该计划可用于福利的净资产，以及截至2024年12月31日止年度可用于福利的净资产变动。

意见依据

这些财务报表由该计划的管理层负责。我们的责任是根据我们的审计对该计划的财务报表发表意见。我们是一家在美国上市公司会计监督委员会（PCAOB）注册的公共会计师事务所，根据美国联邦证券法以及证券交易委员会和PCAOB的适用规则和条例，我们必须在该计划方面保持独立。

我们按照PCAOB的标准进行了审计。这些准则要求我们计划和执行审计，以就财务报表是否不存在重大错报获取合理保证，无论是由于错误还是欺诈。我们的审计包括执行程序以评估财务报表的重大错报风险，无论是由于错误还是欺诈，以及执行应对这些风险的程序。这些程序包括在测试的基础上审查有关财务报表中的数额和披露的证据。我们的审计还包括评估管理层使用的会计原则和作出的重大估计，以及评估财务报表的总体列报方式。我们认为，我们的审计为我们的意见提供了合理的基础。

关于补充附表的报告

截至2024年12月31日的资产补充附表（年末持有）已接受与计划财务报表审计同时执行的审计程序。补充日程表由计划管理部门负责。我们的审计程序包括确定补充附表是否与财务报表或相关会计和其他记录（如适用）相符，并执行程序以测试补充附表中提供的信息的完整性和准确性。在形成我们对补充时间表的意见时，我们评估了补充时间表，包括其形式和内容，是否符合劳工部根据1974年《雇员退休收入保障法》提交和披露的规则和条例。我们认为，就财务报表整体而言，这样的时间表在所有重大方面都是公平的。

/s/德勤会计师事务所
伊利诺伊州芝加哥
2025年6月10日

我们至少从1990年开始担任该计划的审计员；然而，无法可靠地确定更早的一年。
1

波音公司401（k）退休计划
可用于福利的净资产报表
截至2024年12月31日和2023年12月31日
（百万美元） 2024 2023
资产：
投资—对Master Trust的权益 $ 73,154 $ 71,387
应收款项：
雇主供款 50 236
参与人应收票据 706 623
应收款项总额 756 859
可用于福利的净资产 $ 73,910 $ 72,246
见财务报表附注。
2
波音公司401（k）退休计划
可用于福利的净资产变动表
截至2024年12月31日止年度
（百万美元）
Net Master Trust活动 $ 5,201
参与人应收票据利息收入 38
贡献：
雇主—波音普通股 1,419
参与者 2,126
捐款总额 3,545
支付的福利 7,231
资产转移前净增
1,553
从另一计划转移的资产 111
可用于福利的净资产：
年初 72,246
年底 $ 73,910
见财务报表附注。

3
波音公司401（k）退休计划
财务报表附注
截至2024年12月31日和2023年以及截至2024年12月31日止年度
（百万美元）
1.    计划说明
以下对The Boeing Company 401（k）退休计划（“计划”）的描述仅提供一般信息。计划定义的参与者（“成员”或“参与者”）应参考计划文件，以更完整地描述计划的规定。
一般—该计划是一项界定缴款计划，旨在符合《国内税收法》（“IRC”）规定的资格，作为具有现金或递延安排和员工持股计划成分的利润分享计划，旨在为会员提供一种为其退休进行定期储蓄的方式。The Boeing Company（“公司”或“波音”）或其收养子公司之一的合格员工在受雇的第一天就有资格参加。
该计划包括一项针对新符合条件的雇员的自动注册条款，除非他们肯定地选择不参加该计划。自动注册会员的延期费率设定为计划文件中定义的合格补偿的百分比，他们的供款将投资于合格的默认投资替代方案（“QDIA”），直至会员更改。目前该计划的QDIA为适用的定制目标日期基金。
该计划的资产（不包括来自参与者的应收票据）持有于The Boeing Company员工储蓄计划总信托（“总信托”）。The 北方信托 Company（“NT”）担任Master Trust的受托人。员工福利计划委员会监督该计划的运营和管理。该计划须遵守经修订的1974年《雇员退休收入保障法》（“ERISA”）的规定。
贡献—成员可以选择按计划文件中定义并受法定限制的税前、税后、罗斯或这些缴款类型的组合，按其合格薪酬的一定百分比向计划缴款。在计划年度结束前年满50岁的会员，有资格按照计划文件的定义作出追赶性供款，但须遵守法定限额。追赶性缴款不符合某些成员的雇主匹配缴款资格。该计划还接受某些展期缴款。
根据该计划的条款，波音公司为符合条件的会员提供雇主匹配和公司捐款。在2024年和2023年期间，波音的捐款以公司普通股的形式进行，并根据成员当前的投资选举立即转入其他投资基金。
截至2024年12月31日和2023年12月31日的应收雇主缴款，包括以下内容：
2024 2023
非选择性缴款相当于若干成员合资格薪酬的2%
$ — $ 195
雇主匹配的校准贡献
29 27
学生贷款匹配计划捐款
21 14
应收款项总额：雇主缴款
$ 50 $ 236
会员可选择更改其贡献百分比。这些变更在收到请求后的下一个发薪期生效，或在此后尽快在行政上生效。会员供款和雇主供款对基金的分配可随时更改，并于更改当日或下一个营业日生效，具体时间取决于有关股票市场收盘时的变更请求时间。
4
会员帐目—为每个成员维护个人账户。每个成员的账户都记入该成员的缴款、波音的缴款以及该账户所投资基金的计划收益（亏损）分配，并在适用的情况下记入某些行政和投资相关费用的分配以及会员特定费用。按照计划文件的定义，拨款基于会员收入或账户余额。会员有权享受的福利是可以从会员账户中提供的福利。
投资基金—加入该计划后，会员可将其供款和任何雇主供款直接投资于根据该计划提供的投资基金。这些投资基金包括共同/集合信托、单独管理的美国股票账户、单独管理的非美国股票账户、单独管理的固定收益账户、定制目标日期基金、稳定价值基金（由合成担保投资合同（“合成GIC”）组成），以及截至2024年12月31日和2023年12月31日的波音普通股，即波音股票基金。波音股票基金由波音普通股股票和现金清扫基金中持有的现金组成。会员可以选择将其在波音股票基金的投资所获得的股息以现金形式分配给他们或再投资于波音股票基金（股息支付计划）。投资基金每日估值，会员可选择每日更改其投资分配。
归属—会员捐款、波音捐款以及这些捐款的收益立即归属。
提款—会员可在会员年满591/2周岁之日或之后的任何时间选择退出全部或部分账户。如果成员未满591/2岁，从其账户提款将受到该计划规定的某些账户和某些艰苦条件规则的限制。如果成员采取艰苦条件退出，该成员可以继续向该计划供款；但是，对于某些成员，雇主匹配供款将在艰苦条件退出后暂停六个月。
此外，成员可选择在成员年满591/2岁之前退出其雇主匹配缴款账户的全部或部分，但前提是该成员已满其受雇五周年。如果这样提取，雇主匹配供款一般会在提取后的六个月内暂停。公司供款可在终止雇用时全额提取。可随时提取税后缴款和滚存缴款。符合条件的会员还可获得合格的预备役人员分配、现役军假分配、残疾时退出、合格的出生和收养退出、家庭虐待退出、紧急个人开支退出、合格的灾难恢复退出。
如出现生病或受伤情况，且如合资格会员已使用其所有常规病假福利，则合资格会员可选择撤回其全部或部分薪金续存余额（如适用），但须符合计划规定。
参与人应收票据—会员可从其基金账户借入最低一千美元，最高可等于五万美元或其账户余额的50%（受某些账户的限制并减去任何当前未偿还贷款余额）中的较低者，减去过去12个月公司所有储蓄计划下的最高未偿还贷款余额。会员一般在任何时间最多可有两笔计划下未偿还的贷款。根据计划规定和/或贷款政策和程序，贷款可能会受到额外限制。新贷款的利率每月设定，等于截至贷款日期前一个日历月最后一个营业日在《华尔街日报》上公布的最优惠利率。截至2024年12月31日，未偿还贷款的利率为3.25%至9.50%，贷款在截至2044年12月的不同日期到期。
对于一般贷款，通过最长60个月的定期工资扣除来偿还贷款，对于用于为购买主要住宅提供资金的贷款，则通过更长时间的定期工资扣除来偿还贷款。如会员的雇用因任何理由而终止，而贷款余额在终止日期前未能足额支付，会员可继续按月偿还贷款，直至预定还清贷款为止。一笔贷款如果90天未付款，未偿还的贷款余额一般会违约
5
保持在预定的还清日期后30天，或会员在还清贷款前全额分配其账户净余额。如果贷款违约，贷款余额将成为会员的应纳税所得额。
福利金支付—终止服务时，会员可选择收取一笔总付金额，金额相当于会员在其账户中的既得权益的全部价值；部分付款金额；或每月、每季度、每半年或每年分期支付固定美元金额或特定年限，最长10年。一般来说，会员还可以选择以股份和/或现金支付其全部或部分波音股票基金余额。会员还可以选择将其账户的全部或部分用于从计划管理人根据计划管理人制定的程序提供的提供者处购买支付特定年限的年金合同。如果成员没有进行选举，根据适用的计划规定，通常将在73岁之后开始每年分配所需的最低金额。尽管有上述规定，在成员终止服务后，如果其账户余额为一千美元或以下，将根据适用的计划规定自动支付给该成员。
从另一计划转移的资产—自2024年12月31日起，Boeing Distribution Services，Inc.退休计划（“BDSI计划”）并入该计划。BDSI计划的全部资产和负债均转入该计划。转移的净资产总额为111美元，其中包括来自参与者的3美元应收票据。
计划修订—根据计划条款的规定，该计划文件在2024年期间生效，该计划文件进行了修订，允许某些成员进行新的一次性延期，根据2022年SECURE 2.0法案的允许增加新的退出选项，反映每个集团适用的集体谈判协议中规定或允许的某些变化，反映将BDSI计划合并到该计划中，反映新的合格激励计划，并澄清或更新该计划的某些行政条款。自2025年1月1日起，更新计划文件，以纳入或澄清计划的某些行政规定，并作出于2025年1月1日或之后生效的某些设计更改。
后续事件—后续事件的评估截止到2025年6月10日，即财务报表发布之日。
2.    会计政策概要
会计基础—所附财务报表是根据美利坚合众国普遍接受的会计原则（“GAAP”）编制的。
估计数的使用—按照公认会计原则编制财务报表要求管理层做出估计和假设，这些估计和假设会影响资产和负债的报告金额及其变化以及或有资产和负债的披露。实际结果可能与这些估计不同。
风险和不确定性—该计划利用了各种投资工具。投资证券，一般来说，面临各种风险，如利率风险、信用风险、市场整体波动等。市场风险包括全球性事件，例如疫情或国际冲突，这些事件可能会影响投资证券的价值。由于与某些投资证券相关的风险水平，投资证券的价值在近期内发生变化是合理可能的，并且这种变化可能会对财务报表中报告的金额产生重大影响。
投资的估值—对Master Trust的投资按公允价值列报，但完全效益响应型投资合同（“FBRICs”）或合成GIC除外，后者按合同价值报告。金融工具的公允价值是市场参与者在计量日进行的有序交易中出售资产所收到的价格或转移负债所支付的价格（退出价格）。在不被视为活跃的市场交易的证券可能会使用不可观察的输入进行估值，例如最近的交易价格、单一经纪自营商报价、相关收益率曲线以及有关该证券的其他假设。合同价值是会员根据计划条款发起允许交易时将获得的金额（见注3）。Master Trust的投资，如附注4所述，估值如下：
6
•普通股，包括波音普通股、优先股，以及在国家和国际交易所活跃市场交易的其他投资（权利、认股权证、交易所交易基金、交易所交易期权和其他交易所交易衍生品），主要使用基于相同工具在一年中最后一个交易日的收盘市场价格的市场方法进行估值。其他交易所交易衍生工具计入主信托净资产报表的其他应收款和其他负债。
•远期和即期货币合约如果合约期限为两天或更短，则采用基于即期外币汇率的市场价值法估值，对于期限大于两天的任何合约，采用插值远期汇率估值。远期和即期货币合约包括在主信托净资产报表的其他应收款和其他负债中。
•对共同/集合信托基金的投资按年终单位资产净值（“NAV”）进行估值。以资产净值作为估算公允价值的实用权宜之计。单位价值由发行人或第三方管理人按照年末净资产总额的公允价值除以未偿还单位确定。这些投资没有无资金承诺，没有赎回频率限制，也没有赎回所需的提前通知期。
•合成GIC按合同价值列报。发包人信用风险不计提对合同价值的准备金。合同基础的固定收益证券根据下文所述固定收益证券的定价方法进行估值。
•固定收益证券，包括政府和机构证券、公司债券以及抵押和资产支持证券，主要使用使用矩阵定价的市场方法进行估值，矩阵定价考虑了证券与在活跃市场中可能有报价的其他证券的关系，或者基于收益法，该方法使用估值技术将未来现金流量转换为单一现值金额。估值方法旨在最大限度地利用可观察的输入值，例如可观察的贸易价格、多个经纪自营商报价、相关收益率曲线以及关于证券的其他假设（预付款预测、现金流、其他证券特征等），并最大限度地减少不可观察的输入值。证券的估值截至一年中的最后一个交易日。待公告证券（“TBA”）等未来结算延迟的固定收益工具的估值与活跃市场中的固定收益证券类似。TBA包括在与合成GIC相关的基础资产、其他应收款以及Master Trust净资产报表上的其他负债中。
•共同基金，即注册投资公司，按基金报告的每日收盘价进行估值。万事达信托持有的基金是在美国证券交易委员会注册的开放式基金。这些基金被要求公布其每日资产净值，并以该价格进行交易。
•短期投资包括存单、商业票据、国库券、原始期限大于三个月但小于一年的贴现票据等。这些投资主要使用市场方法进行估值，其方式与上面提到的固定收益证券相同。
•其他投资包括实物商品和场外交易（“OTC”）衍生品，例如期权和掉期合约。实物商品的估值采用市场方法，使用特定商品的近月期货合约。衍生工具采用市场法估值，并基于主信托在报告日为退出衍生工具而将收到或支付的预期金额。估值方法依赖于输入，包括但不限于基准收益率、掉期曲线、现金流分析、评级更新和交易商间经纪费率。衍生工具交易对手的信用风险通过抵押主信托为终止衍生工具而将收到或支付的预期金额来抵消。
根据财务会计准则委员会（“FASB”）会计准则编纂（“ASC”）946，金融服务-投资公司，合成GIC按合同价值计入
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可用于效益的净资产报表中的参与者指导投资。合同价值是如果成员根据该计划的条款和合成GIC的条款发起允许的交易，他们将获得的金额。可用于惠益的净资产变动表按合同价值列报。
证券买卖按交易日期入账。利息收入按权责发生制入账。股息于除息日入账。投资的净增值/折旧包括已实现和未实现的收益或损失，计算为截至计划年度年初或当年购买日的投资公允价值与销售价格或年末公允价值之间的差额。
现金及现金等价物—现金及现金等价物包括现金和现金抵押品。现金抵押品与贴在衍生品上的抵押品有关。
估值监督—计划管理层已实施的流程旨在确保主信托使用的公允价值计量是适当和可靠的，它们尽可能基于可观察的输入，以及一致地应用估值方法和使用的假设是合理的。估值框架有一套流程，规定对公允价值方法以及估值进行监督和验证。
公司董事会已将计划资产对主信托结构内持有的各种退休计划的受托监督授权给员工福利投资委员会（“EBIC”）。EBIC已将这一职责转授予首席投资官（“CIO”），后者负责管理Trust Investments并担任估值委员会主席。Trust Investments负责对计划资产的监督，包括选择和监测投资经理、资产策略和风险管理。估值委员会负责监督Master Trust的估值实践，由Trust Investments的董事总经理组成，包括风险管理和信托运营以及每个投资团队，以及精算服务和企业福利会计总监。估值委员会定期举行会议，目的是履行以下职责，并向EBIC提供其调查结果和行动的年度审查：
•每年审查和批准Trust Investments估值做法，并审查第三方使用的估值做法
•审查和批准年终估值，包括制定和证实公允价值计量中使用的不可观察输入值的方法
•复核分析及公司与主信托为评估各期间年终估值及公允价值计量变动合理性而采用的基准
•审查及批准于Master Trust持有的投资的年度财务报表披露
普通/集合信托基金通常使用NAV或其等值进行估值。这些基金提供的估值至少每季度进行一次审查。资产管理人的经审计财务报表在适用的情况下用于Master Trust的年度财务报告流程。合理性评估包括定期召开资产管理人会议和审查季度报告、第三方审查和调节，其中包括升级为信托投资的例外情况、季度首席信息官投资审查以及审查管理人估值政策。当与资产管理公司签订新的授权或管理公司提供政策变更时，将对估值政策进行审查。
固定收益、股权和衍生工具通常使用从定价供应商获得的估值进行估值。定价供应商估值方法和托管人定价控制及相关文件的合理性每年进行评估。定价供应商尽职调查过程包括对定价控制和程序的审查，以及讨论，以保持对供应商可能用于定价工具的估值过程和相关假设和投入的当前理解。托管人尽职调查流程包括对代表Master Trust执行的定价控制和程序的审查。这包括对价格变化进行不同程度的公差检查，审查陈旧
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或价格不变、多价格来源比较、供应商价格挑战。此外，托管人每月对其估值与从每个投资经理处获得的估值进行核对，任何例外情况都将报告给Trust Investments以供解决，其中可能包括向估值委员会升级。
贡献—来自会员的供款和来自公司的配套供款在员工供款被扣留补偿的当年入账。
福利—福利在支付时入账。
费用—计划的必要和适当费用由主信托层面的计划资产支付，但公司依法要求或选择支付的费用除外。费用在主信托一级支付，从赚取的收入中扣除，因此记录为投资回报的减少，不单独反映在计划的可用于福利的净资产变动表中。
参与人应收票据—参与者应收票据按未付本金余额加上任何应计但未付利息计量。拖欠的会员贷款根据计划文件的条款记录为分配。
3.    合成担保投资合同
Master Trust旗下包括Stable Value Fund（“SVF”），该基金由高盛 Sachs Asset Management，L.P.（“GSAM”）管理。SVF持有合成GIC。
合成GIC又称打包合约，是由保险公司或其他金融机构发行的一种投资合约，由SVF拥有的多元化固定收益和现金投资组合提供支持。这些合同规定，基础资产的已实现和未实现损益不会立即反映在SVF的净资产中，而是通过调整合同的未来入计费率，在基础资产的存续期或其他商定期间内进行摊销。影响SVF未来入计率的主要变量包括各种换算合约的入计率、更广泛的市场利率、基础资产的当前收益率和历史投资业绩、换算合约涵盖的基础资产的期限、SVF投资组合的市场价值与相关换算合约的账面价值之间的现有差异、参与者向SVF或从SVF缴款和提款的时间和金额、SVF投资于现金的百分比以及SVF费用等因素。发包人保证（受包装合同中的条款、条件和例外情况的限制）所有合格的参与者提款将按合同价值（或账面价值）发生，这表示根据合同作出的贡献，加上贷记利息，减去根据合同作出的提款，并减去管理费用。
如附注2所述，合成GIC按合同价值计入Master Trust的净资产报表。发包人信用风险不计提合同价值准备金。合约基础的固定收益证券根据附注2所述估值方法进行估值。
合成GIC的基础资产归SVF所有，后者是Master Trust的一部分。NT是Master Trust资产的托管人。合成GIC的基础资产投资于由贝莱德理财、Voya Investment Management Co.、J.P. Morgan Investment Management（“JPM”）、太平洋投资管理公司、PGIM（保德信金融的全球投资管理业务）和Western Asset Management Co.管理的多元化固定收益和现金组合。除了多元化的固定收益投资组合外，GSAM还监管对现金部分的分配，该部分投资于由JPM管理的单独管理账户。
包装供应商各自有合同义务支付向SVF担保的本金和指定入计费率，但须遵守每份包装合同的条款、条件和例外情况。各自的入计率分别基于与每个换算合约发行方商定的公式；每个合约提供0%的利率下限。这种合同入计率按月重置，而SVF的入计率则按日重置。
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某些事件，包括但不限于公司发起的计划终止或主信托之外的计划合并，可能会限制SVF以合同价值进行交易的能力，或可能允许以低于合同价值的价格终止包装合同。公司认为不可能发生任何可能限制SVF按合同价值进行交易的能力的事件。
4.    大师信托
Master Trust资产由每个投资基金期权进行投资并维护记录。资金根据计划规定和成员分配选举分配给参与计划。净资产的分配是基于各计划成员截至年底各自持有的单位数。净资产变动的分配，按截至该日末各计划成员持有的单位逐日计算。
该计划在主信托的权益占主信托于2024年12月31日及2023年12月31日的净资产的100%。
尽管截至2024年12月31日，该计划是主信托中唯一的参与计划，但公司打算为未来潜在的收购计划保留主信托，并作为主信托提交5500表格。

Master Trust截至2024年12月31日和2023年12月31日的净资产报表如下：
2024 2023
资产：
投资——按公允价值：
共同/集合信托 $ 45,742 $ 41,439
普通股和优先股 8,867 7,280
政府和机构证券 737 565
公司债券 553 456
抵押和资产支持证券 356 447
波音普通股 5,434 8,444
共同基金 133 48
短期投资
42 40
其他投资
15 14
投资总额——按公允价值
61,879 58,733
投资——按合同价值：
合成GIC/SVF 11,231 12,536
主信托投资总额 73,110 71,269
现金及现金等价物 180 139
应收款项：
出售证券的应收款项 166 68
应计投资收益 38 30
其他 6 7
应收款项总额 210 105
总资产 73,500 71,513
负债：
购买证券的应付款项 296 68
应计投资和管理费用 26 26
其他 24 32
负债总额 346 126
净资产 $ 73,154 $ 71,387
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马斯特信托截至2024年12月31日止年度的净资产变动表如下：
投资净增值
$ 4,682
利息收入 484
股息收入 137
投资收益 621
投资净收益
5,303
从参与计划收到的金额 4,032
扣除：
支付给参与计划的金额 7,574
投资和管理费用
102
扣除总额
7,676
从另一计划转移的资产 108
净资产增加
1,767
年初
71,387
年底
$ 73,154
5.    金融资产和金融负债的公允价值
ASC 820，公允价值计量，建立公允价值层次结构，优先考虑用于计量公允价值的估值技术的输入。层次结构给予相同资产或负债活跃市场中未经调整的报价最高优先级（第1级计量），给予不可观察输入值最低优先级（第3级计量）。金融资产和金融负债在ASC 820下的公允价值层次结构的三个层次描述如下：
1级—价值基于相同、非限制性资产或负债在计量日可获得的活跃市场中未经调整的报价。活跃市场是指资产或负债的交易以足够的频率和数量发生，以持续提供定价信息的市场。
2级—价值基于（a）活跃市场中类似资产或负债的报价；（b）非活跃市场中相同或类似资产或负债的报价；或（c）其输入值在资产或负债的几乎整个期限内可直接或间接观察到的估值模型。
3级—价值基于价格或估值技术，这些价格或估值技术需要对整体公允价值计量既不可观察又具有重要意义的输入值。
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下表按公允价值层级内的级别列出了截至2024年12月31日、2024年12月31日和2023年12月31日按经常性基础以公允价值计量的一般资产和负债类型划分的主信托投资摘要。根据ASC 820的要求，资产和负债按照对公允价值计量具有重要意义的最低输入值进行整体分类。
报价价格
活跃市场中
为相同
资产
（1级）		 重大
其他
可观察
输入
（2级）		 重大
不可观察
输入
（3级）		 未拉平*
截至2024年12月31日的余额
投资：
公允价值层次结构中的投资：
普通股和优先股 $ 8,863 $ — $ 4 $ — $ 8,867
政府和机构证券 — 727 10 — 737
公司债券 — 552 1 — 553
抵押和资产支持证券 — 330 26 — 356
波音普通股 5,434 — — — 5,434
共同基金 133 — — — 133
短期投资 — 42 — — 42
其他投资 — 15 — — 15
公允价值等级中的投资总额
14,430 1,666 41 — 16,137
以资产净值计量的投资：
共同/集合信托 — — — 45,742 45,742
投资总额——按公允价值
14,430 1,666 41 45,742 61,879
以合同价值计量的投资：
合成GIC/SVF — — — 11,231 11,231
现金及现金等价物
— — — 180 180
应收款项：
出售证券的应收款项 — — — 166 166
应计投资收益 — — — 38 38
其他 1 5 — — 6
应收款项总额 1 5 — 204 210
总资产 14,431 1,671 41 57,357 73,500
负债：
购买证券的应付款项 — — — 296 296
应计投资和管理费用 — — — 26 26
其他 1 10 — 13 24
负债总额 1 10 — 335 346
净资产 $ 14,430 $ 1,661 $ 41 $ 57,022 $ 73,154
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报价价格
活跃市场中
为相同
资产
（1级）		 重大
其他
可观察
输入
（2级）		 重大
不可观察
输入
（3级）		 未拉平*
截至2023年12月31日的余额
投资：
公允价值层次结构中的投资：
普通股和优先股 $ 7,279 $ — $ 1 $ — $ 7,280
政府和机构证券 — 564 1 — 565
公司债券 — 453 3 — 456
抵押和资产支持证券 — 428 19 — 447
波音普通股 8,444 — — — 8,444
共同基金 48 — — — 48
短期投资 — 37 3 — 40
其他投资 — 14 — — 14
公允价值等级中的投资总额
15,771 1,496 27 — 17,294
以资产净值计量的投资：
共同/集合信托 — — — 41,439 41,439
投资总额——按公允价值
15,771 1,496 27 41,439 58,733
以合同价值计量的投资：
合成GIC/SVF — — — 12,536 12,536
现金及现金等价物
— — — 139 139
应收款项：
出售证券的应收款项 — — — 68 68
应计投资收益 — — — 30 30
其他 1 6 — — 7
应收款项总额 1 6 — 98 105
总资产 15,772 1,502 27 54,212 71,513
负债：
购买证券的应付款项 — — — 68 68
应计投资和管理费用 — — — 26 26
其他 1 11 — 20 32
负债总额 1 11 — 114 126
净资产 $ 15,771 $ 1,491 $ 27 $ 54,098 $ 71,387
*未平准的金额与使用NAV作为估计公允价值的实用权宜之计的投资、以合同价值计量的投资以及非投资资产和负债有关。本表所列数额旨在允许将公允价值等级与主信托公司净资产报表所列数额进行调节。
归入第3级的Master Trust按公允价值计算的净资产包括普通股和优先股、政府和机构证券、公司债券、抵押和资产支持证券以及短期投资。该等金额分别为Master Trust于2024年12月31日及2023年12月31日的净资产的0.06%及0.04%。
3级转让—监测可观察市场数据的可获得性，以评估公允价值等级内金融工具的适当分类。经济条件或基于模型的估值技术的变化可能需要将金融工具从一个公允价值水平转移到另一个公允价值水平。根据金融工具的性质和转让相对于净资产的规模，评估层级间转让的意义。截至2024年12月31日和2023年12月31日止年度，没有重大转入或转出第3级。

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6.    衍生金融工具
ASC 815，衍生品和套期保值，要求披露衍生工具的使用方式和原因、会计核算以及对经营业绩和财务状况的影响。Master Trust持有的衍生工具不被指定为ASC 815下的套期保值工具。万事达信托投资面临以下金融工具风险：

利率风险 —利率风险是指由于利率变动而导致资产市场价值变动的风险。债券期货、利率互换、利率互换期权一般用于管理利率风险或调整组合久期。期货合约是双方在未来某一日期以设定的价格买卖金融工具的协议。利率互换协议涉及就主信托与交易对手之间的名义本金金额交换各自支付或收取利息的承诺，例如，将浮动利率支付交换为固定利率支付。利率互换期权是根据预定条件订立利率互换的期权。

信用风险 —信用风险是指标的发行主体的资信状况发生变化，导致资产市值发生变化的风险。信用违约掉期用于管理证券或一篮子证券的信用敞口。信用违约互换协议涉及一方当事人（简称保护买方）向另一方当事人（保护卖方）支付一系列款项，以换取在被引用实体、义务或指数发生违约或其他信用事件时获得特定回报的权利。

外币风险 —货币风险是外币汇率变动导致市值变动的风险。通常，货币期货和远期合约被用来实现期望的货币敞口，或产生增值业绩。外币期货和远期是双方在指定的未来日期以设定的汇率买卖一套货币的协议。货币期权赋予买方在给定日期或之前以设定的汇率买入一种货币或卖出另一种货币的权利，但没有义务。

股权风险 —权益风险是指由于权益或权益指数价格变动导致资产市值变动的风险。权益期货和互换一般用于管理证券或指数的市场敞口，或将总投资组合重新平衡到目标资产配置。权益期货合约是双方在未来某一日期以设定的价格买卖金融工具的协议。权益互换一般以股票或股票指数的收益换取另一种金融工具的收益，如不同的股票或股票指数或伦敦银行同业拆借利率。

未来结算风险 —未来结算风险是指交易对手不履约导致未收到合同规定的资产或相关收益的风险。收益来源于标的证券价格变动导致的合约市场价值变动。抵押贷款支持的TBA用于管理证券或资产类别的市场敞口。TBA是一种购买或出售将在未来约定日期交付的机构抵押贷款支持证券的合同。
截至2024年12月31日和2023年12月31日，Master Trust已投资于衍生品合约。如附注4所述，这些合同的公允价值包含在Master Trust的净资产报表中，并不重要。
衍生合约已实现损益和未实现损益的变化在Master Trust的净资产变动表中反映为投资的净增值或折旧。截至2024年12月31日止年度衍生工具合约已实现损益及未实现损益变动的影响并不重大。
下表汇总了截至2024年12月31日和2023年12月31日未平仓衍生品合约的总名义价值。总名义金额表明了主信托的衍生活动的数量，并显着超过了衍生投资的公允价值，这更能代表主信托中与衍生工具相关的经济风险。
14
息率 信用 国外
货币		 股权 未来
结算		 合计
2024年12月31日
远期合约 $ — $ — $ 276 $ — $ — $ 276
期货 2,793 — 5 277 — 3,075
期权 53 — 16 — — 69
掉期 1,294 50 — — — 1,344
TBA — — — — 725 725
合计 $ 4,140 $ 50 $ 297 $ 277 $ 725 $ 5,489
2023年12月31日
远期合约 $ — $ — $ 223 $ — $ — $ 223
期货 3,838 — 6 255 — 4,099
期权 96 — 2 — — 98
掉期 531 45 5 — — 581
TBA — — — — 389 389
合计 $ 4,465 $ 45 $ 236 $ 255 $ 389 $ 5,390
衍生品一般用于管理证券、指数或货币的市场敞口，或调整投资组合久期。衍生合约是从基础资产、指数、参考利率或这些因素的组合中得出其价值的工具。有关衍生工具如何估值的进一步说明，请参阅附注2。某些现金工具，例如抵押贷款支持的TBA，符合GAAP下衍生工具的定义。
交易对手性质及衍生工具的结算机制影响主信托所面临的信用风险。对于掉期、远期、期权和TBA等场外衍生品，主信托面临衍生品交易对手的信用风险。
对于交易所交易的衍生品，如期货和期权，以及“清算”的场外掉期，主信托一般会面临相关交易所或清算所的信用风险。在可能的情况下，主信托寻求通过使用具有法律效力的总净额结算安排和抵押品协议来减轻其衍生交易产生的信用风险敞口。
万事达信托还存在以下情形的流动性风险：
1）当衍生工具合约要求主信托在合约公允价值向交易对手有利变动时向交易对手追加现金或证券担保物，且主信托在相关合约下的应收款项无法抵销或价值不足以抵销对交易对手的付款义务时。
2）当某些衍生品合约在国际掉期和衍生品协会主协议（一般为掉期）下与处于净负债头寸的合约的对手方具有信用相关或有特征时。
如果Master Trust的资产在预定时间段内以各种预先指定的利率下降，则存在流动性风险。如果发生这种情况，主信托将被要求提供更多的抵押品，或者可能被要求清偿未结清的责任合同，因为交易对手有权终止合同。在2024年12月31日和2023年12月31日，Master Trust在具有或有特征的净负债头寸中有一笔数额不大的合同，在这些头寸的抵押品中贴出的数额不大。
7.    财务报表对账形成5500
以下是根据截至2024年12月31日和2023年12月31日的财务报表对可用于福利的净资产进行调节，以形成5500：
15
2024 2023
根据财务报表可用于福利的净资产 $ 73,910 $ 72,246
分配给退出成员的金额 (76) (109)
按5500表可用于福利的净资产 $ 73,834 $ 72,137
以下是根据截至2024年12月31日止年度的财务报表支付的福利与根据表格5500支付的福利总额的对账：
根据财务报表支付的福利 $ 7,231
分配给退出成员的金额—— 2024年12月31日
76
分配给退出成员的金额—— 2023年12月31日
(109)
5500表格中反映的视为会员贷款分配的金额 (2)
每份表格5500的福利付款总额 $ 7,196
分配给退出会员的金额记录在表格5500中，用于在12月31日之前已处理并批准支付但截至该日期尚未支付的福利索赔。
5500表所反映的会员贷款当作分配的金额，是指会员未能在预期付款日期的30天内付款，且未能在错过付款的日历季度结束后的90天内带来当前的贷款付款，会员未能在还款期结束后的30天内全额偿还贷款的贷款，或其贷款违约且未达到可分配事件且不符合违约贷款余额金额的在职提款资格的会员。
8.    关联方及利益相关方交易
某些Master Trust投资由NT管理。NT是该计划所定义的受托人，因此，这些交易符合关联方和利益方交易的条件。
截至2024年12月31日和2023年12月31日，该计划分别持有约3100万股和3200万股公司普通股，成本基础分别为5291美元和5527美元。在截至2024年12月31日和2023年12月31日的年度内，该计划购买的股票总额分别为227美元和72美元，该计划出售的股票总额分别为2105美元和2116美元。在截至2024年12月31日的一年中，波音向该计划贡献了1419美元的公司普通股。
纽波特信托公司（“纽波特”），是波音股票基金的独立受托人和投资管理人。该计划已授权纽波特全权负责决定是否限制对波音股票基金的投资，或者在纽波特认为符合成员最佳利益的情况下出售或以其他方式处置在波音股票基金中持有的全部或任何部分股票。如果纽波特决定出售或处置波音股票基金的股票，纽波特将根据该计划指定一个另类投资基金，用于对出售或以其他方式处置公司普通股的任何收益进行临时投资。
9.税务状况
IRS已于2015年5月11日发出函件确定并告知公司，该计划是根据IRC的适用章节设计的。自收到确定函以来，该计划已被修改。计划管理人认为，该计划是根据IRC的适用规定设计和目前正在运作的。因此，计划管理人认为，该计划及相关信托的免税地位并未受到影响，也未在该计划的财务报表中计提所得税拨备。
GAAP要求计划管理层评估计划采取的税务立场，如果计划采取的不确定立场在IRS审查后很可能无法维持，则确认一项税务负债（或资产）。该计划受到对司法管辖区征税的例行审计；然而，有
16
目前没有正在进行的任何税期的审计。计划管理人认为，2021年之前的年度不再接受所得税审查。
10.计划终止
虽然公司并无表示任何打算这样做，但根据该计划，公司有权随时终止其供款，并根据ERISA中规定的条款终止该计划。如果计划终止，会员和雇主的缴款，包括所赚取的任何收入，将分配给会员。


******
17
补充时间表
波音公司401（k）退休计划
表格5500，附表H，第4（i）行-资产附表（年底持有）
截至2024年12月31日
证券名称、到期日、利率 成本 现值
（以美元计）
10-13-2037到期的5.6896%的1166 AVE ** $ 1,976,213
10-13-2037到期的5.6896%的1166 AVE ** 1,051,343
1CMO基准抵押贷款信托SER 20-B21 CL A5 2.014%到期12-15-2053 BEO ** 8,078,629
第一届INDL丨RLTY TRINC COM ** 6,396,087
361度整数HKD0.10 ** 171,391
3650R 2021-PF1 COML MTG TRCOML MTG PASSTHRU CTF CL2.372 % 11-15-2054 ** 4,750,129
3M CO COM ** 2,622,205
3SBIO INCUSD0.00001 REG‘s’/144a ** 579,200
4IMPRINT Group PLC ORD GBX38.461538 ** 467,522
5th 3rd DD BK CIN OH 3.85%到期03-15-2026 ** 1,315,242
A.P. MOLLER-MAERSK SER‘B’DKK1000 ** 2,729,276
A10网络公司COM ** 1,375,400
A2A SPA 0.52欧元 ** 1,883,611
AAC技术控股有限公司 ** 1,066,884
AAON INC COM PAR 0.004美元COM PAR 0.004美元 ** 7,853,963
ABB有限公司CHF0.12（REGD） ** 14,607,022
ABBISKO CAYMAN LTD USD0.00001 ** 76,983
ABOTT LAB COM ** 18,977,935
ABOTT LABS 4.9%到期11-30-2046 ** 130,820
ABBVIE INC 3.2% 11-21-2029 ** 463,967
ABBVIE INC 3.2% 11-21-2029 ** 8,736,493
ABBVIE INC3.2 %到期05-14-2026 ** 1,937,871
ABBVIE INC3.6 % 05-14-2025 ** 3,495,498
ABBVIE INC4.05 %到期11-21-2039 REG ** 957,945
ABBVIE INC4.25 %到期11-14-2028年 ** 246,153
ABBVIE INC4.25 %到期11-21-2049 REG ** 1,127,748
ABBVIE INC4.4 %到期11-06-2042 ** 216,724
ABBVIE INC4.8 % 03-15-2029 ** 4,401,297
ABBVIE INC5.05 % 03-15-2034 ** 514,250
ABBVIE INC5.05 % 03-15-2034 ** 4,944,708
ABBVIE INC5.4 % 03-15-2054 ** 173,320
ABBVIE INC COM0.01美元 ** 34,310,138
农银汇理公司净现值 ** 682,219
ABERCROMBIE & FITCH CO CL A CL A ** 3,961,254
荷兰银行BK N V 4.75%到期07-28-2025 ** 398,396
荷兰银行BK N V 6.339%到期09-18-2027 ** 4,497,405
阿布扎比COMM.BK。AED1 ** 3,308,565
阿布扎比伊斯兰教BK AED1 ** 622,283
阿布扎比NATL公司AED0.08 ** 391,011
ACADEMEDIA AB NPV ** 615,165
ACADIA HEALTHCARE CO INC COM ** 1,016,190
阿卡迪亚制药公司COM ** 738,624
阿卡迪亚RLTY TRCOM ** 4,795,905
18
证券名称、到期日、利率 成本 现值
（以美元计）
ACBEL POLYTECH INC TWD10 ** 29,526
ACCELLERON INDUSTR CHF0.01 ** 1,508,674
埃森哲CAP INC3.9 % 10-4-2027 ** 753,865
埃森哲CAP INC4.05 % 10-04-2029 ** 465,672
埃森哲CAP INC4.25 % 10-04-2031 ** 456,350
埃森哲CAP INC4.5 % 10-04-2034 ** 527,482
埃森哲PLC CLS A ** 41,492,575
ACCTON TECH CORP TWD10 ** 1,155,333
ACCUNIA EUROPEAN CLO I指定活动公司07/2030 ** 90,543
ACELLYRIN INC COM ** 98,423
ACI WORLDWIDE INC COM STK ** 5,866,090
演员组合CORPOR TWD5 ** 1,099,163
ACUITY Brands INC COM ** 2,501,801
ADDUS HOMECARE CORP COM STK ** 643,422
ADENTRA INC COM NPV ** 51,763
阿迪达斯股份公司 ** 15,678,498
凌华科技TWD10 ** 30,731
ADNOC物流& USD0.54 ** 528,792
ADNOC MURBAN RSC LTD全球媒体5.125% 09-11-2054 ** 360,840
ADOBE INC 2.3%到期02-01-2030 ** 444,687
ADOBE INC COM ** 20,581,124
ADR ARM HLDGS PLC赞助的ADS新 ** 432,994
ADR ASCENDIS PHARMA A/S赞助ADR ** 142,213
ADR ASML HLDG NV NY REG 2012（POST REV SPLIT） ** 3,604,016
ADR AstraZENECA PLC赞助ADR英国 ** 7,817,912
ADR ATRENEW INC Sponsored ADS Each REP 0.666 ORD SHS CL A ** 48,384
ADR AUTOHOME INC赞助ADR REPST CL A ** 2,318,736
ADR巴克莱银行ADR ** 5,836,343
ADR CANAAN INC赞助的ADR ** 477,371
ADR CEMEX SAB DE CV ** 552,714
ADR CONTROLADORA VUELA COMPANIA DE AVIACION赞助ADR REPSTG10 CPOS ** 93,000
ADR EHANG HLDGS LTD ADS REPSTG CL A SHS ** 7,873
ADR Embraer S A Sponsored ADR REPSTG4 COM SHS ** 1,477,214
ADR Finvolution Group Sponsored ADR sponads Each REP 5 ORD SHS Class A ** 429,759
ADR GDS HLDGS LTD赞助的ADR ** 78,075
ADR Gravity CO LTD赞助ADR新 ** 119,341
ADR GSK PLC ** 9,010,257
ADR HELLO Group INC ADR ** 50,763
ADR ICICI BK有限公司 ** 2,162,491
ADR IMMUNOCORE HLDGS PLC ADS ** 138,326
ADR ITAU UNIBANCO HLDG SA赞助ADR REPSTG 500 PFD PFD ADR ** 1,331,641
ADR 欢聚 INC ADS REPSTG COM CL A ** 628,880
ADR BOSS直聘有限公司赞助的ADS ** 104,673
ADR KB FinL Group INC赞助的ADR REPSTG 1 COM SH ADR ** 309,991
ADR KingSOFT Cloud HLDGS LTD ADR ** 125,880
ADR NICE LTD赞助的ADR ** 3,982,069
ADR NOVO-NORDISK A S ADR ** 10,825,875
ADR Petroleo Brasileiro SA Petrobras赞助的ADR ** 1,146,520
19
证券名称、到期日、利率 成本 现值
（以美元计）
ADR RECKITT BENCKISER GROUP PLC赞助ADR ** 6,274,656
ADR RLX TECHNOLOGY INC赞助的ADS ** 331,042
ADR RYANAIR HLDGS PLC赞助ADR新 ** 9,483,222
ADR SEA LTD ADR ** 8,736,911
ADR SILICON MOTION TECHNOLOGY CORP Sponsored ADR REPSTG SHS ** 1,030,463
ADR STMicroElectronics N V SHS-N Y注册处SHS-N Y注册处 ** 1,980,271
ADR Structure THERAPEUTICS INC SPONSOREDADR ** 186,396
ADR台湾半导体制造ADS REP 5 TWD10 ** 25,022,575
ADR联合利华公司赞助ADR新 ** 9,763,740
ADR VERONA Pharma PLC赞助的ADS ** 2,809,016
ADR唯品会控股有限公司赞助的ADR ** 2,429,005
ADR VNET Group INC赞助的ADR ** 187,358
ADR WIPRO LTD Sponsored ADR REPSTG1 SH Sponsored ADR REPSTG1 SH COM ** 933,526
ADR WPP PLC ADR DR Each REPR 5 SHS ** 8,095,500
ADVANCE AUTO PTS INC COM ** 1,073,341
Advanced Micro Devices INC4.393 %到期06-01-2052 ** 251,102
先进微电子设备公司COM ** 28,179,220
ADVANSiX INC COM ** 39,886
ADVENTIST HLTH 2.952%到期03-01-2029 ** 4,936,597
ADYEN NV EUR0.01 ** 2,072,803
AECOM ** 508,997
AECON集团有限公司。COM净现值 ** 101,976
AEDAS HOMES SA欧元1 ** 160,085
AEDIFICA NPV ** 371,867
AEP TEX INC 3.45%到期01-15-2050 ** 222,159
AEP TEX INC4.15 %到期05-01-2049 ** 189,090
AEP TEX INC5.25 %到期05-15-2052 ** 297,574
AEP TEX INC 5.45% 05-15-2029 ** 3,775,805
AEP TEXAS CENT CO FIXED 3.95%到期06-01-2028 ** 3,559,938
AEP TRANSM CO LLC 3.1%到期12-01-2026 ** 738,026
AEP TRANSM CO LLC 5.15%到期04-01-2034 ** 98,396
AERCAP HOLDINGS N.V. 0.01欧元 ** 7,548,816
AERCAP IRELAND CAP/GLOBA 3.3%到期01-30-2032 BEO ** 636,205
AERCAP IRELAND CAP/GLOBA 3.3%到期01-30-2032 BEO ** 697,211
AERCAP IRELAND CAP/GLOBA 3.0%到期10-29-2028 ** 486,011
AERCAP IRELAND CAP/GLOBA 3.0%到期10-29-2028 ** 4,378,727
AERCAP IRELAND CAP指定活动C6.5 %到期07-15-2025REG ** 855,495
AERCAP IRELAND CAP/GLOBA 2.45%到期10-29-2026 BEO ** 2,281,154
AERCAP IRELAND CAP/GLOBA 2.45%到期10-29-2026 BEO ** 2,632,468
AERCAP爱尔兰帽/全球5.1% 01-19-2029 ** 419,346
AERCAP爱尔兰首都DAC GTD SRNT 3.4% 10-29-2033 ** 357,804
AERCAP IRELAND FIXED 4.45%到期10-01-2025 ** 1,680,206
AERCAP IRELAND FIXED 4.45%到期10-01-2025 ** 997,666
AEROVIRONMENT INC COM ** 12,999
AES CORP5.45 % 06-01-2028 ** 603,199
AES CORP SR NT1.375 % 01-15-2026 ** 1,183,110
AETNA INC新6.75%到期12-15-2037 ** 95,039
AFFIRM HLDGS INC CL A CL A ** 933,353
20
证券名称、到期日、利率 成本 现值
（以美元计）
AFFLE（INIA）LTD INR2（POST SUB DIVISON） ** 626,328
美国家庭人寿保险 INC1.12 5%到期日03-15-2026 ** 1,526,615
After you PCL THB0.10（NVDR） ** 25,359
AFYON CIMENTO普通股 ** 85,342
AG ANADOLU GRUBU TRY1（A股） ** 66,689
AGCO CORP COM ** 3,038,380
AGCO CORP DEL 5.45% 03-21-2027 ** 1,059,858
AGESA HAYAT Ve EMEKLILIK as ** 256,999
安捷伦科技股份有限公司 ** 16,672,669
敏捷公战KWD0.100 ** 151,511
AGILON HEALTH INC COM ** 195,227
03-15-2041年到期的AGL CAP CORP5.875 % ** 25,329
AGL CLO 13 LTD/AGL CLO 13 LLC SR SECD NT CLA-1 FLTG率5.71 478% 10-20-2034 ** 3,967,021
AGL能源NPV ** 593,112
同意RLTY CORP COM ** 4,434,475
中国农业银行CMN STK ** 5,952,138
AGTHIA集团PJSC COM STK AED1 ** 131,674
友邦保险集团有限公司NPV ** 9,143,735
AIB集团PLC ORD 0.625欧元 ** 5,641,146
AIC MINES LIMITED ** 20,188
AIG Global FDG SR5.9 %到期09-19-2028 ** 580,852
AIG Global FDGSR VAR RT 5.66 3761%到期09-25-2026 ** 1,898,405
阿拉伯航空AED1 ** 48,951
Air Canada VAR VTG SHS NPV ** 468,974
Air Lease CORP3.375 %到期07-01-2025REG ** 1,091,458
Air Lease CORP CL A CL A ** 1,640,635
Air Lease CORP MED固定利率5.3%到期02-01-2028 ** 947,896
Air Liquide（L '）EUR5.50 ** 16,793,410
AIRBNB INC CL A COM USD0.0001 CL A ** 10,067,320
AJ BELL PLC ORD GBP0.000125 ** 610,342
Akatsuki INC NPV ** 295,242
AKER解决方案ASA ** 318,441
AKERO THERAPEUTICS INC COM ** 289,578
AKESO INC USD0.00001 ** 593,876
AL BABTAIN POWER SAR10 ** 482,264
Al Yamamah Steel I SAR10 ** 123,414
阿拉巴马州压水堆公司3.45%到期10-01-2049 ** 247,472
ALABAMA PWR CO 3.75%到期09-01-2027 ** 1,609,681
ALAMOS GOLD INC COM NPV ** 333,113
Alaska Air Group INC COM ** 2,216,975
ALBA PLC FLT 15/12/2038 ** 197,016
ALBEMARLE CORP4.65 % 06-01-2027 ** 1,038,144
ALBERTA PROV CDA BD3.3 %到期03-15-2028 REG ** 482,210
艾伯塔PROV CDA美元BD1.3 % DUE 07-22-2030 REG ** 814,171
阿尔奇科技TWD10 ** 700,331
ALDAR Properties AED1 ** 1,197,060
ALECTOR INC COM ** 64,215
ALEXANDRIA REAL 4%到期02-01-2050 ** 222,976
21
证券名称、到期日、利率 成本 现值
（以美元计）
ALEXANDRIA REAL STATE E2.0 %到期05-18-2032 ** 1,459,366
亚历山大房地产股票1.875%到期02-01-2033年 ** 96,317
亚历山大房地产股票2.95% 03-15-2034 ** 349,961
ALFRESA HOLDINGS NPV ** 645,785
ALGONQUIN POWER & Utilities CORP STEP UP06-15-2026 ** 2,300,781
阿里巴巴集团有限公司 ** 3,900,532
ALIGNMENT HealthCare INC COM ** 1,648,429
ALIMENATION 3.55%到期07-26-2027 ** 4,490,395
ALK-ABELLO A/S SER‘B’DKK0.50 ** 512,056
ALKAMI TECHNOLOGY INC COM ** 519,425
ALKERMES PLC SHS ** 290,418
Allegiant Travel CO COM ** 490,742
ALLEGRO MICROSYSTEMS INC DEL COM ** 531,438
AllFUNDS集团EUR0.0025 ** 849,296
安联银行MALA NPV ** 59,966
Allient INC COM NPV ** 2,525
ALLOS S.A COM NPV ** 103,480
ALLSTATE CORP COM ** 1,964,916
奥拓科技股份有限公司 ** 546,539
ALLY AUTO 4.94%到期10-15-2029 ** 2,460,891
Alliy Auto应收款TRSR24-1 CLA35.17 % 12-15-2028 ** 720,045
ALLY Auto Receivables Trust SER 23-1 CLA3 5.46%到期05-15-2028 ** 1,935,338
Ally Auto Receivables Trust SER 24-1 CLA2 5.32% 12-15-2026 ** 1,713,727
ALLY FINL INC6.848 % 01-03-2030 ** 829,270
盟友FinL INC COM ** 3,763,333
Alpha Metallurgical RES INC COM ** 152,692
ALPHA网络公司TWD10 ** 41,814
ALPHA Services and HOLDINGS SA EUR0.3（REV SPLIT） ** 1,494,939
ALPHA系统公司净现值 ** 44,964
ALPHABET INC1.9 %到期日08-15-2040 ** 320,479
ALPHABET INC CAP STK USD0.001 CL C ** 37,222,260
ALPHABET INC CAPITAL股票USD0.001 CL A ** 84,227,710
ALPHAPOLIS CO LTD NPV ** 30,305
奥驰亚集团有限公司3.875%到期09-16-2046 ** 130,601
奥驰亚集团4.8%到期02-14-2029 ** 4,868,716
奥驰亚集团股份有限公司6.2% 11-01-2028 ** 673,556
奥驰亚集团固定3.4%到期05-06-2030 ** 693,046
奥驰亚集团有限公司将于02-14-2026年到期的4.4% ** 5,182,447
AMADEUS IT集团0.01欧元 ** 7,501,656
AMANO CORPORATION NPV ** 155,448
AMATA CORP THB1（NVDR） ** 445,058
AMAZON COM INC 2.1%到期05-12-2031 BEO ** 153,727
AMAZON COM INC 2.5%到期06-03-2050 ** 113,549
AMAZON COM INC 2.5%到期06-03-2050 ** 310,766
亚马逊公司 ** 243,815,347
AMAZON COM INC FIXED 3.875%到期08-22-2037 ** 485,915
AMAZON COM INC NT3.1 % 05-12-2051 ** 445,815
AMBEA AB NPV ** 2,062,649
22
证券名称、到期日、利率 成本 现值
（以美元计）
AMCOR FLEXIBLES NORTH AMER INC SR NT4 % 05-17-2025 ** 6,336,470
AMDOCS ORD GBP0.01 ** 7,322,040
AMER ELEC PWR CO INC COM ** 4,599,695
AMER SPORTS INC COM欧元0.030058 ** 1,324,297
AMERANT BANCORP INC CL A CL A ** 1,610,203
AMEREN CORP5.7 % 12-01-2026 ** 4,194,939
AMEREN ILL CO 3.7% 12-01-2047 ** 188,491
AMEREN ILL CO 3.8%到期05-15-2028 ** 5,052,408
AMEREN ILL CO 5.55%到期07-01-2054 ** 1,480,566
美国航空公司COM USD1 ** 728,016
美国航空公司16-3 AA PTT04-15-2030 ** 34,281
美国航空公司通过2016-2 AA 3.2%到期12-15-2029 ** 653,862
美国资产TRINC COM ** 639,457
美国AXLE & MFG HLDGS INC COM ** 292,135
美国Eagle OUTFITTERS INC NEW COM ** 5,924,835
AMERICAN ELEC PWR CO INC5.2 % 01-15-2029 ** 1,436,520
美国快递公司 ** 52,760,655
美国运通CO2.55 %到期03-04-2027BEO ** 6,702,151
美国运通CO4.42 % 08-03-2033 ** 3,845,017
美国运通CO5.098 % 02-16-2028 ** 1,141,611
美国运通CO5.098 % 02-16-2028 ** 8,755,705
美国运通CO5.389 % 07-28-2027 ** 1,201,089
美国运通公司5.645% 04-23-2027 ** 1,131,947
美国运通CRR A/C MASTER SER 22-2 CLA 0% 05-17-2027 ** 5,790,217
美国运通CRR账户MASTER TRSER23-3CLA5.23 % 09-15-2028 ** 6,355,866
美国运通信用账户MASTER TRUST SER 23-1 CLA 4.87%到期05-15-2028 ** 2,325,896
美国医疗保健REIT INC COM ** 4,386,059
AMERICAN HOMES 4租金5.25% 03-15-2035 ** 389,332
AMERICAN HOMES 4 Rent Common Stock ** 2,667,335
美国本田FIN4.95 % 01-09-2026 ** 1,952,462
美国本田金融4.4% 10-05-2026 ** 492,902
美国本田金融4.45% 10-22-2027 ** 947,059
美国国际集团有限公司 ** 16,969,680
美国MUN PWR OHIO INC REV6.449 % 02-15-2044 BEO应税 ** 5,259,503
美国超导体公司SHS NEW SHSNW ** 175,760
美国铁塔公司3.65%到期03-15-2027 ** 1,267,123
美国铁塔公司5.0% 01-31-2030 ** 452,420
美国铁塔公司5.2% 02-15-2029 ** 1,472,506
美国铁塔公司5.25% 07-15-2028 ** 295,837
美国铁塔公司新1.875%到期10-15-2030 ** 628,389
AMERICAN TOWER CORP NEW 2.3% 09-15-2031 ** 4,158,108
AMERICAN TOWER CORP NEW 5.9% 11-15-2033 ** 2,370,281
美国先锋集团网站 ** 286,639
美国RLTY TR INC COM ** 3,378,611
美国信贷0.89%到期10-19-2026 ** 236,691
美国信贷1.17%到期08-18-2027 ** 2,223,007
美国信贷1.41%到期08-18-2027 ** 3,866,547
AMERICREDIT 2.45%到期11-18-2026年 ** 1,003,281
23
证券名称、到期日、利率 成本 现值
（以美元计）
美国信贷5.38%到期06-18-2029 ** 2,599,691
美国信贷5.81%到期05-18-2028 ** 1,426,289
AMERICREDIT汽车应收账款汽车应收账款支持新台币5.62% 11-18-2027 ** 1,057,774
AMERICREDIT汽车应收账款支持新台币5.8% 12-18-2028 ** 5,814,394
AMERICREDIT汽车应收款TR20NT CLA-3 4.38%到期04-18-2028REG ** 195,647
AMERIPRISE FINL 3%到期04-02-2025 ** 2,593,944
AMERIPRISE FINL INC4.5 % 05-13-2032 ** 1,730,259
AMERIPRISE FINL INC COM ** 16,575,611
美国银行.com ** 1,430,976
AMERN AIRLINES INC 3.7%到期10-01-2026 ** 1,548,280
AMERN CR ACCEP 5.59%到期04-12-2029 ** 2,748,669
AMERN CRR ACCEP 5.61%到期日06-14-2027 ** 924,728
AMERN CRR ACCEP应收款TR7.86 % 02-15-2029 ** 2,022,293
AMERN EXPRESS CO FLTG RT 4.99%到期05-01-2026 ** 1,002,570
AMERN EXPRESS CO FLTG RT 4.99%到期05-01-2026 ** 808,215
AMERN Express CRR5.24 %到期日04-15-2031 ** 6,127,924
AMERN HONDA FIN 1.3%到期09-09-2026 ** 460,297
AMERN TOWER CORP2.4 %到期日03-15-2025 ** 1,278,212
AMERN TOWER CORP 3.125%到期01-15-2027 ** 2,999,105
AMERN TOWER CORP3.55 %到期日07-15-2027 ** 4,618,519
AMERN TOWER CORP FIXED 1.45%到期09-15-2026 ** 2,349,260
AMERN WOODMARK CORP COM ** 8,155,802
AMETEK INC NEW COM ** 247,136
AMGEN INC 2.2%到期02-21-2027 ** 1,517,223
AMGEN INC 2.6%到期08-19-2026 ** 2,122,853
AMGEN INC4.05 %到期日08-18-2029 ** 3,282,860
AMGEN INC 4.663%到期06-15-2051 ** 397,819
AMGEN INC 5.25% 03-02-2030 ** 2,745,891
AMGEN INC 5.25%到期03-01-2033 ** 9,930,646
AMGEN INC 5.6%到期03-01-2043 ** 175,633
AMGEN INC 5.65% 03-02-2053 ** 241,157
AMGEN INC 5.7 11% 03-01-2025 ** 2,306,262
AMGEN INC 5.75%到期03-02-2063 ** 375,287
AMGEN INC COM ** 2,865,997
AMGEN INC FIXED5.15 % 03-02-2028 ** 6,694,834
AMICUS THERAPEUTICS INC COM ** 235,538
AMIYAKI TEI CO LTD NPV ** 58,755
AMKOR TECHNOLOGY INC COM ** 1,914,701
AMMB HOLDINGS BHD MYR1 ** 111,524
AMP有限NPV ** 1,420,410
AMPHENOL CORP5.375 % 11-15-2054 ** 285,751
AMPHENOL CORP新4.75%到期03-30-2026 ** 675,353
AMPHENOL CORP NEW CLA ** 5,457,034
ANADOLU HAYAT EMEK TRY1（B股） ** 199,112
ANADOLU SIGORTA TRY1（B股） ** 262,617
Analog Devices INC 2.95%到期04-01-2025 ** 1,134,043
ANALOG DEVICES INC5.3 % 04-01-2054 ** 381,693
Analog Devices INC COM ** 36,761,316
24
证券名称、到期日、利率 成本 现值
（以美元计）
ANAND RATHI财富INR5 ** 114,249
ANANT RAJ LIMITED INR2.00 ** 439,415
ANAPASS INC KRW500 ** 14,149
ANAPTYSBIO INC COM ** 60,970
Andersons INC COM ** 441,871
Andrew W Mellon. 947%到期08-01-2027 ** 9,036,874
ANE（CAYMAN）公司。USD0.00002 ** 290,424
ANEKA TAMBANG TBK IDR100 ** 104,234
天使一号有限公司 ** 369,753
ANGIODYNAMICS INC COM STK ** 250,279
ANGLO AMERN CAP4 %到期09-11-2027 ** 379,430
ANGLO AMERN CAP4.75 %到期04-10-2027 ** 803,244
ANHEUSER-BUSCH COS LLC CORP4.7 % 02-01-2036 ** 436,066
ANHEUSER-BUSCH COS LLC CORP4.9 % 02-01-2046 ** 430,496
ANHEUSER-BUSCH INBEV WOR 8.2到期01-15-2039 ** 276,071
安徽康奇水泥‘H’CNY1 ** 980,187
安徽恒源股票联接 ** 431,182
ANI Pharmaceuticals INC COM ** 3,990,774
ANNALY CAPITAL MAGEMENT INC COM NEW COM USD0.01（POST REV SPLT） ** 644,837
Antares HLDGS LP2.75 % 01-15-2027 ** 5,903,732
ANTERO MidStream CORPORATION COM1.00美元 ** 291,343
ANTERO RES CORP COM ** 4,954,668
ANTHEM INC NT1.5 % 03-15-2026 ** 8,903,274
ANTHEM INC NT4.1 % 05-15-2032 ** 564,159
澳新集团控股有限公司NPV ** 412,289
AON NORTH AMER INC5.125 % 03-01-2027 ** 546,684
AON NORTH AMER INC5.45 % 03-01-2034 ** 799,031
AON NORTH AMER INC FIXED 5.15% 03-01-2029 ** 4,378,000
怡安集团 ** 27,394,211
APA CORP COM ** 24,692,446
Apellis Pharmaceuticals INC COM ** 217,977
APERAM S.A。 ** 599,346
APG SGA SA CHF2.60 ** 8,806
API Group CORPORATION COM0.0001美元 ** 8,349,716
APOGEE THERAPEUTICS INC COM ** 174,767
Apollo Global Management INC COM0.00001美元 ** 16,520,294
阿波罗医院企业COMSTK ** 1,206,602
APPALACHIAN POWER CO5.65 % 04-01-2034 ** 602,176
APPALACHIAN PWR CO FIXED 3.7%到期05-01-2050 ** 166,839
APPFOLIO INC COM CL A COM CL A ** 5,639,526
Appier Group INC NPV ** 136,561
苹果公司1.65%到期05-11-2030 ** 6,053,151
苹果公司2.65% 02-08-2051 ** 210,034
Apple INC 2.65%到期05-11-2050 REG ** 673,268
APPLE INC3.85 %到期08-04-2046 ** 74,270
苹果公司COM STK ** 293,209,279
Apple INC FIXED2.95 % 09-11-2049 ** 166,862
苹果公司固定3.75% 11-13-2047 ** 589,994
25
证券名称、到期日、利率 成本 现值
（以美元计）
应用数字公司 ** 3,741,277
Applied Materials INC COM ** 2,142,976
12-01-2029到期的AppLOVIN CORP5.125 % ** 2,236,406
Applovin CORP COM CL A COM CL A ** 3,216,927
APTIV IRISH HOLDINGS LIMITED 4.65% 09-13-2029 ** 2,524,442
APTIV PLC新ORD USD0.01 ** 7,529,760
阿拉伯国家银行SAR10 ** 1,470,478
阿拉伯互联网& SAR10 ** 1,235,242
ARAMIS GROUP SA欧元0.02 ** 13,285
ARBOR CLO VI DAC IDX/LKD CLO 15/11/2037EUR ** 622,710
ARCADIS NV COMSTK ** 783,804
ARCADIUM LITHIUM PLC COM USD1 ** 584,220
ARCADYAN TECHNOLOG TWD10 ** 845,796
ARCBEST CORP COM0.01美元 ** 972,208
ARCH CAP FIN LLC 4.011%到期12-15-2026年 ** 676,818
ARCHER DANIELS 3.25%到期03-27-2030 ** 2,770,485
ArchoSaur Games in HKD0.00001 ** 14,990
ARCTURUS THERAPEUTICS HLDGS INC COM ** 82,644
ARCUS BioSciences INC COM ** 279,188
阿尔达赫金属包装公司 ** 227,475
Ardent Health Partners INC COM ** 163,404
AREIT 2022-CRE7 LLC SR SECD NT CLA 144A6.55386 % 06-17-2039 ** 2,000,368
ARES FIN CO IV LLC SR NT144A3.65 % 02-01-2052 ** 1,051,920
ARES管理公司5.6% 10-11-2054 ** 4,761,078
ARGAN INC COM ** 1,740,819
ARGENT SECS INC 2003-W3资产BKD CTF M-1 FLTG 09-25-2033 REG ** 279,584
Argosy研究TWD10 ** 200,491
ARIS WTR SOLUTIONS INC CL A CL A ** 6,076,355
ARISTA NETWORKS INC COM NEW ** 978,854
ARISTOCRAT休闲NPV ** 7,951,616
ARITZIA INC SUB VTG SHS ** 364,144
ARIZONA PUB SVC CO 2.55%到期09-15-2026 ** 7,067,952
ARIZONA PUB SVC CO 2.6%到期日08-15-2029 ** 3,344,462
ARIZONA PUB SVC CO NT 2.2% 12-15-2031 ** 2,646,774
ARKEMA SA EUR10 ** 204,112
Armstrong World INDS INC NEW COM STK ** 3,285,923
ARRIYADH DEV CO SAR10 ** 802,147
Arrow Electr INC COM ** 6,216,510
亚瑟·J·加拉格尔公司4.85% 12-15-2029 ** 1,496,391
亚瑟·J·加拉格尔公司5.15% 02-15-2035 ** 390,548
雅天股份有限公司NPV ** 1,076,024
ARVIND生物INR ** 136,153
ARZ TR2024-BILT5.772 % 06-11-2029 ** 1,011,013
ASHLAND INC COM0.01美元 ** 4,590,305
ASHOK LEYLAND LTD INR1 ** 886,942
ASHTEAD TECHNOLOGY ORD GBP0.05 ** 80,651
亚洲航空PUBL THB0.10（NVDR） ** 346,921
ASIA OPTICAL CO in TWD10 ** 137,992
26
证券名称、到期日、利率 成本 现值
（以美元计）
ASIA VITAL COMPONE TWD10 ** 418,063
亚洲联盟INT THB1（NVDR） ** 360,883
亚洲开发银行4.875% 09-26-2028 ** 5,476,452
亚洲基础设施INVT BK Global NT. 5% DUE 05-28-2025 REG ** 12,009,510
ASMPT LTD HKD0.10 ** 110,885
ASPEED TECHNOLOGY TWD10 ** 354,970
ASROCK INCORPORATI TWD10 ** 1,263,966
ASSECO波兰SAPLN1 ** 99,749
Assured GTY US HLDGS INC6.125 % 09-15-2028 ** 1,141,379
Assured Guaranty LTD Common STK ** 2,131,617
ASTEC INDS INC COM ** 258,754
ASTRA INTL IDR50 ** 421,927
ASTRAL食品ZAR0.01 ** 23,348
阿斯利康金融有限责任公司。4.8% 02-26-2027 ** 2,076,871
AstraZENECA PLC 6.45%到期09-15-2037 ** 384,040
ASURANSI TUGU INDONESI ** 29,834
华硕电脑TWD10 ** 4,547,027
美国电话电报 INC1.65 %到期02-01-2028 ** 695,597
美国电话电报 INC 1.7%到期03-25-2026 BEO ** 1,368,744
美国电话电报 INC 2.3%到期06-01-2027 ** 1,826,029
美国电话电报 INC 2.55%到期12-01-2033 ** 7,564,608
美国电话电报 INC 2.75%到期06-01-2031 ** 870,002
美国电话电报 INC 3.5%到期06-01-2041 ** 368,158
美国电话电报 INC 3.5%到期09-15-2053 REG ** 754,569
美国电话电报 INC 3.5%到期09-15-2053 REG ** 5,982,656
美国电话电报 INC 3.55%到期09-15-2055 ** 884,542
美国电话电报公司3.65%到期06-01-2051 ** 176,760
美国电话电报公司3.65%到期09-15-2059 ** 3,365,074
美国电话电报 INC4.5 %到期05-15-2035 ** 596,623
美国电话电报公司3.875% 01-15-2026 ** 1,883,240
ATCO有限公司Class I Non-voting COM NPV ** 138,949
ATEA Pharmaceuticals INC COM ** 20,070
ATHENE Global FDG 5.516%到期03-25-2027 ** 303,499
ATHENE Global FDG MED SR TRANCHE # TR007961.73 % 10-02-2026 ** 331,471
ATHENE HLDG LTD5.875 % 01-15-2034 ** 812,070
ATI公司COM ** 396,508
ATKORE公司 ** 670,020
大西洋联合国BANKSHARES CORP COM ** 147,656
ATLAS ENERGY SOLUTIONS INC NEW CLA ** 6,138,093
ATMOS ENERGY CORP1.5 %到期01-15-2031 ** 164,131
ATMOS ENERGY CORP4.125 %到期10-15-2044 ** 339,819
ATMOS ENERGY CORP5.0 % 12-15-2054 ** 126,526
ATMOS Energy CORP COM ** 5,496,987
ATMUS FILTRATION TECHNOLOGIES INC COM ** 1,342,385
亚图尔生活方式控股有限公司 ** 869,515
ATRAE INC NPV ** 20,610
ATRICURE INC COM STK ** 3,338,680
ATRIUM酒店6.09025%到期11-10-2029 ** 1,293,619
27
证券名称、到期日、利率 成本 现值
（以美元计）
ATTENDO AB NPV ** 981,237
AUCNET INC净现值 ** 27,193
AudioEYE INC COM NEW COM NEW ** 998,445
奥迪CORP TWD10 ** 89,677
澳大利亚（CMNWTH）2.5% SNR 21/05/2030 AUD100 ** 344,962
澳大利亚（CMNWTH）IDX/LKD SNR 21/11/27 AUD100 ** 2,349,908
AUTODESK INC COM ** 1,234,596
AUTONATION INC COM ** 30,911
AUTOZONE INC3.75 %到期04-18-2029 ** 3,159,022
AUTOZONE INC5.4 % 07-15-2034 ** 268,471
AUTOZONE INC固定3.625%到期04-15-2025 ** 4,434,964
阿瓦隆贝CMNTYS REIT ** 1,908,680
AVANGRID INC3.2 %到期04-15-2025REG ** 1,492,437
AVANT Group CORPORATION NPV ** 114,280
AVIAT Network INC COM NEW COM NEW ** 41,943
AVIATION CAP GROUP4.125 %到期08-01-2025 ** 1,690,086
AVIDITY BIOSCIENCES INC COM ** 399,094
AIDXCHANGE HLDGS INC COM0.001美元 ** 871,910
AVIENT公司 ** 3,281,303
AVIS预算租金5.2%到期10-20-2027 ** 904,614
AVIS预算租金5.25%到期04-20-2029 ** 3,029,169
AVIS预算租金5.78%到期04-20-2028 ** 1,426,860
AVIS预算租金5.78%到期04-20-2028 ** 1,630,697
AVIS预算租金5.81%到期12-20-2029 ** 1,439,851
AVNET INC6.25 % 03-15-2028 ** 1,687,252
AVOLON HLDGS FDG 2.125%到期02-21-2026 ** 507,759
AVOLON HLDGS FDG 2.875%到期时间02-15-2025 ** 1,395,404
AVOLON HLDGS FDG 4.25%到期时间04-15-2026 ** 493,966
AVOLON HLDGS FDG 4.25%到期时间04-15-2026 ** 2,543,924
AVOLON HLDGS FDG 4.375%到期05-01-2026 ** 667,564
AVOLON HLDGS FDG 5.5%到期01-15-2026 ** 1,353,658
AVOLON HLDGS FDG 5.75%到期03-01-2029 ** 393,921
AXALTA COATING SYSTEMS LTDCOM USD1.00 ** 1,133,674
AXELL CORP NPV ** 17,681
Axial零售公司 ** 28,099
AXIOMTEK CO TWD10 ** 175,403
AXIS CAPITAL HOLDINGS LTDCOM USD0.0125 ** 41,829
AXOGEN INC COM0.01美元 ** 358,028
AXON Enterprise INC COM ** 6,043,046
AXSOME THERAPEUTICS INC。COM ** 2,192,245
AZEK有限公司CL A CL A ** 6,347,688
B A T CAP CORP2.259 %到期03-25-2028 ** 422,620
B A T CAP CORP4.39 % 08-15-2037 ** 259,080
B A T CAP CORP4.54 % 08-15-2047 ** 42,937
B A T CAP CORP FIXED 3.557%到期日08-15-2027 ** 2,536,764
B A T INTL FIN PLC固定利率1.668%到期03-25-2026 ** 307,846
B A T INTL FIN PLC固定利率1.668%到期03-25-2026 ** 1,139,992
BA CR-CARD TRSR22-A1CLA1 3.53%到期11-15-2027 REG ** 6,140,637

28
证券名称、到期日、利率 成本 现值
（以美元计）
BA信用卡信托SR23-A1CLA1 4.79% 05-15-2028 ** 10,667,458
BABCOCK & WILCOX Enterprises INC COM NEWCOM NEW ** 31,731
BABCOCK INTL Group ORD GBP0.60 ** 351,919
BACARDI LTD4.45 %到期05-15-2025 ** 798,566
BAE SYS PLC 3.4%到期日04-15-2030 ** 534,916
BAIDU INC USD0.000000625 A类 ** 2,560,437
百隆INC COMSTK ** 50,412
贝克休斯A GE CO LLC/贝克休斯4.08% 12-15-2047 ** 551,043
贝克休斯公司 ** 36,125,993
BAKER HUGHES LLC/CO-OBL2.061 % 12-15-2026 ** 1,069,587
BALFOUR BEATTY 0.50英镑 ** 471,565
巴尔默·劳瑞投资有限公司。FV 1印度卢比DEMAT股票 ** 51,723
09-15-2049年到期的BALT GAS & ELEC CO 3.2% ** 148,931
08-15-2046年到期的BALT GAS & ELEC CO 3.5% ** 18,820
BALT GAS & ELEC CO固定利率2.9%到期06-15-2050 ** 293,970
BAMLL COML MTG FLTG RT 5.47648%到期09-15-2038 ** 4,762,500
BANC美国COML MTG TRSER2016-UB10 CLS A3 2.903% 06-15-2049 ** 3,960,478
BANCA IFIS EUR1 ** 452,894
BANCA MEDIOLANUM BANCA MEDIOLANUM SPA ** 1,881,224
BANCA MONTE DEI 0.875% 08/10/2026.875% 08/10/2027 ** 401,428
BANCA MONTE DEI ORDSHR ** 348,314
BANCO BILBAO VIZCAYA ARGENTARIA S A SR NON PFD FXD对FXD汇率5.862 09-14-2026 ** 2,614,160
BANCO SANTANDER SA2.749 %到期12-03-2030 ** 169,345
BANCO SANTANDER S FIXED 2.746%到期05-28-2025 ** 1,188,508
BANCO SANTANDER SA 4.175% 03-24-2028 ** 3,329,035
BANCO SANTANDER SA 5.538% 03-14-2030 ** 602,768
BANCO SANTANDER SA 5.588% 08-08-2028 ** 810,523
BANCO SANTANDER SA 5.588% 08-08-2028 ** 810,523
BANCO SANTANDER SA FLTG RT 07-15-2028 ** 8,053,358
BANCO SANTANDER SA SR非PFD固定利率1.722% 09-14-2027 ** 189,057
BANCO SANTANDER SA SR非PFD固定利率1.722% 09-14-2027 ** 3,970,194
BANCO SANTANDER SA SR NT NON PFD1.849 % 03-25-2026 ** 192,359
BANCO SANTANDER SA SR NT NON PFD1.849 % 03-25-2026 ** 384,717
BANCO SANTANDER SA SR NT NON PFD2.958 % 03-25-2031 ** 8,883,790
BANDAI NAMCO HOLDINGS INC ** 115,419
BANDWIDTH INC CL A CL A ** 273,409
曼谷航空THAB1（NVDR） ** 402,602
曼谷银行THB10（NVDR） ** 4,062,983
曼谷人寿ASSUR THB1（NVDR） ** 70,797
银行2017-BNK4 3.357%到期05-15-2050 ** 212,366
银行2017-BNK9 3.47%到期11-15-2054 ** 2,011,676
银行2024-BNK47 MTG途经CTF CL A-SB5.7 25% 06-15-2057 ** 1,866,390
银行AMER CORP2.015 %到期时间02-13-2026 ** 10,974,311
Bank AMER CORP2.496 % 02-13-2031 ** 580,254
银行AMER CORP2.572 %到期10-20-2032BEO ** 2,896,191
Bank AMER CORP2.592 %到期04-29-2031 ** 986,763
Bank AMER CORP2.687 %到期04-22-2032 ** 12,899,377
美国银行3.194% 07-23-2030 ** 1,645,223
29
证券名称、到期日、利率 成本 现值
（以美元计）
Bank AMER CORP3.366 % 01-23-2026 ** 1,561,792
Bank AMER CORP3.366 % 01-23-2026 ** 9,990,559
美国银行股份有限公司3.419% 12-20-2028 ** 7,100,791
Bank AMER CORP3.593 % 07-21-2028 ** 13,008,933
Bank AMER CORP3.705 % 04-24-2028 ** 9,314,667
Bank AMER CORP3.95 %到期04-21-2025 ** 1,894,801
Bank AMER CORP4 %到期01-22-2025 ** 3,643,176
Bank AMER CORP4.376 % 04-27-2028 ** 678,649
Bank AMER CORP4.45 %到期03-03-2026 ** 3,385,742
Bank AMER CORP5.8 19 % 09-15-2029 ** 409,947
Bank AMER CORP5.8 19 % 09-15-2029 ** 623,119
Bank AMER CORP5.9 33 %到期日09-15-2027 ** 814,412
Bank AMER CORP5.9 33 %到期日09-15-2027 ** 3,705,574
Bank AMER CORP FLTG RT 5.33 474%到期02-05-2026 ** 250,213
Bank AMER CORP SR NT2.972 % 02-04-2033 ** 8,609
银行伊斯兰马来西亚NPV ** 79,654
蒙特利尔银行0% CP11-21-2025 ** 1,260,268
蒙特利尔银行5.266% 12-11-2026 ** 758,647
蒙特利尔银行5.266% 12-11-2026 ** 3,176,201
蒙特利尔银行中期SRNTS BOOK EN1.25 % 09-15-2026 ** 955,149
蒙特利尔银行QUE 5.3% 06-05-2026 ** 2,393,564
蒙特利尔银行QE FIXD 5.203%到期02-01-2028 ** 2,564,578
Bank New York Mellon CORP4.89 % 07-21-2028 ** 1,571,151
Bank New York Mellon CORP4.947 %到期04-26-2027 ** 3,600,420
Bank New York Mellon CORP4.975 % 03-14-2030 ** 717,908
银行纽约梅隆公司COM STK ** 11,585,964
Bank NOVA SCOTIA B C 1.3%到期09-15-2026BEO ** 956,589
新斯科舍银行bc5.25 % 06-12-2028 ** 7,709,833
Bank NOVA Scotia B C5.65 % 02-01-2034 ** 376,925
Bank NT Butterfield COM BMD1（POST REV SPLIT） ** 456,875
美国银行 ** 17,201,810
美国银行股份有限公司1.734% 07-22-2027 ** 762,729
美国银行股份有限公司1.734% 07-22-2027 ** 3,096,682
美国银行CORP2.299 % 07-21-2032 ** 608,997
美国银行CORP2.299 % 07-21-2032 ** 2,556,954
美国银行股份有限公司2.884% 10-22-2030 ** 2,433,777
美国银行CORP5.425 % 08-15-2035 ** 1,366,367
美国银行CORP MTN 1.197% 10-24-2026 ** 2,785,315
美国银行股份有限公司1.319% 06-19-2026 ** 13,315,778
美国银行股份有限公司1.658% 03-11-2027 ** 12,906,890
美国银行股份有限公司2.551% 02-04-2028 ** 691,302
美国银行股份有限公司2.551% 02-04-2028 ** 1,077,477
美国银行股份有限公司2.651% 03-11-2032 ** 3,793,962
美国银行股份有限公司2.676%到期06-19-2041/06-19-2020REG ** 799,629
美国银行股份有限公司4.078% 04-23-2040 ** 850,818
美国银行股份有限公司4.33% 03-15-2050 ** 409,875
美国银行股份有限公司5.08%到期01-20-2027 ** 541,540
美国银行股份有限公司5.08%到期01-20-2027 ** 3,479,893
30
证券名称、到期日、利率 成本 现值
（以美元计）
美国银行股份有限公司5.202% 04-25-2029 ** 5,860,054
美国银行股份有限公司5.288% 04-25-2034 ** 198,651
美国银行股份有限公司5.468% 01-23-2035 ** 1,021,379
美国银行股份有限公司5.468% 01-23-2035 ** 8,010,819
美国银行股份有限公司6.204% 11-10-2028 ** 1,133,751
美国银行股份有限公司MTN 3.384%到期04-02-2026 ** 199,251
美国银行股份有限公司MTN 3.384%到期04-02-2026 ** 6,962,211
美国银行NA5.526 % 08-18-2026 ** 593,712
蒙特利尔银行4.64% DTD 09-10-2024到期09-10-2030 ** 529,630
蒙特利尔银行4.588% 12-11-2026 ** 3,924,971
新斯科舍银行1.45%到期01-10-2025 ** 1,597,553
新斯科舍银行3.45% 04-11-2025 ** 468,114
新斯科舍银行3.45% 04-11-2025 ** 1,368,487
Bank PEKAO SA PLN1.00 ** 1,929,685
银行SER 2017-BNK8 CLA-3 3.229% 11-15-2050 ** 1,585,008
BANK ST PETERSBURG COM ** 922,224
Bank SYARIAH Indonesia TBK PT ** 1,074,970
BANK5 2024-5YR10 COML MTG途经CTF CL5.30200004578 % 10-15-2057 ** 11,452,402
BANK5 2024-5YR10 COML MTG途经CTF CLB6.14 % 10-15-2057 ** 2,015,272
BANK5 2024-5YR11 5.893%到期11-15-2057 ** 1,208,649
BANK5 TR2024-5YR6 MTG通过CTF CLA-3 6.191%到期05-15-2057 REG ** 675,433
BANKUNITED INC ** 403,342
BANNER CORP COM NEW COM NEW ** 1,175,953
BANQUE SAUDI FRANS SAR10 ** 207,242
巴克莱BK PLC CD 12-10-2024 FLTG 12-09-2025 ** 1,330,685
巴克莱银行2.279%到期11-24-2027 ** 3,842,436
巴克莱银行2.852% 05-07-2026 ** 850,942
巴克莱PLC 4.972% 05-16-2029 ** 5,953,914
巴克莱银行5.304%到期08-09-2026 REG ** 6,137,326
巴克莱银行5.335% 09-10-2035 ** 115,289
巴克莱银行5.501%到期08-09-2028 ** 3,405,810
巴克莱银行5.69% 03-12-2030 ** 2,019,456
巴克莱银行5.69% 03-12-2030 ** 1,078,390
巴克莱银行6.036% 03-12-2055 ** 200,269
巴克莱银行6.692% 09-13-2034 ** 635,361
BARCLAYS PLC到期11-02-2028/05-02-2023 BEO ** 4,452,326
BARCLAYS PLC FIXED 2.645%到期06-24-2031 ** 8,688,799
BARCLAYS PLC FIXED 5.8 29% 05-09-2027 ** 2,734,054
巴克莱PLC FLTG RT 4.837%到期09-10-2028 ** 2,653,534
巴克莱PLC FXD利率重置新台币3.811% 03-10-2042 ** 209,031
巴克莱PLC ORD GBP0.25 ** 303,746
BARINGS LN FLTG RT 5.90771%到期01-20-2034 ** 10,014,627
巴雷特商业SVCS INC COM ** 394,783
巴斯夫-ORD SHS COMSTK ** 1,892,926
BASILEA PHARMACEU CHF1（REGD） ** 817,144
BAT CAPITAL CORPORATION 6.343%到期08-02-2030 ** 1,072,963
BAT CAPITAL CORPORATION 7.081%到期08-02-2053 ** 274,352
BAT INTL Finance PLC 5.931% 02-02-2029 ** 5,086,189
31
证券名称、到期日、利率 成本 现值
（以美元计）
BATH & BODY WORKS INC COM USD0.5 WI ** 1,007,710
BAWAG Group AG普通股 ** 1,198,280
BAXALTA INC4 %到期06-23-2025 ** 2,732,718
百特国际股份有限公司3.132% 12-01-2051 ** 292,184
BAYER AG NPV（REGD） ** 1,472,894
拜耳US FIN II 4.375%到期12-15-2028 ** 576,952
拜耳US FIN II 4.375%到期12-15-2028 ** 3,173,236
BAYVIEW 5.67%到期日08-15-2028 ** 1,007,453
BAYVIEW MSR3 %到期11-25-2051 ** 1,664,343
BBAM欧洲CL1 FRN CLO 07/2034 EUR‘A-R’ ** 618,861
BBB食品公司COM ** 1,020,427
BBCMS MTG TR1.617 %到期10-15-2053 ** 5,586,393
BBCMS MTG TR2024-5C31 COML MTG PASSTHRUCTF CL5.137 % 12-15-2057 ** 2,103,872
BCA MPS 2.625% SNR 28/04/25EUR1000 ** 103,259
BCA POP DI SONDRIO EUR3 ** 136,566
BDO UNIBANK INC PHP10 ** 1,018,294
Bear Stearns ARM FLTG RT 4.35725%到期05-25-2034 ** 3,074
Bear Stearns资产支持SECS I LLC Assasset BKD CTF CL I-A-1A 5.52036年8月25日 ** 39,133
BECTON DICKINSON & 4.685%到期12-15-2044 ** 386,719
BECTON DICKINSON & CO 4.693% 02-13-2028 ** 1,635,019
BECTON DICKINSON & CO COM ** 1,577,427
BEIERSDORF AG欧元1 ** 10,935,999
北京城市建设COMSTK ** 46,890
BELLRING BRANDS INC COM0.01美元 ** 990,194
BELLWAY英镑0.125 ** 307,385
基准2020-B20 1.94539999962 %到期10-15-2053 ** 3,290,504
基准2021-B24 2.0103 %到期03-15-2054 ** 4,628,557
基准2021-B27 1.792%到期07-15-2054 ** 6,505,908
基准2021-B27 2.163%到期07-15-2054 ** 4,044,705
基准2021-B29 FLTG RT 2.284%到期09-15-2054 ** 3,740,099
基准2021-B30 2.329%到期11-15-2054 ** 3,344,093
Benchmark 2023-B38 MTG TR MTG途经CTF CLA-2 5.6 25999992752% 04-15-2056 ** 5,003,639
基准2024-V10 5.2774 %到期09-15-2057 ** 5,016,180
基准2024-V12 5.73 845%到期12-15-2057 ** 6,354,960
Benefit STR合作伙伴CLO XIX LTD/0% 01-15-2033 ** 1,654,873
BERKLEY W R CORP COM ** 1,215,694
伯克希尔哈撒韦3.25%到期04-15-2028年 ** 380,681
伯克希尔哈撒韦能源公司3.7% 07-15-2030 ** 1,797,637
伯克希尔哈撒韦公司2.85%到期10-15-2050 ** 314,334
伯克希尔哈撒韦金融公司3.85% 03-15-2052 ** 1,083,558
Berkshire Hathaway INC COMUSD0.0033 Class‘B’ ** 6,125,626
贝里公司 ** 200,165
Berry Global INC1.57 %到期01-15-2026 ** 13,693,792
Berry Global INC5.5 % 04-15-2028 ** 706,865
百思买INC COM STK ** 838,266
贝特松AB净现值B ** 494,251
巴拉特BIJLEE INR5 ** 53,812
巴拉特石油公司INR10 ** 1,574,918
32
证券名称、到期日、利率 成本 现值
（以美元计）
BHarti Airtel LTD COMSTK ** 974,603
BHP BILITON FIN USA LTD5.25 % 09-08-2026 ** 1,275,064
BICARA THERAPEUTICS INC COM ** 103,823
BIG COML MTG TR FLTG RT 5.65 376%到期02-15-2039 ** 5,008,917
BIGCOMERCE HLDGS INC COM SER 1 COM SER 1 ** 189,273
BILFINGER SE BILFINGER SE ** 420,012
BILIBILI INC USD0.0001 Z类 ** 1,621,823
Bill HOLDINGS INC COM USD0.00001 ** 2,328,254
BioGEN INC普通股 ** 3,456,145
BIOHAVEN LTD COM NPV WI ** 1,123,115
Biomarin PharmaCEUTICAL INC COM ISIN CH0008107010 ** 1,863,774
BIOMEA FUSION INC COM ** 44,321
生物科技股份有限公司 ** 1,023,834
BIPROGY INC NPV ** 1,076,339
BIZLINK HOLDING in TWD10 ** 672,025
BK HANDLOWY W WARS PLN4.00 ** 93,197
BK纽约梅隆4.289%到期06-13-2033 ** 3,050,482
BK NEW MELLON FLTG RT 4.414%到期07-24-2026 ** 1,849,008
BK NOVA SCOTIA BC4.5 %到期12-16-2025 ** 248,693
AMER CRR CARD的BK于11-15-2028年到期，固定息率4.98% ** 1,461,945
BK RAKYAT IDR50 ** 306,501
BKW AG CHF2.50 ** 187,781
布莱克伯里有限公司COM ** 1,690,204
BlackRock INC NEW COM ** 14,392,544
Blackstone INC COM0.00001美元 ** 966,414
Block FINL LLC 3.875%到期日08-15-2030 ** 1,383,886
BLOOM ENERGY CORP CL A CL A ** 270,895
BLOOMIN Brands INC COM ** 3,086,993
BLOOMSBURY出版ORD GBP0.0125 ** 155,039
BLP COML MTG FLTG RT 6.00351%到期03-15-2041 ** 957,978
蓝鸟TBK PT IDR100 ** 108,084
BLUE OWL CR Income CORP NT7.75 % 09-16-2027 ** 661,418
蓝星INR2 ** 65,888
BLUELINX HLDGS INC COM NEW COM NEW ** 202,379
BLUEPRINT医药公司COM ** 4,521,659
蓝科钢铁NPV ** 2,670,358
BMO 2024-5C5 MTG TRCOML MTG途经CTF CL5.4621 % 02-15-2057 ** 2,023,073
BMO 2024-5C6 MTG TRR MTG途经CTF CLA-3 5.31610012054% 09-15-2057 ** 1,614,591
BMO 2024-5C6 MTG TRR MTG途经CTF CLB 6.08629989624% 09-15-2057 ** 991,125
BMO 2024-5C7 MTG TRCOML MTG PASSTHRU CTF CL5.09 159994125 % 11-15-2057 ** 4,996,064
宝马VEH租赁TR5 %到期06-25-2027 ** 4,875,687
宝马VEH车主TR2022-A CLA3 3.21 % 08-25-2026 ** 3,655,774
BNK金融集团有限公司 ** 997,821
法国巴黎银行5.176% 01-09-2030 ** 996,631
法国巴黎银行5.176% 01-09-2030 ** 2,023,160
法国巴黎银行EUR2 ** 8,773,567
02-15-2031年到期的BOARDWALK 3.4% ** 89,345
BOARDWALK PIPELINES LP4.8 % 05-03-2029 ** 98,602
33
证券名称、到期日、利率 成本 现值
（以美元计）
BOARDWALK R/EST in Trust Units ** 1,304,522
BOE TECH GP（stock conneCT） ** 2,123,333
BOE VARITRONIX LTD HKD0.25 ** 73,971
*波音公司
** 5,434,126,737
BOISE CASCADE CO COM ** 2,952,126
BOK FINL CORP COM NEW ** 903,867
Bombardier公司 ** 421,395
Bombardier INC Bombardier INC光盘 ** 2,445,936
BON SECOURS MERCY 1.35%到期06-01-2025 ** 1,215,549
BONOS DE TESORERIA 5.35% GTD SNR BDS 12/08/40 ** 133,777
Booking HLDGS INC COM ** 6,637,809
BOOT BARN HLDGS INC COM ** 6,816,566
BOOZ ALLEN HAMILTON HLDG CORP CL A COM STK ** 1,168,982
BOAL FIN PTY LTD3.75 % 05-01-2028 ** 121,557
BORALEX INC CL‘A’COM NPV ** 407,234
BORG WARNER INC COM ** 3,869,097
博格华纳公司4.95% 08-15-2029 ** 716,296
博荣公司KRW2500.00 ** 334,104
波士顿科学公司 ** 6,123,243
BOURSA科威特SECU KWD0.1 ** 20,523
BOWHEAD SPECIALTY HLDGS INC COM ** 167,086
BOX INC CL A CL A ** 842,108
BP CAP MKTS AMER 1.749%到期08-10-2030 ** 313,085
BP CAP MKTS AMER 1.749%到期08-10-2030 ** 854,637
BP CAP MKTS AMER 2.772%到期11-10-2050 ** 168,236
BP CAP MKTS AMER 2.939%到期06-04-2051 ** 387,610
BP CAP MKTS AMER 3.633%到期04-06-2030 ** 603,269
BP CAP MKTS AMER 3.937%到期09-21-2028 ** 1,745,633
BP CAP MKTS AMER INC 3.0%到期02-24-2050 ** 407,571
BP CAP MKTS AMER INC 3.001%到期03-17-2052BEO ** 193,838
BPCE 0% CP11-13-2025 ** 2,962,333
BPCE S A中1%到期01-20-2026 ** 922,958
BPCE S A中1%到期01-20-2026 ** 1,514,227
BPCE SR非PFD VAR RT 2.045%到期10-19-2027 ** 1,329,159
BPCE SR非PFD VAR RT 5.975%到期01-18-2027 ** 413,207
BPCE SR非PFD VAR RT 5.975%到期01-18-2027 ** 4,217,732
BPER银行净现值 ** 838,654
BRAMBLES LTD NPV ** 3,469,250
白兰地酒OPER合作伙伴关系LP8.875 % 04-12-2029 ** 957,745
Bread Financial HOLDINGS INC COM0.01美元 ** 1,361,699
BRF SA COM NPV ** 1,048,346
Bridge2022-SFR1TRSINGLE家庭租金PASSTHRU4.15 % 11-17-2037 ** 2,444,434
BridGECREST 5.65%到期日04-16-2029 ** 3,538,551
BridGECREST 5.94%到期时间02-15-2030 ** 3,549,886
BridGECREST 6.8%到期日为08-15-2029年 ** 898,254
08-15-2029年到期的BridGECREST7.1 % ** 2,573,796
BridGECREST Lending Auto Securitization TRSR24-1 CLA3 5.53% 01-18-2028 ** 556,009
BridGECREST Lending Auto Securitization TRSR24-1 CLA3 5.53% 01-18-2028 ** 5,269,035
34
证券名称、到期日、利率 成本 现值
（以美元计）
步队企业INR10 ** 314,620
BRIGHT HORIZONS FA COMUSD0.001 ** 808,429
BRIGHTHOUSE FINL INC COM ** 1,574,991
BRIGHTVIEW HLDGS INC COM ** 3,756,419
布林克INTL INC COM ** 1,818,326
BRISTOL MYERS FIXED 3.4%到期07-26-2029 ** 1,322,620
BRISTOL MYERS固定利率4.25%到期10-26-2049 ** 356,096
Bristol Myers定于11-15-2047年到期4.35% ** 884,334
Bristol Myers SQUIBB CO4.9 % 02-22-2027 ** 1,232,212
Bristol Myers SQUIBB CO5.875 % 02-22-2064 ** 627,035
Bristol Myers SQUIBB CO COM ** 1,104,334
Bristol-Myers SQUIBB CO5.1 % 02-22-2031 ** 302,230
Bristol-Myers SQUIBB CO5.1 % 02-22-2031 ** 10,074
Bristol-Myers SQUIBB CO5.2 % 02-22-2034 ** 574,453
Bristol-Myers SQUIBB CO5.2 % 02-22-2034 ** 1,468,601
Britannia Industries Common Stock NR1（POST SubDIVISION） ** 657,777
British Land CO ORD GBP0.25 ** 1,353,508
英国电信PL C NT STPOUP 12-15-2030 12-12-2000 ** 182,006
BRIXMOR OPER 2.5%到期08-16-2031 ** 167,872
BRIXMOR OPER 4.125%到期06-15-2026 ** 1,212,250
BRIXMOR OPER伙伴关系LP SR NT2.25 % 04-01-2028 ** 228,583
BRIXMOR Operating Partnership LP 3.85% NTS 02-01-2025 USD1000 ** 7,001,754
BRIXMOR运营伙伴关系LP5.5 % 02-15-2034 ** 297,964
Broadcom CORP/Broadcom CAYMAN FIN LTD3.125 % 01-15-2025 ** 4,996,939
Broadcom INC3.459 % 09-15-2026 ** 6,211,810
Broadcom INC4.15 % 02-15-2028 ** 1,547,802
Broadcom INC4.3 %到期11-15-2032 BEO ** 1,415,053
Broadcom INC4.55 % 02-15-2032 ** 169,180
Broadcom INC4.8 % 10-15-2034 ** 318,480
Broadcom INC5.05 % 07-12-2027 ** 2,212,061
Broadcom INC COM ** 89,336,762
Broadcom INC SR NT5.15 % 11-15-2031 ** 312,168
Broadcom INC定期贷款08-14-2026 ** 795,667
Brookfield CAP FIN LLC SR NT6.087 % 06-14-2033 ** 1,760,109
布鲁克菲尔德金融公司3.5%到期03-30-2051 ** 1,726,311
布鲁克菲尔德金融股份有限公司5.968% 03-04-2054 ** 80,974
布鲁克菲尔德金融公司5.675% 01-15-2035 ** 1,037,904
兄弟行业NPV ** 1,229,684
BROWN & BROWN INC2.375 %到期03-15-2031 ** 357,117
BROWN & BROWN INC COM ** 3,283,616
不伦瑞克公司.com ** 3,160,847
疯牛病有限公司INR2 ** 210,618
BSTN PPTYS LTD 3.2%到期01-15-2025 ** 265,786
BSTN SCIENTIFIC 1.9%到期06-01-2025 ** 1,822,742
BSTN SCIENTIFIC 2.65%到期06-01-2030 ** 50,875
BUMI ARMADA BERHA MYR ** 180,380
BUNGE Global SA F普通股 ** 214,462
BUNGE LTD FIN CORP FIXED 1.63%到期日08-17-2025 ** 2,485,724
35
证券名称、到期日、利率 成本 现值
（以美元计）
BUNGE LTD FIN CORP FIXED 1.63%到期日08-17-2025 ** 1,940,472
BUNGE LTD FIN CORP FIXED 2.75% 05-14-2031 ** 605,466
BUNGE LTD Finance CORP4.2 % 09-17-2029 ** 727,531
BURCKHARDT COMPRES CHF ** 789,398
09-01-2042到期的BURL NORTHN SANTA 4.375% ** 831,607
BURL NORTHN SANTA 5.75%到期05-01-2040 ** 82,194
BURLINGTN N Santa到期4.05% 06-15-2048 ** 398,727
Burlington North Santa FE LLC 5.2% 04-15-2054 ** 462,153
Burlington Stores INC COM ** 2,971,465
Bursa Malaysia BHD MYR0.50 ** 439,233
商业大脑SHO NPV ** 24,533
BUSINESS Engineeri NPV ** 27,755
12-31-2024至01-02-2025期间买入以开放REPO W/DEUTSCHE 4.53% ** 4,200,000
12-31-2024至01-02-2025期间买入以打开与J.P. MORG的回购4.7% ** 36,500,000
BW液化石油气有限公司 ** 3,092,433
BWAY 2021-1450 MTG FLTG RT 5.67634%到期09-15-2036 ** 1,886,254
BX 2021-21m MTG TRFLTG RT 5.15648%到期10-15-2036 ** 335,559
BX 2021-21m MTG TRFLTG RT 5.15648%到期10-15-2036 ** 1,342,236
BX 2023-DELC MTG FLTG RT 7.00 186%到期05-15-2038 ** 2,387,775
BX COML MTG TR2.843 %到期03-09-2044 ** 3,522,233
BX COML MTG TR2021-CIP5.34748 % 12-15-2038 ** 3,230,024
BX COML MTGTR2022-AHP COML MTGTHRU CTF CLA1.04 % 02-15-2039 ** 2,509,921
BX COML ↓ MTG丨TR2024-AIRC COML MTGPASSTHRU CTF CLA6.0031 % 08-15-2039 ** 2,748,794
BX COML MTG TR2024-GPA3 MTG途经CTF CLA 144A5.60468 % 12-15-2039 ** 1,260,479
BX COML MTG TR2024-MDHS COML MTG PASSTHRU CTF CLA5.95 316 % 05-15-2041 ** 809,574
BX COML MTG TRFLTG RT5.11498 %到期10-15-2038 ** 1,387,146
BX COML MTG TRFLTG RT 5.75 347%到期02-15-2039 ** 3,568,426
BX TR2021-ACNT FLTG RT 5.67648%到期11-15-2038 ** 431,841
BX TR2021-LGCY COML MTG途经CTF CLA 4.93 248% 10-15-2036 ** 1,993,750
BX TR2021-SDMF FLTG RT 5.16 448%到期09-15-2034 ** 5,691,849
BX TR2022-FOX2 5.05 544%到期日04-15-2039 ** 1,460,929
BX TR2022-LBA6 FLTG RT 5.3 1186%到期01-15-2039 ** 5,810,000
BX TR2022-PSB6.76286 % 08-15-2039 ** 734,075
BX TR2024-生物MTG PASSTHRU CTF CLA 144A5.95386 % 02-15-2041 ** 3,679,446
BXCOMERCIAL MTG FLTG RT 6.07 328%到期12-09-2040 ** 1,754,021
BXSC COML MTG TR2022-WSS COML MTG途经CTF CLB 6.404% 03-15-2035 ** 3,000,938
比亚迪股份有限公司H'CNY1 ** 1,733,186
BYTES TECHNOLOGY G ORD GBP0.01 ** 72,509
C H ROBINSON WORLDWIDE INC COM NEW COM NEW ** 5,691,589
C & A MODAS SA COM NPV ** 422,008
CABOT CORP COM ** 1,937,507
CACTUS INC CL A CL A ** 869,973
CADENCE BK COM ** 5,203,362
CADENCE DESIGN SYS到期4.3% 09-10-2029 ** 181,325
CADENCE DESIGN SYS 4.7% 09-10-2034 ** 426,793
CADENCE DESIGN SYS INC4.2 % 09-10-2027 ** 765,979
CADENCE DESIGN SYS INC COM ** 15,873,602
凯撒娱乐公司期限B1 LOANSR SECD TL 01-27-2031 ** 992,808
36
证券名称、到期日、利率 成本 现值
（以美元计）
CAESARS ENTMT INC NEW COM ** 150,724
CAFE24 CORP KRW500 ** 116,404
CAIXABANK SA EUR1 ** 3,428,281
Calavo Growers INC COM ** 192,857
CALFRAC WELL SVCS LTD COM NPV ** 221,624
CALIX NETWORKS INC普通股 ** 833,428
Call FXO GSCMUS33 05/15/2025 USD/CNH7.3 European 31750PL09 ** 3,271
Call FXO MIDLGB22 05/13/2025 USD/CNH7.3欧洲31750PJZ5 ** 55,447
Call FXO MIDLGB22 05/13/2025 USD/CNH7.3欧洲31750PJZ5 ** 24,462
Call FXOBAR BARCGB5G 02/14/2025 USD/CNH7.3欧洲3175FD9K0 ** 15,006
Call FXOBAR MIDLGB22 02/14/2025 USD/CNH 7.375欧洲3175FB9K4 ** 9,945
调用FXODIG BNPAFRPP 01/23/2025美元/离岸人民币7.4欧洲31750PM57 ** 10,564
Call FXODIG CITIUS33 02/14/2025 USD/CNH 7.45欧洲31750PX55 ** 8,950
CAMDEN PPTY TR SH BEN INT ** 4,644,965
露营世界HLDGS INC CL A CL A ** 2,299,533
CANACCORD GENUITY GROUP INC ** 45,693
加拿大（GOVT of）3.25% BDS 0 1/12/2033 CAD1 ** 1,187,417
加拿大（GOVT of）4% BDS 0 1/03/2029 CAD1 ' Q988 ** 1,520,178
加拿大（GOVT of）I/L 1.5% BDS 0 1/12/44CAD1000 ** 482,749
加拿大帝国商业银行5.001%到期04-28-2028 ** 2,406,950
加拿大帝国BKCOMM多伦多BRH5.9 26 % 10-02-2026 ** 3,148,191
加拿大NATL RY CO COM ** 11,731,003
加拿大轮胎有限公司CLASS‘A’CUM NON-VTG COM NPV ** 809,619
CANFIN HOMES LTD ** 275,042
Canny Elevator CO‘A’CNY1（stock connect） ** 219,533
CANTOR FITZGERALD L P SR NT 144A4.5 % 04-14-2027 ** 2,937,307
CAP1 FINL CORP7.14 %到期10-29-2027 ** 1,919,801
CAP 1 PRIME AUTO 3.17%到期日04-15-2027 ** 3,762,367
CAP1 PRIME AUTO 3.69%到期12-15-2027 ** 1,221,068
CAPCOM CO LTD NPV ** 1,143,595
CAPGEMINI EUR8 ** 10,492,545
CAPITAL ONE FINANCIAL CORP5.468 %到期02-01-2029 ** 6,303,984
CAPITAL ONE FINANCIAL CORP6.312 % 06-08-2029 ** 2,628,450
CAPITAL ONE FINL CORP1.878 % 11-02-2027 ** 847,462
CAPITAL ONE FINL CORP2.636 % 03-03-2026 ** 2,976,758
CAPITAL ONE FINL CORP4.985 % 07-24-2026 ** 6,356,885
CAPITAL ONE FINL CORP5.7 % 02-01-2030 ** 268,622
CAPITAL ONE FINL CORP5.7 % 02-01-2030 ** 1,268,097
CAPITAL ONE FINL CORP6.051 % 02-01-2035 ** 1,829,355
CAPITAL ONE FINL CORP COM ** 4,618,488
CAPITAL ONE FINL CORP SR NT FIXED/FLTG5.268 % 05-10-2033 ** 486,994
资本一号多资产执行SER 22-A3 CLA 4.95%到期10-15-2027 ** 1,334,903
资本一号多资产执行TRSER22-A1CLA12.8 % 03-15-2027 ** 14,604,318
Capital One Multi-Asset Execution TRSR 2022-2 NT CLA 3.49% 05-15-2027 ** 391,457
资本一多资产执行TRSR23-A1CLS A4.42 % 05-15-2028 ** 7,900,588
CAPRICORN METALS L NPV ** 190,338
CARABAO GROUP PUBLIC COMPANY LTD THB1（NVDR） ** 193,171
Cardinal Health INC4.7 % 11-15-2026 ** 802,397
37
证券名称、到期日、利率 成本 现值
（以美元计）
Cardinal Health INC5.125 % 02-15-2029 ** 610,909
Cardinal Health INC5.45 % 02-15-2034 ** 488,343
Cardinal HLTH公司 ** 2,227,734
Cardinal HLTH INC5 %到期11-15-2029 ** 655,866
CARDLYTICS INC COM ** 14,417
CARE REIT PLC ** 302,439
CAREDX INC COM ** 522,297
CARETRST REIT INC COM ** 1,701,445
Cargo Therapeutics INC COM ** 98,316
CARGOTEC OYJ SER‘B’NPV ** 357,347
CARGURUS INC CL A CL A ** 1,650,548
CARIBOU BIOSCIENCES INC COM ** 26,726
CARL ZEISS MEDITEC NPV ** 62,597
卡尔斯贝格SER‘B’DKK20 ** 6,960,936
卡莱尔集团股份有限公司 ** 22,022,779
CARMAX汽车拥有人1.95%到期09-15-2027 ** 1,448,382
CARMAX汽车拥有人3.49%到期02-16-2027 ** 302,995
CARMAX汽车拥有人3.49%到期02-16-2027 ** 3,022,938
CARMAX汽车所有者5.5%到期02-15-2029 ** 6,095,620
CARMAX汽车所有者在08-16-2027年到期时固定1.7% ** 686,787
CARMAX汽车所有者将于07-17-2028年到期的6% ** 387,826
CARMAX汽车所有者将于07-17-2028年到期的6% ** 3,572,083
CAMAX汽车所有者TR2021-2资产支持CLC1.34 % 02-16-2027 ** 1,183,590
CARMAX汽车车主TRSR24-1 CLA34.92 % 10-16-2028 ** 341,852
CARMAX汽车所有者信托SER 23-3 CLA3 6% 05-15-2028 ** 206,733
CARMAX汽车所有者信托SER 23-3 CLA3 6% 05-15-2028 ** 2,085,486
CARMAX汽车所有者信托SER 22-4 CLA3 5.34%到期08-16-2027 REG ** 2,749,878
CARMAX INC COM ** 5,625,906
CAMAX所有者TR4.65 %到期01-16-2029 ** 960,522
嘉年华CORP COM对 ** 39
卡彭特科技股份有限公司 ** 499,796
Carriage Services INC COM ** 208,336
CARRIER GLOBAL CORP6.2 % 03-15-2054 ** 211,683
CARRIER Global CORPORATION COM USD0.01 WI ** 7,933,177
CARVANA AUTO 1.31%到期01-11-2027 ** 1,919,299
CARVANA AUTO 5.21%到期06-10-2030 ** 2,822,656
CARVANA Auto Receivables TR2021-N1 asset backed CTF CLC1.3 % 01-10-2028 ** 235,469
CARVANA Auto Receivables TR2021-N4 asset backed NT CLC1.72 % 09-11-2028 ** 192,423
CARVANA Auto Receivables TR2021-P1 asset backed NT CLA-4..86 % 01-11-2027 ** 971,072
CARVANA汽车应收款TR2022-P3 SR22-P3 CL A3 4.61%到期11-10-2027 BEO ** 399,252
CARVANA CO CL A CL A ** 788,223
CASELLA WASTEE SYS INC CL A COM STK ** 9,469,360
CASEYS GEN Stores INC COM ** 1,789,771
CASSA Depositi E PRESTITI S PA5.75 % 05-05-2026 ** 1,107,763
Castle Biosciences INC COM ** 200,754
CATALYST PHARMACEUTICALS INC COM STK USD0.001 STK ** 952,757
CATERPILLAR INC 2.6%到期04-09-2030 BEO ** 1,019,167
CATERPILLAR INC COM ** 5,599,201
38
证券名称、到期日、利率 成本 现值
（以美元计）
Cathy Finl HLDG TWD10 ** 1,429,145
Cathedral Lake LTD SR21-7RA CL AR0 % 01-15-2032 ** 5,608,452
CCC Intelligent Solutions HLDGS INC COM ** 646,851
CCK合并NPV ** 84,280
CD2016-CD2 MTG TR3.34 8 %到期11-10-2049 ** 1,263,155
CD2017-CD6 MTG TR3.19 %到期11-13-2050 ** 2,888,325
CD ProjEKT SA PLN1.00 ** 623,397
CDN帝国BK 3.45%到期04-07-2027 ** 2,348,262
CDN NAT RES LTD5 %到期12-15-2029 ** 296,899
CDN NAT RES LTD5 %到期12-15-2029 ** 2,469,211
CDS BARCGB5G 06/20/2025卖出意大利政府国际债券6 SWPC0JFW0 ** 419
CDS BARCGB5G 06/20/2025卖出意大利政府国际债券6 SWPC0JG41 ** 838
CDS CITIUS33 06/20/2025卖出意大利政府国际债券6 SWPC0JG66 ** 838
CDS CITIUS33 06/20/2027卖出以色列国2.875% SWPC0MGC6 ** 9,710
CDS GSILGB2X06/20/2029卖出以色列国2.875% SWPC0MMW5 ** 205
CDS GSILGB2X12/20/2029卖出印度尼西亚共和国SWPC0MYK8 ** 22,078
CDW CORP COM ** 2,164,884
CDW LLC/CDW FIN FED FIXED2.67 % DUE12-01-2026 ** 4,942,726
CELANESE US HLDGS 6.05%到期03-15-2025 ** 55,039
CELESTICA INC NPV ** 258,273
CELLDEX THERAPEUTICS INC新SHS ** 221,593
CELLEBRITE DI LTDCOM USD0.0001 ** 368,892
CENCORA INC5.125 % 02-15-2034 ** 883,473
CENCORA INC5.15 % 02-15-2035 ** 463,968
CENOVUS ENERGY INC2.65 % 01-15-2032 ** 249,695
中亚金属COMSTK ** 503,013
CENTENE CORP DEL 3%到期10-15-2030 ** 863,109
CENTENE CORP DEL COM ** 1,984,661
CENTERPOINT能源2.4%到期09-01-2026 ** 2,270,677
中点能源3.95% 03-01-2048 ** 24,600
CENTERPOINT ENERGY 5.85到期01-15-2041 ** 80,578
CENTERPOINT ENERGY RES CORP1.75 % DUE10-01-2030 ** 251,452
CENTERPOINT ENERGY RES CORP5.25 % 03-01-2028 ** 64,607
CENTERRA GOLD INC COM NPV ** 1,603,489
中央存款INR10 ** 865,277
Central SEC Patrol NPV ** 49,432
CENTRICA ORD GBP0.061728395 ** 2,330,143
CENTRUS ENERGY CORP CLA COM ** 70,207
CENTURION CORP LTD NPV ** 907,926
世纪明矾股份有限公司 ** 467,398
CENTURY CMNTYS INC COM ** 384,700
CES ENERGY SOLUTIO COM NPV ** 4,427,098
CESC INR1 ** 293,459
CF JPMCB流动性FD ** 568,488,044
CG肿瘤公司COM ** 165,885
CGI INC1.45 % 09-14-2026 ** 1,891,760
CHACHA FOOD CO LTD‘A’CNY1（stock connect line） ** 303,625

39
证券名称、到期日、利率 成本 现值
（以美元计）
Challenger LTD净现值 ** 1,194,638
冠军之家公司 ** 9,992,654
Charles RIV Laboratories INTL INC COM ** 5,416,164
查尔斯·施瓦布公司6.196% 11-17-2029 ** 928,561
CHART INDS INC COM PAR 0.01美元COM PAR 0.01美元 ** 903,246
02-01-2032年到期的租船2.3% ** 5,778,145
租约3.5%到期06-01-2041 ** 576,143
租约4.908%到期07-23-2025 ** 2,012,643
宪章6.384%到期10-23-2035 ** 319,545
CHARTER COMMUNICATIONS OPER LLC 6.15% 11-10-2026 ** 8,017,674
CHARTER COMMUNICATIONS OPER LLC/CHARTE4.2 %到期日03-15-2028 BEO ** 164,528
CHARTER COMMUNICATIONS OPER LLC/CHARTE4.2 %到期日03-15-2028 BEO ** 1,692,699
CHARTER COMMUNICATIONS OPER LLC/CHARTE4.8 %到期03-01-2050 ** 594,684
04-01-2061年到期的Charter FIXED 3.85% ** 60,358
Charter Hall Group NPV（Stapled） ** 298,529
追逐汽车拥有人TR2023-A资产支持新台币CL A-3 144A5.68 % 01-25-2029 ** 1,419,515
CHASE HOME Lending 3.25% DUE 09-25-2063 ** 404,396
CHASE Issuance Trust SER 23-A CLA 5.16% 09-15-2028 ** 8,274,512
查塔姆住宿TRCOM ** 89,679
Check PT Software TECHNOLOGIES ORDILS.01 ** 16,513,428
芝士蛋糕厂有限公司 ** 435,594
CHEGG INC COM ** 111,459
CHEMED CORP NEW COM ** 5,305,417
陈布罗MICOM公司 ** 170,706
成都康弘股份 ** 297,678
CHENIERE CORPUS CHRISTI HLDGS LLC 3.7% 11-15-2029 ** 2,754,700
CHENIERE CORPUS CHRISTI HLDGS LLC 5.125% 06-30-2027 ** 3,569,323
CHENIERE ENERGY 5.65%到期04-15-2034年 ** 1,221,320
CHENIERE ENERGY FIXED 4%到期03-01-2031 ** 231,328
CHENIERE ENERGY FIXED 4.5%到期10-01-2029 ** 300,136
CHENIERE ENERGY FIXED 4.5%到期10-01-2029 ** 5,689,020
CHENIERE ENERGY INC COM NEW ** 1,277,617
钦奈Petro CP INR10（DEMAT） ** 154,115
CHERVON HLDGS LTD NPV ** 21,104
CHES FDG II LLC 5.52%到期05-15-2036 ** 3,292,191
CHESTER CNTY PA HLTH & ED FACS AUTH HLTHSYS REV 3.314 06-01-2051 BEO应税 ** 245,901
雪佛龙CORP COM ** 19,369,164
CHEVRON US A INC 2.343%到期08-12-2050 REG ** 281,452
CHEWY INC类A ** 725,226
CHICONY ELECTRONI TWD10 ** 1,251,811
智利REP4.95 % 01-05-2036 ** 1,353,532
智利（REP of）4.7% SNR 01/09/2030 CLP1000 ** 353,155
CHIN WELL持有Berhad MYR0.50 ** 4,959
中国航空TWD10 ** 1,263,547
中国BKG公司 ** 16,225
中国建设银行HCNY1 ** 10,860,410
中国黄金INTL RECOM NPV ** 15,306
中国医疗系统USD0.005 ** 55,401
40
证券名称、到期日、利率 成本 现值
（以美元计）
中国民生银行Ban‘H’CNY1 ** 217,216
China OVERSEAS LAND & INVESTMNT HKD0.10 ** 605,797
中国台北INSU NPV ** 148,093
中国烟草INTL（HK）Co LTD NPV ** 158,987
中国XLX化肥NPV ** 40,114
中国YUHUA EDUCAT HKD0.00001 ** 136,277
CHIPOTLE MEXICAN GRILL INC COM STK ** 33,298,703
CHIYODA INTEGRE CO NPV ** 105,790
选择INTL INR10 ** 542,347
重庆百亚SA A CNY1 ** 253,249
CHORD ENERGY CORPORATION COM0.01美元 ** 1,271,856
CHROMA ATE INC TWD10 ** 648,721
CHUBB INA HOLDINGS LLC 4.65% 08-15-2029 ** 4,085,835
CHUBB LTD ORD CHF24.15 ** 19,280,490
CHUETSU PULP & Paper NPV ** 26,903
CIA de SANEAMento UNITS（1 COM & 4 PRF） ** 318,482
CIA ENERG MG-CEMIG PRF BRL5.00 ** 693,911
CIA SANEAMento MIN COM NPV ** 177,605
CIE DE ST-GOBAIN EUR4 ** 9,953,076
CIE融资人TraD CHF2.50（BR） ** 39,292
CIENA CORP COM新 ** 1,609,609
信诺集团1.25% 03-15-2026 ** 440,144
信诺集团新3.4%到期03-01-2027 BEO ** 1,662,674
信诺集团新公司4.375% 10-15-2028 ** 9,117,650
信诺集团5.0% 05-15-2029 ** 1,173,327
信诺集团5.125% 05-15-2031 ** 895,619
CIKARANG LISTRINDO IDR200 ** 57,254
CIM TR2023-R2 FLTG RT 5.5%到期08-25-2064 ** 8,227,297
CIN FINL CORP6.92 %到期05-15-2028 ** 212,809
CINEMARK HLDGS INC COM ** 1,171,168
CINTAS CORP COM ** 8,544,148
CINTAS CORP NO2 fixed 3.45% due 05-01-2025 ** 1,296,880
CISCO SYS INC 5.3% 02-26-2054 ** 175,099
济生药业股份有限公司A CNY1（stock conneCT） ** 29,758
CIT HOME Equity LN TR2002-1资产BKD CTF CL AF-5 02-25-2033BEO ** 81,738
06-15-2039年到期的CITIBANK CR-CAD6.15 % ** 4,022,416
CITIBANK CRC CARD Issuance TRNT CL2018-A7 3.96% 10-13-2030 ** 6,826,235
中信银行NA4.929 % 08-06-2026 ** 1,179,494
中信银行NA5.803 % 09-29-2028 ** 3,268,667
中信银行NA FLTG 04-30-2026 ** 2,080,635
花旗集团COML MTG 2.646%到期07-10-2049 ** 1,038,031
花旗集团COML MTG 2.7 1000003815%到期08-10-2049 ** 2,041,564
花旗集团COML MTG TR2016-C2 COML MTG PASSTHRU CTF CLD 3.25% 08-10-2049 ** 1,424,113
花旗集团1.122%到期01-28-2027 ** 1,152,380
CITIGROUP INC 1.462%到期06-09-2027 BEO ** 5,536,527
花旗集团2.52% 11-03-2032 ** 279,314
CITIGROUP INC 2.561%到期05-01-2032 BEO ** 1,448,627
花旗集团2.572% 06-03-2031 ** 9,756,650
41
证券名称、到期日、利率 成本 现值
（以美元计）
花旗集团3.106%到期04-08-2026 ** 2,134,486
花旗集团3.106%到期04-08-2026 ** 5,762,220
花旗集团3.29% 03-17-2026 ** 2,241,672
花旗集团3.668% 07-24-2028 ** 290,588
CITIGROUP INC 3.7%到期01-12-2026 ** 747,422
花旗集团3.785% 03-17-2033 ** 71,842
花旗集团3.887% 01-10-2028 ** 392,136
花旗集团3.887% 01-10-2028 ** 5,043,844
CITIGROUP INC4.45 %到期09-29-2027 ** 887,900
CITIGROUP INC4.45 %到期09-29-2027 ** 4,548,022
花旗集团4.542% 09-19-2030 ** 5,704,888
CITIGROUP INC4.6 %到期03-09-2026 ** 807,796
花旗集团5.174% 02-13-2030 ** 4,235,969
CITIGROUP INC5.316 % 09-26-2020REG ** 481,750
花旗集团5.449% 06-11-2035 ** 2,073,234
CITIGROUP INC5.61 % 09-29-2026 ** 5,962,214
CITIGROUP INC COM NEW COM NEW ** 54,806,499
CITIGROUP INC FLTG RT 4.412%到期03-31-2031 ** 1,278,410
CITIGROUP INC NEW 2.976% 11-05-2030 ** 3,545,699
CITIGROUP INC SR NT3.057 % 01-25-2033 ** 356,583
CITIGROUP INC SR NT3.057 % 01-25-2033 ** 816,274
花旗集团MTG LN FLTG RT 2.5%到期05-25-2051 ** 625,044
花旗集团MTG LN FLTG RT 5%到期05-25-2051 ** 344,521
CITIGROUP MTG LN FLTG RT 5.40 878%到期11-25-2034 ** 264,713
02-15-2028年到期的公民汽车5.83% ** 2,027,133
01-18-2028年到期的CITIZENS AUTO 5.84% ** 2,932,005
01-18-2028年到期的CITIZENS AUTO 5.84% ** 707,725
CITIZENS FINL GROUP INC5.967 % 07-23-2032 ** 1,204,465
CITIZENS FINL GROUP INC COM ** 12,522,318
CIVITAS RES INC COM ** 14,495
CKD CORP NPV ** 610,813
CLAREMONT MKENNA 3.775%到期01-01-2122 ** 1,878,163
CLASSYS INC KRW100 ** 35,216
清洁HBRS INC COM ** 7,003,851
Clear SECURE INC CL A CL A ** 912,553
ClearWater Analytics HLDGS INC CL A CL A ** 921,299
CLEV ELEC ILUM CO 4.55%到期11-15-2030 ** 178,227
克利夫兰悬崖0.125美元 ** 246,355
CLOROX CO普通股1美元面值 ** 736,529
CLSA Global Market（YUTONG BUS CO LTD A）P-NOTE 24/01/2029 ** 678,068
CME集团有限公司COM STK ** 5,855,679
CME _ OIS GOLDUS33 0 9/16/2026美元P3.28 %/R1DSOFRSWU02AB68 ** 448,165
CME _ OIS MSNYUS33 06/24/2035美元P3.7 %/R1DSOFRSWU027CR8 ** 188,122
CME _ OIS MSNYUS33 06/24/2055美元P3.5 %/R1DSOFRSWU027CT4 ** 238,630
CME _ OIS MSNYUS33 12/21/2052美元P1.75 %/R1DSOFRSWU01JI06 ** 3,857,627
CMO ADJBL RATE MTG TR到期09-25-2035BEO ** 161,513
CMO银行2017-BNK4 MTG通过CTF CL A-SB 3.419%到期05-15-2050 REG ** 360,737
CMO银行2022-BNK39 CL A4 2.854%到期02-15-2055 BEO ** 1,759,377
42
证券名称、到期日、利率 成本 现值
（以美元计）
CMO银行2024-BNK48SR24-BNK48CLAS5.053 % 09-15-2034 ** 3,445,885
CMO BANK5 SR23-5YR1 CLA3 6.26% 03-15-2056 ** 12,804,208
CMO BANK5 SR24-5YR8 CLA3 5.884% 08-15-2057 ** 1,027,484
CMO巴克莱商业抵押贷款SR22-C17CLA54.441 % 09-15-2055 ** 3,089,724
CMO BBCMS MTG TR2018-C2 MTG途经CTF CLA-3 4.052%到期12-15-2051 REG ** 7,038,017
CMO BBCMS MTG TRSER 24-5C31 CL A3 5.6% 12-15-2057 ** 5,733,163
CMO金隅集团按揭信托SER 23-C19 CL A2A 5.756% 04-15-2056 ** 5,057,422
CMO BEAR STRARNS ALT-A TRSER 2005-4CL II-3A-2到期05-25-2035REG ** 215,582
CMO Bear Stearns ARM TR2000-2 MTG pass thru CTF CLA-1 vAR rate 11-25-2030 BEO ** 6,872
CMO Bear Stearns ARM TR2002-11CL I-A-1DUE 02-25-2033/04-25-2006BEO ** 76
CMO Bear Stearns ARM TR2004-10 MTG到期01-25-2035 ** 12,465
CMO Bear Stearns ARM TRDUE 02-25-2034REG ** 69,022
CMO BEAR STEARNS Structured ProDS INC TR200到期12-25-2046 REG ** 706,134
CMO Bear Stearns Structured Prods INC TR200 MTG PASSTHRU CTF CL I-A-1 VAR到期 ** 15,551
CMO基准2018-B4 MTG TRSE 2018-B4 CL A3 3.886%到期07-15-2051 ** 5,910,796
CMO基准2019-B11 MTG TRSER 2019-B11 CLS A4 3.2805 % 05-15-2052 ** 7,273,711
CMO基准2020-B16 MTG TR2.475 % 12-15-2057 ** 6,215,597
CMO基准2022-B32 MTG TRCL A5 2.9089%到期01-15-2055 BEO ** 1,666,357
CMO基准抵押贷款信托SR24-V11CL A3 5.909% 11-15-2057 ** 6,712,976
CMO基准SER19-B14CLA53.0486 %到期12-15-2061 ** 8,130,308
CMO BMO按揭信托SER 24-5C5 CLS A3 5.8574% 02-15-2057 ** 2,048,084
CMO BMO按揭信托SR24-5C8 CL A3 VAR RT 12-15-2057 ** 4,592,496
CMO CHASE MTG FIN TRSER 2007-A1 PASSTHRU CTF CL1-A1 4.366 03-25-37 REG ** 7,133
CMO CITIGROUP COML MTG TR2016-C3 COML MTG CTF CLA-3 2.86% 11-15-2049 ** 5,303,510
CMO CITIGROUP COML MTG TR2016-P3 BNDS3.495 % 04-15-2049 ** 976,064
CMO CITIGROUP COML MTG TR2016-P5 2.684% DUE 10-10-2049 REG ** 7,756,875
CMO CITIGROUP COML MTG TR2016-P5 COML MTG PASSTHRU CTF CL DUE 10-10-2049 REG ** 440,788
CMO CITIGROUP COML MTG TR2017-B1 COML MTG CTF CL A-AB3.243 % 08-15-2050 ** 1,148,730
CMO CITIGROUP COML MTG TR SER 2016-P6 CLS A4 3.458% 12-10-2049 ** 1,402,193
CMO CITIGROUP MTG LN TRSER 2005-6 CL A1FLT RT到期09-25-2035/12-25-2021 BEO ** 3,076
CMO CITIGRP Commerical MTG CITIGROUP COML MTG TR3.127到期04-15-2049 REG ** 1,776,468
CMO COMM 2015-LC19 MTG TRSER 15-LC19 CLA4 3.183%到期02-10-2048/01-10-2025 REG ** 625,095
CMO COMM 2015-LC23 MTG TRCL A-SB 3.598%到期10-10-2053 REG ** 2,622,454
CMO COMM 2019-GC44 MTG TRSER 19-GC44 CLS A3 2.688%到期08-15-2057 REG ** 5,181,426
CMO COMMMTG TRCOML SER2015-CRE25 CLA-4 3.759%到期08-10-2048 REG ** 991,962
CMO CREDIT SUISSE 1st BSTN MTG SECS CORPSER 2004-8 CL6A1 4.5到期12-25-2019 REG ** 8,775
CMO CSAIL2015-C4 COML MTG TRUST SR2015-C4 CL-ASB3.6 167 %到期11-11-2048 ** 300,095
CMO CSAIL2016-C5 COML MTG TRCL A-SB 3.5325%到期11-15-2048 REG ** 1,246,543
CMO CSMC 2018-J1 TRCL A-2 FLTGE 02-01-2048 ** 18,272
CMO CWMBS INC SER 2005-11 CL 3-A-1 FLT RT到期04-25-2035 REG ** 252,503
CMO DBJPM2016-C1 MTG TR CL A-SB 3.038%到期05-10-2049 REG ** 801,212
CMO FREMF 2016-K53 MTG TR MTGPASSTHRU CTF CLB 144A到期03-25-2049 BEO ** 2,961,959
CMO GS MTG SECS CORP 2003-2F CL IIA-1 6%到期03-25-2032BEO ** 872
CMO GS MTG SECS TR2015-GC30 CLA-4 3.382%到期05-10-2050 ** 6,759,182
CMO GS MTG SECS TR2015-GS1 CLA-AB3.553 %到期11-10-2048 REG ** 2,144,352
CMO GS MTG SECS TR2017-GS7 COML MTG PASSTHRU CTF CLA-4 0due 08-10-2050 REG ** 4,010,156
CMO GS MTG SECS TRSER 2016-GS3 CL AAB2.777 % 10-10-2049 ** 155,488
CMO HARBORVIEW MTG LN TR2003-1 CLA FLTG RT 05-19-2033 ** 1,814
43
证券名称、到期日、利率 成本 现值
（以美元计）
CMO HARBORVIEW MTG LN TR2005-4 TERMPASSTHRU CTF CL4-A到期07-19-2035 REG ** 6,077
CMO HARBORVIEW MTG LN TR2005-9 CL 2-A-1A到期06-20-2035 REG ** 80,018
CMO J P MORGAN CHASE 2013-C PASSTHRU CTF CLC 12-15-2047 REG ** 223,014
CMO JP Morgan CHASE CML MTG SECS TR2016-N PTHRU CTF CLA 144A 10-06-38BEO ** 2,547,997
CMO JP MORGAN MTG TR2005-A1 MTG PASSTHRU CTF CL6-T-1到期02-25-2035 REG ** 36,870
CMO JJPMDB COML MTG SECS SER 17-C5 CL A4 3.4141%到期03-15-2050 REG ** 5,838,269
CMO JPMBB COML MTG SECS TR2015-C28 COML CTF A-4 3.2274到期10-15-2048 REG ** 441,437
CMO JPMBB COML MTG SER 15-C32 CL A4 3.3293%到期11-15-2048 REG ** 4,983,826
CMO JPMCC COML MTG SECS 2015-JP1 CL A4 3.64 98% 01-15-2049 ** 3,746,186
CMO JPMCC COML MTG SECS TR2016-JP2 2.5589%到期08-15-2049 BEO ** 5,994,871
CMO JPMCC COML MTG SECS TR2017-JP7 CLA-3 3.3785% 09-15-2050 ** 246,383
CMO JPMCC COML MTG SECS TR2017-JP7 CLA-3 3.3785% 09-15-2050 ** 902,142
CMO JPMDB COML MTG SECS SR2017-C7 CLA-5 3.4092%到期10-15-2050 ** 5,542,325
CMO JPMDB COML MTG SECS TR2020-COR7 SR20-COR7 CLA-4 1.9 152% 05-13-2053 ** 6,955,584
CMO MASTR ADJ费率MTGS TR2003-6 MTG PASSTHRU CTF CL 3-A-1到期12-25-2033 REG ** 32,735
CMO MELLON RESDNTL FDG CORP 2000-TBC2 MTG PASSTHRU CTF CLA-1 VAR 05-25-30 ** 35,725
CMO Merrill LYNCH MTG INVS INC 2004-A CLA-1 FLTG到期04-25-2029 REG ** 1,336
CMO Merrill LynCH MTG INVS INC SER 2003-C CL A1 6-25-28 ** 21,490
CMO Merrill LynCH MTG INVS INC SER 2005-A5 CL A3到期06-25-2035 REG ** 1,140,109
CMO摩根士丹利BK AMER MERRILL LYNCH TRS系列2015-C24 3.732 % 05-15-2048 ** 4,467,464
CMO摩根士丹利BK AMER MERILL TR2017-C33 CLA-3 3.295% 05-15-2050 ** 6,559,763
CMO摩根士丹利CAP I TR2018-H3 CL A-SB4.12 % 07-15-2051 ** 3,096,219
CMO MORGAN STANLEY CAP I TRSER 2019-L2 CLA4 4.071 % 03-15-2052 ** 1,240,816
CMO MORGAN STANLEY CAP I TRSER-2018-H3 CL-A3 3.9 19% 07-15-2051 REG ** 373,116
CMO摩根士丹利资本I Trust SR2019-H6 CL A2 3.228% 06-15-2052 ** 186,570
CMO MORGAN STANLEY MTG LN TR2004-2AR到期01-25-2035 REG ** 28,872
CMO MORTGAGEIT TR2005-2 MTGBKD NT CL1-A-1 ADJ到期利率05-25-2035 REG ** 48,849
CMO RESDNTL FDGMTG SECS I INC MTG通过2003-S9 CLA-1 6.503-25-2032 REG ** 745
CMO SER 12-CR4 CL A3 2.853%到期10-15-2045 REG ** 122,097
CMO小型企业管理员GTD DEV PARTN CTF SER 2005-20B CL1到期02-01-2025 REG ** 18,041
CMO SMRT 2022-MINI COML MTG PASSTHRU CTFCL A 144A到期01-15-2039 BEO ** 408,975
CMO STRUCTU ASST MTG INVTS II INC 2004-AR1 FLTMTG通过CTF CL IA1 3-19-34 ** 32,012
CMO结构化资产SECS CORP 2004-4 MTG PASSTHRU CTF 2-A1到期04-25-2034 REG ** 61,136
CMO结构化资产SECS CORP 2004-4 MTG PASSTHRU CTF 3-A2到期04-25-2034 REG ** 209
CMO Structured AST MTG INVTS II INC DUE 05-19-2035 REG ** 1,731,240
CMO Structured AST MTG INVTS II INC DUE 07-19-2035 REG ** 297,776
CMO Structured AST SECS CORP 2004-1 MTG PASSTHRU CTF CL4-A1到期02-25-2034 REG ** 1,433
CMO Structured AST SECS CORP for Future is 2003-31A CL2-A7 10-25-2033 REG ** 513,787
CMO Structured AST SECS CORP for Future到期06-25-2033 REG ** 11,324
CMO Structured AST SECS CORP SER 2003-22A CL3-A 4.42到期6-25-2033 REG ** 26,113
CMO瑞银COML MTG TR SER 2017-C3 CL ASB 3.215% 08-15-2050 ** 2,597,413
CMO WAMU MTG PASS-THRUGH CTFS 2005-AR2 CL2A-1A VAR DUE 01-25-2045 REG ** 382,371
CMO WAMU MTG PASS-THRU CTFS TR2002-AR2 MTG PASSTHRU CTF CLA VAR DUE 02-27-2034 ** 377,323
CMO韦尔斯·法戈COML MTG SER 15-NXS3 CL ASB 3.371% 09-15-2057 ** 547,773
CMO韦尔斯·法戈COML MTG SER 2017-C39 CL ASB 3.212% 09-15-2050 ** 1,151,271
CMO韦尔斯·法戈COML MTG TR2016-NXS5 CLA-6 01-15-2059 ** 3,796,453
CMO韦尔斯·法戈COML SER 2015-LC22 CL ASB 3.571% 09-15-2058 REG ** 534,961
CMO韦尔斯·法戈商业抵押贷款TRU SER 24-5C1 CL A3 5.9 28% 07-15-2057 ** 13,188,861
44
证券名称、到期日、利率 成本 现值
（以美元计）
CMOMORGAN STANLEY BK AMER MERRILL SER 2016-C31 CL A-SB 2.952% 12-15-2025 ** 903,940
康哲药业能源股份有限公司 ** 2,102,008
CNA FINL CORP5.5 % 06-15-2033 ** 806,365
CNH设备TR2006-BSR2021-CL A-3.81 % 11-15-2026 ** 370,630
CNH EQUIP TR2022-B资产支持新台币CLA-3 3.89% 08-16-2027 ** 3,149,415
CNH INDL CAP LLC 3.95% 05-23-2025 ** 1,903,363
CNH INDL CAP LLC 4.55% 04-10-2028 ** 2,135,423
CNH INDL CAP LLC 5.1% 04-20-2029 ** 690,094
CNH INDL CAP LLC 5.45% 10-14-2025 ** 1,274,631
CNH INDL CAP LLC固定利率1.45%到期时间07-15-2026 ** 4,801,631
CNH Industrial NV COM STK ** 8,239,459
煤炭印度有限公司 ** 5,929,588
COBANK ACBFXD利率重置NON CUM PERP 7.25% 12-31-2049 ** 2,864,008
古柯可乐CO 5.3% 05-13-2054 ** 193,253
可口可乐CO5.4 % 05-13-2064 ** 356,679
COCA COLA CO COM ** 2,337,054
可口可乐瓶装商NPV ** 1,344,147
COCA-COLA CONSOLIDATED INC COM ** 235,618
COCA-COLA FEMSA S A B DEC V 1.85%到期09-01-2032/09-01-2020REG ** 290,513
COCHLEAR LTD NPV ** 1,531,676
CODAN LTD NPV ** 1,283,421
CODEXIS INC COM ** 183,969
COEUR MNG INC COM NEW COM NEW ** 653,418
COFORGE LTD ** 639,842
COGECO INC SUB-VTG SHS NPV ** 75,445
康捷通讯控股有限公司 ** 3,618,975
COGNYTE SOFTWARE LTD COM NPV WI ** 124,413
一致性CORP COM ** 5,861,040
COHORT ORD GBP0.10 ** 175,281
COINBASE Global INC COM CL A ** 259,722
COLGATE-PALM（IND）INR1.00 ** 553,515
高露洁-PALMOLIVE CO COM ** 6,028,515
College AVE Student LNS 2021-B LLC Assetbacked NT CL A-2 144a1.76 % 06-25-2052 ** 1,299,922
哥伦比亚REP7.5 % 02-02-2034 ** 786,800
COLOPL INC NPV ** 157,292
COLRUYT GROUP N.V ** 262,686
哥伦比亚BKG SYS INC COM ** 11,613,598
COM ALCOA CORPORATION COM0.01美元 ** 309,720
COM7 PCL THB0.25（NVDR） ** 521,535
康卡斯特公司4.55% 01-15-2029 ** 1,151,569
COMCAST CORP新2.8%到期01-15-2051/05-28-2020REG ** 638,164
COMCAST CORP新2.887% 11-01-2051 BEO ** 247,670
COMCAST CORP新3.45%到期02-01-2050 ** 685,982
COMCAST CORP新3.55%到期05-01-2028 ** 479,010
COMCAST CORP新3.75%到期04-01-2040 ** 185,162
COMCAST CORP NEW 3.9%到期03-01-2038 ** 765,782
COMCAST CORP新4%到期03-01-2048 ** 456,342
COMCAST CORP新4.15%到期10-15-2028 ** 2,184,894
45
证券名称、到期日、利率 成本 现值
（以美元计）
COMCAST CORP新4.2%到期日08-15-2034 ** 137,287
COMCAST CORP新4.25%到期01-15-2033 ** 93,369
COMCAST CORP新5.1% 06-01-2029 ** 3,031,868
COMCAST CORP NEW FIDED 3.4% DUE 04-01-2030 ** 1,757,047
COMCAST CORP NEW FIXED 3.999%到期11-01-2049 ** 423,390
COMCAST CORP NEW-CL A ** 28,361,721
COMERICA INC COM ** 3,044,690
COMFORT SYS USA INC COM ** 7,033,035
COMMMTG TRUST SER 2015-CR24 CLA-4 3.432 % 8-10-2048 ** 4,337,260
COMM 2015-CCRE22 3.309%到期03-10-2048 ** 3,478,655
COMM 2015-CCRE26 3.359%到期10-10-2048 ** 5,546,354
COMM 2015-CCRE26 3.373%到期10-10-2048 ** 279,200
COMM 2018-HOME MTG VAR RT 3.81 507%到期04-10-2033 ** 961,669
COMM 2018-HOME MTG VAR RT 3.81 507%到期04-10-2033 ** 5,845,441
COMM 2024-CBM MTG TRCOML MTG PASSTHRU CTF CL5.867 % 12-10-2041 ** 233,825
商业金属公司COM ** 1,258,749
COMMONSPIRIT健康6.073% 11-01-2027 ** 102,872
COMMONSPIRIT HLTH 2.782%到期10-01-2030 ** 575,289
英联邦爱迪生公司2.95% 08-15-2027 ** 2,302,550
英联邦爱迪生公司4.0%到期03-01-2048 REG ** 175,709
COMMSCOPE HLDG CO INC COM ** 374,234
社区金融系统公司 ** 4,558,584
Community Health SYS INC NEW COM ** 517,354
COMMVAULT SYS INC COM STK ** 834,985
COMP.FIN.RICHEMONT CHF1（REGD） ** 12,671,583
COMPANHIA BRASIL COM NPV ** 162,081
COMPASS Group ORD GBP0.1105 ** 17,112,085
COMPASS INC CL A CL A ** 1,098,267
电脑机龄MGMT PVT LTD ** 773,222
ComputerSHARE LTD NPV ** 2,749,897
COMTURE CORPORATIO NPV ** 66,178
COMWLTH BK 5.071%到期09-14-2028 ** 8,497,453
CONAGRA Brands INC 1.375%到期11-01-2027 ** 226,991
CONAGRA Brands INC COM USD5 ** 5,322,450
CONCENTRIX CORP COM0.0001美元 ** 4,852,298
CONCENTRIX CORP6.6 % 08-02-2028 ** 209,294
Conduent INC COM ** 160,719
CONE TR2024-DFW1 MTG PASSTHRU CTF CLA 144A5.95 359% 08-15-2041 ** 914,550
CONMED CORP COM ** 2,576,903
CONNECTICUT Light & POWER CO 1st MTG BD4.65 % 01-01-2029 ** 802,984
CONOCOPHILIPS 5.3% 05-15-2053 ** 138,923
CONOCOPHILIPS CO5.55 % 03-15-2054 ** 1,278,448
CONOCOPHILIPS COM ** 29,997,834
CONOCOPHILIPS公司5.5% 01-15-2055 ** 841,742
CONS EDISON CO NY 3.875%到期06-15-2047 ** 68,690
CONS EDISON CO NY 4.2%到期03-15-2042 ** 100,141
CONS EDISON INC COM ** 964,130
Consolidated EDISON CO N Y INC 4.125% 05-15-2049 REG ** 118,176
46
证券名称、到期日、利率 成本 现值
（以美元计）
结合部4.5%到期05-09-2047 ** 496,126
11-15-2048年到期的5.25% ** 256,001
CONSTELLATION BRANDS INC2.25 %到期08-01-2031 BEO ** 1,148,528
CONSTELLATION BRANDS INC4.8 % 01-15-2029 ** 298,168
CONSTELLATION BRANDS INC CL A CL A ** 2,989,909
CONSTELLATION ENERGY GENERATION LLC 5.6%到期03-01-2028 ** 1,998,981
CONSTELLATION ENERGY GENERATION LLC 5.8%到期03-01-2033 ** 562,338
CONSTELLATION Energy Generation LLC 6.5% 10-01-2053 ** 1,036,795
CONSTELLIUM SE（法国）EUR0.02 A类 ** 62,031
CONSTRUTORA TENDA COM NPV ** 127,866
Consumers 2023证券化FDG 5.21% 09-01-2031 ** 1,817,976
Consumers 2023 Securitization FDG 5.55% 03-01-2028 ** 2,169,752
消费者能源4.05%到期05-15-2048 ** 199,235
消费者能源CO4.9 % 02-15-2029 ** 5,004,180
消费者能源固定3.75% 02-15-2050 ** 113,747
康臣药业HKD0.1 ** 325,247
Continental AG ORD NPV ** 849,351
Converge INFO & CO PHP0.25 ** 78,222
合作社3.75%到期07-21-2026 ** 489,899
01-09-2029年到期的4.8%合作社 ** 1,604,462
COOPER-STANDAR HOLDING COM ** 100,127
COPART INC COM ** 23,146,363
CORBION N.V. 0.25欧元 ** 289,203
CORCEPT THERAPEUTICS INC OC-COM CORCEPT THERAPEUTICS ** 1,319,966
CORE & MAIN INC COM CL A COM CL A ** 1,557,846
COREBRIDGE FINL INC COM ** 12,189,741
COREBRIDGE FINL INC SR NT 3.65% 04-05-2027 ** 4,236,843
CORNING INC3.9 %到期11-15-2049 ** 225,168
CORNing INC COM ** 5,639,151
COROMANDEL INTL LTD ** 67,566
CORPAY INC COM ** 817,872
CORPORACION ANDINA DEFMENTO 2.25% 02-08-2027 ** 1,012,609
CORPORACION ANDINA DEFMENTO 5.0% 01-24-2029 ** 1,414,672
公司办公室PPTYS L P2.25 %到期03-15-2026年 ** 77,429
公司办公室PPTYS L P GTD SR NT2.75 % 04-15-2031 ** 170,707
公司办公室PPTYS L P GTD SR NT2.75 % 04-15-2031 ** 2,197,851
CORTEVA INC COM USD0.01 WI ** 5,844,666
COSMO Pharma N.V.EUR0.26（REGD） ** 931,619
成本集团ORD GBP0.01 ** 151,470
COSTCO Wholesale CORP NEW COM ** 51,110,468
COTE D'IVOIRE 5.25% NTS 22/03/2030欧元 ** 588,057
科特迪瓦5.875% SNR 17/10/2031欧元 ** 583,078
COTERRA ENERGY INC4.375 % 03-15-2029 ** 2,001,654
COUCHBASE INC COM ** 338,615
全国范围的资产支持证书SER 2007-13费率02-25-2036 REG ** 1,486,837
盟约物流集团有限公司CL A ** 336,708
SUB VTG SHS中的COVEO解决方案 ** 53,233
科威股份有限公司 ** 128,288
47
证券名称、到期日、利率 成本 现值
（以美元计）
CP ALL Public Company LIMITED THAB1（NVDR） ** 847,165
华润ACCEP AUTO LN4.68 %到期09-15-2034 ** 923,646
华润ACCEP AUTO LN4.95 %到期08-16-2032 ** 1,823,710
华润ACCEP AUTO LN5.95 %到期06-15-2034 ** 1,733,771
华润ACCEP AUTO LN6.03 %到期05-15-2034 ** 2,133,792
华润ACCEP AUTO LN6.48 %到期03-15-2033 ** 1,617,756
华润ACCEP AUTO LN7.02 %到期05-16-2033 ** 2,048,375
华润ACCEP AUTO LN7.71 %到期日07-15-2033 ** 1,553,744
CRR SUISSE AG NEW 3.7% DUE 02-21-2025 ** 4,490,999
CRR SUISSE AG NEW YORK BRH MEDIUM TRANCHE # SB007712.95 % 04-09-2025 ** 4,715,576
CREDICORP CAP SOCD 10.1% GTD 15/12/43 PEN1000 ** 447,177
CREDICORP LTD COM STK ** 1,644,564
CREDIT ACCEP AUTO LN TR2022-3资产支持NT CLA 144A6.57 % 10-15-2032 ** 840,231
CREDIT AGRICOLE CORP & INVT BK NEW YORK CD DTD 11-19-2024 4.6% 11-18-2025 ** 4,205,326
CREDIT SUISSE AG NEW YORK 1.25% 08-07-2026 ** 236,519
CREDIT SUISSE AG NEW YORK BRH MEDIUM TER5.0 %到期07-09-2027 ** 251,490
CREDIT SUISSE AG NEW YORK BRH MEDIUM TER5.0 %到期07-09-2027 ** 1,194,075
CREDIT SUISSE AG NEW YORK BRH MEDIUM TER7.5 %到期时间02-15-2028 ** 267,717
CREDIT SUISSE AG NEW YORK BRH MEDIUM TER7.5 %到期时间02-15-2028 ** 326,614
CREEK & RIVER NPV ** 61,869
CRESTLINE DENALI CLO XV LTD/SR SECD NTCL A-R FLTG 144A5.58478 % 04-20-2030 ** 75,985
CRH SMW FIN指定活动CO 5.2% 05-21-2029 ** 3,282,739
CRINETICS PHARMACEUTICALS INC COM ** 1,982,259
CRISIL LTD INR1 ** 23,779
克朗普顿格雷夫斯C INR2 ** 90,086
CROWDSTRIKE HLDGS INC CL A CL A ** 9,862,420
CROWN CASTLE INC5.2 % 09-01-2029 ** 415,493
CROWN CASTLE INC5.6 % 06-01-2029 ** 484,046
Crown Castle INTL 2.25%到期01-15-2031 ** 5,624,308
CROWN CASTLE INTL3.65 %到期09-01-2027 ** 1,708,425
CROWN CASTLE INTL CORP新1.05%到期07-15-2026 REG ** 2,068,118
CROWN CASTLE TOWERS LLC/CROWN PPN债券4.241% 07-15-2028 ** 7,892,942
CROWN HLDGS INC COM ** 6,172,312
CRVNA2022-P2B新发行5.08% 04-10-2028 ** 2,388,354
CRYPORT INC COM PAR 0.00 1美元COM PAR 0.00 1美元 ** 108,018
CRYSTAL INTL GROUPHKD0.01 ** 245,561
CS DISCO INC COM ** 45,409
CSAIL COML MTG SR2018-CX11 CL ASB 4.03 39% 04-15-2051 ** 2,415,327
CSAIL2016-C6 COML 2.8233%到期01-15-2049 ** 1,503,578
CSAIL2016-C6 COML 2.9 599%到期01-15-2049 ** 2,207,660
CSAIL2017-C8CL A-SB3.18574 % 06-15-2050 ** 4,044,598
CSL FIN PLC GTD SR NT 144A 3.85% 04-27-2027 ** 670,880
CSMC 2021-RPL2 TRFLTG RT 1.11456%到期01-25-2060 ** 223,170
中船重工2022-RPL4 TRMTG支持新台币CLA-1 144A3.90435 % 04-25-2062 ** 3,291,538
中船集团（香港）海运净现值 ** 49,125
CSWF2021-SOP2 FLTG RT 5.49322%到期06-15-2034 ** 1,016,645
CSWF2021-SOP2 FLTG RT 5.49322%到期06-15-2034 ** 4,744,343
CSWF2021-SOP2 MTG PASSTHRU CTF CLB 144A5.79322 % 06-15-2034 ** 3,612,069
48
证券名称、到期日、利率 成本 现值
（以美元计）
CSX CORP4.5 % 11-15-2052 ** 515,247
CSX CORP4.75 %到期11-15-2048 ** 220,379
CSX CORP COM STK ** 17,230,502
CTS有限公司NPV ** 25,856
Cubesmart L P FIXED 2%到期02-15-2031 ** 352,748
CULLEN/FROST BANKERS INC COM ** 7,710,917
康明斯公司 ** 15,931,020
CUMINS INC4.9 % 02-20-2029 ** 206,271
CURTISS WRIGHT CORP COM ** 1,304,857
Customers BANCORP INC COM ** 1,882,164
CVR ENERGY INC COM STK ** 294,499
CVS健康公司3.25%到期日08-15-2029 ** 1,192,962
CVS保健公司4.3%到期03-25-2028 ** 67,812
CVS保健公司4.3%到期03-25-2028 ** 1,167,339
CVS健康公司5.125%到期07-20-2045 ** 707,197
CVS健康公司5.25% 02-21-2033 ** 767,106
CVS健康公司5.4% 06-01-2029 ** 2,191,004
CVS健康公司5.875% 06-01-2053 ** 165,136
CVS健康公司.com ** 18,026,477
CWABS INC 2004-6资产BKD CTF CL 1-A-1 FLTG费率12-25-2034REG ** 1,415,129
CWABS INC FLTG RT 4.93 378%到期10-25-2034 ** 4,019,800
CYBERAGENT公司 ** 1,329,901
CYBER-ARK SOFTWARE LTDCOM ILS0.01 ** 4,027,784
网络电力系统TWD10 ** 130,351
CYRELA Brazil RLTY A EMREENDIMENTOS ECOM NPV ** 340,332
CYTOKINETICS INC普通股 ** 1,570,666
CYTOMX THERAPEUTICS INC。COM ** 14,836
CZECH（REP of）0.95% SNR 15/05/30 CZK10000 ** 109,855
D AMICO INTL NPV ** 446,923
D R HORTON INC 1.3% 10-15-2026 ** 143,003
D R HORTON INC COM ** 3,229,982
戴杜克公司 ** 85,280
大阳电气C KRW500 ** 13,879
大新财务净现值 ** 81,030
DAIHATSUD DIESEL NPV ** 99,274
DAI-ICHI LIFE HOLD NPV ** 991,652
大金工业NPV ** 8,358,768
DAIMLER TRUKS零售TR2022-1资产支持新台币CL A-3 5.23% 02-17-2026 ** 410,035
DAIMLER TRUKS零售TR2022-1资产支持NT CLA-4 5.39% 01-15-2030 ** 3,015,332
大信证券1st PRF KRW5000 ** 82,054
达拉斯FT WORTH TEX INTL ARPT REV4.087 % 11-01-2051 ** 124,233
DALLAS TEX TAXABLE-CAP APPREC-SER B到期02-15-2027 BEO TAXABLE ZCP ** 2,617,873
DANA INC COM ** 906,119
DANAHER CORP COM ** 284,412
DANAHER CORP SR NT2.8 % 12-10-2051 ** 296,512
丹斯克BK A/S 1.621%到期09-11-2026 ** 1,660,519
丹斯克BK A/S VAR RT 6.259%到期09-22-2026 ** 357,571
丹斯克BK A/S VAR RT 6.259%到期09-22-2026 ** 3,660,430
49
证券名称、到期日、利率 成本 现值
（以美元计）
DARDEN RESTAURANTS INC 4.35% 10-15-2027 ** 2,471,380
达丰电子TWD10 ** 317,481
达索系统0.10欧元 ** 4,013,616
DATADOG INC COM USD0.00001 CL A ** 19,110,394
DAVE INC COM USD0.0001 CLA（POST REV SPLIT） ** 7,123,529
DAY ONE BIOPHARMACEUTICALS INC COM0.0001美元 ** 148,492
大阳企业NPV ** 119,048
DAYFORCE公司 ** 2,201,500
DBJPM2020-C9 MTG途经CTF CLA-3 1.88 199996948% 08-15-2053 ** 4,487,499
DBS集团HLDGS NPV ** 9,119,604
DC COML MTG TR6.3143 %到期09-12-2040 ** 717,625
DC COML MTG TR6.3143 %到期09-12-2040 ** 5,125,890
DCP中游OPER 5.375%到期07-15-2025 ** 1,807,244
DECKERS OUTDOOR CORP COM ** 1,792,269
DEEPAK肥料INR10 ** 93,814
DeEPHAVEN RESDNTL 2.205%到期01-25-2067 ** 10,385
迪尔股份有限公司 ** 13,690,171
Deere John CAP4.85 %到期03-05-2027 ** 2,181,499
迪尔约翰帽公司中期NTS-BOOK4.95 % 07-14-2028 ** 391,748
DELEK集团ILS1 ** 539,967
DELEK US HLDGS INC NEW COM ** 2,187,662
DELIVEROO PLC ORD GBP0.005 ** 425,273
DELL INTL L L C/EMC CORP4.9 %到期10-01-2026 ** 146,425
DELTA Air LINES INC DEL COM NEW COM NEW ** 974,232
德尔塔电子TWD10 ** 1,562,613
DELUXE CORP COM STK USD1 ** 4,864,350
DENALI THERAPEUTICS INC COM ** 165,323
DENSO CORP NPV ** 8,266,450
登士柏国际股份有限公司COM ** 5,344,199
DESCARTES SYSTEMS COM NPV ** 352,204
DESPEGAR COM CORP COM NPV ** 122,295
Deutsche Bank AG 1.625% SNR NPF 20/01/27EUR ** 201,348
德意志银行1.75%-FRN 19/11/2030欧元 ** 95,503
Deutsche Bank AG 5%-FRN GTD 05/09/2030欧元 ** 330,695
德意志银行NPV（REGD） ** 2,744,802
DEUTSCHE BK AG NY 3.547%到期09-18-2031 ** 7,183,939
DEUTSCHE BK AG N Y分行4.999% 09-11-2030 ** 1,437,258
DEUTSCHE BK AG N Y分行2.311% 11-16-2027 ** 8,205,850
DEUTSCHE BK AG N Y分行5.403% 09-11-2035 ** 455,353
DEUTSCHE BK AG N Y分行6.8 19% 11-20-2029 ** 774,467
Deutsche BK AG N Y Branch到期11-16-2027BEO ** 1,053,798
DEUTSCHE BK AG N Y BRH1.686 %到期03-19-2026 BEO ** 868,185
DEUTSCHE BK AG N Y FIXED 3.035%到期05-28-2032 ** 257,179
DEUTSCHE BK AG N Y FIXED 3.035%到期05-28-2032 ** 857,262
DEUTSCHE BK AG N Y FLTG RT 2.129%到期11-24-2026 ** 3,073,151
DEUTSCHE BK AG NY 5.706% 02-08-2028 ** 1,101,550
Deutsche BOERSE AG NPV（REGD） ** 15,774,531

50
证券名称、到期日、利率 成本 现值
（以美元计）
DEVON ENERGY CORP5.6到期07-15-2041 ** 166,689
德文能源公司5.75% 09-15-2054 ** 1,172,822
DEVON ENERGY CORP固定5%到期06-15-2045 ** 142,124
DEVON ENERGY CORP NEW 4.5% 1-15-2030 BEO ** 361,884
德文能源公司NEW COM ** 4,837,854
德丰能源股份有限公司5.2% 09-15-2034 ** 769,658
DEXCOM INC COM ** 5,067,882
DEYAAR开发AED1 ** 26,327
DFI Retail Group HOLDINGS LTD ORD USD5/9 Cents（SINGAPORE REGD） ** 89,166
DFI TWD10 ** 47,721
DH EUROPE FIN II S FIXED3.25 % 11-15-2039 ** 78,011
DIAGEO CAP PLC 5.3%到期10-24-2027 ** 1,671,235
DIAGEO PLC ORD GBP0.28 101/108 ** 6,545,750
DIAGEO PLC赞助ADR新 ** 10,987,337
DIAMONDBACK ENERGY INC 3.125%到期03-24-2031 BEO ** 282,831
DIAMONDBACK ENERGY INC3.5 %到期12-01-2029 ** 3,304,407
Diamondback Energy INC5.15 % 01-30-2030 ** 3,220,076
Diamondback Energy INC5.2 % 04-18-2027 ** 1,069,344
Diamondback Energy INC5.75 % 04-18-2054 ** 188,052
DIC CORPORATION NPV ** 1,067,997
迪克斯体育用品股份有限公司OC-COM OC-COM ** 423,583
DIGITAL ARTS INC NPV ** 42,275
DIGITAL CORE REIT NPV（REIT） ** 419,804
DIGITAL HOLDINGS INC ** 142,484
DigitaloCEAN HLDGS INC COM ** 4,713,789
DIOS FASTIGHETER NPV ** 509,402
Directional Engenha COM NPV ** 291,496
DISC MEDICINE INC COM ** 228,240
Discover BK NEW 3.45%到期07-27-2026 ** 293,245
发现卡执行NT TRSER 23-A2CLA4.93 % 06-15-2028 ** 1,107,191
发现卡执行NT TRSR22-A3 CL A3 3.56%到期07-15-2027 REG ** 1,556,033
DISCOVER FINL SVCS3.75 %到期03-04-2025 ** 982,886
05-15-2029年到期发现4.125% ** 5,901,845
DISCOVERY LIMITED ZAR0.001 ** 821,915
迪斯尼沃尔特公司2.75%到期09-01-2049 ** 399,949
迪士尼沃尔特公司3.35%到期03-24-2025 ** 1,832,857
Beneficial Interest USD0.01的Diversified HealthCare TRSHS ** 9,660
DIXON TECHNOLOGIES（INIA）PVT LTD INR（POST SUBD） ** 584,303
DLF有限INR2 ** 1,121,954
D-LINK TWD10 ** 237,542
DNBBK ASA0.0 % CP11-25-2025 ** 2,819,525
DNOW INC COM0.01美元 ** 288,237
DOCEBO INC COM NPV ** 318,221
Doctors CO an interinsurance surplus NT 144a4.5 % 01-18-2032 ** 84,089
DOGAN SIRKETLER TRY1 ** 303,870
DOLE PLC COM0.01美元 ** 750,211
DOLP TR2021-NYC 2.956%到期05-10-2041 ** 1,540,887
多米尼加REP5.3 % 01-21-2041 ** 212,125
51
证券名称、到期日、利率 成本 现值
（以美元计）
DOMINICAN REP BD美元144A7.05 % 02-03-2031 ** 512,000
多米尼加共和国4.875%到期09-23-2032REG ** 178,400
多米尼加共和国6.6% 06-01-2036 ** 148,725
DOMINION ENERGY INC 3.3%到期04-15-2041 ** 405,394
DOMINION ENERGY INC7.0 % 06-01-2054 ** 1,795,173
DOMINION ENERGY INC COM STK NPV ** 35,076,702
DOMINION RES INC 2.85%到期日08-15-2026 ** 601,850
DOMO INC CLB CLB ** 56,059
DOMS工业INR10 ** 110,197
东阿ST（SCIENCE & KRW5000 ** 75,569
东金赛米歇姆C KRW500 ** 21,636
东古制药KRW500.00 ** 133,067
东莞FINETEC C KRW500 ** 232,159
DOORDASH INC CL A COM USD0.00001 A类 ** 2,147,703
DOOSAN ENERBILITY KRW5000 ** 432,578
DORMAKABA HOLDING CHF0.10‘B’（REGD） ** 1,062,378
DORMAN PRODS INC COM ** 688,817
Doubleverify HLDGS INC COM ** 2,306,698
DOUGLAS AG净现值 ** 95,780
道格拉斯·埃利曼公司 ** 17,750
DOVER CORP COM1.00美元 ** 250,821
DOWDUPONT INC4.725 %到期11-15-2028 ** 1,890,599
DOWDUPONT INC5.3 19 %到期11-15-2038 ** 110,364
DOWNER EDI LTD NPV ** 683,328
DR AUTO 1.47%到期01-15-2027 ** 89,070
DR AUTO 4.5%到期09-15-2028 ** 947,196
DR AUTO 4.52%到期07-16-2029 ** 2,481,509
DR AUTO 4.67%到期05-17-2032 ** 890,960
DR LAL PATHLABS LT INR10 ** 92,696
Dr PPEPER SNAPPLE 2.55%到期09-15-2026 ** 51,202
DRAX Group ORD GBP0.1155172 ** 685,764
Dream Finders HOMES INC COM CL A COM CL A ** 6,239,059
DRI HEALTHCARE TR单位CAD ** 52,520
驾驶汽车应收款TRSR24-1 CLB5.31 % 01-16-2029 ** 332,409
驾驶汽车应收款信托SR24-2CLD4.94 % 05-17-2032 ** 1,717,496
DROPBOX INC CL A CL A ** 2,897,358
DT汽车拥有人TR2021-4资产支持NT CL C144A1.5 % 09-15-2027 ** 897,209
DT汽车拥有人TR2023-1资产支持新台币CL C144A5.55 % 10-16-2028 ** 1,858,560
DT汽车拥有人TR5.79 %到期时间02-15-2029 ** 3,125,324
DTE ELEC CO5.2 %到期04-01-2033 ** 199,861
DTE ELEC CO GEN & REF MTG BD SER 20223% 03-01-2032 ** 3,601,654
DTE ELEC SECURITIZION FDGII LLC 6.09% 09-01-2037 ** 5,311,817
DTE ENERGY CO5.1 % 03-01-2029 ** 200,441
DTE ENERGY CO5.1 % 03-01-2029 ** 1,211,665
迪拜伊斯兰BK AED1 ** 1,579,917
DUERR AG ORD NPV ** 97,241
杜克能源3.95%到期11-15-2028年 ** 1,204,035
杜克能源6.1%到期06-01-2037 ** 312,328
52
证券名称、到期日、利率 成本 现值
（以美元计）
DUKE ENERGY CAROLINAS LLC 5.4%到期01-15-2054 ** 1,385,848
DUKE ENERGY CORP.9 %到期时间09-15-2025 ** 1,875,889
杜克能源公司2.65%到期09-01-2026 ** 1,340,466
杜克能源公司3.75% 04-01-2031 ** 842,923
DUKE ENERGY CORP5 %到期日08-15-2052 ** 393,325
DUKE ENERGY CORP FIXED 5%到期12-08-2025 ** 2,025,145
杜克能源公司新4.85% 01-05-2029 ** 4,040,807
杜克能源公司NEW COM NEW COM NEW ** 21,585,170
杜克能源公司新SRNT3.3 % 06-15-2041 ** 514,439
DUKE ENERGY FIXED 3.7%到期12-01-2047 ** 296,495
DUKE ENERGY FLA FIXED 2.4%到期12-15-2031 ** 1,688,800
DUKE ENERGY FLA定于07-15-2028年到期，利率为3.8% ** 7,069,798
DUKE Energy Progress LLC 2.5%到期日08-15-2050 ** 231,862
DUNDEE PREC METALS COM NPV ** 1,494,223
DUOLINGO INC CLA COM CLA COM ** 3,198,205
杜邦DENEMOURS INC普通股 ** 11,686,456
DUTCH BROS INC CL A CL A ** 1,313,743
DWS Group SE NPV ** 38,823
DXC技术股份有限公司COM ** 1,694,704
DYCOM INDS INC COM ** 650,288
E L F BEAUTY INC COM ** 3,268,569
E.I.D.-Parry（印度INR1 ** 344,407
E1 CORPORATION KRW5000 ** 240,706
Eagle MatLS INC COM ** 1,737,437
东方能源天然气5.65% 10-15-2054 ** 37,785
伊士曼化工股份5.0% 08-01-2029 ** 1,165,190
EASTN GAS TRANSM & FIXED3.9 %到期11-15-2049 ** 69,361
EASTN GAS TRANSM & FIXED 4.8%到期11-01-2043 ** 262,506
EASYJET ORD GBP0.27285714 ** 540,589
EATON CORP PLC COM0.50美元 ** 46,841,127
ECLERX服务INR10 ** 192,411
ECO WORLD DEVL GRP NPV ** 314,517
ECOLAB INC1.65 % 02-01-2027 ** 1,507,847
ECOLAB INC COM STK USD1 ** 1,784,347
ECOLAB INC固定2.125%到期08-15-2050 ** 375,846
ECOPETROL SA8.375 % 01-19-2036 ** 867,944
ECORA资源公司 ** 45,151
厄瓜多尔（REP of）5%-VAR SNR 31/07/2030 USD1 ** 293,010
ECZACIBASI YATIRIM TRY1 ** 23,177
EDAN Instruments I A CNY1 ** 477,299
EDENRED EUR2 ** 5,081,456
爱迪生INTL 4.7%到期08-15-2025年 ** 1,098,955
爱迪生INTL 5.25% 11-15-2028 ** 1,052,297
EDISON INTL6.95 %到期11-15-2029年 ** 1,815,113
EDITAS MEDICINE INC COM ** 23,904
EDWARDS LIFESCIENCES CORP4.3 %到期日06-15-2028 ** 277,929
EDWARDS LIFESCIENCES CORP COM ** 9,968,658
EFMT 2022-4 FLTG RT 5.9%到期09-25-2067 ** 3,154,437
53
证券名称、到期日、利率 成本 现值
（以美元计）
杜邦 INC4.5 % 05-15-2026 ** 1,132,847
EIS ECZACIBASI ILAC VE SINAI ** 19,489
EISAI CO LTD NPV ** 933,782
El Puerto de Liver SER‘C1’NPV（NON VTG） ** 79,321
义隆微电子TWD10 ** 718,510
弹性N V COM0.01美元 ** 526,808
电力发展有限公司NPV ** 1,049,028
电气工业公司SAR10 ** 188,384
ELEVANCE健康公司 ** 34,569,988
ELEVANCE HEALTH INC5.15 % 06-15-2029 ** 1,498,618
ELGI Equipment LTD INR1 ** 6,677
ELI LILLY & CO 4.95% 02-27-2063 ** 134,807
ELI LILY & CO COM ** 42,110,284
ELI LILY AND COMPANY 4.7% 02-09-2034 ** 2,665,917
ELI LILY AND COMPANY 5.0% 02-09-2054 ** 823,063
ELM CO SAR10 ** 2,431,848
榆树TR2024-榆树COML MTG PASSTHRU CTF144A6.19505 % 06-10-2039 ** 1,513,586
埃尔梅拉集团ASA ** 210,802
EMAAR开发AED1 ** 1,661,441
EMAAR Properties AED1 ** 2,558,417
EMBECTA CORPORATION COM USD0.01 WI ** 60,298
EMCOR GROUP INC COM ** 2,588,592
EMERA US FIN LP4.75 %到期06-15-2046 ** 505,636
EMERALD资源NPV ** 755,398
阿联酋NBD银行AED1 ** 3,083,537
EMP NAC TELECOMUNI COM NPV ** 13,738
EMPIRE CO CLASS‘A’N/VTG COM NPV ** 1,779,159
EMPIRE DIST BONDCO LLC 5.091% 01-01-2037 ** 6,861,347
经验型学生PR GBP0.01 ** 498,564
雇主HLDGS INC COM ** 206,662
EN JAPAN INC NPV ** 64,780
颁布HLDGS INC COM ** 29,790
埃南塔制药股份有限公司 ** 78,746
ENBRIDGE INC 1.6%到期10-04-2026 BEO ** 1,107,214
恩布里奇公司5.25% 04-05-2027 ** 551,335
恩布里奇公司5.625% 04-05-2034 ** 754,716
ENBRIDGE INC5.7 % 03-08-2033 ** 1,010,879
恩布里奇公司5.95% 04-05-2054 ** 585,092
ENBRIDGE INC6.2 % 11-15-2030 ** 4,797,564
ENBRIDGE INC6.7 % 11-15-2053 ** 423,839
ENCANA CORP6.5 %到期日08-15-2034 ** 103,709
Encompass Health CORP COM0.01美元 ** 2,147,507
ENEA SA PLN1.00 ** 33,067
ENERFLEX LTD COM NPV ** 76,674
05-15-2030到期的能源转让3.75% ** 2,397,990
06-15-2028年到期的能源转让4.95% ** 973,463
04-15-2049年到期的能源转让6.25% ** 1,334,956
04-15-2047年到期的能源转让固定5.3% ** 177,138
54
证券名称、到期日、利率 成本 现值
（以美元计）
能源转让固定5.5%到期06-01-2027 ** 5,104,266
能源转让L P6.1 % 12-01-2028 ** 5,966,118
能源转让L P6.4 % 12-01-2030 ** 523,062
能源转让L P6.55 % 12-01-2033 ** 2,980,868
能源转让L P6.55 % 12-01-2033 ** 292,764
Energy Transfer LP5.25 % 07-01-2029 ** 2,180,305
Energy Transfer LP5.55 % 05-15-2034 ** 537,235
能源转让OPER LP5.0 % 05-15-2050 ** 322,829
能源转让伙伴L P4.05 %到期日03-15-2025 ** 1,250,566
能源转让伙伴L P4.2 % 04-15-2027 ** 2,620,653
ENERPAC TOOL Group CORP CLA COM CLA COM ** 4,034,216
ENERSYS COM ** 10,510,215
ENEVA SA ** 65,111
EngHOUSE Systems COM NPV ** 674,443
Engie COMSTK ** 8,642,253
埃尼SPA EUR1 ** 6,554,086
新诺康公司TWD10 ** 382,330
ENNOSTAR INC TWD10 ** 433,498
ENOVIS CORPORATION COM0.001美元 ** 917,180
ENSIGN ENERGY SVS COM NPV ** 55,738
Entegris INC COM ** 994,265
ENTERGY ARK LLC 2.65%到期06-15-2051 ** 384,012
ENTERGY CORP NEW FIXED.9 %到期09-15-2025 ** 1,046,427
ENTERGY LA LLC 2.4%到期10-01-2026 ** 77,018
ENTERGY LA LLC 3.12% 09-01-2027 ** 91,318
ENTERGY LA LLC 4.0% 03-15-2033 ** 151,018
ENTERGY MISS LLC 3.85%到期06-01-2049 ** 341,942
企业MISSISSIPPI LLC 5.0% 09-01-2033 ** 1,369,310
ENTERGY TEX INC 3.55%到期09-30-2049 ** 211,259
ENTERGY TEX RESTORATION FDG II LLC 3.697% 12-15-2036 ** 651,934
ENTERGY TEXAS INC5.55 % 09-15-2054 ** 194,179
ENTERGY TEXAS INC5.8 % 09-01-2053 ** 220,447
企业船队FING2021-1 LLC资产支持新台币CL A-3 144a.7 % 12-21-2026 ** 1,167,279
企业应于01-31-2030年到期收益率为2.8% ** 1,555,340
Enterprise ProDS 6.65%到期10-15-2034 ** 478,474
enterprise prods fixed 3.2% 02-15-2052 ** 325,315
Enterprise PRODS OPER LLC 4.6% 01-11-2027 ** 2,690,538
Enterprise PRODS OPER LLC 5.55% 02-16-2055 ** 317,985
企业产品OPER L P 3.125%到期07-31-2029 ** 3,559,385
Entrada Therapeutics INC COM ** 34,355
EOG资源公司COM ** 9,837,658
EPAM SYS INC COM STK ** 521,652
EPL LIMITED INR2（POST SUBDIVISION） ** 119,390
EQT CORP COM ** 1,761,079
EQUIFAX INC COM ** 12,835,011
EQUIFAX INC固定2.6%到期12-15-2025 ** 1,874,138
EQUINIX INC1.25 %到期日07-15-2025 ** 1,729,984
EQUINIX INC1.45 %到期05-15-2026年BEO ** 617,823
55
证券名称、到期日、利率 成本 现值
（以美元计）
EQUINIX INC1.55 %到期日03-15-2028 ** 415,229
EQUINIX INC1.8 %到期日07-15-2027 ** 3,513,204
EQUINIX INC 2.5%到期05-15-2031 BEO ** 427,304
EQUINIX INC2.9 % 11-18-2026 ** 3,351,137
EQUINIX INC3.0 %到期07-15-2050/06-22-2020REG ** 612,228
EQUINIX INC SR NT2 % 05-15-2028 ** 1,301,096
EQUINOR ASA2.875 %到期04-06-2025 ** 4,280,345
Equitable HLDGS INC COM ** 1,952,178
ERG SPA EUR0.10 ** 137,346
埃里克森 ** 34,133,689
ERSTE Group BANK AG NPV ** 6,585,528
伊萨 CORPORATION COM0.001美元WI ** 4,443,777
ESSENT GROUP LTD COM STK ** 5,416,236
ESSEX Portfolio L固定1.65%到期01-15-2031 ** 260,343
ESSEX Portfolio L fixed 2.65% due 03-15-2032 ** 253,001
ESSEX Portfolio L fixed 2.65% due 09-01-2050 ** 252,830
ESSEX PPTY TR REIT ** 2,209,306
ESSILORLUXOTTICA 0.18欧元 ** 10,488,980
ESSILORLUXOTTICA欧元0.18 ** 744,411
ETIHAD ETISALAT CO SAR10 ** 2,365,736
ETSY公司COM ** 448,825
优基科技KRW500 ** 175,736
EUREKA FORBES LTD INR10 ** 67,720
欧洲商业10.00欧元 ** 201,008
EURONET WORLDWIDE INC COM ** 8,936,796
EURONEXT欧元1.60 ** 15,035,234
欧洲联盟2.875% NTS 05/10/2029欧元1 ** 3,790,743
长荣航空TWD10 ** 1,502,931
EVENTBRITE INC COM CL A ** 205,377
永升服务集团有限公司HKD0.01 ** 173,212
EVERCORE INC ** 2,539,615
珠峰集团有限公司 ** 4,426,724
EVERGREEN Marine C TWD10 ** 7,370,861
EVERGY METRO INC5.4 % 04-01-2034 ** 6,209,127
EVERLIGHT ELECTRON TWD10 ** 321,493
EVERQUOTE INC CL A COM CL A COM ** 57,971
亿源能源2.9% 03-01-2027 ** 3,140,230
亿源能源4.75% 05-15-2026 ** 3,801,602
05-15-2033年到期的能源5.125% ** 534,519
亿纬锂能5.45% 03-01-2028 ** 405,215
亿纬锂能5.45% 03-01-2028 ** 1,823,470
EVERUS CONSTR Group INC COM ** 670,256
Evolent Health INC CL A CL A ** 443,306
Evolution Mining NPV ** 437,208
EVRAZ PLC ORD US0.5 ** 312,934
精确科学CORP COM ** 1,186,901
EXCELERATE ENERGY INC CL A COM CL A COM ** 8,327,402
EXELIXIS INC COM STK ** 1,724,341
56
证券名称、到期日、利率 成本 现值
（以美元计）
EXELON CORP5.15 % 03-15-2028 ** 2,162,661
EXELON CORP5.15 % 03-15-2029 ** 1,883,141
EXELON CORP5.6 %到期03-15-2053 ** 269,901
ExXELON CORP COM ** 9,486,173
EXELON Generation 5.75%到期10-01-2041 ** 48,838
EXELON Generation固定利率3.25%到期06-01-2025 ** 198,701
EXELON Generation SR NT6.25到期10-01-2039 ** 292,140
Exeter Automobile 1.46%到期10-15-2027 ** 12,392
EXETER Automobile 2.56%到期06-15-2028 ** 1,657,407
EXETER Automobile 5.57%到期09-15-2028 ** 590,309
EXETER Automobile 5.61%到期04-17-2028 ** 4,188,463
EXETER Automobile 5.92%到期02-15-2030 ** 1,563,322
EXETER Automobile 6.03%到期08-16-2027 ** 296,515
EXETER Automobile6.21 %到期06-15-2028 ** 2,025,151
EXETER Automobile6.32 %到期05-15-2028 ** 4,799,831
EXETER Automobile 6.51%到期12-15-2027 ** 3,240,189
EXETER汽车应收账款SER24-1ACLC5.4 10 % 05-15-2030 ** 624,962
EXETER汽车应收账款TRU汽车应收账款BKD NT CL5.82 % 02-15-2028 ** 1,697,622
EXETER汽车应收账款TRSER24-3ACLC5.7 % 07-16-2029 ** 4,050,563
EXETER汽车应收款TRSR23-2ACLB5.61 % 09-15-2027 ** 619,144
Exeter Automobile Receivables Trust SR23-2A CLC5.75 % 07-17-2028 ** 4,088,615
Exide Industries INR1 ** 399,313
EXLSERVICE COM INC COM STK ** 1,878,073
EXOR NV EUR0.01 ** 257,659
扩大能源公司 ** 2,420,260
Expeditors INTL WASH INC COM ** 2,354,859
Experian ORD USD0.10 ** 20,153,676
出口DEV加拿大7.13% 11/03/2029双汇率 ** 297,552
延长逗留AMER TR2021-ESH MTG途经CTF CLA144A5.50648 % 07-15-2038 ** 440,671
延长逗留AMER TR2021-ESH MTG途经CTF CLA144A5.50648 % 07-15-2038 ** 1,322,012
ExtendiCARE INC CDA COM ** 169,997
额外空间固定5.7% 04-01-2028 ** 306,256
Extra Space Storage INC2.35 % 03-15-2032 ** 449,432
额外空间储存L P SR NT 2.2% 10-15-2030 ** 106,357
额外空间储存L P SR NT 2.4% 10-15-2031 ** 290,826
额外空间储存LP5.4 % 02-01-2034 ** 495,129
埃克森美孚MOBIL CORP2.61 %到期10-15-2030 ** 7,003,775
EXXON MOBIL CORP3.095 %到期日08-16-2049 ** 286,943
EXXON MOBIL CORP3.452 %到期04-15-2051 REG ** 716,100
埃克森美孚MOBIL CORP COM ** 42,377,417
F5 INC COM STK NPV ** 34,404,868
Fair ISAAC CORPORATION COM ** 374,295
FAIRFAX金融控股有限公司5.625% 08-16-2032 ** 4,807,713
FAIRFAX FINL HLDGS 2.75% SNR 29/03/2028欧元 ** 102,313
FAIRFAX FINL HLDGS LTD美元SR NT144A6.1 % 03-15-2055 ** 889,259
FANNIE MAE 1997-89 CL-ZA7.0 %到期12-20-2027 ** 22,293
FANNIE MAE BS9278 4.65% 08-01-2028 ** 1,752,166
FANNIE MAE BV2859 3% 03-01-2052 ** 55,367
57
证券名称、到期日、利率 成本 现值
（以美元计）
FANNIE MAE BZ0819 POOL # BZ0819 4.62% 04-01-2029 ** 2,191,583
房利美CB8026 6.5% 02-01-2054 ** 361,858
FANNIE MAE FN BY9041 6% 08-01-2053 ** 1,697,969
FANNIE MAE FN CB2629 2.5% 01-01-2052 ** 3,736,795
FANNIE MAE FNR2013-34PF5.7851 % 08-25-2042 ** 915,072
FANNIE MAE POOL # CB8226 6.5% 03-01-2054 ** 527,967
房利美POOL # FN BZ2693 5.29% 01-01-2036 ** 335,165
房利美POOL FN CB2666 3.00% 3% 01-01-2052 ** 14,352,299
房利美POOL FN DA5981 6.50% 6.5% 01-01-2054 ** 92,881
FANNIE MAE REMIC SR015-60 CL-AF FLTG费率08-25-2045 ** 555,679
FANNIE MAE SR12-104CLQC 2.5% 05-25-2042 ** 214,624
FANNIE MAE SR13-91CL DV3.0 % 10-25-2026 ** 1,247,554
FANNIE MAE SR15-83CLEV 3.5% 02-25-2027 ** 1,890,802
FANNIE POOL # BX6719 5.5% 02-01-2053 ** 335,291
FANNIEMAE-ACES SER 22-M1G CL A1 VAR 01-25-2031 ** 2,874,319
Faro TECHNOLOGIES INC COM ** 146,809
FAST RETAILING CO LTD NPV ** 5,106,623
FATE THERAPEUTICS INC COM ** 100,718
FED农场CR-BKS CONS全系统BDS DTD丨7% 01-27-2027 ** 5,565,815
FED FARM CR-BKS CONS全系统BDS DTD 1.3% 02-03-2031 ** 3,161,316
FED HOME LN MTG 1%到期05-15-2041 ** 3,573,246
FED HOME LN MTG 2.5%到期01-01-2052 ** 7,382,674
FED HOME LN MTG 2.5%到期02-01-2051 ** 1,251,094
FED HOME LN MTG 2.5%到期07-01-2050 ** 1,181,161
FED HOME LN MTG 2.5%到期10-01-2035 ** 1,484,103
FED HOME LN MTG 2.5%到期10-01-2050 ** 1,606,401
FED HOME LN MTG 3%到期02-01-2050 ** 2,585,557
FED HOME LN MTG 3%到期03-01-2052 ** 498,884
FED HOME LN MTG 3.5%到期04-01-2050 ** 4,179,898
FED HOME LN MTG 3.5%到期09-01-2032 ** 1,208,575
FED HOME LN MTG 4%到期04-01-2052 ** 1,178,237
FED HOME LN MTG 4%到期04-01-2052 ** 1,670,855
FED HOME LN MTG 5.5%到期09-01-2053 ** 25,797,676
FED HOME LN MTG 6%到期07-01-2053 ** 435,645
FED HOME LN MTG 6%到期12-01-2053 ** 908,398
FED HOME LN MTG CORP G14239 4到期09-01-2026 ** 5,919
FED HOME LOAN MTG SR3981 CLME 3.0% 01-15-2027 ** 27,649
FED NATL MTG ASSOC5 %到期05-01-2053 ** 192,383
联邦银行 ** 216,770
联邦农场CR BK 5.0% 03-18-2026 ** 1,829,145
联邦农场CR BKS4.68 % 01-21-2027 ** 1,308,434
联邦农场信贷2.17% 10-29-2029 ** 2,241,241
联邦农业信贷银行4.94% 08-13-2025 ** 2,929,553
FEDERAL HOME LN BKS.78 % 02-26-2026 ** 14,416,011
FEDERAL HOME LN BKS2.18 % 11-06-2029 ** 3,132,914
FEDERAL HOME LN BKS4.65 % 10-09-2026 ** 1,178,634
FEDERAL HOME LN BKS4.7 % 02-14-2028 ** 7,995,422
FEDERAL HOME LN BKS CONS BD DTD 01/27/20211.61% 01-27-2033 ** 1,785,395
58
证券名称、到期日、利率 成本 现值
（以美元计）
FEDERAL HOME LN BKS CONS BD DTD 02/12/2021.55% 02-12-2026 ** 4,791,178
FEDERAL HOME LN BKS CONS BD DTD 03/03/2021.9% 03-03-2026 ** 1,827,745
FEDERAL HOME LN BKS CONS BD BD DTD 03/04/2021.8% 03-04-2026 ** 9,062,299
FEDERAL HOME LN BKS CONS BD DTD 1.57% 06-30-2032 ** 2,378,607
FEDERAL HOME LN MTG CORP POOL # QD39602.0 % 01-01-2052 ** 382,671
FEDERAL HOME LN MTG CORP2 % 01-01-2042 ** 331,675
FEDERAL HOME LN MTG CORP2 % 11-01-2051 ** 433,666
FEDERAL HOME LN MTG CORP2.5 % 01-01-2052 ** 438,534
FEDERAL HOME LN MTG CORP2.5 % 04-01-2037 ** 1,310,758
FEDERAL HOME LN MTG CORP3 % 04-01-2052 ** 424,599
FEDERAL HOME LN MTG CORP3.5 % 05-01-2052 ** 205,160
FEDERAL HOME LN MTG CORP5.5 % 01-01-2053 ** 532,719
FEDERAL HOME LN MTG CORP5.5 % 07-01-2053 ** 265,643
FEDERAL HOME LN MTG CORP6 % 12-01-2052 ** 1,074,700
FEDERAL HOME LN MTG CORP6.5 % 01-01-2053 ** 213,812
FEDERAL HOME LN MTG CORP6.5 % 01-01-2053 ** 254,050
FEDERAL HOME LN MTG CORP DTD 10/28/200.8% 10-28-2026 ** 10,789,863
FEDERAL HOME LN MTG CORP MULTICLASS PRESIGN SER 3019 CL FN 08-15-2035 REG ** 549,697
FEDERAL HOME LN MTG CORP MULTICLASS SER 004639 CL KB step up 04-15-2053 ** 1,196,253
FEDERAL HOME LN MTG CORP MULTICLASS SER 3384CL FL FLTG RT 11-15-2037 ** 842,393
FEDERAL HOME LN MTG CORP MULTICLASS SR2008-25 CL EF VAR 04-25-2038 REG ** 528,319
FEDERAL HOME LN MTG CORP MULTICLASS SR2008-6 CL BF VAR 02-25-2038 REG ** 732,199
FEDERAL HOME LN MTG CORP MULTICLASS SR2410 CL PF VAR02-15-2032 REG ** 285,102
FEDERAL HOME LN MTG CORP MULTICLASS SR3055 CL CF VAR 10-15-2035 REG ** 119,999
FEDERAL HOME LN MTG CORP MULTICLASS SR3150 CL FA VAR05-15-2036 REG ** 640,350
FEDERAL HOME LN MTG CORP MULTICLASS VAR SR2012-17CLFG03-25-2042REG ** 862,938
FEDERAL HOME LN MTG CORP POOL # 2B0646 FLTG RT到期07-01-2042BEO ** 18,231
FEDERAL HOME LN MTG CORP POOL # 4107926.707% 02-01-2030 BEO ** 4,478
FEDERAL HOME LN MTG CORP POOL # 8406982.491% 03-01-2047BEO ** 559
FEDERAL HOME LN MTG CORP POOL # 8410763.009% 11-01-2048BEO ** 3,051,159
FEDERAL HOME LN MTG CORP POOL # 8410773.047% 11-01-2047BEO ** 866,275
FEDERAL HOME LN MTG CORP POOL # 8410813.107% 02-01-2050 BEO ** 1,505,768
FEDERAL HOME LN MTG CORP POOL # 846313 FLTG RT7.303 % 02-01-2026BEO ** 95
FEDERAL HOME LN MTG CORP POOL # 8494077.044% 09-01-2037BEO ** 78,047
FEDERAL HOME LN MTG CORP POOL # 84-9790 FLTG RT到期03-01-2045 ** 508,222
FEDERAL HOME LN MTG CORP POOL # A39803 5.5% 11-01-2035BEO ** 6,935
FEDERAL HOME LN MTG CORP POOL # A47038 5% 09-01-2035BEO ** 25,923
FEDERAL HOME LN MTG CORP POOL # A62378 6% 06-01-2037BEO ** 4,851
FEDERAL HOME LN MTG CORP POOL # A63809 6% 08-01-2037BEO ** 16,474
FEDERAL HOME LN MTG CORP POOL # A69654 6% 12-01-2037BEO ** 6,633
FEDERAL HOME LN MTG CORP POOL # A71410 6% 01-01-2038BEO ** 173
FEDERAL HOME LN MTG CORP POOL # A85726 5% 04-01-2039 BEO ** 35,532
FEDERAL HOME LN MTG CORP POOL # A91235 4.5% 02-01-2040BEO ** 80,347
FEDERAL HOME LN MTG CORP POOL # A93318 5% 08-01-2040 BEO ** 81,749
FEDERAL HOME LN MTG CORP POOL # A93625 5% 08-01-2040BEO ** 142,226
FEDERAL HOME LN MTG CORP POOL # A93652 5% 09-01-2040BEO ** 8,692
FEDERAL HOME LN MTG CORP POOL # A93713 5% 09-01-2040BEO ** 140,744
FEDERAL HOME LN MTG CORP POOL # A94069 5% 09-01-2040BEO ** 50,160
59
证券名称、到期日、利率 成本 现值
（以美元计）
FEDERAL HOME LN MTG CORP POOL # A94132 5% 09-01-2040BEO ** 1,993
FEDERAL HOME LN MTG CORP POOL # A94898 4.5% 11-01-2040BEO ** 98,952
FEDERAL HOME LN MTG CORP POOL # A95085 4% 11-01-2040BEO ** 88,784
FEDERAL HOME LN MTG CORP POOL # A95519 4.5% 12-01-2040BEO ** 30,616
FEDERAL HOME LN MTG CORP POOL # A95561 4% 12-01-2040BEO ** 153,151
FEDERAL HOME LN MTG CORP POOL # A95575 4% 12-01-2040BEO ** 130,427
FEDERAL HOME LN MTG COMP POOL # A97040 4% 02-01-2041BEO ** 90,055
FEDERAL HOME LN MTG CORP POOL # C01623 5.5% 09-01-2033BEO ** 83,826
FEDERAL HOME LN MTG CORP POOL # C03517 4.5% 09-01-2040BEO ** 66,794
FEDERAL HOME LN MTG CORP POOL # C03520 4% 09-01-2040BEO ** 436,172
FEDERAL HOME LN MTG CORP POOL # C03520 4% 09-01-2040BEO ** 194,174
FEDERAL HOME LN MTG CORP POOL # C03545 5% 08-01-2040BEO ** 64,634
FEDERAL HOME LN MTG CORP POOL # C03613 4% 11-01-2040BEO ** 77,725
FEDERAL HOME LN MTG CORP POOL # C037923.5 % 04-01-2042BEO ** 297,042
FEDERAL HOME LN MTG CORP POOL # C04240 3.5% 09-01-2042BEO ** 182,390
FEDERAL HOME LN MTG CORP POOL # C04422 3% 12-01-2042BEO ** 217,732
FEDERAL HOME LN MTG CORP POOL # C090223 % 01-01-2043BEO ** 937,529
FEDERAL HOME LN MTG CORP POOL # C09055 4% 12-01-2043BEO ** 136,511
FEDERAL HOME LN MTG CORP POOL # C105427 % 06-01-2028BEO ** 733
FEDERAL HOME LN MTG CORP POOL # C12585 7% 07-01-2028BEO ** 283
FEDERAL HOME LN MTG CORP POOL # C140847 % 08-01-2028 BEO ** 943
FEDERAL HOME LN MTG CORP POOL # C91161 5% 02-01-2028BEO ** 2,731
FEDERAL HOME LN MTG CORP POOL # C91362 4.5% 03-01-2031 BEO ** 85,951
FEDERAL HOME LN MTG CORP POOL # C91581 3% 11-01-2032BEO ** 510,121
FEDERAL HOME LN MTG CORP POOL # C91589 3.5% 11-01-2032BEO ** 99,275
FEDERAL HOME LN MTG CORP POOL # C91925 3.5% 04-01-2037BEO ** 414,518
FEDERAL HOME LN MTG CORP POOL # C91928 3.5% 05-01-2037BEO ** 67,754
FEDERAL HOME LN MTG CORP POOL # C919424 % 06-01-2037BEO ** 5,140
FEDERAL HOME LN MTG CORP POOL # C91960 3.5% 11-01-2037 BEO ** 300,418
FEDERAL HOME LN MTG CORP POOL # D642907 % 10-01-2025BEO ** 1,627
FEDERAL HOME LN MTG CORP POOL # D70703 7% 04-01-2026BEO ** 1,084
FEDERAL HOME LN MTG CORP POOL # D75787 8% 11-01-2026BEO ** 599
FEDERAL HOME LN MTG CORP POOL # D80177 7% 05-01-2027 BEO ** 1,288
FEDERAL HOME LN MTG CORP POOL # FRSD8265 4.0% 11-01-2052 ** 2,073,556
FEDERAL HOME LN MTG CORP POOL # G005619.5 % 06-01-2025BEO ** 5
FEDERAL HOME LN MTG CORP POOL # G00704 7% 12-01-2026BEO ** 412
FEDERAL HOME LN MTG CORP POOL # G01665 5.5% 03-01-2034BEO ** 107,107
FEDERAL HOME LN MTG CORP POOL # G02031 5.5% 02-01-2036BEO ** 32,156
FEDERAL HOME LN MTG CORP POOL # G02427 5.5% 12-01-2036BEO ** 105,333
FEDERAL HOME LN MTG CORP POOL # G03073 5.5% 07-01-2037 BEO ** 52,278
FEDERAL HOME LN MTG CORP POOL # G03233 6% 08-01-2037 BEO ** 2,555
FEDERAL HOME LN MTG CORP POOL # G03695 5.5% 11-01-2037 BEO ** 28,164
FEDERAL HOME LN MTG CORP POOL # G03812 5.5% 02-01-2038BEO ** 37,721
FEDERAL HOME LN MTG CORP POOL # G03819 6% 01-01-2038BEO ** 15,272
FEDERAL HOME LN MTG CORP POOL # G04448 5.5% 07-01-2038BEO ** 15,447
FEDERAL HOME LN MTG CORP POOL # G04585 5.5% 02-01-2038BEO ** 27,354
FEDERAL HOME LN MTG CORP POOL # G04588 5.5% 08-01-2038BEO ** 16,292
FEDERAL HOME LN MTG CORP POOL # G04636 5% 12-01-2035BEO ** 18,557
60
证券名称、到期日、利率 成本 现值
（以美元计）
FEDERAL HOME LN MTG CORP POOL # G04688 5.5% 09-01-2038BEO ** 15,437
FEDERAL HOME LN MTG CORP POOL # G05179 5.5% 01-01-2039 BEO ** 19,570
FEDERAL HOME LN MTG CORP POOL # G05527 4% 07-01-2039 BEO ** 12,404
FEDERAL HOME LN MTG CORP POOL # G05676 4% 11-01-2039 BEO ** 227,036
FEDERAL HOME LN MTG CORP POOL # G05726 5% 08-01-2039 BEO ** 50,416
FEDERAL HOME LN MTG CORP POOL # G05741 4.5% 12-01-2039 BEO ** 115,951
FEDERAL HOME LN MTG CORP POOL # G05927 4.5% 07-01-2040BEO ** 267,115
FEDERAL HOME LN MTG CORP POOL # G06021 5.5% 01-01-2040BEO ** 42,912
FEDERAL HOME LN MTG CORP POOL # G06087 5% 09-01-2040BEO ** 12,217
FEDERAL HOME LN MTG CORP POOL # G06601 4.5% 12-01-2040 BEO ** 521,447
FEDERAL HOME LN MTG CORP POOL # G070323 % 06-01-2042BEO ** 259,707
FEDERAL HOME LN MTG CORP POOL # G07129 3.5% 09-01-2042BEO ** 270,829
FEDERAL HOME LN MTG CORP POOL # G07434 3.5% 07-01-2043BEO ** 502,827
FEDERAL HOME LN MTG CORP POOL # G082735.5 % 06-01-2038BEO ** 11,288
FEDERAL HOME LN MTG CORP POOL # G08368 4.5% 10-01-2039 BEO ** 100,010
FEDERAL HOME LN MTG CORP POOL # G08457 4.5% 08-01-2041 BEO ** 162,341
FEDERAL HOME LN MTG CORP POOL # G08521 3% 01-01-2043BEO ** 155,998
FEDERAL HOME LN MTG CORP POOL # G08540 3% 08-01-2043BEO ** 260,563
FEDERAL HOME LN MTG CORP POOL # G08567 4% 01-01-2044BEO ** 296,844
FEDERAL HOME LN MTG CORP POOL # G08624 4% 01-01-2045BEO ** 393,241
FEDERAL HOME LN MTG CORP POOL # G08653 3% 07-01-2045BEO ** 456,371
FEDERAL HOME LN MTG CORP POOL # G08672 4% 10-01-2045BEO ** 232,205
FEDERAL HOME LN MTG CORP POOL # G08681 3.5% 12-01-2045BEO ** 832,364
FEDERAL HOME LN MTG CORP POOL # G08732 3% 11-01-2046BEO ** 885,101
FEDERAL HOME LN MTG CORP POOL # G08734 4% 11-01-2046BEO ** 473,955
FEDERAL HOME LN MTG CORP POOL # G08741 3% 01-01-2047BEO ** 581,418
FEDERAL HOME LN MTG CORP POOL # G08764 4.5% 05-01-2047BEO ** 116,119
FEDERAL HOME LN MTG CORP POOL # G08770 3.5% 07-01-2047BEO ** 1,427,920
FEDERAL HOME LN MTG CORP POOL # G08772 4.5% 07-01-2047BEO ** 71,760
FEDERAL HOME LN MTG CORP POOL # G08785 4% 10-01-2047BEO ** 139,140
FEDERAL HOME LN MTG CORP POOL # G08786 4.5% 10-01-2047BEO ** 130,320
FEDERAL HOME LN MTG CORP POOL # G08790 4.5% 11-01-2047BEO ** 108,651
FEDERAL HOME LN MTG CORP POOL # G087923.5 % 12-01-2047BEO ** 1,516,977
FEDERAL HOME LN MTG CORP POOL # G08809 4% 04-01-2048BEO ** 55,164
FEDERAL HOME LN MTG CORP POOL # G08827 4.5% 07-01-2048BEO ** 471,840
FEDERAL HOME LN MTG CORP POOL # G08832 4.5% 08-01-2048 BEO ** 200,187
FEDERAL HOME LN MTG CORP POOL # G08862 4% 02-01-2049BEO ** 2,236,163
FEDERAL HOME LN MTG CORP POOL # G13825 4% 05-01-2025BEO ** 7,620
FEDERAL HOME LN MTG CORP POOL # G13868 4.5% 07-01-2025BEO ** 4,125
FEDERAL HOME LN MTG CORP POOL # G14375 4% 07-01-2026BEO ** 5,804
FEDERAL HOME LN MTG CORP POOL # G14517 2.5% 07-01-2027 BEO ** 828,430
FEDERAL HOME LN MTG CORP POOL # G14956 2.5% 05-01-2028BEO ** 115,539
FEDERAL HOME LN MTG CORP POOL # G15100 2.5% 07-01-2028BEO ** 712,434
FEDERAL HOME LN MTG CORP POOL # G15252 3% 12-01-2029 BEO ** 173,566
FEDERAL HOME LN MTG CORP POOL # G15403 3.5% 04-01-2030 BEO ** 398,492
FEDERAL HOME LN MTG CORP POOL # G15441 3% 03-01-2030 BEO ** 162,189
FEDERAL HOME LN MTG CORP POOL # G16015 3% 01-01-2032BEO ** 167,890
FEDERAL HOME LN MTG CORP POOL # G16177 2% 01-01-2032BEO ** 424,138
61
证券名称、到期日、利率 成本 现值
（以美元计）
FEDERAL HOME LN MTG CORP POOL # G16763 4% 02-01-2034BEO ** 1,143,839
FEDERAL HOME LN MTG CORP POOL # G16789 4% 02-01-2034BEO ** 1,317,264
FEDERAL HOME LN MTG CORP POOL # G16792 4% 03-01-2034BEO ** 1,128,059
FEDERAL HOME LN MTG CORP POOL # G18475 2.5% 08-01-2028BEO ** 36,946
FEDERAL HOME LN MTG CORP POOL # G18552 3% 05-01-2030 BEO ** 254,125
FEDERAL HOME LN MTG CORP POOL # G18659 3% 09-01-2032BEO ** 347,095
FEDERAL HOME LN MTG CORP POOL # G20028 7.5% 12-01-2036BEO ** 145,012
FEDERAL HOME LN MTG CORP POOL # G30591 6% 02-01-2028BEO ** 5,875
FEDERAL HOME LN MTG CORP POOL # G31156 5.5% 02-01-2029 BEO ** 1,144,501
FEDERAL HOME LN MTG CORP POOL # G60985 3% 05-01-2047BEO ** 2,139,761
FEDERAL HOME LN MTG CORP POOL # G61047 4.5% 07-01-2047BEO ** 108,590
FEDERAL HOME LN MTG CORP POOL # G61502 5% 02-01-2048BEO ** 88,236
FEDERAL HOME LN MTG CORP POOL # G61638 4% 07-01-2048BEO ** 305,855
FEDERAL HOME LN MTG CORP POOL # G61657 5% 12-01-2047BEO ** 268,886
FEDERAL HOME LN MTG CORP POOL # G61713 3.5% 01-01-2045BEO ** 285,980
FEDERAL HOME LN MTG CORP POOL # G61739 3% 09-01-2048BEO ** 1,381,008
FEDERAL HOME LN MTG CORP POOL # G61909 4.5% 12-01-2037BEO ** 631,283
FEDERAL HOME LN MTG CORP POOL # J12439 4.5% 06-01-2025BEO ** 5,109
FEDERAL HOME LN MTG CORP POOL # J156584 % 06-01-2026BEO ** 6,893
FEDERAL HOME LN MTG CORP POOL # J15719 4% 06-01-2026BEO ** 35,566
FEDERAL HOME LN MTG CORP POOL # J16059 4% 07-01-2026BEO ** 7,457
FEDERAL HOME LN MTG CORP POOL # J257353 % 09-01-2028BEO ** 71,461
FEDERAL HOME LN MTG CORP POOL # J27464 3.5% 02-01-2029 BEO ** 139,124
FEDERAL HOME LN MTG CORP POOL # J31736 3.5% 05-01-2030 BEO ** 223,491
FEDERAL HOME LN MTG CORP POOL # J34888 2.5% 07-01-2031 BEO ** 209,286
FEDERAL HOME LN MTG CORP POOL # Q04673 4% 11-01-2041 BEO ** 226,981
FEDERAL HOME LN MTG CORP POOL # Q04674 4% 12-01-2041 BEO ** 2,550
FEDERAL HOME LN MTG CORP POOL # Q10448 3.5% 08-01-2042BEO ** 120,236
FEDERAL HOME LN MTG CORP POOL # Q19853 3.5% 06-01-2043BEO ** 192,072
FEDERAL HOME LN MTG CORP POOL # Q25703 4.5% 04-01-2044BEO ** 237,286
FEDERAL HOME LN MTG CORP POOL # Q25705 4.5% 04-01-2044BEO ** 102,717
FEDERAL HOME LN MTG CORP POOL # Q56364 4% 05-01-2048BEO ** 368,045
FEDERAL HOME LN MTG CORP POOL # QC3242 3% 06-01-2051 BEO ** 227,337
FEDERAL HOME LN MTG CORP POOL # QD60563 % 02-01-2052BEO ** 373,959
FEDERAL HOME LN MTG CORP POOL # QF82226.5 % 02-01-2053BEO ** 324,150
FEDERAL HOME LN MTG CORP POOL # QF8298 6.5% 03-01-2053BEO ** 123,349
FEDERAL HOME LN MTG CORP POOL # RA3882 2.0%到期11-01-2050 REG ** 733,651
FEDERAL HOME LN MTG CORP POOL # RA-3913 2.5% 11-01-2050 ** 4,378,400
FEDERAL HOME LN MTG CORP POOL # RA4142 2.5% 12-01-2050 BEO ** 3,162,697
FEDERAL HOME LN MTG CORP POOL # RA53732 %到期06-01-2051 REG ** 859,669
FEDERAL HOME LN MTG CORP POOL # RB51142.0 %到期05-01-2041 ** 243,242
FEDERAL HOME LN MTG CORP POOL # RB-51312.0 % 09-01-2041 ** 1,969,508
FEDERAL HOME LN MTG CORP POOL # RB-5141 2%到期01-01-2042REG ** 197,607
FEDERAL HOME LN MTG CORP POOL # RB51532 % 04-01-2042BEO ** 611,146
FEDERAL HOME LN MTG CORP POOL # RBS51452.0 % 01-01-2042 ** 3,595,014
FEDERAL HOME LN MTG CORP POOL # RE0014 3.0% 09-01-2050 ** 1,577,287
FEDERAL HOME LN MTG CORP POOL # RJ0137 5.0% 12-01-2053 ** 12,299,794

62
证券名称、到期日、利率 成本 现值
（以美元计）
FEDERAL HOME LN MTG CORP POOL # S0-61793 % 09-15-2042BEO ** 1,543,922
FEDERAL HOME LN MTG CORP POOL # S0-6228 3% 09-15-2042BEO ** 1,145,373
FEDERAL HOME LN MTG CORP POOL # SB02584 % 06-01-2034 ** 1,207,639
FEDERAL HOME LN MTG CORP POOL # SB8118 1.5%到期08-01-2036 REG ** 2,626,526
FEDERAL HOME LN MTG CORP POOL # SB81784 %到期09-01-2037 REG ** 527,089
FEDERAL HOME LN MTG CORP POOL # SC0093 2.0% 10-01-2040 ** 321,678
FEDERAL HOME LN MTG CORP POOL # SC0319 2% 04-01-2042BEO ** 831,509
FEDERAL HOME LN MTG CORP POOL # SD-0573 2.0%到期04-01-2051 REG ** 202,579
FEDERAL HOME LN MTG CORP POOL # SD-0615 4.5% 01-01-2051 ** 604,969
FEDERAL HOME LN MTG CORP POOL # SD0987 4.5% 01-01-2050 BEO ** 847,325
FEDERAL HOME LN MTG CORP POOL # SD1439 2% 02-01-2052BEO ** 1,158,178
FEDERAL HOME LN MTG CORP POOL # SD1610 4.5% 09-01-2052BEO ** 27,818,373
FEDERAL HOME LN MTG CORP POOL # SD2394 4.5% 11-01-2052BEO ** 577,790
FEDERAL HOME LN MTG CORP POOL # SD3642 6% 09-01-2053BEO ** 883,107
FEDERAL HOME LN MTG CORP POOL # SD3737 6% 09-01-2053BEO ** 637,142
FEDERAL HOME LN MTG CORP POOL # SD3853 5.5% 08-01-2053BEO ** 22,110,690
FEDERAL HOME LN MTG CORP POOL # SD3942 4.5% 01-01-2053BEO ** 3,051,366
FEDERAL HOME LN MTG CORP POOL # SD3953 3% 02-01-2052BEO ** 4,164,598
FEDERAL HOME LN MTG CORP POOL # SD4030 6.5% 10-01-2053BEO ** 2,808,766
FEDERAL HOME LN MTG CORP POOL # SD4115 4.5% 10-01-2052BEO ** 2,221,297
FEDERAL HOME LN MTG CORP POOL # SD4365 5.5% 09-01-2053BEO ** 559,864
FEDERAL HOME LN MTG CORP POOL # SD7554 2.5% 04-01-2052BEO ** 6,426,421
FEDERAL HOME LN MTG CORP POOL # SD7555 3% 08-01-2052BEO ** 5,616,482
FEDERAL HOME LN MTG CORP POOL # SD7560 4.0% 02-01-2053 ** 1,811,107
FEDERAL HOME LN MTG CORP POOL # SD8090 2.0%到期08-01-2050 ** 1,454,158
FEDERAL HOME LN MTG CORP POOL # SD8141 2.5%到期03-01-2051 REG ** 10,824,979
FEDERAL HOME LN MTG CORP POOL # SD8151 2.5%到期06-01-2051 BEO ** 4,922,100
FEDERAL HOME LN MTG CORP POOL # SD8156 2.5%到期07-01-2051 BEO ** 692,664
FEDERAL HOME LN MTG CORP POOL # SD8238 4.5%到期07-01-2052REG ** 1,746,235
FEDERAL HOME LN MTG CORP POOL # SD8244 4%到期09-01-2052BEO ** 22,831,799
FEDERAL HOME LN MTG CORP POOL # SD82585 %到期10-01-2052BEO ** 2,122,903
FEDERAL HOME LN MTG CORP POOL # SD8267 5%到期11-01-2052BEO ** 4,252,251
FEDERAL HOME LN MTG CORP POOL # SD82843 % 01-01-2053BEO ** 703,914
FEDERAL HOME LN MTG CORP POOL # SD82906 % 01-01-2053BEO ** 8,214,094
FEDERAL HOME LN MTG CORP POOL # T45022 2.5% 01-01-2028BEO ** 454,365
FEDERAL HOME LN MTG CORP POOL # T45023 2.5% 02-01-2028BEO ** 198,031
FEDERAL HOME LN MTG CORP POOL # U79041 3% 10-01-2029 BEO ** 1,781,068
FEDERAL HOME LN MTG CORP POOL # U79065 3.5% 04-01-2030 BEO ** 195,776
FEDERAL HOME LN MTG CORP POOL # U80439 3.5% 07-01-2033BEO ** 81,464
FEDERAL HOME LN MTG CORP POOL # U9-0690 3.5到期06-01-2042 ** 50,909
FEDERAL HOME LN MTG CORP POOL # U92272 4.5% 12-01-2043BEO ** 184,856
FEDERAL HOME LN MTG CORP POOL # U99076 4.5% 12-01-2043BEO ** 67,259
FEDERAL HOME LN MTG CORP POOL # U99076 4.5% 12-01-2043BEO ** 1,402,840
FEDERAL HOME LN MTG CORP POOL # U99084 4.5% 02-01-2044BEO ** 1,132,591
FEDERAL HOME LN MTG CORP POOL # U99091 4.5% 03-01-2044BEO ** 82,537
FEDERAL HOME LN MTG CORP POOL # U99091 4.5% 03-01-2044BEO ** 280,626
FEDERAL HOME LN MTG CORP POOL # ZA2257 3.5% 04-01-2032BEO ** 683,612
FEDERAL HOME LN MTG CORP POOL # ZA2489 3.5% 01-01-2038BEO ** 623,413
63
证券名称、到期日、利率 成本 现值
（以美元计）
FEDERAL HOME LN MTG CORP POOL # ZA3714 3% 06-01-2029 BEO ** 609,273
FEDERAL HOME LN MTG CORP POOL # ZA5796 4.5% 11-01-2038BEO ** 300,116
FEDERAL HOME LN MTG CORP POOL # ZK4886 2.5% 01-01-2028 BEO ** 1,068,691
FEDERAL HOME LN MTG CORP POOL # ZK56022.5 % 06-01-2028BEO ** 1,059,783
FEDERAL HOME LN MTG CORP POOL # ZM5659 3.5% 02-01-2048BEO ** 713,238
FEDERAL HOME LN MTG CORP POOL # ZM6968 4% 06-01-2048BEO ** 49,591
FEDERAL HOME LN MTG CORP POOL # ZS9316 3.5% 01-01-2038BEO ** 2,170,161
FEDERAL HOME LN MTG CORP POOL # ZT0536 3.5% 03-01-2048BEO ** 3,237,513
FEDERAL HOME LN MTG CORP POOL # ZT1257 3% 01-01-2046BEO ** 307,668
FEDERAL HOME LN MTG CORP POOL # ZT1561 3% 04-01-2031BEO ** 2,541,955
FEDERAL HOME LN MTG CORP POOL # ZT1985 3.5%到期02-01-2031 BEO ** 2,220,437
FEDERAL HOME LN MTG CORP POOL # QF54655.0% 12-01-2052 ** 478,473
FEDERAL HOME LN MTG CORP POOL # RB5064 2.0% 06-01-2040 ** 519,972
FEDERAL HOME LN MTG CORP Q15062 3到期02-01-2043 ** 772,303
FEDERAL HOME LN MTG CORP Q5-2319 3.5% 11-01-2047 ** 538,836
FEDERAL HOME LN MTG CORP REMIC SER 4042 CL EB6.508-15-2039 ** 364,806
FEDERAL HOME LN MTG CORP SER 004299 CL GT4 % 03-15-2038 ** 77,261
FEDERAL HOME LN MTG CORP SER 004569 CLG3.5 % DUE06-15-2042REG ** 234,972
FEDERAL HOME LN MTG CORP SER 004638 CL FA FLTG 07-15-2040 ** 47,501
FEDERAL HOME LN MTG CORP SER 004752 CL PL3 % 09-15-2046 ** 1,138,106
FEDERAL HOME LN MTG CORP SER 004879 CL DF4.85312 % 08-15-2034 ** 886,835
FEDERAL HOME LN MTG CORP SER 004941 CLMB 3% 07-25-2049 ** 945,789
FEDERAL HOME LN MTG CORP SER 004949 CLCB3 % 05-25-2037 ** 373,592
FEDERAL HOME LN MTG CORP SER 004989 CLFA 4.99948% 08-15-2040 ** 317,266
FEDERAL HOME LN MTG CORP SER 004989 CLFA 4.99948% 08-15-2040 ** 846,042
FEDERAL HOME LN MTG CORP SER 004989 CL FB4.99948 % 10-15-2040 ** 303,427
FEDERAL HOME LN MTG CORP SER 004989 CL FB4.99948 % 10-15-2040 ** 640,569
FEDERAL HOME LN MTG CORP SER 005000 CLMA 2% 06-25-2044 ** 757,490
FEDERAL HOME LN MTG CORP SER 005006 CL KA2 % 06-25-2045 ** 2,152,272
FEDERAL HOME LN MTG CORP SER 00KJ47 CL A2 5.4 2999982834% 06-25-2031 ** 3,059,772
FEDERAL HOME LN MTG CORP SER 2519 CL NU 5.0% 11-15-2032 ** 685,104
FEDERAL HOME LN MTG CORP SER 2631 CL DA3.625 06-15-2033 ** 27,817
FEDERAL HOME LN MTG CORP SER 3221 CL FW 09-15-2036 ** 366,632
FEDERAL HOME LN MTG CORP SER 3231 CL FA FRN 10-15-2036 ** 289,598
FEDERAL HOME LN MTG CORP SER 3326 CL FG4.80 312% 06-15-2037 ** 732,811
FEDERAL HOME LN MTG CORP SER 3361 CL PF FRN 08-15-2035 ** 754,595
FEDERAL HOME LN MTG CORP SER 3370 CL FC 5.09312% 10-15-2037 ** 733,374
FEDERAL HOME LN MTG CORP SER 3404 CL FB FRN 01-15-2038 ** 594,129
FEDERAL HOME LN MTG CORP SER 3616 CL FG FRN 03-15-2032 ** 149,232
FEDERAL HOME LN MTG CORP SER 3713 CLPA 2.0% 02-15-2040 ** 27,242
FEDERAL HOME LN MTG CORP SER 3725 CL PD 2.5% 01-15-2040 ** 141,054
FEDERAL HOME LN MTG CORP SER 3741 CL HF FLTG 11-15-2039 ** 87,872
FEDERAL HOME LN MTG CORP SER 3786 CL NA 4.5到期07-15-2040 REG ** 137,294
FEDERAL HOME LN MTG CORP SER 3925 CL DE2.0 % 07-15-2040 ** 84,684
FEDERAL HOME LN MTG CORP SER 3954CL GF 4.95312% 11-15-2041 ** 434,049
FEDERAL HOME LN MTG CORP SER 3994CL JA2.0 % 15/03/2040 ** 58,257
FEDERAL HOME LN MTG CORP SER 4024 CLC 3.0% 03-15-2027 ** 100,750
FEDERAL HOME LN MTG CORP SER4120 CLKA1.75 % 10-15-2032 ** 702,082
64
证券名称、到期日、利率 成本 现值
（以美元计）
FEDERAL HOME LN MTG CORP SER 4125 CLPH3 08-15-2041 ** 868,262
FEDERAL HOME LN MTG CORP SER 4205 CL PC 1.75% 01-15-2033 ** 589,299
FEDERAL HOME LN MTG CORP SER4205 CL PE2 % 01-15-2033 ** 591,486
FEDERAL HOME LN MTG CORP SER 4229 CL MA 3.505-15-2041 REG ** 443,006
FEDERAL HOME LN MTG CORP SER4231 CLB 2.5% 07-15-2028 ** 1,120,802
FEDERAL HOME LN MTG CORP SER 4247 CLAK 4.512-15-2042 ** 207,642
FEDERAL HOME LN MTG CORP SER4374 CLCE3.5 % 12-15-2043 ** 343,385
FEDERAL HOME LN MTG CORP SER 4508 CL CF FLTG 09-15-2045 ** 2,388,384
FEDERAL HOME LN MTG CORP SER 4559 CL AF FLTG 03-15-2042 REG ** 329,887
FEDERAL HOME LN MTG CORP SER 4637 CL WF FLTG RT 07-15-2041 ** 1,191,035
FEDERAL HOME LN MTG CORP SER 4678 CL AF FLTG RT 12-15-2042 ** 955,447
FEDERAL HOME LN MTG CORP SL4365 CL FH FRN 01-15-2040 REG ** 1,881,755
FEDERAL HOME LN MTG CORP SR3867 CL FB FLTG RT 05-15-2041 ** 514,758
FEDERAL HOME LN MTG CORP SR4097 CL KF FLTG 09-15-2031 ** 150,958
FEDERAL HOME LN MTG CORP SR4162 CL DA1.5 % 02-15-2028 ** 2,763,449
FEDERAL HOME LN MTG CORP SR4254 CL TA2.5 % 10-15-2031 ** 22,245
FEDERAL HOME LN MTG CORP SR4387 CL NA1.5 % 09-15-2029 ** 95,847
FEDERAL HOME LN MTG CORP SR5353CLA6.5 % 08-25-2045 ** 3,575,752
FEDERAL HOME LN MTG CORP SR5427 CL DA5.5 % 05-25-2045 ** 3,143,048
FEDERAL HOME LN MTG CORP # SD-81552.0 %到期06-01-2051 ** 1,182,771
联邦住房贷款银行2.5% 11-01-2051 ** 7,814,527
联邦住房贷款银行3% 01-01-2052 ** 2,363,631
FEDERAL HOME LOAN MORTGAGE CORP POOL # SD2612 4.5% 10-01-2052 ** 1,780,020
联邦住房贷款抵押公司# FRSD8288 5.0% 01-01-2053 ** 2,995,897
联邦住房贷款抵押公司1.5% 07-01-2036 ** 1,148,932
联邦住房贷款抵押公司1.5% 08-01-2036 ** 5,583,704
联邦住房贷款抵押公司1.5% 11-01-2050 ** 1,650,072
联邦住房贷款抵押公司2% 01-01-2042 ** 2,401,481
联邦住房贷款抵押公司2% 02-01-2036 ** 1,328,128
联邦住房贷款抵押公司2% 02-01-2042 ** 530,280
联邦住房贷款抵押公司2% 03-01-2041 ** 979,214
联邦住房贷款抵押公司2% 04-01-2042 ** 1,819,997
联邦住房贷款抵押公司2% 04-01-2051 ** 3,642,278
联邦住房贷款抵押公司2% 05-01-2051 ** 2,805,171
联邦住房贷款抵押公司2% 07-01-2036 ** 195,066
联邦住房贷款抵押公司2% 07-01-2041 ** 300,141
联邦住房贷款抵押公司2% 08-01-2041 ** 500,489
联邦住房贷款抵押公司2% 09-01-2040 ** 417,442
联邦住房贷款抵押公司2% 09-01-2041 ** 2,255,541
联邦住房贷款抵押公司2% 12-01-2041 ** 3,945,303
联邦住房贷款抵押公司2.5% 03-01-2042 ** 410,188
FEDERAL HOME LOAN MORTGAGE CORP2.5 % 08-01-2051 ** 197,847
FEDERAL HOME LOAN MORTGAGE CORP2.5 % 08-01-2051 ** 244,626
FEDERAL HOME LOAN MORTGAGE CORP2.5 % 08-01-2051 ** 1,040,723
联邦住房贷款抵押公司3% 02-01-2051 ** 258,217
联邦住房贷款抵押公司3% 03-01-2052 ** 139,919
联邦住房贷款抵押公司3% 04-01-2052 ** 771,931
联邦住房贷款抵押公司3% 05-01-2042 ** 4,646,386
65
证券名称、到期日、利率 成本 现值
（以美元计）
联邦住房贷款抵押公司3.5% 12-01-2050 ** 764,027
联邦住房贷款抵押公司4% 07-01-2050 ** 343,069
FEDERAL HOME LOAN MORTGAGE CORP4 % 08-01-2053 ** 185,903
联邦住房贷款抵押公司4.5% 03-01-2047 ** 312,679
联邦住房贷款抵押公司4.5% 12-01-2052 ** 6,132,856
联邦住房贷款抵押公司4.5% 12-01-2052 ** 554,022
联邦住房贷款抵押公司4.8% 10-01-2026 ** 2,000,000
联邦住房贷款抵押公司5% 01-01-2053 ** 484,450
联邦住房贷款抵押公司5% 02-01-2053 ** 4,668,249
联邦住房贷款抵押公司5% 06-01-2053 ** 5,899,679
联邦住房贷款抵押公司5% 06-01-2053 ** 38,212,502
联邦住房贷款抵押公司5% 07-01-2052 ** 2,017,754
联邦住房贷款抵押公司5% 09-01-2052 ** 398,438
联邦住房贷款抵押公司5.5% 01-01-2053 ** 887,795
联邦住房贷款抵押公司5.5% 01-01-2053 ** 322,392
联邦住房贷款抵押公司5.5% 02-01-2053 ** 11,340,435
联邦住房贷款抵押公司5.5% 04-01-2053 ** 608,218
联邦住房贷款抵押公司5.5% 05-01-2053 ** 943,310
联邦住房贷款抵押公司5.5% 05-01-2053 ** 656,880
联邦住房贷款抵押公司5.5% 05-01-2053 ** 761,003
联邦住房贷款抵押公司5.5% 06-01-2053 ** 1,165,867
FEDERAL HOME LOAN MORTGAGE CORP5.5 % 08-01-2053 ** 1,057,123
FEDERAL HOME LOAN MORTGAGE CORP5.5 % 08-01-2053 ** 363,670
联邦住房贷款抵押公司5.5% 12-01-2052 ** 430,141
联邦住房贷款抵押公司6% 03-01-2053 ** 594,199
联邦住房贷款抵押公司6% 04-01-2054 ** 276,821
联邦住房贷款抵押公司6% 08-01-2054 ** 14,284,368
联邦住房贷款抵押公司6% 10-01-2053 ** 515,742
联邦住房贷款抵押公司6% 12-01-2052 ** 1,237,244
联邦住房贷款抵押公司6.5% 02-01-2053 ** 641,818
联邦住房贷款抵押公司6.5% 04-01-2054 ** 1,055,053
FEDERAL HOME LOAN MORTGAGE CORP POOL # QB5093 2.5% 11-01-2050 BEO ** 229,501
FEDERAL HOME LOAN MORTGAGE CORP POOL # SD0935 3%到期04-01-2052REG ** 5,095,389
FEDERAL HOME LOAN MORTGAGE CORP POOL # SD1218 4.0%到期07-01-2049 REG ** 447,730
FEDERAL HOME LOAN MORTGAGE CORP POOL # SD2511 5.5%到期04-01-2053 ** 419,217
联邦住房贷款抵押公司SER 00K509 CL A2 4.85% 09-25-2028 ** 4,919,109
联邦国家抵押协会2% 02-01-2051 ** 198,507
联邦国家抵押协会2% 02-01-2051 ** 198,432
联邦国家抵押协会2% 02-01-2051 ** 306,931
联邦国家抵押协会2% 02-01-2051 ** 348,915
联邦国家抵押协会2% 02-01-2051 ** 210,227
联邦国家抵押协会2% 03-01-2051 ** 1,129,912
联邦国家抵押协会2% 03-01-2051 ** 278,759
联邦国家抵押协会2% 03-01-2051 ** 258,899
联邦国家抵押协会2% 03-01-2051 ** 358,668
联邦国家抵押协会2% 03-01-2051 ** 457,213
联邦国家抵押协会2% 03-01-2051 ** 276,956
联邦国家抵押协会2% 11-01-2051 ** 845,903
66
证券名称、到期日、利率 成本 现值
（以美元计）
联邦国家抵押协会2.5% 01-01-2052 ** 504,689
联邦国家抵押协会2.5% 02-01-2036 ** 1,746,809
联邦国家抵押协会2.5% 02-01-2051 ** 292,883
联邦国家抵押协会2.5% 02-01-2051 ** 356,381
联邦国家抵押协会2.5% 02-01-2052 ** 204,263
联邦国家抵押协会2.5% 02-01-2052 ** 439,472
联邦国家抵押协会2.5% 02-01-2052 ** 862,732
联邦国家抵押协会2.5% 04-01-2041 ** 650,251
联邦国家抵押协会2.5% 07-01-2051 ** 378,797
联邦国家抵押协会2.5% 08-01-2051 ** 297,941
联邦国家抵押协会2.5% 10-01-2050 ** 5,634,235
联邦国家抵押协会2.5% 11-01-2041 ** 1,478,433
联邦国家抵押协会2.5% 11-01-2050 ** 326,634
联邦国家抵押协会2.5% 12-01-2051 ** 1,193,944
联邦国家抵押协会3% 01-01-2052 ** 2,994,517
联邦国家抵押协会3% 01-01-2052 ** 276,643
联邦国家抵押贷款ASSOC3 % 02-01-2052 ** 60,654
联邦国家抵押协会3% 03-01-2052 ** 228,408
联邦国家抵押协会3% 05-01-2052 ** 37,441
联邦国家抵押协会3% 06-01-2052 ** 673,706
联邦国家抵押协会3% 06-01-2052 ** 727,780
联邦国家抵押协会3% 06-01-2052 ** 790,802
联邦国家抵押协会3% 06-01-2052 ** 41,194
联邦国家抵押协会3% 07-01-2052 ** 1,412,295
联邦国家抵押协会3% 08-01-2051 ** 28,379
联邦国家抵押协会3% 10-01-2051 ** 1,324,304
联邦国家抵押协会3.5% 03-01-2052 ** 1,095,859
联邦国家抵押协会3.5% 04-01-2052 ** 308,473
联邦国家抵押协会3.5% 05-01-2052 ** 682,108
联邦国家抵押协会4% 04-01-2050 ** 1,555,855
联邦国家抵押协会4% 04-01-2052 ** 333,033
联邦国家抵押协会4% 07-01-2053 ** 109,731
联邦国家抵押协会5% 07-01-2052 ** 474,000
联邦国家抵押协会5% 10-01-2053 ** 1,843,066
联邦国家抵押协会5.5% 05-01-2053 ** 874,775
联邦国家抵押协会5.5% 09-01-2053 ** 2,708,883
联邦国家抵押协会5.5% 11-01-2052 ** 2,213,388
联邦国家抵押协会6% 09-01-2054 ** 96,520
联邦国家抵押协会6% 12-01-2052 ** 1,454,814
联邦国家抵押协会6.5% 01-01-2053 ** 708,181
联邦国家抵押贷款协会FRSER 11-124 CL JF FLTG RT到期02-25-2041 ** 123,864
FEDERAL NATIONAL MORTGAGE ASSOC SER 2016-M11 CL AL 2.944% 07-25-2039 ** 117,918
FEDERAL NATL MTG ASSN光盘NT 01-02-2025 ** 3,999,067
FEDERAL NATL MTG ASSN GTD MTG POOL # AH0210 4.5% 12-01-2040 BEO ** 302,233
FEDERAL NATL MTG ASSN GTD MTG POOL # AH0864 4% 12-01-2040 BEO ** 5,571
FEDERAL NATL MTG ASSN GTD MTG POOL # AH0943 4% DUE 12-01-2040BEO ** 351,612
FEDERAL NATL MTG ASSN GTD MTG POOL # AH1115 4.5% 01-01-2041 BEO ** 599,053
FEDERAL NATL MTG ASSN GTD MTG POOL # AH1266 4% 01-01-2041 BEO ** 79,751
67
证券名称、到期日、利率 成本 现值
（以美元计）
FEDERAL NATL MTG ASSN GTD MTG POOL # AH1508 4.5% 12-01-2040 BEO ** 289,007
FEDERAL NATL MTG ASSN GTD MTG POOL # AH1559 4% 12-01-2040 BEO ** 180,293
FEDERAL NATL MTG ASSN GTD MTG POOL # AH1560 4% 01-01-2041 BEO ** 287,208
FEDERAL NATL MTG ASSN GTD MTG POOL # AH1565 4.5% 12-01-2040 BEO ** 107,991
FEDERAL NATL MTG ASSN GTD MTG POOL # AH2442 4% 01-01-2041 BEO ** 14,031
FEDERAL NATL MTG ASSN GTD MTG POOL # AH32034 %到期01-01-2041BEO ** 18,446
FEDERAL NATL MTG ASSN GTD MTG POOL # AH4404 4% 01-01-2041BEO ** 286,206
FEDERAL NATL MTG ASSN GTD MTG POOL # AH6958 ADJ RT DUE 02-01-2041 BEO ** 38,659
FEDERAL NATL MTG ASSN GTD MTG POOL # AI1051 4%到期06-01-2026 REG ** 9,596
FEDERAL NATL MTG ASSN GTD MTG POOL # AI18925 % 05-01-2041 BEO ** 206,779
FEDERAL NATL MTG ASSN GTD MTG POOL # AI7778 4% 07-01-2041 BEO ** 2,533
FEDERAL NATL MTG ASSN GTD MTG POOL # AI86304% 07-01-2042BEO ** 15,212
FEDERAL NATL MTG ASSN GTD MTG POOL # AI9940 5% 09-01-2041 BEO ** 179,045
FEDERAL NATL MTG ASSN GTD MTG POOL # AJ1884 FIXED 3.5% 02-01-2042BEO ** 310,189
FEDERAL NATL MTG ASSN GTD MTG POOL # AJ2288 4% 09-01-2041 BEO ** 122,900
FEDERAL NATL MTG ASSN GTD MTG POOL # AJ4051 4% 10-01-2041 BEO ** 1,429
FEDERAL NATL MTG ASSN GTD MTG POOL # AJ9317 4% 01-01-2042BEO ** 370,020
FEDERAL NATL MTG ASSN GTD MTG POOL # AJ9982 3.5% 08-01-2042BEO ** 684,521
FEDERAL NATL MTG ASSN GTD MTG POOL # AK0968 3% 02-01-2027 BEO ** 44,332
FEDERAL NATL MTG ASSN GTD MTG POOL # AK11403 % 02-01-2027 BEO ** 33,245
FEDERAL NATL MTG ASSN GTD MTG POOL # AK1608 3% 01-01-2027 BEO ** 27,751
FEDERAL NATL MTG ASSN GTD MTG POOL # AK5551 FIXED 4% 04-01-2042BEO ** 916,524
FEDERAL NATL MTG ASSN GTD MTG POOL # AK69663 % 03-01-2027 BEO ** 44,534
FEDERAL NATL MTG ASSN GTD MTG POOL # AL0007 5% 12-01-2034BEO ** 175,199
FEDERAL NATL MTG ASSN GTD MTG POOL # AL0009 5.5% 12-01-2034BEO ** 162,814
FEDERAL NATL MTG ASSN GTD MTG POOL # AL0379 8% 12-01-2036 BEO ** 29,776
FEDERAL NATL MTG ASSN GTD MTG POOL # AL0533 ADJ RT DUE 07-01-2041 BEO ** 111,052
FEDERAL NATL MTG ASSN GTD MTG POOL # AL0998 4.5% 10-01-2041 BEO ** 104,966
FEDERAL NATL MTG ASSN GTD MTG POOL # AL1945 3.5% 06-01-2042BEO ** 138,499
FEDERAL NATL MTG ASSN GTD MTG POOL # AL2151 3.5% 03-01-2042BEO ** 323,842
FEDERAL NATL MTG ASSN GTD MTG POOL # AL2389 3.5% 09-01-2042BEO ** 296,325
FEDERAL NATL MTG ASSN GTD MTG POOL # AL2465 3.0% 10-01-2027 ** 993,625
FEDERAL NATL MTG ASSN GTD MTG POOL # AL3626 4% 09-01-2042BEO ** 4,055
FEDERAL NATL MTG ASSN GTD MTG POOL # AL3797 2.5% 06-01-2028 BEO ** 453,805
FEDERAL NATL MTG ASSN GTD MTG POOL # AL4043 3% 09-01-2028 BEO ** 587,387
FEDERAL NATL MTG ASSN GTD MTGPOOL # AL4324 6.5% 05-01-2040 BEO ** 690,397
FEDERAL NATL MTG ASSN GTD MTG POOL # AL4741 4.5% 01-01-2044BEO ** 53,271
FEDERAL NATL MTG ASSN GTD MTG POOL # AL4741 4.5% 01-01-2044BEO ** 146,494
FEDERAL NATL MTG ASSN GTD MTG POOL # AL4895 3.5% 12-01-2028 BEO ** 286,875
FEDERAL NATL MTG ASSN GTD MTG POOL # AL4936 3% 03-01-2029 BEO ** 208,702
FEDERAL NATL MTG ASSN GTD MTG POOL # AL5232 3.5% 03-01-2029 BEO ** 480,258
FEDERAL NATL MTG ASSN GTD MTG POOL # AL5674 4.5% 08-01-2044BEO ** 542,457
FEDERAL NATL MTG ASSN GTD MTG POOL # AL5760 4% 09-01-2043BEO ** 12,713
FEDERAL NATL MTG ASSN GTD MTG POOL # AL6185 3% 10-01-2029 BEO ** 491,525
FEDERAL NATL MTG ASSN GTD MTG POOL # AL66053 % 04-01-2030 BEO ** 115,555
FEDERAL NATL MTG ASSN GTD MTG POOL # AL6851 2.5% 10-01-2043BEO ** 240,580
FEDERAL NATL MTG ASSN GTD MTG POOL # AL7204 5% 10-01-2043BEO ** 22,883
FEDERAL NATL MTG ASSN GTD MTG POOL # AL7320 3% 09-01-2030 BEO ** 169,108
68
证券名称、到期日、利率 成本 现值
（以美元计）
FEDERAL NATL MTG ASSN GTD MTG POOL # AL7430 3.5%到期08-01-2030 REG ** 386,139
FEDERAL NATL MTG ASSN GTD MTG POOL # AL9397 3% 10-01-2046BEO ** 659,893
FEDERAL NATL MTG ASSN GTD MTG POOL # AL9546 3.5% 11-01-2046BEO ** 369,791
FEDERAL NATL MTG ASSN SR2011-59 CLNZ 5.5到期07-25-2041 ** 957,884
联邦RLTY英威腾TR3.5 %到期06-01-2030 ** 1,557,205
联邦信号公司 ** 6,215,999
联邦快递公司3.25%到期04-01-2026 ** 1,471,007
联邦快递公司4.4%到期01-15-2047 ** 202,522
联邦快递公司4.95% 10-17-2048 ** 218,501
联邦快递公司COM ** 16,131,462
FENBI LTD USD0.00001 ** 51,177
FERGUSON Enterprises INC USD0.0001 ** 2,995,645
FFNMA SER 2015-38 CL-PG3.0 % 08-25-2044 ** 984,297
FHLMC CMO SER 2248 CL FB FLTG到期09-15-2030 REG ** 839
FHLMC FRSD8363 6% 09-01-2053 ** 260,676
FHLMC黄金# A53630 A53630 6 10-01-2036 ** 70,289
FHLMC GOLD # G00473 7.5%到期05-01-2026 ** 17
FHLMC GOLD 3% MBS 0 1/06/2029美元‘V6-0564’V60564 3 06-01-2029 ** 155,467
FHLMC GOLD 3% MBS 0 1/10/2046美元‘G6-7701’G67701 3 10-01-2046 ** 1,218,121
FHLMC GOLD 3% MBS 0 1/10/2046美元‘Q4-3413’Q43413 310-01-2046 ** 234,461
FHLMC GOLD 3.5% MBS 0 1/01/2046美元‘Q3-8490’Q384903.5 01-01-2046 ** 1,116,427
FHLMC GOLD 4.5% MBS 0 1/02/2048美元‘V8-3956’V83956 4.502-01-2048 ** 346,683
FHLMC GOLD A47999 5 08-01-2035 ** 98,449
FHLMC GOLD A62077 6 06-01-2037 ** 12,956
FHLMC GOLD A9-5825 4.0%到期12-01-2040 ** 123,088
FHLMC黄金A95831 4.5 12-01-2040 ** 242,602
FHLMC GOLD C00522 7.0% 05-01-2027 ** 597
FHLMC黄金C00632 7 07-01-2028 ** 694
FHLMC GOLD C00987 7.5 05-01-2030 ** 282
FHLMC GOLD C01116 7.501-01-2031 ** 7,212
FHLMC GOLD C04272 310-01-2042 ** 514,448
FHLMC GOLD C80373 7.5% 01-01-2026 ** 7
FHLMC GOLD C80379 7.0% 02-01-2026 ** 304
FHLMC GOLD C80407 7.0% 06-01-2026 ** 35
FHLMC GOLD C91908 3 01-01-2037 ** 235,052
FHLMC GOLD G02408 5.5 12-01-2036 ** 46,919
FHLMC GOLD G06506 4 12-01-2040 ** 429,428
FHLMC GOLD G06507 4 02-01-2041 ** 79,082
FHLMC GOLD G0-7388 3.5 05-01-2043 ** 485,375
FHLMC GOLD G07762 4.506-01-2044 ** 252,742
FHLMC GOLD G08372 4.511-01-2039 ** 97,371
FHLMC黄金G08553 310-01-2043 ** 36,672
FHLMC黄金G08793 4 12-01-2047 ** 68,650
FHLMC GOLD G67720 4.503-01-2049 ** 990,363
FHLMC GOLD GROUP # C00636 7.5 MTG PARTN CTF Due 07-01-2028REG ** 2,044
FHLMC黄金J23935 3 05-01-2028 ** 47,521
FHLMC黄金J2-7964 3 04-01-2029 ** 63,273
FHLMC黄金J28196 3 05-01-2029 ** 558,775
69
证券名称、到期日、利率 成本 现值
（以美元计）
FHLMC GOLD J29007 3 08-01-2029 ** 93,439
FHLMC GOLD J35097 2.508-01-2031 ** 191,314
FHLMC Gold POOL # G006757.5 %到期03-01-2027 ** 1,063
FHLMC Gold POOL # G00869 7.5%到期01-01-2028 ** 1,379
FHLMC金池# Q11288 3.5 09-01-2042 ** 115,460
FHLMC金池# Q1-1788 3到期10-01-2042 ** 68,724
FHLMC金池# Q12052 Q12052 3.5 10-01-2042 ** 132,533
FHLMC金池C00984 8 05-01-2030 ** 244
FHLMC GOLD POOL G0-0529 7.5%到期日08-01-2026 ** 43
FHLMC黄金池G01091 7 12-01-2029 ** 4,179
FHLMC GOLD POOL G67713 4.0%到期06-01-2048 ** 4,028,618
FHLMC金池J12398 FLTG RT 4.5%到期06-01-2025 ** 2,051
FHLMC GOLD POOL Q44963 3.5% 12-01-2046 ** 422,471
FHLMC金池# U91254 4到期04-01-2043 ** 278,171
FHLMC金池# Q177923.5到期05-01-2043 ** 688,627
FHLMC GOLD Q08998 3.5 06-01-2042 ** 236,976
FHLMC黄金Q12520 3 10-01-2042 ** 30,981
FHLMC GOLD Q14326 2.5 01-01-2043 ** 308,143
FHLMC黄金Q44452 3 11-01-2046 ** 411,973
FHLMC黄金Q45458 4 08-01-2046 ** 110,050
FHLMC黄金Q48338 4.505-01-2047 ** 23,825
FHLMC GOLDQ49494.5 % 07-01-2047 ** 119,180
FHLMC黄金U90291 4 10-01-2042 ** 43,793
FHLMC黄金U90316 410-01-2042 ** 494,048
FHLMC黄金U91619 4 06-01-2043 ** 271,783
FHLMC GOLD V60298 3.0% 10-01-2028 ** 75,476
FHLMC GOLD V60869 2.5 07-01-2030 ** 395,530
FHLMC GOLDPOOL # Q10241 3.508-01-2042 ** 128,568
FHLMC Group # C00516 8.0 MTG部分CTF到期05-01-2027 REG ** 416
FHLMC Group # G00825 7.0 MTG PARTN CTF DUE 11-01-2027 REG ** 87
FHLMC MULTICLASS SER4102 CL EG1.25 % 09-15-2027 ** 60,009
FHLMC MULTICLASS 2.5%到期10-15-2033REG ** 18,357
FHLMC MULTICLASS 2005-S001 CTF CL 2A2 VAR RATE 09-25-2045 ** 184,174
FHLMC MULTICLASS 3.507-15-2041 ** 8,946
FHLMC MULTICLASS3122 CL FE FLTG03-15-2036 ** 628,588
FLMC MULTICLASS 5.0%到期07-15-2033REG ** 198,278
FHLMC多层FHLMC # 80-0146 10-15-2037 ** 1,103,782
FHLMC MULTICLASS REDDIE MAC SER 2017-SR01 CL A3G3.089 % 11-25-2027 ** 2,916,294
FLMC MULTICLASS PRESIGN003204.5 09-15-2034 ** 195,071
FHLMC MULTICLASS PRESIGN003665 08-15-2035 ** 162,322
FLMC MULTICLASS SER 004281 CL LG 4 01-15-2043 ** 755,618
FHLMC MULTICLASS SER 004293 CLKG3.0 %到期08-15-2043REG ** 314,164
FHLMC MULTICLASS SER 004302 CL HF 01-15-2038 ** 201,275
FHLMC MULTICLASS SER 004579 CL FD01-15-2038 ** 124,336
FHLMC MULTICLASS SER 004582 CL PA3 11-15-2045 ** 4,608,692
FHLMC MULTICLASS SER 004711 CL HA3 12-15-2043 ** 47,995
FHLMC MULTICLASS SER 004774CL LP3.5 % 09-15-2046 ** 338,296
FHLMC MULTICLASS SER 004864 CL TZ4 12-15-2048 ** 518,381
70
证券名称、到期日、利率 成本 现值
（以美元计）
FHLMC MULTICLASS SER 004877 CL 加利福尼亚州 3 04-15-2034 ** 957,965
FHLMC MULTICLASS SER 004936 CL AP 2.5 09-25-2048 ** 3,283,722
FHLMC MULTICLASS SER 005048 CLB 1% 05-25-2033 ** 886,646
FHLMC multicLASS SER 18-4 CLMA 3.5% fixed UE11-25-2057 REG ** 210,082
FHLMC MULTICLASS SER 19-1 CL MT 3.5% 07-25-2058 REG ** 554,845
FHLMC MULTICLASS SER 2113 CL MW 6.501-15-2029 ** 23,859
FHLMC MULTICLASS SER 2135 CL OH6.503-15-2029 ** 24,653
FHLMC MULTICLASS SER 2175 CL TH 6 07-15-2029 ** 20,706
FHLMC MULTICLASS SER 2319 CL PZ 6.505-15-2031 ** 91,330
FHLMC MULTICLASS SER 2338 CLZC 6.507-15-2031 ** 37,722
FHLMC MULTICLASS SER 2430CL WF 6.503-15-2032 REG ** 15,807
FHLMC MULTICLASS SER 2663 CLZ 5.508-15-2033 ** 285,039
FHLMC MULTICLASS SER 2792 CLMB 5.5% 05-15-2034 ** 1,949,223
FHLMC MULTICLASS SER 2980 CL QA 6 05-15-2035 ** 18,927
FHLMC MULTICLASS SER 3005 CLE ED5 07-15-2025 ** 657
FHLMC MULTICLASS SER 3108 CL FP 12-15-2035 ** 673,321
FLMC multicLASS SER 3117 CL FE FLT RT 02-15-2036 ** 191,738
FHLMC MULTICLASS SER 3153 CL UF 05-15-2036 ** 1,820,245
FHLMC MULTICLASS SER 3187 CLZ5 07-15-2036 ** 39,260
FHLMC MULTICLASS SER 3531 CLFA 05-15-2039 ** 439,858
FHLMC multicLASS SER 3564CL AL FLT RT 08-15-2036 ** 35,197
FHLMC MULTICLASS SER 3578 CL VZ 5.508-15-2036 ** 175,592
FHLMC MULTICLASS SER 3648 CL CY4.5 %到期03-15-2030 ** 27,990
FHLMC MULTICLASS SER 3649 CL BW 4 03-15-2025 ** 1,091
FHLMC MULTICLASS SER 3653 CL HJ5 04-15-2040 ** 45,818
FHLMC MULTICLASS SER 3662 CL PJ5到期04-15-2040 ** 44,011
FHLMC MULTICLASS SER 3677 CL PB 4.5到期05-15-2040 REG ** 42,376
FHLMC MULTICLASS SER 3746 CLKL 3.25 04-15-2040 ** 265,256
FHLMC MulticLASS SER 3846 CL KA 3.503-15-2026 ** 29,401
FHLMC multicLASS SER 3939 CL BZ 4.506-15-2041 ** 504,938
FHLMC MULTICLASS SER 3956CL EB3.2511-15-2041 ** 513,723
FHLMC MULTICLASS SER 3966 CL VZ 4 12-15-2041 ** 230,565
FHLMC MULTICLASS SER 4016CL 加利福尼亚州 2% 07-15-2041 ** 73,612
FHLMC MULTICLASS SER 4018CL AL 2.0% 03-15-2027 REG ** 39,410
FHLMC MULTICLASS SER 4059 CL DA2.0 % 02-15-2041 REG ** 69,045
FHLMC MULTICLASS SER 406 CLF43 FLTG RT 10-25-2053 ** 6,006,265
FHLMC MULTICLASS SER 4100 CL EC 1.5到期08-15-2027 REG ** 34,414
FHLMC MULTICLASS SER 4118 CL PD 1.505-15-2042 ** 112,372
FHLMC MULTICLASS SER 4148 CL JB 1.512-15-2027 ** 40,373
FHLMC multicLASS SER 4150 CL FN FLTG 07-15-2041 ** 635,849
FHLMC MULTICLASS SER 4170 CL TC 1.625 02-15-2028 ** 42,488
FHLMC MULTICLASS SER 4171 CL NG2 06-15-2042 ** 307,344
FHLMC MULTICLASS SER 4176 CLHA4到期12-15-2042 ** 105,636
FHLMC MULTICLASS SER 4188 CL AG 2 04-15-2028 ** 16,939
FHLMC MULTICLASS SER 4198 CL PN 3 02-15-2033 ** 37,300
FHLMC MULTICLASS SER4198 CLQP4.0 % 01-15-2033 ** 327,489
FLMC multicLASS SER 4203 CL DG2.25 %到期04-15-2033REG ** 146,440
FHLMC MULTICLASS SER 4261 CL DA2.5 % DUE06-15-2032 ** 46,607
71
证券名称、到期日、利率 成本 现值
（以美元计）
FHLMC MULTICLASS SER 4268 CL BP4.25 08-15-2042 ** 953,453
FHLMC MULTICLASS SER 4281 CLMP 3.75% 12-15-2043 ** 241,558
FHLMC MULTICLASS SER 4331 CL EA 4 03-15-2043 ** 171,982
FHLMC MULTICLASS SER4338CLA2.5 % 05-15-2044 ** 498,140
FHLMC MULTICLASS SER 4373 CL PA3 02-15-2043 ** 289,019
FHLMC MulticLASS SER4374CLGA3.0 % 09-15-2036 ** 666,707
FHLMC MULTICLASS SER4457 CL BA3.0 % DUE07-15-2039 ** 319,368
FLMC MULTICLASS SER4458 CLCB2.0 % 2.0%到期11-15-2028REG ** 29,772
FHLMC MULTICLASS SER 4479 CL AG 2 03-15-2026 ** 13,026
FHLMC MULTICLASS SER 4480 CL EA 3.511-15-2043 ** 377,853
FHLMC multicLASS SER4482 CL 加利福尼亚州 3.0% 04-15-2034 ** 749,321
FHLMC MULTICLASS SER 4631 CL AE3.505-15-2044 ** 1,212,594
FHLMC MULTICLASS SER 4631 CLVA 3.5% 02-15-2028 ** 636,491
FHLMC多集成电路SER T-34 CL A1V 07-25-2031 ** 2,332,026
FHLMC multicLASS SER T-61 CL1A1 FLT RT 07-25-2044 ** 200,356
FHLMC MULTICLASS SER-4777 CL-CB3.5 % 10-15-2045 REG ** 1,489,514
FLMC MULTICLASS SR18-1 CLA1 3.5% 06-25-2028 ** 575,371
FHLMC MULTICLASS SR24-1 CL MT 3 11-25-2063 ** 1,025
FLMC MULTICLASS SR3814 CLB 3 02-15-2026 ** 141,958
FHLMC MULTICLASS SR4569 CL JA FLTG3.0 % 03-15-2042 ** 818,953
FHLMC MULTICLASS SRK506 CLA2 4.65% 08-25-2028 ** 3,790,774
FHLMC多晶片TRANCHE 000452.952 02-25-2027 ** 910,204
FHLMC MULTICLASS TRANCHE 001123.17611-25-2028 ** 773,068
FHLMC多晶片TRANCHE 005442.2 07-25-2025 ** 239,145
FLMC多级激光器3613 CLHJ5.5到期12-15-2039 REG ** 124,253
FHLMC POOL # 1b8062 ADJ RT 03-01-2041 ** 13,672
FHLMC POOL # 1G1381 ADJ RT 12-01-2036 ** 10,032
FHLMC POOL # 1J1467 ADJ RT 12-01-2036 ** 29,235
FHLMC POOL # 1J1492 ADJ RT 11-01-2036 ** 10,508
FHLMC POOL # 2b4296 ADJ RT 06-01-2045 ** 497,583
FHLMC POOL # 3132D9KK9 6.0% 01-01-2030 ** 2,632,202
FHLMC POOL # 3132DV6Q3 2 07-01-2050 ** 1,114,409
FHLMC池# C00650 7 09-01-2028 ** 492
FHLMC POOL # G08788 3.511-01-2047 ** 142,235
FHLMC POOL # Q25818 4.504-01-2044 ** 829,955
FHLMC池# Q25819 4.504-01-2044 ** 773,123
FHLMC POOL # QA7477 3.0%到期03-01-2050 ** 2,073,319
FHLMC POOL # QC7397 3.0% 09-01-2051 ** 790,754
FHLMC POOL # QC-91543 %到期10-01-2051 REG ** 349,712
FHLMC POOL # QC-95562.5 %到期10-01-2051 REG ** 688,176
FHLMC POOL # QE 09923.0% 04-01-2052 ** 690,804
FHLMC POOL # QE-39843.0% 05-01-2052 ** 1,259,415
FHLMC POOL # QG2979 3.0 % 05-01-2053 ** 62,372
FHLMC POOL # RA1293 3.0%到期09-01-2049 ** 902,271
FHLMC POOL # RA6486 3.0% 12-01-2051 ** 4,818,982
FHLMC POOL # RA9079 6.5% 05-01-2053 ** 260,498
FHLMC POOL # RA-9080 6.5% 05-01-2053 ** 318,293
FHLMC POOL # RA-9081 6.5% 05-01-2053 ** 503,844
72
证券名称、到期日、利率 成本 现值
（以美元计）
FHLMC POOL # RA9437 5.5% 07-01-2053 ** 441,774
FHLMC POOL # SB8123 2.0% 09-01-2036 ** 344,649
FHLMC POOL # SC0405 3.5% 11-01-2038 ** 420,478
FHLMC POOL # SD0849 2.5%到期01-01-2052 ** 511,451
FHLMC POOL # SD1967 4.0% 10-01-2052 ** 10,522,648
FHLMC POOL # SD22693 % 01-01-2052 ** 3,158,768
FHLMC POOL # SD2723 5.5% 03-01-2053 ** 629,224
FHLMC POOL # SD5143 6.0% 04-01-2054 ** 1,588,455
FHLMC POOL # SD5384 5.5% 07-01-2053 ** 479,971
FHLMC POOL # SD5691 6.0% 06-01-2054 ** 1,105,464
FHLMC POOL # SD5709 6.0% 07-01-2054 ** 771,520
FHLMC POOL # SD5876 6.0% 05-01-2054 ** 1,082,169
FHLMC POOL # SD7509 3.0%到期11-01-2049 REG ** 641,500
FHLMC POOL # SD-8113 2.0 % 11-01-2050 ** 278,095
FHLMC POOL # SD-81212.0 %到期12-01-2050 REG ** 3,350,185
FHLMC POOL # SD8335 3.0 % 04-01-2053 ** 98,362
FHLMC POOL 846661 ADJ RT到期02-01-2029 ** 100
FHLMC POOL SD5416 5.5% 04-01-2054 ** 385,371
FHLMC POOL # SD2688 5.5% 04-01-2053 ** 869,589
FHLMC POOL # SD2866 4.0% 07-01-2049 ** 392,745
FHLMC POOL # SD2981 6.5% 05-01-2053 ** 478,206
FHLMC SER 3645 CL KP5 02-15-2040 ** 194,709
FHLMC SR5440 CL F FLTG 08-25-2054 ** 2,082,457
FHLMC SR5482 CL FC FLTG RT 12-25-2054 ** 875,876
FHLMC UMBS20Y固定2% 12-01-2041 ** 1,302,743
FHLMC UMBS 30Y FIXED 2% 02-01-2051 ** 1,186,054
FHLMC UMBS 30Y FIXED 2% 02-01-2051 ** 211,295
FHLMC UMBS 30Y FIXED 2% 03-01-2051 ** 226,110
FHLMC UMBS 30Y FIXED 2% 03-01-2051 ** 217,706
FHLMC UMBS 30Y FIXED 2% 03-01-2051 ** 235,527
FHLMC UMBS 30Y固定2% 11-01-2051 ** 259,304
FHLMC UMBS30Y FIXED2.5 % 08-01-2051 ** 1,822,278
FHLMC UMBS 30Y FIXED 3% 02-01-2052 ** 16,578
FHLMC UMBS30Y FIXED3 % 06-01-2050 ** 319,835
FHLMC UMBS 30Y FIXED 3% 06-01-2052 ** 684,000
FHLMC UMBS 30Y FIXED 3% 10-01-2052 ** 542,904
FHLMC UMBS 30Y FIXED 5% 04-01-2053 ** 1,209,317
FHLMC UMBS30Y FIXED6 % 04-01-2054 ** 484,938
FHLMC UMBS30Y固定6.5% 02-01-2054 ** 962,722
FHLMC UMBS30Y FIXED6.5 % 04-01-2053 ** 771,006
FHLMC UMBS30Y固定6.5% 04-01-2054 ** 969,779
FHLMC UMBS30Y FXD 2.5%到期02-01-2052 ** 589,267
FHLMC UMBS30Y FXD 5%到期02-01-2053 ** 4,459,414
FIDELIS INSURANCE HOLDINGS LIMITED ** 368,946
富达国家信息服务公司1.15% 03-01-2026 ** 2,018,202
FIDELITY NATL FINL INC新的原FIDELITY普通股 ** 8,593,518

73
证券名称、到期日、利率 成本 现值
（以美元计）
FIDELITY NATL INFORMATION SVCS INC COM STK ** 15,338,223
第五三银行5.631% 01-29-2032 ** 131,436
第五三银行6.339% 07-27-2029 ** 1,281,173
FIHM MOBILE LTD USD0.04 ** 95,222
FILA HOLDINGS CORP ** 95,812
FILTRONIC PLC ORD GBP0.001 ** 43,879
金融伙伴集团有限公司NPV ** 747,881
FINCANTIERI SPA NPV ** 1,205,987
Finning INTL INC COM NPV ** 311,246
FINNVERA PLC SR NT 144A2.375 %到期06-04-2025BEO ** 396,650
FIRST AMERN FINL CORP COM STK ** 6,503,376
第一地平线公司COM ** 1,090,561
第一互联网银行COM STK ** 78,458
FIRSTENERGY CORP1.6 %到期01-15-2026/06-08-2020REG ** 375,986
FIRSTENERGY CORP3.9 % 07-15-2027 ** 4,469,706
FIRSTENERGY CORP FIXED 2.25%到期09-01-2030 ** 1,655,368
FIRSTENERGY TRANSMISSION LLC SRNT144A4.55 % 04-01-2049 ** 138,317
FIRSTGroup ORD GBP0.05 ** 643,314
FIRSTKEY HOMES 2021-SFR1TR1.788 % 08-17-2038 ** 2,613,267
FIRSTKEY HOMES 2021-SFR1TR2.389 % 08-17-2038 ** 1,236,550
第一来源SOLUTI INR10 ** 88,702
FISERV INC3.5 %到期07-01-2029 ** 6,923,675
FISERV INC5.15 % 08-12-2034 ** 488,691
FISERV INC5.15 % 08-12-2034 ** 6,255,245
FISERV INC5.15 % 03-15-2027 ** 531,172
FISERV INC5.375 % 08-21-2028 ** 2,280,834
FISERV INC5.45 %到期03-02-2028 ** 1,668,950
FISERV INC5.6 %到期03-02-2033 ** 506,722
FIT HON TENG LTD COMM STCK ** 819,000
FITIPOWER Integrated TECHNOLOGY INC TWD10 ** 127,652
五2023-V1 MTG TRCOML MTG途经CTF CL5.17 19% 02-10-2056 ** 6,068,937
FIVERR国际有限公司COM ** 936,098
FJ NEXT HOLDINGS CO LTD NPV ** 41,644
FL PWR & LT CO 3.8%到期12-15-2042 ** 95,163
FL PWR & LT CO3.95 % 03-01-2048 ** 157,278
FL PWR & LT CO4.05 %到期06-01-2042 ** 189,745
旗舰华润汽车1.46%到期09-15-2027 ** 2,536,631
旗舰CR-AUTO 4.03%到期12-15-2026年 ** 432,902
旗舰CRR Auto 5.38%到期12-15-2026 ** 38,871
FleX Intermediate HOLDCO SR SECD NT144A4.317 % 12-30-2039 ** 514,723
FLEX LTD COM0.01美元 ** 869,034
FLOOR & DECOR HLDGS INC CL A CL A ** 78,265
Florida Power & Light Company 5.05%到期04-01-2028 ** 842,110
Florida PWR & LT CO4.4 % 05-15-2028 ** 1,000,140
Florida ST BRD ADMIN FIN CORP REV1.258 % 07-01-2025 ** 7,496,834
Florida ST BRD ADMIN FIN CORP REV5.526 % 07-01-2034BEO应纳税 ** 3,939,074
FLOWERS FOODS INC COM ** 6,028,237
FLOWSERVE CORP COM ** 8,869,124
74
证券名称、到期日、利率 成本 现值
（以美元计）
FLUENCE ENERGY INC CL A CL A ** 267,451
Flughafen ZURICH A CHF10（REGD）邮政拆分 ** 567,381
FLUIDRA SA欧元1 ** 84,658
FLUOR CORP NEW COM ** 5,875,146
FLYWIRE CORP COM VTG COM VTG ** 525,130
FMC公司3.45%到期10-01-2029 ** 2,546,357
FNMA POOL # QA6364 3.5% 01-01-2050 ** 412,625
FNMA。POOL # AO6482 ADJ RT到期07-01-2042BEO ** 9,719
FNMA.81 %到期09-25-2028 ** 5,235,916
FNMA 0.5%到期06-17-2025REG ** 2,934,843
FNMA 0.87%到期08-05-2030 ** 177,506
FNMA 0 1/04/2051 POOL # BR77452 %到期04-01-2051 BEO ** 206,173
FNMA2 % CMO 25/08/2040美元‘PB’2 08-25-2040 ** 48,874
FNMA2.0 %到期02-25-2043REG ** 202,763
FNMA 2.5% 11-01-2041 ** 391,597
FNMA 2.5%到期02-01-2036年 ** 858,416
FNMA 2.5% MBS 0 1/05/2051 USD‘BR1001F’POOL # BR1001 2.5%到期05-01-2051 BEO ** 239,879
FNMA 2004-W1 CL-2A1 6.5%到期12-25-2043 ** 51,282
FNMA 2011-74CLQM4.511-25-2040 ** 145,074
FNMA3 % 06-01-2050 ** 442,970
FNMA3 %到期05-01-2052 ** 51,963
FNMA3 %到期05-01-2052 ** 18,217,502
FNMA3 %到期10-01-2050 ** 522,403
FNMA3 %到期12-01-2051 ** 876,201
FNMA 4% MBS 0 1/10/2048 USD‘CA2472F’POOL # CA2472 4%到期10-01-2048BEO ** 530,487
FNMA 4.5%到期03-25-2037 BEO ** 678,048
FNMA 4.5% MBS 0 1/04/2049美元‘BN5404F’POOL # BN5404 4.5%到期04-01-2049BEO ** 473,884
FNMA 4.5% MBS 0 1/07/2029美元‘BO1834F’POOL # BO1834 4.5%到期07-01-2029 BEO ** 512,570
FNMA AR9203 3.5到期03-01-2043 ** 422,034
FNMA BS9323 4.855% 08-01-2028 ** 1,510,605
FNMA CMO SER 2002-86 CL PG 6 09-25-2032BEO ** 39,775
FNMA DTD 11/03/20006.625 11-15-2030 ** 2,488,023
FNMA DTD 12/27/2001ZCP NT 0到期03-17-2031 ** 643,368
FNMA FLTG RT SER 16-62 CL FH 09-25-2046 ** 1,723,481
FNMA FLTG RT SER 19-14 CLFA 04-25-2049 REG ** 1,697,829
FNMA FNMA # FS5270 5.5% 07-01-2053 ** 873,375
FNMA FNMA # MA5190 5.5% 11-01-2053 ** 6,240,095
FNMA FNMA 11-25-2046 ** 582,020
FNMA FNR2006-127 CL-FD FLTG RT 07-25-2036 ** 593,632
FNMA FNR2007-58 FLTG RT 06-25-2037 ** 561,294
FNMA FNR2011-75 ME 3 08-25-2026 ** 30,978
FNMA FNR2012-37 BF FLTG RT 12-25-2035 ** 480,202
FNMA FRCMO 25/02/2037 USD1000‘DF’2007-4 02-25-2037 ** 144,690
FNMA FRCMO 25/06/2037 USD1000‘EF’' 2007-54 06-25-2037 ** 1,459,331
FNMA FRCMO 25/10/2037 USD1000 A7 10-25-2037 ** 6,956
FNMA POOL # 1903535% 08-01-2034BEO ** 1,842
FNMA POOL # 1903575% BEO 03-01-2035 ** 1,429
FNMA POOL # 1903605% 08-01-2035 BEO ** 1,112
75
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # 1903775% 11-01-2036BEO ** 48,299
FNMA POOL # 2539478%到期08-01-2031 REG ** 9,948
FNMA POOL # 2542237.5%到期02-01-2032REG ** 100
FNMA POOL # 2569016.5% 09-01-2037 BEO ** 1,202
FNMA POOL # 2569376.5% 10-01-2037BEO ** 1,720
FNMA POOL # 2572395.5% 06-01-2028 BEO ** 13,731
FNMA POOL # 3139477% 01-01-2028 BEO ** 132
FNMA POOL # 3301267.1% 08-01-2025BEO ** 1,061
FNMA POOL # 331427 ADJ RT到期11-01-2025 REG ** 303
FNMA POOL # 347547 ADJ RT DUE 08-01-2026 BEO ** 38
FNMA POOL # 3476337.25% 07-01-2026BEO ** 2,620
FNMA POOL # 362968 ADJ RT DUE 01-01-2026 REG ** 1,997
FNMA POOL # 3710737.5% 02-01-2027 BEO ** 1,303
FNMA POOL # 3964397.5% 11-01-2027 BEO ** 2,691
FNMA POOL # 3972567.5% 10-01-2027 BEO ** 140
FNMA POOL # 3987547.5% 09-01-2027 BEO ** 1,430
FNMA POOL # 4017887.5 GTD MTG通过CTF到期10-01-2027 REG ** 92
FNMA POOL # 4795457%到期08-01-2029 REG ** 284
FNMA POOL # 5035737%到期10-01-2029 REG ** 1,092
FNMA POOL # 5096627%到期08-01-2029 REG ** 235
FNMA POOL # 5113847% 09-01-2029 BEO ** 468
FNMA POOL # 5155187%到期10-01-2029 REG ** 1,744
FNMA POOL # 5234868%到期08-01-2030 REG ** 370
FNMA POOL # 5341948%到期04-01-2030 REG ** 458
FNMA POOL # 545204 ADJ RT DUE 05-01-2036 REG ** 3,304
FNMA POOL # 5452787.5%到期11-01-2031 REG ** 14,036
FNMA POOL # 5544827.5% 10-01-2030 BEO ** 15,876
FNMA POOL # 5938488% 07-01-2031 BEO ** 11,860
FNMA POOL # 6020657%到期09-01-2031 REG ** 14,002
FNMA POOL # 60680 ADJ RT到期02-01-2028 REG ** 1,700
FNMA POOL # 6095047%到期10-01-2031 REG ** 39,921
FNMA POOL # 7259465.5% 11-01-2034BEO ** 25,319
FNMA POOL # 7350616% 11-01-2034BEO ** 279,075
FNMA POOL # 7353825% 04-01-2035BEO ** 181,059
FNMA POOL # 7355005.5% 05-01-2035BEO ** 264,131
FNMA POOL # 7355016% 05-01-2035BEO ** 63,936
FNMA POOL # 7355036% 04-01-2035BEO ** 80,365
FNMA POOL # 735561 FLTG到期04-01-2034 ** 25,126
FNMA POOL # 7355805% 06-01-2035BEO ** 86,155
FNMA POOL # 7356765% 07-01-2035BEO ** 59,996
FNMA POOL # 7358935% 10-01-2035BEO ** 24,794
FNMA POOL # 7359895.5% 02-01-2035BEO ** 368,084
FNMA POOL # 7451405% 11-01-2035BEO ** 347,124
FNMA POOL # 7453276%到期03-01-2036REG ** 42,072
FNMA POOL # 7454125.5% 12-01-2035BEO ** 203,408
FNMA POOL # 7458856% 10-01-2036BEO ** 129,694
FNMA POOL # 7459486.5%到期10-01-2036BEO ** 13,761
FNMA POOL # 813599 ADJ RT DUE 01-01-2036BEO ** 21,523
76
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # 8315616.5% 05-01-2036BEO ** 4,531
FNMA POOL # 8336006.5%到期11-01-2035REG ** 2,127
FNMA POOL # 836464 ADJ RT DUE 10-01-2035 BEO ** 12,864
FNMA POOL # 836852 ADJ RT DUE 10-01-2035 BEO ** 7,944
FNMA POOL # 843823 ADJ RT到期11-01-2035 BEO ** 6,817
FNMA POOL # 8439976.504% 11-01-2035BEO ** 2,585
FNMA POOL # 8440524.06511-01-2035BEO ** 1,669
FNMA POOL # 8441486.573% 11-01-2035BEO ** 3,282
FNMA POOL # 844237 ADJ RT到期11-01-2035 BEO ** 2,512
FNMA POOL # 8447896.558% 11-01-2035BEO ** 4,035
FNMA POOL # 866888ADJ RT到期01-01-2036BEO ** 4,667
FNMA POOL # 879067 ADJ RT DUE 04-01-2036BEO ** 98,946
FNMA POOL # 8808706.5% 03-01-2036BEO ** 9,593
FNMA POOL # 884773 ADJ RT到期10-01-2036BEO ** 53,162
FNMA POOL # 8886376% 09-01-2037BEO ** 21,288
FNMA POOL # 8888906.5%到期10-01-2037BEO ** 40,078
FNMA POOL # 8888935.5% 08-01-2037BEO ** 9,345
FNMA POOL # 8890726.5% 12-01-2037 BEO ** 45,970
FNMA POOL # 8891906% 03-01-2038 BEO ** 17,896
FNMA POOL # 8895796%到期05-01-2038 REG ** 291,435
FNMA POOL # 8902364.5% 08-01-2040BEO ** 17,283
FNMA POOL # 8902686.5% 10-01-2038BEO ** 65,115
FNMA POOL # 890594.3% 01-01-2029 BEO ** 60,213
FNMA POOL # 8906044.5% 10-01-2044BEO ** 690,038
FNMA POOL # 8908273.5% 12-01-2037BEO ** 121,589
FNMA POOL # 8908433% 09-01-2047BEO ** 2,538,722
FNMA POOL # 8916546.5%到期06-01-2036REG ** 71,099
FNMA POOL # 902425 ADJ RT到期11-01-2036 ** 9,686
FNMA POOL # 9032616% 10-01-2036BEO ** 1,415
FNMA POOL # 9066666.5% 12-01-2036BEO ** 2,813
FNMA POOL # 9081726.5%到期01-01-2037 REG ** 429
FNMA POOL # 9148756.5%到期04-01-2037 REG ** 65,180
FNMA POOL # 9186536% 06-01-2037 BEO ** 739
FNMA POOL # 9287466.5%到期09-01-2037REG ** 4,312
FNMA POOL # 9292985% 03-01-2038 BEO ** 5,615
FNMA POOL # 9313074.5% 06-01-2039 BEO ** 83,289
FNMA POOL # 93 19914.5% 09-01-2039 BEO ** 127,170
FNMA POOL # 9320584.5% 10-01-2039BEO ** 67,073
FNMA POOL # 9324264.5% 01-01-2040BEO ** 407,035
FNMA POOL # 9324954.5% 02-01-2040BEO ** 33,648
FNMA POOL # 9326694.5% 03-01-2040BEO ** 2,184
FNMA POOL # 9328504% 12-01-2040BEO ** 52,753
FNMA POOL # 9334095% 03-01-2038 BEO ** 4,005
FNMA POOL # 933638 ADJ RT DUE 08-01-2038 BEO ** 25,985
FNMA POOL # 9427986.5%到期08-01-2037REG ** 13,301
FNMA POOL # 9436996.5%到期08-01-2037REG ** 6,810
FNMA POOL # 9460656.5% 09-01-2037 BEO ** 7,522
FNMA POOL # 9488496% 08-01-2037BEO ** 15,662
77
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # 9557626.5% 10-01-2037 BEO ** 2,838
FNMA POOL # 9620625% 03-01-2038 BEO ** 5,858
FNMA POOL # 9624445%到期04-01-2038 BEO ** 8,283
FNMA POOL # 9710534.5% 02-01-2039 BEO ** 8,938
FNMA POOL # 9725715% 03-01-2038 BEO ** 11,561
FNMA POOL # 9725725%到期03-01-2038 REG ** 791
FNMA POOL # 9731616.5% 02-01-2038 BEO ** 43,343
FNMA POOL # 9751845% 03-01-2038 BEO ** 6,070
FNMA POOL # 9754415%到期03-01-2038REG ** 2,657
FNMA POOL # 9799735% 09-01-2036BEO ** 1,753
FNMA POOL # 987325 ADJ RT到期09-01-2038 BEO ** 50,947
FNMA POOL # 9950676% 09-01-2036BEO ** 430,575
FNMA POOL # 9951496.5% 10-01-2038BEO ** 42,689
FNMA POOL # 9958996% 02-01-2038BEO ** 32,704
FNMA POOL # AA0472 4% 03-01-2039 BEO ** 31,536
FNMA POOL # AA27005 % 01-01-2039 BEO ** 2,443
FNMA POOL # AB3701 4.5% 10-01-2041BEO ** 231,577
FNMA POOL # AB40584 % 12-01-2041BEO ** 156,145
FNMA POOL # AB4590 3.5%到期03-01-2042BEO ** 306,966
FNMA POOL # AB4689 3.5% 03-01-2042BEO ** 255,138
FNMA POOL # AB4941 3.5% 04-01-2042BEO ** 729,314
FNMA POOL # AB52363 % 05-01-2027 BEO ** 39,720
FNMA POOL # AB5546 3.5%到期06-01-2042BEO ** 319,618
FNMA POOL # AB5593 3.5% 07-01-2042BEO ** 153,239
FNMA POOL # AB62293.5 % 09-01-2042BEO ** 640,238
FNMA POOL # AB62383.5 % 09-01-2042BEO ** 151,077
FNMA POOL # AB6390 3% 10-01-2042BEO ** 95,124
FNMA POOL # AB66943 % 10-01-2042BEO ** 134,094
FNMA POOL # AB6832 3.5% 11-01-2042BEO ** 465,556
FNMA POOL # AB7272 312-01-2042REG ** 376,153
FNMA POOL # AB7410 3% 12-01-2042BEO ** 668,304
FNMA POOL # AB7426 3% 12-01-2042BEO ** 297,931
FNMA POOL # AB75683 % 01-01-2043 BEO ** 434,499
FNMA POOL # AB7570 3% 01-01-2043BEO ** 690,538
FNMA POOL # AB7741 3% 01-01-2043BEO ** 473,276
FNMA POOL # AB8680 2% 03-01-2028 BEO ** 349,524
FNMA POOL # AB9347 3% 05-01-2043BEO ** 603,488
FNMA POOL # AB9361 3.5%到期05-01-2043BEO ** 176,341
FNMA POOL # AB9461 3% 05-01-2043BEO ** 575,483
FNMA POOL # AB95162.5 % 05-01-2028BEO ** 34,961
FNMA POOL # AB9615 4% 06-01-2033BEO ** 46,788
FNMA POOL # AB9663 % 06-01-2043BEO ** 82,282
FNMA POOL # AB9825 2.5% 07-01-2028BEO ** 13,123
FNMA POOL # AC1889 4% 09-01-2039 BEO ** 80,006
FNMA POOL # AC2953 4.5% 09-01-2039 BEO ** 25,740
FNMA POOL # AC3237 5% 10-01-2039 BEO ** 42,604
FNMA POOL # AC3237 5% 10-01-2039 BEO ** 288,969
FNMA POOL # AC9526 5.5%到期01-01-2040BEO ** 207,331
78
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # AD0121 4.5% 09-01-2029 BEO ** 198,984
FNMA POOL # AD02495.5 % 04-01-2037BEO ** 118,043
FNMA POOL # AD0296 FLTG 12-01-2036 ** 24,141
FNMA POOL # AD0329 6.5到期09-01-2028 BEO ** 5,613
FNMA POOL # AD0752 7% 01-01-2039 BEO ** 26,299
FNMA POOL # AD0979 7.5% 10-01-2035BEO ** 17,945
FNMA POOL # AD4178 4.5% 06-01-2040BEO ** 457,342
FNMA POOL # AD9143 4.5% 08-01-2040BEO ** 7,564
FNMA POOL # AD91534.5 % 08-01-2040BEO ** 54,436
FNMA POOL # AD9713 5% 08-01-2040BEO ** 28,233
FNMA POOL # AE0113 4% 07-01-2040BEO ** 96,477
FNMA POOL # AE04784 % 11-01-2040BEO ** 1,441
FNMA POOL # AE0521 6% 08-01-2037 BEO ** 139,376
FNMA POOL # AE0654 6.876%到期12-01-2040BEO ** 552,094
FNMA POOL # AE0967 3.5% 06-01-2039 BEO ** 234,861
FNMA POOL # AE1807 4% 10-01-2040BEO ** 2,331
FNMA POOL # AE1840 5% 08-01-2040BEO ** 8,327
FNMA POOL # AE18625 % 08-01-2040BEO ** 45,856
FNMA POOL # AE44564 % 02-01-2041BEO ** 17,436
FNMA POOL # AE4664 4% 10-01-2040BEO ** 17,463
FNMA POOL # AE6090 4% 10-01-2040BEO ** 67,368
FNMA POOL # AE6191 4% 11-01-2040BEO ** 11,323
FNMA POOL # AE7314 4% 11-01-2040BEO ** 585
FNMA POOL # AE84464 % 11-01-2040BEO ** 801
FNMA POOL # AE9387 4% 12-01-2040BEO ** 519
FNMA POOL # AH2683 4% 01-01-2041BEO ** 347,387
FNMA POOL # AL8558 6% 07-01-2041BEO ** 103,052
FNMA POOL # AM7514 3.07%到期02-01-2025BEO ** 1,145,196
FNMA POOL # AN0360 3.95%到期12-01-2045BEO ** 3,709,709
FNMA POOL # AN1371 2.68%到期06-01-2028 BEO ** 1,880,614
FNMA POOL # AN1461 2.59% 05-01-2026 ** 1,460,171
FNMA POOL # AN1613 2.55% 07-01-2026BEO ** 1,552,965
FNMA POOL # AN5171 3.29% 04-01-2027 ** 5,018,909
FNMA POOL # AN6585 2.84% 09-01-2027 ** 1,416,640
FNMA POOL # AN8612 3.29% 03-01-2028 ** 4,048,939
FNMA POOL # AN8717 3.02% 03-01-2028 ** 208,477
FNMA POOL # AN9215 3.43% 05-01-2028 ** 471,082
FNMA POOL # AN9814 3.63%到期08-01-2028 BEO ** 2,049,927
FNMA POOL # AO04543.5 % 08-01-2042BEO ** 172,876
FNMA POOL # AO0527 3% 05-01-2027 BEO ** 25,904
FNMA POOL # AO28013 3%到期06-01-2027 BEO ** 148,770
FNMA POOL # AO28023 % 06-01-2027 BEO ** 244,676
FNMA POOL # AO4135 3.5% 06-01-2042BEO ** 364,689
FNMA POOL # AO46883 %到期07-01-2043BEO ** 691,544
FNMA POOL # AO6757 4% 06-01-2042BEO ** 73,976
FNMA POOL # AO7348 4% 08-01-2042BEO ** 85,618
FNMA POOL # AP0006 ADJ RT到期07-01-2042BEO ** 18,165
FNMA POOL # AP0645 3.5% 07-01-2032BEO ** 18,161
79
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # AP2611 3.5% 09-01-2042BEO ** 124,593
FNMA POOL # AP3308 3.5% 09-01-2042BEO ** 129,479
FNMA POOL # AP39023 % 10-01-2042BEO ** 125,480
FNMA POOL # AP47103.5 % 08-01-2042BEO ** 255,428
FNMA POOL # AP5143 3% 09-01-2042BEO ** 128,399
FNMA POOL # AP60273 % 04-01-2043BEO ** 111,618
FNMA POOL # AP60323 % 04-01-2043BEO ** 123,187
FNMA POOL # AP6053 2.5% 07-01-2028 BEO ** 21,900
FNMA POOL # AP60543 % 07-01-2043BEO ** 14,860
FNMA POOL # AP7126 2.5% 10-01-2027 BEO ** 43,485
FNMA POOL # AP8057 3.5% 09-01-2042BEO ** 168,711
FNMA POOL # AP89033.5 % 10-01-2042BEO ** 121,778
FNMA POOL # AP9539 3%到期10-01-2042BEO ** 84,162
FNMA POOL # AP9766 4% 10-01-2042BEO ** 321,091
FNMA POOL # AQ05563 % 11-01-2042BEO ** 580,179
FNMA POOL # AQ1534 3.5% 10-01-2032BEO ** 63,714
FNMA POOL # AQ1607 3.5% 11-01-2032BEO ** 49,270
FNMA POOL # AQ1802 3.5% 10-01-2042BEO ** 68,125
FNMA POOL # AQ7192 3%到期07-01-2043REG ** 43,623
FNMA POOL # AQ83593 % 01-01-2043BEO ** 196,020
FNMA POOL # AR2638 3.5% 02-01-2043BEO ** 204,877
FNMA POOL # AR3368 2.5%到期02-01-2028REG ** 38,710
FNMA POOL # AR4343 3% 06-01-2043BEO ** 87,970
FNMA POOL # AR4410 2.5% 02-01-2028BEO ** 898,301
FNMA POOL # AR7214 3%到期06-01-2043REG ** 487,965
FNMA POOL # AR7399 3% 06-01-2043BEO ** 36,137
FNMA POOL # AR7961 3.5%到期03-01-2033REG ** 58,018
FNMA POOL # AR8749 3% 03-01-2043BEO ** 622,607
FNMA POOL # AR9215 3%到期03-01-2043REG ** 403,801
FNMA POOL # AS00383 %到期07-01-2043BEO ** 391,382
FNMA POOL # AS0047 2.5% 07-01-2028 BEO ** 92,651
FNMA POOL # AS0070 4%到期08-01-2043 REG ** 140,738
FNMA POOL # AS0302 3% 08-01-2043BEO ** 34,366
FNMA POOL # AS0522 3.5% 09-01-2043BEO ** 58,693
FNMA POOL # AS0838 5% 10-01-2043BEO ** 40,659
FNMA POOL # AS1364 3% 12-01-2043BEO ** 27,334
FNMA POOL # AS17453 % 02-01-2029 BEO ** 326,922
FNMA POOL # AS1774 4% 02-01-2044BEO ** 26,271
FNMA POOL # AS2117 4.0% 04-01-2044 ** 2,137
FNMA POOL # AS2369 3.5% 05-01-2029 BEO ** 204,614
FNMA POOL # AS3282 3% 10-01-2043BEO ** 52,619
FNMA POOL # AS3293 4% 09-01-2044BEO ** 184,847
FNMA POOL # AS43024 % 01-01-2045BEO ** 207,308
FNMA POOL # AS43544.5 % 01-01-2045BEO ** 543,632
FNMA POOL # AS4427 4.5% 02-01-2045BEO ** 516,327
FNMA POOL # AS4431 4.5% 02-01-2045BEO ** 329,020
FNMA POOL # AS5068 3.5% 06-01-2045BEO ** 23,047
FNMA POOL # AS5103 3% 06-01-2030 BEO ** 300,526
80
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # AS5133 3.5% 06-01-2045BEO ** 562,566
FNMA POOL # AS5598 4% 08-01-2045BEO ** 378,866
FNMA POOL # AS5722 3.5% 09-01-2045BEO ** 2,410,175
FNMA POOL # AS6065 3.5% 10-01-2045BEO ** 63,795
FNMA POOL # AS6067 3.5% 10-01-2045BEO ** 3,319,914
FNMA POOL # AS6286 4% 12-01-2045BEO ** 471,099
FNMA POOL # AS6304 4%到期12-01-2045BEO ** 610,406
FNMA POOL # AS6315 4% 12-01-2045BEO ** 21,792
FNMA POOL # AS6328 3.5% 12-01-2045BEO ** 750,150
FNMA POOL # AS63863 % 12-01-2045BEO ** 77,365
FNMA POOL # AS6395 3.5% 12-01-2045BEO ** 31,588
FNMA POOL # AS64523.5 % 01-01-2046BEO ** 123,716
FNMA POOL # AS64894 %到期01-01-2046BEO ** 483,038
FNMA POOL # AS6534 3.5% 01-01-2046BEO ** 1,181,227
FNMA POOL # AS7125 2.5% 05-01-2046BEO ** 265,195
FNMA POOL # AS7155 3% 05-01-2046BEO ** 199,491
FNMA POOL # AS7530 2.5% 07-01-2046BEO ** 509,321
FNMA POOL # AS7533 3% 07-01-2046BEO ** 1,040,623
FNMA POOL # AS7693 2%到期08-01-2031 BEO ** 455,383
FNMA POOL # AS7844 3% 09-01-2046BEO ** 510,400
FNMA POOL # AS7877 2.5% 09-01-2046BEO ** 562,319
FNMA POOL # AS8143 4% 10-01-2046BEO ** 55,004
FNMA POOL # AS82493 % 11-01-2036BEO ** 684,089
FNMA POOL # AS8257 2% 11-01-2026BEO ** 714,279
FNMA POOL # AS8269 3% 11-01-2046BEO ** 3,459,524
FNMA POOL # AS8386 2.5% 11-01-2031 BEO ** 273,803
FNMA POOL # AS8740 3.5% 02-01-2037 BEO ** 132,214
FNMA POOL # AS8980 4.5% 03-01-2047BEO ** 667,634
FNMA POOL # AS95884 % 05-01-2047BEO ** 1,218,813
FNMA POOL # AS9610 4.5% 05-01-2047BEO ** 1,941,986
FNMA POOL # AT0874 POOL # AT0874 3%到期07-01-2043 REG ** 28,242
FNMA POOL # AT1572 3%到期05-01-2043REG ** 528,375
FNMA POOL # AT2005 2.5% 04-01-2028 BEO ** 145,484
FNMA POOL # AT2043 3%到期04-01-2043 REG ** 19,932
FNMA POOL # AT2722 3%到期05-01-2043REG ** 273,010
FNMA POOL # AT2725 3% 05-01-2043BEO ** 3,034,918
FNMA POOL # AT3179 3% 05-01-2043BEO ** 153,121
FNMA POOL # AT3487 3.5%到期04-01-2043REG ** 509,409
FNMA POOL # AT5803 3% 06-01-2043BEO ** 16,865
FNMA POOL # AT5915 4到期06-01-2043 REG ** 106,248
FNMA POOL # AT5994 3% 05-01-2043BEO ** 57,730
FNMA POOL # AT6764 3% 07-01-2043BEO ** 13,629
FNMA POOL # AT7213 2.5%到期06-01-2028 BEO ** 10,329
FNMA POOL # AT7620 3%到期06-01-2043REG ** 563,040
FNMA POOL # AT80003 % 06-01-2043BEO ** 37,229
FNMA POOL # AT8326 3%到期06-01-2043BEO ** 423,500
FNMA POOL # AT8419 3到期06-01-2043 REG ** 89,067
FNMA POOL # AT8489 3%到期08-01-2043REG ** 827,234
81
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # AT8968 2.5% 07-01-2028 BEO ** 7,688
FNMA POOL # AT9250 3% 07-01-2043BEO ** 510,916
FNMA POOL # AT9311 FIXED2.5 % 07-01-2028BEO ** 24,918
FNMA POOL # AT9521 2.5% 07-01-2028 BEO ** 36,129
FNMA POOL # AU0317 3% 06-01-2043BEO ** 44,484
FNMA POOL # AU0909 2% 07-01-2028 BEO ** 54,565
FNMA POOL # AU0923 3.5% 07-01-2043BEO ** 146,433
FNMA POOL # AU1629 3%到期07-01-2043 REG ** 45,642
FNMA POOL # AU1632 3%到期07-01-2043 REG ** 1,126,237
FNMA POOL # AU1811 2.5% 08-01-2028 BEO ** 24,289
FNMA POOL # AU2032 3% 07-01-2043BEO ** 58,293
FNMA POOL # AU2909 3% 08-01-2028 BEO ** 139,291
FNMA POOL # AU30342.5 % 08-01-2028BEO ** 10,774
FNMA POOL # AU3176 3%到期08-01-2043 REG ** 49,211
FNMA POOL # AU3191 2.5%到期08-01-2028REG ** 51,022
FNMA POOL # AU3195 3% 08-01-2043BEO ** 43,355
FNMA POOL # AU33342.5 %到期07-01-2028REG ** 50,665
FNMA POOL # AU3789 2.5%到期08-01-2028REG ** 29,433
FNMA POOL # AU3811 3%到期08-01-2043REG ** 35,139
FNMA POOL # AU4585 3% 08-01-2043BEO ** 16,066
FNMA POOL # AU5161 3到期08-01-2043 REG ** 709,834
FNMA POOL # AU5190 2.5% 08-01-2028 BEO ** 49,116
FNMA POOL # AU5202 3% 08-01-2043BEO ** 31,419
FNMA POOL # AU5904 3.5% 09-01-2033BEO ** 137,419
FNMA POOL # AU67353 % 10-01-2043BEO ** 365,411
FNMA POOL # AU80663 % 09-01-2043BEO ** 45,414
FNMA POOL # AV0702 4% 12-01-2043BEO ** 70,822
FNMA POOL # AV08022.5 % 08-01-2028 BEO ** 7,733
FNMA POOL # AV4736 4% 12-01-2043BEO ** 74,392
FNMA POOL # AV5425 4.5% 01-01-2044BEO ** 430,640
FNMA POOL # AV5667 4% 01-01-2044BEO ** 63,208
FNMA POOL # AV5730 4.5% 04-01-2044BEO ** 198,016
FNMA POOL # AV9290 4.5% 02-01-2044BEO ** 254,941
FNMA POOL # AW3146 4% 06-01-2044BEO ** 121,279
FNMA POOL # AW95043 % 01-01-2045BEO ** 38,326
FNMA POOL # AX13484 % 10-01-2044BEO ** 5,710
FNMA POOL # AX4277 3% 01-01-2045BEO ** 181,665
FNMA POOL # AX4883 3% 12-01-2044BEO ** 574,731
FNMA POOL # AX65793 % 01-01-2045BEO ** 51,433
FNMA POOL # AX75783 % 01-01-2045BEO ** 33,225
FNMA POOL # AY1022 3% 05-01-2045BEO ** 262,937
FNMA POOL # AY1363 4% 04-01-2045BEO ** 125,635
FNMA POOL # AY1377 4%到期04-01-2045 REG ** 236,916
FNMA POOL # AY3913 3.5% 02-01-2045BEO ** 97,693
FNMA POOL # AY4869 4% 06-01-2045BEO ** 105,944
FNMA POOL # AY5484 4% 12-01-2044BEO ** 4,323
FNMA POOL # AY9434 4% 12-01-2045BEO ** 24,751
FNMA POOL # AZ0711 3.5% 02-01-2046BEO ** 26,652
82
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # AZ3743 3.5% 11-01-2045BEO ** 452,849
FNMA POOL # AZ3926 4% 10-01-2045BEO ** 831
FNMA POOL # AZ4234 3% 06-01-2030 BEO ** 770,245
FNMA POOL # AZ4775 3.5% 10-01-2045BEO ** 1,606,799
FNMA POOL # AZ5713 4% 09-01-2045BEO ** 221,515
FNMA POOL # AZ7353 3.5% 11-01-2045BEO ** 144,192
FNMA POOL # BA3779 4% 01-01-2046BEO ** 3,591
FNMA POOL # BA4750 3.5% 01-01-2031 BEO ** 125,883
FNMA POOL # BA4766 4% 01-01-2046BEO ** 62,107
FNMA POOL # BA4780 4% 01-01-2046BEO ** 1,466,983
FNMA POOL # BA4801 4% 02-01-2046BEO ** 325,666
FNMA POOL # BA5330 4% 11-01-2045BEO ** 14,178
FNMA POOL # BA5827 3% 11-01-2030 BEO ** 124,003
FNMA POOL # BA6018 3% 01-01-2046BEO ** 10,745
FNMA POOL # BA6555 3% 01-01-2046BEO ** 13,725
FNMA POOL # BA6798 4% 01-01-2046BEO ** 71,829
FNMA POOL # BA68243 % 02-01-2046BEO ** 100,023
FNMA POOL # BA69243 % 02-01-2046BEO ** 12,002
FNMA POOL # BC11043 % 02-01-2046BEO ** 116,479
FNMA POOL # BC15093 % 08-01-2046BEO ** 449,295
FNMA POOL # BC2817 3% 09-01-2046BEO ** 906,307
FNMA POOL # BC3020 3% 02-01-2046BEO ** 290,440
FNMA POOL # BC3883 4%到期03-01-2046BEO ** 220,524
FNMA POOL # BC4411 3.5% 03-01-2031 BEO ** 174,776
FNMA POOL # BC4764 3% 10-01-2046BEO ** 429,702
FNMA POOL # BC9077 3.5% 12-01-2046BEO ** 274,214
FNMA POOL # BD5992 2.5% 07-01-2031 BEO ** 70,257
FNMA POOL # BD8104 3% 10-01-2046BEO ** 766,599
FNMA POOL # BF0194 4.5% 07-01-2040BEO ** 614,103
FNMA POOL # BF03343.5 % 01-01-2059BEO ** 138,414
FNMA POOL # BJ0669 3.5% 03-01-2033BEO ** 388,603
FNMA POOL # BJ16353 % 11-01-2032BEO ** 468,864
FNMA POOL # BJ87033.5 % 05-01-2049BEO ** 51,962
FNMA POOL # BJ9249 4.5% 06-01-2048BEO ** 335,603
FNMA POOL # BK2620 2.5% 06-01-2050 BEO ** 358,089
FNMA POOL # BK7608 4% 09-01-2048BEO ** 3,583,168
FNMA POOL # BK8814 4.5% 08-01-2048BEO ** 221,840
FNMA POOL # BK9849 4% 09-01-2033BEO ** 328,363
FNMA POOL # BM1565 3% 04-01-2047BEO ** 1,172,058
FNMA POOL # BM1775 4.5% 07-01-2047BEO ** 266,666
FNMA POOL # BM3119 1.8% 02-01-2047BEO ** 741,360
FNMA POOL # BM32804.5 % 11-01-2047BEO ** 2,160,222
FNMA POOL # BM3724 3.5% 03-01-2048BEO ** 5,127,047
FNMA POOL # BM38554 % 03-01-2048BEO ** 652,545
FNMA POOL # BM39045 % 05-01-2048BEO ** 328,837
FNMA POOL # BM4301 4% 03-01-2048BEO ** 8,135,138
FNMA POOL # BM46764 % 10-01-2048BEO ** 783,957
FNMA POOL # BM4716 3.5% 12-01-2030 BEO ** 149,442
83
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # BM4898 4% 11-01-2038BEO ** 562,350
FNMA POOL # BM5082 4.5% 11-01-2048BEO ** 1,067,827
FNMA POOL # BM5111 3% 11-01-2033BEO ** 3,873,611
FNMA POOL # BM5184 4% 09-01-2033BEO ** 628,182
FNMA POOL # BM5261 4% 01-01-2048BEO ** 2,379,539
FNMA POOL # BM5568 4.5% 02-01-2049BEO ** 1,606,013
FNMA POOL # BM7221 3% 02-01-2031 BEO ** 1,787,120
FNMA POOL # BN4428 4.5%到期12-01-2048 REG ** 154,601
FNMA POOL # BQ6617 1.5% 10-01-2051 BEO ** 3,380,278
FNMA POOL # BQ9298 2.5% 12-01-2050 ** 220,515
FNMA POOL # BR2664 2.0% 02-01-2051 ** 548,192
FNMA POOL # BR47532.0 %到期03-01-2051 ** 233,825
FNMA POOL # BR6500 2.5%到期03-01-2051 REG ** 544,496
FNMA POOL # BS6767 4.27%到期10-01-2032BEO ** 1,026,845
FNMA POOL # BS9166 4.61% 08-01-2028 ** 1,585,111
FNMA POOL # BT0087 2.5% 05-01-2051 ** 1,526,979
FNMA POOL # BV7598 3.0% 03-01-2052 ** 43,256
FNMA POOL # BV9613 3% 04-01-2052BEO ** 411,945
FNMA POOL # BW9916 5% 10-01-2052BEO ** 859,867
FNMA POOL # BX7702 6.5% 02-01-2053BEO ** 353,923
FNMA POOL # bZ0874 4.76% 06-01-2029 ** 3,894,077
FNMA POOL # bZ1178 5.81% 06-01-2031 ** 4,606,581
FNMA POOL # bZ2692 5.21%到期12-01-2039 BEO ** 150,121
FNMA POOL # CA0789 3.5% 11-01-2032 ** 378,102
FNMA POOL # CA0907 3.5%到期12-01-2047 ** 393,541
FNMA POOL # CA1576 5.0%到期01-01-2048 REG ** 230,837
FNMA POOL # CA32834.0 % 03-01-2034 ** 735,402
FNMA POOL # CA32854.0% 03-01-2034 ** 714,991
FNMA POOL # CA32874.0 % 03-01-2034 ** 164,598
FNMA POOL # CA43463 %到期10-01-2049 REG ** 273,925
FNMA POOL # CA4819 4%到期12-01-2049BEO ** 358,990
FNMA POOL # CA5416 2.5%到期03-01-2050 REG ** 499,862
FNMA POOL # CA6315 3.0%到期07-01-2050 REG ** 387,817
FNMA POOL # CA7257 2.5%到期10-01-2050 REG ** 889,712
FNMA POOL # CA7422 2.0% 10-01-2040 ** 4,965,525
FNMA POOL # CA9358 2.5%到期03-01-2041 REG ** 583,117
FNMA POOL # CB0100 2.5%到期04-01-2041 REG ** 730,596
FNMA POOL # CB0470 2.5% 05-01-2041 ** 1,130,788
FNMA POOL # CB1771 1.5%到期09-01-2051 REG ** 5,178,085
FNMA POOL # CB2429 3.0%到期12-01-2051 REG ** 12,594,116
FNMA POOL # CB2858 2.5%到期02-01-2052REG ** 1,693,932
FNMA POOL # CB29293 % 02-01-2052BEO ** 62,865
FNMA POOL # CB3614 4.0%到期05-01-2052REG ** 599,342
FNMA POOL # CB4090 4%到期07-01-2052 ** 2,995,333
FNMA POOL # CB4755 5% 09-01-2037 BEO ** 2,064,305
FNMA POOL # CB47565 % 09-01-2037BEO ** 1,062,713
FNMA POOL # CB4757 5% 09-01-2037 BEO ** 1,902,051
FNMA POOL # CB4758 5% 09-01-2037 BEO ** 1,245,442
84
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # CB4759 5% 09-01-2037 BEO ** 1,188,268
FNMA POOL # CB4760 5% 09-01-2037 BEO ** 2,676,753
FNMA POOL # CB4991 4.5% 10-01-2037 BEO ** 523,752
FNMA POOL # CB4995 4.5% 10-01-2037 BEO ** 828,632
FNMA POOL # CB5005 5% 10-01-2037 BEO ** 876,241
FNMA POOL # CB6540 6.0% 06-01-2053 ** 2,460,126
FNMA POOL # CB6753 6.0% 07-01-2053 ** 2,817,163
FNMA POOL # CB8388 6.5% 04-01-2054 ** 412,922
FNMA POOL # FM1349 3.5% 03-01-2047BEO ** 1,502,595
FNMA POOL # FM1467 3% 12-01-2047BEO ** 1,094,809
FNMA POOL # FM1727 5% 09-01-2049BEO ** 960,036
FNMA POOL # FM1796 3.5% 10-01-2034BEO ** 32,143
FNMA POOL # FM2477 3% 05-01-2036BEO ** 1,484,659
FNMA POOL # FM2479 2.5% 07-01-2033BEO ** 1,619,783
FNMA POOL # FM2743 3.0%到期02-01-2034REG ** 1,828,251
FNMA POOL # FM2922 3% 02-01-2038BEO ** 742,899
FNMA POOL # FM2972 4% 12-01-2044BEO ** 4,324,384
FNMA POOL # FM3004 4% 01-01-2046BEO ** 27,735,418
FNMA POOL # FM3049 4% 04-01-2044BEO ** 1,189,885
FNMA POOL # FM3123 2.5% 03-01-2038BEO ** 866,026
FNMA POOL # FM3241 3% 03-01-2050 BEO ** 9,985,887
FNMA POOL # FM3243 3.5% 02-01-2050 BEO ** 92,695
FNMA POOL # FM3773 3.5% 11-01-2048BEO ** 2,336,623
FNMA POOL # FM4311 3% 08-01-2050 BEO ** 317,990
FNMA POOL # FM4436 4% 06-01-2034BEO ** 1,087,455
FNMA POOL # FM4577 2.5% 10-01-2050 BEO ** 496,779
FNMA POOL # FM4817 5% 06-01-2049BEO ** 821,434
FNMA POOL # FM5018 2.5% 12-01-2050 BEO ** 1,086,910
FNMA POOL # FM5050 2.5% 02-01-2035BEO ** 915,300
FNMA POOL # FM5313 2.5% 10-01-2050 BEO ** 737,841
FNMA POOL # FM5743 2.5% 02-01-2051 BEO ** 1,030,660
FNMA POOL # FM5754 3.5% 03-01-2037 BEO ** 74,678
FNMA POOL # FM5783 3% 06-01-2038BEO ** 465,650
FNMA POOL # FM5904 2.5% 02-01-2051 BEO ** 201,582
FNMA POOL # FM6015 3.5% 08-01-2039 BEO ** 119,775
FNMA POOL # FM60364 % 01-01-2050 BEO ** 1,182,519
FNMA POOL # FM6117 3% 11-01-2048BEO ** 208,580
FNMA POOL # FM64482 % 03-01-2051 BEO ** 905,725
FNMA POOL # FM6460 2.5% 03-01-2051 BEO ** 334,594
FNMA POOL # FM7100 3.5% 06-01-2050 BEO ** 226,828
FNMA POOL # FM7531 3% 05-01-2051 BEO ** 256,402
FNMA POOL # FM7630 2.5% 06-01-2051 BEO ** 289,791
FNMA POOL # FM7675 2.5% 06-01-2051 BEO ** 447,450
FNMA POOL # FM7786 4% 01-01-2049BEO ** 386,167
FNMA POOL # FM7796 4% 06-01-2048BEO ** 598,414
FNMA POOL # FM7869 2.5% 01-01-2051 BEO ** 230,386
FNMA POOL # FM79002.5 % 07-01-2051 BEO ** 303,806

85
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # FM7910 2.5% 07-01-2051 BEO ** 436,131
FNMA POOL # FM8166 3% 06-01-2051 BEO ** 341,525
FNMA POOL # FM8325 2.5% 07-01-2035BEO ** 2,099,338
FNMA POOL # FM8480 3% 11-01-2050 BEO ** 1,123,079
FNMA POOL # FM85763 % 02-01-2050 BEO ** 657,095
FNMA POOL # FM85773 % 08-01-2051 BEO ** 879,779
FNMA POOL # FM86483 % 09-01-2051 BEO ** 1,395,181
FNMA POOL # FM8864 2.5% 10-01-2051 BEO ** 722,624
FNMA POOL # FM9044 3% 10-01-2051 BEO ** 305,030
FNMA POOL # FM93653 % 11-01-2051BEO ** 254,384
FNMA POOL # FM9464 3% 11-01-2051 BEO ** 947,939
FNMA POOL # FN BZ0099 5.69% 12-01-2028 ** 1,241,559
FNMA POOL # FNAT5995 3到期05-01-2043 REG ** 62,379
FNMA POOL # FP0021 4% 05-01-2031 BEO ** 1,577,580
FNMA POOL # FP00282 % 08-01-2040BEO ** 364,291
FNMA POOL # FS0024 2.5% 09-01-2051 BEO ** 285,068
FNMA POOL # FS0034 3% 12-01-2051 BEO ** 391,021
FNMA POOL # FS0037 3% 08-01-2051 BEO ** 216,885
FNMA POOL # FS0041 3% 11-01-2050 BEO ** 227,522
FNMA POOL # FS0191 2.5% 01-01-2052BEO ** 321,376
FNMA POOL # FS0240 3% 01-01-2052BEO ** 389,017
FNMA POOL # FS03313 % 01-01-2052BEO ** 470,446
FNMA POOL # FS0366 2.5% 01-01-2052BEO ** 260,608
FNMA POOL # FS04083 % 01-01-2052BEO ** 397,918
FNMA POOL # FS0424 2.5% 01-01-2052BEO ** 1,370,621
FNMA POOL # FS0697 2.5% 02-01-2042BEO ** 648,047
FNMA POOL # FS0744 3% 02-01-2052BEO ** 4,952,002
FNMA POOL # FS0751 3% 03-01-2052BEO ** 1,351,548
FNMA POOL # FS08352.5 % 03-01-2052BEO ** 680,019
FNMA POOL # FS08963 % 12-01-2051 BEO ** 5,576,431
FNMA POOL # FS0995 2.5% 03-01-2042BEO ** 201,575
FNMA POOL # FS1014 2% 02-01-2052BEO ** 385,096
FNMA POOL # FS1015 2% 02-01-2052BEO ** 1,243,990
FNMA POOL # FS1074 3% 03-01-2052BEO ** 2,898,092
FNMA POOL # FS1201 3% 01-01-2050 BEO ** 726,354
FNMA POOL # FS1289 3% 03-01-2052BEO ** 937,211
FNMA POOL # FS1373 3% 11-01-2051 BEO ** 56,295
FNMA POOL # FS1403 3% 01-01-2045BEO ** 390,705
FNMA POOL # FS1427 3% 02-01-2050 BEO ** 325,077
FNMA POOL # FS1462 3.5% 01-01-2052BEO ** 210,936
FNMA POOL # FS1539 3% 11-01-2048BEO ** 467,800
FNMA POOL # FS1553 2.5% 11-01-2050 BEO ** 258,371
FNMA POOL # FS1556 3.5% 05-01-2052BEO ** 2,323,504
FNMA POOL # FS1726 2% 09-01-2041BEO ** 463,720
FNMA POOL # FS1836 2.5% 05-01-2052BEO ** 3,353,912
FNMA POOL # FS1845 3.5% 12-01-2029 BEO ** 770,683
FNMA POOL # FS2296 3.5% 01-01-2052BEO ** 3,949,095
FNMA POOL # FS2768 2% 01-01-2052BEO ** 200,790
86
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # FS2920 3% 07-01-2036BEO ** 1,593,229
FNMA POOL # FS30092 % 05-01-2042BEO ** 348,598
FNMA POOL # FS3249 5% 11-01-2052BEO ** 1,066,743
FNMA POOL # FS3275 3% 04-01-2052BEO ** 2,090,394
FNMA POOL # FS33934 % 10-01-2052BEO ** 20,913
FNMA POOL # FS33934 % 10-01-2052BEO ** 86,305
FNMA POOL # FS3411 6% 01-01-2053BEO ** 405,515
FNMA POOL # FS3425 4.5% 09-01-2052BEO ** 1,074,575
FNMA POOL # FS3672 5.5% 02-01-2053BEO ** 1,165,424
FNMA POOL # FS3836 4.5% 01-01-2053BEO ** 712,601
FNMA POOL # FS3977 4.5% 11-01-2052BEO ** 510,730
FNMA POOL # FS3978 5% 01-01-2053BEO ** 506,404
FNMA POOL # FS4000 6.0% 07-01-2041 ** 869,830
FNMA POOL # FS4058 2.5% 12-01-2036BEO ** 1,461,003
FNMA POOL # FS4166 5.5% 04-01-2053BEO ** 863,645
FNMA POOL # FS4269 2.0% 10-01-2051 ** 1,534,685
FNMA POOL # FS4270 2.0% 03-01-2052 ** 1,529,195
FNMA POOL # FS4314 2% 03-01-2052BEO ** 277,790
FNMA POOL # FS4363 2.5% 03-01-2035BEO ** 1,455,915
FNMA POOL # FS4377 3% 04-01-2052BEO ** 83,770
FNMA POOL # FS4448 4% 12-01-2044BEO ** 233,200
FNMA POOL # FS4454 6% 04-01-2053BEO ** 520,704
FNMA POOL # FS4471 2.5% 09-01-2042BEO ** 298,429
FNMA POOL # FS4480 4.5% 03-01-2050 BEO ** 313,211
FNMA POOL # FS4570 5.0% 12-01-2047 ** 926,979
FNMA POOL # FS4573 6% 05-01-2053BEO ** 1,019,597
FNMA POOL # FS4805 5.5% 05-01-2053BEO ** 531,941
FNMA POOL # FS4914 2.5% 10-01-2037 BEO ** 726,428
FNMA POOL # FS5059 3.5% 11-01-2048BEO ** 3,730,125
FNMA POOL # FS5155 5% 07-01-2053BEO ** 2,028,876
FNMA POOL # FS5191 2% 08-01-2042BEO ** 515,239
FNMA POOL # FS5306 6% 07-01-2053BEO ** 603,708
FNMA POOL # FS53653 % 02-01-2050 BEO ** 1,993,115
FNMA POOL # FS5385 2.5% 04-01-2052BEO ** 1,553,378
FNMA POOL # FS5647 5.5% 07-01-2053BEO ** 717,860
FNMA POOL # FS6072 2.5% 12-01-2036BEO ** 634,148
FNMA POOL # FS6451 5.5% 08-01-2053BEO ** 1,169,804
FNMA POOL # FS6779 6.5% 12-01-2053BEO ** 503,444
FNMA POOL # FS7170 2.0% 08-01-2042 ** 853,493
FNMA POOL # FS7180 2% 05-01-2042BEO ** 453,669
FNMA POOL # FS7294 5.5% 05-01-2044 ** 722,194
FNMA POOL # FS7408 2.5% 04-01-2052BEO ** 2,464,895
FNMA POOL # FS7624 6.5% 03-01-2054BEO ** 732,517
FNMA POOL # FS7849 2.5% 05-01-2052BEO ** 466,112
FNMA POOL # FS7997 6% 05-01-2054BEO ** 1,712,086
FNMA POOL # FS8001 5.5% 06-01-2054BEO ** 389,177
FNMA POOL # FS8027 2.5% 03-01-2052BEO ** 943,208
FNMA POOL # FS8087 5.5% 06-01-2054BEO ** 1,260,406
87
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # G67717 4.0%到期11-01-2048 REG ** 326,325
FNMA POOL # MA00064 % 03-01-2039 BEO ** 2,935
FNMA POOL # MA0214 5% 10-01-2029 BEO ** 75,321
FNMA POOL # MA0243 5% 11-01-2029 BEO ** 58,725
FNMA POOL # MA0295 5% 01-01-2030 BEO ** 38,694
FNMA POOL # MA0583 4% 12-01-2040BEO ** 1,401
FNMA POOL # MA07064.5 % 04-01-2031 BEO ** 35,138
FNMA POOL # MA0734 4.5%到期05-01-2031 BEO ** 118,066
FNMA POOL # MA0776 4.5%到期06-01-2031 BEO ** 122,253
FNMA POOL # MA0816 4.5% 08-01-2031 BEO ** 95,252
FNMA POOL # MA0939 4.5% 12-01-2031 BEO ** 87,932
FNMA POOL # MA1044 3%到期04-01-2042BEO ** 38,657
FNMA POOL # MA10453 % 04-01-2027 BEO ** 99,590
FNMA POOL # MA1125 4 07-01-2042BEO ** 75,840
FNMA POOL # MA11773.5 % 09-01-2042BEO ** 65,555
FNMA POOL # MA1213 3.5%到期10-01-2042BEO ** 64,445
FNMA POOL # MA1272 3% 12-01-2042BEO ** 309,796
FNMA POOL # MA13733.5 % 03-01-2043BEO ** 179,404
FNMA POOL # MA14583 % 06-01-2043BEO ** 258,551
FNMA POOL # MA1463 3.5% 06-01-2043BEO ** 409,671
FNMA POOL # MA1508 3.5% 07-01-2043BEO ** 115,273
FNMA POOL # MA15104 % 07-01-2043BEO ** 126,101
FNMA POOL # MA1546 3.5%到期08-01-2043BEO ** 151,380
FNMA POOL # MA1553 2.5% 08-01-2028BEO ** 247,825
FNMA POOL # MA1591 4.5% 09-01-2043BEO ** 85,425
FNMA POOL # MA1629 4.5% 10-01-2043BEO ** 75,788
FNMA POOL # MA1711 4.5% 12-01-2043BEO ** 66,234
FNMA POOL # MA1728 5% 11-01-2033BEO ** 40,933
FNMA POOL # MA21103.5 % 12-01-2034BEO ** 441,956
FNMA POOL # MA2138 3.5% 01-01-2035BEO ** 270,131
FNMA POOL # MA2320 3% 07-01-2035BEO ** 136,628
FNMA POOL # MA2373 2.5% 08-01-2030 BEO ** 31,269
FNMA POOL # MA2516 3% 01-01-2046BEO ** 218,887
FNMA POOL # MA2523 3% BEO 02-01-2036 ** 550,453
FNMA POOL # MA25793 % 04-01-2036BEO ** 427,318
FNMA POOL # MA26703 % 07-01-2046BEO ** 695,231
FNMA POOL # MA2672 3% 07-01-2036BEO ** 1,627,609
FNMA POOL # MA2707 3% 08-01-2036BEO ** 3,443,744
FNMA POOL # MA2728 2.5% 08-01-2031 BEO ** 271,137
FNMA POOL # MA2749 2.5% 09-01-2036BEO ** 575,853
FNMA POOL # MA27733 % 10-01-2036BEO ** 1,828,018
FNMA POOL # MA2798 2.5% 10-01-2031 BEO ** 108,286
FNMA POOL # MA28063%到期11-01-2046REG ** 623,990
FNMA POOL # MA28323 % 12-01-2036BEO ** 1,303,781
FNMA POOL # MA2863 3%到期01-01-2047BEO ** 1,975,502
FNMA POOL # MA29132.5 % 02-01-2032BEO ** 89,250
FNMA POOL # MA29304 % 03-01-2047BEO ** 80,430
FNMA POOL # MA29604 % 04-01-2047BEO ** 485,881
88
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # MA2995 4% 05-01-2047BEO ** 402,362
FNMA POOL # MA30584 % 07-01-2047BEO ** 63,032
FNMA POOL # MA3060 3% 07-01-2032BEO ** 934,763
FNMA POOL # MA30762.5 % 07-01-2032BEO ** 555,572
FNMA POOL # MA31142.5 % 08-01-2032BEO ** 618,034
FNMA POOL # MA3124 2.5% 09-01-2032BEO ** 591,452
FNMA POOL # MA3182 3.5% 11-01-2047BEO ** 1,503,513
FNMA POOL # MA3183 4% 11-01-2047BEO ** 136,689
FNMA POOL # MA3210 3.5% 12-01-2047BEO ** 27,880
FNMA POOL # MA3211 4%到期12-01-2047BEO ** 322,066
FNMA POOL # MA3239 4% 01-01-2048BEO ** 717,258
FNMA POOL # MA3305 3.5% 03-01-2048BEO ** 8,864,336
FNMA POOL # MA33104 % 03-01-2038BEO ** 1,558
FNMA POOL # MA33334 % 04-01-2048BEO ** 55,530
FNMA POOL # MA3356 3.5% 05-01-2048BEO ** 2,186,369
FNMA POOL # MA33833.5 % 06-01-2048BEO ** 7,689,496
FNMA POOL # MA3385 4.5% 06-01-2048BEO ** 369,995
FNMA POOL # MA3442 3.5% 08-01-2048BEO ** 839,316
FNMA POOL # MA3564 4.5% 01-01-2049BEO ** 175,707
FNMA POOL # MA3879 4.5% 12-01-2049BEO ** 1,320,063
FNMA POOL # MA3897 3% 01-01-2035BEO ** 1,017,463
FNMA POOL # MA3937 3% 02-01-2050 BEO ** 1,715,857
FNMA POOL # MA3945 4.5%到期02-01-2050 BEO ** 832,809
FNMA POOL # MA39603 % 03-01-2050 BEO ** 973,673
FNMA POOL # MA40143 % 05-01-2035BEO ** 2,596,124
FNMA POOL # MA4026 4% 05-01-2050 BEO ** 1,231,190
FNMA POOL # MA4031 4.5% 05-01-2050 BEO ** 399,139
FNMA POOL # MA4047 2% 06-01-2050 BEO ** 6,566,073
FNMA POOL # MA4053 2.5% 06-01-2035BEO ** 2,627,658
FNMA POOL # MA4093 2% 08-01-2040BEO ** 893,318
FNMA POOL # MA4099 2.5% 08-01-2035BEO ** 8,790,450
FNMA POOL # MA4119 2% 09-01-2050 BEO ** 3,886,137
FNMA POOL # MA4128 2% 09-01-2040BEO ** 807,749
FNMA POOL # MA4157 1.5% 10-01-2050 BEO ** 522,130
FNMA POOL # MA4158 2%到期10-01-2050 BEO ** 6,823,999
FNMA POOL # MA4177 2.5% 11-01-2040BEO ** 493,957
FNMA POOL # MA4181 1.5% 11-01-2050 BEO ** 1,135,765
FNMA POOL # MA4182 2% 11-01-2050 BEO ** 3,811,055
FNMA POOL # MA4209 1.5% 12-01-2050 BEO ** 9,236,493
FNMA POOL # MA4232 2% 01-01-2041BEO ** 225,700
FNMA POOL # MA4237 2%到期01-01-2051 BEO ** 3,470,530
FNMA POOL # MA4255 2% 02-01-2051 BEO ** 13,515,636
FNMA POOL # MA4260 1.5% 02-01-2036BEO ** 3,737,865
FNMA POOL # MA42812 % 03-01-2051 BEO ** 601,987
FNMA POOL # MA42852 % 03-01-2031 BEO ** 888,631
FNMA POOL # MA4305 2% 04-01-2051 BEO ** 243,660
FNMA POOL # MA4306 2.5% 04-01-2051 BEO ** 10,599,041
FNMA POOL # MA4325 2%到期04-01-2051 BEO ** 11,128,080
89
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # MA4328 1.5% 05-01-2036BEO ** 378,427
FNMA POOL # MA4329 2% 05-01-2036BEO ** 1,602,656
FNMA POOL # MA4332 % 05-01-2041BEO ** 5,393,849
FNMA POOL # MA4359 1.5% 06-01-2036BEO ** 396,882
FNMA POOL # MA43642 % 06-01-2041BEO ** 1,107,144
FNMA POOL # MA4377 1.5% 07-01-2051 BEO ** 9,346,782
FNMA POOL # MA4380 3% 07-01-2051 BEO ** 319,135
FNMA POOL # MA4382 1.5%到期07-01-2036BEO ** 1,440,746
FNMA POOL # MA4389 1.5% 07-01-2031 BEO ** 5,083,416
FNMA POOL # MA43982 % 07-01-2051 BEO ** 2,139,364
FNMA POOL # MA4399 2.5% 08-01-2051 BEO ** 1,358,581
FNMA POOL # MA44142.5 % 09-01-2051 BEO ** 721,509
FNMA POOL # MA4422 2% 09-01-2041 BEO ** 2,424,545
FNMA POOL # MA44462 % 10-01-2041BEO ** 814,649
FNMA POOL # MA44742 % 11-01-2041BEO ** 891,083
FNMA POOL # MA4496 1.5%到期12-01-2036BEO ** 1,004,311
FNMA POOL # MA44972 % 12-01-2036BEO ** 2,705,966
FNMA POOL # MA4501 2% 12-01-2041BEO ** 2,273,786
FNMA POOL # MA45232 % 01-01-2032BEO ** 1,826,072
FNMA POOL # MA45362 % 02-01-2037BEO ** 1,523,943
FNMA POOL # MA4539 1.5% 02-01-2042BEO ** 330,628
FNMA POOL # MA4540 2% 02-01-2042BEO ** 1,506,983
FNMA POOL # MA4571 2.5% 03-01-2042BEO ** 401,641
FNMA POOL # MA4586 2% 04-01-2042BEO ** 407,388
FNMA POOL # MA4587 2.5% 04-01-2042BEO ** 968,678
FNMA POOL # MA45993 % 05-01-2052BEO ** 1,940,284
FNMA POOL # MA4626 4% 06-01-2052BEO ** 3,059,696
FNMA POOL # MA4643 3% 05-01-2042BEO ** 1,082,519
FNMA POOL # MA4686 5% 06-01-2052BEO ** 1,155,963
FNMA POOL # MA47324 % 09-01-2052BEO ** 46,773,852
FNMA POOL # MA4733 4.5% 09-01-2052BEO ** 3,936,697
FNMA POOL # MA4737 5% 08-01-2052BEO ** 390,364
FNMA POOL # MA4783 4% 10-01-2052BEO ** 6,416,328
FNMA POOL # MA4785 5% 10-01-2052BEO ** 1,674,890
FNMA POOL # MA4807 5.5% 11-01-2052BEO ** 835,786
FNMA POOL # MA4840 4.5% 12-01-2052BEO ** 19,115,850
FNMA POOL # MA4867 4.5% 01-01-2053BEO ** 9,014,275
FNMA POOL # MA48946 % 01-01-2053BEO ** 11,876,648
FNMA POOL # MA48946 % 01-01-2053BEO ** 5,580,080
FNMA POOL # MA4962 4% 03-01-2053BEO ** 171,557
FNMA POOL # MA4977 4.5% 04-01-2053BEO ** 1,864,646
FNMA POOL # MA4979 5.5% 04-01-2053BEO ** 1,844,000
FNMA POOL # MA4980 6% 04-01-2053BEO ** 2,517,752
FNMA POOL # MA5008 4.5% 05-01-2053BEO ** 23,950,793
FNMA POOL # MA5010 5.5% 05-01-2053BEO ** 2,542,035
FNMA POOL # MA50363 % 04-01-2053BEO ** 157,313
FNMA POOL # MA5038 5% 06-01-2053BEO ** 1,337,450
FNMA POOL # MA51396 % 09-01-2053BEO ** 1,334,210
90
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA POOL # MA5167 6.5% 10-01-2053BEO ** 15,127,366
FNMA POOL # MA5188 4.5% 11-01-2053BEO ** 1,996,038
FNMA POOL # MA5191 6% 11-01-2053BEO ** 5,055,339
FNMA POOL # MA5192 6.5% 11-01-2053BEO ** 310,871
FNMA POOL # MA5207 4% 11-01-2053BEO ** 12,686,833
FNMA POOL # MA5246 5.5% 01-01-2054BEO ** 798,433
FNMA POOL # MA5259 4.5% 01-01-2054BEO ** 3,398,826
FNMA POOL # MA5471 6% 09-01-2054BEO ** 862,056
FNMA POOL # SB0623 2.5% 03-01-2037 ** 1,131,540
FNMA POOL # SD8323 5.0% 05-01-2053 ** 7,424,021
FNMA POOL # SD8323 5.0% 05-01-2053 ** 30,443,743
FNMA POOL AT3389 3到期08-01-2043 REG ** 118,055
FNMA POOL AU4346 3.5到期07-01-2043 REG ** 263,332
FNMA POOL CA0243 4.5%到期08-01-2047 ** 98,025
FNMA POOL FN # bZ0254 4.66% 01-01-2029 ** 1,635,234
FNMA POOL FN FS7902 6.5% 12-01-2053 ** 362,486
FNMA POOL # bZ0820 4.66% 04-01-2029 ** 2,000,626
FNMA POOL # SB0799 2.5% 01-01-2028 ** 1,630,332
FNMA POOL # CA15353.5 % 02-01-2048REG ** 3,556,366
FNMA PRESIGN 008005.503-25-2033 ** 23,509
FNMA REMIC 2004-40 CL-FY FRN 05-25-2034 ** 450,543
FNMA REMIC2017-77 CL-CA2.0 %到期10-25-2047 ** 438,878
FNMA REMIC SER 03-85CL PZ5 % 09-25-2033REG ** 925,468
FNMA REMIC SER 07-15CL BF FLTG 03-25-2037 ** 1,270,816
FNMA REMIC SER 09-62 SER下降4.0%到期08-25-2029 BEO ** 801,538
FNMA REMIC SER 10-21 CL FA FLTG 03-25-2040 ** 1,388,732
FNMA REMIC SER12-128CLJC1.5 % 09-25-2042 ** 954,135
FNMA REMIC SER 12-20 CL-BD2.0 % 01-25-2031 ** 157,349
FNMA REMIC SER 13-135CLGA3.0 % 07-25-2032 ** 27,533
FNMA REMIC SER 13-37 CL JA1.75 %到期06-25-2042 ** 90,851
FNMA REMIC SER 16-49 CL-BA 2.5% 11-25-2041 ** 176,880
FNMA REMIC SER 16-60 CLQ1.75 % 09-25-2046 ** 488,510
FNMA REMIC SER 2003-W1 CL IA-1 4.73914 12-25-2042 ** 46,419
FNMA REMIC SER 2003-W15 CL1A1 6.507-25-2043 ** 17,506
FNMA REMIC SER 2005-70 CL NA 5.508-25-2035 ** 9,273
FNMA REMIC SER 2005-83 CL LA 5.5 10-25-2035 ** 808,705
FNMA REMIC SER 2007-73 CL A1 FLT RT 07-25-2037 ** 82,544
FNMA REMIC SER 2013-133 CL-LA 3.0 % 01-25-2033 ** 157,593
FNMA REMIC SER 2013-9 CL CB5.50 04-25-2042 ** 1,174,038
FNMA REMIC SER 2014-87 CL-JB3.0 % 01-25-2045 ** 341,920
FNMA REMIC SER 2015-33 CL-P 2.5%到期06-25-2045 ** 383,512
FNMA REMIC SR12-128CLQC 1.75% 06-25-2042 ** 97,957
FNMA REMIC SR12-146CL KC 2.0% 11-25-2042 ** 112,970
FNMA REMIC SR2009-88 CL-MA4.5 % 10-25-2039 ** 16,818
FNMA REMIC SR2017-46 CLLB 3.5 12-25-2052 ** 140,365
FNMA REMIC SR2018-21 CL 加利福尼亚州 3.5% 04-25-2045 ** 432,195
FNMA REMIC TR18-35 CL-EA3.0 % 05-25-2048 ** 2,965,412
FNMA REMIC TR2001-81 CL-HE6.5 01-25-2032 ** 121,296
91
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA REMIC TR2004-38 CL-FK FLTG费率05-25-2034 ** 62,563
FNMA REMIC TR2004-W1 CL-1A7 5.681 11-25-2043 ** 119,191
FNMA REMIC TR2005-64 CL-PL5.5 % 07-25-2035 ** 113,373
FNMA REMIC TR2005-84 CL-XM5.75 10-25-2035 ** 242,796
FNMA REMIC TR2006-48 CL-TF VAR比率06-25-2036 ** 8,482
FNMA REMIC TR2007-100 CL-YF FLT到期10-25-2037 ** 253,544
FNMA REMIC TR2009-103 CL-FM VAR率11-25-2039 ** 972,445
FNMA REMIC TR2009-19 CL-PW 4.510-25-2036 ** 859,539
FNMA REMIC TR2009-29 CL-LA VAR RATE 05-25-2039 ** 293,107
FNMA REMIC TR2009-73 CL-AB4.0 % 09-25-2029 ** 540,401
FNMA REMIC TR2009-87 CL-NF VAR比率11-25-2039 ** 282,660
FNMA REMIC TR2009-W1 CL-A6.0 %到期12-25-2049 REG ** 15,713
FNMA REMIC TR2010-107 CL-KF FLTG费率03-25-2036 ** 61,671
FNMA REMIC TR2010-115 CL-FD VAR4.86649 % 11-25-2039 ** 493,368
FNMA REMIC TR2010-135 CL-BM4.0 %到期12-25-2040 ** 596,268
FNMA REMIC TR2010-155 CL-PC4 % 02-25-2040 ** 880,918
FNMA REMIC TR2010-26 CL-F FLTG到期利率11-25-2036 ** 1,328,183
FNMA REMIC TR2010-43 CL-MC 3.5到期05-25-2040 REG ** 4,658
FNMA REMIC TR2011-44 CL-EB3 05-25-2026 ** 34,231
FNMA REMIC TR2012-33 CL-CD 2.0%到期03-25-2027 ** 20,246
FNMA REMIC TR2012-54CL-WA 3.0%到期04-25-2032REG ** 35,850
FNMA REMIC TR2012-68 CL-NA 2到期03-25-2042 REG ** 199,924
FNMA REMIC TR2012-90 CL-DA1.5 03-25-2042 ** 53,621
FNMA REMIC TR2012-93 CL-DP 1.5% 09-25-2027 ** 574,455
FNMA REMIC TR2013-115 CL-DZ3 % 10-25-2033 ** 1,402,459
FNMA REMIC TR2013-126 CL-EZ PRIN仅301-25-2038 ** 1,553,679
FNMA REMIC TR2013-15CL-CP1.75 % 04-25-2041 ** 280,933
FNMA REMIC TR2013-20 CL-YC1.75 % 03-25-2042 ** 568,087
FNMA REMIC TR2013-57 CL-DG3.5 06-25-2028 ** 69,535
FNMA REMIC TR2013-58 CL-KJ3到期02-25-2043 ** 1,694,729
FNMA REMIC TR2013-59 CL-HC 1.5 06-25-2028 ** 56,540
FNMA REMIC TR2013-6 CL-NE2.0 %到期11-25-2032 REG ** 217,079
FNMA REMIC TR2013-86 CL-LC 3 02-25-2043 ** 216,427
FNMA REMIC TR2013-90 CL-PD3 % 09-25-2042 ** 572,049
FNMA REMIC TR2013-93 CL-PJ3 07-25-2042 REG ** 443,940
FNMA REMIC TR2013-96 CL-FY VAR RATE 07-25-2042 ** 1,381,151
FNMA REMIC TR2014-32CL-DK3.0 % 08-25-2043 ** 263,034
FNMA REMIC TR2015-53 CL-MA 2.5 06-25-2045 ** 636,656
FNMA REMIC TR2015-79 CL-FE VAR比率11-25-2045 ** 90,243
FNMA REMIC TR2016-10 CL-MA 1.510-25-2044 ** 189,035
FNMA REMIC TR2016-100CL-WF VAR率01-25-2047 ** 1,337,917
FNMA REMIC TR2016-12CL-EG2 05-25-2032 ** 1,527,286
FNMA REMIC TR2016-14 CL-PN 4% 01-25-2046 ** 455,201
FNMA REMIC TR2016-3 CL-HB2 % 10-25-2031 ** 307,502
FNMA REMIC TR2016-6 CL-AD2.5 % 04-25-2034 ** 503,985
FNMA REMIC TR2016-75 CL-LA 2.5%到期05-25-2045 REG ** 435,540
FNMA REMIC TR2016-8 CL-FB VAR4.86649 % 03-25-2046 ** 4,800,503
FNMA REMIC TR2016-84CL-DF VAR RATE11-25-2046 ** 875,553
92
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA REMIC TR2016-97 CL-CF VAR比率12-25-2056 ** 290,275
FNMA REMIC TR2020-77 CL-DP.75 % 11-25-2050 ** 3,344,368
FNMA REMIC TR2021-M900 CL-A1.833 % 12-25-2030 ** 1,470,901
FNMA REMIC TR2022-M8 CL-A1 VAR1.93632 % 12-25-2031 ** 1,594,652
FNMA REMIC TR2024-104 CL-FA VAR5.40 201% 01-25-2055 ** 2,086,472
FNMA REMIC TRSER 06-106 CL FC FLTG到期11-25-2036 REG ** 308,795
FNMA REMIC TRSER 13-99 CLBD2 % 08-25-2041 ** 120,489
FNMA REMIC TRSER 2013-12 CL-P1.75 %到期11-25-2041 REG ** 410,349
FNMA REMIC TRSR12-128CLWB1.5 % 10-25-2032 ** 438,947
FNMA REMIC TRSR2010-130 CL-EF VAR比率11-25-2040 ** 64,716
FNMA REMIC TRSR2010-135 CL-CA2.0 % 04-25-2040 ** 33,249
FNMA REMIC TRUST SER 23-M4 CL A2 VAR RT到期08-25-2032 ** 185,453
FNMA SER 07-15CLCF FLT RT到期03-25-2037REG ** 113,374
FNMA SER 10-118 CLSFN VAR RT 10-25-2040 ** 3,814,707
FNMA SER12-118CL VZ 3.0%到期11-25-2042REG ** 4,981
FNMA SER12-139CL 加利福尼亚州 2.0% 11-25-2042REG ** 312,330
FNMA SER 12-35 CLPL2.0 %到期11-25-2041 REG ** 104,415
FNMA SER 12-68 CLS加利福尼亚州 1.5 05-25-2031 ** 24,864
FNMA SER 12-93 CL FL FLTG到期09-25-2032BEO ** 557,506
FNMA SER 13-137 CL BA 1.5% 01-25-2029 ** 334,038
FNMA SER 13-4 CLS GB 3.92 02-25-2043 ** 251,763
FNMA SER 13-44 CLS PB 1.75%到期01-25-2043 ** 321,250
FNMA SER 13-6 CLS NC 1.5% 11-25-2032 ** 430,968
FNMA SER 14-35 CLS加利福尼亚州 3.5 06-25-2044 ** 473,949
FNMA SER 14-67 CLHC3.0 % 03-25-2044 ** 6,224
FNMA SER 15-79 CLS FA FLTG 11-25-2045 ** 5,927,871
FNMA SER 16-2 CLS HA 3 12-25-2041 ** 187,200
FNMA SER 16-8 CLS HA3.0 % 06-25-2027 ** 90,640
FNMA SER 18-70 CLS HA3.5 % 10-25-2056 ** 3,798,899
FNMA SER 19-28 CL FJ FLTG到期06-25-2059 REG ** 1,514,686
FNMA SER 2010-54 CL FT FRN 04-25-2037 ** 3,344,380
FNMA SER 2010-58 CL NK3 % 05-25-2040 ** 4,855
FNMA SER 2010-64 CL DM 05/01/2010506/25/2040 ** 42,118
FNMA SER 2011-146 CL NB 4 09-25-2041 ** 509
FNMA SER 2012-102 CL GA 1.375到期09-25-2027 REG ** 411,867
FNMA SER 2012-145 CL DC 1.5到期01-25-2028 ** 85,718
FNMA SER 2012-28 CLB 6.5 06-25-2039 ** 4,246
FNMA SER 2013-23 CL-NH2 % 03-25-2028 ** 93,840
FNMA SER 2013-9 CL BC 6.5 07-25-2042 ** 571,230
FNMA SER2016-76CL-ME3.0 % 01-25-2046 ** 1,344,392
FNMA SER 2017-M12 CL A2 FLTG RT 06-25-2027 ** 218,879
FNMA SER 2017-M5 CLA2 3.303% 04-25-2029 ** 127,083
FNMA SER2017-T1CLA2.898 %到期06-25-2027REG ** 474,215
FNMA SER2017-T1CLA2.898 %到期06-25-2027REG ** 226,717
FNMA SER 2018-17CLEA 3.5%到期11-25-2047 ** 288,355
FNMA SER 2018-M3 CL A2 3.1935% 02-25-2030 ** 247,116
FNMA SER 2018-M4 CL A2 VAR RT到期03-25-2028REG ** 328,518
FNMA SER 2019-M4 CL A2 3.61% 02-25-2031 REG ** 341,037
93
证券名称、到期日、利率 成本 现值
（以美元计）
FNMA SER 20-37 CL FH FLTG RT 06-25-2050 ** 1,050,257
FNMA SER20-79 CLS JA1.5 % 11-25-2050 ** 1,712,774
FNMA SER21-M2GCLA1 1.198% 03-25-2031REG ** 5,459,119
FNMA Series 2013-5 Class MP3.5 02-25-2043 ** 574,849
FNMA SR05-79CL UC 5.75 09-25-2035 ** 593,703
FNMA SR06-101CL FC VAR RT 07-25-2036 ** 57,197
FNMA SR12-107 CL-AJ 1.75 12-25-2031 ** 72,744
FNMA SR13-54CL-CA3.0 % 06-25-2033 ** 1,646,626
FNMA SR16-55CLDC 2.5% 12-25-2034 ** 1,365,841
FNMA SR17-86CL AF VAR RT 11-25-2057 ** 6,892,648
FNMA SR19-60 CLBA 2.5% 10-25-2049 ** 86,974
FNMA SR2013-104 CL-ZT3.0 % 10-25-2033 ** 2,090,378
FNMA SR2013-26 CL-JD 3.0% 04-25-2033 ** 1,038,261
FNMA SR2017-M7 CL A2 VAR RT 02-25-2027 ** 174,175
FNMA TRANCHE 007662.2512-25-2032 ** 132,440
FNMA TRANCHE 05-25-2027 ** 271,822
FNMA TRANCHE 12-25-2026 ** 333,505
FNMA TRANCHE 3.5 10-25-2042 ** 142,137
FNMA TRANCHE SER 2013-1 CL LA 1.2502-25-2028 ** 444,517
FNMA TRANCHE SER 2018-57 CL QA4.5 %到期05-25-2046REG ** 82,746
FNMA TRUST 2004 W-2 CL2A-2 7 02-25-2044 ** 8,700
FOCALTECH系统TWD10 ** 187,314
食品和生活公司NPV ** 191,499
Foot Locker INC COM ** 914,573
福特汽车6.082% 15/10/2029 ** 1,913,039
福特华润汽车租赁5.05%到期06-15-2027 ** 1,107,011
福特华润汽车租赁5.87%到期01-15-2027 ** 4,248,760
福特华润汽车租赁5.9%到期02-15-2026年 ** 367,469
福特CRR汽车拥有人1.53%到期05-15-2034 ** 472,217
福特华润汽车所有者1.61%到期10-17-2033 ** 690,765
福特CRR汽车拥有人1.91%到期05-15-2034 ** 1,132,775
福特CRR汽车拥有人5.53%到期时间09-15-2028 ** 5,124,707
福特华润汽车拥有人TRSER 2021-A CLC.83 %到期08-15-2028 REG ** 991,693
FORD CRFLOORPLAN4.3 %到期09-15-2029 ** 8,708,025
福特CRFLOORPLAN4.92 %到期05-15-2028 ** 3,416,195
福特CRFLOORPLAN5.24 %到期日04-15-2031 ** 2,488,172
福特CR FLOORPLAN主所有者TRA SER 20-2 CLA 1.06%到期09-15-2027 REG ** 1,005,832
福特CR FLOORPLAN业主TRSE18-4CLA4.06 % 11-15-2030REG ** 4,698,745
福特信贷汽车拥有人信托SER 23-A CL A3 4.65%到期02-15-2028 ** 405,721
福特信贷汽车拥有人信托SER 23-A CL A3 4.65%到期02-15-2028 ** 2,015,581
福特信用汽车所有者信托SER 24-B CLS A3 5.1% 04-15-2029 ** 1,163,354
福特FNDTN2.815 %到期06-01-2070 ** 132,408
福特汽车信贷有限公司5.8% 03-05-2027 ** 302,854
福特汽车信贷有限公司5.8% 03-05-2027 ** 1,695,984
福特汽车信贷有限公司6.125% 03-08-2034 ** 205,384
福特汽车信贷有限公司6.125% 03-08-2034 ** 8,508,766
福特汽车信贷有限公司6.95% 06-10-2026 ** 3,541,097
FORD MOTOR CREDIT CO LLC 7.35%到期11-04-2027 BEO ** 633,411
94
证券名称、到期日、利率 成本 现值
（以美元计）
福特MTR CODEL3.25 % 02-12-2032 ** 357,659
福特MTR CO DEL6.1 % 08-19-2032A ** 1,055,516
福特MTR CRR CO LLC 4.134%到期08-04-2025 ** 397,524
福特MTR CR CO LLC 3.375%到期11-13-2025BEO ** 3,346,718
福特MTR CR CO LLC 4.0%到期11-13-2030 BEO ** 720,770
福特MTR CRR CO LLC 4.125%到期日08-17-2027 ** 386,718
福特MTR CRR CO LLC 4.125%到期日08-17-2027 ** 816,941
福特MTR CRR CO LLC 4.95% 05-28-2027 ** 396,313
福特MTR CRR CO LLC 4.95% 05-28-2027 ** 956,106
福特MTR华润集团有限公司5.8% 03-08-2029 ** 500,357
福特MTR华润集团有限公司5.8% 03-08-2029 ** 1,829,306
FORESEA HLDGS SA7.5 %到期日06-15-2030 ** 44,229
Forestar Group INC COM ** 236,961
FOMOSA质子NPV ** 36,626
Fortinet INC COM ** 2,934,265
Fortis healthCARELIMITED。W.E.F ** 98,837
FORTIS INC3.055 %到期10-04-2026 ** 290,544
FORTREA HLDGS INC COM ** 633,839
Fortuna MNG CORP COM ** 347,497
Fortune Brands Innovations INCUSD0.01 ** 1,273,603
FORVIA EUR7 ** 75,986
FOSITEK CORP TWD10 ** 1,161,219
福斯特电气CO NPV ** 270,685
FOX CORP CL A CL A ** 3,813,919
FOX CORP CL B CL B ** 110,828
FOX CORP固定3.05%到期04-07-2025 ** 2,861,233
FOXCONN TECH CO TWD10 ** 726,197
FOXSEMICON INTEGRA TWD10 ** 686,178
法国（GOVT of）0.5% SNR 25/05/72EUR1'REGS ** 35,557
法国（GOVT of）0.75% SNR 25/05/2052欧元1 ** 817,875
法国（GOVT of）2% SNR 25/05/2048欧元1 ** 233,388
法国（GOVT of）3% BDS 25/06/2049 EUR1 ' 144A ** 187,415
法国（GOVT of）3.25% SNR 25/05/2045欧元1 ** 99,435
法国（政府）IDX/LKD SNR 25/07/2031欧元1 ** 472,526
FREDDIE MAC01/02/20512% 02-01-2051 ** 252,032
REDDIE MAC4.5 %01/01/20404.5% 01-01-2040 ** 1,577,771
REDDIE MAC FRQG7153 4% 07-01-2053 ** 32,857
FREDDIE MAC FRQG9541 6% 08-01-2053 ** 303,437
REDDIE MAC FRQJ0915 6% 08-01-2054 ** 302,867
Freddie MAC FRQJ3945 6% 09-01-2054 ** 93,578
REDDIE MAC FRRA73463 % 06-01-2052 ** 2,424,046
REDDIE MAC FRSD1441 4% 08-01-2052 ** 131,165
REDDIE MAC FRSD2864 3% 03-01-2052 ** 4,738,519
Freddie MAC POOL # G08847 4% 11-01-2048BEO ** 5,753,730
Freddie MAC POOL # SD1749 2.5% 04-01-2052 ** 282,076
REDDIE MAC POOL FRQH2780 5.50% 5.5% 09-01-2053 ** 28,407
REDDIE MAC POOL FRQI9919 5% 07-01-2054 ** 191,979
Freddie MAC POOL FRSI2103 2% 08-01-2050 ** 301,876
95
证券名称、到期日、利率 成本 现值
（以美元计）
REDDIE MAC RA7026 3% 03-01-2052 ** 3,319,712
Freddie MAC RJ0136 4.5% 12-01-2053 ** 6,284,085
REDDIE MAC SER 3914 CL NA4.0 % 06-15-2039 ** 200,496
REDDIE MAC SER4000 CLPJ3.0 % 01-15-2042 ** 20,026
REDDIE MAC SER4102 CLCE1.5 % 11-15-2040 ** 89,403
Freddie MAC SR5439 CL FK FLTG RT 08-25-2054 ** 3,449,397
Freddie MAC SR5483 CL FD FLTG RT 12-25-2054 ** 841,904
FREDDIEMAC STRIP FLTG6.22809 % 10-25-2053 ** 4,748,465
弗里波特-麦克莫兰公司 ** 2,956,379
FRESHPET INC COM ** 1,582,407
弗里德里希VORWERK NPV ** 209,163
Frontier Communications Parent INC COM NPV ** 382,810
玻璃钢咨询集团ORD GBP0.001 ** 225,201
FS KKR CAP CORP SRNT 3.125% 10-12-2028 ** 3,622,515
FTAI航空有限公司COM0.01美元 ** 9,139,914
福斯SE ** 19,542
FUJI CORP（零售）NPV ** 36,462
FUJI Machine MFG NPV ** 462,100
富士通NPV ** 6,081,378
富润国际有限公司TWD10权利31/12/2024 ** 356
富勒H B CO COM ** 808,343
富勒史密斯& turnr‘a’ord0.40英镑 ** 42,093
福晟精密TWD10 ** 538,059
未来公司NPV ** 87,203
FY GROUP LTD TWD10 ** 39,485
G CITY LTD ILS1 ** 340,344
G8教育有限公司NPV ** 153,702
GABIA INC KRW500 ** 97,859
佳健控股有限公司NPV ** 95,370
GAKUJO CO LTD NPV ** 82,666
Gallagher Arthur J & CO COM ** 15,676,752
GALP ENERGIA SGPS EUR1 ** 5,567,801
伽马通信ORD GBP0.0025 ** 219,153
GAMUDA BERHAD NPV ** 730,796
GAP INC COM ** 496,183
马来西亚天然气公司BHD ** 35,978
GATES INDL CORP PL COM0.01美元 ** 2,889,077
GATX CORP SR NT5.4 % 03-15-2027 ** 1,249,012
GAZPROM PJSC RUB5（卢布） ** 287,967
GAZPROM PJSC SPON ADR-EACH REPR 2 ORD SHS ** 8,180
G-BITS网络TEC A CNY1股票联接 ** 927,048
GBL一只R/EST INV REIT ** 244,413
GCAT 2021-NQM7 TR MTG PASSTHRU CTF CLA-1 1.915% 08-25-2066 ** 1,067,422
GCAT 2022-INV2 TR3 %到期04-25-2052 ** 356,063
GCAT 2023-NQM4TR4.25 %到期05-25-2067 ** 253,006
GCAT 2023-NQM4TR4.25 %到期05-25-2067 ** 3,036,074
GDR NESTLE S A Sponsored ADR REPSTG REG SH ** 12,526,979
GE航空航天 ** 8,440,603
96
证券名称、到期日、利率 成本 现值
（以美元计）
GE CAP FDG LLC 4.55% 05-15-2032 ** 3,871,659
GE HealthCare HLDG LLC GTD SRNT 5.6% 11-15-2025 ** 1,189,921
GE HealthCare TECHNOLOGIES INC COM ** 12,978,505
GE VERNOVA T和D INIA LIMITED ** 601,454
GEBERIT AG CHF0.10（REGD） ** 633,135
吉利汽车HHKD0.02 ** 404,462
GEMTEK TECHNOLOGY TWD10 ** 519,087
GEN DYNAMICS CORP FIXED 3.25%到期04-01-2025 ** 996,944
GEN MTRS CO COM ** 20,980,709
GEN MTRS FINL CO5.25 %到期03-01-2026 ** 1,284,491
General Dynamics CORP COM ** 32,881,444
通用接口TWD10 ** 137,364
通用磨坊公司5.241%到期11-18-2025年BEO ** 1,510,013
通用磨坊公司COM ** 3,214,008
通用汽车有限公司5.0% 04-09-2027 ** 1,861,923
通用汽车金融有限公司5.95% 04-04-2034 ** 246,233
通用汽车金融有限公司2.35% 02-26-2027 ** 2,843,220
通用汽车金融有限公司2.4% 04-10-2028 ** 643,170
通用汽车金融股份有限公司5.35% 07-15-2027 ** 520,070
通用汽车金融有限公司5.4%到期04-06-2026 ** 1,023,636
通用汽车金融股份有限公司5.45% 09-06-2034 ** 140,771
通用汽车金融有限公司5.8% 01-07-2029 ** 510,151
通用汽车FinL CO 2.4%到期10-15-2028年BEO ** 2,225,620
GENERAL MTRS CO5.15 %到期04-01-2038 ** 230,264
通用MTRS CO 6.125%到期10-01-2025 ** 2,114,660
通用MTRS FINL CO5.55 % 07-15-2029 ** 738,976
通用MTRS FINL CO INC 1.5%到期06-10-2026BEO ** 2,301,552
通用MTRS FINL CO INC 2.7%到期06-10-2031 BEO ** 277,986
通用MTRS FINL CO INC 2.7%到期08-20-2027 REG ** 1,955,728
通用MTRS FINL CO INC3.8 % 04-07-2025 ** 3,773,066
通用MTRS FINL CO INC5.4 % 05-08-2027 ** 1,833,918
TWD10中的通用塑料 ** 31,158
GENERALITAT DECAT 4.22% SNR 26/04/35EUR1000 ** 106,616
GENESCO INC COM ** 342,000
GENIUS体育有限公司COM NPV ** 3,985,600
GENMAB as DKK1 ** 631,383
GENTERA SAB DE CV COM NPV ** 86,115
GENTEX CORP COM ** 5,717,126
GENWORTH FINL INC普通股 ** 684,160
GEO GROUP INC（THE）COM USD0.01 NEW ** 372,218
格鲁吉亚电力公司4.7% 05-15-2032 ** 4,866,535
格鲁吉亚电力公司5.004% 02-23-2027 ** 3,243,989
GEORGIA PWR CO 5.125%到期05-15-2052BEO ** 204,513
GERON CORP COM ** 256,823
GFL环境公司。COM NPV子VTG SHS ** 4,999,437
GFPT PCL THB1（NVDR） ** 263,434
IBSON ENERGY INC COMM STK ** 1,198,298
GIC HOUSING FINANC INR10 ** 53,640
97
证券名称、到期日、利率 成本 现值
（以美元计）
Gildan ActiveWear INC COM ** 11,896,028
吉利德科学3.65%到期03-01-2026 ** 1,741,839
吉利德科学4.5%到期02-01-2045 ** 265,982
吉利德科学4.75%到期03-01-2046 ** 608,535
吉利德科学4.8%到期11-15-2029 ** 2,740,466
吉利德科学公司 ** 2,327,447
GIVAUDAN SA CHF10 ** 2,122,494
Glacier BANCORP INC NEW COM ** 16,386,133
Glaukos CORP COM ** 1,284,686
Glencore FDG LLC 3.875%到期10-27-2027 ** 3,628,835
Glencore FDG LLC 4%到期03-27-2027 ** 784,327
Glenmark制药INR1.00 ** 555,577
环球e在线有限公司COM NPV ** 4,067,120
Global Lighting TECHNOLOGIES INC SHS ** 41,270
Global PMTS INC 1.2%到期03-01-2026 ** 4,813,062
全球PMTS公司2.9% 11-15-2031 ** 1,710,080
Global PMTS INC固定利率2.9%到期05-15-2030 ** 1,246,467
全球船舶租赁公司 ** 239,606
环球人寿COM ** 3,321,735
荣耀股份有限公司NPV ** 932,478
普洛斯CAP L P/PLP5.25 %到期06-01-2025 ** 2,729,372
GLP CAP L P/GLP5.375 %到期04-15-2026 ** 6,844,869
GLP CAP L P/GLP FING II INC5.625 % 09-15-2034 ** 2,262,989
GLP CAP L P/GLP FING II INC6.25 % 09-15-2054 ** 1,404,053
07-15-2027年到期的GLS汽车1.48% ** 2,070,213
12-15-2028年到期的GLS汽车6.38% ** 3,398,314
GLS汽车7.01%到期01-16-2029 ** 2,172,742
通用汽车金融汽车租赁5.78% SER 24-2 CL A3 07-20-2027 ** 379,088
通用汽车金融汽车租赁SER 24-1 CL A3 0.0% 03-22-2027 ** 2,464,875
通用汽车金融汽车租赁TRU SER 23-3 CL A3 5.38%到期11-20-2026 ** 5,126,696
通用汽车金融消费者汽车SER 2024-1 CL A3 4.85% 12-18-2028 ** 221,124
通用汽车金融证券化期限SER23-1 CL A3 4.66%到期时间02-16-2028 ** 1,857,995
通用汽车金融证券化期限SER23-1 CL A3 4.66%到期时间02-16-2028 ** 735,958
通用金融证券化期限SER 24-2 CL A2A5.33 % 03-16-2027 ** 1,362,193
通用汽车FinL Automobile 5.16%到期01-20-2027 ** 651,405
通用汽车FinL Automobile5.43 %到期09-21-2026 ** 2,798,806
GM FINL CNSMR5.5 %到期日08-16-2028 ** 506,115
GM FINL CNSMR Automobile SER 24-1 CL A2A5.54 % 02-16-2027 ** 684,156
通用FinL消费者汽车应收账款汽车NT CLA-4 3.71% 12-16-2027 ** 579,109
通用汽车FinL消费者汽车应收款CLA-4 3.25% 04-17-2028 ** 3,277,573
通用汽车FinL消费者汽车应收款SR22-2 CLA-3 3.1% 01-19-2027 ** 473,211
GMO GLOBALSIGN HOLDINGS KK ** 21,032
11-16-2051年到期的GNMA 2.3% ** 129,757
09-16-2058年到期的GNMA 2.4% ** 34,346
10-16-2057到期的GNMA 2.5% ** 27,082
GNMA 2008-047 REMIC CLL ML5.25到期06-16-2038 ** 12,557
GNMA 2009-069 CL PV 4到期08-20-2039 ** 7,473
GNMA 2009-076 REMEIC PASSTHRU MX CL CF 09-16-2039 ** 254,865
98
证券名称、到期日、利率 成本 现值
（以美元计）
GNMA 2009-096 REMIC PASSTHRU FT 10-20-2039 ** 251,044
GNMA 2010-046 REMIC PASSTHRU 5.22628% 03-20-2035 ** 872,390
GNMA 2010-H11 REMEIC PASSTHRU CTF CLFA 06-20-2060 ** 467,654
GNMA 2010-H26 REMIIC PASSTHRU CTF CL LF INT FLTG 08-20-2058 ** 427,021
GNMA 2011-157 REMIC PASSTHRU CL PA3.0 %到期03-20-2041 ** 84,621
GNMA 2011-H09 CL AF VAR 03-20-2061 ** 197,383
GNMA 2012-059 REMEIC PASSTHRU CTF CLF 05-20-2042 ** 92,158
GNMA 2012-105REMIC PASSTHRU CTF1.25 % 08-16-2027 ** 868,956
GNMA 2012-106 REMIC PASSTHRU 1.25% 09-20-2027 ** 2,920,848
GNMA 2012-H08 REMEIC PASSTHRU CTF CLFS 04-20-2062 ** 962,803
GNMA 2012-H31 REMIC PASSTHRU SECS CL FD VAR RT 12-20-20-2062 ** 498,997
GNMA 2013-88 REMIC CL WA VAR RT到期06-20-2030 REG ** 5,699
GNMA 2013-H04 REMIC PASSTHRU CTF CL BA 1.65到期02-20-2063 ** 354
GNMA 2013-H05 REMIC PASSTHRU CL FB FLTG RT 02-20-2062 ** 689
GNMA 2013-H15 REMIC PASSTHRU CTF4.99004 % 07-20-2063 ** 856,284
GNMA 2013-H22 REMIC PASSTHRU 5.08004% 07-20-2063 ** 504,888
GNMA 2013-H22 REMIC PASSTHRU6.08004 % 08-20-2063 ** 139,059
GNMA 2014-190 REMIC PASSTHRU CTF CL PA FIXED3.0 % 06-20-2044 ** 496,138
GNMA 2014-H10 CL FA FLTG RT DUE04-20-2064 ** 57,800
GNMA 2014-H17 REMIC PASSTHRU CTF5.11845 % 08-20-2064 ** 899,742
GNMA 2014-H20 REMIC SER 14-H20 CL FA FLTG到期10-20-2064 REG ** 495,835
GNMA 2015-H06 REMIC PASSTHRU CTF5.09004 % 02-20-2065 ** 1,861,224
GNMA 2015-H27 REMEIC PASSTHRU CTF CLFA 09-20-2065 ** 375,360
GNMA 2015-H28 REMEIC PASSTHRU CTF CL MX-FL 10-20-2065 ** 909,558
GNMA 2015-H29 REMIC PASSTHRU SEC CL FJ 11-20-20-2065 ** 1,069,902
GNMA 2015-H31 REMIC PASSTHRU SEC CL FT 11-20-20-2065 ** 74,223
GNMA 2015-H32 REMEIC PASSTHRU CTF CLFH 12-20-2065 ** 123,000
GNMA 2016-H04 MTG PASSTHRU CTF CL FK 02-20-2066 ** 289,862
GNMA 2016-H11 REMEIC PASSTHRU CTF CLFE 04-20-2066 ** 850,119
GNMA 2016-H13 REMIC通过SECS CL FT05-20-2066 ** 91,109
GNMA 2016-H19 REMIC PASSTHRU SECS CLFA 09-20-2066 ** 685,698
GNMA 2016-H20 REMIC PASSTHRU CTF CL FG 08-20-2066 ** 134,528
GNMA 2016-H22 REMEIC PASSTHRU CTF CLFA 10-20-2066 ** 1,815,046
GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-2066 ** 551,413
GNMA 2016-H26 REMIC PASSTHRU SECS CL MX-FC 12-20-20-2066 ** 42,474
GNMA 2017-121 MTG途经CTF3 % 07-20-2046 ** 2,957
GNMA 2017-153 CLWA到期06-20-2036 ** 193,296
GNMA 2017-H03 CL FB FLTG 06-20-2066 ** 271,653
GNMA 2017-H03 REMIC PASSTHRU CTF5.24004 % 01-20-2067 ** 383,639
GNMA 2017-H06 REMIC有效期至5.19004% 11-20-20-2066 ** 981,589
GNMA 2017-H10 REMIC PASSTHRU SECS CL FB FLTG RT 04-20-2067 REG ** 483,120
GNMA 2017-H14 CL FD FLTG 06-20-2067 ** 282,393
GNMA 2017-H14 REMIC PASSTHRU CTF CLFB 06-20-2067 ** 546,699
GNMA 2017-H14 REMEIC PASSTHRU CTF CLFE 06-20-2067 ** 1,339,058
GNMA 2017-H14 REMIC PASSTHRU CTF CL FG 06-20-2067 ** 671,828
GNMA 2017-H16 REMEIC PASSTHRU CTF CL FG FLTG 07-20-2067 REG ** 9,071,675
GNMA 2017-H16 REMEIC PASSTHRU CTF CLFH 07-20-2067 ** 11,704,122
GNMA 2017-H23 MTG途经CTF4.89004 % 11-20-20-2067 ** 1,944,498
99
证券名称、到期日、利率 成本 现值
（以美元计）
GNMA 2018-H08 REMIC SER 2018-H08 CLS KF VAR RT到期05-20-2068 ** 863,287
GNMA 2019-H09 REMIC PASSTHRU CTF4.94004 % 04-20-2069 ** 1,024,643
GNMA 2019-H11 REMIC PASSTHRU CTF5.04004 % 05-20-2069 ** 2,021,342
GNMA 2020-H13 REMIC PASSTHRU CTF4.84004 % 08-20-2070 ** 1,059,596
GNMA 2020-H13 REMIC PASSTHRU CTF4.89004 % 07-20-2070 ** 3,332,268
GNMA 2020-H13 REMIC PASSTHRU CTF4.89004 % 07-20-2070 ** 6,594,323
GNMA 3%到期01-20-2046 ** 364,179
02-16-2046到期的GNMA 3% ** 603,997
09-16-2039年到期的GNMA 3% ** 4,471
到期的GNMA 3.5% 03-20-2046 ** 590,252
GNMA 4%到期04-16-2041 ** 110,227
07-16-2039年到期的GNMA 4% ** 7,271
GNMA 4.8 6004% 06-20-2070 ** 2,205,756
GNMA 4.94004% 05-20-2069 ** 1,900,722
GNMA 4.94004% 07-20-2070 ** 385,635
03-16-2034年到期的GNMA 5% ** 79,239
GNMA 5.5%到期08-20-2033 ** 51,188
11-20-2037年到期的GNMA 5.5% ** 25,142
08-16-2042年到期的GNMA 6.5% ** 166,420
GNMA CL 2007-035 CL TE6到期06-20-2037 ** 17,414
到期的GNMA固定3.5% 02-20-2045 ** 23,272
GNMA FLTG RT 4.77004%到期10-20-2060 ** 918,988
GNMA FLTG RT 4.94004%到期04-20-2061 ** 722,557
GNMA FLTG RT SER 18-H19CLFA 12-20-2063REG ** 1,832,471
GNMAGNMA # MA7194 3% 02-20-2051 ** 4,342,571
GNMAGNMA # MA7471 2% 07-20-2051 ** 2,939,298
GNMAMTG途经CTF CL FM 02-20-2066 ** 911
GNMA POOL # 35295% 03-20-2034BEO ** 817
GNMA POOL # 40286% 09-20-2037BEO ** 13,971
GNMA POOL # 40417% 10-20-2037 BEO ** 71,174
GNMA POOL # 42226% 08-20-2038 BEO ** 12,693
GNMA POOL # 42456% 09-20-2038 BEO ** 159,405
GNMA POOL # 42477% 09-20-2038 BEO ** 55,985
GNMA POOL # 44234.5% 04-20-2039 BEO ** 1,300
GNMA POOL # 44475% 05-20-2039 BEO ** 27,475
GNMA POOL # 45205% 08-20-2039 BEO ** 120,541
GNMA POOL # 45436% 09-20-2039 BEO ** 11,543
GNMA POOL # 47464.5% 07-20-2040BEO ** 47,998
GNMA POOL # 48004% 09-20-2040BEO ** 109,906
GNMA POOL # 48334% 10-20-2040BEO ** 377,881
GNMA POOL # 48344.5% 10-20-2040BEO ** 15,828
GNMA POOL # 48555% 11-20-2040BEO ** 353,317
GNMA POOL # 48834.5% 12-20-2040BEO ** 83,113
GNMA POOL # 49234.5% 01-20-2041 BEO ** 81,867
GNMA POOL # 49454% 02-20-2041 BEO ** 62,576
GNMA池# 497630 SER 20296%到期02-15-2029 REG ** 100
GNMA POOL # 49784.5% 03-20-2041 BEO ** 1,618,208
GNMA POOL # 49795% 03-20-2041 BEO ** 157,128
100
证券名称、到期日、利率 成本 现值
（以美元计）
GNMA池# 498387 SER 20296%到期02-15-2029 REG ** 460
GNMA POOL # 49845.5% 03-20-2041 BEO ** 168,260
GNMA POOL # 50164% 04-20-2041 BEO ** 55,483
GNMA POOL # 50174.5% 04-20-2041 BEO ** 133,349
GNMA POOL # 50185% 04-20-2041 BEO ** 107,168
GNMA POOL # 51154.5% 07-20-2041 BEO ** 23,161
GNMA POOL # 51404.5% 08-20-2041 BEO ** 223,622
GNMA POOL # 521330 SER 20355%到期05-15-2035 BEO ** 51,025
GNMA POOL # 52594% 12-20-2041 BEO ** 31,734
GNMA POOL # 52804% 01-20-2042BEO ** 47,763
GNMA POOL # 53054% 02-20-2042BEO ** 281,904
GNMA池# 543812 SER 20316%到期02-15-2031 REG ** 5,242
GNMA POOL # 5863735%到期02-15-2035 REG ** 2,309
GNMA POOL # 594106 SER 20334.5%到期09-15-2033 BEO ** 11,971
GNMA POOL # 595611 SER 20355%到期01-15-2035 BEO ** 1,076
GNMA POOL # 6044975% 07-15-2033 BEO ** 2,185
GNMA POOL # 607451 SER 20345%到期01-15-2034 REG ** 10,041
GNMA POOL # 607465%到期02-15-2034 REG ** 10,796
GNMA POOL # 610410SER 20335%到期08-15-2033 BEO ** 2,818
GNMA POOL # 6156565% 10-15-2033 BEO ** 1,764
GNMA POOL # 6238715.0% 06-15-2034 ** 1,779
GNMA POOL # 6337015.0% 09-15-2033 ** 2,668
GNMA POOL # 6364845.0% 03-15-2035 ** 3,006
GNMA池# 6377465.0% 12-15-2034 ** 3,680
GNMA POOL # 6382225% 12-15-2034BEO ** 1,310
GNMA POOL # 6433625% 10-15-2035 BEO ** 1,163
GNMA POOL # 6680143% 11-15-2044 BEO ** 1,186,287
GNMA POOL # 6700303% 07-15-2045BEO ** 260,879
GNMA POOL # 672676 SER 20385.5%到期04-15-2038 BEO ** 24,415
GNMA池# 676754 SER 20385.5%到期03-15-2038 REG ** 68,483
GNMA POOL # 687179 SER 20385.5%到期04-15-2038 REG ** 25,442
GNMA POOL # 6878356% 08-15-2038 BEO ** 18,849
GNMA POOL # 6880436% 11-15-2038 BEO ** 27,480
GNMA POOL # 6909225.5% 06-15-2038 BEO ** 43,284
GNMA POOL # 6975865.5% 11-15-2038 BEO ** 1,372
GNMA POOL # 711379 SER 20385.5%到期07-15-2038 REG ** 1,300
GNMA POOL # 7233444% 09-15-2039 BEO ** 121,921
GNMA POOL # 7234304.5% 11-15-2039 BEO ** 32,369
GNMA POOL # 7236165% 01-15-2040 BEO ** 333,111
GNMA POOL # 7264805% 11-15-2039 BEO ** 445,534
GNMA POOL # 733600 SER 20405%到期04-15-2040 REG ** 4,357
GNMA POOL # 7336275% 05-15-2040 BEO ** 9,449
GNMA POOL # 736520 SER 2040 4.5%到期04-15-2040 REG ** 140,266
GNMA POOL # 737111 FIXED4.5 % 04-15-2040 BEO ** 96,773
GNMA POOL # 7381084.5% 03-15-2041BEO ** 150,237
GNMA POOL # 7452434% 07-15-2040BEO ** 131,412
GNMA POOL # 7715614.0% 08-15-2041 ** 65,596
GNMA POOL # 7818046% 09-15-2034BEO ** 68,915
101
证券名称、到期日、利率 成本 现值
（以美元计）
GNMA POOL # 7818476% 12-15-2034BEO ** 52,758
GNMA POOL # 781885 SER 20355%到期03-15-2035 REG ** 3,604
GNMA POOL # 7819026% 02-15-2035 BEO ** 68,420
GNMA POOL # 781955% 07-15-2035 BEO ** 3,431
GNMA POOL # 7823825.5% 08-15-2038 BEO ** 5,379
GNMA POOL # 7824366% 10-15-2038 BEO ** 30,093
GNMA池# 782716 SER 20395%到期07-15-2039 REG ** 36,569
GNMA POOL # 7841193% 02-20-2046BEO ** 174,992
GNMA POOL # 7868433% 03-20-2052BEO ** 2,399
GNMA POOL # 799706SER 20423.5%到期09-15-2042BEO ** 38,106
GNMA POOL # AA5821 3到期11-15-2042 REG ** 293,107
GNMA池# AB3031 SER 20423%到期10-15-2042 REG ** 77,133
GNMA POOL # AC3752 3到期12-15-2042 REG ** 110,097
GNMA POOL # AD1034 3%到期07-15-2043 REG ** 185,542
GNMA POOL # AD2413 3.5%到期05-15-2043 REG ** 63,369
GNMA池# AD2414 3.5到期05-15-2043 REG ** 52,415
GNMA POOL # AD4102 SER 20433到期07-15-2043 REG ** 406,649
GNMA POOL # AD6086 3.5% 02-15-2050 BEO ** 374,874
GNMA POOL # AE7691 3到期08-15-2043 REG ** 618,213
GNMA POOL # AE8109 SER 20443.5%到期01-15-2044 BEO ** 17,753
GNMA POOL # AF5807 SER 20443.5%到期01-15-2044 BEO ** 30,456
GNMA POOL # AI68883 % 05-15-2045BEO ** 434,551
GNMA POOL # AK6718 3% 01-15-2045 BEO ** 38,664
GNMA POOL # AK7285 3% 03-15-2045 BEO ** 111,620
GNMA POOL # AK7286 3% 03-15-2045BEO ** 149,578
GNMA POOL # AK7329 3% 04-15-2045BEO ** 696,645
GNMA POOL # AK8997 SER 20453%到期07-15-2045 BEO ** 213,185
GNMA POOL # AL1539 3% 05-15-2045 BEO ** 59,076
GNMA POOL # AL4608 SER 20453%到期03-15-2045 BEO ** 598,847
GNMA POOL # AL8635 SER 20453%到期03-15-2045 BEO ** 449,049
GNMA POOL # AM40993 % 04-15-2045BEO ** 349,972
GNMA POOL # AM86433 % 05-15-2045 BEO ** 474,074
GNMA POOL # AM86463 % 05-15-2045BEO ** 229,807
GNMA POOL # AN5715 3% 06-15-2045BEO ** 58,402
GNMA POOL # AN5721 3% 06-15-2045BEO ** 38,090
GNMA池# AN5726 SER 20453%到期06-15-2045 BEO ** 490,048
GNMA POOL # AN57333 % 06-15-2045BEO ** 49,894
GNMA POOL # AN5734 SER 20453%到期06-15-2045 BEO ** 349,590
GNMA POOL # AS6414 6.608 % 03-20-2066BEO ** 266,171
GNMA POOL # BD4016 3% 10-15-2049BEO ** 338,546
GNMA POOL # BL1045X SER 20493.5 % 10-15-2049 ** 233,874
GNMA POOL # BM9692 4.5% 07-20-2049 BEO ** 332,189
GNMA POOL # BP6203X3.5 % 11-15-2049 ** 243,635
GNMA POOL # BP62293 % 11-15-2049 BEO ** 499,005
GNMA POOL # BQ0651 3.5% 11-15-2049 BEO ** 156,837
GNMA POOL # BQ7371 3.5% 11-15-2049 BEO ** 71,128
GNMA POOL # BR66063 % 02-15-2050 BEO ** 23,597
GNMA POOL # BS5027 3.5% 02-15-2050 BEO ** 19,502
102

证券名称、到期日、利率 成本 现值
（以美元计）
GNMA POOL # BS5195 3.5% 01-15-2050 BEO ** 45,051
GNMA POOL # MA0318 3.5% 08-20-2042BEO ** 601,209
GNMA POOL # MA1376 4% 10-20-2043BEO ** 133,236
GNMA POOL # MA1377 4.5% 10-20-2043BEO ** 238,325
GNMA POOL # MA1448 3.5% 11-20-2043BEO ** 4,290
GNMA POOL # MA1839 4% 04-20-2044BEO ** 154,358
GNMA POOL # MA1997 4.5% 06-20-2044BEO ** 192,041
GNMA POOL # MA2072 3% 07-20-2044BEO ** 100,444
GNMA POOL # MA21494 % 08-20-2044BEO ** 95,281
GNMA POOL # MA2303 3.5% 10-20-2044BEO ** 262,867
GNMA POOL # MA24464 % 12-20-2044BEO ** 174,728
GNMA POOL # MA24893 % 01-20-2030 BEO ** 1,172,065
GNMA POOL # MA27533 % 04-20-2045BEO ** 120,182
GNMA POOL # MA28253 % 05-20-2045BEO ** 109,437
GNMA POOL # MA29603 % 07-20-2045BEO ** 222,731
GNMA POOL # MA3037 5% 08-20-2045BEO ** 102,162
GNMA POOL # MA32433 % 11-20-2045BEO ** 76,726
GNMA POOL # MA32443.5 % 11-20-2045BEO ** 208,511
GNMA POOL # MA3245 4% 11-20-2045BEO ** 246,559
GNMA POOL # MA3311 4% 12-20-2045BEO ** 303,075
GNMA POOL # MA3663 3.5% 05-20-2046BEO ** 132,011
GNMA POOL # MA3737 4% 06-20-2046BEO ** 402,164
GNMA POOL # MA3802 3% 07-20-2046BEO ** 115,991
GNMA POOL # MA38033.5 % 07-20-2046BEO ** 1,532,989
GNMA POOL # MA3873 3% 08-20-2046BEO ** 347,715
GNMA POOL # MA3937 3.5% 09-20-2046BEO ** 113,555
GNMA POOL # MA3939 4.5% 09-20-2046BEO ** 149,890
GNMA POOL # MA4070 4% 11-20-2046BEO ** 129,387
GNMA POOL # MA4071 4.5% 11-20-2046BEO ** 332,499
GNMA POOL # MA4125 2.5% 12-20-2046BEO ** 286,430
GNMA POOL # MA4127 3.5% 12-20-2046BEO ** 456,640
GNMA POOL # MA4261 3% 02-20-2047BEO ** 800,349
GNMA POOL # MA42634 % 02-20-2047BEO ** 169,866
GNMA POOL # MA4321 3.5% 03-20-2047BEO ** 343,078
GNMA POOL # MA4450 3% 05-20-2047BEO ** 562,937
GNMA POOL # MA4585 3% 07-20-2047BEO ** 191,517
GNMA POOL # MA4781 5% 10-20-2047BEO ** 398,942
GNMA POOL # MA4838 4% 11-20-2047BEO ** 1,110,542
GNMA POOL # MA48993 % 12-20-2047BEO ** 823,089
GNMA POOL # MA4961 3% 01-20-2048 BEO ** 518,074
GNMA POOL # MA4962 3.5% 01-20-2048 BEO ** 240,702
GNMA POOL # MA4964 4.5% 01-20-2048 BEO ** 151,216
GNMA POOL # MA5019 3.5% 02-20-2048BEO ** 1,167,060
GNMA POOL # MA5021 4.5% 02-20-2048BEO ** 873,486
GNMA POOL # MA51374 % 04-20-2048BEO ** 415,251
GNMA POOL # MA5138 4.5% 04-20-2048BEO ** 543,233
GNMA POOL # MA5265 4.5% 06-20-2048BEO ** 815,229
103
证券名称、到期日、利率 成本 现值
（以美元计）
GNMA POOL # MA5399 4.5% 08-20-2048BEO ** 175,220
GNMA POOL # MA5594 3.5% 11-20-2048BEO ** 1,468,368
GNMA POOL # MA5764 4.5% 02-20-2049BEO ** 621,349
GNMA POOL # MA5817 4% 03-20-2049BEO ** 287,061
GNMA POOL # MA5877 4.5%到期04-20-2049 REG ** 245,695
GNMA POOL # MA6038 3% 07-20-2049BEO ** 152,473
GNMA POOL # MA6157 5% 09-20-2049BEO ** 300,258
GNMA POOL # MA6413 5% 01-20-2050BEO ** 269,113
GNMA POOL # MA6477 4.5% 02-20-2050BEO ** 252,100
GNMA POOL # MA6999 4.5% 11-20-2050BEO ** 1,955,751
GNMA POOL # MA80983 % 06-20-2052BEO ** 704,899
GNMA POOL AE7613 SER 20433到期07-15-2043 REG ** 59,316
GNMA POOL G2 MA6409 3.0% 01-20-2050 ** 995,354
GNMA POOL # MA5712 5.0% 01-20-2049 REG ** 651,674
GNMA REMIC 2015-H30 CL FD FLT RT 10-20-2065 ** 690,939
GNMA REMIC通过RU SECS SER 2012-102 CL DA1.25 %到期08-20-2027 ** 1,163,643
GNMA REMIC PASSTHRU SER 2016-H11 CLS F 05-20-2066 ** 2,471,357
GNMA REMIC SER 10-61 CL KG4 % FIDED DUE03-16-2040 ** 294,033
GNMA REMIC SER 11-116 CL BA2 %到期日08-16-2026 ** 17,809
GNMA REMIC SER 11-128 CLBL2 %到期09-16-2026 ** 23,746
GNMA REMIC SER 13-H24 CL FB FLTG到期09-20-2063 ** 186,395
GNMA REMIC SER 15-H04 CL FA FLTG到期12-20-2064REG ** 3,286,406
GNMA REMIC SER 2010-H02 CLFA 02-20-2060 ** 587,924
GNMA REMIC SR17-H05CLFA FLTG 01-20-2067 ** 1,578,777
GNMA REMIC SR2017-H12 CL FL VAR RT 05-20-2067 ** 8,455,806
GNMA REMIC TRUST SER 17-H07 CL FC FLTG RT到期03-20-2067 REG ** 1,809,983
GNMA REMIC TRUST SER 19-H03 CL FL FLTG RT到期02-20-2069 REG ** 2,861,887
GNMA REMEIC TRUST SER 20-H10 CL FG FLTG RT到期06-20-2070 REG ** 2,105,563
GNMA SER 2017-H01 CL FC FLTG 12-20-20-2066 ** 556,559
GNMA SER 09-98 CLS DA3.25 % 07-16-2039 ** 698,144
GNMA SER 12-H12CL HD 2.0% 05-20-2062 ** 49,282
GNMA SER 13-H18 CL EA FLTG到期07-20-2063 REG ** 72,246
GNMA SER 13-H19 CL FB FLT 08-20-2063 ** 1,016,378
GNMA SER 16-H24 CL FG FLT 10-20-2066 ** 788,689
GNMA SER 18-36CL AM 3.0% 07-20-2045 ** 2,116,963
GNMA SER 19-111 CL NA3.5 % 05-20-2048 ** 2,882,050
GNMA SER 19-H09 CL FG FLTG RT 05-20-2069 ** 2,663,263
GNMA SER 19-H14 CL EF FLTG RT 05-20-2069 ** 731,355
12-16-2041到期的GNMA SER2.25 ** 59,120
GNMA SER 2009-061 CL NP4.0 %到期08-20-2039 ** 193,491
GNMA SER 2010-H010 CL FC FLTG RT到期05-20-2060 ** 369,920
GNMA SER 2015-H11 CL FC FLTG RT 5-20-2065 ** 654,628
GNMA SER 2015-H20 CL FB FLT RT 08-20-2065 ** 144,384
GNMA SER 2017-051 CL AB2.35 % 04-16-2057 ** 71,858
GNMA SER 2017-H07 CL FG FLTG RT到期02-20-2067 REG ** 1,061,701
GNMA SER 2017-H19 CL FA FLTG RT到期08-20-2067 ** 460,463
GNMA SER 2018-H06 CL PF FLTG 02-20-2068 ** 646,035
GNMA SER 2018-H07 CL FD FLTG 05-20-2068 REG ** 1,355,633
104
证券名称、到期日、利率 成本 现值
（以美元计）
GNMA SER 24-23 CL BA 5.5% 10-20-2051 ** 1,502,930
GNMA SER 24-23 CLPB 5.5% 02-20-2050 ** 1,961,389
GNMA SER 24-43CLF FLTG 03-20-2054 ** 5,152,542
GNMA SR16-H07 CL FQ FLTG RT 03-20-2066 ** 1,065,523
GNMA SR19-H15CL AF FLTG RT 08-20-2069 ** 456,671
GNMA SR2006-38 CLFZ FLTG到期09-16-2035 ** 846,506
GNMA SR2010-115CLDA 2.5%到期09-20-2040 ** 43,939
GNMA SR2011-156CLPD 2.0% 04-20-2040 ** 132,118
GNMA SR20-127CL LP1.5 % 06-20-2050 ** 1,275,424
GNMA SR2018-166CLH-C3.5 % 09-20-2048 ** 304,851
GNMA SR2019-031CLHA3.0 % 07-20-2047 ** 99,262
GNMA SR20-H09 CL FL FLTG RT 05-20-2070 ** 1,196,687
GNMA SR22-120CLEA4 % 05-20-2046 ** 2,066,608
GNMA SR24-H08 CL FC FLTG 05-20-2074 ** 416,948
GNMAII POOL # 004224 SER 20387到期08-20-2038 REG ** 42,385
GNMAII POOL # 2958 SER 20308 %到期08-20-2030 REG ** 2,590
GNMAII POOL # 4040 SER 20376.5%到期10-20-2037 REG ** 4,737
GNMAII POOL # 4060 SER 20376%到期12-20-2037REG ** 15,273
GNMAII池# 4195 SER 20386%到期07-20-2038 REG ** 2,237
GNMAII POOL # 4268 SER 20386%到期10-20-2038 REG ** 1,652
GNMAII POOL # 4696 SER 2040 4.5%到期05-20-2040 REG ** 75,828
GNMAII POOL # 4697 SER 20405%到期05-20-2040 REG ** 47,319
GNMAII POOL # 4747 SER 20405%到期07-20-2040 BEO ** 271,175
GNMAII POOL # 4922 SER 20414%到期01-20-2041 BEO ** 82,650
GNMAII POOL # 5082 SER 20414.5%到期06-20-2041 BEO ** 93,572
GNMAII POOL # 5326 SER 20273 %到期03-20-2027 BEO ** 18,688
GNMAII POOL # 783637 SER 20423%到期06-20-2042 REG ** 29,668
GNMAII池# 7871546.5% 11-20-2053 ** 339,833
GNMAII POOL # 80012 SER 2026 ADJ RT 11-20-20-2026 ** 1,595
GNMAII POOL # 801064.625%到期08-20-2027REG ** 2,580
GNMAII POOL # 80397 SER 2030 ADJ RT 04-20-2030 ** 475
GNMAII POOL # 8744 SER 2025 ADJ RT 11-20-20-2025 ** 1,233
GNMAII POOL # 8770 SER 2025 ADJ RT 12-20-2025 ** 1,231
GNMAII POOL # 8781 SER 2026 ADJ RT 01-20-2026 ** 37
GNMAII POOL # 8788 SER 20264.625%到期01-20-2026 REG ** 314
GNMAII POOL # BX4951 3.5% 09-20-2050 ** 1,213,809
GNMAII POOL # CO4938 5.0% 08-20-2052 ** 1,441,783
GNMAII POOL # CO4960 5.0% 08-20-2052 ** 1,348,225
GNMAII POOL # G2 MA4654 SER 2047 4.5% DUE08-20-2047 REG GNMAII ** 197,829
GNMAII POOL # MA0023SER2042 4%到期04-20-2042REG ** 92,937
GNMAII POOL # MA0073SER2027 3%到期05-20-2027 REG ** 42,896
GNMAII POOL # MA0272 SER 20272.0%到期07-20-2027 ** 54,550
GNMAII POOL # MA0299 SER 2027 2.5%到期08-20-2027 REG ** 98,662
GNMAII POOL # MA0317 3到期08-20-2012 REG ** 332,133
GNMAII POOL # MA0391 SER 20423%到期09-20-2042 REG ** 431,878
GNMAII POOL # MA0392 SER 20423.5到期09-20-2042 REG ** 458,547
GNMAII POOL # MA04623.5到期10-20-2042 REG ** 642,273
GNMAII POOL # MA0463 4到期10-20-2042 REG ** 463,243
105
证券名称、到期日、利率 成本 现值
（以美元计）
GNMAII池# MA0624 312-20-2042REG ** 161,465
GNMAII POOL # MA0626 4到期11-20-20-2042 REG ** 238,404
GNMAII POOL # MA0674SER 20282.5到期01-20-2028REG ** 2,016,320
GNMAII池# MA0698 3 01-20-2043 REG ** 228,612
GNMAII POOL # MA0933SER2043 %到期04-20-2043REG ** 190,760
GNMAII POOL # MA1012SER20433.5 %到期05-20-2043REG ** 510,963
GNMAII POOL # MA1995 SER 20443.5%到期06-20-2044 BEO ** 1,011,435
GNMAII POOL # MA2372 SER 20444%到期11-20-2044REG ** 387,414
GNMAII POOL # MA2678 SER 20453.5%到期03-20-2045 REG ** 280,881
GNMAII POOL # MA2754 SER 20453.5%到期04-20-2045 REG ** 772,302
GNMAII POOL # MA3172 SER 20453%到期10-20-2045 REG ** 387,659
GNMAII POOL # MA3174 SER 20454%到期10-20-2045 REG ** 197,938
GNMAII POOL # MA3597 SER 20463.5%到期04-20-2046BEO ** 1,988,221
GNMAII POOL # MA3662 SER 20463%到期05-20-2046REG ** 668,616
GNMAII POOL # MA3736 SER 20463.5%到期06-20-2046REG ** 250,387
GNMAII POOL # MA4003SER20463 %到期10-20-2046REG ** 1,475,095
GNMAII POOL # MA4004SER20463.5 %到期10-20-2046REG ** 1,400,707
GNMAII POOL # MA4322 SER 20474%到期03-20-2047 REG ** 538,099
GNMAII POOL # MA4383 SER 20474%到期04-20-2047 REG ** 217,475
GNMAII POOL # MA4452 4.0%到期05-20-2047 REG ** 195,244
GNMAII POOL # MA4511 SER 20474%到期06-20-2047 REG ** 1,427,439
GNMAII POOL # MA4720 SER 20474%到期09-20-2047 REG ** 3,722,023
GNMAII POOL # MA4837 SER 2047 3.5%到期11-20-2047 REG ** 282,180
GNMAII POOL # MA4900SER2047 3.5%到期12-20-2047 ** 67,439
GNMAII池# MA4901 4% 12-20-2047 ** 469,586
GNMAII池# MA5020 4.0% 02-20-2048 ** 319,504
GNMAII池# MA5078 4.0% 03-20-2048 ** 1,900,329
GNMAII池# MA5079 4.5% 03-20-2048 ** 48,854
GNMAII POOL # MA5266 SER 20485%到期06-01-2048 REG ** 70,838
GNMAII POOL # MA5465 3.5%到期09-20-2048 REG ** 308,918
GNMAII池# MA5529 4.5% 10-20-2048 ** 368,955
GNMAII POOL # MA5530 SER 20485.0%到期10-20-2048 REG ** 598,075
GNMAII POOL # MA5597 5.0% 11-20-2048REG ** 318,643
GNMAII POOL # MA5653 5.0%到期12-20-2048REG ** 416,883
GNMAII POOL # MA5763 4%到期02-20-2049 REG ** 867,624
GNMAII POOL # MA5818 SER 20494.5%到期03-20-2049 REG MBS ** 1,628,176
GNMAII POOL # MA5876 4.0% 04-20-2049 ** 1,094,454
GNMAII池# MA5988 5.0% 06-20-2049 ** 58,328
GNMAII POOL # MA6153 3.0% 09-20-2049 ** 497,249
GNMAII POOL # MA6217 2.5% 10-20-2049 ** 487,397
GNMAII POOL # MA6411 4.0% 01-20-2050 ** 96,397
GNMAII POOL # MA6474 3.0% 02-20-2050REG ** 969,468
GNMAII POOL # MA64764.0 % 02-20-2050 ** 141,855
GNMAII池# MA6659 4.5% 05-20-2050 ** 2,109,168
GNMAII POOL # MA6768 4.0%到期07-20-2050 ** 212,518
GNMAII POOL # MA6865SER20502.5 %到期09-20-2050REG ** 447,493
GNMAII POOL # MA6866 3.0% 09-20-2050 ** 253,857
GNMAII池# MA69302.0 % 10-20-2050 ** 4,270,089
106
证券名称、到期日、利率 成本 现值
（以美元计）
GNMAII池# MA6931 2.5% 10-20-2050 ** 2,052,862
GNMAII池# MA6995 2.5% 11-20-2050 ** 1,563,764
GNMAII POOL # MA7136 SER 2051 2.5%到期01-20-2051 REG ** 277,393
GNMAII POOL # MA7193 SER 20512.5%到期02-20-2051 REG ** 2,730,868
GNMAII POOL # MA7254 2.0%到期03-20-2051 REG ** 1,575,257
GNMAII POOL # MA7255 SER 2051 2.5%到期03-20-2051 REG ** 428,314
GNMAII POOL # MA7312 2.5%到期04-20-2051 ** 2,598,853
GNMAII POOL # MA7367 SER 2051 2.5%到期05-20-2051 REG ** 6,561,558
GNMAII池# MA7419M3 % 06-20-2051 ** 294,550
GNMAII池# MA7589 2.5% 09-20-2051 ** 4,843,607
GNMAII POOL # MA7704 SER 2051 2%到期11-20-2051 REG ** 370,782
GNMAII POOL # MA7828 3%到期01-20-2052REG ** 546,433
GNMAII池# MA7829 SER 20523.5% 01-20-2052 ** 2,577,132
GNMAII池# MA7937 SER 20523.0% 03-20-2052 ** 402,505
GNMAII POOL # MA7989 3.5%到期04-20-2052REG ** 2,441,158
GNMAII POOL # MA8043SER20523.0 %到期05-20-2052REG ** 4,130,716
GNMAII POOL # MA8099 SER 20523.5% 06-20-2052 ** 4,831,236
GNMAII POOL # MA8202 5.0% DUE 08-20-2052REG ** 2,096,456
GNMAII池# MA8429 5.5% 11-20-2052 ** 1,758,957
GNMAII POOL # MA8491 SER 20525.5%到期12-20-2052REG ** 3,319,041
GNMAII POOL MA5878 5.0% 04-20-2049 ** 278,995
GODFREY PHILIPS INR2 ** 1,110,830
金牛金条.9999-1盎司 ** 10,149
GOLD ROAD RES LTD NPV ** 526,234
GOLDEN ENTMT INC COM ** 2,285,786
GOLDEN OCEAN GROUP LTD COM0.0美元（POST REV拆分） ** 349,028
Golden ST TOB Securitization CORP3.714 % 06-01-2041 ** 616,523
Golden ST TOB Securitization CORP CALIF 3.0% 06-01-2046 ** 2,624,226
Golden ST TOB Securitization CORP CALIF 4.214%到期06-01-2050 REG ** 2,740,676
高盛3.5%到期01-23-2025 ** 6,121,478
高盛3.75%到期02-25-2026 ** 840,631
高盛3.85%到期01-26-2027 ** 12,787,383
高盛5.851% 04-25-2035 ** 560,672
高盛6.75%到期10-01-2037 ** 655,653
高盛美国银行5.283% 03-18-2027 ** 804,374
高盛美国银行5.283% 03-18-2027 ** 726,953
GOLDMAN SACHS BK USA 5.414% 05-21-2027 ** 2,268,874
GOLDMAN SACHS BK USA 5.414% 05-21-2027 ** 7,964,697
高盛集团固定2.615% 04-22-2032 ** 4,262,911
高盛将于04-01-2025年到期的3.5% ** 9,522,059
GOLDMAN SACHS FLTG RT. 855%到期02-12-2026 ** 4,725,365
GOLDMAN SACHS GROUP INC 1.093%到期12-09-2026REG ** 2,046,781
高盛集团股份有限公司1.948% 10-21-2027 ** 9,467,548
GOLDMAN SACHS GROUP INC1.992 %到期01-27-2032 REG ** 412,904
GOLDMAN SACHS GROUP INC 2.6%到期02-07-2030 ** 885,679
GOLDMAN SACHS GROUP INC 2.64%到期02-24-2028 BEO ** 917,604
GOLDMAN SACHS GROUP INC 2.908%到期07-21-2042BEO ** 347,766
GOLDMAN SACHS GROUP INC 3.21%到期04-22-2042BEO ** 474,271
107
证券名称、到期日、利率 成本 现值
（以美元计）
高盛集团3.691% 06-05-2028 ** 971,417
高盛集团3.691% 06-05-2028 ** 10,088,164
高盛集团股份有限公司4.017% 10-31-2038 ** 499,790
高盛集团股份有限公司4.387% 06-15-2027 ** 1,878,900
高盛集团股份有限公司4.482% 08-23-2028 ** 6,277,205
高盛集团股份有限公司5.016% 10-23-2035 ** 14,364,851
高盛集团股份有限公司5.049% 07-23-2030 ** 696,431
高盛集团股份有限公司5.049% 07-23-2030 ** 7,552,295
高盛集团股份有限公司5.561% 11-19-2045 ** 521,976
高盛集团股份有限公司5.727% 04-25-2030 ** 612,301
高盛集团股份有限公司5.727% 04-25-2030 ** 285,740
GOLDMAN SACHS GROUP INC 64505016.45到期05-01-2036 BEO ** 94,998
GOLDMAN SACHS GROUP INC6.484 %到期10-24-2029 ** 419,022
GOLDMAN SACHS GROUP INC6.484 %到期10-24-2029 ** 6,416,273
高盛集团有限公司 ** 8,772,538
高盛集团FRN 10-28-2027 ** 1,638,697
GOLDMAN SACHS GROUP INC NT FXD/FLTG 3.615% 03-15-2028 ** 291,784
GOLDMAN SACHS GROUP INC SR NT FIXED/FLTG 2.65% 10-21-2032 ** 2,329,118
GOODLEAP 4%到期04-20-2049 ** 1,439,220
GOODRX HLDGS INC COM CL A COM CL A ** 203,461
GOODYEAR TIRE & RUBER CO COM ** 1,189,800
GOPRO INC CL A CL A ** 69,364
政府全国抵押贷款A GNR 2023-86 DA 5.5% 08-20-20-2050 ** 3,311,531
Government National MORTGAGE ASSOC 5.09004% 11-20-2065 ** 1,048,201
Government National MORTGAGE ASSOC GNMA # MA7135 2% 01-20-2051 ** 2,993,885
政府国家抵押协会GNMA # MA7420 3.5% 06-20-2051 ** 1,359,245
政府国家抵押协会GNMA # MA7473 % 07-20-2051 ** 727,278
Government National MORTGAGE ASSOC GNMA # MA75342.5 % 08-20-2051 ** 4,390,374
政府国家抵押协会GNMA # MA7648 2% 10-20-2051 ** 931,491
政府国家抵押协会GNMA # MA7649 2.5% 10-20-2051 ** 1,199,973
政府国家抵押协会GNMA # MA7650 3% 10-20-2051 ** 2,962,792
Government National MORTGAGE ASSOC GNMA # MA7883 3.5% 02-20-2052 ** 3,456,773
Government National MORTGAGE ASSOC GNMA # MA8570 5.5% 01-20-2053 ** 4,328,902
Government National MORTGAGE ASSOC POOL # 6468535.5% 08-15-2035 BEO ** 624
Government National MORTGAGE ASSOC SR24-19 CLE 5.0% 09-20-2057 ** 3,288,388
政府NATL MTG SER 2015-H14 CL FA FLTG RT 06-20-2065 ** 871,169
GPMT 2021-FL4 LTD FLTG RT6.38378 %到期12-15-2036 ** 4,895,793
GPO AERO SURESTE SER‘B’NPV ** 108,002
Grab HLDGS有限公司 ** 467,407
GRACO INC COM ** 3,448,810
格拉夫顿集团股份有限公司 ** 648,020
Grail INC COM ** 175,823
GRAINCORP‘A’NPV ** 871,420
Grainger W W INC 1.85%到期时间02-15-2025 ** 3,171,477
Grainger W W INC COM ** 4,711,604
赠款AB净现值 ** 529,375
图形包装HLDG CO COM STK ** 2,320,659
灰橡树管道3.45%到期10-15-2027 ** 380,712
108
证券名称、到期日、利率 成本 现值
（以美元计）
Great East SHI INR10（POST REORG） ** 292,868
Great Hall MTGS NO1 PLC 2007-02资产支持NT CLAC 144A2039年6月18日 ** 24,688
大西利菲科4.15%到期06-03-2047 ** 142,424
GREE控股公司 ** 26,114
绿点公司COM STK ** 302,516
绿色平原公司COM STK ** 5,688
GREENCORE GROUP ORD GBP0.01（CDI） ** 351,777
绿色工业INR1 ** 278,863
GreenPoint MTGFDG TR2006-OH1 MTG PASSTHRU CTF CLA-1 FLTG 01-25-2037 REG ** 735,863
格林斯股份有限公司普通股 ** 282,209
绿城服务集团有限公司HKD0.00001 ** 79,874
格林夫公司。 ** 5,037,572
Greywolf CLO VII LTD SRS 18-7A CLA1 10-20-2031 ** 3,391,553
Grosvenor Place 24 FRN CLO 0 1/2039 EUR‘A’ ** 517,310
GRUPO SBF SA COM NPV ** 192,264
GS MTG支持SECS 5%到期01-25-2052 ** 378,586
GS MTG支持SECS FLTG RT到期收益率为2.5% 09-25-2052 ** 1,885,072
GS MTG SECS COML MTG PASSTHRU CTF TR2015-GC30 CL A-S 3.777%到期05-10-2050 ** 1,901,175
GS MTG SECS TR1.56 %到期12-12-2053 ** 2,926,756
GS MTG SECS TR2015-GC32 COML MTG PASSTHRU CTF CL3.498 % 07-10-2048 ** 1,810,490
GS MTG SECS TR2020-GC45 SR20-GC45 CL A3 2.63% 02-13-2053 ** 2,691,932
GS MTG SECS TR3.05 %到期05-10-2049 ** 1,710,777
GS MTG SECS TR3.469 %到期11-10-2050 ** 1,758,749
GS MTG SECS TR3.506 %到期10-10-2048 ** 6,040,501
GS MTG SECS TR3.734 %到期11-10-2048 ** 2,457,995
GS MTG支持的SECS FLTG RT 2.5%到期12-25-2051 ** 62,761
GS MTG支持的SECS FLTG RT到期3% 08-26-2052 ** 1,607,294
GS MTG支持的SECS TR2022-HP1 MTG PASSTHRU CTF CLA-2 3% 09-25-2052 ** 1,441,398
GTT EUR0.01 ** 1,512,891
广州金卫诊断集团A CNY1 ** 165,746
Guardant Health INC COM ** 1,640,138
GuideWIRE SOFTWARE INC COM0.0001美元 ** 14,819,362
古吉拉特邦PETR INR10（DEMAT） ** 115,164
海湾石油润滑油INR10 ** 214,884
GULFPORT ENERGY CORP COM0.01美元 ** 711,380
GUNGHO ONLINE ENTE NPV ** 42,428
GUNKUL Engineering THB0.25（NVDR） ** 13,328
GUNZE LTD NPV ** 236,243
GUR-SEL TURIZM TAS TRY1 ** 107,817
H LUNDBECK A/S SER B DKK1 ** 504,376
H.I.S. CO LTD NPV ** 107,501
哈可持续基础设施资本公司 ** 7,288,450
Hackensack Meridian Health INC2.875 % 09-01-2050 ** 273,273
HAEMONETICS CORP MASS COM ** 701,315
HAFNIA LIMITED USD0.01 ** 56,373
HAL信托单位NPV ** 37,522
HALEON UK CAPITAL PLC 3.125% 03-24-2025 ** 1,693,249
HALEON US CAPITAL LLC 3.375% 03-24-2027 ** 4,650,246
109
证券名称、到期日、利率 成本 现值
（以美元计）
HALEON US CAPITAL LLC 3.375% 03-24-2029 ** 761,830
HALEON US CAPITAL LLC 3.375% 03-24-2029 ** 724,208
哈利伯顿公司 ** 7,581,442
HAMAKYOREX CO LTD NPV ** 65,235
汉密尔顿保险集团有限公司。 ** 887,883
HAMILTON LANE INC CL A CL A ** 1,400,701
HAMMOND POWER SOLU CLASS‘A’SUB-VTG NPV ** 267,105
韩亚金融GRP KRW5000 ** 5,250,764
HANCOM LIFECARE in KRW200 ** 21,080
HANESBRANDS INC COM STK ** 4,103,073
杭州旭日T A CNY1 ** 304,494
汉科壳油KRW5000 ** 77,453
汉国碳CO KRW500 ** 429,821
汉仕达板卡CRP TWD10 ** 83,602
汉诺威INS集团4.5%到期04-15-2026年 ** 872,237
汉诺威INS Group INC COM ** 1,798,232
汉索纸业CO KRW5000 ** 655
韩华航空航天有限公司 ** 294,752
韩华发动机KRW1000 ** 468,869
韩华综合保险股份有限公司KRW5000 ** 37,454
韩华科技有限公司KRW5000 ** 41,450
Harbour Energy PLC ORD GBP0.00002 ** 385,435
哈雷-戴维森摩托车TR2024-A SER24-A CL A4 5.29% 12-15-2031 ** 3,756,953
哈雷-戴维森摩托车TRSER24-A CL A3 5.37% 03-15-2029 ** 3,596,656
Harmony Biosciences HLDGS INC COM ** 456,655
哈特福德FINL SVCS 4.3到期04-15-2043 ** 135,023
HASBRO INC COM ** 3,731,993
HAVERTY FURNITURE COS INC COM STK ** 191,614
HAYFIN EMERALD CLO SR12A CL25/01/2037 ** 519,017
Hazama Ando CORP NPV ** 417,969
HCA HealthCare INC COM ** 10,587,791
HCA公司4.125% 06-15-2029 ** 6,376,819
HCA公司5.2% 06-01-2028 ** 3,517,829
HCA INC5.25 %到期日06-15-2026 ** 3,769,327
HCA INC5.25 %到期06-15-2049 ** 130,073
HCA INC5.875 %到期日02-15-2026 ** 1,890,409
HCA公司5.95% 09-15-2054 ** 666,826
HCA INC SR SECD NT 4.625% 03-15-2052 ** 1,527,153
HCL TECHNOLOGIES INR2 ** 3,267,119
HD现代电气能源系统有限公司KRW5000 ** 641,101
HD HYUNDAI MIIPO LTD KRW5000 ** 526,627
HDFC资产管理公司INR5 ** 2,766,514
HDFC银行有限公司INR1 ** 9,775,263
HealthCare Realty Trust INC COM USD0.01 CL A ** 4,281,045
医疗保健RLTY 2%到期03-15-2031 ** 159,470
医疗保健RLTY 3.1%到期02-15-2030 ** 288,206
HEALTHEQUITY INC COM ** 5,514,438
健康高峰PPTYS固定3%到期01-15-2030 ** 2,000,071
110
证券名称、到期日、利率 成本 现值
（以美元计）
HEATHPEAK PPTYS INC SR NT2.125 % 12-01-2028 ** 166,385
HEALTHPEAK Properties INC3.5 %到期日07-15-2029 ** 594,471
HEARTLAND EXPRESS INC COM ** 225,668
HEBA Fastighets AB SER‘B’NPV ** 118,797
HECLA MNG CO COM ** 129,379
HEICO CORP新5.25% 08-01-2028 ** 813,660
HEICO CORP NEW CL A CL A ** 1,090,590
海德堡材料公司 ** 1,246,840
HEIDRICK & Struggles INTL INC COM ** 271,930
HELIA GROUP LTD NPV ** 1,231,801
HELIOS技术公司 ** 768,701
HELIX ENERGY SOLUTIONS GROUP INC COM STK ** 312,155
HELMERICH & PAYNE INC COM ** 3,173,246
HENKEL AG & CO KGAA NON-VTG PRF NPV ** 3,151,834
合润股份有限公司 ** 411,756
Heritage INS HLDGS INC COM ** 184,235
HERO FDG 2017-2到期固定3.28% 09-20-2048 ** 59,532
HERTZ VEH FING III 1.99%到期06-25-2026 ** 635,072
HERTZ VEH FING III 2.33%到期06-26-2028 ** 1,126,881
HERTZ VEH FING III 3.89%到期09-25-2028 ** 1,742,215
HESS CORP4.3 %到期04-01-2027 ** 1,881,425
HESS CORP COM STK ** 665,848
HEXAGON AB SER‘B’NPV ** 3,385,880
HEXAGON Composites NOK0.10 ** 340,036
HF SINCLAIR HF SINCLAIR CORPORATION5.875 %到期04-01-2026 ** 503,745
HF SinCLAIR CORPORATION COM0.01美元 ** 1,390,784
HIGHBRIDGE贷款管理有限公司23/01/20350% 01-23-2035 ** 751,335
HIGHWEALTH CONSTRU TWD10 ** 149,761
HILT COML MTG TR2024-ORL5.85 309% 05-15-2037 ** 2,000,626
希尔顿食品集团ORD GBP0.10 ** 278,427
HILTON WORLDWIDE HLDGS INC COM NEW COM NEW ** 6,475,592
HIPPO HLDGS INC COM NEW ** 22,567
HisamitsuPharmCO NPV ** 59,783
日立能源印度有限公司 ** 380,448
日立净现值 ** 18,901,042
HITEJINRO HOLDINGS CO LTD KRW5000 ** 15,089
HITO Communications HOLDINGS ** 16,226
海创科技TWD10 ** 28,745
HIVE DIG COM ** 118,025
HKBN LTD HKD0.0001 ** 29,159
HLTN COML MTG TRFLTG RT5.95 336 %到期06-15-2041 ** 4,743,878
HOCHSCHILD矿业ORD GBP0.01 ** 212,629
HOCHTIEF AG净现值 ** 226,840
HOEGH AUTOLINERS NOK0 ** 26,493
HOIST FINANCE AB NPV ** 421,440
HOME BANCSSHARES INC COM ** 8,191,265
HOME DEPOT INC2.375 % 03-15-2051 ** 487,589
HOME DEPOT INC3.3 %到期04-15-2040 REG ** 327,523
111
证券名称、到期日、利率 成本 现值
（以美元计）
HOME DEPOT INC4.5 % 09-15-2032 ** 778,868
HOME DEPOT INC4.875 % 06-25-2027 ** 1,256,945
HOME DEPOT INC COM ** 25,485,847
家庭伙伴AMER 2.302%到期12-17-2026年 ** 3,362,518
鸿海精密TWD10 ** 1,229,117
本田汽车应收账款所有者信托SER 24-3 CLS A4 4.51% 11-21-2030 ** 3,488,170
本田汽车应收账款拥有人信托SR24-1 CLA2 5.36% 09-15-2026 ** 2,447,548
本田汽车应收账款拥有人信托SR24-1 CLA3 5.21 % 08-15-2028 ** 2,980,476
本田MTR有限公司2.534%到期03-10-2027 ** 1,802,147
HONEST CO INC COM ** 79,002
霍尼韦尔国际公司5.35% 03-01-2064 ** 140,907
霍尼韦尔INTL INC COM STK ** 18,831,320
香港交易所&结算 ** 1,153,705
港隆金融集团MYR1 ** 32,271
Horace MANN Educators CORP COM ** 4,141,472
HORIBA LTD NPV ** 541,573
HORNBACH HLDG KGAA NPV ** 796,579
东道酒店及度假村L P 5.5% 04-15-2035 ** 685,406
HOULIHAN LOKEY INC CL A CL A ** 1,003,928
HOWARD HUGHES HLDGS INC COM HOWARD HUGHES HLDG INC ** 1,219,951
HOWMET AEROSPACE INC COM USD1.00 WI ** 9,874,470
HOYA CORP NPV ** 3,383,849
惠普企业CO 4.55% 10-15-2029 ** 1,434,514
惠普企业CO 5.0% 10-15-2034 ** 216,409
惠普企业CO 5.6% 10-15-2054 ** 259,348
惠普 INC2.2 %到期06-17-2025 ** 2,046,317
惠普 INC新台币1.45% 06-17-2026 ** 2,886,192
HPSP CO LTD KRW500 ** 428,790
HSBC BK USA N A 7 due 01-15-2039 ** 278,623
HSBC HLDGS PLC 2.099%到期06-04-2026 ** 3,940,449
HSBC HLDGS PLC 2.099%到期06-04-2026 ** 2,629,727
HSBC HLDGS PLC 2.357%到期08-18-2031 REG ** 332,200
HSBC HLDGS PLC 2.848% 06-04-2031 ** 596,960
HSBC HLDGS PLC 4.041% 03-13-2028 ** 1,272,489
HSBC HLDGS PLC 4.041% 03-13-2028 ** 195,768
HSBC HLDGS PLC 5.13% 11-19-2028 ** 2,915,974
HSBC HLDGS PLC 5.597% 05-17-2028 ** 3,254,912
HSBC HLDGS PLC 5.7 19%到期03-04-2035 ** 7,555,001
HSBC HLDGS PLC 5.733%到期05-17-2032 ** 7,587,509
HSBC HLDGS PLC 6.254% 03-09-2034 ** 467,187
HSBC HLDGS PLC 7.39% 11-03-2028 ** 1,908,491
HSBC HLDGS PLC FLTG RT 1.645%到期日04-18-2026 ** 495,065
HSBC HLDGS PLC FLTG RT 2.871%到期11-22-2032 ** 843,687
HSBC HLDGS PLC FLTG RT 2.871%到期11-22-2032 ** 2,277,954
HSBC HLDGS PLC FLTG RT 2.999%到期03-10-2026 ** 1,688,420
HSBC HLDGS PLC FLTG RT 2.999%到期03-10-2026 ** 1,789,873
HSBC HLDGS PLC FLTG RT 4.292%到期09-12-2026 ** 3,631,431
HSBC HLDGS PLC FLTG RT 5.887%到期日08-14-2027 ** 202,946
112
证券名称、到期日、利率 成本 现值
（以美元计）
HSBC HOLDINGS PLC 6.161% 03-09-2029 ** 1,617,658
HSBC HOLDINGS PLC 6.332% 03-09-2044 ** 348,662
胡蓝联TWD10 ** 372,298
HUB24有限NPV ** 150,825
Hubbell INC COM ** 2,204,199
HUBER & SUHNER AG CHF0.25（REGD） ** 166,208
COM NPV中的Hudbay Minerals ** 100,920
HUGEL INC KRW500 ** 136,425
HUMANA INC5.75 %到期03-01-2028 ** 1,682,974
HUMANA INC COM ** 9,539,496
匈牙利（共和国6.75% 25/09/2052 ** 203,206
匈牙利REP5.5 % 03-26-2036 ** 654,996
匈牙利TNOTE6.25 %到期09-22-2032REG ** 611,640
匈牙利（REP of）5.375% SNR 12/09/33欧元1000 ** 448,341
亨廷顿银行股份有限公司5.272% 01-15-2031 ** 500,698
亨廷顿银行股份有限公司6.208% 08-21-2029 ** 567,821
05-17-2033年到期的HUNTINGTON FLTG RT 5.023% ** 403,652
亨廷顿INGALLS INDS公司3.844% 05-01-2025 ** 3,534,917
亨廷顿INGALLS INDS公司COM ** 8,066,562
HUNTINGTON INGALLS INDS INC SR NT2.043 % 08-16-2028 ** 898,123
HUNTSMAN CORP COM STK ** 9,071,055
HYATT酒店集团5.25% 06-30-2029 ** 805,709
HYATT HOTELS CORP COM CL A COM CL A ** 2,494,255
HYOSUNG HEAVY INDU KRW5000 ** 23,492
HYSAN开发NPV ** 54,872
HYSTER-YALE INC COM USD0.01 CL A ** 245,279
现代汽车1.33%到期11-15-2027 ** 489,931
现代汽车1.49%到期12-15-2027 ** 1,599,535
现代汽车4.58%到期04-15-2027 ** 1,442,219
现代汽车5.54%到期10-16-2028 ** 2,732,598
现代汽车应收账款信托SER 24-B CL A3 4.84% 03-15-2029 ** 296,496
HYUNAI CAP AMER4.875 %到期11-01-2027 ** 2,982,907
现代CAP AMER5.8 %到期06-26-2025 ** 772,767
HYUNDAI GLOVIS CO KRW500 ** 364,773
现代海事& FIR KRW500 ** 65,485
现代MOVEX CO L KRW100 ** 71,416
现代ROTEM CO L KRW5000 ** 1,398,480
SHS中的HYVISION系统 ** 24,859
I/L CANADA（GOVT of）3% 0 1/12/2036 CAD1000 ** 89,879
I/O FEDERAL HOME LN MTG CORP SER 2936 CL SC VAR RT 03-15-2029 ** 4,771
I/O FHLMC MULTICLASS SER 004579 CL SD01-15-2038 ** 6,514
I/O FNMA POOL # AN6788 2.87% 09-01-2027 ** 1,679,338
I/O FNMA REMIC SER 2013-13 CL IK 03-25-2028 ** 1,958
I/O FNMA REMIC TR2013-17CL-TI 3% 03-25-2028REG ** 2,179
I/O FNMA SMBS TR404 CL05-25-2040 ** 99,523
I/O FNMA SMBS TR421 CL12-25-2038 ** 28,148
i3 Verticals INC CL A CL A ** 2,909,192
IA Finance CORP COM NPV ** 2,530,688
113
证券名称、到期日、利率 成本 现值
（以美元计）
IBF金融控股有限公司TWD10 ** 73,417
ICE _ CDS GOLDUS33 20/12/2025卖出巴克莱银行PLC 1.5% SWPC0N6P6 ** 5,435
ICE _ CDS MSNYUS33 06/20/2028卖出美国电话电报 INC3.8 %02/15/20 SWPC0LX54 ** 3,231
ICE _ CDS MSNYUS33 06/20/2028卖出通用汽车CO 4.2% SWPC0LUG3 ** 111,365
ICE _ CDS MSNYUS33 12/20/2025卖出福特汽车信贷CO L SWPC0L3F5 ** 8,975
ICE _ CDS MSNYUS33 12/20/2028卖出福特汽车公司4.3 SWPC0M9M2 ** 109,349
ICE _ CDS MSNYUS33 20/06/2025卖出巴克莱银行PLC 1.5% SWPC0N7G5 ** 1,089
ICE _ CDS MSNYUS33 20/12/2029卖出Glencore Finance EUROP SWPC0N1J5 ** 116,177
ICE _ CDX GOLDUS33 12/20/2029卖出CDX.NA.IG.43 SWPC0MWQ7 ** 359,363
ICG US CLO 2020-1 LTD/ICG US CLO 5.75 478% 01-20-2035 ** 7,013,328
ICG US CLO 2024-R1 LTD/ICG US CLO 0% 01-25-2038 ** 7,033,450
ICNQ2024-MF MTG TRCOML MTG途经CTF CLA5.778 % 12-10-2034 ** 1,003,208
ICRA LTD INR10 ** 23,943
IDACORP股份有限公司COM ** 6,728,588
IDEXX LABS INC COM ** 12,715,761
IFAST CORP LTD CORP LTD ** 101,031
IGG INC USD0.0000025 ** 1,078,721
IHH HealthCare BHD COM ** 630,332
日进电气KRW1000（新） ** 206,452
IL ST BUILD AMERICA BondS-TAXABLE-SER 3 6.725 04-01-2035 BEO ** 352,094
i'll INC净现值 ** 27,895
生病的工具WKS INC COM ** 12,733,276
ILUKA资源NPV ** 87,860
IMB国际资本4.6% 02-05-2029 ** 1,631,283
IMMUNOVANT INC COM ** 1,050,124
IMPALA PLATINUM NPV ** 467,586
IMPLENIA AG CHF1.02（REGD） ** 151,798
In MICH PWR CO FIXED 3.85% 05-15-2028 ** 241,930
稻田株式会社NPV ** 110,181
INCYTE CORP COM ** 406,339
独立RLTY TR INC COM ** 837,089
独立BK CORP MASS COM COM STK USD0.01 ** 6,663,821
INDIAMART INTEMES INR10 ** 279,032
印度能源交易所有限公司 ** 583,779
印度金属& Ferro合金 ** 127,275
印度石油公司INR10 ** 1,196,495
INDIANA ST FIN AUTH REV2.496 % 03-01-2032BEO应纳税 ** 1,692,083
Indigo CRE MANG II IDX/LKD BDS 15/07/2038欧元 ** 517,750
INDITEX（IND.DE DISENO TEXTIL SA）EUR0.03（POST SUBD） ** 8,157,790
INDO TAMBANGRAY IDR500 ** 261,609
印度尼西亚政府8.375% 15/03/34 ** 649,509
印度尼西亚（共和国）T债券3.5% 01-11-2028 ** 763,660
INDOSTAR CAPITAL INR10 ** 57,136
INDRA SISTEMAS SA EUR0.20 SER‘A’ ** 677,033
工商银行China‘h’ ** 2,880,006
INFICON HOLDING AG CHF5（REGD） ** 277,791
INFORMATICA INC CL A CL A ** 1,682,572
Infosys Limited ** 2,688,693
114
证券名称、到期日、利率 成本 现值
（以美元计）
INFOSYS有限ADR ** 1,809,606
ING集团NV3.869 % 03-28-2026 ** 2,991,694
ING集团NV4.017 % 03-28-2028 ** 664,058
ING集团NV5.55 % 03-19-2035 ** 7,460,618
ING集团NV6.083 % 09-11-2027 ** 305,751
ING集团NV6.083 % 09-11-2027 ** 6,479,880
ING集团NV6.114 % 09-11-2034 ** 517,772
ING集团NV固定利率4.625%到期01-06-2026 ** 799,955
ING GROEP N.V. 0.01欧元 ** 9,663,430
ING US FDG LLC光盘COML纸4/A2 YRS 1 & 2 10-07-2025 ** 3,954,843
英格索兰德公司5.197% 06-15-2027 ** 2,483,731
INGERSOLL RAND INC5.4 %到期日08-14-2028 ** 1,584,562
INGEVITY CORP COM ** 590,019
INGREDION INC COM ** 5,545,869
INNERGEX可再生COM NPV ** 225,010
INOGEN INC COM ** 71,333
Insight Enterprises INC COM ** 181,151
INSMED INC COM PAR $.01 ** 3,352,997
INSOURCE CO LTD NPV ** 178,315
INSPERITY INC COM ** 995,461
Inspire MED SYS INC COM ** 2,256,631
INSTEL INDS INC COM ** 19,987
INSYDE软件COTWD10 ** 47,095
INTACT FINL CORP COM NPV ** 4,513,214
Integrafin HOLDING ORD GBP0.01 ** 46,282
Integral AD Science HLDG CORP COM ** 387,773
INTEL CORP3.25 %到期11-15-2049 ** 77,723
INTEL CORP3.7 %到期07-29-2025 ** 593,014
INTEL CORP3.734 % 12-08-2047BEO ** 112,237
INTEL CORP4.1 %到期05-11-2047 ** 149,349
INTEL CORP4.875 % 02-10-2026 ** 2,516,489
英特尔公司COM ** 1,619,017
INTEL CORP FIXED 3.75%到期08-05-2027 ** 1,541,067
INTEL CORP SR NT3.05 % 08-12-2051 ** 57,090
INTELLIA THERAPEUTICS INC COM ** 65,109
Interactive Brokers Group INC CLCOM ** 2,709,941
洲际交易所4.6% 03-15-2033 ** 2,069,697
洲际交易所网站 ** 7,557,042
INTERCORP金融服务公司COM ** 59,795
国际联合航空公司订单EUR0.10 ** 4,132,715
国际游戏技术共同股票 ** 5,603,589
国际货币快递公司COM ** 221,131
国际个人金融股份有限公司ORD GBP0.10 ** 7,120
InterPublic Group Companies INC COM ** 1,335,041
INTERSTATE PWR & LT CO3.6 % 04-01-2029 ** 2,059,706
INTESA SANPAOLO NPV ** 9,469,464
INTESA SANPAOLO S6.625 %到期06-20-2033 ** 355,622
INTL游戏系统TWD10 ** 5,466,486
115
证券名称、到期日、利率 成本 现值
（以美元计）
细胞内疗法公司COM ** 2,235,413
INTUIT COM ** 34,913,804
INTUIT INC5.5 % 09-15-2053 ** 460,943
INTUITIVE SURGICAL INC COM NEW STK ** 9,535,687
INVENTRUST PPTYS CORP COM0.001美元 ** 286,114
INVESCO LTD COM STK USD0.20 ** 6,462,269
INVESTEC LIMITED ZAR0.0002 ** 108,978
INVESTEC ORD GBP0.0002 ** 469,644
Invitation HOMES 4.15% 04-15-2032 ** 2,305,273
Invitation HOMES OPER合作伙伴关系2.3%到期11-15-2028年BEO ** 812,221
Invitation HOMES OPER伙伴关系SR NT2.7 % 01-15-2034 ** 2,473,335
IOCHPE-MAXION SA COM NPV ** 98,963
IONIS Pharmaceuticals INC COM ** 2,180,700
IOVANCE生物治疗公司COM ** 2,426,238
IPALCO Enterprises INC4.25 %到期05-01-2030 REG ** 400,377
IPALCO Enterprises INC SR SECD NT 5.75% 04-01-2034 ** 3,757,285
艾昆纬 HLDGS INC COM0.01美元 ** 210,855
IRB基础设施144A7.11 % 11/03/2032 ** 403,865
IRB Infrastructure INR1（POST SUB/DIV） ** 502,398
IRESS有限NPV ** 633,386
iROBOT CORP COM ** 122,706
IRONWOD PHARMACEUTICALS INC COM CL A ** 361,519
是YATIRIM MENKUL TRY1（B股） ** 143,038
ISB公司NPV ** 43,491
以色列（州）1.75% SNR 31/08/25ILS1000 ** 271,843
以色列（州）2% BDS 31/03/2027 ILS1000 ** 292,068
以色列（州）4.5%到期01-17-2033 REG ** 275,342
以色列（州）5.375% 03-12-2029 ** 1,595,091
I-TAIL CORPORATION THB1（NVDR） ** 286,214
ITC HLDGS CORP3.25 %到期06-30-2026 ** 781,971
ITC HLDGS CORP5.3 %到期07-01-2043 ** 184,040
ITEOS治疗公司。COM ** 159,122
ITRON INC COM STK NPV ** 620,426
IVANHOE MINES LTD COM STK ** 597,776
强生零食公司COM STK NPV ** 3,893,763
J前沿零售NPV ** 732,223
J KUMAR INFAPROJEC COM STK ** 77,134
摩根大通CHASE COML MTG SECS TR5.7 9715 % 10-05-2039 ** 502,401
JP MORGAN CHASE FLTG RT 5.69 148%到期11-15-2038 ** 3,482,500
JP MORGAN CHASE FLTG RT 5.76648%到期06-15-2038 ** 575,573
JP MORGAN MTG TRFLTG RT 2.5%到期10-25-2051 ** 1,251,459
JAB HOLDINGS BV 2.25% GTD SNR 19/12/39欧元 ** 582,576
JABIL INC COM0.001美元 ** 4,476,010
Jackson National Life Global FNDG 144A3.875 %到期06-11-2025BEO ** 248,934
JACKSON NATL LIFE Global FDG SECD TRANCHE # SR004575.55 % 07-02-2027 ** 1,389,429
JACOBS ENGR Group INC6.35 % 08-18-2028 ** 7,297,960
JAGUAR Mining INC COM NPV（POST REV SPLIT） ** 44,547
James River Group HOLDINGS COM USD0.0002 ** 69,398
116
证券名称、到期日、利率 成本 现值
（以美元计）
Janus Henderson Group PLC ORD USD1.50 ** 1,767,717
JANUS INTL Group INC COM ** 6,457,490
JANUX THERAPEUTICS INC COM ** 165,920
日本（30年TBOND. 7% 20/06/2051 ** 446,243
JAPAN Exchange Group INC NPV ** 119,382
日本政府CPIIDX/LKD 10/03/2028 ** 2,044,019
日本LIFELINE CO NPV ** 60,544
日本医疗DYNA NPV ** 20,673
日本邮政控股公司NPV ** 1,906,277
日本邮政保险公司NPV ** 375,491
日本（GOVT of）0.1% I/L SNR 10/03/2029 JPY ** 2,766,092
日本（GOVT of）0.4% SNR 20/06/29 JPY50000 ** 251,017
日本（GOVT of）0.5% SNR 20/03/49 JPY50000 ** 224,629
日本（GOVT of）1.5% SNR 20/09/43 JPY50000 ** 907,287
日本（GOVT of）1.8% SNR 20/03/54 JPY50000 ** 80,838
日本（GOVT of）2.2% SNR 20/03/64 JPY50000 ** 409,183
日本（GOVT of）2.2% SNR 20/06/54 JPY50000 ** 245,931
JAPFA COFED INDO LKD SHARES（IDR200 & IDR40） ** 257,208
JAPFA LTD NPV ** 68,836
JASA MARGA（PERSERO）TBK PT ** 17,541
JAYA TIASA HLDGS NPV ** 96,357
JAYMART GROUP HOLDINGS PCL THB1（NVDR） ** 16,880
JAZEERA航空公司KWD0.100 ** 43,697
JB金融集团 ** 260,188
JBS SA COM NPV ** 198,015
JBS USA HOLD/FOOD/LUX CO6.75 % 03-15-2034 ** 905,021
JBS USA LUX S A/JBS USA FOOD CO 7.25% 11-15-2053 ** 242,399
JCDECAUX SE NPV ** 953,884
JCU公司 ** 46,484
京东 LOGISTICS INC 144A USD0.000025 ** 2,622,138
JD.COM INC0.00002美元A类 ** 528,737
JELD-WEN HLDG INC COM ** 196,093
JENOPTIK AG NPV（POST CONS） ** 1,017,230
JET2 PLC ** 1,270,814
JINDAL SAW LTD FV INR 1 DEMAT Equity ** 887,436
约翰迪尔资本公司2.35% 03-08-2027 ** 464,686
约翰·迪尔所有者3.8%到期05-15-2029 ** 989,977
约翰·迪尔所有者4.91%到期02-18-2031 ** 2,514,878
约翰·迪尔所有者将于09-17-2029年到期的5.2% ** 1,158,323
约翰·迪尔所有者TRSR24-A CL A34.96 % 11-15-2028 ** 2,239,984
JOHNSON & JOHNSON COM USD1 ** 22,324,556
约翰逊控制日立航空C ** 29,621
JOHNSON ELEC HLDGS HKD0.05 ** 609,691
约翰逊健康TEC TWD10 ** 84,415
约翰逊·马西 ** 693,170
JOHNSON Service GP ORD GBP0.10 ** 273,772
JONES LANG LASALLE INC COM STK ** 406,543
JPMBB COML MTG 3.3 1060004234%到期03-17-2049 ** 731,393
117
证券名称、到期日、利率 成本 现值
（以美元计）
JPMBB COML MTG 3.7697%到期12-15-2048 ** 3,850,798
JPMDB COML MTG SECS TR2016-C4 CLA-2 2.88 22% 9-15-2026 ** 5,500,892
JPMorgan CHASE & 6.087%到期10-23-2029 ** 518,542
JPMorgan CHASE & 6.087%到期10-23-2029 ** 3,422,375
摩根大通1.04% 02-04-2027 ** 5,284,285
摩根大通1.47% 09-22-2027 ** 1,315,016
JPMorgan CHASE & CO 2.005% 03-13-2026 ** 9,037,419
摩根大通公司2.069% 06-01-2029 ** 1,269,777
JPMorgan CHASE & CO 2.083%到期04-22-2026/10-22-2020REG ** 9,917,939
摩根大通2.522% 04-22-2031 ** 5,644,117
摩根大通公司2.947% 02-24-2028 ** 2,744,856
摩根大通公司2.963% 01-25-2033 ** 14,206,717
摩根大通3.509% 01-23-2029 ** 1,275,172
摩根大通3.96% 01-29-2027 ** 293,699
JPMorgan CHASE & CO 4.0%到期12-31-2049 REG ** 2,727,285
摩根大通4.323% 04-26-2028 ** 380,358
摩根大通4.452% 12-05-2029 ** 5,535,726
摩根大通4.505% 10-22-2028 ** 2,864,437
JPMorgan CHASE & CO 4.6%到期12-31-2049 ** 2,279,778
摩根大通4.603% 10-22-2030 ** 343,647
摩根大通4.979% 07-22-2028 ** 7,876,283
摩根大通4.995% 07-22-2030 ** 6,346,030
摩根大通5.012% 01-23-2030 ** 2,169,821
摩根大通5.04% 01-23-2028 ** 4,087,807
摩根大通5.299% 07-24-2029 ** 2,777,750
摩根大通5.53% 07-22-2035 ** 840,929
摩根大通5.571% 04-22-2028 ** 4,383,594
摩根大通5.766% 04-22-2035 ** 10,231,773
摩根大通6.07% 10-22-2027 ** 5,287,059
JPMorgan CHASE & CO COM ** 64,804,640
JPMorgan CHASE & CO NT FIXED至FLTG RATE 1.578% 04-22-2027 ** 1,842,950
JPMorgan CHASE & CO SR NT FIXED/FLTG 2.595% 02-24-2026 ** 519,221
摩根大通公司2.739% 10-15-2030 ** 3,745,426
JPMorgan CHASE & CO.2.956 % 05-13-2031 ** 2,934,135
JPMorgan CHASE & CO.4.851 %到期07-25-2028 ** 849,931
JPMorgan CHASE & CO.5.336 % 01-23-2035 ** 597,250
JPMorgan CHASE & CO.5.35 % 06-01-2034 ** 1,400,616
JPMorgan CHASE & FLTG RT 1.045%到期11-19-2026年 ** 3,878,820
JS全球生活方式USD0.00001 ** 11,381
JSC KazmunayGAS 3.5% SNR MTN 14/04/2033美元 ** 413,919
JSC KazmunayGAS 6.375% SNR MTN 24/10/48美元 ** 278,625
JSC OGK-2卢布0.3627（卢布） ** 27,406
JSW能源有限公司COM ** 824,036
JTC PLC ORD GBP0.01 ** 151,112
JULIUS BAER GRUPPE CHF0.02（REGD） ** 4,651,115
JUNIPER Network INC COM ** 212,042
JUST DIAL LTD INR10 ** 68,780

118
证券名称、到期日、利率 成本 现值
（以美元计）
JUSTSYSTEMS CORP NPV ** 225,894
JVCKENWOD CORPORA NPV ** 5,289,730
JYSKE银行A/S DKK10 ** 46,031
JYSKE REALKREDIT 1% CVD BDS 0 1/10/50 DKK0.01 ** 7,821
JYSKE REALKREDIT 1% SNR 0 1/10/2050 DKK0.01 ** 1
KAKAKU.COM。INC净现值 ** 471,189
KAKEN制药NPV ** 43,074
KALMAR OYJ SER‘B’NPV ** 222,538
KAMIGUMI CO LTD NPV ** 374,731
KANADEN CORP NPV ** 26,849
KANEMATSUC CORP NPV ** 1,306,783
KANSAS CITY POWER & LIGHT CO4.2 % 03-15-2048 ** 237,974
KAORI HETREATME TWD10 ** 647,837
KARDEX HOLDING AG ** 378,178
Karur VYSYA银行INR2 ** 383,196
KASIKORNBANK PCL THB10（NVDR） ** 1,493,201
KATO SANGYO CO NPV ** 45,966
KB金融集团KRW5000 ** 535,642
KB KoKMIN BK NEW YORK BRH 06-26-2024 DEP的FLTG CTF 04-23-2025 ** 1,885,388
KB KoKMIN BK纽约BRH DTD 05-23-2024 FLTG CD 05-27-2025 ** 853,081
KB KoKMIN BK纽约BRH DTD 10-24-2024 4.67% CTF DEP 07-24-2025 ** 3,019,825
KBC集团NV NPV ** 4,472,553
KBR公司COM ** 5,570,665
KCTECH CO LTD KRW500 ** 68,781
KDDI CORP NPV ** 25,666
KEARNY FINL CORP MD COM ** 70,163
KEC国际INR 2 ** 213,341
KeESON TECHNOLOGY A CNY1 ** 149,778
KEI INDUSTRIES INR2 ** 105,094
KELLANOVA 4.3%到期日05-15-2028 ** 3,844,288
KELLANOVA SR NT5.75 % 05-16-2054 ** 199,815
KELLOGG CO5.25 %到期03-01-2033 ** 260,571
KELLY SERVICES INC CLA COM ** 170,291
KEMPER CORP DEL COM ** 6,099,126
KENKO MAYONNAISE NPV ** 49,879
KENVUE INC5.2 % 03-22-2063 ** 148,106
KENVUE INC COM ** 11,195,364
KENVUE INC SRNT 5.5% 03-22-2025 ** 822,428
KEPCO Engineering KRW200 ** 252,840
KEPCO Plant Service & Engineering CO LTDKRW200 ** 519,860
KEPPEL REIT ** 421,735
凯瑞物流网络有限公司HKD1 ** 479,159
KERRY Properties HKD1 ** 286,444
KEURIG DR PEPPER INC5.05 % 03-15-2029 ** 261,769
Key BK NATL ASSN STEP CPN 4.39%到期12-14-2027 ** 1,420,014
KEYSIGHT TECHNOLOGIES INC COM ** 8,335,412
Keystone Realtors INR10.00 ** 10,186
KFIN TECHNOLOGIES COMM股票 ** 666,891
119
证券名称、到期日、利率 成本 现值
（以美元计）
KIATNAKIN PHATRA BANK PCL NON VTG DEP RCPT REP 1 ORD THB10 ** 191,861
KID ASA NOK1.20 ** 161,191
KIER GROUP PLC ORD GBP0.01 ** 11,475
KILLAM APT REAL ES信托单位 ** 506,508
KILROY REALTY CORP2.5 %到期11-15-2032 ** 582,551
KILROY RLTY LP6.25 % 01-15-2036 ** 297,714
金伯利-克拉克公司 ** 7,482,122
KINAXIS INC COM NPV ** 939,015
KINDER MORGAN 6.5%到期02-01-2037 ** 230,000
Kinder MORGAN INC 4.3%到期06-01-2025 ** 698,383
Kinder Morgan INC DEL 1.75% 11-15-2026 ** 4,576,466
KINDER MORGAN INC FIXED 3.25%到期08-01-2050 ** 168,100
国王幻灯片工作TWD10 ** 661,898
KINGDEE INTL SOFTW HKD0.025 ** 583,092
京网网络有限公司CNY1 ** 569,501
KINNEVIK AB NPV B ** 77,416
金浦电子TWD10 ** 249,487
柯比CORP COM ** 677,014
KIRLOSKAR PNEUMATI INR2（POST子司） ** 329,486
KITE RLTY Group TRCOM NEW COM NEW ** 803,818
KITZ公司NPV ** 42,368
KIWOM证券KRW5000 ** 330,489
KKR & CO INC CL A CL A ** 14,769,849
KLA CORP3.3 % 03-01-2050 ** 228,308
KLA CORP4.95 % 07-15-2052 ** 482,426
KLA CORPORATION COM0.001美元 ** 15,676,125
KNIFE RIV HLDG CO COM ** 3,494,282
Knight-SWIFT TRANSNHLDGS INC CL A CLASSA Common Stock USD0.01 ** 4,673,089
NORR BremSE AG ** 1,902,411
KODIAK SCIENCES INC COM0.0001美元 ** 109,161
KOMERCNI BANKA CZK100 ** 183,123
KOMMUNALBANKEN为1.9% 19/01/2027 ** 59,043
KON AHOLD DELHAIZE 0.01欧元 ** 3,708,040
KONECRANES OYJ NPV ** 836,265
KoninKLIJKE HEIJMANS N.V ** 1,410,202
KoninKLIJKE VOPAK欧元0.50 ** 167,673
KONOIKE交通NPV ** 88,477
KOPPERS HLDGS INC COM ** 85,309
韩国ELEC任期KRW500 ** 146,965
韩国财政部BD4.0 % 10/12/2031 ** 240,931
韩国（共和国）2.375% SNR 10/12/2028KRW ** 777,232
韩国（共和国）2.625% SNR 10/06/2028KRW ** 1,084,686
韩国（共和国）3.25% SNR 10/03/2053韩元 ** 74,826
韩国（共和国）4.25% SNR 10/12/2032 KRW ** 351,516
韩国再保险KRW500 ** 178,398
KOSE CORPORATION NPV ** 2,969,172
KPIT技术INR10 ** 58,972
KRAFT HEINZ CO COM ** 14,261,724
120
证券名称、到期日、利率 成本 现值
（以美元计）
KRAFT HEINZ FOODS CO GTD SR NT4.625 % 10-01-2039 ** 357,964
KRAFTON INC REG S KRW100 ** 468,915
克拉托斯国防与安全解决方案公司 ** 2,158,174
MED DM2的KRISHNA INST之KRISHNA INST ** 382,470
KROGER CO 4.45%到期02-01-2047 ** 247,116
克罗格公司5.358% 09-15-2034 ** 503,040
KROGER CO5.5 % 09-15-2054 ** 18,861
克罗格公司5.65% 09-15-2064 ** 263,730
克罗格公司 ** 950,699
KRONOS WORLDWIDE INC COM STK ** 91,075
KRONG TAI BNK LTD THB5.15（NVDR） ** 710,163
KRYSTAL BIOTECH INC COM ** 2,644,734
K’s HOLDINGS CORP NPV ** 1,241,721
KS ST DEV FIN AUTH REV PUB员工RETSYS-C 5.501 5-1-34 BEO TXBL SF 5-1-27 ** 1,020,936
KSA SUKUK LTD144A5.268 % 10-25-2028 ** 201,816
KT CORPORATION KRW5000 ** 741,740
KUAISHOU TECHNOLOG USD0.0000053 B类 ** 4,244,684
KUKBO设计KRW500 ** 31,082
KUMAGAI GUMI CO NPV ** 415,322
KUMBA IRON ORE LTD ZAR0.01 ** 193,278
KUMHO TIRE CO KRW5000 ** 127,582
KURA肿瘤公司COM ** 329,438
KURA SUSHI USA INC CLA COM CLA COM ** 4,844,671
KURITA Water INDS NPV ** 1,044,174
科威特国际银行COM STK ** 107,184
科威特电信公司KWD0.1 ** 48,322
KYMERA THERAPEUTICS INC COM ** 239,047
KYNDRYL HLDGS INC COM ** 3,161,021
京瓷公司净现值 ** 3,819,455
KYOWA KIRIN CO LTD NPV ** 222,193
L A CAL Dept ARPTS ARPT REV TAX Build AMER BD6.582到期05-15-2039 ** 63,415
L3HARRIS TECHNOLOGIES INC3.85 %到期12-15-2026年 ** 246,046
L3HARRIS TECHNOLOGIES INC3.85 %到期12-15-2026年 ** 885,765
L3HARRIS TECHNOLOGIES INC4.4 %到期日06-15-2028 ** 1,216,073
L3HARRIS TECHNOLOGIES INC5.05 % 06-01-2029 ** 5,053,302
L3HARRIS TECHNOLOGIES INC5.4 % 01-15-2027 ** 3,924,399
L3HARRIS TECHNOLOGIES INC5.4 % 07-31-2033 ** 488,957
L3HARRIS TECHNOLOGIES INC5.6 % 07-31-2053 ** 339,592
LAB CORP AMER 2.95%到期12-01-2029 ** 2,767,809
LABCORP HLDGS INC COM ** 5,019,815
AMER实验室公司4.35% 04-01-2030 ** 603,092
LAD汽车6.12%到期09-15-2027 ** 1,936,937
LADDER CAP CORP CL A CL A ** 271,772
LAM RESH CORP COM NEW ** 22,344,928
LAMAR ADERTISING CO NEW CL A CL A ** 340,750
LANCASHIRE HLDGS COM STK ** 337,635
LANDESBANK BADEN-WURTTEMBERG NEW YORK BRH 11-27-2024 4.66% CD 11-28-2025 ** 3,714,705
Landis & GYR Group CHF10（REGD） ** 381,895
121
证券名称、到期日、利率 成本 现值
（以美元计）
LANDSEA HOMES CORP + COM美元 ** 567,252
LANDSTAR SYS INC COM ** 2,282,988
LANTHEUS HLDGS INC COM ** 1,845,828
LAQ2023-LAQ MTG TR6.40342 % 03-15-2036 ** 239,426
拉斯维加斯在06-25-2025年到期时下跌2.9% ** 108,803
拉斯维加斯在08-18-2026年到期时下跌3.5% ** 3,358,230
拉斯韦加斯在08-08-2029年到期时下跌3.9% ** 1,357,308
拉斯维加斯金沙集团6.0% 08-15-2029 ** 455,779
LASERTEC CORP NPV ** 482,945
LASSONDEE INDUSTRIE‘A’s/VTG NPV ** 25,703
LATHAM GROUP INC COM ** 61,248
LATTICE SEMICONDUCTOR CORP COM ** 2,120,693
Launch TECH‘H’CNY1.00 ** 25,242
Laurel RD Prime Student SR19-A CL A2FX0.0 % 10-25-2048 ** 59,076
LAVVI EMREENDIMEN COM NPV ** 109,365
LAZARD INC COM0.01美元 ** 3,479,791
LCH _ IRS BARCUS31 18/09/2029 CNY P 7DCNRR0/R 2.25% SWU022IE2 ** 374,626
LCH _ IRS BARCUS31 19/03/2030 CNY P 7DCNRR0/R 1.5% SWU02DUZ7 ** 36,129
LCH _ IRS GOLDUS33 0 1/10/2029 ILS P 3MTELBO/R 4.18% SWU02B3H1 ** 1,946
LCH _ IRS GOLDUS33 02/10/2029 ILS P 3MTELBO/R 4.175% SWU02B480 ** 874
LCH _ IRS GOLDUS33 05/03/2034欧元P 6MEURIB/R 2.75% SWU022FI6 ** 10,165
LCH _ IRS GOLDUS33 09/12/2029 ILS P4.07 %/R 3MTELBO SWU02D8J8 ** 2,716
LCH _ IRS GOLDUS33 10/01/2030欧元P 6MEURIB/R 2.343% SWU02BRM4 ** 16,513
LCH _ IRS GOLDUS33 13/12/2029 ILS P 3.98%/R 3MTELBO SWU02DEG7 ** 2,975
LCH _ IRS GOLDUS3315/03/2033澳元P6MBBSW/R4.25 % SWU01LGV5 ** 908
LCH _ IRS GOLDUS3315/06/2027纽元P3MBBR/R3.75 % SWU01I841 ** 1,488
LCH _ IRS GOLDUS3315/12/2035欧元P 0.45%/R 6MEURIB SWU00XH23 ** 19,322
LCH _ IRS GOLDUS3317/11/2052欧元P0.064 %/R 6MEURIB SWU016KP6 ** 135,700
LCH _ IRS GOLDUS3318/03/2025 NOK P 1.635%/R 6MNIBOR SWU00ZE21 ** 1,600
LCH _ IRS GOLDUS3318/09/2029 ILS P 3MTELBO/R 4.165% SWU02AS11 ** 422
LCH _ IRS GOLDUS33 19/03/2027欧元P 6MEURIB/R 3% SWU01NRX5 ** 96,503
LCH _ IRS GOLDUS3319/03/2030欧元P 6MEURIB/R 2.5% SWU028Y92 ** 261,163
LCH _ IRS GOLDUS33 19/03/2035澳元P6MBBSW/R4.5 % SWU02D2D7 ** 13,700
LCH _ IRS GOLDUS33 19/03/2035欧元P 6MEURIB/R 2.5% SWU028YB7 ** 396,709
LCH _ IRS GOLDUS3319/06/2029纽元P3MBBR/R4.75 % SWU025HY2 ** 38,530
LCH _ IRS GOLDUS3320/12/2033澳元P6MBBSW/R4.75 % SWU01Z579 ** 2,113
LCH _ IRS GOLDUS33 25/09/2029 ILS P 3MTELBO/R 4.405% SWU02AYJ5 ** 16,013
LCH _ IRS GOLDUS33 27/05/2050欧元P0.054 %/R 6MEURIB SWU017449 ** 42,274
LCH _ IRS MSNYUS33 02/05/2029欧元P 6MEURIB/R 2.78% SWU024NY8 ** 6,886
LCH _ IRS MSNYUS33 06/05/2029欧元P 6MEURIB/R 2.827% SWU024SM9 ** 27,252
LCH _ IRS MSNYUS33 19/03/2035欧元P 6MEURIB/R 2.5% SWU028YB7 ** 238,973
LCH _ IRS MSNYUS33 20/12/2033澳元P6MBBSW/R4.75 % SWU01XLH4 ** 227,819
LCH _ OIS BARCUS31 19/03/2027新加坡元P 2.5%/R 1DSIBCS SWU02ADY5 ** 1,540
LCH _ OIS BARCUS31 19/03/2030泰铢P 1DTHBRO/R 2% SWU02AE24 ** 4,538
LCH _ OIS BOFAGBU02/28/2029美元P3.26 1 %/R1DSOFRSWU02AAL6 ** 1,476,886
LCH _ OIS BOFAGBU02/28/2029美元P3.28 %/R1DSOFRSWU02A9M6 ** 1,440,988
LCH _ OIS BOFAGBU02/28/2029美元P3.281 %/R1DSOFRSWU02ABS0 ** 1,855,810
LCH _ OIS BOFAGBU06/30/2031美元P3.264 %/R 1DSOFRSWU02AAH5 ** 1,092,321
122
证券名称、到期日、利率 成本 现值
（以美元计）
LCH _ OIS BOFAGBU06/30/2031美元P3.266 %/R1DSOFRSWU02A8V7 ** 3,607,868
LCH _ OIS BOFAGBU08/07/2034美元P3.715 %/R1DSOFRSWU028NX1 ** 32,447
LCH _ OIS GOLDUS33 0 1/06/2033加元P2.85 %/R1DCORRA SWU02DVC7 ** 177
LCH _ OIS GOLDUS33 0 1/09/2029加元P1DCORRA/R2.85 % SWU02C9F7 ** 4,855
LCH _ OIS GOLDUS33 0 1/09/2033加元P2.88 %/R1DCORRA SWU02D5G7 ** 435
LCH _ OIS GOLDUS33 02/28/2029美元P3.851 %/R1DSOFRSWU02CL06 ** 16,688
LCH _ OIS GOLDUS33 02/28/2029美元P3.862 %/R1DSOFRSWU02CKS6 ** 14,305
LCH _ OIS GOLDUS33 03/19/2030美元P3 %/R1DSOFRSWU02DC95 ** 275,101
LCH _ OIS GOLDUS33 03/19/2035美元P3.25 %/R1DSOFRSWU02D619 ** 26,466
LCH _ OIS GOLDUS33 05/15/2026美元P4.02 %/R1DSOFRSWU02CRP5 ** 410
LCH _ OIS GOLDUS33 05/15/2034美元P3.836 %/R1DSOFRSWU02CLH9 ** 12,837
LCH _ OIS GOLDUS33 05/15/2034美元P3.847 %/R1DSOFRSWU02CL22 ** 6,997
LCH _ OIS GOLDUS33 05/15/2034美元P3.86 %/R1DSOFRSWU02CKT4 ** 13,193
LCH _ OIS GOLDUS33 05/31/2029美元P3.838 %/R1DSOFRSWU02DG42 ** 37,856
LCH _ OIS GOLDUS33 06/15/2027美元P1.75 %/R1DSOFRSWU01H5P9 ** 66,337
LCH _ OIS GOLDUS33 06/20/2026美元P4 %/R1DSOFRSWU0203Z5 ** 47,964
LCH _ OIS GOLDUS33 06/20/2034美元P3.75 %/R1DSOFRSWU0205W0 ** 228,110
LCH _ OIS GOLDUS33 06/21/2025美元P3.75 %/R1DSOFRSWU01O3A9 ** 66,742
LCH _ OIS GOLDUS33 06/30/2031美元P3.84 %/R1DSOFRSWU02CKU1 ** 22,163
LCH _ OIS GOLDUS33 07/12/2034美元P3.885 %/R1DSOFRSWU027RX9 ** 17,998
LCH _ OIS GOLDUS33 08/15/2026美元P3.905 %/R1DSOFRSWU02CPU6 ** 1,744
LCH _ OIS GOLDUS33 08/15/2034美元P3.825 %/R1DSOFRSWU02DG67 ** 12,762
LCH _ OIS GOLDUS33 08/19/2034美元P3.586 %/R1DSOFRSWU028ZY6 ** 17,344
LCH _ OIS GOLDUS33 08/19/2034美元P3.595 %/R1DSOFRSWU028ZZ3 ** 8,522
LCH _ OIS GOLDUS33 08/28/2034美元P 3.599%/R 1DSOFR SWU02A813 ** 20,944
LCH _ OIS GOLDUS33 08/28/2034美元P3.643 %/R 1DSOFRSWU02A854 ** 19,120
LCH _ OIS GOLDUS3310/31/2031美元P3.813 %/R1DSOFRSWU02DG59 ** 60,991
LCH _ OIS GOLDUS3311/30/2026美元P2.965 %/R1DSOFRSWU01JJ13 ** 129,808
LCH _ OIS GOLDUS3312/18/2025美元P3.5 %/R1DSOFRSWU020B78 ** 75,877
LCH _ OIS GOLDUS3312/18/2026美元P3.75 %/R1DSOFRSWU025TK9 ** 26,927
LCH _ OIS GOLDUS3312/18/2034美元P3.75%/R 1DSOFR SWU025TX1 ** 7,955
LCH _ OIS GOLDUS33 16/05/2027 CHF P 1DSARON/R 0.343% SWU01GDB3 ** 1,336
LCH _ OIS GOLDUS3317/06/2035英镑P3 %/R 1DSONIA SWU020E26 ** 104,708
LCH _ OIS GOLDUS3318/09/2054英镑P3.75 %/R1DSONIA SWU022DX5 ** 62,501
LCH _ OIS GOLDUS3318/09/2054 JPY P 1.5%/R 1DTONAR SWU022IC6 ** 45,825
LCH _ OIS GOLDUS3318/12/2025 CAD P1DCORRA/R3.5 % SWU020b60 ** 39,330
LCH _ OIS GOLDUS3319/03/2026CAD P 1DCORRA/R 3.5% SWU0252X0 ** 4,444
LCH _ OIS GOLDUS3319/06/2026加元P1DCORRA/R3.9 25% SWU025HD8 ** 21,412
LCH _ OIS GOLDUS3319/06/2034加元P1DCORRA/R3.5 % SWU01ZUN6 ** 42,526
LCH _ OIS GOLDUS3319/06/2039 JPY P 0.4%/R 1DTONAR SWU01E105 ** 100,649
LCH _ OIS GOLDUS3320/03/2026JPY P 0.25%/R 1DTONAR SWU020AB0 ** 21,648
LCH _ OIS MSNYUS33 0 1/06/2033 CAD P2.85 %/R 1DCORRA SWU02DVC7 ** 2,301
LCH _ OIS MSNYUS33 0 1/17/2034美元P3.6 %/R1DSOFRSWU020RA4 ** 76,764
LCH _ OIS MSNYUS33 02/28/2031美元P3.8 %/R1DSOFRSWU021YQ9 ** 609,819
LCH _ OIS MSNYUS33 05/10/2029欧元P 2.056%/R 1DESTR SWU02CPZ5 ** 2,015
LCH _ OIS MSNYUS33 05/10/2029欧元P 2.063%/R 1DESTR SWU02CN46 ** 1,493
LCH _ O IS MSNYUS33 06/20/2026美元P4 %/R 1DSOFRSWU0203Z5 ** 163,688
LCH _ OIS MSNYUS33 06/20/2029美元P3.75 %/R1DSOFRSWU0204X9 ** 352,824
123
证券名称、到期日、利率 成本 现值
（以美元计）
LCH _ OIS MSNYUS33 06/20/2034美元P3.75 %/R1DSOFRSWU0205W0 ** 321,282
LCH _ OIS MSNYUS33 06/20/2054美元P3.5 %/R1DSOFRSWU0206W9 ** 1,968,870
LCH _ OIS MSNYUS33 08/05/2034美元P3.85 %/R1DSOFRSWU028KU0 ** 21,984
LCH _ OIS MSNYUS33 08/15/2033美元P3.604 %/R1DSOFRSWU020NU4 ** 582,465
LCH _ OIS MSNYUS33 08/15/2033美元P3.608 %/R1DSOFRSWU020O41 ** 513,537
LCH _ OIS MSNYUS33 08/15/2033美元P3.609 %/R1DSOFRSWU020RD8 ** 155,335
LCH _ OIS MSNYUS33 08/15/2033美元P3.6 19%/R1DSOFRSWU020QQ0 ** 189,536
LCH _ OIS MSNYUS33 08/21/2034美元P3.55 %/R1DSOFRSWU02A1B8 ** 73,984
LCH _ OIS MSNYUS33 08/28/2034美元P 3.555%/R 1DSOFR SWU02A7Z9 ** 91,070
LCH _ OIS MSNYUS33 08/28/2034美元P3.565 %/R1DSOFRSWU02A805 ** 89,412
LCH _ OIS MSNYUS33 08/28/2034美元P3.6 %/R1DSOFRSWU02A821 ** 104,510
LCH _ OIS MSNYUS33 08/28/2034美元P3.605 %/R1DSOFRSWU02A839 ** 12,417
LCH _ OIS MSNYUS33 08/28/2034美元P3.643 %/R1DSOFRSWU02A854 ** 34,415
LCH _ OIS MSNYUS33 11/15/2033美元P3.721 %/R1DSOFRSWU022OM7 ** 246,525
LCH _ OIS MSNYUS33 12/12/2032美元P3.61 %/R 1DSOFRSWU01NG17 ** 12,317
LCH _ OIS MSNYUS33 12/18/2034美元P3.75 %/R1DSOFRSWU025TX1 ** 5,303
LCH _ OIS SBSIUS33 08/15/2034美元P3.895 %/R 1DSOFR3553534 ** 28,623
LCH _ OIS SBSIUS33 11/15/2053美元P0.032 %/R 1DSOFR3548220 ** 144,497
LEAR CORP COM NEW COM NEW ** 3,752,866
LegalZOOM COM INC COM ** 447,573
LEGRAND SA欧元4 ** 5,568,001
LEIDOS HLDGS INC COM ** 176,474
LEIDOS INC 3.625% 05-15-2025 ** 2,577,500
LEIDOS INC 5.75% 03-15-2033 ** 517,101
LEMAITRE VASCULAR INC COM STK ** 8,327,613
LendingTree INC NEW COM USD0.01 ** 407,728
LENDMARK FDG TR2021-1 1.9% 11-20-20-2031 ** 1,879,738
LENNOX INTL INC COM ** 1,342,288
LENOVO GROUP LIMITED HKD 0.025 ** 1,541,596
LEONARDO DRS INC COM ** 820,319
LEONARDO SPA NPV ** 1,787,654
龙合国际净现值 ** 15,465
LEONTEQ AG CHF1（REGD） ** 298,698
生活时间集团HLDGS INC COM ** 1,144,046
Lifestance Health Group INC COM ** 617,886
Linde plc ** 19,405,773
LINKLOGIS INC USD0.00000833 B类 ** 262,621
LINTEC CORP NPV ** 1,187,813
LION Finance Group PLC ** 625,804
LIVE NATION ENTERTAINMENT INC ** 16,989,364
LIVE OAK BANCSSHARES INC COM ** 374,143
LKQ CORP COM丨LKQ CORP ** 5,489,715
LLOYDS BANK PLC 0%-VAR SNR 02/04/2032美元 ** 1,314,312
LLOYDS BANKING GROUP PLC 5.087% 11-26-2028 ** 3,033,001
LLOYDS BANKING GROUP PLC 5.871% 03-06-2029 ** 5,092,536
LLOYDS BANKING GROUP PLC 5.985% 08-07-2027 ** 8,340,111
LLOYDS BKG Group PLC 4.716%到期08-11-2026 BEO ** 9,336,376
LLOYDS BKG Group PLC 5.679% 01-05-2035 ** 199,221
124
证券名称、到期日、利率 成本 现值
（以美元计）
LLOYDS BKG Group PLC 5.679% 01-05-2035 ** 8,964,937
LockHEED Martin CORP3.9 % 06-15-2032 ** 2,332,202
Lockheed Martin CORP5.2 % 02-15-2055 ** 188,503
洛克希德·马丁公司 ** 7,593,784
LOKHEED MARTIN CORP NT6.15 %到期09-01-2036/12-18-2006 ** 280,274
LOGISTA INTEGRAL S A ** 3,310,696
LOGITECH INTL CHF0.25（REGD） ** 8,151,269
LOGO YAZILIM TRY1 ** 54,138
LOJAS RENNER SA COM NPV ** 584,179
伦敦证券交易所集团ORD GBP0.06918604 ** 10,126,393
LONKING HOLDINGS HKD0.1 ** 54,429
卢米斯·阿克 ** 975,352
洛特真空公司KRW500 ** 34,237
乐天株式会社TWD10 ** 834,846
彩票公司净现值 ** 756,955
乐天集团NPV ** 1,120,120
LOC LOC GOVT ENVRNMNTL FACS & TAX-LA UTILS RESTRTN CORP5.048 % 12-01-2034 ** 399,863
路易斯安那州太平洋公司 ** 3,657,075
LOUISVILLE GAS & ELEC CO 5.45%到期日04-15-2033 ** 303,335
LOWE’s COMPANIES INC 4.4%到期09-08-2025BEO ** 828,807
LOWES COS INC 3.35% 04-01-2027 ** 1,839,737
LOWES COS INC4.05 %到期05-03-2047 ** 233,118
LOWES COS INC COM ** 47,996,929
LPL HLDGS INC6.75 % 11-17-2028 ** 740,687
LPL HLDGS INC SR NT5.7 % 05-20-2027 ** 759,182
LS CORP KRW5000 ** 71,679
LUCECO PLC ORD GBP0.0005 ** 3,440
LUKOIL PJSC ** 432,147
LULULEMON ATHLETICA INC COM ** 175,144
LUMENTUM HLDGS INC COM ** 1,214,924
LUYE PHARMA GP LTD USD0.02 ** 129,759
LVMH MOET HENNESSY EUR0.30 ** 11,654,248
LX HOLDINGS COM KRW ** 14,842
LYB INTL FIN III 1.25%到期10-01-2025 ** 96,384
LYFT INC CL A CL A ** 2,119,535
LYONDELLBASELL IND N V COM USD0.01 CL‘A’ ** 3,217,971
M3 INC净现值 ** 70,223
MACERICH CO REIT ** 1,748,936
MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK ** 434,404
麦格理集团有限公司21/06/20284.098% 06-21-2028 ** 4,888,221
麦格理集团有限公司SR中期运输# TR000305.108% 08-09-2026 ** 9,319,152
麦格理集团有限公司SR中期1.34% 01-12-2027 ** 1,517,932
MacROGENICS INC COM ** 27,144
Madden Steven LTD COM ** 3,895,002
麦迪逊公园基金有限公司20/04/20320% 04-20-2032 ** 1,241,656
麦迪逊PK FDG XXX FLTG RT 0%到期07-16-2037 ** 903,825
麦迪逊广场花园ENTMT CORP CL A ** 759,918
马德里医药公司COM ** 879,116
125
证券名称、到期日、利率 成本 现值
（以美元计）
麦格纳国际股份有限公司普通股 ** 16,423,470
Magnetite XXVI LTD/Magnetite XXVI SR SECD NT CL A-2-R 144A 5.96168 07-25-2034 ** 804,427
Magnetite XXVI LTD/Magnetite XXVI LLC SRSECD NT CL A-R-1 FLTG 144A 07-25-2034 ** 1,631,135
Magnite INC COM ** 1,269,238
Magnolia Oil & GAS CORP CL A CL A ** 4,529,501
MAGYAR TELEKOM HUF100 ** 485,481
MAH SING GROUP BHD NPV ** 257,873
主要STR CAP CORP6.95 % 03-01-2029 ** 1,284,806
主要CINEPLEX GRO THB1（NVDR） ** 219,886
马来西亚（GOVT of）2.632% GTD 15/04/2031MYR ** 188,588
马来西亚（GOVT of）4.054% BDS 18/04/2039MYR ** 451,569
马来西亚3.5 19% 20/04/2028 ** 422,015
Malibu Boats INC COM CL A COM CL A ** 5,399,428
曼氏基础设施有限公司INR2 ** 71,372
MANDOM CORP NPV ** 391,039
曼哈顿联营公司COM ** 1,374,441
马尼托巴PROV CDA DEB SER GM 2.125%到期06-22-2026 REG ** 193,292
MANITOWOC CO INC COM USD0.01（POST REV SPLIT） ** 137,050
MANNKind CORP COM0.01美元（POST REV拆分） ** 547,707
MANPOWERGROUP INC ** 1,169,119
MANULIFE FINL CORP4.15 %到期03-04-2026 ** 50,672
MANULIFE FINL CORP COM NPV ** 10,041
Maple Grove FDG TRI预资本化TRSECS 4.161% 08-15-2051 ** 1,420,667
MAPLEBEAR INC COM ** 3,430,280
Marathon Pete公司5.125% 05-22-2019 ** 1,372,107
Marathon Pete CORP6.5 %到期03-01-2041 ** 176,245
Marathon PETE CORP COM ** 2,797,115
Maravai LifeEsciences HLDGS INC CL A CL A ** 48,505
马可波罗海洋净现值 ** 130,266
ARICOPA CNTY ARIZ INDL DEV AUTH ED7.375 % 10-01-2029 ** 203,863
Markel集团有限公司 ** 6,221,333
Markel Group INC5 %到期04-05-2046 ** 271,493
Marketech国际公司 ** 80,983
Marks & SPENCER Group ORD GBP0.01 ** 855,903
万豪国际股份有限公司5.0% 10-15-2027 ** 2,464,749
Marriott INTL INC新4.9% 04-15-2029 ** 244,554
Marriott INTL INC新5.45% 09-15-2026 ** 1,443,394
Marriot INTL INC新COM STK CL A ** 30,441,001
MARSH & MCLENNAN COS INC 4.55% 11-08-2027 ** 2,906,910
MARSH & MCLENNAN CO'S INC COM ** 26,706,309
Martin Marietta 3.45%到期06-01-2027 ** 101,831
马丁·玛丽埃塔4.25% 12-15-2047 ** 200,880
Martin Marietta MatLS INC COM ** 16,322,950
MARTINREA INTL INC COM NPV ** 660,168
马鲁汶公司净现值 ** 56,900
MARUHA NICHIRO COR NPV ** 1,331,441
MARUTI SUZUKI IND INR5 ** 758,698
Maruzen SHOWA UNYU NPV ** 27,214
126
证券名称、到期日、利率 成本 现值
（以美元计）
MARVELL TECHNOLOGY INC5.75 % 02-15-2029 ** 128,102
MARVELL TECHNOLOGY INC5.75 % 02-15-2029 ** 3,320,408
马维尔科技股份有限公司 ** 13,140,016
Masco CORP6.5 %到期日08-15-2032 ** 316,123
MASCO CORP FIXED 2%到期10-01-2030 ** 84,322
马萨诸塞州EDL FING AUTH SER 8-1 CL A1 FLTG 04-25-2038 ** 4,485
MASTEC INC5.9 % 06-15-2029 ** 274,834
MASTEC INC COM ** 12,023,204
MASTEK INR5 ** 450,802
万事达卡公司CL A ** 102,447,879
MasterCraft Boat HLDGS INC COM ** 115,164
MASTR AST支持FLTG RT 4.65 378%到期11-25-2036 ** 1,088,376
Matador RES CO COM ** 673,038
MATRIMONY COM LTD INR5 ** 67,009
Matrix SVC CO COM ** 90,302
MAVI GIYIM SANAYI TRY1 ** 744,531
MAX金融服务INR2 ** 472,694
MAYVILLE ENGR CO INC COM ** 88,975
马自达MOTOR CORP NPV ** 1,135,819
MBM资源NPV ** 75,478
MBX Biosciences INC COM ** 98,969
MC DONALDS CORP COM ** 17,934,915
MCDONADS CORP4.45 %到期03-01-2047REG ** 75,618
麦当劳公司将于09-01-2048年到期的4.45% ** 208,697
麦当劳公司中期NTS BOOK到期日为3.625% 09-01-2049 ** 173,267
麦克森公司 ** 29,519,628
MCKESSON CORP新4.25% 09-15-2029 ** 388,050
MDA SPACE LTD COM NPV ** 1,375,685
MDURES集团有限公司COM ** 735,054
MEARS集团ORD GBP0.01 ** 1,078,691
MECHEL PJSC卢布10（卢布） ** 462
MECHEL-PFD ** 323
MEDIAALPHA INC CL A CL A ** 184,592
MEDIATEK INC TWD10 ** 11,351,248
MEDIFAST INC COM ** 121,525
MEDIPAL HOLDINGS CORP ** 165,102
MEDPACE HLDGS INC COM ** 4,523,311
MEDSTAR HEALTH INC3.626 %到期日08-15-2049 ** 431,182
MEDTRONIC PLC普通股股票 ** 37,935,252
MEGACHIPS CORP NPV ** 28,150
MEITU INC USD0.00001 ** 209,714
美团USD0.00001 B类 ** 2,976,214
MEKO AB NPV ** 171,954
新濠博亚娱乐有限公司 ** 908,248
MELIA酒店INTL欧元0.2 ** 765,239
Memorial HLTH SVCS3.447 % DUE 11-01-2049 ** 341,515
Mercadolibre INC COM STK ** 10,437,301
Mercedes-Benz Auto到期日11-15-2027固定利率4.51% ** 607,176
127
证券名称、到期日、利率 成本 现值
（以美元计）
招商银行IND COM ** 54,705
MerciALYS欧元1 ** 335,947
MERCK & CO INC2.9 %到期12-10-2061 ** 183,878
Merck & CO INC NEW COM ** 14,268,118
默克KGAA净现值 ** 9,071,682
水星GEN CORP NEW COM ** 729,950
MERIDIANLINK INC COM ** 218,622
Merit MED SYS INC COM ** 3,027,820
Meritage Homes CORP COM ** 2,159,325
Merrill LYNCH MTG FLTG RT 5.22 878%到期09-25-2035 ** 3,537
美瑞电子TWD10 ** 105,416
MERSANA THERAPEUTICS INC COM ** 82,143
MERUS B V MERUS N V ** 103,906
MESA LABS INC COM ** 4,112,498
Meta Platforms INC4.3 % 08-15-2029 ** 5,595,291
Meta Platforms INC4.75 % 08-15-2034 ** 448,039
Meta Platforms INC5.4 % 08-15-2054 ** 639,562
Meta Platforms INC5.55 % 08-15-2064 ** 558,040
META PLATFORMS INC COMUSD0.000006 CL‘A’ ** 173,916,377
META PLATFORMS INC FIXED 4.45%到期日08-15-2052 ** 455,887
金属公司 ** 237,652
Metalurgica GERDAU PRF NPV ** 158,947
Metlife INC5.25 %到期01-15-2054 ** 309,426
墨西哥（UTD MEXST）2.75% GTD 27/11/2031 MXV100 ** 1,544,531
墨西哥（UTD MEXST）3% GTD 03/12/2026双倍汇率 ** 156,112
墨西哥（UTD MEXST）4% GTD 24/08/2034双货币 ** 106,716
墨西哥（UTD MEXST）4% GTD 30/11/2028双重货币 ** 687,832
墨西哥（UTD MEXST）4.4 899% SNR 25/05/2032欧元 ** 735,831
MF1 2021-FL5 LTD/MF1 2021-FL5 LLC SR SECD NT CL A FLTG 144A 5.3463 07-15-2036 ** 233,286
2020-NQM2 TR1.381 %到期04-25-2065 ** 133,902
MFA 2023-NQM2 TRFLTG RT 4.4%到期03-25-2068 ** 2,267,628
MFA 2023-NQM4 TRFLTG RT 6.105%到期12-25-2068 ** 401,479
MFA 2023-NQM4 TRFLTG RT 6.105%到期12-25-2068 ** 1,846,802
*MFB NT collective 1-10 yR.intermediate govt bond index FD-non-lending
** 311,638,055
*MFB NT集体集合债券指数基金-非贷款
** 7,180,770,357
*MFB NT collective long-term govt bd index fund-non-lending
** 134,617,376
*MFB NT collective russell 2000 index fund-DC-non lending（tier J）
** 4,123,786,780
MFC ISHARES TR罗素2000 ETF ** 3,930,878
MFE-MEDIAFOREROPE N.V.欧元0.06 A ** 313,109
MFO AEW Global Properties Trust Fund DC Plan Class B 00105A30-0452 ** 285,058,299
MFO GALLIARD管理收益基金D ** 6,770,849
MFO JPMorgan MBS FUND COMMINGLED ** 225,133,481
MFO PIMCO ABS和短期投资端口 ** 25,911,002
MFO PIMCO Commodities PLUS COLTV TR（SEI）92202 ** 54,852,543
MFO PIMCO FDS PAC INVT MGMT SER短期投资组合INSTL CL ** 2,702,215
MFO PIMCO FDS PIMCO部门FD SER H ** 2,658,478
MFO PIMCO长期信用债券端口 ** 93,349,727
MFO PIMCO短期浮动NAV II ** 4,449,345
128
证券名称、到期日、利率 成本 现值
（以美元计）
MFO WTC CIF II多元化实物资产系列 ** 478,402,249
MFO WTC CIF II全球股票系列3 ** 716,564,309
美高梅公司KRW500 ** 75,993
MGIC INVT CORP WIS COM ** 495,634
米其林（CGDE）EUR0.50（POST SUBDIVISION） ** 5,390,494
Michigan FIN AUTH REV MUNI 3.384% 12-01-2040 ** 5,597,614
MicroCHIP TECHNOLOGY INC4.25 %到期09-01-2025 ** 1,343,268
MicroCHIP TECHNOLOGY INC4.9 % 03-15-2028 ** 299,049
MicroCHIP TECHNOLOGY INC4.9 % 03-15-2028 ** 1,275,941
MicroCHIP TECHNOLOGY INC5.05 % 03-15-2029 ** 2,220,937
MicroCHIP TECHNOLOGY INC COM ** 62,684
Micron TECH INC COM ** 10,202,885
Micron TECHNOLOGY INC2.703 % 04-15-2032 ** 1,676,751
MicRON TECHNOLOGY INC5.3 % 01-15-2031 ** 329,603
MicRON TECHNOLOGY INC5.875 % 02-09-2033 ** 450,790
显微MYDATA AB NPV ** 626,829
微软公司3.45%到期08-08-2036 ** 34,009
微软公司 ** 320,945,274
微软公司SRNT2.5 % 09-15-2050 ** 478,812
MicroStrategy INC CLA NEW CLA NEW ** 322,637
中美洲公寓1.7%到期02-15-2031 BEO ** 280,129
美达能源3.65%到期04-15-2029年 ** 1,296,908
美达能源4.4%到期10-15-2044 ** 555,921
美达能源5.858% 09-15-2054 ** 203,706
MIDDLEBY CORP COM ** 2,714,689
MIDMICHIGAN保健3.409%到期06-01-2050 ** 278,674
MIDOCEAN CRR CLO VIII/MIDOCEAN CR0 % 02-20-2031 ** 208,586
MIDOCEAN CRR CLO VIII/MIDOCEAN CR0 % 02-20-2031 ** 930,295
MIGOS TICARET A.S COMSTK ** 296,468
MillerKnoll INC COM STK USD0.20 ** 3,810,029
MIMAKI工程NPV ** 58,947
MINDSPACE BUS PRK NPV（REIT） ** 218,283
MINERVA SA COM NPV ** 237,616
Ministerio HAC 5.75% GTD 03/11/2027 COP ** 411,832
民生教育集团有限公司USD0.00001 ** 15,422
MINTH GRP HKD0.1 ** 23,358
MINTO APT真实单元 ** 1,046,850
MIRAE资产SEC第二期PRF KRW5000 ** 257,163
MIRAIT ONE CORPORATION NPV ** 853,949
MIRARTH HOLDINGS INC NPV ** 498,073
MISUMI GROUP INC NPV ** 1,431,658
MitAC HOLDINGS CORP ** 218,423
Mitie Group ORD GBP0.025 ** 465,089
MITRABARA ADIPERDA IDR100 ** 13,203
三菱电机CP NPV ** 9,374,409
Mitsubishi RESEARC NPV ** 506,108
三菱日联1.538%到期07-20-2027 ** 494,542
三菱日联1.538%到期07-20-2027 ** 1,573,974
129
证券名称、到期日、利率 成本 现值
（以美元计）
三菱日联2.309%到期07-20-2032 ** 1,003,428
三菱日联2.757%到期09-13-2026年 ** 292,621
三菱日联5.017%到期07-20-2028 ** 2,062,462
Mitsubishi UFJ FIN GRP BDS 3.195% 07-18-2029 ** 6,957,800
三菱日联金融集团股份有限公司5.242%到期04-19-2029 ** 846,155
三菱日联金融集团INC SR NT2.048 % 07-17-2030 ** 384,906
三菱日联金融集团INC SR NT2.048 % 07-17-2030 ** 3,421,390
三菱日联FinL集团有限公司1.64% 10-13-2027 ** 3,561,242
Mitsubishi UFJ FINL GROUP INC 2.193% DUE02-25-2025 ** 1,962,450
三菱日联金融集团股份有限公司3.837% 04-17-2026 ** 4,594,275
三菱日联金融集团股份有限公司3.837% 04-17-2026 ** 687,585
三菱日联金融集团股份有限公司4.08% 04-19-2028 ** 697,778
三菱日联FinL集团股份有限公司5.258% 04-17-2030 ** 605,077
三菱日联定于07-17-2025年到期1.412% ** 687,670
三菱日联定于07-17-2025年到期1.412% ** 1,090,447
三井矿业& SM NPV ** 614,502
MIXI。INC净现值 ** 1,191,588
MIZUHO BK LTD 0%正大11-18-2025 ** 2,368,188
MIZUHO BK LTD NEW YORK CD 4.6% 11-19-2024到期11-20-2025 ** 1,581,002
MIZUHO FINL集团1.234%到期05-22-2027 ** 713,806
MIZUHO FINL集团1.234%到期05-22-2027 ** 1,237,264
MIZUHO FINL GROUP3.17 %到期09-11-2027 ** 287,851
MIZUHO FINL集团5.382% 07-10-2030 ** 1,514,688
MIZUHO FINL集团5.382% 07-10-2030 ** 1,595,471
MIZUHO FINL GROUP INC 2.172%到期05-22-2032REG ** 4,069,957
MIZUHO FINL GROUP INC2.201 % 07-10-2031 ** 4,271,994
MIZUHO FINL GROUP INC2.869 % 09-13-2030 ** 2,990,222
MIZUHO FINL GROUP INC5.376 % 05-26-2030 ** 947,526
美津浓CORP NPV ** 85,518
MK餐厅GROU THB1（NVDR） ** 17,966
MKS INSTRS INC COM ** 8,422,290
MLP VIPER能源公司 ** 1,691,688
MMC NORILSKK NICKEL ADR EACH REPR 1/10 SHARE（S ** 8
MMC Norilsk NICKEL PJSC ** 191,125
MMG LTD NPV ** 242,556
移动电话系统KWD0.1 ** 310,381
Mobile Telesystems Pjsc ** 45,120
MODEC INC（JAPAN）NPV ** 810,922
现代时代集团SER‘B’NPV ** 432,576
MODERNA INC COM ** 505,405
MODIVCARE INC COM ** 89,179
MOLINA HEALTHCARE INC COM ** 643,221
动量集团有限公司ZAR0.000001 ** 489,604
MonadeLPHHOUS集团NPV ** 136,089
Monarch NETWORTH C INR10 ** 8,953
Monday COM LTD COM NPV ** 804,028
MONDELEZ INTL INC 4.75% 08-28-2034 ** 861,414
MONDELEZ INTL INC 4.75% 02-20-2029 ** 411,491
130
证券名称、到期日、利率 成本 现值
（以美元计）
MONDELEZ INTL INC COM ** 22,451,910
MONETA MONEY BANK CZK20.00 ** 2,966,012
MONGODB INC CL A CL A ** 2,022,188
单晶压水堆SYS INC COM ** 921,277
怪兽饮料公司NEW COM ** 12,823,273
MOODYS CORP5.25 %到期日07-15-2044 ** 473,781
穆迪公司COM ** 12,373,418
月亮湖免疫疗法网站 ** 1,286,225
MORGAN STANLEY. 985%到期12-10-2026 ** 7,078,599
摩根士丹利1.794% 02-13-2032 ** 2,125,280
摩根斯坦利1.928%到期04-28-2032 ** 572,674
摩根士丹利2.188% 04-28-2026 ** 1,482,276
摩根士丹利2.188% 04-28-2026 ** 223,983
摩根士丹利2.239% 07-21-2032 ** 5,055,932
摩根士丹利2.475% 01-21-2028 ** 1,890,510
摩根士丹利2.511% 10-20-2032 ** 1,466,481
摩根斯坦利2.699%到期01-22-2031 ** 986,320
摩根斯坦利3.125%到期07-27-2026 ** 748,213
摩根斯坦利3.625%到期01-20-2027 ** 4,104,401
摩根士丹利3.772% 01-24-2029 ** 80,010
摩根士丹利3.772% 01-24-2029 ** 3,725,784
摩根士丹利3.79%-FRN SNR 21/03/30欧元 ** 318,879
摩根斯坦利3.875%到期01-27-2026 ** 6,126,344
摩根士丹利3.955% 03-21-2035 ** 2,864,896
摩根斯坦利4.3%到期01-27-2045 ** 288,747
摩根斯坦利4.35到期09-08-2026 ** 496,085
摩根斯坦利4.35到期09-08-2026 ** 7,153,544
摩根士丹利4.431% 01-23-2030 ** 303,748
摩根士丹利5.042% 07-19-2030 ** 3,009,238
摩根斯坦利5.123%到期02-01-2029 ** 290,805
摩根斯坦利5.123%到期02-01-2029 ** 930,577
摩根士丹利5.164% 04-20-2029 ** 6,977,007
摩根士丹利5.173% 01-16-2030 ** 2,979,896
摩根士丹利5.173% 01-16-2030 ** 8,013,165
摩根士丹利5.25% 04-21-2034 ** 728,419
摩根士丹利5.32% 07-19-2035 ** 1,505,468
摩根士丹利5.449% 07-20-2029 ** 141,552
摩根士丹利5.449% 07-20-2029 ** 3,624,732
摩根士丹利5.466% 01-18-2035 ** 546,982
摩根士丹利5.466% 01-18-2035 ** 2,287,379
摩根士丹利5.652% 04-13-2028 ** 2,817,053
摩根士丹利5.656% 04-18-2030 ** 1,119,643
摩根士丹利5.656% 04-18-2030 ** 7,304,143
摩根士丹利5.831% 04-19-2035 ** 316,469
摩根士丹利5.948% 01-19-2038 ** 451,227
摩根士丹利6.407% 11-01-2029 ** 417,823
摩根士丹利6.407% 11-01-2029 ** 1,532,365
摩根士丹利6.627% 11-01-2034 ** 8,605,467
131
证券名称、到期日、利率 成本 现值
（以美元计）
摩根士丹利BAML信托系列2015-C22类A3 3.046 % 03-15-2015 ** 1,491,220
摩根士丹利银行NA5.504 % 05-26-2028 ** 12,092,275
Morgan Stanley BK 2.84%到期11-15-2049 ** 3,742,963
MORGAN STANLEY BK 3.077%到期03-15-2048 ** 43,728
MORGAN STANLEY BK 3.372%到期10-15-2048 ** 694,058
MORGAN STANLEY BK 3.372%到期10-15-2048 ** 6,841,427
摩根士丹利BK 3.473%到期12-15-2047 ** 5,407,148
摩根士丹利BK 3.7 19%到期07-15-2050 ** 1,360,674
摩根士丹利BK AMER Merrill LynCH TR2017-C34CL A-SB3.354 % 11-15-2052 ** 1,091,268
摩根士丹利BK AMER Merrill LynCH TRSER 2015-C23 CLA-3 3.451% 07-15-2050 ** 1,116,434
摩根士丹利BK NA4.447 % 10-15-2027 ** 4,817,377
摩根士丹利BK NA4.968 % 07-14-2028 ** 1,680,262
摩根士丹利BK N A盐湖城犹他州4.952% 01-14-2028 ** 1,972,663
Morgan Stanley BK N A Salt Lake CY Global NT SER A3/A2 4.754% 04-21-2026 ** 1,639,467
Morgan Stanley CAP3.9 %到期09-24-2057 ** 660,431
摩根士丹利COM STK USD0.01 ** 42,255,623
MORGAN STANLEY FIXED 1.593%到期05-04-2027 ** 6,375,595
摩根士丹利固定5.516% 11-19-2055 ** 144,875
MORGAN STANLEY FLTG RT 6.296%到期10-18-2028 ** 3,309,828
摩根士丹利MTN 1.512%到期07-20-2027 ** 1,257,527
MORGAN STANLEY SR NT FXD/FLTG 2.63% 02-18-2026 ** 1,314,934
摩根斯坦利VAR RT 07-22-2028 ** 482,109
MORIROKU HOLDINGS NPV ** 33,021
MORITO CO LTD NPV ** 66,207
MORNINGSTAR INC COM STK ** 2,180,521
MOSAIC CO NEW FIXED 4.05%到期11-15-2027 ** 146,964
MOSAIC CO/THE ** 799,637
摩托罗拉解决方案公司 ** 7,317,101
MOVADO GROUP INC COM ** 150,887
MP CLO VII LTD/MP CLO VII LLC SR NT CLA-R3 FLTG 144A 3C7 5.44 478% 10-18-2028 ** 42,976
MP Materials CORP COM USD0.0001 CL A ** 198,931
MPHASIS LTD INR10 ** 490,897
MPI公司TWD10 ** 84,735
MPLX LP1.75 %到期03-01-2026 ** 4,351,529
MPLX LP1.75 %到期03-01-2026 ** 10,832,162
MPLX LP 2.65%到期日08-15-2030 ** 2,450,127
MPLX LP4 % 03-15-2028 ** 1,503,606
MPLX LP4.5 % 04-15-2038 ** 287,708
MPLX LP4.8 % 02-15-2029 ** 1,298,520
MPLX LP4.875 %到期06-01-2025 ** 330,304
MPLX LP5.0 % 03-01-2033 ** 288,192
MPLX LP5.0 % 03-01-2033 ** 970,248
MPLX LP5.5 % 06-01-2034 ** 217,038
MPLX LP 5.65% 03-01-2053 ** 116,683
MPLX LP FIXED 4.125%到期03-01-2027 ** 724,136
MPLX LP FIXED5.2 % 12-01-2047 ** 424,815
MPLX LP SRNT4.95 % 03-14-2052 ** 252,559
MR Price Group COM STK ** 1,832,521
132
证券名称、到期日、利率 成本 现值
（以美元计）
MS & AD INS GP HLDGS NPV ** 500,364
MSA安全公司COM ** 10,173,305
MSC INDL DIRECT INC CL A COM ** 3,818,227
MSCI INC COM0.01美元 ** 1,881,031
MSWF COML MTG TRFLTG RT6.014 %到期12-15-2056 ** 3,655,134
MTN COML MTG TRFLTG RT 5.7 169%到期03-15-2039 ** 2,497,656
MTU航空发动机A NPV（REGD） ** 5,210,860
穆勒INDS公司COM ** 916,370
MUHAK CO KRW200 ** 26,501
多商品EX INR10 ** 837,463
MULTICAMPUS CO LTD KRW5000 ** 19,600
MULTICLASS SR5410 CL DF FLTG RT 05-25-2054 ** 1,263,367
MULTICONSULT as NOK0.50 ** 52,810
Municipal ELEC AUTH GA2.257 % 01-01-2029BEO应课税 ** 3,417,308
Municipal ELEC AUTH GA2.397 % 01-01-2030BEO应课税 ** 2,279,235
Municipal ELEC AUTH GA6.637 % 04-01-2057BEO应课税 ** 8,536
Municipal ELEC AUTH GA6.655 % 04-01-2057BEO应课税 ** 2,104,801
墨菲石油公司COM ** 2,647,750
MXC解决方案私人有限公司 ** 177,631
MYLAN N V固定3.95%到期06-15-2026 ** 4,559,913
MYR GROUP INC DEL COM STK ** 1,126,635
南周控股C TWD10 ** 50,077
NAMEN-AKT BELIMO HOLDING AG（SPLIT HOLDING AG（SPLIT） ** 1,243,652
NAMYONG Terminal THB0.50（NVDR） ** 87,299
南巴回信CHE TWD10 ** 239,442
NAPCO安全技术公司 ** 442,153
纳斯达克公司 ** 20,398,475
NASDAQ INC5.55 % 02-15-2034 ** 322,983
NASDAQ INC5.95 % 08-15-2053 ** 151,483
NASDAQ INC6.1 % 06-28-2063 ** 152,870
NASPERS NPV（POST REV SPLIT） ** 1,250,860
NATERA INC COM ** 3,775,455
国家铝 ** 482,574
澳大利亚国民银行BK有限公司FLTG CP 04-09-2025 ** 2,435,084
加拿大国家银行5.6% 12-18-2028 ** 3,378,869
National BK HLDGS CORP CLA COM STK ** 4,832,193
NATIONAL FL GAS CO2.95 %到期03-01-2031 ** 1,549,987
国家电网PLC 5.418% 01-11-2034 ** 748,241
国家电网PLC 5.809% 06-12-2033 ** 1,428,886
国家电网PLC 5.809% 06-12-2033 ** 2,551,583
国家医疗保健公司.com ** 1,080,118
全国农村公用事业公司COOP FIN 5.15% 06-15-2029 ** 710,341
全国农村公用事业合作社5.6% 11-13-2026 ** 354,733
全国农村公用事业公司COOP FIN CORP1.875 % 02-07-2025 ** 1,118,619
全国范围内BLDG 4.85%到期07-27-2027 ** 5,502,411
NATL澳大利亚BK 3.905%到期06-09-2027 ** 2,722,319
NATL HLTH INVS INC 3%到期02-01-2031 ** 1,546,936
NATL MOBILE TELECO KWD0.1 ** 23,376
133
证券名称、到期日、利率 成本 现值
（以美元计）
NATL Rural UTILS 5.1%到期05-06-2027 ** 3,527,747
NATL Rural UTILS COOP FIN CORP4.12 % 09-16-2027 ** 273,238
NATWEST GROUP PLC 1.642% 06-14-2027 ** 4,770,846
NATWEST GROUP PLC 4.892% 05-18-2029 ** 762,432
NATWEST GROUP PLC 4.892% 05-18-2029 ** 14,916,928
NATWEST GROUP PLC 4.964%到期日08-15-2030 ** 394,014
NATWEST GROUP PLC 5.583% 03-01-2028 ** 942,989
NATWEST GROUP PLC 5.778% 03-01-2035 ** 603,958
NATWEST Group PLC 5.847%到期03-02-2027 ** 232,313
NATWEST Group PLC 6.016%到期03-02-2034 ** 307,365
NATWEST GROUP PLC定于11-10-2026年到期，利率为7.472% ** 802,318
NATWEST Group PLC ORD GBP1.0769 ** 2,764,035
NATWEST GROUP PLC SR GLBL COCO 5.076% 01-27-2030 ** 277,093
NAVER CORPORATION KRW500 ** 3,304,484
Navient Private ED LN TR2020-i5.42634 % 04-15-2069 ** 4,386,031
10-15-2072到期的Navient PVT ED5.66 % ** 4,671,360
NAVISTAR FINL6.18 %到期08-25-2028 ** 850,690
NBT BANCORP INC COM ** 4,772,561
NCC LTD INR2 ** 239,093
NCINO INC NEW COM ** 3,051,247
NCL工业INR10 ** 49,105
NCR ATLEOS CORPORATION COM USD0.01 WI ** 988,564
NEC CORP NPV ** 4,997,063
内克塔尔治疗学网站 ** 29,381
NEMETSCHEK SE ORD NPV ** 343,979
NEO JAPAN INC NPV ** 20,089
NEO Performance MA COM NPV ** 44,444
NEOBO FASTIGHETER AB NPV ** 123,236
NERDWALLET INC CL A CL A ** 171,836
NESCO LTD INR2 ** 134,743
雀巢SA CHF0.10（REGD） ** 13,299,542
NetAPP INC COM STK ** 1,140,022
NeteASE Cloud Music INC 144A ** 285,208
NETEASE INC COMSTK ** 7,875,025
NETFLIX INC5.4 % 08-15-2054 ** 312,903
NETFLIX INC COM STK ** 38,594,156
NetGEAR INC COM ** 448,791
NETSTREIT CORP COM0.01美元 ** 4,306,142
NetWEALTH集团NPV ** 364,912
NETWEB TECHNOLOGIE INR2 ** 441,191
Neurocrine Biosciences INC COM ** 6,178,809
NEVRO CORP COM ** 58,921
NEW FORTRESS INC CL A SHS REPSTG LTD负债 ** 5,729,050
新发HOME DEPOT 30YR USD 3.625% 04-15-2052 ** 188,680
NEW S WALS TREAS CORP1.75 % 20/03/2034 ** 330,376
NEW YORK & FIXED 2.606%到期08-01-2060 ** 54,262
NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY 5.458% 12-15-2031 ** 428,211
NEW YORK N Y CITY Transitional FIN AUTH REV3.13 % 11-01-2028 BEO Taxable ** 13,631,937
134
证券名称、到期日、利率 成本 现值
（以美元计）
NEW YORK N Y CITY Transitional FIN AUTH REV4.375 % 05-01-2037 BEO Taxable ** 918,303
NEW YORK N Y CITY Transitional FIN AUTH REV5.572 % 11-01-2038 BEO Taxable ** 99,321
NEW YORK ST DORM AUTH ST PERS INCOME TAXREV 5.051% 09-15-2027 BEO TAXABLE ** 604,913
NEW YORK ST TWY AUTH SECOND GEN HWY & BRDG TRFD5.449 % 04-01-2025 BEO应纳税 ** 660,768
NEW YORK ST URBAN DEV CORP REV3.9 % 03-15-2033 ** 10,921,380
NEW YORK ST URBAN DEV CORP REV3.9 % 03-15-2033 ** 2,699,583
纽约时报CO CL A ISIN # US6501111073 ** 2,965,080
新西兰（GOVT）1.5% 15/05/2031 ** 95,969
NEWBORN TOWN INC COM ** 175,274
纽维尔品牌公司COM ** 9,806,407
NEWFIELD EXPL CO5.375 %到期01-01-2026 ** 504,756
NEWGATE FUND.PLC FRN M/BKD 12/2050英镑‘A3A’ ** 650,759
NEWGEN软件INR10 ** 247,695
NEWMARK GROUP INC CL A CL A ** 371,695
NEWMONT CORP/NEWCREST FIN PTY LTD新台币5.3% 03-15-2026 ** 2,849,778
纽蒙特公司 ** 321,395
NEXGEN ENERGY LTD COMSTK ** 1,931,853
NEXI SPA 2.125% SNR 30/04/2029欧元 ** 98,790
NEXON CO LTD NPV ** 365,941
NEXTDC LTD NPV ** 485,191
NEXTDOOR HLDGS INC CL A CL A ** 126,029
NEXTEER汽车集团有限公司HKD0.1 ** 15,386
NEXTERA ENERGY CAP1.9 %到期日06-15-2028 ** 978,287
NEXTERA ENERGY CAP4.625 %到期日07-15-2027 ** 4,382,792
NEXTERA ENERGY CAP5.38 % 02-28-2053 ** 137,883
NEXTERA ENERGY CAP HLDGS INC.509 % 09-01-2025 ** 4,919,979
NEXTERA ENERGY CAP HLDGS INC1.875 % 01-15-2027 ** 1,018,545
NEXTERA ENERGY CAP HLDGS INC2.25 %到期06-01-2030/05-12-2020REG ** 1,513,344
NEXTERA ENERGY CAP HLDGS INC4.9 % 02-28-2028 ** 3,582,704
NEXTERA ENERGY CAP HLDGS INC5.55 % 03-15-2054 ** 1,630,645
NEXTERA ENERGY CAPITAL HOLDINGS INC6.051 %到期03-01-2025 ** 1,557,757
NEXTERA ENERGY INC COM ** 11,696,887
NEXTRACKER INC CL A COM USD0.0001 CL A ** 678,179
NEXXEN国际有限公司 ** 645,081
NGK INSULATORS LTD NPV ** 1,258,421
NH投资证券有限公司KRW5000 ** 160,627
尼斯公司 ** 32,448
NIEN制造企业TWD10 ** 134,149
NIHON DENKEI CO NPV ** 82,321
NiHON TRIM CO LTD NPV ** 69,012
NIPPON KAYAKU CO NPV ** 1,330,896
日本人寿印度INR10 ** 361,412
立邦RIETEC CO NPV ** 32,037
日本新谷株式会社净现值 ** 304,581
NPV中的NIPPON TV HLDGS ** 85,663
NISOURCE FIN CORP5.65 %到期02-01-2045 ** 86,010
NISOURCE INC.95 %到期08-15-2025REG ** 1,599,648
NISOURCE INC1.7 %到期日02-15-2031 ** 997,771
135
证券名称、到期日、利率 成本 现值
（以美元计）
NISOURCE INC5.2 % 07-01-2029 ** 1,320,549
NISOURCE INC5.4 % 06-30-2033 ** 299,068
NISOURCE INC COM ** 2,966,679
日产汽车5.93%到期03-15-2028年 ** 1,026,183
日产汽车租赁4.91%到期01-15-2026年 ** 96,169
日产汽车租赁4.97%到期09-15-2028年 ** 853,326
NISSIN CORP NPV ** 67,832
NISSO HOLDINGS CO NPV ** 42,132
NKT A/S ** 381,646
NN Group N.V.欧元0.12 ** 4,677,760
NNN REIT INC 3.6%到期12-15-2026年 ** 195,800
NNN REIT INC4 %到期日11-15-2025 ** 132,907
NODA CORP NPV ** 43,704
野村株式会社NPV ** 107,182
NOMURA HLDGS INC 2.329%到期01-22-2027 ** 853,328
NOMURA HLDGS INC 2.648% 01-16-2025 ** 2,397,784
NOMURA HLDGS INC 2.999%到期01-22-2032 ** 4,688,260
NOMURA HLDGS INC5.783 %到期07-03-2034 ** 960,540
NOMURA HLDGS INC FIXED 2.679%到期日07-16-2030 ** 591,683
NOMURA HLDGS INC SR NT 1.851% 07-16-2025 ** 625,087
NOURA RL EST INC NPV ** 248,413
NORConsult ASA NOK0.02 ** 351,807
NORDEA BANK AB NEW YORK BRH 27/02/2025 DTD 02-28-2024 VAR RT到期02-27-2025 ** 1,970,496
NORDEA REALKREDIT 1% CVD BDS 0 1/10/50 DKK0.01 ** 2
NORDEA REALKREDIT 1.5% CVD BDS 0 1/10/2053丹麦克朗 ** 1
NORDEA REALKREDIT 1.5% CVD BDS 0 1/10/2053丹麦克朗 ** 53,275
NORFOLK SOUTHN 2.9%到期时间06-15-2026 ** 639,761
NORFOLK SOUTHN CORP COM ** 7,674,690
NORFOLK SOUTHN固定利率4.05%到期08-15-2052 ** 230,561
北津小木株式会社净现值 ** 1,093,083
NORTH WEST CO INC VAR VTG和COM VTG SHS ** 10,998
东北公用事业公司01-15-2025年到期收益率为3.15% ** 999,270
东北大学2.894% 10-01-2050 ** 76,984
北方石油天然气公司COM新 ** 1,343,371
北星资源有限公司 ** 2,480,813
Northern States Power CO WISCONSIN 5.65% 06-15-2054 ** 260,037
*北方信托公司4.0%到期05-10-2027 BEO
** 2,457,174
NORTHROP GRUMMAN 5.15%到期05-01-2040 ** 191,509
NORTHROP GRUMMAN CORP5.2 % 06-01-2054 ** 474,386
诺斯罗普·格鲁曼公司网站 ** 44,235,275
挪威CRUISE LINE HLDGS LTDCOM0.001美元 ** 792,716
NOV INC COM ** 19,172,107
诺华科技COTWD5 ** 56,458
NOVABEV Group 10155052 E 004D ORDINARY SH RUB 100.00 ** 25,613
NOVABEV集团卢布100卢布 ** 3,929
NOVAGOLD RES INC COM NEW ** 66,697
NOVARTIS AG CHF0.49（REGD） ** 11,777,305
Novartis CAP CORP3 %到期11-20-20-2025 ** 340,626
136
证券名称、到期日、利率 成本 现值
（以美元计）
NOVARTIS CAPITAL CORP3.8 % 09-18-2029 ** 746,239
Novatek MicroElectronics CORP TWD10 ** 5,359,240
NOVATEK PJSC RUB0.1（卢布） ** 128,945
NOVO NORDISK A/S SER‘B’DKK0.1 ** 11,239,344
NOVOLIPETSK Steel Rub1（卢布） ** 82,256
NRG ENERGY INC COM NEW ** 7,750,890
NSD CO LTD NPV ** 137,602
NSI N.V. 3.68欧元（合并后） ** 54,876
NSL FOODS PCL THB1（NVDR） ** 83,982
*NT collective all country world ex-US investable market index fund-DC-NONLEN
** 7,158,187,133
*NT collective all country world investable market index fund-DC-tier J
** 1,248,876,456
*NT collective S & P500 index fund-DC-non lending（tier J）
** 23,563,816,925
NTT FIN CORP1.16 2 % 04-03-2026 ** 2,232,040
NTT FIN CORP1.16 2 % 04-03-2026 ** 1,450,610
NUCOR CORP2.0 %到期06-01-2025REG ** 1,137,659
NUCOR CORP COM ** 2,947,511
NUCOR CORP FIXED 2.979%到期12-15-2055 ** 14,872
NUCOR CORP新台币3.85% 04-01-2052 ** 170,474
NUIX LTD NPV ** 24,726
NURIX THERAPEUTICS INC COM ** 209,614
NUTANIX INC CL A CL A ** 4,151,920
NUTRIEN LTD4.9 %到期03-27-2028 ** 1,091,592
NUTRIEN LTD5.875 % 12-01-2036 ** 172,852
NUTRIEN LTD 5.95%到期11-07-2025BEO ** 1,235,764
NUTRIEN LTD固定利率4.125%到期03-15-2035 ** 8,855
NUTRIEN LTD FIXED 5.25%到期01-15-2045 ** 184,722
NUVALent INC CL A CL A ** 231,004
NUVAMA财富人INR10 ** 199,528
NVIDIA CORP COM ** 328,059,523
NVR INC COM STK USD0.01 ** 294,440
NXP B V/NXP FDG LLC/NXP USA INC SR NT 2.7% 05-01-2025 ** 1,868,054
NXP B V/NXP FDG LLC/NXP USA INC SR NT3.25 % 05-11-2041 ** 621,400
NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06-18-0209 ** 932,048
NXP B V/NXP Funding LLC/NXP USA INC 2.5%到期05-11-2031 ** 468,966
恩智浦半导体N V COM STK ** 31,571,584
NXPT COML MTG TR2024-STOR4.31 158 % 11-05-2041 ** 1,908,344
NY N Y应课税建筑AMER BDS-F-1 6.271到期12-01-2037 ** 6,822,832
NYKREDIT REALKREDI 1% CVD BDS01/04/25DKK0.01 ** 595,002
NYKREDIT REALKREDI 1% CVD BDS 0 1/10/2053DKK ** 7
NYKREDIT REALKREDI 1% SNR 0 1/10/2050 DKK0.01 ** 1
NYKREDIT REALKREDIT A/S 1.0% 0 1/10/2050 ** 1
NYO COML MTG TRFLTG RT 5.52 148%到期11-15-2038 ** 490,000
O REILY Automotive INC NEW 3.6%到期09-01-2027 ** 54,344
O REILY AUTOMOTIVE INC NEW COM USD0.01 ** 26,025,938
OBIC业务缺点NPV ** 105,920
欧比特有限公司NPV ** 1,269,105
OBX2021-INV2 TRFLTG RT 2.5%到期10-25-2051 ** 1,287,464
137
证券名称、到期日、利率 成本 现值
（以美元计）
OBX2021-INV2 TRFLTG RT 5%到期10-25-2051 ** 375,405
OBX2022年INV3 TR3 %到期02-25-2052 ** 1,298,061
OBX2023-NQM3 TR MTG支持NT CL A-1 144A5.94 871% 02-25-2063 ** 2,197,850
02-15-2027年到期的Occidental Pete3 % ** 2,262,528
Ocidental Pete CORP5.0 % 08-01-2027 ** 1,367,545
Ocidental Pete CORP5.375 % 01-01-2032 ** 161,708
Ocidental Pete CORP6.05 % 10-01-2054 ** 189,758
Ocidental Pete CORP6.625 %到期09-01-2030REG ** 1,276,751
Occidental Petroleum CORP 3.5%到期08-15-2029/08-08-2019 REG ** 1,613,682
Ocean Wilson HLDGS ORD GBP0.20 ** 26,555
OceANAGOLD CORP COM NPV ** 670,252
Oceaneering INTL INC COM ** 4,438,425
OCHI HLDG CO LTD NPV ** 33,551
ODFJELL SE普通股 ** 11,837
ODFJELL SE CONMON股票 ** 50,452
OFSI BSL XIV CLO FLTG RT 0%到期07-20-2037 ** 1,816,366
OGE Energy CORP COM ** 2,216,033
OHA华润FDG 18 LTD FLTG RT 5.79 317%到期04-20-2037 ** 1,245,893
OIL INIA LTD INR10 ** 324,887
OIS CHASUS33 11/02/2029 COP P 5.96%/R 1DCOOVI SWU00SKM6 ** 115
冈村株式会社NPV ** 73,510
OKI Electric IND NPV ** 43,723
Okta INC CL A CL A ** 375,324
OLD MUTUAL LTD NPV ** 100,438
OLD NATL BANCORP IND COM ** 410,203
OLEMA Pharmaceuticals INC COM ** 92,079
OLIN CORP COM ** 11,755,640
OLLIES BARGAIN OUTLET HLDGS INC COM ** 4,046,952
Olympic STL INC COM ** 129,993
OLYMPUS CORP NPV ** 6,388,336
OMNICOM Group INC COM ** 6,418,584
关于HLDNG AG CHF0.1 A类 ** 3,408,063
ON24 INC COM ** 54,742
ONCOR ELEC交付4.3% 05-15-2028 ** 1,604,356
ONCOR ELEC FIXED 4.95%到期09-15-2052 ** 1,163,119
ONE GAS INC5.1 % 04-01-2029 ** 1,421,927
ONE GAS INC COM ** 1,820,860
ONE NEW PLAZA TR2020-1NYP COML MTGPASSTHRU CTF CLA 5.37648% 01-15-2036 ** 572,250
11-14-2029年到期的ONEMAIN直接5.41% ** 2,010,398
11-14-2029年到期的ONEMAIN直接5.41% ** 9,698,400
09-15-2036年到期的ONEMAIN FINL 5.84% ** 9,485,680
ONEMAIN FINL Issuance TR2020-2 1.75% 09-14-2035 ** 768,352
ONEMAIN FINL Issuance TR2021-1 AST backed NT CL A-2 FLTG 5.09763 06-16-2036 ** 2,906,120
ONEMAIN FINL Issuance TR2022-2 asset backed NT CLA 144a4.89 % 10-14-2034 ** 2,106,426
ONEMAIN HLDGS INC COM ** 419,073
ONEOK INC5.65 % 11-01-2028 ** 1,806,055
ONEOK INC5.7 % 11-01-2054 ** 1,110,835
ONEOK INC5.8 % 11-01-2030 ** 608,189
138
证券名称、到期日、利率 成本 现值
（以美元计）
ONEOK INC6.625 %到期09-01-2053 ** 147,367
ONEOK INC新4%到期07-13-2027 ** 1,104,860
ONEOK INC新4.55%到期07-15-2028 ** 1,961,564
ONEOK INC新4.75% 10-15-2031 ** 387,021
ONEOK INC NEW FIXED 2.2%到期09-15-2025 ** 5,371,502
ONESOURCE SPE PHAR INR1 ** 478,000
ONESPAWORLD HLDGS LTD COM USD0.0001 ** 7,144,001
ONESTREAM INC CL A CL A ** 678,690
奥诺制药NPV ** 232,965
Ontario PROV CDA PROV of ON 2.5% 2.5% due 04-27-2026BEO ** 29,347,140
安大略省（PROV of）3.65% NTS02/06/2033 CAD1 ** 2,082,499
ONTO创新公司 ** 1,865,204
ONWARD HOLDINGS NPV ** 570,629
OOMA公司COM ** 92,276
OOREDOO QAR1 ** 34,076
OpenText CORP COM ** 7,654,896
欧浦照明有限公司-A股票联接 ** 837,793
OPT Machine VISION A CNY1 ** 126,873
OPTEX Group COMPAN NPV ** 158,300
奥普提姆公司NPV ** 21,502
Option Care Health INC COM NEW COM NEW ** 895,891
OPTORUN CO LTD NPV ** 128,926
OPUS全球HUF25 ** 43,595
甲骨文公司1.65% 03-25-2026 ** 1,752,916
ORACLE CORP2.5 %到期04-01-2025REG ** 1,200,061
ORACLE CORP2.65 %到期日07-15-2026 ** 8,078,338
ORACLE CORP3.6 %到期04-01-2040REG ** 3,914,966
ORACLE CORP3.6 %到期04-01-2050 REG ** 851,282
ORACLE CORP3.85 %到期日07-15-2036 ** 163,688
ORACLE CORP3.9 %到期05-15-2035 ** 60,467
甲骨文公司4.65% 05-06-2030 ** 680,232
甲骨文公司4.9% 02-06-2033 ** 365,230
甲骨文公司5.55% 02-06-2053 ** 284,063
甲骨文公司 ** 20,934,483
ORACLE CORP固定2.3%到期03-25-2028 ** 2,819,615
ORACLE CORP FIXED 2.875%到期03-25-2031 ** 70,409
ORACLE CORP固定2.95%到期04-01-2030 ** 2,854,270
ORACLE CORP固定3.65%到期03-25-2041 ** 476,146
ORACLE CORP固定3.85%到期04-01-2060 ** 6,401,127
甲骨文公司日本净现值 ** 115,716
甲骨文金融服务INR5 ** 249,922
ORASURE TECHNOLOGIES INC COM ** 22,794
Organon & CO COM ** 5,568,204
ORICA LIMITED NPV ** 2,186,738
东方精工KRW500 ** 81,055
ORION S A COM NPV ** 367,907
欧力士 JREIT INC REIT ** 1,289,536
OSB Group PLC ORD英镑0.0 100 ** 50,728
139
证券名称、到期日、利率 成本 现值
（以美元计）
OSCAR Health INC CL A CL A ** 768,499
OSCAR US FDG XIV LLC NT CL A-4 144A2.82 % 04-10-2029 ** 1,953,821
Oshkosh Corporation ** 1,581,014
OTE（希腊TLCM）EUR2.83（CR） ** 798,902
OTIS WORLDWIDE CORP 2.565%到期02-15-2030 BEO ** 284,338
OTIS WORLDWIDE CORP COM USD0.01 WI ** 3,229,774
OTSUKA CORP NPV ** 1,566,135
外包组ZAR0.0001 ** 101,456
海外PVT英威腾3.43%到期05-15-2030 ** 3,508,330
OVINTIV INC5.65 % 05-15-2025 ** 1,283,000
OVINTIV INC COM0.01美元 ** 11,334,087
OVS SPA NPV ** 866,508
欧文斯玉米新5.5% 06-15-2027 ** 1,052,736
PAC GAS & ELEC CO4.2 %到期06-01-2041 ** 265,166
PAC GAS & ELEC CO5.9 %到期10-01-2054 ** 350,987
PAC GAS & ELEC CO6.95 % 03-15-2034 ** 657,393
PAC GAS & ELEC CO FIXED 2.1%到期08-01-2027 ** 5,838,265
PAC GAS & ELEC CO FIXED 2.95%到期03-01-2026 ** 586,618
PAC GAS & ELEC CO固定利率3.15%到期01-01-2026 ** 1,670,063
PAC GAS & ELEC CO FIXED 3.45%到期07-01-2025 ** 322,465
PAC GAS & ELEC CO FIXED 3.45%到期07-01-2025 ** 159,744
PAC GAS & ELEC CO FIXED 4.95%到期07-01-2050 ** 450,845
PAC GAS & ELEC CO FLTG RT 5.325333%到期09-04-2025 ** 4,607,677
PACCAR金融公司4.0% 09-26-2029 ** 507,889
PACCAR INC COM ** 19,497,821
太平洋贝辛船USD0.01 ** 340,332
PACIFIC GAS & ELEC CO 2.5%到期02-01-2031/06-19-2020REG ** 4,020,175
PACIFIC GAS & ELEC CO4.0 % 12-01-2046 ** 226,103
PACIFIC GAS & ELEC CO 4.45%到期4-15-2042 ** 82,981
PACIFIC GAS & ELEC CO5.55 % 05-15-2029 ** 2,103,258
PACIFIC GAS & ELEC CO5.8 % 05-15-2034 ** 409,137
PACIFIC GAS & ELEC CO6.7 % 04-01-2053 ** 867,005
PACIFIC GAS & ELEC CO6.75 % 01-15-2053 ** 1,124,147
太平洋气电CO6.4 % 06-15-2033 ** 2,425,080
PACIFIC LIFECORP SR NT144A5.4 % 09-15-2052 ** 234,820
PACIFICORP 2.7%到期09-15-2030 ** 918,762
太平洋5.3% 02-15-2031 ** 201,811
太平洋5.8% 01-15-2055 ** 778,942
包装公司AMER COM ISIN US6951561090 ** 7,310,609
PACS Group INC COM ** 444,560
PAGSEGURO DIGITAL LTD COM美元CLS A ** 1,066,923
PALANTIR TECHNOLOGIES INC CL A CL A ** 1,394,768
PALFINGER AG净现值 ** 26,064
PALO ALTO NETWORKS INC COM0.0001美元 ** 22,208,036
潘阿默恩白银公司COM ** 943,910
巴拿马REP6.875 % 01-31-2036 ** 281,270
巴拿马REP Global BD4.3 %到期04-29-2053REG下沉基金04-29-2051 ** 175,380
PANDORA A/S DKK0.01 ** 3,935,309
140
证券名称、到期日、利率 成本 现值
（以美元计）
PANTORO有限公司 ** 239,657
PAPA JOHNS INTL INC COM ** 5,753,702
帕拉迪普磷酸盐INR10 ** 581,550
Paragon Banking GR ORD GBP1 ** 1,184,723
ParamOUNT Global OM USD0.001 CLB ** 3,640,080
巴黎MIKI HOLDINGS INC ** 391
PARK 24 CO LTD NPV ** 1,167,594
Park Hotels & Resorts INC COM ** 1,297,071
帕克-汉尼芬公司网站 ** 5,264,420
PARKIN公司PJS AED0.02 ** 268,057
百汇人寿实际净现值（REIT） ** 95,111
PASON System INCOR COM NPV ** 31,229
Patteron-UTI Energy INC COM ** 5,091,373
02-15-2028年到期的典当设备5.17% ** 1,035,160
Paylocity HLDG CORP COM ** 5,809,564
Payoneer Global INC COM ** 789,736
PAYPAL HLDGS INC COM ** 125,806
PAYSAFE LTD COM ** 243,282
PCA公司NPV ** 42,527
PCC ROKITA SA PLN1.00 ** 9,020
PDF解决方案公司COM ** 3,106,238
PEAB AB SER‘B’NPV ** 829,327
11-15-2025年到期的和平健康1.375% ** 751,934
PECCA集团BHD NPV ** 90,150
PECO ENERGY CO5.25 % 09-15-2054 ** 170,595
PEGASYSTEMS INC COM ** 12,353,567
彭纳尔工业有限公司 ** 368,200
PENNYMAC FINL SVCS INC NEW COM ** 387,826
PEPPERDINE UNIV FIXED 3.301%到期12-01-2059 ** 154,561
PEPSICO INC COM ** 12,442,005
Perella Weinberg合作伙伴COM USD0.0001 CL A ** 299,740
Perenti有限NPV ** 266,173
完美presentati SAR1 ** 126,642
业绩食品集团有限公司 ** 1,725,835
PERION NETWORK LTD PERION NETWORK LTD ** 187,102
Permian RES CORP CLA ** 6,515,794
PERNOD RICARD NPV 1.55欧元 ** 6,439,770
PerRIGO COMPANY LIMITED COM 0.00 1欧元 ** 15,741,693
PERSEUS MINING LTD NPV ** 413,948
Personalis INC COM ** 25,542
秘鲁REP 2.78% 12-01-2060 ** 401,482
秘鲁（REP of）6.15% GTD 12/08/2032 PEN ** 2,693,695
秘鲁（REP of）6.9% BDS 12/08/37 USD‘144A’ ** 263,725
秘鲁（共和国）7.3% 12/08/2033 ** 1,794,435
秘鲁（共和国）7.60% 12/08/2039 ** 195,197
石油-CDA 7.875%到期日06-15-2026 ** 208,320
PETROL BRASILEIROS PRF NPV ** 76,506
PetroleOS MEXICANOS 6.5% 03-13-2027 ** 4,640,512
141
证券名称、到期日、利率 成本 现值
（以美元计）
PETROLEOS MEXICANOS GTD NT7.69 %到期01-23-2050 REG ** 188,625
马石油DAGANGAN NPV ** 42,343
PetroreCONCAVO S.A COM NPV ** 49,592
PEXA集团有限公司NPV ** 119,545
PEXIP HOLDINGS as ** 338,546
辉瑞（辉瑞（PFIZER INC COM）） ** 22,451,570
辉瑞投资进入4.45% 05-19-2026 ** 3,159,568
辉瑞投资进入5.3% 05-19-2053 ** 215,694
辉瑞投资进入5.34% 05-19-2063 ** 459,721
辉瑞有限公司INR10 ** 51,819
PFS FING CORP 2022-D PREM FIN AST BKD NT4.27 % 08-15-2027 ** 698,596
PFS FING CORP4.9 4999980927 %到期02-15-2029 ** 7,424,703
10-15-2028年到期的PFS FING CORP 5.52% ** 2,070,060
PG ELECTROPLAST LTD FV INR 1 DEMAT Equity ** 337,256
太平洋煤气和电力 CORP COM ** 31,747,277
太平洋煤气和电力复苏FDG LLC SR SECD NT CLA-3 2.822% 07-15-2048 ** 135,456
太平洋煤气和电力 WILDFIRE 3.594%到期06-01-2032 ** 579,154
太平洋煤气和电力 WILDFIRE 4.263%到期06-01-2038 ** 896,727
太平洋煤气和电力 WILDFIRE 4.263%到期06-01-2038 ** 3,568,129
12-01-2053到期的太平洋煤气和电力 WILDFIRE 4.674% ** 444,571
太平洋煤气和电力 WILDFIRE 4.722%到期06-01-2039 ** 2,866,496
太平洋煤气和电力 WILDFIRE RECOVERY FDGSR SECD RECOVERY BD SER 5.099% 06-01-2054 ** 1,257,696
PHAA学生LN TR2021-1 STUD LN AST支持NT144A4.99649 % 05-25-2070 ** 1,333,649
PHIBRO ANIMAL HEALTH CORP CLA COM CLA COM ** 117,516
PHILIP MORRIS INTL 2.1%到期05-01-2030 ** 544,560
PHILIP MORRIS INTL 4.375%到期11-15-2041 ** 153,303
PHILIP MORRIS INTL 5%到期11-17-2025年 ** 607,348
菲利普莫里斯INTL INC4.375 % 11-01-2027 ** 1,551,593
PHILIP MORRIS INTL INC 4.875到期11-15-2043 ** 358,576
菲利普莫里斯INTL INC4.875 % 02-13-2029 ** 199,731
菲利普莫里斯INTL INC4.875 % 02-13-2029 ** 2,241,985
菲利普莫里斯INTL INC4.875 % 02-15-2028 ** 3,327,719
菲利普莫里斯INTL INC4.875 % 02-13-2026 ** 1,889,997
菲利普莫里斯INTL INC5.125 % 02-15-2030 ** 401,891
菲利普莫里斯INTL INC5.125 % 02-13-2031 ** 600,375
菲利普莫里斯INTL INC5.125 % 02-13-2031 ** 8,135,085
菲利普莫里斯INTL INC5.25 % 02-13-2034 ** 355,946
菲利普莫里斯INTL INC5.375 % 02-15-2033 ** 400,869
菲律宾（REP为6.25% BDS 14/01/2036 PHP ** 172,161
菲律宾（共和国）5.175% 09-05-2049 ** 186,192
菲利普斯663.85%到期04-09-2025 ** 2,333,459
菲利普斯665.3%到期06-30-2033 ** 495,283
PHILIPS 66固定1.3%到期时间02-15-2026 ** 1,970,467
Philipps Edison & CO INC COM NEW COM NEW ** 1,557,025
PHINIA INC COM USD0.01 WI ** 953,092
辉盛电子TWD10 ** 1,189,038
凤凰金融有限公司 ** 381,535
凤凰磨坊INR2 ** 834,599
142
证券名称、到期日、利率 成本 现值
（以美元计）
PHX ENERGY SVCS CO COM NPV ** 647,384
物理学家RLTY L P 2.625% 11-01-2031 ** 287,399
PI先进材料有限公司 ** 80,346
PIEDMONT NAT GAS3.5 %到期06-01-2029 ** 588,159
11-01-2046到期的PIEDMONT NAT GAS3.64 % ** 574,606
PILGRIMS PRIDE CORP ** 824,419
平安保险集团H CNY1 ** 1,926,667
PINNACLE FINL PARTNERS INC COM ** 2,176,499
PINNACLE INV MGMT NPV ** 213,628
PINNACLE W. CAP CORP COM ** 6,459,813
Pinterest INC CL A CL A ** 946,618
PIONER NAT RES CO 1.125%到期01-15-2026 REG ** 627,465
PIONER NAT RES CO 1.125%到期01-15-2026 REG ** 2,957,775
PIONEER自然资源5.1%到期03-29-2026 ** 1,575,696
PiXART影像TWD10 ** 624,685
PLAINS ALL AMER PIPELINE BNDS4.65 %到期10-15-2025 ** 1,943,145
12-15-2026年到期的全部AMERN 4.5% ** 1,423,074
Plains All AMERN PIPELN L P/PAA4.9 % 02-15-2045 ** 212,387
PLATZER FASTIGHETER AB NPV ** 120,267
PLAYTIKA HLDG CORP COM ** 177,463
PLAZA SA NPV ** 137,499
PLUS500 LTD ORD ILS0.01（DI） ** 839,023
PNCBK N A PITT PA FIXED 4.775%到期01-15-2027 ** 6,528,269
PNC金融服务5.3% 01-21-2028 ** 226,910
PNC金融服务5.939% 08-18-2034 ** 406,883
PNC金融服务集团COM STK ** 23,971,483
PNC FinL SVCS 2.55%到期01-22-2030 ** 2,592,731
PNC FinL SVCS FLTG RT 5.812%到期06-12-2026 ** 5,322,529
波兰（REP of）3.875% SNR 14/02/2033欧元 ** 971,575
波兰（REP of）4.25% SNR EMTN 14/02/43欧元 ** 215,060
保利物业集团有限公司HKD0.50 ** 272,594
POOL CORP COM STK ** 3,737,043
POP MART INTL GRP LTD ** 4,194,004
Popular INC COM NEW COM USD6（POST REV SPLIT） ** 3,044,346
PORSCHE FINL AUTO 5.79%到期01-22-2029 ** 5,242,873
保时捷创新4.66%到期02-20-2030 ** 1,246,563
保时捷创新4.67%到期11-22-2027 ** 640,814
AUTH N Y & N J4.458 % 10-01-2062 BEO应课税 ** 235,198
PORT MORROW ORE TRANSMISSION FACS REV2.987 % 09-01-2036BEO应纳税 ** 4,935,407
POSIFLEX TECH INC ** 594,107
中国邮政储蓄银行（LOCAL 1658） ** 8,569,867
POTLATCHDELTIC公司 ** 9,897,987
鲍威尔INDS公司COM ** 633,032
电力金融公司INR10 ** 1,112,599
Power Integrations INC COM ** 153,325
POWERFLEET COM0.01美元 ** 841,711
POWSZECHNY ZAKLAD UBEZPIECZE ** 1,742,344
PPG IND INC COM ** 4,299,961
143
证券名称、到期日、利率 成本 现值
（以美元计）
PPL Capital Funding INC5.25 % 09-01-2034 ** 536,771
PPL CORP COM ISIN US69351T1060 ** 14,594,016
PPL ELEC UTILS 4.125%到期06-15-2044 ** 61,594
PRA集团有限公司COM ** 358,368
PRARAM 9医院THB1（NVDR） ** 592,038
PRECISION 4.375%到期06-15-2045 ** 213,248
PRIMARIS REAL TR单元SER A ** 1,234,481
普瑞电子TWD10 ** 238,771
PRIMO BRANDS CORPORATION USD0.01 A ** 70,734
PRIMO Brands CORPORATION COM0.01美元 ** 5,127,020
PRIN FINL集团3.7%到期05-15-2029 ** 23,810
PRIO S.A ** 743,488
Privia Health Group INC COM ** 705,892
PRKCM2023-AFC4TR7.225 %到期11-25-2058 ** 1,253,442
PRO MEDICUS NPV ** 5,594,073
Proact IT集团NPV ** 77,274
Proassurance CORP COM ** 172,894
PROCORE TECHNOLOGIES INC COM ** 3,914,193
Procter & Gamble COM NPV ** 5,826,173
PROG HOLDINGS INC COM ** 799,686
进度RESDNTL2.393 %到期12-17-2040 ** 1,651,956
进度RESDNTL2.409 %到期05-17-2038 ** 860,399
进展RESDNTL2.425 %到期07-17-2038 ** 1,210,591
Progress Residential 2021-SFR6 TRSINGLEFAMILY Rent Pass 1.524% 07-17-2038 ** 3,534,376
Progress Residential 2022-SFR6TRRNT PASSTHRU CTF CL C144A5.195 % 07-20-2039 ** 1,982,694
Progressive CORP OH3.7 %到期03-15-2052BEO ** 444,041
Progressive CORP OH COM ** 59,553,149
Prologis INC COM ** 26,863,972
序号L P4.875 % 06-15-2028 ** 797,799
10-15-2050年到期的Prologis L P FIXED 2.125% ** 693,139
序号L P SR新台币3.375% 12-15-2027 ** 483,749
04-15-2050年到期的ProLOGIS LP3.0 % ** 128,356
PROS HLDGS INC COM ** 438,300
Prosperity BANCSHARES INC COM ** 4,827,599
PROSUS N.V. 1.207% 19/01/2026 ** 304,649
ProtaGONIST THERAPEUTICS INC COM ** 214,539
10-01-2026到期的Provid HLTH & SVCS2.746 % ** 1,446,926
Providus CLO SR2A CL ARR FRN3.945 % 15/10/2038 ** 621,291
审慎企业INR5 ** 154,928
PRUDENTIAL FINL INC3.935 %到期12-07-2049 ** 173,649
PRUDENTIAL PLC GBP0.05 ** 3,329,977
PT ASPIRASI HIDUP印度尼西亚TBK ** 637,746
PT银行DANAMON‘A’IDR50000 &‘B’IDR500 ** 135,972
PTC THERAPEUTICS INC COM ** 2,005,706
PTT ExplORTN & PRD THB1（NVDR） ** 1,476,724
PUB Service Enterprise Group INC COM ** 275,268
PUB Storage COM ** 3,591,483
PUB SVC ELEC & GAS FIXED 3.65%到期09-01-2028 ** 4,953,336
144
证券名称、到期日、利率 成本 现值
（以美元计）
PUB SVC Enterprise.8 %到期日08-15-2025 ** 1,218,506
公共股份有限公司Magnit Rub0.01（RUB） ** 102,788
俄克拉荷马州公共服务公司5.2% 01-15-2035 ** 67,930
俄克拉荷马州公共服务公司5.25% 01-15-2033 ** 492,475
公务电气4.85% 08-01-2034 ** 3,403,484
公共服务企业5.45% 04-01-2034 ** 399,167
Public Service Enterprise Group INC 5.85%到期11-15-2027 BEO ** 1,687,881
Public Service Enterprise Group INC 1.6%到期08-15-2030 BEO ** 1,461,789
公共存储2.3%到期05-01-2031 BEO ** 281,917
公开储存5.125% 01-15-2029 ** 1,240,060
公开储存5.35% 08-01-2053 ** 190,440
公共SVC CO OKLA 2.2%到期日08-15-2031 ** 1,654,686
PUBMATIC INC CLA COM CLA COM ** 233,218
PUGET ENERGY INC FIXED 2.379%到期日06-15-2028 ** 114,129
PUGET ENERGY INC SR NT5.33 % 06-15-2034 ** 4,870,947
PULMONX CORPORATION COM ** 60,132
普尔特集团有限公司 ** 870,764
PURE Storage INC CL A CL A ** 394,381
Put BonDOPT BNPAFRPP 23/05/2025法国（GOVT of）097 3175SQ653 ** 188,592
PUT SWO美元BARCGB33 P4.005 %/R 1DSOFR317U6EGA7 09/25/2025 ** 4,569
PUT SWO美元BNPAFRPP P4.57 %/R 1DSOFR317U7LXA1 08/13/2025 ** 10,997
PUT SWO美元BOFAUS6S P3.93 %/R 1DSOFR317U6E2A2 06/23/2025 ** 25,086
PUT SWO美元CHASUS33 P 4.48%/R 1DSOFR317U7MBA3 05/13/2025 ** 5,504
PUT SWO美元CHASUS33 P 4.57%/R 1DSOFR317U7MCA2 08/13/2025 ** 216
PUT SWO美元DEUTGB2L P3.96 %/R 1DSOFR317U6E8A6 06/25/2025 ** 27,782
PUT SWO美元DEUTGB2L P3.96 %/R 1DSOFR317U6F4A7 06/25/2025 ** 7,938
PUT SWO美元DEUTGB2L P4.005 %/R 1DSOFR317U6F2A9 09/25/2025 ** 9,138
PUT SWO美元DEUTGB2L P4.065 %/R 1DSOFR317U6E4A0 06/24/2025 ** 19,321
PUT SWO美元GSCMUS33 P4.42 %/R 1DSOFR317U7M2A3 05/13/2025 ** 6,167
PVH CORP COM美元1 ** 1,502,708
PVH公司4.125% 07-16-2029 ** 959,181
PVPTL ABU DHABI GOVT INTL3.0 % 09-15-2051 ** 162,565
新斯科舍省PVPTL银行1.188% 10-13-2026 ** 11,544,461
PVPTL COMM按揭信托SER 2016-787S CL A BNDS3.545 % 02-10-2036 ** 1,750,139
PVPTL DELTA Air LINES/SKYMILES 4.75%到期10-20-2028 ** 197,297
PVPTL MID-ATLANTIC INTST TRANSMISSION LLC 4.1%到期05-15-2028 ** 1,514,089
PVPTL ONEMAIN Direct Auto Receivables TR2021-SR21-1A CLA.87 % 07-14-2028 ** 4,278,615
PVT PLBNP PARIBAS SR NON PFD5.19 % 01-10-2030 ** 1,410,264
PVTL INTESA SANPAOLO S P A8.24 8% 11-21-2033 ** 224,369
AMERS COML MTG TRII的PVTPL1166 AVE 2005-C6 COML 5.6896% 10-13-2037 ** 980,032
PVTPL 37 CAPITAL CLO LTD SR21-1A CL AR FLTG 10-15-2034 ** 3,004,308
PVTPL 37 CAPITAL CLO LTD SR22-1A CL A1R FLTG RT07-15-2034 ** 4,007,120
PVTPL ABN AMRO银行NV5.5 15 % 12-03-2035 ** 391,155
PVTPL ABN AMRO BANK NV6.575 % 10-13-2026 ** 404,231
PVTPL ABN AMRO BANK NV FRN 12-03-2028 ** 500,360
PVTPL阿布扎比开发HOL 4.375% 10-02-2031 ** 765,414
PVTPL阿布扎比开发HOL 5.375% 05-08-2029 ** 1,011,199
PVTPL友邦保险集团有限公司5.4% 09-30-2054 ** 185,553
145
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL友邦保险集团有限公司全球中期NTS BOO 3.2%到期09-16-2040 ** 223,882
PVTPL友邦保险集团有限公司运输# 3.6% 04-09-2029 ** 252,258
PVTPL AIB集团PLC 6.608% 09-13-2029 ** 303,070
PVTPL AIB集团PLC 6.608% 09-13-2029 ** 5,225,347
PVTPL AIMCO CLO SER 2017-A/AIMCO CLO SER201 SR SECD NT CL A-R FLTG 04-20-2034 ** 1,352,141
PVTPL AIMCO SR22-17A CL A1R FLTG RT 07-20-2037 ** 1,404,248
PVTPL Air Canada Air Canada 2017-1AA PTT3.3 %到期07-15-2031 BEO ** 422,305
PVTPL Air CADA 2013-1通过4.125到期11-15-2026 BEO ** 141,910
PVTPL Air CDA通过TR2017-1 PVTPL Air CANADA BNDS3.55 %到期07-15-2031 ** 259,168
PVTPL AIRCASTLE LTD2.85 %到期01-26-2028BEO ** 1,674,641
PVTPL AKER BP ASA5.125 % 10-01-2034 ** 187,852
PVTPL AKER BP ASA5.8 % 10-01-2054 ** 317,669
PVTPL对齐数据CTRS Issuer LLC 21-1A CL A2 1.937%到期08-15-2046 BEO ** 2,812,790
PVTPL联盟能源金融5.4% 06-06-2027 ** 1,162,558
PVTPL American Heritage Auto Receivables TRSR24-1A CLA3 4.9% 09-17-2029 ** 1,150,805
PVTPL美国输电系统2.65% 01-15-2032 ** 237,416
PVTPL AMSR TRUST 21-SFR2 C958609 % 08-17-2026 ** 2,025,730
PVTPL AMSR TRUST SR21-SFR3 CLA1.476 % 10-17-2038 ** 2,829,870
PVTPL锚定帽CLO 16 LTD/锚定帽SR20-16A CL A1R FLTG RT 01-19-2035 ** 10,003,817
PVTPL锚固帽CLO SR15-7A CL AR3 FLTG RT 04-28-2037 ** 8,318,479
PVTPL锚定资本CLO LTD SR18-10A CL A1AR FLTG RT 10-15-2031 ** 3,192,687
PVTPL ANTOFAGASTA PLC 2.375%到期10-14-2030/10-14-2020BEO ** 251,709
PVTPL ANZ新西兰INTL有限公司3.45% 01-21-2028 ** 239,300
PVTPL APA基础设施有限公司4.25%到期日07-15-2027 ** 128,878
PVTPL APA基础设施有限公司5.75% 09-16-2044 ** 63,621
PVTPL APA基础设施有限公司5.125% 09-16-2034 ** 280,961
PVTPL APEX CR CLO LTD SER 20-1A CLA R FLTG RT 04-20-2035 ** 2,243,355
PVTPL APIDOS CLO LTD SER 18-18A CLA1R2 FLTG 01-22-2038 ** 17,144,500
PVTPL APIDOS CLO XXII 15-22A CL A-1R FLTG 144A FLTG RT到期04-20-2031 ** 407,889
PVTPL AQUA FIN TR2021-ASR21-ACLA1.54 %到期07-17-2046BEO ** 1,354,972
PVTPL ARBOR RLTY COML房地产NTS 2021-FL4 SR21-FL4 CLA 11-15-2036 ** 802,406
PVTPL是LXIII CLO LTD CL A-1A FLTG 04-20-2035 ** 801,423
PVTPL ARES XLIV CLO LTD SR NT CL A-1-R FLTG 144A 3C7 VAR RT到期04-15-2034 BEO ** 1,840,034
PVTPL ARES XXVII CLO LTD SR13 2A CL A-R3 FLTG 10-28-2034 ** 3,900,938
PVTPL ARI船队租约TRSR24-A CL A2 5.3% 11-15-2032 ** 2,272,164
PVTPL ASHTEAD资本2.45% 08-12-2031 ** 1,247,944
PVTPL ATHENE Global FDG MEDIUM SR SECD NT 1.45% 01-08-2026 ** 482,942
PVTPL ATHENE全球资金4.86% 08-27-2026 ** 3,595,925
PVTPL ATHENE Global Funding 5.62% 05-08-2026 ** 1,917,394
PVTPL ATLAS SR LN FD XIV LTD/ATLAS SR LN FD SR19-14A CL AR VAR RT 07-20-2032 ** 7,156,346
PVTPL澳大利亚&新西兰BKG集团有限公司0% CP 11-25-2025 ** 4,265,893
PVTPL澳大利亚&新西兰BKG集团有限公司FLTG RT 03-18-2026 ** 3,764,768
PVTPL Aviation CAP Group LLC SR NT 144a3.5 %到期11-01-2027/07-01-2027 BEO ** 382,350
PVTPL AVIATION CAPITAL GROUP LLC6.375 %到期日07-15-2030 ** 1,099,379
PVTPL AVIS预算汽车租金FDG AESOP LLC SR2023-8 CLA 6.02%到期02-20-2030 ** 3,317,425
PVTPL AVIS预算汽车租金FDG AESOP LLC SR2023-8 CLA 6.02%到期02-20-2030 ** 3,835,773
PVTPL AVIS预算汽车租金FDG AESOP LLC SRS 20-2 CLA 2.02%到期02-20-2027 ** 2,423,402
PVTPL AVIS预算汽车租金FDG AESOP LLCSER 21-2A CL A1.66 %到期02-20-2028 ** 17,338,841
146
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL AVIS预算汽车租赁FNDG AESOP 5.36% 06-20-2030 ** 3,264,252
PVTPL AVIS预算租赁汽车FNDG AESOP SER 23-3A CLA 5.24%到期02-22-2028 ** 3,237,091
PVTPL AVIS预算租赁汽车FNDG AESOP SER 24-3A CLA 5.23% 12-20-20-2030 ** 3,453,050
PVTPL AVOLON HLDGS FDG LTD2.528 %到期11-18-2027 ** 1,091,301
PVTPL AVOLON HLDGS FDG LTD2.528 %到期11-18-2027 ** 564,658
PVTPL AVOLON HLDGS FDG LTD5.15 % 01-15-2030 ** 416,693
PVTPL AVOLON HLDGS FDG LTD6.375 %到期05-04-2028 ** 452,281
PVTPL AVOLON HOLDINGS FNDG LTD5.75 % 11-15-2029 ** 632,555
PVTPL Axis设备财务应收账款22-2A CL A2 5.3%到期06-21-2028 ** 308,947
PVTPL BACARDI LTD GTD NT 144A4.7 %到期05-15-2028/04-30-2018BEO ** 1,380,480
PVTPL BAE SYS PLC 1.9%到期02-15-2031/09-15-2020BEO ** 330,923
PVTPL BAE SYS PLC 5.0% 03-26-2027 ** 2,129,243
PVTPL BAE SYS PLC 5.125% 03-26-2029 ** 711,456
PVTPL BAIN CAP CR CLO 2022-1 LTD CLA-1 FLTG 04-18-2035 ** 8,512,972
PVTPL贝恩资本信贷CLO有限公司SR18-2A CLA1R FLTG RT 07-19-2031 ** 746,938
PVTPL BANCO SANTANDER智利中期NTS BO2.7到期01-10-2025/01-10-2020REG ** 499,043
PVTPL银行爱尔兰集团有限公司5.601% 03-20-2030 ** 5,047,470
PVTPL Bank of America Auto Trust SER 23-2A CL A2 5.85% 08-17-2026 ** 1,059,708
爱尔兰PVTPL银行集团2.029% 09-30-2027 ** 589,546
新斯科舍省PVTPL银行3.186%到期06-03-2025BEO ** 7,801,500
PVTPL BANQUE FED CRED MUTUEL 5.194% 02-16-2028 ** 3,817,073
PVTPL BAYER US FIN II LLC 2.85%到期04-15-2025BEO ** 1,388,134
PVTPL BAYER US FIN II LLC 5.5%到期08-15-2025BEO ** 3,000,339
PVTPL拜耳美国金融有限责任公司6.125% 11-21-2026 ** 203,831
PVTPL拜耳美国金融有限责任公司6.375% 11-21-2030 ** 617,385
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC 3rd PRTY SECD CL B FLTG 12-18-2036 ** 4,994,083
PVTPL BDS 2021-FL10 LTD/BDS 2021-FL10 LLC SR SECD NT CL A FLTG 12-18-2036 ** 638,867
PVTPL BIMBO BAKERIES USA INC5.375 % 01-09-2036 ** 549,861
PVTPL BIMBO BAKERIES USA INC 6.05%到期01-15-2029 ** 204,136
PVTPL Blackstone HLDGS FIN CO L L C5.9 %到期11-03-2027/11-03-2022BEO ** 995,909
PVTPL BLUE OWL CREDIT INCOME CORP. 6.6% 09-15-2029 ** 760,009
PVTPL BLUEMOUNTAIN CLO 2013-2A LTD CL A-1-R FLTG 10-22-2030 ** 188,910
PVTPL BLUEMOUNTAIN CLO SER 18-2A CLS A VAR RT 08-15-2031 ** 631,744
PVTPL BLUEMOUNTAIN CLO XXII LTD18-1A CLA-1 FLTG RT07-15-2031 ** 456,301
PVTPL BMW US CAP LLC 1.25%到期08-12-2026 BEO ** 2,432,240
PVTPL宝马US CAPITAL LLC 4.65% 08-13-2029 ** 1,268,993
PVTPL法国巴黎银行1.323% 01-13-2027 ** 4,009,212
PVTPL法国巴黎银行3.132% 01-20-2033 ** 852,542
PVTPL法国巴黎银行3.375% 01-09-2025 ** 589,851
PVTPL法国巴黎银行5.283% 11-19-2030 ** 346,334
PVTPL法国巴黎银行5.894% 12-05-2034 ** 4,206,992
PVTPL BNP PARIBAS中期NTS BOOK EntRY 5.335% 06-12-2029 ** 5,018,806
PVTPL BNP PARIBAS SR2.159 % 09-15-2029 ** 6,000,452
PVTPL BNP PARIBAS SR NON PFD1.904 % 09-30-2028 ** 3,025,157
PVTPL BNP PARIBAS SR NON PFD MED4.4 % 08-14-2028 ** 1,020,257
PVTPL BOOZ ALLEN HAMILTON INC 144A3.875 %到期09-01-2028BEO ** 149,803
PVTPL BOOZ ALLEN HAMILTON INC 4.0%到期07-01-2029 BEO ** 307,565
PVTPL BPCE SA 5.7 16% 01-18-2030 ** 401,964
147
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL BPCE SA 6.612% 10-19-2027 ** 2,613,207
PVTPL BPCE SA7.003 % 10-19-2034 ** 959,404
PVTPL BPCE SR NON PFD1.652 % 10-06-2026 ** 4,718,526
PVTPL British AWYS PASS THRU 3.8% 09-20-2031 ** 318,337
PVTPL英国AWYS通过CTFS 3.3%固定06-15-2034BEO ** 107,093
PVTPL英国AWYS途经TR2018-1A4.125 % 09-20-2031 ** 280,086
PVTPL Broadcom INC1.95 %到期02-15-2028/01-19-2021 BEO ** 457,453
PVTPL Broadcom INC 2.45%到期02-15-2031/01-19-2021 BEO ** 625,340
PVTPL Broadcom INC 3.137%到期11-15-2035 BEO ** 662,447
PVTPL Broadcom INC 3.137%到期11-15-2035 BEO ** 1,810,906
PVTPL Broadcom INC3.419 %到期04-15-2033BEO ** 4,986,287
PVTPL Broadcom INC3.469 %到期04-15-2034BEO ** 1,615,075
PVTPL Broadcom INC3.469 %到期04-15-2034BEO ** 5,374,914
PVTPL Broadcom INC AVGO 3.18 711/15/363.187%到期11-15-2036/09-30-2021 BEO ** 539,898
PVTPL Broadcom INC AVGO 3.18 711/15/363.187%到期11-15-2036/09-30-2021 BEO ** 3,730,129
PVTPL布鲁克林联合国天然气公司6.415% 07-18-2054 ** 726,713
PVTPL BSPRT 2022-FL9 Issuer LLC SR SECD NT CL A FLTG 07-15-2039 ** 1,608,964
PVTPL商业JET SECS 2022-1 LLC SER 22-1A CLA 4.455% 06-15-2037 ** 1,198,866
PVTPL BX COML MTG TR2024-XL4 FLTG 02-15-2039 ** 1,986,075
PVTPL CADILLAC FAIRVIEW CORP2.5 %到期10-15-2031 BEO ** 1,687,281
PVTPL CAIXABANK SA5.673 % 03-15-2030 ** 313,059
PVTPL CAIXABANK S A6.684 % 09-13-2027 ** 1,539,212
PVTPL CAIXABANK S A6.684 % 09-13-2027 ** 600,293
PVTPL喀麦隆液化天然气有限责任公司2.902% 07-15-2031 ** 2,508,289
PVTPL喀麦隆液化天然气有限责任公司3.302%到期01-15-2035 ** 94,928
PVTPL CANTOR FITZGERALD LP7.2 % 12-12-2028 ** 731,582
PVTPL Canyon CAPITAL CLO LTD SER 20-1A CL AR FLTG 07-15-2034 ** 3,696,634
PVTPL Capital Automotive REIT SR23-1A CLA1 5.75% 09-15-2053 ** 1,869,189
PVTPL卡莱尔全球市场战略SR17-3A CL A1R2 FLTG RT 10-21-2037 ** 601,899
PVTPL卡莱尔全球MKT SER 14-3RA CL A1A FLTG 07-27-2031 ** 1,630,674
PVTPL CARLYLE Global MKT STRAT CLO SER 12-3A CLS A1A2 FLTG RT到期01-14-2032 BEO ** 193,361
PVTPL CARLYLE US CLO 2021-4 LTD CL A-2 FLTG到期04-20-2034BEO ** 2,614,109
PVTPL CARVANA Auto Receivables Trust SER 24-P1 CL A2 5.5%到期08-10-2027 ** 1,569,518
PVTPL CASSA Depositi E PRESITIT 5.875% 04-30-2029 ** 1,629,118
PVTPL CATAMARAN CLO SER 2014-1A CL A-1A FLTG 04-20-2030 ** 921,258
PVTPL CAYUGA PK CLO LTD SER 20-1A CL AR FLTG 07-17-2034 ** 751,224
PVTPL CF HIPPOLYTA Issuer LLC SER 20-1 CL A1 1.69%到期07-15-2060 BEO ** 351,529
PVTPL CHESAPEAKE Funding II LLC SER 23-2A CL A1 6.16%到期10-15-2035 ** 1,466,439
PVTPL智利电力LUX MPC6.01 % 07-20-2024 ** 389,200
PVTPL中金公司FDG 2017-IV LTD SER 17-4A CL A1R FLTG 10-24-2030 ** 241,060
PVTPL中金公司2018-IV LTD/中金公司FDG 2018-IV SER 18-4A CLS A1 VAR RT 10-17-2031 ** 550,670
PVTPL CIFC Funding LTD SER 19-6A CL A2R FLTG RT 07-16-2037 ** 1,591,671
PVTPL CIFC Funding LTD SR14-3A CL A1R2 FLTG RT 10-22-2031 ** 1,060,688
PVTPL公民汽车应收款TR2023-2 5.74% 10-15-2030 ** 1,480,128
PVTPL公民汽车应收款信托SER 24-1 CLA3 5.11% 04-17-2028 ** 906,033
AMERS COML的PVTPL CMO 1166 AVE 2005-C6A CL D 144A 5.689610/13/2037 ** 444,533
AMERS COML的PVTPL CMO 1166 AVE 2005-C6A CLF 144A 5.689610/13/2037 ** 335,011
PVTPL CMO ARBOR Multifamily MTG SECS SER 20-MF1 CL A5 2.7563%到期05-15-2053BEO ** 1,074,029
148
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL CMO AREIT 2021-CRE5 LTD/AREIT AREIT 2021-C SR NT CL A VAR RT 07-17-2026 ** 273,612
PVTPL CMO AREIT 2021-CRE5 LTD/AREIT AREIT 2021-C SR NT CL A VAR RT 07-17-2026 ** 912,040
PVTPL CMO ARROYO MTG TR2022-2 SR22-2 CLA1 4.95%到期07-25-2057 BEO ** 3,747,501
PVTPL CMO ASHFORD HOSPITALITY TR SER-2018-KEYS CL-A VAR 05-15-2035 BEO ** 254,666
PVTPL CMO BBCCRE TRUST SER 2015-GTP CLA 3.966% 08-10-2033 ** 1,071,083
PVTPL CMO基准2020-IG3 MTG TRSR20-IG3 CL A2 2.475% UE09-15-2048 ** 8,241,631
PVTPL CMO BFLD TRUST SER 24-WRHS CLA FLTG 08-15-2026 ** 1,373,969
PVTPL CMO BFLD TRUST SR24-UNIV CLA FLTG 11-15-2029 ** 700,000
PVTPL CMO BOCA COML MTG TRSR24-BOCA CLA FLTG 08-15-2041 ** 3,967,267
PVTPL CMO BX TRSR24-AIR2 CLA FLTG 10-15-2041 ** 2,584,656
PVTPL CMO BX TR 2021-ARIA BX 2021-ARIA AVAR RT到期10-15-2036 BEO ** 2,991,563
PVTPL CMO BX TR2021-VIEW VAR RT到期时间06-15-2023 BEO ** 1,494,511
PVTPL CMO BX TR2021-VIEW VAR RT到期时间06-15-2023 BEO ** 1,985,371
PVTPL CMO BX TRUST SR24-BRBK CLA FLTG 10-15-2041 ** 991,508
PVTPL CMO BX信托SR24-KING CLA FLTG RT 05-15-2039 ** 493,812
PVTPL CMO BX TRUST SR24-PALM CLA FLTG RT 06-15-2037 ** 2,601,022
PVTPL CMO BX TRUST VAR RT到期07-15-2029BEO ** 3,142,716
PVTPL CMO BXMT LTD SR20-FL3 CL A VAR RTDUE 03-15-2037 BEO ** 2,031,421
PVTPL CMO CITIGROUP COML MTG TR SER 21-KEYS CLA FLTG 10-15-2036 ** 1,982,766
PVTPL CMO COLONY MTG CAP LTD SR19-IKPR CLA FLTG 11-15-2038 ** 890,619
PVTPL CMO CREDIT SUISSE MORTGAGE TRUST SER2014-USA CL A2 3.953%到期日09-15-2037 ** 1,803,313
PVTPL CMO CSMC 2019-AFC1 TR MTG支持NT CLA-1 144A VAR RT到期07-25-2049 BEO ** 1,071,921
PVTPL CMO CSMC 2022-ATH3 TR VAR RT到期08-25-2067 BEO ** 2,984,310
PVTPL CMO CSMC TRSR2017-CHOP CLA VAR RT 07-15-2032 ** 516,679
PVTPL CMO EQUS 2021-EQAZ MTG TRSR21-EQAZ CLB VAR RT到期10-15-2036 BEO ** 1,298,755
PVTPL CMO GS MTG SECS CORP SER 2017-GPTX CLB 3.103915% FIXED 05-10-2034 ** 315,395
PVTPL CMO HERO FDG 2016-3 NT CLA-1 144A3.07999992371 %到期09-20-2042BEO ** 10,984
PVTPL CMO JP Morgan CHASE COML MOTGAGE SECS SER 20-MKST CL A FRN 12-15-2036 BEO ** 3,663,607
PVTPL CMO曼哈顿西部2020-1MW MTG TRSR20-0MW CLA2.13 % 09-10-2040 ** 459,229
PVTPL CMO MORGAN STANLEY CAP I TRSRS 20-CNP CL A VAR RT到期04-05-2042 ** 1,245,783
PVTPL CMO MSDB TR2017-712F CLA VAR RT到期07-11-2039 BEO ** 6,158,160
PVTPL CMO新ORL酒店TR2019-HNLASER 19-HNLA CLS A VAR RT到期时间04-15-2032 BEO ** 1,773,620
PVTPL CMO新住宅MTG LN SER 19-RPL3 CL A1 FRN 07-25-2059 BEO ** 197,078
PVTPL CMO新住宅MTG LN TR20-RPL1 CLA-1 VAR RT到期11-25-2059 ** 175,895
PVTPL CMO NYC商业按揭信托SR24-3ELV CLA FLTG RT 08-15-2029 ** 977,185
PVTPL CMO ONE MKT PLAZA TR SER 2017-1MKT CLA 144A3.6139 % 02-10-2032BEO ** 4,435,979
PVTPL CMO OPG TR2021-port SR21-port CLA FLTG RT 10-15-2036 ** 2,436,720
PVTPL CMO PRPM SER 23-NQM3 CL A1步骤11-25-2068 ** 422,478
PVTPL CMO就绪CAP MTG SR21-FL6 CLA FLTG RT 07-25-2036 ** 219,033
PVTPL CMO就绪CAP MTG SR21-FL6 CLA FLTG RT 07-25-2036 ** 525,680
PVTPL CMO SFO COML MTG TR2021-555 SFO 2021-555 A VAR RT到期05-15-2038 BEO ** 7,507,500
PVTPL CMO SMB Private ED LN TR2022-B 0%到期12-31-2049 ** 1,009,522
PVTPL CMO SMB Private ED LN TR2022-B 0%到期12-31-2049 ** 3,744,765
PVTPL CMO SMB Private ED LN TR2022-B 0% DUE 12-31-2049 BEO ** 1,306,528
PVTPL CMO SMB Private ED LN TR2022-B 0% DUE 12-31-2049 BEO ** 4,863,254
PVTPL CMO TOWD PT MTG TR2019-4 SER 19-4CLS A1 VAR RT到期07-25-2059 BEO ** 642,470
PVTPL CMO TOWD PT MTG TR2022-4 TPMT 2022-4 A1 VAR RT到期09-25-2062 BEO ** 7,124,322
PVTPL CMO瑞银-BAMLL TR2012-WRM CTF CL A144A3.663到期06-10-2030 BEO ** 4,894
149
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL CMO UWMMTG TR2021-INV3 CL A3 VAR RT到期11-25-2051 BEO ** 1,794,437
PVTPL CMO VERUS证券化TR2021-3SER 21-3 CL A2 VAR RT到期06-25-2066BEO ** 749,424
PVTPL CMO VERUS证券化信托SER 23-5 CL A1到期升级06-25-2068 ** 3,035,155
PVTPL CMO VMC FIN 2021-FL4 LLC VMC 2021-FL4 C VAR RT到期06-16-2036 BEO ** 957,716
PVTPL CMO WFRBS COML MTG TR2013-C11 COML PASS THRU CTF CL D VAR RT 03-15-45 ** 333,120
PVTPL CMO WSTN TR2023-MAUI CLA VAR RT 08-05-2027 ** 2,026,591
PVTPL CNO全球FDGMED NTS BOOK EntRY 1.75% 10-07-2026 ** 425,451
PVTPL CNO全球资金4.875% 12-10-2027 ** 4,976,437
PVTPL COCA-COLA EUROPEAN PARTNERS PLC 1.5%到期01-15-2027 BEO ** 652,843
PVTPL CODELCO INC6.44 % 01-26-2036 ** 305,656
PVTPL学院AVE学生LNS 2023-A LLCSER 23-A CL A1 FLTG RT 05-25-2055 ** 2,250,008
PVTPL学院AVE学生LNS SR23-B CL A1A6.5 % 06-25-2054 ** 2,058,227
PVTPL哥伦比亚管道集团5.097% 10-01-2031 ** 258,536
PVTPL Columbia PIPELINES HLDG CO LLC 5.681% 01-15-2034 ** 246,967
PVTPL Columbia PIPELINES OPER CO LLC 6.036% 11-15-2033 ** 2,289,327
PVTPL Columbia PIPELINES OPER CO LLC 6.544% 11-15-2053 ** 356,834
PVTPL大陆资源2.268% 11-15-2026 ** 1,780,173
PVTPL COOPERATIEVE RABOBANK UA5.447 % 03-05-2030 ** 505,742
PVTPL COOPERATIEVE RABOBANK UA5.564 % 02-28-2029 ** 3,151,085
PVTPL COREBRIDGE GLOB资金4.65% 08-20-2027 ** 3,342,781
PVTPL COREVEST AMERN FEN 2019-3 TRSER 19-3 CLS A2.772 %到期10-15-2052BEO ** 98,206
PVTPL COREVEST AMERN FIN 2022-1 TRSR22-1 CL A VAR RT 12-31-2049 ** 1,536,002
PVTPL COX Communications INC新台币3.5% 08-15-2027 ** 7,105,694
PVTPL COX Communications INC新NT 144A3.35 %到期09-15-2026/09-13-2016BEO ** 1,952,122
PVTPL CPS汽车应收款TR2022-C NT CLB 144A4.88 %到期04-15-2030 BEO ** 205,078
PVTPL CREDICORP CAP SOCIEDAD TIT SA 10.1% 12-15-2043 ** 447,177
PVTPL CREDIT ACCEP AUTO LN TR2023-2SER 23-2A CLA 5.92% 05-16-2033 ** 3,027,173
PVTPL CREDIT ACCEP AUTO LN TRSER23-3A CLA6.39 % 08-15-2033 ** 1,226,200
PVTPL CREDIT Acceptance Auto Loan Trust SER 24-1A CLA 5.68% 03-15-2034 ** 1,007,755
PVTPL Credit Acceptance Auto Loan Trust SER 24-2A CLS C6.7 % 10-16-2034 ** 1,299,633
PVTPL CREDIT AGRICOLE S A6.316 % 10-03-2029 ** 475,266
PVTPL CREDIT AGRICOLE S A6.316 % 10-03-2029 ** 7,516,433
PVTPL CREDIT AGRICOLE S A伦敦4.125% 01-10-2027 ** 491,163
PVTPL CREDIT AGRICOLE S A伦敦BRH1.247 % 01-26-2027 ** 528,161
PVTPL CREDIT AGRICOLE S A伦敦BRH1.247 % 01-26-2027 ** 992,943
PVTPL CREDIT AGRICOLE S A伦敦BRH4.631 % 09-11-2028 ** 2,182,027
PVTPL CREDIT AGRICOLE S.A.（伦敦分行）5.589% 07-05-2026 ** 465,270
PVTPL CREDIT AGRICOLE SA 5.335% 01-10-2030 ** 1,313,382
PVTPL Crestwood中游合作伙伴5.625% 05-01-2027 ** 3,160,708
PVTPL CRH AMERICA INC BNDS3.875 %到期05-18-2025BEO ** 665,211
PVTPL CSL Finance PLC 4.75%到期04-27-2052BEO ** 224,582
PVTPL CVS租赁支持通行证途经CTF 8.353%到期07-10-2031 ** 80,721
PVTPL CVS租赁支持通行证thru SER 2013 TR4.704 01-10-2036 ** 204,432
PVTPL丹斯克银行A/S 4.298%到期04-01-2028 ** 404,058
PVTPL丹斯克银行A/S4.613 % 10-02-2030 ** 213,429
PVTPL丹斯克银行A/S4.613 % 10-02-2030 ** 351,187
PVTPL丹斯克银行A/S5.427 % 03-01-2028 ** 5,043,341
PVTPL丹斯克银行A/S5.705 % 03-01-2030 ** 304,136
150

证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL DENSO CORP4.42 % 09-11-2029 ** 515,077
PVTPL Diamond Issuer LLC 2021-1 SECD CLA 2.305% 11-20-2051 ** 1,576,786
PVTPL DLLMT 2023-1 LLC NT CL A-2 144A5.78 %到期11-20-2025BEO ** 182,337
PVTPL DNBBK ASA4.853 % 11-05-2030 ** 358,931
PVTPL DNBBK ASA MED term NTS BOOK entry 1.605% 03-30-2028 ** 4,645,993
PVTPL DRYDEN 75 CLO LTD/DRYDEN 75 CLO LLC SR SECD NT CL A-R2 FLTG 04-15-2034 ** 1,682,335
PVTPL DRYDEN 80 CLO LTD/DRYDEN 80 CLO LLC SR SECD NT CL A-R01-17-2033 BEO ** 499,860
PVTPL DRYDEN 87 CLO LTD SER 21-87A CLA-1 FLTG 3C7 05-20-2034BEO ** 4,120,174
PVTPL DT汽车所有者信托SER 23-2A CLA 5.88%到期04-15-2027 ** 101,149
PVTPL DTAUTO OWNER TRUST SER 23-3A CLA6.57 % 08-16-2027 ** 111,571
PVTPL DTMidStream 10YR144A新发行4.3% 04-15-2032 ** 346,788
PVTPL ECMC组学生LN TRSR17-2A CLA FLTG RT 05-25-2067 ** 2,157,447
PVTPL Electricite de France 5.7% 05-23-2028 ** 1,117,119
PVTPL ELEVATION CLO LTD SR18-3A CLA1R2 FLTG RT01-25-2035 ** 3,408,604
PVTPL EMPOWER CLO LTD SR22-1A CL A1R FLTG 10-20-2037 ** 1,256,249
PVTPL ENEL FIN AMER LLC 2.875% 07-12-2041 ** 1,353,090
PVTPL ENEL FIN INTL N V6.8 %到期10-14-2025BEO ** 1,223,697
PVTPL ENEL FIN INTL N V NT 4.75%到期05-25-2047 ** 272,763
PVTPL ENIL FINANCE INTERNATIONAL N.V5.125 % 06-26-2029 ** 1,188,358
PVTPL ENEL FINANCE INTL NV2.125 % 07-12-2028 ** 4,524,633
PVTPL ENGIE S A5.875 % 04-10-2054 ** 195,621
PVTPL ENI S PA5.5 % 05-15-2034 ** 1,186,356
PVTPL ENI S PA5.5 % 05-15-2034 ** 6,030,644
PVTPL ENI S PA5.95 % 05-15-2054 ** 230,990
PVTPL ENLINK MIDSTREAM LLC 6.5% 09-01-2030 ** 1,570,890
PVTPL企业船队融资有限责任公司SER 24-1 CL A3 5.16% 09-20-2030 ** 145,770
PVTPL企业船队融资有限责任公司SER24-4 CLA3 4.56% 11-20-20-2028 ** 872,181
PVTPL企业船队融资有限责任公司SR24-1 CLA2 6.52% 03-20-2030 ** 4,585,190
PVTPL企业船队融资有限责任公司SR24-2 CLA2 5.74% 12-20-2026 ** 1,008,436
PVTPL企业船队融资有限责任公司SR24-2CLA3 5.61% 04-20-2028 ** 3,560,258
PVTPL Enterprise FLEET FING 2023-2 LLC 5.5% 04-22-2030 ** 169,365
PVTPL企业船队FING2023-2LLCSRS23-2 CLS A2 5.56% 04-22-2030 ** 2,280,371
PVTPL Enterprise FLEET FING LLC SR23-3 CLA2 6.4% 03-20-2030 ** 2,691,698
PVTPL ERAC USA FIN LLC GTD NT 144A3.8 %到期11-01-2025/11-09-2015 BEO ** 1,489,693
PVTPL EXPERIAN FIN PLC 2.75%到期03-08-2030 ** 3,095,669
PVTPL F G Global Funding 144A5.875 % DUE06-10-2027 BEO ** 993,009
PVTPL F G Global Funding 144A5.875 % DUE06-10-2027 BEO ** 3,212,079
PVTPL FED DES CAISES DESJARDINS QUEBEC 1.2% 10-14-2026 ** 7,540,536
PVTPL FED DES CAISES DESJARDINS QUEBEC 4.55%到期08-23-2027 BEO ** 4,938,125
PVTPL FIRST FNDTN INC COM ** 108,638
PVTPL第一INVS汽车车主TR2023-1 SR23-1A CLA6.44 % 10-16-2028 ** 1,763,003
PVTPL FIRSTENERGY TRANSMISSION LLC 4.55% 01-15-2030 ** 832,546
PVTPL FIRSTENERGY TRANSMISSION LLC 5.0% 01-15-2035 ** 454,471
PVTPL FIRSTKEY HOMES 2020-SFR1TR1.339 %09/17/20251.339%到期08-17-2037BEO ** 4,656,385
PVTPL FIRSTKEY HOMES 2020-SFR2 TRUST SER20-SFR2 CLA 1.266% 10-19-2037 ** 1,429,073
PVTPL旗舰信用汽车信托SER 22-3 CLD 6.0%到期07-17-2028 BEO ** 1,486,099
PVTPL旗舰信贷汽车信托SER 23-2 CLA2 5.76%到期04-15-2027 ** 212,525
151
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL FORD CR AUTO OWN TR2024-REV1 SR24-1 CLA STEP UPUP08-15-2036 ** 13,859,825
PVTPL福特CRR汽车车主TR2023-REV1 231CLA4.85 % 08-15-2035 ** 11,586,800
PVTPL福特CRR汽车车主TR2023-REV2 SER23-2CLA5.28 % 02-15-2036 ** 11,060,791
PVTPL FORD CR FLOORPLAN主所有者TRSR24-1 CLA1 5.29% 04-15-2029 ** 2,635,558
PVTPL FORT CRE 2022-FL3 Issuer LLC NT CLA FLTG 12-17-2026 ** 137,660
PVTPL堡垒CR BSL VII LTD SR21-1A CL A-1-R FLTG 07-23-2032 ** 2,999,931
PVTPL自由抵押公司9.25% 02-01-2029 ** 722,360
PVTPL FREMF抵押贷款信托SER 15-K45 CL C VAR 04-25-2048 ** 597,834
PVTPL FREMF抵押贷款信托SER 15-K45 CL C VAR 04-25-2048 ** 298,917
PVTPL FREMF抵押贷款信托SER 15-K46 CL C VAR RT 04-25-2048 ** 1,988,005
PVTPL FREMF抵押贷款信托SER 15-K48 CLB VAR 08-25-2048 ** 441,287
PVTPL FREMF抵押贷款信托SER 16-K59 CLB VAR RT 11-25-2049 ** 172,020
PVTPL FREMF抵押贷款信托SER 19-K734 CLB VAR RT 02-25-2051 ** 1,261,102
PVTPL FS RIALTO 2022-FL4 Issuer LLC SR22-FL4 CL A VAR RT到期01-19-2039 BEO ** 2,472,899
PVTPL GA全球FDG 01-06-2027 ** 141,932
PVTPL GA全球FDG TR5.5 % 01-08-2029 ** 2,019,783
PVTPL GAIF BD发行人PTY LTD SR NT 144A 3.4%到期09-30-2026/09-30-2016BEO ** 73,020
PVTPL GALAXY CLO LTD SER 24-33A CL A1 FLTG RT 04-20-2037 ** 1,737,568
PVTPL GALAXY XXVIII CLO LTD/GALAXY XXVIII CLSER-18-28A CL-A1 VAR07-15-2031 ** 190,551
PVTPL通用汽车CO SER 24-4A CL A1 4.73% 11-15-2029 ** 2,455,147
PVTPL通用汽车SR24-1 CLA1 5.13% 03-15-2029 ** 6,565,319
PVTPL生成CLO 8 LTD/生成SR8A CLA1R2 FLTG 01-20-2038 ** 9,277,860
PVTPL Glencore FDG LLC 1.625%到期09-01-2025/08-01-2025BEO ** 244,642
PVTPL Glencore FDG LLC 1.625%到期09-01-2025/08-01-2025BEO ** 2,582,336
PVTPL Glencore FDG LLC 6.125% 10-06-2028 ** 2,098,803
PVTPL Glencore Funding LLC 5.371% 04-04-2029 ** 403,293
PVTPL Glencore Funding LLC 5.371% 04-04-2029 ** 2,455,047
PVTPL GLS汽车应收款信托SR24-1A CLA2 5.57% 02-16-2027 ** 776,019
PVTPL通用财务循环应收款23-2CLA5.77 % 08-11-2036 ** 5,698,758
PVTPL GM FINL循环应收款TRSER24-2CLA4.52 % 03-11-2037 ** 10,377,990
PVTPL GM FINL循环应收款TRSR24-1 CLA4.9 % 12-11-2036 ** 3,831,859
PVTPL GOLDENTREE贷款管理SER 19-4A CL ARR FLTG 04-24-2031 ** 1,970,479
PVTPL GOLUB Capital Partners CLO LTD SER 23-66A CLA FLTG RT 04-25-2036 ** 1,003,852
PVTPL GOODGREEN 2017-1 TRNT CLA 144A3.74 %到期10-15-2052BEO ** 46,944
PVTPL GOODGREEN 2017-2 NT CL A144A3.26 %到期10-15-2053BEO ** 98,043
PVTPL GOODMAN US FIN FOUR LLC 4.625% DUE05-04-2032BEO ** 1,894,628
PVTPL GOODMAN US FIN THREE LLC 3.7%到期03-15-2028 ** 952,528
PVTPL GOODMAN US FINANCE SIX LLC 5.125% 10-07-2034 ** 361,823
PVTPL GPMT 2021-FL3 LTD/GPMT 2021-FL3 LLC SR SECD NT CL A FLTG 07-16-2035 ** 712,812
PVTPL GPMT LTD SR21-FL4 CLA FLTG RT 11-15-2036 ** 1,883,527
PVTPL GREENSAIF PIPELINES BIDCO S A R L6.1027 % 08-23-2042 ** 2,242,523
PVTPL Greenwood PK CLO LTD SER 18-1A CL A2 FLTG 04-15-2031 ** 469,244
PVTPL Greywolf CLO I LTD SR20-3RA CL A1R2 FLTG 04-22-2033 ** 4,005,006
PVTPL Greywolf CLO V LTD VAR RT SR15-1A CL A-1-R 01-25-2031 ** 384,361
PVTPL Guardian人寿保险公司3.7% 01-22-2070 ** 66,491
PVTPL GULFSTREAM NAT GAS SYS LLC GULFSTREAM NAT 6.19%到期11-01-2025BEO ** 4,914,763
PVTPL HALSEYPOINT CLO 6 LTD/HALSEYPOINT SER 22-6A CL A1 FLTG RT到期10-30-2034 ** 2,333,057
PVTPL Health Care Service CORP5.2 % 06-15-2029 ** 427,087
152
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL HERO FDG 2017-3 NT CL A2 3.95% 09-20-2048 ** 218,512
PVTPL HERO FDG SER 2017-1A NT CL A2 4.46% 09-20-2047BEO ** 39,063
PVTPL HERTZ VEH FING III LLC SR23-1A CLA 5.49% 06-25-2027 ** 3,420,954
PVTPL HERTZ VEH FING III LLC SR23-4A CLA6.15 % 03-25-2030 ** 1,027,823
PVTPL希尔顿大假期信托SR24-2ACL5.5 % 03-25-2038 ** 1,324,072
PVTPL现代汽车租赁证券化T SER 23-B CL A3 5.15% 06-15-2026 ** 395,093
PVTPL现代汽车租赁证券化TR202 SER23-A5.05 %到期01-15-2026 ** 328,064
PVTPL HYUNDAI CAP AMER 1.3% 01-08-2026 ** 1,755,988
PVTPL现代CAP AMER 1.8% 10-15-2025 ** 312,002
PVTPL HYUNDAI CAP AMER Medium Term NTS BOOK EN1.5 %到期06-15-2026 ** 414,132
PVTPL现代资本美国4.3% 09-24-2027 ** 2,386,153
PVTPL现代资本美国4.55% 09-26-2029 ** 242,688
PVTPL现代资本美国5.3% 03-19-2027 ** 2,340,802
PVTPL现代资本美国5.3% 06-24-2029 ** 1,002,867
PVTPL现代资本美国5.45% 06-24-2026 ** 939,642
PVTPL现代资本美国5.95% 08-21-2026 ** 2,534,829
PVTPL现代资本美国5.95% 08-21-2026 ** 1,808,333
PVTPL ICG US CLO 2015-2R LTD/ICG US CLO 2015-2RA CL A1 VAR RT到期01-16-2033 ** 1,249,183
PVTPL帝国品牌FIN PLC GTD SR NT 144A 6.125到期07-27-2027/07-27-2022BEO ** 1,848,478
PVTPL ING集团NV 1.4%到期07-01-2026 ** 491,182
PVTPL国际风味香料有限公司1.23%到期10-01-2025 ** 5,409,764
PVTPL INTESA SANPAOLO S P A7.2 % 11-28-2033 ** 973,588
PVTPL INTESA SANPAOLO S P A7.8 % 11-28-2053 ** 235,183
PVTPL J P MORGAN MTG TR SER 21-14 CL A11 FLTG到期05-25-2052 ** 1,455,734
PVTPL JACKSON NATL LIFE Global 4.6% 10-01-2029 ** 1,945,166
PVTPL JACKSON NATL LIFE Global 5.6% 04-10-2026 ** 5,500,375
PVTPL JAMESTOWN CLO LTD SR22-18A CL AR FLTG RT 07-25-2035 ** 7,613,108
PVTPL Japan FIN Organization for Municipality. 625%到期09-02-2025 ** 486,689
PVTPL JERSEY CENT PWR & LT CO5.1 % 01-15-2035 ** 2,929,432
PVTPL KBC Group NV4.932 % 10-16-2030 ** 462,548
PVTPL KBC Group NV4.932 % 10-16-2030 ** 693,822
PVTPL KBC Group NV5.796 % 01-19-2029 ** 8,960,731
PVTPL KKR Group FIN CO LLC 3.25% 12-15-2051 ** 915,639
PVTPL KREF 2022-FL3 LTD CLA FLTG 02-15-2039 ** 3,330,504
PVTPL KUBOTA信贷所有者信托SER 23-1A CL A3 5.02% 05-17-2027 ** 1,105,776
PVTPL LBA信托SR24-BOLT CL A FLTG RT 06-15-2026 ** 1,501,875
PVTPL LCM31 LTD SR SECD NT CL A-R FLTG 07-20-2034 ** 2,306,398
PVTPL LCM XV LTD Partnership/LCM XV LLC VAR RT DUE 07-20-2030 BEO ** 68,786
PVTPL LCM XXV LTD/LCM XXV LLC SR SECD NTCL AR FLTG 07-20-2030 ** 82,898
PVTPL LIBERTY MUT Group INC4.569 %到期02-01-2029 BEO ** 6,539,232
PVTPL LIBERTY Utilities CO 5.577% 01-31-2029 ** 596,722
PVTPL LOANCORE 2021-CRE6 Issuer LTD SER 21-CRE6 CL A FLTG 11-15-2038 ** 917,896
PVTPL LPL HLDGS INC4.625 % 11-15-2027 ** 791,794
PVTPL LSEG US Finance CORP4.875 % 03-28-2027 ** 510,065
PVTPL LSEG US Finance CORP5.297 % 03-28-2034 ** 597,582
PVTPL MACQUARIE Group LTD SR MEDIUM 3.763% 11-28-2028 ** 139,822
PVTPL MACQUARIE Group LTD SR NT2.691 % 06-23-2032 ** 381,471
PVTPL麦迪逊公园基金有限公司SER 21-39A CL AR FLTG 10-22-2034 ** 2,203,295
153
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL麦迪逊公园基金有限公司SR16-22A CL AR2 FLTG RT 01-15-2038 ** 3,090,000
PVTPL麦迪逊PK FDG XXI LTD/麦迪逊PK FDG SR16-21A CL AB VAR RT 10-15-2032 ** 603,127
PVTPL麦迪逊PK FDGXXII LTD SER 16-22A CL A1R FRN 01-15-2033 BEO ** 3,091,154
PVTPL麦迪逊PK FDG XXXIII LTD CL A-R FLTG 10-15-2032 ** 3,504,413
PVTPL MAPS LTD SER 19-1A CLA4.458 % 03-15-2044 ** 1,996,223
PVTPL Massmutual Global FDG II中位NTS 2.95% 01-11-2025 ** 499,755
PVTPL MassMutual Global FUNDIN 5.15% 05-30-2029 ** 2,127,284
PVTPL MENLO SER 24-1A CL A1 FLTG 01-20-2038 ** 16,585,487
PVTPL MERCEDES-BENZ FIN NORTH AMER LLC 4.95% 03-30-2025 ** 1,850,404
PVTPL汞FINL CR卡大师TRSR23-1ACLA8.04 % 09-20-2027 ** 1,749,654
PVTPL满足Tower全球资金4.0% 10-01-2027 ** 669,486
PVTPL Metropolitan Life Global FDG 2.8% 03-21-2025 ** 2,923,826
PVTPL MF1 2021-FL6 LTD SER 21-FL6 CLA FLTG 07-16-2036 ** 1,962,260
PVTPL MF1多户住房抵押贷款LO SR22-FL8 CLA FLTG RT 02-19-2037 ** 459,426
PVTPL MF1多户住房抵押贷款LO SR22-FL8 CLA FLTG RT 02-19-2037 ** 4,594,259
PVTPL MGM中国控股有限公司7.125% 06-26-2031 ** 1,415,191
PVTPL MIDOCEAN CR CLO SER 17-7A CL BR FLTG 07-15-2029 ** 1,728,213
PVTPL MMAF设备融资有限责任公司SR24-ACL A3 4.95% 07-14-2031 ** 766,938
PVTPL MONDELEZ INTL HLDGS NETH B V 4.25%到期09-15-2025BEO ** 4,872,885
PVTPL MONONGAHELA PWR CO 3.55%到期05-15-2027 BEO ** 2,230,852
PVTPL摩根士丹利直接借贷基金6.15% 05-17-2029 ** 1,207,909
PVTPL山景CLO 2017-2 LTD SR17-2A CL AR FLTG RT 01-16-2031 ** 2,959,836
PVTPL山景CLO SER 22-1A CL A1R FLTG 04-15-2034 ** 1,705,044
PVTPL MRCD抵押贷款信托SER 19-PARK CLA 2.7 1752% 12-15-2036 ** 438,750
PVTPL MVW所有者信托SER 19-2A CLB 2.44% 10-20-2038 ** 198,888
PVTPL Nationwide BLDG SOC SR NON-PFD6.557 % 10-18-2027 ** 5,129,962
PVTPL NATWEST Markets PLC 5.416% 05-17-2027 ** 2,199,415
PVTPL NATWEST MKTS PLC 0% CP11-18-2025 ** 1,830,743
PVTPL NATWEST MKTS PLC 5.41%到期05-17-2029 BEO ** 896,440
PVTPL Navient Private ED LN TR2020-A NTCL A-2B VAR RT到期11-15-2068 ** 152,311
PVTPL Navient Private ED REFI LN SER 20-BA CL A2 2.12% 01-15-2069 BEO ** 471,797
PVTPL Navient Private ED REFI LN TR2019-FA CL A2 2.6%到期08-15-2068 ** 685,549
PVTPL Navient Private ED REFI LN TR2021-B SER 21-BA CLA.94 % 07-15-2069 ** 440,370
PVTPL Navient Private ED REFI LN TR2021-F SR21-FA CLA1.11 % 02-18-2070 ** 3,836,011
PVTPL Navient Private ED REFI LN TRSR2019-C CLA-2 02-15-2068 ** 391,045
PVTPL NAVIENT Private ED REFI LN TRSRS 20-HA CLA 1.31%到期01-15-2069 ** 2,397,624
PVTPL Navient PVT ED LN TR2015-B NT CL A-3 FLTG RATE 144A VAR RT DUE 07-16-2040 ** 744,302
PVTPL NAVIENT PVT ED REFI LN TR2020-G SER 20-GA CLA 1.17%到期09-16-2069 BEO ** 1,160,040
PVTPL Navient PVT ED REFI LN TR2023-A NT CLA 144A 5.51到期10-15-2071BEO ** 1,692,171
PVTPL Navient Student Loan Trust SER 21-A CLA 0.84%到期05-15-2069 BEO ** 229,193
PVTPL Navient Student Loan Trust SR23-BA CL A1A6.48 % 03-15-2072 ** 821,569
PVTPL NBN CO LTD4.0 % 10-01-2027 ** 1,102,507
PVTPL NBN CO LTD4.25 % 10-01-2029 ** 397,319
PVTPL NBN CO LTD4.25 % 10-01-2029 ** 1,356,698
PVTPL NBN CO LTD5.75 % 10-06-2028 ** 600,692
PVTPL NELNET学生LN TRSER 17-3A CLA FLTG 02-25-2066 ** 2,797,187
PVTPL NELNET学生LN TRSER21-BA CL AFX1.42 % 04-20-2062 ** 376,352
PVTPL雀巢资本公司5.1% 03-12-2054 ** 301,810
154
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL NEUBERGER BERMAN CLO XIV LTD/NEUBERGER SR13-14A CL AR2 VAR到期01-28-30 ** 2,113,522
PVTPL纽伯格贝尔曼LN顾问CLO SR17-26A CL AR2 FLTG 10-18-2038 ** 3,992,893
PVTPL纽约人寿全球FDG 2.35% 07-14-2026 ** 43,568
PVTPL纽约人寿全球FDG 4.4% 12-13-2027 ** 2,062,985
PVTPL纽约人寿INS CO 3.75%到期05-15-2050 ** 618,919
PVTPL NEW YORK ST ELEC & GAS CORP5.65 % 08-15-2028 ** 767,322
PVTPL NEW YORK ST ELEC & GAS CORP5.65 % 08-15-2028 ** 723,329
PVTPL NEW YORK ST ELEC & GAS CORP SR NT144A3.25 %到期12-01-2026/11-29-2016BEO ** 93,996
PVTPL纽约州电力天然气公司5.3% 08-15-2034 ** 2,758,247
PVTPL NGPL PIPECO LLC 3.25%到期07-15-2031 BEO ** 129,401
PVTPL Niagara MOHOWK PWR CORP NEW SR NT 144A1.96 %到期06-27-2030/06-25-2020BEO ** 846,170
PVTPL NISSAN MOTOR ACCEPTANCE CORP2.75 % 03-09-2028 ** 1,636,272
PVTPL尼桑MTR ACCEP CO LLC新台币1.85% 09-16-2026 ** 281,971
PVTPL北欧银行ABP5.375 %到期09-22-2027 BEO ** 708,830
PVTPL NORTHERN NAT GAS CO DEL SR BD144A4.3 % 01-15-2049 ** 197,316
PVTPL北星资源有限公司6.125% 04-11-2033 ** 409,537
PVTPL Northwestern MUTUA 3.45%到期03-30-2051 BEO ** 213,093
PVTPL NORTHWODS CAPITAL LTD SR18-12BA CL AR FLTG RT06-15-2031 ** 4,155,432
PVTPL NRG ENERGY INC 2%到期12-02-2025/12-02-2020BEO ** 5,680,465
PVTPL NRG ENERGY INC 2.45%到期12-02-2027/12-02-2020BEO ** 440,994
PVTPL NTT FIN CORP SR NT 144A4.372 % DUE07-27-2027/07-27-2022BEO ** 1,194,414
PVTPL Ocean Trails CLO CLO SER 20-8A CL ARR FLTG 07-15-2034 ** 4,309,922
PVTPL Ocean Trails CLO NT SR20-10A CL AR2 FLTG RT 10-15-2034 ** 500,503
PVTPL OCP OCP CLO LTD SR-14-5A CL-A1R VAR04-26-2031 ** 377,918
PVTPL OCTAGON INVT合作伙伴20-3A CL A1R2 FLTG 01-15-2038 ** 753,552
PVTPL OCTAGON INVT合作伙伴XXI LTD/OCTAGON SR SECD NT 02-14-2031 ** 5,467,479
PVTPL OCTAGON LN FDG LTDSR 14-1A NT CL AA-RR FLTG 11-18-2031 ** 749,615
PVTPL OCTANE应收款TR23-1A CLC6.37 % 09-20-2029 ** 4,468,721
PVTPL OCTANE应收款信托SER 23-3ACL A2 6.44% 03-20-2029 ** 1,169,941
PVTPL OFSI Fund LTD SR21-10A CL AR FLTGRT 04-20-2034 ** 2,604,755
PVTPL OHA CR FDG 7 LTD/OHA CR FDG 7 LLC SER 20-7A CL AR FLTG RT 02-24-2037 ** 751,277
PVTPL OHA CR合作伙伴XI LTD SR15-11A CL A1R2 FLTG RT 04-20-2037 ** 487,006
PVTPL ONCOR Electric Delivery CO4.65% 11-01-2029 ** 2,495,580
PVTPL ONEMAIN Direct Auto Receivable TR2019-1 SER 19-1A CLS A3.63 % 09-14-2027 ** 4,893,507
PVTPL Organon FIN 1 LLC 4.125%到期04-30-2028 BEO ** 187,884
PVTPL OZLM XXIV LTD/OZLM XXIV LLC 20/07/2032 VAR RT DUE 07-20-2032 BEO ** 3,600,072
PVTPL PACIFIC LIFE Global FDG II 4.5% 08-28-2029 ** 3,552,317
PVTPL PALMER SQUARE CLO LTD SR15-1A CLA1A5 FLTG RT 05-21-2034 ** 7,750,000
PVTPL PENFED汽车应收款所有人SER 24-A CL A3 4.7% 06-15-2029 ** 3,046,378
PVTPL PENNSYLVANIA ELEC CO 5.15% 03-30-2026 ** 601,545
PVTPL PENNSYLVANIA ELEC CO FIED 3.6% 06-01-2029 BEO ** 235,128
PVTPL PENNSYLVANIA Higher ED Assistance A VAR RT DUE 11-25-2065 ** 67,944
PVTPL PENNSYLVANIA Higher ED Assistance A VAR RT DUE 11-25-2065 ** 458,622
PVTPL PENSKE卡车租赁公司L P/PTL FIN CORP5.55 % 05-01-2028 ** 91,356
PVTPL PENSKE卡车租赁公司L P/PTL FIN CORP5.55 % 05-01-2028 ** 2,918,318
PVTPL PENSKE卡车租赁公司L P/PTL FIN CORP5.75 % 05-24-2026 ** 4,594,693
PVTPL PENSKE卡车租赁CO L P/PTL FIN CO 1.7%到期06-15-2026 BEO ** 181,381
PVTPL PENSKE卡车租赁公司L P/PTL FIN CO6.05 % 08-01-2028 ** 1,403,842
155
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL PENSKE卡车租赁CO L P/PTL FIN CO SR NT 144A 1.2到期11-15-2025 BEO ** 3,042,332
PVTPL PENSKE卡车租赁公司L P/PTL3.95 % 03-10-2025 ** 99,810
PVTPL PERNOD RICARD S A NT 144A3.25 %到期06-08-2026/06-08-2016BEO ** 2,100,312
PVTPL秘鲁（共和国）6.15% 08-12-2032 ** 7,886,756
PVTPL PETRONAS CAP LTD2.48 %到期01-28-2032 ** 167,219
PVTPL PORSCE金融汽车SECURITIZATI SR24-1A CLA3 4.44% 01-22-2030 ** 3,367,210
PVTPL PORSCHE FINL Auto Securitization TRSR23-1A CLS A4 4.72% 06-23-2031 ** 1,351,773
PVTPL PPIB CAP INC C2.75 % 11-02-2027 ** 238,633
PVTPL Principal Life Global FDG II 1.375%到期01-10-2025 BEO ** 499,625
PVTPL Principal Life Global FDG III.875 % DUE 01-12-2026 REG ** 5,372,995
PVTPL PRKCM TRUST SER 23-AFC3 CLA1 6.584% 09-25-2058 ** 1,516,859
PVTPL Progress Residential Trust SER 22-SFR6 CLB 4.997% 07-20-2039 ** 991,368
PVTPL方案针对美国5.25% 01-15-2035 ** 687,648
PVTPL方案针对美国5.25% 04-01-2029 ** 4,218,160
PVTPL方案针对美国5.5% 04-01-2034 ** 1,201,675
PVTPL PROSUS NV 3.257%到期01-19-2027/01-19-2022BEO ** 573,623
PVTPL Protective Life GF 5.467% 12-08-2028 ** 1,300,980
PVTPL Protective Life Global 1.303% 09-20-2026 ** 518,904
PVTPL PT FREEPORT印度尼西亚NT 4.763% DUE04-14-2027 ** 221,920
PVTPL RABOBANK Nederland Global MED TM NT TRANCHE # TR000884.655% 8-22-2028 ** 3,216,800
PVTPL RAD CLO 5 LTD/RAD CLO 5 LLC SR19-5A CL AR VAR RT到期07-24-2032 BEO ** 423,647
PVTPL RAD CLO 5 LTD/RAD CLO 5 LLC SR19-5A CL AR VAR RT到期07-24-2032 BEO ** 2,287,693
PVTPL RAD CLO 6 LTD/RAD CLO SR19 6A CL A1R FLTG 10-20-2037 ** 5,135,894
PVTPL Ready CAP MTG FING 2022-FL9 LLC NTCL A FLTG 144A VAR RT DUE 06-25-2037 BEO ** 527,500
PVTPL RECETTE CLO LTD/RECETTE CLO LLC SRSECD NT CL A-RR FLTG 144A 01-20-2033 ** 961,369
PVTPL RECKITT BENCKISER TREAS SVCS BNDS3.0 %到期06-26-2027 ** 2,723,989
PVTPL REGATTA XV FDG LTD SR18-4A CL A1R FLTG RT 10-25-2031 ** 501,151
PVTPL REGATTA XVI Funding LTD SR19-2A CL A1R FLTG RT 01-15-2033 ** 7,335,791
PVTPL RENEW 2017-1 FDG NT CLA 144A 3.67%到期09-20-2052BEO ** 21,481
PVTPL RGA Global FDG 2.7% 01-18-2029 ** 2,101,095
PVTPL ROCC TRUST SER 24-CNTR CLA 5.38834% 11-13-2041 ** 188,047
PVTPL ROCHE HLDGS INC5.338 % 11-13-2028 ** 1,364,643
PVTPL ROCHE HOLDINGS INC2.607 % 12-13-2051 ** 149,005
PVTPL ROCKFORD TOWER CLO 2018-2 LTD SER 2018-2A CLS A FLTG 10-20-2031 ** 1,588,251
PVTPL ROCKFORD TOWER CLO LTD SR2017-3 CLA FLTG到期10-20-2030 ** 424,715
PVTPL罗马尼亚5.75% 03-24-2035 ** 303,378
PVTPL ROMARK WM-R LTD SER 2018-1A CL A-1 FLTG 04-20-2031 ** 4,536,700
PVTPL加拿大皇家银行4.851% 12-14-2026 ** 401,890
PVTPL RWE Finance US LLC 6.25% 04-16-2054 ** 197,766
PVTPL Sandstone Peak LTD SR21-1A CL A1R FLTG RT 10-15-2034 ** 3,311,534
PVTPL桑坦德银行Auto Credit-LIN SER 24-A CLB 5.622% 06-15-2032 ** 2,520,975
PVTPL沙特阿拉伯（KINGDOM of）5.0% 01-16-2034 ** 2,428,770
PVTPL沙特阿拉伯（KINGDOM of）5.75% 01-16-2054 ** 186,724
PVTPL沙特阿拉伯王国全球中期5.0%到期01-18-2053 ** 338,292
PVTPL沙特阿拉伯王国全球中期TBOND4.875 % 07-18-2033 ** 2,519,478
PVTPL沙特阿拉伯石油公司5.25% 07-17-2034 ** 986,428
PVTPL沙特阿拉伯石油公司全球5.75% 07-17-2054 ** 187,045
01-18-2028年到期的PVTPL沙特国际债券4.75% ** 496,523
156
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL SBA塔TR2.836 % 144A15/01/20502.836 %到期01-15-2050REG ** 1,898,053
PVTPL SBA塔TR2020-1C SECD塔REV SECS 144A1.884 %到期07-15-2050 ** 1,647,186
PVTPL SBNA汽车租赁TRSR24-A CLA4 5.24% 01-22-2029 ** 287,171
PVTPL SBNA汽车租赁信托SER 24-A CL A2 5.45% 01-20-2026 ** 1,048,695
PVTPL SBNA汽车应收款信托SR24-A CL A2 6.2% 03-15-2027 ** 153,167
PVTPL Scentre Group TR1/23.25 % 10-28-2025 ** 394,136
PVTPL SCF Equipment TRUST LLC SER 24-1A CLS A3 5.52%到期01-20-2032 ** 238,756
PVTPL Schlumberger HLDGS CORP3.9 %到期05-17-2028年BEO ** 242,703
PVTPL塞尔维亚（共和国）6% 06-12-2034 ** 295,070
PVTPL SFS汽车应收款证券化TR2 SER 23-1A CLB 01-22-2030 ** 509,943
PVTPL SFS汽车应收款证券化TR2 SER 23-1A CLC5.97 % 02-20-2031 ** 818,100
PVTPL SFS汽车应收款证券化RSR23-1A CLA45.47 % 12-20-2029 ** 3,249,572
PVTPL SFS汽车应收款证券化RSR23-1A CLA45.47 % 12-20-2029 ** 1,218,589
PVTPL SHACKLETON SER 13-3A CL AR FLTG 07-15-2030 ** 109,010
PVTPL 学贷美 STUD LN TR2004-3 STUD LN BKD NT CL144A A-6B VAR RT到期10-25-2064 ** 2,187,779
PVTPL SMB Private ED LN TR2014-A SER 23-B CL A1B FLTG RT 10-16-2056 ** 1,035,973
PVTPL SMB Private ED LN TR SE 2018-A CLA-2B FLTG到期利率02-15-2036 ** 129,031
PVTPL SMB Private ED LN TR SER 17-B CLA-2B FLTG费率10-15-2035 ** 61,387
PVTPL SMB Private ED LN TRSER 20-A CL2A2 2.23% 09-15-2037 BEO ** 552,300
PVTPL SMB Private ED LN TRSER 24-C CL A1A5.5 % 06-17-2052 ** 3,151,061
PVTPL SMB私立教育LN TR2023-C NT CL A-1A 5.67% 11-15-2052 ** 711,151
PVTPL SMB民办教育贷款信托20SR23-A CLS A1B 01-15-2053 ** 1,316,351
PVTPL SMB私人Eeducation LN TR SER 24-A CL A1B 03-15-2056 ** 8,445,602
PVTPL SMB PVT ED LN TR2016-B LN支持NT CL A-2A 144A 2.43到期02-17-2032 BEO ** 53,973
PVTPL SMB PVT ED LN TR2022-C到期05-16-2050 BEO ** 1,488,715
PVTPL SMBC Aviation CAP FIN DAC 5.7% 07-25-2033 ** 3,019,460
PVTPL Social Professional Loan Program LLC SR21-B CL AFX1.14 % 02-15-2047 ** 2,767,788
PVTPL总社2.889% 06-09-2032/ ** 342,475
PVTPL总社4.027% 01-21-2043 ** 152,448
PVTPL总社6.066% 01-19-2035 ** 661,536
PVTPL总社6.447% 01-12-2027 ** 8,296,426
PVTPL SOFI专业LN程序SER 19-C CL A2FX2.8 % 11-16-2048 ** 656,435
PVTPL SOFI专业LN方案2016-F LLC CLA-2 3.02%到期02-25-2040 ** 102,857
PVTPL SOFI专业LN计划2018-A LLC SER 18-A CL A2B 02-25-2042 ** 114,130
PVTPL SOFI专业LN方案SR20-A CL A2FX2.54 % 05-15-2046 ** 1,936,534
PVTPL SOLR飞机2021-1 LTD/SOLR AIRCRA SR21-1 CLA2.636 % 10-15-2046 ** 2,311,905
PVTPL Solventum CORP5.45 % 02-25-2027 ** 1,290,974
PVTPL声点CLO LTD SR20-3A CLA1RFLTG RT 01-25-2032 ** 1,301,660
PVTPL SOUND PT CLO LTD SER 17-4A CL A1 FLTG RATE 01-20-2031 BEO ** 2,455,358
PVTPL音响PT CLO XVII LTDCL A-1-R FLTG 144A VAR RT 10-20-2030 ** 168,728
PVTPL SP POWERASETS LTD全球中期新台币3%到期09-26-2027 BEO ** 1,990,696
PVTPL标准特许PLC 2.608% 01-12-2028 ** 190,483
PVTPL标准特许PLC 5.688% 05-14-2028 ** 344,326
PVTPL标准特许PLC 5.688% 05-14-2028 ** 2,217,865
PVTPL标准特许PLC 5.905% 05-14-2035 ** 551,091
PVTPL Standard Chartered PLC 6.296% 07-06-2034 ** 415,479
PVTPL Standard Chartered PLC NT FIDED RESET6.187 % 07-06-2027 ** 406,726
PVTPL STARWOD商业抵押贷款受托人21-FL2 CLA FLTG RT 04-18-2038 ** 323,708
157
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL STARWOD Property Trust 7.25% 04-01-2029 ** 410,306
PVTPL卡塔尔国4.625% 05-29-2029 ** 199,622
PVTPL STELLANTIS Finance US INC2.0 % DUE01-29-2027 ** 559,688
PVTPL三井住友信托银行有限公司5.65%到期03-09-2026 ** 708,579
PVTPL三井住友信托银行有限公司5.65%到期03-09-2026 ** 1,167,035
PVTPL SYMPHONY CLO LTD SR20-22A CL A1ARFLTG RT 04-18-2033 ** 799,608
PVTPL SYMPHONY CLO LTD SR20-22A CL A1ARFLTG RT 04-18-2033 ** 4,897,600
PVTPL SYMPHONY CLO XIX LTD/SYMPHONY CLO XIX SR SECD NT CL A FLTG 04-16-2031 ** 539,200
PVTPL TCI-Flatiron CLO 2016-1 LTD CL A-R-3 FLTG 01-17-2032 ** 879,640
PVTPL TCW CLO 2019-1 AMR LTD SR19-1A CLASNR FLTG RT 08-16-2034 ** 3,005,865
PVTPL TCW GEM LTD SR20-1A CL A1R3 FLTG RT 04-20-2034 ** 7,750,000
PVTPL TENNESSEE GAS PIPELINE CO SR NT 144A2.9 %到期03-01-2030 ** 331,711
PVTPL TESLA汽车租赁TRSR24-A CLA2A5.37 % 06-22-2026 ** 66,197
PVTPL TESLA汽车租赁信托6.18% 09-21-2026 ** 1,510,267
PVTPL TESLA汽车租赁信托SR24-BCLA34.82 % 10-20-2027 ** 3,818,975
PVTPL TEXAS EASTN TRANSMISION LP3.5 %到期01-15-2028 BEO ** 2,391,119
PVTPL THAYER PK CLO LTD/THAYER PK CLO LLC LTD VAR RT DUE 04-20-2034 BEO ** 500,764
PVTPL TOWD点资产信托SER21-SL1 CL A2 FLTG 11-20-20-2061 ** 884,028
PVTPL TOWD PT MTG TR FLTG RT SER 19-HY2 CL A1 12-25-2048 BEO ** 74,720
PVTPL TOWD PT MTG TR SER 18-2 CL A1 VAR 03-25-2058 ** 68,703
PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-2048 ** 100,256
PVTPL TOWD PT MTG TR SER 2019-HY3 CL A1A FLTG 12-25-2048 ** 2,005,119
PVTPL丰田汽车贷款延期票据SER 23-1A CLA 4.93%到期06-25-2036 ** 973,161
PVTPL丰田汽车贷款延期票据SER 23-1A CLA 4.93%到期06-25-2036 ** 7,976,897
PVTPL丰田租赁所有者信托SER 24-B CL A3 4.21% 09-20-2027 ** 1,093,609
PVTPL TRIMARAN CAVU LTD SR19-1A CL A1R FLTG RT 01-20-2037 ** 7,765,500
PVTPL TRINITAS CLO LTD SR17-7A CL A1R FLTG RT 01-25-2035 ** 3,250,716
PVTPL TRINITAS CLO LTD SR22-19A CL A1R FLTG RT 10-20-2033 ** 4,074,989
PVTPL TRINITAS CLO LTD SR24-29A CL A FLTG RT 07-23-2037 ** 1,837,973
PVTPL TRINITAS CLO XI LTD19-11A A1RR FLTG 07-15-2034 ** 17,501,855
PVTPL TRINITAS CLO XII LTD/TRINITAS CLO XII SR20-12A CLA1R VAR RT 04-25-2033 ** 2,002,808
PVTPL TRTX 2021-FL4发行人LTD SER 21-FL4 CL A FLTG 03-15-2038 ** 1,508,228
PVTPL UBS Group AG 1.305% 02-02-2027 ** 2,118,842
PVTPL UBS Group AG 11/02/20322.095% DUE02-11-2032/02-11-2031 BEO ** 647,438
PVTPL UBS Group AG 3.869% 01-12-2018 ** 1,203,372
PVTPL UBS Group AG 4.282% 01-09-2017 ** 879,970
PVTPL UBS Group AG 4.488% 05-12-2026 ** 7,992,025
PVTPL UBS Group AG 4.751%到期05-12-2028BEO ** 4,968,277
PVTPL UBS Group AG 4.988% 08-05-2033BEO ** 4,849,462
PVTPL UBS Group AG 5.379% 09-06-2045 ** 858,350
PVTPL UBS Group AG 5.428% 02-08-2030 ** 201,327
PVTPL UBS Group AG 5.428% 02-08-2030 ** 1,317,688
PVTPL UBS Group AG 6.327% 12-22-2027 ** 513,122
PVTPL UBS Group AG 6.373% 07-15-2026 ** 302,141
PVTPL UBS Group AG 6.537% 08-12-2033 ** 1,909,548
PVTPL UBS Group AG 9.016% 11-15-2033 ** 363,914
PVTPL UBS Group AG 9.016% 11-15-2033 ** 6,829,444
PVTPL UBS Group AG VAR RT 05-14-2032 ** 217,589
158
证券名称、到期日、利率 成本 现值
（以美元计）
PVTPL UBS Group AG VAR RT 05-14-2032 ** 4,264,740
PVTPL UBS GROUP FDG SWITZ AG SR 4.253%到期03-23-2028 ** 5,145,868
PVTPL瑞银集团资金4.125% 09-24-2025BEO ** 1,677,155
PVTPL UNICREDIT SPA RCPT CLX3.12 % 06-03-2032 ** 234,445
PVTPL Venture CDO LTD SER 19-36A CL A1AR FLTG 04-20-2032 ** 2,172,544
PVTPL Verizon通信4.78% 02-15-2035 ** 11,085,551
PVTPL VICI PPTYS/新台币4.25%到期12-01-2026 ** 1,676,708
PVTPL VICI PPTYS L P/VICI NT CO INC 3.875%到期02-15-2029 BEO ** 353,359
PVTPL VICI PPTYS L P/VICI NT CO INC 4.625% 06-15-2025 ** 4,766,131
PVTPL VICI物业股份有限公司4.5% 09-01-2026 ** 1,385,745
PVTPL VISTRA Operations CO LLC 3.7% 01-30-2027 ** 2,992,793
PVTPL VISTRA Operations CO LLC 5.05% 12-30-2026 ** 1,947,539
PVTPL VISTRA Operations CO LLC 5.125%到期05-13-2025BEO ** 3,735,833
PVTPL Viterra INC2.0 %到期04-21-2026 BEO ** 3,830,714
PVTPL VolKSWAGEN Group AMER FIN LLC 5.65% 09-12-2028 ** 570,580
PVTPL VolKSWAGEN Group AMER FIN LLC 4.95% 08-15-2029 ** 2,893,517
PVTPL VolKSWAGEN Group AMER FIN LLC FLTG RT 09-12-2025 ** 3,465,389
PVTPL VolKSWAGEN Group AMER FIN LLC GTD NT 6.45% 11-16-2030 ** 724,783
PVTPL VOLVO金融设备有限责任公司SR24-1A CLA4 4.29% 07-15-2031 ** 540,253
PVTPL VOLVO FINL EQUIP LLC SER 24-1A CL A3 4.29% 10-16-2028 ** 595,697
PVTPL VOYA CLO 2014-2 LTD/VOYA CLO SER 14-2A CLS A1R FLTG RT 04-17-2030 ** 550,121
PVTPL VOYA CLO 2017-3 LTD/VOYA CLO 2017-3 LL SR SECD NT CL04-20-2034 ** 1,071,740
PVTPL VOYA CLO LTD SER 2018-3A CL AIR2 FLTG 10-15-2031 ** 1,446,804
PVTPL WESTGATE Resorts SR24-1A CLA6.06 % 6.06% 01-20-2038 ** 1,025,284
PVTPL WestLake Automobile应收款2023-3 SR23-3A CLB5.92 % 09-15-2028 ** 1,818,569
PVTPL WestLake Automobile Receivables TRSER 22-3A CLA3 5.49%到期07-15-2026 ** 97,196
PVTPL WESTPAC新西兰有限公司5.132% 02-26-2027 ** 1,686,457
PVTPL Wheels船队租赁FDG 1LLC SR24-1A CLA1 5.49% 02-18-2039 ** 2,022,762
PVTPL Wind River CLO LTD SR22-1A CL AR FLTG 07-20-2035 ** 3,710,164
PVTPL WISE CLO 2023-2 LTD/WISE CLO 2023-2 LL SER 23-2A CL A FLTG 01-15-2037 ** 1,759,618
PVTPL XSTRATA FIN CDA LTD GTD NT 5.3 DUE10-25-2042 BEO ** 122,210
PVTPL ZAIS ZAIS CLO 13 LTD SR19-13A CL A1AR FRN 07-15-2032 ** 1,234,219
PVTPLSAMMONS FINL集团6.875% 04-15-2034 ** 836,169
Q科技集团有限公司HKD0.01 ** 43,378
Q2 HLDGS INC COM ** 2,844,067
澳洲航空NPV ** 1,967,831
卡塔尔国家银行QAR 1.0000 ** 602,434
卡塔尔ST 4.4% 144A04-16-2050REG ** 169,462
QATAR（State of）4.75% SNR MTN 29/05/34美元 ** 298,305
QIAGEN NV ORD EUR0.01 ** 703,396
QIAGEN NV ORD EUR0.01（POST REV SPLT） ** 5,808,945
QUAKER CHEM CORP COM ** 6,630,359
高通公司4.5% 05-20-2052 ** 209,924
高通公司COM ** 5,707,908
QUALITAU ILS1 ** 115,206
QUALYS INC COM0.001美元 ** 54,826
QUANEX BLDG ProDS CORP COM STK ** 3,254,511
QUANTA SVCS INC2.9 %到期10-01-2030 ** 625,213
159
证券名称、到期日、利率 成本 现值
（以美元计）
QUANTA SVCS INC4.75 % 08-09-2027 ** 1,712,517
QUANTA SVCS INC SR NT 3.05% 10-01-2041 ** 239,194
QE PROV CDA中位NTS BOOK ENT TRANCHE # TR000507.14 2-27-26 ** 532,422
魁北克PROV CDA2.75 %到期04-12-2027 BEO ** 876,766
魁北克PROV CDA魁北克省2.5% 04-20-2026 REG2.5 %到期04-20-2026 REG ** 14,140,147
魁北克（PROV of）3.6% NTS01/09/2033 CAD1000 ** 2,688,714
昆士兰州TSY CP1.75 % GTD SNR20/07/34AUD ** 92,829
QUESS CORP LTD INR10 ** 701,253
QUEST DIAGNOSTICS INC 2.95%到期06-30-2030 BEO ** 224,553
QUEST DIAGNOSTICS INC4.6 % 12-15-2027 ** 773,774
QUINSTREET INC COM STK ** 2,042,809
研发型计算机技术股份有限公司NPV ** 1,718
Radiant OPTO-ELECT TWD10 ** 1,522,396
RadiUS Recycling INC CL A COM STK Class A USD1 ** 146,569
RADNET INC COM STK ** 3,267,744
RADWARE LTD COM STK ** 726,547
RAIFFEISEN BK INTL NPV（REGD） ** 798,739
雨水工业有限公司 ** 27,990
RAINBOW TOURS SA PLN0.10 ** 224,939
Ralph lauren corp cl a cl a ** 888,349
RAMBUS INC DEL COM ** 764,937
RATIONAL AG NPV ** 257,682
RATOS AB SER‘B’NPV ** 25,905
RAYDIUM SEMI-CONDU TWD10 ** 408,608
RAYONIER Advanced MatLS INC COM ** 430,625
RB Global INC COM NPV ** 8,224,175
RE/MAX HLDGS INC CL A CL A ** 187,707
REA集团有限公司NPV ** 1,123,707
REALKREDIT丹麦1% CVD BDS 0 1/01/25 DKK0.01 ** 166,631
REALTEK SEMICOND TWD10 ** 3,499,703
03-15-2026年到期的实际收入CORP.75 % ** 524,518
REALTY INCOME CORP2.7 % 02-15-2032 ** 849,037
01-15-2027年到期的实际收入CORP3 % ** 22,247
REALTY INCOME CORP3.25 %到期01-15-2031 REG ** 1,539,502
06-15-2029年到期的实际收入公司3.25% ** 1,001,707
REALTY INCOME CORP5.975 % 09-01-2054 ** 342,280
REC有限公司 ** 2,385,792
RECHI PRECISION CO LTD TWD10 ** 501,237
RECRUIT HLDGS CO L NPV ** 11,744,438
REDDIT INC CL A CL A ** 3,499,916
REDFIN CORP COM ** 623,658
雷丁顿有限公司 ** 39,187
REDWIRE CORP COM ** 40,146
REGENCY CTRS CORP COM ** 2,617,196
REGENCY CTRS L P2.95 %到期09-15-2029 ** 297,813
REGENERON固定2.8%到期09-15-2050 ** 118,095
REGENERON PHARMACEUTICALS INC COM ** 18,170,114
区域SAB DE CV COM SER‘A’MXN3.33 ** 822,521
160
证券名称、到期日、利率 成本 现值
（以美元计）
REGIS HEALTHCARE LIMITED NPV ** 1,217,592
REGIS Resources LT NPV ** 909,092
再保险集团AMER INC6.0 % 09-15-2033 ** 616,803
再保险集团AMER INC COM NEW STK ** 6,216,633
REITMANS（CANADA）CLASS‘A’NON VTG NPV ** 36,002
RELIANCE INC COM NPV ** 767,930
RELIANCE INDS INR10（100% DEMAT） ** 2,117,411
Reliance STL & 2.15%到期08-15-2030 ** 768,540
RELX PLC ** 12,449,554
RENAISSANCE REHLDGS LTD COM ** 8,823,798
RENASANT CORP COM ** 6,397,820
更新风能AP 2 PVT LTD/SR SECDNT144A4.5 % 07-14-2028 ** 1,670,784
REORG/BM技术合并01-31-2025 ** 2,577
REORG/SMARTSHEET INC合并01-22-2025 ** 1,387,527
REPAY HLDGS CORP CL A CL A ** 2,957,853
REPCO HOME FIN LTD INR10 ** 165,569
REPLIGEN CORP COM STK USD0.01 ** 6,115,291
Replimune Group INC COM ** 136,468
智利共和国4.34% 03-07-2042 ** 184,148
智利共和国4.85% 01-22-2029 ** 395,571
危地马拉共和国5.375%到期04-24-2032 REG ** 188,500
秘鲁共和国5.375% 02-08-2035 ** 192,035
秘鲁共和国5.875% 08-08-2054 ** 381,136
波兰共和国4.625% 03-18-2029 ** 692,013
波兰共和国4.875%到期10-04-2033 ** 192,166
波兰共和国5.125% 09-18-2034 ** 678,124
波兰共和国5.5% 03-18-2054 ** 258,082
波兰共和国5.5%到期04-04-2053 ** 831,712
塞尔维亚共和国1.0% 23/09/2028 ** 1,675,904
土耳其共和国7.625% 05-15-2034 ** 913,921
共和国服务公司5.0% 11-15-2029 ** 3,055,745
共和国方向乌拉圭5.25%国债09-10-2060 ** 409,493
RERORG/OUTFRONT MEDIA INC反向股票分割OUTFRONT MEDIA 241GAR4 01-17-2025 ** 1,276,216
Resolute Mining NPV ** 80,210
ResortTrust INC净现值 ** 135,948
Resources Connection INC COM ** 140,899
RETAL URBAN DEVELO SAR1 ** 459,137
REV Group INC COM ** 421,608
REVOLUTION MEDICINES INC COM ** 2,987,923
REXFORD INDUSTRIAL REALTY INC5.0 %到期日06-15-2028 ** 1,195,425
REYNOLDS AMERN INC FIXED 4.45%到期06-12-2025 ** 1,024,460
REYNOLDS AMERN INC FIXED 4.45%到期06-12-2025 ** 1,190,689
REYNOLDS AMERN INC FIXED 5.85%到期日08-15-2045 ** 257,474
RGA Global FDG 5.448%到期05-24-2029 ** 2,331,691
RGA全球FDG中位SR SECD TRANCHE # TR000065.05 % 12-06-2031 ** 2,458,538
RGB国际MYR0.1 ** 81,641
兴业银行BHD NPV ** 272,590
莱茵汽车MACHNRY NPV ** 23,965
161
证券名称、到期日、利率 成本 现值
（以美元计）
Rhythm Pharmaceuticals INC COM ** 1,286,812
RIBBON COMUNICATIONS INC COM STK USD0.0001 ** 80,363
富豪荣誉实习生TWD10 ** 19,552
理光科技有限公司NPV ** 1,387,790
RIGEL PHARMACEUTICALS INC COM PAR 0.00 1美元 ** 139,455
RIGHTMOVE COM STCK ** 159,247
利健维他明公司NPV ** 51,507
RINGCENTRAL INC CL A CL A ** 1,046,764
RIO TINTO FIN USA 5.125%到期03-09-2053 ** 287,291
RIO TINTO ORD GBP0.10 ** 4,687,232
瑞邦抵押贷款28/08/2056 ** 3,568,314
RISO KAGAKU CORP NPV ** 53,138
RITHM资本公司 ** 707,307
利雅得银行SAR10 ** 1,023,508
利雅得电缆集团有限公司。SAR10 ** 1,198,223
RLI CORP COM ** 1,572,808
RMAC SECS NO1 PLC FRN M/BKD 06/2044 GBP‘A2A’ ** 1,419,656
RMAC SECS NO1 PLC FRN M/BKD 06/2044 GBP‘A2A’ ** 702,325
RMAC SECS NO1 PLC FRN M/BKD 06/2044 GBP‘A3A’ ** 459,087
RMAC SECS NO1 PLC FRN MTG 06/44欧元REGS‘A2C’ ** 323,964
RMR集团有限公司CL A CL A ** 702
ROBERT HALF INC COM0.001美元 ** 9,178,331
ROBINHOOD MKTS INC COM CL A COM CL A ** 3,692,988
ROBLOX CORP COM USD0.0001 CL A ** 925,355
ROCHE HLDGS AG GENUSSCHEINE NPV ** 33,793,290
ROCKET PHARMACEUTICALS INC COM0.01美元 ** 169,733
ROCKWOOL A/S SER‘B’DKK10 ** 1,771,828
罗杰斯2.9%到期日为11-15-2026年 ** 138,084
罗杰斯通信公司3.2% 03-15-2027 ** 3,526,229
罗杰斯通信公司4.55% 03-15-2052 ** 240,346
罗杰斯通信公司5.0% 02-15-2029 ** 4,118,167
ROJANA Industrial THAB1（NVDR） ** 39,358
ROKU INC COM CL A COM CL A ** 3,520,073
ROLLS ROYCE HLDGS ORD GBP0.20 ** 11,935,484
罗马尼亚BDS 144A2.625 %02/12/2040 ** 66,342
罗马尼亚（REP of）1.375% MTN 02/12/29欧元1000 ** 319,243
罗马尼亚（REP of）1.75% SNR MTN 13/07/30欧元 ** 173,490
罗马尼亚（REP of）1.75% SNR MTN 13/07/30欧元 ** 260,235
罗马尼亚（REP of）2% SNR MTN 14/04/33EUR1000 ** 110,289
罗马尼亚（REP of）2% SNR MTN 14/04/33EUR1000 ** 78,778
罗马尼亚（REP of）2.75% SNR MTN 14/04/41欧元 ** 67,287
罗马尼亚（REP of）2.875% SNR MTN 13/04/42欧元 ** 202,090
罗马尼亚（REP of）5.125% MTN 24/09/31欧元1000 ** 608,130
罗马尼亚（REP of）5.25% MTN 30/05/32EUR1000 ** 2,430,246
罗马尼亚（REP of）5.625% MTN 22/02/36EUR1000 ** 1,891,424
罗马尼亚（REP of）6.625% SNR MTN 27/09/29欧元 ** 335,210
罗马尼亚（共和国）144A6.375 % 18/09/2033 ** 108,076
ROPER TECHNOLOGIES 1%到期09-15-2025 ** 1,678,133
162
证券名称、到期日、利率 成本 现值
（以美元计）
ROPER TECHNOLOGIES FIXED 2%到期06-30-2030 ** 63,918
ROPER TECHNOLOGIES INC4.2 % 09-15-2028 ** 244,032
ROPER TECHNOLOGIES INC4.75 % 02-15-2032 ** 179,946
ROSNEFT OIL CO RUB0.01（RUB） ** 81,641
ROSS Stores INC COM ** 150,967
ROSS Stores INC固定4.6%到期04-15-2025 ** 1,645,949
加拿大皇家银行4.875% 01-19-2027 ** 4,989,550
加拿大皇家银行4.969% 08-02-2030 ** 352,242
加拿大皇家银行MTN 4.522% 10-18-2028 ** 3,916,787
加拿大皇家银行MTN 4.95% 02-01-2029 ** 744,876
ROYAL BK CAD1.6 % DUE 01-21-2025 ** 1,599,420
ROYAL BK CDA6 %到期11-01-2027 ** 67,133
ROYAL BK CDA Global Medium Term SR BK NTS BOOK Entry 5.2% 07-20-2026 ** 1,590,486
ROYAL BK CDA全球中位SR BK NT1.15 % 07-14-2026 ** 998,192
ROYAL BK CDA全球中位SR BKNT3.875 % 05-04-2032 ** 4,553,709
ROYAL DUTCH SHELL PLC赞助ADR REPSTG ORD SH ** 16,727,989
ROYAL GOLD INC COM STK USD0.01 ** 457,915
RTX公司5.75% 11-08-2026 ** 3,897,517
RTX公司6.0% 03-15-2031 ** 3,159,660
RTX公司2.375% 03-15-2032 ** 539,626
RTX公司2.82% 09-01-2051 ** 498,207
RTX公司2.25%到期07-01-2030 ** 1,878,754
RTX公司3.125% 05-04-2027 ** 3,657,506
RTX CORPORATION 3.5% 03-15-2027美元 ** 2,207,207
RTX公司3.95% 08-16-2025 ** 1,924,763
RTX公司4.125% 11-16-2028 ** 2,870,053
RTX公司4.15% 05-15-2045 ** 161,462
RTX公司4.35%到期04-15-2047 ** 254,888
RTX公司COMSTK ** 38,326,811
Rush Enterprises INC CL A CL A ** 6,114,564
RUSH STREET INTERACTIVE INC COM USD0.0001 CL A ** 2,090,215
罗素金属公司COM NPV ** 936,726
RYDER SYS INC COM ** 2,235,882
RYDER SYSTEM INC2.85 % 03-01-2027 ** 1,497,480
RYDER SYSTEM INC4.95 % 09-01-2029 ** 606,712
RYDER SYSTEM INC5.25 % 06-01-2028 ** 1,176,988
RYDER SYSTEM INC5.375 % 03-15-2029 ** 633,913
RYDER SYSTEM INC5.5 % 06-01-2029 ** 236,156
RYERSON HLDG CORP COM股票 ** 235,281
RYMAN HOSPITALITY PPTYS INC COM ** 5,978,160
标普 Global INC 2.3% 08-15-2060 ** 300,762
标普 Global INC2.45 % 03-01-2027 ** 1,550,297
标普 Global INC. 2.7% 03-01-2029 ** 1,325,472
标普 Global INC2.9 % 03-01-2032 ** 493,272
标普 Global INC.com ** 913,885
S & S TECH CORPORATI COM ** 36,448
S.P.Apparels LTD INR10 ** 18,381
SABINE通过5.625%到期03-01-2025 ** 221,085
163

证券名称、到期日、利率 成本 现值
（以美元计）
SABINE通过5.625%到期03-01-2025 ** 1,494,572
SABINE通过03-15-2028年到期的固定4.2% ** 2,024,783
SABINE PASS LIQUEFACTION LLC 5.0% 03-15-2027 ** 4,229,654
SABRA HLTH CARE 3.9%到期10-15-2029 ** 1,214,738
SAFEHOLD OPER PARTNERSHIP LP2.85 % 01-15-2032 ** 546,238
SAGE THERAPEUTICS INC COM ** 226,121
SAIA INC COM STK ** 6,107,238
Sales Tax Securitization CORP IL3.238% 01-01-2042BEO TAXABLE ** 6,593,433
SALESFORCE INC COM0.001美元 ** 44,296,385
Salik公司P.J. AED0.01 ** 748,437
三星生物KRW2500 ** 850,919
三星CARD KRW5000 ** 182,545
三星电子KRW100 ** 7,027,430
三星证券KRW5000 ** 654,561
圣迭戈CALIF REDEV AGY继任者AGY TX分配3.5 09-01-2028 BEO应税 ** 1,264,415
圣迭戈G & E FIXED 2.95%到期08-15-2051 ** 1,288,037
圣地亚哥天然气和电力公司4.95% 08-15-2028 ** 602,573
San Diego GAS & ELEC CO 5.55% 04-15-2054 ** 339,743
圣地亚哥燃气电气有限公司4.1% 06-15-2049 ** 431,439
圣方化学TWD10 ** 87,673
金沙中国有限公司4.3% 01-08-2026 ** 1,765,319
Sands China LTD FIXED 5.4%到期08-08-2028 ** 197,769
SANDSTORM GOLD LTD COM新 ** 312,536
SANGAMO THERAPEUTICS INC COM ** 2,818
三木工程NPV ** 149,026
SANKYO CO LTD NPV ** 1,437,984
SANOFI赞助的ADR ** 3,380,923
SANSAN INC NPV ** 80,316
SANTA ANA CALIF PENSION OBLIG1.665 % 08-01-2028 BEO应课税 ** 4,046,871
SANTA ANA CALIF PENSION OBLIG1.869 % 08-01-2029 BEO应课税 ** 2,580,056
SANTA ANA CALIF PENSION OBLIG2.089 % 08-01-2030 BEO应课税 ** 1,379,894
Santam LIMITED NPV ** 15,377
SANTANDER DR AUTO 1.48%到期01-15-2027 ** 372,924
SANTANDER DR AUTO 4.96%到期11-15-2028 ** 4,861,160
SANTANDER DR AUTO 5%到期11-15-2029 ** 6,530,633
SANTANDER DR AUTO 5.21%到期日07-15-2027 ** 891,350
SANTANDER DR AUTO 5.61%到期日07-17-2028 ** 307,788
SANTANDER DR AUTO 5.77%到期11-15-2030 ** 2,439,224
SANTANDER DR AUTO 5.84%到期日06-17-2030 ** 356,854
SANTANDER DR AUTO 5.84%到期日06-17-2030 ** 4,885,836
SANTANDER DR AUTO 6.02%到期09-15-2028 ** 3,346,904
SANTANDER DR AUTO 6.31%到期日07-15-2027 ** 508,056
SANTANDER DR AUTO 6.43%到期02-18-2031 ** 7,990,250
SANTANDER DR汽车应收款TR6.69 % 03-17-2031 ** 1,368,712
SANTANDER DR汽车应收款TR资产支持NT CLD 1.35% 07-15-2027 ** 2,176,028
SANTANDER DR汽车应收款TRSER24-4CLB4.93 % 09-17-2029 ** 701,959
Santander Drive Auto REC SER 24-1 CLA3 5.25% 04-17-2028 ** 1,205,236
164
证券名称、到期日、利率 成本 现值
（以美元计）
桑坦德Drive Auto REC TR2012-6 SER 24-A CLS C4.95 % 04-15-2030 ** 2,391,190
桑坦德Drive Auto REC TRSER 24-4 CLS A3 4.85% 01-16-2029 ** 1,804,871
Santander Drive Auto REC TST2026 NT CLD 1.13% 11-16-2026 ** 399,186
Santander Drive Auto Receivables SER 24-5 CLB 4.63% 08-15-2029 ** 1,990,479
Santander Drive Auto应收款TRSER23-4 CLB5.77 %到期12-15-2028 ** 856,533
Santander Drive Auto Receivables TRSER23-4 CLC6.04 % DUE12-15-2031 ** 3,779,168
Santander Drive Auto Receivables TR2022Auto LN NT CLC4.86 % 08-15-2029 ** 4,779,665
Santander Drive Auto Receivables Trust SR24-3CLC6.03 % 08-15-2030 ** 1,170,879
Santander Drive Auto Receivables Trust SR24-3CLC6.03 % 08-15-2030 ** 4,054,993
Santander Drive Auto SER 24-1 CLB 5.23% 12-15-2028 ** 352,043
SANTANDER HLDGS FIXED 5.807%到期09-09-2026 ** 2,013,365
Santander HLDGS USA INC2.49 % 01-06-2028 ** 1,896,493
Santander HLDGS USA INC6.12 4 % 05-31-2027 ** 761,067
Santander UK Group FLTG RT 2.896%到期日03-15-2032 ** 2,479,875
Santander UK Group HLDGS PLC 1.53% 08-21-2026 ** 5,031,956
Santander UK Group HLDGS PLC 1.53% 08-21-2026 ** 857,897
Santander UK Group HLDGS PLC 2.469% 01-11-2028 ** 663,030
Santander UK Group HLDGS PLC 6.833% 11-21-2026 ** 4,438,038
Santander UK Group HLDGS PLC NT FXD/FLTG1.673 % 06-14-2027 ** 380,759
Santander UK Group HOLDINGS PLC 6.534% 01-10-2029 ** 1,236,895
Santander UK PLC 144A FLTG 12/02/2027 ** 753,794
SANTEN PHARM CO NPV ** 1,390,287
SAP SE ** 25,986,181
SAREPTA THERAPEUTICS INC COM ** 648,561
SASSEUR REAL REIT基金 ** 316,523
SATO HOLDINGS NPV ** 294,502
SATS ASA NOK2.125 ** 255,341
SATS LTD NPV ** 1,317,572
沙特阿拉伯合作社SAR10 ** 61,958
Saudi Electric CO SAR10 ** 436,056
沙特国家银行SAR10 ** 797,977
沙特钢管C COM STK ** 109,464
沙特电信SAR10 ** 1,129,558
SAVARA INC COM ** 104,960
SBA Tower TR2.328 %到期日07-15-2052 ** 1,732,932
SBA Tower TR2.328 %到期日07-15-2052 ** 2,097,760
俄罗斯塞伯班克 ** 516,307
俄罗斯SBERBANK SPON ADR ** 1,065
SBM OFFSHORE NV 0.25欧元 ** 851,287
SBNA汽车租赁TR5.67 %到期11-20-20-2026年 ** 1,243,082
SBNA汽车租赁TR6.51 %到期04-20-2027 ** 2,126,129
SCALES CORP LT NPV ** 71,630
SCANSOURCE INC COM ** 278,769
SCCU AUTO 5.11%到期日06-15-2029 ** 1,103,045
SCENTER GROUPTR1 FIDED 3.5%到期02-12-2025 ** 24,948
供应链基金设备租赁6.17%到期05-20-2032 ** 3,349,141
SCHINDLER-HLDG AG CHF0.10（PTG CERT） ** 3,559,065
Schlumberger FIN CDA LTD1.4 %到期09-17-2025/09-18-2020REG ** 987,221
165
证券名称、到期日、利率 成本 现值
（以美元计）
施耐德电气INR2 ** 577,125
施耐德电气EUR4.00 ** 20,544,614
Schneider NATL INC WIS CLB CLB ** 4,007,085
Scholar Rock HLDG CORP COM ** 3,158,302
SCHOLASTIC CORP COM ** 186,701
施瓦布查尔斯.9%到期03-11-2026 ** 3,606,953
施瓦布查尔斯3.2%到期01-25-2028 ** 311,053
施瓦布查尔斯3.2%到期03-02-2027 ** 87,162
施瓦布查尔斯公司新 ** 2,813,426
SCHWAB CHARLES CORP新5.875% 08-24-2026 ** 1,174,905
SCHWAB CHARLES CORP新6.136% 08-24-2034 ** 430,750
SCHWAB（CHARLES）CORP1.95 % 12-01-2031BEO ** 7,104,566
Science Applications INTL CORP NEW COM USD0.0001 ** 1,592,641
SCIENTEX BERHAD NPV ** 48,158
Scotts MIRACLE-GRO CLASS‘A’COM NPV ** 917,748
Screen HOLDINGS CO LTD NPV ** 1,101,284
SCSK CORP NPV ** 108,094
SEACOAST BKG CORP FLA COM NEW COM NEW ** 6,038,788
Seadrill Limited ** 355,119
SEBANG全球BAT KRW500 ** 309,646
Secretaria TESOURO 0% T-BILL 0 1/04/25BRL1000 ** 12,116,404
Secretaria TESOURO 0% T-BILL 0 1/10/25BRL1000 ** 7,971,820
安全能源服务COM NPV ** 1,406,441
SEEGENE INC KRW500 ** 211,312
选择MED HLDGS CORP COM ** 889,155
Select Water Solutions INC ** 1,942,480
SELECTQUOTE INC COM ** 89,875
SEMPRA 5.4% 08-01-2026 ** 581,814
SEMPRA 6%到期10-15-2039年 ** 183,555
森普拉能源3.3% 04-01-2025 ** 1,294,901
SEMPRA能源3.8%到期02-01-2038 ** 272,866
SEMTECH CORP COM ** 8,228,524
SENCO GOLD LIMITED INR10 ** 96,539
SENTINELONE INC CL A COM CL A COM ** 3,412,029
塞尔维亚（共和国）1.65% SNR MTN 03/03/33EUR ** 249,624
塞尔维亚（共和国）3.125% 15/05/2027 ** 1,429,976
ServiceNow INC COM0.001美元 ** 46,452,338
SERVISFIRST BANCSSHARES INC普通股 ** 5,577,756
SES FDR每个REP 1‘A’NPV ** 251,380
Seven & I HOLDINGS NPV ** 6,913,784
Severstal PJSC GDR Each REPR 1 ORD‘REGS’ ** 994
SG COML MTG SECS 3.055%到期10-10-2048 ** 3,189,082
SHAKE SHACK INC CL A CL A ** 1,601,602
山东晨鸣‘H’CNY1 ** 10,540
上海CHICMAX化妆品有限公司 ** 253,481
SHARDA CROPCHEM LTD ** 387,646
SHARKNINJA COM USD0.0001 ** 7,612,286
SHELL FIN US INC4.0 % 05-10-2046 ** 131,716
166
证券名称、到期日、利率 成本 现值
（以美元计）
SHELL FIN US INC NT3.25 % 04-06-2050 ** 795,006
SHELL FIN US INC NT4.125 % 05-11-2035 ** 144,068
SHELL FINANCE US INC 2.75% 04-06-2030 ** 1,689,751
SHELL FINANCE US INC 3.75% 09-12-2046 ** 376,057
SHELTER GROWTH CRE 2022-FL4发行人3.416% 06-19-2037 ** 1,030,436
深圳FUANNA BEDING & FURNISHIN‘A’CNY1（stock connect） ** 125,830
深圳来博HI‘A’CNY1（stock connect） ** 574,813
SHERWIN-WILLIAMS 3.45%到期06-01-2027 ** 52,503
舍温-威廉斯公司 ** 6,579,005
芝浦机械股份有限公司 ** 13,563
SHIBAURA MECHATRON NPV ** 433,733
岛岛株式会社NPV ** 49,416
新电芯NPV ** 23,586
SHIN-ETSU化学净现值 ** 6,651,550
新美华INDS NPV ** 178,446
ShinniHONSEYAKU C NPV ** 101,691
SHIONOGI & CO LTD NPV ** 855,634
SHOWBOX CORP COMMMON股票 ** 3,653
SHR TR2024-LXRY7.05 % 10-15-2041 ** 1,007,183
SHRIRAM金融有限公司 ** 597,243
SHYFT Group INC COM ** 181,266
SIEGFRIED HLDG AG CHF11（REGD） ** 1,081,472
SIERRA TIMESHARE 2020-2 Receivables Vacation TIMESHARE LN 2.32% 07-20-2037 ** 183,082
Sierra TIMESARE 2021-1应收款度假TIMESARE LN BKD.99 11-20-20-2037 ** 356,641
SIGNIFY NV EUR0.01 ** 1,428,809
SIKA AG CHF0.01（REG） ** 4,033,347
Silgan HLDGS INC COM ** 2,755,475
Silicon Laboratories INC COM ** 930,035
SIME DARBY Property Berhad ** 275,147
Simon PPTY Group L FIXED 2.45% 09-13-2029 ** 427,180
SIMON PPTY集团L固定3.25% 09-13-2049 ** 134,561
SIMON Property Group INC COM ** 7,540,731
Simpson MFG INC COM ** 3,124,237
Simulations PLUS INC COM ** 2,504,243
信邦电子TWD10 ** 55,941
信丰科技股份有限公司 ** 60,297
新加坡交易所NPV ** 3,289,128
新加坡（GOVT of）2.375% SNR 0 1/07/39 SGD1000 ** 82,405
新加坡（GOVT of）3.25% BDS 0 1/06/2054 SGD ** 969,318
信科工业NPV ** 95,068
中石化Engineerin‘H’CNY1 ** 291,104
SIRIUSPOINT LTD COM USD0.1 ** 604,562
SITIO ROYALTIES CORP COM CL A ** 3,181,943
SJG SEJONG KRW500 ** 28,715
SK生物制药KRW500 ** 847,202
SK HYNIX INC 000660 ** 1,206,095
SK电讯KRW100 ** 724,876
SKAND ENSKILDA BKN SER‘A’NPV ** 2,411,371
167
证券名称、到期日、利率 成本 现值
（以美元计）
斯凯奇US A INC CL A CL A ISIN # US8305661055 ** 3,057,470
SKISTAR AB SER‘B’NPV ** 647,767
创维集团有限公司 ** 239,955
SL GREEN RLTY CORP COM ** 2,207,943
Sleep Number CORP COM ** 284,119
学贷美 CORP COM ** 2,665,828
学贷美私人CR学生LN TR 2007-A STUDLN支持NT A-4 FLTG 12-16-2041BEO ** 3,667,795
学贷美私人CR学生LN TR ASSTBCKD SER 2005-A CL A4 FLTG 12-15-2038 BEO ** 517,824
学贷美学生LN 3-7 3.8%-FRN A/BKD 15/12/33欧元 ** 136,116
小型企业5.67 999982834%到期06-01-2028 ** 21,189
SMART-CORE HOLDING USD0.00001 ** 20,752
SMARTGROUP CORPORATION有限公司NPV ** 86,811
SMB私人ED LN TR2020-PT-B PVT ED LNBACKED交易所1.6% 09-15-2054 ** 2,870,544
SMB私人ED LN TR2021-A PVT ED LN BKD NT CLA-2A1 5.15813% 01-15-2053 ** 885,016
SMB私人ED LN TR2021-E PVT ED LN BKS NTS CL A-1A 1.68% 02-15-2051 ** 896,827
SMB PVT ED LN TR4.48 %到期05-16-2050 ** 2,129,675
SMB PVT ED LN TR5.38 %到期01-15-2053 ** 636,905
SMB PVT ED LN TRFLTG RT5.4 4031 %到期06-17-2052 ** 3,065,460
SMC CORP NPV ** 4,522,222
SMITH & NEPHEW PLC 5.15% 03-20-2027 ** 1,566,024
SMITH & NEPHEW PLC 5.4% 03-20-2034 ** 3,324,375
史密斯新闻公司 ** 121,465
SMK CORP NPV ** 40,977
SMRT 2022-MINI COML MTG PASSTHRU CTF CLB 5.662% 01-15-2039 ** 2,482,128
SMS CO LTD NPV ** 66,059
SMUCKER JM CO6.5 % 11-15-2053 ** 392,205
SNAP INC SNAP INC ** 223,510
SnowFlake INC CL A CL A ** 6,775,820
法国兴业银行2.625% 01-22-2025到期 ** 499,313
法国兴业银行2.625% 01-22-2025到期 ** 3,245,537
总社5.25%到期02-19-2027 ** 230,150
总社5.25%到期02-19-2027 ** 1,796,172
法国兴业银行EUR1.25 ** 5,619,886
SODICK CO LTD NPV ** 157,821
SOFI Professional LN Program 2020-C POSTGRADUATE LN AST BKD NT1.95 % 02-15-2046 ** 397,840
SOFTBANK Group CORP ** 2,340,802
SOFTCREATE HLDGS C NPV ** 30,786
SOHU COM LTD赞助的ADR ** 25,042
SOLARA活性PHAR INR10 ** 222,137
SOLENO THERAPEUTICS INC COM PAR ** 251,315
SOLVENT CORP COM COM0.01美元 ** 198,312
SOMPO HOLDINGS INC ** 3,263,015
SONAE SGPS SA EUR1 ** 1,032,315
SONIC Automotive INC CL A ** 540,122
SONOCO PROD CO COM ** 4,506,266
SONOCO PRODS CO5.0 % 09-01-2034 ** 94,826
SONOCO PRODS CO NT2.25 % 02-01-2027 ** 650,583
SONOCO Products CO4.45 % 09-01-2026 ** 59,570
168
证券名称、到期日、利率 成本 现值
（以美元计）
SONOS INC COM ** 1,358,909
SONOVA HOLDING AG普通股 ** 5,573,546
索尼集团CORPORA NPV ** 12,624,103
SOOP CO LTD KRW500 ** 177,336
SOPRA STRIA集团 ** 73,838
南非REP NT 5.375%到期07-24-2044 REG ** 149,946
SOUTHERN CALI EDISON 5.45% 06-01-2031 ** 711,244
南财爱迪生公司3.65% 02-01-2050 ** 157,395
南加利福尼亚州爱迪生公司4.125% 03-01-2048 ** 522,183
SOUTHERN CALIF EDISON CO4.2 % 03-01-2029 ** 387,901
南加利福尼亚州爱迪生公司5.15% 06-01-2029 ** 2,560,605
SOUTHERN CALIF EDISON CO5.3 % 03-01-2028 ** 891,088
南加利福尼亚州爱迪生公司5.65% 10-01-2028 ** 2,865,973
南加利福尼亚州爱迪生股份有限公司5.875% 12-01-2053 ** 50,731
南加利福尼亚州爱迪生股份有限公司NT2.75 % 02-01-2032 ** 1,795,034
南财燃气CO5.75 % 06-01-2053 ** 208,967
SOUTHERN CO 3.7%到期04-30-2030 REG ** 1,502,536
SOUTHERN CO4.4 %到期07-01-2046 ** 289,691
SOUTHERN CO5.2 % 06-15-2033 ** 385,630
南方CO 5.5% 03-15-2029 ** 3,401,558
南方CO COM STK ** 29,026,773
SOUTHERN CO GAS CAP 3.15% 09-30-2051 ** 226,436
SOUTHERN CO GAS CAP 3.25% 06-15-2026 ** 2,740,317
南方CROSS ELE NPV ** 224,443
南方压水堆公司5.15%到期09-15-2041 ** 56,110
南加州爱迪生1.2%到期02-01-2026 ** 289,053
南加州爱迪生2.85%到期08-01-2029 ** 638,818
南加州爱迪生3.65%到期03-01-2028 ** 337,096
南加州爱迪生4%到期04-01-2047 ** 227,286
SOUTHN CAL EDISON CO 5.55到期01-15-2036BEO ** 163,670
SOUTHSTATE CORP COM ** 1,075,777
西南天然气公司5.45% 03-23-2028 ** 303,720
西南电力压水轮有限公司5.3% 04-01-2033 ** 692,754
西南公共服务有限公司3.75% 06-15-2049 ** 181,872
西南ELEC 3.9%到期04-01-2045 ** 71,513
SP Group as DKK2 ** 268,106
航天科技股份有限公司NPV ** 28,481
西班牙（KINGDOM of）3.45% SNR 30/07/66欧元1000 ** 340,875
SPAREBANK 1 NORD-NORGE GRUNNFONDSBEVIS NOK50 ** 276,481
SPAREBANK 1 SMN NOK25 ** 476,248
SPAREBANKEN VEST NOK25 GRUNNFONDSBEVIS ** 147,585
SPARTANNASH CO COM NPV ** 220,445
硕贝德TWD10 ** 54,843
环球娱乐COM0.01美元A类 ** 167,812
SPIE SA EUR0.47 ** 137,801
SPIRE MO INC SER 1st MTG BD4.8 % 02-15-2033 ** 489,111
SPORTRADAR集团股份公司 ** 1,768,108
SPORTS GEAR CO LTD TWD10 ** 267,199
169
证券名称、到期日、利率 成本 现值
（以美元计）
SPOTIFY TECHNOLOGY S A COM0.025欧元 ** 8,648,750
SPRINT CAP CORP6.875 %到期11-15-2028 ** 1,262,728
SPRINT CAP CORP8.75 %到期03-15-2032 ** 370,977
SPRINT CORP固定利率7.625%到期03-01-2026 ** 2,136,877
SPROTT INC COM NPV ** 54,750
SPROUTS FMRS MKT INC COM ** 8,439,481
SPYRE THERAPEUTICS INC COM NEW COM USD0.0001 POST REV SPLIT ** 174,414
SREIT TR2021-IND FLTG RT 5.12648%到期10-15-2038 ** 1,990,000
SSR MNG INC COM NPV ** 80,680
斯塔格韦尔公司 ** 130,652
标准特许BK/NY4.853 % 12-03-2027 ** 8,593,885
标准特许PLC新台币固定费率重置144a1.456 % 01-14-2027 ** 452,682
标准特许PLC SHS ** 1,435,950
Standardaero公司。COM USD0.01 ** 1,793,466
STANLEY BLACK & DECKER INC6.0 % 03-06-2028 ** 1,869,013
STANLEY BLACK & DECKER INC COM ** 12,502,759
Starhill Global REIT ** 346,540
STARHUB LTD NPV ** 78,408
STARWOD MTG 1.172%到期05-25-2065 ** 180,147
STARWOD MTG 1.431%到期05-25-2065 ** 260,460
Starwood MTG 1.486% DUE 04-25-2065 ** 59,981
以色列国5.5% 03-12-2034 ** 585,411
国家STR公司2.901%到期03-30-2026年BEO ** 496,655
州STR CORP COM ** 17,895,788
国家STR公司FLTG RT 4.53%到期02-20-2029 ** 1,230,935
国家STR CORP FLTG RT 4.821%到期01-26-2034 ** 553,186
STATE STREET BANK & TRUST 4.594% 11-25-2026 ** 1,768,240
STATE STREET BANK & TRUST 4.594% 11-25-2026 ** 455,928
州街公司5.684% 11-21-2029 ** 1,485,091
Steel DYNAMICS INC1.65 %到期10-15-2027 ** 179,404
Steel DYNAMICS INC3.25 %到期10-15-2050 ** 128,261
Steel DYNAMICS INC 3.45%到期04-15-2030 BEO ** 92,712
Steel DYNAMICS INC COM ** 42,434
Steel DYNAMICS INC SR NT5.375 % 08-15-2034 ** 382,320
SteelCASE INC CLA COM ** 5,507,742
STELLA INTL HLDG HKD0.1 ** 56,725
STEPAN CO COM ** 3,964,945
STEPSTONE GROUP INC CL A CL A ** 881,223
STERIS PLC ORD USD0.001 ** 347,191
STEVANATO GROUP S.P.A. COM NPV ** 2,432,854
STH AFRICA（REP of）10% BDS 31/03/33 ZAR1000000 ** 904,497
STH非洲（REP of）8% SNR 31/01/2030 ZAR1000 ** 995,132
STH非洲（REP of）8.5% SNR 31/01/2037 ZAR1000 ** 202,561
STH非洲（REP of）8.875% SNR 28/02/35 ZAR1000 ** 10,491,386
STICHTing AK RABOBANK Certificaten 6.5% 31/12/2049 ** 483,194
STIFEL FINL CORP COM ** 2,424,246
STITCH FIX INC CL A CL A ** 195,674
StoLT-NIELSEN LTD USD1 ** 241,381
170
证券名称、到期日、利率 成本 现值
（以美元计）
斯通纳里奇公司 ** 44,517
商店品牌ASA SER‘A’NOK5 ** 797,332
STRIDES医药科学有限公司 ** 339,606
结构化资产英威腾LN TR2004-2 MTG PASSTHRU CTF CL A4 03-25-2034 REG ** 152,610
STRYKER公司 ** 19,748,022
STRYKER CORP3.65 % 03-07-2028 ** 551,419
STX金属有限公司KRW2500 ** 232,492
苏巴鲁公司NPV ** 709,226
SUBSEA 7 SA USD2 ** 140,974
SUGI HOLDINGS NPV ** 51,812
SumitoMO BAKELITE NPV ** 196,540
三井住友1.474%到期07-08-2025 ** 1,549,618
三井住友5.316%到期07-09-2029 ** 773,570
三井住友金融集团NPV ** 7,793,367
SumitoMO Mitsui FinL Group INC5.464 % 01-13-2026 ** 944,353
SumitoMO Mitsui FinL Group INC5.464 % 01-13-2026 ** 352,657
SumitoMO Mitsui FinL Group INC5.52 % 01-13-2028 ** 507,895
SumitoMO Mitsui FinL Group INC5.52 % 01-13-2028 ** 4,108,867
SumitoMO Mitsui FinL Group INC5.7 16 % 09-14-2028 ** 534,606
SumitoMO Mitsui FinL Group INC5.88 % 07-13-2026 ** 7,058,016
Sumitomo RIKO CO L NPV ** 66,297
SUN Frontier FUDOS NPV ** 140,874
SUN INC NPV ** 37,751
SUNAC CHINA HLDGS HKD0.10 ** 55,253
SUNAC SERVICES HLD HKD0.1 ** 27,781
SUNCOKE ENERGY INC COM0.01美元 ** 367,909
SUNCOR ENERGY INC4 %到期11-15-2047 ** 297,047
SUNCOR ENERGY INC COM NPV‘NEW’ ** 5,736,716
阳光光电HKD0.10 ** 1,395,976
SUNOCO物流合作伙伴4.0% 10-01-2027 ** 1,813,674
SUNOCO LOGISTICS合作伙伴5.4% 10-01-2047 ** 440,539
SUNPLUS创新TWD10 ** 99,986
SUNREX科技TWD10 ** 359,103
SUNRUN INC COM ** 32,079
SUNTECK REALTY LTD INR1 ** 155,931
SUNWAY Construction Group BHD MYR0.2 ** 196,631
SUNWAY REAL REST REIT ** 46,959
SUPREMEX INC COM NPV ** 27,103
外科合作伙伴公司COM ** 576,883
SURGUTNEFTEGAS PJS RUB1（卢布） ** 41,969
SURYA SEMESTA TBK IDR125 ** 406,483
SUSCO PCL THB1（NVDR） ** 45,276
SUSS MicROTEC SE NPV ** 1,230,510
SUTRO BIOPHARMA INC COM ** 76,544
株式会社株式会社株式会社NPV ** 1,847,659
SVENSKA HANDELSBANKEN AB INSTL CD DTD 02-28-2024 FLTG RT 02-26-2025 ** 2,495,160
SVENSKA HANDELSBANKEN AB PUBL 0% CP11-18-2025 ** 3,240,267
SVENSKA HANDELSBANKEN SER‘A’NPV（P/s） ** 2,021,198
171
证券名称、到期日、利率 成本 现值
（以美元计）
瑞典银行SPARBANKEN SVENGE AB DTD 10-15-2024 4.5% CD 10-15-2025 ** 1,772,245
SWEETGREEN INC CL A CL A ** 2,194,988
SWEPCO Storm Recovery FU4.88 % 09-01-2041 ** 4,007,443
SWISSQUOTE GP HLDG CHF0.20（REGD）（POST SUBD） ** 242,304
SY控股集团有限公司HKD0.01 ** 521,894
SYARIKAT TAKAFUL NPV ** 15,050
悉尼银行DKK10 ** 705,799
SYMBOTIC INC COM USD0.0001 A类 ** 1,513,812
SYMPHONY LTD INR2 ** 403,064
SYNAPTICS INC COM ** 299,556
同步发卡TRSER23-A2CLA5.74 % 10-15-2029 ** 1,732,192
同步发卡TRSER23-A2CLA5.74 % 10-15-2029 ** 7,540,129
同步金融5.9 35% 08-02-2030 ** 1,412,819
Syndax Pharmaceuticals INC COM ** 133,879
SYNEKTIK SA PLN0.50 ** 164,242
SYNOPSYS INC COM ** 3,693,592
SYNOVUS FINL CORP COM NEW COM NEW ** 4,024,065
系统研究公司NPV ** 23,638
系统支持控股公司 ** 30,254
SYSTENA CORP NPV ** 104,401
SYUPPIN CO LTD NPV ** 254,516
T RAD CO LTD JPY50 ** 49,507
T & D HOLDINGS INC NPV ** 184,875
TABOOLA COM LTD COM NPV ** 512,380
TAC Consumer PCL THB0.25（NVDR） ** 54,164
TAG IMMOBILIEN AG净现值 ** 665,899
台科银行NPV ** 20,368
台湾派荷TWD10 ** 309,957
台湾PCB TECHVES TWD10 ** 14,626
台湾半导体人TWD10 ** 19,542,772
田原株式会社 ** 36,002
Takeda Pharmaceutical Co LTD SR NT3.025 % 07-09-2040 ** 305,805
Take-Two Interactive SOF5.6 % 06-12-2034 ** 513,919
Take-Two Interactive Software INC3.55 % 04-14-2025 ** 1,788,429
Take-Two Interactive Software INC4.95 % 04-14-2023 ** 2,167,570
TALANX AG净现值 ** 901,958
TALEN ENERGY CORP NEW COM ** 378,361
TAMPA ELEC CO4.9 % 03-01-2029 ** 309,781
TAMRON CO LTD NPV ** 949,567
TANDEM DIABETES CARE INC COM NEW COM USD0.001（POST REV SPLT） ** 2,932,841
TANGO THERAPEUTICS INC COM ** 20,085
TAPESTRY INC COM0.01美元 ** 1,385,192
TARGA RES CORP COM ** 824,135
TARGA RES固定利率5.2%到期07-01-2027 ** 2,650,737
TARGA RES PARTNERS LP/TARGA RES FIN 5.5% SNR NTS 03-01-2030美元 ** 5,748,021
目标公司COM STK ** 12,338,825
TASEKO矿业有限公司COM ** 54,126
TASKUS INC CL A CL A ** 110,957
172
证券名称、到期日、利率 成本 现值
（以美元计）
塔塔咨询S INR1 ** 3,751,258
TATNEFT PJSC RUB1（卢布） ** 218,193
Taylor MORRISON HOME COMP USD0.00001 ** 2,252,406
TCL电子控股有限公司 ** 592,660
TCO COML MTG TR2024-DPM COML MTG通过CTF CLA 5.55 477% 12-15-2039 ** 2,105,345
TCW CLO 2019-2 LTD FLTG RT 5.9 1904%到期10-20-2032 ** 9,518,976
新聚思公司6.1% 04-12-2034 ** 820,120
TE CONNECTIVITY PLC COM0.01美元 ** 7,920,538
教师INS & 3.3%到期05-15-2050 ** 3,337,637
教师INS & 4.27%到期05-15-2047 ** 376,635
TEAM INTERNET GROUP PLC ORD GBP0.001 ** 22,588
TEAMVIEWER SE NPV ** 840,998
TECHNIPFMC PLC COM USD1 ** 3,907,189
TECHNO ELECTRIC & INR2 ** 52,837
TECHNOGYM S P A ** 718,480
技术一NPV ** 1,594,562
TECNOGLASS INC普通股 ** 8,396,657
TECSYS INC COM NPV ** 60,572
TEEKAY TANKERS LTD（BM）COM USD0.01 CL A ** 283,703
TEIKOKU电气M NPV ** 132,288
TEL AVIV STK COM ** 530,485
TELECHIPS INC KRW500 ** 32,653
TELEDYNE TECHNOLOGIES INC NT2.75 % 04-01-2031 ** 4,159,761
TELEFLEX INC COM ** 7,865,292
TELEFONICA EMISIONES S A U 5.213 % 03-08-2047 REG ** 267,168
TELOS CORP MD COM ** 50,035
TEMAIRAZU INC NPV ** 47,197
TENABLE HLDGS INC COM ** 74,743
腾讯控股有限公司HKD0.00002 ** 21,295,696
TENET HEALTHCARE CORP COM NEW。 ** 1,020,822
天谷管理局1.5% 09-15-2031 ** 65,457
Tennessee Valley A 0%到期04-01-2026 REG ** 1,496,538
TENESSEE VALLEY AUTH FED 0% CPN IO STRIPS到期09-15-2026 ** 1,638,004
Tennessee Valley AUTH FED BOOK Entry CPNGENERIC INT PMT 04-01-2028 ** 2,539,971
田纳西州山谷管理局4.375% 08-01-2034 ** 2,319,623
Tennessee VY AUTH Global Power BD SER A4.625 %到期09-15-2060 REG ** 40,435
Tennessee VY AUTH Global PWR BD SER A4.25 %到期09-15-2065REG ** 58,765
Tennessee VY AUTH TENS VALLEY AUTH 4.875%到期01-15-2048 REG ** 295,325
TERADATA CORP DEL COM STK ** 981,412
TERRENO RLTY公司 ** 3,612,863
TERUMO CORP NPV ** 6,795,785
TERWIN MTG TR2003-6HE资产BKD CTF CLA-1 FLTG 11-25-2033 REG ** 19,653
TESCO ORD GBP0.0633333 ** 6,585,412
TESLA汽车租赁5.89%到期06-22-2026 ** 432,871
TESLA INC COM0.001美元 ** 59,922,991
TETRA TECH INC NEW COM ** 1,940,885
TEXAS CAP BANCSSHARES INC DEL COM ** 615,356
TEXAS HEALTH RES定于11-15-2050年到期，利率为2.328% ** 245,279
173
证券名称、到期日、利率 成本 现值
（以美元计）
TEXAS INSTRS INC3.875 % 03-15-2039 ** 300,793
TEXAS INSTRS INC5.15 % 02-08-2054 ** 187,626
TEXAS INSTRUMENTS INC5.05 %到期05-18-2063 ** 613,829
Texas Instruments INC COM ** 29,184,244
TEXAS NAT GAS SECURITIZATION FIN CORP RE0.0 % SER 23-1 CL A1 04-01-2035 ** 92,885
TEXAS NAT GAS SECURITIZATION FIN CORP RE0.0 % SER 23-1 CL A1 04-01-2035 ** 5,201,564
Texas ROADHOUSE INC普通股 ** 15,817,396
TEXTRON INC3.9 % 09-17-2029 ** 1,449,163
TEXTRON INC COM ** 2,320,324
TEXTRON INC固定2.45%到期03-15-2031 ** 595,634
THAIFODS Group THAB1（NVDR） ** 172,435
泰国（KINGDOM）2.5% GTD 17/11/2029 THB1000 ** 1,051,158
ANUP Engineeri INR10 ** 162,808
美丽健康CO CLA ** 67,445
信诺集团 ** 38,888,244
The Cooper Companies, Inc. ** 14,157
The Hartford Insurance Group INC COM0.01美元 ** 15,793,750
THE REAL BROKERAGE INC COM NPV（POST REVSPLIT） ** 87,211
SAGE集团PLC GBP0.01051948 ** 983,001
The Trade Desk INC COM CL A COM CL A ** 11,242,920
THERAVANCE BIOPHARMA INC COM ** 121,878
热释鱼科学1.75% 10-15-2028 ** 449,666
THERMO FISHER SCIENTIFIC INC 2.8% 10-15-2041 ** 151,384
THERMO FISHER SCIENTIFIC INC5.0 % 12-05-2026 ** 1,591,980
THERMO FISHER SCIENTIFIC INC COM USD1 ** 7,308,711
第三海岸银行股份公司 ** 23,086
THOR INDS INC COM STK ** 5,753,032
THULE GROUP AB NPV ** 508,014
THYROCARE TECHNOL INR10 ** 325,479
THYSSENKRUPP AG净现值 ** 100,202
天马IDR50 ** 326,551
时代华纳电缆4.5%到期09-15-2042 ** 321,973
Times PUB & MEDIA A CNY1 Stock Connect ** 206,082
TIPCO ASPHALT THB1（NVDR） ** 343,950
TIPS MUSIC LIMITED INR1（POST SUBD） ** 54,556
TIS INC ** 1,486,145
TITAN CEMENT INTL NPV ** 37,839
TJX COS INC COM新 ** 10,547,317
T-MOBILE US INC5.5 % 01-15-2055 ** 221,392
T-MOBILE USA INC 2.05%到期02-15-2028 ** 206,587
T-MOBILE USA INC 2.05%到期02-15-2028 ** 4,069,306
T-MOBILE USA INC2.25 %到期日02-15-2026 ** 4,376,577
T-MOBILE USA INC 2.55% 02-15-2031 ** 6,093,914
T-MOBILE USA INC 2.625%到期日04-15-2026 BEO ** 3,176,921
T-MOBILE USA INC3.0 %到期02-15-2041 BEO ** 1,124,755
T-MOBILE USA INC3.875 % 04-15-2030 ** 4,883,049
T-MOBILE USA INC4.5 %到期日04-15-2050 ** 344,852
T-MOBILE USA INC4.7 % 01-15-2035 ** 2,270,998
174
证券名称、到期日、利率 成本 现值
（以美元计）
T-MOBILE USA INC4.85 % 01-15-2029 ** 1,029,014
T-MOBILE USA INC4.95 %到期03-15-2028 ** 683,268
T-MOBILE USA INC5.05 % 07-15-2033 ** 352,595
T-MOBILE USA INC5.15 % 04-15-2034 ** 605,228
T-MOBILE USA INC5.15 % 04-15-2034 ** 39,364
T-MOBILE USA INC5.2 %到期01-15-2033年BEO ** 3,356,456
T-MOBILE USA INC5.75 % 01-15-2054 ** 137,082
T-MOBILE USA INC固定3.75%到期04-15-2027 ** 586,119
T-MOBILE USA INC固定3.75%到期04-15-2027 ** 5,861,186
T-MOBILE USA INC SR SECD NT 1.5% 02-15-2026 ** 6,714,149
TMX集团有限公司COM NPV ** 6,293,166
TN VY AUTH FED BOOK Entry CPNSTRIPS General INT PMT 09-15-2028（UNDDATE）REG ** 635,032
TN VY AUTH FED BOOK Entry PRIN STRIPS General PRIN PMT06-15-2035（UNDDATE） ** 260,766
TN VY AUTH FED ZERO CPN0 %到期日03-15-2026 ** 1,949,196
TOA CORP（CONST）NPV ** 282,858
TOBACCO Settlement FIN AUTH WEST VA AST Backed 3.15 106-01-2032 BEO Taxable ** 4,477,960
TOCALO CO LTD NPV ** 28,065
TOFU RESTAURANT CO TWD10 ** 28,916
TOKAI TOKYO FINANCIAL HOLDINGS INC ** 1,254,066
TOKIO Marine HOLDINGS INC NPV ** 1,125,844
TOKYU FUDOSAN HLDG NPV ** 654,660
TOLL BROS FIN CORP4.35 %到期时间02-15-2028 ** 1,826,244
TOLL BROS INC COM ** 5,409,678
TON YI INDL CORP TWD10 ** 48,535
TOPBUILD CORP COM ** 1,933,421
东电科技C TWD10 ** 264,759
TOREX GOLD RES INC COM NPV（POST REV SPLT） ** 829,003
多伦多支配地位3.766%到期06-06-2025 ** 1,636,898
多伦多支配地位4.108%到期06-08-2027 ** 2,690,360
多伦多道明银行4.783% 12-17-2029 ** 493,035
多伦多道明银行4.98% 04-05-2027 ** 1,314,525
多伦多道明银行5.156% 01-10-2028 ** 69,322
TORONTO DOMINION BK 1.15% 06-12-2025 ** 1,751,883
TORONTO DOMINION BK 4.456% 06-08-2032 ** 596,797
TORONTO DOMINION BK ONT覆盖BD 144A 5.141% 09-13-2029 ** 8,189,161
TORONTO DOMINION BK SRMEDIUM TERMBKNTS BOOK ENTRY 1.45% 01-10-2025 ** 1,599,808
多伦多统治固定5.532% 07-17-2026 ** 1,946,954
多伦多道明银行4.568% 12-17-2026 ** 2,209,799
多伦多道明银行4.693% 09-15-2027 ** 748,330
多伦多道明银行MTN 2.8%到期03-10-2027 ** 3,352,754
TORONTO-DOMINION COM NPV ** 5,616,351
东芝TEC CORP NPV ** 254,969
Total CAP INTL 3.127%到期05-29-2050 REG ** 518,330
Total CAP INTL3.461 %到期07-12-2049 ** 140,771
TOTALENERGIES CAPITAL SA 5.488% 04-05-2054 ** 144,012
TOTVS SA COM NPV TOTS3 ** 622,219
TOWA Pharmaceutical Co. LTD NPV ** 10,674
TOWD PT MTG TR2020-1 MTG途经CTF CLA 1 2.71% 01-25-2060 ** 157,734
175
证券名称、到期日、利率 成本 现值
（以美元计）
TOWD PT MTG TR2020-2资产支持NT CLA1A VAR RT 04-25-2060 ** 209,176
TOYO ENG CORP NPV ** 124,168
TOYO SEIKAN GROUP HOLDINGS LTD ** 98,803
丰田汽车应收账款2022-B拥有人TR资产支持新台币CLA-3 2.93% 09-15-2026 ** 2,629,141
丰田汽车应收账款拥有人TRSR24-4CLA34.83 % 10-16-2028 ** 3,118,098
丰田汽车应收账款所有者信托SER 23-C CL A3 5.16%到期04-17-2028 ** 332,576
丰田汽车应收账款所有者信托SER 23-D CL A3 5.54%到期日08-15-2028 ** 1,942,058
丰田汽车应收账款SER23-A CLA44.42 % 08-15-2028 ** 897,282
丰田汽车信贷公司5.45% 11-10-2027 ** 97,222
丰田MTR华润集团4.35% 10-08-2027 ** 506,372
丰田MTR华润集团5.4% 11-20-20-2026 ** 1,598,239
丰田MTR华润集团中期NTS BOOK 5.0%到期03-19-2027 ** 1,575,897
TP ICAP Group PLC ORD GBP0.25 ** 530,239
TPGOPER Group II LP 5.875% 03-05-2034 ** 716,517
TPG合作伙伴有限责任公司CL A COM ** 1,612,851
Trainline PLC ORD GBP0.01 ** 861,493
TRANE TECHNOLOGIES PLC COM USD1 ** 21,294,505
TRANSUNION COM ** 18,497,685
TRANSURBAN FIN CO2.45 %到期03-16-2031 ** 147,668
旅游+休闲CO COMUSD0.01 ** 131,725
Travelers COS INC COM STK ** 29,288,129
Travelsky TECHNOLOGY CLS H CNY1 ** 251,701
Travere Therapeutics INC COM ** 844,435
05-15-2030到期的TRCNTNTL天然气管道3.25% ** 1,754,185
12-01-2026到期的TRCNTNTL天然气管道7.25% ** 1,525,960
VICTORIA Treasury CORP 2.25% 15/09/2033 ** 499,611
Trend Micro INC NPV ** 3,573,444
TREX股份有限公司COM ** 2,403,279
TRI POINTE HOMES INC ** 1,063,796
TRINET GROUP INC COM USD0.000025 ** 3,580,150
TRINITY HLTH CORP3.434 % DUE12-01-2048 ** 170,864
TRIP COM GROUP LTD USD0.00125 ** 1,849,137
TRIPADVISOR INC COM0.001美元 ** 729,505
TRIPOD技术TWD10 ** 162,653
TRITON CONTAINER INTL LTD/TAL GTD SRNT 3.25% 03-15-2032 ** 419,092
TRIUMPH Financial INCCOM USD0.01 ** 4,941,509
TRIVENI TURBINE LTD ** 541,185
TRUEBLUE INC COM STK ** 98,683
TRUIST金融公司1.887% 06-07-2029 ** 1,050,978
TRUIST金融公司5.435% 01-24-2030 ** 2,137,408
TRUIST金融公司7.161% 10-30-2029 ** 229,961
TRUIST FINL CORP5.7 11 % 01-24-2035 ** 272,123
TRUIST FINL CORP COM ** 5,426,871
TRUIST FINL CORP SR4.26 % 07-28-2026 ** 950,247
TRUIST FINL CORP SR MED term NTS 5.122% 01-26-2034 ** 345,024
TRUIST FINL CORP SR MED Term NTS BOOK EN6.047 % 06-08-2027 ** 8,712,069
TRUIST FINL CORP VAR RT 1.267%到期03-02-2027 ** 2,172,974
特朗普媒体与技术集团有限公司 ** 85,864
176

证券名称、到期日、利率 成本 现值
（以美元计）
TRUPANION INC COM ** 2,023,484
07-01-2026到期2.612%的受托人 ** 967,692
TRUSTPILOT Group P ORD GBP0.01 ** 412,162
台积电ARIZ CORP 2.5%到期10-25-2031 ** 2,157,878
津滨本链NPV ** 62,772
TSUBURAYA FIELDS HOLDINGS INC NPV ** 143,458
TSUKADA Global HOLDINGS INC。净现值 ** 23,743
TSYINFL IX N/B1.75 % 01-15-2034 ** 17,232,063
TSYINFL IX N/B TII 01/801/15/32 01-15-2032 ** 7,897,350
TSYINFL IX N/B TII 23/810/15/28 10-15-2028 ** 6,278,931
TUI AG ORD REG SHS NPV ** 1,315,204
Tulare CNTY CALIF PENSION OBLIG4.009 % 06-01-2028 BEO应纳税 ** 978,602
TULARE CNTY CALIF PENSION OBLIG 4.109% 06-01-2029 BEO应税 ** 2,219,837
土耳其（REP of）5.875% SNR 21/05/2030欧元 ** 108,670
土耳其SIGORTA TRY1 ** 121,727
TUTOR PERINI CORP COM ** 365,251
TUYA INC SPON ADS Each REP 1 CL A ORD SHS ** 94,986
TWILIO INC CL A CL A ** 2,308,913
TX NAT GAS SECURITIZATION FIN CORP5.16 % 04-01-2041 ** 590,871
TXNM ENERGY INC COM NPV ** 345,518
TXT E-SOLUTIONS SP EUR0.50 ** 47,250
TYLER TECHNOLOGIES INC COM STK ** 634,881
Tyra Biosciences INC COM ** 91,740
TYSON FOODS INC4.875 %到期日08-15-2034 ** 91,469
泰森食品公司5.4% 03-15-2029 ** 450,927
TYSON FOODS INC CL A COM（DELAWARE） ** 770,270
美国银行2.215% 01-27-2028 ** 2,218,435
美国银行5.775% 06-12-2029 ** 5,002,348
美国银行中期NTS-BOOK 5.384% 01-23-2030 ** 176,518
美国银行中期NTS-BOOK 5.384% 01-23-2030 ** 1,004,637
UBER TECHNOLOGIES INC4.8 % 09-15-2034 ** 272,765
UBER TECHNOLOGIES INC5.35 % 09-15-2054 ** 404,511
UBER TECHNOLOGIES INC COM0.00001美元 ** 30,842,400
UBER TECHNOLOGIES INC SR NT 4.3% 01-15-2030 ** 2,771,629
UBS（GREE Electric Appliances I-A）P-附注29/10/2025 ** 398,289
瑞银（深圳创业科技股份有限公司）P注16/07/2025 ** 1,719,258
UBS AG（EASTROC BEVRAGE GRP CO）P-注22/08/2025 ** 1,848,225
UBS AG伦敦BRH1.25 % 06-01-2026 ** 3,198,164
UBS AG伦敦BRH5.65 % 09-11-2028 ** 511,522
UBS AG伦敦BRH5.8 % 09-11-2025 ** 763,658
UBS GROUP AG 0.65%-FRN SNR EMTN 14/01/2028欧元100000 ** 494,220
UBS GROUP AG 2.125% 13/10/2026 ** 411,657
UBS GROUP AG 2.193% 06-05-2026 ** 395,253
UBS GROUP AG 4.703%到期日08-05-2027 ** 2,608,307
UBS GROUP AG 6.442% 08-11-2028 ** 1,550,172
UBS GROUP AG 6.442% 08-11-2028 ** 2,105,133
UBS GROUP AG 7.75% 0 1/03/2029 ** 2,360,692
177
证券名称、到期日、利率 成本 现值
（以美元计）
UBS Group AG FLTG RT 1.364%到期01-30-2027 ** 519,297
UBS GROUP AG FLTG RT 5.617%到期日09-13-2030 ** 609,473
UBS GROUP AG SR NT 3.75% 03-26-2025 ** 747,756
UBS GROUP AG USD0.10（REGD） ** 14,189,774
UDEMY INC COM ** 234,555
UDR INC5.125 % 09-01-2034 ** 135,888
UDR INC CORP3.2 % 01-15-2030 ** 457,782
UDR INC固定1.9%到期03-15-2033年 ** 84,534
UDR INC中期NTS账簿条目2.1% 08-01-2032 ** 317,828
UIPATH INC CL A CL A ** 2,576,762
英国（GOVT of）4.375% BDS 31/07/54GBP1000 ** 2,883,401
英国（GOVT of）IDX/LKD GTD 22/03/2051英镑 ** 106,312
英国（GOVT of）IDX/LKD SNR 22/03/2068英镑 ** 10,192
英国（GOVT of）IDX/LKD SNR 22/11/2042英镑 ** 175,211
UL SOLUTIONS INC CL A CL A ** 2,612,216
Ulker BISKUVI SANA TRY1 ** 67,567
ULTRAGENYX制药公司COM ** 1,378,129
ULTRAPAR PARTICIPA COM NPV ** 1,049,991
UMB Finl CORP COM STK ** 1,442,689
UMICORE NPV ** 673,139
Armour INC CL CCOM旗下 ** 23,857
UNICAJA BANCO 0.25欧元 ** 174,051
UNICREDIT SPA RCPT CLX144A1.982 % 06-03-2027 ** 239,293
UNID CO LTD KRW5000 ** 38,651
UNIFI INC COM ** 12,731
优露明集团有限公司 ** 82,068
UNION ELEC CO4.0 %到期04-01-2048 ** 272,161
优联电气5.125% 03-15-2055 ** 183,530
优联电气5.25% 01-15-2054 ** 196,099
UNION PAC CORP3.95 %到期日08-15-2059 ** 247,606
UNION PAC CORP COM ** 20,415,509
UNIPOL ASSICURAZIONI SPA NPV ** 26,210
UNISYS CORP COM新 ** 135,677
Unite Group ORD GBP0.25 ** 68,583
联合航空2019-1 AA PTT4.15 % 08-25-2031 ** 136,418
联合航空2019-1A2.7 % 11-01-2033 ** 397,475
联合航空公司5.45% 08-15-2038 ** 660,121
联合航空公司2018-1B通过TR4.6 % 09-01-2027 ** 98,924
UNITED ARROWS LTD NPV ** 80,716
UNITED ELECTRON CO SAR55 ** 1,285,159
UNITED FIRE GROUP INC COM0.001美元 ** 36,985
美国墨西哥州6.338%到期05-04-2053 ** 622,871
美国墨西哥各州6.4% 05-07-2054 ** 662,660
联合墨西哥STS 3.75% 01-11-2028 ** 589,563
联合墨西哥STS 4.75%到期04-27-2032 REG ** 1,811,993
联合墨西哥STS BDS 2.659%到期05-24-2031/11-24-2020REG ** 249,081
联合墨西哥STS全球新台币3.25%到期04-16-2030 REG ** 608,872
UNITED PARCEL SVC INC5.6 % 05-22-2064 ** 223,361
178
证券名称、到期日、利率 成本 现值
（以美元计）
UNITED PARCEL SVC INC CLB ** 2,426,921
美国AMER TBOND 2.625% 01-31-2026 ** 199,409,094
美国AMER Treas债券3.125% 11-15-2028 ** 4,783,789
美国AMER Treas债券4.25% 05-15-2039 ** 4,461,879
美国AMER Treas债券4.125% 08-15-2044 ** 15,604,773
美国AMER Treas债券4.125% 08-15-2044 ** 26,543,969
美国AMER Treas债券2.0% 08-15-2051 ** 2,862,305
美国AMER Treas债券2.75 BDS到期08-15-2042 USD100‘债券08/42’ ** 225,645
美国AMER Treas债券2.875% 05-15-2052 ** 280,219
美国AMER Treas债券3% DUE08-15-2052 ** 3,593,555
美国AMER Treas债券3.375% 05-15-2044 ** 5,517,297
美国AMER Treas债券3.375%到期08-15-2042 REG ** 14,544,063
美国AMER Treas债券3.625% 02-15-2053 ** 4,069,336
美国AMER Treas债券4.0% 11-15-2042 ** 6,665,492
美国AMER Treas债券4.0% 11-15-2042 ** 46,658,445
美国AMER Treas债券4.25% 02-15-2054 ** 27,780,375
美国AMER Treas债券4.375% 08-15-2043 ** 6,499,207
美国AMER Treas债券4.5% 02-15-2044 ** 20,160,391
美国AMER Treas票据2.25% 08-15-2027 ** 20,244,152
美国AMER Treas注意到11-15-2033年到期的4.5% ** 5,973,750
美国AMER Treas注释.625% 07-31-2026 ** 2,967,300
美国AMER Treas注释.875% 09-30-2026 ** 1,443,758
美国AMER Treas票据0.125% TIPS 10-15-2025 ** 120,243
美国AMER Treas票据0.375% 11-30-2025 ** 52,792,000
美国AMER Treas票据0.375% 31/01/2026.375%到期01-31-2026 BEO ** 150,520,337
美国AMER Treas票据1.125% 01-15-2033 ** 14,563,619
美国AMER Treas票据1.125% 01-15-2033 ** 4,006,458
美国AMER Treas票据1.125% NTS 08-31-2028美元 ** 7,375,160
美国AMER Treas票据1.875% 07-15-2034 ** 12,977,571
美国AMER Treas票据到期收益率为2.875% 05-15-2032 REG ** 3,592,344
美国AMER Treas票据到期利率为3.25% 06-30-2029 ** 8,205,273
美国AMER Treas注意到3.5% 03-31-2030 ** 2,312,719
美国AMER Treas注意到3.5% 04-30-2030 ** 3,827,344
美国AMER Treas注意到3.5% 09-30-2026 ** 6,718,874
美国AMER Treas注意到3.5% 04-30-2028 ** 2,046,762
美国AMER Treas票据3.625 05-31-2028 ** 3,911,875
美国AMER Treas票据3.625% 09-30-2031 ** 24,382,012
美国AMER Treas票据3.75% 06-30-2030 ** 5,610,141
美国AMER Treas票据3.75% 04-15-2026 ** 3,582,046
美国AMER Treas票据3.75% 08-15-2027 ** 233,963,438
美国AMER Treas票据3.875% 10-15-2027 ** 154,203,988
美国AMER Treas票据3.875% 12-31-2030 ** 3,853,438
美国AMER Treas票据4.0% 02-28-2030 ** 2,355,281
美国AMER Treas票据4.0% 02-29-2028 ** 198,156
美国AMER Treas票据4.0% 06-30-2028 ** 890,578
美国AMER Treas票据4.0% 01-31-2031 ** 25,295,931
美国AMER Treas票据4.0% 02-15-2034 ** 22,023,398
美国AMER Treas票据4.125% 03-31-2029 ** 1,485,059
179
证券名称、到期日、利率 成本 现值
（以美元计）
美国AMER Treas票据4.125% 03-31-2029 ** 41,175,725
美国AMER Treas票据4.125% 11-15-2027 ** 80,334,328
美国AMER Treas票据4.125% 11-30-2031 ** 789,823
美国AMER Treas票据4.125% 02-15-2027 ** 56,989,266
美国AMER Treas票据4.125% 07-31-2028 ** 893,672
美国AMER Treas票据4.25% 08-31-2030 ** 10,435,617
美国AMER Treas票据4.25% 08-31-2030 ** 413,487
美国AMER Treas票据4.25% 11-15-2034 ** 185,102
美国AMER Treas注意到4.25% 12-31-2026 ** 33,338,900
美国AMER Treas票据4.375% 05-15-2034 ** 3,053,016
美国AMER Treas票据4.375% 07-15-2027 ** 2,506,152
美国AMER Treas票据4.375% 07-15-2027 ** 29,602,672
美国AMER Treas票据4.375% 08-31-2028 ** 42,007,877
美国AMER Treas票据4.375% 12-15-2026 ** 84,184
美国AMER Treas注意到4.5% 04-15-2027 ** 70,017,932
美国AMER Treas注意到4.5% 05-15-2027 ** 3,014,648
美国AMER Treas注意到4.5% 05-15-2027 ** 62,584,101
美国AMER Treas注意到4.5% 12-31-2031 ** 4,692,063
AMER Treas美国票据4.625% 04-30-2029 ** 5,400,574
美国AMER Treas票据4.625% 06-30-2026 ** 2,513,281
美国AMER Treas票据4.625% 09-30-2028 ** 2,119,359
美国AMER Treas票据4.625% 09-30-2028 ** 32,103,248
美国AMER Treas注意到4.625% 10-15-2026 ** 43,964,590
美国AMER Treas注意到10-31-2028到期的4.875% ** 1,221,422
美国AMER Treas票据DTD 05/31/2021.75% 05-31-2026 ** 64,385,840
美国AMER Treas票据DTD 10/31/20224.125% 10-31-2027 ** 4,979,688
美国AMER Treas票据DTD 10/31/20224.125% 10-31-2027 ** 8,824,006
美国AMER Treas票据WIT11/811/30/261.25%到期11-30-2026 BEO ** 207,977
美国TREAS 2.375%到期02-15-2042REG ** 4,276,172
美国Treas4.625 % 06-15-2027 ** 21,370,521
美国Treas BDS 1.375 % 11-15-2040 ** 15,554,156
美国Treas BDS 2.875%到期11-15-2046 ** 290,969
美国Treas BDS 0 DEB 15/02/2040USD1000 4.625到期02-15-2040REG ** 2,463,477
美国Treas BDS 1.875%到期02-15-2041 REG ** 10,462,969
美国Treas BDS 15/05/20423.25%到期05-15-2042 REG ** 13,354,469
美国Treas BDS 2% 11-15-2041 ** 672,227
美国Treas BDS 2% 11-15-2041 ** 225,196
美国Treas BDS 2.0% 02-15-2052 ** 3,036,719
美国Treas BDS 2.25% 05-15-2041 REG ** 213,141
美国Treas BDS 2.25% 05-15-2041 REG ** 31,814,791
美国Treas BDS 2.25% 08-15-2049 ** 248,063
美国Treas BDS 2.25%到期05-15-2051 REG ** 3,149,609
美国Treas BDS 2.875到期05-15-2043 ** 7,810,297
08-15-2048年到期的美国Treas BDS 3.0% ** 4,256,784
美国Treas BDS 3.0%到期02-15-2048 ** 293,828
美国Treas BDS 3.625到期02-15-2044 TBOND ** 1,689,375
08-15-2043年到期的美国Treas BDS 3.625 ** 1,272,012
11-15-2039年到期的美国Treas BDS 4.375% ** 959,336
180
证券名称、到期日、利率 成本 现值
（以美元计）
美国Treas BDS 4.625% 05-15-2044 ** 1,539,163
美国Treas BDS 4.625% 11-15-2044 ** 9,123,875
美国Treas BDS BD3.125 %到期02-15-2043 REG ** 1,004,342
美国Treas BDS BDS 3%到期05-15-2042 REG ** 157,141
美国Treas BDS DTD 3.125% 05-15-2048 ** 1,125,176
美国Treas BDS DTD 002711.125%到期08-15-2040 ** 1,790,977
美国Treas BDS DTD 003054.75% 05-15-2054 ** 437,977
美国Treas BDS DTD 02/15/20233.875% 02-15-2043 ** 5,564,672
美国Treas BDS DTD 11/15/20122.75%到期11-15-2042 REG ** 4,339,578
美国Treas BDS DTD 11/15/20234.75% 11-15-2043 ** 8,796,746
美国Treas BDS DTD 2.75% 08-15-2047 ** 8,732,313
美国Treas BDS TBOND固定3% 02-15-2049 ** 346,101
美国Treas BDS TBOND固定3% 02-15-2049 ** 17,195,734
美国Treas BDS国债2.375%到期11-15-2049 REG ** 1,082,023
美国Treas BDS WIT17/808/15/411.75%到期08-15-2041 REG ** 2,269,121
美国Treas BDS WIT17/808/15/411.75%到期08-15-2041 REG ** 41,686,996
美国Treas INFL NTS0.375 % DTD 07/15/201507-15-2025 ** 1,786,051
美国Treas INFL指数NTS0.5 % 01-15-2028 ** 5,235,504
美国Treas NTS 2.875% 08-15-2028 ** 1,236,473
美国Treas NTS. 125%到期04-15-2025REG ** 1,760,985
美国Treas NTS. 125%到期时间07-15-2030 ** 2,219,403
美国Treas NTS.625 %到期07-15-2032 REG ** 8,642,460
美国Treas NTS 1.5%到期11-30-2028 BEO ** 7,722,867
美国Treas NTS 1.5%到期11-30-2028 BEO ** 28,498,278
美国Treas NTS 1.875%到期02-15-2032 REG ** 32,002,131
美国Treas NTS 2.375 % 03-31-2029 ** 13,841,602
美国Treas NTS 2.75% 04-30-2025 ** 1,736,861
美国Treas NTS 3.5% 09-30-2029 ** 44,370,683
美国Treas NTS 3.75% 12-31-2028 ** 97,742
美国Treas NTS 3.875% 09-30-2029 ** 21,518,750
美国Treas NTS 30/04/20281.25%到期04-30-2028 BEO ** 1,177,566
美国Treas NTS 4.0% 12-15-2027 ** 246,507,992
美国Treas NTS 4.0% 08-31-2026 ** 5,952,188
美国Treas NTS 4.25% 06-30-2029 ** 27,344,238
美国Treas NTS 4.25% 12-31-2025 ** 77,033,652
美国Treas NTS 4.25% 11-30-2026 ** 12,256,948
美国Treas NTS 4.375 % 08-15-2026 ** 95,015,425
美国Treas NTS 4.375% 07-31-2026 ** 104,537,155
美国Treas NTS 4.375% 11-30-2030 ** 6,774,500
美国Treas NTS 4.625% 11-15-2026 ** 129,851,574
美国Treas NTS 4.625% 09-15-2026 ** 94,544,394
美国Treas NTS 4.875% 10-31-2030 ** 3,474,641
美国Treas NTS DTD 4.625% 05-31-2031 ** 3,024,375
美国Treas NTS DTD 4.625% 05-31-2031 ** 13,700,419
美国Treas NTS DTD 02/15/20233.5% 02-15-2033 ** 279,105
美国Treas NTS DTD 02/15/20233.5% 02-15-2033 ** 2,074,684
美国Treas NTS DTD 04/30/20222.875% 04-30-2029 ** 5,646,797
美国Treas NTS DTD 04-28-2023 1.25%到期04-15-2028 ** 18,249,546
181
证券名称、到期日、利率 成本 现值
（以美元计）
美国Treas NTS DTD 05/31/20233.75% 05-31-2030 ** 5,225,977
美国Treas NTS DTD 06/30/20211.25% 06-30-2028 ** 2,702,695
美国Treas NTS DTD 07/15/20234.5% 07-15-2026 ** 70,128,402
美国Treas NTS DTD 09/30/20211.25% 09-30-2028 ** 1,161,672
美国Treas NTS DTD 09/30/20234.625% 09-30-2030 ** 3,431,211
美国Treas NTS DTD 10/31/20224% 10-31-2029 ** 3,932,188
美国Treas NTS DTD 3.875% 11-30-2029 ** 46,564,378
美国Treas NTS WIT 03/404/30/26.75%到期04-30-2026 BEO ** 65,501,937
美国Treas SEC STRIP DISC NT 02-15-2049 ** 199,811
美国Treas SEC被剥夺11-15-2048 ** 69,680
美国Treas SEC Stripped INT PMT00005 05-15-2038（UNDDATE）REG ** 836,961
美国Treas SEC Stripped INT PMT00122 02-15-2040（UNDDATE）REG ** 1,149,879
美国Treas SEC Stripped INT PMT00521 05-15-2029（UNDDATE）REG ** 2,465,905
美国Treas SEC Stripped INT PMT00765 02-15-2038（UNDDATE）REG ** 736,694
美国Treas SEC Stripped INT PMT00835 08-15-2032（UNDDATE）BEO ** 6,644,183
美国Treas SEC Stripped INT PMT00839 08-15-2034（UNDDATE）REG ** 3,166,155
美国Treas SEC剥离INT PMT00882 05-15-2031 ** 2,973,614
美国Treas SEC Stripped INT PMT00888 05-15-2034（UNDDATE）REG ** 1,077,270
美国Treas SEC剥离INT PMTINT PMT 05-15-2041 ** 2,184,566
美国Treas SEC剥离INT PMTINT PMT 05-15-2041 ** 362,638
美国Treas SEC剥离INT PMTINT PMT 05-15-2042（UNDDATE）REG ** 132,931
美国Treas SEC Stripped INT PMTINT PMT 08-15-2041（UNDDATE）REG ** 8,607
美国Treas SEC Stripped INT PMTINT PMT 08-15-2041（UNDDATE）REG ** 1,852,615
美国Treas SEC Stripped INT PMTNT 194 08-15-2040（UNDDATE）REG ** 2,402,436
美国财政部2.25% 11-15-2027 ** 2,836,055
UNITED STS STL CORP NEW COM ** 424,569
UNITED STS TREAS 0.375% 12-31-2025 ** 41,983,053
UNITED STS TREAS NTS 0.125 % 07-15-2031 ** 725,749
UNITED STS TREAS NTS.5 %到期02-28-2026REG ** 16,167,041
UNITED STS TREAS NTS.875 % 06-30-2026 ** 3,234,914
UNITED STS TREAS NTS 1.25% 03-31-2028 ** 2,724,258
UNITED STS TREAS NTS DTD 0.875% 11-15-2030 ** 3,272,344
联合治疗公司DEL COM STK ** 1,934,975
联合城市INVES REIT ** 745,391
UNITEDHEALTH GROUP3.875 %到期08-15-2059 ** 113,410
联合健康集团5.875%到期02-15-2053 ** 938,841
联合健康集团6.05%到期02-15-2063 ** 204,494
UNITEDHEALTH Group FIXED 2.95%到期10-15-2027 ** 1,095,987
联合健康集团股份有限公司2.0% 05-15-2030 ** 129,327
UNITEDHEALTH GROUP INC 2.3%到期05-15-2031 BEO ** 127,618
UNITEDHEALTH GROUP INC 3.05%到期05-15-2041 BEO ** 600,517
UNITEDHEALTH GROUP INC4.45 % DUE 12-15-2048 REG ** 24,736
联合健康集团有限公司4.5% 04-15-2033 ** 7,129,243
联合健康集团股份有限公司4.75% 07-15-2026 ** 949,962
联合健康集团有限公司4.8% 01-15-2030 ** 2,848,503
联合健康集团股份有限公司5.778% 07-15-2044 ** 359,577
联合健康集团有限公司 ** 49,916,747
UNITEDHEALTH GROUP INC SR NT4.25 % 01-15-2029 ** 9,195,956
182
证券名称、到期日、利率 成本 现值
（以美元计）
Unity Software INC COM ** 1,650,040
UNIV CALIF REGTS MED CTR POOLED REV 3.256% 05-15-2060 BEO应税 ** 193,456
UNIV CALIF REGTS MED CTR POOLED REV 4.132%到期05-15-2032 REG ** 1,750,467
环球显示器公司COM ** 764,918
通用电气公司COM ** 9,416
环球INS HLDGS INC COM ** 184,022
通用微波TWD10 ** 400,189
普华科技IND‘A’CNY1（stock connect） ** 1,923,664
尤纳姆集团公司 ** 1,082,378
UNVL Health Services INC CLB COM ** 511,168
UPLAND SOFTWARE INC COM ** 5,208
美国银行 ** 24,715,483
美国银行5.678% 01-23-2035 ** 186,689
美国食品控股公司COM ** 5,133,031
美国TREAS BDS DTD 02-15-2011 4.75%到期02-15-2041 REG ** 239,109
美国Treas SEC 0到期11-15-2041 ** 8,518
美国Treas SEC 0到期11-15-2041 ** 664,397
美国TREAS SEC 4.5DUE08-15-2039 REG ** 1,558,813
US Treas SEC Stripped INT PMT 0 STRIP 15/11/2028 USD1000 11-15-2028 REG ** 1,682,203
US Treas SEC Stripped INT PMT Generic TINT PMT 08-15-2028 REG ** 4,254,433
美国Treas SEC剥离INT PMT NT 2000 11-15-2040 REG ** 1,648,244
美国Treas SEC剥离INT PMT NT 2000 11-15-2040 REG ** 208,837
美国Treas SEC剥离INT PMT ZCP NT 2060 2-15-2041 REG ** 1,042,381
美国Treas SEC剥离INT PMT ZCP NT 2060 2-15-2041 REG ** 959,057
美国国债不适用2%到期02-15-2050 REG ** 2,908,398
美国国债不适用3.375% 05-15-2033 ** 3,676,250
美国财政部不适用3.625% 08-31-2029 ** 48,406
美国财政部不适用3.625% 09-15-2027 ** 76,853,561
美国国债不适用3.875% 08-15-2034 ** 6,620,469
美国国债不适用3.875% 08-15-2034 ** 1,286,263
美国财政部不适用4.125% 11-30-2029 ** 4,045,006
美国国债不适用4.25% 08-15-2054 ** 1,514,066
美国国债不适用4.25% 08-15-2054 ** 4,418,695
USANA健康科学公司CDT-SHS ** 111,259
美元计息存款 ** 44,986,919
USS CO LTD NPV ** 1,422,036
UTD AIRLS INC3.5 %到期09-01-2031 ** 135,897
UTD AIRLS INC3.7 %到期09-01-2031 ** 453,375
UTD AIRLS通过01-07-2030到期的3.1% ** 298,828
UTD AIRLS通过01-07-2030到期的3.1% ** 2,590,842
UTD墨西哥STS运输# TR000264.75到期03-08-2044 ** 379,380
UTD States Treas 2.75% due 07-31-2027 ** 12,846,003
UTD States Treas 4.375%到期12-31-2029 ** 7,514,301
UTD States Treas SEC Stripped INT Generic TINT PMT 0% 02-15-2050 ** 75,957
UTD States Treas SEC Stripped INT Generic TINT PMT 0% 05-15-2050 ** 433,881
UTD States Treas Zero CPN 0%到期02-15-2030 ** 3,961,904
UTD States Treas Zero CPN 0%到期02-15-2042 ** 473,252
UTD States Treas Zero CPN 0%到期02-15-2051 ** 828,051
183
证券名称、到期日、利率 成本 现值
（以美元计）
UTD States Treas Zero CPN 0%到期05-15-2044 ** 341,093
UTD States Treas Zero CPN 0%到期08-15-2042 ** 36,951
UTD States Treas Zero CPN 0%到期08-15-2042 ** 3,140,867
UTD States Treas Zero CPN 0%到期11-15-2042 ** 8,095
UTD States Treas Zero CPN 0%到期11-15-2042 ** 182,148
UTD States Treas Zero CPN 0%到期11-15-2043 ** 3,475,111
UTD拖拉机IDR250 ** 2,072,130
UTI资产管理公司INR10 ** 30,265
UWMMTG TR2.5 % DUE12-25-2051 ** 1,297,993
UWMMTG TRFLTG RT 3%到期01-25-2052 ** 1,376,220
UWMMTG TRFLTG RT 5%到期11-25-2051 ** 2,025,441
V F CORP COM ** 558,218
V2X INC COM0.01美元 ** 281,527
VA ELEC & PWR CO 4.45 02-15-2044 ** 99,511
VA ELEC & PWR CO 3.8%到期04-01-2028 ** 159,910
VA TECH WABAG LTD ** 94,655
VALARIS LTD COM0.40美元 ** 326,978
VALE OVERSEAS LTD6.4 % 06-28-2054 ** 117,990
VALEO SE欧元1 ** 225,694
瓦莱罗能源公司COM STK新 ** 2,565,686
VALERO ENERGY CORP NEW 2.8% 12-01-2031 ** 3,311,584
VALHI INC NEW COM NEW COM NEW ** 37,611
VALOR HOLDINGS NPV ** 44,632
VALUECOMMERCE CO.L NPV ** 95,032
VAN LANSCHOT KEMPE CVA REP Class‘A’NPV ** 1,285,507
VAR ENERGI ASA SR NT 144A5 % 05-18-2027 ** 6,417,177
VAREX IMAGing CORP COM ** 248,584
VARONIS SYS INC COM ** 2,839,743
VAULT Minerals Limited NPV ** 195,472
VAXCYTE INC COM ** 1,559,351
向量公司COM STK ** 230,067
VEEVA SYS INC CL A COM CL A COM ** 12,526,695
Ventas Realty LP 5.0% 01-15-2035 ** 669,230
Ventas Realty LP 5.0% 01-15-2035 ** 2,724,722
Ventas RLTY LTD合作伙伴关系3.0% 01-15-2030 REG ** 1,444,978
Venture 37 CLO LTD/Venture 37 CLO 0% 07-15-2032 ** 2,194,321
VERACYTE INC COM ** 552,460
Veralto CORP SR NT5.5 % 09-18-2026 ** 1,338,309
VERICEL CORP COM ** 585,505
VERIZON 2.65%到期11-20-2040 ** 290,937
VERIZON 2.65%到期11-20-2040 ** 1,108,985
VERIZON 3.85%到期11-01-2042 ** 47,263
VERIZON 3.875%到期02-08-2029 ** 1,626,058
VERIZON 4%到期03-22-2050 ** 281,258
Verizon通信公司 ** 3,061,514
Verizon Communications INC1.68 % 10-30-2030美元 ** 332,823
Verizon Communications INC2.875 %到期11-20-20-2050 BEO ** 738,409
Verizon Communications INC3.15 %到期03-22-2030 ** 1,308,188
184
证券名称、到期日、利率 成本 现值
（以美元计）
Verizon Communications INC NT2.355 % 03-15-2032 ** 3,135,499
Verizon到期2.55% 03-21-2031 ** 1,064,235
VERIZON FIXED 4.016%到期12-03-2029 ** 6,236,391
Verizon Master TR4.17 % 08-20-2030 ** 7,922,211
Verizon Master TRSER 23-7 CL A1A0.0567 % 11-20-2029 ** 5,100,887
VEROS AUTO 7.12%到期11-15-2028年 ** 176,400
VerTEX Pharmaceuticals INC COM ** 20,882,009
VERTIV HOLDINGS LLC COM USD0.0001 ** 6,225,374
VERUS证券化TR2021-3 MTG支持NT CLA-3 144A1.437 % 06-25-2066 ** 1,878,054
Verve THERAPEUTICS INC COM ** 190,406
VESTAS风力系统DKK0.20 ** 1,816,338
VESTEL BEYAZ ESYA TRY1 ** 52,253
VESTEL ELECTRONIK TRY1 ** 21,539
VESTIS CORP COM ** 884,789
VGP NV NPV ** 31,053
威盛科技TWD10 ** 36,786
VIATRIS INC SR NT2.7 % 06-22-2030 ** 2,933,126
VIATRIS INC SR NT3.85 % 06-22-2040 ** 821,038
VIAVI SOLUTIONS INC COM NPV ** 1,133,473
VIBRA ENERGIA S.A.COM NPV ** 678,907
VICAT SA EUR4 ** 62,467
VICI PPTYS LP4.95 %到期02-15-2030 BEO ** 1,970,813
VICI Properties LP 4.75% 02-15-2028 ** 6,375,680
VICI Properties LP 5.125% 11-15-2031 ** 293,350
VICI Properties LP新发3YR4.375 % 05-15-2025 ** 7,244,248
VICTORIAS Secret & CO COM ** 968,275
维也纳INS GRP AG NPV（BR） ** 370,812
VIJAYA诊断INR1 ** 189,042
维京控股有限公司 ** 2,703,081
VIKING THERAPEUTICS INC COM ** 470,084
VIMEO INC COM ** 469,203
VIRGINIA ELEC & PWR CO5.0 % 01-15-2034 ** 778,264
VIRGINIA ELEC & PWR CO5.55 % 08-15-2054 ** 319,476
VIRGINIA PWR FUEL SECURITIZATION LLC 4.877% 05-01-2033 ** 1,074,132
VIRGINIA PWR FUEL SECURITIZATION LLC 4.877% 05-01-2033 ** 9,991,922
VIRGINIA PWR FUEL SECURITIZATION LLC 5.088% 05-01-2029 ** 721,492
VISA INC COM CL A STK ** 37,204,876
VISHAY INTERTECHNOLOGY INC COM STK ** 6,439,910
VISTEON CORP COM NEW COM NEW ** 459,924
VITAL FARMS INC COM ** 233,942
VIVA能源集团NPV ** 818,305
V-MART RETAIL LTD INR10（外国溢价） ** 7,908
VMED O2英国FING I 5.625% SNR SEC 15/04/32欧元 ** 739,821
VMWARE INC1.4 % 08-15-2026 ** 236,820
VMWARE INC1.4 % 08-15-2026 ** 6,491,717
VMWARE INC3.9 % 08-21-2027 ** 8,406,276
VMWARE LLC SRNT 1.8% 08-15-2028 ** 116,621
VODAFONE GROUP PLC 5.625%到期02-10-2053 ** 190,476
185
证券名称、到期日、利率 成本 现值
（以美元计）
沃达丰集团有限公司5.75% 06-28-2054 ** 1,351,587
沃达丰卡塔尔QAR1 ** 140,144
大众汽车5.8%到期04-20-2028 ** 2,227,747
VolKSWAGEN AUTO LN5.48 %到期12-20-2028 ** 6,929,979
大众汽车LN增强型TR2023-1 SER23-1 CLA2A5.5 % 12-21-2026 ** 731,566
大众汽车贷款增强信托SER 23-1 CLA3 5.02% 06-20-2028 ** 2,348,455
大众汽车集团4.35%到期06-08-2027 ** 2,708,654
大众集团5.25%到期03-22-2029 ** 1,661,418
VOLUTION GRP PLC ORD GBP0.01 ** 692,886
VOLVO AB SER‘B’NPV ** 295,918
沃尔沃汽车AB SER‘B’NPV ** 382,497
VOSSLOH AG ORD NPV ** 135,830
VSTRONG AUTO 6.87%到期11-15-2027 ** 2,424,470
VTEX COM USD0.0001 CL A ** 280,099
VULCAN MATERIALS CO4.95 % 12-01-2029 ** 1,625,419
VULCAN Materials CO COM ** 18,316,834
W & T OFFSHORE INC COM ** 113,212
W P CAREY INC 2.25%到期04-01-2033 ** 669,877
W P CAREY INC 2.4%到期02-01-2031 ** 76,508
W VA UNIV HLTH SYS 3.129%到期06-01-2050 ** 264,010
WABTEC CORP COM ** 307,894
WACOM CO LTD NPV ** 597,812
沃尔玛公司4.5%到期04-15-2053 ** 583,936
沃尔玛公司 ** 27,268,624
沃尔特迪士尼公司 ** 14,593,086
WAN HAI LINES TWD10 ** 2,547,563
瓦尔巴银行K.S.C.P KWD0.1 ** 19,178
华纳兄弟发现公司 ** 8,766,758
华纳音乐集团CORP CL A CL A ** 6,859,680
WARNERMEDIA HLDGS INC5.141 % 03-15-2052 ** 597,230
WARNERMEDIA HLDGS INC SR NT3.755 % 03-15-2027 ** 6,529,805
WARTSILA欧元3.50 ** 1,711,271
WASION HOLDINGS LTD ** 378,164
WASTE CONNECTIONS INC5.0 % 03-01-2034 ** 2,490,418
WASTE MGMT INC DEL 4.95% 07-03-2027 ** 783,155
WASTE MGMT INC DEL COM STK ** 4,835,897
WASU媒体控股有限公司（股票联接） ** 163,095
Weatherford INTL LTD普通股 ** 285,517
WEAVE Communications INC COM ** 233,037
WEBLINK INTERNATIO TWD10 ** 71,256
WEC能源集团5.15%到期10-01-2027 ** 1,451,895
WEC Energy Group INC4.75 %到期01-09-2026 ** 5,150,536
WEC Energy Group INC 5.0%到期09-27-2025BEO ** 155,266
WEILONG DELICIOUS HKD ** 126,798
WELL SHIN TECHNOLO TWD10 ** 30,112
富国银行2.572% 02-11-2031 ** 2,945,691
富国银行2.879% 10-30-2030 ** 1,368,060
Wells Fargo & CO 3%到期10-23-2026 ** 242,395
186
证券名称、到期日、利率 成本 现值
（以美元计）
Wells Fargo & CO 3%到期10-23-2026 ** 3,422,624
富国银行3.068% 04-30-2041 ** 437,129
Wells Fargo & CO 4.1%到期06-03-2026 ** 348,218
Wells Fargo & CO 4.4%到期06-14-2046 ** 96,469
富国银行4.478% 04-04-2031 ** 116,198
富国银行4.611% 04-25-2053 ** 184,230
富国银行4.808% 07-25-2028 ** 4,847,492
Wells Fargo & CO 4.9%到期11-17-2045 ** 321,047
Wells Fargo & CO 5.606%到期01-15-2044 ** 335,214
Wells Fargo & CO中期5.013% 04-04-2051 ** 613,356
Wells Fargo & CO中期SRNTS 6.491% 10-23-2034 ** 595,004
Wells Fargo & CO中期SRNTS 2.188% 04-30-2026 ** 1,050,423
Wells Fargo & CO中期SRNTS BOOK3.526 % 03-24-2028 ** 707,925
Wells Fargo & CO中期SRNTS BOOKENTRY 3.35% 03-02-2033 ** 280,591
Wells Fargo & CO中期SRNTS BOOKENTRY 3.35% 03-02-2033 ** 26,305
Wells Fargo & CO NEW COM STK ** 53,035,906
Wells Fargo & CO新中期SR NTS Tranche # TR001554.3 %到期07-22-2027 ** 3,243,672
富国银行2.164% 02-11-2026 ** 7,655,503
富国银行3.584% 05-22-2028 ** 2,582,741
富国银行4.54% 08-15-2026年 ** 1,773,436
富国银行4.897% 07-25-2033 ** 4,828,069
富国银行5.198% 01-23-2030 ** 1,012,244
富国银行5.389% 04-24-2034 ** 1,978,224
富国银行5.389% 04-24-2034 ** 2,705,222
富国银行5.499% 01-23-2035 ** 2,363,237
富国银行5.499% 01-23-2035 ** 14,957,199
富国银行5.557% 07-25-2034 ** 2,016,897
富国银行5.557% 07-25-2034 ** 19,969
富国银行5.574% 07-25-2029 ** 9,691,304
富国银行5.707% 04-22-2028 ** 6,145,236
富国银行6.303% 10-23-2029 ** 312,176
富国银行6.303% 10-23-2029 ** 9,802,312
富国银行5.211% 12-03-2035 ** 749,358
Wells Fargo BK N A5.45 %到期日08-07-2026 ** 1,011,971
Wells Fargo BK N A5.45 %到期日08-07-2026 ** 1,299,371
Wells Fargo COML 2.788%到期07-15-2048 ** 632,294
Wells Fargo COML 3.247%到期07-15-2058 ** 5,180,297
Wells Fargo COML 3.426%到期03-15-2059 ** 2,679,166
韦尔斯·法戈COML 3.656%到期12-15-2048 ** 1,341,424
Wells Fargo COML 3.783%到期02-15-2048 ** 895,480
Wells Fargo COML 3.789%到期09-15-2048 ** 2,809,224
韦尔斯·法戈COML 3.862%到期12-15-2039年 ** 1,768,991
Wells Fargo COML 5.309%到期日08-15-2057 ** 1,124,500
Wells Fargo COML 5.92%到期11-15-2057 ** 6,695,957
Wells Fargo COML FLTG RT 3.7487%到期日06-15-2036 ** 1,603,977
富国银行COML MTG TR2016-C36SR16-C36CLA3 2.807 % 11-15-2059 ** 816,216
富国银行COML MTG TR2017-C40SR17-C40CLA2 2.495% 10-15-2050 ** 497,163
Wells Fargo COML MTG TR2017-C40 CL A-SB3.395 % 10-15-2050 10-15-2050 ** 1,504,091
187
证券名称、到期日、利率 成本 现值
（以美元计）
富国银行COML MTG TR2017-C41 CL A-SB 3.39% 11-15-2050 ** 3,426,784
韦尔斯·法戈COML MTG TR2021-C59 COML MTG PASSTHRU CTF CL1.354 % 04-15-2054 ** 3,642,406
韦尔斯·法戈COML MTG TR2021-C59 COML MTG PASSTHRU CTF CL2.298 % 04-15-2054 ** 1,567,319
Wells Fargo COML MTG TR2022-C62 COML MTG途经CTF CL3.589 % 04-15-2055 ** 8,326,473
Wells Fargo COML SER 2018-C44 CL ASB 4.167% 05-15-2051 ** 2,680,047
WELLTOWER INC4 %到期06-01-2025 ** 99,630
WELLTOWER INC 2.7%到期时间02-15-2027 ** 1,479,795
WELLTOWER INC3.1 %到期01-15-2030 ** 227,634
WERNER Enterprises INC COM ** 8,078,516
WESCO INTL INC COM ** 5,240,964
WESDOME GOLD MIN L COM NPV ** 549,362
西药集团SVCS INC COM ** 12,750,113
Westar Energy INC 3.1%到期04-01-2027 ** 174,024
Westar Energy INC FIXED 3.25% 09-01-2049 ** 99,648
西部联盟银行集团 ** 6,998,647
Western MidStream Operating LP5.25 % 02-01-2050 ** 239,734
Western UN CO固定利率1.35%到期03-15-2026 ** 1,720,806
西部黄金资源NPV ** 208,897
Westinghouse Air Brake TECHNOLOGIES CORP4.7 % 09-15-2028 ** 3,599,748
Westinghouse Air固定利率3.45%到期11-15-2026年 ** 4,563,456
威斯特莱克4.72%到期11-15-2029年 ** 2,993,641
WestLAKE 5.82%到期05-17-2027 ** 2,013,975
WestLAKE 6.68%到期时间04-17-2028 ** 1,427,161
WestLake 7.01%到期11-15-2028年 ** 1,027,307
西部天然气合作伙伴4.65%到期07-01-2026 ** 2,864,870
WESTPAC BKG CORP4.18 4 %到期05-22-2028 ** 6,153,631
WESTPAC BKG CORP4.322 %到期11-23-2031 ** 285,465
WESTPAC BKG固定2.668%到期11-15-2035 ** 425,438
WESTPAC新4.902%到期02-15-2028 ** 4,990,203
Westrock CO CORP债券3.75% 03-15-2025 ** 3,306,222
WEX公司COM ** 2,180,104
WEYERHAEUSER CO FIXED 4%到期日04-15-2030 ** 4,548,040
WEYERHAEUSER CO SR NT4 % 03-09-2052 ** 754,685
WF发卡到期利率4.94% 02-15-2029 ** 4,704,959
印度INR10的漩涡 ** 60,053
White Mountains保险集团COM股票 ** 3,147,107
WHITEBOX CLO IV LTD/WHITEBOX CLO 6.44317% 04-20-2036 ** 2,313,532
WI Treasury N/B28/02/20291.875% 02-28-2029 ** 3,622,344
WI Treasury SEC 3%到期05-15-2045 REG ** 461,432
WI Treasury SEC 3.375%到期11-15-2048 REG ** 649,183
WI Treasury SEC 3.875% 05-15-2043 ** 8,810,547
WILEY JOHN & SONS INC CL A ** 353,789
威尔威尔。HLDG SER‘A’NOK20 ** 423,405
Will Group INC NPV ** 32,743
Williams CO INC COM ** 2,533,087
Williams Companies INC. 2.6% 03-15-2031 ** 8,616
威廉姆斯公司股份有限公司5.15% 03-15-2034 ** 875,086
威廉姆斯公司股份有限公司5.15% 03-15-2034 ** 2,839,168
188
证券名称、到期日、利率 成本 现值
（以美元计）
WILLIAMS COMPANIES INC5.4 %到期03-02-2026 ** 4,701,849
Williams COS INC 5.8% 11-15-2054 ** 685,732
WILLIAMS合作伙伴3.75%到期06-15-2027 ** 2,081,372
威廉姆斯合伙人4.9%到期01-15-2045 ** 393,386
威廉姆斯合伙人5.1%到期09-15-2045 ** 610,787
威廉姆斯合伙人5.4%到期03-04-2044 ** 234,424
威廉姆斯合伙人将4.85%到期03-01-2048 ** 255,812
威尔斯科特控股公司网站 ** 5,428,935
Wind River CLO LTD WIND 2018-2A A2R FLTG 0% 07-15-2030 ** 1,677,828
WINGARC1ST INC NPV ** 1,270,400
WINGSTOP INC COM ** 5,156,241
WINNEBAGO INDS公司COM ** 6,876,975
WINPAK LTD COM NPV ** 147,750
温威科技有限公司TWD10 ** 34,925
WIWYNN CORPORATION TWD10 ** 879,074
WIX.com LTD COM ILS0.01 ** 10,844,859
WK KELLOGG CO COM ** 339,381
WOLTERS KLUWER欧元0.12 ** 15,061,589
WOLVERINE WORLD WIDE INC COM ** 703,718
WONIK材料有限公司SHS ** 64,503
Woodside FIN LTD5.1 % 09-12-2034 ** 4,565,154
伍德沃德公司COM ** 10,564,009
WOORI金融GR KRW5000 ** 901,183
WORKDAY INC CLA COM0.001美元 ** 531,550
WORKDAY INC SR NT3.5 % 04-01-2027 ** 3,007,862
WORKDAY INC SR NT3.8 % 04-01-2032 ** 2,968,407
WORKIVA INC COM CL A COM CL A ** 10,902,477
WorkSPACE Group ORD GBP1 ** 38,126
世界FinL网络CRC卡大师SER 2023-A AST支持NTCL5.02 % 03-15-2030 ** 1,040,452
世界金融网络CRR SR24-A CLA5.475.47 % 5.47% 02-17-2031 ** 9,131,719
WORLD KINECT CORPORATION COM0.01美元 ** 799,413
世界OMNI汽车应收款SER 22-B CL A3 3.25% 07-15-2027 ** 811,651
世界OMNI汽车应收款TRSR24-BCL A35.27 % 09-17-2029 ** 5,569,199
世界OMNI汽车应收款信托SER 23-C CL A3 5.15%到期11-15-2028 ** 9,567,574
WORLD OMNI Automobile Lease SecuritizISR23-A CLA-3 5.07%到期09-15-2026 ** 455,793
WORLDWIDE PLAZA TR3.5263 %到期11-10-2036BEO ** 1,245,653
WORTHINGTON STL INC普通股 ** 321,318
WOWOW INC NPV ** 21,634
WOWPRIME CORP TWD10 ** 21,641
WP CAREY INC2.45 % 02-01-2032 ** 1,899,869
WRKCO INC3 %到期日06-15-2033 ** 209,991
WRKCO INC3.9 %到期06-01-2028 ** 48,254
WYETH NT 5.95到期04-01-2037/03-27-2007BEO ** 522,139
XCEL ENERGY INC COM ** 10,518,603
XD INC COM ** 217,571
XEBIO HOLDINGS CO NPV ** 76,365
XENCOR INC COM ** 27,576
XENIA HOTELS & RESORTS INC COM ** 608,472
189
证券名称、到期日、利率 成本 现值
（以美元计）
XERO LIMITED NPV ** 676,174
厦门舒适SCI‘A’CNY1 ** 663,758
厦门JiHONG TECH‘A’CNY1 ** 779,298
XOMETRY INC CLA COM CLA COM ** 3,014,612
XPERI INC COM ** 192,830
XPO公司COM ** 3,746,037
XTB SA PLN0.05 ** 4,060,365
XTEP国际HKD0.01 ** 341,974
YALE UNIV固定.873%到期时间04-15-2025 ** 16,523,164
YAMABIKO CORPO NPV ** 92,916
山田控股有限公司 ** 1,309,481
YAMAICHI ELECTRONI NPV ** 965,132
杨鸣海运TWD10 ** 540,310
杨子江SHIPBU NPV（SGD） ** 1,834,942
YAPI KREDI BANKASI TRY1 ** 593,541
YEXT股份有限公司COM ** 212,570
YiHAI INTERNATIONA USD0.00001 ** 339,729
YOROZU CORP NPV ** 40,907
YOSSIX HOLDINGS CO LTD NPV ** 35,101
YTL CORP NPV ** 820,317
YTL POWER INTL NPV ** 1,031,580
裕元股份INDL HLDG HKD0.25 ** 1,408,943
YUNDA HOLDing Group CO LTD‘A’CNY1（stock connect） ** 681,988
ZABKA Group SA NPV ** 586,648
ZAMIL IND INV CO SAR10 ** 372,067
ZEN TECHNOLOGIES INR1 ** 155,742
ZENAS BIOPHARMA INC COM ** 41,957
ZenITRON CORP TWD10 ** 76,634
Zentalis Pharmaceuticals INC COM ** 189,642
ZERIA制药NPV ** 82,353
ZETA Global HLDGS CORP CL A CL A ** 1,597,872
浙江出版A CNY1 ** 1,387,305
浙江赛米尔服装有限公司‘A’CNY1（stock connect line） ** 156,914
浙江超燃CO‘A’CNY1 ** 27,542
正鼎科技TWD10 ** 1,116,381
ZIGEXN CO LTD NPV ** 128,993
ZILLOW GROUP INC COM0.0001美元 ** 1,763,740
ZIMMER BIOMET HLDGS INC5.2 % 09-15-2034 ** 392,622
ZIMMER BIOMET HLDGS INC COM ** 6,855,387
ZIMMER BIOMET HLDGS INC NT 2.6% 11-24-2031 ** 520,540
ZIMVIE INC COM USD0.01 WI ** 112,549
ZIONS BANCORPORATION N A ** 483,259
ZIP CO LTD NPV ** 334,677
ZIPRECRUITER INC CL A CL A ** 322,325
ZoETIS INC2 %到期05-15-2030 ** 197,969
ZoETIS INC COM0.01美元CL‘A’ ** 1,872,229
ZoETIS INC确定11-14-2025年到期的5.4% ** 1,173,119

190
证券名称、到期日、利率 成本 现值
（以美元计）
ZOMATO LIMITED INR1.00 ** 1,153,881
ZOOMINFO TECHNOLOGIES INC COM0.01美元 ** 1,697,638
ZOOMLION重工业科学 ** 835,634
ZOZO公司 ** 4,617,812
ZUMIEZ INC COM ** 227,395
ZURICH Insurance Group AG CHF0.10 ** 11,544,143
ZYMEWORKS DEL INC COM ** 157,219
大都会人寿（wrap contract） ** 151,683,234
Prudential（wrap contract） ** 156,559,341
RGA（wrap合约） ** 73,452,445
加拿大皇家银行（wrap contract） ** 156,121,904
Voya（wrap contract） ** 215,698,016
合计 $ 73,109,726,419
*参与人贷款（利息从3.25%至9.50%到期至2044年12月）
** $ 706,175,963
*利害关系方
**参与者定向投资不需要成本信息，因此不包括在内。
（已结束）

191
签名
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192