Form990-PF

Department of the Treasury
Internal Revenue Service

Return of Private Foundation
or Section 4947(a)(1) Trust Treated as Private Foundation
right arrowDo not enter social security numbers on this form as it may be made public.
right arrowGo to www.irs.gov/Form990PF for instructions and the latest information.
OMB No. 1545-0047
2023
Open to Public Inspection
For calendar year 2023, or tax year beginning 01-01-2023 , and ending 12-31-2023
Name of foundation
BILL & MELINDA GATES FOUNDATION TRUST
 
Number and street (or P.O. box number if mail is not delivered to street address)PO BOX 23350
  Room/suite
City or town, state or province, country, and ZIP or foreign postal code
SEATTLE, WA98102
A Employer identification number

91-1663695
B Telephone number (see instructions)

(206) 709-3100
C right arrow
G Check all that apply:

D 1. Foreign organizations, check here............. right arrow
2. Foreign organizations meeting the 85%
test, check here and attach computation ... right arrow
E right arrow
H Check type of organization:
F right arrow
I Fair market value of all assets at end
of year (from Part II, col. (c),
line 16)right arrow$75,530,745,576J Accounting method:
 
(Part I, column (d) must be on cash basis.)
Part I Analysis of Revenue and Expenses (The total of amounts in columns (b), (c), and (d) may not necessarily equal the amounts in column (a) (see instructions).) (a) Revenue and
expenses per
books 		(b) Net investment
income 		(c) Adjusted net
income 		(d) Disbursements
for charitable
purposes
(cash basis only)
Revenue 1 Contributions, gifts, grants, etc., received (attach schedule) 3,969,045,164
2 Check right arrow.............
3 Interest on savings and temporary cash investments 23,124,921 23,124,921  
4 Dividends and interest from securities... 1,453,307,871 1,530,685,259  
5a Gross rents............      
b Net rental income or (loss)  
6a Net gain or (loss) from sale of assets not on line 10 1,068,313,803
b Gross sales price for all assets on line 6a 160,613,594,318
7 Capital gain net income (from Part IV, line 2)... 5,524,781,390
8 Net short-term capital gain.........  
9 Income modifications...........  
10a Gross sales less returns and allowances  
b Less: Cost of goods sold....  
c Gross profit or (loss) (attach schedule).....    
11 Other income (attach schedule)....... Click to see attachment
List of Attached Documents:
// Content
20,968,085 337,684,891  
12 Total. Add lines 1 through 11........ 6,534,759,844 7,416,276,461  
Operating and Administrative Expenses 13 Compensation of officers, directors, trustees, etc. 0 0   0
14 Other employee salaries and wages......        
15 Pension plans, employee benefits.......        
16a Legal fees (attach schedule).........        
b Accounting fees (attach schedule)....... Click to see attachment
List of Attached Documents:
// Content
488,683 488,683   0
c Other professional fees (attach schedule).... Click to see attachment
List of Attached Documents:
// Content
86,193,670 86,193,670   0
17 Interest...............        
18 Taxes (attach schedule) (see instructions)... Click to see attachment
List of Attached Documents:
// Content
268,523,203 33,016,920   0
19 Depreciation (attach schedule) and depletion...      
20 Occupancy..............        
21 Travel, conferences, and meetings.......        
22 Printing and publications..........        
23 Other expenses (attach schedule)....... Click to see attachment
List of Attached Documents:
// Content
178,940,864 33,805,311   286
24 Total operating and administrative expenses.
Add lines 13 through 23.......... 534,146,420 153,504,584   286
25 Contributions, gifts, grants paid....... 7,751,200,000 6,708,165,428
26 Total expenses and disbursements. Add lines 24 and 25 8,285,346,420 153,504,584   6,708,165,714
27 Subtract line 26 from line 12:
a Excess of revenue over expenses and disbursements -1,750,586,576
b Net investment income (if negative, enter -0-) 7,262,771,877
c Adjusted net income (if negative, enter -0-)...  
For Paperwork Reduction Act Notice, see instructions.
Cat. No. 11289X Form 990-PF (2023)
Form 990-PF (2023)
Page 2
Part II Balance Sheets Attached schedules and amounts in the description column
should be for end-of-year amounts only. (See instructions.) 		Beginning of year End of year
(a) Book Value (b) Book Value (c) Fair Market Value
Assets 1 Cash—non-interest-bearing............. 106,759 99,409 99,409
2 Savings and temporary cash investments......... 1,014,495,183 671,926,985 671,926,985
3 Accounts receivable right arrow176,170,790
Less: allowance for doubtful accounts right arrow   183,421,914 176,170,790 176,170,790
4 Pledges receivable right arrow  
Less: allowance for doubtful accounts right arrow        
5 Grants receivable.................      
6 Receivables due from officers, directors, trustees, and other
disqualified persons (attach schedule) (see instructions).....      
7 Other notes and loans receivable (attach schedule) right arrow  
Less: allowance for doubtful accounts right arrow        
8 Inventories for sale or use..............      
9 Prepaid expenses and deferred charges..........      
10a Investments—U.S. and state government obligations (attach schedule) 3,686,522,108 Click to see attachment
List of Attached Documents:
// Content
7,400,965,883 		7,400,965,883
b Investments—corporate stock (attach schedule)....... 47,580,101,589 Click to see attachment
List of Attached Documents:
// Content
56,759,427,590 		56,759,427,590
c Investments—corporate bonds (attach schedule)....... 1,136,843,512 Click to see attachment
List of Attached Documents:
// Content
1,047,895,578 		1,047,895,578
11 Investments—land, buildings, and equipment: basis right arrow  
Less: accumulated depreciation (attach schedule) right arrow        
12 Investments—mortgage loans.............      
13 Investments—other (attach schedule).......... 14,355,846,671 Click to see attachment
List of Attached Documents:
// Content
9,470,034,550 		9,470,034,550
14 Land, buildings, and equipment: basis right arrow  
Less: accumulated depreciation (attach schedule) right arrow        
15 Other assets (describe right arrow) Click to see attachment
List of Attached Documents:
// Content
15,648,623 		Click to see attachment
List of Attached Documents:
// Content
4,224,791 		Click to see attachment
List of Attached Documents:
// Content
4,224,791
16 Total assets (to be completed by all filers—see the
instructions. Also, see page 1, item I) 67,972,986,359 75,530,745,576 75,530,745,576
Liabilities 17 Accounts payable and accrued expenses.......... 9,060,816 4,250,958
18 Grants payable.................    
19 Deferred revenue.................    
20 Loans from officers, directors, trustees, and other disqualified persons    
21 Mortgages and other notes payable (attach schedule)......    
22 Other liabilities (describe right arrow) Click to see attachment
List of Attached Documents:
// Content
632,715,406 		Click to see attachment
List of Attached Documents:
// Content
300,648,559
23 Total liabilities (add lines 17 through 22)......... 641,776,222 304,899,517
Net Assets or Fund Balances Foundations that follow FASB ASC 958, check here right arrow
and complete lines 24, 25, 29 and 30.
24 Net assets without donor restrictions........... 67,331,210,137 75,225,846,059
25 Net assets with donor restrictions............    
Foundations that do not follow FASB ASC 958, check here right arrow
and complete lines 26 through 30.
26 Capital stock, trust principal, or current funds........    
27 Paid-in or capital surplus, or land, bldg., and equipment fund    
28 Retained earnings, accumulated income, endowment, or other funds    
29 Total net assets or fund balances (see instructions)..... 67,331,210,137 75,225,846,059
30 Total liabilities and net assets/fund balances (see instructions). 67,972,986,359 75,530,745,576
Part III
Analysis of Changes in Net Assets or Fund Balances
1
Total net assets or fund balances at beginning of year—Part II, column (a), line 29 (must agree with end-of-year figure reported on prior year’s return) ...............
1
67,331,210,137
2
Enter amount from Part I, line 27a .....................
2
-1,750,586,576
3
Other increases not included in line 2 (itemize) right arrowClick to see attachment
List of Attached Documents:
// Content
3
9,645,222,498
4
Add lines 1, 2, and 3 ..........................
4
75,225,846,059
5
Decreases not included in line 2 (itemize) right arrow
5
0
6
Total net assets or fund balances at end of year (line 4 minus line 5)—Part II, column (b), line 29 .
6
75,225,846,059
Form 990-PF (2023)
Form 990-PF (2023)
Page 3
Part IV
Capital Gains and Losses for Tax on Investment Income
(a) List and describe the kind(s) of property sold (e.g., real estate,
2-story brick warehouse; or common stock, 200 shs. MLC Co.)		 (b)
How acquired
P—Purchase
D—Donation 		(c)
Date acquired
(mo., day, yr.) 		(d)
Date sold
(mo., day, yr.)
1 a EQUITIES P 2023-01-01 2023-12-31
b EQUITIES D 2023-01-01 2023-12-31
c FIXED INCOME P 2023-01-01 2023-12-31
d CASH EQUIVALENTS P 2023-01-01 2023-12-31
e SWAPS P 2023-01-01 2023-12-31
OPTIONS P 2023-01-01 2023-12-31
IRC SEC. 1256 GAIN ON FUTURES P 2023-01-01 2023-12-31
IRC SEC. 1256 GAIN ON NON-EQUITY OPTIONS P 2023-01-01 2023-12-31
NET IRC. SECTION 1256 GAIN ON IDENTIFIED MIXED STRADDLES P 2023-01-01 2023-12-31
NET SHORT-TERM GAIN ON IDENTIFIED MIXED STRADDLES P 2023-01-01 2023-12-31
DISTRIBUTIONS IN EXCESS OF BASIS P 2023-01-01 2023-12-31
SHORT-TERM CAPITAL GAIN DISTRIBUTION P 2023-01-01 2023-12-31
CLASS ACTION INCOME P 2023-01-01 2023-12-31
WASH SALES DEFERRAL ADJUSTMENT P 2023-01-01 2023-12-31
EQUITY PARTNERSHIP INVESTMENTS P 2023-01-01 2023-12-31
ADJUSTMENT FOR SECTION 1202 ELIGIBLE GAIN EXCLUSION FROM SALE OF GITLAB D 2023-01-01 2023-12-31
(e)
Gross sales price 		(f)
Depreciation allowed
(or allowable) 		(g)
Cost or other basis
plus expense of sale 		(h)
Gain or (loss)
(e) plus (f) minus (g)
a 2,871,795,376   3,002,304,400 -130,509,024
b 5,801,652,247   14,858,262 5,786,793,985
c 116,852,921,012   116,545,879,071 307,041,941
d 34,905,518,343   34,905,518,344 -1
e 24,139,842   8,359,541 15,780,301
27,607,028   7,562,639 20,044,389
    596,185,884 -596,185,884
    1,064,109 -1,064,109
1,824,211     1,824,211
57,390,700     57,390,700
906,628     906,628
11,568,414     11,568,414
694,955     694,955
2,670,248     2,670,248
54,905,314     54,905,314
    7,080,678 -7,080,678
Complete only for assets showing gain in column (h) and owned by the foundation on 12/31/69 (l)
Gains (Col. (h) gain minus
col. (k), but not less than -0-) or
Losses (from col.(h))
(i)
F.M.V. as of 12/31/69 		(j)
Adjusted basis
as of 12/31/69 		(k)
Excess of col. (i)
over col. (j), if any
a       -130,509,024
b       5,786,793,985
c       307,041,941
d       -1
e       15,780,301
      20,044,389
      -596,185,884
      -1,064,109
      1,824,211
      57,390,700
      906,628
      11,568,414
      694,955
      2,670,248
      54,905,314
      -7,080,678
2 Capital gain net income or (net capital loss) Bracket If gain, also enter in Part I, line 7
If (loss), enter -0- in Part I, line 7		 Bracket 2 5,524,781,390
3 Net short-term capital gain or (loss) as defined in sections 1222(5) and (6):
If gain, also enter in Part I, line 8, column (c) (see instructions). If (loss), enter -0-
in Part I, line 8 ................... 		Bracket 3  
Part V
Excise Tax Based on Investment Income (Section 4940(a), 4940(b), 4940(e), or 4948—see instructions)
1a Exempt operating foundations described in section 4940(d)(2), check here right arrow and enter “N/A" on line 1. Bracket for line 1a
Date of ruling or determination letter:   (attach copy of letter if necessary–see instructions) 1 100,952,529
b All other domestic foundations enter 1.39% (0.0139) of line 27b. Exempt foreign organizations enter 4% (0.04) of Part I, line 12, col. (b)
2 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 2 0
3 Add lines 1 and 2........................... 3 100,952,529
4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only. Others enter -0-) 4 0
5 Tax based on investment income. Subtract line 4 from line 3. If zero or less, enter -0- ..... 5 100,952,529
6 Credits/Payments:
a 2023 estimated tax payments and 2022 overpayment credited to 2023 6a 103,702,765
b Exempt foreign organizations—tax withheld at source...... 6b 0
c Tax paid with application for extension of time to file (Form 8868)... 6c 26,000,000
d Backup withholding erroneously withheld .......... 6d 0
7 Total credits and payments. Add lines 6a through 6d.............. 7 129,702,765
8 Enter any penalty for underpayment of estimated tax. Check here if Form 2220 is attached. Click to see attachment
List of Attached Documents:
// Content
8 0
9 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed.......right arrow 9  
10 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid...right arrow 10 28,750,236
11 Enter the amount of line 10 to be: Credited to 2024 estimated taxright arrow28,750,236 Refundedright arrow 11 0
Form 990-PF (2023)
Form 990-PF (2023)
Page 4
Part VI-A
Statements Regarding Activities
1a
During the tax year, did the foundation attempt to influence any national, state, or local legislation or did
Yes
No
it participate or intervene in any political campaign? ....................
1a
 
No
b
Did it spend more than $100 during the year (either directly or indirectly) for political purposes? See the instructions
for the definition.................................
1b
 
No
If the answer is "Yes" to 1a or 1b, attach a detailed description of the activities and copies of any materials
published or distributed by the foundation in connection with the activities.
c
Did the foundation file Form 1120-POL for this year?.....................
1c
 
No
d
Enter the amount (if any) of tax on political expenditures (section 4955) imposed during the year:
(1) On the foundation. right arrow$ 0(2) On foundation managers.right arrow$ 0
e
Enter the reimbursement (if any) paid by the foundation during the year for political expenditure tax imposed
on foundation managers.right arrow$ 0
2
Has the foundation engaged in any activities that have not previously been reported to the IRS?.......
2
 
No
If "Yes," attach a detailed description of the activities.
3
Has the foundation made any changes, not previously reported to the IRS, in its governing instrument, articles
of incorporation, or bylaws, or other similar instruments? If "Yes," attach a conformed copy of the changes....
3
 
No
4a
Did the foundation have unrelated business gross income of $1,000 or more during the year?.........
4a
Yes
 
b
If "Yes," has it filed a tax return on Form 990-T for this year?...................
4b
Yes
 
5
Was there a liquidation, termination, dissolution, or substantial contraction during the year?.........
5
 
No
If "Yes," attach the statement required by General Instruction T.
6
Are the requirements of section 508(e) (relating to sections 4941 through 4945) satisfied either:
round bullet By language in the governing instrument, or
round bullet By state legislation that effectively amends the governing instrument so that no mandatory directions
that conflict with the state law remain in the governing instrument? ................
6
Yes
 
7
Did the foundation have at least $5,000 in assets at any time during the year? If "Yes," complete Part II, col. (c),
and Part XIV..................................
7
Yes
 
8a
Enter the states to which the foundation reports or with which it is registered (see instructions)
right arrowWA, CA
b
If the answer is "Yes" to line 7, has the foundation furnished a copy of Form 990-PF to the Attorney
General (or designate) of each state as required by General Instruction G? If "No," attach explanation .
8b
Yes
 
9
Is the foundation claiming status as a private operating foundation within the meaning of section 4942(j)(3)
or 4942(j)(5) for calendar year 2023 or the taxable year beginning in 2023? See the instructions for Part XIII.
If "Yes," complete Part XIII .............................
9
 
No
10
Did any persons become substantial contributors during the tax year? If "Yes," attach a schedule listing their names
and addresses. ...............................
10
 
No
11
At any time during the year, did the foundation, directly or indirectly, own a controlled entity within the
meaning of section 512(b)(13)? If "Yes," attach schedule. See instructions Click to see list of attachments
List of Attached Documents:
// Content
.............
11
Yes
 
12
Did the foundation make a distribution to a donor advised fund over which the foundation or a disqualified person had
advisory privileges? If "Yes," attach statement. See instructions.................
12
 
No
13
Did the foundation comply with the public inspection requirements for its annual returns and exemption application?
13
Yes
 
Website addressright arrowWWW.GATESFOUNDATION.ORG
14
The books are in care ofright arrowJENNIFER DEGER Telephone no.right arrow (206) 709-3100

Located atright arrow500 FIFTH AVENUE NORTHSEATTLEWA ZIP+4right arrow98109
15
Section 4947(a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041 —check here .........right arrow
and enter the amount of tax-exempt interest received or accrued during the year ........right arrow
15
 
16 At any time during calendar year 2023, did the foundation have an interest in or a signature or other authority over YesNo
a bank, securities, or other financial account in a foreign country? .................
16Yes  
See the instructions for exceptions and filing requirements for FinCEN Form 114. If "Yes", enter the name of the foreign
country right arrowAR, BR, CI, CH, CO, EZ, DA, EG, GH, GR, HK, HU, IN, ID, IS, JA, KS, MY, RP, PL, QA, TW, TH, TU, UK, UY, VM
Form 990-PF (2023)
Form 990-PF (2023)
Page 5
Part VI-B
Statements Regarding Activities for Which Form 4720 May Be Required
File Form 4720 if any item is checked in the "Yes" column, unless an exception applies.
Yes
No
1a
During the year did the foundation (either directly or indirectly):
(1) Engage in the sale or exchange, or leasing of property with a disqualified person? ...........
1a(1)
 
No
(2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)
a disqualified person? ..............................
1a(2)
 
No
(3) Furnish goods, services, or facilities to (or accept them from) a disqualified person? ...........
1a(3)
Yes
 
(4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person? ............
1a(4)
 
No
(5) Transfer any income or assets to a disqualified person (or make any of either available
for the benefit or use of a disqualified person)? ......................
1a(5)
 
No
(6) Agree to pay money or property to a government official? (Exception. Check "No"
if the foundation agreed to make a grant to or to employ the official for a period
after termination of government service, if terminating within 90 days.) ...............
1a(6)
 
No
b
If any answer is "Yes" to 1a(1)–(6), did any of the acts fail to qualify under the exceptions described in Regulations
section 53.4941(d)-3 or in a current notice regarding disaster assistance? See instructions ..........
1b
 
No
c
Organizations relying on a current notice regarding disaster assistance check here ........right arrow
d
Did the foundation engage in a prior year in any of the acts described in 1a, other than excepted acts,
that were not corrected before the first day of the tax year beginning in 2023? .............
1d
 
No
2
Taxes on failure to distribute income (section 4942) (does not apply for years the foundation was a private
operating foundation defined in section 4942(j)(3) or 4942(j)(5)):
a
At the end of tax year 2023, did the foundation have any undistributed income (Part XII, lines 6d
and 6e) for tax year(s) beginning before 2023?....................
2a
 
No
If "Yes," list the years right arrow20, 20, 20, 20
b
Are there any years listed in 2a for which the foundation is not applying the provisions of section 4942(a)(2)
(relating to incorrect valuation of assets) to the year’s undistributed income? (If applying section 4942(a)(2)
to all years listed, answer "No" and attach statement—see instructions.) ..............
2b
 
 
c
If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a, list the years here.
right arrow20, 20, 20, 20
3a
Did the foundation hold more than a 2% direct or indirect interest in any business enterprise at
any time during the year? ..............................
3a
Yes
 
b
If "Yes," did it have excess business holdings in 2023 as a result of (1) any purchase by the foundation
or disqualified persons after May 26, 1969; (2) the lapse of the 5-year period (or longer period approved
by the Commissioner under section 4943(c)(7)) to dispose of holdings acquired by gift or bequest; or (3)
the lapse of the 10-, 15-, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine
if the foundation had excess business holdings in 2023.) .....................
3b
 
No
4a
Did the foundation invest during the year any amount in a manner that would jeopardize its charitable purposes?
4a
 
No
b
Did the foundation make any investment in a prior year (but after December 31, 1969) that could jeopardize its
charitable purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2023? ..
4b
 
No
Form 990-PF (2023)
Form 990-PF (2023)
Page 6
Part VI-B
Statements Regarding Activities for Which Form 4720 May Be Required (continued)
5a
During the year did the foundation pay or incur any amount to:
Yes
No
(1) Carry on propaganda, or otherwise attempt to influence legislation (section 4945(e))? ..........
5a(1)
 
No
(2) Influence the outcome of any specific public election (see section 4955); or to carry
on, directly or indirectly, any voter registration drive? ....................
5a(2)
 
No
(3) Provide a grant to an individual for travel, study, or other similar purposes? .............
5a(3)
 
No
(4) Provide a grant to an organization other than a charitable, etc., organization described
in section 4945(d)(4)(A)? See instructions ........................
5a(4)
Yes
 
(5) Provide for any purpose other than religious, charitable, scientific, literary, or
educational purposes, or for the prevention of cruelty to children or animals? .............
5a(5)
 
No
b
If any answer is "Yes" to 5a(1)–(5), did any of the transactions fail to qualify under the exceptions described in
Regulations section 53.4945 or in a current notice regarding disaster assistance? See instructions ........
5b
 
No
c
Organizations relying on a current notice regarding disaster assistance check .........right arrow
d
If the answer is "Yes" to question 5a(4), does the foundation claim exemption from the
tax because it maintained expenditure responsibility for the grant? .................
5d
Yes
 
If "Yes," attach the statement required by Regulations section 53.4945–5(d). Click to see attachment
List of Attached Documents:
// Content
6a
Did the foundation, during the year, receive any funds, directly or indirectly, to pay premiums on
a personal benefit contract? .............................
6a
 
No
b
Did the foundation, during the year, pay premiums, directly or indirectly, on a personal benefit contract? ....
6b
 
No
If "Yes" to 6b, file Form 8870.
7a
At any time during the tax year, was the foundation a party to a prohibited tax shelter transaction?
7a
 
No
b
If "Yes", did the foundation receive any proceeds or have any net income attributable to the transaction? .....
7b
 
 
8
Is the foundation subject to the section 4960 tax on payment(s) of more than $1,000,000 in remuneration or
excess parachute payment during the year? .........................
8
 
No
Part VII
Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
and Contractors
1 List all officers, directors, trustees, foundation managers and their compensation. See instructions
(a) Name and address (b) Title, and average
hours per week
devoted to position 		(c) Compensation
 (If not paid, enter
-0-) 		(d) Contributions to employee benefit plans and deferred compensation (e) Expense account,
other allowances
WILLIAM H GATES III TRUSTEE AND CEO
5.00 		0 0 0
500 FIFTH AVENUE NORTH
SEATTLE,WA98109
MELINDA FRENCH GATES TRUSTEE
5.00 		0 0 0
500 FIFTH AVENUE NORTH
SEATTLE,WA98109
CAROLYN AINSLIE CHIEF FINANCIAL OFFICER
4.00 		0 0 0
500 FIFTH AVENUE NORTH
SEATTLE,WA98109
KEITH TRAVERSE SECRETARY
1.00 		0 0 0
500 FIFTH AVENUE NORTH
SEATTLE,WA98109
CONNIE COLLINGSWORTH END 1122023 ASSISTANT SECRETARY
1.00 		0 0 0
500 FIFTH AVENUE NORTH
SEATTLE,WA98109
LAUREN BRIGHT START 1122023 ASSISTANT SECRETARY
1.00 		0 0 0
500 FIFTH AVENUE NORTH
SEATTLE,WA98109
2 Compensation of five highest-paid employees (other than those included on line 1—see instructions). If none, enter “NONE."
(a) Name and address of each employee paid more than $50,000 (b) Title, and average
hours per week
devoted to position 		(c) Compensation (d) Contributions to
employee benefit
plans and deferred
compensation 		(e) Expense account,
other allowances
NONE
Total number of other employees paid over $50,000...................right arrow 0
Form 990-PF (2023)
Form 990-PF (2023)
Page 7
Part VII
Information About Officers, Directors, Trustees, Foundation Managers, Highly Paid Employees,
and Contractors (continued)
3 Five highest-paid independent contractors for professional services (see instructions). If none, enter "NONE".
(a) Name and address of each person paid more than $50,000 (b) Type of service (c) Compensation
STATE STREET CORPORATION INVESTMENT CUSTODIAN SERVICES 13,270,627
ONE CONGRESS STREET
BOSTON,MA02114
MARATHON ASSET MANAGEMENT LLP INVESTMENT MANAGEMENT 12,364,854
ONE BRYANT PARK 38TH FLOOR
NEW YORK,NY10036
MORANT WRIGHT MANAGEMENT LIMITED INVESTMENT MANAGEMENT 11,316,645
43 ST JAMESS PLACE
LONDON   SW1A 1NS
UK
WESTWOOD GLOBAL INVESTMENT MANAGEMENT 8,960,543
ONE FINANCIAL CENTER SUITE 1620
BOSTON,MA02111
GREEN COURT CAPITAL MANAGEMENT LIMITED INVESTMENT MANAGEMENT 8,936,602
STES 4007-4008 8 CONNAUGHT PLACE
HONG KONG   12345
CH
Total number of others receiving over $50,000 for professional services.............right arrow23
Part VIII-A
Summary of Direct Charitable Activities
List the foundation’s four largest direct charitable activities during the tax year. Include relevant statistical information such as the number of organizations and other beneficiaries served, conferences convened, research papers produced, etc. Expenses
1  
2  
3  
4  
Part VIII-B
Summary of Program-Related Investments (see instructions)
Describe the two largest program-related investments made by the foundation during the tax year on lines 1 and 2. Amount
1  
2  
All other program-related investments. See instructions.
3  
Total. Add lines 1 through 3.........................right arrow0
Form 990-PF (2023)
Form 990-PF (2023)
Page 8
Part IX
Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations, see instructions.)
1
Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,
purposes:
a
Average monthly fair market value of securities...................
1a
65,834,225,023
b
Average of monthly cash balances.......................
1b
405,499,800
c
Fair market value of all other assets (see instructions)................
1c
4,767,666,077
d
Total (add lines 1a, b, and c).........................
1d
71,007,390,900
e
Reduction claimed for blockage or other factors reported on lines 1a and
1c (attach detailed explanation) .............
1e
0
2
Acquisition indebtedness applicable to line 1 assets..................
2
0
3
Subtract line 2 from line 1d.........................
3
71,007,390,900
4
Cash deemed held for charitable activities. Enter 1.5% (0.015) of line 3 (for greater amount, see
instructions) .............................
4
1,065,110,864
5
Net value of noncharitable-use assets. Subtract line 4 from line 3. ............
5
69,942,280,036
6
Minimum investment return. Enter 5% (0.05) of line 5................
6
3,497,114,002
Part X
Distributable Amount (see instructions) (Section 4942(j)(3) and (j)(5) private operating foundations and certain foreign organizations check here right arrow and do not complete this part.)
1
Minimum investment return from Part IX, line 6..................
1
3,497,114,002
2a
Tax on investment income for 2022 from Part V, line 5.......
2a
100,952,529
b
Income tax for 2022. (This does not include the tax from Part V.) ...
2b
 
c
Add lines 2a and 2b............................
2c
100,952,529
3
Distributable amount before adjustments. Subtract line 2c from line 1............
3
3,396,161,473
4
Recoveries of amounts treated as qualifying distributions................
4
0
5
Add lines 3 and 4............................
5
3,396,161,473
6
Deduction from distributable amount (see instructions).................
6
0
7
Distributable amount as adjusted. Subtract line 6 from line 5. Enter here and on Part XII, line 1 ...
7
3,396,161,473
Part XI
Qualifying Distributions (see instructions)
1
Amounts paid (including administrative expenses) to accomplish charitable, etc., purposes:
a
Expenses, contributions, gifts, etc.—total from Part I, column (d), line 26 ..........
1a
6,708,165,714
b
Program-related investments—total from Part VIII-B..................
1b
0
2
Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc.,
purposes...............................
2
 
3
Amounts set aside for specific charitable projects that satisfy the:
a
Suitability test (prior IRS approval required)....................
3a
 
b
Cash distribution test (attach the required schedule) .................
3b
 
4
Qualifying distributions. Add lines 1a through 3b. Enter here and on Part XII, line 4. .......
4
6,708,165,714
Form 990-PF (2023)
Form 990-PF (2023)
Page 9
Part XII
Undistributed Income (see instructions)
(a)
Corpus 		(b)
Years prior to 2022 		(c)
2022 		(d)
2023
1 Distributable amount for 2023 from Part X, line 7 3,396,161,473
2 Undistributed income, if any, as of the end of 2022:
a Enter amount for 2022 only....... 0
b Total for prior years:20 , 20, 20 0
3 Excess distributions carryover, if any, to 2022:
a From 2018...... 446,574,743
b From 2019...... 2,926,408,650
c From 2020...... 3,555,694,340
d From 2021...... 3,111,936,861
e From 2022...... 3,396,518,954
f Total of lines 3a through e ........ 13,437,133,548
4Qualifying distributions for 2023 from Part
XI, line 4: right arrow$ 6,708,165,714
a Applied to 2022, but not more than line 2a 0
b Applied to undistributed income of prior years
(Election required—see instructions)..... 		0
c Treated as distributions out of corpus (Election
required—see instructions)........ 		0
d Applied to 2023 distributable amount..... 3,396,161,473
e Remaining amount distributed out of corpus 3,312,004,241
5 Excess distributions carryover applied to 2023. 0 0
(If an amount appears in column (d), the
same amount must be shown in column (a).)
6Enter the net total of each column as
indicated below:
a Corpus. Add lines 3f, 4c, and 4e. Subtract line 5 16,749,137,789
b Prior years’ undistributed income. Subtract
line 4b from line 2b .......... 		0
c Enter the amount of prior years’ undistributed
income for which a notice of deficiency has
been issued, or on which the section 4942(a)
tax has been previously assessed...... 		0
d Subtract line 6c from line 6b. Taxable amount
—see instructions ........... 		0
e Undistributed income for 2022. Subtract line
4a from line 2a. Taxable amount—see
instructions ............. 		0
f Undistributed income for 2023. Subtract
lines 4d and 5 from line 1. This amount must
be distributed in 2024 .......... 		0
7 Amounts treated as distributions out of
corpus to satisfy requirements imposed by
section 170(b)(1)(F) or 4942(g)(3) (Election may
be required - see instructions) ....... 		0
8 Excess distributions carryover from 2018 not
applied on line 5 or line 7 (see instructions) ... 		446,574,743
9 Excess distributions carryover to 2024.
Subtract lines 7 and 8 from line 6a ...... 		16,302,563,046
10 Analysis of line 9:
a Excess from 2019.... 2,926,408,650
b Excess from 2020.... 3,555,694,340
c Excess from 2021.... 3,111,936,861
d Excess from 2022.... 3,396,518,954
e Excess from 2023.... 3,312,004,241
Form 990-PF (2023)
Form 990-PF (2023)
Page 10
Part XIII
Private Operating Foundations (see instructions and Part VI-A, question 9)
1a If the foundation has received a ruling or determination letter that it is a private operating
foundation, and the ruling is effective for 2023, enter the date of the ruling ...... right arrow
 
b Check box to indicate whether the organization is a private operating foundation described in section or
2a Enter the lesser of the adjusted net
income from Part I or the minimum
investment return from Part IX for each
year listed .......... 		Tax year Prior 3 years (e) Total
(a) 2023 (b) 2022 (c) 2021 (d) 2020
         
b 85% (0.85) of line 2a .........          
c Qualifying distributions from Part XI,
line 4 for each year listed ..... 		         
d Amounts included in line 2c not used directly
for active conduct of exempt activities .......... 		         
e Qualifying distributions made directly
for active conduct of exempt activities.
Subtract line 2d from line 2c .... 		         
3 Complete 3a, b, or c for the
alternative test relied upon:
a “Assets" alternative test—enter:
(1) Value of all assets ......          
(2) Value of assets qualifying
under section 4942(j)(3)(B)(i)		          
b “Endowment" alternative test— enter 2/3
of minimum investment return shown in
Part IX, line 6 for each year listed .. 		         
c “Support" alternative test—enter:
(1) Total support other than gross
investment income (interest,
dividends, rents, payments
on securities loans (section
512(a)(5)), or royalties) .... 		         
(2) Support from general public
and 5 or more exempt
organizations as provided in
section 4942(j)(3)(B)(iii).... 		         
(3) Largest amount of support
from an exempt organization		          
(4) Gross investment income          
Part XIV
Supplementary Information (Complete this part only if the foundation had $5,000 or more in
assets at any time during the year—see instructions.)
1Information Regarding Foundation Managers:
aList any managers of the foundation who have contributed more than 2% of the total contributions received by the foundation
before the close of any tax year (but only if they have contributed more than $5,000). (See section 507(d)(2).)
WILLIAM H GATES III
MELINDA FRENCH GATES
bList any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of the
ownership of a partnership or other entity) of which the foundation has a 10% or greater interest.
2Information Regarding Contribution, Grant, Gift, Loan, Scholarship, etc., Programs:
Check here right arrow
aThe name, address, and telephone number or email address of the person to whom applications should be addressed:
bThe form in which applications should be submitted and information and materials they should include:
cAny submission deadlines:
dAny restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or other
factors:
Form 990-PF (2023)
Form 990-PF (2023)
Page 11
Part XIV
Supplementary Information (continued)
3 Grants and Contributions Paid During the Year or Approved for Future Payment
Recipient If recipient is an individual,
show any relationship to
any foundation manager
or substantial contributor
 Foundation
status of
recipient 		Purpose of grant or
contribution 		Amount
Name and address (home or business)
aPaid during the year

BILL & MELINDA GATES FOUNDATION

500 FIFTH AVENUE NORTH
SEATTLE,WA98109 		NOT APPLICABLE PF: 509(A) TO FUND THE CHARITABLE PURPOSES OF THE FOUNDATION 7,751,200,000

BILL & MELINDA GATES FOUNDATION

500 FIFTH AVENUE NORTH
SEATTLE,WA98109 		NOT APPLICABLE PF: 509(A) PORTION OF GRANTS PAID TREATED AS A DISTRIBUTION OF CORPUS UNDER TREAS. REG. 53.4942(A)-3 -1,043,034,572
Total .................................right arrow 3a 6,708,165,428
bApproved for future payment
Total ................................. right arrow 3b 0
Form 990-PF (2023)
Form 990-PF (2023)
Page 12
Part XV-A
Analysis of Income-Producing Activities
Enter gross amounts unless otherwise indicated. Unrelated business income Excluded by section 512, 513, or 514 (e)
Related or exempt
function income
(See instructions.)
1Program service revenue: (a)
Business code 		(b)
Amount 		(c)
Exclusion code 		(d)
Amount
a
b
c
d
e
f
gFees and contracts from government agencies          
2 Membership dues and assessments ....          
3 Interest on savings and temporary cash
investments ........... 		    14 23,124,921  
4 Dividends and interest from securities ....     14 1,453,307,871  
5 Net rental income or (loss) from real estate:
aDebt-financed property......          
bNot debt-financed property.....          
6 Net rental income or (loss) from personal property          
7 Other investment income .....     01 20,968,085  
8 Gain or (loss) from sales of assets other than
inventory ............ 		    18 1,068,313,803  
9 Net income or (loss) from special events:          
10 Gross profit or (loss) from sales of inventory          
11 Other revenue: a
b
c
d
e
12 Subtotal. Add columns (b), (d), and (e) .. 0 2,565,714,680 0
13Total. Add line 12, columns (b), (d), and (e)..................
13
2,565,714,680
(See worksheet in line 13 instructions to verify calculations.)
Part XV-B
Relationship of Activities to the Accomplishment of Exempt Purposes
Line No.
DownArrow 		Explain below how each activity for which income is reported in column (e) of Part XV-A contributed importantly to
the accomplishment of the foundation’s exempt purposes (other than by providing funds for such purposes). (See
instructions.)
Form 990-PF (2023)
Form 990-PF (2023)
Page 13
Part XVI
Information Regarding Transfers To and Transactions and Relationships With Noncharitable Exempt Organizations
1
Did the organization directly or indirectly engage in any of the following with any other organization described in section 501(c) (other than section 501(c)(3) organizations) or in section 527, relating to political organizations?
Yes
No
a
Transfers from the reporting foundation to a noncharitable exempt organization of:
(1) Cash...................................
1a(1)
 
No
(2) Other assets.................................
1a(2)
 
No
b
Other transactions:
(1) Sales of assets to a noncharitable exempt organization....................
1b(1)
 
No
(2) Purchases of assets from a noncharitable exempt organization..................
1b(2)
 
No
(3) Rental of facilities, equipment, or other assets.......................
1b(3)
 
No
(4) Reimbursement arrangements...........................
1b(4)
 
No
(5) Loans or loan guarantees.............................
1b(5)
 
No
(6) Performance of services or membership or fundraising solicitations................
1b(6)
 
No
c
Sharing of facilities, equipment, mailing lists, other assets, or paid employees..............
1c
 
No
d
If the answer to any of the above is "Yes," complete the following schedule. Column (b) should always show the fair market value
of the goods, other assets, or services given by the reporting foundation. If the foundation received less than fair market value
in any transaction or sharing arrangement, show in column (d) the value of the goods, other assets, or services received.
(a) Line No. (b) Amount involved (c) Name of noncharitable exempt organization (d) Description of transfers, transactions, and sharing arrangements
2a
Is the foundation directly or indirectly affiliated with, or related to, one or more tax-exempt organizations
described in section 501(c) (other than section 501(c)(3)) or in section 527? ...........
b
If "Yes," complete the following schedule.

(a) Name of organization (b) Type of organization (c) Description of relationship
Sign Here
Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge and belief, it is true, correct, and complete. Declaration of preparer (other than taxpayer) is based on all information of which preparer has any knowledge.
right arrow right arrow
May the IRS discuss this return
with the preparer shown below?
See instructions.
Signature of officer or trustee Date Title
Paid Preparer Use Only Print/Type preparer's name Preparer's Signature Date Check if self-
employed right arrow		 PTIN
Firm's name SmallBullet
 Firm's EIN SmallBullet
Firm's address SmallBullet


 Phone no.
Form 990-PF (2023)
Additional Data


Software ID:  
Software Version:  


Form 990PF - Special Condition Description:
Special Condition Description
Schedule B
(Form 990)
Department of the Treasury
Internal Revenue Service
Schedule of Contributors

Arrow Bullet Attach to Form 990, 990-EZ, or 990-PF.
Arrow Bullet Go to www.irs.gov/Form990 for the latest information.
OMB No. 1545-0047
2023
Name of the organization
BILL & MELINDA GATES FOUNDATION TRUST
 
Employer identification number

91-1663695
Organization type (check one):
Filers of:
Section:
Form 990 or 990-EZ






Form 990-PF




Check if your organization is covered by the General Rule or a Special Rule.  
Note: Only a section 501(c)(7), (8), or (10) organization can check boxes for both the General Rule and a Special Rule. See instructions.
General Rule
Special Rules
......... Arrow Bullet $  
Caution: An organization that isn't covered by the General Rule and/or the Special Rules doesn't file Schedule B (Form 990,
990-EZ, or 990-PF), but it must answer “No” on Part IV, line 2, of its Form 990; or check the box on line H of its Form 990-EZ
or on its Form 990PF, Part I, line 2, to certify that it doesn't meet the filing requirements of Schedule B (Form 990,
990-EZ, or 990-PF).
For Paperwork Reduction Act Notice, see the Instructions
for Form 990, 990-EZ, or 990-PF.
Cat. No. 30613XSchedule B (Form 990) (2023)
Schedule B (Form 990) (2023) Page 2
Name of organization
BILL & MELINDA GATES FOUNDATION TRUST
  		Employer identification number
91-1663695
Part I
Contributors
Contributors (see instructions). Use duplicate copies of Part I if additional space is needed.
(a)
No.		 (b)
Name, address, and ZIP + 4		 (c)
Total contributions		 (d)
Type of contribution
1
MELINDA FRENCH GATES - SECURITIES
 
12335 134TH CT NE
 
REDMOND, WA98052

$ 249,946,250


(Complete Part II for noncash contributions.)
(a)
No.		 (b)
Name, address, and ZIP + 4		 (c)
Total contributions		 (d)
Type of contribution
2
WILLIAM H GATES III
 
2365 CARILLON POINT
 
KIRKLAND, WA98033

$ 93,325,000


(Complete Part II for noncash contributions.)
(a)
No.		 (b)
Name, address, and ZIP + 4		 (c)
Total contributions		 (d)
Type of contribution
3
WILLIAM H GATES III - INVST MGMT FEES
 
2365 CARILLON POINT
 
KIRKLAND, WA98033

$ 73,373,334


(Complete Part II for noncash contributions.)
(a)
No.		 (b)
Name, address, and ZIP + 4		 (c)
Total contributions		 (d)
Type of contribution
4
WILLIAM H GATES III - SECURITIES
 
2365 CARILLON POINT
 
KIRKLAND, WA98033

$ 10,294,128


(Complete Part II for noncash contributions.)
(a)
No.		 (b)
Name, address, and ZIP + 4		 (c)
Total contributions		 (d)
Type of contribution
5
WARREN E BUFFETT - SECURITIES
 
3555 FARNAM STREET SUITE 1440
 
OMAHA, NE68131

$ 3,542,106,291


(Complete Part II for noncash contributions.)
(a)
No.		 (b)
Name, address, and ZIP + 4		 (c)
Total contributions		 (d)
Type of contribution
 
 
 
 

$  


(Complete Part II for noncash contributions.)
Schedule B (Form 990) (2023)
Schedule B (Form 990) (2023)
Page 3
Name of organization
BILL & MELINDA GATES FOUNDATION TRUST
  		Employer identification number

91-1663695
Part II
Noncash Property (see instructions). Use duplicate copies of Part II if additional space is needed.
(a)
No. from Part I 		(b)
Description of noncash property given 		(c)
FMV (or estimate)
(See instructions) 		(d)
Date received
1
 MARKETABLE SECURITIES $ 249,946,250 2023-05-08
(a)
No. from Part I 		(b)
Description of noncash property given 		(c)
FMV (or estimate)
(See instructions) 		(d)
Date received
4
 MARKETABLE SECURITIES $ 10,294,128 2023-12-31
(a)
No. from Part I 		(b)
Description of noncash property given 		(c)
FMV (or estimate)
(See instructions) 		(d)
Date received
5
 10,453,008 CLASS B SHARES OF BERKSHIRE HATHAWAY INC. $ 3,542,106,291 2023-06-21
(a)
No. from Part I 		(b)
Description of noncash property given 		(c)
FMV (or estimate)
(See instructions) 		(d)
Date received
 
$    
(a)
No. from Part I 		(b)
Description of noncash property given 		(c)
FMV (or estimate)
(See instructions) 		(d)
Date received
 
$    
(a)
No. from Part I 		(b)
Description of noncash property given 		(c)
FMV (or estimate)
(See instructions) 		(d)
Date received
 
$    
Schedule B (Form 990) (2023)
Schedule B (Form 990) (2023)
Page 4
Name of organization
BILL & MELINDA GATES FOUNDATION TRUST
  		Employer identification number

91-1663695
Part III
Exclusively religious, charitable, etc., contributions to organizations described in section 501(c)(7), (8), or (10) that total more than $1,000 for the year from any one contributor. Complete columns (a) through (e) and the following line entry. For organizations completing Part III, enter the total of exclusively religious, charitable, etc., contributions of $1,000 or less for the year. (Enter this information once. See instructions.) Arrow Bullet$  
Use duplicate copies of Part III if additional space is needed.
(a)
No. from Part I		 (b) Purpose of gift (c) Use of gift (d) Description of how gift is held
 
(e) Transfer of gift
Transferee's name, address, and ZIP 4 Relationship of transferor to transferee
 
 
     
 
(a)
No. from Part I		 (b) Purpose of gift (c) Use of gift (d) Description of how gift is held
 
(e) Transfer of gift
Transferee's name, address, and ZIP 4 Relationship of transferor to transferee
 
 
     
 
(a)
No. from Part I		 (b) Purpose of gift (c) Use of gift (d) Description of how gift is held
 
(e) Transfer of gift
Transferee's name, address, and ZIP 4 Relationship of transferor to transferee
 
 
     
 
(a)
No. from Part I		 (b) Purpose of gift (c) Use of gift (d) Description of how gift is held
 
(e) Transfer of gift
Transferee's name, address, and ZIP 4 Relationship of transferor to transferee
 
 
     
 
Schedule B (Form 990) (2023)
Additional Data


Software ID:  
Software Version:  

TY 2023 AccountingFeesSchedule
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
TAX AND ACCOUNTING SERVICES 488,683 488,683   0

Note: To capture the full content of this document, please select landscape mode (11" x 8.5") when printing.

TY 2023 ExpenditureResponsibilityStmt
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Grantee's Name Grantee's Address Grant Date Grant Amount Grant Purpose Amount Expended By Grantee Any Diversion By Grantee? Dates of Reports By Grantee Date of Verification Results of Verification
BILL & MELINDA GATES FOUNDATION
  		500 FIFTH AVENUE NORTH
SEATTLE,WA98109 		2021-01-01 6,131,700,000 TO PROVIDE FUNDS FOR GRANTMAKING, PROGRAM RELATED INVESTMENTS, DIRECT CHARITABLE EXPENDITURES, CAPITAL EXPENDITURES, ADMINISTRATIVE EXPENSES AND ANY OTHER PURPOSE PERMITTED UNDER THE DECLARATION OF TRUST. 6,131,700,000 NO 11/09/22, 11/09/23, 11/12/24    
BILL & MELINDA GATES FOUNDATION
  		500 FIFTH AVENUE NORTH
SEATTLE,WA98109 		2022-01-01 6,806,925,000 TO PROVIDE FUNDS FOR GRANTMAKING, PROGRAM RELATED INVESTMENTS, DIRECT CHARITABLE EXPENDITURES, CAPITAL EXPENDITURES, ADMINISTRATIVE EXPENSES AND ANY OTHER PURPOSE PERMITTED UNDER THE DECLARATION OF TRUST. 6,806,925,000 NO 11/09/23, 11/12/24    
BILL & MELINDA GATES FOUNDATION
  		500 FIFTH AVENUE NORTH
SEATTLE,WA98109 		2023-01-01 7,751,200,000 TO PROVIDE FUNDS FOR GRANTMAKING, PROGRAM RELATED INVESTMENTS, DIRECT CHARITABLE EXPENDITURES, CAPITAL EXPENDITURES, ADMINISTRATIVE EXPENSES AND ANY OTHER PURPOSE PERMITTED UNDER THE DECLARATION OF TRUST. 7,751,200,000 NO 11/12/24    

TY 2023 GeneralExplanationAttachment
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Identifier Return Reference Explanation
  FORM 990-PF, PART VI-A, LINE 11 - LIST OF CONTROLLED ENTITIES THE GLOBAL GOOD FUND I LLC27-27968383150 139TH AVE SEBELLEVUE, WA 98005EXCESS BUSINESS HOLDING: NOGREENBRIAR EQUITY FUND III-A, LP46-1543216555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR EQUITY FUND III AIV NV, LP98-1208417555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR EQUITY FUND III-A AIV WFCI, LP98-1219020555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR EQUITY FUND III AIV MM NV, LP81-1112433555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR AS, LP98-1208754555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR AS HOLDING, LP98-1208908555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOCHROMIUM FUND, LP87-1458828712 FIFTH AVE, SUITE 17FNEW YORK, NY 10019EXCESS BUSINESS HOLDING: NODERBY FUND 3, LP98-1693314712 FIFTH AVE, SUITE 17FNEW YORK, NY 10019EXCESS BUSINESS HOLDING: NO CHROMIUM FUND 2, LP98-1763978712 FIFTH AVE, SUITE 17FNEW YORK, NY 10019EXCESS BUSINESS HOLDING: NOMR COBALT OFFSHORE FUND CB 03, LP87-1411521712 FIFTH AVE, SUITE 17F NEW YORK NY 10019EXCESS BUSINESS HOLDING: NO
  PART VI-B, LINE 5C - GRANTS TO THE BILL & MELINDA GATES FOUNDATION OF TOTAL $7,751,200,000 EXPENDITURE RESPONSIBILITY GRANT MADE TO THE BILL & MELINDA GATES FOUNDATION, $6,708,165,428 WAS A QUALIFYING DISTRIBUTION OF INCOME BY THE BILL & MELINDA GATES FOUNDATION TRUST. THE BILL & MELINDA GATES FOUNDATION HAS MET ALL REQUIRED COMPLIANCE WITH THE OUT OF CORPUS DISTRIBUTION RULES (TREAS. REG. 53.4942(A)3(D)(2)). GRANTS TREATED AS QUALIFYING DISTRIBUTIONS OF INCOME WITH RESPECT TO BILL & MELINDA GATES FOUNDATION TRUST MAY NOT BE USED BY THE BILL & MELINDA GATES FOUNDATION TO MEET THAT FOUNDATION'S REQUIRED MINIMUM DISTRIBUTION OF INCOME (TREAS. REG.53.4942(A)3). THESE FUNDS MUST BE REDISTRIBUTED AS REQUIRED OUT OF CORPUS DISTRIBUTIONS. ALL OUT OF CORPUS AND EXPENDITURE RESPONSIBILTY REPORTS FOR TAX YEAR ENDING 12/31/2023 HAVE BEEN RECEIVED.

TY 2023 InvestmentsCorpBondsSchedule
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Name of Bond End of Year Book Value End of Year Fair Market Value
1011778 BC / NEW RED FIN 242,124 242,124
3M COMPANY 1,575,820 1,575,820
ABBVIE INC 7,016,833 7,016,833
ABN AMRO BANK NV 323,354 323,354
ACCOR SA 965,131 965,131
ADELPHIA COMMUNICATIONS CORP 7,750 7,750
ADOBE INC 1,435,354 1,435,354
ADVENT HEALTH SYSTEM 877,579 877,579
AERCAP IRELAND CAP/GLOBA 8,608,662 8,608,662
AIR CANADA 2015 1A PTT 539,827 539,827
AIR CANADA 2020 2A PTT 1,508,309 1,508,309
AIR LEASE CORP 2,121,038 2,121,038
ALBION FINANCING 1SARL / 826,416 826,416
ALEXANDRIA REAL ESTATE E 672,459 672,459
ALPHABET INC 328,666 328,666
ALTICE FINANCING SA 737,354 737,354
AMAZON.COM INC 7,284,659 7,284,659
AMERICAN AIRLINES INC 876,373 876,373
AMERICAN EXPRESS CO 6,111,076 6,111,076
AMERICAN TOWER TRUST I 703,434 703,434
AMERICAN TRANSMISSION SY 110,187 110,187
AMGEN INC 3,503,827 3,503,827
AMS OSRAM AG 1,496,463 1,496,463
ANARAFE SLU 1,106,961 1,106,961
ANGLO AMERICAN CAPITAL 3,345,105 3,345,105
ANHEUSER BUSCH INBEV WOR 957,212 957,212
APACHE CORP 2,140,713 2,140,713
APCOA PARKING HOLDINGS G 1,306,602 1,306,602
APPALACHIAN POWER CO 5,526,936 5,526,936
APTIV PLC / APTIV CORP 638,249 638,249
AQUARION CO 551,980 551,980
ARCELORMITTAL 1,351,595 1,351,595
ARDAGH PKG FIN/HLDGS USA 2,504,126 2,504,126
AT+T INC 3,502,570 3,502,570
ATLAS LUXCO 4 / ALL UNI 1,407,531 1,407,531
AUTOZONE INC 694,610 694,610
AVIATION CAPITAL GROUP 1,087,274 1,087,274
BAE SYSTEMS PLC 484,235 484,235
BALL CORP 2,157,411 2,157,411
BANCO MERCANTIL DE NORTE 192,020 192,020
BANCO SANTANDER SA 5,972,323 5,972,323
BANK OF AMERICA CORP 49,571,494 49,571,494
BANK OF MONTREAL 1,725,945 1,725,945
BANK OF NOVA SCOTIA 5,434,929 5,434,929
BANK OF NY MELLON CORP 6,324,130 6,324,130
BARCLAYS PLC 924,871 924,871
BAYER AG 1,708,424 1,708,424
BCP MODULAR SERVICES 1,326,535 1,326,535
BECTON DICKINSON + CO 1,837,070 1,837,070
BLUE CROSS BLUE SHIELD M 875,017 875,017
BNP PARIBAS 10,807,170 10,807,170
BOEING CO 16,470,286 16,470,286
BORMIOLI PHARMA SPA 1,690,529 1,690,529
BOSTON PROPERTIES LP 397,151 397,151
BP CAP MARKETS AMERICA 4,627,770 4,627,770
BRISTOL MYERS SQUIBB CO 2,006,443 2,006,443
BRITISH AIR 20 1 A PTT 1,412,731 1,412,731
BRITISH AIR 21 1 A PPT 4,004,512 4,004,512
BROADCOM INC 1,837,516 1,837,516
BROOKFIELD FINANCE INC 857,316 857,316
BUILDERS FIRSTSOURCE INC 18,038 18,038
CALIFORNIA INSTITUTE OF 207,659 207,659
CAMERON LNG LLC 314,775 314,775
CAPITAL ONE FINANCIAL CO 1,192,741 1,192,741
CARLISLE COS INC 1,390,527 1,390,527
CARRIER GLOBAL CORP 240,868 240,868
CCO HLDGS LLC/CAP CORP 3,897,434 3,897,434
CENTENE CORP 865,513 865,513
CERVED INFORMATION SOLUT 1,998,251 1,998,251
CGG SA 760,515 760,515
CHARLES SCHWAB CORP 3,592,263 3,592,263
CHARTER COMM OPT LLC/CAP 15,657,921 15,657,921
CHENIERE CORP CHRISTI HD 291,609 291,609
CHENIERE ENERGY INC 2,876,142 2,876,142
CHENIERE ENERGY PARTNERS 1,214,199 1,214,199
CHEPLAPHARM ARZNEIMITTEL 1,074,482 1,074,482
CHEVRON CORP 213,606 213,606
CHEVRON USA INC 1,524,745 1,524,745
CHUBB INA HOLDINGS INC 87,401 87,401
CIDRON AIDA FINCO SARL 1,017,676 1,017,676
CIGNA GROUP/THE 8,812,072 8,812,072
CINTAS CORPORATION NO. 2 1,515,417 1,515,417
CITIGROUP INC 39,679,884 39,679,884
CLARIOS GLOBAL LP/US FIN 438,098 438,098
COLUMBIA PIPELINE HOLDCO 4,442,208 4,442,208
COLUMBIA PIPELINES OPCO 1,436,025 1,436,025
COMCAST CORP 13,262,114 13,262,114
COMMONSPIRIT HEALTH 2,868,353 2,868,353
COMMSCOPE INC 13,428 13,428
CON EDISON CO OF NY INC 578,714 578,714
CONSTELLATION BRANDS INC 699,494 699,494
CONTINENTAL RESOURCES 4,910,898 4,910,898
COOPERATIEVE RABOBANK UA 4,877,791 4,877,791
COSTCO WHOLESALE CORP 1,162,893 1,162,893
COTERRA ENERGY INC 4,310,363 4,310,363
COX COMMUNICATIONS INC 1,630,474 1,630,474
CPUK FINANCE LTD 1,757,488 1,757,488
CREDIT AGRICOLE LONDON 332,059 332,059
CREDIT AGRICOLE SA 1,140,635 1,140,635
CREDIT SUISSE NEW YORK 8,819,609 8,819,609
CSC HOLDINGS LLC 5,517,208 5,517,208
CVS HEALTH CORP 8,926,000 8,926,000
CVS PASS THROUGH TRUST 573,189 573,189
CVS PASS THRU TR 2009 599,070 599,070
CWT TRAVEL GROUP INC 21,616 21,616
DANSKE BANK A/S 6,640,664 6,640,664
DCP MIDSTREAM OPERATING 1,033,567 1,033,567
DELTA AIR LINES 2020 AA 11,371,504 11,371,504
DELTA AIR LINES INC 1,147,000 1,147,000
DELTA AIR LINES/SKYMILES 1,224,247 1,224,247
DEVON ENERGY CORPORATION 5,583,848 5,583,848
DIAMONDBACK ENERGY INC 1,180,898 1,180,898
DIGNITY HEALTH 278,418 278,418
DISH DBS CORP 638,709 638,709
DOMINION ENERGY INC 4,628,148 4,628,148
DTE ENERGY CO 858,540 858,540
DUKE ENERGY CORP 3,504,601 3,504,601
DUKE ENERGY FLORIDA LLC 3,683,638 3,683,638
DUKE ENERGY PROGRESS LLC 1,013,750 1,013,750
EAST OHIO GAS CO/THE 898,135 898,135
ECOPETROL SA 3,376,236 3,376,236
EDISON INTERNATIONAL 2,691,422 2,691,422
EIRCOM FINANCE DAC 1,802,829 1,802,829
EL PASO NATURAL GAS 268,435 268,435
ELECTRICITE DE FRANCE SA 1,191,177 1,191,177
ELEVANCE HEALTH INC 1,929,308 1,929,308
EMERALD DEBT MERGER 383,442 383,442
ENERGY TRANSFER LP 15,679,824 15,679,824
ENGINEERING SPA 955,138 955,138
ENTERGY ARKANSAS LLC 4,882,044 4,882,044
ENTERGY LOUISIANA LLC 3,466,606 3,466,606
ENTERPRISE PRODUCTS OPER 7,461,750 7,461,750
EOG RESOURCES INC 1,637,155 1,637,155
EQM MIDSTREAM PARTNERS L 19,813 19,813
EQT CORP 7,300,198 7,300,198
EQUITABLE FINANCIAL LIFE 908,358 908,358
ERAC USA FINANCE LLC 5,192,486 5,192,486
ERP OPERATING LP 883,337 883,337
ESC LEHMAN BRTH HLDH PROD 175 175
EVERSOURCE ENERGY 1,130,559 1,130,559
EXELON CORP 1,572,180 1,572,180
EXPLORER II AS 95,476 95,476
EXXON MOBIL CORPORATION 146,153 146,153
FERGUSON FINANCE PLC 1,161,772 1,161,772
FIBER BIDCO SPA 1,300,871 1,300,871
FIRST QUANTUM MINERALS L 206,754 206,754
FIRSTENERGY CORP 581,374 581,374
FLORIDA POWER + LIGHT CO 519,607 519,607
FORD MOTOR COMPANY 2,873,525 2,873,525
FORD MOTOR CREDI 353,767 353,767
FORD MOTOR CREDIT CO LLC 23,137,154 23,137,154
FORVIA SE 266,657 266,657
FOX CORP 1,031,915 1,031,915
FREEPORT MCMORAN INC 4,276,734 4,276,734
GALAPAGOS SA 995 995
GE HEALTHCARE TECH INC 6,951,886 6,951,886
GENERAL DYNAMICS CORP 2,095,537 2,095,537
GENERAL MOTORS CO 519,147 519,147
GENERAL MOTORS FINL CO 8,337,180 8,337,180
GFL ENVIRONMENTAL INC 216,752 216,752
GILEAD SCIENCES INC 278,661 278,661
GLENCORE FUNDING LLC 2,679,732 2,679,732
GLP CAPITAL LP / FIN II 119,278 119,278
GOLDMAN SACHS GROUP INC 14,815,576 14,815,576
GUARDIAN LIFE GLOB FUND 151,009 151,009
H+E EQUIPMENT SERVICES 1,781,278 1,781,278
HACKENSACK MERIDIAN HLTH 256,987 256,987
HALEON US CAPITAL LLC 1,524,747 1,524,747
HALLIBURTON CO 305,898 305,898
HANESBRANDS INC 38,579 38,579
HCA INC 6,926,082 6,926,082
HEALTHCARE RLTY HLDGS LP 857,018 857,018
HILTON DOMESTIC OPERATIN 548,956 548,956
HOME DEPOT INC 8,728,729 8,728,729
HOUSE OF FRASER FUNDING 2,251 2,251
HSBC HOLDINGS PLC 6,943,753 6,943,753
HUMANA INC 3,228,780 3,228,780
IBM CORP 1,456,706 1,456,706
ILIAD SA 1,141,545 1,141,545
IMA INDUSTRIA MACCHINE 1,185,908 1,185,908
INTEL CORP 977,356 977,356
INTER AMERICAN DEVEL BK 9,954,452 9,954,452
INTERCONTINENTALEXCHANGE 476,877 476,877
INTESA SANPAOLO SPA 1,890,136 1,890,136
JACKSON NATL LIFE GLOBAL 2,718,170 2,718,170
JETBLUE AIRWAYS CORP 2,806,280 2,806,280
JPMORGAN CHASE + CO 33,969,921 33,969,921
KAIXO BONDCO TELECOM SA 721,060 721,060
KAZMUNAYGAS NATIONAL CO 2,114,380 2,114,380
KENVUE INC 3,180,692 3,180,692
KIMBERLY CLARK CORP 102,810 102,810
KINDER MORGAN INC 3,724,233 3,724,233
KKR GRP FIN CO VI LLC 2,104,797 2,104,797
KRAFT HEINZ FOODS CO 759,439 759,439
KROGER CO 1,835,757 1,835,757
L3HARRIS TECH INC 1,553,048 1,553,048
LAS VEGAS SANDS CORP 3,421,389 3,421,389
LENNAR CORP 450,378 450,378
LIBERTY MUTUAL GROUP INC 165,325 165,325
LINCOLN NATIONAL CORP 978,787 978,787
LLOYDS BANKING GROUP PLC 4,757,870 4,757,870
LOCKHEED MARTIN CORP 1,786,662 1,786,662
LORCA TELECOM BONDCO 2,746,408 2,746,408
LOWE S COS INC 5,040,246 5,040,246
MANGROVE LUXCO III 2,037,511 2,037,511
MARS INC 249,674 249,674
MASTERCARD INC 1,780,771 1,780,771
MATTERHORN TELECOM SA 533,681 533,681
MCDONALD S CORP 4,312,346 4,312,346
MDC HOLDINGS INC 18,629 18,629
MEG ENERGY CORP 38,866 38,866
MEGLOBAL BV 781,656 781,656
MERCK + CO INC 292,915 292,915
MET LIFE GLOB FUNDING I 3,037,238 3,037,238
METLIFE CAPITAL TRUST IV 2,878,527 2,878,527
METLIFE INC 165,011 165,011
MICRON TECHNOLOGY INC 364,438 364,438
MILEAGE PLUS HLDINGS LLC 362,242 362,242
MITSUBISHI UFJ FIN GRP 9,925,972 9,925,972
MONDELEZ INTERNATIONAL 1,020,198 1,020,198
MONITCHEM HOLDCO 3 S.A. 1,112,935 1,112,935
MOODY S CORPORATION 610,978 610,978
MORGAN STANLEY 31,245,932 31,245,932
MPLX LP 4,632,721 4,632,721
NATIONAL SECS CLEARING 1,243,004 1,243,004
NATWEST GROUP PLC 2,077,647 2,077,647
NETFLIX INC 1,711,848 1,711,848
NEW YORK LIFE GLOBAL FDG 292,730 292,730
NIDDA HEALTHCARE HOLDING 2,727,349 2,727,349
NIKE INC 579,667 579,667
NISSAN MOTOR CO 3,362,981 3,362,981
NOBIAN FINANCE B 872,605 872,605
NORFOLK SOUTHERN CORP 633,008 633,008
NORTHROP GRUMMAN CORP 2,922,334 2,922,334
NUVEEN LLC 2,238,525 2,238,525
NVIDIA CORP 824,320 824,320
NXP BV/NXP FDG/NXP USA 996,948 996,948
OCADO GROUP PLC 1,088,985 1,088,985
OCCIDENTAL PETROLEUM COR 8,310,153 8,310,153
OFFICE CHERIFIEN DES PHO 4,382,394 4,382,394
OI EUROPEAN GROUP BV 491,072 491,072
OLYMPUS WTR US HLDG CORP 1,300,173 1,300,173
ONEOK INC 2,410,295 2,410,295
ORACLE CORP 1,880,357 1,880,357
ORBIA ADVANCE CORP SAB 1,547,700 1,547,700
ORGANON + CO/ORG 1,854,133 1,854,133
OTIS WORLDWIDE CORP 365,330 365,330
PACIFIC GAS + ELECTRIC 4,886,157 4,886,157
PARK AEROSPACE HOLDINGS 289,459 289,459
PARSLEY ENERGY LLC/FINAN 28,933 28,933
PARTS EUROPE SA 2,019,694 2,019,694
PATRONS LEGACY 2003 III 1,170,332 1,170,332
PAYPAL HOLDINGS INC 467,749 467,749
PEACHTREE FUNDING TRUST 606,801 606,801
PENSKE TRUCK LEASING/PTL 1,698,490 1,698,490
PEPSICO INC 607,771 607,771
PETROBRAS GLOBAL FINANCE 8,397,640 8,397,640
PETROLEOS DEL PERU SA 2,035,308 2,035,308
PETROLEOS MEXICANOS 2,432,902 2,432,902
PFD ADELPHIA 3,375 3,375
PFIZER INC 1,055,784 1,055,784
PG+E WILDFIRE RECOVERY 801,902 801,902
PHILLIPS 66 CO 475,553 475,553
PIONEER NATURAL RESOURCE 1,221,243 1,221,243
PNC FINANCIAL SERVICES 12,034,365 12,034,365
PRINCIPAL LFE GLB FND II 132,524 132,524
PROCTER + GAMBLE CO/THE 196,778 196,778
PROSUS NV 5,165,319 5,165,319
PRUDENTIAL FINANCIAL INC 1,313,454 1,313,454
PUBLIC SERVICE ELECTRIC 4,168,560 4,168,560
RANGE RESOURCES CORP 711,115 711,115
RELIANCE INDUSTRIES LTD 977,337 977,337
ROYAL BANK OF CANADA 3,521,963 3,521,963
RTX CORP 6,593,351 6,593,351
RYDER SYSTEM INC 938,711 938,711
SABINE PASS LIQUEFACTION 99,942 99,942
SALESFORCE INC 2,000,081 2,000,081
SANDS CHINA LTD 2,970,504 2,970,504
SBA TOWER TRUST 1,199,674 1,199,674
SCHLUMBERGER HLDGS CORP 1,191,452 1,191,452
SHELL INTERNATIONAL FIN 1,921,934 1,921,934
SIMON PROPERTY GROUP LP 633,680 633,680
SOUTHERN CAL EDISON 5,225,240 5,225,240
SOUTHERN NATURAL GAS 397,975 397,975
SOUTHWESTERN ENERGY CO 2,877,280 2,877,280
SPIRIT LOYALTY KY LTD/IP 2,125,789 2,125,789
SPRINT CAPITAL CORP 567,887 567,887
SSM HEALTH CARE 610,303 610,303
STATE STREET CORP 1,345,666 1,345,666
SUMMER BC HOLDCO B SARL 528,649 528,649
SUTTER HEALTH 835,462 835,462
SUZANO AUSTRIA GMBH 3,868,606 3,868,606
T MOBILE USA INC 11,998,700 11,998,700
TAKE TWO INTERACTIVE SOF 752,671 752,671
TAPESTRY INC 829,949 829,949
TARGA RESOURCES PARTNERS 2,389,387 2,389,387
TDC NET AS 1,137,761 1,137,761
TEACHERS INSUR + ANNUITY 43,897 43,897
TECK RESOURCES LIMITED 20,342 20,342
TELE COLUMBUS AG 909,017 909,017
TELEFONICA EMISIONES SAU 887,189 887,189
TELEFONICA EUROPE BV 1,722,746 1,722,746
TENNESSEE GAS PIPELINE 1,542,768 1,542,768
TEVA PHARMACEUTICAL INDU 5,007,698 5,007,698
TEVA PHARMACEUTICALS NE 6,484,157 6,484,157
TEXAS INSTRUMENTS INC 673,264 673,264
TIME WARNER CABLE LLC 1,268,025 1,268,025
TITAN HOLDINGS II BV 944,476 944,476
TMNL HOLD IV BV 914,616 914,616
TORONTO DOMINION BANK 2,963,108 2,963,108
TOYOTA MOTOR CORP 1,314,509 1,314,509
TRANSCANADA PIPELINES 3,790,182 3,790,182
TRANSCONT GAS PIPE LINE 2,566,546 2,566,546
TRANSURBAN FINANCE CO 605,233 605,233
TRAVELEX FINANCING PLC 2,182 2,182
TRAVELEX ISSUERC LTD 2,951,071 2,951,071
TRIVIUM PACKAGING FIN 1,150,286 1,150,286
TRUIST BANK 1,542,659 1,542,659
TRUIST FINANCIAL CORP 3,573,570 3,573,570
TVL FINANCE PLC 1,589,134 1,589,134
UBS GROUP AG 26,685,697 26,685,697
UGI INTERNATIONAL LLC 889,499 889,499
UNION PACIFIC CORP 1,227,372 1,227,372
UNITED AIR 2014 1 A PTT 2,366,552 2,366,552
UNITED AIR 2015 1 AA PTT 390,593 390,593
UNITED AIR 2016 1 AA PTT 495,591 495,591
UNITED AIR 2016 2 AA PTT 2,386,327 2,386,327
UNITED AIR 2018 1 AA PTT 588,524 588,524
UNITED AIR 2019 1 AA PTT 2,652,696 2,652,696
UNITED AIRLINES 2012 1 A 658,002 658,002
UNITED AIRLINES INC 4,048,560 4,048,560
UNITED RENTALS NORTH AM 880,100 880,100
UNITEDHEALTH GROUP INC 4,671,067 4,671,067
US BANCORP 8,474,897 8,474,897
VALE OVERSEAS LIMITED 1,400,021 1,400,021
VAR ENERGI ASA 411,190 411,190
VENTURE GLOBAL CALCASIEU 322,372 322,372
VERISK ANALYTICS INC 480,333 480,333
VERISURE HOLDING AB 1,909,794 1,909,794
VERIZON COMMUNICATIONS 7,883,778 7,883,778
VERTIV GROUP CORPORATION 112,601 112,601
VISA INC 2,107,488 2,107,488
VOC ESCROW LTD 1,601,879 1,601,879
VODAFONE GROUP PLC 987,482 987,482
VOLKSWAGEN INTL FIN NV 1,095,029 1,095,029
WALMART INC 238,031 238,031
WALT DISNEY COMPANY/THE 228,294 228,294
WARNERMEDIA HOLDINGS INC 2,341,167 2,341,167
WASTE MANAGEMENT INC 502,734 502,734
WELLS FARGO + COMPANY 39,970,730 39,970,730
WEPA HYGIENEPRODUKTE GMB 1,390,235 1,390,235
WESTERN MIDSTREAM OPERAT 8,573,179 8,573,179
WILLIAMS COMPANIES INC 469,408 469,408
WILLIAMS COS INC 821,449 821,449
WILLIS KNIGHTON MED CTR 212,211 212,211
WYNN RESORTS FINANCE LLC 645,134 645,134
ZF EUROPE FINANCE BV 1,231,133 1,231,133

TY 2023 InvestmentsCorpStockSchedule
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Name of Stock End of Year Book Value End of Year Fair Market Value
3I GROUP PLC 20,236,772 20,236,772
ABB LTD REG 3,833,127 3,833,127
ABC MART INC 14,108,444 14,108,444
ABERDEEN ASIA PACIFIC INCOME F 121,942 121,942
ABERFORTH SMALLER COMPANIES TR 3,073,564 3,073,564
ABRDN ASIA FOCUS PLC 34,242,724 34,242,724
ABRDN ASIA PACIFIC INCOME FUND 2,421,731 2,421,731
ABRDN ASIAN INCOME FUND LTD 18,169,587 18,169,587
ABRDN CHINA INVESTMENT CO 16,906,917 16,906,917
ABRDN EMERGING MARKETS EQUITY 14,385,800 14,385,800
ABRDN GLOBAL INFRASTRUCTURE IN 844,633 844,633
ABRDN JAPAN EQUITY FUND INC 722,637 722,637
ABRDN LATIN AMERICAN INCOME FU 20 20
ABRDN NEW INDIA INVESTMENT TRU 14,528,814 14,528,814
ABRDN TOTAL DYNAMIC DIVIDEND F 2,740,279 2,740,279
ACERINOX SA 1,452,859 1,452,859
ADEKA CORP 21,375,372 21,375,372
ADIDAS AG 8,104,949 8,104,949
ADMIRAL GROUP PLC 3,321,687 3,321,687
ADVANCED MICRO FABRICATION A 2,174,423 2,174,423
AIR WATER INC 40,903,621 40,903,621
AIRPORTS CORP OF VIETNAM JSC 3,883,540 3,883,540
AKESO INC 61,628,604 61,628,604
ALFA LAVAL AB 2,876,800 2,876,800
ALFA S.A.B. A 32,967,283 32,967,283
ALIBABA GROUP HOLDING LTD 50,416,110 50,416,110
ALLIANCE PHARMA PLC 4,483,724 4,483,724
ALLIANCE TRUST PLC 1,715,424 1,715,424
ALLIANCEBERNSTEIN NATIONAL MUN 308,116 308,116
ALTEN SA 2,878,559 2,878,559
AMADA CO LTD 26,067,527 26,067,527
AMANO CORP 12,509,387 12,509,387
AMBEV SA ADR 59,754,806 59,754,806
AMEDEO AIR FOUR PLUS LTD 176,053 176,053
AMERICA MOVIL SAB DE CV 61,662,321 61,662,321
AMOREPACIFIC CORP 31,998,063 31,998,063
AMPLIFON SPA 4,195,323 4,195,323
ANDRITZ AG 4,507,631 4,507,631
ANEST IWATA CORP 2,538,476 2,538,476
ANGLO AMERICAN PLATINUM LTD 45,428,582 45,428,582
ANHEUSER BUSCH INBEV SPN ADR 110,047,860 110,047,860
ANJI MICROELECTRONICS TECH A 519,836 519,836
ANJI MICROELECTRONICS TECH A 2,572,487 2,572,487
ARCELORMITTAL 8,604,601 8,604,601
ARIAKE JAPAN CO LTD 16,760,615 16,760,615
ARTIENCE CO LTD 11,188,821 11,188,821
ASAHI GROUP HOLDINGS LTD 42,394,443 42,394,443
ASIA DRAGON TRUST PLC 47,329,838 47,329,838
ASML HOLDING NV 17,870,392 17,870,392
ASSA ABLOY AB B 11,004,256 11,004,256
ASTRA INTERNATIONAL TBK PT 52,141,460 52,141,460
AUTO TRADER GROUP PLC 4,885,884 4,885,884
AVI GLOBAL TRUST PLC 1,555,930 1,555,930
BAE SYSTEMS PLC 10,463,095 10,463,095
BAHIA DE LAS ISLETAS SL 1 1
BAHIA DE LAS ISLETAS SL 1 1
BAHIA DE LAS ISLETAS SL 1 1
BAHIA DE LAS ISLETAS SL 1 1
BAIDU INC CLASS A 6,961,971 6,961,971
BAILLIE GIFFORD CHINA GROWTH T 6,664,171 6,664,171
BAILLIE GIFFORD EUROPEAN GROWT 1,741,333 1,741,333
BAILLIE GIFFORD JAPAN TRUST PL 104,381 104,381
BAILLIE GIFFORD SHIN NIPPON PL 284,855 284,855
BANK OF IRELAND GROUP PLC 8,115,800 8,115,800
BANKERS INVESTMENT TRUST PLC/T 556,836 556,836
BARCLAYS PLC 10,424,610 10,424,610
BARRATT DEVELOPMENTS PLC 3,333,205 3,333,205
BASF SE 2,693,433 2,693,433
BAYERISCHE MOTOREN WERKE AG 8,847,573 8,847,573
BEFESA SA 1,843,787 1,843,787
BEIJING KINGSOFT OFFICE SO A 2,229,210 2,229,210
BEIJING NEW BUILDING MATER A 4,364,215 4,364,215
BEIJING NEW BUILDING MATER A 45,804,450 45,804,450
BELLEVUE HEALTHCARE TRUST PLC 387,709 387,709
BERKSHIRE HATHAWAY INC CL B 7,103,365,034 7,103,365,034
BH MACRO LTD 841,571 841,571
BH MACRO LTD 951,016 951,016
BID CORP LTD 42,048,128 42,048,128
BIDVEST GROUP LTD 70,231,107 70,231,107
BIOPHARMA CREDIT PLC/THE FUND 1,240,437 1,240,437
BLACKROCK CALIFORNIA MUNICIPAL 1,980,198 1,980,198
BLACKROCK CORE BOND TRUST 271,692 271,692
BLACKROCK CREDIT ALLOCATION IN 1,223,085 1,223,085
BLACKROCK ENERGY AND RESOURCES 940,834 940,834
BLACKROCK ENHANCED INTERNATION 2,731,620 2,731,620
BLACKROCK ESG CAPITAL ALLOCATI 2,188,857 2,188,857
BLACKROCK FRONTIERS INVESTMENT 16,104,320 16,104,320
BLACKROCK HEALTH SCIENCES TERM 293,000 293,000
BLACKROCK INCOME TRUST INC 650,181 650,181
BLACKROCK LATIN AMERICAN INVES 8,708,026 8,708,026
BLACKROCK MUNICIPAL 2030 TARGE 2,003,269 2,003,269
BLACKROCK MUNICIPAL INCOME FUN 477,810 477,810
BLACKROCK MUNIVEST FUND INC 269,150 269,150
BLACKROCK MUNIYIELD MICHIGAN Q 45,360 45,360
BLACKROCK MUNIYIELD NEW YORK Q 190,144 190,144
BLACKROCK MUNIYIELD QUALITY FU 139,214 139,214
BLACKROCK RESOURCES + COMMODIT 915,324 915,324
BLACKROCK SMALLER COS TRUST PL 328,201 328,201
BLACKSTONE SENIOR FLOATING RAT 24,965 24,965
BLACKSTONE STRATEGIC CREDIT 20 1,133,540 1,133,540
BNP PARIBAS 5,122,863 5,122,863
BP PLC 23,207,375 23,207,375
BRANDYWINEGLOBAL GLOBAL INCOME 297,455 297,455
BRENNTAG SE 10,009,228 10,009,228
BRIDGESTONE CORP 38,205,646 38,205,646
BROOKFIELD REAL ASSETS INCOME 1,180,070 1,180,070
BRUNNER INVESTMENT TRUST PLC/T 1,728,720 1,728,720
BUCHER INDUSTRIES AG REG 47,354,776 47,354,776
BUNZL PLC 9,028,567 9,028,567
C+D INTERNATIONAL INVESTMENT 20,494,465 20,494,465
C+D PROPERTY MANAGEMENT GROU 5,996,769 5,996,769
CAIXABANK SA 10,292,726 10,292,726
CALEDONIA INVESTMENTS PLC 5,456,514 5,456,514
CAMPFIRE TOPCO LIMITED 1 1
CANADIAN NATL RAILWAY CO 6,887,889,125 6,887,889,125
CANON MARKETING JAPAN INC 38,671,443 38,671,443
CAPITA PLC 738,764 738,764
CARLSBERG AS B 5,986,144 5,986,144
CARVANA CO 27,528,800 27,528,800
CATERPILLAR INC 2,174,243,051 2,174,243,051
CHINA FUND INC/THE 5,394,015 5,394,015
CHINA HONGQIAO GROUP LTD 5,482,836 5,482,836
CHINA MEIDONG AUTO HOLDINGS 6,926,513 6,926,513
CHINA PACIFIC INSURANCE GR A 30,238,173 30,238,173
CHINA RESOURCES BEER HOLDING 39,067,945 39,067,945
CHINA RESOURCES SANJIU MED A 7,432,406 7,432,406
CHINA STATE CONSTRUCTION DEV 4,787,598 4,787,598
CHRYSALIS INVESTMENTS LTD 11,419,448 11,419,448
CIA DE MINAS BUENAVENTUR ADR 42,558,813 42,558,813
CIE FINANCIERE RICHEMO A REG 13,829,350 13,829,350
CINEWORLD GROUP PLC 1 1
CK ASSET HOLDINGS LTD 4,380,071 4,380,071
CLOSE BROTHERS GROUP PLC 1,967,659 1,967,659
CNH INDUSTRIAL NV 10,019,274 10,019,274
COCA COLA EUROPACIFIC PARTNE 3,876,860 3,876,860
COCA COLA FEMSA SAB DE CV 1,338,842 1,338,842
COCA COLA FEMSA SAB SP ADR 588,161,006 588,161,006
COLOPLAST B 10,069,913 10,069,913
COMMERCIAL INTERNATIONAL BAN 44,244,227 44,244,227
COMPASS GROUP PLC 13,507,809 13,507,809
CONCORDIA FINANCIAL GROUP LT 42,750,816 42,750,816
CONTEMPORARY AMPEREX TECHN A 3,614,086 3,614,086
CONVATEC GROUP PLC 6,001,352 6,001,352
COUPANG INC 149,725,849 149,725,849
CP ALL PCL FOREIGN 33,944,376 33,944,376
CREDICORP LTD 54,946,496 54,946,496
CREDIT SAISON CO LTD 21,324,456 21,324,456
CROWN CASTLE INC 163,578,094 163,578,094
CSPC PHARMACEUTICAL GROUP LT 58,637,478 58,637,478
CVS GROUP PLC 1,180,018 1,180,018
CWT TRAVEL HOLDINGS, INC 1 1
DAI ICHI LIFE HOLDINGS INC 119,106,983 119,106,983
DAIEI KANKYO CO LTD 7,577,319 7,577,319
DAIFUKU CO LTD 11,146,562 11,146,562
DAIWA HOUSE INDUSTRY CO LTD 45,429,014 45,429,014
DAIWABO HOLDINGS CO LTD 21,795,998 21,795,998
DANAHER CORP 86,289,820 86,289,820
DAVIDE CAMPARI MILANO NV 6,171,559 6,171,559
DCC PLC 5,914,289 5,914,289
DEERE + CO 1,422,488,741 1,422,488,741
DEMANT A/S 5,768,148 5,768,148
DENKA CO LTD 24,701,512 24,701,512
DIAGEO PLC 27,567,219 27,567,219
DISCO CORP 63,345,113 63,345,113
DIVERSE INCOME TRUST PLC/ THE 1,251,700 1,251,700
DNB BANK ASA 8,088,946 8,088,946
DON JERSEY TOPCO LIMITED 600,949 600,949
DONG E E JIAOCO LTD A 9,902,262 9,902,262
DONGFENG MOTOR GRP CO LTD H 20,755,898 20,755,898
DOWA HOLDINGS CO LTD 30,441,311 30,441,311
DOWLAIS GROUP PLC 66,023 66,023
DS SMITH PLC 3,011,480 3,011,480
DUFF + PHELPS UTILITY AND INFR 158,925 158,925
DWS MUNICIPAL INCOME TRUST 25,159 25,159
EASYJET PLC 4,926,281 4,926,281
EATON VANCE LTD DURATION INCOM 201,736 201,736
EATON VANCE MUNICIPAL BOND FUN 399,750 399,750
EATON VANCE NEW YORK MUNICIPAL 28,110 28,110
EATON VANCE TAX MANAGED GLOBAL 607,888 607,888
ECOLAB INC 1,034,999,027 1,034,999,027
EDENRED 10,915,926 10,915,926
ELIS SA 3,188,307 3,188,307
EMAAR PROPERTIES PJSC 79,060,902 79,060,902
ENTAIN PLC 7,928,548 7,928,548
EQUINOR ASA 6,881,132 6,881,132
ESC CEF GOLDMAN SACHS 1 1
ESSILORLUXOTTICA 6,416,735 6,416,735
EUROFINS SCIENTIFIC 5,477,090 5,477,090
EUROPEAN OPPORTUNITIES TRUST P 5,993,270 5,993,270
EXEO GROUP INC 32,437,399 32,437,399
EXPERIAN PLC 5,041,606 5,041,606
F+C INVESTMENT TRUST PLC 2,777,184 2,777,184
FEDEX CORP 388,147,555 388,147,555
FIDELITY ASIAN VALUES PLC 324,865 324,865
FIDELITY CHINA SPECIAL SITUATI 54,733,796 54,733,796
FIDELITY EMERGING MARKETS LTD 34,054,986 34,054,986
FIDELITY EUROPEAN TRUST PLC 6,828,952 6,828,952
FIDELITY JAPAN TRUST PLC 1,256,361 1,256,361
FINSBURY GROWTH + INCOME TRUST 339,627 339,627
FIRST TRUST HIGH YIELD OPPORTU 1,286,533 1,286,533
FIRST TRUST INTERMEDIATE DURAT 94,223 94,223
FLUIDRA SA 6,368,609 6,368,609
FLUTTER ENTERTAINMENT PLC 14,237,968 14,237,968
FOMENTO DE CONSTRUC Y CONTRA 130,871,443 130,871,443
FORESIGHT GROUP HOLDINGS LTD 6,043,825 6,043,825
FRANCHISE BRANDS PLC 5,529,941 5,529,941
FRESENIUS MEDICAL CARE AG 5,153,884 5,153,884
FRONTIER EMERGING MARKETS FUND 3,527,606 3,527,606
FUJI CORP/AICHI 40,121,382 40,121,382
FUJI MEDIA HOLDINGS INC 63,999,428 63,999,428
FUJI SEAL INTERNATIONAL INC 19,443,894 19,443,894
FUJIFILM HOLDINGS CORP 24,100,390 24,100,390
FUJIKURA LTD 8,086,441 8,086,441
FUKUDA DENSHI CO LTD 15,683,076 15,683,076
FUKUOKA FINANCIAL GROUP INC 12,389,523 12,389,523
FUNDSMITH EMERGING EQUITIES TR 72,301 72,301
FUTURE PLC 2,024,069 2,024,069
GEA GROUP AG 4,353,362 4,353,362
GEBERIT AG REG 10,495,018 10,495,018
GERRESHEIMER AG 3,097,113 3,097,113
GESTAMP AUTOMOCION SA 1,126,670 1,126,670
GETINGE AB B SHS 397,060 397,060
GETLINK SE 1,208,124 1,208,124
GIVAUDAN REG 700,616,608 700,616,608
GLENCORE PLC 16,262,958 16,262,958
GN STORE NORD A/S 2,169,664 2,169,664
GUANGDONG GREAT RIVER SMAR A 7,463,791 7,463,791
GULF INVESTMENT FUND PLC 6,918,446 6,918,446
H WORLD GROUP LTD 3,657,865 3,657,865
H WORLD GROUP LTD ADR 1,974,130 1,974,130
H.U. GROUP HOLDINGS INC 32,563,545 32,563,545
HAIER SMART HOME CO LTD A 14,161,619 14,161,619
HAIER SMART HOME CO LTD H 48,909,261 48,909,261
HAKUHODO DY HOLDINGS INC 13,731,195 13,731,195
HANNOVER RUECK SE 6,367,401 6,367,401
HANSA INVESTMENT CO LTD 8,645,449 8,645,449
HARBOURVEST GLOBAL PRIVATE EQU 12,167,356 12,167,356
HAYS PLC 347,629 347,629
HDFC BANK LIMITED 73,090,735 73,090,735
HEINEKEN HOLDING NV 791,905,504 791,905,504
HEINEKEN NV 6,308,495 6,308,495
HELLOFRESH SE 2,922,546 2,922,546
HENDERSON ALTERNATIVE STRATEGI 3,946 3,946
HENDERSON EUROPEAN FOCUS TRUST 1,030,861 1,030,861
HENDERSON EUROTRUST PLC 2,225,892 2,225,892
HENDERSON SMALLER COMPANIES IN 1,284,895 1,284,895
HERO MOTOCORP LTD 85,755,562 85,755,562
HI LEX CORP 3,663,073 3,663,073
HICL INFRASTRUCTURE PLC 905,976 905,976
HIROSE ELECTRIC CO LTD 35,874,820 35,874,820
HISCOX LTD 4,726,666 4,726,666
HITACHI LTD 66,640,985 66,640,985
HOGY MEDICAL CO LTD 18,839,130 18,839,130
HOLCIM LTD 6,350,518 6,350,518
HOLLYWOOD BOWL GROUP PLC 6,865,561 6,865,561
HON HAI PRECISION INDUSTRY 55,007,843 55,007,843
HONDA MOTOR CO LTD 53,033,054 53,033,054
HONG KONG EXCHANGES + CLEAR 11,875,188 11,875,188
HORMEL FOODS CORP 70,490,762 70,490,762
HUNDSUN TECHNOLOGIES INC A 4,196,461 4,196,461
HYUNDAI MOBIS CO LTD 28,789,639 28,789,639
HYUNDAI MOTOR CO 95,770,301 95,770,301
ICAPITAL.BIZ BHD 2,684,903 2,684,903
IG GROUP HOLDINGS PLC 1,159,340 1,159,340
INABA DENKI SANGYO CO LTD 2,652,859 2,652,859
INCHCAPE PLC 2,778,379 2,778,379
INDIA CAPITAL GROWTH FUND LTD 2,833,535 2,833,535
INFRONEER HOLDINGS INC 33,848,064 33,848,064
INPEX CORP 122,394,318 122,394,318
INSIGHT SELECT INCOME FUND 342,668 342,668
INTERCONTINENTAL HOTELS GROU 5,394,437 5,394,437
INTERNATIONAL PERSONAL FINAN 808,497 808,497
INTERNATIONAL PUBLIC PARTNERSH 912,656 912,656
INTERTEK GROUP PLC 8,843,107 8,843,107
INVESCO ASIA TRUST PLC 10,789,312 10,789,312
INVESCO BOND FUND 150,609 150,609
INVESCO MUNICIPAL OPPORTUNITY 20,652 20,652
INVESCO QUALITY MUNICIPAL INCO 231,863 231,863
INVESCO TRUST FOR INVESTMENT G 16,378 16,378
IRISH CONTINENTAL GROUP PLC 1,642,452 1,642,452
ISHARES 0 5 YEAR INVESTMENT GR 195,816 195,816
ISHARES 1 3 YEAR TREASURY BOND 1,728,009 1,728,009
ISHARES 10 YEAR INVESTMENT GR 99,742 99,742
ISHARES 20 YEAR TREASURY BOND 584,381 584,381
ISHARES 7 10 YEAR TREASURY BON 1,717,863 1,717,863
ISHARES CORE MSCI EAFE ETF 1,228,522 1,228,522
ISHARES IBOXX INVESTMENT GRA 479,047 479,047
ISHARES MSCI AUSTRALIA ETF 4,380,372 4,380,372
ISHARES MSCI CANADA ETF 1,650,563 1,650,563
ISHARES MSCI CHINA ETF 2,308,980 2,308,980
ISHARES MSCI EAFE VALUE ETF 1,995,638 1,995,638
ISHARES MSCI EUROZONE ETF 4,916,539 4,916,539
ISHARES MSCI FRANCE ETF 2,303,706 2,303,706
ISHARES MSCI JAPAN ETF 5,024,086 5,024,086
ISHARES MSCI SAUDI ARABIA ETF 5,138,947 5,138,947
ISHARES MSCI SWITZERLAND ETF 1,986,986 1,986,986
ISHARES MSCI TAIWAN ETF 17,550,779 17,550,779
ISHARES S+P/TSX 60 INDEX ETF 4,246,305 4,246,305
ISUZU MOTORS LTD 23,267,419 23,267,419
ITAU UNIBANCO H SPON PRF ADR 87,812,576 87,812,576
ITOCHU CORP 19,324,236 19,324,236
ITV PLC 2,322,645 2,322,645
IVECO GROUP NV 649,933 649,933
JAPAN EXCHANGE GROUP INC 51,604,757 51,604,757
JAPAN POST HOLDINGS CO LTD 12,738,836 12,738,836
JAPAN PURE CHEMICAL CO LTD 2,731,383 2,731,383
JAPAN SMALLER CAPITALIZATION F 2,586,080 2,586,080
JCDECAUX SE 1,367,557 1,367,557
JCET GROUP CO LTD A 1,684,104 1,684,104
JCET GROUP CO LTD A 1,819,253 1,819,253
JIANGSU HENGRUI PHARMACEUT A 64,055 64,055
JIANGSU HENGRUI PHARMACEUT A 5,292,756 5,292,756
JIANGZHONG PHARMACEUTICAL A 7,317,215 7,317,215
JINGJIN EQUIPMENT A 3,477,859 3,477,859
JOHN HANCOCK INCOME SECURITIES 493,811 493,811
JOHN HANCOCK INVESTORS TRUST 8,579 8,579
JOHN HANCOCK TAX ADVANTAGED GL 43,665 43,665
JOHN WOOD GROUP PLC 2,066,020 2,066,020
JOLLIBEE FOODS CORP 9,071,011 9,071,011
JPMORGAN ASIA GROWTH + INCOME 3,715,443 3,715,443
JPMORGAN CHINA GROWTH + INCOME 4,674,048 4,674,048
JPMORGAN EMERGING MARKETS INVE 35,248,007 35,248,007
JPMORGAN EUROPEAN DISCOVERY TR 6,823,111 6,823,111
JPMORGAN EUROPEAN GROWTH + INC 3,878,402 3,878,402
JPMORGAN GLOBAL EMERGING MARKE 8,369,872 8,369,872
JPMORGAN INDIAN INVESTMENT TRU 42,483,644 42,483,644
JPMORGAN JAPAN SMALL CAP GROWT 1,223,667 1,223,667
JPMORGAN JAPANESE INVESTMENT T 5,621,944 5,621,944
JS GLOBAL LIFESTYLE CO LTD 1,338,885 1,338,885
JUBILEE METALS GROUP PLC 1,891,165 1,891,165
JUPITER FUND MANAGEMENT 903,263 903,263
KAKAKU.COM INC 42,484,596 42,484,596
KAMIGUMI CO LTD 11,102,213 11,102,213
KANDENKO CO LTD 19,548,872 19,548,872
KANEMATSU CORP 29,798,808 29,798,808
KAO CORP 12,008,937 12,008,937
KATAKURA INDUSTRIES CO LTD 4,066,534 4,066,534
KDDI CORP 10,325,628 10,325,628
KEYENCE CORP 42,741,098 42,741,098
KEYSTONE POSITIVE CHANGE INVES 164,417 164,417
KINDEN CORP 37,389,701 37,389,701
KIRIN HOLDINGS CO LTD 206,073,901 206,073,901
KOKUYO CO LTD 19,200,738 19,200,738
KOMATSU LTD 66,921,844 66,921,844
KONINKLIJKE AHOLD DELHAIZE N 7,084,448 7,084,448
KONINKLIJKE KPN NV 7,861,117 7,861,117
KONOIKE TRANSPORT CO LTD 10,910,484 10,910,484
KOREA FUND INC/THE 5,585,510 5,585,510
KRAFT HEINZ CO/THE 96,983,748 96,983,748
KUBOTA CORP 11,293,001 11,293,001
KUREHA CORP 11,950,631 11,950,631
KWEICHOW MOUTAI CO LTD A 5,110,685 5,110,685
KWEICHOW MOUTAI CO LTD A 16,204,035 16,204,035
KYOCERA CORP 36,926,634 36,926,634
KYUDENKO CORP 42,410,992 42,410,992
L OCCITANE INTERNATIONAL SA 7,292,397 7,292,397
LAZARD WORLD TRUST FUND 1 1
LEGRAND SA 5,229,707 5,229,707
LG CORP 16,015,258 16,015,258
LI AUTO INC CLASS A 5,651,497 5,651,497
LINTEC CORP 13,264,293 13,264,293
LLOYDS BANKING GROUP PLC 6,793,949 6,793,949
LOUNGERS PLC 3,313,204 3,313,204
LUXSHARE PRECISION INDUSTR A 12,676,271 12,676,271
LUXSHARE PRECISION INDUSTR A 61,864,957 61,864,957
MACROMILL INC 17,445,543 17,445,543
MADISON SQUARE GARDEN SPORTS 107,717,183 107,717,183
MAINSTAY CBRE GLOBAL INFRASTRU 1,328,101 1,328,101
MAINSTAY MACKAY DEFINEDTERM MU 440,846 440,846
MAN WAH HOLDINGS LTD 4,003,173 4,003,173
MANDATUM OYJ 263,313 263,313
MANDOM CORP 9,192,081 9,192,081
MARLOWE PLC 2,576,370 2,576,370
MARUI GROUP CO LTD 12,332,365 12,332,365
MARUICHI STEEL TUBE LTD 32,429,713 32,429,713
MASAN CONSUMER CORP 3,741,815 3,741,815
MATSUKIYOCOCOKARA + CO 5,161,199 5,161,199
MAXELL LTD 15,066,648 15,066,648
MEDIPAL HOLDINGS CORP 67,460,996 67,460,996
MEGMILK SNOW BRAND CO LTD 19,827,934 19,827,934
MEITUAN CLASS B 20,421,115 20,421,115
MELCO INTERNATIONAL DEVELOP. 3,822,706 3,822,706
MELROSE INDUSTRIES PLC 206,349 206,349
MERCANTILE INVESTMENT TRUST PL 1,649,417 1,649,417
MEXICO FUND INC/THE 14,039,598 14,039,598
MFS CHARTER INCOME TRUST 196,849 196,849
MFS GOVERNMENT MARKETS INCOME 418,844 418,844
MFS HIGH YIELD MUNICIPAL TRUST 931,451 931,451
MFS INTERMEDIATE INCOME TRUST 693,027 693,027
MFS MULTIMARKET INCOME TRUST 269,610 269,610
MGM CHINA HOLDINGS LTD 10,421,519 10,421,519
MICROSOFT CORP 14,368,815,179 14,368,815,179
MIDDLEFIELD CANADIAN INCOME PC 1,080,730 1,080,730
MIDEA GROUP CO LTD A 53,943,146 53,943,146
MIDWICH GROUP PLC 801,916 801,916
MILBON CO LTD 3,720,726 3,720,726
MILITARY COMMERCIAL JOINT 6,404,013 6,404,013
MILLER/HOWARD HIGH DIVIDEND FU 2,811,109 2,811,109
MIPS AB 387,726 387,726
MIRAIT ONE CORP 14,109,306 14,109,306
MISUMI GROUP INC 36,017,077 36,017,077
MITSUBISHI ELECTRIC CORP 92,260,557 92,260,557
MITSUBISHI GAS CHEMICAL CO 30,797,542 30,797,542
MITSUBISHI HC CAPITAL INC 20,281,856 20,281,856
MITSUBISHI HEAVY INDUSTRIES 130,349,028 130,349,028
MITSUBISHI LOGISTICS CORP 62,616,842 62,616,842
MITSUBISHI UFJ FINANCIAL GRO 59,939,087 59,939,087
MIURA CO LTD 7,793,803 7,793,803
MOBIUS INVESTMENT TRUST PLC/FU 2,140,444 2,140,444
MONTAGE TECHNOLOGY CO LTD A 662,813 662,813
MONTAGE TECHNOLOGY CO LTD A 1,574,180 1,574,180
MONTANARO EUROPEAN SMALLER COS 347,748 347,748
MORGAN STANLEY CHINA A SHARE F 21,122,831 21,122,831
MORGAN STANLEY EMERGING MARKET 276,151 276,151
MORGAN STANLEY INDIA INVESTMEN 2,920,070 2,920,070
MORINAGA + CO LTD 15,371,326 15,371,326
MS+AD INSURANCE GROUP HOLDIN 31,703,230 31,703,230
MURRAY INTERNATIONAL TRUST PLC 1,038,148 1,038,148
NAGAILEBEN CO LTD 9,769,275 9,769,275
NAGASE + CO LTD 18,435,239 18,435,239
NAKANISHI INC 26,333,606 26,333,606
NAVER CORP 6,311,620 6,311,620
NCSOFT CORP 34,949,903 34,949,903
NEC CORP 87,077,387 87,077,387
NET ONE SYSTEMS CO LTD 24,982,898 24,982,898
NETEASE INC ADR 13,126,244 13,126,244
NEUBERGER BERMAN ENERGY INFRAS 1,144,357 1,144,357
NEW GERMANY FUND INC/THE 1,354,857 1,354,857
NEW ORIENTAL EDUCATIO SP ADR 14,963,776 14,963,776
NEXON CO LTD 5,023,083 5,023,083
NEXT 15 GROUP PLC 1,113,665 1,113,665
NH FOODS LTD 76,521,365 76,521,365
NHK SPRING CO LTD 19,740,566 19,740,566
NIKON CORP 22,923,393 22,923,393
NINGBO ORIENT WIRES + CABL A 3,194,707 3,194,707
NIPPON ACTIVE VALUE FUND PLC/F 886,644 886,644
NIPPON DENSETSU KOGYO CO LTD 8,614,768 8,614,768
NIPPON ELECTRIC GLASS CO LTD 15,587,140 15,587,140
NIPPON SEIKI CO LTD 4,637,466 4,637,466
NIPPON TELEGRAPH + TELEPHONE 166,246,646 166,246,646
NIPPON TELEVISION HOLDINGS 62,993,593 62,993,593
NISSAN CHEMICAL CORP 13,489,661 13,489,661
NISSHINBO HOLDINGS INC 31,127,894 31,127,894
NOMURA HOLDINGS INC 79,807,490 79,807,490
NOVO NORDISK A/S B 39,357,950 39,357,950
NS SOLUTIONS CORP 29,079,710 29,079,710
NSD CO LTD 22,504,492 22,504,492
NSK LTD 4,646,842 4,646,842
NUVEEN AMT FREE MUNICIPAL CRED 56,866 56,866
NUVEEN AMT FREE QUALITY MUNICI 2,808,454 2,808,454
NUVEEN CALIF MUN VALUE FD INC 340 340
NUVEEN CORE PLUS IMPACT FUND 160,282 160,282
NUVEEN CREDIT STRATEGIES INCOM 78,316 78,316
NUVEEN GLOBAL HIGH INCOME FUND 146,681 146,681
NUVEEN MORTGAGE AND INCOME FUN 174,809 174,809
NUVEEN MUNICIPAL CREDIT INCOME 253,137 253,137
NUVEEN NEW JERSEY QUALITY MUNI 212,287 212,287
NUVEEN NEW YORK AMT FREE QUALI 91,148 91,148
NUVEEN PENNSYLVANIA QUALITY MU 94,944 94,944
NUVEEN QUALITY MUNICIPAL INCOM 469,072 469,072
OAKLEY CAPITAL INVESTMENTS LTD 1,094,570 1,094,570
OBAYASHI CORP 122,399,801 122,399,801
OBIC CO LTD 39,808,093 39,808,093
OCEAN WILSONS HOLDINGS LTD 15,138,026 15,138,026
OISIX RA DAICHI INC 3,270,230 3,270,230
OJI HOLDINGS CORP 27,067,961 27,067,961
OKUMA CORP 7,971,875 7,971,875
OKUMURA CORP 12,794,191 12,794,191
ON HOLDING AG CLASS A 13,485,000 13,485,000
ORACLE CORP JAPAN 57,480,387 57,480,387
ORION CORP/REPUBLIC OF KOREA 30,223,140 30,223,140
PACIFIC HORIZON INVESTMENT TRU 2,949,154 2,949,154
PACIFIC INDUSTRIAL CO LTD 14,799,308 14,799,308
PAGEGROUP PLC 4,823,457 4,823,457
PANTHEON INTERNATIONAL PLC/THE 6,855,795 6,855,795
PARAMOUNT BED HOLDINGS CO LT 12,087,991 12,087,991
PDD HOLDINGS INC 41,844,660 41,844,660
PENTA OCEAN CONSTRUCTION CO 40,242,653 40,242,653
PERSOL HOLDINGS CO LTD 8,064,619 8,064,619
PETS AT HOME GROUP PLC 2,141,863 2,141,863
PGIM SHORT DURATION HIGH YIELD 2,069,790 2,069,790
PHU NHUAN JEWELRY JSC 2,082,946 2,082,946
PIOLAX INC 5,784,508 5,784,508
PIONEER MUNICIPAL HIGH INCOME 1,691,570 1,691,570
PLAYTECH PLC 1,960,559 1,960,559
POLAR CAPITAL GLOBAL FINANCIAL 2,298,995 2,298,995
POLAR CAPITAL GLOBAL HEALTHCAR 1,860,420 1,860,420
PROSUS NV 42,116,785 42,116,785
PRUDENTIAL PLC 12,100,966 12,100,966
PUTNAM MASTER INTERMEDIATE INC 38,248 38,248
PUTNAM PREMIER INCOME TRUST 312,261 312,261
QUANG NGAI SUGAR JSC 4,847,113 4,847,113
RANDSTAD NV 4,868,540 4,868,540
RATHBONES GROUP PLC 2,044,022 2,044,022
RECKITT BENCKISER GROUP PLC 10,319,832 10,319,832
RELX PLC 15,504,308 15,504,308
REMGRO LTD 12,514,047 12,514,047
RENESAS ELECTRONICS CORP 94,306,491 94,306,491
RENEWABLES INFRASTRUCTURE GROU 557,610 557,610
REPLY SPA 504,658 504,658
RESONA HOLDINGS INC 137,748,624 137,748,624
RESTORE PLC 2,243,647 2,243,647
REXEL SA 3,403,527 3,403,527
RICOH LEASING CO LTD 10,675,628 10,675,628
RIGHTMOVE PLC 6,206,875 6,206,875
RIO TINTO PLC 1,036,601 1,036,601
ROHM CO LTD 20,839,039 20,839,039
ROLLS ROYCE HOLDINGS PLC 12,232,578 12,232,578
ROTORK PLC 3,701,729 3,701,729
RTW BIOTECH OPPORTUNITIES LTD 68,401 68,401
RWS HOLDINGS PLC 467,520 467,520
S F HOLDING CO LTD A 4,557,119 4,557,119
SAMPO OYJ A SHS 8,755,501 8,755,501
SAMSONITE INTERNATIONAL SA 6,343,393 6,343,393
SAMSUNG C+T CORP 29,163,291 29,163,291
SAMSUNG ELECTRONICS CO LTD 114,796,147 114,796,147
SAN A CO LTD 34,577,678 34,577,678
SANDVIK AB 5,567,454 5,567,454
SANKI ENGINEERING CO LTD 8,689,176 8,689,176
SANKYU INC 22,917,234 22,917,234
SANY HEAVY EQUIPMENT INTL 21,280,257 21,280,257
SANY HEAVY INDUSTRY CO LTD A 495,256 495,256
SATELLITE CHEMICAL CO LTD A 51,994 51,994
SATELLITE CHEMICAL CO LTD A 79,909,137 79,909,137
SCHIBSTED ASA CL A 393,679 393,679
SCHNEIDER ELECTRIC SE 15,157,035 15,157,035
SCHRODER ASIAN TOTAL RETURN IN 279,530 279,530
SCHRODER ASIAPACIFIC FUND PLC 34,832,347 34,832,347
SCHRODER JAPAN TRUST PLC 1,314,142 1,314,142
SCHRODER UK MID CAP FUND PLC 525,002 525,002
SCHRODERS CAPITAL GLOBAL INNOV 3,510,496 3,510,496
SCHRODINGER INC 249,943,571 249,943,571
SCHRODINGER TBD 328,078,109 328,078,109
SCOTTISH ORIENTAL SMALLER COMP 29,489,386 29,489,386
SCSK CORP 15,189,789 15,189,789
SECOM CO LTD 20,781,086 20,781,086
SEGA SAMMY HOLDINGS INC 46,214,291 46,214,291
SEINO HOLDINGS CO LTD 4,246,276 4,246,276
SEKISUI CHEMICAL CO LTD 4,859,950 4,859,950
SEKISUI HOUSE LTD 17,772,734 17,772,734
SEKISUI JUSHI CORP 7,758,831 7,758,831
SELECTED AMERICAN SHARES INC 103,429,848 103,429,848
SENKO GROUP HOLDINGS CO LTD 8,333,732 8,333,732
SEQUOIA ECONOMIC INFRASTRUCTUR 1,351,405 1,351,405
SERCO GROUP PLC 13,434,561 13,434,561
SERIA CO LTD 3,157,112 3,157,112
SEVEN + I HOLDINGS CO LTD 6,901,479 6,901,479
SHANGHAI BAOSIGHT SOFTWARE B 9,198,941 9,198,941
SHANGHAI HANBELL PRECISE A 1,412,397 1,412,397
SHANGHAI HANBELL PRECISE A 1,412,397 1,412,397
SHANGHAI UNITED IMAGING HE A 6,123,935 6,123,935
SHARKNINJA INC 12,402,073 12,402,073
SHENZHEN MINDRAY BIO MEDIC A 5,859,367 5,859,367
SHENZHEN MINDRAY BIO MEDIC A 20,815,093 20,815,093
SHENZHEN NEW INDUSTRIES BI A 2,533,159 2,533,159
SHENZHEN NEW INDUSTRIES BI A 6,635,709 6,635,709
SHENZHOU INTERNATIONAL GROUP 4,314,194 4,314,194
SHIMANO INC 43,490,339 43,490,339
SHIN ETSU CHEMICAL CO LTD 59,833,134 59,833,134
SHIP HEALTHCARE HOLDINGS INC 9,955,827 9,955,827
SHOEI CO LTD 13,709,292 13,709,292
SIGMAROC PLC 3,982,347 3,982,347
SIKA AG REG 1,032,527,844 1,032,527,844
SINOMA SCIENCE+TECHNOLOGY A 17,502,042 17,502,042
SITC INTERNATIONAL HOLDINGS 16,677,908 16,677,908
SMITH + NEPHEW PLC 239,489 239,489
SMITHSON INVESTMENT TRUST PLC 2,901,840 2,901,840
SOMPO HOLDINGS INC 29,104,270 29,104,270
SONOSCAPE MEDICAL CORP A 2,534,333 2,534,333
SONOVA HOLDING AG REG 2,805,782 2,805,782
SONY GROUP CORP 33,291,956 33,291,956
SSP GROUP PLC 7,273,685 7,273,685
ST JAMES S PLACE PLC 689,616 689,616
STABILUS SE 2,636,309 2,636,309
STANDARD BANK GROUP LTD 45,098,146 45,098,146
STANDARD CHARTERED PLC 4,388,679 4,388,679
STANLEY ELECTRIC CO LTD 24,793,073 24,793,073
STARWOOD EUROPEAN REAL ESTATE 1,145,532 1,145,532
SUMCO CORP 27,828,368 27,828,368
SUMITOMO BAKELITE CO LTD 36,516,146 36,516,146
SUMITOMO ELECTRIC INDUSTRIES 43,938,679 43,938,679
SUMITOMO FORESTRY CO LTD 25,340,828 25,340,828
SUMITOMO HEAVY INDUSTRIES 26,098,915 26,098,915
SUMITOMO METAL MINING CO LTD 35,816,025 35,816,025
SUMITOMO MITSUI FINANCIAL GR 88,139,935 88,139,935
SUMITOMO MITSUI TRUST HOLDIN 162,705,496 162,705,496
SUMITOMO WAREHOUSE CO LTD 15,212,264 15,212,264
SUNRESIN NEW MATERIALS CO A 2,243,876 2,243,876
SUNRESIN NEW MATERIALS CO A 2,276,234 2,276,234
SUZHOU MAXWELL TECHNOLOGIE A 11,768,058 11,768,058
SUZHOU MAXWELL TECHNOLOGIE A 25,188,364 25,188,364
SUZUKI MOTOR CORP 29,903,961 29,903,961
SVENSKA HANDELSBANKEN A SHS 6,367,407 6,367,407
SWISS HELVETIA FUND INC/THE 663,265 663,265
T HASEGAWA CO LTD 22,579,416 22,579,416
T+D HOLDINGS INC 59,060,648 59,060,648
TAIHEIYO CEMENT CORP 58,101,448 58,101,448
TAIKISHA LTD 9,851,752 9,851,752
TAISEI CORP 37,666,428 37,666,428
TAISEI LAMICK CO LTD 2,597,132 2,597,132
TAIWAN FUND INC/THE/MD 13,176,611 13,176,611
TAKAMATSU CONSTRUCTION GROUP 6,677,969 6,677,969
TAL EDUCATION GROUP ADR 5,829,099 5,829,099
TATA CONSULTANCY SVCS LTD 114,403,123 114,403,123
TAYLOR WIMPEY PLC 184,021 184,021
TBS HOLDINGS INC 79,546,465 79,546,465
TDK CORP 18,915,087 18,915,087
TEAM INTERNET GROUP PLC 5,497,573 5,497,573
TECHNICOLOR CREATIVE STUDIOS 20,290 20,290
TECHNICOLOR CREATIVE STUDIOS 187,275 187,275
TECHNIP ENERGIES NV 4,472,364 4,472,364
TECHTRONIC INDUSTRIES CO LTD 4,027,752 4,027,752
TELKOM INDONESIA PERSERO TBK 41,984,675 41,984,675
TEMPLETON DRAGON FUND INC 9,599,815 9,599,815
TEMPLETON EMERGING MARKETS FUN 9,172,981 9,172,981
TEMPLETON EMERGING MARKETS INV 99,918,210 99,918,210
TEN ENTERTAINMENT GROUP PLC 658,115 658,115
TENARIS SA ADR 60,386,706 60,386,706
TENCENT HOLDINGS LTD 52,880,373 52,880,373
TESCO PLC 7,406,586 7,406,586
THIRD POINT INVESTORS LTD 14,671,488 14,671,488
THK CO LTD 50,354,373 50,354,373
TIANGONG INTL CO LTD 9,279,905 9,279,905
TOAGOSEI CO LTD 12,651,440 12,651,440
TOCALO CO LTD 6,372,125 6,372,125
TODA CORP 20,180,451 20,180,451
TOKAI CARBON CO LTD 14,503,791 14,503,791
TOKAI RIKA CO LTD 13,884,948 13,884,948
TOKIO MARINE HOLDINGS INC 44,674,467 44,674,467
TOKYO SEIMITSU CO LTD 12,104,219 12,104,219
TONGCHENG TRAVEL HOLDINGS LT 5,226,734 5,226,734
TOPCON CORP 4,733,154 4,733,154
TOPPAN HOLDINGS INC 53,311,463 53,311,463
TOPRE CORP 6,993,545 6,993,545
TOPSPORTS INTERNATIONAL HOLD 14,622,740 14,622,740
TOSEI CORP 20,866,653 20,866,653
TOYO SEIKAN GROUP HOLDINGS L 79,641,068 79,641,068
TOYO SUISAN KAISHA LTD 64,873,486 64,873,486
TOYOTA INDUSTRIES CORP 88,374,947 88,374,947
TOYOTA MOTOR CORP 48,234,235 48,234,235
TR EUROPEAN GROWTH TRUST PLC 5,690,130 5,690,130
TR PROPERTY INVESTMENT TRUST P 950,567 950,567
TRAVELEX INTERNATIONAL LIMITED 55,989 55,989
TRAVELEX TOPCO LIMITED 1 1
TRIP.COM GROUP LTD 48,491,256 48,491,256
TRUWORTHS INTERNATIONAL LTD 27,670,543 27,670,543
TSUBAKIMOTO CHAIN CO 10,616,045 10,616,045
TSUMURA + CO 30,463,637 30,463,637
TUI AG 1,405,076 1,405,076
TV ASAHI HOLDINGS CORP 11,968,719 11,968,719
UNICHARM CORP 38,587,571 38,587,571
UNICREDIT SPA 13,249,373 13,249,373
UNIPRES CORP 3,244,716 3,244,716
UNITED PARCEL SERVICE CL B 118,722,643 118,722,643
USS CO LTD 13,715,313 13,715,313
UTILICO EMERGING MARKETS TRUST 29,026,386 29,026,386
VANGUARD FTSE ALL WORLD EX US 1,085,748 1,085,748
VANGUARD FTSE EMERGING MARKETS 2,574,833 2,574,833
VANGUARD INTERMEDIATE TERM COR 248,798 248,798
VANGUARD LONG TERM CORPORATE B 331,100 331,100
VANGUARD MORTGAGE BACKED SECUR 2,719,385 2,719,385
VANGUARD TOTAL BOND MARKET ETF 1,489,388 1,489,388
VANQUIS BANKING GROUP PLC 472,325 472,325
VANTIVA SA 94,704 94,704
VEF AB 9,382,377 9,382,377
VENTURE LIFE GROUP PLC 352,323 352,323
VERALTO CORP 10,227,633 10,227,633
VESTAS WIND SYSTEMS A/S 15,551,441 15,551,441
VIETNAM DAIRY PRODUCTS JSC 5,265,734 5,265,734
VIETNAM ENTERPRISE INVESTMENTS 200,448,717 200,448,717
VIETNAM HOLDING LTD 1,495,750 1,495,750
VIETTEL POST JSC 5,107,700 5,107,700
VINACAPITAL VIETNAM OPPORTUNIT 36,741,252 36,741,252
VIRTUS DIVIDEND INTEREST + PRE 1,086,914 1,086,914
VISCOFAN SA 2,253,682 2,253,682
VOYA ASIA PACIFIC HIGH DIVIDEN 3,415,910 3,415,910
VOYA EMERGING MARKETS HIGH DIV 3,962,771 3,962,771
VOYA INFRASTRUCTURE INDUSTRIAL 1,220,450 1,220,450
VROOM INC 1,506,250 1,506,250
WALMART DE MEXICO SAB DE CV 87,948,540 87,948,540
WALMART INC 477,704,566 477,704,566
WANHUA CHEMICAL GROUP CO A 47,963,010 47,963,010
WANT WANT CHINA HOLDINGS LTD 22,569,326 22,569,326
WARTSILA OYJ ABP 3,002,052 3,002,052
WASTE CONNECTIONS INC 320,807,352 320,807,352
WASTE MANAGEMENT INC 6,310,471,010 6,310,471,010
WEISS KOREA OPPORTUNITY FUND L 10,063,235 10,063,235
WESTERN ASSET EMERGING MARKETS 224,365 224,365
WESTERN ASSET GLOBAL CORPORATE 226,399 226,399
WESTERN ASSET HIGH INCOME OPPO 166,115 166,115
WESTERN ASSET INTERMEDIATE MUN 65,974 65,974
WESTERN ASSET INVESTMENT GRADE 37,059 37,059
WESTERN ASSET INVESTMENT GRADE 947,474 947,474
WESTERN ASSET PREMIER BOND FUN 234,371 234,371
WH SMITH PLC 2,666,225 2,666,225
WIENERBERGER AG 6,594,785 6,594,785
WILL SEMICONDUCTOR CO LTD A 1,640,026 1,640,026
WILL SEMICONDUCTOR CO LTD A 3,008,695 3,008,695
WITAN INVESTMENT TRUST PLC 210,597 210,597
WPP PLC 2,504,384 2,504,384
YAMATO KOGYO CO LTD 34,307,349 34,307,349
YODOGAWA STEEL WORKS LTD 8,388,779 8,388,779
YOKOGAWA BRIDGE HOLDINGS COR 9,116,500 9,116,500
YUNNAN ENERGY NEW MATERIAL A 6,537,489 6,537,489
YUNNAN ENERGY NEW MATERIAL A 45,712,772 45,712,772
YUSHIN PRECISION EQUIPMENT 3,927,342 3,927,342
ZENKOKU HOSHO CO LTD 16,784,211 16,784,211
ZEON CORP 20,218,027 20,218,027
ZHEJIANG DINGLI MACHINERY A 1,489,891 1,489,891
ZHEJIANG JINGSHENG MECHANI A 6,785,659 6,785,659
ZHEJIANG JINGSHENG MECHANI A 19,470,669 19,470,669
ZHEJIANG SANHUA INTELLIGEN A 4,512,267 4,512,267
ZHEJIANG SHUANGHUAN DRIVEL A 29,004,075 29,004,075
ZHONGSHENG GROUP HOLDINGS 9,034,330 9,034,330
ZHUZHOU CRRC TIMES ELECTRI H 1,639,826 1,639,826
ZOOMLION HEAVY INDUSTRY S A 3,977,462 3,977,462
ZOOMLION HEAVY INDUSTRY S A 30,090,767 30,090,767
ZOZO INC 100,603,224 100,603,224
ZTO EXPRESS CAYMAN INC ADR 45,876,552 45,876,552

TY 2023 InvestmentsGovtObligationsSch
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
US Government Securities - End of Year Book Value:

7,378,045,180
US Government Securities - End of Year Fair Market Value:

7,378,045,180
State & Local Government Securities - End of Year Book Value:


22,920,703
State & Local Government Securities - End of Year Fair Market Value:


22,920,703


TY 2023 InvestmentsOtherSchedule2
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Category/ Item Listed at Cost or FMV Book Value End of Year Fair Market Value
280 PARK AVENUE MORTGAGE TRUST FMV 2,102,470 2,102,470
3 MONTH SOFR FUT DEC24 FMV 213,164 213,164
3 MONTH SOFR FUT DEC25 FMV 707,095 707,095
3 MONTH SOFR FUT SEP26 FMV 10,355 10,355
3 MONTH SOFR OPT APR24P 94.75 FMV 12,200 12,200
3 MONTH SOFR OPT DEC24P 96 FMV 286,650 286,650
3 MONTH SOFR OPT JUN24C 95.87 FMV 145,613 145,613
3 MONTH SOFR OPT JUN24C 96 FMV 368,550 368,550
3 MONTH SOFR OPT MAR24C 95 FMV 777,444 777,444
522 FUNDING CLO LTD FMV 1,421,353 1,421,353
A+D MORTGAGE TRUST FMV 3,385,321 3,385,321
AAMES MORTGAGE INVESTMENT TRUS FMV 2,110,531 2,110,531
AB BSL CLO 4 LTD FMV 632,177 632,177
ABPCI DIRECT LENDING FUND CLO FMV 1,208,823 1,208,823
ACCESS GROUP INC FMV 428,660 428,660
ACCREDITED MORTGAGE LOAN TRUST FMV 2,854,599 2,854,599
ACE SECURITIES CORP. FMV 6,495 6,495
ACE SECURITIES CORP. FMV 1,224,160 1,224,160
ACURIS FINANCE US, INC. FMV 1,944,076 1,944,076
ADEVINTA ASA FMV 753,411 753,411
ADJUSTABLE RATE MORTGAGE TRUST FMV 6,012 6,012
ADJUSTABLE RATE MORTGAGE TRUST FMV 13,336 13,336
ADJUSTABLE RATE MORTGAGE TRUST FMV 72,448 72,448
ADJUSTABLE RATE MORTGAGE TRUST FMV 88,587 88,587
ADJUSTABLE RATE MORTGAGE TRUST FMV 120,443 120,443
ADJUSTABLE RATE MORTGAGE TRUST FMV 144,284 144,284
ADJUSTABLE RATE MORTGAGE TRUST FMV 154,758 154,758
ADJUSTABLE RATE MORTGAGE TRUST FMV 308,067 308,067
ADJUSTABLE RATE MORTGAGE TRUST FMV 473,232 473,232
ADJUSTABLE RATE MORTGAGE TRUST FMV 488,227 488,227
ADJUSTABLE RATE MORTGAGE TRUST FMV 11,266,057 11,266,057
ADVANZ PHARMA CORP FMV 829,697 829,697
AEGIS ASSET BACKED SECURITIES FMV 467,813 467,813
AENOVA HOLDING GMBH FMV 1,099,823 1,099,823
AGL CLO 13 LTD FMV 1,499,816 1,499,816
AI SRONA LUXMBRG ACQSTION SARL FMV 1,877,473 1,877,473
AIR CANADA FMV 345,288 345,288
ALBEA BEAUTY HOLDINGS S.A FMV 1 1
ALBION FINANCING 3 SARL FMV 3,024,995 3,024,995
ALI GROUP NORTH AMER CORP FMV 614,713 614,713
ALLEGRO CLO LTD FMV 396,515 396,515
ALLIED UNIVERSAL HOLDCO LLC FMV 1,604,176 1,604,176
ALLOY TOPCO LIMITED FMV 1 1
ALMONDE INC FMV 1 1
ALTERRA MOUNTAIN COMPANY FMV 210,150 210,150
ALTICE FINANCING SA FMV 1,872,795 1,872,795
ALTICE FRANCE SA FMV 918,781 918,781
AMC ENTMT INC SYNDICATED LNS FMV 1 1
AMEDES HOLDING AG FMV 1,035,610 1,035,610
AMER SPORTS OYJ FMV 1,600,413 1,600,413
AMERICAN EXPRESS CREDIT ACCOUN FMV 8,979,354 8,979,354
AMERICAN HOME MORTGAGE ASSETS FMV 1 1
AMERICAN HOME MORTGAGE ASSETS FMV 2,944 2,944
AMERICAN HOME MORTGAGE ASSETS FMV 47,736 47,736
AMERICAN HOME MORTGAGE ASSETS FMV 345,416 345,416
AMERICAN HOME MORTGAGE ASSETS FMV 826,368 826,368
AMERICAN HOME MORTGAGE ASSETS FMV 1,748,873 1,748,873
AMERICAN HOME MORTGAGE INVESTM FMV 2,566 2,566
AMERICAN HOME MORTGAGE INVESTM FMV 2,266,224 2,266,224
AMERICAN HOMES 4 RENT FMV 602,636 602,636
AMERICREDIT AUTOMOBILE RECEIVA FMV 508,271 508,271
AMERICREDIT AUTOMOBILE RECEIVA FMV 1,169,991 1,169,991
AMERIQUEST MORTGAGE SECURITIES FMV 1,144,398 1,144,398
AMERIQUEST MORTGAGE SECURITIES FMV 7,468,476 7,468,476
AMMERAAL BELTECH HOLDING B V FMV 1,376,670 1,376,670
AMMERAAL BELTECH HOLDING B.V. FMV 322,141 322,141
AMORTIZING RESIDENTIAL COLLATE FMV 5,540 5,540
AMSR TRUST FMV 743,958 743,958
AMSR TRUST FMV 1,132,251 1,132,251
ANARAFE S L U FMV 75,775 75,775
ANARAFE S L U FMV 277,818 277,818
ANARAFE SLU FMV 157,681 157,681
ANGEL OAK MORTGAGE TRUST FMV 366,017 366,017
APEX CREDIT CLO LLC FMV 492,304 492,304
APEX CREDIT CLO LLC FMV 686,986 686,986
API GROUP DE, INC. FMV 399,427 399,427
APIDOS CLO LTD FMV 489,435 489,435
ARCHROMA FINANCE SARL FMV 1,537,673 1,537,673
AREIT CRE TRUST FMV 1,359,680 1,359,680
AREIT CRE TRUST FMV 1,439,811 1,439,811
ARES CLO LTD FMV 629,980 629,980
ARES CLO LTD FMV 1,062,409 1,062,409
ARES CLO LTD FMV 1,276,654 1,276,654
ARES CLO LTD FMV 1,812,085 1,812,085
ARMOR MCP FMV 6,773,068 6,773,068
ARSENAL CAP PART GROWTH B LP FMV 7,270,370 7,270,370
ARSENAL CAP PART VI B LP FMV 105,337,096 105,337,096
ARVOS BIDCO S.A.R.L. FMV 178,924 178,924
ARVOS BIDCO S.A.R.L. FMV 178,924 178,924
ARVOS BIDCO S.A.R.L. FMV 625,020 625,020
ASSET BACKED FUNDING CERTIFICA FMV 4,736,538 4,736,538
ASSET BACKED SECURITIES CORP H FMV 1,060,277 1,060,277
ASURION CORPORATION FMV 484,702 484,702
ASURION LLC FMV 327,757 327,757
ASURION LLC FMV 700,464 700,464
ATHENAHEALTH INC FMV 1,126,537 1,126,537
AURIS LUXEMBOURG III SARL FMV 4,003,949 4,003,949
AUST 10Y BOND FUT MAR24 FMV 742,163 742,163
AVIS BUDGET RENTAL CAR FUNDING FMV 972,029 972,029
AVIS BUDGET RENTAL CAR FUNDING FMV 1,310,094 1,310,094
AVIS BUDGET RENTAL CAR FUNDING FMV 1,896,223 1,896,223
AVIS BUDGET RENTAL CAR FUNDING FMV 2,259,011 2,259,011
AVIS BUDGET RENTAL CAR FUNDING FMV 17,699,746 17,699,746
AVIS BUDGET RENTAL CAR FUNDING FMV 23,252,911 23,252,911
AVOLON TLB BORROWER 1 (US) LLC FMV 1,459,202 1,459,202
AWAZE LIMITED FMV 545,664 545,664
AWAZE LIMITED FMV 961,177 961,177
BABSON CLO LTD FMV 1,391,501 1,391,501
BAIN CAPITAL CREDIT CLO, LIMIT FMV 517,418 517,418
BAIN CAPITAL CREDIT CLO, LIMIT FMV 816,779 816,779
BAIN CAPITAL CREDIT CLO, LIMIT FMV 1,542,620 1,542,620
BALBOA BAY LOAN FUNDING LTD FMV 890,024 890,024
BANC OF AMERICA ALTERNATIVE LO FMV 80,860 80,860
BANC OF AMERICA ALTERNATIVE LO FMV 97,762 97,762
BANC OF AMERICA ALTERNATIVE LO FMV 411,086 411,086
BANC OF AMERICA ALTERNATIVE LO FMV 600,759 600,759
BANC OF AMERICA ALTERNATIVE LO FMV 1,086,636 1,086,636
BANC OF AMERICA FUNDING CORPOR FMV 9,037 9,037
BANC OF AMERICA FUNDING CORPOR FMV 20,930 20,930
BANC OF AMERICA FUNDING CORPOR FMV 108,204 108,204
BANC OF AMERICA FUNDING CORPOR FMV 166,494 166,494
BANC OF AMERICA FUNDING CORPOR FMV 210,059 210,059
BANC OF AMERICA FUNDING CORPOR FMV 223,981 223,981
BANC OF AMERICA FUNDING CORPOR FMV 269,120 269,120
BANC OF AMERICA FUNDING CORPOR FMV 278,772 278,772
BANC OF AMERICA FUNDING CORPOR FMV 382,928 382,928
BANC OF AMERICA FUNDING CORPOR FMV 416,393 416,393
BANC OF AMERICA FUNDING CORPOR FMV 434,892 434,892
BANC OF AMERICA FUNDING CORPOR FMV 1,032,267 1,032,267
BANC OF AMERICA FUNDING CORPOR FMV 1,569,527 1,569,527
BANC OF AMERICA FUNDING CORPOR FMV 1,655,706 1,655,706
BANC OF AMERICA FUNDING CORPOR FMV 1,774,588 1,774,588
BANC OF AMERICA FUNDING CORPOR FMV 1,966,108 1,966,108
BANC OF AMERICA FUNDING CORPOR FMV 2,078,831 2,078,831
BANC OF AMERICA FUNDING CORPOR FMV 2,820,939 2,820,939
BANC OF AMERICA FUNDING CORPOR FMV 3,783,858 3,783,858
BANC OF AMERICA MORTGAGE SECUR FMV 12,282 12,282
BANC OF AMERICA MORTGAGE SECUR FMV 13,048 13,048
BANC OF AMERICA MORTGAGE SECUR FMV 19,952 19,952
BANC OF AMERICA MORTGAGE SECUR FMV 30,979 30,979
BANC OF AMERICA MORTGAGE SECUR FMV 37,529 37,529
BANC OF AMERICA MORTGAGE SECUR FMV 39,737 39,737
BANC OF AMERICA MORTGAGE SECUR FMV 62,433 62,433
BANC OF AMERICA MORTGAGE SECUR FMV 63,723 63,723
BANC OF AMERICA MORTGAGE SECUR FMV 69,242 69,242
BANC OF AMERICA MORTGAGE SECUR FMV 144,333 144,333
BANC OF AMERICA MORTGAGE SECUR FMV 180,151 180,151
BANFF MERGER SUB INC FMV 661,551 661,551
BANFF MERGER SUB INC FMV 1,263,457 1,263,457
BANFF MERGER SUB INC FMV 1,663,983 1,663,983
BANIJAY ENTERTAINMENT SAS FMV 1,107,732 1,107,732
BANK FMV 364,277 364,277
BANK FMV 577,777 577,777
BANK FMV 612,913 612,913
BANK FMV 614,414 614,414
BANK FMV 643,139 643,139
BANK FMV 674,160 674,160
BANK FMV 781,457 781,457
BANK FMV 934,954 934,954
BANK FMV 1,507,339 1,507,339
BANK FMV 4,621,064 4,621,064
BANK 2021 BN35 FMV 5,725,867 5,725,867
BANK5 FMV 492,839 492,839
BANK5 FMV 1,666,262 1,666,262
BARCLAYS COMMERCIAL MORTGAGE S FMV 705,936 705,936
BARCLAYS COMMERCIAL MORTGAGE S FMV 7,329,010 7,329,010
BATTERY PARK CLO LTD FMV 252,203 252,203
BAYVIEW COMMERCIAL ASSET TRUST FMV 57,833 57,833
BAYVIEW COMMERCIAL ASSET TRUST FMV 197,828 197,828
BAYVIEW COMMERCIAL ASSET TRUST FMV 11,568,365 11,568,365
BAYVIEW FINANCIAL ACQUISITION FMV 164,922 164,922
BAYVIEW FINANCIAL ACQUISITION FMV 271,304 271,304
BAYVIEW FINANCIAL ACQUISITION FMV 3,086,260 3,086,260
BBCCRE TRUST FMV 1,221,247 1,221,247
BCAP LLC TRUST FMV 30,181 30,181
BCAP LLC TRUST FMV 473,387 473,387
BCAP LLC TRUST FMV 939,865 939,865
BCAP LLC TRUST FMV 3,200,565 3,200,565
BCP V MODULAR SERV HOLD IV LTD FMV 894,944 894,944
BDS LTD FMV 1,432,847 1,432,847
BDT RIBEYE HOLDINGS LLC FMV 34,105,433 34,105,433
BEAR STEARNS ADJUSTABLE RATE M FMV 19,813 19,813
BEAR STEARNS ADJUSTABLE RATE M FMV 21,027 21,027
BEAR STEARNS ADJUSTABLE RATE M FMV 22,972 22,972
BEAR STEARNS ADJUSTABLE RATE M FMV 31,420 31,420
BEAR STEARNS ADJUSTABLE RATE M FMV 41,172 41,172
BEAR STEARNS ADJUSTABLE RATE M FMV 45,116 45,116
BEAR STEARNS ADJUSTABLE RATE M FMV 53,493 53,493
BEAR STEARNS ADJUSTABLE RATE M FMV 390,133 390,133
BEAR STEARNS ALT A TRUST FMV 35,929 35,929
BEAR STEARNS ALT A TRUST FMV 64,711 64,711
BEAR STEARNS ALT A TRUST FMV 164,884 164,884
BEAR STEARNS ALT A TRUST FMV 330,862 330,862
BEAR STEARNS ALT A TRUST FMV 443,192 443,192
BEAR STEARNS ALT A TRUST FMV 454,507 454,507
BEAR STEARNS ALT A TRUST FMV 1,528,975 1,528,975
BEAR STEARNS ASSET BACKED SECU FMV 54,793 54,793
BEAR STEARNS ASSET BACKED SECU FMV 1,075,684 1,075,684
BEAR STEARNS ASSET BACKED SECU FMV 1,098,369 1,098,369
BEAR STEARNS ASSET BACKED SECU FMV 3,191,403 3,191,403
BEAR STEARNS ASSET BACKED SECU FMV 5,904,020 5,904,020
BEAR STEARNS COMMERCIAL MORTGA FMV 1,270,000 1,270,000
BEAR STEARNS COMMERCIAL MORTGA FMV 6,342,842 6,342,842
BEAR STEARNS MORTGAGE FUNDING FMV 167,567 167,567
BEAR STEARNS MORTGAGE FUNDING FMV 281,737 281,737
BEAR STEARNS MORTGAGE FUNDING FMV 759,036 759,036
BELLA VISTA MORTGAGE TRUST FMV 374,524 374,524
BENCHMARK MORTGAGE TRUST FMV 663,318 663,318
BENCHMARK MORTGAGE TRUST FMV 765,387 765,387
BENCHMARK MORTGAGE TRUST FMV 803,309 803,309
BENCHMARK MORTGAGE TRUST FMV 1,262,424 1,262,424
BENCHMARK MORTGAGE TRUST FMV 1,399,577 1,399,577
BENCHMARK MORTGAGE TRUST FMV 4,106,648 4,106,648
BENEFIT STREET PARTNERS CLO LT FMV 504,547 504,547
BFLD TRUST FMV 40,444 40,444
BHMS MORTGAGE TRUST FMV 2,275,768 2,275,768
BIG COMMERCIAL MORTGAGE TRUST FMV 1,000,722 1,000,722
BIOGROUP LCD FMV 1,051,715 1,051,715
BIONAUT LABS LTD FMV 2,000,000 2,000,000
BIRCH GROVE CLO LTD. FMV 1,109,120 1,109,120
BIRCH GROVE CLO LTD. FMV 1,489,245 1,489,245
BLACK DIAMOND CLO LTD FMV 746,966 746,966
BLUEMOUNTAIN CLO LTD FMV 559,728 559,728
BLUEMOUNTAIN CLO LTD FMV 1,694,166 1,694,166
BONOS DE TESORERIA FMV 266,085 266,085
BONOS DE TESORERIA FMV 269,658 269,658
BONOS DE TESORERIA FMV 2,005,088 2,005,088
BONOS DE TESORERIA FMV 3,345,417 3,345,417
BOUGHT AUD/SOLD USD FMV 3,137,799 3,137,799
BOUGHT BRL/SOLD USD FMV 374,432 374,432
BOUGHT CAD/SOLD USD FMV 1,779,952 1,779,952
BOUGHT EUR/SOLD USD FMV 28,287 28,287
BOUGHT GBP/SOLD USD FMV 91,268 91,268
BOUGHT INR/SOLD USD FMV 75,643 75,643
BOUGHT JPY/SOLD USD FMV 2,852,945 2,852,945
BOUGHT KRW/SOLD USD FMV 8,092 8,092
BOUGHT MXN/SOLD USD FMV 32,510,271 32,510,271
BOUGHT NOK/SOLD USD FMV 12,200,855 12,200,855
BOUGHT NZD/SOLD USD FMV 93,795 93,795
BOUGHT SEK/SOLD USD FMV 4,573,315 4,573,315
BOUGHT SGD/SOLD USD FMV 30,771 30,771
BOYCE PARK CLO, LLC FMV 1,471,334 1,471,334
BRAVO RESIDENTIAL FUNDING TRUS FMV 450,507 450,507
BRAVO RESIDENTIAL FUNDING TRUS FMV 883,928 883,928
BRAVO RESIDENTIAL FUNDING TRUS FMV 2,202,822 2,202,822
BRAVO RESIDENTIAL FUNDING TRUS FMV 6,084,566 6,084,566
BRIDGEWATER PURE ALPHA LEAD FMV 88,470,955 88,470,955
BRIGHTWOOD CAPITAL MM CLO LTD. FMV 1,299,617 1,299,617
BUCKHORN PARK CLO, LTD. FMV 1,109,074 1,109,074
BX COMMERCIAL MORTGAGE TRUST 2 FMV 504,713 504,713
BX TRUST FMV 234,844 234,844
BX TRUST FMV 374,543 374,543
BX TRUST FMV 718,029 718,029
BX TRUST FMV 760,470 760,470
BX TRUST FMV 847,535 847,535
BX TRUST FMV 896,893 896,893
BX TRUST FMV 1,011,280 1,011,280
BX TRUST FMV 1,284,878 1,284,878
BX TRUST FMV 1,822,421 1,822,421
BX TRUST FMV 1,979,422 1,979,422
BX TRUST FMV 2,175,698 2,175,698
BX TRUST FMV 2,179,470 2,179,470
BX TRUST FMV 3,618,738 3,618,738
BX TRUST FMV 3,628,084 3,628,084
BX TRUST FMV 4,748,891 4,748,891
BX TRUST 2019 OC11 FMV 3,348,912 3,348,912
CCAVINT2024 FMV 776,922 776,922
CAESARS ENTERTAINMENT CORP FMV 218,658 218,658
CAMB COMMERCIAL MORTGAGE TRUST FMV 1,231,419 1,231,419
CAMPFIRE BIDCO LIMITED FMV 575,463 575,463
CAMPFIRE BIDCO LIMITED FMV 2,017,970 2,017,970
CAMPFIRE TOPCO LIMITED FMV 190,752 190,752
CAMPFIRE TOPCO LIMITED FMV 786,110 786,110
CANADA HOUSING TRUST FMV 152,044,744 152,044,744
CANADA HOUSING TRUST FMV 443,086,212 443,086,212
CANADA T BILL FMV 49,747,744 49,747,744
CANADA T BILL FMV 75,048,536 75,048,536
CANADA T BILL FMV 81,415,413 81,415,413
CANADIAN GOVERNMENT FMV 21,444 21,444
CANADIAN GOVERNMENT FMV 2,720,282 2,720,282
CANTOR COMMERCIAL REAL ESTATE FMV 1,946,136 1,946,136
CANYON CAPITAL CLO LTD FMV 270,772 270,772
CANYON CAPITAL CLO LTD FMV 301,259 301,259
CANYON CAPITAL CLO LTD FMV 1,307,992 1,307,992
CAPRIA FUND II LP FMV 360,153 360,153
CARLYLE GLOBAL MARKET STRATEGI FMV 439,723 439,723
CARLYLE GLOBAL MARKET STRATEGI FMV 732,729 732,729
CARNIVAL CORPORATION FMV 3,238,521 3,238,521
CARRINGTON MORTGAGE LOAN TRUST FMV 15,741,753 15,741,753
CASPER BIDCO SAS FMV 4,951,029 4,951,029
CASTLELAKE AVIATION ONE DSGNTD FMV 184,823 184,823
CAYUGA PARK CLO, LTD. FMV 999,308 999,308
CBS COMMERCIAL SMALL BALANCE C FMV 131,382 131,382
CCAVINT2016 FMV 83,481,023 83,481,023
CCAVINT2017 FMV 349,158 349,158
CCAVINT2018 FMV 35,538,663 35,538,663
CCAVINT2019 FMV 134,449,763 134,449,763
CCAVINT2020 FMV 31,165 31,165
CCAVINT2021 FMV 66,743,040 66,743,040
CCAVINT2022 FMV 14,325,688 14,325,688
CCG RECEIVABLES TRUST FMV 439,061 439,061
CCP LUX HOLDING S A R L FMV 1,156,113 1,156,113
CD COMMERCIAL MORTGAGE TRUST FMV 743,166 743,166
CDS USD FMV 10,492,529 10,492,529
CEGID GROUP SAS FMV 1,533,504 1,533,504
CENTEX HOME EQUITY FMV 34,533 34,533
CENTEX HOME EQUITY FMV 72,327 72,327
CENTEX HOME EQUITY FMV 375,364 375,364
CEP IV INVESTMENT 16 S.A.R.L. FMV 2,247,601 2,247,601
CEP IV INVESTMENT 16 S.A.R.L. FMV 3,087,868 3,087,868
CERAMTEC ACQUICO GMBH FMV 1,640,869 1,640,869
CERBA HEALTHCARE S A S FMV 1,407,103 1,407,103
CFK TRUST FMV 1,720,843 1,720,843
CHARTER COMMUNIC OPERATING LLC FMV 2,144,575 2,144,575
CHARTER COMMUNICATIONS OPERATI FMV 86,992 86,992
CHASE FUNDING LOAN ACQUISITION FMV 3,105,450 3,105,450
CHEPLAPHARM ARZNEIMITTEL GMBH FMV 1,101,469 1,101,469
CHEVY CHASE MORTGAGE FUNDING C FMV 9,062 9,062
CHEVY CHASE MORTGAGE FUNDING C FMV 211,165 211,165
CHEVY CHASE MORTGAGE FUNDING C FMV 2,229,733 2,229,733
CHEVY CHASE MORTGAGE FUNDING C FMV 3,010,894 3,010,894
CHROMIUM FUND LP FMV 125,841,223 125,841,223
CIFC FUNDING LTD FMV 1,029,985 1,029,985
CIFC FUNDING LTD FMV 1,377,426 1,377,426
CIFC FUNDING LTD FMV 1,412,000 1,412,000
CIFC FUNDING LTD FMV 1,779,126 1,779,126
CIM TRUST FMV 389,807 389,807
CIM TRUST FMV 558,261 558,261
CITADEL SECURITIES LP FMV 909,629 909,629
CITIBANK CREDIT CARD ISSUANCE FMV 3,679,098 3,679,098
CITICORP RESIDENTIAL MORTGAGE FMV 7,116,283 7,116,283
CITIGROUP COMMERCIAL MORTGAGE FMV 387,682 387,682
CITIGROUP COMMERCIAL MORTGAGE FMV 495,435 495,435
CITIGROUP COMMERCIAL MORTGAGE FMV 605,429 605,429
CITIGROUP COMMERCIAL MORTGAGE FMV 3,627,811 3,627,811
CITIGROUP MORTGAGE LOAN TRUST FMV 18,419 18,419
CITIGROUP MORTGAGE LOAN TRUST FMV 31,904 31,904
CITIGROUP MORTGAGE LOAN TRUST FMV 37,827 37,827
CITIGROUP MORTGAGE LOAN TRUST FMV 55,221 55,221
CITIGROUP MORTGAGE LOAN TRUST FMV 61,845 61,845
CITIGROUP MORTGAGE LOAN TRUST FMV 73,284 73,284
CITIGROUP MORTGAGE LOAN TRUST FMV 78,301 78,301
CITIGROUP MORTGAGE LOAN TRUST FMV 140,452 140,452
CITIGROUP MORTGAGE LOAN TRUST FMV 348,718 348,718
CITIGROUP MORTGAGE LOAN TRUST FMV 366,422 366,422
CITIGROUP MORTGAGE LOAN TRUST FMV 495,074 495,074
CITIGROUP MORTGAGE LOAN TRUST FMV 884,901 884,901
CITIGROUP MORTGAGE LOAN TRUST FMV 1,281,323 1,281,323
CITIGROUP MORTGAGE LOAN TRUST FMV 1,447,516 1,447,516
CITIMORTGAGE ALTERNATIVE LOAN FMV 83,444 83,444
CLARIOS GLOBAL LP FMV 339,574 339,574
CLARIOS GLOBAL LP FMV 1,429,897 1,429,897
CLAUDIUS FINANCE SARL FMV 1,094,300 1,094,300
CLOUD SOFTWARE GROUP, INC. FMV 486,215 486,215
CLOUD SOFTWARE GROUP, INC. FMV 2,490,523 2,490,523
CLOUDERA, INC. FMV 281,720 281,720
COLISEE PARTRIMOINE GROUP FMV 1,084,291 1,084,291
COLLEGE AVE STUDENT LOANS FMV 964,869 964,869
COLOUROZ INVESTMENT 1 GMBH FMV 1 1
COLT FUNDING LLC FMV 1 1
COMM MORTGAGE TRUST FMV 80 80
COMM MORTGAGE TRUST FMV 783,756 783,756
COMM MORTGAGE TRUST FMV 1,083,090 1,083,090
COMM MORTGAGE TRUST FMV 1,103,583 1,103,583
CONSECO FINANCE FMV 21,822 21,822
CONSECO FINANCE SECURITIZATION FMV 92,304 92,304
CONSECO FINANCIAL CORP FMV 508,683 508,683
CONSTELLATION AUTOMOTIVE LTD FMV 956,815 956,815
CONSTELLATION AUTOMOTIVE LTD FMV 1,061,707 1,061,707
COOK PARK CLO, LTD FMV 448,653 448,653
COUNTRYWIDE ALTERNATIVE LOAN T FMV 1 1
COUNTRYWIDE ALTERNATIVE LOAN T FMV 1 1
COUNTRYWIDE ALTERNATIVE LOAN T FMV 9 9
COUNTRYWIDE ALTERNATIVE LOAN T FMV 31 31
COUNTRYWIDE ALTERNATIVE LOAN T FMV 1,319 1,319
COUNTRYWIDE ALTERNATIVE LOAN T FMV 1,745 1,745
COUNTRYWIDE ALTERNATIVE LOAN T FMV 3,770 3,770
COUNTRYWIDE ALTERNATIVE LOAN T FMV 5,656 5,656
COUNTRYWIDE ALTERNATIVE LOAN T FMV 5,795 5,795
COUNTRYWIDE ALTERNATIVE LOAN T FMV 5,933 5,933
COUNTRYWIDE ALTERNATIVE LOAN T FMV 32,949 32,949
COUNTRYWIDE ALTERNATIVE LOAN T FMV 36,071 36,071
COUNTRYWIDE ALTERNATIVE LOAN T FMV 40,765 40,765
COUNTRYWIDE ALTERNATIVE LOAN T FMV 48,504 48,504
COUNTRYWIDE ALTERNATIVE LOAN T FMV 50,987 50,987
COUNTRYWIDE ALTERNATIVE LOAN T FMV 63,287 63,287
COUNTRYWIDE ALTERNATIVE LOAN T FMV 78,703 78,703
COUNTRYWIDE ALTERNATIVE LOAN T FMV 101,442 101,442
COUNTRYWIDE ALTERNATIVE LOAN T FMV 135,149 135,149
COUNTRYWIDE ALTERNATIVE LOAN T FMV 136,131 136,131
COUNTRYWIDE ALTERNATIVE LOAN T FMV 136,503 136,503
COUNTRYWIDE ALTERNATIVE LOAN T FMV 146,565 146,565
COUNTRYWIDE ALTERNATIVE LOAN T FMV 148,256 148,256
COUNTRYWIDE ALTERNATIVE LOAN T FMV 154,123 154,123
COUNTRYWIDE ALTERNATIVE LOAN T FMV 188,847 188,847
COUNTRYWIDE ALTERNATIVE LOAN T FMV 206,461 206,461
COUNTRYWIDE ALTERNATIVE LOAN T FMV 220,955 220,955
COUNTRYWIDE ALTERNATIVE LOAN T FMV 275,353 275,353
COUNTRYWIDE ALTERNATIVE LOAN T FMV 434,245 434,245
COUNTRYWIDE ALTERNATIVE LOAN T FMV 510,782 510,782
COUNTRYWIDE ALTERNATIVE LOAN T FMV 535,287 535,287
COUNTRYWIDE ALTERNATIVE LOAN T FMV 596,471 596,471
COUNTRYWIDE ALTERNATIVE LOAN T FMV 681,768 681,768
COUNTRYWIDE ALTERNATIVE LOAN T FMV 748,444 748,444
COUNTRYWIDE ALTERNATIVE LOAN T FMV 763,587 763,587
COUNTRYWIDE ALTERNATIVE LOAN T FMV 1,201,115 1,201,115
COUNTRYWIDE ALTERNATIVE LOAN T FMV 1,735,450 1,735,450
COUNTRYWIDE ALTERNATIVE LOAN T FMV 2,083,035 2,083,035
COUNTRYWIDE ALTERNATIVE LOAN T FMV 2,644,821 2,644,821
COUNTRYWIDE ALTERNATIVE LOAN T FMV 3,264,569 3,264,569
COUNTRYWIDE ALTERNATIVE LOAN T FMV 3,767,457 3,767,457
COUNTRYWIDE ALTERNATIVE LOAN T FMV 4,614,444 4,614,444
COUNTRYWIDE ASSET BACKED CERTI FMV 71,426 71,426
COUNTRYWIDE ASSET BACKED CERTI FMV 512,472 512,472
COUNTRYWIDE ASSET BACKED CERTI FMV 543,448 543,448
COUNTRYWIDE ASSET BACKED CERTI FMV 1,384,539 1,384,539
COUNTRYWIDE ASSET BACKED CERTI FMV 1,945,341 1,945,341
COUNTRYWIDE ASSET BACKED CERTI FMV 2,903,207 2,903,207
COUNTRYWIDE HOME EQUITY LOAN T FMV 36,964 36,964
COUNTRYWIDE HOME EQUITY LOAN T FMV 517,836 517,836
COUNTRYWIDE HOME LOANS FMV 8 8
COUNTRYWIDE HOME LOANS FMV 18 18
COUNTRYWIDE HOME LOANS FMV 1,750 1,750
COUNTRYWIDE HOME LOANS FMV 6,504 6,504
COUNTRYWIDE HOME LOANS FMV 8,785 8,785
COUNTRYWIDE HOME LOANS FMV 18,166 18,166
COUNTRYWIDE HOME LOANS FMV 38,105 38,105
COUNTRYWIDE HOME LOANS FMV 59,235 59,235
COUNTRYWIDE HOME LOANS FMV 64,582 64,582
COUNTRYWIDE HOME LOANS FMV 83,855 83,855
COUNTRYWIDE HOME LOANS FMV 97,621 97,621
COUNTRYWIDE HOME LOANS FMV 117,028 117,028
COUNTRYWIDE HOME LOANS FMV 139,748 139,748
COUNTRYWIDE HOME LOANS FMV 167,562 167,562
COUNTRYWIDE HOME LOANS FMV 243,383 243,383
COUNTRYWIDE HOME LOANS FMV 285,744 285,744
COUNTRYWIDE HOME LOANS FMV 387,808 387,808
COUNTRYWIDE HOME LOANS FMV 395,667 395,667
COUNTRYWIDE HOME LOANS FMV 1,317,274 1,317,274
COUNTRYWIDE HOME LOANS FMV 2,500,998 2,500,998
COVARIANT INC FMV 4,999,985 4,999,985
CREDIT BASED ASSET SERVICING A FMV 1,091,922 1,091,922
CREDIT BASED ASSET SERVICING A FMV 2,521,638 2,521,638
CREDIT SUISSE COMMERCIAL MORTG FMV 336,362 336,362
CREDIT SUISSE FIRST BOSTON MOR FMV 8,194 8,194
CREDIT SUISSE FIRST BOSTON MOR FMV 30,674 30,674
CREDIT SUISSE MORTGAGE TRUST FMV 207,568 207,568
CREDIT SUISSE MORTGAGE TRUST FMV 209,580 209,580
CREDIT SUISSE MORTGAGE TRUST FMV 247,347 247,347
CREDIT SUISSE MORTGAGE TRUST FMV 262,817 262,817
CREDIT SUISSE MORTGAGE TRUST FMV 265,109 265,109
CREDIT SUISSE MORTGAGE TRUST FMV 277,490 277,490
CREDIT SUISSE MORTGAGE TRUST FMV 318,026 318,026
CREDIT SUISSE MORTGAGE TRUST FMV 856,872 856,872
CREDIT SUISSE MORTGAGE TRUST FMV 957,636 957,636
CREDIT SUISSE MORTGAGE TRUST FMV 970,398 970,398
CREDIT SUISSE MORTGAGE TRUST FMV 1,102,569 1,102,569
CREDIT SUISSE MORTGAGE TRUST FMV 1,121,552 1,121,552
CREDIT SUISSE MORTGAGE TRUST FMV 1,148,368 1,148,368
CREDIT SUISSE MORTGAGE TRUST FMV 1,168,879 1,168,879
CREDIT SUISSE MORTGAGE TRUST FMV 1,522,858 1,522,858
CREDIT SUISSE MORTGAGE TRUST FMV 1,575,787 1,575,787
CREDIT SUISSE MORTGAGE TRUST FMV 1,886,075 1,886,075
CSAB MORTGAGE BACKED TRUST FMV 364,919 364,919
CSAB MORTGAGE BACKED TRUST FMV 753,493 753,493
CSAIL COMMERCIAL MORTGAGE TRUS FMV 701,871 701,871
CSAIL COMMERCIAL MORTGAGE TRUS FMV 1,821,086 1,821,086
DB MASTER FINANCE LLC FMV 1,370,860 1,370,860
DC COMMERCIAL MORTGAGE TRUST FMV 929,129 929,129
DCERT BUYER INC FMV 940,446 940,446
DEERFIELD DAKOTA HOLDING LLC FMV 782,730 782,730
DENHAM SUSTAIN INFRAST FUND II FMV 16,931,932 16,931,932
DEUTSCHE ALT A SECURITIES INC FMV 108,539 108,539
DEUTSCHE ALT A SECURITIES INC FMV 111,055 111,055
DEUTSCHE ALT A SECURITIES INC FMV 328,381 328,381
DEUTSCHE ALT A SECURITIES INC FMV 409,089 409,089
DEUTSCHE BANK COMMERCIAL MORTG FMV 268,712 268,712
DEUTSCHE BANK COMMERCIAL MORTG FMV 725,641 725,641
DEUTSCHE BANK COMMERCIAL MORTG FMV 4,532,890 4,532,890
DEUTSCHE FINANCIAL CAPITAL SEC FMV 1,073,497 1,073,497
DEUTSCHE MORTGAGE SECURITIES, FMV 25,047 25,047
DEUTSCHE MORTGAGE SECURITIES, FMV 145,595 145,595
DEXKO GLOBAL INC FMV 807,088 807,088
DEXKO GLOBAL INC FMV 1,185,271 1,185,271
DISCOVER CARD EXECUTION NOTE T FMV 672,733 672,733
DIVIDEND SOLAR LOANS LLC FMV 394,329 394,329
DIVIDEND SOLAR LOANS LLC FMV 515,979 515,979
DLG ACQUISITIONS LIMITED FMV 1,101,900 1,101,900
DOMINICAN REPUBLIC FMV 808,854 808,854
DOMINOS PIZZA MASTER ISSUER LL FMV 1,086,558 1,086,558
DONCASTERS FINANCE US LLC FMV 548,128 548,128
DONCASTERS FINANCE US LLC FMV 1,123,536 1,123,536
DONCASTERS FINANCE US LLC FMV 1,416,650 1,416,650
DORNA SPORTS S L FMV 2,183,628 2,183,628
DRIVE AUTO RECEIVABLES TRUST FMV 1,233,806 1,233,806
DRIVEN BRANDS FUNDING, LLC FMV 1,931,833 1,931,833
DRYDEN SENIOR LOAN FUND FMV 486,334 486,334
DRYDEN SENIOR LOAN FUND FMV 495,623 495,623
DRYDEN SENIOR LOAN FUND FMV 706,358 706,358
DRYDEN SENIOR LOAN FUND FMV 802,502 802,502
DRYDEN SENIOR LOAN FUND FMV 1,129,739 1,129,739
DRYDEN SENIOR LOAN FUND FMV 1,875,464 1,875,464
DSLA MORTGAGE LOAN TRUST FMV 22,616 22,616
DSLA MORTGAGE LOAN TRUST FMV 83,105 83,105
DSLA MORTGAGE LOAN TRUST FMV 122,738 122,738
EAGLE BIDCO LIMITED FMV 1,330,188 1,330,188
EATON VANCE CDO LTD FMV 499,995 499,995
EATON VANCE CDO LTD FMV 742,685 742,685
ELEMNT MAT TECH GRP US HOL INC FMV 2,191,692 2,191,692
ELLINGTON FINANCIAL MORTGAGE T FMV 864,234 864,234
ELMWOOD CLO IV LTD FMV 1,280,164 1,280,164
ELP 2021 ELP FMV 766,301 766,301
EMC MORTGAGE LOAN TRUST FMV 124,531 124,531
EMC MORTGAGE LOAN TRUST FMV 769,864 769,864
EMPOWER CLO LTD. FMV 1,814,617 1,814,617
EMRLD BORROWER LP FMV 720,268 720,268
ENGINEERED MACHINERY HLGS INC FMV 468,750 468,750
ENGINEERED MACHINERY HOLD INC FMV 870,674 870,674
ENT AUTO RECEIVABLES TRUST FMV 601,568 601,568
EQUIFIRST LOAN SECURITIZATION FMV 1,153,636 1,153,636
ERM EMERALD US INC FMV 984,424 984,424
EURO-BOBL FUTURE MAR24 FMV 3,103,323 3,103,323
EURO-OAT FUTURE MAR24 FMV 2,062,888 2,062,888
EURO-SCHATZ FUT MAR24 FMV 168,494 168,494
EXETER AUTOMOBILE RECEIVABLES FMV 840,831 840,831
FANNIE MAE FMV 102 102
FANNIE MAE FMV 117 117
FANNIE MAE FMV 329 329
FANNIE MAE FMV 1,047 1,047
FANNIE MAE FMV 1,539 1,539
FANNIE MAE FMV 1,853 1,853
FANNIE MAE FMV 2,178 2,178
FANNIE MAE FMV 3,469 3,469
FANNIE MAE FMV 7,982 7,982
FANNIE MAE FMV 11,621 11,621
FANNIE MAE FMV 12,565 12,565
FANNIE MAE FMV 36,923 36,923
FANNIE MAE FMV 99,189 99,189
FANNIE MAE FMV 103,699 103,699
FANNIE MAE FMV 150,810 150,810
FANNIE MAE FMV 224,892 224,892
FANNIE MAE FMV 334,131 334,131
FANNIE MAE FMV 399,581 399,581
FANNIE MAE FMV 469,139 469,139
FANNIE MAE FMV 2,224,665 2,224,665
FANNIE MAE CAS FMV 2,944 2,944
FANNIE MAE CAS FMV 458,714 458,714
FANNIE MAE CAS FMV 479,134 479,134
FANNIE MAE CAS FMV 487,745 487,745
FANNIE MAE CAS FMV 802,497 802,497
FANNIE MAE CAS FMV 822,036 822,036
FANNIE MAE CAS FMV 1,262,803 1,262,803
FANNIE MAE CAS FMV 2,048,082 2,048,082
FANNIE MAE CAS FMV 2,363,284 2,363,284
FANNIE MAE CAS FMV 3,580,083 3,580,083
FANNIE MAE CAS FMV 3,757,504 3,757,504
FANNIEMAE ACES FMV 58,079 58,079
FANNIEMAE ACES FMV 161,383 161,383
FANNIEMAE ACES FMV 200,709 200,709
FANNIEMAE STRIP FMV 1 1
FANNIEMAE STRIP FMV 5 5
FANNIEMAE STRIP FMV 157 157
FANNIEMAE STRIP FMV 888 888
FANNIEMAE STRIP FMV 1,375 1,375
FANNIEMAE STRIP FMV 2,503 2,503
FANNIEMAE STRIP FMV 3,678 3,678
FANNIEMAE STRIP FMV 3,934 3,934
FED HM LN PC POOL 841089 FMV 260,626 260,626
FED HM LN PC POOL G08784 FMV 555,457 555,457
FED HM LN PC POOL G60596 FMV 682,058 682,058
FED HM LN PC POOL G60722 FMV 992,166 992,166
FED HM LN PC POOL Q42019 FMV 1,170,414 1,170,414
FED HM LN PC POOL Q50962 FMV 190,558 190,558
FED HM LN PC POOL QA0127 FMV 563,808 563,808
FED HM LN PC POOL QA2141 FMV 346,827 346,827
FED HM LN PC POOL QA3570 FMV 2,321,184 2,321,184
FED HM LN PC POOL QA4404 FMV 651,428 651,428
FED HM LN PC POOL QA5485 FMV 540,886 540,886
FED HM LN PC POOL QA5555 FMV 466,879 466,879
FED HM LN PC POOL QA5557 FMV 1,724,857 1,724,857
FED HM LN PC POOL QA8958 FMV 1,006,459 1,006,459
FED HM LN PC POOL QB2668 FMV 1,610,773 1,610,773
FED HM LN PC POOL QC1805 FMV 4,392,868 4,392,868
FED HM LN PC POOL QC3242 FMV 198,599 198,599
FED HM LN PC POOL QC5416 FMV 3,070,516 3,070,516
FED HM LN PC POOL QC9154 FMV 80,020 80,020
FED HM LN PC POOL QD1850 FMV 279,437 279,437
FED HM LN PC POOL QD1954 FMV 149,593 149,593
FED HM LN PC POOL QD2260 FMV 74,969 74,969
FED HM LN PC POOL QD5321 FMV 1,795,252 1,795,252
FED HM LN PC POOL QD6216 FMV 76,710 76,710
FED HM LN PC POOL QD6303 FMV 1,705,234 1,705,234
FED HM LN PC POOL QD7333 FMV 403,510 403,510
FED HM LN PC POOL QE1492 FMV 161,753 161,753
FED HM LN PC POOL QE1991 FMV 1,359,945 1,359,945
FED HM LN PC POOL QE3427 FMV 170,972 170,972
FED HM LN PC POOL QE4543 FMV 92,502 92,502
FED HM LN PC POOL QE6314 FMV 92,829 92,829
FED HM LN PC POOL QE6903 FMV 88,758 88,758
FED HM LN PC POOL QE8508 FMV 1,884,028 1,884,028
FED HM LN PC POOL QF0475 FMV 884,635 884,635
FED HM LN PC POOL QF0921 FMV 88,171 88,171
FED HM LN PC POOL QF5465 FMV 278,273 278,273
FED HM LN PC POOL QF6690 FMV 173,318 173,318
FED HM LN PC POOL QK1354 FMV 594,380 594,380
FED HM LN PC POOL RA2895 FMV 1,797,322 1,797,322
FED HM LN PC POOL RA2900 FMV 421,710 421,710
FED HM LN PC POOL RA3575 FMV 2,188,874 2,188,874
FED HM LN PC POOL RA4142 FMV 1,840,928 1,840,928
FED HM LN PC POOL RA4532 FMV 59,969 59,969
FED HM LN PC POOL RA5731 FMV 6,266,178 6,266,178
FED HM LN PC POOL RA6531 FMV 77,413 77,413
FED HM LN PC POOL RA6766 FMV 1,416,219 1,416,219
FED HM LN PC POOL RA7185 FMV 1,586,895 1,586,895
FED HM LN PC POOL RA7186 FMV 2,685,494 2,685,494
FED HM LN PC POOL RA7191 FMV 2,041,744 2,041,744
FED HM LN PC POOL RA8694 FMV 1,052,090 1,052,090
FED HM LN PC POOL RA8904 FMV 379,772 379,772
FED HM LN PC POOL RA9045 FMV 1,787,710 1,787,710
FED HM LN PC POOL RA9056 FMV 1,144,548 1,144,548
FED HM LN PC POOL RA9079 FMV 199,033 199,033
FED HM LN PC POOL RA9080 FMV 194,360 194,360
FED HM LN PC POOL RA9081 FMV 394,050 394,050
FED HM LN PC POOL RA9626 FMV 992,251 992,251
FED HM LN PC POOL RB0714 FMV 292,941 292,941
FED HM LN PC POOL RB5131 FMV 428,352 428,352
FED HM LN PC POOL RB5138 FMV 363,421 363,421
FED HM LN PC POOL RB5145 FMV 372,149 372,149
FED HM LN PC POOL RB5153 FMV 1,213,523 1,213,523
FED HM LN PC POOL RB5166 FMV 493,063 493,063
FED HM LN PC POOL SC0093 FMV 787,785 787,785
FED HM LN PC POOL SC0160 FMV 805,235 805,235
FED HM LN PC POOL SC0188 FMV 208,240 208,240
FED HM LN PC POOL SC0206 FMV 501,064 501,064
FED HM LN PC POOL SC0340 FMV 930,355 930,355
FED HM LN PC POOL SC0345 FMV 240,087 240,087
FED HM LN PC POOL SD0777 FMV 4,080,141 4,080,141
FED HM LN PC POOL SD1116 FMV 4,993,375 4,993,375
FED HM LN PC POOL SD1132 FMV 714,754 714,754
FED HM LN PC POOL SD1143 FMV 958,089 958,089
FED HM LN PC POOL SD1305 FMV 672,190 672,190
FED HM LN PC POOL SD1340 FMV 2,331,625 2,331,625
FED HM LN PC POOL SD1385 FMV 844,801 844,801
FED HM LN PC POOL SD1507 FMV 8,659,381 8,659,381
FED HM LN PC POOL SD1749 FMV 1,665,163 1,665,163
FED HM LN PC POOL SD1751 FMV 930,203 930,203
FED HM LN PC POOL SD1769 FMV 962,367 962,367
FED HM LN PC POOL SD1803 FMV 2,967,556 2,967,556
FED HM LN PC POOL SD1850 FMV 2,238,533 2,238,533
FED HM LN PC POOL SD2138 FMV 196,652 196,652
FED HM LN PC POOL SD2245 FMV 96,313 96,313
FED HM LN PC POOL SD2251 FMV 460,224 460,224
FED HM LN PC POOL SD2284 FMV 462,430 462,430
FED HM LN PC POOL SD2384 FMV 1,709,471 1,709,471
FED HM LN PC POOL SD2443 FMV 746,506 746,506
FED HM LN PC POOL SD2723 FMV 477,337 477,337
FED HM LN PC POOL SD2856 FMV 479,246 479,246
FED HM LN PC POOL SD2959 FMV 613,877 613,877
FED HM LN PC POOL SD2961 FMV 466,719 466,719
FED HM LN PC POOL SD2991 FMV 326,577 326,577
FED HM LN PC POOL SD3082 FMV 1,500,519 1,500,519
FED HM LN PC POOL SD3400 FMV 858,953 858,953
FED HM LN PC POOL SD3432 FMV 295,197 295,197
FED HM LN PC POOL SD3515 FMV 924,036 924,036
FED HM LN PC POOL SD3722 FMV 192,957 192,957
FED HM LN PC POOL SD3844 FMV 1,596,518 1,596,518
FED HM LN PC POOL SD3850 FMV 1,098,161 1,098,161
FED HM LN PC POOL SD7521 FMV 1,523,990 1,523,990
FED HM LN PC POOL SD7552 FMV 8,678,560 8,678,560
FED HM LN PC POOL SD8129 FMV 163,584 163,584
FED HM LN PC POOL SD8142 FMV 1,085,315 1,085,315
FED HM LN PC POOL SD8148 FMV 1,929,743 1,929,743
FED HM LN PC POOL SD8209 FMV 791,652 791,652
FED HM LN PC POOL SD8350 FMV 74,928,556 74,928,556
FED HM LN PC POOL SD8364 FMV 14,757,375 14,757,375
FED HM LN PC POOL ZS4646 FMV 1,663,064 1,663,064
FED HM LN PC POOL ZS4712 FMV 1,113,400 1,113,400
FED HM LN PC POOL ZS8673 FMV 54,562 54,562
FED HM LN PC POOL ZT0794 FMV 362,188 362,188
FED HOME LN DISCOUNT NT FMV 3,772,997 3,772,997
FED HOME LN DISCOUNT NT FMV 3,787,806 3,787,806
FHLMC MULTIFAMILY STRUCTURED P FMV 55,952 55,952
FHLMC MULTIFAMILY STRUCTURED P FMV 78,615 78,615
FHLMC MULTIFAMILY STRUCTURED P FMV 208,422 208,422
FHLMC MULTIFAMILY STRUCTURED P FMV 324,863 324,863
FHLMC MULTIFAMILY STRUCTURED P FMV 334,425 334,425
FHLMC MULTIFAMILY STRUCTURED P FMV 390,285 390,285
FHLMC MULTIFAMILY STRUCTURED P FMV 476,661 476,661
FINANCIERE VERDI I SAS FMV 2,900,169 2,900,169
FINCO I LLC FMV 1 1
FIRST ALLIANCE MORTGAGE LOAN T FMV 16,383 16,383
FIRST EAGLE HOLDINGS INC FMV 941,660 941,660
FIRST FRANKLIN MTG LOAN ASSET FMV 1,762 1,762
FIRST FRANKLIN MTG LOAN ASSET FMV 13,160,288 13,160,288
FIRST HORIZON ALTERNATIVE MORT FMV 280,299 280,299
FIRST HORIZON MORTGAGE PASS TH FMV 89,655 89,655
FIRSTKEY HOMES 2021 SFR3 TRUS FMV 800,227 800,227
FIVE 2023 V1 FMV 1,118,433 1,118,433
FLAGSTAR MORTGAGE TRUST FMV 1,035,250 1,035,250
FLINT GROUP GMBH FMV 1 1
FLINT GROUP GMBH FMV 1 1
FLINT GROUP US LLC FMV 1 1
FLINTGRPPCKIG INKS NA HLDG LLC FMV 69,507 69,507
FLINTGRPPCKIG INKS NA HLDG LLC FMV 370,933 370,933
FLINTGRPPCKIG INKS NA HLDG LLC FMV 982,114 982,114
FNMA POOL 890827 FMV 70,747 70,747
FNMA POOL AL3673 FMV 189,659 189,659
FNMA POOL AL7047 FMV 1,767,478 1,767,478
FNMA POOL AL7501 FMV 2,568,580 2,568,580
FNMA POOL AL9546 FMV 17,848 17,848
FNMA POOL AM8674 FMV 77,741 77,741
FNMA POOL AS0044 FMV 1,404,907 1,404,907
FNMA POOL AS6789 FMV 491,586 491,586
FNMA POOL AS7372 FMV 728,463 728,463
FNMA POOL AS8740 FMV 19,390 19,390
FNMA POOL AT2016 FMV 1,340,888 1,340,888
FNMA POOL AT2032 FMV 151,364 151,364
FNMA POOL BC0791 FMV 696,431 696,431
FNMA POOL BC1747 FMV 787,603 787,603
FNMA POOL BC9468 FMV 930,348 930,348
FNMA POOL BD3029 FMV 1,110,543 1,110,543
FNMA POOL BE2369 FMV 859,274 859,274
FNMA POOL BF0104 FMV 141,298 141,298
FNMA POOL BF0183 FMV 77,504 77,504
FNMA POOL BF0301 FMV 34,195 34,195
FNMA POOL BJ4604 FMV 811,310 811,310
FNMA POOL BL2454 FMV 1 1
FNMA POOL BM4801 FMV 936,467 936,467
FNMA POOL BM5024 FMV 1,457,034 1,457,034
FNMA POOL BM5822 FMV 517,660 517,660
FNMA POOL BM6482 FMV 322,700 322,700
FNMA POOL BM6781 FMV 1,076,074 1,076,074
FNMA POOL BO2200 FMV 377,017 377,017
FNMA POOL BQ1327 FMV 1,205,270 1,205,270
FNMA POOL BR1001 FMV 477,029 477,029
FNMA POOL BR4052 FMV 733,718 733,718
FNMA POOL BR7225 FMV 2,472,548 2,472,548
FNMA POOL BR7423 FMV 141,913 141,913
FNMA POOL BR9104 FMV 181,998 181,998
FNMA POOL BS8251 FMV 98,642 98,642
FNMA POOL BS9068 FMV 101,617 101,617
FNMA POOL BS9454 FMV 104,124 104,124
FNMA POOL BT0764 FMV 4,971,586 4,971,586
FNMA POOL BT3243 FMV 3,523,986 3,523,986
FNMA POOL BU1443 FMV 1,840,387 1,840,387
FNMA POOL BU3608 FMV 132,413 132,413
FNMA POOL BU9889 FMV 140,133 140,133
FNMA POOL BV3167 FMV 164,786 164,786
FNMA POOL BV5395 FMV 77,740 77,740
FNMA POOL BV5405 FMV 315,301 315,301
FNMA POOL BV8546 FMV 160,686 160,686
FNMA POOL BV9593 FMV 1,890,064 1,890,064
FNMA POOL BW1250 FMV 3,424,409 3,424,409
FNMA POOL BX0426 FMV 2,376,470 2,376,470
FNMA POOL BX0553 FMV 272,181 272,181
FNMA POOL BX6441 FMV 86,060 86,060
FNMA POOL BX6719 FMV 294,583 294,583
FNMA POOL BX7702 FMV 93,358 93,358
FNMA POOL CA4435 FMV 236,529 236,529
FNMA POOL CA6871 FMV 1,673,836 1,673,836
FNMA POOL CA7023 FMV 59,764 59,764
FNMA POOL CA7224 FMV 119,171 119,171
FNMA POOL CA8021 FMV 1,994,568 1,994,568
FNMA POOL CA8779 FMV 1,643,837 1,643,837
FNMA POOL CA9220 FMV 858,564 858,564
FNMA POOL CB0498 FMV 2,010,234 2,010,234
FNMA POOL CB0502 FMV 5,304,154 5,304,154
FNMA POOL CB1784 FMV 2,709,155 2,709,155
FNMA POOL CB2093 FMV 1,017,367 1,017,367
FNMA POOL CB2164 FMV 4,116,161 4,116,161
FNMA POOL CB2287 FMV 1,332,057 1,332,057
FNMA POOL CB2664 FMV 3,633,868 3,633,868
FNMA POOL CB3126 FMV 80,630 80,630
FNMA POOL CB3274 FMV 1,972,339 1,972,339
FNMA POOL CB3369 FMV 1,654,706 1,654,706
FNMA POOL CB4066 FMV 2,735,209 2,735,209
FNMA POOL CB4386 FMV 332,964 332,964
FNMA POOL CB4898 FMV 1,505,325 1,505,325
FNMA POOL CB5497 FMV 467,686 467,686
FNMA POOL CB6080 FMV 1,017,627 1,017,627
FNMA POOL CB6753 FMV 196,399 196,399
FNMA POOL CB7123 FMV 3,128,486 3,128,486
FNMA POOL FM1219 FMV 378,218 378,218
FNMA POOL FM1756 FMV 569,491 569,491
FNMA POOL FM3123 FMV 91,465 91,465
FNMA POOL FM4795 FMV 2,891,633 2,891,633
FNMA POOL FM4959 FMV 2,249,400 2,249,400
FNMA POOL FM5229 FMV 1,507,843 1,507,843
FNMA POOL FM5265 FMV 1,418,644 1,418,644
FNMA POOL FM5754 FMV 43,302 43,302
FNMA POOL FM6015 FMV 46,180 46,180
FNMA POOL FM6134 FMV 87,910 87,910
FNMA POOL FM7100 FMV 360,766 360,766
FNMA POOL FM7154 FMV 3,971,597 3,971,597
FNMA POOL FM7321 FMV 285,759 285,759
FNMA POOL FM7784 FMV 382,373 382,373
FNMA POOL FM7948 FMV 3,005,035 3,005,035
FNMA POOL FM8025 FMV 420,293 420,293
FNMA POOL FM8121 FMV 2,701,290 2,701,290
FNMA POOL FM8411 FMV 1,881,411 1,881,411
FNMA POOL FM8444 FMV 1,070,168 1,070,168
FNMA POOL FM8577 FMV 68,410 68,410
FNMA POOL FM8813 FMV 176,296 176,296
FNMA POOL FM8972 FMV 3,106,890 3,106,890
FNMA POOL FM9048 FMV 577,219 577,219
FNMA POOL FM9292 FMV 74,593 74,593
FNMA POOL FM9412 FMV 1,994,546 1,994,546
FNMA POOL FM9413 FMV 124,822 124,822
FNMA POOL FM9441 FMV 616,880 616,880
FNMA POOL FM9464 FMV 1,164,494 1,164,494
FNMA POOL FM9489 FMV 1,431,838 1,431,838
FNMA POOL FP0028 FMV 245,695 245,695
FNMA POOL FS0028 FMV 882,450 882,450
FNMA POOL FS0034 FMV 75,685 75,685
FNMA POOL FS0041 FMV 65,286 65,286
FNMA POOL FS0160 FMV 1,294,390 1,294,390
FNMA POOL FS0240 FMV 74,763 74,763
FNMA POOL FS1044 FMV 1,127,783 1,127,783
FNMA POOL FS1111 FMV 221,160 221,160
FNMA POOL FS1118 FMV 777,600 777,600
FNMA POOL FS1186 FMV 464,723 464,723
FNMA POOL FS1237 FMV 838,286 838,286
FNMA POOL FS1289 FMV 154,364 154,364
FNMA POOL FS1374 FMV 1,425,345 1,425,345
FNMA POOL FS1425 FMV 416,940 416,940
FNMA POOL FS1429 FMV 418,439 418,439
FNMA POOL FS1454 FMV 162,405 162,405
FNMA POOL FS1631 FMV 150,182 150,182
FNMA POOL FS2061 FMV 875,601 875,601
FNMA POOL FS2126 FMV 594,616 594,616
FNMA POOL FS2649 FMV 3,292,190 3,292,190
FNMA POOL FS3411 FMV 181,520 181,520
FNMA POOL FS3672 FMV 1,422,556 1,422,556
FNMA POOL FS3813 FMV 428,265 428,265
FNMA POOL FS4000 FMV 92,392 92,392
FNMA POOL FS4039 FMV 4,025,755 4,025,755
FNMA POOL FS4269 FMV 79,168 79,168
FNMA POOL FS4290 FMV 1,330,371 1,330,371
FNMA POOL FS4400 FMV 2,167,185 2,167,185
FNMA POOL FS4524 FMV 381,331 381,331
FNMA POOL FS4645 FMV 360,844 360,844
FNMA POOL FS4679 FMV 1,020,668 1,020,668
FNMA POOL FS4805 FMV 402,256 402,256
FNMA POOL FS5306 FMV 396,161 396,161
FNMA POOL FS5313 FMV 3,950,223 3,950,223
FNMA POOL FS5450 FMV 1,046,251 1,046,251
FNMA POOL FS5708 FMV 97,760 97,760
FNMA POOL FS5749 FMV 18,854,789 18,854,789
FNMA POOL MA1417 FMV 219,366 219,366
FNMA POOL MA2523 FMV 46,829 46,829
FNMA POOL MA2579 FMV 43,076 43,076
FNMA POOL MA2737 FMV 578,775 578,775
FNMA POOL MA2773 FMV 39,630 39,630
FNMA POOL MA2832 FMV 332,552 332,552
FNMA POOL MA4181 FMV 1,996,649 1,996,649
FNMA POOL MA4280 FMV 1,708,293 1,708,293
FNMA POOL MA4281 FMV 5,478,688 5,478,688
FNMA POOL MA4306 FMV 572,484 572,484
FNMA POOL MA4465 FMV 137,286 137,286
FNMA POOL MA4474 FMV 144,274 144,274
FNMA POOL MA4501 FMV 218,907 218,907
FNMA POOL MA4570 FMV 224,712 224,712
FNMA POOL MA4606 FMV 230,581 230,581
FNMA POOL MA5108 FMV 45,269,156 45,269,156
FNMA POOL MA5140 FMV 39,685,343 39,685,343
FNMA TBA 30 YR 3 FMV 39,446 39,446
FNMA TBA 30 YR 3.5 FMV 98,414 98,414
FNMA TBA 30 YR 4 FMV 194,344 194,344
FNMA TBA 30 YR 4.5 FMV 187,953 187,953
FNMA TBA 30 YR 5 FMV 1,324,925 1,324,925
FNMA TBA 30 YR 5.5 FMV 3,525,493 3,525,493
FNMA TBA 30 YR 6 FMV 773,828 773,828
FNMA TBA 30 YR 6.5 FMV 188,590 188,590
FOCUS BRANDS FUNDING LLC FMV 3,527,789 3,527,789
FOCUS FINANCIAL PARTNERS, LLC FMV 945,759 945,759
FORD CREDIT AUTO OWNER TRUST/F FMV 1,062,929 1,062,929
FORD CREDIT FLOORPLAN MASTER O FMV 894,558 894,558
FORTRESS CREDIT BSL LIMITED FMV 738,286 738,286
FOUNDATION FINANCE TRUST FMV 619,546 619,546
FOUNDEVER FMV 2,140,569 2,140,569
FRAZIER HEALTHCARE V1 FMV 919,418 919,418
FREDDIE MAC FMV 396 396
FREDDIE MAC FMV 921 921
FREDDIE MAC FMV 1,769 1,769
FREDDIE MAC FMV 2,956 2,956
FREDDIE MAC FMV 8,687 8,687
FREDDIE MAC FMV 53,503 53,503
FREDDIE MAC FMV 57,714 57,714
FREDDIE MAC FMV 91,720 91,720
FREDDIE MAC FMV 94,870 94,870
FREDDIE MAC FMV 100,751 100,751
FREDDIE MAC SCRT FMV 209,271 209,271
FREDDIE MAC SCRT FMV 297,037 297,037
FREDDIE MAC SCRT FMV 404,217 404,217
FREDDIE MAC SCRT FMV 411,766 411,766
FREDDIE MAC SCRT FMV 461,936 461,936
FREDDIE MAC SCRT FMV 515,595 515,595
FREDDIE MAC SCRT FMV 520,467 520,467
FREDDIE MAC SCRT FMV 593,009 593,009
FREDDIE MAC SCRT FMV 613,017 613,017
FREDDIE MAC SCRT FMV 704,211 704,211
FREDDIE MAC SCRT FMV 864,099 864,099
FREDDIE MAC SCRT FMV 998,967 998,967
FREDDIE MAC SCRT FMV 1,028,693 1,028,693
FREDDIE MAC SCRT FMV 1,125,732 1,125,732
FREDDIE MAC SCRT FMV 3,559,957 3,559,957
FREDDIE MAC STACR FMV 270,094 270,094
FREDDIE MAC STACR FMV 322,403 322,403
FREDDIE MAC STACR FMV 345,795 345,795
FREDDIE MAC STACR FMV 453,452 453,452
FREDDIE MAC STACR FMV 1,082,284 1,082,284
FREDDIE MAC STACR FMV 1,238,112 1,238,112
FREDDIE MAC STACR FMV 1,476,959 1,476,959
FREDDIE MAC STACR FMV 1,541,519 1,541,519
FREDDIE MAC STACR FMV 1,903,825 1,903,825
FREDDIE MAC STACR FMV 1,929,263 1,929,263
FREDDIE MAC STACR FMV 3,146,858 3,146,858
FREDDIE MAC STACR FMV 4,278,802 4,278,802
FREDDIEMAC STRIP FMV 505 505
FREDDIEMAC STRIP FMV 2,249 2,249
FREDDIEMAC STRIP FMV 5,292 5,292
FREMF MORTGAGE TRUST FMV 379,391 379,391
FRESB MULTIFAMILY MORTGAGE PAS FMV 273,084 273,084
FRONERI INTERNATIONAL PLC FMV 6,004,188 6,004,188
FS RIALTO ISSUER LTD FMV 6,201,607 6,201,607
FUGUE FINANCE B V FMV 6,697,769 6,697,769
GAINWELL ACQUISITION CORP. FMV 292,410 292,410
GCAT FMV 1 1
GCAT FMV 1,560,156 1,560,156
GEN DIGITAL INC. FMV 1,272,974 1,272,974
GENERAL MOTORS FMV 1,166,799 1,166,799
GENESEE + WYOMING INC NEW FMV 1,042,605 1,042,605
GETTY IMAGES, INC. FMV 2,206,075 2,206,075
GFL ENVIRONMENTAL INC. FMV 229,076 229,076
GILBERT PARK CLO LTD FMV 250,008 250,008
GLOBAL BLUE ACQUISITION B.V. FMV 1,538,778 1,538,778
GLOBAL GOOD FUND I FMV 1 1
GLOBL GARDEN PRDCTS C SARL LUX FMV 1,453,720 1,453,720
GMAC MORTGAGE CORPORATION LOAN FMV 142,971 142,971
GMAC MORTGAGE CORPORATION LOAN FMV 1,432,925 1,432,925
GMRF MORTGAGE ACQUISITION CO., FMV 64,014 64,014
GNMA II POOL 783298 FMV 42,583 42,583
GNMA II POOL 784106 FMV 11,899 11,899
GNMA II POOL 784849 FMV 1,323,532 1,323,532
GNMA II POOL 784905 FMV 594,820 594,820
GNMA II POOL 785283 FMV 338,036 338,036
GNMA II POOL 785565 FMV 425,665 425,665
GNMA II POOL 785568 FMV 697,649 697,649
GNMA II POOL 785657 FMV 1,521,413 1,521,413
GNMA II POOL 785663 FMV 500,186 500,186
GNMA II POOL 785667 FMV 581,213 581,213
GNMA II POOL 785762 FMV 298,040 298,040
GNMA II POOL 785789 FMV 363,835 363,835
GNMA II POOL 785791 FMV 72,229 72,229
GNMA II POOL 785821 FMV 452,630 452,630
GNMA II POOL 786150 FMV 1,538,158 1,538,158
GNMA II POOL 786335 FMV 1,634,570 1,634,570
GNMA II POOL 786709 FMV 387,394 387,394
GNMA II POOL 892950 FMV 70,671 70,671
GNMA II POOL 892951 FMV 105,674 105,674
GNMA II POOL BC1919 FMV 2,462,403 2,462,403
GNMA II POOL BS8546 FMV 180,630 180,630
GNMA II POOL BT0810 FMV 478,640 478,640
GNMA II POOL BT1888 FMV 273,938 273,938
GNMA II POOL BW6351 FMV 1,774,964 1,774,964
GNMA II POOL CI1513 FMV 81,662 81,662
GNMA II POOL CJ9477 FMV 307,761 307,761
GNMA II POOL MA2304 FMV 7,996 7,996
GNMA II POOL MA3035 FMV 683,021 683,021
GNMA II POOL MA3104 FMV 2,819,232 2,819,232
GNMA II POOL MA3376 FMV 1,115,483 1,115,483
GNMA II POOL MA3735 FMV 667,737 667,737
GNMA II POOL MA3873 FMV 1,039,890 1,039,890
GNMA II POOL MA5192 FMV 479,682 479,682
GNMA II POOL MA5193 FMV 23,536 23,536
GNMA II POOL MA5265 FMV 823,027 823,027
GNMA II POOL MA5529 FMV 56,413 56,413
GNMA II POOL MA5711 FMV 706,695 706,695
GNMA II POOL MA5764 FMV 708,431 708,431
GNMA II POOL MA5818 FMV 1,460,171 1,460,171
GNMA II POOL MA6543 FMV 537,622 537,622
GNMA II POOL MA6819 FMV 125,933 125,933
GNMA II POOL MA7368 FMV 1,232,920 1,232,920
GNMA II POOL MA7534 FMV 1,001,810 1,001,810
GNMA II POOL MA7589 FMV 1,742,514 1,742,514
GNMA II POOL MA7590 FMV 1,654,749 1,654,749
GNMA II POOL MA7650 FMV 1,507,713 1,507,713
GNMA II POOL MA7706 FMV 297,880 297,880
GNMA II POOL MA7828 FMV 1,867,541 1,867,541
GNMA II POOL MA7989 FMV 1,777,543 1,777,543
GNMA II POOL MA8045 FMV 1,328,035 1,328,035
GNMA II POOL MA8147 FMV 603,272 603,272
GNMA II POOL MA8151 FMV 5,199,387 5,199,387
GNMA II POOL MA8197 FMV 774,365 774,365
GNMA II POOL MA8264 FMV 314,825 314,825
GNMA II POOL MA8268 FMV 2,292,810 2,292,810
GNMA II POOL MA8348 FMV 279,166 279,166
GNMA II POOL MA8429 FMV 1,410,909 1,410,909
GNMA II POOL MA8570 FMV 3,168,280 3,168,280
GNMA II POOL MA8879 FMV 3,555,380 3,555,380
GNMA II POOL MA8947 FMV 4,411,960 4,411,960
GNMA II TBA 30 YR 3.5 FMV 241,797 241,797
GNMA II TBA 30 YR 4 FMV 118,691 118,691
GNMA II TBA 30 YR 4.5 FMV 11,648 11,648
GNMA II TBA 30 YR 5 FMV 119,047 119,047
GNMA II TBA 30 YR 5.5 FMV 82,859 82,859
GNMA II TBA 30 YR 6 FMV 148,078 148,078
GNMA II TBA 30 YR 6.5 FMV 3,473 3,473
GNMA POOL 416602 FMV 40,193 40,193
GNMA POOL 458371 FMV 844 844
GNMA POOL 464846 FMV 577 577
GNMA POOL 466087 FMV 849 849
GNMA POOL 471947 FMV 10,844 10,844
GNMA POOL 484261 FMV 2,692 2,692
GNMA POOL 490736 FMV 3,622 3,622
GNMA POOL 780873 FMV 757 757
GOLD 100 OZ FUTR FEB24 FMV 5,247,799 5,247,799
GOLD BARS CMDTY FMV 1,566,634,654 1,566,634,654
GOLD SPOT WARRANT FMV 1,180,088,750 1,180,088,750
GOLDENTREE LOAN MANAGEMENT US FMV 2,308,504 2,308,504
GOLDENTREE LOAN OPPORTUNITIES FMV 1,860,246 1,860,246
GOLUB CAPITAL PARTNERS CLO LTD FMV 249,990 249,990
GOLUB CAPITAL PARTNERS CLO LTD FMV 574,867 574,867
GOLUB CAPITAL PARTNERS CLO, LT FMV 630,919 630,919
GOVERNMENT NATIONAL MORTGAGE A FMV 12 12
GOVERNMENT NATIONAL MORTGAGE A FMV 371 371
GOVERNMENT NATIONAL MORTGAGE A FMV 1,145 1,145
GOVERNMENT NATIONAL MORTGAGE A FMV 1,338 1,338
GOVERNMENT NATIONAL MORTGAGE A FMV 3,618 3,618
GOVERNMENT NATIONAL MORTGAGE A FMV 3,826 3,826
GOVERNMENT NATIONAL MORTGAGE A FMV 4,927 4,927
GOVERNMENT NATIONAL MORTGAGE A FMV 7,723 7,723
GOVERNMENT NATIONAL MORTGAGE A FMV 11,961 11,961
GOVERNMENT NATIONAL MORTGAGE A FMV 14,006 14,006
GOVERNMENT NATIONAL MORTGAGE A FMV 22,549 22,549
GOVERNMENT NATIONAL MORTGAGE A FMV 29,963 29,963
GOVERNMENT NATIONAL MORTGAGE A FMV 64,890 64,890
GOVERNMENT NATIONAL MORTGAGE A FMV 95,478 95,478
GOVERNMENT NATIONAL MORTGAGE A FMV 108,256 108,256
GOVERNMENT NATIONAL MORTGAGE A FMV 137,999 137,999
GOVERNMENT NATIONAL MORTGAGE A FMV 249,026 249,026
GOVERNMENT NATIONAL MORTGAGE A FMV 269,441 269,441
GOVERNMENT NATIONAL MORTGAGE A FMV 311,116 311,116
GOVERNMENT NATIONAL MORTGAGE A FMV 314,091 314,091
GOVERNMENT NATIONAL MORTGAGE A FMV 366,408 366,408
GOVERNMENT NATIONAL MORTGAGE A FMV 483,300 483,300
GOVERNMENT NATIONAL MORTGAGE A FMV 483,623 483,623
GOVERNMENT NATIONAL MORTGAGE A FMV 485,527 485,527
GOVERNMENT NATIONAL MORTGAGE A FMV 535,379 535,379
GOVERNMENT NATIONAL MORTGAGE A FMV 629,077 629,077
GOVERNMENT NATIONAL MORTGAGE A FMV 670,396 670,396
GOVERNMENT NATIONAL MORTGAGE A FMV 943,295 943,295
GOVERNMENT NATIONAL MORTGAGE A FMV 1,005,164 1,005,164
GOVERNMENT NATIONAL MORTGAGE A FMV 1,073,498 1,073,498
GOVERNMENT NATIONAL MORTGAGE A FMV 1,947,360 1,947,360
GOVERNMENT NATIONAL MORTGAGE A FMV 2,393,280 2,393,280
GOVERNMENT NATIONAL MORTGAGE A FMV 3,034,997 3,034,997
GOVERNMENT NATIONAL MORTGAGE A FMV 3,326,231 3,326,231
GOVERNMENT NATIONAL MORTGAGE A FMV 3,326,523 3,326,523
GOVERNMENT NATIONAL MORTGAGE A FMV 4,396,559 4,396,559
GOVERNMENT NATIONAL MORTGAGE A FMV 4,883,223 4,883,223
GOVERNMENT NATIONAL MORTGAGE A FMV 7,989,123 7,989,123
GRANITE FRANCE BIDCO SAS FMV 786,856 786,856
GREENBRIAR CO INVESTMENT UF A FMV 115,067,477 115,067,477
GREENBRIAR EQUITY FUND III, LP FMV 18,799,466 18,799,466
GREENBRIAR EQUITY FUND IV A FMV 156,328,525 156,328,525
GREENBRIAR EQUITY FUND V LP FMV 372,703,678 372,703,678
GREENBRIAR EQUITY FUND VI LP FMV 126,023,655 126,023,655
GREENBRIAR III A FMV 26,042,462 26,042,462
GREENPOINT MORTGAGE FUNDING TR FMV 1 1
GREENPOINT MORTGAGE FUNDING TR FMV 1 1
GREENPOINT MORTGAGE FUNDING TR FMV 11 11
GREENPOINT MORTGAGE FUNDING TR FMV 12 12
GREENPOINT MORTGAGE FUNDING TR FMV 143 143
GREENPOINT MORTGAGE FUNDING TR FMV 20,534 20,534
GREENPOINT MORTGAGE FUNDING TR FMV 37,917 37,917
GREENPOINT MORTGAGE FUNDING TR FMV 187,632 187,632
GREYWOLF CLO LTD FMV 464,251 464,251
GREYWOLF CLO LTD FMV 596,934 596,934
GRIFOLS S A FMV 6,521,441 6,521,441
GRIPPEN PARK CLO LTD FMV 238,546 238,546
GRIPPEN PARK CLO LTD FMV 482,319 482,319
GRMT MORTGAGE LOAN TRUST FMV 11,192 11,192
GS MORTGAGE BACKED SECURITIES FMV 1 1
GS MORTGAGE BACKED SECURITIES FMV 259,529 259,529
GS MORTGAGE BACKED SECURITIES FMV 417,313 417,313
GS MORTGAGE BACKED SECURITIES FMV 1,465,959 1,465,959
GS MORTGAGE BACKED SECURITIES FMV 2,549,876 2,549,876
GS MORTGAGE BACKED SECURITIES FMV 2,894,600 2,894,600
GS MORTGAGE BACKED SECURITIES FMV 2,966,069 2,966,069
GS MORTGAGE BACKED SECURITIES FMV 3,014,796 3,014,796
GS MORTGAGE BACKED SECURITIES FMV 3,131,284 3,131,284
GS MORTGAGE BACKED SECURITIES FMV 3,224,038 3,224,038
GS MORTGAGE BACKED SECURITIES FMV 3,919,281 3,919,281
GS MORTGAGE SECURITIES CORP. FMV 2 2
GS MORTGAGE SECURITIES TRUST FMV 6,561 6,561
GS MORTGAGE SECURITIES TRUST FMV 641,379 641,379
GSAA HOME EQUITY TRUST FMV 195,763 195,763
GSAA HOME EQUITY TRUST FMV 2,204,116 2,204,116
GSAA HOME EQUITY TRUST FMV 2,623,612 2,623,612
GSAA HOME EQUITY TRUST FMV 3,080,220 3,080,220
GSAMP TRUST FMV 229,213 229,213
GSAMP TRUST FMV 3,053,079 3,053,079
GSMPS MORTGAGE LOAN TRUST FMV 221,428 221,428
GSMPS MORTGAGE LOAN TRUST FMV 247,294 247,294
GSR MORTGAGE LOAN TRUST FMV 1,140 1,140
GSR MORTGAGE LOAN TRUST FMV 6,385 6,385
GSR MORTGAGE LOAN TRUST FMV 11,666 11,666
GSR MORTGAGE LOAN TRUST FMV 31,249 31,249
GSR MORTGAGE LOAN TRUST FMV 174,304 174,304
GSR MORTGAGE LOAN TRUST FMV 306,683 306,683
GSR MORTGAGE LOAN TRUST FMV 653,223 653,223
GSR MORTGAGE LOAN TRUST FMV 2,372,013 2,372,013
GTCR W MERGER SUB LLC FMV 774,028 774,028
GTCR W MERGER SUB LLC FMV 4,256,349 4,256,349
GTI 8 INSTITUTIONAL INVESTORS FMV 62,008,239 62,008,239
GVC HOLDINGS GIBRALTAR LIMITED FMV 155,331 155,331
HALSEYPOINT CLO 3, LTD. FMV 459,956 459,956
HALSEYPOINT CLO I, LTD. FMV 249,876 249,876
HALSEYPOINT CLO I, LTD. FMV 255,278 255,278
HARBOR FREIGHT TOOLS USA INC FMV 1,375,747 1,375,747
HARBORVIEW MORTGAGE LOAN TRUST FMV 5 5
HARBORVIEW MORTGAGE LOAN TRUST FMV 5 5
HARBORVIEW MORTGAGE LOAN TRUST FMV 9 9
HARBORVIEW MORTGAGE LOAN TRUST FMV 22 22
HARBORVIEW MORTGAGE LOAN TRUST FMV 2,104 2,104
HARBORVIEW MORTGAGE LOAN TRUST FMV 24,713 24,713
HARBORVIEW MORTGAGE LOAN TRUST FMV 62,296 62,296
HARBORVIEW MORTGAGE LOAN TRUST FMV 109,296 109,296
HARBORVIEW MORTGAGE LOAN TRUST FMV 242,075 242,075
HARBORVIEW MORTGAGE LOAN TRUST FMV 283,214 283,214
HARBORVIEW MORTGAGE LOAN TRUST FMV 409,465 409,465
HARBORVIEW MORTGAGE LOAN TRUST FMV 570,675 570,675
HARBORVIEW MORTGAGE LOAN TRUST FMV 622,100 622,100
HARBORVIEW MORTGAGE LOAN TRUST FMV 650,227 650,227
HARBORVIEW MORTGAGE LOAN TRUST FMV 761,665 761,665
HARBORVIEW MORTGAGE LOAN TRUST FMV 1,102,499 1,102,499
HARDEE S FUNDING LLC AND CARLS FMV 3,580,317 3,580,317
HELIOS ISSUER, LLC FMV 255,493 255,493
HELIOS SOFTWARE HOLDINGS INC FMV 1,349,711 1,349,711
HERTZ VEHICLE FINANCING LLC FMV 447,944 447,944
HERTZ VEHICLE FINANCING LLC FMV 6,722,039 6,722,039
HERTZ VEHICLE FINANCING LLC FMV 9,876,465 9,876,465
HERTZ VEHICLE FINANCING LLC FMV 17,336,883 17,336,883
HGI CRE CLO LTD FMV 1,473,945 1,473,945
HILDENE COMMUNITY FUNDING CLO FMV 1,152,338 1,152,338
HILDING ANDERS INTER AB FMV 1 1
HILDING ANDERS INTER AB FMV 594,252 594,252
HILDING ANDRS INTERNATIONAL AB FMV 246,388 246,388
HNVR HOLDCO LIMITED FMV 3,673,342 3,673,342
HOME EQUITY ASSET TRUST FMV 8,138 8,138
HOME EQUITY ASSET TRUST FMV 1,183,758 1,183,758
HOME EQUITY ASSET TRUST FMV 4,797,208 4,797,208
HOME EQUITY ASSET TRUST FMV 7,057,525 7,057,525
HOME PARTNERS OF AMERICA TRUST FMV 652,301 652,301
HOMEBANC MORTGAGE TRUST FMV 543,153 543,153
HOMES TRUST FMV 1,399,017 1,399,017
HONY CAPITAL FUND III FMV 3,758,248 3,758,248
HPS LOAN MANAGEMENT LTD FMV 260,849 260,849
HPS LOAN MANAGEMENT LTD FMV 499,166 499,166
HPS LOAN MANAGEMENT LTD FMV 1,287,746 1,287,746
HUNTER HOLDCO 3 LIMITED FMV 995,000 995,000
HURTIGRUTEN ASA FMV 504,011 504,011
HYUNDAI AUTO RECEIVABLES TRUST FMV 4,079,324 4,079,324
ICON LUXEMBOURG SARL FMV 425,938 425,938
II VI INCORPORATED FMV 426,304 426,304
ILPT COMMERCIAL MORTGAGE TRUST FMV 1,424,859 1,424,859
IMPAC CMB TRUST FMV 9,621 9,621
IMPAC CMB TRUST FMV 12,678 12,678
IMPAC CMB TRUST FMV 18,263 18,263
IMPAC CMB TRUST FMV 111,942 111,942
IMPAC SECURED ASSETS CORP. FMV 88,207 88,207
INDONESIA GOVERNMENT FMV 706,349 706,349
INDONESIA GOVERNMENT FMV 979,792 979,792
INDONESIA GOVERNMENT FMV 1,558,916 1,558,916
INDONESIA GOVERNMENT FMV 1,795,042 1,795,042
INDONESIA GOVERNMENT FMV 1,816,250 1,816,250
INDONESIA GOVERNMENT FMV 2,231,385 2,231,385
INDONESIA GOVERNMENT FMV 2,901,765 2,901,765
INDONESIA GOVERNMENT FMV 3,466,538 3,466,538
INDONESIA GOVERNMENT FMV 8,780,239 8,780,239
INDYMAC IMSC MORTGAGE LOAN TRU FMV 2,283,805 2,283,805
INDYMAC INDA MORTGAGE LOAN TRU FMV 45,977 45,977
INDYMAC INDA MORTGAGE LOAN TRU FMV 219,350 219,350
INDYMAC INDX MORTGAGE LOAN TRU FMV 15 15
INDYMAC INDX MORTGAGE LOAN TRU FMV 30,551 30,551
INDYMAC INDX MORTGAGE LOAN TRU FMV 126,023 126,023
INDYMAC INDX MORTGAGE LOAN TRU FMV 162,453 162,453
INDYMAC INDX MORTGAGE LOAN TRU FMV 180,949 180,949
INDYMAC INDX MORTGAGE LOAN TRU FMV 182,298 182,298
INDYMAC INDX MORTGAGE LOAN TRU FMV 504,264 504,264
INDYMAC INDX MORTGAGE LOAN TRU FMV 697,108 697,108
INDYMAC INDX MORTGAGE LOAN TRU FMV 809,134 809,134
INEOS ENTERPRISES HLDGS II LTD FMV 1,857,226 1,857,226
INEOS FINANCE PLC FMV 1,102,651 1,102,651
INEOS QUATTRO HOLDINGS UK LTD FMV 1,190,813 1,190,813
INFINITAS LERNG HLDNG BV FMV 1,421,426 1,421,426
INTERNATIONAL PARK HOLDNGS B V FMV 1,489,414 1,489,414
INVITATION HOMES TRUST FMV 2,692,473 2,692,473
ION TRADING TECHNOLOGIES SARL FMV 3,113,681 3,113,681
IRIS BIDCO GMBH FMV 3,239,773 3,239,773
IRIS BIDCO LIMITED FMV 3,021,987 3,021,987
IRS JPY FMV 339,154 339,154
IRS MXN FMV 21,202 21,202
IRS USD FMV 10,339,418 10,339,418
IVC ACQUISITION LTD FMV 1,255,856 1,255,856
IVC ACQUISITION LTD FMV 1,936,788 1,936,788
IVORY COAST FMV 376,314 376,314
JACK IN THE BOX FUNDING, LLC FMV 699,421 699,421
JAPAN TREASURY DISC BILL FMV 2,128,012 2,128,012
JAPAN TREASURY DISC BILL FMV 14,189,648 14,189,648
JAPAN TREASURY DISC BILL FMV 32,631,408 32,631,408
JAPAN TREASURY DISC BILL FMV 163,146,960 163,146,960
JIMMY JOHN S FUNDING LLC FMV 2,646,319 2,646,319
JP MORGAN CHASE COMMERCIAL MOR FMV 5,758 5,758
JP MORGAN CHASE COMMERCIAL MOR FMV 34,166 34,166
JP MORGAN CHASE COMMERCIAL MOR FMV 39,638 39,638
JP MORGAN CHASE COMMERCIAL MOR FMV 55,935 55,935
JP MORGAN CHASE COMMERCIAL MOR FMV 127,786 127,786
JP MORGAN CHASE COMMERCIAL MOR FMV 192,108 192,108
JP MORGAN CHASE COMMERCIAL MOR FMV 688,920 688,920
JP MORGAN CHASE COMMERCIAL MOR FMV 1,053,168 1,053,168
JP MORGAN MORTGAGE ACQUISITION FMV 2,471,501 2,471,501
JP MORGAN MORTGAGE TRUST FMV 2 2
JP MORGAN MORTGAGE TRUST FMV 379 379
JP MORGAN MORTGAGE TRUST FMV 12,496 12,496
JP MORGAN MORTGAGE TRUST FMV 25,456 25,456
JP MORGAN MORTGAGE TRUST FMV 28,492 28,492
JP MORGAN MORTGAGE TRUST FMV 30,271 30,271
JP MORGAN MORTGAGE TRUST FMV 226,431 226,431
JP MORGAN MORTGAGE TRUST FMV 236,424 236,424
JP MORGAN MORTGAGE TRUST FMV 286,950 286,950
JP MORGAN MORTGAGE TRUST FMV 345,497 345,497
JP MORGAN MORTGAGE TRUST FMV 406,483 406,483
JP MORGAN MORTGAGE TRUST FMV 897,047 897,047
JP MORGAN MORTGAGE TRUST FMV 1,182,297 1,182,297
JP MORGAN MORTGAGE TRUST FMV 1,303,588 1,303,588
JP MORGAN MORTGAGE TRUST FMV 1,378,064 1,378,064
JP MORGAN MORTGAGE TRUST FMV 1,429,293 1,429,293
JP MORGAN MORTGAGE TRUST FMV 1,679,530 1,679,530
JP MORGAN MORTGAGE TRUST FMV 1,752,687 1,752,687
JP MORGAN MORTGAGE TRUST FMV 1,891,822 1,891,822
JP MORGAN MORTGAGE TRUST FMV 2,150,009 2,150,009
JP MORGAN MORTGAGE TRUST FMV 2,369,478 2,369,478
JP MORGAN MORTGAGE TRUST FMV 2,648,224 2,648,224
JP MORGAN MORTGAGE TRUST FMV 4,021,650 4,021,650
JP MORGAN MORTGAGE TRUST FMV 4,204,051 4,204,051
JP MORGAN MORTGAGE TRUST FMV 6,341,972 6,341,972
JP MORGAN REREMIC FMV 616,849 616,849
JPMBB COMMERCIAL MORTGAGE SECU FMV 122,820 122,820
JPMBB COMMERCIAL MORTGAGE SECU FMV 186,384 186,384
JPMBB COMMERCIAL MORTGAGE SECU FMV 355,979 355,979
JPMBB COMMERCIAL MORTGAGE SECU FMV 675,923 675,923
JPMBB COMMERCIAL MORTGAGE SECU FMV 1,011,888 1,011,888
JPN 10Y BOND(OSE) MAR24 FMV 917,019 917,019
KATAYMA CLO LTD FMV 499,715 499,715
KCAP SENIOR FUNDING I LLC FMV 696,255 696,255
KESTREL AIRCRAFT FUNDING LIMIT FMV 646,253 646,253
KHOSLA VENTURES SEED F FMV 4,331,417 4,331,417
KHOSLA VENTURES VIII FMV 5,022,234 5,022,234
KKR FINANCIAL CLO LTD FMV 489,760 489,760
KNDR TRUST 2021 KIND FMV 687,321 687,321
KOREA TREASURY BOND FMV 549,775 549,775
KOREA TREASURY BOND FMV 3,141,937 3,141,937
KREF 2021 FL2 LTD FMV 940,528 940,528
KURAMO AFRICA COINV III LP FMV 8,905,563 8,905,563
KURAMO AFRICA FUND II L.P. FMV 18,026,431 18,026,431
KURAMO AFRICA FUND III LP FMV 4,690,977 4,690,977
KURAMO AFRICA OPPORTUNITY OFFS FMV 7,790,179 7,790,179
LAVENDER TRUST FMV 1,505,408 1,505,408
LEGACY MORTGAGE ASSET TRUST FMV 673,887 673,887
LEGACY MORTGAGE ASSET TRUST FMV 1,445,464 1,445,464
LEGACY MORTGAGE ASSET TRUST FMV 2,713,858 2,713,858
LEHMAN BANKRUPTCY BLACKROCK FMV 1 1
LEHMAN MORTGAGE TRUST FMV 16,752 16,752
LEHMAN MORTGAGE TRUST FMV 69,837 69,837
LEHMAN MORTGAGE TRUST FMV 269,345 269,345
LEHMAN XS TRUST FMV 440,852 440,852
LEHMAN XS TRUST FMV 3,186,062 3,186,062
LERNEN BIDCO LIMITED FMV 2,309,813 2,309,813
LETRA TESOURO NACIONAL FMV 330,348,680 330,348,680
LIFESCAN GLOBAL CORP FMV 1 1
LIFESCAN GLOBAL CORPORATION FMV 1,637,472 1,637,472
LIGHT AND WONDER INTERNATIONAL FMV 759,633 759,633
LINEAGE LOGISTICS FMV 51,992,624 51,992,624
LINEAGE LOGISTICS FMV 286,001,138 286,001,138
LINEAGE LOGISTICS CLASS A 20 FMV 13,455,110 13,455,110
LONG BEACH MORTGAGE LOAN TRUST FMV 962,075 962,075
LONG GILT FUTURE MAR24 FMV 6,737,326 6,737,326
LORCA HOLDCO LIMITED FMV 1,097,492 1,097,492
LORCA HOLDCO LIMITED FMV 1,820,249 1,820,249
LSF10 XL BIDCO SCA FMV 1,674,762 1,674,762
LSF11 FOLIO BIDCO GMBH FMV 1,340,534 1,340,534
LSP DEMENTIA FUND FMV 5,011,644 5,011,644
LUMINENT MORTGAGE TRUST FMV 2,406 2,406
LUMINENT MORTGAGE TRUST FMV 30,212 30,212
LUMINENT MORTGAGE TRUST FMV 102,325 102,325
LUMINENT MORTGAGE TRUST FMV 206,936 206,936
LUMINENT MORTGAGE TRUST FMV 1,366,812 1,366,812
LUMINENT MORTGAGE TRUST FMV 1,656,597 1,656,597
MADISON PARK FUNDING LTD FMV 1 1
MADISON PARK FUNDING LTD FMV 248,106 248,106
MAGNETITE CLO LTD FMV 494,814 494,814
MAGNETITE CLO LTD FMV 495,041 495,041
MAGNETITE CLO LTD FMV 1,044,456 1,044,456
MAGNETITE CLO LTD FMV 1,249,973 1,249,973
MALAYSIA GOVERNMENT FMV 166,252 166,252
MALAYSIA GOVERNMENT FMV 508,528 508,528
MALAYSIA GOVERNMENT FMV 933,661 933,661
MALAYSIA GOVERNMENT FMV 1,067,064 1,067,064
MALAYSIA GOVERNMENT FMV 1,883,437 1,883,437
MALAYSIA GOVERNMENT FMV 3,297,317 3,297,317
MARATHON CLO LTD FMV 475,118 475,118
MARCEL LUX IV SARL FMV 1,103,833 1,103,833
MARKERMEER FINANCE BV FMV 3,189,346 3,189,346
MASTR ADJUSTABLE RATE MORTGAGE FMV 1,241 1,241
MASTR ADJUSTABLE RATE MORTGAGE FMV 3,986 3,986
MASTR ADJUSTABLE RATE MORTGAGE FMV 265,111 265,111
MASTR ADJUSTABLE RATE MORTGAGE FMV 389,393 389,393
MASTR ADJUSTABLE RATE MORTGAGE FMV 1,210,280 1,210,280
MASTR ADJUSTABLE RATE MORTGAGE FMV 1,401,289 1,401,289
MASTR ADJUSTABLE RATE MORTGAGE FMV 1,418,468 1,418,468
MASTR ADJUSTABLE RATE MORTGAGE FMV 1,611,888 1,611,888
MASTR ALTERNATIVE LOANS TRUST FMV 98,080 98,080
MASTR ALTERNATIVE LOANS TRUST FMV 2,083,794 2,083,794
MASTR ASSET BACKED SECURITIES FMV 1,107,485 1,107,485
MATTERHORN TELECOM SA FMV 2,207,091 2,207,091
MCAFEE LLC FMV 985,625 985,625
MCAFEE LLC FMV 2,254,259 2,254,259
MED TRUST FMV 2,941,721 2,941,721
MEDIAN B V FMV 1,211,378 1,211,378
MEDIAN B V FMV 2,606,726 2,606,726
MEDLINE BORROWER, LP FMV 2,199,911 2,199,911
MEDLINE BORROWER, LP FMV 2,234,579 2,234,579
MELLON RESIDENTIAL FUNDING COR FMV 33,870 33,870
MELLON RESIDENTIAL FUNDING COR FMV 67,091 67,091
MERCEDES BENZ AUTO LEASE TRUST FMV 9,982,186 9,982,186
MERCEDES BENZ AUTO RECEIVABLES FMV 4,854,319 4,854,319
MERCURY FINANCIAL CREDIT CARD FMV 1,003,351 1,003,351
MERCURY FINANCIAL CREDIT CARD FMV 1,658,733 1,658,733
MERIT FMV 3,423,252 3,423,252
MERRILL LYNCH MORTGAGE INVESTO FMV 12,263 12,263
MERRILL LYNCH MORTGAGE INVESTO FMV 56,803 56,803
MERRILL LYNCH MORTGAGE INVESTO FMV 81,590 81,590
MERRILL LYNCH MORTGAGE INVESTO FMV 123,727 123,727
MERRILL LYNCH MORTGAGE INVESTO FMV 131,264 131,264
MERRILL LYNCH MORTGAGE INVESTO FMV 199,712 199,712
MERRILL LYNCH MORTGAGE INVESTO FMV 1,132,312 1,132,312
MERRILL LYNCH MORTGAGE INVESTO FMV 1,459,127 1,459,127
MERRILL LYNCH MORTGAGE INVESTO FMV 2,821,382 2,821,382
MERRILL LYNCH MORTGAGE INVESTO FMV 6,274,148 6,274,148
MEX BONOS DESARR FIX RT FMV 193,340 193,340
MEX BONOS DESARR FIX RT FMV 248,208 248,208
MEX BONOS DESARR FIX RT FMV 250,249 250,249
MEX BONOS DESARR FIX RT FMV 603,405 603,405
MEX BONOS DESARR FIX RT FMV 944,043 944,043
MEX BONOS DESARR FIX RT FMV 1,330,086 1,330,086
MEX BONOS DESARR FIX RT FMV 3,573,954 3,573,954
MEX BONOS DESARR FIX RT FMV 5,217,427 5,217,427
MEX BONOS DESARR FIX RT FMV 5,574,514 5,574,514
MEX BONOS DESARR FIX RT FMV 6,264,902 6,264,902
MEX BONOS DESARR FIX RT FMV 32,882,242 32,882,242
MILL CITY SOLAR LOAN LTD. FMV 142,947 142,947
MKS CLO LTD FMV 354,345 354,345
MKS INSTRUMENTS INC FMV 1,647,287 1,647,287
ML CFC COMMERCIAL MORTGAGE TRU FMV 7,150 7,150
ML CFC COMMERCIAL MORTGAGE TRU FMV 12,505 12,505
ML CFC COMMERCIAL MORTGAGE TRU FMV 13,103 13,103
MLCC MORTGAGE INVESTORS INC FMV 2,906 2,906
MLCC MORTGAGE INVESTORS INC FMV 15,348 15,348
MLCC MORTGAGE INVESTORS INC FMV 54,506 54,506
MLCC MORTGAGE INVESTORS INC FMV 58,958 58,958
MLCC MORTGAGE INVESTORS INC FMV 85,344 85,344
MLCC MORTGAGE INVESTORS INC FMV 266,709 266,709
MMAF EQUIPMENT FINANCE LLC FMV 1,780,686 1,780,686
MORGAN STANLEY BAML TRUST FMV 579,475 579,475
MORGAN STANLEY CAPITAL I TRUST FMV 195,525 195,525
MORGAN STANLEY CAPITAL I TRUST FMV 1,037,717 1,037,717
MORGAN STANLEY CAPITAL INC FMV 27,218 27,218
MORGAN STANLEY CAPITAL INC FMV 550,074 550,074
MORGAN STANLEY CAPITAL INC FMV 5,977,572 5,977,572
MORGAN STANLEY MORTGAGE LOAN T FMV 23,401 23,401
MORGAN STANLEY MORTGAGE LOAN T FMV 105,417 105,417
MORGAN STANLEY MORTGAGE LOAN T FMV 113,458 113,458
MORGAN STANLEY MORTGAGE LOAN T FMV 756,869 756,869
MORGAN STANLEY MORTGAGE LOAN T FMV 1,225,848 1,225,848
MORGAN STANLEY REREMIC TRUST FMV 96,672 96,672
MORGAN STANLEY REREMIC TRUST FMV 3,217,561 3,217,561
MORGAN STANLEY RESIDENTIAL MOR FMV 7,574,359 7,574,359
MORTGAGEIT TRUST FMV 3,330 3,330
MORTGAGEIT TRUST FMV 19,536 19,536
MORTGAGEIT TRUST FMV 39,442 39,442
MORTGAGEIT TRUST FMV 90,340 90,340
MORTGAGEIT TRUST FMV 102,701 102,701
MORTGAGEIT TRUST FMV 490,152 490,152
MOSAIC SOLAR LOANS LLC FMV 740,478 740,478
MOSAIC SOLAR LOANS LLC FMV 1,017,776 1,017,776
MOSAIC SOLAR LOANS LLC FMV 1,602,479 1,602,479
MOTION FINCO SARL FMV 4,112,654 4,112,654
MR COBALT OFFSHORE FD CB 03 LP FMV 104,932,379 104,932,379
MR DERBY FUND 3 LP FMV 55,732,696 55,732,696
MRCD 2019 PRKC MORTGAGE TRUST FMV 341,262 341,262
MSCG TRUST FMV 1,580,696 1,580,696
MSWF COMMERCIAL MORTGAGE TRUST FMV 321,335 321,335
MSWF COMMERCIAL MORTGAGE TRUST FMV 1,649,110 1,649,110
NATIXIS COMMERCIAL MORTGAGE SE FMV 853,451 853,451
NAVIENT STUDENT LOAN TRUST FMV 377,578 377,578
NAVIENT STUDENT LOAN TRUST FMV 385,870 385,870
NELNET STUDENT LOAN TRUST FMV 306,483 306,483
NEUBERGER BERMAN CLO LTD FMV 248,369 248,369
NEUBERGER BERMAN CLO LTD FMV 569,698 569,698
NEUBERGER BERMAN CLO LTD FMV 595,652 595,652
NEUBERGER BERMAN CLO LTD FMV 690,488 690,488
NEUBERGER BERMAN CLO LTD FMV 973,535 973,535
NEUBERGER BERMAN CLO LTD FMV 981,534 981,534
NEUBERGER BERMAN CLO LTD FMV 1,073,490 1,073,490
NEUBERGER BERMAN CLO LTD FMV 1,584,819 1,584,819
NEUBERGER BERMAN CLO LTD FMV 2,440,348 2,440,348
NEW CENTURY HOME EQUITY LOAN T FMV 72,421 72,421
NEW CENTURY HOME EQUITY LOAN T FMV 306,289 306,289
NEW RESIDENTIAL MORTGAGE LOAN FMV 225,478 225,478
NEW RESIDENTIAL MORTGAGE LOAN FMV 401,088 401,088
NEW RESIDENTIAL MORTGAGE LOAN FMV 610,680 610,680
NEW RESIDENTIAL MORTGAGE LOAN FMV 719,749 719,749
NEW RESIDENTIAL MORTGAGE LOAN FMV 781,781 781,781
NEW RESIDENTIAL MORTGAGE LOAN FMV 907,314 907,314
NEW RESIDENTIAL MORTGAGE LOAN FMV 1,403,312 1,403,312
NEW RESIDENTIAL MORTGAGE LOAN FMV 1,539,196 1,539,196
NEW RESIDENTIAL MORTGAGE LOAN FMV 1,604,524 1,604,524
NEW RESIDENTIAL MORTGAGE LOAN FMV 4,640,906 4,640,906
NEW ZEALAND GOVERNMENT FMV 7,975,599 7,975,599
NEWARK BSL CLO 2 LTD. FMV 1,005,316 1,005,316
NEXSTAR BROADCASTING INC FMV 692,168 692,168
NIDDA HEALTHCARE HOLDING AG FMV 3,086,774 3,086,774
NOMURA ASSET ACCEPTANCE CORPOR FMV 176,296 176,296
NOMURA ASSET ACCEPTANCE CORPOR FMV 251,716 251,716
NOMURA ASSET ACCEPTANCE CORPOR FMV 423,605 423,605
NOMURA HOME EQUITY LOAN INC FMV 3,376,647 3,376,647
NORWEGIAN GOVERNMENT FMV 2,575,890 2,575,890
NORWEGIAN GOVERNMENT FMV 3,783,884 3,783,884
NOTA DO TESOURO NACIONAL FMV 1,324,469 1,324,469
NOTA DO TESOURO NACIONAL FMV 12,859,525 12,859,525
NOTA DO TESOURO NACIONAL FMV 24,606,361 24,606,361
NOURYON FINANCE BV FMV 3,659,726 3,659,726
NUMERICABLE U S LLC FMV 1 1
NUUDAY A S FMV 2,517,276 2,517,276
OAK HILL CAPITAL PARTNERS VI FMV 73,740,370 73,740,370
OAK HILL CREDIT PARTNERS FMV 360,014 360,014
OAK HILL CREDIT PARTNERS FMV 827,920 827,920
OAKTREE CLO LTD FMV 250,000 250,000
OAKWOOD MORTGAGE INVESTORS INC FMV 428,305 428,305
OCEAN TRAILS CLO FMV 1,096,367 1,096,367
OCEAN TRAILS CLO FMV 1,232,536 1,232,536
OCEAN TRAILS CLO IX FMV 996,816 996,816
OCTAGON 66 LTD FMV 1,744,267 1,744,267
OCTAGON INVESTMENT PARTNERS 35 FMV 1,220,242 1,220,242
OCTAGON INVESTMENT PARTNERS XX FMV 648,280 648,280
ODIDO HOLDING B.V. FMV 3,309,443 3,309,443
OHA LOAN FUNDING LTD FMV 345,961 345,961
OLYMPUS WATER US HLDG CRPRTION FMV 958,005 958,005
ONSLOW BAY FINANCIAL LLC FMV 261,063 261,063
ONSLOW BAY FINANCIAL LLC FMV 305,014 305,014
ONSLOW BAY FINANCIAL LLC FMV 549,916 549,916
ONSLOW BAY FINANCIAL LLC FMV 1,691,801 1,691,801
ONSLOW BAY FINANCIAL LLC FMV 4,055,285 4,055,285
ONSLOW BAY FINANCIAL LLC FMV 6,882,586 6,882,586
OPG TRUST FMV 1,138,250 1,138,250
OPTION ONE MORTGAGE LOAN TRUST FMV 505,640 505,640
ORIGEN MANUFACTURED HOUSING FMV 295,815 295,815
OWL ROCK CLO LTD FMV 867,189 867,189
OWNIT MORTGAGE LOAN ASSET BACK FMV 733,770 733,770
PALMER SQUARE CLO LTD FMV 483,864 483,864
PALMER SQUARE CLO LTD FMV 596,368 596,368
PALMER SQUARE CLO LTD FMV 824,659 824,659
PALMER SQUARE CLO LTD FMV 1,002,161 1,002,161
PALMER SQUARE CLO LTD FMV 1,178,077 1,178,077
PALMER SQUARE LOAN FUNDING LTD FMV 801,855 801,855
PANGAEA ONE FMV 159,659 159,659
PAREXEL INTERNATIONAL CORP FMV 49,135 49,135
PARK AVENUE TRUST FMV 849,339 849,339
PARK PLACE SECURITIES INC FMV 4,368,632 4,368,632
PARQUES REUNIDOS SAU FMV 3,214,432 3,214,432
PEER HOLDING III B V FMV 2,593,124 2,593,124
PERATON CORP FMV 1,366,979 1,366,979
PHARMAZELL GMBH FMV 1,038,835 1,038,835
PHOENIX GUARANTOR INC FMV 6,018 6,018
PHOENIX GUARANTOR INC FMV 591,377 591,377
PHOENIX TRUST FMV 2,373,502 2,373,502
PICNIC INTL BV ORDINARY SHARES FMV 248,373,824 248,373,824
PICNIC INTL. B.V. SERIES E FMV 44,189,878 44,189,878
PIMENTE INVESTISSEMENT SASU FMV 1,369,877 1,369,877
POINT AU ROCHE PARK CLO, LTD FMV 1,535,982 1,535,982
POLAND GOVERNMENT BOND FMV 5,436,710 5,436,710
POLARIS NEWCO LLC FMV 2,386,910 2,386,910
POPULAR ABS MORTGAGE PASS THRO FMV 3,515,623 3,515,623
PORSCHE FINANCIAL AUTO SECURIT FMV 2,477,798 2,477,798
PORSCHE FINANCIAL AUTO SECURIT FMV 3,091,379 3,091,379
PRA HEALTH SCIENCES, INC. FMV 106,123 106,123
PRECISE BIDCO BV FMV 1,211,859 1,211,859
PRIME MORTGAGE TRUST FMV 28,945 28,945
PRKCM TRUST FMV 719,367 719,367
PRKCM TRUST FMV 1,490,100 1,490,100
PRKCM TRUST FMV 1,690,577 1,690,577
PRKCM TRUST FMV 2,053,410 2,053,410
PRMI SECURITIZATION TRUST FMV 1 1
PRMI SECURITIZATION TRUST FMV 4,176,563 4,176,563
PROGRESS RESIDENTIAL TRUST FMV 462,725 462,725
PROGRESS RESIDENTIAL TRUST FMV 642,041 642,041
PROGRESS RESIDENTIAL TRUST FMV 2,775,690 2,775,690
PROGRESS RESIDENTIAL TRUST FMV 6,900,311 6,900,311
PROVINCE OF QUEBEC FMV 2,107,935 2,107,935
PROVINCIA DE BUENOS AIRE FMV 1,145,810 1,145,810
PROVINCIA DE BUENOS AIRE FMV 1,388,674 1,388,674
PSMC TRUST FMV 1,334,393 1,334,393
PSMC TRUST FMV 2,773,221 2,773,221
QUIKRETE HOLDINGS, INC. FMV 185,152 185,152
RAAC SERIES FMV 89,460 89,460
RAAC SERIES FMV 195,898 195,898
RAAC SERIES FMV 1,271,748 1,271,748
RAAC SERIES FMV 1,704,433 1,704,433
RAAC SERIES FMV 5,158,940 5,158,940
RAAC SERIES FMV 11,331,032 11,331,032
RAD CLO LTD FMV 3,589,211 3,589,211
RATE MORTGAGE TRUST FMV 2,795,554 2,795,554
RATE MORTGAGE TRUST FMV 2,956,875 2,956,875
RBSGC MORTGAGE PASS THROUGH CE FMV 78,804 78,804
RBSGC MORTGAGE PASS THROUGH CE FMV 667,469 667,469
RECETTE CLO LLC FMV 417,947 417,947
REESE PARK CLO, LTD. FMV 1,734,670 1,734,670
RENAISSANCE HOME EQUITY LOAN T FMV 75,128 75,128
RENAISSANCE HOME EQUITY LOAN T FMV 294,937 294,937
REPUBLIC OF ANGOLA FMV 277,100 277,100
REPUBLIC OF ARGENTINA FMV 90,206 90,206
REPUBLIC OF ARGENTINA FMV 545,560 545,560
REPUBLIC OF ARGENTINA FMV 995,936 995,936
REPUBLIC OF COLOMBIA FMV 487,884 487,884
REPUBLIC OF COLOMBIA FMV 1,647,313 1,647,313
REPUBLIC OF COLOMBIA FMV 2,207,921 2,207,921
REPUBLIC OF INDONESIA FMV 453,615 453,615
REPUBLIC OF INDONESIA FMV 592,453 592,453
REPUBLIC OF KENYA FMV 232,793 232,793
REPUBLIC OF KENYA FMV 620,782 620,782
REPUBLIC OF PARAGUAY FMV 432,670 432,670
REPUBLIC OF PERU FMV 614,603 614,603
REPUBLIC OF SOUTH AFRICA FMV 2,220,364 2,220,364
RESIDENTIAL ACCREDIT LOANS, IN FMV 24,938 24,938
RESIDENTIAL ACCREDIT LOANS, IN FMV 100,254 100,254
RESIDENTIAL ACCREDIT LOANS, IN FMV 368,108 368,108
RESIDENTIAL ACCREDIT LOANS, IN FMV 409,284 409,284
RESIDENTIAL ACCREDIT LOANS, IN FMV 486,892 486,892
RESIDENTIAL ACCREDIT LOANS, IN FMV 708,325 708,325
RESIDENTIAL ACCREDIT LOANS, IN FMV 722,955 722,955
RESIDENTIAL ACCREDIT LOANS, IN FMV 736,195 736,195
RESIDENTIAL ACCREDIT LOANS, IN FMV 942,091 942,091
RESIDENTIAL ACCREDIT LOANS, IN FMV 1,384,356 1,384,356
RESIDENTIAL ACCREDIT LOANS, IN FMV 1,988,935 1,988,935
RESIDENTIAL ACCREDIT LOANS, IN FMV 3,177,069 3,177,069
RESIDENTIAL ASSET MORTGAGE PRO FMV 554,306 554,306
RESIDENTIAL ASSET SECURITIES C FMV 1,161,664 1,161,664
RESIDENTIAL ASSET SECURITIES C FMV 4,289,347 4,289,347
RESIDENTIAL FUNDING MORTGAGE S FMV 1 1
RESIDENTIAL FUNDING MORTGAGE S FMV 150,475 150,475
RESIDENTIAL FUNDING MTG SEC I FMV 388,766 388,766
RESIDENTIAL FUNDING SECURITIES FMV 125,366 125,366
REYNOLDS GROUP HLDGS INC FMV 1 1
RIALTO REAL ESTATE FUND LP FMV 1,069,541 1,069,541
RUBIX GROUP MIDCO 3 LIMITED FMV 1,977,971 1,977,971
SABEY DATA CENTER ISSUER LLC FMV 473,174 473,174
SACO I TRUST FMV 3,185 3,185
SACO I TRUST FMV 71,845 71,845
SACO I TRUST FMV 193,458 193,458
SANDY BIDCO B V FMV 1,650,149 1,650,149
SANTANDER DRIVE AUTO RECEIVABL FMV 2,262,678 2,262,678
SANTANDER DRIVE AUTO RECEIVABL FMV 2,536,832 2,536,832
SAPHILUX S A R L FMV 1,106,307 1,106,307
SASCO NET INTEREST MARGIN TRUS FMV 646,969 646,969
SAXON ASSET SECURITIES TRUST FMV 3,154,502 3,154,502
SAXON ASSET SECURITIES TRUST FMV 5,122,934 5,122,934
SBNA AUTO LEASE TRUST FMV 621,830 621,830
SECURITIZED ASSET BACKED RECEI FMV 58,872 58,872
SECURITIZED ASSET BACKED RECEI FMV 91,571 91,571
SECURITIZED ASSET BACKED RECEI FMV 109,715 109,715
SECURITIZED ASSET BACKED RECEI FMV 164,938 164,938
SEQENS GROUP BIDCO SASU FMV 838,731 838,731
SEQUOIA MORTGAGE TRUST FMV 6,862 6,862
SEQUOIA MORTGAGE TRUST FMV 44,781 44,781
SEQUOIA MORTGAGE TRUST FMV 150,283 150,283
SEQUOIA MORTGAGE TRUST FMV 190,049 190,049
SEQUOIA MORTGAGE TRUST FMV 199,928 199,928
SEQUOIA MORTGAGE TRUST FMV 289,395 289,395
SEQUOIA MORTGAGE TRUST FMV 551,958 551,958
SEQUOIA MORTGAGE TRUST FMV 1,701,178 1,701,178
SEQUOIA MORTGAGE TRUST FMV 2,777,810 2,777,810
SEQUOIA MORTGAGE TRUST FMV 6,473,124 6,473,124
SETANTA AIRCRAFT LEASING DAC FMV 882,200 882,200
SGB SMIT MANAGEMENT GMBH FMV 1,668,009 1,668,009
SIERRA RECEIVABLES FUNDING CO FMV 108,457 108,457
SIGULER GUFF BR SP SIT FND I FMV 16,994,703 16,994,703
SIGULER GUFF BR SP SIT FND III FMV 15,363,338 15,363,338
SIGULER GUFF BSS II LP FMV 57,940,627 57,940,627
SILICA BIDCO FMV 1,875,144 1,875,144
SILK BIDCO AS FMV 2,182,899 2,182,899
SILVER BARS CMDTY/CMDTY FMV 95,159,353 95,159,353
SILVER ROCK CLO LTD FMV 3,101,984 3,101,984
SINGAPORE GOVERNMENT FMV 543,346 543,346
SINGAPORE GOVERNMENT FMV 583,237 583,237
SINGAPORE GOVERNMENT FMV 1,590,441 1,590,441
SINGAPORE GOVERNMENT FMV 4,240,946 4,240,946
SKYMILES IP LTD. FMV 114,555 114,555
SLG OFFICE TRUST FMV 626,518 626,518
SLM STUDENT LOAN TRUST FMV 978,770 978,770
SMALL BUSINESS ADMINISTRATION FMV 13,191 13,191
SMALL BUSINESS ADMINISTRATION FMV 35,475 35,475
SMALL BUSINESS ADMINISTRATION FMV 45,579 45,579
SMALL BUSINESS ADMINISTRATION FMV 65,387 65,387
SMALL BUSINESS ADMINISTRATION FMV 139,946 139,946
SMALL BUSINESS ADMINISTRATION FMV 170,673 170,673
SMALL BUSINESS ADMINISTRATION FMV 189,896 189,896
SMALL BUSINESS ADMINISTRATION FMV 213,085 213,085
SMALL BUSINESS ADMINISTRATION FMV 222,295 222,295
SMALL BUSINESS ADMINISTRATION FMV 243,073 243,073
SMALL BUSINESS ADMINISTRATION FMV 260,387 260,387
SMALL BUSINESS ADMINISTRATION FMV 285,439 285,439
SMALL BUSINESS ADMINISTRATION FMV 288,855 288,855
SMALL BUSINESS ADMINISTRATION FMV 336,145 336,145
SMALL BUSINESS ADMINISTRATION FMV 534,795 534,795
SMALL BUSINESS ADMINISTRATION FMV 544,383 544,383
SMALL BUSINESS ADMINISTRATION FMV 665,887 665,887
SMALL BUSINESS ADMINISTRATION FMV 687,329 687,329
SMALL BUSINESS ADMINISTRATION FMV 800,918 800,918
SMALL BUSINESS ADMINISTRATION FMV 844,132 844,132
SMALL BUSINESS ADMINISTRATION FMV 949,537 949,537
SMALL BUSINESS ADMINISTRATION FMV 978,887 978,887
SMALL BUSINESS ADMINISTRATION FMV 1,037,796 1,037,796
SMB PRIVATE EDUCATION LOAN TRU FMV 128,514 128,514
SMB PRIVATE EDUCATION LOAN TRU FMV 384,694 384,694
SMB PRIVATE EDUCATION LOAN TRU FMV 469,240 469,240
SMB PRIVATE EDUCATION LOAN TRU FMV 519,012 519,012
SMB PRIVATE EDUCATION LOAN TRU FMV 1,138,020 1,138,020
SMB PRIVATE EDUCATION LOAN TRU FMV 1,199,967 1,199,967
SMR 2022 IND MORTGAGE TRUST FMV 960,280 960,280
SOLINA BIDCO FMV 1,098,453 1,098,453
SONIC CAPITAL LLC FMV 855,902 855,902
SOUNDVIEW HOME EQUITY LOAN TRU FMV 50,697 50,697
SOUNDVIEW HOME EQUITY LOAN TRU FMV 161,989 161,989
SOUNDVIEW HOME EQUITY LOAN TRU FMV 552,616 552,616
SOUTHERN PACIFIC SECURED ASSET FMV 10,452 10,452
SPA HOLDINGS 3 OY FMV 1,631,607 1,631,607
SREIT TRUST FMV 931,668 931,668
SREIT TRUST FMV 1,736,424 1,736,424
STARWOOD RETAIL PROPERTY TRUST FMV 11,670 11,670
STATION CASINOS LLC FMV 812,327 812,327
STEWART PARK CLO LTD FMV 2,148,189 2,148,189
STONEPEAK FMV 983,959 983,959
STORE MASTER FUNDING LLC FMV 477,880 477,880
STORE MASTER FUNDING LLC FMV 499,412 499,412
STRATUS CLO FMV 978,191 978,191
STRUCTURED ADJUSTABLE RATE MOR FMV 10,079 10,079
STRUCTURED ADJUSTABLE RATE MOR FMV 427,781 427,781
STRUCTURED ADJUSTABLE RATE MOR FMV 432,907 432,907
STRUCTURED ADJUSTABLE RATE MOR FMV 1,235,807 1,235,807
STRUCTURED ASSET INVESTMENT LO FMV 268,093 268,093
STRUCTURED ASSET INVESTMENT LO FMV 545,662 545,662
STRUCTURED ASSET INVESTMENT LO FMV 742,842 742,842
STRUCTURED ASSET INVESTMENT LO FMV 1,091,359 1,091,359
STRUCTURED ASSET MORTGAGE INVE FMV 1 1
STRUCTURED ASSET MORTGAGE INVE FMV 14,708 14,708
STRUCTURED ASSET MORTGAGE INVE FMV 32,971 32,971
STRUCTURED ASSET MORTGAGE INVE FMV 155,034 155,034
STRUCTURED ASSET MORTGAGE INVE FMV 172,614 172,614
STRUCTURED ASSET MORTGAGE INVE FMV 275,915 275,915
STRUCTURED ASSET MORTGAGE INVE FMV 420,881 420,881
STRUCTURED ASSET MORTGAGE INVE FMV 2,456,717 2,456,717
STRUCTURED ASSET MORTGAGE INVE FMV 6,572,649 6,572,649
STRUCTURED ASSET SECURITIES CO FMV 17,265 17,265
STRUCTURED ASSET SECURITIES CO FMV 64,905 64,905
STRUCTURED ASSET SECURITIES CO FMV 96,300 96,300
STRUCTURED ASSET SECURITIES CO FMV 217,147 217,147
STRUCTURED ASSET SECURITIES CO FMV 430,755 430,755
STRUCTURED ASSET SECURITIES CO FMV 1,063,270 1,063,270
STRUCTURED ASSET SECURITIES CO FMV 1,241,791 1,241,791
STRUCTURED ASSET SECURITIES CO FMV 2,276,563 2,276,563
STRUCTURED ASSET SECURITIES CO FMV 6,285,764 6,285,764
SUMMER BC HOLDCO B SARL FMV 3,596,369 3,596,369
SUNSHINE INVESTMENTS B V FMV 1,266,042 1,266,042
SUNTRUST ADJUSTABLE RATE MORTG FMV 950,985 950,985
SUNTRUST ALTERNATIVE LOAN TRUS FMV 425,400 425,400
SWEDISH T BILL FMV 12,384,079 12,384,079
SYCAMORE TREE CLO LTD FMV 1,221,708 1,221,708
SYMPHONY CLO LTD FMV 373,554 373,554
SYMPHONY CLO LTD FMV 953,530 953,530
SYMPHONY CLO LTD FMV 2,140,310 2,140,310
TACO BELL FUNDING, LLC FMV 413,341 413,341
TDC NET A S FMV 2,256,248 2,256,248
TDR CAPITAL V FMV 1 1
TEAMBLUE FINCO SARL FMV 1,070,130 1,070,130
TECHEM VERWALSELLCHAFT 675 MBH FMV 4,460,977 4,460,977
TECHNICOLOR CREATIVE STUDIOS FMV 1 1
TECHNICOLOR CREATIVE STUDIOS FMV 186,532 186,532
TECHNICOLOR CREATIVE STUDIOS FMV 318,733 318,733
TECHNICOLOR CREATIVE STUDIOS FMV 348,904 348,904
TECHNICOLOR CREATIVE STUDIOS FMV 853,408 853,408
TELE COLUMBUS AG FMV 342,287 342,287
TELENET INT FINANCE SARL FMV 3,790,574 3,790,574
TERWIN MORTGAGE TRUST FMV 695,967 695,967
TERWIN MORTGAGE TRUST FMV 1,065,882 1,065,882
TERWIN MORTGAGE TRUST FMV 5,448,054 5,448,054
THORNBURG MORTGAGE SECURITIES FMV 82,237 82,237
TICP CLO LTD FMV 1,247,793 1,247,793
TICP CLO LTD FMV 1,999,846 1,999,846
TITULOS DE TESORERIA FMV 618,833 618,833
TITULOS DE TESORERIA FMV 3,033,386 3,033,386
TITULOS DE TESORERIA FMV 3,552,978 3,552,978
TITULOS DE TESORERIA FMV 5,935,437 5,935,437
TK ELEVATOR TOPCO GMBH FMV 1,102,087 1,102,087
TMF GROUP HOLDING B V FMV 2,048,078 2,048,078
TOWD POINT MORTGAGE TRUST FMV 277,206 277,206
TOWER SQUARE CAPITAL III FMV 3,225,889 3,225,889
TOWERBROOK INVESTORS VI LP FMV 28,496,385 28,496,385
TOYOTA AUTO LOAN EXTENDED NOTE FMV 675,845 675,845
TOYOTA AUTO RECEIVABLES OWNER FMV 3,440,823 3,440,823
TPG PARTNERS IX LP FMV 38,484,061 38,484,061
TPG REAL ESTATE FINANCE FMV 284,072 284,072
TRICON AMERICAN HOMES FMV 852,905 852,905
TRICON RESIDENTIAL FMV 1,023,640 1,023,640
TRILEY MIDCO 2 LTD FMV 3,546,999 3,546,999
TRINITAS CLO LTD FMV 237,485 237,485
TRINITAS CLO LTD FMV 1,220,000 1,220,000
TSTAT 2022 2, LTD. FMV 791,851 791,851
TUNSTALL GROUP HLDINGS LIMITED FMV 430,501 430,501
TUNSTALL GROUP HOLDINGS LTD FMV 2,394,269 2,394,269
UBS COMMERCIAL MORTGAGE TRUST FMV 43,020 43,020
UBS COMMERCIAL MORTGAGE TRUST FMV 339,210 339,210
UBS COMMERCIAL MORTGAGE TRUST FMV 564,248 564,248
UCFC MANUFACTURED HOUSING CONT FMV 15,701 15,701
UFC HOLDINGS LLC FMV 633,508 633,508
UNITED AIRLINES, INC. FMV 543,024 543,024
UNITED KINGDOM GILT FMV 135,084,334 135,084,334
UNITED MEXICAN STATES FMV 2,470,385 2,470,385
UPC BROADBAND HOLDING B V FMV 2,699,693 2,699,693
UPC BROADBAND HOLDING BV FMV 2,406,244 2,406,244
UPC FINANCING PARTNERSHIP FMV 995,210 995,210
US 10YR FUT OPTN FEB24P 111.5 FMV 66,750 66,750
US 10YR NOTE (CBT)MAR24 FMV 2,001,184 2,001,184
US 2YR NOTE (CBT) MAR24 FMV 468,625 468,625
US 5YR FUTR OPTN FEB24C 109 FMV 83,125 83,125
US 5YR FUTR OPTN FEB24P 107.7 FMV 42,625 42,625
US 5YR NOTE (CBT) MAR24 FMV 1,990,382 1,990,382
US ULTRA BOND CBT MAR24 FMV 441,893 441,893
VALLEY STREAM PARK CLO, LTD FMV 673,764 673,764
VANTAGE DATA CENTERS LLC FMV 770,753 770,753
VENTURE CLO 43 LIMITED FMV 376,205 376,205
VERISURE HOLDING AB FMV 5,390,350 5,390,350
VERITAS US INC FMV 1,314,538 1,314,538
VERUS SECURITIZATION TRUST FMV 548,247 548,247
VERUS SECURITIZATION TRUST FMV 800,488 800,488
VERUS SECURITIZATION TRUST FMV 1,246,960 1,246,960
VERUS SECURITIZATION TRUST FMV 1,373,663 1,373,663
VERUS SECURITIZATION TRUST FMV 1,744,508 1,744,508
VERUS SECURITIZATION TRUST FMV 3,762,357 3,762,357
VFH PARENT LLC FMV 326,456 326,456
VILLAGE GLOBAL III FMV 1,050,236 1,050,236
VIRGIN MEDIA BRISTOL LLC FMV 139,538 139,538
VIRGIN MEDIA BRISTOL LLC FMV 1,090,988 1,090,988
VIRGIN MEDIA IRELAND LIMITED FMV 2,170,858 2,170,858
VMED O2 UK HOLDCO 4 LIMITED FMV 3,362,175 3,362,175
VOYA CLO LTD FMV 386,736 386,736
VOYA CLO LTD FMV 595,124 595,124
VOYA CLO LTD FMV 878,675 878,675
VOYA CLO LTD FMV 1,393,557 1,393,557
VOYA CLO LTD FMV 1,688,658 1,688,658
VUE INTERNATIONAL BIDCO P L C FMV 730,807 730,807
VUE INTERNATIONAL BIDCO P L C FMV 1,205,327 1,205,327
WACHOVIA MORTGAGE LOAN TRUST, FMV 106,416 106,416
WAMU ASSET BACKED CERTIFICATES FMV 3,864 3,864
WAMU ASSET BACKED CERTIFICATES FMV 592,153 592,153
WAMU ASSET BACKED CERTIFICATES FMV 2,581,011 2,581,011
WAMU MORTGAGE PASS THROUGH CER FMV 1 1
WAMU MORTGAGE PASS THROUGH CER FMV 5,876 5,876
WAMU MORTGAGE PASS THROUGH CER FMV 20,668 20,668
WAMU MORTGAGE PASS THROUGH CER FMV 43,861 43,861
WAMU MORTGAGE PASS THROUGH CER FMV 44,266 44,266
WAMU MORTGAGE PASS THROUGH CER FMV 54,616 54,616
WAMU MORTGAGE PASS THROUGH CER FMV 55,192 55,192
WAMU MORTGAGE PASS THROUGH CER FMV 61,666 61,666
WAMU MORTGAGE PASS THROUGH CER FMV 75,941 75,941
WAMU MORTGAGE PASS THROUGH CER FMV 82,601 82,601
WAMU MORTGAGE PASS THROUGH CER FMV 83,209 83,209
WAMU MORTGAGE PASS THROUGH CER FMV 89,441 89,441
WAMU MORTGAGE PASS THROUGH CER FMV 92,012 92,012
WAMU MORTGAGE PASS THROUGH CER FMV 97,534 97,534
WAMU MORTGAGE PASS THROUGH CER FMV 116,605 116,605
WAMU MORTGAGE PASS THROUGH CER FMV 118,498 118,498
WAMU MORTGAGE PASS THROUGH CER FMV 170,421 170,421
WAMU MORTGAGE PASS THROUGH CER FMV 182,176 182,176
WAMU MORTGAGE PASS THROUGH CER FMV 193,449 193,449
WAMU MORTGAGE PASS THROUGH CER FMV 201,874 201,874
WAMU MORTGAGE PASS THROUGH CER FMV 532,257 532,257
WAMU MORTGAGE PASS THROUGH CER FMV 573,715 573,715
WAMU MORTGAGE PASS THROUGH CER FMV 755,568 755,568
WAMU MORTGAGE PASS THROUGH CER FMV 830,329 830,329
WAMU MORTGAGE PASS THROUGH CER FMV 1,010,713 1,010,713
WAMU MORTGAGE PASS THROUGH CER FMV 1,130,446 1,130,446
WAMU MORTGAGE PASS THROUGH CER FMV 1,185,741 1,185,741
WAMU MORTGAGE PASS THROUGH CER FMV 2,523,234 2,523,234
WAMU MORTGAGE PASS THROUGH CER FMV 3,285,490 3,285,490
WASHINGTON MUTUAL MORTGAGE PAS FMV 173,491 173,491
WASHINGTON MUTUAL MORTGAGE PAS FMV 174,047 174,047
WASHINGTON MUTUAL MORTGAGE PAS FMV 177,562 177,562
WASHINGTON MUTUAL MORTGAGE PAS FMV 377,398 377,398
WASHINGTON MUTUAL MORTGAGE PAS FMV 412,172 412,172
WASHINGTON MUTUAL MORTGAGE PAS FMV 503,298 503,298
WASHINGTON MUTUAL MORTGAGE PAS FMV 914,435 914,435
WASHINGTON MUTUAL MORTGAGE PAS FMV 1,076,516 1,076,516
WASHINGTON MUTUAL MSC MORTGAGE FMV 76,285 76,285
WEBSTER PARK CLO LTD FMV 479,422 479,422
WELLS FARGO ALTERNATIVE LOAN T FMV 264,920 264,920
WELLS FARGO COMMERCIAL MORTGAG FMV 160,062 160,062
WELLS FARGO COMMERCIAL MORTGAG FMV 244,395 244,395
WELLS FARGO COMMERCIAL MORTGAG FMV 288,771 288,771
WELLS FARGO COMMERCIAL MORTGAG FMV 756,638 756,638
WELLS FARGO COMMERCIAL MORTGAG FMV 881,749 881,749
WELLS FARGO COMMERCIAL MORTGAG FMV 1,469,582 1,469,582
WELLS FARGO COMMERCIAL MORTGAG FMV 1,861,469 1,861,469
WELLS FARGO COMMERCIAL MORTGAG FMV 1,920,993 1,920,993
WELLS FARGO MORTGAGE BACKED SE FMV 37,191 37,191
WELLS FARGO MORTGAGE BACKED SE FMV 4,628,247 4,628,247
WENDYS FUNDING LLC FMV 774,669 774,669
WESTWOOD GLOBAL INVESTMENTS SM FMV 99,369,741 99,369,741
WF RBS COMMERCIAL MORTGAGE TRU FMV 4,816 4,816
WF RBS COMMERCIAL MORTGAGE TRU FMV 2,834,063 2,834,063
WHATABRANDS LLC FMV 1 1
WHITEBOX CLO I LTD FMV 549,065 549,065
WHITEBOX CLO I LTD FMV 671,119 671,119
WHITEBOX CLO I LTD FMV 989,635 989,635
WHITEBOX CLO III LTD FMV 1,966,190 1,966,190
WHITEBOX CLO IV LTD FMV 1,618,032 1,618,032
WHITEHORSE LTD FMV 575,323 575,323
WIND RIVER CLO LTD FMV 467,941 467,941
WINDSOR HOLDINGS III LLC FMV 1,163,142 1,163,142
WOODWARD CAPITAL MANAGEMENT FMV 2,569,553 2,569,553
WORLD OMNI AUTO RECEIVABLES TR FMV 738,699 738,699
Z CAPITAL CREDIT PARTNERS CLO FMV 682,864 682,864
ZIGGO B V FMV 4,294,349 4,294,349
ZIGGO FINANCE PARTNERSHIP BV FMV 169,332 169,332

TY 2023 OtherAssetsSchedule
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Description Beginning of Year - Book Value End of Year - Book Value End of Year - Fair Market Value
TAXES RECEIVABLE 15,648,623 4,224,791 4,224,791


TY 2023 OtherExpensesSchedule
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Description Revenue and Expenses per Books Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
BANK FEES 6,195 6,195   0
FEES, LICENSES, & PERMITS 286 0   286
PENALTIES 53 0   0
IRC SECTION 988 NET CURRENCY LOSS 178,934,330 0   0
EQUITY PARTNERSHIP INVESTMENT EXPENSES 0 33,799,116   0


TY 2023 OtherIncomeSchedule2
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Description Revenue And Expenses Per Books Net Investment Income Adjusted Net Income
INFLATION INDEX INCOME 18,169,878 18,169,878 18,169,878
IRC SECTION 988 NET CURRENCY GAIN 0 305,038,986 0
OTHER INCOME/(LOSS) -472,080 -472,080 -472,080
SWAP INCOME 3,270,287 3,270,287 3,270,287
SUBPART F INCOME 0 11,677,820 0


TY 2023 OtherIncreasesSchedule
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Description Amount
UNREALIZED GAINS/(LOSSES) 9,645,222,498


TY 2023 OtherLiabilitiesSchedule
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Description Beginning of Year - Book Value End of Year - Book Value
INCOME PAYABLES 6,114,512 10,264,100
TAXES PAYABLE - DEFERRED 119,843,882 253,926,832
3 MONTH SOFR FUT DEC23 133,702 3,947
3 MONTH SOFR FUT MAR24 0 39,614
3 MONTH SOFR FUT SEP25 0 31,878
3 MONTH SOFR OPT DEC24C 97.12 0 181,913
3 MONTH SOFR OPT DEC24P 95.5 0 147,000
3 MONTH SOFR OPT JUN24C 98 0 24,300
3 MONTH SOFR OPT JUN24P 94.5 0 26,663
3 MONTH SOFR OPT MAR24C 96 0 161,356
3 MONTH SOFR OPT SEP24C 96.87 0 136,906
3 MONTH SOFR OPT SEP24C 97 0 968,644
BOUGHT HUF/SOLD USD 0 1,377
BOUGHT SEK/SOLD CHF 0 290,563
BOUGHT USD/SOLD AUD 0 501,160
BOUGHT USD/SOLD BRL 1,293,546 11,738,509
BOUGHT USD/SOLD CAD 4,417,601 136,179
BOUGHT USD/SOLD CHF 2,189,684 1,240,261
BOUGHT USD/SOLD CNH 204,033 215,642
BOUGHT USD/SOLD COP 0 30,999
BOUGHT USD/SOLD CZK 0 5,571
BOUGHT USD/SOLD EUR 502,201 532,717
BOUGHT USD/SOLD GBP 0 73,946
BOUGHT USD/SOLD IDR 32,574 243,988
BOUGHT USD/SOLD ILS 0 149,517
BOUGHT USD/SOLD INR 0 23,214
BOUGHT USD/SOLD JPY 453,017,788 9,945,466
BOUGHT USD/SOLD MXN 453,970 1,909,666
BOUGHT USD/SOLD NZD 0 1,008,257
BOUGHT USD/SOLD PEN 97,349 131,223
BOUGHT USD/SOLD PLN 268,760 78,836
BOUGHT USD/SOLD SEK 22,075,817 408,344
BOUGHT USD/SOLD SGD 1,238,725 510,238
BOUGHT USD/SOLD THB 164,475 418,646
SOFR 1YR MIDCURVE MAR24C 97.25 0 293,500
SOFR 1YR MIDCURVE MAR24C 97.37 0 241,931
US 10YR FUT OPTN FEB24C 114 0 48,438
US 10YR FUT OPTN FEB24C 114.5 0 35,938
US 10YR FUT OPTN FEB24C 115 0 47,281
US 10YR FUT OPTN FEB24P 110 0 19,469
US 10YR FUT OPTN MAR24P 108 0 36,375
US 10YR ULTRA FUT MAR24 0 279,908
US 5YR FUTR OPTN FEB24C 110.2 0 64,063
US 5YR FUTR OPTN FEB24P 106.7 0 12,375
US BOND FUTR OPTN FEB24C 126 0 30,547
US LONG BOND(CBT) MAR24 0 4,031,262
3 MONTH SOFR FUT DEC24 16,657 0
3 MONTH SOFR FUT DEC25 18,438 0
3 MONTH SOFR FUT JUN23 8,947 0
3 MONTH SOFR OPT DEC23C 96.5 241,313 0
3 MONTH SOFR OPT DEC23C 96.62 222,525 0
3 MONTH SOFR OPT JUN23C 96 39,200 0
3 MONTH SOFR OPT SEP23C 98.25 22,181 0
3 MONTH SOFR OPT SEP23C 98.75 32,875 0
90DAY EUR FUTR MAR25 210,117 0
BOUGHT BRL/SOLD USD 368,424 0
BOUGHT CAD/SOLD USD 3,870,132 0
BOUGHT GBP/SOLD USD 254,361 0
BOUGHT NOK/SOLD EUR 54,253 0
BOUGHT SEK/SOLD EUR 4,862,359 0
BOUGHT USD/SOLD HKD 470 0
BOUGHT USD/SOLD KRW 686,651 0
CCAVINT2023 83,463 0
CCAVINT2023 5,410 0
CCA VINT2022 DEC23 5,691 0
EURO-BOBL FUTURE MAR23 3,883,033 0
FNMA TBA 30 YR 2.5 12,389 0
FNMA TBA 30 YR 3 6,074 0
FNMA TBA 30 YR 3.5 14,519 0
FNMA TBA 30 YR 4 11,230 0
FNMA TBA 30 YR 4 25,258 0
FNMA TBA 30 YR 4.5 33,633 0
FNMA TBA 30 YR 4.5 42,328 0
FNMA TBA 30 YR 5 7,000 0
FNMA TBA 30 YR 5.5 2,093 0
GNMA II TBA 30 YR 2.5 51,347 0
GNMA II TBA 30 YR 2.5 3,360 0
GNMA II TBA 30 YR 3 11,200 0
GNMA II TBA 30 YR 3.5 8,063 0
GNMA II TBA 30 YR 4 42,159 0
GNMA II TBA 30 YR 4.5 41,172 0
GNMA II TBA 30 YR 5 31,445 0
GNMA II TBA 30 YR 5.5 6,728 0
GNMA II TBA 30 YR 6 10,207 0
GOLD 100 OZ FUTR FEB23 420,983 0
IRS MXN 47,851 0
SOFR 1YR MIDCURVE JAN23C 95.87 673,400 0
SOFR 1YR MIDCURVE JAN23C 96.25 19,050 0
SOFR 1YR MIDCURVE JAN23P 95.87 464,363 0
SOFR 1YR MIDCURVE JUN23C 96.87 448,594 0
US 10YR FUT OPTN FEB23C 114.5 160,266 0
US 10YR FUT OPTN MAR23C 115.5 251,563 0
US 10YR FUT OPTN MAR23C 116 63,000 0
US 10YR FUT OPTN MAR23P 112 303,188 0
US 10YR NOTE (CBT)MAR23 196,566 0
US 10YR ULTRA FUT MAR23 312,445 0
US 2YR NOTE (CBT) MAR23 160,831 0
US 5YR FUTR OPTN FEB23C 109.5 63,883 0
US LONG BOND(CBT) MAR23 771,803 0
US ULTRA BOND CBT MAR23 1,062,296 0


TY 2023 OtherProfessionalFeesSchedule
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
INVESTMENT CUSTODIAN SERVICES 8,377,627 8,377,627   0
INVESTMENT FEES AND OTHER PORTFOLIO EXPENSES 4,442,709 4,442,709   0
INVESTMENT MANAGEMENT FEES 72,633,730 72,633,730   0
OTHER INVESTMENT EXPENSES 739,604 739,604   0


TY 2023 TaxesSchedule
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Category Amount Net Investment Income Adjusted Net Income Disbursements for Charitable Purposes
DEFERRED EXCISE TAXES 134,082,951 0   0
FOREIGN INCOME TAXES 33,014,520 33,014,520   0
SECTION 4940 EXCISE TAXES 101,423,832 0   0
STATE TAXES 1,900 2,400   0


TY 2023 TransfersFrmControlledEntities
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Name US /
Foreign Address		 EIN Description Amount
GREENBRIAR EQUITY FUND III AIV MM NV LP 555 THEODORE FREMD AVE STE A-201
RYE,NY10580 		81-1112433 CASH DISTRIBUTION 0
GREENBRIAR EQUITY FUND III-A LP 555 THEODORE FREMD AVE STE A-201
RYE,NY10580 		46-1543216 CASH DISTRIBUTION 214,758
Total     54,923,649

TY 2023 TransfersToControlledEntities
Name:
BILL & MELINDA GATES FOUNDATION TRUST
EIN:
91-1663695
Name US /
Foreign Address		 EIN Description Amount
GREENBRIAR EQUITY FUND III-A LP 555 THEODORE FREMD AVE STE A-201
RYE,NY10580 		46-1543216 SEC. 721 CAPITAL CONTRIBUTION OF CASH. 214,758
Total     214,758