2024-11-14T12:18:20-06:00 2023-12-31 861065772 DELOITTE TAX LLP 50 SOUTH SIXTH STREET MINNEAPOLIS MN 55402 990PF 2023-01-01 911663695 BILL & MELINDA GATES FOUNDATION TRUST BILL 2067093100 PO BOX 23350 SEATTLE WA 98102 CAROLYN AINSLIE CFO 2067093100 2024-11-15 1 0 ANNE FULTON P00941863 6123974000 2023 2024-10-15 13:58:12Z X 75530745576 X 3969045164 23124921 23124921 1453307871 1530685259 1068313803 160613594318 5524781390 20968085 337684891 6534759844 7416276461 0 0 0 488683 488683 0 86193670 86193670 0 268523203 33016920 0 178940864 33805311 286 534146420 153504584 286 7751200000 6708165428 8285346420 153504584 6708165714 -1750586576 7262771877 106759 99409 99409 1014495183 671926985 671926985 176170790 183421914 176170790 176170790 3686522108 7400965883 7400965883 47580101589 56759427590 56759427590 1136843512 1047895578 1047895578 14355846671 9470034550 9470034550 15648623 4224791 4224791 67972986359 75530745576 75530745576 9060816 4250958 632715406 300648559 641776222 304899517 X 67331210137 75225846059 67331210137 75225846059 67972986359 75530745576 67331210137 -1750586576 9645222498 75225846059 0 75225846059 EQUITIES P 2023-01-01 2023-12-31 2871795376 3002304400 -130509024 -130509024 EQUITIES D 2023-01-01 2023-12-31 5801652247 14858262 5786793985 5786793985 FIXED INCOME P 2023-01-01 2023-12-31 116852921012 116545879071 307041941 307041941 CASH EQUIVALENTS P 2023-01-01 2023-12-31 34905518343 34905518344 -1 -1 SWAPS P 2023-01-01 2023-12-31 24139842 8359541 15780301 15780301 OPTIONS P 2023-01-01 2023-12-31 27607028 7562639 20044389 20044389 IRC SEC. 1256 GAIN ON FUTURES P 2023-01-01 2023-12-31 596185884 -596185884 -596185884 IRC SEC. 1256 GAIN ON NON-EQUITY OPTIONS P 2023-01-01 2023-12-31 1064109 -1064109 -1064109 NET IRC. SECTION 1256 GAIN ON IDENTIFIED MIXED STRADDLES P 2023-01-01 2023-12-31 1824211 1824211 1824211 NET SHORT-TERM GAIN ON IDENTIFIED MIXED STRADDLES P 2023-01-01 2023-12-31 57390700 57390700 57390700 DISTRIBUTIONS IN EXCESS OF BASIS P 2023-01-01 2023-12-31 906628 906628 906628 SHORT-TERM CAPITAL GAIN DISTRIBUTION P 2023-01-01 2023-12-31 11568414 11568414 11568414 CLASS ACTION INCOME P 2023-01-01 2023-12-31 694955 694955 694955 WASH SALES DEFERRAL ADJUSTMENT P 2023-01-01 2023-12-31 2670248 2670248 2670248 EQUITY PARTNERSHIP INVESTMENTS P 2023-01-01 2023-12-31 54905314 54905314 54905314 ADJUSTMENT FOR SECTION 1202 ELIGIBLE GAIN EXCLUSION FROM SALE OF GITLAB D 2023-01-01 2023-12-31 7080678 -7080678 -7080678 5524781390 100952529 0 100952529 0 100952529 103702765 0 26000000 0 129702765 X 0 28750236 28750236 0 0 0 0 0 0 0 0 0 1 1 0 1 1 WA CA 1 0 0 1 0 1 WWW.GATESFOUNDATION.ORG JENNIFER DEGER 2067093100 500 FIFTH AVENUE NORTH SEATTLE WA 98109 1 AR 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 0 0 1 0 0 0 0 0 0 1 0 0 0 0 0 0 1 0 0 1 0 0 0 0 WILLIAM H GATES III 500 FIFTH AVENUE NORTH SEATTLE WA 98109 TRUSTEE AND CEO 5.00 0 0 0 MELINDA FRENCH GATES 500 FIFTH AVENUE NORTH SEATTLE WA 98109 TRUSTEE 5.00 0 0 0 CAROLYN AINSLIE 500 FIFTH AVENUE NORTH SEATTLE WA 98109 CHIEF FINANCIAL OFFICER 4.00 0 0 0 KEITH TRAVERSE 500 FIFTH AVENUE NORTH SEATTLE WA 98109 SECRETARY 1.00 0 0 0 CONNIE COLLINGSWORTH END 1122023 500 FIFTH AVENUE NORTH SEATTLE WA 98109 ASSISTANT SECRETARY 1.00 0 0 0 LAUREN BRIGHT START 1122023 500 FIFTH AVENUE NORTH SEATTLE WA 98109 ASSISTANT SECRETARY 1.00 0 0 0 NONE 0 STATE STREET CORPORATION ONE CONGRESS STREET BOSTON MA 02114 INVESTMENT CUSTODIAN SERVICES 13270627 MARATHON ASSET MANAGEMENT LLP ONE BRYANT PARK 38TH FLOOR NEW YORK NY 10036 INVESTMENT MANAGEMENT 12364854 MORANT WRIGHT MANAGEMENT LIMITED 43 ST JAMESS PLACE LONDON UK SW1A 1NS INVESTMENT MANAGEMENT 11316645 WESTWOOD GLOBAL ONE FINANCIAL CENTER SUITE 1620 BOSTON MA 02111 INVESTMENT MANAGEMENT 8960543 GREEN COURT CAPITAL MANAGEMENT LIMITED STES 4007-4008 8 CONNAUGHT PLACE HONG KONG CH 12345 INVESTMENT MANAGEMENT 8936602 23 0 65834225023 405499800 4767666077 71007390900 0 0 71007390900 1065110864 69942280036 3497114002 3497114002 100952529 100952529 3396161473 0 3396161473 0 3396161473 6708165714 0 6708165714 3396161473 0 0 446574743 2926408650 3555694340 3111936861 3396518954 13437133548 6708165714 0 0 0 3396161473 3312004241 0 0 16749137789 0 0 0 0 0 0 446574743 16302563046 2926408650 3555694340 3111936861 3396518954 3312004241 WILLIAM H GATES III MELINDA FRENCH GATES X BILL & MELINDA GATES FOUNDATION 500 FIFTH AVENUE NORTH SEATTLE WA 98109 NOT APPLICABLE PF: 509(A) TO FUND THE CHARITABLE PURPOSES OF THE FOUNDATION 7751200000 BILL & MELINDA GATES FOUNDATION 500 FIFTH AVENUE NORTH SEATTLE WA 98109 NOT APPLICABLE PF: 509(A) PORTION OF GRANTS PAID TREATED AS A DISTRIBUTION OF CORPUS UNDER TREAS. REG. 53.4942(A)-3 -1043034572 6708165428 0 14 23124921 14 1453307871 01 20968085 18 1068313803 0 2565714680 0 2565714680 0 0 0 0 0 0 0 0 0 0 X X 1 MELINDA FRENCH GATES - SECURITIES 12335 134TH CT NE REDMOND WA 98052 249946250 X X 2 WILLIAM H GATES III 2365 CARILLON POINT KIRKLAND WA 98033 93325000 X 3 WILLIAM H GATES III - INVST MGMT FEES 2365 CARILLON POINT KIRKLAND WA 98033 73373334 X 4 WILLIAM H GATES III - SECURITIES 2365 CARILLON POINT KIRKLAND WA 98033 10294128 X X 5 WARREN E BUFFETT - SECURITIES 3555 FARNAM STREET SUITE 1440 OMAHA NE 68131 3542106291 X X 1 MARKETABLE SECURITIES 249946250 2023-05-08 4 MARKETABLE SECURITIES 10294128 2023-12-31 5 10,453,008 CLASS B SHARES OF BERKSHIRE HATHAWAY INC. 3542106291 2023-06-21 TAX AND ACCOUNTING SERVICES 488683 488683 0 BILL & MELINDA GATES FOUNDATION 500 FIFTH AVENUE NORTH SEATTLE WA 98109 2021-01-01 6131700000 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. 6131700000 NO 11/09/22, 11/09/23, 11/12/24 BILL & MELINDA GATES FOUNDATION 500 FIFTH AVENUE NORTH SEATTLE WA 98109 2022-01-01 6806925000 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. 6806925000 NO 11/09/23, 11/12/24 BILL & MELINDA GATES FOUNDATION 500 FIFTH AVENUE NORTH SEATTLE WA 98109 2023-01-01 7751200000 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. 7751200000 NO 11/12/24 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. 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FMV 1299617 1299617 BUCKHORN PARK CLO, LTD. FMV 1109074 1109074 BX COMMERCIAL MORTGAGE TRUST 2 FMV 504713 504713 BX TRUST FMV 234844 234844 BX TRUST FMV 374543 374543 BX TRUST FMV 718029 718029 BX TRUST FMV 760470 760470 BX TRUST FMV 847535 847535 BX TRUST FMV 896893 896893 BX TRUST FMV 1011280 1011280 BX TRUST FMV 1284878 1284878 BX TRUST FMV 1822421 1822421 BX TRUST FMV 1979422 1979422 BX TRUST FMV 2175698 2175698 BX TRUST FMV 2179470 2179470 BX TRUST FMV 3618738 3618738 BX TRUST FMV 3628084 3628084 BX TRUST FMV 4748891 4748891 BX TRUST 2019 OC11 FMV 3348912 3348912 CCAVINT2024 FMV 776922 776922 CAESARS ENTERTAINMENT CORP FMV 218658 218658 CAMB COMMERCIAL MORTGAGE TRUST FMV 1231419 1231419 CAMPFIRE BIDCO LIMITED FMV 575463 575463 CAMPFIRE BIDCO LIMITED FMV 2017970 2017970 CAMPFIRE TOPCO LIMITED FMV 190752 190752 CAMPFIRE TOPCO LIMITED FMV 786110 786110 CANADA HOUSING TRUST FMV 152044744 152044744 CANADA HOUSING TRUST FMV 443086212 443086212 CANADA T BILL FMV 49747744 49747744 CANADA T BILL FMV 75048536 75048536 CANADA T BILL FMV 81415413 81415413 CANADIAN GOVERNMENT FMV 21444 21444 CANADIAN GOVERNMENT FMV 2720282 2720282 CANTOR COMMERCIAL REAL ESTATE FMV 1946136 1946136 CANYON CAPITAL CLO LTD FMV 270772 270772 CANYON CAPITAL CLO LTD FMV 301259 301259 CANYON CAPITAL CLO LTD FMV 1307992 1307992 CAPRIA FUND II LP FMV 360153 360153 CARLYLE GLOBAL MARKET STRATEGI FMV 439723 439723 CARLYLE GLOBAL MARKET STRATEGI FMV 732729 732729 CARNIVAL CORPORATION FMV 3238521 3238521 CARRINGTON MORTGAGE LOAN TRUST FMV 15741753 15741753 CASPER BIDCO SAS FMV 4951029 4951029 CASTLELAKE AVIATION ONE DSGNTD FMV 184823 184823 CAYUGA PARK CLO, LTD. FMV 999308 999308 CBS COMMERCIAL SMALL BALANCE C FMV 131382 131382 CCAVINT2016 FMV 83481023 83481023 CCAVINT2017 FMV 349158 349158 CCAVINT2018 FMV 35538663 35538663 CCAVINT2019 FMV 134449763 134449763 CCAVINT2020 FMV 31165 31165 CCAVINT2021 FMV 66743040 66743040 CCAVINT2022 FMV 14325688 14325688 CCG RECEIVABLES TRUST FMV 439061 439061 CCP LUX HOLDING S A R L FMV 1156113 1156113 CD COMMERCIAL MORTGAGE TRUST FMV 743166 743166 CDS USD FMV 10492529 10492529 CEGID GROUP SAS FMV 1533504 1533504 CENTEX HOME EQUITY FMV 34533 34533 CENTEX HOME EQUITY FMV 72327 72327 CENTEX HOME EQUITY FMV 375364 375364 CEP IV INVESTMENT 16 S.A.R.L. FMV 2247601 2247601 CEP IV INVESTMENT 16 S.A.R.L. FMV 3087868 3087868 CERAMTEC ACQUICO GMBH FMV 1640869 1640869 CERBA HEALTHCARE S A S FMV 1407103 1407103 CFK TRUST FMV 1720843 1720843 CHARTER COMMUNIC OPERATING LLC FMV 2144575 2144575 CHARTER COMMUNICATIONS OPERATI FMV 86992 86992 CHASE FUNDING LOAN ACQUISITION FMV 3105450 3105450 CHEPLAPHARM ARZNEIMITTEL GMBH FMV 1101469 1101469 CHEVY CHASE MORTGAGE FUNDING C FMV 9062 9062 CHEVY CHASE MORTGAGE FUNDING C FMV 211165 211165 CHEVY CHASE MORTGAGE FUNDING C FMV 2229733 2229733 CHEVY CHASE MORTGAGE FUNDING C FMV 3010894 3010894 CHROMIUM FUND LP FMV 125841223 125841223 CIFC FUNDING LTD FMV 1029985 1029985 CIFC FUNDING LTD FMV 1377426 1377426 CIFC FUNDING LTD FMV 1412000 1412000 CIFC FUNDING LTD FMV 1779126 1779126 CIM TRUST FMV 389807 389807 CIM TRUST FMV 558261 558261 CITADEL SECURITIES LP FMV 909629 909629 CITIBANK CREDIT CARD ISSUANCE FMV 3679098 3679098 CITICORP RESIDENTIAL MORTGAGE FMV 7116283 7116283 CITIGROUP COMMERCIAL MORTGAGE FMV 387682 387682 CITIGROUP COMMERCIAL MORTGAGE FMV 495435 495435 CITIGROUP COMMERCIAL MORTGAGE FMV 605429 605429 CITIGROUP COMMERCIAL MORTGAGE FMV 3627811 3627811 CITIGROUP MORTGAGE LOAN TRUST FMV 18419 18419 CITIGROUP MORTGAGE LOAN TRUST FMV 31904 31904 CITIGROUP MORTGAGE LOAN TRUST FMV 37827 37827 CITIGROUP MORTGAGE LOAN TRUST FMV 55221 55221 CITIGROUP MORTGAGE LOAN TRUST FMV 61845 61845 CITIGROUP MORTGAGE LOAN TRUST FMV 73284 73284 CITIGROUP MORTGAGE LOAN TRUST FMV 78301 78301 CITIGROUP MORTGAGE LOAN TRUST FMV 140452 140452 CITIGROUP MORTGAGE LOAN TRUST FMV 348718 348718 CITIGROUP MORTGAGE LOAN TRUST FMV 366422 366422 CITIGROUP MORTGAGE LOAN TRUST FMV 495074 495074 CITIGROUP MORTGAGE LOAN TRUST FMV 884901 884901 CITIGROUP MORTGAGE LOAN TRUST FMV 1281323 1281323 CITIGROUP MORTGAGE LOAN TRUST FMV 1447516 1447516 CITIMORTGAGE ALTERNATIVE LOAN FMV 83444 83444 CLARIOS GLOBAL LP FMV 339574 339574 CLARIOS GLOBAL LP FMV 1429897 1429897 CLAUDIUS FINANCE SARL FMV 1094300 1094300 CLOUD SOFTWARE GROUP, INC. FMV 486215 486215 CLOUD SOFTWARE GROUP, INC. FMV 2490523 2490523 CLOUDERA, INC. 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919418 FREDDIE MAC FMV 396 396 FREDDIE MAC FMV 921 921 FREDDIE MAC FMV 1769 1769 FREDDIE MAC FMV 2956 2956 FREDDIE MAC FMV 8687 8687 FREDDIE MAC FMV 53503 53503 FREDDIE MAC FMV 57714 57714 FREDDIE MAC FMV 91720 91720 FREDDIE MAC FMV 94870 94870 FREDDIE MAC FMV 100751 100751 FREDDIE MAC SCRT FMV 209271 209271 FREDDIE MAC SCRT FMV 297037 297037 FREDDIE MAC SCRT FMV 404217 404217 FREDDIE MAC SCRT FMV 411766 411766 FREDDIE MAC SCRT FMV 461936 461936 FREDDIE MAC SCRT FMV 515595 515595 FREDDIE MAC SCRT FMV 520467 520467 FREDDIE MAC SCRT FMV 593009 593009 FREDDIE MAC SCRT FMV 613017 613017 FREDDIE MAC SCRT FMV 704211 704211 FREDDIE MAC SCRT FMV 864099 864099 FREDDIE MAC SCRT FMV 998967 998967 FREDDIE MAC SCRT FMV 1028693 1028693 FREDDIE MAC SCRT FMV 1125732 1125732 FREDDIE MAC SCRT FMV 3559957 3559957 FREDDIE MAC STACR FMV 270094 270094 FREDDIE MAC STACR FMV 322403 322403 FREDDIE MAC STACR FMV 345795 345795 FREDDIE MAC STACR FMV 453452 453452 FREDDIE MAC STACR FMV 1082284 1082284 FREDDIE MAC 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FMV 292410 292410 GCAT FMV 1 1 GCAT FMV 1560156 1560156 GEN DIGITAL INC. FMV 1272974 1272974 GENERAL MOTORS FMV 1166799 1166799 GENESEE + WYOMING INC NEW FMV 1042605 1042605 GETTY IMAGES, INC. FMV 2206075 2206075 GFL ENVIRONMENTAL INC. FMV 229076 229076 GILBERT PARK CLO LTD FMV 250008 250008 GLOBAL BLUE ACQUISITION B.V. 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2462403 GNMA II POOL BS8546 FMV 180630 180630 GNMA II POOL BT0810 FMV 478640 478640 GNMA II POOL BT1888 FMV 273938 273938 GNMA II POOL BW6351 FMV 1774964 1774964 GNMA II POOL CI1513 FMV 81662 81662 GNMA II POOL CJ9477 FMV 307761 307761 GNMA II POOL MA2304 FMV 7996 7996 GNMA II POOL MA3035 FMV 683021 683021 GNMA II POOL MA3104 FMV 2819232 2819232 GNMA II POOL MA3376 FMV 1115483 1115483 GNMA II POOL MA3735 FMV 667737 667737 GNMA II POOL MA3873 FMV 1039890 1039890 GNMA II POOL MA5192 FMV 479682 479682 GNMA II POOL MA5193 FMV 23536 23536 GNMA II POOL MA5265 FMV 823027 823027 GNMA II POOL MA5529 FMV 56413 56413 GNMA II POOL MA5711 FMV 706695 706695 GNMA II POOL MA5764 FMV 708431 708431 GNMA II POOL MA5818 FMV 1460171 1460171 GNMA II POOL MA6543 FMV 537622 537622 GNMA II POOL MA6819 FMV 125933 125933 GNMA II POOL MA7368 FMV 1232920 1232920 GNMA II POOL MA7534 FMV 1001810 1001810 GNMA II POOL MA7589 FMV 1742514 1742514 GNMA II POOL MA7590 FMV 1654749 1654749 GNMA II POOL MA7650 FMV 1507713 1507713 GNMA II POOL MA7706 FMV 297880 297880 GNMA II POOL MA7828 FMV 1867541 1867541 GNMA II POOL MA7989 FMV 1777543 1777543 GNMA II POOL MA8045 FMV 1328035 1328035 GNMA II POOL MA8147 FMV 603272 603272 GNMA II POOL MA8151 FMV 5199387 5199387 GNMA II POOL MA8197 FMV 774365 774365 GNMA II POOL MA8264 FMV 314825 314825 GNMA II POOL MA8268 FMV 2292810 2292810 GNMA II POOL MA8348 FMV 279166 279166 GNMA II POOL MA8429 FMV 1410909 1410909 GNMA II POOL MA8570 FMV 3168280 3168280 GNMA II POOL MA8879 FMV 3555380 3555380 GNMA II POOL MA8947 FMV 4411960 4411960 GNMA II TBA 30 YR 3.5 FMV 241797 241797 GNMA II TBA 30 YR 4 FMV 118691 118691 GNMA II TBA 30 YR 4.5 FMV 11648 11648 GNMA II TBA 30 YR 5 FMV 119047 119047 GNMA II TBA 30 YR 5.5 FMV 82859 82859 GNMA II TBA 30 YR 6 FMV 148078 148078 GNMA II TBA 30 YR 6.5 FMV 3473 3473 GNMA POOL 416602 FMV 40193 40193 GNMA POOL 458371 FMV 844 844 GNMA POOL 464846 FMV 577 577 GNMA POOL 466087 FMV 849 849 GNMA POOL 471947 FMV 10844 10844 GNMA POOL 484261 FMV 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FMV 249876 249876 HALSEYPOINT CLO I, LTD. 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FMV 88207 88207 INDONESIA GOVERNMENT FMV 706349 706349 INDONESIA GOVERNMENT FMV 979792 979792 INDONESIA GOVERNMENT FMV 1558916 1558916 INDONESIA GOVERNMENT FMV 1795042 1795042 INDONESIA GOVERNMENT FMV 1816250 1816250 INDONESIA GOVERNMENT FMV 2231385 2231385 INDONESIA GOVERNMENT FMV 2901765 2901765 INDONESIA GOVERNMENT FMV 3466538 3466538 INDONESIA GOVERNMENT FMV 8780239 8780239 INDYMAC IMSC MORTGAGE LOAN TRU FMV 2283805 2283805 INDYMAC INDA MORTGAGE LOAN TRU FMV 45977 45977 INDYMAC INDA MORTGAGE LOAN TRU FMV 219350 219350 INDYMAC INDX MORTGAGE LOAN TRU FMV 15 15 INDYMAC INDX MORTGAGE LOAN TRU FMV 30551 30551 INDYMAC INDX MORTGAGE LOAN TRU FMV 126023 126023 INDYMAC INDX MORTGAGE LOAN TRU FMV 162453 162453 INDYMAC INDX MORTGAGE LOAN TRU FMV 180949 180949 INDYMAC INDX MORTGAGE LOAN TRU FMV 182298 182298 INDYMAC INDX MORTGAGE LOAN TRU FMV 504264 504264 INDYMAC INDX MORTGAGE LOAN TRU FMV 697108 697108 INDYMAC INDX MORTGAGE LOAN TRU FMV 809134 809134 INEOS ENTERPRISES HLDGS II LTD FMV 1857226 1857226 INEOS FINANCE PLC FMV 1102651 1102651 INEOS QUATTRO HOLDINGS UK LTD FMV 1190813 1190813 INFINITAS LERNG HLDNG BV FMV 1421426 1421426 INTERNATIONAL PARK HOLDNGS B V FMV 1489414 1489414 INVITATION HOMES TRUST FMV 2692473 2692473 ION TRADING TECHNOLOGIES SARL FMV 3113681 3113681 IRIS BIDCO GMBH FMV 3239773 3239773 IRIS BIDCO LIMITED FMV 3021987 3021987 IRS JPY FMV 339154 339154 IRS MXN FMV 21202 21202 IRS USD FMV 10339418 10339418 IVC ACQUISITION LTD FMV 1255856 1255856 IVC ACQUISITION LTD FMV 1936788 1936788 IVORY COAST FMV 376314 376314 JACK IN THE BOX FUNDING, LLC FMV 699421 699421 JAPAN TREASURY DISC BILL FMV 2128012 2128012 JAPAN TREASURY DISC BILL FMV 14189648 14189648 JAPAN TREASURY DISC BILL FMV 32631408 32631408 JAPAN TREASURY DISC BILL FMV 163146960 163146960 JIMMY JOHN S FUNDING LLC FMV 2646319 2646319 JP MORGAN CHASE COMMERCIAL MOR FMV 5758 5758 JP MORGAN CHASE COMMERCIAL MOR FMV 34166 34166 JP MORGAN CHASE COMMERCIAL MOR FMV 39638 39638 JP MORGAN CHASE COMMERCIAL MOR FMV 55935 55935 JP MORGAN CHASE COMMERCIAL MOR FMV 127786 127786 JP MORGAN CHASE COMMERCIAL MOR FMV 192108 192108 JP MORGAN CHASE COMMERCIAL MOR FMV 688920 688920 JP MORGAN CHASE COMMERCIAL MOR FMV 1053168 1053168 JP MORGAN MORTGAGE ACQUISITION FMV 2471501 2471501 JP MORGAN MORTGAGE TRUST FMV 2 2 JP MORGAN MORTGAGE TRUST FMV 379 379 JP MORGAN MORTGAGE TRUST FMV 12496 12496 JP MORGAN MORTGAGE TRUST FMV 25456 25456 JP MORGAN MORTGAGE TRUST FMV 28492 28492 JP MORGAN MORTGAGE TRUST FMV 30271 30271 JP MORGAN MORTGAGE TRUST FMV 226431 226431 JP MORGAN MORTGAGE TRUST FMV 236424 236424 JP MORGAN MORTGAGE TRUST FMV 286950 286950 JP MORGAN MORTGAGE TRUST FMV 345497 345497 JP MORGAN MORTGAGE TRUST FMV 406483 406483 JP MORGAN MORTGAGE TRUST FMV 897047 897047 JP MORGAN MORTGAGE TRUST FMV 1182297 1182297 JP MORGAN MORTGAGE TRUST FMV 1303588 1303588 JP MORGAN MORTGAGE TRUST FMV 1378064 1378064 JP MORGAN MORTGAGE TRUST FMV 1429293 1429293 JP MORGAN MORTGAGE TRUST FMV 1679530 1679530 JP MORGAN MORTGAGE TRUST FMV 1752687 1752687 JP MORGAN MORTGAGE TRUST FMV 1891822 1891822 JP MORGAN MORTGAGE TRUST FMV 2150009 2150009 JP MORGAN MORTGAGE TRUST FMV 2369478 2369478 JP MORGAN MORTGAGE TRUST FMV 2648224 2648224 JP MORGAN MORTGAGE TRUST FMV 4021650 4021650 JP MORGAN MORTGAGE TRUST FMV 4204051 4204051 JP MORGAN MORTGAGE TRUST FMV 6341972 6341972 JP MORGAN REREMIC FMV 616849 616849 JPMBB COMMERCIAL MORTGAGE SECU FMV 122820 122820 JPMBB COMMERCIAL MORTGAGE SECU FMV 186384 186384 JPMBB COMMERCIAL MORTGAGE SECU FMV 355979 355979 JPMBB COMMERCIAL MORTGAGE SECU FMV 675923 675923 JPMBB COMMERCIAL MORTGAGE SECU FMV 1011888 1011888 JPN 10Y BOND(OSE) MAR24 FMV 917019 917019 KATAYMA CLO LTD FMV 499715 499715 KCAP SENIOR FUNDING I LLC FMV 696255 696255 KESTREL AIRCRAFT FUNDING LIMIT FMV 646253 646253 KHOSLA VENTURES SEED F FMV 4331417 4331417 KHOSLA VENTURES VIII FMV 5022234 5022234 KKR FINANCIAL CLO LTD FMV 489760 489760 KNDR TRUST 2021 KIND FMV 687321 687321 KOREA TREASURY BOND FMV 549775 549775 KOREA TREASURY BOND FMV 3141937 3141937 KREF 2021 FL2 LTD FMV 940528 940528 KURAMO AFRICA COINV III LP FMV 8905563 8905563 KURAMO AFRICA FUND II L.P. 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FMV 1005316 1005316 NEXSTAR BROADCASTING INC FMV 692168 692168 NIDDA HEALTHCARE HOLDING AG FMV 3086774 3086774 NOMURA ASSET ACCEPTANCE CORPOR FMV 176296 176296 NOMURA ASSET ACCEPTANCE CORPOR FMV 251716 251716 NOMURA ASSET ACCEPTANCE CORPOR FMV 423605 423605 NOMURA HOME EQUITY LOAN INC FMV 3376647 3376647 NORWEGIAN GOVERNMENT FMV 2575890 2575890 NORWEGIAN GOVERNMENT FMV 3783884 3783884 NOTA DO TESOURO NACIONAL FMV 1324469 1324469 NOTA DO TESOURO NACIONAL FMV 12859525 12859525 NOTA DO TESOURO NACIONAL FMV 24606361 24606361 NOURYON FINANCE BV FMV 3659726 3659726 NUMERICABLE U S LLC FMV 1 1 NUUDAY A S FMV 2517276 2517276 OAK HILL CAPITAL PARTNERS VI FMV 73740370 73740370 OAK HILL CREDIT PARTNERS FMV 360014 360014 OAK HILL CREDIT PARTNERS FMV 827920 827920 OAKTREE CLO LTD FMV 250000 250000 OAKWOOD MORTGAGE INVESTORS INC FMV 428305 428305 OCEAN TRAILS CLO FMV 1096367 1096367 OCEAN TRAILS CLO FMV 1232536 1232536 OCEAN TRAILS CLO IX FMV 996816 996816 OCTAGON 66 LTD FMV 1744267 1744267 OCTAGON INVESTMENT PARTNERS 35 FMV 1220242 1220242 OCTAGON INVESTMENT PARTNERS XX FMV 648280 648280 ODIDO HOLDING B.V. 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FMV 114555 114555 SLG OFFICE TRUST FMV 626518 626518 SLM STUDENT LOAN TRUST FMV 978770 978770 SMALL BUSINESS ADMINISTRATION FMV 13191 13191 SMALL BUSINESS ADMINISTRATION FMV 35475 35475 SMALL BUSINESS ADMINISTRATION FMV 45579 45579 SMALL BUSINESS ADMINISTRATION FMV 65387 65387 SMALL BUSINESS ADMINISTRATION FMV 139946 139946 SMALL BUSINESS ADMINISTRATION FMV 170673 170673 SMALL BUSINESS ADMINISTRATION FMV 189896 189896 SMALL BUSINESS ADMINISTRATION FMV 213085 213085 SMALL BUSINESS ADMINISTRATION FMV 222295 222295 SMALL BUSINESS ADMINISTRATION FMV 243073 243073 SMALL BUSINESS ADMINISTRATION FMV 260387 260387 SMALL BUSINESS ADMINISTRATION FMV 285439 285439 SMALL BUSINESS ADMINISTRATION FMV 288855 288855 SMALL BUSINESS ADMINISTRATION FMV 336145 336145 SMALL BUSINESS ADMINISTRATION FMV 534795 534795 SMALL BUSINESS ADMINISTRATION FMV 544383 544383 SMALL BUSINESS ADMINISTRATION FMV 665887 665887 SMALL BUSINESS ADMINISTRATION FMV 687329 687329 SMALL BUSINESS ADMINISTRATION FMV 800918 800918 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