# EDGAR Filing Document

**Accession Number:** 0000051143
**File Stem:** 0000051143-25-000040
**Filing Date:** 2025-6
**Character Count:** 1658702
**Document Hash:** b5038876ed7cb87e76e4e24e33548319
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000051143-25-000040.hdr.sgml**: 20250613

**ACCESSION NUMBER**: 0000051143-25-000040

**CONFORMED SUBMISSION TYPE**: 11-K

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20241231

**FILED AS OF DATE**: 20250613

**DATE AS OF CHANGE**: 20250613

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** INTERNATIONAL BUSINESS MACHINES CORP
- **CENTRAL INDEX KEY:** 0000051143
- **STANDARD INDUSTRIAL CLASSIFICATION:** COMPUTER & OFFICE EQUIPMENT [3570]
- **ORGANIZATION NAME:** 06 Technology
- **EIN:** 130871985
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** 11-K
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 001-02360
- **FILM NUMBER:** 251046609

**BUSINESS ADDRESS:**
- **STREET 1:** 1 NEW ORCHARD ROAD
- **CITY:** ARMONK
- **STATE:** NY
- **ZIP:** 10504
- **BUSINESS PHONE:** 9144991900

**MAIL ADDRESS:**
- **STREET 1:** 1 NEW ORCHARD RD
- **CITY:** ARMONK
- **STATE:** NY
- **ZIP:** 10504

**UNITED STATES**

 **SECURITIES AND EXCHANGE COMMISSION**

**Washington, D.C. 20549**

**FORM 11-K**

**(Mark One)**

☒&nbsp;&nbsp;&nbsp;&nbsp;**ANNUAL REPORT PURSUANT TO SECTION 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934**

**For the fiscal year ended December 31, 2024**

**OR**

☐&nbsp;&nbsp;&nbsp;&nbsp;**TRANSITION REPORT PURSUANT TO SECTION 15 (d) OF THE SECURITIES EXCHANGE ACT OF 1934**

**For the transition period from _______ to**

**Commission file number 1-2360**

A.Full title of the plan and address of the plan, if different from that of the issuer named below:

**IBM 401(k) Plan**

**One New Orchard Road, M/D 261**

**Armonk, New York 10504**

B.Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:

**INTERNATIONAL BUSINESS MACHINES CORPORATION**

**One New Orchard Road**

**Armonk, New York 10504**

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**IBM 401(k) PLAN**

**<u>**Table of Contents**</u>**

---

| | |
|:---|:---|
| | **Page** |
| **Financial Statements and Schedules:** | |
| &nbsp;&nbsp;&nbsp;&nbsp;**<u>[Report of Independent Registered Public Accounting Firm](#ia93f25add4ae43f99266f9b5901d9c24_7)</u>** | **<u>[3](#ia93f25add4ae43f99266f9b5901d9c24_7)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Financial Statements:** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Statements of Net Assets Available for Benefits at December 31, 202](#ia93f25add4ae43f99266f9b5901d9c24_10)[4](#ia93f25add4ae43f99266f9b5901d9c24_10)[and 202](#ia93f25add4ae43f99266f9b5901d9c24_10)[3](#ia93f25add4ae43f99266f9b5901d9c24_10)</u> | **<u>[4](#ia93f25add4ae43f99266f9b5901d9c24_10)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 202](#ia93f25add4ae43f99266f9b5901d9c24_13)[4](#ia93f25add4ae43f99266f9b5901d9c24_13)</u> | **<u>[5](#ia93f25add4ae43f99266f9b5901d9c24_13)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Notes to Financial Statements](#ia93f25add4ae43f99266f9b5901d9c24_16)</u> | **<u>[6](#ia93f25add4ae43f99266f9b5901d9c24_16)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Supplemental Schedules\*:** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Schedule G, Part I - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible at](#ia93f25add4ae43f99266f9b5901d9c24_46)[and](#ia93f25add4ae43f99266f9b5901d9c24_46)[for the year ended](#ia93f25add4ae43f99266f9b5901d9c24_46)[December 31, 202](#ia93f25add4ae43f99266f9b5901d9c24_46)[4](#ia93f25add4ae43f99266f9b5901d9c24_46)</u> | **<u>[18](#ia93f25add4ae43f99266f9b5901d9c24_46)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Schedule H, Line 4i - Schedule of Assets (Held at End of Year) at December 31, 202](#ia93f25add4ae43f99266f9b5901d9c24_49)[4](#ia93f25add4ae43f99266f9b5901d9c24_49)</u> | **<u>[19](#ia93f25add4ae43f99266f9b5901d9c24_49)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Exhibit:** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Exhibit Index](#ia93f25add4ae43f99266f9b5901d9c24_115)</u> | **<u>[576](#ia93f25add4ae43f99266f9b5901d9c24_115)</u>** |

---

\* Other schedules required by Section 2520.103-10 of the Department of Labor Rules and Regulations for Reporting and Disclosures under the Employee Retirement Income Security Act of 1974 are omitted because they are not applicable.

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**Report of Independent Registered Public Accounting Firm**

To the Administrator and Plan Participants of the IBM 401(k) Plan

<u>Opinion on the Financial Statements</u>

We have audited the accompanying statements of net assets available for benefits of the IBM 401(k) Plan (the "Plan") as of December 31, 2024 and 2023 and the related statement of changes in net assets available for benefits for the year ended December 31, 2024, including the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2024 and 2023, and the changes in net assets available for benefits for the year ended December 31, 2024 in conformity with accounting principles generally accepted in the United States of America.

<u>Basis for Opinion</u>

These financial statements are the responsibility of the Plan's management. Our responsibility is to express an opinion on the Plan's financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

<u>Supplemental Information</u>

The supplemental schedules of loans or fixed income obligations in default or classified as uncollectible at and for the year ended December 31, 2024, and of assets (held at end of year) at December 31, 2024 have been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental schedules are the responsibility of the Plan's management. Our audit procedures included determining whether the supplemental schedules reconcile to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in conformity with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ PricewaterhouseCoopers LLP

PricewaterhouseCoopers LLP

New York, NY

June 13, 2025

We have served as the Plan's auditor since at least 1988. We have not been able to determine the specific year we began serving as auditor of the Plan.

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**IBM 401(k) PLAN**

**STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS**

**AT DECEMBER 31,**

---

| | | |
|:---|:---|:---|
| | **2024** | **2023** |
| | **(Dollars in thousands)** | **(Dollars in thousands)** |
| **Assets:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments, at fair value (Note 3) | $52878411 | $49015383 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in fully benefit-responsive investment contracts, at contract value (Note 5) | 6936819 | 7900942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments | 59815230 | 56916324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Notes receivable from participants | 147344 | 154316 |
| &nbsp;&nbsp;&nbsp;&nbsp;Income, sales proceeds and other receivables | 270704 | 284455 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 418048 | 438771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total assets | 60233278 | 57355096 |
| **Liabilities:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased | 371073 | 414771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total liabilities | 371073 | 414771 |
| **Net assets available for benefits** | $59862206 | $56940324 |

---

The accompanying notes are an integral part of these financial statements.

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**IBM 401(k) PLAN**

**STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS**

**FOR THE YEAR ENDED DECEMBER 31,**

---

| | |
|:---|:---|
| | **2024** |
| | **(Dollars in thousands)** |
| **Additions to net assets attributed to:** |  |
| Investment income: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net appreciation in fair value of investments  | $6522422 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income from investments | 581944 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends | 1057254 |
|  | 8161621 |
| Interest income on notes receivable from participants | 9444 |
| Contributions from participants | 941322 |
| Transfers from acquired company benefit plans | 229859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total additions | 9342245 |
| **Deductions from net assets attributed to:** |  |
| Distributions to participants | 6384302 |
| Administrative Expenses, Net | 36062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total deductions | 6420364 |
| **Net increase in net assets during the year**  | 2921881 |
| **Net assets available for benefits:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning of year | 56940324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;End of year | $59862206 |

---

The accompanying notes are an integral part of these financial statements.

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**IBM 401(k) PLAN** 

**NOTES TO FINANCIAL STATEMENTS**

**NOTE 1 - DESCRIPTION OF THE PLAN**

The following description of the IBM 401(k) Plan (the "Plan") formerly known as the IBM 401(k) Plus Plan, provides only general information. Participants should refer to the Plan prospectus (Summary Plan Description) and applicable Summaries of Material Modification (SMM) for a complete description of the Plan's provisions.

**General**

The Plan was established by resolution of International Business Machines Corporation's Retirement Plans Committee (the "Committee") effective July 1, 1983 and Plan assets are held in trust for the benefit of its participants. The Plan offers all eligible active, full-time and part-time regular and long-term supplemental United States (U.S.) employees of International Business Machines Corporation ("IBM") and certain of its domestic related companies and partnerships an opportunity to defer from one to eighty percent of their eligible compensation for before-tax 401(k) and/or Roth 401(k) contributions to any of 34 primary investment funds and about 160 mutual funds in an "Expanded Choice - Mutual Funds tier." In addition, participants are able to contribute up to ten percent of their eligible compensation on an after-tax basis. Annual contributions are subject to the legal limits permitted by Internal Revenue Service ("IRS") regulations.

Participants have the choice to enroll in Managed Accounts, an account management service provided by Edelman Financial Engines for a fee which is deducted from the participant's account.

Participants are provided the choice to enroll in a "disability protection program" under which a portion of the participant's account is used to pay premiums to purchase term insurance (underwritten by Metropolitan Life Insurance Company), which will pay the amount of their before-tax 401(k) contributions into their accounts in the event the participant becomes disabled while insured. Effective January 1, 2024, the disability protection program choice was closed to new participants.

The Plan is dual qualified under Section 401(a) of the Internal Revenue Code of 1986, as amended, and Section 1081.01(a) of the Puerto Rico Internal Revenue Code, as amended (the "PRIRC"). It is subject to the provisions of the Employee Retirement Income Security Act of 1974 ("ERISA"), as amended.

**Administration**

The Plan is administered by the Committee, which appointed certain officials of IBM to assist in administering the Plan. The Committee appointed State Street Bank and Trust Company ("SSBT"), as Trustee, to safeguard the assets of the funds and State Street Global Advisors ("SSGA"), the institutional investment management affiliate of SSBT, The Vanguard Group and other investment managers to direct investments in the various funds. Fidelity Workplace Services LLC ("Fidelity") is the provider of record keeping and participant services, operator of the IBM Benefits Center – Provided by Fidelity for the Plan, in Raleigh, North Carolina as well as the provider of administrative services related to the Expanded Choice - Mutual Funds tier. Communication services are provided by Fidelity as well as The Vanguard Group.

**Contributions**

Effective January 1, 2024, IBM changed how it provides certain U.S. retirement-related benefits. IBM began providing a new cash balance retirement benefit to eligible employees under the company's existing U.S. Defined Benefit Qualified Personal Pension Plan (Qualified PPP) called the Retirement Benefit Account (RBA). In light of this change, IBM's contributions to the Plan ended. Employees can continue to make contributions to the Plan.

Newly hired employees are automatically enrolled at 5 percent of eligible salary and performance pay after approximately 30 days of employment with IBM, unless they elect otherwise.

Participants are able to choose to have their contributions invested entirely in one of, or in any combination of, the 34 primary funds and about 160 mutual funds in the Expanded Choice - Mutual Funds tier, in multiples of one percent. If participants do not make an investment election, then contributions will be invested in the default Target Retirement fund that most closely corresponds to the year in which they will reach age 65.

Participants may change their deferral percentage and investment selection for future contributions at any time. The changes will take effect for the next eligible pay cycle if the request is completed before the applicable cutoff date. Also, participants may transfer part or all of existing account balances among funds in the Plan once daily, subject to the Plan restrictions on trading.

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The Committee is committed to preserving the integrity of the Plan as a long-term savings vehicle for its employees. Frequent, short-term trading that is intended to take advantage of pricing lags in funds can harm long-term investors, or increase trading expenses in general. Therefore, the Plan has implemented frequent trading transaction restrictions and reserves the right to take other appropriate action to curb short-term transactions (buying/selling).

**Participant Accounts**

The Plan record keeper maintains an account in the name of each participant to which each participant's contributions and share of the net earnings, losses and expenses, if any, of the various investment funds are recorded. The earnings on the assets held in each of the funds and all proceeds from the sale of such assets are held and reinvested in the respective funds.

Participants may transfer rollover contributions of before-tax and Roth 401(k) amounts from other qualified savings plans or Individual Retirement Accounts into their Plan account. Rollovers must be made in cash within the time limits specified by the IRS; stock or in-kind rollovers are not accepted. These rollovers are limited to active employees on the payroll of IBM (or affiliated companies) who have existing accounts in the Plan. Retirees are not eligible for such rollovers, except that a retiree or separated employee who has an existing account in the Plan may roll over a lump-sum distribution from an IBM-sponsored qualified retirement plan, including the IBM Personal Pension Plan. After-tax amounts may also be directly rolled over into the Plan from another qualified savings plan.

On each valuation date, the unit/share value of each fund is determined by dividing the current investment value of the assets in that fund on that date by the number of units/shares in the fund. The participant's investment value of assets equals the market value of assets for all funds except the Interest Income Fund for which the participant's investment value of assets equals the contract value of assets. In determining the unit/share value, new contributions that are to be allocated as of the valuation date are excluded from the calculation. On the next day, the cash related to new contributions is transferred into the fund and the number of additional units to be credited to a participant's account for each fund, due to new contributions, is equal to the amount of the participant's new contributions to the fund divided by the prior night's unit value.

Contributions (with the exception of after-tax contributions and Roth 401(k) contributions) made to the Plan, as well as interest, dividends, or other earnings of the Plan are generally not included in the taxable income of the participant until withdrawal, at which time all earnings and contributions withdrawn generally are taxed as ordinary income to the participant. Additionally, withdrawals of pre-tax contributions by the participant before attaining age 59 1/2 are subject to a penalty tax of 10 percent unless an exception applies (e.g. at least 55 years of age when the participant terminates from IBM). After-tax contributions made to the Plan are not tax deferred, but are taxable income prior to the participant making the contribution. Any interest, dividends or other earnings on the after-tax contributions are generally not included in the taxable income of the participant until withdrawal, at which time all earnings withdrawn are generally taxed as ordinary income to the participant. Any distribution of earnings on after-tax contributions that are withdrawn by the participant before attaining age 59 1/2 are subject to a penalty tax of 10 percent unless an exception applies. Roth 401(k) contributions are not tax deferred, but are taxable income prior to the participant making the contribution. Interest, dividends or other earnings on Roth 401(k) contributions may not be taxable at withdrawal provided the participant has met the applicable rules.

**Vesting**

Participants in the Plan are at all times fully vested in their account balance, including employee contributions, prior IBM contributions and earnings thereon, if any.

**Distributions**

Participants who have terminated employment or are eligible for in-service distributions (e.g. have reached age 59 ½) may request ad hoc distributions ($500 minimum) or a full distribution.

In addition, participants may also elect to receive the balance of their account in semi-monthly, monthly, quarterly, semi-annual or annual installments. Eligible participants may request installments over a fixed period of time or at a flat dollar amount ($500 minimum per period for a flat dollar election). Distributions are subject to Internal Revenue Code required minimum distribution rules.

Withdrawals for financial hardship are permitted provided they are for an immediate and significant financial need, and the distribution is necessary to satisfy that need. Employees must submit evidence of hardship to the record keeper who will determine whether the situation qualifies for a hardship withdrawal based on guidance from the Plan administrator. A hardship withdrawal is taxed as ordinary income to the employee and may be subject to the 10 percent additional tax on early distributions.

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If the participant dies and is married at the time of death, the participant's spouse must be the beneficiary of the participant's Plan account, unless the participant's spouse has previously given written, notarized consent to designate another person as beneficiary. If the participant marries or remarries, any prior beneficiary designation is canceled and the spouse automatically becomes the beneficiary. If the participant is single, the beneficiary may be anyone previously designated by the participant under the Plan. In the absence of an effective designation under the Plan at the time of death, the proceeds normally will be paid in the following order: the participant's spouse, the participant's children in equal shares, or to surviving parents equally. If no spouse, child, or parent is living, payments will be made to the executors or administrators of the participant's estate.

After the death of a participant, an account will be established for the participant's beneficiary. If the beneficiary is a spouse or domestic partner, the beneficiary's account may be maintained in the Plan, subject to IRS required minimum distributions. If the beneficiary is neither a spouse nor a domestic partner, the account will be paid to the beneficiary in a lump sum. Beneficiaries may roll over distributions from the Plan.

**Participant Loans**

Participants may borrow up to one-half of the value of their account balance, not to exceed $50,000, within a twelve month period. Loans will be granted in $1 increments subject to a minimum loan amount of $500. Participants are limited to two simultaneous outstanding Plan loans. Repayment of a loan is made through semi-monthly payroll deductions. Loans originated under the Plan have a repayment term of one to four years for a general purpose loan or one to ten years for a primary residence loan. There are a limited number of outstanding loans originated under acquired company plans that were merged into the Plan having repayment terms greater than 10 years and up to a maximum term of 30 years. The loans originated under the Plan bear a fixed rate of interest, set quarterly, for the term of the loan, determined by the Plan administrator to be 1.25 points above the prime rate. The interest is credited to the participant's account as the semi-monthly repayments of principal and interest are made. Interest rates on outstanding loans at December 31, 2024 and 2023 ranged from 3.25 percent to 10.75 percent.

Participants may prepay all or portion of the entire remaining loan principal at any time. Employees on an approved leave of absence may elect to make scheduled loan payments directly to the Plan. Participants may continue to contribute to the Plan while having an outstanding loan. A loan default is a taxable event to the participant and will be reported as such in the year of the loan default.

Participants who retire or separate from IBM and have outstanding Plan loans may make loan repayments via Automated Clearing House (ACH) deductions to continue monthly loan repayments according to their original amortization schedule.

**Termination of Service**

If the value of a participant's account is $1,000 or less, it will be distributed to the participant in a lump-sum payment following the termination of the participant's employment with IBM. If the account balance is greater than $1,000 at the time of separation, the participant may defer distribution of the account until the age the IRS requires distribution to begin.

**Termination of the Plan**

IBM reserves the right to terminate this Plan at any time by action of the Board of Directors of IBM. In that event, each participant or beneficiary receiving or entitled to receive payments under the Plan would receive the balance of the account at such time and in accordance with applicable law and regulations. In the event of a full or partial termination of the Plan, or upon complete discontinuance of contributions under the Plan, the rights of all affected participants in the value of their accounts would be non-forfeitable.

**Risks and Uncertainties**

Investment securities are exposed to various risks, such as interest rate and foreign currency movements, credit quality changes and overall market volatility. Interest rate risk is the risk of change in the market value of the assets due to a change in interest rates. Foreign currency risk is the risk of a change in market value due to the change in foreign currency exchange rates. Credit risk is the risk of change in the market value of assets due to the change in creditworthiness of the underlying issuer. Market risk is the possibility of losses due to factors that affect the overall performance of the financial markets. Due to the level of risk associated with certain investment securities and the level of uncertainty related to changes in the value of investment securities, it is reasonably possible that changes in risks in the near term could materially affect participants' account balances and the amounts reported in the statement of net assets available for benefits. The Plan provides for various investment options in the form of mutual funds, commingled funds or separately-managed funds. These funds invest in equities, fixed income securities, synthetic guaranteed investment contracts ("synthetic GICs"), and derivative contracts. The Plan is potentially exposed to credit loss in the event of non-performance by the companies with

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whom the Plan entered into the synthetic GICs. However, the Committee does not anticipate non-performance by these companies.

**Securities Lending**

The Plan implemented a securities lending program with the Trustee, for the Plan's separately managed accounts. The program allows the Trustee to loan securities, which are assets of the Plan, to approved brokers/dealers (the "Borrowers"). Funds not included in this program are the IBM Stock Fund and Interest Income Fund.

The Trustee requires the Borrowers, pursuant to a security loan agreement, to deliver collateral to secure each loan in an amount that is at least equal to 102 percent of the fair value of the securities loaned. The Plan bears the risk of loss with respect to any unfavorable change in fair value of the invested cash collateral. However, the Borrowers bear the risk of loss related to the decrease in the fair value of the non-cash collateral and, therefore, would have to deliver additional securities to maintain the required collateral. In the event of default by any of the Borrowers, the Trustee shall indemnify the Plan by purchasing replacement securities equal to the number of unreturned loaned securities, to the extent that such replacement securities are available on the open market and if to the extent that such proceeds are insufficient or the collateral is unavailable, the purchase of replacement securities shall be made at Trustee's expense or, if replacement securities are not able to be purchased, the Trustee shall credit the Plan for the market value of the unreturned securities. In each case, the Trustee would apply the proceeds from the collateral for such a loan to make the Plan whole.

Loans are collateralized as either cash or non-cash, in an amount equal to 102 percent to 105 percent of the fair value of the loan. Cash collateral is invested in a U.S. government money market account. Non-cash collateral accepted in the program are securities issued or guaranteed by the U.S. government or its agencies. On December 31, 2024, the Plan had $183 million of open loans backed by $152 million of cash collateral and $38 million of non-cash collateral (104 percent collateral). Securities lending may be permitted in certain commingled funds and in funds within the Expanded Choice – Mutual Funds tier. The prospectus for each fund will disclose if lending is permitted and the risks involved.

**NOTE 2 - SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES**

**Basis of Presentation**

The accompanying financial statements are prepared under the accrual basis of accounting, except distributions, which are recorded when paid. Investments held by a defined contribution plan are required to be reported at fair value, except for fully benefit-responsive investment contracts. Contract value is the relevant measure for the portion of the net assets available for benefits of a defined contribution plan attributable to fully benefit-responsive investment contracts because contract value is the amount participants would receive if they were to initiate permitted transactions under the terms of the Plan. Notes receivable from participants are measured at their unpaid principal balance plus any accrued interest. Within the financial statements and tables presented, certain columns and rows may not add due to the use of rounded numbers for disclosure purposes. Percentages presented are calculated from the underlying whole-dollar amounts.

**Use of Estimates**

The preparation of financial statements in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP") requires management to make estimates and assumptions that affect the reported amounts of assets, liabilities and changes therein, and disclosures of contingent assets and liabilities at the date of the financial statements. These estimates are based on management's best knowledge of current events, historical experience, actions that the Plan may undertake in the future and on various other assumptions that are believed to be reasonable under the circumstances. Actual results may be different from these estimates.

**Valuation of Investments**

Investments are stated at fair value except for fully benefit-responsive investment contracts, which are stated at contract value. Accounting guidance defines fair value as the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Under this guidance, the Plan is required to classify certain assets and liabilities based on the following fair value hierarchy:

• Level 1 — Quoted prices (unadjusted) in active markets for identical assets or liabilities that can be accessed at the measurement date;

• Level 2 — Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

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• Level 3 — Unobservable inputs for the asset or liability.

The guidance requires the use of observable market data if such data is available without undue cost and effort.

Assets are classified within the fair value hierarchy according to the lowest level input that is significant to the fair value measurement. Valuation techniques used maximize the use of observable inputs and minimize the use of unobservable inputs. The valuation methodology is applied consistently from period to period.

Certain investments are measured at fair value using the net asset value (NAV) per share (or its equivalent) as a practical expedient. These investments include commingled funds which may include 103-12 investments, common collective trusts and pooled separate accounts which are typically valued using the NAV provided by the administrator of the fund. The NAV is based on the value of the underlying assets owned by the fund, minus liabilities and divided by the number of shares or units outstanding. In accordance with accounting guidance, these investments have not been classified in the fair value hierarchy. Generally, mutual funds have a quoted market price in an active market and are classified as Level 1.

Common stocks, certain mutual funds and financial derivative instruments, such as futures contracts or options contracts that are traded on a national securities exchange, are stated at the last reported sale or settlement price on the day of valuation. Valuation adjustments may be applied to certain securities that are solely traded on a foreign exchange to account for the market movement between the close of the foreign market and the close of the New York Stock Exchange. These securities are valued using pricing service providers that consider the correlation of the trading patterns of the foreign security to the intraday trading in the U.S. markets for investments.

Fixed income investments are valued on the basis of valuations furnished by Trustee-approved independent pricing services. These services determine valuations for normal institutional-size trading units of such securities using models or matrix pricing, which incorporates yield and/or price with respect to bonds that are considered comparable in characteristics such as rating, interest rate and maturity date and quotations from bond dealers to determine current value. If these valuations are deemed to be either not reliable or not readily available, the fair value will be determined in good faith by the Trustee.

Over-the-counter derivatives are typically valued using proprietary pricing models that use readily observable market parameters that are actively quoted and can be validated to external sources, including industry pricing services. Depending on the types and contractual terms of derivatives, fair value can be modeled using a series of techniques, such as the Black-Scholes option pricing model, simulation models or a combination of various models, which are consistently applied. Where derivative products have been established for some time, the Plan uses models that are widely accepted in the financial services industry. These models reflect the contractual terms of the derivatives, including the period to maturity, and market-based parameters such as interest rates, volatility and the credit quality of the counterparty. Further, many of these models do not contain a high level of subjectivity, as the methodologies used in the models do not require significant judgment, and inputs to the model are readily observable from actively quoted markets, as is the case for "plain vanilla" interest rate swaps, option contracts and credit default swaps. Short-term interest bearing cash securities are valued at amortized cost, which includes cost and accrued interest and approximates fair value. Short-term investments represent securities with original maturities of one year or less. These assets are classified as Level 1 or Level 2.

The methods described above may produce a fair value calculation that may not be indicative of net realizable value or reflective of future fair values. Furthermore, while the Plan believes its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine fair value of certain financial instruments could result in a different fair value measurement at the reporting date.

**Security Transactions and Related Investment Income**

Security transactions are accounted for as of the trade date. Realized gains/losses on investment transactions are determined using the specific identification method. Dividend income is recorded on the ex-dividend date and interest income is recorded on the accrual basis.

The Plan presents in the statement of changes in net assets available for benefits the net change in the fair value of its investments, which consists of realized gains and losses and the unrealized appreciation and depreciation on those investments.

------

**Administrative Expenses and Investment Management Fees**

Participants pay for the administrative expenses of the Plan which are included in each fund's expense ratio. These costs include: (a) investment management, custody and benefit responsive investment contract fees which are charged to the applicable funds, and, (b) operational expenses required for administration of the Plan including trustee and recordkeeping which are charged against the funds' assets on a pro rata basis throughout the year. Operational expenses related to balances in the Expanded Choice - Mutual Funds Tier are deducted from participant account balances. Brokerage fees and commissions are included in the cost of investments and in determining net proceeds on sales of investments. Investment management, custodial and administrative fees for commingled trusts and mutual funds are charged based on a percentage of net asset value and are paid from the assets of the respective funds.

**Revenue Sharing**

Certain fund families may pass a portion of their fees to Fidelity as provider of recordkeeping services for the Plan. In addition, Fidelity attributes a certain portion of Fidelity mutual fund expenses to recordkeeping. Participants invested in mutual funds that have such arrangements (currently Dodge & Cox and Fidelity) will receive a credit based on their investment in those funds, if the participant has an account balance in the Plan when the credit is calculated. Following each quarter-end (currently within 30 days of quarter-end), a pro rata share of the fees received from the mutual fund will be allocated to the participant's account, based on the participant's investment in the mutual fund. The amount allocated will be used to purchase additional shares of the mutual fund to which the credit relates. Any revenue sharing that is attributable to a participant who no longer has an account in the Plan will be used to reduce future Plan expenses.

As the recordkeeper to the Plan, Fidelity receives compensation from Edelman Financial Engines to administer the Managed Accounts program, and a portion of such compensation may be credited to the Plan and used to reduce future administrative plan expenses.

------

**NOTE 3 — INVESTMENTS**

The following tables set forth by level, within the fair value hierarchy, the Plan's investments at fair value at December 31, 2024 and 2023.

**Investments at Fair Value as of December 31, 2024**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **(Dollars in Thousands)** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Equity:** | | | | |
| **Equity mutual funds** | $7157340 | $— | $104 | $7157443 |
| **IBM Corporation common stock** | 1268387 |  |  | 1268387 |
| **Equity securities** | 15197514 | 4292440 | 397 | 19490351 |
| **Fixed income:** |  |  |  |  |
| **Government securities** |  | 4241973 |  | 4241973 |
| **Corporate bonds** |  | 2153099 | 52 | 2153151 |
| **Mortgage and asset-backed securities** | 2589 | 282396 |  | 284984 |
| **Fixed income mutual funds** | 1183181 |  |  | 1183181 |
| **Cash and cash equivalents** | 80143 | 1198 |  | 81341 |
| **Derivatives** | (10596) | 15885 |  | 5288 |
| **Other mutual funds** | 1073606 |  |  | 1073606 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Subtotal** | 25952162 | 10986990 | 553 | 36939706 |
| **Investments measured at net asset value using the NAV practical expedient** <sup>(1)</sup> |  |  |  | 15938706 |
| **Total investments at fair value** | $25952162 | $10986990 | $553 | $52878411 |

---

(1)Investments measured at fair value using the net asset value (NAV) per share (or its equivalent) as a practical expedient include commingled funds. Commingled funds may include 103-12 investments, common collective trusts, and pooled separate accounts.

There were no material purchases, sales or transfers into or out of Level 3 for the period ending December 31, 2024.

------

**Investments at Fair Value as of December 31, 2023**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **(Dollars in Thousands)** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Equity:** | | | | |
| **Equity mutual funds** | $6296074 | $— | $88 | $6296162 |
| **IBM Corporation common stock** | 1045834 |  |  | 1045834 |
| **Equity securities** | 14792708 | 3826578 | 381 | 18619667 |
| **Fixed income:** |  |  |  |  |
| **Government securities** |  | 4252299 |  | 4252299 |
| **Corporate bonds** |  | 2076752 | 53 | 2076804 |
| **Mortgage and asset-backed securities** | 9259 | 261718 |  | 270977 |
| **Fixed income mutual funds** | 1276861 |  |  | 1276861 |
| **Cash and cash equivalents** | 25903 | 367671 |  | 393574 |
| **Derivatives** | 8615 | 13805 |  | 22420 |
| **Other mutual funds** | 1017138 |  |  | 1017138 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Subtotal** | 24472393 | 10798822 | 522 | 35271737 |
| **Investments measured at net asset value using the NAV practical expedient** <sup>(1)</sup> |  |  |  | 13743646 |
| **Total investments at fair value** | $24472393 | $10798822 | $522 | $49015383 |

---

(1)Investments measured at fair value using the net asset value (NAV) per share (or its equivalent) as a practical expedient include commingled funds. Commingled funds may include 103-12 investments, common collective trusts, and pooled separate accounts.

There were no material purchases, sales or transfers into or out of Level 3 for the period ending December 31, 2023.

**Fair Value of Investments that Calculate Net Asset Value**

The following table summarizes investments measured at fair value based on net asset value per share at December 31, 2024 and 2023, respectively:

---

| | | |
|:---|:---|:---|
| **Investments at fair value:** | **2024** | **2023** |
|  | **(Dollars in thousands)** | **(Dollars in thousands)** |
| Commingled Equity funds | $14684492 | $12929110 |
| Other funds | 907866 | 793848 |
| Short-term Investment funds | 346348 | 20687 |
| **Total investments measured at net asset value using the NAV practical expedient** | $15938706 | $13743646 |

---

Generally, under ordinary market conditions, investments in the funds included in the table above provide daily market liquidity to Plan participants and the Plan, facilitating daily participant transactions (issuances and redemptions). Investment in some of these funds may be subject to redemption restrictions at the fund's discretion in limited situations including, but not limited to, a major market event, closure of a market on which any significant portion of the assets of the fund are invested, a situation deemed to be an emergency by the fund, and a situation in which price or value of the assets cannot be promptly and accurately ascertained. At December 31, 2024 and 2023, no funds were subject to redemption restrictions.

**NOTE 4 — DERIVATIVES**

In accordance with the investment strategy of the separately-managed funds, investment managers execute transactions in various derivative instruments. These derivative instruments include swaps, options, bond and equity futures and forward contracts. The fund uses derivatives to obtain synthetic exposure and for risk management purposes, which involves risks such as credit risk.

------

Derivative instruments are carried at fair value. The net fair value of derivative financial instruments reported in investments, at fair value within the statements of net assets available for benefits was an asset of $5.3 million and an asset of $22.4 million as of December 31, 2024 and 2023, respectively. The gross notional amount of the derivative financial instruments was $2.2 billion as of December 31, 2024 and 2023, respectively.

**NOTE 5 — INVESTMENT CONTRACTS** 

The Plan entered into benefit-responsive synthetic GICs (the "Investment Contracts") for the Interest Income Fund (the "Fund"), with various third parties, i.e., insurance companies and banks.

The Investment Contracts provide for a fixed return on principal over a specified period of time, e.g., a quarterly crediting rate. Third parties issue these investment contracts, which are backed by underlying assets owned by the Plan. These types of investment contracts are meant to be fully benefit-responsive. Participants transact at contract value, which represents contributions plus interest earned based on a formula called the "crediting rate." The crediting rate formula smooths and decreases differences over time between the market value of the covered assets and the contract value. The crediting rate is most impacted by the change in the annual effective yield to maturity of the underlying securities, but is also affected by changes in general level of interest rates, administrative expenses and cash flows into or out of the contract. The difference between the contract value and the market value of the covered assets is amortized over time as determined by the terms of the contract, typically the Investment Contracts' actual or benchmark duration. A change in duration of the covered assets or benchmark from reset period to reset period can affect the timing with which any difference is amortized. Crediting rates are reset quarterly or more often if deemed appropriate. The Investment Contracts provide a guarantee that the crediting rate will not fall below zero percent.

The Investment Contracts' crediting rate, and hence the Fund's return, may be affected by many factors, including purchases and redemptions by participants. The precise impact on the Investment Contracts depends on whether the market value of the covered assets is higher or lower than the contract value of those assets. If the market value of the covered assets is higher than the contract value, the crediting rate will ordinarily be higher than the yield of the covered assets. Under these circumstances, cash from new investors will tend to lower the crediting rate and the Fund's return, and redemptions by existing participants will tend to increase the crediting rate and the Fund's return. If the market value of the covered assets is less than the contract value, the crediting rate will ordinarily be lower than the yield of the covered assets. Under these circumstances, cash from new investors will tend to increase the crediting rate and the Fund's return, and redemptions by existing participants will tend to decrease the crediting rate and the Fund's return. If the Investment Contracts experience significant redemptions when the market value is below the contract value, the Investment Contracts' crediting rate may be reduced significantly, to a level that may not be competitive with other investment options. If redemptions continued, the crediting rate could be reduced to zero. If the Investment Contracts have insufficient covered assets to meet redemption requests, the Fund would require payments from the Investment Contracts' issuer to pay further participant redemptions.

------

The Fund and the Investment Contracts purchased for the Fund are designed to pay all participant-initiated transactions at contract value. Participant-initiated transactions are those transactions allowed by the provisions of the Plan (typically this would include withdrawals for benefits, loans, or transfers to non-competing funds within the Plan). However, the Investment Contracts may limit the ability of the Fund to transact at contract value upon the occurrence of certain events. At this time, the occurrence of any of these events is not probable. These events include:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• The Plan's failure to qualify under Section 401(a) or Section 401(k) of the Internal Revenue Code.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• The establishment of a defined contribution plan that competes with the Plan for employee contributions.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Any substantive modification of the Plan or the administration of the Plan that is not consented to by the investment contract issuer.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Complete or partial termination of the Plan.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Any change in law, regulation or administrative ruling applicable to the Plan that could have a material adverse effect on the Fund's cash flow.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Merger or consolidation of the Plan with another plan, the transfer of plan assets to another plan, or the sale, spin-off or merger of a subsidiary or division of the Plan sponsor.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Any communication given to participants by the Plan sponsor or any other plan fiduciary that is designed to induce or influence participants not to invest in the Fund or to transfer assets out of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Exclusion of a group of previously eligible employees from eligibility in the Plan.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Any significant retirement program, group termination, group layoff, facility closing or similar program.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Any transfer of assets from the Fund directly to a competing option, if such transfers are prohibited.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Bankruptcy of the plan sponsor or other plan sponsor events which cause a significant withdrawal from the Plan.

An investment contract issuer may terminate a contract at any time. In the event that the market value of the covered assets is below the contract value at the time of such termination, the Plan may elect to keep a contract in place to allow for the convergence of the market value and the contract value. An investment contract issuer may also terminate a contract if certain terms of the Investment Contract fail to be met.

Investment Contracts generally impose conditions on both the Plan and the issuer. If an event of default occurs and is not remediated, the non-defaulting party may terminate the contract. The following may cause the Plan to be in default: a breach of material obligation under the contract; a material misrepresentation; or a material amendment to the Plan agreement. The issuer may be in default if it breaches a material obligation under the investment contract; makes a material misrepresentation; is acquired or reorganized. If, in the event of default of an issuer, the Fund was unable to obtain a replacement investment contract, the Fund may experience losses if the market value of the Plan's assets no longer covered by the contract is below contract value. The Fund may seek to add additional issuers over time to diversify the Fund's exposure to such risk, but there is no assurance the Fund will be able to do so. The combination of the default of an issuer and an inability to obtain a replacement agreement could render the Fund unable to maintain contract value. The terms of an Investment Contract generally provide for settlement of payments only upon termination of the contract or total liquidation of the covered investments. Generally, payments will be made pro-rata, based on the percentage of investments covered by each issuer. Contract termination occurs whenever the contract value or market value of the covered investments reaches zero or upon certain events of default. If the contract terminates when the market value equals zero, the issuer will pay the excess of contract value over market value to the Plan to the extent necessary for the Plan to satisfy outstanding contract value withdrawal requests. Contract termination also may occur by either party upon election and notice as agreed to under the terms of the contract.

------

Investment Contracts value at December 31, 2024 and December 31, 2023 consisted of synthetic GICs of $6.9 billion and $7.9 billion, respectively.

**NOTE 6 - TAX STATUS**

The Trust established under the Plan is qualified under Section 401(a) of the Internal Revenue Code of 1986 and Section 1081.01 of the Puerto Rico Internal Revenue Code (2011), and the Trustee intends for the Trust to remain dual-qualified in this manner. The Plan received a favorable determination letter from the IRS on February 17, 2017, and received a favorable determination letter from the Hacienda (Puerto Rico) in July 2017 dated August 29, 2016.

Subsequent to the periods covered by the determination letters from the IRS and the Hacienda, the Plan was amended. The Plan administrator and Counsel continue to believe the Plan is designed and is being operated in compliance with the applicable requirements of the Internal Revenue Code and the Puerto Rico Internal Revenue Code (2011).

U.S. GAAP requires plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the Internal Revenue Service. The Plan administrator has analyzed the tax positions taken by the Plan, and has concluded that as of December 31, 2024 and 2023, there are no uncertain positions taken or expected to be taken that would require recognition of a liability (or asset) or disclosure in the financial statements and does not believe this position will change in the next twelve months. The Plan is subject to routine audits by taxing jurisdictions.

**NOTE 7 - RECONCILIATION OF FINANCIAL STATEMENTS TO FORM 5500**

The following is a reconciliation of net assets available for benefits per the financial statements to the Form 5500 as of:

---

| | | |
|:---|:---|:---|
| | **December 31,** | **December 31,** |
| | **2024** | **2023** |
| | **(Dollars in thousands)** | **(Dollars in thousands)** |
| Net assets available for benefits per the financial statements | $59862206 | $56940324 |
| &nbsp;&nbsp;&nbsp;&nbsp;Adjustment from contract value to fair value for fully benefit-responsive investment contracts held by the Interest Income Fund  | (503651) | (555708) |
| Net assets available for benefits per the Form 5500 | $59358555 | $56384616 |

---

The following is a reconciliation of investment income per the financial statements to the Form 5500:

---

| | |
|:---|:---|
| | **Year Ended December 31, 2024** |
| | **(Dollars in thousands)** |
| Total investment income and interest income on notes receivable from participants per the financial statements | $8171065 |
| &nbsp;&nbsp;&nbsp;&nbsp;Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2023  | 555708 |
| &nbsp;&nbsp;&nbsp;&nbsp;Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2024  | (503651) |
| Total investment income per the Form 5500 | $8223122 |

---

**NOTE 8 - RELATED-PARTY AND PARTY-IN-INTEREST TRANSACTIONS**

At December 31, 2024, a significant portion of the Plan's assets were managed by SSGA, an affiliate of SSBT. SSBT also acts as the Trustee for the Plan and, therefore, these investments in addition to participant loans qualify as party-in-interest transactions. The Plan also pays a fee to the Trustee. These transactions qualify as party-in-interest transactions as well.

Certain investment managers are considered parties-in-interest as well.

------

In addition, Fidelity is the provider of administrative services related to the Expanded Choice - Mutual funds tier as well as an affiliate of the investment manager of Fidelity funds within the Expanded Choice - Mutual funds tier. Fidelity is also the provider of record keeping and participant services, and the operator of the IBM Employee Services Center for the IBM 401(k) Plan.

Effective November 29, 2023, investment management authority for the IBM Stock Fund has been delegated to an independent fiduciary, SSGA.

At December 31, 2024 and 2023, the Plan held 5,769,852 and 6,394,582 shares of IBM common stock valued at $1,268 million and $1,046 million, respectively. During the year ended December 31, 2024, purchases of IBM common stock by the Plan totaled $56 million and sales of IBM common stock by the Plan totaled $182 million.

------

**IBM 401(k) PLAN AT AND FOR THE YEAR ENDED DECEMBER 31, 2024** 

**Schedule G, Part I - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible**

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | | **Amount received during**  | **Amount received during**  | **(g) Unpaid** <br>**balance at end**  | | |
| | | | | | | | | **reporting year**  | **reporting year**  | **(g) Unpaid** <br>**balance at end**  | **Amount Overdue**  | **Amount Overdue**  |
|<br>**(a)\***  |<br>**(b) Identity and address of Obligor** |<br>**Security ID** |<br>**Issue Date**  | **Maturity** <br>**Date**  | **Interest** <br>**Rate**  | **Capitalized** <br>**Interest**  |<br>**(d) Original** <br>**amount of loan**  | **(e) Principal**  | **(f) Interest**  | **of year**  | **(h) Principal**  | **(i) Interest**  |
|  | Lehman Brothers Holdings Inc., 745 Seventh Avenue, New York, NY 10019 | 524ESC7M6 | 12/21/2007 | 12/28/2017 | 6.75% | $— | $9850000 | $— | $— | $15831220 | $9850000 | $5981220 |
|  | Lehman Brothers Holdings Inc., 745 Seventh Avenue, New York, NY 10019 | 524ESCXA3 | 5/17/2007 | 11/30/2056 | 5.86% |  | 1730000 |  |  | 2968684 |  | 2968684 |
|  | Sigma Finance Corp., M&C Corp. Services LTD, Box 309GT, Ugland House, South Church St., George Town, Grand Cayman, Grand Cayman Islands | 8265Q0XQ0 | 6/4/2007 | 6/4/2009 | variable |  | 10000000 |  |  | 9439900 | 9384053 | 55847 |

---

\* Party-in-interest

Schedule G, Part I - Overdue Loan Explanation

Investment managers have responsibility for these securities as well as other securities in their portfolio and they have or will take appropriate actions taking into consideration the circumstances surrounding each security and the overall portfolio that they manage.

------

**IBM 401(k) PLAN** 

**Schedule H, line 4i - Schedule of Assets (Held at End of Year)**

**AT DECEMBER 31, 2024**

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **(b) Identity of issue, borrower,**<br> **lessor, or similar party** | **(c) Description of investment**<br> **including maturity date, rate**<br> **of interest, collateral, par, or**<br> **maturity value** | **(d) Cost** | **(e) Current value** |
| | | | **(n/a)** | |
| | **IBM Stock Fund** | | | |
| \* | International Business Machines Corporation - Managed by Independent Fiduciary - State Street Global Advisors | IBM Common Stock 5,769,852 shares |  | $1268386565 |
|  | Managed by State Street Global Advisors | State Street Bank and Trust Company Government Short-Term Investment Fund |  | 2070314 |
|  | **Mutual Funds** |  |  |  |
|  | Administered by Fidelity | Expanded Choice Mutual Funds (refer to Exhibit A - investments) |  | 8958870237 |
|  | Vanguard Emerging Markets Stock Index Fund | Vanguard Emerging Markets Stock Index Fund Institutional Plus Shares 1,315,526 shares |  | 122343945 |
|  | **Commingled and Other Funds** |  |  |  |
|  | Vanguard Employee Benefit Index Fund | Large Company Index |  | 9332665752 |
|  | Vanguard Russell 1000 Growth Index Trust | Large Cap Growth Index |  | 3056601739 |
|  | Vanguard Russell 1000 Value Index Trust | Large Cap Value Index |  | 1061600710 |
|  | Bridgewater All Weather Portfolio III, LTD. | Balanced Fund |  | 500742178 |
|  | Vanguard Russell 2000 Growth Index Trust | Small Cap Growth Index |  | 663550688 |
|  | Vanguard Russell 2000 Value Index Trust | Small Cap Value Index |  | 570072651 |
|  | AQR Global Risk Parity Enhanced Liquidity Fund | Balanced Fund |  | 300413866 |

---

\* Party-In-Interest

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br> lessor, or similar party** | **(c) Description of investment<br> including maturity date, rate<br> of interest, collateral, par, or<br> maturity value** | **(d) Cost** | **(e) Current value** |
| | | | **(n/a)** | |
| | **Separately-Managed Funds** | | | |
|  | Managed by State Street Global Advisors | Total International Stock Market Index (refer to Exhibit B - investments) |  | $5383702824 |
|  | Managed by State Street Global Advisors | Small/Mid-Cap Stock Index (refer to Exhibit C - investments) |  | 4072837097 |
|  | Managed by State Street Global Advisors | Inflation Protected Bond (refer to Exhibit D – investments) |  | 1285915177 |
|  | Managed by Neuberger Berman | Total Bond Market (refer to Exhibit E – investments) |  | 1607989880 |
|  | Managed by State Street Global Advisors | Real Estate Investment Trust (refer to Exhibit F - investments) |  | 824426553 |
|  | Managed by Loomis, Sayles and Company | Total Bond Market (Refer to Exhibit G - investments) |  | 1100745961 |
|  | Managed by Western Asset Management Company | Total Bond Market (Refer to Exhibit H - investments) |  | 413262888 |
|  | Managed by Pacific Investment Management Company | Total Bond Market (refer to Exhibit I - investments) |  | 596558698 |
|  | Managed by RW Baird & Co | Total Bond Market (Refer to Exhibit J – investments) |  | 487817983 |
|  | Managed by State Street Global Advisors | International Real Estate Index (refer to Exhibit K – investments) |  | 276066521 |
|  | Managed by Loomis, Sayles and Company | Long Term Credit (Refer to Exhibit L - investments) |  | 343353546 |
|  | Managed by Pacific Investment Management Company | High Yield and Emerging Markets Bond (refer to Exhibit M - investments) |  | 440802782 |
|  | Managed by JP Morgan | High Yield Debt (refer to exhibit N - investments) |  | 211386804 |
|  | Managed by Prudential | Emerging Markets Debt (refer to Exhibit O - investments) |  | 209162689 |
|  | Managed by State Street Global Advisors | Total Stock Market Index (refer to Exhibit P - investments) |  | 8826038468 |
|  | Managed by State Street Global Advisors | European Stock Index (refer to Exhibit Q - investments) |  | 358156990 |
|  | Managed by State Street Global Advisors | Pacific Stock Index (refer to Exhibit R - investments) |  | 268098148 |
|  | Managed by Dodge & Cox | Long Term Credit (refer to Exhibit S - investments) |  | 228816193 |

---

\* Party-In-Interest

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br> lessor, or similar party** | **(c) Description of investment<br> including maturity date, rate<br> of interest, collateral, par, or<br> maturity value** | **(d) Cost** | **(e) Current value** |
| | | | **(n/a)** | |
| | **Separately-Managed Funds (continued)** | **Separately-Managed Funds (continued)** | | |
|  | Underlying assets managed by various investment companies | Interest Income Fund (refer to Exhibit T - investments) |  | $6839440825 |
| \* | Mass Mutual Life Insurance Company | Synthetic GIC Wrapper Contract, Rate of Interest 3.42% |  |  |
|  | Royal Bank of Canada | Synthetic GIC Wrapper Contract, Rate of Interest 2.52% |  |  |
| \* | State Street Bank and Trust Company | Synthetic GIC Wrapper Contract, Rate of Interest 2.52% |  |  |
| \* | The Prudential Insurance Company of America | Synthetic GIC Wrapper Contract, Rate of Interest 2.62% |  |  |
| \* | New York Life Insurance Company | Synthetic GIC Wrapper Contract, Rate of Interest 1.57% |  |  |
| \* | Voya Retirement Insurance and Annuity Company | Synthetic GIC Wrapper Contract, Rate of Interest 2.36% |  |  |
| \* | Metropolitan Tower Life Insurance Company | Synthetic GIC Wrapper Contract, Rate of Interest 3.05% |  |  |
| \* | Notes receivable from participants | Interest rates range: 3.25% - 10.75% Terms: one to thirty years |  | 147343819 |
|  | **Interest-Bearing Cash** |  |  |  |
|  | Managed by State Street Global Advisors | State Street Bank and Trust Company Government Short-Term Investment Fund |  | 13666173 |

---

\* Party-In-Interest

------

**EXHIBIT A - Expanded Choice Mutual Funds**

**(Administered by Fidelity)**

 **IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | AMCAP FUND | MUTUAL FUNDS | 716061 |  | $31334817 |
|  | AMERICAN BALANCED FUND | MUTUAL FUNDS | 1619818 |  | 55640756 |
|  | AMERICAN FUNDS FUNDAMENTAL INV | MUTUAL FUNDS | 819035 |  | 66112491 |
|  | AMERICAN MUTUAL FUND | MUTUAL FUNDS | 792547 |  | 43740678 |
|  | CAPITAL WORLD BOND FUND | MUTUAL FUNDS | 366660 |  | 5727234 |
|  | CAPITAL WORLD GROWTH AND INCOM | MUTUAL FUNDS | 387582 |  | 24623092 |
|  | DFA EMERGING MARKETS PORTFOLIO | MUTUAL FUNDS | 748938 |  | 21397152 |
|  | DFA EMERGING MARKETS VALUE POR | MUTUAL FUNDS | 778304 |  | 23279067 |
|  | DFA GLOBAL REAL ESTATE SECURIT | MUTUAL FUNDS | 1176868 |  | 11886368 |
|  | DFA INTERNATIONAL SMALL COMPAN | MUTUAL FUNDS | 647616 |  | 12563746 |
|  | DFA INTERNATIONAL VALUE PORTFO | MUTUAL FUNDS | 933093 |  | 19212382 |
|  | DFA INTERNATIONAL VECTOR EQUIT | MUTUAL FUNDS | 473513 |  | 6392430 |
|  | DFA LARGE CAP INTERNATIONAL PO | MUTUAL FUNDS | 815921 |  | 21809562 |
|  | DFA US CORE EQUITY 1 PORTFOLIO | MUTUAL FUNDS | 1290526 |  | 55815232 |
|  | DFA US SMALL CAP PORTFOLIO | MUTUAL FUNDS | 732672 |  | 35849642 |
|  | DFA US TARGETED VALUE PORTFOLI | MUTUAL FUNDS | 1589775 |  | 54640568 |
|  | DFA US VECTOR EQUITY PORTFOLIO | MUTUAL FUNDS | 391168 |  | 10690632 |
|  | DODGE + COX BALANCED FUND | MUTUAL FUNDS | 446931 |  | 45452892 |
|  | DODGE + COX GLOBAL BOND FUND | MUTUAL FUNDS | 1568741 |  | 16487470 |
|  | DODGE + COX GLOBAL STOCK FUND | MUTUAL FUNDS | 1514604 |  | 20765224 |
|  | DODGE + COX INCOME FUND | MUTUAL FUNDS | 6809656 |  | 84303543 |
|  | DODGE + COX INTERNATIONAL STOC | MUTUAL FUNDS | 948804 |  | 47345312 |
|  | DODGE + COX STOCK FUND | MUTUAL FUNDS | 645976 |  | 166132178 |
|  | EUROPACIFIC GROWTH FUND | MUTUAL FUNDS | 629591 |  | 33821617 |
|  | FIDELITY ADVISOR FLOATING RATE | MUTUAL FUNDS | 7177025 |  | 66674563 |
|  | FIDELITY ADVISOR STRATEGIC INC | MUTUAL FUNDS | 3547863 |  | 41119730 |
|  | FIDELITY BALANCED FUND | MUTUAL FUNDS | 4460359 |  | 131848221 |
|  | FIDELITY BLUE CHIP GROWTH FUND | MUTUAL FUNDS | 3374360 |  | 770906186 |
|  | FIDELITY CANADA FUND | MUTUAL FUNDS | 230323 |  | 15127643 |
|  | FIDELITY CAPITAL + INCOME FUND | MUTUAL FUNDS | 12934527 |  | 131285450 |
|  | FIDELITY CHINA REGION FUND | MUTUAL FUNDS | 1316173 |  | 51185956 |
|  | FIDELITY CONTRAFUND | MUTUAL FUNDS | 20428935 |  | 431050531 |
|  | FIDELITY CONVERTIBLE SECURITIE | MUTUAL FUNDS | 659752 |  | 22669079 |
|  | FIDELITY DIVERSIFIED INTERNATI | MUTUAL FUNDS | 464326 |  | 19529559 |
|  | FIDELITY DIVIDEND GROWTH FUND | MUTUAL FUNDS | 1671559 |  | 63786692 |
|  | FIDELITY EMERGING ASIA FUND | MUTUAL FUNDS | 714432 |  | 34764278 |

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| | | | |
|:---|:---|:---|:---|
| FIDELITY EMERGING MARKETS FUND | MUTUAL FUNDS | 240732 | 9167060 |
| FIDELITY EQUITY INCOME FUND IN | MUTUAL FUNDS | 402520 | 29621448 |
| FIDELITY EUROPE FUND/UNITED ST | MUTUAL FUNDS | 189946 | 6587333 |
| FIDELITY FOCUSED STOCK FUND | MUTUAL FUNDS | 2521649 | 95469613 |
| FIDELITY FREEDOM 2010 FUND | MUTUAL FUNDS | 187493 | 2609908 |
| FIDELITY FREEDOM 2015 FUND | MUTUAL FUNDS | 664877 | 7579598 |
| FIDELITY FREEDOM 2020 FUND | MUTUAL FUNDS | 1375788 | 19756316 |
| FIDELITY FREEDOM 2025 FUND | MUTUAL FUNDS | 2814292 | 38302517 |
| FIDELITY FREEDOM 2030 FUND | MUTUAL FUNDS | 1676204 | 29417373 |
| FIDELITY FREEDOM 2035 FUND | MUTUAL FUNDS | 2059167 | 32225968 |
| FIDELITY FREEDOM 2040 FUND | MUTUAL FUNDS | 2382050 | 27536498 |
| FIDELITY FREEDOM 2045 FUND | MUTUAL FUNDS | 1054371 | 14202383 |
| FIDELITY FREEDOM 2050 FUND | MUTUAL FUNDS | 514765 | 7026544 |
| FIDELITY FREEDOM 2055 FUND | MUTUAL FUNDS | 178188 | 2817156 |
| FIDELITY FREEDOM 2060 FUND | MUTUAL FUNDS | 152891 | 2215394 |
| FIDELITY FREEDOM 2065 FUND | MUTUAL FUNDS | 95670 | 1264754 |
| FIDELITY FREEDOM 2070 FUND | MUTUAL FUNDS | 187 | 1912 |
| FIDELITY FREEDOM INCOME FUND | MUTUAL FUNDS | 402770 | 4245196 |
| FIDELITY GNMA FUND | MUTUAL FUNDS | 760938 | 7594165 |
| FIDELITY GOVERNMENT INCOME FUN | MUTUAL FUNDS | 1539463 | 13839773 |
| FIDELITY GROWTH COMPANY FUND | MUTUAL FUNDS | 25298746 | 1027382095 |
| FIDELITY GROWTH DISCOVERY FUND | MUTUAL FUNDS | 1574237 | 97272079 |
| FIDELITY HIGH INCOME FUND | MUTUAL FUNDS | 1805125 | 14206332 |
| FIDELITY INTERNATIONAL DISCOVE | MUTUAL FUNDS | 229612 | 10952490 |
| FIDELITY INTERNATIONAL REAL ES | MUTUAL FUNDS | 454654 | 4037328 |
| FIDELITY INTERNATIONAL SMALL C | MUTUAL FUNDS | 545063 | 16673481 |
| FIDELITY INTERNATIONAL SUSTAIN | MUTUAL FUNDS | 123002 | 1487098 |
| FIDELITY JAPAN FUND/UNITED STA | MUTUAL FUNDS | 357347 | 5892650 |
| FIDELITY LARGE CAP STOCK FUND | MUTUAL FUNDS | 1037618 | 56550194 |
| FIDELITY LEVERAGED COMPANY STO | MUTUAL FUNDS | 1136040 | 43726173 |
| FIDELITY LIMITED TERM GOVERNME | MUTUAL FUNDS | 2211166 | 21138746 |
| FIDELITY LOW PRICED STOCK FUND | MUTUAL FUNDS | 1167421 | 47490698 |
| FIDELITY MAGELLAN FUND | MUTUAL FUNDS | 3425136 | 50760516 |
| FIDELITY MID CAP STOCK FUND | MUTUAL FUNDS | 1470710 | 62475778 |
| FIDELITY NEW MARKETS INCOME FU | MUTUAL FUNDS | 1072661 | 13569168 |
| FIDELITY OTC PORTFOLIO | MUTUAL FUNDS | 21395278 | 471551928 |
| FIDELITY OVERSEAS FUND/UNITED | MUTUAL FUNDS | 352175 | 21915857 |
| FIDELITY PACIFIC BASIN FUND | MUTUAL FUNDS | 438057 | 13391389 |
| FIDELITY REAL ESTATE INCOME FU | MUTUAL FUNDS | 1293568 | 15432268 |
| FIDELITY REAL ESTATE INVESTMEN | MUTUAL FUNDS | 471941 | 18212208 |
| FIDELITY SMALL CAP DISCOVERY F | MUTUAL FUNDS | 2551310 | 61588618 |
| FIDELITY SMALL CAP STOCK FUND | MUTUAL FUNDS | 1052655 | 19453060 |
| FIDELITY TOTAL BOND FUND | MUTUAL FUNDS | 6405172 | 60208620 |
| FIDELITY TREND FUND | MUTUAL FUNDS | 485614 | 88367255 |
| FIDELITY VALUE FUND | MUTUAL FUNDS | 2933895 | 40018330 |
| GROWTH FUND OF AMERICA/THE | MUTUAL FUNDS | 1346228 | 100361312 |
| INTERNATIONAL GROWTH AND INCOM | MUTUAL FUNDS | 101232 | 3629154 |
| INVESTMENT COMPANY OF AMERICA/ | MUTUAL FUNDS | 617694 | 35610057 |

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| | | | |
|:---|:---|:---|:---|
| NEW ECONOMY FUND/THE | MUTUAL FUNDS | 704355 | 43465738 |
| NEW PERSPECTIVE FUND | MUTUAL FUNDS | 848541 | 52736851 |
| NEW WORLD FUND INC | MUTUAL FUNDS | 647637 | 49848649 |
| PIMCO ALL ASSET FUND | MUTUAL FUNDS | 914489 | 9894772 |
| PIMCO CLIMATE BOND FUND | MUTUAL FUNDS | 57508 | 507219 |
| PIMCO COMMODITYREALRETURN STRA | MUTUAL FUNDS | 2661938 | 35004479 |
| PIMCO DIVERSIFIED INCOME FUND | MUTUAL FUNDS | 1517691 | 14645713 |
| PIMCO DYNAMIC BOND FUND | MUTUAL FUNDS | 636863 | 6355896 |
| PIMCO EMERGING MARKETS BOND FU | MUTUAL FUNDS | 848621 | 7170850 |
| PIMCO EMERGING MARKETS LOCAL C | MUTUAL FUNDS | 575782 | 3212864 |
| PIMCO HIGH YIELD FUND | MUTUAL FUNDS | 2160470 | 17326966 |
| PIMCO INCOME FUND | MUTUAL FUNDS | 5228585 | 55004718 |
| PIMCO INTERNATIONAL BOND FUND | MUTUAL FUNDS | 1577737 | 15666932 |
| PIMCO INTERNATIONAL BOND FUND | MUTUAL FUNDS | 892208 | 6566652 |
| PIMCO INVESTMENT GRADE CREDIT | MUTUAL FUNDS | 3300614 | 29342454 |
| PIMCO LONG TERM US GOVERNMENT | MUTUAL FUNDS | 799771 | 10940861 |
| PIMCO LOW DURATION ESG FUND | MUTUAL FUNDS | 612665 | 5587505 |
| PIMCO LOW DURATION FUND/UNITED | MUTUAL FUNDS | 2481034 | 22949567 |
| PIMCO REALESTATEREALRETURN STR | MUTUAL FUNDS | 1010311 | 26510548 |
| PIMCO STOCKSPLUS FUND/UNITED S | MUTUAL FUNDS | 2928928 | 37519570 |
| PIMCO TOTAL RETURN ESG FUND | MUTUAL FUNDS | 696342 | 5257380 |
| PIMCO TOTAL RETURN FUND | MUTUAL FUNDS | 4534799 | 38455095 |
| SMALLCAP WORLD FUND INC | MUTUAL FUNDS | 381483 | 26703816 |
| VANGUARD DIVIDEND GROWTH FUND | MUTUAL FUNDS | 7599149 | 275165168 |
| VANGUARD EQUITY INCOME FUND | MUTUAL FUNDS | 1522809 | 134266033 |
| VANGUARD EXPLORER FUND | MUTUAL FUNDS | 471651 | 50395883 |
| VANGUARD FTSE SOCIAL INDEX FUN | MUTUAL FUNDS | 2348354 | 95343166 |
| VANGUARD GLOBAL EQUITY FUND | MUTUAL FUNDS | 596324 | 21193361 |
| VANGUARD GLOBAL ESG SELECT STO | MUTUAL FUNDS | 238818 | 10758746 |
| VANGUARD GLOBAL MINIMUM VOLATI | MUTUAL FUNDS | 346478 | 10661126 |
| VANGUARD GLOBAL WELLESLEY INCO | MUTUAL FUNDS | 58793 | 1584465 |
| VANGUARD GLOBAL WELLINGTON FUN | MUTUAL FUNDS | 319573 | 10060168 |
| VANGUARD GNMA FUND | MUTUAL FUNDS | 1250866 | 11407902 |
| VANGUARD GROWTH AND INCOME FUN | MUTUAL FUNDS | 1330016 | 135608418 |
| VANGUARD HIGH YIELD CORPORATE | MUTUAL FUNDS | 8961648 | 48572132 |
| VANGUARD INTERMEDIATE TERM BON | MUTUAL FUNDS | 4698482 | 47595623 |
| VANGUARD INTERMEDIATE TERM INV | MUTUAL FUNDS | 5072975 | 43424670 |
| VANGUARD INTERMEDIATE TERM TRE | MUTUAL FUNDS | 4181817 | 40689083 |
| VANGUARD INTERNATIONAL EXPLORE | MUTUAL FUNDS | 549109 | 8994409 |
| VANGUARD INTERNATIONAL GROWTH | MUTUAL FUNDS | 741643 | 75328647 |
| VANGUARD INTERNATIONAL VALUE F | MUTUAL FUNDS | 394339 | 14815331 |
| VANGUARD LONG TERM BOND INDEX | MUTUAL FUNDS | 753690 | 7830837 |
| VANGUARD LONG TERM INVESTMENT | MUTUAL FUNDS | 4296940 | 32355955 |
| VANGUARD LONG TERM TREASURY FU | MUTUAL FUNDS | 5455443 | 43043446 |
| VANGUARD MID CAP GROWTH FUND | MUTUAL FUNDS | 2209415 | 59477453 |
| VANGUARD MID CAP INDEX FUND | MUTUAL FUNDS | 1550442 | 111957426 |
| VANGUARD PRIMECAP CORE FUND | MUTUAL FUNDS | 3587700 | 119972686 |
| VANGUARD SELECTED VALUE FUND | MUTUAL FUNDS | 1371316 | 37107807 |

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| | | | |
|:---|:---|:---|:---|
| VANGUARD SHORT TERM BOND INDEX | MUTUAL FUNDS | 3595283 | 36420218 |
| VANGUARD SHORT TERM FEDERAL FU | MUTUAL FUNDS | 3375157 | 34257839 |
| VANGUARD SHORT TERM INVESTMENT | MUTUAL FUNDS | 7182454 | 74051098 |
| VANGUARD SHORT TERM TREASURY F | MUTUAL FUNDS | 8664892 | 85002592 |
| VANGUARD SMALL CAP INDEX FUND | MUTUAL FUNDS | 777523 | 89531736 |
| VANGUARD STAR FUND | MUTUAL FUNDS | 743919 | 20442896 |
| VANGUARD STRATEGIC EQUITY FUND | MUTUAL FUNDS | 1112069 | 40190168 |
| VANGUARD TARGET RETIREMENT 202 | MUTUAL FUNDS | 3515838 | 65711007 |
| VANGUARD TARGET RETIREMENT 202 | MUTUAL FUNDS | 1352246 | 35807478 |
| VANGUARD TARGET RETIREMENT 203 | MUTUAL FUNDS | 2633347 | 63147663 |
| VANGUARD TARGET RETIREMENT 203 | MUTUAL FUNDS | 2442062 | 92505311 |
| VANGUARD TARGET RETIREMENT 204 | MUTUAL FUNDS | 1346899 | 39962495 |
| VANGUARD TARGET RETIREMENT 204 | MUTUAL FUNDS | 1055690 | 45626931 |
| VANGUARD TARGET RETIREMENT 205 | MUTUAL FUNDS | 235823 | 13114105 |
| VANGUARD TARGET RETIREMENT 205 | MUTUAL FUNDS | 513477 | 25591695 |
| VANGUARD TARGET RETIREMENT 206 | MUTUAL FUNDS | 102702 | 3452825 |
| VANGUARD TARGET RETIREMENT 206 | MUTUAL FUNDS | 57196 | 2931319 |
| VANGUARD TARGET RETIREMENT 207 | MUTUAL FUNDS | 139646 | 3725768 |
| VANGUARD TARGET RETIREMENT INC | MUTUAL FUNDS | 2430852 | 31844167 |
| VANGUARD TOTAL BOND MARKET IND | MUTUAL FUNDS | 8349083 | 79149305 |
| VANGUARD US GROWTH FUND | MUTUAL FUNDS | 896926 | 165967158 |
| VANGUARD US MULTIFACTOR FUND | MUTUAL FUNDS | 421361 | 17520170 |
| VANGUARD WELLESLEY INCOME FUND | MUTUAL FUNDS | 2111785 | 126686008 |
| VANGUARD WELLINGTON FUND | MUTUAL FUNDS | 2997088 | 221634685 |
| VANGUARD WINDSOR FUND | MUTUAL FUNDS | 786025 | 55524797 |
| WASHINGTON MUTUAL INVESTORS FU | MUTUAL FUNDS | 827565 | 50977999 |
|  | **Total : EXHIBIT A - Expanded Choice Mututal Funds** |  | $**8958870237** |

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**n / a - Cost is not applicable**

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**EXHIBIT B - Total International Stock Market Index Fund**

**(Managed by State Street Global Advisors)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | 1+1 AG | COMMON STOCK | 7474 |  | $97488 |
|  | 360 SECURITY TECHNOLOGY IN A | COMMON STOCK CNY1.0 | 72600 |  | 102884 |
|  | 361 DEGREES INTERNATIONAL | COMMON STOCK HKD.1 | 140000 |  | 76417 |
|  | 37 INTERACTIVE ENTERTAINME A | COMMON STOCK CNY1.0 | 23000 |  | 49211 |
|  | 3I GROUP PLC | COMMON STOCK GBP.738636 | 171564 |  | 7624784 |
|  | 3SBIO INC | COMMON STOCK USD.00001 | 470500 |  | 368262 |
|  | 4IMPRINT GROUP PLC | COMMON STOCK GBP.3845999 | 4365 |  | 264102 |
|  | 77 BANK LTD/THE | COMMON STOCK | 9800 |  | 283690 |
|  | A DATA TECHNOLOGY CO LTD | COMMON STOCK TWD10.0 | 53000 |  | 126089 |
|  | A LIVING SMART CITY SERVICES | COMMON STOCK CNY1.0 | 70750 |  | 25958 |
|  | A.G. BARR PLC | COMMON STOCK GBP.04167 | 15177 |  | 115616 |
|  | A2A SPA | COMMON STOCK EUR.52 | 264673 |  | 587878 |
|  | AAC TECHNOLOGIES HOLDINGS IN | COMMON STOCK USD.01 | 141000 |  | 680682 |
|  | AAK AB | COMMON STOCK SEK10.0 | 34900 |  | 996751 |
|  | AALBERTS NV | COMMON STOCK EUR.25 | 20246 |  | 714720 |
|  | ABACUS GROUP | REIT | 72495 |  | 49378 |
|  | ABACUS STORAGE KING | REIT | 85441 |  | 59524 |
|  | ABB LTD REG | COMMON STOCK CHF.12 | 289135 |  | 15575203 |
|  | ABC MART INC | COMMON STOCK | 16800 |  | 338937 |
|  | ABDULLAH AL OTHAIM MARKETS | COMMON STOCK SAR10.0 | 74800 |  | 209028 |
|  | ABERDEEN GROUP PLC | COMMON STOCK GBP.1396825 | 356244 |  | 627510 |
|  | ABILITY OPTO ELECTRONICS TEC | COMMON STOCK TWD10.0 | 18000 |  | 115165 |
|  | ABLBIO INC | COMMON STOCK KRW500.0 | 4716 |  | 95638 |
|  | ABN AMRO BANK NV CVA | DUTCH CERT EUR1.0 | 87264 |  | 1345634 |
|  | ABOUT YOU HOLDING SE | COMMON STOCK | 6297 |  | 42324 |
|  | ABSA GROUP LTD | COMMON STOCK ZAR2.0 | 150152 |  | 1509875 |
|  | ABU DHABI COMMERCIAL BANK | COMMON STOCK AED1.0 | 572802 |  | 1624970 |
|  | ABU DHABI ISLAMIC BANK | COMMON STOCK AED1.0 | 247044 |  | 929513 |
|  | ABU DHABI NATIONAL OIL CO FO | COMMON STOCK AED.08 | 646323 |  | 619392 |
|  | ACADEMEDIA AB | COMMON STOCK SEK1.0 | 18243 |  | 111422 |
|  | ACBEL POLYTECH INC | COMMON STOCK TWD10.0 | 92410 |  | 84910 |
|  | ACCELLERON INDUSTRIES AG | COMMON STOCK CHF.01 | 18718 |  | 963303 |
|  | ACCENT GROUP LTD | COMMON STOCK | 31219 |  | 45237 |
|  | ACCIONA SA | COMMON STOCK EUR1.0 | 4924 |  | 554240 |
|  | ACCOR SA | COMMON STOCK EUR3.0 | 35834 |  | 1734826 |
|  | ACCTON TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 91685 |  | 2152774 |

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| | | | |
|:---|:---|:---|:---|
| ACEA SPA | COMMON STOCK EUR5.16 | 7312 | 141437 |
| ACER INC | COMMON STOCK TWD10.0 | 606953 | 734650 |
| ACERINOX SA | COMMON STOCK EUR.25 | 27715 | 271204 |
| ACKERMANS + VAN HAAREN | COMMON STOCK | 4191 | 826797 |
| ACS ACTIVIDADES CONS Y SERV | COMMON STOCK EUR.5 | 44070 | 2210535 |
| ACTIVIA PROPERTIES INC | REIT | 116 | 241872 |
| ACWA POWER CO | COMMON STOCK SAR10.0 | 27028 | 2887379 |
| ADASTRIA CO LTD | COMMON STOCK | 4900 | 107618 |
| ADCOCK INGRAM HOLDINGS LTD | COMMON STOCK ZAR.001 | 32881 | 116748 |
| ADDLIFE AB B | COMMON STOCK SEK2.037 | 18930 | 235463 |
| ADDTECH AB B SHARES | COMMON STOCK SEK.75 | 47817 | 1300954 |
| ADECCO GROUP AG REG | COMMON STOCK CHF.1 | 30037 | 740710 |
| ADEKA CORP | COMMON STOCK | 14800 | 264002 |
| ADES HOLDING CO | COMMON STOCK SAR1.0 | 122032 | 563814 |
| ADESSO SE | COMMON STOCK | 473 | 43070 |
| ADIDAS AG | COMMON STOCK | 29206 | 7169663 |
| ADMIRAL GROUP PLC | COMMON STOCK GBP.001 | 48291 | 1595103 |
| ADNOC DRILLING CO PJSC | COMMON STOCK | 573481 | 832184 |
| ADP | COMMON STOCK EUR3.0 | 5855 | 673140 |
| ADVANCE RESIDENCE INVESTMENT | REIT | 298 | 554442 |
| ADVANCED ENERGY SOLUTION HOL | COMMON STOCK TWD10.0 | 5000 | 173138 |
| ADVANCED INFO SERVICE FOR RG | FOREIGN SH. THB1.0 A | 203298 | 1711293 |
| ADVANCED MEDICAL SOLUTIONS | COMMON STOCK GBP.05 | 32883 | 81412 |
| ADVANCED MICRO FABRICATION A | COMMON STOCK CNY1.0 | 6248 | 161682 |
| ADVANCED NANO PRODUCTS CO LT | COMMON STOCK KRW500.0 | 1690 | 66357 |
| ADVANCED PETROCHEMICALS CO | COMMON STOCK SAR10.0 | 21608 | 184600 |
| ADVANCED WIRELESS SEMICONDUC | COMMON STOCK TWD10.0 | 24000 | 80557 |
| ADVANTAGE ENERGY LTD | COMMON STOCK | 32400 | 222128 |
| ADVANTECH CO LTD | COMMON STOCK TWD10.0 | 77562 | 815920 |
| ADVANTEST CORP | COMMON STOCK | 138500 | 7917671 |
| ADYEN NV | COMMON STOCK EUR.01 | 3607 | 5319555 |
| AECC AVIATION POWER CO A | COMMON STOCK CNY1.0 | 24500 | 138970 |
| AECI LTD | COMMON STOCK ZAR1.0 | 34989 | 162095 |
| AECON GROUP INC | COMMON STOCK | 12600 | 238473 |
| AEDIFICA | REIT | 8203 | 477454 |
| AEGON LTD | COMMON STOCK EUR.12 | 269540 | 1594622 |
| AENA SME SA | COMMON STOCK EUR10.0 | 13040 | 2665477 |
| AEON CO LTD | COMMON STOCK | 111500 | 2614202 |
| AEON DELIGHT CO LTD | COMMON STOCK | 3900 | 107330 |
| AEON FINANCIAL SERVICE CO LT | COMMON STOCK | 18600 | 150099 |
| AEON MALL CO LTD | COMMON STOCK | 15900 | 205028 |
| AERCAP HOLDINGS NV | COMMON STOCK EUR.01 | 36233 | 3467498 |
| AEROFLOT PJSC | COMMON STOCK RUB1.0 | 102600 | 59831 |
| AFI PROPERTIES LTD | COMMON STOCK ILS1.0 | 1 | 32 |
| AFRICAN RAINBOW MINERALS LTD | COMMON STOCK ZAR.05 | 28114 | 224063 |
| AFRY AB | COMMON STOCK SEK2.5 | 16685 | 231689 |
| AG GROWTH INTERNATIONAL INC | COMMON STOCK | 3400 | 120142 |
| AGC INC | COMMON STOCK | 36800 | 1075474 |

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| | | | |
|:---|:---|:---|:---|
| AGEAS | COMMON STOCK | 31910 | 1549836 |
| AGILITY | COMMON STOCK KWD.1 | 249648 | 200012 |
| AGILITY GLOBAL PLC | COMMON STOCK AED.22 | 499296 | 178075 |
| AGL ENERGY LTD | COMMON STOCK | 106722 | 746283 |
| AGNICO EAGLE MINES LTD | COMMON STOCK | 93643 | 7322411 |
| AGRICULTURAL BANK OF CHINA A | COMMON STOCK CNY1.0 | 1172993 | 857451 |
| AGRICULTURAL BANK OF CHINA H | COMMON STOCK CNY1.0 | 4762000 | 2715731 |
| AGTHIA GROUP PJSC | COMMON STOCK AED1.0 | 351437 | 621919 |
| AGUAS ANDINAS SA A | COMMON STOCK | 413779 | 124609 |
| AI HOLDINGS CORP | COMMON STOCK | 7400 | 99820 |
| AIA GROUP LTD | COMMON STOCK | 1870200 | 13554704 |
| AIB GROUP PLC | COMMON STOCK EUR.625 | 279005 | 1539282 |
| AICA KOGYO CO LTD | COMMON STOCK | 9200 | 192549 |
| AICHI FINANCIAL GROUP INC | COMMON STOCK | 6200 | 98410 |
| AIER EYE HOSPITAL GROUP CO A | COMMON STOCK CNY1.0 | 103908 | 188045 |
| AIFUL CORP | COMMON STOCK | 56300 | 119832 |
| AIMS APAC REIT | REIT | 90000 | 82459 |
| AIN HOLDINGS INC | COMMON STOCK | 4400 | 121184 |
| AIR ARABIA PJSC | COMMON STOCK AED1.0 | 336344 | 282026 |
| AIR CANADA | COMMON STOCK | 29600 | 458139 |
| AIR CHINA LTD A | COMMON STOCK CNY1.0 | 67500 | 73057 |
| AIR FRANCE KLM | COMMON STOCK EUR1.0 | 26743 | 224494 |
| AIR LIQUIDE SA | COMMON STOCK EUR5.5 | 97610 | 15775542 |
| AIR NEW ZEALAND LTD | COMMON STOCK | 175431 | 58953 |
| AIR WATER INC | COMMON STOCK | 33000 | 398768 |
| AIRBUS SE | COMMON STOCK EUR1.0 | 104879 | 16710140 |
| AIRPORT CITY LTD | COMMON STOCK ILS.01 | 13110 | 210661 |
| AIRPORTS OF THAILAND PCL FOR | FOREIGN SH. THB1.0 A | 820000 | 1426040 |
| AIRTAC INTERNATIONAL GROUP | COMMON STOCK TWD10.0 | 28422 | 728668 |
| AIRTEL AFRICA PLC | COMMON STOCK USD.5 | 197772 | 281304 |
| AISIN CORP | COMMON STOCK | 72600 | 811843 |
| AIXTRON SE | COMMON STOCK | 19194 | 301971 |
| AJ BELL PLC | COMMON STOCK GBP.000125 | 49020 | 275988 |
| AJINOMOTO CO INC | COMMON STOCK | 78800 | 3210216 |
| AJMAN BANK PJSC | COMMON STOCK AED1.0 | 709513 | 330289 |
| AK MEDICAL HOLDINGS LTD | COMMON STOCK HKD.01 | 56000 | 34964 |
| AKER ASA A SHARES | COMMON STOCK NOK28.0 | 4119 | 199264 |
| AKER BP ASA | COMMON STOCK NOK1.0 | 54528 | 1073796 |
| AKER SOLUTIONS ASA | COMMON STOCK NOK1.08 | 27855 | 76324 |
| AKESO INC | COMMON STOCK USD.00001 | 117000 | 914257 |
| AKR CORPORINDO TBK PT | COMMON STOCK IDR20.0 | 1251000 | 87227 |
| AKZO NOBEL N.V. | COMMON STOCK EUR.5 | 33170 | 1990988 |
| AL DAWAA MEDICAL SERVICES CO | COMMON STOCK SAR10.0 | 3792 | 79122 |
| AL HAMMADI HOLDING | COMMON STOCK SAR10.0 | 13297 | 135893 |
| AL MASANE AL KOBRA MINING CO | COMMON STOCK SAR10.0 | 7326 | 131608 |
| AL MOAMMAR INFORMATION SYSTE | COMMON STOCK SAR10.0 | 4720 | 204759 |
| AL RAJHI BANK | COMMON STOCK SAR10.0 | 352778 | 8881886 |
| AL RAJHI CO FOR CO OPERATIVE | COMMON STOCK QAR10.0 | 6785 | 309870 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | ALAMOS GOLD INC CLASS A | COMMON STOCK | 70334 | 1296939 |
| | ALAMTRI RESOURCES INDONESIA | COMMON STOCK IDR100.0 | 2431500 | 363354 |
| | ALCHIP TECHNOLOGIES LTD | COMMON STOCK TWD10.0 | 15000 | 1492622 |
| | ALCON INC | COMMON STOCK CHF.04 | 90845 | 7703973 |
| | ALDAR PROPERTIES PJSC | COMMON STOCK AED1.0 | 655373 | 1370323 |
| | ALDREES PETROLEUM AND TRANSP | COMMON STOCK SAR10.0 | 8310 | 265839 |
| | ALFA LAVAL AB | COMMON STOCK SEK2.84 | 57841 | 2403940 |
| | ALFA S.A.B. A | COMMON STOCK | 577790 | 419322 |
| | ALFRESA HOLDINGS CORP | COMMON STOCK | 32400 | 443958 |
| | ALGONQUIN POWER + UTILITIES | COMMON STOCK | 115311 | 511531 |
| | ALI ALGHANIM SONS AUTOMOTIVE | COMMON STOCK KWD.1 | 30120 | 100628 |
| | ALIBABA GROUP HOLDING LTD | COMMON STOCK USD.000003125 | 2696800 | 28606816 |
| | ALIBABA GROUP HOLDING SP ADR | ADR USD.000025 | 3812 | 323219 |
| | ALIBABA HEALTH INFORMATION T | COMMON STOCK HKD.01 | 986200 | 421499 |
| | ALIBABA PICTURES GROUP LTD | COMMON STOCK HKD.25 | 2420000 | 147980 |
| | ALIMAK GROUP AB | COMMON STOCK SEK.02 | 17550 | 186338 |
| | ALIMENTATION COUCHE TARD INC | COMMON STOCK | 139900 | 7754713 |
| | ALINMA BANK | COMMON STOCK SAR10.0 | 231345 | 1782466 |
| | ALIOR BANK SA | COMMON STOCK PLN10.0 | 20990 | 436578 |
| | ALK ABELLO A/S | COMMON STOCK DKK10.0 | 22600 | 502187 |
| | ALKHORAYEF WATER + POWER TEC | COMMON STOCK SAR10.0 | 4687 | 187111 |
| | ALLEGRO.EU SA | COMMON STOCK PLN.01 | 89826 | 588626 |
| | ALLEIMA AB | COMMON STOCK SEK1.0 | 38435 | 261133 |
| | ALLFUNDS GROUP PLC | COMMON STOCK EUR.0025 | 31370 | 163726 |
| | ALLIANCE BANK MALAYSIA BHD | COMMON STOCK | 315700 | 341910 |
| | ALLIANCE GLOBAL GROUP INC | COMMON STOCK PHP1.0 | 1349200 | 209408 |
| \* | ALLIANZ SE REG | COMMON STOCK | 68280 | 20916882 |
|  | ALLIED PROPERTIES REAL ESTAT | REIT | 11300 | 134748 |
|  | ALLIED SUPREME CORP | COMMON STOCK TWD10.0 | 14000 | 130470 |
|  | ALLOS SA | COMMON STOCK | 95047 | 279203 |
|  | ALLREAL HOLDING AG REG | COMMON STOCK CHF50.0 | 2439 | 445623 |
|  | ALM. BRAND A/S | COMMON STOCK DKK1.0 | 164096 | 319671 |
|  | ALMARAI CO | COMMON STOCK SAR10.0 | 70226 | 1069071 |
|  | ALMIRALL SA | COMMON STOCK EUR.12 | 12694 | 108246 |
|  | ALONY HETZ PROPERTIES + INV | COMMON STOCK ILS1.0 | 21868 | 182451 |
|  | ALPARGATAS SA PREF | PREFERENCE | 58600 | 60202 |
|  | ALPEK SA DE CV | COMMON STOCK | 135100 | 84727 |
|  | ALPHA GROUP INTERNATIONAL PL | COMMON STOCK GBP.00002 | 4453 | 130472 |
|  | ALPHA SERVICES AND HOLDINGS | COMMON STOCK EUR.29 | 420579 | 704219 |
|  | ALPHAWAVE IP GROUP PLC | COMMON STOCK GBP.01 | 45042 | 47564 |
|  | ALPS ALPINE CO LTD | COMMON STOCK | 35400 | 358799 |
|  | ALROSA PJSC | COMMON STOCK RUB.5 | 471798 | 310677 |
|  | ALS LTD | COMMON STOCK | 91795 | 854843 |
|  | ALSEA SAB DE CV | COMMON STOCK | 76900 | 160844 |
|  | ALSO HOLDING AG REG | COMMON STOCK CHF1.0 | 1140 | 281691 |
|  | ALSTOM | COMMON STOCK EUR7.0 | 66558 | 1486224 |

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| | | | |
|:---|:---|:---|:---|
| ALTAGAS LTD | COMMON STOCK | 49000 | 1140676 |
| ALTAREA | REIT EUR15.279999999999999 | 781 | 77790 |
| ALTEN SA | COMMON STOCK EUR1.05 | 4956 | 403467 |
| ALTEOGEN INC | COMMON STOCK KRW500.0 | 8317 | 1745072 |
| ALTIUS MINERALS CORPORATION | COMMON STOCK | 6700 | 124012 |
| ALTRI SGPS SA | COMMON STOCK EUR.125 | 46857 | 258648 |
| ALTUS GROUP LTD | COMMON STOCK | 7500 | 292032 |
| ALUJAIN CORP | COMMON STOCK SAR10.0 | 5751 | 58621 |
| ALUMINUM CORP OF CHINA LTD A | COMMON STOCK CNY1.0 | 142300 | 143032 |
| ALUMINUM CORP OF CHINA LTD H | COMMON STOCK CNY1.0 | 860000 | 497094 |
| ALUPAR INVESTIMENTO SA UNIT | UNIT | 44237 | 189091 |
| AMADA CO LTD | COMMON STOCK | 59200 | 571713 |
| AMADEUS FIRE AG | COMMON STOCK | 970 | 76442 |
| AMADEUS IT GROUP SA | COMMON STOCK EUR.01 | 72079 | 5090299 |
| AMANAT HOLDINGS PJSC | COMMON STOCK AED1.0 | 129435 | 39444 |
| AMANO CORP | COMMON STOCK | 9900 | 267882 |
| AMATA CORP PUBLIC CO LTD FOR | FOREIGN SH. THB1.0 A | 508228 | 428281 |
| AMBEV SA | COMMON STOCK | 877925 | 1654531 |
| AMBU A/S B | COMMON STOCK DKK.5 | 37773 | 545402 |
| AMERICA MOVIL SAB DE C SER B | COMMON STOCK | 3462362 | 2489440 |
| AMERICANA RESTAURANTS INTERN | COMMON STOCK AED.073 | 1196664 | 720009 |
| AMG CRITICAL MATERIALS N.V. | COMMON STOCK EUR.02 | 7663 | 109417 |
| AMMAN MINERAL INTERNASIONAL | COMMON STOCK IDR125.0 | 1103800 | 579634 |
| AMMB HOLDINGS BHD | COMMON STOCK | 336125 | 412045 |
| AMOREPACIFIC CORP | COMMON STOCK KRW500.0 | 6270 | 446016 |
| AMOREPACIFIC GROUP | COMMON STOCK KRW500.0 | 5409 | 76358 |
| AMOT INVESTMENTS LTD | COMMON STOCK ILS1.0 | 30410 | 172262 |
| AMOTIV LTD | COMMON STOCK | 22639 | 148616 |
| AMP LTD | COMMON STOCK | 631508 | 618493 |
| AMPLIFON SPA | COMMON STOCK EUR.02 | 24995 | 643176 |
| AMPOL LTD | COMMON STOCK | 40862 | 714834 |
| AMREST HOLDINGS SE | COMMON STOCK EUR.1 | 26626 | 119874 |
| AMS OSRAM AG | COMMON STOCK | 19394 | 126453 |
| AMUNDI SA | COMMON STOCK EUR2.5 | 11688 | 770519 |
| AMVIS HOLDINGS INC | COMMON STOCK | 9300 | 42903 |
| ANA HOLDINGS INC | COMMON STOCK | 26500 | 480968 |
| ANDES TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 9000 | 113204 |
| ANDLAUER HEALTHCARE GROUP IN | COMMON STOCK | 2745 | 80544 |
| ANDRITZ AG | COMMON STOCK | 13070 | 662692 |
| ANE CAYMAN INC | COMMON STOCK USD.00002 | 126500 | 130279 |
| ANEKA TAMBANG TBK | COMMON STOCK IDR100.0 | 1446426 | 136324 |
| ANGEL YEAST CO LTD A | COMMON STOCK CNY1.0 | 8500 | 41943 |
| ANGLO AMERICAN PLATINUM LTD | COMMON STOCK ZAR.1 | 11290 | 340405 |
| ANGLO AMERICAN PLC | COMMON STOCK USD.54945 | 212576 | 6300629 |
| ANGLOGOLD ASHANTI PLC | COMMON STOCK | 13852 | 319704 |
| ANGLOGOLD ASHANTI PLC | COMMON STOCK | 74543 | 1663095 |

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| | | | |
|:---|:---|:---|:---|
| ANHEUSER BUSCH INBEV SA/NV | COMMON STOCK | 155271 | 7766537 |
| ANHUI CONCH CEMENT CO LTD A | COMMON STOCK CNY1.0 | 43500 | 141492 |
| ANHUI CONCH CEMENT CO LTD H | COMMON STOCK CNY1.0 | 228000 | 583505 |
| ANHUI GUJING DISTILLERY CO A | COMMON STOCK CNY1.0 | 4200 | 99466 |
| ANHUI GUJING DISTILLERY CO B | COMMON STOCK CNY1.0 | 18400 | 265319 |
| ANHUI YINGJIA DISTILLERY C A | COMMON STOCK CNY1.0 | 6800 | 50145 |
| ANIMA HOLDING SPA | COMMON STOCK NPV | 57265 | 393145 |
| ANJOY FOODS GROUP CO LTD A | COMMON STOCK CNY1.0 | 2500 | 27839 |
| ANRITSU CORP | COMMON STOCK | 25100 | 222647 |
| ANSELL LTD | COMMON STOCK | 23991 | 502482 |
| ANTA SPORTS PRODUCTS LTD | COMMON STOCK HKD.1 | 222000 | 2224873 |
| ANTOFAGASTA PLC | COMMON STOCK GBP.05 | 75031 | 1485600 |
| ANYCOLOR INC | COMMON STOCK | 4700 | 83572 |
| ANZ GROUP HOLDINGS LTD | COMMON STOCK | 536618 | 9460306 |
| AO WORLD PLC | COMMON STOCK GBP.0025 | 49213 | 63738 |
| AOKI HOLDINGS INC | COMMON STOCK | 15200 | 129422 |
| AOZORA BANK LTD | COMMON STOCK | 22000 | 345956 |
| AP MEMORY TECHNOLOGY CORP | COMMON STOCK TWD5.0 | 14000 | 134416 |
| AP MOLLER MAERSK A/S A | COMMON STOCK DKK1000.0 | 554 | 889566 |
| AP MOLLER MAERSK A/S B | COMMON STOCK DKK1000.0 | 881 | 1458554 |
| APA GROUP | STAPLED SECURITY | 121833 | 525344 |
| APERAM | COMMON STOCK | 8799 | 228871 |
| APPIER GROUP INC | COMMON STOCK | 14000 | 127800 |
| ARAB NATIONAL BANK | COMMON STOCK SAR10.0 | 179505 | 1007070 |
| ARABIAN CEMENT | COMMON STOCK SAR10.0 | 8311 | 57509 |
| ARABIAN CONTRACTING SERVICES | COMMON STOCK | 3434 | 132703 |
| ARABIAN INTERNET + COMMUNICA | COMMON STOCK | 4095 | 294259 |
| ARATA CORP | COMMON STOCK | 4600 | 92174 |
| ARB CORP LTD | COMMON STOCK | 13940 | 349578 |
| ARBONIA AG | COMMON STOCK CHF4.2 | 8856 | 109163 |
| ARC RESOURCES LTD | COMMON STOCK | 105803 | 1917872 |
| ARCA CONTINENTAL SAB DE CV | COMMON STOCK | 92400 | 767632 |
| ARCADIS NV | COMMON STOCK EUR.02 | 14016 | 851053 |
| ARCADIUM LITHIUM PLC CDI | CDI | 35828 | 181984 |
| ARCADYAN TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 41000 | 218916 |
| ARCELORMITTAL | COMMON STOCK | 76412 | 1768637 |
| ARCLANDS CORP | COMMON STOCK | 6957 | 75086 |
| ARCS CO LTD | COMMON STOCK | 6800 | 112235 |
| ARDENTEC CORP | COMMON STOCK TWD10.0 | 73000 | 118012 |
| ARE HOLDINGS INC | COMMON STOCK | 13200 | 142769 |
| ARENA REIT | REIT | 65943 | 159153 |
| ARGENTINE PESO | FOREIGN CURRENCY | 71989 | 70 |
| ARGENX SE | COMMON STOCK EUR.1 | 10823 | 6680198 |
| ARGO GRAPHICS INC | COMMON STOCK | 1600 | 50787 |
| ARIAKE JAPAN CO LTD | COMMON STOCK | 3300 | 116853 |
| ARISTOCRAT LEISURE LTD | COMMON STOCK | 97597 | 4122711 |
| ARITZIA INC SUBORDINATE VOTI | COMMON STOCK | 20000 | 743151 |
| ARJO AB B SHARES | COMMON STOCK SEK.33 | 36501 | 119742 |

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| | | | |
|:---|:---|:---|:---|
| ARKEMA | COMMON STOCK EUR10.0 | 12310 | 938400 |
| ARNOLDO MONDADORI EDITORE | COMMON STOCK EUR.26 | 34111 | 74883 |
| AROUNDTOWN SA | COMMON STOCK EUR.01 | 156837 | 474312 |
| ARRIYADH DEVELOPMENT COMPANY | COMMON STOCK SAR10.0 | 14775 | 132123 |
| ARTIENCE CO LTD | COMMON STOCK | 6200 | 123184 |
| ARTIS REAL ESTATE INVESTMENT | REIT | 14000 | 71645 |
| ARYZTA AG | COMMON STOCK CHF.02 | 194127 | 338972 |
| AS ONE CORP | COMMON STOCK | 9800 | 163964 |
| ASAHI GROUP HOLDINGS LTD | COMMON STOCK | 262200 | 2751095 |
| ASAHI INTECC CO LTD | COMMON STOCK | 36600 | 594168 |
| ASAHI KASEI CORP | COMMON STOCK | 247000 | 1703303 |
| ASCENTAGE PHARMA GROUP INTER | COMMON STOCK USD.0001 | 23500 | 137498 |
| ASCOPIAVE SPA | COMMON STOCK EUR1.0 | 17014 | 48449 |
| ASE TECHNOLOGY HOLDING CO LT | COMMON STOCK TWD10.0 | 545128 | 2675898 |
| ASHMORE GROUP PLC | COMMON STOCK GBP.0001 | 73391 | 146448 |
| ASHTEAD GROUP PLC | COMMON STOCK GBP.1 | 79542 | 4921798 |
| ASHTROM GROUP LTD | COMMON STOCK | 11743 | 204813 |
| ASIA CEMENT CORP | COMMON STOCK TWD10.0 | 386924 | 475793 |
| ASIA OPTICAL CO INC | COMMON STOCK TWD10.0 | 41931 | 239225 |
| ASIA VITAL COMPONENTS | COMMON STOCK TWD10.0 | 51056 | 961143 |
| ASIANA AIRLINES | COMMON STOCK KRW5000.0 | 10841 | 76127 |
| ASICS CORP | COMMON STOCK | 122400 | 2385915 |
| ASKUL CORP | COMMON STOCK | 7200 | 76757 |
| ASM INTERNATIONAL NV | COMMON STOCK EUR.04 | 8511 | 4854255 |
| ASMEDIA TECHNOLOGY INC | COMMON STOCK TWD10.0 | 4000 | 240010 |
| ASML HOLDING NV | COMMON STOCK EUR.09 | 69089 | 48572661 |
| ASMPT LTD | COMMON STOCK HKD.1 | 52100 | 502358 |
| ASOS PLC | COMMON STOCK GBP.035 | 20576 | 114744 |
| ASPEED TECHNOLOGY INC | COMMON STOCK TWD10.0 | 5300 | 534764 |
| ASPEN PHARMACARE HOLDINGS LT | COMMON STOCK ZAR.1390607 | 71163 | 621686 |
| ASPIRASI HIDUP INDONESIA TBK | COMMON STOCK IDR10.0 | 819700 | 39873 |
| ASR NEDERLAND NV | COMMON STOCK EUR.16 | 27711 | 1313782 |
| ASSA ABLOY AB B | COMMON STOCK SEK1.0 | 178537 | 5255653 |
| ASSECO POLAND SA | COMMON STOCK PLN1.0 | 17316 | 403158 |
| ASSOCIATED BRITISH FOODS PLC | COMMON STOCK GBP.0568 | 60824 | 1555639 |
| ASSURA PLC | REIT GBP.1 | 486747 | 233694 |
| ASTELLAS PHARMA INC | COMMON STOCK | 331100 | 3215986 |
| ASTON MARTIN LAGONDA GLOBAL | COMMON STOCK GBP.1 | 58870 | 78543 |
| ASTRA INDUSTRIAL GROUP | COMMON STOCK SAR10.0 | 6814 | 326428 |
| ASTRA INTERNATIONAL TBK PT | COMMON STOCK IDR50.0 | 3486680 | 1058146 |
| ASTRAZENECA PLC | COMMON STOCK USD.25 | 268842 | 35010357 |
| ASUSTEK COMPUTER INC | COMMON STOCK TWD10.0 | 136172 | 2550107 |
| ASX LTD | COMMON STOCK | 36119 | 1452466 |
| ATAA EDUCATIONAL CO | COMMON STOCK SAR10.0 | 41944 | 799274 |
| ATACADAO SA | COMMON STOCK | 88400 | 77480 |
| ATALAYA MINING COPPER SA | COMMON STOCK GBP.075 | 12873 | 57702 |

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| | | | |
|:---|:---|:---|:---|
| ATCO LTD CLASS I | COMMON STOCK | 18200 | 602111 |
| ATEA ASA | COMMON STOCK NOK1.0 | 22903 | 285155 |
| ATHABASCA OIL CORP | COMMON STOCK | 94100 | 348737 |
| ATHENS WATER SUPPLY + SEWAGE | COMMON STOCK EUR.6 | 7311 | 44742 |
| ATKINSREALIS GROUP INC | COMMON STOCK | 31200 | 1654368 |
| ATLAS ARTERIA | STAPLED SECURITY | 244364 | 718653 |
| ATLAS COPCO AB A SHS | COMMON STOCK SEK.16 | 481049 | 7368317 |
| ATLAS COPCO AB B SHS | COMMON STOCK SEK.639 | 233503 | 3165605 |
| ATOSS SOFTWARE SE | COMMON STOCK | 1346 | 159165 |
| ATRESMEDIA CORP DE MEDIOS DE | COMMON STOCK EUR.75 | 16042 | 72592 |
| ATRIUM LJUNGBERG AB B SHS | COMMON STOCK SEK2.5 | 14228 | 255447 |
| ATS CORP | COMMON STOCK | 16900 | 515155 |
| ATTENDO AB | COMMON STOCK | 19242 | 88800 |
| AUB GROUP LTD | COMMON STOCK | 21073 | 407182 |
| AUBAY | COMMON STOCK EUR.5 | 1431 | 66694 |
| AUCKLAND INTL AIRPORT LTD | COMMON STOCK | 237254 | 1156515 |
| AUCTION TECHNOLOGY GROUP | COMMON STOCK GBP.0001 | 14225 | 97447 |
| AUDINATE GROUP LTD | COMMON STOCK | 10384 | 47672 |
| AUO CORP | COMMON STOCK TWD10.0 | 1307641 | 582800 |
| AURAS TECHNOLOGY CO LTD | COMMON STOCK TWD10.0 | 12000 | 243458 |
| AUREN ENERGIA SA ON | COMMON STOCK | 88270 | 125292 |
| AURIZON HOLDINGS LTD | COMMON STOCK | 318084 | 638869 |
| AURUBIS AG | COMMON STOCK | 6373 | 506011 |
| AUSSIE BROADBAND LTD | COMMON STOCK | 139026 | 308172 |
| AUSTAL LTD | COMMON STOCK | 39619 | 75802 |
| AUSTEVOLL SEAFOOD ASA | COMMON STOCK NOK.5 | 19322 | 166461 |
| AUSTRALIAN DOLLAR | FOREIGN CURRENCY | 3363383 | 2082439 |
| AUSTRIA TECHNOLOGIE + SYSTEM | COMMON STOCK | 4736 | 59375 |
| AUTO TRADER GROUP PLC | COMMON STOCK GBP.01 | 176572 | 1748589 |
| AUTO1 GROUP SE | COMMON STOCK | 16502 | 266621 |
| AUTOBACS SEVEN CO LTD | COMMON STOCK | 12000 | 111770 |
| AUTOBIO DIAGNOSTICS CO LTD A | COMMON STOCK CNY1.0 | 23200 | 138526 |
| AUTOHOME INC ADR | ADR USD.01 | 10800 | 280260 |
| AUTONEUM HOLDING AG | COMMON STOCK CHF.05 | 595 | 78523 |
| AVANZA BANK HOLDING AB | COMMON STOCK SEK2.5 | 20945 | 516193 |
| AVARY HOLDING SHENZHEN CO A | COMMON STOCK CNY1.0 | 15600 | 77859 |
| AVEX INC | COMMON STOCK | 5700 | 51950 |
| AVI LTD | COMMON STOCK ZAR.05 | 64450 | 374746 |
| AVICHINA INDUSTRY + TECH H | COMMON STOCK CNY1.0 | 600000 | 298148 |
| AVICOPTER PLC A | COMMON STOCK CNY1.0 | 6000 | 31661 |
| AVIVA PLC | COMMON STOCK GBP.3289474 | 498366 | 2925648 |
| AVOLTA AG | COMMON STOCK CHF5.0 | 17836 | 714353 |
| AVZ MINERALS LIMITED | COMMON STOCK | 408727 | 196163 |
| AWA BANK LTD/THE | COMMON STOCK | 6000 | 103959 |
| AXA SA | COMMON STOCK EUR2.29 | 300995 | 10698334 |
| AXFOOD AB | COMMON STOCK SEK5.0 | 22139 | 468625 |

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| | | | |
|:---|:---|:---|:---|
| AXIAL RETAILING INC | COMMON STOCK | 15600 | 90926 |
| AXIATA GROUP BERHAD | COMMON STOCK | 472726 | 263090 |
| AYA GOLD + SILVER INC | COMMON STOCK | 43600 | 325590 |
| AYALA CORPORATION | COMMON STOCK PHP50.0 | 40342 | 417246 |
| AYALA LAND INC | COMMON STOCK PHP1.0 | 1639190 | 736844 |
| AZ COM MARUWA HOLDINGS INC | COMMON STOCK | 10000 | 70185 |
| AZBIL CORP | COMMON STOCK | 85200 | 654054 |
| AZIMUT HOLDING SPA | COMMON STOCK | 19778 | 491318 |
| AZRIELI GROUP LTD | COMMON STOCK ILS.1 | 9105 | 751909 |
| AZZAS 2154 SA | COMMON STOCK | 21937 | 104912 |
| B GRIMM POWER PCL NVDR | NVDR THB2.0 | 225100 | 128047 |
| B+M EUROPEAN VALUE RETAIL SA | COMMON STOCK GBP.1 | 180814 | 830894 |
| B2GOLD CORP | COMMON STOCK | 265951 | 650916 |
| B3 SA BRASIL BOLSA BALCAO | COMMON STOCK | 1127934 | 1934507 |
| BABCOCK INTL GROUP PLC | COMMON STOCK GBP.6 | 42809 | 268310 |
| BACHEM HOLDING AG | COMMON STOCK CHF.01 | 8628 | 550072 |
| BADGER INFRASTRUCTURE SOLUTI | COMMON STOCK | 6000 | 149687 |
| BAE SYSTEMS PLC | COMMON STOCK GBP.025 | 549371 | 7884420 |
| BAIDU INC CLASS A | COMMON STOCK USD.000000625 | 408250 | 4346356 |
| BAIRONG INC | COMMON STOCK USD.00002 | 60500 | 68538 |
| BAKKAFROST P/F | COMMON STOCK DKK1.0 | 10020 | 559438 |
| BALFOUR BEATTY PLC | COMMON STOCK GBP.5 | 110252 | 626928 |
| BALLARD POWER SYSTEMS INC | COMMON STOCK | 40200 | 66804 |
| BALOISE HOLDING AG REG | COMMON STOCK CHF.1 | 9433 | 1707311 |
| BANCA GENERALI SPA | COMMON STOCK EUR1.0 | 10602 | 492490 |
| BANCA MONTE DEI PASCHI SIENA | COMMON STOCK | 142655 | 1005377 |
| BANCA POPOLARE DI SONDRIO | COMMON STOCK NPV | 82270 | 693451 |
| BANCO ABC BRASIL SA | PREFERENCE | 58741 | 183575 |
| BANCO BILBAO VIZCAYA ARGENTA | COMMON STOCK EUR.49 | 985848 | 9649033 |
| BANCO BPM SPA | COMMON STOCK | 208240 | 1684521 |
| BANCO BRADESCO S.A. | COMMON STOCK | 264668 | 456564 |
| BANCO BRADESCO SA PREF | PREFERENCE | 956475 | 1799909 |
| BANCO BTG PACTUAL SA UNIT | UNIT | 205600 | 905764 |
| BANCO COMERCIAL PORTUGUES R | COMMON STOCK | 1192860 | 574034 |
| BANCO DE CHILE | COMMON STOCK | 5801719 | 659495 |
| BANCO DE CREDITO E INVERSION | COMMON STOCK | 13762 | 381922 |
| BANCO DE SABADELL SA | COMMON STOCK EUR.125 | 1039397 | 2020207 |
| BANCO DEL BAJIO SA | COMMON STOCK | 123000 | 246973 |
| BANCO DO BRASIL S.A. | COMMON STOCK | 330378 | 1272950 |
| BANCO ESTADO RIO GRAN PREF B | PREFERENCE | 49732 | 82131 |
| BANCO ITAU CHILE SA | COMMON STOCK | 10010 | 102312 |
| BANCO PAN SA | PREFERENCE | 64100 | 65804 |
| BANCO SANTANDER CHILE ADR | ADR | 30341 | 572231 |
| BANCO SANTANDER SA | COMMON STOCK EUR.5 | 2665670 | 12323366 |
| BANDAI NAMCO HOLDINGS INC | COMMON STOCK | 117800 | 2806470 |
| BANGCHAK CORP PCL NVDR | NVDR THB1.0 | 289900 | 305395 |
| BANGKOK CHAIN HOSPITAL NVDR | NVDR THB1.0 | 226300 | 101486 |
| BANGKOK DUSIT MED SERVI NVDR | NVDR THB.1 | 1807900 | 1296578 |

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| | | | |
|:---|:---|:---|:---|
| BANGKOK EXPRESSWAY AND M FOR | FOREIGN SH. THB1.0 A | 1385375 | 287826 |
| BANK AL JAZIRA | COMMON STOCK SAR10.0 | 85188 | 423968 |
| BANK ALBILAD | COMMON STOCK SAR10.0 | 103887 | 1079679 |
| BANK CENTRAL ASIA TBK PT | COMMON STOCK IDR12.5 | 9474200 | 5677689 |
| BANK HAPOALIM BM | COMMON STOCK ILS1.0 | 202297 | 2444009 |
| BANK JAGO TBK PT | COMMON STOCK IDR100.0 | 830800 | 124994 |
| BANK LEUMI LE ISRAEL | COMMON STOCK ILS.1 | 276298 | 3287231 |
| BANK MANDIRI PERSERO TBK PT | COMMON STOCK IDR125.0 | 6649196 | 2340715 |
| BANK MILLENNIUM SA | COMMON STOCK PLN1.0 | 105003 | 226098 |
| BANK NEGARA INDONESIA PERSER | COMMON STOCK IDR3750.0 | 2835400 | 762182 |
| BANK OF BEIJING CO LTD A | COMMON STOCK CNY1.0 | 230082 | 193584 |
| BANK OF CHENGDU CO LTD A | COMMON STOCK CNY1.0 | 36700 | 85923 |
| BANK OF CHINA LTD A | COMMON STOCK CNY1.0 | 559700 | 422088 |
| BANK OF CHINA LTD H | COMMON STOCK CNY1.0 | 12893400 | 6589486 |
| BANK OF COMMUNICATIONS CO A | COMMON STOCK CNY1.0 | 496000 | 527351 |
| BANK OF COMMUNICATIONS CO H | COMMON STOCK CNY1.0 | 1456140 | 1197837 |
| BANK OF EAST ASIA LTD | COMMON STOCK | 243097 | 308567 |
| BANK OF HANGZHOU CO LTD A | COMMON STOCK CNY1.0 | 55800 | 111546 |
| BANK OF IRELAND GROUP PLC | COMMON STOCK EUR1.0 | 188623 | 1719416 |
| BANK OF JIANGSU CO LTD A | COMMON STOCK CNY1.0 | 124410 | 167204 |
| BANK OF KAOHSIUNG | COMMON STOCK TWD10.0 | 179258 | 62907 |
| BANK OF MONTREAL | COMMON STOCK | 126660 | 12289948 |
| BANK OF NANJING CO LTD A | COMMON STOCK CNY1.0 | 70300 | 102483 |
| BANK OF NINGBO CO LTD A | COMMON STOCK CNY1.0 | 67430 | 224088 |
| BANK OF NOVA SCOTIA | COMMON STOCK | 216567 | 11623423 |
| BANK OF QUEENSLAND LTD | COMMON STOCK | 107881 | 447588 |
| BANK OF SHANGHAI CO LTD A | COMMON STOCK CNY1.0 | 327700 | 410281 |
| BANK OF THE PHILIPPINE ISLAN | COMMON STOCK PHP10.0 | 339512 | 715212 |
| BANK PEKAO SA | COMMON STOCK PLN1.0 | 31286 | 1043456 |
| BANK RAKYAT INDONESIA PERSER | COMMON STOCK IDR50.0 | 12640862 | 3189746 |
| BANK TABUNGAN NEGARA PERSERO | COMMON STOCK IDR500.0 | 1095852 | 77212 |
| BANKINTER SA | COMMON STOCK EUR.3 | 115099 | 910574 |
| BANPU PUBLIC CO LTD FOR REG | FOREIGN SH. THB1.0 A | 795800 | 139626 |
| BANQUE CANTONALE VAUDOIS REG | COMMON STOCK CHF10.0 | 5346 | 492403 |
| BANQUE SAUDI FRANSI | COMMON STOCK SAR10.0 | 207714 | 875656 |
| BAOSHAN IRON + STEEL CO A | COMMON STOCK CNY1.0 | 202000 | 193408 |
| BAPCOR LTD | COMMON STOCK | 53000 | 154473 |
| BARCLAYS PLC | COMMON STOCK GBP.25 | 2587698 | 8669244 |
| BARCO N.V. | COMMON STOCK | 9647 | 104701 |
| BARITO PACIFIC TBK PT | COMMON STOCK IDR100.0 | 4948845 | 281573 |
| BARLOWORLD LTD | COMMON STOCK ZAR.05 | 45954 | 264302 |
| BARRATT REDROW PLC | COMMON STOCK GBP.1 | 257033 | 1410753 |
| BARRICK GOLD CORP | COMMON STOCK | 89034 | 1397132 |
| BARRICK GOLD CORP | COMMON STOCK | 230875 | 3578225 |
| BARRY CALLEBAUT AG REG | COMMON STOCK CHF.02 | 766 | 1017061 |
| BASF SE | COMMON STOCK | 162130 | 7126998 |
| BASIC FIT NV | COMMON STOCK EUR.06 | 10641 | 248132 |
| BASILEA PHARMACEUTICA REG | COMMON STOCK CHF1.0 | 2077 | 94738 |

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| | | | |
|:---|:---|:---|:---|
| BAUSCH HEALTH COS INC | COMMON STOCK | 51577 | 416719 |
| BAVARIAN NORDIC A/S | COMMON STOCK DKK10.0 | 14927 | 391630 |
| BAWAG GROUP AG | COMMON STOCK | 16202 | 1360721 |
| BAYCURRENT INC | COMMON STOCK | 22000 | 739121 |
| BAYER AG REG | COMMON STOCK | 177957 | 3558241 |
| BAYERISCHE MOTOREN WERKE AG | COMMON STOCK EUR1.0 | 45816 | 3747512 |
| BAYERISCHE MOTOREN WERKE PRF | PREFERENCE | 11209 | 840414 |
| BAYTEX ENERGY CORP | COMMON STOCK | 144400 | 371492 |
| BAYWA BAYERISCHE WARENVERMIT | COMMON STOCK | 2698 | 29702 |
| BB SEGURIDADE PARTICIPACOES | COMMON STOCK | 122200 | 714428 |
| BCE INC | COMMON STOCK | 12267 | 284200 |
| BCPG PCL FOREIGN | FOREIGN SH. THB5.0 A | 45000 | 7299 |
| BDO UNIBANK INC | COMMON STOCK PHP10.0 | 409168 | 1013435 |
| BE SEMICONDUCTOR INDUSTRIES | COMMON STOCK EUR.01 | 13797 | 1865316 |
| BEACH ENERGY LTD | COMMON STOCK | 262123 | 228169 |
| BEAZLEY PLC | COMMON STOCK GBP.05 | 126398 | 1288930 |
| BECHTLE AG | COMMON STOCK | 15337 | 493850 |
| BEFESA SA | COMMON STOCK | 6765 | 145188 |
| BEGA CHEESE LTD | COMMON STOCK | 43520 | 155499 |
| BEIERSDORF AG | COMMON STOCK | 18301 | 2348976 |
| BEIGENE LTD | COMMON STOCK USD.0001 | 121400 | 1706612 |
| BEIJER REF AB | COMMON STOCK SEK.97 | 70351 | 1036313 |
| BEIJING CAPITAL INTL AIRPO H | COMMON STOCK CNY1.0 | 468000 | 168693 |
| BEIJING ENTERPRISES HLDGS | COMMON STOCK | 96500 | 331690 |
| BEIJING ENTERPRISES WATER GR | COMMON STOCK HKD.1 | 968000 | 312783 |
| BEIJING JINGNENG CLEAN ENE H | COMMON STOCK CNY1.0 | 240000 | 59630 |
| BEIJING KINGSOFT OFFICE SO A | COMMON STOCK CNY1.0 | 3807 | 149055 |
| BEIJING NEW BUILDING MATER A | COMMON STOCK CNY1.0 | 18400 | 76271 |
| BEIJING SHANGHAI HIGH SPE A | COMMON STOCK CNY1.0 | 686600 | 578879 |
| BEIJING TONG REN TANG CHINES | COMMON STOCK | 46000 | 51993 |
| BEIJING TONGRENTANG CO A | COMMON STOCK CNY1.0 | 30200 | 167684 |
| BEIJING WANTAI BIOLOGICAL A | COMMON STOCK CNY1.0 | 8323 | 80245 |
| BEKAERT NV | COMMON STOCK | 6136 | 212398 |
| BELC CO LTD | COMMON STOCK | 1800 | 76603 |
| BELIMO HOLDING AG REG | COMMON STOCK CHF.05 | 1753 | 1159497 |
| BELLEVUE GOLD LTD | COMMON STOCK | 171609 | 120142 |
| BELLSYSTEM24 HOLDINGS INC | COMMON STOCK | 5600 | 45639 |
| BELLUNA CO LTD | COMMON STOCK | 9000 | 44319 |
| BELLWAY PLC | COMMON STOCK GBP.125 | 21167 | 660517 |
| BENDIGO AND ADELAIDE BANK | COMMON STOCK | 94835 | 767901 |
| BENETEAU | COMMON STOCK EUR.1 | 7507 | 68370 |
| BERKELEY GROUP HOLDINGS/THE | COMMON STOCK GBP.05611 | 21533 | 1052470 |
| BETSSON AB B | COMMON STOCK SEK.67 | 29561 | 384065 |
| BETTER COLLECTIVE A/S | COMMON STOCK EUR.01 | 4438 | 44748 |
| BEZEQ THE ISRAELI TELECOM CO | COMMON STOCK ILS1.0 | 396397 | 564626 |
| BFF BANK SPA | COMMON STOCK NPV | 28144 | 268117 |
| BGF RETAIL CO LTD | COMMON STOCK KRW1000.0 | 1417 | 98179 |
| BHP GROUP LTD | COMMON STOCK | 851237 | 20781538 |

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| | | | |
|:---|:---|:---|:---|
| BIC CAMERA INC | COMMON STOCK | 17100 | 184785 |
| BID CORP LTD | COMMON STOCK | 59449 | 1356489 |
| BIDVEST GROUP LTD | COMMON STOCK ZAR.05 | 61450 | 858639 |
| BIG SHOPPING CENTERS 2004 LT | COMMON STOCK ILS.01 | 1933 | 286636 |
| BIG YELLOW GROUP PLC | REIT GBP.1 | 43022 | 517133 |
| BILFINGER SE | COMMON STOCK | 5151 | 246686 |
| BILIA AB A SHS | COMMON STOCK SEK2.5 | 5163 | 56385 |
| BILIBILI INC CLASS Z | COMMON STOCK USD.0001 | 38080 | 696112 |
| BILLERUD AB | COMMON STOCK SEK7.38 | 39839 | 365178 |
| BIOARCTIC AB | COMMON STOCK SEK.02 | 11068 | 199805 |
| BIOGAIA AB B SHS | COMMON STOCK SEK.2 | 6935 | 70216 |
| BIOMERIEUX | COMMON STOCK | 8093 | 864897 |
| BIONEER CORP | COMMON STOCK KRW500.0 | 6895 | 88155 |
| BIOTAGE AB | COMMON STOCK SEK1.28 | 8298 | 120976 |
| BIPROGY INC | COMMON STOCK | 13100 | 394708 |
| BIRCHCLIFF ENERGY LTD | COMMON STOCK | 47700 | 179762 |
| BIZLINK HOLDING INC | COMMON STOCK TWD10.0 | 17602 | 327299 |
| BKW AG | COMMON STOCK CHF2.5 | 3749 | 621225 |
| BLACKBERRY LTD | COMMON STOCK | 91000 | 345474 |
| BLOOMBERRY RESORTS CORP | COMMON STOCK PHP1.0 | 636300 | 50108 |
| BLUESCOPE STEEL LTD | COMMON STOCK | 77845 | 898266 |
| BML INC | COMMON STOCK | 3700 | 68156 |
| BNK FINANCIAL GROUP INC | COMMON STOCK KRW5000.0 | 52751 | 368524 |
| BNP PARIBAS | COMMON STOCK EUR2.0 | 174792 | 10701275 |
| BOARDWALK REAL ESTATE INVEST | REIT | 4200 | 187630 |
| BOC AVIATION LTD | COMMON STOCK | 37900 | 294449 |
| BOC HONG KONG HOLDINGS LTD | COMMON STOCK | 685000 | 2200162 |
| BODYCOTE PLC | COMMON STOCK GBP.17273 | 32857 | 259236 |
| BOE TECHNOLOGY GROUP CO LT A | COMMON STOCK CNY1.0 | 368500 | 221382 |
| BOLIDEN AB | COMMON STOCK SEK2.11 | 41068 | 1151442 |
| BOLLORE SE | COMMON STOCK EUR.16 | 150904 | 925648 |
| BOLSA MEXICANA DE VALORES SA | COMMON STOCK | 75800 | 121614 |
| BOMBARDIER INC B | COMMON STOCK | 15695 | 1066741 |
| BONESUPPORT HOLDING AB | COMMON STOCK SEK.625 | 5921 | 207162 |
| BOOHOO GROUP PLC | COMMON STOCK GBP.01 | 232558 | 97714 |
| BOOZT AB | COMMON STOCK SEK.0833 | 15986 | 182123 |
| BORA PHARMACEUTICALS CO LTD | COMMON STOCK TWD10.0 | 9000 | 206110 |
| BORALEX INC A | COMMON STOCK | 14700 | 293448 |
| BOSIDENG INTL HLDGS LTD | COMMON STOCK USD.00001 | 604000 | 301691 |
| BOSS ENERGY LTD | COMMON STOCK | 61220 | 92189 |
| BOSSARD HOLDING AG REG A | COMMON STOCK CHF5.0 | 608 | 128133 |
| BOUBYAN BANK K.S.C | COMMON STOCK KWD.1 | 304583 | 554237 |
| BOUBYAN PETROCHEMICALS CO | COMMON STOCK KWD.1 | 68035 | 143441 |
| BOURSA KUWAIT SECURITIES CO | COMMON STOCK KWD.1 | 65587 | 489281 |
| BOUYGUES SA | COMMON STOCK EUR1.0 | 35975 | 1061696 |
| BOYD GROUP SERVICES INC | COMMON STOCK | 3700 | 557701 |

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| | | | |
|:---|:---|:---|:---|
| BP PLC | COMMON STOCK USD.25 | 2849459 | 14046775 |
| BPER BANCA SPA | COMMON STOCK | 179092 | 1137549 |
| BPOST SA | COMMON STOCK | 18956 | 38632 |
| BRADESPAR SA PREF | PREFERENCE | 59523 | 160551 |
| BRAMBLES LTD | COMMON STOCK | 251449 | 2990236 |
| BRAVA ENERGIA | COMMON STOCK | 41400 | 158640 |
| BRAVIDA HOLDING AB | COMMON STOCK SEK.02 | 27174 | 197173 |
| BRAZILIAN REAL | FOREIGN CURRENCY | 12119288 | 1961732 |
| BREEDON GROUP PLC | COMMON STOCK GBP.01 | 47081 | 262619 |
| BREMBO N.V. | COMMON STOCK EUR.01 | 30220 | 284546 |
| BRENNTAG SE | COMMON STOCK | 24987 | 1497544 |
| BREVILLE GROUP LTD | COMMON STOCK | 14739 | 322158 |
| BRF SA | COMMON STOCK | 90709 | 367586 |
| BRICKWORKS LTD | COMMON STOCK | 10457 | 165877 |
| BRIDGEPOINT GROUP | COMMON STOCK GBP.00005 | 111372 | 497497 |
| BRIDGESTONE CORP | COMMON STOCK | 89700 | 3019202 |
| BRIGHTON BEST INTERNATIONAL | COMMON STOCK TWD10.0 | 97000 | 99693 |
| BRILLIANCE CHINA AUTOMOTIVE | COMMON STOCK USD.01 | 520000 | 255717 |
| BRITISH AMERICAN TOB SP ADR | ADR | 4059 | 147423 |
| BRITISH AMERICAN TOBACCO BHD | COMMON STOCK | 29719 | 49587 |
| BRITISH AMERICAN TOBACCO PLC | COMMON STOCK GBP.25 | 350776 | 12724868 |
| BRITISH LAND CO PLC | REIT GBP.25 | 185217 | 832040 |
| BRITVIC PLC | COMMON STOCK GBP.2 | 59748 | 979511 |
| BROOKFIELD ASSET MGMT A | COMMON STOCK | 64168 | 3478332 |
| BROOKFIELD CORP | COMMON STOCK | 233962 | 13440370 |
| BROOKFIELD INFRASTRUCTURE A | COMMON STOCK | 22150 | 888341 |
| BROOKFIELD RENEWABLE CORP | COMMON STOCK NPV | 21800 | 602979 |
| BROOKFIELD WEALTH SOLUTIONS | COMMON STOCK USD40.0 | 1512 | 86923 |
| BROTHER INDUSTRIES LTD | COMMON STOCK | 37600 | 637740 |
| BRP INC/CA SUB VOTING | COMMON STOCK | 6410 | 326294 |
| BRUNEL INTERNATIONAL | COMMON STOCK EUR.03 | 10065 | 94539 |
| BRUNELLO CUCINELLI SPA | COMMON STOCK | 5745 | 627019 |
| BSR REAL ESTATE INVESTMENT T | REIT | 19500 | 237818 |
| BT GROUP PLC | COMMON STOCK GBP.05 | 1173804 | 2117082 |
| BTS GROUP HOLDINGS PCL FORGN | FOREIGN SH. THB4.0 A | 643600 | 115322 |
| BUCHER INDUSTRIES AG REG | COMMON STOCK CHF.2 | 1132 | 407026 |
| BUDIMEX | COMMON STOCK PLN5.0 | 1588 | 179372 |
| BUFAB AB | COMMON STOCK SEK.01 | 5162 | 205104 |
| BUKIT ASAM TBK PT | COMMON STOCK IDR100.0 | 502400 | 85664 |
| BUMI RESOURCES MINERALS TBK | COMMON STOCK IDR625.0 | 10000000 | 214277 |
| BUMRUNGRAD HOSPITAL FOREIGN | FOREIGN SH. THB1.0 A | 66100 | 385317 |
| BUMRUNGRAD HOSPITAL PCL NVDR | NVDR THB1.0 | 40700 | 237253 |
| BUNKA SHUTTER CO LTD | COMMON STOCK | 9300 | 114191 |
| BUNZL PLC | COMMON STOCK GBP.3214286 | 63547 | 2617166 |
| BUPA ARABIA FOR COOPERATIVE | COMMON STOCK SAR10.0 | 15670 | 863280 |
| BURBERRY GROUP PLC | COMMON STOCK GBP.0005 | 64574 | 787097 |
| BURCKHARDT COMPRESSION HOLDI | COMMON STOCK CHF2.5 | 513 | 366001 |
| BURE EQUITY AB | COMMON STOCK SEK6.6 | 9396 | 325006 |

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| | | | |
|:---|:---|:---|:---|
| BUREAU VERITAS SA | COMMON STOCK EUR.12 | 57379 | 1743451 |
| BURFORD CAPITAL LTD | COMMON STOCK | 35749 | 463121 |
| BURKHALTER HOLDING AG | COMMON STOCK CHF.04 | 714 | 71684 |
| BURSA MALAYSIA BHD | COMMON STOCK | 282000 | 564904 |
| BUZZI SPA | COMMON STOCK | 18473 | 680602 |
| BW LPG LTD | COMMON STOCK USD.01 | 14421 | 160599 |
| BW OFFSHORE LTD | COMMON STOCK USD.5 | 17083 | 45565 |
| BWP TRUST | REIT | 96958 | 196662 |
| BYD CO LTD A | COMMON STOCK CNY1.0 | 29300 | 1133109 |
| BYD CO LTD H | COMMON STOCK CNY1.0 | 166700 | 5721229 |
| BYD ELECTRONIC INTL CO LTD | COMMON STOCK | 155000 | 839057 |
| BYSTRONIC AG | COMMON STOCK CHF2.0 | 258 | 88259 |
| BYTES TECHNOLOGY GROUP PLC | COMMON STOCK | 42416 | 222897 |
| C UYEMURA + CO LTD | COMMON STOCK | 1400 | 96105 |
| C+C GROUP PLC | COMMON STOCK EUR.01 | 67181 | 122557 |
| C+D INTERNATIONAL INVESTMENT | COMMON STOCK HKD.1 | 128859 | 216646 |
| CA IMMOBILIEN ANLAGEN AG | COMMON STOCK | 12270 | 296214 |
| CAE INC | COMMON STOCK | 62351 | 1582403 |
| CAFE DE CORAL HOLDINGS LTD | COMMON STOCK HKD.1 | 62000 | 62336 |
| CAIRN HOMES PLC | COMMON STOCK EUR.001 | 150122 | 360102 |
| CAITONG SECURITIES CO LTD A | COMMON STOCK CNY1.0 | 50830 | 56788 |
| CAIXABANK SA | COMMON STOCK EUR1.0 | 591535 | 3207231 |
| CAJA DE AHORROS DEL MEDITERR | COMMON STOCK EUR2.0 | 23863 | 33112 |
| CALBEE INC | COMMON STOCK | 14100 | 281448 |
| CALIBRE MINING CORP | COMMON STOCK | 55800 | 83417 |
| CAMBRICON TECHNOLOGIES A | COMMON STOCK CNY1.0 | 5001 | 450225 |
| CAMECO CORP | COMMON STOCK | 78868 | 4053076 |
| CAMTEK LTD | COMMON STOCK ILS.01 | 5021 | 410648 |
| CAMURUS AB | COMMON STOCK SEK.025 | 5241 | 268488 |
| CAN APARTMENT PROP REAL ESTA | REIT | 14900 | 441654 |
| CAN IMPERIAL BK OF COMMERCE | COMMON STOCK | 161597 | 10216948 |
| CANACCORD GENUITY GROUP INC | COMMON STOCK | 21400 | 150434 |
| CANADA GOOSE HOLDINGS INC | COMMON STOCK | 10200 | 102411 |
| CANADIAN DOLLAR | FOREIGN CURRENCY | 5869098 | 4080864 |
| CANADIAN NATL RAILWAY CO | COMMON STOCK | 90084 | 9143069 |
| CANADIAN NATURAL RESOURCES | COMMON STOCK | 371480 | 11463136 |
| CANADIAN PACIFIC KANSAS CITY | COMMON STOCK | 167660 | 12133259 |
| CANADIAN TIRE CORP CLASS A | COMMON STOCK | 9962 | 1047458 |
| CANADIAN UTILITIES LTD A | COMMON STOCK | 27300 | 661525 |
| CANADIAN WESTERN BANK | COMMON STOCK | 16100 | 657680 |
| CANAL SA | COMMON STOCK | 132633 | 337202 |
| CANCOM SE | COMMON STOCK | 6552 | 157643 |
| CANFOR CORP | COMMON STOCK | 11600 | 122436 |
| CANON INC | COMMON STOCK | 163900 | 5325864 |
| CANON MARKETING JAPAN INC | COMMON STOCK | 9500 | 310201 |
| CANVEST ENVIRONMENTAL PROTEC | COMMON STOCK HKD.01 | 111000 | 65589 |
| CAPCOM CO LTD | COMMON STOCK | 59600 | 1300730 |
| CAPGEMINI SE | COMMON STOCK EUR8.0 | 25539 | 4164677 |

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| | | | |
|:---|:---|:---|:---|
| CAPITAL POWER CORP | COMMON STOCK | 19500 | 863955 |
| CAPITAL SECURITIES CORP | COMMON STOCK TWD10.0 | 322000 | 241488 |
| CAPITALAND ASCENDAS REIT | REIT | 727125 | 1368621 |
| CAPITALAND ASCOTT TRUST | STAPLED SECURITY | 401051 | 255861 |
| CAPITALAND CHINA TRUST | REIT | 196148 | 103439 |
| CAPITALAND INDIA TRUST | UNIT | 146300 | 114740 |
| CAPITALAND INTEGRATED COMMER | REIT | 1147182 | 1621823 |
| CAPITALAND INVESTMENT LTD/SI | COMMON STOCK | 492990 | 945569 |
| CAPITEC BANK HOLDINGS LTD | COMMON STOCK ZAR.01 | 15737 | 2613943 |
| CAPRICORN METALS LTD | COMMON STOCK | 47078 | 183913 |
| CAPSTONE COPPER CORP | COMMON STOCK | 76300 | 471636 |
| CAR GROUP LTD | COMMON STOCK | 63486 | 1411475 |
| CARDINAL ENERGY LTD | COMMON STOCK | 22500 | 101377 |
| CAREL INDUSTRIES SPA | COMMON STOCK NPV | 6231 | 119624 |
| CARGOJET INC | COMMON STOCK | 1400 | 105005 |
| CARL ZEISS MEDITEC AG BR | COMMON STOCK | 6841 | 322146 |
| CARLSBERG AS B | COMMON STOCK DKK20.0 | 18038 | 1727361 |
| CARLSBERG BREWERY MALAYSIA B | COMMON STOCK | 48000 | 221934 |
| CARMILA | REIT EUR6.0 | 9183 | 152095 |
| CARNIVAL PLC | COMMON STOCK USD1.66 | 26921 | 604572 |
| CARREFOUR SA | COMMON STOCK EUR2.5 | 107796 | 1532686 |
| CASCADES INC | COMMON STOCK | 14700 | 121733 |
| CASIO COMPUTER CO LTD | COMMON STOCK | 32800 | 272078 |
| CASTELLUM AB | COMMON STOCK SEK.5 | 73574 | 807376 |
| CATCHER TECHNOLOGY CO LTD | COMMON STOCK TWD10.0 | 118134 | 694752 |
| CATENA AB | COMMON STOCK SEK4.4 | 7046 | 301069 |
| CATHAY FINANCIAL HOLDING CO | COMMON STOCK TWD10.0 | 1642592 | 3403515 |
| CATHAY REAL ESTATE DEVELOPME | COMMON STOCK TWD10.0 | 182834 | 133437 |
| CATRION CATERING HOLDING CO | COMMON STOCK | 6815 | 221278 |
| CCC SA | COMMON STOCK PLN.1 | 5911 | 262775 |
| CCL INDUSTRIES INC CL B | COMMON STOCK | 26000 | 1336879 |
| CCR SA | COMMON STOCK | 214200 | 352562 |
| CD PROJEKT SA | COMMON STOCK PLN1.0 | 15073 | 698240 |
| CDL HOSPITALITY TRUSTS | STAPLED SECURITY | 156451 | 98644 |
| CECONOMY AG | COMMON STOCK | 28775 | 78456 |
| CELCOMDIGI BHD | COMMON STOCK | 619200 | 500976 |
| CELESTICA INC | COMMON STOCK | 20216 | 1864730 |
| CELLCOM ISRAEL LTD | COMMON STOCK ILS.01 | 25381 | 144401 |
| CELLEBRITE DI LTD | COMMON STOCK | 18737 | 412776 |
| CELLNEX TELECOM SA | COMMON STOCK EUR.25 | 92891 | 2934715 |
| CELLTRION INC | COMMON STOCK KRW1000.0 | 27688 | 3521880 |
| CELLTRION PHARM INC | COMMON STOCK KRW500.0 | 5240 | 199660 |
| CEMBRA MONEY BANK AG | COMMON STOCK CHF1.0 | 5099 | 461312 |
| CEMENTIR HOLDING NV | COMMON STOCK EUR1.0 | 8066 | 88034 |
| CEMEX SAB CPO | UNIT | 2791647 | 1568164 |
| CENCOSUD SA | COMMON STOCK | 280877 | 621331 |

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| | | | |
|:---|:---|:---|:---|
| CENOVUS ENERGY INC | COMMON STOCK | 260203 | 3942305 |
| CENTER LABORATORIES INC | COMMON STOCK TWD10.0 | 68412 | 91382 |
| CENTERRA GOLD INC | COMMON STOCK | 40600 | 230919 |
| CENTRAIS ELETRICAS BRAS PR B | PREFERENCE | 72105 | 453743 |
| CENTRAIS ELETRICAS BRASILIER | COMMON STOCK | 189258 | 1073107 |
| CENTRAL GLASS CO LTD | COMMON STOCK | 5400 | 113159 |
| CENTRAL JAPAN RAILWAY CO | COMMON STOCK | 116100 | 2176917 |
| CENTRAL PATTANA PCL NVDR | NVDR THB.5 | 413900 | 692495 |
| CENTRAL RETAIL CORP FOREIGN | FOREIGN SH. THB1.0 A | 119383 | 118812 |
| CENTRAL RETAIL CORP PCL NVDR | NVDR THB1.0 A | 311500 | 310010 |
| CENTRICA PLC | COMMON STOCK GBP.061728 | 1001890 | 1676078 |
| CENTURIA CAPITAL GROUP | STAPLED SECURITY | 118158 | 129912 |
| CENTURIA INDUSTRIAL REIT | REIT | 98079 | 170938 |
| CENTURIA OFFICE REIT | REIT | 73382 | 49989 |
| CENTURY IRON + STEEL INDUS | COMMON STOCK TWD10.0 | 30000 | 149467 |
| CEWE STIFTUNG + CO KGAA | COMMON STOCK | 1036 | 110933 |
| CEZ AS | COMMON STOCK CZK100.0 | 28874 | 1136578 |
| CGI INC | COMMON STOCK | 34030 | 3721484 |
| CGN MINING CO LTD | COMMON STOCK HKD.01 | 515000 | 108066 |
| CGN NEW ENERGY HOLDINGS CO L | COMMON STOCK HKD.0001 | 218000 | 67073 |
| CGN POWER CO LTD H | COMMON STOCK CNY1.0 | 1938000 | 711037 |
| CHABIOTECH CO LTD | COMMON STOCK KRW500.0 | 6692 | 52015 |
| CHAILEASE HOLDING CO LTD | COMMON STOCK TWD10.0 | 275376 | 946512 |
| CHALLENGER LTD | COMMON STOCK | 101466 | 377815 |
| CHAMPION IRON LTD | COMMON STOCK | 75695 | 269565 |
| CHANDRA ASRI PACIFIC TBK PT | COMMON STOCK IDR50.0 | 1541500 | 718195 |
| CHANG HWA COMMERCIAL BANK | COMMON STOCK TWD10.0 | 1260717 | 685291 |
| CHANGCHUN HIGH TECH INDUST A | COMMON STOCK CNY1.0 | 3800 | 51677 |
| CHANGE HOLDINGS INC | COMMON STOCK | 4800 | 35995 |
| CHANGJIANG SECURITIES CO L A | COMMON STOCK CNY1.0 | 60200 | 56137 |
| CHANGZHOU XINGYU AUTOMOTIV A | COMMON STOCK CNY1.0 | 2856 | 52152 |
| CHAROEN POKPHAND FOODS NVDR | NVDR THB1.0 | 890500 | 594655 |
| CHAROEN POKPHAND INDONESI PT | COMMON STOCK IDR10.0 | 1293000 | 381817 |
| CHARTER HALL GROUP | REIT | 96614 | 859870 |
| CHARTER HALL LONG WALE REIT | REIT | 142636 | 330356 |
| CHARTER HALL RETAIL REIT | REIT | 120416 | 234363 |
| CHARTER HALL SOCIAL INFRASTR | REIT | 62010 | 98696 |
| CHECK POINT SOFTWARE TECH | COMMON STOCK USD.01 | 18251 | 3407462 |
| CHEIL WORLDWIDE INC | COMMON STOCK KRW200.0 | 20740 | 237542 |
| CHEMOMETEC A/S | COMMON STOCK DKK1.0 | 2793 | 189595 |
| CHEMRING GROUP PLC | COMMON STOCK GBP.01 | 47909 | 197437 |
| CHENBRO MICOM CO LTD | COMMON STOCK TWD10.0 | 13000 | 105846 |
| CHENG LOONG CORP | COMMON STOCK TWD10.0 | 123000 | 71042 |
| CHENG SHIN RUBBER IND CO LTD | COMMON STOCK TWD10.0 | 441088 | 658791 |
| CHENG UEI PRECISION INDUSTRY | COMMON STOCK TWD10.0 | 192919 | 424881 |
| CHIBA BANK LTD/THE | COMMON STOCK | 89500 | 696525 |
| CHICONY ELECTRONICS CO LTD | COMMON STOCK TWD10.0 | 138690 | 641193 |
| CHICONY POWER TECHNOLOGY CO | COMMON STOCK TWD10.0 | 23000 | 83660 |

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| | | | |
|:---|:---|:---|:---|
| CHILEAN PESO | FOREIGN CURRENCY | 296163007 | 297793 |
| CHIN POON INDUSTRIAL CO LTD | COMMON STOCK TWD10.0 | 100000 | 118023 |
| CHINA AIRLINES LTD | COMMON STOCK TWD10.0 | 459278 | 358422 |
| CHINA BLUECHEMICAL LTD H | COMMON STOCK CNY1.0 | 712000 | 197066 |
| CHINA CITIC BANK CORP LTD H | COMMON STOCK CNY1.0 | 1574200 | 1088248 |
| CHINA COAL ENERGY CO H | COMMON STOCK CNY1.0 | 346000 | 413795 |
| CHINA COM RICH RENE ENE INVEST | COMMON STOCK | 2242000 | 569367 |
| CHINA COMMUNICATIONS SERVI H | COMMON STOCK CNY1.0 | 518352 | 304287 |
| CHINA CONCH VENTURE HOLDINGS | COMMON STOCK HKD.01 | 298900 | 257037 |
| CHINA CONSTRUCTION BANK A | COMMON STOCK CNY1.0 | 326145 | 392325 |
| CHINA CONSTRUCTION BANK H | COMMON STOCK CNY1.0 | 15506400 | 12935391 |
| CHINA CSSC HOLDINGS LTD A | COMMON STOCK CNY1.0 | 45400 | 223379 |
| CHINA DATANG CORP RENEWABL H | COMMON STOCK CNY1.0 | 381000 | 102019 |
| CHINA EAST EDUCATION HOLDING | COMMON STOCK HKD.0001 | 79500 | 27940 |
| CHINA EASTERN AIRLINES CO A | COMMON STOCK CNY1.0 | 101600 | 55626 |
| CHINA EDUCATION GROUP HOLDIN | COMMON STOCK HKD.00001 | 307412 | 134949 |
| CHINA ENERGY ENGINEERING C A | COMMON STOCK CNY1.0 | 1596100 | 500009 |
| CHINA EVERBRIGHT BANK CO A | COMMON STOCK CNY1.0 | 23300 | 12335 |
| CHINA EVERBRIGHT BANK CO L H | COMMON STOCK CNY1.0 | 345000 | 134128 |
| CHINA EVERBRIGHT ENVIRONMENT | COMMON STOCK | 852370 | 424652 |
| CHINA EVERBRIGHT LTD | COMMON STOCK | 194000 | 132364 |
| CHINA FEIHE LTD | COMMON STOCK USD.000000025 | 607000 | 425872 |
| CHINA FOODS LTD | COMMON STOCK HKD.1 | 154000 | 49563 |
| CHINA GALAXY SECURITIES CO A | COMMON STOCK CNY1.0 | 43700 | 91011 |
| CHINA GALAXY SECURITIES CO H | COMMON STOCK CNY1.0 | 626000 | 571366 |
| CHINA GAS HOLDINGS LTD | COMMON STOCK HKD.01 | 519200 | 452498 |
| CHINA GREATWALL TECHNOLOGY A | COMMON STOCK CNY1.0 | 31900 | 63592 |
| CHINA HONGQIAO GROUP LTD | COMMON STOCK USD.01 | 360500 | 545766 |
| CHINA INTERNATIONAL CAPITA H | COMMON STOCK CNY1.0 | 272000 | 448901 |
| CHINA INTERNATIONAL CAPTAL A | COMMON STOCK CNY1.0 | 54800 | 252539 |
| CHINA JINMAO HOLDINGS GROUP | COMMON STOCK | 1232654 | 155511 |
| CHINA JUSHI CO LTD A | COMMON STOCK CNY1.0 | 40700 | 63412 |
| CHINA LESSO GROUP HOLDINGS L | COMMON STOCK HKD.05 | 197000 | 88001 |
| CHINA LIFE INSURANCE CO A | COMMON STOCK CNY1.0 | 43600 | 249835 |
| CHINA LIFE INSURANCE CO H | COMMON STOCK CNY1.0 | 1382000 | 2611726 |
| CHINA LILANG LTD | COMMON STOCK HKD.1 | 76000 | 37765 |
| CHINA LITERATURE LTD | COMMON STOCK USD.0001 | 88200 | 286130 |
| CHINA LONGYUAN POWER GROUP H | COMMON STOCK CNY1.0 | 546000 | 452660 |
| CHINA MEDICAL SYSTEM HOLDING | COMMON STOCK USD.005 | 326000 | 316853 |
| CHINA MENGNIU DAIRY CO | COMMON STOCK HKD.1 | 609000 | 1376688 |
| CHINA MERCHANTS BANK A | COMMON STOCK CNY1.0 | 224499 | 1206692 |
| CHINA MERCHANTS BANK H | COMMON STOCK CNY1.0 | 690005 | 3553087 |
| CHINA MERCHANTS ENERGY A | COMMON STOCK CNY1.0 | 169900 | 149009 |
| CHINA MERCHANTS PORT HOLDING | COMMON STOCK | 345272 | 615164 |
| CHINA MERCHANTS SECURITIES A | COMMON STOCK CNY1.0 | 61620 | 161483 |
| CHINA MERCHANTS SHEKOU IND A | COMMON STOCK CNY1.0 | 86100 | 120616 |

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| | | | |
|:---|:---|:---|:---|
| CHINA METAL RECYCLING | COMMON STOCK HKD.0001 | 190245 | 245 |
| CHINA MINSHENG BANKING A | COMMON STOCK CNY1.0 | 752600 | 425281 |
| CHINA MINSHENG BANKING COR H | COMMON STOCK CNY1.0 | 448356 | 198552 |
| CHINA MODERN DAIRY HOLDINGS | COMMON STOCK HKD.1 | 445000 | 52704 |
| CHINA MOTOR CORP | COMMON STOCK TWD10.0 | 76759 | 185315 |
| CHINA NATIONAL BUILDING MA H | COMMON STOCK CNY1.0 | 796958 | 363189 |
| CHINA NATIONAL CHEMICAL A | COMMON STOCK CNY1.0 | 61500 | 69714 |
| CHINA NATIONAL NUCLEAR POW A | COMMON STOCK CNY1.0 | 207000 | 295439 |
| CHINA NORTHERN RARE EARTH A | COMMON STOCK CNY1.0 | 39500 | 114664 |
| CHINA OILFIELD SERVICES H | COMMON STOCK CNY1.0 | 366000 | 331701 |
| CHINA ORIENTAL GROUP CO LTD | COMMON STOCK HKD.1 | 210000 | 31089 |
| CHINA OVERSEAS GRAND OCEANS | COMMON STOCK | 434421 | 98987 |
| CHINA OVERSEAS LAND + INVEST | COMMON STOCK | 698880 | 1115624 |
| CHINA OVERSEAS PROPERTY HOLD | COMMON STOCK HKD.001 | 240000 | 158188 |
| CHINA PACIFIC INSURANCE GR A | COMMON STOCK CNY1.0 | 68400 | 318567 |
| CHINA PACIFIC INSURANCE GR H | COMMON STOCK CNY1.0 | 479400 | 1555221 |
| CHINA PETROCHEMICAL DEV CORP | COMMON STOCK TWD10.0 | 562986 | 126098 |
| CHINA PETROLEUM + CHEMICAL A | COMMON STOCK CNY1.0 | 446000 | 407727 |
| CHINA PETROLEUM + CHEMICAL H | COMMON STOCK CNY1.0 | 4341500 | 2487101 |
| CHINA POWER INTERNATIONAL | COMMON STOCK | 1110000 | 452977 |
| CHINA RAILWAY GROUP LTD A | COMMON STOCK CNY1.0 | 154500 | 134993 |
| CHINA RAILWAY GROUP LTD H | COMMON STOCK CNY1.0 | 785000 | 400183 |
| CHINA RARE EARTH RESOURCES A | COMMON STOCK CNY1.0 | 50300 | 193017 |
| CHINA RESOURCES BEER HOLDING | COMMON STOCK | 312893 | 1017070 |
| CHINA RESOURCES BUILDING MAT | COMMON STOCK HKD.1 | 450000 | 92109 |
| CHINA RESOURCES GAS GROUP LT | COMMON STOCK HKD.1 | 178000 | 704626 |
| CHINA RESOURCES LAND LTD | COMMON STOCK HKD.1 | 585777 | 1700484 |
| CHINA RESOURCES MEDICAL HOLD | COMMON STOCK HKD.00025 | 177500 | 90944 |
| CHINA RESOURCES MICROELECT A | COMMON STOCK CNY1.0 | 38098 | 245881 |
| CHINA RESOURCES MIXC LIFESTY | COMMON STOCK USD.00001 | 133400 | 496303 |
| CHINA RESOURCES PHARMACEUTIC | COMMON STOCK | 192500 | 141253 |
| CHINA RESOURCES POWER HOLDIN | COMMON STOCK | 373465 | 907707 |
| CHINA RESOURCES SANJIU MED A | COMMON STOCK CNY1.0 | 6760 | 41016 |
| CHINA RISUN GROUP LTD | COMMON STOCK HKD.1 | 244000 | 86695 |
| CHINA RUYI HOLDINGS LTD | COMMON STOCK HKD.02 | 1042400 | 328771 |
| CHINA SHENHUA ENERGY CO A | COMMON STOCK CNY1.0 | 80800 | 480690 |
| CHINA SHENHUA ENERGY CO H | COMMON STOCK CNY1.0 | 596500 | 2580140 |
| CHINA SHINEWAY PHARMACEUTICA | COMMON STOCK HKD.1 | 241000 | 299390 |
| CHINA STATE CONSTRUCTION A | COMMON STOCK CNY1.0 | 456900 | 374810 |
| CHINA STATE CONSTRUCTION INT | COMMON STOCK HKD.025 | 439110 | 693039 |
| CHINA STEEL CHEMICAL CORP | COMMON STOCK TWD10.0 | 26000 | 73067 |
| CHINA STEEL CORP | COMMON STOCK TWD10.0 | 2090895 | 1250797 |
| CHINA TAIPING INSURANCE HOLD | COMMON STOCK | 290366 | 434356 |
| CHINA THREE GORGES RENEWAB A | COMMON STOCK CNY1.0 | 289400 | 173056 |
| CHINA TOBACCO INTERNATIONAL | COMMON STOCK | 35000 | 107010 |
| CHINA TOURISM GROUP DUTY F A | COMMON STOCK CNY1.0 | 21200 | 194196 |
| CHINA TOWER CORP LTD H | COMMON STOCK CNY1.0 | 7732000 | 1114817 |
| CHINA TRADITIONAL CHINESE ME | COMMON STOCK | 522000 | 155230 |

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| | | | |
|:---|:---|:---|:---|
| CHINA TRAVEL INTL INV HK | COMMON STOCK | 1184000 | 152421 |
| CHINA UNITED NETWORK A | COMMON STOCK CNY1.0 | 315000 | 228827 |
| CHINA VANKE CO LTD A | COMMON STOCK CNY1.0 | 105786 | 105014 |
| CHINA VANKE CO LTD H | COMMON STOCK CNY1.0 | 416000 | 283297 |
| CHINA WATER AFFAIRS GROUP | COMMON STOCK HKD.01 | 148000 | 97359 |
| CHINA YANGTZE POWER CO LTD A | COMMON STOCK CNY1.0 | 281624 | 1139509 |
| CHINA ZHESHANG BANK CO LTD A | COMMON STOCK CNY1.0 | 220740 | 87892 |
| CHINASOFT INTERNATIONAL LTD | COMMON STOCK HKD.05 | 486000 | 324711 |
| CHIPBOND TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 165000 | 323657 |
| CHIPMOS TECHNOLOGIES INC | COMMON STOCK TWD10.0 | 99000 | 94447 |
| CHIYODA CORP | COMMON STOCK | 33000 | 67359 |
| CHOCOLADEFABRIKEN LINDT PC | COMMON STOCK CHF10.0 | 178 | 1975585 |
| CHOCOLADEFABRIKEN LINDT REG | COMMON STOCK CHF100.0 | 20 | 2206716 |
| CHOFU SEISAKUSHO CO LTD | COMMON STOCK | 3300 | 40491 |
| CHOICE PROPERTIES REIT | REIT | 27000 | 250626 |
| CHONG KUN DANG PHARMACEUTICA | COMMON STOCK KRW2500.0 | 1471 | 88811 |
| CHONGQING BREWERY CO A | COMMON STOCK CNY1.0 | 4900 | 42218 |
| CHONGQING CHANGAN AUTOMOB A | COMMON STOCK CNY1.0 | 83174 | 152022 |
| CHONGQING ZHIFEI BIOLOGICA A | COMMON STOCK CNY1.0 | 38550 | 138632 |
| CHORD ENERGY CORP | COMMON STOCK | 4434 | 518423 |
| CHOW TAI FOOK JEWELLERY GROU | COMMON STOCK HKD1.0 | 339600 | 294223 |
| CHROMA ATE INC | COMMON STOCK TWD10.0 | 62000 | 767892 |
| CHUBU ELECTRIC POWER CO INC | COMMON STOCK | 118100 | 1237174 |
| CHUGAI PHARMACEUTICAL CO LTD | COMMON STOCK | 121300 | 5342932 |
| CHUGIN FINANCIAL GROUP INC | COMMON STOCK | 24900 | 259807 |
| CHUGOKU ELECTRIC POWER CO | COMMON STOCK | 50200 | 289369 |
| CHUGOKU MARINE PAINTS LTD | COMMON STOCK | 3900 | 58296 |
| CHULARAT HOSPITAL PCL F | FOREIGN SH. THB.1 A | 483800 | 34623 |
| CHUNG HSIN ELECTRIC + MACHIN | COMMON STOCK TWD10.0 | 54000 | 252886 |
| CHUNG HUNG STEEL CORP | COMMON STOCK TWD10.0 | 149000 | 80876 |
| CHUNG HWA PULP | COMMON STOCK TWD10.0 | 238000 | 119923 |
| CHUNGHWA PRECISION TEST TECH | COMMON STOCK TWD10.0 | 3000 | 80345 |
| CHUNGHWA TELECOM CO LTD | COMMON STOCK TWD10.0 | 702473 | 2645592 |
| CI FINANCIAL CORP | COMMON STOCK | 2975 | 64001 |
| CIA CERVECERIAS UNIDAS SA | COMMON STOCK | 33779 | 194955 |
| CIA DE MINAS BUENAVENTUR ADR | ADR | 31930 | 367834 |
| CIA DE MINAS BUENAVENTUR COM | COMMON STOCK PEN10.0 | 8119 | 110216 |
| CIA DE SANEAMENTO DO PA UNIT | UNIT | 36900 | 165940 |
| CIA ENERGETICA MINAS GER PRF | PREFERENCE | 304634 | 541537 |
| CIA SANEAMENTO BASICO DE SP | COMMON STOCK | 65120 | 932948 |
| CIA SANEAMENTO DO PARANA PRF | PREFERENCE | 84000 | 76396 |
| CIA SANEAMENTO MINAS GERAIS | COMMON STOCK | 50400 | 169810 |
| CIA SIDERURGICA NACIONAL SA | COMMON STOCK | 122188 | 174462 |
| CIBUS NORDIC REAL ESTAT PUBL | COMMON STOCK | 7366 | 117558 |
| CIE AUTOMOTIVE SA | COMMON STOCK EUR.25 | 12113 | 318593 |
| CIE FINANCIERE RICHEMO A REG | COMMON STOCK CHF1.0 | 94515 | 14387245 |

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| | | | |
|:---|:---|:---|:---|
| CIMB GROUP HOLDINGS BHD | COMMON STOCK | 1260034 | 2307840 |
| CIMC ENRIC HOLDINGS LTD | COMMON STOCK HKD.01 | 222000 | 201768 |
| CIPUTRA DEVELOPMENT TBK PT | COMMON STOCK IDR250.0 | 4732962 | 287449 |
| CITIC LTD | COMMON STOCK | 1061000 | 1257965 |
| CITIC SECURITIES CO A | COMMON STOCK CNY1.0 | 123165 | 491378 |
| CITIC SECURITIES CO LTD H | COMMON STOCK CNY1.0 | 262500 | 721474 |
| CITIC TELECOM INTERNATIONAL | COMMON STOCK | 265625 | 79674 |
| CITIZEN WATCH CO LTD | COMMON STOCK | 45100 | 265594 |
| CITY CEMENT CO | COMMON STOCK SAR10.0 | 11635 | 56357 |
| CITY DEVELOPMENTS LTD | COMMON STOCK | 89000 | 333212 |
| CITYCON OYJ | COMMON STOCK | 10692 | 35596 |
| CJ CGV CO LTD | COMMON STOCK KRW500.0 | 24309 | 86980 |
| CJ CHEILJEDANG CORP | COMMON STOCK KRW5000.0 | 1532 | 265578 |
| CJ CORP | COMMON STOCK KRW5000.0 | 3084 | 205915 |
| CJ ENM CO LTD | COMMON STOCK KRW5000.0 | 1884 | 68629 |
| CJ LOGISTICS | COMMON STOCK KRW5000.0 | 1860 | 106539 |
| CK ASSET HOLDINGS LTD | COMMON STOCK HKD1.0 | 338977 | 1392049 |
| CK HUTCHISON HOLDINGS LTD | COMMON STOCK HKD1.0 | 478236 | 2554959 |
| CK INFRASTRUCTURE HOLDINGS L | COMMON STOCK HKD1.0 | 112000 | 832652 |
| CK POWER LTD NVDR | NVDR THB1.0 | 1179500 | 110602 |
| CKD CORP | COMMON STOCK | 8000 | 129273 |
| CLAL INSURANCE ENTERPR HLDGS | COMMON STOCK ILS1.0 | 17074 | 401587 |
| CLARIANT AG REG | COMMON STOCK CHF1.76 | 37261 | 416136 |
| CLARKSON PLC | COMMON STOCK GBP.25 | 4896 | 242030 |
| CLAS OHLSON AB B SHS | COMMON STOCK SEK1.25 | 6702 | 127367 |
| CLASSYS INC | COMMON STOCK KRW100.0 | 3379 | 109230 |
| CLEANAWAY WASTE MANAGEMENT L | COMMON STOCK | 358119 | 587192 |
| CLEVO COMPANY | COMMON STOCK TWD10.0 | 18000 | 28283 |
| CLICKS GROUP LTD | COMMON STOCK ZAR.01 | 45964 | 908806 |
| CLINUVEL PHARMACEUTICALS LTD | COMMON STOCK | 5415 | 40401 |
| CLOETTA AB B SHS | COMMON STOCK SEK5.0 | 39701 | 90533 |
| CLOSE BROTHERS GROUP PLC | COMMON STOCK GBP.25 | 25836 | 76051 |
| CLP HOLDINGS LTD | COMMON STOCK | 299000 | 2513495 |
| CLS HOLDINGS PLC | REIT GBP.025 | 31045 | 30140 |
| CMOC GROUP LTD A | COMMON STOCK CNY.2 | 146500 | 133293 |
| CMOC GROUP LTD H | COMMON STOCK CNY.2 | 660000 | 446064 |
| CNPC CAPITAL CO LTD A | COMMON STOCK CNY1.0 | 162300 | 152902 |
| CO FOR COOPERATIVE INSURANCE | COMMON STOCK SAR10.0 | 12466 | 489695 |
| COATS GROUP PLC | COMMON STOCK GBP.05 | 248165 | 294189 |
| COCA COLA BOTTLERS JAPAN HOL | COMMON STOCK | 20875 | 329743 |
| COCA COLA EUROPACIFIC PARTNE | COMMON STOCK EUR.01 | 28680 | 2221211 |
| COCA COLA EUROPACIFIC PARTNE | COMMON STOCK EUR.01 | 8500 | 652885 |
| COCA COLA FEMSA SAB DE CV | UNIT | 90470 | 704824 |
| COCA COLA HBC AG DI | COMMON STOCK CHF6.7 | 40706 | 1390110 |
| COCHLEAR LTD | COMMON STOCK | 11554 | 2070358 |
| CODAN LTD | COMMON STOCK | 9687 | 96624 |

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| | | | |
|:---|:---|:---|:---|
| COFACE SA | COMMON STOCK EUR2.0 | 17748 | 264300 |
| COFCO JOYCOME FOODS LTD | COMMON STOCK USD.000001 | 251000 | 44914 |
| COFINIMMO | REIT | 7249 | 416393 |
| COGECO COMMUNICATIONS INC | COMMON STOCK | 3100 | 145171 |
| COGNA EDUCACAO | COMMON STOCK | 306491 | 52941 |
| COLBUN SA | COMMON STOCK | 1304608 | 161350 |
| COLES GROUP LTD | COMMON STOCK | 206902 | 2420256 |
| COLLIERS INTL GR SUBORD VOT | COMMON STOCK | 7500 | 1019399 |
| COLLINS FOODS LTD | COMMON STOCK | 19281 | 86384 |
| COLOPL INC | COMMON STOCK | 9900 | 30104 |
| COLOPLAST B | COMMON STOCK DKK1.0 | 22211 | 2431197 |
| COLOWIDE CO LTD | COMMON STOCK | 10800 | 116948 |
| COLRUYT GROUP N.V | COMMON STOCK | 9897 | 371235 |
| COMET HOLDING AG REG | COMMON STOCK CHF1.0 | 1431 | 391040 |
| COMFORIA RESIDENTIAL REIT IN | REIT | 102 | 180197 |
| COMFORTDELGRO CORP LTD | COMMON STOCK | 336500 | 365267 |
| COMMERCIAL INTERNATIONAL BAN | COMMON STOCK EGP10.0 | 496921 | 767427 |
| COMMERCIAL REAL ESTATE CO | COMMON STOCK KWD.1 | 1894246 | 907641 |
| COMMERZBANK AG | COMMON STOCK | 192265 | 3130440 |
| COMMONWEALTH BANK OF AUSTRAL | COMMON STOCK | 292643 | 27694446 |
| COMPAGNIE DE SAINT GOBAIN | COMMON STOCK EUR4.0 | 86496 | 7611289 |
| COMPAGNIE DES ALPES | COMMON STOCK | 3244 | 50929 |
| COMPAL ELECTRONICS | COMMON STOCK TWD10.0 | 648092 | 739170 |
| COMPANHIA PARANAENSE PREF B | PREFERENCE | 153600 | 227440 |
| COMPASS GROUP PLC | COMMON STOCK GBP.1105 | 299031 | 9944108 |
| COMPEQ MANUFACTURING CO LTD | COMMON STOCK TWD10.0 | 157000 | 334171 |
| COMPUGROUP MEDICAL SE + CO K | COMMON STOCK | 4544 | 102370 |
| COMPUTACENTER PLC | COMMON STOCK GBP.075555 | 17136 | 452574 |
| COMPUTERSHARE LTD | COMMON STOCK | 99596 | 2090395 |
| COMSYS HOLDINGS CORP | COMMON STOCK | 21100 | 430724 |
| CONCENTRADORA FIBRA DANHOS S | REIT | 50600 | 48817 |
| CONCORD NEW ENERGY GROUP LTD | COMMON STOCK HKD.01 | 2890000 | 189741 |
| CONCORDIA FINANCIAL GROUP LT | COMMON STOCK | 208500 | 1156227 |
| CONSTELLATION SOFTWARE INC | COMMON STOCK | 3400 | 10508061 |
| CONSTRUCC Y AUX DE FERROCARR | COMMON STOCK EUR.301 | 3538 | 128043 |
| CONTACT ENERGY LTD | COMMON STOCK | 134781 | 717372 |
| CONTEMPORARY AMPEREX TECHN A | COMMON STOCK CNY1.0 | 55020 | 2000796 |
| CONTINENTAL AG | COMMON STOCK | 20641 | 1385689 |
| CONTROLADORA VUELA CIA DE A | COMMON STOCK | 119400 | 89754 |
| CONVATEC GROUP PLC | COMMON STOCK GBP.1 | 319396 | 884755 |
| CONVERGE TECHNOLOGY SOLUTION | COMMON STOCK | 44800 | 101861 |
| CORBION NV | COMMON STOCK EUR.25 | 10746 | 240558 |
| CORETRONIC CORP | COMMON STOCK TWD10.0 | 24000 | 68338 |
| CORONADO GLOBAL RESOURCE CDI | CDI | 160349 | 76288 |
| CORONATION FUND MANAGERS LTD | COMMON STOCK ZAR.0001 | 48730 | 101127 |
| CORP INMOBILIARIA VESTA SAB | COMMON STOCK | 147300 | 376950 |
| CORPORATE TRAVEL MANAGEMENT | COMMON STOCK | 18540 | 151711 |
| CORTICEIRA AMORIM SA | COMMON STOCK EUR1.0 | 11544 | 96109 |

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| | | | |
|:---|:---|:---|:---|
| COSAN SA | COMMON STOCK | 195492 | 264940 |
| COSCO SHIPPING ENERGY TRAN A | COMMON STOCK CNY1.0 | 117800 | 186959 |
| COSCO SHIPPING ENERGY TRAN H | COMMON STOCK CNY1.0 | 108000 | 86478 |
| COSCO SHIPPING HOLDINGS CO A | COMMON STOCK CNY1.0 | 128960 | 273408 |
| COSCO SHIPPING HOLDINGS CO H | COMMON STOCK CNY1.0 | 611000 | 1006804 |
| COSCO SHIPPING PORTS LTD | COMMON STOCK HKD.1 | 487113 | 288457 |
| COSMAX INC | COMMON STOCK KRW500.0 | 2325 | 235352 |
| COSMO ENERGY HOLDINGS CO LTD | COMMON STOCK | 12900 | 563840 |
| COSMO PHARMACEUTICALS NV | COMMON STOCK | 1335 | 93808 |
| COSMOAM+T CO LTD | COMMON STOCK KRW1000.0 | 5599 | 192690 |
| COSMOCHEMICAL CO LTD | COMMON STOCK KRW1000.0 | 4948 | 50609 |
| COSMOS PHARMACEUTICAL CORP | COMMON STOCK | 7200 | 307036 |
| COUNTRY GARDEN HOLDINGS CO | COMMON STOCK HKD.1 | 2213472 | 138200 |
| COUNTRY GARDEN SERVICES HOLD | COMMON STOCK USD.0001 | 419000 | 297747 |
| COVER CORP | COMMON STOCK | 5200 | 86154 |
| COVESTRO AG TEND | COMMON STOCK | 35983 | 2161103 |
| COVIVIO | REIT EUR3.0 | 10434 | 527018 |
| COWAY CO LTD | COMMON STOCK KRW500.0 | 10890 | 494704 |
| COWELL E HOLDINGS INC | COMMON STOCK USD.004 | 49000 | 178516 |
| CP ALL PCL FOREIGN | FOREIGN SH. THB1.0 A | 1066900 | 1736283 |
| CPFL ENERGIA SA | COMMON STOCK | 36900 | 188702 |
| CPI EUROPE AG | COMMON STOCK | 21977 | 340018 |
| CRANEWARE PLC | COMMON STOCK GBP.01 | 2912 | 77046 |
| CRANSWICK PLC | COMMON STOCK GBP.1 | 9258 | 562432 |
| CRAYON GROUP HOLDING AS | COMMON STOCK NOK1.0 | 15780 | 173758 |
| CRE LOGISTICS REIT INC | REIT | 118 | 103104 |
| CREATE RESTAURANTS HOLDINGS | COMMON STOCK | 15700 | 116322 |
| CREATE SD HOLDINGS CO | COMMON STOCK | 4900 | 87340 |
| CREDICORP LTD | COMMON STOCK USD5.0 | 4752 | 855360 |
| CREDICORP LTD | COMMON STOCK USD5.0 | 8685 | 1592134 |
| CREDIT AGRICOLE SA | COMMON STOCK EUR3.0 | 181667 | 2500277 |
| CREDIT CORP GROUP LTD | COMMON STOCK | 9818 | 97246 |
| CREDIT SAISON CO LTD | COMMON STOCK | 26500 | 614530 |
| CREDITO EMILIANO SPA | COMMON STOCK EUR1.0 | 20791 | 234236 |
| CREST NICHOLSON HOLDINGS | COMMON STOCK GBP.05 | 44092 | 93278 |
| CRODA INTERNATIONAL PLC | COMMON STOCK GBP.1060976 | 25284 | 1071510 |
| CROMBIE REAL ESTATE INVESTME | REIT | 18408 | 169079 |
| CROMWELL PROPERTY GROUP | REIT | 204650 | 48176 |
| CRONOS GROUP INC | COMMON STOCK | 34500 | 69326 |
| CRRC CORP LTD H | COMMON STOCK CNY1.0 | 733000 | 472754 |
| CRRC CORP LTD A | COMMON STOCK CNY1.0 | 247100 | 283240 |
| CS WIND CORP | COMMON STOCK KRW500.0 | 5828 | 164497 |
| CSBC CORP TAIWAN | COMMON STOCK TWD10.0 | 47934 | 21981 |
| CSC FINANCIAL CO LTD A | COMMON STOCK CNY1.0 | 30100 | 106017 |
| CSL LTD | COMMON STOCK | 87564 | 15258180 |
| CSPC INNOVATION PHARMACEUT A | COMMON STOCK CNY1.0 | 18960 | 68959 |

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| | | | |
|:---|:---|:---|:---|
| CSPC PHARMACEUTICAL GROUP LT | COMMON STOCK | 1670400 | 1027879 |
| CT REAL ESTATE INVESTMENT TR | REIT | 8700 | 86443 |
| CTBC FINANCIAL HOLDING CO LT | COMMON STOCK TWD10.0 | 2489652 | 2961931 |
| CTCI CORP | COMMON STOCK TWD10.0 | 113000 | 133140 |
| CTF SERVICES LTD | COMMON STOCK HKD1.0 | 275371 | 274380 |
| CTS EVENTIM AG + CO KGAA | COMMON STOCK | 11344 | 958725 |
| CTT CORREIOS DE PORTUGAL | COMMON STOCK EUR.17 | 50447 | 282071 |
| CURRYS PLC | COMMON STOCK GBP.001 | 178073 | 211562 |
| CURVES HOLDINGS CO LTD | COMMON STOCK | 10200 | 50435 |
| CUSTODIAN PROPERTY INCOME RE | REIT GBP.01 | 67664 | 65089 |
| CVS GROUP PLC | COMMON STOCK GBP.002 | 11519 | 120941 |
| CYBERAGENT INC | COMMON STOCK | 68400 | 472359 |
| CYBERARK SOFTWARE LTD/ISRAEL | COMMON STOCK ILS.01 | 8052 | 2682524 |
| CYBOZU INC | COMMON STOCK | 4600 | 83365 |
| CYFROWY POLSAT SA | COMMON STOCK PLN.04 | 56616 | 193664 |
| CYRELA BRAZIL REALTY SA EMP | COMMON STOCK | 74600 | 209651 |
| CZECH KORUNA | FOREIGN CURRENCY | 6909024 | 284182 |
| D IETEREN GROUP | COMMON STOCK | 3954 | 658003 |
| D/S NORDEN | COMMON STOCK DKK1.0 | 4707 | 139586 |
| DAEDUCK ELECTRONICS CO LTD | COMMON STOCK KRW500.0 | 6322 | 66436 |
| DAEJOO ELECTRONIC MATERIALS | COMMON STOCK KRW500.0 | 2174 | 108911 |
| DAETWYLER HOLDING AG BR | COMMON STOCK CHF.05 | 1358 | 199120 |
| DAEWOO ENGINEERING + CONSTR | COMMON STOCK KRW5000.0 | 33894 | 71400 |
| DAEWOONG PHARMACEUTICAL CO | COMMON STOCK KRW2500.0 | 846 | 72570 |
| DAH SING BANKING GROUP LTD | COMMON STOCK | 76400 | 80649 |
| DAH SING FINANCIAL HOLDINGS | COMMON STOCK | 26050 | 94234 |
| DAI ICHI LIFE HOLDINGS INC | COMMON STOCK | 168600 | 4484076 |
| DAI NIPPON PRINTING CO LTD | COMMON STOCK | 74400 | 1044101 |
| DAICEL CORP | COMMON STOCK | 44500 | 393978 |
| DAIDO STEEL CO LTD | COMMON STOCK | 23500 | 175951 |
| DAIEI KANKYO CO LTD | COMMON STOCK | 8800 | 161046 |
| DAIFUKU CO LTD | COMMON STOCK | 52200 | 1083900 |
| DAIHEN CORP | COMMON STOCK | 3200 | 161798 |
| DAIICHI SANKYO CO LTD | COMMON STOCK | 311300 | 8566865 |
| DAIICHIKOSHO CO LTD | COMMON STOCK | 13600 | 158461 |
| DAIKIN INDUSTRIES LTD | COMMON STOCK | 47500 | 5571445 |
| DAIKOKUTENBUSSAN CO LTD | COMMON STOCK | 900 | 54699 |
| DAIMLER TRUCK HOLDING AG | COMMON STOCK | 96793 | 3693238 |
| DAIO PAPER CORP | COMMON STOCK | 12700 | 67242 |
| DAISEKI CO LTD | COMMON STOCK | 8040 | 183054 |
| DAISHI HOKUETSU FINANCIAL GR | COMMON STOCK | 12500 | 229950 |
| DAITO TRUST CONSTRUCT CO LTD | COMMON STOCK | 11000 | 1224648 |
| DAIWA HOUSE INDUSTRY CO LTD | COMMON STOCK | 86100 | 2640365 |
| DAIWA HOUSE REIT INVESTMENT | REIT | 164 | 241577 |
| DAIWA INDUSTRIES LTD | COMMON STOCK | 4100 | 40028 |
| DAIWA OFFICE INVESTMENT CORP | REIT | 118 | 213132 |

---

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| | | | |
|:---|:---|:---|:---|
| DAIWA SECURITIES GROUP INC | COMMON STOCK | 236700 | 1558417 |
| DAIWA SECURITIES LIVING INVE | REIT | 446 | 252458 |
| DAIWABO HOLDINGS CO LTD | COMMON STOCK | 15500 | 301590 |
| DALATA HOTEL GROUP PLC | COMMON STOCK EUR.01 | 42852 | 206380 |
| DALLAH HEALTHCARE CO | COMMON STOCK SAR10.0 | 5343 | 213299 |
| DANA GAS | COMMON STOCK AED1.0 | 476190 | 91399 |
| DANIELI + CO | COMMON STOCK EUR1.0 | 2225 | 55641 |
| DANIELI + CO RSP | PREFERRED STOCK | 6489 | 128743 |
| DANISH KRONE | FOREIGN CURRENCY | 948455 | 131701 |
| DANONE | COMMON STOCK EUR.25 | 104195 | 7008340 |
| DANSKE BANK A/S | COMMON STOCK DKK10.0 | 124180 | 3512173 |
| DAQIN RAILWAY CO LTD A | COMMON STOCK CNY1.0 | 150600 | 139786 |
| DAQO NEW ENERGY CORP ADR | ADR | 9000 | 174960 |
| DAR AL ARKAN REAL ESTATE DEV | COMMON STOCK SAR10.0 | 89759 | 360718 |
| DASSAULT AVIATION SA | COMMON STOCK EUR.8 | 3960 | 806153 |
| DASSAULT SYSTEMES SE | COMMON STOCK EUR.1 | 105571 | 3647743 |
| DATA 3 LTD | COMMON STOCK | 13522 | 53343 |
| DATATEC LTD | COMMON STOCK ZAR.01 | 88119 | 232883 |
| DAVIDE CAMPARI MILANO NV | COMMON STOCK EUR.01 | 93345 | 581692 |
| DB HITEK CO LTD | COMMON STOCK KRW5000.0 | 6037 | 134159 |
| DB INSURANCE CO LTD | COMMON STOCK KRW500.0 | 8920 | 617481 |
| DBS GROUP HOLDINGS LTD | COMMON STOCK | 357662 | 11452388 |
| DCC PLC | COMMON STOCK EUR.25 | 16621 | 1068062 |
| DCM HOLDINGS CO LTD | COMMON STOCK | 18300 | 166749 |
| DE GREY MINING LTD | COMMON STOCK | 286199 | 314086 |
| DE LONGHI SPA | COMMON STOCK EUR1.5 | 12207 | 380727 |
| DEEP YELLOW LTD | COMMON STOCK | 158093 | 109378 |
| DEFINITY FINANCIAL CORP | COMMON STOCK | 7400 | 300744 |
| DELEK GROUP LTD | COMMON STOCK ILS1.0 | 1579 | 205844 |
| DELIVEROO PLC | COMMON STOCK GBP.005 | 130061 | 231063 |
| DELIVERY HERO SE | COMMON STOCK | 31358 | 882257 |
| DELTA ELECTRONICS INC | COMMON STOCK TWD10.0 | 344794 | 4489403 |
| DELTA ELECTRONICS THAI FORGN | FOREIGN SH. THB.1 | 533000 | 2384001 |
| DEMANT A/S | COMMON STOCK DKK.2 | 18588 | 685280 |
| DEME GROUP | COMMON STOCK | 1300 | 185509 |
| DENA CO LTD | COMMON STOCK | 14400 | 282773 |
| DENISON MINES CORP | COMMON STOCK | 128900 | 233924 |
| DENKA CO LTD | COMMON STOCK | 14500 | 204221 |
| DENSO CORP | COMMON STOCK | 312100 | 4335337 |
| DENTALCORP HOLDINGS LTD | COMMON STOCK | 12600 | 72628 |
| DENTIUM CO LTD | COMMON STOCK KRW500.0 | 1260 | 52882 |
| DENTSU GROUP INC | COMMON STOCK | 37200 | 909613 |
| DENTSU SOKEN INC | COMMON STOCK | 3800 | 140493 |
| DERICHEBOURG | COMMON STOCK EUR.25 | 16351 | 90673 |
| DERMAPHARM HOLDING SE | COMMON STOCK | 3203 | 129030 |
| DERWENT LONDON PLC | REIT GBP.05 | 14970 | 367190 |

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| | | | |
|:---|:---|:---|:---|
| DESCARTES SYSTEMS GRP/THE | COMMON STOCK | 15100 | 1715575 |
| DETERRA ROYALTIES LTD | COMMON STOCK | 77882 | 179805 |
| DEUTSCHE BANK AG REGISTERED | COMMON STOCK | 346644 | 5972048 |
| DEUTSCHE BOERSE AG | COMMON STOCK | 34052 | 7843863 |
| DEUTSCHE LUFTHANSA REG | COMMON STOCK | 101596 | 648619 |
| DEUTSCHE PFANDBRIEFBANK AG | COMMON STOCK | 22743 | 112749 |
| DEUTSCHE TELEKOM AG REG | COMMON STOCK | 578642 | 17311268 |
| DEUTZ AG | COMMON STOCK | 23520 | 98350 |
| DEXCO SA | COMMON STOCK | 99236 | 96038 |
| DEXERIALS CORP | COMMON STOCK | 27600 | 425112 |
| DEXUS INDUSTRIA REIT | REIT | 34323 | 54492 |
| DEXUS/AU | REIT | 182187 | 751421 |
| DFDS A/S | COMMON STOCK DKK20.0 | 6037 | 111905 |
| DGB FINANCIAL GROUP INC | COMMON STOCK KRW5000.0 | 37354 | 206510 |
| DHL GROUP | COMMON STOCK | 160110 | 5634455 |
| DIAGEO PLC | COMMON STOCK GBP.2893518 | 380997 | 12111716 |
| DIALOG GROUP BHD | COMMON STOCK | 646000 | 267398 |
| DIASORIN SPA | COMMON STOCK EUR1.0 | 4568 | 470935 |
| DIC CORP | COMMON STOCK | 12800 | 273356 |
| DICKER DATA LTD | COMMON STOCK | 10241 | 53313 |
| DIGITAL ARTS INC | COMMON STOCK | 2300 | 87482 |
| DIGITAL CHINA HOLDINGS LTD | COMMON STOCK HKD.1 | 319000 | 135518 |
| DIGITAL GARAGE INC | COMMON STOCK | 4900 | 119249 |
| DINO POLSKA SA | COMMON STOCK PLN.1 | 9006 | 849818 |
| DIOS FASTIGHETER AB | COMMON STOCK SEK2.0 | 14386 | 103078 |
| DIP CORP | COMMON STOCK | 5700 | 89904 |
| DIPLOMA PLC | COMMON STOCK GBP.05 | 24203 | 1287827 |
| DIRECIONAL ENGENHARIA SA | COMMON STOCK | 44300 | 190402 |
| DIRECT LINE INSURANCE GROUP | COMMON STOCK GBP.1090909 | 249955 | 798775 |
| DIS CHEM PHARMACIES PTY LTD | COMMON STOCK | 62806 | 120154 |
| DISCO CORP | COMMON STOCK | 16700 | 4512973 |
| DISCOVERY LTD | COMMON STOCK ZAR.001 | 93522 | 965304 |
| DISTRIBUIDORA INTERNACIONAL | COMMON STOCK EUR.01 | 2578217 | 40847 |
| DIVERSIFIED ENERGY CO PLC | COMMON STOCK GBP.01 | 14207 | 237042 |
| DKSH HOLDING AG | COMMON STOCK CHF.1 | 6734 | 499925 |
| DL E+C CO LTD | COMMON STOCK | 6468 | 140160 |
| DL HOLDINGS CO LTD | COMMON STOCK KRW5000.0 | 2580 | 54878 |
| DMG MORI CO LTD | COMMON STOCK | 19000 | 307557 |
| DNB BANK ASA | COMMON STOCK NOK12.5 | 145501 | 2907533 |
| DNO ASA | COMMON STOCK NOK.25 | 166621 | 153765 |
| DO + CO AG | COMMON STOCK | 1009 | 188064 |
| DOCEBO INC | COMMON STOCK | 4800 | 215136 |
| DOCMORRIS AG | COMMON STOCK CHF5.75 | 1431 | 31462 |
| DOF GROUP ASA | COMMON STOCK NOK2.5 | 25313 | 188382 |
| DOLLARAMA INC | COMMON STOCK | 51900 | 5062253 |
| DOMAIN HOLDINGS AUSTRALIA LT | COMMON STOCK | 42993 | 67361 |
| DOMETIC GROUP AB | COMMON STOCK | 53328 | 250779 |
| DOMINO S PIZZA ENTERPRISES L | COMMON STOCK | 13674 | 248655 |

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| | | | |
|:---|:---|:---|:---|
| DOMINO S PIZZA GROUP PLC | COMMON STOCK GBP.005208 | 70144 | 276632 |
| DONG A SOCIO HOLDINGS CO LTD | COMMON STOCK KRW5000.0 | 2164 | 161327 |
| DONG A ST CO LTD | COMMON STOCK KRW5000.0 | 2163 | 86311 |
| DONGFANG ELECTRIC CORP LTD A | COMMON STOCK CNY1.0 | 28200 | 61301 |
| DONGJIN SEMICHEM CO LTD | COMMON STOCK KRW500.0 | 5680 | 80503 |
| DONGKOOK PHARMACEUTICAL CO L | COMMON STOCK KRW500.0 | 4156 | 46489 |
| DONGSUH COMPANIES INC | COMMON STOCK KRW500.0 | 9481 | 174876 |
| DONGYUE GROUP | COMMON STOCK HKD.1 | 212000 | 221608 |
| DOOSAN BOBCAT INC | COMMON STOCK KRW500.0 | 8793 | 247747 |
| DOOSAN CO LTD | COMMON STOCK KRW5000.0 | 1469 | 249839 |
| DOOSAN ENERBILITY CO LTD | COMMON STOCK KRW5000.0 | 74968 | 881624 |
| DOOSAN FUEL CELL CO LTD | COMMON STOCK KRW100.0 | 4265 | 45895 |
| DORMAKABA HOLDING AG | COMMON STOCK CHF.1 | 535 | 380094 |
| DOSHISHA CO LTD | COMMON STOCK | 4100 | 56891 |
| DOUTOR NICHIRES HOLDINGS CO | COMMON STOCK | 7100 | 105270 |
| DOUZONE BIZON CO LTD | COMMON STOCK KRW500.0 | 5874 | 254069 |
| DOWA HOLDINGS CO LTD | COMMON STOCK | 8530 | 238863 |
| DOWLAIS GROUP PLC | COMMON STOCK | 248838 | 209007 |
| DOWNER EDI LTD | COMMON STOCK | 129272 | 419384 |
| DR ING HC F PORSCHE AG | PREFERENCE | 20939 | 1266163 |
| DR SULAIMAN AL HABIB MEDICAL | COMMON STOCK SAR10.0 | 16650 | 1242524 |
| DR. MARTENS PLC | COMMON STOCK | 76420 | 68620 |
| DRAEGERWERK AG PREF | PREFERENCE | 1542 | 74245 |
| DRAX GROUP PLC | COMMON STOCK GBP.1155172 | 68117 | 551727 |
| DRB HICOM BHD | COMMON STOCK | 126700 | 31451 |
| DREAM INDUSTRIAL REAL ESTATE | REIT | 19000 | 156021 |
| DREAM UNLIMITED CL A SUB VOT | COMMON STOCK | 5527 | 85007 |
| DS SMITH PLC | COMMON STOCK GBP.1 | 234370 | 1590756 |
| DSM FIRMENICH AG | COMMON STOCK EUR.01 | 33944 | 3426175 |
| DSV A/S | COMMON STOCK DKK1.0 | 31021 | 6565543 |
| DTS CORP | COMMON STOCK | 7600 | 201561 |
| DUBAI FINANCIAL MARKET PJSC | COMMON STOCK AED1.0 | 2092353 | 854431 |
| DUBAI INVESTMENTS PJSC | COMMON STOCK AED1.0 | 358187 | 210491 |
| DUBAI ISLAMIC BANK | COMMON STOCK AED1.0 | 427282 | 823041 |
| DUERR AG | COMMON STOCK | 9303 | 206258 |
| DUNDEE PRECIOUS METALS INC | COMMON STOCK | 32500 | 294674 |
| DUNELM GROUP PLC | COMMON STOCK GBP.01 | 24885 | 332154 |
| DUSKIN CO LTD | COMMON STOCK | 7200 | 170042 |
| DYDO GROUP HOLDINGS INC | COMMON STOCK | 3000 | 62999 |
| DYE + DURHAM LTD | COMMON STOCK | 7182 | 87790 |
| DYNAMIC HOLDING CO LTD | COMMON STOCK TWD10.0 | 42000 | 78136 |
| E INK HOLDINGS INC | COMMON STOCK TWD10.0 | 158000 | 1301813 |
| E MART INC | COMMON STOCK KRW5000.0 | 3834 | 163425 |
| E.ON SE | COMMON STOCK | 359535 | 4184927 |
| E.SUN FINANCIAL HOLDING CO | COMMON STOCK TWD10.0 | 2656723 | 2179276 |
| EA RTS REC (R) | EQUITY RIGHTS | 303200 | 17430 |

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| | | | |
|:---|:---|:---|:---|
| EAGERS AUTOMOTIVE LTD | COMMON STOCK | 28328 | 207207 |
| EARTH CORP | COMMON STOCK | 2400 | 85296 |
| EAST BUY HOLDING LTD | COMMON STOCK USD.00002 | 92000 | 212947 |
| EAST JAPAN RAILWAY CO | COMMON STOCK | 163200 | 2885590 |
| EAST MONEY INFORMATION CO A | COMMON STOCK CNY1.0 | 151210 | 533246 |
| EASTERN PROVINCE CEMENT CO | COMMON STOCK SAR10.0 | 7148 | 65442 |
| EASTROC BEVERAGE GROUP CO A | COMMON STOCK CNY1.0 | 9490 | 322748 |
| EASYJET PLC | COMMON STOCK GBP.2728571 | 51767 | 361550 |
| EBARA CORP | COMMON STOCK | 78000 | 1195417 |
| EBOS GROUP LTD | COMMON STOCK | 11222 | 233038 |
| ECKERT + ZIEGLER SE | COMMON STOCK | 2764 | 127368 |
| ECLAT TEXTILE COMPANY LTD | COMMON STOCK TWD10.0 | 34128 | 527397 |
| ECO WORLD DEVELOPMENT GROUP | COMMON STOCK | 1737500 | 810875 |
| ECOPRO BM CO LTD | COMMON STOCK KRW500.0 | 8844 | 652342 |
| ECOPRO CO LTD | COMMON STOCK KRW100.0 | 18090 | 697838 |
| ECOPRO HN CO LTD | COMMON STOCK KRW500.0 | 3077 | 67837 |
| ECOPRO MATERIALS CO LTD | COMMON STOCK KRW500.0 | 1850 | 81181 |
| ECOVACS ROBOTICS CO LTD A | COMMON STOCK CNY1.0 | 4800 | 30846 |
| EDENRED | COMMON STOCK EUR2.0 | 46383 | 1514710 |
| EDION CORP | COMMON STOCK | 18000 | 205127 |
| EDP RENOVAVEIS SA | COMMON STOCK EUR5.0 | 50376 | 522103 |
| EDP SA | COMMON STOCK EUR1.0 | 543964 | 1738023 |
| EDREAMS ODIGEO SL | COMMON STOCK EUR.1 | 11148 | 100431 |
| EFG INTERNATIONAL AG | COMMON STOCK CHF.5 | 15825 | 229684 |
| EGUARANTEE INC | COMMON STOCK | 4800 | 53905 |
| EGYPTIAN POUND | FOREIGN CURRENCY | 2867784 | 56419 |
| EIFFAGE | COMMON STOCK EUR4.0 | 14454 | 1268157 |
| EIKEN CHEMICAL CO LTD | COMMON STOCK | 5200 | 70575 |
| EINHELL GERMANY AG VORZUG | PREFERENCE | 852 | 55597 |
| EIRGENIX INC | COMMON STOCK TWD10.0 | 38000 | 83315 |
| EISAI CO LTD | COMMON STOCK | 46400 | 1269312 |
| EIZO CORP | COMMON STOCK | 5400 | 74862 |
| EL.EN. SPA | COMMON STOCK | 7389 | 89367 |
| ELAN MICROELECTRONICS CORP | COMMON STOCK TWD10.0 | 51054 | 234049 |
| ELANG MAHKOTA TEKNOLOGI TBK | COMMON STOCK IDR20.0 | 2500000 | 76259 |
| ELBIT SYSTEMS LTD | COMMON STOCK ILS1.0 | 5030 | 1315601 |
| ELCO LTD | COMMON STOCK ILS.25 | 1699 | 69664 |
| ELDERS LTD | COMMON STOCK | 27955 | 123702 |
| ELDORADO GOLD CORP | COMMON STOCK | 42979 | 638917 |
| ELECOM CO LTD | COMMON STOCK | 7400 | 69678 |
| ELECTRA LTD | COMMON STOCK ILS1.0 | 333 | 187408 |
| ELECTRIC POWER DEVELOPMENT C | COMMON STOCK | 25300 | 412403 |
| ELECTRICAL INDUSTRIES CO | COMMON STOCK SAR.5 | 527743 | 1016889 |
| ELECTRICITY GENERA PCL NVDR | NVDR THB10.0 | 53300 | 181468 |
| ELECTROLUX AB B | COMMON STOCK SEK5.0 | 42080 | 350640 |
| ELECTROLUX PROFESSIONAL AB B | COMMON STOCK SEK.1 | 42080 | 260876 |
| ELEKTA AB B SHS | COMMON STOCK SEK.5 | 70253 | 388668 |
| ELEMENT FLEET MANAGEMENT COR | COMMON STOCK | 75700 | 1529580 |

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| | | | |
|:---|:---|:---|:---|
| ELEMENTIS PLC | COMMON STOCK GBP.05 | 99675 | 180865 |
| ELIA GROUP SA/NV | COMMON STOCK | 5902 | 453503 |
| ELIOR GROUP | COMMON STOCK EUR.01 | 22337 | 64867 |
| ELIS SA | COMMON STOCK EUR1.0 | 34849 | 677681 |
| ELISA OYJ | COMMON STOCK | 28456 | 1230673 |
| ELITE MATERIAL CO LTD | COMMON STOCK TWD10.0 | 54000 | 1013674 |
| ELITE SEMICONDUCTOR MICROELE | COMMON STOCK TWD10.0 | 43000 | 80852 |
| ELKEM ASA | COMMON STOCK NOK5.0 | 49568 | 76488 |
| ELM CO | COMMON STOCK SAR10.0 | 6786 | 2013730 |
| ELMOS SEMICONDUCTOR SE | COMMON STOCK | 1538 | 108637 |
| EMAAR ECONOMIC CITY | COMMON STOCK SAR10.0 | 64877 | 151082 |
| EMAAR PROPERTIES PJSC | COMMON STOCK AED1.0 | 1232095 | 4310493 |
| EMBOTELLADORA ANDINA PREF B | PREFERENCE | 61136 | 185955 |
| EMBRACER GROUP AB | COMMON STOCK SEK.0013 | 147084 | 401335 |
| EMBRAER SA | COMMON STOCK | 116970 | 1071565 |
| EMEMORY TECHNOLOGY INC | COMMON STOCK TWD10.0 | 15000 | 1523912 |
| EMERA INC | COMMON STOCK | 50300 | 1879168 |
| EMIRATES NBD PJSC | COMMON STOCK AED1.0 | 331440 | 1935533 |
| EMIRATES TELECOM GROUP CO | COMMON STOCK AED1.0 | 636063 | 2826139 |
| EMMI AG REG | COMMON STOCK CHF10.0 | 364 | 295236 |
| EMPIRE CO LTD A | COMMON STOCK | 29600 | 903312 |
| EMPIRIC STUDENT PROPERTY PLC | REIT GBP.01 | 102147 | 106689 |
| EMPRESA NACIONAL DE TELECOM | COMMON STOCK | 16972 | 50391 |
| EMPRESAS CMPC SA | COMMON STOCK | 207759 | 326076 |
| EMPRESAS COPEC SA | COMMON STOCK | 87230 | 533190 |
| EMRO INC | COMMON STOCK KRW500.0 | 1768 | 77414 |
| EMS CHEMIE HOLDING AG REG | COMMON STOCK CHF.01 | 1457 | 982631 |
| EN JAPAN INC | COMMON STOCK | 6800 | 91570 |
| ENAGAS SA | COMMON STOCK EUR1.5 | 41896 | 511055 |
| ENAV SPA | COMMON STOCK | 49983 | 211067 |
| ENBRIDGE INC | COMMON STOCK | 360840 | 15307223 |
| ENCE ENERGIA Y CELULOSA SA | COMMON STOCK EUR.9 | 25415 | 81531 |
| ENCHEM CO LTD | COMMON STOCK KRW500.0 | 2176 | 192824 |
| ENDEAVOUR GROUP LTD/AUSTRALI | COMMON STOCK | 294397 | 765703 |
| ENDEAVOUR MINING PLC | COMMON STOCK USD.01 | 17683 | 316493 |
| ENDESA SA | COMMON STOCK EUR1.2 | 58957 | 1268008 |
| ENEA SA | COMMON STOCK PLN1.0 | 35851 | 112076 |
| ENEL AMERICAS SA | COMMON STOCK | 1778882 | 156062 |
| ENEL CHILE SA ADR | ADR | 105080 | 302630 |
| ENEL SPA | COMMON STOCK EUR1.0 | 1417717 | 10108965 |
| ENEOS HOLDINGS INC | COMMON STOCK | 517950 | 2694877 |
| ENERFLEX LTD | COMMON STOCK | 15504 | 154264 |
| ENERGEAN PLC | COMMON STOCK GBP.01 | 26785 | 349785 |
| ENERGIEKONTOR AG | COMMON STOCK | 1075 | 54806 |
| ENERGISA SA UNITS | UNIT | 35262 | 208181 |
| ENERGIX RENEWABLE ENERGIES | COMMON STOCK | 31751 | 108926 |
| ENERGY ABSOLUTE PCL NVDR | NVDR THB.1 | 303200 | 35155 |
| ENERGY FUELS INC | COMMON STOCK | 26300 | 135139 |

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| | | | |
|:---|:---|:---|:---|
| ENGHOUSE SYSTEMS LTD | COMMON STOCK | 7100 | 133736 |
| ENGIE | COMMON STOCK EUR1.0 | 248226 | 3933544 |
| ENGIE BRASIL ENERGIA SA | COMMON STOCK | 47875 | 275876 |
| ENGIE ENERGIA CHILE SA | COMMON STOCK | 101139 | 92238 |
| ENI SPA | COMMON STOCK | 385017 | 5218788 |
| ENLIGHT RENEWABLE ENERGY LTD | COMMON STOCK ILS.01 | 21631 | 374301 |
| ENN ENERGY HOLDINGS LTD | COMMON STOCK HKD.1 | 142000 | 1020951 |
| ENN NATURAL GAS CO LTD A | COMMON STOCK CNY1.0 | 24100 | 71484 |
| ENNOCONN CORP | COMMON STOCK TWD10.0 | 8485 | 75216 |
| ENNOSTAR INC | COMMON STOCK TWD10.0 | 109762 | 139482 |
| ENPLAS CORP | COMMON STOCK | 1200 | 36552 |
| ENTAIN PLC | COMMON STOCK EUR.01 | 114706 | 982801 |
| EO TECHNICS CO LTD | COMMON STOCK KRW500.0 | 2377 | 219470 |
| EPIROC AB A | COMMON STOCK SEK.412413 | 127555 | 2217956 |
| EPIROC AB B | COMMON STOCK SEK.412413 | 61585 | 958924 |
| EPISIL TECHNOLOGIES INC | COMMON STOCK TWD10.0 | 60000 | 90604 |
| EQB INC | COMMON STOCK | 4200 | 289024 |
| EQT AB | COMMON STOCK SEK.1 | 65119 | 1796970 |
| EQUASENS | COMMON STOCK EUR.2 | 648 | 29692 |
| EQUATORIAL ENERGIA SA ORD | COMMON STOCK | 192990 | 855790 |
| EQUINOR ASA | COMMON STOCK NOK2.5 | 127473 | 3019838 |
| EQUINOX GOLD CORP | COMMON STOCK | 43766 | 220321 |
| EQUITAL LTD | COMMON STOCK ILS1.0 | 7052 | 283733 |
| EQUITES PROPERTY FUND LTD | REIT | 65646 | 51139 |
| ERAMET | COMMON STOCK EUR3.05 | 1657 | 91710 |
| ERG SPA | COMMON STOCK EUR.1 | 10911 | 222012 |
| ERICSSON LM B SHS | COMMON STOCK SEK5.0 | 535563 | 4334866 |
| ERO COPPER CORP | COMMON STOCK | 11800 | 159007 |
| ERSTE GROUP BANK AG | COMMON STOCK | 61619 | 3805895 |
| ESKER SA | COMMON STOCK EUR2.0 | 905 | 244437 |
| ESR GROUP LTD | COMMON STOCK USD.001 | 336000 | 516461 |
| ESR REIT | REIT | 1092557 | 204208 |
| ESSENTRA PLC | COMMON STOCK GBP.25 | 49545 | 82511 |
| ESSILORLUXOTTICA | COMMON STOCK EUR.18 | 48292 | 11730946 |
| ESSITY AKTIEBOLAG B | COMMON STOCK SEK3.35 | 111537 | 2986045 |
| ETERNAL MATERIALS CO LTD | COMMON STOCK TWD10.0 | 229996 | 195221 |
| ETIHAD ETISALAT CO | COMMON STOCK SAR10.0 | 63995 | 909494 |
| EURAZEO SE | COMMON STOCK | 9475 | 700375 |
| EURO CURRENCY | FOREIGN CURRENCY | 5620765 | 5820302 |
| EUROBANK ERGASIAS SERVICES A | COMMON STOCK EUR.22 | 445586 | 1028932 |
| EUROCOMMERCIAL PROPERTIES NV | REIT EUR10.0 | 12445 | 285926 |
| EUROFINS SCIENTIFIC | COMMON STOCK EUR.1 | 25468 | 1298692 |
| EURONEXT NV | COMMON STOCK EUR1.6 | 15639 | 1752234 |
| EUROPRIS ASA | COMMON STOCK NOK1.0 | 40548 | 259670 |
| EUTELSAT COMMUNICATIONS | COMMON STOCK EUR1.0 | 30722 | 72156 |
| EVA AIRWAYS CORP | COMMON STOCK TWD10.0 | 612004 | 825982 |

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| | | | |
|:---|:---|:---|:---|
| EVE ENERGY CO LTD A | COMMON STOCK CNY1.0 | 19959 | 127569 |
| EVERBRIGHT SECURITIE CO A | COMMON STOCK CNY1.0 | 42500 | 105284 |
| EVEREST MEDICINES LTD | COMMON STOCK USD.0001 | 40000 | 249229 |
| EVERGREEN MARINE CORP LTD | COMMON STOCK TWD10.0 | 178452 | 1219297 |
| EVERLIGHT ELECTRONICS CO LTD | COMMON STOCK TWD10.0 | 146845 | 380333 |
| EVERPLAY GROUP PLC | COMMON STOCK GBP.01 | 16835 | 46418 |
| EVERTZ TECHNOLOGIES LTD | COMMON STOCK | 4800 | 42053 |
| EVN AG | COMMON STOCK | 3494 | 79519 |
| EVOLUTION AB | COMMON STOCK SEK.003 | 31666 | 2433778 |
| EVOLUTION MINING LTD | COMMON STOCK | 332057 | 994351 |
| EVONIK INDUSTRIES AG | COMMON STOCK | 43767 | 758242 |
| EVOTEC SE | COMMON STOCK | 23029 | 195503 |
| EVT LTD | COMMON STOCK | 16378 | 115696 |
| EXCHANGE INCOME CORP | COMMON STOCK | 3200 | 130941 |
| EXEDY CORP | COMMON STOCK | 4500 | 125060 |
| EXEO GROUP INC | COMMON STOCK | 33600 | 368454 |
| EXOR NV | COMMON STOCK EUR.01 | 16193 | 1478511 |
| EXPERIAN PLC | COMMON STOCK USD.1 | 165538 | 7084536 |
| EXTENDICARE INC | COMMON STOCK | 16400 | 121215 |
| EXXARO RESOURCES LTD | COMMON STOCK ZAR.01 | 44532 | 372752 |
| EZ TEC EMPREENDIMENTOS E PAR | COMMON STOCK | 27800 | 48627 |
| EZAKI GLICO CO LTD | COMMON STOCK | 8200 | 244923 |
| F+F CO LTD / NEW | COMMON STOCK KRW100.0 | 2930 | 107971 |
| FABEGE AB | COMMON STOCK SEK30.82 | 52818 | 398361 |
| FAES FARMA SA | COMMON STOCK EUR.1 | 55696 | 200703 |
| FAGRON | COMMON STOCK | 10966 | 190038 |
| FAIRFAX FINANCIAL HLDGS LTD | COMMON STOCK | 3900 | 5423446 |
| FALABELLA SA | COMMON STOCK | 139631 | 493505 |
| FANUC CORP | COMMON STOCK | 172600 | 4514157 |
| FAR EAST HORIZON LTD | COMMON STOCK | 358000 | 261312 |
| FAR EAST HOSPITALITY TRUST | STAPLED SECURITY | 150000 | 67069 |
| FAR EASTERN DEPARTMENT STORE | COMMON STOCK TWD10.0 | 296670 | 203357 |
| FAR EASTERN INTL BANK | COMMON STOCK TWD10.0 | 546320 | 219664 |
| FAR EASTERN NEW CENTURY CORP | COMMON STOCK TWD10.0 | 554461 | 532569 |
| FAR EASTONE TELECOMM CO LTD | COMMON STOCK TWD10.0 | 315000 | 857240 |
| FARADAY TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 36763 | 269038 |
| FAST RETAILING CO LTD | COMMON STOCK | 31700 | 10720525 |
| FASTIGHETS AB BALDER B SHRS | COMMON STOCK SEK1.0 | 120510 | 837108 |
| FATTAL HOLDINGS 1998 LTD | COMMON STOCK | 1411 | 202531 |
| FCC CO LTD | COMMON STOCK | 5800 | 116949 |
| FD TECHNOLOGIES PLC | COMMON STOCK GBP.005 | 3070 | 74735 |
| FDJ UNITED | COMMON STOCK | 20644 | 792736 |
| FENG HSIN STEEL CO LTD | COMMON STOCK TWD10.0 | 81000 | 171769 |
| FENG TAY ENTERPRISE CO LTD | COMMON STOCK TWD10.0 | 92961 | 375917 |
| FERRARI NV | COMMON STOCK EUR.01 | 22632 | 9664774 |
| FERRETTI SPA | COMMON STOCK | 31348 | 91377 |

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| | | | |
|:---|:---|:---|:---|
| FERROTEC HOLDINGS CORP | COMMON STOCK | 6000 | 96949 |
| FERROVIAL SE | COMMON STOCK EUR.01 | 91619 | 3851782 |
| FEVERTREE DRINKS PLC | COMMON STOCK GBP.0025 | 17865 | 150883 |
| FIBI HOLDINGS | COMMON STOCK ILS.05 | 6058 | 310078 |
| FIBRA MACQUARIE MEXICO | REIT | 137408 | 200633 |
| FIELMANN GROUP AG | COMMON STOCK | 4262 | 182708 |
| FIERA CAPITAL CORP | COMMON STOCK | 12400 | 77769 |
| FIH MOBILE LTD | COMMON STOCK USD.04 | 599000 | 70943 |
| FILA HOLDINGS CORP | COMMON STOCK KRW1000.0 | 9003 | 246387 |
| FILO CORP | COMMON STOCK | 17900 | 396160 |
| FINANCIAL PARTNERS GROUP | COMMON STOCK | 13900 | 256117 |
| FINCANTIERI SPA | COMMON STOCK | 14309 | 102682 |
| FINCANTIERI SPA | FINCANTIERI SPA IM CW24 | 6777 | 3102 |
| FINECOBANK SPA | COMMON STOCK EUR.33 | 109705 | 1907336 |
| FINNING INTERNATIONAL INC | COMMON STOCK | 28000 | 741566 |
| FINVOLUTION GROUP ADR | ADR USD.00001 | 18400 | 124936 |
| FIREFINCH LTD. | COMMON STOCK | 189262 | 47957 |
| FIRST ABU DHABI BANK PJSC | COMMON STOCK AED1.0 | 833122 | 3116510 |
| FIRST CAPITAL REAL ESTATE IN | REIT | 18300 | 215803 |
| FIRST FINANCIAL HOLDING CO | COMMON STOCK TWD10.0 | 2074867 | 1711508 |
| FIRST INTL BANK ISRAEL | COMMON STOCK ILS.05 | 8135 | 400538 |
| FIRST MAJESTIC SILVER CORP | COMMON STOCK | 55700 | 305959 |
| FIRST NATIONAL FINANCIAL COR | COMMON STOCK | 3300 | 92562 |
| FIRST PACIFIC CO | COMMON STOCK USD.01 | 425000 | 246751 |
| FIRST QUANTUM MINERALS LTD | COMMON STOCK | 133976 | 1726168 |
| FIRST RESOURCES LTD | COMMON STOCK | 125600 | 137158 |
| FIRSTGROUP PLC | COMMON STOCK GBP.05 | 126421 | 254673 |
| FIRSTRAND LTD | COMMON STOCK ZAR.01 | 777323 | 3129065 |
| FIRSTSERVICE CORP | COMMON STOCK | 7000 | 1267369 |
| FISCHER (GEORG) REG | COMMON STOCK CHF1.0 | 15408 | 1166362 |
| FISHER + PAYKEL HEALTHCARE C | COMMON STOCK | 112357 | 2413723 |
| FITIPOWER INTEGRATED TECH | COMMON STOCK TWD10.0 | 17000 | 120173 |
| FIVERR INTERNATIONAL LTD | COMMON STOCK | 5500 | 174515 |
| FLAT GLASS GROUP CO LTD A | COMMON STOCK CNY.25 | 14400 | 38789 |
| FLATEXDEGIRO AG | COMMON STOCK | 9113 | 139397 |
| FLETCHER BUILDING LTD | COMMON STOCK | 152066 | 241344 |
| FLEURY SA | COMMON STOCK | 67628 | 132094 |
| FLEX LNG LTD | COMMON STOCK USD.1 | 5497 | 123405 |
| FLEXIUM INTERCONNECT INC | COMMON STOCK TWD10.0 | 51000 | 99746 |
| FLIGHT CENTRE TRAVEL GROUP L | COMMON STOCK | 27026 | 279197 |
| FLOW TRADERS LTD | COMMON STOCK EUR3.5 | 4058 | 90772 |
| FLSMIDTH + CO A/S | COMMON STOCK DKK20.0 | 9545 | 472423 |
| FLUGHAFEN ZURICH AG REG | COMMON STOCK CHF10.0 | 3392 | 813633 |
| FLUIDRA SA | COMMON STOCK EUR1.0 | 17813 | 433835 |
| FNAC DARTY SA | COMMON STOCK EUR1.0 | 1285 | 37909 |
| FOCALTECH SYSTEMS CO LTD | COMMON STOCK TWD10.0 | 37000 | 100016 |

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| | | | |
|:---|:---|:---|:---|
| FOCUS MEDIA INFORMATION TE A | COMMON STOCK CNY1.0 | 227600 | 218820 |
| FOMENTO ECONOMICO MEXICA UBD | UNIT | 352800 | 3015116 |
| FOOD + LIFE COMPANIES LTD | COMMON STOCK | 18000 | 379491 |
| FOOSUNG CO LTD | COMMON STOCK KRW500.0 | 9840 | 32894 |
| FORBO HOLDING AG REG | COMMON STOCK CHF.1 | 190 | 158074 |
| FORMOSA CHEMICALS + FIBRE | COMMON STOCK TWD10.0 | 641582 | 534853 |
| FORMOSA INTERNATIONAL HOTELS | COMMON STOCK TWD10.0 | 21000 | 122164 |
| FORMOSA PLASTICS CORP | COMMON STOCK TWD10.0 | 697528 | 753232 |
| FORMOSA TAFFETA CO. | COMMON STOCK TWD10.0 | 209319 | 116920 |
| FORMULA SYSTEMS (1985) LTD | COMMON STOCK ILS1.0 | 1761 | 147892 |
| FORTERRA PLC | COMMON STOCK | 37610 | 76214 |
| FORTESCUE LTD | COMMON STOCK | 306072 | 3435020 |
| FORTIS INC | COMMON STOCK | 92070 | 3823767 |
| FORTNOX AB | COMMON STOCK SEK.002 | 115640 | 752600 |
| FORTRESS REAL EST INV LTD B | COMMON STOCK | 476346 | 511435 |
| FORTUM OYJ | COMMON STOCK EUR3.4 | 83433 | 1167599 |
| FORTUNA MINING CORP | COMMON STOCK | 49610 | 212831 |
| FORTUNE ELECTRIC CO LTD | COMMON STOCK TWD10.0 | 20900 | 357611 |
| FORTUNE REIT | REIT | 249000 | 127899 |
| FORVIA SE | COMMON STOCK EUR7.0 | 28211 | 253628 |
| FORVIA SE | COMMON STOCK EUR7.0 | 2844 | 25556 |
| FOSHAN HAITIAN FLAVOURING A | COMMON STOCK CNY1.0 | 55185 | 346276 |
| FOSUN INTERNATIONAL LTD | COMMON STOCK | 438698 | 256398 |
| FOUNDER SECURITIES CO LTD A | COMMON STOCK CNY1.0 | 147900 | 168487 |
| FOXCONN INDUSTRIAL INTERNE A | COMMON STOCK CNY1.0 | 149900 | 440732 |
| FOXCONN TECHNOLOGY CO LTD | COMMON STOCK TWD10.0 | 163496 | 370395 |
| FP CORP | COMMON STOCK | 8200 | 145454 |
| FRANCO NEVADA CORP | COMMON STOCK | 35868 | 4212782 |
| FRAPORT AG FRANKFURT AIRPORT | COMMON STOCK | 6568 | 397838 |
| FRASER + NEAVE HOLDINGS BHD | COMMON STOCK | 37300 | 235045 |
| FRASERS CENTREPOINT TRUST | REIT | 195460 | 302307 |
| FRASERS GROUP PLC | COMMON STOCK GBP.1 | 35651 | 270680 |
| FRASERS HOSPITALITY TRUST | STAPLED SECURITY | 130100 | 55785 |
| FRASERS LOGISTICS + COMMERCI | REIT | 466798 | 300924 |
| FREEE KK | COMMON STOCK | 5600 | 107039 |
| FREEHOLD ROYALTIES LTD | COMMON STOCK | 20300 | 180529 |
| FREENET AG | COMMON STOCK | 27441 | 782396 |
| FRESENIUS MEDICAL CARE AG | COMMON STOCK | 38455 | 1750329 |
| FRESENIUS SE + CO KGAA | COMMON STOCK | 78312 | 2719211 |
| FRONTIER REAL ESTATE INVEST | REIT | 425 | 209984 |
| FRONTKEN CORP BHD | COMMON STOCK | 151500 | 150844 |
| FRONTLINE PLC | COMMON STOCK | 22395 | 308388 |
| FU SHOU YUAN INTERNATIONAL | COMMON STOCK USD.01 | 158000 | 78512 |
| FUBON FINANCIAL HOLDING CO | COMMON STOCK TWD10.0 | 1411099 | 3875716 |
| FUCHS SE PREF | PREFERENCE | 12458 | 537365 |
| FUFENG GROUP LTD | COMMON STOCK HKD.1 | 431000 | 304054 |
| FUGRO NV | COMMON STOCK EUR.05 | 17069 | 294545 |
| FUJI CO LTD | COMMON STOCK | 3200 | 41907 |

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| | | | |
|:---|:---|:---|:---|
| FUJI CORP/AICHI | COMMON STOCK | 13200 | 199991 |
| FUJI ELECTRIC CO LTD | COMMON STOCK | 21800 | 1167942 |
| FUJI KYUKO CO LTD | COMMON STOCK | 3700 | 52335 |
| FUJI MEDIA HOLDINGS INC | COMMON STOCK | 7900 | 86494 |
| FUJI OIL CO LTD /OSAKA | COMMON STOCK | 8900 | 200272 |
| FUJI SEAL INTERNATIONAL INC | COMMON STOCK | 1500 | 24108 |
| FUJI SOFT INC | COMMON STOCK | 8800 | 555048 |
| FUJIFILM HOLDINGS CORP | COMMON STOCK | 188700 | 3920570 |
| FUJIKURA LTD | COMMON STOCK | 40000 | 1637117 |
| FUJIMI INC | COMMON STOCK | 8700 | 131264 |
| FUJITEC CO LTD | COMMON STOCK | 11700 | 453237 |
| FUJITSU GENERAL LTD | COMMON STOCK | 11100 | 163258 |
| FUJITSU LIMITED | COMMON STOCK | 290000 | 5099809 |
| FUJIYA CO LTD | COMMON STOCK | 1900 | 31856 |
| FUKUDA DENSHI CO LTD | COMMON STOCK | 2300 | 106009 |
| FUKUOKA FINANCIAL GROUP INC | COMMON STOCK | 28600 | 718214 |
| FUKUOKA REIT CORP | REIT | 125 | 115026 |
| FUKUYAMA TRANSPORTING CO LTD | COMMON STOCK | 5100 | 119664 |
| FULGENT SUN INTERNATIONAL | COMMON STOCK TWD10.0 | 32221 | 116522 |
| FUNAI SOKEN HOLDINGS INC | COMMON STOCK | 6800 | 103430 |
| FURUKAWA CO LTD | COMMON STOCK | 4800 | 48699 |
| FURUKAWA ELECTRIC CO LTD | COMMON STOCK | 12200 | 508777 |
| FUSO CHEMICAL CO LTD | COMMON STOCK | 3800 | 85192 |
| FUTU HOLDINGS LTD ADR | ADR USD.00001 | 10500 | 839895 |
| FUTURE CORP | COMMON STOCK | 7200 | 84377 |
| FUTURE PLC | COMMON STOCK GBP.15 | 19405 | 224271 |
| FUYAO GLASS INDUSTRY GROUP A | COMMON STOCK CNY1.0 | 21800 | 186228 |
| FUYAO GLASS INDUSTRY GROUP H | COMMON STOCK CNY1.0 | 98000 | 705862 |
| FUYO GENERAL LEASE CO LTD | COMMON STOCK | 3000 | 221701 |
| G 7 HOLDINGS INC | COMMON STOCK | 2800 | 26156 |
| G CITY LTD | COMMON STOCK ILS1.0 | 16715 | 62251 |
| G TEKT CORP | COMMON STOCK | 3700 | 41050 |
| G8 EDUCATION LTD | COMMON STOCK | 87598 | 70785 |
| GALAPAGOS NV | COMMON STOCK | 7513 | 206018 |
| GALAXY ENTERTAINMENT GROUP L | COMMON STOCK | 405000 | 1720531 |
| GALAXYCORE INC A | COMMON STOCK CNY1.0 | 64572 | 118699 |
| GALENICA AG | COMMON STOCK CHF.1 | 9768 | 801602 |
| GALILEI CO LTD | COMMON STOCK | 4400 | 73501 |
| GALP ENERGIA SGPS SA | COMMON STOCK EUR1.0 | 88366 | 1464435 |
| GAMES WORKSHOP GROUP PLC | COMMON STOCK GBP.05 | 6390 | 1060102 |
| GAMMA COMMUNICATIONS PLC | COMMON STOCK GBP.0025 | 13851 | 265395 |
| GAMUDA BHD | COMMON STOCK | 915412 | 971590 |
| GANFENG LITHIUM GROUP CO L A | COMMON STOCK CNY1.0 | 53700 | 257190 |
| GAV YAM LANDS CORP LTD | COMMON STOCK ILS1.0 | 1 | 5 |
| GAZPROM PJSC | COMMON STOCK RUB5.0 | 214900 | 226414 |
| GAZTRANSPORT ET TECHNIGA SA | COMMON STOCK EUR.01 | 7005 | 932965 |
| GB GROUP PLC | COMMON STOCK GBP.025 | 31809 | 135420 |
| GCL TECHNOLOGY HOLDINGS LTD | COMMON STOCK HKD.1 | 4285000 | 595756 |

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| | | | |
|:---|:---|:---|:---|
| GD POWER DEVELOPMENT CO A | COMMON STOCK CNY1.0 | 181200 | 113616 |
| GDI INTEGRATED FACILITY SERV | COMMON STOCK | 2300 | 62769 |
| GDS HOLDINGS LTD CL A | COMMON STOCK USD.00005 | 120000 | 352216 |
| GEA GROUP AG | COMMON STOCK | 34116 | 1689446 |
| GEBERIT AG REG | COMMON STOCK CHF.1 | 5920 | 3345828 |
| GECINA SA | REIT EUR7.5 | 8057 | 754842 |
| GEELY AUTOMOBILE HOLDINGS LT | COMMON STOCK HKD.02 | 1186000 | 2262697 |
| GEK TERNA SA | COMMON STOCK EUR.57 | 9762 | 186806 |
| GEM CO LTD A | COMMON STOCK CNY1.0 | 48600 | 43414 |
| GEMDALE PROPERTIES AND INVES | COMMON STOCK HKD.1 | 876000 | 31012 |
| GENERAL INTERFACE SOLUTION | COMMON STOCK TWD10.0 | 36000 | 55365 |
| GENERALI | COMMON STOCK | 171732 | 4849383 |
| GENERTEC UNIVERSAL MEDICAL G | COMMON STOCK | 172000 | 109826 |
| GENESIS MINERALS LTD | COMMON STOCK | 224878 | 345715 |
| GENIUS ELECTRONIC OPTICAL CO | COMMON STOCK TWD10.0 | 9713 | 149556 |
| GENKY DRUGSTORES CO LTD | COMMON STOCK | 3600 | 71214 |
| GENMAB A/S | COMMON STOCK DKK1.0 | 12228 | 2547195 |
| GENOMMA LAB INTERNACIONAL B | COMMON STOCK | 135400 | 163644 |
| GENSCRIPT BIOTECH CORP | COMMON STOCK USD.001 | 196000 | 248282 |
| GENTERA SAB DE CV | COMMON STOCK | 166400 | 194468 |
| GENTING BHD | COMMON STOCK | 385800 | 332853 |
| GENTING MALAYSIA BHD | COMMON STOCK | 558250 | 281799 |
| GENTING SINGAPORE LTD | COMMON STOCK | 1221199 | 684843 |
| GENUIT GROUP PLC | COMMON STOCK GBP.001 | 37837 | 184580 |
| GENUS PLC | COMMON STOCK GBP.1 | 11171 | 215930 |
| GERDAU SA PREF | PREFERENCE | 256306 | 744503 |
| GERRESHEIMER AG | COMMON STOCK | 5628 | 413739 |
| GESTAMP AUTOMOCION SA | COMMON STOCK EUR.5 | 30675 | 78775 |
| GETAC HOLDINGS CORP | COMMON STOCK TWD10.0 | 70000 | 225141 |
| GETINGE AB B SHS | COMMON STOCK SEK.5 | 43022 | 706667 |
| GETLINK SE | COMMON STOCK EUR.4 | 51855 | 825245 |
| GF SECURITIES CO LTD A | COMMON STOCK CNY1.0 | 49100 | 108850 |
| GFL ENVIRONMENTAL INC SUB VT | COMMON STOCK | 40000 | 1782228 |
| GFT TECHNOLOGIES SE | COMMON STOCK | 2894 | 66380 |
| GIANT MANUFACTURING | COMMON STOCK TWD10.0 | 66320 | 285791 |
| GIBSON ENERGY INC | COMMON STOCK | 26900 | 457872 |
| GIGABYTE TECHNOLOGY CO LTD | COMMON STOCK TWD10.0 | 93000 | 768603 |
| GIGADEVICE SEMICONDUCTO CL A | COMMON STOCK CNY1.0 | 6860 | 100229 |
| GILDAN ACTIVEWEAR INC | COMMON STOCK | 34300 | 1613402 |
| GINLONG TECHNOLOGIES CO LT A | COMMON STOCK CNY1.0 | 3750 | 31313 |
| GIVAUDAN REG | COMMON STOCK CHF10.0 | 1674 | 7346472 |
| GJENSIDIGE FORSIKRING ASA | COMMON STOCK NOK2.0 | 37731 | 668390 |
| GLANBIA PLC | COMMON STOCK EUR.06 | 38490 | 531138 |
| GLENCORE PLC | COMMON STOCK USD.01 | 1746903 | 7683976 |
| GLENVEAGH PROPERTIES PLC | COMMON STOCK EUR.001 | 137068 | 227028 |
| GLOBAL BRANDS MANUFACTURE | COMMON STOCK TWD10.0 | 78000 | 136293 |
| GLOBAL DOMINION ACCESS SA | COMMON STOCK EUR1.0 | 18069 | 52389 |
| GLOBAL E ONLINE LTD | COMMON STOCK | 16300 | 888839 |

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| | | | |
|:---|:---|:---|:---|
| GLOBAL MIXED MODE TECHNOLOGY | COMMON STOCK TWD10.0 | 12000 | 87577 |
| GLOBAL ONE REIT | REIT | 166 | 104401 |
| GLOBAL UNICHIP CORP | COMMON STOCK TWD10.0 | 16079 | 660217 |
| GLOBALWAFERS CO LTD | COMMON STOCK TWD10.0 | 40000 | 463796 |
| GLORIA MATERIAL TECHNOLOGY | COMMON STOCK TWD10.0 | 99000 | 140420 |
| GLORY LTD | COMMON STOCK | 8200 | 134382 |
| GLP J REIT | REIT | 329 | 257837 |
| GMO FINANCIAL HOLDINGS INC | COMMON STOCK | 12200 | 52976 |
| GMO INTERNET GROUP INC | COMMON STOCK | 12700 | 214878 |
| GMO PAYMENT GATEWAY INC | COMMON STOCK | 7100 | 356846 |
| GN STORE NORD A/S | COMMON STOCK DKK4.0 | 21974 | 408067 |
| GNI GROUP LTD | COMMON STOCK | 8100 | 173564 |
| GOEASY LTD | COMMON STOCK | 2100 | 243423 |
| GOERTEK INC A | COMMON STOCK CNY1.0 | 35300 | 124693 |
| GOLD CIRCUIT ELECTRONICS LTD | COMMON STOCK TWD10.0 | 54900 | 402872 |
| GOLD FIELDS LTD | COMMON STOCK ZAR.5 | 161798 | 2118722 |
| GOLD ROAD RESOURCES LTD | COMMON STOCK | 210087 | 267744 |
| GOLDEN AGRI RESOURCES LTD | COMMON STOCK USD.025 | 1230887 | 238422 |
| GOLDEN OCEAN GROUP LTD | COMMON STOCK | 18575 | 161574 |
| GOLDSUN BUILDING MATERIALS C | COMMON STOCK TWD10.0 | 151000 | 227557 |
| GOLDWIN INC | COMMON STOCK | 3800 | 212365 |
| GOLDWIND SCIENCE + TECHNOL A | COMMON STOCK CNY1.0 | 37600 | 53133 |
| GOODMAN GROUP | REIT | 310235 | 6848892 |
| GOODMAN PROPERTY TRUST | REIT | 201552 | 226954 |
| GOTION HIGH TECH CO LTD A | COMMON STOCK CNY1.0 | 13000 | 37742 |
| GOTO GOJEK TOKOPEDIA TBK PT | COMMON STOCK IDR1.0 | 146510300 | 635393 |
| GOURMET MASTER CO LTD | COMMON STOCK TWD10.0 | 15456 | 45587 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 84625101 | 84625101 |
| GPS PARTICIPACOES E EMPREEND | COMMON STOCK | 73800 | 166974 |
| GPT GROUP | REIT | 372416 | 1007909 |
| GRAB HOLDINGS LTD CL A | COMMON STOCK USD.000001 | 327400 | 1545328 |
| GRAFTON GROUP PLC UTS CDI | UNIT EUR.05 | 38773 | 465807 |
| GRAINCORP LTD A | COMMON STOCK | 39952 | 181352 |
| GRAINGER PLC | COMMON STOCK GBP.05 | 115496 | 325556 |
| GRAND CITY PROPERTIES | COMMON STOCK EUR.1 | 20820 | 253398 |
| GRAND KOREA LEISURE CO LTD | COMMON STOCK KRW500.0 | 9085 | 67549 |
| GRAND PACIFIC PETROCHEMICAL | COMMON STOCK TWD10.0 | 165346 | 52629 |
| GRAND PHARMACEUTICAL GROUP L | COMMON STOCK HKD.01 | 148000 | 91453 |
| GRANGES AB | COMMON STOCK SEK1.339775 | 17962 | 213877 |
| GRANITE REAL ESTATE INVESTME | REIT | 5400 | 261927 |
| GRAPE KING BIO LTD | COMMON STOCK TWD10.0 | 20000 | 91056 |
| GREAT PORTLAND ESTATES PLC | REIT GBP.1526316 | 39211 | 141416 |
| GREAT TREE PHARMACY CO LTD | COMMON STOCK TWD10.0 | 10528 | 46921 |
| GREAT WALL ENTERPRISES | COMMON STOCK TWD10.0 | 115828 | 182045 |
| GREAT WALL MOTOR CO LTD A | COMMON STOCK CNY1.0 | 22800 | 82108 |
| GREAT WALL MOTOR CO LTD H | COMMON STOCK CNY1.0 | 571500 | 1004987 |

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| | | | |
|:---|:---|:---|:---|
| GREAT WEST LIFECO INC | COMMON STOCK | 50518 | 1674449 |
| GREATEK ELECTRONICS INC | COMMON STOCK TWD10.0 | 27000 | 48236 |
| GREATLAND GOLD PLC | COMMON STOCK GBP.001 | 620632 | 49385 |
| GREE ELECTRIC APPLIANCES I A | COMMON STOCK CNY1.0 | 30000 | 186514 |
| GREE HOLDINGS INC | COMMON STOCK | 18400 | 53103 |
| GREEN CROSS CORP | COMMON STOCK KRW5000.0 | 1448 | 174828 |
| GREEN CROSS HOLDINGS CORP | COMMON STOCK KRW500.0 | 6826 | 79774 |
| GREENCORE GROUP PLC | COMMON STOCK GBP.01 | 76568 | 185798 |
| GREENTOWN CHINA HOLDINGS | COMMON STOCK HKD.1 | 149000 | 177620 |
| GREENTOWN SERVICE GROUP CO L | COMMON STOCK HKD.00001 | 178000 | 87763 |
| GREGGS PLC | COMMON STOCK GBP.02 | 17360 | 603829 |
| GRENDENE SA | COMMON STOCK | 27900 | 22038 |
| GRENERGY RENOVABLES | COMMON STOCK | 3157 | 106735 |
| GRENKE AG | COMMON STOCK | 5191 | 82909 |
| GRG BANKING EQUIPMENT CO A | COMMON STOCK CNY1.0 | 49300 | 78679 |
| GRIEG SEAFOOD ASA | COMMON STOCK NOK4.0 | 19077 | 104331 |
| GRIFOLS SA | COMMON STOCK EUR.25 | 50928 | 482428 |
| GRINDROD LTD | COMMON STOCK ZAR.00002 | 29562 | 18737 |
| GROUPE BRUXELLES LAMBERT NV | COMMON STOCK | 18708 | 1278464 |
| GROWTHPOINT PROPERTIES LTD | REIT | 545572 | 368051 |
| GRUMA S.A.B. B | COMMON STOCK | 36165 | 566841 |
| GRUPA AZOTY SA | COMMON STOCK PLN5.0 | 8272 | 37443 |
| GRUPA KETY SA | COMMON STOCK PLN2.5 | 1105 | 182567 |
| GRUPO AEROPORT DEL PACIFIC B | COMMON STOCK | 65700 | 1158177 |
| GRUPO AEROPORT DEL SURESTE B | COMMON STOCK | 35795 | 920459 |
| GRUPO AEROPORTUARIO DEL CENT | COMMON STOCK | 57359 | 495059 |
| GRUPO BIMBO SAB SERIES A | COMMON STOCK | 275200 | 731123 |
| GRUPO CARSO SAB DE CV SER A1 | COMMON STOCK | 100465 | 557002 |
| GRUPO CEMENTOS CHIHUAHUA | COMMON STOCK | 29100 | 260942 |
| GRUPO FINANCIERO BANORTE O | COMMON STOCK MXN3.5 | 471736 | 3039448 |
| GRUPO FINANCIERO INBURSA O | COMMON STOCK MXN.4137108 | 398100 | 830749 |
| GRUPO MATEUS SA | COMMON STOCK | 88800 | 91724 |
| GRUPO MEXICO SAB DE CV SER B | COMMON STOCK | 570009 | 2712051 |
| GRUPO TELEVISA SAB SER CPO | UNIT | 414000 | 137584 |
| GS ENGINEERING + CONSTRUCT | COMMON STOCK KRW5000.0 | 12042 | 140935 |
| GS HOLDINGS | COMMON STOCK KRW5000.0 | 10571 | 281156 |
| GS RETAIL CO LTD | COMMON STOCK KRW1000.0 | 11125 | 124028 |
| GS YUASA CORP | COMMON STOCK | 11200 | 186534 |
| GSK PLC | COMMON STOCK GBP.3125 | 736103 | 12334396 |
| GT CAPITAL HOLDINGS INC | COMMON STOCK PHP10.0 | 30672 | 347601 |
| GUANGDONG HAID GROUP CO A | COMMON STOCK CNY1.0 | 17200 | 115388 |
| GUANGDONG INVESTMENT LTD | COMMON STOCK | 638000 | 551108 |
| GUANGHUI ENERGY CO LTD A | COMMON STOCK CNY1.0 | 90500 | 83348 |
| GUANGZHOU BAIYUNSHAN PHAR A | COMMON STOCK CNY1.0 | 15300 | 59498 |
| GUANGZHOU HAIGE COMMUNICAT A | COMMON STOCK CNY1.0 | 24900 | 37409 |
| GUANGZHOU TINCI MATERIALS A | COMMON STOCK CNY1.0 | 19400 | 52317 |

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| | | | |
|:---|:---|:---|:---|
| GUDENG PRECISION INDUSTRIAL | COMMON STOCK TWD10.0 | 12000 | 177425 |
| GULF BANK | COMMON STOCK KWD.1 | 322468 | 340628 |
| GULF CABLES + ELECTRICAL IND | COMMON STOCK KWD.1 | 71122 | 415247 |
| GULF ENERGY DEVELOPM FOREIGN | FOREIGN SH. THB1.0 A | 215050 | 374595 |
| GULF ENERGY DEVELOPMENT NVDR | NVDR THB1.0 | 341500 | 594858 |
| GULF NAVIGATION HOLDING PJSC | COMMON STOCK AED1.0 | 238379 | 345236 |
| GUNGHO ONLINE ENTERTAINMENT | COMMON STOCK | 7920 | 167030 |
| GUNMA BANK LTD/THE | COMMON STOCK | 71100 | 476445 |
| GUNZE LTD | COMMON STOCK | 4200 | 145232 |
| GUOSEN SECURITIES CO LTD A | COMMON STOCK CNY1.0 | 53400 | 81803 |
| GUOTAI HAITONG SECURITIES CO | COMMON STOCK CNY1.0 | 81800 | 208767 |
| GUOTAI JUNAN INTERNATIONAL | COMMON STOCK | 513000 | 73965 |
| GUSHENGTANG HOLDINGS LTD | COMMON STOCK USD.0001 | 32500 | 141414 |
| GVS SPA | COMMON STOCK | 11827 | 59887 |
| H I S CO LTD | COMMON STOCK | 7200 | 66166 |
| H LUNDBECK A/S | COMMON STOCK DKK1.0 | 47848 | 274453 |
| H LUNDBECK A/S A SHS | COMMON STOCK DKK1.0 | 11962 | 55458 |
| H WORLD GROUP LTD ADR | ADR | 36500 | 1205595 |
| H.U. GROUP HOLDINGS INC | COMMON STOCK | 9200 | 149077 |
| H+R REAL ESTATE INV REIT UTS | REIT | 25900 | 167120 |
| H2O RETAILING CORP | COMMON STOCK | 17300 | 251886 |
| HACHIJUNI BANK LTD/THE | COMMON STOCK | 63900 | 406975 |
| HAFNIA LTD | COMMON STOCK USD.01 | 55535 | 297468 |
| HAICHANG OCEAN PARK HOLDINGS | COMMON STOCK USD.00005 | 769000 | 55438 |
| HAIDILAO INTERNATIONAL HOLDI | COMMON STOCK USD.000005 | 301000 | 616109 |
| HAIER SMART HOME CO LTD A | COMMON STOCK CNY1.0 | 143121 | 557443 |
| HAIER SMART HOME CO LTD H | COMMON STOCK CNY1.0 | 374400 | 1325446 |
| HAINAN AIRLINES HOLDING CO A | COMMON STOCK CNY1.0 | 1338300 | 311126 |
| HAINAN MEILAN INTERNATIONA H | COMMON STOCK CNY1.0 | 23000 | 27240 |
| HAITIAN INTERNATIONAL HLDGS | COMMON STOCK HKD.1 | 172000 | 467202 |
| HAITONG SECURITIES CO LTD A | COMMON STOCK CNY1.0 | 88100 | 134055 |
| HAITONG SECURITIES CO LTD H | COMMON STOCK CNY1.0 | 575200 | 507228 |
| HAKUHODO DY HOLDINGS INC | COMMON STOCK | 32900 | 249279 |
| HALEON PLC | COMMON STOCK GBP.01 | 1341372 | 6321221 |
| HALFORDS GROUP PLC | COMMON STOCK GBP.01 | 33719 | 55165 |
| HALMA PLC | COMMON STOCK GBP.1 | 66719 | 2234167 |
| HALOWS CO LTD | COMMON STOCK | 1600 | 46724 |
| HALWANI BROS CO | COMMON STOCK SAR10.0 | 2099 | 29663 |
| HAMAKYOREX CO LTD | COMMON STOCK | 16400 | 139936 |
| HAMAMATSU PHOTONICS KK | COMMON STOCK | 47400 | 526706 |
| HAMBORNER REIT AG | REIT | 12365 | 80665 |
| HAMMERSON PLC | REIT GBP.5 | 80105 | 280455 |
| HANA FINANCIAL GROUP | COMMON STOCK KRW5000.0 | 56358 | 2155094 |
| HANA MICROELECTRONICS FOREIG | FOREIGN SH. THB1.0 A | 93600 | 67808 |
| HANA MICRON INC | COMMON STOCK KRW500.0 | 7101 | 43706 |
| HANA TOUR SERVICE INC | COMMON STOCK KRW500.0 | 2961 | 109129 |

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| | | | |
|:---|:---|:---|:---|
| HANALL BIOPHARMA CO LTD | COMMON STOCK KRW500.0 | 7618 | 197328 |
| HANG LUNG PROPERTIES LTD | COMMON STOCK | 321341 | 257720 |
| HANG SENG BANK LTD | COMMON STOCK | 149300 | 1836471 |
| HANGZHOU FIRST APPLIED MAT A | COMMON STOCK CNY1.0 | 25793 | 52222 |
| HANGZHOU SILAN MICROELECTR A | COMMON STOCK CNY1.0 | 13300 | 47365 |
| HANGZHOU TIGERMED CONSULTI A | COMMON STOCK CNY1.0 | 8200 | 61222 |
| HANGZHOU TURBINE POWER CO B | COMMON STOCK CNY1.0 | 78156 | 103330 |
| HANKOOK + CO | COMMON STOCK KRW500.0 | 11008 | 126431 |
| HANKOOK TIRE + TECHNOLOGY CO | COMMON STOCK KRW500.0 | 16341 | 425719 |
| HANKYU HANSHIN HOLDINGS INC | COMMON STOCK | 45900 | 1195522 |
| HANKYU HANSHIN REIT INC | REIT | 103 | 79824 |
| HANMI PHARM CO LTD | COMMON STOCK KRW2500.0 | 1572 | 299153 |
| HANMI SCIENCE CO LTD | COMMON STOCK KRW500.0 | 3575 | 71416 |
| HANMI SEMICONDUCTOR CO LTD | COMMON STOCK KRW100.0 | 7201 | 391911 |
| HANNOVER RUECK SE | COMMON STOCK | 10993 | 2747705 |
| HANNSTAR DISPLAY CORP | COMMON STOCK TWD10.0 | 799703 | 205072 |
| HANON SYSTEMS | COMMON STOCK KRW100.0 | 46150 | 125569 |
| HANSEN TECHNOLOGIES LTD | COMMON STOCK | 34776 | 115032 |
| HANSOH PHARMACEUTICAL GROUP | COMMON STOCK HKD.00001 | 202000 | 449354 |
| HANSOL CHEMICAL CO LTD | COMMON STOCK KRW5000.0 | 1536 | 101055 |
| HANSSEM CO LTD | COMMON STOCK KRW1000.0 | 3290 | 105567 |
| HANWA CO LTD | COMMON STOCK | 5700 | 178719 |
| HANWHA AEROSPACE CO LTD | COMMON STOCK KRW5000.0 | 5871 | 1296520 |
| HANWHA CORPORATION | COMMON STOCK KRW5000.0 | 9450 | 171330 |
| HANWHA LIFE INSURANCE CO LTD | COMMON STOCK KRW5000.0 | 49020 | 81349 |
| HANWHA OCEAN CO LTD | COMMON STOCK KRW5000.0 | 9716 | 242607 |
| HANWHA SOLUTIONS CORP | COMMON STOCK KRW5000.0 | 23326 | 252360 |
| HANWHA SYSTEMS CO LTD | COMMON STOCK KRW5000.0 | 9242 | 140212 |
| HANWHA VISION CO LTD | COMMON STOCK KRW500.0 | 6503 | 137196 |
| HAPVIDA PARTICIPACOES E INVE | COMMON STOCK | 836043 | 301744 |
| HARBIN ELECTRIC CO LTD H | COMMON STOCK CNY1.0 | 262000 | 85333 |
| HARBOUR ENERGY PLC | COMMON STOCK GBP.00002 | 132087 | 424345 |
| HAREL INSURANCE INVESTMENTS | COMMON STOCK ILS.1 | 21493 | 297238 |
| HARGREAVES LANSDOWN PLC | COMMON STOCK GBP.004 | 60241 | 828327 |
| HARMONIC DRIVE SYSTEMS INC | COMMON STOCK | 11400 | 240150 |
| HARMONY GOLD MINING CO LTD | COMMON STOCK ZAR.5 | 103849 | 829251 |
| HARTALEGA HOLDINGS BHD | COMMON STOCK | 214000 | 188847 |
| HARVEY NORMAN HOLDINGS LTD | COMMON STOCK | 103617 | 299699 |
| HASEKO CORP | COMMON STOCK | 43500 | 559674 |
| HAVAS NV | COMMON STOCK EUR.2 | 132633 | 222823 |
| HAYS PLC | COMMON STOCK GBP.01 | 283890 | 285127 |
| HAZAMA ANDO CORP | COMMON STOCK | 35000 | 265044 |
| HD HYUNDAI | COMMON STOCK KRW1000.0 | 8620 | 463440 |
| HD HYUNDAI CONSTRUCTION EQUI | COMMON STOCK KRW5000.0 | 2466 | 97591 |
| HD HYUNDAI ELECTRIC CO LTD | COMMON STOCK KRW5000.0 | 5155 | 1308344 |
| HD HYUNDAI HEAVY INDUSTRIES | COMMON STOCK KRW5000.0 | 4335 | 846046 |

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| | | | |
|:---|:---|:---|:---|
| HD HYUNDAI INFRACORE CO LTD | COMMON STOCK KRW1000.0 | 22188 | 103754 |
| HD HYUNDAI MIPO | COMMON STOCK KRW5000.0 | 7098 | 646579 |
| HD KOREA SHIPBUILDING + OFFS | COMMON STOCK KRW5000.0 | 6758 | 1045548 |
| HDC HYUNDAI DEVELOPMENT CO E | COMMON STOCK KRW5000.0 | 10736 | 130990 |
| HEADWATER EXPLORATION INC | COMMON STOCK | 32400 | 148911 |
| HEALIUS LTD | COMMON STOCK | 124224 | 105309 |
| HEALTH AND HAPPINESS H+H INT | COMMON STOCK HKD.01 | 27500 | 31331 |
| HEIDELBERG MATERIALS AG | COMMON STOCK | 25849 | 3192395 |
| HEINEKEN HOLDING NV | COMMON STOCK EUR1.6 | 18616 | 1112637 |
| HEINEKEN NV | COMMON STOCK EUR1.6 | 43005 | 3052516 |
| HEIWA CORP | COMMON STOCK | 7000 | 108382 |
| HEIWA REAL ESTATE CO LTD | COMMON STOCK | 6100 | 168552 |
| HEIWA REAL ESTATE REIT INC | REIT | 154 | 117798 |
| HEIWADO CO LTD | COMMON STOCK | 6100 | 89041 |
| HELIA GROUP LTD | COMMON STOCK | 69856 | 192926 |
| HELIOS TOWERS PLC | COMMON STOCK GBP.01 | 124229 | 142069 |
| HELLENIC TELECOMMUN ORGANIZA | COMMON STOCK EUR2.83 | 40345 | 621645 |
| HELLENIQ ENERGY HOLDINGS SA | COMMON STOCK EUR2.18 | 28697 | 224651 |
| HELLO GROUP INC SPN ADR | ADR USD.0001 | 28800 | 222048 |
| HELLOFRESH SE | COMMON STOCK | 27934 | 340118 |
| HELVETIA HOLDING AG REG | COMMON STOCK CHF.02 | 7680 | 1266979 |
| HEMNET GROUP AB | COMMON STOCK SEK.765774 | 8916 | 270794 |
| HENAN SHUANGHUI INVESTMENT A | COMMON STOCK CNY1.0 | 25900 | 92031 |
| HENDERSON LAND DEVELOPMENT | COMMON STOCK | 245883 | 747023 |
| HENGAN INTL GROUP CO LTD | COMMON STOCK HKD.1 | 130500 | 377155 |
| HENGLI PETROCHEMICAL CO L A | COMMON STOCK CNY1.0 | 48899 | 102678 |
| HENKEL AG + CO KGAA | COMMON STOCK | 15079 | 1161132 |
| HENKEL AG + CO KGAA VOR PREF | PREFERENCE | 34134 | 2995271 |
| HENNES + MAURITZ AB B SHS | COMMON STOCK | 101779 | 1371366 |
| HENSOLDT AG | COMMON STOCK | 12497 | 446254 |
| HERA SPA | COMMON STOCK EUR1.0 | 142375 | 505977 |
| HERFY FOOD SERVICES CO | COMMON STOCK SAR10.0 | 3840 | 25652 |
| HERMES INTERNATIONAL | COMMON STOCK | 5290 | 12616566 |
| HEXAGON AB B SHS | COMMON STOCK EUR.22 | 375136 | 3563932 |
| HEXATRONIC GROUP AB | COMMON STOCK SEK.05 | 54355 | 177954 |
| HEXPOL AB | COMMON STOCK SEK.2 | 46077 | 429073 |
| HIAB OYJ | COMMON STOCK | 7103 | 377305 |
| HIDAY HIDAKA CORP | COMMON STOCK | 6900 | 121997 |
| HIDROVIAS DO BRASIL SA | COMMON STOCK | 137000 | 60973 |
| HIGHWEALTH CONSTRUCTION CORP | COMMON STOCK TWD10.0 | 310433 | 410333 |
| HIKARI TSUSHIN INC | COMMON STOCK | 3800 | 828389 |
| HIKMA PHARMACEUTICALS PLC | COMMON STOCK GBP.1 | 29511 | 734856 |
| HILAN LTD | COMMON STOCK ILS1.0 | 2594 | 153989 |
| HILL + SMITH PLC | COMMON STOCK GBP.25 | 13635 | 316547 |
| HINO MOTORS LTD | COMMON STOCK | 49000 | 174617 |
| HIOKI E E CORP | COMMON STOCK | 1500 | 71335 |

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| | | | |
|:---|:---|:---|:---|
| HIROGIN HOLDINGS INC | COMMON STOCK | 52500 | 388854 |
| HIROSE ELECTRIC CO LTD | COMMON STOCK | 5500 | 648532 |
| HISAMITSU PHARMACEUTICAL CO | COMMON STOCK | 9400 | 243204 |
| HISCOX LTD | COMMON STOCK GBP.065 | 75568 | 1024991 |
| HITACHI CONSTRUCTION MACHINE | COMMON STOCK | 18200 | 402477 |
| HITACHI LTD | COMMON STOCK | 815000 | 20055135 |
| HITE JINRO CO LTD | COMMON STOCK KRW5000.0 | 5364 | 70730 |
| HITHINK ROYALFLUSH INFORMA A | COMMON STOCK CNY1.0 | 7100 | 278738 |
| HIWIN TECHNOLOGIES CORP | COMMON STOCK TWD10.0 | 54635 | 546628 |
| HKBN LTD | COMMON STOCK HKD.0001 | 128000 | 83873 |
| HKT TRUST AND HKT LTD SS | STAPLED SECURITY HKD.0005 | 811000 | 1002272 |
| HL MANDO CO LTD | COMMON STOCK KRW1000.0 | 10945 | 301900 |
| HLB INC | COMMON STOCK KRW500.0 | 20407 | 1005428 |
| HLB LIFE SCIENCE CO LTD | COMMON STOCK KRW500.0 | 30773 | 207895 |
| HMC CAPITAL LTD | REIT | 33679 | 204642 |
| HMM CO LTD | COMMON STOCK KRW5000.0 | 44005 | 524559 |
| HMS NETWORKS AB | COMMON STOCK SEK.025 | 4351 | 170300 |
| HOEGH AUTOLINERS ASA | COMMON STOCK NOK1.0 | 13744 | 136992 |
| HOGY MEDICAL CO LTD | COMMON STOCK | 3900 | 117522 |
| HOKKAIDO ELECTRIC POWER CO | COMMON STOCK | 30800 | 161799 |
| HOKKOKU FINANCIAL HOLDINGS I | COMMON STOCK | 4400 | 148678 |
| HOKUETSU CORP | COMMON STOCK | 17500 | 168671 |
| HOKUHOKU FINANCIAL GROUP INC | COMMON STOCK | 20100 | 245739 |
| HOKURIKU ELECTRIC POWER CO | COMMON STOCK | 32800 | 178537 |
| HOLCIM LTD | COMMON STOCK CHF2.0 | 93435 | 8971821 |
| HOLDING CO ADMIE IPTO SA | COMMON STOCK EUR2.12 | 19907 | 53080 |
| HOLMEN AB B SHARES | COMMON STOCK SEK25.0 | 16989 | 625535 |
| HOLY STONE ENTERPRISE CO LTD | COMMON STOCK TWD10.0 | 21000 | 54738 |
| HOME PRODUCT CENTER PCL FOR | FOREIGN SH. THB1.0 A | 516300 | 141526 |
| HOME PRODUCT CENTER PCL NVDR | NVDR THB1.0 | 575300 | 157698 |
| HOME REIT PLC | REIT | 95114 | 45325 |
| HOMECO DAILY NEEDS REIT | REIT | 343589 | 244124 |
| HON HAI PRECISION INDUSTRY | COMMON STOCK TWD10.0 | 2210646 | 12312655 |
| HONDA MOTOR CO LTD | COMMON STOCK | 730800 | 6879713 |
| HONG KONG + CHINA GAS | COMMON STOCK | 1048244 | 838007 |
| HONG KONG DOLLAR | FOREIGN CURRENCY | 13286181 | 1710384 |
| HONG KONG EXCHANGES + CLEAR | COMMON STOCK | 217227 | 8243941 |
| HONG LEONG BANK BERHAD | COMMON STOCK | 126386 | 580530 |
| HONGKONG LAND HOLDINGS LTD | COMMON STOCK USD.1 | 197200 | 876885 |
| HOPSON DEVELOPMENT HOLDINGS | COMMON STOCK HKD.1 | 200288 | 80188 |
| HORIBA LTD | COMMON STOCK | 6100 | 349424 |
| HORNBACH HOLDING AG + CO KGA | COMMON STOCK | 1941 | 145900 |
| HOSHINE SILICON INDUSTRY C A | COMMON STOCK CNY1.0 | 4300 | 32688 |
| HOSHINO RESORTS REIT INC | REIT | 82 | 116220 |
| HOSHIZAKI CORP | COMMON STOCK | 24400 | 963058 |
| HOSIDEN CORP | COMMON STOCK | 11100 | 161905 |

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| | | | |
|:---|:---|:---|:---|
| HOTA INDUSTRIAL MFG CO LTD | COMMON STOCK TWD10.0 | 42946 | 88146 |
| HOTAI MOTOR COMPANY LTD | COMMON STOCK TWD10.0 | 56940 | 1070412 |
| HOTEL SHILLA CO LTD | COMMON STOCK KRW5000.0 | 6450 | 161510 |
| HOUSE FOODS GROUP INC | COMMON STOCK | 10200 | 187392 |
| HOWDEN JOINERY GROUP PLC | COMMON STOCK GBP.1 | 101942 | 1009137 |
| HOYA CORP | COMMON STOCK | 61500 | 7650981 |
| HPSP CO LTD | COMMON STOCK KRW500.0 | 5938 | 103079 |
| HS HYOSUNG ADVANCED MATERIAL | COMMON STOCK KRW5000.0 | 569 | 66969 |
| HSBC HOLDINGS PLC | COMMON STOCK USD.5 | 3189281 | 31355810 |
| HTC CORP | COMMON STOCK TWD10.0 | 122077 | 182469 |
| HUA HONG SEMICONDUCTOR LTD | COMMON STOCK | 121000 | 337238 |
| HUA NAN FINANCIAL HOLDINGS C | COMMON STOCK TWD10.0 | 1679784 | 1336101 |
| HUABAO INTERNATIONAL HOLDING | COMMON STOCK HKD.1 | 142000 | 38571 |
| HUADIAN POWER INTL CORP A | COMMON STOCK CNY1.0 | 54000 | 41463 |
| HUADONG MEDICINE CO LTD A | COMMON STOCK CNY1.0 | 19000 | 89957 |
| HUAFON CHEMICAL CO LTD A | COMMON STOCK CNY1.0 | 47100 | 52711 |
| HUAKU DEVELOPMENT CO LTD | COMMON STOCK TWD10.0 | 47300 | 164490 |
| HUALAN BIOLOGICAL ENGINEER A | COMMON STOCK CNY1.0 | 30810 | 71024 |
| HUANENG POWER INTL INC A | COMMON STOCK CNY1.0 | 58515 | 54212 |
| HUANENG POWER INTL INC H | COMMON STOCK CNY1.0 | 754000 | 415440 |
| HUANGSHAN TOURISM DEVELOP B | COMMON STOCK CNY1.0 | 26200 | 19964 |
| HUATAI SECURITIES CO LTD A | COMMON STOCK CNY1.0 | 80100 | 192683 |
| HUATAI SECURITIES CO LTD H | COMMON STOCK CNY1.0 | 300900 | 508217 |
| HUAXIA BANK CO LTD A | COMMON STOCK CNY1.0 | 185900 | 203719 |
| HUAYU AUTOMOTIVE SYSTEMS A | COMMON STOCK CNY1.0 | 26100 | 62905 |
| HUB24 LTD | COMMON STOCK | 15002 | 643859 |
| HUBER SUHNER AG REG | COMMON STOCK CHF.25 | 2689 | 219897 |
| HUDBAY MINERALS INC | COMMON STOCK | 73300 | 594269 |
| HUFVUDSTADEN AB A SHS | COMMON STOCK SEK5.0 | 25810 | 283101 |
| HUGEL INC | COMMON STOCK KRW500.0 | 1749 | 332885 |
| HUGO BOSS AG ORD | COMMON STOCK | 10171 | 471492 |
| HUHTAMAKI OYJ | COMMON STOCK | 16644 | 588523 |
| HUISHAN DAIRY | COMMON STOCK | 420500 | 22736 |
| HUIZHOU DESAY SV AUTOMOTIV A | COMMON STOCK CNY1.0 | 4600 | 69285 |
| HULIC CO LTD | COMMON STOCK | 71900 | 623050 |
| HULIC REIT INC | REIT | 239 | 208571 |
| HUMANSOFT HOLDING CO KSC | COMMON STOCK KWD.1 | 17143 | 151233 |
| HUNDSUN TECHNOLOGIES INC A | COMMON STOCK CNY1.0 | 15852 | 60690 |
| HUNGARIAN FORINT | FOREIGN CURRENCY | 67790856 | 170645 |
| HUSQVARNA AB B SHS | COMMON STOCK SEK2.0 | 76685 | 400675 |
| HUTCHISON PORT HOLDINGS TR U | UNIT | 960500 | 157524 |
| HUTCHISON TELECOMM HONG KONG | COMMON STOCK HKD.25 | 264000 | 31267 |
| HUTCHMED CHINA ADR | ADR | 14600 | 210386 |
| HUTCHMED CHINA LTD | COMMON STOCK USD.1 | 32500 | 94346 |
| HUYA INC ADR | ADR USD.0001 | 11000 | 33770 |
| HYAKUGO BANK LTD/THE | COMMON STOCK | 37500 | 149228 |

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| | | | |
|:---|:---|:---|:---|
| HYBE CO LTD | COMMON STOCK KRW500.0 | 3508 | 460224 |
| HYDRO ONE LTD | COMMON STOCK | 62200 | 1914611 |
| HYGEIA HEALTHCARE HOLDINGS C | COMMON STOCK USD.00001 | 57000 | 104638 |
| HYGON INFORMATION TECHNOLO A | COMMON STOCK CNY1.0 | 22675 | 464331 |
| HYOSUNG HEAVY INDUSTRIES COR | COMMON STOCK KRW5000.0 | 753 | 199961 |
| HYOSUNG TNC CORP | COMMON STOCK KRW5000.0 | 549 | 88246 |
| HYPERA SA | COMMON STOCK | 90511 | 264350 |
| HYPOPORT SE | COMMON STOCK | 672 | 116977 |
| HYPROP INVESTMENTS LTD | REIT | 65789 | 162015 |
| HYSAN DEVELOPMENT CO | COMMON STOCK | 111173 | 169451 |
| HYUNDAI BIOSCIENCE CO LTD | RIGHT | 1382 | 3333 |
| HYUNDAI BIOSCIENCE CO LTD | COMMON STOCK KRW500.0 | 6713 | 64253 |
| HYUNDAI DEPT STORE CO | COMMON STOCK KRW5000.0 | 3293 | 105578 |
| HYUNDAI ELEVATOR CO. | COMMON STOCK KRW5000.0 | 6214 | 220692 |
| HYUNDAI ENGINEERING + CONST | COMMON STOCK KRW5000.0 | 15435 | 264201 |
| HYUNDAI GLOVIS CO LTD | COMMON STOCK KRW500.0 | 7218 | 574104 |
| HYUNDAI MARINE + FIRE INS CO | COMMON STOCK KRW500.0 | 14250 | 237616 |
| HYUNDAI MOBIS CO LTD | COMMON STOCK KRW5000.0 | 11097 | 1781922 |
| HYUNDAI MOTOR CO | COMMON STOCK KRW5000.0 | 25634 | 3686438 |
| HYUNDAI MOTOR CO LTD 2ND PRF | PREFERENCE | 7360 | 779107 |
| HYUNDAI ROTEM COMPANY | COMMON STOCK KRW5000.0 | 12982 | 436377 |
| HYUNDAI STEEL CO | COMMON STOCK KRW5000.0 | 14560 | 207914 |
| HYUNDAI WIA CORP | COMMON STOCK KRW5000.0 | 6840 | 175403 |
| IA FINANCIAL CORP INC | COMMON STOCK | 18300 | 1696395 |
| IAMGOLD CORP | COMMON STOCK | 81350 | 420269 |
| IBERDROLA SA | COMMON STOCK EUR.75 | 992029 | 13662373 |
| IBF FINANCIAL HOLDINGS CO LT | COMMON STOCK TWD10.0 | 513335 | 233808 |
| IBIDEN CO LTD | COMMON STOCK | 21100 | 630096 |
| IBSTOCK PLC | COMMON STOCK GBP.01 | 70287 | 155013 |
| ICADE | REIT | 5621 | 133025 |
| ICHIBANYA CO LTD | COMMON STOCK | 17000 | 110486 |
| ICHIGO INC | COMMON STOCK | 46300 | 109506 |
| ICHIGO OFFICE REIT INVESTMEN | REIT | 211 | 107108 |
| ICL GROUP LTD | COMMON STOCK ILS1.0 | 165779 | 818965 |
| ID LOGISTICS GROUP | COMMON STOCK EUR.5 | 437 | 171230 |
| IDEC CORP | COMMON STOCK | 5200 | 82277 |
| IDEMITSU KOSAN CO LTD | COMMON STOCK | 175775 | 1148365 |
| IDOM INC | COMMON STOCK | 9800 | 70253 |
| IDP EDUCATION LTD | COMMON STOCK | 49158 | 383328 |
| IEIT SYSTEMS CO LTD A | COMMON STOCK CNY1.0 | 15680 | 111340 |
| IFAST CORP LTD | COMMON STOCK | 23400 | 127158 |
| IFLYTEK CO LTD A | COMMON STOCK CNY1.0 | 18200 | 120349 |
| IG GROUP HOLDINGS PLC | COMMON STOCK GBP.00005 | 81081 | 1003135 |
| IGM FINANCIAL INC | COMMON STOCK | 15400 | 491596 |
| IGO LTD | COMMON STOCK | 115413 | 341073 |
| IGUATEMI SA UNITS | UNIT | 38134 | 106861 |

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| | | | |
|:---|:---|:---|:---|
| IHH HEALTHCARE BHD | COMMON STOCK | 526200 | 858715 |
| IHI CORP | COMMON STOCK | 22200 | 1295729 |
| IIDA GROUP HOLDINGS CO LTD | COMMON STOCK | 24500 | 368580 |
| IINO KAIUN KAISHA LTD | COMMON STOCK | 13200 | 97810 |
| IJM CORP BHD | COMMON STOCK | 572680 | 389763 |
| ILUKA RESOURCES LTD | COMMON STOCK | 77882 | 243629 |
| IMCD NV | COMMON STOCK EUR.16 | 11101 | 1643486 |
| IMDEX LTD | COMMON STOCK | 78325 | 112535 |
| IMEIK TECHNOLOGY DEVELOPME A | COMMON STOCK CNY1.0 | 2520 | 62855 |
| IMERYS SA | COMMON STOCK EUR2.0 | 5806 | 168264 |
| IMI PLC | COMMON STOCK GBP.2857 | 49170 | 1116549 |
| IMPALA PLATINUM HOLDINGS LTD | COMMON STOCK | 158709 | 738035 |
| IMPAX ASSET MANAGEMENT GROUP | COMMON STOCK GBP.01 | 14595 | 45131 |
| IMPERIAL BRANDS PLC | COMMON STOCK GBP.1 | 155561 | 4973031 |
| IMPERIAL OIL LTD | COMMON STOCK | 36640 | 2256945 |
| IMPLENIA AG REG | COMMON STOCK CHF1.02 | 2459 | 83295 |
| INABA DENKI SANGYO CO LTD | COMMON STOCK | 8800 | 217543 |
| INABATA + CO LTD | COMMON STOCK | 7000 | 147469 |
| INARI AMERTRON BHD | COMMON STOCK | 361200 | 246331 |
| INCHCAPE PLC | COMMON STOCK GBP.1 | 67492 | 646827 |
| INCITEC PIVOT LTD | COMMON STOCK | 414531 | 750361 |
| IND + COMM BK OF CHINA A | COMMON STOCK CNY1.0 | 400447 | 379246 |
| IND + COMM BK OF CHINA H | COMMON STOCK CNY1.0 | 10621160 | 7123661 |
| INDAH KIAT PULP + PAPER TBK | COMMON STOCK IDR1000.0 | 531500 | 224106 |
| INDIVIOR PLC | COMMON STOCK USD.5 | 25139 | 320494 |
| INDOCEMENT TUNGGAL PRAKARSA | COMMON STOCK IDR500.0 | 357500 | 164246 |
| INDOFOOD CBP SUKSES MAKMUR T | COMMON STOCK IDR50.0 | 798500 | 565416 |
| INDOFOOD SUKSES MAKMUR TBK P | COMMON STOCK IDR100.0 | 705300 | 336817 |
| INDONESIAN RUPIAH | FOREIGN CURRENCY | 33493355786 | 2080979 |
| INDRA SISTEMAS SA | COMMON STOCK EUR.2 | 23539 | 416319 |
| INDUSTRIA DE DISENO TEXTIL | COMMON STOCK EUR.03 | 191329 | 9834736 |
| INDUSTRIAL + INFRASTRUCTURE | REIT | 315 | 230308 |
| INDUSTRIAL BANK CO LTD A | COMMON STOCK CNY1.0 | 226100 | 592632 |
| INDUSTRIAL BANK OF KOREA | COMMON STOCK KRW5000.0 | 38672 | 376152 |
| INDUSTRIAL SECURITIES CO A | COMMON STOCK CNY1.0 | 72900 | 62403 |
| INDUSTRIAS PENOLES SAB DE CV | COMMON STOCK | 37370 | 478431 |
| INDUSTRIE DE NORA SPA | COMMON STOCK | 6575 | 51540 |
| INDUSTRIVARDEN AB C SHS | COMMON STOCK SEK2.5 | 23868 | 752803 |
| INDUTRADE AB | COMMON STOCK SEK1.0 | 52597 | 1317923 |
| INFICON HOLDING AG REG | COMMON STOCK CHF5.0 | 275 | 313386 |
| INFINEON TECHNOLOGIES AG | COMMON STOCK | 222394 | 7221146 |
| INFOMART CORP | COMMON STOCK | 33500 | 64897 |
| INFORMA PLC | COMMON STOCK GBP.001 | 256613 | 2556895 |
| INFRASTRUTTURE WIRELESS ITAL | COMMON STOCK | 56783 | 577110 |
| INFRATIL LTD | COMMON STOCK | 122423 | 864265 |
| INFRONEER HOLDINGS INC | COMMON STOCK | 40156 | 310246 |
| ING GROEP NV | COMMON STOCK EUR.01 | 585885 | 9158236 |
| INGENIA COMMUNITIES GROUP | REIT | 61756 | 175406 |

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| | | | |
|:---|:---|:---|:---|
| INGENIC SEMICONDUCTOR CO A | COMMON STOCK CNY1.0 | 4800 | 44751 |
| INGHAMS GROUP LTD | COMMON STOCK | 55569 | 109432 |
| INMOBILIARIA COLONIAL SOCIMI | REIT EUR2.5 | 47670 | 255450 |
| INMODE LTD | COMMON STOCK ILS.01 | 16200 | 270540 |
| INNER MONGOLIA BAOTOU STE A | COMMON STOCK CNY1.0 | 378000 | 96183 |
| INNER MONGOLIA JUNZHENG EN A | COMMON STOCK CNY1.0 | 363000 | 261291 |
| INNER MONGOLIA YILI INDUS A | COMMON STOCK CNY1.0 | 66400 | 274042 |
| INNER MONGOLIA YITAI COAL B | COMMON STOCK CNY1.0 | 329200 | 679140 |
| INNERGEX RENEWABLE ENERGY | COMMON STOCK | 22788 | 127551 |
| INNOCARE PHARMA LTD | COMMON STOCK USD.000002 | 164000 | 129208 |
| INNODISK CORP | COMMON STOCK TWD10.0 | 11220 | 74676 |
| INNOLUX CORP | COMMON STOCK TWD10.0 | 1214010 | 529844 |
| INNOVENT BIOLOGICS INC | COMMON STOCK USD.00001 | 228500 | 1076616 |
| INPEX CORP | COMMON STOCK | 144400 | 1810788 |
| INPOST SA | COMMON STOCK EUR.01 | 33965 | 580736 |
| INSIGNIA FINANCIAL LTD | COMMON STOCK | 116260 | 255553 |
| INSOURCE CO LTD | COMMON STOCK | 9600 | 68292 |
| INSTALCO AB | COMMON STOCK SEK.005 | 35160 | 104874 |
| INSURANCE AUSTRALIA GROUP | COMMON STOCK | 451644 | 2367306 |
| INTACT FINANCIAL CORP | COMMON STOCK | 32300 | 5878097 |
| INTEGRAFIN HOLDINGS PLC | COMMON STOCK GBP.01 | 30196 | 130649 |
| INTELBRAS SA INDUSTRIA DE TE | COMMON STOCK | 29900 | 61826 |
| INTER + CO INC CL A | COMMON STOCK | 36200 | 152764 |
| INTER RAO UES PJSC | COMMON STOCK RUB2.80977 | 5789000 | 206426 |
| INTERCONTINENTAL HOTELS GROU | COMMON STOCK GBP.2085213 | 27347 | 3407908 |
| INTERFOR CORP | COMMON STOCK | 12400 | 144762 |
| INTERMEDIATE CAPITAL GROUP | COMMON STOCK GBP.2625 | 49589 | 1280935 |
| INTERNATIONAL CSRC INVEST | COMMON STOCK TWD10.0 | 131080 | 50688 |
| INTERNATIONAL DISTRIBUTION S | COMMON STOCK GBP.01 | 120479 | 548802 |
| INTERNATIONAL GAMES SYSTEM C | COMMON STOCK TWD10.0 | 46000 | 1362021 |
| INTERNATIONAL WORKPLACE GROU | COMMON STOCK USD.01 | 126214 | 250263 |
| INTERNET INITIATIVE JAPAN | COMMON STOCK | 17400 | 328328 |
| INTERPARFUMS SA | COMMON STOCK EUR3.0 | 4292 | 179569 |
| INTERPUMP GROUP SPA | COMMON STOCK EUR.52 | 13830 | 610932 |
| INTERRENT REAL ESTATE INVEST | REIT | 11832 | 83504 |
| INTERROLL HOLDING AG REG | COMMON STOCK CHF1.0 | 119 | 261811 |
| INTERSHOP HOLDING AG | COMMON STOCK CHF2.0 | 1050 | 147135 |
| INTERTEK GROUP PLC | COMMON STOCK GBP.01 | 30681 | 1816222 |
| INTESA SANPAOLO | COMMON STOCK | 2501314 | 10005598 |
| INTI AGRI RESOURCES TBK PT | COMMON STOCK | 3338100 | 10370 |
| INTL CONTAINER TERM SVCS INC | COMMON STOCK PHP1.0 | 185200 | 1235356 |
| INVENTEC CORP | COMMON STOCK TWD10.0 | 523445 | 796598 |
| INVERSIONES AGUAS METROPOL | COMMON STOCK | 219181 | 165291 |
| INVESTEC LTD | COMMON STOCK ZAR.0002 | 43698 | 289560 |
| INVESTEC PLC | COMMON STOCK GBP.0002 | 119459 | 813589 |
| INVESTMENT AB LATOUR B SHS | COMMON STOCK | 27276 | 680794 |
| INVESTOR AB B SHS | COMMON STOCK SEK6.25 | 265113 | 7019447 |
| INVINCIBLE INVESTMENT CORP | REIT | 1397 | 585756 |

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| | | | |
|:---|:---|:---|:---|
| INVISIO AB | COMMON STOCK SEK1.0 | 6779 | 168861 |
| INWIDO AB | COMMON STOCK SEK4.0 | 9802 | 164533 |
| IOI CORP BHD | COMMON STOCK | 638932 | 554282 |
| IP GROUP PLC | COMMON STOCK GBP.02 | 172309 | 116242 |
| IPH LTD | COMMON STOCK | 45008 | 139893 |
| IPSEN | COMMON STOCK EUR1.0 | 6439 | 736071 |
| IPSOS | COMMON STOCK EUR.25 | 6355 | 300088 |
| IQIYI INC ADR | ADR USD.00007 | 82800 | 166428 |
| IRB BRASIL RESSEGUROS SA | COMMON STOCK | 11850 | 81481 |
| IREN SPA | COMMON STOCK EUR1.0 | 94961 | 188699 |
| IRESS LTD | COMMON STOCK | 32004 | 184528 |
| IRISH RESIDENTIAL PROPERTIES | REIT EUR.1 | 127289 | 119939 |
| IRPC PCL FOREIGN | FOREIGN SH. THB1.0 A | 3539700 | 127503 |
| IS DONGSEO CO LTD | COMMON STOCK KRW500.0 | 2363 | 33396 |
| ISC CO LTD | COMMON STOCK KRW500.0 | 1755 | 84221 |
| ISETAN MITSUKOSHI HOLDINGS L | COMMON STOCK | 61660 | 1058020 |
| ISOFTSTONE INFORMATION TEC A | COMMON STOCK CNY1.0 | 17800 | 143084 |
| ISRACARD LTD | COMMON STOCK | 63603 | 282610 |
| ISRAEL CORP LIMITED/THE | COMMON STOCK ILS1.0 | 714 | 187067 |
| ISRAEL DISCOUNT BANK A | COMMON STOCK ILS.1 | 206322 | 1411096 |
| ISS A/S | COMMON STOCK DKK1.0 | 27084 | 493761 |
| ISU SPECIALTY CHEMICAL | COMMON STOCK KRW1000.0 | 3675 | 78416 |
| ISUPETASYS CO LTD | COMMON STOCK KRW1000.0 | 7823 | 143200 |
| ISUZU MOTORS LTD | COMMON STOCK | 111300 | 1510062 |
| ITALGAS SPA | COMMON STOCK | 92151 | 516235 |
| ITAU UNIBANCO HOLDING S PREF | PREFERENCE | 848397 | 4217976 |
| ITAUSA SA | PREFERENCE | 1064370 | 1518691 |
| ITE TECHNOLOGY INC | COMMON STOCK TWD10.0 | 24000 | 109536 |
| ITEQ CORP | COMMON STOCK TWD10.0 | 56119 | 134163 |
| ITO EN LTD | COMMON STOCK | 9000 | 202703 |
| ITOCHU CORP | COMMON STOCK | 204100 | 10057968 |
| ITOCHU ENEX CO LTD | COMMON STOCK | 9400 | 97610 |
| ITOCHU SHOKUHIN CO LTD | COMMON STOCK | 1000 | 45505 |
| ITOHAM YONEKYU HOLDINGS INC | COMMON STOCK | 5400 | 136077 |
| ITURAN LOCATION AND CONTROL | COMMON STOCK ILS.333333 | 4500 | 140175 |
| ITV PLC | COMMON STOCK GBP.1 | 621742 | 574308 |
| IVANHOE MINES LTD CL A | COMMON STOCK | 118100 | 1400908 |
| IVECO GROUP NV | COMMON STOCK EUR.01 | 33797 | 326870 |
| IWATANI CORP | COMMON STOCK | 36000 | 412209 |
| IYOGIN HOLDINGS INC | COMMON STOCK | 40500 | 391515 |
| IZUMI CO LTD | COMMON STOCK | 6500 | 132910 |
| J FRONT RETAILING CO LTD | COMMON STOCK | 39600 | 528161 |
| J OIL MILLS INC | COMMON STOCK | 3400 | 46717 |
| JA SOLAR TECHNOLOGY CO LTD A | COMMON STOCK CNY1.0 | 31752 | 59724 |
| JAC RECRUITMENT CO LTD | COMMON STOCK | 10000 | 44594 |
| JACCS CO LTD | COMMON STOCK | 3900 | 96245 |
| JADWA REIT SAUDI FUND | REIT SAR10.0 | 13131 | 35227 |
| JAFCO GROUP CO LTD | COMMON STOCK | 12900 | 176651 |

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| | | | |
|:---|:---|:---|:---|
| JAHEZ INTERNATIONAL CO | COMMON STOCK SAR.5 | 40000 | 322563 |
| JAMES HARDIE INDUSTRIES CDI | CDI EUR.59 | 80369 | 2481090 |
| JAMIESON WELLNESS INC | COMMON STOCK | 7000 | 178675 |
| JAMJOOM PHARMACEUTICALS FACT | COMMON STOCK SAR10.0 | 4549 | 184265 |
| JAPAN AIRLINES CO LTD | COMMON STOCK | 24000 | 378575 |
| JAPAN AIRPORT TERMINAL CO | COMMON STOCK | 10200 | 322202 |
| JAPAN AVIATION ELECTRONICS | COMMON STOCK | 8500 | 159239 |
| JAPAN ELEVATOR SERVICE HOLDI | COMMON STOCK | 9300 | 171052 |
| JAPAN EXCELLENT INC | REIT | 216 | 159714 |
| JAPAN EXCHANGE GROUP INC | COMMON STOCK | 175400 | 1951626 |
| JAPAN HOTEL REIT INVESTMENT | REIT | 787 | 351943 |
| JAPAN LIFELINE CO LTD | COMMON STOCK | 11800 | 103168 |
| JAPAN LOGISTICS FUND INC | REIT | 189 | 315991 |
| JAPAN MATERIAL CO LTD | COMMON STOCK | 13700 | 145680 |
| JAPAN METROPOLITAN FUND INVE | REIT | 1231 | 705887 |
| JAPAN PETROLEUM EXPLORATION | COMMON STOCK | 37500 | 272560 |
| JAPAN POST BANK CO LTD | COMMON STOCK | 258000 | 2454401 |
| JAPAN POST HOLDINGS CO LTD | COMMON STOCK | 307400 | 2893561 |
| JAPAN POST INSURANCE CO LTD | COMMON STOCK | 33500 | 612949 |
| JAPAN PRIME REALTY INVESTMEN | REIT | 137 | 274533 |
| JAPAN PULP + PAPER CO LTD | COMMON STOCK | 19000 | 82189 |
| JAPAN REAL ESTATE INVESTMENT | REIT | 1030 | 706677 |
| JAPAN SECURITIES FINANCE CO | COMMON STOCK | 14400 | 186636 |
| JAPAN STEEL WORKS LTD | COMMON STOCK | 10000 | 361500 |
| JAPAN TOBACCO INC | COMMON STOCK | 179400 | 4619662 |
| JAPAN WOOL TEXTILE CO LTD | COMMON STOCK | 6100 | 50282 |
| JAPANESE YEN | FOREIGN CURRENCY | 1711722361 | 10891590 |
| JAPFA COMFEED INDONES TBK PT | COMMON STOCK IDR200.0 | 629200 | 75605 |
| JARDINE MATHESON JERSEY REG | COMMON STOCK USD.25 | 27600 | 1129568 |
| JARIR MARKETING CO | COMMON STOCK SAR1.0 | 99730 | 336025 |
| JASA MARGA (PERSERO) TBK PT | COMMON STOCK IDR500.0 | 322600 | 86617 |
| JASMINE INTL PCL NVDR | NVDR THB.5 | 1024180 | 64271 |
| JASMINE INTL PCL NVDR | JASMINE INTL PUBLI NVDR CW31 | 512090 | 6158 |
| JASTRZEBSKA SPOLKA WEGLOWA S | COMMON STOCK PLN5.0 | 9745 | 48812 |
| JAYMART GROUP HOLDIN FOREIGN | FOREIGN SH. THB1.0 A | 1524000 | 588556 |
| JAZEERA AIRWAYS CO KSC | COMMON STOCK KWD.1 | 22676 | 74108 |
| JB FINANCIAL GROUP CO LTD | COMMON STOCK KRW5000.0 | 20088 | 221937 |
| JB HI FI LTD | COMMON STOCK | 22676 | 1298805 |
| JBS SA | COMMON STOCK | 141897 | 839595 |
| JCDECAUX SE | COMMON STOCK | 11753 | 184068 |
| JCET GROUP CO LTD A | COMMON STOCK CNY1.0 | 17900 | 100097 |
| JCR PHARMACEUTICALS CO LTD | COMMON STOCK | 10800 | 41364 |
| JD HEALTH INTERNATIONAL INC | COMMON STOCK USD.0000005 | 189250 | 684598 |
| JD LOGISTICS INC | COMMON STOCK USD.000025 | 401700 | 661920 |
| JD SPORTS FASHION PLC | COMMON STOCK GBP.0005 | 501280 | 601807 |
| JD.COM INC CLASS A | COMMON STOCK USD.00002 | 424669 | 7435036 |
| JDE PEET S NV | COMMON STOCK EUR.01 | 20360 | 347729 |
| JENOPTIK AG | COMMON STOCK | 9666 | 224284 |

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| | | | |
|:---|:---|:---|:---|
| JENTECH PRECISION INDUSTRIAL | COMMON STOCK TWD10.0 | 12099 | 559535 |
| JEOL LTD | COMMON STOCK | 6400 | 225225 |
| JERONIMO MARTINS | COMMON STOCK EUR1.0 | 58022 | 1108442 |
| JET2 PLC | COMMON STOCK GBP.0125 | 27258 | 538975 |
| JFE HOLDINGS INC | COMMON STOCK | 106200 | 1193859 |
| JG SUMMIT HOLDINGS INC | COMMON STOCK PHP1.0 | 680820 | 241329 |
| JGC HOLDINGS CORP | COMMON STOCK | 38200 | 316329 |
| JIANGSU EASTERN SHENGHONG A | COMMON STOCK CNY1.0 | 32700 | 36734 |
| JIANGSU EXPRESS CO LTD H | COMMON STOCK CNY1.0 | 310000 | 342407 |
| JIANGSU HENGLI HYDRAULIC C A | COMMON STOCK CNY1.0 | 14208 | 102570 |
| JIANGSU HENGRUI PHARMACEUT A | COMMON STOCK CNY1.0 | 72144 | 452993 |
| JIANGSU KING S LUCK BREWER A | COMMON STOCK CNY1.0 | 13700 | 84694 |
| JIANGSU YANGHE DISTILLERY A | COMMON STOCK CNY1.0 | 16400 | 187337 |
| JIANGSU YUYUE MEDICAL EQU A | COMMON STOCK CNY1.0 | 40700 | 203201 |
| JIANGSU ZHONGTIAN TECHNOLO A | COMMON STOCK CNY1.0 | 31200 | 61145 |
| JIANGXI COPPER CO LTD A | COMMON STOCK CNY1.0 | 21100 | 59576 |
| JIANGXI COPPER CO LTD H | COMMON STOCK CNY1.0 | 284000 | 455544 |
| JINAN ACETATE CHEMICAL CO LT | COMMON STOCK TWD10.0 | 9198 | 251068 |
| JINCHUAN GROUP INTERNATIONAL | COMMON STOCK HKD.01 | 534000 | 35747 |
| JINKO SOLAR CO LTD A | COMMON STOCK CNY1.0 | 124027 | 120571 |
| JINKOSOLAR HOLDING CO ADR | ADR USD.00002 | 8900 | 221610 |
| JINS HOLDINGS INC | COMMON STOCK | 2900 | 118183 |
| JINXIN FERTILITY GROUP LTD | COMMON STOCK USD.00001 | 228000 | 78955 |
| JIUMAOJIU INTERNATIONAL HOLD | COMMON STOCK USD.0000001 | 124000 | 54753 |
| JM AB | COMMON STOCK SEK1.0 | 18247 | 276128 |
| JMDC INC | COMMON STOCK | 11100 | 274619 |
| JOHN WOOD GROUP PLC | COMMON STOCK GBP.042857 | 117547 | 96176 |
| JOHNS LYNG GROUP LTD | COMMON STOCK | 30516 | 70618 |
| JOHNSON ELECTRIC HOLDINGS | COMMON STOCK HKD.05 | 65180 | 91461 |
| JOHNSON MATTHEY PLC | COMMON STOCK GBP1.109245 | 33042 | 554320 |
| JOHNSON SERVICE GROUP PLC | COMMON STOCK GBP.1 | 75384 | 127817 |
| JOINTOWN PHARMACEUTICAL A | COMMON STOCK CNY1.0 | 34479 | 24146 |
| JOLLIBEE FOODS CORP | COMMON STOCK PHP1.0 | 139010 | 647313 |
| JOSHIN DENKI CO LTD | COMMON STOCK | 2900 | 42016 |
| JOST WERKE SE | COMMON STOCK | 2781 | 131067 |
| JOYFUL HONDA CO LTD | COMMON STOCK | 9600 | 112560 |
| JOYY INC ADR | ADR USD.00001 | 10400 | 435240 |
| JSE LTD | COMMON STOCK ZAR.1 | 19674 | 125864 |
| JTC PLC | COMMON STOCK GBP.01 | 36182 | 445436 |
| JTEKT CORP | COMMON STOCK | 38900 | 288397 |
| JUDGES SCIENTIFIC PLC | COMMON STOCK | 857 | 90527 |
| JUDO CAPITAL HOLDINGS LTD | COMMON STOCK | 93471 | 105044 |
| JULIUS BAER GROUP LTD | COMMON STOCK CHF.02 | 38040 | 2457442 |
| JUMBO INTERACTIVE LTD | COMMON STOCK | 7456 | 64270 |
| JUMBO SA | COMMON STOCK EUR.88 | 18680 | 494411 |
| JUNGHEINRICH PRFD | PREFERENCE | 8604 | 228594 |
| JUPITER FUND MANAGEMENT | COMMON STOCK GBP.02 | 75540 | 82077 |
| JUROKU FINANCIAL GROUP INC | COMMON STOCK | 4900 | 132362 |

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| | | | |
|:---|:---|:---|:---|
| JUST EAT TAKEAWAY | COMMON STOCK EUR.04 | 23640 | 335740 |
| JUST EAT TAKEAWAY | COMMON STOCK EUR.04 | 6687 | 91372 |
| JUST GROUP PLC | COMMON STOCK GBP.1 | 175825 | 357596 |
| JUSTSYSTEMS CORP | COMMON STOCK | 5900 | 131034 |
| JUSUNG ENGINEERING CO LTD | COMMON STOCK KRW500.0 | 4892 | 97713 |
| JUVENTUS FOOTBALL CLUB SPA | COMMON STOCK | 21271 | 66563 |
| JVCKENWOOD CORP | COMMON STOCK | 32400 | 358517 |
| JYP ENTERTAINMENT CORP | COMMON STOCK KRW500.0 | 5656 | 265966 |
| JYSKE BANK REG | COMMON STOCK DKK10.0 | 9982 | 706841 |
| K S AG REG | COMMON STOCK | 32531 | 351208 |
| K S HOLDINGS CORP | COMMON STOCK | 32800 | 292900 |
| K92 MINING | COMMON STOCK | 37400 | 225721 |
| KADOKAWA CORP | COMMON STOCK | 15600 | 312221 |
| KAGA ELECTRONICS CO LTD | COMMON STOCK | 5800 | 105883 |
| KAGOME CO LTD | COMMON STOCK | 14600 | 275016 |
| KAINOS GROUP PLC | COMMON STOCK GBP.005 | 11903 | 120038 |
| KAJIMA CORP | COMMON STOCK | 76400 | 1387558 |
| KAKAKU.COM INC | COMMON STOCK | 24400 | 372392 |
| KAKAO CORP | COMMON STOCK KRW100.0 | 56810 | 1472816 |
| KAKAO GAMES CORP | COMMON STOCK KRW100.0 | 10738 | 119295 |
| KAKAOBANK CORP | COMMON STOCK KRW5000.0 | 28207 | 399018 |
| KAKEN PHARMACEUTICAL CO LTD | COMMON STOCK | 5500 | 157352 |
| KALBE FARMA TBK PT | COMMON STOCK IDR10.0 | 6248500 | 528083 |
| KALMAR OYJ B SHARE | COMMON STOCK | 7103 | 233921 |
| KAMEDA SEIKA CO LTD | COMMON STOCK | 1600 | 42427 |
| KAMIGUMI CO LTD | COMMON STOCK | 18100 | 392412 |
| KANADEVIA CORP | COMMON STOCK | 27100 | 168189 |
| KANAMOTO CO LTD | COMMON STOCK | 5100 | 109056 |
| KANDENKO CO LTD | COMMON STOCK | 16900 | 247154 |
| KANEKA CORP | COMMON STOCK | 8500 | 201329 |
| KANEMATSU CORP | COMMON STOCK | 12800 | 212754 |
| KANGWON LAND INC | COMMON STOCK KRW500.0 | 21760 | 235914 |
| KANSAI ELECTRIC POWER CO INC | COMMON STOCK | 128300 | 1446561 |
| KANSAI PAINT CO LTD | COMMON STOCK | 29900 | 428075 |
| KANZHUN LTD ADR | ADR USD.0001 | 39700 | 547860 |
| KAO CORP | COMMON STOCK | 83200 | 3366792 |
| KAORI HEAT TREATMENT CO LTD | COMMON STOCK TWD10.0 | 14000 | 134758 |
| KAPPA CREATE CO LTD | COMMON STOCK | 6200 | 62810 |
| KARDEX HOLDING AG REG | COMMON STOCK CHF.45 | 669 | 199676 |
| KAROON ENERGY LTD | COMMON STOCK | 197843 | 171532 |
| KATAKURA INDUSTRIES CO LTD | COMMON STOCK | 4200 | 52852 |
| KATITAS CO LTD | COMMON STOCK | 8600 | 123049 |
| KATO SANGYO CO LTD | COMMON STOCK | 4200 | 119987 |
| KAUFMAN + BROAD SA | COMMON STOCK EUR.26 | 3215 | 108063 |
| KAWASAKI HEAVY INDUSTRIES | COMMON STOCK | 26300 | 1200209 |
| KAWASAKI KISEN KAISHA LTD | COMMON STOCK | 76500 | 1097456 |
| KB FINANCIAL GROUP INC | COMMON STOCK KRW5000.0 | 68691 | 3895814 |
| KBC ANCORA | COMMON STOCK | 6998 | 365981 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KBC GROUP NV | COMMON STOCK | 36643 | 2820040 |
| KCC CORP | COMMON STOCK KRW5000.0 | 965 | 153390 |
| KCE ELECTRONICS PCL FOREIGN | FOREIGN SH. THB.5 A | 933400 | 668344 |
| KDDI CORP | COMMON STOCK | 253700 | 8095875 |
| KDX REALTY INVESTMENT CORP | REIT | 348 | 329983 |
| KE HOLDINGS INC ADR | ADR USD.00002 | 122200 | 2250924 |
| KEEPER TECHNICAL LABORATORY | COMMON STOCK | 3200 | 96930 |
| KEIHAN HOLDINGS CO LTD | COMMON STOCK | 16300 | 343308 |
| KEIHANSHIN BUILDING CO LTD | COMMON STOCK | 5300 | 55424 |
| KEIKYU CORP | COMMON STOCK | 37400 | 309404 |
| KEIO CORP | COMMON STOCK | 17700 | 429943 |
| KEISEI ELECTRIC RAILWAY CO | COMMON STOCK | 70500 | 631494 |
| KEIYO BANK LTD/THE | COMMON STOCK | 17400 | 87278 |
| KELLER GROUP PLC | COMMON STOCK GBP.1 | 12372 | 223382 |
| KELSIAN GROUP LTD | COMMON STOCK | 24969 | 56425 |
| KELT EXPLORATION LTD | COMMON STOCK | 27100 | 132278 |
| KEMIRA OYJ | COMMON STOCK | 23001 | 464812 |
| KEMPOWER OYJ | COMMON STOCK | 3669 | 36776 |
| KENDA RUBBER INDUSTRIAL CO | COMMON STOCK TWD10.0 | 105925 | 87580 |
| KENON HOLDINGS LTD | COMMON STOCK | 4295 | 143455 |
| KEPCO ENGINEERING + CONSTRUC | COMMON STOCK KRW200.0 | 2078 | 74103 |
| KEPCO PLANT SERVICE + ENGINE | COMMON STOCK KRW200.0 | 5163 | 154509 |
| KEPPEL DC REIT | REIT | 365800 | 584529 |
| KEPPEL INFRASTRUCTURE TRUST | UNIT | 756454 | 249658 |
| KEPPEL LTD | COMMON STOCK | 263000 | 1318390 |
| KEPPEL REIT | REIT | 515193 | 328546 |
| KERING | COMMON STOCK EUR4.0 | 12318 | 3017870 |
| KERRY GROUP PLC A | COMMON STOCK EUR.125 | 28654 | 2761562 |
| KERRY LOGISTICS NETWORK LTD | COMMON STOCK HKD.5 | 106659 | 94467 |
| KERRY PROPERTIES LTD | COMMON STOCK HKD1.0 | 116318 | 232997 |
| KESKO OYJ B SHS | COMMON STOCK | 54799 | 1032433 |
| KEWPIE CORP | COMMON STOCK | 18600 | 395316 |
| KEYENCE CORP | COMMON STOCK | 33100 | 13484331 |
| KEYERA CORP | COMMON STOCK | 50400 | 1540526 |
| KEYMED BIOSCIENCES INC | COMMON STOCK USD.0001 | 35000 | 139226 |
| KGHM POLSKA MIEDZ SA | COMMON STOCK PLN10.0 | 15819 | 442938 |
| KGI FINANCIAL HOLDING CO LTD | COMMON STOCK TWD10.0 | 2954820 | 1546805 |
| KH NEOCHEM CO LTD | COMMON STOCK | 7600 | 97780 |
| KIA CORP | COMMON STOCK KRW5000.0 | 39266 | 2661315 |
| KIATNAKIN PHATRA BAN FOREIGN | FOREIGN SH. THB10.0 A | 211900 | 325722 |
| KIATNAKIN PHATRA BANK PCL | KIATNAKIN PHATRA BANK P CW26 | 17658 | 663 |
| KIER GROUP PLC | COMMON STOCK GBP.01 | 75556 | 140407 |
| KIKKOMAN CORP | COMMON STOCK | 123500 | 1368044 |
| KILLAM APARTMENT REAL ESTATE | REIT | 9100 | 108198 |
| KIMBERLY CLARK DE MEXICO A | COMMON STOCK | 262600 | 371304 |
| KINAXIS INC | COMMON STOCK | 5500 | 662126 |
| KINDEN CORP | COMMON STOCK | 23400 | 449428 |
| KINDOM DEVELOPMENT CO LTD | COMMON STOCK TWD10.0 | 56100 | 86942 |

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---

| | | | |
|:---|:---|:---|:---|
| KINEPOLIS | COMMON STOCK | 2446 | 99540 |
| KING S TOWN BANK | COMMON STOCK TWD10.0 | 149000 | 230026 |
| KING SLIDE WORKS CO LTD | COMMON STOCK TWD10.0 | 19000 | 893991 |
| KING YUAN ELECTRONICS CO LTD | COMMON STOCK TWD10.0 | 298000 | 1006093 |
| KINGBOARD HOLDINGS LTD | COMMON STOCK HKD.1 | 91900 | 220997 |
| KINGBOARD LAMINATES HLDG LTD | COMMON STOCK HKD.1 | 243000 | 225546 |
| KINGDEE INTERNATIONAL SFTWR | COMMON STOCK HKD.025 | 534000 | 586386 |
| KINGFISHER PLC | COMMON STOCK GBP.157143 | 349806 | 1085653 |
| KINGSOFT CLOUD HOLDINGS ADR | ADR USD.001 | 9300 | 97557 |
| KINGSOFT CORP LTD | COMMON STOCK USD.0005 | 171000 | 740755 |
| KINGSPAN GROUP PLC | COMMON STOCK EUR.13 | 28197 | 2050221 |
| KINIK COMPANY | COMMON STOCK TWD10.0 | 26000 | 226513 |
| KINNEVIK AB B | COMMON STOCK SEK.1 | 42848 | 285151 |
| KINROSS GOLD CORP | COMMON STOCK | 211729 | 1965361 |
| KINSUS INTERCONNECT TECH | COMMON STOCK TWD10.0 | 82180 | 251828 |
| KINTETSU GROUP HOLDINGS CO L | COMMON STOCK | 36500 | 764863 |
| KION GROUP AG | COMMON STOCK | 12266 | 404686 |
| KIRIN HOLDINGS CO LTD | COMMON STOCK | 141600 | 1839767 |
| KISSEI PHARMACEUTICAL CO LTD | COMMON STOCK | 2400 | 63193 |
| KITZ CORP | COMMON STOCK | 12000 | 86173 |
| KIWI PROPERTY GROUP LTD | COMMON STOCK | 520229 | 262067 |
| KIWOOM SECURITIES CO LTD | COMMON STOCK KRW5000.0 | 3027 | 237290 |
| KIYO BANK LTD/THE | COMMON STOCK | 11800 | 165008 |
| KLABIN SA UNIT | UNIT | 132405 | 497640 |
| KLEPIERRE | REIT EUR1.4 | 40436 | 1164234 |
| KLOECKNER + CO SE | COMMON STOCK | 13410 | 61641 |
| KNORR BREMSE AG | COMMON STOCK | 12329 | 898200 |
| KOBAYASHI PHARMACEUTICAL CO | COMMON STOCK | 9000 | 355668 |
| KOBE BUSSAN CO LTD | COMMON STOCK | 27000 | 594163 |
| KOBE STEEL LTD | COMMON STOCK | 65700 | 654736 |
| KOEI TECMO HOLDINGS CO LTD | COMMON STOCK | 19760 | 231700 |
| KOH YOUNG TECHNOLOGY INC | COMMON STOCK KRW100.0 | 15785 | 86831 |
| KOHNAN SHOJI CO LTD | COMMON STOCK | 4500 | 103092 |
| KOITO MANUFACTURING CO LTD | COMMON STOCK | 35400 | 447346 |
| KOJAMO OYJ | COMMON STOCK | 20855 | 202755 |
| KOKUYO CO LTD | COMMON STOCK | 14400 | 255113 |
| KOLMAR KOREA CO LTD | COMMON STOCK KRW500.0 | 3526 | 130563 |
| KOLON INDUSTRIES INC | COMMON STOCK KRW5000.0 | 3950 | 72395 |
| KOMATSU LTD | COMMON STOCK | 150400 | 4159320 |
| KOMAX HOLDING AG REG | COMMON STOCK CHF.1 | 670 | 84981 |
| KOMEDA HOLDINGS CO LTD | COMMON STOCK | 8400 | 151000 |
| KOMERCNI BANKA AS | COMMON STOCK CZK100.0 | 17054 | 595194 |
| KOMERI CO LTD | COMMON STOCK | 5500 | 115218 |
| KONAMI GROUP CORP | COMMON STOCK | 19100 | 1777504 |
| KONE OYJ B | COMMON STOCK | 61712 | 3000001 |
| KONECRANES OYJ | COMMON STOCK EUR.5 | 10877 | 692897 |
| KONGSBERG GRUPPEN ASA | COMMON STOCK NOK1.25 | 16625 | 1874375 |
| KONICA MINOLTA INC | COMMON STOCK | 87700 | 366104 |

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---

| | | | |
|:---|:---|:---|:---|
| KONINKLIJKE AHOLD DELHAIZE N | COMMON STOCK EUR.01 | 159446 | 5198221 |
| KONINKLIJKE BAM GROEP NV | COMMON STOCK EUR.1 | 65066 | 281757 |
| KONINKLIJKE KPN NV | COMMON STOCK EUR.04 | 611318 | 2224078 |
| KONINKLIJKE PHILIPS NV | COMMON STOCK EUR.2 | 147929 | 3752494 |
| KONISHI CO LTD | COMMON STOCK | 9600 | 79237 |
| KONOIKE TRANSPORT CO LTD | COMMON STOCK | 4600 | 89786 |
| KONTRON AG | COMMON STOCK | 8083 | 162886 |
| KOREA AEROSPACE INDUSTRIES | COMMON STOCK KRW5000.0 | 12785 | 476021 |
| KOREA ELECTRIC POWER CORP | COMMON STOCK KRW5000.0 | 46460 | 632321 |
| KOREA INVESTMENT HOLDINGS CO | COMMON STOCK KRW5000.0 | 4291 | 207555 |
| KOREA PETRO CHEMICAL IND | COMMON STOCK KRW5000.0 | 910 | 47973 |
| KOREA ZINC CO LTD | COMMON STOCK KRW5000.0 | 1321 | 900370 |
| KOREAN AIR LINES CO LTD | COMMON STOCK KRW5000.0 | 31460 | 482593 |
| KOREAN REINSURANCE CO | COMMON STOCK KRW500.0 | 40046 | 215560 |
| KORNIT DIGITAL LTD | COMMON STOCK ILS.01 | 6300 | 194985 |
| KOSAIDO HOLDINGS CO LTD | COMMON STOCK | 21900 | 69755 |
| KOSE CORP | COMMON STOCK | 5700 | 258810 |
| KOSHIDAKA HOLDINGS CO LTD | COMMON STOCK | 14300 | 102289 |
| KOSSAN RUBBER INDUSTRIES | COMMON STOCK | 270300 | 170310 |
| KOTOBUKI SPIRITS CO LTD | COMMON STOCK | 18000 | 249574 |
| KRAFTON INC | COMMON STOCK KRW100.0 | 4713 | 999636 |
| KRONES AG | COMMON STOCK | 2548 | 316640 |
| KRUK SA | COMMON STOCK PLN1.0 | 3374 | 339621 |
| KRUNG THAI BANK PUB CO FOREI | FOREIGN SH. THB5.15 A | 831250 | 511703 |
| KT+G CORP | COMMON STOCK KRW5000.0 | 16652 | 1203780 |
| KUAISHOU TECHNOLOGY | COMMON STOCK USD.0000053 | 427300 | 2274584 |
| KUALA LUMPUR KEPONG BHD | COMMON STOCK | 102874 | 501732 |
| KUANG CHI TECHNOLOGIES CO A | COMMON STOCK CNY1.0 | 21900 | 143367 |
| KUBOTA CORP | COMMON STOCK | 184000 | 2128776 |
| KUEHNE NAGEL INTL AG REG | COMMON STOCK CHF1.0 | 7809 | 1788414 |
| KUM YANG CO LTD | COMMON STOCK KRW500.0 | 8585 | 123458 |
| KUMAGAI GUMI CO LTD | COMMON STOCK | 7300 | 183400 |
| KUMBA IRON ORE LTD | COMMON STOCK ZAR.0001 | 10541 | 182247 |
| KUMHO PETROCHEMICAL CO LTD | COMMON STOCK KRW5000.0 | 3811 | 232476 |
| KUMHO TIRE CO INC | COMMON STOCK KRW5000.0 | 63100 | 203287 |
| KUMIAI CHEMICAL INDUSTRY CO | COMMON STOCK | 18700 | 88964 |
| KUNLUN ENERGY CO LTD | COMMON STOCK HKD.01 | 660000 | 713702 |
| KUNLUN TECH CO LTD A | COMMON STOCK CNY1.0 | 19400 | 102140 |
| KURA SUSHI INC | COMMON STOCK | 2800 | 51411 |
| KURARAY CO LTD | COMMON STOCK | 54300 | 777548 |
| KUREHA CORP | COMMON STOCK | 9300 | 169194 |
| KURITA WATER INDUSTRIES LTD | COMMON STOCK | 21800 | 759710 |
| KUSURI NO AOKI HOLDINGS CO L | COMMON STOCK | 9000 | 186456 |
| KUWAIT FINANCE HOUSE | COMMON STOCK KWD.0001 | 1343489 | 3250877 |
| KUWAIT INTERNATIONAL BANK | COMMON STOCK KWD.1 | 148604 | 88208 |
| KUWAIT PROJECTS HOLDING | COMMON STOCK KWD.1 | 387244 | 119326 |
| KUWAITI DINAR | FOREIGN CURRENCY | 201757 | 654416 |
| KWEICHOW MOUTAI CO LTD A | COMMON STOCK CNY1.0 | 11780 | 2454785 |

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| | | | |
|:---|:---|:---|:---|
| KYB CORP | COMMON STOCK | 6200 | 115027 |
| KYOCERA CORP | COMMON STOCK | 234800 | 2330180 |
| KYOKUTO KAIHATSU KOGYO CO | COMMON STOCK | 5100 | 82137 |
| KYORIN PHARMACEUTICAL CO LTD | COMMON STOCK | 7100 | 67741 |
| KYORITSU MAINTENANCE CO LTD | COMMON STOCK | 12800 | 235593 |
| KYOTO FINANCIAL GROUP INC | COMMON STOCK | 40800 | 602539 |
| KYOWA KIRIN CO LTD | COMMON STOCK | 44637 | 670756 |
| KYUDENKO CORP | COMMON STOCK | 7200 | 235373 |
| KYUSHU ELECTRIC POWER CO INC | COMMON STOCK | 69000 | 615939 |
| KYUSHU FINANCIAL GROUP INC | COMMON STOCK | 59800 | 272136 |
| KYUSHU RAILWAY COMPANY | COMMON STOCK | 22600 | 548975 |
| L OREAL | COMMON STOCK EUR.2 | 38686 | 13653769 |
| L.K. TECHNOLOGY HOLDINGS LTD | COMMON STOCK HKD.1 | 167500 | 58436 |
| L+F CO LTD | COMMON STOCK KRW500.0 | 4407 | 239157 |
| L+K ENGINEERING CO LTD | COMMON STOCK TWD10.0 | 24595 | 167676 |
| LA COMER SAB DE CV | COMMON STOCK | 93500 | 147494 |
| LABORATORIOS FARMACEUTICOS R | COMMON STOCK EUR.06 | 3045 | 198488 |
| LABRADOR IRON ORE ROYALTY CO | COMMON STOCK | 9700 | 195120 |
| LAKE MATERIALS CO LTD | COMMON STOCK KRW100.0 | 8706 | 64686 |
| LAMDA DEVELOPMENT SA | COMMON STOCK EUR.3 | 12132 | 91833 |
| LANCASHIRE HOLDINGS LTD | COMMON STOCK USD.5 | 41404 | 341260 |
| LAND + HOUSES PUB NVDR | NVDR THB1.0 | 1320200 | 194925 |
| LAND MARK OPTOELECTRONICS | COMMON STOCK TWD10.0 | 10000 | 117563 |
| LAND SECURITIES GROUP PLC | REIT GBP.1066667 | 120264 | 877727 |
| LANDIS GYR GROUP AG | COMMON STOCK CHF10.0 | 3729 | 235983 |
| LANXESS AG | COMMON STOCK | 14120 | 344990 |
| LARGAN PRECISION CO LTD | COMMON STOCK TWD10.0 | 18799 | 1522274 |
| LASALLE LOGIPORT REIT | REIT | 301 | 272160 |
| LASERTEC CORP | COMMON STOCK | 13600 | 1287854 |
| LASSONDE INDS INC CLASS A | COMMON STOCK | 500 | 64257 |
| LATAM AIRLINES GROUP SA | COMMON STOCK | 31872095 | 440013 |
| LAURENTIAN BANK OF CANADA | COMMON STOCK | 7400 | 149008 |
| LB GROUP CO LTD A | COMMON STOCK CNY1.0 | 24200 | 58490 |
| LEARNING TECHNOLOGIES GROUP | COMMON STOCK | 80678 | 98754 |
| LEE + MAN PAPER MANUFACTURIN | COMMON STOCK HKD.025 | 346000 | 107346 |
| LEEJAM SPORTS CO JSC | COMMON STOCK SAR10.0 | 3548 | 175068 |
| LEENO INDUSTRIAL INC | COMMON STOCK KRW500.0 | 1684 | 218785 |
| LEG IMMOBILIEN SE | COMMON STOCK | 14001 | 1185892 |
| LEGAL + GENERAL GROUP PLC | COMMON STOCK GBP.025 | 1085853 | 3112035 |
| LEGEND BIOTECH CORP ADR | ADR USD.0001 | 13100 | 426274 |
| LEGRAND SA | COMMON STOCK EUR4.0 | 48792 | 4720291 |
| LEM HOLDING SA REG | COMMON STOCK CHF.5 | 35 | 28618 |
| LENDLEASE GLOBAL COMMERCIAL | REIT | 282200 | 113767 |
| LENDLEASE GROUP | STAPLED SECURITY | 111717 | 429827 |
| LENOVO GROUP LTD | COMMON STOCK | 1338000 | 1736242 |
| LENS TECHNOLOGY CO LTD A | COMMON STOCK CNY1.0 | 35600 | 106591 |
| LENZING AG | COMMON STOCK | 3488 | 106530 |
| LEO LITHIUM LTD | COMMON STOCK | 135187 | 42269 |

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| | | | |
|:---|:---|:---|:---|
| LEONARDO SPA | COMMON STOCK | 73436 | 1971795 |
| LEOPALACE21 CORP | COMMON STOCK | 44700 | 166961 |
| LEROY SEAFOOD GROUP ASA | COMMON STOCK NOK1.0 | 73447 | 317891 |
| LG CHEM LTD | COMMON STOCK KRW5000.0 | 8750 | 1483965 |
| LG CHEM LTD PREFERENCE | PREFERENCE | 1732 | 186614 |
| LG CORP | COMMON STOCK KRW5000.0 | 16399 | 801206 |
| LG DISPLAY CO LTD | COMMON STOCK KRW5000.0 | 55298 | 339208 |
| LG ELECTRONICS INC | COMMON STOCK KRW5000.0 | 19698 | 1107799 |
| LG ENERGY SOLUTION | COMMON STOCK KRW500.0 | 8456 | 1982346 |
| LG H+H | COMMON STOCK KRW5000.0 | 1576 | 326407 |
| LG INNOTEK CO LTD | COMMON STOCK KRW5000.0 | 3489 | 379085 |
| LG UPLUS CORP | COMMON STOCK KRW5000.0 | 39514 | 277167 |
| LI AUTO INC CLASS A | COMMON STOCK USD.0001 | 208700 | 2524136 |
| LI NING CO LTD | COMMON STOCK HKD.1 | 451541 | 956799 |
| LIEN HWA INDUSTRIAL HOLDINGS | COMMON STOCK TWD10.0 | 190203 | 293621 |
| LIFCO AB B SHS | COMMON STOCK SEK.2 | 42925 | 1245373 |
| LIFE CORP | COMMON STOCK | 3900 | 86746 |
| LIFE HEALTHCARE GROUP HOLDIN | COMMON STOCK ZAR.00000001 | 265666 | 230610 |
| LIFENET INSURANCE CO | COMMON STOCK | 14900 | 172761 |
| LIFESTYLE COMMUNITIES LTD | COMMON STOCK | 15933 | 84486 |
| LIFETECH SCIENTIFIC CORP | COMMON STOCK USD.00000125 | 628000 | 112375 |
| LIG NEX1 CO LTD | COMMON STOCK KRW5000.0 | 1858 | 276828 |
| LIGACHEM BIOSCIENCES INC | COMMON STOCK KRW500.0 | 2818 | 205782 |
| LIGHTSPEED COMMERCE INC | COMMON STOCK | 26500 | 403894 |
| LINAMAR CORP | COMMON STOCK | 8400 | 331690 |
| LINDAB INTERNATIONAL AB | COMMON STOCK SEK1.0 | 13893 | 288767 |
| LINEA DIRECTA ASEGURADORA SA | COMMON STOCK | 115099 | 129197 |
| LINGYI ITECH GUANGDONG CO A | COMMON STOCK CNY1.0 | 62100 | 67963 |
| LINK REIT | REIT | 484725 | 2049861 |
| LINTEC CORP | COMMON STOCK | 7700 | 148236 |
| LION CORP | COMMON STOCK | 37900 | 424233 |
| LION FINANCE GROUP PLC | COMMON STOCK GBP.01 | 6661 | 392654 |
| LIONTOWN RESOURCES LTD | COMMON STOCK | 277369 | 90735 |
| LISI | COMMON STOCK EUR.4 | 1128 | 25697 |
| LITE ON TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 381229 | 1151285 |
| LITHIUM AMERICAS ARGENTINA C | COMMON STOCK | 18000 | 47309 |
| LITHIUM AMERICAS CORP | COMMON STOCK CAD.0000001 | 18000 | 53817 |
| LIXIL CORP | COMMON STOCK | 58700 | 641255 |
| LLOYDS BANKING GROUP PLC | COMMON STOCK GBP.1 | 10597567 | 7232272 |
| LOBLAW COMPANIES LTD | COMMON STOCK | 28296 | 3721843 |
| LOCALIZA RENT A CAR | COMMON STOCK | 166125 | 865625 |
| LOGISTA INTEGRAL SA | COMMON STOCK EUR.2 | 9809 | 296591 |
| LOGITECH INTERNATIONAL REG | COMMON STOCK CHF.25 | 29276 | 2409579 |
| LOJAS RENNER S.A. | COMMON STOCK | 202413 | 395725 |
| LONDON STOCK EXCHANGE GROUP | COMMON STOCK GBP.06918605 | 83346 | 11740354 |
| LONDONMETRIC PROPERTY PLC | REIT GBP.1 | 400957 | 902420 |
| LONG CHEN PAPER + PACKAGING | COMMON STOCK TWD10.0 | 530073 | 187240 |
| LONGFOR GROUP HOLDINGS LTD | COMMON STOCK HKD.1 | 344658 | 443692 |

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| | | | |
|:---|:---|:---|:---|
| LONGI GREEN ENERGY TECHNOL A | COMMON STOCK CNY1.0 | 76972 | 165374 |
| LONKING HOLDINGS LTD | COMMON STOCK HKD.1 | 281000 | 54623 |
| LONZA GROUP AG REG | COMMON STOCK CHF1.0 | 13092 | 7726458 |
| LOOMIS AB | COMMON STOCK SEK5.0 | 16415 | 500133 |
| LOTES CO LTD | COMMON STOCK TWD10.0 | 16311 | 966193 |
| LOTTE CHEMICAL CORP | COMMON STOCK KRW5000.0 | 3706 | 150370 |
| LOTTE ENERGY MATERIALS CORP | COMMON STOCK KRW500.0 | 3779 | 59641 |
| LOTTE FINE CHEMICAL CO LTD | COMMON STOCK KRW5000.0 | 6024 | 160868 |
| LOTTE SHOPPING CO | COMMON STOCK KRW5000.0 | 2026 | 74406 |
| LOTTE WELLFOOD CO LTD | COMMON STOCK KRW500.0 | 605 | 45518 |
| LOTTERY CORP LTD/THE | COMMON STOCK | 240571 | 734618 |
| LOTUS BAKERIES | COMMON STOCK | 59 | 658657 |
| LOTUS PHARMACEUTICAL CO LTD | COMMON STOCK TWD10.0 | 23000 | 188765 |
| LOUIS HACHETTE GROUP | COMMON STOCK EUR.2 | 132633 | 207386 |
| LOVISA HOLDINGS LTD | COMMON STOCK | 10690 | 198922 |
| LPP SA | COMMON STOCK PLN2.0 | 173 | 651182 |
| LS CORP | COMMON STOCK KRW5000.0 | 5495 | 351329 |
| LS ELECTRIC CO LTD | COMMON STOCK KRW5000.0 | 2807 | 300311 |
| LUFAX HOLDING LTD ADR | ADR USD.00001 | 25575 | 61124 |
| LUK FOOK HOLDINGS INTL LTD | COMMON STOCK HKD.1 | 63000 | 116301 |
| LUKOIL PJSC | COMMON STOCK RUB.025 | 75783 | 4946092 |
| LUNDBERGS AB B SHS | COMMON STOCK | 14876 | 673584 |
| LUNDIN GOLD INC | COMMON STOCK | 20600 | 439157 |
| LUNDIN MINING CORP | COMMON STOCK | 112800 | 970196 |
| LUNG YEN LIFE SERVICE CORP | COMMON STOCK TWD10.0 | 37000 | 62444 |
| LUNIT INC | COMMON STOCK KRW500.0 | 3416 | 146163 |
| LUXNET CORP | COMMON STOCK TWD10.0 | 18000 | 102686 |
| LUXSHARE PRECISION INDUSTR A | COMMON STOCK CNY1.0 | 75658 | 421845 |
| LUYE PHARMA GROUP LTD | COMMON STOCK USD.02 | 323500 | 90371 |
| LUZHOU LAOJIAO CO LTD A | COMMON STOCK CNY1.0 | 15900 | 271988 |
| LVMH MOET HENNESSY LOUIS VUI | COMMON STOCK EUR.3 | 46018 | 30080512 |
| LWSA SA | COMMON STOCK | 82600 | 44258 |
| LX INTERNATIONAL CORP | COMMON STOCK KRW5000.0 | 9695 | 176688 |
| LX SEMICON CO LTD | COMMON STOCK KRW500.0 | 1935 | 74430 |
| LY CORP | COMMON STOCK | 490200 | 1299159 |
| LYNAS RARE EARTHS LTD | COMMON STOCK | 184382 | 728339 |
| M DIAS BRANCO SA | COMMON STOCK | 23600 | 76508 |
| M+A CAPITAL PARTNERS CO LTD | COMMON STOCK | 2900 | 49030 |
| M+A RESEARCH INSTITUTE HOLDI | COMMON STOCK | 4500 | 57638 |
| M+G PLC | COMMON STOCK GBP.05 | 443888 | 1096252 |
| M3 INC | COMMON STOCK | 74400 | 649629 |
| M31 TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 4800 | 110071 |
| M6 METROPOLE TELEVISION | COMMON STOCK EUR.4 | 4317 | 50155 |
| MA FINANCIAL GROUP LTD | COMMON STOCK | 15136 | 57297 |
| MAAS GROUP HOLDINGS LTD | COMMON STOCK | 14180 | 42134 |
| MABANEE CO KPSC | COMMON STOCK KWD.1 | 118317 | 292362 |
| MABUCHI MOTOR CO LTD | COMMON STOCK | 17400 | 247050 |
| MACNICA HOLDINGS INC | COMMON STOCK | 24000 | 277554 |

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| | | | |
|:---|:---|:---|:---|
| MACQUARIE GROUP LTD | COMMON STOCK | 56424 | 7749778 |
| MACRONIX INTERNATIONAL CO | COMMON STOCK TWD10.0 | 340681 | 204798 |
| MAEDA KOSEN CO LTD | COMMON STOCK | 6000 | 74108 |
| MAG SILVER CORP | COMMON STOCK | 14400 | 195544 |
| MAGAZINE LUIZA SA | COMMON STOCK | 54161 | 56798 |
| MAGELLAN FINANCIAL GROUP LTD | COMMON STOCK | 38862 | 266554 |
| MAGNA INTERNATIONAL INC | COMMON STOCK | 48212 | 2014029 |
| MAGYAR TELEKOM TELECOMMUNICA | COMMON STOCK HUF100.0 | 81594 | 261711 |
| MAH SING GROUP BHD | COMMON STOCK | 1783800 | 718992 |
| MAHARAH HUMAN RESOURCES CO | COMMON STOCK SAR10.0 | 37400 | 61315 |
| MAHINDRA + MAHINDRA SPON GDR | GDR | 30062 | 1064195 |
| MAIRE SPA | COMMON STOCK | 26444 | 226182 |
| MAJOR DRILLING GROUP INTL | COMMON STOCK | 17700 | 101041 |
| MAKALOT INDUSTRIAL CO LTD | COMMON STOCK TWD10.0 | 40298 | 393755 |
| MAKINO MILLING MACHINE CO | COMMON STOCK | 4000 | 271398 |
| MAKITA CORP | COMMON STOCK | 42300 | 1289785 |
| MALAYAN BANKING BHD | COMMON STOCK | 910812 | 2085398 |
| MALAYSIA AIRPORTS HLDGS BHD | COMMON STOCK | 192534 | 455577 |
| MALAYSIAN PACIFIC INDUSTRIES | COMMON STOCK | 5000 | 28996 |
| MALAYSIAN RESOURCES CORP BHD | COMMON STOCK | 1549227 | 182148 |
| MALAYSIAN RINGGIT | FOREIGN CURRENCY | 8662107 | 1937182 |
| MAN GROUP PLC/JERSEY | COMMON STOCK USD.03428571 | 241587 | 648095 |
| MAN WAH HOLDINGS LTD | COMMON STOCK HKD.4 | 301200 | 186506 |
| MANDATUM OYJ | COMMON STOCK | 80836 | 375729 |
| MANGO EXCELLENT MEDIA CO L A | COMMON STOCK CNY1.0 | 27400 | 100758 |
| MANI INC | COMMON STOCK | 12900 | 147401 |
| MANILA ELECTRIC COMPANY | COMMON STOCK PHP10.0 | 28800 | 242020 |
| MANITOU BF | COMMON STOCK EUR1.0 | 1610 | 27885 |
| MANULIFE FINANCIAL CORP | COMMON STOCK | 311491 | 9564346 |
| MAOYAN ENTERTAINMENT | COMMON STOCK USD.00002 | 77600 | 79818 |
| MAPFRE SA | COMMON STOCK EUR.1 | 201373 | 510044 |
| MAPLE LEAF FOODS INC | COMMON STOCK | 14900 | 210726 |
| MAPLETREE INDUSTRIAL TRUST | REIT | 336831 | 545437 |
| MAPLETREE LOGISTICS TRUST | REIT | 734641 | 683166 |
| MAPLETREE PAN ASIA COM TRUST | REIT | 427864 | 379469 |
| MARCOPOLO SA PREF | PREFERENCE | 40320 | 48162 |
| MARFRIG GLOBAL FOODS SA | COMMON STOCK | 121786 | 356482 |
| MARKS + SPENCER GROUP PLC | COMMON STOCK GBP.01 | 372479 | 1746276 |
| MARR SPA | COMMON STOCK EUR.5 | 6036 | 62878 |
| MARSHALLS PLC | COMMON STOCK GBP.25 | 34155 | 125917 |
| MARTINREA INTERNATIONAL INC | COMMON STOCK | 15300 | 95957 |
| MARUBENI CORP | COMMON STOCK | 246800 | 3702582 |
| MARUHA NICHIRO CORP | COMMON STOCK | 8400 | 161665 |
| MARUI GROUP CO LTD | COMMON STOCK | 39600 | 628000 |
| MARUICHI STEEL TUBE LTD | COMMON STOCK | 9500 | 209701 |
| MARUWA CO LTD | COMMON STOCK | 1500 | 453062 |
| MARUZEN SHOWA UNYU CO LTD | COMMON STOCK | 3300 | 127743 |
| MATAS A/S | COMMON STOCK DKK2.5 | 6243 | 117801 |

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---

| | | | |
|:---|:---|:---|:---|
| MATRIX IT LTD | COMMON STOCK ILS1.0 | 6050 | 141966 |
| MATSUI SECURITIES CO LTD | COMMON STOCK | 23400 | 121031 |
| MATSUKIYOCOCOKARA + CO | COMMON STOCK | 61300 | 892898 |
| MATSUYAFOODS HOLDINGS CO LTD | COMMON STOCK | 900 | 37225 |
| MATTR CORP | COMMON STOCK | 10600 | 93161 |
| MAUREL ET PROM | COMMON STOCK EUR.77 | 14925 | 88442 |
| MAX CO LTD | COMMON STOCK | 4500 | 99859 |
| MAXELL LTD | COMMON STOCK | 12100 | 142548 |
| MAXIS BHD | COMMON STOCK | 360600 | 294149 |
| MAXSCEND MICROELECTRONICS A | COMMON STOCK CNY1.0 | 4320 | 52989 |
| MAZDA MOTOR CORP | COMMON STOCK | 97400 | 660076 |
| MBANK SA | COMMON STOCK PLN4.0 | 3212 | 425437 |
| MCDONALD S HOLDINGS CO JAPAN | COMMON STOCK | 17500 | 687634 |
| MCJ CO LTD | COMMON STOCK | 12000 | 108784 |
| MCMILLAN SHAKESPEARE LTD | COMMON STOCK | 12087 | 112285 |
| MDA SPACE LTD | COMMON STOCK | 17400 | 357267 |
| MEBUKI FINANCIAL GROUP INC | COMMON STOCK | 166400 | 673123 |
| MEDACTA GROUP SA | COMMON STOCK CHF.1 | 1184 | 139346 |
| MEDCO ENERGI INTERNASIONAL T | COMMON STOCK IDR25.0 | 1428600 | 97975 |
| MEDIATEK INC | COMMON STOCK TWD10.0 | 272165 | 11685920 |
| MEDIBANK PRIVATE LTD | COMMON STOCK | 492120 | 1153049 |
| MEDIGEN VACCINE BIOLOGICS | COMMON STOCK TWD10.0 | 16310 | 17910 |
| MEDIOBANCA SPA | COMMON STOCK | 71267 | 1038693 |
| MEDIPAL HOLDINGS CORP | COMMON STOCK | 46000 | 695309 |
| MEDLEY INC | COMMON STOCK | 12900 | 311127 |
| MEDMIX AG | COMMON STOCK CHF.01 | 3203 | 31095 |
| MEDY TOX INC | COMMON STOCK KRW500.0 | 1975 | 165625 |
| MEG ENERGY CORP | COMMON STOCK | 55800 | 915645 |
| MEGA FINANCIAL HOLDING CO LT | COMMON STOCK TWD10.0 | 2153403 | 2538062 |
| MEGA LIFESCIENCES PCL FOREIG | FOREIGN SH. THB.5 A | 74400 | 72556 |
| MEGACABLE HOLDINGS CPO | UNIT | 38600 | 62840 |
| MEGACHIPS CORP | COMMON STOCK | 2700 | 107536 |
| MEGAPORT LTD | COMMON STOCK | 23907 | 108378 |
| MEGAWORLD CORP | COMMON STOCK PHP1.0 | 3879000 | 137250 |
| MEGMILK SNOW BRAND CO LTD | COMMON STOCK | 9400 | 164666 |
| MEIDENSHA CORP | COMMON STOCK | 6100 | 166903 |
| MEIJI HOLDINGS CO LTD | COMMON STOCK | 41200 | 838453 |
| MEIKO ELECTRONICS CO LTD | COMMON STOCK | 3200 | 184017 |
| MEITEC GROUP HOLDINGS INC | COMMON STOCK | 13500 | 253362 |
| MEITU INC | COMMON STOCK USD.00001 | 288500 | 110305 |
| MEITUAN CLASS B | COMMON STOCK USD.00001 | 865160 | 16895677 |
| MEKO AB | COMMON STOCK SEK2.5 | 15073 | 182396 |
| MELCO INTERNATIONAL DEVELOP. | COMMON STOCK | 121000 | 69473 |
| MELCO RESORTS + ENTERT ADR | ADR USD.01 | 45148 | 261407 |
| MELEXIS NV | COMMON STOCK | 3610 | 211225 |
| MELIA HOTELS INTERNATIONAL | COMMON STOCK EUR.2 | 20405 | 155618 |
| MELISRON | COMMON STOCK ILS1.0 | 3261 | 290011 |
| MELROSE INDUSTRIES PLC | COMMON STOCK GBP.001 | 248838 | 1725265 |

---

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---

| | | | |
|:---|:---|:---|:---|
| MENICON CO LTD | COMMON STOCK | 10400 | 91706 |
| MENORA MIVTACHIM HOLDINGS LT | COMMON STOCK ILS1.0 | 4168 | 170328 |
| MERCARI INC | COMMON STOCK | 17400 | 196615 |
| MERCEDES BENZ GROUP AG | COMMON STOCK | 121162 | 6750166 |
| MERCIALYS | REIT EUR1.0 | 14328 | 149679 |
| MERCK KGAA | COMMON STOCK | 23417 | 3391856 |
| MERCURIES + ASSOCIATES HOLDI | COMMON STOCK TWD10.0 | 80351 | 37393 |
| MERCURY NZ LTD | COMMON STOCK | 203867 | 668496 |
| MERDEKA COPPER GOLD TBK PT | COMMON STOCK IDR20.0 | 2265942 | 226717 |
| MERIDA INDUSTRY CO LTD | COMMON STOCK TWD10.0 | 35000 | 160816 |
| MERIDIAN ENERGY LTD | COMMON STOCK | 312012 | 1033362 |
| MERITZ FINANCIAL GROUP INC | COMMON STOCK KRW500.0 | 20301 | 1424505 |
| MERLIN PROPERTIES SOCIMI SA | REIT EUR1.0 | 52382 | 551094 |
| MERRY ELECTRONICS CO LTD | COMMON STOCK TWD10.0 | 29496 | 97308 |
| MERSEN | COMMON STOCK EUR2.0 | 3347 | 71100 |
| MESOBLAST LTD | COMMON STOCK | 403778 | 780750 |
| METALL ZUG AG SHS B REG | COMMON STOCK CHF25.0 | 33 | 41154 |
| METALLURGICAL CORP OF CHIN A | COMMON STOCK CNY1.0 | 194300 | 87679 |
| METALURGICA GERDAU SA PREF | PREFERENCE | 137159 | 228853 |
| METAWATER CO LTD | COMMON STOCK | 4000 | 46049 |
| METCASH LTD | COMMON STOCK | 196578 | 376578 |
| METHANEX CORP | COMMON STOCK | 12000 | 599333 |
| METLEN ENERGY + METALS SA | COMMON STOCK EUR.97 | 15940 | 553277 |
| METRO AG | COMMON STOCK | 11267 | 48382 |
| METRO INC/CN | COMMON STOCK | 41278 | 2587409 |
| METROPOLITAN BANK + TRUST | COMMON STOCK PHP20.0 | 420165 | 520360 |
| METSA BOARD OYJ B | COMMON STOCK EUR1.7 | 30433 | 133540 |
| METSO CORP | COMMON STOCK | 126872 | 1188562 |
| MEXICAN PESO (NEW) | FOREIGN CURRENCY | 9377960 | 451021 |
| MEZZION PHARMA CO LTD | COMMON STOCK KRW500.0 | 3735 | 78179 |
| MFE MEDIAFOREUROPE NV CL A | COMMON STOCK | 49849 | 152275 |
| MFE MEDIAFOREUROPE NV CL B | COMMON STOCK | 10716 | 45695 |
| MICHELIN (CGDE) | COMMON STOCK EUR.5 | 123667 | 4059415 |
| MICRO STAR INTERNATIONAL CO | COMMON STOCK TWD10.0 | 149000 | 831318 |
| MICROBIO CO LTD | COMMON STOCK TWD10.0 | 70639 | 71083 |
| MICRONICS JAPAN CO LTD | COMMON STOCK | 3200 | 74872 |
| MICROPORT SCIENTIFIC CORP | COMMON STOCK USD.00001 | 123603 | 101677 |
| MIDDLE EAST HEALTHCARE CO | COMMON STOCK SAR10.0 | 14931 | 272997 |
| MIDDLE EAST PAPER CO | COMMON STOCK SAR10.0 | 85678 | 836851 |
| MILBON CO LTD | COMMON STOCK | 4200 | 93348 |
| MILLICOM INTL CELLULAR SDR | SDR USD1.5 | 32892 | 808014 |
| MINEBEA MITSUMI INC | COMMON STOCK | 62500 | 1004738 |
| MINERAL RESOURCES LTD | COMMON STOCK | 31540 | 669343 |
| MINERVA SA | COMMON STOCK | 72300 | 59462 |
| MING YUAN CLOUD GROUP HOLDIN | COMMON STOCK HKD.0001 | 100000 | 33986 |
| MINISO GROUP HOLDING LTD | COMMON STOCK USD.00001 | 65400 | 396124 |
| MINOR INTERNATIONAL PCL NVDR | NVDR THB1.0 | 451966 | 342944 |
| MINTH GROUP LTD | COMMON STOCK HKD.1 | 132000 | 256933 |

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| | | | |
|:---|:---|:---|:---|
| MINTO APARTMENT REAL ESTATE | REIT | 3300 | 30609 |
| MIPS AB | COMMON STOCK SEK.1 | 4424 | 188005 |
| MIRAE ASSET SECURITIES CO LT | COMMON STOCK KRW5000.0 | 36270 | 196014 |
| MIRAI CORP | REIT | 291 | 75440 |
| MIRAIT ONE CORP | COMMON STOCK | 13700 | 199395 |
| MIRVAC GROUP | REIT | 767483 | 891392 |
| MISC BHD | COMMON STOCK | 239540 | 407777 |
| MISUMI GROUP INC | COMMON STOCK | 47900 | 737381 |
| MITAC HOLDINGS CORP | COMMON STOCK TWD10.0 | 280964 | 605090 |
| MITANI SEKISAN CO LTD | COMMON STOCK | 1700 | 59454 |
| MITCHELLS + BUTLERS PLC | COMMON STOCK GBP.0854167 | 46035 | 140856 |
| MITIE GROUP PLC | COMMON STOCK GBP.025 | 181827 | 249399 |
| MITRA ADIPERKASA TBK PT | COMMON STOCK IDR50.0 | 1526000 | 132590 |
| MITSUBISHI CHEMICAL GROUP CO | COMMON STOCK | 240900 | 1213667 |
| MITSUBISHI CORP | COMMON STOCK | 596100 | 9763465 |
| MITSUBISHI ELECTRIC CORP | COMMON STOCK | 350700 | 5950967 |
| MITSUBISHI ESTATE CO LTD | COMMON STOCK | 200600 | 2770120 |
| MITSUBISHI ESTATE LOGISTICS | REIT | 75 | 165324 |
| MITSUBISHI GAS CHEMICAL CO | COMMON STOCK | 29100 | 517104 |
| MITSUBISHI HC CAPITAL INC | COMMON STOCK | 140840 | 933988 |
| MITSUBISHI HEAVY INDUSTRIES | COMMON STOCK | 581000 | 8147835 |
| MITSUBISHI LOGISTICS CORP | COMMON STOCK | 47000 | 343777 |
| MITSUBISHI MATERIALS CORP | COMMON STOCK | 18900 | 285957 |
| MITSUBISHI MOTORS CORP | COMMON STOCK | 112900 | 378064 |
| MITSUBISHI PENCIL CO LTD | COMMON STOCK | 9500 | 138540 |
| MITSUBISHI RESEARCH INSTITUT | COMMON STOCK | 1400 | 42887 |
| MITSUBISHI SHOKUHIN CO LTD | COMMON STOCK | 3200 | 101498 |
| MITSUBISHI UFJ FINANCIAL GRO | COMMON STOCK | 1939000 | 22766208 |
| MITSUBOSHI BELTING LTD | COMMON STOCK | 4000 | 101148 |
| MITSUI + CO LTD | COMMON STOCK | 449800 | 9343907 |
| MITSUI CHEMICALS INC | COMMON STOCK | 31100 | 679442 |
| MITSUI DM SUGAR CO LTD | COMMON STOCK | 2800 | 59851 |
| MITSUI FUDOSAN CO LTD | COMMON STOCK | 477000 | 3797697 |
| MITSUI FUDOSAN LOGISTICS PAR | REIT | 618 | 398467 |
| MITSUI HIGH TEC INC | COMMON STOCK | 31500 | 163577 |
| MITSUI MINING + SMELTING CO | COMMON STOCK | 9900 | 289694 |
| MITSUI OSK LINES LTD | COMMON STOCK | 62900 | 2186978 |
| MITSUI SOKO HOLDINGS CO LTD | COMMON STOCK | 3700 | 173999 |
| MITSUUROKO HOLDINGS CO LTD | COMMON STOCK | 6300 | 71845 |
| MIURA CO LTD | COMMON STOCK | 14800 | 370541 |
| MIVNE REAL ESTATE KD LTD | COMMON STOCK ILS1.0 | 139948 | 418271 |
| MIXI INC | COMMON STOCK | 7400 | 142869 |
| MIZRAHI TEFAHOT BANK LTD | COMMON STOCK ILS.1 | 27932 | 1208152 |
| MIZUHO FINANCIAL GROUP INC | COMMON STOCK | 413350 | 10096649 |
| MIZUHO LEASING CO LTD | COMMON STOCK | 22500 | 151224 |
| MIZUNO CORP | COMMON STOCK | 2900 | 163753 |
| MMC NORILSK NICKEL PJSC ADR | ADR | 2554 | 23012 |
| MMG LTD | COMMON STOCK | 711200 | 234383 |

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| | | | |
|:---|:---|:---|:---|
| MOBICO GROUP PLC | COMMON STOCK GBP.05 | 86419 | 85579 |
| MOBILE TELECOMMUNICATIONS CO | COMMON STOCK KWD.1 | 366963 | 558280 |
| MOBILE TELECOMMUNICATIONS CO | COMMON STOCK SAR10.0 | 74588 | 203671 |
| MOBILEZONE HOLDING AG REG | COMMON STOCK CHF.01 | 6850 | 78308 |
| MOBIMO HOLDING AG REG | COMMON STOCK CHF3.4 | 1122 | 363561 |
| MOCHIDA PHARMACEUTICAL CO | COMMON STOCK | 4400 | 97987 |
| MODEC INC | COMMON STOCK | 3400 | 72396 |
| MODERN TIMES GROUP B SHS | COMMON STOCK SEK5.0 | 20754 | 178259 |
| MOL HUNGARIAN OIL AND GAS PL | COMMON STOCK HUF125.0 | 88773 | 610183 |
| MOLTEN VENTURES PLC | COMMON STOCK GBP.01 | 32680 | 130640 |
| MOMENTUM GROUP LIMITED | COMMON STOCK ZAR.000001 | 245998 | 394483 |
| MONADELPHOUS GROUP LTD | COMMON STOCK | 16513 | 142838 |
| MONCLER SPA | COMMON STOCK | 36106 | 1906028 |
| MONDAY.COM LTD | COMMON STOCK | 8300 | 1954152 |
| MONDI PLC | COMMON STOCK EUR.2 | 8837 | 129956 |
| MONDI PLC | COMMON STOCK EUR.2 | 72601 | 1079296 |
| MONEX GROUP INC | COMMON STOCK | 29900 | 179845 |
| MONEY FORWARD INC | COMMON STOCK | 7200 | 218715 |
| MONOGATARI CORP | COMMON STOCK | 8500 | 187423 |
| MONOTARO CO LTD | COMMON STOCK | 42200 | 710060 |
| MONTAGE TECHNOLOGY CO LTD A | COMMON STOCK CNY1.0 | 7588 | 70483 |
| MONTANA AEROSPACE AG | COMMON STOCK | 2791 | 44094 |
| MONTEA NV | REIT | 2200 | 144238 |
| MONY GROUP PLC | COMMON STOCK GBP.0002 | 92099 | 221212 |
| MOONPIG GROUP PLC | COMMON STOCK GBP.1 | 50000 | 132467 |
| MORGAN ADVANCED MATERIALS PL | COMMON STOCK GBP.25 | 48470 | 165120 |
| MORGAN SINDALL GROUP PLC | COMMON STOCK GBP.05 | 6674 | 325471 |
| MORGUARD CORP | COMMON STOCK | 900 | 72791 |
| MORGUARD NORTH AMERICAN RESI | REIT | 3300 | 39351 |
| MORI TRUST REIT INC | REIT | 455 | 178105 |
| MORINAGA + CO LTD | COMMON STOCK | 14000 | 241243 |
| MORINAGA MILK INDUSTRY CO | COMMON STOCK | 12600 | 234108 |
| MORITA HOLDINGS CORP | COMMON STOCK | 2600 | 35731 |
| MOROCCAN DIRHAM | FOREIGN CURRENCY | 19943 | 1968 |
| MOS FOOD SERVICES INC | COMMON STOCK | 4400 | 103597 |
| MOSCOW EXCHANGE MICEX RTS PJ | COMMON STOCK RUB1.0 | 223970 | 473449 |
| MOSENERGO PJSC | COMMON STOCK RUB1.0 | 1837000 | 52298 |
| MOTOR OIL (HELLAS) SA | COMMON STOCK EUR.75 | 11407 | 243799 |
| MOTUS HOLDINGS LTD | COMMON STOCK | 35255 | 227018 |
| MOUWASAT MEDICAL SERVICES CO | COMMON STOCK SAR10.0 | 16622 | 376466 |
| MOWI ASA | COMMON STOCK NOK7.5 | 81028 | 1390821 |
| MPC CONTAINER SHIPS AS | COMMON STOCK NOK1.0 | 94505 | 172625 |
| MPI CORP | COMMON STOCK TWD10.0 | 31000 | 872264 |
| MR DIY GROUP M BHD | COMMON STOCK | 606000 | 250473 |
| MR PRICE GROUP LTD | COMMON STOCK ZAR.00025 | 44296 | 693079 |
| MRV ENGENHARIA | COMMON STOCK | 83617 | 71773 |
| MS+AD INSURANCE GROUP HOLDIN | COMMON STOCK | 233100 | 5102278 |
| MSCI EAFE MAR 25 | IFUS 20250321 | 47100 | (3655003) |

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| | | | |
|:---|:---|:---|:---|
| MSCI EMGMKT MAR 25 | IFUS 20250321 | 48700 | (1908098) |
| MTN GROUP LTD | COMMON STOCK ZAR.0001 | 311996 | 1520960 |
| MTR CORP | COMMON STOCK | 267669 | 933815 |
| MTU AERO ENGINES AG | COMMON STOCK | 10093 | 3364431 |
| MTY FOOD GROUP INC | COMMON STOCK | 3700 | 117751 |
| MUANGTHAI CAPITAL PCL FOREIG | FOREIGN SH. THB1.0 A | 165500 | 232023 |
| MUANGTHAI CAPITAL PCL NVDR | NVDR THB1.0 | 147400 | 206648 |
| MUENCHENER RUECKVERSICHERUNG | COMMON STOCK | 23862 | 11998721 |
| MULLEN GROUP LTD | COMMON STOCK | 16200 | 164230 |
| MULTICHOICE GROUP LTD | COMMON STOCK | 82639 | 472974 |
| MULTIPLAN EMPREENDIMENTOS | COMMON STOCK | 56700 | 193809 |
| MULTIPLY GROUP | COMMON STOCK | 1132232 | 638086 |
| MUNTERS GROUP AB | COMMON STOCK SEK.03 | 21817 | 367207 |
| MURATA MANUFACTURING CO LTD | COMMON STOCK | 296600 | 4745953 |
| MUSASHI SEIMITSU INDUSTRY CO | COMMON STOCK | 7700 | 190772 |
| MUSASHINO BANK LTD/THE | COMMON STOCK | 4600 | 87039 |
| MUTARES SE + CO KGAA | COMMON STOCK | 2826 | 70290 |
| MUYUAN FOODS CO LTD A | COMMON STOCK CNY1.0 | 56406 | 296665 |
| MY EG SERVICES BHD | COMMON STOCK | 713197 | 152938 |
| MYCRONIC AB | COMMON STOCK | 14255 | 515031 |
| NABTESCO CORP | COMMON STOCK | 19100 | 337100 |
| NACHI FUJIKOSHI CORP | COMMON STOCK | 2100 | 41990 |
| NAGAILEBEN CO LTD | COMMON STOCK | 4300 | 59970 |
| NAGARRO SE | COMMON STOCK | 1468 | 120073 |
| NAGASE + CO LTD | COMMON STOCK | 17500 | 355502 |
| NAGAWA CO LTD | COMMON STOCK | 1200 | 56666 |
| NAGOYA RAILROAD CO LTD | COMMON STOCK | 32200 | 357623 |
| NAHDI MEDICAL CO | COMMON STOCK | 6637 | 207726 |
| NAKANISHI INC | COMMON STOCK | 12100 | 182695 |
| NAMCHOW HOLDINGS CO LTD | COMMON STOCK TWD10.0 | 77000 | 116754 |
| NAN KANG RUBBER TIRE CO LTD | COMMON STOCK TWD10.0 | 71000 | 98320 |
| NAN YA PLASTICS CORP | COMMON STOCK TWD10.0 | 940986 | 854895 |
| NAN YA PRINTED CIRCUIT BOARD | COMMON STOCK TWD10.0 | 39988 | 158453 |
| NANKAI ELECTRIC RAILWAY CO | COMMON STOCK | 17200 | 270036 |
| NANO DIMENSION LTD ADR | ADR | 43100 | 106888 |
| NANOSONICS LTD | COMMON STOCK | 47088 | 87550 |
| NANTEX INDUSTRY CO LTD | COMMON STOCK TWD10.0 | 28000 | 28941 |
| NANTO BANK LTD/THE | COMMON STOCK | 5200 | 106749 |
| NANYA TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 225000 | 199484 |
| NARI TECHNOLOGY CO LTD A | COMMON STOCK CNY1.0 | 66182 | 228503 |
| NASPERS LTD N SHS | COMMON STOCK ZAR.02 | 29873 | 6606603 |
| NATIONAL AUSTRALIA BANK LTD | COMMON STOCK | 544197 | 12468861 |
| NATIONAL BANK OF CANADA | COMMON STOCK | 56570 | 5154313 |
| NATIONAL BANK OF GREECE | COMMON STOCK EUR1.0 | 142847 | 1133052 |
| NATIONAL BANK OF KUWAIT | COMMON STOCK KWD.1 | 1458166 | 4237814 |
| NATIONAL CO FOR LEARNING + E | COMMON STOCK SAR10.0 | 3331 | 181736 |
| NATIONAL GAS + INDUSTRIALIZA | COMMON STOCK SAR10.0 | 6233 | 170199 |
| NATIONAL GRID PLC | COMMON STOCK GBP.1243129 | 778715 | 9231678 |

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| | | | |
|:---|:---|:---|:---|
| NATIONAL INDUSTRIALIZATION C | COMMON STOCK SAR10.0 | 55594 | 150326 |
| NATIONAL INDUSTRIES GRP HOLD | COMMON STOCK KWD.1 | 306565 | 246605 |
| NATIONAL MEDICAL CARE CO | COMMON STOCK SAR10.0 | 3728 | 165693 |
| NATIONAL REAL ESTATE CO | COMMON STOCK KWD.1 | 176426 | 44636 |
| NATIONAL SILICON INDUSTRY A | COMMON STOCK CNY1.0 | 83982 | 216212 |
| NATIONAL STORAGE REIT | REIT | 303251 | 439456 |
| NATURA +CO HOLDING SA | COMMON STOCK | 173741 | 357958 |
| NATURECELL CO LTD | COMMON STOCK KRW500.0 | 8348 | 121868 |
| NATWEST GROUP PLC | COMMON STOCK GBP1.0769 | 1051533 | 5294863 |
| NAURA TECHNOLOGY GROUP CO A | COMMON STOCK CNY1.0 | 5000 | 267478 |
| NAVER CORP | COMMON STOCK KRW100.0 | 23724 | 3202891 |
| NAVIGATOR CO SA/THE | COMMON STOCK NPV | 38458 | 142966 |
| NCAB GROUP AB | COMMON STOCK SEK.01 | 24130 | 140511 |
| NCC AB B SHS | COMMON STOCK SEK8.0 | 17681 | 259817 |
| NCC GROUP PLC | COMMON STOCK GBP.01 | 47865 | 89406 |
| NCSOFT CORP | COMMON STOCK KRW500.0 | 3156 | 392070 |
| NEC CORP | COMMON STOCK | 45100 | 3878959 |
| NEC NETWORKS + SYSTEM INTEGR | COMMON STOCK | 12300 | 256092 |
| NEDBANK GROUP LTD | COMMON STOCK ZAR1.0 | 85770 | 1280459 |
| NEINOR HOMES SA | COMMON STOCK EUR5.55 | 9826 | 171955 |
| NEL ASA | COMMON STOCK NOK.2 | 346639 | 82831 |
| NEMETSCHEK SE | COMMON STOCK | 10352 | 1002159 |
| NEOEN SA | COMMON STOCK EUR2.0 | 11838 | 486962 |
| NEPI ROCKCASTLE N.V. | COMMON STOCK | 86625 | 633460 |
| NESTE OYJ | COMMON STOCK | 76909 | 970700 |
| NESTLE (MALAYSIA) BERHAD | COMMON STOCK | 10800 | 241062 |
| NESTLE SA REG | COMMON STOCK CHF.1 | 442411 | 36329566 |
| NETCARE LTD | COMMON STOCK ZAR.01 | 226837 | 179354 |
| NETCOMPANY GROUP AS | COMMON STOCK DKK1.0 | 9238 | 434827 |
| NETDRAGON WEBSOFT HOLDINGS L | COMMON STOCK USD.01 | 42500 | 55916 |
| NETEASE INC | COMMON STOCK USD.0001 | 350100 | 6237661 |
| NETLINK NBN TRUST | UNIT | 528400 | 337031 |
| NETMARBLE CORP | COMMON STOCK KRW100.0 | 4680 | 164142 |
| NETWEALTH GROUP LTD | COMMON STOCK | 18579 | 331291 |
| NEUREN PHARMACEUTICALS LTD | COMMON STOCK | 16016 | 123415 |
| NEW CHINA LIFE INSURANCE C A | COMMON STOCK CNY1.0 | 22700 | 154113 |
| NEW CHINA LIFE INSURANCE C H | COMMON STOCK CNY1.0 | 144500 | 439009 |
| NEW GOLD INC | COMMON STOCK | 119800 | 299042 |
| NEW HOPE CORP LTD | COMMON STOCK | 112570 | 345718 |
| NEW HOPE LIUHE CO LTD A | COMMON STOCK CNY1.0 | 34958 | 42951 |
| NEW HORIZON HEALTH LTD | COMMON STOCK USD.00005 | 55000 | 100117 |
| NEW ISRAELI SHEQEL | FOREIGN CURRENCY | 4006535 | 1099594 |
| NEW ORIENTAL EDUCATION + TEC | COMMON STOCK USD.001 | 267000 | 1682510 |
| NEW TAIWAN DOLLAR | FOREIGN CURRENCY | 197571066 | 6026356 |
| NEW WAVE GROUP AB B SHS | COMMON STOCK SEK3.0 | 14196 | 124988 |
| NEW WORLD DEVELOPMENT | COMMON STOCK | 243964 | 162057 |
| NEW ZEALAND DOLLAR | FOREIGN CURRENCY | 603775 | 338265 |
| NEXANS SA | COMMON STOCK EUR1.0 | 5317 | 569563 |

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| | | | |
|:---|:---|:---|:---|
| NEXGEN ENERGY LTD | COMMON STOCK | 88100 | 580718 |
| NEXI SPA | COMMON STOCK | 101325 | 562382 |
| NEXITY | COMMON STOCK EUR5.0 | 7187 | 96288 |
| NEXON CO LTD | COMMON STOCK | 58500 | 874289 |
| NEXT 15 GROUP PLC | COMMON STOCK GBP.025 | 13996 | 68943 |
| NEXT PLC | COMMON STOCK GBP.1 | 21359 | 2539319 |
| NEXT VISION STABILIZED SYSTE | COMMON STOCK | 31956 | 530079 |
| NEXTAGE CO LTD | COMMON STOCK | 6400 | 57216 |
| NEXTDC LTD | COMMON STOCK | 101498 | 943398 |
| NEXTEER AUTOMOTIVE GROUP LTD | COMMON STOCK HKD.1 | 159000 | 67956 |
| NFI GROUP INC | COMMON STOCK | 11000 | 107078 |
| NGK INSULATORS LTD | COMMON STOCK | 37100 | 469220 |
| NH FOODS LTD | COMMON STOCK | 14000 | 453783 |
| NH INVESTMENT + SECURITIES C | COMMON STOCK KRW5000.0 | 12407 | 117444 |
| NHK SPRING CO LTD | COMMON STOCK | 32700 | 411260 |
| NIB HOLDINGS LTD | COMMON STOCK | 83810 | 283746 |
| NIBE INDUSTRIER AB B SHS | COMMON STOCK SEK.03906 | 279519 | 1096521 |
| NICE INFORMATION SERVICE CO | COMMON STOCK KRW500.0 | 5676 | 46943 |
| NICE LTD | COMMON STOCK ILS1.0 | 8269 | 1409768 |
| NICE LTD SPON ADR | ADR | 2740 | 465362 |
| NICHIAS CORP | COMMON STOCK | 10600 | 373807 |
| NICHICON CORP | COMMON STOCK | 7900 | 54599 |
| NICHIDEN CORP | COMMON STOCK | 3200 | 62406 |
| NICHIHA CORP | COMMON STOCK | 4500 | 83157 |
| NICHIREI CORP | COMMON STOCK | 21000 | 555932 |
| NICK SCALI LTD | COMMON STOCK | 11659 | 108397 |
| NICKEL INDUSTRIES LTD | COMMON STOCK | 392581 | 200610 |
| NIDEC CORP | COMMON STOCK | 150800 | 2709874 |
| NIEN MADE ENTERPRISE CO LTD | COMMON STOCK TWD10.0 | 32000 | 356728 |
| NIFCO INC | COMMON STOCK | 14800 | 356648 |
| NIHON KOHDEN CORP | COMMON STOCK | 28600 | 389036 |
| NIHON M+A CENTER HOLDINGS IN | COMMON STOCK | 51000 | 212835 |
| NIHON PARKERIZING CO LTD | COMMON STOCK | 13400 | 110134 |
| NIKKISO CO LTD | COMMON STOCK | 8800 | 53864 |
| NIKKON HOLDINGS CO LTD | COMMON STOCK | 19600 | 253207 |
| NIKON CORP | COMMON STOCK | 50800 | 522681 |
| NILFISK HOLDING A/S | COMMON STOCK DKK20.0 | 3949 | 57252 |
| NINE DRAGONS PAPER HOLDINGS | COMMON STOCK HKD.1 | 336000 | 136252 |
| NINE ENTERTAINMENT CO HOLDIN | COMMON STOCK | 189715 | 144806 |
| NINESTAR CORP A | COMMON STOCK CNY1.0 | 11700 | 45065 |
| NINETY ONE PLC | COMMON STOCK | 44961 | 81839 |
| NINGBO TUOPU GROUP CO LTD A | COMMON STOCK CNY1.0 | 16095 | 107913 |
| NINGXIA BAOFENG ENERGY GRO A | COMMON STOCK CNY1.0 | 62100 | 143084 |
| NINTENDO CO LTD | COMMON STOCK | 168400 | 9820640 |
| NIO INC CLASS A | COMMON STOCK USD.00025 | 255500 | 1144626 |
| NIPPN CORP | COMMON STOCK | 8600 | 119479 |
| NIPPON ACCOMMODATIONS FUND | REIT | 80 | 298694 |
| NIPPON BUILDING FUND INC | REIT | 616 | 479556 |

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| | | | |
|:---|:---|:---|:---|
| NIPPON CERAMIC CO LTD | COMMON STOCK | 3800 | 61586 |
| NIPPON DENSETSU KOGYO CO LTD | COMMON STOCK | 6200 | 77993 |
| NIPPON ELECTRIC GLASS CO LTD | COMMON STOCK | 13400 | 284598 |
| NIPPON EXPRESS HOLDINGS INC | COMMON STOCK | 37200 | 563901 |
| NIPPON GAS CO LTD | COMMON STOCK | 19800 | 272074 |
| NIPPON KANZAI HOLDINGSCO LTD | COMMON STOCK | 3100 | 52684 |
| NIPPON KAYAKU CO LTD | COMMON STOCK | 23800 | 193459 |
| NIPPON LIGHT METAL HOLDINGS | COMMON STOCK | 9370 | 92077 |
| NIPPON PAINT HOLDINGS CO LTD | COMMON STOCK | 164700 | 1069583 |
| NIPPON PAPER INDUSTRIES CO L | COMMON STOCK | 17500 | 97002 |
| NIPPON REIT INVESTMENT CORP | REIT | 332 | 160453 |
| NIPPON ROAD CO LTD | COMMON STOCK | 5500 | 61879 |
| NIPPON SANSO HOLDINGS CORP | COMMON STOCK | 29500 | 820202 |
| NIPPON SHINYAKU CO LTD | COMMON STOCK | 8300 | 209562 |
| NIPPON SHOKUBAI CO LTD | COMMON STOCK | 18400 | 222809 |
| NIPPON SODA CO LTD | COMMON STOCK | 8600 | 158144 |
| NIPPON STEEL CORP | COMMON STOCK | 140882 | 2832337 |
| NIPPON TELEGRAPH + TELEPHONE | COMMON STOCK | 4311900 | 4319276 |
| NIPPON TELEVISION HOLDINGS | COMMON STOCK | 8900 | 154095 |
| NIPPON YUSEN KK | COMMON STOCK | 80300 | 2672809 |
| NIPRO CORP | COMMON STOCK | 28300 | 268478 |
| NISHI NIPPON FINANCIAL HOLDI | COMMON STOCK | 20600 | 265815 |
| NISHI NIPPON RAILROAD CO LTD | COMMON STOCK | 10800 | 155164 |
| NISHIMATSU CONSTRUCTION CO | COMMON STOCK | 5600 | 185443 |
| NISHIMATSUYA CHAIN CO LTD | COMMON STOCK | 7700 | 115208 |
| NISHIO RENT ALL CO LTD | COMMON STOCK | 3100 | 92355 |
| NISSAN CHEMICAL CORP | COMMON STOCK | 25800 | 803642 |
| NISSAN MOTOR CO LTD | COMMON STOCK | 425100 | 1279581 |
| NISSAN SHATAI CO LTD | COMMON STOCK | 13200 | 83998 |
| NISSHA CO LTD | COMMON STOCK | 8600 | 87947 |
| NISSHIN OILLIO GROUP LTD/THE | COMMON STOCK | 4300 | 140726 |
| NISSHIN SEIFUN GROUP INC | COMMON STOCK | 33400 | 389758 |
| NISSHINBO HOLDINGS INC | COMMON STOCK | 23100 | 131444 |
| NISSIN FOODS HOLDINGS CO LTD | COMMON STOCK | 38100 | 919106 |
| NISSUI CORP | COMMON STOCK | 57500 | 326576 |
| NITERRA CO LTD | COMMON STOCK | 28500 | 909462 |
| NITORI HOLDINGS CO LTD | COMMON STOCK | 14900 | 1770299 |
| NITTA CORP | COMMON STOCK | 3700 | 87081 |
| NITTO BOSEKI CO LTD | COMMON STOCK | 4000 | 160738 |
| NITTO DENKO CORP | COMMON STOCK | 136500 | 2285272 |
| NITTO KOGYO CORP | COMMON STOCK | 4300 | 78749 |
| NKT A/S | COMMON STOCK DKK20.0 | 9212 | 659347 |
| NN GROUP NV | COMMON STOCK EUR.12 | 38768 | 1687797 |
| NOAH HOLDINGS LTD SPON ADS | ADR USD.0005 | 4600 | 53866 |
| NOEVIR HOLDING CO | COMMON STOCK | 2600 | 80705 |
| NOF CORP | COMMON STOCK | 34500 | 478997 |
| NOHMI BOSAI LTD | COMMON STOCK | 4000 | 83835 |
| NOJIMA CORP | COMMON STOCK | 10400 | 151145 |

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| | | | |
|:---|:---|:---|:---|
| NOK CORP | COMMON STOCK | 17000 | 265477 |
| NOKIA OYJ | COMMON STOCK | 820747 | 3624990 |
| NOKIA OYJ | COMMON STOCK NPV | 149550 | 660096 |
| NOKIAN RENKAAT OYJ | COMMON STOCK | 19619 | 149198 |
| NOLATO AB B SHS | COMMON STOCK SEK.5 | 36810 | 180577 |
| NOMURA CO LTD | COMMON STOCK | 17400 | 98674 |
| NOMURA HOLDINGS INC | COMMON STOCK | 523800 | 3049635 |
| NOMURA REAL ESTATE HOLDINGS | COMMON STOCK | 21000 | 516503 |
| NOMURA REAL ESTATE MASTER FU | REIT | 929 | 812306 |
| NOMURA RESEARCH INSTITUTE LT | COMMON STOCK | 63800 | 1879107 |
| NONGFU SPRING CO LTD H | COMMON STOCK CNY.1 | 351000 | 1534053 |
| NONGSHIM CO LTD | COMMON STOCK KRW5000.0 | 854 | 215478 |
| NORDEA BANK ABP | COMMON STOCK EUR1.0 | 6561 | 71093 |
| NORDEA BANK ABP | COMMON STOCK EUR1.0 | 518961 | 5655741 |
| NORDEX SE | COMMON STOCK | 21181 | 247155 |
| NORDIC SEMICONDUCTOR ASA | COMMON STOCK NOK.01 | 35765 | 316871 |
| NORDNET AB PUBL | COMMON STOCK SEK.005 | 26021 | 553444 |
| NORION BANK AB | COMMON STOCK SEK100.0 | 32141 | 105783 |
| NORITAKE CO LTD | COMMON STOCK | 3000 | 75157 |
| NORITSU KOKI CO LTD | COMMON STOCK | 3100 | 101277 |
| NORITZ CORP | COMMON STOCK | 4700 | 49431 |
| NORMA GROUP SE | COMMON STOCK | 5711 | 88244 |
| NORSK HYDRO ASA | COMMON STOCK NOK1.098 | 201636 | 1112049 |
| NORTH AMERICAN CONSTRUCTION | COMMON STOCK | 5000 | 107704 |
| NORTH PACIFIC BANK LTD | COMMON STOCK | 44000 | 126628 |
| NORTH WEST CO INC/THE | COMMON STOCK | 9100 | 310800 |
| NORTHAM PLATINUM HOLDINGS LT | COMMON STOCK | 59881 | 309115 |
| NORTHERN DATA AG | COMMON STOCK | 3594 | 165919 |
| NORTHERN REGION CEMENT CO | COMMON STOCK SAR10.0 | 14960 | 36829 |
| NORTHERN STAR RESOURCES LTD | COMMON STOCK | 214361 | 2057663 |
| NORTHLAND POWER INC | COMMON STOCK | 51342 | 639008 |
| NORTHWEST HEALTHCARE PROPERT | REIT | 18100 | 56004 |
| NORWEGIAN AIR SHUTTLE AS | COMMON STOCK NOK10.0 | 156720 | 152160 |
| NORWEGIAN KRONE | FOREIGN CURRENCY | 18306182 | 1611836 |
| NOS SGPS | COMMON STOCK EUR.01 | 64686 | 223037 |
| NOVA LTD | COMMON STOCK | 5690 | 1122962 |
| NOVAGOLD RESOURCES INC | COMMON STOCK | 45000 | 150501 |
| NOVARTIS AG REG | COMMON STOCK CHF.49 | 337540 | 32897272 |
| NOVATEK MICROELECTRONICS COR | COMMON STOCK TWD10.0 | 109822 | 1673118 |
| NOVO NORDISK A/S B | COMMON STOCK DKK.1 | 561103 | 48276491 |
| NOVOLIPETSK STEEL PJSC | COMMON STOCK RUB1.0 | 221560 | 363419 |
| NOVONESIS (NOVOZYMES) B | COMMON STOCK DKK2.0 | 65860 | 3715523 |
| NRW HOLDINGS LTD | COMMON STOCK | 73875 | 175178 |
| NS SOLUTIONS CORP | COMMON STOCK | 11000 | 283022 |
| NSD CO LTD | COMMON STOCK | 13400 | 286572 |
| NSK LTD | COMMON STOCK | 60500 | 261821 |
| NTN CORP | COMMON STOCK | 90400 | 144721 |
| NTT DATA GROUP CORP | COMMON STOCK | 96600 | 1836637 |

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| | | | |
|:---|:---|:---|:---|
| NTT UD REIT INVESTMENT CORP | REIT | 242 | 184181 |
| NU HOLDINGS LTD/CAYMAN ISL A | COMMON STOCK USD.000006667 | 517000 | 5356120 |
| NUFARM LTD | COMMON STOCK | 49973 | 109576 |
| NUTRIEN LTD | COMMON STOCK | 89276 | 3992652 |
| NUVISTA ENERGY LTD | COMMON STOCK | 30500 | 293082 |
| NUVOTON TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 70000 | 189429 |
| NXERA PHARMA CO LTD | COMMON STOCK | 15600 | 102935 |
| NYFOSA AB | COMMON STOCK SEK.5 | 33919 | 332577 |
| OBARA GROUP INC | COMMON STOCK | 2600 | 66012 |
| OBAYASHI CORP | COMMON STOCK | 111800 | 1476768 |
| OBI PHARMA INC | COMMON STOCK TWD10.0 | 50215 | 89538 |
| OBIC BUSINESS CONSULTANTS | COMMON STOCK | 5100 | 223378 |
| OBIC CO LTD | COMMON STOCK | 46000 | 1366420 |
| OBJECTIVE CORPORATION LTD | COMMON STOCK | 3990 | 39093 |
| OC OERLIKON CORP AG REG | COMMON STOCK CHF1.0 | 34648 | 134184 |
| OCADO GROUP PLC | COMMON STOCK GBP.02 | 101759 | 385027 |
| OCEANAGOLD CORP | COMMON STOCK | 118900 | 329038 |
| OCI CO LTD | COMMON STOCK KRW5000.0 | 1131 | 44883 |
| OCI HOLDINGS CO LTD | COMMON STOCK KRW5000.0 | 2498 | 98765 |
| OCI NV | COMMON STOCK EUR.02 | 21500 | 239929 |
| ODAKYU ELECTRIC RAILWAY CO | COMMON STOCK | 62900 | 578049 |
| ODDITY TECH LTD CL A | COMMON STOCK USD.001 | 4000 | 168080 |
| ODONTOPREV S.A. | COMMON STOCK | 65463 | 115092 |
| OESTERREICHISCHE POST AG | COMMON STOCK | 6014 | 179427 |
| OGAKI KYORITSU BANK LTD/THE | COMMON STOCK | 6000 | 73352 |
| OHSHO FOOD SERVICE CORP | COMMON STOCK | 9000 | 173910 |
| OIL REFINERIES LTD | COMMON STOCK ILS1.0 | 280836 | 72451 |
| OILES CORP | COMMON STOCK | 4200 | 65885 |
| OJI HOLDINGS CORP | COMMON STOCK | 138100 | 530924 |
| OKAMOTO INDUSTRIES INC | COMMON STOCK | 1800 | 65750 |
| OKAMURA CORP | COMMON STOCK | 9500 | 123899 |
| OKASAN SECURITIES GROUP INC | COMMON STOCK | 12000 | 48328 |
| OKI ELECTRIC INDUSTRY CO LTD | COMMON STOCK | 14800 | 99554 |
| OKINAWA CELLULAR TELEPHONE | COMMON STOCK | 4000 | 110362 |
| OKUMA CORP | COMMON STOCK | 9400 | 200492 |
| OKUMURA CORP | COMMON STOCK | 4400 | 109740 |
| OLAM GROUP LTD | COMMON STOCK | 126700 | 113244 |
| OLD MUTUAL LTD | COMMON STOCK | 879827 | 568196 |
| OLYMPUS CORP | COMMON STOCK | 193800 | 2889962 |
| OMRON CORP | COMMON STOCK | 31300 | 1052173 |
| OMV AG | COMMON STOCK | 26382 | 1019178 |
| ONCOCLINICAS DO BRASIL SERVI | COMMON STOCK | 44300 | 16801 |
| ONENESS BIOTECH CO LTD | COMMON STOCK TWD10.0 | 46589 | 123834 |
| ONEX CORPORATION | COMMON STOCK | 12555 | 980166 |
| ONO PHARMACEUTICAL CO LTD | COMMON STOCK | 74700 | 775539 |
| ONTEX GROUP NV | COMMON STOCK | 11774 | 102128 |
| OOH MEDIA LTD | COMMON STOCK | 96496 | 70494 |
| OPAP SA | COMMON STOCK EUR.3 | 38299 | 622640 |

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| | | | |
|:---|:---|:---|:---|
| OPC ENERGY LTD | COMMON STOCK | 15723 | 128031 |
| OPEN HOUSE GROUP CO LTD | COMMON STOCK | 13800 | 465020 |
| OPEN TEXT CORP | COMMON STOCK | 46400 | 1312441 |
| OPEN UP GROUP INC | COMMON STOCK | 9200 | 103913 |
| OPERADORA DE SITES MEX A 1 | COMMON STOCK | 227353 | 135475 |
| OPMOBILITY | COMMON STOCK EUR.5 | 13706 | 142395 |
| OPPEIN HOME GROUP INC A | COMMON STOCK CNY1.0 | 5100 | 48083 |
| OPTORUN CO LTD | COMMON STOCK | 2600 | 30753 |
| ORACLE CORP JAPAN | COMMON STOCK | 6500 | 622950 |
| ORANGE | COMMON STOCK EUR4.0 | 338798 | 3366475 |
| ORANGE POLSKA SA | COMMON STOCK PLN3.0 | 102085 | 182025 |
| ORBIA ADVANCE CORP SAB DE CV | COMMON STOCK | 180886 | 130318 |
| ORGANO CORP | COMMON STOCK | 4400 | 225513 |
| ORICA LTD | COMMON STOCK | 85799 | 881905 |
| ORIENT CORP | COMMON STOCK | 13700 | 73331 |
| ORIENT OVERSEAS INTL LTD | COMMON STOCK USD.1 | 22500 | 333389 |
| ORIENT SECURITIES CO LTD A | COMMON STOCK CNY1.0 | 63274 | 91363 |
| ORIENT SEMICONDUCTOR ELECTR | COMMON STOCK TWD10.0 | 66000 | 69523 |
| ORIENTAL LAND CO LTD | COMMON STOCK | 170400 | 3684475 |
| ORIENTAL UNION CHEMICAL | COMMON STOCK TWD10.0 | 98000 | 42703 |
| ORIGIN ENERGY LTD | COMMON STOCK | 297821 | 2009367 |
| ORION CORP/REPUBLIC OF KOREA | COMMON STOCK KRW500.0 | 4671 | 324807 |
| ORION HOLDINGS CORP | COMMON STOCK KRW500.0 | 5427 | 55488 |
| ORION OYJ CLASS B | COMMON STOCK EUR.65 | 21726 | 962038 |
| ORIX CORP | COMMON STOCK | 207800 | 4447729 |
| ORIX JREIT INC | REIT | 443 | 461429 |
| ORKLA ASA | COMMON STOCK NOK1.25 | 114487 | 992252 |
| ORLA MINING LTD | COMMON STOCK | 59300 | 328207 |
| ORLEN SA | COMMON STOCK PLN1.25 | 72413 | 827365 |
| ORORA LTD | COMMON STOCK | 319449 | 485329 |
| ORSTED A/S | COMMON STOCK DKK10.0 | 34527 | 1559761 |
| OSAKA GAS CO LTD | COMMON STOCK | 47900 | 1048348 |
| OSAKA SODA CO LTD | COMMON STOCK | 11500 | 144634 |
| OSAKA TITANIUM TECHNOLOGIES | COMMON STOCK | 7000 | 82698 |
| OSB GROUP PLC | COMMON STOCK GBP.01 | 76575 | 386031 |
| OSCOTEC INC | COMMON STOCK KRW500.0 | 4180 | 68188 |
| OSG CORP | COMMON STOCK | 16800 | 197011 |
| OSISKO GOLD ROYALTIES LTD | COMMON STOCK | 36415 | 659076 |
| OSOTSPA PCL FOREIGN | FOREIGN SH. THB1.0 A | 243700 | 148490 |
| OTP BANK PLC | COMMON STOCK HUF100.0 | 44025 | 2403619 |
| OTSUKA CORP | COMMON STOCK | 37400 | 855540 |
| OTSUKA HOLDINGS CO LTD | COMMON STOCK | 77000 | 4179293 |
| OTTOGI CORPORATION | COMMON STOCK KRW5000.0 | 331 | 88495 |
| OUTOKUMPU OYJ | COMMON STOCK | 80433 | 241534 |
| OUTSURANCE GROUP LTD | COMMON STOCK ZAR.0001 | 135484 | 477461 |
| OVERSEA CHINESE BANKING CORP | COMMON STOCK | 570618 | 6975576 |
| OVS SPA | COMMON STOCK NPV | 43668 | 153651 |
| OXFORD INSTRUMENTS PLC | COMMON STOCK GBP.05 | 7860 | 212084 |

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| | | | |
|:---|:---|:---|:---|
| OXFORD NANOPORE TECHNOLOGIES | COMMON STOCK GBP.0001 | 98018 | 158104 |
| PABRIK KERTAS TJIWI KIMIA PT | COMMON STOCK IDR1000.0 | 312400 | 115399 |
| PACIFIC BASIN SHIPPING LTD | COMMON STOCK USD.01 | 837000 | 176711 |
| PACIFIC INDUSTRIAL CO LTD | COMMON STOCK | 6800 | 58536 |
| PACIFIC STRATEGIC FINANCIAL | COMMON STOCK IDR400.0 | 2772300 | 188806 |
| PAGEGROUP PLC | COMMON STOCK GBP.01 | 56396 | 240712 |
| PAL GROUP HOLDINGS CO LTD | COMMON STOCK | 9800 | 190045 |
| PALADIN ENERGY LTD | COMMON STOCK | 53697 | 251534 |
| PALTAC CORPORATION | COMMON STOCK | 5600 | 154491 |
| PAN AMERICAN SILVER CORP | EXP 22FEB29 | 59600 | 22052 |
| PAN AMERICAN SILVER CORP | COMMON STOCK | 62594 | 1265633 |
| PAN INTERNATIONAL INDUSTRIAL | COMMON STOCK TWD10.0 | 223678 | 278246 |
| PAN JIT INTERNATIONAL INC | COMMON STOCK TWD10.0 | 103100 | 160791 |
| PAN OCEAN CO LTD | COMMON STOCK KRW1000.0 | 55662 | 124668 |
| PAN PACIFIC INTERNATIONAL HO | COMMON STOCK | 69500 | 1888760 |
| PANASONIC HOLDINGS CORP | COMMON STOCK | 400700 | 4165078 |
| PANDORA A/S | COMMON STOCK DKK.01 | 15551 | 2843598 |
| PANDOX AB | COMMON STOCK SEK2.5 | 13362 | 231769 |
| PANGANG GROUP VANADIUM TIT A | COMMON STOCK CNY1.0 | 100100 | 39433 |
| PARADE TECHNOLOGIES LTD | COMMON STOCK TWD10.0 | 15000 | 348952 |
| PARADISE CO LTD | COMMON STOCK KRW500.0 | 13634 | 88827 |
| PARADOX INTERACTIVE AB | COMMON STOCK SEK.005 | 2538 | 47385 |
| PARAGON BANKING GROUP PLC | COMMON STOCK GBP1.0 | 44016 | 410095 |
| PARAMOUNT BED HOLDINGS CO LT | COMMON STOCK | 7400 | 126881 |
| PARAMOUNT RESOURCES LTD A | COMMON STOCK | 12500 | 276561 |
| PAREX RESOURCES INC | COMMON STOCK | 21400 | 216946 |
| PARK SYSTEMS CORP | COMMON STOCK KRW500.0 | 1064 | 152822 |
| PARK24 CO LTD | COMMON STOCK | 20000 | 279710 |
| PARKLAND CORP | COMMON STOCK | 25778 | 582703 |
| PARKWAYLIFE REAL ESTATE | REIT | 62100 | 170691 |
| PARQUE ARAUCO S.A. | COMMON STOCK | 108669 | 173615 |
| PARTNER COMMUNICATIONS CO | COMMON STOCK ILS.01 | 24392 | 159996 |
| PARTNERS GROUP HOLDING AG | COMMON STOCK CHF.01 | 4060 | 5518798 |
| PASON SYSTEMS INC | COMMON STOCK | 14300 | 135324 |
| PASONA GROUP INC | COMMON STOCK | 4300 | 55544 |
| PATRIZIA SE | COMMON STOCK | 7848 | 64018 |
| PAX GLOBAL TECHNOLOGY LTD | COMMON STOCK HKD.1 | 239000 | 165221 |
| PAZ RETAIL AND ENERGY LTD | COMMON STOCK ILS5.0 | 1714 | 212154 |
| PCCW LTD | COMMON STOCK | 683056 | 397455 |
| PDD HOLDINGS INC | ADR USD.00002 | 117400 | 11386626 |
| PEAB AB CLASS B | COMMON STOCK SEK5.35 | 23825 | 170709 |
| PEARL ABYSS CORP | COMMON STOCK KRW100.0 | 5140 | 96596 |
| PEARSON PLC | COMMON STOCK GBP.25 | 128529 | 2061058 |
| PEGATRON CORP | COMMON STOCK TWD10.0 | 346853 | 968158 |
| PEGAVISION CORP | COMMON STOCK TWD10.0 | 10000 | 114965 |
| PEMBINA PIPELINE CORP | COMMON STOCK | 94129 | 3476006 |
| PENNON GROUP PLC | COMMON STOCK GBP.6105 | 47968 | 356254 |
| PENTA OCEAN CONSTRUCTION CO | COMMON STOCK | 49400 | 204518 |

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| | | | |
|:---|:---|:---|:---|
| PEOPLE + TECHNOLOGY INC | COMMON STOCK KRW500.0 | 3452 | 88579 |
| PEOPLE S INSURANCE CO GROU H | COMMON STOCK CNY1.0 | 1526000 | 760255 |
| PEPCO GROUP NV | COMMON STOCK PLN.01 | 34891 | 138680 |
| PEPKOR HOLDINGS LTD | COMMON STOCK | 354694 | 544165 |
| PEPTIDREAM INC | COMMON STOCK | 17100 | 284201 |
| PEPTRON INC | COMMON STOCK KRW500.0 | 4019 | 277556 |
| PER AARSLEFF HOLDING A/S | COMMON STOCK DKK2.0 | 2940 | 204932 |
| PERENTI LTD | COMMON STOCK | 119922 | 103797 |
| PERNOD RICARD SA | COMMON STOCK EUR1.55 | 34130 | 3815894 |
| PERPETUAL LTD | COMMON STOCK | 16942 | 208824 |
| PERSEUS MINING LTD | COMMON STOCK | 214628 | 343329 |
| PERSIMMON PLC | COMMON STOCK GBP.1 | 63494 | 949612 |
| PERSOL HOLDINGS CO LTD | COMMON STOCK | 300000 | 447535 |
| PERUSAHAAN GAS NEGARA TBK PT | COMMON STOCK IDR100.0 | 2371000 | 233324 |
| PET VALU HOLDINGS LTD | COMMON STOCK | 4700 | 82484 |
| PETROBRAS PETROLEO BRAS | COMMON STOCK | 676603 | 4332413 |
| PETROBRAS PETROLEO BRAS PR | PREFERENCE | 760517 | 4475684 |
| PETROCHINA CO LTD A | COMMON STOCK CNY1.0 | 459000 | 561461 |
| PETROCHINA CO LTD H | COMMON STOCK CNY1.0 | 3472000 | 2730955 |
| PETRONAS CHEMICALS GROUP BHD | COMMON STOCK | 515400 | 595439 |
| PETRONAS DAGANGAN BHD | COMMON STOCK | 67000 | 289397 |
| PETRONAS GAS BHD | COMMON STOCK | 115600 | 457251 |
| PETRORECONCAVO SA | COMMON STOCK NPV | 26400 | 69792 |
| PETS AT HOME GROUP PLC | COMMON STOCK GBP.01 | 85808 | 220352 |
| PEUGEOT INVEST | COMMON STOCK EUR1.0 | 851 | 64428 |
| PEXA GROUP LTD | COMMON STOCK | 28051 | 226165 |
| PEYTO EXPLORATION + DEV CORP | COMMON STOCK | 32500 | 387324 |
| PFEIFFER VACUUM TECHNOLOGY | COMMON STOCK | 884 | 140610 |
| PGE SA | COMMON STOCK PLN10.25 | 150025 | 220433 |
| PHARMA MAR SA | COMMON STOCK EUR.6 | 2534 | 209392 |
| PHARMAESSENTIA CORP | COMMON STOCK TWD10.0 | 53000 | 992746 |
| PHARMALLY INTERENATIONAL HOL | COMMON STOCK TWD10.0 | 10256 | 17706 |
| PHARMARON BEIJING CO LTD A | COMMON STOCK CNY1.0 | 15075 | 52983 |
| PHARMING GROUP NV | COMMON STOCK EUR.01 | 155570 | 149039 |
| PHIHONG TECHNOLOGY CO LTD | COMMON STOCK TWD10.0 | 95000 | 108204 |
| PHILIPPINE PESO | FOREIGN CURRENCY | 32178482 | 556288 |
| PHISON ELECTRONICS CORP | COMMON STOCK TWD10.0 | 27229 | 440080 |
| PHOENIX FINANCIAL LTD | COMMON STOCK ILS1.0 | 44225 | 645475 |
| PHOENIX GROUP HOLDINGS PLC | COMMON STOCK GBP.1 | 177605 | 1130841 |
| PHOSAGRO PJSC | DEPOSITORY RECEIPT | 234 | 3462 |
| PHOSAGRO PJSC GDR REG S | GDR | 36282 | 537508 |
| PIAGGIO + C. S.P.A. | COMMON STOCK | 29245 | 66017 |
| PICC HOLDING CO A | COMMON STOCK CNY1.0 | 69600 | 72515 |
| PICC PROPERTY + CASUALTY H | COMMON STOCK CNY1.0 | 1280309 | 2020686 |
| PICK N PAY STORES LTD | COMMON STOCK ZAR.0125 | 94386 | 153559 |
| PICTON PROPERTY INCOME LTD | REIT | 73352 | 58792 |
| PIGEON CORP | COMMON STOCK | 19500 | 180144 |
| PIHSIANG MACHINERY MFG CO | COMMON STOCK TWD10.0 | 190000 | 100261 |

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| | | | |
|:---|:---|:---|:---|
| PILBARA MINERALS LTD | COMMON STOCK | 502342 | 684355 |
| PILLAR CORP /JAPAN | COMMON STOCK | 3400 | 92429 |
| PILOT CORP | COMMON STOCK | 4800 | 147947 |
| PING AN BANK CO LTD A | COMMON STOCK CNY1.0 | 212900 | 340674 |
| PING AN HEALTHCARE AND TECHN | COMMON STOCK USD.000005 | 88100 | 70317 |
| PING AN INSURANCE GROUP CO A | COMMON STOCK CNY1.0 | 157297 | 1131997 |
| PING AN INSURANCE GROUP CO H | COMMON STOCK CNY1.0 | 1038000 | 6153477 |
| PINNACLE INVESTMENT MANAGEME | COMMON STOCK | 19404 | 273547 |
| PIOLAX INC | COMMON STOCK | 4700 | 75505 |
| PIOTECH INC A | COMMON STOCK CNY1.0 | 4474 | 94082 |
| PIRAEUS FINANCIAL HOLDINGS S | COMMON STOCK EUR.93 | 138899 | 553745 |
| PIRELLI + C SPA | COMMON STOCK NPV | 59137 | 335208 |
| PIXART IMAGING INC | COMMON STOCK TWD10.0 | 23509 | 182945 |
| PKO BANK POLSKI SA | COMMON STOCK PLN1.0 | 161081 | 2330656 |
| PKSHA TECHNOLOGY INC | COMMON STOCK | 2400 | 57669 |
| PLAN B MEDIA PCL F | FOREIGN SH. THB.1 A | 413316 | 85922 |
| PLATZER FASTIGHETER HOLD B | COMMON STOCK SEK.1 | 10131 | 78562 |
| PLAYTECH PLC | COMMON STOCK | 51370 | 459996 |
| PLDT INC | COMMON STOCK PHP5.0 | 17262 | 385461 |
| PLUS ALPHA CONSULTING CO LTD | COMMON STOCK | 3500 | 42120 |
| PLUS500 LTD | COMMON STOCK ILS.01 | 15433 | 523343 |
| PLUXEE NV | COMMON STOCK EUR.01 | 16546 | 318434 |
| PNE AG | COMMON STOCK | 6506 | 74772 |
| POLA ORBIS HOLDINGS INC | COMMON STOCK | 17600 | 160055 |
| POLAR CAPITAL HOLDINGS PLC | COMMON STOCK GBP.025 | 12715 | 80884 |
| POLARIS GROUP | COMMON STOCK TWD10.0 | 50260 | 69823 |
| POLISH ZLOTY | FOREIGN CURRENCY | 4334199 | 1049290 |
| POLLARD BANKNOTE LTD | COMMON STOCK | 3400 | 56738 |
| POLY DEVELOPMENTS AND HOLD A | COMMON STOCK CNY1.0 | 129500 | 156925 |
| POLY PROPERTY GROUP CO LTD | COMMON STOCK | 828663 | 164283 |
| POLYNOVO LTD | COMMON STOCK | 315255 | 396389 |
| POLYPEPTIDE GROUP AG | COMMON STOCK CHF.01 | 1961 | 61447 |
| POLYUS PJSC | COMMON STOCK RUB1.0 | 4300 | 463029 |
| POONGSAN CORP | COMMON STOCK KRW5000.0 | 5370 | 182007 |
| POP MART INTERNATIONAL GROUP | COMMON STOCK USD.0001 | 90200 | 1040999 |
| PORSCHE AUTOMOBIL HLDG PRF | PREFERENCE | 28326 | 1065535 |
| POSCO DX CO LTD | COMMON STOCK KRW500.0 | 9043 | 115216 |
| POSCO FUTURE M CO LTD | COMMON STOCK KRW500.0 | 5584 | 531034 |
| POSCO HOLDINGS INC | COMMON STOCK KRW5000.0 | 12627 | 2192354 |
| POSCO HOLDINGS INC SPON ADR | ADR | 1480 | 64173 |
| POSCO INTERNATIONAL CORP | COMMON STOCK KRW5000.0 | 11657 | 310925 |
| POSTAL SAVINGS BANK OF CHI A | COMMON STOCK CNY1.0 | 270100 | 209910 |
| POSTAL SAVINGS BANK OF CHI H | COMMON STOCK CNY1.0 | 1484000 | 874970 |
| POSTE ITALIANE SPA | COMMON STOCK EUR1.0 | 19230 | 271211 |
| POSTNL NV | COMMON STOCK EUR.08 | 140300 | 151382 |
| POU CHEN | COMMON STOCK TWD10.0 | 513520 | 576773 |
| POUND STERLING | FOREIGN CURRENCY | 2358261 | 2953486 |
| POWER + WATER UTILITY CO FOR | COMMON STOCK SAR10.0 | 15199 | 221671 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | POWER ASSETS HOLDINGS LTD | COMMON STOCK | 271000 | 1890872 |
| | POWER CONSTRUCTION CORP OF A | COMMON STOCK CNY1.0 | 105700 | 78921 |
| | POWER CORP OF CANADA | COMMON STOCK | 104912 | 3270932 |
| | POWERCHIP SEMICONDUCTOR MANU | COMMON STOCK TWD10.0 | 600000 | 289829 |
| | POWERTECH TECHNOLOGY INC | COMMON STOCK TWD10.0 | 134897 | 500050 |
| | POWSZECHNY ZAKLAD UBEZPIECZE | COMMON STOCK PLN.1 | 108267 | 1200871 |
| | POYA INTERNATIONAL CO LTD | COMMON STOCK TWD10.0 | 10612 | 160590 |
| | PPB GROUP BERHAD | COMMON STOCK | 135000 | 374447 |
| | PRAIRIESKY ROYALTY LTD | COMMON STOCK | 43762 | 852906 |
| | PRECISION DRILLING CORP | COMMON STOCK | 2800 | 171170 |
| | PREMIER FOODS PLC | COMMON STOCK GBP.1 | 101903 | 238970 |
| | PREMIER INVESTMENTS LTD | COMMON STOCK | 17533 | 348909 |
| | PREMIUM BRANDS HOLDINGS CORP | COMMON STOCK | 8200 | 450880 |
| | PRESIDENT CHAIN STORE CORP | COMMON STOCK TWD10.0 | 107608 | 861117 |
| | PRESS METAL ALUMINIUM HOLDIN | COMMON STOCK | 637300 | 697576 |
| | PRESSANCE CORP | COMMON STOCK | 2400 | 30343 |
| | PRESTIGE INTERNATIONAL INC | COMMON STOCK | 17600 | 75779 |
| | PRIMA MARINE PCL FOREIGN | FOREIGN SH. THB1.0 A | 184200 | 46551 |
| | PRIMA MEAT PACKERS LTD | COMMON STOCK | 4300 | 60614 |
| | PRIMARIS REIT | REIT | 18375 | 197651 |
| | PRIMARY HEALTH PROPERTIES | REIT GBP.125 | 216321 | 252461 |
| | PRIMAX ELECTRONICS LTD | COMMON STOCK TWD10.0 | 83000 | 191986 |
| | PRIO SA | COMMON STOCK | 145995 | 957731 |
| | PRO MEDICUS LTD | COMMON STOCK | 7935 | 1223938 |
| | PROLOGIS PROPERTY MEXICO SA | REIT | 182521 | 508340 |
| | PROMOTORA Y OPERADORA DE INF | COMMON STOCK | 39285 | 333718 |
| | PROSEGUR CASH SA | COMMON STOCK EUR.02 | 79951 | 45700 |
| | PROSIEBENSAT.1 MEDIA SE | COMMON STOCK | 21102 | 108306 |
| | PROSUS NV | COMMON STOCK EUR.05 | 237811 | 9427939 |
| | PROTECTOR FORSIKRING ASA | COMMON STOCK NOK1.0 | 13528 | 339658 |
| | PROXIMUS | COMMON STOCK | 26584 | 138331 |
| | PRS REIT PLC/THE | REIT GBP.01 | 88235 | 118818 |
| \* | PRUDENTIAL PLC | COMMON STOCK GBP.05 | 498700 | 3977416 |
|  | PRYSMIAN SPA | COMMON STOCK EUR.1 | 49928 | 3187850 |
|  | PSP SWISS PROPERTY AG REG | COMMON STOCK CHF.1 | 8009 | 1138253 |
|  | PT XL AXIATA TBK | COMMON STOCK IDR100.0 | 769200 | 107362 |
|  | PTT EXPLORATION + PROD FOR | FOREIGN SH. THB1.0 A | 302812 | 1058086 |
|  | PTT GLOBAL CHEMICAL PCL FOR | FOREIGN SH. THB10.0 A | 454442 | 325535 |
|  | PTT PCL NVDR | NVDR THB1.0 | 265300 | 246938 |
|  | PTT PCL/FOREIGN | FOREIGN SH. THB1.0 A | 1435240 | 1335906 |
|  | PUBLIC BANK BERHAD | COMMON STOCK | 2337305 | 2382101 |
|  | PUBLIC POWER CORP | COMMON STOCK EUR2.48 | 41347 | 528335 |
|  | PUBLICIS GROUPE | COMMON STOCK EUR.4 | 41808 | 4427676 |
|  | PUMA SE | COMMON STOCK | 20278 | 927293 |
|  | PZ CUSSONS PLC | COMMON STOCK GBP.01 | 36300 | 36893 |
|  | Q TECHNOLOGY GROUP CO LTD | COMMON STOCK HKD.01 | 74000 | 61731 |
|  | QANTAS AIRWAYS LTD | COMMON STOCK | 146950 | 814346 |
|  | QASSIM CEMENT/THE | COMMON STOCK SAR10.0 | 7480 | 104713 |

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| | | | |
|:---|:---|:---|:---|
| QBE INSURANCE GROUP LTD | COMMON STOCK | 272215 | 3239358 |
| QIAGEN N.V. | COMMON STOCK EUR.01 | 41090 | 1831390 |
| QIFU TECHNOLOGY INC | ADR USD.00001 | 23600 | 905768 |
| QINETIQ GROUP PLC | COMMON STOCK GBP.01 | 97471 | 506062 |
| QINGHAI SALT LAKE INDUSTRY A | COMMON STOCK CNY1.0 | 137100 | 308776 |
| QISDA CORP | COMMON STOCK TWD10.0 | 551955 | 564422 |
| QL RESOURCES BHD | COMMON STOCK | 264780 | 281727 |
| QT GROUP OYJ | COMMON STOCK | 2948 | 206715 |
| QUALITAS CONTROLADORA SAB CV | COMMON STOCK | 30300 | 255614 |
| QUALITY HOUSE PCL FOREIGN | FOREIGN SH. THB1.0 A | 4039238 | 203480 |
| QUANTA COMPUTER INC | COMMON STOCK TWD10.0 | 499511 | 4336817 |
| QUBE HOLDINGS LTD | COMMON STOCK | 291392 | 714650 |
| QUEBECOR INC CL B | COMMON STOCK | 29600 | 648310 |
| QUILTER PLC | COMMON STOCK GBP.08167 | 220921 | 425048 |
| QUIMICA Y MINERA CHIL SP ADR | ADR USD1.0 | 27198 | 988919 |
| RADIANCE HOLDINGS GROUP CO L | COMMON STOCK HKD.01 | 137000 | 51499 |
| RADIANT OPTO ELECTRONICS COR | COMMON STOCK TWD10.0 | 90000 | 538114 |
| RADWARE LTD | COMMON STOCK ILS.05 | 7700 | 173481 |
| RAFFLES MEDICAL GROUP LTD | COMMON STOCK | 157858 | 98380 |
| RAI WAY SPA | COMMON STOCK NPV | 19337 | 110129 |
| RAIA DROGASIL SA | COMMON STOCK | 218400 | 774605 |
| RAIFFEISEN BANK INTERNATIONA | COMMON STOCK | 27381 | 560776 |
| RAINBOW ROBOTICS | COMMON STOCK KRW500.0 | 1442 | 156962 |
| RAITO KOGYO CO LTD | COMMON STOCK | 7300 | 102539 |
| RAIZNEXT CORP | COMMON STOCK | 6000 | 59295 |
| RAK PROPERTIES | COMMON STOCK AED1.0 | 1183121 | 367204 |
| RAKUS CO LTD | COMMON STOCK | 13300 | 154503 |
| RAKUTEN BANK LTD | COMMON STOCK | 20100 | 565633 |
| RAKUTEN GROUP INC | COMMON STOCK | 265800 | 1433720 |
| RAMELIUS RESOURCES LTD | COMMON STOCK | 221328 | 285064 |
| RAMI LEVY CHAIN STORES HASHI | COMMON STOCK ILS.01 | 1464 | 99324 |
| RAMSAY HEALTH CARE LTD | COMMON STOCK | 37814 | 808764 |
| RANDON PARTICIPACOES SA PREF | PREFERENCE | 17000 | 27232 |
| RANDSTAD NV | COMMON STOCK EUR.1 | 19619 | 823539 |
| RANK GROUP PLC | COMMON STOCK GBP.1388889 | 43628 | 46959 |
| RATCH GROUP PCL NVDR | NVDR THB10.0 | 133700 | 117525 |
| RATHBONES GROUP PLC | COMMON STOCK GBP.05 | 9684 | 201356 |
| RATIONAL AG | COMMON STOCK | 870 | 741150 |
| RATOS AB B SHS | COMMON STOCK SEK3.15 | 45969 | 130333 |
| RAYDIUM SEMICONDUCTOR CORP | COMMON STOCK TWD10.0 | 12000 | 144409 |
| RB GLOBAL INC | COMMON STOCK | 30100 | 2715321 |
| REA GROUP LTD | COMMON STOCK | 9152 | 1317077 |
| REALORD GROUP HOLDINGS LTD | COMMON STOCK HKD.1 | 72000 | 68590 |
| REALTEK SEMICONDUCTOR CORP | COMMON STOCK TWD10.0 | 85329 | 1467654 |
| RECKITT BENCKISER GROUP PLC | COMMON STOCK GBP.1 | 129921 | 7851465 |
| RECORDATI INDUSTRIA CHIMICA | COMMON STOCK EUR.125 | 18974 | 994167 |
| RECRUIT HOLDINGS CO LTD | COMMON STOCK | 248500 | 17310160 |
| REDCARE PHARMACY NV | COMMON STOCK EUR.02 | 2295 | 313737 |

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| | | | |
|:---|:---|:---|:---|
| REDE D OR SAO LUIZ SA | COMMON STOCK | 109998 | 452442 |
| REDEFINE PROPERTIES LTD | REIT | 992005 | 239196 |
| REDEIA CORP SA | COMMON STOCK EUR.5 | 73904 | 1262705 |
| REDES ENERGETICAS NACIONAIS | COMMON STOCK EUR1.0 | 37879 | 89430 |
| REECE LTD | COMMON STOCK | 49366 | 681588 |
| REGION RE LTD | REIT | 206555 | 264795 |
| REGIONAL SAB DE CV | COMMON STOCK | 56600 | 318649 |
| REGIS RESOURCES LTD | COMMON STOCK | 118206 | 187600 |
| REINET INVESTMENTS SCA | COMMON STOCK | 26808 | 635266 |
| REIT 1 LTD | REIT ILS1.0 | 48764 | 256825 |
| RELIANCE WORLDWIDE CORP LTD | COMMON STOCK | 131284 | 407039 |
| RELO GROUP INC | COMMON STOCK | 20800 | 253049 |
| RELX PLC | COMMON STOCK GBP.00144397 | 146008 | 6596024 |
| RELX PLC | COMMON STOCK GBP.00144397 | 165576 | 7506089 |
| REMGRO LTD | COMMON STOCK | 96268 | 791265 |
| REMY COINTREAU | COMMON STOCK EUR1.6 | 3991 | 238476 |
| RENAULT SA | COMMON STOCK EUR3.81 | 33042 | 1600408 |
| RENESAS ELECTRONICS CORP | COMMON STOCK | 265000 | 3372862 |
| RENEWI PLC | COMMON STOCK GBP1.0 | 13551 | 137298 |
| RENGO CO LTD | COMMON STOCK | 32500 | 180312 |
| RENISHAW PLC | COMMON STOCK GBP.2 | 6246 | 263503 |
| RENOVA INC | COMMON STOCK | 5900 | 29028 |
| RENTOKIL INITIAL PLC | COMMON STOCK GBP.01 | 460323 | 2287671 |
| REPLY SPA | COMMON STOCK EUR.13 | 3836 | 609332 |
| REPSOL SA | COMMON STOCK EUR1.0 | 227267 | 2751066 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2030 | 1 | 1 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2030 | 1 | 1 |
| RESILIENT REIT LTD | REIT | 66746 | 207843 |
| RESOLUTE MINING LTD | COMMON STOCK | 344828 | 84714 |
| RESONA HOLDINGS INC | COMMON STOCK | 390514 | 2845117 |
| RESONAC HOLDINGS CORP | COMMON STOCK | 29200 | 734250 |
| RESORTTRUST INC | COMMON STOCK | 14000 | 278168 |
| RESTAR CORP | COMMON STOCK | 3300 | 53920 |
| RESTAURANT BRANDS INTERN | COMMON STOCK | 52294 | 3406637 |
| REUNERT LTD | COMMON STOCK ZAR.1 | 44303 | 176085 |
| REXEL SA | COMMON STOCK EUR5.0 | 41580 | 1049269 |
| RHB BANK BHD | COMMON STOCK | 240024 | 347757 |
| RHEINMETALL AG | COMMON STOCK | 7646 | 4865300 |
| RICHELIEU HARDWARE LTD | COMMON STOCK | 9900 | 268736 |
| RICHTER GEDEON NYRT | COMMON STOCK HUF100.0 | 26273 | 688757 |
| RICHWAVE TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 12781 | 82586 |
| RICOH CO LTD | COMMON STOCK | 115400 | 1314868 |
| RICOH LEASING CO LTD | COMMON STOCK | 2400 | 79554 |
| RIETER HOLDING AG REG | COMMON STOCK CHF5.0 | 516 | 48329 |
| RIGHTMOVE PLC | COMMON STOCK GBP.001 | 159417 | 1276872 |
| RIKEN KEIKI CO LTD | COMMON STOCK | 6400 | 155020 |
| RINGKJOEBING LANDBOBANK A/S | COMMON STOCK DKK1.0 | 4765 | 797355 |
| RINNAI CORP | COMMON STOCK | 18600 | 382914 |

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| | | | |
|:---|:---|:---|:---|
| RIO TINTO LTD | COMMON STOCK | 67468 | 4908451 |
| RIO TINTO PLC | COMMON STOCK GBP.1 | 193649 | 11403427 |
| RIOCAN REAL ESTATE INVST TR | REIT | 26900 | 341908 |
| RISO KAGAKU CORP | COMMON STOCK | 11000 | 111547 |
| RIVERSTONE HOLDINGS LTD | COMMON STOCK | 87700 | 70068 |
| RIYAD BANK | COMMON STOCK SAR10.0 | 271950 | 2069987 |
| RLX TECHNOLOGY INC ADR | ADR USD.00001 | 104200 | 225072 |
| ROBINSONS LAND CO | COMMON STOCK PHP1.0 | 644400 | 147239 |
| ROCHE HOLDING AG BR | COMMON STOCK CHF1.0 | 6026 | 1796506 |
| ROCHE HOLDING AG GENUSSCHEIN | COMMON STOCK | 121650 | 34099669 |
| ROCKWOOL A/S B SHS | COMMON STOCK DKK10.0 | 1475 | 522596 |
| ROGERS COMMUNICATIONS INC B | COMMON STOCK | 69522 | 2136127 |
| ROGERS SUGAR INC | COMMON STOCK | 17400 | 71018 |
| ROHM CO LTD | COMMON STOCK | 60400 | 569086 |
| ROHTO PHARMACEUTICAL CO LTD | COMMON STOCK | 34800 | 629907 |
| ROLAND CORP | COMMON STOCK | 2100 | 52070 |
| ROLLS ROYCE HOLDINGS PLC | COMMON STOCK GBP.2 | 1522949 | 10840011 |
| RONGSHENG PETROCHEMICAL CO A | COMMON STOCK CNY1.0 | 102900 | 127398 |
| RORZE CORP | COMMON STOCK | 16000 | 152213 |
| ROSNEFT OIL CO PJSC | COMMON STOCK RUB.01 | 103786 | 525928 |
| ROTORK PLC | COMMON STOCK GBP.005 | 149006 | 585413 |
| ROUND ONE CORP | COMMON STOCK | 29100 | 238712 |
| ROYAL BANK OF CANADA | COMMON STOCK | 241532 | 29107444 |
| ROYAL HOLDINGS CO LTD | COMMON STOCK | 5200 | 78946 |
| ROYAL UNIBREW | COMMON STOCK DKK2.0 | 8469 | 594426 |
| RS GROUP PLC | COMMON STOCK GBP.1 | 99378 | 846575 |
| RS TECHNOLOGIES CO LTD | COMMON STOCK | 2800 | 60744 |
| RUBIS | COMMON STOCK EUR1.25 | 16702 | 410070 |
| RUENTEX DEVELOPMENT CO LTD | COMMON STOCK TWD10.0 | 289170 | 377275 |
| RUENTEX INDUSTRIES LTD | COMMON STOCK TWD10.0 | 122574 | 270193 |
| RUMO SA | COMMON STOCK | 248250 | 716794 |
| RUN LONG CONSTRUCTION CO LTD | COMMON STOCK TWD10.0 | 72600 | 82619 |
| RURAL FUNDS TRUST | REIT | 71343 | 76558 |
| RUSSEL METALS INC | COMMON STOCK | 10800 | 316145 |
| RUSSIAN RUBLE | FOREIGN CURRENCY | 8954336 | 81588 |
| RWE AG | COMMON STOCK | 115698 | 3453454 |
| RWS HOLDINGS PLC | COMMON STOCK GBP.01 | 49524 | 112202 |
| RYMAN HEALTHCARE LTD | COMMON STOCK | 100013 | 263932 |
| RYOHIN KEIKAKU CO LTD | COMMON STOCK | 49000 | 1110917 |
| RYOYO RYOSAN HOLDINGS INC | COMMON STOCK | 6724 | 104066 |
| S 1 CORPORATION | COMMON STOCK KRW500.0 | 4547 | 182745 |
| S F HOLDING CO LTD A | COMMON STOCK CNY1.0 | 49800 | 274678 |
| S FOODS INC | COMMON STOCK | 3000 | 52051 |
| S OIL CORP | COMMON STOCK KRW2500.0 | 9000 | 336439 |
| S.O.I.T.E.C. | COMMON STOCK EUR2.0 | 4583 | 410497 |
| S+P/TSX 60 IX FUT MAR 25 | XMOD 20250320 | 13600 | (414867) |
| SAAB AB B | COMMON STOCK | 60084 | 1268935 |
| SABIC AGRI NUTRIENTS CO | COMMON STOCK SAR10.0 | 43469 | 1284148 |

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| | | | |
|:---|:---|:---|:---|
| SACYR SA | COMMON STOCK EUR1.0 | 77632 | 255794 |
| SAF HOLLAND SE | COMMON STOCK EUR.01 | 6234 | 95374 |
| SAFESTORE HOLDINGS PLC | REIT GBP.01 | 36115 | 290641 |
| SAFRAN SA | COMMON STOCK EUR.2 | 61542 | 13439074 |
| SAGAX AB B | COMMON STOCK SEK1.75 | 37137 | 761178 |
| SAGE GROUP PLC/THE | COMMON STOCK GBP.01051948 | 186106 | 2938296 |
| SAHARA INTERNATIONAL PETROCH | COMMON STOCK SAR10.0 | 60948 | 403573 |
| SAIC MOTOR CORP LTD A | COMMON STOCK CNY1.0 | 84800 | 240925 |
| SAILUN GROUP CO LTD A | COMMON STOCK CNY1.0 | 31100 | 60993 |
| SAINSBURY (J) PLC | COMMON STOCK GBP.285714 | 332288 | 1136816 |
| SAIPEM SPA | COMMON STOCK | 215267 | 559279 |
| SAIZERIYA CO LTD | COMMON STOCK | 6800 | 230109 |
| SAKAI MOVING SERVICE CO LTD | COMMON STOCK | 3800 | 59502 |
| SAKATA INX CORP | COMMON STOCK | 3700 | 40570 |
| SAKATA SEED CORP | COMMON STOCK | 5100 | 111998 |
| SAL SAUDI LOGISTICS SERVICES | COMMON STOCK SAR10.0 | 8275 | 556306 |
| SALMAR ASA | COMMON STOCK NOK.25 | 12360 | 588695 |
| SALVATORE FERRAGAMO SPA | COMMON STOCK EUR.1 | 9188 | 64411 |
| SAM A ALUMINUM CO LTD | COMMON STOCK KRW500.0 | 1083 | 24518 |
| SAM CHUN DANG PHARM CO LTD | COMMON STOCK KRW500.0 | 2322 | 233790 |
| SAMHALLSBYGGNADSBOLAGET I NO | COMMON STOCK | 256410 | 105349 |
| SAMPO OYJ A SHS | COMMON STOCK | 83094 | 3396654 |
| SAMPO OYJ A SHS | COMMON STOCK | 9653 | 391743 |
| SAMSUNG BIOLOGICS CO LTD | COMMON STOCK KRW2500.0 | 3433 | 2211276 |
| SAMSUNG C+T CORP | COMMON STOCK KRW100.0 | 13679 | 1058871 |
| SAMSUNG E+A CO LTD | COMMON STOCK KRW5000.0 | 34049 | 382204 |
| SAMSUNG ELECTRO MECHANICS CO | COMMON STOCK KRW5000.0 | 10334 | 861842 |
| SAMSUNG ELECTRONICS CO LTD | COMMON STOCK KRW100.0 | 832905 | 30058361 |
| SAMSUNG ELECTRONICS PREF | PREFERENCE | 143437 | 4301491 |
| SAMSUNG FIRE + MARINE INS | COMMON STOCK KRW500.0 | 6170 | 1500055 |
| SAMSUNG HEAVY INDUSTRIES | COMMON STOCK KRW1000.0 | 101187 | 775940 |
| SAMSUNG LIFE INSURANCE CO LT | COMMON STOCK KRW500.0 | 13922 | 891492 |
| SAMSUNG SDI CO LTD PFD | COMMON STOCK KRW5000.0 | 10079 | 1692083 |
| SAMSUNG SDS CO LTD | COMMON STOCK KRW500.0 | 7296 | 633195 |
| SAMSUNG SECURITIES CO LTD | COMMON STOCK KRW5000.0 | 7396 | 216761 |
| SAMTY RESIDENTIAL INVESTMENT | REIT | 54 | 31957 |
| SAMYANG FOODS CO LTD | COMMON STOCK KRW5000.0 | 718 | 371082 |
| SAN A CO LTD | COMMON STOCK | 6400 | 117266 |
| SAN AI OBBLI CO LTD | COMMON STOCK | 13100 | 157979 |
| SAN IN GODO BANK LTD/THE | COMMON STOCK | 24300 | 193342 |
| SANAN OPTOELECTRONICS CO L A | COMMON STOCK CNY1.0 | 114700 | 191048 |
| SANDFIRE RESOURCES LTD | COMMON STOCK | 73330 | 419673 |
| SANDOZ GROUP AG | COMMON STOCK CHF.05 | 74921 | 3071831 |
| SANDS CHINA LTD | COMMON STOCK USD.01 | 448000 | 1205363 |
| SANDSTORM GOLD LTD | COMMON STOCK | 33600 | 187835 |
| SANDVIK AB | COMMON STOCK SEK1.2 | 176562 | 3168345 |
| SANGETSU CORP | COMMON STOCK | 8600 | 163846 |
| SANKEN ELECTRIC CO LTD | COMMON STOCK | 3900 | 142388 |

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| | | | |
|:---|:---|:---|:---|
| SANKI ENGINEERING CO LTD | COMMON STOCK | 6600 | 131994 |
| SANKYO CO LTD | COMMON STOCK | 38000 | 514604 |
| SANKYU INC | COMMON STOCK | 9400 | 324967 |
| SANLAM LTD | COMMON STOCK ZAR.01 | 316171 | 1455694 |
| SANOFI | COMMON STOCK EUR2.0 | 201276 | 19457583 |
| SANRIO CO LTD | COMMON STOCK | 24600 | 858424 |
| SANSAN INC | COMMON STOCK | 8400 | 121788 |
| SANTANDER BANK POLSKA SA | COMMON STOCK PLN10.0 | 6814 | 754762 |
| SANTEN PHARMACEUTICAL CO LTD | COMMON STOCK | 60800 | 623087 |
| SANTOS BRASIL PARTICIPACOES | COMMON STOCK | 57700 | 122656 |
| SANTOS LTD | COMMON STOCK | 594657 | 2472112 |
| SANWA HOLDINGS CORP | COMMON STOCK | 31300 | 867124 |
| SANY HEAVY EQUIPMENT INTL | COMMON STOCK HKD.1 | 171000 | 99281 |
| SANY HEAVY INDUSTRY CO LTD A | COMMON STOCK CNY1.0 | 91100 | 205403 |
| SANYANG MOTOR CO LTD | COMMON STOCK TWD10.0 | 206140 | 434479 |
| SANYO CHEMICAL INDUSTRIES | COMMON STOCK | 1400 | 36535 |
| SANYO DENKI CO LTD | COMMON STOCK | 1400 | 80487 |
| SANYO SPECIAL STEEL CO LTD | COMMON STOCK | 3200 | 38891 |
| SAO MARTINHO SA | COMMON STOCK | 44000 | 165624 |
| SAP SE | COMMON STOCK | 178434 | 43653965 |
| SAPIENS INTERNATIONAL CORP | COMMON STOCK EUR.01 | 4434 | 120048 |
| SAPPI LIMITED | COMMON STOCK ZAR1.0 | 108677 | 283701 |
| SAPPORO HOLDINGS LTD | COMMON STOCK | 11600 | 611755 |
| SAPUTO INC | COMMON STOCK | 52400 | 910496 |
| SARANTIS SA | COMMON STOCK EUR.78 | 5024 | 56602 |
| SARTORIUS AG VORZUG | PREFERENCE | 4826 | 1075323 |
| SARTORIUS STEDIM BIOTECH | COMMON STOCK EUR.2 | 5153 | 1004581 |
| SASCO | COMMON STOCK SAR10.0 | 13623 | 230228 |
| SASOL LTD | COMMON STOCK | 102780 | 453550 |
| SASSEUR REAL ESTATE INVESTME | REIT | 92300 | 46087 |
| SATELLITE CHEMICAL CO LTD A | COMMON STOCK CNY1.0 | 34280 | 88119 |
| SATO CORP | COMMON STOCK | 4800 | 66889 |
| SATS LTD | COMMON STOCK | 180401 | 481081 |
| SAUDI ARABIAN MINING CO | COMMON STOCK SAR10.0 | 238052 | 3186782 |
| SAUDI ARABIAN OIL CO | COMMON STOCK | 633397 | 4728479 |
| SAUDI ARAMCO BASE OIL CO | COMMON STOCK SAR10.0 | 8795 | 261692 |
| SAUDI AWWAL BANK | COMMON STOCK SAR10.0 | 188463 | 1687811 |
| SAUDI BASIC INDUSTRIES CORP | COMMON STOCK SAR10.0 | 160700 | 2865519 |
| SAUDI CEMENT | COMMON STOCK SAR10.0 | 12716 | 144338 |
| SAUDI CERAMIC CO | COMMON STOCK SAR10.0 | 8311 | 75426 |
| SAUDI CHEMICAL CO HOLDING | COMMON STOCK SAR1.0 | 70080 | 172897 |
| SAUDI ELECTRICITY CO | COMMON STOCK SAR10.0 | 141342 | 635727 |
| SAUDI GROUND SERVICES CO | COMMON STOCK SAR10.0 | 15625 | 212497 |
| SAUDI IND INVESTMENT GROUP | COMMON STOCK SAR10.0 | 56982 | 253260 |
| SAUDI INVESTMENT BANK/THE | COMMON STOCK SAR10.0 | 103667 | 400056 |
| SAUDI KAYAN PETROCHEMICAL CO | COMMON STOCK SAR10.0 | 124666 | 232915 |
| SAUDI PAPER MANUFACTURING CO | COMMON STOCK SAR10.0 | 24224 | 418411 |
| SAUDI PHARMACEUTICAL INDUSTR | COMMON STOCK SAR10.0 | 9973 | 84803 |

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| | | | |
|:---|:---|:---|:---|
| SAUDI PUBLIC TRANSPORT CO | COMMON STOCK SAR10.0 | 10389 | 56515 |
| SAUDI REAL ESTATE CO | COMMON STOCK SAR10.0 | 25442 | 171311 |
| SAUDI RESEARCH + MEDIA GROUP | COMMON STOCK SAR10.0 | 6106 | 446891 |
| SAUDI RIYAL | FOREIGN CURRENCY | 5092215 | 1355250 |
| SAUDI TADAWUL GROUP HOLDING | COMMON STOCK SAR10.0 | 16260 | 938193 |
| SAUDI TELECOM CO | COMMON STOCK SAR10.0 | 363056 | 3864970 |
| SAUDIA DAIRY + FOODSTUFF CO | COMMON STOCK SAR10.0 | 2701 | 242827 |
| SAVARIA CORP | COMMON STOCK | 12500 | 172872 |
| SAVILLS PLC | COMMON STOCK GBP.025 | 24551 | 318462 |
| SAVOLA | COMMON STOCK SAR10.0 | 27823 | 271758 |
| SAWAI GROUP HOLDINGS CO LTD | COMMON STOCK | 22200 | 302627 |
| SBERBANK OF RUSSIA PJSC | COMMON STOCK RUB3.0 | 1842223 | 5262295 |
| SBI HOLDINGS INC | COMMON STOCK | 41923 | 1048635 |
| SBI SUMISHIN NET BANK LTD | COMMON STOCK | 12200 | 294403 |
| SBM OFFSHORE NV | COMMON STOCK EUR.25 | 23807 | 416903 |
| SBS HOLDINGS INC | COMMON STOCK | 3900 | 58584 |
| SCANDIC HOTELS GROUP AB | COMMON STOCK SEK.25 | 28343 | 175959 |
| SCANDINAVIAN TOBACCO GROUP A | COMMON STOCK DKK1.0 | 11155 | 147615 |
| SCATEC ASA | COMMON STOCK NOK.025 | 12608 | 88281 |
| SCB X PCL FOREIGN | FOREIGN SH. THB10.0 A | 153825 | 529281 |
| SCENTRE GROUP | REIT | 1008509 | 2144991 |
| SCHAEFFLER AG | COMMON STOCK | 21056 | 92463 |
| SCHIBSTED ASA B SHS | COMMON STOCK NOK.5 | 18106 | 533145 |
| SCHIBSTED ASA CL A | COMMON STOCK NOK.5 | 12759 | 396186 |
| SCHINDLER HOLDING AG REG | COMMON STOCK CHF.1 | 4431 | 1209669 |
| SCHINDLER HOLDING PART CERT | COMMON STOCK CHF.1 | 6920 | 1909284 |
| SCHNEIDER ELECTRIC SE | COMMON STOCK EUR4.0 | 93625 | 23135987 |
| SCHNEIDER ELECTRIC SE | COMMON STOCK EUR4.0 | 2893 | 726552 |
| SCHOELLER BLECKMANN OILFIELD | COMMON STOCK EUR1.0 | 4014 | 123736 |
| SCHOUW + CO | COMMON STOCK DKK10.0 | 2188 | 163647 |
| SCHRODERS PLC | COMMON STOCK GBP.2 | 162929 | 656959 |
| SCHWEITER TECHNOLOGIES AG | COMMON STOCK CHF1.0 | 184 | 83671 |
| SCOR SE | COMMON STOCK EUR7.876972 | 27071 | 662731 |
| SCOUT24 SE | COMMON STOCK | 13121 | 1156143 |
| SCREEN HOLDINGS CO LTD | COMMON STOCK | 15100 | 894053 |
| SCSK CORP | COMMON STOCK | 27900 | 585768 |
| SD GUTHRIE BHD | COMMON STOCK | 536930 | 593871 |
| SDI CORPORATION | COMMON STOCK TWD10.0 | 41000 | 117641 |
| SDIC POWER HOLDINGS CO LTD A | COMMON STOCK CNY1.0 | 155300 | 353455 |
| SDIPTECH AB B | COMMON STOCK SEK.025 | 4200 | 90370 |
| SEA LTD ADR | ADR USD.0005 | 66600 | 7066260 |
| SEABRIDGE GOLD INC | COMMON STOCK | 11200 | 127715 |
| SEATRIUM LTD | COMMON STOCK | 370213 | 562321 |
| SEAZEN GROUP LTD | COMMON STOCK HKD.001 | 448380 | 105054 |
| SEAZEN HOLDINGS CO LTD A | COMMON STOCK CNY1.0 | 363168 | 595060 |
| SEB SA | COMMON STOCK EUR1.0 | 4730 | 426079 |
| SECOM CO LTD | COMMON STOCK | 76000 | 2570280 |
| SECTRA AB B SHS | COMMON STOCK | 22669 | 566661 |

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| | | | |
|:---|:---|:---|:---|
| SECUNET SECURITY NETWORKS AG | COMMON STOCK | 220 | 26490 |
| SECURE ENERGY SERVICES INC | COMMON STOCK | 51900 | 586771 |
| SECURITAS AB B SHS | COMMON STOCK SEK1.0 | 93908 | 1163412 |
| SEEGENE INC | COMMON STOCK KRW500.0 | 5582 | 86333 |
| SEEK LTD | COMMON STOCK | 65546 | 912954 |
| SEERA GROUP HOLDING | COMMON STOCK SAR10.0 | 24933 | 149038 |
| SEGA SAMMY HOLDINGS INC | COMMON STOCK | 29200 | 567003 |
| SEGRO PLC | REIT GBP.1 | 209423 | 1838581 |
| SEIBU HOLDINGS INC | COMMON STOCK | 48200 | 977990 |
| SEIKO EPSON CORP | COMMON STOCK | 49500 | 894036 |
| SEIKO GROUP CORP | COMMON STOCK | 4200 | 129178 |
| SEINO HOLDINGS CO LTD | COMMON STOCK | 24500 | 370008 |
| SEIREN CO LTD | COMMON STOCK | 8300 | 146276 |
| SEKISUI CHEMICAL CO LTD | COMMON STOCK | 83700 | 1446050 |
| SEKISUI HOUSE LTD | COMMON STOCK | 106100 | 2528914 |
| SEKISUI HOUSE REIT INC | REIT | 976 | 478545 |
| SEKISUI JUSHI CORP | COMMON STOCK | 4400 | 59443 |
| SEMAPA SOCIEDADE DE INVESTIM | COMMON STOCK NPV | 17748 | 260597 |
| SEMBCORP INDUSTRIES LTD | COMMON STOCK | 181200 | 732928 |
| SEMEN INDONESIA PERSERO TBK | COMMON STOCK IDR100.0 | 761814 | 155343 |
| SENDAS DISTRIBUIDORA SA | COMMON STOCK | 233020 | 208623 |
| SENKO GROUP HOLDINGS CO LTD | COMMON STOCK | 19500 | 184292 |
| SENSHU IKEDA HOLDINGS INC | COMMON STOCK | 77200 | 194612 |
| SENSIRION HOLDING AG | COMMON STOCK | 726 | 44259 |
| SEOJIN SYSTEM CO LTD | COMMON STOCK KRW500.0 | 4308 | 76873 |
| SERCO GROUP PLC | COMMON STOCK GBP.02 | 210578 | 399166 |
| SERCOMM CORP | COMMON STOCK TWD10.0 | 42000 | 155881 |
| SERES GROUP CO L A | COMMON STOCK CNY1.0 | 18100 | 330336 |
| SERIA CO LTD | COMMON STOCK | 8000 | 143485 |
| SERICA ENERGY PLC | COMMON STOCK USD.1 | 27249 | 46430 |
| SES | RECEIPT | 66663 | 211102 |
| SESA SPA | COMMON STOCK | 1309 | 84378 |
| SEVEN + I HOLDINGS CO LTD | COMMON STOCK | 379700 | 5959116 |
| SEVEN BANK LTD | COMMON STOCK | 99600 | 197584 |
| SEVERN TRENT PLC | COMMON STOCK GBP.9789 | 50848 | 1596233 |
| SEVERSTAL GDR REG S | GDR | 49935 | 2996 |
| SFA ENGINEERING CORP | COMMON STOCK KRW500.0 | 8554 | 112527 |
| SFS GROUP AG | COMMON STOCK CHF.1 | 2995 | 414532 |
| SG HOLDINGS CO LTD | COMMON STOCK | 55300 | 527936 |
| SG MICRO CORP A | COMMON STOCK CNY1.0 | 4680 | 52336 |
| SGH LTD | COMMON STOCK | 27659 | 787443 |
| SGL CARBON SE | COMMON STOCK | 14975 | 62034 |
| SGS SA REG | COMMON STOCK CHF.04 | 28415 | 2849304 |
| SHAANXI COAL INDUSTRY CO L A | COMMON STOCK CNY1.0 | 172500 | 548965 |
| SHAFTESBURY CAPITAL PLC | REIT GBP.25 | 223340 | 350003 |
| SHAMAL AZ ZOUR AL OULA FOR T | COMMON STOCK | 93287 | 45675 |
| SHANDONG GOLD MINING CO LT A | COMMON STOCK CNY1.0 | 84213 | 260942 |
| SHANDONG GOLD MINING CO LT H | COMMON STOCK CNY1.0 | 95500 | 154414 |

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| | | | |
|:---|:---|:---|:---|
| SHANDONG HUALU HENGSHENG A | COMMON STOCK CNY1.0 | 17030 | 50336 |
| SHANDONG LINGLONG TYRE CO A | COMMON STOCK CNY1.0 | 14000 | 34555 |
| SHANDONG NANSHAN ALUMINUM A | COMMON STOCK CNY1.0 | 121400 | 64941 |
| SHANDONG SUN PAPER INDUSTR A | COMMON STOCK CNY1.0 | 98400 | 200210 |
| SHANDONG WEIGAO GP MEDICAL H | COMMON STOCK CNY.1 | 424000 | 251083 |
| SHANGHAI BAOSIGHT SOFTWARE A | COMMON STOCK CNY1.0 | 12654 | 50668 |
| SHANGHAI BAOSIGHT SOFTWARE B | COMMON STOCK CNY1.0 | 121493 | 194996 |
| SHANGHAI CHLOR ALKALI CHEM B | COMMON STOCK CNY1.0 | 59700 | 36178 |
| SHANGHAI ELECTRIC GRP CO L A | COMMON STOCK CNY1.0 | 88400 | 98133 |
| SHANGHAI FOSUN PHARMACEUTI A | COMMON STOCK CNY1.0 | 16700 | 56793 |
| SHANGHAI INDUSTRIAL HLDG LTD | COMMON STOCK | 111000 | 169187 |
| SHANGHAI INTERNATIONAL AIR A | COMMON STOCK CNY1.0 | 8000 | 37381 |
| SHANGHAI M+G STATIONERY IN A | COMMON STOCK CNY1.0 | 10000 | 41371 |
| SHANGHAI PHARMACEUTICALS A | COMMON STOCK CNY1.0 | 20900 | 60063 |
| SHANGHAI PHARMACEUTICALS H | COMMON STOCK CNY1.0 | 197400 | 320701 |
| SHANGHAI PUDONG DEVEL BANK A | COMMON STOCK CNY1.0 | 355500 | 500468 |
| SHANGHAI PUTAILAI NEW ENER A | COMMON STOCK CNY1.0 | 20590 | 44800 |
| SHANGHAI RAAS BLOOD PRODUC A | COMMON STOCK CNY1.0 | 187400 | 185365 |
| SHANGHAI UNITED IMAGING HE A | COMMON STOCK CNY1.0 | 13483 | 233074 |
| SHANGRI LA ASIA LTD | COMMON STOCK HKD1.0 | 191595 | 130723 |
| SHANJIN INTERNATIONAL GOLD A | COMMON STOCK CNY1.0 | 66100 | 139134 |
| SHANXI COKING COAL ENERGY A | COMMON STOCK CNY1.0 | 105000 | 118354 |
| SHANXI LU AN ENVIRONMENTAL A | COMMON STOCK CNY1.0 | 51700 | 101533 |
| SHANXI XINGHUACUN FEN WINE A | COMMON STOCK CNY1.0 | 12380 | 311591 |
| SHAPIR ENGINEERING AND INDUS | COMMON STOCK | 22089 | 165623 |
| SHARP CORP | COMMON STOCK | 40200 | 249765 |
| SHELL PLC | COMMON STOCK EUR.07 | 1055746 | 32786983 |
| SHENG SIONG GROUP LTD | COMMON STOCK | 114200 | 137279 |
| SHENGYI TECHNOLOGY CO LTD A | COMMON STOCK CNY1.0 | 24799 | 81571 |
| SHENNAN CIRCUITS CO LTD A | COMMON STOCK CNY1.0 | 5180 | 88573 |
| SHENWAN HONGYUAN GROUP CO A | COMMON STOCK CNY1.0 | 186900 | 136735 |
| SHENZHEN CAPCHEM TECHNOLOG A | COMMON STOCK CNY1.0 | 7560 | 38722 |
| SHENZHEN ENERGY GROUP CO L A | COMMON STOCK CNY1.0 | 121035 | 107285 |
| SHENZHEN INOVANCE TECHNOLO A | COMMON STOCK CNY1.0 | 27150 | 217364 |
| SHENZHEN INTL HOLDINGS | COMMON STOCK HKD1.0 | 283486 | 264584 |
| SHENZHEN INVESTMENT LTD | COMMON STOCK | 818883 | 91714 |
| SHENZHEN MINDRAY BIO MEDIC A | COMMON STOCK CNY1.0 | 12400 | 432467 |
| SHENZHEN NEW INDUSTRIES BI A | COMMON STOCK CNY1.0 | 15600 | 151216 |
| SHENZHEN TRANSSION HOLDING A | COMMON STOCK CNY1.0 | 9412 | 122279 |
| SHENZHOU INTERNATIONAL GROUP | COMMON STOCK HKD.1 | 156400 | 1248309 |
| SHIBAURA MACHINE CO LTD | COMMON STOCK | 3300 | 74598 |
| SHIBAURA MECHATRONICS CORP | COMMON STOCK | 2700 | 134607 |
| SHIBUYA CORPORATION | COMMON STOCK | 1900 | 46175 |
| SHIFT INC | COMMON STOCK | 2500 | 286626 |
| SHIGA BANK LTD/THE | COMMON STOCK | 7300 | 182619 |
| SHIHLIN ELECTRIC + ENGINEER | COMMON STOCK TWD10.0 | 39000 | 227655 |
| SHIKOKU ELECTRIC POWER CO | COMMON STOCK | 26400 | 206072 |
| SHIKOKU KASEI HOLDINGS CORP | COMMON STOCK | 8000 | 104541 |

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| | | | |
|:---|:---|:---|:---|
| SHIKUN + BINUI LTD | COMMON STOCK ILS1.0 | 46228 | 170010 |
| SHIMADZU CORP | COMMON STOCK | 47900 | 1347905 |
| SHIMAMURA CO LTD | COMMON STOCK | 8200 | 457928 |
| SHIMANO INC | COMMON STOCK | 13600 | 1836814 |
| SHIMIZU CORP | COMMON STOCK | 93200 | 737258 |
| SHIN ETSU CHEMICAL CO LTD | COMMON STOCK | 314700 | 10419327 |
| SHIN ETSU POLYMER CO LTD | COMMON STOCK | 7700 | 80764 |
| SHIN KONG FINANCIAL HOLDING | COMMON STOCK TWD10.0 | 2283779 | 820115 |
| SHIN POONG PHARMACEUTICAL CO | COMMON STOCK KRW500.0 | 4180 | 29233 |
| SHIN ZU SHING CO LTD | COMMON STOCK TWD10.0 | 26830 | 171351 |
| SHINHAN FINANCIAL GROUP LTD | COMMON STOCK KRW5000.0 | 82496 | 2645145 |
| SHINKONG SYNTHETIC FIBERS | COMMON STOCK TWD10.0 | 193000 | 86649 |
| SHINMAYWA INDUSTRIES LTD | COMMON STOCK | 8800 | 77356 |
| SHINSEGAE INC | COMMON STOCK KRW5000.0 | 1645 | 147376 |
| SHINSUNG DELTA TECH CO LTD | COMMON STOCK KRW500.0 | 3510 | 275921 |
| SHIONOGI + CO LTD | COMMON STOCK | 144000 | 2019939 |
| SHIP HEALTHCARE HOLDINGS INC | COMMON STOCK | 15000 | 210481 |
| SHISEIDO CO LTD | COMMON STOCK | 75300 | 1338845 |
| SHIZUOKA FINANCIAL GROUP INC | COMMON STOCK | 78000 | 631901 |
| SHIZUOKA GAS CO LTD | COMMON STOCK | 7900 | 53796 |
| SHO BOND HOLDINGS CO LTD | COMMON STOCK | 7000 | 231392 |
| SHOCHIKU CO LTD | COMMON STOCK | 1600 | 111296 |
| SHOEI CO LTD | COMMON STOCK | 8000 | 114016 |
| SHOEI FOODS CORP | COMMON STOCK | 2100 | 53758 |
| SHOPIFY INC CLASS A | COMMON STOCK | 209700 | 22307053 |
| SHOPRITE HOLDINGS LTD | COMMON STOCK ZAR1.134 | 89817 | 1401754 |
| SHOUCHENG HOLDINGS LTD | COMMON STOCK | 720800 | 100215 |
| SHOUGANG FUSHAN RESOURCES GR | COMMON STOCK | 523066 | 169014 |
| SHUFERSAL LTD | COMMON STOCK ILS.1 | 31646 | 329605 |
| SHUI ON LAND LTD | COMMON STOCK USD.0025 | 718828 | 62000 |
| SHURGARD SELF STORAGE LTD | REIT | 4523 | 167944 |
| SIA ENGINEERING CO LTD | COMMON STOCK | 51300 | 89141 |
| SIAM CEMENT PCL NVDR | NVDR THB1.0 | 67100 | 330779 |
| SIAM CEMENT PUB CO FOR REG | FOREIGN SH. THB1.0 A | 76900 | 379090 |
| SIBANYE STILLWATER LTD | COMMON STOCK | 477879 | 379366 |
| SICHUAN CHUANTOU ENERGY CO A | COMMON STOCK CNY1.0 | 125221 | 295823 |
| SICHUAN KELUN PHARMACEUTIC A | COMMON STOCK CNY1.0 | 15700 | 64318 |
| SICHUAN ROAD+BRIDGE GROUP A | COMMON STOCK CNY1.0 | 67900 | 67631 |
| SIEGFRIED HOLDING AG REG | COMMON STOCK CHF14.6 | 1059 | 1151576 |
| SIEMENS AG REG | COMMON STOCK | 129688 | 25317174 |
| SIEMENS ENERGY AG | COMMON STOCK | 113277 | 5908882 |
| SIEMENS HEALTHINEERS AG | COMMON STOCK | 36578 | 1938729 |
| SIENNA SENIOR LIVING INC | COMMON STOCK | 12400 | 134674 |
| SIG GROUP AG | COMMON STOCK CHF.01 | 54398 | 1072837 |
| SIGMA HEALTHCARE LTD | COMMON STOCK | 199334 | 322420 |
| SIGNIFY NV | COMMON STOCK EUR.01 | 26226 | 585501 |
| SIGURD MICROELECTRONICS CORP | COMMON STOCK TWD10.0 | 65000 | 133458 |
| SIHUAN PHARMACEUTICAL HLDGS | COMMON STOCK HKD.01 | 905000 | 76893 |

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| | | | |
|:---|:---|:---|:---|
| SIKA AG REG | COMMON STOCK CHF.01 | 25241 | 6006825 |
| SILERGY CORP | COMMON STOCK TWD2.5 | 61000 | 752268 |
| SILICON INTEGRATED SYSTEMS | COMMON STOCK TWD10.0 | 59800 | 129455 |
| SILTRONIC AG | COMMON STOCK | 3600 | 173037 |
| SILVERCORP METALS INC | COMMON STOCK | 31400 | 94318 |
| SILVERCREST METALS INC | COMMON STOCK | 23300 | 212393 |
| SIME DARBY BERHAD | COMMON STOCK | 534155 | 281730 |
| SIME DARBY PROPERTY BHD | COMMON STOCK | 534155 | 202207 |
| SIMPAR SA | COMMON STOCK | 91300 | 51839 |
| SIMPLEX HOLDINGS INC | COMMON STOCK | 6000 | 94243 |
| SIMPLO TECHNOLOGY CO LTD | COMMON STOCK TWD10.0 | 31000 | 374541 |
| SIMS LTD | COMMON STOCK | 31701 | 233951 |
| SINAD HOLDING CO | COMMON STOCK SAR10.0 | 10504 | 38299 |
| SINBON ELECTRONICS CO LTD | COMMON STOCK TWD10.0 | 40000 | 318808 |
| SINCH AB | COMMON STOCK SEK.1 | 122244 | 227984 |
| SINGAPORE AIRLINES LTD | COMMON STOCK | 254100 | 1195585 |
| SINGAPORE DOLLAR | FOREIGN CURRENCY | 1054112 | 772696 |
| SINGAPORE EXCHANGE LTD | COMMON STOCK | 172300 | 1607173 |
| SINGAPORE POST LTD | COMMON STOCK | 122900 | 47750 |
| SINGAPORE TECH ENGINEERING | COMMON STOCK | 273000 | 932006 |
| SINGAPORE TELECOMMUNICATIONS | COMMON STOCK | 1511890 | 3407583 |
| SINO AMERICAN SILICON PRODUC | COMMON STOCK TWD10.0 | 91013 | 372821 |
| SINO BIOPHARMACEUTICAL | COMMON STOCK HKD.025 | 1882495 | 775492 |
| SINO LAND CO | COMMON STOCK | 626354 | 632970 |
| SINOFERT HOLDINGS LTD | COMMON STOCK HKD.1 | 562000 | 88265 |
| SINOPAC FINANCIAL HOLDINGS | COMMON STOCK TWD10.0 | 2199937 | 1532168 |
| SINOPEC ENGINEERING GROUP H | COMMON STOCK CNY1.0 | 239500 | 207498 |
| SINOPEC KANTONS HOLDINGS | COMMON STOCK HKD.1 | 184000 | 116067 |
| SINOPHARM GROUP CO H | COMMON STOCK CNY1.0 | 245200 | 672347 |
| SINOTRUK HONG KONG LTD | COMMON STOCK | 106000 | 311125 |
| SIRIUS REAL ESTATE LTD | REIT | 312070 | 306077 |
| SISTEMA PJSC REG S SPONS GDR | GDR | 41127 | 185072 |
| SITC INTERNATIONAL HOLDINGS | COMMON STOCK HKD.1 | 238000 | 634221 |
| SITEMINDER LTD | COMMON STOCK | 36768 | 137112 |
| SITRONIX TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 19000 | 122921 |
| SIXT SE | COMMON STOCK | 2323 | 188994 |
| SIXT SE PRFD | PREFERENCE | 3127 | 187294 |
| SJM HOLDINGS LTD | COMMON STOCK | 440000 | 152370 |
| SK BIOPHARMACEUTICALS CO LTD | COMMON STOCK KRW500.0 | 5344 | 402759 |
| SK BIOSCIENCE CO LTD | COMMON STOCK KRW500.0 | 3231 | 109602 |
| SK CHEMICALS CO LTD | COMMON STOCK KRW5000.0 | 1523 | 45779 |
| SK DISCOVERY CO LTD | COMMON STOCK KRW5000.0 | 3907 | 102915 |
| SK HYNIX INC | COMMON STOCK KRW5000.0 | 94542 | 10727882 |
| SK IE TECHNOLOGY CO LTD | COMMON STOCK KRW1000.0 | 4213 | 64418 |
| SK INC | COMMON STOCK KRW200.0 | 8326 | 742666 |
| SK INNOVATION CO LTD | COMMON STOCK KRW5000.0 | 11054 | 839888 |
| SK NETWORKS CO LTD | COMMON STOCK KRW2500.0 | 38023 | 106394 |
| SK SQUARE CO LTD | COMMON STOCK KRW500.0 | 16707 | 881706 |

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| | | | |
|:---|:---|:---|:---|
| SK TELECOM | COMMON STOCK KRW100.0 | 7109 | 266517 |
| SKANDINAVISKA ENSKILDA BAN A | COMMON STOCK SEK10.0 | 283171 | 3885288 |
| SKANSKA AB B SHS | COMMON STOCK | 65788 | 1385139 |
| SKC CO LTD | COMMON STOCK KRW5000.0 | 5904 | 414323 |
| SKF AB B SHARES | COMMON STOCK SEK2.5 | 68503 | 1286251 |
| SKISTAR AB | COMMON STOCK SEK.5 | 7739 | 114397 |
| SKY PERFECT JSAT HOLDINGS | COMMON STOCK | 22600 | 129321 |
| SKYLARK HOLDINGS CO LTD | COMMON STOCK | 49800 | 774062 |
| SKYWORTH GROUP LTD | COMMON STOCK HKD.1 | 241428 | 98524 |
| SLATE GROCERY REIT CL U | REIT | 4800 | 46191 |
| SLC AGRICOLA SA | COMMON STOCK | 27588 | 77937 |
| SM ENTERTAINMENT CO LTD | COMMON STOCK KRW500.0 | 3177 | 161905 |
| SM INVESTMENTS CORP | COMMON STOCK PHP10.0 | 54195 | 840399 |
| SM PRIME HOLDINGS INC | COMMON STOCK PHP1.0 | 1970989 | 850606 |
| SMA SOLAR TECHNOLOGY AG | COMMON STOCK | 3276 | 45990 |
| SMARTCENTRES REAL ESTATE INV | REIT | 12500 | 212592 |
| SMARTFIT ORDINARY | COMMON STOCK | 42800 | 117252 |
| SMARTFIT ESCOLA DE GINASTICA E | RIGHT | 803 | 112 |
| SMARTGROUP CORP LTD | COMMON STOCK | 23025 | 110415 |
| SMARTONE TELECOMMUNICATIONS | COMMON STOCK HKD.1 | 61310 | 32597 |
| SMC CORP | COMMON STOCK | 10300 | 4015422 |
| SMITH + NEPHEW PLC | COMMON STOCK USD.2 | 164902 | 2027427 |
| SMITHS GROUP PLC | COMMON STOCK GBP.375 | 66027 | 1416440 |
| SMOORE INTERNATIONAL HOLDING | COMMON STOCK USD.01 | 302000 | 517073 |
| SMS CO LTD | COMMON STOCK | 12800 | 126962 |
| SNAM SPA | COMMON STOCK | 243533 | 1078567 |
| SOCIETE BIC SA | COMMON STOCK EUR3.82 | 4276 | 282516 |
| SOCIETE GENERALE SA | COMMON STOCK EUR1.25 | 123644 | 3460733 |
| SOCIONEXT INC | COMMON STOCK | 31000 | 487515 |
| SODEXO SA | COMMON STOCK EUR4.0 | 16546 | 1362839 |
| SOFINA | COMMON STOCK | 2760 | 624249 |
| SOFTBANK CORP | COMMON STOCK | 4585000 | 5772262 |
| SOFTBANK GROUP CORP | COMMON STOCK | 173000 | 9949845 |
| SOFTCAT PLC | COMMON STOCK GBP.0005 | 20224 | 384586 |
| SOFTCHOICE CORP | COMMON STOCK | 3300 | 55620 |
| SOFTWAREONE HOLDING AG | COMMON STOCK CHF.01 | 19821 | 133571 |
| SOHGO SECURITY SERVICES CO | COMMON STOCK | 63500 | 435404 |
| SOHO CHINA LTD | COMMON STOCK HKD.02 | 472500 | 41971 |
| SOJITZ CORP | COMMON STOCK | 40460 | 825737 |
| SOL | FOREIGN CURRENCY | 47634 | 12679 |
| SOLAR APPLIED MATERIALS TECH | COMMON STOCK TWD10.0 | 80000 | 152342 |
| SOLARIA ENERGIA Y MEDIO AMBI | COMMON STOCK EUR.01 | 10667 | 86322 |
| SOLUM CO LTD | COMMON STOCK KRW500.0 | 7167 | 93428 |
| SOLUS ADVANCED MATERIALS CO | COMMON STOCK KRW100.0 | 4774 | 26224 |
| SOLVAY SA | COMMON STOCK EUR15.0 | 12908 | 416541 |
| SOMPO HOLDINGS INC | COMMON STOCK | 162000 | 4293231 |
| SONAE | COMMON STOCK EUR1.0 | 168952 | 159906 |
| SONIC HEALTHCARE LTD | COMMON STOCK | 88339 | 1474478 |

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| | | | |
|:---|:---|:---|:---|
| SONOVA HOLDING AG REG | COMMON STOCK CHF.05 | 9304 | 3032939 |
| SONY GROUP CORP | COMMON STOCK | 1082500 | 22895633 |
| SOOP CO LTD | COMMON STOCK KRW500.0 | 2161 | 133404 |
| SOPRA STERIA GROUP | COMMON STOCK EUR1.0 | 2616 | 463264 |
| SOSILA LOGISTICS REIT INC | REIT | 220 | 147356 |
| SOTETSU HOLDINGS INC | COMMON STOCK | 12700 | 200916 |
| SOULBRAIN CO LTD/NEW | COMMON STOCK KRW500.0 | 661 | 74184 |
| SOUTH AFRICAN RAND | FOREIGN CURRENCY | 15319771 | 811859 |
| SOUTH BOW CORP | COMMON STOCK NPV | 37255 | 878661 |
| SOUTH KOREAN WON | FOREIGN CURRENCY | 15170700 | 10305 |
| SOUTH32 LTD | COMMON STOCK | 142247 | 299173 |
| SOUTH32 LTD | COMMON STOCK | 644058 | 1359720 |
| SOUTHERN COPPER CORP | COMMON STOCK USD.01 | 15738 | 1434204 |
| SOUTHERN PROVINCE CEMENT CO | COMMON STOCK SAR10.0 | 11635 | 106831 |
| SP SETIA BERHAD | PREFERRED STOCK VAR | 137168 | 20860 |
| SP SETIA BHD | COMMON STOCK | 204729 | 66919 |
| SPACE42 PLC | COMMON STOCK AED.1 | 448910 | 244434 |
| SPAR GROUP LIMITED/THE | COMMON STOCK | 33105 | 256296 |
| SPAR NORD BANK A/S | COMMON STOCK DKK10.0 | 14776 | 422535 |
| SPAREBANK 1 NORD NORGE | COMMON STOCK NOK18.0 | 18546 | 201685 |
| SPAREBANK 1 OESTLANDET | COMMON STOCK NOK50.0 | 7489 | 103956 |
| SPAREBANK 1 SMN | COMMON STOCK NOK20.0 | 23958 | 361532 |
| SPAREBANK 1 SOR NORGE ASA | COMMON STOCK NOK25.0 | 33152 | 428762 |
| SPARK NEW ZEALAND LTD | COMMON STOCK | 452757 | 748913 |
| SPECTRIS PLC | COMMON STOCK GBP.05 | 16939 | 529688 |
| SPIE SA | COMMON STOCK EUR.47 | 24676 | 765284 |
| SPIN MASTER CORP SUB VTG SHR | COMMON STOCK | 4500 | 105976 |
| SPIRAX GROUP PLC | COMMON STOCK GBP.269231 | 14200 | 1212203 |
| SPIRE HEALTHCARE GROUP PLC | COMMON STOCK GBP.01 | 47480 | 134276 |
| SPIRENT COMMUNICATIONS PLC | COMMON STOCK GBP.03333333 | 104985 | 232352 |
| SPORTON INTERNATIONAL INC | COMMON STOCK TWD10.0 | 16537 | 104243 |
| SPORTS TOTO BHD | COMMON STOCK | 310150 | 103354 |
| SPOTIFY TECHNOLOGY SA | COMMON STOCK EUR.000625 | 26700 | 11945046 |
| SPRING AIRLINES CO LTD A | COMMON STOCK CNY1.0 | 45900 | 362186 |
| SPROTT INC | COMMON STOCK | 4110 | 173093 |
| SQUARE ENIX HOLDINGS CO LTD | COMMON STOCK | 14600 | 567870 |
| SRI TRANG AGRO INDS PCL NVDR | NVDR THB1.0 | 54100 | 28738 |
| SRISAWADCORP PCL FOREIGN | FOREIGN SH. THB1.0 A | 215963 | 263882 |
| SSAB AB B SHARES | COMMON STOCK | 110437 | 438679 |
| SSAB AB A SHARES | COMMON STOCK | 5559 | 22618 |
| SSE PLC | COMMON STOCK GBP.5 | 200808 | 4031643 |
| SSP GROUP PLC | COMMON STOCK GBP.01085 | 144662 | 325750 |
| SSR MINING INC | COMMON STOCK | 37425 | 261262 |
| SSY GROUP LTD | COMMON STOCK HKD.02 | 418000 | 192105 |
| ST JAMES S PLACE PLC | COMMON STOCK GBP.15 | 109776 | 1189294 |
| STABILUS SE | COMMON STOCK EUR.01 | 4427 | 139055 |

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| | | | |
|:---|:---|:---|:---|
| STADLER RAIL AG | COMMON STOCK CHF.2 | 10512 | 230798 |
| STANDARD BANK GROUP LTD | COMMON STOCK ZAR.1 | 234775 | 2759073 |
| STANDARD CHARTERED PLC | COMMON STOCK USD.5 | 367634 | 4530616 |
| STANDARD FOODS CORP | COMMON STOCK TWD10.0 | 93000 | 103820 |
| STANLEY ELECTRIC CO LTD | COMMON STOCK | 24000 | 394165 |
| STANMORE RESOURCES LTD | COMMON STOCK | 43390 | 80589 |
| STANTEC INC | COMMON STOCK | 19200 | 1505615 |
| STAR ASIA INVESTMENT CORPORA | REIT | 495 | 162123 |
| STAR ENTERTAINMENT GRP LTD/T | COMMON STOCK | 404688 | 47380 |
| STAR MICRONICS CO LTD | COMMON STOCK | 5700 | 67913 |
| STARHILL GLOBAL REIT | REIT | 275614 | 101000 |
| STARHUB LTD | COMMON STOCK | 139000 | 123447 |
| STARTS CORP INC | COMMON STOCK | 5500 | 132091 |
| STATE BANK OF INDI GDR REG S | GDR | 13079 | 1208650 |
| STEADFAST GROUP LTD | COMMON STOCK | 176791 | 634957 |
| STELLA INTERNATIONAL | COMMON STOCK HKD.1 | 74000 | 155470 |
| STELLA JONES INC | COMMON STOCK | 11200 | 554393 |
| STELLANTIS NV | COMMON STOCK EUR.01 | 178844 | 2342097 |
| STELLANTIS NV | COMMON STOCK EUR.01 | 146396 | 1908557 |
| STHREE PLC | COMMON STOCK GBP.01 | 21475 | 79387 |
| STMICROELECTRONICS NV | COMMON STOCK EUR1.04 | 119107 | 2969815 |
| STO SE + CO. KGAA PREF SHRS | PREFERENCE | 431 | 47737 |
| STOCKLAND | REIT | 453309 | 1348896 |
| STOLT NIELSEN LTD | COMMON STOCK USD1.0 | 9685 | 246973 |
| STONEWEG EUROPEAN REAL ESTAT | REIT | 52100 | 85242 |
| STORA ENSO OYJ R SHS | COMMON STOCK EUR1.7 | 96130 | 972709 |
| STOREBRAND ASA | COMMON STOCK NOK5.0 | 87522 | 934687 |
| STORSKOGEN GROUP AB B | COMMON STOCK SEK.0005 | 232687 | 242230 |
| STRATEC SE | COMMON STOCK | 1233 | 38063 |
| STRAUMANN HOLDING AG REG | COMMON STOCK CHF.01 | 20634 | 2593149 |
| STRAUSS GROUP LTD | COMMON STOCK ILS1.0 | 11603 | 219599 |
| STRIKE CO LTD | COMMON STOCK | 1800 | 41873 |
| STROEER SE + CO KGAA | COMMON STOCK | 5275 | 251571 |
| STT MSCI INDIA INDEX NL CTF | ZVI81 | 3874993 | 319919386 |
| STT MSCI TURKEY INDEX NL CTF | ZVT21 | 335083 | 12992489 |
| SUBARU CORP | COMMON STOCK | 114400 | 2018294 |
| SUBSEA 7 SA | COMMON STOCK USD2.0 | 54414 | 863399 |
| SUEDZUCKER AG | COMMON STOCK | 12810 | 137801 |
| SUGI HOLDINGS CO LTD | COMMON STOCK | 17700 | 277401 |
| SULZER AG REG | COMMON STOCK CHF.01 | 3203 | 462666 |
| SUMBER ALFARIA TRIJAYA TBK P | COMMON STOCK IDR10.0 | 1868900 | 330371 |
| SUMCO CORP | COMMON STOCK | 66400 | 492481 |
| SUMITOMO BAKELITE CO LTD | COMMON STOCK | 12400 | 300877 |
| SUMITOMO CHEMICAL CO LTD | COMMON STOCK | 251400 | 552903 |
| SUMITOMO CORP | COMMON STOCK | 191600 | 4124313 |
| SUMITOMO DENSETSU CO LTD | COMMON STOCK | 2700 | 84053 |

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| | | | |
|:---|:---|:---|:---|
| SUMITOMO ELECTRIC INDUSTRIES | COMMON STOCK | 134600 | 2403977 |
| SUMITOMO FORESTRY CO LTD | COMMON STOCK | 27300 | 919768 |
| SUMITOMO HEAVY INDUSTRIES | COMMON STOCK | 18700 | 380370 |
| SUMITOMO METAL MINING CO LTD | COMMON STOCK | 43400 | 986882 |
| SUMITOMO MITSUI FINANCIAL GR | COMMON STOCK | 648362 | 15631639 |
| SUMITOMO MITSUI TRUST GROUP | COMMON STOCK | 119600 | 2810703 |
| SUMITOMO OSAKA CEMENT CO LTD | COMMON STOCK | 6200 | 129894 |
| SUMITOMO PHARMA CO LTD | COMMON STOCK | 31000 | 109894 |
| SUMITOMO REALTY + DEVELOPMEN | COMMON STOCK | 51200 | 1587831 |
| SUMITOMO RUBBER INDUSTRIES | COMMON STOCK | 32053 | 359996 |
| SUMITOMO WAREHOUSE CO LTD | COMMON STOCK | 9300 | 165263 |
| SUMMARECON AGUNG TBK PT | COMMON STOCK IDR100.0 | 4430158 | 134432 |
| SUMMIT REAL ESTATE HOLDING | REIT ILS1.0 | 14048 | 215907 |
| SUN HUNG KAI PROPERTIES | COMMON STOCK | 262802 | 2525527 |
| SUN LIFE FINANCIAL INC | COMMON STOCK | 97497 | 5785961 |
| SUNAC CHINA HOLDINGS LTD | COMMON STOCK HKD.1 | 1211000 | 361681 |
| SUNAC SERVICES HOLDINGS LTD | COMMON STOCK HKD.01 | 106000 | 22652 |
| SUNCOR ENERGY INC | COMMON STOCK | 224923 | 8024474 |
| SUNCORP GROUP LTD | COMMON STOCK | 232030 | 2724151 |
| SUNDRUG CO LTD | COMMON STOCK | 12300 | 314310 |
| SUNEVISION HOLDINGS | COMMON STOCK HKD.1 | 124000 | 68162 |
| SUNGEEL HITECH CO LTD | COMMON STOCK KRW500.0 | 1319 | 31629 |
| SUNGROW POWER SUPPLY CO LT A | COMMON STOCK CNY1.0 | 20860 | 210603 |
| SUNNY OPTICAL TECH | COMMON STOCK HKD.1 | 130900 | 1160212 |
| SUNONWEALTH ELECTRIC MACHINE | COMMON STOCK TWD10.0 | 33000 | 97906 |
| SUNOPTA INC | COMMON STOCK | 12700 | 98018 |
| SUNPLUS TECHNOLOGY CO LTD | COMMON STOCK TWD10.0 | 156000 | 145063 |
| SUNTEC REIT | REIT | 286000 | 245243 |
| SUNTORY BEVERAGE + FOOD LTD | COMMON STOCK | 27400 | 870761 |
| SUNWODA ELECTRONIC CO LTD A | COMMON STOCK CNY1.0 | 16500 | 50326 |
| SUPALAI PCL NVDR | NVDR THB1.0 | 433700 | 231695 |
| SUPER GROUP LTD | COMMON STOCK ZAR1.0 | 49637 | 77599 |
| SUPER RETAIL GROUP LTD | COMMON STOCK | 21866 | 204993 |
| SUPERIOR PLUS CORP | COMMON STOCK | 44400 | 197272 |
| SUPERMARKET INCOME REIT PLC | REIT GBP.01 | 267022 | 227380 |
| SUPREME ELECTRONICS CO LTD | COMMON STOCK TWD10.0 | 112000 | 202196 |
| SURGICAL SCIENCE SWEDEN AB | COMMON STOCK SEK.25 | 16130 | 227560 |
| SURGUTNEFTEGAS PREFERENCE | PREFERENCE | 1031300 | 608256 |
| SURGUTNEFTEGAZ SP ADR PREF | ADR | 34310 | 155964 |
| SURUGA BANK LTD | COMMON STOCK | 33100 | 237690 |
| SUSS MICROTEC SE | COMMON STOCK | 3607 | 181908 |
| SUSTAINED INFRASTRUCTURE HOL | COMMON STOCK SAR10.0 | 6782 | 57759 |
| SUZANO SA | COMMON STOCK | 126107 | 1272034 |
| SUZANO SA SPON ADR | ADR | 12712 | 128645 |
| SUZHOU DONGSHAN PRECISION A | COMMON STOCK CNY1.0 | 17600 | 70273 |
| SUZHOU MAXWELL TECHNOLOGIE A | COMMON STOCK CNY1.0 | 2560 | 36809 |
| SUZUKEN CO LTD | COMMON STOCK | 12000 | 360119 |
| SUZUKI MOTOR CORP | COMMON STOCK | 269200 | 3057360 |

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| | | | |
|:---|:---|:---|:---|
| SVENSKA CELLULOSA AB SCA B | COMMON STOCK | 99646 | 1266122 |
| SVENSKA HANDELSBANKEN A SHS | COMMON STOCK SEK1.55 | 260735 | 2697037 |
| SVITZER GROUP A/S | COMMON STOCK DKK10.0 | 2870 | 89843 |
| SWATCH GROUP AG/THE BR | COMMON STOCK CHF2.25 | 5705 | 1038223 |
| SWECO AB B SHS | COMMON STOCK SEK1.0 | 38391 | 572056 |
| SWEDBANK AB A SHARES | COMMON STOCK | 152413 | 3010296 |
| SWEDISH KRONA | FOREIGN CURRENCY | 4680666 | 423618 |
| SWEDISH ORPHAN BIOVITRUM AB | COMMON STOCK SEK.55 | 32672 | 939960 |
| SWIRE PACIFIC LTD CL A | COMMON STOCK | 88500 | 802635 |
| SWISS FRANC | FOREIGN CURRENCY | 599986 | 662054 |
| SWISS LIFE HOLDING AG REG | COMMON STOCK CHF.1 | 5293 | 4082585 |
| SWISS PRIME SITE REG | COMMON STOCK CHF2.0 | 14916 | 1625577 |
| SWISS RE AG | COMMON STOCK CHF.1 | 54201 | 7837127 |
| SWISSCOM AG REG | COMMON STOCK CHF1.0 | 4735 | 2633738 |
| SWISSQUOTE GROUP HOLDING REG | COMMON STOCK CHF.2 | 2418 | 927216 |
| SY HOLDINGS GROUP LTD | COMMON STOCK HKD.01 | 56000 | 51545 |
| SYDBANK A/S | COMMON STOCK DKK10.0 | 10598 | 559191 |
| SYENSQO SA | COMMON STOCK | 12908 | 944460 |
| SYMRISE AG | COMMON STOCK | 24766 | 2632226 |
| SYNNEX TECHNOLOGY INTL CORP | COMMON STOCK TWD10.0 | 290150 | 626083 |
| SYSMEX CORP | COMMON STOCK | 93900 | 1724946 |
| SYSTEMPRO CO LTD | COMMON STOCK | 57600 | 132144 |
| T HASEGAWA CO LTD | COMMON STOCK | 6800 | 133139 |
| T+D HOLDINGS INC | COMMON STOCK | 92900 | 1696808 |
| TA CHEN STAINLESS PIPE CO | COMMON STOCK TWD10.0 | 362454 | 333571 |
| TA YA ELECTRIC WIRE + CABLE | COMMON STOCK TWD10.0 | 165900 | 223667 |
| TAALEEM HOLDINGS PSC | COMMON STOCK AED1.0 | 265471 | 285500 |
| TABCORP HOLDINGS LTD | COMMON STOCK | 373810 | 130529 |
| TADANO LTD | COMMON STOCK | 16300 | 117646 |
| TAG IMMOBILIEN AG | COMMON STOCK | 34393 | 510770 |
| TAICHUNG COMMERCIAL BANK | COMMON STOCK TWD10.0 | 741635 | 423734 |
| TAIDOC TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 7000 | 31054 |
| TAIHEI DENGYO KAISHA LTD | COMMON STOCK | 2400 | 76412 |
| TAIHEIYO CEMENT CORP | COMMON STOCK | 19300 | 435136 |
| TAIKISHA LTD | COMMON STOCK | 4500 | 142193 |
| TAIMED BIOLOGICS INC | COMMON STOCK TWD10.0 | 56351 | 147521 |
| TAINAN SPINNING | COMMON STOCK TWD10.0 | 184000 | 78721 |
| TAISEI CORP | COMMON STOCK | 32900 | 1382407 |
| TAISHIN FINANCIAL HOLDING | COMMON STOCK TWD10.0 | 2274675 | 1204114 |
| TAIWAN ASIA SEMICONDUCTOR CO | COMMON STOCK TWD10.0 | 69000 | 62024 |
| TAIWAN BUSINESS BANK | COMMON STOCK TWD10.0 | 1351678 | 611614 |
| TAIWAN COOPERATIVE FINANCIAL | COMMON STOCK TWD10.0 | 1944907 | 1438251 |
| TAIWAN FERTILIZER CO LTD | COMMON STOCK TWD10.0 | 141000 | 219499 |
| TAIWAN GLASS IND CORP | COMMON STOCK TWD10.0 | 302084 | 150592 |
| TAIWAN HIGH SPEED RAIL CORP | COMMON STOCK TWD10.0 | 432000 | 366162 |
| TAIWAN HON CHUAN ENTERPRISE | COMMON STOCK TWD10.0 | 37822 | 169888 |

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| | | | |
|:---|:---|:---|:---|
| TAIWAN MASK CORPORATION | COMMON STOCK TWD10.0 | 67000 | 100220 |
| TAIWAN MOBILE CO LTD | COMMON STOCK TWD10.0 | 303528 | 1049755 |
| TAIWAN PAIHO LTD | COMMON STOCK TWD10.0 | 44389 | 92402 |
| TAIWAN SECOM | COMMON STOCK TWD10.0 | 84261 | 317022 |
| TAIWAN SEMICONDUCTOR CO LTD | COMMON STOCK TWD10.0 | 48000 | 77771 |
| TAIWAN SEMICONDUCTOR MANUFAC | COMMON STOCK TWD10.0 | 4282063 | 139824397 |
| TAIWAN SURFACE MOUNTING TECH | COMMON STOCK TWD10.0 | 82000 | 271622 |
| TAIWAN TEA CORP | COMMON STOCK TWD10.0 | 421607 | 258030 |
| TAIWAN UNION TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 56000 | 289317 |
| TAIYO HOLDINGS CO LTD | COMMON STOCK | 6400 | 165570 |
| TAIYO YUDEN CO LTD | COMMON STOCK | 19800 | 281083 |
| TAKARA BIO INC | COMMON STOCK | 8900 | 59025 |
| TAKARA HOLDINGS INC | COMMON STOCK | 25400 | 218103 |
| TAKARA LEBEN REAL ESTATE INV | REIT | 224 | 123465 |
| TAKARA STANDARD CO LTD | COMMON STOCK | 5000 | 53473 |
| TAKASAGO THERMAL ENGINEERING | COMMON STOCK | 8100 | 327551 |
| TAKASHIMAYA CO LTD | COMMON STOCK | 53000 | 421229 |
| TAKEDA PHARMACEUTICAL CO LTD | COMMON STOCK | 251133 | 6665661 |
| TAKEUCHI MFG CO LTD | COMMON STOCK | 5800 | 181426 |
| TAKKT AG | COMMON STOCK | 7162 | 57118 |
| TAKUMA CO LTD | COMMON STOCK | 12100 | 126922 |
| TAL EDUCATION GROUP ADR | ADR | 76500 | 766530 |
| TALANX AG | COMMON STOCK | 9558 | 813085 |
| TALGO SA | COMMON STOCK EUR.301 | 13994 | 48689 |
| TAMA HOME CO LTD | COMMON STOCK | 7300 | 164673 |
| TAMARACK VALLEY ENERGY LTD | COMMON STOCK | 68400 | 227810 |
| TAMBURI INVESTMENT PARTNERS | COMMON STOCK NPV | 20287 | 176250 |
| TAMRON CO LTD | COMMON STOCK | 5800 | 163704 |
| TARGET HEALTHCARE REIT PLC | REIT GBP.01 | 105032 | 110348 |
| TATE + LYLE PLC | COMMON STOCK GBP.2916667 | 68549 | 555635 |
| TATNEFT PJSC | COMMON STOCK RUB1.0 | 265606 | 1656801 |
| TATUNG CO LTD | COMMON STOCK TWD10.0 | 297000 | 432888 |
| TAURON POLSKA ENERGIA SA | COMMON STOCK PLN5.0 | 260209 | 236671 |
| TAYLOR WIMPEY PLC | COMMON STOCK GBP.01 | 608332 | 926760 |
| TBC BANK GROUP PLC | COMMON STOCK GBP.01 | 8178 | 319549 |
| TBEA CO LTD A | COMMON STOCK CNY1.0 | 49010 | 85422 |
| TBS HOLDINGS INC | COMMON STOCK | 5900 | 150067 |
| TC ENERGY CORP | COMMON STOCK | 177775 | 8280592 |
| TCC GROUP HOLDINGS CO LTD | COMMON STOCK TWD10.0 | 1165494 | 1125568 |
| TCC STEEL | COMMON STOCK KRW1000.0 | 2951 | 53437 |
| TCI CO LTD | COMMON STOCK TWD10.0 | 16085 | 60236 |
| TCL ELECTRONICS HOLDINGS LTD | COMMON STOCK HKD1.0 | 146533 | 119785 |
| TCL TECHNOLOGY GROUP CORP A | COMMON STOCK CNY1.0 | 162250 | 111676 |
| TCL ZHONGHUAN RENEWABLE EN A | COMMON STOCK CNY1.0 | 38125 | 46251 |
| TDK CORP | COMMON STOCK | 354500 | 4568158 |
| TEAMVIEWER SE | COMMON STOCK | 27204 | 268706 |
| TECAN GROUP AG REG | COMMON STOCK CHF.1 | 2918 | 650017 |
| TECHMATRIX CORPORATION | COMMON STOCK | 6000 | 90259 |

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| | | | |
|:---|:---|:---|:---|
| TECHNIP ENERGIES NV | COMMON STOCK EUR.01 | 25832 | 687579 |
| TECHNOGYM SPA | COMMON STOCK | 22111 | 239263 |
| TECHNOLOGY ONE LTD | COMMON STOCK | 46298 | 894580 |
| TECHNOPRO HOLDINGS INC | COMMON STOCK | 18300 | 342228 |
| TECHNOPROBE SPA | COMMON STOCK | 12438 | 73993 |
| TECHTRONIC INDUSTRIES CO LTD | COMMON STOCK | 252500 | 3331799 |
| TECK RESOURCES LTD CLS B | COMMON STOCK | 84361 | 3418550 |
| TECNICAS REUNIDAS SA | COMMON STOCK EUR.1 | 8664 | 100840 |
| TECO ELECTRIC + MACHINERY | COMMON STOCK TWD10.0 | 423775 | 672540 |
| TEIJIN LTD | COMMON STOCK | 33200 | 280692 |
| TELE2 AB B SHS | COMMON STOCK SEK1.25 | 91136 | 901267 |
| TELECOM ITALIA SPA | COMMON STOCK | 1517283 | 387445 |
| TELECOM PLUS PLC | COMMON STOCK | 15885 | 341701 |
| TELEFONICA BRASIL S.A. | COMMON STOCK | 78448 | 593219 |
| TELEFONICA SA | COMMON STOCK EUR1.0 | 893301 | 3641777 |
| TELEKOM MALAYSIA BHD | COMMON STOCK | 476328 | 707961 |
| TELENOR ASA | COMMON STOCK NOK6.0 | 118313 | 1322176 |
| TELEPERFORMANCE | COMMON STOCK EUR2.5 | 11100 | 951721 |
| TELIA CO AB | COMMON STOCK SEK3.2 | 449148 | 1249518 |
| TELIX PHARMACEUTICALS LTD | COMMON STOCK | 47852 | 726873 |
| TELKOM INDONESIA PERSERO TBK | COMMON STOCK IDR50.0 | 9240000 | 1549918 |
| TELKOM SA SOC LTD | COMMON STOCK ZAR10.0 | 56670 | 105021 |
| TELSTRA GROUP LTD | COMMON STOCK | 731079 | 1812474 |
| TELUS CORP | COMMON STOCK | 95179 | 1289834 |
| TEMENOS AG REG | COMMON STOCK CHF5.0 | 12094 | 853295 |
| TEMPLE + WEBSTER GROUP LTD | COMMON STOCK | 7639 | 61979 |
| TENAGA NASIONAL BHD | COMMON STOCK | 495905 | 1657650 |
| TENARIS SA | COMMON STOCK USD1.0 | 79787 | 1492933 |
| TENCENT HOLDINGS LTD | COMMON STOCK HKD.00002 | 1134300 | 60891625 |
| TENCENT MUSIC ENTERTAINM ADR | ADR USD.000083 | 131400 | 1491390 |
| TERNA ENERGY SA | COMMON STOCK EUR.3 | 1597 | 32975 |
| TERNA RETE ELETTRICA NAZIONA | COMMON STOCK EUR.22 | 253698 | 2001807 |
| TERUMO CORP | COMMON STOCK | 245600 | 4731689 |
| TESCO PLC | COMMON STOCK GBP.0633333 | 1291488 | 5947178 |
| TESSENDERLO GROUP | COMMON STOCK | 3085 | 60379 |
| TEST RESEARCH INC | COMMON STOCK TWD10.0 | 28812 | 106953 |
| TEVA PHARMACEUTICAL IND LTD | COMMON STOCK ILS.1 | 116549 | 2591257 |
| TEVA PHARMACEUTICAL SP ADR | ADR | 93311 | 2056574 |
| TFI INTERNATIONAL INC | COMMON STOCK | 15200 | 2052877 |
| TGS ASA | COMMON STOCK NOK.25 | 37471 | 374529 |
| THAI OIL PCL FOREIGN | FOREIGN SH. THB10.0 A | 205711 | 173917 |
| THAI UNION GROUP PCL F | FOREIGN SH. THB.25 A | 268800 | 102190 |
| THAI VEGETABLE OIL PCL FOR | FOREIGN SH. THB1.0 A | 520828 | 351146 |
| THAILAND BAHT | FOREIGN CURRENCY | 48540702 | 1423690 |
| THALES SA | COMMON STOCK EUR3.0 | 19316 | 2755004 |
| THANACHART CAPITAL FOREIGN | FOREIGN SH. THB10.0 A | 106900 | 158272 |
| THE FOSCHINI GROUP LTD | COMMON STOCK ZAR.0125 | 60643 | 539906 |
| THE NATIONAL AGRICULTURE DEV | COMMON STOCK SAR10.0 | 25068 | 164656 |

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| | | | |
|:---|:---|:---|:---|
| THE SAUDI NATIONAL BANK | COMMON STOCK SAR10.0 | 530171 | 4712757 |
| THE SHANGHAI COMMERCIAL + SA | COMMON STOCK TWD10.0 | 699667 | 843310 |
| THE UNITED LABORATORIES INTE | COMMON STOCK HKD.01 | 172000 | 273678 |
| THG PLC | COMMON STOCK GBP.005 | 102041 | 57263 |
| THK CO LTD | COMMON STOCK | 20700 | 475192 |
| THOMSON REUTERS CORP | COMMON STOCK | 28831 | 4627153 |
| THONBURI HEALTHCARE FOREIGN | FOREIGN SH. THB1.0 A | 31900 | 14639 |
| THULE GROUP AB/THE | COMMON STOCK SEK.01 | 21847 | 675194 |
| THUNGELA RESOURCES LTD | COMMON STOCK | 21053 | 149636 |
| THYSSENKRUPP AG | COMMON STOCK | 93056 | 377727 |
| THYSSENKRUPP NUCERA AG + CO | COMMON STOCK | 5734 | 62790 |
| TIANGONG INTL CO LTD | COMMON STOCK USD.0025 | 162000 | 39207 |
| TIANNENG POWER INTL LTD | COMMON STOCK HKD.1 | 242000 | 256706 |
| TIANQI LITHIUM CORP A | COMMON STOCK CNY1.0 | 27500 | 124103 |
| TIANSHUI HUATIAN TECHNOLOG A | COMMON STOCK CNY1.0 | 32600 | 51805 |
| TIETOEVRY OYJ | COMMON STOCK | 19742 | 347855 |
| TIETOEVRY OYJ | COMMON STOCK | 3287 | 57999 |
| TIGER BRANDS LTD | COMMON STOCK ZAR.1 | 31447 | 481654 |
| TIM SA | COMMON STOCK | 178072 | 419911 |
| TIMBERCREEK FINANCIAL CORP | COMMON STOCK | 15100 | 74230 |
| TIME DOTCOM BHD | COMMON STOCK | 196560 | 206575 |
| TINEXTA SPA | COMMON STOCK NPV | 2989 | 24513 |
| TINGYI (CAYMAN ISLN) HLDG CO | COMMON STOCK USD.005 | 364000 | 474215 |
| TIS INC | COMMON STOCK | 37500 | 884531 |
| TITAN CEMENT INTERNATIONAL T | COMMON STOCK | 7075 | 294512 |
| TKC CORP | COMMON STOCK | 5000 | 120357 |
| TKH GROUP NV DUTCH CERT | DUTCH CERT EUR.25 | 7379 | 253191 |
| TMX GROUP LTD | COMMON STOCK | 55560 | 1710608 |
| TOA CORP | COMMON STOCK | 10800 | 81462 |
| TOAGOSEI CO LTD | COMMON STOCK | 16800 | 160867 |
| TOBU RAILWAY CO LTD | COMMON STOCK | 33800 | 549002 |
| TOCALO CO LTD | COMMON STOCK | 10500 | 122783 |
| TODA CORP | COMMON STOCK | 38100 | 231478 |
| TOEI ANIMATION CO LTD | COMMON STOCK | 6000 | 134110 |
| TOEI CO LTD | COMMON STOCK | 5500 | 205079 |
| TOENEC CORP | COMMON STOCK | 7000 | 43612 |
| TOHO BANK LTD/THE | COMMON STOCK | 37300 | 69401 |
| TOHO CO LTD | COMMON STOCK | 18900 | 736363 |
| TOHO GAS CO LTD | COMMON STOCK | 12500 | 336447 |
| TOHO HOLDINGS CO LTD | COMMON STOCK | 9200 | 248565 |
| TOHO TITANIUM CO LTD | COMMON STOCK | 5400 | 36745 |
| TOHOKU ELECTRIC POWER CO INC | COMMON STOCK | 78800 | 588608 |
| TOKAI CARBON CO LTD | COMMON STOCK | 35600 | 205481 |
| TOKAI CARBON KOREA CO LTD | COMMON STOCK KRW500.0 | 794 | 38201 |
| TOKAI CORP/GIFU | COMMON STOCK | 4700 | 67996 |
| TOKAI HOLDINGS CORP | COMMON STOCK | 18000 | 111014 |

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| | | | |
|:---|:---|:---|:---|
| TOKAI RIKA CO LTD | COMMON STOCK | 9400 | 135392 |
| TOKAI TOKYO FINANCIAL HOLDIN | COMMON STOCK | 33000 | 102901 |
| TOKEN CORP | COMMON STOCK | 1240 | 98670 |
| TOKIO MARINE HOLDINGS INC | COMMON STOCK | 324000 | 11616984 |
| TOKUYAMA CORP | COMMON STOCK | 12800 | 212313 |
| TOKYO CENTURY CORP | COMMON STOCK | 32800 | 331016 |
| TOKYO ELECTRIC POWER COMPANY | COMMON STOCK | 280500 | 837269 |
| TOKYO ELECTRON DEVICE LTD | COMMON STOCK | 4400 | 84347 |
| TOKYO ELECTRON LTD | COMMON STOCK | 78500 | 11909931 |
| TOKYO GAS CO LTD | COMMON STOCK | 67600 | 1879874 |
| TOKYO KIRABOSHI FINANCIAL GR | COMMON STOCK | 3800 | 109217 |
| TOKYO OHKA KOGYO CO LTD | COMMON STOCK | 17400 | 383460 |
| TOKYO SEIMITSU CO LTD | COMMON STOCK | 6900 | 316063 |
| TOKYO STEEL MFG CO LTD | COMMON STOCK | 15800 | 149434 |
| TOKYO TATEMONO CO LTD | COMMON STOCK | 32400 | 530720 |
| TOKYOTOKEIBA CO LTD | COMMON STOCK | 2900 | 83362 |
| TOKYU CONSTRUCTION CO LTD | COMMON STOCK | 18200 | 83503 |
| TOKYU CORP | COMMON STOCK | 100600 | 1075027 |
| TOKYU FUDOSAN HOLDINGS CORP | COMMON STOCK | 105300 | 640072 |
| TOKYU REIT INC | REIT | 163 | 162637 |
| TOMONY HOLDINGS INC | COMMON STOCK | 24900 | 70251 |
| TOMRA SYSTEMS ASA | COMMON STOCK NOK1.0 | 41116 | 530882 |
| TOMTOM NV | COMMON STOCK EUR.2 | 17107 | 87996 |
| TOMY COMPANY LTD | COMMON STOCK | 16800 | 481233 |
| TONG HSING ELECTRONIC INDUST | COMMON STOCK TWD10.0 | 48501 | 204987 |
| TONG REN TANG TECHNOLOGIES H | COMMON STOCK CNY1.0 | 168000 | 112246 |
| TONG YANG INDUSTRY | COMMON STOCK TWD10.0 | 66000 | 224853 |
| TONGCHENG TRAVEL HOLDINGS LT | COMMON STOCK USD.0005 | 283200 | 663526 |
| TONGKUN GROUP CO LTD A | COMMON STOCK CNY1.0 | 24500 | 39547 |
| TONGLING NONFERROUS METALS A | COMMON STOCK CNY1.0 | 707900 | 312768 |
| TONGWEI CO LTD A | COMMON STOCK CNY1.0 | 45700 | 138230 |
| TOP GLOVE CORP BHD | COMMON STOCK | 724200 | 216712 |
| TOPAZ ENERGY CORP | COMMON STOCK | 20000 | 387290 |
| TOPCO SCIENTIFIC CO LTD | COMMON STOCK TWD10.0 | 28809 | 245447 |
| TOPCON CORP | COMMON STOCK | 17200 | 306955 |
| TOPPAN HOLDINGS INC | COMMON STOCK | 47000 | 1245390 |
| TOPRE CORP | COMMON STOCK | 9400 | 118600 |
| TOPSPORTS INTERNATIONAL HOLD | COMMON STOCK HKD.000001 | 384000 | 147313 |
| TORAY INDUSTRIES INC | COMMON STOCK | 269900 | 1704438 |
| TOREX GOLD RESOURCES INC | COMMON STOCK | 15500 | 305215 |
| TORIDOLL HOLDINGS CORP | COMMON STOCK | 7400 | 182654 |
| TORII PHARMACEUTICAL CO LTD | COMMON STOCK | 2400 | 71672 |
| TORM PLC A | COMMON STOCK USD.01 | 5132 | 98614 |
| TOROMONT INDUSTRIES LTD | COMMON STOCK | 17104 | 1351480 |
| TORONTO DOMINION BANK | COMMON STOCK | 301868 | 16063105 |
| TOSEI CORP | COMMON STOCK | 5000 | 79296 |
| TOSHIBA TEC CORP | COMMON STOCK | 4800 | 109475 |
| TOSOH CORP | COMMON STOCK | 43900 | 586725 |

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| | | | |
|:---|:---|:---|:---|
| TOTALENERGIES SE | COMMON STOCK EUR2.5 | 367756 | 20428895 |
| TOTETSU KOGYO CO LTD | COMMON STOCK | 4000 | 85028 |
| TOTO LTD | COMMON STOCK | 24000 | 576406 |
| TOTVS SA | COMMON STOCK | 107585 | 463306 |
| TOURMALINE OIL CORP | COMMON STOCK | 60200 | 2784386 |
| TOWA CORP | COMMON STOCK | 11100 | 106649 |
| TOWA PHARMACEUTICAL CO LTD | COMMON STOCK | 4800 | 101881 |
| TOWER SEMICONDUCTOR LTD | COMMON STOCK ILS15.0 | 19586 | 1015402 |
| TOWNGAS SMART ENERGY CO LTD | COMMON STOCK HKD.1 | 390927 | 161042 |
| TOYO CONSTRUCTION CO LTD | COMMON STOCK | 11900 | 102240 |
| TOYO SEIKAN GROUP HOLDINGS L | COMMON STOCK | 24000 | 364812 |
| TOYO SUISAN KAISHA LTD | COMMON STOCK | 15900 | 1079179 |
| TOYO TANSO CO LTD | COMMON STOCK | 2100 | 56354 |
| TOYO TIRE CORP | COMMON STOCK | 20400 | 317498 |
| TOYOBO CO LTD | COMMON STOCK | 13600 | 83259 |
| TOYODA GOSEI CO LTD | COMMON STOCK | 11000 | 192260 |
| TOYOTA BOSHOKU CORP | COMMON STOCK | 11100 | 143702 |
| TOYOTA INDUSTRIES CORP | COMMON STOCK | 26600 | 2142667 |
| TOYOTA MOTOR CORP | COMMON STOCK | 1737830 | 34296883 |
| TOYOTA TSUSHO CORP | COMMON STOCK | 115800 | 2045875 |
| TP ICAP GROUP PLC | COMMON STOCK GBP.25 | 135349 | 435901 |
| TPI POLENE PCL | FOREIGN SH. THB1.0 A | 755700 | 65375 |
| TPK HOLDING CO LTD | COMMON STOCK TWD10.0 | 78000 | 91785 |
| TRADA ALAM MINERA TBK PT | COMMON STOCK IDR100.0 | 4197300 | 13039 |
| TRAINLINE PLC | COMMON STOCK GBP.01 | 78368 | 422532 |
| TRANCOM CO LTD | COMMON STOCK | 1300 | 84220 |
| TRANSALTA CORP | COMMON STOCK | 40996 | 579508 |
| TRANSCEND INFORMATION INC | COMMON STOCK TWD10.0 | 72566 | 191305 |
| TRANSCOAL PACIFIC TBK PT | COMMON STOCK IDR100.0 | 225400 | 93007 |
| TRANSCONTINENTAL INC CL A | COMMON STOCK | 12300 | 158817 |
| TRANSCOSMOS INC | COMMON STOCK | 4500 | 95540 |
| TRANSMISSORA ALIANCA DE UNIT | UNIT | 46000 | 244609 |
| TRANSURBAN GROUP | STAPLED SECURITY | 502362 | 4157887 |
| TRAVELSKY TECHNOLOGY LTD H | COMMON STOCK CNY1.0 | 181000 | 242329 |
| TRAVIS PERKINS PLC | COMMON STOCK GBP.112051 | 38419 | 348823 |
| TRE HOLDINGS CORP | COMMON STOCK | 7100 | 68035 |
| TREASURY WINE ESTATES LTD | COMMON STOCK | 150488 | 1055673 |
| TRELLEBORG AB B SHS | COMMON STOCK SEK25.0 | 43468 | 1486673 |
| TREND MICRO INC | COMMON STOCK | 23500 | 1268519 |
| TRI CHEMICAL LABORATORIES IN | COMMON STOCK | 4400 | 78917 |
| TRICAN WELL SERVICE LTD | COMMON STOCK | 37800 | 134831 |
| TRIGANO SA | COMMON STOCK EUR4.2568 | 1593 | 201738 |
| TRINA SOLAR CO LTD A | COMMON STOCK CNY1.0 | 17400 | 45913 |
| TRIP.COM GROUP LTD | COMMON STOCK USD.00125 | 100050 | 6955117 |
| TRIPLE FLAG PRECIOUS MET | COMMON STOCK | 3096 | 46498 |
| TRIPOD TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 76366 | 458365 |
| TRISURA GROUP LTD | COMMON STOCK | 6300 | 170751 |
| TRITAX BIG BOX REIT PLC | REIT GBP.01 | 452161 | 751314 |

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| | | | |
|:---|:---|:---|:---|
| TROAX GROUP AB | COMMON STOCK EUR.13 | 8527 | 173250 |
| TRUE CORP PCL/NEW FOREIGN | FOREIGN SH. THB4.0 A | 677183 | 220613 |
| TRUE CORP PCL/NEW NVDR | NVDR THB4.0 | 1428000 | 465214 |
| TRUECALLER AB B | COMMON STOCK SEK.002 | 32787 | 151670 |
| TRUSCO NAKAYAMA CORP | COMMON STOCK | 7800 | 115527 |
| TRUST FIBRA UNO | REIT | 541300 | 539406 |
| TRUSTPILOT GROUP PLC | COMMON STOCK GBP.0001 | 62500 | 238892 |
| TRUWORTHS INTERNATIONAL LTD | COMMON STOCK ZAR.00015 | 88510 | 485984 |
| TRYG A/S | COMMON STOCK DKK5.0 | 61227 | 1290594 |
| TS TECH CO LTD | COMMON STOCK | 14800 | 168023 |
| TSINGTAO BREWERY CO LTD A | COMMON STOCK CNY1.0 | 7600 | 84076 |
| TSINGTAO BREWERY CO LTD H | COMMON STOCK CNY1.0 | 128000 | 935948 |
| TSRC CORP | COMMON STOCK TWD10.0 | 122000 | 74894 |
| TSUBAKIMOTO CHAIN CO | COMMON STOCK | 12600 | 155085 |
| TSUGAMI CORP | COMMON STOCK | 10600 | 103697 |
| TSUMURA + CO | COMMON STOCK | 10200 | 303425 |
| TSURUHA HOLDINGS INC | COMMON STOCK | 6600 | 364948 |
| TTW PCL FOREIGN SHARES | FOREIGN SH. THB1.0 A | 466100 | 124448 |
| TTY BIOPHARM CO LTD | COMMON STOCK TWD10.0 | 40000 | 88756 |
| TUI AG | COMMON STOCK | 86803 | 750176 |
| TULLOW OIL PLC | COMMON STOCK GBP.1 | 205807 | 55283 |
| TUNG HO STEEL ENTERPRISE COR | COMMON STOCK TWD10.0 | 179170 | 370915 |
| TV ASAHI HOLDINGS CORP | COMMON STOCK | 5500 | 79469 |
| TXC CORP | COMMON STOCK TWD10.0 | 50000 | 153489 |
| U BLOX HOLDING AG | COMMON STOCK CHF10.5 | 1501 | 120629 |
| U MING MARINE TRANSPORT CORP | COMMON STOCK TWD10.0 | 127000 | 224771 |
| U NEXT HOLDINGS CO LTD | COMMON STOCK | 7500 | 82581 |
| UACJ CORP | COMMON STOCK | 5300 | 178335 |
| UAE DIRHAM | FOREIGN CURRENCY | 2988304 | 813576 |
| UBE CORP | COMMON STOCK | 17000 | 260796 |
| UBISOFT ENTERTAINMENT | COMMON STOCK EUR.0775 | 15633 | 213690 |
| UBS GROUP AG REG | COMMON STOCK USD.1 | 547918 | 16732070 |
| UCB SA | COMMON STOCK | 22114 | 4387153 |
| ULTRAPAR PARTICIPACOES SA | COMMON STOCK | 134000 | 350084 |
| ULVAC INC | COMMON STOCK | 7500 | 288554 |
| UMICORE | COMMON STOCK | 35232 | 361388 |
| UMS INTEGRATION LTD | COMMON STOCK | 107500 | 81252 |
| UNI PRESIDENT ENTERPRISES CO | COMMON STOCK TWD10.0 | 868507 | 2136505 |
| UNIBAIL RODAMCO WESTFIEL/CDI | CDI | 23937 | 89192 |
| UNIBAIL RODAMCO WESTFIELD | REIT EUR5.0 | 21616 | 1621429 |
| UNICAJA BANCO SA | COMMON STOCK EUR.25 | 269799 | 355926 |
| UNICHARM CORP | COMMON STOCK | 200400 | 1648780 |
| UNICREDIT SPA | COMMON STOCK | 252105 | 10057134 |
| UNIGROUP GUOXIN MICROELECT A | COMMON STOCK CNY1.0 | 8679 | 76422 |
| UNILEVER INDONESIA TBK PT | COMMON STOCK IDR2.0 | 1730400 | 202724 |
| UNILEVER PLC | COMMON STOCK GBP.00031111 | 427557 | 24223284 |
| UNIMICRON TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 250805 | 1070914 |
| UNION BANK OF TAIWAN | COMMON STOCK TWD10.0 | 357511 | 165931 |

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| | | | |
|:---|:---|:---|:---|
| UNION TOOL CO | COMMON STOCK | 900 | 28329 |
| UNIPAR CARBOCLORO SA PREF B | PREFERENCE | 3993 | 30948 |
| UNIPOL ASSICURAZIONI SPA | COMMON STOCK | 67354 | 839033 |
| UNIPRO PJSC | COMMON STOCK RUB.4 | 2331000 | 41523 |
| UNIQA INSURANCE GROUP AG | COMMON STOCK | 24861 | 201554 |
| UNISPLENDOUR CORP LTD A | COMMON STOCK CNY1.0 | 25900 | 98622 |
| UNITE GROUP PLC/THE | REIT GBP.25 | 76409 | 770523 |
| UNITED ELECTRONICS CO | COMMON STOCK | 6383 | 153230 |
| UNITED ENERGY GROUP LTD | COMMON STOCK HKD.01 | 1444000 | 65992 |
| UNITED INTEGRATED SERVICES | COMMON STOCK TWD10.0 | 28000 | 410840 |
| UNITED INTERNATIONAL TRANSPO | COMMON STOCK SAR10.0 | 5915 | 128929 |
| UNITED INTERNET AG REG SHARE | COMMON STOCK | 20010 | 324612 |
| UNITED MICROELECTRONICS CORP | COMMON STOCK TWD10.0 | 1999021 | 2616813 |
| UNITED OVERSEAS BANK LTD | COMMON STOCK | 210912 | 5619307 |
| UNITED RENEWABLE ENERGY CO L | COMMON STOCK TWD10.0 | 239606 | 73684 |
| UNITED SUPER MARKETS HOLDING | COMMON STOCK | 9700 | 46436 |
| UNITED TRACTORS TBK PT | COMMON STOCK IDR250.0 | 372519 | 619359 |
| UNITED URBAN INVESTMENT CORP | REIT | 500 | 446953 |
| UNITED UTILITIES GROUP PLC | COMMON STOCK GBP.05 | 129079 | 1705194 |
| UNIVERSAL ENTERTAINMENT CORP | COMMON STOCK | 4800 | 31372 |
| UNIVERSAL MUSIC GROUP NV | COMMON STOCK EUR10.0 | 148032 | 3776413 |
| UNIVERSAL ROBINA CORP | COMMON STOCK PHP1.0 | 141090 | 192442 |
| UNIVERSAL VISION BIOTECHNOLO | COMMON STOCK TWD10.0 | 14000 | 85484 |
| UNTRADE HUIYUAN JUICE | COMMON STOCK | 462000 | 120140 |
| UNTRADE MH DEVELOPMENT NPV | COMMON STOCK | 78000 | 88623 |
| UNTRADE.BRIGHTOIL | COMMON STOCK | 494000 | 95392 |
| UNTRADE.CHINA ZHONGWANG | COMMON STOCK | 298000 | 64449 |
| UOL GROUP LTD | COMMON STOCK | 70218 | 265733 |
| UP FINTECH HOLDING LTD ADR | ADR USD.00001 | 13500 | 87210 |
| UPI SEMICONDUCTOR CORP | COMMON STOCK TWD10.0 | 16000 | 109481 |
| UPM KYMMENE OYJ | COMMON STOCK | 94824 | 2607279 |
| URBAN LOGISTICS REIT PLC | REIT GBP.01 | 79564 | 101899 |
| US DOLLAR | CURRENCY | 14069440 | 14069440 |
| USHIO INC | COMMON STOCK | 17300 | 232723 |
| USINAS SIDER MINAS GER PF A | PREFERENCE | 61900 | 53567 |
| USS CO LTD | COMMON STOCK | 79600 | 697440 |
| UT GROUP CO LTD | COMMON STOCK | 4900 | 67538 |
| VALE SA | COMMON STOCK | 611974 | 5408520 |
| VALEO | COMMON STOCK EUR1.0 | 38782 | 369819 |
| VALIANT HOLDING AG REG | COMMON STOCK CHF.5 | 2897 | 337458 |
| VALLOUREC SA | COMMON STOCK EUR.02 | 30208 | 513871 |
| VALMET OYJ | COMMON STOCK | 29065 | 700864 |
| VALNEVA SE | COMMON STOCK EUR.15 | 10867 | 24037 |
| VALOR HOLDINGS CO LTD | COMMON STOCK | 5900 | 82298 |
| VAMOS LOCACAO DE CAMINHOES M | COMMON STOCK | 82800 | 63631 |
| VAN LANSCHOT KEMPEN NV | DUTCH CERT EUR1.0 | 3193 | 143412 |

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| | | | |
|:---|:---|:---|:---|
| VANGUARD INTERNATIONAL SEMI | COMMON STOCK TWD10.0 | 174305 | 529259 |
| VAT GROUP AG | COMMON STOCK CHF.1 | 5001 | 1882923 |
| VAULT MINERALS LTD | COMMON STOCK | 1038907 | 213281 |
| VENTIA SERVICES GROUP PTY LT | COMMON STOCK | 130864 | 290829 |
| VENTURE CORP LTD | COMMON STOCK | 54200 | 522091 |
| VENUS MEDTECH HANGZHOU INC H | COMMON STOCK CNY1.0 | 36500 | 26407 |
| VEOLIA ENVIRONNEMENT | COMMON STOCK EUR5.0 | 116926 | 3271047 |
| VERALLIA | COMMON STOCK EUR3.38 | 12874 | 323704 |
| VERBIO SE | COMMON STOCK | 3748 | 45890 |
| VERBUND AG | COMMON STOCK | 12609 | 913831 |
| VEREN INC | COMMON STOCK | 100250 | 515121 |
| VERMILION ENERGY INC | COMMON STOCK | 27383 | 257608 |
| VESTAS WIND SYSTEMS A/S | COMMON STOCK DKK.2 | 183627 | 2514352 |
| VESUVIUS PLC | COMMON STOCK GBP.1 | 37236 | 197783 |
| VETROPACK HOLDING REGISTERED | COMMON STOCK CHF1.0 | 2224 | 62580 |
| VGP | COMMON STOCK EUR55.0 | 1776 | 131155 |
| VIA TECHNOLOGIES INC | COMMON STOCK TWD10.0 | 31000 | 94612 |
| VIBRA ENERGIA SA | COMMON STOCK | 193100 | 557699 |
| VICAT | COMMON STOCK EUR4.0 | 949 | 35944 |
| VICINITY CENTRES | REIT | 630796 | 821249 |
| VICTREX PLC | COMMON STOCK GBP.01 | 14860 | 200219 |
| VIDRALA S.A. | COMMON STOCK | 105 | 10101 |
| VIDRALA SA | COMMON STOCK EUR1.02 | 2112 | 203170 |
| VIENNA INSURANCE GROUP AG | COMMON STOCK | 7731 | 242812 |
| VIMIAN GROUP AB | COMMON STOCK SEK.001668 | 21444 | 77225 |
| VINA CONCHA Y TORO SA | COMMON STOCK | 142191 | 155841 |
| VINCI SA | COMMON STOCK EUR2.5 | 83305 | 8546736 |
| VIPSHOP HOLDINGS LTD ADR | ADR USD.0001 | 80800 | 1088376 |
| VIRBAC SA | COMMON STOCK EUR1.25 | 781 | 255177 |
| VISCOFAN SA | COMMON STOCK EUR.7 | 7088 | 447717 |
| VISERA TECHNOLOGIES CO LTD | COMMON STOCK TWD10.0 | 20000 | 187955 |
| VISIONAL INC | COMMON STOCK | 4300 | 218047 |
| VISTRY GROUP PLC | COMMON STOCK GBP.5 | 58247 | 415755 |
| VISUAL PHOTONICS EPITAXY CO | COMMON STOCK TWD10.0 | 26000 | 131370 |
| VITASOY INTL HOLDINGS LTD | COMMON STOCK | 108000 | 141535 |
| VITEC SOFTWARE GROUP AB B SH | COMMON STOCK SEK.5 | 4885 | 240364 |
| VITROLIFE AB | COMMON STOCK SEK1.02 | 13352 | 259721 |
| VITROX CORP BHD | COMMON STOCK | 57600 | 51639 |
| VIVA ENERGY GROUP LTD | COMMON STOCK | 161053 | 262318 |
| VIVARA PARTICIPACOES SA | COMMON STOCK | 22800 | 71036 |
| VIVENDI SE | COMMON STOCK EUR.55 | 132633 | 350648 |
| VK IPJSC | GDR USD.000005 | 19533 | 80085 |
| VNET GROUP INC ADR | ADR USD.00001 | 20800 | 98592 |
| VODACOM GROUP LTD | COMMON STOCK | 109991 | 590815 |
| VODAFONE GROUP PLC | COMMON STOCK USD.2095238 | 4187376 | 3572344 |
| VOESTALPINE AG | COMMON STOCK | 22522 | 427229 |

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| | | | |
|:---|:---|:---|:---|
| VOLEX PLC | COMMON STOCK GBP.25 | 20762 | 73035 |
| VOLKSWAGEN AG PREF | PREFERENCE | 27511 | 2537336 |
| VOLTALIA SA REGR | COMMON STOCK EUR5.7 | 4075 | 30091 |
| VOLTRONIC POWER TECHNOLOGY | COMMON STOCK TWD10.0 | 11025 | 623216 |
| VOLUTION GROUP PLC | COMMON STOCK GBP.01 | 33517 | 234591 |
| VOLVO AB A SHS | COMMON STOCK SEK1.26 | 32236 | 788040 |
| VOLVO AB B SHS | COMMON STOCK SEK1.26 | 262915 | 6387884 |
| VONOVIA SE | COMMON STOCK | 133069 | 4037128 |
| VONTOBEL HOLDING AG REG | COMMON STOCK CHF1.0 | 5047 | 353892 |
| VOPAK | COMMON STOCK EUR.5 | 12948 | 571048 |
| VOSSLOH AG | COMMON STOCK | 1493 | 66544 |
| VSTECS HOLDINGS LTD | COMMON STOCK HKD.1 | 110000 | 73636 |
| VTB BANK PJSC | COMMON STOCK RUB50.0 | 159197 | 29 |
| VTB BANK SPON GDR 144A | GDR | 136000 | 136000 |
| VTECH HOLDINGS LTD | COMMON STOCK USD.05 | 29000 | 197118 |
| VUKILE PROPERTY FUND LTD | REIT | 174039 | 165738 |
| VUSIONGROUP | COMMON STOCK EUR2.0 | 1693 | 310317 |
| WACKER CHEMIE AG | COMMON STOCK | 3212 | 232928 |
| WACKER NEUSON SE | COMMON STOCK | 5390 | 81687 |
| WACOAL HOLDINGS CORP | COMMON STOCK | 7600 | 259801 |
| WACOM CO LTD | COMMON STOCK | 26100 | 119015 |
| WAFER WORKS CORP | COMMON STOCK TWD10.0 | 67706 | 55717 |
| WAFFER TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 27645 | 57681 |
| WAHA CAPITAL PJSC | COMMON STOCK AED1.0 | 564830 | 267572 |
| WAKITA + CO LTD | COMMON STOCK | 5700 | 60648 |
| WALLENIUS WILHELMSEN ASA | COMMON STOCK NOK.52 | 33243 | 274335 |
| WALLENSTAM AB B SHS | COMMON STOCK SEK.5 | 68339 | 295957 |
| WALMART DE MEXICO SAB DE CV | COMMON STOCK | 727864 | 1921461 |
| WALSIN LIHWA CORP | COMMON STOCK TWD10.0 | 504688 | 363653 |
| WALSIN TECHNOLOGY CORP | COMMON STOCK TWD10.0 | 55000 | 154368 |
| WAN HAI LINES LTD | COMMON STOCK TWD10.0 | 120175 | 296651 |
| WANHUA CHEMICAL GROUP CO A | COMMON STOCK CNY1.0 | 34198 | 333785 |
| WANT WANT CHINA HOLDINGS LTD | COMMON STOCK USD.02 | 1046000 | 614031 |
| WARBA BANK KSCP | COMMON STOCK KWD.1 | 1489518 | 927627 |
| WAREHOUSE REIT PLC | REIT | 61528 | 60457 |
| WAREHOUSES DE PAUW SCA | REIT | 34911 | 687041 |
| WARTSILA OYJ ABP | COMMON STOCK | 88455 | 1564267 |
| WASHINGTON H. SOUL PATTINSON | COMMON STOCK | 45299 | 957587 |
| WASKITA KARYA PERSERO TBK PT | COMMON STOCK IDR100.0 | 7539353 | 94623 |
| WATCHES OF SWITZERLAND GROUP | COMMON STOCK GBP.0125 | 28452 | 198062 |
| WAYPOINT REIT | REIT | 190510 | 274911 |
| WEB TRAVEL GROUP LTD | COMMON STOCK | 64797 | 183581 |
| WEBUILD SPA | WARRANT | 1208 | 2147 |
| WEBUILD SPA | COMMON STOCK | 67582 | 199166 |
| WEG SA | COMMON STOCK | 291280 | 2661517 |
| WEIBO CORP SPON ADR | ADR USD.00025 | 10160 | 97028 |
| WEICHAI POWER CO LTD A | COMMON STOCK CNY1.0 | 49700 | 93132 |
| WEICHAI POWER CO LTD H | COMMON STOCK CNY1.0 | 421200 | 644167 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WEIHAI GUANGWEI COMPOSITES A | COMMON STOCK CNY1.0 | 11040 | 52328 |
| WEIMOB INC | COMMON STOCK USD.0001 | 525000 | 221004 |
| WEIR GROUP PLC/THE | COMMON STOCK GBP.125 | 52218 | 1422355 |
| WELCIA HOLDINGS CO LTD | COMMON STOCK | 17400 | 226459 |
| WELL HEALTH TECHNOLOGIES COR | COMMON STOCK | 29700 | 141665 |
| WEMADE CO LTD | COMMON STOCK KRW500.0 | 6219 | 146488 |
| WENDEL | COMMON STOCK EUR4.0 | 4337 | 415853 |
| WENS FOODSTUFF GROUP CO L A | COMMON STOCK CNY1.0 | 69360 | 156598 |
| WERELDHAVE NV | REIT EUR1.0 | 9276 | 131916 |
| WESDOME GOLD MINES LTD | COMMON STOCK | 52100 | 467676 |
| WESFARMERS LTD | COMMON STOCK | 195764 | 8649498 |
| WEST AFRICAN RESOURCES LTD | COMMON STOCK | 158365 | 141367 |
| WEST CHINA CEMENT LTD | COMMON STOCK GBP.002 | 450000 | 91530 |
| WEST FRASER TIMBER CO LTD | COMMON STOCK | 10000 | 866013 |
| WEST HOLDINGS CORP | COMMON STOCK | 5010 | 57802 |
| WEST JAPAN RAILWAY CO | COMMON STOCK | 82200 | 1453494 |
| WESTERN SUPERCONDUCTING TE A | COMMON STOCK CNY1.0 | 6277 | 36761 |
| WESTGOLD RESOURCES LTD | COMMON STOCK | 80396 | 141664 |
| WESTON (GEORGE) LTD | COMMON STOCK | 13246 | 2058831 |
| WESTPAC BANKING CORP | COMMON STOCK | 607424 | 12126630 |
| WESTSHORE TERMINALS INVESTME | COMMON STOCK | 9100 | 142555 |
| WETHERSPOON (J.D.) PLC | COMMON STOCK GBP.02 | 12942 | 96915 |
| WH GROUP LTD | COMMON STOCK USD.0001 | 1408960 | 1090101 |
| WH SMITH PLC | COMMON STOCK GBP.22 | 20644 | 306589 |
| WHA CORP PCL NVDR | NVDR THB.1 | 2128700 | 343010 |
| WHARF HOLDINGS LTD | COMMON STOCK | 205000 | 576632 |
| WHARF REAL ESTATE INVESTMENT | COMMON STOCK HKD.1 | 327650 | 837689 |
| WHEATON PRECIOUS METALS CORP | COMMON STOCK | 83997 | 4725488 |
| WHITBREAD PLC | COMMON STOCK GBP.767974 | 34459 | 1271112 |
| WHITECAP RESOURCES INC | COMMON STOCK | 102200 | 724823 |
| WHITEHAVEN COAL LTD | COMMON STOCK | 157382 | 602659 |
| WICKES GROUP PLC | COMMON STOCK GBP.1 | 43049 | 81519 |
| WIENERBERGER AG | COMMON STOCK | 22786 | 630677 |
| WIHLBORGS FASTIGHETER AB | COMMON STOCK SEK2.5 | 40528 | 385478 |
| WILL SEMICONDUCTOR CO LTD A | COMMON STOCK CNY1.0 | 11880 | 169715 |
| WILMAR INTERNATIONAL LTD | COMMON STOCK | 350700 | 796133 |
| WILSON BAYLY HOLMES OVCON | COMMON STOCK ZAR.01 | 9229 | 114088 |
| WIN SEMICONDUCTORS CORP | COMMON STOCK TWD10.0 | 77000 | 261847 |
| WINBOND ELECTRONICS CORP | COMMON STOCK TWD10.0 | 708130 | 317312 |
| WINGARC1ST INC | COMMON STOCK | 4800 | 114155 |
| WINGTECH TECHNOLOGY CO LTD A | COMMON STOCK CNY1.0 | 10300 | 54648 |
| WINPAK LTD | COMMON STOCK | 6000 | 199124 |
| WINWAY TECHNOLOGY CO LTD | COMMON STOCK TWD10.0 | 4000 | 139133 |
| WISDOM MARINE LINES CO LTD | COMMON STOCK TWD10.0 | 98000 | 201458 |
| WISE PLC A | COMMON STOCK GBP.01 | 143881 | 1917972 |
| WISETECH GLOBAL LTD | COMMON STOCK | 30350 | 2246598 |
| WISTRON CORP | COMMON STOCK TWD10.0 | 486374 | 1533076 |
| WISTRON NEWEB CORP | COMMON STOCK TWD10.0 | 55719 | 233048 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WIWYNN CORP | COMMON STOCK TWD10.0 | 16000 | 1269103 |
| WIX.COM LTD | COMMON STOCK ILS.01 | 10600 | 2274230 |
| WOLTERS KLUWER | COMMON STOCK EUR.12 | 44032 | 7300793 |
| WONIK IPS CO LTD | COMMON STOCK KRW500.0 | 7988 | 121095 |
| WOODSIDE ENERGY GROUP LTD | COMMON STOCK | 315113 | 4875286 |
| WOOLWORTHS GROUP LTD | COMMON STOCK | 197653 | 3726742 |
| WOOLWORTHS HOLDINGS LTD | COMMON STOCK | 171458 | 566529 |
| WOORI FINANCIAL GROUP INC | COMMON STOCK KRW5000.0 | 106922 | 1110574 |
| WORKMAN CO LTD | COMMON STOCK | 6400 | 181469 |
| WORKSPACE GROUP PLC | REIT GBP1.0 | 23265 | 143050 |
| WORLDLINE SA | COMMON STOCK EUR.68 | 40874 | 358945 |
| WORLEY LTD | COMMON STOCK | 62690 | 531856 |
| WOWPRIME CORP | COMMON STOCK TWD10.0 | 20000 | 144127 |
| WPG HOLDINGS LTD | COMMON STOCK TWD10.0 | 268451 | 558056 |
| WPP PLC | COMMON STOCK GBP.1 | 196896 | 2039686 |
| WSP GLOBAL INC | COMMON STOCK | 23100 | 4062979 |
| WT MICROELECTRONICS CO LTD | COMMON STOCK TWD10.0 | 99328 | 332116 |
| WUESTENROT + WUERTTEMBERG | COMMON STOCK | 4374 | 52701 |
| WUHAN GUIDE INFRARED CO LT A | COMMON STOCK CNY1.0 | 155070 | 157682 |
| WULIANGYE YIBIN CO LTD A | COMMON STOCK CNY1.0 | 42280 | 809265 |
| WUS PRINTED CIRCUIT KUNSHA A | COMMON STOCK CNY1.0 | 20680 | 112191 |
| WUXI APPTEC CO LTD A | COMMON STOCK CNY1.0 | 26880 | 202415 |
| WUXI APPTEC CO LTD H | COMMON STOCK CNY1.0 | 67830 | 493360 |
| WUXI BIOLOGICS CAYMAN INC | COMMON STOCK USD.00001 | 696000 | 1573357 |
| X FAB SILICON FOUNDRIES SE | COMMON STOCK | 10048 | 51577 |
| XCMG CONSTRUCTION MACHIN A | COMMON STOCK CNY1.0 | 85300 | 92520 |
| XD INC | COMMON STOCK USD.0001 | 30800 | 99720 |
| XERO LTD | COMMON STOCK | 26413 | 2747311 |
| XIAMEN TUNGSTEN CO LTD A | COMMON STOCK CNY1.0 | 117200 | 309010 |
| XIAOMI CORP CLASS B | COMMON STOCK USD.0000025 | 2773600 | 12318462 |
| XINJIANG DAQO NEW ENERGY C A | COMMON STOCK CNY1.0 | 42490 | 140245 |
| XINTEC INC | COMMON STOCK TWD10.0 | 28000 | 168317 |
| XINYI GLASS HOLDINGS LTD | COMMON STOCK HKD.1 | 335959 | 341238 |
| XINYI SOLAR HOLDINGS LTD | COMMON STOCK HKD.1 | 923841 | 373440 |
| XIOR STUDENT HOUSING NV | REIT | 2920 | 89330 |
| XP INC CLASS A | COMMON STOCK | 14300 | 169455 |
| XPENG INC CLASS A SHARES | COMMON STOCK USD.00001 | 256700 | 1541598 |
| XTEP INTERNATIONAL HOLDINGS | COMMON STOCK HKD.01 | 199049 | 144522 |
| XVIVO PERFUSION AB | COMMON STOCK | 3935 | 173869 |
| YADEA GROUP HOLDINGS LTD | COMMON STOCK USD.00001 | 201044 | 334903 |
| YAGEO CORPORATION | COMMON STOCK TWD10.0 | 73263 | 1202884 |
| YAKULT HONSHA CO LTD | COMMON STOCK | 50200 | 951156 |
| YAMABIKO CORP | COMMON STOCK | 5600 | 89712 |
| YAMADA HOLDINGS CO LTD | COMMON STOCK | 122900 | 353251 |
| YAMAGUCHI FINANCIAL GROUP IN | COMMON STOCK | 35400 | 369681 |
| YAMAHA CORP | COMMON STOCK | 68400 | 494289 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| YAMAHA MOTOR CO LTD | COMMON STOCK | 170400 | 1500521 |
| YAMAMA CEMENT CO | COMMON STOCK SAR10.0 | 16830 | 156995 |
| YAMATO HOLDINGS CO LTD | COMMON STOCK | 48900 | 549139 |
| YAMATO KOGYO CO LTD | COMMON STOCK | 7300 | 342244 |
| YAMAZAKI BAKING CO LTD | COMMON STOCK | 24000 | 447174 |
| YAMAZEN CORP | COMMON STOCK | 13700 | 121053 |
| YANBU CEMENT CO | COMMON STOCK SAR10.0 | 13090 | 84656 |
| YANBU NATIONAL PETROCHEMICAL | COMMON STOCK SAR10.0 | 42933 | 431912 |
| YANCOAL AUSTRALIA LTD | COMMON STOCK | 70806 | 284695 |
| YANG MING MARINE TRANSPORT | COMMON STOCK TWD10.0 | 272107 | 625283 |
| YANGZIJIANG FINANCIAL HOLDIN | COMMON STOCK | 466500 | 141915 |
| YANGZIJIANG SHIPBUILDING | COMMON STOCK | 466500 | 1023090 |
| YANKUANG ENERGY GROUP CO A | COMMON STOCK CNY1.0 | 126685 | 245548 |
| YANKUANG ENERGY GROUP CO H | COMMON STOCK CNY1.0 | 418860 | 482598 |
| YANLORD LAND GROUP LTD | COMMON STOCK | 124500 | 60321 |
| YAOKO CO LTD | COMMON STOCK | 3300 | 198439 |
| YARA INTERNATIONAL ASA | COMMON STOCK NOK1.7 | 32806 | 869302 |
| YASKAWA ELECTRIC CORP | COMMON STOCK | 41300 | 1052896 |
| YDUQS PARTICIPACOES SA | COMMON STOCK | 66100 | 91250 |
| YEAHKA LTD | COMMON STOCK USD.00003 | 34400 | 54470 |
| YEALINK NETWORK TECHNOLOGY A | COMMON STOCK CNY1.0 | 19950 | 105381 |
| YELLOW CAKE PLC | COMMON STOCK | 52316 | 325906 |
| YELLOW HAT LTD | COMMON STOCK | 5500 | 93673 |
| YFY INC | COMMON STOCK TWD10.0 | 200000 | 180576 |
| YG ENTERTAINMENT INC | COMMON STOCK KRW500.0 | 3241 | 100736 |
| YIEH PHUI ENTERPRISE CO LTD | COMMON STOCK TWD10.0 | 192780 | 89006 |
| YIFENG PHARMACY CHAIN CO L A | COMMON STOCK CNY1.0 | 16204 | 53457 |
| YIHAI INTERNATIONAL HOLDING | COMMON STOCK USD.00001 | 101000 | 196072 |
| YIHAI KERRY ARAWANA HOLDIN A | COMMON STOCK CNY1.0 | 12800 | 57044 |
| YINSON HOLDINGS BHD | COMMON STOCK | 538766 | 318025 |
| YIT OYJ | COMMON STOCK | 23548 | 60727 |
| YODOGAWA STEEL WORKS LTD | COMMON STOCK | 3600 | 127578 |
| YOKOGAWA BRIDGE HOLDINGS COR | COMMON STOCK | 5400 | 96369 |
| YOKOGAWA ELECTRIC CORP | COMMON STOCK | 38500 | 819531 |
| YOKOHAMA RUBBER CO LTD | COMMON STOCK | 22000 | 469554 |
| YONEX CO LTD | COMMON STOCK | 11600 | 157965 |
| YONYOU NETWORK TECHNOLOGY A | COMMON STOCK CNY1.0 | 29120 | 42747 |
| YOSHINOYA HOLDINGS CO LTD | COMMON STOCK | 12100 | 238645 |
| YOUGOV PLC | COMMON STOCK GBP.002 | 17908 | 93169 |
| YOUNG + CO S BREWERY PLC A | COMMON STOCK GBP.125 | 3787 | 41064 |
| YOUNGONE CORP | COMMON STOCK KRW500.0 | 8486 | 244299 |
| YPSOMED HOLDING AG REG | COMMON STOCK CHF14.15 | 579 | 209128 |
| YTL POWER INTERNATIONAL BHD | COMMON STOCK | 300400 | 297242 |
| YTO EXPRESS GROUP CO LTD A | COMMON STOCK CNY1.0 | 34800 | 67560 |
| YUAN RENMINBI | FOREIGN CURRENCY | 18250421 | 2500314 |
| YUANTA FINANCIAL HOLDING CO | COMMON STOCK TWD10.0 | 2059890 | 2128829 |
| YUASA TRADING CO LTD | COMMON STOCK | 1800 | 50330 |
| YUE YUEN INDUSTRIAL HLDG | COMMON STOCK HKD.25 | 143238 | 320849 |

---

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---

| | | | |
|:---|:---|:---|:---|
| YUEXIU PROPERTY CO LTD | COMMON STOCK | 471120 | 308704 |
| YUEXIU REAL ESTATE INVESTMEN | REIT | 304209 | 37596 |
| YUEXIU TRANSPORT INFRASTRUCT | COMMON STOCK HKD.1 | 472799 | 234332 |
| YUHAN CORP | COMMON STOCK KRW1000.0 | 13751 | 1104357 |
| YULON FINANCE CORP | COMMON STOCK TWD10.0 | 37000 | 117058 |
| YULON MOTOR COMPANY | COMMON STOCK TWD10.0 | 106405 | 164199 |
| YUM CHINA HOLDINGS INC | COMMON STOCK USD.01 | 75900 | 3656103 |
| YUNNAN ALUMINIUM CO LTD A | COMMON STOCK CNY1.0 | 97300 | 180071 |
| YUNNAN BAIYAO GROUP CO LTD A | COMMON STOCK CNY1.0 | 19460 | 159649 |
| YUNNAN ENERGY NEW MATERIAL A | COMMON STOCK CNY1.0 | 9000 | 39374 |
| YURTEC CORP | COMMON STOCK | 6500 | 63855 |
| ZAI LAB LTD | COMMON STOCK USD.000006 | 44600 | 119998 |
| ZAI LAB LTD ADR | ADR USD.00006 | 12900 | 337851 |
| ZALANDO SE | COMMON STOCK | 40633 | 1362394 |
| ZEALAND PHARMA A/S | COMMON STOCK DKK1.0 | 15455 | 1534911 |
| ZEHNDER GROUP AG RG | COMMON STOCK CHF.05 | 1575 | 78347 |
| ZENKOKU HOSHO CO LTD | COMMON STOCK | 9500 | 333323 |
| ZENSHO HOLDINGS CO LTD | COMMON STOCK | 16900 | 956862 |
| ZEON CORP | COMMON STOCK | 24000 | 227376 |
| ZERIA PHARMACEUTICAL CO LTD | COMMON STOCK | 4900 | 75868 |
| ZHANGZHOU PIENTZEHUANG PHA A | COMMON STOCK CNY1.0 | 6100 | 178960 |
| ZHAOJIN MINING INDUSTRY H | COMMON STOCK CNY1.0 | 309000 | 435976 |
| ZHEJIANG CHINT ELECTRICS A | COMMON STOCK CNY1.0 | 23376 | 74879 |
| ZHEJIANG DAHUA TECHNOLOGY A | COMMON STOCK CNY1.0 | 32600 | 71361 |
| ZHEJIANG DINGLI MACHINERY A | COMMON STOCK CNY1.0 | 4060 | 35856 |
| ZHEJIANG EXPRESSWAY CO H | COMMON STOCK CNY1.0 | 463680 | 333675 |
| ZHEJIANG HUAYOU COBALT CO A | COMMON STOCK CNY1.0 | 15990 | 64008 |
| ZHEJIANG JINGSHENG MECHANI A | COMMON STOCK CNY1.0 | 13100 | 57176 |
| ZHEJIANG JUHUA CO A | COMMON STOCK CNY1.0 | 25500 | 84122 |
| ZHEJIANG LEAPMOTOR TECHNOLOG | COMMON STOCK CNY1.0 | 90200 | 377965 |
| ZHEJIANG NHU CO LTD A | COMMON STOCK CNY1.0 | 33696 | 101316 |
| ZHEJIANG SANHUA INTELLIGEN A | COMMON STOCK CNY1.0 | 35700 | 114851 |
| ZHEJIANG SUPOR CO LTD A | COMMON STOCK CNY1.0 | 6000 | 43700 |
| ZHEJIANG WEIMING ENVIRONME A | COMMON STOCK CNY1.0 | 16640 | 49232 |
| ZHEN DING TECHNOLOGY HOLDING | COMMON STOCK TWD10.0 | 82000 | 299259 |
| ZHESHANG SECURITIES CO LTD A | COMMON STOCK CNY1.0 | 39400 | 65955 |
| ZHONGAN ONLINE P+C INSURAN H | COMMON STOCK CNY1.0 | 101100 | 153317 |
| ZHONGJI INNOLIGHT CO LTD A | COMMON STOCK CNY1.0 | 11340 | 191421 |
| ZHONGJIN GOLD CORP A | COMMON STOCK CNY1.0 | 132300 | 217882 |
| ZHONGSHENG GROUP HOLDINGS | COMMON STOCK HKD.0001 | 173500 | 311802 |
| ZHONGTAI SECURITIES CO LTD A | COMMON STOCK CNY1.0 | 58400 | 52476 |
| ZHOU HEI YA INTERNATIONAL HO | COMMON STOCK USD.000001 | 108000 | 24331 |
| ZHUZHOU CRRC TIMES ELECTRI H | COMMON STOCK CNY1.0 | 111000 | 468695 |
| ZIGNAGO VETRO SPA | COMMON STOCK EUR.1 | 2240 | 21803 |
| ZIGUP PLC | COMMON STOCK GBP.5 | 42016 | 168594 |
| ZIJIN MINING GROUP CO LTD A | COMMON STOCK CNY.1 | 209200 | 432815 |

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| | | | |
|:---|:---|:---|:---|
| ZIJIN MINING GROUP CO LTD H | COMMON STOCK CNY.1 | 1017000 | 1851245 |
| ZIM INTEGRATED SHIPPING SERV | COMMON STOCK | 25700 | 551779 |
| ZIP CO LTD | COMMON STOCK | 289842 | 527423 |
| ZOJIRUSHI CORP | COMMON STOCK | 5500 | 62083 |
| ZOOMLION HEAVY INDUSTRY S A | COMMON STOCK CNY1.0 | 69800 | 69021 |
| ZOZO INC | COMMON STOCK | 28300 | 875200 |
| ZTE CORP A | COMMON STOCK CNY1.0 | 37400 | 206754 |
| ZTE CORP H | COMMON STOCK CNY1.0 | 127990 | 401207 |
| ZTO EXPRESS CAYMAN INC | COMMON STOCK USD.0001 | 73600 | 1433542 |
| ZUKEN INC | COMMON STOCK | 2400 | 62805 |
| ZURICH INSURANCE GROUP AG | COMMON STOCK CHF.1 | 23848 | 14189841 |
| ZYXEL GROUP CORP | COMMON STOCK TWD10.0 | 80000 | 96686 |
|  | **Total: EXHIBIT B - Total International Stock Market Index Fund** |  | $**5383702824** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT C - Small/Mid-Cap Stock Index Fund**

**(Managed by State Street Global Advisors)**

 **IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | 1 800 FLOWERS.COM INC CL A | COMMON STOCK USD.01 | 17200 |  | $140524 |
|  | 10X GENOMICS INC CLASS A | COMMON STOCK USD.00001 | 53800 |  | 772568 |
|  | 1ST SOURCE CORP | COMMON STOCK | 9730 |  | 568037 |
|  | 2SEVENTY BIO INC | COMMON STOCK USD.0001 | 26700 |  | 78498 |
|  | 374WATER INC | COMMON STOCK USD.001 | 33600 |  | 22935 |
|  | 3D SYSTEMS CORP | COMMON STOCK USD.001 | 69739 |  | 228744 |
|  | 4D MOLECULAR THERAPEUTICS IN | COMMON STOCK USD.0001 | 27300 |  | 152061 |
|  | 89BIO INC | COMMON STOCK USD.001 | 46500 |  | 363630 |
|  | 8X8 INC | COMMON STOCK USD.001 | 69100 |  | 184497 |
|  | 908 DEVICES INC | COMMON STOCK | 11200 |  | 24640 |
|  | A MARK PRECIOUS METALS INC | COMMON STOCK USD.01 | 10900 |  | 298660 |
|  | A10 NETWORKS INC | COMMON STOCK USD.00001 | 41900 |  | 770960 |
|  | AAON INC | COMMON STOCK USD.004 | 37678 |  | 4433947 |
|  | AAR CORP | COMMON STOCK USD1.0 | 19700 |  | 1207216 |
|  | ABERCROMBIE + FITCH CO CL A | COMMON STOCK USD.01 | 27848 |  | 4162441 |
|  | ABM INDUSTRIES INC | COMMON STOCK USD.01 | 35200 |  | 1801536 |
|  | ABSCI CORP | COMMON STOCK USD.0001 | 38100 |  | 99822 |
|  | ACACIA RESEARCH CORP | COMMON STOCK USD.001 | 20700 |  | 89838 |
|  | ACADEMY SPORTS + OUTDOORS IN | COMMON STOCK USD.01 | 39600 |  | 2278188 |
|  | ACADIA HEALTHCARE CO INC | COMMON STOCK USD.01 | 51055 |  | 2024331 |
|  | ACADIA PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 70978 |  | 1302446 |
|  | ACADIA REALTY TRUST | REIT USD.001 | 58907 |  | 1423193 |
|  | ACADIAN ASSET MANAGEMENT INC | COMMON STOCK USD.001 | 11278 |  | 297063 |
|  | ACCEL ENTERTAINMENT INC | COMMON STOCK USD.0001 | 32800 |  | 350304 |
|  | ACCO BRANDS CORP | COMMON STOCK USD.01 | 53134 |  | 278954 |
|  | ACCOLADE INC | COMMON STOCK | 38700 |  | 132354 |
|  | ACCURAY INC | COMMON STOCK USD.001 | 50300 |  | 99594 |
|  | ACELYRIN INC | COMMON STOCK USD.00001 | 39900 |  | 125286 |
|  | ACI WORLDWIDE INC | COMMON STOCK USD.005 | 59000 |  | 3062690 |
|  | ACM RESEARCH INC CLASS A | COMMON STOCK USD.0001 | 28500 |  | 430350 |
|  | ACNB CORP | COMMON STOCK USD2.5 | 4800 |  | 191184 |
|  | ACRIVON THERAPEUTICS INC | COMMON STOCK USD.001 | 5100 |  | 30702 |
|  | ACTINIUM PHARMACEUTICALS INC | COMMON STOCK USD.01 | 14000 |  | 17640 |
|  | ACUITY INC | COMMON STOCK USD.01 | 16990 |  | 4963289 |
|  | ACUSHNET HOLDINGS CORP | COMMON STOCK USD.001 | 14087 |  | 1001304 |
|  | ACV AUCTIONS INC A | COMMON STOCK USD.001 | 78500 |  | 1695600 |

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| | | | |
|:---|:---|:---|:---|
| ADAPTHEALTH CORP | COMMON STOCK USD.0001 | 55800 | 531216 |
| ADAPTIVE BIOTECHNOLOGIES | COMMON STOCK USD.0001 | 68400 | 410058 |
| ADC THERAPEUTICS SA | COMMON STOCK CHF.064 | 42000 | 83580 |
| ADDUS HOMECARE CORP | COMMON STOCK USD.001 | 9300 | 1165755 |
| ADEIA INC | COMMON STOCK | 61791 | 863838 |
| ADIENT PLC | COMMON STOCK USD.001 | 45072 | 776591 |
| ADMA BIOLOGICS INC | COMMON STOCK USD.0001 | 123400 | 2116310 |
| ADT INC | COMMON STOCK USD.01 | 172168 | 1189681 |
| ADTALEM GLOBAL EDUCATION INC | COMMON STOCK USD.01 | 21332 | 1938012 |
| ADTRAN HOLDINGS INC | COMMON STOCK USD.01 | 44837 | 373492 |
| ADVANCE AUTO PARTS INC | COMMON STOCK USD.0001 | 34200 | 1617318 |
| ADVANCED DRAINAGE SYSTEMS IN | COMMON STOCK USD.01 | 38300 | 4427480 |
| ADVANCED ENERGY INDUSTRIES | COMMON STOCK USD.001 | 21709 | 2510212 |
| ADVANCED FLOWER CAPITAL INC | REIT USD.01 | 11400 | 94962 |
| ADVANSIX INC | COMMON STOCK USD.01 | 13929 | 396837 |
| ADVANTAGE SOLUTIONS INC | COMMON STOCK USD.0001 | 47700 | 139284 |
| ADVERUM BIOTECHNOLOGIES INC | COMMON STOCK USD.0001 | 6800 | 31756 |
| AECOM | COMMON STOCK USD.01 | 73570 | 7858747 |
| AEHR TEST SYSTEMS | COMMON STOCK USD.01 | 16400 | 272732 |
| AEMETIS INC | COMMON STOCK USD.001 | 15100 | 40619 |
| AEROVATE THERAPEUTICS INC | COMMON STOCK USD.0001 | 6700 | 17755 |
| AEROVIRONMENT INC | COMMON STOCK USD.0001 | 15301 | 2354671 |
| AERSALE CORP | COMMON STOCK USD.0001 | 15900 | 100170 |
| AEVA TECHNOLOGIES INC | COMMON STOCK USD.0001 | 9620 | 45695 |
| AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 17500 | 3236100 |
| AFFIRM HOLDINGS INC | COMMON STOCK USD.00001 | 143300 | 8726970 |
| AG MORTGAGE INVESTMENT TRUST | REIT USD.01 | 4400 | 29260 |
| AGCO CORP | COMMON STOCK USD.01 | 33900 | 3168972 |
| AGENUS INC | COMMON STOCK USD.01 | 11533 | 31600 |
| AGILON HEALTH INC | COMMON STOCK USD.01 | 168800 | 320720 |
| AGILYSYS INC | COMMON STOCK USD.3 | 12100 | 1593691 |
| AGIOS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 32691 | 1074226 |
| AGNC INVESTMENT CORP | REIT USD.01 | 428300 | 3944643 |
| AGREE REALTY CORP | REIT USD.0001 | 58440 | 4117098 |
| AIR LEASE CORP | COMMON STOCK USD.01 | 55168 | 2659649 |
| AIR TRANSPORT SERVICES GROUP | COMMON STOCK USD.01 | 30800 | 676984 |
| AIRSCULPT TECHNOLOGIES INC | COMMON STOCK USD.001 | 4000 | 20760 |
| AKEBIA THERAPEUTICS INC | COMMON STOCK USD.0001 | 106400 | 202160 |
| AKERO THERAPEUTICS INC | COMMON STOCK USD.0001 | 36043 | 1002716 |
| AKOYA BIOSCIENCES INC | COMMON STOCK USD.00001 | 14500 | 33205 |
| ALAMO GROUP INC | COMMON STOCK USD.1 | 5900 | 1096869 |
| ALARM.COM HOLDINGS INC | COMMON STOCK | 27426 | 1667501 |
| ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 69200 | 4480700 |
| ALBANY INTL CORP CL A | COMMON STOCK USD.001 | 18119 | 1448976 |
| ALBERTSONS COS INC CLASS A | COMMON STOCK USD.01 | 230100 | 4519164 |
| ALCOA CORP | COMMON STOCK USD.01 | 139774 | 5280662 |
| ALDEYRA THERAPEUTICS INC | COMMON STOCK USD.001 | 25600 | 127744 |
| ALECTOR INC | COMMON STOCK USD.0001 | 38996 | 73702 |

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| | | | |
|:---|:---|:---|:---|
| ALERUS FINANCIAL CORP | COMMON STOCK USD1.0 | 8400 | 161616 |
| ALEXANDER + BALDWIN INC | REIT | 43308 | 768284 |
| ALEXANDER S INC | REIT USD1.0 | 1314 | 262879 |
| ALICO INC | COMMON STOCK USD1.0 | 4100 | 106313 |
| ALIGHT INC CLASS A | COMMON STOCK USD.0001 | 240600 | 1664952 |
| ALIGNMENT HEALTHCARE INC | COMMON STOCK USD.001 | 53900 | 606375 |
| ALKAMI TECHNOLOGY INC | COMMON STOCK USD.001 | 28200 | 1034376 |
| ALKERMES PLC | COMMON STOCK USD.01 | 94075 | 2705597 |
| ALLEGIANT TRAVEL CO | COMMON STOCK USD.001 | 9040 | 850845 |
| ALLEGRO MICROSYSTEMS INC | COMMON STOCK USD.01 | 68100 | 1488666 |
| ALLETE INC | COMMON STOCK | 29304 | 1898899 |
| ALLIENT INC | COMMON STOCK | 7650 | 185742 |
| ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 46999 | 5078712 |
| ALLOGENE THERAPEUTICS INC | COMMON STOCK USD.001 | 56167 | 119636 |
| ALLY FINANCIAL INC | COMMON STOCK USD.01 | 150264 | 5411007 |
| ALNYLAM PHARMACEUTICALS INC | COMMON STOCK USD.01 | 71558 | 16838313 |
| ALPHA + OMEGA SEMICONDUCTOR | COMMON STOCK | 13275 | 491573 |
| ALPHA METALLURGICAL RESOURCE | COMMON STOCK USD.01 | 6200 | 1240744 |
| ALPHATEC HOLDINGS INC | COMMON STOCK USD.0001 | 54016 | 495867 |
| ALPINE INCOME PROPERTY TRUST | REIT USD.01 | 6500 | 109135 |
| ALTA EQUIPMENT GROUP INC | COMMON STOCK USD.0001 | 15600 | 102024 |
| ALTAIR ENGINEERING INC A | COMMON STOCK | 31600 | 3447876 |
| ALTI GLOBAL INC | COMMON STOCK USD.0001 | 14200 | 62622 |
| ALTIMMUNE INC | COMMON STOCK USD.0001 | 36700 | 264607 |
| ALTO NEUROSCIENCE INC | COMMON STOCK USD.0001 | 7400 | 31302 |
| ALTUS POWER INC | COMMON STOCK USD.0001 | 34600 | 140822 |
| ALUMIS INC | COMMON STOCK USD.0001 | 3000 | 23580 |
| ALX ONCOLOGY HOLDINGS INC | COMMON STOCK USD.001 | 15900 | 26553 |
| AMALGAMATED FINANCIAL CORP | COMMON STOCK USD.01 | 10700 | 358129 |
| AMBAC FINANCIAL GROUP INC | COMMON STOCK USD.01 | 26000 | 328900 |
| AMBARELLA INC | COMMON STOCK USD.00045 | 22151 | 1611264 |
| AMC ENTERTAINMENT HLDS CL A | COMMON STOCK USD.01 | 186933 | 743993 |
| AMC NETWORKS INC A | COMMON STOCK | 18249 | 180665 |
| AMDOCS LTD | COMMON STOCK GBP.0001 | 60250 | 5129685 |
| AMEDISYS INC | COMMON STOCK USD.001 | 16179 | 1468891 |
| AMENTUM HOLDINGS INC | COMMON STOCK | 72000 | 1514160 |
| AMER SPORTS INC | COMMON STOCK | 33700 | 942252 |
| AMERANT BANCORP INC | COMMON STOCK USD.1 | 16659 | 373328 |
| AMERESCO INC CL A | COMMON STOCK USD.0001 | 18463 | 433511 |
| AMERICA S CAR MART INC | COMMON STOCK USD.01 | 3300 | 169125 |
| AMERICAN AIRLINES GROUP INC | COMMON STOCK USD.01 | 360000 | 6274800 |
| AMERICAN ASSETS TRUST INC | REIT USD.01 | 28548 | 749670 |
| AMERICAN AXLE + MFG HOLDINGS | COMMON STOCK USD.01 | 66450 | 387404 |
| AMERICAN COASTAL INSURANCE C | COMMON STOCK USD.0001 | 11100 | 149406 |
| AMERICAN EAGLE OUTFITTERS | COMMON STOCK USD.01 | 102475 | 1708258 |
| AMERICAN FINANCIAL GROUP INC | COMMON STOCK | 39772 | 5445980 |
| AMERICAN HEALTHCARE REIT INC | REIT USD.01 | 81900 | 2327598 |
| AMERICAN HOMES 4 RENT A | REIT USD.01 | 186835 | 6991366 |

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| | | | |
|:---|:---|:---|:---|
| AMERICAN PUBLIC EDUCATION | COMMON STOCK USD.01 | 2000 | 43140 |
| AMERICAN STATES WATER CO | COMMON STOCK | 21569 | 1676343 |
| AMERICAN SUPERCONDUCTOR CORP | COMMON STOCK USD.01 | 19100 | 470433 |
| AMERICAN VANGUARD CORP | COMMON STOCK USD.1 | 15399 | 71297 |
| AMERICAN WOODMARK CORP | COMMON STOCK | 9400 | 747582 |
| AMERICOLD REALTY TRUST INC | REIT USD.01 | 160318 | 3430805 |
| AMERIS BANCORP | COMMON STOCK USD1.0 | 35353 | 2212037 |
| AMERISAFE INC | COMMON STOCK USD.01 | 11524 | 593947 |
| AMES NATIONAL CORP | COMMON STOCK USD2.0 | 5400 | 88722 |
| AMICUS THERAPEUTICS INC | COMMON STOCK USD.01 | 166953 | 1572697 |
| AMKOR TECHNOLOGY INC | COMMON STOCK USD.001 | 61900 | 1590211 |
| AMMO INC | COMMON STOCK USD.001 | 49100 | 54010 |
| AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 22017 | 526647 |
| AMNEAL PHARMACEUTICALS INC | COMMON STOCK USD.01 | 83600 | 662112 |
| AMPHASTAR PHARMACEUTICALS IN | COMMON STOCK USD.0001 | 21800 | 809434 |
| AMPLIFY ENERGY CORP | COMMON STOCK USD.01 | 20700 | 124200 |
| AMPLITUDE INC CLASS A | COMMON STOCK USD.00001 | 41300 | 435715 |
| ANAPTYSBIO INC | COMMON STOCK USD.001 | 11429 | 151320 |
| ANAVEX LIFE SCIENCES CORP | COMMON STOCK USD.001 | 40843 | 438654 |
| ANDERSONS INC/THE | COMMON STOCK | 16470 | 667364 |
| ANGEL OAK MORTGAGE REIT INC | REIT USD.01 | 7500 | 69600 |
| ANGIODYNAMICS INC | COMMON STOCK USD.01 | 24000 | 219840 |
| ANI PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 9264 | 512114 |
| ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 9500 | 156370 |
| ANNALY CAPITAL MANAGEMENT IN | REIT USD.01 | 311447 | 5699480 |
| ANNEXON INC | COMMON STOCK | 51400 | 263682 |
| ANTERIX INC | COMMON STOCK USD.0001 | 7300 | 223891 |
| ANTERO MIDSTREAM CORP | COMMON STOCK | 187700 | 2832393 |
| ANTERO RESOURCES CORP | COMMON STOCK USD.01 | 161917 | 5675191 |
| ANYWHERE REAL ESTATE INC | COMMON STOCK USD.01 | 53738 | 177335 |
| APARTMENT INVT + MGMT CO A | REIT USD.01 | 83800 | 761742 |
| APELLIS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 59133 | 1886934 |
| API GROUP CORP | COMMON STOCK USD.0001 | 124400 | 4474668 |
| APOGEE ENTERPRISES INC | COMMON STOCK USD.333 | 12856 | 918047 |
| APOGEE THERAPEUTICS INC | COMMON STOCK USD.00001 | 20400 | 924120 |
| APOLLO COMMERCIAL REAL ESTAT | REIT USD.01 | 83303 | 721404 |
| APPFOLIO INC A | COMMON STOCK USD.0001 | 12400 | 3059328 |
| APPIAN CORP A | COMMON STOCK USD.0001 | 24200 | 798116 |
| APPLE HOSPITALITY REIT INC | REIT | 123976 | 1903032 |
| APPLIED DIGITAL CORP | COMMON STOCK USD.001 | 103900 | 793796 |
| APPLIED INDUSTRIAL TECH INC | COMMON STOCK | 20725 | 4963016 |
| APPLIED OPTOELECTRONICS INC | COMMON STOCK USD.001 | 22000 | 810920 |
| APPLIED THERAPEUTICS INC | COMMON STOCK USD.0001 | 52600 | 45036 |
| APPLOVIN CORP CLASS A | COMMON STOCK USD.00003 | 145500 | 47117265 |
| APTARGROUP INC | COMMON STOCK USD.01 | 36151 | 5679322 |
| AQUESTIVE THERAPEUTICS INC | COMMON STOCK USD.001 | 40600 | 144536 |
| ARAMARK | COMMON STOCK USD.01 | 144409 | 5387900 |
| ARBOR REALTY TRUST INC | REIT USD.01 | 107700 | 1491645 |

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| | | | |
|:---|:---|:---|:---|
| ARBUTUS BIOPHARMA CORP | COMMON STOCK | 81300 | 265851 |
| ARCADIUM LITHIUM PLC | COMMON STOCK USD1.0 | 594548 | 3050031 |
| ARCBEST CORP | COMMON STOCK USD.01 | 13000 | 1213160 |
| ARCELLX INC | COMMON STOCK USD.001 | 23200 | 1779208 |
| ARCH RESOURCES INC | COMMON STOCK USD.01 | 9900 | 1398078 |
| ARCHER AVIATION INC A | COMMON STOCK USD.0001 | 127000 | 1238250 |
| ARCHROCK INC | COMMON STOCK USD.01 | 91835 | 2285773 |
| ARCOSA INC | COMMON STOCK USD.01 | 26900 | 2602306 |
| ARCTURUS THERAPEUTICS HOLDIN | COMMON STOCK USD.001 | 13300 | 225701 |
| ARCUS BIOSCIENCES INC | COMMON STOCK USD.0001 | 32100 | 477969 |
| ARCUTIS BIOTHERAPEUTICS INC | COMMON STOCK USD.0001 | 58399 | 813498 |
| ARDAGH GROUP SA | COMMON STOCK EUR.01 | 12500 | 309375 |
| ARDAGH METAL PACKAGING SA | COMMON STOCK USD.01 | 79000 | 237790 |
| ARDELYX INC | COMMON STOCK USD.000001 | 135600 | 687492 |
| ARDENT HEALTH PARTNERS INC | COMMON STOCK USD.01 | 4900 | 83692 |
| ARDMORE SHIPPING CORP | COMMON STOCK USD.01 | 23900 | 290385 |
| ARES COMMERCIAL REAL ESTATE | REIT USD.01 | 31800 | 187302 |
| ARES MANAGEMENT CORP A | COMMON STOCK | 102600 | 18163278 |
| ARGAN INC | COMMON STOCK USD.15 | 7000 | 959280 |
| ARHAUS INC | COMMON STOCK USD.001 | 28700 | 269780 |
| ARIS WATER SOLUTIONS INC A | COMMON STOCK USD.0000001 | 16400 | 392780 |
| ARKO CORP | COMMON STOCK USD.0001 | 50200 | 330818 |
| ARLO TECHNOLOGIES INC | COMMON STOCK USD.001 | 50952 | 570153 |
| ARMADA HOFFLER PROPERTIES IN | REIT USD.01 | 38700 | 395901 |
| ARMOUR RESIDENTIAL REIT INC | REIT USD.0001 | 28773 | 542659 |
| ARMSTRONG WORLD INDUSTRIES | COMMON STOCK USD.01 | 23703 | 3349945 |
| ARQ INC | COMMON STOCK | 4600 | 34822 |
| ARRAY TECHNOLOGIES INC | COMMON STOCK USD.001 | 88700 | 535748 |
| ARRIVENT BIOPHARMA INC | COMMON STOCK USD.0001 | 15500 | 412920 |
| ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 27601 | 3122225 |
| ARROW FINANCIAL CORP | COMMON STOCK USD1.0 | 8697 | 249691 |
| ARROWHEAD PHARMACEUTICALS IN | COMMON STOCK USD.001 | 67889 | 1276313 |
| ARS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 25200 | 265860 |
| ARTERIS INC | COMMON STOCK USD.001 | 4600 | 46874 |
| ARTISAN PARTNERS ASSET MA A | COMMON STOCK USD.01 | 35700 | 1536885 |
| ARTIVA BIOTHERAPEUTICS INC | COMMON STOCK USD.0001 | 7900 | 79632 |
| ARTIVION INC | COMMON STOCK USD.01 | 22836 | 652881 |
| ARVINAS INC | COMMON STOCK USD.001 | 33699 | 646010 |
| ASANA INC CL A | COMMON STOCK USD.00001 | 47800 | 968906 |
| ASBURY AUTOMOTIVE GROUP | COMMON STOCK USD.01 | 11365 | 2762036 |
| ASGN INC | COMMON STOCK USD.01 | 24952 | 2079500 |
| ASHLAND INC | COMMON STOCK | 27970 | 1998736 |
| ASP ISOTOPES INC | COMMON STOCK USD.01 | 26600 | 120498 |
| ASPEN AEROGELS INC | COMMON STOCK USD.00001 | 31500 | 374220 |
| ASPEN TECHNOLOGY INC | COMMON STOCK USD.0001 | 14852 | 3707505 |
| ASSOCIATED BANC CORP | COMMON STOCK USD.01 | 79922 | 1910136 |
| ASSURED GUARANTY LTD | COMMON STOCK USD.01 | 30058 | 2705521 |
| AST SPACEMOBILE INC | COMMON STOCK USD.0001 | 73700 | 1555070 |

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| | | | |
|:---|:---|:---|:---|
| ASTEC INDUSTRIES INC | COMMON STOCK USD.2 | 13800 | 463680 |
| ASTERA LABS INC | COMMON STOCK USD.0001 | 60000 | 7947000 |
| ASTRANA HEALTH INC | COMMON STOCK USD.001 | 24905 | 785255 |
| ASTRIA THERAPEUTICS INC | COMMON STOCK USD.001 | 29500 | 263730 |
| ASTRONICS CORP | COMMON STOCK USD.01 | 16805 | 268208 |
| ASURE SOFTWARE INC | COMMON STOCK USD.01 | 12900 | 121389 |
| ATEA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 40300 | 135005 |
| ATI INC | COMMON STOCK USD.1 | 68300 | 3759232 |
| ATKORE INC | COMMON STOCK USD.01 | 19949 | 1664744 |
| ATLANTA BRAVES HOLDINGS IN A | COMMON STOCK USD.01 | 5900 | 240720 |
| ATLANTA BRAVES HOLDINGS IN C | COMMON STOCK USD.01 | 26409 | 1010408 |
| ATLANTIC UNION BANKSHARES CO | COMMON STOCK USD1.33 | 49265 | 1866158 |
| ATLANTICUS HOLDINGS CORP | COMMON STOCK | 3400 | 189652 |
| ATLAS ENERGY SOLUTIONS INC | COMMON STOCK | 38000 | 842840 |
| ATLASSIAN CORP CL A | COMMON STOCK USD.00001 | 88300 | 21490454 |
| ATMUS FILTRATION TECHNOLOGIE | COMMON STOCK | 44800 | 1755264 |
| ATN INTERNATIONAL INC | COMMON STOCK USD.01 | 5700 | 95817 |
| ATOSSA THERAPEUTICS INC | COMMON STOCK USD.001 | 25300 | 23886 |
| ATRICURE INC | COMMON STOCK USD.001 | 27500 | 840400 |
| AUDIOEYE INC | COMMON STOCK USD.00001 | 2900 | 44109 |
| AURA BIOSCIENCES INC | COMMON STOCK USD.00001 | 21900 | 180018 |
| AURINIA PHARMACEUTICALS INC | COMMON STOCK | 82400 | 739952 |
| AURORA INNOVATION INC | COMMON STOCK USD.0001 | 526800 | 3318840 |
| AUTONATION INC | COMMON STOCK USD.01 | 12998 | 2207580 |
| AVADEL PHARMACEUTICALS | COMMON STOCK | 51700 | 543367 |
| AVANOS MEDICAL INC | COMMON STOCK USD.01 | 26862 | 427643 |
| AVANTOR INC | COMMON STOCK USD.01 | 373900 | 7878073 |
| AVEANNA HEALTHCARE HOLDINGS | COMMON STOCK USD.01 | 24700 | 112879 |
| AVEPOINT INC | COMMON STOCK USD.0001 | 73400 | 1211834 |
| AVIAT NETWORKS INC | COMMON STOCK USD.01 | 6200 | 112282 |
| AVID BIOSERVICES INC | COMMON STOCK USD.001 | 37300 | 460655 |
| AVIDITY BIOSCIENCES INC | COMMON STOCK | 60600 | 1762248 |
| AVIDXCHANGE HOLDINGS INC | COMMON STOCK USD.001 | 88300 | 913022 |
| AVIENT CORP | COMMON STOCK USD.01 | 50366 | 2057955 |
| AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 9820 | 791590 |
| AVISTA CORP | COMMON STOCK | 44894 | 1644467 |
| AVITA MEDICAL INC | COMMON STOCK | 13900 | 177920 |
| AVNET INC | COMMON STOCK USD1.0 | 43626 | 2282512 |
| AXALTA COATING SYSTEMS LTD | COMMON STOCK USD1.0 | 120620 | 4127616 |
| AXCELIS TECHNOLOGIES INC | COMMON STOCK USD.001 | 18475 | 1290848 |
| AXIS CAPITAL HOLDINGS LTD | COMMON STOCK USD.0125 | 43081 | 3817838 |
| AXOGEN INC | COMMON STOCK USD.01 | 24100 | 397168 |
| AXOS FINANCIAL INC | COMMON STOCK USD.01 | 30200 | 2109470 |
| AXSOME THERAPEUTICS INC | COMMON STOCK USD.0001 | 20302 | 1717752 |
| AZEK CO INC/THE | COMMON STOCK | 79700 | 3783359 |
| AZENTA INC | COMMON STOCK USD.01 | 31793 | 1589650 |
| AZZ INC | COMMON STOCK USD1.0 | 16700 | 1368064 |
| B. RILEY FINANCIAL INC | COMMON STOCK USD.0001 | 12000 | 55080 |

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| | | | |
|:---|:---|:---|:---|
| B+G FOODS INC | COMMON STOCK USD.01 | 45600 | 314184 |
| BACKBLAZE INC A | COMMON STOCK USD.001 | 13000 | 78260 |
| BADGER METER INC | COMMON STOCK USD1.0 | 16055 | 3405587 |
| BALCHEM CORP | COMMON STOCK USD.0667 | 17847 | 2908972 |
| BALDWIN INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 36000 | 1395360 |
| BALLY S CORP | COMMON STOCK USD.01 | 17098 | 305883 |
| BANC OF CALIFORNIA INC | COMMON STOCK USD.01 | 78556 | 1214476 |
| BANCFIRST CORP | COMMON STOCK USD1.0 | 11200 | 1312416 |
| BANCO LATINOAMERICANO COME E | COMMON STOCK | 15547 | 553007 |
| BANCORP INC/THE | COMMON STOCK USD1.0 | 28108 | 1479324 |
| BANDWIDTH INC CLASS A | COMMON STOCK USD.001 | 13900 | 236578 |
| BANK FIRST CORP | COMMON STOCK USD1.0 | 5730 | 567786 |
| BANK OF HAWAII CORP | COMMON STOCK USD.01 | 22303 | 1588866 |
| BANK OF MARIN BANCORP/CA | COMMON STOCK | 10051 | 238912 |
| BANK OF N.T. BUTTERFIELD+SON | COMMON STOCK BMD1.0 | 24000 | 877200 |
| BANK OZK | COMMON STOCK | 56959 | 2536384 |
| BANK7 CORP | COMMON STOCK USD.01 | 2200 | 102652 |
| BANKUNITED INC | COMMON STOCK USD.01 | 41853 | 1597529 |
| BANKWELL FINANCIAL GROUP INC | COMMON STOCK | 4100 | 127715 |
| BANNER CORPORATION | COMMON STOCK USD.01 | 19800 | 1322046 |
| BAR HARBOR BANKSHARES | COMMON STOCK USD2.0 | 8670 | 265129 |
| BARK INC | COMMON STOCK USD.0001 | 64900 | 119416 |
| BARNES GROUP INC | COMMON STOCK USD.01 | 26400 | 1247664 |
| BARRETT BUSINESS SVCS INC | COMMON STOCK USD.01 | 15200 | 660288 |
| BATH + BODY WORKS INC | COMMON STOCK USD.5 | 124500 | 4826865 |
| BAYCOM CORP | COMMON STOCK | 4600 | 123464 |
| BCB BANCORP INC | COMMON STOCK | 3700 | 43808 |
| BEACON ROOFING SUPPLY INC | COMMON STOCK USD.01 | 35050 | 3560379 |
| BEAM THERAPEUTICS INC | COMMON STOCK USD.01 | 44070 | 1092936 |
| BEAUTY HEALTH CO/THE | COMMON STOCK USD.0001 | 40700 | 64713 |
| BEAZER HOMES USA INC | COMMON STOCK USD.001 | 16737 | 459598 |
| BEL FUSE INC CL B | COMMON STOCK USD.1 | 5900 | 486573 |
| BELDEN INC | COMMON STOCK USD.01 | 22809 | 2568521 |
| BELLRING BRANDS INC | COMMON STOCK USD.01 | 70669 | 5324202 |
| BENCHMARK ELECTRONICS INC | COMMON STOCK USD.1 | 20619 | 936103 |
| BENTLEY SYSTEMS INC CLASS B | COMMON STOCK USD.01 | 77100 | 3600570 |
| BERKSHIRE HILLS BANCORP INC | COMMON STOCK USD.01 | 25236 | 717459 |
| BERRY CORP | COMMON STOCK USD.001 | 41900 | 173047 |
| BERRY GLOBAL GROUP INC | COMMON STOCK USD.01 | 60681 | 3924240 |
| BEYOND INC | COMMON STOCK USD.0001 | 26200 | 129166 |
| BEYOND MEAT INC | COMMON STOCK USD.0001 | 32700 | 122952 |
| BGC GROUP INC A | COMMON STOCK USD.01 | 202398 | 1833726 |
| BICARA THERAPEUTICS INC | COMMON STOCK USD.0001 | 8400 | 146328 |
| BIGBEAR.AI HOLDINGS INC | COMMON STOCK USD.0001 | 51700 | 230065 |
| BIGCOMMERCE HOLDINGS SER 1 | COMMON STOCK USD.0001 | 37200 | 227664 |
| BIGLARI HOLDINGS INC B | COMMON STOCK | 222 | 56452 |
| BILL HOLDINGS INC | COMMON STOCK USD.00001 | 56800 | 4811528 |
| BIO RAD LABORATORIES A | COMMON STOCK USD.0001 | 10700 | 3515057 |

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| | | | |
|:---|:---|:---|:---|
| BIOAGE LABS INC | COMMON STOCK USD.00001 | 5900 | 34161 |
| BIOCRYST PHARMACEUTICALS INC | COMMON STOCK USD.01 | 110989 | 834637 |
| BIOHAVEN LTD | COMMON STOCK | 46725 | 1745179 |
| BIOLIFE SOLUTIONS INC | COMMON STOCK USD.001 | 19450 | 504922 |
| BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 106494 | 6999851 |
| BIOMEA FUSION INC | COMMON STOCK USD.0001 | 11200 | 43456 |
| BIOTE CORP A | COMMON STOCK USD.0001 | 12300 | 76014 |
| BIOVENTUS INC A | COMMON STOCK USD.001 | 20700 | 217350 |
| BIRKENSTOCK HOLDING PLC | COMMON STOCK | 21800 | 1235188 |
| BIT DIGITAL INC | COMMON STOCK USD.01 | 62000 | 181660 |
| BJ S RESTAURANTS INC | COMMON STOCK | 12050 | 423377 |
| BJ S WHOLESALE CLUB HOLDINGS | COMMON STOCK USD.01 | 72700 | 6495745 |
| BKV CORPORATION | COMMON STOCK USD.01 | 7600 | 180728 |
| BLACK DIAMOND THERAPEUTICS I | COMMON STOCK | 10700 | 22898 |
| BLACK HILLS CORP | COMMON STOCK USD1.0 | 37325 | 2184259 |
| BLACKBAUD INC | COMMON STOCK USD.001 | 22801 | 1685450 |
| BLACKLINE INC | COMMON STOCK USD.01 | 31111 | 1890304 |
| BLACKSKY TECHNOLOGY INC | COMMON STOCK USD.0001 | 12425 | 134066 |
| BLACKSTONE MORTGAGE TRU CL A | REIT USD.01 | 100735 | 1753796 |
| BLADE AIR MOBILITY INC | COMMON STOCK USD.0001 | 31700 | 134725 |
| BLEND LABS INC A | COMMON STOCK USD.00001 | 129300 | 544353 |
| BLINK CHARGING CO | COMMON STOCK USD.001 | 32000 | 44480 |
| BLOCK INC | COMMON STOCK USD.0000001 | 307922 | 26170291 |
| BLOOM ENERGY CORP A | COMMON STOCK USD.0001 | 110100 | 2445321 |
| BLOOMIN BRANDS INC | COMMON STOCK USD.01 | 48723 | 594908 |
| BLUE BIRD CORP | COMMON STOCK USD.0001 | 16600 | 641258 |
| BLUE FOUNDRY BANCORP | COMMON STOCK USD.01 | 15200 | 149112 |
| BLUE OWL CAPITAL INC | COMMON STOCK USD.0001 | 284900 | 6626774 |
| BLUEBIRD BIO INC | COMMON STOCK USD.01 | 5240 | 43702 |
| BLUELINX HOLDINGS INC | COMMON STOCK USD.01 | 4800 | 490368 |
| BLUEPRINT MEDICINES CORP | COMMON STOCK USD.001 | 35820 | 3124220 |
| BOISE CASCADE CO | COMMON STOCK USD.01 | 21726 | 2582352 |
| BOK FINANCIAL CORPORATION | COMMON STOCK USD.00006 | 11912 | 1268032 |
| BOOT BARN HOLDINGS INC | COMMON STOCK USD.0001 | 16552 | 2512925 |
| BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 70000 | 9009000 |
| BORR DRILLING LTD | COMMON STOCK USD.05 | 127200 | 496080 |
| BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 5000 | 1499900 |
| BOSTON OMAHA CORP CL A | COMMON STOCK | 12920 | 183206 |
| BOWHEAD SPECIALTY HOLDINGS I | COMMON STOCK USD.01 | 3400 | 120768 |
| BOWMAN CONSULTING GROUP LTD | COMMON STOCK USD.01 | 6200 | 154690 |
| BOX INC CLASS A | COMMON STOCK USD.0001 | 76400 | 2414240 |
| BOYD GAMING CORP | COMMON STOCK USD.01 | 36959 | 2681006 |
| BRAEMAR HOTELS + RESORTS INC | REIT USD.01 | 35000 | 105000 |
| BRANDYWINE REALTY TRUST | REIT USD.01 | 99349 | 556354 |
| BRAZE INC A | COMMON STOCK USD.0001 | 34900 | 1461612 |
| BRC INC A | COMMON STOCK USD.0001 | 23200 | 73544 |

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| | | | |
|:---|:---|:---|:---|
| BREAD FINANCIAL HOLDINGS INC | COMMON STOCK USD.01 | 27900 | 1703574 |
| BRIDGEBIO PHARMA INC | COMMON STOCK | 78736 | 2160516 |
| BRIDGEWATER BANCSHARES INC | COMMON STOCK USD.001 | 12500 | 168875 |
| BRIGHT HORIZONS FAMILY SOLUT | COMMON STOCK USD.001 | 32498 | 3602403 |
| BRIGHTHOUSE FINANCIAL INC | COMMON STOCK USD.01 | 37203 | 1787232 |
| BRIGHTSPIRE CAPITAL INC | REIT USD.01 | 73018 | 411822 |
| BRIGHTSPRING HEALTH SERVICES | COMMON STOCK USD100.0 | 31500 | 536445 |
| BRIGHTVIEW HOLDINGS INC | COMMON STOCK USD.01 | 27700 | 442923 |
| BRINK S CO/THE | COMMON STOCK USD1.0 | 23400 | 2170818 |
| BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 24704 | 3268092 |
| BRISTOW GROUP INC | COMMON STOCK USD.01 | 13620 | 467166 |
| BRIXMOR PROPERTY GROUP INC | REIT USD.01 | 163400 | 4549056 |
| BROADSTONE NET LEASE INC | REIT USD.00025 | 106100 | 1682746 |
| BROOKDALE SENIOR LIVING INC | COMMON STOCK USD.01 | 109089 | 548718 |
| BROOKFIELD BUSINESS CL A | COMMON STOCK | 16000 | 388160 |
| BROOKFIELD INFRASTRUCTURE A | COMMON STOCK | 64795 | 2592448 |
| BROOKFIELD RENEWABLE CORP | COMMON STOCK NPV | 79227 | 2191419 |
| BROOKLINE BANCORP INC | COMMON STOCK USD.01 | 52132 | 615158 |
| BRT APARTMENTS CORP | REIT USD3.0 | 6917 | 124714 |
| BRUKER CORP | COMMON STOCK USD.01 | 59535 | 3489942 |
| BRUNSWICK CORP | COMMON STOCK USD.75 | 34647 | 2240968 |
| BUCKLE INC/THE | COMMON STOCK USD.01 | 17781 | 903453 |
| BUILD A BEAR WORKSHOP INC | COMMON STOCK USD.01 | 7900 | 363716 |
| BUMBLE INC A | COMMON STOCK USD.01 | 60800 | 494912 |
| BURFORD CAPITAL LTD | COMMON STOCK | 112200 | 1430550 |
| BURKE + HERBERT FINANCIAL SE | COMMON STOCK | 6567 | 409518 |
| BURLINGTON STORES INC | COMMON STOCK USD.0001 | 34895 | 9947169 |
| BUSINESS FIRST BANCSHARES | COMMON STOCK USD1.0 | 13395 | 344252 |
| BWX TECHNOLOGIES INC | COMMON STOCK USD.01 | 50598 | 5636111 |
| BYLINE BANCORP INC | COMMON STOCK USD.01 | 14400 | 417600 |
| BYRNA TECHNOLOGIES INC | COMMON STOCK USD.001 | 9000 | 259290 |
| C3.AI INC A | COMMON STOCK USD.001 | 59600 | 2052028 |
| C4 THERAPEUTICS INC | COMMON STOCK USD.0001 | 32100 | 115560 |
| CABALETTA BIO INC | COMMON STOCK USD.00001 | 20100 | 45627 |
| CABLE ONE INC | COMMON STOCK USD.01 | 3200 | 1158784 |
| CABOT CORP | COMMON STOCK USD1.0 | 29499 | 2693554 |
| CACI INTERNATIONAL INC CL A | COMMON STOCK USD.1 | 12116 | 4895591 |
| CACTUS INC A | COMMON STOCK USD.01 | 37110 | 2165740 |
| CADENCE BANK | COMMON STOCK USD2.5 | 97120 | 3345784 |
| CADIZ INC | COMMON STOCK USD.01 | 23000 | 119600 |
| CADRE HOLDINGS INC | COMMON STOCK USD.01 | 13100 | 423130 |
| CAL MAINE FOODS INC | COMMON STOCK USD.01 | 22349 | 2300159 |
| CALAVO GROWERS INC | COMMON STOCK USD.001 | 9360 | 238680 |
| CALEDONIA MINING CORP PLC | COMMON STOCK | 9000 | 84690 |
| CALERES INC | COMMON STOCK USD.01 | 19323 | 447521 |
| CALIFORNIA BANCORP | COMMON STOCK USD.01 | 1500 | 24810 |
| CALIFORNIA RESOURCES CORP | COMMON STOCK USD.01 | 38600 | 2002954 |
| CALIFORNIA WATER SERVICE GRP | COMMON STOCK USD.01 | 31775 | 1440361 |

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| | | | |
|:---|:---|:---|:---|
| CALIX INC | COMMON STOCK | 33200 | 1157684 |
| CAMDEN NATIONAL CORP | COMMON STOCK | 7850 | 335509 |
| CAMP4 THERAPEUTICS CORP | COMMON STOCK USD.0001 | 5100 | 26622 |
| CAMPING WORLD HOLDINGS INC A | COMMON STOCK USD.01 | 25896 | 545888 |
| CANDEL THERAPEUTICS INC | COMMON STOCK USD.01 | 11100 | 96348 |
| CANNAE HOLDINGS INC | COMMON STOCK USD.0001 | 39556 | 785582 |
| CANTALOUPE INC | COMMON STOCK | 32100 | 305271 |
| CAPITAL BANCORP INC/MD | COMMON STOCK USD.01 | 6100 | 173850 |
| CAPITAL CITY BANK GROUP INC | COMMON STOCK USD.01 | 7681 | 281509 |
| CAPITOL FEDERAL FINANCIAL IN | COMMON STOCK USD.01 | 74167 | 438327 |
| CAPRI HOLDINGS LTD | COMMON STOCK | 61600 | 1297296 |
| CAPRICOR THERAPEUTICS INC | COMMON STOCK USD.001 | 19900 | 274620 |
| CARDIFF ONCOLOGY INC | COMMON STOCK USD.0001 | 20800 | 90272 |
| CARDLYTICS INC | COMMON STOCK USD.0001 | 20619 | 76496 |
| CAREDX INC | COMMON STOCK USD.001 | 29940 | 641015 |
| CARETRUST REIT INC | REIT USD.01 | 100354 | 2714576 |
| CARGO THERAPEUTICS INC | COMMON STOCK USD.001 | 17600 | 253792 |
| CARGURUS INC | COMMON STOCK USD.001 | 49700 | 1816038 |
| CARIBOU BIOSCIENCES INC | COMMON STOCK USD.0001 | 45000 | 71550 |
| CARLISLE COS INC | COMMON STOCK USD1.0 | 25100 | 9257884 |
| CARLYLE GROUP INC/THE | COMMON STOCK USD1.0 | 121700 | 6144633 |
| CARPENTER TECHNOLOGY | COMMON STOCK USD5.0 | 26338 | 4469822 |
| CARRIAGE SERVICES INC | COMMON STOCK USD.01 | 8600 | 342710 |
| CARS.COM INC | COMMON STOCK USD.01 | 39000 | 675870 |
| CARTER BANKSHARES INC | COMMON STOCK USD1.0 | 11210 | 197184 |
| CARTER S INC | COMMON STOCK USD.01 | 18228 | 987775 |
| CARTESIAN THERAPEUTICS INC | COMMON STOCK USD.0001 | 5049 | 90428 |
| CARVANA CO | COMMON STOCK USD.001 | 59870 | 12175163 |
| CASELLA WASTE SYSTEMS INC A | COMMON STOCK USD.01 | 33756 | 3571722 |
| CASEY S GENERAL STORES INC | COMMON STOCK | 20451 | 8103300 |
| CASS INFORMATION SYSTEMS INC | COMMON STOCK USD.5 | 7889 | 322739 |
| CASSAVA SCIENCES INC | COMMON STOCK USD.001 | 22200 | 52392 |
| CASTLE BIOSCIENCES INC | COMMON STOCK USD.001 | 13593 | 362253 |
| CATALYST PHARMACEUTICALS INC | COMMON STOCK USD.001 | 64989 | 1356320 |
| CATHAY GENERAL BANCORP | COMMON STOCK USD.01 | 37797 | 1799515 |
| CAVA GROUP INC | COMMON STOCK USD.0001 | 41800 | 4715040 |
| CAVCO INDUSTRIES INC | COMMON STOCK USD.01 | 4700 | 2097281 |
| CBIZ INC | COMMON STOCK USD.01 | 27243 | 2229295 |
| CBL + ASSOCIATES PROPERTIES | REIT USD.01 | 15300 | 449973 |
| CCC INTELLIGENT SOLUTIONS HO | COMMON STOCK USD.0001 | 249100 | 2921943 |
| CECO ENVIRONMENTAL CORP | COMMON STOCK USD.01 | 17400 | 526002 |
| CELCUITY INC | COMMON STOCK USD.001 | 14400 | 188496 |
| CELLDEX THERAPEUTICS INC | COMMON STOCK USD.001 | 36300 | 917301 |
| CELSIUS HOLDINGS INC | COMMON STOCK USD.001 | 97400 | 2565516 |
| CENTERSPACE | REIT | 8900 | 588735 |
| CENTRAL GARDEN + PET CO | COMMON STOCK USD.01 | 5939 | 230433 |
| CENTRAL GARDEN AND PET CO A | COMMON STOCK USD.01 | 29234 | 966184 |
| CENTRAL PACIFIC FINANCIAL CO | COMMON STOCK | 14400 | 418320 |

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| | | | |
|:---|:---|:---|:---|
| CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 7800 | 519558 |
| CENTURI HOLDINGS INC | COMMON STOCK USD.01 | 8000 | 154480 |
| CENTURY ALUMINUM COMPANY | COMMON STOCK USD.01 | 30700 | 559354 |
| CENTURY COMMUNITIES INC | COMMON STOCK USD.01 | 16500 | 1210440 |
| CENTURY THERAPEUTICS INC | COMMON STOCK USD.0001 | 10400 | 10504 |
| CERENCE INC | COMMON STOCK USD.01 | 23700 | 186045 |
| CERIBELL INC | COMMON STOCK USD.001 | 3800 | 98344 |
| CERTARA INC | COMMON STOCK USD.01 | 70200 | 747630 |
| CERUS CORP | COMMON STOCK USD.001 | 98700 | 151998 |
| CEVA INC | COMMON STOCK USD.001 | 14200 | 448010 |
| CG ONCOLOGY INC | COMMON STOCK | 26100 | 748548 |
| CHAMPION HOMES INC | COMMON STOCK USD.028 | 29674 | 2614279 |
| CHAMPIONX CORP | COMMON STOCK USD.01 | 103797 | 2822240 |
| CHARGEPOINT HOLDINGS INC | COMMON STOCK USD.0001 | 212400 | 227268 |
| CHART INDUSTRIES INC | COMMON STOCK USD.01 | 23609 | 4505542 |
| CHATHAM LODGING TRUST | REIT USD.01 | 29000 | 259550 |
| CHEESECAKE FACTORY INC/THE | COMMON STOCK USD.01 | 27826 | 1320065 |
| CHEFS WAREHOUSE INC/THE | COMMON STOCK USD.01 | 20864 | 1029012 |
| CHEGG INC | COMMON STOCK USD.001 | 54300 | 87423 |
| CHEMED CORP | COMMON STOCK USD1.0 | 8064 | 4272307 |
| CHEMOURS CO/THE | COMMON STOCK USD.01 | 84100 | 1421290 |
| CHEMUNG FINANCIAL CORP | COMMON STOCK USD.01 | 2131 | 104014 |
| CHENIERE ENERGY INC | COMMON STOCK USD.003 | 125460 | 26957590 |
| CHESAPEAKE UTILITIES CORP | COMMON STOCK USD.4867 | 12732 | 1545028 |
| CHICAGO ATLANTIC REAL ESTATE | REIT USD.01 | 9100 | 140322 |
| CHIMERA INVESTMENT CORP | REIT USD.01 | 44129 | 617806 |
| CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 15458 | 2194727 |
| CHOICEONE FINANCIAL SVCS INC | COMMON STOCK | 4200 | 149688 |
| CHORD ENERGY CORP | COMMON STOCK | 33249 | 3887473 |
| CHURCHILL DOWNS INC | COMMON STOCK | 37890 | 5059831 |
| CIENA CORP | COMMON STOCK USD.01 | 79000 | 6699990 |
| CIMPRESS PLC | COMMON STOCK EUR.01 | 10007 | 717702 |
| CINEMARK HOLDINGS INC | COMMON STOCK USD.001 | 61621 | 1909019 |
| CIPHER MINING INC | COMMON STOCK USD1.0 | 108600 | 503904 |
| CIRRUS LOGIC INC | COMMON STOCK USD.001 | 29700 | 2957526 |
| CITI TRENDS INC | COMMON STOCK USD.01 | 1500 | 39375 |
| CITIZENS + NORTHERN CORP | COMMON STOCK USD1.0 | 6996 | 130126 |
| CITIZENS FINANCIAL SERVICES | COMMON STOCK USD1.0 | 2424 | 153463 |
| CITY HOLDING CO | COMMON STOCK USD2.5 | 8299 | 983266 |
| CITY OFFICE REIT INC | REIT USD.01 | 23600 | 130272 |
| CIVITAS RESOURCES INC | COMMON STOCK | 52545 | 2410239 |
| CLARIVATE PLC | COMMON STOCK USD.01 | 230300 | 1169924 |
| CLAROS MORTGAGE TRUST INC | REIT USD.01 | 55200 | 249504 |
| CLARUS CORP | COMMON STOCK USD.0001 | 16845 | 75971 |
| CLEAN ENERGY FUELS CORP | COMMON STOCK USD.0001 | 93400 | 234434 |
| CLEAN HARBORS INC | COMMON STOCK USD.01 | 28020 | 6448523 |
| CLEANSPARK INC | COMMON STOCK | 134700 | 1240587 |
| CLEAR CHANNEL OUTDOOR HOLDIN | COMMON STOCK | 192900 | 264273 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | CLEAR SECURE INC CLASS A | COMMON STOCK USD.00001 | 47800 | 1273392 |
| | CLEARFIELD INC | COMMON STOCK USD.01 | 7800 | 241800 |
| | CLEARWATER ANALYTICS HDS A | COMMON STOCK USD.001 | 98100 | 2699712 |
| | CLEARWATER PAPER CORP | COMMON STOCK USD.0001 | 9716 | 289245 |
| | CLEARWAY ENERGY INC A | COMMON STOCK USD.01 | 20390 | 498536 |
| | CLEARWAY ENERGY INC C | COMMON STOCK | 48012 | 1248312 |
| | CLEVELAND CLIFFS INC | COMMON STOCK USD.125 | 262019 | 2462979 |
| | CLIMB GLOBAL SOLUTIONS INC | COMMON STOCK USD.01 | 2300 | 291525 |
| | CLIPPER REALTY INC | REIT USD.01 | 9003 | 41234 |
| | CLOUDFLARE INC CLASS A | COMMON STOCK USD.001 | 165977 | 17872403 |
| | CNA FINANCIAL CORP | COMMON STOCK USD2.5 | 12924 | 625134 |
| | CNB FINANCIAL CORP/PA | COMMON STOCK | 12900 | 320694 |
| | CNH INDUSTRIAL NV | COMMON STOCK EUR.01 | 480400 | 5442932 |
| | CNO FINANCIAL GROUP INC | COMMON STOCK USD.01 | 60458 | 2249642 |
| | CNX RESOURCES CORP | COMMON STOCK USD.01 | 83649 | 3067409 |
| | COASTAL FINANCIAL CORP/WA | COMMON STOCK | 6300 | 534933 |
| | COCA COLA CONSOLIDATED INC | COMMON STOCK USD1.0 | 3300 | 4157967 |
| | CODEXIS INC | COMMON STOCK USD.0001 | 36627 | 174711 |
| | COEUR MINING INC | COMMON STOCK USD.01 | 207517 | 1186997 |
| | COGENT BIOSCIENCES INC | COMMON STOCK USD.001 | 48200 | 375960 |
| | COGENT COMMUNICATIONS HOLDIN | COMMON STOCK USD.001 | 24768 | 1908870 |
| | COGNEX CORP | COMMON STOCK USD.002 | 96700 | 3467662 |
| | COHEN + STEERS INC | COMMON STOCK USD.01 | 15136 | 1397658 |
| | COHERENT CORP | COMMON STOCK | 69237 | 6558821 |
| | COHERUS BIOSCIENCES INC | COMMON STOCK USD.0001 | 60546 | 83553 |
| | COHU INC | COMMON STOCK USD1.0 | 27299 | 728883 |
| | COINBASE GLOBAL INC CLASS A | COMMON STOCK USD.00001 | 112400 | 27908920 |
| | COLLEGIUM PHARMACEUTICAL INC | COMMON STOCK USD.001 | 19400 | 555810 |
| | COLONY BANKCORP | COMMON STOCK USD1.0 | 10500 | 169470 |
| | COLUMBIA BANKING SYSTEM INC | COMMON STOCK | 115215 | 3111957 |
| | COLUMBIA FINANCIAL INC | COMMON STOCK USD.01 | 17600 | 278256 |
| | COLUMBIA SPORTSWEAR CO | COMMON STOCK | 17077 | 1433273 |
| | COLUMBUS MCKINNON CORP/NY | COMMON STOCK USD.01 | 16200 | 603288 |
| | COMERICA INC | COMMON STOCK USD5.0 | 72300 | 4471755 |
| | COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 19394 | 8224220 |
| | COMMERCE BANCSHARES INC | COMMON STOCK USD5.0 | 64148 | 3997040 |
| | COMMERCIAL METALS CO | COMMON STOCK USD.01 | 62443 | 3097173 |
| | COMMERCIAL VEHICLE GROUP INC | COMMON STOCK USD.01 | 17600 | 43648 |
| | COMMSCOPE HOLDING CO INC | COMMON STOCK USD.01 | 119700 | 623637 |
| \* | COMMUNITY FINANCIAL SYSTEM I | COMMON STOCK USD1.0 | 30176 | 1861256 |
|  | COMMUNITY HEALTH SYSTEMS INC | COMMON STOCK USD.01 | 68646 | 205252 |
|  | COMMUNITY HEALTHCARE TRUST I | REIT USD.01 | 16516 | 317272 |
|  | COMMUNITY TRUST BANCORP INC | COMMON STOCK USD5.0 | 9392 | 498058 |
|  | COMMUNITY WEST BANCSHARES | COMMON STOCK | 6300 | 122031 |
|  | COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 24000 | 3621840 |
|  | COMPASS DIVERSIFIED HOLDINGS | COMMON STOCK | 35100 | 810108 |
|  | COMPASS INC CLASS A | COMMON STOCK USD.00001 | 208900 | 1222065 |
|  | COMPASS MINERALS INTERNATION | COMMON STOCK USD.01 | 20794 | 233933 |

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| | | | |
|:---|:---|:---|:---|
| COMPASS THERAPEUTICS INC | COMMON STOCK USD.0001 | 50200 | 72790 |
| COMPOSECURE INC A | COMMON STOCK USD.0001 | 12700 | 194691 |
| COMSTOCK RESOURCES INC | COMMON STOCK USD.5 | 52100 | 949262 |
| CONCENTRA GROUP HOLDINGS W/I | COMMON STOCK USD.01 | 61266 | 1211841 |
| CONCENTRIX CORP | COMMON STOCK | 25851 | 1118573 |
| CONCRETE PUMPING HOLDINGS IN | COMMON STOCK USD.0001 | 17400 | 115884 |
| CONDUENT INC | COMMON STOCK USD.01 | 86539 | 349618 |
| CONFLUENT INC CLASS A | COMMON STOCK USD.00001 | 136400 | 3813744 |
| CONMED CORP | COMMON STOCK USD.01 | 17139 | 1172993 |
| CONNECTONE BANCORP INC | COMMON STOCK | 20800 | 476528 |
| CONSENSUS CLOUD SOLUTION | COMMON STOCK USD.01 | 11378 | 271479 |
| CONSOLIDATED WATER CO ORD SH | COMMON STOCK USD.6 | 9500 | 245955 |
| CONSTELLIUM SE | COMMON STOCK EUR.02 | 74700 | 767169 |
| CONSTRUCTION PARTNERS INC A | COMMON STOCK USD.001 | 24323 | 2151613 |
| CONSUMER PORTFOLIO SERVICES | COMMON STOCK | 5700 | 61902 |
| CONTANGO ORE INC | COMMON STOCK USD.001 | 3300 | 33066 |
| CONTINEUM THERAPEUTICS INC A | COMMON STOCK USD.001 | 1900 | 27835 |
| CONTRA CHINOOK THERAPE | COMMON STOCK | 33389 | 13022 |
| COOPER STANDARD HOLDING | COMMON STOCK USD.001 | 9200 | 124752 |
| COPT DEFENSE PROPERTIES | REIT USD.01 | 57873 | 1791169 |
| CORBUS PHARMACEUTICALS HOLDI | COMMON STOCK USD.0001 | 5700 | 67260 |
| CORCEPT THERAPEUTICS INC | COMMON STOCK USD.001 | 45900 | 2312901 |
| CORE + MAIN INC CLASS A | COMMON STOCK USD.01 | 105900 | 5391369 |
| CORE LABORATORIES INC | COMMON STOCK USD.01 | 27200 | 470832 |
| CORE MOLDING TECHNOLOGIES IN | COMMON STOCK USD.01 | 4900 | 81046 |
| CORE NATURAL RESOURCES INC | COMMON STOCK USD.01 | 16350 | 1744218 |
| CORE SCIENTIFIC INC | COMMON STOCK USD.0001 | 99900 | 1403595 |
| COREBRIDGE FINANCIAL INC | COMMON STOCK USD.01 | 162300 | 4857639 |
| CORECIVIC INC | COMMON STOCK USD.01 | 61956 | 1346923 |
| CORMEDIX INC | COMMON STOCK USD.001 | 30500 | 247050 |
| CORSAIR GAMING INC | COMMON STOCK | 21000 | 138810 |
| CORVEL CORP | COMMON STOCK USD.0001 | 14700 | 1635522 |
| COSTAMARE INC | COMMON STOCK USD.0001 | 25200 | 323820 |
| COTY INC CL A | COMMON STOCK USD.01 | 216600 | 1507536 |
| COUCHBASE INC | COMMON STOCK USD.00001 | 20400 | 318036 |
| COUPANG INC | COMMON STOCK USD.0001 | 641700 | 14104566 |
| COURSERA INC | COMMON STOCK USD.00001 | 77000 | 654500 |
| COUSINS PROPERTIES INC | REIT USD1.0 | 87874 | 2692459 |
| COVENANT LOGISTICS GROUP INC | COMMON STOCK USD.01 | 4600 | 250746 |
| CPI CARD GROUP INC | COMMON STOCK USD.001 | 2500 | 74725 |
| CRA INTERNATIONAL INC | COMMON STOCK | 4100 | 767520 |
| CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 12893 | 681524 |
| CRANE CO | COMMON STOCK USD1.0 | 27087 | 4110452 |
| CRANE NXT CO | COMMON STOCK USD1.0 | 27987 | 1629403 |
| CRAWFORD + COMPANY CL A | COMMON STOCK USD1.0 | 8900 | 102884 |
| CREDIT ACCEPTANCE CORP | COMMON STOCK USD.01 | 3479 | 1633251 |
| CREDO TECHNOLOGY GROUP HOLDI | COMMON STOCK USD.00005 | 77000 | 5175170 |
| CRESCENT ENERGY INC A | COMMON STOCK USD.0001 | 86092 | 1257804 |

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| | | | |
|:---|:---|:---|:---|
| CRH PLC | COMMON STOCK EUR.32 | 380200 | 35176104 |
| CRICUT INC CLASS A | COMMON STOCK USD.001 | 27200 | 155040 |
| CRINETICS PHARMACEUTICALS IN | COMMON STOCK USD.001 | 47848 | 2446468 |
| CROCS INC | COMMON STOCK USD.001 | 32800 | 3592584 |
| CROSS COUNTRY HEALTHCARE INC | COMMON STOCK USD.0001 | 19371 | 351777 |
| CROSSFIRST BANKSHARES INC | COMMON STOCK USD.01 | 24400 | 369660 |
| CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 63750 | 5271488 |
| CRYOPORT INC | COMMON STOCK USD.001 | 25300 | 196834 |
| CS DISCO INC | COMMON STOCK USD.005 | 15800 | 78842 |
| CSG SYSTEMS INTL INC | COMMON STOCK USD.01 | 16986 | 868154 |
| CSW INDUSTRIALS INC | COMMON STOCK USD.01 | 9100 | 3210480 |
| CTO REALTY GROWTH INC | REIT USD.01 | 9437 | 186003 |
| CTS CORP | COMMON STOCK | 18230 | 961268 |
| CUBESMART | REIT USD.01 | 122800 | 5261980 |
| CULLEN/FROST BANKERS INC | COMMON STOCK USD.01 | 31927 | 4286200 |
| CULLINAN THERAPEUTICS INC | COMMON STOCK USD.0001 | 28500 | 347130 |
| CURBLINE PROPERTIES CORP | REIT USD.01 | 53502 | 1242316 |
| CURTISS WRIGHT CORP | COMMON STOCK USD1.0 | 21261 | 7544891 |
| CUSHMAN + WAKEFIELD PLC | COMMON STOCK USD.01 | 117244 | 1533552 |
| CUSTOM TRUCK ONE SOURCE INC | COMMON STOCK USD.0001 | 36600 | 176046 |
| CUSTOMERS BANCORP INC | COMMON STOCK USD1.0 | 16570 | 806628 |
| CVB FINANCIAL CORP | COMMON STOCK | 74707 | 1599477 |
| CVR ENERGY INC | COMMON STOCK USD.01 | 17200 | 322328 |
| CVRX INC | COMMON STOCK USD.01 | 6700 | 84889 |
| CYTEK BIOSCIENCES INC | COMMON STOCK USD.001 | 71500 | 464035 |
| CYTOKINETICS INC | COMMON STOCK USD.001 | 62629 | 2946068 |
| D WAVE QUANTUM INC | COMMON STOCK USD.0001 | 54000 | 453600 |
| DAILY JOURNAL CORP | COMMON STOCK USD.01 | 797 | 452688 |
| DAKOTA GOLD CORP | COMMON STOCK USD.001 | 22000 | 48400 |
| DAKTRONICS INC | COMMON STOCK | 21800 | 367548 |
| DANA INC | COMMON STOCK USD.01 | 75155 | 868792 |
| DARLING INGREDIENTS INC | COMMON STOCK USD.01 | 88076 | 2967280 |
| DATADOG INC CLASS A | COMMON STOCK USD.00001 | 165800 | 23691162 |
| DAVE + BUSTER S ENTERTAINMEN | COMMON STOCK USD.01 | 19058 | 556303 |
| DAVE INC | COMMON STOCK USD.0001 | 4300 | 373756 |
| DAY ONE BIOPHARMACEUTICALS I | COMMON STOCK USD.0001 | 37000 | 468790 |
| DEFINITIVE HEALTHCARE CORP | COMMON STOCK USD.001 | 28300 | 116313 |
| DELEK US HOLDINGS INC | COMMON STOCK USD.01 | 37293 | 689921 |
| DELUXE CORP | COMMON STOCK USD1.0 | 25590 | 578078 |
| DENALI THERAPEUTICS INC | COMMON STOCK USD.01 | 69322 | 1412782 |
| DENNY S CORP | COMMON STOCK USD.01 | 28300 | 171215 |
| DENTSPLY SIRONA INC | COMMON STOCK USD.01 | 114900 | 2180802 |
| DESIGN THERAPEUTICS INC | COMMON STOCK USD.0001 | 19600 | 120932 |
| DESIGNER BRANDS INC CLASS A | COMMON STOCK | 25041 | 133719 |
| DESPEGAR.COM CORP | COMMON STOCK | 34400 | 662200 |
| DESTINATION XL GROUP INC | COMMON STOCK USD.01 | 29300 | 78817 |
| DHT HOLDINGS INC | COMMON STOCK USD.01 | 76200 | 707898 |
| DIAMOND HILL INVESTMENT GRP | COMMON STOCK | 1700 | 263670 |

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| | | | |
|:---|:---|:---|:---|
| DIAMONDROCK HOSPITALITY CO | REIT USD.01 | 123157 | 1112108 |
| DIANTHUS THERAPEUTICS INC | COMMON STOCK USD.001 | 13400 | 292120 |
| DICK S SPORTING GOODS INC | COMMON STOCK USD.01 | 30939 | 7080081 |
| DIEBOLD NIXDORF INC | COMMON STOCK | 14200 | 611168 |
| DIGI INTERNATIONAL INC | COMMON STOCK USD.01 | 19979 | 603965 |
| DIGIMARC CORP | COMMON STOCK USD.001 | 8300 | 310835 |
| DIGITAL TURBINE INC | COMMON STOCK USD.0001 | 52516 | 88752 |
| DIGITALBRIDGE GROUP INC | COMMON STOCK USD.01 | 89058 | 1004574 |
| DIGITALOCEAN HOLDINGS INC | COMMON STOCK USD.000025 | 35400 | 1206078 |
| DILLARDS INC CL A | COMMON STOCK | 1742 | 752091 |
| DIME COMMUNITY BANCSHARES IN | COMMON STOCK USD.01 | 21637 | 665013 |
| DINE BRANDS GLOBAL INC | COMMON STOCK USD.01 | 8252 | 248385 |
| DIODES INC | COMMON STOCK USD.667 | 26086 | 1608724 |
| DISC MEDICINE INC | COMMON STOCK USD.0001 | 10900 | 691060 |
| DISTRIBUTION SOLUTIONS GROUP | COMMON STOCK USD1.0 | 5966 | 205230 |
| DIVERSIFIED ENERGY CO PLC | COMMON STOCK GBP.01 | 24000 | 403200 |
| DIVERSIFIED HEALTHCARE TRUST | REIT USD.01 | 119525 | 274908 |
| DMC GLOBAL INC | COMMON STOCK | 11809 | 86796 |
| DNOW INC | COMMON STOCK USD.01 | 60300 | 784503 |
| DOCGO INC | COMMON STOCK USD.0001 | 46200 | 195888 |
| DOCUSIGN INC | COMMON STOCK USD.0001 | 112404 | 10109616 |
| DOLBY LABORATORIES INC CL A | COMMON STOCK USD.001 | 31999 | 2499122 |
| DOLE PLC | COMMON STOCK USD.01 | 40800 | 552432 |
| DOMO INC CLASS B | COMMON STOCK USD.001 | 18000 | 127440 |
| DONALDSON CO INC | COMMON STOCK USD5.0 | 65419 | 4405970 |
| DONEGAL GROUP INC CL A | COMMON STOCK USD.01 | 4266 | 65995 |
| DONNELLEY FINANCIAL SOLUTION | COMMON STOCK USD.01 | 14073 | 882799 |
| DOORDASH INC A | COMMON STOCK USD.00001 | 196100 | 32895775 |
| DORIAN LPG LTD | COMMON STOCK USD.01 | 20336 | 495588 |
| DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 14915 | 1932238 |
| DOUBLEVERIFY HOLDINGS INC | COMMON STOCK USD.001 | 82700 | 1588667 |
| DOUGLAS DYNAMICS INC | COMMON STOCK USD.01 | 13686 | 323400 |
| DOUGLAS EMMETT INC | REIT USD.01 | 89255 | 1656573 |
| DOXIMITY INC CLASS A | COMMON STOCK USD.001 | 67700 | 3614503 |
| DRAFTKINGS INC CL A | COMMON STOCK USD.0001 | 249717 | 9289472 |
| DREAM FINDERS HOMES INC A | COMMON STOCK USD.01 | 14100 | 328107 |
| DRIVEN BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 37231 | 600908 |
| DROPBOX INC CLASS A | COMMON STOCK USD.00001 | 128269 | 3853201 |
| DT MIDSTREAM INC | COMMON STOCK USD.01 | 53800 | 5349334 |
| DUCOMMUN INC | COMMON STOCK USD.01 | 7300 | 464718 |
| DUN + BRADSTREET HOLDINGS IN | COMMON STOCK | 165800 | 2065868 |
| DUOLINGO | COMMON STOCK USD.0001 | 20500 | 6646715 |
| DUTCH BROS INC CLASS A | COMMON STOCK USD.00001 | 60600 | 3174228 |
| DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 100000 | 1998000 |
| DXP ENTERPRISES INC | COMMON STOCK USD.01 | 7705 | 636587 |
| DYCOM INDUSTRIES INC | COMMON STOCK USD.3333333 | 15901 | 2767728 |

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| | | | |
|:---|:---|:---|:---|
| DYNATRACE INC | COMMON STOCK USD.001 | 163108 | 8864920 |
| DYNAVAX TECHNOLOGIES CORP | COMMON STOCK USD.001 | 72426 | 924880 |
| DYNE THERAPEUTICS INC | COMMON STOCK USD.0001 | 44900 | 1057844 |
| DYNEX CAPITAL INC | REIT USD.01 | 33266 | 420815 |
| E MINI RUSS 2000 MAR 25 | XCME 20250321 | 6800 | (543590) |
| E2OPEN PARENT HOLDINGS INC | COMMON STOCK USD.0001 | 105100 | 279566 |
| EAGLE BANCORP INC | COMMON STOCK USD.01 | 17240 | 448757 |
| EAGLE MATERIALS INC | COMMON STOCK USD.01 | 18499 | 4564813 |
| EAST WEST BANCORP INC | COMMON STOCK USD.001 | 75790 | 7257650 |
| EASTERLY GOVERNMENT PROPERTI | REIT USD.01 | 54091 | 614474 |
| EASTERN BANKSHARES INC | COMMON STOCK USD.01 | 104680 | 1805730 |
| EASTGROUP PROPERTIES INC | REIT | 26500 | 4252985 |
| EASTMAN KODAK CO | COMMON STOCK USD.01 | 27400 | 180018 |
| ECHOSTAR CORP A | COMMON STOCK USD.001 | 69458 | 1590588 |
| ECOVYST INC | COMMON STOCK | 54200 | 414088 |
| EDGEWELL PERSONAL CARE CO | COMMON STOCK USD.01 | 26584 | 893222 |
| EDGEWISE THERAPEUTICS INC | COMMON STOCK USD.0001 | 39500 | 1054650 |
| EDITAS MEDICINE INC | COMMON STOCK USD.0001 | 45370 | 57620 |
| EGAIN CORP | COMMON STOCK USD.001 | 15600 | 97188 |
| EL POLLO LOCO HOLDINGS INC | COMMON STOCK USD.01 | 14600 | 168484 |
| ELANCO ANIMAL HEALTH INC | COMMON STOCK | 277769 | 3363783 |
| ELASTIC NV | COMMON STOCK EUR.01 | 47994 | 4755246 |
| ELEMENT SOLUTIONS INC | COMMON STOCK USD.01 | 124308 | 3161152 |
| ELF BEAUTY INC | COMMON STOCK USD.01 | 29845 | 3747040 |
| ELLINGTON FINANCIAL INC | REIT | 41028 | 497259 |
| ELME COMMUNITIES | REIT USD.01 | 52152 | 796361 |
| EMBECTA CORP | COMMON STOCK USD.01 | 34400 | 710360 |
| EMCOR GROUP INC | COMMON STOCK USD.01 | 25412 | 11534507 |
| EMERALD HOLDING INC | COMMON STOCK USD.01 | 8300 | 40006 |
| EMPIRE PETROLEUM CORP | COMMON STOCK USD.001 | 4800 | 36480 |
| EMPIRE STATE REALTY TRUST A | REIT USD.01 | 77600 | 800832 |
| EMPLOYERS HOLDINGS INC | COMMON STOCK USD.01 | 14739 | 755079 |
| ENACT HOLDINGS INC | COMMON STOCK USD.01 | 12500 | 404750 |
| ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 12000 | 69000 |
| ENCOMPASS HEALTH CORP | COMMON STOCK USD.01 | 54000 | 4986900 |
| ENCORE CAPITAL GROUP INC | COMMON STOCK USD.01 | 14062 | 671742 |
| ENCORE ENERGY CORP | COMMON STOCK | 91200 | 310992 |
| ENERGIZER HOLDINGS INC | COMMON STOCK | 36881 | 1286778 |
| ENERGY FUELS INC | COMMON STOCK | 100900 | 517617 |
| ENERGY RECOVERY INC | COMMON STOCK USD.001 | 33000 | 485100 |
| ENERGY VAULT HOLDINGS INC | COMMON STOCK USD.0001 | 48500 | 110580 |
| ENERPAC TOOL GROUP CORP | COMMON STOCK USD.2 | 31400 | 1290226 |
| ENERSYS | COMMON STOCK USD.01 | 22215 | 2053332 |
| ENFUSION INC CLASS A | COMMON STOCK USD.001 | 25800 | 265740 |
| ENHABIT INC | COMMON STOCK USD.01 | 30450 | 237815 |
| ENLIVEN THERAPEUTICS INC | COMMON STOCK USD.001 | 18500 | 416250 |
| ENNIS INC | COMMON STOCK USD2.5 | 15465 | 326157 |
| ENOVA INTERNATIONAL INC | COMMON STOCK USD.00001 | 14967 | 1435036 |

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| | | | |
|:---|:---|:---|:---|
| ENOVIS CORP | COMMON STOCK USD.001 | 30410 | 1334391 |
| ENOVIX CORP | COMMON STOCK USD.0001 | 88600 | 963082 |
| ENPRO INC | COMMON STOCK USD.01 | 11000 | 1896950 |
| ENSIGN GROUP INC/THE | COMMON STOCK USD.001 | 30464 | 4047447 |
| ENSTAR GROUP LTD | COMMON STOCK USD1.0 | 6739 | 2170295 |
| ENTEGRIS INC | COMMON STOCK USD.01 | 83356 | 8257245 |
| ENTERPRISE BANCORP INC | COMMON STOCK USD.01 | 6268 | 247837 |
| ENTERPRISE FINANCIAL SERVICE | COMMON STOCK USD.01 | 21080 | 1188912 |
| ENTRADA THERAPEUTICS INC | COMMON STOCK USD.0001 | 12100 | 209209 |
| ENTRAVISION COMMUNICATIONS A | COMMON STOCK USD.0001 | 33600 | 78960 |
| ENVIRI CORP | COMMON STOCK USD1.25 | 44935 | 346000 |
| ENVISTA HOLDINGS CORP | COMMON STOCK USD.01 | 95500 | 1842195 |
| EPLUS INC | COMMON STOCK USD.01 | 15378 | 1136127 |
| EPR PROPERTIES | REIT USD.01 | 41492 | 1837266 |
| EQUITABLE HOLDINGS INC | COMMON STOCK USD.01 | 174696 | 8240410 |
| EQUITY BANCSHARES INC CL A | COMMON STOCK USD.01 | 8400 | 356328 |
| EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 104800 | 6979680 |
| ERASCA INC | COMMON STOCK USD.0001 | 65900 | 165409 |
| ESAB CORP | COMMON STOCK USD.001 | 31410 | 3767315 |
| ESCALADE INC | COMMON STOCK | 7100 | 101388 |
| ESCO TECHNOLOGIES INC | COMMON STOCK USD.01 | 14700 | 1958187 |
| ESPERION THERAPEUTICS INC | COMMON STOCK USD.001 | 103400 | 227480 |
| ESQUIRE FINANCIAL HOLDINGS I | COMMON STOCK USD.01 | 3900 | 310050 |
| ESSA BANCORP INC | COMMON STOCK USD.01 | 6300 | 122850 |
| ESSENT GROUP LTD | COMMON STOCK USD.015 | 56200 | 3059528 |
| ESSENTIAL PROPERTIES REALTY | REIT USD.01 | 93100 | 2912168 |
| ESSENTIAL UTILITIES INC | COMMON STOCK USD.5 | 138612 | 5034388 |
| ETHAN ALLEN INTERIORS INC | COMMON STOCK USD.01 | 13277 | 373216 |
| ETSY INC | COMMON STOCK USD.001 | 64500 | 3411405 |
| EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 24000 | 2468160 |
| EUROPEAN WAX CENTER INC A | COMMON STOCK USD.00001 | 19200 | 128064 |
| EVE HOLDING INC | COMMON STOCK USD.0001 | 18100 | 98464 |
| EVENTBRITE INC CLASS A | COMMON STOCK USD.00001 | 44000 | 147840 |
| EVERCOMMERCE INC | COMMON STOCK USD.00001 | 12500 | 137625 |
| EVERCORE INC A | COMMON STOCK USD.01 | 19947 | 5529109 |
| EVERI HOLDINGS INC | COMMON STOCK USD.001 | 42500 | 574175 |
| EVERQUOTE INC CLASS A | COMMON STOCK USD.001 | 11300 | 225887 |
| EVERSPIN TECHNOLOGIES INC | COMMON STOCK USD.0001 | 3900 | 24921 |
| EVERTEC INC | COMMON STOCK USD.01 | 38000 | 1312140 |
| EVERUS CONSTRUCTION GROUP | COMMON STOCK | 28242 | 1856912 |
| EVGO INC | COMMON STOCK USD.0001 | 60500 | 245025 |
| EVI INDUSTRIES INC | COMMON STOCK USD.025 | 2700 | 44145 |
| EVOLENT HEALTH INC A | COMMON STOCK USD.01 | 65670 | 738788 |
| EVOLUS INC | COMMON STOCK USD.00001 | 28900 | 319056 |
| EVOLUTION PETROLEUM CORP | COMMON STOCK USD.001 | 17600 | 92048 |
| EVOLV TECHNOLOGIES HOLDINGS | COMMON STOCK USD.0001 | 66900 | 264255 |
| EW SCRIPPS CO/THE A | COMMON STOCK USD.01 | 33148 | 73257 |
| EXACT SCIENCES CORP | COMMON STOCK USD.01 | 101832 | 5721940 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | EXCELERATE ENERGY INC A | COMMON STOCK USD.001 | 10600 | 320650 |
| | EXELIXIS INC | COMMON STOCK USD.001 | 160805 | 5354807 |
| | EXLSERVICE HOLDINGS INC | COMMON STOCK USD.001 | 85530 | 3795821 |
| | EXP WORLD HOLDINGS INC | COMMON STOCK USD.00001 | 40470 | 465810 |
| | EXPAND ENERGY CORP | COMMON STOCK USD.01 | 127824 | 12724879 |
| | EXPONENT INC | COMMON STOCK USD.001 | 27900 | 2485890 |
| | EXPRO GROUP HOLDINGS NV | COMMON STOCK EUR.01 | 51650 | 644076 |
| | EXTREME NETWORKS INC | COMMON STOCK USD.001 | 73500 | 1230390 |
| | EYEPOINT PHARMACEUTICALS INC | COMMON STOCK USD.01 | 33100 | 246595 |
| | F+G ANNUITIES + LIFE INC | COMMON STOCK USD.001 | 10508 | 435452 |
| | FABRINET | COMMON STOCK USD.01 | 20113 | 4422446 |
| | FARMERS + MERCHANTS BANCO/OH | COMMON STOCK | 6900 | 203205 |
| | FARMERS NATL BANC CORP | COMMON STOCK | 21100 | 300042 |
| | FARMLAND PARTNERS INC | REIT USD.01 | 26200 | 308112 |
| | FARO TECHNOLOGIES INC | COMMON STOCK USD.001 | 11100 | 281496 |
| | FASTLY INC CLASS A | COMMON STOCK USD.00002 | 71300 | 673072 |
| | FATE THERAPEUTICS INC | COMMON STOCK USD.001 | 50500 | 83325 |
| | FB FINANCIAL CORP | COMMON STOCK USD1.0 | 20553 | 1058685 |
| | FEDERAL AGRIC MTG CORP CL C | COMMON STOCK USD1.0 | 4855 | 956192 |
| | FEDERAL SIGNAL CORP | COMMON STOCK USD1.0 | 33250 | 3071968 |
| | FENNEC PHARMACEUTICALS INC | COMMON STOCK | 10200 | 64464 |
| | FERGUSON ENTERPRISES INC | COMMON STOCK USD.0001 | 111800 | 19405126 |
| | FERROGLOBE REP + WRNTY INS TRU | NON TRANSFERABLE BENE INT UNIT | 60200 | 0 |
| | FIDELIS INSURANCE HOLDINGS L | COMMON STOCK USD.01 | 32700 | 592851 |
| \* | FIDELITY D+D BANCORP INC | COMMON STOCK | 2600 | 126880 |
| \* | FIDELITY NATIONAL FINANCIAL | COMMON STOCK USD.0001 | 142230 | 7984792 |
|  | FIGS INC CLASS A | COMMON STOCK USD.0001 | 73700 | 456203 |
|  | FINANCIAL INSTITUTIONS INC | COMMON STOCK USD.01 | 8437 | 230246 |
|  | FIRST ADVANTAGE CORP | COMMON STOCK USD.001 | 38407 | 719363 |
|  | FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 55285 | 3451995 |
|  | FIRST BANCORP INC/ME | COMMON STOCK USD.01 | 7000 | 191450 |
|  | FIRST BANCORP PUERTO RICO | COMMON STOCK USD.1 | 90500 | 1682395 |
|  | FIRST BANCORP/NC | COMMON STOCK | 23150 | 1017906 |
|  | FIRST BANCSHARES INC/MS | COMMON STOCK USD1.0 | 17600 | 616000 |
|  | FIRST BANK/HAMILTON NJ | COMMON STOCK USD.01 | 12000 | 168840 |
|  | FIRST BUSEY CORP | COMMON STOCK USD.001 | 31085 | 732673 |
|  | FIRST BUSINESS FINANCIAL SER | COMMON STOCK USD.01 | 4900 | 226821 |
|  | FIRST CITIZENS BANC CORP | COMMON STOCK | 8655 | 182101 |
|  | FIRST CITIZENS BCSHS CL A | COMMON STOCK USD1.0 | 6663 | 14079052 |
|  | FIRST COMMONWEALTH FINL CORP | COMMON STOCK USD1.0 | 60187 | 1018364 |
|  | FIRST COMMUNITY BANKSHARES | COMMON STOCK USD1.0 | 10590 | 440968 |
|  | FIRST FINANCIAL BANCORP | COMMON STOCK | 45525 | 1223712 |
|  | FIRST FINANCIAL CORP | COMMON STOCK | 6600 | 304854 |
|  | FIRST FINL BANKSHARES INC | COMMON STOCK USD.01 | 72396 | 2609876 |
|  | FIRST FOUNDATION INC | COMMON STOCK USD.001 | 30600 | 190026 |
|  | FIRST HAWAIIAN INC | COMMON STOCK USD.01 | 70254 | 1823091 |

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| | | | |
|:---|:---|:---|:---|
| FIRST HORIZON CORP | COMMON STOCK USD.625 | 290444 | 5849542 |
| FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 73054 | 3662197 |
| FIRST INTERNET BANCORP | COMMON STOCK | 700 | 25193 |
| FIRST INTERSTATE BANCSYS A | COMMON STOCK USD.00001 | 43506 | 1412640 |
| FIRST MERCHANTS CORP | COMMON STOCK | 33366 | 1330970 |
| FIRST MID BANCSHARES INC | COMMON STOCK USD4.0 | 12600 | 463932 |
| FIRST OF LONG ISLAND CORP | COMMON STOCK USD.1 | 13400 | 156512 |
| FIRST WATCH RESTAURANT GROUP | COMMON STOCK USD.01 | 14000 | 260540 |
| FIRST WESTERN FINANCIAL INC | COMMON STOCK | 6300 | 123165 |
| FIRSTCASH HOLDINGS INC | COMMON STOCK USD.01 | 21467 | 2223981 |
| FISCALNOTE HOLDINGS INC | COMMON STOCK USD.0001 | 32900 | 35203 |
| FIVE BELOW | COMMON STOCK USD.01 | 30284 | 3178609 |
| FIVE STAR BANCORP | COMMON STOCK | 6400 | 192576 |
| FIVE9 INC | COMMON STOCK USD.001 | 41900 | 1702816 |
| FLAGSTAR FINANCIAL INC | COMMON STOCK USD.01 | 138628 | 1293399 |
| FLEX LNG LTD | COMMON STOCK USD.1 | 16300 | 373922 |
| FLEXSTEEL INDS | COMMON STOCK USD1.0 | 800 | 43472 |
| FLOOR + DECOR HOLDINGS INC A | COMMON STOCK USD.001 | 58280 | 5810516 |
| FLOWERS FOODS INC | COMMON STOCK USD.01 | 101169 | 2090152 |
| FLOWSERVE CORP | COMMON STOCK USD1.25 | 73200 | 4210464 |
| FLUENCE ENERGY INC | COMMON STOCK USD.00001 | 33500 | 531980 |
| FLUOR CORP | COMMON STOCK USD.01 | 93486 | 4610730 |
| FLUSHING FINANCIAL CORP | COMMON STOCK USD.01 | 15798 | 225595 |
| FLYWIRE CORP VOTING | COMMON STOCK USD.0001 | 65300 | 1346486 |
| FNB CORP | COMMON STOCK USD.01 | 182766 | 2701281 |
| FOGHORN THERAPEUTICS INC | COMMON STOCK USD.0001 | 12300 | 58056 |
| FOOT LOCKER INC | COMMON STOCK USD.01 | 47612 | 1036037 |
| FORESTAR GROUP INC | COMMON STOCK USD1.0 | 10659 | 276281 |
| FORGE GLOBAL HOLDINGS INC | COMMON STOCK USD.0001 | 61500 | 57250 |
| FORMFACTOR INC | COMMON STOCK USD.001 | 43052 | 1894288 |
| FORRESTER RESEARCH INC | COMMON STOCK USD.01 | 7600 | 119092 |
| FORTREA HOLDINGS INC | COMMON STOCK USD.001 | 51700 | 964205 |
| FORTUNE BRANDS INNOVATIONS I | COMMON STOCK USD.01 | 67300 | 4598609 |
| FORUM ENERGY TECHNOLOGIES IN | COMMON STOCK USD.01 | 5300 | 82097 |
| FORWARD AIR CORP | COMMON STOCK USD.01 | 15040 | 485040 |
| FOSTER (LB) CO A | COMMON STOCK USD.01 | 900 | 24210 |
| FOUR CORNERS PROPERTY TRUST | REIT USD.0001 | 52835 | 1433942 |
| FOX FACTORY HOLDING CORP | COMMON STOCK USD.001 | 25100 | 759777 |
| FRANKLIN BSP REALTY TRUST IN | REIT USD.01 | 50136 | 628705 |
| FRANKLIN COVEY CO | COMMON STOCK USD.05 | 7240 | 272079 |
| FRANKLIN ELECTRIC CO INC | COMMON STOCK USD.1 | 24510 | 2388500 |
| FRANKLIN STREET PROPERTIES C | REIT USD.0001 | 13200 | 24156 |
| FRESH DEL MONTE PRODUCE INC | COMMON STOCK USD.01 | 17051 | 566264 |
| FRESHPET INC | COMMON STOCK USD.001 | 25400 | 3761994 |
| FRESHWORKS INC CL A | COMMON STOCK USD.00001 | 114100 | 1844997 |
| FRONTDOOR INC | COMMON STOCK USD.01 | 43100 | 2356277 |
| FRONTIER COMMUNICATIONS PARE | COMMON STOCK USD.25 | 133000 | 4615100 |
| FRONTIER GROUP HOLDINGS INC | COMMON STOCK USD.001 | 21700 | 154287 |

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| | | | |
|:---|:---|:---|:---|
| FRONTVIEW REIT INC | REIT USD.01 | 3800 | 68894 |
| FRP HOLDINGS INC | COMMON STOCK USD.1 | 8200 | 251166 |
| FS BANCORP INC | COMMON STOCK USD.01 | 3500 | 143710 |
| FTAI AVIATION LTD | COMMON STOCK USD1.0 | 55800 | 8037432 |
| FTAI INFRASTRUCTURE INC | COMMON STOCK USD.01 | 55300 | 401478 |
| FTI CONSULTING INC | COMMON STOCK USD.01 | 19351 | 3698557 |
| FUBOTV INC | COMMON STOCK | 160600 | 202356 |
| FUELCELL ENERGY INC | COMMON STOCK USD.0001 | 9109 | 82345 |
| FULCRUM THERAPEUTICS INC | COMMON STOCK USD.001 | 33900 | 159330 |
| FULGENT GENETICS INC | COMMON STOCK USD.0001 | 12800 | 236416 |
| FULL HOUSE RESORTS INC | COMMON STOCK USD.0001 | 13200 | 53856 |
| FULTON FINANCIAL CORP | COMMON STOCK USD2.5 | 93645 | 1805476 |
| FUNKO INC CLASS A | COMMON STOCK USD.0001 | 23329 | 312375 |
| FUTUREFUEL CORP | COMMON STOCK USD.0001 | 15000 | 79350 |
| FVCBANKCORP INC | COMMON STOCK USD.01 | 9075 | 114073 |
| G III APPAREL GROUP LTD | COMMON STOCK USD.01 | 19215 | 626793 |
| GALECTIN THERAPEUTICS INC | COMMON STOCK USD.001 | 12400 | 15996 |
| GAMBLING.COM GROUP LTD | COMMON STOCK | 7900 | 111232 |
| GAMESTOP CORP CLASS A GB REG | COMMON STOCK USD.001 | 217408 | 6813567 |
| GAMING AND LEISURE PROPERTIE | REIT | 143517 | 6911779 |
| GANNETT CO INC | COMMON STOCK USD.01 | 84499 | 427565 |
| GAP INC/THE | COMMON STOCK USD.05 | 111400 | 2632382 |
| GATES INDUSTRIAL CORP PLC | COMMON STOCK USD.01 | 126411 | 2600274 |
| GATX CORP | COMMON STOCK USD.625 | 19603 | 3037681 |
| GCM GROSVENOR INC CLASS A | COMMON STOCK USD.0001 | 15900 | 195093 |
| GENCO SHIPPING + TRADING LTD | COMMON STOCK USD.01 | 24466 | 341056 |
| GENCOR INDUSTRIES INC | COMMON STOCK USD.1 | 6500 | 114725 |
| GENEDX HOLDINGS CORP | COMMON STOCK USD.0001 | 6900 | 530334 |
| GENERATION BIO CO | COMMON STOCK USD.0001 | 25500 | 27030 |
| GENESCO INC | COMMON STOCK USD1.0 | 6891 | 294590 |
| GENIE ENERGY LTD B | COMMON STOCK | 11000 | 171490 |
| GENPACT LTD | COMMON STOCK USD.01 | 95372 | 4096227 |
| GENTEX CORP | COMMON STOCK USD.06 | 122364 | 3515518 |
| GENTHERM INC | COMMON STOCK | 18896 | 754423 |
| GENWORTH FINANCIAL INC | COMMON STOCK USD.001 | 214928 | 1502347 |
| GEO GROUP INC/THE | COMMON STOCK USD.01 | 69352 | 1940469 |
| GERMAN AMERICAN BANCORP | COMMON STOCK | 16930 | 680925 |
| GERON CORP | COMMON STOCK USD.001 | 323836 | 1146379 |
| GETTY IMAGES HOLDINGS INC | COMMON STOCK USD.0001 | 54900 | 118584 |
| GETTY REALTY CORP | REIT USD.01 | 28051 | 845177 |
| GIBRALTAR INDUSTRIES INC | COMMON STOCK USD.01 | 17700 | 1042530 |
| GIGACLOUD TECHNOLOGY INC A | COMMON STOCK USD.05 | 13100 | 242612 |
| GITLAB INC CL A | COMMON STOCK USD.0000025 | 67200 | 3786720 |
| GLACIER BANCORP INC | COMMON STOCK USD.01 | 62785 | 3153063 |
| GLADSTONE COMMERCIAL CORP | REIT USD.001 | 23200 | 376768 |
| GLADSTONE LAND CORP | REIT USD.001 | 19200 | 208320 |
| GLAUKOS CORP | COMMON STOCK USD.001 | 27330 | 4097860 |
| GLOBAL BUSINESS TRAVEL GROUP | COMMON STOCK USD.00005 | 70300 | 652384 |

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| | | | |
|:---|:---|:---|:---|
| GLOBAL INDUSTRIAL CO | COMMON STOCK USD.01 | 7600 | 188404 |
| GLOBAL MEDICAL REIT INC | REIT | 36628 | 282768 |
| GLOBAL NET LEASE INC | REIT USD.01 | 112959 | 824601 |
| GLOBAL WATER RESOURCES INC | COMMON STOCK USD.01 | 6333 | 72830 |
| GLOBALFOUNDRIES INC | COMMON STOCK USD.02 | 54600 | 2342886 |
| GLOBALSTAR INC | COMMON STOCK USD.0001 | 399100 | 826137 |
| GLOBANT SA | COMMON STOCK USD1.2 | 23274 | 4990411 |
| GLOBUS MEDICAL INC A | COMMON STOCK USD.001 | 61575 | 5092868 |
| GMS INC | COMMON STOCK USD.01 | 22419 | 1901804 |
| GOGO INC | COMMON STOCK USD.0001 | 29200 | 236228 |
| GOLAR LNG LTD | COMMON STOCK USD1.0 | 56434 | 2388287 |
| GOLDEN ENTERTAINMENT INC | COMMON STOCK USD.01 | 11800 | 372880 |
| GOLDEN OCEAN GROUP LTD | COMMON STOCK USD.05 | 72100 | 646016 |
| GOODYEAR TIRE + RUBBER CO | COMMON STOCK | 161923 | 1457307 |
| GOOSEHEAD INSURANCE INC A | COMMON STOCK USD.01 | 12700 | 1361694 |
| GOPRO INC CLASS A | COMMON STOCK USD.0001 | 68500 | 74665 |
| GORMAN RUPP CO | COMMON STOCK | 13208 | 500847 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 20621783 | 20621783 |
| GRACO INC | COMMON STOCK USD1.0 | 91434 | 7706972 |
| GRAFTECH INTERNATIONAL LTD | COMMON STOCK USD.01 | 139400 | 241162 |
| GRAHAM CORP | COMMON STOCK USD.1 | 1500 | 66705 |
| GRAHAM HOLDINGS CO CLASS B | COMMON STOCK USD1.0 | 1909 | 1664495 |
| GRAIL INC | COMMON STOCK | 15683 | 279942 |
| GRAND CANYON EDUCATION INC | COMMON STOCK USD.01 | 15802 | 2588368 |
| GRANITE CONSTRUCTION INC | COMMON STOCK USD.01 | 24657 | 2162665 |
| GRANITE POINT MORTGAGE TRUST | REIT USD.01 | 27556 | 76881 |
| GRANITE RIDGE RESOURCES INC | COMMON STOCK USD.0001 | 23100 | 149226 |
| GRAPHIC PACKAGING HOLDING CO | COMMON STOCK USD.01 | 162775 | 4420969 |
| GRAY MEDIA INC | COMMON STOCK | 46500 | 146475 |
| GREAT LAKES DREDGE + DOCK CO | COMMON STOCK USD.0001 | 39600 | 447084 |
| GREAT SOUTHERN BANCORP INC | COMMON STOCK USD.01 | 5229 | 312171 |
| GREEN BRICK PARTNERS INC | COMMON STOCK USD.01 | 15200 | 858648 |
| GREEN DOT CORP CLASS A | COMMON STOCK USD.001 | 25716 | 273618 |
| GREEN PLAINS INC | COMMON STOCK USD.001 | 34536 | 327401 |
| GREENBRIER COMPANIES INC | COMMON STOCK | 17697 | 1079340 |
| GREENE COUNTY BANCORP INC | COMMON STOCK USD.1 | 4800 | 133056 |
| GREENLIGHT CAPITAL RE LTD A | COMMON STOCK USD.01 | 15300 | 214200 |
| GREIF INC CL A | COMMON STOCK | 14203 | 868087 |
| GREIF INC CL B | COMMON STOCK | 3000 | 203550 |
| GRID DYNAMICS HOLDINGS INC | COMMON STOCK USD.0001 | 34000 | 756160 |
| GRIFFON CORP | COMMON STOCK USD.25 | 20061 | 1429747 |
| GRINDR INC | COMMON STOCK USD.0001 | 18900 | 337176 |
| GROCERY OUTLET HOLDING CORP | COMMON STOCK USD.001 | 55900 | 872599 |
| GROUP 1 AUTOMOTIVE INC | COMMON STOCK USD.01 | 7200 | 3034656 |
| GROUPON INC | COMMON STOCK USD.0001 | 10200 | 123930 |
| GROWGENERATION CORP | COMMON STOCK USD.001 | 31400 | 53066 |
| GUARANTY BANCSHARES INC | COMMON STOCK USD1.0 | 5292 | 183103 |
| GUARDANT HEALTH INC | COMMON STOCK USD.00001 | 65755 | 2008815 |

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| | | | |
|:---|:---|:---|:---|
| GUARDIAN PHRMCY SERVICES A | COMMON STOCK USD.01 | 3800 | 76988 |
| GUIDEWIRE SOFTWARE INC | COMMON STOCK USD.0001 | 45100 | 7602958 |
| GULFPORT ENERGY CORP | COMMON STOCK USD.0001 | 6700 | 1234140 |
| GXO LOGISTICS INC | COMMON STOCK USD.01 | 63549 | 2764382 |
| GYRE THERAPEUTICS INC | COMMON STOCK USD.001 | 2800 | 33880 |
| H.B. FULLER CO. | COMMON STOCK USD1.0 | 28763 | 1940927 |
| H+E EQUIPMENT SERVICES INC | COMMON STOCK USD.01 | 18700 | 915552 |
| H+R BLOCK INC | COMMON STOCK | 75700 | 3999988 |
| HA SUSTAINABLE INFRASTRUCTUR | COMMON STOCK USD.01 | 63700 | 1709071 |
| HACKETT GROUP INC/THE | COMMON STOCK USD.001 | 14774 | 453857 |
| HAEMONETICS CORP/MASS | COMMON STOCK USD.01 | 27312 | 2132521 |
| HAIN CELESTIAL GROUP INC | COMMON STOCK USD.01 | 54497 | 335157 |
| HALLADOR ENERGY CO | COMMON STOCK USD.01 | 12900 | 147705 |
| HALOZYME THERAPEUTICS INC | COMMON STOCK USD.001 | 69831 | 3338620 |
| HAMILTON BEACH BRAND A | COMMON STOCK USD.01 | 1500 | 25245 |
| HAMILTON INSURANCE GROU CL B | COMMON STOCK USD.01 | 21800 | 414854 |
| HAMILTON LANE INC CLASS A | COMMON STOCK USD.001 | 21150 | 3131258 |
| HANCOCK WHITNEY CORP | COMMON STOCK USD3.33 | 46749 | 2558105 |
| HANESBRANDS INC | COMMON STOCK USD.01 | 201600 | 1641024 |
| HANMI FINANCIAL CORPORATION | COMMON STOCK USD.001 | 15349 | 362543 |
| HANOVER INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 19781 | 3059329 |
| HARBORONE BANCORP INC | COMMON STOCK USD.01 | 23061 | 272812 |
| HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 66800 | 2012684 |
| HARMONIC INC | COMMON STOCK USD.001 | 60214 | 796631 |
| HARMONY BIOSCIENCES HOLDINGS | COMMON STOCK USD.00001 | 19900 | 684759 |
| HARROW INC | COMMON STOCK USD.001 | 18400 | 617320 |
| HARVARD BIOSCIENCE INC | COMMON STOCK USD.01 | 21600 | 45576 |
| HASHICORP INC CL A | COMMON STOCK USD.000015 | 78500 | 2685485 |
| HAVERTY FURNITURE | COMMON STOCK USD1.0 | 8618 | 191837 |
| HAWAIIAN ELECTRIC INDS | COMMON STOCK | 90037 | 876060 |
| HAWKINS INC | COMMON STOCK USD.01 | 11000 | 1349370 |
| HAYWARD HOLDINGS INC | COMMON STOCK USD.001 | 77500 | 1184975 |
| HBT FINANCIAL INC/DE | COMMON STOCK USD.01 | 8959 | 196202 |
| HCI GROUP INC | COMMON STOCK | 4300 | 501079 |
| HEALTH CATALYST INC | COMMON STOCK USD.001 | 31146 | 220202 |
| HEALTHCARE REALTY TRUST INC | REIT USD.01 | 214450 | 3634928 |
| HEALTHCARE SERVICES GROUP | COMMON STOCK USD.01 | 44907 | 521595 |
| HEALTHEQUITY INC | COMMON STOCK USD.0001 | 46755 | 4486142 |
| HEALTHSTREAM INC | COMMON STOCK | 14000 | 445200 |
| HEARTLAND EXPRESS INC | COMMON STOCK USD.01 | 28810 | 323248 |
| HEARTLAND FINANCIAL USA INC | COMMON STOCK USD1.0 | 24206 | 1483949 |
| HECLA MINING CO | COMMON STOCK USD.25 | 325768 | 1599521 |
| HEICO CORP | COMMON STOCK USD.01 | 23934 | 5690069 |
| HEICO CORP CLASS A | COMMON STOCK USD.01 | 45825 | 8527116 |
| HEIDRICK + STRUGGLES INTL | COMMON STOCK USD.01 | 11800 | 522858 |
| HELEN OF TROY LTD | COMMON STOCK USD.1 | 13277 | 794363 |
| HELIOS TECHNOLOGIES INC | COMMON STOCK USD.001 | 19700 | 879408 |
| HELIX ENERGY SOLUTIONS GROUP | COMMON STOCK | 82591 | 769748 |

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| | | | |
|:---|:---|:---|:---|
| HELMERICH + PAYNE | COMMON STOCK USD.1 | 55300 | 1770706 |
| HERBALIFE LTD | COMMON STOCK USD.002 | 56817 | 380106 |
| HERC HOLDINGS INC | COMMON STOCK USD.01 | 15586 | 2950897 |
| HERITAGE COMMERCE CORP | COMMON STOCK | 36000 | 337680 |
| HERITAGE FINANCIAL CORP | COMMON STOCK | 19657 | 481597 |
| HERITAGE INSURANCE HOLDINGS | COMMON STOCK USD.0001 | 11100 | 134310 |
| HERON THERAPEUTICS INC | COMMON STOCK USD.01 | 60869 | 93130 |
| HERTZ GLOBAL HLDGS INC | COMMON STOCK USD.01 | 67100 | 245586 |
| HEXCEL CORP | COMMON STOCK USD.01 | 45894 | 2877554 |
| HF FOODS GROUP INC | COMMON STOCK USD.0001 | 21100 | 67731 |
| HF SINCLAIR CORP | COMMON STOCK | 85500 | 2996775 |
| HIGHPEAK ENERGY INC | COMMON STOCK USD.0001 | 7800 | 114660 |
| HIGHWOODS PROPERTIES INC | REIT USD.01 | 60100 | 1837858 |
| HILLENBRAND INC | COMMON STOCK | 40664 | 1251638 |
| HILLEVAX INC | COMMON STOCK USD.0001 | 13900 | 28773 |
| HILLMAN SOLUTIONS CORP | COMMON STOCK USD.0001 | 115000 | 1120100 |
| HILLTOP HOLDINGS INC | COMMON STOCK USD.01 | 21000 | 601230 |
| HILTON GRAND VACATIONS INC | COMMON STOCK USD.01 | 41293 | 1608362 |
| HIMALAYA SHIPPING LTD | COMMON STOCK USD1.0 | 17900 | 86994 |
| HIMS + HERS HEALTH INC | COMMON STOCK USD.0001 | 104500 | 2526810 |
| HINGHAM INSTITUTION FOR SVGS | COMMON STOCK USD1.0 | 1000 | 254140 |
| HIPPO HOLDINGS INC | COMMON STOCK USD.0001 | 10500 | 281085 |
| HIREQUEST INC | COMMON STOCK USD.001 | 3600 | 50976 |
| HNI CORP | COMMON STOCK USD1.0 | 26743 | 1347045 |
| HOLLEY INC | COMMON STOCK USD.0001 | 25500 | 77010 |
| HOME BANCORP INC | COMMON STOCK USD.01 | 4508 | 208315 |
| HOME BANCSHARES INC | COMMON STOCK USD.01 | 97750 | 2766325 |
| HOMESTREET INC | COMMON STOCK | 10553 | 120515 |
| HOMETRUST BANCSHARES INC | COMMON STOCK | 8716 | 293555 |
| HONEST CO INC/THE | COMMON STOCK USD.001 | 42200 | 292446 |
| HOOKER FURNISHINGS CORP | COMMON STOCK | 6300 | 88263 |
| HOPE BANCORP INC | COMMON STOCK USD.001 | 67420 | 828592 |
| HORACE MANN EDUCATORS | COMMON STOCK USD.001 | 21400 | 839522 |
| HORIZON BANCORP INC/IN | COMMON STOCK | 24100 | 388251 |
| HOULIHAN LOKEY INC | COMMON STOCK USD.001 | 29313 | 5090496 |
| HOVNANIAN ENTERPRISES A | COMMON STOCK USD.01 | 2900 | 388078 |
| HOWARD HUGHES HOLDINGS INC | COMMON STOCK | 17304 | 1331024 |
| HUB GROUP INC CL A | COMMON STOCK USD.01 | 32166 | 1433317 |
| HUBSPOT INC | COMMON STOCK USD.001 | 27100 | 18882467 |
| HUDSON PACIFIC PROPERTIES IN | REIT USD.01 | 74800 | 226644 |
| HUDSON TECHNOLOGIES INC | COMMON STOCK USD.01 | 24700 | 137826 |
| HUMACYTE INC | COMMON STOCK USD.0001 | 45300 | 228765 |
| HUNTSMAN CORP | COMMON STOCK USD.01 | 93369 | 1683443 |
| HURON CONSULTING GROUP INC | COMMON STOCK USD.01 | 10394 | 1291558 |
| HUT 8 CORP | COMMON STOCK USD.01 | 44900 | 920001 |
| HYATT HOTELS CORP CL A | COMMON STOCK USD.01 | 24000 | 3767520 |
| HYLIION HOLDINGS CORP | COMMON STOCK USD.0001 | 73200 | 191052 |
| HYSTER YALE INC | COMMON STOCK USD.01 | 6440 | 327989 |

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| | | | |
|:---|:---|:---|:---|
| I 80 GOLD CORP | COMMON STOCK | 105200 | 51022 |
| I3 VERTICALS INC CLASS A | COMMON STOCK USD.0001 | 12900 | 297216 |
| IAC INC | COMMON STOCK USD.0001 | 42327 | 1825987 |
| IBEX LTD | COMMON STOCK USD.0001 | 4700 | 101003 |
| IBOTTA INC CL A | COMMON STOCK USD.00001 | 8300 | 540164 |
| ICF INTERNATIONAL INC | COMMON STOCK USD.001 | 10700 | 1275547 |
| ICHOR HOLDINGS LTD | COMMON STOCK USD.0001 | 16400 | 528408 |
| ICU MEDICAL INC | COMMON STOCK USD.1 | 11768 | 1826041 |
| IDACORP INC | COMMON STOCK | 29081 | 3177972 |
| IDEAYA BIOSCIENCES INC | COMMON STOCK | 45733 | 1175338 |
| IDT CORP CLASS B | COMMON STOCK USD.01 | 8300 | 394416 |
| IES HOLDINGS INC | COMMON STOCK USD.01 | 4700 | 944512 |
| IGM BIOSCIENCES INC | COMMON STOCK USD.01 | 7200 | 43992 |
| IHEARTMEDIA INC CLASS A | COMMON STOCK | 56500 | 111870 |
| ILLUMINA INC | COMMON STOCK USD.01 | 87900 | 11746077 |
| IMAX CORP | COMMON STOCK | 25380 | 649728 |
| IMMERSION CORPORATION | COMMON STOCK USD.001 | 15900 | 138807 |
| IMMUNITYBIO INC | COMMON STOCK USD.0001 | 78200 | 200192 |
| IMMUNOME INC | COMMON STOCK USD.0001 | 28800 | 305856 |
| IMMUNOVANT INC | COMMON STOCK USD.0001 | 31900 | 790163 |
| IMPINJ INC | COMMON STOCK USD.001 | 12900 | 1873854 |
| INARI MEDICAL INC | COMMON STOCK USD.001 | 29800 | 1521290 |
| INDEPENDENCE REALTY TRUST IN | REIT USD.01 | 127100 | 2521664 |
| INDEPENDENT BANK CORP MICH | COMMON STOCK USD1.0 | 12500 | 435375 |
| INDEPENDENT BANK CORP/MA | COMMON STOCK USD.01 | 24098 | 1546851 |
| INDEPENDENT BANK GROUP INC | COMMON STOCK USD.01 | 21320 | 1293484 |
| INDIE SEMICONDUCTOR INC A | COMMON STOCK USD.0001 | 88900 | 360045 |
| INDUSTRIAL LOGISTICS PROPERT | REIT USD.01 | 7400 | 27010 |
| INFINERA CORP | COMMON STOCK USD.001 | 113700 | 747009 |
| INFORMATICA INC CLASS A | COMMON STOCK USD.01 | 44400 | 1151292 |
| INFORMATION SERVICES GROUP | COMMON STOCK USD.0001 | 10300 | 34402 |
| INFUSYSTEM HOLDINGS INC | COMMON STOCK USD.0001 | 9800 | 82810 |
| INGEVITY CORP | COMMON STOCK USD.01 | 21464 | 874658 |
| INGLES MARKETS INC CLASS A | COMMON STOCK USD.05 | 7131 | 459522 |
| INGRAM MICRO HOLDING CORP | COMMON STOCK USD.01 | 7100 | 137669 |
| INGREDION INC | COMMON STOCK USD.01 | 35600 | 4897136 |
| INHIBRX BIOSCIENCES INC | COMMON STOCK | 5100 | 78540 |
| INMODE LTD | COMMON STOCK ILS.01 | 43700 | 729790 |
| INNODATA INC | COMMON STOCK USD.01 | 14100 | 557232 |
| INNOSPEC INC | COMMON STOCK USD.01 | 13765 | 1514976 |
| INNOVAGE HOLDING CORP | COMMON STOCK USD.001 | 10400 | 40872 |
| INNOVATIVE INDUSTRIAL PROPER | REIT USD.001 | 16300 | 1086232 |
| INNOVEX INTERNATIONAL INC | COMMON STOCK USD.01 | 19300 | 269621 |
| INNOVID CORP | COMMON STOCK USD.0001 | 48700 | 150483 |
| INNOVIVA INC | COMMON STOCK USD.01 | 34400 | 596840 |
| INOGEN INC | COMMON STOCK USD.001 | 12698 | 116441 |
| INOZYME PHARMA INC | COMMON STOCK USD.0001 | 28300 | 78391 |
| INSIGHT ENTERPRISES INC | COMMON STOCK USD.01 | 15286 | 2325001 |

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| | | | |
|:---|:---|:---|:---|
| INSMED INC | COMMON STOCK USD.01 | 94857 | 6548927 |
| INSPERITY INC | COMMON STOCK USD.01 | 19043 | 1476023 |
| INSPIRE MEDICAL SYSTEMS INC | COMMON STOCK USD.001 | 16303 | 3022250 |
| INSPIRED ENTERTAINMENT INC | COMMON STOCK USD.0001 | 10700 | 96835 |
| INSTALLED BUILDING PRODUCTS | COMMON STOCK USD.01 | 13300 | 2330825 |
| INSTEEL INDUSTRIES INC | COMMON STOCK | 11548 | 311911 |
| INTAPP INC | COMMON STOCK USD.001 | 28900 | 1852201 |
| INTEGER HOLDINGS CORP | COMMON STOCK USD.001 | 18231 | 2415972 |
| INTEGRA LIFESCIENCES HOLDING | COMMON STOCK USD.01 | 37700 | 855036 |
| INTEGRAL AD SCIENCE HOLDING | COMMON STOCK USD.001 | 39400 | 411336 |
| INTELLIA THERAPEUTICS INC | COMMON STOCK USD.0001 | 51758 | 603498 |
| INTERACTIVE BROKERS GRO CL A | COMMON STOCK USD.01 | 58200 | 10282194 |
| INTERDIGITAL INC | COMMON STOCK USD.01 | 13919 | 2696389 |
| INTERFACE INC | COMMON STOCK USD.1 | 34125 | 830944 |
| INTERNATIONAL BANCSHARES CRP | COMMON STOCK USD1.0 | 29331 | 1852546 |
| INTERNATIONAL GAME TECHNOLOG | COMMON STOCK USD.1 | 58909 | 1040333 |
| INTERNATIONAL MONEY EXPRESS | COMMON STOCK USD.0001 | 17830 | 371399 |
| INTERNATIONAL SEAWAYS INC | COMMON STOCK | 22570 | 811166 |
| INTERPARFUMS INC | COMMON STOCK USD.001 | 10362 | 1362707 |
| INTRA CELLULAR THERAPIES INC | COMMON STOCK USD.0001 | 58346 | 4873058 |
| INTREPID POTASH INC | COMMON STOCK USD.001 | 5610 | 122971 |
| INTUITIVE MACHINES INC | COMMON STOCK USD.0001 | 16100 | 292376 |
| INVENTRUST PROPERTIES CORP | REIT USD.001 | 39900 | 1202187 |
| INVESCO MORTGAGE CAPITAL | REIT USD.01 | 23910 | 192476 |
| INVESTAR HOLDING CORP | COMMON STOCK USD1.0 | 1100 | 24156 |
| INVESTORS TITLE CO | COMMON STOCK | 600 | 142056 |
| IONIS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 86400 | 3020544 |
| IONQ INC | COMMON STOCK USD.0001 | 110300 | 4607231 |
| IOVANCE BIOTHERAPEUTICS INC | COMMON STOCK USD.000041666 | 148400 | 1098160 |
| IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 16800 | 1221696 |
| IRADIMED CORP | COMMON STOCK USD.0001 | 3848 | 211640 |
| IRHYTHM TECHNOLOGIES INC | COMMON STOCK USD.001 | 17697 | 1595738 |
| IRIDIUM COMMUNICATIONS INC | COMMON STOCK USD.001 | 64700 | 1877594 |
| IROBOT CORP | COMMON STOCK USD.01 | 16125 | 124969 |
| IRONWOOD PHARMACEUTICALS INC | COMMON STOCK USD.001 | 77428 | 343006 |
| ISPIRE TECHNOLOGY INC | COMMON STOCK USD.0001 | 5800 | 29174 |
| ITEOS THERAPEUTICS INC | COMMON STOCK USD.001 | 13700 | 105216 |
| ITRON INC | COMMON STOCK | 25691 | 2789529 |
| ITT INC | COMMON STOCK USD1.0 | 44700 | 6386736 |
| IVANHOE ELECTRIC INC / US | COMMON STOCK USD.0001 | 38700 | 292185 |
| J + J SNACK FOODS CORP | COMMON STOCK | 8422 | 1306505 |
| J. JILL INC | COMMON STOCK USD.01 | 1800 | 49716 |
| JACK IN THE BOX INC | COMMON STOCK USD.01 | 11322 | 471448 |
| JACKSON FINANCIAL INC A | COMMON STOCK USD.01 | 42500 | 3700900 |
| JAKKS PACIFIC INC | COMMON STOCK USD.001 | 4500 | 126675 |
| JAMES RIVER GROUP HOLDINGS L | COMMON STOCK USD.0002 | 17126 | 83404 |

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| | | | |
|:---|:---|:---|:---|
| JAMF HOLDING CORP | COMMON STOCK | 42700 | 599935 |
| JANUS HENDERSON GROUP PLC | COMMON STOCK USD1.5 | 72900 | 3100437 |
| JANUS INTERNATIONAL GROUP IN | COMMON STOCK USD.0001 | 79400 | 583590 |
| JANUX THERAPEUTICS INC | COMMON STOCK USD.001 | 15700 | 840578 |
| JASPER THERAPEUTICS INC | COMMON STOCK | 5600 | 119728 |
| JAZZ PHARMACEUTICALS PLC | COMMON STOCK USD.0001 | 34207 | 4212592 |
| JBG SMITH PROPERTIES | REIT USD.01 | 46958 | 721744 |
| JBT MAREL CORP | COMMON STOCK USD.01 | 25810 | 3280451 |
| JEFFERIES FINANCIAL GROUP IN | COMMON STOCK USD1.0 | 97000 | 7604800 |
| JELD WEN HOLDING INC | COMMON STOCK USD.01 | 49537 | 405708 |
| JETBLUE AIRWAYS CORP | COMMON STOCK USD.01 | 180692 | 1420239 |
| JOBY AVIATION INC | COMMON STOCK USD.0001 | 235200 | 1912176 |
| JOHN B. SANFILIPPO + SON INC | COMMON STOCK USD.01 | 5200 | 452972 |
| JOHN MARSHALL BANCORP INC | COMMON STOCK | 6800 | 136544 |
| JOHNSON OUTDOORS INC A | COMMON STOCK USD.05 | 2787 | 91971 |
| JOINT CORP/THE | COMMON STOCK USD.001 | 8646 | 91907 |
| JONES LANG LASALLE INC | COMMON STOCK USD.01 | 26060 | 6596828 |
| KADANT INC | COMMON STOCK USD.01 | 6544 | 2257615 |
| KAISER ALUMINUM CORP | COMMON STOCK USD.01 | 9239 | 649225 |
| KALTURA INC | COMMON STOCK USD.0001 | 48500 | 106700 |
| KALVISTA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 18791 | 159160 |
| KARAT PACKAGING INC | COMMON STOCK USD.001 | 4700 | 142222 |
| KB HOME | COMMON STOCK USD1.0 | 37390 | 2457271 |
| KBR INC | COMMON STOCK USD.001 | 72687 | 4210758 |
| KEARNY FINANCIAL CORP/MD | COMMON STOCK USD.01 | 35963 | 254618 |
| KELLY SERVICES INC A | COMMON STOCK USD1.0 | 18172 | 253318 |
| KEMPER CORP | COMMON STOCK USD.1 | 35284 | 2344269 |
| KENNAMETAL INC | COMMON STOCK USD1.25 | 45425 | 1091109 |
| KENNEDY WILSON HOLDINGS INC | COMMON STOCK USD.0001 | 66744 | 666773 |
| KEROS THERAPEUTICS INC | COMMON STOCK USD.0001 | 15000 | 237450 |
| KFORCE INC | COMMON STOCK USD.01 | 9990 | 566433 |
| KILROY REALTY CORP | REIT USD.01 | 65981 | 2668931 |
| KIMBALL ELECTRONICS INC | COMMON STOCK | 15000 | 280950 |
| KINDERCARE LEARNING COS INC | COMMON STOCK USD.01 | 15000 | 267000 |
| KINETIK HOLDINGS INC | COMMON STOCK USD.0001 | 21500 | 1219265 |
| KINGSWAY FINANCIAL SERVICES | COMMON STOCK | 6700 | 56079 |
| KINIKSA PHARMACEUTICALS INTE | COMMON STOCK USD.000273 | 19817 | 391980 |
| KINSALE CAPITAL GROUP INC | COMMON STOCK USD.01 | 12191 | 5670400 |
| KIRBY CORP | COMMON STOCK USD.1 | 31467 | 3329209 |
| KITE REALTY GROUP TRUST | REIT USD.01 | 114554 | 2891343 |
| KKR REAL ESTATE FINANCE TRUS | REIT USD.01 | 29692 | 299889 |
| KNIFE RIVER CORP | COMMON STOCK USD.01 | 31942 | 3246585 |
| KNIGHT SWIFT TRANSPORTATION | COMMON STOCK USD.01 | 86246 | 4574488 |
| KNOWLES CORP | COMMON STOCK USD.01 | 51675 | 1029883 |
| KODIAK GAS SERVICES INC | COMMON STOCK USD.01 | 17600 | 718608 |
| KODIAK SCIENCES INC | COMMON STOCK USD.0001 | 21000 | 208950 |
| KOHLS CORP | COMMON STOCK USD.01 | 64200 | 901368 |
| KONTOOR BRANDS INC | COMMON STOCK | 29084 | 2484064 |

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| | | | |
|:---|:---|:---|:---|
| KOPPERS HOLDINGS INC | COMMON STOCK USD.01 | 12122 | 392753 |
| KORN FERRY | COMMON STOCK USD.01 | 29600 | 1996520 |
| KORRO BIO INC | COMMON STOCK USD.001 | 3100 | 118017 |
| KOSMOS ENERGY LTD | COMMON STOCK USD.01 | 255900 | 875178 |
| KRATOS DEFENSE + SECURITY | COMMON STOCK USD.001 | 83573 | 2204656 |
| KRISPY KREME INC | COMMON STOCK USD.01 | 50900 | 505437 |
| KRONOS WORLDWIDE INC | COMMON STOCK USD.01 | 13998 | 136481 |
| KRYSTAL BIOTECH INC | COMMON STOCK USD.00001 | 13885 | 2175224 |
| KULICKE + SOFFA INDUSTRIES | COMMON STOCK | 31400 | 1465124 |
| KURA ONCOLOGY INC | COMMON STOCK USD.0001 | 41161 | 358512 |
| KURA SUSHI USA INC CLASS A | COMMON STOCK USD.001 | 3500 | 317030 |
| KYMERA THERAPEUTICS INC | COMMON STOCK USD.0001 | 24800 | 997704 |
| KYNDRYL HOLDINGS INC | COMMON STOCK USD.01 | 126100 | 4363060 |
| KYVERNA THERAPEUTICS INC | COMMON STOCK USD.00001 | 10300 | 38522 |
| LA Z BOY INC | COMMON STOCK USD1.0 | 24457 | 1065591 |
| LADDER CAPITAL CORP REIT | REIT USD.001 | 67967 | 760551 |
| LAKELAND FINANCIAL CORP | COMMON STOCK | 14150 | 972954 |
| LAMAR ADVERTISING CO A | REIT USD.001 | 47765 | 5814911 |
| LANCASTER COLONY CORP | COMMON STOCK | 10760 | 1862986 |
| LANDS END INC | COMMON STOCK USD.01 | 8004 | 105173 |
| LANDSEA HOMES CORP | COMMON STOCK USD.0001 | 13000 | 110370 |
| LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 19000 | 3265340 |
| LANTHEUS HOLDINGS INC | COMMON STOCK USD.01 | 37668 | 3369779 |
| LANZATECH GLOBAL INC | COMMON STOCK USD.0001 | 15000 | 20550 |
| LARIMAR THERAPEUTICS INC | COMMON STOCK USD.01 | 21600 | 83592 |
| LATHAM GROUP INC | COMMON STOCK USD.0001 | 22000 | 153120 |
| LATTICE SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 75100 | 4254415 |
| LAUREATE EDUCATION INC | COMMON STOCK USD.001 | 76196 | 1393625 |
| LAZARD INC | COMMON STOCK USD.01 | 61600 | 3171168 |
| LCI INDUSTRIES | COMMON STOCK USD.01 | 14130 | 1460901 |
| LCNB CORPORATION | COMMON STOCK | 6700 | 101371 |
| LEAR CORP | COMMON STOCK USD.01 | 28600 | 2708420 |
| LEGACY HOUSING CORP | COMMON STOCK USD.001 | 5600 | 138208 |
| LEGALZOOMCOM INC | COMMON STOCK | 78300 | 588033 |
| LEGGETT + PLATT INC | COMMON STOCK USD.01 | 76200 | 731520 |
| LEMAITRE VASCULAR INC | COMMON STOCK USD.01 | 11476 | 1057399 |
| LEMONADE INC | COMMON STOCK USD.00001 | 28800 | 1056384 |
| LENDINGCLUB CORP | COMMON STOCK USD.01 | 61612 | 997498 |
| LENDINGTREE INC | COMMON STOCK USD.01 | 6195 | 240056 |
| LENZ THERAPEUTICS INC | COMMON STOCK USD.00001 | 6357 | 183527 |
| LEONARDO DRS INC | COMMON STOCK USD.01 | 40800 | 1318248 |
| LESLIE S INC | COMMON STOCK USD.001 | 98300 | 219209 |
| LEXEO THERAPEUTICS INC | COMMON STOCK USD.0001 | 9200 | 60536 |
| LEXICON PHARMACEUTICALS INC | COMMON STOCK USD.001 | 45642 | 33707 |
| LGI HOMES INC | COMMON STOCK USD.01 | 12100 | 1081740 |
| LIBERTY BROADBAND A | COMMON STOCK USD.01 | 9121 | 678238 |

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| | | | |
|:---|:---|:---|:---|
| LIBERTY BROADBAND C | COMMON STOCK USD.01 | 60915 | 4554005 |
| LIBERTY ENERGY INC | COMMON STOCK | 88900 | 1768221 |
| LIBERTY GLOBAL LTD A | COMMON STOCK USD.01 | 93600 | 1194336 |
| LIBERTY GLOBAL LTD C | COMMON STOCK USD.01 | 93300 | 1225962 |
| LIBERTY LATIN AMERIC CL A | COMMON STOCK USD.01 | 20500 | 130380 |
| LIBERTY LATIN AMERIC CL C | COMMON STOCK USD.01 | 82036 | 520108 |
| LIBERTY MEDIA CORP FORMULA A | TRACKING STK | 13508 | 1135212 |
| LIBERTY MEDIA CORP FORMULA C | TRACKING STK | 115247 | 10678787 |
| LIBERTY MEDIA CORP LIBERTY A | TRACKING STK USD.01 | 11599 | 772029 |
| LIBERTY MEDIA CORP LIBERTY C | TRACKING STK USD.01 | 25806 | 1756356 |
| LIFE TIME GROUP HOLDINGS INC | COMMON STOCK USD.01 | 31900 | 705628 |
| LIFE360 INC | COMMON STOCK USD.001 | 5500 | 226985 |
| LIFECORE BIOMEDICAL INC | COMMON STOCK USD.001 | 4200 | 31206 |
| LIFEMD INC | COMMON STOCK | 15100 | 74745 |
| LIFESTANCE HEALTH GROUP INC | COMMON STOCK USD.01 | 70000 | 515900 |
| LIFEWAY FOODS INC | COMMON STOCK | 1600 | 39680 |
| LIFEZONE METALS LTD | COMMON STOCK | 12900 | 89655 |
| LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 9982 | 1069571 |
| LIGHT + WONDER INC | COMMON STOCK USD.001 | 49680 | 4291358 |
| LIGHTWAVE LOGIC INC | COMMON STOCK USD.001 | 65700 | 137970 |
| LIMBACH HOLDINGS INC | COMMON STOCK USD.0001 | 5000 | 427700 |
| LIMONEIRA CO | COMMON STOCK USD.01 | 10000 | 244600 |
| LINCOLN EDUCATIONAL SERVICES | COMMON STOCK | 15200 | 240464 |
| LINCOLN ELECTRIC HOLDINGS | COMMON STOCK | 29953 | 5615289 |
| LINCOLN NATIONAL CORP | COMMON STOCK | 91000 | 2885610 |
| LINDBLAD EXPEDITIONS HOLDING | COMMON STOCK USD.0001 | 20200 | 239572 |
| LINDSAY CORP | COMMON STOCK USD1.0 | 6433 | 761088 |
| LINEAGE CELL THERAPEUTICS IN | COMMON STOCK | 67500 | 33919 |
| LINEAGE INC | REIT | 34700 | 2032379 |
| LIONS GATE ENTERTAINMENT A | COMMON STOCK | 33800 | 288652 |
| LIONS GATE ENTERTAINMENT B | COMMON STOCK | 65715 | 496148 |
| LIQUIDIA CORP | COMMON STOCK USD.001 | 33600 | 395136 |
| LIQUIDITY SERVICES INC | COMMON STOCK USD.001 | 14307 | 461973 |
| LITHIA MOTORS INC | COMMON STOCK | 15001 | 5361807 |
| LITTELFUSE INC | COMMON STOCK USD.01 | 13676 | 3222749 |
| LIVANOVA PLC | COMMON STOCK GBP1.0 | 30009 | 1389717 |
| LIVE OAK BANCSHARES INC | COMMON STOCK | 19900 | 787045 |
| LIVERAMP HOLDINGS INC | COMMON STOCK USD.1 | 37600 | 1141912 |
| LIVEWIRE GROUP INC | COMMON STOCK USD.0001 | 6300 | 30303 |
| LOAR HOLDINGS INC | COMMON STOCK NPV | 16700 | 1234297 |
| LOGILITY SUPPLY CHAIN SOLUTI | COMMON STOCK USD.1 | 20700 | 229356 |
| LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 35631 | 3689590 |
| LOVESAC CO/THE | COMMON STOCK USD.00001 | 8400 | 198744 |
| LPL FINANCIAL HOLDINGS INC | COMMON STOCK | 41249 | 13468211 |
| LSB INDUSTRIES INC | COMMON STOCK USD.1 | 31300 | 237567 |
| LSI INDUSTRIES INC | COMMON STOCK | 14800 | 287416 |
| LTC PROPERTIES INC | REIT USD.01 | 22880 | 790504 |
| LUCID GROUP INC | COMMON STOCK USD.0001 | 535700 | 1617814 |

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| | | | |
|:---|:---|:---|:---|
| LUMEN TECHNOLOGIES INC | COMMON STOCK USD1.0 | 559300 | 2969883 |
| LUMENTUM HOLDINGS INC | COMMON STOCK USD.001 | 37318 | 3132846 |
| LUMINAR TECHNOLOGIES INC | COMMON STOCK USD.0001 | 10919 | 58744 |
| LUXFER HOLDINGS PLC | COMMON STOCK USD.5 | 16900 | 221221 |
| LXP INDUSTRIAL TRUST | REIT USD.0001 | 168108 | 1365037 |
| LYELL IMMUNOPHARMA INC | COMMON STOCK USD.0001 | 87900 | 56256 |
| LYFT INC A | COMMON STOCK USD.00001 | 202300 | 2609670 |
| M/I HOMES INC | COMMON STOCK USD.01 | 14842 | 1973244 |
| MAC COPPER LTD | COMMON STOCK USD.0001 | 30200 | 320724 |
| MACERICH CO/THE | REIT USD.01 | 126801 | 2525876 |
| MACOM TECHNOLOGY SOLUTIONS H | COMMON STOCK USD.001 | 30977 | 4024222 |
| MACROGENICS INC | COMMON STOCK USD.01 | 33601 | 109203 |
| MACY S INC | COMMON STOCK USD.01 | 154400 | 2613992 |
| MADISON SQUARE GARDEN ENTERT | COMMON STOCK USD.01 | 22907 | 815489 |
| MADISON SQUARE GARDEN SPORTS | COMMON STOCK USD.01 | 9917 | 2238069 |
| MADRIGAL PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 9878 | 3048054 |
| MAGNITE INC | COMMON STOCK USD.00001 | 71220 | 1133822 |
| MAGNOLIA OIL + GAS CORP A | COMMON STOCK USD.0001 | 97000 | 2267860 |
| MAIDEN HOLDINGS LTD | COMMON STOCK USD.01 | 47800 | 80782 |
| MALIBU BOATS INC A | COMMON STOCK USD.01 | 12000 | 451080 |
| MAMA S CREATIONS INC | COMMON STOCK | 10400 | 82784 |
| MAMMOTH ENERGY SERVICES INC | COMMON STOCK USD.01 | 13300 | 39900 |
| MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 33902 | 9161676 |
| MANITOWOC COMPANY INC | COMMON STOCK USD.01 | 21150 | 193100 |
| MANNKIND CORP | COMMON STOCK USD.01 | 152177 | 978498 |
| MANPOWERGROUP INC | COMMON STOCK USD.01 | 27400 | 1581528 |
| MAPLEBEAR INC | COMMON STOCK USD.0001 | 96000 | 3976320 |
| MARA HOLDINGS INC | COMMON STOCK USD.001 | 155400 | 2606058 |
| MARAVAI LIFESCIENCES HLDGS A | COMMON STOCK USD.01 | 65600 | 357520 |
| MARCUS + MILLICHAP INC | COMMON STOCK USD.0001 | 13500 | 516510 |
| MARCUS CORPORATION | COMMON STOCK USD1.0 | 13800 | 296700 |
| MARINE PRODUCTS CORP | COMMON STOCK USD.1 | 4962 | 45502 |
| MARINEMAX INC | COMMON STOCK USD.001 | 12762 | 369460 |
| MARKEL GROUP INC | COMMON STOCK | 7000 | 12083610 |
| MARKETWISE INC | COMMON STOCK USD.0001 | 19200 | 10896 |
| MARQETA INC A | COMMON STOCK USD.0001 | 255000 | 966450 |
| MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 20010 | 1796898 |
| MARTEN TRANSPORT LTD | COMMON STOCK USD.01 | 34909 | 544929 |
| MARVELL TECHNOLOGY INC | COMMON STOCK USD.002 | 475781 | 52550011 |
| MASIMO CORP | COMMON STOCK USD.001 | 24000 | 3967200 |
| MASTEC INC | COMMON STOCK USD.1 | 34868 | 4746930 |
| MASTERBRAND INC | COMMON STOCK USD.01 | 72900 | 1065069 |
| MASTERCRAFT BOAT HOLDINGS IN | COMMON STOCK USD.01 | 10000 | 190700 |
| MATADOR RESOURCES CO | COMMON STOCK USD.01 | 64837 | 3647730 |
| MATERION CORP | COMMON STOCK | 12059 | 1192394 |
| MATIV HOLDINGS INC | COMMON STOCK USD.1 | 30898 | 336788 |
| MATRIX SERVICE CO | COMMON STOCK USD.01 | 2600 | 31122 |
| MATSON INC | COMMON STOCK | 18424 | 2484292 |

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| | | | |
|:---|:---|:---|:---|
| MATTEL INC | COMMON STOCK USD1.0 | 182701 | 3239289 |
| MATTERPORT INC | COMMON STOCK USD.0001 | 142700 | 676398 |
| MATTHEWS INTL CORP CLASS A | COMMON STOCK USD1.0 | 17808 | 492925 |
| MAUI LAND + PINEAPPLE CO | COMMON STOCK | 5100 | 112098 |
| MAXCYTE INC | COMMON STOCK | 49700 | 206752 |
| MAXIMUS INC | COMMON STOCK | 32528 | 2428215 |
| MAXLINEAR INC | COMMON STOCK | 44080 | 871902 |
| MAYVILLE ENGINEERING CO INC | COMMON STOCK | 6600 | 103752 |
| MBIA INC | COMMON STOCK USD1.0 | 25436 | 164317 |
| MBX BIOSCIENCES INC | COMMON STOCK USD.0001 | 3900 | 71877 |
| MCGRATH RENTCORP | COMMON STOCK | 13826 | 1546023 |
| MDU RESOURCES GROUP INC | COMMON STOCK USD1.0 | 111368 | 2006851 |
| MEDALLION FINANCIAL CORP | COMMON STOCK USD.01 | 2600 | 24414 |
| MEDIAALPHA INC CLASS A | COMMON STOCK USD.01 | 14484 | 163524 |
| MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 327181 | 1292365 |
| MEDIFAST INC | COMMON STOCK USD.001 | 6112 | 107693 |
| MEDIWOUND LTD | COMMON STOCK ILS.01 | 1500 | 26700 |
| MEDPACE HOLDINGS INC | COMMON STOCK USD.01 | 13879 | 4611020 |
| MEIRAGTX HOLDINGS PLC | COMMON STOCK USD.00001 | 22800 | 138852 |
| MERCANTILE BANK CORP | COMMON STOCK | 8900 | 395961 |
| MERCHANTS BANCORP/IN | COMMON STOCK | 8757 | 319368 |
| MERCURY GENERAL CORP | COMMON STOCK | 15600 | 1037088 |
| MERCURY SYSTEMS INC | COMMON STOCK USD.01 | 31896 | 1339632 |
| MERIDIANLINK INC | COMMON STOCK USD.001 | 16000 | 330400 |
| MERIT MEDICAL SYSTEMS INC | COMMON STOCK | 31230 | 3020566 |
| MERITAGE HOMES CORP | COMMON STOCK USD.01 | 19860 | 3054865 |
| MERRIMACK PHARMACEUTICALS IN | COMMON STOCK USD.01 | 3400 | 102 |
| MERSANA THERAPEUTICS INC | COMMON STOCK USD.0001 | 62094 | 88794 |
| MESA LABORATORIES INC | COMMON STOCK | 3100 | 408797 |
| METAGENOMI INC | COMMON STOCK | 13100 | 47291 |
| METALLUS INC | COMMON STOCK | 24800 | 350424 |
| METHODE ELECTRONICS INC | COMMON STOCK USD.5 | 19360 | 228254 |
| METROCITY BANKSHARES INC | COMMON STOCK | 10400 | 332280 |
| METROPOLITAN BANK HOLDING CO | COMMON STOCK USD.01 | 6200 | 362080 |
| MFA FINANCIAL INC | REIT USD.01 | 60425 | 615731 |
| MGE ENERGY INC | COMMON STOCK USD1.0 | 20950 | 1968462 |
| MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 141400 | 3352594 |
| MGP INGREDIENTS INC | COMMON STOCK | 8574 | 337558 |
| MICROSTRATEGY INC CL A | COMMON STOCK USD.001 | 91300 | 26442306 |
| MICROVISION INC | COMMON STOCK USD.001 | 112900 | 147899 |
| MID PENN BANCORP INC | COMMON STOCK USD1.0 | 8800 | 253792 |
| MIDDLEBY CORP | COMMON STOCK USD.01 | 29382 | 3979792 |
| MIDDLEFIELD BANC CORP | COMMON STOCK | 4300 | 120615 |
| MIDDLESEX WATER CO | COMMON STOCK | 10492 | 552194 |
| MIDLAND STATES BANCORP INC | COMMON STOCK USD.01 | 13099 | 319616 |
| MIDWESTONE FINANCIAL GROUP I | COMMON STOCK USD.01 | 8700 | 253344 |
| MILLER INDUSTRIES INC/TENN | COMMON STOCK USD.01 | 6800 | 444448 |
| MILLERKNOLL INC | COMMON STOCK USD.2 | 42560 | 961430 |

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| | | | |
|:---|:---|:---|:---|
| MIMEDX GROUP INC | COMMON STOCK USD.001 | 69400 | 667628 |
| MIND MEDICINE MINDMED INC | COMMON STOCK | 40300 | 280488 |
| MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 18610 | 1418268 |
| MINERALYS THERAPEUTICS INC | COMMON STOCK USD.0001 | 13200 | 162492 |
| MIRION TECHNOLOGIES INC | COMMON STOCK USD.0001 | 112500 | 1963125 |
| MIRUM PHARMACEUTICALS INC | COMMON STOCK | 21975 | 908666 |
| MISSION PRODUCE INC | COMMON STOCK USD.001 | 28100 | 403797 |
| MISTER CAR WASH INC | COMMON STOCK USD.01 | 42900 | 312741 |
| MISTRAS GROUP INC | COMMON STOCK USD.01 | 12900 | 116874 |
| MITEK SYSTEMS INC | COMMON STOCK USD.001 | 24900 | 277137 |
| MKS INSTRUMENTS INC | COMMON STOCK | 37203 | 3883621 |
| MODINE MANUFACTURING CO | COMMON STOCK USD.625 | 28800 | 3338784 |
| MODIVCARE INC | COMMON STOCK USD.001 | 7755 | 91819 |
| MOELIS + CO CLASS A | COMMON STOCK USD.01 | 38600 | 2851768 |
| MONARCH CASINO + RESORT INC | COMMON STOCK USD.01 | 7725 | 609503 |
| MONEYLION INC | COMMON STOCK | 4800 | 412848 |
| MONGODB INC | COMMON STOCK USD.001 | 39500 | 9195995 |
| MONRO INC | COMMON STOCK USD.01 | 17208 | 426758 |
| MONTAUK RENEWABLES INC | COMMON STOCK USD.01 | 36100 | 143678 |
| MONTE ROSA THERAPEUTICS INC | COMMON STOCK USD.0001 | 20600 | 142964 |
| MONTROSE ENVIRONMENTAL GROUP | COMMON STOCK USD.000004 | 16200 | 300510 |
| MOOG INC CLASS A | COMMON STOCK USD1.0 | 15999 | 3149243 |
| MORNINGSTAR INC | COMMON STOCK | 14695 | 4948688 |
| MOVADO GROUP INC | COMMON STOCK USD.01 | 7700 | 151536 |
| MP MATERIALS CORP | COMMON STOCK USD.0001 | 68700 | 1071720 |
| MR COOPER GROUP INC | COMMON STOCK USD.01 | 35301 | 3389249 |
| MRC GLOBAL INC | COMMON STOCK USD.01 | 48452 | 619217 |
| MSA SAFETY INC | COMMON STOCK | 20115 | 3334464 |
| MSC INDUSTRIAL DIRECT CO A | COMMON STOCK USD.001 | 23201 | 1732883 |
| MUELLER INDUSTRIES INC | COMMON STOCK USD.01 | 61180 | 4855245 |
| MUELLER WATER PRODUCTS INC A | COMMON STOCK USD.01 | 86900 | 1955250 |
| MURPHY OIL CORP | COMMON STOCK USD1.0 | 79209 | 2396864 |
| MURPHY USA INC | COMMON STOCK USD.01 | 10002 | 5018504 |
| MVB FINANCIAL CORP | COMMON STOCK USD1.0 | 6400 | 132480 |
| MYERS INDUSTRIES INC | COMMON STOCK | 21443 | 236731 |
| MYR GROUP INC/DELAWARE | COMMON STOCK USD.01 | 9200 | 1368684 |
| MYRIAD GENETICS INC | COMMON STOCK USD.01 | 51400 | 704694 |
| N ABLE INC | COMMON STOCK USD.001 | 39461 | 368566 |
| N B T BANCORP INC | COMMON STOCK USD.01 | 26878 | 1283693 |
| NABORS INDUSTRIES LTD | COMMON STOCK USD.001 | 4982 | 284821 |
| NACCO INDUSTRIES CL A | COMMON STOCK USD1.0 | 1500 | 44730 |
| NANO NUCLEAR ENERGY INC | COMMON STOCK USD.0001 | 2600 | 64727 |
| NANO X IMAGING LTD | COMMON STOCK ILS.01 | 27500 | 198000 |
| NAPCO SECURITY TECHNOLOGIES | COMMON STOCK USD.01 | 19290 | 685952 |
| NATERA INC | COMMON STOCK | 63531 | 10056957 |
| NATHAN S FAMOUS INC | COMMON STOCK USD.01 | 700 | 55027 |
| NATIONAL BANK HOLD CL A | COMMON STOCK | 21600 | 930096 |
| NATIONAL BANKSHARES INC/VA | COMMON STOCK USD1.25 | 3100 | 89001 |

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| | | | |
|:---|:---|:---|:---|
| NATIONAL BEVERAGE CORP | COMMON STOCK USD.01 | 11920 | 508626 |
| NATIONAL CINEMEDIA INC | COMMON STOCK USD.01 | 39000 | 258960 |
| NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 50010 | 3034607 |
| NATIONAL HEALTHCARE CORP | COMMON STOCK USD.01 | 7297 | 784865 |
| NATIONAL PRESTO INDS INC | COMMON STOCK USD1.0 | 3100 | 305102 |
| NATIONAL RESEARCH CORP | COMMON STOCK USD.001 | 9027 | 159236 |
| NATIONAL STORAGE AFFILIATES | REIT USD.01 | 39700 | 1505027 |
| NATIONAL VISION HOLDINGS INC | COMMON STOCK USD.01 | 45755 | 476767 |
| NATL HEALTH INVESTORS INC | REIT USD.01 | 24117 | 1671308 |
| NATURAL GAS SERVICES GROUP | COMMON STOCK USD.01 | 1700 | 45560 |
| NATURAL GROCERS BY VITAMIN C | COMMON STOCK USD.001 | 6300 | 250236 |
| NATURES SUNSHINE PRODS INC | COMMON STOCK | 9129 | 133831 |
| NAUTILUS BIOTECHNOLOGY INC | COMMON STOCK USD.0001 | 26700 | 44856 |
| NAVIENT CORP | COMMON STOCK USD.01 | 33100 | 439899 |
| NAVITAS SEMICONDUCTOR CORP | COMMON STOCK USD.0001 | 63700 | 227409 |
| NB BANCORP INC | COMMON STOCK USD.01 | 21800 | 393708 |
| NCINO INC | COMMON STOCK USD.0005 | 44700 | 1501026 |
| NCR ATLEOS CORP | COMMON STOCK USD.01 | 38591 | 1309007 |
| NCR VOYIX CORP | COMMON STOCK USD.01 | 76182 | 1054359 |
| NEKTAR THERAPEUTICS | COMMON STOCK USD.0001 | 49900 | 46407 |
| NELNET INC CL A | COMMON STOCK USD.01 | 7400 | 790394 |
| NEOGEN CORP | COMMON STOCK USD.16 | 122622 | 1488631 |
| NEOGENOMICS INC | COMMON STOCK USD.001 | 74183 | 1222536 |
| NERDWALLET INC CL A | COMMON STOCK USD.0001 | 19400 | 258020 |
| NERDY INC | COMMON STOCK USD.0001 | 35600 | 57672 |
| NET LEASE OFFICE PROPERTY | REIT USD.001 | 8324 | 259792 |
| NET POWER INC | COMMON STOCK USD.0001 | 11900 | 126021 |
| NETGEAR INC | COMMON STOCK USD.001 | 15800 | 440346 |
| NETSCOUT SYSTEMS INC | COMMON STOCK USD.001 | 39829 | 862696 |
| NETSTREIT CORP | REIT USD.01 | 39500 | 558925 |
| NEUMORA THERAPEUTICS INC | COMMON STOCK USD.0001 | 47100 | 499260 |
| NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 56050 | 7650825 |
| NEUROGENE INC | COMMON STOCK USD.000001 | 5700 | 130302 |
| NEUROPACE INC | COMMON STOCK USD.001 | 2300 | 25737 |
| NEVRO CORP | COMMON STOCK USD.001 | 19800 | 73656 |
| NEW FORTRESS ENERGY INC | COMMON STOCK USD.01 | 42500 | 642600 |
| NEW JERSEY RESOURCES CORP | COMMON STOCK USD2.5 | 51730 | 2413205 |
| NEW YORK MORTGAGE TRUST INC | REIT USD.02 | 54100 | 327846 |
| NEW YORK TIMES CO A | COMMON STOCK USD.1 | 86600 | 4507530 |
| NEWELL BRANDS INC | COMMON STOCK USD1.0 | 225200 | 2242992 |
| NEWMARK GROUP INC CLASS A | COMMON STOCK USD.01 | 78150 | 1001102 |
| NEWMARKET CORP | COMMON STOCK | 3559 | 1880398 |
| NEWTEKONE INC | COMMON STOCK USD.02 | 13000 | 166010 |
| NEXPOINT DIVERSIFIED REAL ES | REIT USD.001 | 18049 | 110099 |
| NEXPOINT REAL ESTATE FINANCE | REIT USD.01 | 2400 | 37656 |
| NEXPOINT RESIDENTIAL | REIT USD.01 | 13100 | 546925 |

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| | | | |
|:---|:---|:---|:---|
| NEXSTAR MEDIA GROUP INC | COMMON STOCK USD.01 | 16505 | 2607295 |
| NEXTDECADE CORP | COMMON STOCK USD.0001 | 62600 | 482646 |
| NEXTDOOR HOLDINGS INC | COMMON STOCK USD.0001 | 83000 | 196710 |
| NEXTNAV INC | COMMON STOCK USD.0001 | 42300 | 658188 |
| NEXTRACKER INC CL A | COMMON STOCK USD.0001 | 79400 | 2900482 |
| NI HOLDINGS INC | COMMON STOCK USD.01 | 6400 | 100480 |
| NIAGEN BIOSCIENCE INC | COMMON STOCK USD.001 | 25300 | 134217 |
| NICOLET BANKSHARES INC | COMMON STOCK USD.01 | 7800 | 818298 |
| NKARTA INC | COMMON STOCK | 18800 | 46812 |
| NLIGHT INC | COMMON STOCK | 27286 | 286230 |
| NMI HOLDINGS INC | COMMON STOCK USD.01 | 44000 | 1617440 |
| NNN REIT INC | REIT USD.01 | 102356 | 4181243 |
| NOBLE CORP PLC | COMMON STOCK USD.00001 | 76541 | 2403387 |
| NORDIC AMERICAN TANKERS LTD | COMMON STOCK USD.01 | 111500 | 278750 |
| NORDSTROM INC | COMMON STOCK | 56400 | 1362060 |
| NORTHEAST BANK | COMMON STOCK USD1.0 | 4200 | 385266 |
| NORTHEAST COMMUNITY BANCORP | COMMON STOCK | 5600 | 136976 |
| NORTHERN OIL AND GAS INC | COMMON STOCK USD.001 | 51700 | 1921172 |
| NORTHFIELD BANCORP INC | COMMON STOCK USD.01 | 25053 | 291116 |
| NORTHRIM BANCORP INC | COMMON STOCK USD1.0 | 2900 | 226026 |
| NORTHWEST BANCSHARES INC | COMMON STOCK USD.01 | 60595 | 799248 |
| NORTHWEST NATURAL HOLDING CO | COMMON STOCK | 20716 | 819525 |
| NORTHWEST PIPE CO | COMMON STOCK USD.01 | 6244 | 301335 |
| NORTHWESTERN ENERGY GROUP IN | COMMON STOCK USD.01 | 35795 | 1913601 |
| NORWOOD FINANCIAL CORP | COMMON STOCK USD.1 | 4000 | 108820 |
| NOV INC | COMMON STOCK USD.01 | 207100 | 3023660 |
| NOVAGOLD RESOURCES INC | COMMON STOCK | 133400 | 444222 |
| NOVANTA INC | COMMON STOCK | 20100 | 3070677 |
| NOVAVAX INC | COMMON STOCK USD.01 | 83360 | 670214 |
| NOVOCURE LTD | COMMON STOCK | 59571 | 1775216 |
| NPK INTERNATIONAL INC | COMMON STOCK USD.01 | 46591 | 357353 |
| NU HOLDINGS LTD/CAYMAN ISL A | COMMON STOCK USD.000006667 | 1766400 | 18299904 |
| NU SKIN ENTERPRISES INC A | COMMON STOCK USD.001 | 28491 | 196303 |
| NURIX THERAPEUTICS INC | COMMON STOCK | 37600 | 708384 |
| NUSCALE POWER CORP | COMMON STOCK USD.0001 | 46400 | 831952 |
| NUTANIX INC A | COMMON STOCK USD.000025 | 138685 | 8484748 |
| NUVALENT INC A | COMMON STOCK USD.0001 | 19100 | 1495148 |
| NUVATION BIO INC | COMMON STOCK USD.0001 | 93100 | 247646 |
| NV5 GLOBAL INC | COMMON STOCK USD.01 | 32800 | 617952 |
| NVE CORP | COMMON STOCK USD.01 | 2700 | 219861 |
| NVENT ELECTRIC PLC | COMMON STOCK USD.01 | 91430 | 6231869 |
| O I GLASS INC | COMMON STOCK USD.01 | 91140 | 987958 |
| OAK VALLEY BANCORP | COMMON STOCK | 3900 | 114075 |
| OCEANEERING INTL INC | COMMON STOCK USD.25 | 58303 | 1520542 |
| OCEANFIRST FINANCIAL CORP | COMMON STOCK USD.01 | 33932 | 614169 |
| OCUGEN INC | COMMON STOCK USD.001 | 142600 | 114793 |
| OCULAR THERAPEUTIX INC | COMMON STOCK USD.0001 | 82850 | 707539 |
| ODP CORP/THE | COMMON STOCK USD.01 | 18624 | 423510 |

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| | | | |
|:---|:---|:---|:---|
| OFG BANCORP | COMMON STOCK USD1.0 | 26218 | 1109546 |
| OGE ENERGY CORP | COMMON STOCK USD.01 | 108600 | 4479750 |
| OIL DRI CORP OF AMERICA | COMMON STOCK USD.1 | 2800 | 245392 |
| OIL STATES INTERNATIONAL INC | COMMON STOCK USD.01 | 35900 | 181654 |
| OKTA INC | COMMON STOCK | 88400 | 6965920 |
| OLAPLEX HOLDINGS INC | COMMON STOCK USD.001 | 71700 | 124041 |
| OLD NATIONAL BANCORP | COMMON STOCK | 164960 | 3580457 |
| OLD REPUBLIC INTL CORP | COMMON STOCK USD1.0 | 134770 | 4877326 |
| OLD SECOND BANCORP INC | COMMON STOCK USD1.0 | 24800 | 440944 |
| OLEMA PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 20200 | 117766 |
| OLIN CORP | COMMON STOCK USD1.0 | 65135 | 2201563 |
| OLLIE S BARGAIN OUTLET HOLDI | COMMON STOCK USD.001 | 34229 | 3755948 |
| OLO INC CLASS A | COMMON STOCK USD.001 | 58800 | 451584 |
| OLYMPIC STEEL INC | COMMON STOCK | 5789 | 189937 |
| OMEGA FLEX INC | COMMON STOCK USD.01 | 2100 | 88137 |
| OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 148596 | 5624359 |
| OMEROS CORP | COMMON STOCK USD.01 | 34400 | 339872 |
| OMNIAB INC | COMMON STOCK USD.0001 | 50512 | 178812 |
| OMNICELL INC | COMMON STOCK USD.001 | 26500 | 1179780 |
| ON24 INC | COMMON STOCK USD.0001 | 20700 | 133722 |
| ONE GAS INC | COMMON STOCK | 29300 | 2029025 |
| ONE GROUP HOSPITALITY INC/TH | COMMON STOCK USD.0001 | 11400 | 33060 |
| ONE LIBERTY PROPERTIES INC | REIT USD1.0 | 8895 | 242300 |
| ONEMAIN HOLDINGS INC | COMMON STOCK USD.01 | 60735 | 3166116 |
| ONESPAN INC | COMMON STOCK USD.001 | 22674 | 420376 |
| ONESPAWORLD HOLDINGS LTD | COMMON STOCK USD.0001 | 51600 | 1026840 |
| ONEWATER MARINE INC CL A | COMMON STOCK USD.01 | 7100 | 123398 |
| ONITY GROUP INC | COMMON STOCK USD.01 | 3400 | 104414 |
| ONTO INNOVATION INC | COMMON STOCK | 27290 | 4548424 |
| OOMA INC | COMMON STOCK | 14300 | 201058 |
| OPEN LENDING CORP | COMMON STOCK | 57400 | 342678 |
| OPENDOOR TECHNOLOGIES INC | COMMON STOCK USD.0001 | 327300 | 523680 |
| OPENLANE INC | COMMON STOCK USD.01 | 62009 | 1230259 |
| OPKO HEALTH INC | COMMON STOCK USD.01 | 178222 | 261986 |
| OPPFI INC | COMMON STOCK USD.0001 | 10200 | 78132 |
| OPTIMIZERX CORP | COMMON STOCK USD.001 | 10495 | 51006 |
| OPTION CARE HEALTH INC | COMMON STOCK USD.0001 | 96179 | 2231353 |
| ORANGE COUNTY BANCORP INC | COMMON STOCK USD.25 | 3000 | 166710 |
| ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 39510 | 142631 |
| ORCHESTRA BIOMED HOLDINGS IN | COMMON STOCK USD.0001 | 9500 | 38000 |
| ORCHID ISLAND CAPITAL INC | REIT USD.01 | 30239 | 235259 |
| ORGANOGENESIS HOLDINGS INC | COMMON STOCK USD.0001 | 39500 | 126400 |
| ORGANON + CO | COMMON STOCK USD.01 | 142200 | 2121624 |
| ORIC PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 28700 | 231609 |
| ORIGIN BANCORP INC | COMMON STOCK | 16900 | 562601 |
| ORION GROUP HOLDINGS INC | COMMON STOCK USD.01 | 8000 | 58640 |

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| | | | |
|:---|:---|:---|:---|
| ORION PROPERTIES INC | REIT USD.01 | 30700 | 113897 |
| ORION SA | COMMON STOCK | 31900 | 503701 |
| ORMAT TECHNOLOGIES INC | COMMON STOCK USD.001 | 30355 | 2055641 |
| ORRSTOWN FINL SERVICES INC | COMMON STOCK | 11250 | 411863 |
| ORTHOFIX MEDICAL INC | COMMON STOCK USD.1 | 19983 | 348903 |
| ORTHOPEDIATRICS CORP | COMMON STOCK USD.00025 | 8846 | 205050 |
| OSCAR HEALTH INC CLASS A | COMMON STOCK USD.00001 | 108900 | 1463616 |
| OSHKOSH CORP | COMMON STOCK USD.01 | 35425 | 3367855 |
| OSI SYSTEMS INC | COMMON STOCK | 9300 | 1557099 |
| OTTER TAIL CORP | COMMON STOCK USD5.0 | 23800 | 1757392 |
| OUSTER INC | COMMON STOCK USD.0001 | 24200 | 295724 |
| OUTBRAIN INC | COMMON STOCK USD.001 | 17200 | 123496 |
| OUTFRONT MEDIA INC | REIT USD.01 | 84022 | 1490550 |
| OUTLOOK THERAPEUTICS INC | COMMON STOCK USD.01 | 4034 | 7624 |
| OVID THERAPEUTICS INC | COMMON STOCK USD.001 | 31600 | 29505 |
| OVINTIV INC | COMMON STOCK | 143900 | 5827950 |
| OWENS + MINOR INC | COMMON STOCK USD2.0 | 42871 | 560324 |
| OWENS CORNING | COMMON STOCK USD.001 | 47396 | 8072487 |
| OXFORD INDUSTRIES INC | COMMON STOCK USD1.0 | 8691 | 684677 |
| P10 INC A | COMMON STOCK USD.001 | 23900 | 301379 |
| PACIFIC BIOSCIENCES OF CALIF | COMMON STOCK USD.0001 | 148512 | 271777 |
| PACIFIC PREMIER BANCORP INC | COMMON STOCK USD.01 | 55628 | 1386250 |
| PACIRA BIOSCIENCES INC | COMMON STOCK USD.001 | 27000 | 508680 |
| PACS GROUP INC | COMMON STOCK USD.001 | 21700 | 284487 |
| PACTIV EVERGREEN INC | COMMON STOCK | 23400 | 408798 |
| PAGAYA TECHNOLOGIES LTD A | COMMON STOCK USD.0001 | 22600 | 209954 |
| PAGERDUTY INC | COMMON STOCK USD.000005 | 51463 | 939714 |
| PAGSEGURO DIGITAL LTD CL A | COMMON STOCK USD.000025 | 111100 | 695486 |
| PALOMAR HOLDINGS INC | COMMON STOCK USD.0001 | 14433 | 1523980 |
| PAMT CORP | COMMON STOCK USD.01 | 3600 | 58968 |
| PANGAEA LOGISTICS SOLUTIONS | COMMON STOCK USD.0001 | 20000 | 107200 |
| PAPA JOHN S INTL INC | COMMON STOCK USD.01 | 18650 | 765956 |
| PAR PACIFIC HOLDINGS INC | COMMON STOCK USD.01 | 29090 | 476785 |
| PAR TECHNOLOGY CORP/DEL | COMMON STOCK USD.02 | 20100 | 1460667 |
| PARAGON 28 INC | COMMON STOCK USD.01 | 24900 | 257217 |
| PARAMOUNT GROUP INC | REIT USD.01 | 100900 | 498446 |
| PARK AEROSPACE CORP | COMMON STOCK USD.1 | 11150 | 163348 |
| PARK HOTELS + RESORTS INC | REIT USD.01 | 116873 | 1644403 |
| PARK NATIONAL CORP | COMMON STOCK | 8317 | 1425783 |
| PARK OHIO HOLDINGS CORP | COMMON STOCK USD1.0 | 5400 | 141858 |
| PARKE BANCORP INC | COMMON STOCK USD.1 | 5900 | 121009 |
| PARSONS CORP | COMMON STOCK USD1.0 | 25000 | 2306250 |
| PATHWARD FINANCIAL INC | COMMON STOCK USD.01 | 14116 | 1038655 |
| PATRIA INVESTMENTS LTD A | COMMON STOCK USD.0001 | 30600 | 355878 |
| PATRICK INDUSTRIES INC | COMMON STOCK | 18555 | 1541549 |
| PATTERSON COS INC | COMMON STOCK USD.01 | 45563 | 1406074 |
| PATTERSON UTI ENERGY INC | COMMON STOCK USD.01 | 204832 | 1691912 |
| PAYCOR HCM INC | COMMON STOCK USD.001 | 43400 | 805938 |

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| | | | |
|:---|:---|:---|:---|
| PAYLOCITY HOLDING CORP | COMMON STOCK USD.001 | 24431 | 4873252 |
| PAYONEER GLOBAL INC | COMMON STOCK USD.01 | 154000 | 1546160 |
| PAYSAFE LTD | COMMON STOCK USD.0001 | 19325 | 330458 |
| PAYSIGN INC | COMMON STOCK | 18000 | 54360 |
| PBF ENERGY INC CLASS A | COMMON STOCK USD.001 | 57251 | 1520014 |
| PC CONNECTION INC | COMMON STOCK USD.01 | 6600 | 457182 |
| PCB BANCORP | COMMON STOCK | 6400 | 129536 |
| PDF SOLUTIONS INC | COMMON STOCK USD.00015 | 17600 | 476608 |
| PEABODY ENERGY CORP | COMMON STOCK | 67700 | 1417638 |
| PEAKSTONE REALTY TRUST | REIT | 21100 | 233577 |
| PEAPACK GLADSTONE FINL CORP | COMMON STOCK | 10805 | 346300 |
| PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 68255 | 924855 |
| PEDIATRIX MEDICAL GROUP INC | COMMON STOCK USD.01 | 47547 | 623817 |
| PEGASYSTEMS INC | COMMON STOCK USD.01 | 24561 | 2289085 |
| PELOTON INTERACTIVE INC A | COMMON STOCK USD.000025 | 190600 | 1658220 |
| PENGUIN SOLUTIONS INC | COMMON STOCK USD.01 | 30126 | 578118 |
| PENN ENTERTAINMENT INC | COMMON STOCK USD.01 | 86400 | 1712448 |
| PENNANT GROUP INC/THE | COMMON STOCK USD.001 | 16882 | 447711 |
| PENNYMAC FINANCIAL SERVICES | COMMON STOCK USD.0001 | 14658 | 1497168 |
| PENNYMAC MORTGAGE INVESTMENT | REIT USD.01 | 41042 | 516719 |
| PENSKE AUTOMOTIVE GROUP INC | COMMON STOCK USD.0001 | 8500 | 1295740 |
| PENUMBRA INC | COMMON STOCK USD.001 | 20400 | 4844592 |
| PEOPLES BANCORP INC | COMMON STOCK | 20505 | 649803 |
| PEOPLES BANCORP OF NC | COMMON STOCK | 800 | 25000 |
| PEOPLES FINANCIAL SERVICES | COMMON STOCK USD2.0 | 3805 | 194740 |
| PEPGEN INC | COMMON STOCK USD.0001 | 6000 | 22740 |
| PERDOCEO EDUCATION CORP | COMMON STOCK USD.01 | 38182 | 1010678 |
| PERELLA WEINBERG PARTNERS | COMMON STOCK USD.0001 | 25600 | 610304 |
| PERFORMANCE FOOD GROUP CO | COMMON STOCK USD.01 | 83884 | 7092392 |
| PERFORMANT HEALTHCARE INC | COMMON STOCK USD.01 | 37100 | 112042 |
| PERIMETER SOLUTIONS INC | COMMON STOCK | 80300 | 1026234 |
| PERMA FIX ENVIRONMENTAL SVCS | COMMON STOCK USD.001 | 4500 | 49815 |
| PERMIAN RESOURCES CORP | COMMON STOCK USD.0001 | 356038 | 5119826 |
| PERPETUA RESOURCES CORP | COMMON STOCK | 21600 | 230472 |
| PERRIGO CO PLC | COMMON STOCK EUR.001 | 79600 | 2046516 |
| PERSPECTIVE THERAPEUTICS INC | COMMON STOCK USD.001 | 26400 | 84216 |
| PETCO HEALTH AND WELLNESS CO | COMMON STOCK USD.001 | 46100 | 175641 |
| PHATHOM PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 19300 | 156716 |
| PHIBRO ANIMAL HEALTH CORP A | COMMON STOCK USD.001 | 11913 | 250173 |
| PHILLIPS EDISON + COMPANY IN | REIT USD.01 | 65400 | 2449884 |
| PHINIA INC | COMMON STOCK USD.01 | 26000 | 1252420 |
| PHOTRONICS INC | COMMON STOCK USD.01 | 30642 | 721926 |
| PHREESIA INC | COMMON STOCK USD.01 | 30594 | 769745 |
| PIEDMONT LITHIUM INC | COMMON STOCK USD.0001 | 10000 | 87400 |
| PIEDMONT OFFICE REALTY TRU A | REIT USD.01 | 72800 | 666120 |
| PILGRIM S PRIDE CORP | COMMON STOCK USD.01 | 23442 | 1064032 |

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| | | | |
|:---|:---|:---|:---|
| PINNACLE FINANCIAL PARTNERS | COMMON STOCK USD1.0 | 41897 | 4792598 |
| PINTEREST INC CLASS A | COMMON STOCK USD.00001 | 332086 | 9630494 |
| PIONEER BANCORP INC/NY | COMMON STOCK USD.01 | 8000 | 92160 |
| PIPER SANDLER COS | COMMON STOCK USD.01 | 9841 | 2951808 |
| PITNEY BOWES INC | COMMON STOCK USD1.0 | 101100 | 731964 |
| PJT PARTNERS INC A | COMMON STOCK USD.01 | 13100 | 2067311 |
| PLANET FITNESS INC CL A | COMMON STOCK | 47800 | 4725986 |
| PLANET LABS PBC | COMMON STOCK USD.0001 | 110600 | 446824 |
| PLAYAGS INC | COMMON STOCK USD.01 | 13800 | 159114 |
| PLAYSTUDIOS INC | COMMON STOCK USD.0001 | 45400 | 84444 |
| PLAYTIKA HOLDING CORP | COMMON STOCK USD.01 | 39714 | 275615 |
| PLEXUS CORP | COMMON STOCK USD.01 | 15354 | 2402594 |
| PLIANT THERAPEUTICS INC | COMMON STOCK | 35100 | 462267 |
| PLUG POWER INC | COMMON STOCK USD.01 | 432900 | 922077 |
| PLUMAS BANCORP | COMMON STOCK | 3000 | 141780 |
| PLYMOUTH INDUSTRIAL REIT INC | REIT USD.01 | 26200 | 466360 |
| POLARIS INC | COMMON STOCK USD.01 | 26868 | 1548134 |
| PONCE FINANCIAL GROUP INC | COMMON STOCK USD.01 | 11100 | 144300 |
| POPULAR INC | COMMON STOCK USD.01 | 38284 | 3600993 |
| PORCH GROUP INC | COMMON STOCK USD.0001 | 40800 | 200736 |
| PORTILLO S INC CL A | COMMON STOCK USD.01 | 27000 | 253800 |
| PORTLAND GENERAL ELECTRIC CO | COMMON STOCK | 56226 | 2452578 |
| POSEIDA THERAPEUTICS INC | COMMON STOCK | 43500 | 417600 |
| POST HOLDINGS INC | COMMON STOCK USD.01 | 26314 | 3011900 |
| POSTAL REALTY TRUST INC A | REIT USD.01 | 13600 | 177480 |
| POTBELLY CORP | COMMON STOCK USD.01 | 13800 | 129996 |
| POTLATCHDELTIC CORP | REIT USD1.0 | 45749 | 1795648 |
| POWELL INDUSTRIES INC | COMMON STOCK USD.01 | 5200 | 1152580 |
| POWER INTEGRATIONS INC | COMMON STOCK USD.001 | 30850 | 1903445 |
| POWERFLEET INC | COMMON STOCK USD.01 | 50700 | 337662 |
| PRA GROUP INC | COMMON STOCK USD.01 | 22681 | 473806 |
| PRAIRIE OPERATING CO | COMMON STOCK USD.0001 | 3400 | 23528 |
| PRAXIS PRECISION MEDICINES I | COMMON STOCK USD.0001 | 9700 | 746512 |
| PRECIGEN INC | COMMON STOCK | 69200 | 77504 |
| PREFERRED BANK/LOS ANGELES | COMMON STOCK | 7300 | 630574 |
| PREFORMED LINE PRODUCTS CO | COMMON STOCK USD2.0 | 1400 | 178906 |
| PREMIER FINANCIAL CORP | COMMON STOCK USD.01 | 20524 | 524799 |
| PREMIER INC CLASS A | COMMON STOCK USD.01 | 60200 | 1276240 |
| PRESTIGE CONSUMER HEALTHCARE | COMMON STOCK USD.01 | 29086 | 2271326 |
| PRICESMART INC | COMMON STOCK USD.0001 | 14091 | 1298767 |
| PRIME MEDICINE INC | COMMON STOCK USD.00001 | 22200 | 64824 |
| PRIMEENERGY RESOURCES CORP | COMMON STOCK USD.1 | 200 | 43918 |
| PRIMERICA INC | COMMON STOCK | 18863 | 5119795 |
| PRIMIS FINANCIAL CORP | COMMON STOCK USD.01 | 10400 | 121264 |
| PRIMO BRANDS CORP | COMMON STOCK USD.01 | 87455 | 2690990 |
| PRIMORIS SERVICES CORP | COMMON STOCK USD.0001 | 30500 | 2330200 |

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| | | | |
|:---|:---|:---|:---|
| PRINCETON BANCORP INC | COMMON STOCK | 3500 | 120505 |
| PRIORITY TECHNOLOGY HOLDINGS | COMMON STOCK USD.001 | 8700 | 102225 |
| PRIVIA HEALTH GROUP INC | COMMON STOCK USD.01 | 57300 | 1120215 |
| PROASSURANCE CORP | COMMON STOCK USD.01 | 29835 | 474675 |
| PROCEPT BIOROBOTICS CORP | COMMON STOCK USD.00001 | 24300 | 1956636 |
| PROCORE TECHNOLOGIES INC | COMMON STOCK USD.0001 | 58600 | 4390898 |
| PROFICIENT AUTO LOGISTICS IN | COMMON STOCK USD.01 | 3800 | 30666 |
| PROFRAC HOLDING CORP A | COMMON STOCK USD.01 | 14800 | 114848 |
| PROG HOLDINGS INC | COMMON STOCK USD.5 | 24002 | 1014325 |
| PROGRESS SOFTWARE CORP | COMMON STOCK USD.01 | 24085 | 1569138 |
| PROGYNY INC | COMMON STOCK USD.0001 | 46400 | 800400 |
| PROKIDNEY CORP | COMMON STOCK USD.0001 | 40300 | 68107 |
| PROPETRO HOLDING CORP | COMMON STOCK | 52797 | 492596 |
| PROS HOLDINGS INC | COMMON STOCK USD.001 | 26600 | 584136 |
| PROSPERITY BANCSHARES INC | COMMON STOCK USD1.0 | 48665 | 3666908 |
| PROTAGONIST THERAPEUTICS INC | COMMON STOCK USD.00001 | 33753 | 1302866 |
| PROTHENA CORP PLC | COMMON STOCK USD.01 | 24800 | 343480 |
| PROTO LABS INC | COMMON STOCK USD.001 | 15600 | 609804 |
| PROVIDENT FINANCIAL SERVICES | COMMON STOCK USD.01 | 72500 | 1368075 |
| PTC THERAPEUTICS INC | COMMON STOCK USD.001 | 41690 | 1881887 |
| PUBMATIC INC CLASS A | COMMON STOCK USD.0001 | 23900 | 351091 |
| PULMONX CORP | COMMON STOCK USD.001 | 22600 | 153454 |
| PULSE BIOSCIENCES INC | COMMON STOCK USD.001 | 10976 | 191092 |
| PULSE BIOSCIENCES INC | WARRANTS | 1075 | 13782 |
| PUMA BIOTECHNOLOGY INC | COMMON STOCK USD.0001 | 9200 | 28060 |
| PURE CYCLE CORP | COMMON STOCK USD.0033 | 13491 | 171066 |
| PURE STORAGE INC CLASS A | COMMON STOCK USD.0001 | 170200 | 10455386 |
| PURECYCLE TECHNOLOGIES INC | COMMON STOCK USD.0001 | 66100 | 677525 |
| PURPLE INNOVATION INC | COMMON STOCK | 31100 | 24258 |
| PURSUIT ATTRACTIONS AND HOSP | COMMON STOCK USD1.5 | 11529 | 490098 |
| PVH CORP | COMMON STOCK USD1.0 | 29100 | 3077325 |
| PYXIS ONCOLOGY INC | COMMON STOCK USD.001 | 20700 | 32292 |
| Q2 HOLDINGS INC | COMMON STOCK USD.0001 | 33064 | 3327892 |
| Q32 BIO INC | COMMON STOCK USD.0001 | 3600 | 12384 |
| QCR HOLDINGS INC | COMMON STOCK USD1.0 | 9600 | 774144 |
| QIAGEN N.V. | COMMON STOCK EUR.01 | 122737 | 5465479 |
| QORVO INC | COMMON STOCK USD.0001 | 52000 | 3636360 |
| QUAD GRAPHICS INC | COMMON STOCK USD.025 | 20700 | 144279 |
| QUAKER CHEMICAL CORPORATION | COMMON STOCK USD1.0 | 7800 | 1097928 |
| QUALYS INC | COMMON STOCK USD.001 | 20246 | 2838894 |
| QUANEX BUILDING PRODUCTS | COMMON STOCK USD.01 | 21555 | 522493 |
| QUANTERIX CORP | COMMON STOCK USD.001 | 20880 | 221954 |
| QUANTUM SI INC | COMMON STOCK USD.0001 | 52900 | 142830 |
| QUANTUMSCAPE CORP | COMMON STOCK USD.0001 | 196300 | 1018797 |
| QUICKLOGIC CORP | COMMON STOCK USD.001 | 3000 | 33900 |
| QUIDELORTHO CORP | COMMON STOCK USD.001 | 34182 | 1522808 |
| QUINSTREET INC | COMMON STOCK USD.001 | 30900 | 712863 |
| QUIPT HOME MEDICAL CORP | COMMON STOCK | 21600 | 65880 |

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| | | | |
|:---|:---|:---|:---|
| RACKSPACE TECHNOLOGY INC | COMMON STOCK USD.01 | 34400 | 76024 |
| RADIAN GROUP INC | COMMON STOCK USD.001 | 84280 | 2673362 |
| RADIANT LOGISTICS INC | COMMON STOCK USD.001 | 22600 | 151420 |
| RADIUS RECYCLING INC | COMMON STOCK USD1.0 | 15994 | 243429 |
| RADNET INC | COMMON STOCK USD.0001 | 35636 | 2488818 |
| RAMACO RESOURCES INC A | COMMON STOCK | 13000 | 133380 |
| RAMACO RESOURCES INC B | COMMON STOCK | 2845 | 28108 |
| RAMBUS INC | COMMON STOCK USD.001 | 60100 | 3176886 |
| RANGE RESOURCES CORP | COMMON STOCK USD.01 | 131492 | 4731082 |
| RANGER ENERGY SERVICES CL A | COMMON STOCK | 9500 | 147060 |
| RANPAK HOLDINGS CORP | COMMON STOCK USD.0001 | 26000 | 178880 |
| RAPID7 INC | COMMON STOCK USD.01 | 34700 | 1395981 |
| RAPPORT THERAPEUTICS INC | COMMON STOCK USD.001 | 5100 | 90474 |
| RAPT THERAPEUTICS INC | COMMON STOCK | 16400 | 25912 |
| RAYONIER ADVANCED MATERIALS | COMMON STOCK USD.01 | 37927 | 312898 |
| RAYONIER INC | REIT | 84467 | 2204589 |
| RB GLOBAL INC | COMMON STOCK | 101285 | 9136920 |
| RBB BANCORP | COMMON STOCK | 9900 | 202851 |
| RBC BEARINGS INC | COMMON STOCK USD.01 | 15540 | 4648636 |
| RCI HOSPITALITY HOLDINGS INC | COMMON STOCK USD.01 | 5000 | 287350 |
| RE/MAX HOLDINGS INC CL A | COMMON STOCK USD.0001 | 12100 | 129107 |
| READY CAPITAL CORP | REIT USD.0001 | 94617 | 645288 |
| REAL BROKERAGE INC/THE | COMMON STOCK | 53000 | 243800 |
| REALREAL INC/THE | COMMON STOCK USD.00001 | 52100 | 569453 |
| RECURSION PHARMACEUTICALS A | COMMON STOCK USD.00001 | 133200 | 900432 |
| RED RIVER BANCSHARES INC | COMMON STOCK | 3175 | 171387 |
| RED ROCK RESORTS INC CLASS A | COMMON STOCK USD.01 | 24700 | 1142128 |
| RED VIOLET INC | COMMON STOCK USD.001 | 6000 | 217200 |
| REDFIN CORP | COMMON STOCK | 65500 | 515485 |
| REDWIRE CORP | COMMON STOCK USD.0001 | 11000 | 181060 |
| REDWOOD TRUST INC | REIT USD.01 | 78400 | 511952 |
| REGAL REXNORD CORP | COMMON STOCK USD.01 | 36816 | 5711266 |
| REGENXBIO INC | COMMON STOCK USD.0001 | 24597 | 190135 |
| REGIONAL MANAGEMENT CORP | COMMON STOCK USD.1 | 4900 | 166502 |
| REINSURANCE GROUP OF AMERICA | COMMON STOCK USD.01 | 36075 | 7706702 |
| RELAY THERAPEUTICS INC | COMMON STOCK USD.001 | 60900 | 250908 |
| RELIANCE INC | COMMON STOCK USD.001 | 30879 | 8314480 |
| REMITLY GLOBAL INC | COMMON STOCK USD.0001 | 81200 | 1832684 |
| RENAISSANCERE HOLDINGS LTD | COMMON STOCK USD1.0 | 28297 | 7040577 |
| RENASANT CORP | COMMON STOCK USD5.0 | 30875 | 1103781 |
| RENOVARO INC | COMMON STOCK | 17400 | 14538 |
| REPAY HOLDINGS CORP | COMMON STOCK USD.0001 | 48600 | 370818 |
| REPLIGEN CORP | COMMON STOCK USD.01 | 30972 | 4458110 |
| REPLIMUNE GROUP INC | COMMON STOCK USD.001 | 32418 | 392582 |
| REPOSITRAK INC | COMMON STOCK USD.01 | 1300 | 28769 |
| REPUBLIC BANCORP INC CLASS A | COMMON STOCK | 4990 | 348651 |
| RESERVOIR MEDIA INC | COMMON STOCK USD.0001 | 5400 | 48870 |
| RESIDEO TECHNOLOGIES INC | COMMON STOCK USD.001 | 80966 | 1866266 |

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| | | | |
|:---|:---|:---|:---|
| RESOURCES CONNECTION INC | COMMON STOCK USD.01 | 17700 | 150981 |
| RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 72700 | 1262072 |
| REV GROUP INC | COMMON STOCK USD.001 | 28800 | 917856 |
| REVANCE THERAPEUTICS INC | COMMON STOCK USD.001 | 52924 | 160889 |
| REVELYST INC | COMMON STOCK | 32068 | 616668 |
| REVOLUTION MEDICINES INC | COMMON STOCK | 91838 | 4016994 |
| REVOLVE GROUP INC | COMMON STOCK USD.001 | 22900 | 766921 |
| REX AMERICAN RESOURCES CORP | COMMON STOCK USD.01 | 9227 | 384674 |
| REXFORD INDUSTRIAL REALTY IN | REIT USD.01 | 120443 | 4656326 |
| REYNOLDS CONSUMER PRODUCTS I | COMMON STOCK USD.001 | 28334 | 764735 |
| RGC RESOURCES INC | COMMON STOCK USD5.0 | 4600 | 92276 |
| RH | COMMON STOCK USD.0001 | 8327 | 3277424 |
| RHYTHM PHARMACEUTICALS INC | COMMON STOCK | 31500 | 1763370 |
| RIBBON COMMUNICATIONS INC | COMMON STOCK USD.001 | 45063 | 187462 |
| RICHARDSON ELEC LTD | COMMON STOCK USD.05 | 6700 | 94001 |
| RIGEL PHARMACEUTICALS INC | COMMON STOCK USD.001 | 10726 | 180411 |
| RIGETTI COMPUTING INC | COMMON STOCK USD.0001 | 86300 | 1316938 |
| RILEY EXPLORATION PERMIAN IN | COMMON STOCK USD.001 | 5100 | 162792 |
| RIMINI STREET INC | COMMON STOCK | 25600 | 68352 |
| RING ENERGY INC | COMMON STOCK | 81100 | 110296 |
| RINGCENTRAL INC CLASS A | COMMON STOCK USD.0001 | 46300 | 1620963 |
| RIOT PLATFORMS INC | COMMON STOCK | 154600 | 1578466 |
| RITHM CAPITAL CORP | REIT USD.01 | 286167 | 3099189 |
| RIVIAN AUTOMOTIVE INC A | COMMON STOCK USD.001 | 460500 | 6124650 |
| RLI CORP | COMMON STOCK USD1.0 | 23145 | 3814990 |
| RLJ LODGING TRUST | REIT | 90218 | 921126 |
| RMR GROUP INC/THE A | COMMON STOCK | 8826 | 182169 |
| ROADZEN INC | COMMON STOCK USD.0001 | 17700 | 38586 |
| ROBERT HALF INC | COMMON STOCK USD.001 | 55200 | 3889392 |
| ROBINHOOD MARKETS INC A | COMMON STOCK USD.0001 | 371800 | 13853268 |
| ROBLOX CORP CLASS A | COMMON STOCK USD.0001 | 291400 | 16860404 |
| ROCKET COS INC CLASS A | COMMON STOCK USD.00001 | 71700 | 807342 |
| ROCKET LAB USA INC | COMMON STOCK USD.0001 | 191500 | 4877505 |
| ROCKET PHARMACEUTICALS INC | COMMON STOCK USD.01 | 36884 | 463632 |
| ROCKY BRANDS INC | COMMON STOCK | 4400 | 100320 |
| ROGERS CORP | COMMON STOCK USD1.0 | 10121 | 1028395 |
| ROIVANT SCIENCES LTD | COMMON STOCK USD.0000001 | 235900 | 2790697 |
| ROKU INC | COMMON STOCK USD.0001 | 69800 | 5188932 |
| ROOT INC/OH CLASS A | COMMON STOCK USD.0001 | 4800 | 348432 |
| ROYAL GOLD INC | COMMON STOCK USD.01 | 36200 | 4772970 |
| ROYALTY PHARMA PLC CL A | COMMON STOCK | 217700 | 5553527 |
| RPC INC | COMMON STOCK USD.1 | 48193 | 286266 |
| RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 69747 | 8583066 |
| RUMBLEON INC B | COMMON STOCK USD.001 | 5000 | 27150 |
| RUSH ENTERPRISES INC CL B | COMMON STOCK USD.01 | 5400 | 293976 |
| RUSH ENTERPRISES INC CL A | COMMON STOCK USD.01 | 33756 | 1849491 |
| RUSH STREET INTERACTIVE INC | COMMON STOCK USD.0001 | 39000 | 535080 |
| RXO INC | COMMON STOCK USD.01 | 86049 | 2051408 |

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| | | | |
|:---|:---|:---|:---|
| RXSIGHT INC | COMMON STOCK USD.001 | 19300 | 663534 |
| RYAN SPECIALTY HOLDINGS INC | COMMON STOCK USD.001 | 57300 | 3676368 |
| RYDER SYSTEM INC | COMMON STOCK USD.5 | 22504 | 3529977 |
| RYERSON HOLDING CORP | COMMON STOCK USD.01 | 16500 | 305415 |
| RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 31678 | 3305283 |
| S + T BANCORP INC | COMMON STOCK USD2.5 | 22100 | 844662 |
| S+P MID 400 EMINI MAR 25 | XCME 20250321 | 3700 | (303762) |
| SABLE OFFSHORE CORP | COMMON STOCK USD.0001 | 28300 | 648070 |
| SABRA HEALTH CARE REIT INC | REIT USD.01 | 133918 | 2319460 |
| SABRE CORP | COMMON STOCK USD.01 | 203163 | 741545 |
| SAFE BULKERS INC | COMMON STOCK USD.001 | 33036 | 117939 |
| SAFEHOLD INC | REIT USD.001 | 28790 | 532039 |
| SAFETY INSURANCE GROUP INC | COMMON STOCK USD.01 | 8288 | 682931 |
| SAGE THERAPEUTICS INC | COMMON STOCK USD.0001 | 31500 | 171045 |
| SAIA INC | COMMON STOCK USD.001 | 14694 | 6696497 |
| SALLY BEAUTY HOLDINGS INC | COMMON STOCK USD.01 | 62417 | 652258 |
| SANA BIOTECHNOLOGY INC | COMMON STOCK USD.0001 | 69100 | 112633 |
| SANARA MEDTECH INC | COMMON STOCK USD.001 | 2300 | 76360 |
| SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 18200 | 213122 |
| SANDY SPRING BANCORP INC | COMMON STOCK USD1.0 | 25465 | 858425 |
| SANMINA CORP | COMMON STOCK USD.01 | 30020 | 2271613 |
| SAPIENS INTERNATIONAL CORP | COMMON STOCK EUR.01 | 17800 | 478286 |
| SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 50586 | 6150752 |
| SAUL CENTERS INC | REIT USD.01 | 7335 | 284598 |
| SAVARA INC | COMMON STOCK USD.001 | 54500 | 167315 |
| SAVERS VALUE VILLAGE INC | COMMON STOCK USD.000001 | 14300 | 146575 |
| SCANSOURCE INC | COMMON STOCK | 13500 | 640575 |
| SCHNEIDER NATIONAL INC CL B | COMMON STOCK | 24900 | 729072 |
| SCHOLAR ROCK HOLDING CORP | COMMON STOCK USD.001 | 42300 | 1828206 |
| SCHOLASTIC CORP | COMMON STOCK USD.01 | 15200 | 324216 |
| SCHRODINGER INC | COMMON STOCK USD.01 | 31500 | 607635 |
| SCIENCE APPLICATIONS INTE | COMMON STOCK USD.0001 | 28160 | 3147725 |
| SCILEX HOLDING CO | COMMON STOCK USD.0001 | 34054 | 14521 |
| SCORPIO TANKERS INC | COMMON STOCK USD.01 | 25757 | 1279865 |
| SCOTTS MIRACLE GRO CO | COMMON STOCK USD.01 | 24230 | 1607418 |
| SCPHARMACEUTICALS INC | COMMON STOCK | 15500 | 54870 |
| SEABOARD CORP | COMMON STOCK USD1.0 | 128 | 310996 |
| SEACOAST BANKING CORP/FL | COMMON STOCK USD.1 | 48870 | 1345391 |
| SEACOR MARINE HOLDINGS INC | COMMON STOCK USD.01 | 13300 | 87248 |
| SEADRILL LIMITED | COMMON STOCK USD.01 | 39000 | 1518270 |
| SEALED AIR CORP | COMMON STOCK USD.1 | 79800 | 2699634 |
| SEAPORT ENTERTAINMENT GROUP | COMMON STOCK USD.01 | 4435 | 123958 |
| SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 54244 | 4474045 |
| SELECT MEDICAL HOLDINGS CORP | COMMON STOCK USD.001 | 60431 | 1139124 |
| SELECT WATER SOLUTIONS INC | COMMON STOCK USD.01 | 46420 | 614601 |
| SELECTIVE INSURANCE GROUP | COMMON STOCK USD2.0 | 34370 | 3214282 |
| SELECTQUOTE INC | COMMON STOCK USD.01 | 73200 | 272304 |
| SEMLER SCIENTIFIC INC | COMMON STOCK USD.001 | 2700 | 145800 |

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| | | | |
|:---|:---|:---|:---|
| SEMRUSH HOLDINGS INC A | COMMON STOCK USD.00001 | 17300 | 205524 |
| SEMTECH CORP | COMMON STOCK USD.01 | 39871 | 2466021 |
| SENECA FOODS CORP CL A | COMMON STOCK USD.25 | 2900 | 229854 |
| SENSATA TECHNOLOGIES HOLDING | COMMON STOCK EUR.01 | 84300 | 2309820 |
| SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 23708 | 1689432 |
| SENTINELONE INC CLASS A | COMMON STOCK USD.0001 | 152400 | 3383280 |
| SEPTERNA INC | COMMON STOCK USD.001 | 5200 | 119080 |
| SERVICE CORP INTERNATIONAL | COMMON STOCK USD1.0 | 78409 | 6258606 |
| SERVICE PROPERTIES TRUST | REIT USD.01 | 90280 | 229311 |
| SERVISFIRST BANCSHARES INC | COMMON STOCK USD.001 | 28883 | 2447545 |
| SES AI CORP | COMMON STOCK USD.0001 | 70500 | 154395 |
| SEVEN HILLS REALTY TRUST | REIT | 1900 | 24852 |
| SEZZLE INC | COMMON STOCK | 1300 | 332540 |
| SFL CORP LTD | COMMON STOCK USD.01 | 68529 | 700366 |
| SHAKE SHACK INC CLASS A | COMMON STOCK USD.01 | 21315 | 2766687 |
| SHARKNINJA INC | COMMON STOCK USD.2 | 36700 | 3573112 |
| SHENANDOAH TELECOMMUNICATION | COMMON STOCK | 27500 | 346775 |
| SHIFT4 PAYMENTS INC CLASS A | COMMON STOCK | 33400 | 3466252 |
| SHOALS TECHNOLOGIES GROUP A | COMMON STOCK USD.00001 | 93800 | 518714 |
| SHOE CARNIVAL INC | COMMON STOCK USD.01 | 11000 | 363880 |
| SHORE BANCSHARES INC | COMMON STOCK USD.01 | 17050 | 270243 |
| SHUTTERSTOCK INC | COMMON STOCK USD.01 | 14295 | 433853 |
| SHYFT GROUP INC/THE | COMMON STOCK USD.01 | 19300 | 226582 |
| SI BONE INC | COMMON STOCK USD.0001 | 23139 | 324409 |
| SIERRA BANCORP | COMMON STOCK | 8600 | 248712 |
| SIGA TECHNOLOGIES INC | COMMON STOCK USD.0001 | 27100 | 162871 |
| SIGHT SCIENCES INC | COMMON STOCK USD.001 | 12400 | 45136 |
| SIGNET JEWELERS LTD | COMMON STOCK USD.18 | 23809 | 1921624 |
| SILGAN HOLDINGS INC | COMMON STOCK USD.01 | 46443 | 2417358 |
| SILICON LABORATORIES INC | COMMON STOCK USD.0001 | 18500 | 2298070 |
| SILVACO GROUP INC | COMMON STOCK USD.0001 | 3100 | 25048 |
| SILVERCREST ASSET MANAGEME A | COMMON STOCK USD.01 | 4900 | 90111 |
| SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 68919 | 1528623 |
| SIMPLY GOOD FOODS CO/THE | COMMON STOCK USD.0001 | 51566 | 2010043 |
| SIMPSON MANUFACTURING CO INC | COMMON STOCK USD.01 | 23100 | 3830673 |
| SIMULATIONS PLUS INC | COMMON STOCK USD.001 | 9000 | 251010 |
| SINCLAIR INC | COMMON STOCK USD.01 | 20096 | 324349 |
| SIRIUS XM HOLDINGS INC | COMMON STOCK USD.001 | 119394 | 2722183 |
| SIRIUSPOINT LTD | COMMON STOCK USD.1 | 46743 | 766118 |
| SITE CENTERS CORP | REIT USD.1 | 16901 | 258416 |
| SITEONE LANDSCAPE SUPPLY INC | COMMON STOCK USD.01 | 25000 | 3294250 |
| SITIME CORP | COMMON STOCK USD.0001 | 10200 | 2188206 |
| SITIO ROYALTIES CORP A | COMMON STOCK USD.0001 | 48805 | 936080 |
| SIX FLAGS ENTERTAINMENT CORP | COMMON STOCK USD.025 | 51053 | 2460244 |
| SJW GROUP | COMMON STOCK USD.001 | 18781 | 924401 |
| SKECHERS USA INC CL A | COMMON STOCK USD.001 | 71694 | 4820705 |

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| | | | |
|:---|:---|:---|:---|
| SKY HARBOUR GROUP CORP | COMMON STOCK USD.0001 | 1900 | 22667 |
| SKYE BIOSCIENCE INC | COMMON STOCK | 8300 | 23489 |
| SKYWARD SPECIALTY INSURANCE | COMMON STOCK USD.01 | 19700 | 995638 |
| SKYWATER TECHNOLOGY INC | COMMON STOCK USD.01 | 14292 | 197230 |
| SKYWEST INC | COMMON STOCK | 21866 | 2189443 |
| SL GREEN REALTY CORP | REIT USD.01 | 37455 | 2543944 |
| SLEEP NUMBER CORP | COMMON STOCK USD.01 | 12124 | 184770 |
| SLM CORP | COMMON STOCK USD.2 | 122556 | 3380094 |
| SM ENERGY CO | COMMON STOCK USD.01 | 63500 | 2461260 |
| SMARTFINANCIAL INC | COMMON STOCK USD1.0 | 9883 | 306175 |
| SMARTRENT INC | COMMON STOCK USD.0001 | 104200 | 182350 |
| SMARTSHEET INC CLASS A | COMMON STOCK | 74500 | 4174235 |
| SMITH + WESSON BRANDS INC | COMMON STOCK USD.001 | 25600 | 258688 |
| SMITH MIDLAND CORP | COMMON STOCK USD.01 | 600 | 26676 |
| SNOWFLAKE INC CLASS A | COMMON STOCK USD1.0 | 175100 | 27037191 |
| SOFI TECHNOLOGIES INC | COMMON STOCK USD.0001 | 582100 | 8964340 |
| SOLARIS ENERGY INFRASTRUCTUR | COMMON STOCK USD.01 | 16000 | 460480 |
| SOLARMAX TECHNOLOGY INC | COMMON STOCK USD.001 | 20800 | 33696 |
| SOLARWINDS CORP | COMMON STOCK USD.001 | 27961 | 398444 |
| SOLENO THERAPEUTICS INC | COMMON STOCK USD.001 | 13600 | 611320 |
| SOLID BIOSCIENCES INC | COMMON STOCK USD.001 | 7300 | 29200 |
| SOLID POWER INC | COMMON STOCK USD.0001 | 83800 | 158382 |
| SOLO BRANDS INC CLASS A | COMMON STOCK USD.001 | 10700 | 12198 |
| SOMNIGROUP INTERNATIONAL INC | COMMON STOCK USD.01 | 90092 | 5107315 |
| SONIC AUTOMOTIVE INC CLASS A | COMMON STOCK USD.01 | 8440 | 534674 |
| SONIDA SENIOR LIVING INC | COMMON STOCK USD.01 | 1600 | 36928 |
| SONOCO PRODUCTS CO | COMMON STOCK | 53720 | 2624222 |
| SONOS INC | COMMON STOCK USD.001 | 71900 | 1081376 |
| SOTERA HEALTH CO | COMMON STOCK USD.01 | 82600 | 1129968 |
| SOUNDHOUND AI INC A | COMMON STOCK USD.0001 | 169300 | 3358912 |
| SOUNDTHINKING INC | COMMON STOCK | 6294 | 82200 |
| SOUTH PLAINS FINANCIAL INC | COMMON STOCK USD1.0 | 5750 | 199813 |
| SOUTHERN COPPER CORP | COMMON STOCK USD.01 | 47846 | 4360206 |
| SOUTHERN FIRST BANCSHARES | COMMON STOCK USD.01 | 5372 | 213537 |
| SOUTHERN MISSOURI BANCORP | COMMON STOCK USD.01 | 5300 | 304061 |
| SOUTHERN STATES BANCSHARES | COMMON STOCK USD5.0 | 4600 | 153226 |
| SOUTHSIDE BANCSHARES INC | COMMON STOCK USD1.25 | 16768 | 532552 |
| SOUTHSTATE CORP | COMMON STOCK USD2.5 | 39996 | 3978802 |
| SOUTHWEST GAS HOLDINGS INC | COMMON STOCK | 35400 | 2503134 |
| SPARTANNASH CO | COMMON STOCK | 14055 | 257488 |
| SPECTRUM BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 15313 | 1293795 |
| SPHERE ENTERTAINMENT CO | COMMON STOCK USD.01 | 15007 | 605082 |
| SPIRE GLOBAL INC | COMMON STOCK | 11100 | 156177 |
| SPIRE INC | COMMON STOCK USD1.0 | 29603 | 2007971 |
| SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 67065 | 2285575 |
| SPOK HOLDINGS INC | COMMON STOCK USD.0001 | 9100 | 146055 |
| SPOTIFY TECHNOLOGY SA | COMMON STOCK EUR.000625 | 81575 | 36495024 |
| SPRINGWORKS THERAPEUTICS INC | COMMON STOCK USD.0001 | 39500 | 1427135 |

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| | | | |
|:---|:---|:---|:---|
| SPRINKLR INC A | COMMON STOCK USD.00003 | 61100 | 516295 |
| SPROUT SOCIAL INC CLASS A | COMMON STOCK USD.0001 | 27800 | 853738 |
| SPROUTS FARMERS MARKET INC | COMMON STOCK USD.001 | 55168 | 7010198 |
| SPS COMMERCE INC | COMMON STOCK USD.001 | 20396 | 3752660 |
| SPX TECHNOLOGIES INC | COMMON STOCK USD.01 | 25194 | 3666231 |
| SPYRE THERAPEUTICS INC | COMMON STOCK USD.0001 | 19400 | 451632 |
| SS+C TECHNOLOGIES HOLDINGS | COMMON STOCK USD.01 | 117908 | 8935068 |
| SSR MINING INC | COMMON STOCK | 120100 | 835896 |
| ST JOE CO/THE | COMMON STOCK | 19897 | 893972 |
| STAAR SURGICAL CO | COMMON STOCK USD.01 | 28400 | 689836 |
| STAG INDUSTRIAL INC | REIT USD.01 | 100390 | 3395190 |
| STAGWELL INC | COMMON STOCK USD.00001 | 45815 | 301463 |
| STANDARD BIOTOOLS INC | COMMON STOCK USD.001 | 161400 | 282450 |
| STANDARD MOTOR PRODS | COMMON STOCK USD2.0 | 12000 | 371760 |
| STANDARDAERO INC | COMMON STOCK USD.01 | 38000 | 940880 |
| STANDEX INTERNATIONAL CORP | COMMON STOCK USD1.5 | 6900 | 1290231 |
| STAR HOLDINGS | COMMON STOCK USD.001 | 2697 | 26242 |
| STARWOOD PROPERTY TRUST INC | REIT USD.01 | 175190 | 3319851 |
| STEELCASE INC CL A | COMMON STOCK | 53090 | 627524 |
| STELLAR BANCORP INC | COMMON STOCK USD.01 | 27982 | 793290 |
| STEM INC | COMMON STOCK USD.0001 | 83000 | 50049 |
| STEPAN CO | COMMON STOCK USD1.0 | 12532 | 810820 |
| STEPSTONE GROUP INC CLASS A | COMMON STOCK USD.001 | 35000 | 2025800 |
| STEREOTAXIS INC | COMMON STOCK USD.001 | 11100 | 25308 |
| STERLING BANCORP INC/MI | COMMON STOCK | 13032 | 62032 |
| STERLING INFRASTRUCTURE INC | COMMON STOCK USD.01 | 16900 | 2846805 |
| STEVEN MADDEN LTD | COMMON STOCK USD.0001 | 39130 | 1663808 |
| STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 15490 | 1045420 |
| STIFEL FINANCIAL CORP | COMMON STOCK USD.15 | 55399 | 5876726 |
| STITCH FIX INC CLASS A | COMMON STOCK USD.00002 | 49200 | 212052 |
| STOCK YARDS BANCORP INC | COMMON STOCK | 15865 | 1136093 |
| STOKE THERAPEUTICS INC | COMMON STOCK | 18742 | 206724 |
| STONECO LTD A | COMMON STOCK USD.000079365 | 160400 | 1278388 |
| STONERIDGE INC | COMMON STOCK | 16485 | 103361 |
| STONEX GROUP INC | COMMON STOCK USD.01 | 14165 | 1387745 |
| STRATEGIC EDUCATION INC | COMMON STOCK USD.01 | 12587 | 1175878 |
| STRATUS PROPERTIES INC | COMMON STOCK USD.01 | 3900 | 80964 |
| STRAWBERRY FIELDS REIT INC | REIT USD.0001 | 3400 | 35836 |
| STRIDE INC | COMMON STOCK USD.0001 | 23800 | 2473534 |
| STURM RUGER + CO INC | COMMON STOCK USD1.0 | 7400 | 261738 |
| SUMMIT HOTEL PROPERTIES INC | REIT | 60789 | 416405 |
| SUMMIT MATERIALS INC CL A | COMMON STOCK USD.01 | 68873 | 3484974 |
| SUMMIT THERAPEUTICS INC | COMMON STOCK USD.01 | 50300 | 897604 |
| SUN COMMUNITIES INC | REIT USD.01 | 68283 | 8396761 |
| SUN COUNTRY AIRLINES HOLDING | COMMON STOCK USD.01 | 22800 | 332424 |
| SUNCOKE ENERGY INC | COMMON STOCK USD.01 | 50165 | 536766 |
| SUNNOVA ENERGY INTERNATIONAL | COMMON STOCK USD.001 | 59400 | 203742 |
| SUNOPTA INC | COMMON STOCK | 56000 | 431200 |

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| | | | |
|:---|:---|:---|:---|
| SUNRISE REALTY TRUST INC | REIT USD.0001 | 3799 | 53490 |
| SUNRUN INC | COMMON STOCK USD.0001 | 124435 | 1151024 |
| SUNSTONE HOTEL INVESTORS INC | REIT USD.01 | 118768 | 1406213 |
| SUPER GROUP SGHC LTD | COMMON STOCK | 77100 | 480333 |
| SUPERIOR GROUP OF COS INC | COMMON STOCK | 1500 | 24795 |
| SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 28300 | 1023328 |
| SURGERY PARTNERS INC | COMMON STOCK USD.01 | 44490 | 941853 |
| SURMODICS INC | COMMON STOCK USD.05 | 6025 | 238590 |
| SUTRO BIOPHARMA INC | COMMON STOCK USD.001 | 29524 | 54324 |
| SWEETGREEN INC CLASS A | COMMON STOCK USD.001 | 55100 | 1766506 |
| SYLVAMO CORP | COMMON STOCK USD1.0 | 19700 | 1556694 |
| SYNAPTICS INC | COMMON STOCK USD.001 | 21400 | 1633248 |
| SYNDAX PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 46133 | 609878 |
| SYNOVUS FINANCIAL CORP | COMMON STOCK USD1.0 | 78622 | 4027805 |
| SYSTEM1 INC | COMMON STOCK USD.0001 | 15374 | 13810 |
| T1 ENERGY INC | COMMON STOCK USD.0001 | 50500 | 130290 |
| TACTILE SYSTEMS TECHNOLOGY I | COMMON STOCK USD.001 | 12700 | 217551 |
| TALKSPACE INC | COMMON STOCK USD.0001 | 56900 | 175821 |
| TALOS ENERGY INC | COMMON STOCK | 81516 | 791520 |
| TANDEM DIABETES CARE INC | COMMON STOCK | 36712 | 1322366 |
| TANGER INC | REIT USD.01 | 59392 | 2027049 |
| TANGO THERAPEUTICS INC | COMMON STOCK USD.0001 | 26100 | 80649 |
| TARGET HOSPITALITY CORP | COMMON STOCK USD.0001 | 17840 | 172424 |
| TARSUS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 19900 | 1101863 |
| TAYLOR DEVICES INC | COMMON STOCK USD.025 | 600 | 24972 |
| TAYLOR MORRISON HOME CORP | COMMON STOCK USD.00001 | 55300 | 3384913 |
| TAYSHA GENE THERAPIES INC | COMMON STOCK USD.00001 | 89600 | 155008 |
| TD SYNNEX CORP | COMMON STOCK USD.001 | 40051 | 4697181 |
| TECHNIPFMC PLC | COMMON STOCK USD1.0 | 235900 | 6826946 |
| TECHTARGET INC | COMMON STOCK USD.001 | 15600 | 309192 |
| TECNOGLASS INC | COMMON STOCK USD.0001 | 12600 | 999432 |
| TEEKAY CORP LTD | COMMON STOCK USD.001 | 33100 | 229383 |
| TEEKAY TANKERS LTD CLASS A | COMMON STOCK USD.01 | 13300 | 529207 |
| TEGNA INC | COMMON STOCK USD1.0 | 93951 | 1718364 |
| TEJON RANCH CO | COMMON STOCK USD.5 | 11860 | 188574 |
| TELADOC HEALTH INC | COMMON STOCK USD.001 | 96539 | 877540 |
| TELEPHONE AND DATA SYSTEMS | COMMON STOCK USD.01 | 55395 | 1889523 |
| TELOMIR PHARMACEUTICALS INC | COMMON STOCK | 5500 | 22660 |
| TELOS CORPORATION | COMMON STOCK USD.001 | 9600 | 32832 |
| TENABLE HOLDINGS INC | COMMON STOCK USD.01 | 65800 | 2591204 |
| TENAYA THERAPEUTICS INC | COMMON STOCK USD.0001 | 24700 | 35321 |
| TENET HEALTHCARE CORP | COMMON STOCK USD.05 | 52337 | 6606500 |
| TENNANT CO | COMMON STOCK USD.375 | 10843 | 884030 |
| TERADATA CORP | COMMON STOCK USD.01 | 51577 | 1606624 |
| TERAWULF INC | COMMON STOCK USD.001 | 145200 | 821832 |
| TEREX CORP | COMMON STOCK USD.01 | 36701 | 1696320 |

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| | | | |
|:---|:---|:---|:---|
| TERNS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 36000 | 199440 |
| TERRENO REALTY CORP | REIT USD.01 | 53000 | 3134420 |
| TETRA TECH INC | COMMON STOCK USD.01 | 147025 | 5857476 |
| TETRA TECHNOLOGIES INC | COMMON STOCK USD.01 | 68700 | 245946 |
| TEXAS CAPITAL BANCSHARES INC | COMMON STOCK USD.01 | 26704 | 2088253 |
| TEXAS ROADHOUSE INC | COMMON STOCK USD.001 | 36541 | 6593093 |
| TFS FINANCIAL CORP | COMMON STOCK USD.01 | 23900 | 300184 |
| TG THERAPEUTICS INC | COMMON STOCK USD.001 | 78800 | 2371880 |
| THERAVANCE BIOPHARMA INC | COMMON STOCK USD.00001 | 27828 | 261861 |
| THERMON GROUP HOLDINGS INC | COMMON STOCK USD.001 | 20100 | 578277 |
| THIRD COAST BANCSHARES INC | COMMON STOCK USD1.0 | 7500 | 254625 |
| THIRD HARMONIC BIO INC | COMMON STOCK USD.0001 | 11700 | 120393 |
| THOR INDUSTRIES INC | COMMON STOCK USD.1 | 28667 | 2743719 |
| THREDUP INC CLASS A | COMMON STOCK USD.0001 | 42800 | 59492 |
| THRYV HOLDINGS INC | COMMON STOCK | 18400 | 272320 |
| TIDEWATER INC | COMMON STOCK | 26832 | 1467979 |
| TILE SHOP HLDGS INC | COMMON STOCK USD.0001 | 18900 | 130977 |
| TILLY S INC CLASS A SHRS | COMMON STOCK USD.001 | 8571 | 36427 |
| TIMBERLAND BANCORP INC | COMMON STOCK USD.01 | 4200 | 128142 |
| TIMKEN CO | COMMON STOCK | 35803 | 2555260 |
| TIPTREE INC | COMMON STOCK USD.001 | 13600 | 283696 |
| TITAN INTERNATIONAL INC | COMMON STOCK | 31300 | 212527 |
| TITAN MACHINERY INC | COMMON STOCK USD.00001 | 12731 | 179889 |
| TKO GROUP HOLDINGS INC | COMMON STOCK USD.00001 | 43600 | 6195996 |
| TOAST INC CLASS A | COMMON STOCK USD.000001 | 250800 | 9141660 |
| TOBIRA THERAPEUTICS IN | COMMON STOCK | 7800 | 107172 |
| TOLL BROTHERS INC | COMMON STOCK USD.01 | 56044 | 7058742 |
| TOMPKINS FINANCIAL CORP | COMMON STOCK USD.1 | 7887 | 534975 |
| TOPBUILD CORP | COMMON STOCK | 17574 | 5471489 |
| TOPGOLF CALLAWAY BRANDS CORP | COMMON STOCK USD.01 | 75607 | 594271 |
| TORO CO | COMMON STOCK USD1.0 | 56912 | 4558651 |
| TORRID HOLDINGS INC | COMMON STOCK USD.01 | 6200 | 32426 |
| TOURMALINE BIO INC | COMMON STOCK USD.0001 | 12700 | 257556 |
| TOWNE BANK | COMMON STOCK USD1.667 | 39190 | 1334811 |
| TOWNSQUARE MEDIA INC CL A | COMMON STOCK USD.01 | 8400 | 76356 |
| TPG INC | COMMON STOCK | 45800 | 2878072 |
| TPG RE FINANCE TRUST INC | REIT USD.001 | 38585 | 327973 |
| TPI COMPOSITES INC | COMMON STOCK USD.01 | 21089 | 39858 |
| TRADE DESK INC/THE CLASS A | COMMON STOCK USD.000001 | 247300 | 29065169 |
| TRADEWEB MARKETS INC CLASS A | COMMON STOCK USD.01 | 64693 | 8469608 |
| TRAEGER INC | COMMON STOCK | 12900 | 30831 |
| TRANSCAT INC | COMMON STOCK USD.5 | 4800 | 507552 |
| TRANSCONTINENTAL REALTY INV | REIT USD.01 | 300 | 8943 |
| TRANSMEDICS GROUP INC | COMMON STOCK | 18029 | 1124108 |
| TRANSOCEAN LTD | COMMON STOCK CHF.1 | 399000 | 1496250 |
| TRANSUNION | COMMON STOCK USD.01 | 106800 | 9901428 |
| TRAVEL LEISURE CO | COMMON STOCK USD.01 | 38200 | 1927190 |
| TRAVERE THERAPEUTICS INC | COMMON STOCK USD.0001 | 41100 | 715962 |

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| | | | |
|:---|:---|:---|:---|
| TREACE MEDICAL CONCEPTS INC | COMMON STOCK USD.001 | 25800 | 191952 |
| TREDEGAR CORP | COMMON STOCK | 14246 | 109409 |
| TREEHOUSE FOODS INC | COMMON STOCK USD.01 | 29384 | 1032260 |
| TREVI THERAPEUTICS INC | COMMON STOCK | 27400 | 112888 |
| TREX COMPANY INC | COMMON STOCK USD.01 | 59499 | 4107216 |
| TRI POINTE HOMES INC | COMMON STOCK USD.01 | 51730 | 1875730 |
| TRICO BANCSHARES | COMMON STOCK | 18700 | 817190 |
| TRIMAS CORP | COMMON STOCK USD.01 | 25100 | 617209 |
| TRINET GROUP INC | COMMON STOCK USD.000025 | 17005 | 1543544 |
| TRINITY INDUSTRIES INC | COMMON STOCK USD.01 | 46997 | 1649595 |
| TRIPADVISOR INC | COMMON STOCK USD.001 | 63000 | 930510 |
| TRIUMPH FINANCIAL INC | COMMON STOCK USD.01 | 13100 | 1190528 |
| TRIUMPH GROUP INC | COMMON STOCK USD.001 | 38400 | 716544 |
| TRONOX HOLDINGS PLC | COMMON STOCK USD.01 | 67600 | 680732 |
| TRUEBLUE INC | COMMON STOCK | 18928 | 158995 |
| TRUECAR INC | COMMON STOCK USD.0001 | 46857 | 174777 |
| TRUMP MEDIA + TECHNOLOGY GRO | COMMON STOCK USD.0001 | 41100 | 1401510 |
| TRUPANION INC | COMMON STOCK USD.00001 | 19000 | 915800 |
| TRUSTCO BANK CORP NY | COMMON STOCK USD1.0 | 10787 | 359315 |
| TRUSTMARK CORP | COMMON STOCK | 35521 | 1256378 |
| TSCAN THERAPEUTICS INC | COMMON STOCK USD.0001 | 11200 | 34048 |
| TTEC HOLDINGS INC | COMMON STOCK USD.01 | 12200 | 60878 |
| TTM TECHNOLOGIES | COMMON STOCK USD.001 | 57100 | 1413225 |
| TUCOWS INC CLASS A | COMMON STOCK | 6500 | 111410 |
| TURNING POINT BRANDS INC | COMMON STOCK USD.01 | 10400 | 625040 |
| TURTLE BEACH CORP | COMMON STOCK | 9900 | 171369 |
| TUTOR PERINI CORP | COMMON STOCK USD1.0 | 24759 | 599168 |
| TWILIO INC A | COMMON STOCK USD.001 | 84897 | 9175668 |
| TWIST BIOSCIENCE CORP | COMMON STOCK USD.00001 | 33833 | 1572220 |
| TWO HARBORS INVESTMENT CORP | REIT CNY1.0 | 55763 | 659676 |
| TXNM ENERGY INC | COMMON STOCK | 49432 | 2430571 |
| TYRA BIOSCIENCES INC | COMMON STOCK USD.0001 | 10500 | 145950 |
| U HAUL HOLDING CO | COMMON STOCK USD.25 | 4583 | 316639 |
| U HAUL HOLDING CO NON VOTING | COMMON STOCK USD.001 | 55547 | 3557785 |
| U.S. PHYSICAL THERAPY INC | COMMON STOCK USD.01 | 8600 | 762906 |
| UBIQUITI INC | COMMON STOCK USD.001 | 2200 | 730246 |
| UDEMY INC | COMMON STOCK USD.00001 | 51500 | 423845 |
| UFP INDUSTRIES INC | COMMON STOCK | 32400 | 3649860 |
| UFP TECHNOLOGIES INC | COMMON STOCK USD.01 | 4100 | 1002491 |
| UGI CORP | COMMON STOCK | 116700 | 3294441 |
| UIPATH INC CLASS A | COMMON STOCK USD.00001 | 246200 | 3129202 |
| ULTRA CLEAN HOLDINGS INC | COMMON STOCK USD.001 | 24000 | 862800 |
| ULTRAGENYX PHARMACEUTICAL IN | COMMON STOCK USD.001 | 51009 | 2145949 |
| UMB FINANCIAL CORP | COMMON STOCK USD1.0 | 24267 | 2738774 |
| UMH PROPERTIES INC | REIT USD.1 | 35900 | 677792 |
| UNDER ARMOUR INC CLASS A | COMMON STOCK USD.000333 | 103400 | 856152 |
| UNDER ARMOUR INC CLASS C | COMMON STOCK USD.000333 | 115800 | 863868 |
| UNIFIRST CORP/MA | COMMON STOCK USD.1 | 8500 | 1454265 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UNISYS CORP | COMMON STOCK USD.01 | 38640 | 244591 |
| UNITED BANKSHARES INC | COMMON STOCK USD2.5 | 67454 | 2532898 |
| UNITED COMMUNITY BANKS/GA | COMMON STOCK USD1.0 | 66707 | 2155303 |
| UNITED FIRE GROUP INC | COMMON STOCK USD.001 | 11400 | 324330 |
| UNITED NATURAL FOODS INC | COMMON STOCK USD.01 | 34100 | 931271 |
| UNITED PARKS + RESORTS INC | COMMON STOCK USD.01 | 19815 | 1113405 |
| UNITED STATES LIME + MINERAL | COMMON STOCK USD.1 | 5500 | 730070 |
| UNITED STATES STEEL CORP | COMMON STOCK USD1.0 | 123916 | 4211905 |
| UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 24510 | 8648108 |
| UNITI GROUP INC | REIT USD.0001 | 139509 | 767300 |
| UNITIL CORP | COMMON STOCK | 9700 | 525643 |
| UNITY BANCORP INC | COMMON STOCK | 4300 | 187523 |
| UNITY SOFTWARE INC | COMMON STOCK USD.000005 | 166200 | 3734514 |
| UNIVERSAL CORP/VA | COMMON STOCK | 13366 | 732991 |
| UNIVERSAL DISPLAY CORP | COMMON STOCK USD.01 | 25595 | 3741989 |
| UNIVERSAL HEALTH RLTY INCOME | REIT USD.01 | 7720 | 287261 |
| UNIVERSAL INSURANCE HOLDINGS | COMMON STOCK USD.01 | 14139 | 297767 |
| UNIVERSAL LOGISTICS HOLDINGS | COMMON STOCK | 4300 | 197542 |
| UNIVERSAL STAINLESS + ALLOY | COMMON STOCK USD.001 | 3600 | 158508 |
| UNIVERSAL TECHNICAL INSTITUT | COMMON STOCK USD.0001 | 22900 | 588759 |
| UNIVEST CORP OF PENNSYLVANIA | COMMON STOCK USD5.0 | 17416 | 513946 |
| UNUM GROUP | COMMON STOCK USD.1 | 99200 | 7244576 |
| UPBOUND GROUP INC | COMMON STOCK USD.01 | 25750 | 751128 |
| UPSTART HOLDINGS INC | COMMON STOCK USD.0001 | 42500 | 2616725 |
| UPSTREAM BIO INC | COMMON STOCK USD.001 | 7000 | 115080 |
| UPWORK INC | COMMON STOCK USD.0001 | 72600 | 1187010 |
| UR ENERGY INC | COMMON STOCK | 186500 | 214475 |
| URANIUM ENERGY CORP | COMMON STOCK USD.001 | 223100 | 1492539 |
| URBAN EDGE PROPERTIES | REIT USD.01 | 67200 | 1444800 |
| URBAN OUTFITTERS INC | COMMON STOCK USD.0001 | 36255 | 1989674 |
| UROGEN PHARMA LTD | COMMON STOCK USD.01 | 20600 | 219390 |
| US DOLLAR | CURRENCY | 2672703 | 2672703 |
| US FOODS HOLDING CORP | COMMON STOCK USD.01 | 125742 | 8482555 |
| USANA HEALTH SCIENCES INC | COMMON STOCK USD.001 | 6780 | 243334 |
| USCB FINANCIAL HOLDINGS INC | COMMON STOCK | 6200 | 110050 |
| UTAH MEDICAL PRODUCTS INC | COMMON STOCK USD.01 | 2200 | 135234 |
| UTZ BRANDS INC | COMMON STOCK USD.0001 | 42900 | 671814 |
| UWM HOLDINGS CORP | COMMON STOCK USD.0001 | 50500 | 296435 |
| V2X INC | COMMON STOCK USD.01 | 6672 | 319122 |
| VAALCO ENERGY INC | COMMON STOCK USD.1 | 57000 | 249090 |
| VAIL RESORTS INC | COMMON STOCK USD.01 | 20900 | 3917705 |
| VALARIS LTD | COMMON STOCK USD.01 | 33300 | 1473192 |
| VALHI INC | COMMON STOCK USD.01 | 1400 | 32746 |
| VALLEY NATIONAL BANCORP | COMMON STOCK | 246117 | 2229820 |
| VALMONT INDUSTRIES | COMMON STOCK USD1.0 | 10940 | 3354970 |
| VALVOLINE INC | COMMON STOCK USD.01 | 68305 | 2471275 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| VANDA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 31200 | 149448 |
| VAREX IMAGING CORP | COMMON STOCK USD.01 | 22600 | 329734 |
| VARONIS SYSTEMS INC | COMMON STOCK USD.001 | 61736 | 2742930 |
| VAXCYTE INC | COMMON STOCK USD.001 | 68300 | 5591038 |
| VEECO INSTRUMENTS INC | COMMON STOCK USD.01 | 29609 | 793521 |
| VEEVA SYSTEMS INC CLASS A | COMMON STOCK USD.00001 | 81878 | 17214850 |
| VELOCITY FINANCIAL INC | COMMON STOCK | 5613 | 109790 |
| VENTYX BIOSCIENCES INC | COMMON STOCK USD.0001 | 26600 | 58254 |
| VERA BRADLEY INC | COMMON STOCK | 15500 | 60915 |
| VERA THERAPEUTICS INC | COMMON STOCK USD.001 | 24081 | 1018385 |
| VERACYTE INC | COMMON STOCK USD.001 | 41391 | 1639084 |
| VERASTEM INC | COMMON STOCK USD.0001 | 19700 | 101849 |
| VERICEL CORP | COMMON STOCK | 27448 | 1507170 |
| VERINT SYSTEMS INC | COMMON STOCK USD.001 | 34027 | 934041 |
| VERIS RESIDENTIAL INC | REIT USD.01 | 47540 | 790590 |
| VERITEX HOLDINGS INC | COMMON STOCK USD.01 | 30002 | 814854 |
| VERRA MOBILITY CORP | COMMON STOCK USD.0001 | 93275 | 2255390 |
| VERRICA PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 10400 | 7280 |
| VERTEX INC CLASS A | COMMON STOCK USD.001 | 30400 | 1621840 |
| VERTIV HOLDINGS CO A | COMMON STOCK USD.0001 | 198600 | 22562946 |
| VERU INC | COMMON STOCK USD.01 | 37300 | 24264 |
| VERVE THERAPEUTICS INC | COMMON STOCK USD.001 | 39100 | 220524 |
| VESTIS CORP | COMMON STOCK USD.01 | 70204 | 1069909 |
| VF CORP | COMMON STOCK | 196200 | 4210452 |
| VIANT TECHNOLOGY INC A | COMMON STOCK USD.001 | 5900 | 112041 |
| VIASAT INC | COMMON STOCK USD.0001 | 67701 | 576136 |
| VIAVI SOLUTIONS INC | COMMON STOCK USD.001 | 123676 | 1249128 |
| VICOR CORP | COMMON STOCK USD.01 | 12500 | 604000 |
| VICTORIA S SECRET + CO | COMMON STOCK USD.01 | 43900 | 1818338 |
| VICTORY CAPITAL HOLDING A | COMMON STOCK USD.01 | 23000 | 1505580 |
| VIEMED HEALTHCARE INC | COMMON STOCK | 18700 | 149974 |
| VIKING THERAPEUTICS INC | COMMON STOCK USD.00001 | 59400 | 2390256 |
| VILLAGE SUPER MARKET CLASS A | COMMON STOCK | 4300 | 137127 |
| VIMEO INC | COMMON STOCK USD.01 | 83816 | 536422 |
| VIPER ENERGY INC | COMMON STOCK | 57500 | 2821525 |
| VIR BIOTECHNOLOGY INC | COMMON STOCK | 47381 | 347777 |
| VIRCO MFG CORPORATION | COMMON STOCK USD.01 | 3600 | 36900 |
| VIRGIN GALACTIC HOLDINGS INC | COMMON STOCK USD.0001 | 9730 | 57212 |
| VIRGINIA NATIONAL BANKSHARES | COMMON STOCK USD2.5 | 2800 | 106960 |
| VIRIDIAN THERAPEUTICS INC | COMMON STOCK USD.01 | 38700 | 741879 |
| VIRTU FINANCIAL INC CLASS A | COMMON STOCK USD.00001 | 46720 | 1666970 |
| VIRTUS INVESTMENT PARTNERS | COMMON STOCK USD.01 | 4055 | 894452 |
| VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 71224 | 1206535 |
| VISHAY PRECISION GROUP | COMMON STOCK | 7077 | 166097 |
| VISTEON CORP | COMMON STOCK | 14700 | 1304184 |
| VITA COCO CO INC/THE | COMMON STOCK USD.01 | 21700 | 800947 |
| VITAL ENERGY INC | COMMON STOCK USD.01 | 13600 | 420512 |
| VITAL FARMS INC | COMMON STOCK USD.0001 | 18300 | 689727 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | VITESSE ENERGY INC | COMMON STOCK USD.01 | 13958 | 348950 |
| | VIVID SEATS INC CLASS A | COMMON STOCK USD.0001 | 42200 | 195386 |
| | VONTIER CORP | COMMON STOCK USD.0001 | 79090 | 2884412 |
| | VORNADO REALTY TRUST | REIT USD.04 | 98600 | 4145144 |
| \* | VOYA FINANCIAL INC | COMMON STOCK USD.01 | 56400 | 3882012 |
|  | VOYAGER THERAPEUTICS INC | COMMON STOCK USD.001 | 23100 | 130977 |
|  | VSE CORP | COMMON STOCK USD.05 | 8900 | 846390 |
|  | W+T OFFSHORE INC | COMMON STOCK USD.00001 | 53967 | 89585 |
|  | WABASH NATIONAL CORP | COMMON STOCK USD.01 | 26957 | 461773 |
|  | WAFD INC | COMMON STOCK USD1.0 | 37737 | 1216641 |
|  | WALDENCAST PLC A | COMMON STOCK USD.0001 | 13400 | 53868 |
|  | WALKER + DUNLOP INC | COMMON STOCK | 18373 | 1786039 |
|  | WARBY PARKER INC CLASS A | COMMON STOCK USD.0001 | 47900 | 1159659 |
|  | WARRIOR MET COAL INC | COMMON STOCK USD.01 | 29000 | 1572960 |
|  | WASHINGTON TRUST BANCORP | COMMON STOCK USD.0625 | 9600 | 300960 |
|  | WATERSTONE FINANCIAL INC | COMMON STOCK USD.01 | 8309 | 111673 |
|  | WATSCO INC | COMMON STOCK USD.5 | 19000 | 9003910 |
|  | WATTS WATER TECHNOLOGIES A | COMMON STOCK USD.1 | 14444 | 2936465 |
|  | WAVE LIFE SCIENCES LTD | COMMON STOCK | 49700 | 614789 |
|  | WAYFAIR INC CLASS A | COMMON STOCK USD.001 | 51155 | 2267190 |
|  | WAYSTAR HOLDING CORP | COMMON STOCK USD.01 | 23800 | 873460 |
|  | WD 40 CO | COMMON STOCK USD.001 | 7500 | 1820100 |
|  | WEATHERFORD INTERNATIONAL PL | COMMON STOCK USD.001 | 39900 | 2858037 |
|  | WEAVE COMMUNICATIONS INC | COMMON STOCK USD.00001 | 20100 | 319992 |
|  | WEBSTER FINANCIAL CORP | COMMON STOCK USD.01 | 92727 | 5120385 |
|  | WEBTOON ENTERTAINMENT INC | COMMON STOCK | 6800 | 92344 |
|  | WEIS MARKETS INC | COMMON STOCK | 9800 | 663656 |
|  | WENDY S CO/THE | COMMON STOCK USD.1 | 88077 | 1435655 |
|  | WEREWOLF THERAPEUTICS INC | COMMON STOCK USD.0001 | 16900 | 25012 |
|  | WERNER ENTERPRISES INC | COMMON STOCK USD.01 | 34832 | 1251165 |
|  | WESBANCO INC | COMMON STOCK USD2.0833 | 33058 | 1075707 |
|  | WESCO INTERNATIONAL INC | COMMON STOCK USD.01 | 23972 | 4337973 |
|  | WEST BANCORPORATION | COMMON STOCK | 9700 | 210005 |
|  | WESTAMERICA BANCORPORATION | COMMON STOCK | 14585 | 765129 |
|  | WESTERN ALLIANCE BANCORP | COMMON STOCK USD.0001 | 58882 | 4919002 |
|  | WESTERN UNION CO | COMMON STOCK USD.01 | 175300 | 1858180 |
|  | WESTLAKE CORP | COMMON STOCK USD.01 | 17403 | 1995254 |
|  | WESTROCK COFFEE CO | COMMON STOCK | 15900 | 102078 |
|  | WEX INC | COMMON STOCK USD.01 | 22581 | 3958901 |
|  | WEYCO GROUP INC | COMMON STOCK USD1.0 | 3700 | 138935 |
|  | WHEELS UP EXPERIENCE INC | COMMON STOCK USD.0001 | 39600 | 65340 |
|  | WHIRLPOOL CORP | COMMON STOCK USD1.0 | 28600 | 3274128 |
|  | WHITE MOUNTAINS INSURANCE GP | COMMON STOCK USD1.0 | 1386 | 2695853 |
|  | WHITESTONE REIT | REIT USD.001 | 29800 | 422266 |
|  | WIDEOPENWEST INC | COMMON STOCK USD.01 | 32100 | 159216 |
|  | WILEY (JOHN) + SONS CLASS A | COMMON STOCK USD1.0 | 20990 | 917473 |
|  | WILLDAN GROUP INC | COMMON STOCK USD.01 | 6900 | 262821 |
|  | WILLIAMS SONOMA INC | COMMON STOCK USD.01 | 70088 | 12978896 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WILLIS LEASE FINANCE CORP | COMMON STOCK USD.01 | 1700 | 352835 |
| WILLSCOT HOLDINGS CORP | COMMON STOCK USD.0001 | 102763 | 3437422 |
| WINGSTOP INC | COMMON STOCK USD.01 | 16167 | 4594661 |
| WINMARK CORP | COMMON STOCK | 1378 | 541650 |
| WINNEBAGO INDUSTRIES | COMMON STOCK USD.5 | 16600 | 793148 |
| WINTRUST FINANCIAL CORP | COMMON STOCK | 34743 | 4332800 |
| WISDOMTREE INC | COMMON STOCK USD.01 | 80085 | 840893 |
| WK KELLOGG CO | COMMON STOCK USD.0001 | 37700 | 678223 |
| WM TECHNOLOGY INC | COMMON STOCK USD.0001 | 22100 | 30498 |
| WNS HOLDINGS LTD | COMMON STOCK USD.16 | 25500 | 1208445 |
| WOLFSPEED INC | COMMON STOCK USD.00125 | 72700 | 484182 |
| WOLVERINE WORLD WIDE INC | COMMON STOCK USD1.0 | 45126 | 1001797 |
| WOODWARD INC | COMMON STOCK USD.001455 | 33575 | 5587552 |
| WORKIVA INC | COMMON STOCK USD.001 | 28112 | 3078264 |
| WORLD ACCEPTANCE CORP | COMMON STOCK | 2500 | 281100 |
| WORLD KINECT CORP | COMMON STOCK USD.01 | 30913 | 850417 |
| WORTHINGTON ENTERPRISES INC | COMMON STOCK | 17936 | 719413 |
| WORTHINGTON STEEL INC | COMMON STOCK USD.0001 | 17436 | 554814 |
| WP CAREY INC | REIT USD.001 | 119129 | 6490148 |
| WSFS FINANCIAL CORP | COMMON STOCK USD.01 | 32327 | 1717534 |
| WYNDHAM HOTELS + RESORTS INC | COMMON STOCK USD.01 | 42690 | 4302725 |
| X4 PHARMACEUTICALS INC | COMMON STOCK USD.001 | 68600 | 50325 |
| XENCOR INC | COMMON STOCK USD.01 | 36025 | 827855 |
| XENIA HOTELS + RESORTS INC | REIT USD.01 | 62500 | 928750 |
| XERIS BIOPHARMA HOLDINGS INC | COMMON STOCK USD.0001 | 76700 | 260013 |
| XEROX HOLDINGS CORP | COMMON STOCK USD1.0 | 68700 | 579141 |
| XOMA ROYALTY CORPORATION | COMMON STOCK USD.0005 | 5400 | 141912 |
| XOMETRY INC A | COMMON STOCK USD.000001 | 22500 | 959850 |
| XP INC CLASS A | COMMON STOCK | 227700 | 2698245 |
| XPEL INC | COMMON STOCK | 13100 | 523214 |
| XPERI INC | COMMON STOCK USD.001 | 24776 | 254450 |
| XPO INC | COMMON STOCK USD.001 | 63249 | 8295106 |
| XPONENTIAL FITNESS INC A | COMMON STOCK USD.0001 | 13800 | 185610 |
| Y MABS THERAPEUTICS INC | COMMON STOCK USD.0001 | 22588 | 176864 |
| YELP INC | COMMON STOCK USD.000001 | 36045 | 1394942 |
| YETI HOLDINGS INC | COMMON STOCK USD.01 | 46973 | 1808930 |
| YEXT INC | COMMON STOCK USD.001 | 59551 | 378744 |
| YORK WATER CO | COMMON STOCK | 8700 | 284664 |
| ZENAS BIOPHARMA INC | COMMON STOCK USD.0001 | 8600 | 70434 |
| ZENTALIS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 31300 | 94839 |
| ZETA GLOBAL HOLDINGS CORP A | COMMON STOCK USD.001 | 98100 | 1764819 |
| ZEVRA THERAPEUTICS INC | COMMON STOCK USD.0001 | 27600 | 230184 |
| ZIFF DAVIS INC | COMMON STOCK USD.01 | 25535 | 1387572 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ZILLOW GROUP INC A | COMMON STOCK USD.0001 | 25761 | 1825167 |
| ZILLOW GROUP INC C | COMMON STOCK USD.0001 | 87673 | 6492186 |
| ZIMVIE INC | COMMON STOCK USD.01 | 15400 | 214830 |
| ZIONS BANCORP NA | COMMON STOCK USD.001 | 78400 | 4253200 |
| ZIPRECRUITER INC A | COMMON STOCK USD.00001 | 38500 | 278740 |
| ZOOM COMMUNICATIONS INC | COMMON STOCK USD.001 | 145700 | 11890577 |
| ZOOMINFO TECHNOLOGIES INC | COMMON STOCK | 176700 | 1857117 |
| ZSCALER INC | COMMON STOCK USD.001 | 51500 | 9291115 |
| ZUMIEZ INC | COMMON STOCK | 9162 | 175636 |
| ZUORA INC CLASS A | COMMON STOCK USD.0001 | 75900 | 752928 |
| ZURA BIO LTD | COMMON STOCK USD.0001 | 20400 | 51000 |
| ZURN ELKAY WATER SOLUTIONS C | COMMON STOCK USD.01 | 78979 | 2945917 |
| ZYMEWORKS INC | COMMON STOCK USD.00001 | 29800 | 436272 |
| ZYNEX INC | COMMON STOCK USD.001 | 8635 | 69166 |
|  | **Total : EXHIBIT C - Small/Mid-Cap Stock Index Fund** |  | $**4072837097** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT D - Inflation Protected Bond Fund**

**(Managed by State Street Global Advisors)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 1178851 |  | $1178851 |
|  | TSY INFL IX N/B | 3.625% 15 Apr 2028 | 20567912 |  | 21596710 |
|  | TSY INFL IX N/B | 3.875% 15 Apr 2029 | 22495892 |  | 24145738 |
|  | TSY INFL IX N/B | 3.375% 15 Apr 2032 | 12923051 |  | 14002581 |
|  | TSY INFL IX N/B | 2% 15 Jan 2026 | 27223954 |  | 27229271 |
|  | TSY INFL IX N/B | 2.375% 15 Jan 2027 | 21033561 |  | 21233215 |
|  | TSY INFL IX N/B | 1.75% 15 Jan 2028 | 18134882 |  | 18011621 |
|  | TSY INFL IX N/B | 2.5% 15 Jan 2029 | 16966108 |  | 17276601 |
|  | TSY INFL IX N/B | 0.375% 15 Jul 2027 | 42418990 |  | 40941782 |
|  | TSY INFL IX N/B | 0.5% 15 Jan 2028 | 43821362 |  | 41913592 |
|  | TSY INFL IX N/B | 0.875% 15 Jan 2029 | 34716527 |  | 33172591 |
|  | TSY INFL IX N/B | 0.25% 15 Jul 2029 | 38316011 |  | 35506669 |
|  | TSY INFL IX N/B | 0.625% 15 Jan 2026 | 31088153 |  | 30663120 |
|  | TSY INFL IX N/B | 0.125% 15 Jul 2026 | 40935910 |  | 39978074 |
|  | TSY INFL IX N/B | 0.375% 15 Jan 2027 | 38855617 |  | 37669458 |
|  | TSY INFL IX N/B | 0.75% 15 Jul 2028 | 38015483 |  | 36529760 |
|  | TSY INFL IX N/B | 0.125% 15 Jan 2030 | 42756071 |  | 38856250 |
|  | TSY INFL IX N/B | 0.125% 15 Jul 2030 | 47207325 |  | 42586170 |
|  | TSY INFL IX N/B | 0.125% 15 Jan 2031 | 50018513 |  | 44429530 |
|  | TSY INFL IX N/B | 0.125% 15 Apr 2026 | 33099825 |  | 32305300 |
|  | TSY INFL IX N/B | 0.125% 15 Jul 2031 | 50863607 |  | 44816600 |
|  | TSY INFL IX N/B | 0.125% 15 Oct 2026 | 46206000 |  | 44926311 |
|  | TSY INFL IX N/B | 0.125% 15 Jan 2032 | 55759099 |  | 48384087 |
|  | TSY INFL IX N/B | 0.125% 15 Apr 2027 | 48631260 |  | 46617622 |
|  | TSY INFL IX N/B | 0.625% 15 Jul 2032 | 58502640 |  | 52341581 |
|  | TSY INFL IX N/B | 1.625% 15 Oct 2027 | 49549005 |  | 49263518 |
|  | TSY INFL IX N/B | 1.125% 15 Jan 2033 | 56763137 |  | 52260889 |
|  | TSY INFL IX N/B | 1.25% 15 Apr 2028 | 48408100 |  | 47182770 |
|  | TSY INFL IX N/B | 1.375% 15 Jul 2033 | 55344323 |  | 51818284 |
|  | TSY INFL IX N/B | 2.375% 15 Oct 2028 | 49724038 |  | 50516514 |
|  | TSY INFL IX N/B | 1.75% 15 Jan 2034 | 58554341 |  | 56189294 |
|  | TSY INFL IX N/B | 2.125% 15 Apr 2029 | 51688832 |  | 51783729 |
|  | TSY INFL IX N/B | 1.875% 15 Jul 2034 | 60850923 |  | 59012322 |
|  | TSY INFL IX N/B | 1.625% 15 Oct 2029 | 32101440 |  | 31574776 |
|  |  | **Total : EXHIBIT D - Inflation Protected Bond Fund** |  |  | $**1285915177** |

---

------

**n / a - Cost is not applicable**

------

**EXHIBIT E - Total Bond Market Fund**

**(Managed by Neuberger Berman)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | 3M COMPANY | 4% 14 Sep 2048 | 170000 |  | $133533 |
|  | ABBOTT LABORATORIES | 4.9% 30 Nov 2046 | 570000 |  | 531491 |
|  | ABBVIE INC | 4.7% 14 May 2045 | 1600000 |  | 1412864 |
|  | ABBVIE INC | 4.95% 15 Mar 2031 | 1440000 |  | 1438574 |
|  | ABBVIE INC | 5.4% 15 Mar 2054 | 105000 |  | 101199 |
|  | ACUITY BRANDS LIGHTING | 2.15% 15 Dec 2030 | 855000 |  | 726263 |
|  | AEP TEXAS INC | 3.45% 15 Jan 2050 | 990000 |  | 666211 |
|  | AERCAP IRELAND CAP/GLOBA | 3.4% 29 Oct 2033 | 965000 |  | 821900 |
|  | AIR LEASE CORP | 2.875% 15 Jan 2026 | 1705000 |  | 1667967 |
|  | ALEXANDRIA REAL ESTATE E | 3% 18 May 2051 | 765000 |  | 468165 |
|  | ALIBABA GROUP HOLDING | 4% 06 Dec 2037 | 555000 |  | 474231 |
|  | ALIBABA GROUP HOLDING | 2.7% 09 Feb 2041 | 300000 |  | 203925 |
|  | ALLSTATE CORP | 3.28% 15 Dec 2026 | 1985000 |  | 1938849 |
|  | ALLY FINANCIAL INC | 1% 26 Jul 2035 | 1400000 |  | 1383452 |
|  | ALPHABET INC | 2.05% 15 Aug 2050 | 495000 |  | 274166 |
|  | ALPHABET INC | 2.25% 15 Aug 2060 | 420000 |  | 226699 |
|  | ALTRIA GROUP INC | 5.375% 31 Jan 2044 | 400000 |  | 372668 |
|  | ALTRIA GROUP INC | 3.4% 04 Feb 2041 | 725000 |  | 523805 |
|  | AMAZON.COM INC | 3.15% 22 Aug 2027 | 1500000 |  | 1450050 |
|  | AMAZON.COM INC | 1.5% 03 Jun 2030 | 1845000 |  | 1564191 |
|  | AMAZON.COM INC | 3.1% 12 May 2051 | 950000 |  | 637868 |
|  | AMEREN CORP | 3.5% 15 Jan 2031 | 1005000 |  | 916068 |
|  | AMERICA MOVIL SAB DE CV | 6.125% 30 Mar 2040 | 760000 |  | 778232 |
|  | AMERICAN ELECTRIC POWER | 5.75% 01 Nov 2027 | 1350000 |  | 1382009 |
|  | AMERICAN EXPRESS CO | 1% 03 Aug 2033 | 1000000 |  | 949410 |
|  | AMERICAN HOMES 4 RENT | 5.5% 01 Feb 2034 | 1300000 |  | 1292707 |
|  | AMERICAN MUNI PWR OHIO INC OH | 7.834% 15 Feb 2041 | 515000 |  | 612818 |
|  | AMERICAN TOWER CORP | 2.75% 15 Jan 2027 | 1860000 |  | 1786456 |
|  | AMERICAN TOWER CORP | 3.1% 15 Jun 2050 | 495000 |  | 317924 |
|  | AMERICAN WATER CAPITAL C | 4.15% 01 Jun 2049 | 710000 |  | 560914 |
|  | AMGEN INC | 4.4% 01 May 2045 | 730000 |  | 603155 |
|  | AMGEN INC | 3.2% 02 Nov 2027 | 495000 |  | 475997 |
|  | AMGEN INC | 3.15% 21 Feb 2040 | 200000 |  | 148576 |
|  | AMGEN INC | 3% 15 Jan 2052 | 1140000 |  | 715293 |
|  | AMGEN INC | 5.65% 02 Mar 2053 | 570000 |  | 549218 |
|  | ANHEUSER BUSCH CO/INBEV | 4.9% 01 Feb 2046 | 2305000 |  | 2097135 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AON CORP/AON GLOBAL HOLD | 5.35% 28 Feb 2033 | 1000000 | 994910 |
| APOLLO GLOBAL MANAGEMENT | 6.375% 15 Nov 2033 | 740000 | 798786 |
| APPLE INC | 4.5% 23 Feb 2036 | 605000 | 589573 |
| APPLE INC | 3.2% 11 May 2027 | 1445000 | 1404569 |
| APPLE INC | 2.55% 20 Aug 2060 | 460000 | 266874 |
| APPLE INC | 2.375% 08 Feb 2041 | 890000 | 611101 |
| APPLE INC | 2.65% 08 Feb 2051 | 440000 | 270899 |
| APPLIED MATERIALS INC | 4.8% 15 Jun 2029 | 750000 | 752033 |
| APPLOVIN CORP | 5.125% 01 Dec 2029 | 1000000 | 996620 |
| APTIV SWISS HOLDINGS LTD | 4.65% 13 Sep 2029 | 1140000 | 1106245 |
| ARCHER DANIELS MIDLAND C | 2.7% 15 Sep 2051 | 735000 | 439890 |
| ARES CAPITAL CORP | 3.875% 15 Jan 2026 | 990000 | 978427 |
| ARIZONA PUBLIC SERVICE | 5.7% 15 Aug 2034 | 1000000 | 1011040 |
| ARTHUR J GALLAGHER + CO | 5.15% 15 Feb 2035 | 1000000 | 977690 |
| ASIAN DEVELOPMENT BANK | 2% 24 Apr 2026 | 1600000 | 1551904 |
| ASIAN DEVELOPMENT BANK | 3.875% 14 Jun 2033 | 1300000 | 1229891 |
| ASTRAZENECA PLC | 6.45% 15 Sep 2037 | 990000 | 1083298 |
| AT+T INC | 4.5% 09 Mar 2048 | 727000 | 598997 |
| AT+T INC | 4.35% 01 Mar 2029 | 1485000 | 1451632 |
| AT+T INC | 3.5% 15 Sep 2053 | 568000 | 383048 |
| AT+T INC | 3.55% 15 Sep 2055 | 1818000 | 1226368 |
| AT+T INC | 2.55% 01 Dec 2033 | 648000 | 521569 |
| ATHENE HOLDING LTD | 3.5% 15 Jan 2031 | 635000 | 572872 |
| ATLASSIAN CORPORATION | 5.5% 15 May 2034 | 1000000 | 1004440 |
| ATMOS ENERGY CORP | 2.85% 15 Feb 2052 | 500000 | 304660 |
| AUTODESK INC | 2.85% 15 Jan 2030 | 665000 | 601951 |
| AUTOZONE INC | 6.25% 01 Nov 2028 | 670000 | 700324 |
| BANCO BILBAO VIZCAYA ARG | 1% 15 Nov 2034 | 1000000 | 1095930 |
| BANCO SANTANDER SA | 3.8% 23 Feb 2028 | 1200000 | 1152228 |
| BANCO SANTANDER SA | 2.749% 03 Dec 2030 | 1200000 | 1015644 |
| BANK OF AMERICA CORP | 1% 24 Apr 2038 | 530000 | 469395 |
| BANK OF AMERICA CORP | 1% 20 Dec 2028 | 2396000 | 2298147 |
| BANK OF AMERICA CORP | 1% 15 Mar 2050 | 405000 | 329966 |
| BANK OF AMERICA CORP | 1% 23 Apr 2040 | 665000 | 564253 |
| BANK OF AMERICA CORP | 1% 22 Oct 2030 | 1055000 | 953414 |
| BANK OF AMERICA CORP | 1% 20 Mar 2051 | 765000 | 596524 |
| BANK OF AMERICA CORP | 1% 21 Jul 2052 | 1410000 | 894137 |
| BANK OF AMERICA CORP | 1% 15 Sep 2027 | 1600000 | 1627952 |
| BANK OF AMERICA NA | 6% 15 Oct 2036 | 665000 | 687244 |
| BANK OF NY MELLON CORP | 1% 01 Feb 2029 | 1500000 | 1486590 |
| BARCLAYS PLC | 4.337% 10 Jan 2028 | 1925000 | 1883112 |
| BARCLAYS PLC | 1% 02 Nov 2028 | 1350000 | 1430555 |
| BARRICK PD AU FIN PTY LT | 5.95% 15 Oct 2039 | 520000 | 523962 |
| BAT CAPITAL CORP | 4.54% 15 Aug 2047 | 507000 | 401407 |
| BAT CAPITAL CORP | 2.726% 25 Mar 2031 | 1140000 | 983660 |
| BAY AREA CA TOLL AUTH TOLL BRI | 7.043% 01 Apr 2050 | 325000 | 373044 |
| BECTON DICKINSON + CO | 4.693% 13 Feb 2028 | 955000 | 949566 |
| BENCHMARK MORTGAGE TRUST | 6.053% 15 Dec 2056 | 1700000 | 1792989 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | BERKSHIRE HATHAWAY ENERG | 2.85% 15 May 2051 | 990000 | 603583 |
| | BERKSHIRE HATHAWAY ENERG | 6.125% 01 Apr 2036 | 701000 | 737200 |
| | BERKSHIRE HATHAWAY FIN | 5.75% 15 Jan 2040 | 630000 | 664404 |
| | BERRY GLOBAL INC | 5.8% 15 Jun 2031 | 750000 | 762638 |
| | BHP BILLITON FIN USA LTD | 4.875% 27 Feb 2026 | 1400000 | 1403654 |
| | BIOGEN INC | 2.25% 01 May 2030 | 740000 | 639042 |
| | BLACKROCK FUNDING INC | 5.35% 08 Jan 2055 | 1000000 | 955220 |
| \* | BLACKROCK INC | 2.4% 30 Apr 2030 | 815000 | 722620 |
|  | BOEING CO | 3.25% 01 Mar 2028 | 1165000 | 1093679 |
|  | BOEING CO | 3.55% 01 Mar 2038 | 495000 | 373849 |
|  | BOEING CO | 5.93% 01 May 2060 | 425000 | 391395 |
|  | BOEING CO | 5.15% 01 May 2030 | 1220000 | 1203005 |
|  | BOSTON PROPERTIES LP | 3.4% 21 Jun 2029 | 760000 | 697148 |
|  | BP CAP MARKETS AMERICA | 3.41% 11 Feb 2026 | 2105000 | 2079193 |
|  | BRIGHTHOUSE FINANCIAL IN | 4.7% 22 Jun 2047 | 345000 | 267127 |
|  | BRISTOL MYERS SQUIBB CO | 2.95% 15 Mar 2032 | 1000000 | 870560 |
|  | BRISTOL MYERS SQUIBB CO | 3.7% 15 Mar 2052 | 1000000 | 726460 |
|  | BRISTOL MYERS SQUIBB CO | 5.55% 22 Feb 2054 | 320000 | 310826 |
|  | BRITISH COLUMBIA PROV OF | 4.75% 12 Jun 2034 | 2740000 | 2697804 |
|  | BRITISH TELECOMMUNICATIO | 9.625% 15 Dec 2030 | 235000 | 284507 |
|  | BRIXMOR OPERATING PART | 5.75% 15 Feb 2035 | 1000000 | 1008280 |
|  | BROADCOM CRP / CAYMN FI | 3.875% 15 Jan 2027 | 1450000 | 1426742 |
|  | BROADCOM INC | 3.75% 15 Feb 2051 | 970000 | 720953 |
|  | BROADCOM INC | 5.15% 15 Nov 2031 | 700000 | 704242 |
|  | BROOKFIELD FINANCE INC | 3.9% 25 Jan 2028 | 1485000 | 1443435 |
|  | BROOKFIELD FINANCE INC | 6.35% 05 Jan 2034 | 930000 | 977802 |
|  | BRUNSWICK CORP | 5.1% 01 Apr 2052 | 670000 | 520791 |
|  | BUNGE LTD FINANCE CORP | 4.65% 17 Sep 2034 | 1000000 | 944520 |
|  | BURLINGTN NORTH SANTA FE | 4.375% 01 Sep 2042 | 685000 | 591395 |
|  | BURLINGTN NORTH SANTA FE | 4.9% 01 Apr 2044 | 625000 | 571606 |
|  | CALIFORNIA ST | 7.55% 01 Apr 2039 | 945000 | 1115608 |
|  | CAMDEN PROPERTY TRUST | 5.85% 03 Nov 2026 | 700000 | 714784 |
|  | CANADIAN NATL RESOURCES | 5.4% 15 Dec 2034 | 1000000 | 974110 |
|  | CANADIAN PACIFIC RAILWAY | 2.05% 05 Mar 2030 | 1700000 | 1474410 |
|  | CAPITAL ONE FINANCIAL CO | 1% 08 Jun 2034 | 600000 | 622716 |
|  | CAPITAL ONE FINANCIAL CO | 1% 29 Oct 2027 | 1495000 | 1551227 |
|  | CARRIER GLOBAL CORP | 2.493% 15 Feb 2027 | 1000000 | 956260 |
|  | CARRINGTON MORTGAGE LOAN TRUST | 1% 25 Jun 2036 | 96653 | 47086 |
|  | CATERPILLAR INC | 2.6% 09 Apr 2030 | 755000 | 680466 |
|  | CENTENE CORP | 2.45% 15 Jul 2028 | 950000 | 856397 |
|  | CENTERPOINT ENER HOUSTON | 3.95% 01 Mar 2048 | 620000 | 476259 |
|  | CHARLES SCHWAB CORP | 3.25% 22 May 2029 | 1600000 | 1498512 |
|  | CHARTER COMM OPT LLC/CAP | 6.484% 23 Oct 2045 | 485000 | 459407 |
|  | CHARTER COMM OPT LLC/CAP | 3.7% 01 Apr 2051 | 290000 | 182050 |
|  | CHARTER COMM OPT LLC/CAP | 3.5% 01 Jun 2041 | 500000 | 342215 |
|  | CHARTER COMM OPT LLC/CAP | 3.95% 30 Jun 2062 | 750000 | 456788 |
|  | CHENIERE CORP CHRISTI HD | 5.125% 30 Jun 2027 | 1485000 | 1492574 |
|  | CIGNA GROUP/THE | 4.375% 15 Oct 2028 | 795000 | 778599 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CIGNA GROUP/THE | 4.9% 15 Dec 2048 | 940000 | 799075 |
| CISCO SYSTEMS INC | 5.3% 26 Feb 2054 | 1035000 | 1003298 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.717% 15 Sep 2048 | 3400000 | 3374919 |
| CITIGROUP INC | 4.3% 20 Nov 2026 | 2215000 | 2194511 |
| CITIGROUP INC | 4.65% 30 Jul 2045 | 1318000 | 1147688 |
| CITIGROUP INC | 4.65% 23 Jul 2048 | 1000000 | 858090 |
| CITIGROUP INC | 1% 26 Mar 2041 | 645000 | 619103 |
| CITIGROUP INC | 1% 17 Nov 2033 | 500000 | 523820 |
| CMS ENERGY CORP | 1% 01 Dec 2050 | 1240000 | 1078378 |
| COCA COLA CO/THE | 2.5% 01 Jun 2040 | 1000000 | 699500 |
| COCA COLA CO/THE | 2.25% 05 Jan 2032 | 845000 | 718368 |
| COMCAST CORP | 4.65% 15 Jul 2042 | 1100000 | 961114 |
| COMCAST CORP | 4% 15 Aug 2047 | 485000 | 369871 |
| COMCAST CORP | 3.75% 01 Apr 2040 | 175000 | 140803 |
| COMCAST CORP | 1.5% 15 Feb 2031 | 1045000 | 850714 |
| COMCAST CORP | 2.45% 15 Aug 2052 | 420000 | 226653 |
| COMCAST CORP | 2.65% 15 Aug 2062 | 560000 | 292370 |
| COMM MORTGAGE TRUST | 3.63% 10 Oct 2048 | 2385000 | 2357940 |
| COMMONSPIRIT HEALTH | 3.91% 01 Oct 2050 | 595000 | 439098 |
| CON EDISON CO OF NY INC | 3.95% 01 Mar 2043 | 620000 | 496081 |
| CON EDISON CO OF NY INC | 4.125% 15 May 2049 | 740000 | 581647 |
| CONAGRA BRANDS INC | 4.85% 01 Nov 2028 | 495000 | 491837 |
| CONNECTICUT ST | 5.85% 15 Mar 2032 | 515000 | 538514 |
| CONOCOPHILLIPS COMPANY | 4.3% 15 Nov 2044 | 815000 | 680892 |
| CONSTELLATION BRANDS INC | 2.875% 01 May 2030 | 990000 | 884545 |
| COOPERAT RABOBANK UA/NY | 5.5% 05 Oct 2026 | 750000 | 762023 |
| COREBRIDGE FINANCIAL INC | 3.9% 05 Apr 2032 | 415000 | 377243 |
| COTERRA ENERGY INC | 5.9% 15 Feb 2055 | 500000 | 473940 |
| CROWN CASTLE INC | 4.3% 15 Feb 2029 | 1665000 | 1611404 |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.016% 15 Sep 2052 | 2000000 | 1789549 |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.502% 15 Nov 2049 | 2780000 | 2702038 |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.779% 15 Mar 2052 | 2864721 | 2754586 |
| CSAIL COMMERCIAL MORTGAGE TRUS | 4.052% 15 Mar 2052 | 2980000 | 2858987 |
| CSX CORP | 4.75% 30 May 2042 | 420000 | 379075 |
| CSX CORP | 4.9% 15 Mar 2055 | 750000 | 672173 |
| CUMMINS INC | 1.5% 01 Sep 2030 | 1030000 | 861801 |
| CVS HEALTH CORP | 5.125% 20 Jul 2045 | 1150000 | 967748 |
| CVS HEALTH CORP | 4.3% 25 Mar 2028 | 86000 | 83341 |
| CVS HEALTH CORP | 5.05% 25 Mar 2048 | 520000 | 429281 |
| CVS HEALTH CORP | 5.3% 01 Jun 2033 | 1545000 | 1480960 |
| DELL INT LLC / EMC CORP | 6.2% 15 Jul 2030 | 900000 | 943074 |
| DEUTSCHE BANK COMMERCIAL MORTG | 3.276% 10 May 2049 | 2115500 | 2073456 |
| DEUTSCHE BANK COMMERCIAL MORTG | 2.89% 10 Aug 2049 | 2375000 | 2293692 |
| DEUTSCHE BANK NY | 1% 11 Sep 2035 | 500000 | 475150 |
| DEVON ENERGY CORPORATION | 7.875% 30 Sep 2031 | 590000 | 664600 |
| DIAMONDBACK ENERGY INC | 6.25% 15 Mar 2033 | 1470000 | 1528550 |
| DISCOVER FINANCIAL SVS | 4.1% 09 Feb 2027 | 1420000 | 1393744 |
| DOW CHEMICAL CO/THE | 4.8% 30 Nov 2028 | 1585000 | 1576330 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DTE ELECTRIC CO | 3.95% 01 Mar 2049 | 800000 | 625784 |
| DUKE ENERGY CAROLINAS | 3.875% 15 Mar 2046 | 740000 | 572597 |
| DUKE ENERGY CORP | 2.65% 01 Sep 2026 | 1450000 | 1403426 |
| DUKE ENERGY CORP | 5% 15 Aug 2052 | 300000 | 261798 |
| DUKE ENERGY CORP | 6.1% 15 Sep 2053 | 700000 | 710437 |
| DUKE ENERGY INDIANA LLC | 3.25% 01 Oct 2049 | 710000 | 476282 |
| DUPONT DE NEMOURS INC | 5.419% 15 Nov 2048 | 505000 | 501899 |
| EASTMAN CHEMICAL CO | 5% 01 Aug 2029 | 1000000 | 996490 |
| ECOLAB INC | 2.75% 18 Aug 2055 | 95000 | 55784 |
| ELEVANCE HEALTH INC | 3.65% 01 Dec 2027 | 1985000 | 1930690 |
| ELEVANCE HEALTH INC | 6.1% 15 Oct 2052 | 500000 | 506075 |
| ELI LILLY + CO | 2.5% 15 Sep 2060 | 975000 | 519275 |
| EMERSON ELECTRIC CO | 1.95% 15 Oct 2030 | 1170000 | 1001064 |
| ENBRIDGE INC | 3.125% 15 Nov 2029 | 1725000 | 1579255 |
| ENERGY TRANSFER LP | 6.5% 01 Feb 2042 | 950000 | 983868 |
| ENERGY TRANSFER LP | 6.55% 01 Dec 2033 | 1460000 | 1551104 |
| ENTERGY ARKANSAS LLC | 5.75% 01 Jun 2054 | 1000000 | 990240 |
| ENTERGY TEXAS INC | 4% 30 Mar 2029 | 100000 | 96737 |
| ENTERPRISE PRODUCTS OPER | 7.55% 15 Apr 2038 | 395000 | 462351 |
| ENTERPRISE PRODUCTS OPER | 4.25% 15 Feb 2048 | 405000 | 324178 |
| ENTERPRISE PRODUCTS OPER | 3.2% 15 Feb 2052 | 450000 | 292689 |
| EOG RESOURCES INC | 5.65% 01 Dec 2054 | 500000 | 489990 |
| EPR PROPERTIES | 3.6% 15 Nov 2031 | 895000 | 782382 |
| EQUINIX INC | 3.9% 15 Apr 2032 | 750000 | 690803 |
| EQUINOR ASA | 3.7% 06 Apr 2050 | 515000 | 381085 |
| EQUINOR ASA | 5.1% 17 Aug 2040 | 455000 | 437601 |
| EUROPEAN INVESTMENT BANK | 1.25% 14 Feb 2031 | 850000 | 702177 |
| EUROPEAN INVESTMENT BANK | 1.625% 13 May 2031 | 1000000 | 840320 |
| EVERGY METRO | 2.25% 01 Jun 2030 | 1040000 | 900775 |
| EVERSOURCE ENERGY | 1.65% 15 Aug 2030 | 990000 | 823274 |
| EVERSOURCE ENERGY | 5.85% 15 Apr 2031 | 855000 | 876974 |
| EXELON CORP | 4.45% 15 Apr 2046 | 1570000 | 1305659 |
| EXTRA SPACE STORAGE LP | 2.55% 01 Jun 2031 | 365000 | 310108 |
| EXXON MOBIL CORPORATION | 4.114% 01 Mar 2046 | 740000 | 599148 |
| EXXON MOBIL CORPORATION | 3.452% 15 Apr 2051 | 85000 | 59715 |
| FAIRFAX FINL HLDGS LTD | 4.85% 17 Apr 2028 | 1340000 | 1330379 |
| FANNIE MAE | 0.875% 05 Aug 2030 | 3660000 | 3019610 |
| FED HM LN PC POOL A39272 | 5.5% 01 Oct 2035 | 52407 | 53384 |
| FED HM LN PC POOL A71925 | 5% 01 Jan 2038 | 41478 | 41374 |
| FED HM LN PC POOL A74793 | 5% 01 Mar 2038 | 48190 | 48027 |
| FED HM LN PC POOL A86521 | 4.5% 01 May 2039 | 59075 | 57561 |
| FED HM LN PC POOL A97759 | 5% 01 Mar 2041 | 58072 | 57624 |
| FED HM LN PC POOL C09035 | 3% 01 Apr 2043 | 118342 | 104947 |
| FED HM LN PC POOL C90982 | 5.5% 01 Jul 2026 | 1347 | 1349 |
| FED HM LN PC POOL C91011 | 5.5% 01 Jan 2027 | 3907 | 3924 |
| FED HM LN PC POOL C91249 | 4.5% 01 May 2029 | 7109 | 7069 |
| FED HM LN PC POOL G01781 | 6.5% 01 Dec 2034 | 295170 | 308527 |
| FED HM LN PC POOL G01879 | 4.5% 01 Aug 2035 | 14786 | 14571 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL G05299 | 4.5% 01 Jun 2038 | 33669 | 33180 |
| FED HM LN PC POOL G05397 | 4.5% 01 Apr 2039 | 44210 | 43077 |
| FED HM LN PC POOL G05432 | 6% 01 Apr 2039 | 30222 | 31473 |
| FED HM LN PC POOL G07083 | 4% 01 Jul 2042 | 58229 | 54884 |
| FED HM LN PC POOL G07216 | 4% 01 Jul 2042 | 69254 | 65367 |
| FED HM LN PC POOL G07266 | 4% 01 Dec 2042 | 214146 | 201788 |
| FED HM LN PC POOL G07642 | 5% 01 Oct 2041 | 217276 | 215972 |
| FED HM LN PC POOL G07842 | 4.5% 01 Jul 2044 | 64047 | 62103 |
| FED HM LN PC POOL G07924 | 3.5% 01 Jan 2045 | 484727 | 440485 |
| FED HM LN PC POOL G08160 | 5.5% 01 Nov 2036 | 93179 | 94859 |
| FED HM LN PC POOL G08256 | 5.5% 01 Mar 2038 | 129315 | 131895 |
| FED HM LN PC POOL G08368 | 4.5% 01 Oct 2039 | 6196 | 6037 |
| FED HM LN PC POOL G08524 | 3% 01 Mar 2043 | 893013 | 791930 |
| FED HM LN PC POOL G08525 | 3% 01 May 2043 | 255265 | 226371 |
| FED HM LN PC POOL G08528 | 3% 01 Apr 2043 | 348299 | 308874 |
| FED HM LN PC POOL G08534 | 3% 01 Jun 2043 | 32317 | 28659 |
| FED HM LN PC POOL G08537 | 3% 01 Jul 2043 | 730455 | 647773 |
| FED HM LN PC POOL G08540 | 3% 01 Aug 2043 | 150383 | 133360 |
| FED HM LN PC POOL G08549 | 4.5% 01 Sep 2043 | 18842 | 18242 |
| FED HM LN PC POOL G08558 | 4% 01 Nov 2043 | 31542 | 29670 |
| FED HM LN PC POOL G08559 | 4.5% 01 Nov 2043 | 84782 | 82084 |
| FED HM LN PC POOL G08578 | 4.5% 01 Mar 2044 | 98625 | 95196 |
| FED HM LN PC POOL G08599 | 3.5% 01 Aug 2044 | 71141 | 64434 |
| FED HM LN PC POOL G08626 | 3% 01 Feb 2045 | 153654 | 134162 |
| FED HM LN PC POOL G08635 | 3% 01 Apr 2045 | 184355 | 160969 |
| FED HM LN PC POOL G08636 | 3.5% 01 Apr 2045 | 90261 | 81658 |
| FED HM LN PC POOL G08641 | 3.5% 01 May 2045 | 306833 | 277588 |
| FED HM LN PC POOL G08653 | 3% 01 Jul 2045 | 348492 | 304285 |
| FED HM LN PC POOL G08654 | 3.5% 01 Jul 2045 | 129425 | 117089 |
| FED HM LN PC POOL G08658 | 3% 01 Aug 2045 | 235184 | 205350 |
| FED HM LN PC POOL G08659 | 3.5% 01 Aug 2045 | 477142 | 431665 |
| FED HM LN PC POOL G08666 | 3% 01 Sep 2045 | 609204 | 531924 |
| FED HM LN PC POOL G08671 | 3.5% 01 Oct 2045 | 146512 | 132548 |
| FED HM LN PC POOL G08676 | 3.5% 01 Nov 2045 | 298176 | 269757 |
| FED HM LN PC POOL G08681 | 3.5% 01 Dec 2045 | 370634 | 335309 |
| FED HM LN PC POOL G08686 | 3% 01 Jan 2046 | 475077 | 414811 |
| FED HM LN PC POOL G08693 | 3.5% 01 Mar 2046 | 203952 | 184513 |
| FED HM LN PC POOL G08698 | 3.5% 01 Mar 2046 | 384868 | 347242 |
| FED HM LN PC POOL G08699 | 4% 01 Mar 2046 | 109981 | 102492 |
| FED HM LN PC POOL G08701 | 3% 01 Apr 2046 | 426652 | 371423 |
| FED HM LN PC POOL G08706 | 3.5% 01 May 2046 | 68547 | 61845 |
| FED HM LN PC POOL G08708 | 4.5% 01 May 2046 | 119154 | 114435 |
| FED HM LN PC POOL G08711 | 3.5% 01 Jun 2046 | 124741 | 112546 |
| FED HM LN PC POOL G08722 | 3.5% 01 Sep 2046 | 232226 | 209523 |
| FED HM LN PC POOL G08729 | 4.5% 01 Sep 2046 | 87592 | 84123 |
| FED HM LN PC POOL G08730 | 4.5% 01 Oct 2046 | 214878 | 206368 |
| FED HM LN PC POOL G08735 | 4.5% 01 Oct 2046 | 9110 | 8749 |
| FED HM LN PC POOL G08743 | 4% 01 Jan 2047 | 544102 | 507053 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL G08745 | 4.5% 01 Jan 2047 | 113857 | 109347 |
| FED HM LN PC POOL G08785 | 4% 01 Oct 2047 | 414683 | 385284 |
| FED HM LN PC POOL G08788 | 3.5% 01 Nov 2047 | 390030 | 351140 |
| FED HM LN PC POOL G08789 | 4% 01 Nov 2047 | 445370 | 413796 |
| FED HM LN PC POOL G08838 | 5% 01 Sep 2048 | 120640 | 118564 |
| FED HM LN PC POOL G08874 | 5% 01 Apr 2049 | 55106 | 54197 |
| FED HM LN PC POOL G16093 | 3% 01 Feb 2032 | 438226 | 418859 |
| FED HM LN PC POOL G18622 | 2.5% 01 Dec 2031 | 319565 | 301272 |
| FED HM LN PC POOL G18631 | 2.5% 01 Feb 2032 | 472118 | 444497 |
| FED HM LN PC POOL G18643 | 2.5% 01 May 2032 | 42590 | 40105 |
| FED HM LN PC POOL G18648 | 3.5% 01 Jun 2032 | 51307 | 49564 |
| FED HM LN PC POOL G18659 | 3% 01 Sep 2032 | 308842 | 293922 |
| FED HM LN PC POOL G18710 | 3.5% 01 Oct 2033 | 113926 | 109435 |
| FED HM LN PC POOL G30406 | 5.5% 01 Jul 2028 | 9075 | 9145 |
| FED HM LN PC POOL G60069 | 3% 01 Apr 2045 | 194036 | 170767 |
| FED HM LN PC POOL G60174 | 4% 01 Oct 2043 | 134646 | 127102 |
| FED HM LN PC POOL G60187 | 3% 01 Aug 2045 | 9264 | 8089 |
| FED HM LN PC POOL G60412 | 4% 01 Dec 2045 | 208973 | 195336 |
| FED HM LN PC POOL G60480 | 4.5% 01 Nov 2045 | 65153 | 62884 |
| FED HM LN PC POOL G60703 | 4% 01 Sep 2046 | 233539 | 217646 |
| FED HM LN PC POOL G60855 | 4.5% 01 Dec 2045 | 110232 | 106393 |
| FED HM LN PC POOL G60919 | 4.5% 01 Sep 2046 | 93480 | 89986 |
| FED HM LN PC POOL G61464 | 4% 01 Oct 2046 | 310105 | 289855 |
| FED HM LN PC POOL G61623 | 3% 01 Apr 2047 | 91743 | 80101 |
| FED HM LN PC POOL G62022 | 3% 01 Apr 2048 | 280430 | 244264 |
| FED HM LN PC POOL J35797 | 2.5% 01 Dec 2031 | 406671 | 383503 |
| FED HM LN PC POOL J36173 | 2.5% 01 Jan 2032 | 424482 | 399993 |
| FED HM LN PC POOL J36214 | 2.5% 01 Feb 2032 | 192038 | 181014 |
| FED HM LN PC POOL Q00291 | 5% 01 Apr 2041 | 69565 | 69029 |
| FED HM LN PC POOL Q00876 | 4.5% 01 May 2041 | 46939 | 45512 |
| FED HM LN PC POOL Q01348 | 4.5% 01 Jun 2041 | 61576 | 59704 |
| FED HM LN PC POOL Q01443 | 4.5% 01 Jun 2041 | 45697 | 44308 |
| FED HM LN PC POOL Q01798 | 4.5% 01 Jul 2041 | 11745 | 11388 |
| FED HM LN PC POOL Q06344 | 4% 01 Feb 2042 | 112677 | 106369 |
| FED HM LN PC POOL Q12544 | 3% 01 Oct 2042 | 301802 | 267767 |
| FED HM LN PC POOL Q13765 | 4% 01 Dec 2042 | 50712 | 47800 |
| FED HM LN PC POOL Q15885 | 3% 01 Feb 2043 | 133389 | 118290 |
| FED HM LN PC POOL Q16084 | 3% 01 Mar 2043 | 761596 | 675350 |
| FED HM LN PC POOL Q19909 | 3% 01 Jul 2043 | 150061 | 133076 |
| FED HM LN PC POOL Q20172 | 3% 01 Jul 2043 | 644548 | 571590 |
| FED HM LN PC POOL Q20542 | 3% 01 Jul 2043 | 281507 | 249642 |
| FED HM LN PC POOL Q20570 | 3.5% 01 Aug 2043 | 389779 | 355744 |
| FED HM LN PC POOL Q20780 | 3.5% 01 Aug 2043 | 245097 | 223714 |
| FED HM LN PC POOL Q22402 | 4.5% 01 Oct 2043 | 152218 | 147373 |
| FED HM LN PC POOL Q22915 | 4.5% 01 Nov 2043 | 86883 | 84118 |
| FED HM LN PC POOL Q23677 | 4.5% 01 Dec 2043 | 35600 | 34460 |
| FED HM LN PC POOL Q23891 | 4% 01 Dec 2043 | 55496 | 52205 |
| FED HM LN PC POOL Q25083 | 4.5% 01 Mar 2044 | 157443 | 152000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL Q25625 | 4% 01 Apr 2044 | 358183 | 334933 |
| FED HM LN PC POOL Q26367 | 4% 01 May 2044 | 118263 | 110777 |
| FED HM LN PC POOL Q28759 | 4.5% 01 Oct 2044 | 55668 | 53716 |
| FED HM LN PC POOL Q29182 | 3.5% 01 Oct 2044 | 108585 | 98303 |
| FED HM LN PC POOL Q29187 | 4.5% 01 Oct 2044 | 24952 | 24088 |
| FED HM LN PC POOL Q29863 | 3.5% 01 Nov 2044 | 108714 | 98420 |
| FED HM LN PC POOL Q31285 | 3.5% 01 Feb 2045 | 927549 | 840110 |
| FED HM LN PC POOL Q32857 | 3% 01 Apr 2045 | 425379 | 365176 |
| FED HM LN PC POOL Q33869 | 4% 01 Jun 2045 | 798016 | 745994 |
| FED HM LN PC POOL Q34590 | 3% 01 Jul 2045 | 539684 | 471223 |
| FED HM LN PC POOL Q34661 | 3% 01 Jul 2045 | 213892 | 186759 |
| FED HM LN PC POOL Q34967 | 4% 01 Jul 2045 | 164964 | 154202 |
| FED HM LN PC POOL Q35225 | 3.5% 01 Aug 2045 | 180540 | 163332 |
| FED HM LN PC POOL Q35614 | 3.5% 01 Aug 2045 | 420333 | 380283 |
| FED HM LN PC POOL Q36238 | 4% 01 Sep 2045 | 145967 | 136417 |
| FED HM LN PC POOL Q37234 | 3.5% 01 Nov 2045 | 453467 | 410247 |
| FED HM LN PC POOL Q37359 | 3% 01 Nov 2045 | 28294 | 24952 |
| FED HM LN PC POOL Q37646 | 3% 01 Dec 2045 | 44714 | 39042 |
| FED HM LN PC POOL Q37812 | 3% 01 Dec 2045 | 65494 | 57186 |
| FED HM LN PC POOL Q38470 | 4% 01 Jan 2046 | 71760 | 67079 |
| FED HM LN PC POOL Q39438 | 4% 01 Mar 2046 | 192210 | 179122 |
| FED HM LN PC POOL Q40375 | 3.5% 01 May 2046 | 44988 | 40590 |
| FED HM LN PC POOL Q45097 | 3.5% 01 Dec 2046 | 390493 | 352317 |
| FED HM LN PC POOL Q45219 | 3.5% 01 Jan 2045 | 496902 | 450060 |
| FED HM LN PC POOL Q45695 | 3.5% 01 Jan 2047 | 25821 | 23295 |
| FED HM LN PC POOL Q45744 | 3.5% 01 Jan 2047 | 136726 | 123359 |
| FED HM LN PC POOL Q46539 | 4.5% 01 Mar 2047 | 11436 | 10960 |
| FED HM LN PC POOL Q46883 | 5% 01 Mar 2047 | 128169 | 126136 |
| FED HM LN PC POOL Q47602 | 4.5% 01 Apr 2047 | 66398 | 63641 |
| FED HM LN PC POOL Q47884 | 4% 01 May 2047 | 396200 | 368112 |
| FED HM LN PC POOL Q48093 | 4.5% 01 May 2047 | 37800 | 36222 |
| FED HM LN PC POOL Q49552 | 3.5% 01 Jul 2047 | 601289 | 541335 |
| FED HM LN PC POOL Q51268 | 3.5% 01 Oct 2047 | 653611 | 588440 |
| FED HM LN PC POOL Q51334 | 4% 01 Oct 2047 | 219466 | 203907 |
| FED HM LN PC POOL Q52104 | 4% 01 Nov 2047 | 146714 | 136313 |
| FED HM LN PC POOL Q57957 | 4.5% 01 Aug 2048 | 152289 | 145587 |
| FED HM LN PC POOL Q58588 | 4.5% 01 Sep 2048 | 87643 | 83786 |
| FED HM LN PC POOL QA7267 | 4.5% 01 Feb 2050 | 42793 | 40825 |
| FED HM LN PC POOL QB7061 | 2% 01 Dec 2050 | 3540860 | 2754483 |
| FED HM LN PC POOL QC1333 | 2% 01 May 2051 | 3821277 | 2989682 |
| FED HM LN PC POOL QC2565 | 2% 01 Jun 2051 | 9010398 | 7046737 |
| FED HM LN PC POOL QC3695 | 2% 01 Jul 2051 | 2700818 | 2131403 |
| FED HM LN PC POOL QC4235 | 2.5% 01 Jul 2051 | 1020801 | 840014 |
| FED HM LN PC POOL QD5262 | 2% 01 Jan 2052 | 3367828 | 2626551 |
| FED HM LN PC POOL QD7594 | 2.5% 01 Feb 2052 | 1129699 | 930069 |
| FED HM LN PC POOL QE6387 | 4.5% 01 Jul 2052 | 793521 | 751667 |
| FED HM LN PC POOL QE9566 | 5% 01 Sep 2052 | 760007 | 736397 |
| FED HM LN PC POOL RA4527 | 2.5% 01 Feb 2051 | 1500215 | 1236380 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL RA7398 | 4% 01 May 2052 | 996511 | 912624 |
| FED HM LN PC POOL RA7777 | 4.5% 01 Aug 2052 | 1787529 | 1684454 |
| FED HM LN PC POOL RA7930 | 4.5% 01 Sep 2052 | 726464 | 684349 |
| FED HM LN PC POOL RA8765 | 5% 01 Mar 2053 | 459850 | 445258 |
| FED HM LN PC POOL RC1727 | 2% 01 Dec 2035 | 540640 | 481085 |
| FED HM LN PC POOL RC1914 | 2% 01 Jun 2036 | 2112813 | 1875662 |
| FED HM LN PC POOL SB0525 | 2% 01 May 2036 | 1173341 | 1040850 |
| FED HM LN PC POOL SB8098 | 2% 01 Apr 2036 | 1394321 | 1237085 |
| FED HM LN PC POOL SB8111 | 2% 01 Jul 2036 | 1248963 | 1107540 |
| FED HM LN PC POOL SD0093 | 5% 01 Oct 2049 | 170411 | 167248 |
| FED HM LN PC POOL SD0127 | 3% 01 Dec 2048 | 843506 | 733689 |
| FED HM LN PC POOL SD0645 | 2% 01 Jun 2051 | 2936983 | 2314270 |
| FED HM LN PC POOL SD0780 | 2.5% 01 Dec 2051 | 3172097 | 2609714 |
| FED HM LN PC POOL SD1060 | 4% 01 Jul 2052 | 190060 | 174060 |
| FED HM LN PC POOL SD1189 | 5% 01 Jul 2052 | 337349 | 327067 |
| FED HM LN PC POOL SD1377 | 3.5% 01 Jul 2052 | 1938831 | 1726256 |
| FED HM LN PC POOL SD1556 | 2% 01 Jun 2052 | 1922100 | 1499632 |
| FED HM LN PC POOL SD1803 | 5.5% 01 Sep 2052 | 951112 | 945194 |
| FED HM LN PC POOL SD2862 | 6% 01 May 2053 | 215866 | 217284 |
| FED HM LN PC POOL SD3010 | 5.5% 01 Jun 2053 | 377540 | 374114 |
| FED HM LN PC POOL SD3226 | 2.5% 01 Mar 2052 | 1881976 | 1534683 |
| FED HM LN PC POOL SD3392 | 5.5% 01 Jul 2053 | 1077834 | 1070131 |
| FED HM LN PC POOL SD6580 | 5.5% 01 Oct 2054 | 784746 | 776133 |
| FED HM LN PC POOL SD8141 | 2.5% 01 Apr 2051 | 2063202 | 1692878 |
| FED HM LN PC POOL SD8146 | 2% 01 May 2051 | 5131674 | 4014907 |
| FED HM LN PC POOL SD8157 | 3% 01 Jul 2051 | 316941 | 271349 |
| FED HM LN PC POOL SD8172 | 2% 01 Oct 2051 | 3172206 | 2476940 |
| FED HM LN PC POOL SD8177 | 2% 01 Nov 2051 | 1999787 | 1560864 |
| FED HM LN PC POOL SD8183 | 2.5% 01 Dec 2051 | 469932 | 384418 |
| FED HM LN PC POOL SD8189 | 2.5% 01 Jan 2052 | 1985236 | 1623364 |
| FED HM LN PC POOL SD8193 | 2% 01 Feb 2052 | 1391114 | 1084490 |
| FED HM LN PC POOL SD8222 | 4% 01 Jun 2052 | 403167 | 369135 |
| FED HM LN PC POOL SD8233 | 5% 01 Jul 2052 | 486402 | 471577 |
| FED HM LN PC POOL SD8242 | 3% 01 Sep 2052 | 883489 | 751128 |
| FED HM LN PC POOL SD8245 | 4.5% 01 Sep 2052 | 1293584 | 1218864 |
| FED HM LN PC POOL SD8246 | 5% 01 Sep 2052 | 1193211 | 1156513 |
| FED HM LN PC POOL SD8256 | 4% 01 Oct 2052 | 1433553 | 1311656 |
| FED HM LN PC POOL SD8267 | 5% 01 Nov 2052 | 279679 | 270904 |
| FED HM LN PC POOL SD8288 | 5% 01 Jan 2053 | 473327 | 458329 |
| FED HM LN PC POOL SD8290 | 6% 01 Jan 2053 | 2532693 | 2547052 |
| FED HM LN PC POOL SD8308 | 5.5% 01 Mar 2053 | 447860 | 442742 |
| FED HM LN PC POOL SD8315 | 5% 01 Apr 2053 | 580946 | 561381 |
| FED HM LN PC POOL SD8332 | 6% 01 Jun 2053 | 2326816 | 2339734 |
| FED HM LN PC POOL SD8349 | 5.5% 01 Aug 2053 | 2209989 | 2184053 |
| FED HM LN PC POOL SD8363 | 6% 01 Sep 2053 | 826571 | 831160 |
| FED HM LN PC POOL SD8368 | 6% 01 Oct 2053 | 1253097 | 1260054 |
| FED HM LN PC POOL SD8420 | 5.5% 01 Apr 2054 | 1989193 | 1964345 |
| FED HM LN PC POOL SD8438 | 5.5% 01 Jun 2054 | 2408280 | 2378196 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL SD8447 | 6% 01 Jul 2054 | 402929 | 405143 |
| FED HM LN PC POOL SD8454 | 6% 01 Aug 2054 | 928799 | 933904 |
| FED HM LN PC POOL SI2009 | 3% 01 Oct 2049 | 3198966 | 2755714 |
| FED HM LN PC POOL V61427 | 2.5% 01 Dec 2031 | 205553 | 194322 |
| FED HM LN PC POOL V80509 | 4% 01 Oct 2043 | 52838 | 49701 |
| FED HM LN PC POOL V80589 | 4.5% 01 Oct 2043 | 32988 | 31938 |
| FED HM LN PC POOL V80597 | 4.5% 01 Oct 2043 | 26301 | 25461 |
| FED HM LN PC POOL V81992 | 4% 01 Oct 2045 | 455122 | 425453 |
| FED HM LN PC POOL V82605 | 3% 01 Sep 2046 | 778353 | 667415 |
| FED HM LN PC POOL V82781 | 3% 01 Dec 2046 | 736166 | 643973 |
| FED HM LN PC POOL ZM0037 | 3.5% 01 Aug 2045 | 458780 | 414545 |
| FED HM LN PC POOL ZM0060 | 3.5% 01 Aug 2045 | 362778 | 327799 |
| FED HM LN PC POOL ZS8598 | 3% 01 Feb 2031 | 194708 | 186663 |
| FEDERAL REALTY OP LP | 1.25% 15 Feb 2026 | 1915000 | 1837960 |
| FEDEX CORP | 4.1% 01 Feb 2045 | 460000 | 359720 |
| FEDEX CORP | 4.95% 17 Oct 2048 | 290000 | 252286 |
| FIFTH THIRD BANCORP | 1% 25 Apr 2033 | 910000 | 844862 |
| FIRSTENERGY TRANSMISSION | 4.55% 15 Jan 2030 | 1000000 | 973110 |
| FISERV INC | 5.625% 21 Aug 2033 | 1400000 | 1425074 |
| FLORIDA POWER + LIGHT CO | 3.95% 01 Mar 2048 | 710000 | 557961 |
| FLOWERS FOODS INC | 2.4% 15 Mar 2031 | 1125000 | 952200 |
| FMC CORP | 3.45% 01 Oct 2029 | 740000 | 677958 |
| FNMA POOL 190396 | 1% 01 Jun 2039 | 70625 | 68724 |
| FNMA POOL 310185 | 1% 01 Jul 2026 | 25201 | 25267 |
| FNMA POOL 888204 | 1% 01 Apr 2026 | 2261 | 2260 |
| FNMA POOL 889574 | 1% 01 Aug 2037 | 43807 | 45552 |
| FNMA POOL 931507 | 4.5% 01 Jul 2039 | 243402 | 236857 |
| FNMA POOL 931974 | 5% 01 Sep 2039 | 44410 | 44166 |
| FNMA POOL 952656 | 6% 01 Aug 2037 | 88766 | 92296 |
| FNMA POOL 955724 | 6.5% 01 Nov 2037 | 63892 | 67337 |
| FNMA POOL 995011 | 1% 01 Oct 2038 | 57408 | 59696 |
| FNMA POOL 995245 | 1% 01 Jan 2039 | 47200 | 47019 |
| FNMA POOL AA8487 | 4.5% 01 Jul 2039 | 102389 | 99633 |
| FNMA POOL AA9357 | 4.5% 01 Aug 2039 | 937 | 912 |
| FNMA POOL AB3193 | 4.5% 01 Jun 2041 | 7031 | 6808 |
| FNMA POOL AB5192 | 4% 01 May 2042 | 86049 | 80984 |
| FNMA POOL AB7436 | 3% 01 Dec 2042 | 248530 | 220212 |
| FNMA POOL AB7848 | 3% 01 Feb 2043 | 668385 | 592103 |
| FNMA POOL AB8855 | 3.5% 01 Mar 2043 | 423841 | 386352 |
| FNMA POOL AB8881 | 3% 01 Apr 2043 | 482997 | 427776 |
| FNMA POOL AB8897 | 3% 01 Apr 2043 | 230398 | 204043 |
| FNMA POOL AB8899 | 3% 01 Apr 2043 | 275623 | 244094 |
| FNMA POOL AB9177 | 3.5% 01 Apr 2043 | 85565 | 77998 |
| FNMA POOL AB9187 | 3% 01 Apr 2043 | 124595 | 110343 |
| FNMA POOL AB9362 | 3.5% 01 May 2043 | 136844 | 124741 |
| FNMA POOL AB9863 | 3% 01 Jul 2043 | 473505 | 419377 |
| FNMA POOL AD0220 | 1% 01 Oct 2038 | 67239 | 69918 |
| FNMA POOL AD4296 | 5% 01 Apr 2040 | 137878 | 136877 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AE0271 | 1% 01 Aug 2040 | 39845 | 39556 |
| FNMA POOL AE0481 | 1% 01 Sep 2040 | 174620 | 173352 |
| FNMA POOL AI3661 | 5% 01 May 2041 | 64757 | 64176 |
| FNMA POOL AI4815 | 4.5% 01 Jun 2041 | 16636 | 16109 |
| FNMA POOL AJ7686 | 4% 01 Dec 2041 | 44262 | 41730 |
| FNMA POOL AK2415 | 4% 01 Feb 2042 | 131635 | 124095 |
| FNMA POOL AL1547 | 1% 01 Nov 2041 | 59173 | 57299 |
| FNMA POOL AL2374 | 1% 01 Dec 2041 | 266058 | 251005 |
| FNMA POOL AL3315 | 1% 01 Mar 2043 | 170277 | 155670 |
| FNMA POOL AL3498 | 1% 01 May 2043 | 214525 | 195552 |
| FNMA POOL AL3650 | 1% 01 Feb 2041 | 58630 | 58204 |
| FNMA POOL AL3652 | 1% 01 Oct 2040 | 92976 | 96673 |
| FNMA POOL AL4608 | 1% 01 Dec 2043 | 183065 | 176996 |
| FNMA POOL AL5218 | 1% 01 Mar 2044 | 95030 | 94157 |
| FNMA POOL AL5229 | 1% 01 Jan 2044 | 60946 | 60399 |
| FNMA POOL AL5315 | 1% 01 Jun 2042 | 219434 | 206861 |
| FNMA POOL AL6004 | 1% 01 Dec 2043 | 5556 | 5380 |
| FNMA POOL AL6325 | 1% 01 Oct 2044 | 451959 | 400259 |
| FNMA POOL AL7121 | 1% 01 Jan 2044 | 277954 | 246159 |
| FNMA POOL AL7924 | 1% 01 Dec 2028 | 110 | 110 |
| FNMA POOL AL8083 | 1% 01 Mar 2029 | 23513 | 23686 |
| FNMA POOL AL8340 | 1% 01 Feb 2045 | 103217 | 99796 |
| FNMA POOL AL8776 | 1% 01 Jul 2046 | 138698 | 124970 |
| FNMA POOL AL9105 | 1% 01 Oct 2046 | 135796 | 130242 |
| FNMA POOL AL9282 | 1% 01 Jun 2046 | 589440 | 548647 |
| FNMA POOL AL9563 | 1% 01 Nov 2046 | 109546 | 95825 |
| FNMA POOL AL9994 | 1% 01 Apr 2032 | 603432 | 570091 |
| FNMA POOL AO4144 | 4% 01 Jun 2042 | 149147 | 140360 |
| FNMA POOL AR6445 | 4.5% 01 Oct 2043 | 39730 | 38413 |
| FNMA POOL AR7435 | 3.5% 01 Jul 2043 | 824062 | 751131 |
| FNMA POOL AR9197 | 3% 01 Mar 2043 | 417836 | 370039 |
| FNMA POOL AS0016 | 3% 01 Jul 2043 | 935209 | 828230 |
| FNMA POOL AS0037 | 3.5% 01 Jul 2043 | 256960 | 234219 |
| FNMA POOL AS0080 | 3.5% 01 Aug 2043 | 585556 | 533772 |
| FNMA POOL AS0128 | 3% 01 Aug 2043 | 88961 | 78791 |
| FNMA POOL AS0210 | 3.5% 01 Aug 2043 | 171892 | 156689 |
| FNMA POOL AS0302 | 3% 01 Aug 2043 | 486617 | 430953 |
| FNMA POOL AS0331 | 3% 01 Aug 2043 | 128646 | 113930 |
| FNMA POOL AS0358 | 4% 01 Sep 2043 | 315107 | 296001 |
| FNMA POOL AS0516 | 3% 01 Sep 2043 | 458964 | 406463 |
| FNMA POOL AS0563 | 4.5% 01 Sep 2043 | 13041 | 12608 |
| FNMA POOL AS0830 | 4.5% 01 Oct 2043 | 22651 | 21900 |
| FNMA POOL AS0837 | 5% 01 Oct 2043 | 47858 | 47418 |
| FNMA POOL AS0860 | 4.5% 01 Oct 2043 | 24387 | 23579 |
| FNMA POOL AS1380 | 4.5% 01 Dec 2043 | 85123 | 82301 |
| FNMA POOL AS1586 | 4.5% 01 Jan 2044 | 117850 | 113944 |
| FNMA POOL AS1587 | 4.5% 01 Jan 2044 | 41565 | 40187 |
| FNMA POOL AS1588 | 4.5% 01 Jan 2044 | 131539 | 127177 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AS1764 | 4% 01 Feb 2044 | 230611 | 216620 |
| FNMA POOL AS2919 | 5% 01 Jul 2044 | 73931 | 73146 |
| FNMA POOL AS4306 | 3% 01 Jan 2045 | 155090 | 135333 |
| FNMA POOL AS4333 | 3% 01 Jan 2045 | 163564 | 142728 |
| FNMA POOL AS4797 | 3.5% 01 Apr 2045 | 282696 | 255402 |
| FNMA POOL AS5175 | 3.5% 01 Jun 2045 | 329339 | 297976 |
| FNMA POOL AS5444 | 3% 01 Jul 2045 | 522609 | 459252 |
| FNMA POOL AS5594 | 3.5% 01 Aug 2045 | 374509 | 338351 |
| FNMA POOL AS6311 | 3.5% 01 Dec 2045 | 134222 | 121270 |
| FNMA POOL AS6386 | 3% 01 Dec 2045 | 107029 | 93325 |
| FNMA POOL AS6520 | 3.5% 01 Jan 2046 | 414727 | 374708 |
| FNMA POOL AS6534 | 3.5% 01 Jan 2046 | 122338 | 110533 |
| FNMA POOL AS6536 | 3.5% 01 Jan 2046 | 378285 | 341783 |
| FNMA POOL AS6573 | 3.5% 01 Jan 2046 | 622589 | 562512 |
| FNMA POOL AS6627 | 4.5% 01 Feb 2046 | 235483 | 226499 |
| FNMA POOL AS6677 | 4% 01 Feb 2046 | 200510 | 187196 |
| FNMA POOL AS6763 | 3.5% 01 Mar 2046 | 233327 | 210233 |
| FNMA POOL AS6795 | 4% 01 Mar 2046 | 230362 | 214426 |
| FNMA POOL AS6947 | 3.5% 01 Apr 2046 | 77179 | 69540 |
| FNMA POOL AS7016 | 3.5% 01 Apr 2046 | 326583 | 294266 |
| FNMA POOL AS7245 | 3.5% 01 May 2046 | 434151 | 391180 |
| FNMA POOL AS7376 | 3% 01 Jun 2046 | 720394 | 626281 |
| FNMA POOL AS7401 | 4% 01 Jun 2046 | 328846 | 306064 |
| FNMA POOL AS7492 | 4% 01 Jul 2046 | 131366 | 122279 |
| FNMA POOL AS7558 | 4% 01 Jul 2046 | 163973 | 152630 |
| FNMA POOL AS7601 | 4% 01 Jul 2046 | 473902 | 441072 |
| FNMA POOL AS7712 | 3% 01 Aug 2031 | 510407 | 486779 |
| FNMA POOL AS7844 | 3% 01 Sep 2046 | 460578 | 402338 |
| FNMA POOL AS8144 | 4% 01 Oct 2046 | 282144 | 262618 |
| FNMA POOL AS8384 | 2.5% 01 Nov 2031 | 180625 | 170607 |
| FNMA POOL AS8572 | 3.5% 01 Dec 2046 | 629431 | 567146 |
| FNMA POOL AS8714 | 2.5% 01 Feb 2032 | 529648 | 498307 |
| FNMA POOL AS9394 | 4.5% 01 Apr 2047 | 174782 | 167312 |
| FNMA POOL AS9505 | 3% 01 Apr 2032 | 406261 | 387139 |
| FNMA POOL AS9615 | 4.5% 01 May 2047 | 12297 | 11770 |
| FNMA POOL AS9760 | 4.5% 01 Jun 2047 | 306155 | 293034 |
| FNMA POOL AS9884 | 4% 01 Jul 2047 | 278517 | 258483 |
| FNMA POOL AS9988 | 4.5% 01 Jul 2047 | 140664 | 134641 |
| FNMA POOL AT2016 | 3% 01 Apr 2043 | 312377 | 276644 |
| FNMA POOL AT2725 | 3% 01 May 2043 | 209776 | 185780 |
| FNMA POOL AT5830 | 4.5% 01 Jun 2043 | 5586 | 5400 |
| FNMA POOL AT5900 | 3% 01 Jun 2043 | 253684 | 224665 |
| FNMA POOL AT9221 | 3% 01 Jul 2043 | 184862 | 163746 |
| FNMA POOL AU0949 | 3.5% 01 Aug 2043 | 184993 | 169374 |
| FNMA POOL AU1632 | 3% 01 Jul 2043 | 274660 | 243241 |
| FNMA POOL AU3195 | 3% 01 Aug 2043 | 144558 | 128022 |
| FNMA POOL AU3735 | 3% 01 Aug 2043 | 653055 | 578352 |
| FNMA POOL AU3742 | 3.5% 01 Aug 2043 | 282352 | 257382 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AU3751 | 4% 01 Aug 2043 | 543429 | 510546 |
| FNMA POOL AU4229 | 4.5% 01 Sep 2043 | 157607 | 152380 |
| FNMA POOL AU7309 | 3.5% 01 Aug 2043 | 113757 | 103690 |
| FNMA POOL AV0663 | 4.5% 01 Dec 2043 | 78789 | 76175 |
| FNMA POOL AV0691 | 4% 01 Dec 2043 | 174564 | 163979 |
| FNMA POOL AV2301 | 4.5% 01 Dec 2043 | 35345 | 34173 |
| FNMA POOL AV6103 | 4% 01 Jan 2044 | 468506 | 440094 |
| FNMA POOL AV6366 | 4.5% 01 Jan 2044 | 5236 | 5062 |
| FNMA POOL AX3613 | 3% 01 Jan 2045 | 190279 | 166040 |
| FNMA POOL AY4205 | 3% 01 May 2045 | 116010 | 101799 |
| FNMA POOL AZ0814 | 3.5% 01 Jul 2045 | 626552 | 566060 |
| FNMA POOL AZ0862 | 3.5% 01 Jul 2045 | 100478 | 90782 |
| FNMA POOL AZ7108 | 3.5% 01 Jul 2045 | 523791 | 473163 |
| FNMA POOL AZ7821 | 3.5% 01 Aug 2045 | 268655 | 242731 |
| FNMA POOL BA0041 | 3% 01 Feb 2046 | 620667 | 541197 |
| FNMA POOL BA2907 | 4% 01 Nov 2045 | 404514 | 378353 |
| FNMA POOL BC0305 | 4% 01 Mar 2046 | 188547 | 175504 |
| FNMA POOL BC0822 | 3.5% 01 Apr 2046 | 78527 | 70755 |
| FNMA POOL BD2440 | 3.5% 01 Jan 2047 | 703282 | 633674 |
| FNMA POOL BD2471 | 2.5% 01 Jan 2032 | 487236 | 459411 |
| FNMA POOL BE0579 | 4% 01 Oct 2046 | 186530 | 173627 |
| FNMA POOL BE1906 | 3% 01 Dec 2031 | 513872 | 490459 |
| FNMA POOL BE3619 | 4% 01 May 2047 | 298528 | 277002 |
| FNMA POOL BE5041 | 3.5% 01 Nov 2046 | 146409 | 132274 |
| FNMA POOL BH9303 | 3.5% 01 Feb 2033 | 580308 | 558716 |
| FNMA POOL BJ0258 | 4.5% 01 Oct 2047 | 36524 | 34971 |
| FNMA POOL BJ4572 | 4.5% 01 Jan 2048 | 158030 | 151780 |
| FNMA POOL BJ4751 | 4% 01 Jan 2048 | 373843 | 346886 |
| FNMA POOL BK2013 | 4% 01 Apr 2048 | 206679 | 192199 |
| FNMA POOL BK7114 | 5% 01 Jul 2048 | 168257 | 165134 |
| FNMA POOL BK8918 | 5% 01 Aug 2048 | 32142 | 31480 |
| FNMA POOL BM1177 | 1% 01 Dec 2031 | 259792 | 249085 |
| FNMA POOL BM1567 | 1% 01 Feb 2047 | 732712 | 648897 |
| FNMA POOL BM2005 | 1% 01 Dec 2047 | 131482 | 122001 |
| FNMA POOL BM3688 | 1% 01 Feb 2047 | 473589 | 427890 |
| FNMA POOL BM3803 | 1% 01 Nov 2046 | 513409 | 462593 |
| FNMA POOL BM3824 | 1% 01 Feb 2047 | 300563 | 280577 |
| FNMA POOL BM4137 | 1% 01 Jun 2047 | 296638 | 275227 |
| FNMA POOL BM4657 | 1% 01 Jun 2046 | 196087 | 177165 |
| FNMA POOL BM5024 | 1% 01 Nov 2048 | 853516 | 742396 |
| FNMA POOL BO7838 | 2.5% 01 Apr 2050 | 1925404 | 1587252 |
| FNMA POOL BP3054 | 3% 01 Mar 2050 | 828686 | 713984 |
| FNMA POOL BP3082 | 3% 01 Mar 2050 | 731304 | 631601 |
| FNMA POOL BP9581 | 2.5% 01 Aug 2050 | 1978492 | 1640495 |
| FNMA POOL BQ4495 | 2% 01 Feb 2051 | 5393835 | 4223365 |
| FNMA POOL BQ6312 | 2.5% 01 Nov 2050 | 2002595 | 1650901 |
| FNMA POOL BR1269 | 2.5% 01 Jan 2051 | 864211 | 716141 |
| FNMA POOL BR4029 | 2% 01 Feb 2051 | 4226209 | 3339127 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL BR4051 | 2% 01 Feb 2051 | 2521595 | 1992312 |
| FNMA POOL BR4113 | 2.5% 01 Jan 2051 | 2525394 | 2075603 |
| FNMA POOL BR4515 | 2% 01 Feb 2051 | 3012978 | 2376955 |
| FNMA POOL BT0417 | 2.5% 01 Jun 2051 | 2136941 | 1752350 |
| FNMA POOL BT1825 | 2% 01 Jun 2036 | 2223078 | 1971353 |
| FNMA POOL BT3273 | 2.5% 01 Aug 2051 | 5005708 | 4121346 |
| FNMA POOL BV2558 | 5% 01 Jun 2052 | 167127 | 162090 |
| FNMA POOL BV4139 | 2.5% 01 Mar 2052 | 2082720 | 1712231 |
| FNMA POOL BV7959 | 5% 01 Aug 2052 | 583161 | 565406 |
| FNMA POOL BW0954 | 4.5% 01 Jul 2052 | 2194164 | 2067764 |
| FNMA POOL BW3913 | 4% 01 Aug 2052 | 848148 | 777297 |
| FNMA POOL BW4908 | 6% 01 Apr 2053 | 1036648 | 1042403 |
| FNMA POOL CA2653 | 5% 01 Aug 2048 | 48505 | 47634 |
| FNMA POOL CA4015 | 3% 01 Jan 2048 | 1050230 | 913500 |
| FNMA POOL CA4648 | 3% 01 Apr 2048 | 565577 | 491944 |
| FNMA POOL CB0502 | 2% 01 May 2051 | 3449593 | 2700042 |
| FNMA POOL CB1027 | 2.5% 01 Jul 2051 | 1578101 | 1294041 |
| FNMA POOL CB1038 | 2.5% 01 Jul 2051 | 2126192 | 1749104 |
| FNMA POOL CB1553 | 2.5% 01 Sep 2051 | 3733827 | 3069306 |
| FNMA POOL CB2400 | 2.5% 01 Dec 2051 | 259075 | 211850 |
| FNMA POOL CB2767 | 2% 01 Jan 2052 | 1296718 | 1014958 |
| FNMA POOL CB2789 | 2% 01 Feb 2052 | 392739 | 306645 |
| FNMA POOL CB2928 | 2.5% 01 Feb 2052 | 1823204 | 1486686 |
| FNMA POOL CB3909 | 4% 01 Jun 2052 | 259347 | 238358 |
| FNMA POOL CB6031 | 5% 01 Apr 2053 | 685367 | 663618 |
| FNMA POOL CB7867 | 6.5% 01 Jan 2054 | 2114691 | 2164576 |
| FNMA POOL FM2165 | 1% 01 Nov 2048 | 389022 | 349769 |
| FNMA POOL FM4316 | 1% 01 Nov 2046 | 735776 | 641567 |
| FNMA POOL FM5037 | 1% 01 Dec 2035 | 1276876 | 1140015 |
| FNMA POOL FM5316 | 1% 01 Dec 2050 | 3672021 | 2896003 |
| FNMA POOL FM5326 | 1% 01 Dec 2035 | 1012972 | 901574 |
| FNMA POOL FM5497 | 1% 01 Dec 2035 | 1297800 | 1157769 |
| FNMA POOL FM5848 | 1% 01 Feb 2051 | 3098670 | 2410497 |
| FNMA POOL FM6384 | 1% 01 Mar 2051 | 5706678 | 4488291 |
| FNMA POOL FM6853 | 1% 01 Apr 2051 | 5522967 | 4377648 |
| FNMA POOL FM6928 | 1% 01 Apr 2051 | 3262984 | 2573175 |
| FNMA POOL FM7151 | 1% 01 May 2051 | 5246317 | 4124591 |
| FNMA POOL FM7189 | 1% 01 May 2051 | 2750521 | 2267144 |
| FNMA POOL FM7497 | 1% 01 Jun 2051 | 6136293 | 4857835 |
| FNMA POOL FM8178 | 1% 01 Jul 2051 | 1248653 | 1023894 |
| FNMA POOL FM8301 | 1% 01 Jul 2036 | 2056559 | 1828967 |
| FNMA POOL FM8360 | 1% 01 Aug 2051 | 1589509 | 1308197 |
| FNMA POOL FM8422 | 1% 01 Aug 2051 | 3609708 | 2944286 |
| FNMA POOL FS0121 | 1% 01 Jan 2052 | 2132723 | 1675242 |
| FNMA POOL FS1171 | 1% 01 Jan 2052 | 270399 | 231167 |
| FNMA POOL FS1332 | 1% 01 Mar 2052 | 327553 | 291364 |
| FNMA POOL FS2485 | 1% 01 Jul 2052 | 496130 | 457118 |
| FNMA POOL FS3277 | 1% 01 Dec 2037 | 82259 | 79165 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL FS3298 | 1% 01 Oct 2051 | 568664 | 463989 |
| FNMA POOL FS3969 | 1% 01 Mar 2037 | 412726 | 366165 |
| FNMA POOL FS5235 | 1% 01 Jul 2053 | 455826 | 451342 |
| FNMA POOL FS5673 | 1% 01 Feb 2053 | 197235 | 180556 |
| FNMA POOL FS5749 | 1% 01 Sep 2053 | 1315870 | 1345086 |
| FNMA POOL FS5888 | 1% 01 Oct 2053 | 478065 | 482964 |
| FNMA POOL FS6471 | 1% 01 May 2052 | 1973412 | 1685556 |
| FNMA POOL FS6832 | 1% 01 Nov 2053 | 952817 | 919639 |
| FNMA POOL FS9423 | 1% 01 Oct 2054 | 1150831 | 1136455 |
| FNMA POOL MA0537 | 4.5% 01 Oct 2040 | 153356 | 148855 |
| FNMA POOL MA1524 | 3% 01 Aug 2043 | 446262 | 395214 |
| FNMA POOL MA2145 | 4% 01 Jan 2045 | 136968 | 127935 |
| FNMA POOL MA2405 | 4% 01 Sep 2045 | 102739 | 95908 |
| FNMA POOL MA2495 | 3.5% 01 Jan 2046 | 301966 | 272828 |
| FNMA POOL MA2522 | 3.5% 01 Feb 2046 | 260536 | 235395 |
| FNMA POOL MA2542 | 3% 01 Feb 2046 | 663103 | 578199 |
| FNMA POOL MA2803 | 2.5% 01 Nov 2031 | 839159 | 791048 |
| FNMA POOL MA2868 | 2.5% 01 Jan 2032 | 210824 | 198499 |
| FNMA POOL MA2879 | 4% 01 Jan 2047 | 204733 | 190550 |
| FNMA POOL MA2895 | 3% 01 Feb 2047 | 653050 | 567735 |
| FNMA POOL MA2898 | 2.5% 01 Feb 2032 | 133167 | 125288 |
| FNMA POOL MA3008 | 4.5% 01 May 2047 | 423710 | 405586 |
| FNMA POOL MA3058 | 4% 01 Jul 2047 | 268398 | 249044 |
| FNMA POOL MA3101 | 4.5% 01 Aug 2047 | 577461 | 552761 |
| FNMA POOL MA3149 | 4% 01 Oct 2047 | 148192 | 137507 |
| FNMA POOL MA3210 | 3.5% 01 Dec 2047 | 589804 | 530292 |
| FNMA POOL MA3422 | 5% 01 Jul 2048 | 91950 | 90207 |
| FNMA POOL MA3460 | 3.5% 01 Sep 2028 | 67851 | 66672 |
| FNMA POOL MA3589 | 4% 01 Feb 2034 | 158729 | 154535 |
| FNMA POOL MA3645 | 6% 01 Feb 2049 | 32655 | 33440 |
| FNMA POOL MA3896 | 2.5% 01 Jan 2035 | 579452 | 529175 |
| FNMA POOL MA4306 | 2.5% 01 Apr 2051 | 3015579 | 2474311 |
| FNMA POOL MA4325 | 2% 01 May 2051 | 425252 | 332707 |
| FNMA POOL MA4360 | 2% 01 Jun 2036 | 1769484 | 1569394 |
| FNMA POOL MA4399 | 2.5% 01 Aug 2051 | 3210840 | 2630543 |
| FNMA POOL MA4403 | 2% 01 Aug 2036 | 3411206 | 3024420 |
| FNMA POOL MA4437 | 2% 01 Oct 2051 | 393782 | 307896 |
| FNMA POOL MA4442 | 2% 01 Oct 2036 | 704670 | 624553 |
| FNMA POOL MA4466 | 2.5% 01 Nov 2051 | 3348061 | 2739848 |
| FNMA POOL MA4492 | 2% 01 Dec 2051 | 2115435 | 1650473 |
| FNMA POOL MA4511 | 2% 01 Jan 2052 | 1856324 | 1447737 |
| FNMA POOL MA4512 | 2.5% 01 Jan 2052 | 2387986 | 1952700 |
| FNMA POOL MA4567 | 2% 01 Mar 2037 | 895518 | 791376 |
| FNMA POOL MA4644 | 4% 01 May 2052 | 163331 | 149544 |
| FNMA POOL MA4656 | 4.5% 01 Jul 2052 | 210572 | 198474 |
| FNMA POOL MA4698 | 3% 01 Aug 2052 | 408867 | 347612 |
| FNMA POOL MA4733 | 4.5% 01 Sep 2052 | 221891 | 209074 |
| FNMA POOL MA4737 | 5% 01 Aug 2052 | 1129044 | 1094308 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL MA4842 | 5.5% 01 Dec 2052 | 1258505 | 1248305 |
| FNMA POOL MA4861 | 3.5% 01 Jan 2038 | 234745 | 222406 |
| FNMA POOL MA4868 | 5% 01 Jan 2053 | 307732 | 297982 |
| FNMA POOL MA4869 | 5.5% 01 Jan 2053 | 2686858 | 2658339 |
| FNMA POOL MA4894 | 6% 01 Jan 2053 | 879292 | 884277 |
| FNMA POOL MA4918 | 5% 01 Feb 2053 | 1071604 | 1036987 |
| FNMA POOL MA4919 | 5.5% 01 Feb 2053 | 796137 | 786941 |
| FNMA POOL MA4978 | 5% 01 Apr 2053 | 636200 | 614048 |
| FNMA POOL MA4979 | 5.5% 01 Apr 2053 | 534702 | 528559 |
| FNMA POOL MA5009 | 5% 01 May 2053 | 275155 | 265824 |
| FNMA POOL MA5038 | 5% 01 Jun 2053 | 746662 | 720663 |
| FNMA POOL MA5040 | 6% 01 Jun 2053 | 296992 | 298641 |
| FNMA POOL MA5071 | 5% 01 Jul 2053 | 2191355 | 2115052 |
| FNMA POOL MA5073 | 6% 01 Jul 2053 | 1564825 | 1573512 |
| FNMA POOL MA5107 | 5.5% 01 Aug 2053 | 1232074 | 1217615 |
| FNMA POOL MA5108 | 6% 01 Aug 2053 | 647335 | 650929 |
| FNMA POOL MA5138 | 5.5% 01 Sep 2053 | 390320 | 385715 |
| FNMA POOL MA5165 | 5.5% 01 Oct 2053 | 830439 | 820591 |
| FNMA POOL MA5191 | 6% 01 Nov 2053 | 1067128 | 1073053 |
| FNMA POOL MA5217 | 6.5% 01 Dec 2053 | 1265478 | 1293575 |
| FNMA POOL MA5273 | 6.5% 01 Feb 2054 | 3053087 | 3120873 |
| FNMA POOL MA5386 | 4.5% 01 Jun 2054 | 291736 | 274433 |
| FNMA POOL MA5422 | 6.5% 01 Jul 2054 | 1343064 | 1372464 |
| FNMA POOL MA5445 | 6% 01 Aug 2054 | 2202708 | 2214815 |
| FNMA POOL MA5471 | 6% 01 Sep 2054 | 1414786 | 1422562 |
| FNMA POOL MA5530 | 5% 01 Nov 2054 | 1592025 | 1536499 |
| FNMA POOL MA5586 | 5.5% 01 Jan 2055 | 1470000 | 1451253 |
| FORD MOTOR COMPANY | 6.1% 19 Aug 2032 | 665000 | 661748 |
| FORD MOTOR CREDIT CO LLC | 2.7% 10 Aug 2026 | 1500000 | 1440450 |
| FORD MOTOR CREDIT CO LLC | 5.8% 05 Mar 2027 | 1565000 | 1578584 |
| FOX CORP | 6.5% 13 Oct 2033 | 1450000 | 1525661 |
| GATX CORP | 3.1% 01 Jun 2051 | 760000 | 480335 |
| GE HEALTHCARE TECH INC | 5.65% 15 Nov 2027 | 400000 | 409376 |
| GENERAL MILLS INC | 2.875% 15 Apr 2030 | 740000 | 665201 |
| GENERAL MOTORS CO | 6.75% 01 Apr 2046 | 1445000 | 1511788 |
| GENERAL MOTORS CO | 5.4% 15 Oct 2029 | 500000 | 502880 |
| GENUINE PARTS CO | 1.875% 01 Nov 2030 | 740000 | 616612 |
| GEORGIA POWER CO | 2.65% 15 Sep 2029 | 890000 | 806830 |
| GILEAD SCIENCES INC | 4.75% 01 Mar 2046 | 990000 | 872200 |
| GLAXOSMITHKLINE CAP INC | 6.375% 15 May 2038 | 640000 | 693082 |
| GLOBAL PAYMENTS INC | 1.2% 01 Mar 2026 | 1880000 | 1801435 |
| GLP CAPITAL LP / FIN II | 6.75% 01 Dec 2033 | 900000 | 955188 |
| GNMA II POOL 004923 | 4.5% 20 Jan 2041 | 5510 | 5362 |
| GNMA II POOL 004978 | 4.5% 20 Mar 2041 | 47252 | 45950 |
| GNMA II POOL 005017 | 4.5% 20 Apr 2041 | 170224 | 165534 |
| GNMA II POOL 005055 | 4.5% 20 May 2041 | 106084 | 103161 |
| GNMA II POOL 005082 | 4.5% 20 Jun 2041 | 124849 | 121409 |
| GNMA II POOL 005115 | 4.5% 20 Jul 2041 | 16669 | 16210 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL 005140 | 4.5% 20 Aug 2041 | 205618 | 199953 |
| GNMA II POOL 005204 | 4.5% 20 Oct 2041 | 97831 | 95135 |
| GNMA II POOL 005260 | 4.5% 20 Dec 2041 | 130503 | 126908 |
| GNMA II POOL 005281 | 4.5% 20 Jan 2042 | 124260 | 120836 |
| GNMA II POOL 782909 | 5.5% 20 Sep 2039 | 68262 | 69738 |
| GNMA II POOL 783755 | 3% 20 Apr 2043 | 598308 | 529564 |
| GNMA II POOL 783976 | 3.5% 20 Apr 2043 | 296532 | 271255 |
| GNMA II POOL MA0088 | 3.5% 20 May 2042 | 228748 | 209249 |
| GNMA II POOL MA0090 | 4.5% 20 May 2042 | 156449 | 152138 |
| GNMA II POOL MA0154 | 3.5% 20 Jun 2042 | 278539 | 254796 |
| GNMA II POOL MA0317 | 3% 20 Aug 2042 | 171073 | 152323 |
| GNMA II POOL MA0391 | 3% 20 Sep 2042 | 86248 | 76795 |
| GNMA II POOL MA0392 | 3.5% 20 Sep 2042 | 360612 | 329873 |
| GNMA II POOL MA0461 | 3% 20 Oct 2042 | 157607 | 140334 |
| GNMA II POOL MA0534 | 3.5% 20 Nov 2042 | 97889 | 89545 |
| GNMA II POOL MA0698 | 3% 20 Jan 2043 | 277148 | 246773 |
| GNMA II POOL MA0699 | 3.5% 20 Jan 2043 | 341177 | 312095 |
| GNMA II POOL MA0782 | 3% 20 Feb 2043 | 340362 | 303058 |
| GNMA II POOL MA0783 | 3.5% 20 Feb 2043 | 296617 | 271333 |
| GNMA II POOL MA0852 | 3.5% 20 Mar 2043 | 51977 | 47508 |
| GNMA II POOL MA0933 | 3% 20 Apr 2043 | 140884 | 124697 |
| GNMA II POOL MA0934 | 3.5% 20 Apr 2043 | 519881 | 475185 |
| GNMA II POOL MA1012 | 3.5% 20 May 2043 | 292019 | 266913 |
| GNMA II POOL MA1156 | 3% 20 Jul 2043 | 86540 | 76597 |
| GNMA II POOL MA1157 | 3.5% 20 Jul 2043 | 254528 | 232926 |
| GNMA II POOL MA1223 | 3% 20 Aug 2043 | 486866 | 430927 |
| GNMA II POOL MA1224 | 3.5% 20 Aug 2043 | 354414 | 323944 |
| GNMA II POOL MA1374 | 3% 20 Oct 2043 | 164872 | 145929 |
| GNMA II POOL MA1375 | 3.5% 20 Oct 2043 | 369051 | 337323 |
| GNMA II POOL MA1377 | 4.5% 20 Oct 2043 | 25588 | 24757 |
| GNMA II POOL MA1602 | 4.5% 20 Jan 2044 | 81898 | 79240 |
| GNMA II POOL MA1679 | 4.5% 20 Feb 2044 | 101631 | 98332 |
| GNMA II POOL MA1840 | 4.5% 20 Apr 2044 | 188704 | 182580 |
| GNMA II POOL MA1995 | 3.5% 20 Jun 2044 | 281351 | 256041 |
| GNMA II POOL MA1997 | 4.5% 20 Jun 2044 | 38932 | 37669 |
| GNMA II POOL MA2148 | 3.5% 20 Aug 2044 | 166891 | 151878 |
| GNMA II POOL MA2225 | 4.5% 20 Sep 2044 | 154494 | 149328 |
| GNMA II POOL MA2303 | 3.5% 20 Oct 2044 | 166591 | 151605 |
| GNMA II POOL MA2305 | 4.5% 20 Oct 2044 | 128114 | 123829 |
| GNMA II POOL MA2445 | 3.5% 20 Dec 2044 | 167793 | 152699 |
| GNMA II POOL MA2521 | 3.5% 20 Jan 2045 | 555583 | 505604 |
| GNMA II POOL MA2601 | 3.5% 20 Feb 2045 | 181634 | 165294 |
| GNMA II POOL MA2678 | 3.5% 20 Mar 2045 | 104424 | 94566 |
| GNMA II POOL MA2680 | 4.5% 20 Mar 2045 | 142822 | 138187 |
| GNMA II POOL MA2754 | 3.5% 20 Apr 2045 | 199163 | 181359 |
| GNMA II POOL MA2756 | 4.5% 20 Apr 2045 | 169872 | 164359 |
| GNMA II POOL MA2826 | 3.5% 20 May 2045 | 262497 | 237717 |
| GNMA II POOL MA2827 | 4% 20 May 2045 | 96052 | 90242 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL MA2892 | 3.5% 20 Jun 2045 | 241320 | 218539 |
| GNMA II POOL MA2960 | 3% 20 Jul 2045 | 366822 | 322929 |
| GNMA II POOL MA2961 | 3.5% 20 Jul 2045 | 222479 | 201477 |
| GNMA II POOL MA2962 | 4% 20 Jul 2045 | 485795 | 456413 |
| GNMA II POOL MA3035 | 4% 20 Aug 2045 | 169252 | 158962 |
| GNMA II POOL MA3036 | 4.5% 20 Aug 2045 | 86000 | 83124 |
| GNMA II POOL MA3105 | 3.5% 20 Sep 2045 | 737883 | 668227 |
| GNMA II POOL MA3106 | 4% 20 Sep 2045 | 426533 | 400735 |
| GNMA II POOL MA3107 | 4.5% 20 Sep 2045 | 199289 | 192625 |
| GNMA II POOL MA3172 | 3% 20 Oct 2045 | 1083601 | 953942 |
| GNMA II POOL MA3174 | 4% 20 Oct 2045 | 234796 | 220595 |
| GNMA II POOL MA3244 | 3.5% 20 Nov 2045 | 316375 | 286509 |
| GNMA II POOL MA3245 | 4% 20 Nov 2045 | 251975 | 236735 |
| GNMA II POOL MA3246 | 4.5% 20 Nov 2045 | 106483 | 102922 |
| GNMA II POOL MA3309 | 3% 20 Dec 2045 | 410720 | 361575 |
| GNMA II POOL MA3310 | 3.5% 20 Dec 2045 | 222027 | 201067 |
| GNMA II POOL MA3311 | 4% 20 Dec 2045 | 196826 | 184921 |
| GNMA II POOL MA3375 | 3% 20 Jan 2046 | 411043 | 361860 |
| GNMA II POOL MA3376 | 3.5% 20 Jan 2046 | 234575 | 212431 |
| GNMA II POOL MA3596 | 3% 20 Apr 2046 | 295473 | 259464 |
| GNMA II POOL MA3599 | 4.5% 20 Apr 2046 | 46104 | 44562 |
| GNMA II POOL MA3662 | 3% 20 May 2046 | 569083 | 500950 |
| GNMA II POOL MA3663 | 3.5% 20 May 2046 | 591233 | 535088 |
| GNMA II POOL MA3735 | 3% 20 Jun 2046 | 468104 | 411770 |
| GNMA II POOL MA3804 | 4% 20 Jul 2046 | 74725 | 69695 |
| GNMA II POOL MA3873 | 3% 20 Aug 2046 | 849077 | 745600 |
| GNMA II POOL MA3939 | 4.5% 20 Sep 2046 | 21086 | 20481 |
| GNMA II POOL MA4004 | 3.5% 20 Oct 2046 | 568260 | 514296 |
| GNMA II POOL MA4261 | 3% 20 Feb 2047 | 496812 | 436266 |
| GNMA II POOL MA4263 | 4% 20 Feb 2047 | 391363 | 365018 |
| GNMA II POOL MA4320 | 3% 20 Mar 2047 | 456395 | 400775 |
| GNMA II POOL MA4381 | 3% 20 Apr 2047 | 617268 | 540774 |
| GNMA II POOL MA4450 | 3% 20 May 2047 | 892408 | 781817 |
| GNMA II POOL MA4452 | 4% 20 May 2047 | 363317 | 338595 |
| GNMA II POOL MA4509 | 3% 20 Jun 2047 | 790357 | 692412 |
| GNMA II POOL MA4585 | 3% 20 Jul 2047 | 950999 | 833147 |
| GNMA II POOL MA4587 | 4% 20 Jul 2047 | 789291 | 735885 |
| GNMA II POOL MA4588 | 4.5% 20 Jul 2047 | 325949 | 313018 |
| GNMA II POOL MA4653 | 4% 20 Aug 2047 | 512444 | 477771 |
| GNMA II POOL MA4779 | 4% 20 Oct 2047 | 77060 | 71816 |
| GNMA II POOL MA4836 | 3% 20 Nov 2047 | 952068 | 834083 |
| GNMA II POOL MA5078 | 4% 20 Mar 2048 | 97755 | 91103 |
| GNMA II POOL MA5623 | 3.5% 20 Dec 2033 | 46845 | 45044 |
| GNMA II POOL MA6038 | 3% 20 Jul 2049 | 775453 | 677706 |
| GNMA II POOL MA7052 | 2.5% 20 Dec 2050 | 597767 | 499954 |
| GNMA II POOL MA7311 | 2% 20 Apr 2051 | 4012655 | 3213330 |
| GNMA II POOL MA7312 | 2.5% 20 Apr 2051 | 3922256 | 3279214 |
| GNMA II POOL MA7366 | 2% 20 May 2051 | 4343663 | 3478065 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL MA7367 | 2.5% 20 May 2051 | 1531057 | 1279808 |
| GNMA II POOL MA7417 | 2% 20 Jun 2051 | 4998486 | 4002009 |
| GNMA II POOL MA7418 | 2.5% 20 Jun 2051 | 2444789 | 2043217 |
| GNMA II POOL MA7471 | 2% 20 Jul 2051 | 2333951 | 1866481 |
| GNMA II POOL MA7472 | 2.5% 20 Jul 2051 | 4003799 | 3345530 |
| GNMA II POOL MA7534 | 2.5% 20 Aug 2051 | 5525128 | 4615881 |
| GNMA II POOL MA7649 | 2.5% 20 Oct 2051 | 1218290 | 1017424 |
| GNMA II POOL MA7826 | 2% 20 Jan 2052 | 2827935 | 2262638 |
| GNMA II POOL MA7881 | 2.5% 20 Feb 2052 | 1042013 | 869727 |
| GNMA II POOL MA7935 | 2% 20 Mar 2052 | 980786 | 783927 |
| GNMA II POOL MA7986 | 2% 20 Apr 2052 | 90970 | 72711 |
| GNMA II POOL MA8043 | 3% 20 May 2052 | 392900 | 340556 |
| GNMA II POOL MA8046 | 4.5% 20 May 2052 | 226796 | 215118 |
| GNMA II POOL MA8098 | 3% 20 Jun 2052 | 1431903 | 1241139 |
| GNMA II POOL MA8099 | 3.5% 20 Jun 2052 | 482573 | 431847 |
| GNMA II POOL MA8149 | 3.5% 20 Jul 2052 | 1579858 | 1413544 |
| GNMA II POOL MA8150 | 4% 20 Jul 2052 | 1075016 | 992006 |
| GNMA II POOL MA8151 | 4.5% 20 Jul 2052 | 458067 | 434482 |
| GNMA II POOL MA8200 | 4% 20 Aug 2052 | 685330 | 632410 |
| GNMA II POOL MA8201 | 4.5% 20 Aug 2052 | 448556 | 425461 |
| GNMA II POOL MA8202 | 5% 20 Aug 2052 | 1904499 | 1855977 |
| GNMA II POOL MA8267 | 4% 20 Sep 2052 | 515094 | 475320 |
| GNMA II POOL MA8268 | 4.5% 20 Sep 2052 | 1416143 | 1343228 |
| GNMA II POOL MA8345 | 3.5% 20 Oct 2052 | 136436 | 122042 |
| GNMA II POOL MA8348 | 5% 20 Oct 2052 | 650676 | 634098 |
| GNMA II POOL MA8426 | 4% 20 Nov 2052 | 723805 | 667915 |
| GNMA II POOL MA8428 | 5% 20 Nov 2052 | 490385 | 477892 |
| GNMA II POOL MA8488 | 4% 20 Dec 2052 | 162180 | 149657 |
| GNMA II POOL MA8490 | 5% 20 Dec 2052 | 289726 | 282344 |
| GNMA II POOL MA8492 | 6% 20 Dec 2052 | 604362 | 611219 |
| GNMA II POOL MA8570 | 5.5% 20 Jan 2053 | 567000 | 564474 |
| GNMA II POOL MA8648 | 5.5% 20 Feb 2053 | 834439 | 830721 |
| GNMA II POOL MA8725 | 5% 20 Mar 2053 | 87536 | 85172 |
| GNMA II POOL MA8726 | 5.5% 20 Mar 2053 | 521810 | 519092 |
| GNMA II POOL MA8727 | 6% 20 Mar 2053 | 325754 | 329377 |
| GNMA II POOL MA8799 | 4.5% 20 Apr 2053 | 382222 | 362067 |
| GNMA II POOL MA8800 | 5% 20 Apr 2053 | 949128 | 924394 |
| GNMA II POOL MA8801 | 5.5% 20 Apr 2053 | 1189829 | 1183631 |
| GNMA II POOL MA8947 | 5% 20 Jun 2053 | 429192 | 417604 |
| GNMA II POOL MA8948 | 5.5% 20 Jun 2053 | 449651 | 447308 |
| GNMA II POOL MA8949 | 6% 20 Jun 2053 | 1109747 | 1122090 |
| GNMA II POOL MA9015 | 4.5% 20 Jul 2053 | 500406 | 474020 |
| GNMA II POOL MA9016 | 5% 20 Jul 2053 | 863930 | 840604 |
| GNMA II POOL MA9017 | 5.5% 20 Jul 2053 | 733010 | 729192 |
| GNMA II POOL MA9018 | 6% 20 Jul 2053 | 428901 | 433671 |
| GNMA II POOL MA9106 | 5.5% 20 Aug 2053 | 1188608 | 1182417 |
| GNMA II POOL MA9107 | 6% 20 Aug 2053 | 588469 | 595014 |
| GNMA II POOL MA9170 | 5% 20 Sep 2053 | 258692 | 251707 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL MA9171 | 5.5% 20 Sep 2053 | 21437 | 21325 |
| GNMA II POOL MA9240 | 5% 20 Oct 2053 | 591469 | 575500 |
| GNMA II POOL MA9242 | 6% 20 Oct 2053 | 985565 | 996527 |
| GNMA II POOL MA9305 | 5.5% 20 Nov 2053 | 2107157 | 2096181 |
| GNMA II POOL MA9306 | 6% 20 Nov 2053 | 426956 | 431705 |
| GNMA II POOL MA9363 | 6% 20 Dec 2053 | 1783453 | 1803289 |
| GNMA II POOL MA9422 | 5% 20 Jan 2054 | 948597 | 923506 |
| GNMA II POOL MA9486 | 4.5% 20 Feb 2054 | 744097 | 704860 |
| GNMA II POOL MA9539 | 4.5% 20 Mar 2054 | 303100 | 286593 |
| GNMA II POOL MA9724 | 5% 20 Jun 2054 | 592369 | 575294 |
| GNMA II POOL MA9726 | 6% 20 Jun 2054 | 1771256 | 1785376 |
| GNMA II POOL MA9778 | 5% 20 Jul 2054 | 956411 | 928843 |
| GNMA II POOL MA9779 | 5.5% 20 Jul 2054 | 1167042 | 1157967 |
| GNMA II POOL MA9780 | 6% 20 Jul 2054 | 763594 | 769681 |
| GNMA II POOL MA9966 | 6% 20 Oct 2054 | 1417688 | 1428991 |
| GOLDMAN SACHS GROUP INC | 1% 23 Jul 2030 | 2000000 | 1989320 |
| GOLDMAN SACHS GROUP INC | 6.75% 01 Oct 2037 | 495000 | 530506 |
| GOLDMAN SACHS GROUP INC | 6.25% 01 Feb 2041 | 950000 | 999039 |
| GOLDMAN SACHS GROUP INC | 3.85% 26 Jan 2027 | 1815000 | 1780424 |
| GOLDMAN SACHS GROUP INC | 1% 22 Apr 2032 | 1190000 | 1013904 |
| GOLDMAN SACHS GROUP INC | 1% 31 Oct 2038 | 285000 | 241258 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 10671284 | 10671284 |
| HALLIBURTON CO | 5% 15 Nov 2045 | 535000 | 479526 |
| HARTFORD INSUR GRP INC/T | 6.1% 01 Oct 2041 | 435000 | 443987 |
| HCA INC | 5.25% 15 Jun 2026 | 160000 | 160360 |
| HCA INC | 2.375% 15 Jul 2031 | 1420000 | 1178401 |
| HCA INC | 3.625% 15 Mar 2032 | 1020000 | 898202 |
| HIGHWOODS REALTY LP | 2.6% 01 Feb 2031 | 910000 | 758339 |
| HOME DEPOT INC | 4.25% 01 Apr 2046 | 880000 | 730972 |
| HOME DEPOT INC | 4.5% 06 Dec 2048 | 585000 | 498812 |
| HOME DEPOT INC | 4.75% 25 Jun 2029 | 750000 | 750998 |
| HONEYWELL INTERNATIONAL | 5% 15 Feb 2033 | 380000 | 377564 |
| HP ENTERPRISE CO | 4.85% 15 Oct 2031 | 1000000 | 975110 |
| HP INC | 4% 15 Apr 2029 | 500000 | 479165 |
| HSBC HOLDINGS PLC | 6.5% 15 Sep 2037 | 420000 | 432125 |
| HSBC HOLDINGS PLC | 1% 19 Jun 2029 | 1410000 | 1381701 |
| HSBC HOLDINGS PLC | 1% 29 Mar 2033 | 1560000 | 1467492 |
| HSBC HOLDINGS PLC | 1% 17 May 2028 | 1260000 | 1272953 |
| HUMANA INC | 4.625% 01 Dec 2042 | 495000 | 407682 |
| HUNTSMAN INTERNATIONAL L | 4.5% 01 May 2029 | 645000 | 615040 |
| ILLINOIS ST | 5.1% 01 Jun 2033 | 244706 | 241003 |
| ILLUMINA INC | 2.55% 23 Mar 2031 | 825000 | 699270 |
| ING GROEP NV | 1% 01 Apr 2032 | 850000 | 731391 |
| INTEL CORP | 3.25% 15 Nov 2049 | 730000 | 436292 |
| INTEL CORP | 3.1% 15 Feb 2060 | 1265000 | 673385 |
| INTEL CORP | 4.875% 10 Feb 2028 | 1420000 | 1411650 |
| INTER AMERICAN DEVEL BK | 0.875% 20 Apr 2026 | 1600000 | 1530048 |
| INTER AMERICAN DEVEL BK | 1.5% 13 Jan 2027 | 1900000 | 1794835 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | INTER AMERICAN DEVEL BK | 3.625% 17 Sep 2031 | 4110000 | 3884402 |
| | INTERCONTINENTALEXCHANGE | 1.85% 15 Sep 2032 | 345000 | 273250 |
| | INTERCONTINENTALEXCHANGE | 3% 15 Sep 2060 | 430000 | 250939 |
| | INTERNATIONAL PAPER CO | 7.3% 15 Nov 2039 | 420000 | 478682 |
| | INTERSTATE POWER + LIGHT | 3.5% 30 Sep 2049 | 500000 | 349325 |
| | INTL BK RECON + DEVELOP | 3.5% 12 Jul 2028 | 1450000 | 1409502 |
| | INTL BK RECON + DEVELOP | 4.625% 01 Aug 2028 | 2100000 | 2117850 |
| | ITALY GOV T INT BOND | 3.875% 06 May 2051 | 850000 | 575501 |
| | JACKSON FINANCIAL INC | 4% 23 Nov 2051 | 535000 | 368171 |
| | JBS USA HOLD/FOOD/LUX CO | 7.25% 15 Nov 2053 | 1150000 | 1267346 |
| | JM SMUCKER CO | 6.5% 15 Nov 2053 | 450000 | 483377 |
| | JOHNSON + JOHNSON | 5.85% 15 Jul 2038 | 330000 | 351443 |
| | JOHNSON + JOHNSON | 2.45% 01 Mar 2026 | 1365000 | 1334902 |
| | JOHNSON + JOHNSON | 2.25% 01 Sep 2050 | 490000 | 280074 |
| \* | JPMORGAN CHASE + CO | 5.5% 15 Oct 2040 | 680000 | 677253 |
| \* | JPMORGAN CHASE + CO | 4.125% 15 Dec 2026 | 1665000 | 1647667 |
| \* | JPMORGAN CHASE + CO | 3.3% 01 Apr 2026 | 2205000 | 2171815 |
| \* | JPMORGAN CHASE + CO | 1% 23 Jan 2049 | 775000 | 594650 |
| \* | JPMORGAN CHASE + CO | 1% 23 Apr 2029 | 1620000 | 1569942 |
| \* | JPMORGAN CHASE + CO | 1% 15 Oct 2030 | 1745000 | 1569994 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2041 | 790000 | 585548 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2052 | 630000 | 430422 |
|  | JPN BANK FOR INT L COOP | 3.25% 20 Jul 2028 | 1520000 | 1456069 |
|  | KENTUCKY UTILITIES CO | 5.125% 01 Nov 2040 | 400000 | 378528 |
|  | KENVUE INC | 5.05% 22 Mar 2053 | 535000 | 495966 |
|  | KEURIG DR PEPPER INC | 4.05% 15 Apr 2032 | 880000 | 821814 |
|  | KEY BANK NA | 5.85% 15 Nov 2027 | 1560000 | 1597534 |
|  | KFW | 4.125% 15 Jul 2033 | 1420000 | 1369533 |
|  | KFW | 5% 16 Mar 2026 | 1500000 | 1510515 |
|  | KINDER MORGAN ENER PART | 6.95% 15 Jan 2038 | 680000 | 737820 |
|  | KINDER MORGAN INC | 5.3% 01 Dec 2034 | 765000 | 746028 |
|  | KLA CORP | 4.95% 15 Jul 2052 | 250000 | 226458 |
|  | KOREA DEVELOPMENT BANK | 4.125% 16 Oct 2027 | 5545000 | 5489994 |
|  | KRAFT HEINZ FOODS CO | 4.375% 01 Jun 2046 | 575000 | 464790 |
|  | KROGER CO | 4.45% 01 Feb 2047 | 710000 | 581327 |
|  | L3HARRIS TECH INC | 5.6% 31 Jul 2053 | 500000 | 484835 |
|  | LAS VEGAS SANDS CORP | 6% 15 Aug 2029 | 1000000 | 1012330 |
|  | LLOYDS BANKING GROUP PLC | 4.344% 09 Jan 2048 | 450000 | 352935 |
|  | LLOYDS BANKING GROUP PLC | 1% 26 Nov 2028 | 2500000 | 2503000 |
|  | LOCKHEED MARTIN CORP | 3.8% 01 Mar 2045 | 770000 | 607669 |
|  | LOWE S COS INC | 1.7% 15 Oct 2030 | 775000 | 646846 |
|  | LOWE S COS INC | 3.5% 01 Apr 2051 | 815000 | 555683 |
|  | LOWE S COS INC | 3.35% 01 Apr 2027 | 1500000 | 1457235 |
|  | LPL HOLDINGS INC | 6% 20 May 2034 | 500000 | 508335 |
|  | LYB INT FINANCE III | 3.375% 01 Oct 2040 | 990000 | 722750 |
|  | MARATHON PETROLEUM CORP | 6.5% 01 Mar 2041 | 740000 | 766455 |
|  | MARKEL GROUP INC | 6% 16 May 2054 | 1000000 | 991760 |
|  | MARRIOTT INTERNATIONAL | 3.5% 15 Oct 2032 | 495000 | 436481 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | MARSH + MCLENNAN COS INC | 5.4% 15 Sep 2033 | 400000 | 404944 |
| | MARSH + MCLENNAN COS INC | 4.65% 15 Mar 2030 | 1000000 | 987640 |
| | MARSH + MCLENNAN COS INC | 5.4% 15 Mar 2055 | 1000000 | 960640 |
| | MARTIN MARIETTA MATERIAL | 5.5% 01 Dec 2054 | 750000 | 707895 |
| | MASTERCARD INC | 3.5% 26 Feb 2028 | 1635000 | 1583775 |
| | MCDONALD S CORP | 4.6% 26 May 2045 | 795000 | 689193 |
| | MEDTRONIC INC | 4.625% 15 Mar 2045 | 164000 | 145926 |
| | MERCK + CO INC | 2.35% 24 Jun 2040 | 385000 | 259575 |
| | MERCK + CO INC | 2.75% 10 Dec 2051 | 775000 | 467674 |
| | MET TRANSPRTN AUTH NY REVENUE | 6.814% 15 Nov 2040 | 550000 | 590544 |
| | META PLATFORMS INC | 3.85% 15 Aug 2032 | 1650000 | 1533494 |
| | META PLATFORMS INC | 5.4% 15 Aug 2054 | 1000000 | 969340 |
| \* | METLIFE INC | 6.375% 15 Jun 2034 | 655000 | 705632 |
|  | MICROCHIP TECHNOLOGY INC | 4.9% 15 Mar 2028 | 600000 | 598752 |
|  | MICROSOFT CORP | 2.4% 08 Aug 2026 | 1650000 | 1599576 |
|  | MICROSOFT CORP | 2.525% 01 Jun 2050 | 890000 | 546594 |
|  | MICROSOFT CORP | 2.921% 17 Mar 2052 | 1000000 | 662800 |
|  | MID AMERICA APARTMENTS | 3.95% 15 Mar 2029 | 870000 | 837758 |
|  | MITSUBISHI UFJ FIN GRP | 1% 20 Jul 2033 | 2000000 | 1978820 |
|  | MIZUHO FINANCIAL GROUP | 4.018% 05 Mar 2028 | 1385000 | 1347979 |
|  | MORGAN STANLEY | 1% 28 Apr 2032 | 405000 | 331509 |
|  | MORGAN STANLEY | 1% 25 Jan 2052 | 1280000 | 781926 |
|  | MORGAN STANLEY | 1% 22 Jul 2038 | 1030000 | 875479 |
|  | MORGAN STANLEY | 1% 28 Jan 2027 | 3200000 | 3209760 |
|  | MORGAN STANLEY | 3.95% 23 Apr 2027 | 1605000 | 1571889 |
|  | MORGAN STANLEY BANK NA | 1% 14 Jul 2028 | 2000000 | 2005040 |
|  | MORGAN STANLEY CAPITAL I TRUST | 4.177% 15 Jul 2051 | 2096513 | 2028958 |
|  | MPLX LP | 4.125% 01 Mar 2027 | 1125000 | 1108316 |
|  | MPLX LP | 4.5% 15 Apr 2038 | 710000 | 619212 |
|  | NASDAQ INC | 3.25% 28 Apr 2050 | 400000 | 267700 |
|  | NATWEST GROUP PLC | 1% 27 Jan 2030 | 1635000 | 1618797 |
|  | NETFLIX INC | 5.4% 15 Aug 2054 | 500000 | 487120 |
|  | NEW JERSEY ST TURNPIKE AUTH TU | 7.102% 01 Jan 2041 | 470000 | 525955 |
|  | NEWMONT CORP | 6.25% 01 Oct 2039 | 435000 | 456894 |
|  | NEXTERA ENERGY CAPITAL | 5% 15 Jul 2032 | 750000 | 738960 |
|  | NEXTERA ENERGY CAPITAL | 5.05% 28 Feb 2033 | 895000 | 878308 |
|  | NIKE INC | 3.375% 27 Mar 2050 | 435000 | 306427 |
|  | NISOURCE INC | 4.375% 15 May 2047 | 495000 | 404306 |
|  | NOMURA HOLDINGS INC | 6.181% 18 Jan 2033 | 1400000 | 1453564 |
|  | NORFOLK SOUTHERN CORP | 4.15% 28 Feb 2048 | 710000 | 564500 |
|  | NORTHERN TRUST CORP | 1.95% 01 May 2030 | 825000 | 711893 |
|  | NORTHROP GRUMMAN CORP | 3.25% 15 Jan 2028 | 1920000 | 1833581 |
|  | NOVARTIS CAPITAL CORP | 4% 18 Sep 2031 | 560000 | 532773 |
|  | NUTRIEN LTD | 4% 15 Dec 2026 | 500000 | 493115 |
|  | NVIDIA CORP | 3.7% 01 Apr 2060 | 375000 | 277189 |
|  | NXP BV/NXP FDG/NXP USA | 4.3% 18 Jun 2029 | 750000 | 726698 |
|  | OCCIDENTAL PETROLEUM COR | 6.45% 15 Sep 2036 | 780000 | 796442 |
|  | ONCOR ELECTRIC DELIVERY | 2.75% 15 May 2030 | 1015000 | 911389 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | ONEOK INC | 4.45% 01 Sep 2049 | 880000 | 686866 |
| | ONEOK INC | 3.95% 01 Mar 2050 | 515000 | 371470 |
| | ONTARIO (PROVINCE OF) | 1.8% 14 Oct 2031 | 1700000 | 1408858 |
| | ORACLE CORP | 5.375% 15 Jul 2040 | 475000 | 456195 |
| | ORACLE CORP | 4% 15 Jul 2046 | 995000 | 765284 |
| | ORACLE CORP | 3.6% 01 Apr 2050 | 770000 | 537807 |
| | ORACLE CORP | 6.15% 09 Nov 2029 | 1025000 | 1074323 |
| | ORACLE CORP | 4.7% 27 Sep 2034 | 1000000 | 947640 |
| | ORANGE SA | 5.375% 13 Jan 2042 | 210000 | 201174 |
| | PACIFIC GAS + ELECTRIC | 2.1% 01 Aug 2027 | 1535000 | 1431311 |
| | PACIFIC GAS + ELECTRIC | 3.5% 01 Aug 2050 | 550000 | 376871 |
| | PACIFIC GAS + ELECTRIC | 4.5% 01 Jul 2040 | 455000 | 392151 |
| | PACIFICORP | 5.8% 15 Jan 2055 | 350000 | 340977 |
| | PACKAGING CORP OF AMERIC | 5.7% 01 Dec 2033 | 925000 | 944499 |
| | PARAMOUNT GLOBAL | 2.9% 15 Jan 2027 | 302000 | 288676 |
| | PARAMOUNT GLOBAL | 4.95% 19 May 2050 | 545000 | 409371 |
| | PAYPAL HOLDINGS INC | 3.9% 01 Jun 2027 | 1500000 | 1477770 |
| | PEPSICO INC | 3.9% 18 Jul 2032 | 1800000 | 1681452 |
| | PFIZER INC | 4% 15 Dec 2036 | 615000 | 547325 |
| | PFIZER INVESTMENT ENTER | 5.3% 19 May 2053 | 1400000 | 1313564 |
| | PHILIP MORRIS INTL INC | 3.125% 17 Aug 2027 | 2180000 | 2101716 |
| | PHILLIPS 66 | 4.875% 15 Nov 2044 | 425000 | 367795 |
| | PHILLIPS 66 | 1.3% 15 Feb 2026 | 740000 | 712953 |
| | PLAINS ALL AMER PIPELINE | 4.7% 15 Jun 2044 | 420000 | 346996 |
| | PNC FINANCIAL SERVICES | 1% 02 Dec 2028 | 1000000 | 1012910 |
| | PNC FINANCIAL SERVICES | 1% 20 Oct 2034 | 1415000 | 1542605 |
| | PORT AUTH OF NEW YORK NEW JE | 4.926% 01 Oct 2051 | 425000 | 392350 |
| | PROCTER + GAMBLE CO/THE | 3.95% 26 Jan 2028 | 495000 | 488550 |
| | PROLOGIS LP | 3% 15 Apr 2050 | 490000 | 313997 |
| | PROVINCE OF QUEBEC | 2.5% 20 Apr 2026 | 1495000 | 1457326 |
| \* | PRUDENTIAL FINANCIAL INC | 3.935% 07 Dec 2049 | 683000 | 516328 |
|  | PUBLIC SERVICE ELECTRIC | 3.85% 01 May 2049 | 470000 | 360495 |
|  | PUBLIC SERVICE OKLAHOMA | 5.2% 15 Jan 2035 | 1000000 | 971640 |
|  | PUGET SOUND ENERGY INC | 5.33% 15 Jun 2034 | 1045000 | 1037915 |
|  | QUALCOMM INC | 1.3% 20 May 2028 | 1473000 | 1320765 |
|  | RALPH LAUREN CORP | 2.95% 15 Jun 2030 | 445000 | 403179 |
|  | REALTY INCOME CORP | 3.4% 15 Jan 2028 | 845000 | 810254 |
|  | REGAL REXNORD CORP | 6.4% 15 Apr 2033 | 500000 | 515870 |
|  | REPUBLIC OF CHILE | 3.24% 06 Feb 2028 | 990000 | 936520 |
|  | REPUBLIC OF CHILE | 3.1% 22 Jan 2061 | 400000 | 236004 |
|  | REPUBLIC OF CHILE | 5.33% 05 Jan 2054 | 1145000 | 1059812 |
|  | REPUBLIC OF INDONESIA | 4.45% 15 Apr 2070 | 990000 | 795990 |
|  | REPUBLIC OF PANAMA | 4.5% 16 Apr 2050 | 675000 | 416232 |
|  | REPUBLIC OF PANAMA | 3.87% 23 Jul 2060 | 400000 | 209276 |
|  | REPUBLIC OF PANAMA | 3.298% 19 Jan 2033 | 1200000 | 902880 |
|  | REPUBLIC OF PERU | 6.55% 14 Mar 2037 | 620000 | 648129 |
|  | REPUBLIC OF PERU | 1.862% 01 Dec 2032 | 990000 | 750361 |
|  | REPUBLIC OF PHILIPPINES | 3.95% 20 Jan 2040 | 950000 | 789688 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | REPUBLIC OF PHILIPPINES | 3.7% 02 Feb 2042 | 835000 | 656945 |
| | REPUBLIC OF POLAND | 5.5% 04 Apr 2053 | 1000000 | 920990 |
| | REPUBLICA ORIENT URUGUAY | 4.375% 23 Jan 2031 | 1115000 | 1080613 |
| | REXFORD INDUSTRIAL REALT | 2.125% 01 Dec 2030 | 380000 | 317992 |
| | RFC PRINCIPAL STRIP | 0.01% 15 Jan 2030 | 2745000 | 2173766 |
| | RIO TINTO FIN USA PLC | 5.125% 09 Mar 2053 | 500000 | 461415 |
| | ROGERS COMMUNICATIONS IN | 4.35% 01 May 2049 | 740000 | 578340 |
| | ROSS STORES INC | 1.875% 15 Apr 2031 | 515000 | 424731 |
| | ROYAL BANK OF CANADA | 1% 02 Aug 2030 | 1400000 | 1390676 |
| | ROYALTY PHARMA PLC | 1.75% 02 Sep 2027 | 1750000 | 1611855 |
| | RTX CORP | 3.5% 15 Mar 2027 | 490000 | 477623 |
| | RTX CORP | 4.5% 01 Jun 2042 | 405000 | 350183 |
| | RTX CORP | 3.125% 04 May 2027 | 2145000 | 2069239 |
| | RYDER SYSTEM INC | 6.6% 01 Dec 2033 | 900000 | 972693 |
| | S+P GLOBAL INC | 4.75% 01 Aug 2028 | 1400000 | 1398810 |
| | SANTANDER UK GROUP HLDGS | 1% 15 Mar 2032 | 600000 | 513510 |
| | SEMPRA | 4% 01 Feb 2048 | 490000 | 371293 |
| | SHELL FINANCE US INC | 4.375% 11 May 2045 | 515000 | 430241 |
| | SHELL FINANCE US INC | 3.25% 06 Apr 2050 | 665000 | 447538 |
| | SHELL INTERNATIONAL FIN | 2.875% 10 May 2026 | 910000 | 890171 |
| | SHERWIN WILLIAMS CO | 2.9% 15 Mar 2052 | 645000 | 391496 |
| | SHIRE ACQ INV IRELAND DA | 3.2% 23 Sep 2026 | 46000 | 44971 |
| | SIMON PROPERTY GROUP LP | 3.25% 13 Sep 2049 | 465000 | 311996 |
| | SOLVENTUM CORP | 5.4% 01 Mar 2029 | 1000000 | 1002600 |
| | SOUTHERN CAL EDISON | 3.65% 01 Mar 2028 | 1485000 | 1429743 |
| | SOUTHERN CAL EDISON | 2.95% 01 Feb 2051 | 545000 | 342042 |
| | SOUTHERN CAL EDISON | 5.45% 01 Jun 2031 | 1000000 | 1015650 |
| | SOUTHERN CALIF GAS CO | 5.125% 15 Nov 2040 | 405000 | 385070 |
| | SOUTHERN CO | 4.25% 01 Jul 2036 | 740000 | 665001 |
| | SOUTHERN COPPER CORP | 6.75% 16 Apr 2040 | 620000 | 664293 |
| | SOUTHWEST AIRLINES CO | 2.625% 10 Feb 2030 | 1265000 | 1119234 |
| | SPRINT CAPITAL CORP | 8.75% 15 Mar 2032 | 575000 | 687056 |
| | STANLEY BLACK + DECKER I | 3.4% 01 Mar 2026 | 1990000 | 1956807 |
| | STARBUCKS CORP | 4% 15 Nov 2028 | 1175000 | 1138387 |
| | STATE OF ISRAEL | 4.5% 30 Jan 2043 | 1520000 | 1263105 |
| | STATE OF ISRAEL | 4.5% 17 Jan 2033 | 935000 | 857339 |
| \* | STATE STREET CORP | 1% 21 Nov 2034 | 1510000 | 1571578 |
|  | STEEL DYNAMICS INC | 3.25% 15 Oct 2050 | 565000 | 370855 |
|  | STORE CAPITAL LLC | 2.75% 18 Nov 2030 | 1115000 | 959614 |
|  | SUMITOMO MITSUI FINL GRP | 0.948% 12 Jan 2026 | 2230000 | 2145907 |
|  | SUMITOMO MITSUI FINL GRP | 5.836% 09 Jul 2044 | 1000000 | 1005290 |
|  | SYSCO CORPORATION | 6.6% 01 Apr 2050 | 394000 | 432171 |
|  | T MOBILE USA INC | 4.5% 15 Apr 2050 | 365000 | 299683 |
|  | T MOBILE USA INC | 2.25% 15 Feb 2026 | 1500000 | 1458150 |
|  | T MOBILE USA INC | 3.4% 15 Oct 2052 | 500000 | 333590 |
|  | T MOBILE USA INC | 5.05% 15 Jul 2033 | 1545000 | 1510948 |
|  | TARGA RESOURCES CORP | 6.5% 30 Mar 2034 | 1000000 | 1057600 |
|  | TARGET CORP | 2.35% 15 Feb 2030 | 1075000 | 954063 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TELEFONICA EMISIONES SAU | 5.213% 08 Mar 2047 | 400000 | 356764 |
| THERMO FISHER SCIENTIFIC | 1.75% 15 Oct 2028 | 1635000 | 1469440 |
| THOMSON REUTERS CORP | 5.65% 23 Nov 2043 | 495000 | 477428 |
| TIME WARNER CABLE ENTRMN | 8.375% 15 Jul 2033 | 590000 | 662605 |
| TORONTO DOMINION BANK | 4.456% 08 Jun 2032 | 765000 | 724868 |
| TOTALENERGIES CAP INTL | 2.829% 10 Jan 2030 | 1600000 | 1455616 |
| TOTALENERGIES CAP INTL | 2.986% 29 Jun 2041 | 565000 | 405681 |
| TOYOTA MOTOR CREDIT CORP | 3.2% 11 Jan 2027 | 1485000 | $1445573 |
| TRACTOR SUPPLY CO | 1.75% 01 Nov 2030 | 705000 | $589359 |
| TRAVELERS COS INC | 2.55% 27 Apr 2050 | 470000 | $277244 |
| TRUIST FINANCIAL CORP | 1% 06 Jun 2028 | 1000000 | 981260 |
| TRUIST FINANCIAL CORP | 1% 08 Jun 2027 | 1540000 | 1564147 |
| TYSON FOODS INC | 4.35% 01 Mar 2029 | 495000 | 480838 |
| UBER TECHNOLOGIES INC | 4.8% 15 Sep 2034 | 1000000 | 953920 |
| UDR INC | 2.1% 15 Jun 2033 | 500000 | 384785 |
| UNION PACIFIC CORP | 2.75% 01 Mar 2026 | 740000 | 724578 |
| UNION PACIFIC CORP | 3.799% 01 Oct 2051 | 1000000 | 745040 |
| UNITED AIR 2020 1 A PTT | 5.875% 15 Apr 2029 | 268411 | 272915 |
| UNITED MEXICAN STATES | 6.75% 27 Sep 2034 | 1300000 | 1315756 |
| UNITED MEXICAN STATES | 4.75% 08 Mar 2044 | 1200000 | 911472 |
| UNITED MEXICAN STATES | 4.75% 27 Apr 2032 | 1220000 | 1106735 |
| UNITED MEXICAN STATES | 5% 27 Apr 2051 | 445000 | 334168 |
| UNITED PARCEL SERVICE | 4.875% 15 Nov 2040 | 380000 | 353959 |
| UNITED PARCEL SERVICE | 3.75% 15 Nov 2047 | 375000 | 283774 |
| UNITEDHEALTH GROUP INC | 4.25% 15 Mar 2043 | 545000 | 458983 |
| UNITEDHEALTH GROUP INC | 3.875% 15 Dec 2028 | 1895000 | 1831176 |
| UNITEDHEALTH GROUP INC | 1.25% 15 Jan 2026 | 1705000 | 1648854 |
| UNITEDHEALTH GROUP INC | 5.5% 15 Apr 2064 | 1000000 | 935740 |
| UNIV OF CALIFORNIA CA REVENUES | 3.071% 15 May 2051 | 700000 | 454549 |
| UNIV SOUTHERN CALIFORNIA | 3.028% 01 Oct 2039 | 480000 | 380338 |
| US BANCORP | 1% 12 Jun 2034 | 1550000 | 1579450 |
| US TREASURY N/B | 4.625% 15 Feb 2040 | 8935000 | 8798183 |
| US TREASURY N/B | 3.75% 15 Aug 2041 | 6605000 | 5813432 |
| US TREASURY N/B | 3.125% 15 Nov 2041 | 5115000 | 4118374 |
| US TREASURY N/B | 3.125% 15 Feb 2042 | 7595000 | 6096174 |
| US TREASURY N/B | 3.375% 15 May 2044 | 16565000 | 13440945 |
| US TREASURY N/B | 2.5% 15 Feb 2045 | 3025000 | 2100957 |
| US TREASURY N/B | 3.125% 15 May 2048 | 9655000 | 7242759 |
| US TREASURY N/B | 2.25% 15 Aug 2049 | 2835000 | 1757700 |
| US TREASURY N/B | 1.875% 15 Feb 2051 | 9355000 | 5211027 |
| US TREASURY N/B | 2.375% 15 May 2051 | 17825000 | 11226965 |
| US TREASURY N/B | 2.375% 15 Feb 2042 | 32595000 | 23223938 |
| US TREASURY N/B | 2.875% 15 May 2052 | 16165000 | 11323077 |
| US TREASURY N/B | 3.625% 15 Feb 2053 | 4130000 | 3361433 |
| US TREASURY N/B | 4.125% 15 Aug 2053 | 12905000 | 11515696 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| US TREASURY N/B | 4.25% 15 Feb 2054 | 7475000 | 6831449 |
| US TREASURY N/B | 4.625% 15 May 2054 | 14045000 | 13671930 |

---

---

| | | | |
|:---|:---|:---|:---|
| US TREASURY N/B | 4.25% 15 Aug 2054 | 4955000 | 4533825 |
| US TREASURY N/B | 4.5% 15 Nov 2054 | 2075000 | 1981625 |
| US TREASURY N/B | 1.5% 15 Aug 2026 | 29300000 | 28044449 |
| US TREASURY N/B | 3.125% 15 Nov 2028 | 11730000 | 11221395 |
| US TREASURY N/B | 1.625% 15 May 2026 | 18820000 | 18162770 |
| US TREASURY N/B | 1.625% 31 Oct 2026 | 45200000 | 43134219 |
| US TREASURY N/B | 0.625% 15 Aug 2030 | 33755000 | 27418026 |
| US TREASURY N/B | 0.75% 31 Jan 2028 | 21610000 | 19413546 |
| US TREASURY N/B | 1.25% 30 Jun 2028 | 8410000 | 7576884 |
| US TREASURY N/B | 1.5% 15 Feb 2025 | 6105000 | 6082822 |
| US TREASURY N/B | 4.125% 31 Oct 2027 | 32670000 | 32537278 |
| US TREASURY N/B | 3.875% 30 Nov 2027 | 57205000 | 56556975 |
| US TREASURY N/B | 3.5% 31 Jan 2030 | 24585000 | 23582393 |
| US TREASURY N/B | 3.5% 15 Feb 2033 | 1995000 | 1856285 |
| US TREASURY N/B | 4% 28 Feb 2030 | 26400000 | 25911188 |
| US TREASURY N/B | 3.75% 31 May 2030 | 14570000 | 14101028 |
| US TREASURY N/B | 3.875% 15 Aug 2033 | 13240000 | 12604894 |
| US TREASURY N/B | 4.5% 15 Nov 2033 | 2450000 | 2439664 |
| US TREASURY N/B | 4.875% 30 Nov 2025 | 28595000 | 28749145 |
| US TREASURY N/B | 3.75% 31 Dec 2030 | 5680000 | 5472325 |
| US TREASURY N/B | 3.75% 31 Dec 2028 | 10615000 | 10376163 |
| US TREASURY N/B | 4% 31 Jan 2029 | 20140000 | 19863075 |
| US TREASURY N/B | 4% 31 Jan 2031 | 10045000 | 9800938 |
| US TREASURY N/B | 4% 15 Feb 2034 | 18830000 | 18035609 |
| US TREASURY N/B | 4.625% 30 Apr 2029 | 23380000 | 23604667 |
| US TREASURY N/B | 4.375% 15 May 2034 | 27055000 | 26649175 |
| US TREASURY N/B | 4.5% 15 May 2027 | 43325000 | 43541625 |
| US TREASURY N/B | 4.125% 31 Jul 2031 | 14805000 | 14508900 |
| US TREASURY N/B | 3.875% 15 Aug 2034 | 3780000 | 3575644 |
| US TREASURY N/B | 3.75% 31 Aug 2031 | 8145000 | 7803928 |
| US TREASURY N/B | 4.125% 31 Oct 2031 | 8225000 | 8051504 |
| US TREASURY N/B | 4.25% 15 Nov 2034 | 10055000 | 9795770 |
| VALE OVERSEAS LIMITED | 6.875% 10 Nov 2039 | 495000 | 523398 |
| VALERO ENERGY CORP | 6.625% 15 Jun 2037 | 440000 | 461996 |
| VENTAS REALTY LP | 4.125% 15 Jan 2026 | 1635000 | 1622443 |
| VERIZON COMMUNICATIONS | 4.125% 15 Aug 2046 | 345000 | 273799 |
| VERIZON COMMUNICATIONS | 4.329% 21 Sep 2028 | 551000 | 540762 |
| VERIZON COMMUNICATIONS | 2.65% 20 Nov 2040 | 20000 | 13648 |
| VERIZON COMMUNICATIONS | 2.875% 20 Nov 2050 | 320000 | 195840 |
| VERIZON COMMUNICATIONS | 3% 20 Nov 2060 | 730000 | 420889 |
| VERIZON COMMUNICATIONS | 2.987% 30 Oct 2056 | 132000 | 78333 |
| VERIZON COMMUNICATIONS | 2.355% 15 Mar 2032 | 2255000 | 1868110 |
| VIATRIS INC | 2.7% 22 Jun 2030 | 705000 | 611157 |
| VIATRIS INC | 4% 22 Jun 2050 | 240000 | 163682 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | VICI PROPERTIES LP | 5.125% 15 May 2032 | 530000 | 514884 |
| | VIRGINIA ELEC + POWER CO | 3.8% 01 Apr 2028 | 1705000 | 1653628 |
| | VIRGINIA ELEC + POWER CO | 3.3% 01 Dec 2049 | 450000 | 304853 |
| | VISA INC | 2.7% 15 Apr 2040 | 605000 | 440749 |
| | VODAFONE GROUP PLC | 5.75% 28 Jun 2054 | 1000000 | 965550 |
| | VONTIER CORP | 1.8% 01 Apr 2026 | 1485000 | 1424219 |
| \* | VOYA FINANCIAL INC | 5.7% 15 Jul 2043 | 495000 | 472968 |
|  | VULCAN MATERIALS CO | 5.35% 01 Dec 2034 | 1000000 | 997090 |
|  | WALMART INC | 1.8% 22 Sep 2031 | 150000 | 125181 |
|  | WALMART INC | 2.5% 22 Sep 2041 | 635000 | 436702 |
|  | WALMART INC | 2.65% 22 Sep 2051 | 405000 | 249707 |
|  | WALT DISNEY COMPANY/THE | 2% 01 Sep 2029 | 1855000 | 1647333 |
|  | WALT DISNEY COMPANY/THE | 3.5% 13 May 2040 | 385000 | 308185 |
|  | WARNERMEDIA HOLDINGS INC | 4.279% 15 Mar 2032 | 1145000 | 1008848 |
|  | WARNERMEDIA HOLDINGS INC | 5.05% 15 Mar 2042 | 1000000 | 802820 |
|  | WASTE MANAGEMENT INC | 4.875% 15 Feb 2029 | 900000 | 903006 |
|  | WELLS FARGO + COMPANY | 3% 22 Apr 2026 | 1600000 | 1565056 |
|  | WELLS FARGO + COMPANY | 5.375% 02 Nov 2043 | 625000 | 584594 |
|  | WELLS FARGO + COMPANY | 4.3% 22 Jul 2027 | 1925000 | 1898185 |
|  | WELLS FARGO + COMPANY | 1% 30 Oct 2030 | 960000 | 866275 |
|  | WELLS FARGO + COMPANY | 1% 04 Apr 2051 | 1245000 | 1110191 |
|  | WELLS FARGO + COMPANY | 1% 30 Apr 2041 | 565000 | 410083 |
|  | WELLS FARGO COMMERCIAL MORTGAG | 2.942% 15 Oct 2049 | 2100000 | 2039879 |
|  | WELLS FARGO COMMERCIAL MORTGAG | 3.64% 15 Dec 2059 | 2860000 | 2787407 |
|  | WELLS FARGO COMMERCIAL MORTGAG | 3.418% 15 Sep 2050 | 2056000 | 1962162 |
|  | WELLTOWER OP LLC | 3.85% 15 Jun 2032 | 1685000 | 1541556 |
|  | WESTERN MIDSTREAM OPERAT | 6.15% 01 Apr 2033 | 1510000 | 1538735 |
|  | WESTPAC BANKING CORP | 2.963% 16 Nov 2040 | 645000 | 458847 |
|  | WHIRLPOOL CORP | 5.5% 01 Mar 2033 | 600000 | 585768 |
|  | WILLIAMS COMPANIES INC | 2.6% 15 Mar 2031 | 2250000 | 1937790 |
|  | WORKDAY INC | 3.5% 01 Apr 2027 | 1850000 | 1802233 |
|  | WRKCO INC | 4.9% 15 Mar 2029 | 990000 | 983327 |
|  | XCEL ENERGY INC | 3.5% 01 Dec 2049 | 920000 | 632463 |
|  | ZOETIS INC | 4.7% 01 Feb 2043 | 575000 | 510905 |
|  |  | **Total : EXHIBIT E - Total Bond Market Fund** |  | $**1607989880** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT F - Real Estate Investment Trust Fund**

**(Managed by State Street Global Advisors)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | ACADIA REALTY TRUST | REIT USD.001 | 76603 |  | $1850728 |
|  | AGREE REALTY CORP | REIT USD.0001 | 73016 |  | 5143977 |
|  | ALEXANDER + BALDWIN INC | REIT | 52815 |  | 936938 |
|  | ALEXANDER S INC | REIT USD1.0 | 1673 |  | 334700 |
|  | ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 114287 |  | 11148697 |
|  | AMERICAN ASSETS TRUST INC | REIT USD.01 | 35627 |  | 935565 |
|  | AMERICAN HEALTHCARE REIT INC | REIT USD.01 | 110385 |  | 3137142 |
|  | AMERICAN HOMES 4 RENT A | REIT USD.01 | 239010 |  | 8943754 |
|  | AMERICOLD REALTY TRUST INC | REIT USD.01 | 196323 |  | 4201312 |
|  | APARTMENT INVT + MGMT CO A | REIT USD.01 | 93246 |  | 847606 |
|  | APPLE HOSPITALITY REIT INC | REIT | 166329 |  | 2553150 |
|  | ARMADA HOFFLER PROPERTIES IN | REIT USD.01 | 58241 |  | 595805 |
|  | AVALONBAY COMMUNITIES INC | REIT USD.01 | 103259 |  | 22713882 |
|  | BRANDYWINE REALTY TRUST | REIT USD.01 | 124825 |  | 699020 |
|  | BRIXMOR PROPERTY GROUP INC | REIT USD.01 | 218689 |  | 6088302 |
|  | BROADSTONE NET LEASE INC | REIT USD.00025 | 137101 |  | 2174422 |
|  | BXP INC | REIT USD.01 | 108902 |  | 8097953 |
|  | CAMDEN PROPERTY TRUST | REIT USD.01 | 77403 |  | 8981844 |
|  | CARETRUST REIT INC | REIT USD.01 | 112151 |  | 3033685 |
|  | CBL + ASSOCIATES PROPERTIES | REIT USD.01 | 9046 |  | 266043 |
|  | CENTERSPACE | REIT | 11063 |  | 731817 |
|  | CHATHAM LODGING TRUST | REIT USD.01 | 35072 |  | 313894 |
|  | COMMUNITY HEALTHCARE TRUST I | REIT USD.01 | 20283 |  | 389636 |
|  | COPT DEFENSE PROPERTIES | REIT USD.01 | 81926 |  | 2535610 |
|  | COUSINS PROPERTIES INC | REIT USD1.0 | 110646 |  | 3390193 |
|  | CUBESMART | REIT USD.01 | 163443 |  | 7003533 |
|  | CURBLINE PROPERTIES CORP | REIT USD.01 | 68635 |  | 1593705 |
|  | DIAMONDROCK HOSPITALITY CO | REIT USD.01 | 150731 |  | 1361101 |
|  | DIGITAL REALTY TRUST INC | REIT USD.01 | 237743 |  | 42158966 |
|  | DIVERSIFIED HEALTHCARE TRUST | REIT USD.01 | 125134 |  | 287808 |
|  | DJ US REAL ESTATE MAR 25 | XCBT 20250321 | 11300 |  | (143769) |
|  | DOUGLAS EMMETT INC | REIT USD.01 | 121751 |  | 2259699 |
|  | EASTERLY GOVERNMENT PROPERTI | REIT USD.01 | 71536 |  | 812649 |
|  | EASTGROUP PROPERTIES INC | REIT | 35363 |  | 5675408 |
|  | ELME COMMUNITIES | REIT USD.01 | 64007 |  | 977387 |
|  | EMPIRE STATE REALTY TRUST A | REIT USD.01 | 102325 |  | 1055994 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| EPR PROPERTIES | REIT USD.01 | 55069 | 2438455 |
| EQUINIX INC | REIT USD.001 | 68945 | 65007551 |
| EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 128617 | 8565892 |
| EQUITY RESIDENTIAL | REIT USD.01 | 247738 | 17777679 |
| ESSENTIAL PROPERTIES REALTY | REIT USD.01 | 127511 | 3988544 |
| ESSEX PROPERTY TRUST INC | REIT USD.0001 | 46621 | 13307498 |
| EXTRA SPACE STORAGE INC | REIT USD.01 | 153874 | 23019550 |
| FARMLAND PARTNERS INC | REIT USD.01 | 32935 | 387316 |
| FEDERAL REALTY INVS TRUST | REIT USD.01 | 54649 | 6117956 |
| FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 96029 | 4813934 |
| FOUR CORNERS PROPERTY TRUST | REIT USD.0001 | 67392 | 1829019 |
| GAMING AND LEISURE PROPERTIE | REIT | 199177 | 9592364 |
| GETTY REALTY CORP | REIT USD.01 | 37437 | 1127977 |
| GLADSTONE COMMERCIAL CORP | REIT USD.001 | 31026 | 503862 |
| GLADSTONE LAND CORP | REIT USD.001 | 24761 | 268657 |
| GLOBAL MEDICAL REIT INC | REIT | 44802 | 345871 |
| GLOBAL NET LEASE INC | REIT USD.01 | 141690 | 1034337 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 2817639 | 2817639 |
| HEALTHCARE REALTY TRUST INC | REIT USD.01 | 264019 | 4475122 |
| HEALTHPEAK PROPERTIES INC | REIT USD1.0 | 507622 | 10289498 |
| HIGHWOODS PROPERTIES INC | REIT USD.01 | 77097 | 2357626 |
| HOST HOTELS + RESORTS INC | REIT USD.01 | 509884 | 8933168 |
| HUDSON PACIFIC PROPERTIES IN | REIT USD.01 | 92849 | 281332 |
| INDEPENDENCE REALTY TRUST IN | REIT USD.01 | 168026 | 3333636 |
| INNOVATIVE INDUSTRIAL PROPER | REIT USD.001 | 20605 | 1373117 |
| INVENTRUST PROPERTIES CORP | REIT USD.001 | 56094 | 1690112 |
| INVITATION HOMES INC | REIT USD.01 | 422496 | 13507197 |
| IRON MOUNTAIN INC | REIT USD.01 | 212981 | 22386433 |
| JBG SMITH PROPERTIES | REIT USD.01 | 59417 | 913239 |
| KILROY REALTY CORP | REIT USD.01 | 81101 | 3280535 |
| KIMCO REALTY CORP | REIT USD.01 | 489366 | 11465845 |
| KITE REALTY GROUP TRUST | REIT USD.01 | 159755 | 4032216 |
| LTC PROPERTIES INC | REIT USD.01 | 31630 | 1092817 |
| LXP INDUSTRIAL TRUST | REIT USD.0001 | 214063 | 1738192 |
| MACERICH CO/THE | REIT USD.01 | 180745 | 3600440 |
| MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 414678 | 1637978 |
| MID AMERICA APARTMENT COMM | REIT USD.01 | 84849 | 13115110 |
| NATIONAL STORAGE AFFILIATES | REIT USD.01 | 52486 | 1989744 |
| NATL HEALTH INVESTORS INC | REIT USD.01 | 33611 | 2329242 |
| NETSTREIT CORP | REIT USD.01 | 56642 | 801484 |
| NEXPOINT RESIDENTIAL | REIT USD.01 | 16698 | 697142 |
| NNN REIT INC | REIT USD.01 | 133273 | 5444202 |
| OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 187136 | 7083098 |
| ONE LIBERTY PROPERTIES INC | REIT USD1.0 | 12385 | 337367 |
| PARAMOUNT GROUP INC | REIT USD.01 | 125632 | 620622 |
| PARK HOTELS + RESORTS INC | REIT USD.01 | 151938 | 2137768 |
| PEAKSTONE REALTY TRUST | REIT | 26065 | 288540 |
| PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 87638 | 1187495 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PHILLIPS EDISON + COMPANY IN | REIT USD.01 | 89090 | 3337311 |
| PIEDMONT OFFICE REALTY TRU A | REIT USD.01 | 90181 | 825156 |
| PLYMOUTH INDUSTRIAL REIT INC | REIT USD.01 | 29714 | 528909 |
| PROLOGIS INC | REIT USD.01 | 672357 | 71068135 |
| PUBLIC STORAGE | REIT USD.1 | 114375 | 34248450 |
| REALTY INCOME CORP | REIT USD1.0 | 632346 | 33773600 |
| REGENCY CENTERS CORP | REIT USD.01 | 125157 | 9252857 |
| RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 92693 | 1609150 |
| REXFORD INDUSTRIAL REALTY IN | REIT USD.01 | 159311 | 6158963 |
| RLJ LODGING TRUST | REIT | 112182 | 1145378 |
| RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 41385 | 4318111 |
| SABRA HEALTH CARE REIT INC | REIT USD.01 | 170371 | 2950826 |
| SAFEHOLD INC | REIT USD.001 | 33769 | 624051 |
| SAUL CENTERS INC | REIT USD.01 | 9653 | 374536 |
| SERVICE PROPERTIES TRUST | REIT USD.01 | 114317 | 290365 |
| SIMON PROPERTY GROUP INC | REIT USD.0001 | 236743 | 40769512 |
| SITE CENTERS CORP | REIT USD.1 | 34288 | 524264 |
| SL GREEN REALTY CORP | REIT USD.01 | 47137 | 3201545 |
| STAG INDUSTRIAL INC | REIT USD.01 | 132442 | 4479188 |
| SUMMIT HOTEL PROPERTIES INC | REIT | 78789 | 539705 |
| SUN COMMUNITIES INC | REIT USD.01 | 90502 | 11129031 |
| SUNSTONE HOTEL INVESTORS INC | REIT USD.01 | 140490 | 1663402 |
| TANGER INC | REIT USD.01 | 79528 | 2714291 |
| TERRENO REALTY CORP | REIT USD.01 | 70472 | 4167714 |
| UDR INC | REIT USD.01 | 227447 | 9873474 |
| UMH PROPERTIES INC | REIT USD.1 | 54023 | 1019954 |
| UNIVERSAL HEALTH RLTY INCOME | REIT USD.01 | 9593 | 356956 |
| URBAN EDGE PROPERTIES | REIT USD.01 | 88242 | 1897203 |
| US DOLLAR | CURRENCY | 451616 | 451616 |
| VENTAS INC | REIT USD.25 | 301116 | 17732721 |
| VERIS RESIDENTIAL INC | REIT USD.01 | 60547 | 1006897 |
| VICI PROPERTIES INC | REIT USD.01 | 760315 | 22208801 |
| VORNADO REALTY TRUST | REIT USD.04 | 117493 | 4939406 |
| WELLTOWER INC | REIT USD1.0 | 449119 | 56602468 |
| WHITESTONE REIT | REIT USD.001 | 30621 | 433900 |
| WP CAREY INC | REIT USD.001 | 158851 | 8654202 |
| XENIA HOTELS + RESORTS INC | REIT USD.01 | 74154 | 1101928 |
|  | **Total : EXHIBIT F - Real Estate Investment Trust Fund** |  | $**824426553** |

---

**n / a - Cost is not applicable**

------

**EXHIBIT G - Total Bond Market Fund** 

**(Managed by Loomis, Sayles and Company)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | ABBVIE INC | 5.4% 15 Mar 2054 | 2377000 |  | $2290953 |
|  | ABU DHABI CRUDE OIL | 4.6% 02 Nov 2047 | 784000 |  | 688971 |
|  | ACCENTURE CAPITAL INC | 4.5% 04 Oct 2034 | 1409000 |  | 1339142 |
|  | ADNOC MURBAN RSC LTD | 4.25% 11 Sep 2029 | 4172000 |  | 4028275 |
|  | ADNOC MURBAN RSC LTD | 5.125% 11 Sep 2054 | 1182000 |  | 1064793 |
|  | AKER BP ASA | 3.75% 15 Jan 2030 | 2823000 |  | 2621889 |
|  | ALABAMA POWER CO | 3.45% 01 Oct 2049 | 458000 |  | 324008 |
|  | ALTRIA GROUP INC | 3.4% 06 May 2030 | 932000 |  | 855511 |
|  | AMEREN CORP | 5.7% 01 Dec 2026 | 1712000 |  | 1739700 |
|  | AMERICAN ELECTRIC POWER | 4.3% 01 Dec 2028 | 785000 |  | 766882 |
|  | AMERICAN ELECTRIC POWER | 5.699% 15 Aug 2025 | 1311000 |  | 1316519 |
|  | AMERICAN EXPRESS CO | 1% 16 Feb 2028 | 511000 |  | 513555 |
|  | AMERICAN EXPRESS CO | 1% 26 Jul 2035 | 316000 |  | 311901 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | 5.24% 15 Apr 2031 | 1841000 |  | 1881320 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | 5.23% 15 Apr 2029 | 4111000 |  | 4175278 |
|  | AMERICAN HONDA FINANCE | 4.85% 23 Oct 2031 | 1614000 |  | 1578976 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 0.76% 18 Aug 2026 | 23000 |  | 22959 |
|  | AMGEN INC | 5.6% 02 Mar 2043 | 292000 |  | 284037 |
|  | ANALOG DEVICES INC | 5.3% 01 Apr 2054 | 405000 |  | 384750 |
|  | ANGLO AMERICAN CAPITAL | 5.75% 05 Apr 2034 | 1853000 |  | 1863729 |
|  | ANTERO RESOURCES CORP | 5.375% 01 Mar 2030 | 1265000 |  | 1222509 |
|  | APACHE CORP | 5.1% 01 Sep 2040 | 2228000 |  | 1935620 |
|  | ARCELORMITTAL SA | 6.35% 17 Jun 2054 | 700000 |  | 691950 |
|  | AT+T INC | 3.5% 15 Sep 2053 | 2459000 |  | 1658300 |
|  | AT+T INC | 2.55% 01 Dec 2033 | 1731000 |  | 1393265 |
|  | ATHENE HOLDING LTD | 6.25% 01 Apr 2054 | 1062000 |  | 1066152 |
|  | ATLX TRUST | 1% 25 Apr 2064 | 1091843 |  | 1041561 |
|  | ATLX TRUST | 1% 25 Apr 2063 | 1181631 |  | 1130179 |
|  | BANK GOSPODARSTWA KRAJOW | 6.25% 09 Jul 2054 | 155000 |  | 151737 |
|  | BANK OF AMERICA CORP | 1% 23 Apr 2040 | 1187000 |  | 1007170 |
|  | BANK OF AMERICA CORP | 1% 23 Jul 2030 | 3226000 |  | 2968920 |
|  | BANK OF AMERICA CREDIT CARD TR | 4.93% 15 May 2029 | 1891000 |  | 1909237 |
|  | BAT CAPITAL CORP | 4.54% 15 Aug 2047 | 533000 |  | 421992 |
|  | BAT CAPITAL CORP | 4.758% 06 Sep 2049 | 615000 |  | 497566 |
|  | BENCHMARK MORTGAGE TRUST | 2.289% 15 Mar 2053 | 343000 |  | 294286 |
|  | BLUE OWL FINANCE LLC | 6.25% 18 Apr 2034 | 1375000 |  | 1411754 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BMO MORTGAGE TRUST | 5.759% 15 Jul 2057 | 1366093 | 1412682 |
| BMW VEHICLE LEASE TRUST | 4.21% 25 Feb 2028 | 899000 | 889488 |
| BOEING CO | 5.805% 01 May 2050 | 136000 | 126231 |
| BOEING CO | 3.25% 01 Feb 2028 | 864000 | 813370 |
| BOEING CO/THE | 6.298% 01 May 2029 | 1075000 | 1114657 |
| BOEING CO/THE | 6.858% 01 May 2054 | 1277000 | 1357374 |
| BP CAP MARKETS AMERICA | 5.227% 17 Nov 2034 | 1863000 | 1834030 |
| BROADCOM INC | 4.15% 15 Feb 2028 | 724000 | 711714 |
| BX TRUST | 1% 13 Nov 2046 | 1021000 | 1008392 |
| CALIFORNIA ST | 7.3% 01 Oct 2039 | 650000 | 743972 |
| CANADIAN NATL RESOURCES | 3.9% 01 Feb 2025 | 1359000 | 1357315 |
| CANADIAN NATL RESOURCES | 5% 15 Dec 2029 | 1970000 | 1950832 |
| CANADIAN NATL RESOURCES | 5.4% 15 Dec 2034 | 1101000 | 1072495 |
| CAPITAL ONE MULTI ASSET EXECUT | 4.42% 15 May 2028 | 1905000 | 1904701 |
| CAPITAL ONE PRIME AUTO RECEIVA | 5.82% 15 Jun 2028 | 547000 | 556799 |
| CARMAX AUTO OWNER TRUST | 4.67% 15 Dec 2027 | 1451000 | 1453548 |
| CARMAX AUTO OWNER TRUST | 4.6% 15 Oct 2029 | 456000 | 455774 |
| CARMAX AUTO OWNER TRUST | 1.47% 15 Dec 2026 | 605462 | 598056 |
| CARMAX AUTO OWNER TRUST | 0.56% 15 Sep 2026 | 203846 | 201391 |
| CARMAX AUTO OWNER TRUST | 4.94% 15 Aug 2029 | 1779000 | 1789014 |
| CARMAX AUTO OWNER TRUST | 4.89% 16 Jul 2029 | 2150000 | 2159432 |
| CARVANA AUTO RECEIVABLES TRUST | 4.62% 10 Feb 2028 | 973000 | 973752 |
| CARVANA AUTO RECEIVABLES TRUST | 4.64% 10 Jan 2030 | 928000 | 926099 |
| CARVANA AUTO RECEIVABLES TRUST | 1.03% 10 Jun 2027 | 813000 | 785317 |
| CENTERPOINT ENERGY INC | 5.4% 01 Jun 2029 | 891000 | 901006 |
| CHARTER COMM OPT LLC/CAP | 5.75% 01 Apr 2048 | 198000 | 169575 |
| CHARTER COMM OPT LLC/CAP | 3.9% 01 Jun 2052 | 500000 | 321865 |
| CHARTER COMM OPT LLC/CAP | 5.25% 01 Apr 2053 | 333000 | 268155 |
| CHASE AUTO OWNER TRUST | 4.18% 27 Aug 2029 | 444446 | 439718 |
| CHASE ISSUANCE TRUST | 5.08% 15 Sep 2030 | 652000 | 662340 |
| CHILE ELECTRICITY LUX | 5.58% 20 Oct 2035 | 1061000 | 1030793 |
| CITIGROUP COMMERCIAL MORTGAGE | 1% 10 Dec 2049 | 460000 | 442459 |
| CK HUTCHISON INTL 24 II | 4.375% 13 Mar 2030 | 1153000 | 1118433 |
| CK HUTCHISON INTNTL 21 | 3.125% 15 Apr 2041 | 215000 | 159132 |
| CODELCO INC | 3.625% 01 Aug 2027 | 1155000 | 1106594 |
| COLUMBIA UNIVERSITY | 4.355% 01 Oct 2035 | 1513000 | 1427758 |
| COMCAST CORP | 5.65% 01 Jun 2054 | 742000 | 716690 |
| COMISION FEDERAL DE ELEC | 6.45% 24 Jan 2035 | 844000 | 796331 |
| CON EDISON CO OF NY INC | 5.5% 15 Mar 2055 | 859000 | 827595 |
| CONOCOPHILLIPS COMPANY | 5% 15 Jan 2035 | 2436000 | 2366233 |
| CONSTELLATION EN GEN LLC | 5.6% 15 Jun 2042 | 334000 | 322651 |
| COOPERAT RABOBANK UA/NY | 4.494% 17 Oct 2029 | 602000 | 590147 |
| COREBRIDGE GLOB FUNDING | 4.65% 20 Aug 2027 | 553000 | 550257 |
| CVS HEALTH CORP | 5.875% 01 Jun 2053 | 332000 | 304481 |
| CVS HEALTH CORP | 6% 01 Jun 2044 | 624000 | 589611 |
| DANSKE BANK A/S | 1% 01 Mar 2030 | 3061000 | 3104283 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DANSKE BANK A/S | 1% 02 Oct 2030 | 1388000 | 1345999 |
| DIAMONDBACK ENERGY INC | 5.9% 18 Apr 2064 | 1330000 | 1246090 |
| DISCOVER CARD EXECUTION NOTE T | 4.93% 15 Jun 2028 | 2348000 | 2364167 |
| DPL INC | 4.35% 15 Apr 2029 | 396000 | 368787 |
| DPL INC | 4.125% 01 Jul 2025 | 1450000 | 1432992 |
| DT AUTO OWNER TRUST | 6.29% 16 Aug 2027 | 328316 | 329573 |
| DUKE ENERGY CORP | 2.65% 01 Sep 2026 | 1292000 | 1250501 |
| DUKE ENERGY FLORIDA LLC | 6.2% 15 Nov 2053 | 1857000 | 1957222 |
| ELEVANCE HEALTH INC | 5.7% 15 Feb 2055 | 1813000 | 1748856 |
| ENBRIDGE INC | 3.7% 15 Jul 2027 | 1829000 | 1784354 |
| ENBRIDGE INC | 5.25% 05 Apr 2027 | 643000 | 650118 |
| ENEL FINANCE AMERICA LLC | 2.875% 12 Jul 2041 | 454000 | 307022 |
| ENEL FINANCE INTL NV | 3.625% 25 May 2027 | 1404000 | 1361501 |
| ENEL FINANCE INTL NV | 3.5% 06 Apr 2028 | 552000 | 525697 |
| ENEL FINANCE INTL NV | 7.75% 14 Oct 2052 | 486000 | 572892 |
| ENEL FINANCE INTL NV | 5.125% 26 Jun 2029 | 5360000 | 5348905 |
| ENERGY TRANSFER LP | 5.95% 15 May 2054 | 1192000 | 1149624 |
| ENERGY TRANSFER LP | 6.05% 01 Sep 2054 | 1079000 | 1056438 |
| ENERGY TRANSFER LP | 3.9% 15 Jul 2026 | 1077000 | 1062934 |
| ENI SPA | 5.95% 15 May 2054 | 657000 | 632875 |
| EQUITABLE FINANCIAL LIFE | 4.875% 19 Nov 2027 | 1747000 | 1748817 |
| EVERSOURCE ENERGY | 4.75% 15 May 2026 | 912000 | 910741 |
| EVERSOURCE ENERGY | 5.95% 01 Feb 2029 | 2569000 | 2646609 |
| FANNIE MAE | 4% 25 Apr 2041 | 78512 | 78157 |
| FANNIE MAE | 2% 25 Dec 2043 | 350653 | 323613 |
| FANNIE MAE | 2% 25 Jun 2046 | 942007 | 807918 |
| FANNIE MAE | 2% 25 Jun 2041 | 853758 | 758909 |
| FED HM LN PC POOL G67710 | 3.5% 01 Mar 2048 | 1958626 | 1764221 |
| FED HM LN PC POOL QA7075 | 3% 01 Feb 2050 | 658307 | 570019 |
| FED HM LN PC POOL QC5978 | 2.5% 01 Aug 2051 | 1835720 | 1511357 |
| FED HM LN PC POOL QD3216 | 2.5% 01 Dec 2051 | 772214 | 634811 |
| FED HM LN PC POOL QD6543 | 2.5% 01 Feb 2052 | 1554475 | 1277399 |
| FED HM LN PC POOL QH3942 | 6.5% 01 Oct 2053 | 987302 | 1016557 |
| FED HM LN PC POOL QJ4522 | 6% 01 Sep 2054 | 819152 | 826052 |
| FED HM LN PC POOL QN6718 | 2% 01 Jun 2036 | 277104 | 245726 |
| FED HM LN PC POOL RA2457 | 3% 01 Apr 2050 | 253831 | 219755 |
| FED HM LN PC POOL RA5257 | 2% 01 May 2051 | 2513392 | 1970797 |
| FED HM LN PC POOL RA5286 | 2.5% 01 May 2051 | 1813944 | 1479768 |
| FED HM LN PC POOL RA5478 | 2.5% 01 Jul 2051 | 1530174 | 1263821 |
| FED HM LN PC POOL RA5680 | 2% 01 Aug 2051 | 166258 | 130160 |
| FED HM LN PC POOL RA6333 | 2% 01 Nov 2051 | 3364896 | 2631168 |
| FED HM LN PC POOL RA6509 | 2% 01 Dec 2051 | 1076652 | 847657 |
| FED HM LN PC POOL RA7402 | 3.5% 01 May 2052 | 1618567 | 1440754 |
| FED HM LN PC POOL RA7485 | 4% 01 Jun 2052 | 3071463 | 2822896 |
| FED HM LN PC POOL RA7921 | 4% 01 Sep 2052 | 50652 | 46530 |
| FED HM LN PC POOL RA9306 | 6% 01 Jun 2053 | 1962147 | 1973040 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL RA9307 | 5.5% 01 Jun 2053 | 1845297 | 1823756 |
| FED HM LN PC POOL RC1914 | 2% 01 Jun 2036 | 427273 | 379314 |
| FED HM LN PC POOL RC2401 | 2% 01 Jan 2037 | 107975 | 95839 |
| FED HM LN PC POOL RJ1752 | 4.5% 01 May 2054 | 934527 | 882802 |
| FED HM LN PC POOL RJ1757 | 5% 01 Jun 2054 | 902672 | 876481 |
| FED HM LN PC POOL RJ1758 | 5% 01 Jun 2054 | 954725 | 925929 |
| FED HM LN PC POOL SB0760 | 2.5% 01 Dec 2035 | 417585 | 382626 |
| FED HM LN PC POOL SB0816 | 1.5% 01 Jun 2037 | 646510 | 555059 |
| FED HM LN PC POOL SB0821 | 3% 01 May 2037 | 120444 | 113251 |
| FED HM LN PC POOL SB0880 | 3% 01 May 2037 | 287061 | 270258 |
| FED HM LN PC POOL SB8503 | 2% 01 Aug 2035 | 1105094 | 988410 |
| FED HM LN PC POOL SD0651 | 3% 01 Sep 2050 | 1924242 | 1666177 |
| FED HM LN PC POOL SD0748 | 2.5% 01 Nov 2051 | 2384605 | 1975174 |
| FED HM LN PC POOL SD0895 | 2% 01 Feb 2052 | 4277449 | 3366344 |
| FED HM LN PC POOL SD0922 | 2.5% 01 Mar 2052 | 376953 | 310637 |
| FED HM LN PC POOL SD1068 | 3.5% 01 Jan 2051 | 2586394 | 2325424 |
| FED HM LN PC POOL SD1143 | 4.5% 01 Sep 2050 | 1026982 | 980491 |
| FED HM LN PC POOL SD3812 | 2.5% 01 Feb 2051 | 232215 | 190987 |
| FED HM LN PC POOL SD6338 | 6.5% 01 Aug 2054 | 2176229 | 2231529 |
| FED HM LN PC POOL SD7501 | 4% 01 Jul 2049 | 2090579 | 1938953 |
| FED HM LN PC POOL SD7554 | 2.5% 01 Apr 2052 | 1740149 | 1439752 |
| FED HM LN PC POOL SD7574 | 6% 01 Sep 2054 | 2534182 | 2575770 |
| FED HM LN PC POOL SD8089 | 2.5% 01 Jul 2050 | 131063 | 107834 |
| FED HM LN PC POOL SD8090 | 2% 01 Sep 2050 | 1632479 | 1281405 |
| FED HM LN PC POOL SD8106 | 2% 01 Nov 2050 | 2524564 | 1980075 |
| FED HM LN PC POOL SD8114 | 2.5% 01 Dec 2050 | 652535 | 535871 |
| FED HM LN PC POOL SD8121 | 2% 01 Jan 2051 | 529523 | 414989 |
| FED HM LN PC POOL SD8128 | 2% 01 Feb 2051 | 450058 | 352572 |
| FED HM LN PC POOL SD8141 | 2.5% 01 Apr 2051 | 170913 | 140236 |
| FED HM LN PC POOL SD8166 | 2% 01 Sep 2051 | 543175 | 424294 |
| FED HM LN PC POOL SD8194 | 2.5% 01 Feb 2052 | 1098665 | 898058 |
| FED HM LN PC POOL SD8237 | 4% 01 Aug 2052 | 544385 | 498264 |
| FED HM LN PC POOL SD8300 | 5.5% 01 Feb 2053 | 3135230 | 3103159 |
| FED HM LN PC POOL SE9060 | 2% 01 Feb 2052 | 1772798 | 1339998 |
| FED HM LN PC POOL ZS4577 | 3.5% 01 Aug 2044 | 1140048 | 1031135 |
| FHLMC MULTIFAMILY STRUCTURED P | 3.505% 25 Mar 2029 | 1010000 | 965399 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Jul 2033 | 1409023 | 1366176 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Oct 2033 | 2801783 | 2791952 |
| FHLMC MULTIFAMILY STRUCTURED P | 5% 25 May 2034 | 3298834 | 3307132 |
| FHLMC MULTIFAMILY STRUCTURED P | 4.456% 25 Aug 2031 | 1353952 | 1323534 |
| FHLMC MULTIFAMILY STRUCTURED P | 4.76% 25 Oct 2034 | 1210864 | 1191363 |
| FIRSTENERGY CORP | 3.4% 01 Mar 2050 | 356000 | 241101 |
| FIRSTENERGY TRANSMISSION | 5.45% 15 Jul 2044 | 422000 | 404424 |
| FIRSTENERGY TRANSMISSION | 2.866% 15 Sep 2028 | 491000 | 454592 |
| FLAGSHIP CREDIT AUTO TRUST | 5.38% 15 Dec 2026 | 96361 | 96410 |
| FNMA POOL BF0148 | 4.5% 01 Apr 2056 | 1841128 | 1744858 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL BF0606 | 5% 01 Mar 2062 | 1106989 | 1088848 |
| FNMA POOL BF0660 | 3.5% 01 Feb 2062 | 883209 | 783571 |
| FNMA POOL BF0695 | 3.5% 01 Dec 2062 | 2272568 | 1996511 |
| FNMA POOL BF0707 | 3.5% 01 Aug 2052 | 2439630 | 2191353 |
| FNMA POOL BF0724 | 4% 01 Jun 2052 | 1428330 | 1330860 |
| FNMA POOL BF0729 | 3% 01 Nov 2051 | 930715 | 806624 |
| FNMA POOL BF0755 | 3.5% 01 Jan 2058 | 2062360 | 1844571 |
| FNMA POOL BF0766 | 4% 01 Sep 2063 | 840652 | 765154 |
| FNMA POOL BP4938 | 3% 01 May 2050 | 417215 | 360947 |
| FNMA POOL BP6618 | 2.5% 01 Aug 2050 | 1294046 | 1063892 |
| FNMA POOL BQ1844 | 2.5% 01 Sep 2050 | 1895306 | 1546803 |
| FNMA POOL BT8460 | 2.5% 01 Sep 2051 | 1756633 | 1407333 |
| FNMA POOL BV9931 | 4% 01 Jun 2052 | 2918136 | 2671813 |
| FNMA POOL BW9898 | 4.5% 01 Oct 2052 | 2019886 | 1909136 |
| FNMA POOL CA3809 | 3% 01 Jul 2049 | 486323 | 421101 |
| FNMA POOL CA4263 | 3% 01 Oct 2034 | 415731 | 391386 |
| FNMA POOL CA4536 | 3% 01 Nov 2049 | 100131 | 86531 |
| FNMA POOL CA5220 | 3% 01 Feb 2050 | 1318028 | 1121728 |
| FNMA POOL CA7144 | 2.5% 01 Sep 2035 | 2144834 | 1963957 |
| FNMA POOL CA7497 | 2.5% 01 Oct 2035 | 2088607 | 1911830 |
| FNMA POOL CA8793 | 2% 01 Feb 2036 | 255253 | 227440 |
| FNMA POOL CA9306 | 3% 01 Feb 2051 | 1381664 | 1173652 |
| FNMA POOL CB0262 | 2% 01 Apr 2036 | 290767 | 258220 |
| FNMA POOL CB0478 | 2% 01 May 2036 | 1609968 | 1430976 |
| FNMA POOL CB1146 | 3% 01 Jul 2051 | 288852 | 247808 |
| FNMA POOL CB1279 | 2.5% 01 Aug 2051 | 245085 | 201542 |
| FNMA POOL CB1382 | 2.5% 01 Aug 2051 | 2159944 | 1783969 |
| FNMA POOL CB1469 | 2% 01 Aug 2036 | 632729 | 562188 |
| FNMA POOL CB1856 | 2% 01 Oct 2051 | 239363 | 187317 |
| FNMA POOL CB2244 | 2.5% 01 Nov 2036 | 1238484 | 1128410 |
| FNMA POOL CB2275 | 2.5% 01 Dec 2051 | 1533018 | 1260717 |
| FNMA POOL CB2610 | 2% 01 Jan 2052 | 3575346 | 2802023 |
| FNMA POOL CB2751 | 2.5% 01 Feb 2052 | 236971 | 193802 |
| FNMA POOL CB2802 | 2% 01 Feb 2052 | 1682895 | 1318374 |
| FNMA POOL CB2835 | 2% 01 Feb 2052 | 2380298 | 1889906 |
| FNMA POOL CB2969 | 2% 01 Mar 2037 | 755718 | 672284 |
| FNMA POOL CB3050 | 2.5% 01 Mar 2052 | 2806342 | 2289940 |
| FNMA POOL CB3760 | 3.5% 01 May 2052 | 1664832 | 1481936 |
| FNMA POOL CB3768 | 3.5% 01 Jun 2052 | 2301082 | 2048289 |
| FNMA POOL CB5632 | 4.5% 01 Jan 2053 | 602844 | 567864 |
| FNMA POOL CB5769 | 5% 01 Feb 2053 | 1824372 | 1765437 |
| FNMA POOL CB5774 | 5.5% 01 Feb 2053 | 1797807 | 1779417 |
| FNMA POOL CB5902 | 5.5% 01 Mar 2053 | 2066818 | 2047193 |
| FNMA POOL CB5986 | 5% 01 Mar 2053 | 3657641 | 3539483 |
| FNMA POOL CB9143 | 5.5% 01 Sep 2054 | 1028663 | 1018277 |
| FNMA POOL CB9180 | 7% 01 Sep 2054 | 1782429 | 1855042 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL DB6813 | 6% 01 Jun 2054 | 593808 | 597230 |
| FNMA POOL FM1205 | 1% 01 Jul 2049 | 181919 | 157522 |
| FNMA POOL FM1325 | 1% 01 Aug 2034 | 408866 | 384922 |
| FNMA POOL FM1873 | 1% 01 Nov 2049 | 3716511 | 3211711 |
| FNMA POOL FM2419 | 1% 01 Feb 2050 | 184374 | 156915 |
| FNMA POOL FM3755 | 1% 01 Sep 2035 | 103076 | 91812 |
| FNMA POOL FM3884 | 1% 01 Jul 2050 | 2257011 | 1956093 |
| FNMA POOL FM3951 | 1% 01 Jul 2050 | 189682 | 164451 |
| FNMA POOL FM4376 | 1% 01 Oct 2035 | 105861 | 99539 |
| FNMA POOL FM4443 | 1% 01 Sep 2050 | 288247 | 249906 |
| FNMA POOL FM4719 | 1% 01 Nov 2050 | 1294708 | 1119693 |
| FNMA POOL FM6128 | 1% 01 Feb 2051 | 1128111 | 920436 |
| FNMA POOL FM8104 | 1% 01 Jul 2051 | 1453694 | 1234838 |
| FNMA POOL FM9167 | 1% 01 Oct 2051 | 38104 | 30011 |
| FNMA POOL FM9740 | 1% 01 May 2036 | 123118 | 115912 |
| FNMA POOL FP0013 | 1% 01 Jun 2048 | 1287917 | 1194434 |
| FNMA POOL FP0105 | 1% 01 Jun 2051 | 3614951 | 2963860 |
| FNMA POOL FS0007 | 1% 01 Aug 2050 | 1820638 | 1550967 |
| FNMA POOL FS0610 | 1% 01 Feb 2037 | 2535210 | 2247927 |
| FNMA POOL FS1977 | 1% 01 Nov 2051 | 1888523 | 1474608 |
| FNMA POOL FS2037 | 1% 01 May 2037 | 1388865 | 1192405 |
| FNMA POOL FS2040 | 1% 01 Feb 2052 | 1711489 | 1335312 |
| FNMA POOL FS2041 | 1% 01 Aug 2051 | 2471385 | 1932316 |
| FNMA POOL FS2500 | 1% 01 Mar 2037 | 825686 | 776371 |
| FNMA POOL FS2743 | 1% 01 Jul 2036 | 1256262 | 1149833 |
| FNMA POOL FS3885 | 1% 01 Nov 2051 | 1347095 | 1144287 |
| FNMA POOL FS4110 | 1% 01 Mar 2052 | 556963 | 456302 |
| FNMA POOL FS5258 | 1% 01 Dec 2052 | 824199 | 760116 |
| FNMA POOL FS5846 | 1% 01 Sep 2052 | 299707 | 245448 |
| FNMA POOL FS6185 | 1% 01 Mar 2037 | 410151 | 363674 |
| FNMA POOL FS8995 | 1% 01 Jul 2054 | 3179732 | 3206519 |
| FNMA POOL FS9173 | 1% 01 Mar 2052 | 216759 | 170858 |
| FNMA POOL MA3238 | 3.5% 01 Jan 2048 | 37599 | 33805 |
| FNMA POOL MA3416 | 4.5% 01 Jul 2048 | 628371 | 599925 |
| FNMA POOL MA4047 | 2% 01 Jun 2050 | 1049244 | 824575 |
| FNMA POOL MA4119 | 2% 01 Sep 2050 | 110951 | 87091 |
| FNMA POOL MA4158 | 2% 01 Oct 2050 | 293849 | 230564 |
| FNMA POOL MA4182 | 2% 01 Nov 2050 | 265356 | 208125 |
| FNMA POOL MA4208 | 2% 01 Dec 2050 | 2629089 | 2061240 |
| FNMA POOL MA4209 | 1.5% 01 Dec 2050 | 1705212 | 1262248 |
| FNMA POOL MA4210 | 2.5% 01 Dec 2050 | 127695 | 104865 |
| FNMA POOL MA4237 | 2% 01 Jan 2051 | 4209125 | 3288749 |
| FNMA POOL MA4254 | 1.5% 01 Feb 2051 | 5176345 | 3838529 |
| FNMA POOL MA4255 | 2% 01 Feb 2051 | 1095454 | 858170 |
| FNMA POOL MA4356 | 2.5% 01 Jun 2051 | 2988880 | 2450551 |
| FNMA POOL MA4364 | 2% 01 Jun 2041 | 1727939 | 1442774 |

---

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---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL MA4402 | 1.5% 01 Aug 2036 | 1640731 | 1415055 |
| FNMA POOL MA4413 | 2% 01 Sep 2051 | 3106367 | 2426496 |
| FNMA POOL MA4417 | 1.5% 01 Sep 2036 | 221023 | 190571 |
| FNMA POOL MA4437 | 2% 01 Oct 2051 | 434553 | 339775 |
| FNMA POOL MA4446 | 2% 01 Oct 2041 | 107157 | 89313 |
| FNMA POOL MA4465 | 2% 01 Nov 2051 | 2406176 | 1881047 |
| FNMA POOL MA4469 | 1.5% 01 Nov 2036 | 847449 | 730297 |
| FNMA POOL MA4578 | 2.5% 01 Apr 2052 | 2693570 | 2195723 |
| FNMA POOL MA4586 | 2% 01 Apr 2042 | 1510718 | 1254374 |
| FNMA POOL MA4587 | 2.5% 01 Apr 2042 | 1305525 | 1118969 |
| FNMA POOL MA4701 | 4.5% 01 Aug 2052 | 2316713 | 2183253 |
| FNMA TBA 15 YR 2 | 2% 15 Jan 2040 | 370000 | 326868 |
| FNMA TBA 15 YR 3 | 3% 16 Jan 2040 | 445000 | 414291 |
| FNMA TBA 30 YR 2 | 2% 15 Jan 2055 | 4065000 | 3160448 |
| FNMA TBA 30 YR 2.5 | 2.5% 15 Jan 2055 | 2190000 | 1782588 |
| FNMA TBA 30 YR 3 | 3% 14 Jan 2055 | 5505000 | 4673448 |
| FNMA TBA 30 YR 3.5 | 3.5% 14 Jan 2055 | 1340000 | 1185077 |
| FNMA TBA 30 YR 4 | 4% 14 Jan 2055 | 3315000 | 3029184 |
| FNMA TBA 30 YR 4.5 | 4.5% 15 Jan 2055 | 2500000 | 2351095 |
| FNMA TBA 30 YR 5 | 5% 15 Jan 2055 | 7325000 | 7067167 |
| FNMA TBA 30 YR 5.5 | 5.5% 15 Jan 2055 | 8210000 | 8104124 |
| FNMA TBA 30 YR 6 | 6% 15 Jan 2055 | 4090000 | 4110777 |
| FNMA TBA 30 YR 6.5 | 6.5% 15 Jan 2055 | 3340000 | 3411409 |
| FNMA TBA 30 YR 7 | 7% 15 Jan 2055 | 790000 | 819349 |
| FORD CREDIT AUTO LEASE TRUST | 4.99% 15 Dec 2027 | 3321000 | 3342903 |
| FORD CREDIT AUTO OWNER TRUST | 4.65% 15 Feb 2028 | 548000 | 548805 |
| FORD CREDIT AUTO OWNER TRUST | 5.23% 15 May 2028 | 315000 | 317583 |
| FORD CREDIT AUTO OWNER TRUST | 1.29% 15 Jun 2026 | 215804 | 214253 |
| FORD CREDIT AUTO OWNER TRUST | 4.07% 15 Jul 2029 | 891000 | 882181 |
| FORD CREDIT AUTO OWNER TRUST | 4.11% 15 Jul 2030 | 119000 | 116842 |
| FORD CREDIT AUTO OWNER TRUST | 4.61% 15 Aug 2029 | 886000 | 885794 |
| FORD CREDIT AUTO OWNER TRUST/F | 1% 15 Aug 2036 | 1876000 | 1882013 |
| FREDDIE MAC | 2% 25 Feb 2052 | 1835091 | 1546255 |
| FREDDIE MAC | 3.5% 25 Jan 2051 | 1244308 | 1164054 |
| FREDDIE MAC | 3.5% 25 Sep 2044 | 3373456 | 3185882 |
| FREDDIE MAC | 4% 25 Nov 2051 | 1769044 | 1697637 |
| FREEPORT INDONESIA PT | 5.315% 14 Apr 2032 | 985000 | 959794 |
| GA GLOBAL FUNDING TRUST | 4.4% 23 Sep 2027 | 1386000 | 1364656 |
| GA GLOBAL FUNDING TRUST | 5.2% 09 Dec 2031 | 1713000 | 1673464 |
| GENERAL MOTORS | 5.13% 15 Mar 2029 | 1244000 | 1256934 |
| GENERAL MOTORS | 5.06% 15 Mar 2031 | 2669000 | 2691966 |
| GENERAL MOTORS | 4.68% 15 Nov 2028 | 1496000 | 1497523 |
| GENERAL MOTORS | 4.73% 15 Nov 2029 | 1610000 | 1609011 |
| GENERAL MOTORS CO | 5% 01 Apr 2035 | 1427000 | 1334744 |
| GEORGIA POWER CO | 4.3% 15 Mar 2042 | 1753000 | 1493153 |
| GEORGIA POWER CO | 4.55% 15 Mar 2030 | 645000 | 635028 |

---

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---

| | | | |
|:---|:---|:---|:---|
| GLENCORE FUNDING LLC | 6.375% 06 Oct 2030 | 711000 | 746195 |
| GLENCORE FUNDING LLC | 5.338% 04 Apr 2027 | 2715000 | 2739136 |
| GM FINANCIAL AUTOMOBILE LEASIN | 4.22% 20 Oct 2028 | 305000 | 302510 |
| GM FINANCIAL SECURITIZED TERM | 4.4% 16 Aug 2029 | 1524000 | 1519486 |
| GM FINANCIAL SECURITIZED TERM | 4.44% 16 Apr 2030 | 1179000 | 1169581 |
| GNMA II POOL 785043 | 3% 20 Apr 2049 | 108367 | 94938 |
| GNMA II POOL MA2962 | 4% 20 Jul 2045 | 332342 | 312241 |
| GNMA II POOL MA3035 | 4% 20 Aug 2045 | 984810 | 924940 |
| GNMA II POOL MA3521 | 3.5% 20 Mar 2046 | 1532762 | 1392211 |
| GNMA II POOL MA3597 | 3.5% 20 Apr 2046 | 780611 | 706482 |
| GNMA II POOL MA3663 | 3.5% 20 May 2046 | 142593 | 129052 |
| GNMA II POOL MA4069 | 3.5% 20 Nov 2046 | 43444 | 39318 |
| GNMA II POOL MA4196 | 3.5% 20 Jan 2047 | 510608 | 462119 |
| GNMA II POOL MA4262 | 3.5% 20 Feb 2047 | 737347 | 667326 |
| GNMA II POOL MA4382 | 3.5% 20 Apr 2047 | 270281 | 244122 |
| GNMA II POOL MA4451 | 3.5% 20 May 2047 | 713930 | 646005 |
| GNMA II POOL MA4511 | 4% 20 Jun 2047 | 1009839 | 942905 |
| GNMA II POOL MA4586 | 3.5% 20 Jul 2047 | 424042 | 383655 |
| GNMA II POOL MA4587 | 4% 20 Jul 2047 | 596601 | 556233 |
| GNMA II POOL MA4652 | 3.5% 20 Aug 2047 | 116858 | 105548 |
| GNMA II POOL MA4720 | 4% 20 Sep 2047 | 96528 | 89997 |
| GNMA II POOL MA4777 | 3% 20 Oct 2047 | 58355 | 51123 |
| GNMA II POOL MA4837 | 3.5% 20 Nov 2047 | 487011 | 439875 |
| GNMA II POOL MA4963 | 4% 20 Jan 2048 | 254856 | 237514 |
| GNMA II POOL MA5020 | 4% 20 Feb 2048 | 15416 | 14367 |
| GNMA II POOL MA5136 | 3.5% 20 Apr 2048 | 718905 | 649325 |
| GNMA II POOL MA6038 | 3% 20 Jul 2049 | 241874 | 211385 |
| GNMA II POOL MA6218 | 3% 20 Oct 2049 | 1153931 | 1007870 |
| GNMA II POOL MA6283 | 3% 20 Nov 2049 | 1668856 | 1455243 |
| GNMA II POOL MA6409 | 3% 20 Jan 2050 | 1370759 | 1194921 |
| GNMA II POOL MA6921 | 2% 20 Oct 2050 | 1528838 | 1191971 |
| GNMA II POOL MA7052 | 2.5% 20 Dec 2050 | 850451 | 711290 |
| GNMA II POOL MA7136 | 2.5% 20 Jan 2051 | 193743 | 161981 |
| GNMA II POOL MA7193 | 2.5% 20 Feb 2051 | 3020019 | 2525831 |
| GNMA II POOL MA7368 | 3% 20 May 2051 | 1065716 | 925716 |
| GNMA II POOL MA7473 | 3% 20 Jul 2051 | 768826 | 667590 |
| GNMA II POOL MA7535 | 3% 20 Aug 2051 | 1689022 | 1466356 |
| GNMA II POOL MA7589 | 2.5% 20 Sep 2051 | 2626590 | 2193937 |
| GNMA II POOL MA7590 | 3% 20 Sep 2051 | 1578895 | 1370504 |
| GNMA II POOL MA7648 | 2% 20 Oct 2051 | 2841193 | 2273905 |
| GNMA II POOL MA7650 | 3% 20 Oct 2051 | 529860 | 459844 |
| GNMA II POOL MA7704 | 2% 20 Nov 2051 | 3108030 | 2487223 |
| GNMA II POOL MA7705 | 2.5% 20 Nov 2051 | 3921725 | 3274523 |
| GNMA II POOL MA7766 | 2% 20 Dec 2051 | 1461060 | 1169111 |
| GNMA II POOL MA7767 | 2.5% 20 Dec 2051 | 2046980 | 1709167 |
| GNMA II POOL MA7826 | 2% 20 Jan 2052 | 2839127 | 2271592 |
| GNMA II POOL MA8426 | 4% 20 Nov 2052 | 811480 | 748819 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | GNMA II POOL MA8568 | 4.5% 20 Jan 2053 | 3372151 | 3198524 |
| | GNMA II POOL MA8877 | 4.5% 20 May 2053 | 590890 | 559732 |
| | GNMA II TBA 30 YR 2 | 2% 15 Jan 2055 | 670000 | 535319 |
| | GNMA II TBA 30 YR 2.5 | 2.5% 15 Jan 2055 | 725000 | 604675 |
| | GNMA II TBA 30 YR 3 | 3% 15 Jan 2055 | 380000 | 329177 |
| | GNMA II TBA 30 YR 3.5 | 3.5% 15 Jan 2055 | 1010000 | 902109 |
| | GNMA II TBA 30 YR 4 | 4% 15 Jan 2055 | 885000 | 814528 |
| | GNMA II TBA 30 YR 4.5 | 4.5% 21 Jan 2055 | 665000 | 628650 |
| | GNMA II TBA 30 YR 5 | 5% 15 Jan 2055 | 2065000 | 2004648 |
| | GNMA II TBA 30 YR 5.5 | 5.5% 15 Jan 2055 | 2470000 | 2449109 |
| | GNMA II TBA 30 YR 6 | 6% 15 Jan 2055 | 2560000 | 2577331 |
| | GOLDMAN SACHS BANK USA | 1% 21 May 2027 | 2359000 | 2376905 |
| | GOLDMAN SACHS GROUP INC | 1% 25 Apr 2030 | 1398000 | 1427512 |
| | GOLDMAN SACHS GROUP INC | 1% 19 Nov 2045 | 1412000 | 1364345 |
| | GOLDMAN SACHS GROUP INC | 1% 10 Sep 2027 | 999000 | 944594 |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 51581749 | 51581749 |
| | GS MORTGAGE BACKED SECURITIES | 1% 25 Jul 2061 | 616071 | 595848 |
| | GS MORTGAGE BACKED SECURITIES | 1% 25 Sep 2061 | 1004437 | 966241 |
| | HESS CORP | 7.875% 01 Oct 2029 | 1484000 | 1648798 |
| | HESS CORP | 4.3% 01 Apr 2027 | 2070000 | 2048886 |
| | HONDA AUTO RECEIVABLES OWNER T | 0.88% 21 Jan 2026 | 482540 | 478740 |
| | HONDA AUTO RECEIVABLES OWNER T | 4.35% 16 Dec 2030 | 826000 | 819725 |
| | HSBC HOLDINGS PLC | 1% 19 Nov 2030 | 2830000 | 2809624 |
| | HUNTINGTON BANCSHARES | 1% 02 Feb 2035 | 844000 | 844304 |
| | HUNTINGTON BANCSHARES | 1% 15 Jan 2031 | 1724000 | 1722793 |
| | HYUNDAI AUTO LEASE SECURITIZAT | 5.17% 15 Apr 2027 | 546000 | 548162 |
| | HYUNDAI AUTO RECEIVABLES TRUST | 4.44% 15 Jan 2031 | 1067000 | 1056508 |
| | HYUNDAI AUTO RECEIVABLES TRUST | 5.55% 17 Dec 2029 | 582000 | 595080 |
| | HYUNDAI AUTO RECEIVABLES TRUST | 4.84% 15 Mar 2029 | 3338000 | 3358206 |
| | HYUNDAI CAPITAL AMERICA | 6.1% 21 Sep 2028 | 2646000 | 2721226 |
| | HYUNDAI CAPITAL AMERICA | 5.35% 19 Mar 2029 | 773000 | 776123 |
| | HYUNDAI CAPITAL AMERICA | 4.875% 01 Nov 2027 | 1535000 | 1530195 |
| | ILLINOIS ST | 5.1% 01 Jun 2033 | 9731765 | 9584494 |
| | INDO ASAHAN/MINERAL IND | 6.53% 15 Nov 2028 | 1416000 | 1469369 |
| | INDO ASAHAN/MINERAL IND | 4.75% 15 May 2025 | 2425000 | 2418792 |
| | INDO ASAHAN/MINERAL IND | 5.45% 15 May 2030 | 1046000 | 1041084 |
| | INTEL CORP | 4.9% 05 Aug 2052 | 603000 | 474350 |
| | INTEL CORP | 5.6% 21 Feb 2054 | 205000 | 180008 |
| | JBS USA HOLD/FOOD/LUX CO | 7.25% 15 Nov 2053 | 704000 | 775836 |
| | JOHNSON + JOHNSON | 5.25% 01 Jun 2054 | 1590000 | 1555163 |
| \* | JPMORGAN CHASE + CO | 1% 24 Jul 2029 | 1640000 | 1654612 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2030 | 2869000 | 2922163 |
| \* | JPMORGAN CHASE + CO | 1% 22 Oct 2035 | 1219000 | 1174238 |
|  | KROGER CO | 5.65% 15 Sep 2064 | 999000 | 940678 |
|  | LAD AUTO RECEIVABLES TRUST | 5.23% 18 Jan 2028 | 1044000 | 1049430 |
|  | LAD AUTO RECEIVABLES TRUST | 4.64% 15 Nov 2027 | 1094000 | 1093799 |
|  | LAD AUTO RECEIVABLES TRUST | 4.52% 15 Mar 2029 | 830000 | 825416 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LAD AUTO RECEIVABLES TRUST | 4.6% 17 Dec 2029 | 797000 | 791100 |
| LLOYDS BANKING GROUP PLC | 1% 05 Jan 2028 | 1958000 | 1974075 |
| M+T BANK CORPORATION | 1% 16 Jan 2029 | 432000 | 430704 |
| M+T BANK CORPORATION |  | 2030000 | 1971638 |
| MARATHON PETROLEUM CORP | 5.125% 15 Dec 2026 | 1527000 | 1537063 |
| MERCEDES BENZ AUTO LEASE TRUST | 4.23% 15 Feb 2028 | 1222000 | 1216326 |
| MERCEDES BENZ FIN NA | 4.9% 15 Nov 2027 | 1436000 | 1434564 |
| MERCEDES BENZ FIN NA | 5.1% 15 Nov 2029 | 1473000 | 1468684 |
| META PLATFORMS INC | 5.4% 15 Aug 2054 | 976000 | 946076 |
| META PLATFORMS INC | 5.55% 15 Aug 2064 | 562000 | 548253 |
| MICROCHIP TECHNOLOGY INC | 4.9% 15 Mar 2028 | 1414000 | 1411059 |
| MICROCHIP TECHNOLOGY INC | 5.05% 15 Feb 2030 | 1229000 | 1221651 |
| MORGAN STANLEY | 1% 19 Jul 2035 | 3181000 | 3132840 |
| MORGAN STANLEY | 1% 18 Oct 2030 | 2493000 | 2439974 |
| MORGAN STANLEY | 1% 19 Nov 2055 | 1260000 | 1217173 |
| MORGAN STANLEY BANK NA | 1% 26 May 2028 | 2062000 | 2088311 |
| MORGAN STANLEY RESIDENTIAL MOR | 1% 25 Jun 2064 | 1036601 | 993293 |
| NATIONAL RURAL UTIL COOP | 5.1% 06 May 2027 | 1235000 | 1244633 |
| NATWEST GROUP PLC | 1% 01 Mar 2035 | 772000 | 776339 |
| NATWEST GROUP PLC | 1% 15 Aug 2030 | 266000 | 261797 |
| NETFLIX INC | 5.375% 15 Nov 2029 | 2011000 | 2047801 |
| NEW RESIDENTIAL MORTGAGE LOAN | 1% 25 Jan 2064 | 2590988 | 2407010 |
| NEW YORK MORTGAGE TRUST | 1% 25 Feb 2068 | 1320624 | 1214920 |
| NEW YORK NY | 5.094% 01 Oct 2049 | 390000 | 372091 |
| NEW YORK NY | 5.114% 01 Oct 2054 | 270000 | 255785 |
| NEWMONT / NEWCREST FIN | 5.35% 15 Mar 2034 | 3909000 | 3890432 |
| NEXTERA ENERGY CAPITAL | 6.051% 01 Mar 2025 | 1262000 | 1263716 |
| NEXTERA ENERGY CAPITAL | 1.9% 15 Jun 2028 | 751000 | 679880 |
| NEXTERA ENERGY CAPITAL | 1.875% 15 Jan 2027 | 829000 | 782957 |
| NEXTERA ENERGY CAPITAL | 4.45% 20 Jun 2025 | 2052000 | 2048306 |
| NISOURCE INC | 5.2% 01 Jul 2029 | 1975000 | 1989161 |
| NISSAN AUTO LEASE TRUST | 5.61% 15 Nov 2027 | 728000 | 734006 |
| NISSAN AUTO RECEIVABLES OWNER | 4.35% 15 Sep 2031 | 144000 | 142618 |
| NISSAN MOTOR CO | 4.81% 17 Sep 2030 | 1061000 | 997478 |
| NMLT TRUST | 1% 25 Oct 2062 | 429110 | 379752 |
| NORDEA BANK ABP | 4.375% 10 Sep 2029 | 1816000 | 1770273 |
| NOVARTIS CAPITAL CORP | 4.2% 18 Sep 2034 | 3526000 | 3278299 |
| OCCIDENTAL PETROLEUM COR | 7.875% 15 Sep 2031 | 910000 | 1008726 |
| OCCIDENTAL PETROLEUM COR | 8.875% 15 Jul 2030 | 608000 | 692111 |
| OCCIDENTAL PETROLEUM COR | 6.375% 01 Sep 2028 | 1647000 | 1699737 |
| OGLETHORPE POWER CORP | 6.191% 01 Jan 2031 | 941500 | 971364 |
| OGLETHORPE POWER CORP | 6.2% 01 Dec 2053 | 1500000 | 1537035 |
| ONEOK INC | 5.625% 15 Jan 2028 | 2654000 | 2678762 |
| ONEOK INC | 6.5% 01 Sep 2030 | 3618000 | 3786382 |
| ONEOK INC | 4.85% 15 Jul 2026 | 4799000 | 4786523 |
| OOREDOO INTL FINANCE | 4.625% 10 Oct 2034 | 1479000 | 1412460 |
| ORACLE CORP | 2.95% 01 Apr 2030 | 1220000 | 1101050 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| OVINTIV INC | 8.125% 15 Sep 2030 | 911000 | 1020912 |
| OVINTIV INC | 6.5% 01 Feb 2038 | 778000 | 791475 |
| OVINTIV INC | 7.1% 15 Jul 2053 | 1160000 | 1236258 |
| PACIFIC GAS + ELECTRIC | 3.15% 01 Jan 2026 | 4610000 | 4528818 |
| PACIFIC GAS + ELECTRIC | 4.5% 01 Jul 2040 | 2491000 | 2146918 |
| PARAMOUNT GLOBAL | 5.85% 01 Sep 2043 | 296000 | 255463 |
| PFIZER INVESTMENT ENTER | 5.11% 19 May 2043 | 537000 | 504028 |
| PFIZER INVESTMENT ENTER | 5.3% 19 May 2053 | 1802000 | 1690745 |
| PORSCHE INNOVATIVE LEASE OWNER | 4.35% 20 Oct 2027 | 1098000 | 1094526 |
| PPL CAPITAL FUNDING INC | 5.25% 01 Sep 2034 | 1946000 | 1914981 |
| PRINCIPAL LFE GLB FND II | 4.95% 27 Nov 2029 | 704000 | 700902 |
| PRP ADVISORS, LLC | 1% 25 Nov 2053 | 631680 | 616877 |
| PRP ADVISORS, LLC | 1% 25 Dec 2064 | 646621 | 627986 |
| PRP ADVISORS, LLC | 1% 25 Mar 2054 | 1254446 | 1211901 |
| REPUBLIC OF PANAMA | 4.5% 19 Jan 2063 | 1188000 | 696988 |
| ROYAL BANK OF CANADA | 1% 18 Oct 2030 | 3878000 | 3795243 |
| RWE FINANCE US LLC | 5.875% 16 Apr 2034 | 2859000 | 2866090 |
| RWE FINANCE US LLC | 6.25% 16 Apr 2054 | 439000 | 432854 |
| SANTANDER DRIVE AUTO RECEIVABL | 5.63% 16 Jan 2029 | 1901000 | 1923339 |
| SANTANDER DRIVE AUTO RECEIVABL | 4.88% 15 Sep 2027 | 1589000 | 1591803 |
| SANTANDER DRIVE AUTO RECEIVABL | 4.62% 15 Nov 2028 | 661000 | 660206 |
| SANTANDER DRIVE AUTO RECEIVABL | 5.73% 17 Apr 2028 | 1898000 | 1910301 |
| SAUDI ARABIAN OIL CO | 5.75% 17 Jul 2054 | 593000 | 553892 |
| SBNA AUTO LEASE TRUST | 4.94% 20 Nov 2026 | 831847 | 832920 |
| SBNA AUTO LEASE TRUST | 4.56% 22 Feb 2028 | 931000 | 930052 |
| SBNA AUTO LEASE TRUST | 5.56% 22 Nov 2027 | 996000 | 1007445 |
| SBNA AUTO LEASE TRUST | 5.55% 20 Dec 2028 | 921000 | 934956 |
| SEMPRA | 6% 15 Oct 2039 | 496000 | 505285 |
| SFS AUTO RECEIVABLES SECURITIZ | 5.33% 20 Nov 2029 | 1014000 | 1024524 |
| SFS AUTO RECEIVABLES SECURITIZ | 4.55% 20 Jun 2030 | 1253000 | 1251013 |
| SMURFIT WESTROCK FIN | 5.418% 15 Jan 2035 | 2002000 | 1987492 |
| SOUTH BOW USA INFRA HLDS | 5.026% 01 Oct 2029 | 1502000 | 1474664 |
| SOUTH BOW USA INFRA HLDS | 6.176% 01 Oct 2054 | 1018000 | 983907 |
| SOUTHERN CAL EDISON | 4% 01 Apr 2047 | 1409000 | 1085141 |
| SOUTHERN CAL EDISON | 1.2% 01 Feb 2026 | 2585000 | 2490027 |
| SOUTHERN CAL EDISON | 4.9% 01 Jun 2026 | 1290000 | 1292890 |
| SOUTHERN CAL EDISON | 4.875% 01 Feb 2027 | 1392000 | 1396468 |
| SOUTHERN CALIF GAS CO | 5.05% 01 Sep 2034 | 1417000 | 1395037 |
| SOUTHERN CO | 3.25% 01 Jul 2026 | 1452000 | 1422365 |
| SPRINT CAPITAL CORP | 6.875% 15 Nov 2028 | 1538000 | 1631510 |
| STANDARD CHARTERED PLC | 1% 14 May 2028 | 1375000 | 1390771 |
| SUMITOMO MITSUI FINL GRP | 5.836% 09 Jul 2044 | 847000 | 851481 |
| SWAP JP MORGAN COC | SWAP CASH COLLATERAL USD | 269000 | 269000 |
| SWAP MORGAN STANLEY COC | SWAP CASH COLLATERAL USD | 560000 | 560000 |
| SYNCHRONY CARD ISSUANCE TRUST | 4.93% 15 Jul 2030 | 3861000 | 3884733 |
| T MOBILE USA INC | 4.5% 15 Apr 2050 | 317000 | 260273 |
| T MOBILE USA INC | 4.85% 15 Jan 2029 | 584000 | 580601 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TESLA ELECTRIC VEHICLE TRUST | 5.38% 20 Feb 2029 | 1332000 | 1348587 |
| TEXAS NATURAL GAS SECURITIZTN | 5.102% 01 Apr 2035 | 3330372 | 3347736 |
| TEXAS NATURAL GAS SECURITIZTN | 5.169% 01 Apr 2041 | 1818000 | 1803268 |
| TOYOTA AUTO RECEIVABLES OWNER | 1.02% 15 Mar 2027 | 2347000 | 2284862 |
| TOYOTA LEASE OWNER TRUST | 4.21% 20 Sep 2027 | 2253000 | 2240682 |
| TOYOTA LEASE OWNER TRUST | 5.26% 20 Jun 2028 | 981000 | 991439 |
| TRUIST FINANCIAL CORP | 1% 24 Jan 2030 | 1939000 | 1952806 |
| UNITED MEXICAN STATES | 6.338% 04 May 2053 | 547000 | 486163 |
| UNITED PARCEL SERVICE | 5.5% 22 May 2054 | 1177000 | 1149270 |
| UNITEDHEALTH GROUP INC | 5.625% 15 Jul 2054 | 3221000 | 3126431 |
| US BANCORP | 1% 23 Jan 2035 | 1830000 | 1846067 |
| US DOLLAR | CURRENCY | 100000 | 100000 |
| US TREASURY N/B | 2.25% 15 May 2041 | 7000000 | 4972188 |
| US TREASURY N/B | 2% 15 Aug 2051 | 3130000 | 1791436 |
| US TREASURY N/B | 1.75% 15 Aug 2041 | 17984000 | 11655880 |
| US TREASURY N/B | 2% 15 Nov 2041 | 3794000 | 2550279 |
| US TREASURY N/B | 2.375% 15 Feb 2042 | 7785000 | 5546813 |
| US TREASURY N/B | 3.25% 15 May 2042 | 5135000 | 4180211 |
| US TREASURY N/B | 3% 15 Aug 2052 | 2500000 | 1796875 |
| US TREASURY N/B | 3.375% 15 Aug 2042 | 4526000 | 3738900 |
| US TREASURY N/B | 4% 15 Nov 2042 | 293000 | 263883 |
| US TREASURY N/B | 3.625% 15 Feb 2053 | 6636000 | 5401082 |
| US TREASURY N/B | 3.875% 15 Feb 2043 | 1779000 | 1571635 |
| US TREASURY N/B | 3.625% 15 May 2053 | 4854000 | 3953735 |
| US TREASURY N/B | 3.875% 15 May 2043 | 3382000 | 2980916 |
| US TREASURY N/B | 4.125% 15 Aug 2053 | 5211000 | 4650003 |
| US TREASURY N/B | 4.375% 15 Aug 2043 | 3042000 | 2865659 |
| US TREASURY N/B | 4.75% 15 Nov 2053 | 4914000 | 4869467 |
| US TREASURY N/B | 4.75% 15 Nov 2043 | 4151000 | 4103004 |
| US TREASURY N/B | 4.25% 15 Feb 2054 | 5076000 | 4638988 |
| US TREASURY N/B | 4.5% 15 Feb 2044 | 5214000 | 4982629 |
| US TREASURY N/B | 4.625% 15 May 2054 | 5055000 | 4920727 |
| US TREASURY N/B | 4.625% 15 May 2044 | 6474000 | 6283826 |
| US TREASURY N/B | 4.25% 15 Aug 2054 | 6731000 | 6158865 |
| US TREASURY N/B | 4.125% 15 Aug 2044 | 2473000 | 2241156 |
| US TREASURY N/B | 4.625% 15 Nov 2044 | 16817000 | 16323001 |
| US TREASURY N/B | 3.5% 31 Jan 2028 | 8651000 | 8451622 |
| US TREASURY N/B | 4% 29 Feb 2028 | 5135000 | 5088464 |
| US TREASURY N/B | 3.625% 31 Mar 2028 | 4637000 | 4541362 |
| US TREASURY N/B | 3.5% 30 Apr 2028 | 787000 | 767079 |
| US TREASURY N/B | 3.625% 31 May 2028 | 12968000 | 12683312 |
| US TREASURY N/B | 4% 30 Jun 2028 | 5812000 | 5751156 |
| US TREASURY N/B | 4.125% 31 Jul 2028 | 9085000 | 9021121 |
| US TREASURY N/B | 4.375% 31 Aug 2028 | 4907000 | 4910450 |
| US TREASURY N/B | 4.625% 30 Sep 2028 | 6145000 | 6202609 |
| US TREASURY N/B | 4.875% 31 Oct 2028 | 5861000 | 5966315 |
| US TREASURY N/B | 4.375% 30 Nov 2028 | 4990000 | 4991559 |
| US TREASURY N/B | 3.75% 31 Dec 2028 | 4682000 | 4576655 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| US TREASURY N/B | 4.25% 28 Feb 2029 | 4544000 | 4522700 |
| US TREASURY N/B | 4.125% 31 Mar 2029 | 8432000 | 8348998 |
| US TREASURY N/B | 4.625% 30 Apr 2029 | 6956000 | 7022843 |
| US TREASURY N/B | 4.5% 31 May 2029 | 4977000 | 5000719 |
| US TREASURY N/B | 4.25% 30 Jun 2029 | 6888000 | 6849793 |
| US TREASURY N/B | 4% 31 Jul 2029 | 9731000 | 9576672 |
| US TREASURY N/B | 3.625% 31 Aug 2029 | 6197000 | 6000439 |
| US TREASURY N/B | 3.5% 30 Sep 2029 | 7102000 | 6833456 |
| US TREASURY N/B | 4.125% 31 Oct 2029 | 7788000 | 7698560 |
| US TREASURY N/B | 4.25% 15 Nov 2034 | 11755000 | 11451941 |
| US TREASURY N/B | 4.125% 30 Nov 2029 | 13820000 | 13663445 |
| US TREASURY N/B | 4% 15 Dec 2027 | 18169000 | 18028474 |
| US TREASURY N/B | 4.5% 31 Dec 2031 | 10563000 | 10571252 |
| US TREASURY N/B | 4.375% 31 Dec 2029 | 27166000 | 27146899 |
| US TREASURY N/B | 4.25% 31 Dec 2026 | 8947000 | 8947000 |
| VALE OVERSEAS LIMITED | 6.125% 12 Jun 2033 | 1338000 | 1349413 |
| VALE OVERSEAS LIMITED | 6.4% 28 Jun 2054 | 327000 | 320221 |
| VERIZON COMMUNICATIONS | 4.329% 21 Sep 2028 | 4534000 | 4449758 |
| VERIZON COMMUNICATIONS | 2.55% 21 Mar 2031 | 1937000 | 1668377 |
| VERIZON MASTER TRUST | 4.49% 22 Jan 2029 | 1881000 | 1881924 |
| VERIZON MASTER TRUST | 5% 20 Dec 2028 | 2500000 | 2513198 |
| VERIZON MASTER TRUST | 4.17% 20 Aug 2030 | 1890000 | 1870191 |
| VERIZON MASTER TRUST | 4.62% 20 Nov 2030 | 1309000 | 1308551 |
| VISTRA OPERATIONS CO LLC | 6% 15 Apr 2034 | 867000 | 876771 |
| VISTRA OPERATIONS CO LLC | 5.05% 30 Dec 2026 | 1259000 | 1259982 |
| VISTRA OPERATIONS CO LLC | 5.7% 30 Dec 2034 | 2735000 | 2700703 |
| VOLKSWAGEN AUTO LEASE TRUST | 5.21% 21 Jun 2027 | 790000 | 797900 |
| VOLKSWAGEN GROUP AMERICA | 3.2% 26 Sep 2026 | 2890000 | 2795237 |
| WARNERMEDIA HOLDINGS INC | 5.05% 15 Mar 2042 | 736000 | 590876 |
| WARNERMEDIA HOLDINGS INC | 5.141% 15 Mar 2052 | 923000 | 686795 |
| WASTE MANAGEMENT INC | 4.95% 15 Mar 2035 | 1649000 | 1604461 |
| WASTE MANAGEMENT INC | 5.35% 15 Oct 2054 | 906000 | 868963 |
| WELLS FARGO + COMPANY | 1% 30 Apr 2041 | 1281000 | 929763 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2034 | 1113000 | 1109650 |
| WELLS FARGO + COMPANY | 1% 22 Apr 2028 | 3359000 | 3413852 |
| WELLS FARGO CARD ISSUANCE TRUS | 4.94% 15 Feb 2029 | 1794000 | 1810971 |
| WELLS FARGO CARD ISSUANCE TRUS | 4.29% 15 Oct 2029 | 3694000 | 3670449 |
| WELLS FARGO COMMERCIAL MORTGAG | 3.695% 15 Nov 2048 | 100000 | 99003 |
| WESTERN MIDSTREAM OPERAT | 5.3% 01 Mar 2048 | 2162000 | 1836943 |
| WESTERN MIDSTREAM OPERAT | 6.35% 15 Jan 2029 | 1738000 | 1800116 |
| WESTLAKE AUTOMOBILE RECEIVABLE | 5.21% 18 Jan 2028 | 1009607 | 1010754 |
| WESTLAKE AUTOMOBILE RECEIVABLE | 4.71% 17 Apr 2028 | 1877312 | 1876720 |
| WILLIAMS COMPANIES INC | 3.75% 15 Jun 2027 | 534000 | 520308 |
| WORLD OMNI AUTO RECEIVABLES TR | 5.79% 15 Feb 2029 | 1675000 | 1704231 |
| WORLD OMNI AUTOMOBILE LEASE SE | 5.04% 17 Jul 2028 | 382000 | 383481 |
| WORLD OMNI AUTOMOBILE LEASE SE | 5.25% 17 Sep 2029 | 1112000 | 1124468 |

---

------

---

| | |
|:---|:---|
| **Total:EXHIBIT G - Total Bond Market Fund** | $**1100745961** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT H - Total Bond Market Fund** 

**(Managed by Western Asset Management Company)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value**  | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value**  | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/** <br>**Par Value**  | | |
|  | 0WP302235 IRS BRL P V 00MBRCDI | 1% 02 Jan 2029 | (34500000) |  | $(5584467) |
|  | 0WP302235 IRS BRL R F 10.26176 | 10.261% 02 Jan 2029 | 34500000 |  | 4828115 |
|  | 280 PARK AVENUE MORTGAGE TRUST | 1% 15 Sep 2034 | 270000 |  | 268732 |
|  | 3 MONTH SOFR FUT DEC 25 | XCME 20260317 | 107250000 |  | (190875) |
|  | 321 HENDERSON RECEIVABLES LLC | 3.99% 16 Aug 2060 | 664278 |  | 600036 |
|  | AB BSL CLO | 1% 20 Apr 2036 | 260000 |  | 260728 |
|  | ABBOTT LABORATORIES | 4.75% 30 Nov 2036 | 60000 |  | 57871 |
|  | ABBVIE INC | 4.875% 14 Nov 2048 | 30000 |  | 26904 |
|  | ABBVIE INC | 2.95% 21 Nov 2026 | 1220000 |  | 1185376 |
|  | ABBVIE INC | 3.2% 21 Nov 2029 | 690000 |  | 640320 |
|  | ABBVIE INC | 4.25% 21 Nov 2049 | 420000 |  | 340910 |
|  | AERCAP IRELAND CAP/GLOBA | 2.45% 29 Oct 2026 | 600000 |  | 574476 |
|  | AERCAP IRELAND CAP/GLOBA | 3.3% 30 Jan 2032 | 580000 |  | 506253 |
|  | AGL CLO LTD. | 1% 21 Jul 2037 | 490000 |  | 492303 |
|  | AIMCO | 1% 20 Apr 2034 | 350000 |  | 350490 |
|  | AIR LEASE CORP | 5.3% 01 Feb 2028 | 170000 |  | 171409 |
|  | ALPHABET INC | 1.9% 15 Aug 2040 | 260000 |  | 169455 |
|  | ALTRIA GROUP INC | 5.95% 14 Feb 2049 | 120000 |  | 117218 |
|  | ALTRIA GROUP INC | 2.45% 04 Feb 2032 | 530000 |  | 435692 |
|  | ALTRIA GROUP INC | 3.4% 04 Feb 2041 | 590000 |  | 426269 |
|  | ALTRIA GROUP INC | 6.875% 01 Nov 2033 | 370000 |  | 401021 |
|  | AMAZON.COM INC | 3.875% 22 Aug 2037 | 500000 |  | 441915 |
|  | AMAZON.COM INC | 1.2% 03 Jun 2027 | 530000 |  | 491225 |
|  | AMAZON.COM INC | 2.5% 03 Jun 2050 | 770000 |  | 458088 |
|  | AMAZON.COM INC | 3.3% 13 Apr 2027 | 70000 |  | 68326 |
|  | AMAZON.COM INC | 3.45% 13 Apr 2029 | 140000 |  | 134198 |
|  | AMAZON.COM INC | 3.6% 13 Apr 2032 | 680000 |  | 628830 |
|  | AMERICA MOVIL SAB DE CV | 2.875% 07 May 2030 | 480000 |  | 428045 |
|  | AMERICAN AIRLINES INC | 8.5% 15 May 2029 | 170000 |  | 178318 |
|  | AMERICAN EXPRESS CO | 4.05% 03 May 2029 | 240000 |  | 234012 |
|  | AMERICAN TRANSMISSION SY | 2.65% 15 Jan 2032 | 70000 |  | 59336 |
|  | ANGLO AMERICAN CAPITAL | 4% 11 Sep 2027 | 230000 |  | 223774 |
|  | ANHEUSER BUSCH CO/INBEV | 4.9% 01 Feb 2046 | 47000 |  | 42762 |
|  | ANHEUSER BUSCH INBEV WOR | 5.55% 23 Jan 2049 | 50000 |  | 49421 |
|  | ANHEUSER BUSCH INBEV WOR | 3.5% 01 Jun 2030 | 1000000 |  | 936620 |
|  | AON NORTH AMERICA INC | 5.45% 01 Mar 2034 | 450000 |  | 449685 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| APACHE CORP | 5.1% 01 Sep 2040 | 730000 | 634202 |
| APEX CREDIT CLO LLC | 1% 20 Apr 2035 | 540000 | 540864 |
| APIDOS CLO LTD | 1% 22 Oct 2034 | 800000 | 801520 |
| AT+T INC | 5.55% 15 Aug 2041 | 60000 | 58408 |
| AT+T INC | 2.25% 01 Feb 2032 | 30000 | 24771 |
| AT+T INC | 3.5% 15 Sep 2053 | 170000 | 114645 |
| AT+T INC | 3.55% 15 Sep 2055 | 590000 | 397996 |
| AT+T INC | 2.55% 01 Dec 2033 | 430000 | 346103 |
| AVIS BUDGET RENTAL CAR FUNDING | 1.66% 20 Feb 2028 | 1200000 | 1130169 |
| BALBOA BAY LOAN FUNDING LTD | 1% 20 Oct 2035 | 1130000 | 1132782 |
| BALLYROCK LTD | 1% 20 Feb 2036 | 510000 | 511683 |
| BANCO SANTANDER SA | 2.749% 03 Dec 2030 | 600000 | 507822 |
| BANK | 1% 15 Feb 2055 | 13218996 | 324628 |
| BANK | 2.758% 15 Sep 2062 | 226649 | 206346 |
| BANK | 2.521% 15 Dec 2064 | 1000000 | 840344 |
| BANK | 2.978% 15 Nov 2062 | 570000 | 515007 |
| BANK | 5.745% 15 Aug 2056 | 210000 | 216881 |
| BANK OF AMERICA CORP | 1% 07 Feb 2030 | 240000 | 229939 |
| BANK OF AMERICA CORP | 1% 24 Oct 2026 | 2040000 | 1981636 |
| BANK OF AMERICA CORP | 1% 24 Oct 2051 | 750000 | 459225 |
| BANK OF AMERICA CORP | 1% 20 Oct 2032 | 3450000 | 2902520 |
| BANK OF AMERICA CORP | 1% 04 Feb 2033 | 730000 | 627180 |
| BANK OF AMERICA CORP | 1% 27 Apr 2028 | 510000 | 504324 |
| BANK OF AMERICA CREDIT CARD TR | 4.79% 15 May 2028 | 1060000 | 1065019 |
| BANK OF MONTREAL | 1.85% 01 May 2025 | 390000 | 386283 |
| BANK OF NOVA SCOTIA | 1.3% 11 Jun 2025 | 200000 | 196998 |
| BANK OF NOVA SCOTIA | 1% 04 May 2037 | 170000 | 156403 |
| BARCLAYS PLC | 1% 20 Jun 2030 | 430000 | 418717 |
| BARRICK NA FINANCE LLC | 5.7% 30 May 2041 | 240000 | 235447 |
| BASSWOOD PARK CLO LTD | 1% 20 Apr 2034 | 1615000 | 1618954 |
| BAT CAPITAL CORP | 3.734% 25 Sep 2040 | 760000 | 574058 |
| BATTERY PARK CLO LTD. | 1% 15 Jul 2036 | 290000 | 290928 |
| BENCHMARK MORTGAGE TRUST | 2.263% 15 Mar 2054 | 691000 | 589657 |
| BENCHMARK MORTGAGE TRUST | 2.387% 15 Sep 2054 | 570000 | 479611 |
| BENCHMARK MORTGAGE TRUST | 2.669% 15 Dec 2054 | 990000 | 841526 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Jul 2056 | 260000 | 269593 |
| BERKSHIRE HATHAWAY FIN | 4.25% 15 Jan 2049 | 240000 | 199942 |
| BHP BILLITON FIN USA LTD | 5% 30 Sep 2043 | 110000 | 102964 |
| BIRCH GROVE CLO LTD. | 1% 15 Jul 2037 | 310000 | 311767 |
| BIRCH GROVE CLO LTD. | 1% 20 Oct 2036 | 390000 | 393023 |
| BIRCH GROVE CLO LTD. | 1% 20 Apr 2037 | 480000 | 483536 |
| BIRCH GROVE CLO LTD. | 1% 22 Jan 2038 | 1140000 | 1142290 |
| BLUE RACER MID LLC/FINAN | 7.25% 15 Jul 2032 | 100000 | 102734 |
| BLUEMOUNTAIN CLO LTD | 1% 22 Oct 2030 | 262529 | 262477 |
| BNP PARIBAS | 1% 05 Dec 2034 | 340000 | 347820 |
| BNP PARIBAS | 1% 09 Jun 2026 | 1710000 | 1687838 |
| BNP PARIBAS | 1% 19 Apr 2032 | 290000 | 246184 |
| BNP PARIBAS | 1% 13 Jan 2029 | 440000 | 439168 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BOEING CO | 3.1% 01 May 2026 | 940000 | 916359 |
| BP CAP MARKETS AMERICA | 3% 24 Feb 2050 | 710000 | 451908 |
| BP CAP MARKETS AMERICA | 3.633% 06 Apr 2030 | 530000 | 499064 |
| BPR TRUST | 1% 15 Sep 2038 | 335000 | 332543 |
| BPR TRUST | 1% 15 Apr 2037 | 640000 | 642409 |
| BRAVO RESIDENTIAL FUNDING TRUS | 1% 25 Jan 2063 | 886997 | 886000 |
| BRAVO RESIDENTIAL FUNDING TRUS | 1% 01 Dec 2063 | 649852 | 654224 |
| BRISTOL MYERS SQUIBB CO | 3.4% 26 Jul 2029 | 257000 | 242130 |
| BRISTOL MYERS SQUIBB CO | 4.25% 26 Oct 2049 | 240000 | 193601 |
| BRISTOL MYERS SQUIBB CO | 5.55% 22 Feb 2054 | 70000 | 67993 |
| BRISTOL MYERS SQUIBB CO | 5.65% 22 Feb 2064 | 50000 | 48116 |
| BROADCOM INC | 3.137% 15 Nov 2035 | 600000 | 489906 |
| BUILDERS FIRSTSOURCE INC | 4.25% 01 Feb 2032 | 10000 | 8834 |
| BX TRUST | 1% 15 May 2038 | 172211 | 172012 |
| BX TRUST | 1% 15 Feb 2036 | 442853 | 442762 |
| BX TRUST | 1% 15 Oct 2026 | 374116 | 372232 |
| BX TRUST | 5.76% 13 Oct 2027 | 700000 | 701670 |
| BX TRUST | 1% 15 Mar 2041 | 289484 | 290741 |
| BX TRUST | 1% 15 Jan 2039 | 985000 | 985000 |
| BX TRUST | 1% 09 Dec 2040 | 305712 | 307117 |
| CAESARS ENTERTAIN INC | 7% 15 Feb 2030 | 60000 | 61099 |
| CAESARS ENTERTAIN INC | 6.5% 15 Feb 2032 | 50000 | 50243 |
| CAMERON LNG LLC | 3.302% 15 Jan 2035 | 470000 | 386434 |
| CANADIAN PACIFIC RAILWAY | 3.1% 02 Dec 2051 | 240000 | 156202 |
| CARVAL CLO LTD | 1% 20 Oct 2037 | 750000 | 753635 |
| CAYUGA PARK CLO, LTD. | 1% 17 Jul 2034 | 370000 | 370629 |
| CCO HLDGS LLC/CAP CORP | 4.5% 01 Jun 2033 | 880000 | 739684 |
| CCO HLDGS LLC/CAP CORP | 4.5% 01 May 2032 | 10000 | 8611 |
| CCO HLDGS LLC/CAP CORP | 4.75% 01 Feb 2032 | 120000 | 105246 |
| CD COMMERCIAL MORTGAGE TRUST | 3.631% 10 Feb 2050 | 210000 | 198263 |
| CD COMMERCIAL MORTGAGE TRUST | 3.171% 15 Aug 2050 | 930000 | 889768 |
| CENTENE CORP | 4.25% 15 Dec 2027 | 110000 | 106670 |
| CENTENE CORP | 4.625% 15 Dec 2029 | 200000 | 189072 |
| CENTENE CORP | 3% 15 Oct 2030 | 20000 | 17255 |
| CENTENE CORP | 2.625% 01 Aug 2031 | 20000 | 16447 |
| CHARLES SCHWAB CORP | 5.875% 24 Aug 2026 | 500000 | 508755 |
| CHARLES SCHWAB CORP | 1% 24 Aug 2034 | 100000 | 104765 |
| CHARTER COMM OPT LLC/CAP | 4.908% 23 Jul 2025 | 95000 | 94870 |
| CHARTER COMM OPT LLC/CAP | 4.2% 15 Mar 2028 | 510000 | 493247 |
| CHARTER COMM OPT LLC/CAP | 5.375% 01 May 2047 | 30000 | 24522 |
| CHARTER COMM OPT LLC/CAP | 5.375% 01 Apr 2038 | 300000 | 268161 |
| CHARTER COMM OPT LLC/CAP | 5.125% 01 Jul 2049 | 80000 | 63005 |
| CHARTER COMM OPT LLC/CAP | 4.8% 01 Mar 2050 | 700000 | 526750 |
| CHARTER COMM OPT LLC/CAP | 3.5% 01 Mar 2042 | 60000 | 40822 |
| CHARTER COMM OPT LLC/CAP | 4.4% 01 Apr 2033 | 110000 | 98141 |
| CHARTER COMM OPT LLC/CAP | 5.5% 01 Apr 2063 | 130000 | 103373 |
| CHARTER COMM OPT LLC/CAP | 6.55% 01 Jun 2034 | 100000 | 102196 |
| CHENIERE ENERGY PARTNERS | 3.25% 31 Jan 2032 | 360000 | 312340 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CHEVRON USA INC | 2.343% 12 Aug 2050 | 420000 | 236473 |
| CIFC FUNDING LTD | 1% 17 Jan 2035 | 900000 | 899640 |
| CIFC FUNDING LTD | 1% 18 Jan 2038 | 350000 | 350050 |
| CIGNA GROUP/THE | 4.375% 15 Oct 2028 | 40000 | 39175 |
| CIGNA GROUP/THE | 4.8% 15 Aug 2038 | 300000 | 272181 |
| CIGNA GROUP/THE | 3.4% 15 Mar 2050 | 300000 | 197091 |
| CINTAS CORPORATION NO. 2 | 4% 01 May 2032 | 190000 | 177760 |
| CITIGROUP INC | 4.4% 10 Jun 2025 | 230000 | 229282 |
| CITIGROUP INC | 4.65% 30 Jul 2045 | 190000 | 165448 |
| CITIGROUP INC | 4.45% 29 Sep 2027 | 780000 | 769080 |
| CITIGROUP INC | 1% 27 Oct 2028 | 470000 | 451886 |
| CITIGROUP INC | 1% 09 Jun 2027 | 1010000 | 961631 |
| CITIGROUP INC | 1% 03 Nov 2032 | 2230000 | 1856185 |
| CITIGROUP INC | 1% 03 Nov 2042 | 250000 | 174635 |
| CITIGROUP INC | 1% 17 Mar 2033 | 820000 | 736516 |
| COLT FUNDING LLC | 1% 25 Feb 2067 | 706451 | 669669 |
| COLT FUNDING LLC | 1% 25 Feb 2067 | 663049 | 607343 |
| COLUMBIA PIPELINES OPCO | 6.036% 15 Nov 2033 | 470000 | 482479 |
| COLUMBIA PIPELINES OPCO | 6.544% 15 Nov 2053 | 70000 | 73388 |
| COMCAST CORP | 4% 15 Aug 2047 | 40000 | 30505 |
| COMCAST CORP | 3.969% 01 Nov 2047 | 290000 | 219791 |
| COMCAST CORP | 3.999% 01 Nov 2049 | 30000 | 22631 |
| COMCAST CORP | 4.049% 01 Nov 2052 | 800000 | 600384 |
| COMCAST CORP | 4.95% 15 Oct 2058 | 20000 | 17310 |
| COMCAST CORP | 4.25% 15 Oct 2030 | 1370000 | 1320694 |
| COMCAST CORP | 3.45% 01 Feb 2050 | 70000 | 47822 |
| COMCAST CORP | 3.75% 01 Apr 2040 | 370000 | 297698 |
| COMCAST CORP | 2.8% 15 Jan 2051 | 590000 | 350566 |
| COMCAST CORP | 2.887% 01 Nov 2051 | 80000 | 48213 |
| COMMSCOPE LLC | 4.75% 01 Sep 2029 | 40000 | 35767 |
| CONSTELLATION BRANDS INC | 2.25% 01 Aug 2031 | 30000 | 24929 |
| CONSTELLATION BRANDS INC | 4.35% 09 May 2027 | 150000 | 148400 |
| CONTINENTAL RESOURCES | 4.375% 15 Jan 2028 | 180000 | 174827 |
| CONTINENTAL RESOURCES | 5.75% 15 Jan 2031 | 520000 | 513989 |
| CONTINENTAL RESOURCES | 2.268% 15 Nov 2026 | 120000 | 113695 |
| COOPERATIEVE RABOBANK UA | 4.375% 04 Aug 2025 | 1130000 | 1124350 |
| COOPERATIEVE RABOBANK UA | 1% 06 Apr 2028 | 450000 | 436460 |
| COOPERATIEVE RABOBANK UA | 1% 06 Apr 2033 | 290000 | 260368 |
| COSTCO WHOLESALE CORP | 1.6% 20 Apr 2030 | 510000 | 436305 |
| COTERRA ENERGY INC | 3.9% 15 May 2027 | 180000 | 175898 |
| COTERRA ENERGY INC | 4.375% 15 Mar 2029 | 470000 | 454828 |
| CREDIT AGRICOLE LONDON | 1% 16 Jun 2026 | 250000 | 246383 |
| CREDIT SUISSE MORTGAGE TRUST | 1% 25 Jul 2049 | 398439 | 381118 |
| CREDIT SUISSE MORTGAGE TRUST | 1% 25 Nov 2066 | 784734 | 696175 |
| CREDIT SUISSE MORTGAGE TRUST | 1% 25 Oct 2066 | 747293 | 666315 |
| CREDIT SUISSE NEW YORK | 7.95% 09 Jan 2025 | 520000 | 520307 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CROSS MORTGAGE TRUST | 1% 25 Nov 2068 | 595980 | 606831 |
| CSC HOLDINGS LLC | 4.125% 01 Dec 2030 | 210000 | 151183 |
| CSC HOLDINGS LLC | 3.375% 15 Feb 2031 | 230000 | 162159 |
| CSC HOLDINGS LLC | 4.5% 15 Nov 2031 | 400000 | 288848 |
| CURRENCY CONTRACT | AUD/USD | 0 | (26838) |
| CURRENCY CONTRACT | AUD/USD | 0 | (86159) |
| CURRENCY CONTRACT | AUD/USD | 0 | (69559) |
| CURRENCY CONTRACT | BRL/USD | 0 | 14343 |
| CURRENCY CONTRACT | BRL/USD | 0 | (2320) |
| CURRENCY CONTRACT | BRL/USD | 0 | 2320 |
| CURRENCY CONTRACT | BRL/USD | 0 | (57123) |
| CURRENCY CONTRACT | BRL/USD | 0 | (14906) |
| CURRENCY CONTRACT | CAD/USD | 0 | (20928) |
| CURRENCY CONTRACT | CAD/USD | 0 | 10414 |
| CURRENCY CONTRACT | CAD/USD | 0 | (20662) |
| CURRENCY CONTRACT | CNH/USD | 0 | 101731 |
| CURRENCY CONTRACT | GBP/USD | 0 | 19315 |
| CURRENCY CONTRACT | INR/USD | 0 | (5997) |
| CURRENCY CONTRACT | JPY/USD | 0 | 5503 |
| CURRENCY CONTRACT | JPY/USD | 0 | 540 |
| CURRENCY CONTRACT | JPY/USD | 0 | (74004) |
| CURRENCY CONTRACT | JPY/USD | 0 | (51107) |
| CURRENCY CONTRACT | JPY/USD | 0 | (2063) |
| CURRENCY CONTRACT | MXN/USD | 0 | (44587) |
| CURRENCY CONTRACT | MXN/USD | 0 | 2200 |
| CURRENCY CONTRACT | MXN/USD | 0 | 4529 |
| CURRENCY CONTRACT | MXN/USD | 0 | 928 |
| CURRENCY CONTRACT | MXN/USD | 0 | 593 |
| CURRENCY CONTRACT | MXN/USD | 0 | 921 |
| CURRENCY CONTRACT | MXN/USD | 0 | 4972 |
| CURRENCY CONTRACT | MXN/USD | 0 | 3525 |
| CURRENCY CONTRACT | MXN/USD | 0 | 627 |
| CURRENCY CONTRACT | MXN/USD | 0 | 3897 |
| CURRENCY CONTRACT | MXN/USD | 0 | 5365 |
| CURRENCY CONTRACT | MXN/USD | 0 | 8723 |
| CURRENCY CONTRACT | MXN/USD | 0 | 4155 |
| CURRENCY CONTRACT | MXN/USD | 0 | 4128 |
| CURRENCY CONTRACT | MXN/USD | 0 | 16587 |
| CURRENCY CONTRACT | NOK/USD | 0 | (23895) |
| CURRENCY CONTRACT | NOK/USD | 0 | (15599) |
| CURRENCY CONTRACT | NOK/USD | 0 | 2433 |
| CURRENCY CONTRACT | NOK/USD | 0 | 3546 |
| CURRENCY CONTRACT | NOK/USD | 0 | 7429 |
| CURRENCY CONTRACT | NOK/USD | 0 | 10546 |
| CVS HEALTH CORP | 4.78% 25 Mar 2038 | 100000 | 86486 |
| CVS HEALTH CORP | 4.125% 01 Apr 2040 | 251000 | 196520 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CVS HEALTH CORP | 1.875% 28 Feb 2031 | 50000 | 40316 |
| CVS HEALTH CORP | 2.125% 15 Sep 2031 | 120000 | 96064 |
| DANSKE BANK A/S | 1% 22 Sep 2026 | 200000 | 201634 |
| DEEPHAVEN RESIDENTIAL MORTGAGE | 1% 25 Jan 2067 | 848294 | 755219 |
| DEERE + COMPANY | 3.75% 15 Apr 2050 | 110000 | 84543 |
| DELTA AIR LINES INC | 7.375% 15 Jan 2026 | 710000 | 725712 |
| DELTA AIR LINES/SKYMILES | 4.75% 20 Oct 2028 | 290000 | 285920 |
| DEUTSCHE BANK COMMERCIAL MORTG | 2.632% 10 Aug 2049 | 163157 | 158792 |
| DEVON ENERGY CORPORATION | 5.6% 15 Jul 2041 | 530000 | 490171 |
| DEVON ENERGY CORPORATION | 5% 15 Jun 2045 | 360000 | 301133 |
| DEVON ENERGY CORPORATION | 5.85% 15 Dec 2025 | 410000 | 413014 |
| DEVON ENERGY CORPORATION | 4.5% 15 Jan 2030 | 100000 | 96916 |
| DIAMONDBACK ENERGY INC | 3.5% 01 Dec 2029 | 100000 | 93016 |
| DIAMONDBACK ENERGY INC | 3.125% 24 Mar 2031 | 240000 | 212304 |
| DISH DBS CORP | 5.25% 01 Dec 2026 | 540000 | 491000 |
| DISH DBS CORP | 5.75% 01 Dec 2028 | 10000 | 8545 |
| DTP COMMERCIAL MORTGAGE TRUST | 1% 15 Jan 2041 | 430000 | 437319 |
| DUKE ENERGY OHIO INC | 2.125% 01 Jun 2030 | 300000 | 259440 |
| EATON CORP | 4.15% 02 Nov 2042 | 120000 | 100962 |
| ECOPETROL SA | 4.625% 02 Nov 2031 | 760000 | 627714 |
| ELEVANCE HEALTH INC | 3.65% 01 Dec 2027 | 300000 | 291792 |
| ELEVANCE HEALTH INC | 4.1% 15 May 2032 | 250000 | 230893 |
| ELEVANCE HEALTH INC | 4.55% 15 May 2052 | 110000 | 88470 |
| ELI LILLY + CO | 4.7% 09 Feb 2034 | 350000 | 339217 |
| ELI LILLY + CO | 5% 09 Feb 2054 | 30000 | 27585 |
| ELI LILLY + CO | 5.1% 09 Feb 2064 | 280000 | 256158 |
| ELI LILLY + CO | 4.6% 14 Aug 2034 | 150000 | 144059 |
| ELMWOOD CLO 29 LTD | 1% 20 Apr 2037 | 320000 | 322223 |
| ELMWOOD CLO I LTD. | 1% 20 Apr 2037 | 580000 | 583867 |
| EMPOWER CLO LTD. | 1% 25 Apr 2037 | 500000 | 504410 |
| ENERGY TRANSFER LP | 5.55% 15 May 2034 | 180000 | 178484 |
| ENERGY TRANSFER LP | 5.5% 01 Jun 2027 | 100000 | 101307 |
| ENERGY TRANSFER LP | 3.75% 15 May 2030 | 940000 | 876155 |
| ENERGY TRANSFER LP | 6.25% 15 Apr 2049 | 490000 | 491019 |
| ENERGY TRANSFER LP | 5.4% 01 Oct 2047 | 70000 | 62776 |
| ENTERPRISE PRODUCTS OPER | 6.65% 15 Oct 2034 | 110000 | 119768 |
| ENTERPRISE PRODUCTS OPER | 5.1% 15 Feb 2045 | 390000 | 358765 |
| ENTERPRISE PRODUCTS OPER | 1% 15 Feb 2078 | 70000 | 66871 |
| ENTERPRISE PRODUCTS OPER | 2.8% 31 Jan 2030 | 670000 | 605345 |
| ENTERPRISE PRODUCTS OPER | 3.7% 31 Jan 2051 | 120000 | 86164 |
| ENTERPRISE PRODUCTS OPER | 3.95% 31 Jan 2060 | 120000 | 86465 |
| ENTERPRISE PRODUCTS OPER | 4.85% 31 Jan 2034 | 420000 | 406140 |
| EOG RESOURCES INC | 4.95% 15 Apr 2050 | 310000 | 275674 |
| EOG RESOURCES INC | 4.375% 15 Apr 2030 | 130000 | 126454 |
| EQT CORP | 3.625% 15 May 2031 | 1070000 | 952247 |
| EURO CURRENCY | FOREIGN CURRENCY | 77630 | 80386 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| EXELON CORP | 5.625% 15 Jun 2035 | 240000 | 240754 |
| EXPAND ENERGY CORP | 5.375% 15 Mar 2030 | 110000 | 107591 |
| EXPAND ENERGY CORP | 4.75% 01 Feb 2032 | 20000 | 18606 |
| EXXON MOBIL CORPORATION | 3.482% 19 Mar 2030 | 810000 | 762356 |
| EXXON MOBIL CORPORATION | 3.452% 15 Apr 2051 | 270000 | 189683 |
| FANNIE MAE | 3% 25 Nov 2042 | 235055 | 209499 |
| FANNIE MAE | 2.5% 25 Aug 2050 | 1542354 | 242900 |
| FANNIE MAE | 2% 25 Apr 2050 | 439822 | 372451 |
| FANNIE MAE | 2% 25 Jan 2046 | 132478 | 114212 |
| FANNIE MAE | 2.5% 25 Jun 2051 | 692097 | 106462 |
| FANNIE MAE | 2.5% 25 Oct 2048 | 281190 | 36910 |
| FANNIE MAE | 3% 25 Aug 2050 | 631737 | 104080 |
| FANNIE MAE | 2.5% 25 Jan 2052 | 1572351 | 235096 |
| FANNIE MAE | 1.5% 25 Jun 2042 | 1039485 | 721230 |
| FANNIE MAE | 2.5% 25 Oct 2051 | 610244 | 101267 |
| FANNIE MAE | 2.5% 25 May 2050 | 704877 | 99310 |
| FANNIE MAE | 2% 25 Oct 2050 | 880327 | 109809 |
| FANNIE MAE | 3% 25 Oct 2051 | 1030819 | 185843 |
| FANNIE MAE CAS | 1% 25 Jul 2025 | 669712 | 684388 |
| FANNIE MAE CAS | 1% 25 Oct 2028 | 187724 | 195519 |
| FANNIEMAE ACES | 1% 25 Sep 2032 | 100000 | 92936 |
| FANNIEMAE STRIP | 2% 25 Mar 2050 | 773033 | 95811 |
| FANNIEMAE STRIP | 2% 25 Oct 2052 | 1795541 | 222149 |
| FANNIEMAE STRIP | 4.5% 25 Oct 2053 | 468885 | 109547 |
| FANNIEMAE STRIP | 2% 25 Oct 2052 | 1568695 | 198347 |
| FED HM LN PC POOL 841075 | 1% 01 Jan 2049 | 806796 | 774546 |
| FED HM LN PC POOL 841703 | 1% 01 Dec 2050 | 176975 | 162232 |
| FED HM LN PC POOL G08753 | 4.5% 01 Feb 2047 | 129935 | 124789 |
| FED HM LN PC POOL QB4985 | 2% 01 Nov 2050 | 132540 | 104673 |
| FED HM LN PC POOL QC5830 | 2.5% 01 Aug 2051 | 763967 | 633032 |
| FED HM LN PC POOL QC7411 | 2.5% 01 Sep 2051 | 79994 | 66160 |
| FED HM LN PC POOL QC9154 | 3% 01 Oct 2051 | 81174 | 69953 |
| FED HM LN PC POOL QD2419 | 3% 01 Dec 2051 | 1863881 | 1612002 |
| FED HM LN PC POOL QD5620 | 2% 01 Feb 2052 | 324935 | 255622 |
| FED HM LN PC POOL QD5628 | 2% 01 Feb 2052 | 340063 | 267117 |
| FED HM LN PC POOL QD5827 | 2% 01 Feb 2052 | 84764 | 66799 |
| FED HM LN PC POOL QD5961 | 2% 01 Feb 2052 | 321512 | 252006 |
| FED HM LN PC POOL QD6079 | 2.5% 01 Feb 2052 | 410204 | 339392 |
| FED HM LN PC POOL QD7365 | 2% 01 Feb 2052 | 84134 | 66262 |
| FED HM LN PC POOL QD8675 | 2.5% 01 Mar 2052 | 80695 | 66634 |
| FED HM LN PC POOL QE0399 | 3% 01 Apr 2052 | 245575 | 210318 |
| FED HM LN PC POOL QE1492 | 3.5% 01 May 2052 | 229427 | 205536 |
| FED HM LN PC POOL QF0921 | 5% 01 Sep 2052 | 79245 | 76902 |
| FED HM LN PC POOL QF3730 | 5% 01 Nov 2052 | 81557 | 79091 |
| FED HM LN PC POOL QG2834 | 5% 01 Apr 2053 | 77427 | 74941 |
| FED HM LN PC POOL QK1354 | 2% 01 Feb 2042 | 159707 | 132876 |
| FED HM LN PC POOL QK1512 | 3% 01 May 2042 | 222076 | 196443 |
| FED HM LN PC POOL QK1518 | 3% 01 May 2042 | 387641 | 342897 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL RA3913 | 2.5% 01 Nov 2050 | 771683 | 642057 |
| FED HM LN PC POOL RA4142 | 2.5% 01 Dec 2050 | 3684016 | 3064040 |
| FED HM LN PC POOL RA4537 | 1.5% 01 Feb 2051 | 151898 | 113128 |
| FED HM LN PC POOL RA6531 | 3.5% 01 Jan 2052 | 490990 | 437331 |
| FED HM LN PC POOL RA6562 | 2.5% 01 Jan 2052 | 75484 | 62667 |
| FED HM LN PC POOL RA6766 | 2.5% 01 Feb 2052 | 635692 | 523857 |
| FED HM LN PC POOL RA6954 | 3% 01 Mar 2052 | 166263 | 142431 |
| FED HM LN PC POOL RA7185 | 4% 01 Apr 2052 | 558832 | 515115 |
| FED HM LN PC POOL RA7186 | 4% 01 Apr 2052 | 947652 | 874410 |
| FED HM LN PC POOL RA8790 | 5% 01 Apr 2053 | 267529 | 259039 |
| FED HM LN PC POOL RA8904 | 6.5% 01 Apr 2053 | 149588 | 153996 |
| FED HM LN PC POOL RA9079 | 6.5% 01 May 2053 | 83906 | 86931 |
| FED HM LN PC POOL RA9080 | 6.5% 01 May 2053 | 76987 | 79487 |
| FED HM LN PC POOL RA9081 | 6.5% 01 May 2053 | 162590 | 167927 |
| FED HM LN PC POOL RA9437 | 5.5% 01 Jul 2053 | 89070 | 88444 |
| FED HM LN PC POOL RB0714 | 2% 01 Dec 2041 | 862225 | 720216 |
| FED HM LN PC POOL RB5071 | 2% 01 Sep 2040 | 55558 | 46686 |
| FED HM LN PC POOL RB5084 | 1.5% 01 Nov 2040 | 672284 | 540030 |
| FED HM LN PC POOL RB5105 | 2% 01 Mar 2041 | 345125 | 288553 |
| FED HM LN PC POOL RB5110 | 1.5% 01 May 2041 | 899358 | 722665 |
| FED HM LN PC POOL RB5117 | 1.5% 01 Jul 2041 | 687173 | 552167 |
| FED HM LN PC POOL RB5121 | 2% 01 Aug 2041 | 150147 | 125256 |
| FED HM LN PC POOL RB5131 | 2% 01 Oct 2041 | 152735 | 127302 |
| FED HM LN PC POOL RB5138 | 2% 01 Dec 2041 | 77874 | 64848 |
| FED HM LN PC POOL RB5141 | 2% 01 Jan 2042 | 79309 | 66015 |
| FED HM LN PC POOL RB5145 | 2% 01 Feb 2042 | 1124544 | 935615 |
| FED HM LN PC POOL RB5149 | 2.5% 01 Mar 2042 | 79872 | 68483 |
| FED HM LN PC POOL RB5153 | 2% 01 Apr 2042 | 82175 | 67877 |
| FED HM LN PC POOL RB5154 | 2.5% 01 Apr 2042 | 81686 | 70013 |
| FED HM LN PC POOL RB5166 | 3% 01 Jul 2042 | 83801 | 74128 |
| FED HM LN PC POOL RJ0954 | 6.5% 01 Feb 2054 | 255859 | 263473 |
| FED HM LN PC POOL RJ1350 | 6% 01 Apr 2054 | 95880 | 96981 |
| FED HM LN PC POOL RJ1358 | 6.5% 01 Apr 2054 | 94502 | 97227 |
| FED HM LN PC POOL SC0093 | 2% 01 Oct 2040 | 385338 | 324960 |
| FED HM LN PC POOL SC0160 | 2% 01 Jul 2041 | 431662 | 362081 |
| FED HM LN PC POOL SC0188 | 2% 01 Sep 2041 | 146179 | 122508 |
| FED HM LN PC POOL SC0206 | 2% 01 Nov 2041 | 221626 | 185490 |
| FED HM LN PC POOL SC0269 | 2% 01 Jan 2042 | 159121 | 132920 |
| FED HM LN PC POOL SC0313 | 2% 01 Jan 2042 | 510938 | 425098 |
| FED HM LN PC POOL SC0340 | 3% 01 Sep 2042 | 169152 | 149627 |
| FED HM LN PC POOL SC0384 | 2% 01 Apr 2042 | 436573 | 364686 |
| FED HM LN PC POOL SD0502 | 3% 01 Aug 2050 | 277122 | 239576 |
| FED HM LN PC POOL SD0615 | 4.5% 01 Jan 2051 | 112625 | 107636 |
| FED HM LN PC POOL SD0618 | 3% 01 Feb 2051 | 149808 | 129105 |
| FED HM LN PC POOL SD0745 | 2% 01 Nov 2051 | 78285 | 61877 |
| FED HM LN PC POOL SD0952 | 3% 01 Apr 2052 | 165083 | 142154 |
| FED HM LN PC POOL SD0958 | 3.5% 01 Apr 2052 | 468131 | 418616 |
| FED HM LN PC POOL SD1143 | 4.5% 01 Sep 2050 | 346606 | 330915 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL SD1218 | 4% 01 Jul 2049 | 936108 | 868607 |
| FED HM LN PC POOL SD1807 | 4.5% 01 Jul 2052 | 252194 | 239083 |
| FED HM LN PC POOL SD2138 | 5.5% 01 Jan 2053 | 89267 | 88989 |
| FED HM LN PC POOL SD2245 | 5.5% 01 Dec 2052 | 86686 | 86196 |
| FED HM LN PC POOL SD2251 | 4.5% 01 Nov 2052 | 81693 | 77059 |
| FED HM LN PC POOL SD2284 | 6% 01 Dec 2052 | 244807 | 247644 |
| FED HM LN PC POOL SD2394 | 4.5% 01 Nov 2052 | 175152 | 165582 |
| FED HM LN PC POOL SD2395 | 5% 01 Jan 2053 | 169802 | 164717 |
| FED HM LN PC POOL SD2443 | 4.5% 01 Oct 2052 | 174664 | 164610 |
| FED HM LN PC POOL SD2452 | 6.5% 01 Feb 2053 | 155654 | 160271 |
| FED HM LN PC POOL SD2549 | 4% 01 Jul 2052 | 75143 | 69729 |
| FED HM LN PC POOL SD2591 | 5% 01 Mar 2053 | 256495 | 249101 |
| FED HM LN PC POOL SD2723 | 5.5% 01 Mar 2053 | 181123 | 179656 |
| FED HM LN PC POOL SD2762 | 5.5% 01 May 2053 | 259356 | 257544 |
| FED HM LN PC POOL SD2792 | 4.5% 01 Mar 2047 | 80871 | 78304 |
| FED HM LN PC POOL SD2866 | 4% 01 Jul 2049 | 84787 | 78746 |
| FED HM LN PC POOL SD2892 | 5.5% 01 May 2053 | 165601 | 164445 |
| FED HM LN PC POOL SD2919 | 5.5% 01 Apr 2053 | 259865 | 257955 |
| FED HM LN PC POOL SD2961 | 5% 01 Nov 2052 | 81681 | 79052 |
| FED HM LN PC POOL SD2981 | 6.5% 01 May 2053 | 387514 | 398321 |
| FED HM LN PC POOL SD2991 | 2.5% 01 Sep 2051 | 259687 | 215745 |
| FED HM LN PC POOL SD3171 | 5.5% 01 Jun 2053 | 271103 | 269286 |
| FED HM LN PC POOL SD3382 | 5% 01 Jun 2053 | 92907 | 89924 |
| FED HM LN PC POOL SD3400 | 4.5% 01 Oct 2052 | 269493 | 253932 |
| FED HM LN PC POOL SD3432 | 6% 01 Jul 2053 | 85793 | 87071 |
| FED HM LN PC POOL SD3642 | 6% 01 Sep 2053 | 173502 | 176580 |
| FED HM LN PC POOL SD3722 | 5% 01 May 2053 | 336257 | 326503 |
| FED HM LN PC POOL SD4030 | 6.5% 01 Oct 2053 | 527192 | 543840 |
| FED HM LN PC POOL SD4365 | 5.5% 01 Sep 2053 | 93986 | 93265 |
| FED HM LN PC POOL SD5094 | 5.5% 01 Aug 2053 | 91824 | 91271 |
| FED HM LN PC POOL SD5143 | 6% 01 Apr 2054 | 369153 | 373319 |
| FED HM LN PC POOL SD5299 | 6% 01 Apr 2054 | 91566 | 92587 |
| FED HM LN PC POOL SD5691 | 6% 01 Jun 2054 | 298293 | 301432 |
| FED HM LN PC POOL SD5709 | 6% 01 Jul 2054 | 191134 | 192894 |
| FED HM LN PC POOL SD5876 | 6% 01 May 2054 | 292550 | 295355 |
| FED HM LN PC POOL SD7509 | 3% 01 Nov 2049 | 247341 | 214595 |
| FED HM LN PC POOL SD7525 | 2.5% 01 Oct 2050 | 310940 | 258902 |
| FED HM LN PC POOL SD7534 | 2.5% 01 Feb 2051 | 327429 | 273058 |
| FED HM LN PC POOL SD7548 | 2.5% 01 Nov 2051 | 1934809 | 1604405 |
| FED HM LN PC POOL SD7555 | 3% 01 Aug 2052 | 244555 | 210900 |
| FED HM LN PC POOL SD7560 | 4% 01 Feb 2053 | 424617 | 393313 |
| FED HM LN PC POOL SD8079 | 2% 01 Jul 2050 | 327446 | 257230 |
| FED HM LN PC POOL SD8080 | 2% 01 Jun 2050 | 277563 | 218130 |
| FED HM LN PC POOL SD8209 | 1.5% 01 Mar 2052 | 356365 | 263697 |
| FED HM LN PC POOL SI2056 | 3.5% 01 Dec 2050 | 514814 | 464447 |
| FED HM LN PC POOL SI2103 | 2% 01 Aug 2050 | 191235 | 151147 |
| FED HM LN PC POOL ZM2669 | 4.5% 01 Feb 2047 | 893416 | 856872 |
| FED HM LN PC POOL ZM5659 | 3.5% 01 Feb 2048 | 199064 | 178978 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Dec 2030 | 12715158 | 453327 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Jan 2030 | 3365940 | 154217 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Jun 2031 | 6375599 | 335968 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Oct 2031 | 4690613 | 133103 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Nov 2032 | 15385895 | 204369 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Dec 2032 | 2999433 | 94933 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Aug 2033 | 4998442 | 93828 |
| FIRST QUANTUM MINERALS L | 6.875% 15 Oct 2027 | 450000 | 447188 |
| FNMA POOL AR7399 | 3% 01 Jun 2043 | 63873 | 56566 |
| FNMA POOL AS0038 | 3% 01 Jul 2043 | 142624 | 126309 |
| FNMA POOL AU6735 | 3% 01 Oct 2043 | 131391 | 116361 |
| FNMA POOL BF0531 | 2.5% 01 May 2055 | 985220 | 814985 |
| FNMA POOL BF0561 | 3% 01 Sep 2061 | 411604 | 341796 |
| FNMA POOL BF0646 | 2.5% 01 Jun 2062 | 2763359 | 2224740 |
| FNMA POOL BM3929 | 1% 01 Jul 2032 | 361790 | 348185 |
| FNMA POOL BM6912 | 1% 01 Jan 2052 | 86508 | 69049 |
| FNMA POOL BN1628 | 4.5% 01 Nov 2048 | 192923 | 184189 |
| FNMA POOL BR1001 | 2.5% 01 May 2051 | 72120 | 59908 |
| FNMA POOL BR4052 | 2% 01 Feb 2051 | 140969 | 111148 |
| FNMA POOL BR5566 | 2% 01 Mar 2051 | 293423 | 231260 |
| FNMA POOL BS5676 | 3.87% 01 May 2037 | 100000 | 89305 |
| FNMA POOL BS9106 | 5.35% 01 Jul 2033 | 100000 | 100163 |
| FNMA POOL BU1118 | 2.5% 01 Oct 2051 | 1483384 | 1222982 |
| FNMA POOL BU1421 | 3% 01 Jan 2052 | 241938 | 208197 |
| FNMA POOL BV3089 | 2.5% 01 Feb 2052 | 152258 | 125639 |
| FNMA POOL BV3167 | 3.5% 01 May 2052 | 253008 | 226662 |
| FNMA POOL BV4142 | 3% 01 Mar 2052 | 72096 | 62258 |
| FNMA POOL BV4195 | 3% 01 Mar 2052 | 839285 | 721643 |
| FNMA POOL BV5405 | 4% 01 Apr 2052 | 74767 | 69126 |
| FNMA POOL BV8546 | 3.5% 01 May 2052 | 152505 | 136550 |
| FNMA POOL BW9916 | 5% 01 Oct 2052 | 161447 | 156244 |
| FNMA POOL BX0553 | 5.5% 01 Oct 2052 | 83610 | 82939 |
| FNMA POOL BX6719 | 5.5% 01 Feb 2053 | 84463 | 83913 |
| FNMA POOL BZ0874 | 4.76% 01 Jun 2029 | 700000 | 699926 |
| FNMA POOL CA6315 | 3% 01 Jul 2050 | 124143 | 106975 |
| FNMA POOL CA7257 | 2.5% 01 Oct 2050 | 134216 | 111463 |
| FNMA POOL CA7422 | 2% 01 Oct 2040 | 258604 | 217203 |
| FNMA POOL CA7531 | 3% 01 Oct 2050 | 134137 | 116227 |
| FNMA POOL CB1273 | 2% 01 Aug 2051 | 80406 | 63401 |
| FNMA POOL CB1878 | 3% 01 Oct 2051 | 662995 | 567490 |
| FNMA POOL CB2115 | 2.5% 01 Nov 2041 | 76372 | 65906 |
| FNMA POOL CB2664 | 3% 01 Jan 2052 | 793414 | 680247 |
| FNMA POOL CB2804 | 2.5% 01 Feb 2052 | 242001 | 199427 |
| FNMA POOL CB3044 | 2.5% 01 Mar 2052 | 416109 | 343501 |
| FNMA POOL CB3077 | 2.5% 01 Mar 2042 | 79189 | 68243 |
| FNMA POOL CB3082 | 3% 01 Mar 2042 | 75380 | 67215 |
| FNMA POOL CB3126 | 3.5% 01 Mar 2052 | 234057 | 209301 |
| FNMA POOL CB3272 | 4% 01 Apr 2052 | 491276 | 453383 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL CB3542 | 3% 01 May 2042 | 75541 | 67192 |
| FNMA POOL CB3614 | 4% 01 May 2052 | 649623 | 599415 |
| FNMA POOL CB3880 | 5% 01 Jun 2052 | 75275 | 73355 |
| FNMA POOL CB4103 | 5% 01 Jul 2052 | 241163 | 236715 |
| FNMA POOL CB4386 | 4.5% 01 Aug 2052 | 82043 | 77318 |
| FNMA POOL CB4418 | 5.5% 01 Aug 2052 | 75930 | 75402 |
| FNMA POOL CB5108 | 5.5% 01 Nov 2052 | 513943 | 511484 |
| FNMA POOL CB5497 | 6.5% 01 Jan 2053 | 380681 | 393295 |
| FNMA POOL CB6030 | 4.5% 01 Apr 2053 | 172717 | 162790 |
| FNMA POOL CB6322 | 5.5% 01 May 2053 | 176369 | 174904 |
| FNMA POOL CB6540 | 6% 01 Jun 2053 | 1211386 | 1229427 |
| FNMA POOL CB6753 | 6% 01 Jul 2053 | 694735 | 703767 |
| FNMA POOL CB7109 | 5.5% 01 Sep 2053 | 455203 | 451641 |
| FNMA POOL CB8226 | 6.5% 01 Mar 2054 | 85574 | 87959 |
| FNMA POOL FM1263 | 1% 01 Jul 2049 | 52001 | 49697 |
| FNMA POOL FM3049 | 1% 01 Apr 2044 | 254092 | 238683 |
| FNMA POOL FM6597 | 1% 01 Mar 2041 | 364626 | 304857 |
| FNMA POOL FM7100 | 1% 01 Jun 2050 | 560512 | 504236 |
| FNMA POOL FM7531 | 1% 01 May 2051 | 59687 | 51473 |
| FNMA POOL FM8025 | 1% 01 Jul 2051 | 72984 | 60603 |
| FNMA POOL FM8166 | 1% 01 Jun 2051 | 130845 | 113550 |
| FNMA POOL FM8577 | 1% 01 Aug 2051 | 203435 | 176420 |
| FNMA POOL FM8648 | 1% 01 Sep 2051 | 70877 | 60927 |
| FNMA POOL FM8786 | 1% 01 Oct 2051 | 156168 | 129160 |
| FNMA POOL FM8813 | 1% 01 Sep 2051 | 356931 | 318219 |
| FNMA POOL FM9103 | 1% 01 Oct 2041 | 535536 | 447731 |
| FNMA POOL FM9264 | 1% 01 Oct 2041 | 1002405 | 839337 |
| FNMA POOL FM9365 | 1% 01 Nov 2051 | 73287 | 63465 |
| FNMA POOL FM9444 | 1% 01 Oct 2041 | 845975 | 730273 |
| FNMA POOL FM9464 | 1% 01 Nov 2051 | 219965 | 189830 |
| FNMA POOL FS0024 | 1% 01 Sep 2051 | 68157 | 56608 |
| FNMA POOL FS0028 | 1% 01 Sep 2051 | 77343 | 63967 |
| FNMA POOL FS0034 | 1% 01 Dec 2051 | 75216 | 65089 |
| FNMA POOL FS0037 | 1% 01 Aug 2051 | 62320 | 53947 |
| FNMA POOL FS0067 | 1% 01 Sep 2051 | 60551 | 57646 |
| FNMA POOL FS0240 | 1% 01 Jan 2052 | 149347 | 129376 |
| FNMA POOL FS0331 | 1% 01 Jan 2052 | 513155 | 439823 |
| FNMA POOL FS0349 | 1% 01 Jan 2052 | 246465 | 194044 |
| FNMA POOL FS0352 | 1% 01 Jan 2052 | 1000017 | 785677 |
| FNMA POOL FS0366 | 1% 01 Jan 2052 | 77711 | 64611 |
| FNMA POOL FS0408 | 1% 01 Jan 2052 | 152562 | 131934 |
| FNMA POOL FS0424 | 1% 01 Jan 2052 | 552861 | 457251 |
| FNMA POOL FS0434 | 1% 01 Nov 2051 | 75608 | 62852 |
| FNMA POOL FS0464 | 1% 01 Jan 2052 | 159488 | 125326 |
| FNMA POOL FS0483 | 1% 01 Jan 2052 | 322939 | 288219 |
| FNMA POOL FS0549 | 1% 01 Feb 2052 | 412724 | 340115 |
| FNMA POOL FS0551 | 1% 01 Feb 2052 | 160859 | 133040 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL FS0582 | 1% 01 Feb 2052 | 158956 | 131667 |
| FNMA POOL FS0583 | 1% 01 Feb 2052 | 170362 | 140416 |
| FNMA POOL FS0584 | 1% 01 Feb 2052 | 628269 | 494811 |
| FNMA POOL FS0612 | 1% 01 Feb 2052 | 464971 | 367252 |
| FNMA POOL FS0697 | 1% 01 Feb 2042 | 227578 | 196171 |
| FNMA POOL FS0735 | 1% 01 Jan 2052 | 818952 | 700981 |
| FNMA POOL FS0835 | 1% 01 Mar 2052 | 247235 | 203658 |
| FNMA POOL FS0995 | 1% 01 Mar 2042 | 157742 | 135967 |
| FNMA POOL FS1014 | 1% 01 Feb 2052 | 81367 | 64213 |
| FNMA POOL FS1015 | 1% 01 Feb 2052 | 248892 | 196216 |
| FNMA POOL FS1074 | 1% 01 Mar 2052 | 779832 | 674347 |
| FNMA POOL FS1104 | 1% 01 Nov 2051 | 76023 | 63087 |
| FNMA POOL FS1112 | 1% 01 Mar 2052 | 401979 | 318827 |
| FNMA POOL FS1237 | 1% 01 Dec 2051 | 1204864 | 1080379 |
| FNMA POOL FS1289 | 1% 01 Mar 2052 | 308912 | 267654 |
| FNMA POOL FS1403 | 1% 01 Jan 2045 | 148288 | 131392 |
| FNMA POOL FS1425 | 1% 01 May 2052 | 92952 | 83106 |
| FNMA POOL FS1454 | 1% 01 Apr 2052 | 163282 | 145579 |
| FNMA POOL FS1462 | 1% 01 Jan 2052 | 157046 | 140808 |
| FNMA POOL FS1539 | 1% 01 Nov 2048 | 152187 | 134779 |
| FNMA POOL FS1542 | 1% 01 Apr 2042 | 232069 | 206537 |
| FNMA POOL FS1555 | 1% 01 Apr 2052 | 80191 | 71497 |
| FNMA POOL FS1556 | 1% 01 May 2052 | 486821 | 436165 |
| FNMA POOL FS1603 | 1% 01 May 2052 | 165622 | 147999 |
| FNMA POOL FS1628 | 1% 01 Apr 2052 | 80625 | 66909 |
| FNMA POOL FS2061 | 1% 01 Jun 2052 | 166670 | 153606 |
| FNMA POOL FS3249 | 1% 01 Nov 2052 | 157320 | 152767 |
| FNMA POOL FS3275 | 1% 01 Apr 2052 | 436556 | 371403 |
| FNMA POOL FS3411 | 1% 01 Jan 2053 | 80391 | 81385 |
| FNMA POOL FS3672 | 1% 01 Feb 2053 | 270980 | 270068 |
| FNMA POOL FS3813 | 1% 01 Nov 2052 | 80715 | 76174 |
| FNMA POOL FS3835 | 1% 01 Nov 2052 | 90536 | 85658 |
| FNMA POOL FS3836 | 1% 01 Jan 2053 | 168015 | 158835 |
| FNMA POOL FS3977 | 1% 01 Nov 2052 | 90314 | 85365 |
| FNMA POOL FS3978 | 1% 01 Jan 2053 | 87154 | 84544 |
| FNMA POOL FS4136 | 1% 01 Apr 2053 | 190501 | 184384 |
| FNMA POOL FS4243 | 1% 01 May 2042 | 83856 | 74925 |
| FNMA POOL FS4270 | 1% 01 Mar 2052 | 264508 | 208577 |
| FNMA POOL FS4308 | 1% 01 Apr 2053 | 166247 | 160909 |
| FNMA POOL FS4314 | 1% 01 Mar 2052 | 88093 | 69384 |
| FNMA POOL FS4448 | 1% 01 Dec 2044 | 82959 | 77928 |
| FNMA POOL FS4471 | 1% 01 Sep 2042 | 87306 | 74977 |
| FNMA POOL FS4480 | 1% 01 Mar 2050 | 81522 | 78585 |
| FNMA POOL FS4524 | 1% 01 May 2053 | 91358 | 88424 |
| FNMA POOL FS4805 | 1% 01 May 2053 | 179342 | 177863 |
| FNMA POOL FS5155 | 1% 01 Jul 2053 | 86230 | 84572 |
| FNMA POOL FS5191 | 1% 01 Aug 2042 | 717131 | 596649 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL FS5306 | 1% 01 Jul 2053 | 84514 | 86033 |
| FNMA POOL FS5450 | 1% 01 Nov 2051 | 260464 | 225527 |
| FNMA POOL FS5647 | 1% 01 Jul 2053 | 180008 | 179161 |
| FNMA POOL FS5708 | 1% 01 Jun 2053 | 263663 | 256609 |
| FNMA POOL FS6242 | 1% 01 Nov 2053 | 91676 | 92868 |
| FNMA POOL FS6451 | 1% 01 Aug 2053 | 271974 | 269887 |
| FNMA POOL FS7170 | 1% 01 Aug 2042 | 93049 | 77658 |
| FNMA POOL FS7180 | 1% 01 May 2042 | 92201 | 76556 |
| FNMA POOL FS7624 | 1% 01 Mar 2054 | 178388 | 183645 |
| FNMA POOL FS7997 | 1% 01 May 2054 | 378082 | 380574 |
| FNMA POOL FS8027 | 1% 01 Mar 2052 | 285713 | 235802 |
| FNMA POOL FS8124 | 1% 01 Jun 2052 | 568593 | 488665 |
| FNMA POOL FS8273 | 1% 01 Feb 2042 | 95825 | 76999 |
| FNMA POOL MA2773 | 3% 01 Oct 2036 | 373428 | 344685 |
| FNMA POOL MA4031 | 4.5% 01 May 2050 | 79957 | 76136 |
| FNMA POOL MA4047 | 2% 01 Jun 2050 | 2636451 | 2071921 |
| FNMA POOL MA4130 | 3% 01 Sep 2040 | 38803 | 34798 |
| FNMA POOL MA4177 | 2.5% 01 Nov 2040 | 105894 | 91997 |
| FNMA POOL MA4280 | 1.5% 01 Mar 2051 | 487779 | 360914 |
| FNMA POOL MA4310 | 1.5% 01 Apr 2041 | 147385 | 118429 |
| FNMA POOL MA4473 | 1.5% 01 Nov 2041 | 158663 | 127491 |
| FNMA POOL MA4474 | 2% 01 Nov 2041 | 153173 | 127610 |
| FNMA POOL MA4501 | 2% 01 Dec 2041 | 234658 | 195408 |
| FNMA POOL MA4519 | 1.5% 01 Jan 2042 | 162187 | 130323 |
| FNMA POOL MA4540 | 2% 01 Feb 2042 | 395012 | 328648 |
| FNMA POOL MA4570 | 2% 01 Mar 2042 | 79833 | 66287 |
| FNMA POOL MA4571 | 2.5% 01 Mar 2042 | 157125 | 134721 |
| FNMA POOL MA4586 | 2% 01 Apr 2042 | 82113 | 68180 |
| FNMA POOL MA4587 | 2.5% 01 Apr 2042 | 243970 | 209107 |
| FNMA POOL MA4599 | 3% 01 May 2052 | 86244 | 73343 |
| FNMA POOL MA4606 | 2% 01 May 2042 | 84413 | 70090 |
| FNMA POOL MA4607 | 2.5% 01 May 2042 | 82107 | 70374 |
| FNMA POOL MA4632 | 3% 01 Jun 2042 | 249274 | 220501 |
| FNMA POOL MA4643 | 3% 01 May 2042 | 163339 | 143984 |
| FNMA TBA 30 YR 3.5 | 3.5% 14 Jan 2055 | 300000 | 265316 |
| FNMA TBA 30 YR 5 | 5% 15 Jan 2055 | 1500000 | 1447202 |
| FNMA TBA 30 YR 5.5 | 5.5% 15 Jan 2055 | 2300000 | 2270339 |
| FNMA TBA 30 YR 6 | 6% 15 Jan 2055 | 1900000 | 1909652 |
| FNMA TBA 30 YR 6.5 | 6.5% 15 Jan 2055 | 1200000 | 1225656 |
| FORD CREDIT FLOORPLAN MASTER O | 4.92% 15 May 2028 | 860000 | 864181 |
| FORD MOTOR COMPANY | 3.25% 12 Feb 2032 | 1950000 | 1620801 |
| FORD MOTOR COMPANY | 6.1% 19 Aug 2032 | 150000 | 149267 |
| FORD MOTOR CREDIT CO LLC | 4.95% 28 May 2027 | 200000 | 198100 |
| FORD MOTOR CREDIT CO LLC | 7.35% 06 Mar 2030 | 430000 | 454953 |
| FORTRESS CREDIT BSL LIMITED | 1% 20 Apr 2033 | 1750000 | 1750875 |
| FOUNDRY JV HOLDCO LLC | 5.875% 25 Jan 2034 | 240000 | 234454 |
| FOX CORP | 6.5% 13 Oct 2033 | 210000 | 220958 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FREDDIE MAC | 4.5% 25 Jun 2050 | 405054 | 94152 |
| FREDDIE MAC | 2% 25 Sep 2045 | 90591 | 73020 |
| FREDDIE MAC | 2% 25 Apr 2041 | 145013 | 123712 |
| FREDDIE MAC | 4.5% 25 Dec 2050 | 445789 | 103420 |
| FREDDIE MAC | 2% 25 Feb 2051 | 724081 | 92209 |
| FREDDIE MAC | 2% 25 Mar 2051 | 999009 | 136129 |
| FREDDIE MAC | 3% 25 Jan 2047 | 673672 | 82924 |
| FREDDIE MAC | 3% 25 Apr 2052 | 300000 | 211629 |
| FREDDIE MAC | 4% 25 Apr 2052 | 100000 | 87931 |
| FREDDIE MAC | 2.5% 25 Jan 2051 | 615507 | 101948 |
| FREDDIE MAC | 2.5% 25 Apr 2051 | 1503641 | 238468 |
| FREDDIE MAC | 2% 25 Mar 2051 | 881563 | 106724 |
| FREDDIE MAC | 2.5% 25 Dec 2051 | 826443 | 104272 |
| FREDDIE MAC | 1% 25 Dec 2054 | 219818 | 220118 |
| FREDDIE MAC | 1% 25 Dec 2054 | 207612 | 207804 |
| FREDDIE MAC SCRT | 3% 25 Nov 2063 | 285641 | 231013 |
| FREEPORT MCMORAN INC | 5.45% 15 Mar 2043 | 60000 | 55967 |
| FREEPORT MCMORAN INC | 4.625% 01 Aug 2030 | 500000 | 483925 |
| GCAT | 1% 25 Sep 2054 | 92647 | 93631 |
| GCAT | 1% 25 Jan 2054 | 493017 | 483477 |
| GENERAL DYNAMICS CORP | 4.25% 01 Apr 2050 | 210000 | 173107 |
| GENERAL MOTORS CO | 6.25% 02 Oct 2043 | 240000 | 237948 |
| GENERAL MOTORS CO | 6.6% 01 Apr 2036 | 20000 | 20980 |
| GENERAL MOTORS CO | 5.6% 15 Oct 2032 | 70000 | 70551 |
| GENERAL MOTORS FINL CO | 2.75% 20 Jun 2025 | 410000 | 405863 |
| GFL ENVIRONMENTAL INC | 6.75% 15 Jan 2031 | 150000 | 154190 |
| GLENCORE FUNDING LLC | 4% 27 Mar 2027 | 1030000 | 1009555 |
| GNMA II POOL 784894 | 3.5% 20 Feb 2048 | 271266 | 244989 |
| GNMA II POOL 785565 | 2.5% 20 Jun 2051 | 150460 | 124203 |
| GNMA II POOL 785568 | 2.5% 20 Aug 2051 | 220926 | 182269 |
| GNMA II POOL 785657 | 2.5% 20 Oct 2051 | 380913 | 314144 |
| GNMA II POOL 785663 | 2.5% 20 Oct 2051 | 149332 | 123157 |
| GNMA II POOL 785667 | 2.5% 20 Oct 2051 | 152495 | 125765 |
| GNMA II POOL 785762 | 2.5% 20 Nov 2051 | 77200 | 63644 |
| GNMA II POOL 785789 |  | 77537 | 63910 |
| GNMA II POOL 785791 | 2.5% 20 Dec 2051 | 233736 | 190663 |
| GNMA II POOL 785821 | 2.5% 20 Dec 2051 | 157252 | 129615 |
| GNMA II POOL 785944 | 3% 20 Feb 2052 | 634242 | 544688 |
| GNMA II POOL 786077 | 3% 20 Mar 2052 | 148932 | 127690 |
| GNMA II POOL 786082 | 3% 20 Nov 2051 | 154753 | 133057 |
| GNMA II POOL 786095 | 3% 20 Apr 2052 | 234015 | 200622 |
| GNMA II POOL 786107 | 3% 20 Mar 2052 | 77968 | 66959 |
| GNMA II POOL 786108 | 3.5% 20 Mar 2052 | 264135 | 233116 |
| GNMA II POOL 786150 | 3% 20 Mar 2052 | 246829 | 211869 |
| GNMA II POOL 786335 | 4.5% 20 Sep 2052 | 327218 | 309230 |
| GNMA II POOL 786340 | 5% 20 Sep 2052 | 85165 | 82995 |
| GNMA II POOL 786366 | 4.5% 20 Aug 2052 | 255724 | 240634 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL 786429 | 4% 20 Jun 2052 | 86426 | 79861 |
| GNMA II POOL 786474 | 5% 20 Jan 2053 | 255315 | 249833 |
| GNMA II POOL 786535 | 5.5% 20 Feb 2053 | 263660 | 263866 |
| GNMA II POOL 786726 | 2% 20 Mar 2051 | 704547 | 553513 |
| GNMA II POOL 786795 | 6% 20 Jul 2053 | 360016 | 369839 |
| GNMA II POOL 786823 | 5.5% 20 Jul 2053 | 89249 | 89316 |
| GNMA II POOL 786835 | 5.5% 20 Aug 2053 | 271242 | 271338 |
| GNMA II POOL 786843 | 3% 20 Mar 2052 | 173978 | 149342 |
| GNMA II POOL 786963 | 6% 20 Sep 2053 | 256972 | 262987 |
| GNMA II POOL 786973 | 6% 20 Sep 2053 | 93523 | 96074 |
| GNMA II POOL 787097 | 5% 20 Aug 2053 | 166641 | 162276 |
| GNMA II POOL 787154 | 6.5% 20 Nov 2053 | 82492 | 85420 |
| GNMA II POOL 787214 | 6.5% 20 Jan 2054 | 167196 | 173133 |
| GNMA II POOL 787228 | 6% 20 Jan 2054 | 178979 | 183169 |
| GNMA II POOL 787236 | 6.5% 20 Jan 2054 | 167315 | 172588 |
| GNMA II POOL 787259 | 2% 20 Feb 2051 | 1333081 | 1047901 |
| GNMA II POOL 787276 | 6% 20 Feb 2054 | 184795 | 189703 |
| GNMA II POOL CK9592 | 4% 20 Jun 2052 | 79683 | 73088 |
| GNMA II POOL CL5523 | 3% 20 Apr 2052 | 71616 | 61397 |
| GNMA II POOL CW6992 | 6% 20 Sep 2053 | 174312 | 179068 |
| GNMA II POOL MA4586 | 3.5% 20 Jul 2047 | 567963 | 513868 |
| GNMA II POOL MA5078 | 4% 20 Mar 2048 | 308471 | 287481 |
| GNMA II POOL MA5193 | 4.5% 20 May 2048 | 33012 | 31643 |
| GNMA II POOL MA5194 | 5% 20 May 2048 | 24395 | 23971 |
| GNMA II POOL MA5265 | 4.5% 20 Jun 2048 | 238892 | 229304 |
| GNMA II POOL MA5399 | 4.5% 20 Aug 2048 | 88565 | 84967 |
| GNMA II POOL MA5465 | 3.5% 20 Sep 2048 | 114004 | 102970 |
| GNMA II POOL MA5530 | 5% 20 Oct 2048 | 177623 | 174540 |
| GNMA II POOL MA5594 | 3.5% 20 Nov 2048 | 272565 | 246096 |
| GNMA II POOL MA5597 | 5% 20 Nov 2048 | 72821 | 71557 |
| GNMA II POOL MA5652 | 4.5% 20 Dec 2048 | 44912 | 43034 |
| GNMA II POOL MA5653 | 5% 20 Dec 2048 | 87386 | 85869 |
| GNMA II POOL MA5711 | 4.5% 20 Jan 2049 | 107208 | 102724 |
| GNMA II POOL MA5712 | 5% 20 Jan 2049 | 63833 | 62725 |
| GNMA II POOL MA5763 | 4% 20 Feb 2049 | 197027 | 183454 |
| GNMA II POOL MA5817 | 4% 20 Mar 2049 | 56039 | 52178 |
| GNMA II POOL MA5818 | 4.5% 20 Mar 2049 | 274872 | 263375 |
| GNMA II POOL MA5876 | 4% 20 Apr 2049 | 44567 | 41457 |
| GNMA II POOL MA5878 | 5% 20 Apr 2049 | 40551 | 39897 |
| GNMA II POOL MA6157 | 5% 20 Sep 2049 | 96928 | 95363 |
| GNMA II POOL MA6287 | 5% 20 Nov 2049 | 43470 | 42768 |
| GNMA II POOL MA6413 | 5% 20 Jan 2050 | 64281 | 63164 |
| GNMA II POOL MA6476 | 4% 20 Feb 2050 | 528828 | 492189 |
| GNMA II POOL MA6711 | 3.5% 20 Jun 2050 | 434818 | 391376 |
| GNMA II POOL MA6818 | 2% 20 Aug 2050 | 56336 | 45158 |
| GNMA II POOL MA6865 | 2.5% 20 Sep 2050 | 617500 | 517030 |
| GNMA II POOL MA6997 | 3.5% 20 Nov 2050 | 485354 | 437030 |
| GNMA II POOL MA7184 | 2% 20 Feb 2051 | 502130 | 391332 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL MA7303 | 2% 20 Apr 2051 | 442311 | 344644 |
| GNMA II POOL MA7314 | 3.5% 20 Apr 2051 | 95127 | 85519 |
| GNMA II POOL MA7316 | 4.5% 20 Apr 2051 | 810615 | 776710 |
| GNMA II POOL MA7475 | 4% 20 Jul 2051 | 336963 | 313617 |
| GNMA II POOL MA7590 | 3% 20 Sep 2051 | 345703 | 300075 |
| GNMA II POOL MA7883 | 3.5% 20 Feb 2052 | 558532 | 500536 |
| GNMA II POOL MA8348 | 5% 20 Oct 2052 | 83958 | 81819 |
| GNMA II POOL MA8429 | 5.5% 20 Nov 2052 | 401538 | 400287 |
| GNMA II POOL MA8726 | 5.5% 20 Mar 2053 | 163066 | 162216 |
| GNMA II POOL MA8796 | 3% 20 Apr 2053 | 249877 | 217694 |
| GNMA II POOL MA8801 | 5.5% 20 Apr 2053 | 743301 | 739429 |
| GNMA II POOL MA8879 | 5.5% 20 May 2053 | 427225 | 424999 |
| GNMA II TBA 30 YR 3 | 3% 15 Aug 2054 | -2000000 | (1807692) |
| GNMA II TBA 30 YR 3 | 3% 15 Aug 2054 | 2000000 | 1807692 |
| GNMA II TBA 30 YR 4.5 | 4.5% 21 Jan 2055 | 1200000 | 1134407 |
| GNMA II TBA 30 YR 5.5 | 5.5% 15 Jan 2055 | 300000 | 297463 |
| GNMA II TBA 30 YR 5.5 | 5.5% 15 Aug 2054 | -500000 | (503220) |
| GNMA II TBA 30 YR 5.5 | 5.5% 15 Aug 2054 | 500000 | 503220 |
| GNMA II TBA 30 YR 6 | 6% 15 Jan 2055 | 1700000 | 1711509 |
| GNMA II TBA 30 YR 6.5 | 6.5% 15 Jan 2055 | 2200000 | 2238192 |
| GOLDMAN SACHS GROUP INC | 1% 09 Dec 2026 | 1790000 | 1727529 |
| GOLDMAN SACHS GROUP INC | 1% 21 Jul 2042 | 990000 | 687139 |
| GOLDMAN SACHS GROUP INC | 1% 21 Oct 2032 | 1480000 | 1248454 |
| GOLDMAN SACHS GROUP INC | 1% 15 Mar 2028 | 70000 | 68030 |
| GOLDMAN SACHS GROUP INC | 1% 15 Jun 2027 | 630000 | 626113 |
| GOLDMAN SACHS GROUP INC | 5.15% 22 May 2045 | 240000 | 220678 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Sep 2060 | 2761897 | 185411 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Apr 2070 | 164481 | 162026 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Apr 2061 | 3387519 | 174399 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Dec 2062 | 3055180 | 196893 |
| GOVERNMENT NATIONAL MORTGAGE A | 1.34% 16 Jun 2063 | 281983 | 206699 |
| GOVERNMENT NATIONAL MORTGAGE A | 1.4% 16 Jun 2063 | 423900 | 312097 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Feb 2063 | 3244523 | 191468 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Jun 2061 | 3230764 | 190176 |
| GOVERNMENT NATIONAL MORTGAGE A | 1.9% 16 Mar 2064 | 422774 | 189929 |
| GOVERNMENT NATIONAL MORTGAGE A | 2% 16 Jun 2064 | 99760 | 75877 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Oct 2064 | 300000 | 210459 |
| GOVERNMENT NATIONAL MORTGAGE A | 2% 16 Feb 2064 | 2421853 | 1311431 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Jul 2065 | 1475782 | 90175 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Jul 2064 | 1464042 | 92931 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Oct 2064 | 200000 | 142544 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Nov 2050 | 641769 | 91449 |
| GOVERNMENT NATIONAL MORTGAGE A | 1.25% 20 Jul 2050 | 865533 | 657002 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Jun 2051 | 3582441 | 502406 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Sep 2051 | 1632621 | 234541 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | GOVERNMENT NATIONAL MORTGAGE A | 2% 20 Oct 2051 | 255746 | 206623 |
| | GOVERNMENT NATIONAL MORTGAGE A | 3% 20 Dec 2051 | 496310 | 93676 |
| | GOVERNMENT NATIONAL MORTGAGE A | 2% 20 Jun 2051 | 462706 | 392733 |
| | GOVERNMENT NATIONAL MORTGAGE A | 2% 20 Jan 2052 | 305195 | 245372 |
| | GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Feb 2052 | 155158 | 128804 |
| | GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Oct 2051 | 347507 | 281864 |
| | GOVERNMENT NATIONAL MORTGAGE A | 4% 20 Jul 2051 | 400000 | 350731 |
| | GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Jan 2052 | 100000 | 79386 |
| | GOVERNMENT OF JAMAICA | 9.625% 03 Nov 2030 | 44500000 | 297569 |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 20816776 | 20816776 |
| | GREYWOLF CLO LTD | 1% 27 Jan 2031 | 128081 | 128081 |
| | GS MORTGAGE BACKED SECURITIES | 1% 25 May 2062 | 679873 | 614638 |
| | GS MORTGAGE BACKED SECURITIES | 1% 25 Sep 2061 | 746553 | 718164 |
| | GS MORTGAGE SECURITIES TRUST | 1% 15 Nov 2036 | 1140000 | 1129062 |
| | HALEON US CAPITAL LLC | 3.375% 24 Mar 2029 | 590000 | 554376 |
| | HALSEYPOINT CLO 3, LTD. | 1% 30 Jul 2037 | 390000 | 392145 |
| | HALSEYPOINT CLO LTD. | 1% 30 Jan 2038 | 360000 | 360062 |
| | HCA INC | 4.5% 15 Feb 2027 | 410000 | 406048 |
| | HCA INC | 3.5% 01 Sep 2030 | 120000 | 108900 |
| | HILTON DOMESTIC OPERATIN | 3.625% 15 Feb 2032 | 240000 | 208327 |
| | HILTON DOMESTIC OPERATIN | 6.125% 01 Apr 2032 | 110000 | 109788 |
| | HOME DEPOT INC | 3.3% 15 Apr 2040 | 480000 | 373800 |
| | HOME DEPOT INC | 3.35% 15 Apr 2050 | 120000 | 83744 |
| | HONEYWELL INTERNATIONAL | 5% 01 Mar 2035 | 340000 | 332897 |
| | HOSPITALITY INVESTORS TRUST | 1% 15 Jul 2039 | 852842 | 853866 |
| | HSBC HOLDINGS PLC | 1% 04 Jun 2026 | 250000 | 247005 |
| | HSBC HOLDINGS PLC | 1% 22 Nov 2032 | 200000 | 168698 |
| | HSBC HOLDINGS PLC | 1% 29 Mar 2033 | 440000 | 413908 |
| | HUMANA INC | 4.8% 15 Mar 2047 | 70000 | 57161 |
| | HUMANA INC | 2.15% 03 Feb 2032 | 60000 | 47797 |
| | ILPT COMMERCIAL MORTGAGE TRUST | 1% 15 Oct 2039 | 1070000 | 1072853 |
| | INTEL CORP | 4.75% 25 Mar 2050 | 180000 | 139154 |
| | INTEL CORP | 1.6% 12 Aug 2028 | 240000 | 212057 |
| | INTEL CORP | 5.125% 10 Feb 2030 | 160000 | 158427 |
| | INTER AMERICAN DEVEL BK | 7.35% 06 Oct 2030 | 204000000 | 2391659 |
| | JANE STREET GRP/JSG FIN | 7.125% 30 Apr 2031 | 130000 | 133592 |
| | JAPANESE YEN | FOREIGN CURRENCY | 20924881 | 133144 |
| | JOHNSON + JOHNSON | 2.1% 01 Sep 2040 | 540000 | 358803 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 15 Mar 2039 | 960000 | 962948 |
| \* | JPMORGAN CHASE + CO | 4.25% 01 Oct 2027 | 1240000 | 1230378 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2026 | 290000 | 287526 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2027 | 1000000 | 959700 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2052 | 540000 | 368933 |
| \* | JPMORGAN CHASE + CO | 1% 08 Nov 2032 | 1230000 | 1037591 |
|  | JPN 10Y BOND(OSE) MAR 25 | XOSE 20250313 | -600000000 | 22143 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KENVUE INC | 4.9% 22 Mar 2033 | 270000 | 265324 |
| KINDER MORGAN INC | 5.55% 01 Jun 2045 | 160000 | 149443 |
| KINDER MORGAN INC | 5.2% 01 Mar 2048 | 10000 | 8824 |
| KNDR TRUST 2021 KIND | 1% 15 Aug 2038 | 317350 | 313966 |
| KRAFT HEINZ FOODS CO | 5.2% 15 Jul 2045 | 1060000 | 960307 |
| KROGER CO | 5% 15 Sep 2034 | 170000 | 164693 |
| L3HARRIS TECH INC | 5.054% 27 Apr 2045 | 190000 | 173822 |
| LAS VEGAS SANDS CORP | 3.9% 08 Aug 2029 | 70000 | 65057 |
| LAS VEGAS SANDS CORP | 2.9% 25 Jun 2025 | 740000 | 731860 |
| LAS VEGAS SANDS CORP | 6% 15 Aug 2029 | 110000 | 111356 |
| LCM LTD PARTNERSHIP | 1% 16 Jul 2031 | 477898 | 477659 |
| LIFEPOINT HEALTH INC | 9.875% 15 Aug 2030 | 30000 | 32403 |
| LLOYDS BANKING GROUP PLC | 4.375% 22 Mar 2028 | 220000 | 214863 |
| LOCKHEED MARTIN CORP | 3.9% 15 Jun 2032 | 100000 | 92807 |
| LOCKHEED MARTIN CORP | 4.15% 15 Jun 2053 | 550000 | 438048 |
| LOCKHEED MARTIN CORP | 5.2% 15 Feb 2064 | 80000 | 74006 |
| LONG GILT FUTURE MAR 25 | IFLL 20250327 | 3500000 | (115283) |
| LOWE S COS INC | 4.5% 15 Apr 2030 | 240000 | 235308 |
| M+T EQUIPMENT NOTES | 4.94% 18 Aug 2031 | 290000 | 287481 |
| MASTERCARD INC | 3.85% 26 Mar 2050 | 240000 | 186192 |
| MCDONALD S CORP | 3.6% 01 Jul 2030 | 590000 | 552671 |
| MCDONALD S CORP | 4.2% 01 Apr 2050 | 300000 | 237744 |
| MEDLINE BORROWER/MEDL CO | 6.25% 01 Apr 2029 | 160000 | 161640 |
| MELCO RESORTS FINANCE | 7.625% 17 Apr 2032 | 210000 | 211046 |
| META PLATFORMS INC | 4.75% 15 Aug 2034 | 330000 | 321374 |
| MEX BONOS DESARR FIX RT | 7.75% 13 Nov 2042 | 48130000 | 1769857 |
| MEX BONOS DESARR FIX RT | 7.75% 23 Nov 2034 | 62740000 | 2525562 |
| MEXICAN PESO (NEW) | FOREIGN CURRENCY | 14160672 | 681039 |
| MICRON TECHNOLOGY INC | 5.875% 09 Feb 2033 | 120000 | 122825 |
| MICRON TECHNOLOGY INC | 5.3% 15 Jan 2031 | 170000 | 169638 |
| MICROSOFT CORP | 2.921% 17 Mar 2052 | 230000 | 152444 |
| MIDAMERICAN ENERGY CO | 3.65% 15 Apr 2029 | 240000 | 228828 |
| MILEAGE PLUS HLDINGS LLC | 6.5% 20 Jun 2027 | 60000 | 60393 |
| MILL CITY MORTGAGE TRUST | 1% 25 Sep 2057 | 619624 | 612143 |
| MITSUBISHI UFJ FIN GRP | 1% 17 Apr 2026 | 340000 | 338756 |
| MORGAN STANLEY | 1% 10 Dec 2026 | 1120000 | 1080005 |
| MORGAN STANLEY | 1% 20 Oct 2032 | 890000 | 744770 |
| MORGAN STANLEY RESIDENTIAL MOR | 1% 25 Jun 2054 | 635362 | 644917 |
| MORGAN STANLEY RESIDENTIAL MOR | 1% 25 Feb 2054 | 642323 | 650837 |
| MPLX LP | 4.7% 15 Apr 2048 | 430000 | 352183 |
| MPLX LP | 4.8% 15 Feb 2029 | 430000 | 426246 |
| MSWF COMMERCIAL MORTGAGE TRUST | 1% 15 Dec 2056 | 490000 | 516211 |
| MTN COMMERCIAL MORTGAGE TRUST | 1% 15 Mar 2039 | 960000 | 958932 |
| NAVIENT STUDENT LOAN TRUST | 2.23% 15 Jul 2070 | 733628 | 662245 |
| NCL CORPORATION LTD | 8.125% 15 Jan 2029 | 200000 | 210668 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NELNET STUDENT LOAN TRUST | 1% 20 Apr 2062 | 980000 | 969714 |
| NEW RESIDENTIAL MORTGAGE LOAN | 1% 25 Jul 2059 | 554839 | 528871 |
| NEW RESIDENTIAL MORTGAGE LOAN | 1% 27 Mar 2062 | 233021 | 216057 |
| NISSAN MOTOR CO | 3.522% 17 Sep 2025 | 1180000 | 1162666 |
| NJ TRUST 2023 GSP | 1% 06 Jan 2029 | 380000 | 395663 |
| NORTHROP GRUMMAN CORP | 3.25% 15 Jan 2028 | 590000 | 563444 |
| NORTHROP GRUMMAN CORP | 5.25% 01 May 2050 | 240000 | 224806 |
| NRTH PARK MORTGAGE TRUST | 1% 15 Mar 2039 | 480000 | 480496 |
| NYC COMMERCIAL MORTGAGE TRUST | 1% 15 Aug 2029 | 240000 | 241400 |
| OAKTREE CLO LTD | 1% 20 Apr 2037 | 650000 | 653182 |
| OCCIDENTAL PETROLEUM COR | 3.5% 15 Aug 2029 | 1030000 | 945571 |
| OCCIDENTAL PETROLEUM COR | 6.6% 15 Mar 2046 | 1110000 | 1122476 |
| OCTAGON 66 LTD | 1% 16 Nov 2036 | 750000 | 757970 |
| OCTAGON INVESTMENT PARTNERS 35 | 1% 20 Jan 2031 | 1104413 | 1105297 |
| OCTAGON INVESTMENT PARTNERS XI | 1% 15 Jul 2029 | 26409 | 26401 |
| OCTAGON INVESTMENTS PARTNERS 3 | 1% 15 Apr 2031 | 308685 | 308870 |
| ONEOK INC | 5.55% 01 Nov 2026 | 90000 | 91120 |
| ONEOK INC | 5.8% 01 Nov 2030 | 150000 | 154373 |
| ONEOK INC | 6.625% 01 Sep 2053 | 110000 | 115770 |
| ONNI COMMERCIAL MORTGAGE TRUST | 1% 15 Jul 2039 | 630000 | 628996 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Jul 2062 | 702840 | 693132 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Feb 2063 | 335994 | 337222 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Jul 2063 | 760721 | 768251 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Apr 2063 | 785403 | 796502 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Nov 2063 | 720746 | 725000 |
| ORACLE CORP | 2.95% 01 Apr 2030 | 40000 | 36100 |
| ORACLE CORP | 1.65% 25 Mar 2026 | 420000 | 404867 |
| ORACLE CORP | 2.875% 25 Mar 2031 | 520000 | 456732 |
| ORACLE CORP | 4.65% 06 May 2030 | 160000 | 157365 |
| ORACLE CORP | 5.375% 27 Sep 2054 | 270000 | 248854 |
| PACIFIC GAS + ELECTRIC | 2.1% 01 Aug 2027 | 530000 | 494199 |
| PACIFIC GAS + ELECTRIC | 4.95% 08 Jun 2025 | 200000 | 199844 |
| PACIFIC GAS + ELECTRIC | 5.45% 15 Jun 2027 | 540000 | 545967 |
| PARK BLUE CLO LTD | 1% 20 Jul 2037 | 590000 | 593202 |
| PARK BLUE CLO LTD | 1% 25 Jul 2037 | 490000 | 493203 |
| PAYPAL HOLDINGS INC | 2.3% 01 Jun 2030 | 240000 | 210312 |
| PERMIAN RESOURC OPTG LLC | 6.25% 01 Feb 2033 | 100000 | 98745 |
| PETROBRAS GLOBAL FINANCE | 5.75% 01 Feb 2029 | 1140000 | 1122854 |
| PFIZER INC | 2.7% 28 May 2050 | 530000 | 326279 |
| PFP III | 1% 17 Sep 2039 | 195124 | 195978 |
| PHILIP MORRIS INTL INC | 4.5% 20 Mar 2042 | 410000 | 353974 |
| PHILIP MORRIS INTL INC | 4.875% 13 Feb 2029 | 110000 | 109845 |
| PHILIP MORRIS INTL INC | 5.125% 13 Feb 2031 | 30000 | 30008 |
| PIEDMONT NATURAL GAS CO | 3.35% 01 Jun 2050 | 240000 | 158446 |
| PIONEER NATURAL RESOURCE | 1.9% 15 Aug 2030 | 60000 | 51073 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PIONEER NATURAL RESOURCE | 2.15% 15 Jan 2031 | 380000 | 322483 |
| PNC FINANCIAL SERVICES | 1% 12 Jun 2026 | 110000 | 110422 |
| PNC FINANCIAL SERVICES | 1% 12 Jun 2029 | 330000 | 335419 |
| POUND STERLING | FOREIGN CURRENCY | 297517 | 372611 |
| PRKCM TRUST | 1% 25 Nov 2056 | 764955 | 648064 |
| PRKCM TRUST | 1% 25 May 2059 | 553891 | 560510 |
| PROSUS NV | 3.061% 13 Jul 2031 | 510000 | 427951 |
| RAD CLO LTD | 1% 20 Jan 2037 | 810000 | 815751 |
| RELIANCE INDUSTRIES LTD | 3.625% 12 Jan 2052 | 250000 | 172750 |
| REPUBLIC OF COLOMBIA | 4.125% 22 Feb 2042 | 850000 | 535619 |
| REPUBLIC OF INDONESIA | 3.05% 12 Mar 2051 | 200000 | 129564 |
| REPUBLIC OF NIGERIA | 6.5% 28 Nov 2027 | 500000 | 473210 |
| REPUBLIC OF PERU | 3.55% 10 Mar 2051 | 530000 | 354385 |
| ROCHE HOLDINGS INC | 2.607% 13 Dec 2051 | 250000 | 148860 |
| ROGERS COMMUNICATIONS IN | 5.3% 15 Feb 2034 | 220000 | 214480 |
| ROYAL BANK OF CANADA | 1.15% 10 Jun 2025 | 410000 | 403702 |
| ROYAL BANK OF CANADA | 3.875% 04 May 2032 | 230000 | 211451 |
| ROYAL BANK OF CANADA | 5.15% 01 Feb 2034 | 70000 | 69171 |
| ROYAL CARIBBEAN CRUISES | 6% 01 Feb 2033 | 350000 | 349146 |
| RR DONNELLEY + SONS CO | 9.5% 01 Aug 2029 | 200000 | 203162 |
| RTX CORP | 3.125% 01 Jul 2050 | 240000 | 157061 |
| RTX CORP | 2.25% 01 Jul 2030 | 410000 | 356163 |
| RTX CORP | 3.03% 15 Mar 2052 | 180000 | 113706 |
| RTX CORP | 6% 15 Mar 2031 | 200000 | 209868 |
| SALESFORCE INC | 1.5% 15 Jul 2028 | 180000 | 161626 |
| SANDS CHINA LTD | 5.125% 08 Aug 2025 | 990000 | 986337 |
| SERVICE PROPERTIES TRUST | 8.375% 15 Jun 2029 | 150000 | 145001 |
| SG CAPITAL PARTNERS | 1% 25 Aug 2062 | 755296 | 751075 |
| SHELL FINANCE US INC | 2.75% 06 Apr 2030 | 590000 | 531625 |
| SHELL FINANCE US INC | 3.25% 06 Apr 2050 | 420000 | 282656 |
| SHIFT4 PAYMENTS LLC/FIN | 6.75% 15 Aug 2032 | 170000 | 172965 |
| SLC STUDENT LOAN TRUST | 1% 15 Mar 2055 | 698475 | 681164 |
| SLG OFFICE TRUST | 2.585% 15 Jul 2041 | 310000 | 260435 |
| SLM STUDENT LOAN TRUST | 1% 15 Oct 2041 | 578252 | 599012 |
| SLM STUDENT LOAN TRUST | 1% 25 Oct 2034 | 67527 | 67822 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Jan 2053 | 525456 | 520265 |
| SMB PRIVATE EDUCATION LOAN TRU | 5.09% 16 Oct 2056 | 239576 | 238032 |
| SOLVENTUM CORP | 5.45% 13 Mar 2031 | 260000 | 259802 |
| SOLVENTUM CORP | 5.6% 23 Mar 2034 | 360000 | 357973 |
| SOLVENTUM CORP | 5.9% 30 Apr 2054 | 270000 | 263153 |
| SOUTHERN NATURAL GAS | 8% 01 Mar 2032 | 120000 | 135253 |
| SPRINT CAPITAL CORP | 8.75% 15 Mar 2032 | 410000 | 489901 |
| SREIT TRUST | 1% 15 Nov 2036 | 910000 | 907929 |
| SUZANO AUSTRIA GMBH | 3.125% 15 Jan 2032 | 540000 | 447012 |
| SWS123349 CDS USD P V 03MEVENT | 1% 20 Dec 2034 | -8356000 | (8356000) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SWS123349 CDS USD R F 1.00000 | 1% 20 Dec 2034 | 8356000 | 8418687 |
| SWS123489 CDS USD P V 03MEVENT | 1% 20 Dec 2029 | -687100 | (687100) |
| SWS123489 CDS USD R F 5.00000 | 5% 20 Dec 2029 | 687100 | 740126 |
| T MOBILE USA INC | 3.5% 15 Apr 2025 | 210000 | 208986 |
| T MOBILE USA INC | 3.875% 15 Apr 2030 | 200000 | 188164 |
| T MOBILE USA INC | 3% 15 Feb 2041 | 120000 | 85434 |
| T MOBILE USA INC | 3.3% 15 Feb 2051 | 300000 | 197964 |
| T MOBILE USA INC | 3.375% 15 Apr 2029 | 60000 | 56087 |
| T MOBILE USA INC | 3.5% 15 Apr 2031 | 1210000 | 1096913 |
| T MOBILE USA INC | 2.25% 15 Nov 2031 | 420000 | 348453 |
| T MOBILE USA INC | 5.15% 15 Apr 2034 | 170000 | 166916 |
| TARGA RESOURCES CORP | 4.2% 01 Feb 2033 | 170000 | 154431 |
| TARGA RESOURCES CORP | 4.95% 15 Apr 2052 | 70000 | 58854 |
| TARGA RESOURCES PARTNERS | 4.875% 01 Feb 2031 | 230000 | 222341 |
| TEACHERS INSUR + ANNUITY | 4.9% 15 Sep 2044 | 240000 | 214265 |
| TENNESSEE GAS PIPELINE | 2.9% 01 Mar 2030 | 240000 | 214882 |
| TESLA AUTO LEASE TRUST | 5.89% 22 Jun 2026 | 942045 | 945368 |
| TEVA PHARMACEUTICALS NE | 5.125% 09 May 2029 | 2910000 | 2838269 |
| TIME WARNER CABLE LLC | 6.55% 01 May 2037 | 60000 | 57824 |
| TORONTO DOMINION BANK | 1.15% 12 Jun 2025 | 590000 | 580761 |
| TORONTO DOMINION BANK | 4.456% 08 Jun 2032 | 80000 | 75803 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Mar 2058 | 349008 | 342899 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Mar 2058 | 530498 | 508242 |
| TRANSCONT GAS PIPE LINE | 7.85% 01 Feb 2026 | 270000 | 276788 |
| TRANSDIGM INC | 7.125% 01 Dec 2031 | 170000 | 174274 |
| TRANSDIGM INC | 6.375% 01 Mar 2029 | 70000 | 70172 |
| TRANSDIGM INC | 6.625% 01 Mar 2032 | 80000 | 80720 |
| TRESTLES CLO LTD | 1% 25 Oct 2037 | 510000 | 511475 |
| TRINITAS CLO LTD | 1% 23 Jan 2037 | 250000 | 251938 |
| TRUIST FINANCIAL CORP | 1% 08 Jun 2027 | 220000 | 223450 |
| TSY INFL IX N/B | 1.125% 15 Jan 2033 | 1049083 | 965874 |
| TSY INFL IX N/B | 1.875% 15 Jul 2034 | 4577118 | 4438821 |
| UBS AG STAMFORD CT | 5% 09 Jul 2027 | 250000 | 251250 |
| UBS AG STAMFORD CT | 7.5% 15 Feb 2028 | 630000 | 674283 |
| UBS COMMERCIAL MORTGAGE TRUST | 3.418% 15 Dec 2050 | 175817 | 168557 |
| UBS GROUP AG | 1% 05 Jun 2026 | 500000 | 493975 |
| UBS GROUP AG | 1% 14 May 2032 | 1220000 | 1063108 |
| UBS GROUP AG | 1% 12 May 2028 | 310000 | 307759 |
| UNION PACIFIC CORP | 3.839% 20 Mar 2060 | 300000 | 214305 |
| UNION PACIFIC CORP | 2.891% 06 Apr 2036 | 660000 | 532052 |
| UNITED AIRLINES INC | 4.625% 15 Apr 2029 | 510000 | 484724 |
| UNITED MEXICAN STATES | 4.75% 08 Mar 2044 | 1130000 | 858303 |
| UNITED RENTALS NORTH AM | 3.875% 15 Feb 2031 | 540000 | 482425 |
| UNITED RENTALS NORTH AM | 3.75% 15 Jan 2032 | 130000 | 113824 |
| UNITED RENTALS NORTH AM | 6.125% 15 Mar 2034 | 190000 | 188562 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UNITEDHEALTH GROUP INC | 2.75% 15 May 2040 | 530000 | 372829 |
| UNITEDHEALTH GROUP INC | 3.125% 15 May 2060 | 120000 | 71326 |
| UNITEDHEALTH GROUP INC | 2.3% 15 May 2031 | 40000 | 33986 |
| UNITEDHEALTH GROUP INC | 4% 15 May 2029 | 190000 | 183584 |
| UNITEDHEALTH GROUP INC | 4.2% 15 May 2032 | 130000 | 122420 |
| UNITEDHEALTH GROUP INC | 5% 15 Apr 2034 | 190000 | 185201 |
| US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | 4800000 | (81258) |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | -4600000 | 56858 |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | -11200000 | 9648 |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 60300000 | (385302) |
| US BANCORP | 1.45% 12 May 2025 | 310000 | 306280 |
| US BANCORP | 1% 27 Jan 2028 | 30000 | 28419 |
| US BANCORP | 1% 12 Jun 2029 | 240000 | 245342 |
| US BANCORP | 1% 12 Jun 2034 | 100000 | 101900 |
| US DOLLAR | CURRENCY | 2554646 | 2554646 |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | -1400000 | 36859 |
| US TREASURY N/B | 3.625% 15 Feb 2044 | 10000 | 8442 |
| US TREASURY N/B | 2% 15 Aug 2051 | 20290000 | 11612855 |
| US TREASURY N/B | 1.875% 15 Nov 2051 | 17120000 | 9456125 |
| US TREASURY N/B | 2% 15 Nov 2041 | 2400000 | 1613250 |
| US TREASURY N/B | 2.25% 15 Feb 2052 | 1723000 | 1046453 |
| US TREASURY N/B | 3.625% 15 Feb 2053 | 1350000 | 1098773 |
| US TREASURY N/B | 3.875% 15 Feb 2043 | 1030000 | 909941 |
| US TREASURY N/B | 3.625% 15 May 2053 | 760000 | 619044 |
| US TREASURY N/B | 3.875% 15 May 2043 | 1720000 | 1516019 |
| US TREASURY N/B | 4.125% 15 Aug 2053 | 2250000 | 2007773 |
| US TREASURY N/B | 4.375% 15 Aug 2043 | 3230000 | 3042761 |
| US TREASURY N/B | 4.75% 15 Nov 2053 | 870000 | 862116 |
| US TREASURY N/B | 4.75% 15 Nov 2043 | 4700000 | 4645656 |
| US TREASURY N/B | 4.25% 15 Feb 2054 | 880000 | 804238 |
| US TREASURY N/B | 4.5% 15 Feb 2044 | 460000 | 439588 |
| US TREASURY N/B | 4.625% 15 May 2054 | 270000 | 262828 |
| US TREASURY N/B | 4.625% 15 May 2044 | 140000 | 135888 |
| US TREASURY N/B | 4.25% 15 Aug 2054 | 1270000 | 1162050 |
| US TREASURY N/B | 4.125% 15 Aug 2044 | 150000 | 135938 |
| US TREASURY N/B | 4.5% 15 Nov 2054 | 1250000 | 1193750 |
| US TREASURY N/B | 3.875% 30 Nov 2029 | 150000 | 146625 |
| US TREASURY N/B | 3.375% 15 May 2033 | 5000 | 4595 |
| US TREASURY N/B | 3.875% 15 Aug 2033 | 10000 | 9520 |
| US TREASURY N/B | 4.25% 28 Feb 2031 | 50000 | 49434 |
| US TREASURY N/B | 4.625% 31 May 2031 | 2690000 | 2712277 |
| US TREASURY N/B | 4.25% 30 Jun 2031 | 3270000 | 3228870 |
| US TREASURY N/B | 4% 31 Jul 2029 | 190000 | 186987 |
| US TREASURY N/B | 3.875% 15 Aug 2034 | 590000 | 558103 |
| US TREASURY N/B | 3.75% 31 Aug 2031 | 440000 | 421575 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| US TREASURY N/B | 3.625% 31 Aug 2029 | 1640000 | 1587981 |
| US TREASURY N/B | 3.375% 15 Sep 2027 | 580000 | 566769 |
| US TREASURY N/B | 4.125% 31 Oct 2029 | 130000 | 128507 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | -8000000 | 300719 |
| VENTURE GLOBAL CALCASIEU | 3.875% 01 Nov 2033 | 120000 | 103212 |
| VENTURE GLOBAL LNG INC | 7% 15 Jan 2030 | 240000 | 243710 |
| VERIZON COMMUNICATIONS | 4.5% 10 Aug 2033 | 30000 | 28286 |
| VERIZON COMMUNICATIONS | 1.75% 20 Jan 2031 | 950000 | 782392 |
| VERIZON COMMUNICATIONS | 2.65% 20 Nov 2040 | 450000 | 307076 |
| VERIZON COMMUNICATIONS | 3.55% 22 Mar 2051 | 1350000 | 951858 |
| VERIZON COMMUNICATIONS | 3.4% 22 Mar 2041 | 60000 | 45418 |
| VERIZON COMMUNICATIONS | 4.78% 15 Feb 2035 | 1391000 | 1325164 |
| VIKING CRUISES LTD | 7% 15 Feb 2029 | 280000 | 281016 |
| VIRGIN MEDIA SECURED FIN | 5.5% 15 May 2029 | 210000 | 196835 |
| VISA INC | 2.7% 15 Apr 2040 | 710000 | 517242 |
| VISA INC | 2.05% 15 Apr 2030 | 120000 | 104808 |
| VMED O2 UK FINAN | 4.75% 15 Jul 2031 | 200000 | 171730 |
| WALMART INC | 1.5% 22 Sep 2028 | 60000 | 53858 |
| WALMART INC | 1.8% 22 Sep 2031 | 60000 | 50072 |
| WALT DISNEY COMPANY/THE | 6.65% 15 Nov 2037 | 60000 | 66794 |
| WARNERMEDIA HOLDINGS INC | 4.279% 15 Mar 2032 | 40000 | 35244 |
| WARNERMEDIA HOLDINGS INC | 5.05% 15 Mar 2042 | 40000 | 32113 |
| WARNERMEDIA HOLDINGS INC | 5.391% 15 Mar 2062 | 310000 | 228219 |
| WARNERMEDIA HOLDINGS INC | 6.412% 15 Mar 2026 | 190000 | 190106 |
| WASTE CONNECTIONS INC | 5% 01 Mar 2034 | 210000 | 204845 |
| WELLS FARGO + COMPANY | 4.3% 22 Jul 2027 | 530000 | 522617 |
| WELLS FARGO + COMPANY | 4.75% 07 Dec 2046 | 640000 | 537882 |
| WELLS FARGO + COMPANY | 1% 04 Apr 2031 | 1280000 | 1235917 |
| WELLS FARGO + COMPANY | 1% 04 Apr 2051 | 1830000 | 1631848 |
| WELLS FARGO + COMPANY | 1% 30 Apr 2026 | 590000 | 584607 |
| WELLS FARGO + COMPANY | 1% 02 Jun 2028 | 490000 | 461276 |
| WELLS FARGO + COMPANY | 1% 02 Mar 2033 | 90000 | 78782 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2029 | 200000 | 202870 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2034 | 270000 | 269187 |
| WELLS FARGO COMMERCIAL MORTGAG | 5.309% 15 Aug 2057 | 280000 | 281086 |
| WESTERN MIDSTREAM OPERAT | 5.45% 01 Apr 2044 | 970000 | 861622 |
| WESTERN MIDSTREAM OPERAT | 4.05% 01 Feb 2030 | 400000 | 375088 |
| WHITEBOX CLO I LTD | 1% 24 Jul 2036 | 550000 | 551147 |
| WHITEBOX CLO III LTD | 1% 15 Oct 2035 | 1040000 | 1041488 |
| WHITEHORSE LTD | 1% 15 Oct 2031 | 243004 | 242907 |
| WILLIAMS COMPANIES INC | 5.15% 15 Mar 2034 | 330000 | 320658 |
| WILLIAMS COMPANIES INC | 8.75% 15 Mar 2032 | 410000 | 485112 |
| WILLIAMS COMPANIES INC | 5.75% 24 Jun 2044 | 60000 | 58101 |
| WILLIAMS COMPANIES INC | 4.85% 01 Mar 2048 | 240000 | 204833 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WOODWARD CAPITAL MANAGEMENT | 1% 25 Jun 2054 | 833962 | 845375 |
| WYNN RESORTS FINANCE LLC | 7.125% 15 Feb 2031 | 150000 | 156092 |
| ZF NA CAPITAL | 6.875% 23 Apr 2032 | 270000 | 256503 |
|  | **Total:EXHIBIT H - Total Bond Market Fund** | **Total:EXHIBIT H - Total Bond Market Fund** | $**413262888** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT I - Total Bond Market Fund** 

**(Managed by Pacific Investment Management Company)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value**  | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value**  | **(d) Cost** | **(e) Current**<br>**value**  |
| | | | | **(n/a)** | |
| | | |<br>**Shares/** <br>**Par Value**  | | |
|  | 10 RENEW POWER SUBSIDIAR | 4.5% 14 Jul 2028 | 1300000 |  | $1204918 |
|  | 317U71JA1 PIMCO | SWAPTION 1.958 CALL EUR 202503 | (3700000) |  | (6690) |
|  | 317U71KA9 PIMCO | SWAPTION 2.93 CALL GBP 2025030 | 3250000 |  | 409 |
|  | 317U71LA8 PIMCO | SWAPTION 3.25 CALL GBP 2025030 | 9200000 |  | 188 |
|  | 317U71MA7 PIMCO | SWAPTION 3.243 CALL GBP 202503 | (1000000) |  | (369) |
|  | 317U71PA4 PIMCO | SWAPTION 2.96 CALL GBP 2025031 | 3200000 |  | 560 |
|  | 317U71QA3 PIMCO | SWAPTION 2.008 CALL EUR 202503 | (3700000) |  | (9119) |
|  | 317U72BA7 PIMCO | SWAPTION 3.25 CALL GBP 2025031 | 14100000 |  | 376 |
|  | 317U72CA6 PIMCO | SWAPTION 3.255 CALL GBP 202503 | (1500000) |  | (709) |
|  | 317U72TA8 PIMCO | SWAPTION 3.25 CALL GBP 2025031 | 9300000 |  | 264 |
|  | 317U72UA6 PIMCO | SWAPTION 3.25 CALL GBP 2025031 | (1000000) |  | (483) |
|  | 317U73VA3 PIMCO | SWAPTION 3.25 CALL GBP 2025031 | 14000000 |  | 423 |
|  | 317U73WA2 PIMCO | SWAPTION 3.245 CALL GBP 202503 | (1500000) |  | (738) |
|  | 317U74RA6 PIMCO | SWAPTION 3.25 CALL GBP 2025031 | 14000000 |  | 448 |
|  | 317U74SA5 PIMCO | SWAPTION 3.25 CALL GBP 2025031 | (1500000) |  | (789) |
|  | 317U76GA3 PIMCO | SWAPTION 3.25 CALL GBP 2025031 | 14000000 |  | 592 |
|  | 317U76HA2 PIMCO | SWAPTION 3.25 CALL GBP 2025031 | (1500000) |  | (961) |
|  | 317U77ZA0 PIMCO | SWAPTION 2.94 CALL GBP 2025032 | 2900000 |  | 847 |
|  | 317U78AA5 PIMCO | SWAPTION 1.948 CALL EUR 202503 | (3300000) |  | (7606) |
|  | 317U7P1A7 PIMCO | SWAPTION 3.933 PUT USD 2025010 | (400000) |  | (4565) |
|  | 317U7PSA8 PIMCO | SWAPTION 3.896 PUT USD 2025010 | (300000) |  | (4416) |
|  | 317U7PTA7 PIMCO | SWAPTION 3.496 CALL USD 202501 | (300000) |  | 0 |
|  | 317U7PUA5 PIMCO | SWAPTION 2.22 PUT EUR 20250106 | (300000) |  | (3942) |
|  | 317U7Q3A3 PIMCO | SWAPTION 3.9 PUT USD 20250106 | (400000) |  | (5768) |
|  | 317U7Q4A2 PIMCO | SWAPTION 3.5 CALL USD 20250106 | (400000) |  | 0 |
|  | 317U7QCA3 PIMCO | SWAPTION 3.85 PUT USD 20250106 | (200000) |  | (3653) |
|  | 317U7RVA0 PIMCO | SWAPTION 3.97 PUT USD 20250113 | (200000) |  | (2203) |
|  | 317U7RWA9 PIMCO | SWAPTION 3.62 CALL USD 2025011 | (200000) |  | (10) |
|  | 317U7S7A5 PIMCO | SWAPTION 4.071 PUT USD 2025011 | (300000) |  | (1807) |
|  | 317U7S8A4 PIMCO | SWAPTION 3.721 CALL USD 202501 | (300000) |  | (58) |
|  | 317U7SCA9 PIMCO | SWAPTION 3.46 CALL USD 2025061 | 7700000 |  | 7041 |
|  | 317U7SDA8 PIMCO | SWAPTION 3.49 CALL USD 2025061 | (900000) |  | (5708) |
|  | 317U7SEA7 PIMCO | SWAPTION 4.1 PUT USD 20250116 | (200000) |  | (1113) |
|  | 317U7SFA6 PIMCO | SWAPTION 3.7 CALL USD 20250116 | (200000) |  | (55) |
|  | 317U7SOA6 PIMCO | SWAPTION 4.09 PUT USD 20250117 | (400000) |  | (2452) |
|  | 317U7SPA5 PIMCO | SWAPTION 3.69 CALL USD 2025011 | (400000) |  | (116) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| 317U7UDA3 PIMCO | SWAPTION 4.275 PUT USD 2025012 | (700000) | (1520) |
| 317U7UEA2 PIMCO | SWAPTION 3.875 CALL USD 202501 | (700000) | (1554) |
| 317U7UHA9 PIMCO | SWAPTION 3.57 CALL USD 2025062 | 15300000 | 17699 |
| 317U7UIA8 PIMCO | SWAPTION 3.58 CALL USD 2025062 | (1800000) | (14479) |
| 317U7UVA3 PIMCO | SWAPTION 4.222 PUT USD 2025012 | (400000) | (1246) |
| 317U7UWA2 PIMCO | SWAPTION 3.822 CALL USD 202501 | (400000) | (595) |
| 317U7UXA1 PIMCO | SWAPTION 4.3 PUT USD 20250123 | (400000) | (823) |
| 317U7UYA0 PIMCO | SWAPTION 3.9 CALL USD 20250123 | (400000) | (1179) |
| 317U7VJA5 PIMCO | SWAPTION 3.908 CALL USD 202501 | (300000) | (976) |
| 317U7VKA3 PIMCO | SWAPTION 4.308 PUT USD 2025012 | (300000) | (620) |
| 317U7VRA6 PIMCO | SWAPTION 3.6 CALL USD 20250626 | 17000000 | 21755 |
| 317U7VSA5 PIMCO | SWAPTION 3.67 CALL USD 2025062 | (2000000) | (20365) |
| AERCAP IRELAND CAP/GLOBA | 6.1% 15 Jan 2027 | 100000 | 102322 |
| AES CORP/THE | 2.45% 15 Jan 2031 | 100000 | 83294 |
| AES CORP/THE | 5.45% 01 Jun 2028 | 650000 | 653374 |
| ALLY FINANCIAL INC | 2.2% 02 Nov 2028 | 1500000 | 1335255 |
| AMEREN MISSOURI SEC FU I | 4.85% 01 Oct 2041 | 500000 | 489130 |
| AMERICAN MEDICAL SYST EU | 3.375% 08 Mar 2029 | 700000 | 737622 |
| AMGEN INC | 4.875% 01 Mar 2053 | 1200000 | 1028724 |
| AMGEN INC | 5.75% 02 Mar 2063 | 600000 | 575508 |
| ANGEL OAK MORTGAGE TRUST | 1% 25 Jan 2069 | 1269227 | 1276130 |
| APIDOS CLO LTD | 1% 20 Oct 2030 | 717863 | 717648 |
| ARBOR REALTY COLLATERALIZED LO | 1% 15 Nov 2036 | 962749 | 962771 |
| AREIT CRE TRUST | 1% 17 Jun 2039 | 1199953 | 1200347 |
| AURIUM CLO | 1% 15 May 2034 | 1000000 | 1030012 |
| AUSTRALIAN DOLLAR | FOREIGN CURRENCY | 184018 | 113935 |
| AVOLON HOLDINGS FNDG LTD | 6.375% 04 May 2028 | 800000 | 822368 |
| BANC OF AMERICA MERRILL LYNCH | 1% 15 Sep 2038 | 1300000 | 1238702 |
| BANCO SANTANDER SA | 1% 24 Mar 2028 | 1200000 | 1174428 |
| BANCO SANTANDER SA | 6.607% 07 Nov 2028 | 400000 | 420460 |
| BANK OF AMERICA CORP | 1% 21 Jul 2032 | 1300000 | 1084031 |
| BANK OF AMERICA CORP | 1% 10 Nov 2028 | 1200000 | 1241268 |
| BANK OF AMERICA NA | 1% 18 Aug 2026 | 800000 | 806384 |
| BANK OF MONTREAL | 4.689% 28 Jun 2028 | 1000000 | 999920 |
| BARCLAYS COMMERCIAL MORTGAGE S | 1% 15 Jul 2037 | 1261000 | 1246369 |
| BARCLAYS COMMERCIAL MORTGAGE S | 1% 15 Apr 2055 | 2400000 | 2158091 |
| BARCLAYS PLC | 1% 16 May 2029 | 2200000 | 2180640 |
| BARCLAYS PLC | 1% 02 Nov 2026 | 300000 | 305406 |
| BARCLAYS PLC | 1% 02 Nov 2028 | 200000 | 211934 |
| BAYER US FINANCE LLC | 6.25% 21 Jan 2029 | 700000 | 714840 |
| BAYER US FINANCE LLC | 6.5% 21 Nov 2033 | 1600000 | 1626688 |
| BDS LTD | 1% 16 Dec 2036 | 764686 | 764225 |
| BIRCH GROVE CLO LTD. | 1% 17 Jul 2037 | 1300000 | 1309100 |
| BNP PARIBAS | 1% 19 Apr 2032 | 2500000 | 2122275 |
| BNPP AM EURO CLO | 1% 22 Jul 2032 | 1299143 | 1338806 |
| BOA FUTURES COC | BOA FUTURES CCBOSXUS1 | 1213000 | 1213000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BOEING CO | 2.7% 01 Feb 2027 | 800000 | 762136 |
| BOOST NEWCO BORROWER LLC | 7.5% 15 Jan 2031 | 400000 | 419068 |
| BPCE SA | 1% 19 Jul 2033 | 1900000 | 1873438 |
| BRANDYWINE OPER PARTNERS | 3.95% 15 Nov 2027 | 500000 | 473910 |
| BRISTOL MYERS SQUIBB CO | 4.95% 20 Feb 2026 | 900000 | 904563 |
| BROADCOM INC | 3.137% 15 Nov 2035 | 1300000 | 1061463 |
| BWU01H5V6 IRS USD P F 1.75000 | 1.75% 15 Jun 2032 | (1800000) | (1534197) |
| BWU01H5V6 IRS USD R V 12MSOFR | 1% 15 Jun 2032 | 1800000 | 1800000 |
| BWU01JHW7 IRS USD P F 2.00000 | 2% 21 Dec 2032 | (22950000) | (19747802) |
| BWU01JHW7 IRS USD R V 12MSOFR | 1% 21 Dec 2032 | 22950000 | 22950000 |
| BWU01JI06 IRS USD P F 1.75000 | 1.75% 21 Dec 2052 | (2800000) | (1763542) |
| BWU01JI06 IRS USD R V 12MSOFR | 1% 21 Dec 2052 | 2800000 | 2800000 |
| BWU01KYT2 IRS USD P F 2.61740 | 2.617% 15 Feb 2048 | (2000000) | (1571063) |
| BWU01KYT2 IRS USD R V 12MSOFR | 1% 15 Feb 2048 | 2000000 | 2000000 |
| BWU01PC24 IRS USD P F 3.50000 | 3.5% 20 Sep 2025 | (300000) | (298389) |
| BWU01PC24 IRS USD R V 12MSOFR | 1% 20 Sep 2025 | 300000 | 300000 |
| BWU0203Z5 IRS USD P F 4.00000 | 4% 20 Jun 2026 | (7200000) | (7186411) |
| BWU0203Z5 IRS USD R V 12MSOFR | 1% 20 Jun 2026 | 7200000 | 7200000 |
| BWU0206W9 IRS USD P F 3.50000 | 3.5% 20 Jun 2054 | (6000000) | (5542798) |
| BWU0206W9 IRS USD R V 12MSOFR | 1% 20 Jun 2054 | 6000000 | 6000000 |
| BWU020B78 IRS USD P F 3.50000 | 3.5% 18 Dec 2025 | (4200000) | (4173028) |
| BWU020B78 IRS USD R V 12MSOFR | 1% 18 Dec 2025 | 4200000 | 4200000 |
| BWU020IY2 IRS USD P F 3.67000 | 3.67% 08 Jan 2034 | (20000) | (19406) |
| BWU020IY2 IRS USD R V 12MSOFR | 1% 08 Jan 2034 | 20000 | 20000 |
| BWU020M68 IRS USD P F 3.66674 | 3.666% 31 May 2028 | (3300000) | (3258687) |
| BWU020M68 IRS USD R V 12MSOFR | 1% 31 May 2028 | 3300000 | 3300000 |
| BWU021193 IRS USD P F 3.75251 | 3.752% 15 Aug 2033 | (1400000) | (1368358) |
| BWU021193 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 1400000 | 1400000 |
| BWU0213Z3 IRS USD P F 3.71653 | 3.716% 15 Aug 2033 | (2500000) | (2436988) |
| BWU0213Z3 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 2500000 | 2500000 |
| BWU021581 IRS USD P F 3.72680 | 3.726% 31 Oct 2030 | (800000) | (786723) |
| BWU021581 IRS USD R V 12MSOFR | 1% 31 Oct 2030 | 800000 | 800000 |
| BWU021599 IRS USD P F 3.72186 | 3.721% 31 Oct 2030 | (400000) | (393259) |
| BWU021599 IRS USD R V 12MSOFR | 1% 31 Oct 2030 | 400000 | 400000 |
| BWU0216Y3 IRS USD P F 3.73910 | 3.739% 31 Oct 2030 | (800000) | (787231) |
| BWU0216Y3 IRS USD R V 12MSOFR | 1% 31 Oct 2030 | 800000 | 800000 |
| BWU021AI3 IRS USD P F 3.80740 | 3.807% 31 May 2028 | (2500000) | (2479829) |
| BWU021AI3 IRS USD R V 12MSOFR | 1% 31 May 2028 | 2500000 | 2500000 |
| BWU021B84 IRS USD P F 3.73172 | 3.731% 31 Oct 2030 | (600000) | (590194) |
| BWU021B84 IRS USD R V 12MSOFR | 1% 31 Oct 2030 | 600000 | 600000 |
| BWU021B92 IRS USD P F 3.74267 | 3.742% 15 Aug 2033 | (500000) | (488343) |
| BWU021B92 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 500000 | 500000 |
| BWU021BN1 IRS USD P F 3.74463 | 3.744% 15 Aug 2033 | (1600000) | (1562925) |
| BWU021BN1 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 1600000 | 1600000 |
| BWU021EN8 IRS USD P F 3.75375 | 3.753% 15 Aug 2033 | (900000) | (879739) |
| BWU021EN8 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 900000 | 900000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BWU024H09 IRS USD P F 5.16000 | 5.16% 31 May 2025 | (3900000) | (3912086) |
| BWU024H09 IRS USD R V 12MSOFR | 1% 31 May 2025 | 3900000 | 3900000 |
| BWU025TK9 IRS USD P F 3.75000 | 3.75% 18 Dec 2026 | (4800000) | (4769589) |
| BWU025TK9 IRS USD R V 12MSOFR | 1% 18 Dec 2026 | 4800000 | 4800000 |
| BWU025U43 IRS USD P F 3.50000 | 3.5% 18 Dec 2054 | (2700000) | (2497795) |
| BWU025U43 IRS USD R V 12MSOFR | 1% 18 Dec 2054 | 2700000 | 2700000 |
| BWU028800 IRS USD P F 3.69392 | 3.693% 30 Apr 2031 | (3475000) | (3406605) |
| BWU028800 IRS USD R V 12MSOFR | 1% 30 Apr 2031 | 3475000 | 3475000 |
| BWU028UV7 IRS USD P F 3.67900 | 3.679% 13 Aug 2034 | (400000) | (387556) |
| BWU028UV7 IRS USD R V 12MSOFR | 1% 13 Aug 2034 | 400000 | 400000 |
| BWU02A2D3 IRS EUR P F 2.25000 | 2.25% 19 Mar 2055 | (3425000) | (3624058) |
| BWU02A2D3 IRS EUR R V 06MEURIB | 1% 19 Mar 2055 | 3425000 | 3546588 |
| BWU02A7Z9 IRS USD P F 3.55500 | 3.555% 28 Aug 2034 | (600000) | (575353) |
| BWU02A7Z9 IRS USD R V 12MSOFR | 1% 28 Aug 2034 | 600000 | 600000 |
| BWU02ABQ4 IRS USD P F 3.51400 | 3.514% 04 Sep 2034 | (700000) | (668419) |
| BWU02ABQ4 IRS USD R V 12MSOFR | 1% 04 Sep 2034 | 700000 | 700000 |
| BWU02ABR2 IRS USD P F 3.52500 | 3.525% 04 Sep 2034 | (700000) | (669514) |
| BWU02ABR2 IRS USD R V 12MSOFR | 1% 04 Sep 2034 | 700000 | 700000 |
| BWU02D0G2 IRS USD P F 3.79000 | 3.79% 31 Oct 2031 | (400000) | (394100) |
| BWU02D0G2 IRS USD R V 12MSOFR | 1% 31 Oct 2031 | 400000 | 400000 |
| BWU02D676 IRS USD P F 3.71000 | 3.71% 30 Nov 2031 | (7400000) | (7254660) |
| BWU02D676 IRS USD R V 12MSOFR | 1% 30 Nov 2031 | 7400000 | 7400000 |
| BWU02DSM9 IRS USD P F 3.76473 | 3.764% 17 Dec 2054 | (500000) | (485479) |
| BWU02DSM9 IRS USD R V 12MSOFR | 1% 17 Dec 2054 | 500000 | 500000 |
| BWU02DT48 IRS CAD P F 2.90000 | 2.9% 01 Jun 2033 | (1300000) | (905742) |
| BWU02DT48 IRS CAD R V 06MCORRA | 1% 01 Jun 2033 | 1300000 | 903908 |
| BX TRUST | 1% 15 Oct 2036 | 1012372 | 1006066 |
| CAIXABANK SA | 1% 13 Sep 2027 | 700000 | 718116 |
| CALIFORNIA ST HLTH FACS FING A | 4.19% 01 Jun 2037 | 1200000 | 1089787 |
| CANADIAN DOLLAR | FOREIGN CURRENCY | 74157 | 51562 |
| CANTOR FITZGERALD LP | 7.2% 12 Dec 2028 | 800000 | 835824 |
| CAPITAL FOUR US CLO | 1% 20 Jan 2037 | 900000 | 906030 |
| CARVANA AUTO RECEIVABLES TRUST | 5.77% 12 Apr 2027 | 322993 | 323949 |
| CARVANA AUTO RECEIVABLES TRUST | 5.62% 10 Jan 2029 | 850000 | 860160 |
| CARVANA AUTO RECEIVABLES TRUST | 5.74% 13 Nov 2029 | 500000 | 511768 |
| CASSA DEPOSITI E PRESTIT | 5.875% 30 Apr 2029 | 1900000 | 1934371 |
| CBAMR LTD | 1% 15 Jul 2037 | 1200000 | 1206840 |
| CCBOSHUS6 BANK OF AMERICA CCPC | CCBOSHUS6 BANK OF AMERICA CCPC | 1169000 | 1169000 |
| CCBOSZUS6 BOA CCPC COC | CCBOSZUS6 BOA CCPC COC | 27000 | 27000 |
| CCSCXIUS6 STANDARD CHARTER BOC | CCSCXIUS6 STANDARD CHARTER BOC | (100000) | (100000) |
| CENCORA INC | 4.75% 15 Jan 2025 | 1200000 | 1197783 |
| CENTENE CORP | 3% 15 Oct 2030 | 2168000 | 1870464 |
| CENTENE CORP | 2.625% 01 Aug 2031 | 400000 | 328948 |
| CHARLES SCHWAB CORP | 1% 17 Nov 2029 | 400000 | 416628 |
| CHARTER COMM OPT LLC/CAP | 3.95% 30 Jun 2062 | 2600000 | 1583530 |
| CHASE MORTGAGE FINANCE CORPORA | 1% 25 Jun 2055 | 1198658 | 1202527 |
| CITIBANK NA | 4.838% 06 Aug 2029 | 1000000 | 993270 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CITIGROUP INC | 1% 03 Nov 2032 | 1300000 | 1082081 |
| COLONY MORTGAGE CAPITAL LTD | 1% 15 Nov 2038 | 1115743 | 1101924 |
| COLUMBIA PIPELINE HOLDCO | 5.097% 01 Oct 2031 | 1000000 | 974680 |
| COMMONSPIRIT HEALTH | 6.073% 01 Nov 2027 | 800000 | 825216 |
| CON EDISON CO OF NY INC | 5.5% 15 Mar 2034 | 600000 | 610548 |
| CONSTELLATION BRANDS INC | 4.8% 15 Jan 2029 | 800000 | 794104 |
| CONTINENTAL RESOURCES | 5.75% 15 Jan 2031 | 1000000 | 988440 |
| COOPERAT RABOBANK UA/NY | 5.5% 18 Jul 2025 | 800000 | 803256 |
| COOPERATIEVE RABOBANK UA | 1% 28 Feb 2029 | 400000 | 405104 |
| COPT DEFENSE PROP LP | 2.9% 01 Dec 2033 | 1400000 | 1124256 |
| COREBRIDGE GLOB FUNDING | 5.9% 19 Sep 2028 | 200000 | 205396 |
| CRESTLINE DENALI CLO XIV, LTD | 1% 23 Oct 2031 | 603614 | 603735 |
| CROSS MORTGAGE TRUST | 1% 25 Jun 2069 | 1237888 | 1245792 |
| CUBESMART LP | 2.5% 15 Feb 2032 | 500000 | 418015 |
| CUMULUS STATIC CLO | 1% 15 Nov 2033 | 883605 | 913967 |
| CURRENCY CONTRACT | AUD/USD | 0 | 1942 |
| CURRENCY CONTRACT | BRL/USD | 0 | (149464) |
| CURRENCY CONTRACT | BRL/USD | 0 | 34705 |
| CURRENCY CONTRACT | CAD/USD | 0 | 11009 |
| CURRENCY CONTRACT | CAD/USD | 0 | 15052 |
| CURRENCY CONTRACT | CAD/USD | 0 | 9058 |
| CURRENCY CONTRACT | DKK/USD | 0 | 2331 |
| CURRENCY CONTRACT | EUR/USD | 0 | 159916 |
| CURRENCY CONTRACT | GBP/USD | 0 | 88809 |
| CURRENCY CONTRACT | ILS/USD | 0 | (947) |
| CURRENCY CONTRACT | INR/USD | 0 | (5520) |
| CURRENCY CONTRACT | INR/USD | 0 | (3229) |
| CURRENCY CONTRACT | INR/USD | 0 | (3019) |
| CURRENCY CONTRACT | INR/USD | 0 | 1108 |
| CURRENCY CONTRACT | INR/USD | 0 | 860 |
| CURRENCY CONTRACT | INR/USD | 0 | 891 |
| CURRENCY CONTRACT | INR/USD | 0 | 2079 |
| CURRENCY CONTRACT | INR/USD | 0 | 1689 |
| CURRENCY CONTRACT | INR/USD | 0 | 693 |
| CURRENCY CONTRACT | INR/USD | 0 | 1989 |
| CURRENCY CONTRACT | INR/USD | 0 | 725 |
| CURRENCY CONTRACT | INR/USD | 0 | 1274 |
| CURRENCY CONTRACT | INR/USD | 0 | 82 |
| CURRENCY CONTRACT | INR/USD | 0 | (48) |
| CURRENCY CONTRACT | INR/USD | 0 | (2631) |
| CURRENCY CONTRACT | INR/USD | 0 | (5597) |
| CURRENCY CONTRACT | INR/USD | 0 | (3260) |
| CURRENCY CONTRACT | INR/USD | 0 | (3213) |
| CURRENCY CONTRACT | INR/USD | 0 | (3080) |
| CURRENCY CONTRACT | INR/USD | 0 | (3150) |
| CURRENCY CONTRACT | INR/USD | 0 | (3394) |
| CURRENCY CONTRACT | INR/USD | 0 | (3145) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | INR/USD | 0 | (3260) |
| CURRENCY CONTRACT | INR/USD | 0 | (3371) |
| CURRENCY CONTRACT | INR/USD | 0 | (3203) |
| CURRENCY CONTRACT | INR/USD | 0 | (3350) |
| CURRENCY CONTRACT | INR/USD | 0 | (1994) |
| CURRENCY CONTRACT | INR/USD | 0 | (826) |
| CURRENCY CONTRACT | INR/USD | 0 | (2349) |
| CURRENCY CONTRACT | INR/USD | 0 | (874) |
| CURRENCY CONTRACT | INR/USD | 0 | (1549) |
| CURRENCY CONTRACT | INR/USD | 0 | (103) |
| CURRENCY CONTRACT | INR/USD | 0 | 60 |
| CURRENCY CONTRACT | INR/USD | 0 | (1260) |
| CURRENCY CONTRACT | INR/USD | 0 | (979) |
| CURRENCY CONTRACT | INR/USD | 0 | (1009) |
| CURRENCY CONTRACT | INR/USD | 0 | (2355) |
| CURRENCY CONTRACT | JPY/USD | 0 | 149 |
| CURRENCY CONTRACT | JPY/USD | 0 | 256 |
| CURRENCY CONTRACT | JPY/USD | 0 | 108 |
| CURRENCY CONTRACT | JPY/USD | 0 | 6990 |
| CURRENCY CONTRACT | MXN/USD | 0 | (7571) |
| CURRENCY CONTRACT | MXN/USD | 0 | (22882) |
| CURRENCY CONTRACT | PEN/USD | 0 | 2226 |
| CURRENCY CONTRACT | PEN/USD | 0 | 315 |
| CURRENCY CONTRACT | PEN/USD | 0 | 1511 |
| CURRENCY CONTRACT | PEN/USD | 0 | 889 |
| CURRENCY CONTRACT | PEN/USD | 0 | 919 |
| CURRENCY CONTRACT | PEN/USD | 0 | 494 |
| CURRENCY CONTRACT | PEN/USD | 0 | 1905 |
| CURRENCY CONTRACT | SGD/USD | 0 | 6566 |
| CURRENCY CONTRACT | SGD/USD | 0 | 7780 |
| CURRENCY CONTRACT | SGD/USD | 0 | 5526 |
| CURRENCY CONTRACT | SGD/USD | 0 | 2249 |
| CURRENCY CONTRACT | TWD/USD | 0 | 2064 |
| CURRENCY CONTRACT | TWD/USD | 0 | 2565 |
| CURRENCY CONTRACT | TWD/USD | 0 | 1257 |
| CURRENCY CONTRACT | TWD/USD | 0 | 463 |
| CURRENCY CONTRACT | TWD/USD | 0 | 441 |
| CURRENCY CONTRACT | TWD/USD | 0 | 546 |
| CURRENCY CONTRACT | TWD/USD | 0 | 3428 |
| CURRENCY CONTRACT | TWD/USD | 0 | 2066 |
| CURRENCY CONTRACT | TWD/USD | 0 | 3624 |
| CURRENCY CONTRACT | TWD/USD | 0 | 3299 |
| CURRENCY CONTRACT | TWD/USD | 0 | 3366 |
| CURRENCY CONTRACT | TWD/USD | 0 | 2779 |
| CURRENCY CONTRACT | TWD/USD | 0 | 2776 |
| CURRENCY CONTRACT | TWD/USD | 0 | (376) |
| CURRENCY CONTRACT | TWD/USD | 0 | (241) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | TWD/USD | 0 | (368) |
| CURRENCY CONTRACT | TWD/USD | 0 | 156 |
| CURRENCY CONTRACT | TWD/USD | 0 | 51 |
| CURRENCY CONTRACT | TWD/USD | 0 | 334 |
| DANISH KRONE | FOREIGN CURRENCY | 497 | 69 |
| DANSKE BANK A/S | 1% 01 Apr 2028 | 1200000 | 1182276 |
| DBS GROUP HOLDINGS LTD | 1% 12 Sep 2025 | 900000 | 901332 |
| DEUTSCHE BANK NY | 1% 18 Sep 2031 | 400000 | 358552 |
| DEUTSCHE BANK NY | 1% 28 May 2032 | 800000 | 685376 |
| DEUTSCHE BANK NY | 1% 16 Nov 2027 | 1300000 | 1235429 |
| DEUTSCHE BANK NY | 1% 18 Jan 2029 | 900000 | 933849 |
| DTE ENERGY CO | 5.1% 01 Mar 2029 | 500000 | 501080 |
| DUKE ENERGY CORP | 3.75% 01 Apr 2031 | 800000 | 841754 |
| ELEVATION CLO LTD | 1% 25 Oct 2030 | 443833 | 443611 |
| EPR PROPERTIES | 3.75% 15 Aug 2029 | 1000000 | 925780 |
| EURO CURRENCY | FOREIGN CURRENCY | 136808 | 141664 |
| EURO-BOBL FUTURE MAR 25 | XEUR 20250306 | (300000) | 2555 |
| EURO-BOBL OPTION FEB 25C 119.2 | EXP 01/24/2025 | (3000) | (202) |
| EURO-BOBL OPTION FEB 25P 117.5 | EXP 01/24/2025 | (3000) | (854) |
| EURO-BUND FUTURE MAR 25 | XEUR 20250306 | (100000) | 2350 |
| EURO-BUND OPTION FEB 25C 136.5 | EXP 01/24/2025 | (2000) | (186) |
| EURO-BUND OPTION FEB 25C 138 | EXP 01/24/2025 | (2000) | (62) |
| EURO-BUND OPTION FEB 25P 133.5 | EXP 01/24/2025 | (2000) | (1740) |
| EURO-BUND OPTION FEB 25P 134.5 | EXP 01/24/2025 | (2000) | (3003) |
| EURO-BUND WEEK OPTFEB25C 138.5 | EXP 01/10/2025 | (2000) | (21) |
| EURO-BUND WEEK OPTFEB25P 135.5 | EXP 01/10/2025 | (2000) | (4370) |
| EXELON CORP | 5.15% 15 Mar 2028 | 600000 | 603444 |
| EXELON CORP | 5.15% 15 Mar 2029 | 100000 | 100512 |
| EXETER AUTOMOBILE RECEIVABLES | 5.7% 15 May 2026 | 288641 | 288822 |
| EXPAND ENERGY CORP | 5.7% 15 Jan 2035 | 300000 | 295158 |
| EXPEDIA GROUP INC | 3.25% 15 Feb 2030 | 900000 | 829008 |
| FED HM LN PC POOL QC4071 | 3% 01 Jul 2051 | 893909 | 759573 |
| FED HM LN PC POOL QC4415 | 3% 01 Jul 2051 | 873322 | 742080 |
| FED HM LN PC POOL QC6456 | 3% 01 Sep 2051 | 924307 | 785403 |
| FED HM LN PC POOL QC6749 | 3% 01 Jul 2051 | 821979 | 698453 |
| FED HM LN PC POOL QD8103 | 2% 01 Mar 2052 | 6732606 | 5242938 |
| FED HM LN PC POOL QD8673 | 3% 01 Mar 2052 | 9025468 | 7668927 |
| FED HM LN PC POOL QE3080 | 3% 01 May 2052 | 949647 | 806913 |
| FED HM LN PC POOL QE8941 | 5% 01 Sep 2052 | 8236256 | 7978893 |
| FED HM LN PC POOL QF0107 | 5.5% 01 Sep 2052 | 166380 | 164903 |
| FED HM LN PC POOL QG1634 | 5% 01 Apr 2053 | 519344 | 501261 |
| FED HM LN PC POOL QH0398 | 5% 01 Sep 2053 | 91732 | 89108 |
| FED HM LN PC POOL RA9057 | 5% 01 May 2053 | 1570050 | 1515878 |
| FED HM LN PC POOL RJ0049 | 5% 01 Oct 2053 | 25274 | 24398 |
| FED HM LN PC POOL SD2524 | 4% 01 Oct 2052 | 466013 | 426971 |
| FED HM LN PC POOL SD4987 | 5% 01 Dec 2053 | 9391568 | 9070185 |
| FED HM LN PC POOL SD4998 | 5% 01 Sep 2053 | 825591 | 796844 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL SD8225 | 3% 01 Jul 2052 | 356517 | 303147 |
| FED HM LN PC POOL SD8331 | 5.5% 01 Jun 2053 | 1738498 | 1718311 |
| FED HM LN PC POOL SD8367 | 5.5% 01 Oct 2053 | 1107402 | 1094269 |
| FED HM LN PC POOL SD8371 | 5% 01 Nov 2053 | 13729123 | 13251074 |
| FED HM LN PC POOL SD8408 | 5.5% 01 Mar 2054 | 187975 | 185627 |
| FED HM LN PC POOL SD8453 | 5.5% 01 Aug 2054 | 9704751 | 9583520 |
| FNMA POOL BS7947 | 4.55% 01 Mar 2028 | 500000 | 496229 |
| FNMA POOL BS9245 |  | 100000 | 99833 |
| FNMA POOL BU8945 | 3% 01 Apr 2052 | 881004 | 750942 |
| FNMA POOL BV5376 | 3% 01 Apr 2052 | 3931660 | 3343547 |
| FNMA POOL BW1374 | 4.5% 01 Nov 2052 | 1844676 | 1737268 |
| FNMA POOL BW1788 | 3% 01 Jun 2052 | 855327 | 730346 |
| FNMA POOL BW2909 | 3% 01 Jun 2052 | 896046 | 765116 |
| FNMA POOL BW2935 | 3% 01 Jun 2052 | 890809 | 760643 |
| FNMA POOL BX0836 | 5.5% 01 Jan 2053 | 497724 | 494587 |
| FNMA POOL BY6786 | 5.5% 01 Aug 2053 | 1718224 | 1698482 |
| FNMA POOL CB3242 | 3% 01 Apr 2052 | 2067537 | 1756105 |
| FNMA POOL CB3277 | 3% 01 Apr 2052 | 1927766 | 1639945 |
| FNMA POOL CB3278 | 3% 01 Apr 2052 | 2062524 | 1751847 |
| FNMA POOL CB3360 | 3% 01 Apr 2052 | 2023049 | 1720766 |
| FNMA POOL CB5405 | 4.5% 01 Oct 2052 | 1180500 | 1111946 |
| FNMA POOL DA0866 | 5.5% 01 Sep 2053 | 904968 | 894458 |
| FNMA POOL FS2190 | 1% 01 Jun 2052 | 500321 | 462416 |
| FNMA POOL FS3097 | 1% 01 Oct 2052 | 83399 | 77277 |
| FNMA POOL FS3519 | 1% 01 Nov 2052 | 1003549 | 945427 |
| FNMA POOL FS4354 | 1% 01 Sep 2052 | 94952 | 89486 |
| FNMA POOL MA4733 | 4.5% 01 Sep 2052 | 1002032 | 944153 |
| FNMA POOL MA5127 | 4% 01 Aug 2053 | 0 | 0 |
| FNMA POOL MA5605 | 3.5% 01 Jan 2055 | 9447056 | 8355876 |
| FNMA TBA 30 YR 2 | 2% 15 Feb 2055 | (900000) | (700118) |
| FNMA TBA 30 YR 2.5 | 2.5% 13 Feb 2055 | 11300000 | 9199624 |
| FNMA TBA 30 YR 3 | 3% 13 Feb 2055 | 6500000 | 5518975 |
| FNMA TBA 30 YR 3.5 | 3.5% 15 Feb 2055 | 16952000 | 14989806 |
| FNMA TBA 30 YR 4 | 4% 13 Feb 2055 | 26000000 | 23753756 |
| FNMA TBA 30 YR 4.5 | 4.5% 15 Jan 2055 | 17650000 | 16598731 |
| FNMA TBA 30 YR 4.5 | 4.5% 15 Mar 2055 | 1250000 | 1173682 |
| FNMA TBA 30 YR 4.5 | 4.5% 12 Dec 2054 | 1250000 | 1175484 |
| FNMA TBA 30 YR 4.5 | 4.5% 12 Dec 2054 | (1250000) | (1175484) |
| FNMA TBA 30 YR 5 | 5% 13 Feb 2055 | 25600000 | 24692710 |
| FNMA TBA 30 YR 5.5 | 5.5% 15 Feb 2055 | 14900000 | 14698120 |
| FNMA TBA 30 YR 6 | 6% 15 Feb 2055 | 3500000 | 3514945 |
| FORD MOTOR COMPANY | 3.25% 12 Feb 2032 | 1500000 | 1246770 |
| FORD MOTOR CREDIT CO LLC | 4% 13 Nov 2030 | 2400000 | 2159520 |
| FORTRESS CBO INVESTMENTS LTD | 1% 23 Feb 2039 | 361742 | 354623 |
| FREDDIE MAC | 1% 15 Apr 2049 | 878256 | 880332 |
| FREDDIE MAC | 1% 15 Dec 2050 | 1927340 | 1923599 |
| FREDDIE MAC | 1% 25 May 2054 | 1421252 | 1413303 |
| FUTURES MERRILL LYNCH COC | SWAP CASH COLLATERALAL USD | 15000 | 15000 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | GNMA II TBA 30 YR 2 | 2% 15 Jan 2055 | 900000 | 719085 |
| | GOLDEN ST TOBACCO SECURITIZATI | 3.85% 01 Jun 2050 | 410000 | 379870 |
| | GOLDENTREE LOAN MANAGEMENT US | 1% 24 Apr 2031 | 742758 | 742609 |
| | GOLDMAN SACH AND CO | TBA CASH COLLATERAL | 290000 | 290000 |
| | GOLDMAN SACHS GROUP INC | 1% 24 Oct 2029 | 600000 | 628494 |
| | GOLDMAN SACHS GROUP INC | 1% 25 Apr 2030 | 800000 | 816888 |
| | GOLDMAN SACHS GROUP INC | 1% 27 Jan 2032 | 1300000 | 1074021 |
| | GOLDMAN SACHS GROUP INC | 1% 10 Aug 2026 | 600000 | 603348 |
| | GOLDMAN SACHS GROUP INC | 1% 10 Aug 2026 | 500000 | 501505 |
| | GOLUB CAPITAL PARTNERS STATIC | 1% 20 Apr 2033 | 779708 | 779552 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Dec 2072 | 507296 | 509073 |
| | GPMT LTD. | 1% 15 Dec 2036 | 924111 | 915821 |
| | GREENSAIF PIPELINES BIDC | 6.102% 23 Aug 2042 | 825000 | 805415 |
| | GS MORTGAGE BACKED SECURITIES | 1% 26 Aug 2052 | 1259495 | 1049661 |
| | GS MORTGAGE SECURITIES TRUST | 1% 15 Nov 2032 | 1300000 | 1297913 |
| | HAWAII HOTEL TRUST 2019 MAUI | 1% 15 May 2038 | 1200000 | 1200175 |
| | HSBC HOLDINGS PLC | 1% 03 Nov 2028 | 800000 | 847632 |
| | HSBC HOLDINGS PLC | 1% 14 Aug 2027 | 1100000 | 1114234 |
| | HUNDRED ACRE WOOD TRUST | 1% 25 Oct 2051 | 986867 | 916405 |
| | HUNDRED ACRE WOOD TRUST | 1% 25 Dec 2051 | 1055606 | 984143 |
| | HUNTINGTON INGALLS INDUS | 5.353% 15 Jan 2030 | 600000 | 600876 |
| | HYUNDAI CAPITAL AMERICA | 4.875% 01 Nov 2027 | 800000 | 797496 |
| | ILLUMINA INC | 4.65% 09 Sep 2026 | 500000 | 498485 |
| | ING GROEP NV | 1% 11 Sep 2027 | 900000 | 911061 |
| | INVITATION HOMES OP | 2.7% 15 Jan 2034 | 1500000 | 1194660 |
| | IPALCO ENTERPRISES INC | 5.75% 01 Apr 2034 | 600000 | 600354 |
| | JAMESTOWN CLO LTD | 1% 14 Jul 2031 | 863351 | 863437 |
| | JAPANESE YEN | FOREIGN CURRENCY | 11409408 | 72597 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 10 Jun 2042 | 1100000 | 991154 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 15 Jun 2038 | 1300000 | 1286166 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 15 Nov 2038 | 1500000 | 1492943 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Jan 2047 | 747362 | 658967 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 May 2050 | 632629 | 555792 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 May 2052 | 1014615 | 946227 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2026 | 200000 | 198294 |
| \* | JPMORGAN CHASE + CO | 1% 08 Nov 2032 | 1300000 | 1096641 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2028 | 400000 | 406756 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2028 | 500000 | 502835 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2030 | 300000 | 305559 |
|  | JT INTL FIN SERVICES BV | 3.875% 28 Sep 2028 | 300000 | 287943 |
|  | KILROY REALTY LP | 6.25% 15 Jan 2036 | 500000 | 496290 |
|  | LLOYDS BANKING GROUP PLC | 1% 26 Nov 2035 | 1300000 | 1287936 |
|  | LLOYDS BANKING GROUP PLC | 1% 05 Jan 2028 | 700000 | 705747 |
|  | LOANCORE 2021 CRE5 ISSUER, LTD | 1% 15 Jul 2036 | 725762 | 725129 |
|  | LOANCORE 2021 CRE6 ISSUER, LTD | 1% 15 Nov 2038 | 598571 | 597336 |
|  | LOUISIANA ST LOCAL GOVT ENVRNM | 4.275% 01 Feb 2036 | 1200000 | 1132071 |
|  | MARBLE POINT CLO XI LTD | 1% 18 Dec 2030 | 318447 | 318543 |
|  | META PLATFORMS INC | 4.75% 15 Aug 2034 | 1000000 | 973860 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MEXICAN PESO (NEW) | FOREIGN CURRENCY | (504) | (24) |
| MF1 MULTIFAMILY HOUSING MORTGA | 1% 19 Jun 2037 | 1090450 | 1091815 |
| MICRON TECHNOLOGY INC | 2.703% 15 Apr 2032 | 1300000 | 1088061 |
| MIZUHO FINANCIAL GROUP | 1% 10 Jul 2031 | 2600000 | 2222246 |
| MORGAN STANLEY | 1% 18 Oct 2028 | 500000 | 518000 |
| MORGAN STANLEY | 1% 01 Nov 2029 | 500000 | 522350 |
| MORGAN STANLEY | 1% 13 Apr 2028 | 900000 | 904986 |
| MORGAN STANLEY | 1% 19 Jul 2030 | 1000000 | 995710 |
| MORGAN STANLEY | TBA CASH COLLATERAL | 805000 | 805000 |
| MORGAN STANLEY CAP SVCS BOC | SWAP CASH COLLATERAL USD | (20000) | (20000) |
| MORGAN STANLEY CAPITAL I TRUST | 1% 15 Dec 2038 | 1300000 | 1251357 |
| MORGAN STANLEY CAPITAL I TRUST | 1% 15 Apr 2055 | 1100000 | 1001379 |
| MOSAIC SOLAR LOANS LLC | 2.64% 20 Jan 2053 | 853542 | 734439 |
| MOUNTAIN VIEW CLO | 1% 15 Oct 2034 | 1400000 | 1399440 |
| MOUNTAIN VIEW CLO | 1% 15 Apr 2034 | 900000 | 902787 |
| MUTUAL OF OMAHA GLOBAL | 4.75% 15 Oct 2029 | 700000 | 689140 |
| NATIONAL GRID PLC | 5.809% 12 Jun 2033 | 600000 | 612024 |
| NATWEST GROUP PLC | 1% 01 Mar 2028 | 900000 | 910044 |
| NATWEST MARKETS PLC | 3.479% 22 Mar 2025 | 1200000 | 1195704 |
| NAVIENT STUDENT LOAN TRUST | 1% 16 Jul 2040 | 593990 | 593462 |
| NEW ISRAELI SHEQEL | FOREIGN CURRENCY | 1222 | 335 |
| NEXI SPA | 2.125% 30 Apr 2029 | 600000 | 591061 |
| NISSAN MOTOR CO | 4.81% 17 Sep 2030 | 1400000 | 1316182 |
| NOMURA HOLDINGS INC | 6.07% 12 Jul 2028 | 900000 | 924597 |
| NORWEGIAN KRONE | FOREIGN CURRENCY | 77851 | 6855 |
| NSTAR ELECTRIC CO | 5.4% 01 Jun 2034 | 800000 | 804872 |
| NUVEEN LLC | 5.55% 15 Jan 2030 | 800000 | 813872 |
| NYKREDIT REALKREDIT AS | 1% 01 Oct 2050 | 2 | 0 |
| NYO COMMERCIAL MORTGAGE TRUST | 1% 15 Nov 2038 | 1500000 | 1469639 |
| OCP CLO LTD | 1% 17 Apr 2031 | 626524 | 625521 |
| ONCOR ELECTRIC DELIVERY | 4.3% 15 May 2028 | 600000 | 592158 |
| ONEOK INC | 5.8% 01 Nov 2030 | 800000 | 823320 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Feb 2052 | 989514 | 834416 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Dec 2063 | 1234194 | 1239466 |
| OPEN TEXT CORP | 6.9% 01 Dec 2027 | 1400000 | 1446340 |
| ORACLE CORP | 6.15% 09 Nov 2029 | 500000 | 524060 |
| OZLM LTD | 1% 20 Jul 2030 | 548377 | 547719 |
| PACIFIC GAS + ELECTRIC | 4.95% 01 Jul 2050 | 2300000 | 1995480 |
| PACIFIC GAS + ELECTRIC | 1% 04 Sep 2025 | 700000 | 700952 |
| PACIFIC LIFE GF II | 5.5% 18 Jul 2028 | 600000 | 609324 |
| PALMER SQUARE EUROPEAN LOAN FU | 1% 15 Oct 2031 | 666162 | 687397 |
| PIMCO FDS SHORT TERM FLTG NAV | MUTUAL FUND | 5166055 | 51748374 |
| PIMCO FUNDS | MUTUAL FUND | 544673 | 5310558 |
| POUND STERLING | FOREIGN CURRENCY | 153483 | 192222 |
| PRETIUM MORTGAGE CREDIT PARTNE | 1% 25 Jun 2064 | 1350413 | 1261570 |
| PRINCIPAL LFE GLB FND II | 5.5% 28 Jun 2028 | 1100000 | 1112661 |
| PROLOGIS LP | 2.25% 15 Jan 2032 | 600000 | 499014 |
| PROVINCE OF QUEBEC | 3.6% 01 Sep 2033 | 1300000 | 897381 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PRP ADVISORS, LLC | 1% 25 May 2054 | 1291706 | 1261452 |
| PUBLIC SERVICE ENTERPRIS | 6.125% 15 Oct 2033 | 500000 | 521425 |
| READYCAP COMMERCIAL MORTGAGE T | 1% 25 Jun 2037 | 321373 | 322320 |
| READYCAP COMMERCIAL MORTGAGE T | 1% 25 Nov 2036 | 509527 | 508001 |
| READYCAP COMMERCIAL MORTGAGE T | 1% 25 Oct 2039 | 693911 | 696947 |
| REALKREDIT DANMARK | 1.5% 01 Oct 2053 | 1 | 0 |
| RENEW POWER PVT LTD | 5.875% 05 Mar 2027 | 658000 | 644110 |
| REPUBLIC OF PERU | 6.95% 12 Aug 2031 | 1200000 | 336450 |
| REPUBLIC OF PERU | 6.15% 12 Aug 2032 | 3300000 | 873895 |
| REPUBLIC OF PERU | 5.875% 08 Aug 2054 | 800000 | 761048 |
| REPUBLIC OF PHILIPPINES | 4.625% 17 Jul 2028 | 1000000 | 982000 |
| RESIMAC | 1% 03 Feb 2053 | 850362 | 849457 |
| RETAIL OPPORTUNITY IN | 6.75% 15 Oct 2028 | 100000 | 106037 |
| RIPON MORTGAGES PLC | 1% 28 Aug 2056 | 2065241 | 2587075 |
| ROGERS COMMUNICATIONS IN | 3.2% 15 Mar 2027 | 1200000 | 1158744 |
| ROLLS ROYCE PLC | 5.75% 15 Oct 2027 | 500000 | 507120 |
| SAGAX AB | 1.125% 30 Jan 2027 | 523000 | 519444 |
| SAGAX EURO MTN | 0.75% 26 Jan 2028 | 600000 | 575877 |
| SANTANDER HOLDINGS USA | 1% 09 Mar 2029 | 750000 | 771203 |
| SANTANDER UK GROUP HLDGS | 1% 11 Sep 2030 | 700000 | 680533 |
| SCE RECOVERY FUNDING LLC | 4.697% 15 Jun 2042 | 553527 | 533495 |
| SFO COMMERICAL MORTGAGE TRUST | 1% 15 May 2038 | 1500000 | 1465542 |
| SFS AUTO RECEIVABLES SECURITIZ | 5.35% 21 Jun 2027 | 411390 | 412323 |
| SHELTER GROWTH CRE | 1% 17 Jun 2037 | 666326 | 666761 |
| SINGAPORE DOLLAR | FOREIGN CURRENCY | 574 | 421 |
| SLM STUDENT LOAN TRUST | 1% 15 Jun 2039 | 621377 | 598333 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Mar 2056 | 366662 | 373206 |
| SMB PRIVATE EDUCATION LOAN TRU | 3.94% 16 Feb 2055 | 703611 | 673097 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 16 Feb 2055 | 703611 | 709375 |
| SMBC AVIATION CAPITAL FI | 5.45% 03 May 2028 | 600000 | 602802 |
| SOUND POINT CLO LTD | 1% 25 Jul 2030 | 174953 | 174866 |
| SOUND POINT CLO LTD | 1% 20 Oct 2030 | 809814 | 809652 |
| SOUTHERN CAL EDISON | 4.4% 06 Sep 2026 | 300000 | 298800 |
| SREIT TRUST | 1% 15 Oct 2038 | 1515000 | 1506667 |
| STARWOOD COMMERCIAL MORTGAGE T | 1% 15 Nov 2036 | 1300000 | 1290492 |
| STORE CAPITAL LLC | 2.7% 01 Dec 2031 | 1000000 | 821600 |
| SUMITOMO MITSUI TR BK LT | 5.5% 09 Mar 2028 | 500000 | 506940 |
| SUTTER HEALTH | 5.164% 15 Aug 2033 | 900000 | 890469 |
| SWAP CCPC BANK OF AMERICA COC | SWAP CASH COLLATERAL | 224000 | 224000 |
| SWEDBANK AB | 5.337% 20 Sep 2027 | 1100000 | 1109680 |
| SWPC0KBG6 CDS USD P V 03MEVENT | 1% 20 Dec 2026 | (1300000) | (1300000) |
| SWPC0KBG6 CDS USD R F 1.00000 | 1% 20 Dec 2026 | 1300000 | 1309411 |
| SWPC0KE65 CDS USD P V 03MEVENT | 1% 20 Dec 2026 | (1200000) | (1200000) |
| SWPC0KE65 CDS USD R F 1.00000 | 1% 20 Dec 2026 | 1200000 | 1214657 |
| SWPC0KFP2 CDS USD P V 03MEVENT | 1% 20 Dec 2026 | (870000) | (870000) |
| SWPC0KFP2 CDS USD R F 5.00000 | 5% 20 Dec 2026 | 870000 | 947378 |
| SWPC0KHX3 CDS USD P V 03MEVENT | 1% 20 Jun 2026 | (1500000) | (1500000) |
| SWPC0KHX3 CDS USD R F 1.00000 | 1% 20 Jun 2026 | 1500000 | 1514585 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SWPC0KJH6 CDS USD P V 03MEVENT | 1% 20 Dec 2026 | (1300000) | (1300000) |
| SWPC0KJH6 CDS USD R F 1.00000 | 1% 20 Dec 2026 | 1300000 | 1315215 |
| SWPC0KJK9 CDS USD P V 03MEVENT | 1% 20 Dec 2026 | (1300000) | (1300000) |
| SWPC0KJK9 CDS USD R F 1.00000 | 1% 20 Dec 2026 | 1300000 | 1314184 |
| SWPC0KJL7 CDS USD P V 03MEVENT | 1% 20 Dec 2026 | (1300000) | (1300000) |
| SWPC0KJL7 CDS USD R F 1.00000 | 1% 20 Dec 2026 | 1300000 | 1320908 |
| SWPC0KR12 CDS USD P V 03MEVENT | 1% 20 Jun 2027 | (800000) | (800000) |
| SWPC0KR12 CDS USD R F 1.00000 | 1% 20 Jun 2027 | 800000 | 796289 |
| SWPC0KXJ6 CDS USD P V 03MEVENT | 1% 20 Jun 2027 | (100000) | (100000) |
| SWPC0KXJ6 CDS USD R F 1.00000 | 1% 20 Jun 2027 | 100000 | 99536 |
| SWPC0LEQ9 CDS USD P V 03MEVENT | 1% 20 Dec 2027 | (900000) | (900000) |
| SWPC0LEQ9 CDS USD R F 1.00000 | 1% 20 Dec 2027 | 900000 | 891383 |
| SWPC0LUG3 CDS USD P V 03MEVENT | 1% 20 Jun 2028 | (995000) | (995000) |
| SWPC0LUG3 CDS USD R F 5.00000 | 5% 20 Jun 2028 | 995000 | 1133924 |
| SWPC0LX54 CDS USD P V 03MEVENT | 1% 20 Jun 2028 | (200000) | (200000) |
| SWPC0LX54 CDS USD R F 1.00000 | 1% 20 Jun 2028 | 200000 | 203335 |
| SWPC0LY04 CDS USD P V 03MEVENT | 1% 20 Jun 2028 | (600000) | (600000) |
| SWPC0LY04 CDS USD R F 5.00000 | 5% 20 Jun 2028 | 600000 | 691299 |
| SWPC0MVJ4 CDS USD P V 03MEVENT | 1% 20 Dec 2029 | (1000000) | (1000000) |
| SWPC0MVJ4 CDS USD R F 1.00000 | 1% 20 Dec 2029 | 1000000 | 996158 |
| SWU01IVA1 IRS EUR P V 06MEURIB | 1% 18 May 2027 | (2100000) | (2174550) |
| SWU01IVA1 IRS EUR R F 1.00000 | 1% 18 May 2027 | 2100000 | 2113592 |
| SWU01PDU1 IRS AUD P V 06MBBSW | 1% 20 Sep 2033 | (2400000) | (1485960) |
| SWU01PDU1 IRS AUD R F 4.50000 | 4.5% 20 Sep 2033 | 2400000 | 1506967 |
| SWU01PFI6 IRS EUR P V 06MEURIB | 1% 09 Mar 2033 | (500000) | (517750) |
| SWU01PFI6 IRS EUR R F 2.54700 | 2.547% 09 Mar 2033 | 500000 | 525978 |
| SWU01YJX0 IRS GBP P V 12MSONIA | 1% 20 Oct 2033 | (200000) | (250480) |
| SWU01YJX0 IRS GBP R F 4.32000 | 4.32% 20 Oct 2033 | 200000 | 255433 |
| SWU024NY8 IRS EUR P V 06MEURIB | 1% 02 May 2029 | (200000) | (207100) |
| SWU024NY8 IRS EUR R F 2.78000 | 2.78% 02 May 2029 | 200000 | 211691 |
| SWU027MN6 IRS BRL P V 00MBRCDI | 1% 04 Jan 2027 | (3200000) | (517980) |
| SWU027MN6 IRS BRL R F 11.94500 | 11.945% 04 Jan 2027 | 3200000 | 491589 |
| SWU028YB7 IRS EUR P V 06MEURIB | 1% 19 Mar 2035 | (9014000) | (9333997) |
| SWU028YB7 IRS EUR R F 2.50000 | 2.5% 19 Mar 2035 | 9014000 | 9450771 |
| SWU02AHC9 IRS AUD P V 06MBBSW | 1% 19 Mar 2035 | (1700000) | (1052555) |
| SWU02AHC9 IRS AUD R F 4.00000 | 4% 19 Mar 2035 | 1700000 | 1023747 |
| SWU02CEU8 IRS EUR P V 06MEURIB | 1% 05 Nov 2034 | (300000) | (310650) |
| SWU02CEU8 IRS EUR R F 2.41000 | 2.41% 05 Nov 2034 | 300000 | 311698 |
| SWU02E1O2 IRS EUR P V 06MEURIB | 1% 31 Dec 2034 | (200000) | (207100) |
| SWU02E1O2 IRS EUR R F 2.38000 | 2.38% 31 Dec 2034 | 200000 | 207454 |
| TD SYNNEX CORP | 6.1% 12 Apr 2034 | 500000 | 511705 |
| TEXAS NATURAL GAS SECURITIZTN | 5.169% 01 Apr 2041 | 600000 | 595138 |
| THAMES WATER UTILIT HOLD 1L PL | 9.75% 30 Apr 2028 | 144000 | 168623 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Jan 2060 | 637267 | 604701 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Jul 2065 | 915223 | 904268 |
| TSY INFL IX N/B | 0.625% 15 Feb 2043 | 4393376 | 3223640 |
| TSY INFL IX N/B | 1.375% 15 Feb 2044 | 1083512 | 902807 |
| TSY INFL IX N/B | 0.75% 15 Feb 2045 | 2010675 | 1459899 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TSY INFL IX N/B | 1% 15 Feb 2046 | 266436 | 201019 |
| TSY INFL IX N/B | 1% 15 Feb 2049 | 250880 | 183187 |
| TSY INFL IX N/B | 0.25% 15 Feb 2050 | 245554 | 143515 |
| TSY INFL IX N/B | 0.125% 15 Feb 2051 | 1454892 | 802663 |
| TSY INFL IX N/B | 0.125% 15 Feb 2052 | 1247301 | 677952 |
| TSY INFL IX N/B | 1.5% 15 Feb 2053 | 212378 | 170458 |
| TSY INFL IX N/B | 2.125% 15 Feb 2054 | 617106 | 572294 |
| TSY INFL IX N/B | 0.375% 15 Jul 2025 | 831913 | 827168 |
| TSY INFL IX N/B | 0.125% 15 Oct 2025 | 577852 | 571204 |
| TSY INFL IX N/B | 1.25% 15 Apr 2028 | 12943905 | 12616262 |
| TSY INFL IX N/B | 1.75% 15 Jan 2034 | 205376 | 197081 |
| TSY INFL IX N/B | 1.875% 15 Jul 2034 | 301788 | 292670 |
| UBS AG STAMFORD CT | 7.5% 15 Feb 2028 | 400000 | 428116 |
| UBS GROUP AG | 1% 01 Apr 2031 | 400000 | 378248 |
| UBS GROUP AG | 1% 14 May 2032 | 2500000 | 2178500 |
| UBS GROUP AG | 1% 11 Aug 2028 | 1500000 | 1549935 |
| UBS GROUP AG | 1% 08 Feb 2030 | 900000 | 905472 |
| UNITED KINGDOM GILT | 4.375% 31 Jul 2054 | 2330000 | 2585809 |
| UNITED MEXICAN STATES | 6% 07 May 2036 | 700000 | 658644 |
| UNITED WHOLESALE MORTGAGE LLC | 1% 25 Sep 2051 | 1034852 | 967818 |
| UNITED WHOLESALE MORTGAGE LLC | 1% 25 Nov 2051 | 591263 | 515015 |
| UNITED WHOLESALE MORTGAGE LLC | 1% 25 Nov 2051 | 1206462 | 1125245 |
| US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | 39300000 | (383183) |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (1900000) | 29364 |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | (7600000) | (3202) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 37700000 | (153646) |
| US DOLLAR | CURRENCY | (5875574) | (5875574) |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | (10700000) | 325616 |
| US TREASURY N/B | 3.125% 15 Feb 2043 | 2600000 | 2054406 |
| US TREASURY N/B | 3.125% 15 May 2048 | 100000 | 75016 |
| US TREASURY N/B | 3.375% 15 Nov 2048 | 2400000 | 1876875 |
| US TREASURY N/B | 3% 15 Feb 2049 | 300000 | 218578 |
| US TREASURY N/B | 2.875% 15 May 2049 | 100000 | 70984 |
| US TREASURY N/B | 2.25% 15 Aug 2049 | 2600000 | 1612000 |
| US TREASURY N/B | 2% 15 Aug 2051 | 12100000 | 6925359 |
| US TREASURY N/B | 1.75% 15 Aug 2041 | 15100000 | 9786688 |
| US TREASURY N/B | 3.25% 15 May 2042 | 30900000 | 25154531 |
| US TREASURY N/B | 4% 15 Nov 2042 | 500000 | 450313 |
| US TREASURY N/B | 4.375% 15 Aug 2043 | 900000 | 847828 |
| US TREASURY N/B | 4.625% 15 May 2044 | 3400000 | 3300125 |
| US TREASURY N/B | 4.25% 15 Aug 2054 | 4400000 | 4026000 |
| US TREASURY N/B | 4.5% 15 Nov 2054 | 3700000 | 3533500 |
| US TREASURY N/B | 1.25% 15 Aug 2031 | 36000000 | 29379375 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | 2100000 | (95189) |
| VENTURE CDO LTD | 1% 30 Jul 2032 | 1300000 | 1301170 |
| VENTURE GLOBAL LNG INC | 8.375% 01 Jun 2031 | 400000 | 417144 |
| VERIZON MASTER TRUST | 5% 20 Dec 2028 | 2450000 | 2462934 |
| VERUS SECURITIZATION TRUST | 1% 25 Jun 2069 | 1266275 | 1278796 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| VICI PROPERTIES LP | 4.75% 15 Feb 2028 | 1200000 | 1190376 |
| VICI PROPERTIES LP | 5.75% 01 Apr 2034 | 1000000 | 1006480 |
| VOLKSWAGEN GROUP AMERICA | 1% 12 Sep 2025 | 1200000 | 1201764 |
| WARNERMEDIA HOLDINGS INC | 3.755% 15 Mar 2027 | 1200000 | 1156068 |
| WELLS FARGO + COMPANY | 1% 17 Jun 2027 | 900000 | 879048 |
| WELLS FARGO + COMPANY | 1% 24 Mar 2028 | 1200000 | 1164252 |
| WELLS FARGO + COMPANY | 1% 22 Apr 2028 | 800000 | 806040 |
| WELLS FARGO COMMERCIAL MORTGAG | 1% 15 Jun 2036 | 1100000 | 970964 |
|  | **Total:EXHIBIT I - Total Bond Market Fund** | **Total:EXHIBIT I - Total Bond Market Fund** | $**596558698** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT J - Total Bond Market Fund** 

**(Managed by RW Baird & Company)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | A+D MORTGAGE TRUST | 1% 25 Jul 2068 | 1728921 |  | $1743527 |
|  | ABN AMRO BANK NV | 4.8% 18 Apr 2026 | 2200000 |  | 2188978 |
|  | AERCAP IRELAND CAP/GLOBA | 3% 29 Oct 2028 | 2500000 |  | 2314075 |
|  | ALLEGION PLC | 3.5% 01 Oct 2029 | 2300000 |  | 2148476 |
|  | AMCOR GROUP FINANCE | 5.45% 23 May 2029 | 2375000 |  | 2393858 |
|  | AMERICA MOVIL SAB DE CV | 6.125% 15 Nov 2037 | 786000 |  | 807277 |
|  | AMERICA MOVIL SAB DE CV | 6.125% 30 Mar 2040 | 600000 |  | 614394 |
|  | AMFAM HOLDINGS INC | 2.805% 11 Mar 2031 | 2000000 |  | 1554560 |
|  | AMGEN INC | 5.65% 02 Mar 2053 | 600000 |  | 578124 |
|  | ANGEL OAK MORTGAGE TRUST | 1% 26 Nov 2068 | 1105216 |  | 1078706 |
|  | ANGLO AMERICAN CAPITAL | 4.75% 10 Apr 2027 | 2200000 |  | 2183258 |
|  | ANHEUSER BUSCH CO/INBEV | 4.9% 01 Feb 2046 | 1713000 |  | 1558522 |
|  | ARTHUR J GALLAGHER + CO | 3.05% 09 Mar 2052 | 1500000 |  | 933600 |
|  | ASHTEAD CAPITAL INC | 5.8% 15 Apr 2034 | 2350000 |  | 2349319 |
|  | ASSURANT INC | 3.7% 22 Feb 2030 | 1800000 |  | 1675782 |
|  | AT+T INC | 3.8% 01 Dec 2057 | 2250000 |  | 1557495 |
|  | BANK | 2.851% 17 Oct 2052 | 1025000 |  | 923021 |
|  | BANK | 3.362% 15 May 2050 | 1143853 |  | 1108100 |
|  | BANK | 1% 15 May 2061 | 1775000 |  | 1729634 |
|  | BANK | 3.435% 15 Sep 2060 | 1500000 |  | 1440144 |
|  | BANK OF AMERICA CORP | 1% 23 Jul 2029 | 500000 |  | 486810 |
|  | BANK OF AMERICA CORP | 1% 14 Jun 2029 | 5300000 |  | 4805245 |
|  | BANK OF NOVA SCOTIA | 5.25% 12 Jun 2028 | 2125000 |  | 2147058 |
|  | BARCLAYS COMMERCIAL MORTGAGE S | 4.738% 15 Sep 2057 | 750000 |  | 740223 |
|  | BARCLAYS PLC | 1% 09 May 2034 | 2350000 |  | 2409314 |
|  | BELL CANADA | 5.1% 11 May 2033 | 1750000 |  | 1698410 |
|  | BENCHMARK MORTGAGE TRUST | 4.261% 10 Oct 2051 | 1500000 |  | 1448512 |
|  | BENCHMARK MORTGAGE TRUST | 1% 15 Jan 2051 | 675000 |  | 651651 |
|  | BETH ISRAEL LAHEY HEALTH | 3.08% 01 Jul 2051 | 1100000 |  | 678689 |
|  | BNP PARIBAS | 1% 09 Jan 2030 | 2400000 |  | 2390088 |
|  | BOARDWALK PIPELINES LP | 3.4% 15 Feb 2031 | 1171000 |  | 1045738 |
|  | BPCE SA | 1% 19 Oct 2032 | 2500000 |  | 2067800 |
|  | BROADCOM INC | 3.469% 15 Apr 2034 | 2500000 |  | 2166125 |
|  | CAPITAL ONE FINANCIAL CO | 1% 01 Feb 2029 | 2000000 |  | 2015720 |
|  | CD COMMERCIAL MORTGAGE TRUST | 3.631% 10 Feb 2050 | 1700000 |  | 1604983 |
|  | CELLNEX FINANCE | 3.875% 07 Jul 2041 | 1000000 |  | 769490 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CHARTER COMM OPT LLC/CAP | 6.384% 23 Oct 2035 | 2000000 | 1996720 |
| CHASE MORTGAGE FINANCE CORPORA | 1% 25 Mar 2064 | 1290897 | 1139818 |
| CHASE MORTGAGE FINANCE CORPORA | 1% 25 Sep 2064 | 1330160 | 1175339 |
| CHUBB INA HOLDINGS LLC | 3.05% 15 Dec 2061 | 1000000 | 604380 |
| CIM TRUST | 1% 25 Mar 2062 | 941937 | 908848 |
| CIM TRUST | 1% 25 Aug 2064 | 1185415 | 1180630 |
| CITIGROUP INC | 1% 27 Oct 2028 | 1200000 | 1153752 |
| CNO GLOBAL FUNDING | 4.95% 09 Sep 2029 | 2400000 | 2379168 |
| COCA COLA CONSOLIDATED | 5.45% 01 Jun 2034 | 2375000 | 2389369 |
| COLORADO ST HSG FIN AUTH | 6.25% 01 Nov 2053 | 1985000 | 2046005 |
| COMMONSPIRIT HEALTH | 3.91% 01 Oct 2050 | 1200000 | 885576 |
| COMMONWEALTH BANK AUST | 5.837% 13 Mar 2034 | 2200000 | 2223386 |
| COREBRIDGE GLOB FUNDING | 5.2% 24 Jun 2029 | 2000000 | 2007960 |
| COX COMMUNICATIONS INC | 5.7% 15 Jun 2033 | 1100000 | 1090716 |
| CREDIT AGRICOLE SA | 1% 10 Jan 2035 | 2300000 | 2314513 |
| CSAIL COMMERCIAL MORTGAGE TRUS | 1% 15 Aug 2051 | 400000 | 387594 |
| CVS HEALTH CORP | 4.78% 25 Mar 2038 | 2000000 | 1729720 |
| DLLAD LLC | 4.79% 20 Jan 2028 | 1725000 | 1728115 |
| DXC TECHNOLOGY CO | 2.375% 15 Sep 2028 | 2550000 | 2296071 |
| ENEL FINANCE AMERICA LLC | 2.875% 12 Jul 2041 | 1200000 | 811512 |
| ENERGY TRANSFER LP | 7.5% 01 Jul 2038 | 1750000 | 1978358 |
| FED CAISSES DESJARDINS | 4.55% 23 Aug 2027 | 2200000 | 2173644 |
| FED HM LN PC POOL G08741 | 3% 01 Jan 2047 | 1535884 | 1337068 |
| FED HM LN PC POOL G08770 | 3.5% 01 Jul 2047 | 1086037 | 977749 |
| FED HM LN PC POOL G08779 | 3.5% 01 Sep 2047 | 1488398 | 1339990 |
| FED HM LN PC POOL G30803 | 3.5% 01 Feb 2035 | 743263 | 709063 |
| FED HM LN PC POOL G60187 | 3% 01 Aug 2045 | 1543026 | 1347288 |
| FED HM LN PC POOL G60551 | 4% 01 Apr 2046 | 1366171 | 1277143 |
| FED HM LN PC POOL QC7500 | 3% 01 Sep 2051 | 2814808 | 2430059 |
| FED HM LN PC POOL QD0744 | 2.5% 01 Nov 2051 | 1829832 | 1509049 |
| FED HM LN PC POOL RA6338 | 2.5% 01 Nov 2051 | 3552034 | 2925160 |
| FED HM LN PC POOL RB0691 | 2% 01 Dec 2041 | 1063610 | 889794 |
| FED HM LN PC POOL RB5138 | 2% 01 Dec 2041 | 1323855 | 1102424 |
| FED HM LN PC POOL RB5145 | 2% 01 Feb 2042 | 1245031 | 1035859 |
| FED HM LN PC POOL RB5148 | 2% 01 Mar 2042 | 1423053 | 1181584 |
| FED HM LN PC POOL SB0967 | 2% 01 Jan 2037 | 1203989 | 1076761 |
| FED HM LN PC POOL SC0242 | 2.5% 01 Feb 2042 | 1188000 | 1023495 |
| FED HM LN PC POOL SD0968 | 3.5% 01 Apr 2052 | 1525068 | 1359957 |
| FED HM LN PC POOL SD2039 | 6% 01 Jan 2053 | 1188064 | 1205676 |
| FED HM LN PC POOL SD2176 | 6% 01 Jan 2053 | 509527 | 517221 |
| FED HM LN PC POOL SD2446 | 5.5% 01 Mar 2053 | 1114926 | 1108778 |
| FED HM LN PC POOL SD2903 | 2% 01 Mar 2051 | 2730771 | 2143503 |
| FED HM LN PC POOL SD3860 | 6.5% 01 Sep 2053 | 707139 | 728922 |
| FED HM LN PC POOL SD3906 | 6% 01 Oct 2053 | 701164 | 711536 |
| FED HM LN PC POOL SD5044 | 6% 01 Mar 2054 | 882548 | 894525 |
| FED HM LN PC POOL SD7530 | 2.5% 01 Nov 2050 | 2989962 | 2479909 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL SD7548 | 2.5% 01 Nov 2051 | 1509151 | 1251436 |
| FED HM LN PC POOL SI2074 | 2% 01 Sep 2050 | 1394081 | 1100332 |
| FED HM LN PC POOL ZA1219 | 3.5% 01 Jun 2042 | 1244494 | 1136100 |
| FED HM LN PC POOL ZA2447 | 3.5% 01 Feb 2037 | 1290353 | 1213405 |
| FED HM LN PC POOL ZM8767 | 4.5% 01 Oct 2048 | 964101 | 920456 |
| FED HM LN PC POOL ZS4699 | 4% 01 Jan 2047 | 834103 | 776319 |
| FED HM LN PC POOL ZS4763 | 3.5% 01 Apr 2048 | 1560303 | 1402335 |
| FHLMC MULTIFAMILY STRUCTURED P | 3.718% 25 Jan 2031 | 1125000 | 1059690 |
| FHLMC MULTIFAMILY STRUCTURED P | 2.988% 25 May 2031 | 1175000 | 1058113 |
| FHLMC MULTIFAMILY STRUCTURED P | 4.284% 25 Jul 2030 | 1100000 | 1072682 |
| FIRSTKEY HOMES TRUST | 4.25% 17 Jul 2038 | 1293780 | 1279233 |
| FIRSTKEY HOMES TRUST | 4.145% 19 May 2039 | 1410937 | 1383975 |
| FISERV INC | 5.625% 21 Aug 2033 | 2000000 | 2035820 |
| FLEX INTERMEDIATE HOLDCO | 3.363% 30 Jun 2031 | 1500000 | 1281645 |
| FLORIDA GAS TRANSMISSION | 2.55% 01 Jul 2030 | 2000000 | 1743300 |
| FNMA POOL 310210 | 1% 01 May 2044 | 1339088 | 1260246 |
| FNMA POOL BF0500 | 3% 01 Dec 2054 | 1202660 | 1035940 |
| FNMA POOL BJ2492 | 3.5% 01 Dec 2047 | 928311 | 834644 |
| FNMA POOL BM1066 | 1% 01 Feb 2047 | 2161510 | 2017781 |
| FNMA POOL BM1260 | 1% 01 Apr 2037 | 612730 | 590402 |
| FNMA POOL BM1291 | 1% 01 Dec 2041 | 876057 | 851990 |
| FNMA POOL BM3362 | 1% 01 Jan 2044 | 1084560 | 1052736 |
| FNMA POOL BQ6854 | 2% 01 Dec 2051 | 1947424 | 1539355 |
| FNMA POOL BQ9451 | 2% 01 Mar 2051 | 1821109 | 1442039 |
| FNMA POOL CA4509 | 2.5% 01 Nov 2034 | 904270 | 828787 |
| FNMA POOL CA6256 | 2.5% 01 Jul 2050 | 1382658 | 1149554 |
| FNMA POOL CA6308 | 3% 01 Jul 2050 | 1088196 | 947415 |
| FNMA POOL CB1806 | 2.5% 01 Oct 2051 | 3662902 | 3028292 |
| FNMA POOL CB2162 | 3% 01 Nov 2051 | 1843181 | 1587838 |
| FNMA POOL CB2278 | 2% 01 Dec 2051 | 1559788 | 1232945 |
| FNMA POOL FM4032 | 1% 01 Aug 2035 | 819969 | 752064 |
| FNMA POOL FM4265 | 1% 01 Sep 2035 | 820566 | 734130 |
| FNMA POOL FM7615 | 1% 01 Jun 2036 | 814798 | 728605 |
| FNMA POOL FM9139 | 1% 01 Jul 2049 | 1909892 | 1849391 |
| FNMA POOL FM9209 | 1% 01 Oct 2051 | 2348349 | 2027359 |
| FNMA POOL FM9243 | 1% 01 Oct 2051 | 1105269 | 950019 |
| FNMA POOL FM9504 | 1% 01 Nov 2051 | 2685462 | 2211523 |
| FNMA POOL FM9630 | 1% 01 Nov 2051 | 2561608 | 2209088 |
| FNMA POOL FM9635 | 1% 01 Dec 2049 | 982828 | 911490 |
| FNMA POOL FM9877 | 1% 01 Dec 2051 | 1470534 | 1216680 |
| FNMA POOL FS0739 | 1% 01 Feb 2052 | 1044792 | 931897 |
| FNMA POOL FS1144 | 1% 01 Mar 2052 | 1267491 | 1086432 |
| FNMA POOL FS2902 | 1% 01 Sep 2052 | 966870 | 941903 |
| FNMA POOL FS2917 | 1% 01 Nov 2033 | 669343 | 639012 |
| FNMA POOL FS5832 | 1% 01 Oct 2053 | 641486 | 651040 |
| FNMA POOL FS8397 | 1% 01 Aug 2037 | 1328350 | 1150427 |
| FNMA POOL FS9402 | 1% 01 Oct 2054 | 1434650 | 1453350 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | FNMA POOL FS9680 | 1% 01 Feb 2049 | 1239274 | 1097514 |
| | FNMA POOL MA0864 | 4.5% 01 Oct 2031 | 677126 | 670919 |
| | FNMA POOL MA2804 | 3% 01 Nov 2036 | 944667 | 871225 |
| | FNMA POOL MA3183 | 4% 01 Nov 2047 | 494691 | 459020 |
| | FNMA POOL MA3243 | 3.5% 01 Jan 2038 | 419993 | 393231 |
| | FNMA POOL MA3333 | 4% 01 Apr 2048 | 181304 | 168144 |
| | FNMA POOL MA4047 | 2% 01 Jun 2050 | 2327930 | 1829462 |
| | FNMA POOL MA4077 | 2% 01 Jul 2050 | 2287440 | 1794531 |
| | FNMA POOL MA4158 | 2% 01 Oct 2050 | 2313153 | 1814978 |
| | FNMA POOL MA4287 | 2% 01 Mar 2041 | 788964 | 659639 |
| | FORD CREDIT AUTO OWNER TRUST/F | 4.85% 15 Aug 2035 | 1075000 | 1080176 |
| | FREDDIE MAC SCRT | 3.25% 25 Nov 2061 | 1970615 | 1676382 |
| | GLENCORE FUNDING LLC | 2.5% 01 Sep 2030 | 2575000 | 2231727 |
| | GLOBAL PAYMENTS INC | 3.2% 15 Aug 2029 | 2500000 | 2291975 |
| | GM FINANCIAL REVOLVING RECEIVA | 4.98% 11 Dec 2036 | 1200000 | 1209486 |
| | GM FINANCIAL REVOLVING RECEIVA | 5.12% 11 Apr 2035 | 1275000 | 1290383 |
| | GNMA II POOL 785558 | 2.5% 20 Jul 2051 | 1361636 | 1111767 |
| | GNMA II POOL 785615 | 2.5% 20 Aug 2051 | 1325687 | 1082414 |
| | GNMA II POOL 786904 | 6% 20 Aug 2053 | 1075656 | 1099083 |
| | GNMA II POOL 787304 | 6% 20 Mar 2054 | 923464 | 945891 |
| | GNMA II POOL 787313 | 2.5% 20 Sep 2051 | 847077 | 695327 |
| | GNMA II POOL MA1286 | 4% 20 Sep 2043 | 1201040 | 1131859 |
| | GNMA II POOL MA3376 | 3.5% 20 Jan 2046 | 633759 | 573933 |
| | GNMA II POOL MA3521 | 3.5% 20 Mar 2046 | 1226275 | 1113829 |
| | GNMA II POOL MA4586 | 3.5% 20 Jul 2047 | 1735447 | 1570156 |
| | GNMA II POOL MA7990 | 4% 20 Apr 2052 | 938188 | 865743 |
| | GNMA II POOL MA8571 | 6% 20 Jan 2053 | 289472 | 292708 |
| | GOLDMAN SACHS GROUP INC | 1% 05 Jun 2028 | 3800000 | 3688204 |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 8882873 | 8882873 |
| | GUARDIAN LIFE INSURANCE | 4.85% 24 Jan 2077 | 562000 | 466735 |
| | HARTFORD INSUR GRP INC/T | 6.625% 30 Mar 2040 | 814000 | 875644 |
| | HCA INC | 5.875% 01 Feb 2029 | 2100000 | 2142336 |
| | HOME PARTNERS OF AMERICA TRUST | 2.2% 17 Jan 2041 | 2221792 | 2007810 |
| | HOME PARTNERS OF AMERICA TRUST | 2.908% 17 Sep 2039 | 1169116 | 1104287 |
| | HOME PARTNERS OF AMERICA TRUST | 1.901% 17 Dec 2026 | 1307820 | 1239200 |
| | HUNTINGTON INGALLS INDUS | 3.483% 01 Dec 2027 | 2350000 | 2256282 |
| | HYUNDAI CAPITAL AMERICA | 5.3% 24 Jun 2029 | 2375000 | 2380201 |
| | IQVIA INC | 5.7% 15 May 2028 | 2125000 | 2150458 |
| | ITC HOLDINGS CORP | 5.65% 09 May 2034 | 2325000 | 2338811 |
| | JACKSON NATL LIFE GLOBAL | 5.25% 12 Apr 2028 | 1500000 | 1493280 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 3.723% 15 Mar 2050 | 1200000 | 1166587 |
| \* | JPMDB COMMERCIAL MORTGAGE SECU | 3.409% 15 Oct 2050 | 1500000 | 1426833 |
| \* | JPMORGAN CHASE + CO | 1% 01 Jun 2028 | 5000000 | 4692950 |
|  | KINDER MORGAN ENER PART | 6.95% 15 Jan 2038 | 1500000 | 1627545 |
|  | L3HARRIS TECH INC | 5.4% 31 Jul 2033 | 2150000 | 2144733 |
|  | MACQUARIE GROUP LTD | 1% 23 Sep 2027 | 2500000 | 2362275 |
| \* | MASS MUTUAL LIFE INS CO | 4.9% 01 Apr 2077 | 600000 | 484008 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MMAF EQUIPMENT FINANCE LLC | 5.54% 13 Dec 2029 | 2100000 | 2135493 |
| MMAF EQUIPMENT FINANCE LLC | 4.95% 14 Jul 2031 | 1175000 | 1179294 |
| MORGAN STANLEY | 1% 20 Jul 2027 | 3400000 | 3235338 |
| MORGAN STANLEY | 1% 21 Jul 2032 | 425000 | 351726 |
| MORGAN STANLEY CAPITAL I TRUST | 3.53% 15 Jun 2050 | 1000000 | 964075 |
| MORGAN STANLEY CAPITAL I TRUST | 4.177% 15 Jul 2051 | 1325000 | 1282305 |
| MPLX LP | 2.65% 15 Aug 2030 | 2500000 | 2187725 |
| NATIONAL AUSTRALIA BANK | 2.332% 21 Aug 2030 | 2600000 | 2209896 |
| NATIONAL BANK OF CANADA | 5.6% 18 Dec 2028 | 2000000 | 2037620 |
| NATIONWIDE BLDG SOCIETY | 4% 14 Sep 2026 | 2500000 | 2449600 |
| NAVIENT STUDENT LOAN TRUST | 1.58% 15 Apr 2070 | 941951 | 831065 |
| NBN CO LTD | 2.5% 08 Jan 2032 | 2500000 | 2097425 |
| NELNET STUDENT LOAN TRUST | 1.36% 20 Apr 2062 | 1186415 | 1098371 |
| NISOURCE INC | 5.65% 01 Feb 2045 | 1300000 | 1269749 |
| OCCIDENTAL PETROLEUM COR | 6.625% 01 Sep 2030 | 1650000 | 1727897 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 May 2062 | 1058515 | 1028077 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Mar 2053 | 1041434 | 1010793 |
| ORACLE CORP | 3.85% 15 Jul 2036 | 2300000 | 1965764 |
| PENSKE TRUCK LEASING/PTL | 5.25% 01 Jul 2029 | 2375000 | 2382339 |
| PFS FINANCING CORP. | 4.75% 15 Aug 2029 | 1700000 | 1698058 |
| PRINCIPAL LFE GLB FND II | 5.5% 28 Jun 2028 | 2100000 | 2124171 |
| SABINE PASS LIQUEFACTION | 4.5% 15 May 2030 | 2500000 | 2420825 |
| SANTANDER HOLDINGS USA | 4.5% 17 Jul 2025 | 2300000 | 2292571 |
| SFS AUTO RECEIVABLES SECURITIZ | 5.33% 20 Nov 2029 | 1650000 | 1667125 |
| SKANDINAVISKA ENSKILDA | 5.375% 05 Mar 2029 | 2000000 | 2017480 |
| SMITHFIELD FOODS INC | 5.2% 01 Apr 2029 | 2301000 | 2250263 |
| SOCIETE GENERALE | 4.75% 24 Nov 2025 | 1455000 | 1446692 |
| SOLVAY FINANCE (AMERICA) | 5.85% 04 Jun 2034 | 1850000 | 1875290 |
| STANDARD CHARTERED PLC | 1% 14 Jan 2027 | 2550000 | 2456186 |
| STARWOOD MORTGAGE RESIDENTIAL | 1% 25 Dec 2066 | 1724956 | 1506529 |
| SUMITOMO MITSUI FINL GRP | 5.852% 13 Jul 2030 | 2000000 | 2065680 |
| SYNCHRONY FINANCIAL | 4.5% 23 Jul 2025 | 2300000 | 2289167 |
| T MOBILE USA INC | 3.875% 15 Apr 2030 | 2300000 | 2163886 |
| TELEFONICA EMISIONES SAU | 5.213% 08 Mar 2047 | 1100000 | 981101 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Mar 2058 | 660142 | 632447 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Oct 2059 | 291057 | 276902 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Feb 2060 | 165600 | 160510 |
| TOWD POINT MORTGAGE TRUST | 1% 01 Jul 2062 | 1744855 | 1621047 |
| TOWD POINT MORTGAGE TRUST | 1% 01 Aug 2062 | 1688446 | 1576855 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Mar 2064 | 1363760 | 1361588 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Dec 2064 | 1675000 | 1678571 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Oct 2064 | 1626413 | 1582071 |
| UBS GROUP AG | 1% 02 Feb 2027 | 2600000 | 2498574 |
| UBS GROUP AG | 1% 12 Jan 2027 | 2000000 | 2013200 |
| US DOLLAR | CURRENCY | 0 | 0 |
| US TREASURY N/B | 2.875% 15 May 2043 | 14650000 | 11106531 |
| US TREASURY N/B | 2.5% 15 Feb 2045 | 12525000 | 8699004 |
| US TREASURY N/B | 2.875% 15 May 2049 | 1800000 | 1277719 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| US TREASURY N/B | 2.25% 15 Aug 2049 | 2750000 | 1705000 |
| US TREASURY N/B | 1.375% 15 Aug 2050 | 6275000 | 3064945 |
| US TREASURY N/B | 1.375% 15 Nov 2040 | 2000000 | 1239063 |
| US TREASURY N/B | 2.375% 15 May 2051 | 7000000 | 4408906 |
| US TREASURY N/B | 1.75% 15 Aug 2041 | 2825000 | 1830953 |
| US TREASURY N/B | 2.375% 15 Feb 2042 | 2200000 | 1567500 |
| US TREASURY N/B | 2.875% 15 May 2052 | 9375000 | 6566895 |
| US TREASURY N/B | 3.375% 15 Aug 2042 | 11925000 | 9851168 |
| US TREASURY N/B | 3.875% 15 Feb 2043 | 450000 | 397547 |
| US TREASURY N/B | 3.875% 15 May 2043 | 10200000 | 8990344 |
| US TREASURY N/B | 4.625% 15 May 2044 | 200000 | 194125 |
| US TREASURY N/B | 1.25% 15 Aug 2031 | 8000000 | 6528750 |
| US TREASURY N/B | 1.375% 15 Nov 2031 | 13175000 | 10764387 |
| US TREASURY N/B | 1.875% 15 Feb 2032 | 2150000 | 1808352 |
| US TREASURY N/B | 3.125% 31 Aug 2027 | 1750000 | 1699414 |
| US TREASURY N/B | 3.875% 30 Nov 2027 | 11775000 | 11641611 |
| US TREASURY N/B | 3.875% 31 Dec 2029 | 3525000 | 3443484 |
| US TREASURY N/B | 4.375% 15 Aug 2026 | 12225000 | 12247922 |
| US TREASURY N/B | 4.125% 31 Aug 2030 | 3025000 | 2978207 |
| US TREASURY N/B | 4.625% 15 Nov 2026 | 9175000 | 9235211 |
| US TREASURY N/B | 4% 31 Jan 2031 | 10500000 | 10244883 |
| US TREASURY N/B | 4.125% 15 Feb 2027 | 1775000 | 1770008 |
| US TREASURY N/B | 4.375% 15 May 2034 | 8150000 | 8027750 |
| VALE OVERSEAS LIMITED | 6.875% 21 Nov 2036 | 1900000 | 2021999 |
| VERIZON COMMUNICATIONS | 2.987% 30 Oct 2056 | 1200000 | 712116 |
| VERIZON MASTER TRUST | 4.62% 20 Nov 2030 | 1200000 | 1199588 |
| VIATRIS INC | 4% 22 Jun 2050 | 2000000 | 1364020 |
| VITERRA FINANCE BV | 3.2% 21 Apr 2031 | 2500000 | 2184475 |
| WELLS FARGO + COMPANY | 1% 22 May 2028 | 4000000 | 3876840 |
| WELLS FARGO COMMERCIAL MORTGAG | 2.652% 15 Aug 2049 | 1175000 | 1128616 |
| WELLS FARGO COMMERCIAL MORTGAG | 4.023% 15 Mar 2052 | 1600000 | 1535987 |
| WILLIS NORTH AMERICA INC | 3.875% 15 Sep 2049 | 1325000 | 971146 |
|  | **Total:EXHIBIT J - Total Bond Market Fund** | **Total:EXHIBIT J - Total Bond Market Fund** | $**487817983** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT K - International Real Estate Index Fund**

**(Managed by State Street Global Advisors)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | ABACUS GROUP | REIT | 311816 |  | $212386 |
|  | ABACUS STORAGE KING | REIT | 332511 |  | 231650 |
|  | ABRDN EUROPEAN LOGISTICS INCOM | ABRDN EUROPEAN LOGISTICS INC | 204411 |  | 150520 |
|  | ACTIVIA PROPERTIES INC | REIT | 456 |  | 950808 |
|  | ADVANCE RESIDENCE INVESTMENT | REIT | 849 |  | 1579601 |
|  | AEDIFICA | REIT | 29370 |  | 1709474 |
|  | AEON REIT INVESTMENT CORP | REIT | 1179 |  | 950530 |
|  | AEW UK REIT PLC | REIT GBP.01 | 92835 |  | 116785 |
|  | AIMS APAC REIT | REIT | 356000 |  | 326172 |
|  | ALLIED PROPERTIES REAL ESTAT | REIT | 81442 |  | 971166 |
|  | ALLREAL HOLDING AG REG | COMMON STOCK CHF50.0 | 9096 |  | 1661905 |
|  | AMOT INVESTMENTS LTD | COMMON STOCK ILS1.0 | 132845 |  | 752520 |
|  | ARENA REIT | REIT | 241498 |  | 582853 |
|  | ARGAN | REIT EUR2.0 | 8048 |  | 503724 |
|  | ARGOSY PROPERTY LTD | MUTUAL FUND | 489308 |  | 274126 |
|  | AROUNDTOWN SA | COMMON STOCK EUR.01 | 428103 |  | 1294683 |
|  | ASCENCIO | REIT | 2151 |  | 105243 |
|  | ASSURA PLC | REIT GBP.1 | 2092452 |  | 1004615 |
|  | ATRIUM LJUNGBERG AB B SHS | COMMON STOCK SEK2.5 | 27819 |  | 499458 |
|  | AUSTRALIAN DOLLAR | FOREIGN CURRENCY | 567577 |  | 351415 |
|  | AZRIELI GROUP LTD | COMMON STOCK ILS.1 | 23342 |  | 1927630 |
|  | BIG YELLOW GROUP PLC | REIT GBP.1 | 118512 |  | 1424537 |
|  | BOARDWALK REAL ESTATE INVEST | REIT | 25987 |  | 1160941 |
|  | BRITISH LAND CO PLC | REIT GBP.25 | 628984 |  | 2825550 |
|  | BWP TRUST | REIT | 321098 |  | 651290 |
|  | CA IMMOBILIEN ANLAGEN AG | COMMON STOCK | 21375 |  | 516020 |
|  | CAN APARTMENT PROP REAL ESTA | REIT | 104146 |  | 3087014 |
|  | CANADIAN DOLLAR | FOREIGN CURRENCY | 25160 |  | 17494 |
|  | CAPITALAND ASCENDAS REIT | REIT | 2248989 |  | 4233127 |
|  | CAPITALAND ASCOTT TRUST | STAPLED SECURITY | 1602691 |  | 1022479 |
|  | CAPITALAND INTEGRATED COMMER | REIT | 3422831 |  | 4839010 |
|  | CAPITALAND INVESTMENT LTD/SI | COMMON STOCK | 1445800 |  | 2773086 |
|  | CARE PROPERTY INVEST | REIT | 25841 |  | 305592 |
|  | CARE REIT PLC | REIT GBP.01 | 220031 |  | 223729 |
|  | CARMILA | REIT EUR6.0 | 33884 |  | 561209 |
|  | CASTELLUM AB | COMMON STOCK SEK.5 | 266117 |  | 2920276 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CATENA AB | COMMON STOCK SEK4.4 | 25311 | 1081515 |
| CDL HOSPITALITY TRUSTS | STAPLED SECURITY | 529700 | 333981 |
| CENTURIA INDUSTRIAL REIT | REIT | 300623 | 523943 |
| CENTURIA OFFICE REIT | REIT | 293078 | 199651 |
| CHAMPION REIT | REIT | 1122000 | 249881 |
| CHARTER HALL LONG WALE REIT | REIT | 416286 | 964150 |
| CHARTER HALL RETAIL REIT | REIT | 296192 | 576473 |
| CHARTER HALL SOCIAL INFRASTR | REIT | 212748 | 338613 |
| CHARTWELL RETIREMENT RESIDEN | UNIT | 168453 | 1766285 |
| CHOICE PROPERTIES REIT | REIT | 171018 | 1587464 |
| CIBUS NORDIC REAL ESTAT PUBL | COMMON STOCK | 36383 | 580655 |
| CITYCON OYJ | COMMON STOCK | 57646 | 191916 |
| CLS HOLDINGS PLC | REIT GBP.025 | 101721 | 98754 |
| COFINIMMO | REIT | 23999 | 1378536 |
| COMFORIA RESIDENTIAL REIT IN | REIT | 456 | 805585 |
| COREM PROPERTY GROUP B SHARE | COMMON STOCK SEK1.0 | 420786 | 256751 |
| COVIVIO | REIT EUR3.0 | 33817 | 1708087 |
| CRE LOGISTICS REIT INC | REIT | 416 | 363485 |
| CROMBIE REAL ESTATE INVESTME | REIT | 68924 | 633073 |
| CROMWELL PROPERTY GROUP | REIT | 927747 | 218398 |
| CUSTODIAN PROPERTY INCOME RE | REIT GBP.01 | 241457 | 232269 |
| DAIWA HOUSE REIT INVESTMENT | REIT | 1426 | 2100541 |
| DAIWA OFFICE INVESTMENT CORP | REIT | 373 | 673713 |
| DAIWA SECURITIES LIVING INVE | REIT | 1332 | 753978 |
| DERWENT LONDON PLC | REIT GBP.05 | 71593 | 1756060 |
| DEUTSCHE EUROSHOP AG | COMMON STOCK | 10409 | 199327 |
| DEUTSCHE WOHNEN SE | COMMON STOCK | 29823 | 712543 |
| DEXUS INDUSTRIA REIT | REIT | 123929 | 196753 |
| DEXUS/AU | REIT | 675158 | 2784654 |
| DIGITAL CORE REIT MANAGEMENT | REIT | 551300 | 320282 |
| DIOS FASTIGHETER AB | COMMON STOCK SEK2.0 | 66010 | 472972 |
| DREAM INDUSTRIAL REAL ESTATE | REIT | 171781 | 1410606 |
| EMPIRIC STUDENT PROPERTY PLC | REIT GBP.01 | 343396 | 358665 |
| ENTRA ASA | COMMON STOCK NOK1.0 | 43466 | 442588 |
| ESR KENDALL SQUARE REIT CO L | REIT KRW1000.0 | 65983 | 189540 |
| ESR REIT | REIT | 4100212 | 766363 |
| EURO CURRENCY | FOREIGN CURRENCY | 301630 | 312338 |
| EUROCOMMERCIAL PROPERTIES NV | REIT EUR10.0 | 27628 | 634757 |
| FABEGE AB | COMMON STOCK SEK30.82 | 141543 | 1067537 |
| FAR EAST HOSPITALITY TRUST | STAPLED SECURITY | 577000 | 257994 |
| FASTIGHETS AB BALDER B SHRS | COMMON STOCK SEK1.0 | 419988 | 2917397 |
| FASTPARTNER AB A | COMMON STOCK SEK3.33 | 33289 | 193193 |
| FIRST CAPITAL REAL ESTATE IN | REIT | 131273 | 1548039 |
| FORTUNE REIT | REIT | 875000 | 449443 |
| FRASERS CENTREPOINT TRUST | REIT | 703813 | 1088546 |
| FRASERS LOGISTICS + COMMERCI | REIT | 1809600 | 1166570 |
| FRONTIER REAL ESTATE INVEST | REIT | 1740 | 859700 |
| FUKUOKA REIT CORP | REIT | 586 | 539241 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GECINA SA | REIT EUR7.5 | 32838 | 3076519 |
| GLOBAL ONE REIT | REIT | 702 | 441505 |
| GLP J REIT | REIT | 2923 | 2290753 |
| GOODMAN PROPERTY TRUST | REIT | 663121 | 746697 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 2194567 | 2194567 |
| GPT GROUP | REIT | 1213473 | 3284150 |
| GRAND CITY PROPERTIES | COMMON STOCK EUR.1 | 37709 | 458952 |
| GRANITE REAL ESTATE INVESTME | REIT | 39640 | 1922741 |
| GREAT PORTLAND ESTATES PLC | REIT GBP.1526316 | 213754 | 770913 |
| GROWTHPOINT PROPERTIES AUSTR | REIT | 164103 | 241868 |
| H+R REAL ESTATE INV REIT UTS | REIT | 164831 | 1063574 |
| HAMBORNER REIT AG | REIT | 39437 | 257272 |
| HAMMERSON PLC | REIT GBP.5 | 311866 | 1091873 |
| HANKYU HANSHIN REIT INC | REIT | 461 | 357272 |
| HEALTHCARE + MEDICAL INVESTM | REIT | 259 | 175521 |
| HEALTHCO REIT | REIT | 246104 | 155292 |
| HEIWA REAL ESTATE REIT INC | REIT | 672 | 514030 |
| HELICAL PLC | REIT GBP.01 | 66381 | 143259 |
| HOME INVEST BELGIUM | REIT | 4892 | 86932 |
| HOME REIT PLC | REIT | 602032 | 286891 |
| HOMECO DAILY NEEDS REIT | REIT | 1045025 | 742502 |
| HONG KONG DOLLAR | FOREIGN CURRENCY | 2257945 | 290675 |
| HONGKONG LAND HOLDINGS LTD | COMMON STOCK USD.1 | 645300 | 2869443 |
| HOSHINO RESORTS REIT INC | REIT | 396 | 561260 |
| HUFVUDSTADEN AB A SHS | COMMON STOCK SEK5.0 | 65657 | 720169 |
| HULIC REIT INC | REIT | 875 | 763597 |
| HYSAN DEVELOPMENT CO | COMMON STOCK | 375000 | 571579 |
| ICADE | REIT | 19167 | 453600 |
| ICHIGO OFFICE REIT INVESTMEN | REIT | 705 | 357872 |
| IMMOBILIARE GRANDE DISTRIBUZ | REIT | 49762 | 128821 |
| INDUSTRIAL + INFRASTRUCTURE | REIT | 1541 | 1126682 |
| INMOBILIARIA COLONIAL SOCIMI | REIT EUR2.5 | 208826 | 1119039 |
| INTERRENT REAL ESTATE INVEST | REIT | 84522 | 596508 |
| INTERSHOP HOLDING AG | COMMON STOCK CHF2.0 | 3079 | 431455 |
| INVINCIBLE INVESTMENT CORP | REIT | 4825 | 2023103 |
| IRISH RESIDENTIAL PROPERTIES | REIT EUR.1 | 316319 | 298054 |
| JAPAN EXCELLENT INC | REIT | 806 | 595970 |
| JAPAN HOTEL REIT INVESTMENT | REIT | 3219 | 1439522 |
| JAPAN LOGISTICS FUND INC | REIT | 593 | 991441 |
| JAPAN METROPOLITAN FUND INVE | REIT | 4463 | 2559198 |
| JAPAN PRIME REALTY INVESTMEN | REIT | 595 | 1192315 |
| JAPAN REAL ESTATE INVESTMENT | REIT | 4190 | 2874736 |
| JAPANESE YEN | FOREIGN CURRENCY | 7426557 | 47255 |
| JR GLOBAL REIT | REIT KRW1000.0 | 67885 | 127001 |
| KDX REALTY INVESTMENT CORP | REIT | 2530 | 2399015 |
| KEPPEL DC REIT | REIT | 1022100 | 1633261 |
| KEPPEL REIT | REIT | 1487800 | 948790 |
| KILLAM APARTMENT REAL ESTATE | REIT | 74992 | 891645 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KIWI PROPERTY GROUP LTD | COMMON STOCK | 1077356 | 542722 |
| KLEPIERRE | REIT EUR1.4 | 128237 | 3692203 |
| KOJAMO OYJ | COMMON STOCK | 102647 | 997946 |
| LAND SECURITIES GROUP PLC | REIT GBP.1066667 | 470954 | 3437180 |
| LASALLE LOGIPORT REIT | REIT | 1230 | 1112150 |
| LEG IMMOBILIEN SE | COMMON STOCK | 46508 | 3939252 |
| LENDLEASE GLOBAL COMMERCIAL | REIT | 1162998 | 468853 |
| LIFE SCIENCE REIT PLC | REIT GBP.01 | 207669 | 98523 |
| LINK REIT | REIT | 1597608 | 6756148 |
| LOGISTEA AB B | COMMON STOCK | 111611 | 165693 |
| LONDONMETRIC PROPERTY PLC | REIT GBP.1 | 1241700 | 2794651 |
| LOTTE REIT CO LTD | REIT KRW500.0 | 77956 | 161406 |
| MAPLETREE INDUSTRIAL TRUST | REIT | 1246858 | 2019060 |
| MAPLETREE LOGISTICS TRUST | REIT | 2099611 | 1952495 |
| MAPLETREE PAN ASIA COM TRUST | REIT | 1445632 | 1282120 |
| MELISRON | COMMON STOCK ILS1.0 | 16174 | 1438222 |
| MERCIALYS | REIT EUR1.0 | 61177 | 639093 |
| MERLIN PROPERTIES SOCIMI SA | REIT EUR1.0 | 276021 | 2903929 |
| MIRAI CORP | REIT | 1368 | 354648 |
| MITSUBISHI ESTATE LOGISTICS | REIT | 333 | 734039 |
| MITSUI FUDOSAN LOGISTICS PAR | REIT | 1937 | 1248918 |
| MOBIMO HOLDING AG REG | COMMON STOCK CHF3.4 | 4455 | 1443551 |
| MONTEA NV | REIT | 12512 | 820319 |
| MORI HILLS REIT INVESTMENT C | REIT | 1069 | 840839 |
| MORI TRUST REIT INC | REIT | 1720 | 673276 |
| MSCI EAFE MAR 25 | IFUS 20250321 | 2450 | (169910) |
| NATIONAL STORAGE REIT | REIT | 881753 | 1277791 |
| NEOBO FASTIGHETER AB | COMMON STOCK SEK1.5 | 83632 | 158550 |
| NEW ISRAELI SHEQEL | FOREIGN CURRENCY | 974130 | 267350 |
| NEW ZEALAND DOLLAR | FOREIGN CURRENCY | 60473 | 33880 |
| NEWRIVER REIT PLC | REIT | 188478 | 172712 |
| NEXTDC LTD | COMMON STOCK | 401900 | 3735558 |
| NIPPON ACCOMMODATIONS FUND | REIT | 299 | 1116367 |
| NIPPON BUILDING FUND INC | REIT | 4874 | 3794406 |
| NIPPON REIT INVESTMENT CORP | REIT | 1152 | 556753 |
| NOMURA REAL ESTATE MASTER FU | REIT | 2827 | 2471892 |
| NORTHWEST HEALTHCARE PROPERT | REIT | 133085 | 411784 |
| NORWEGIAN KRONE | FOREIGN CURRENCY | 203001 | 17874 |
| NP3 FASTIGHETER AB | COMMON STOCK SEK3.5 | 21491 | 486874 |
| NSI NV | REIT EUR3.68 | 11468 | 224697 |
| NTT UD REIT INVESTMENT CORP | REIT | 891 | 678122 |
| NYFOSA AB | COMMON STOCK SEK.5 | 96930 | 950403 |
| ONE REIT INC | REIT | 169 | 247325 |
| ORIX JREIT INC | REIT | 1722 | 1793636 |
| OUE REAL ESTATE INVESTMENT T | REIT | 1538700 | 321141 |
| PANDOX AB | COMMON STOCK SEK2.5 | 66473 | 1153002 |
| PARAGON REIT | REIT | 667200 | 430149 |
| PARKWAYLIFE REAL ESTATE | REIT | 269900 | 741862 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PEACH PROPERTY GROUP AG | COMMON STOCK CHF1.0 | 18976 | 188134 |
| PICTON PROPERTY INCOME LTD | REIT | 295901 | 237165 |
| PLATZER FASTIGHETER HOLD B | COMMON STOCK SEK.1 | 41258 | 319939 |
| POUND STERLING | FOREIGN CURRENCY | 511498 | 640600 |
| PPHE HOTEL GROUP LTD | COMMON STOCK | 10077 | 177885 |
| PRECINCT PROPERTIES GROUP | STAPLED SECURITY | 842148 | 557218 |
| PRIMARIS REIT | REIT | 58457 | 628793 |
| PRIMARY HEALTH PROPERTIES | REIT GBP.125 | 825055 | 962895 |
| PROSPERITY REIT | REIT | 595000 | 94980 |
| PRS REIT PLC/THE | REIT GBP.01 | 305053 | 410787 |
| PSP SWISS PROPERTY AG REG | COMMON STOCK CHF.1 | 28321 | 4025028 |
| REGION RE LTD | REIT | 744628 | 954583 |
| REGIONAL REIT LTD | REIT | 80192 | 114957 |
| RESIDENTIAL SECURE INCOME PL | REIT GBP.01 | 137160 | 101054 |
| RETAIL ESTATES | REIT | 7714 | 473713 |
| RIOCAN REAL ESTATE INVST TR | REIT | 186569 | 2371354 |
| SAFESTORE HOLDINGS PLC | REIT GBP.01 | 137776 | 1108773 |
| SAGAX AB B | COMMON STOCK SEK1.75 | 135695 | 2781270 |
| SAMHALLSBYGGNADSBOLAGET I NO | COMMON STOCK | 705543 | 289880 |
| SAMTY RESIDENTIAL INVESTMENT | REIT | 335 | 198250 |
| SANKEI REAL ESTATE INC | REIT | 329 | 157521 |
| SCENTRE GROUP | REIT | 3268548 | 6951854 |
| SCHRODER REAL ESTATE INVESTM | REIT | 258703 | 164259 |
| SEGRO PLC | REIT GBP.1 | 846117 | 7428291 |
| SEKISUI HOUSE REIT INC | REIT | 2700 | 1323842 |
| SHAFTESBURY CAPITAL PLC | REIT GBP.25 | 938120 | 1470159 |
| SHINHAN ALPHA REIT CO LTD | REIT KRW1000.0 | 67591 | 258831 |
| SHURGARD SELF STORAGE LTD | REIT | 20371 | 756398 |
| SINGAPORE DOLLAR | FOREIGN CURRENCY | 147326 | 107994 |
| SIRIUS REAL ESTATE LTD | REIT | 957920 | 939524 |
| SK REITS CO LTD | REIT KRW500.0 | 125531 | 376421 |
| SMARTCENTRES REAL ESTATE INV | REIT | 80489 | 1368906 |
| SOCIAL HOUSING REIT PLC | REIT GBP.01 | 211835 | 157409 |
| SOSILA LOGISTICS REIT INC | REIT | 490 | 328201 |
| SOUTH KOREAN WON | FOREIGN CURRENCY | 20544587 | 13956 |
| STAR ASIA INVESTMENT CORPORA | REIT | 1721 | 563663 |
| STARHILL GLOBAL REIT | REIT | 812172 | 297624 |
| STARTS PROCEED INVESTMENT CO | REIT | 149 | 164427 |
| STONEWEG EUROPEAN REAL ESTAT | REIT | 201100 | 329025 |
| STORAGEVAULT CANADA INC | COMMON STOCK | 148600 | 407095 |
| STRIDE PROPERTY GROUP | STAPLED SECURITY | 366643 | 268858 |
| SUNLIGHT REAL ESTATE INVEST | REIT | 690000 | 165217 |
| SUNTEC REIT | REIT | 1363600 | 1169278 |
| SUPERMARKET INCOME REIT PLC | REIT GBP.01 | 766150 | 652409 |
| SWEDISH KRONA | FOREIGN CURRENCY | 1003833 | 90851 |
| SWIRE PROPERTIES LTD | COMMON STOCK | 672200 | 1368985 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SWISS FRANC | FOREIGN CURRENCY | 25997 | 28686 |
| TAG IMMOBILIEN AG | COMMON STOCK | 93392 | 1386963 |
| TAKARA LEBEN REAL ESTATE INV | REIT | 677 | 373150 |
| TARGET HEALTHCARE REIT PLC | REIT GBP.01 | 368058 | 386687 |
| TOKYU REIT INC | REIT | 613 | 611636 |
| TRITAX BIG BOX REIT PLC | REIT GBP.01 | 1530303 | 2542761 |
| UNIBAIL RODAMCO WESTFIELD | REIT EUR5.0 | 64572 | 4843584 |
| UNITE GROUP PLC/THE | REIT GBP.25 | 256658 | 2588188 |
| UNITED URBAN INVESTMENT CORP | REIT | 1865 | 1667133 |
| URBAN LOGISTICS REIT PLC | REIT GBP.01 | 284515 | 364383 |
| US DOLLAR | CURRENCY | 355443 | 355443 |
| VASTNED RETAIL NV | REIT EUR5.0 | 6131 | 135825 |
| VICINITY CENTRES | REIT | 2367075 | 3081754 |
| VONOVIA SE | COMMON STOCK | 440844 | 13374593 |
| WALLENSTAM AB B SHS | COMMON STOCK SEK.5 | 252301 | 1092644 |
| WAREHOUSE REIT PLC | REIT | 232744 | 228692 |
| WAREHOUSES DE PAUW SCA | REIT | 109320 | 2151395 |
| WAYPOINT REIT | REIT | 420298 | 606500 |
| WERELDHAVE NV | REIT EUR1.0 | 18656 | 265311 |
| WHARF REAL ESTATE INVESTMENT | COMMON STOCK HKD.1 | 972000 | 2485073 |
| WIHLBORGS FASTIGHETER AB | COMMON STOCK SEK2.5 | 168735 | 1604905 |
| WORKSPACE GROUP PLC | REIT GBP1.0 | 89288 | 549009 |
| XIOR STUDENT HOUSING NV | REIT | 24123 | 737985 |
|  | **Total : EXHIBIT K - International Real Estate Index Fund** | **Total : EXHIBIT K - International Real Estate Index Fund** | $**276066521** |

---

**n / a - Cost is not applicable**

------

**EXHIBIT L - Long-Term Credit Fund**

**(Managed by Loomis, Sayles and Company)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current <br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | ABBVIE INC | 4.05% 21 Nov 2039 | 2346000 |  | $2005126 |
|  | ABBVIE INC | 5.4% 15 Mar 2054 | 3033000 |  | 2923205 |
|  | ABU DHABI CRUDE OIL | 4.6% 02 Nov 2047 | 960000 |  | 843638 |
|  | ADNOC MURBAN RSC LTD | 5.125% 11 Sep 2054 | 1647000 |  | 1483683 |
|  | AEP TRANSMISSION CO LLC | 2.75% 15 Aug 2051 | 2867000 |  | 1720573 |
|  | AERCAP IRELAND CAP/GLOBA | 3.85% 29 Oct 2041 | 1623000 |  | 1269657 |
|  | AETNA INC | 6.75% 15 Dec 2037 | 382000 |  | 402808 |
|  | ALABAMA POWER CO | 4.15% 15 Aug 2044 | 1379000 |  | 1131814 |
|  | ALABAMA POWER CO | 3.45% 01 Oct 2049 | 864000 |  | 611228 |
|  | ALTRIA GROUP INC | 4.45% 06 May 2050 | 765000 |  | 592041 |
|  | AMAZON.COM INC | 3.875% 22 Aug 2037 | 2001000 |  | 1768544 |
|  | AMAZON.COM INC | 3.95% 13 Apr 2052 | 972000 |  | 764468 |
|  | AMAZON.COM INC | 4.1% 13 Apr 2062 | 183000 |  | 143393 |
|  | AMEREN ILLINOIS CO | 4.15% 15 Mar 2046 | 861000 |  | 711978 |
|  | AMERICA MOVIL SAB DE CV | 6.125% 30 Mar 2040 | 1704000 |  | 1744879 |
|  | AMERICAN INTL GROUP | 4.5% 16 Jul 2044 | 1440000 |  | 1235750 |
|  | AMGEN INC | 3.15% 21 Feb 2040 | 2980000 |  | 2213782 |
|  | AMGEN INC | 5.6% 02 Mar 2043 | 2691000 |  | 2617616 |
|  | ANALOG DEVICES INC | 5.3% 01 Apr 2054 | 2089000 |  | 1984550 |
|  | ANGLO AMERICAN CAPITAL | 6% 05 Apr 2054 | 618000 |  | 610028 |
|  | ANHEUSER BUSCH CO/INBEV | 4.9% 01 Feb 2046 | 1607000 |  | 1462081 |
|  | ANHEUSER BUSCH INBEV WOR | 5.55% 23 Jan 2049 | 1390000 |  | 1373904 |
|  | ANHEUSER BUSCH INBEV WOR | 5.8% 23 Jan 2059 | 922000 |  | 944912 |
|  | AON NORTH AMERICA INC | 5.75% 01 Mar 2054 | 612000 |  | 599038 |
|  | APACHE CORP | 5.1% 01 Sep 2040 | 1825000 |  | 1585505 |
|  | APPLE INC | 3.85% 04 Aug 2046 | 3262000 |  | 2621963 |
|  | APPLE INC | 2.65% 11 May 2050 | 3931000 |  | 2435883 |
|  | APPLIED MATERIALS INC | 2.75% 01 Jun 2050 | 1447000 |  | 900627 |
|  | ARCELORMITTAL SA | 6.35% 17 Jun 2054 | 633000 |  | 625721 |
|  | ASTRAZENECA PLC | 6.45% 15 Sep 2037 | 478000 |  | 523047 |
|  | AT+T INC | 4.75% 15 May 2046 | 2176000 |  | 1885417 |
|  | AT+T INC | 5.15% 15 Nov 2046 | 1173000 |  | 1075500 |
|  | AT+T INC | 3.5% 15 Sep 2053 | 5505000 |  | 3712462 |
|  | ATHENE HOLDING LTD | 6.25% 01 Apr 2054 | 1128000 |  | 1132410 |
|  | ATMOS ENERGY CORP | 5.5% 15 Jun 2041 | 775000 |  | 773481 |
|  | BANK GOSPODARSTWA KRAJOW | 6.25% 09 Jul 2054 | 225000 |  | 220264 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BANK OF AMERICA CORP | 1% 23 Apr 2040 | 3647000 | 3094480 |
| BANK OF AMERICA CORP | 1% 19 Jun 2041 | 797000 | 551739 |
| BANK OF AMERICA CORP | 6.11% 29 Jan 2037 | 1037000 | 1073160 |
| BANNER HEALTH | 2.907% 01 Jan 2042 | 1343000 | 955195 |
| BARCLAYS PLC | 1% 12 Mar 2055 | 627000 | 626781 |
| BAT CAPITAL CORP | 4.54% 15 Aug 2047 | 1026000 | 812315 |
| BAT CAPITAL CORP | 4.758% 06 Sep 2049 | 825000 | 667466 |
| BAT CAPITAL CORP | 5.282% 02 Apr 2050 | 864000 | 755412 |
| BELL CANADA | 4.464% 01 Apr 2048 | 841000 | 680226 |
| BERKSHIRE HATHAWAY ENERG | 4.25% 15 Oct 2050 | 1105000 | 872939 |
| BERKSHIRE HATHAWAY FIN | 3.85% 15 Mar 2052 | 1841000 | 1390894 |
| BLUE OWL FINANCE LLC | 6.25% 18 Apr 2034 | 972000 | 997982 |
| BOEING CO | 5.805% 01 May 2050 | 427000 | 396329 |
| BOEING CO/THE | 6.858% 01 May 2054 | 2352000 | 2500035 |
| BOEING CO/THE | 7.008% 01 May 2064 | 575000 | 611403 |
| BP CAP MARKETS AMERICA | 5.227% 17 Nov 2034 | 1228000 | 1208905 |
| BRISTOL MYERS SQUIBB CO | 4.55% 20 Feb 2048 | 1549000 | 1315024 |
| BRISTOL MYERS SQUIBB CO | 5.55% 22 Feb 2054 | 838000 | 813975 |
| BROOKLYN UNION GAS CO | 4.487% 04 Mar 2049 | 1461000 | 1143875 |
| BURLINGTN NORTH SANTA FE | 3.3% 15 Sep 2051 | 1778000 | 1217557 |
| BURLINGTN NORTH SANTA FE | 5.2% 15 Apr 2054 | 2007000 | 1892400 |
| CALIFORNIA ST | 7.3% 01 Oct 2039 | 2660000 | 3044562 |
| CANADIAN NATL RESOURCES | 6.25% 15 Mar 2038 | 558000 | 569562 |
| CANADIAN NATL RESOURCES | 5.4% 15 Dec 2034 | 1667000 | 1623841 |
| CARRIER GLOBAL CORP | 6.2% 15 Mar 2054 | 1393000 | 1474031 |
| CATERPILLAR INC | 3.25% 09 Apr 2050 | 937000 | 646446 |
| CHARTER COMM OPT LLC/CAP | 5.375% 01 May 2047 | 1787000 | 1460694 |
| CHARTER COMM OPT LLC/CAP | 5.75% 01 Apr 2048 | 1513000 | 1295794 |
| CHARTER COMM OPT LLC/CAP | 4.8% 01 Mar 2050 | 469000 | 352923 |
| CHARTER COMM OPT LLC/CAP | 3.9% 01 Jun 2052 | 567000 | 364995 |
| CHUBB INA HOLDINGS LLC | 3.05% 15 Dec 2061 | 530000 | 320321 |
| CIGNA GROUP/THE | 3.2% 15 Mar 2040 | 1419000 | 1039105 |
| CISCO SYSTEMS INC | 5.3% 26 Feb 2054 | 1600000 | 1550992 |
| CITIGROUP INC | 4.65% 30 Jul 2045 | 1053000 | 916931 |
| CK HUTCHISON INTNTL 21 | 3.125% 15 Apr 2041 | 531000 | 393020 |
| COCA COLA CO/THE | 5.2% 14 Jan 2055 | 2834000 | 2694851 |
| COMCAST CORP | 4.65% 15 Jul 2042 | 235000 | 205329 |
| COMCAST CORP | 2.887% 01 Nov 2051 | 3783000 | 2279863 |
| COMCAST CORP | 2.937% 01 Nov 2056 | 2904000 | 1689199 |
| COMCAST CORP | 5.65% 01 Jun 2054 | 530000 | 511922 |
| COMISION FEDERAL DE ELEC | 6.45% 24 Jan 2035 | 588000 | 554790 |
| COMMONSPIRIT HEALTH | 4.187% 01 Oct 2049 | 381000 | 298251 |
| CON EDISON CO OF NY INC | 5.7% 15 Jun 2040 | 686000 | 684985 |
| CON EDISON CO OF NY INC | 4.2% 15 Mar 2042 | 530000 | 441723 |
| CON EDISON CO OF NY INC | 3.7% 15 Nov 2059 | 2086000 | 1454985 |
| CON EDISON CO OF NY INC | 5.5% 15 Mar 2055 | 126000 | 121393 |
| CONOCOPHILLIPS | 6.5% 01 Feb 2039 | 496000 | 541151 |
| CONOCOPHILLIPS COMPANY | 5.5% 15 Jan 2055 | 853000 | 810086 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CONOCOPHILLIPS COMPANY | 5.65% 15 Jan 2065 | 709000 | 671019 |
| CONSTELLATION EN GEN LLC | 5.6% 15 Jun 2042 | 1195000 | 1154394 |
| COTTAGE HEALTH SYSTEM | 3.304% 01 Nov 2049 | 934000 | 652203 |
| CSX CORP | 4.5% 15 Nov 2052 | 2319000 | 1954314 |
| CUMMINS INC | 5.45% 20 Feb 2054 | 742000 | 722048 |
| CVS HEALTH CORP | 4.78% 25 Mar 2038 | 1411000 | 1220317 |
| CVS HEALTH CORP | 5.05% 25 Mar 2048 | 1650000 | 1362141 |
| CVS HEALTH CORP | 6% 01 Jun 2044 | 451000 | 426145 |
| DELL INT LLC / EMC CORP | 3.375% 15 Dec 2041 | 1768000 | 1298207 |
| DEVON ENERGY CORPORATION | 5.6% 15 Jul 2041 | 1292000 | 1194906 |
| DEVON ENERGY CORPORATION | 4.75% 15 May 2042 | 480000 | 398530 |
| DIAMONDBACK ENERGY INC | 5.9% 18 Apr 2064 | 1043000 | 977197 |
| DOMINION ENERGY INC | 3.3% 15 Apr 2041 | 1733000 | 1276025 |
| DUKE ENERGY CAROLINAS | 3.75% 01 Jun 2045 | 785000 | 601090 |
| DUKE ENERGY CORP | 5.8% 15 Jun 2054 | 1051000 | 1025587 |
| DUKE ENERGY FLORIDA LLC | 6.2% 15 Nov 2053 | 1634000 | 1722187 |
| DUKE ENERGY PROGRESS LLC | 4.15% 01 Dec 2044 | 1695000 | 1374950 |
| ELEVANCE HEALTH INC | 5.7% 15 Feb 2055 | 2373000 | 2289043 |
| ELEVANCE HEALTH INC | 4.65% 15 Jan 2043 | 656000 | 568358 |
| ELI LILLY + CO | 5% 09 Feb 2054 | 832000 | 765024 |
| ELI LILLY + CO | 5.05% 14 Aug 2054 | 1364000 | 1260786 |
| ENBRIDGE ENERGY PARTNERS | 7.375% 15 Oct 2045 | 1373000 | 1551051 |
| ENEL FINANCE AMERICA LLC | 2.875% 12 Jul 2041 | 1748000 | 1182102 |
| ENEL FINANCE INTL NV | 7.75% 14 Oct 2052 | 165000 | 194500 |
| ENERGY TRANSFER LP | 7.5% 01 Jul 2038 | 344000 | 388889 |
| ENERGY TRANSFER LP | 6.125% 15 Dec 2045 | 1639000 | 1617185 |
| ENERGY TRANSFER LP | 5.95% 15 May 2054 | 75000 | 72334 |
| ENERGY TRANSFER LP | 6.05% 01 Sep 2054 | 285000 | 279041 |
| ENERGY TRANSFER LP | 5% 15 May 2050 | 1359000 | 1155354 |
| ENI SPA | 5.95% 15 May 2054 | 873000 | 840943 |
| ENTERPRISE PRODUCTS OPER | 5.95% 01 Feb 2041 | 1790000 | 1835359 |
| ENTERPRISE PRODUCTS OPER | 5.1% 15 Feb 2045 | 1388000 | 1276835 |
| EQUINOR ASA | 3.95% 15 May 2043 | 1915000 | 1572904 |
| ERAC USA FINANCE LLC | 5.4% 01 May 2053 | 572000 | 547009 |
| EXELON CORP | 5.6% 15 Mar 2053 | 897000 | 864116 |
| EXXON MOBIL CORPORATION | 4.227% 19 Mar 2040 | 1316000 | 1152948 |
| FEDEX CORP | 4.55% 01 Apr 2046 | 1903000 | 1584933 |
| FIRSTENERGY CORP | 3.4% 01 Mar 2050 | 481000 | 325757 |
| FIRSTENERGY TRANSMISSION | 5.45% 15 Jul 2044 | 1060000 | 1015851 |
| FLORIDA POWER + LIGHT CO | 5.6% 15 Jun 2054 | 1397000 | 1395785 |
| FREEPORT INDONESIA PT | 6.2% 14 Apr 2052 | 514000 | 505092 |
| GENERAL MOTORS CO | 6.25% 02 Oct 2043 | 2109000 | 2090968 |
| GEORGIA POWER CO | 4.75% 01 Sep 2040 | 1443000 | 1316983 |
| GEORGIA POWER CO | 4.3% 15 Mar 2042 | 963000 | 820255 |
| GILEAD SCIENCES INC | 2.6% 01 Oct 2040 | 2090000 | 1446405 |
| GLENCORE FUNDING LLC | 3.375% 23 Sep 2051 | 637000 | 416343 |
| GLENCORE FUNDING LLC | 5.893% 04 Apr 2054 | 461000 | 446963 |
| GOLDMAN SACHS GROUP INC | 1% 19 Nov 2045 | 1335000 | 1289944 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | GOLDMAN SACHS GROUP INC | 1% 24 Feb 2043 | 4365000 | 3243326 |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 1059137 | 1059137 |
| | HCA INC | 4.375% 15 Mar 2042 | 1652000 | 1345571 |
| | HCA INC | 5.95% 15 Sep 2054 | 880000 | 836405 |
| | HOAG MEMORIAL HOSPITAL | 3.803% 15 Jul 2052 | 843000 | 633784 |
| | HOME DEPOT INC | 3.625% 15 Apr 2052 | 1817000 | 1317107 |
| | HOME DEPOT INC | 5.3% 25 Jun 2054 | 2552000 | 2444816 |
| | HP ENTERPRISE CO | 5.6% 15 Oct 2054 | 574000 | 540863 |
| | HSBC HOLDINGS PLC | 6.5% 15 Sep 2037 | 1118000 | 1140651 |
| \* | IBM INTERNAT CAPITAL | 5.25% 05 Feb 2044 | 1203000 | 1134453 |
| \* | IBM INTERNAT CAPITAL | 5.3% 05 Feb 2054 | 267000 | 245819 |
|  | IDAHO ENERGY RESOURCES AUTH TR | 2.861% 01 Sep 2046 | 750000 | 515063 |
|  | INTEL CORP | 3.25% 15 Nov 2049 | 931000 | 556421 |
|  | INTEL CORP | 4.9% 05 Aug 2052 | 1986000 | 1562287 |
|  | INTEL CORP | 5.6% 21 Feb 2054 | 308000 | 270452 |
|  | JBS USA HOLD/FOOD/LUX CO | 7.25% 15 Nov 2053 | 914000 | 1007265 |
|  | JOHNSON + JOHNSON | 3.4% 15 Jan 2038 | 1003000 | 836823 |
|  | JOHNSON + JOHNSON | 5.25% 01 Jun 2054 | 2066000 | 2020734 |
| \* | JPMORGAN CHASE + CO | 1% 15 Nov 2048 | 2288000 | 1780979 |
| \* | JPMORGAN CHASE + CO | 1% 22 Oct 2035 | 615000 | 592417 |
| \* | JPMORGAN CHASE + CO | 5.4% 06 Jan 2042 | 1153000 | 1135359 |
|  | KAISER FOUNDATION HOSPIT | 2.81% 01 Jun 2041 | 1063000 | 752572 |
|  | KAISER FOUNDATION HOSPIT | 3.002% 01 Jun 2051 | 1009000 | 655860 |
|  | KENVUE INC | 5.2% 22 Mar 2063 | 1490000 | 1372007 |
|  | KINDER MORGAN ENER PART | 5% 01 Mar 2043 | 620000 | 540063 |
|  | KINDER MORGAN INC | 5.55% 01 Jun 2045 | 2259000 | 2109951 |
|  | KINDER MORGAN INC | 3.25% 01 Aug 2050 | 640000 | 405114 |
|  | KROGER CO | 5.5% 15 Sep 2054 | 1035000 | 973894 |
|  | KROGER CO | 5.65% 15 Sep 2064 | 1163000 | 1095104 |
|  | LOCKHEED MARTIN CORP | 5.2% 15 Feb 2055 | 1036000 | 976057 |
|  | LOWE S COS INC | 2.8% 15 Sep 2041 | 1401000 | 959811 |
|  | LOWE S COS INC | 4.25% 01 Apr 2052 | 1969000 | 1534501 |
|  | MARSH + MCLENNAN COS INC | 5.4% 15 Mar 2055 | 2529000 | 2429459 |
|  | MASS INSTITUTE OF TECH | 3.067% 01 Apr 2052 | 1492000 | 1012113 |
|  | MASTERCARD INC | 3.85% 26 Mar 2050 | 1885000 | 1462383 |
|  | MCDONALD S CORP | 4.2% 01 Apr 2050 | 3076000 | 2437668 |
|  | MERCK + CO INC | 3.7% 10 Feb 2045 | 2333000 | 1804039 |
|  | MERCK + CO INC | 2.35% 24 Jun 2040 | 916000 | 617586 |
|  | MERCK + CO INC | 5% 17 May 2053 | 847000 | 771930 |
|  | META PLATFORMS INC | 5.75% 15 May 2063 | 513000 | 516945 |
|  | META PLATFORMS INC | 5.4% 15 Aug 2054 | 1461000 | 1416206 |
|  | META PLATFORMS INC | 5.55% 15 Aug 2064 | 1242000 | 1211621 |
| \* | METLIFE INC | 4.721% 15 Dec 2044 | 411000 | 363439 |
|  | MICROSOFT CORP | 2.525% 01 Jun 2050 | 4012000 | 2463970 |
|  | MICROSOFT CORP | 2.921% 17 Mar 2052 | 1105000 | 732394 |
|  | MIDAMERICAN ENERGY CO | 5.85% 15 Sep 2054 | 1012000 | 1030955 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MOODY S CORPORATION | 2.75% 19 Aug 2041 | 1706000 | 1175349 |
| MORGAN STANLEY | 1% 25 Jan 2052 | 206000 | 125841 |
| MORGAN STANLEY | 4.375% 22 Jan 2047 | 815000 | 681006 |
| MORGAN STANLEY | 1% 19 Nov 2055 | 2144000 | 2071125 |
| MORGAN STANLEY | 1% 22 Apr 2042 | 492000 | 364016 |
| NEW JERSEY ST TRANSPRTN TRUST | 6.561% 15 Dec 2040 | 430000 | 460978 |
| NEW YORK CITY NY MUNI WTR FIN | 5.724% 15 Jun 2042 | 465000 | 460146 |
| NEW YORK NY | 5.094% 01 Oct 2049 | 300000 | 286224 |
| NEW YORK NY | 5.114% 01 Oct 2054 | 205000 | 194207 |
| NEW YORK ST DORM AUTH ST PERSO | 5.427% 15 Mar 2039 | 600000 | 597224 |
| NISOURCE INC | 5.95% 15 Jun 2041 | 972000 | 982838 |
| NORFOLK SOUTHERN CORP | 3.05% 15 May 2050 | 1298000 | 837690 |
| NORFOLK SOUTHERN CORP | 5.35% 01 Aug 2054 | 710000 | 676034 |
| NORTHERN STATES PWR MINN | 4.5% 01 Jun 2052 | 987000 | 831597 |
| NORTHERN STATES PWR MINN | 5.1% 15 May 2053 | 1842000 | 1704753 |
| NORTHROP GRUMMAN CORP | 5.2% 01 Jun 2054 | 2029000 | 1882425 |
| NOVARTIS CAPITAL CORP | 4.7% 18 Sep 2054 | 1520000 | 1338345 |
| OCCIDENTAL PETROLEUM COR | 6.2% 15 Mar 2040 | 1481000 | 1458785 |
| OGLETHORPE POWER CORP | 6.2% 01 Dec 2053 | 1796000 | 1840343 |
| ONCOR ELECTRIC DELIVERY | 2.7% 15 Nov 2051 | 775000 | 457413 |
| ONEOK INC | 6.5% 01 Sep 2030 | 1169000 | 1223405 |
| ONEOK INC | 5.7% 01 Nov 2054 | 845000 | 796387 |
| ORACLE CORP | 3.6% 01 Apr 2040 | 655000 | 511195 |
| ORACLE CORP | 3.6% 01 Apr 2050 | 4104000 | 2866439 |
| ORACLE CORP | 3.65% 25 Mar 2041 | 2719000 | 2111766 |
| ORACLE CORP | 5.5% 27 Sep 2064 | 393000 | 360035 |
| OVINTIV INC | 6.5% 01 Feb 2038 | 335000 | 340802 |
| OVINTIV INC | 7.1% 15 Jul 2053 | 934000 | 995401 |
| PACIFIC GAS + ELECTRIC | 4% 01 Dec 2046 | 1285000 | 968903 |
| PACIFIC GAS + ELECTRIC | 4.5% 01 Jul 2040 | 2359000 | 2033151 |
| PACIFICORP | 4.125% 15 Jan 2049 | 1080000 | 839938 |
| PACIFICORP | 5.8% 15 Jan 2055 | 794000 | 773531 |
| PARAMOUNT GLOBAL | 4.375% 15 Mar 2043 | 582000 | 424261 |
| PARAMOUNT GLOBAL | 5.85% 01 Sep 2043 | 434000 | 374564 |
| PEPSICO INC | 3.5% 19 Mar 2040 | 1189000 | 958227 |
| PFIZER INC | 4.3% 15 Jun 2043 | 765000 | 651398 |
| PFIZER INVESTMENT ENTER | 5.11% 19 May 2043 | 975000 | 915135 |
| PFIZER INVESTMENT ENTER | 5.3% 19 May 2053 | 2942000 | 2760361 |
| PHILIP MORRIS INTL INC | 3.875% 21 Aug 2042 | 1171000 | 927256 |
| PHILIP MORRIS INTL INC | 4.25% 10 Nov 2044 | 513000 | 418700 |
| PORT AUTH OF NEW YORK NEW JE | 3.287% 01 Aug 2069 | 689000 | 434767 |
| PORT AUTH OF NEW YORK NEW JE | 4.926% 01 Oct 2051 | 1185000 | 1093964 |
| PROGRESSIVE CORP | 3.7% 15 Mar 2052 | 1643000 | 1212008 |
| PUBLIC SERVICE ELECTRIC | 5.45% 01 Mar 2054 | 1347000 | 1301768 |
| QATAR ENERGY | 3.125% 12 Jul 2041 | 553000 | 407677 |
| QUALCOMM INC | 6% 20 May 2053 | 1145000 | 1193995 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| REPUBLIC OF CHILE | 2.55% 27 Jul 2033 | 1772000 | 1428799 |
| REPUBLIC OF CHILE | 4.34% 07 Mar 2042 | 1628000 | 1368383 |
| REPUBLIC OF COLOMBIA | 8.375% 07 Nov 2054 | 295000 | 286044 |
| REPUBLIC OF PANAMA | 4.5% 19 Jan 2063 | 2647000 | 1552968 |
| REPUBLIC OF PANAMA | 8% 01 Mar 2038 | 526000 | 526989 |
| REPUBLIC OF PERU | 3.55% 10 Mar 2051 | 1230000 | 822440 |
| REPUBLIC OF PHILIPPINES | 3.95% 20 Jan 2040 | 1616000 | 1343300 |
| REPUBLICA ORIENT URUGUAY | 5.1% 18 Jun 2050 | 543000 | 498604 |
| RIO TINTO FIN USA LTD | 2.75% 02 Nov 2051 | 1000000 | 610280 |
| ROCHE HOLDINGS INC | 2.607% 13 Dec 2051 | 1859000 | 1106923 |
| ROCKEFELLER FOUNDATION | 2.492% 01 Oct 2050 | 619000 | 375572 |
| RTX CORP | 2.82% 01 Sep 2051 | 506000 | 306327 |
| RTX CORP | 3.03% 15 Mar 2052 | 1186000 | 749196 |
| RTX CORP | 6.4% 15 Mar 2054 | 1358000 | 1474761 |
| RWE FINANCE US LLC | 5.875% 16 Apr 2034 | 1035000 | 1037567 |
| RWE FINANCE US LLC | 6.25% 16 Apr 2054 | 580000 | 571880 |
| SALESFORCE INC | 2.9% 15 Jul 2051 | 1113000 | 709526 |
| SAN DIEGO G + E | 3.75% 01 Jun 2047 | 878000 | 656718 |
| SAN DIEGO G + E | 3.32% 15 Apr 2050 | 410000 | 276455 |
| SAUDI ARABIAN OIL CO | 5.75% 17 Jul 2054 | 177000 | 165327 |
| SAUDI ARABIAN OIL CO | 5.875% 17 Jul 2064 | 491000 | 456841 |
| SAUDI INTERNATIONAL BOND | 5.75% 16 Jan 2054 | 539000 | 502580 |
| SEATTLE CHILDREN HOSP | 2.719% 01 Oct 2050 | 756000 | 468304 |
| SEMPRA | 6% 15 Oct 2039 | 2464000 | 2510126 |
| SHELL INTERNATIONAL FIN | 6.375% 15 Dec 2038 | 2154000 | 2343789 |
| SHELL INTERNATIONAL FIN | 2.875% 26 Nov 2041 | 1784000 | 1257845 |
| SOUTH BOW USA INFRA HLDS | 6.176% 01 Oct 2054 | 1023000 | 988740 |
| SOUTHERN CAL EDISON | 6.05% 15 Mar 2039 | 1329000 | 1374279 |
| SOUTHERN CAL EDISON | 4.05% 15 Mar 2042 | 1975000 | 1599138 |
| SOUTHERN CAL EDISON | 4% 01 Apr 2047 | 449000 | 345797 |
| STANFORD HEALTH CARE | 3.027% 15 Aug 2051 | 1061000 | 695963 |
| STARBUCKS CORP | 4.45% 15 Aug 2049 | 1482000 | 1211846 |
| STATE OF ISRAEL | 5.5% 12 Mar 2034 | 1862000 | 1815804 |
| SUMITOMO MITSUI FINL GRP | 5.836% 09 Jul 2044 | 2026000 | 2036718 |
| T MOBILE USA INC | 4.5% 15 Apr 2050 | 2426000 | 1991867 |
| T MOBILE USA INC | 3% 15 Feb 2041 | 1603000 | 1141256 |
| TELEFONICA EMISIONES SAU | 5.213% 08 Mar 2047 | 553000 | 493226 |
| TEXAS NATURAL GAS SECURITIZTN | 5.169% 01 Apr 2041 | 3266000 | 3239534 |
| THE CAMPBELLS COMPANY | 3.125% 24 Apr 2050 | 991000 | 638303 |
| THERMO FISHER SCIENTIFIC | 2.8% 15 Oct 2041 | 2118000 | 1490648 |
| TIME WARNER CABLE LLC | 7.3% 01 Jul 2038 | 332000 | 338165 |
| TIME WARNER CABLE LLC | 5.5% 01 Sep 2041 | 975000 | 826946 |
| TOTALENERGIES CAPITAL SA | 5.488% 05 Apr 2054 | 1234000 | 1182086 |
| TRAVELERS COS INC | 4% 30 May 2047 | 436000 | 344758 |
| TRAVELERS COS INC | 3.05% 08 Jun 2051 | 599000 | 390614 |
| TWDC ENTERPRISES 18 CORP | 4.375% 16 Aug 2041 | 1243000 | 1073542 |
| UNION ELECTRIC CO | 3.9% 01 Apr 2052 | 790000 | 604982 |
| UNION ELECTRIC CO | 5.125% 15 Mar 2055 | 694000 | 636162 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UNION PACIFIC CORP | 2.95% 10 Mar 2052 | 1192000 | 751008 |
| UNION PACIFIC CORP | 3.375% 14 Feb 2042 | 1672000 | 1271121 |
| UNITED MEXICAN STATES | 6.338% 04 May 2053 | 3534000 | 3140949 |
| UNITED MEXICAN STATES | 6.4% 07 May 2054 | 906000 | 812646 |
| UNITED PARCEL SERVICE | 5.5% 22 May 2054 | 1847000 | 1803485 |
| UNITEDHEALTH GROUP INC | 3.5% 15 Aug 2039 | 1084000 | 859081 |
| UNITEDHEALTH GROUP INC | 3.05% 15 May 2041 | 860000 | 621789 |
| UNITEDHEALTH GROUP INC | 5.375% 15 Apr 2054 | 1575000 | 1475287 |
| UNITEDHEALTH GROUP INC | 5.625% 15 Jul 2054 | 3940000 | 3824322 |
| UNIV SOUTHERN CALIFORNIA | 3.226% 01 Oct 2120 | 645000 | 370914 |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (6400000) | 189956 |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | (1200000) | 10595 |
| US DOLLAR | CURRENCY | 1506569 | 1506569 |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | 14900000 | (652568) |
| US TREASURY N/B | 4.25% 15 Aug 2054 | 2206000 | 2018490 |
| US TREASURY N/B | 4.625% 15 Nov 2044 | 1821000 | 1767508 |
| US TREASURY N/B | 4.25% 15 Nov 2034 | 1076000 | 1048259 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | (7400000) | 481406 |
| VALE OVERSEAS LIMITED | 6.125% 12 Jun 2033 | 896000 | 903643 |
| VALE OVERSEAS LIMITED | 6.4% 28 Jun 2054 | 502000 | 491594 |
| VALE SA | 5.625% 11 Sep 2042 | 287000 | 274013 |
| VERIZON COMMUNICATIONS | 3.85% 01 Nov 2042 | 906000 | 712732 |
| VERIZON COMMUNICATIONS | 4.862% 21 Aug 2046 | 254000 | 226525 |
| VERIZON COMMUNICATIONS | 4.272% 15 Jan 2036 | 3158000 | 2837305 |
| VERIZON COMMUNICATIONS | 2.65% 20 Nov 2040 | 3276000 | 2235510 |
| VERIZON COMMUNICATIONS | 3.4% 22 Mar 2041 | 908000 | 687329 |
| VIATRIS INC | 4% 22 Jun 2050 | 516000 | 351917 |
| VISTRA OPERATIONS CO LLC |  | 844000 | 853512 |
| VISTRA OPERATIONS CO LLC | 5.7% 30 Dec 2034 | 1440000 | 1421942 |
| VODAFONE GROUP PLC | 4.25% 17 Sep 2050 | 899000 | 697363 |
| VODAFONE GROUP PLC | 5.875% 28 Jun 2064 | 1151000 | 1112499 |
| WALT DISNEY COMPANY/THE | 6.4% 15 Dec 2035 | 1087000 | 1192972 |
| WARNERMEDIA HOLDINGS INC | 5.05% 15 Mar 2042 | 1571000 | 1261230 |
| WARNERMEDIA HOLDINGS INC | 5.141% 15 Mar 2052 | 1475000 | 1097533 |
| WASTE MANAGEMENT INC | 5.35% 15 Oct 2054 | 1996000 | 1914404 |
| WELLS FARGO + COMPANY | 4.9% 17 Nov 2045 | 1688000 | 1462433 |
| WELLS FARGO + COMPANY | 4.75% 07 Dec 2046 | 1059000 | 890026 |
| WELLS FARGO + COMPANY | 1% 30 Apr 2041 | 2905000 | 2108478 |
| WESTERN MIDSTREAM OPERAT | 5.45% 01 Apr 2044 | 1235000 | 1097013 |
| WESTERN MIDSTREAM OPERAT | 5.3% 01 Mar 2048 | 688000 | 584559 |
| WILLIAMS COMPANIES INC | 6.3% 15 Apr 2040 | 878000 | 912409 |
|  | **Total : EXHIBIT L - Long term Credit Fund** | **Total : EXHIBIT L - Long term Credit Fund** | $**343353546** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT M - High Yield and Emerging Markets Bond Fund** 

**(Managed by Pacific Investment Management Company)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value**  | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value**  | **(d) Cost** | **(e) Current** <br>**value**  |
| | | | | **(n/a)** | |
| | | |<br>**Shares/** <br>**Par Value**  | | |
|  | 317U7P1A7 PIMCO | SWAPTION 3.933 PUT USD 2025010 | (1600000) |  | $(18259) |
|  | 317U7P2A6 PIMCO | SWAPTION 3.533 CALL USD 202501 | (1600000) |  | 0 |
|  | 317U7PUA5 PIMCO | SWAPTION 2.22 PUT EUR 20250106 | (1000000) |  | (13138) |
|  | 317U7PVA4 PIMCO | SWAPTION 1.97 CALL EUR 2025010 | (1000000) |  | 0 |
|  | 317U7Q3A3 PIMCO | SWAPTION 3.9 PUT USD 20250106 | (700000) |  | (10095) |
|  | 317U7Q4A2 PIMCO | SWAPTION 3.5 CALL USD 20250106 | (700000) |  | 0 |
|  | 317U7Q8A8 PIMCO | SWAPTION 3.93 PUT GBP 20250106 | (300000) |  | (4408) |
|  | 317U7Q9A7 PIMCO | SWAPTION 3.64 CALL GBP 2025010 | (300000) |  | 0 |
|  | 317U7QAA5 PIMCO | SWAPTION 3.84 PUT USD 20250106 | (700000) |  | (13338) |
|  | 317U7QBA4 PIMCO | SWAPTION 3.49 CALL USD 2025010 | (700000) |  | 0 |
|  | 317U7QCA3 PIMCO | SWAPTION 3.85 PUT USD 20250106 | (400000) |  | (7306) |
|  | 317U7QDA2 PIMCO | SWAPTION 3.5 CALL USD 20250106 | (400000) |  | 0 |
|  | 317U7QIA7 PIMCO | SWAPTION 3.88 PUT USD 20250109 | (700000) |  | (11392) |
|  | 317U7QJA6 PIMCO | SWAPTION 3.53 CALL USD 2025010 | (700000) |  | (1) |
|  | 317U7RVA0 PIMCO | SWAPTION 3.97 PUT USD 20250113 | (800000) |  | (8813) |
|  | 317U7RWA9 PIMCO | SWAPTION 3.62 CALL USD 2025011 | (800000) |  | (41) |
|  | 317U7RZA6 PIMCO | SWAPTION 4.013 PUT USD 2025011 | (1600000) |  | (13882) |
|  | 317U7S0A2 PIMCO | SWAPTION 3.663 CALL USD 202501 | (1600000) |  | (146) |
|  | 317U7UDA3 PIMCO | SWAPTION 4.275 PUT USD 2025012 | (1400000) |  | (3039) |
|  | 317U7UEA2 PIMCO | SWAPTION 3.875 CALL USD 202501 | (1400000) |  | (3108) |
|  | 317U7UVA3 PIMCO | SWAPTION 4.222 PUT USD 2025012 | (700000) |  | (2180) |
|  | 317U7UWA2 PIMCO | SWAPTION 3.822 CALL USD 202501 | (700000) |  | (1040) |
|  | 317U7UXA1 PIMCO | SWAPTION 4.3 PUT USD 20250123 | (700000) |  | (1440) |
|  | 317U7UYA0 PIMCO | SWAPTION 3.9 CALL USD 20250123 | (700000) |  | (2064) |
|  | 317U7VJA5 PIMCO | SWAPTION 3.908 CALL USD 202501 | (700000) |  | (2278) |
|  | 317U7VKA3 PIMCO | SWAPTION 4.308 PUT USD 2025012 | (700000) |  | (1446) |
|  | 317U7VZA7 PIMCO | SWAPTION 4.286 PUT USD 2025012 | (700000) |  | (1930) |
|  | 317U7W0A3 PIMCO | SWAPTION 3.886 CALL USD 202501 | (700000) |  | (2253) |
|  | ALLY FINANCIAL INC | 5.8% 01 May 2025 | 500000 |  | 500675 |
|  | ALTICE FRANCE HOLDING SA | 10.5% 15 May 2027 | 1400000 |  | 406938 |
|  | ALTICE FRANCE HOLDING SA | 8% 15 May 2027 | 2000000 |  | 548442 |
|  | ALTICE FRANCE SA | 8.125% 01 Feb 2027 | 400000 |  | 327984 |
|  | ALTICE FRANCE SA | 5.5% 15 Jan 2028 | 400000 |  | 298116 |
|  | ALTICE FRANCE SA | 5.125% 15 Jul 2029 | 200000 |  | 149994 |
|  | ALTICE FRANCE SA | 4.125% 15 Jan 2029 | 100000 |  | 78113 |
|  | ALTICE FRANCE SA | 1% 15 Aug 2028 | 298485 |  | 238713 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ALTRIA GROUP INC | 3.125% 15 Jun 2031 | 1500000 | 1517137 |
| AMER AIRLN 14 1 A PTT | 3.7% 01 Apr 2028 | 289568 | 280676 |
| AMERICAN TOWER CORP | 5.2% 15 Feb 2029 | 300000 | 301677 |
| AMSURG EQUITY | EQTYAS910 | 85205 | 4745179 |
| AP CORE HOLDINGS II LLC | 1% 01 Sep 2027 | 254425 | 248382 |
| AP CORE HOLDINGS II LLC | 1% 01 Sep 2027 | 600000 | 580998 |
| APPLOVIN CORP | 5.125% 01 Dec 2029 | 600000 | 597972 |
| ARAB REPUBLIC OF EGYPT | 4.75% 16 Apr 2026 | 5900000 | 5979869 |
| ARAB REPUBLIC OF EGYPT | 6.375% 11 Apr 2031 | 900000 | 821439 |
| ARGENTINE PESO | FOREIGN CURRENCY | 1976198 | 1917 |
| ARTHUR J GALLAGHER + CO | 4.6% 15 Dec 2027 | 300000 | 299028 |
| ARTHUR J GALLAGHER + CO | 4.85% 15 Dec 2029 | 100000 | 99638 |
| ATRIUM HOTEL PORTFOLIO TRUST | 1% 15 Dec 2036 | 440723 | 430705 |
| AUSTRALIAN DOLLAR | FOREIGN CURRENCY | 239 | 148 |
| BANCA MONTE DEI PASCHI S | 1.875% 09 Jan 2026 | 900000 | 920012 |
| BANCO BILBAO VIZCAYA ARG | 5.381% 13 Mar 2029 | 1200000 | 1210884 |
| BANK OF AMERICA CORP | 1% 20 Dec 2028 | 2800000 | 2685648 |
| BARCLAYS PLC | 1% 02 Nov 2033 | 3440000 | 3785686 |
| BARCLAYS PLC | 1% 10 Sep 2028 | 700000 | 695296 |
| BARCLAYS PLC | 1% 10 Sep 2030 | 600000 | 587574 |
| BAT CAPITAL CORP | 6.343% 02 Aug 2030 | 500000 | 525325 |
| BAT CAPITAL CORP | 5.834% 20 Feb 2031 | 300000 | 306375 |
| BAYER US FINANCE II LLC | 4.375% 15 Dec 2028 | 600000 | 576222 |
| BOEING CO | 5.15% 01 May 2030 | 500000 | 493035 |
| BOEING CO | 2.196% 04 Feb 2026 | 100000 | 97012 |
| BOEING CO/THE | 6.298% 01 May 2029 | 3200000 | 3318048 |
| BONOS DE TESORERIA | 6.15% 12 Aug 2032 | 1441000 | 381601 |
| BONOS DE TESORERIA | 5.4% 12 Aug 2034 | 500000 | 121634 |
| BONOS DE TESORERIA | 5.35% 12 Aug 2040 | 200000 | 44760 |
| BONOS DE TESORERIA | 7.3% 12 Aug 2033 | 10800000 | 3030894 |
| BRAZILIAN REAL | FOREIGN CURRENCY | 665769 | 107767 |
| BROADCOM INC | 1% 14 Aug 2026 | 499791 | 497292 |
| BROADCOM INC | 5.05% 12 Jul 2029 | 500000 | 501600 |
| BROADCOM INC | 5.15% 15 Nov 2031 | 200000 | 201212 |
| BROADCOM INC | 5.05% 12 Jul 2027 | 400000 | 403752 |
| BURBERRY GROUP PLC | 5.75% 20 Jun 2030 | 988000 | 1198877 |
| BWPC0M330 CDS USD P F 1.00000 | 1% 20 Dec 2028 | (400000) | (408986) |
| BWPC0M330 CDS USD R V 03MEVENT | 1% 20 Dec 2028 | 400000 | 400000 |
| BWPC0MJ41 CDS USD P F 1.00000 | 1% 20 Jun 2029 | (1300000) | (1329194) |
| BWPC0MJ41 CDS USD R V 03MEVENT | 1% 20 Jun 2029 | 1300000 | 1300000 |
| BWPC0MWQ7 CDS USD P F 1.00000 | 1% 20 Dec 2029 | (4400000) | (4498287) |
| BWPC0MWQ7 CDS USD R V 03MEVENT | 1% 20 Dec 2029 | 4400000 | 4400000 |
| BWU00W8P4 IRS EUR P F .00000 | 1% 18 Mar 2030 | (6800000) | (6208793) |
| BWU00W8P4 IRS EUR R V 06MEURIB | 1% 18 Mar 2030 | 6800000 | 7041400 |
| BWU00W8Q2 IRS EUR P F .25000 | 1% 18 Mar 2050 | (400000) | (256488) |
| BWU00W8Q2 IRS EUR R V 06MEURIB | 1% 18 Mar 2050 | 400000 | 414200 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BWU00Y904 IRS EUR P F .50000 | 0.5% 17 Jun 2050 | (400000) | (275757) |
| BWU00Y904 IRS EUR R V 06MEURIB | 1% 17 Jun 2050 | 400000 | 414200 |
| BWU01O3K7 IRS USD P F 2.75000 | 2.75% 21 Jun 2053 | (6300000) | (5014545) |
| BWU01O3K7 IRS USD R V 12MSOFR | 1% 21 Jun 2053 | 6300000 | 6300000 |
| BWU01PG95 IRS USD P F 1.50000 | 1.5% 17 Jun 2050 | (6800000) | (3806430) |
| BWU01PG95 IRS USD R V 03MSOFR | 1% 17 Jun 2050 | 6800000 | 6800000 |
| BWU01PIE2 IRS USD P F 1.75000 | 1.75% 22 Jan 2050 | (700000) | (421151) |
| BWU01PIE2 IRS USD R V 03MSOFR | 1% 22 Jan 2050 | 700000 | 700000 |
| BWU01PIK8 IRS USD P F 2.00000 | 2% 15 Jan 2050 | (700000) | (448468) |
| BWU01PIK8 IRS USD R V 03MSOFR | 1% 15 Jan 2050 | 700000 | 700000 |
| BWU01PIQ5 IRS USD P F 1.87500 | 1.875% 07 Feb 2050 | (200000) | (124165) |
| BWU01PIQ5 IRS USD R V 03MSOFR | 1% 07 Feb 2050 | 200000 | 200000 |
| BWU01PL81 IRS USD P F 2.25000 | 2.25% 11 Dec 2049 | (200000) | (136016) |
| BWU01PL81 IRS USD R V 03MSOFR | 1% 11 Dec 2049 | 200000 | 200000 |
| BWU01PLI9 IRS USD P F 1.62500 | 1.625% 16 Jan 2050 | (1500000) | (873443) |
| BWU01PLI9 IRS USD R V 03MSOFR | 1% 16 Jan 2050 | 1500000 | 1500000 |
| BWU01PLU2 IRS USD P F 2.25000 | 2.25% 12 Mar 2050 | (600000) | (407332) |
| BWU01PLU2 IRS USD R V 03MSOFR | 1% 12 Mar 2050 | 600000 | 600000 |
| BWU01PM80 IRS USD P F 1.25000 | 1.25% 16 Dec 2050 | (200000) | (103279) |
| BWU01PM80 IRS USD R V 03MSOFR | 1% 16 Dec 2050 | 200000 | 200000 |
| BWU01PML1 IRS USD P F 1.78500 | 1.785% 12 Aug 2051 | (400000) | (238996) |
| BWU01PML1 IRS USD R V 03MSOFR | 1% 12 Aug 2051 | 400000 | 400000 |
| BWU01POT2 IRS USD P F 1.62500 | 1.625% 03 Feb 2050 | (2000000) | (1163884) |
| BWU01POT2 IRS USD R V 03MSOFR | 1% 03 Feb 2050 | 2000000 | 2000000 |
| BWU01VAN7 IRS USD P F 3.25000 | 3.25% 20 Dec 2053 | (7500000) | (6604393) |
| BWU01VAN7 IRS USD R V 12MSOFR | 1% 20 Dec 2053 | 7500000 | 7500000 |
| BWU01Z9R1 IRS EUR P F 3.25500 | 3.255% 22 Nov 2028 | (300000) | (322452) |
| BWU01Z9R1 IRS EUR R V 06MEURIB | 1% 22 Nov 2028 | 300000 | 310650 |
| BWU01ZER5 IRS EUR P F 3.17900 | 3.179% 29 Nov 2028 | (600000) | (643368) |
| BWU01ZER5 IRS EUR R V 06MEURIB | 1% 29 Nov 2028 | 600000 | 621300 |
| BWU01ZSW9 IRS EUR P F 2.92000 | 2.92% 13 Dec 2028 | (800000) | (850003) |
| BWU01ZSW9 IRS EUR R V 06MEURIB | 1% 13 Dec 2028 | 800000 | 828400 |
| BWU01ZUL0 IRS CAD P F 4.25000 | 4.25% 19 Jun 2026 | (3300000) | (2342263) |
| BWU01ZUL0 IRS CAD R V 06MCORRA | 1% 19 Jun 2026 | 3300000 | 2294535 |
| BWU0205S9 IRS USD P F 3.75000 | 3.75% 20 Jun 2031 | (2300000) | (2260573) |
| BWU0205S9 IRS USD R V 12MSOFR | 1% 20 Jun 2031 | 2300000 | 2300000 |
| BWU0206W9 IRS USD P F 3.50000 | 3.5% 20 Jun 2054 | (4700000) | (4341858) |
| BWU0206W9 IRS USD R V 12MSOFR | 1% 20 Jun 2054 | 4700000 | 4700000 |
| BWU0206Z2 IRS USD P F 3.50000 | 3.5% 20 Jun 2054 | (4300000) | (3973144) |
| BWU0206Z2 IRS USD R V 12MSOFR | 1% 20 Jun 2054 | 4300000 | 4300000 |
| BWU020FS8 IRS EUR P F 2.95000 | 2.95% 29 Dec 2028 | (600000) | (638454) |
| BWU020FS8 IRS EUR R V 06MEURIB | 1% 29 Dec 2028 | 600000 | 621300 |
| BWU022DT4 IRS GBP P F 4.25000 | 4.25% 18 Sep 2026 | (200000) | (250229) |
| BWU022DT4 IRS GBP R V 12MSONIA | 1% 18 Sep 2026 | 200000 | 250480 |
| BWU022DU1 IRS GBP P F 3.75000 | 3.75% 18 Sep 2034 | (4200000) | (5128455) |
| BWU022DU1 IRS GBP R V 12MSONIA | 1% 18 Sep 2034 | 4200000 | 5260080 |
| BWU022DV9 IRS GBP P F 4.00000 | 4% 18 Sep 2029 | (1500000) | (1873547) |
| BWU022DV9 IRS GBP R V 12MSONIA | 1% 18 Sep 2029 | 1500000 | 1878600 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BWU0239Y6 IRS GBP P F 3.70000 | 3.7% 28 Mar 2034 | (300000) | (365558) |
| BWU0239Y6 IRS GBP R V 12MSONIA | 1% 28 Mar 2034 | 300000 | 375720 |
| BWU025KY8 IRS USD P F 4.08000 | 4.08% 05 Jun 2034 | (1700000) | (1701263) |
| BWU025KY8 IRS USD R V 12MSOFR | 1% 05 Jun 2034 | 1700000 | 1700000 |
| BWU027ED7 IRS EUR P F 2.81800 | 2.818% 26 Jun 2029 | (700000) | (742675) |
| BWU027ED7 IRS EUR R V 06MEURIB | 1% 26 Jun 2029 | 700000 | 724850 |
| BWU027IZ4 IRS USD P F 3.99400 | 3.994% 02 Jul 2034 | (900000) | (894558) |
| BWU027IZ4 IRS USD R V 12MSOFR | 1% 02 Jul 2034 | 900000 | 900000 |
| BWU027J00 IRS USD P F 4.06000 | 4.06% 02 Jul 2034 | (700000) | (699390) |
| BWU027J00 IRS USD R V 12MSOFR | 1% 02 Jul 2034 | 700000 | 700000 |
| BWU027RX9 IRS USD P F 3.88500 | 3.885% 12 Jul 2034 | (1700000) | (1675115) |
| BWU027RX9 IRS USD R V 12MSOFR | 1% 12 Jul 2034 | 1700000 | 1700000 |
| BWU028MD6 IRS USD P F 3.79500 | 3.795% 06 Aug 2034 | (700000) | (684684) |
| BWU028MD6 IRS USD R V 12MSOFR | 1% 06 Aug 2034 | 700000 | 700000 |
| BWU028NU7 IRS EUR P F 2.71000 | 2.71% 06 Aug 2034 | (1300000) | (1386551) |
| BWU028NU7 IRS EUR R V 06MEURIB | 1% 06 Aug 2034 | 1300000 | 1346150 |
| BWU028NX1 IRS USD P F 3.71500 | 3.715% 07 Aug 2034 | (1560000) | (1515051) |
| BWU028NX1 IRS USD R V 12MSOFR | 1% 07 Aug 2034 | 1560000 | 1560000 |
| BWU028UV7 IRS USD P F 3.67900 | 3.679% 13 Aug 2034 | (700000) | (678223) |
| BWU028UV7 IRS USD R V 12MSOFR | 1% 13 Aug 2034 | 700000 | 700000 |
| BWU028WE3 IRS EUR P F 2.70000 | 2.7% 13 Aug 2029 | (400000) | (422345) |
| BWU028WE3 IRS EUR R V 06MEURIB | 1% 13 Aug 2029 | 400000 | 414200 |
| BWU028WL7 IRS USD P F 3.56900 | 3.569% 14 Aug 2034 | (700000) | (672126) |
| BWU028WL7 IRS USD R V 12MSOFR | 1% 14 Aug 2034 | 700000 | 700000 |
| BWU028XJ1 IRS EUR P F 2.65000 | 2.65% 14 Aug 2029 | (1400000) | (1475020) |
| BWU028XJ1 IRS EUR R V 06MEURIB | 1% 14 Aug 2029 | 1400000 | 1449700 |
| BWU028Y76 IRS EUR P F 2.50000 | 2.5% 19 Mar 2027 | (19000000) | (19809340) |
| BWU028Y76 IRS EUR R V 06MEURIB | 1% 19 Mar 2027 | 19000000 | 19674501 |
| BWU028YB7 IRS EUR P F 2.50000 | 2.5% 19 Mar 2035 | (11400000) | (11952384) |
| BWU028YB7 IRS EUR R V 06MEURIB | 1% 19 Mar 2035 | 11400000 | 11804701 |
| BWU028ZY6 IRS USD P F 3.58600 | 3.586% 19 Aug 2034 | (1600000) | (1538322) |
| BWU028ZY6 IRS USD R V 12MSOFR | 1% 19 Aug 2034 | 1600000 | 1600000 |
| BWU02A0I4 IRS EUR P F 2.59000 | 2.59% 19 Aug 2034 | (400000) | (422380) |
| BWU02A0I4 IRS EUR R V 06MEURIB | 1% 19 Aug 2034 | 400000 | 414200 |
| BWU02A0V5 IRS USD P F 3.53200 | 3.532% 20 Aug 2034 | (700000) | (670019) |
| BWU02A0V5 IRS USD R V 12MSOFR | 1% 20 Aug 2034 | 700000 | 700000 |
| BWU02A1B8 IRS USD P F 3.55000 | 3.55% 21 Aug 2034 | (1600000) | (1533760) |
| BWU02A1B8 IRS USD R V 12MSOFR | 1% 21 Aug 2034 | 1600000 | 1600000 |
| BWU02A2D3 IRS EUR P F 2.25000 | 2.25% 19 Mar 2055 | (4875000) | (5158330) |
| BWU02A2D3 IRS EUR R V 06MEURIB | 1% 19 Mar 2055 | 4875000 | 5048063 |
| BWU02A2K7 IRS USD P F 3.61300 | 3.613% 22 Aug 2034 | (700000) | (674056) |
| BWU02A2K7 IRS USD R V 12MSOFR | 1% 22 Aug 2034 | 700000 | 700000 |
| BWU02A7Z9 IRS USD P F 3.55500 | 3.555% 28 Aug 2034 | (700000) | (671246) |
| BWU02A7Z9 IRS USD R V 12MSOFR | 1% 28 Aug 2034 | 700000 | 700000 |
| BWU02A805 IRS USD P F 3.56500 | 3.565% 28 Aug 2034 | (700000) | (671802) |
| BWU02A805 IRS USD R V 12MSOFR | 1% 28 Aug 2034 | 700000 | 700000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BWU02A813 IRS USD P F 3.59900 | 3.599% 28 Aug 2034 | (700000) | (673693) |
| BWU02A813 IRS USD R V 12MSOFR | 1% 28 Aug 2034 | 700000 | 700000 |
| BWU02A821 IRS USD P F 3.60000 | 3.6% 28 Aug 2034 | (1600000) | (1539997) |
| BWU02A821 IRS USD R V 12MSOFR | 1% 28 Aug 2034 | 1600000 | 1600000 |
| BWU02A839 IRS USD P F 3.60500 | 3.605% 28 Aug 2034 | (300000) | (288869) |
| BWU02A839 IRS USD R V 12MSOFR | 1% 28 Aug 2034 | 300000 | 300000 |
| BWU02A854 IRS USD P F 3.64300 | 3.643% 28 Aug 2034 | (700000) | (676140) |
| BWU02A854 IRS USD R V 12MSOFR | 1% 28 Aug 2034 | 700000 | 700000 |
| BWU02A9I5 IRS EUR P F 2.58000 | 2.58% 29 Aug 2034 | (400000) | (421994) |
| BWU02A9I5 IRS EUR R V 06MEURIB | 1% 29 Aug 2034 | 400000 | 414200 |
| BWU02ABP6 IRS USD P F 3.47000 | 3.47% 04 Sep 2034 | (900000) | (856863) |
| BWU02ABP6 IRS USD R V 12MSOFR | 1% 04 Sep 2034 | 900000 | 900000 |
| BWU02ABR2 IRS USD P F 3.52500 | 3.525% 04 Sep 2034 | (1600000) | (1530317) |
| BWU02ABR2 IRS USD R V 12MSOFR | 1% 04 Sep 2034 | 1600000 | 1600000 |
| BWU02ACV2 IRS USD P F 3.40750 | 3.407% 05 Sep 2034 | (400000) | (378839) |
| BWU02ACV2 IRS USD R V 12MSOFR | 1% 05 Sep 2034 | 400000 | 400000 |
| BWU02ACW0 IRS USD P F 3.41000 | 3.41% 05 Sep 2034 | (700000) | (663107) |
| BWU02ACW0 IRS USD R V 12MSOFR | 1% 05 Sep 2034 | 700000 | 700000 |
| BWU02AHS4 IRS USD P F 3.23200 | 3.232% 10 Sep 2034 | (350000) | (326559) |
| BWU02AHS4 IRS USD R V 12MSOFR | 1% 10 Sep 2034 | 350000 | 350000 |
| BWU02ANP3 IRS USD P F 3.24000 | 3.24% 16 Sep 2034 | (800000) | (746838) |
| BWU02ANP3 IRS USD R V 12MSOFR | 1% 16 Sep 2034 | 800000 | 800000 |
| BWU02ANQ1 IRS USD P F 3.27750 | 3.277% 16 Sep 2034 | (1600000) | (1497323) |
| BWU02ANQ1 IRS USD R V 12MSOFR | 1% 16 Sep 2034 | 1600000 | 1600000 |
| BWU02ANR9 IRS USD P F 3.28000 | 3.28% 16 Sep 2034 | (1600000) | (1498786) |
| BWU02ANR9 IRS USD R V 12MSOFR | 1% 16 Sep 2034 | 1600000 | 1600000 |
| BWU02AY55 IRS EUR P F 2.30000 | 2.3% 25 Sep 2029 | (800000) | (829583) |
| BWU02AY55 IRS EUR R V 06MEURIB | 1% 25 Sep 2029 | 800000 | 828400 |
| BWU02B3F5 IRS EUR P F 2.39000 | 2.39% 01 Oct 2034 | (1000000) | (1037658) |
| BWU02B3F5 IRS EUR R V 06MEURIB | 1% 01 Oct 2034 | 1000000 | 1035500 |
| BWU02B7J3 IRS EUR P F 2.36000 | 2.36% 07 Oct 2029 | (1600000) | (1664603) |
| BWU02B7J3 IRS EUR R V 06MEURIB | 1% 07 Oct 2029 | 1600000 | 1656800 |
| BX TRUST 2019 OC11 | 3.202% 09 Dec 2041 | 1500000 | 1355413 |
| CANADIAN DOLLAR | FOREIGN CURRENCY | 113387 | 78839 |
| CANADIAN NATL RESOURCES | 5% 15 Dec 2029 | 200000 | 198054 |
| CANADIAN NATL RESOURCES | 5.4% 15 Dec 2034 | 200000 | 194822 |
| CARMAX AUTO OWNER TRUST | 4.75% 15 Oct 2027 | 866167 | 867494 |
| CARNIVAL CORP | 4% 01 Aug 2028 | 900000 | 852228 |
| CARNIVAL CORPORATION | 1% 18 Oct 2028 | 2041000 | 2051634 |
| CARVANA AUTO RECEIVABLES TRUST | 5.62% 10 Jan 2029 | 500000 | 505977 |
| CARVANA AUTO RECEIVABLES TRUST | 5.74% 13 Nov 2029 | 1000000 | 1023536 |
| CARVANA CO | 9% 01 Jun 2031 | 621890 | 745721 |
| CARVANA CO | 9% 01 Jun 2030 | 502456 | 553320 |
| CCBRCIUS4 SWBC BRC | SWAP CASH COLLATERAL USD | (80000) | (80000) |
| CCFARIUS1 SWCC WELLS FARGO USD | SWAPS CASH COLLATERAL USD | 40000 | 40000 |
| CCMSCZUS2 CCPC COC EQUITY | MORGAN STANLEY CASH COLLATERAL | 53000 | 53000 |
| CCMYIIUS1 SWCC MORGAN STANLEY | SWAP CASH COLLATERAL USD | 70000 | 70000 |
| CCPC CCMSCHUS2 COC | CCPC CASH COLLATERAL USD | 1018000 | 1018000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CCTORIUS6 TD BANK COC SWCC | CCTORIUS6 TD BANK COC SWCC | 60000 | 60000 |
| CDW LLC/CDW FINANCE | 3.276% 01 Dec 2028 | 2200000 | 2047848 |
| CDW LLC/CDW FINANCE | 5.1% 01 Mar 2030 | 300000 | 295653 |
| CDW LLC/CDW FINANCE | 5.55% 22 Aug 2034 | 200000 | 197660 |
| CENTENE CORP | 4.625% 15 Dec 2029 | 100000 | 94536 |
| CENTENE CORP | 2.5% 01 Mar 2031 | 100000 | 82526 |
| CENTENE CORP | 2.625% 01 Aug 2031 | 200000 | 164474 |
| CGI INC | 1.45% 14 Sep 2026 | 100000 | 94595 |
| CGI INC | 2.3% 14 Sep 2031 | 1590000 | 1317824 |
| CHASE MORTGAGE FINANCE CORPORA | 1% 25 Jun 2062 | 856800 | 782713 |
| CHEPLAPHARM ARZNEIMITTEL | 5.5% 15 Jan 2028 | 393000 | 358923 |
| CHILE ELECTRICITY LUX | 6.01% 20 Jan 2033 | 868500 | 877645 |
| CIM TRUST | 1% 25 Aug 2064 | 1264443 | 1259339 |
| CLUE OPCO LLC | 9.5% 15 Oct 2031 | 1800000 | 1891224 |
| COLONY MORTGAGE CAPITAL LTD | 1% 15 Nov 2038 | 929786 | 918270 |
| COMM MORTGAGE TRUST | 1% 15 Sep 2033 | 600000 | 550248 |
| CORESTATE CAPITAL HOLD | 8% 31 Dec 2026 | 244767 | 96313 |
| COUNTRY GARDEN HLDGS | 5.4% 27 May 2025 | 600000 | 60426 |
| COUNTRY GARDEN HLDGS | 3.125% 22 Oct 2025 | 400000 | 40280 |
| COUSINS PROPERTIES LP | 5.375% 15 Feb 2032 | 100000 | 98363 |
| CREDICORP CAPITAL SOCIED | 10.1% 15 Dec 2043 | 15400000 | 4284610 |
| CREDIT SUISSE FIRST BOSTON MOR | 1% 25 Jun 2033 | 2261 | 2241 |
| CROWN CASTLE INC | 4.9% 01 Sep 2029 | 200000 | 197786 |
| CS AT1 CLAIMS US22546DAB29 | 1% 31 Dec 2060 | 600000 | 30000 |
| CS AT1 CLAIMS USH3698DBW32 | 1% 31 Dec 2060 | 400000 | 20000 |
| CURRENCY CONTRACT | BRL/USD | 0 | 23447 |
| CURRENCY CONTRACT | BRL/USD | 0 | (587855) |
| CURRENCY CONTRACT | BRL/USD | 0 | (27566) |
| CURRENCY CONTRACT | BRL/USD | 0 | 589430 |
| CURRENCY CONTRACT | CAD/USD | 0 | 77645 |
| CURRENCY CONTRACT | CLP/USD | 0 | (32845) |
| CURRENCY CONTRACT | CNH/USD | 0 | (234) |
| CURRENCY CONTRACT | CNH/USD | 0 | 6 |
| CURRENCY CONTRACT | CNH/USD | 0 | 8 |
| CURRENCY CONTRACT | CNH/USD | 0 | 9 |
| CURRENCY CONTRACT | CNH/USD | 0 | (6) |
| CURRENCY CONTRACT | CNH/USD | 0 | (9) |
| CURRENCY CONTRACT | CNH/USD | 0 | (8) |
| CURRENCY CONTRACT | CNY/USD | 0 | 54591 |
| CURRENCY CONTRACT | CNY/USD | 0 | (66094) |
| CURRENCY CONTRACT | CNY/USD | 0 | (11099) |
| CURRENCY CONTRACT | COP/USD | 0 | 4192 |
| CURRENCY CONTRACT | CZK/USD | 0 | (113280) |
| CURRENCY CONTRACT | DOP/USD | 0 | 899 |
| CURRENCY CONTRACT | DOP/USD | 0 | 330 |
| CURRENCY CONTRACT | DOP/USD | 0 | 224 |
| CURRENCY CONTRACT | DOP/USD | 0 | 78 |
| CURRENCY CONTRACT | DOP/USD | 0 | 60 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | DOP/USD | 0 | 1120 |
| CURRENCY CONTRACT | DOP/USD | 0 | 2120 |
| CURRENCY CONTRACT | DOP/USD | 0 | (1812) |
| CURRENCY CONTRACT | DOP/USD | 0 | (774) |
| CURRENCY CONTRACT | EUR/USD | 0 | (2015) |
| CURRENCY CONTRACT | EUR/USD | 0 | (1068) |
| CURRENCY CONTRACT | EUR/USD | 0 | (3735) |
| CURRENCY CONTRACT | EUR/USD | 0 | (9862) |
| CURRENCY CONTRACT | EUR/USD | 0 | (4821) |
| CURRENCY CONTRACT | EUR/USD | 0 | (19146) |
| CURRENCY CONTRACT | EUR/USD | 0 | 12583 |
| CURRENCY CONTRACT | EUR/USD | 0 | 8640 |
| CURRENCY CONTRACT | EUR/USD | 0 | 12222 |
| CURRENCY CONTRACT | EUR/USD | 0 | 21588 |
| CURRENCY CONTRACT | EUR/USD | 0 | 12488 |
| CURRENCY CONTRACT | EUR/USD | 0 | 899778 |
| CURRENCY CONTRACT | GBP/USD | 0 | 31772 |
| CURRENCY CONTRACT | GBP/USD | 0 | (182) |
| CURRENCY CONTRACT | HUF/USD | 0 | (51083) |
| CURRENCY CONTRACT | IDR/USD | 0 | (5323) |
| CURRENCY CONTRACT | IDR/USD | 0 | (3961) |
| CURRENCY CONTRACT | IDR/USD | 0 | (372) |
| CURRENCY CONTRACT | IDR/USD | 0 | (23996) |
| CURRENCY CONTRACT | IDR/USD | 0 | (29472) |
| CURRENCY CONTRACT | IDR/USD | 0 | (19104) |
| CURRENCY CONTRACT | IDR/USD | 0 | (1913) |
| CURRENCY CONTRACT | IDR/USD | 0 | 309 |
| CURRENCY CONTRACT | IDR/USD | 0 | (9527) |
| CURRENCY CONTRACT | IDR/USD | 0 | (14146) |
| CURRENCY CONTRACT | IDR/USD | 0 | (727) |
| CURRENCY CONTRACT | IDR/USD | 0 | (26269) |
| CURRENCY CONTRACT | IDR/USD | 0 | (177) |
| CURRENCY CONTRACT | IDR/USD | 0 | (18598) |
| CURRENCY CONTRACT | IDR/USD | 0 | (7692) |
| CURRENCY CONTRACT | IDR/USD | 0 | (336) |
| CURRENCY CONTRACT | IDR/USD | 0 | 2053 |
| CURRENCY CONTRACT | IDR/USD | 0 | 6728 |
| CURRENCY CONTRACT | IDR/USD | 0 | 20380 |
| CURRENCY CONTRACT | INR/USD | 0 | (3352) |
| CURRENCY CONTRACT | INR/USD | 0 | 1830 |
| CURRENCY CONTRACT | INR/USD | 0 | 3433 |
| CURRENCY CONTRACT | INR/USD | 0 | 1471 |
| CURRENCY CONTRACT | INR/USD | 0 | 1421 |
| CURRENCY CONTRACT | INR/USD | 0 | 1144 |
| CURRENCY CONTRACT | INR/USD | 0 | 2788 |
| CURRENCY CONTRACT | INR/USD | 0 | 3284 |
| CURRENCY CONTRACT | INR/USD | 0 | 1197 |
| CURRENCY CONTRACT | INR/USD | 0 | 2103 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | INR/USD | 0 | (8) |
| CURRENCY CONTRACT | INR/USD | 0 | 121 |
| CURRENCY CONTRACT | INR/USD | 0 | (5839) |
| CURRENCY CONTRACT | INR/USD | 0 | (3401) |
| CURRENCY CONTRACT | INR/USD | 0 | (3214) |
| CURRENCY CONTRACT | INR/USD | 0 | (3287) |
| CURRENCY CONTRACT | INR/USD | 0 | (3055) |
| CURRENCY CONTRACT | INR/USD | 0 | (3241) |
| CURRENCY CONTRACT | INR/USD | 0 | (3003) |
| CURRENCY CONTRACT | INR/USD | 0 | (3113) |
| CURRENCY CONTRACT | INR/USD | 0 | (3219) |
| CURRENCY CONTRACT | INR/USD | 0 | (3058) |
| CURRENCY CONTRACT | INR/USD | 0 | (3199) |
| CURRENCY CONTRACT | INR/USD | 0 | (2883) |
| CURRENCY CONTRACT | INR/USD | 0 | (3083) |
| CURRENCY CONTRACT | INR/USD | 0 | (3011) |
| CURRENCY CONTRACT | INR/USD | 0 | (3350) |
| CURRENCY CONTRACT | INR/USD | 0 | (1597) |
| CURRENCY CONTRACT | INR/USD | 0 | (21476) |
| CURRENCY CONTRACT | INR/USD | 0 | (2081) |
| CURRENCY CONTRACT | INR/USD | 0 | (1667) |
| CURRENCY CONTRACT | INR/USD | 0 | (1617) |
| CURRENCY CONTRACT | INR/USD | 0 | (3889) |
| CURRENCY CONTRACT | INR/USD | 0 | (1363) |
| CURRENCY CONTRACT | INR/USD | 0 | (3293) |
| CURRENCY CONTRACT | INR/USD | 0 | (3879) |
| CURRENCY CONTRACT | INR/USD | 0 | (2557) |
| CURRENCY CONTRACT | INR/USD | 0 | (1443) |
| CURRENCY CONTRACT | INR/USD | 0 | (153) |
| CURRENCY CONTRACT | INR/USD | 0 | (77) |
| CURRENCY CONTRACT | JPY/USD | 0 | (41542) |
| CURRENCY CONTRACT | JPY/USD | 0 | (25752) |
| CURRENCY CONTRACT | JPY/USD | 0 | (34556) |
| CURRENCY CONTRACT | JPY/USD | 0 | (59611) |
| CURRENCY CONTRACT | KRW/USD | 0 | (31) |
| CURRENCY CONTRACT | KRW/USD | 0 | 6156 |
| CURRENCY CONTRACT | KRW/USD | 0 | 889 |
| CURRENCY CONTRACT | KRW/USD | 0 | 446 |
| CURRENCY CONTRACT | KRW/USD | 0 | 8472 |
| CURRENCY CONTRACT | KRW/USD | 0 | 2191 |
| CURRENCY CONTRACT | KRW/USD | 0 | (135) |
| CURRENCY CONTRACT | KRW/USD | 0 | 159 |
| CURRENCY CONTRACT | KRW/USD | 0 | 2236 |
| CURRENCY CONTRACT | KRW/USD | 0 | 1002 |
| CURRENCY CONTRACT | KRW/USD | 0 | 2992 |
| CURRENCY CONTRACT | KRW/USD | 0 | 3501 |
| CURRENCY CONTRACT | KRW/USD | 0 | 3512 |
| CURRENCY CONTRACT | KRW/USD | 0 | 4173 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | KRW/USD | 0 | 5089 |
| CURRENCY CONTRACT | KRW/USD | 0 | 4461 |
| CURRENCY CONTRACT | KRW/USD | 0 | 30 |
| CURRENCY CONTRACT | KRW/USD | 0 | (450) |
| CURRENCY CONTRACT | KRW/USD | 0 | 127 |
| CURRENCY CONTRACT | MXN/USD | 0 | 14425 |
| CURRENCY CONTRACT | MXN/USD | 0 | 10899 |
| CURRENCY CONTRACT | MXN/USD | 0 | 31470 |
| CURRENCY CONTRACT | MYR/USD | 0 | (105225) |
| CURRENCY CONTRACT | PEN/USD | 0 | (13686) |
| CURRENCY CONTRACT | PEN/USD | 0 | 56494 |
| CURRENCY CONTRACT | PEN/USD | 0 | (680) |
| CURRENCY CONTRACT | PHP/USD | 0 | 196 |
| CURRENCY CONTRACT | PHP/USD | 0 | 645 |
| CURRENCY CONTRACT | PLN/USD | 0 | (21439) |
| CURRENCY CONTRACT | PLN/USD | 0 | (4451) |
| CURRENCY CONTRACT | PLN/USD | 0 | (10255) |
| CURRENCY CONTRACT | PLN/USD | 0 | (12936) |
| CURRENCY CONTRACT | PLN/USD | 0 | (17649) |
| CURRENCY CONTRACT | PLN/USD | 0 | (12396) |
| CURRENCY CONTRACT | PLN/USD | 0 | (12815) |
| CURRENCY CONTRACT | PLN/USD | 0 | (3241) |
| CURRENCY CONTRACT | PLN/USD | 0 | (12716) |
| CURRENCY CONTRACT | PLN/USD | 0 | (5445) |
| CURRENCY CONTRACT | PLN/USD | 0 | (5919) |
| CURRENCY CONTRACT | RON/USD | 0 | (2553) |
| CURRENCY CONTRACT | RON/USD | 0 | (6344) |
| CURRENCY CONTRACT | RON/USD | 0 | (6554) |
| CURRENCY CONTRACT | RON/USD | 0 | (1228) |
| CURRENCY CONTRACT | RON/USD | 0 | (7726) |
| CURRENCY CONTRACT | RON/USD | 0 | (1902) |
| CURRENCY CONTRACT | RON/USD | 0 | (2668) |
| CURRENCY CONTRACT | THB/USD | 0 | (13629) |
| CURRENCY CONTRACT | THB/USD | 0 | (96121) |
| CURRENCY CONTRACT | TRY/USD | 0 | 30751 |
| CURRENCY CONTRACT | TRY/USD | 0 | (2910) |
| CURRENCY CONTRACT | TRY/USD | 0 | 36783 |
| CURRENCY CONTRACT | TRY/USD | 0 | 6953 |
| CURRENCY CONTRACT | TRY/USD | 0 | 12819 |
| CURRENCY CONTRACT | TRY/USD | 0 | 12680 |
| CURRENCY CONTRACT | TRY/USD | 0 | 3166 |
| CURRENCY CONTRACT | TRY/USD | 0 | 15165 |
| CURRENCY CONTRACT | TRY/USD | 0 | 23681 |
| CURRENCY CONTRACT | TRY/USD | 0 | 3243 |
| CURRENCY CONTRACT | TRY/USD | 0 | 31953 |
| CURRENCY CONTRACT | TRY/USD | 0 | 2822 |
| CURRENCY CONTRACT | TRY/USD | 0 | 2618 |
| CURRENCY CONTRACT | TRY/USD | 0 | 5744 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | TRY/USD | 0 | 258 |
| CURRENCY CONTRACT | TRY/USD | 0 | 203 |
| CURRENCY CONTRACT | TRY/USD | 0 | 312 |
| CURRENCY CONTRACT | TRY/USD | 0 | 10167 |
| CURRENCY CONTRACT | TRY/USD | 0 | 18397 |
| CURRENCY CONTRACT | TRY/USD | 0 | 8940 |
| CURRENCY CONTRACT | TRY/USD | 0 | 2992 |
| CURRENCY CONTRACT | TRY/USD | 0 | 2184 |
| CURRENCY CONTRACT | TRY/USD | 0 | 3078 |
| CURRENCY CONTRACT | TRY/USD | 0 | 4162 |
| CURRENCY CONTRACT | TRY/USD | 0 | 4351 |
| CURRENCY CONTRACT | TRY/USD | 0 | 1666 |
| CURRENCY CONTRACT | TRY/USD | 0 | 3180 |
| CURRENCY CONTRACT | TRY/USD | 0 | 3318 |
| CURRENCY CONTRACT | TRY/USD | 0 | 3777 |
| CURRENCY CONTRACT | TRY/USD | 0 | 9555 |
| CURRENCY CONTRACT | TWD/USD | 0 | (395) |
| CURRENCY CONTRACT | TWD/USD | 0 | 97 |
| CURRENCY CONTRACT | TWD/USD | 0 | 405 |
| CURRENCY CONTRACT | TWD/USD | 0 | 402 |
| CURRENCY CONTRACT | TWD/USD | 0 | 421 |
| CURRENCY CONTRACT | TWD/USD | 0 | 1145 |
| CURRENCY CONTRACT | TWD/USD | 0 | 2336 |
| CURRENCY CONTRACT | TWD/USD | 0 | 3122 |
| CURRENCY CONTRACT | TWD/USD | 0 | 1880 |
| CURRENCY CONTRACT | TWD/USD | 0 | 1882 |
| CURRENCY CONTRACT | TWD/USD | 0 | 3300 |
| CURRENCY CONTRACT | TWD/USD | 0 | 3005 |
| CURRENCY CONTRACT | TWD/USD | 0 | (726) |
| CURRENCY CONTRACT | TWD/USD | 0 | (237) |
| CURRENCY CONTRACT | TWD/USD | 0 | (362) |
| CURRENCY CONTRACT | TWD/USD | 0 | 2658 |
| CURRENCY CONTRACT | TWD/USD | 0 | 2591 |
| CURRENCY CONTRACT | TWD/USD | 0 | 2528 |
| CURRENCY CONTRACT | TWD/USD | 0 | 2531 |
| CURRENCY CONTRACT | TWD/USD | 0 | 3066 |
| CURRENCY CONTRACT | TWD/USD | 0 | 153 |
| CURRENCY CONTRACT | TWD/USD | 0 | 351 |
| CURRENCY CONTRACT | TWD/USD | 0 | 572 |
| CURRENCY CONTRACT | TWD/USD | 0 | 50 |
| CURRENCY CONTRACT | ZAR/USD | 0 | (27009) |
| CURRENCY CONTRACT | ZAR/USD | 0 | (479230) |
| CVS PASS THROUGH TRUST | 6.943% 10 Jan 2030 | 966303 | 992413 |
| CVS PASS THRU TR 2009 | 8.353% 10 Jul 2031 | 49329 | 52931 |
| CZECH KORUNA | FOREIGN CURRENCY | (1548) | (64) |
| DC OFFICE TRUST | 2.965% 15 Sep 2045 | 500000 | 436018 |
| DEUTSCHE BANK NY | 1% 08 Feb 2028 | 300000 | 303183 |
| DISH DBS CORP | 5.25% 01 Dec 2026 | 2559000 | 2326796 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DISH DBS CORP | 5.75% 01 Dec 2028 | 200000 | 170902 |
| DOM REP CB NOTES | 13% 05 Dec 2025 | 67400000 | 1124540 |
| DOM REP CB NOTES | 13% 30 Jan 2026 | 72900000 | 1220842 |
| DOMINICAN REPUBLIC | 10.75% 01 Jun 2036 | 47800000 | 842653 |
| DOMINICAN REPUBLIC | 6.875% 29 Jan 2026 | 800000 | 806376 |
| ECOPETROL SA | 8.625% 19 Jan 2029 | 5400000 | 5725134 |
| ECOPETROL SA | 8.375% 19 Jan 2036 | 90000 | 86737 |
| ECOPETROL SA | 7.75% 01 Feb 2032 | 1500000 | 1461570 |
| ELO SACA | 2.875% 29 Jan 2026 | 800000 | 781488 |
| EMPRESAS PUBLIC MEDELLIN | 8.375% 08 Nov 2027 | 10000000000 | 2028696 |
| ENVISION HEALTHCARE CORPORTION | 1% 03 Nov 2028 | 687411 | 687411 |
| EPR PROPERTIES | 4.95% 15 Apr 2028 | 100000 | 98272 |
| EQTYDW918 | DREAMWELL LTD COMMON | 702 | 1169041 |
| ESC LEHMAN BRTH HLDH PROD | 1% 31 Dec 2016 | 800000 | 560 |
| ESKOM HOLDINGS SOC LTD | 7.125% 11 Feb 2025 | 4000000 | 3985960 |
| ESSENTIAL PROPER | 2.95% 15 Jul 2031 | 100000 | 85087 |
| EURO CURRENCY | FOREIGN CURRENCY | (584524) | (605274) |
| EURO-BOBL FUTURE MAR 25 | XEUR 20250306 | (9300000) | 79454 |
| EURO-BUND FUTURE MAR 25 | XEUR 20250306 | 400000 | (9423) |
| EURO-BUND OPTION FEB 25C 138 | EXP 01/24/2025 | (3000) | (93) |
| EURO-BUND OPTION FEB 25P 134.5 | EXP 01/24/2025 | (3000) | (4504) |
| EURO-BUND WEEK OPTFEB25C 138.5 | EXP 01/10/2025 | (3000) | (31) |
| EURO-BUND WEEK OPTFEB25P 135.5 | EXP 01/10/2025 | (3000) | (6555) |
| EXETER AUTOMOBILE RECEIVABLES | 4.48% 16 Apr 2029 | 850000 | 843554 |
| FCCU AUTO RECEIVABLES TRUST | 5.76% 15 Nov 2027 | 412516 | 414645 |
| FCCU AUTO RECEIVABLES TRUST | 5.54% 16 Apr 2029 | 500000 | 506025 |
| FCCU AUTO RECEIVABLES TRUST | 5.46% 15 Apr 2030 | 500000 | 505709 |
| FED HM LN PC POOL QE1302 | 3% 01 May 2052 | 79505 | 67613 |
| FED HM LN PC POOL QE1435 | 3% 01 May 2052 | 20577 | 17499 |
| FED HM LN PC POOL QE1988 | 3% 01 May 2052 | 83450 | 70957 |
| FED HM LN PC POOL QE2230 | 3% 01 May 2052 | 40464 | 34406 |
| FED HM LN PC POOL QI4131 | 5.5% 01 Apr 2054 | 161497 | 159907 |
| FED HM LN PC POOL SD8402 | 6% 01 Feb 2054 | 922772 | 927895 |
| FED HM LN PC POOL SD8439 | 6% 01 Jun 2054 | 940977 | 946149 |
| FIRST BRANDS GROUP, LLC | 1% 30 Mar 2027 | 433433 | 404991 |
| FLORA FOOD MANAGEMENT BV | 6.875% 02 Jul 2029 | 600000 | 648675 |
| FMG RESOURCES AUG 2006 | 5.875% 15 Apr 2030 | 1500000 | 1479030 |
| FNMA POOL BV8509 | 3% 01 May 2052 | 138891 | 118115 |
| FNMA POOL DA1132 | 6.5% 01 Oct 2053 | 448195 | 458334 |
| FNMA POOL DA4221 | 5.5% 01 Nov 2053 | 629254 | 621907 |
| FNMA POOL DA7554 | 6.5% 01 Jan 2054 | 867388 | 887010 |
| FNMA POOL DB0758 | 5.5% 01 Mar 2054 | 207418 | 204982 |
| FNMA POOL DB2745 | 5.5% 01 Apr 2054 | 1475514 | 1457182 |
| FNMA TBA 30 YR 3 | 3% 13 Feb 2055 | 4500000 | 3820829 |
| FNMA TBA 30 YR 3.5 | 3.5% 15 Feb 2055 | 650000 | 574763 |
| FNMA TBA 30 YR 4.5 | 4.5% 15 Mar 2055 | 2500000 | 2347363 |
| FNMA TBA 30 YR 5 | 5% 15 Jan 2055 | 3800000 | 3666244 |
| FORD CREDIT AUTO OWNER TRUST | 4.65% 15 Feb 2028 | 1000000 | 1001469 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | FORD MOTOR CREDIT CO LLC | 2.9% 16 Feb 2028 | 200000 | 184516 |
| | FORD MOTOR CREDIT CO LLC | 7.35% 04 Nov 2027 | 200000 | 209418 |
| | FORD MOTOR CREDIT CO LLC | 6.95% 06 Mar 2026 | 200000 | 203528 |
| | FORD MOTOR CREDIT CO LLC | 7.2% 10 Jun 2030 | 400000 | 421048 |
| | FORD MOTOR CREDIT CO LLC | 5.125% 05 Nov 2026 | 800000 | 799248 |
| | FORD MOTOR CREDIT CO LLC | 1% 05 Nov 2026 | 1050000 | 1053224 |
| | FORD MOTOR CREDIT CO LLC | 3.815% 02 Nov 2027 | 200000 | 191534 |
| | FORESEA HLDG S A | COMMON STOCK | 158 | 3160 |
| | FORESEA HLDG S A | COMMON STOCK | 1422 | 28440 |
| | FORESEA HOLDING SA | 7.5% 15 Jun 2030 | 16317 | 15687 |
| | FORWARD AIR CORPORATION | 1% 19 Dec 2030 | 1200000 | 1203432 |
| | FUTURES MORGAN STANLEY COC | FUTURES CASH COLLATERALRAL USD | 1338000 | 1338000 |
| | GLOBAL PAYMENTS INC | 4.875% 17 Mar 2031 | 100000 | 109357 |
| | GLP CAPITAL LP / FIN II | 5.3% 15 Jan 2029 | 64000 | 63514 |
| | GLP CAPITAL LP / FIN II | 4% 15 Jan 2031 | 800000 | 732888 |
| | GNMA II POOL MA7937 | 3% 20 Mar 2052 | 190353 | 164993 |
| | GNMA II POOL MA9360 | 4.5% 20 Dec 2053 | 291157 | 275804 |
| | GNMA II TBA 30 YR 3 | 3% 20 Feb 2055 | 1100000 | 952947 |
| | GNMA II TBA 30 YR 4.5 | 4.5% 21 Jan 2055 | 1100000 | 1039873 |
| | GOLDMAN SACHS BANK USA BOC | SWAP CASH COLLATERAL USD | (540000) | (540000) |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 1250733 | 1250733 |
| | GS MORTGAGE SECURITIES TRUST | 1% 15 Jul 2035 | 598968 | 460136 |
| | HIPOTECARIA SU CASITA SA | 7.5% 29 Jun 2018 | 85885 | 1718 |
| | HOME PARTNERS OF AMERICA TRUST | 1.901% 17 Dec 2026 | 523128 | 495680 |
| | HOST HOTELS + RESORTS LP | 5.7% 01 Jul 2034 | 2100000 | 2095443 |
| | HSBC HOLDINGS PLC | 1% 13 Mar 2028 | 1100000 | 1076130 |
| | HUDSON PACIFIC PROPERTIE | 3.95% 01 Nov 2027 | 100000 | 86849 |
| | HUDSONS BAY COMPANY | 1% 03 Apr 2026 | 81263 | 81263 |
| | HUNGARIAN FORINT | FOREIGN CURRENCY | (91187857) | (229541) |
| | ILLUMINA INC | 5.75% 13 Dec 2027 | 100000 | 102596 |
| | IMPERIAL BRANDS FIN NETH | 1.75% 18 Mar 2033 | 2734000 | 2404445 |
| | IMPERIAL BRANDS FIN NETH | 5.25% 15 Feb 2031 | 3100000 | 3483803 |
| | ING GROEP NV | 1% 19 Mar 2030 | 1000000 | 1002870 |
| | INTELSAT EMERGENCE SA | COMMON STOCK | 6682 | 227188 |
| | INTELSAT JACKSON HLDG | 6.5% 15 Mar 2030 | 1875000 | 1733231 |
| | INTESA SANPAOLO SPA | 4% 23 Sep 2029 | 1500000 | 1411005 |
| | INTESA SANPAOLO SPA | 7.2% 28 Nov 2033 | 2700000 | 2927367 |
| | IVORY COAST | 5.25% 22 Mar 2030 | 5990000 | 5850273 |
| | JAB HOLDINGS BV | 5% 12 Jun 2033 | 300000 | 339034 |
| | JACKSON NATL LIFE GLOBAL | 4.6% 01 Oct 2029 | 1000000 | 971610 |
| | JAPANESE YEN | FOREIGN CURRENCY | (22371) | (142) |
| | JDE PEET S NV | 1.125% 16 Jun 2033 | 100000 | 84843 |
| | JDE PEET S NV | 0.5% 16 Jan 2029 | 100000 | 93061 |
| | JETBLUE AIRWAYS/LOYALTY | 9.875% 20 Sep 2031 | 2380000 | 2531606 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 2.287% 05 Mar 2042 | 2870000 | 2530098 |
|  | KAZMUNAYGAS NATIONAL CO | 5.375% 24 Apr 2030 | 600000 | 583062 |
|  | KENNEDY WILSON EUR REAL | 3.25% 12 Nov 2025 | 126316 | 129730 |
|  | LANDMARK MORTGAGE SECURITIES P | 1% 17 Jun 2039 | 1534923 | 1866742 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LAS VEGAS SANDS CORP | 3.5% 18 Aug 2026 | 1500000 | 1461000 |
| LAS VEGAS SANDS CORP | 2.9% 25 Jun 2025 | 2000000 | 1978000 |
| LEALAND FINANCE COMPANY B.V. | 1% 31 Dec 2027 | 23398 | 9008 |
| LEALAND FINANCE COMPANY B.V. | 1% 30 Jun 2027 | 12519 | 6259 |
| LEHMAN BROTHERS HOLDINGS | 1% 10 Nov 2009 | 400000 | 88 |
| LETRA TESOURO NACIONAL | 0.01% 01 Jul 2025 | 51900000 | 7873996 |
| LLOYDS BANKING GROUP PLC | 1% 05 Jan 2028 | 1100000 | 1109031 |
| LONG GILT FUTURE MAR 25 | IFLL 20250327 | 13000000 | (357385) |
| LPL HOLDINGS INC | 5.7% 20 May 2027 | 300000 | 303552 |
| LUDGATE FUNDING PLC | 1% 01 Jan 2061 | 185886 | 228326 |
| MAGYAR EXPORT IMPORT BAN | 6% 16 May 2029 | 3400000 | 3799786 |
| MALAYSIAN RINGGIT | FOREIGN CURRENCY | 248524 | 55580 |
| MEX BONOS DESARR FIX RT | 8.5% 31 May 2029 | 9500000 | 432880 |
| MEX BONOS DESARR FIX RT | 7.75% 29 May 2031 | 143300000 | 6151299 |
| MEX BONOS DESARR FIX RT | 7% 03 Sep 2026 | 10000000 | 460651 |
| MEX BONOS DESARR FIX RT | 8.5% 01 Mar 2029 | 55000000 | 2510805 |
| MEXICAN PESO (NEW) | FOREIGN CURRENCY | 50673 | 2437 |
| MEXICAN UDIBONOS | 4% 30 Nov 2028 | 5421591 | 247128 |
| MEXICAN UDIBONOS | 2.75% 27 Nov 2031 | 72816136 | 2951413 |
| MEXICAN UDIBONOS | 3% 03 Dec 2026 | 25606591 | 1162809 |
| MEXICAN UDIBONOS | 4% 24 Aug 2034 | 18105727 | 773184 |
| MFRA TRUST | 1% 25 Aug 2061 | 346821 | 319709 |
| MICROCHIP TECHNOLOGY INC | 4.9% 15 Mar 2028 | 200000 | 199584 |
| MICROCHIP TECHNOLOGY INC | 5.05% 15 Feb 2030 | 600000 | 596412 |
| MORGAN STANLEY | 1% 19 Jul 2030 | 900000 | 896139 |
| MORGAN STANLEY CAP SVCS COC | SWAP CASH COLLATERAL USD | 850000 | 850000 |
| NATWEST GROUP PLC | 1% 15 Nov 2028 | 1000000 | 1010950 |
| NATWEST GROUP PLC | 1% 27 Jan 2030 | 4200000 | 4158378 |
| NEW ALBERTSONS LP | 6.57% 23 Feb 2028 | 600000 | 598362 |
| NEW ORLEANS HOTEL TRUST | 1% 15 Apr 2032 | 1000000 | 986477 |
| NISSAN MOTOR ACCEPTANCE | 5.3% 13 Sep 2027 | 300000 | 296988 |
| NISSAN MOTOR CO | 4.345% 17 Sep 2027 | 1600000 | 1541664 |
| NISSAN MOTOR CO | 4.81% 17 Sep 2030 | 800000 | 752104 |
| NORINCHUKIN BANK | 5.094% 16 Oct 2029 | 200000 | 198434 |
| NOTA DO TESOURO NACIONAL | 10% 01 Jan 2029 | 27300000 | 3717139 |
| NYO COMMERCIAL MORTGAGE TRUST | 1% 15 Nov 2038 | 1660000 | 1626401 |
| OCCIDENTAL PETROLEUM COR | 5% 01 Aug 2027 | 100000 | 100125 |
| OCS GROUP HOLDINGS LTD | 1% 27 Nov 2031 | 1750000 | 2169783 |
| OI SA | 10% 30 Jun 2027 | 635935 | 570822 |
| OI SA | 8.5% 31 Dec 2028 | 1648810 | 158813 |
| OI SA | COMMON STOCK | 332465 | 72113 |
| OMAN GOV INTERNTL BOND | 4.75% 15 Jun 2026 | 1700000 | 1683017 |
| OSCAR US FUNDING TRUST | 4.47% 12 Mar 2029 | 500000 | 493234 |
| PACIFIC GAS + ELECTRIC | 2.95% 01 Mar 2026 | 100000 | 97737 |
| PACIFIC GAS + ELECTRIC | 3.3% 01 Dec 2027 | 600000 | 573024 |
| PACIFIC GAS + ELECTRIC | 4.65% 01 Aug 2028 | 100000 | 98350 |
| PACIFIC GAS + ELECTRIC | 3.75% 01 Jul 2028 | 663000 | 634020 |
| PACIFIC GAS + ELECTRIC | 4.55% 01 Jul 2030 | 3200000 | 3098400 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PACIFIC GAS + ELECTRIC | 3.25% 01 Jun 2031 | 100000 | 88674 |
| PACIFIC GAS + ELECTRIC | 3% 15 Jun 2028 | 400000 | 374728 |
| PACIFIC GAS + ELECTRIC | 1% 04 Sep 2025 | 500000 | 500680 |
| PERU LNG SRL | 5.375% 22 Mar 2030 | 4286489 | 3924538 |
| PETROLEOS DE VENEZUELA S | 5.375% 12 Apr 2027 | 712000 | 75458 |
| PETROLEOS MEXICANOS | 6.7% 16 Feb 2032 | 4273000 | 3723749 |
| PETRORIO LUX HLD SARL | 6.125% 09 Jun 2026 | 2500000 | 2480800 |
| PIMCO FDS SHORT TERM FLTG NAV | MUTUAL FUND | 5486814 | 54961415 |
| POLISH ZLOTY | FOREIGN CURRENCY | (320) | (77) |
| POSEIDON BIDCO SASU | 1% 13 Mar 2030 | 1100000 | 727215 |
| POUND STERLING | FOREIGN CURRENCY | 607367 | 760666 |
| PRIME HEALTHCARE SERVICE | 9.375% 01 Sep 2029 | 600000 | 584424 |
| PROSUS NV | 1.985% 13 Jul 2033 | 1200000 | 1057863 |
| PROSUS NV | 2.778% 19 Jan 2034 | 400000 | 371898 |
| QNB FINANCE LTD | 6.9% 23 Jan 2025 | 24300000000 | 1508261 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2030 | 1536000 | 1186130 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2035 | 6000 | 3986 |
| REPUBLIC OF ARGENTINA | 1% 09 Jan 2038 | 221866 | 154993 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2041 | 1546648 | 966825 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2029 | 1167383 | 947401 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2035 | 368000 | 249968 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2030 | 519312 | 381601 |
| REPUBLIC OF COLOMBIA | 3.875% 22 Mar 2026 | 1800000 | 1867852 |
| REPUBLIC OF COLOMBIA | 9.85% 28 Jun 2027 | 3251000000 | 720600 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2030 | 137740 | 95761 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2030 | 485854 | 337780 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2035 | 380728 | 215435 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2035 | 1830194 | 1035615 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2040 | 224049 | 114848 |
| REPUBLIC OF ECUADOR | 0.01% 31 Jul 2030 | 52804 | 28834 |
| REPUBLIC OF EL SALVADOR | 9.25% 17 Apr 2030 | 1200000 | 1269000 |
| REPUBLIC OF EL SALVADOR | 9.25% 17 Apr 2030 | 2650000 | 2800467 |
| REPUBLIC OF GHANA | 0.01% 03 Jul 2026 | 89600 | 83098 |
| REPUBLIC OF GHANA | 1% 03 Jul 2029 | 677600 | 584647 |
| REPUBLIC OF GHANA | 1% 03 Jul 2035 | 974400 | 684643 |
| REPUBLIC OF GUATEMALA | 4.5% 03 May 2026 | 3000000 | 2938410 |
| REPUBLIC OF GUATEMALA | 4.375% 05 Jun 2027 | 1800000 | 1726902 |
| REPUBLIC OF PANAMA | 9.375% 01 Apr 2029 | 3100000 | 3414960 |
| REPUBLIC OF PERU | 6.9% 12 Aug 2037 | 1800000 | 477604 |
| REPUBLIC OF PERU | 6.95% 12 Aug 2031 | 700000 | 196262 |
| REPUBLIC OF PERU | 6.95% 12 Aug 2031 | 200000 | 56075 |
| REPUBLIC OF PERU | 6.15% 12 Aug 2032 | 1500000 | 397225 |
| REPUBLIC OF SERBIA | 3.125% 15 May 2027 | 3440000 | 3501208 |
| REPUBLIC OF SOUTH AFRICA | 8.875% 28 Feb 2035 | 65900000 | 3178601 |
| REPUBLIC OF VENEZUELA | 9.25% 15 Sep 2027 | 140000 | 22242 |
| REPUBLIC OF VENEZUELA | 7.65% 21 Apr 2025 | 249000 | 33563 |
| REPUBLIC OF VENEZUELA | 9% 07 May 2023 | 31000 | 4302 |
| REPUBLIC OF VENEZUELA | 9.25% 07 May 2028 | 1137000 | 163580 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| REPUBLIC OF VENEZUELA | 6% 09 Dec 2020 | 31000 | 3690 |
| REPUBLIC OF VENEZUELA | 7% 31 Mar 2038 | 199000 | 26385 |
| REPUBLIC OF VENEZUELA | 7.75% 13 Oct 2019 | 100000 | 12823 |
| REPUBLIC OF VENEZUELA | 8.25% 13 Oct 2024 | 153000 | 20733 |
| RGA GLOBAL FUNDING | 5.05% 06 Dec 2031 | 600000 | 591204 |
| RIO OIL FINANCE TRUST | 8.2% 06 Apr 2028 | 1002804 | 1020524 |
| RIVIAN HLD/AUTO LLC | 1% 15 Oct 2026 | 2450000 | 2458526 |
| ROLLS ROYCE PLC | 5.75% 15 Oct 2027 | 1650000 | 2095721 |
| ROMANIA | 1.75% 13 Jul 2030 | 600000 | 518829 |
| ROMANIA | 6.375% 18 Sep 2033 | 300000 | 323352 |
| ROMANIA | 6.375% 18 Sep 2033 | 5660000 | 6100584 |
| ROMANIA | 5.625% 22 Feb 2036 | 570000 | 566944 |
| ROMANIA | 5.375% 22 Mar 2031 | 980000 | 1013836 |
| ROMANIA | 5.25% 30 May 2032 | 510000 | 514718 |
| ROMANIA | 5.625% 30 May 2037 | 1100000 | 1090971 |
| ROMANIA | 5.25% 30 May 2032 | 900000 | 908325 |
| ROMANIA | 5.125% 24 Sep 2031 | 2290000 | 2314313 |
| ROMANIAN LEU | FOREIGN CURRENCY | (3369) | (701) |
| RUSSIAN RUBLE | FOREIGN CURRENCY | 20124036 | 183363 |
| SANTANDER DRIVE AUTO RECEIVABL | 4.98% 15 Feb 2028 | 3351299 | 3354426 |
| SANTANDER DRIVE AUTO RECEIVABL | 4.43% 15 Mar 2027 | 1582506 | 1581973 |
| SANTANDER DRIVE AUTO RECEIVABL | 5.71% 16 Feb 2027 | 144232 | 144582 |
| SANTANDER DRIVE AUTO RECEIVABL | 5.25% 17 Apr 2028 | 500000 | 502618 |
| SANTANDER UK GROUP HLDGS | 1% 11 Jan 2028 | 200000 | 189392 |
| SANTANDER UK GROUP HLDGS | 1% 10 Jan 2029 | 200000 | 206112 |
| SANTANDER UK GROUP HLDGS | 1% 11 Sep 2030 | 200000 | 194438 |
| SCURALPHA 1503 GMBH | 1% 29 Mar 2030 | 982934 | 933433 |
| SFO COMMERICAL MORTGAGE TRUST | 1% 15 May 2038 | 1000000 | 977028 |
| SINGAPORE DOLLAR | FOREIGN CURRENCY | 2723 | 1996 |
| SOCAR TURKEY ENERJI AS | 1% 11 Aug 2026 | 430000 | 443150 |
| SOCIETE GENERALE | 1% 09 Jun 2032 | 200000 | 166854 |
| SOFTBANK VISION FUND II | 1% 23 Dec 2025 | 673313 | 673313 |
| SOL | FOREIGN CURRENCY | 878159 | 233746 |
| SOUTH AFRICAN RAND | FOREIGN CURRENCY | (2094) | (111) |
| SOUTHERN GAS CORRIDOR | 6.875% 24 Mar 2026 | 3900000 | 3950895 |
| SSB MANUFACTURING COMPANY | SSB EQUIPMENT COMPANY, INC. | 702 | 8775 |
| STATE OF ISRAEL | 5.75% 12 Mar 2054 | 2100000 | 1920828 |
| STEENBOK LUX FINCO 2 SARL | 1% 30 Jun 2026 | 398008 | 409821 |
| STEPSTNE GRUP MDCO 2 GMBH THE | 1% 04 Dec 2031 | 600000 | 592500 |
| STEPSTONE GROUP M 2 GMBH THE | 1% 04 Dec 2031 | 4400000 | 4497334 |
| STRUCTURED ASSET SECURITIES CO | 1% 25 Jun 2033 | 896 | 896 |
| SUMITOMO MITSUI FINL GRP | 5.424% 09 Jul 2031 | 2000000 | 2020440 |
| SUN COMMUNITIES OPER LP | 5.5% 15 Jan 2029 | 300000 | 301770 |
| SWAP BANK OF AMERICA COC | SWAP CASH COLLATERAL USD | 260000 | 260000 |
| SWAP BNP PARIBAS COC | SWAP CASH COLLATERAL USD | 410000 | 410000 |
| SWAP CITIBANK COC | SWAP CASH COLLATERAL USD | 110000 | 110000 |
| SWAP DEUTSCHE BANK COC | SWAP CASH COLLATERAL USD | 590000 | 590000 |
| SWAP JP MORGAN COC | SWAP CASH COLLATERAL USD | 450000 | 450000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SWBC CCMBCIUS7 LT USD | SWAP CASH COLLATERAL USD | (700000) | (700000) |
| SWCC CCSCXIUS6 COC | SWCC CASH COLLATERAL USD | 60000 | 60000 |
| SWPC0KE65 CDS USD P V 03MEVENT | 1% 20 Dec 2026 | (100000) | (100000) |
| SWPC0KE65 CDS USD R F 1.00000 | 1% 20 Dec 2026 | 100000 | 101221 |
| SWPC0KOG2 CDS USD P V 03MEVENT | 1% 20 Dec 2026 | (100000) | (100000) |
| SWPC0KOG2 CDS USD R F 5.00000 | 5% 20 Dec 2026 | 100000 | 108336 |
| SWPC0KTA0 CDS USD P V 03MEVENT | 1% 20 Jun 2027 | (700000) | (700000) |
| SWPC0KTA0 CDS USD R F 5.00000 | 5% 20 Jun 2027 | 700000 | 769529 |
| SWPC0LQW3 CDS USD P V 03MEVENT | 1% 20 Jun 2028 | (294000) | (294000) |
| SWPC0LQW3 CDS USD R F 5.00000 | 5% 20 Jun 2028 | 294000 | 316547 |
| SWPC0M2L1 CDS USD P V 03MEVENT | 1% 20 Dec 2028 | (100000) | (100000) |
| SWPC0M2L1 CDS USD R F 1.00000 | 1% 20 Dec 2028 | 100000 | 101782 |
| SWPC0M439 CDS USD P V 03MEVENT | 1% 20 Dec 2028 | (99000) | (99000) |
| SWPC0M439 CDS USD R F 5.00000 | 5% 20 Dec 2028 | 99000 | 106862 |
| SWPC0MC97 CDS USD P F 1.00000 | 1% 20 Dec 2028 | (4000000) | (4000000) |
| SWPC0MC97 CDS USD R V 03MEVENT | 1% 20 Dec 2028 | 4000000 | 3929631 |
| SWPC0MGC6 CDS USD P V 03MEVENT | 1% 20 Jun 2027 | (1000000) | (1000000) |
| SWPC0MGC6 CDS USD R F 1.00000 | 1% 20 Jun 2027 | 1000000 | 1006069 |
| SWPC0MGN2 CDS USD P V 03MEVENT | 1% 20 Dec 2033 | (4000000) | (4000000) |
| SWPC0MGN2 CDS USD R F 1.00000 | 1% 20 Dec 2033 | 4000000 | 3379954 |
| SWPC0MHX9 CDS USD P V 03MEVENT | 1% 20 Dec 2028 | (1300000) | (1300000) |
| SWPC0MHX9 CDS USD R F 1.00000 | 1% 20 Dec 2028 | 1300000 | 1113923 |
| SWPC0MI67 CDS USD P F 1.00000 | 1% 20 Dec 2028 | (4000000) | (4000000) |
| SWPC0MI67 CDS USD R V 03MEVENT | 1% 20 Dec 2028 | 4000000 | 3957203 |
| SWPC0MTT5 CDS USD P V 03MEVENT | 1% 20 Jun 2029 | (4600000) | (4600000) |
| SWPC0MTT5 CDS USD R F 1.00000 | 1% 20 Jun 2029 | 4600000 | 4423266 |
| SWPC0MTU2 CDS USD P V 03MEVENT | 1% 20 Jun 2029 | (3800000) | (3800000) |
| SWPC0MTU2 CDS USD R F 1.00000 | 1% 20 Jun 2029 | 3800000 | 3655357 |
| SWPC0MTV0 CDS USD P V 03MEVENT | 1% 20 Jun 2029 | (3900000) | (3900000) |
| SWPC0MTV0 CDS USD R F 1.00000 | 1% 20 Jun 2029 | 3900000 | 3755517 |
| SWPC0MTW8 CDS USD P V 03MEVENT | 1% 20 Jun 2029 | (2300000) | (2300000) |
| SWPC0MTW8 CDS USD R F 1.00000 | 1% 20 Jun 2029 | 2300000 | 2273222 |
| SWPC0MTX6 CDS USD P V 03MEVENT | 1% 20 Jun 2029 | (1900000) | (1900000) |
| SWPC0MTX6 CDS USD R F 1.00000 | 1% 20 Jun 2029 | 1900000 | 1886120 |
| SWPC0MZ84 CDS USD P V 03MEVENT | 1% 20 Dec 2029 | (47800000) | (47800000) |
| SWPC0MZ84 CDS USD R F 5.00000 | 5% 20 Dec 2029 | 47800000 | 51488869 |
| SWPC0N2Y1 CDS USD P V 03MEVENT | 1% 20 Dec 2029 | (5800000) | (5800000) |
| SWPC0N2Y1 CDS USD R F 1.00000 | 1% 20 Dec 2029 | 5800000 | 5568397 |
| SWPC0N6F8 CDS USD P V 03MEVENT | 1% 20 Jun 2025 | (600000) | (600000) |
| SWPC0N6F8 CDS USD R F 1.00000 | 1% 20 Jun 2025 | 600000 | 602199 |
| SWPC0N6P6 CDS EUR P V 03MEVENT | 1% 20 Dec 2025 | (1300000) | (1346150) |
| SWPC0N6P6 CDS EUR R F 1.00000 | 1% 20 Dec 2025 | 1300000 | 1355009 |
| SWPCTJ989 CDS USD P V 03MEVENT | 1% 20 Dec 2025 | (1100000) | (1100000) |
| SWPCTJ989 CDS USD R F 1.00000 | 1% 20 Dec 2025 | 1100000 | 1107247 |
| SWU01D6I3 IRS USD P V 12MSOFR | 1% 15 Jun 2032 | (1800000) | (1800000) |
| SWU01D6I3 IRS USD R F 1.25000 | 1.25% 15 Jun 2032 | 1800000 | 1476630 |
| SWU01D6J1 IRS USD P V 12MSOFR | 1% 15 Jun 2032 | (1510000) | (1510000) |
| SWU01D6J1 IRS USD R F 1.25000 | 1.25% 15 Jun 2032 | 1510000 | 1238728 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SWU01H5V6 IRS USD P V 12MSOFR | 1% 15 Jun 2032 | (660000) | (660000) |
| SWU01H5V6 IRS USD R F 1.75000 | 1.75% 15 Jun 2032 | 660000 | 562539 |
| SWU01H652 IRS USD P V 12MSOFR | 1% 15 Jun 2032 | (3080000) | (3080000) |
| SWU01H652 IRS USD R F 1.75000 | 1.75% 15 Jun 2032 | 3080000 | 2624557 |
| SWU01HCW6 IRS BRL P V 00MBRCDI | 1% 04 Jan 2027 | (6500000) | (1052146) |
| SWU01HCW6 IRS BRL R F 12.01500 | 12.015% 04 Jan 2027 | 6500000 | 989767 |
| SWU01L9I2 IRS USD P V 12MSOFR | 1% 06 Sep 2032 | (500000) | (500000) |
| SWU01L9I2 IRS USD R F 3.05000 | 3.05% 06 Sep 2032 | 500000 | 466860 |
| SWU01O2G7 IRS HUF P V 06MBUBOR | 1% 16 Jan 2028 | (958100000) | (2411757) |
| SWU01O2G7 IRS HUF R F 8.70000 | 8.7% 16 Jan 2028 | 958100000 | 2552773 |
| SWU01VGU5 IRS USD P V 12MSOFR | 1% 14 Jun 2033 | (2300000) | (2300000) |
| SWU01VGU5 IRS USD R F 3.30000 | 3.3% 14 Jun 2033 | 2300000 | 2174942 |
| SWU01VL88 IRS USD P V 12MSOFR | 1% 21 Jun 2033 | (1200000) | (1200000) |
| SWU01VL88 IRS USD R F 3.50000 | 3.5% 21 Jun 2033 | 1200000 | 1151727 |
| SWU01WJZ9 IRS USD P V 12MSOFR | 1% 03 Aug 2033 | (600000) | (600000) |
| SWU01WJZ9 IRS USD R F 3.73000 | 3.73% 03 Aug 2033 | 600000 | 585515 |
| SWU01WNQ4 IRS USD P V 12MSOFR | 1% 07 Aug 2033 | (800000) | (800000) |
| SWU01WNQ4 IRS USD R F 3.73500 | 3.735% 07 Aug 2033 | 800000 | 780942 |
| SWU01X2Q5 IRS USD P V 12MSOFR | 1% 23 Aug 2033 | (2000000) | (2000000) |
| SWU01X2Q5 IRS USD R F 3.76000 | 3.76% 23 Aug 2033 | 2000000 | 1956138 |
| SWU01X8G1 IRS USD P V 12MSOFR | 1% 30 Aug 2033 | (1000000) | (1000000) |
| SWU01X8G1 IRS USD R F 3.80000 | 3.8% 30 Aug 2033 | 1000000 | 980929 |
| SWU01X8H9 IRS USD P V 12MSOFR | 1% 30 Aug 2033 | (1300000) | (1300000) |
| SWU01X8H9 IRS USD R F 3.90000 | 3.9% 30 Aug 2033 | 1300000 | 1284421 |
| SWU0204X9 IRS USD P V 12MSOFR | 1% 20 Jun 2029 | (3400000) | (3400000) |
| SWU0204X9 IRS USD R F 3.75000 | 3.75% 20 Jun 2029 | 3400000 | 3358659 |
| SWU0205W0 IRS USD P V 12MSOFR | 1% 20 Jun 2034 | (20000) | (20000) |
| SWU0205W0 IRS USD R F 3.75000 | 3.75% 20 Jun 2034 | 20000 | 19489 |
| SWU0206I0 IRS USD P V 12MSOFR | 1% 20 Jun 2034 | (9610000) | (9610000) |
| SWU0206I0 IRS USD R F 3.75000 | 3.75% 20 Jun 2034 | 9610000 | 9368975 |
| SWU021D33 IRS USD P V 12MSOFR | 1% 31 Jan 2034 | (800000) | (800000) |
| SWU021D33 IRS USD R F 3.62000 | 3.62% 31 Jan 2034 | 800000 | 773030 |
| SWU021L26 IRS USD P V 12MSOFR | 1% 07 Feb 2034 | (500000) | (500000) |
| SWU021L26 IRS USD R F 3.78300 | 3.783% 07 Feb 2034 | 500000 | 489274 |
| SWU021X80 IRS USD P V 12MSOFR | 1% 22 Feb 2029 | (2300000) | (2300000) |
| SWU021X80 IRS USD R F 3.94000 | 3.94% 22 Feb 2029 | 2300000 | 2290325 |
| SWU0223X6 IRS USD P V 12MSOFR | 1% 27 Feb 2029 | (700000) | (700000) |
| SWU0223X6 IRS USD R F 3.97000 | 3.97% 27 Feb 2029 | 700000 | 697842 |
| SWU022FI6 IRS EUR P V 06MEURIB | 1% 05 Mar 2034 | (1000000) | (1035500) |
| SWU022FI6 IRS EUR R F 2.75000 | 2.75% 05 Mar 2034 | 1000000 | 1069382 |
| SWU024361 IRS USD P V 12MSOFR | 1% 16 Apr 2034 | (200000) | (200000) |
| SWU024361 IRS USD R F 3.95000 | 3.95% 16 Apr 2034 | 200000 | 198167 |
| SWU024AF3 IRS USD P V 12MSOFR | 1% 30 Apr 2034 | (3600000) | (3600000) |
| SWU024AF3 IRS USD R F 4.09000 | 4.09% 30 Apr 2034 | 3600000 | 3605731 |
| SWU024DJ2 IRS USD P V 12MSOFR | 1% 22 Apr 2034 | (800000) | (800000) |
| SWU024DJ2 IRS USD R F 4.15000 | 4.15% 22 Apr 2034 | 800000 | 804980 |
| SWU024H17 IRS USD P V 12MSOFR | 1% 24 Apr 2034 | (1200000) | (1200000) |
| SWU024H17 IRS USD R F 4.10500 | 4.105% 24 Apr 2034 | 1200000 | 1203306 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SWU024KA3 IRS USD P V 12MSOFR | 1% 29 Apr 2034 | (1200000) | (1200000) |
| SWU024KA3 IRS USD R F 4.07800 | 4.078% 29 Apr 2034 | 1200000 | 1200798 |
| SWU024LM6 IRS EUR P V 06MEURIB | 1% 29 Apr 2034 | (800000) | (828400) |
| SWU024LM6 IRS EUR R F 2.77000 | 2.77% 29 Apr 2034 | 800000 | 857262 |
| SWU024OX9 IRS USD P V 12MSOFR | 1% 03 May 2034 | (1700000) | (1700000) |
| SWU024OX9 IRS USD R F 4.13000 | 4.13% 03 May 2034 | 1700000 | 1707941 |
| SWU024QV1 IRS USD P V 12MSOFR | 1% 06 May 2034 | (1300000) | (1300000) |
| SWU024QV1 IRS USD R F 4.20000 | 4.2% 06 May 2034 | 1300000 | 1313104 |
| SWU024SM9 IRS EUR P V 06MEURIB | 1% 06 May 2029 | (1400000) | (1449700) |
| SWU024SM9 IRS EUR R F 2.82700 | 2.827% 06 May 2029 | 1400000 | 1484385 |
| SWU025T29 IRS EUR P V 06MEURIB | 1% 12 Jun 2029 | (600000) | (621300) |
| SWU025T29 IRS EUR R F 2.95000 | 2.95% 12 Jun 2029 | 600000 | 639914 |
| SWU025TX1 IRS USD P V 12MSOFR | 1% 18 Dec 2034 | (110000) | (110000) |
| SWU025TX1 IRS USD R F 3.75000 | 3.75% 18 Dec 2034 | 110000 | 107001 |
| SWU028Y92 IRS EUR P V 06MEURIB | 1% 19 Mar 2030 | (17500000) | (18121251) |
| SWU028Y92 IRS EUR R F 2.50000 | 2.5% 19 Mar 2030 | 17500000 | 18350481 |
| SWU02BSZ4 IRS USD P V 12MSOFR | 1% 15 Oct 2034 | (700000) | (700000) |
| SWU02BSZ4 IRS USD R F 3.37500 | 3.375% 15 Oct 2034 | 700000 | 660765 |
| SWU02BUY4 IRS USD P V 12MSOFR | 1% 17 Oct 2034 | (1600000) | (1600000) |
| SWU02BUY4 IRS USD R F 3.38500 | 3.385% 17 Oct 2034 | 1600000 | 1511588 |
| SWU02BUZ1 IRS USD P V 12MSOFR | 1% 17 Oct 2034 | (800000) | (800000) |
| SWU02BUZ1 IRS USD R F 3.39500 | 3.395% 17 Oct 2034 | 800000 | 756437 |
| SWU02BV07 IRS USD P V 12MSOFR | 1% 17 Oct 2034 | (800000) | (800000) |
| SWU02BV07 IRS USD R F 3.40000 | 3.4% 17 Oct 2034 | 800000 | 756759 |
| SWU02C785 IRS USD P V 12MSOFR | 1% 30 Oct 2034 | (1400000) | (1400000) |
| SWU02C785 IRS USD R F 3.46500 | 3.465% 30 Oct 2034 | 1400000 | 1331433 |
| SWU02C793 IRS USD P V 12MSOFR | 1% 30 Oct 2034 | (1800000) | (1800000) |
| SWU02C793 IRS USD R F 3.48500 | 3.485% 30 Oct 2034 | 1800000 | 1714745 |
| SWU02C7A0 IRS USD P V 12MSOFR | 1% 30 Oct 2034 | (1600000) | (1600000) |
| SWU02C7A0 IRS USD R F 3.49500 | 3.495% 30 Oct 2034 | 1600000 | 1525508 |
| SWU02C9O8 IRS USD P V 12MSOFR | 1% 01 Nov 2034 | (1800000) | (1800000) |
| SWU02C9O8 IRS USD R F 3.45500 | 3.455% 01 Nov 2034 | 1800000 | 1710347 |
| SWU02C9P5 IRS USD P V 12MSOFR | 1% 01 Nov 2034 | (1800000) | (1800000) |
| SWU02C9P5 IRS USD R F 3.47000 | 3.47% 01 Nov 2034 | 1800000 | 1712526 |
| SWU02CDQ8 IRS USD P V 12MSOFR | 1% 05 Nov 2034 | (1800000) | (1800000) |
| SWU02CDQ8 IRS USD R F 3.43500 | 3.435% 05 Nov 2034 | 1800000 | 1707330 |
| SWU02CFC7 IRS USD P V 12MSOFR | 1% 06 Nov 2034 | (3500000) | (3500000) |
| SWU02CFC7 IRS USD R F 3.53500 | 3.535% 06 Nov 2034 | 3500000 | 3348085 |
| SWU02CM47 IRS USD P V 12MSOFR | 1% 14 Nov 2034 | (1600000) | (1600000) |
| SWU02CM47 IRS USD R F 3.86600 | 3.866% 14 Nov 2034 | 1600000 | 1573275 |
| SWU02CM54 IRS USD P V 12MSOFR | 1% 14 Nov 2034 | (1800000) | (1800000) |
| SWU02CM54 IRS USD R F 3.86000 | 3.86% 14 Nov 2034 | 1800000 | 1769060 |
| SWU02CPX0 IRS USD P V 12MSOFR | 1% 19 Nov 2034 | (1800000) | (1800000) |
| SWU02CPX0 IRS USD R F 3.79250 | 3.792% 19 Nov 2034 | 1800000 | 1759167 |
| SWU02CPY8 IRS USD P V 12MSOFR | 1% 19 Nov 2034 | (900000) | (900000) |
| SWU02CPY8 IRS USD R F 3.85500 | 3.855% 19 Nov 2034 | 900000 | 884141 |
| SWU02E1O2 IRS EUR P V 06MEURIB | 1% 31 Dec 2034 | (800000) | (828400) |
| SWU02E1O2 IRS EUR R F 2.38000 | 2.38% 31 Dec 2034 | 800000 | 829818 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SWU088762 IRS GBP P V 01MUKRPI | 1% 15 Sep 2031 | (500000) | (626200) |
| SWU088762 IRS GBP R F 4.06600 | 4.066% 15 Sep 2031 | 500000 | 557756 |
| SWU0IF898 IRS GBP P V 01MUKRPI | 1% 15 Sep 2031 | (200000) | (250480) |
| SWU0IF898 IRS GBP R F 4.00000 | 4% 15 Sep 2031 | 200000 | 221290 |
| SWU0K5582 IRS GBP P V 01MUKRPI | 1% 15 Sep 2031 | (200000) | (250480) |
| SWU0K5582 IRS GBP R F 4.05500 | 4.055% 15 Sep 2031 | 200000 | 222800 |
| SWU0LK091 IRS GBP P V 01MUKRPI | 1% 15 Oct 2031 | (300000) | (375720) |
| SWU0LK091 IRS GBP R F 4.02000 | 4.02% 15 Oct 2031 | 300000 | 333169 |
| SWU0MJ903 IRS GBP P V 01MUKRPI | 1% 15 Oct 2031 | (600000) | (751440) |
| SWU0MJ903 IRS GBP R F 4.14000 | 4.14% 15 Oct 2031 | 600000 | 676230 |
| SYNCHRONY FINANCIAL | 1% 02 Aug 2030 | 1300000 | 1311466 |
| SYNIVERSE HOLDINGS, LLC | 1% 13 May 2027 | 4709622 | 4714520 |
| TESLA SUSTAINABLE ENERGY TRUST | 4.83% 03 Dec 2025 | 354269 | 354433 |
| THAILAND BAHT | FOREIGN CURRENCY | 179928 | 5277 |
| TOPAZ SOLAR FARMS LLC | 4.875% 30 Sep 2039 | 33924 | 31432 |
| TRANSDIGM, INC. | 1% 28 Feb 2031 | 298500 | 298903 |
| TSY INFL IX N/B | 0.375% 15 Jul 2025 | 83857 | 83379 |
| TSY INFL IX N/B | 0.125% 15 Apr 2025 | 228520 | 227216 |
| TSY INFL IX N/B | 2.125% 15 Apr 2029 | 4796397 | 4805203 |
| TURKISH LIRA | FOREIGN CURRENCY | 2703 | 76 |
| TURKIYE GOVERNMENT BOND | 1% 19 Aug 2026 | 300000 | 8599 |
| TURKIYE GOVERNMENT BOND | 1% 17 May 2028 | 67700000 | 1887762 |
| TURKIYE GOVERNMENT BOND | 1% 20 May 2026 | 400000 | 11448 |
| U S RENAL CARE INC | 1% 20 Jun 2028 | 4403269 | 4111552 |
| UBS GROUP AG | 1% 01 Apr 2031 | 800000 | 756496 |
| UBS GROUP AG | 1% 14 May 2032 | 500000 | 435700 |
| UBS GROUP AG | 1% 12 Aug 2033 | 250000 | 264065 |
| UBS GROUP AG | 1% 15 Nov 2033 | 250000 | 301820 |
| UBS GROUP AG | 1% 05 Aug 2033 | 1700000 | 1644750 |
| UCB SA | 4.25% 20 Mar 2030 | 100000 | 106427 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2029 | 471121 | 326887 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2034 | 478767 | 267808 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2035 | 246096 | 134445 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2036 | 92286 | 49618 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2030 | 70371 | 38000 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2034 | 262967 | 108498 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2035 | 222225 | 130977 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2036 | 185188 | 108185 |
| UNITED KINGDOM GILT | 3.25% 22 Jan 2044 | (10000) | (9768) |
| UNITED KINGDOM GILT | 3.25% 22 Jan 2044 | 10000 | 9768 |
| UNITI GROUP/CSL CAPITAL | 4.75% 15 Apr 2028 | 836000 | 783892 |
| UNITI GROUP/CSL CAPITAL | 10.5% 15 Feb 2028 | 790000 | 842219 |
| UNITI GRP/UNITI HLD/CSL | 6% 15 Jan 2030 | 300000 | 263820 |
| UROPA SECURITIES PLC | 1% 10 Oct 2040 | 326243 | 334279 |
| US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | 27100000 | (249828) |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | 23700000 | (339849) |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | (37400000) | (24807) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 2000000 | (13437) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| US DOLLAR | CURRENCY | (8348243) | (8348243) |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | 6700000 | (164359) |
| US RENAL CARE INC | 10.625% 28 Jun 2028 | 52850 | 43359 |
| US TREASURY N/B | 3% 15 Feb 2048 | 1200000 | 881438 |
| US TREASURY N/B | 3.125% 15 May 2048 | 1350000 | 1012711 |
| US TREASURY N/B | 3% 15 Aug 2048 | 1230000 | 899630 |
| US TREASURY N/B | 3% 15 Feb 2049 | 570000 | 415298 |
| US TREASURY N/B | 2.875% 15 May 2049 | 12550000 | 8908539 |
| US TREASURY N/B | 4% 15 Nov 2052 | 150000 | 130875 |
| US TREASURY N/B | 4% 15 Nov 2042 | 300000 | 270188 |
| US TREASURY N/B | 4.25% 15 Aug 2054 | 900000 | 823500 |
| US TREASURY N/B | 4.5% 15 Nov 2054 | 4800000 | 4584000 |
| US TREASURY N/B | 2.5% 31 Jan 2025 | 2800000 | 2795953 |
| US TREASURY N/B | 2.625% 15 Feb 2029 | 6600000 | 6169453 |
| US TREASURY N/B | 2.375% 15 May 2029 | 6400000 | 5897000 |
| US TREASURY N/B | 1.125% 29 Feb 2028 | 800000 | 725625 |
| US TREASURY N/B | 1.25% 15 Aug 2031 | 5300000 | 4325297 |
| US TREASURY N/B | 2.875% 15 May 2032 | 2070000 | 1859119 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | 3000000 | (135938) |
| UZBEKISTAN INTL BOND | 5.375% 29 May 2027 | 400000 | 415919 |
| VALARIS LTD | 8.375% 30 Apr 2030 | 4150000 | 4195816 |
| VENTURE GLOBAL LNG INC | 9.5% 01 Feb 2029 | 3800000 | 4199380 |
| VERITIV OPERATING CO | 10.5% 30 Nov 2030 | 500000 | 538425 |
| VICI PROPERTIES / NOTE | 3.75% 15 Feb 2027 | 2000000 | 1941160 |
| VICI PROPERTIES / NOTE | 4.5% 01 Sep 2026 | 200000 | 197854 |
| VICI PROPERTIES / NOTE | 5.75% 01 Feb 2027 | 700000 | 706125 |
| VICI PROPERTIES / NOTE | 4.5% 15 Jan 2028 | 100000 | 97582 |
| VICI PROPERTIES / NOTE | 3.875% 15 Feb 2029 | 1498000 | 1412284 |
| VIRIDIEN | 8.75% 01 Apr 2027 | 800000 | 784048 |
| VIRIDIEN | 7.75% 01 Apr 2027 | 1200000 | 1238835 |
| VIRIDIEN | 7.75% 01 Apr 2027 | 400000 | 412945 |
| VISTRA OPERATIONS CO LLC | 5.05% 30 Dec 2026 | 100000 | 100078 |
| VISTRA OPERATIONS CO LLC | 5.7% 30 Dec 2034 | 100000 | 98746 |
| VOYAGER AVIATION HOLD | 8.5% 09 May 2026 | 12132 | 1161 |
| WELLS FARGO + COMPANY | 1% 23 Oct 2029 | 1200000 | 1246824 |
| WELLS FARGO + COMPANY | 1% 04 May 2030 | 400000 | 389994 |
| YINSON BORONIA PRODUCTIO | 8.947% 31 Jul 2042 | 700000 | 726369 |
| YUAN RENMINBI | FOREIGN CURRENCY | (9754181) | (1336327) |
| YUAN RENMINBI OFFSHORE | FOREIGN CURRENCY | 9767778 | 1330488 |
|  | **Total: EXHIBIT M - High Yield and Emerging Markets Bond Fund** | **Total: EXHIBIT M - High Yield and Emerging Markets Bond Fund** | $**440802782** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT N - High Yield Debt Fund**

**(Managed by JP Morgan)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | 1011778 BC / NEW RED FIN | 3.875% 15 Jan 2028 | 160000 |  | $151259 |
|  | 1011778 BC / NEW RED FIN | 4% 15 Oct 2030 | 645000 |  | 576869 |
|  | 1011778 BC / NEW RED FIN | 3.5% 15 Feb 2029 | 67000 |  | 61399 |
|  | 180 MEDICAL INC | 3.875% 15 Oct 2029 | 200000 |  | 182440 |
|  | ABC SUPPLY CO INC | 4% 15 Jan 2028 | 365000 |  | 349575 |
|  | ACADIA HEALTHCARE CO INC | 5.5% 01 Jul 2028 | 491000 |  | 469367 |
|  | ACCO BRANDS CORP | 4.25% 15 Mar 2029 | 590000 |  | 537301 |
|  | ACI WORLDWIDE INC | 5.75% 15 Aug 2026 | 447000 |  | 446146 |
|  | ACPRODUCTS INC | 1% 17 May 2028 | 241250 |  | 194378 |
|  | ACUSHNET CO | 7.375% 15 Oct 2028 | 245000 |  | 253227 |
|  | ADIENT GLOBAL HOLDINGS | 4.875% 15 Aug 2026 | 325000 |  | 320983 |
|  | ADIENT GLOBAL HOLDINGS | 7% 15 Apr 2028 | 388000 |  | 392621 |
|  | ADIENT GLOBAL HOLDINGS | 8.25% 15 Apr 2031 | 424000 |  | 433362 |
|  | ADIENT US LLC | 1% 31 Jan 2031 | 133250 |  | 133655 |
|  | ADT SEC CORP | 4.125% 01 Aug 2029 | 214000 |  | 196441 |
|  | ADT SEC CORP | 4.875% 15 Jul 2032 | 645000 |  | 590678 |
|  | AETHON UN/AETHIN UN FIN | 7.5% 01 Oct 2029 | 180000 |  | 184237 |
|  | AHEAD DB HOLDINGS LLC | 1% 01 Feb 2031 | 228850 |  | 230047 |
|  | ALBERTSONS COS/SAFEWAY | 5.875% 15 Feb 2028 | 78000 |  | 77642 |
|  | ALBERTSONS COS/SAFEWAY | 4.625% 15 Jan 2027 | 811000 |  | 793442 |
|  | ALBERTSONS COS/SAFEWAY | 4.875% 15 Feb 2030 | 45000 |  | 43022 |
|  | ALBERTSONS COS/SAFEWAY | 3.25% 15 Mar 2026 | 200000 |  | 195030 |
|  | ALBERTSONS COS/SAFEWAY | 3.5% 15 Mar 2029 | 817000 |  | 743968 |
|  | ALCOA NEDERLAND HOLDING | 5.5% 15 Dec 2027 | 600000 |  | 601992 |
|  | ALLISON TRANSMISSION INC | 4.75% 01 Oct 2027 | 225000 |  | 218284 |
|  | ALLISON TRANSMISSION INC | 5.875% 01 Jun 2029 | 692000 |  | 686616 |
|  | ALLISON TRANSMISSION INC | 3.75% 30 Jan 2031 | 145000 |  | 128226 |
|  | ALLY FINANCIAL INC | 5.75% 20 Nov 2025 | 484000 |  | 486391 |
|  | ALTICE FINANCING SA | 5.75% 15 Aug 2029 | 220000 |  | 161458 |
|  | ALTICE FRANCE HOLDING SA | 10.5% 15 May 2027 | 200000 |  | 58134 |
|  | ALTICE FRANCE SA | 5.5% 15 Jan 2028 | 205000 |  | 152784 |
|  | AMER SPORTS COMPANY | 6.75% 16 Feb 2031 | 374000 |  | 378997 |
|  | AMERICAN AIRLINES, INC. | 1% 20 Apr 2028 | 439444 |  | 450580 |
|  | AMERICAN AIRLINES/AADVAN | 5.5% 20 Apr 2026 | 736250 |  | 734446 |
|  | AMERICAN AIRLINES/AADVAN | 5.75% 20 Apr 2029 | 680000 |  | 674798 |
|  | AMERICAN AXLE + MFG INC | 6.5% 01 Apr 2027 | 482000 |  | 477180 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AMERICAN AXLE + MFG INC | 6.875% 01 Jul 2028 | 334000 | 330750 |
| AMERICAN AXLE + MFG INC | 5% 01 Oct 2029 | 33000 | 30182 |
| AMERIGAS PART/FIN CORP | 5.875% 20 Aug 2026 | 304000 | 293393 |
| AMERIGAS PART/FIN CORP | 5.5% 20 May 2025 | 37000 | 36834 |
| AMERIGAS PART/FIN CORP | 9.375% 01 Jun 2028 | 307000 | 295263 |
| AMS OSRAM AG | 12.25% 30 Mar 2029 | 150000 | 147549 |
| ANTERO MIDSTREAM PART/FI | 5.75% 01 Mar 2027 | 75000 | 74699 |
| ANTERO MIDSTREAM PART/FI | 5.75% 15 Jan 2028 | 555000 | 550305 |
| ANTERO MIDSTREAM PART/FI | 5.375% 15 Jun 2029 | 190000 | 185001 |
| ANTERO RESOURCES CORP | 8.375% 15 Jul 2026 | 156000 | 159521 |
| ANTERO RESOURCES CORP | 7.625% 01 Feb 2029 | 320000 | 327667 |
| ANTERO RESOURCES CORP | 5.375% 01 Mar 2030 | 37000 | 35757 |
| ANYWHERE RE GRP/REALOGY | 5.25% 15 Apr 2030 | 294000 | 221538 |
| API GROUP DE INC | 4.75% 15 Oct 2029 | 101000 | 94957 |
| API GROUP DE INC | 4.125% 15 Jul 2029 | 119000 | 108592 |
| ARAMARK SERVICES INC | 5% 01 Apr 2025 | 35000 | 34935 |
| ARAMARK SERVICES INC | 5% 01 Feb 2028 | 645000 | 626308 |
| ARCHES BUYER INC | 4.25% 01 Jun 2028 | 110000 | 100893 |
| ARCHROCK PARTNERS LP/FIN | 6.875% 01 Apr 2027 | 212000 | 212912 |
| ARCHROCK PARTNERS LP/FIN | 6.25% 01 Apr 2028 | 140000 | 139248 |
| ARCHROCK PARTNERS LP/FIN | 6.625% 01 Sep 2032 | 165000 | 165162 |
| ARDAGH PKG FIN/HLDGS USA | 5.25% 15 Aug 2027 | 400000 | 226848 |
| ARDAGH PKG FIN/HLDGS USA | 5.25% 15 Aug 2027 | 640000 | 364749 |
| ASBURY AUTOMOTIVE GROUP | 4.5% 01 Mar 2028 | 399000 | 382282 |
| ASBURY AUTOMOTIVE GROUP | 4.75% 01 Mar 2030 | 101000 | 94223 |
| ASBURY AUTOMOTIVE GROUP | 4.625% 15 Nov 2029 | 281000 | 261906 |
| ASCENT RESOURCES/ARU FIN | 8.25% 31 Dec 2028 | 265000 | 270470 |
| ASCENT RESOURCES/ARU FIN | 6.625% 15 Oct 2032 | 130000 | 129325 |
| ATI INC | 5.875% 01 Dec 2027 | 310000 | 307647 |
| ATI INC | 4.875% 01 Oct 2029 | 80000 | 76171 |
| ATI INC | 5.125% 01 Oct 2031 | 84000 | 78910 |
| ATI INC | 7.25% 15 Aug 2030 | 195000 | 200696 |
| ATLAS LUXCO 4 / ALL UNI | 4.625% 01 Jun 2028 | 200000 | 188962 |
| AVANTOR FUNDING INC | 4.625% 15 Jul 2028 | 656000 | 626073 |
| AVIENT CORP | 7.125% 01 Aug 2030 | 260000 | 266076 |
| AVIS BUDGET CAR/FINANCE | 5.75% 15 Jul 2027 | 325000 | 317892 |
| AVIS BUDGET CAR/FINANCE | 5.75% 15 Jul 2027 | 100000 | 98193 |
| AVIS BUDGET CAR/FINANCE | 5.375% 01 Mar 2029 | 335000 | 313326 |
| AVIS BUDGET CAR/FINANCE | 4.75% 01 Apr 2028 | 360000 | 336460 |
| AVIS BUDGET CAR/FINANCE | 8% 15 Feb 2031 | 117000 | 119691 |
| AVIS BUDGET CAR/FINANCE | 8.25% 15 Jan 2030 | 143000 | 147557 |
| AXALTA COAT/DUTCH HLD BV | 4.75% 15 Jun 2027 | 200000 | 195576 |
| AXALTA COATING SYSTEMS | 3.375% 15 Feb 2029 | 520000 | 472815 |
| BATH + BODY WORKS INC | 6.875% 01 Nov 2035 | 26000 | 26599 |
| BATH + BODY WORKS INC | 6.75% 01 Jul 2036 | 109000 | 110697 |
| BATH + BODY WORKS INC | 6.625% 01 Oct 2030 | 455000 | 458695 |
| BAUSCH + LOMB CORP | 8.375% 01 Oct 2028 | 65000 | 67627 |
| BAUSCH + LOMB CORPORATION | 1% 10 May 2027 | 183122 | 183646 |

---

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| | | | |
|:---|:---|:---|:---|
| BAUSCH HEALTH COS INC | 6.25% 15 Feb 2029 | 300000 | 185781 |
| BAUSCH HEALTH COS INC | 5% 15 Feb 2029 | 182000 | 109076 |
| BAUSCH HEALTH COS INC | 4.875% 01 Jun 2028 | 270000 | 216473 |
| BAUSCH HEALTH COS INC | 5.5% 01 Nov 2025 | 1222000 | 1195923 |
| BAYTEX ENERGY CORP | 8.5% 30 Apr 2030 | 555000 | 567332 |
| BAYTEX ENERGY CORP | 7.375% 15 Mar 2032 | 225000 | 219317 |
| BCPE PEQUOD BUYER INC | 1% 25 Nov 2031 | 304000 | 306225 |
| BIG RIVER STEEL/BRS FIN | 6.625% 31 Jan 2029 | 262000 | 261733 |
| BLOCK INC | 3.5% 01 Jun 2031 | 713000 | 627554 |
| BLOCK INC | 6.5% 15 May 2032 | 449000 | 453629 |
| BLUE RACER MID LLC/FINAN | 6.625% 15 Jul 2026 | 280000 | 279857 |
| BLUE RACER MID LLC/FINAN | 7% 15 Jul 2029 | 134000 | 136850 |
| BLUE RACER MID LLC/FINAN | 7.25% 15 Jul 2032 | 90000 | 92461 |
| BOMBARDIER INC | 7.875% 15 Apr 2027 | 418000 | 418188 |
| BOMBARDIER INC | 8.75% 15 Nov 2030 | 102000 | 109750 |
| BOMBARDIER INC | 7.25% 01 Jul 2031 | 166000 | 171202 |
| BOMBARDIER INC | 7% 01 Jun 2032 | 155000 | 157821 |
| BOYNE USA INC | 4.75% 15 May 2029 | 448000 | 424574 |
| BRINK S CO/THE | 6.5% 15 Jun 2029 | 100000 | 101010 |
| BUCKEYE PARTNERS LP | 3.95% 01 Dec 2026 | 35000 | 33702 |
| BUCKEYE PARTNERS LP | 4.125% 01 Dec 2027 | 105000 | 100164 |
| BUCKEYE PARTNERS LP | 4.125% 01 Mar 2025 | 101000 | 100528 |
| BUCKEYE PARTNERS LP | 4.5% 01 Mar 2028 | 495000 | 470304 |
| BUILDERS FIRSTSOURCE INC | 5% 01 Mar 2030 | 70000 | 66409 |
| BUILDERS FIRSTSOURCE INC | 4.25% 01 Feb 2032 | 169000 | 149301 |
| BUILDERS FIRSTSOURCE INC | 6.375% 15 Jun 2032 | 391000 | 389053 |
| BUILDERS FIRSTSOURCE INC | 6.375% 01 Mar 2034 | 170000 | 167863 |
| BWX TECHNOLOGIES INC | 4.125% 30 Jun 2028 | 337000 | 315314 |
| BWX TECHNOLOGIES INC | 4.125% 15 Apr 2029 | 301000 | 279313 |
| CAESARS ENTERTAIN INC | 4.625% 15 Oct 2029 | 167000 | 156452 |
| CAESARS ENTERTAIN INC | 7% 15 Feb 2030 | 485000 | 493885 |
| CAESARS ENTERTAIN INC | 6.5% 15 Feb 2032 | 75000 | 75365 |
| CAESARS ENTERTAIN INC | 8.125% 01 Jul 2027 | 76000 | 76768 |
| CALIFORNIA RESOURCES CRP | 7.125% 01 Feb 2026 | 112000 | 112108 |
| CALPINE CORP | 5.25% 01 Jun 2026 | 29000 | 28996 |
| CALPINE CORP | 4.5% 15 Feb 2028 | 162000 | 155395 |
| CALPINE CORP | 4.625% 01 Feb 2029 | 323000 | 304754 |
| CALPINE CORP | 5% 01 Feb 2031 | 80000 | 75274 |
| CARNIVAL CORP | 7.625% 01 Mar 2026 | 90000 | 90157 |
| CARNIVAL CORP | 5.75% 01 Mar 2027 | 314000 | 313080 |
| CARNIVAL CORP | 4% 01 Aug 2028 | 324000 | 306802 |
| CARNIVAL CORP | 6% 01 May 2029 | 86000 | 85825 |
| CARNIVAL CORP | 10.5% 01 Jun 2030 | 70000 | 74842 |
| CARNIVAL HLDGS BM LTD | 10.375% 01 May 2028 | 1850000 | 1970731 |
| CARPENTER TECHNOLOGY | 6.375% 15 Jul 2028 | 345000 | 346011 |
| CARPENTER TECHNOLOGY | 7.625% 15 Mar 2030 | 47000 | 48067 |
| CCO HLDGS LLC/CAP CORP | 5.125% 01 May 2027 | 748000 | 734775 |
| CCO HLDGS LLC/CAP CORP | 5% 01 Feb 2028 | 1623000 | 1564621 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CCO HLDGS LLC/CAP CORP | 5.375% 01 Jun 2029 | 821000 | 784367 |
| CCO HLDGS LLC/CAP CORP | 4.75% 01 Mar 2030 | 2675000 | 2442703 |
| CCO HLDGS LLC/CAP CORP | 4.5% 15 Aug 2030 | 746000 | 669550 |
| CCO HLDGS LLC/CAP CORP | 4.25% 01 Feb 2031 | 2017000 | 1757069 |
| CCO HLDGS LLC/CAP CORP | 4.5% 01 May 2032 | 215000 | 185143 |
| CD+R SMOKEY / RADIO SYS | 9.5% 15 Oct 2029 | 303000 | 298231 |
| CENTENE CORP | 4.625% 15 Dec 2029 | 1008000 | 952923 |
| CENTRAL GARDEN + PET CO | 5.125% 01 Feb 2028 | 565000 | 549954 |
| CENTRAL GARDEN + PET CO | 4.125% 15 Oct 2030 | 376000 | 338599 |
| CHART INDUSTRIES INC | 7.5% 01 Jan 2030 | 466000 | 484687 |
| CHART INDUSTRIES INC | 9.5% 01 Jan 2031 | 33000 | 35337 |
| CHEMOURS CO | 5.75% 15 Nov 2028 | 871000 | 809891 |
| CHEMOURS CO | 4.625% 15 Nov 2029 | 23000 | 20005 |
| CHEMOURS CO | 8% 15 Jan 2033 | 138000 | 134833 |
| CHENIERE ENERGY PARTNERS | 4.5% 01 Oct 2029 | 375000 | 363030 |
| CHENIERE ENERGY PARTNERS | 4% 01 Mar 2031 | 120000 | 111061 |
| CHORD ENERGY CORP | 6.375% 01 Jun 2026 | 573000 | 572862 |
| CHS/COMMUNITY HEALTH SYS | 5.625% 15 Mar 2027 | 96000 | 92058 |
| CHS/COMMUNITY HEALTH SYS | 6% 15 Jan 2029 | 189000 | 169144 |
| CHS/COMMUNITY HEALTH SYS | 4.75% 15 Feb 2031 | 602000 | 467730 |
| CHS/COMMUNITY HEALTH SYS | 5.25% 15 May 2030 | 870000 | 715410 |
| CINEMARK USA INC | 5.25% 15 Jul 2028 | 130000 | 126727 |
| CINEMARK USA INC | 7% 01 Aug 2032 | 84000 | 85672 |
| CIVITAS RESOURCES INC | 8.375% 01 Jul 2028 | 487000 | 505920 |
| CIVITAS RESOURCES INC | 8.75% 01 Jul 2031 | 257000 | 267966 |
| CIVITAS RESOURCES INC | 8.625% 01 Nov 2030 | 310000 | 324803 |
| CLAIRE 14 PIK CONVERTIBLE | CLAIRE 14 PIK CONVERTIBLE | 166 | 103750 |
| CLAIRE S STONE INC | COMMON STOCK | 162 | 136976 |
| CLAIRES STORES INC | 1% 18 Dec 2026 | 454732 | 361057 |
| CLARIOS GLOBAL LP/US FIN | 6.75% 15 May 2028 | 132000 | 134392 |
| CLARIOS GLOBAL LP/US FIN | 6.25% 15 May 2026 | 1043000 | 1041894 |
| CLARIOS GLOBAL LP/US FIN | 8.5% 15 May 2027 | 283000 | 284285 |
| CLARIV SCI HLD CORP | 3.875% 01 Jul 2028 | 464000 | 432132 |
| CLARIV SCI HLD CORP | 4.875% 01 Jul 2029 | 150000 | 139881 |
| CLEAR CHANNEL OUTDOOR HO | 5.125% 15 Aug 2027 | 543000 | 522784 |
| CLEAR CHANNEL OUTDOOR HO | 7.75% 15 Apr 2028 | 215000 | 193855 |
| CLEAR CHANNEL OUTDOOR HO | 7.5% 01 Jun 2029 | 527000 | 461362 |
| CLEAR CHANNEL OUTDOOR HO | 9% 15 Sep 2028 | 408000 | 427196 |
| CLEAR CHANNEL OUTDOOR HOLD INC | 1% 23 Aug 2028 | 144839 | 145502 |
| CLEVELAND CLIFFS INC | 4.625% 01 Mar 2029 | 300000 | 279093 |
| CLEVELAND CLIFFS INC | 4.875% 01 Mar 2031 | 90000 | 80200 |
| CLEVELAND CLIFFS INC | 6.75% 15 Apr 2030 | 210000 | 205397 |
| CLEVELAND CLIFFS INC | 6.875% 01 Nov 2029 | 137000 | 135488 |
| CNX MIDSTREAM PART LP | 4.75% 15 Apr 2030 | 48000 | 43835 |
| CNX RESOURCES CORP | 7.375% 15 Jan 2031 | 17000 | 17456 |
| COHERENT CORP | 5% 15 Dec 2029 | 845000 | 806037 |

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| | | | |
|:---|:---|:---|:---|
| COINBASE GLOBAL INC | 3.375% 01 Oct 2028 | 185000 | 166383 |
| COINBASE GLOBAL INC | 3.625% 01 Oct 2031 | 60000 | 50680 |
| COMMSCOPE LLC | 4.75% 01 Sep 2029 | 324000 | 289714 |
| COMMSCOPE LLC | 8.25% 01 Mar 2027 | 550000 | 525481 |
| COMMSCOPE LLC | 6% 01 Mar 2026 | 900000 | 895140 |
| COMMSCOPE TECH LLC | 5% 15 Mar 2027 | 10000 | 8923 |
| COMSTOCK RESOURCES INC | 6.75% 01 Mar 2029 | 509000 | 496723 |
| COMSTOCK RESOURCES INC | 5.875% 15 Jan 2030 | 477000 | 445842 |
| CONAIR HOLDINGS LLC | 1% 17 May 2028 | 267238 | 239322 |
| CONDUENT BUS SERVICES | 6% 01 Nov 2029 | 495000 | 470790 |
| COOPER STANDARD AUTOMOTI | 13.5% 31 Mar 2027 | 1011640 | 1073026 |
| COOPER STANDARD AUTOMOTI | 5.625% 15 May 2027 | 508289 | 424747 |
| CORECIVIC INC | 8.25% 15 Apr 2029 | 380000 | 401827 |
| COTY INC | 5% 15 Apr 2026 | 19000 | 18945 |
| COTY/HFC PRESTIGE/INT US | 4.75% 15 Jan 2029 | 355000 | 338059 |
| CRESCENT ENERGY FINANCE | 9.25% 15 Feb 2028 | 631000 | 659395 |
| CRESCENT ENERGY FINANCE | 7.625% 01 Apr 2032 | 224000 | 222902 |
| CRESCENT ENERGY FINANCE | 7.375% 15 Jan 2033 | 190000 | 184870 |
| CROWN FINANCE US INC | 1% 02 Dec 2031 | 200000 | 199750 |
| CSC HOLDINGS LLC | 6.5% 01 Feb 2029 | 1455000 | 1222840 |
| CSC HOLDINGS LLC | 3.375% 15 Feb 2031 | 430000 | 303167 |
| CVR PARTNERS/CVR NITROGE | 6.125% 15 Jun 2028 | 156000 | 151219 |
| DANA INC | 5.625% 15 Jun 2028 | 337000 | 332386 |
| DAVITA INC | 4.625% 01 Jun 2030 | 1035000 | 950689 |
| DAVITA INC | 3.75% 15 Feb 2031 | 381000 | 329298 |
| DAVITA INC | 6.875% 01 Sep 2032 | 160000 | 161206 |
| DEXKO GLOBAL INC. | 1% 04 Oct 2028 | 452743 | 426665 |
| DIAMOND FRGN/DIAMOND FIN | 8.5% 01 Oct 2030 | 284000 | 294656 |
| DIEBOLD NIXDORF INC | 7.75% 31 Mar 2030 | 81000 | 83238 |
| DIRECTV FIN LLC/COINC | 5.875% 15 Aug 2027 | 346000 | 336983 |
| DIRECTV FINANCING LLC | 1% 02 Aug 2027 | 304322 | 304849 |
| DISH DBS CORP | 7.75% 01 Jul 2026 | 535000 | 449823 |
| DISH DBS CORP | 5.25% 01 Dec 2026 | 720000 | 654667 |
| DISH DBS CORP | 5.75% 01 Dec 2028 | 145000 | 123904 |
| DISH NETWORK CORP | 11.75% 15 Nov 2027 | 1201000 | 1270430 |
| DORNOCH DEBT MERGER SUB | 6.625% 15 Oct 2029 | 183000 | 148214 |
| DT MIDSTREAM INC | 4.125% 15 Jun 2029 | 481000 | 450077 |
| DT MIDSTREAM INC | 4.375% 15 Jun 2031 | 78000 | 71213 |
| DUN + BRADSTREET CORP | 5% 15 Dec 2029 | 62000 | 59154 |
| DYCOM INDUSTRIES INC | 4.5% 15 Apr 2029 | 535000 | 499669 |
| ECHOSTAR CORP | 6.75% 30 Nov 2030 | 191042 | 173344 |
| ECHOSTAR CORP | 3.875% 30 Nov 2030 | 117004 | 123967 |
| ECHOSTAR CORP | 10.75% 30 Nov 2029 | 200000 | 215102 |
| EDGEWELL PERSONAL CARE | 5.5% 01 Jun 2028 | 505000 | 494233 |
| EDGEWELL PERSONAL CARE | 4.125% 01 Apr 2029 | 143000 | 131968 |
| ELANCO ANIMAL HEALTH INC | 6.65% 28 Aug 2028 | 215000 | 218670 |
| ELEMENT SOLUTIONS INC | 3.875% 01 Sep 2028 | 510000 | 483684 |
| EMRLD BOR / EMRLD CO ISS | 6.75% 15 Jul 2031 | 146000 | 146775 |

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| | | | |
|:---|:---|:---|:---|
| EMRLD BOR / EMRLD CO ISS | 6.625% 15 Dec 2030 | 835000 | 836094 |
| EMRLD BORROWER LP | 1% 04 Aug 2031 | 181575 | 182105 |
| ENCINO ACQUISITION PARTN | 8.5% 01 May 2028 | 578000 | 590230 |
| ENCINO ACQUISITION PARTN | 8.75% 01 May 2031 | 257000 | 270546 |
| ENCOMPASS HEALTH CORP | 4.5% 01 Feb 2028 | 392000 | 378174 |
| ENCOMPASS HEALTH CORP | 4.75% 01 Feb 2030 | 174000 | 165143 |
| ENCOMPASS HEALTH CORP | 4.625% 01 Apr 2031 | 5000 | 4614 |
| ENCOMPASS HEALTH CORP | 5.75% 15 Sep 2025 | 125000 | 124485 |
| ENDO INC | COMMON STOCK | 6805 | 166723 |
| ENERGIZER HOLDINGS INC | 4.75% 15 Jun 2028 | 686000 | 654163 |
| ENERGIZER HOLDINGS INC | 4.375% 31 Mar 2029 | 854000 | 792503 |
| ENERGY TRANSFER LP | 5.625% 01 May 2027 | 160000 | 160099 |
| ENERGY TRANSFER LP | 7.375% 01 Feb 2031 | 75000 | 78473 |
| ENPRO INC | 5.75% 15 Oct 2026 | 184000 | 183270 |
| ENTEGRIS INC | 4.375% 15 Apr 2028 | 205000 | 196128 |
| ENTEGRIS INC | 3.625% 01 May 2029 | 202000 | 183200 |
| ENTEGRIS INC | 4.75% 15 Apr 2029 | 147000 | 140711 |
| ENTEGRIS INC | 5.95% 15 Jun 2030 | 690000 | 683093 |
| ENVISION HEALTHCARE CORP | COMMON STOCK | 4098 | 33336 |
| EPIC CRUDE SERVICES LP | 1% 15 Oct 2031 | 182500 | 183934 |
| EQM MIDSTREAM PARTNERS L | 4.5% 15 Jan 2029 | 631000 | 601974 |
| EQUIPMENTSHARE.COM INC | 9% 15 May 2028 | 726000 | 752579 |
| EQUIPMENTSHARE.COM INC | 8% 15 Mar 2033 | 130000 | 131850 |
| ESAB CORP | 6.25% 15 Apr 2029 | 217000 | 219778 |
| ESC 144A HERTZ CORP | 6% 15 Jan 2028 | 290000 | 54375 |
| ESC CB CHESAPEAKE ENER | 5.5% 15 Sep 2026 | 45000 | 135 |
| ESC GCB HERTZ CORP | 6.25% 15 Oct 2022 | 60000 | 4350 |
| ESC GCB144A HERTZ CORP | 5.5% 15 Oct 2024 | 468000 | 29250 |
| ESC GCB144A HERTZ CORP | 7.125% 01 Aug 2026 | 300000 | 61500 |
| EXPAND ENERGY CORP | COMMON STOCK USD.01 | 3 | 299 |
| EXPAND ENERGY CORP | 5.375% 01 Feb 2029 | 232000 | 228416 |
| EXPAND ENERGY CORP | 5.375% 15 Mar 2030 | 499000 | 488072 |
| EXPAND ENERGY CORP | 6.75% 15 Apr 2029 | 1245000 | 1257886 |
| FIBERCOP SPA | 6% 30 Sep 2034 | 272000 | 263573 |
| FIRST ADVANTAGE HOLDINGS LLC | 1% 31 Oct 2031 | 273929 | 276583 |
| FIRST STUDENT BIDCO INC | 1% 21 Jul 2028 | 179006 | 179175 |
| FIRST STUDENT BIDCO INC | 1% 21 Jul 2028 | 190607 | 190776 |
| FIRST STUDENT BIDCO INC | 1% 21 Jul 2028 | 54742 | 54794 |
| FORD MOTOR CREDIT CO LLC | 4.271% 09 Jan 2027 | 200000 | 195852 |
| FORD MOTOR CREDIT CO LLC | 4.125% 17 Aug 2027 | 400000 | 387036 |
| FORD MOTOR CREDIT CO LLC | 3.375% 13 Nov 2025 | 200000 | 196936 |
| FORD MOTOR CREDIT CO LLC | 4% 13 Nov 2030 | 420000 | 377916 |
| FORD MOTOR CREDIT CO LLC | 6.95% 06 Mar 2026 | 200000 | 203528 |
| FORD MOTOR CREDIT CO LLC | 6.8% 12 May 2028 | 200000 | 206512 |
| FORD MOTOR CREDIT CO LLC | 6.95% 10 Jun 2026 | 200000 | 204398 |
| FORD MOTOR CREDIT CO LLC | 7.122% 07 Nov 2033 | 200000 | 208750 |
| FORD MOTOR CREDIT CO LLC | 4.134% 04 Aug 2025 | 415000 | 412340 |
| FORD MOTOR CREDIT CO LLC | 4.687% 09 Jun 2025 | 625000 | 623131 |

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| | | | |
|:---|:---|:---|:---|
| FORD MOTOR CREDIT CO LLC | 4.542% 01 Aug 2026 | 1255000 | 1240793 |
| FRONTIER COMMUNICATIONS | 5.875% 15 Oct 2027 | 16000 | 15943 |
| FRONTIER COMMUNICATIONS | 5% 01 May 2028 | 847000 | 831195 |
| FRONTIER COMMUNICATIONS | 6.75% 01 May 2029 | 35000 | 35165 |
| FRONTIER COMMUNICATIONS | 6% 15 Jan 2030 | 70000 | 69838 |
| FRONTIER COMMUNICATIONS | 8.75% 15 May 2030 | 151000 | 159571 |
| FRST STU BID/FRST TRANS | 4% 31 Jul 2029 | 25000 | 22935 |
| GAP INC/THE | 3.625% 01 Oct 2029 | 250000 | 224788 |
| GARDA WORLD SECURITY | 4.625% 15 Feb 2027 | 185000 | 179498 |
| GARDA WORLD SECURITY | 8.375% 15 Nov 2032 | 124000 | 126480 |
| GCI LLC | 4.75% 15 Oct 2028 | 732000 | 682817 |
| GENESIS ENERGY LP/FIN | 7.75% 01 Feb 2028 | 223000 | 223154 |
| GENESIS ENERGY LP/FIN | 8% 15 Jan 2027 | 145000 | 147404 |
| GENESIS ENERGY LP/FIN | 8.875% 15 Apr 2030 | 131000 | 133274 |
| GENESIS ENERGY LP/FIN | 8.25% 15 Jan 2029 | 53000 | 53533 |
| GENESIS ENERGY LP/FIN | 7.875% 15 May 2032 | 113000 | 110706 |
| GENESIS ENERGY LP/FIN | 8% 15 May 2033 | 80000 | 78362 |
| GENESYS CLOUD SER HOLD II LLC | 1% 01 Dec 2027 | 197845 | 199328 |
| GEO GROUP INC/THE | 8.625% 15 Apr 2029 | 218000 | 230313 |
| GFL ENVIRONMENTAL INC | 3.75% 01 Aug 2025 | 210000 | 207860 |
| GFL ENVIRONMENTAL INC | 4% 01 Aug 2028 | 628000 | 594502 |
| GFL ENVIRONMENTAL INC | 4.375% 15 Aug 2029 | 364000 | 343856 |
| GLOBAL INFRASTRUCTURE SO | 5.625% 01 Jun 2029 | 257000 | 247437 |
| GLOBAL INFRASTRUCTURE SO | 7.5% 15 Apr 2032 | 172000 | 170161 |
| GLOBAL MEDICAL RESPONSE | 10% 31 Oct 2028 | 29454 | 29515 |
| GLOBAL MEDICAL RESPONSE INC | 1% 31 Oct 2028 | 302405 | 302974 |
| GOODYEAR TIRE + RUBBER | 5.25% 30 Apr 2031 | 101000 | 90129 |
| GOODYEAR TIRE + RUBBER | 5% 15 Jul 2029 | 629000 | 578133 |
| GOODYEAR TIRE + RUBBER | 5.25% 15 Jul 2031 | 259000 | 232015 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 10579642 | 10579642 |
| GRAHAM PACKAGING/GPC CAP | 7.125% 15 Aug 2028 | 57000 | 56155 |
| GRAY MEDIA INC | 7% 15 May 2027 | 525000 | 508778 |
| GRAY MEDIA INC | 5.375% 15 Nov 2031 | 133000 | 70856 |
| GRAY MEDIA INC | 4.75% 15 Oct 2030 | 303000 | 165250 |
| GRAY MEDIA INC | 10.5% 15 Jul 2029 | 742000 | 742475 |
| GRIFFON CORPORATION | 5.75% 01 Mar 2028 | 585000 | 573511 |
| GRIFOLS SA | 4.75% 15 Oct 2028 | 220000 | 202231 |
| GROUP 1 AUTOMOTIVE INC | 6.375% 15 Jan 2030 | 115000 | 115460 |
| GULFPORT ENERGY OP CORP | 6.75% 01 Sep 2029 | 495000 | 498361 |
| HANESBRANDS INC | 4.875% 15 May 2026 | 317000 | 311782 |
| HANESBRANDS INC | 9% 15 Feb 2031 | 69000 | 73575 |
| HARVEST MIDSTREAM I LP | 7.5% 15 May 2032 | 90000 | 91625 |
| HERC HOLDINGS INC | 5.5% 15 Jul 2027 | 391000 | 385675 |
| HERC HOLDINGS INC | 6.625% 15 Jun 2029 | 100000 | 101216 |
| HERTZ CORP/THE | 4.625% 01 Dec 2026 | 391000 | 329992 |
| HERTZ CORP/THE | 5% 01 Dec 2029 | 763000 | 528919 |

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---

| | | | |
|:---|:---|:---|:---|
| HERTZ CORP/THE | 12.625% 15 Jul 2029 | 433000 | 461193 |
| HESS MIDSTREAM OPERATION | 5.625% 15 Feb 2026 | 210000 | 209530 |
| HESS MIDSTREAM OPERATION | 4.25% 15 Feb 2030 | 346000 | 319808 |
| HESS MIDSTREAM OPERATION | 5.125% 15 Jun 2028 | 45000 | 43789 |
| HILCORP ENERGY I/HILCORP | 6.25% 01 Nov 2028 | 115000 | 111472 |
| HILCORP ENERGY I/HILCORP | 5.75% 01 Feb 2029 | 97000 | 92527 |
| HILCORP ENERGY I/HILCORP | 6% 15 Apr 2030 | 62000 | 58347 |
| HILCORP ENERGY I/HILCORP | 6.25% 15 Apr 2032 | 65000 | 59792 |
| HILCORP ENERGY I/HILCORP | 6.875% 15 May 2034 | 33000 | 30810 |
| HILLENBRAND INC | 5% 15 Sep 2026 | 106000 | 105084 |
| HILLENBRAND INC | 3.75% 01 Mar 2031 | 100000 | 87246 |
| HILLENBRAND INC | 6.25% 15 Feb 2029 | 76000 | 76035 |
| HILTON DOMESTIC OPERATIN | 4.875% 15 Jan 2030 | 345000 | 331131 |
| HILTON DOMESTIC OPERATIN | 5.75% 01 May 2028 | 155000 | 154913 |
| HILTON DOMESTIC OPERATIN | 3.75% 01 May 2029 | 72000 | 66375 |
| HILTON DOMESTIC OPERATIN | 4% 01 May 2031 | 402000 | 360831 |
| HILTON DOMESTIC OPERATIN | 6.125% 01 Apr 2032 | 100000 | 99807 |
| HILTON DOMESTIC OPERATIN | 5.875% 15 Mar 2033 | 253000 | 248732 |
| HILTON WORLDWIDE FIN LLC | 4.875% 01 Apr 2027 | 190000 | 187306 |
| HOLOGIC INC | 4.625% 01 Feb 2028 | 307000 | 296774 |
| HOLOGIC INC | 3.25% 15 Feb 2029 | 426000 | 385837 |
| HOWARD MIDSTREAM ENERGY | 8.875% 15 Jul 2028 | 260000 | 272886 |
| HOWARD MIDSTREAM ENERGY | 7.375% 15 Jul 2032 | 143000 | 145351 |
| HUB INTERNATIONAL LIMITED | 1% 20 Jun 2030 | 89551 | 89998 |
| HUGHES SATELLITE SYSTEMS | 6.625% 01 Aug 2026 | 120000 | 94900 |
| IHEARTCOMMUNICATIONS INC | 9.125% 01 May 2029 | 1321975 | 1150119 |
| IHEARTCOMMUNICATIONS INC | 10.875% 01 May 2030 | 52000 | 39890 |
| IHEARTCOMMUNICATIONS INC | 7.75% 15 Aug 2030 | 369350 | 288957 |
| IHO VERWALTUNGS GMBH | 7.75% 15 Nov 2030 | 200000 | 199940 |
| IHO VERWALTUNGS GMBH | 8% 15 Nov 2032 | 200000 | 201204 |
| IMOLA MERGER CORP | 4.75% 15 May 2029 | 886000 | 842116 |
| INEOS FINANCE PLC | 6.75% 15 May 2028 | 200000 | 201850 |
| INEOS FINANCE PLC | 7.5% 15 Apr 2029 | 332000 | 340207 |
| INEOS QUATTRO FINANCE 2 | 9.625% 15 Mar 2029 | 200000 | 211080 |
| INSIGHT ENTERPRS | 6.625% 15 May 2032 | 145000 | 145873 |
| INSTRUCTURE HOLDINGS INC | 1% 13 Nov 2031 | 245000 | 245688 |
| INTELSAT EMERGENCE SA | COMMON STOCK | 3563 | 121142 |
| INTELSAT JACKSON HLDG | 6.5% 15 Mar 2030 | 1652000 | 1527092 |
| INTERNATIONAL GAME TECH | 6.25% 15 Jan 2027 | 400000 | 401816 |
| IQVIA INC | 5% 15 Oct 2026 | 665000 | 656189 |
| IQVIA INC | 5% 15 May 2027 | 300000 | 294534 |
| IRON MOUNTAIN INC | 4.875% 15 Sep 2027 | 251000 | 244685 |
| IRON MOUNTAIN INC | 5.25% 15 Mar 2028 | 59000 | 57752 |
| IRON MOUNTAIN INC | 5% 15 Jul 2028 | 405000 | 390918 |
| IRON MOUNTAIN INC | 5.25% 15 Jul 2030 | 235000 | 224364 |
| IRON MOUNTAIN INC | 6.25% 15 Jan 2033 | 235000 | 234330 |

---

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---

| | | | |
|:---|:---|:---|:---|
| JELD WEN INC | 4.875% 15 Dec 2027 | 345000 | 326201 |
| JELD WEN INC | 7% 01 Sep 2032 | 150000 | 139103 |
| JETBLUE AIRWAYS/LOYALTY | 9.875% 20 Sep 2031 | 345000 | 366977 |
| KAISER ALUMINUM CORP | 4.5% 01 Jun 2031 | 95000 | 83832 |
| KENNEDY WILSON INC | 4.75% 01 Mar 2029 | 70000 | 63146 |
| KENNEDY WILSON INC | 5% 01 Mar 2031 | 70000 | 61153 |
| KINETIK HOLDINGS LP | 5.875% 15 Jun 2030 | 139000 | 136755 |
| KINETIK HOLDINGS LP | 6.625% 15 Dec 2028 | 50000 | 51110 |
| KNIFE RIVER CORP | 7.75% 01 May 2031 | 245000 | 255177 |
| LABL, INC. | 1% 30 Oct 2028 | 207857 | 200561 |
| LAMB WESTON HLD | 4.125% 31 Jan 2030 | 289000 | 264158 |
| LAMB WESTON HLD | 4.375% 31 Jan 2032 | 48000 | 43427 |
| LEVEL 3 FINANCING INC | 11% 15 Nov 2029 | 205000 | 230760 |
| LEVEL 3 FINANCING INC | 4.875% 15 Jun 2029 | 105000 | 91343 |
| LEVEL 3 FINANCING INC | 3.875% 15 Oct 2030 | 117000 | 93244 |
| LIVE NATION ENTERTAINMEN | 5.625% 15 Mar 2026 | 380000 | 379027 |
| LIVE NATION ENTERTAINMEN | 4.75% 15 Oct 2027 | 310000 | 299590 |
| LIVE NATION ENTERTAINMEN | 6.5% 15 May 2027 | 1599000 | 1615726 |
| LIVE NATION ENTERTAINMEN | 3.75% 15 Jan 2028 | 39000 | 36756 |
| LSF12 CROWN US COMCL BIDCO LLC | 1% 02 Dec 2031 | 396000 | 394269 |
| LUMEN TECHNOLOGIES INC | 5.375% 15 Jun 2029 | 198000 | 166914 |
| LUMEN TECHNOLOGIES INC | 4.125% 15 Apr 2029 | 145999 | 131479 |
| LUMEN TECHNOLOGIES INC | 4.125% 15 Apr 2030 | 146013 | 130541 |
| LUMEN TECHNOLOGIES INC | 4.125% 15 Apr 2030 | 686500 | 612900 |
| MADISON IAQ LLC | 1% 21 Jun 2028 | 576194 | 577726 |
| MADISON IAQ LLC | 4.125% 30 Jun 2028 | 67000 | 63395 |
| MADISON IAQ LLC | 5.875% 30 Jun 2029 | 240000 | 226361 |
| MALLINCKRODT FIN/SB | 14.75% 14 Nov 2028 | 148104 | 158547 |
| MALLINCKRODT PVE | MALLINCKRODT PVE DUMMY | 3397 | 137244 |
| MARRIOTT OWNERSHIP RESOR | 4.5% 15 Jun 2029 | 261000 | 243440 |
| MASTEC INC | 4.5% 15 Aug 2028 | 630000 | 610061 |
| MASTERBRAND INC | 7% 15 Jul 2032 | 160000 | 161179 |
| MATADOR RESOURCES CO | 6.5% 15 Apr 2032 | 172000 | 169878 |
| MATADOR RESOURCES CO | 6.25% 15 Apr 2033 | 150000 | 145829 |
| MAUSER PACKAGING SOLUT | 9.25% 15 Apr 2027 | 145000 | 146871 |
| MAUSER PACKAGING SOLUT | 7.875% 15 Apr 2027 | 1283000 | 1308057 |
| MCGRAW HILL EDUCATION | 5.75% 01 Aug 2028 | 210000 | 204847 |
| MEDLINE BORROWER LP | 1% 23 Oct 2028 | 370634 | 371631 |
| MEDLINE BORROWER LP | 3.875% 01 Apr 2029 | 966000 | 894864 |
| MEDLINE BORROWER LP | 5.25% 01 Oct 2029 | 280000 | 269567 |
| MEDLINE BORROWER/MEDL CO | 6.25% 01 Apr 2029 | 6000 | 6062 |
| MGM RESORTS INTL | 5.5% 15 Apr 2027 | 399000 | 396055 |
| MGM RESORTS INTL | 6.5% 15 Apr 2032 | 221000 | 220103 |
| MGM RESORTS INTL | 6.125% 15 Sep 2029 | 234000 | 233431 |
| MI WINDOWS AND DOORS LLC | 1% 28 Mar 2031 | 164175 | 165589 |
| MIDAS OPCO HOLDINGS LLC | 5.625% 15 Aug 2029 | 541000 | 515000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MIDCONTINENT COMMUNICATI | 8% 15 Aug 2032 | 205000 | 210410 |
| MILEAGE PLUS HLDINGS LLC | 6.5% 20 Jun 2027 | 182250 | 183444 |
| MITER BRAND / MIWD BORR | 6.75% 01 Apr 2032 | 167000 | 167929 |
| MIWD HLDCO II/MIWD FIN | 5.5% 01 Feb 2030 | 297000 | 280528 |
| MYT HOLDING LLC | PREFERRED STOCK 06/29 10 | 22512 | 23075 |
| MYT HOLDING LLC SHS | COMMON STOCK | 13014 | 46482 |
| NATIONSTAR MTG HLD INC | 6% 15 Jan 2027 | 133000 | 132167 |
| NATIONSTAR MTG HLD INC | 5.5% 15 Aug 2028 | 361000 | 350607 |
| NATIONSTAR MTG HLD INC | 5.125% 15 Dec 2030 | 138000 | 128769 |
| NATIONSTAR MTG HLD INC | 5.75% 15 Nov 2031 | 215000 | 205370 |
| NCR ATLEOS LLC | 9.5% 01 Apr 2029 | 525000 | 567935 |
| NCR VOYIX CORP | 5% 01 Oct 2028 | 352000 | 338367 |
| NCR VOYIX CORP | 5.125% 15 Apr 2029 | 140000 | 133969 |
| NEIMAN MARCUS USD COMMON STOCK | EQUITY | 2545 | 157917 |
| NESCO HOLDINGS II INC | 5.5% 15 Apr 2029 | 184000 | 170758 |
| NEWELL BRANDS INC | 5.7% 01 Apr 2026 | 462000 | 461875 |
| NEWELL BRANDS INC | 6.875% 01 Apr 2036 | 415000 | 420486 |
| NEWELL BRANDS INC | 6.375% 15 Sep 2027 | 37000 | 37312 |
| NEWELL BRANDS INC | 6.625% 15 Sep 2029 | 87000 | 88560 |
| NEWELL BRANDS INC | 6.625% 15 May 2032 | 74000 | 74533 |
| NEWELL BRANDS INC | 6.375% 15 May 2030 | 110000 | 110393 |
| NEWS CORP | 3.875% 15 May 2029 | 660000 | 612434 |
| NEWS CORP | 5.125% 15 Feb 2032 | 110000 | 103762 |
| NEXSTAR MEDIA INC | 4.75% 01 Nov 2028 | 727000 | 678175 |
| NEXSTAR MEDIA INC | 5.625% 15 Jul 2027 | 1034000 | 1007933 |
| NGL ENRGY OP/FIN CORP | 8.125% 15 Feb 2029 | 330000 | 334462 |
| NGL ENRGY OP/FIN CORP | 8.375% 15 Feb 2032 | 90000 | 90683 |
| NMG PARENT LLC | COMMON STOCK | 90 | 5850 |
| NMG PARENT LLC | CALL EXP 24SEPT27 | 2892 | 29 |
| NOBLE FINANCE II LLC | 8% 15 Apr 2030 | 173000 | 174564 |
| NORDSTROM INC | 4.375% 01 Apr 2030 | 16000 | 14490 |
| NORTHRIVER MIDSTREAM FIN | 6.75% 15 Jul 2032 | 140000 | 141008 |
| NOVA CHEMICALS CORP | 5% 01 May 2025 | 80000 | 79627 |
| NOVA CHEMICALS CORP | 5.25% 01 Jun 2027 | 192000 | 186378 |
| NOVA CHEMICALS CORP | 4.25% 15 May 2029 | 359000 | 325207 |
| NOVA CHEMICALS CORP | 8.5% 15 Nov 2028 | 319000 | 337799 |
| NOVA CHEMICALS CORP | 9% 15 Feb 2030 | 195000 | 205667 |
| NOVELIS CORP | 4.75% 30 Jan 2030 | 405000 | 375342 |
| NOVELIS CORP | 3.875% 15 Aug 2031 | 62000 | 53452 |
| NRG ENERGY INC | 5.75% 15 Jan 2028 | 182000 | 181099 |
| NRG ENERGY INC | 5.25% 15 Jun 2029 | 27000 | 26250 |
| NRG ENERGY INC | 3.375% 15 Feb 2029 | 298000 | 270253 |
| NRG ENERGY INC | 3.625% 15 Feb 2031 | 231000 | 201693 |
| NRG ENERGY INC | 3.875% 15 Feb 2032 | 11000 | 9562 |
| NRG ENERGY INC | 7% 15 Mar 2033 | 106000 | 114136 |
| NRG ENERGY INC | 6% 01 Feb 2033 | 196000 | 190722 |
| NUSTAR LOGISTICS LP | 5.625% 28 Apr 2027 | 85000 | 84398 |
| NUSTAR LOGISTICS LP | 6% 01 Jun 2026 | 460000 | 460313 |

---

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| | | | |
|:---|:---|:---|:---|
| NUSTAR LOGISTICS LP | 5.75% 01 Oct 2025 | 72000 | 72160 |
| NUSTAR LOGISTICS LP | 6.375% 01 Oct 2030 | 87000 | 87236 |
| NUVEI TECHNOLOGIES CORP | 1% 17 Nov 2031 | 408333 | 408717 |
| ON SEMICONDUCTOR CORP | 3.875% 01 Sep 2028 | 597000 | 557120 |
| ONEMAIN FINANCE CORP | 4% 15 Sep 2030 | 82000 | 72598 |
| ONEMAIN FINANCE CORP | 3.5% 15 Jan 2027 | 190000 | 180869 |
| ONEMAIN FINANCE CORP | 7.125% 15 Mar 2026 | 130000 | 132295 |
| ONEMAIN FINANCE CORP | 6.625% 15 Jan 2028 | 420000 | 425481 |
| ONEMAIN FINANCE CORP | 5.375% 15 Nov 2029 | 351000 | 337936 |
| ONEOK INC | 5.375% 01 Jun 2029 | 70000 | 69943 |
| ONEOK INC | 6.5% 01 Sep 2030 | 171000 | 178958 |
| ONEOK INC | 4.15% 01 Jun 2025 | 32000 | 31839 |
| ONEOK INC | 4.85% 15 Jul 2026 | 85000 | 84779 |
| ORGANON + CO/ORGANON FOR | 4.125% 30 Apr 2028 | 571000 | 536769 |
| ORGANON + CO/ORGANON FOR | 5.125% 30 Apr 2031 | 666000 | 598801 |
| OUTFRONT MEDIA CAP LLC/C | 5% 15 Aug 2027 | 44000 | 42845 |
| OUTFRONT MEDIA CAP LLC/C | 4.625% 15 Mar 2030 | 422000 | 389856 |
| OUTFRONT MEDIA CAP LLC/C | 4.25% 15 Jan 2029 | 68000 | 63284 |
| OUTFRONT MEDIA CAP LLC/C | 7.375% 15 Feb 2031 | 415000 | 433658 |
| OWENS + MINOR INC | 4.5% 31 Mar 2029 | 514000 | 459115 |
| OWENS + MINOR INC | 6.625% 01 Apr 2030 | 157000 | 147480 |
| OWENS BROCKWAY | 6.625% 13 May 2027 | 140000 | 139189 |
| PACTIV EVERGREEN GROUP | 4% 15 Oct 2027 | 681000 | 676056 |
| PAREXEL INTERNATIONAL CORP | 1% 15 Nov 2028 | 269886 | 271459 |
| PARK RIVER HOLDINGS, INC. | 1% 28 Dec 2027 | 91351 | 88953 |
| PERFORMANCE FOOD GROUP I | 5.5% 15 Oct 2027 | 425000 | 421273 |
| PERFORMANCE FOOD GROUP I | 4.25% 01 Aug 2029 | 224000 | 207827 |
| PERFORMANCE FOOD GROUP I | 6.125% 15 Sep 2032 | 105000 | 104950 |
| PERMIAN RESOURC OPTG LLC | 5.875% 01 Jul 2029 | 471000 | 462258 |
| PERMIAN RESOURC OPTG LLC | 8% 15 Apr 2027 | 172000 | 175717 |
| PERMIAN RESOURC OPTG LLC | 9.875% 15 Jul 2031 | 616000 | 677329 |
| PERMIAN RESOURC OPTG LLC | 7% 15 Jan 2032 | 113000 | 114881 |
| PERMIAN RESOURC OPTG LLC | 6.25% 01 Feb 2033 | 200000 | 197490 |
| PERRIGO FINANCE UNLIMITE | 6.125% 30 Sep 2032 | 137000 | 134437 |
| PETCO HEALTH AND WELLNESS COMP | 1% 03 Mar 2028 | 448979 | 435277 |
| PETSMART INC/PETSMART FI | 4.75% 15 Feb 2028 | 750000 | 707640 |
| PETSMART INC/PETSMART FI | 7.75% 15 Feb 2029 | 560000 | 541386 |
| PG+E CORP | 5% 01 Jul 2028 | 460000 | 449291 |
| PG+E CORP | 5.25% 01 Jul 2030 | 42000 | 40948 |
| PIKE CORP | 5.5% 01 Sep 2028 | 359000 | 345351 |
| PIKE CORP | 8.625% 31 Jan 2031 | 54000 | 57046 |
| PM GENERAL PURCHASER LLC | 9.5% 01 Oct 2028 | 165000 | 163947 |
| POST HOLDINGS INC | 5.5% 15 Dec 2029 | 808000 | 781934 |
| POST HOLDINGS INC | 6.25% 15 Feb 2032 | 96000 | 95335 |
| PRAIRIE ACQUIROR LP | 9% 01 Aug 2029 | 105000 | 107989 |
| PRECISION DRILLING CORP | 7.125% 15 Jan 2026 | 136000 | 135936 |
| PRECISION DRILLING CORP | 6.875% 15 Jan 2029 | 15000 | 14873 |
| PRESTIGE BRANDS INC | 5.125% 15 Jan 2028 | 273000 | 266186 |

---

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---

| | | | |
|:---|:---|:---|:---|
| PRIME SECSRVC BRW/FINANC | 5.75% 15 Apr 2026 | 190000 | 189964 |
| PRIME SECSRVC BRW/FINANC | 3.375% 31 Aug 2027 | 560000 | 523488 |
| RADIOLOGY PARTNERS INC | 7.775% 31 Jan 2029 | 77457 | 76469 |
| RANGE RESOURCES CORP | 4.875% 15 May 2025 | 277000 | 276224 |
| RANGE RESOURCES CORP | 8.25% 15 Jan 2029 | 635000 | 654221 |
| RAVEN ACQUISITION HOLDIN | 6.875% 15 Nov 2031 | 197000 | 195308 |
| RAVEN ACQUISITION HOLDINGS LLC | 1% 19 Nov 2031 | 197839 | 198161 |
| RAVEN ACQUISITION HOLDINGS LLC | 1% 19 Nov 2031 | 14131 | 14154 |
| RB GLOBAL HOLDINGS INC | 6.75% 15 Mar 2028 | 149000 | 152226 |
| RB GLOBAL HOLDINGS INC | 7.75% 15 Mar 2031 | 85000 | 88831 |
| RHP HOTEL PPTY/RHP FINAN | 4.75% 15 Oct 2027 | 541000 | 523628 |
| RHP HOTEL PPTY/RHP FINAN | 4.5% 15 Feb 2029 | 346000 | 326140 |
| RHP HOTEL PPTY/RHP FINAN | 7.25% 15 Jul 2028 | 253000 | 259497 |
| RHP HOTEL PPTY/RHP FINAN | 6.5% 01 Apr 2032 | 436000 | 437993 |
| RINGCENTRAL INC | 8.5% 15 Aug 2030 | 335000 | 354618 |
| ROCKET SOFTWARE INC | 1% 28 Nov 2028 | 228844 | 230275 |
| ROCKET SOFTWARE, INC. | 1% 28 Nov 2028 | 20000 | 20125 |
| ROCKETMTGE CO ISSUER INC | 3.625% 01 Mar 2029 | 542000 | 489757 |
| ROCKETMTGE CO ISSUER INC | 2.875% 15 Oct 2026 | 183000 | 173325 |
| ROCKETMTGE CO ISSUER INC | 4% 15 Oct 2033 | 59000 | 49101 |
| ROCKIES EXPRESS PIPELINE | 4.8% 15 May 2030 | 380000 | 356816 |
| RXO INC | 7.5% 15 Nov 2027 | 176000 | 181181 |
| SAKS GLOBAL ENTERPRISES | 11% 15 Dec 2029 | 190000 | 183331 |
| SBA COMMUNICATIONS CORP | 3.125% 01 Feb 2029 | 169000 | 152663 |
| SCOTTS MIRACLE GRO CO | 5.25% 15 Dec 2026 | 370000 | 362363 |
| SCOTTS MIRACLE GRO CO | 4.5% 15 Oct 2029 | 769000 | 708157 |
| SCOTTS MIRACLE GRO CO | 4.375% 01 Feb 2032 | 30000 | 26147 |
| SCOTTS MIRACLE GRO CO | 4% 01 Apr 2031 | 171000 | 149078 |
| SCRIPPS ESCROW INC | 5.875% 15 Jul 2027 | 253000 | 204201 |
| SEAGATE HDD CAYMAN | 8.25% 15 Dec 2029 | 518000 | 551898 |
| SEAGATE HDD CAYMAN | 8.5% 15 Jul 2031 | 64000 | 68464 |
| SENSATA TECHNOLOGIES BV | 4% 15 Apr 2029 | 687000 | 630391 |
| SENSATA TECHNOLOGIES INC | 3.75% 15 Feb 2031 | 73000 | 64147 |
| SERVICE CORP INTL | 4.625% 15 Dec 2027 | 116000 | 113008 |
| SERVICE CORP INTL | 3.375% 15 Aug 2030 | 658000 | 576171 |
| SERVICE CORP INTL | 4% 15 May 2031 | 66000 | 58748 |
| SHIFT4 PAYMENTS LLC/FIN | 6.75% 15 Aug 2032 | 310000 | 315406 |
| SHUTTERFLY FINANCE LLC | 8.5% 01 Oct 2027 | 359142 | 316964 |
| SHUTTERFLY FINANCE LLC | 9.75% 01 Oct 2027 | 56420 | 57403 |
| SHUTTERFLY INC | 1% 01 Oct 2027 | 134892 | 118031 |
| SIRIUS XM RADIO LLC | 5% 01 Aug 2027 | 460000 | 447157 |
| SIRIUS XM RADIO LLC | 5.5% 01 Jul 2029 | 906000 | 869117 |
| SIRIUS XM RADIO LLC | 4.125% 01 Jul 2030 | 2000 | 1745 |
| SIRIUS XM RADIO LLC | 4% 15 Jul 2028 | 1477000 | 1360317 |
| SIX FLAGS ENT/SIX FLAG | 6.625% 01 May 2032 | 327000 | 331251 |
| SIX FLAGS ENTERTAINME | 5.5% 15 Apr 2027 | 65000 | 64339 |
| SIX FLAGS ENTERTAINME | 7.25% 15 May 2031 | 225000 | 229739 |
| SIX FLAGS/CANADA WON | 5.375% 15 Apr 2027 | 255000 | 251601 |

---

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| | | | |
|:---|:---|:---|:---|
| SIX FLAGS/CANADA WON | 5.25% 15 Jul 2029 | 185000 | 177746 |
| SM ENERGY CO | 6.75% 15 Sep 2026 | 100000 | 99901 |
| SM ENERGY CO | 6.625% 15 Jan 2027 | 445000 | 443999 |
| SM ENERGY CO | 6.5% 15 Jul 2028 | 347000 | 345164 |
| SM ENERGY CO | 6.75% 01 Aug 2029 | 290000 | 287091 |
| SM ENERGY CO | 7% 01 Aug 2032 | 170000 | 167899 |
| SOMNIGROUP INTL INC | 4% 15 Apr 2029 | 833000 | 768318 |
| SOMNIGROUP INTL INC | 3.875% 15 Oct 2031 | 164000 | 143042 |
| SONIC AUTOMOTIVE INC | 4.625% 15 Nov 2029 | 512000 | 472827 |
| SOTERA HEALTH HLDGS LLC | 7.375% 01 Jun 2031 | 218000 | 220834 |
| SPECTRUM BRANDS INC | 3.875% 15 Mar 2031 | 36000 | 30919 |
| SPIRIT AEROSYSTEMS INC | 9.375% 30 Nov 2029 | 146000 | 156490 |
| SPX FLOW INC | 1% 05 Apr 2029 | 107842 | 108640 |
| SS+C TECHNOLOGIES INC | 5.5% 30 Sep 2027 | 1030000 | 1018969 |
| STANDARD BUILDING SOLUTI | 6.5% 15 Aug 2032 | 100000 | 100159 |
| STANDARD INDUSTRI INC/NY | 5% 15 Feb 2027 | 35000 | 34236 |
| STANDARD INDUSTRI INC/NY | 4.75% 15 Jan 2028 | 1095000 | 1049689 |
| STANDARD INDUSTRI INC/NY | 4.375% 15 Jul 2030 | 80000 | 72955 |
| STANDARD INDUSTRI INC/NY | 3.375% 15 Jan 2031 | 59000 | 50597 |
| STAPLES INC | 10.75% 01 Sep 2029 | 800000 | 787680 |
| STAPLES INC | 12.75% 15 Jan 2030 | 338275 | 264764 |
| STARWOOD PROPERTY TRUST | 7.25% 01 Apr 2029 | 191000 | 195796 |
| STATION CASINOS LLC | 4.5% 15 Feb 2028 | 756000 | 718003 |
| STATION CASINOS LLC | 1% 14 Mar 2031 | 119100 | 119157 |
| SUMMIT MATERIALS LLC/FIN | 5.25% 15 Jan 2029 | 294000 | 295103 |
| SUMMIT MATERIALS LLC/FIN | 7.25% 15 Jan 2031 | 264000 | 280196 |
| SUNOCO LP | 7% 01 May 2029 | 108000 | 110918 |
| SUNOCO LP/FINANCE CORP | 4.5% 15 May 2029 | 329000 | 309194 |
| SUNOCO LP/FINANCE CORP | 4.5% 30 Apr 2030 | 375000 | 347168 |
| SUNRISE FINCO I BV | 4.875% 15 Jul 2031 | 200000 | 181176 |
| SYNAPTICS INC | 4% 15 Jun 2029 | 181000 | 164835 |
| TALLGRASS NRG PRTNR/FIN | 5.5% 15 Jan 2028 | 460000 | 442814 |
| TALLGRASS NRG PRTNR/FIN | 6% 01 Mar 2027 | 165000 | 164023 |
| TALLGRASS NRG PRTNR/FIN | 6% 31 Dec 2030 | 102000 | 96588 |
| TALLGRASS NRG PRTNR/FIN | 6% 01 Sep 2031 | 133000 | 125513 |
| TALLGRASS NRG PRTNR/FIN | 7.375% 15 Feb 2029 | 139000 | 139413 |
| TARGA RESOURCES PARTNERS | 6.5% 15 Jul 2027 | 335000 | 337452 |
| TARGA RESOURCES PARTNERS | 6.875% 15 Jan 2029 | 175000 | 178962 |
| TARGA RESOURCES PARTNERS | 5.5% 01 Mar 2030 | 315000 | 315876 |
| TARGA RESOURCES PARTNERS | 4.875% 01 Feb 2031 | 45000 | 43502 |
| TARGA RESOURCES PARTNERS | 4% 15 Jan 2032 | 125000 | 113606 |
| TEGNA INC | 5% 15 Sep 2029 | 415000 | 388361 |
| TELECOM ITALIA CAPITAL | 6.375% 15 Nov 2033 | 80000 | 79962 |
| TELECOM ITALIA CAPITAL | 6% 30 Sep 2034 | 18000 | 17394 |
| TENET HEALTHCARE CORP | 5.125% 01 Nov 2027 | 1159000 | 1136481 |
| TENET HEALTHCARE CORP | 4.25% 01 Jun 2029 | 80000 | 75061 |
| TENET HEALTHCARE CORP | 6.125% 15 Jun 2030 | 556000 | 552586 |
| TENET HEALTHCARE CORP | 6.25% 01 Feb 2027 | 300000 | 299508 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TENET HEALTHCARE CORP | 6.75% 15 May 2031 | 683000 | 690144 |
| TEREX CORP | 5% 15 May 2029 | 567000 | 539892 |
| TEREX CORP | 6.25% 15 Oct 2032 | 254000 | 249222 |
| TOPGOLF CALLAWAY BRANDS CORP. | 1% 18 Mar 2030 | 132947 | 132227 |
| TRANSDIGM INC | 6.375% 01 Mar 2029 | 450000 | 451103 |
| TRANSDIGM INC | 6.625% 01 Mar 2032 | 270000 | 272430 |
| TRANSOCEAN INC | 8.75% 15 Feb 2030 | 59500 | 61428 |
| TRANSOCEAN TITAN FIN LTD | 8.375% 01 Feb 2028 | 46000 | 46927 |
| TRIMAS CORP | 4.125% 15 Apr 2029 | 379000 | 347058 |
| TRINET GROUP INC | 7.125% 15 Aug 2031 | 165000 | 168269 |
| TRINITY INDUSTRIES INC | 7.75% 15 Jul 2028 | 190000 | 197093 |
| TRINSEO OP / TRINSEO FIN | 5.375% 01 Sep 2025 | 87000 | 86746 |
| TRINSEO OP / TRINSEO FIN | 5.125% 01 Apr 2029 | 291000 | 181683 |
| TRITON WATER HOLDINGS, INC. | 1% 31 Mar 2028 | 348172 | 350480 |
| TRIUMPH GROUP INC | 9% 15 Mar 2028 | 69000 | 71936 |
| TRIVIUM PACKAGING FIN | 5.5% 15 Aug 2026 | 200000 | 197116 |
| U S RENAL CARE INC | 1% 20 Jun 2028 | 258094 | 240995 |
| UBER TECHNOLOGIES INC | 7.5% 15 Sep 2027 | 327000 | 333066 |
| UBER TECHNOLOGIES INC | 4.5% 15 Aug 2029 | 219000 | 211804 |
| UKG, INC, | 1% 10 Feb 2031 | 114425 | 115150 |
| UNITED AIRLINES INC | 4.375% 15 Apr 2026 | 315000 | 309614 |
| UNITED RENTALS NORTH AM | 3.875% 15 Feb 2031 | 648000 | 578910 |
| UNITED RENTALS NORTH AM | 5.5% 15 May 2027 | 290000 | 288364 |
| UNITED RENTALS NORTH AM | 4.875% 15 Jan 2028 | 202000 | 196320 |
| UNITED RENTALS NORTH AM | 6.125% 15 Mar 2034 | 315000 | 312615 |
| UNITED STATES STEEL CORP | 6.875% 01 Mar 2029 | 12000 | 12048 |
| UNIVISION COMMUNICATIONS | 7.375% 30 Jun 2030 | 333000 | 318848 |
| UNIVISION COMMUNICATIONS | 8% 15 Aug 2028 | 630000 | 641491 |
| US CELLULAR CORP | 6.7% 15 Dec 2033 | 330000 | 348734 |
| US DOLLAR | CURRENCY | (223720) | (223720) |
| US FOODS INC | 4.625% 01 Jun 2030 | 540000 | 506212 |
| US FOODS INC | 6.875% 15 Sep 2028 | 64000 | 65430 |
| VAIL RESORTS INC | 6.5% 15 May 2032 | 160000 | 161622 |
| VALARIS LTD | 8.375% 30 Apr 2030 | 166000 | 167833 |
| VARSITY BRANDS INC | 1% 26 Aug 2031 | 434000 | 434109 |
| VENATOR MATERIALS PLC | COMMON STOCK USD.001 | 7 | 4200 |
| VENTURE GLOBAL LNG INC | 8.125% 01 Jun 2028 | 515000 | 535605 |
| VENTURE GLOBAL LNG INC | 9.5% 01 Feb 2029 | 110000 | 121561 |
| VENTURE GLOBAL LNG INC | 9.875% 01 Feb 2032 | 635000 | 697706 |
| VICI PROPERTIES / NOTE | 4.25% 01 Dec 2026 | 325000 | 319716 |
| VICI PROPERTIES / NOTE | 4.625% 01 Dec 2029 | 340000 | 325513 |
| VICI PROPERTIES / NOTE | 3.75% 15 Feb 2027 | 79000 | 76676 |
| VICI PROPERTIES / NOTE | 4.125% 15 Aug 2030 | 245000 | 227654 |
| VICI PROPERTIES / NOTE | 4.5% 01 Sep 2026 | 60000 | 59356 |
| VICI PROPERTIES / NOTE | 5.75% 01 Feb 2027 | 175000 | 176531 |
| VICI PROPERTIES / NOTE | 4.5% 15 Jan 2028 | 45000 | 43912 |
| VICI PROPERTIES INC | REIT USD.01 | 25116 | 733638 |
| VIDEOTRON LTD / LTEE | 5.125% 15 Apr 2027 | 220000 | 219208 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| VIRGIN MEDIA SECURED FIN | 5.5% 15 May 2029 | 675000 | 632684 |
| VISTRA OPERATIONS CO LLC | 5.625% 15 Feb 2027 | 911000 | 908176 |
| VISTRA OPERATIONS CO LLC | 5% 31 Jul 2027 | 39000 | 38267 |
| VISTRA OPERATIONS CO LLC | 4.375% 01 May 2029 | 138000 | 129952 |
| VISTRA OPERATIONS CO LLC | 7.75% 15 Oct 2031 | 470000 | 492358 |
| VITAL ENERGY INC | 7.875% 15 Apr 2032 | 230000 | 221037 |
| WABASH NATIONAL CORP | 4.5% 15 Oct 2028 | 170000 | 154960 |
| WAND NEWCO 3 INC | 1% 30 Jan 2031 | 102548 | 102863 |
| WAND NEWCO 3 INC | 7.625% 30 Jan 2032 | 100000 | 102807 |
| WASTE MANAGEMENT INC | 3.875% 15 Jan 2029 | 241000 | 232095 |
| WAYFAIR LLC | 7.25% 31 Oct 2029 | 214000 | 214081 |
| WEEKLEY HOMES LLC/ FINAN | 4.875% 15 Sep 2028 | 170000 | 161685 |
| WESCO AIRCRAFT HOLDINGS | 9% 15 Nov 2026 | 396000 | 166158 |
| WESCO DISTRIBUTION INC | 7.25% 15 Jun 2028 | 807000 | 820727 |
| WESCO DISTRIBUTION INC | 6.375% 15 Mar 2029 | 425000 | 430058 |
| WESCO DISTRIBUTION INC | 6.625% 15 Mar 2032 | 171000 | 173519 |
| WHITE CAP BUYER LLC | 1% 19 Oct 2029 | 309855 | 310112 |
| WILLIAM CARTER | 5.625% 15 Mar 2027 | 410000 | 406753 |
| WILLIAMS SCOTSMAN INC | 7.375% 01 Oct 2031 | 348000 | 357351 |
| WMG ACQUISITION CORP | 3.75% 01 Dec 2029 | 459000 | 422849 |
| WR GRACE HOLDING LLC | 5.625% 15 Aug 2029 | 453000 | 417231 |
| WR GRACE HOLDING LLC | 4.875% 15 Jun 2027 | 615000 | 595529 |
| WRANGLER HOLDCO CORP | 6.625% 01 Apr 2032 | 104000 | 105860 |
| WYNN RESORTS FINANCE LLC | 5.125% 01 Oct 2029 | 533000 | 510395 |
| WYNN RESORTS FINANCE LLC | 7.125% 15 Feb 2031 | 88000 | 91574 |
| WYNN RESORTS FINANCE LLC | 6.25% 15 Mar 2033 | 176000 | 172607 |
| XEROX HOLDINGS CORP | 8.875% 30 Nov 2029 | 317000 | 284324 |
| XPO INC | 7.125% 01 Feb 2032 | 126000 | 129082 |
| XPO INC | 6.25% 01 Jun 2028 | 128000 | 128804 |
| YUM BRANDS INC | 4.625% 31 Jan 2032 | 346000 | 320559 |
|  | **Total: EXHIBIT N - High Yield Debt Fund** | **Total: EXHIBIT N - High Yield Debt Fund** | $**211386804** |

---

**n / a - Cost is not applicable**

------

**EXHIBIT O - Emerging Markets Debt Fund**

**(Managed by Prudential)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value**  | **(c) Description of investment including maturity date,** <br>**rate of interest, collateral, par, or maturity value**  | **(d) Cost** | **(e) Current** <br>**value**  |
| | | | | **(n/a)** | |
| | | |<br>**Shares/** <br>**Par Value**  | | |
|  | ABU DHABI CRUDE OIL | 4.6% 02 Nov 2047 | 200000 |  | $175758 |
|  | ABU DHABI GOVT INT L | 3.875% 16 Apr 2050 | 200000 |  | 152726 |
|  | ABU DHABI NATIONAL ENERG | 6.5% 27 Oct 2036 | 200000 |  | 218382 |
|  | ADANI PORTS AND SPECIAL | 5% 02 Aug 2041 | 215000 |  | 160409 |
|  | ADNOC MURBAN RSC LTD | 5.125% 11 Sep 2054 | 232000 |  | 208995 |
|  | AEROPUERTO INTL TOCUMEN | 5.125% 11 Aug 2061 | 200000 |  | 144384 |
|  | AGILE GROUP HOLDINGS LTD | 6.05% 13 Oct 2025 | 200000 |  | 19188 |
|  | ALFA DESARROLLO SPA | 4.55% 27 Sep 2051 | 198208 |  | 146373 |
|  | ARAB REPUBLIC OF EGYPT | 8.5% 31 Jan 2047 | 150000 |  | 116109 |
|  | ARAB REPUBLIC OF EGYPT | 4.75% 16 Apr 2026 | 440000 |  | 445956 |
|  | ARAB REPUBLIC OF EGYPT | 5.625% 16 Apr 2030 | 520000 |  | 469758 |
|  | ARAB REPUBLIC OF EGYPT | 8.7% 01 Mar 2049 | 650000 |  | 510868 |
|  | ARAB REPUBLIC OF EGYPT | 6.375% 11 Apr 2031 | 305000 |  | 278377 |
|  | ARAB REPUBLIC OF EGYPT | 6.375% 11 Apr 2031 | 509000 |  | 464570 |
|  | ARAB REPUBLIC OF EGYPT | 8.875% 29 May 2050 | 200000 |  | 159276 |
|  | ARAB REPUBLIC OF EGYPT | 7.625% 29 May 2032 | 450000 |  | 395159 |
|  | ARAB REPUBLIC OF EGYPT | 8.5% 31 Jan 2047 | 200000 |  | 154812 |
|  | AUSTRALIAN DOLLAR | FOREIGN CURRENCY | 1 |  | 0 |
|  | AYDEM YENILENEBILIR ENER | 7.75% 02 Feb 2027 | 200000 |  | 199408 |
|  | B8ACNUM33 PRUDENTIAL | FXVAN CALL USD TRY 42.0000000 | (206000) |  | (861) |
|  | B8ACNUM41 PRUDENTIAL | FXVAN CALL USD TRY 85.0000000 | 206000 |  | 24 |
|  | B8AD82VD8 PRUDENTIAL | FXVAN CALL USD CNH 7.2000000 | 863000 |  | 20511 |
|  | B8AD82VE6 PRUDENTIAL | FXVAN CALL USD CNH 7.4500000 | (863000) |  | (7031) |
|  | B8AD82VG1 PRUDENTIAL | FXVAN PUT USD CNH 6.9750000 | (863000) |  | (2603) |
|  | B8AD9XH37 PRUDENTIAL | FXVAN CALL USD TRY 35.9000000 | (361648) |  | (10) |
|  | B8ADAK5R3 PRUDENTIAL | FXVAN CALL EUR ZAR 19.2500000 | (429000) |  | (6761) |
|  | B8ADAK6Y7 PRUDENTIAL | FXVAN CALL EUR PLN 4.3100000 | (645000) |  | (1) |
|  | B8ADAPJL0 PRUDENTIAL | FXVAN CALL USD ZAR 18.3000000 | (430000) |  | (13144) |
|  | B8ADAQ5G4 PRUDENTIAL | FXVAN PUT USD BRL 5.9700000 | (258000) |  | (1) |
|  | B8ADAQBL6 PRUDENTIAL | FXVAN CALL USD CLP 990.0000000 | (430000) |  | (2326) |
|  | B8ADAVRV6 PRUDENTIAL | FXVAN PUT USD CNH 7.2500000 | (430000) |  | (4) |
|  | B8ADB7518 PRUDENTIAL | FXVAN PUT USD BRL 6.0000000 | (435000) |  | (339) |
|  | B8ADBVEA5 PRUDENTIAL | FXVAN CALL USD COP 4350.000000 | (433000) |  | (6664) |
|  | B8ADBXVS3 PRUDENTIAL | FXVAN CALL USD TRY 35.4000000 | (217000) |  | (547) |
|  | B8ADCPDD2 PRUDENTIAL | FXVAN PUT USD BRL 6.1500000 | (432000) |  | (3933) |
|  | B8ADCQ1K7 PRUDENTIAL | FXVAN PUT USD MXN 20.1800000 | (258000) |  | (155) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| B8ADCQA19 PRUDENTIAL | FXVAN PUT USD COP 4300.0000000 | (429000) | (578) |
| B8ADCUPX4 PRUDENTIAL | FXVAN CALL EUR ZAR 19.2500000 | 429000 | 6761 |
| B8ADD0040 PRUDENTIAL | FXVAN PUT USD BRL 6.2000000 | (429000) | (6409) |
| B8ADD0DP9 PRUDENTIAL | FXVAN PUT USD BRL 6.1500000 | (214000) | (2375) |
| B8ADD0WU7 PRUDENTIAL | FXVAN CALL USD COP 4430.000000 | (429000) | (4376) |
| B8ADD1AZ8 PRUDENTIAL | FXVAN PUT USD MXN 20.4000000 | (257000) | (664) |
| BANCO DE CREDITO DEL PER | 1% 30 Sep 2031 | 238000 | 224325 |
| BANGKOK BANK PCL/HK | 1% 25 Sep 2034 | 400000 | 363424 |
| BANK GOSPODARSTWA KRAJOW | 5.375% 22 May 2033 | 200000 | 194882 |
| BANK GOSPODARSTWA KRAJOW | 5.75% 09 Jul 2034 | 200000 | 198150 |
| BANK GOSPODARSTWA KRAJOW | 6.25% 09 Jul 2054 | 295000 | 288790 |
| BBVA BANCOMER SA TEXAS | 1% 13 Sep 2034 | 240000 | 225751 |
| BONOS DE TESORERIA | 6.15% 12 Aug 2032 | 5141000 | 1361423 |
| BONOS DE TESORERIA | 5.4% 12 Aug 2034 | 2940000 | 715205 |
| BONOS DE TESORERIA | 5.35% 12 Aug 2040 | 760000 | 170089 |
| BONOS TESORERIA PESOS | 2.3% 01 Oct 2028 | 95000000 | 84661 |
| BONOS TESORERIA PESOS | 5% 01 Oct 2028 | 520000000 | 508347 |
| BONOS TESORERIA PESOS | 6% 01 Jan 2043 | 240000000 | 256267 |
| BRASKEM NETHERLANDS | 8.5% 12 Jan 2031 | 200000 | 199834 |
| BRAZILIAN REAL | FOREIGN CURRENCY | 47668 | 7716 |
| CANADIAN DOLLAR | FOREIGN CURRENCY | 1488 | 1035 |
| CHILEAN PESO | FOREIGN CURRENCY | 40881600 | 41107 |
| CHINA GOVERNMENT BOND | 3.29% 23 May 2029 | 6900000 | 1027733 |
| CHINA GOVERNMENT BOND | 3.13% 21 Nov 2029 | 1600000 | 237272 |
| CHINA GOVERNMENT BOND | 2.68% 21 May 2030 | 5850000 | 849956 |
| CHINA GOVERNMENT BOND | 3.81% 14 Sep 2050 | 2740000 | 510188 |
| CHINA GOVERNMENT BOND | 3.27% 19 Nov 2030 | 2300000 | 347452 |
| CHINA GOVERNMENT BOND | 3.28% 03 Dec 2027 | 10000000 | 1453766 |
| CHINA GOVERNMENT BOND | 3.01% 13 May 2028 | 12910000 | 1872178 |
| CHINA GOVERNMENT BOND | 3.32% 15 Apr 2052 | 680000 | 118676 |
| CHINA GOVERNMENT BOND | 2.62% 25 Sep 2029 | 10850000 | 1566009 |
| CHINA GOVERNMENT BOND | 2.8% 15 Nov 2032 | 7270000 | 1077326 |
| CHINA GOVERNMENT BOND | 2.79% 15 Dec 2029 | 7120000 | 1038466 |
| CHINA GOVERNMENT BOND | 2.27% 25 May 2034 | 5370000 | 774066 |
| CHINA GOVERNMENT BOND | 2.11% 25 Aug 2034 | 7580000 | 1079306 |
| CHINA GOVERNMENT BOND | 2.19% 25 Sep 2054 | 3570000 | 519782 |
| CODELCO INC | 5.125% 02 Feb 2033 | 600000 | 568914 |
| CODELCO INC | 6.44% 26 Jan 2036 | 200000 | 203372 |
| CODELCO INC | 3% 30 Sep 2029 | 210000 | 186547 |
| COLOMBIAN PESO | FOREIGN CURRENCY | 119113 | 27 |
| COMISION FEDERAL DE ELEC | 4.75% 23 Feb 2027 | 200000 | 195630 |
| CORP FINANCIERA DE DESAR | 2.4% 28 Sep 2027 | 335000 | 309041 |
| COSTA RICA GOVERNMENT | 6.55% 03 Apr 2034 | 615000 | 625363 |
| COSTA RICA GOVERNMENT | 7.3% 13 Nov 2054 | 637000 | 659250 |
| COSTA RICA GOVERNMENT | 6.55% 03 Apr 2034 | 290000 | 294887 |
| CT TRUST | 5.125% 03 Feb 2032 | 200000 | 178556 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | BRL/USD | 0 | (2171) |
| CURRENCY CONTRACT | BRL/USD | 0 | 2171 |
| CURRENCY CONTRACT | BRL/USD | 0 | (37591) |
| CURRENCY CONTRACT | BRL/USD | 0 | (23723) |
| CURRENCY CONTRACT | BRL/USD | 0 | (363) |
| CURRENCY CONTRACT | CLP/USD | 0 | (19175) |
| CURRENCY CONTRACT | CNH/USD | 0 | (2547) |
| CURRENCY CONTRACT | CNH/USD | 0 | 9299 |
| CURRENCY CONTRACT | CNH/USD | 0 | 11311 |
| CURRENCY CONTRACT | CNH/USD | 0 | 8146 |
| CURRENCY CONTRACT | CNH/USD | 0 | 5568 |
| CURRENCY CONTRACT | CNH/USD | 0 | 8403 |
| CURRENCY CONTRACT | COP/USD | 0 | (3141) |
| CURRENCY CONTRACT | CZK/USD | 0 | (7492) |
| CURRENCY CONTRACT | CZK/USD | 0 | (1323) |
| CURRENCY CONTRACT | CZK/USD | 0 | 46751 |
| CURRENCY CONTRACT | CZK/USD | 0 | 21827 |
| CURRENCY CONTRACT | CZK/USD | 0 | 54808 |
| CURRENCY CONTRACT | CZK/USD | 0 | 3968 |
| CURRENCY CONTRACT | CZK/USD | 0 | 18701 |
| CURRENCY CONTRACT | CZK/USD | 0 | (12982) |
| CURRENCY CONTRACT | EGP/USD | 0 | 821 |
| CURRENCY CONTRACT | EGP/USD | 0 | 1247 |
| CURRENCY CONTRACT | EGP/USD | 0 | 1971 |
| CURRENCY CONTRACT | EGP/USD | 0 | 576 |
| CURRENCY CONTRACT | EGP/USD | 0 | 5665 |
| CURRENCY CONTRACT | EUR/USD | 0 | 34879 |
| CURRENCY CONTRACT | EUR/USD | 0 | (2717) |
| CURRENCY CONTRACT | EUR/USD | 0 | 1308 |
| CURRENCY CONTRACT | EUR/USD | 0 | 1534 |
| CURRENCY CONTRACT | EUR/USD | 0 | 6228 |
| CURRENCY CONTRACT | EUR/USD | 0 | 3573 |
| CURRENCY CONTRACT | EUR/USD | 0 | 19425 |
| CURRENCY CONTRACT | EUR/USD | 0 | 151766 |
| CURRENCY CONTRACT | EUR/USD | 0 | 177110 |
| CURRENCY CONTRACT | EUR/USD | 0 | 117470 |
| CURRENCY CONTRACT | EUR/USD | 0 | 19011 |
| CURRENCY CONTRACT | EUR/USD | 0 | 1439 |
| CURRENCY CONTRACT | EUR/USD | 0 | (9831) |
| CURRENCY CONTRACT | EUR/USD | 0 | (8831) |
| CURRENCY CONTRACT | EUR/USD | 0 | (15258) |
| CURRENCY CONTRACT | EUR/USD | 0 | (5451) |
| CURRENCY CONTRACT | EUR/USD | 0 | (20499) |
| CURRENCY CONTRACT | EUR/USD | 0 | (4264) |
| CURRENCY CONTRACT | EUR/USD | 0 | 3975 |
| CURRENCY CONTRACT | HUF/USD | 0 | 1612 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | HUF/USD | 0 | (38867) |
| CURRENCY CONTRACT | HUF/USD | 0 | (5647) |
| CURRENCY CONTRACT | IDR/USD | 0 | (11574) |
| CURRENCY CONTRACT | IDR/USD | 0 | 2867 |
| CURRENCY CONTRACT | INR/USD | 0 | (6267) |
| CURRENCY CONTRACT | INR/USD | 0 | (71192) |
| CURRENCY CONTRACT | INR/USD | 0 | (11291) |
| CURRENCY CONTRACT | INR/USD | 0 | (8684) |
| CURRENCY CONTRACT | KRW/USD | 0 | (10927) |
| CURRENCY CONTRACT | KRW/USD | 0 | 617 |
| CURRENCY CONTRACT | KRW/USD | 0 | 66652 |
| CURRENCY CONTRACT | KRW/USD | 0 | 9494 |
| CURRENCY CONTRACT | KRW/USD | 0 | 17678 |
| CURRENCY CONTRACT | MXN/USD | 0 | (52968) |
| CURRENCY CONTRACT | MXN/USD | 0 | (6520) |
| CURRENCY CONTRACT | MXN/USD | 0 | (10253) |
| CURRENCY CONTRACT | MYR/USD | 0 | (7080) |
| CURRENCY CONTRACT | PEN/USD | 0 | 10280 |
| CURRENCY CONTRACT | PEN/USD | 0 | 4212 |
| CURRENCY CONTRACT | PHP/USD | 0 | 8152 |
| CURRENCY CONTRACT | PHP/USD | 0 | 8272 |
| CURRENCY CONTRACT | PHP/USD | 0 | 6999 |
| CURRENCY CONTRACT | PLN/USD | 0 | (51328) |
| CURRENCY CONTRACT | PLN/USD | 0 | 5956 |
| CURRENCY CONTRACT | PLN/USD | 0 | 5370 |
| CURRENCY CONTRACT | PLN/USD | 0 | 6787 |
| CURRENCY CONTRACT | PLN/USD | 0 | (17727) |
| CURRENCY CONTRACT | RON/USD | 0 | 947 |
| CURRENCY CONTRACT | RON/USD | 0 | (91120) |
| CURRENCY CONTRACT | RON/USD | 0 | 1986 |
| CURRENCY CONTRACT | RSD/USD | 0 | (19460) |
| CURRENCY CONTRACT | SGD/USD | 0 | 40253 |
| CURRENCY CONTRACT | SGD/USD | 0 | 7106 |
| CURRENCY CONTRACT | THB/USD | 0 | 133 |
| CURRENCY CONTRACT | THB/USD | 0 | 3501 |
| CURRENCY CONTRACT | THB/USD | 0 | 8381 |
| CURRENCY CONTRACT | THB/USD | 0 | (6275) |
| CURRENCY CONTRACT | TRY/USD | 0 | (3560) |
| CURRENCY CONTRACT | TRY/USD | 0 | 5734 |
| CURRENCY CONTRACT | TRY/USD | 0 | 9859 |
| CURRENCY CONTRACT | TRY/USD | 0 | 4510 |
| CURRENCY CONTRACT | TRY/USD | 0 | (39) |
| CURRENCY CONTRACT | TWD/USD | 0 | 3203 |
| CURRENCY CONTRACT | TWD/USD | 0 | 33955 |
| CURRENCY CONTRACT | TWD/USD | 0 | (4912) |
| CURRENCY CONTRACT | TWD/USD | 0 | (5656) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | TWD/USD | 0 | (672) |
| CURRENCY CONTRACT | ZAR/USD | 0 | (17750) |
| CURRENCY CONTRACT | ZAR/USD | 0 | (6525) |
| CURRENCY CONTRACT | ZAR/USD | 0 | 3236 |
| CURRENCY CONTRACT | ZAR/USD | 0 | 87508 |
| CZECH KORUNA | FOREIGN CURRENCY | 1 | 0 |
| CZECH REPUBLIC | 2.5% 25 Aug 2028 | 18660000 | 734505 |
| CZECH REPUBLIC | 0.25% 10 Feb 2027 | 15110000 | 577956 |
| CZECH REPUBLIC | 2.75% 23 Jul 2029 | 22640000 | 888207 |
| CZECH REPUBLIC | 2% 13 Oct 2033 | 16560000 | 574745 |
| CZECH REPUBLIC | 1.2% 13 Mar 2031 | 4900000 | 171341 |
| CZECH REPUBLIC | 0.05% 29 Nov 2029 | 9560000 | 326831 |
| CZECH REPUBLIC | 1.75% 23 Jun 2032 | 8860000 | 312090 |
| CZECH REPUBLIC | 4.9% 14 Apr 2034 | 11340000 | 491420 |
| CZECH REPUBLIC | 4.5% 11 Nov 2032 | 29390000 | 1239249 |
| CZECH REPUBLIC | 3% 03 Mar 2033 | 23110000 | 876256 |
| CZECH REPUBLIC | 4.2% 04 Dec 2036 | 6300000 | 256393 |
| CZECH REPUBLIC | 0.95% 15 May 2030 | 28700000 | 1015197 |
| DEVELOPMENT BANK OF KAZA | 5.25% 23 Oct 2029 | 200000 | 198496 |
| DOMINICAN REPUBLIC | 6% 19 Jul 2028 | 150000 | 148688 |
| DOMINICAN REPUBLIC | 5.875% 30 Jan 2060 | 200000 | 169668 |
| DOMINICAN REPUBLIC | 5.3% 21 Jan 2041 | 150000 | 127473 |
| DOMINICAN REPUBLIC | 7.45% 30 Apr 2044 | 680000 | 714925 |
| DOMINICAN REPUBLIC | 6.875% 29 Jan 2026 | 810000 | 816456 |
| DOMINICAN REPUBLIC | 5.95% 25 Jan 2027 | 200000 | 198906 |
| DOMINICAN REPUBLIC | 6% 19 Jul 2028 | 586000 | 580873 |
| DOMINICAN REPUBLIC | 4.5% 30 Jan 2030 | 505000 | 462833 |
| DOMINICAN REPUBLIC | 5.3% 21 Jan 2041 | 340000 | 288939 |
| DOMINICAN REPUBLIC | 5.5% 22 Feb 2029 | 1527000 | 1476548 |
| DOMINICAN REPUBLIC | 7.05% 03 Feb 2031 | 190000 | 194615 |
| DOMINICAN REPUBLIC | 11.25% 15 Sep 2035 | 13000000 | 234209 |
| DP WORLD LTD UAE | 6.85% 02 Jul 2037 | 500000 | 542640 |
| DUBAI GOVT INT L BONDS | 3.9% 09 Sep 2050 | 530000 | 382909 |
| ECOPETROL SA | 6.875% 29 Apr 2030 | 161000 | 157415 |
| ECOPETROL SA | 4.625% 02 Nov 2031 | 154000 | 127195 |
| ECOPETROL SA | 8.875% 13 Jan 2033 | 294000 | 299054 |
| ECOPETROL SA | 7.75% 01 Feb 2032 | 270000 | 263083 |
| EIG PEARL HOLDINGS SARL | 3.545% 31 Aug 2036 | 200000 | 171012 |
| EMBRAER NETHERLANDS FINA | 6.95% 17 Jan 2028 | 200000 | 205094 |
| EMBRAER NETHERLANDS FINA | 7% 28 Jul 2030 | 200000 | 206614 |
| EMPRESA NACIONAL DEL PET | 3.45% 16 Sep 2031 | 200000 | 170990 |
| EMPRESA NACIONAL DEL PET | 6.15% 10 May 2033 | 200000 | 201024 |
| ENERGEAN ISRAEL FINANCE | 5.875% 30 Mar 2031 | 263000 | 231380 |
| ENN CLEAN ENERGY | 3.375% 12 May 2026 | 200000 | 194496 |
| ESKOM HOLDINGS SOC LTD | 6.35% 10 Aug 2028 | 200000 | 198758 |
| ESKOM HOLDINGS SOC LTD | 8.45% 10 Aug 2028 | 400000 | 419464 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ESKOM HOLDINGS SOC LTD | 7.125% 11 Feb 2025 | 205000 | 204280 |
| ESKOM HOLDINGS SOC LTD | 6.35% 10 Aug 2028 | 600000 | 596274 |
| EURO CURRENCY | FOREIGN CURRENCY | (32064) | (33202) |
| EURO-BOBL FUTURE MAR 25 | XEUR 20250306 | (1900000) | 30568 |
| EURO-BUND FUTURE MAR 25 | XEUR 20250306 | (1900000) | 69555 |
| EURO-SCHATZ FUT MAR 25 | XEUR 20250306 | (600000) | 2858 |
| EXPORT IMPORT BK INDIA | 3.25% 15 Jan 2030 | 200000 | 182448 |
| EXPORT IMPORT BK INDIA | 3.875% 01 Feb 2028 | 295000 | 285011 |
| EXPORT IMPORT BK INDIA | 3.25% 15 Jan 2030 | 200000 | 182448 |
| FED REPUBLIC OF BRAZIL | 8.25% 20 Jan 2034 | 455000 | 496801 |
| FED REPUBLIC OF BRAZIL | 7.125% 20 Jan 2037 | 230000 | 230892 |
| FED REPUBLIC OF BRAZIL | 5% 27 Jan 2045 | 835000 | 617558 |
| FED REPUBLIC OF BRAZIL | 3.875% 12 Jun 2030 | 500000 | 439775 |
| FED REPUBLIC OF BRAZIL | 6% 20 Oct 2033 | 485000 | 453179 |
| FED REPUBLIC OF BRAZIL | 6.25% 18 Mar 2031 | 200000 | 194920 |
| FED REPUBLIC OF BRAZIL | 7.125% 13 May 2054 | 700000 | 647234 |
| FED REPUBLIC OF BRAZIL | 6.125% 22 Jan 2032 | 520000 | 497162 |
| FIN DEPT GOVT SHARJAH | 6.5% 23 Nov 2032 | 400000 | 412436 |
| FIN DEPT GOVT SHARJAH | 4% 28 Jul 2050 | 200000 | 128702 |
| GALAXY PIPELINE ASSETS | 2.94% 30 Sep 2040 | 359896 | 283882 |
| GALAXY PIPELINE ASSETS | 2.625% 31 Mar 2036 | 200000 | 162586 |
| GOHL CAPITAL LTD | 4.25% 24 Jan 2027 | 200000 | 194264 |
| GOVERNMENT OF JAMAICA | 8.5% 28 Feb 2036 | 100000 | 100120 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 5763217 | 5763217 |
| GREENSAIF PIPELINES BIDC | 6.129% 23 Feb 2038 | 200000 | 200706 |
| HUNGARIAN DEVELOPMENT BA | 6.5% 29 Jun 2028 | 200000 | 202880 |
| HUNGARIAN FORINT | FOREIGN CURRENCY | 6565325 | 16526 |
| HUNGARY | 7.625% 29 Mar 2041 | 260000 | 287617 |
| HUNGARY | 6.125% 22 May 2028 | 200000 | 203152 |
| HUNGARY | 6.25% 22 Sep 2032 | 200000 | 203698 |
| HUNGARY | 5.5% 26 Mar 2036 | 486000 | 454527 |
| HUNGARY | 5.5% 16 Jun 2034 | 200000 | 190602 |
| HUNGARY GOVERNMENT BOND | 3% 27 Oct 2038 | 16320000 | 26980 |
| HUNGARY GOVERNMENT BOND | 3% 25 Apr 2041 | 110420000 | 172005 |
| HUNGARY GOVERNMENT BOND | 1.5% 22 Apr 2026 | 56930000 | 135749 |
| HUNGARY GOVERNMENT BOND | 2.25% 20 Apr 2033 | 47970000 | 88430 |
| HUNGARY GOVERNMENT BOND | 2.25% 22 Jun 2034 | 51090000 | 91469 |
| HUNGARY GOVERNMENT BOND | 4% 28 Apr 2051 | 46530000 | 75913 |
| HUNGARY GOVERNMENT BOND | 4.5% 27 May 2032 | 294020000 | 658222 |
| HUNGARY GOVERNMENT BOND | 4.75% 24 Nov 2032 | 127910000 | 286761 |
| HUNGARY GOVERNMENT BOND | 4.5% 23 Mar 2028 | 300770000 | 716125 |
| INDO ASAHAN/MINERAL IND | 6.53% 15 Nov 2028 | 200000 | 207538 |
| INDO ASAHAN/MINERAL IND | 4.75% 15 May 2025 | 320000 | 319181 |
| INDO ASAHAN/MINERAL IND | 6.53% 15 Nov 2028 | 400000 | 415076 |
| INDO ASAHAN/MINERAL IND | 5.45% 15 May 2030 | 200000 | 199060 |
| INDONESIA GOVERNMENT | 7% 15 May 2027 | 3895000000 | 242342 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| INDONESIA GOVERNMENT | 6.125% 15 May 2028 | 10497000000 | 635103 |
| INDONESIA GOVERNMENT | 6.625% 15 May 2033 | 3900000000 | 236338 |
| INDONESIA GOVERNMENT | 8.375% 15 Mar 2034 | 21930000000 | 1481443 |
| INDONESIA GOVERNMENT | 8.75% 15 May 2031 | 1800000000 | 121732 |
| INDONESIA GOVERNMENT | 7.5% 15 May 2038 | 1120000000 | 71710 |
| INDONESIA GOVERNMENT | 8.25% 15 May 2029 | 2600000000 | 168804 |
| INDONESIA GOVERNMENT | 8.375% 15 Apr 2039 | 5470000000 | 376524 |
| INDONESIA GOVERNMENT | 7.5% 15 Jun 2035 | 3140000000 | 200907 |
| INDONESIA GOVERNMENT | 7% 15 Sep 2030 | 13340000000 | 828622 |
| INDONESIA GOVERNMENT | 6.5% 15 Feb 2031 | 12500000000 | 756236 |
| INDONESIA GOVERNMENT | 7% 15 Feb 2033 | 39234000000 | 2436213 |
| INDONESIA GOVERNMENT | 7.125% 15 Jun 2038 | 7418000000 | 462732 |
| INDONESIA GOVERNMENT | 6.625% 15 Feb 2034 | 23132000000 | 1403370 |
| INDONESIA GOVERNMENT | 6.875% 15 Apr 2029 | 5319000000 | 328823 |
| INDONESIA GOVERNMENT | 8.375% 15 Sep 2026 | 22955000000 | 1456256 |
| INDONESIA GOVERNMENT | 7.5% 15 Apr 2040 | 1036000000 | 66717 |
| INDONESIAN RUPIAH | FOREIGN CURRENCY | 1077299437 | 66934 |
| INTER AMERICAN DEVEL BK | 7.35% 06 Oct 2030 | 40000000 | 468953 |
| INTL FINANCE CORP | 0.01% 23 Mar 2038 | 20000000 | 272518 |
| ISLAMIC REP OF PAKISTAN | 6.875% 05 Dec 2027 | 200000 | 180054 |
| ISLAMIC REP OF PAKISTAN | 8.25% 30 Sep 2025 | 400000 | 393124 |
| ISLAMIC REP OF PAKISTAN | 6% 08 Apr 2026 | 600000 | 564222 |
| ISLAMIC REP OF PAKISTAN | 7.375% 08 Apr 2031 | 410000 | 341874 |
| ISLAMIC REP OF PAKISTAN | 6.875% 05 Dec 2027 | 400000 | 360108 |
| IVORY COAST | 7.625% 30 Jan 2033 | 460000 | 447966 |
| IVORY COAST | 1% 31 Dec 2032 | 119132 | 112686 |
| IVORY COAST | 5.875% 17 Oct 2031 | 450000 | 435663 |
| IVORY COAST | 6.875% 17 Oct 2040 | 100000 | 89511 |
| IVORY COAST | 5.25% 22 Mar 2030 | 785000 | 766689 |
| IVORY COAST | 6.375% 03 Mar 2028 | 235000 | 232965 |
| JAPANESE YEN | FOREIGN CURRENCY | 847016 | 5390 |
| KAZMUNAYGAS NATIONAL CO | 4.75% 19 Apr 2027 | 400000 | 394160 |
| KAZMUNAYGAS NATIONAL CO | 6.375% 24 Oct 2048 | 200000 | 185072 |
| KAZMUNAYGAS NATIONAL CO | 5.375% 24 Apr 2030 | 400000 | 388708 |
| KINGDOM OF BAHRAIN | 7.5% 12 Feb 2036 | 200000 | 204778 |
| KINGDOM OF BAHRAIN | 7% 12 Oct 2028 | 200000 | 204854 |
| KINGDOM OF BAHRAIN | 7.5% 20 Sep 2047 | 200000 | 194698 |
| KINGDOM OF BAHRAIN | 6.75% 20 Sep 2029 | 415000 | 420304 |
| KINGDOM OF BAHRAIN | 7.375% 14 May 2030 | 520000 | 538496 |
| KINGDOM OF JORDAN | 5.75% 31 Jan 2027 | 200000 | 192286 |
| KINGDOM OF JORDAN | 5.85% 07 Jul 2030 | 200000 | 182792 |
| KINGDOM OF JORDAN | 7.75% 15 Jan 2028 | 200000 | 200208 |
| KINGDOM OF JORDAN | 7.375% 10 Oct 2047 | 200000 | 177134 |
| KINGDOM OF MOROCCO | 3% 15 Dec 2032 | 400000 | 326352 |
| KINGDOM OF MOROCCO | 6.5% 08 Sep 2033 | 280000 | 288506 |
| KINGDOM OF MOROCCO | 6.5% 08 Sep 2033 | 320000 | 329722 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LEBANESE REPUBLIC | 6.85% 23 Mar 2027 | 70000 | 8982 |
| LEBANESE REPUBLIC | 6% 27 Jan 2023 | 205000 | 26379 |
| LEBANESE REPUBLIC | 6.75% 29 Nov 2027 | 1180000 | 151441 |
| LEBANESE REPUBLIC | 6.65% 26 Feb 2030 | 25000 | 3212 |
| LEBANESE REPUBLIC | 6.85% 25 May 2029 | 130000 | 16692 |
| LEBANESE REPUBLIC | 6.25% 27 May 2022 | 70000 | 9017 |
| LEBANESE REPUBLIC | 6.65% 26 Feb 2030 | 80000 | 10278 |
| LEBANESE REPUBLIC | 6.25% 27 May 2022 | 45000 | 5796 |
| LEBANESE REPUBLIC | 6.65% 22 Apr 2024 | 160000 | 20571 |
| MAGYAR EXPORT IMPORT BAN | 6.125% 04 Dec 2027 | 200000 | 201582 |
| MALAYSIA GOVERNMENT | 4.232% 30 Jun 2031 | 750000 | 172013 |
| MALAYSIA GOVERNMENT | 3.844% 15 Apr 2033 | 310000 | 69374 |
| MALAYSIA GOVERNMENT | 3.733% 15 Jun 2028 | 12255000 | 2753874 |
| MALAYSIA GOVERNMENT | 3.9% 30 Nov 2026 | 900000 | 203060 |
| MALAYSIA GOVERNMENT | 4.762% 07 Apr 2037 | 2086000 | 503033 |
| MALAYSIA GOVERNMENT | 3.828% 05 Jul 2034 | 1115000 | 249606 |
| MALAYSIA GOVERNMENT | 3.757% 22 May 2040 | 458000 | 99444 |
| MALAYSIA GOVERNMENT | 4.065% 15 Jun 2050 | 2063000 | 455143 |
| MALAYSIA GOVERNMENT | 3.582% 15 Jul 2032 | 2800000 | 617396 |
| MALAYSIA GOVERNMENT | 3.885% 15 Aug 2029 | 6990000 | 1580711 |
| MALAYSIA GOVERNMENT | 4.254% 31 May 2035 | 4075000 | 942887 |
| MALAYSIA INVESTMNT ISSUE | 3.447% 15 Jul 2036 | 650000 | 138867 |
| MALAYSIA INVESTMNT ISSUE | 4.291% 14 Aug 2043 | 5140000 | 1180102 |
| MALAYSIAN RINGGIT | FOREIGN CURRENCY | 701054 | 156783 |
| MDGH GMTN RSC LTD | 3.7% 07 Nov 2049 | 400000 | 291548 |
| MDGH GMTN RSC LTD | 5.084% 22 May 2053 | 270000 | 247153 |
| MEX BONOS DESARR FIX RT | 8.5% 31 May 2029 | 29800000 | 1357878 |
| MEX BONOS DESARR FIX RT | 7.75% 29 May 2031 | 19738100 | 847278 |
| MEX BONOS DESARR FIX RT | 7.75% 13 Nov 2042 | 8543300 | 314158 |
| MEX BONOS DESARR FIX RT | 7.75% 23 Nov 2034 | 55877000 | 2249296 |
| MEX BONOS DESARR FIX RT | 8% 07 Nov 2047 | 9973300 | 367961 |
| MEX BONOS DESARR FIX RT | 7.5% 26 May 2033 | 20616500 | 840286 |
| MEX BONOS DESARR FIX RT | 8.5% 01 Mar 2029 | 33400000 | 1524744 |
| MEX BONOS DESARR FIX RT | 7.75% 29 May 2031 | 2592100 | 111269 |
| MEX BONOS DESARR FIX RT | 8.5% 18 Nov 2038 | 22729700 | 929652 |
| MEXICAN PESO (NEW) | FOREIGN CURRENCY | (1467453) | (70575) |
| MEXICAN UDIBONOS | 2.75% 27 Nov 2031 | 4032830 | 163460 |
| MEXICO CITY ARPT TRUST | 5.5% 31 Oct 2046 | 300000 | 239871 |
| MEXICO CITY ARPT TRUST | 5.5% 31 Jul 2047 | 200000 | 159990 |
| MEXICO CITY ARPT TRUST | 3.875% 30 Apr 2028 | 250000 | 234470 |
| MEXICO CITY ARPT TRUST | 5.5% 31 Jul 2047 | 200000 | 159990 |
| MONGOLIA INTL BOND | 7.875% 05 Jun 2029 | 200000 | 208590 |
| MONGOLIA INTL BOND | 4.45% 07 Jul 2031 | 200000 | 173258 |
| MVM ENERGETIKA ZRT | 7.5% 09 Jun 2028 | 200000 | 208394 |
| NEW ISRAELI SHEQEL | FOREIGN CURRENCY | 1 | 0 |
| NEW TAIWAN DOLLAR | FOREIGN CURRENCY | 9721 | 297 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NEW ZEALAND DOLLAR | FOREIGN CURRENCY | 1 | 1 |
| NOTA DO TESOURO NACIONAL | 6% 15 May 2035 | 370000 | 234839 |
| NOTA DO TESOURO NACIONAL | 10% 01 Jan 2027 | 24293000 | 3568443 |
| NOTA DO TESOURO NACIONAL | 10% 01 Jan 2029 | 26183000 | 3565050 |
| NOTA DO TESOURO NACIONAL | 10% 01 Jan 2035 | 3000000 | 365078 |
| NOTA DO TESOURO NACIONAL | 6% 15 Aug 2030 | 748000 | 503219 |
| OFFICE CHERIFIEN DES PHO | 6.75% 02 May 2034 | 365000 | 371964 |
| OMAN GOV INTERNTL BOND | 4.75% 15 Jun 2026 | 610000 | 603906 |
| OMAN GOV INTERNTL BOND | 5.375% 08 Mar 2027 | 460000 | 457157 |
| OMAN GOV INTERNTL BOND | 6.75% 17 Jan 2048 | 200000 | 202726 |
| OMAN GOV INTERNTL BOND | 6.75% 28 Oct 2027 | 300000 | 308985 |
| OMAN GOV INTERNTL BOND | 7% 25 Jan 2051 | 200000 | 209402 |
| OMAN GOV INTERNTL BOND | 5.625% 17 Jan 2028 | 610000 | 607731 |
| OMAN GOV INTERNTL BOND | 6.5% 08 Mar 2047 | 600000 | 593436 |
| PERUSAHAAN LISTRIK NEGAR | 5.45% 21 May 2028 | 200000 | 200442 |
| PERUSAHAAN LISTRIK NEGAR | 4% 30 Jun 2050 | 200000 | 138978 |
| PERUSAHAAN LISTRIK NEGAR | 3% 30 Jun 2030 | 240000 | 212566 |
| PERUSAHAAN LISTRIK NEGAR | 1.875% 05 Nov 2031 | 230000 | 202650 |
| PERUSAHAAN LISTRIK NEGAR | 1.875% 05 Nov 2031 | 200000 | 176217 |
| PETROLEOS DE VENEZUELA S | 8.5% 27 Oct 2020 | 425000 | 372160 |
| PETROLEOS DE VENEZUELA S | 5.375% 12 Apr 2027 | 985000 | 104390 |
| PETROLEOS DE VENEZUELA S | 9% 17 Nov 2021 | 95000 | 10213 |
| PETROLEOS DE VENEZUELA S | 9.75% 17 May 2035 | 295000 | 33719 |
| PETROLEOS DE VENEZUELA S | 6% 15 Nov 2026 | 70000 | 7310 |
| PETROLEOS DEL PERU SA | 4.75% 19 Jun 2032 | 350000 | 263428 |
| PETROLEOS MEXICANOS | 6.625% 15 Jun 2038 | 235000 | 171604 |
| PETROLEOS MEXICANOS | 6.7% 16 Feb 2032 | 300000 | 261438 |
| PETROLEOS MEXICANOS | 6.5% 02 Jun 2041 | 180000 | 128137 |
| PETROLEOS MEXICANOS | 6.75% 21 Sep 2047 | 282000 | 193246 |
| PETROLEOS MEXICANOS | 6.5% 13 Mar 2027 | 29000 | 28022 |
| PETROLEOS MEXICANOS | 5.35% 12 Feb 2028 | 257000 | 235702 |
| PETROLEOS MEXICANOS | 6.35% 12 Feb 2048 | 223000 | 146315 |
| PETROLEOS MEXICANOS | 6.49% 23 Jan 2027 | 794000 | 769164 |
| PETROLEOS MEXICANOS | 7.69% 23 Jan 2050 | 129000 | 97045 |
| PETROLEOS MEXICANOS | 6.95% 28 Jan 2060 | 30000 | 20486 |
| PETROLEOS MEXICANOS | 8.75% 02 Jun 2029 | 740000 | 741251 |
| PETROLEOS MEXICANOS | 10% 07 Feb 2033 | 74000 | 76927 |
| PETRONAS CAPITAL LTD | 4.55% 21 Apr 2050 | 400000 | 339092 |
| PETRONAS CAPITAL LTD | 4.8% 21 Apr 2060 | 200000 | 172754 |
| PETRONAS CAPITAL LTD | 4.5% 18 Mar 2045 | 210000 | 179949 |
| PHILIPPINE PESO | FOREIGN CURRENCY | 990000 | 17115 |
| PNG GOVT INTL BOND | 8.375% 04 Oct 2028 | 200000 | 197310 |
| POLAND GOVERNMENT BOND | 2.75% 25 Apr 2028 | 1400000 | 312755 |
| POLAND GOVERNMENT BOND | 2.5% 25 Jul 2027 | 1000000 | 226631 |
| POLAND GOVERNMENT BOND | 2.75% 25 Oct 2029 | 5220000 | 1119647 |
| POLAND GOVERNMENT BOND | 1.25% 25 Oct 2030 | 900000 | 171871 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| POLAND GOVERNMENT BOND | 0.25% 25 Oct 2026 | 1040000 | 231123 |
| POLAND GOVERNMENT BOND | 1.75% 25 Apr 2032 | 4740000 | 879355 |
| POLAND GOVERNMENT BOND | 7.5% 25 Jul 2028 | 8460000 | 2184022 |
| POLAND GOVERNMENT BOND | 5.75% 25 Apr 2029 | 1397000 | 341116 |
| POLISH ZLOTY | FOREIGN CURRENCY |  | 0 |
| POUND STERLING | FOREIGN CURRENCY | 127 | 159 |
| POWER FINANCE CORP LTD | 4.5% 18 Jun 2029 | 200000 | 192408 |
| PROSUS NV | 4.193% 19 Jan 2032 | 305000 | 271929 |
| PT PERTAMINA (PERSERO) | 4.7% 30 Jul 2049 | 200000 | 164088 |
| PT PERTAMINA (PERSERO) | 6.5% 07 Nov 2048 | 200000 | 207580 |
| QATAR ENERGY | 3.125% 12 Jul 2041 | 200000 | 147442 |
| QATAR ENERGY | 3.125% 12 Jul 2041 | 400000 | 294884 |
| RELIANCE INDUSTRIES LTD | 3.625% 12 Jan 2052 | 250000 | 172750 |
| REPUBLIC OF ANGOLA | 8% 26 Nov 2029 | 200000 | 178614 |
| REPUBLIC OF ANGOLA | 8.25% 09 May 2028 | 710000 | 666669 |
| REPUBLIC OF ANGOLA | 8.75% 14 Apr 2032 | 200000 | 176516 |
| REPUBLIC OF ANGOLA | 9.5% 12 Nov 2025 | 300000 | 300366 |
| REPUBLIC OF ANGOLA | 9.375% 08 May 2048 | 400000 | 328084 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2030 | 1402970 | 1083401 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2035 | 266685 | 177180 |
| REPUBLIC OF ARGENTINA | 1% 09 Jan 2038 | 648323 | 452912 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2041 | 1528112 | 955238 |
| REPUBLIC OF ARGENTINA | 1% 09 Jul 2029 | 186901 | 151681 |
| REPUBLIC OF COLOMBIA | 6.125% 18 Jan 2041 | 705000 | 573207 |
| REPUBLIC OF COLOMBIA | 5.625% 26 Feb 2044 | 960000 | 711523 |
| REPUBLIC OF COLOMBIA | 5% 15 Jun 2045 | 620000 | 418215 |
| REPUBLIC OF COLOMBIA | 3% 30 Jan 2030 | 1058000 | 880679 |
| REPUBLIC OF COLOMBIA | 8% 20 Apr 2033 | 200000 | 204400 |
| REPUBLIC OF COLOMBIA | 7.5% 02 Feb 2034 | 400000 | 394844 |
| REPUBLIC OF COLOMBIA | 8.75% 14 Nov 2053 | 200000 | 202052 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2030 | 194880 | 135486 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2030 | 699162 | 486078 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2035 | 589407 | 333516 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2035 | 340000 | 192389 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2040 | 240160 | 123106 |
| REPUBLIC OF ECUADOR | 1% 31 Jul 2040 | 450000 | 230670 |
| REPUBLIC OF ECUADOR | 0.01% 31 Jul 2030 | 43568 | 23790 |
| REPUBLIC OF EL SALVADOR | 0.25% 17 Apr 2030 | 645000 | 11817 |
| REPUBLIC OF EL SALVADOR | 9.25% 17 Apr 2030 | 645000 | 682088 |
| REPUBLIC OF EL SALVADOR | 9.65% 21 Nov 2054 | 290000 | 304138 |
| REPUBLIC OF EL SALVADOR | 7.65% 15 Jun 2035 | 430000 | 416876 |
| REPUBLIC OF EL SALVADOR | 7.625% 01 Feb 2041 | 177000 | 164737 |
| REPUBLIC OF EL SALVADOR | 8.625% 28 Feb 2029 | 221000 | 228720 |
| REPUBLIC OF GABON | 6.625% 06 Feb 2031 | 220000 | 163363 |
| REPUBLIC OF GHANA | 0.01% 03 Jul 2026 | 81760 | 75827 |
| REPUBLIC OF GHANA | 1% 03 Jul 2029 | 738310 | 637029 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| REPUBLIC OF GHANA | 0.01% 03 Jan 2030 | 143796 | 110740 |
| REPUBLIC OF GHANA | 1% 03 Jul 2035 | 734140 | 515829 |
| REPUBLIC OF GHANA | 1% 03 Jul 2035 | 60000 | 42158 |
| REPUBLIC OF GHANA | 1% 03 Jul 2029 | 185000 | 159622 |
| REPUBLIC OF GUATEMALA | 6.05% 06 Aug 2031 | 200000 | 195862 |
| REPUBLIC OF GUATEMALA | 6.55% 06 Feb 2037 | 200000 | 196852 |
| REPUBLIC OF GUATEMALA | 4.5% 03 May 2026 | 310000 | 303636 |
| REPUBLIC OF GUATEMALA | 6.125% 01 Jun 2050 | 400000 | 354100 |
| REPUBLIC OF GUATEMALA | 3.7% 07 Oct 2033 | 330000 | 267053 |
| REPUBLIC OF GUATEMALA | 7.05% 04 Oct 2032 | 700000 | 723184 |
| REPUBLIC OF INDONESIA | 4.65% 20 Sep 2032 | 700000 | 667114 |
| REPUBLIC OF INDONESIA | 5.45% 20 Sep 2052 | 300000 | 288843 |
| REPUBLIC OF INDONESIA | 8.5% 12 Oct 2035 | 425000 | 529066 |
| REPUBLIC OF INDONESIA | 7.75% 17 Jan 2038 | 600000 | 723360 |
| REPUBLIC OF INDONESIA | 5.95% 08 Jan 2046 | 250000 | 258095 |
| REPUBLIC OF MONTENEGRO | 7.25% 12 Mar 2031 | 200000 | 205412 |
| REPUBLIC OF NIGERIA | 9.625% 09 Jun 2031 | 200000 | 199718 |
| REPUBLIC OF NIGERIA | 10.375% 09 Dec 2034 | 400000 | 408840 |
| REPUBLIC OF NIGERIA | 8.375% 24 Mar 2029 | 200000 | 193762 |
| REPUBLIC OF NIGERIA | 7.875% 16 Feb 2032 | 200000 | 179550 |
| REPUBLIC OF NIGERIA | 6.5% 28 Nov 2027 | 400000 | 378568 |
| REPUBLIC OF NIGERIA | 7.143% 23 Feb 2030 | 200000 | 180634 |
| REPUBLIC OF PANAMA | 6.7% 26 Jan 2036 | 320000 | 296778 |
| REPUBLIC OF PANAMA | 4.5% 01 Apr 2056 | 250000 | 148285 |
| REPUBLIC OF PANAMA | 6.4% 14 Feb 2035 | 400000 | 362848 |
| REPUBLIC OF PANAMA | 6.853% 28 Mar 2054 | 200000 | 170670 |
| REPUBLIC OF PANAMA | 6.875% 31 Jan 2036 | 330000 | 309118 |
| REPUBLIC OF PANAMA | 7.5% 01 Mar 2031 | 600000 | 608136 |
| REPUBLIC OF PANAMA | 8% 01 Mar 2038 | 200000 | 200376 |
| REPUBLIC OF PANAMA | 7.875% 01 Mar 2057 | 200000 | 192974 |
| REPUBLIC OF PARAGUAY | 6.1% 11 Aug 2044 | 245000 | 231096 |
| REPUBLIC OF PERU | 8.75% 21 Nov 2033 | 405000 | 481707 |
| REPUBLIC OF PERU | 6.85% 12 Feb 2042 | 355000 | 93520 |
| REPUBLIC OF PERU | 2.783% 23 Jan 2031 | 100000 | 85270 |
| REPUBLIC OF PERU | 3.3% 11 Mar 2041 | 670000 | 483640 |
| REPUBLIC OF PERU | 3% 15 Jan 2034 | 275000 | 221073 |
| REPUBLIC OF PERU | 7.3% 12 Aug 2033 | 581000 | 164655 |
| REPUBLIC OF PERU | 5.875% 08 Aug 2054 | 293000 | 278734 |
| REPUBLIC OF PERU | 6.9% 12 Aug 2037 | 877000 | 232699 |
| REPUBLIC OF PHILIPPINES | 6.375% 23 Oct 2034 | 100000 | 107464 |
| REPUBLIC OF PHILIPPINES | 5% 13 Jan 2037 | 210000 | 202507 |
| REPUBLIC OF PHILIPPINES | 3.95% 20 Jan 2040 | 330000 | 274313 |
| REPUBLIC OF PHILIPPINES | 5.609% 13 Apr 2033 | 200000 | 203012 |
| REPUBLIC OF PHILIPPINES | 5.5% 17 Jan 2048 | 200000 | 193986 |
| REPUBLIC OF POLAND | 5.5% 04 Apr 2053 | 315000 | 290112 |
| REPUBLIC OF POLAND | 5.5% 18 Mar 2054 | 340000 | 312684 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| REPUBLIC OF SENEGAL | 4.75% 13 Mar 2028 | 115000 | 109236 |
| REPUBLIC OF SENEGAL | 4.75% 13 Mar 2028 | 100000 | 94987 |
| REPUBLIC OF SERBIA | 2.125% 01 Dec 2030 | 400000 | 325036 |
| REPUBLIC OF SERBIA | 6% 12 Jun 2034 | 220000 | 216586 |
| REPUBLIC OF SERBIA | 1.5% 26 Jun 2029 | 180000 | 167835 |
| REPUBLIC OF SERBIA | 1.5% 26 Jun 2029 | 834000 | 777635 |
| REPUBLIC OF SERBIA | 1.65% 03 Mar 2033 | 770000 | 638275 |
| REPUBLIC OF SERBIA | 1% 23 Sep 2028 | 330000 | 306799 |
| REPUBLIC OF SERBIA | 6.5% 26 Sep 2033 | 496000 | 509283 |
| REPUBLIC OF SOUTH AFRICA | 5.875% 22 Jun 2030 | 200000 | 191324 |
| REPUBLIC OF SOUTH AFRICA | 4.85% 30 Sep 2029 | 400000 | 372244 |
| REPUBLIC OF SOUTH AFRICA | 5.75% 30 Sep 2049 | 485000 | 363309 |
| REPUBLIC OF SOUTH AFRICA | 5.875% 20 Apr 2032 | 400000 | 375572 |
| REPUBLIC OF SOUTH AFRICA | 7.3% 20 Apr 2052 | 400000 | 362764 |
| REPUBLIC OF SOUTH AFRICA | 7.1% 19 Nov 2036 | 215000 | 209386 |
| REPUBLIC OF SOUTH AFRICA | 8.75% 28 Feb 2048 | 39826205 | 1696782 |
| REPUBLIC OF SOUTH AFRICA | 8.5% 31 Jan 2037 | 30038214 | 1350780 |
| REPUBLIC OF SOUTH AFRICA | 8% 31 Jan 2030 | 12682500 | 643783 |
| REPUBLIC OF SOUTH AFRICA | 8.25% 31 Mar 2032 | 51010415 | 2502322 |
| REPUBLIC OF SOUTH AFRICA | 9% 31 Jan 2040 | 7740000 | 349342 |
| REPUBLIC OF SOUTH AFRICA | 6.25% 31 Mar 2036 | 8330000 | 318182 |
| REPUBLIC OF SOUTH AFRICA | 8% 31 Jan 2030 | 5900000 | 299493 |
| REPUBLIC OF SOUTH AFRICA | 8.75% 31 Jan 2044 | 22411349 | 963355 |
| REPUBLIC OF SOUTH AFRICA | 8.875% 28 Feb 2035 | 25320000 | 1221277 |
| REPUBLIC OF SOUTH AFRICA | 10.5% 21 Dec 2026 | 19373103 | 1066989 |
| REPUBLIC OF SRI LANKA | 6.85% 14 Mar 2024 | 210000 | 130725 |
| REPUBLIC OF SRI LANKA | 7.85% 14 Mar 2029 | 200000 | 130750 |
| REPUBLIC OF SRI LANKA | 1% 15 Mar 2033 | 162552 | 123811 |
| REPUBLIC OF SRI LANKA | 1% 15 Feb 2038 | 152416 | 115861 |
| REPUBLIC OF SRI LANKA | 1% 15 Jan 2030 | 82872 | 68906 |
| REPUBLIC OF SRI LANKA | 1% 15 May 2036 | 76176 | 58176 |
| REPUBLIC OF SRI LANKA | 4% 15 Apr 2028 | 107782 | 101482 |
| REPUBLIC OF SRI LANKA | 1% 15 Jun 2035 | 109760 | 80383 |
| REPUBLIC OF SRI LANKA | 0.01% 27 Dec 2024 | 12216 | 12216 |
| REPUBLIC OF SRI LANKA | 6.35% 28 Jun 2024 | 480000 | 303624 |
| REPUBLIC OF TURKIYE | 4.875% 09 Oct 2026 | 315000 | 310448 |
| REPUBLIC OF TURKIYE | 6% 25 Mar 2027 | 200000 | 200316 |
| REPUBLIC OF TURKIYE | 5.75% 11 May 2047 | 400000 | 297668 |
| REPUBLIC OF TURKIYE | 5.25% 13 Mar 2030 | 200000 | 186752 |
| REPUBLIC OF TURKIYE | 5.95% 15 Jan 2031 | 400000 | 379136 |
| REPUBLIC OF TURKIYE | 9.875% 15 Jan 2028 | 220000 | 243148 |
| REPUBLIC OF TURKIYE | 9.375% 19 Jan 2033 | 220000 | 247309 |
| REPUBLIC OF TURKIYE | 9.375% 14 Mar 2029 | 1200000 | 1322940 |
| REPUBLIC OF TURKIYE | 9.125% 13 Jul 2030 | 1120000 | 1237634 |
| REPUBLIC OF TURKIYE | 7.625% 15 May 2034 | 275000 | 279373 |
| REPUBLIC OF TURKIYE | 7.125% 17 Jul 2032 | 400000 | 396292 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| REPUBLIC OF VENEZUELA | 9.25% 15 Sep 2027 | 685000 | 108826 |
| REPUBLIC OF VENEZUELA | 9.25% 07 May 2028 | 285000 | 41003 |
| REPUBLIC OF VENEZUELA | 12.75% 23 Aug 2022 | 450000 | 70110 |
| REPUBLIC OF VENEZUELA | 11.95% 05 Aug 2031 | 640000 | 101229 |
| REPUBLIC OF ZAMBIA | 1% 30 Jun 2033 | 476686 | 417801 |
| REPUBLIC OF ZAMBIA | 0.5% 31 Dec 2053 | 338529 | 193659 |
| REPUBLICA ORIENT URUGUAY | 7.625% 21 Mar 2036 | 540000 | 629932 |
| REPUBLICA ORIENT URUGUAY | 5.1% 18 Jun 2050 | 140000 | 128554 |
| REPUBLICA ORIENT URUGUAY | 8.5% 15 Mar 2028 | 3965000 | 88846 |
| REPUBLICA ORIENT URUGUAY | 5.25% 10 Sep 2060 | 200000 | 182284 |
| ROMANIA | 6% 25 May 2034 | 188000 | 174881 |
| ROMANIA | 6.625% 17 Feb 2028 | 1410000 | 1429627 |
| ROMANIA | 7.125% 17 Jan 2033 | 322000 | 326405 |
| ROMANIA | 6.375% 30 Jan 2034 | 312000 | 298478 |
| ROMANIA | 5.75% 24 Mar 2035 | 242000 | 216036 |
| ROMANIA | 4.125% 11 Mar 2039 | 384000 | 320833 |
| ROMANIA | 4.625% 03 Apr 2049 | 60000 | 50394 |
| ROMANIA | 2.124% 16 Jul 2031 | 190000 | 161978 |
| ROMANIA | 2% 14 Apr 2033 | 560000 | 440210 |
| ROMANIA | 2.125% 07 Mar 2028 | 120000 | 116458 |
| ROMANIA | 6% 25 May 2034 | 300000 | 279066 |
| ROMANIA | 5% 27 Sep 2026 | 310000 | 328192 |
| ROMANIA GOVERNMENT BOND | 3.65% 24 Sep 2031 | 3500000 | 588631 |
| ROMANIA GOVERNMENT BOND | 5% 12 Feb 2029 | 600000 | 115239 |
| ROMANIA GOVERNMENT BOND | 4.85% 22 Apr 2026 | 500000 | 101329 |
| ROMANIA GOVERNMENT BOND | 4.25% 28 Apr 2036 | 1640000 | 259590 |
| ROMANIA GOVERNMENT BOND | 6.7% 25 Feb 2032 | 2090000 | 418779 |
| ROMANIA GOVERNMENT BOND | 7.35% 28 Apr 2031 | 2165000 | 450046 |
| ROMANIA GOVERNMENT BOND | 7.2% 30 Oct 2033 | 625000 | 128796 |
| ROMANIA GOVERNMENT BOND | 7.1% 31 Jul 2034 | 345000 | 70201 |
| ROMANIAN LEU | FOREIGN CURRENCY | 1 | 0 |
| RUSSIAN RUBLE | FOREIGN CURRENCY | 3568404 | 32514 |
| S8ACRJAG8 IRS INR P V 06MMIBOR | 1% 18 Sep 2029 | (545780000) | (6374911) |
| S8ACRJAG8 IRS INR R F 6.31300 | 6.313% 18 Sep 2029 | 545780000 | 6392843 |
| S8AD8DZ24 IRS INR P V 06MMIBOR | 1% 18 Dec 2034 | (150000000) | (1752055) |
| S8AD8DZ24 IRS INR R F 6.31450 | 6.314% 18 Dec 2034 | 150000000 | 1762688 |
| S8AD92AH1 IRS MXN P V 00MTIEF | 1% 13 Mar 2030 | (14250000) | (685335) |
| S8AD92AH1 IRS MXN R F 8.86000 | 8.86% 13 Mar 2030 | 14250000 | 677322 |
| S91ZC0P13 CDS USD P V 03MEVENT | 1% 20 Dec 2026 | (9200000) | (9200000) |
| S91ZC0P13 CDS USD R F 1.00000 | 1% 20 Dec 2026 | 9200000 | 9207619 |
| SASOL FINANCING USA LLC | 8.75% 03 May 2029 | 550000 | 558470 |
| SAUDI ARABIAN OIL CO | 4.25% 16 Apr 2039 | 200000 | 170918 |
| SAUDI INTERNATIONAL BOND | 5.25% 16 Jan 2050 | 270000 | 242614 |
| SAUDI INTERNATIONAL BOND | 5% 18 Jan 2053 | 200000 | 168750 |
| SAUDI INTERNATIONAL BOND | 5% 16 Jan 2034 | 225000 | 218221 |
| SAUDI INTERNATIONAL BOND | 5.75% 16 Jan 2054 | 215000 | 200472 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SAUDI INTERNATIONAL BOND | 4.5% 26 Oct 2046 | 400000 | 322520 |
| SAUDI INTERNATIONAL BOND | 4.625% 04 Oct 2047 | 900000 | 735606 |
| SAUDI INTERNATIONAL BOND | 2.25% 02 Feb 2033 | 200000 | 158820 |
| SAUDI INTERNATIONAL BOND | 5.5% 25 Oct 2032 | 200000 | 201234 |
| SAUDI INTERNATIONAL BOND | 4.625% 04 Oct 2047 | 200000 | 163468 |
| SAUDI INTERNATIONAL BOND | 5.25% 16 Jan 2050 | 705000 | 633492 |
| SENEGAL GOVERNMENT INTERNATION | 5.375% 08 Jun 2037 | 215000 | 157290 |
| SINGAPORE DOLLAR | FOREIGN CURRENCY | 9 | 7 |
| SOL | FOREIGN CURRENCY | 263796 | 70216 |
| SOUTH AFRICAN RAND | FOREIGN CURRENCY | 1017089 | 53900 |
| SOUTHERN GAS CORRIDOR | 6.875% 24 Mar 2026 | 285000 | 288719 |
| SOUTHERN GAS CORRIDOR | 6.875% 24 Mar 2026 | 200000 | 202610 |
| STATE OF QATAR | 4.817% 14 Mar 2049 | 200000 | 180550 |
| STATE OF QATAR | 4.4% 16 Apr 2050 | 500000 | 423075 |
| STATE OF QATAR | 5.103% 23 Apr 2048 | 368000 | 349019 |
| STATE OF QATAR | 5.103% 23 Apr 2048 | 405000 | 384110 |
| SUMMIT DIGITEL INFRASTR | 2.875% 12 Aug 2031 | 200000 | 168906 |
| SWAP BANK OF AMERICA BOC | SWAP CASH COLLATERAL USD | (60000) | (60000) |
| SWAP BANK OF AMERICA COC | SWAP CASH COLLATERAL USD | 59900 | 59900 |
| SWAP BARCLAYS BANK COC | SWAP CASH COLLATERAL USD | (10000) | (10000) |
| SWAP BARCLAYS BANK COC | SWAP CASH COLLATERAL USD | 10000 | 10000 |
| SWAP BNP PARIBAS BOC | SWAP CASH COLLATERAL USD | (130000) | (130000) |
| SWAP CITIBANK BOC | SWAP CASH COLLATERAL USD | (79998) | (79998) |
| SWAP DEUTSCHE BANK COC | SWAP CASH COLLATERAL USD | 130000 | 130000 |
| SWAP MORGAN STANLEY COC | SWAP CASH COLLATERAL USD | 50000 | 50000 |
| SWAP STATE STREET BANK BOC | SWAP CASH COLLATERAL | (60000) | (60000) |
| SWAPS BARCLAYS BOC | SWAP CASH COLLATERAL USD | (70000) | (70000) |
| SWISS FRANC | FOREIGN CURRENCY | 0 | 0 |
| THAILAND BAHT | FOREIGN CURRENCY | 5937652 | 174150 |
| THAILAND GOVERNMENT BOND | 3.58% 17 Dec 2027 | 8040000 | 245999 |
| THAILAND GOVERNMENT BOND | 2.875% 17 Jun 2046 | 3900000 | 117548 |
| THAILAND GOVERNMENT BOND | 2.125% 17 Dec 2026 | 6000000 | 176384 |
| THAILAND GOVERNMENT BOND | 2.875% 17 Dec 2028 | 40058000 | 1211398 |
| THAILAND GOVERNMENT BOND | 3.3% 17 Jun 2038 | 14275000 | 458596 |
| THAILAND GOVERNMENT BOND | 1.875% 17 Jun 2049 | 6630000 | 160845 |
| THAILAND GOVERNMENT BOND | 1.585% 17 Dec 2035 | 15270000 | 417926 |
| THAILAND GOVERNMENT BOND | 2% 17 Jun 2042 | 12906000 | 346049 |
| THAILAND GOVERNMENT BOND | 2% 17 Dec 2031 | 34545000 | 1002874 |
| THAILAND GOVERNMENT BOND | 3.45% 17 Jun 2043 | 23691000 | 773176 |
| THAILAND GOVERNMENT BOND | 3.35% 17 Jun 2033 | 18592000 | 591345 |
| THAILAND GOVERNMENT BOND | 2.25% 17 Mar 2027 | 45945000 | 1354902 |
| THAILAND GOVERNMENT BOND | 2.4% 17 Mar 2029 | 29382000 | 873161 |
| THAILAND GOVERNMENT BOND | 4.875% 22 Jun 2029 | 11300000 | 370863 |
| THAILAND GOVERNMENT BOND | 3.85% 12 Dec 2025 | 46110000 | 1376971 |
| THAILAND GOVERNMENT BOND | 3.65% 20 Jun 2031 | 36380000 | 1163776 |
| THAILAND GOVERNMENT BOND | 3.775% 25 Jun 2032 | 36444000 | 1182872 |
| THAILAND GOVERNMENT BOND | 4.675% 29 Jun 2044 | 3400000 | 130101 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TIERRA MOJADA LUX II SRL | 5.75% 01 Dec 2040 | 203809 | 187316 |
| TIERRA MOJADA LUX II SRL | 5.75% 01 Dec 2040 | 173454 | 159418 |
| TITULOS DE TESORERIA | 6% 28 Apr 2028 | 4941500000 | 985924 |
| TITULOS DE TESORERIA | 7% 30 Jun 2032 | 8724200000 | 1542400 |
| TITULOS DE TESORERIA | 3.75% 16 Jun 2049 | 435176627 | 81104 |
| TITULOS DE TESORERIA | 7.25% 18 Oct 2034 | 5300400000 | 889708 |
| TITULOS DE TESORERIA | 5.75% 03 Nov 2027 | 1287600000 | 262179 |
| TITULOS DE TESORERIA | 7.25% 26 Oct 2050 | 356000000 | 47957 |
| TITULOS DE TESORERIA | 9.25% 28 May 2042 | 500000000 | 87204 |
| TRANSNET SOC LTD | 8.25% 06 Feb 2028 | 400000 | 407152 |
| TULLOW OIL PLC | 10.25% 15 May 2026 | 188000 | 161528 |
| TURKISH LIRA | FOREIGN CURRENCY | 107055 | 3028 |
| TURKIYE GOVERNMENT BOND | 11.7% 13 Nov 2030 | 1830000 | 29409 |
| TURKIYE GOVERNMENT BOND | 17.8% 13 Jul 2033 | 3090000 | 60844 |
| TURKIYE GOVERNMENT BOND | 26.2% 05 Oct 2033 | 26770000 | 724930 |
| TURKIYE GOVERNMENT BOND | 31.08% 08 Nov 2028 | 10430000 | 291467 |
| UAE INT L GOVT BOND | 4.951% 07 Jul 2052 | 220000 | 200957 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2029 | 256708 | 178117 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2034 | 652083 | 364756 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2035 | 520832 | 284536 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2036 | 298377 | 160425 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2030 | 90018 | 48610 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2034 | 336396 | 138794 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2035 | 284279 | 167551 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2036 | 236898 | 138393 |
| UKRAINE GOVERNMENT | 1% 01 Feb 2029 | 85000 | 58977 |
| UKREXIMBANK(BIZ FIN PLC) | 9.75% 22 Jan 2025 | 24063 | 23100 |
| UNITED MEXICAN STATES | 5.75% 31 Dec 2099 | 250000 | 191665 |
| UNITED MEXICAN STATES | 4.6% 23 Jan 2046 | 215000 | 155514 |
| UNITED MEXICAN STATES | 4.875% 19 May 2033 | 200000 | 179016 |
| UNITED MEXICAN STATES | 6.35% 09 Feb 2035 | 700000 | 683627 |
| UNITED MEXICAN STATES | 6% 07 May 2036 | 537000 | 505274 |
| UNITED MEXICAN STATES | 6.4% 07 May 2054 | 200000 | 179392 |
| US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | 1500000 | (15545) |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (200000) | 3125 |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 13200000 | (2609) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 900000 | (4283) |
| US DOLLAR | CURRENCY | 155711 | 155711 |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | 1500000 | (40630) |
| US TREASURY N/B | 3.75% 31 Aug 2026 | 90000 | 89290 |
| US TREASURY N/B | 4.125% 15 Nov 2027 | 200000 | 199125 |
| US TREASURY N/B | 4.25% 30 Nov 2026 | 2095000 | 2094591 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | 1500000 | (49016) |
| YUAN RENMINBI | FOREIGN CURRENCY | (72697670) | (9959608) |
| YUAN RENMINBI OFFSHORE | FOREIGN CURRENCY | 72896319 | 9929350 |

---

------

---

| | |
|:---|:---|
| **Total: EXHIBIT O - Emerging Markets Debt Fund** | $**209162689** |

---

**n / a - Cost is not applicable**

------

**EXHIBIT P - Total Stock Market Index Fund**

**(Managed by State Street Global Advisors)**

**IBM 401(K) AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | 1 800 FLOWERS.COM INC CL A | COMMON STOCK USD.01 | 4256 |  | $34772 |
|  | 10X GENOMICS INC CLASS A | COMMON STOCK USD.00001 | 17523 |  | 251630 |
|  | 1ST SOURCE CORP | COMMON STOCK | 2724 |  | 159027 |
|  | 1STDIBS.COM INC | COMMON STOCK USD.0001 | 4300 |  | 15222 |
|  | 23ANDME HOLDING CO CLASS A | COMMON STOCK USD.0001 | 2605 |  | 8466 |
|  | 2SEVENTY BIO INC | COMMON STOCK USD.0001 | 7640 |  | 22462 |
|  | 3D SYSTEMS CORP | COMMON STOCK USD.001 | 20766 |  | 68112 |
|  | 3M CO | COMMON STOCK USD.01 | 84223 |  | 10872347 |
|  | 4D MOLECULAR THERAPEUTICS IN | COMMON STOCK USD.0001 | 4741 |  | 26407 |
|  | 5E ADVANCED MATERIALS INC | COMMON STOCK USD.01 | 5200 |  | 3328 |
|  | 89BIO INC | COMMON STOCK USD.001 | 12986 |  | 101551 |
|  | 8X8 INC | COMMON STOCK USD.001 | 18537 |  | 49494 |
|  | 908 DEVICES INC | COMMON STOCK | 2271 |  | 4996 |
|  | A MARK PRECIOUS METALS INC | COMMON STOCK USD.01 | 2916 |  | 79898 |
|  | A10 NETWORKS INC | COMMON STOCK USD.00001 | 12298 |  | 226283 |
|  | AAON INC | COMMON STOCK USD.004 | 11148 |  | 1311897 |
|  | AAR CORP | COMMON STOCK USD1.0 | 5666 |  | 347212 |
|  | ABBOTT LABORATORIES | COMMON STOCK | 268480 |  | 30367773 |
|  | ABBVIE INC | COMMON STOCK USD.01 | 273272 |  | 48560434 |
|  | ABEONA THERAPEUTICS INC | COMMON STOCK USD.01 | 5500 |  | 30635 |
|  | ABERCROMBIE + FITCH CO CL A | COMMON STOCK USD.01 | 7921 |  | 1183952 |
|  | ABM INDUSTRIES INC | COMMON STOCK USD.01 | 10931 |  | 559449 |
|  | ABSCI CORP | COMMON STOCK USD.0001 | 11964 |  | 31346 |
|  | ACACIA RESEARCH CORP | COMMON STOCK USD.001 | 7688 |  | 33366 |
|  | ACADEMY SPORTS + OUTDOORS IN | COMMON STOCK USD.01 | 12228 |  | 703477 |
|  | ACADIA HEALTHCARE CO INC | COMMON STOCK USD.01 | 15348 |  | 608548 |
|  | ACADIA PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 18981 |  | 348301 |
|  | ACADIA REALTY TRUST | REIT USD.001 | 14619 |  | 353195 |
|  | ACADIAN ASSET MANAGEMENT INC | COMMON STOCK USD.001 | 5734 |  | 151034 |
|  | ACCEL ENTERTAINMENT INC | COMMON STOCK USD.0001 | 9007 |  | 96195 |
|  | ACCELERATE DIAGNOSTICS INC | COMMON STOCK | 516 |  | 619 |
|  | ACCENTURE PLC CL A | COMMON STOCK USD.0000225 | 96531 |  | 33958640 |
|  | ACCESS NEWSWIRE INC | COMMON STOCK USD.01 | 750 |  | 6705 |
|  | ACCO BRANDS CORP | COMMON STOCK USD.01 | 14135 |  | 74209 |
|  | ACCOLADE INC | COMMON STOCK | 9546 |  | 32647 |
|  | ACCURAY INC | COMMON STOCK USD.001 | 16459 |  | 32589 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ACELYRIN INC | COMMON STOCK USD.00001 | 5700 | 17898 |
| ACHIEVE LIFE SCIENCES INC | COMMON STOCK USD.001 | 2870 | 10102 |
| ACI WORLDWIDE INC | COMMON STOCK USD.005 | 16695 | 866637 |
| ACLARIS THERAPEUTICS INC | COMMON STOCK USD.00001 | 7659 | 18994 |
| ACM RESEARCH INC CLASS A | COMMON STOCK USD.0001 | 7732 | 116753 |
| ACME UNITED CORP | COMMON STOCK USD2.5 | 765 | 28557 |
| ACNB CORP | COMMON STOCK USD2.5 | 1532 | 61020 |
| ACRES COMMERCIAL REALTY CORP | REIT USD.001 | 1225 | 19784 |
| ACTINIUM PHARMACEUTICALS INC | COMMON STOCK USD.01 | 4523 | 5699 |
| ACUITY INC | COMMON STOCK USD.01 | 4926 | 1439032 |
| ACUMEN PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 1778 | 3058 |
| ACUSHNET HOLDINGS CORP | COMMON STOCK USD.001 | 4904 | 348576 |
| ACV AUCTIONS INC A | COMMON STOCK USD.001 | 22610 | 488376 |
| ADAMS RESOURCES + ENERGY INC | COMMON STOCK USD.1 | 379 | 14307 |
| ADAPTHEALTH CORP | COMMON STOCK USD.0001 | 12167 | 115830 |
| ADAPTIVE BIOTECHNOLOGIES | COMMON STOCK USD.0001 | 17073 | 102353 |
| ADDUS HOMECARE CORP | COMMON STOCK USD.001 | 2658 | 333180 |
| ADEIA INC | COMMON STOCK | 16981 | 237394 |
| ADICET BIO INC | COMMON STOCK USD.0001 | 5274 | 5074 |
| ADIENT PLC | COMMON STOCK USD.001 | 15502 | 267099 |
| ADMA BIOLOGICS INC | COMMON STOCK USD.0001 | 35071 | 601468 |
| ADOBE INC | COMMON STOCK USD.0001 | 68139 | 30300051 |
| ADT INC | COMMON STOCK USD.01 | 37835 | 261440 |
| ADTALEM GLOBAL EDUCATION INC | COMMON STOCK USD.01 | 5996 | 544737 |
| ADTRAN HOLDINGS INC | COMMON STOCK USD.01 | 11675 | 97253 |
| ADVANCE AUTO PARTS INC | COMMON STOCK USD.0001 | 9536 | 450957 |
| ADVANCED DRAINAGE SYSTEMS IN | COMMON STOCK USD.01 | 10979 | 1269172 |
| ADVANCED ENERGY INDUSTRIES | COMMON STOCK USD.001 | 6012 | 695168 |
| ADVANCED FLOWER CAPITAL INC | REIT USD.01 | 2553 | 21266 |
| ADVANCED MICRO DEVICES | COMMON STOCK USD.01 | 251349 | 30360446 |
| ADVANSIX INC | COMMON STOCK USD.01 | 4415 | 125783 |
| ADVANTAGE SOLUTIONS INC | COMMON STOCK USD.0001 | 15273 | 44597 |
| ADVENT TECHNOLOGIES HOLDINGS | COMMON STOCK USD.0001 | 221 | 1105 |
| ADVERUM BIOTECHNOLOGIES INC | COMMON STOCK USD.0001 | 1595 | 7449 |
| AECOM | COMMON STOCK USD.01 | 19114 | 2041757 |
| AEHR TEST SYSTEMS | COMMON STOCK USD.01 | 4056 | 67451 |
| AEMETIS INC | COMMON STOCK USD.001 | 4899 | 13178 |
| AEROVATE THERAPEUTICS INC | COMMON STOCK USD.0001 | 1478 | 3917 |
| AEROVIRONMENT INC | COMMON STOCK USD.0001 | 4324 | 665420 |
| AERSALE CORP | COMMON STOCK USD.0001 | 5329 | 33573 |
| AES CORP | COMMON STOCK USD.01 | 112748 | 1451067 |
| AEVA TECHNOLOGIES INC | COMMON STOCK USD.0001 | 2916 | 13851 |
| AEYE INC | COMMON STOCK USD.0001 | 577 | 733 |
| AFFILIATED MANAGERS GROUP | COMMON STOCK USD.01 | 4984 | 921641 |
| AFFIRM HOLDINGS INC | COMMON STOCK USD.00001 | 37948 | 2311033 |
| AFLAC INC | COMMON STOCK USD.1 | 78189 | 8087870 |
| AGCO CORP | COMMON STOCK USD.01 | 10510 | 982475 |
| AGENUS INC | COMMON STOCK USD.01 | 2362 | 6472 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AGILENT TECHNOLOGIES INC | COMMON STOCK USD.01 | 45690 | 6137995 |
| AGILON HEALTH INC | COMMON STOCK USD.01 | 49432 | 93921 |
| AGILYSYS INC | COMMON STOCK USD.3 | 3140 | 413569 |
| AGIOS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 8987 | 295313 |
| AGNC INVESTMENT CORP | REIT USD.01 | 81559 | 751158 |
| AGREE REALTY CORP | REIT USD.0001 | 16098 | 1134104 |
| AIM IMMUNOTECH INC | COMMON STOCK USD.001 | 12690 | 2513 |
| AIR LEASE CORP | COMMON STOCK USD.01 | 13936 | 671855 |
| AIR PRODUCTS + CHEMICALS INC | COMMON STOCK USD1.0 | 34930 | 10131097 |
| AIR TRANSPORT SERVICES GROUP | COMMON STOCK USD.01 | 9412 | 206876 |
| AIRBNB INC CLASS A | COMMON STOCK USD.0001 | 66968 | 8800265 |
| AIRGAIN INC | COMMON STOCK USD.0001 | 1656 | 11691 |
| AIRSCULPT TECHNOLOGIES INC | COMMON STOCK USD.001 | 2111 | 10956 |
| AKAMAI TECHNOLOGIES INC | COMMON STOCK USD.01 | 24916 | 2383215 |
| AKEBIA THERAPEUTICS INC | COMMON STOCK USD.0001 | 25425 | 48308 |
| AKERO THERAPEUTICS INC | COMMON STOCK USD.0001 | 10406 | 289495 |
| AKOYA BIOSCIENCES INC | COMMON STOCK USD.00001 | 3636 | 8326 |
| ALAMO GROUP INC | COMMON STOCK USD.1 | 1680 | 312329 |
| ALARM.COM HOLDINGS INC | COMMON STOCK | 8166 | 496493 |
| ALASKA AIR GROUP INC | COMMON STOCK USD.01 | 20617 | 1334951 |
| ALAUNOS THERAPEUTICS INC | COMMON STOCK USD.001 | 251 | 477 |
| ALBANY INTL CORP CL A | COMMON STOCK USD.001 | 4916 | 393133 |
| ALBEMARLE CORP | COMMON STOCK USD.01 | 19834 | 1707311 |
| ALBERTSONS COS INC CLASS A | COMMON STOCK USD.01 | 35295 | 693194 |
| ALCOA CORP | COMMON STOCK USD.01 | 29145 | 1101098 |
| ALDEYRA THERAPEUTICS INC | COMMON STOCK USD.001 | 7316 | 36507 |
| ALECTOR INC | COMMON STOCK USD.0001 | 9193 | 17375 |
| ALERUS FINANCIAL CORP | COMMON STOCK USD1.0 | 3275 | 63011 |
| ALEXANDER + BALDWIN INC | REIT | 11651 | 206689 |
| ALEXANDER S INC | REIT USD1.0 | 379 | 75823 |
| ALEXANDRIA REAL ESTATE EQUIT | REIT USD.01 | 25120 | 2450456 |
| ALEXZA PHARMACEUTICALS | COMMON STOCK | 14100 | 494 |
| ALICO INC | COMMON STOCK USD1.0 | 900 | 23337 |
| ALIGHT INC CLASS A | COMMON STOCK USD.0001 | 62735 | 434126 |
| ALIGN TECHNOLOGY INC | COMMON STOCK USD.0001 | 11306 | 2357414 |
| ALIGNMENT HEALTHCARE INC | COMMON STOCK USD.001 | 17091 | 192274 |
| ALIGOS THERAPEUTICS INC | COMMON STOCK USD.0001 | 136 | 5418 |
| ALKAMI TECHNOLOGY INC | COMMON STOCK USD.001 | 5800 | 212744 |
| ALKERMES PLC | COMMON STOCK USD.01 | 27243 | 783509 |
| ALLAKOS INC | COMMON STOCK USD.001 | 12403 | 15008 |
| ALLBIRDS INC CL A | COMMON STOCK USD.0001 | 822 | 5729 |
| ALLEGIANT TRAVEL CO | COMMON STOCK USD.001 | 2421 | 227865 |
| ALLEGION PLC | COMMON STOCK USD.01 | 9895 | 1293079 |
| ALLEGRO MICROSYSTEMS INC | COMMON STOCK USD.01 | 11919 | 260549 |
| ALLIANT ENERGY CORP | COMMON STOCK USD.01 | 39525 | 2337509 |
| ALLIENT INC | COMMON STOCK | 2280 | 55358 |
| ALLISON TRANSMISSION HOLDING | COMMON STOCK USD.01 | 14186 | 1532939 |
| ALLOGENE THERAPEUTICS INC | COMMON STOCK USD.001 | 16720 | 35614 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ALLOVIR INC | COMMON STOCK USD.0001 | 8864 | 3723 |
| ALLSTATE CORP | COMMON STOCK USD.01 | 41810 | 8060550 |
| ALLY FINANCIAL INC | COMMON STOCK USD.01 | 40870 | 1471729 |
| ALNYLAM PHARMACEUTICALS INC | COMMON STOCK USD.01 | 19954 | 4695376 |
| ALPHA + OMEGA SEMICONDUCTOR | COMMON STOCK | 3388 | 125458 |
| ALPHA METALLURGICAL RESOURCE | COMMON STOCK USD.01 | 1872 | 374625 |
| ALPHA PRO TECH LTD | COMMON STOCK USD.01 | 2087 | 11040 |
| ALPHA TEKNOVA INC | COMMON STOCK USD.00001 | 1245 | 10396 |
| ALPHABET INC CL A | COMMON STOCK USD.001 | 901040 | 170566872 |
| ALPHABET INC CL C | COMMON STOCK USD.001 | 733860 | 139756298 |
| ALPHATEC HOLDINGS INC | COMMON STOCK USD.0001 | 16355 | 150139 |
| ALPINE INCOME PROPERTY TRUST | REIT USD.01 | 1548 | 25991 |
| ALTA EQUIPMENT GROUP INC | COMMON STOCK USD.0001 | 4300 | 28122 |
| ALTAIR ENGINEERING INC A | COMMON STOCK | 8652 | 944020 |
| ALTICE USA INC A | COMMON STOCK USD.01 | 35517 | 85596 |
| ALTIMMUNE INC | COMMON STOCK USD.0001 | 7307 | 52683 |
| ALTISOURCE PORTFOLIO SOL | COMMON STOCK USD1.0 | 2235 | 1469 |
| ALTO INGREDIENTS INC | COMMON STOCK USD.001 | 12046 | 18792 |
| ALTRIA GROUP INC | COMMON STOCK USD.333 | 261322 | 13664527 |
| ALTUS POWER INC | COMMON STOCK USD.0001 | 7284 | 29646 |
| ALX ONCOLOGY HOLDINGS INC | COMMON STOCK USD.001 | 3469 | 5793 |
| AMALGAMATED FINANCIAL CORP | COMMON STOCK USD.01 | 3384 | 113262 |
| AMAZON.COM INC | COMMON STOCK USD.01 | 1443140 | 316610485 |
| AMBAC FINANCIAL GROUP INC | COMMON STOCK USD.01 | 8121 | 102731 |
| AMBARELLA INC | COMMON STOCK USD.00045 | 5890 | 428439 |
| AMC ENTERTAINMENT HLDS CL A | COMMON STOCK USD.01 | 9466 | 37675 |
| AMC NETWORKS INC A | COMMON STOCK | 4600 | 45540 |
| AMCOR PLC | COMMON STOCK USD.01 | 217907 | 2050505 |
| AMENTUM HOLDINGS INC | COMMON STOCK | 20319 | 427309 |
| AMERANT BANCORP INC | COMMON STOCK USD.1 | 4112 | 92150 |
| AMEREN CORPORATION | COMMON STOCK USD.01 | 42744 | 3810200 |
| AMERESCO INC CL A | COMMON STOCK USD.0001 | 5435 | 127614 |
| AMERICA S CAR MART INC | COMMON STOCK USD.01 | 989 | 50686 |
| AMERICAN AIRLINES GROUP INC | COMMON STOCK USD.01 | 102537 | 1787220 |
| AMERICAN ASSETS TRUST INC | REIT USD.01 | 8387 | 220243 |
| AMERICAN AXLE + MFG HOLDINGS | COMMON STOCK USD.01 | 18180 | 105989 |
| AMERICAN COASTAL INSURANCE C | COMMON STOCK USD.0001 | 4269 | 57461 |
| AMERICAN EAGLE OUTFITTERS | COMMON STOCK USD.01 | 30435 | 507351 |
| AMERICAN ELECTRIC POWER | COMMON STOCK USD6.5 | 82381 | 7598000 |
| AMERICAN EXPRESS CO | COMMON STOCK USD.2 | 86133 | 25563413 |
| AMERICAN FINANCIAL GROUP INC | COMMON STOCK | 10684 | 1462960 |
| AMERICAN HEALTHCARE REIT INC | REIT USD.01 | 10800 | 306936 |
| AMERICAN HOMES 4 RENT A | REIT USD.01 | 47943 | 1794027 |
| AMERICAN INTERNATIONAL GROUP | COMMON STOCK USD2.5 | 96554 | 7029131 |
| AMERICAN OUTDOOR BRANDS INC | COMMON STOCK | 2493 | 37993 |
| AMERICAN PUBLIC EDUCATION | COMMON STOCK USD.01 | 3482 | 75107 |

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| | | | |
|:---|:---|:---|:---|
| AMERICAN RESOURCES CORP | COMMON STOCK USD.0001 | 10870 | 10979 |
| AMERICAN STATES WATER CO | COMMON STOCK | 6019 | 467797 |
| AMERICAN SUPERCONDUCTOR CORP | COMMON STOCK USD.01 | 4455 | 109727 |
| AMERICAN TOWER CORP | REIT USD.01 | 71725 | 13155082 |
| AMERICAN VANGUARD CORP | COMMON STOCK USD.1 | 4866 | 22530 |
| AMERICAN WATER WORKS CO INC | COMMON STOCK USD.01 | 30067 | 3743041 |
| AMERICAN WELL CORP CLASS A | COMMON STOCK USD.01 | 2223 | 16117 |
| AMERICAN WOODMARK CORP | COMMON STOCK | 2555 | 203199 |
| AMERICOLD REALTY TRUST INC | REIT USD.01 | 43022 | 920671 |
| AMERIPRISE FINANCIAL INC | COMMON STOCK USD.01 | 14965 | 7967815 |
| AMERIS BANCORP | COMMON STOCK USD1.0 | 10988 | 687519 |
| AMERISAFE INC | COMMON STOCK USD.01 | 2930 | 151012 |
| AMES NATIONAL CORP | COMMON STOCK USD2.0 | 1749 | 28736 |
| AMETEK INC | COMMON STOCK USD.01 | 34643 | 6244747 |
| AMGEN INC | COMMON STOCK USD.0001 | 83400 | 21737376 |
| AMICUS THERAPEUTICS INC | COMMON STOCK USD.01 | 40056 | 377328 |
| AMKOR TECHNOLOGY INC | COMMON STOCK USD.001 | 16974 | 436062 |
| AMMO INC | COMMON STOCK USD.001 | 13584 | 14942 |
| AMN HEALTHCARE SERVICES INC | COMMON STOCK USD.01 | 6275 | 150098 |
| AMNEAL PHARMACEUTICALS INC | COMMON STOCK USD.01 | 19604 | 155264 |
| AMPCO PITTSBURGH CORP | COMMON STOCK USD1.0 | 2209 | 4617 |
| AMPHASTAR PHARMACEUTICALS IN | COMMON STOCK USD.0001 | 6017 | 223411 |
| AMPHENOL CORP CL A | COMMON STOCK USD.001 | 188466 | 13088964 |
| AMPLIFY ENERGY CORP | COMMON STOCK USD.01 | 5002 | 30012 |
| AMPLITUDE INC CLASS A | COMMON STOCK USD.00001 | 12546 | 132360 |
| AMPRIUS TECHNOLOGIES INC | COMMON STOCK | 2500 | 7000 |
| AMTECH SYSTEMS INC | COMMON STOCK USD.01 | 2560 | 13952 |
| AMYLYX PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 6508 | 24600 |
| AN2 THERAPEUTICS INC | COMMON STOCK USD.00001 | 1600 | 2208 |
| ANALOG DEVICES INC | COMMON STOCK USD.167 | 77254 | 16413385 |
| ANAPTYSBIO INC | COMMON STOCK USD.001 | 3655 | 48392 |
| ANAVEX LIFE SCIENCES CORP | COMMON STOCK USD.001 | 12226 | 131307 |
| ANDERSONS INC/THE | COMMON STOCK | 5001 | 202641 |
| ANGEL OAK MORTGAGE REIT INC | REIT USD.01 | 4001 | 37129 |
| ANGI INC | COMMON STOCK | 10707 | 17774 |
| ANGIODYNAMICS INC | COMMON STOCK USD.01 | 6183 | 56636 |
| ANI PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 2448 | 135325 |
| ANIKA THERAPEUTICS INC | COMMON STOCK USD.01 | 2234 | 36772 |
| ANIXA BIOSCIENCES INC | COMMON STOCK USD.01 | 7813 | 18126 |
| ANNALY CAPITAL MANAGEMENT IN | REIT USD.01 | 86726 | 1587086 |
| ANNEXON INC | COMMON STOCK | 8309 | 42625 |
| ANNOVIS BIO | COMMON STOCK USD.0001 | 735 | 3697 |
| ANSYS INC | COMMON STOCK USD.01 | 13656 | 4606578 |
| ANTERIX INC | COMMON STOCK USD.0001 | 3038 | 93175 |
| ANTERO MIDSTREAM CORP | COMMON STOCK | 56615 | 854320 |
| ANTERO RESOURCES CORP | COMMON STOCK USD.01 | 46318 | 1623446 |

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| | | | |
|:---|:---|:---|:---|
| ANYWHERE REAL ESTATE INC | COMMON STOCK USD.01 | 18900 | 62370 |
| AON PLC CLASS A | COMMON STOCK | 32933 | 11828216 |
| APA CORP | COMMON STOCK USD.625 | 52322 | 1208115 |
| APARTMENT INVT + MGMT CO A | REIT USD.01 | 25147 | 228586 |
| APELLIS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 16494 | 526324 |
| API GROUP CORP | COMMON STOCK USD.0001 | 33290 | 1197441 |
| APOGEE ENTERPRISES INC | COMMON STOCK USD.333 | 4050 | 289211 |
| APOGEE THERAPEUTICS INC | COMMON STOCK USD.00001 | 3000 | 135900 |
| APOLLO COMMERCIAL REAL ESTAT | REIT USD.01 | 21573 | 186822 |
| APOLLO GLOBAL MANAGEMENT INC | COMMON STOCK USD.0001 | 69016 | 11398683 |
| APPFOLIO INC A | COMMON STOCK USD.0001 | 3130 | 772234 |
| APPIAN CORP A | COMMON STOCK USD.0001 | 6492 | 214106 |
| APPLE HOSPITALITY REIT INC | REIT | 35808 | 549653 |
| APPLE INC | COMMON STOCK USD.00001 | 2330886 | 583700472 |
| APPLIED DIGITAL CORP | COMMON STOCK USD.001 | 10300 | 78692 |
| APPLIED INDUSTRIAL TECH INC | COMMON STOCK | 6343 | 1518958 |
| APPLIED MATERIALS INC | COMMON STOCK USD.01 | 127983 | 20813875 |
| APPLIED OPTOELECTRONICS INC | COMMON STOCK USD.001 | 5492 | 202435 |
| APPLIED THERAPEUTICS INC | COMMON STOCK USD.0001 | 3351 | 2869 |
| APPLOVIN CORP CLASS A | COMMON STOCK USD.00003 | 33247 | 10766376 |
| APTARGROUP INC | COMMON STOCK USD.01 | 7307 | 1147930 |
| APTIV PLC | COMMON STOCK USD.01 | 36326 | 2196996 |
| APYX MEDICAL CORP | COMMON STOCK USD.001 | 4778 | 7549 |
| AQUA METALS INC | COMMON STOCK | 535 | 1348 |
| AQUABOUNTY TECHNOLOGIES | COMMON STOCK USD.001 | 528 | 331 |
| AQUESTIVE THERAPEUTICS INC | COMMON STOCK USD.001 | 5760 | 20506 |
| ARAMARK | COMMON STOCK USD.01 | 44120 | 1646117 |
| ARBOR REALTY TRUST INC | REIT USD.01 | 30480 | 422148 |
| ARBUTUS BIOPHARMA CORP | COMMON STOCK | 16340 | 53432 |
| ARCADIUM LITHIUM PLC | COMMON STOCK USD1.0 | 168893 | 866421 |
| ARCBEST CORP | COMMON STOCK USD.01 | 3895 | 363481 |
| ARCELLX INC | COMMON STOCK USD.001 | 5302 | 406610 |
| ARCH CAPITAL GROUP LTD | COMMON STOCK USD.01 | 59213 | 5468321 |
| ARCH RESOURCES INC | COMMON STOCK USD.01 | 3013 | 425496 |
| ARCHER AVIATION INC A | COMMON STOCK USD.0001 | 24968 | 243438 |
| ARCHER DANIELS MIDLAND CO | COMMON STOCK | 73174 | 3696750 |
| ARCHROCK INC | COMMON STOCK USD.01 | 22667 | 564182 |
| ARCOSA INC | COMMON STOCK USD.01 | 7777 | 752347 |
| ARCTURUS THERAPEUTICS HOLDIN | COMMON STOCK USD.001 | 3612 | 61296 |
| ARCUS BIOSCIENCES INC | COMMON STOCK USD.0001 | 8439 | 125657 |
| ARCUTIS BIOTHERAPEUTICS INC | COMMON STOCK USD.0001 | 7195 | 100226 |
| ARDELYX INC | COMMON STOCK USD.000001 | 36348 | 184284 |
| ARENA GROUP HOLDINGS INC/THE | COMMON STOCK USD.01 | 1900 | 2546 |
| ARES COMMERCIAL REAL ESTATE | REIT USD.01 | 7768 | 45754 |
| ARES MANAGEMENT CORP A | COMMON STOCK | 28351 | 5018978 |
| ARGAN INC | COMMON STOCK USD.15 | 2585 | 354248 |
| ARHAUS INC | COMMON STOCK USD.001 | 7313 | 68742 |
| ARIS WATER SOLUTIONS INC A | COMMON STOCK USD.0000001 | 3144 | 75299 |

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| | | | |
|:---|:---|:---|:---|
| ARISTA NETWORKS INC | COMMON STOCK USD.0001 | 159468 | 17625998 |
| ARKO CORP | COMMON STOCK USD.0001 | 11817 | 77874 |
| ARLO TECHNOLOGIES INC | COMMON STOCK USD.001 | 14387 | 160991 |
| ARMADA HOFFLER PROPERTIES IN | REIT USD.01 | 10080 | 103118 |
| ARMOUR RESIDENTIAL REIT INC | REIT USD.0001 | 7522 | 141865 |
| ARMSTRONG WORLD INDUSTRIES | COMMON STOCK USD.01 | 7287 | 1029872 |
| ARRAY TECHNOLOGIES INC | COMMON STOCK USD.001 | 22464 | 135683 |
| ARROW ELECTRONICS INC | COMMON STOCK USD1.0 | 7600 | 859712 |
| ARROW FINANCIAL CORP | COMMON STOCK USD1.0 | 2667 | 76570 |
| ARROWHEAD PHARMACEUTICALS IN | COMMON STOCK USD.001 | 17662 | 332046 |
| ARS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 6331 | 66792 |
| ARTERIS INC | COMMON STOCK USD.001 | 1071 | 10913 |
| ARTESIAN RESOURCES CORP CL A | COMMON STOCK USD1.0 | 1610 | 50908 |
| ARTHUR J GALLAGHER + CO | COMMON STOCK USD1.0 | 38542 | 10940147 |
| ARTISAN PARTNERS ASSET MA A | COMMON STOCK USD.01 | 11141 | 479620 |
| ARTIVION INC | COMMON STOCK USD.01 | 6941 | 198443 |
| ARVINAS INC | COMMON STOCK USD.001 | 8904 | 170690 |
| ASANA INC CL A | COMMON STOCK USD.00001 | 12942 | 262334 |
| ASBURY AUTOMOTIVE GROUP | COMMON STOCK USD.01 | 3411 | 828975 |
| ASCENT INDUSTRIES CO | COMMON STOCK USD1.0 | 1546 | 17284 |
| ASGN INC | COMMON STOCK USD.01 | 7531 | 627634 |
| ASHFORD HOSPITALITY TRUST | REIT USD.01 | 470 | 3379 |
| ASHLAND INC | COMMON STOCK | 8338 | 595833 |
| ASPEN AEROGELS INC | COMMON STOCK USD.00001 | 9293 | 110401 |
| ASPEN TECHNOLOGY INC | COMMON STOCK USD.0001 | 4722 | 1178753 |
| ASPIRA WOMEN S HEALTH INC | COMMON STOCK USD.0001 | 684 | 482 |
| ASSEMBLY BIOSCIENCES INC | COMMON STOCK USD.001 | 1642 | 25911 |
| ASSERTIO HOLDINGS INC | COMMON STOCK | 12528 | 10913 |
| ASSOCIATED BANC CORP | COMMON STOCK USD.01 | 25139 | 600822 |
| ASSURANT INC | COMMON STOCK USD.01 | 8520 | 1816634 |
| ASSURED GUARANTY LTD | COMMON STOCK USD.01 | 9272 | 834573 |
| AST SPACEMOBILE INC | COMMON STOCK USD.0001 | 14767 | 311584 |
| ASTEC INDUSTRIES INC | COMMON STOCK USD.2 | 3640 | 122304 |
| ASTERA LABS INC | COMMON STOCK USD.0001 | 3300 | 437085 |
| ASTRANA HEALTH INC | COMMON STOCK USD.001 | 6605 | 208256 |
| ASTRIA THERAPEUTICS INC | COMMON STOCK USD.001 | 2200 | 19668 |
| ASTRONICS CORP | COMMON STOCK USD.01 | 4314 | 68851 |
| ASTRONOVA INC | COMMON STOCK USD.05 | 1789 | 21486 |
| ASURE SOFTWARE INC | COMMON STOCK USD.01 | 3164 | 29773 |
| AT+T INC | COMMON STOCK USD1.0 | 1100843 | 25066195 |
| ATARA BIOTHERAPEUTICS INC | COMMON STOCK USD.0001 | 540 | 7187 |
| ATEA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 14100 | 47235 |
| ATERIAN INC | COMMON STOCK USD.0001 | 764 | 1834 |
| ATHIRA PHARMA INC | COMMON STOCK USD.0001 | 5705 | 3347 |
| ATI INC | COMMON STOCK USD.1 | 20917 | 1151272 |
| ATKORE INC | COMMON STOCK USD.01 | 5566 | 464483 |

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| | | | |
|:---|:---|:---|:---|
| ATLANTA BRAVES HOLDINGS IN A | COMMON STOCK USD.01 | 1705 | 69564 |
| ATLANTA BRAVES HOLDINGS IN C | COMMON STOCK USD.01 | 6042 | 231167 |
| ATLANTIC UNION BANKSHARES CO | COMMON STOCK USD1.33 | 13986 | 529790 |
| ATLANTICUS HOLDINGS CORP | COMMON STOCK | 781 | 43564 |
| ATLAS ENERGY SOLUTIONS INC | COMMON STOCK | 3600 | 79848 |
| ATLASSIAN CORP CL A | COMMON STOCK USD.00001 | 25200 | 6133176 |
| ATMOS ENERGY CORP | COMMON STOCK | 20093 | 2798352 |
| ATMUS FILTRATION TECHNOLOGIE | COMMON STOCK | 12449 | 487752 |
| ATN INTERNATIONAL INC | COMMON STOCK USD.01 | 1777 | 29871 |
| ATOMERA INC | COMMON STOCK USD.001 | 3442 | 39927 |
| ATOSSA THERAPEUTICS INC | COMMON STOCK USD.001 | 21238 | 20051 |
| ATRICURE INC | COMMON STOCK USD.001 | 7441 | 227397 |
| ATYR PHARMA INC | COMMON STOCK USD.001 | 2709 | 9807 |
| AUBURN NATL BANCORPORATION | COMMON STOCK USD.01 | 572 | 13436 |
| AURA BIOSCIENCES INC | COMMON STOCK USD.00001 | 2961 | 24339 |
| AURORA INNOVATION INC | COMMON STOCK USD.0001 | 132422 | 834259 |
| AUTHID INC | COMMON STOCK USD.0001 | 422 | 2540 |
| AUTODESK INC | COMMON STOCK USD.01 | 33273 | 9834501 |
| AUTOLIV INC | COMMON STOCK USD1.0 | 12101 | 1134953 |
| AUTOMATIC DATA PROCESSING | COMMON STOCK USD.1 | 62455 | 18282452 |
| AUTONATION INC | COMMON STOCK USD.01 | 4001 | 679530 |
| AUTOZONE INC | COMMON STOCK USD.01 | 2626 | 8408452 |
| AVALONBAY COMMUNITIES INC | REIT USD.01 | 22157 | 4873875 |
| AVANOS MEDICAL INC | COMMON STOCK USD.01 | 7618 | 121279 |
| AVANTOR INC | COMMON STOCK USD.01 | 111661 | 2352697 |
| AVEANNA HEALTHCARE HOLDINGS | COMMON STOCK USD.01 | 7041 | 32177 |
| AVEPOINT INC | COMMON STOCK USD.0001 | 14453 | 238619 |
| AVERY DENNISON CORP | COMMON STOCK USD1.0 | 12203 | 2283547 |
| AVIAT NETWORKS INC | COMMON STOCK USD.01 | 1778 | 32200 |
| AVID BIOSERVICES INC | COMMON STOCK USD.001 | 10085 | 124550 |
| AVIDITY BIOSCIENCES INC | COMMON STOCK | 11015 | 320316 |
| AVIDXCHANGE HOLDINGS INC | COMMON STOCK USD.001 | 28236 | 291960 |
| AVIENT CORP | COMMON STOCK USD.01 | 15120 | 617803 |
| AVIS BUDGET GROUP INC | COMMON STOCK USD.01 | 3341 | 269318 |
| AVISTA CORP | COMMON STOCK | 12837 | 470219 |
| AVITA MEDICAL INC | COMMON STOCK | 3717 | 47578 |
| AVNET INC | COMMON STOCK USD1.0 | 12549 | 656564 |
| AWARE INC/MASS | COMMON STOCK USD.01 | 3032 | 5912 |
| AXALTA COATING SYSTEMS LTD | COMMON STOCK USD1.0 | 36937 | 1263984 |
| AXCELIS TECHNOLOGIES INC | COMMON STOCK USD.001 | 5403 | 377508 |
| AXIS CAPITAL HOLDINGS LTD | COMMON STOCK USD.0125 | 12625 | 1118828 |
| AXOGEN INC | COMMON STOCK USD.01 | 6375 | 105060 |
| AXON ENTERPRISE INC | COMMON STOCK USD.00001 | 11219 | 6667676 |
| AXOS FINANCIAL INC | COMMON STOCK USD.01 | 8560 | 597916 |
| AXSOME THERAPEUTICS INC | COMMON STOCK USD.0001 | 6436 | 544550 |
| AXT INC | COMMON STOCK USD.001 | 6568 | 14253 |

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| | | | |
|:---|:---|:---|:---|
| AZEK CO INC/THE | COMMON STOCK | 24356 | 1156179 |
| AZENTA INC | COMMON STOCK USD.01 | 8845 | 442250 |
| AZZ INC | COMMON STOCK USD1.0 | 3998 | 327516 |
| B. RILEY FINANCIAL INC | COMMON STOCK USD.0001 | 2643 | 12131 |
| B+G FOODS INC | COMMON STOCK USD.01 | 10396 | 71628 |
| BABCOCK + WILCOX ENTERPR | COMMON STOCK USD.01 | 12056 | 19772 |
| BACKBLAZE INC A | COMMON STOCK USD.001 | 1294 | 7790 |
| BADGER METER INC | COMMON STOCK USD1.0 | 4877 | 1034509 |
| BAKER HUGHES CO | COMMON STOCK USD.0001 | 153036 | 6277537 |
| BAKKT HOLDINGS INC | COMMON STOCK USD.0001 | 704 | 17438 |
| BALCHEM CORP | COMMON STOCK USD.0667 | 5200 | 847574 |
| BALDWIN INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 10089 | 391050 |
| BALL CORP | COMMON STOCK | 47638 | 2626283 |
| BALLY S CORP | COMMON STOCK USD.01 | 4962 | 88770 |
| BANC OF CALIFORNIA INC | COMMON STOCK USD.01 | 21905 | 338651 |
| BANCFIRST CORP | COMMON STOCK USD1.0 | 2580 | 302324 |
| BANCORP INC/THE | COMMON STOCK USD1.0 | 9117 | 479828 |
| BANDWIDTH INC CLASS A | COMMON STOCK USD.001 | 3843 | 65408 |
| BANK FIRST CORP | COMMON STOCK USD1.0 | 1253 | 124160 |
| BANK OF AMERICA CORP | COMMON STOCK USD.01 | 1030110 | 45273335 |
| BANK OF HAWAII CORP | COMMON STOCK USD.01 | 6658 | 474316 |
| BANK OF MARIN BANCORP/CA | COMMON STOCK | 2546 | 60518 |
| BANK OF NEW YORK MELLON CORP | COMMON STOCK USD.01 | 112223 | 8622093 |
| BANK OZK | COMMON STOCK | 17460 | 777494 |
| BANK7 CORP | COMMON STOCK USD.01 | 700 | 32662 |
| BANKFINANCIAL CORP | COMMON STOCK USD.01 | 3079 | 39088 |
| BANKUNITED INC | COMMON STOCK USD.01 | 11622 | 443612 |
| BANKWELL FINANCIAL GROUP INC | COMMON STOCK | 1336 | 41616 |
| BANNER CORPORATION | COMMON STOCK USD.01 | 5583 | 372777 |
| BAR HARBOR BANKSHARES | COMMON STOCK USD2.0 | 2370 | 72475 |
| BARK INC | COMMON STOCK USD.0001 | 13467 | 24779 |
| BARNES + NOBLE EDUCATION INC | COMMON STOCK USD.01 | 55 | 552 |
| BARNES GROUP INC | COMMON STOCK USD.01 | 8292 | 391880 |
| BARRETT BUSINESS SVCS INC | COMMON STOCK USD.01 | 4236 | 184012 |
| BASSETT FURNITURE INDS | COMMON STOCK USD5.0 | 1928 | 26664 |
| BATH + BODY WORKS INC | COMMON STOCK USD.5 | 37479 | 1453061 |
| BAXTER INTERNATIONAL INC | COMMON STOCK USD1.0 | 82937 | 2418443 |
| BAYCOM CORP | COMMON STOCK | 2592 | 69569 |
| BCB BANCORP INC | COMMON STOCK | 2120 | 25101 |
| BEACHBODY CO INC/THE | COMMON STOCK USD.0001 | 322 | 1980 |
| BEACON ROOFING SUPPLY INC | COMMON STOCK USD.01 | 8664 | 880089 |
| BEAM GLOBAL | COMMON STOCK USD.001 | 1085 | 3439 |
| BEAM THERAPEUTICS INC | COMMON STOCK USD.01 | 11460 | 284208 |
| BEAUTY HEALTH CO/THE | COMMON STOCK USD.0001 | 15650 | 24884 |
| BEAZER HOMES USA INC | COMMON STOCK USD.001 | 4525 | 124257 |
| BECTON DICKINSON AND CO | COMMON STOCK USD1.0 | 44244 | 10037636 |
| BEL FUSE INC CL B | COMMON STOCK USD.1 | 2120 | 174836 |
| BELDEN INC | COMMON STOCK USD.01 | 6815 | 767437 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | BELLRING BRANDS INC | COMMON STOCK USD.01 | 18744 | 1412173 |
| | BENCHMARK ELECTRONICS INC | COMMON STOCK USD.1 | 6190 | 281026 |
| | BENSON HILL INC | COMMON STOCK USD.0001 | 623 | 1227 |
| | BENTLEY SYSTEMS INC CLASS B | COMMON STOCK USD.01 | 24801 | 1158207 |
| | BERKSHIRE HATHAWAY INC CL A | COMMON STOCK USD5.0 | 186 | 126651120 |
| | BERKSHIRE HATHAWAY INC CL B | COMMON STOCK USD.0033 | 3661 | 1659458 |
| | BERKSHIRE HILLS BANCORP INC | COMMON STOCK USD.01 | 7536 | 214248 |
| | BERRY CORP | COMMON STOCK USD.001 | 10529 | 43485 |
| | BERRY GLOBAL GROUP INC | COMMON STOCK USD.01 | 17407 | 1125711 |
| | BEST BUY CO INC | COMMON STOCK USD.1 | 31454 | 2698753 |
| | BETTER CHOICE CO INC | COMMON STOCK USD.001 | 65 | 153 |
| | BEYOND AIR INC | COMMON STOCK | 2907 | 1042 |
| | BEYOND INC | COMMON STOCK USD.0001 | 6986 | 34441 |
| | BEYOND MEAT INC | COMMON STOCK USD.0001 | 9447 | 35521 |
| | BGC GROUP INC A | COMMON STOCK USD.01 | 64648 | 585711 |
| | BGSF INC | COMMON STOCK USD.01 | 1900 | 9956 |
| | BIG 5 SPORTING GOODS CORP | COMMON STOCK USD.01 | 3261 | 5837 |
| | BIGCOMMERCE HOLDINGS SER 1 | COMMON STOCK USD.0001 | 9806 | 60013 |
| | BIGLARI HOLDINGS INC B | COMMON STOCK | 150 | 38144 |
| | BILL HOLDINGS INC | COMMON STOCK USD.00001 | 15727 | 1332234 |
| | BIO RAD LABORATORIES A | COMMON STOCK USD.0001 | 3350 | 1100509 |
| | BIO TECHNE CORP | COMMON STOCK USD.01 | 25200 | 1815156 |
| | BIOATLA INC | COMMON STOCK USD.0001 | 6601 | 3903 |
| | BIOCRYST PHARMACEUTICALS INC | COMMON STOCK USD.01 | 29237 | 219862 |
| | BIOGEN INC | COMMON STOCK USD.0005 | 23277 | 3559519 |
| | BIOHAVEN LTD | COMMON STOCK | 10558 | 394341 |
| | BIOLIFE SOLUTIONS INC | COMMON STOCK USD.001 | 5978 | 155189 |
| | BIOMARIN PHARMACEUTICAL INC | COMMON STOCK USD.001 | 31627 | 2078843 |
| | BIOMEA FUSION INC | COMMON STOCK USD.0001 | 4115 | 15966 |
| | BIONANO GENOMICS INC | COMMON STOCK USD.0001 | 4493 | 1296 |
| | BIOTE CORP A | COMMON STOCK USD.0001 | 4600 | 28428 |
| | BIOVENTUS INC A | COMMON STOCK USD.001 | 2985 | 31343 |
| | BIOXCEL THERAPEUTICS INC | COMMON STOCK USD.001 | 3407 | 1274 |
| | BJ S RESTAURANTS INC | COMMON STOCK | 3361 | 118089 |
| | BJ S WHOLESALE CLUB HOLDINGS | COMMON STOCK USD.01 | 21720 | 1940682 |
| | BLACK DIAMOND THERAPEUTICS I | COMMON STOCK | 4776 | 10221 |
| | BLACK HILLS CORP | COMMON STOCK USD1.0 | 11132 | 651445 |
| | BLACKBAUD INC | COMMON STOCK USD.001 | 6383 | 471831 |
| | BLACKLINE INC | COMMON STOCK USD.01 | 8386 | 509533 |
| \* | BLACKROCK INC | COMMON STOCK USD.01 | 22572 | 23138783 |
|  | BLACKSKY TECHNOLOGY INC | COMMON STOCK USD.0001 | 1161 | 12527 |
|  | BLACKSTONE INC | COMMON STOCK USD.00001 | 111541 | 19231899 |
|  | BLACKSTONE MORTGAGE TRU CL A | REIT USD.01 | 28049 | 488333 |
|  | BLADE AIR MOBILITY INC | COMMON STOCK USD.0001 | 8230 | 34978 |
|  | BLEND LABS INC A | COMMON STOCK USD.00001 | 33957 | 142959 |
|  | BLINK CHARGING CO | COMMON STOCK USD.001 | 5462 | 7592 |
|  | BLOCK INC | COMMON STOCK USD.0000001 | 87906 | 7471131 |
|  | BLOOM ENERGY CORP A | COMMON STOCK USD.0001 | 34568 | 767755 |

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| | | | |
|:---|:---|:---|:---|
| BLOOMIN BRANDS INC | COMMON STOCK USD.01 | 13546 | 165397 |
| BLUE BIRD CORP | COMMON STOCK USD.0001 | 3774 | 145790 |
| BLUE FOUNDRY BANCORP | COMMON STOCK USD.01 | 4917 | 48236 |
| BLUE OWL CAPITAL INC | COMMON STOCK USD.0001 | 65514 | 1523856 |
| BLUE RIDGE BANKSHARES INC | COMMON STOCK USD5.0 | 1902 | 6124 |
| BLUEBIRD BIO INC | COMMON STOCK USD.01 | 721 | 6013 |
| BLUELINX HOLDINGS INC | COMMON STOCK USD.01 | 1708 | 174489 |
| BLUEPRINT MEDICINES CORP | COMMON STOCK USD.001 | 9983 | 870717 |
| BM TECHNOLOGIES INC | COMMON STOCK USD.0001 | 1033 | 5051 |
| BOEING CO/THE | COMMON STOCK USD5.0 | 114747 | 20310219 |
| BOISE CASCADE CO | COMMON STOCK USD.01 | 6433 | 764626 |
| BOK FINANCIAL CORPORATION | COMMON STOCK USD.00006 | 1877 | 199807 |
| BOLT BIOTHERAPEUTICS INC | COMMON STOCK USD.00001 | 2020 | 1081 |
| BOOKING HOLDINGS INC | COMMON STOCK USD.008 | 5145 | 25562521 |
| BOOT BARN HOLDINGS INC | COMMON STOCK USD.0001 | 4806 | 729647 |
| BOOZ ALLEN HAMILTON HOLDINGS | COMMON STOCK USD.01 | 19695 | 2534747 |
| BORGWARNER INC | COMMON STOCK USD.01 | 34171 | 1086296 |
| BOSTON BEER COMPANY INC A | COMMON STOCK USD.01 | 1501 | 450270 |
| BOSTON OMAHA CORP CL A | COMMON STOCK | 2764 | 39194 |
| BOSTON SCIENTIFIC CORP | COMMON STOCK USD.01 | 227897 | 20355760 |
| BOWMAN CONSULTING GROUP LTD | COMMON STOCK USD.01 | 2131 | 53168 |
| BOX INC CLASS A | COMMON STOCK USD.0001 | 23134 | 731034 |
| BOXLIGHT CORP CLASS A | COMMON STOCK USD.0001 | 1016 | 388 |
| BOYD GAMING CORP | COMMON STOCK USD.01 | 11287 | 818759 |
| BRADY CORPORATION CL A | COMMON STOCK USD.01 | 7373 | 544496 |
| BRAEMAR HOTELS + RESORTS INC | REIT USD.01 | 11050 | 33150 |
| BRAINSTORM CELL THERAPEUTICS | COMMON STOCK USD.0001 | 397 | 901 |
| BRANDYWINE REALTY TRUST | REIT USD.01 | 27826 | 155826 |
| BRAZE INC A | COMMON STOCK USD.0001 | 8682 | 363602 |
| BRC INC A | COMMON STOCK USD.0001 | 7228 | 22913 |
| BREAD FINANCIAL HOLDINGS INC | COMMON STOCK USD.01 | 8084 | 493609 |
| BRIDGE INVESTMENT GRP HDS A | COMMON STOCK USD.01 | 3211 | 26972 |
| BRIDGEBIO PHARMA INC | COMMON STOCK | 19625 | 538510 |
| BRIDGEWATER BANCSHARES INC | COMMON STOCK USD.001 | 3569 | 48217 |
| BRIGHT HORIZONS FAMILY SOLUT | COMMON STOCK USD.001 | 9479 | 1050747 |
| BRIGHTCOVE | COMMON STOCK USD.001 | 6536 | 28432 |
| BRIGHTHOUSE FINANCIAL INC | COMMON STOCK USD.01 | 9735 | 467669 |
| BRIGHTSPIRE CAPITAL INC | REIT USD.01 | 24176 | 136353 |
| BRIGHTSPRING HEALTH SERVICES | COMMON STOCK USD100.0 | 8700 | 148161 |
| BRIGHTVIEW HOLDINGS INC | COMMON STOCK USD.01 | 8050 | 128720 |
| BRILLIANT EARTH GROUP INC A | COMMON STOCK USD.0001 | 1879 | 3946 |
| BRINK S CO/THE | COMMON STOCK USD1.0 | 7357 | 682509 |
| BRINKER INTERNATIONAL INC | COMMON STOCK USD.1 | 7378 | 976036 |
| BRISTOL MYERS SQUIBB CO | COMMON STOCK USD.1 | 314524 | 17789477 |
| BRISTOW GROUP INC | COMMON STOCK USD.01 | 3842 | 131781 |
| BRIXMOR PROPERTY GROUP INC | REIT USD.01 | 50490 | 1405642 |
| BROADCOM INC | COMMON STOCK | 720570 | 167056949 |
| BROADRIDGE FINANCIAL SOLUTIO | COMMON STOCK USD.01 | 18445 | 4170230 |

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| | | | |
|:---|:---|:---|:---|
| BROADSTONE NET LEASE INC | REIT USD.00025 | 31733 | 503285 |
| BROADWAY FINANCIAL CORP/DE | COMMON STOCK USD.01 | 824 | 5644 |
| BROOKDALE SENIOR LIVING INC | COMMON STOCK USD.01 | 31274 | 157308 |
| BROOKLINE BANCORP INC | COMMON STOCK USD.01 | 14294 | 168669 |
| BROWN + BROWN INC | COMMON STOCK USD.1 | 36585 | 3732402 |
| BROWN FORMAN CORP CLASS A | COMMON STOCK USD.15 | 8615 | 324699 |
| BROWN FORMAN CORP CLASS B | COMMON STOCK USD.15 | 30159 | 1145439 |
| BRT APARTMENTS CORP | REIT USD3.0 | 1800 | 32454 |
| BRUKER CORP | COMMON STOCK USD.01 | 15128 | 886803 |
| BRUNSWICK CORP | COMMON STOCK USD.75 | 11797 | 763030 |
| BUCKLE INC/THE | COMMON STOCK USD.01 | 4827 | 245260 |
| BUILD A BEAR WORKSHOP INC | COMMON STOCK USD.01 | 1804 | 83056 |
| BUILDERS FIRSTSOURCE INC | COMMON STOCK USD.01 | 18572 | 2654496 |
| BUMBLE INC A | COMMON STOCK USD.01 | 17032 | 138640 |
| BUNGE GLOBAL SA | COMMON STOCK USD.01 | 21544 | 1675261 |
| BURKE + HERBERT FINANCIAL SE | COMMON STOCK | 1154 | 71963 |
| BURLINGTON STORES INC | COMMON STOCK USD.0001 | 9767 | 2784181 |
| BUSINESS FIRST BANCSHARES | COMMON STOCK USD1.0 | 4516 | 116061 |
| BUTTERFLY NETWORK INC | COMMON STOCK USD.0001 | 20812 | 64933 |
| BUZZFEED INC | COMMON STOCK USD.0001 | 1455 | 3885 |
| BWX TECHNOLOGIES INC | COMMON STOCK USD.01 | 15236 | 1697138 |
| BXP INC | REIT USD.01 | 23501 | 1747534 |
| BYLINE BANCORP INC | COMMON STOCK USD.01 | 5969 | 173101 |
| BYRNA TECHNOLOGIES INC | COMMON STOCK USD.001 | 2585 | 74474 |
| C + F FINANCIAL CORP | COMMON STOCK USD1.0 | 641 | 45671 |
| C.H. ROBINSON WORLDWIDE INC | COMMON STOCK USD.1 | 17220 | 1779170 |
| C3.AI INC A | COMMON STOCK USD.001 | 14911 | 513386 |
| C4 THERAPEUTICS INC | COMMON STOCK USD.0001 | 6120 | 22032 |
| CABALETTA BIO INC | COMMON STOCK USD.00001 | 5760 | 13075 |
| CABLE ONE INC | COMMON STOCK USD.01 | 705 | 255295 |
| CABOT CORP | COMMON STOCK USD1.0 | 9081 | 829186 |
| CACI INTERNATIONAL INC CL A | COMMON STOCK USD.1 | 3611 | 1459061 |
| CACTUS INC A | COMMON STOCK USD.01 | 10911 | 636766 |
| CADENCE BANK | COMMON STOCK USD2.5 | 30806 | 1061267 |
| CADENCE DESIGN SYS INC | COMMON STOCK USD.01 | 42464 | 12758733 |
| CADIZ INC | COMMON STOCK USD.01 | 3191 | 16593 |
| CADRE HOLDINGS INC | COMMON STOCK USD.01 | 2510 | 81073 |
| CAESARS ENTERTAINMENT INC | COMMON STOCK | 36279 | 1212444 |
| CAL MAINE FOODS INC | COMMON STOCK USD.01 | 6698 | 689358 |
| CALAVO GROWERS INC | COMMON STOCK USD.001 | 2969 | 75710 |
| CALERES INC | COMMON STOCK USD.01 | 6359 | 147274 |
| CALIFORNIA RESOURCES CORP | COMMON STOCK USD.01 | 10716 | 556053 |
| CALIFORNIA WATER SERVICE GRP | COMMON STOCK USD.01 | 9303 | 421705 |
| CALIX INC | COMMON STOCK | 9873 | 344272 |
| CAMBIUM NETWORKS CORP | COMMON STOCK USD.0001 | 1839 | 1186 |
| CAMDEN NATIONAL CORP | COMMON STOCK | 2530 | 108132 |

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| | | | |
|:---|:---|:---|:---|
| CAMDEN PROPERTY TRUST | REIT USD.01 | 17369 | 2015499 |
| CAMPING WORLD HOLDINGS INC A | COMMON STOCK USD.01 | 6786 | 143049 |
| CANNAE HOLDINGS INC | COMMON STOCK USD.0001 | 11677 | 231905 |
| CANOO INC | COMMON STOCK USD.0001 | 86 | 121 |
| CANTALOUPE INC | COMMON STOCK | 9682 | 92076 |
| CAPITAL BANCORP INC/MD | COMMON STOCK USD.01 | 1352 | 38532 |
| CAPITAL CITY BANK GROUP INC | COMMON STOCK USD.01 | 2215 | 81180 |
| CAPITAL ONE FINANCIAL CORP | COMMON STOCK USD.01 | 58961 | 10513926 |
| CAPITOL FEDERAL FINANCIAL IN | COMMON STOCK USD.01 | 21076 | 124559 |
| CAPRI HOLDINGS LTD | COMMON STOCK | 19262 | 405658 |
| CAPRICOR THERAPEUTICS INC | COMMON STOCK USD.001 | 4676 | 64529 |
| CARA THERAPEUTICS INC | COMMON STOCK USD.001 | 646 | 3954 |
| CARDIFF ONCOLOGY INC | COMMON STOCK USD.0001 | 4730 | 20528 |
| CARDINAL HEALTH INC | COMMON STOCK | 35530 | 4202133 |
| CARDLYTICS INC | COMMON STOCK USD.0001 | 5413 | 20082 |
| CARECLOUD INC | COMMON STOCK USD.001 | 2000 | 7320 |
| CAREDX INC | COMMON STOCK USD.001 | 8598 | 184083 |
| CARETRUST REIT INC | REIT USD.01 | 20252 | 547817 |
| CARGURUS INC | COMMON STOCK USD.001 | 14058 | 513679 |
| CARIBOU BIOSCIENCES INC | COMMON STOCK USD.0001 | 9713 | 15444 |
| CARISMA THERAPEUTICS INC | COMMON STOCK USD.001 | 1430 | 599 |
| CARLISLE COS INC | COMMON STOCK USD1.0 | 7289 | 2688475 |
| CARLYLE GROUP INC/THE | COMMON STOCK USD1.0 | 32635 | 1647741 |
| CARMAX INC | COMMON STOCK USD.5 | 25456 | 2081283 |
| CARNIVAL CORP | COMMON STOCK USD.01 | 164332 | 4095153 |
| CARPARTS.COM INC | COMMON STOCK USD.001 | 8007 | 8648 |
| CARPENTER TECHNOLOGY | COMMON STOCK USD5.0 | 7743 | 1314065 |
| CARRIAGE SERVICES INC | COMMON STOCK USD.01 | 2440 | 97234 |
| CARRIER GLOBAL CORP | COMMON STOCK USD.01 | 129048 | 8808816 |
| CARS.COM INC | COMMON STOCK USD.01 | 10195 | 176679 |
| CARTER BANKSHARES INC | COMMON STOCK USD1.0 | 4730 | 83201 |
| CARTER S INC | COMMON STOCK USD.01 | 3712 | 201153 |
| CARTESIAN THERAPEUTICS INC | COMMON STOCK USD.0001 | 410 | 7343 |
| CARVANA CO | COMMON STOCK USD.001 | 15608 | 3174043 |
| CASELLA WASTE SYSTEMS INC A | COMMON STOCK USD.01 | 9339 | 988160 |
| CASEY S GENERAL STORES INC | COMMON STOCK | 6193 | 2453852 |
| CASS INFORMATION SYSTEMS INC | COMMON STOCK USD.5 | 1817 | 74333 |
| CASSAVA SCIENCES INC | COMMON STOCK USD.001 | 6239 | 14724 |
| CASTLE BIOSCIENCES INC | COMMON STOCK USD.001 | 3890 | 103669 |
| CATALYST PHARMACEUTICALS INC | COMMON STOCK USD.001 | 15985 | 333607 |
| CATERPILLAR INC | COMMON STOCK USD1.0 | 74532 | 27037228 |
| CATHAY GENERAL BANCORP | COMMON STOCK USD.01 | 11433 | 544325 |
| CATO CORP CLASS A | COMMON STOCK USD.033 | 3131 | 12211 |
| CAVA GROUP INC | COMMON STOCK USD.0001 | 13000 | 1466400 |
| CAVCO INDUSTRIES INC | COMMON STOCK USD.01 | 1380 | 615797 |
| CB FINANCIAL SERVICES INC | COMMON STOCK | 773 | 22092 |
| CBIZ INC | COMMON STOCK USD.01 | 7882 | 644984 |
| CBL + ASSOCIATES PROPERTIES | REIT USD.01 | 4600 | 135286 |

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| | | | |
|:---|:---|:---|:---|
| CBOE GLOBAL MARKETS INC | COMMON STOCK | 16507 | 3225468 |
| CBRE GROUP INC A | COMMON STOCK USD.01 | 47606 | 6250192 |
| CCC INTELLIGENT SOLUTIONS HO | COMMON STOCK USD.0001 | 38694 | 453881 |
| CDW CORP/DE | COMMON STOCK USD.01 | 20021 | 3484455 |
| CECO ENVIRONMENTAL CORP | COMMON STOCK USD.01 | 5682 | 171767 |
| CEL SCI CORP | COMMON STOCK USD.01 | 6912 | 2764 |
| CELANESE CORP | COMMON STOCK USD.0001 | 16695 | 1155461 |
| CELCUITY INC | COMMON STOCK USD.001 | 1780 | 23300 |
| CELLDEX THERAPEUTICS INC | COMMON STOCK USD.001 | 9235 | 233368 |
| CELSIUS HOLDINGS INC | COMMON STOCK USD.001 | 24827 | 653943 |
| CELULARITY INC A | COMMON STOCK USD.0001 | 1610 | 3349 |
| CENCORA INC | COMMON STOCK USD.01 | 24933 | 5601946 |
| CENTENE CORP | COMMON STOCK USD.001 | 78076 | 4729844 |
| CENTERPOINT ENERGY INC | COMMON STOCK USD.01 | 103499 | 3284023 |
| CENTERSPACE | REIT | 2382 | 157569 |
| CENTRAL GARDEN + PET CO | COMMON STOCK USD.01 | 1527 | 59248 |
| CENTRAL GARDEN AND PET CO A | COMMON STOCK USD.01 | 8891 | 293848 |
| CENTRAL PACIFIC FINANCIAL CO | COMMON STOCK | 4882 | 141822 |
| CENTRUS ENERGY CORP CLASS A | COMMON STOCK USD.1 | 2231 | 148607 |
| CENTURY ALUMINUM COMPANY | COMMON STOCK USD.01 | 8356 | 152246 |
| CENTURY CASINOS INC | COMMON STOCK USD.01 | 4698 | 15222 |
| CENTURY COMMUNITIES INC | COMMON STOCK USD.01 | 4832 | 354476 |
| CENTURY THERAPEUTICS INC | COMMON STOCK USD.0001 | 5943 | 6002 |
| CEPTON INC | COMMON STOCK USD.0001 | 718 | 2341 |
| CERENCE INC | COMMON STOCK USD.01 | 6215 | 48788 |
| CERTARA INC | COMMON STOCK USD.01 | 16646 | 177280 |
| CERUS CORP | COMMON STOCK USD.001 | 25747 | 39650 |
| CEVA INC | COMMON STOCK USD.001 | 3795 | 119732 |
| CF INDUSTRIES HOLDINGS INC | COMMON STOCK USD.01 | 28448 | 2427183 |
| CG ONCOLOGY INC | COMMON STOCK | 3500 | 100380 |
| CHAMPION HOMES INC | COMMON STOCK USD.028 | 8591 | 756867 |
| CHAMPIONS ONCOLOGY INC | COMMON STOCK USD.001 | 1190 | 10198 |
| CHAMPIONX CORP | COMMON STOCK USD.01 | 31049 | 844222 |
| CHARGEPOINT HOLDINGS INC | COMMON STOCK USD.0001 | 42049 | 44992 |
| CHARLES + COLVARD LTD | COMMON STOCK | 881 | 1172 |
| CHARLES RIVER LABORATORIES | COMMON STOCK USD.01 | 8629 | 1592913 |
| CHART INDUSTRIES INC | COMMON STOCK USD.01 | 6827 | 1302865 |
| CHARTER COMMUNICATIONS INC A | COMMON STOCK USD.001 | 15139 | 5189195 |
| CHATHAM LODGING TRUST | REIT USD.01 | 8650 | 77418 |
| CHECKPOINT THERAPEUTICS INC | COMMON STOCK USD.0001 | 1126 | 3603 |
| CHEESECAKE FACTORY INC/THE | COMMON STOCK USD.01 | 7870 | 373353 |
| CHEFS WAREHOUSE INC/THE | COMMON STOCK USD.01 | 5778 | 284971 |
| CHEGG INC | COMMON STOCK USD.001 | 20073 | 32318 |
| CHEMED CORP | COMMON STOCK USD1.0 | 2412 | 1277878 |
| CHEMOURS CO/THE | COMMON STOCK USD.01 | 24200 | 408980 |
| CHENIERE ENERGY INC | COMMON STOCK USD.003 | 32607 | 7006266 |
| CHERRY HILL MORTGAGE INVESTM | REIT USD.01 | 3172 | 8374 |
| CHESAPEAKE UTILITIES CORP | COMMON STOCK USD.4867 | 3644 | 442199 |

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| | | | |
|:---|:---|:---|:---|
| CHEVRON CORP | COMMON STOCK USD.75 | 258634 | 37460549 |
| CHEWY INC CLASS A | COMMON STOCK USD.01 | 19592 | 656136 |
| CHICAGO ATLANTIC REAL ESTATE | REIT USD.01 | 3302 | 50917 |
| CHILDREN S PLACE INC/THE | COMMON STOCK USD.1 | 2239 | 23420 |
| CHIMERA INVESTMENT CORP | REIT USD.01 | 12958 | 181412 |
| CHIMERIX INC | COMMON STOCK USD.001 | 12344 | 42957 |
| CHIPOTLE MEXICAN GRILL INC | COMMON STOCK USD.01 | 210750 | 12708225 |
| CHOICE HOTELS INTL INC | COMMON STOCK USD.01 | 4133 | 586803 |
| CHOICEONE FINANCIAL SVCS INC | COMMON STOCK | 1123 | 40024 |
| CHORD ENERGY CORP | COMMON STOCK | 9636 | 1126641 |
| CHUBB LTD | COMMON STOCK | 57861 | 15986994 |
| CHURCH + DWIGHT CO INC | COMMON STOCK USD1.0 | 38395 | 4020340 |
| CHURCHILL DOWNS INC | COMMON STOCK | 10912 | 1457188 |
| CIBUS INC | COMMON STOCK USD.0001 | 2000 | 5560 |
| CIDARA THERAPEUTICS INC | COMMON STOCK USD.0001 | 766 | 20590 |
| CIENA CORP | COMMON STOCK USD.01 | 23265 | 1973105 |
| CIMPRESS PLC | COMMON STOCK EUR.01 | 2806 | 201246 |
| CINCINNATI FINANCIAL CORP | COMMON STOCK USD2.0 | 24071 | 3459003 |
| CINEMARK HOLDINGS INC | COMMON STOCK USD.001 | 17407 | 539269 |
| CINEVERSE CORP | COMMON STOCK USD.001 | 1162 | 4241 |
| CINTAS CORP | COMMON STOCK | 52780 | 9642906 |
| CIPHER MINING INC | COMMON STOCK USD1.0 | 6841 | 31742 |
| CIRRUS LOGIC INC | COMMON STOCK USD.001 | 8591 | 855492 |
| CISCO SYSTEMS INC | COMMON STOCK USD.001 | 616512 | 36497510 |
| CISO GLOBAL INC | COMMON STOCK USD.00001 | 559 | 1940 |
| CITI TRENDS INC | COMMON STOCK USD.01 | 1330 | 34913 |
| CITIGROUP INC | COMMON STOCK USD.01 | 292144 | 20564016 |
| CITIUS PHARMACEUTICALS INC | COMMON STOCK | 827 | 3308 |
| CITIZENS + NORTHERN CORP | COMMON STOCK USD1.0 | 2717 | 50536 |
| CITIZENS COMMUNITY BANCORP I | COMMON STOCK USD.01 | 1211 | 19727 |
| CITIZENS FINANCIAL GROUP | COMMON STOCK USD.01 | 68752 | 3008588 |
| CITIZENS FINANCIAL SERVICES | COMMON STOCK USD1.0 | 404 | 25577 |
| CITIZENS INC | COMMON STOCK | 7280 | 29193 |
| CITY HOLDING CO | COMMON STOCK USD2.5 | 2332 | 276295 |
| CITY OFFICE REIT INC | REIT USD.01 | 6476 | 35748 |
| CIVITAS RESOURCES INC | COMMON STOCK | 12884 | 590989 |
| CLARITEV CORP | COMMON STOCK | 1010 | 14928 |
| CLARIVATE PLC | COMMON STOCK USD.01 | 74389 | 377896 |
| CLAROS MORTGAGE TRUST INC | REIT USD.01 | 20600 | 93112 |
| CLARUS CORP | COMMON STOCK USD.0001 | 4666 | 21044 |
| CLEAN ENERGY FUELS CORP | COMMON STOCK USD.0001 | 28153 | 70664 |
| CLEAN HARBORS INC | COMMON STOCK USD.01 | 8237 | 1895663 |
| CLEANSPARK INC | COMMON STOCK | 23773 | 218949 |
| CLEAR CHANNEL OUTDOOR HOLDIN | COMMON STOCK | 74018 | 101405 |
| CLEAR SECURE INC CLASS A | COMMON STOCK USD.00001 | 13917 | 370749 |
| CLEARFIELD INC | COMMON STOCK USD.01 | 1882 | 58342 |

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| | | | |
|:---|:---|:---|:---|
| CLEARPOINT NEURO INC | COMMON STOCK USD.01 | 2150 | 33067 |
| CLEARSIDE BIOMEDICAL INC | COMMON STOCK USD.001 | 9475 | 9001 |
| CLEARWATER ANALYTICS HDS A | COMMON STOCK USD.001 | 17787 | 489498 |
| CLEARWATER PAPER CORP | COMMON STOCK USD.0001 | 2831 | 84279 |
| CLEARWAY ENERGY INC A | COMMON STOCK USD.01 | 5839 | 142764 |
| CLEARWAY ENERGY INC C | COMMON STOCK | 12580 | 327080 |
| CLENE INC | COMMON STOCK USD.0001 | 190 | 1009 |
| CLEVELAND CLIFFS INC | COMMON STOCK USD.125 | 77989 | 733097 |
| CLIMB GLOBAL SOLUTIONS INC | COMMON STOCK USD.01 | 724 | 91767 |
| CLIPPER REALTY INC | REIT USD.01 | 2547 | 11665 |
| CLOROX COMPANY | COMMON STOCK USD1.0 | 18625 | 3024886 |
| CLOUDFLARE INC CLASS A | COMMON STOCK USD.001 | 47157 | 5077866 |
| CLOVER HEALTH INVESTMENTS CO | COMMON STOCK USD.0001 | 45058 | 141933 |
| CME GROUP INC | COMMON STOCK USD.01 | 54645 | 12690208 |
| CMS ENERGY CORP | COMMON STOCK USD.01 | 45834 | 3054836 |
| CNB FINANCIAL CORP/PA | COMMON STOCK | 2611 | 64909 |
| CNH INDUSTRIAL NV | COMMON STOCK EUR.01 | 146600 | 1660978 |
| CNO FINANCIAL GROUP INC | COMMON STOCK USD.01 | 19063 | 709334 |
| CNX RESOURCES CORP | COMMON STOCK USD.01 | 26210 | 961121 |
| CO DIAGNOSTICS INC | COMMON STOCK USD.001 | 5163 | 3872 |
| COASTAL FINANCIAL CORP/WA | COMMON STOCK | 1566 | 132969 |
| COCA COLA CO/THE | COMMON STOCK USD.25 | 598647 | 37271762 |
| COCA COLA CONSOLIDATED INC | COMMON STOCK USD1.0 | 753 | 948772 |
| COCRYSTAL PHARMA INC | COMMON STOCK USD.001 | 764 | 1543 |
| CODA OCTOPUS GROUP INC | COMMON STOCK USD.001 | 968 | 7579 |
| CODEXIS INC | COMMON STOCK USD.0001 | 9781 | 46655 |
| COEUR MINING INC | COMMON STOCK USD.01 | 60455 | 345803 |
| COGENT BIOSCIENCES INC | COMMON STOCK USD.001 | 10960 | 85488 |
| COGENT COMMUNICATIONS HOLDIN | COMMON STOCK USD.001 | 6844 | 527467 |
| COGNEX CORP | COMMON STOCK USD.002 | 29146 | 1045176 |
| COGNITION THERAPEUTICS INC | COMMON STOCK USD.001 | 303 | 212 |
| COGNIZANT TECH SOLUTIONS A | COMMON STOCK USD.01 | 78376 | 6027114 |
| COHEN + STEERS INC | COMMON STOCK USD.01 | 3959 | 365574 |
| COHERENT CORP | COMMON STOCK | 21354 | 2022864 |
| COHERUS BIOSCIENCES INC | COMMON STOCK USD.0001 | 10787 | 14886 |
| COHU INC | COMMON STOCK USD1.0 | 8225 | 219608 |
| COINBASE GLOBAL INC CLASS A | COMMON STOCK USD.00001 | 31929 | 7927971 |
| COLGATE PALMOLIVE CO | COMMON STOCK USD1.0 | 120616 | 10965201 |
| COLLEGIUM PHARMACEUTICAL INC | COMMON STOCK USD.001 | 5502 | 157632 |
| COLONY BANKCORP | COMMON STOCK USD1.0 | 3086 | 49808 |
| COLUMBIA BANKING SYSTEM INC | COMMON STOCK | 34700 | 937247 |
| COLUMBIA FINANCIAL INC | COMMON STOCK USD.01 | 6045 | 95571 |
| COLUMBIA SPORTSWEAR CO | COMMON STOCK | 4392 | 368621 |
| COLUMBUS MCKINNON CORP/NY | COMMON STOCK USD.01 | 4737 | 176406 |
| COMCAST CORP CLASS A | COMMON STOCK USD.01 | 590173 | 22149193 |
| COMERICA INC | COMMON STOCK USD5.0 | 22000 | 1360700 |
| COMFORT SYSTEMS USA INC | COMMON STOCK USD.01 | 5836 | 2474814 |
| COMMERCE BANCSHARES INC | COMMON STOCK USD5.0 | 17413 | 1085016 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | COMMERCIAL METALS CO | COMMON STOCK USD.01 | 17765 | 881144 |
| | COMMSCOPE HOLDING CO INC | COMMON STOCK USD.01 | 32481 | 169226 |
| \* | COMMUNITY FINANCIAL SYSTEM I | COMMON STOCK USD1.0 | 8660 | 534149 |
|  | COMMUNITY HEALTH SYSTEMS INC | COMMON STOCK USD.01 | 19276 | 57635 |
|  | COMMUNITY HEALTHCARE TRUST I | REIT USD.01 | 3838 | 73728 |
|  | COMMUNITY TRUST BANCORP INC | COMMON STOCK USD5.0 | 2000 | 106060 |
|  | COMMUNITY WEST BANCSHARES | COMMON STOCK | 3203 | 62042 |
|  | COMMVAULT SYSTEMS INC | COMMON STOCK USD.01 | 7440 | 1122770 |
|  | COMPASS INC CLASS A | COMMON STOCK USD.00001 | 53400 | 312390 |
|  | COMPASS MINERALS INTERNATION | COMMON STOCK USD.01 | 5572 | 62685 |
|  | COMPASS THERAPEUTICS INC | COMMON STOCK USD.0001 | 9200 | 13340 |
|  | COMPOSECURE INC A | COMMON STOCK USD.0001 | 5100 | 78183 |
|  | COMSCORE INC | COMMON STOCK USD.001 | 508 | 2967 |
|  | COMSTOCK INC | COMMON STOCK USD.000666 | 6529 | 5227 |
|  | COMSTOCK RESOURCES INC | COMMON STOCK USD.5 | 15316 | 279058 |
|  | COMTECH TELECOMMUNICATIONS | COMMON STOCK USD.1 | 4705 | 18867 |
|  | CONAGRA BRANDS INC | COMMON STOCK USD5.0 | 78800 | 2186700 |
|  | CONCENTRA GROUP HOLDINGS W/I | COMMON STOCK USD.01 | 13747 | 271916 |
|  | CONCENTRIX CORP | COMMON STOCK | 7126 | 308342 |
|  | CONCRETE PUMPING HOLDINGS IN | COMMON STOCK USD.0001 | 3856 | 25681 |
|  | CONDUENT INC | COMMON STOCK USD.01 | 25385 | 102555 |
|  | CONFLUENT INC CLASS A | COMMON STOCK USD.00001 | 34329 | 959839 |
|  | CONMED CORP | COMMON STOCK USD.01 | 5074 | 347265 |
|  | CONNECTONE BANCORP INC | COMMON STOCK | 5450 | 124860 |
|  | CONOCOPHILLIPS | COMMON STOCK USD.01 | 201454 | 19978193 |
|  | CONSENSUS CLOUD SOLUTION | COMMON STOCK USD.01 | 2655 | 63348 |
|  | CONSOLIDATED EDISON INC | COMMON STOCK USD.1 | 53860 | 4805928 |
|  | CONSOLIDATED WATER CO ORD SH | COMMON STOCK USD.6 | 2645 | 68479 |
|  | CONSTELLATION BRANDS INC A | COMMON STOCK USD.01 | 24139 | 5334719 |
|  | CONSTELLATION ENERGY | COMMON STOCK | 49066 | 10976555 |
|  | CONSTRUCTION PARTNERS INC A | COMMON STOCK USD.001 | 7006 | 619751 |
|  | CONTANGO ORE INC | COMMON STOCK USD.001 | 1200 | 12024 |
|  | CONTEXTLOGIC INC A | COMMON STOCK USD.0001 | 3753 | 26384 |
|  | CONTRA ADAMAS PHARMACE | COMMON STOCK | 5694 | 342 |
|  | CONTRA ADAMAS PHARMACE | COMMON STOCK | 5694 | 342 |
|  | CONTRA ALIMERA SCIENCE | COMMON STOCK | 1230 | 49 |
|  | CONTRA PARDES BIOSCIEN | COMMON STOCK | 5920 | 178 |
|  | CONTRA REXAHN PHARMACE | COMMON STOCK | 5235 | 765 |
|  | CONTRA SPECTRUM PHARMA | COMMON STOCK | 26745 | 5349 |
|  | CONTRA STRONGBRIDGE BI | COMMON STOCK | 8834 | 1600 |
|  | COOPER COS INC/THE | COMMON STOCK USD.1 | 32560 | 2993241 |
|  | COOPER STANDARD HOLDING | COMMON STOCK USD.001 | 2974 | 40327 |
|  | COPART INC | COMMON STOCK | 135164 | 7757062 |
|  | COPT DEFENSE PROPERTIES | REIT USD.01 | 17969 | 556141 |
|  | CORBUS PHARMACEUTICALS HOLDI | COMMON STOCK USD.0001 | 800 | 9440 |
|  | CORCEPT THERAPEUTICS INC | COMMON STOCK USD.001 | 14980 | 754842 |

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| | | | |
|:---|:---|:---|:---|
| CORE + MAIN INC CLASS A | COMMON STOCK USD.01 | 19632 | 999465 |
| CORE LABORATORIES INC | COMMON STOCK USD.01 | 7852 | 135918 |
| CORE MOLDING TECHNOLOGIES IN | COMMON STOCK USD.01 | 1453 | 24033 |
| CORE NATURAL RESOURCES INC | COMMON STOCK USD.01 | 4831 | 515371 |
| CORE SCIENTIFIC INC | COMMON STOCK USD.0001 | 26100 | 366705 |
| COREBRIDGE FINANCIAL INC | COMMON STOCK USD.01 | 39300 | 1176249 |
| CORECARD CORP | COMMON STOCK USD.01 | 1012 | 22972 |
| CORECIVIC INC | COMMON STOCK USD.01 | 20356 | 442539 |
| CORMEDIX INC | COMMON STOCK USD.001 | 5471 | 44315 |
| CORNING INC | COMMON STOCK USD.5 | 120611 | 5731435 |
| CORPAY INC | COMMON STOCK USD.001 | 11257 | 3809594 |
| CORSAIR GAMING INC | COMMON STOCK | 8166 | 53977 |
| CORTEVA INC | COMMON STOCK USD.01 | 106162 | 6046988 |
| CORVEL CORP | COMMON STOCK USD.0001 | 4497 | 500336 |
| CORVUS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 8503 | 45491 |
| COSTAR GROUP INC | COMMON STOCK USD.01 | 64049 | 4585268 |
| COSTCO WHOLESALE CORP | COMMON STOCK USD.005 | 68473 | 62739756 |
| COTERRA ENERGY INC | COMMON STOCK USD.1 | 118746 | 3032773 |
| COTY INC CL A | COMMON STOCK USD.01 | 58704 | 408580 |
| COUCHBASE INC | COMMON STOCK USD.00001 | 4387 | 68393 |
| COURSERA INC | COMMON STOCK USD.00001 | 16893 | 143591 |
| COUSINS PROPERTIES INC | REIT USD1.0 | 25651 | 785947 |
| COVENANT LOGISTICS GROUP INC | COMMON STOCK USD.01 | 1354 | 73807 |
| CPI CARD GROUP INC | COMMON STOCK USD.001 | 678 | 20265 |
| CRA INTERNATIONAL INC | COMMON STOCK | 1106 | 207043 |
| CRACKER BARREL OLD COUNTRY | COMMON STOCK USD.01 | 3845 | 203247 |
| CRANE CO | COMMON STOCK USD1.0 | 8153 | 1237218 |
| CRANE NXT CO | COMMON STOCK USD1.0 | 7653 | 445558 |
| CRAWFORD + COMPANY CL A | COMMON STOCK USD1.0 | 3862 | 44645 |
| CREATIVE MEDIA + COMMUNITY T | REIT USD.01 | 2226 | 501 |
| CREDIT ACCEPTANCE CORP | COMMON STOCK USD.01 | 932 | 437537 |
| CREDO TECHNOLOGY GROUP HOLDI | COMMON STOCK USD.00005 | 18976 | 1275377 |
| CRESCENT ENERGY INC A | COMMON STOCK USD.0001 | 19018 | 277853 |
| CRH PLC | COMMON STOCK EUR.32 | 106100 | 9816372 |
| CRICUT INC CLASS A | COMMON STOCK USD.001 | 9428 | 53740 |
| CRINETICS PHARMACEUTICALS IN | COMMON STOCK USD.001 | 9593 | 490490 |
| CRISPR THERAPEUTICS AG | COMMON STOCK CHF.03 | 12803 | 503926 |
| CROCS INC | COMMON STOCK USD.001 | 9435 | 1033416 |
| CROSS COUNTRY HEALTHCARE INC | COMMON STOCK USD.0001 | 5263 | 95576 |
| CROSSFIRST BANKSHARES INC | COMMON STOCK USD.01 | 7751 | 117428 |
| CROWDSTRIKE HOLDINGS INC A | COMMON STOCK | 36190 | 12382770 |
| CROWN CASTLE INC | REIT USD.01 | 68890 | 6252456 |
| CROWN HOLDINGS INC | COMMON STOCK USD5.0 | 19789 | 1636352 |
| CRYOPORT INC | COMMON STOCK USD.001 | 8675 | 67492 |
| CS DISCO INC | COMMON STOCK USD.005 | 2055 | 10254 |
| CSG SYSTEMS INTL INC | COMMON STOCK USD.01 | 5264 | 269043 |
| CSW INDUSTRIALS INC | COMMON STOCK USD.01 | 2561 | 903521 |
| CSX CORP | COMMON STOCK USD1.0 | 299460 | 9663574 |

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| | | | |
|:---|:---|:---|:---|
| CTO REALTY GROWTH INC | REIT USD.01 | 3177 | 62619 |
| CTS CORP | COMMON STOCK | 5371 | 283213 |
| CUBESMART | REIT USD.01 | 37876 | 1622987 |
| CUE BIOPHARMA INC | COMMON STOCK USD.001 | 5032 | 5485 |
| CULLEN/FROST BANKERS INC | COMMON STOCK USD.01 | 10810 | 1451243 |
| CULLINAN THERAPEUTICS INC | COMMON STOCK USD.0001 | 3980 | 48476 |
| CULP INC | COMMON STOCK USD.05 | 2071 | 12157 |
| CUMMINS INC | COMMON STOCK USD2.5 | 21693 | 7562180 |
| CUMULUS MEDIA INC CL A | COMMON STOCK USD.01 | 3060 | 1998 |
| CURBLINE PROPERTIES CORP | REIT USD.01 | 15158 | 351969 |
| CURIOSITYSTREAM INC | COMMON STOCK | 4016 | 6144 |
| CURIS INC | COMMON STOCK USD.01 | 658 | 2013 |
| CURTISS WRIGHT CORP | COMMON STOCK USD1.0 | 6194 | 2198065 |
| CUSHMAN + WAKEFIELD PLC | COMMON STOCK USD.01 | 28339 | 370674 |
| CUSTOM TRUCK ONE SOURCE INC | COMMON STOCK USD.0001 | 11446 | 55055 |
| CUSTOMERS BANCORP INC | COMMON STOCK USD1.0 | 4854 | 236293 |
| CUTERA INC | COMMON STOCK USD.001 | 2636 | 930 |
| CVB FINANCIAL CORP | COMMON STOCK | 21430 | 458816 |
| CVR ENERGY INC | COMMON STOCK USD.01 | 4670 | 87516 |
| CVRX INC | COMMON STOCK USD.01 | 1547 | 19600 |
| CVS HEALTH CORP | COMMON STOCK USD.01 | 196916 | 8839559 |
| CXAPP INC | COMMON STOCK USD.0001 | 174 | 317 |
| CYCLERION THERAPEUTICS INC | COMMON STOCK USD.00001 | 413 | 1330 |
| CYCLO THERAPEUTICS INC | COMMON STOCK USD.0001 | 345 | 204 |
| CYTEK BIOSCIENCES INC | COMMON STOCK USD.001 | 17190 | 111563 |
| CYTOKINETICS INC | COMMON STOCK USD.001 | 15398 | 724322 |
| CYTOMX THERAPEUTICS INC | COMMON STOCK USD.00001 | 8319 | 8569 |
| CYTOSORBENTS CORP | COMMON STOCK USD.001 | 7999 | 7279 |
| D WAVE QUANTUM INC | COMMON STOCK USD.0001 | 13700 | 115080 |
| DAILY JOURNAL CORP | COMMON STOCK USD.01 | 110 | 62479 |
| DAKOTA GOLD CORP | COMMON STOCK USD.001 | 6300 | 13860 |
| DAKTRONICS INC | COMMON STOCK | 5031 | 84823 |
| DANA INC | COMMON STOCK USD.01 | 20707 | 239373 |
| DANAHER CORP | COMMON STOCK USD.01 | 99097 | 22747716 |
| DANIMER SCIENTIFIC INC | DANIMER SCIENTIFIC INC 29 | 4814 | 173 |
| DANIMER SCIENTIFIC INC | COMMON STOCK USD.0001 | 361 | 758 |
| DARDEN RESTAURANTS INC | COMMON STOCK | 18704 | 3491850 |
| DARE BIOSCIENCE INC | COMMON STOCK USD.0001 | 731 | 2281 |
| DARIOHEALTH CORP | COMMON STOCK | 2597 | 2042 |
| DARLING INGREDIENTS INC | COMMON STOCK USD.01 | 26909 | 906564 |
| DATA I/O CORP | COMMON STOCK | 2095 | 5803 |
| DATADOG INC CLASS A | COMMON STOCK USD.00001 | 48752 | 6966173 |
| DAVE + BUSTER S ENTERTAINMEN | COMMON STOCK USD.01 | 5336 | 155758 |
| DAVE INC | COMMON STOCK USD.0001 | 878 | 76316 |
| DAVITA INC | COMMON STOCK USD.001 | 7205 | 1077508 |
| DAY ONE BIOPHARMACEUTICALS I | COMMON STOCK USD.0001 | 13541 | 171564 |

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| | | | |
|:---|:---|:---|:---|
| DAYFORCE INC | COMMON STOCK USD.01 | 26243 | 1906292 |
| DEERE + CO | COMMON STOCK USD1.0 | 39624 | 16788689 |
| DEFINITIVE HEALTHCARE CORP | COMMON STOCK USD.001 | 6471 | 26596 |
| DELCATH SYSTEMS INC | COMMON STOCK USD.01 | 757 | 9114 |
| DELEK US HOLDINGS INC | COMMON STOCK USD.01 | 9446 | 174751 |
| DELL TECHNOLOGIES C | COMMON STOCK | 42842 | 4937112 |
| DELTA AIR LINES INC | COMMON STOCK USD.0001 | 101767 | 6156904 |
| DELUXE CORP | COMMON STOCK USD1.0 | 7060 | 159485 |
| DENALI THERAPEUTICS INC | COMMON STOCK USD.01 | 20681 | 421479 |
| DENNY S CORP | COMMON STOCK USD.01 | 9554 | 57802 |
| DENTSPLY SIRONA INC | COMMON STOCK USD.01 | 34873 | 661890 |
| DESIGN THERAPEUTICS INC | COMMON STOCK USD.0001 | 5032 | 31047 |
| DESIGNER BRANDS INC CLASS A | COMMON STOCK | 8616 | 46009 |
| DESKTOP METAL INC A | COMMON STOCK USD.0001 | 4630 | 10834 |
| DESTINATION XL GROUP INC | COMMON STOCK USD.01 | 5885 | 15831 |
| DEVON ENERGY CORP | COMMON STOCK USD.1 | 94181 | 3082544 |
| DEXCOM INC | COMMON STOCK USD.001 | 60396 | 4696997 |
| DHI GROUP INC | COMMON STOCK USD.01 | 7794 | 13795 |
| DIAMEDICA THERAPEUTICS INC | COMMON STOCK | 3912 | 21242 |
| DIAMOND HILL INVESTMENT GRP | COMMON STOCK | 458 | 71036 |
| DIAMONDBACK ENERGY INC | COMMON STOCK USD.01 | 29009 | 4752544 |
| DIAMONDROCK HOSPITALITY CO | REIT USD.01 | 36282 | 327626 |
| DIANTHUS THERAPEUTICS INC | COMMON STOCK USD.001 | 317 | 6911 |
| DICK S SPORTING GOODS INC | COMMON STOCK USD.01 | 9489 | 2171463 |
| DIEBOLD NIXDORF INC | COMMON STOCK | 6400 | 275456 |
| DIGI INTERNATIONAL INC | COMMON STOCK USD.01 | 5444 | 164572 |
| DIGIMARC CORP | COMMON STOCK USD.001 | 2271 | 85049 |
| DIGITAL REALTY TRUST INC | REIT USD.01 | 48887 | 8669132 |
| DIGITAL TURBINE INC | COMMON STOCK USD.0001 | 14465 | 24446 |
| DIGITALBRIDGE GROUP INC | COMMON STOCK USD.01 | 23411 | 264076 |
| DIGITALOCEAN HOLDINGS INC | COMMON STOCK USD.000025 | 8918 | 303836 |
| DILLARDS INC CL A | COMMON STOCK | 543 | 234435 |
| DIME COMMUNITY BANCSHARES IN | COMMON STOCK USD.01 | 4976 | 152937 |
| DINE BRANDS GLOBAL INC | COMMON STOCK USD.01 | 2610 | 78561 |
| DIODES INC | COMMON STOCK USD.667 | 7605 | 469000 |
| DISC MEDICINE INC | COMMON STOCK USD.0001 | 2945 | 186713 |
| DISCOVER FINANCIAL SERVICES | COMMON STOCK USD.01 | 38813 | 6723576 |
| DISTRIBUTION SOLUTIONS GROUP | COMMON STOCK USD1.0 | 1616 | 55590 |
| DIVERSIFIED HEALTHCARE TRUST | REIT USD.01 | 39251 | 90277 |
| DLH HOLDINGS CORP | COMMON STOCK USD.001 | 2481 | 19922 |
| DMC GLOBAL INC | COMMON STOCK | 3459 | 25424 |
| DNOW INC | COMMON STOCK USD.01 | 18665 | 242832 |
| DOCGO INC | COMMON STOCK USD.0001 | 12619 | 53505 |
| DOCUSIGN INC | COMMON STOCK USD.0001 | 31332 | 2818000 |
| DOLBY LABORATORIES INC CL A | COMMON STOCK USD.001 | 9785 | 764209 |
| DOLLAR GENERAL CORP | COMMON STOCK USD.875 | 35523 | 2693354 |

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| | | | |
|:---|:---|:---|:---|
| DOLLAR TREE INC | COMMON STOCK USD.01 | 31561 | 2365181 |
| DOMINARI HOLDINGS INC | COMMON STOCK USD.005 | 722 | 719 |
| DOMINION ENERGY INC | COMMON STOCK | 129751 | 6988389 |
| DOMINO S PIZZA INC | COMMON STOCK USD.01 | 5088 | 2135739 |
| DOMO INC CLASS B | COMMON STOCK USD.001 | 4628 | 32766 |
| DONALDSON CO INC | COMMON STOCK USD5.0 | 14720 | 991392 |
| DONEGAL GROUP INC B | COMMON STOCK USD.01 | 236 | 3330 |
| DONEGAL GROUP INC CL A | COMMON STOCK USD.01 | 2747 | 42496 |
| DONNELLEY FINANCIAL SOLUTION | COMMON STOCK USD.01 | 4188 | 262713 |
| DOORDASH INC A | COMMON STOCK USD.00001 | 50364 | 8448561 |
| DORIAN LPG LTD | COMMON STOCK USD.01 | 5495 | 133913 |
| DORMAN PRODUCTS INC | COMMON STOCK USD.01 | 4724 | 611994 |
| DOUBLEVERIFY HOLDINGS INC | COMMON STOCK USD.001 | 22400 | 430304 |
| DOUGLAS DYNAMICS INC | COMMON STOCK USD.01 | 3900 | 92157 |
| DOUGLAS ELLIMAN INC | COMMON STOCK | 12291 | 20526 |
| DOUGLAS EMMETT INC | REIT USD.01 | 28004 | 519754 |
| DOVER CORP | COMMON STOCK USD.01 | 24012 | 4876597 |
| DOVER CORP | COMMON STOCK USD1.0 | 21516 | 4036402 |
| DOW INC | COMMON STOCK USD.01 | 98071 | 3935589 |
| DOXIMITY INC CLASS A | COMMON STOCK USD.001 | 20727 | 1106615 |
| DR HORTON INC | COMMON STOCK USD.01 | 46195 | 6458985 |
| DRAFTKINGS INC CL A | COMMON STOCK USD.0001 | 78014 | 2902121 |
| DRAGONFLY ENERGY HOLDINGS CO | COMMON STOCK USD8.0 | 211 | 587 |
| DREAM FINDERS HOMES INC A | COMMON STOCK USD.01 | 3148 | 73254 |
| DRIVEN BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 9149 | 147665 |
| DROPBOX INC CLASS A | COMMON STOCK USD.00001 | 38172 | 1146687 |
| DT MIDSTREAM INC | COMMON STOCK USD.01 | 16136 | 1604402 |
| DTE ENERGY COMPANY | COMMON STOCK | 30842 | 3724172 |
| DUCOMMUN INC | COMMON STOCK USD.01 | 1925 | 122546 |
| DUKE ENERGY CORP | COMMON STOCK USD.001 | 118362 | 12752322 |
| DULUTH HOLDINGS INC CL B | COMMON STOCK | 1685 | 5207 |
| DUN + BRADSTREET HOLDINGS IN | COMMON STOCK | 38620 | 481205 |
| DUOLINGO | COMMON STOCK USD.0001 | 5842 | 1894152 |
| DUPONT DE NEMOURS INC | COMMON STOCK USD.01 | 65500 | 4994375 |
| DURECT CORPORATION | COMMON STOCK USD.0001 | 3411 | 2558 |
| DUTCH BROS INC CLASS A | COMMON STOCK USD.00001 | 8625 | 451778 |
| DXC TECHNOLOGY CO | COMMON STOCK USD.01 | 28356 | 566553 |
| DXP ENTERPRISES INC | COMMON STOCK USD.01 | 2930 | 242077 |
| DYCOM INDUSTRIES INC | COMMON STOCK USD.3333333 | 4649 | 809205 |
| DYNATRACE INC | COMMON STOCK USD.001 | 39520 | 2147912 |
| DYNAVAX TECHNOLOGIES CORP | COMMON STOCK USD.001 | 21297 | 271963 |
| DYNE THERAPEUTICS INC | COMMON STOCK USD.0001 | 7080 | 166805 |
| DYNEX CAPITAL INC | REIT USD.01 | 9355 | 118341 |
| E MINI RUSS 2000 MAR 25 | XCME 20250321 | 750 | (120110) |
| E2OPEN PARENT HOLDINGS INC | COMMON STOCK USD.0001 | 28877 | 76813 |
| EAGLE BANCORP INC | COMMON STOCK USD.01 | 5334 | 138844 |
| EAGLE MATERIALS INC | COMMON STOCK USD.01 | 5555 | 1370752 |
| EAST WEST BANCORP INC | COMMON STOCK USD.001 | 22800 | 2183328 |

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| | | | |
|:---|:---|:---|:---|
| EASTERLY GOVERNMENT PROPERTI | REIT USD.01 | 14222 | 161562 |
| EASTERN BANKSHARES INC | COMMON STOCK USD.01 | 30824 | 531714 |
| EASTERN CO/THE | COMMON STOCK | 1040 | 27602 |
| EASTGROUP PROPERTIES INC | REIT | 7656 | 1228711 |
| EASTMAN CHEMICAL CO | COMMON STOCK USD.01 | 19159 | 1749600 |
| EASTMAN KODAK CO | COMMON STOCK USD.01 | 11616 | 76317 |
| EATON CORP PLC | COMMON STOCK USD.01 | 61042 | 20258009 |
| EBAY INC | COMMON STOCK USD.001 | 74122 | 4591858 |
| ECHOSTAR CORP A | COMMON STOCK USD.001 | 20164 | 461756 |
| ECOLAB INC | COMMON STOCK USD1.0 | 37748 | 8845111 |
| ECOVYST INC | COMMON STOCK | 20674 | 157949 |
| EDGEWELL PERSONAL CARE CO | COMMON STOCK USD.01 | 7890 | 265104 |
| EDGEWISE THERAPEUTICS INC | COMMON STOCK USD.0001 | 7427 | 198301 |
| EDISON INTERNATIONAL | COMMON STOCK | 60619 | 4839821 |
| EDITAS MEDICINE INC | COMMON STOCK USD.0001 | 13881 | 17629 |
| EDUCATIONAL DEVELOPMENT CORP | COMMON STOCK USD.2 | 1476 | 2435 |
| EDWARDS LIFESCIENCES CORP | COMMON STOCK USD1.0 | 91269 | 6756644 |
| EGAIN CORP | COMMON STOCK USD.001 | 3291 | 20503 |
| EHEALTH INC | COMMON STOCK USD.001 | 3885 | 36519 |
| EL POLLO LOCO HOLDINGS INC | COMMON STOCK USD.01 | 3525 | 40679 |
| ELANCO ANIMAL HEALTH INC | COMMON STOCK | 80530 | 975218 |
| ELASTIC NV | COMMON STOCK EUR.01 | 13437 | 1331338 |
| ELECTROMED INC | COMMON STOCK USD.01 | 2042 | 60341 |
| ELECTRONIC ARTS INC | COMMON STOCK USD.01 | 38073 | 5570080 |
| ELEDON PHARMACEUTICALS INC | COMMON STOCK USD.001 | 2657 | 10947 |
| ELEMENT SOLUTIONS INC | COMMON STOCK USD.01 | 35914 | 913293 |
| ELEVANCE HEALTH INC | COMMON STOCK USD.01 | 36265 | 13378159 |
| ELF BEAUTY INC | COMMON STOCK USD.01 | 8913 | 1119027 |
| ELI LILLY + CO | COMMON STOCK | 121564 | 93847408 |
| ELLINGTON FINANCIAL INC | REIT | 13734 | 166456 |
| ELME COMMUNITIES | REIT USD.01 | 14241 | 217460 |
| EMBECTA CORP | COMMON STOCK USD.01 | 9808 | 202535 |
| EMCOR GROUP INC | COMMON STOCK USD.01 | 7293 | 3310293 |
| EMCORE CORP | COMMON STOCK | 418 | 1254 |
| EMERGENT BIOSOLUTIONS INC | COMMON STOCK USD.001 | 7851 | 75056 |
| EMERSON ELECTRIC CO | COMMON STOCK USD.5 | 88065 | 10913895 |
| EMPIRE STATE REALTY TRUST A | REIT USD.01 | 23748 | 245079 |
| EMPLOYERS HOLDINGS INC | COMMON STOCK USD.01 | 4651 | 238271 |
| ENANTA PHARMACEUTICALS INC | COMMON STOCK USD.01 | 3340 | 19205 |
| ENCOMPASS HEALTH CORP | COMMON STOCK USD.01 | 16638 | 1536519 |
| ENCORE CAPITAL GROUP INC | COMMON STOCK USD.01 | 4065 | 194185 |
| ENDEAVOR GROUP HOLD CLASS A | COMMON STOCK USD.00001 | 29600 | 926184 |
| ENERGIZER HOLDINGS INC | COMMON STOCK | 10896 | 380161 |
| ENERGOUS CORP | COMMON STOCK USD.00001 | 905 | 914 |
| ENERGY RECOVERY INC | COMMON STOCK USD.001 | 8801 | 129375 |
| ENERGY VAULT HOLDINGS INC | COMMON STOCK USD.0001 | 12300 | 28044 |

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| | | | |
|:---|:---|:---|:---|
| ENERPAC TOOL GROUP CORP | COMMON STOCK USD.2 | 10070 | 413776 |
| ENERSYS | COMMON STOCK USD.01 | 5997 | 554303 |
| ENFUSION INC CLASS A | COMMON STOCK USD.001 | 6554 | 67506 |
| ENHABIT INC | COMMON STOCK USD.01 | 8119 | 63409 |
| ENLIVEN THERAPEUTICS INC | COMMON STOCK USD.001 | 2800 | 63000 |
| ENNIS INC | COMMON STOCK USD2.5 | 4272 | 90096 |
| ENOVA INTERNATIONAL INC | COMMON STOCK USD.00001 | 5237 | 502124 |
| ENOVIS CORP | COMMON STOCK USD.001 | 8128 | 356657 |
| ENOVIX CORP | COMMON STOCK USD.0001 | 22088 | 240097 |
| ENPHASE ENERGY INC | COMMON STOCK USD.00001 | 22194 | 1524284 |
| ENPRO INC | COMMON STOCK USD.01 | 3454 | 595642 |
| ENSIGN GROUP INC/THE | COMMON STOCK USD.001 | 9285 | 1233605 |
| ENTEGRIS INC | COMMON STOCK USD.01 | 24512 | 2428159 |
| ENTERGY CORP | COMMON STOCK USD.01 | 67126 | 5089493 |
| ENTERPRISE BANCORP INC | COMMON STOCK USD.01 | 1712 | 67692 |
| ENTERPRISE FINANCIAL SERVICE | COMMON STOCK USD.01 | 6156 | 347198 |
| ENTRADA THERAPEUTICS INC | COMMON STOCK USD.0001 | 2994 | 51766 |
| ENTRAVISION COMMUNICATIONS A | COMMON STOCK USD.0001 | 12141 | 28531 |
| ENVIRI CORP | COMMON STOCK USD1.25 | 12490 | 96173 |
| ENVISTA HOLDINGS CORP | COMMON STOCK USD.01 | 26132 | 504086 |
| ENZO BIOCHEM INC | COMMON STOCK USD.01 | 7979 | 5699 |
| EOG RESOURCES INC | COMMON STOCK USD.01 | 86679 | 10625112 |
| EOS ENERGY ENTERPRISES INC | COMMON STOCK USD.0001 | 28666 | 139317 |
| EPAM SYSTEMS INC | COMMON STOCK USD.001 | 9318 | 2178735 |
| EPLUS INC | COMMON STOCK USD.01 | 4274 | 315763 |
| EPR PROPERTIES | REIT USD.01 | 12483 | 552747 |
| EPSILON ENERGY LTD | COMMON STOCK | 3380 | 20990 |
| EQT CORP | COMMON STOCK | 95282 | 4393453 |
| EQUIFAX INC | COMMON STOCK USD1.25 | 19482 | 4964988 |
| EQUILLIUM INC | COMMON STOCK USD.0001 | 4464 | 3340 |
| EQUINIX INC | REIT USD.001 | 14769 | 13925542 |
| EQUITABLE HOLDINGS INC | COMMON STOCK USD.01 | 50208 | 2368311 |
| EQUITY BANCSHARES INC CL A | COMMON STOCK USD.01 | 2786 | 118182 |
| EQUITY LIFESTYLE PROPERTIES | REIT USD.01 | 29745 | 1981017 |
| EQUITY RESIDENTIAL | REIT USD.01 | 53580 | 3844901 |
| ERASCA INC | COMMON STOCK USD.0001 | 11201 | 28115 |
| ERIE INDEMNITY COMPANY CL A | COMMON STOCK | 4097 | 1688906 |
| ESAB CORP | COMMON STOCK USD.001 | 9528 | 1142788 |
| ESC NII HLDGS INC BE | COMMON STOCK | 20592 | 5354 |
| ESC SRAX, INC. | COMMON STOCK | 4557 | 365 |
| ESC WAR IND | REAL ESTATE INV TRST | 8569 | 2293 |
| ESCALADE INC | COMMON STOCK | 1551 | 22148 |
| ESCO TECHNOLOGIES INC | COMMON STOCK USD.01 | 4157 | 553754 |
| ESPERION THERAPEUTICS INC | COMMON STOCK USD.001 | 9803 | 21567 |
| ESPEY MFG + ELECTRONICS CORP | COMMON STOCK USD.333 | 387 | 11668 |
| ESQUIRE FINANCIAL HOLDINGS I | COMMON STOCK USD.01 | 1447 | 115037 |

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| | | | |
|:---|:---|:---|:---|
| ESS TECH INC | COMMON STOCK USD.0001 | 614 | 3610 |
| ESSENT GROUP LTD | COMMON STOCK USD.015 | 17030 | 927113 |
| ESSENTIAL PROPERTIES REALTY | REIT USD.01 | 26192 | 819286 |
| ESSENTIAL UTILITIES INC | COMMON STOCK USD.5 | 38692 | 1405293 |
| ESSEX PROPERTY TRUST INC | REIT USD.0001 | 10427 | 2976283 |
| ESTEE LAUDER COMPANIES CL A | COMMON STOCK USD.01 | 37016 | 2775460 |
| ETHAN ALLEN INTERIORS INC | COMMON STOCK USD.01 | 3843 | 108027 |
| ETON PHARMACEUTICALS INC | COMMON STOCK USD.001 | 5531 | 73673 |
| ETSY INC | COMMON STOCK USD.001 | 19153 | 1013002 |
| EURONET WORLDWIDE INC | COMMON STOCK USD.02 | 7728 | 794748 |
| EUROPEAN WAX CENTER INC A | COMMON STOCK USD.00001 | 4706 | 31389 |
| EVANS BANCORP INC | COMMON STOCK USD.5 | 449 | 19442 |
| EVENTBRITE INC CLASS A | COMMON STOCK USD.00001 | 12168 | 40884 |
| EVERCOMMERCE INC | COMMON STOCK USD.00001 | 6223 | 68515 |
| EVERCORE INC A | COMMON STOCK USD.01 | 5742 | 1591625 |
| EVEREST GROUP LTD | COMMON STOCK USD.01 | 6150 | 2229129 |
| EVERGY INC | COMMON STOCK | 30838 | 1898079 |
| EVERI HOLDINGS INC | COMMON STOCK USD.001 | 12977 | 175319 |
| EVERQUOTE INC CLASS A | COMMON STOCK USD.001 | 3341 | 66787 |
| EVERSOURCE ENERGY | COMMON STOCK USD5.0 | 57470 | 3300502 |
| EVERSPIN TECHNOLOGIES INC | COMMON STOCK USD.0001 | 3261 | 20838 |
| EVERTEC INC | COMMON STOCK USD.01 | 10177 | 351412 |
| EVERUS CONSTRUCTION GROUP | COMMON STOCK | 8342 | 548487 |
| EVGO INC | COMMON STOCK USD.0001 | 11522 | 46664 |
| EVI INDUSTRIES INC | COMMON STOCK USD.025 | 595 | 9728 |
| EVOKE PHARMA INC | COMMON STOCK USD.0001 | 55 | 243 |
| EVOLENT HEALTH INC A | COMMON STOCK USD.01 | 18536 | 208530 |
| EVOLUS INC | COMMON STOCK USD.00001 | 6152 | 67918 |
| EVOLUTION PETROLEUM CORP | COMMON STOCK USD.001 | 6132 | 32070 |
| EVOLV TECHNOLOGIES HOLDINGS | COMMON STOCK USD.0001 | 14769 | 58338 |
| EW SCRIPPS CO/THE A | COMMON STOCK USD.01 | 9527 | 21055 |
| EXACT SCIENCES CORP | COMMON STOCK USD.01 | 30420 | 1709300 |
| EXAGEN INC | COMMON STOCK USD.001 | 2691 | 11033 |
| EXCELERATE ENERGY INC A | COMMON STOCK USD.001 | 2700 | 81675 |
| EXELIXIS INC | COMMON STOCK USD.001 | 44005 | 1465367 |
| EXELON CORP | COMMON STOCK | 143168 | 5388844 |
| EXLSERVICE HOLDINGS INC | COMMON STOCK USD.001 | 27260 | 1209799 |
| EXP WORLD HOLDINGS INC | COMMON STOCK USD.00001 | 12926 | 148778 |
| EXPAND ENERGY CORP | COMMON STOCK USD.01 | 32409 | 3226316 |
| EXPEDIA GROUP INC | COMMON STOCK USD.001 | 19675 | 3666043 |
| EXPEDITORS INTL WASH INC | COMMON STOCK USD.01 | 17596 | 1949109 |
| EXPENSIFY INC A | COMMON STOCK USD.0001 | 7731 | 25899 |
| EXPONENT INC | COMMON STOCK USD.001 | 8512 | 758419 |
| EXPRO GROUP HOLDINGS NV | COMMON STOCK EUR.01 | 14520 | 181064 |
| EXTRA SPACE STORAGE INC | REIT USD.01 | 33310 | 4983176 |
| EXTREME NETWORKS INC | COMMON STOCK USD.001 | 21015 | 351791 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | EXXON MOBIL CORP | COMMON STOCK | 677703 | 72900512 |
| | EYENOVIA INC | COMMON STOCK USD.0001 | 3017 | 440 |
| | EYEPOINT PHARMACEUTICALS INC | COMMON STOCK USD.01 | 4955 | 36915 |
| | EZCORP INC CL A | COMMON STOCK USD.01 | 10080 | 123178 |
| | F+G ANNUITIES + LIFE INC | COMMON STOCK USD.001 | 2983 | 123616 |
| | F5 INC | COMMON STOCK | 8966 | 2254680 |
| | FABRINET | COMMON STOCK USD.01 | 5934 | 1304768 |
| | FACTSET RESEARCH SYSTEMS INC | COMMON STOCK USD.01 | 5709 | 2741919 |
| | FAIR ISAAC CORP | COMMON STOCK USD.01 | 3762 | 7489879 |
| | FARMER BROS CO | COMMON STOCK USD1.0 | 3379 | 6082 |
| | FARMERS + MERCHANTS BANCO/OH | COMMON STOCK | 1789 | 52686 |
| | FARMERS NATL BANC CORP | COMMON STOCK | 5394 | 76703 |
| | FARMLAND PARTNERS INC | REIT USD.01 | 7997 | 94045 |
| | FARO TECHNOLOGIES INC | COMMON STOCK USD.001 | 2893 | 73366 |
| | FASTENAL CO | COMMON STOCK USD.01 | 84601 | 6083658 |
| | FASTLY INC CLASS A | COMMON STOCK USD.00002 | 19641 | 185411 |
| | FATE THERAPEUTICS INC | COMMON STOCK USD.001 | 12844 | 21193 |
| | FATHOM HOLDINGS INC | COMMON STOCK | 527 | 806 |
| | FB FINANCIAL CORP | COMMON STOCK USD1.0 | 5692 | 293195 |
| | FEDERAL AGRIC MTG CORP CL C | COMMON STOCK USD1.0 | 1729 | 340527 |
| | FEDERAL REALTY INVS TRUST | REIT USD.01 | 12046 | 1348550 |
| | FEDERAL SIGNAL CORP | COMMON STOCK USD1.0 | 10086 | 931846 |
| | FEDERATED HERMES INC | COMMON STOCK | 10897 | 447976 |
| | FEDEX CORP | COMMON STOCK USD.1 | 34886 | 9814478 |
| | FERGUSON ENTERPRISES INC | COMMON STOCK USD.0001 | 31900 | 5536883 |
| | FIBROGEN INC | COMMON STOCK USD.01 | 14760 | 7815 |
| \* | FIDELITY D+D BANCORP INC | COMMON STOCK | 522 | 25474 |
| \* | FIDELITY NATIONAL FINANCIAL | COMMON STOCK USD.0001 | 41181 | 2311901 |
| \* | FIDELITY NATIONAL INFO SERV | COMMON STOCK USD.01 | 83214 | 6721195 |
|  | FIFTH THIRD BANCORP | COMMON STOCK | 94584 | 3999012 |
|  | FIGS INC CLASS A | COMMON STOCK USD.0001 | 20769 | 128560 |
|  | FINANCE OF AMERICA COS INC A | COMMON STOCK USD.0001 | 495 | 13919 |
|  | FINANCIAL INSTITUTIONS INC | COMMON STOCK USD.01 | 2371 | 64705 |
|  | FIRST ADVANTAGE CORP | COMMON STOCK USD.001 | 10564 | 197864 |
|  | FIRST AMERICAN FINANCIAL | COMMON STOCK USD.00001 | 16446 | 1026888 |
|  | FIRST BANCORP INC/ME | COMMON STOCK USD.01 | 1263 | 34543 |
|  | FIRST BANCORP PUERTO RICO | COMMON STOCK USD.1 | 29357 | 545747 |
|  | FIRST BANCORP/NC | COMMON STOCK | 7510 | 330215 |
|  | FIRST BANCSHARES INC/MS | COMMON STOCK USD1.0 | 5461 | 191135 |
|  | FIRST BANK/HAMILTON NJ | COMMON STOCK USD.01 | 3323 | 46755 |
|  | FIRST BUSEY CORP | COMMON STOCK USD.001 | 8137 | 191789 |
|  | FIRST BUSINESS FINANCIAL SER | COMMON STOCK USD.01 | 1526 | 70639 |
|  | FIRST CAPITAL INC | COMMON STOCK USD.01 | 520 | 16588 |
|  | FIRST CITIZENS BANC CORP | COMMON STOCK | 2264 | 47635 |
|  | FIRST CITIZENS BCSHS CL A | COMMON STOCK USD1.0 | 1854 | 3917539 |
|  | FIRST COMMONWEALTH FINL CORP | COMMON STOCK USD1.0 | 18011 | 304746 |
|  | FIRST COMMUNITY BANKSHARES | COMMON STOCK USD1.0 | 3067 | 127710 |
|  | FIRST COMMUNITY CORP | COMMON STOCK USD1.0 | 1213 | 29112 |

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| | | | |
|:---|:---|:---|:---|
| FIRST FINANCIAL BANCORP | COMMON STOCK | 15731 | 422849 |
| FIRST FINANCIAL CORP | COMMON STOCK | 1700 | 78523 |
| FIRST FINANCIAL NORTHWEST | COMMON STOCK USD.01 | 1253 | 27190 |
| FIRST FINL BANKSHARES INC | COMMON STOCK USD.01 | 21779 | 785133 |
| FIRST FOUNDATION INC | COMMON STOCK USD.001 | 8165 | 50705 |
| FIRST HAWAIIAN INC | COMMON STOCK USD.01 | 20673 | 536464 |
| FIRST HORIZON CORP | COMMON STOCK USD.625 | 81827 | 1647996 |
| FIRST INDUSTRIAL REALTY TR | REIT USD.01 | 21188 | 1062154 |
| FIRST INTERNET BANCORP | COMMON STOCK | 1275 | 45887 |
| FIRST INTERSTATE BANCSYS A | COMMON STOCK USD.00001 | 13995 | 454418 |
| FIRST MERCHANTS CORP | COMMON STOCK | 10793 | 430533 |
| FIRST MID BANCSHARES INC | COMMON STOCK USD4.0 | 2514 | 92565 |
| FIRST NATIONAL CORP/VA | COMMON STOCK USD1.25 | 1183 | 27221 |
| FIRST NORTHWEST BANCORP | COMMON STOCK | 2001 | 20410 |
| FIRST OF LONG ISLAND CORP | COMMON STOCK USD.1 | 3583 | 41849 |
| FIRST SOLAR INC | COMMON STOCK USD.001 | 17136 | 3020049 |
| FIRST UNITED CORP | COMMON STOCK USD.01 | 662 | 22316 |
| FIRST WATCH RESTAURANT GROUP | COMMON STOCK USD.01 | 4529 | 84285 |
| FIRST WESTERN FINANCIAL INC | COMMON STOCK | 906 | 17712 |
| FIRSTCASH HOLDINGS INC | COMMON STOCK USD.01 | 5608 | 580989 |
| FIRSTENERGY CORP | COMMON STOCK USD.1 | 68147 | 2710888 |
| FISCALNOTE HOLDINGS INC | COMMON STOCK USD.0001 | 3600 | 3852 |
| FISERV INC | COMMON STOCK USD.01 | 88003 | 18077576 |
| FIVE BELOW | COMMON STOCK USD.01 | 9335 | 979802 |
| FIVE STAR BANCORP | COMMON STOCK | 1699 | 51123 |
| FIVE9 INC | COMMON STOCK USD.001 | 11727 | 476585 |
| FLAGSTAR FINANCIAL INC | COMMON STOCK USD.01 | 40353 | 376493 |
| FLEX LTD | COMMON STOCK | 63900 | 2453121 |
| FLEXSTEEL INDS | COMMON STOCK USD1.0 | 822 | 44667 |
| FLOOR + DECOR HOLDINGS INC A | COMMON STOCK USD.001 | 17641 | 1758808 |
| FLOTEK INDUSTRIES INC | COMMON STOCK USD.0001 | 1572 | 14981 |
| FLOWERS FOODS INC | COMMON STOCK USD.01 | 31932 | 659715 |
| FLOWSERVE CORP | COMMON STOCK USD1.25 | 21801 | 1253994 |
| FLUENCE ENERGY INC | COMMON STOCK USD.00001 | 6718 | 106682 |
| FLUENT INC | COMMON STOCK | 1463 | 3687 |
| FLUOR CORP | COMMON STOCK USD.01 | 28050 | 1383426 |
| FLUSHING FINANCIAL CORP | COMMON STOCK USD.01 | 5762 | 82281 |
| FLUTTER ENTERTAINMENT PLC DI | COMMON STOCK EUR.09 | 27800 | 7184910 |
| FLYWIRE CORP VOTING | COMMON STOCK USD.0001 | 19490 | 401884 |
| FMC CORP | COMMON STOCK USD.1 | 20200 | 981922 |
| FNB CORP | COMMON STOCK USD.01 | 59204 | 875035 |
| FOCUS UNIVERSAL INC | COMMON STOCK USD.001 | 4776 | 1672 |
| FOGHORN THERAPEUTICS INC | COMMON STOCK USD.0001 | 3570 | 16850 |
| FONAR CORP | COMMON STOCK USD.0001 | 996 | 15079 |
| FOOT LOCKER INC | COMMON STOCK USD.01 | 13471 | 293129 |
| FORD MOTOR CO | COMMON STOCK USD.01 | 594104 | 5881630 |

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| | | | |
|:---|:---|:---|:---|
| FORESTAR GROUP INC | COMMON STOCK USD1.0 | 2789 | 72291 |
| FORGE GLOBAL HOLDINGS INC | COMMON STOCK USD.0001 | 19300 | 17966 |
| FORIAN INC | COMMON STOCK USD.001 | 3358 | 6917 |
| FORMFACTOR INC | COMMON STOCK USD.001 | 12721 | 559724 |
| FORRESTER RESEARCH INC | COMMON STOCK USD.01 | 1955 | 30635 |
| FORTINET INC | COMMON STOCK USD.001 | 99710 | 9420601 |
| FORTIVE CORP | COMMON STOCK USD.01 | 54151 | 4061325 |
| FORTREA HOLDINGS INC | COMMON STOCK USD.001 | 14091 | 262797 |
| FORTRESS BIOTECH INC | COMMON STOCK USD.001 | 859 | 1739 |
| FORTUNE BRANDS INNOVATIONS I | COMMON STOCK USD.01 | 19499 | 1332367 |
| FORUM ENERGY TECHNOLOGIES IN | COMMON STOCK USD.01 | 1922 | 29772 |
| FORWARD AIR CORP | COMMON STOCK USD.01 | 3996 | 128871 |
| FOSSIL GROUP INC | COMMON STOCK USD.01 | 8539 | 14260 |
| FOSTER (LB) CO A | COMMON STOCK USD.01 | 1228 | 33033 |
| FOUR CORNERS PROPERTY TRUST | REIT USD.0001 | 15121 | 410384 |
| FOX CORP CLASS A | COMMON STOCK USD.01 | 37700 | 1831466 |
| FOX CORP CLASS B | COMMON STOCK USD.01 | 14782 | 676129 |
| FOX FACTORY HOLDING CORP | COMMON STOCK USD.001 | 6714 | 203233 |
| FRANKLIN BSP REALTY TRUST IN | REIT USD.01 | 14100 | 176814 |
| FRANKLIN COVEY CO | COMMON STOCK USD.05 | 1953 | 73394 |
| FRANKLIN ELECTRIC CO INC | COMMON STOCK USD.1 | 6623 | 645411 |
| FRANKLIN RESOURCES INC | COMMON STOCK USD.1 | 47193 | 957546 |
| FRANKLIN STREET PROPERTIES C | REIT USD.0001 | 16574 | 30330 |
| FREEPORT MCMORAN INC | COMMON STOCK USD.1 | 221963 | 8452351 |
| FREQUENCY ELECTRONICS INC | COMMON STOCK USD1.0 | 1200 | 22224 |
| FRESH DEL MONTE PRODUCE INC | COMMON STOCK USD.01 | 5127 | 170268 |
| FRESHPET INC | COMMON STOCK USD.001 | 8022 | 1188138 |
| FRESHWORKS INC CL A | COMMON STOCK USD.00001 | 26303 | 425320 |
| FRIEDMAN INDUSTRIES | COMMON STOCK USD1.0 | 1493 | 22828 |
| FRONTDOOR INC | COMMON STOCK USD.01 | 12936 | 707211 |
| FRONTIER COMMUNICATIONS PARE | COMMON STOCK USD.25 | 36505 | 1266724 |
| FRONTIER GROUP HOLDINGS INC | COMMON STOCK USD.001 | 5293 | 37633 |
| FRP HOLDINGS INC | COMMON STOCK USD.1 | 2312 | 70817 |
| FS BANCORP INC | COMMON STOCK USD.01 | 1528 | 62740 |
| FTAI AVIATION LTD | COMMON STOCK USD1.0 | 15800 | 2275832 |
| FTAI INFRASTRUCTURE INC | COMMON STOCK USD.01 | 18500 | 134310 |
| FTC SOLAR INC | COMMON STOCK USD.0001 | 361 | 1989 |
| FTE NETWORKS INC | COMMON STOCK USD.001 | 676 | 1014 |
| FTI CONSULTING INC | COMMON STOCK USD.01 | 5658 | 1081414 |
| FUBOTV INC | COMMON STOCK | 48721 | 61388 |
| FUELCELL ENERGY INC | COMMON STOCK USD.0001 | 2204 | 19924 |
| FULCRUM THERAPEUTICS INC | COMMON STOCK USD.001 | 7942 | 37327 |
| FULGENT GENETICS INC | COMMON STOCK USD.0001 | 3056 | 56444 |
| FULL HOUSE RESORTS INC | COMMON STOCK USD.0001 | 4447 | 18144 |
| FULTON FINANCIAL CORP | COMMON STOCK USD2.5 | 27303 | 526402 |
| FUNDAMENTAL GLOBAL INC | COMMON STOCK | 146 | 3393 |
| FUNKO INC CLASS A | COMMON STOCK USD.0001 | 4439 | 59438 |
| FUTUREFUEL CORP | COMMON STOCK USD.0001 | 5026 | 26588 |

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| | | | |
|:---|:---|:---|:---|
| FVCBANKCORP INC | COMMON STOCK USD.01 | 1343 | 16882 |
| G III APPAREL GROUP LTD | COMMON STOCK USD.01 | 2009 | 65534 |
| GAIA INC | COMMON STOCK USD.0001 | 1917 | 8607 |
| GALECTIN THERAPEUTICS INC | COMMON STOCK USD.001 | 9881 | 12746 |
| GAMESTOP CORP CLASS A GB REG | COMMON STOCK USD.001 | 45016 | 1410801 |
| GAMING AND LEISURE PROPERTIE | REIT | 31716 | 1527443 |
| GAN LTD | COMMON STOCK USD.01 | 6658 | 12118 |
| GANNETT CO INC | COMMON STOCK USD.01 | 22490 | 113799 |
| GAP INC/THE | COMMON STOCK USD.05 | 34892 | 824498 |
| GARMIN LTD | COMMON STOCK CHF.1 | 24390 | 5030681 |
| GARRETT MOTION INC | COMMON STOCK USD.001 | 18602 | 167976 |
| GARTNER INC | COMMON STOCK USD.0005 | 11926 | 5777789 |
| GATES INDUSTRIAL CORP PLC | COMMON STOCK USD.01 | 22279 | 458279 |
| GATOS SILVER INC | COMMON STOCK USD.001 | 7690 | 107506 |
| GATX CORP | COMMON STOCK USD.625 | 5786 | 896599 |
| GCM GROSVENOR INC CLASS A | COMMON STOCK USD.0001 | 2631 | 32282 |
| GE HEALTHCARE TECHNOLOGY | COMMON STOCK USD.01 | 65803 | 5144479 |
| GE VERNOVA INC | COMMON STOCK USD.01 | 42577 | 14004853 |
| GEN DIGITAL INC | COMMON STOCK USD.01 | 89848 | 2460038 |
| GENASYS INC | COMMON STOCK USD.00001 | 5360 | 13936 |
| GENCO SHIPPING + TRADING LTD | COMMON STOCK USD.01 | 6027 | 84016 |
| GENCOR INDUSTRIES INC | COMMON STOCK USD.1 | 1459 | 25751 |
| GENEDX HOLDINGS CORP | COMMON STOCK USD.0001 | 631 | 48499 |
| GENELUX CORP | COMMON STOCK USD.001 | 3900 | 9204 |
| GENERAC HOLDINGS INC | COMMON STOCK USD.01 | 9778 | 1516079 |
| GENERAL DYNAMICS CORP | COMMON STOCK USD1.0 | 40111 | 10568847 |
| GENERAL ELECTRIC | COMMON STOCK USD.01 | 167010 | 27855598 |
| GENERAL MILLS INC | COMMON STOCK USD.1 | 80820 | 5153891 |
| GENERAL MOTORS CO | COMMON STOCK USD.01 | 170094 | 9060907 |
| GENERATION BIO CO | COMMON STOCK USD.0001 | 7266 | 7702 |
| GENESCO INC | COMMON STOCK USD1.0 | 2048 | 87552 |
| GENIE ENERGY LTD B | COMMON STOCK | 4481 | 69859 |
| GENPACT LTD | COMMON STOCK USD.01 | 27903 | 1198434 |
| GENPREX INC | COMMON STOCK USD.001 | 394 | 336 |
| GENTEX CORP | COMMON STOCK USD.06 | 32607 | 936799 |
| GENTHERM INC | COMMON STOCK | 5439 | 217152 |
| GENUINE PARTS CO | COMMON STOCK USD1.0 | 22230 | 2595575 |
| GENWORTH FINANCIAL INC | COMMON STOCK USD.001 | 72341 | 505664 |
| GEO GROUP INC/THE | COMMON STOCK USD.01 | 20727 | 579941 |
| GEOSPACE TECHNOLOGIES CORP | COMMON STOCK USD.01 | 2442 | 24469 |
| GERMAN AMERICAN BANCORP | COMMON STOCK | 5020 | 201904 |
| GERON CORP | COMMON STOCK USD.001 | 79357 | 280924 |
| GETTY IMAGES HOLDINGS INC | COMMON STOCK USD.0001 | 6000 | 12960 |
| GETTY REALTY CORP | REIT USD.01 | 7965 | 239985 |
| GEVO INC | COMMON STOCK | 32567 | 68065 |
| GIBRALTAR INDUSTRIES INC | COMMON STOCK USD.01 | 5185 | 305397 |
| GILEAD SCIENCES INC | COMMON STOCK USD.001 | 193077 | 17834522 |
| GINKGO BIOWORKS HOLDINGS INC | COMMON STOCK USD.0001 | 5182 | 50887 |

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| | | | |
|:---|:---|:---|:---|
| GITLAB INC CL A | COMMON STOCK USD.0000025 | 14676 | 826993 |
| GLACIER BANCORP INC | COMMON STOCK USD.01 | 17823 | 895071 |
| GLADSTONE COMMERCIAL CORP | REIT USD.001 | 6402 | 103968 |
| GLADSTONE LAND CORP | REIT USD.001 | 4941 | 53610 |
| GLAUKOS CORP | COMMON STOCK USD.001 | 8061 | 1208666 |
| GLOBAL BUSINESS TRAVEL GROUP | COMMON STOCK USD.00005 | 7700 | 71456 |
| GLOBAL MEDICAL REIT INC | REIT | 10180 | 78590 |
| GLOBAL NET LEASE INC | REIT USD.01 | 31336 | 228753 |
| GLOBAL PAYMENTS INC | COMMON STOCK | 39976 | 4479711 |
| GLOBAL WATER RESOURCES INC | COMMON STOCK USD.01 | 2070 | 23805 |
| GLOBALSTAR INC | COMMON STOCK USD.0001 | 110191 | 228095 |
| GLOBE LIFE INC | COMMON STOCK USD1.0 | 13699 | 1527712 |
| GLOBUS MEDICAL INC A | COMMON STOCK USD.001 | 18168 | 1502675 |
| GLYCOMIMETICS INC | COMMON STOCK USD.001 | 7600 | 1892 |
| GMS INC | COMMON STOCK USD.01 | 6856 | 581594 |
| GODADDY INC CLASS A | COMMON STOCK USD.001 | 21667 | 4276416 |
| GOGO INC | COMMON STOCK USD.0001 | 11387 | 92121 |
| GOHEALTH INC CLASS A | COMMON STOCK USD.0001 | 644 | 8623 |
| GOLD RESOURCE CORP | COMMON STOCK USD.001 | 12085 | 2781 |
| GOLDEN ENTERTAINMENT INC | COMMON STOCK USD.01 | 3409 | 107724 |
| GOLDMAN SACHS GROUP INC | COMMON STOCK USD.01 | 48464 | 27751456 |
| GOODRX HOLDINGS INC CLASS A | COMMON STOCK USD.0001 | 14738 | 68532 |
| GOODYEAR TIRE + RUBBER CO | COMMON STOCK | 46505 | 418545 |
| GOOSEHEAD INSURANCE INC A | COMMON STOCK USD.01 | 3921 | 420410 |
| GOPRO INC CLASS A | COMMON STOCK USD.0001 | 20833 | 22708 |
| GORMAN RUPP CO | COMMON STOCK | 3493 | 132455 |
| GOSSAMER BIO INC | COMMON STOCK USD.0001 | 36406 | 32933 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 12298646 | 12298646 |
| GRACO INC | COMMON STOCK USD1.0 | 20218 | 1704175 |
| GRAFTECH INTERNATIONAL LTD | COMMON STOCK USD.01 | 31575 | 54625 |
| GRAHAM CORP | COMMON STOCK USD.1 | 1666 | 74087 |
| GRAHAM HOLDINGS CO CLASS B | COMMON STOCK USD1.0 | 553 | 482172 |
| GRAIL INC | COMMON STOCK | 4387 | 78308 |
| GRAND CANYON EDUCATION INC | COMMON STOCK USD.01 | 5025 | 823095 |
| GRANITE CONSTRUCTION INC | COMMON STOCK USD.01 | 7504 | 658176 |
| GRANITE POINT MORTGAGE TRUST | REIT USD.01 | 7761 | 21653 |
| GRANITE RIDGE RESOURCES INC | COMMON STOCK USD.0001 | 2300 | 14858 |
| GRAPHIC PACKAGING HOLDING CO | COMMON STOCK USD.01 | 50834 | 1380651 |
| GRAY MEDIA INC | COMMON STOCK | 14499 | 45672 |
| GREAT LAKES DREDGE + DOCK CO | COMMON STOCK USD.0001 | 10509 | 118647 |
| GREAT SOUTHERN BANCORP INC | COMMON STOCK USD.01 | 1500 | 89550 |
| GREEN BRICK PARTNERS INC | COMMON STOCK USD.01 | 4336 | 244941 |
| GREEN DOT CORP CLASS A | COMMON STOCK USD.001 | 8422 | 89610 |
| GREEN PLAINS INC | COMMON STOCK USD.001 | 9605 | 91055 |
| GREENBRIER COMPANIES INC | COMMON STOCK | 4842 | 295314 |
| GREENE COUNTY BANCORP INC | COMMON STOCK USD.1 | 1600 | 44352 |

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| | | | |
|:---|:---|:---|:---|
| GREENIDGE GENERATION HOLDING | COMMON STOCK USD.0001 | 142 | 220 |
| GREENLIGHT CAPITAL RE LTD A | COMMON STOCK USD.01 | 5980 | 83720 |
| GREENWICH LIFESCIENCES INC | COMMON STOCK USD.001 | 602 | 6760 |
| GREIF INC CL A | COMMON STOCK | 4200 | 256704 |
| GREIF INC CL B | COMMON STOCK | 277 | 18794 |
| GRID DYNAMICS HOLDINGS INC | COMMON STOCK USD.0001 | 9031 | 200849 |
| GRIFFON CORP | COMMON STOCK USD.25 | 6814 | 485634 |
| GRINDR INC | COMMON STOCK USD.0001 | 4300 | 76712 |
| GROCERY OUTLET HOLDING CORP | COMMON STOCK USD.001 | 16869 | 263325 |
| GROUP 1 AUTOMOTIVE INC | COMMON STOCK USD.01 | 2237 | 942851 |
| GROUPON INC | COMMON STOCK USD.0001 | 3878 | 47118 |
| GROWGENERATION CORP | COMMON STOCK USD.001 | 8764 | 14811 |
| GSI TECHNOLOGY INC | COMMON STOCK USD.001 | 3383 | 10250 |
| GT BIOPHARMA INC | COMMON STOCK USD.001 | 82 | 250 |
| GUARANTY BANCSHARES INC | COMMON STOCK USD1.0 | 1751 | 60585 |
| GUARDANT HEALTH INC | COMMON STOCK USD.00001 | 19164 | 585460 |
| GUESS? INC | COMMON STOCK USD.01 | 4016 | 56465 |
| GUIDEWIRE SOFTWARE INC | COMMON STOCK USD.0001 | 12945 | 2182268 |
| GUILD HOLDINGS CO CLASS A | COMMON STOCK USD.01 | 1223 | 17257 |
| GULF ISLAND FABRICATION INC | COMMON STOCK | 2591 | 17645 |
| GULFPORT ENERGY CORP | COMMON STOCK USD.0001 | 1564 | 288089 |
| GXO LOGISTICS INC | COMMON STOCK USD.01 | 19706 | 857211 |
| H.B. FULLER CO. | COMMON STOCK USD1.0 | 8700 | 587076 |
| H+E EQUIPMENT SERVICES INC | COMMON STOCK USD.01 | 5160 | 252634 |
| H+R BLOCK INC | COMMON STOCK | 22302 | 1178438 |
| HA SUSTAINABLE INFRASTRUCTUR | COMMON STOCK USD.01 | 17548 | 470813 |
| HACKETT GROUP INC/THE | COMMON STOCK USD.001 | 4614 | 141742 |
| HAEMONETICS CORP/MASS | COMMON STOCK USD.01 | 8253 | 644394 |
| HAGERTY INC A | COMMON STOCK USD.0001 | 4731 | 45654 |
| HAIN CELESTIAL GROUP INC | COMMON STOCK USD.01 | 15083 | 92760 |
| HALL OF FAME RESORT + ENTERT | COMMON STOCK USD.0001 | 553 | 719 |
| HALLADOR ENERGY CO | COMMON STOCK USD.01 | 5131 | 58750 |
| HALLIBURTON CO | COMMON STOCK USD2.5 | 137890 | 3749229 |
| HALOZYME THERAPEUTICS INC | COMMON STOCK USD.001 | 20790 | 993970 |
| HAMILTON BEACH BRAND A | COMMON STOCK USD.01 | 1246 | 20970 |
| HAMILTON LANE INC CLASS A | COMMON STOCK USD.001 | 6025 | 892001 |
| HANCOCK WHITNEY CORP | COMMON STOCK USD3.33 | 14181 | 775984 |
| HANESBRANDS INC | COMMON STOCK USD.01 | 56404 | 459129 |
| HANMI FINANCIAL CORPORATION | COMMON STOCK USD.001 | 4791 | 113163 |
| HANOVER INSURANCE GROUP INC/ | COMMON STOCK USD.01 | 5906 | 913422 |
| HARBORONE BANCORP INC | COMMON STOCK USD.01 | 7098 | 83969 |
| HARLEY DAVIDSON INC | COMMON STOCK USD.01 | 21655 | 652465 |
| HARMONIC INC | COMMON STOCK USD.001 | 18923 | 250351 |
| HARMONY BIOSCIENCES HOLDINGS | COMMON STOCK USD.00001 | 5702 | 196206 |
| HARROW INC | COMMON STOCK USD.001 | 4521 | 151680 |
| HARTFORD INSURANCE GROUP INC | COMMON STOCK USD.01 | 44740 | 4894556 |

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| | | | |
|:---|:---|:---|:---|
| HARVARD BIOSCIENCE INC | COMMON STOCK USD.01 | 6728 | 14196 |
| HARVEST NATURAL RESOURCES IN | COMMON STOCK | 3075 | 20357 |
| HASBRO INC | COMMON STOCK USD.5 | 21499 | 1202009 |
| HASHICORP INC CL A | COMMON STOCK USD.000015 | 16678 | 570554 |
| HAVERTY FURNITURE | COMMON STOCK USD1.0 | 2356 | 52445 |
| HAWAIIAN ELECTRIC INDS | COMMON STOCK | 18708 | 182029 |
| HAWKINS INC | COMMON STOCK USD.01 | 2904 | 356234 |
| HAWTHORN BANCSHARES INC | COMMON STOCK USD1.0 | 1471 | 41703 |
| HAYWARD HOLDINGS INC | COMMON STOCK USD.001 | 21041 | 321717 |
| HBT FINANCIAL INC/DE | COMMON STOCK USD.01 | 1605 | 35150 |
| HCA HEALTHCARE INC | COMMON STOCK USD.01 | 28253 | 8480138 |
| HCI GROUP INC | COMMON STOCK | 988 | 115132 |
| HEALTH CATALYST INC | COMMON STOCK USD.001 | 8520 | 60236 |
| HEALTHCARE REALTY TRUST INC | REIT USD.01 | 64189 | 1088004 |
| HEALTHCARE SERVICES GROUP | COMMON STOCK USD.01 | 12031 | 139740 |
| HEALTHEQUITY INC | COMMON STOCK USD.0001 | 14078 | 1350784 |
| HEALTHPEAK PROPERTIES INC | REIT USD1.0 | 114411 | 2319111 |
| HEALTHSTREAM INC | COMMON STOCK | 3856 | 122621 |
| HEARTLAND EXPRESS INC | COMMON STOCK USD.01 | 7400 | 83028 |
| HEARTLAND FINANCIAL USA INC | COMMON STOCK USD1.0 | 6467 | 396459 |
| HECLA MINING CO | COMMON STOCK USD.25 | 95566 | 469229 |
| HEICO CORP | COMMON STOCK USD.01 | 6585 | 1565518 |
| HEICO CORP CLASS A | COMMON STOCK USD.01 | 11592 | 2157039 |
| HEIDRICK + STRUGGLES INTL | COMMON STOCK USD.01 | 3046 | 134968 |
| HELEN OF TROY LTD | COMMON STOCK USD.1 | 3966 | 237286 |
| HELIOS TECHNOLOGIES INC | COMMON STOCK USD.001 | 5130 | 229003 |
| HELIX ENERGY SOLUTIONS GROUP | COMMON STOCK | 22170 | 206624 |
| HELMERICH + PAYNE | COMMON STOCK USD.1 | 16206 | 518916 |
| HENNESSY ADVISORS INC | COMMON STOCK | 950 | 11999 |
| HENRY SCHEIN INC | COMMON STOCK USD.01 | 20916 | 1447387 |
| HEPION PHARMACEUTICALS INC | COMMON STOCK | 875 | 411 |
| HERBALIFE LTD | COMMON STOCK USD.002 | 15959 | 106766 |
| HERC HOLDINGS INC | COMMON STOCK USD.01 | 4814 | 911435 |
| HERITAGE COMMERCE CORP | COMMON STOCK | 9253 | 86793 |
| HERITAGE FINANCIAL CORP | COMMON STOCK | 5884 | 144158 |
| HERITAGE GLOBAL INC | COMMON STOCK USD.007 | 5051 | 9344 |
| HERITAGE INSURANCE HOLDINGS | COMMON STOCK USD.0001 | 4325 | 52333 |
| HERON THERAPEUTICS INC | COMMON STOCK USD.01 | 16421 | 25124 |
| HERSHEY CO/THE | COMMON STOCK USD1.0 | 22731 | 3849495 |
| HERTZ GLOBAL HLDGS INC | COMMON STOCK USD.01 | 21999 | 80516 |
| HESS CORP | COMMON STOCK USD1.0 | 42975 | 5716105 |
| HEWLETT PACKARD ENTERPRISE | COMMON STOCK USD.01 | 203422 | 4343060 |
| HEXCEL CORP | COMMON STOCK USD.01 | 14013 | 878615 |
| HF FOODS GROUP INC | COMMON STOCK USD.0001 | 6285 | 20175 |
| HF SINCLAIR CORP | COMMON STOCK | 24629 | 863246 |
| HIGHPEAK ENERGY INC | COMMON STOCK USD.0001 | 2300 | 33810 |

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| | | | |
|:---|:---|:---|:---|
| HIGHWOODS PROPERTIES INC | REIT USD.01 | 17236 | 527077 |
| HILLENBRAND INC | COMMON STOCK | 11809 | 363481 |
| HILLEVAX INC | COMMON STOCK USD.0001 | 2300 | 4761 |
| HILLMAN SOLUTIONS CORP | COMMON STOCK USD.0001 | 38009 | 370208 |
| HILTON GRAND VACATIONS INC | COMMON STOCK USD.01 | 11188 | 435773 |
| HILTON WORLDWIDE HOLDINGS IN | COMMON STOCK USD.01 | 37638 | 9302608 |
| HIMS + HERS HEALTH INC | COMMON STOCK USD.0001 | 24557 | 593788 |
| HINGHAM INSTITUTION FOR SVGS | COMMON STOCK USD1.0 | 235 | 59723 |
| HIPPO HOLDINGS INC | COMMON STOCK USD.0001 | 2449 | 65560 |
| HIREQUEST INC | COMMON STOCK USD.001 | 1227 | 17374 |
| HNI CORP | COMMON STOCK USD1.0 | 7956 | 400744 |
| HOLLEY INC | COMMON STOCK USD.0001 | 6075 | 18347 |
| HOLOGIC INC | COMMON STOCK USD.01 | 34581 | 2492944 |
| HOME BANCORP INC | COMMON STOCK USD.01 | 1389 | 64186 |
| HOME BANCSHARES INC | COMMON STOCK USD.01 | 30844 | 872885 |
| HOME DEPOT INC | COMMON STOCK USD.05 | 153186 | 59587822 |
| HOMESTREET INC | COMMON STOCK | 3406 | 38897 |
| HOMETRUST BANCSHARES INC | COMMON STOCK | 2358 | 79417 |
| HONEST CO INC/THE | COMMON STOCK USD.001 | 11467 | 79466 |
| HONEYWELL INTERNATIONAL INC | COMMON STOCK USD1.0 | 100938 | 22800885 |
| HOOKER FURNISHINGS CORP | COMMON STOCK | 1673 | 23439 |
| HOOKIPA PHARMA INC | COMMON STOCK | 428 | 860 |
| HOPE BANCORP INC | COMMON STOCK USD.001 | 19011 | 233645 |
| HORACE MANN EDUCATORS | COMMON STOCK USD.001 | 6587 | 258408 |
| HORIZON BANCORP INC/IN | COMMON STOCK | 6194 | 99785 |
| HORMEL FOODS CORP | COMMON STOCK USD.01465 | 48176 | 1511281 |
| HOST HOTELS + RESORTS INC | REIT USD.01 | 111467 | 1952902 |
| HOULIHAN LOKEY INC | COMMON STOCK USD.001 | 8457 | 1468643 |
| HOVNANIAN ENTERPRISES A | COMMON STOCK USD.01 | 767 | 102640 |
| HOWARD HUGHES HOLDINGS INC | COMMON STOCK | 5446 | 418906 |
| HOWMET AEROSPACE INC | COMMON STOCK | 63603 | 6956260 |
| HP INC | COMMON STOCK USD.01 | 141635 | 4621550 |
| HUB GROUP INC CL A | COMMON STOCK USD.01 | 9872 | 439896 |
| HUBBELL INC | COMMON STOCK USD.01 | 8262 | 3460869 |
| HUBSPOT INC | COMMON STOCK USD.001 | 8004 | 5576947 |
| HUDSON GLOBAL INC | COMMON STOCK USD.001 | 757 | 9879 |
| HUDSON PACIFIC PROPERTIES IN | REIT USD.01 | 21001 | 63633 |
| HUDSON TECHNOLOGIES INC | COMMON STOCK USD.01 | 7063 | 39412 |
| HUMACYTE INC | COMMON STOCK USD.0001 | 9796 | 49470 |
| HUMANA INC | COMMON STOCK USD.1666666 | 18954 | 4808819 |
| HUNT (JB) TRANSPRT SVCS INC | COMMON STOCK USD.01 | 12592 | 2148951 |
| HUNTINGTON BANCSHARES INC | COMMON STOCK USD.01 | 226609 | 3686928 |
| HUNTINGTON INGALLS INDUSTRIE | COMMON STOCK USD.01 | 6000 | 1133820 |
| HUNTSMAN CORP | COMMON STOCK USD.01 | 26859 | 484268 |
| HURCO COMPANIES INC | COMMON STOCK | 417 | 8044 |
| HURON CONSULTING GROUP INC | COMMON STOCK USD.01 | 3014 | 374520 |
| HUT 8 CORP | COMMON STOCK USD.01 | 7400 | 151626 |
| HYATT HOTELS CORP CL A | COMMON STOCK USD.01 | 7361 | 1155530 |

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| | | | |
|:---|:---|:---|:---|
| HYCROFT MINING HOLDING CORP | COMMON STOCK | 650 | 1437 |
| HYDROFARM HOLDINGS GROUP INC | COMMON STOCK USD.0001 | 5904 | 3424 |
| HYLIION HOLDINGS CORP | COMMON STOCK USD.0001 | 17316 | 45195 |
| HYPERFINE INC | COMMON STOCK USD.0001 | 15794 | 13899 |
| HYSTER YALE INC | COMMON STOCK USD.01 | 1647 | 83882 |
| HYZON MOTORS INC | COMMON STOCK | 294 | 310 |
| I3 VERTICALS INC CLASS A | COMMON STOCK USD.0001 | 3578 | 82437 |
| IAC INC | COMMON STOCK USD.0001 | 11790 | 508621 |
| IBIO INC | COMMON STOCK USD.001 | 69 | 169 |
| ICAD INC | COMMON STOCK USD.01 | 3909 | 7153 |
| ICF INTERNATIONAL INC | COMMON STOCK USD.001 | 2888 | 344278 |
| ICHOR HOLDINGS LTD | COMMON STOCK USD.0001 | 4295 | 138385 |
| ICU MEDICAL INC | COMMON STOCK USD.1 | 3235 | 501975 |
| IDACORP INC | COMMON STOCK | 8344 | 911832 |
| IDEAL POWER INC | COMMON STOCK USD.001 | 719 | 5428 |
| IDEAYA BIOSCIENCES INC | COMMON STOCK | 10522 | 270415 |
| IDENTIV INC | COMMON STOCK USD.001 | 3870 | 14164 |
| IDEX CORP | COMMON STOCK USD.01 | 11687 | 2445972 |
| IDEXX LABORATORIES INC | COMMON STOCK USD.1 | 12593 | 5206450 |
| IDT CORP CLASS B | COMMON STOCK USD.01 | 3634 | 172688 |
| IES HOLDINGS INC | COMMON STOCK USD.01 | 1417 | 284760 |
| IF BANCORP INC | COMMON STOCK USD.01 | 679 | 15603 |
| IGC PHARMA INC | COMMON STOCK USD.0001 | 8929 | 3000 |
| IGM BIOSCIENCES INC | COMMON STOCK USD.01 | 1263 | 7717 |
| IHEARTMEDIA INC CLASS A | COMMON STOCK | 18001 | 35642 |
| IKENA ONCOLOGY INC | COMMON STOCK USD.001 | 2053 | 3367 |
| ILLINOIS TOOL WORKS | COMMON STOCK USD.01 | 39422 | 9995842 |
| ILLUMINA INC | COMMON STOCK USD.01 | 24826 | 3317498 |
| IMMERSION CORPORATION | COMMON STOCK USD.001 | 3298 | 28792 |
| IMMUNEERING CORP CLASS A | COMMON STOCK USD.001 | 4435 | 9757 |
| IMMUNIC INC | COMMON STOCK USD.0001 | 3018 | 3018 |
| IMMUNITYBIO INC | COMMON STOCK USD.0001 | 24343 | 62318 |
| IMMUNOME INC | COMMON STOCK USD.0001 | 1491 | 15834 |
| IMMUNOVANT INC | COMMON STOCK USD.0001 | 8969 | 222162 |
| IMPINJ INC | COMMON STOCK USD.001 | 3718 | 540077 |
| INARI MEDICAL INC | COMMON STOCK USD.001 | 8384 | 428003 |
| INCYTE CORP | COMMON STOCK USD.001 | 24705 | 1706374 |
| INDEPENDENCE REALTY TRUST IN | REIT USD.01 | 37886 | 751658 |
| INDEPENDENT BANK CORP MICH | COMMON STOCK USD1.0 | 3999 | 139285 |
| INDEPENDENT BANK CORP/MA | COMMON STOCK USD.01 | 7580 | 486560 |
| INDEPENDENT BANK GROUP INC | COMMON STOCK USD.01 | 5836 | 354070 |
| INDIE SEMICONDUCTOR INC A | COMMON STOCK USD.0001 | 19072 | 77242 |
| INDUSTRIAL LOGISTICS PROPERT | REIT USD.01 | 10456 | 38164 |
| INFINERA CORP | COMMON STOCK USD.001 | 32935 | 216383 |
| INFORMATICA INC CLASS A | COMMON STOCK USD.01 | 6727 | 174431 |
| INFORMATION SERVICES GROUP | COMMON STOCK USD.0001 | 6789 | 22675 |
| INFUSYSTEM HOLDINGS INC | COMMON STOCK USD.0001 | 3232 | 27310 |
| INGERSOLL RAND INC | COMMON STOCK USD.01 | 63768 | 5768453 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | INGEVITY CORP | COMMON STOCK USD.01 | 5720 | 233090 |
| | INGLES MARKETS INC CLASS A | COMMON STOCK USD.05 | 2322 | 149630 |
| | INGREDION INC | COMMON STOCK USD.01 | 9171 | 1261563 |
| | INMUNE BIO INC | COMMON STOCK USD.001 | 2447 | 11427 |
| | INNODATA INC | COMMON STOCK USD.01 | 2723 | 107613 |
| | INNOSPEC INC | COMMON STOCK USD.01 | 4128 | 454328 |
| | INNOVAGE HOLDING CORP | COMMON STOCK USD.001 | 3316 | 13032 |
| | INNOVATE CORP | COMMON STOCK USD.001 | 745 | 3680 |
| | INNOVATIVE INDUSTRIAL PROPER | REIT USD.001 | 4813 | 320738 |
| | INNOVEX INTERNATIONAL INC | COMMON STOCK USD.01 | 6039 | 84365 |
| | INNOVID CORP | COMMON STOCK USD.0001 | 9027 | 27893 |
| | INNOVIVA INC | COMMON STOCK USD.01 | 10320 | 179052 |
| | INOGEN INC | COMMON STOCK USD.001 | 3290 | 30169 |
| | INOTIV INC | COMMON STOCK | 2429 | 10056 |
| | INOVIO PHARMACEUTICALS INC | COMMON STOCK USD.001 | 4116 | 7532 |
| | INOZYME PHARMA INC | COMMON STOCK USD.0001 | 8440 | 23379 |
| | INSEEGO CORP | COMMON STOCK | 1142 | 11717 |
| | INSIGHT ENTERPRISES INC | COMMON STOCK USD.01 | 4483 | 681864 |
| | INSMED INC | COMMON STOCK USD.01 | 26606 | 1836878 |
| | INSPERITY INC | COMMON STOCK USD.01 | 6075 | 470873 |
| | INSPIRE MEDICAL SYSTEMS INC | COMMON STOCK USD.001 | 4890 | 906508 |
| | INSPIRED ENTERTAINMENT INC | COMMON STOCK USD.0001 | 5234 | 47368 |
| | INSTALLED BUILDING PRODUCTS | COMMON STOCK USD.01 | 3798 | 665600 |
| | INSTEEL INDUSTRIES INC | COMMON STOCK | 3160 | 85352 |
| | INSTIL BIO INC | COMMON STOCK USD.000001 | 157 | 2997 |
| | INSULET CORP | COMMON STOCK USD.001 | 11463 | 2992645 |
| | INTAPP INC | COMMON STOCK USD.001 | 5146 | 329807 |
| | INTEGER HOLDINGS CORP | COMMON STOCK USD.001 | 5507 | 729788 |
| | INTEGRA LIFESCIENCES HOLDING | COMMON STOCK USD.01 | 11984 | 271797 |
| | INTEGRAL AD SCIENCE HOLDING | COMMON STOCK USD.001 | 9320 | 97301 |
| | INTEL CORP | COMMON STOCK USD.001 | 665032 | 13333892 |
| | INTELLIA THERAPEUTICS INC | COMMON STOCK USD.0001 | 14084 | 164219 |
| | INTELLICHECK INC | COMMON STOCK USD.001 | 2362 | 6614 |
| | INTERACTIVE BROKERS GRO CL A | COMMON STOCK USD.01 | 17546 | 3099852 |
| | INTERCONTINENTAL EXCHANGE IN | COMMON STOCK USD.01 | 87123 | 12982198 |
| | INTERDIGITAL INC | COMMON STOCK USD.01 | 4294 | 831834 |
| | INTERFACE INC | COMMON STOCK USD.1 | 9501 | 231349 |
| | INTERNATIONAL BANCSHARES CRP | COMMON STOCK USD1.0 | 9060 | 572230 |
| | INTERNATIONAL MONEY EXPRESS | COMMON STOCK USD.0001 | 6203 | 129208 |
| | INTERNATIONAL PAPER CO | COMMON STOCK USD1.0 | 56995 | 3067471 |
| | INTERNATIONAL SEAWAYS INC | COMMON STOCK | 5066 | 182072 |
| | INTERPARFUMS INC | COMMON STOCK USD.001 | 2843 | 373883 |
| | INTERPUBLIC GROUP OF COS INC | COMMON STOCK USD.1 | 58990 | 1652900 |
| | INTEST CORP | COMMON STOCK USD.01 | 1610 | 13830 |
| | INTEVAC INC | COMMON STOCK | 4291 | 14589 |
| \* | INTL BUSINESS MACHINES CORP | COMMON STOCK USD.2 | 142850 | 31402716 |
|  | INTL FLAVORS + FRAGRANCES | COMMON STOCK USD.125 | 39496 | 3339387 |
|  | INTRA CELLULAR THERAPIES INC | COMMON STOCK USD.0001 | 14649 | 1223484 |

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| | | | |
|:---|:---|:---|:---|
| INTREPID POTASH INC | COMMON STOCK USD.001 | 1529 | 33516 |
| INTUIT INC | COMMON STOCK USD.01 | 43409 | 27282557 |
| INTUITIVE SURGICAL INC | COMMON STOCK USD.001 | 55086 | 28752689 |
| INUVO INC | COMMON STOCK USD.001 | 17691 | 11435 |
| INVENTRUST PROPERTIES CORP | REIT USD.001 | 11343 | 341765 |
| INVESCO LTD | COMMON STOCK USD.2 | 75737 | 1323883 |
| INVESCO MORTGAGE CAPITAL | REIT USD.01 | 7146 | 57525 |
| INVESTORS TITLE CO | COMMON STOCK | 297 | 70318 |
| INVITATION HOMES INC | REIT USD.01 | 88774 | 2838105 |
| INVIVYD INC | COMMON STOCK USD.0001 | 3057 | 1355 |
| IONIS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 23496 | 821420 |
| IONQ INC | COMMON STOCK USD.0001 | 27867 | 1164005 |
| IOVANCE BIOTHERAPEUTICS INC | COMMON STOCK USD.000041666 | 35627 | 263640 |
| IPG PHOTONICS CORP | COMMON STOCK USD.0001 | 5011 | 364400 |
| IQVIA HOLDINGS INC | COMMON STOCK USD.01 | 26672 | 5241315 |
| IRADIMED CORP | COMMON STOCK USD.0001 | 1064 | 58520 |
| IRHYTHM TECHNOLOGIES INC | COMMON STOCK USD.001 | 5084 | 458424 |
| IRIDEX CORP | COMMON STOCK USD.01 | 2456 | 4126 |
| IRIDIUM COMMUNICATIONS INC | COMMON STOCK USD.001 | 18904 | 548594 |
| IROBOT CORP | COMMON STOCK USD.01 | 4237 | 32837 |
| IRON MOUNTAIN INC | REIT USD.01 | 45246 | 4755807 |
| IRONWOOD PHARMACEUTICALS INC | COMMON STOCK USD.001 | 21224 | 94022 |
| ITEOS THERAPEUTICS INC | COMMON STOCK USD.001 | 3345 | 25690 |
| ITRON INC | COMMON STOCK | 7254 | 787639 |
| ITT INC | COMMON STOCK USD1.0 | 13759 | 1965886 |
| IVANHOE ELECTRIC INC / US | COMMON STOCK USD.0001 | 13900 | 104945 |
| IZEA WORLDWIDE INC | COMMON STOCK USD.0001 | 1954 | 5374 |
| J + J SNACK FOODS CORP | COMMON STOCK | 2484 | 385343 |
| J. JILL INC | COMMON STOCK USD.01 | 700 | 19334 |
| JABIL INC | COMMON STOCK USD.001 | 17150 | 2467885 |
| JACK HENRY + ASSOCIATES INC | COMMON STOCK USD.01 | 11989 | 2101672 |
| JACK IN THE BOX INC | COMMON STOCK USD.01 | 3553 | 147947 |
| JACKSON FINANCIAL INC A | COMMON STOCK USD.01 | 11078 | 964672 |
| JACOBS SOLUTIONS INC | COMMON STOCK | 20319 | 2715025 |
| JAKKS PACIFIC INC | COMMON STOCK USD.001 | 1200 | 33780 |
| JAMES RIVER GROUP HOLDINGS L | COMMON STOCK USD.0002 | 6223 | 30306 |
| JAMF HOLDING CORP | COMMON STOCK | 9308 | 130777 |
| JANUS HENDERSON GROUP PLC | COMMON STOCK USD1.5 | 21740 | 924602 |
| JANUS INTERNATIONAL GROUP IN | COMMON STOCK USD.0001 | 15893 | 116814 |
| JANUX THERAPEUTICS INC | COMMON STOCK USD.001 | 3512 | 188032 |
| JASPER THERAPEUTICS INC | COMMON STOCK | 335 | 7162 |
| JAZZ PHARMACEUTICALS PLC | COMMON STOCK USD.0001 | 10525 | 1296154 |
| JBG SMITH PROPERTIES | REIT USD.01 | 16058 | 246811 |
| JBT MAREL CORP | COMMON STOCK USD.01 | 5084 | 646176 |
| JEFFERIES FINANCIAL GROUP IN | COMMON STOCK USD1.0 | 27453 | 2152315 |
| JELD WEN HOLDING INC | COMMON STOCK USD.01 | 14901 | 122039 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | JETBLUE AIRWAYS CORP | COMMON STOCK USD.01 | 52359 | 411542 |
| | JM SMUCKER CO/THE | COMMON STOCK | 17538 | 1931285 |
| | JOBY AVIATION INC | COMMON STOCK USD.0001 | 60910 | 495198 |
| | JOHN B. SANFILIPPO + SON INC | COMMON STOCK USD.01 | 1322 | 115159 |
| | JOHN MARSHALL BANCORP INC | COMMON STOCK | 700 | 14056 |
| | JOHNSON + JOHNSON | COMMON STOCK USD1.0 | 371939 | 53789818 |
| | JOHNSON CONTROLS INTERNATION | COMMON STOCK USD.01 | 104250 | 8228453 |
| | JOHNSON OUTDOORS INC A | COMMON STOCK USD.05 | 1264 | 41712 |
| | JOINT CORP/THE | COMMON STOCK USD.001 | 2342 | 24895 |
| | JONES LANG LASALLE INC | COMMON STOCK USD.01 | 7757 | 1963607 |
| \* | JPMORGAN CHASE + CO | COMMON STOCK USD1.0 | 434512 | 104156872 |
|  | JUNIPER NETWORKS INC | COMMON STOCK USD.00001 | 51247 | 1919200 |
|  | KADANT INC | COMMON STOCK USD.01 | 1902 | 656171 |
|  | KAISER ALUMINUM CORP | COMMON STOCK USD.01 | 2560 | 179891 |
|  | KALTURA INC | COMMON STOCK USD.0001 | 2679 | 5894 |
|  | KALVISTA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 3034 | 25698 |
|  | KARAT PACKAGING INC | COMMON STOCK USD.001 | 1073 | 32469 |
|  | KARTOON STUDIOS INC | COMMON STOCK USD.001 | 4861 | 2868 |
|  | KARYOPHARM THERAPEUTICS INC | COMMON STOCK USD.0001 | 10449 | 7067 |
|  | KATAPULT HOLDINGS INC | COMMON STOCK | 391 | 2645 |
|  | KB HOME | COMMON STOCK USD1.0 | 11984 | 787588 |
|  | KBR INC | COMMON STOCK USD.001 | 22660 | 1312694 |
|  | KEARNY FINANCIAL CORP/MD | COMMON STOCK USD.01 | 12347 | 87417 |
|  | KELLANOVA | COMMON STOCK USD.25 | 41435 | 3354992 |
|  | KELLY SERVICES INC A | COMMON STOCK USD1.0 | 5946 | 82887 |
|  | KEMPER CORP | COMMON STOCK USD.1 | 10193 | 677223 |
|  | KENNAMETAL INC | COMMON STOCK USD1.25 | 13139 | 315599 |
|  | KENNEDY WILSON HOLDINGS INC | COMMON STOCK USD.0001 | 20081 | 200609 |
|  | KENVUE INC | COMMON STOCK USD.01 | 286810 | 6123394 |
|  | KEROS THERAPEUTICS INC | COMMON STOCK USD.0001 | 4118 | 65188 |
|  | KEURIG DR PEPPER INC | COMMON STOCK USD.01 | 169397 | 5441032 |
|  | KEWAUNEE SCIENTIFIC CP | COMMON STOCK USD2.5 | 287 | 17757 |
|  | KEY TRONIC CORP | COMMON STOCK | 1879 | 7835 |
|  | KEYCORP | COMMON STOCK USD1.0 | 153692 | 2634281 |
|  | KEYSIGHT TECHNOLOGIES IN | COMMON STOCK USD.01 | 27219 | 4372188 |
|  | KEZAR LIFE SCIENCES INC | COMMON STOCK USD.001 | 940 | 6317 |
|  | KFORCE INC | COMMON STOCK USD.01 | 3252 | 184388 |
|  | KILROY REALTY CORP | REIT USD.01 | 18131 | 733399 |
|  | KIMBALL ELECTRONICS INC | COMMON STOCK | 3994 | 74808 |
|  | KIMBERLY CLARK CORP | COMMON STOCK USD1.25 | 48842 | 6400256 |
|  | KIMCO REALTY CORP | REIT USD.01 | 109112 | 2556494 |
|  | KINDER MORGAN INC | COMMON STOCK USD.01 | 291648 | 7991155 |
|  | KINETIK HOLDINGS INC | COMMON STOCK USD.0001 | 3880 | 220035 |
|  | KINGSWAY FINANCIAL SERVICES | COMMON STOCK | 5001 | 41858 |
|  | KINSALE CAPITAL GROUP INC | COMMON STOCK USD.01 | 3660 | 1702376 |
|  | KIRBY CORP | COMMON STOCK USD.1 | 9337 | 987855 |

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| | | | |
|:---|:---|:---|:---|
| KIRKLAND S INC | COMMON STOCK | 2108 | 3415 |
| KITE REALTY GROUP TRUST | REIT USD.01 | 26349 | 665049 |
| KKR + CO INC | COMMON STOCK USD.01 | 104228 | 15416363 |
| KKR REAL ESTATE FINANCE TRUS | REIT USD.01 | 8075 | 81558 |
| KLA CORP | COMMON STOCK USD.001 | 20787 | 13098304 |
| KLAVIYO INC A | COMMON STOCK USD.001 | 9400 | 387656 |
| KLX ENERGY SERVICES HOLDING | COMMON STOCK USD.01 | 1800 | 8964 |
| KNIFE RIVER CORP | COMMON STOCK USD.01 | 9242 | 939357 |
| KNIGHT SWIFT TRANSPORTATION | COMMON STOCK USD.01 | 27234 | 1444491 |
| KNOWLES CORP | COMMON STOCK USD.01 | 14583 | 290639 |
| KODIAK GAS SERVICES INC | COMMON STOCK USD.01 | 3300 | 134739 |
| KODIAK SCIENCES INC | COMMON STOCK USD.0001 | 5481 | 54536 |
| KOHLS CORP | COMMON STOCK USD.01 | 17901 | 251330 |
| KONTOOR BRANDS INC | COMMON STOCK | 7837 | 669358 |
| KOPIN CORP | COMMON STOCK USD.01 | 12637 | 17186 |
| KOPPERS HOLDINGS INC | COMMON STOCK USD.01 | 3531 | 114404 |
| KORE GROUP HOLDINGS INC | COMMON STOCK USD.0001 | 1092 | 3516 |
| KORN FERRY | COMMON STOCK USD.01 | 8756 | 590592 |
| KORRO BIO INC | COMMON STOCK USD.001 | 105 | 3997 |
| KORU MEDICAL SYSTEMS INC | COMMON STOCK USD.01 | 5238 | 20166 |
| KOSMOS ENERGY LTD | COMMON STOCK USD.01 | 74815 | 255867 |
| KRAFT HEINZ CO/THE | COMMON STOCK USD.01 | 126006 | 3869644 |
| KRATOS DEFENSE + SECURITY | COMMON STOCK USD.001 | 20283 | 535066 |
| KRISPY KREME INC | COMMON STOCK USD.01 | 14407 | 143062 |
| KROGER CO | COMMON STOCK USD1.0 | 103799 | 6347309 |
| KRONOS BIO INC | COMMON STOCK USD.001 | 6820 | 6479 |
| KRONOS WORLDWIDE INC | COMMON STOCK USD.01 | 4058 | 39566 |
| KRYSTAL BIOTECH INC | COMMON STOCK USD.00001 | 4033 | 631810 |
| KULICKE + SOFFA INDUSTRIES | COMMON STOCK | 8955 | 417840 |
| KULR TECHNOLOGY GROUP INC | COMMON STOCK USD.0001 | 11111 | 39444 |
| KURA ONCOLOGY INC | COMMON STOCK USD.0001 | 12251 | 106706 |
| KURA SUSHI USA INC CLASS A | COMMON STOCK USD.001 | 797 | 72192 |
| KVH INDUSTRIES INC | COMMON STOCK USD.01 | 2756 | 15709 |
| KYMERA THERAPEUTICS INC | COMMON STOCK USD.0001 | 6640 | 267127 |
| KYNDRYL HOLDINGS INC | COMMON STOCK USD.01 | 39625 | 1371025 |
| L3HARRIS TECHNOLOGIES INC | COMMON STOCK USD1.0 | 30113 | 6332162 |
| LA Z BOY INC | COMMON STOCK USD1.0 | 7364 | 320849 |
| LABCORP HOLDINGS INC | COMMON STOCK USD.1 | 13491 | 3093756 |
| LADDER CAPITAL CORP REIT | REIT USD.001 | 18268 | 204419 |
| LAIRD SUPERFOOD INC | COMMON STOCK USD.001 | 652 | 5138 |
| LAKE SHORE BANCORP INC | COMMON STOCK USD.01 | 500 | 6850 |
| LAKELAND FINANCIAL CORP | COMMON STOCK | 3981 | 273734 |
| LAKELAND INDUSTRIES INC | COMMON STOCK USD.01 | 1620 | 41391 |
| LAM RESEARCH CORP | COMMON STOCK USD.001 | 198720 | 14353546 |
| LAMAR ADVERTISING CO A | REIT USD.001 | 13165 | 1602707 |
| LAMB WESTON HOLDINGS INC | COMMON STOCK USD1.0 | 23917 | 1598373 |

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| | | | |
|:---|:---|:---|:---|
| LANCASTER COLONY CORP | COMMON STOCK | 3422 | 592485 |
| LANDMARK BANCORP INC | COMMON STOCK USD.01 | 897 | 21537 |
| LANDS END INC | COMMON STOCK USD.01 | 1696 | 22285 |
| LANDSEA HOMES CORP | COMMON STOCK USD.0001 | 2843 | 24137 |
| LANDSTAR SYSTEM INC | COMMON STOCK USD.01 | 4387 | 753950 |
| LANTERN PHARMA INC | COMMON STOCK USD.0001 | 1385 | 4418 |
| LANTHEUS HOLDINGS INC | COMMON STOCK USD.01 | 11250 | 1006425 |
| LANTRONIX INC | COMMON STOCK USD.0001 | 3846 | 15846 |
| LANZATECH GLOBAL INC | COMMON STOCK USD.0001 | 18200 | 24934 |
| LARIMAR THERAPEUTICS INC | COMMON STOCK USD.01 | 7417 | 28704 |
| LAS VEGAS SANDS CORP | COMMON STOCK USD.001 | 54125 | 2779860 |
| LATHAM GROUP INC | COMMON STOCK USD.0001 | 4959 | 34515 |
| LATTICE SEMICONDUCTOR CORP | COMMON STOCK USD.01 | 22931 | 1299041 |
| LAUREATE EDUCATION INC | COMMON STOCK USD.001 | 20835 | 381072 |
| LAZARD INC | COMMON STOCK USD.01 | 18319 | 943062 |
| LAZYDAYS HOLDINGS INC | COMMON STOCK USD.0001 | 964 | 921 |
| LCI INDUSTRIES | COMMON STOCK USD.01 | 3984 | 411906 |
| LCNB CORPORATION | COMMON STOCK | 1652 | 24995 |
| LEAFLY HOLDINGS INC | COMMON STOCK USD.0001 | 306 | 480 |
| LEAP THERAPEUTICS INC | COMMON STOCK | 1203 | 3459 |
| LEAR CORP | COMMON STOCK USD.01 | 5795 | 548787 |
| LEE ENTERPRISES | COMMON STOCK USD.01 | 475 | 7021 |
| LEGACY HOUSING CORP | COMMON STOCK USD.001 | 1693 | 41783 |
| LEGALZOOMCOM INC | COMMON STOCK | 20109 | 151019 |
| LEGGETT + PLATT INC | COMMON STOCK USD.01 | 21953 | 210749 |
| LEIDOS HOLDINGS INC | COMMON STOCK USD.0001 | 21008 | 3026412 |
| LEMAITRE VASCULAR INC | COMMON STOCK USD.01 | 3013 | 277618 |
| LEMONADE INC | COMMON STOCK USD.00001 | 10387 | 380995 |
| LENDINGCLUB CORP | COMMON STOCK USD.01 | 16022 | 259396 |
| LENDINGTREE INC | COMMON STOCK USD.01 | 1846 | 71533 |
| LENNAR CORP B SHS | COMMON STOCK USD.1 | 2200 | 290730 |
| LENNAR CORP A | COMMON STOCK USD.1 | 37316 | 5088783 |
| LENNOX INTERNATIONAL INC | COMMON STOCK USD.01 | 4714 | 2872240 |
| LENSAR INC | COMMON STOCK | 1697 | 15171 |
| LENZ THERAPEUTICS INC | COMMON STOCK USD.00001 | 350 | 10105 |
| LEONARDO DRS INC | COMMON STOCK USD.01 | 11200 | 361872 |
| LESLIE S INC | COMMON STOCK USD.001 | 31265 | 69721 |
| LEVI STRAUSS + CO CLASS A | COMMON STOCK USD.001 | 17091 | 295674 |
| LEXICON PHARMACEUTICALS INC | COMMON STOCK USD.001 | 12679 | 9363 |
| LGI HOMES INC | COMMON STOCK USD.01 | 3415 | 305301 |
| LIBERTY BROADBAND A | COMMON STOCK USD.01 | 2743 | 203969 |
| LIBERTY BROADBAND C | COMMON STOCK USD.01 | 18233 | 1363099 |
| LIBERTY ENERGY INC | COMMON STOCK | 24568 | 488658 |
| LIBERTY GLOBAL LTD A | COMMON STOCK USD.01 | 24848 | 317060 |
| LIBERTY GLOBAL LTD C | COMMON STOCK USD.01 | 23235 | 305308 |
| LIBERTY LATIN AMERIC CL C | COMMON STOCK USD.01 | 23238 | 147329 |

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| | | | |
|:---|:---|:---|:---|
| LIBERTY MEDIA CORP FORMULA A | TRACKING STK | 3684 | 309603 |
| LIBERTY MEDIA CORP FORMULA C | TRACKING STK | 33996 | 3150069 |
| LIBERTY MEDIA CORP LIBERTY A | TRACKING STK USD.01 | 2985 | 198682 |
| LIBERTY MEDIA CORP LIBERTY C | TRACKING STK USD.01 | 7738 | 526648 |
| LIFE TIME GROUP HOLDINGS INC | COMMON STOCK USD.01 | 8878 | 196381 |
| LIFECORE BIOMEDICAL INC | COMMON STOCK USD.001 | 5354 | 39780 |
| LIFEMD INC | COMMON STOCK | 3071 | 15201 |
| LIFESTANCE HEALTH GROUP INC | COMMON STOCK USD.01 | 16660 | 122784 |
| LIFETIME BRANDS INC | COMMON STOCK USD.01 | 1341 | 7925 |
| LIFEVANTAGE CORP | COMMON STOCK USD.0001 | 1981 | 34727 |
| LIGAND PHARMACEUTICALS | COMMON STOCK USD.001 | 2716 | 291019 |
| LIGHT + WONDER INC | COMMON STOCK USD.001 | 15191 | 1312199 |
| LIGHTPATH TECHNOLOGIES INC A | COMMON STOCK USD.01 | 5325 | 18797 |
| LIGHTWAVE LOGIC INC | COMMON STOCK USD.001 | 21140 | 44394 |
| LIMBACH HOLDINGS INC | COMMON STOCK USD.0001 | 1800 | 153972 |
| LIMONEIRA CO | COMMON STOCK USD.01 | 2807 | 68659 |
| LINCOLN EDUCATIONAL SERVICES | COMMON STOCK | 3967 | 62758 |
| LINCOLN ELECTRIC HOLDINGS | COMMON STOCK | 9089 | 1703915 |
| LINCOLN NATIONAL CORP | COMMON STOCK | 27564 | 874054 |
| LINDBLAD EXPEDITIONS HOLDING | COMMON STOCK USD.0001 | 5157 | 61162 |
| LINDE PLC | COMMON STOCK | 72911 | 30525648 |
| LINDSAY CORP | COMMON STOCK USD1.0 | 1741 | 205978 |
| LINEAGE CELL THERAPEUTICS IN | COMMON STOCK | 18716 | 9405 |
| LINEAGE INC | REIT | 9300 | 544701 |
| LINKBANCORP INC | COMMON STOCK USD.01 | 2200 | 16456 |
| LIONS GATE ENTERTAINMENT A | COMMON STOCK | 10258 | 87603 |
| LIONS GATE ENTERTAINMENT B | COMMON STOCK | 20153 | 152155 |
| LIPOCINE INC | COMMON STOCK USD.0001 | 747 | 3645 |
| LIQTECH INTERNATIONAL INC | COMMON STOCK USD.001 | 453 | 820 |
| LIQUIDIA CORP | COMMON STOCK USD.001 | 7746 | 91093 |
| LIQUIDITY SERVICES INC | COMMON STOCK USD.001 | 4168 | 134585 |
| LITHIA MOTORS INC | COMMON STOCK | 4181 | 1494415 |
| LITTELFUSE INC | COMMON STOCK USD.01 | 4252 | 1001984 |
| LIVANOVA PLC | COMMON STOCK GBP1.0 | 8639 | 400072 |
| LIVE NATION ENTERTAINMENT IN | COMMON STOCK USD.01 | 23537 | 3048042 |
| LIVE OAK BANCSHARES INC | COMMON STOCK | 5190 | 205265 |
| LIVEONE INC | COMMON STOCK USD.001 | 8699 | 12788 |
| LIVEPERSON INC | COMMON STOCK USD.001 | 10842 | 16480 |
| LIVERAMP HOLDINGS INC | COMMON STOCK USD.1 | 11049 | 335558 |
| LKQ CORP | COMMON STOCK USD.01 | 38830 | 1427003 |
| LOANDEPOT INC CLASS A | COMMON STOCK USD.001 | 15748 | 32126 |
| LOAR HOLDINGS INC | COMMON STOCK NPV | 1900 | 140429 |
| LOCAL BOUNTI CORP | COMMON STOCK USD.0001 | 459 | 950 |
| LOCKHEED MARTIN CORP | COMMON STOCK USD1.0 | 31985 | 15542791 |
| LOEWS CORP | COMMON STOCK USD.01 | 22364 | 1894007 |
| LOGILITY SUPPLY CHAIN SOLUTI | COMMON STOCK USD.1 | 5394 | 59766 |

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| | | | |
|:---|:---|:---|:---|
| LOOP INDUSTRIES INC | COMMON STOCK USD.0001 | 2897 | 3476 |
| LOUISIANA PACIFIC CORP | COMMON STOCK USD1.0 | 10332 | 1069879 |
| LOVESAC CO/THE | COMMON STOCK USD.00001 | 2244 | 53093 |
| LOWE S COS INC | COMMON STOCK USD.5 | 87241 | 21531079 |
| LPL FINANCIAL HOLDINGS INC | COMMON STOCK | 11536 | 3766619 |
| LSB INDUSTRIES INC | COMMON STOCK USD.1 | 7837 | 59483 |
| LSI INDUSTRIES INC | COMMON STOCK | 4728 | 91818 |
| LTC PROPERTIES INC | REIT USD.01 | 7070 | 244269 |
| LUCID DIAGNOSTICS INC | COMMON STOCK USD.001 | 341 | 279 |
| LUCID GROUP INC | COMMON STOCK USD.0001 | 146615 | 442777 |
| LUCKY STRIKE ENTERTAINMENT C | COMMON STOCK USD.0001 | 6862 | 68689 |
| LULULEMON ATHLETICA INC | COMMON STOCK USD.005 | 17659 | 6752978 |
| LUMEN TECHNOLOGIES INC | COMMON STOCK USD1.0 | 167726 | 890625 |
| LUMENTUM HOLDINGS INC | COMMON STOCK USD.001 | 11595 | 973400 |
| LUMINAR TECHNOLOGIES INC | COMMON STOCK USD.0001 | 3074 | 16538 |
| LUNA INNOVATIONS INC | COMMON STOCK USD.001 | 5483 | 11843 |
| LUXFER HOLDINGS PLC | COMMON STOCK USD.5 | 5228 | 68435 |
| LXP INDUSTRIAL TRUST | REIT USD.0001 | 48350 | 392602 |
| LYELL IMMUNOPHARMA INC | COMMON STOCK USD.0001 | 27227 | 17425 |
| LYFT INC A | COMMON STOCK USD.00001 | 55717 | 718749 |
| LYONDELLBASELL INDU CL A | COMMON STOCK EUR.04 | 31640 | 2349903 |
| LYRA THERAPEUTICS INC | COMMON STOCK USD.001 | 6800 | 1404 |
| M + T BANK CORP | COMMON STOCK USD.5 | 26213 | 4928306 |
| M/I HOMES INC | COMMON STOCK USD.01 | 4515 | 600269 |
| MACERICH CO/THE | REIT USD.01 | 36569 | 728454 |
| MACOM TECHNOLOGY SOLUTIONS H | COMMON STOCK USD.001 | 8893 | 1155290 |
| MACROGENICS INC | COMMON STOCK USD.01 | 9172 | 29809 |
| MACY S INC | COMMON STOCK USD.01 | 45260 | 766252 |
| MADISON SQUARE GARDEN ENTERT | COMMON STOCK USD.01 | 7142 | 254255 |
| MADISON SQUARE GARDEN SPORTS | COMMON STOCK USD.01 | 2768 | 624682 |
| MADRIGAL PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 2593 | 800122 |
| MAGNITE INC | COMMON STOCK USD.00001 | 18924 | 301270 |
| MAGNOLIA OIL + GAS CORP A | COMMON STOCK USD.0001 | 31224 | 730017 |
| MAIDEN HOLDINGS LTD | COMMON STOCK USD.01 | 12716 | 21490 |
| MALIBU BOATS INC A | COMMON STOCK USD.01 | 3175 | 119348 |
| MAMA S CREATIONS INC | COMMON STOCK | 6400 | 50944 |
| MAMMOTH ENERGY SERVICES INC | COMMON STOCK USD.01 | 2800 | 8400 |
| MANHATTAN ASSOCIATES INC | COMMON STOCK USD.01 | 10004 | 2703481 |
| MANITEX INTERNATIONAL INC | COMMON STOCK | 3301 | 19146 |
| MANITOWOC COMPANY INC | COMMON STOCK USD.01 | 6515 | 59482 |
| MANNKIND CORP | COMMON STOCK USD.01 | 40554 | 260762 |
| MANPOWERGROUP INC | COMMON STOCK USD.01 | 8409 | 485367 |
| MAPLEBEAR INC | COMMON STOCK USD.0001 | 26400 | 1093488 |
| MARA HOLDINGS INC | COMMON STOCK USD.001 | 37801 | 633923 |
| MARATHON PETROLEUM CORP | COMMON STOCK USD.01 | 49719 | 6935801 |
| MARAVAI LIFESCIENCES HLDGS A | COMMON STOCK USD.01 | 17431 | 94999 |

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| | | | |
|:---|:---|:---|:---|
| MARCHEX INC CLASS B | COMMON STOCK USD.01 | 9881 | 17292 |
| MARCUS + MILLICHAP INC | COMMON STOCK USD.0001 | 4297 | 164403 |
| MARCUS CORPORATION | COMMON STOCK USD1.0 | 4234 | 91031 |
| MARIN SOFTWARE INC | COMMON STOCK USD.001 | 423 | 935 |
| MARINE PRODUCTS CORP | COMMON STOCK USD.1 | 1401 | 12847 |
| MARINEMAX INC | COMMON STOCK USD.001 | 3533 | 102280 |
| MARINUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 9191 | 4918 |
| MARKEL GROUP INC | COMMON STOCK | 1854 | 3200430 |
| MARKER THERAPEUTICS INC | COMMON STOCK USD.001 | 1254 | 3900 |
| MARKETAXESS HOLDINGS INC | COMMON STOCK USD.003 | 6181 | 1397153 |
| MARKETWISE INC | COMMON STOCK USD.0001 | 4825 | 2738 |
| MARKFORGED HOLDING CORP | COMMON STOCK USD.0001 | 1132 | 3554 |
| MARQETA INC A | COMMON STOCK USD.0001 | 71619 | 271436 |
| MARRIOTT INTERNATIONAL CL A | COMMON STOCK USD.01 | 35667 | 9948953 |
| MARRIOTT VACATIONS WORLD | COMMON STOCK USD.01 | 5658 | 508088 |
| MARSH + MCLENNAN COS | COMMON STOCK USD1.0 | 74639 | 15854070 |
| MARTEN TRANSPORT LTD | COMMON STOCK USD.01 | 10329 | 161236 |
| MARTIN MARIETTA MATERIALS | COMMON STOCK USD.01 | 9003 | 4650050 |
| MARVELL TECHNOLOGY INC | COMMON STOCK USD.002 | 133701 | 14767275 |
| MASCO CORP | COMMON STOCK USD1.0 | 25548 | 1854018 |
| MASIMO CORP | COMMON STOCK USD.001 | 7491 | 1238262 |
| MASTEC INC | COMMON STOCK USD.1 | 10168 | 1384272 |
| MASTERBRAND INC | COMMON STOCK USD.01 | 20499 | 299490 |
| MASTERCARD INC A | COMMON STOCK USD.0001 | 126446 | 66582670 |
| MASTERCRAFT BOAT HOLDINGS IN | COMMON STOCK USD.01 | 3375 | 64361 |
| MATADOR RESOURCES CO | COMMON STOCK USD.01 | 18320 | 1030683 |
| MATCH GROUP INC | COMMON STOCK USD.001 | 38756 | 1267709 |
| MATERION CORP | COMMON STOCK | 3332 | 329468 |
| MATINAS BIOPHARMA HOLDINGS I | COMMON STOCK USD.0001 | 614 | 313 |
| MATIV HOLDINGS INC | COMMON STOCK USD.1 | 9099 | 99179 |
| MATRIX SERVICE CO | COMMON STOCK USD.01 | 4857 | 58138 |
| MATSON INC | COMMON STOCK | 5766 | 777487 |
| MATTEL INC | COMMON STOCK USD1.0 | 48763 | 864568 |
| MATTERPORT INC | COMMON STOCK USD.0001 | 38515 | 182561 |
| MATTHEWS INTL CORP CLASS A | COMMON STOCK USD1.0 | 4780 | 132310 |
| MAUI LAND + PINEAPPLE CO | COMMON STOCK | 1400 | 30772 |
| MAXCYTE INC | COMMON STOCK | 14300 | 59488 |
| MAXIMUS INC | COMMON STOCK | 9946 | 742469 |
| MAXLINEAR INC | COMMON STOCK | 11377 | 225037 |
| MAYVILLE ENGINEERING CO INC | COMMON STOCK | 1478 | 23234 |
| MBIA INC | COMMON STOCK USD1.0 | 7678 | 49600 |
| MCCORMICK + CO NON VTG SHRS | COMMON STOCK USD.01 | 41171 | 3138877 |
| MCDONALD S CORP | COMMON STOCK USD.01 | 109664 | 31790497 |
| MCEWEN MINING INC | COMMON STOCK | 6627 | 51558 |
| MCGRATH RENTCORP | COMMON STOCK | 3975 | 444485 |
| MCKESSON CORP | COMMON STOCK USD.01 | 19666 | 11207850 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | MDU RESOURCES GROUP INC | COMMON STOCK USD1.0 | 33368 | 601291 |
| | MEDALLION FINANCIAL CORP | COMMON STOCK USD.01 | 2795 | 26245 |
| | MEDIAALPHA INC CLASS A | COMMON STOCK USD.01 | 3958 | 44686 |
| | MEDICAL PROPERTIES TRUST INC | REIT USD.001 | 100900 | 398555 |
| | MEDICINOVA INC | COMMON STOCK USD.001 | 9449 | 19843 |
| | MEDIFAST INC | COMMON STOCK USD.001 | 1840 | 32421 |
| | MEDPACE HOLDINGS INC | COMMON STOCK USD.01 | 3854 | 1280414 |
| | MEDTRONIC PLC | COMMON STOCK USD.1 | 196120 | 15666066 |
| | MEI PHARMA INC | COMMON STOCK USD.00000002 | 804 | 1978 |
| | MERCANTILE BANK CORP | COMMON STOCK | 2261 | 100592 |
| | MERCER INTERNATIONAL INC | COMMON STOCK USD1.0 | 6805 | 44233 |
| | MERCHANTS BANCORP/IN | COMMON STOCK | 4682 | 170753 |
| | MERCK + CO. INC. | COMMON STOCK USD.5 | 391268 | 38923341 |
| | MERCURY GENERAL CORP | COMMON STOCK | 4277 | 284335 |
| | MERCURY SYSTEMS INC | COMMON STOCK USD.01 | 9250 | 388500 |
| | MERIDIANLINK INC | COMMON STOCK USD.001 | 3753 | 77499 |
| | MERIT MEDICAL SYSTEMS INC | COMMON STOCK | 9217 | 891468 |
| | MERITAGE HOMES CORP | COMMON STOCK USD.01 | 6020 | 925996 |
| | MERRIMACK PHARMACEUTICALS IN | COMMON STOCK USD.01 | 1800 | 54 |
| | MERSANA THERAPEUTICS INC | COMMON STOCK USD.0001 | 15894 | 22728 |
| | MESA AIR GROUP INC | COMMON STOCK | 5974 | 6930 |
| | MESA LABORATORIES INC | COMMON STOCK | 841 | 110903 |
| | META PLATFORMS INC CLASS A | COMMON STOCK USD.000006 | 336129 | 196806891 |
| | METALLUS INC | COMMON STOCK | 7115 | 100535 |
| | METHODE ELECTRONICS INC | COMMON STOCK USD.5 | 5945 | 70092 |
| \* | METLIFE INC | COMMON STOCK USD.01 | 91468 | 7489400 |
|  | METROCITY BANKSHARES INC | COMMON STOCK | 3414 | 109077 |
|  | METROPOLITAN BANK HOLDING CO | COMMON STOCK USD.01 | 1628 | 95075 |
|  | METTLER TOLEDO INTERNATIONAL | COMMON STOCK USD.01 | 3310 | 4050381 |
|  | MFA FINANCIAL INC | REIT USD.01 | 16363 | 166739 |
|  | MGE ENERGY INC | COMMON STOCK USD1.0 | 5942 | 558310 |
|  | MGIC INVESTMENT CORP | COMMON STOCK USD1.0 | 43495 | 1031266 |
|  | MGM RESORTS INTERNATIONAL | COMMON STOCK USD.01 | 36008 | 1247677 |
|  | MGP INGREDIENTS INC | COMMON STOCK | 2461 | 96890 |
|  | MICROCHIP TECHNOLOGY INC | COMMON STOCK USD.001 | 84231 | 4830648 |
|  | MICRON TECHNOLOGY INC | COMMON STOCK USD.1 | 172943 | 14554883 |
|  | MICROSOFT CORP | COMMON STOCK USD.00000625 | 1146479 | 483240899 |
|  | MICROSTRATEGY INC CL A | COMMON STOCK USD.001 | 29620 | 8578544 |
|  | MICROVAST HOLDINGS INC | COMMON STOCK USD.0001 | 38154 | 78979 |
|  | MICROVISION INC | COMMON STOCK USD.001 | 27009 | 35382 |
|  | MID AMERICA APARTMENT COMM | REIT USD.01 | 18467 | 2854444 |
|  | MID PENN BANCORP INC | COMMON STOCK USD1.0 | 1854 | 53469 |
|  | MIDDLEBY CORP | COMMON STOCK USD.01 | 8944 | 1211465 |
|  | MIDDLEFIELD BANC CORP | COMMON STOCK | 723 | 20280 |
|  | MIDDLESEX WATER CO | COMMON STOCK | 2807 | 147732 |
|  | MIDLAND STATES BANCORP INC | COMMON STOCK USD.01 | 3940 | 96136 |

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| | | | |
|:---|:---|:---|:---|
| MIDWESTONE FINANCIAL GROUP I | COMMON STOCK USD.01 | 2134 | 62142 |
| MILESTONE SCIENTIFIC INC | COMMON STOCK USD.001 | 8982 | 8623 |
| MILLER INDUSTRIES INC/TENN | COMMON STOCK USD.01 | 2139 | 139805 |
| MILLERKNOLL INC | COMMON STOCK USD.2 | 12195 | 275485 |
| MIMEDX GROUP INC | COMMON STOCK USD.001 | 20422 | 196460 |
| MIND MEDICINE MINDMED INC | COMMON STOCK | 8900 | 61944 |
| MINERALS TECHNOLOGIES INC | COMMON STOCK USD.1 | 5319 | 405361 |
| MINK THERAPEUTICS INC | COMMON STOCK USD.00001 | 689 | 480 |
| MIRION TECHNOLOGIES INC | COMMON STOCK USD.0001 | 30837 | 538106 |
| MIRUM PHARMACEUTICALS INC | COMMON STOCK | 5412 | 223786 |
| MISSION PRODUCE INC | COMMON STOCK USD.001 | 6011 | 86378 |
| MISTER CAR WASH INC | COMMON STOCK USD.01 | 12973 | 94573 |
| MISTRAS GROUP INC | COMMON STOCK USD.01 | 3318 | 30061 |
| MITEK SYSTEMS INC | COMMON STOCK USD.001 | 7167 | 79769 |
| MKS INSTRUMENTS INC | COMMON STOCK | 10357 | 1081167 |
| MOBILEYE GLOBAL INC A | COMMON STOCK USD.01 | 12200 | 243024 |
| MODERNA INC | COMMON STOCK USD.0001 | 54889 | 2282285 |
| MODINE MANUFACTURING CO | COMMON STOCK USD.625 | 8252 | 956654 |
| MODIVCARE INC | COMMON STOCK USD.001 | 1993 | 23597 |
| MOELIS + CO CLASS A | COMMON STOCK USD.01 | 11026 | 814601 |
| MOHAWK INDUSTRIES INC | COMMON STOCK USD.01 | 8869 | 1056564 |
| MOLECULIN BIOTECH INC | COMMON STOCK USD.001 | 547 | 930 |
| MOLINA HEALTHCARE INC | COMMON STOCK USD.001 | 8883 | 2585397 |
| MOLSON COORS BEVERAGE CO B | COMMON STOCK USD.01 | 28110 | 1611265 |
| MONARCH CASINO + RESORT INC | COMMON STOCK USD.01 | 2226 | 175631 |
| MONDELEZ INTERNATIONAL INC A | COMMON STOCK | 207239 | 12378385 |
| MONEYLION INC | COMMON STOCK | 1118 | 96159 |
| MONGODB INC | COMMON STOCK USD.001 | 11558 | 2690818 |
| MONOLITHIC POWER SYSTEMS INC | COMMON STOCK USD.001 | 7825 | 4630053 |
| MONRO INC | COMMON STOCK USD.01 | 5369 | 133151 |
| MONSTER BEVERAGE CORP | COMMON STOCK USD.005 | 107930 | 5672801 |
| MONTAUK RENEWABLES INC | COMMON STOCK USD.01 | 10008 | 39832 |
| MONTE ROSA THERAPEUTICS INC | COMMON STOCK USD.0001 | 5828 | 40446 |
| MONTROSE ENVIRONMENTAL GROUP | COMMON STOCK USD.000004 | 4249 | 78819 |
| MOODY S CORP | COMMON STOCK USD.01 | 23829 | 11279934 |
| MOOG INC CLASS A | COMMON STOCK USD1.0 | 4639 | 913141 |
| MORGAN STANLEY | COMMON STOCK USD.01 | 191480 | 24072866 |
| MORNINGSTAR INC | COMMON STOCK | 3984 | 1341652 |
| MOSAIC CO/THE | COMMON STOCK USD.01 | 52323 | 1286099 |
| MOTORCAR PARTS OF AMERICA IN | COMMON STOCK USD.01 | 3141 | 23872 |
| MOTOROLA SOLUTIONS INC | COMMON STOCK USD.01 | 25033 | 11571004 |
| MOVADO GROUP INC | COMMON STOCK USD.01 | 2415 | 47527 |
| MP MATERIALS CORP | COMMON STOCK USD.0001 | 24191 | 377380 |
| MR COOPER GROUP INC | COMMON STOCK USD.01 | 10340 | 992743 |
| MRC GLOBAL INC | COMMON STOCK USD.01 | 12897 | 164824 |
| MSA SAFETY INC | COMMON STOCK | 6145 | 1018657 |
| MSC INDUSTRIAL DIRECT CO A | COMMON STOCK USD.001 | 7457 | 556963 |
| MSCI INC | COMMON STOCK USD.01 | 11994 | 7196520 |

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| | | | |
|:---|:---|:---|:---|
| MUELLER INDUSTRIES INC | COMMON STOCK USD.01 | 18574 | 1474033 |
| MUELLER WATER PRODUCTS INC A | COMMON STOCK USD.01 | 26091 | 587048 |
| MURAL ONCOLOGY PLC | COMMON STOCK USD.01 | 2604 | 8385 |
| MURPHY OIL CORP | COMMON STOCK USD1.0 | 24500 | 741370 |
| MURPHY USA INC | COMMON STOCK USD.01 | 2688 | 1348704 |
| MUSTANG BIO INC | COMMON STOCK USD.0001 | 1022 | 181 |
| MVB FINANCIAL CORP | COMMON STOCK USD1.0 | 1722 | 35645 |
| MYERS INDUSTRIES INC | COMMON STOCK | 5562 | 61404 |
| MYR GROUP INC/DELAWARE | COMMON STOCK USD.01 | 2661 | 395877 |
| MYRIAD GENETICS INC | COMMON STOCK USD.01 | 12987 | 178052 |
| N ABLE INC | COMMON STOCK USD.001 | 11190 | 104515 |
| N B T BANCORP INC | COMMON STOCK USD.01 | 7547 | 360445 |
| NABORS INDUSTRIES LTD | COMMON STOCK USD.001 | 1464 | 83697 |
| NABORS INDUSTRIES LTD | NABORS INDUSTRIES LTD CW26 | 439 | 1602 |
| NACCO INDUSTRIES CL A | COMMON STOCK USD1.0 | 654 | 19502 |
| NAPCO SECURITY TECHNOLOGIES | COMMON STOCK USD.01 | 4362 | 155113 |
| NASDAQ INC | COMMON STOCK USD.01 | 63933 | 4942660 |
| NATERA INC | COMMON STOCK | 17602 | 2786397 |
| NATHAN S FAMOUS INC | COMMON STOCK USD.01 | 277 | 21775 |
| NATIONAL BANK HOLD CL A | COMMON STOCK | 5874 | 252934 |
| NATIONAL BANKSHARES INC/VA | COMMON STOCK USD1.25 | 1174 | 33706 |
| NATIONAL BEVERAGE CORP | COMMON STOCK USD.01 | 3785 | 161506 |
| NATIONAL CINEMEDIA INC | COMMON STOCK USD.01 | 17600 | 116864 |
| NATIONAL FUEL GAS CO | COMMON STOCK USD1.0 | 13643 | 827857 |
| NATIONAL HEALTHCARE CORP | COMMON STOCK USD.01 | 2139 | 230071 |
| NATIONAL PRESTO INDS INC | COMMON STOCK USD1.0 | 687 | 67615 |
| NATIONAL RESEARCH CORP | COMMON STOCK USD.001 | 2213 | 39037 |
| NATIONAL STORAGE AFFILIATES | REIT USD.01 | 11351 | 430316 |
| NATIONAL VISION HOLDINGS INC | COMMON STOCK USD.01 | 13324 | 138836 |
| NATL HEALTH INVESTORS INC | REIT USD.01 | 7324 | 507553 |
| NATURAL ALTERNATIVES INTL | COMMON STOCK USD.01 | 821 | 3522 |
| NATURAL GAS SERVICES GROUP | COMMON STOCK USD.01 | 2469 | 66169 |
| NATURAL GROCERS BY VITAMIN C | COMMON STOCK USD.001 | 869 | 34517 |
| NATURES SUNSHINE PRODS INC | COMMON STOCK | 1596 | 23397 |
| NAUTILUS BIOTECHNOLOGY INC | COMMON STOCK USD.0001 | 8755 | 14708 |
| NAVIENT CORP | COMMON STOCK USD.01 | 2674 | 35537 |
| NAVITAS SEMICONDUCTOR CORP | COMMON STOCK USD.0001 | 20480 | 73114 |
| NB BANCORP INC | COMMON STOCK USD.01 | 6200 | 111972 |
| NCINO INC | COMMON STOCK USD.0005 | 10136 | 340367 |
| NCR ATLEOS CORP | COMMON STOCK USD.01 | 11136 | 377733 |
| NCR VOYIX CORP | COMMON STOCK USD.01 | 20872 | 288868 |
| NEKTAR THERAPEUTICS | COMMON STOCK USD.0001 | 30187 | 28074 |
| NELNET INC CL A | COMMON STOCK USD.01 | 1698 | 181363 |
| NEOGEN CORP | COMMON STOCK USD.16 | 32438 | 393797 |
| NEOGENOMICS INC | COMMON STOCK USD.001 | 19978 | 329237 |
| NEONODE INC | COMMON STOCK USD.001 | 1580 | 13003 |
| NERDWALLET INC CL A | COMMON STOCK USD.0001 | 7345 | 97689 |
| NERDY INC | COMMON STOCK USD.0001 | 10901 | 17660 |

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| | | | |
|:---|:---|:---|:---|
| NET LEASE OFFICE PROPERTY | REIT USD.001 | 2266 | 70722 |
| NET POWER INC | COMMON STOCK USD.0001 | 4800 | 50832 |
| NETAPP INC | COMMON STOCK USD.001 | 32190 | 3736615 |
| NETFLIX INC | COMMON STOCK USD.001 | 65936 | 58770076 |
| NETGEAR INC | COMMON STOCK USD.001 | 4410 | 122907 |
| NETSCOUT SYSTEMS INC | COMMON STOCK USD.001 | 12120 | 262519 |
| NETSTREIT CORP | REIT USD.01 | 9901 | 140099 |
| NETWORK 1 TECHNOLOGIES INC | COMMON STOCK USD.01 | 3500 | 4655 |
| NEUBASE THERAPEUTICS INC | COMMON STOCK | 363 | 133 |
| NEUEHEALTH INC | COMMON STOCK USD.0001 | 692 | 5135 |
| NEUROBO PHARMACEUTICALS INC | COMMON STOCK | 92 | 1 |
| NEUROCRINE BIOSCIENCES INC | COMMON STOCK USD.001 | 16273 | 2221265 |
| NEUROGENE INC | COMMON STOCK USD.000001 | 292 | 6675 |
| NEURONETICS INC | COMMON STOCK USD.01 | 4331 | 6973 |
| NEUROPACE INC | COMMON STOCK USD.001 | 1251 | 13999 |
| NEVRO CORP | COMMON STOCK USD.001 | 5735 | 21334 |
| NEW FORTRESS ENERGY INC | COMMON STOCK USD.01 | 11153 | 168633 |
| NEW JERSEY RESOURCES CORP | COMMON STOCK USD2.5 | 14423 | 672833 |
| NEW YORK MORTGAGE TRUST INC | REIT USD.02 | 15675 | 94991 |
| NEW YORK TIMES CO A | COMMON STOCK USD.1 | 26307 | 1369279 |
| NEWELL BRANDS INC | COMMON STOCK USD1.0 | 61863 | 616155 |
| NEWMARK GROUP INC CLASS A | COMMON STOCK USD.01 | 20846 | 267037 |
| NEWMARKET CORP | COMMON STOCK | 894 | 472345 |
| NEWMONT CORP | COMMON STOCK USD1.6 | 175883 | 6546365 |
| NEWS CORP CLASS A | COMMON STOCK USD.01 | 57803 | 1591895 |
| NEWS CORP CLASS B | COMMON STOCK | 18071 | 549901 |
| NEWTEKONE INC | COMMON STOCK USD.02 | 3700 | 47249 |
| NEXPOINT DIVERSIFIED REAL ES | REIT USD.001 | 5905 | 36021 |
| NEXPOINT REAL ESTATE FINANCE | REIT USD.01 | 2390 | 37499 |
| NEXPOINT RESIDENTIAL | REIT USD.01 | 3803 | 158775 |
| NEXSTAR MEDIA GROUP INC | COMMON STOCK USD.01 | 5006 | 790798 |
| NEXTCURE INC | COMMON STOCK USD.001 | 3515 | 2710 |
| NEXTDECADE CORP | COMMON STOCK USD.0001 | 10166 | 78380 |
| NEXTDOOR HOLDINGS INC | COMMON STOCK USD.0001 | 26149 | 61973 |
| NEXTERA ENERGY INC | COMMON STOCK USD.01 | 318822 | 22856349 |
| NEXTNAV INC | COMMON STOCK USD.0001 | 9669 | 150450 |
| NEXTRACKER INC CL A | COMMON STOCK USD.0001 | 20500 | 748865 |
| NI HOLDINGS INC | COMMON STOCK USD.01 | 1539 | 24162 |
| NIAGEN BIOSCIENCE INC | COMMON STOCK USD.001 | 8586 | 45549 |
| NICOLET BANKSHARES INC | COMMON STOCK USD.01 | 2338 | 245280 |
| NIKE INC CL B | COMMON STOCK | 181580 | 13740159 |
| NIKOLA CORP | COMMON STOCK USD.0001 | 3941 | 4690 |
| NINE ENERGY SERVICE INC | COMMON STOCK | 1900 | 2128 |
| NISOURCE INC | COMMON STOCK USD.01 | 69589 | 2558092 |
| NKARTA INC | COMMON STOCK | 7059 | 17577 |
| NL INDUSTRIES | COMMON STOCK USD.125 | 2066 | 16053 |
| NLIGHT INC | COMMON STOCK | 7194 | 75465 |
| NMI HOLDINGS INC | COMMON STOCK USD.01 | 13705 | 503796 |

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| | | | |
|:---|:---|:---|:---|
| NN INC | COMMON STOCK USD.01 | 7644 | 24996 |
| NNN REIT INC | REIT USD.01 | 21988 | 898210 |
| NOBLE CORP PLC | COMMON STOCK USD.00001 | 21438 | 673153 |
| NOODLES + CO | COMMON STOCK USD.01 | 5321 | 3080 |
| NORDSON CORP | COMMON STOCK | 7559 | 1581645 |
| NORDSTROM INC | COMMON STOCK | 15502 | 374373 |
| NORFOLK SOUTHERN CORP | COMMON STOCK USD1.0 | 34942 | 8200887 |
| NORTHEAST BANK | COMMON STOCK USD1.0 | 1315 | 120625 |
| NORTHEAST COMMUNITY BANCORP | COMMON STOCK | 2837 | 69393 |
| NORTHERN OIL AND GAS INC | COMMON STOCK USD.001 | 14689 | 545843 |
| NORTHERN TECHNOLOGIES INTL | COMMON STOCK USD.02 | 1612 | 21746 |
| NORTHERN TRUST CORP | COMMON STOCK USD1.666666 | 31873 | 3266983 |
| NORTHFIELD BANCORP INC | COMMON STOCK USD.01 | 6518 | 75739 |
| NORTHRIM BANCORP INC | COMMON STOCK USD1.0 | 814 | 63443 |
| NORTHROP GRUMMAN CORP | COMMON STOCK USD1.0 | 20872 | 9795021 |
| NORTHWEST BANCSHARES INC | COMMON STOCK USD.01 | 22371 | 295073 |
| NORTHWEST NATURAL HOLDING CO | COMMON STOCK | 6213 | 245786 |
| NORTHWEST PIPE CO | COMMON STOCK USD.01 | 1599 | 77168 |
| NORTHWESTERN ENERGY GROUP IN | COMMON STOCK USD.01 | 10048 | 537166 |
| NORWEGIAN CRUISE LINE HOLDIN | COMMON STOCK USD.001 | 68748 | 1768886 |
| NORWOOD FINANCIAL CORP | COMMON STOCK USD.1 | 1382 | 37597 |
| NOV INC | COMMON STOCK USD.01 | 47447 | 692726 |
| NOVANTA INC | COMMON STOCK | 5933 | 906384 |
| NOVAVAX INC | COMMON STOCK USD.01 | 15918 | 127981 |
| NOVOCURE LTD | COMMON STOCK | 16584 | 494203 |
| NPK INTERNATIONAL INC | COMMON STOCK USD.01 | 13486 | 103438 |
| NRG ENERGY INC | COMMON STOCK USD.01 | 32205 | 2905535 |
| NRX PHARMACEUTICALS INC | COMMON STOCK USD.001 | 434 | 955 |
| NU SKIN ENTERPRISES INC A | COMMON STOCK USD.001 | 8151 | 56160 |
| NUCOR CORP | COMMON STOCK USD.4 | 36077 | 4210547 |
| NURIX THERAPEUTICS INC | COMMON STOCK | 6642 | 125135 |
| NUSCALE POWER CORP | COMMON STOCK USD.0001 | 3500 | 62755 |
| NUTANIX INC A | COMMON STOCK USD.000025 | 39723 | 2430253 |
| NUVALENT INC A | COMMON STOCK USD.0001 | 5311 | 415745 |
| NUVATION BIO INC | COMMON STOCK USD.0001 | 19195 | 51059 |
| NV5 GLOBAL INC | COMMON STOCK USD.01 | 7780 | 146575 |
| NVE CORP | COMMON STOCK USD.01 | 759 | 61805 |
| NVENT ELECTRIC PLC | COMMON STOCK USD.01 | 27073 | 1845296 |
| NVIDIA CORP | COMMON STOCK USD.001 | 3782600 | 507965354 |
| NVR INC | COMMON STOCK USD.01 | 428 | 3500569 |
| NXP SEMICONDUCTORS NV | COMMON STOCK EUR.2 | 39747 | 8261414 |
| O I GLASS INC | COMMON STOCK USD.01 | 25573 | 277211 |
| O REILLY AUTOMOTIVE INC | COMMON STOCK USD.01 | 8880 | 10529904 |
| OAK VALLEY BANCORP | COMMON STOCK | 1170 | 34223 |
| OCCIDENTAL PETROLEUM CORP | COMMON STOCK USD.2 | 102961 | 5087303 |
| OCEAN POWER TECHNOLOGIES INC | COMMON STOCK USD.001 | 4671 | 4764 |
| OCEANEERING INTL INC | COMMON STOCK USD.25 | 16051 | 418610 |
| OCEANFIRST FINANCIAL CORP | COMMON STOCK USD.01 | 9887 | 178955 |

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| | | | |
|:---|:---|:---|:---|
| OCERA THERAPEUTICS INC | COMMON STOCK | 5800 | 1566 |
| OCUGEN INC | COMMON STOCK USD.001 | 32561 | 26212 |
| OCULAR THERAPEUTIX INC | COMMON STOCK USD.0001 | 12557 | 107237 |
| ODP CORP/THE | COMMON STOCK USD.01 | 5396 | 122705 |
| ODYSSEY MARINE EXPLORATION | COMMON STOCK USD.01 | 4371 | 3147 |
| OFFERPAD SOLUTIONS INC | COMMON STOCK USD.0001 | 790 | 2252 |
| OFFICE PROPERTIES INCOME TRU | REIT USD.01 | 7858 | 7856 |
| OFG BANCORP | COMMON STOCK USD1.0 | 8277 | 350283 |
| OGE ENERGY CORP | COMMON STOCK USD.01 | 33653 | 1388186 |
| OHIO VALLEY BANC CORP | COMMON STOCK USD1.0 | 724 | 17528 |
| OIL DRI CORP OF AMERICA | COMMON STOCK USD.1 | 922 | 80804 |
| OIL STATES INTERNATIONAL INC | COMMON STOCK USD.01 | 8815 | 44604 |
| OKLO INC | COMMON STOCK USD.0001 | 11500 | 244145 |
| OKTA INC | COMMON STOCK | 26195 | 2064166 |
| OLAPLEX HOLDINGS INC | COMMON STOCK USD.001 | 21314 | 36873 |
| OLD DOMINION FREIGHT LINE | COMMON STOCK USD.1 | 29226 | 5155466 |
| OLD NATIONAL BANCORP | COMMON STOCK | 51316 | 1113814 |
| OLD POINT FINANCIAL CORP | COMMON STOCK USD5.0 | 1139 | 29682 |
| OLD REPUBLIC INTL CORP | COMMON STOCK USD1.0 | 38930 | 1408877 |
| OLD SECOND BANCORP INC | COMMON STOCK USD1.0 | 6949 | 123553 |
| OLEMA PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 6963 | 40594 |
| OLIN CORP | COMMON STOCK USD1.0 | 19539 | 660418 |
| OLLIE S BARGAIN OUTLET HOLDI | COMMON STOCK USD.001 | 10121 | 1110577 |
| OLO INC CLASS A | COMMON STOCK USD.001 | 17577 | 134991 |
| OLYMPIC STEEL INC | COMMON STOCK | 1750 | 57418 |
| OMEGA FLEX INC | COMMON STOCK USD.01 | 548 | 23000 |
| OMEGA HEALTHCARE INVESTORS | REIT USD.1 | 41118 | 1556316 |
| OMEGA THERAPEUTICS INC | COMMON STOCK USD.001 | 1530 | 1141 |
| OMEROS CORP | COMMON STOCK USD.01 | 10983 | 108512 |
| OMNIAB INC | COMMON STOCK USD.0001 | 18500 | 65490 |
| OMNICELL INC | COMMON STOCK USD.001 | 7057 | 314178 |
| OMNICOM GROUP | COMMON STOCK USD.15 | 31178 | 2682555 |
| ON SEMICONDUCTOR | COMMON STOCK USD.01 | 68503 | 4319114 |
| ON24 INC | COMMON STOCK USD.0001 | 7701 | 49748 |
| ONCOCYTE CORP | COMMON STOCK | 558 | 1328 |
| ONCTERNAL THERAPEUTICS INC | COMMON STOCK USD.001 | 393 | 207 |
| ONDAS HOLDINGS INC | COMMON STOCK USD.0001 | 3533 | 9044 |
| ONE GAS INC | COMMON STOCK | 8282 | 573529 |
| ONE GROUP HOSPITALITY INC/TH | COMMON STOCK USD.0001 | 3270 | 9483 |
| ONE LIBERTY PROPERTIES INC | REIT USD1.0 | 3063 | 83436 |
| ONE STOP SYSTEMS INC | COMMON STOCK USD.0001 | 2976 | 9970 |
| ONEMAIN HOLDINGS INC | COMMON STOCK USD.01 | 19502 | 1016639 |
| ONEOK INC | COMMON STOCK USD.01 | 90203 | 9056381 |
| ONESPAN INC | COMMON STOCK USD.001 | 1513 | 28051 |
| ONESPAWORLD HOLDINGS LTD | COMMON STOCK USD.0001 | 14732 | 293167 |
| ONEWATER MARINE INC CL A | COMMON STOCK USD.01 | 1702 | 29581 |
| ONITY GROUP INC | COMMON STOCK USD.01 | 1425 | 43762 |
| ONKURE THERAPEUTICS INC A | COMMON STOCK USD.0001 | 370 | 3182 |

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| | | | |
|:---|:---|:---|:---|
| ONTO INNOVATION INC | COMMON STOCK | 8079 | 1346527 |
| OOMA INC | COMMON STOCK | 3272 | 46004 |
| OP BANCORP | COMMON STOCK | 2797 | 44221 |
| OPAL FUELS INC A | COMMON STOCK USD.0001 | 4600 | 15594 |
| OPEN LENDING CORP | COMMON STOCK | 17250 | 102983 |
| OPENDOOR TECHNOLOGIES INC | COMMON STOCK USD.0001 | 92442 | 147907 |
| OPENLANE INC | COMMON STOCK USD.01 | 16294 | 323273 |
| OPKO HEALTH INC | COMMON STOCK USD.01 | 67914 | 99834 |
| OPORTUN FINANCIAL CORP | COMMON STOCK USD.0001 | 3056 | 11857 |
| OPPENHEIMER HOLDINGS CL A | COMMON STOCK USD.001 | 1486 | 95238 |
| OPPFI INC | COMMON STOCK USD.0001 | 2834 | 21708 |
| OPTIMIZERX CORP | COMMON STOCK USD.001 | 2940 | 14288 |
| OPTINOSE INC | COMMON STOCK USD.001 | 603 | 4028 |
| OPTION CARE HEALTH INC | COMMON STOCK USD.0001 | 29856 | 692659 |
| ORACLE CORP | COMMON STOCK USD.01 | 248602 | 41427037 |
| ORAGENICS INC | COMMON STOCK USD.001 | 401 | 148 |
| ORASURE TECHNOLOGIES INC | COMMON STOCK USD.000001 | 12104 | 43695 |
| ORCHID ISLAND CAPITAL INC | REIT USD.01 | 6038 | 46976 |
| ORGANOGENESIS HOLDINGS INC | COMMON STOCK USD.0001 | 10405 | 33296 |
| ORGANON + CO | COMMON STOCK USD.01 | 40820 | 609034 |
| ORIC PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 5271 | 42537 |
| ORIGIN BANCORP INC | COMMON STOCK | 4677 | 155697 |
| ORIGIN MATERIALS INC | COMMON STOCK USD.0001 | 19694 | 25208 |
| ORION ENERGY SYSTEMS INC | COMMON STOCK | 4858 | 3887 |
| ORION GROUP HOLDINGS INC | COMMON STOCK USD.01 | 5207 | 38167 |
| ORION PROPERTIES INC | REIT USD.01 | 8979 | 33312 |
| ORION SA | COMMON STOCK | 10069 | 158990 |
| ORMAT TECHNOLOGIES INC | COMMON STOCK USD.001 | 8922 | 604198 |
| ORRSTOWN FINL SERVICES INC | COMMON STOCK | 2215 | 81091 |
| ORTHOFIX MEDICAL INC | COMMON STOCK USD.1 | 5350 | 93411 |
| ORTHOPEDIATRICS CORP | COMMON STOCK USD.00025 | 2745 | 63629 |
| OSCAR HEALTH INC CLASS A | COMMON STOCK USD.00001 | 23175 | 311472 |
| OSHKOSH CORP | COMMON STOCK USD.01 | 10927 | 1038830 |
| OSI SYSTEMS INC | COMMON STOCK | 2652 | 444024 |
| OTIS WORLDWIDE CORP | COMMON STOCK USD.01 | 56826 | 5262656 |
| OTTER TAIL CORP | COMMON STOCK USD5.0 | 6822 | 503736 |
| OUSTER INC | COMMON STOCK USD.0001 | 4929 | 60232 |
| OUTBRAIN INC | COMMON STOCK USD.001 | 1790 | 12852 |
| OUTFRONT MEDIA INC | REIT USD.01 | 23508 | 417032 |
| OUTLOOK THERAPEUTICS INC | COMMON STOCK USD.01 | 688 | 1300 |
| OUTSET MEDICAL INC | COMMON STOCK USD.001 | 8036 | 8920 |
| OVID THERAPEUTICS INC | COMMON STOCK USD.001 | 7274 | 6792 |
| OVINTIV INC | COMMON STOCK | 42164 | 1707642 |
| OWENS + MINOR INC | COMMON STOCK USD2.0 | 12267 | 160330 |
| OWENS CORNING | COMMON STOCK USD.001 | 13258 | 2258103 |
| OWLET INC | COMMON STOCK | 860 | 3827 |
| OXFORD INDUSTRIES INC | COMMON STOCK USD1.0 | 2349 | 185054 |
| P G + E CORP | COMMON STOCK | 337687 | 6814524 |

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| | | | |
|:---|:---|:---|:---|
| P10 INC A | COMMON STOCK USD.001 | 8256 | 104108 |
| P3 HEALTH PARTNERS INC | COMMON STOCK USD.0001 | 3893 | 876 |
| PACCAR INC | COMMON STOCK USD1.0 | 81303 | 8457138 |
| PACIFIC BIOSCIENCES OF CALIF | COMMON STOCK USD.0001 | 38491 | 70439 |
| PACIFIC PREMIER BANCORP INC | COMMON STOCK USD.01 | 15633 | 389574 |
| PACIRA BIOSCIENCES INC | COMMON STOCK USD.001 | 7208 | 135799 |
| PACKAGING CORP OF AMERICA | COMMON STOCK USD.01 | 14347 | 3229940 |
| PACS GROUP INC | COMMON STOCK USD.001 | 3500 | 45885 |
| PACTIV EVERGREEN INC | COMMON STOCK | 6625 | 115739 |
| PAGERDUTY INC | COMMON STOCK USD.000005 | 15267 | 278775 |
| PALANTIR TECHNOLOGIES INC A | COMMON STOCK USD.001 | 315320 | 23847652 |
| PALATIN TECHNOLOGIES INC | COMMON STOCK USD.01 | 1337 | 1484 |
| PALLADYNE AI CORP | COMMON STOCK USD.0001 | 1583 | 19423 |
| PALO ALTO NETWORKS INC | COMMON STOCK USD.0001 | 100362 | 18261870 |
| PALOMAR HOLDINGS INC | COMMON STOCK USD.0001 | 4010 | 423416 |
| PALVELLA THERAPEUTICS INC | COMMON STOCK USD.001 | 129 | 1548 |
| PANGAEA LOGISTICS SOLUTIONS | COMMON STOCK USD.0001 | 4464 | 23927 |
| PAPA JOHN S INTL INC | COMMON STOCK USD.01 | 5328 | 218821 |
| PAR PACIFIC HOLDINGS INC | COMMON STOCK USD.01 | 5753 | 94292 |
| PAR TECHNOLOGY CORP/DEL | COMMON STOCK USD.02 | 4158 | 302162 |
| PARAGON 28 INC | COMMON STOCK USD.01 | 7176 | 74128 |
| PARAMOUNT GLOBAL CLASS A | COMMON STOCK USD.001 | 2700 | 60210 |
| PARAMOUNT GLOBAL CLASS B | COMMON STOCK USD.001 | 77103 | 806497 |
| PARAMOUNT GROUP INC | REIT USD.01 | 24880 | 122907 |
| PARK AEROSPACE CORP | COMMON STOCK USD.1 | 3683 | 53956 |
| PARK HOTELS + RESORTS INC | REIT USD.01 | 36399 | 512134 |
| PARK NATIONAL CORP | COMMON STOCK | 2381 | 408175 |
| PARK OHIO HOLDINGS CORP | COMMON STOCK USD1.0 | 1662 | 43661 |
| PARKE BANCORP INC | COMMON STOCK USD.1 | 1554 | 31873 |
| PARKER HANNIFIN CORP | COMMON STOCK USD.5 | 19863 | 12633464 |
| PARSONS CORP | COMMON STOCK USD1.0 | 6893 | 635879 |
| PASSAGE BIO INC | COMMON STOCK USD.0001 | 6494 | 3683 |
| PATHWARD FINANCIAL INC | COMMON STOCK USD.01 | 4723 | 347518 |
| PATRICK INDUSTRIES INC | COMMON STOCK | 4993 | 414818 |
| PATRIOT NATIONAL INC | COMMON STOCK USD.001 | 3400 | 78 |
| PATTERSON COS INC | COMMON STOCK USD.01 | 14562 | 449383 |
| PATTERSON UTI ENERGY INC | COMMON STOCK USD.01 | 51959 | 429181 |
| PAVMED INC | COMMON STOCK USD.001 | 906 | 569 |
| PAYCHEX INC | COMMON STOCK USD.01 | 50084 | 7022778 |
| PAYCOM SOFTWARE INC | COMMON STOCK USD.01 | 7991 | 1637915 |
| PAYCOR HCM INC | COMMON STOCK USD.001 | 11071 | 205588 |
| PAYLOCITY HOLDING CORP | COMMON STOCK USD.001 | 7199 | 1435985 |
| PAYMENTUS HOLDINGS INC A | COMMON STOCK USD.0001 | 3290 | 107484 |
| PAYONEER GLOBAL INC | COMMON STOCK USD.01 | 44295 | 444722 |
| PAYPAL HOLDINGS INC | COMMON STOCK | 155046 | 13233176 |
| PAYSIGN INC | COMMON STOCK | 5459 | 16486 |
| PBF ENERGY INC CLASS A | COMMON STOCK USD.001 | 18141 | 481644 |
| PC CONNECTION INC | COMMON STOCK USD.01 | 1775 | 122954 |

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| | | | |
|:---|:---|:---|:---|
| PCB BANCORP | COMMON STOCK | 2533 | 51268 |
| PDF SOLUTIONS INC | COMMON STOCK USD.00015 | 4889 | 132394 |
| PDL BIOPHARMA INC | COMMON STOCK USD.01 | 22373 | 44299 |
| PDS BIOTECHNOLOGY CORP | COMMON STOCK USD.00033 | 4057 | 6613 |
| PEABODY ENERGY CORP | COMMON STOCK | 17711 | 370868 |
| PEAKSTONE REALTY TRUST | REIT | 6700 | 74169 |
| PEAPACK GLADSTONE FINL CORP | COMMON STOCK | 2762 | 88522 |
| PEBBLEBROOK HOTEL TRUST | REIT USD.01 | 21052 | 285255 |
| PEDIATRIX MEDICAL GROUP INC | COMMON STOCK USD.01 | 13538 | 177619 |
| PEGASYSTEMS INC | COMMON STOCK USD.01 | 6641 | 618941 |
| PELOTON INTERACTIVE INC A | COMMON STOCK USD.000025 | 55621 | 483903 |
| PENGUIN SOLUTIONS INC | COMMON STOCK USD.01 | 7720 | 148147 |
| PENN ENTERTAINMENT INC | COMMON STOCK USD.01 | 25197 | 499405 |
| PENNANT GROUP INC/THE | COMMON STOCK USD.001 | 4310 | 114301 |
| PENNS WOODS BANCORP INC | COMMON STOCK USD5.55 | 1288 | 39142 |
| PENNYMAC FINANCIAL SERVICES | COMMON STOCK USD.0001 | 4556 | 465350 |
| PENSKE AUTOMOTIVE GROUP INC | COMMON STOCK USD.0001 | 2836 | 432320 |
| PENTAIR PLC | COMMON STOCK USD.01 | 25949 | 2611507 |
| PENUMBRA INC | COMMON STOCK USD.001 | 6434 | 1527946 |
| PEOPLES BANCORP INC | COMMON STOCK | 5234 | 165865 |
| PEOPLES BANCORP OF NC | COMMON STOCK | 824 | 25750 |
| PEOPLES FINANCIAL SERVICES | COMMON STOCK USD2.0 | 1398 | 71550 |
| PEPGEN INC | COMMON STOCK USD.0001 | 1800 | 6822 |
| PEPSICO INC | COMMON STOCK USD.017 | 209719 | 31889871 |
| PERDOCEO EDUCATION CORP | COMMON STOCK USD.01 | 10599 | 280556 |
| PERELLA WEINBERG PARTNERS | COMMON STOCK USD.0001 | 5833 | 139059 |
| PERFORMANCE FOOD GROUP CO | COMMON STOCK USD.01 | 24806 | 2097347 |
| PERFORMANT HEALTHCARE INC | COMMON STOCK USD.01 | 7300 | 22046 |
| PERIMETER SOLUTIONS INC | COMMON STOCK | 23500 | 300330 |
| PERMA FIX ENVIRONMENTAL SVCS | COMMON STOCK USD.001 | 3147 | 34837 |
| PERMIAN RESOURCES CORP | COMMON STOCK USD.0001 | 60792 | 874189 |
| PERRIGO CO PLC | COMMON STOCK EUR.001 | 21836 | 561404 |
| PERSONALIS INC | COMMON STOCK | 5964 | 34472 |
| PERSPECTIVE THERAPEUTICS INC | COMMON STOCK USD.001 | 1837 | 5860 |
| PETCO HEALTH AND WELLNESS CO | COMMON STOCK USD.001 | 13585 | 51759 |
| PETMED EXPRESS INC | COMMON STOCK USD.001 | 3697 | 17820 |
| PFIZER INC | COMMON STOCK USD.05 | 879445 | 23331676 |
| PHATHOM PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 4541 | 36873 |
| PHIBRO ANIMAL HEALTH CORP A | COMMON STOCK USD.001 | 3790 | 79590 |
| PHILIP MORRIS INTERNATIONAL | COMMON STOCK | 241288 | 29039011 |
| PHILLIPS 66 | COMMON STOCK | 65225 | 7431084 |
| PHILLIPS EDISON + COMPANY IN | REIT USD.01 | 19613 | 734703 |
| PHINIA INC | COMMON STOCK USD.01 | 7634 | 367730 |
| PHOTRONICS INC | COMMON STOCK USD.01 | 9597 | 226105 |
| PHREESIA INC | COMMON STOCK USD.01 | 8388 | 211042 |
| PHUNWARE INC | COMMON STOCK | 221 | 1149 |
| PHX MINERALS INC | COMMON STOCK USD.01666 | 7003 | 28012 |
| PIEDMONT LITHIUM INC | COMMON STOCK USD.0001 | 3028 | 26465 |

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| | | | |
|:---|:---|:---|:---|
| PIEDMONT OFFICE REALTY TRU A | REIT USD.01 | 19839 | 181527 |
| PILGRIM S PRIDE CORP | COMMON STOCK USD.01 | 8027 | 364346 |
| PINNACLE FINANCIAL PARTNERS | COMMON STOCK USD1.0 | 12757 | 1459273 |
| PINNACLE WEST CAPITAL | COMMON STOCK | 18713 | 1586301 |
| PINTEREST INC CLASS A | COMMON STOCK USD.00001 | 91589 | 2656081 |
| PIONEER BANCORP INC/NY | COMMON STOCK USD.01 | 1846 | 21266 |
| PIPER SANDLER COS | COMMON STOCK USD.01 | 2536 | 760673 |
| PITNEY BOWES INC | COMMON STOCK USD1.0 | 27099 | 196197 |
| PIXELWORKS INC | COMMON STOCK USD.001 | 6114 | 4460 |
| PJT PARTNERS INC A | COMMON STOCK USD.01 | 4038 | 637237 |
| PLANET FITNESS INC CL A | COMMON STOCK | 13934 | 1377655 |
| PLANET LABS PBC | COMMON STOCK USD.0001 | 31570 | 127543 |
| PLAYA HOTELS + RESORTS NV | COMMON STOCK USD.01 | 22154 | 280248 |
| PLAYSTUDIOS INC | COMMON STOCK USD.0001 | 13161 | 24479 |
| PLAYTIKA HOLDING CORP | COMMON STOCK USD.01 | 10843 | 75250 |
| PLBY GROUP INC | COMMON STOCK USD.0001 | 3180 | 4643 |
| PLEXUS CORP | COMMON STOCK USD.01 | 4530 | 708854 |
| PLIANT THERAPEUTICS INC | COMMON STOCK | 9212 | 121322 |
| PLUG POWER INC | COMMON STOCK USD.01 | 84776 | 180573 |
| PLUMAS BANCORP | COMMON STOCK | 860 | 40644 |
| PLYMOUTH INDUSTRIAL REIT INC | REIT USD.01 | 7178 | 127768 |
| PMV PHARMACEUTICALS INC | COMMON STOCK USD.00001 | 4494 | 6786 |
| PNC FINANCIAL SERVICES GROUP | COMMON STOCK USD5.0 | 59196 | 11415949 |
| PODCASTONE INC | COMMON STOCK USD.00001 | 414 | 915 |
| POLARIS INC | COMMON STOCK USD.01 | 8705 | 501582 |
| PONCE FINANCIAL GROUP INC | COMMON STOCK USD.01 | 4512 | 58656 |
| POOL CORP | COMMON STOCK USD.001 | 6316 | 2153377 |
| POPULAR INC | COMMON STOCK USD.01 | 11492 | 1080938 |
| PORCH GROUP INC | COMMON STOCK USD.0001 | 11883 | 58464 |
| PORTILLO S INC CL A | COMMON STOCK USD.01 | 8149 | 76601 |
| PORTLAND GENERAL ELECTRIC CO | COMMON STOCK | 16355 | 713405 |
| POSEIDA THERAPEUTICS INC | COMMON STOCK | 9400 | 90240 |
| POST HOLDINGS INC | COMMON STOCK USD.01 | 8144 | 932162 |
| POSTAL REALTY TRUST INC A | REIT USD.01 | 4015 | 52396 |
| POTBELLY CORP | COMMON STOCK USD.01 | 4852 | 45706 |
| POTLATCHDELTIC CORP | REIT USD1.0 | 13578 | 532937 |
| POWELL INDUSTRIES INC | COMMON STOCK USD.01 | 1461 | 323831 |
| POWER INTEGRATIONS INC | COMMON STOCK USD.001 | 9471 | 584361 |
| POWER REIT | REIT USD.0000001 | 562 | 747 |
| POWERFLEET INC | COMMON STOCK USD.01 | 5873 | 39114 |
| PPG INDUSTRIES INC | COMMON STOCK USD1.66666 | 30752 | 3673326 |
| PPL CORP | COMMON STOCK USD.01 | 115321 | 3743320 |
| PRA GROUP INC | COMMON STOCK USD.01 | 6975 | 145708 |
| PRAXIS PRECISION MEDICINES I | COMMON STOCK USD.0001 | 1788 | 137604 |
| PRECIGEN INC | COMMON STOCK | 16164 | 18104 |
| PRECIPIO INC | COMMON STOCK USD.01 | 313 | 1703 |
| PRECISION BIOSCIENCES INC | COMMON STOCK USD.000005 | 251 | 956 |
| PREFERRED BANK/LOS ANGELES | COMMON STOCK | 2044 | 176561 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | PREFORMED LINE PRODUCTS CO | COMMON STOCK USD2.0 | 470 | 60061 |
| | PRELUDE THERAPEUTICS INC | COMMON STOCK USD.0001 | 1849 | 2357 |
| | PREMIER FINANCIAL CORP | COMMON STOCK USD.01 | 6274 | 160426 |
| | PREMIER INC CLASS A | COMMON STOCK USD.01 | 19014 | 403097 |
| | PRESTIGE CONSUMER HEALTHCARE | COMMON STOCK USD.01 | 8369 | 653535 |
| | PRICESMART INC | COMMON STOCK USD.0001 | 4346 | 400571 |
| | PRIME MEDICINE INC | COMMON STOCK USD.00001 | 6900 | 20148 |
| | PRIMERICA INC | COMMON STOCK | 5578 | 1513981 |
| | PRIMIS FINANCIAL CORP | COMMON STOCK USD.01 | 3847 | 44856 |
| | PRIMO BRANDS CORP | COMMON STOCK USD.01 | 24300 | 747711 |
| | PRIMORIS SERVICES CORP | COMMON STOCK USD.0001 | 8705 | 665062 |
| | PRINCETON BANCORP INC | COMMON STOCK | 909 | 31297 |
| | PRINCIPAL FINANCIAL GROUP | COMMON STOCK USD.01 | 34083 | 2638365 |
| | PRIORITY TECHNOLOGY HOLDINGS | COMMON STOCK USD.001 | 2101 | 24687 |
| | PRIVIA HEALTH GROUP INC | COMMON STOCK USD.01 | 17208 | 336416 |
| | PRO DEX INC | COMMON STOCK | 650 | 30388 |
| | PROASSURANCE CORP | COMMON STOCK USD.01 | 9317 | 148233 |
| | PROCEPT BIOROBOTICS CORP | COMMON STOCK USD.00001 | 7346 | 591500 |
| | PROCORE TECHNOLOGIES INC | COMMON STOCK USD.0001 | 14600 | 1093978 |
| | PROCTER + GAMBLE CO/THE | COMMON STOCK | 364198 | 61057795 |
| | PROFRAC HOLDING CORP A | COMMON STOCK USD.01 | 4300 | 33368 |
| | PROG HOLDINGS INC | COMMON STOCK USD.5 | 7052 | 298018 |
| | PROGRESS SOFTWARE CORP | COMMON STOCK USD.01 | 7074 | 460871 |
| | PROGRESSIVE CORP | COMMON STOCK USD1.0 | 90896 | 21779591 |
| | PROGYNY INC | COMMON STOCK USD.0001 | 13873 | 239309 |
| | PROKIDNEY CORP | COMMON STOCK USD.0001 | 2800 | 4732 |
| | PROLOGIS INC | REIT USD.01 | 143031 | 15118377 |
| | PROPETRO HOLDING CORP | COMMON STOCK | 13773 | 128502 |
| | PROPHASE LABS INC | COMMON STOCK USD.0005 | 2468 | 1869 |
| | PROS HOLDINGS INC | COMMON STOCK USD.001 | 6656 | 146166 |
| | PROSPERITY BANCSHARES INC | COMMON STOCK USD1.0 | 11594 | 873608 |
| | PROTAGONIST THERAPEUTICS INC | COMMON STOCK USD.00001 | 9670 | 373262 |
| | PROTHENA CORP PLC | COMMON STOCK USD.01 | 6452 | 89360 |
| | PROTO LABS INC | COMMON STOCK USD.001 | 4512 | 176374 |
| | PROVIDENT BANCORP INC | COMMON STOCK USD.01 | 2899 | 33049 |
| | PROVIDENT FINANCIAL HLDGS | COMMON STOCK USD.01 | 1336 | 21256 |
| | PROVIDENT FINANCIAL SERVICES | COMMON STOCK USD.01 | 20696 | 390534 |
| \* | PRUDENTIAL FINANCIAL INC | COMMON STOCK USD.01 | 51559 | 6111288 |
|  | PTC INC | COMMON STOCK USD.01 | 19196 | 3529569 |
|  | PTC THERAPEUTICS INC | COMMON STOCK USD.001 | 11879 | 536218 |
|  | PUBLIC SERVICE ENTERPRISE GP | COMMON STOCK | 78778 | 6655953 |
|  | PUBLIC STORAGE | REIT USD.1 | 24338 | 7287771 |
|  | PUBMATIC INC CLASS A | COMMON STOCK USD.0001 | 6439 | 94589 |
|  | PULMONX CORP | COMMON STOCK USD.001 | 5761 | 39117 |
|  | PULSE BIOSCIENCES INC | COMMON STOCK USD.001 | 2721 | 47373 |
|  | PULSE BIOSCIENCES INC | WARRANTS | 266 | 3410 |
|  | PULTEGROUP INC | COMMON STOCK USD.01 | 32698 | 3560812 |
|  | PUMA BIOTECHNOLOGY INC | COMMON STOCK USD.0001 | 5905 | 18010 |

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| | | | |
|:---|:---|:---|:---|
| PURE CYCLE CORP | COMMON STOCK USD.0033 | 3261 | 41349 |
| PURE STORAGE INC CLASS A | COMMON STOCK USD.0001 | 48714 | 2992501 |
| PURECYCLE TECHNOLOGIES INC | COMMON STOCK USD.0001 | 21832 | 223778 |
| PURPLE INNOVATION INC | COMMON STOCK | 9721 | 7582 |
| PURSUIT ATTRACTIONS AND HOSP | COMMON STOCK USD1.5 | 3066 | 130336 |
| PVH CORP | COMMON STOCK USD1.0 | 7505 | 793654 |
| PYXIS ONCOLOGY INC | COMMON STOCK USD.001 | 2889 | 4507 |
| Q2 HOLDINGS INC | COMMON STOCK USD.0001 | 9093 | 915210 |
| Q32 BIO INC | COMMON STOCK USD.0001 | 341 | 1173 |
| QCR HOLDINGS INC | COMMON STOCK USD1.0 | 2888 | 232888 |
| QORVO INC | COMMON STOCK USD.0001 | 8779 | 613915 |
| QUAD GRAPHICS INC | COMMON STOCK USD.025 | 5945 | 41437 |
| QUAKER CHEMICAL CORPORATION | COMMON STOCK USD1.0 | 2240 | 315302 |
| QUALCOMM INC | COMMON STOCK USD.0001 | 171803 | 26392377 |
| QUALYS INC | COMMON STOCK USD.001 | 6125 | 858848 |
| QUANEX BUILDING PRODUCTS | COMMON STOCK USD.01 | 7243 | 175570 |
| QUANTA SERVICES INC | COMMON STOCK USD.00001 | 23320 | 7370286 |
| QUANTERIX CORP | COMMON STOCK USD.001 | 5578 | 59294 |
| QUANTUM COMPUTING INC | COMMON STOCK | 4132 | 68385 |
| QUANTUM CORP | COMMON STOCK USD.01 | 1266 | 68263 |
| QUANTUM SI INC | COMMON STOCK USD.0001 | 13657 | 36874 |
| QUANTUMSCAPE CORP | COMMON STOCK USD.0001 | 55868 | 289955 |
| QUEST DIAGNOSTICS INC | COMMON STOCK USD.01 | 18285 | 2758475 |
| QUEST RESOURCE HOLDING CORP | COMMON STOCK USD.001 | 3962 | 25753 |
| QUICKLOGIC CORP | COMMON STOCK USD.001 | 2973 | 33595 |
| QUIDELORTHO CORP | COMMON STOCK USD.001 | 8132 | 362281 |
| QUINCE THERAPEUTICS INC | COMMON STOCK USD.001 | 2810 | 5255 |
| QUINSTREET INC | COMMON STOCK USD.001 | 7348 | 169518 |
| QVC GROUP INC | COMMON STOCK USD.01 | 57585 | 19003 |
| RACKSPACE TECHNOLOGY INC | COMMON STOCK USD.01 | 10420 | 23028 |
| RADIAN GROUP INC | COMMON STOCK USD.001 | 25526 | 809685 |
| RADIANT LOGISTICS INC | COMMON STOCK USD.001 | 8300 | 55610 |
| RADIUS RECYCLING INC | COMMON STOCK USD1.0 | 4109 | 62539 |
| RADNET INC | COMMON STOCK USD.0001 | 9420 | 657893 |
| RAFAEL HOLDINGS INC CLASS B | COMMON STOCK USD.01 | 1806 | 2980 |
| RALLYBIO CORP | COMMON STOCK USD.001 | 3200 | 3072 |
| RALPH LAUREN CORP | COMMON STOCK USD.01 | 6573 | 1518232 |
| RAMACO RESOURCES INC A | COMMON STOCK | 6634 | 68065 |
| RAMACO RESOURCES INC B | COMMON STOCK | 468 | 4622 |
| RAMBUS INC | COMMON STOCK USD.001 | 17808 | 941331 |
| RANGE RESOURCES CORP | COMMON STOCK USD.01 | 40553 | 1459097 |
| RANGER ENERGY SERVICES CL A | COMMON STOCK | 1575 | 24381 |
| RANI THERAPEUTICS HOLDINGS A | COMMON STOCK USD.0001 | 1342 | 1839 |
| RANPAK HOLDINGS CORP | COMMON STOCK USD.0001 | 6671 | 45896 |
| RAPID MICRO BIOSYSTEMS INC A | COMMON STOCK USD.01 | 1374 | 1237 |
| RAPID7 INC | COMMON STOCK USD.01 | 9934 | 399645 |
| RAPT THERAPEUTICS INC | COMMON STOCK | 5259 | 8309 |
| RAYMOND JAMES FINANCIAL INC | COMMON STOCK USD.01 | 28293 | 4394752 |

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| | | | |
|:---|:---|:---|:---|
| RAYONIER ADVANCED MATERIALS | COMMON STOCK USD.01 | 10534 | 86906 |
| RAYONIER INC | REIT | 22803 | 595158 |
| RB GLOBAL INC | COMMON STOCK | 29400 | 2652174 |
| RBB BANCORP | COMMON STOCK | 1897 | 38870 |
| RBC BEARINGS INC | COMMON STOCK USD.01 | 4736 | 1416727 |
| RCI HOSPITALITY HOLDINGS INC | COMMON STOCK USD.01 | 1436 | 82527 |
| RCM TECHNOLOGIES INC | COMMON STOCK USD.05 | 1200 | 26592 |
| RE/MAX HOLDINGS INC CL A | COMMON STOCK USD.0001 | 3139 | 33493 |
| READY CAPITAL CORP | REIT USD.0001 | 26563 | 181160 |
| REALREAL INC/THE | COMMON STOCK USD.00001 | 13565 | 148265 |
| REALTY INCOME CORP | REIT USD1.0 | 129200 | 6900572 |
| RECURSION PHARMACEUTICALS A | COMMON STOCK USD.00001 | 25983 | 175645 |
| RED CAT HOLDINGS INC | COMMON STOCK USD.001 | 9158 | 117680 |
| RED RIVER BANCSHARES INC | COMMON STOCK | 839 | 45289 |
| RED ROBIN GOURMET BURGERS | COMMON STOCK USD.001 | 2512 | 13791 |
| RED ROCK RESORTS INC CLASS A | COMMON STOCK USD.01 | 7651 | 353782 |
| RED VIOLET INC | COMMON STOCK USD.001 | 1462 | 52924 |
| REDDIT INC CL A | COMMON STOCK USD.0001 | 15700 | 2566008 |
| REDFIN CORP | COMMON STOCK | 16586 | 130532 |
| REDWIRE CORP | COMMON STOCK USD.0001 | 3415 | 56211 |
| REDWOOD TRUST INC | REIT USD.01 | 17660 | 115320 |
| REGAL REXNORD CORP | COMMON STOCK USD.01 | 11158 | 1730941 |
| REGENCY CENTERS CORP | REIT USD.01 | 26199 | 1936892 |
| REGENERON PHARMACEUTICALS | COMMON STOCK USD.001 | 16240 | 11568239 |
| REGENXBIO INC | COMMON STOCK USD.0001 | 6285 | 48583 |
| REGIONAL MANAGEMENT CORP | COMMON STOCK USD.1 | 1573 | 53451 |
| REGIONS FINANCIAL CORP | COMMON STOCK USD.01 | 137842 | 3242044 |
| REGIS CORP | COMMON STOCK USD.05 | 235 | 5574 |
| REINSURANCE GROUP OF AMERICA | COMMON STOCK USD.01 | 10996 | 2349075 |
| REKOR SYSTEMS INC | COMMON STOCK USD.0001 | 5807 | 9059 |
| RELAY THERAPEUTICS INC | COMMON STOCK USD.001 | 14910 | 61429 |
| RELIANCE INC | COMMON STOCK USD.001 | 7729 | 2081111 |
| RELMADA THERAPEUTICS INC | COMMON STOCK | 4005 | 2083 |
| REMITLY GLOBAL INC | COMMON STOCK USD.0001 | 23000 | 519110 |
| RENAISSANCERE HOLDINGS LTD | COMMON STOCK USD1.0 | 8084 | 2011380 |
| RENASANT CORP | COMMON STOCK USD5.0 | 9174 | 327971 |
| RENOVARO INC | COMMON STOCK | 2096 | 1751 |
| RENT THE RUNWAY INC A | COMMON STOCK USD.001 | 469 | 3987 |
| REPAY HOLDINGS CORP | COMMON STOCK USD.0001 | 12164 | 92811 |
| REPLIGEN CORP | COMMON STOCK USD.01 | 8630 | 1242202 |
| REPLIMUNE GROUP INC | COMMON STOCK USD.001 | 9457 | 114524 |
| REPOSITRAK INC | COMMON STOCK USD.01 | 3487 | 77167 |
| REPUBLIC BANCORP INC CLASS A | COMMON STOCK | 500 | 34935 |
| REPUBLIC SERVICES INC | COMMON STOCK USD.01 | 29223 | 5879083 |
| RESEARCH FRONTIERS INC | COMMON STOCK USD.0001 | 5396 | 9227 |
| RESERVOIR MEDIA INC | COMMON STOCK USD.0001 | 5484 | 49630 |
| RESIDEO TECHNOLOGIES INC | COMMON STOCK USD.001 | 23721 | 546769 |
| RESMED INC | COMMON STOCK USD.004 | 23074 | 5276793 |

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| | | | |
|:---|:---|:---|:---|
| RESOURCES CONNECTION INC | COMMON STOCK USD.01 | 4368 | 37259 |
| RETAIL OPPORTUNITY INVESTMEN | REIT USD.0001 | 20062 | 348276 |
| RETRACTABLE TECHNOLOGIES INC | COMMON STOCK | 2185 | 1504 |
| REV GROUP INC | COMMON STOCK USD.001 | 5538 | 176496 |
| REVANCE THERAPEUTICS INC | COMMON STOCK USD.001 | 13561 | 41225 |
| REVELYST INC | COMMON STOCK | 7767 | 149359 |
| REVOLUTION MEDICINES INC | COMMON STOCK | 22377 | 978770 |
| REVOLVE GROUP INC | COMMON STOCK USD.001 | 6198 | 207571 |
| REVVITY INC | COMMON STOCK USD1.0 | 20182 | 2252513 |
| REX AMERICAN RESOURCES CORP | COMMON STOCK USD.01 | 2139 | 89175 |
| REXFORD INDUSTRIAL REALTY IN | REIT USD.01 | 34928 | 1350316 |
| REYNOLDS CONSUMER PRODUCTS I | COMMON STOCK USD.001 | 8516 | 229847 |
| RF INDUSTRIES LTD | COMMON STOCK USD.01 | 1496 | 5849 |
| RGC RESOURCES INC | COMMON STOCK USD5.0 | 1450 | 29087 |
| RH | COMMON STOCK USD.0001 | 2653 | 1044194 |
| RHYTHM PHARMACEUTICALS INC | COMMON STOCK | 8055 | 450919 |
| RIBBON COMMUNICATIONS INC | COMMON STOCK USD.001 | 21043 | 87539 |
| RICHARDSON ELEC LTD | COMMON STOCK USD.05 | 2163 | 30347 |
| RIGEL PHARMACEUTICALS INC | COMMON STOCK USD.001 | 3142 | 52848 |
| RIGETTI COMPUTING INC | COMMON STOCK USD.0001 | 12700 | 193802 |
| RIGHTS CYTOSORBENTS CO | RIGHTS | 7999 | 0 |
| RILEY EXPLORATION PERMIAN IN | COMMON STOCK USD.001 | 562 | 17939 |
| RIMINI STREET INC | COMMON STOCK | 4642 | 12394 |
| RING ENERGY INC | COMMON STOCK | 11266 | 15322 |
| RINGCENTRAL INC CLASS A | COMMON STOCK USD.0001 | 13932 | 487759 |
| RIOT PLATFORMS INC | COMMON STOCK | 35043 | 357789 |
| RITHM CAPITAL CORP | REIT USD.01 | 72916 | 789680 |
| RITHM PROPERTY TRUST INC | REIT USD.01 | 3129 | 9293 |
| RIVIAN AUTOMOTIVE INC A | COMMON STOCK USD.001 | 109056 | 1450445 |
| RLI CORP | COMMON STOCK USD1.0 | 6733 | 1109800 |
| RLJ LODGING TRUST | REIT | 26878 | 274424 |
| RMR GROUP INC/THE A | COMMON STOCK | 2531 | 52240 |
| ROBERT HALF INC | COMMON STOCK USD.001 | 16835 | 1186194 |
| ROBINHOOD MARKETS INC A | COMMON STOCK USD.0001 | 114200 | 4255092 |
| ROBLOX CORP CLASS A | COMMON STOCK USD.0001 | 83000 | 4802380 |
| ROCKET COS INC CLASS A | COMMON STOCK USD.00001 | 19017 | 214131 |
| ROCKET LAB USA INC | COMMON STOCK USD.0001 | 44588 | 1135656 |
| ROCKET PHARMACEUTICALS INC | COMMON STOCK USD.01 | 9539 | 119905 |
| ROCKWELL AUTOMATION INC | COMMON STOCK USD1.0 | 17923 | 5122214 |
| ROCKY BRANDS INC | COMMON STOCK | 1225 | 27930 |
| ROGERS CORP | COMMON STOCK USD1.0 | 2882 | 292840 |
| ROIVANT SCIENCES LTD | COMMON STOCK USD.0000001 | 56050 | 663072 |
| ROKU INC | COMMON STOCK USD.0001 | 20751 | 1542629 |
| ROLLINS INC | COMMON STOCK USD1.0 | 44501 | 2062621 |
| ROOT INC/OH CLASS A | COMMON STOCK USD.0001 | 812 | 58943 |
| ROPER TECHNOLOGIES INC | COMMON STOCK USD.01 | 16593 | 8625871 |
| ROSS STORES INC | COMMON STOCK USD.01 | 52226 | 7900227 |
| ROYAL CARIBBEAN CRUISES LTD | COMMON STOCK USD.01 | 37016 | 8539221 |

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| | | | |
|:---|:---|:---|:---|
| ROYAL GOLD INC | COMMON STOCK USD.01 | 10712 | 1412377 |
| ROYALTY PHARMA PLC CL A | COMMON STOCK | 59786 | 1525141 |
| RPC INC | COMMON STOCK USD.1 | 16381 | 97303 |
| RPM INTERNATIONAL INC | COMMON STOCK USD.01 | 20082 | 2471291 |
| RTX CORP | COMMON STOCK USD1.0 | 206313 | 23874540 |
| RUBRIK INC A | COMMON STOCK USD.000025 | 3900 | 254904 |
| RUMBLE INC | COMMON STOCK USD.0001 | 17800 | 231578 |
| RUMBLEON INC B | COMMON STOCK USD.001 | 1523 | 8270 |
| RUSH ENTERPRISES INC CL B | COMMON STOCK USD.01 | 1780 | 96903 |
| RUSH ENTERPRISES INC CL A | COMMON STOCK USD.01 | 9741 | 533709 |
| RUSH STREET INTERACTIVE INC | COMMON STOCK USD.0001 | 8760 | 120187 |
| RXO INC | COMMON STOCK USD.01 | 18429 | 439347 |
| RXSIGHT INC | COMMON STOCK USD.001 | 3878 | 133326 |
| RYAN SPECIALTY HOLDINGS INC | COMMON STOCK USD.001 | 16129 | 1034837 |
| RYDER SYSTEM INC | COMMON STOCK USD.5 | 7055 | 1106647 |
| RYERSON HOLDING CORP | COMMON STOCK USD.01 | 5022 | 92957 |
| RYMAN HOSPITALITY PROPERTIES | REIT USD.01 | 9878 | 1030671 |
| RYVYL INC | COMMON STOCK USD.001 | 332 | 432 |
| S + T BANCORP INC | COMMON STOCK USD2.5 | 6268 | 239563 |
| S+P GLOBAL INC | COMMON STOCK USD1.0 | 49204 | 24505068 |
| S+P MID 400 EMINI MAR 25 | XCME 20250321 | 200 | (35555) |
| S+P500 EMINI FUT MAR 25 | XCME 20250321 | 3500 | (738336) |
| S+W SEED CO | COMMON STOCK USD.001 | 235 | 1873 |
| SAB BIOTHERAPEUTICS INC | COMMON STOCK USD.0001 | 474 | 1811 |
| SABLE OFFSHORE CORP | COMMON STOCK USD.0001 | 7000 | 160300 |
| SABRA HEALTH CARE REIT INC | REIT USD.01 | 39105 | 677299 |
| SABRE CORP | COMMON STOCK USD.01 | 53748 | 196180 |
| SACHEM CAPITAL CORP | REIT USD.001 | 5106 | 6893 |
| SAFEHOLD INC | REIT USD.001 | 6393 | 118143 |
| SAFETY INSURANCE GROUP INC | COMMON STOCK USD.01 | 2413 | 198831 |
| SAGA COMMUNICATIONS INC CL A | COMMON STOCK USD.01 | 873 | 9629 |
| SAGE THERAPEUTICS INC | COMMON STOCK USD.0001 | 8501 | 46160 |
| SAIA INC | COMMON STOCK USD.001 | 4329 | 1972855 |
| SALESFORCE INC | COMMON STOCK USD.001 | 147943 | 49461783 |
| SALLY BEAUTY HOLDINGS INC | COMMON STOCK USD.01 | 18159 | 189762 |
| SAMSARA INC CL A | COMMON STOCK USD.0001 | 24962 | 1090590 |
| SANA BIOTECHNOLOGY INC | COMMON STOCK USD.0001 | 13712 | 22351 |
| SANARA MEDTECH INC | COMMON STOCK USD.001 | 313 | 10392 |
| SANDRIDGE ENERGY INC | COMMON STOCK USD.001 | 4934 | 57777 |
| SANDY SPRING BANCORP INC | COMMON STOCK USD1.0 | 7212 | 243117 |
| SANGAMO THERAPEUTICS INC | COMMON STOCK USD.01 | 20480 | 20890 |
| SANMINA CORP | COMMON STOCK USD.01 | 9192 | 695559 |
| SAREPTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 15701 | 1909085 |
| SAUL CENTERS INC | REIT USD.01 | 2511 | 97427 |
| SAVARA INC | COMMON STOCK USD.001 | 11962 | 36723 |
| SAVERS VALUE VILLAGE INC | COMMON STOCK USD.000001 | 3500 | 35875 |
| SB FINANCIAL GROUP INC | COMMON STOCK | 1231 | 25740 |
| SBA COMMUNICATIONS CORP | REIT USD.01 | 16824 | 3428731 |

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| | | | |
|:---|:---|:---|:---|
| SCANSOURCE INC | COMMON STOCK | 4138 | 196348 |
| SCHLUMBERGER LTD | COMMON STOCK USD.01 | 219203 | 8404243 |
| SCHNEIDER NATIONAL INC CL B | COMMON STOCK | 5900 | 172752 |
| SCHOLAR ROCK HOLDING CORP | COMMON STOCK USD.001 | 6868 | 296835 |
| SCHOLASTIC CORP | COMMON STOCK USD.01 | 5155 | 109956 |
| SCHRODINGER INC | COMMON STOCK USD.01 | 9035 | 174285 |
| SCHWAB (CHARLES) CORP | COMMON STOCK USD.01 | 231825 | 17157368 |
| SCIENCE APPLICATIONS INTE | COMMON STOCK USD.0001 | 8383 | 937052 |
| SCILEX HOLDING CO | COMMON STOCK USD.0001 | 12492 | 5327 |
| SCOTTS MIRACLE GRO CO | COMMON STOCK USD.01 | 6886 | 456817 |
| SCPHARMACEUTICALS INC | COMMON STOCK | 5300 | 18762 |
| SCYNEXIS INC | COMMON STOCK USD.001 | 4194 | 5075 |
| SEABOARD CORP | COMMON STOCK USD1.0 | 44 | 106905 |
| SEACOAST BANKING CORP/FL | COMMON STOCK USD.1 | 13153 | 362102 |
| SEACOR MARINE HOLDINGS INC | COMMON STOCK USD.01 | 3375 | 22140 |
| SEAGATE TECHNOLOGY HOLDINGS | COMMON STOCK USD.00001 | 31747 | 2740084 |
| SEALED AIR CORP | COMMON STOCK USD.1 | 23092 | 781202 |
| SEAPORT ENTERTAINMENT GROUP | COMMON STOCK USD.01 | 1371 | 38319 |
| SECUREWORKS CORP A | COMMON STOCK USD.01 | 2042 | 17275 |
| SECURITY NATL FINL CORP CL A | COMMON STOCK USD2.0 | 3465 | 41684 |
| SEER INC | COMMON STOCK USD.00001 | 5842 | 13495 |
| SEI INVESTMENTS COMPANY | COMMON STOCK USD.01 | 13968 | 1152081 |
| SELECT MEDICAL HOLDINGS CORP | COMMON STOCK USD.001 | 17036 | 321129 |
| SELECT WATER SOLUTIONS INC | COMMON STOCK USD.01 | 11323 | 149917 |
| SELECTIVE INSURANCE GROUP | COMMON STOCK USD2.0 | 10072 | 941933 |
| SELECTQUOTE INC | COMMON STOCK USD.01 | 20638 | 76773 |
| SELLAS LIFE SCIENCES GROUP I | COMMON STOCK USD.0001 | 2568 | 2671 |
| SEMLER SCIENTIFIC INC | COMMON STOCK USD.001 | 811 | 43794 |
| SEMPRA | COMMON STOCK | 97864 | 8584630 |
| SEMRUSH HOLDINGS INC A | COMMON STOCK USD.00001 | 6361 | 75569 |
| SEMTECH CORP | COMMON STOCK USD.01 | 10627 | 657280 |
| SENECA FOODS CORP CL A | COMMON STOCK USD.25 | 1024 | 81162 |
| SENSATA TECHNOLOGIES HOLDING | COMMON STOCK EUR.01 | 25809 | 707167 |
| SENSEI BIOTHERAPEUTICS INC | COMMON STOCK USD.0001 | 1574 | 771 |
| SENSEONICS HOLDINGS INC | COMMON STOCK USD.001 | 68115 | 35651 |
| SENSIENT TECHNOLOGIES CORP | COMMON STOCK USD.1 | 6688 | 476587 |
| SENSUS HEALTHCARE INC | COMMON STOCK USD.01 | 2265 | 15674 |
| SENTINELONE INC CLASS A | COMMON STOCK USD.0001 | 38920 | 864024 |
| SERA PROGNOSTICS INC A | COMMON STOCK USD.0001 | 4600 | 37444 |
| SERES THERAPEUTICS INC | COMMON STOCK USD.001 | 16407 | 13634 |
| SERITAGE GROWTH PROP A | COMMON STOCK USD.01 | 5700 | 23484 |
| SERVICE CORP INTERNATIONAL | COMMON STOCK USD1.0 | 23555 | 1880160 |
| SERVICE PROPERTIES TRUST | REIT USD.01 | 26355 | 66942 |
| SERVICENOW INC | COMMON STOCK USD.001 | 31841 | 33755281 |
| SERVISFIRST BANCSHARES INC | COMMON STOCK USD.001 | 7783 | 659531 |
| SES AI CORP | COMMON STOCK USD.0001 | 24828 | 54373 |
| SEVEN HILLS REALTY TRUST | REIT | 2392 | 31287 |
| SHAKE SHACK INC CLASS A | COMMON STOCK USD.01 | 6154 | 798789 |

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| | | | |
|:---|:---|:---|:---|
| SHATTUCK LABS INC | COMMON STOCK USD.0001 | 4696 | 5682 |
| SHENANDOAH TELECOMMUNICATION | COMMON STOCK | 8064 | 101687 |
| SHERWIN WILLIAMS CO/THE | COMMON STOCK USD1.0 | 35872 | 12193969 |
| SHIFT4 PAYMENTS INC CLASS A | COMMON STOCK | 9195 | 954257 |
| SHOALS TECHNOLOGIES GROUP A | COMMON STOCK USD.00001 | 28307 | 156538 |
| SHOE CARNIVAL INC | COMMON STOCK USD.01 | 2968 | 98181 |
| SHORE BANCSHARES INC | COMMON STOCK USD.01 | 4351 | 68963 |
| SHUTTERSTOCK INC | COMMON STOCK USD.01 | 3727 | 113114 |
| SHYFT GROUP INC/THE | COMMON STOCK USD.01 | 5327 | 62539 |
| SI BONE INC | COMMON STOCK USD.0001 | 6499 | 91116 |
| SIERRA BANCORP | COMMON STOCK | 1443 | 41732 |
| SIGA TECHNOLOGIES INC | COMMON STOCK USD.0001 | 6771 | 40694 |
| SIGHT SCIENCES INC | COMMON STOCK USD.001 | 4574 | 16649 |
| SIGNET JEWELERS LTD | COMMON STOCK USD.18 | 7369 | 594752 |
| SILGAN HOLDINGS INC | COMMON STOCK USD.01 | 13354 | 695076 |
| SILICON LABORATORIES INC | COMMON STOCK USD.0001 | 5336 | 662838 |
| SILVERCREST ASSET MANAGEME A | COMMON STOCK USD.01 | 1715 | 31539 |
| SIMMONS FIRST NATL CORP CL A | COMMON STOCK USD.01 | 20446 | 453492 |
| SIMON PROPERTY GROUP INC | REIT USD.0001 | 46916 | 8079404 |
| SIMPLY GOOD FOODS CO/THE | COMMON STOCK USD.0001 | 15135 | 589962 |
| SIMPSON MANUFACTURING CO INC | COMMON STOCK USD.01 | 6553 | 1086684 |
| SIMULATIONS PLUS INC | COMMON STOCK USD.001 | 2679 | 74717 |
| SINCLAIR INC | COMMON STOCK USD.01 | 7925 | 127910 |
| SINGULAR GENOMICS SYSTEMS IN | COMMON STOCK USD.0001 | 61 | 1186 |
| SIRIUS XM HOLDINGS INC | COMMON STOCK USD.001 | 41055 | 936054 |
| SIRIUSPOINT LTD | COMMON STOCK USD.1 | 15063 | 246883 |
| SITEONE LANDSCAPE SUPPLY INC | COMMON STOCK USD.01 | 7309 | 963107 |
| SITIME CORP | COMMON STOCK USD.0001 | 2901 | 622352 |
| SITIO ROYALTIES CORP A | COMMON STOCK USD.0001 | 12785 | 245216 |
| SIX FLAGS ENTERTAINMENT CORP | COMMON STOCK USD.025 | 7116 | 342920 |
| SJW GROUP | COMMON STOCK USD.001 | 5241 | 257962 |
| SKECHERS USA INC CL A | COMMON STOCK USD.001 | 20484 | 1377344 |
| SKILLSOFT CORP | COMMON STOCK USD.0001 | 544 | 13034 |
| SKILLZ INC | COMMON STOCK USD.0001 | 2158 | 10855 |
| SKYWARD SPECIALTY INSURANCE | COMMON STOCK USD.01 | 6200 | 313348 |
| SKYWATER TECHNOLOGY INC | COMMON STOCK USD.01 | 4470 | 61686 |
| SKYWEST INC | COMMON STOCK | 7052 | 706117 |
| SKYWORKS SOLUTIONS INC | COMMON STOCK USD.25 | 21681 | 1922671 |
| SKYX PLATFORMS CORP | COMMON STOCK | 8700 | 10092 |
| SL GREEN REALTY CORP | REIT USD.01 | 10917 | 741483 |
| SLEEP NUMBER CORP | COMMON STOCK USD.01 | 3567 | 54361 |
| SLM CORP | COMMON STOCK USD.2 | 38347 | 1057610 |
| SM ENERGY CO | COMMON STOCK USD.01 | 19458 | 754192 |
| SMART SAND INC | COMMON STOCK USD.001 | 5176 | 11646 |
| SMARTFINANCIAL INC | COMMON STOCK USD1.0 | 2658 | 82345 |
| SMARTRENT INC | COMMON STOCK USD.0001 | 31113 | 54448 |
| SMARTSHEET INC CLASS A | COMMON STOCK | 21932 | 1228850 |
| SMITH (A.O.) CORP | COMMON STOCK USD1.0 | 13505 | 921176 |

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| | | | |
|:---|:---|:---|:---|
| SMITH + WESSON BRANDS INC | COMMON STOCK USD.001 | 7427 | 75050 |
| SMITH MICRO SOFTWARE INC | COMMON STOCK USD.001 | 1176 | 1541 |
| SMITH MIDLAND CORP | COMMON STOCK USD.01 | 607 | 26987 |
| SMURFIT WESTROCK PLC | COMMON STOCK | 79481 | 4280847 |
| SNAP INC A | COMMON STOCK USD.00001 | 171298 | 1844879 |
| SNAP ON INC | COMMON STOCK USD1.0 | 7839 | 2661184 |
| SNOWFLAKE INC CLASS A | COMMON STOCK USD1.0 | 52774 | 8148833 |
| SOFI TECHNOLOGIES INC | COMMON STOCK USD.0001 | 154916 | 2385706 |
| SOHO HOUSE + CO INC | COMMON STOCK USD.01 | 5032 | 37488 |
| SOLAREDGE TECHNOLOGIES INC | COMMON STOCK USD.0001 | 9358 | 127269 |
| SOLARIS ENERGY INFRASTRUCTUR | COMMON STOCK USD.01 | 4429 | 127467 |
| SOLARWINDS CORP | COMMON STOCK USD.001 | 7719 | 109996 |
| SOLENO THERAPEUTICS INC | COMMON STOCK USD.001 | 776 | 34881 |
| SOLID BIOSCIENCES INC | COMMON STOCK USD.001 | 850 | 3400 |
| SOLID POWER INC | COMMON STOCK USD.0001 | 18844 | 35615 |
| SOLO BRANDS INC CLASS A | COMMON STOCK USD.001 | 2005 | 2286 |
| SOLUNA HOLDINGS INC | COMMON STOCK USD.01 | 96 | 202 |
| SOLVENTUM CORP | COMMON STOCK | 22830 | 1508150 |
| SOMNIGROUP INTERNATIONAL INC | COMMON STOCK USD.01 | 26328 | 1492534 |
| SONDER HOLDINGS INC | COMMON STOCK USD.0001 | 719 | 2286 |
| SONIC AUTOMOTIVE INC CLASS A | COMMON STOCK USD.01 | 2697 | 170855 |
| SONIDA SENIOR LIVING INC | COMMON STOCK USD.01 | 805 | 18579 |
| SONOCO PRODUCTS CO | COMMON STOCK | 13147 | 642231 |
| SONOS INC | COMMON STOCK USD.001 | 20296 | 305252 |
| SOTERA HEALTH CO | COMMON STOCK USD.01 | 16551 | 226418 |
| SOTHERLY HOTELS INC | REIT USD.01 | 3225 | 3004 |
| SOUND FINANCIAL BANCORP INC | COMMON STOCK USD.01 | 500 | 26325 |
| SOUNDHOUND AI INC A | COMMON STOCK USD.0001 | 34100 | 676544 |
| SOUNDTHINKING INC | COMMON STOCK | 1337 | 17461 |
| SOUTH PLAINS FINANCIAL INC | COMMON STOCK USD1.0 | 2505 | 87049 |
| SOUTHERN CO/THE | COMMON STOCK USD5.0 | 170715 | 14053259 |
| SOUTHERN FIRST BANCSHARES | COMMON STOCK USD.01 | 918 | 36491 |
| SOUTHERN MISSOURI BANCORP | COMMON STOCK USD.01 | 1483 | 85080 |
| SOUTHERN STATES BANCSHARES | COMMON STOCK USD5.0 | 1000 | 33310 |
| SOUTHSIDE BANCSHARES INC | COMMON STOCK USD1.25 | 4974 | 157974 |
| SOUTHSTATE CORP | COMMON STOCK USD2.5 | 12644 | 1257825 |
| SOUTHWEST AIRLINES CO | COMMON STOCK USD1.0 | 93371 | 3139133 |
| SOUTHWEST GAS HOLDINGS INC | COMMON STOCK | 9753 | 689635 |
| SPARTANNASH CO | COMMON STOCK | 4735 | 86745 |
| SPECTRUM BRANDS HOLDINGS INC | COMMON STOCK USD.01 | 4519 | 381810 |
| SPERO THERAPEUTICS INC | COMMON STOCK USD.001 | 4305 | 4434 |
| SPHERE ENTERTAINMENT CO | COMMON STOCK USD.01 | 4042 | 162973 |
| SPIRE GLOBAL INC | COMMON STOCK | 2081 | 29280 |
| SPIRE INC | COMMON STOCK USD1.0 | 8866 | 601381 |
| SPIRIT AEROSYSTEMS HOLD CL A | COMMON STOCK USD.01 | 18809 | 641011 |
| SPOK HOLDINGS INC | COMMON STOCK USD.0001 | 3882 | 62306 |
| SPORTSMAN S WAREHOUSE HOLDIN | COMMON STOCK USD.01 | 7136 | 19053 |
| SPRINGWORKS THERAPEUTICS INC | COMMON STOCK USD.0001 | 8872 | 320545 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | SPRINKLR INC A | COMMON STOCK USD.00003 | 16217 | 137034 |
| | SPROUT SOCIAL INC CLASS A | COMMON STOCK USD.0001 | 7764 | 238432 |
| | SPROUTS FARMERS MARKET INC | COMMON STOCK USD.001 | 16348 | 2077340 |
| | SPRUCE POWER HOLDING CORP | COMMON STOCK USD.0001 | 2117 | 6287 |
| | SPS COMMERCE INC | COMMON STOCK USD.001 | 6040 | 1111300 |
| | SPX TECHNOLOGIES INC | COMMON STOCK USD.01 | 7353 | 1070009 |
| | SPYRE THERAPEUTICS INC | COMMON STOCK USD.0001 | 235 | 5471 |
| | SS+C TECHNOLOGIES HOLDINGS | COMMON STOCK USD.01 | 33331 | 2525823 |
| | ST JOE CO/THE | COMMON STOCK | 6096 | 273893 |
| | STAAR SURGICAL CO | COMMON STOCK USD.01 | 7715 | 187397 |
| | STAG INDUSTRIAL INC | REIT USD.01 | 30129 | 1018963 |
| | STAGWELL INC | COMMON STOCK USD.00001 | 16079 | 105800 |
| | STANDARD BIOTOOLS INC | COMMON STOCK USD.001 | 37495 | 65616 |
| | STANDARD MOTOR PRODS | COMMON STOCK USD2.0 | 3122 | 96720 |
| | STANDEX INTERNATIONAL CORP | COMMON STOCK USD1.5 | 1887 | 352850 |
| | STANLEY BLACK + DECKER INC | COMMON STOCK USD2.5 | 25078 | 2013513 |
| | STARBUCKS CORP | COMMON STOCK USD.001 | 175863 | 16047499 |
| | STARWOOD PROPERTY TRUST INC | REIT USD.01 | 49618 | 940261 |
| \* | STATE STREET CORP | COMMON STOCK USD1.0 | 45255 | 4441778 |
|  | STEEL DYNAMICS INC | COMMON STOCK USD.005 | 22332 | 2547411 |
|  | STEELCASE INC CL A | COMMON STOCK | 14649 | 173151 |
|  | STELLAR BANCORP INC | COMMON STOCK USD.01 | 8559 | 242648 |
|  | STEM INC | COMMON STOCK USD.0001 | 23459 | 14146 |
|  | STEPAN CO | COMMON STOCK USD1.0 | 3498 | 226321 |
|  | STEPSTONE GROUP INC CLASS A | COMMON STOCK USD.001 | 7748 | 448454 |
|  | STEREOTAXIS INC | COMMON STOCK USD.001 | 7674 | 17497 |
|  | STERIS PLC | COMMON STOCK USD75.0 | 15760 | 3239626 |
|  | STERLING BANCORP INC/MI | COMMON STOCK | 3405 | 16208 |
|  | STERLING INFRASTRUCTURE INC | COMMON STOCK USD.01 | 5152 | 867854 |
|  | STEVEN MADDEN LTD | COMMON STOCK USD.0001 | 11803 | 501864 |
|  | STEWART INFORMATION SERVICES | COMMON STOCK USD1.0 | 4369 | 294864 |
|  | STIFEL FINANCIAL CORP | COMMON STOCK USD.15 | 16726 | 1774294 |
|  | STITCH FIX INC CLASS A | COMMON STOCK USD.00002 | 13455 | 57991 |
|  | STOCK YARDS BANCORP INC | COMMON STOCK | 5008 | 358623 |
|  | STOKE THERAPEUTICS INC | COMMON STOCK | 3383 | 37314 |
|  | STONERIDGE INC | COMMON STOCK | 4931 | 30917 |
|  | STONEX GROUP INC | COMMON STOCK USD.01 | 3662 | 358766 |
|  | STRATEGIC EDUCATION INC | COMMON STOCK USD.01 | 3799 | 354903 |
|  | STRATTEC SECURITY CORP | COMMON STOCK USD.01 | 540 | 22248 |
|  | STRATUS PROPERTIES INC | COMMON STOCK USD.01 | 909 | 18871 |
|  | STRIDE INC | COMMON STOCK USD.0001 | 7057 | 733434 |
|  | STRONGHOLD DIGITAL MINING A | COMMON STOCK USD.0001 | 160 | 560 |
|  | STRYKER CORP | COMMON STOCK USD.1 | 53039 | 19096692 |
|  | SUMMIT HOTEL PROPERTIES INC | REIT | 16734 | 114628 |
|  | SUMMIT MATERIALS INC CL A | COMMON STOCK USD.01 | 19600 | 991760 |
|  | SUMMIT STATE BANK | COMMON STOCK | 1390 | 10620 |
|  | SUMMIT THERAPEUTICS INC | COMMON STOCK USD.01 | 22800 | 406866 |
|  | SUN COMMUNITIES INC | REIT USD.01 | 16959 | 2085448 |

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| | | | |
|:---|:---|:---|:---|
| SUN COUNTRY AIRLINES HOLDING | COMMON STOCK USD.01 | 7457 | 108723 |
| SUNCOKE ENERGY INC | COMMON STOCK USD.01 | 12538 | 134157 |
| SUNNOVA ENERGY INTERNATIONAL | COMMON STOCK USD.001 | 16072 | 55127 |
| SUNRISE REALTY TRUST INC | REIT USD.0001 | 851 | 11982 |
| SUNRUN INC | COMMON STOCK USD.0001 | 34336 | 317608 |
| SUNSTONE HOTEL INVESTORS INC | REIT USD.01 | 34704 | 410895 |
| SUPER LEAGUE ENTERPRISE INC | COMMON STOCK USD.001 | 204 | 126 |
| SUPER MICRO COMPUTER INC | COMMON STOCK USD.001 | 80520 | 2454250 |
| SUPERIOR GROUP OF COS INC | COMMON STOCK | 1455 | 24051 |
| SUPERIOR INDUSTRIES INTL | COMMON STOCK | 3723 | 7595 |
| SUPERNUS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 9276 | 335420 |
| SURGERY PARTNERS INC | COMMON STOCK USD.01 | 10982 | 232489 |
| SURMODICS INC | COMMON STOCK USD.05 | 2483 | 98327 |
| SURROZEN INC | COMMON STOCK USD.0001 | 242 | 3473 |
| SUTRO BIOPHARMA INC | COMMON STOCK USD.001 | 9982 | 18367 |
| SWEETGREEN INC CLASS A | COMMON STOCK USD.001 | 15446 | 495199 |
| SYLVAMO CORP | COMMON STOCK USD1.0 | 5989 | 473251 |
| SYMBOTIC INC | COMMON STOCK USD.0001 | 2700 | 64017 |
| SYNAPTICS INC | COMMON STOCK USD.001 | 6527 | 498141 |
| SYNCHRONOSS TECHNOLOGIES INC | COMMON STOCK USD.0001 | 955 | 9168 |
| SYNCHRONY FINANCIAL | COMMON STOCK USD.001 | 62264 | 4047160 |
| SYNDAX PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 10360 | 136959 |
| SYNLOGIC INC | COMMON STOCK USD.001 | 613 | 840 |
| SYNOPSYS INC | COMMON STOCK USD.01 | 24027 | 11661745 |
| SYNOVUS FINANCIAL CORP | COMMON STOCK USD1.0 | 24247 | 1242174 |
| SYROS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 1011 | 232 |
| SYSCO CORP | COMMON STOCK USD1.0 | 73150 | 5593049 |
| SYSTEM1 INC | COMMON STOCK USD.0001 | 3225 | 2897 |
| T MOBILE US INC | COMMON STOCK USD.0001 | 75443 | 16652533 |
| T ROWE PRICE GROUP INC | COMMON STOCK USD.2 | 34437 | 3894480 |
| TACTILE SYSTEMS TECHNOLOGY I | COMMON STOCK USD.001 | 3270 | 56015 |
| TAKE TWO INTERACTIVE SOFTWRE | COMMON STOCK USD.01 | 25941 | 4775219 |
| TALEN ENERGY CORP | COMMON STOCK USD.001 | 8200 | 1652054 |
| TALKSPACE INC | COMMON STOCK USD.0001 | 15870 | 49038 |
| TALOS ENERGY INC | COMMON STOCK | 17759 | 172440 |
| TANDEM DIABETES CARE INC | COMMON STOCK | 10224 | 368268 |
| TANGER INC | REIT USD.01 | 17232 | 588128 |
| TANGO THERAPEUTICS INC | COMMON STOCK USD.0001 | 7967 | 24618 |
| TAPESTRY INC | COMMON STOCK USD.01 | 38452 | 2512069 |
| TARGA RESOURCES CORP | COMMON STOCK USD.001 | 33671 | 6010274 |
| TARGET CORP | COMMON STOCK USD.0833 | 71278 | 9635360 |
| TARGET HOSPITALITY CORP | COMMON STOCK USD.0001 | 5444 | 52616 |
| TARSUS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 3904 | 216164 |
| TASKUS INC A | COMMON STOCK USD.01 | 4484 | 75959 |
| TAYLOR MORRISON HOME CORP | COMMON STOCK USD.00001 | 18001 | 1101841 |
| TAYSHA GENE THERAPIES INC | COMMON STOCK USD.00001 | 3859 | 6676 |
| TD SYNNEX CORP | COMMON STOCK USD.001 | 11192 | 1312598 |
| TE CONNECTIVITY PLC | COMMON STOCK USD.01 | 46573 | 6658542 |

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| | | | |
|:---|:---|:---|:---|
| TECHNIPFMC PLC | COMMON STOCK USD1.0 | 72129 | 2087413 |
| TECHTARGET INC | COMMON STOCK USD.001 | 4203 | 83303 |
| TECNOGLASS INC | COMMON STOCK USD.0001 | 3438 | 272702 |
| TECTONIC THERAPEUTIC INC | COMMON STOCK USD.0001 | 539 | 24886 |
| TEGNA INC | COMMON STOCK USD1.0 | 26520 | 485051 |
| TEJON RANCH CO | COMMON STOCK USD.5 | 3656 | 58130 |
| TELA BIO INC | COMMON STOCK USD.001 | 1367 | 4128 |
| TELADOC HEALTH INC | COMMON STOCK USD.001 | 26772 | 243357 |
| TELEDYNE TECHNOLOGIES INC | COMMON STOCK USD.01 | 7209 | 3345913 |
| TELEFLEX INC | COMMON STOCK USD1.0 | 7894 | 1404974 |
| TELEPHONE AND DATA SYSTEMS | COMMON STOCK USD.01 | 16042 | 547193 |
| TELOS CORPORATION | COMMON STOCK USD.001 | 8757 | 29949 |
| TENABLE HOLDINGS INC | COMMON STOCK USD.01 | 18905 | 744479 |
| TENAYA THERAPEUTICS INC | COMMON STOCK USD.0001 | 2121 | 3033 |
| TENET HEALTHCARE CORP | COMMON STOCK USD.05 | 15753 | 1988501 |
| TENNANT CO | COMMON STOCK USD.375 | 3116 | 254047 |
| TERADATA CORP | COMMON STOCK USD.01 | 14937 | 465288 |
| TERADYNE INC | COMMON STOCK USD.125 | 25672 | 3232618 |
| TERAWULF INC | COMMON STOCK USD.001 | 21107 | 119466 |
| TEREX CORP | COMMON STOCK USD.01 | 11086 | 512395 |
| TERNS PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 3300 | 18282 |
| TERRENO REALTY CORP | REIT USD.01 | 14178 | 838487 |
| TERRITORIAL BANCORP INC | COMMON STOCK USD.01 | 1289 | 12542 |
| TESLA INC | COMMON STOCK USD.001 | 430641 | 173910061 |
| TETRA TECH INC | COMMON STOCK USD.01 | 44265 | 1763518 |
| TETRA TECHNOLOGIES INC | COMMON STOCK USD.01 | 19953 | 71432 |
| TEXAS CAPITAL BANCSHARES INC | COMMON STOCK USD.01 | 8081 | 631934 |
| TEXAS INSTRUMENTS INC | COMMON STOCK USD1.0 | 140196 | 26288152 |
| TEXAS PACIFIC LAND CORP | COMMON STOCK USD.01 | 3000 | 3317880 |
| TEXAS ROADHOUSE INC | COMMON STOCK USD.001 | 11129 | 2008005 |
| TEXTRON INC | COMMON STOCK USD.125 | 30849 | 2359640 |
| TFS FINANCIAL CORP | COMMON STOCK USD.01 | 7886 | 99048 |
| TG THERAPEUTICS INC | COMMON STOCK USD.001 | 22710 | 683571 |
| THE CAMPBELL S COMPANY | COMMON STOCK USD.0375 | 33254 | 1392678 |
| THE CIGNA GROUP | COMMON STOCK USD.01 | 43048 | 11887275 |
| THERAVANCE BIOPHARMA INC | COMMON STOCK USD.00001 | 9053 | 85189 |
| THERMO FISHER SCIENTIFIC INC | COMMON STOCK USD1.0 | 58845 | 30612934 |
| THERMON GROUP HOLDINGS INC | COMMON STOCK USD.001 | 5070 | 145864 |
| THIRD COAST BANCSHARES INC | COMMON STOCK USD1.0 | 2115 | 71804 |
| THIRD HARMONIC BIO INC | COMMON STOCK USD.0001 | 3600 | 37044 |
| THOR INDUSTRIES INC | COMMON STOCK USD.1 | 8866 | 848565 |
| THREDUP INC CLASS A | COMMON STOCK USD.0001 | 8541 | 11872 |
| THRYV HOLDINGS INC | COMMON STOCK | 3976 | 58845 |
| TIDEWATER INC | COMMON STOCK | 8016 | 438555 |
| TILE SHOP HLDGS INC | COMMON STOCK USD.0001 | 5881 | 40755 |
| TILLY S INC CLASS A SHRS | COMMON STOCK USD.001 | 3937 | 16732 |
| TIMBERLAND BANCORP INC | COMMON STOCK USD.01 | 1005 | 30663 |
| TIMKEN CO | COMMON STOCK | 10835 | 773294 |

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| | | | |
|:---|:---|:---|:---|
| TIPTREE INC | COMMON STOCK USD.001 | 3134 | 65375 |
| TITAN INTERNATIONAL INC | COMMON STOCK | 8357 | 56744 |
| TITAN MACHINERY INC | COMMON STOCK USD.00001 | 2817 | 39804 |
| TJX COMPANIES INC | COMMON STOCK USD1.0 | 171112 | 20672041 |
| TKO GROUP HOLDINGS INC | COMMON STOCK USD.00001 | 9775 | 1389125 |
| TNF PHARMACEUTICALS INC | COMMON STOCK USD.001 | 153 | 176 |
| TOAST INC CLASS A | COMMON STOCK USD.000001 | 59113 | 2154669 |
| TOBIRA THERAPEUTICS IN | COMMON STOCK | 1122 | 15416 |
| TOLL BROTHERS INC | COMMON STOCK USD.01 | 16024 | 2018223 |
| TOMPKINS FINANCIAL CORP | COMMON STOCK USD.1 | 1832 | 124265 |
| TOOTSIE ROLL INDS | COMMON STOCK USD.694 | 2989 | 96634 |
| TOPBUILD CORP | COMMON STOCK | 4686 | 1458939 |
| TOPGOLF CALLAWAY BRANDS CORP | COMMON STOCK USD.01 | 23563 | 185205 |
| TORO CO | COMMON STOCK USD1.0 | 15628 | 1251803 |
| TORRID HOLDINGS INC | COMMON STOCK USD.01 | 1832 | 9581 |
| TOURMALINE BIO INC | COMMON STOCK USD.0001 | 174 | 3529 |
| TOWNE BANK | COMMON STOCK USD1.667 | 12479 | 425035 |
| TOWNSQUARE MEDIA INC CL A | COMMON STOCK USD.01 | 1997 | 18153 |
| TPG INC | COMMON STOCK | 10138 | 637072 |
| TPG RE FINANCE TRUST INC | REIT USD.001 | 10401 | 88409 |
| TPI COMPOSITES INC | COMMON STOCK USD.01 | 6293 | 11894 |
| TRACTOR SUPPLY COMPANY | COMMON STOCK USD.008 | 82490 | 4376919 |
| TRADE DESK INC/THE CLASS A | COMMON STOCK USD.000001 | 69438 | 8161048 |
| TRADEWEB MARKETS INC CLASS A | COMMON STOCK USD.01 | 19090 | 2499263 |
| TRAEGER INC | COMMON STOCK | 11927 | 28506 |
| TRANE TECHNOLOGIES PLC | COMMON STOCK USD1.0 | 34780 | 12845993 |
| TRANSACT TECHNOLOGIES INC | COMMON STOCK USD.01 | 1996 | 8164 |
| TRANSCAT INC | COMMON STOCK USD.5 | 1248 | 131964 |
| TRANSDIGM GROUP INC | COMMON STOCK USD.01 | 8674 | 10992387 |
| TRANSMEDICS GROUP INC | COMMON STOCK | 5412 | 337438 |
| TRANSOCEAN LTD | COMMON STOCK CHF.1 | 107882 | 404558 |
| TRANSUNION | COMMON STOCK USD.01 | 31264 | 2898485 |
| TRAVEL LEISURE CO | COMMON STOCK USD.01 | 11155 | 562770 |
| TRAVELERS COS INC/THE | COMMON STOCK | 35708 | 8601700 |
| TRAVELZOO | COMMON STOCK USD.01 | 1807 | 36050 |
| TRAVERE THERAPEUTICS INC | COMMON STOCK USD.0001 | 9660 | 168277 |
| TREACE MEDICAL CONCEPTS INC | COMMON STOCK USD.001 | 7971 | 59304 |
| TREDEGAR CORP | COMMON STOCK | 4604 | 35359 |
| TREEHOUSE FOODS INC | COMMON STOCK USD.01 | 7955 | 279459 |
| TREVI THERAPEUTICS INC | COMMON STOCK | 11000 | 45320 |
| TREX COMPANY INC | COMMON STOCK USD.01 | 18138 | 1252066 |
| TRI POINTE HOMES INC | COMMON STOCK USD.01 | 16483 | 597674 |
| TRICO BANCSHARES | COMMON STOCK | 5503 | 240481 |
| TRIMAS CORP | COMMON STOCK USD.01 | 7296 | 179409 |
| TRIMBLE INC | COMMON STOCK USD.001 | 39476 | 2789374 |
| TRINET GROUP INC | COMMON STOCK USD.000025 | 4660 | 422988 |
| TRINITY INDUSTRIES INC | COMMON STOCK USD.01 | 13635 | 478589 |
| TRINSEO PLC | COMMON STOCK | 6208 | 31661 |

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| | | | |
|:---|:---|:---|:---|
| TRIPADVISOR INC | COMMON STOCK USD.001 | 17441 | 257604 |
| TRIUMPH FINANCIAL INC | COMMON STOCK USD.01 | 3755 | 341254 |
| TRIUMPH GROUP INC | COMMON STOCK USD.001 | 13072 | 243924 |
| TRONOX HOLDINGS PLC | COMMON STOCK USD.01 | 19040 | 191733 |
| TRUBRIDGE INC | COMMON STOCK USD.001 | 2239 | 44153 |
| TRUEBLUE INC | COMMON STOCK | 5844 | 49090 |
| TRUECAR INC | COMMON STOCK USD.0001 | 16641 | 62071 |
| TRUIST FINANCIAL CORP | COMMON STOCK USD5.0 | 205293 | 8905610 |
| TRUMP MEDIA + TECHNOLOGY GRO | COMMON STOCK USD.0001 | 8100 | 276210 |
| TRUPANION INC | COMMON STOCK USD.00001 | 5510 | 265582 |
| TRUSTCO BANK CORP NY | COMMON STOCK USD1.0 | 3210 | 106925 |
| TRUSTMARK CORP | COMMON STOCK | 10073 | 356282 |
| TSCAN THERAPEUTICS INC | COMMON STOCK USD.0001 | 3700 | 11248 |
| TTEC HOLDINGS INC | COMMON STOCK USD.01 | 2960 | 14770 |
| TTM TECHNOLOGIES | COMMON STOCK USD.001 | 16700 | 413325 |
| TUCOWS INC CLASS A | COMMON STOCK | 1617 | 27715 |
| TURNING POINT BRANDS INC | COMMON STOCK USD.01 | 2587 | 155479 |
| TURNONGREEN INC | IMPERALIS HOLDING CORP 28 | 660 | 1 |
| TURTLE BEACH CORP | COMMON STOCK | 2742 | 47464 |
| TUTOR PERINI CORP | COMMON STOCK USD1.0 | 6718 | 162576 |
| TWILIO INC A | COMMON STOCK USD.001 | 23684 | 2559767 |
| TWIN DISC INC | COMMON STOCK | 1592 | 18706 |
| TWIST BIOSCIENCE CORP | COMMON STOCK USD.00001 | 8737 | 406008 |
| TWO HARBORS INVESTMENT CORP | REIT CNY1.0 | 15949 | 188677 |
| TXNM ENERGY INC | COMMON STOCK | 13743 | 675743 |
| TYLER TECHNOLOGIES INC | COMMON STOCK USD.01 | 6852 | 3951137 |
| TYRA BIOSCIENCES INC | COMMON STOCK USD.0001 | 1774 | 24659 |
| TYSON FOODS INC CL A | COMMON STOCK USD.1 | 38102 | 2188579 |
| U HAUL HOLDING CO | COMMON STOCK USD.25 | 1562 | 107919 |
| U HAUL HOLDING CO NON VOTING | COMMON STOCK USD.001 | 16458 | 1054135 |
| U.S. GLOBAL INVESTORS INC A | COMMON STOCK USD.025 | 3018 | 7364 |
| U.S. PHYSICAL THERAPY INC | COMMON STOCK USD.01 | 2588 | 229581 |
| UBER TECHNOLOGIES INC | COMMON STOCK USD.00001 | 324942 | 19600501 |
| UBIQUITI INC | COMMON STOCK USD.001 | 731 | 242641 |
| UDEMY INC | COMMON STOCK USD.00001 | 14486 | 119220 |
| UDR INC | REIT USD.01 | 49042 | 2128913 |
| UFP INDUSTRIES INC | COMMON STOCK | 9327 | 1050687 |
| UFP TECHNOLOGIES INC | COMMON STOCK USD.01 | 1153 | 281920 |
| UGI CORP | COMMON STOCK | 34366 | 970152 |
| UIPATH INC CLASS A | COMMON STOCK USD.00001 | 67094 | 852765 |
| UL SOLUTIONS INC CLASS A | COMMON STOCK USD.001 | 6400 | 319232 |
| ULTA BEAUTY INC | COMMON STOCK | 7574 | 3294160 |
| ULTRA CLEAN HOLDINGS INC | COMMON STOCK USD.001 | 7340 | 263873 |
| ULTRAGENYX PHARMACEUTICAL IN | COMMON STOCK USD.001 | 13247 | 557301 |
| ULTRALIFE CORP | COMMON STOCK USD.1 | 2596 | 19340 |
| UMB FINANCIAL CORP | COMMON STOCK USD1.0 | 7091 | 800290 |
| UMH PROPERTIES INC | REIT USD.1 | 10179 | 192180 |
| UNDER ARMOUR INC CLASS A | COMMON STOCK USD.000333 | 32998 | 273223 |

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| | | | |
|:---|:---|:---|:---|
| UNDER ARMOUR INC CLASS C | COMMON STOCK USD.000333 | 32835 | 244949 |
| UNIFI INC | COMMON STOCK USD.1 | 2509 | 15681 |
| UNIFIRST CORP/MA | COMMON STOCK USD.1 | 2403 | 411129 |
| UNION BANKSHARES INC /VT | COMMON STOCK USD2.0 | 633 | 18300 |
| UNION PACIFIC CORP | COMMON STOCK USD2.5 | 92140 | 21011606 |
| UNIQURE NV | COMMON STOCK EUR.05 | 6703 | 118375 |
| UNISYS CORP | COMMON STOCK USD.01 | 10757 | 68092 |
| UNITED AIRLINES HOLDINGS INC | COMMON STOCK USD.01 | 51885 | 5038034 |
| UNITED BANCORP INC/OHIO | COMMON STOCK USD1.0 | 1366 | 17594 |
| UNITED BANKSHARES INC | COMMON STOCK USD2.5 | 22118 | 830531 |
| UNITED COMMUNITY BANKS/GA | COMMON STOCK USD1.0 | 20040 | 647492 |
| UNITED FIRE GROUP INC | COMMON STOCK USD.001 | 3517 | 100059 |
| UNITED NATURAL FOODS INC | COMMON STOCK USD.01 | 9680 | 264361 |
| UNITED PARCEL SERVICE CL B | COMMON STOCK USD.01 | 109593 | 13819677 |
| UNITED PARKS + RESORTS INC | COMMON STOCK USD.01 | 6670 | 374787 |
| UNITED RENTALS INC | COMMON STOCK USD.01 | 10200 | 7185288 |
| UNITED STATES LIME + MINERAL | COMMON STOCK USD.1 | 1615 | 214375 |
| UNITED STATES STEEL CORP | COMMON STOCK USD1.0 | 36195 | 1230268 |
| UNITED THERAPEUTICS CORP | COMMON STOCK USD.01 | 7311 | 2579613 |
| UNITEDHEALTH GROUP INC | COMMON STOCK USD.01 | 141912 | 71787604 |
| UNITI GROUP INC | REIT USD.0001 | 38720 | 212960 |
| UNITIL CORP | COMMON STOCK | 2740 | 148481 |
| UNITY BANCORP INC | COMMON STOCK | 700 | 30527 |
| UNITY SOFTWARE INC | COMMON STOCK USD.000005 | 42974 | 965626 |
| UNIVERSAL CORP/VA | COMMON STOCK | 3992 | 218921 |
| UNIVERSAL DISPLAY CORP | COMMON STOCK USD.01 | 6996 | 1022815 |
| UNIVERSAL ELECTRONICS INC | COMMON STOCK USD.01 | 2524 | 27764 |
| UNIVERSAL HEALTH RLTY INCOME | REIT USD.01 | 2259 | 84057 |
| UNIVERSAL HEALTH SERVICES B | COMMON STOCK USD.01 | 9711 | 1742348 |
| UNIVERSAL INSURANCE HOLDINGS | COMMON STOCK USD.01 | 4089 | 86114 |
| UNIVERSAL LOGISTICS HOLDINGS | COMMON STOCK | 886 | 40703 |
| UNIVERSAL STAINLESS + ALLOY | COMMON STOCK USD.001 | 1876 | 82600 |
| UNIVERSAL TECHNICAL INSTITUT | COMMON STOCK USD.0001 | 5356 | 137703 |
| UNIVEST CORP OF PENNSYLVANIA | COMMON STOCK USD5.0 | 4914 | 145012 |
| UNUM GROUP | COMMON STOCK USD.1 | 22603 | 1650697 |
| UPBOUND GROUP INC | COMMON STOCK USD.01 | 7465 | 217754 |
| UPLAND SOFTWARE INC | COMMON STOCK USD.0001 | 4424 | 19200 |
| UPSTART HOLDINGS INC | COMMON STOCK USD.0001 | 11774 | 724925 |
| UPWORK INC | COMMON STOCK USD.0001 | 19621 | 320803 |
| URANIUM ENERGY CORP | COMMON STOCK USD.001 | 62615 | 418894 |
| URBAN EDGE PROPERTIES | REIT USD.01 | 19603 | 421465 |
| URBAN GRO INC | COMMON STOCK USD.001 | 1695 | 1601 |
| URBAN OUTFITTERS INC | COMMON STOCK USD.0001 | 9475 | 519988 |
| US BANCORP | COMMON STOCK USD.01 | 234573 | 11219627 |
| US CELLULAR CORP | COMMON STOCK USD1.0 | 1960 | 122931 |
| US DOLLAR | CURRENCY | 2065453 | 2065453 |
| US FOODS HOLDING CORP | COMMON STOCK USD.01 | 37888 | 2555924 |
| USANA HEALTH SCIENCES INC | COMMON STOCK USD.001 | 1886 | 67689 |

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| | | | |
|:---|:---|:---|:---|
| USCB FINANCIAL HOLDINGS INC | COMMON STOCK | 1773 | 31471 |
| USIO INC | COMMON STOCK USD.001 | 3489 | 5094 |
| UTAH MEDICAL PRODUCTS INC | COMMON STOCK USD.01 | 440 | 27047 |
| UTZ BRANDS INC | COMMON STOCK USD.0001 | 10376 | 162488 |
| UWM HOLDINGS CORP | COMMON STOCK USD.0001 | 15361 | 90169 |
| V2X INC | COMMON STOCK USD.01 | 2118 | 101304 |
| VAALCO ENERGY INC | COMMON STOCK USD.1 | 14783 | 64602 |
| VACASA INC CL A | COMMON STOCK USD.00001 | 804 | 3940 |
| VAIL RESORTS INC | COMMON STOCK USD.01 | 6200 | 1162190 |
| VALARIS LTD | COMMON STOCK USD.01 | 8842 | 391170 |
| VALERO ENERGY CORP | COMMON STOCK USD.01 | 48816 | 5984353 |
| VALHI INC | COMMON STOCK USD.01 | 407 | 9520 |
| VALLEY NATIONAL BANCORP | COMMON STOCK | 72208 | 654204 |
| VALMONT INDUSTRIES | COMMON STOCK USD1.0 | 3191 | 978584 |
| VALVOLINE INC | COMMON STOCK USD.01 | 20332 | 735612 |
| VANDA PHARMACEUTICALS INC | COMMON STOCK USD.001 | 8122 | 38904 |
| VAREX IMAGING CORP | COMMON STOCK USD.01 | 5982 | 87277 |
| VARONIS SYSTEMS INC | COMMON STOCK USD.001 | 17994 | 799473 |
| VAXART INC | COMMON STOCK USD.0001 | 19821 | 13123 |
| VAXCYTE INC | COMMON STOCK USD.001 | 15211 | 1245172 |
| VEECO INSTRUMENTS INC | COMMON STOCK USD.01 | 9537 | 255592 |
| VEEVA SYSTEMS INC CLASS A | COMMON STOCK USD.00001 | 23274 | 4893359 |
| VENTAS INC | REIT USD.25 | 65914 | 3881675 |
| VENTYX BIOSCIENCES INC | COMMON STOCK USD.0001 | 9402 | 20590 |
| VERA BRADLEY INC | COMMON STOCK | 3563 | 14003 |
| VERA THERAPEUTICS INC | COMMON STOCK USD.001 | 6132 | 259322 |
| VERACYTE INC | COMMON STOCK USD.001 | 11553 | 457499 |
| VERALTO CORP | COMMON STOCK USD.01 | 36199 | 3686868 |
| VERASTEM INC | COMMON STOCK USD.0001 | 2147 | 11100 |
| VERICEL CORP | COMMON STOCK | 7727 | 424290 |
| VERINT SYSTEMS INC | COMMON STOCK USD.001 | 10563 | 289954 |
| VERIS RESIDENTIAL INC | REIT USD.01 | 13251 | 220364 |
| VERISIGN INC | COMMON STOCK USD.001 | 12758 | 2640396 |
| VERISK ANALYTICS INC | COMMON STOCK USD.001 | 19817 | 5458196 |
| VERITEX HOLDINGS INC | COMMON STOCK USD.01 | 9576 | 260084 |
| VERITONE INC | COMMON STOCK USD.001 | 5325 | 17466 |
| VERIZON COMMUNICATIONS INC | COMMON STOCK USD.1 | 649120 | 25958309 |
| VERRA MOBILITY CORP | COMMON STOCK USD.0001 | 27942 | 675638 |
| VERRICA PHARMACEUTICALS INC | COMMON STOCK USD.0001 | 2535 | 1775 |
| VERTEX INC CLASS A | COMMON STOCK USD.001 | 7084 | 377931 |
| VERTEX PHARMACEUTICALS INC | COMMON STOCK USD.01 | 40056 | 16130551 |
| VERTIV HOLDINGS CO A | COMMON STOCK USD.0001 | 56161 | 6380451 |
| VERU INC | COMMON STOCK USD.01 | 9481 | 6167 |
| VERVE THERAPEUTICS INC | COMMON STOCK USD.001 | 6892 | 38871 |
| VESTIS CORP | COMMON STOCK USD.01 | 22060 | 336194 |
| VF CORP | COMMON STOCK | 55082 | 1182060 |
| VIANT TECHNOLOGY INC A | COMMON STOCK USD.001 | 1768 | 33574 |
| VIASAT INC | COMMON STOCK USD.0001 | 12260 | 104333 |

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| | | | | |
|:---|:---|:---|:---|:---|
| | VIATRIS INC | COMMON STOCK | 194746 | 2424588 |
| | VIAVI SOLUTIONS INC | COMMON STOCK USD.001 | 36942 | 373114 |
| | VICARIOUS SURGICAL INC A | COMMON STOCK USD.0001 | 241 | 3172 |
| | VICI PROPERTIES INC | REIT USD.01 | 141438 | 4131404 |
| | VICOR CORP | COMMON STOCK USD.01 | 3477 | 168009 |
| | VICTORIA S SECRET + CO | COMMON STOCK USD.01 | 12552 | 519904 |
| | VICTORY CAPITAL HOLDING A | COMMON STOCK USD.01 | 6256 | 409518 |
| | VIGIL NEUROSCIENCE INC | COMMON STOCK USD.0001 | 374 | 636 |
| | VIKING THERAPEUTICS INC | COMMON STOCK USD.00001 | 17322 | 697037 |
| | VILLAGE SUPER MARKET CLASS A | COMMON STOCK | 1000 | 31890 |
| | VIMEO INC | COMMON STOCK USD.01 | 24338 | 155763 |
| | VINCE HOLDING CORP | COMMON STOCK USD.001 | 808 | 2941 |
| | VINCERX PHARMA INC | COMMON STOCK USD.0001 | 1743 | 458 |
| | VIPER ENERGY INC | COMMON STOCK | 15100 | 740957 |
| | VIR BIOTECHNOLOGY INC | COMMON STOCK | 12366 | 90766 |
| | VIRACTA THERAPEUTICS INC | COMMON STOCK USD.0001 | 3299 | 531 |
| | VIRGIN GALACTIC HOLDINGS INC | COMMON STOCK USD.0001 | 2784 | 16370 |
| | VIRGINIA NATIONAL BANKSHARES | COMMON STOCK USD2.5 | 1035 | 39537 |
| | VIRIDIAN THERAPEUTICS INC | COMMON STOCK USD.01 | 6559 | 125736 |
| | VIRNETX HOLDING CORP | COMMON STOCK USD.0001 | 566 | 4443 |
| | VIRTRA INC | COMMON STOCK USD.005 | 2525 | 17044 |
| | VIRTU FINANCIAL INC CLASS A | COMMON STOCK USD.00001 | 15019 | 535878 |
| | VIRTUS INVESTMENT PARTNERS | COMMON STOCK USD.01 | 1185 | 261387 |
| | VISA INC CLASS A SHARES | COMMON STOCK USD.0001 | 266680 | 84281547 |
| | VISHAY INTERTECHNOLOGY INC | COMMON STOCK USD.1 | 21544 | 364955 |
| | VISHAY PRECISION GROUP | COMMON STOCK | 1796 | 42152 |
| | VISLINK TECHNOLOGIES INC | COMMON STOCK USD.0001 | 425 | 1628 |
| | VISTAGEN THERAPEUTICS INC | COMMON STOCK USD.001 | 916 | 2702 |
| | VISTEON CORP | COMMON STOCK | 4683 | 415476 |
| | VISTRA CORP | COMMON STOCK USD.01 | 52431 | 7228662 |
| | VITA COCO CO INC/THE | COMMON STOCK USD.01 | 5178 | 191120 |
| | VITAL ENERGY INC | COMMON STOCK USD.01 | 2868 | 88679 |
| | VITAL FARMS INC | COMMON STOCK USD.0001 | 4068 | 153323 |
| | VITESSE ENERGY INC | COMMON STOCK USD.01 | 3478 | 86950 |
| | VIVID SEATS INC CLASS A | COMMON STOCK USD.0001 | 6810 | 31530 |
| | VIVOS THERAPEUTICS INC | COMMON STOCK USD.0001 | 192 | 824 |
| | VOLITIONRX LTD | COMMON STOCK USD.001 | 6300 | 3780 |
| | VONTIER CORP | COMMON STOCK USD.0001 | 23189 | 845703 |
| | VOR BIOPHARMA INC | COMMON STOCK USD.0001 | 1825 | 2026 |
| | VORNADO REALTY TRUST | REIT USD.04 | 26818 | 1127429 |
| | VOXX INTERNATIONAL CORP | COMMON STOCK USD.01 | 2266 | 16723 |
| \* | VOYA FINANCIAL INC | COMMON STOCK USD.01 | 16496 | 1135420 |
|  | VOYAGER THERAPEUTICS INC | COMMON STOCK USD.001 | 4783 | 27120 |
|  | VSE CORP | COMMON STOCK USD.05 | 2213 | 210456 |
|  | VULCAN MATERIALS CO | COMMON STOCK USD1.0 | 20686 | 5321060 |
|  | VUZIX CORP | COMMON STOCK | 9863 | 38860 |
|  | VYNE THERAPEUTICS INC | COMMON STOCK USD.0001 | 563 | 1886 |
|  | W+T OFFSHORE INC | COMMON STOCK USD.00001 | 12513 | 20772 |

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| | | | |
|:---|:---|:---|:---|
| WABASH NATIONAL CORP | COMMON STOCK USD.01 | 7623 | 130582 |
| WABTEC CORP | COMMON STOCK USD.01 | 26532 | 5030202 |
| WAFD INC | COMMON STOCK USD1.0 | 11180 | 360443 |
| WALGREENS BOOTS ALLIANCE INC | COMMON STOCK USD.01 | 114686 | 1070020 |
| WALKER + DUNLOP INC | COMMON STOCK | 5516 | 536210 |
| WALMART INC | COMMON STOCK USD.1 | 669946 | 60529621 |
| WALT DISNEY CO/THE | COMMON STOCK USD.01 | 280776 | 31264408 |
| WARBY PARKER INC CLASS A | COMMON STOCK USD.0001 | 12918 | 312745 |
| WARNER BROS DISCOVERY INC | COMMON STOCK | 344893 | 3645519 |
| WARNER MUSIC GROUP CORP CL A | COMMON STOCK | 20145 | 624495 |
| WARRIOR MET COAL INC | COMMON STOCK USD.01 | 8576 | 465162 |
| WASHINGTON TRUST BANCORP | COMMON STOCK USD.0625 | 2990 | 93737 |
| WASTE MANAGEMENT INC | COMMON STOCK USD.01 | 54401 | 10977578 |
| WATERS CORP | COMMON STOCK USD.01 | 9292 | 3447146 |
| WATERSTONE FINANCIAL INC | COMMON STOCK USD.01 | 3406 | 45777 |
| WATSCO INC | COMMON STOCK USD.5 | 5097 | 2415417 |
| WATTS WATER TECHNOLOGIES A | COMMON STOCK USD.1 | 4166 | 846948 |
| WAVE LIFE SCIENCES LTD | COMMON STOCK | 10774 | 133274 |
| WAYFAIR INC CLASS A | COMMON STOCK USD.001 | 14742 | 653365 |
| WD 40 CO | COMMON STOCK USD.001 | 2142 | 519821 |
| WEATHERFORD INTERNATIONAL PL | COMMON STOCK USD.001 | 12017 | 860778 |
| WEAVE COMMUNICATIONS INC | COMMON STOCK USD.00001 | 4600 | 73232 |
| WEBSTER FINANCIAL CORP | COMMON STOCK USD.01 | 29023 | 1602650 |
| WEC ENERGY GROUP INC | COMMON STOCK USD.01 | 49597 | 4664102 |
| WEIS MARKETS INC | COMMON STOCK | 2716 | 183928 |
| WELLS FARGO + CO | COMMON STOCK USD1.666 | 515285 | 36193618 |
| WELLTOWER INC | REIT USD1.0 | 91421 | 11521789 |
| WENDY S CO/THE | COMMON STOCK USD.1 | 27504 | 448315 |
| WEREWOLF THERAPEUTICS INC | COMMON STOCK USD.0001 | 1768 | 2617 |
| WERNER ENTERPRISES INC | COMMON STOCK USD.01 | 10491 | 376837 |
| WESBANCO INC | COMMON STOCK USD2.0833 | 9930 | 323122 |
| WESCO INTERNATIONAL INC | COMMON STOCK USD.01 | 7399 | 1338923 |
| WEST BANCORPORATION | COMMON STOCK | 2639 | 57134 |
| WEST PHARMACEUTICAL SERVICES | COMMON STOCK USD.25 | 11399 | 3733856 |
| WESTAMERICA BANCORPORATION | COMMON STOCK | 4302 | 225683 |
| WESTERN ALLIANCE BANCORP | COMMON STOCK USD.0001 | 17815 | 1488265 |
| WESTERN DIGITAL CORP | COMMON STOCK USD.01 | 53304 | 3178518 |
| WESTERN NEW ENGLAND BANCORP | COMMON STOCK USD.01 | 4553 | 41888 |
| WESTERN UNION CO | COMMON STOCK USD.01 | 32985 | 349641 |
| WESTLAKE CORP | COMMON STOCK USD.01 | 5256 | 602600 |
| WESTROCK COFFEE CO | COMMON STOCK | 6200 | 39804 |
| WESTWATER RESOURCES INC | COMMON STOCK USD.001 | 9653 | 6838 |
| WESTWOOD HOLDINGS GROUP INC | COMMON STOCK USD.01 | 1698 | 24638 |
| WEX INC | COMMON STOCK USD.01 | 6853 | 1201468 |
| WEYCO GROUP INC | COMMON STOCK USD1.0 | 1138 | 42732 |
| WEYERHAEUSER CO | REIT USD1.25 | 118790 | 3343939 |
| WHEELS UP EXPERIENCE INC | COMMON STOCK USD.0001 | 2927 | 4830 |
| WHIRLPOOL CORP | COMMON STOCK USD1.0 | 8984 | 1028488 |

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| | | | |
|:---|:---|:---|:---|
| WHITE MOUNTAINS INSURANCE GP | COMMON STOCK USD1.0 | 380 | 739123 |
| WHITEHAWK THERAPEUTICS INC | COMMON STOCK USD.0001 | 3432 | 10828 |
| WHITESTONE REIT | REIT USD.001 | 7865 | 111447 |
| WIDEOPENWEST INC | COMMON STOCK USD.01 | 8699 | 43147 |
| WIDEPOINT CORP | COMMON STOCK USD.001 | 1282 | 6205 |
| WILEY (JOHN) + SONS CL B | COMMON STOCK USD1.0 | 261 | 11500 |
| WILEY (JOHN) + SONS CLASS A | COMMON STOCK USD1.0 | 6985 | 305314 |
| WILLDAN GROUP INC | COMMON STOCK USD.01 | 2033 | 77437 |
| WILLIAM PENN BANCORP | COMMON STOCK USD.01 | 2324 | 27888 |
| WILLIAMS COS INC | COMMON STOCK USD1.0 | 188553 | 10204488 |
| WILLIAMS SONOMA INC | COMMON STOCK USD.01 | 19506 | 3612121 |
| WILLIS LEASE FINANCE CORP | COMMON STOCK USD.01 | 607 | 125983 |
| WILLIS TOWERS WATSON PLC | COMMON STOCK USD.000304635 | 15903 | 4981456 |
| WILLSCOT HOLDINGS CORP | COMMON STOCK USD.0001 | 30646 | 1025109 |
| WINGSTOP INC | COMMON STOCK USD.01 | 4813 | 1367855 |
| WINMARK CORP | COMMON STOCK | 300 | 117921 |
| WINNEBAGO INDUSTRIES | COMMON STOCK USD.5 | 5020 | 239856 |
| WINTRUST FINANCIAL CORP | COMMON STOCK | 10913 | 1360960 |
| WISDOMTREE INC | COMMON STOCK USD.01 | 17708 | 185934 |
| WK KELLOGG CO | COMMON STOCK USD.0001 | 11108 | 199833 |
| WM TECHNOLOGY INC | COMMON STOCK USD.0001 | 8169 | 11273 |
| WOLFSPEED INC | COMMON STOCK USD.00125 | 21130 | 140726 |
| WOLVERINE WORLD WIDE INC | COMMON STOCK USD1.0 | 13449 | 298568 |
| WOODWARD INC | COMMON STOCK USD.001455 | 10021 | 1667695 |
| WORKDAY INC CLASS A | COMMON STOCK USD.001 | 33449 | 8630845 |
| WORKHORSE GROUP INC | COMMON STOCK USD.001 | 1412 | 986 |
| WORKIVA INC | COMMON STOCK USD.001 | 7742 | 847749 |
| WORLD ACCEPTANCE CORP | COMMON STOCK | 372 | 41828 |
| WORLD KINECT CORP | COMMON STOCK USD.01 | 7853 | 216036 |
| WORTHINGTON ENTERPRISES INC | COMMON STOCK | 5084 | 203919 |
| WORTHINGTON STEEL INC | COMMON STOCK USD.0001 | 4484 | 142681 |
| WP CAREY INC | REIT USD.001 | 29267 | 1594466 |
| WR BERKLEY CORP | COMMON STOCK USD.2 | 49630 | 2904348 |
| WRAP TECHNOLOGIES INC | COMMON STOCK USD.0001 | 4969 | 10534 |
| WSFS FINANCIAL CORP | COMMON STOCK USD.01 | 9645 | 512439 |
| WW GRAINGER INC | COMMON STOCK USD.5 | 6514 | 6866082 |
| WW INTERNATIONAL INC | COMMON STOCK | 13082 | 16614 |
| WYNDHAM HOTELS + RESORTS INC | COMMON STOCK USD.01 | 13203 | 1330730 |
| WYNN RESORTS LTD | COMMON STOCK USD.01 | 15830 | 1363913 |
| X4 PHARMACEUTICALS INC | COMMON STOCK USD.001 | 5000 | 3668 |
| XBIOTECH INC | COMMON STOCK | 2704 | 10681 |
| XCEL ENERGY INC | COMMON STOCK USD2.5 | 87532 | 5910161 |
| XENCOR INC | COMMON STOCK USD.01 | 9466 | 217529 |
| XENIA HOTELS + RESORTS INC | REIT USD.01 | 18496 | 274851 |
| XERIS BIOPHARMA HOLDINGS INC | COMMON STOCK USD.0001 | 18046 | 61176 |
| XEROX HOLDINGS CORP | COMMON STOCK USD1.0 | 17889 | 150804 |
| XILIO THERAPEUTICS INC | COMMON STOCK USD.0001 | 290 | 277 |
| XOMA ROYALTY CORPORATION | COMMON STOCK USD.0005 | 1931 | 50747 |

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| | | | |
|:---|:---|:---|:---|
| XOMETRY INC A | COMMON STOCK USD.000001 | 6896 | 294183 |
| XOS INC | COMMON STOCK USD.0001 | 300 | 972 |
| XPEL INC | COMMON STOCK | 3582 | 143065 |
| XPERI INC | COMMON STOCK USD.001 | 6792 | 69754 |
| XPO INC | COMMON STOCK USD.001 | 18129 | 2377618 |
| XPONENTIAL FITNESS INC A | COMMON STOCK USD.0001 | 4689 | 63067 |
| XWELL INC | COMMON STOCK | 893 | 1340 |
| XYLEM INC | COMMON STOCK | 38135 | 4424423 |
| Y MABS THERAPEUTICS INC | COMMON STOCK USD.0001 | 5737 | 44921 |
| YELP INC | COMMON STOCK USD.000001 | 11358 | 439555 |
| YETI HOLDINGS INC | COMMON STOCK USD.01 | 14155 | 545109 |
| YEXT INC | COMMON STOCK USD.001 | 19107 | 121521 |
| YORK WATER CO | COMMON STOCK | 2116 | 69236 |
| YUM BRANDS INC | COMMON STOCK | 38802 | 5205676 |
| ZEBRA TECHNOLOGIES CORP CL A | COMMON STOCK USD.01 | 8334 | 3218757 |
| ZEDGE INC CL B | COMMON STOCK | 2337 | 6287 |
| ZENTALIS PHARMACEUTICALS INC | COMMON STOCK USD.001 | 9645 | 29224 |
| ZETA GLOBAL HOLDINGS CORP A | COMMON STOCK USD.001 | 25754 | 463314 |
| ZEVIA PBC A | COMMON STOCK USD.001 | 7099 | 29745 |
| ZEVRA THERAPEUTICS INC | COMMON STOCK USD.0001 | 5205 | 43410 |
| ZIFF DAVIS INC | COMMON STOCK USD.01 | 7821 | 424993 |
| ZILLOW GROUP INC A | COMMON STOCK USD.0001 | 9061 | 641972 |
| ZILLOW GROUP INC C | COMMON STOCK USD.0001 | 23731 | 1757281 |
| ZIMMER BIOMET HOLDINGS INC | COMMON STOCK USD.01 | 31591 | 3336957 |
| ZIMVIE INC | COMMON STOCK USD.01 | 3410 | 47570 |
| ZIONS BANCORP NA | COMMON STOCK USD.001 | 24439 | 1325816 |
| ZIPRECRUITER INC A | COMMON STOCK USD.00001 | 12458 | 90196 |
| ZOETIS INC | COMMON STOCK USD.01 | 70293 | 11452838 |
| ZOMEDICA CORP | COMMON STOCK | 164003 | 19680 |
| ZOOM COMMUNICATIONS INC | COMMON STOCK USD.001 | 42482 | 3466956 |
| ZOOMINFO TECHNOLOGIES INC | COMMON STOCK | 51682 | 543178 |
| ZSCALER INC | COMMON STOCK USD.001 | 14815 | 2672774 |
| ZUMIEZ INC | COMMON STOCK | 2968 | 56897 |
| ZUORA INC CLASS A | COMMON STOCK USD.0001 | 22025 | 218488 |
| ZURN ELKAY WATER SOLUTIONS C | COMMON STOCK USD.01 | 23328 | 870134 |
| ZYNEX INC | COMMON STOCK USD.001 | 4118 | 32985 |
|  | **Total: EXHIBIT P - Total Stock Market Index Fund** | **Total: EXHIBIT P - Total Stock Market Index Fund** | $**8826038468** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT Q- European Stock Index Fund** 

**(Managed by State Street Global Advisors)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | 3I GROUP PLC | COMMON STOCK GBP.738636 | 33430 |  | $1485723 |
|  | ABB LTD REG | COMMON STOCK CHF.12 | 54614 |  | 2941962 |
|  | ABN AMRO BANK NV CVA | DUTCH CERT EUR1.0 | 16224 |  | 250178 |
|  | ACCIONA SA | COMMON STOCK EUR1.0 | 794 |  | 89372 |
|  | ACCOR SA | COMMON STOCK EUR3.0 | 6716 |  | 325141 |
|  | ACS ACTIVIDADES CONS Y SERV | COMMON STOCK EUR.5 | 6003 |  | 301108 |
|  | ADDTECH AB B SHARES | COMMON STOCK SEK.75 | 9019 |  | 245379 |
|  | ADECCO GROUP AG REG | COMMON STOCK CHF.1 | 5795 |  | 142904 |
|  | ADIDAS AG | COMMON STOCK | 5537 |  | 1359256 |
|  | ADMIRAL GROUP PLC | COMMON STOCK GBP.001 | 8954 |  | 295760 |
|  | ADP | COMMON STOCK EUR3.0 | 1214 |  | 139572 |
|  | ADYEN NV | COMMON STOCK EUR.01 | 743 |  | 1095766 |
|  | AEGON LTD | COMMON STOCK EUR.12 | 45730 |  | 270543 |
|  | AENA SME SA | COMMON STOCK EUR10.0 | 2611 |  | 533709 |
|  | AERCAP HOLDINGS NV | COMMON STOCK EUR.01 | 6678 |  | 639085 |
|  | AGEAS | COMMON STOCK | 5398 |  | 262175 |
|  | AIB GROUP PLC | COMMON STOCK EUR.625 | 64507 |  | 355888 |
|  | AIR LIQUIDE SA | COMMON STOCK EUR5.5 | 19910 |  | 3217816 |
|  | AIRBUS SE | COMMON STOCK EUR1.0 | 20460 |  | 3259847 |
|  | AKER BP ASA | COMMON STOCK NOK1.0 | 10778 |  | 212247 |
|  | AKZO NOBEL N.V. | COMMON STOCK EUR.5 | 5985 |  | 359242 |
|  | ALCON INC | COMMON STOCK CHF.04 | 17085 |  | 1448868 |
|  | ALFA LAVAL AB | COMMON STOCK SEK2.84 | 10093 |  | 419477 |
| \* | ALLIANZ SE REG | COMMON STOCK | 13436 |  | 4115982 |
|  | ALSTOM | COMMON STOCK EUR7.0 | 12127 |  | 270793 |
|  | AMADEUS IT GROUP SA | COMMON STOCK EUR.01 | 15537 |  | 1097240 |
|  | AMPLIFON SPA | COMMON STOCK EUR.02 | 4106 |  | 105656 |
|  | AMUNDI SA | COMMON STOCK EUR2.5 | 2126 |  | 140154 |
|  | ANGLO AMERICAN PLC | COMMON STOCK USD.54945 | 43617 |  | 1292783 |
|  | ANHEUSER BUSCH INBEV SA/NV | COMMON STOCK | 30868 |  | 1543994 |
|  | ANTOFAGASTA PLC | COMMON STOCK GBP.05 | 13372 |  | 264763 |
|  | AP MOLLER MAERSK A/S A | COMMON STOCK DKK1000.0 | 99 |  | 158966 |
|  | AP MOLLER MAERSK A/S B | COMMON STOCK DKK1000.0 | 157 |  | 259924 |
|  | ARCELORMITTAL | COMMON STOCK | 15984 |  | 369967 |
|  | ARGENX SE | COMMON STOCK EUR.1 | 2069 |  | 1277033 |
|  | ARKEMA | COMMON STOCK EUR10.0 | 1920 |  | 146363 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ASHTEAD GROUP PLC | COMMON STOCK GBP.1 | 14928 | 923696 |
| ASM INTERNATIONAL NV | COMMON STOCK EUR.04 | 1616 | 921687 |
| ASML HOLDING NV | COMMON STOCK EUR.09 | 13735 | 9656320 |
| ASR NEDERLAND NV | COMMON STOCK EUR.16 | 5294 | 250989 |
| ASSA ABLOY AB B | COMMON STOCK SEK1.0 | 34763 | 1023330 |
| ASSOCIATED BRITISH FOODS PLC | COMMON STOCK GBP.0568 | 11352 | 290339 |
| ASTRAZENECA PLC | COMMON STOCK USD.25 | 53271 | 6937297 |
| ATLAS COPCO AB A SHS | COMMON STOCK SEK.16 | 91940 | 1408262 |
| ATLAS COPCO AB B SHS | COMMON STOCK SEK.639 | 53985 | 731876 |
| AUTO TRADER GROUP PLC | COMMON STOCK GBP.01 | 30370 | 300753 |
| AVIVA PLC | COMMON STOCK GBP.3289474 | 90849 | 533327 |
| AVOLTA AG | COMMON STOCK CHF5.0 | 3089 | 123718 |
| AXA SA | COMMON STOCK EUR2.29 | 60740 | 2158896 |
| BACHEM HOLDING AG | COMMON STOCK CHF.01 | 1287 | 82052 |
| BAE SYSTEMS PLC | COMMON STOCK GBP.025 | 104131 | 1494459 |
| BALOISE HOLDING AG REG | COMMON STOCK CHF.1 | 1528 | 276558 |
| BANCO BILBAO VIZCAYA ARGENTA | COMMON STOCK EUR.49 | 198746 | 1945236 |
| BANCO BPM SPA | COMMON STOCK | 43516 | 352015 |
| BANCO DE SABADELL SA | COMMON STOCK EUR.125 | 185017 | 359605 |
| BANCO SANTANDER SA | COMMON STOCK EUR.5 | 530811 | 2453934 |
| BANK OF IRELAND GROUP PLC | COMMON STOCK EUR1.0 | 34020 | 310113 |
| BANQUE CANTONALE VAUDOIS REG | COMMON STOCK CHF10.0 | 1042 | 95975 |
| BARCLAYS PLC | COMMON STOCK GBP.25 | 500835 | 1677885 |
| BARRATT REDROW PLC | COMMON STOCK GBP.1 | 46597 | 255753 |
| BARRY CALLEBAUT AG REG | COMMON STOCK CHF.02 | 126 | 167297 |
| BASF SE | COMMON STOCK | 30505 | 1340955 |
| BAYER AG REG | COMMON STOCK | 33957 | 678968 |
| BAYERISCHE MOTOREN WERKE AG | COMMON STOCK EUR1.0 | 10025 | 819993 |
| BAYERISCHE MOTOREN WERKE PRF | PREFERENCE | 1846 | 138407 |
| BE SEMICONDUCTOR INDUSTRIES | COMMON STOCK EUR.01 | 2659 | 359489 |
| BECHTLE AG | COMMON STOCK | 2838 | 91383 |
| BEIERSDORF AG | COMMON STOCK | 3395 | 435756 |
| BEIJER REF AB | COMMON STOCK SEK.97 | 12651 | 186357 |
| BERKELEY GROUP HOLDINGS/THE | COMMON STOCK GBP.05611 | 3655 | 178646 |
| BIOMERIEUX | COMMON STOCK | 1408 | 150473 |
| BKW AG | COMMON STOCK CHF2.5 | 709 | 117484 |
| BNP PARIBAS | COMMON STOCK EUR2.0 | 35001 | 2142863 |
| BOLIDEN AB | COMMON STOCK SEK2.11 | 9194 | 257776 |
| BOLLORE SE | COMMON STOCK EUR.16 | 24981 | 153234 |
| BOUYGUES SA | COMMON STOCK EUR1.0 | 6456 | 190530 |
| BP PLC | COMMON STOCK USD.25 | 556630 | 2743979 |
| BPER BANCA SPA | COMMON STOCK | 34821 | 221175 |
| BRENNTAG SE | COMMON STOCK | 4571 | 273953 |
| BRITISH AMERICAN TOBACCO PLC | COMMON STOCK GBP.25 | 68258 | 2476150 |
| BT GROUP PLC | COMMON STOCK GBP.05 | 221388 | 399297 |
| BUNZL PLC | COMMON STOCK GBP.3214286 | 11465 | 472183 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BUREAU VERITAS SA | COMMON STOCK EUR.12 | 10722 | 325786 |
| CAC40 10 EURO FUT JAN 25 | XPAR 20250117 | 120 | 688 |
| CAIXABANK SA | COMMON STOCK EUR1.0 | 137045 | 743041 |
| CAPGEMINI SE | COMMON STOCK EUR8.0 | 5381 | 877487 |
| CARL ZEISS MEDITEC AG BR | COMMON STOCK | 1515 | 71342 |
| CARLSBERG AS B | COMMON STOCK DKK20.0 | 3255 | 311706 |
| CARREFOUR SA | COMMON STOCK EUR2.5 | 18865 | 268230 |
| CELLNEX TELECOM SA | COMMON STOCK EUR.25 | 18286 | 577712 |
| CENTRICA PLC | COMMON STOCK GBP.061728 | 175326 | 293306 |
| CHOCOLADEFABRIKEN LINDT PC | COMMON STOCK CHF10.0 | 33 | 366260 |
| CHOCOLADEFABRIKEN LINDT REG | COMMON STOCK CHF100.0 | 4 | 441343 |
| CIE FINANCIERE RICHEMO A REG | COMMON STOCK CHF1.0 | 18444 | 2807579 |
| CLARIANT AG REG | COMMON STOCK CHF1.76 | 8227 | 91880 |
| COCA COLA EUROPACIFIC PARTNE | COMMON STOCK EUR.01 | 7161 | 550036 |
| COCA COLA HBC AG DI | COMMON STOCK CHF6.7 | 7335 | 250490 |
| COLOPLAST B | COMMON STOCK DKK1.0 | 4274 | 467828 |
| COMMERZBANK AG | COMMON STOCK | 32664 | 531832 |
| COMPAGNIE DE SAINT GOBAIN | COMMON STOCK EUR4.0 | 15574 | 1370447 |
| COMPASS GROUP PLC | COMMON STOCK GBP.1105 | 58522 | 1946116 |
| CONTINENTAL AG | COMMON STOCK | 3688 | 247586 |
| COVESTRO AG TEND | COMMON STOCK | 6055 | 363657 |
| COVIVIO | REIT EUR3.0 | 1677 | 84705 |
| CREDIT AGRICOLE SA | COMMON STOCK EUR3.0 | 36844 | 507083 |
| CRODA INTERNATIONAL PLC | COMMON STOCK GBP.1060976 | 4407 | 186764 |
| CTS EVENTIM AG + CO KGAA | COMMON STOCK | 2172 | 183564 |
| CVC CAPITAL PARTNERS PLC | COMMON STOCK | 7439 | 162984 |
| D IETEREN GROUP | COMMON STOCK | 748 | 124478 |
| DAIMLER TRUCK HOLDING AG | COMMON STOCK | 16797 | 640907 |
| DANISH KRONE | FOREIGN CURRENCY | 239203 | 33215 |
| DANONE | COMMON STOCK EUR.25 | 22167 | 1490992 |
| DANSKE BANK A/S | COMMON STOCK DKK10.0 | 23620 | 668043 |
| DASSAULT AVIATION SA | COMMON STOCK EUR.8 | 702 | 142909 |
| DASSAULT SYSTEMES SE | COMMON STOCK EUR.1 | 22954 | 793118 |
| DAVIDE CAMPARI MILANO NV | COMMON STOCK EUR.01 | 21853 | 136180 |
| DAX INDEX FUTURE MAR 25 | XEUR 20250321 | 50 | (25266) |
| DCC PLC | COMMON STOCK EUR.25 | 3318 | 213214 |
| DELIVERY HERO SE | COMMON STOCK | 6210 | 174718 |
| DEMANT A/S | COMMON STOCK DKK.2 | 2890 | 106545 |
| DEUTSCHE BANK AG REGISTERED | COMMON STOCK | 65365 | 1126120 |
| DEUTSCHE BOERSE AG | COMMON STOCK | 6466 | 1489440 |
| DEUTSCHE LUFTHANSA REG | COMMON STOCK | 20047 | 127986 |
| DEUTSCHE TELEKOM AG REG | COMMON STOCK | 120214 | 3596450 |
| DHL GROUP | COMMON STOCK | 35000 | 1231690 |
| DIAGEO PLC | COMMON STOCK GBP.2893518 | 76541 | 2433202 |
| DIASORIN SPA | COMMON STOCK EUR1.0 | 757 | 78042 |
| DNB BANK ASA | COMMON STOCK NOK12.5 | 30444 | 608360 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DR ING HC F PORSCHE AG | PREFERENCE | 3821 | 231052 |
| DSM FIRMENICH AG | COMMON STOCK EUR.01 | 6369 | 642862 |
| DSV A/S | COMMON STOCK DKK1.0 | 7018 | 1485348 |
| E.ON SE | COMMON STOCK | 77546 | 902622 |
| EDENRED | COMMON STOCK EUR2.0 | 8567 | 279769 |
| EDP RENOVAVEIS SA | COMMON STOCK EUR5.0 | 10517 | 108999 |
| EDP SA | COMMON STOCK EUR1.0 | 109424 | 349621 |
| EIFFAGE | COMMON STOCK EUR4.0 | 2512 | 220397 |
| ELIA GROUP SA/NV | COMMON STOCK | 1026 | 78837 |
| ELISA OYJ | COMMON STOCK | 5020 | 217106 |
| EMS CHEMIE HOLDING AG REG | COMMON STOCK CHF.01 | 247 | 166582 |
| ENDEAVOUR MINING PLC | COMMON STOCK USD.01 | 6231 | 111523 |
| ENDESA SA | COMMON STOCK EUR1.2 | 11122 | 239205 |
| ENEL SPA | COMMON STOCK EUR1.0 | 280504 | 2000121 |
| ENGIE | COMMON STOCK EUR1.0 | 62292 | 987118 |
| ENI SPA | COMMON STOCK | 79494 | 1077517 |
| ENTAIN PLC | COMMON STOCK EUR.01 | 20360 | 174445 |
| EPIROC AB A | COMMON STOCK SEK.412413 | 22352 | 388662 |
| EPIROC AB B | COMMON STOCK SEK.412413 | 13838 | 215468 |
| EQT AB | COMMON STOCK SEK.1 | 12702 | 350514 |
| EQUINOR ASA | COMMON STOCK NOK2.5 | 28495 | 675047 |
| ERICSSON LM B SHS | COMMON STOCK SEK5.0 | 95541 | 773312 |
| ERSTE GROUP BANK AG | COMMON STOCK | 11524 | 711779 |
| ESSILORLUXOTTICA | COMMON STOCK EUR.18 | 10184 | 2473866 |
| ESSITY AKTIEBOLAG B | COMMON STOCK SEK3.35 | 21030 | 563011 |
| EURAZEO SE | COMMON STOCK | 1516 | 112060 |
| EURO CURRENCY | FOREIGN CURRENCY | 294122 | 304563 |
| EUROFINS SCIENTIFIC | COMMON STOCK EUR.1 | 4814 | 245481 |
| EURONEXT NV | COMMON STOCK EUR1.6 | 2664 | 298481 |
| EVOLUTION AB | COMMON STOCK SEK.003 | 5837 | 448619 |
| EVONIK INDUSTRIES AG | COMMON STOCK | 8911 | 154379 |
| EXOR NV | COMMON STOCK EUR.01 | 3367 | 307426 |
| EXPERIAN PLC | COMMON STOCK USD.1 | 31574 | 1351274 |
| FASTIGHETS AB BALDER B SHRS | COMMON STOCK SEK1.0 | 21933 | 152355 |
| FDJ UNITED | COMMON STOCK | 3692 | 141774 |
| FERRARI NV | COMMON STOCK EUR.01 | 4346 | 1855917 |
| FERROVIAL SE | COMMON STOCK EUR.01 | 16434 | 690907 |
| FINECOBANK SPA | COMMON STOCK EUR.33 | 20763 | 360986 |
| FORTUM OYJ | COMMON STOCK EUR3.4 | 15757 | 220510 |
| FRESENIUS MEDICAL CARE AG | COMMON STOCK | 7154 | 325623 |
| FRESENIUS SE + CO KGAA | COMMON STOCK | 14412 | 500425 |
| FTSE 100 IDX FUT MAR 25 | IFLL 20250321 | 110 | (18460) |
| FTSE/MIB IDX FUT MAR 25 | XDMI 20250321 | 10 | (6182) |
| GALDERMA GROUP AG | COMMON STOCK CHF.01 | 2910 | 323032 |
| GALP ENERGIA SGPS SA | COMMON STOCK EUR1.0 | 16409 | 271936 |
| GEA GROUP AG | COMMON STOCK | 5380 | 266421 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GEBERIT AG REG | COMMON STOCK CHF.1 | 1145 | 647124 |
| GECINA SA | REIT EUR7.5 | 1583 | 148308 |
| GENERALI | COMMON STOCK | 32632 | 921465 |
| GENMAB A/S | COMMON STOCK DKK1.0 | 2152 | 448280 |
| GETINGE AB B SHS | COMMON STOCK SEK.5 | 7735 | 127053 |
| GETLINK SE | COMMON STOCK EUR.4 | 10519 | 167404 |
| GIVAUDAN REG | COMMON STOCK CHF10.0 | 316 | 1386789 |
| GJENSIDIGE FORSIKRING ASA | COMMON STOCK NOK2.0 | 6667 | 118103 |
| GLENCORE PLC | COMMON STOCK USD.01 | 357394 | 1572043 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 883977 | 883977 |
| GRIFOLS SA | COMMON STOCK EUR.25 | 9896 | 93742 |
| GROUPE BRUXELLES LAMBERT NV | COMMON STOCK | 2881 | 196881 |
| GSK PLC | COMMON STOCK GBP.3125 | 141992 | 2379267 |
| HALEON PLC | COMMON STOCK GBP.01 | 263200 | 1240331 |
| HALMA PLC | COMMON STOCK GBP.1 | 13213 | 442453 |
| HANNOVER RUECK SE | COMMON STOCK | 2046 | 511399 |
| HARGREAVES LANSDOWN PLC | COMMON STOCK GBP.004 | 12259 | 168564 |
| HEIDELBERG MATERIALS AG | COMMON STOCK | 4760 | 587868 |
| HEINEKEN HOLDING NV | COMMON STOCK EUR1.6 | 4379 | 261723 |
| HEINEKEN NV | COMMON STOCK EUR1.6 | 9960 | 706966 |
| HELVETIA HOLDING AG REG | COMMON STOCK CHF.02 | 1307 | 215617 |
| HENKEL AG + CO KGAA | COMMON STOCK | 3618 | 278598 |
| HENKEL AG + CO KGAA VOR PREF | PREFERENCE | 5755 | 505003 |
| HENNES + MAURITZ AB B SHS | COMMON STOCK | 19165 | 258228 |
| HERMES INTERNATIONAL | COMMON STOCK | 1085 | 2587708 |
| HEXAGON AB B SHS | COMMON STOCK EUR.22 | 70654 | 671239 |
| HIKMA PHARMACEUTICALS PLC | COMMON STOCK GBP.1 | 5892 | 146717 |
| HOLCIM LTD | COMMON STOCK CHF2.0 | 17968 | 1725324 |
| HOLMEN AB B SHARES | COMMON STOCK SEK25.0 | 2664 | 98088 |
| HSBC HOLDINGS PLC | COMMON STOCK USD.5 | 625442 | 6149110 |
| IBERDROLA SA | COMMON STOCK EUR.75 | 208101 | 2865998 |
| IBEX 35 INDX FUTR JAN 25 | XMRV 20250117 | 10 | (1443) |
| IMCD NV | COMMON STOCK EUR.16 | 1974 | 292248 |
| IMPERIAL BRANDS PLC | COMMON STOCK GBP.1 | 27791 | 888433 |
| INDUSTRIA DE DISENO TEXTIL | COMMON STOCK EUR.03 | 37513 | 1928252 |
| INDUSTRIVARDEN AB A SHS | COMMON STOCK SEK2.5 | 4106 | 129662 |
| INDUSTRIVARDEN AB C SHS | COMMON STOCK SEK2.5 | 5496 | 173345 |
| INDUTRADE AB | COMMON STOCK SEK1.0 | 9642 | 241600 |
| INFINEON TECHNOLOGIES AG | COMMON STOCK | 44852 | 1456347 |
| INFORMA PLC | COMMON STOCK GBP.001 | 45616 | 454518 |
| INFRASTRUTTURE WIRELESS ITAL | COMMON STOCK | 11789 | 119817 |
| ING GROEP NV | COMMON STOCK EUR.01 | 113871 | 1779970 |
| INPOST SA | COMMON STOCK EUR.01 | 6762 | 115617 |
| INTERCONTINENTAL HOTELS GROU | COMMON STOCK GBP.2085213 | 5501 | 685520 |
| INTERTEK GROUP PLC | COMMON STOCK GBP.01 | 5486 | 324754 |
| INTESA SANPAOLO | COMMON STOCK | 504393 | 2017641 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| INVESTMENT AB LATOUR B SHS | COMMON STOCK | 5129 | 128017 |
| INVESTOR AB B SHS | COMMON STOCK SEK6.25 | 59265 | 1569171 |
| IPSEN | COMMON STOCK EUR1.0 | 1315 | 150324 |
| JD SPORTS FASHION PLC | COMMON STOCK GBP.0005 | 87911 | 105541 |
| JDE PEET S NV | COMMON STOCK EUR.01 | 4080 | 69682 |
| JERONIMO MARTINS | COMMON STOCK EUR1.0 | 9659 | 184524 |
| JULIUS BAER GROUP LTD | COMMON STOCK CHF.02 | 7055 | 455764 |
| KBC GROUP NV | COMMON STOCK | 7917 | 609291 |
| KERING | COMMON STOCK EUR4.0 | 2553 | 625477 |
| KERRY GROUP PLC A | COMMON STOCK EUR.125 | 5268 | 507710 |
| KESKO OYJ B SHS | COMMON STOCK | 9524 | 179436 |
| KINGFISHER PLC | COMMON STOCK GBP.157143 | 60846 | 188841 |
| KINGSPAN GROUP PLC | COMMON STOCK EUR.13 | 5285 | 384276 |
| KLEPIERRE | REIT EUR1.4 | 7171 | 206468 |
| KNORR BREMSE AG | COMMON STOCK | 2538 | 184900 |
| KONE OYJ B | COMMON STOCK | 11855 | 576306 |
| KONGSBERG GRUPPEN ASA | COMMON STOCK NOK1.25 | 2969 | 334738 |
| KONINKLIJKE AHOLD DELHAIZE N | COMMON STOCK EUR.01 | 31748 | 1035041 |
| KONINKLIJKE KPN NV | COMMON STOCK EUR.04 | 133892 | 487122 |
| KONINKLIJKE PHILIPS NV | COMMON STOCK EUR.2 | 27285 | 692135 |
| KUEHNE NAGEL INTL AG REG | COMMON STOCK CHF1.0 | 1710 | 391623 |
| L OREAL | COMMON STOCK EUR.2 | 8141 | 2873270 |
| LAND SECURITIES GROUP PLC | REIT GBP.1066667 | 24523 | 178977 |
| LEG IMMOBILIEN SE | COMMON STOCK | 2657 | 225049 |
| LEGAL + GENERAL GROUP PLC | COMMON STOCK GBP.025 | 201657 | 577945 |
| LEGRAND SA | COMMON STOCK EUR4.0 | 9003 | 870978 |
| LEONARDO SPA | COMMON STOCK | 14011 | 376203 |
| LIFCO AB B SHS | COMMON STOCK SEK.2 | 7827 | 227083 |
| LLOYDS BANKING GROUP PLC | COMMON STOCK GBP.1 | 2105446 | 1436854 |
| LOGITECH INTERNATIONAL REG | COMMON STOCK CHF.25 | 5202 | 428154 |
| LONDON STOCK EXCHANGE GROUP | COMMON STOCK GBP.06918605 | 16379 | 2307192 |
| LONZA GROUP AG REG | COMMON STOCK CHF1.0 | 2472 | 1458891 |
| LOTUS BAKERIES | COMMON STOCK | 14 | 156291 |
| LUNDBERGS AB B SHS | COMMON STOCK | 2643 | 119675 |
| LVMH MOET HENNESSY LOUIS VUI | COMMON STOCK EUR.3 | 9451 | 6177820 |
| M+G PLC | COMMON STOCK GBP.05 | 80790 | 199524 |
| MARKS + SPENCER GROUP PLC | COMMON STOCK GBP.01 | 71768 | 336467 |
| MEDIOBANCA SPA | COMMON STOCK | 17232 | 251151 |
| MELROSE INDUSTRIES PLC | COMMON STOCK GBP.001 | 43769 | 303463 |
| MERCEDES BENZ GROUP AG | COMMON STOCK | 25714 | 1432576 |
| MERCK KGAA | COMMON STOCK | 4423 | 640653 |
| METSO CORP | COMMON STOCK | 22008 | 206175 |
| MICHELIN (CGDE) | COMMON STOCK EUR.5 | 23110 | 758594 |
| MONCLER SPA | COMMON STOCK | 7855 | 414664 |
| MONDI PLC | COMMON STOCK EUR.2 | 14696 | 218473 |
| MOWI ASA | COMMON STOCK NOK7.5 | 16003 | 274687 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | MTU AERO ENGINES AG | COMMON STOCK | 1841 | 613684 |
| | MUENCHENER RUECKVERSICHERUNG | COMMON STOCK | 4602 | 2314061 |
| | NATIONAL GRID PLC | COMMON STOCK GBP.1243129 | 167262 | 1982893 |
| | NATWEST GROUP PLC | COMMON STOCK GBP1.0769 | 243644 | 1226839 |
| | NEMETSCHEK SE | COMMON STOCK | 2002 | 193810 |
| | NESTE OYJ | COMMON STOCK | 14511 | 183149 |
| | NESTLE SA REG | COMMON STOCK CHF.1 | 89936 | 7385295 |
| | NEXI SPA | COMMON STOCK | 16668 | 92512 |
| | NEXT PLC | COMMON STOCK GBP.1 | 4086 | 485774 |
| | NIBE INDUSTRIER AB B SHS | COMMON STOCK SEK.03906 | 53726 | 210761 |
| | NN GROUP NV | COMMON STOCK EUR.12 | 9400 | 409237 |
| | NOKIA OYJ | COMMON STOCK | 183825 | 811899 |
| | NORDEA BANK ABP | COMMON STOCK EUR1.0 | 107863 | 1175512 |
| | NORSK HYDRO ASA | COMMON STOCK NOK1.098 | 48273 | 266232 |
| | NORWEGIAN KRONE | FOREIGN CURRENCY | 325946 | 28699 |
| | NOVARTIS AG REG | COMMON STOCK CHF.49 | 67721 | 6600214 |
| | NOVO NORDISK A/S B | COMMON STOCK DKK.1 | 110714 | 9525672 |
| | NOVONESIS (NOVOZYMES) B | COMMON STOCK DKK2.0 | 12032 | 678791 |
| | OMV AG | COMMON STOCK | 5283 | 204091 |
| | OMXS30 IND FUTURE JAN 25 | XSTO 20250117 | 1900 | (12003) |
| | ORANGE | COMMON STOCK EUR4.0 | 64101 | 636941 |
| | ORION OYJ CLASS B | COMMON STOCK EUR.65 | 3672 | 162598 |
| | ORKLA ASA | COMMON STOCK NOK1.25 | 25104 | 217575 |
| | ORSTED A/S | COMMON STOCK DKK10.0 | 5739 | 259260 |
| | PANDORA A/S | COMMON STOCK DKK.01 | 2807 | 513278 |
| | PARTNERS GROUP HOLDING AG | COMMON STOCK CHF.01 | 787 | 1069777 |
| | PEARSON PLC | COMMON STOCK GBP.25 | 20873 | 334714 |
| | PERNOD RICARD SA | COMMON STOCK EUR1.55 | 7014 | 784198 |
| | PERSIMMON PLC | COMMON STOCK GBP.1 | 11187 | 167312 |
| | PHOENIX GROUP HOLDINGS PLC | COMMON STOCK GBP.1 | 23846 | 151832 |
| | PORSCHE AUTOMOBIL HLDG PRF | PREFERENCE | 5459 | 205350 |
| | POSTE ITALIANE SPA | COMMON STOCK EUR1.0 | 16197 | 228435 |
| | POUND STERLING | FOREIGN CURRENCY | 80921 | 101346 |
| | PROSUS NV | COMMON STOCK EUR.05 | 47173 | 1870158 |
| \* | PRUDENTIAL PLC | COMMON STOCK GBP.05 | 93249 | 743714 |
|  | PRYSMIAN SPA | COMMON STOCK EUR.1 | 9424 | 601712 |
|  | PUBLICIS GROUPE | COMMON STOCK EUR.4 | 7876 | 834108 |
|  | PUMA SE | COMMON STOCK | 3662 | 167460 |
|  | QIAGEN N.V. | COMMON STOCK EUR.01 | 7683 | 342433 |
|  | RANDSTAD NV | COMMON STOCK EUR.1 | 3706 | 155565 |
|  | RATIONAL AG | COMMON STOCK | 175 | 149082 |
|  | RECKITT BENCKISER GROUP PLC | COMMON STOCK GBP.1 | 23730 | 1434066 |
|  | RECORDATI INDUSTRIA CHIMICA | COMMON STOCK EUR.125 | 3726 | 195229 |
|  | REDEIA CORP SA | COMMON STOCK EUR.5 | 14360 | 245351 |
|  | RELX PLC | COMMON STOCK GBP.00144397 | 64135 | 2907445 |
|  | RENAULT SA | COMMON STOCK EUR3.81 | 6503 | 314976 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| RENTOKIL INITIAL PLC | COMMON STOCK GBP.01 | 88056 | 437613 |
| REPSOL SA | COMMON STOCK EUR1.0 | 40539 | 490724 |
| REXEL SA | COMMON STOCK EUR5.0 | 7761 | 195848 |
| RHEINMETALL AG | COMMON STOCK | 1501 | 955116 |
| RIO TINTO PLC | COMMON STOCK GBP.1 | 38617 | 2274043 |
| ROCHE HOLDING AG BR | COMMON STOCK CHF1.0 | 1131 | 337180 |
| ROCHE HOLDING AG GENUSSCHEIN | COMMON STOCK | 24114 | 6759387 |
| ROCKWOOL A/S B SHS | COMMON STOCK DKK10.0 | 335 | 118691 |
| ROLLS ROYCE HOLDINGS PLC | COMMON STOCK GBP.2 | 293378 | 2088199 |
| RWE AG | COMMON STOCK | 21775 | 649959 |
| SAAB AB B | COMMON STOCK | 11079 | 233981 |
| SAFRAN SA | COMMON STOCK EUR.2 | 12499 | 2729437 |
| SAGAX AB B | COMMON STOCK SEK1.75 | 7374 | 151141 |
| SAGE GROUP PLC/THE | COMMON STOCK GBP.01051948 | 34642 | 546938 |
| SAINSBURY (J) PLC | COMMON STOCK GBP.285714 | 60088 | 205572 |
| SALMAR ASA | COMMON STOCK NOK.25 | 2313 | 110166 |
| SAMPO OYJ A SHS | COMMON STOCK | 17107 | 699287 |
| SANDOZ GROUP AG | COMMON STOCK CHF.05 | 14087 | 577580 |
| SANDVIK AB | COMMON STOCK SEK1.2 | 36704 | 658641 |
| SANOFI | COMMON STOCK EUR2.0 | 39164 | 3786029 |
| SAP SE | COMMON STOCK | 35890 | 8780506 |
| SARTORIUS AG VORZUG | PREFERENCE | 937 | 208781 |
| SARTORIUS STEDIM BIOTECH | COMMON STOCK EUR.2 | 1046 | 203918 |
| SCHINDLER HOLDING AG REG | COMMON STOCK CHF.1 | 828 | 226045 |
| SCHINDLER HOLDING PART CERT | COMMON STOCK CHF.1 | 1438 | 396756 |
| SCHNEIDER ELECTRIC SE | COMMON STOCK EUR4.0 | 18782 | 4641283 |
| SCHRODERS PLC | COMMON STOCK GBP.2 | 27654 | 111506 |
| SCOUT24 SE | COMMON STOCK | 2584 | 227686 |
| SEB SA | COMMON STOCK EUR1.0 | 865 | 77919 |
| SECURITAS AB B SHS | COMMON STOCK SEK1.0 | 17212 | 213237 |
| SEGRO PLC | REIT GBP.1 | 43860 | 385059 |
| SEVERN TRENT PLC | COMMON STOCK GBP.9789 | 9303 | 292042 |
| SGS SA REG | COMMON STOCK CHF.04 | 5188 | 520225 |
| SHELL PLC | COMMON STOCK EUR.07 | 213165 | 6619999 |
| SIEMENS AG REG | COMMON STOCK | 26106 | 5096309 |
| SIEMENS ENERGY AG | COMMON STOCK | 22063 | 1150875 |
| SIEMENS HEALTHINEERS AG | COMMON STOCK | 9674 | 512747 |
| SIG GROUP AG | COMMON STOCK CHF.01 | 10775 | 212505 |
| SIKA AG REG | COMMON STOCK CHF.01 | 5209 | 1239632 |
| SKANDINAVISKA ENSKILDA BAN A | COMMON STOCK SEK10.0 | 54682 | 750272 |
| SKANSKA AB B SHS | COMMON STOCK | 12076 | 254255 |
| SKF AB B SHARES | COMMON STOCK SEK2.5 | 11739 | 220418 |
| SMITH + NEPHEW PLC | COMMON STOCK USD.2 | 29946 | 368178 |
| SMITHS GROUP PLC | COMMON STOCK GBP.375 | 12156 | 260776 |
| SNAM SPA | COMMON STOCK | 71028 | 314571 |
| SOCIETE GENERALE SA | COMMON STOCK EUR1.25 | 24792 | 693916 |
| SODEXO SA | COMMON STOCK EUR4.0 | 3052 | 251383 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SOFINA | COMMON STOCK | 515 | 116481 |
| SONOVA HOLDING AG REG | COMMON STOCK CHF.05 | 1720 | 560690 |
| SPIRAX GROUP PLC | COMMON STOCK GBP.269231 | 2477 | 211453 |
| SPOTIFY TECHNOLOGY SA | COMMON STOCK EUR.000625 | 5300 | 2371114 |
| SSE PLC | COMMON STOCK GBP.5 | 38255 | 768050 |
| STANDARD CHARTERED PLC | COMMON STOCK USD.5 | 72788 | 897019 |
| STELLANTIS NV | COMMON STOCK EUR.01 | 68068 | 887399 |
| STMICROELECTRONICS NV | COMMON STOCK EUR1.04 | 23736 | 591834 |
| STORA ENSO OYJ R SHS | COMMON STOCK EUR1.7 | 19469 | 197001 |
| STRAUMANN HOLDING AG REG | COMMON STOCK CHF.01 | 3779 | 474921 |
| SVENSKA CELLULOSA AB SCA B | COMMON STOCK | 20425 | 259524 |
| SVENSKA HANDELSBANKEN A SHS | COMMON STOCK SEK1.55 | 50026 | 517468 |
| SWATCH GROUP AG/THE BR | COMMON STOCK CHF2.25 | 1016 | 184896 |
| SWEDBANK AB A SHARES | COMMON STOCK | 29278 | 578267 |
| SWEDISH KRONA | FOREIGN CURRENCY | 585583 | 52998 |
| SWEDISH ORPHAN BIOVITRUM AB | COMMON STOCK SEK.55 | 6670 | 191893 |
| SWISS FRANC | FOREIGN CURRENCY | 15666 | 17287 |
| SWISS LIFE HOLDING AG REG | COMMON STOCK CHF.1 | 985 | 759748 |
| SWISS PRIME SITE REG | COMMON STOCK CHF2.0 | 2738 | 298393 |
| SWISS RE AG | COMMON STOCK CHF.1 | 10484 | 1515921 |
| SWISSCOM AG REG | COMMON STOCK CHF1.0 | 884 | 491705 |
| SYENSQO SA | COMMON STOCK | 2631 | 192506 |
| SYMRISE AG | COMMON STOCK | 4554 | 484017 |
| TALANX AG | COMMON STOCK | 2159 | 183663 |
| TAYLOR WIMPEY PLC | COMMON STOCK GBP.01 | 127027 | 193519 |
| TELE2 AB B SHS | COMMON STOCK SEK1.25 | 18969 | 187589 |
| TELECOM ITALIA SPA | COMMON STOCK | 368736 | 94158 |
| TELEFONICA SA | COMMON STOCK EUR1.0 | 136999 | 558513 |
| TELENOR ASA | COMMON STOCK NOK6.0 | 21302 | 238055 |
| TELEPERFORMANCE | COMMON STOCK EUR2.5 | 1859 | 159392 |
| TELIA CO AB | COMMON STOCK SEK3.2 | 81152 | 225763 |
| TEMENOS AG REG | COMMON STOCK CHF5.0 | 2049 | 144568 |
| TENARIS SA | COMMON STOCK USD1.0 | 13818 | 258555 |
| TERNA RETE ELETTRICA NAZIONA | COMMON STOCK EUR.22 | 47952 | 378366 |
| TESCO PLC | COMMON STOCK GBP.0633333 | 234150 | 1078238 |
| THALES SA | COMMON STOCK EUR3.0 | 3191 | 455126 |
| TOTALENERGIES SE | COMMON STOCK EUR2.5 | 74092 | 4115821 |
| TRELLEBORG AB B SHS | COMMON STOCK SEK25.0 | 7160 | 244883 |
| TRYG A/S | COMMON STOCK DKK5.0 | 11996 | 252862 |
| UBS GROUP AG REG | COMMON STOCK USD.1 | 112900 | 3447689 |
| UCB SA | COMMON STOCK | 4352 | 863385 |
| UNIBAIL RODAMCO WESTFIELD | REIT EUR5.0 | 4020 | 301543 |
| UNICREDIT SPA | COMMON STOCK | 50814 | 2027105 |
| UNILEVER PLC | COMMON STOCK GBP.00031111 | 85267 | 4830810 |
| UNIPOL ASSICURAZIONI SPA | COMMON STOCK | 13808 | 172007 |
| UNITED UTILITIES GROUP PLC | COMMON STOCK GBP.05 | 23211 | 306628 |
| UNIVERSAL MUSIC GROUP NV | COMMON STOCK EUR10.0 | 28034 | 715169 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UPM KYMMENE OYJ | COMMON STOCK | 18631 | 512278 |
| US DOLLAR | CURRENCY | (13462) | (13462) |
| VAT GROUP AG | COMMON STOCK CHF.1 | 915 | 344506 |
| VEOLIA ENVIRONNEMENT | COMMON STOCK EUR5.0 | 24177 | 676360 |
| VERBUND AG | COMMON STOCK | 2377 | 172272 |
| VESTAS WIND SYSTEMS A/S | COMMON STOCK DKK.2 | 34749 | 475808 |
| VINCI SA | COMMON STOCK EUR2.5 | 17244 | 1769160 |
| VODAFONE GROUP PLC | COMMON STOCK USD.2095238 | 767586 | 654845 |
| VOLKSWAGEN AG PREF | PREFERENCE | 7012 | 646716 |
| VOLVO AB A SHS | COMMON STOCK SEK1.26 | 6648 | 162517 |
| VOLVO AB B SHS | COMMON STOCK SEK1.26 | 54530 | 1324882 |
| VONOVIA SE | COMMON STOCK | 25406 | 770783 |
| WAREHOUSES DE PAUW SCA | REIT | 6356 | 125085 |
| WARTSILA OYJ ABP | COMMON STOCK | 17549 | 310342 |
| WHITBREAD PLC | COMMON STOCK GBP.767974 | 6243 | 230290 |
| WISE PLC A | COMMON STOCK GBP.01 | 22900 | 305263 |
| WOLTERS KLUWER | COMMON STOCK EUR.12 | 8187 | 1357458 |
| WPP PLC | COMMON STOCK GBP.1 | 36764 | 380846 |
| YARA INTERNATIONAL ASA | COMMON STOCK NOK1.7 | 5802 | 153743 |
| ZALANDO SE | COMMON STOCK | 7947 | 266457 |
| ZEALAND PHARMA A/S | COMMON STOCK DKK1.0 | 2218 | 220280 |
| ZURICH INSURANCE GROUP AG | COMMON STOCK CHF.1 | 5054 | 3007190 |
|  | **Total: EXHIBIT Q - European Stock Index Fund** | **Total: EXHIBIT Q - European Stock Index Fund** | $**358156990** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT R - Pacific Stock Index Fund** 

**(Managed by State Street Global Advisors)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | ADVANTEST CORP | COMMON STOCK | 37200 |  | $2126624 |
|  | AEON CO LTD | COMMON STOCK | 32000 |  | 750264 |
|  | AGC INC | COMMON STOCK | 9600 |  | 280559 |
|  | AIA GROUP LTD | COMMON STOCK | 530082 |  | 3841891 |
|  | AISIN CORP | COMMON STOCK | 25400 |  | 284033 |
|  | AJINOMOTO CO INC | COMMON STOCK | 22600 |  | 920696 |
|  | ANA HOLDINGS INC | COMMON STOCK | 7941 |  | 144127 |
|  | ANZ GROUP HOLDINGS LTD | COMMON STOCK | 144341 |  | 2544659 |
|  | APA GROUP | STAPLED SECURITY | 62577 |  | 269832 |
|  | ARISTOCRAT LEISURE LTD | COMMON STOCK | 27356 |  | 1155577 |
|  | ASAHI GROUP HOLDINGS LTD | COMMON STOCK | 69612 |  | 730394 |
|  | ASAHI KASEI CORP | COMMON STOCK | 60900 |  | 419964 |
|  | ASICS CORP | COMMON STOCK | 33200 |  | 647160 |
|  | ASTELLAS PHARMA INC | COMMON STOCK | 88000 |  | 854747 |
|  | ASX LTD | COMMON STOCK | 9254 |  | 372134 |
|  | AUCKLAND INTL AIRPORT LTD | COMMON STOCK | 81641 |  | 397966 |
|  | AUSTRALIAN DOLLAR | FOREIGN CURRENCY | 109001 |  | 67488 |
|  | BANDAI NAMCO HOLDINGS INC | COMMON STOCK | 28500 |  | 678985 |
|  | BHP GROUP LTD | COMMON STOCK | 245567 |  | 5995111 |
|  | BLUESCOPE STEEL LTD | COMMON STOCK | 21691 |  | 250296 |
|  | BOC HONG KONG HOLDINGS LTD | COMMON STOCK | 178000 |  | 571721 |
|  | BRAMBLES LTD | COMMON STOCK | 67213 |  | 799298 |
|  | BRIDGESTONE CORP | COMMON STOCK | 27800 |  | 935717 |
|  | BROTHER INDUSTRIES LTD | COMMON STOCK | 10997 |  | 186522 |
|  | CANON INC | COMMON STOCK | 45300 |  | 1472005 |
|  | CAPCOM CO LTD | COMMON STOCK | 16900 |  | 368831 |
|  | CAPITALAND ASCENDAS REIT | REIT | 182514 |  | 343534 |
|  | CAPITALAND INTEGRATED COMMER | REIT | 278220 |  | 393332 |
|  | CAPITALAND INVESTMENT LTD/SI | COMMON STOCK | 112800 |  | 216354 |
|  | CAR GROUP LTD | COMMON STOCK | 18064 |  | 401614 |
|  | CENTRAL JAPAN RAILWAY CO | COMMON STOCK | 37100 |  | 695638 |
|  | CHIBA BANK LTD/THE | COMMON STOCK | 28500 |  | 221799 |
|  | CHUBU ELECTRIC POWER CO INC | COMMON STOCK | 31400 |  | 328935 |
|  | CHUGAI PHARMACEUTICAL CO LTD | COMMON STOCK | 32600 |  | 1435940 |
|  | CK ASSET HOLDINGS LTD | COMMON STOCK HKD1.0 | 92456 |  | 379681 |
|  | CK HUTCHISON HOLDINGS LTD | COMMON STOCK HKD1.0 | 130407 |  | 696695 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CK INFRASTRUCTURE HOLDINGS L | COMMON STOCK HKD1.0 | 30500 | 226749 |
| CLP HOLDINGS LTD | COMMON STOCK | 79550 | 668724 |
| COCHLEAR LTD | COMMON STOCK | 3163 | 566777 |
| COLES GROUP LTD | COMMON STOCK | 64803 | 758039 |
| COMMONWEALTH BANK OF AUSTRAL | COMMON STOCK | 81014 | 7666808 |
| COMPUTERSHARE LTD | COMMON STOCK | 25746 | 540376 |
| CONCORDIA FINANCIAL GROUP LT | COMMON STOCK | 50116 | 277916 |
| CSL LTD | COMMON STOCK | 23481 | 4091605 |
| DAI ICHI LIFE HOLDINGS INC | COMMON STOCK | 43600 | 1159583 |
| DAI NIPPON PRINTING CO LTD | COMMON STOCK | 18800 | 263832 |
| DAIFUKU CO LTD | COMMON STOCK | 15500 | 321848 |
| DAIICHI SANKYO CO LTD | COMMON STOCK | 85000 | 2339170 |
| DAIKIN INDUSTRIES LTD | COMMON STOCK | 12793 | 1500537 |
| DAITO TRUST CONSTRUCT CO LTD | COMMON STOCK | 2900 | 322862 |
| DAIWA HOUSE INDUSTRY CO LTD | COMMON STOCK | 28900 | 886255 |
| DAIWA SECURITIES GROUP INC | COMMON STOCK | 64900 | 427297 |
| DBS GROUP HOLDINGS LTD | COMMON STOCK | 96610 | 3093466 |
| DENSO CORP | COMMON STOCK | 91400 | 1269624 |
| DENTSU GROUP INC | COMMON STOCK | 9870 | 241341 |
| DISCO CORP | COMMON STOCK | 4402 | 1189587 |
| EAST JAPAN RAILWAY CO | COMMON STOCK | 43800 | 774441 |
| EISAI CO LTD | COMMON STOCK | 12300 | 336477 |
| ENDEAVOUR GROUP LTD/AUSTRALI | COMMON STOCK | 73895 | 192195 |
| ENEOS HOLDINGS INC | COMMON STOCK | 132980 | 691890 |
| FANUC CORP | COMMON STOCK | 45610 | 1192878 |
| FAST RETAILING CO LTD | COMMON STOCK | 9280 | 3138375 |
| FISHER + PAYKEL HEALTHCARE C | COMMON STOCK | 28090 | 603447 |
| FORTESCUE LTD | COMMON STOCK | 81714 | 917069 |
| FUJI ELECTRIC CO LTD | COMMON STOCK | 6500 | 348240 |
| FUJIFILM HOLDINGS CORP | COMMON STOCK | 54000 | 1121944 |
| FUJIKURA LTD | COMMON STOCK | 12200 | 499321 |
| FUJITSU LIMITED | COMMON STOCK | 80080 | 1408251 |
| FUTU HOLDINGS LTD ADR | ADR USD.00001 | 2735 | 218773 |
| GALAXY ENTERTAINMENT GROUP L | COMMON STOCK | 106000 | 450312 |
| GENTING SINGAPORE LTD | COMMON STOCK | 291412 | 163422 |
| GOODMAN GROUP | REIT | 83445 | 1842171 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 785753 | 785753 |
| GPT GROUP | REIT | 92411 | 250102 |
| GRAB HOLDINGS LTD CL A | COMMON STOCK USD.000001 | 102511 | 483852 |
| HANG SENG BANK LTD | COMMON STOCK | 36500 | 448970 |
| HANKYU HANSHIN HOLDINGS INC | COMMON STOCK | 11100 | 289113 |
| HENDERSON LAND DEVELOPMENT | COMMON STOCK | 69994 | 212650 |
| HIKARI TSUSHIN INC | COMMON STOCK | 800 | 174398 |
| HITACHI CONSTRUCTION MACHINE | COMMON STOCK | 5300 | 117205 |
| HITACHI LTD | COMMON STOCK | 224375 | 5521314 |
| HKT TRUST AND HKT LTD SS | STAPLED SECURITY HKD.0005 | 184028 | 227436 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HONDA MOTOR CO LTD | COMMON STOCK | 217694 | 2049360 |
| HONG KONG + CHINA GAS | COMMON STOCK | 536261 | 428708 |
| HONG KONG DOLLAR | FOREIGN CURRENCY | 706644 | 90969 |
| HONG KONG EXCHANGES + CLEAR | COMMON STOCK | 58375 | 2215379 |
| HONGKONG LAND HOLDINGS LTD | COMMON STOCK USD.1 | 52600 | 233895 |
| HOSHIZAKI CORP | COMMON STOCK | 5400 | 213136 |
| HOYA CORP | COMMON STOCK | 16903 | 2102838 |
| HULIC CO LTD | COMMON STOCK | 18988 | 164541 |
| IDEMITSU KOSAN CO LTD | COMMON STOCK | 43090 | 281513 |
| INFRATIL LTD | COMMON STOCK | 44724 | 315736 |
| INPEX CORP | COMMON STOCK | 42900 | 537970 |
| INSURANCE AUSTRALIA GROUP | COMMON STOCK | 115217 | 603913 |
| ISUZU MOTORS LTD | COMMON STOCK | 26891 | 364844 |
| ITOCHU CORP | COMMON STOCK | 57700 | 2843433 |
| JAMES HARDIE INDUSTRIES CDI | CDI EUR.59 | 20937 | 646351 |
| JAPAN AIRLINES CO LTD | COMMON STOCK | 7153 | 112831 |
| JAPAN EXCHANGE GROUP INC | COMMON STOCK | 48400 | 538533 |
| JAPAN POST BANK CO LTD | COMMON STOCK | 69900 | 664971 |
| JAPAN POST HOLDINGS CO LTD | COMMON STOCK | 92745 | 873010 |
| JAPAN POST INSURANCE CO LTD | COMMON STOCK | 9207 | 168460 |
| JAPAN REAL ESTATE INVESTMENT | REIT | 300 | 205828 |
| JAPAN TOBACCO INC | COMMON STOCK | 58200 | 1498686 |
| JAPANESE YEN | FOREIGN CURRENCY | 87793568 | 558625 |
| JARDINE MATHESON JERSEY REG | COMMON STOCK USD.25 | 7700 | 315133 |
| JFE HOLDINGS INC | COMMON STOCK | 27900 | 313641 |
| KAJIMA CORP | COMMON STOCK | 19300 | 350522 |
| KANSAI ELECTRIC POWER CO INC | COMMON STOCK | 44800 | 505112 |
| KAO CORP | COMMON STOCK | 22500 | 910491 |
| KAWASAKI KISEN KAISHA LTD | COMMON STOCK | 17600 | 252487 |
| KDDI CORP | COMMON STOCK | 74400 | 2374194 |
| KEPPEL LTD | COMMON STOCK | 71000 | 355915 |
| KEYENCE CORP | COMMON STOCK | 9392 | 3826128 |
| KIKKOMAN CORP | COMMON STOCK | 32700 | 362227 |
| KIRIN HOLDINGS CO LTD | COMMON STOCK | 37200 | 483329 |
| KOBE BUSSAN CO LTD | COMMON STOCK | 7300 | 160644 |
| KOKUSAI ELECTRIC CORP | COMMON STOCK | 7200 | 95878 |
| KOMATSU LTD | COMMON STOCK | 42700 | 1180871 |
| KONAMI GROUP CORP | COMMON STOCK | 4853 | 451635 |
| KUBOTA CORP | COMMON STOCK | 45900 | 531037 |
| KYOCERA CORP | COMMON STOCK | 62600 | 621249 |
| KYOWA KIRIN CO LTD | COMMON STOCK | 11700 | 175815 |
| LASERTEC CORP | COMMON STOCK | 3945 | 373572 |
| LINK REIT | REIT | 126560 | 535211 |
| LOTTERY CORP LTD/THE | COMMON STOCK | 109055 | 333015 |
| LY CORP | COMMON STOCK | 136645 | 362145 |
| M3 INC | COMMON STOCK | 21700 | 189475 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MACQUARIE GROUP LTD | COMMON STOCK | 17562 | 2412122 |
| MAKITA CORP | COMMON STOCK | 11500 | 350651 |
| MARUBENI CORP | COMMON STOCK | 69400 | 1041164 |
| MATSUKIYOCOCOKARA + CO | COMMON STOCK | 16500 | 240339 |
| MCDONALD S HOLDINGS CO JAPAN | COMMON STOCK | 4170 | 163853 |
| MEDIBANK PRIVATE LTD | COMMON STOCK | 134144 | 314303 |
| MEIJI HOLDINGS CO LTD | COMMON STOCK | 11640 | 236883 |
| MERCURY NZ LTD | COMMON STOCK | 32863 | 107760 |
| MERIDIAN ENERGY LTD | COMMON STOCK | 64528 | 213712 |
| MINEBEA MITSUMI INC | COMMON STOCK | 17400 | 279719 |
| MINERAL RESOURCES LTD | COMMON STOCK | 8800 | 186754 |
| MIRVAC GROUP | REIT | 189806 | 220450 |
| MITSUBISHI CHEMICAL GROUP CO | COMMON STOCK | 65800 | 331504 |
| MITSUBISHI CORP | COMMON STOCK | 162200 | 2656658 |
| MITSUBISHI ELECTRIC CORP | COMMON STOCK | 92400 | 1567919 |
| MITSUBISHI ESTATE CO LTD | COMMON STOCK | 52600 | 726363 |
| MITSUBISHI HC CAPITAL INC | COMMON STOCK | 43600 | 289136 |
| MITSUBISHI HEAVY INDUSTRIES | COMMON STOCK | 155400 | 2179300 |
| MITSUBISHI UFJ FINANCIAL GRO | COMMON STOCK | 537378 | 6309468 |
| MITSUI + CO LTD | COMMON STOCK | 122400 | 2542673 |
| MITSUI CHEMICALS INC | COMMON STOCK | 8000 | 174776 |
| MITSUI FUDOSAN CO LTD | COMMON STOCK | 128900 | 1026254 |
| MITSUI OSK LINES LTD | COMMON STOCK | 16500 | 573691 |
| MIZUHO FINANCIAL GROUP INC | COMMON STOCK | 116905 | 2855567 |
| MONOTARO CO LTD | COMMON STOCK | 12500 | 210326 |
| MS+AD INSURANCE GROUP HOLDIN | COMMON STOCK | 62491 | 1367853 |
| MSCI SING IX ETS JAN 25 | XSIM 20250128 | 300 | (352) |
| MTR CORP | COMMON STOCK | 75931 | 264900 |
| MURATA MANUFACTURING CO LTD | COMMON STOCK | 82100 | 1313698 |
| NATIONAL AUSTRALIA BANK LTD | COMMON STOCK | 149047 | 3415025 |
| NEC CORP | COMMON STOCK | 11800 | 1014894 |
| NEW ZEALAND DOLLAR | FOREIGN CURRENCY | 30735 | 17220 |
| NEXON CO LTD | COMMON STOCK | 16300 | 243605 |
| NIDEC CORP | COMMON STOCK | 40224 | 722825 |
| NINTENDO CO LTD | COMMON STOCK | 50370 | 2937444 |
| NIPPON BUILDING FUND INC | REIT | 370 | 288045 |
| NIPPON PAINT HOLDINGS CO LTD | COMMON STOCK | 45661 | 296528 |
| NIPPON SANSO HOLDINGS CORP | COMMON STOCK | 8500 | 236329 |
| NIPPON STEEL CORP | COMMON STOCK | 44165 | 887907 |
| NIPPON TELEGRAPH + TELEPHONE | COMMON STOCK | 1450600 | 1453081 |
| NIPPON YUSEN KK | COMMON STOCK | 21300 | 708977 |
| NISSAN MOTOR CO LTD | COMMON STOCK | 106000 | 319067 |
| NISSIN FOODS HOLDINGS CO LTD | COMMON STOCK | 9900 | 238823 |
| NITORI HOLDINGS CO LTD | COMMON STOCK | 3900 | 463367 |
| NITTO DENKO CORP | COMMON STOCK | 34500 | 577596 |
| NOMURA HOLDINGS INC | COMMON STOCK | 144930 | 843802 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NOMURA RESEARCH INSTITUTE LT | COMMON STOCK | 18372 | 541112 |
| NORTHERN STAR RESOURCES LTD | COMMON STOCK | 55070 | 528620 |
| NTT DATA GROUP CORP | COMMON STOCK | 30300 | 576088 |
| OBAYASHI CORP | COMMON STOCK | 31900 | 421368 |
| OBIC CO LTD | COMMON STOCK | 15600 | 463395 |
| OLYMPUS CORP | COMMON STOCK | 56856 | 847841 |
| OMRON CORP | COMMON STOCK | 8500 | 285734 |
| ONO PHARMACEUTICAL CO LTD | COMMON STOCK | 18085 | 187759 |
| ORACLE CORP JAPAN | COMMON STOCK | 1800 | 172509 |
| ORICA LTD | COMMON STOCK | 23593 | 242506 |
| ORIENTAL LAND CO LTD | COMMON STOCK | 52800 | 1141668 |
| ORIGIN ENERGY LTD | COMMON STOCK | 83117 | 560782 |
| ORIX CORP | COMMON STOCK | 56000 | 1198618 |
| OSAKA GAS CO LTD | COMMON STOCK | 17400 | 380819 |
| OTSUKA CORP | COMMON STOCK | 10792 | 246871 |
| OTSUKA HOLDINGS CO LTD | COMMON STOCK | 21700 | 1177801 |
| OVERSEA CHINESE BANKING CORP | COMMON STOCK | 164198 | 2007255 |
| PAN PACIFIC INTERNATIONAL HO | COMMON STOCK | 18600 | 505481 |
| PANASONIC HOLDINGS CORP | COMMON STOCK | 112600 | 1170421 |
| POWER ASSETS HOLDINGS LTD | COMMON STOCK | 68000 | 474462 |
| PRO MEDICUS LTD | COMMON STOCK | 2787 | 429882 |
| QANTAS AIRWAYS LTD | COMMON STOCK | 38194 | 211658 |
| QBE INSURANCE GROUP LTD | COMMON STOCK | 73106 | 869961 |
| RAKUTEN GROUP INC | COMMON STOCK | 74000 | 399155 |
| RAMSAY HEALTH CARE LTD | COMMON STOCK | 9059 | 193753 |
| REA GROUP LTD | COMMON STOCK | 2523 | 363088 |
| RECRUIT HOLDINGS CO LTD | COMMON STOCK | 68000 | 4736784 |
| REECE LTD | COMMON STOCK | 11172 | 154250 |
| RENESAS ELECTRONICS CORP | COMMON STOCK | 81670 | 1039478 |
| RESONA HOLDINGS INC | COMMON STOCK | 100785 | 734276 |
| RICOH CO LTD | COMMON STOCK | 25100 | 285990 |
| RIO TINTO LTD | COMMON STOCK | 17964 | 1306922 |
| SANDS CHINA LTD | COMMON STOCK USD.01 | 116800 | 314255 |
| SANTOS LTD | COMMON STOCK | 158189 | 657624 |
| SBI HOLDINGS INC | COMMON STOCK | 13140 | 328675 |
| SCENTRE GROUP | REIT | 250794 | 533412 |
| SCREEN HOLDINGS CO LTD | COMMON STOCK | 4000 | 236835 |
| SCSK CORP | COMMON STOCK | 7700 | 161664 |
| SEA LTD ADR | ADR USD.0005 | 17887 | 1897811 |
| SECOM CO LTD | COMMON STOCK | 20200 | 683153 |
| SEEK LTD | COMMON STOCK | 16981 | 236519 |
| SEIKO EPSON CORP | COMMON STOCK | 14300 | 258277 |
| SEKISUI CHEMICAL CO LTD | COMMON STOCK | 18000 | 310978 |
| SEKISUI HOUSE LTD | COMMON STOCK | 29000 | 691221 |
| SEMBCORP INDUSTRIES LTD | COMMON STOCK | 43800 | 177165 |
| SEVEN + I HOLDINGS CO LTD | COMMON STOCK | 107500 | 1687134 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SG HOLDINGS CO LTD | COMMON STOCK | 15600 | 148929 |
| SGH LTD | COMMON STOCK | 9906 | 282021 |
| SHIMADZU CORP | COMMON STOCK | 11685 | 328816 |
| SHIMANO INC | COMMON STOCK | 3664 | 494859 |
| SHIN ETSU CHEMICAL CO LTD | COMMON STOCK | 87400 | 2893706 |
| SHIONOGI + CO LTD | COMMON STOCK | 36900 | 517609 |
| SHISEIDO CO LTD | COMMON STOCK | 19200 | 341379 |
| SHIZUOKA FINANCIAL GROUP INC | COMMON STOCK | 21000 | 170127 |
| SINGAPORE AIRLINES LTD | COMMON STOCK | 71429 | 336086 |
| SINGAPORE DOLLAR | FOREIGN CURRENCY | 118154 | 86611 |
| SINGAPORE EXCHANGE LTD | COMMON STOCK | 41700 | 388968 |
| SINGAPORE TECH ENGINEERING | COMMON STOCK | 75700 | 258435 |
| SINGAPORE TELECOMMUNICATIONS | COMMON STOCK | 358700 | 808458 |
| SINO LAND CO | COMMON STOCK | 187133 | 189110 |
| SITC INTERNATIONAL HOLDINGS | COMMON STOCK HKD.1 | 65000 | 173212 |
| SMC CORP | COMMON STOCK | 2802 | 1092351 |
| SOFTBANK CORP | COMMON STOCK | 1387440 | 1746710 |
| SOFTBANK GROUP CORP | COMMON STOCK | 46300 | 2662877 |
| SOMPO HOLDINGS INC | COMMON STOCK | 43408 | 1150374 |
| SONIC HEALTHCARE LTD | COMMON STOCK | 21930 | 366037 |
| SONY GROUP CORP | COMMON STOCK | 302200 | 6391742 |
| SOUTH32 LTD | COMMON STOCK | 221677 | 467999 |
| SPI 200 FUTURES MAR 25 | XSFE 20250320 | 50 | (5419) |
| STOCKLAND | REIT | 116992 | 348129 |
| SUBARU CORP | COMMON STOCK | 28150 | 496634 |
| SUMITOMO CORP | COMMON STOCK | 53098 | 1142969 |
| SUMITOMO ELECTRIC INDUSTRIES | COMMON STOCK | 34800 | 621533 |
| SUMITOMO METAL MINING CO LTD | COMMON STOCK | 12200 | 277418 |
| SUMITOMO MITSUI FINANCIAL GR | COMMON STOCK | 180837 | 4359877 |
| SUMITOMO MITSUI TRUST GROUP | COMMON STOCK | 31634 | 743426 |
| SUMITOMO REALTY + DEVELOPMEN | COMMON STOCK | 15100 | 468286 |
| SUN HUNG KAI PROPERTIES | COMMON STOCK | 71000 | 682310 |
| SUNCORP GROUP LTD | COMMON STOCK | 61864 | 726315 |
| SUNTORY BEVERAGE + FOOD LTD | COMMON STOCK | 6535 | 207680 |
| SUZUKI MOTOR CORP | COMMON STOCK | 75788 | 860740 |
| SWIRE PACIFIC LTD CL A | COMMON STOCK | 20500 | 185921 |
| SYSMEX CORP | COMMON STOCK | 24600 | 451903 |
| T+D HOLDINGS INC | COMMON STOCK | 23400 | 427398 |
| TAISEI CORP | COMMON STOCK | 8100 | 340350 |
| TAKEDA PHARMACEUTICAL CO LTD | COMMON STOCK | 77200 | 2049070 |
| TDK CORP | COMMON STOCK | 94275 | 1214847 |
| TECHTRONIC INDUSTRIES CO LTD | COMMON STOCK | 67000 | 884081 |
| TELSTRA GROUP LTD | COMMON STOCK | 196983 | 488356 |
| TERUMO CORP | COMMON STOCK | 65100 | 1254206 |
| TIS INC | COMMON STOCK | 10200 | 240592 |
| TOHO CO LTD | COMMON STOCK | 5300 | 206493 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TOKIO MARINE HOLDINGS INC | COMMON STOCK | 91100 | 3266380 |
| TOKYO ELECTRIC POWER COMPANY | COMMON STOCK | 73100 | 218197 |
| TOKYO ELECTRON LTD | COMMON STOCK | 21669 | 3287596 |
| TOKYO GAS CO LTD | COMMON STOCK | 16600 | 461626 |
| TOKYU CORP | COMMON STOCK | 26300 | 281046 |
| TOPIX INDX FUTR MAR 25 | XOSE 20250313 | 30000 | 8760 |
| TOPPAN HOLDINGS INC | COMMON STOCK | 11500 | 304723 |
| TORAY INDUSTRIES INC | COMMON STOCK | 67400 | 425636 |
| TOTO LTD | COMMON STOCK | 6800 | 163315 |
| TOYOTA INDUSTRIES CORP | COMMON STOCK | 7900 | 636356 |
| TOYOTA MOTOR CORP | COMMON STOCK | 496975 | 9808033 |
| TOYOTA TSUSHO CORP | COMMON STOCK | 31100 | 549454 |
| TRANSURBAN GROUP | STAPLED SECURITY | 150052 | 1241932 |
| TREASURY WINE ESTATES LTD | COMMON STOCK | 38604 | 270807 |
| TREND MICRO INC | COMMON STOCK | 6200 | 334673 |
| UNICHARM CORP | COMMON STOCK | 54300 | 446750 |
| UNITED OVERSEAS BANK LTD | COMMON STOCK | 61400 | 1635874 |
| US DOLLAR | CURRENCY | (547711) | (547711) |
| VICINITY CENTRES | REIT | 184747 | 240527 |
| WASHINGTON H. SOUL PATTINSON | COMMON STOCK | 11578 | 244750 |
| WESFARMERS LTD | COMMON STOCK | 55002 | 2430170 |
| WEST JAPAN RAILWAY CO | COMMON STOCK | 20976 | 370906 |
| WESTPAC BANKING CORP | COMMON STOCK | 166690 | 3327804 |
| WH GROUP LTD | COMMON STOCK USD.0001 | 408149 | 315782 |
| WHARF HOLDINGS LTD | COMMON STOCK | 52000 | 146268 |
| WHARF REAL ESTATE INVESTMENT | COMMON STOCK HKD.1 | 81586 | 208588 |
| WILMAR INTERNATIONAL LTD | COMMON STOCK | 92912 | 210922 |
| WISETECH GLOBAL LTD | COMMON STOCK | 8960 | 663246 |
| WOODSIDE ENERGY GROUP LTD | COMMON STOCK | 92189 | 1426307 |
| WOOLWORTHS GROUP LTD | COMMON STOCK | 59060 | 1113575 |
| XERO LTD | COMMON STOCK | 6985 | 726535 |
| YAKULT HONSHA CO LTD | COMMON STOCK | 12494 | 236728 |
| YAMAHA MOTOR CO LTD | COMMON STOCK | 45000 | 396264 |
| YANGZIJIANG SHIPBUILDING | COMMON STOCK | 125800 | 275894 |
| YASKAWA ELECTRIC CORP | COMMON STOCK | 10800 | 275334 |
| YOKOGAWA ELECTRIC CORP | COMMON STOCK | 11200 | 238409 |
| ZENSHO HOLDINGS CO LTD | COMMON STOCK | 4600 | 260448 |
| ZOZO INC | COMMON STOCK | 6400 | 197925 |
|  | **Total: EXHIBIT R - Pacific Stock Index Fund** | **Total: EXHIBIT R - Pacific Stock Index Fund** | $**268098148** |

---

**n / a - Cost is not applicable**

------

**EXHIBIT S - Long Term Credit Fund** 

**(Managed by Dodge & Cox)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value** |
| | | | | **(n/a)** | |
| | | | **Shares/**<br>**Par Value** | | |
|  | ABBVIE INC | 4.05% 21 Nov 2039 | 1140000 |  | $974358 |
|  | ABBVIE INC | 4.25% 21 Nov 2049 | 930000 |  | 754872 |
|  | AEP TRANSMISSION CO LLC | 3.8% 15 Jun 2049 | 310000 |  | 230039 |
|  | AEP TRANSMISSION CO LLC | 3.15% 15 Sep 2049 | 80000 |  | 52706 |
|  | AEP TRANSMISSION CO LLC | 3.65% 01 Apr 2050 | 120000 |  | 86879 |
|  | AEP TRANSMISSION CO LLC | 4.5% 15 Jun 2052 | 160000 |  | 132440 |
|  | ALABAMA POWER CO | 4.3% 15 Jul 2048 | 375000 |  | 307991 |
|  | ALABAMA POWER CO | 3% 15 Mar 2052 | 3925000 |  | 2519615 |
|  | ALTRIA GROUP INC | 5.95% 14 Feb 2049 | 425000 |  | 415149 |
|  | ALTRIA GROUP INC | 3.7% 04 Feb 2051 | 1925000 |  | 1308134 |
|  | AT+T INC | 3.5% 15 Sep 2053 | 168000 |  | 113296 |
|  | AT+T INC | 3.55% 15 Sep 2055 | 1390000 |  | 937652 |
|  | AT+T INC | 3.8% 01 Dec 2057 | 1980000 |  | 1370596 |
|  | AT+T INC | 5.4% 15 Feb 2034 | 525000 |  | 526869 |
|  | BANK OF AMERICA CORP | 1% 29 Apr 2031 | 80000 |  | 70283 |
|  | BANK OF AMERICA CORP | 1% 19 Jun 2041 | 1040000 |  | 719961 |
|  | BANK OF AMERICA CORP | 1% 24 Oct 2031 | 540000 |  | 450484 |
|  | BANK OF AMERICA CORP | 1% 22 Apr 2032 | 750000 |  | 644168 |
|  | BANK OF AMERICA CORP | 1% 21 Jul 2032 | 550000 |  | 458629 |
|  | BANK OF AMERICA CORP | 1% 20 Oct 2032 | 230000 |  | 193501 |
|  | BANK OF AMERICA CORP | 1% 08 Mar 2037 | 600000 |  | 531330 |
|  | BANK OF NY MELLON CORP | 1% 20 Nov 2035 | 900000 |  | 895986 |
|  | BARCLAYS PLC | 1% 20 Jun 2030 | 650000 |  | 632944 |
|  | BARCLAYS PLC | 1% 27 Jun 2034 | 1725000 |  | 1833882 |
|  | BAT CAPITAL CORP | 7.079% 02 Aug 2043 | 130000 |  | 140048 |
|  | BAT CAPITAL CORP | 7.081% 02 Aug 2053 | 1520000 |  | 1661740 |
|  | BAYER US FINANCE II LLC | 4.875% 25 Jun 2048 | 3600000 |  | 2812932 |
|  | BECTON DICKINSON + CO | 4.669% 06 Jun 2047 | 1370000 |  | 1170473 |
|  | BERKSHIRE HATHAWAY ENERG | 4.6% 01 May 2053 | 3250000 |  | 2698020 |
|  | BNP PARIBAS | 1% 12 Aug 2035 | 1500000 |  | 1257570 |
|  | BOSTON PROPERTIES LP | 6.5% 15 Jan 2034 | 625000 |  | 654681 |
|  | BURLINGTN NORTH SANTA FE | 4.55% 01 Sep 2044 | 350000 |  | 304819 |
|  | BURLINGTN NORTH SANTA FE | 4.45% 15 Jan 2053 | 2750000 |  | 2302878 |
|  | BURLINGTN NORTH SANTA FE | 5.5% 15 Mar 2055 | 900000 |  | 883035 |
|  | CALIFORNIA ST | 7.55% 01 Apr 2039 | 2875000 |  | 3394047 |
|  | CALIFORNIA ST | 7.3% 01 Oct 2039 | 1675000 |  | 1917158 |
|  | CANADIAN PACIFIC RAILWAY | 3.1% 02 Dec 2051 | 3460000 |  | 2251906 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CAPITAL ONE FINANCIAL CO | 1% 01 Feb 2034 | 1300000 | 1302704 |
| CAPITAL ONE FINANCIAL CO | 1% 08 Jun 2034 | 275000 | 285412 |
| CAPITAL ONE FINANCIAL CO | 1% 01 Feb 2035 | 225000 | 228724 |
| CARRIER GLOBAL CORP | 3.577% 05 Apr 2050 | 1355000 | 970045 |
| CHARTER COMM OPT LLC/CAP | 6.484% 23 Oct 2045 | 1585000 | 1501360 |
| CHARTER COMM OPT LLC/CAP | 5.75% 01 Apr 2048 | 1125000 | 963495 |
| CHARTER COMM OPT LLC/CAP | 5.125% 01 Jul 2049 | 310000 | 244144 |
| CHICAGO IL TRANSIT AUTH SALES | 6.899% 01 Dec 2040 | 2839112 | 3109759 |
| CHUBB CORP | 6% 11 May 2037 | 850000 | 901323 |
| CHUBB INA HOLDINGS LLC | 5% 15 Mar 2034 | 525000 | 518375 |
| CIGNA GROUP/THE | 4.8% 15 Aug 2038 | 730000 | 662307 |
| CIGNA GROUP/THE | 4.9% 15 Dec 2048 | 830000 | 705566 |
| CIGNA GROUP/THE | 3.875% 15 Oct 2047 | 380000 | 276579 |
| CITIGROUP INC | 8.125% 15 Jul 2039 | 220000 | 271073 |
| CITIGROUP INC | 1% 25 May 2034 | 2170000 | 2210753 |
| COMCAST CORP | 3.999% 01 Nov 2049 | 2059000 | 1553207 |
| COMCAST CORP | 4.049% 01 Nov 2052 | 450000 | 337716 |
| COMCAST CORP | 2.887% 01 Nov 2051 | 750000 | 451995 |
| COMCAST CORP | 2.937% 01 Nov 2056 | 613000 | 356570 |
| COMCAST CORP | 2.987% 01 Nov 2063 | 484000 | 272676 |
| COMMONWEALTH EDISON CO | 4.35% 15 Nov 2045 | 1165000 | 976421 |
| COMMONWEALTH EDISON CO | 4% 01 Mar 2048 | 160000 | 124733 |
| COMMONWEALTH EDISON CO | 5.3% 01 Feb 2053 | 735000 | 693414 |
| COMMONWEALTH EDISON CO | 5.65% 01 Jun 2054 | 375000 | 369728 |
| CONOCOPHILLIPS COMPANY | 3.8% 15 Mar 2052 | 775000 | 566773 |
| COX COMMUNICATIONS INC | 5.8% 15 Dec 2053 | 2450000 | 2233665 |
| CSX CORP | 4.5% 15 Nov 2052 | 4000000 | 3370960 |
| CVS HEALTH CORP | 5.125% 20 Jul 2045 | 665000 | 559611 |
| CVS HEALTH CORP | 4.78% 25 Mar 2038 | 1280000 | 1107021 |
| CVS HEALTH CORP | 5.05% 25 Mar 2048 | 1250000 | 1031925 |
| DOMINION ENERGY INC | 4.85% 15 Aug 2052 | 2000000 | 1718680 |
| DOW CHEMICAL CO/THE | 6.9% 15 May 2053 | 1600000 | 1759728 |
| ELEVANCE HEALTH INC | 4.55% 01 Mar 2048 | 350000 | 286836 |
| ELEVANCE HEALTH INC | 4.55% 15 May 2052 | 2530000 | 2034803 |
| ELEVANCE HEALTH INC | 6.1% 15 Oct 2052 | 370000 | 374496 |
| ELEVANCE HEALTH INC | 5.375% 15 Jun 2034 | 275000 | 272575 |
| ENEL FINANCE INTL NV | 5.5% 15 Jun 2052 | 2325000 | 2145254 |
| ENEL FINANCE INTL NV | 7.75% 14 Oct 2052 | 250000 | 294698 |
| EOG RESOURCES INC | 4.95% 15 Apr 2050 | 560000 | 497991 |
| ERP OPERATING LP | 4.5% 01 Jul 2044 | 1400000 | 1203006 |
| EXELON CORP | 4.1% 15 Mar 2052 | 3381000 | 2575781 |
| EXELON CORP | 5.6% 15 Mar 2053 | 250000 | 240835 |
| FED HM LN PC POOL WS8000 | 4.02% 01 Aug 2038 | 1280000 | 1141622 |
| FEDEX CORP | 4.4% 15 Jan 2047 | 1527000 | 1233709 |
| FEDEX CORP | 5.25% 15 May 2050 | 1225000 | 1119932 |
| FIBERCOP SPA | 7.721% 04 Jun 2038 | 506000 | 534457 |
| FLORIDA POWER + LIGHT CO | 5.3% 01 Apr 2053 | 220000 | 209779 |
| FLORIDA POWER + LIGHT CO | 5.6% 15 Jun 2054 | 600000 | 599478 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | FNMA POOL BL6933 | 1.89% 01 May 2035 | 7621000 | 5754949 |
| | FNMA POOL BL7621 | 1.74% 01 Aug 2035 | 2079000 | 1533799 |
| | FORD MOTOR CREDIT CO LLC | 4.95% 28 May 2027 | 650000 | 643825 |
| | GE HEALTHCARE TECH INC | 6.377% 22 Nov 2052 | 1090000 | 1172142 |
| | GEORGIA POWER CO | 5.125% 15 May 2052 | 650000 | 604429 |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 2312556 | 2312556 |
| | GRUPO TELEVISA SAB | 6.625% 15 Jan 2040 | 1175000 | 1060778 |
| | HCA INC | 5.125% 15 Jun 2039 | 190000 | 172885 |
| | HCA INC | 5.25% 15 Jun 2049 | 2450000 | 2123293 |
| | HCA INC | 5.9% 01 Jun 2053 | 620000 | 583556 |
| | HOLCIM FINANCE US LLC | 4.75% 22 Sep 2046 | 1073000 | 903359 |
| | HOME DEPOT INC | 5.3% 25 Jun 2054 | 575000 | 550850 |
| | HOME DEPOT INC | 5.4% 25 Jun 2064 | 200000 | 191302 |
| | HSBC HOLDINGS PLC | 6.5% 15 Sep 2037 | 260000 | 267506 |
| | HSBC HOLDINGS PLC | 1% 13 Nov 2034 | 4300000 | 4671692 |
| \* | JPMORGAN CHASE + CO | 1% 15 Nov 2048 | 270000 | 210168 |
| \* | JPMORGAN CHASE + CO | 1% 23 Jan 2049 | 220000 | 168804 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2041 | 200000 | 148240 |
| \* | JPMORGAN CHASE + CO | 1% 13 May 2031 | 130000 | 116176 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2042 | 400000 | 292376 |
| \* | JPMORGAN CHASE + CO | 1% 26 Apr 2033 | 160000 | 153115 |
| \* | JPMORGAN CHASE + CO | 1% 01 Jun 2034 | 2800000 | 2794148 |
| \* | JPMORGAN CHASE + CO | 1% 23 Oct 2034 | 280000 | 296055 |
|  | KINDER MORGAN ENER PART | 5.625% 01 Sep 2041 | 150000 | 141156 |
|  | KINDER MORGAN INC | 5.2% 01 Mar 2048 | 275000 | 242666 |
|  | KINDER MORGAN INC | 5.45% 01 Aug 2052 | 4200000 | 3825108 |
|  | KONINKLIJKE PHILIPS NV | 6.875% 11 Mar 2038 | 550000 | 592185 |
|  | KRAFT HEINZ FOODS CO | 5.5% 01 Jun 2050 | 2400000 | 2257392 |
|  | LAFARGE SA | 7.125% 15 Jul 2036 | 1575000 | 1742801 |
|  | LLOYDS BANKING GROUP PLC | 1% 15 Nov 2033 | 600000 | 670434 |
|  | LLOYDS BANKING GROUP PLC | 4.344% 09 Jan 2048 | 740000 | 580382 |
|  | META PLATFORMS INC | 5.4% 15 Aug 2054 | 1175000 | 1138975 |
| \* | METLIFE INC | 5.25% 15 Jan 2054 | 350000 | 327929 |
| \* | METLIFE INC | 5.3% 15 Dec 2034 | 250000 | 249260 |
|  | MIDAMERICAN ENERGY CO | 5.3% 01 Feb 2055 | 250000 | 235715 |
|  | MOLSON COORS BEVERAGE | 4.2% 15 Jul 2046 | 2225000 | 1776774 |
|  | NEW JERSEY ST TURNPIKE AUTH TU | 7.102% 01 Jan 2041 | 3020000 | 3379540 |
|  | NEW YORK CITY NY TRANSITIONAL | 5.572% 01 Nov 2038 | 1750000 | 1750117 |
|  | NEXTERA ENERGY CAPITAL | 5.25% 28 Feb 2053 | 2375000 | 2181746 |
|  | NEXTERA ENERGY CAPITAL | 5.55% 15 Mar 2054 | 1100000 | 1055395 |
|  | NORDSTROM INC | 5% 15 Jan 2044 | 2175000 | 1625117 |
|  | NORFOLK SOUTHERN CORP | 4.8% 15 Aug 2043 | 120000 | 105110 |
|  | NORFOLK SOUTHERN CORP | 4.05% 15 Aug 2052 | 70000 | 53757 |
|  | NORFOLK SOUTHERN CORP | 3.942% 01 Nov 2047 | 205000 | 157707 |
|  | NORFOLK SOUTHERN CORP | 3.155% 15 May 2055 | 110000 | 69332 |
|  | NORFOLK SOUTHERN CORP | 4.55% 01 Jun 2053 | 3156000 | 2644539 |
|  | OCCIDENTAL PETROLEUM COR | 4.4% 15 Aug 2049 | 150000 | 105345 |
|  | OCCIDENTAL PETROLEUM COR | 6.2% 15 Mar 2040 | 1295000 | 1275575 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| OCCIDENTAL PETROLEUM COR | 6.6% 15 Mar 2046 | 1000000 | 1011240 |
| ORACLE CORP | 4% 15 Jul 2046 | 1595000 | 1226762 |
| ORACLE CORP | 3.95% 25 Mar 2051 | 130000 | 96023 |
| ORACLE CORP | 6.9% 09 Nov 2052 | 850000 | 949697 |
| PETROLEOS MEXICANOS | 7.69% 23 Jan 2050 | 6375000 | 4795849 |
| PFIZER INVESTMENT ENTER | 5.3% 19 May 2053 | 2025000 | 1899977 |
| PHILIP MORRIS INTL INC | 4.25% 10 Nov 2044 | 1450000 | 1183461 |
| PHILIP MORRIS INTL INC | 5.25% 13 Feb 2034 | 1225000 | 1211219 |
| PORT AUTH OF NEW YORK NEW JE | 4.458% 01 Oct 2062 | 420000 | 348631 |
| PORT AUTH OF NEW YORK NEW JE | 4.96% 01 Aug 2046 | 805000 | 758410 |
| PROSUS NV | 3.832% 08 Feb 2051 | 6278000 | 4067140 |
| REPUBLIC OF COLOMBIA | 5.625% 26 Feb 2044 | 320000 | 237174 |
| REPUBLIC OF COLOMBIA | 5% 15 Jun 2045 | 310000 | 209107 |
| REPUBLIC OF COLOMBIA | 5.2% 15 May 2049 | 2650000 | 1780747 |
| REPUBLIC OF COLOMBIA | 8.375% 07 Nov 2054 | 300000 | 290892 |
| RTX CORP | 2.82% 01 Sep 2051 | 120000 | 72647 |
| RTX CORP | 3.03% 15 Mar 2052 | 350000 | 221095 |
| RTX CORP | 6.4% 15 Mar 2054 | 490000 | 532130 |
| RTX CORP | 4.15% 15 May 2045 | 660000 | 532151 |
| RTX CORP | 3.75% 01 Nov 2046 | 190000 | 143021 |
| RTX CORP | 4.625% 16 Nov 2048 | 140000 | 119087 |
| S+P GLOBAL INC | 3.25% 01 Dec 2049 | 280000 | 193122 |
| S+P GLOBAL INC | 3.7% 01 Mar 2052 | 525000 | 390705 |
| SOUTHERN CO | 4.4% 01 Jul 2046 | 700000 | 579544 |
| SOUTHERN CO | 4.85% 15 Mar 2035 | 800000 | 763216 |
| T MOBILE USA INC | 4.375% 15 Apr 2040 | 40000 | 34607 |
| T MOBILE USA INC | 3.3% 15 Feb 2051 | 830000 | 547700 |
| T MOBILE USA INC | 5.65% 15 Jan 2053 | 2600000 | 2511886 |
| TELECOM ITALIA CAPITAL | 7.721% 04 Jun 2038 | 245000 | 254153 |
| TEXAS NATURAL GAS SECURITIZTN | 5.169% 01 Apr 2041 | 120000 | 119028 |
| TIME WARNER CABLE ENTRMN | 8.375% 15 Jul 2033 | 510000 | 572761 |
| TIME WARNER CABLE LLC | 6.55% 01 May 2037 | 875000 | 843264 |
| TIME WARNER CABLE LLC | 7.3% 01 Jul 2038 | 720000 | 733370 |
| TIME WARNER CABLE LLC | 6.75% 15 Jun 2039 | 120000 | 117611 |
| TIME WARNER CABLE LLC | 5.875% 15 Nov 2040 | 430000 | 384158 |
| TRANSCANADA TRUST | 1% 15 Aug 2076 | 3453000 | 3403346 |
| TRANSCANADA TRUST | 1% 15 Sep 2079 | 161000 | 155080 |
| TRANSCONT GAS PIPE LINE | 3.95% 15 May 2050 | 220000 | 162540 |
| TRAVELERS COS INC | 5.45% 25 May 2053 | 1200000 | 1169412 |
| UBS GROUP AG | 1% 14 May 2032 | 250000 | 217850 |
| UBS GROUP AG | 1% 12 Aug 2033 | 800000 | 845008 |
| UBS GROUP AG | 1% 15 Nov 2033 | 640000 | 772659 |
| UBS GROUP AG | 1% 22 Sep 2034 | 220000 | 229581 |
| UNICREDIT SPA | 1% 30 Jun 2035 | 2000000 | 1934820 |
| UNION PACIFIC CORP | 3.839% 20 Mar 2060 | 720000 | 514332 |
| UNION PACIFIC CORP | 3.5% 14 Feb 2053 | 3150000 | 2218860 |
| UNITED PARCEL SERVICE | 5.5% 22 May 2054 | 250000 | 244110 |
| UNITEDHEALTH GROUP INC | 4.25% 15 Mar 2043 | 250000 | 210543 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UNITEDHEALTH GROUP INC | 4.25% 15 Jun 2048 | 290000 | 232438 |
| UNITEDHEALTH GROUP INC | 4.75% 15 May 2052 | 140000 | 120159 |
| UNITEDHEALTH GROUP INC | 5.875% 15 Feb 2053 | 450000 | 450774 |
| UNITEDHEALTH GROUP INC | 6.05% 15 Feb 2063 | 540000 | 551054 |
| UNITEDHEALTH GROUP INC | 5.05% 15 Apr 2053 | 1300000 | 1163188 |
| UNITEDHEALTH GROUP INC | 5.375% 15 Apr 2054 | 250000 | 234173 |
| UNITEDHEALTH GROUP INC | 5.625% 15 Jul 2054 | 1175000 | 1140502 |
| UNIV OF CALIFORNIA CA RGTS MED | 3.256% 15 May 2060 | 450000 | 287623 |
| UNIV OF CALIFORNIA CA RGTS MED | 4.563% 15 May 2053 | 4420000 | 3803671 |
| US DOLLAR | CURRENCY | 1293974 | 1293974 |
| US TREASURY N/B | 4.125% 15 Aug 2053 | 642000 | 572885 |
| US TREASURY N/B | 4.25% 15 Feb 2054 | 849000 | 775906 |
| US TREASURY N/B | 4.5% 15 Feb 2044 | 9974000 | 9531404 |
| US TREASURY N/B | 4.25% 15 Aug 2054 | 2030000 | 1857450 |
| US TREASURY N/B | 4.125% 15 Aug 2044 | 6256000 | 5669500 |
| US TREASURY N/B | 4.625% 15 Nov 2044 | 7400000 | 7182625 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | 14200000 | (459706) |
| VERIZON COMMUNICATIONS | 4.125% 15 Aug 2046 | 1448000 | 1149162 |
| VERIZON COMMUNICATIONS | 4% 22 Mar 2050 | 430000 | 325424 |
| VERIZON COMMUNICATIONS | 2.65% 20 Nov 2040 | 140000 | 95535 |
| VERIZON COMMUNICATIONS | 2.987% 30 Oct 2056 | 40000 | 23737 |
| VERIZON COMMUNICATIONS | 3.55% 22 Mar 2051 | 1016000 | 716361 |
| VIRGINIA ELEC + POWER CO | 5.45% 01 Apr 2053 | 1875000 | 1786425 |
| VODAFONE GROUP PLC | 1% 04 Apr 2079 | 700000 | 724458 |
| VODAFONE GROUP PLC | 4.875% 19 Jun 2049 | 275000 | 236588 |
| VODAFONE GROUP PLC | 1% 04 Jun 2081 | 1200000 | 913224 |
| WALT DISNEY COMPANY/THE | 6.4% 15 Dec 2035 | 107000 | 117431 |
| WALT DISNEY COMPANY/THE | 5.4% 01 Oct 2043 | 180000 | 176269 |
| WALT DISNEY COMPANY/THE | 3.6% 13 Jan 2051 | 400000 | 293384 |
| WELLS FARGO + COMPANY | 5.606% 15 Jan 2044 | 1015000 | 971751 |
| WELLS FARGO + COMPANY | 4.65% 04 Nov 2044 | 1195000 | 1004445 |
| WELLS FARGO + COMPANY | 1% 30 Apr 2041 | 160000 | 116130 |
| WELLS FARGO + COMPANY | 1% 24 Apr 2034 | 400000 | 394808 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2034 | 920000 | 917231 |
| WELLS FARGO + COMPANY | 1% 23 Oct 2034 | 720000 | 764172 |
| WILLIAMS COMPANIES INC | 4.9% 15 Jan 2045 | 835000 | 728178 |
| ZOETIS INC | 4.7% 01 Feb 2043 | 2500000 | 2221325 |
|  | **Total: EXHIBIT S - Long Term Credit Fund** | **Total: EXHIBIT S - Long Term Credit Fund** | $**228816193** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

------

**EXHIBIT T - Interest Income Fund**

**(Underlying assets managed by various investment companies)**

**IBM 401(K) PLAN AT DECEMBER 31, 2024**

**Schedule H, line 4i-Schedule of Assets (Held At End of Year)**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,**<br>**rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current**<br>**value**  |
| | | | | **(n/a)** | |
| | | |<br>**Shares/**<br>**Par Value** | | |
|  | ALTRIA GROUP INC | 4.4% 14 Feb 2026 | 41000 |  | $40815 |
|  | AMERICAN HONDA FINANCE | 4.9% 09 Jul 2027 | 830000 |  | 833146 |
|  | AMERICAN TOWER CORP | 3.375% 15 Oct 2026 | 1974000 |  | 1927789 |
|  | AMERICAN TOWER CORP | 3.125% 15 Jan 2027 | 1085000 |  | 1049477 |
|  | AMERICAN TOWER CORP | 3.65% 15 Mar 2027 | 1256000 |  | 1226032 |
|  | AMERICAN TOWER CORP | 5.8% 15 Nov 2028 | 815000 |  | 835644 |
|  | AMGEN INC | 2.6% 19 Aug 2026 | 485000 |  | 469301 |
|  | AON NORTH AMERICA INC | 5.125% 01 Mar 2027 | 1475000 |  | 1485222 |
|  | ARES STRATEGIC INCOME FU | 5.7% 15 Mar 2028 | 1545000 |  | 1544042 |
|  | ARI FLEET LEASE TRUST | 5.3% 15 Nov 2032 | 432434 |  | 435035 |
|  | ARI FLEET LEASE TRUST | 5.54% 15 Apr 2033 | 205000 |  | 206942 |
|  | ARTHUR J GALLAGHER + CO | 4.6% 15 Dec 2027 | 755000 |  | 752554 |
|  | ASIAN DEVELOPMENT BANK | 4.875% 26 Sep 2028 | 2500000 |  | 2505050 |
|  | AT+T INC | 3.875% 15 Jan 2026 | 770000 |  | 763247 |
|  | AT+T INC | 3.8% 15 Feb 2027 | 675000 |  | 662040 |
|  | AT+T INC | 1.7% 25 Mar 2026 | 3660000 |  | 3531790 |
|  | BAE SYSTEMS HOLDINGS INC | 3.85% 15 Dec 2025 | 154000 |  | 152576 |
|  | BAE SYSTEMS PLC | 5% 26 Mar 2027 | 1325000 |  | 1329889 |
|  | BALTIMORE GAS + ELECTRIC | 2.4% 15 Aug 2026 | 451000 |  | 435648 |
|  | BANK | 1% 15 Feb 2061 | 330000 |  | 306515 |
|  | BANK | 1% 15 Dec 2052 | 241000 |  | 196432 |
|  | BANK OF AMERICA CORP | 4.45% 03 Mar 2026 | 53000 |  | 52790 |
|  | BANK OF AMERICA CORP | 1% 22 Jul 2027 | 3345000 |  | 3188855 |
|  | BANK OF AMERICA CORP | 1% 10 Nov 2028 | 3660000 |  | 3785867 |
|  | BANK OF AMERICA CORP | 1% 20 Jan 2027 | 880000 |  | 882684 |
|  | BANK OF AMERICA CORP | 1% 15 Sep 2027 | 2034000 |  | 2069534 |
|  | BANK OF AMERICA CREDIT CARD TR | 4.79% 15 May 2028 | 2075000 |  | 2084826 |
|  | BANK OF NOVA SCOTIA | 3.186% 03 Jun 2025 | 2500000 |  | 2484275 |
|  | BANK5 | 5.302% 15 Oct 2057 | 575000 |  | 576517 |
|  | BANK5 | 5.893% 15 Nov 2057 | 345000 |  | 354922 |
|  | BARCLAYS COMMERCIAL MORTGAGE S | 5.609% 15 Dec 2057 | 700000 |  | 712201 |
|  | BARCLAYS PLC | 1% 12 Mar 2028 | 1460000 |  | 1477257 |
|  | BAT CAPITAL CORP | 3.557% 15 Aug 2027 | 1387000 |  | 1341687 |
|  | BAT CAPITAL CORP | 3.215% 06 Sep 2026 | 1610000 |  | 1568575 |
|  | BAT INTL FINANCE PLC | 1.668% 25 Mar 2026 | 418000 |  | 402292 |
|  | BAYER US FINANCE LLC | 6.125% 21 Nov 2026 | 1770000 |  | 1803860 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BENCHMARK MORTGAGE TRUST | 5.805% 10 Jan 2057 | 520000 | 532995 |
| BENCHMARK MORTGAGE TRUST | 5.738% 15 Dec 2057 | 1200000 | 1230140 |
| BFLD TRUST | 1% 15 Aug 2026 | 491812 | 492600 |
| BFLD TRUST | 1% 15 Nov 2041 | 170000 | 169990 |
| BLP COMMERCIAL MORTGAGE TRUST | 1% 15 Mar 2041 | 776205 | 776223 |
| BMO MORTGAGE TRUST | 5.316% 15 Sep 2057 | 580000 | 582331 |
| BMO MORTGAGE TRUST | 5.739% 15 Feb 2057 | 870000 | 887328 |
| BMO MORTGAGE TRUST | 1% 15 Dec 2057 | 690000 | 702273 |
| BMW US CAPITAL LLC | 4.6% 13 Aug 2027 | 1195000 | 1188750 |
| BOEING CO | 3.1% 01 May 2026 | 832000 | 811075 |
| BOEING CO | 2.196% 04 Feb 2026 | 1500000 | 1455180 |
| BP CAP MARKETS AMERICA | 3.937% 21 Sep 2028 | 375000 | 363446 |
| BRY0HZD03 CDS USD P F 1.00000 | 1% 20 Jun 2027 | (162760) | (162760) |
| BRY0HZD03 CDS USD R V 03MEVENT | 1% 20 Jun 2027 | 162760 | 159601 |
| BWAY MORTGAGE TRUST | 2.809% 10 Mar 2033 | 41146 | 40963 |
| BX TRUST | 1% 15 Jun 2036 | 250000 | 248552 |
| BX TRUST | 1% 15 May 2038 | 670000 | 675007 |
| BX TRUST | 1% 15 Feb 2039 | 989506 | 993867 |
| BX TRUST | 1% 15 Feb 2041 | 1061000 | 1062284 |
| BX TRUST | 1% 15 Mar 2041 | 430000 | 431006 |
| BX TRUST | 1% 15 Apr 2041 | 263114 | 263656 |
| BX TRUST | 1% 15 Jul 2029 | 580000 | 582183 |
| BX TRUST | 1% 15 Oct 2041 | 361996 | 364166 |
| BX TRUST | 1% 15 Dec 2039 | 440000 | 440088 |
| BX TRUST | 1% 15 Aug 2039 | 1060000 | 1065965 |
| CALI MORTGAGE TRUST | 1% 15 Jul 2041 | 450000 | 451506 |
| CANADIAN DOLLAR | FOREIGN CURRENCY | 209 | 145 |
| CANADIAN GOVERNMENT | 3.25% 01 Nov 2026 | 12505000 | 8744196 |
| CANTOR COMMERCIAL REAL ESTATE | 1% 15 Jan 2053 | 127000 | 105836 |
| CAPITAL ONE MULTI ASSET EXECUT | 3.49% 15 May 2027 | 541000 | 538964 |
| CART | 1% 15 Aug 2041 | 330000 | 331878 |
| CD COMMERCIAL MORTGAGE TRUST | 4.279% 15 Aug 2051 | 1700000 | 1648682 |
| CDP FINANCIAL INC | 4.5% 13 Feb 2026 | 1095000 | 1094748 |
| CEDR TRUST | 1% 15 Feb 2039 | 340000 | 325121 |
| CHARTER COMM OPT LLC/CAP | 6.15% 10 Nov 2026 | 3585000 | 3653617 |
| CHESAPEAKE FUNDING II LLC | 6.16% 15 Oct 2035 | 421970 | 428951 |
| CHESAPEAKE FUNDING II LLC | 5.52% 15 May 2036 | 851282 | 860839 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.349% 10 Feb 2049 | 1250000 | 1234148 |
| CITIGROUP INC | 1% 29 Sep 2026 | 3615000 | 3633653 |
| CITIGROUP INC | 1% 28 Jan 2027 | 2271000 | 2180501 |
| COLLEGE AVE STUDENT LOANS | 1% 25 May 2055 | 591605 | 612325 |
| COLLEGE AVE STUDENT LOANS | 2.32% 26 Jul 2055 | 126578 | 110918 |
| COLLEGE AVE STUDENT LOANS | 1.76% 25 Jun 2052 | 56018 | 48743 |
| COMM MORTGAGE TRUST | 3.445% 10 Jul 2048 | 401222 | 400389 |
| COMM MORTGAGE TRUST | 3.63% 10 Oct 2048 | 290000 | 286710 |
| COMMONWEALTH BANK AUST | 5.071% 14 Sep 2028 | 2550000 | 2577081 |
| CPPIB CAPITAL INC | 3.75% 08 Oct 2027 | 1735000 | 1702070 |
| CREDIT SUISSE MORTGAGE TRUST | 2.256% 15 Aug 2037 | 257010 | 250215 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CROWN CASTLE INC | 1.05% 15 Jul 2026 | 234000 | 221001 |
| CROWN CASTLE INC | 2.9% 15 Mar 2027 | 705000 | 677124 |
| CURRENCY CONTRACT | CAD/USD | 0 | 127937 |
| CURRENCY CONTRACT | EUR/USD | 0 | 1831 |
| CURRENCY CONTRACT | EUR/USD | 0 | 264 |
| CURRENCY CONTRACT | EUR/USD | 0 | 38 |
| CURRENCY CONTRACT | EUR/USD | 0 | 3464 |
| CURRENCY CONTRACT | EUR/USD | 0 | 264 |
| DIAMONDBACK ENERGY INC | 3.25% 01 Dec 2026 | 618000 | 601672 |
| DIAMONDBACK ENERGY INC | 5.2% 18 Apr 2027 | 3125000 | 3154594 |
| DUPONT DE NEMOURS INC | 4.493% 15 Nov 2025 | 2680000 | 2673380 |
| EDVESTINU PRIVATE EDUCATION LO | 1.8% 25 Nov 2045 | 62254 | 56743 |
| ELFI GRADUATE LOAN PROGRAM LLC | 6.37% 04 Feb 2048 | 612376 | 634025 |
| ELM TRUST 2024 | 1% 10 Jun 2039 | 265000 | 267670 |
| ELM TRUST 2024 | 1% 10 Jun 2039 | 1220000 | 1232293 |
| ENBRIDGE INC | 5.25% 05 Apr 2027 | 595000 | 601587 |
| ENERGY TRANSFER LP | 4.75% 15 Jan 2026 | 244000 | 243741 |
| ENERGY TRANSFER LP | 4.2% 15 Apr 2027 | 218000 | 215138 |
| ENERGY TRANSFER LP | 5.5% 01 Jun 2027 | 1275000 | 1291664 |
| ENERGY TRANSFER LP | 3.9% 15 Jul 2026 | 833000 | 822121 |
| ENTERPRISE FLEET FINANCING LLC | 0.77% 20 Aug 2027 | 10413 | 10393 |
| ENTERPRISE FLEET FINANCING LLC | 4.29% 20 Jul 2029 | 147000 | 146297 |
| ENTERPRISE FLEET FINANCING LLC | 5.76% 22 Oct 2029 | 1031951 | 1039390 |
| ENTERPRISE FLEET FINANCING LLC | 6.4% 20 Mar 2030 | 800154 | 814795 |
| ENTERPRISE FLEET FINANCING LLC | 4.56% 20 Nov 2028 | 322000 | 320719 |
| ENTERPRISE FLEET FINANCING LLC | 4.7% 20 Jun 2031 | 50000 | 49549 |
| ENTERPRISE FLEET FINANCING LLC | 5.56% 22 Apr 2030 | 950899 | 958685 |
| ENTERPRISE FLEET FINANCING LLC | 5.5% 22 Apr 2030 | 289000 | 293302 |
| ENTERPRISE FLEET FINANCING LLC | 5.23% 20 Mar 2030 | 660350 | 665087 |
| ENTERPRISE FLEET FINANCING LLC | 5.16% 20 Sep 2030 | 50000 | 50500 |
| ENTERPRISE FLEET FINANCING LLC | 4.98% 21 Aug 2028 | 347000 | 348783 |
| ENTERPRISE FLEET FINANCING LLC | 5.06% 20 Mar 2031 | 113000 | 113608 |
| EQT TRUST 2024 EXTR | 1% 05 Jul 2041 | 590000 | 589911 |
| EQUINIX INC | 2.9% 18 Nov 2026 | 224000 | 216328 |
| EQUINIX INC | 1.45% 15 May 2026 | 3690000 | 3530186 |
| EURO CURRENCY | FOREIGN CURRENCY | 792 | 820 |
| EVERSOURCE ENERGY | 4.75% 15 May 2026 | 1480000 | 1477958 |
| FANNIE MAE | 4.5% 25 Jan 2041 | 886002 | 850851 |
| FANNIE MAE | 5.5% 25 May 2045 | 537306 | 89314 |
| FANNIE MAE | 1% 25 May 2045 | 1931283 | 1913990 |
| FANNIE MAE | 1% 25 Aug 2046 | 269268 | 265951 |
| FANNIE MAE | 1% 25 Oct 2047 | 1490733 | 1469990 |
| FANNIE MAE | 1.5% 25 Nov 2050 | 599861 | 530845 |
| FANNIE MAE | 1% 25 Sep 2052 | 613565 | 597363 |
| FANNIE MAE | 1% 25 Dec 2054 | 522856 | 526550 |
| FANNIE MAE | 1% 25 Dec 2054 | 2282773 | 2284472 |
| FANNIE MAE | 0.81% 25 Sep 2028 | 3700000 | 3209454 |
| FANNIE MAE | 5.5% 25 Oct 2035 | 669131 | 680302 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FANNIE MAE | 6.5% 25 Jun 2036 | 951424 | 976427 |
| FANNIE MAE | 4% 25 Feb 2041 | 548971 | 512744 |
| FED HM LN PC POOL A32162 | 5% 01 Mar 2035 | 20553 | 20558 |
| FED HM LN PC POOL A90196 | 4.5% 01 Dec 2039 | 9050 | 8818 |
| FED HM LN PC POOL C00748 | 6% 01 Apr 2029 | 63 | 64 |
| FED HM LN PC POOL G07613 | 6% 01 Apr 2039 | 74863 | 77933 |
| FED HM LN PC POOL G07642 | 5% 01 Oct 2041 | 33835 | 33632 |
| FED HM LN PC POOL G18659 | 3% 01 Sep 2032 | 232367 | 221141 |
| FED HM LN PC POOL G31181 | 3.5% 01 Feb 2035 | 1396809 | 1332568 |
| FED HM LN PC POOL G60018 | 4.5% 01 Dec 2043 | 52721 | 51108 |
| FED HM LN PC POOL G61886 | 5% 01 Nov 2048 | 24817 | 24405 |
| FED HM LN PC POOL J12438 | 4.5% 01 Jun 2025 | 3048 | 3040 |
| FED HM LN PC POOL Q00804 | 4.5% 01 May 2041 | 19881 | 19277 |
| FED HM LN PC POOL Q00959 | 4.5% 01 May 2041 | 21013 | 20374 |
| FED HM LN PC POOL SB0032 | 3.5% 01 Sep 2032 | 523555 | 518006 |
| FED HM LN PC POOL SB0623 | 2.5% 01 Mar 2037 | 469896 | 428026 |
| FED HM LN PC POOL SB1025 | 2.5% 01 Feb 2031 | 2942489 | 2804371 |
| FED HM LN PC POOL SC0405 | 3.5% 01 Nov 2038 | 170888 | 161066 |
| FED HM LN PC POOL ZA2257 | 3.5% 01 Apr 2032 | 268535 | 259537 |
| FED HM LN PC POOL ZA6403 | 4% 01 Mar 2039 | 10560 | 10035 |
| FED HM LN PC POOL ZS8633 | 3% 01 Dec 2031 | 292854 | 279277 |
| FED HM LN PC POOL ZT2088 | 4.5% 01 Jun 2049 | 50002 | 47702 |
| FEDERAL FARM CREDIT BANK | 2.25% 15 Aug 2029 | 4000000 | 3603320 |
| FEDERAL FARM CREDIT BANK | 0.95% 29 Jun 2028 | 1300000 | 1147783 |
| FEDERAL FARM CREDIT BANK | 0.7% 27 Jan 2027 | 3700000 | 3420391 |
| FEDERAL HOME LOAN BANK | 2.06% 27 Sep 2029 | 2000000 | 1774300 |
| FEDERAL HOME LOAN BANK | 1.61% 27 Jan 2033 | 1000000 | 772650 |
| FEDERAL HOME LOAN BANK | 1.1% 20 Aug 2026 | 1500000 | 1422930 |
| FEDERAL HOME LOAN BANK | 4.7% 14 Feb 2028 | 1200000 | 1193280 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Oct 2030 | 1563981 | 72221 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Dec 2029 | 1010000 | 44190 |
| FIRSTENERGY CORP | 3.9% 15 Jul 2027 | 1600000 | 1560032 |
| FLORIDA POWER + LIGHT CO | 3.125% 01 Dec 2025 | 216000 | 213257 |
| FNMA POOL 254693 | 5.5% 01 Apr 2033 | 41822 | 42524 |
| FNMA POOL 555424 | 1% 01 May 2033 | 111433 | 113304 |
| FNMA POOL 677377 | 5.5% 01 Jan 2033 | 169622 | 172387 |
| FNMA POOL 725206 | 1% 01 Feb 2034 | 64015 | 65089 |
| FNMA POOL 725424 | 1% 01 Apr 2034 | 1764 | 1794 |
| FNMA POOL 725946 | 1% 01 Nov 2034 | 30730 | 31263 |
| FNMA POOL 735989 | 1% 01 Feb 2035 | 88452 | 89937 |
| FNMA POOL 819967 | 5.5% 01 Apr 2035 | 41249 | 41964 |
| FNMA POOL 889466 | 1% 01 May 2038 | 39142 | 40700 |
| FNMA POOL 889529 | 1% 01 Mar 2038 | 14628 | 15210 |
| FNMA POOL 889974 | 1% 01 Sep 2035 | 7492 | 7500 |
| FNMA POOL 889983 | 1% 01 Oct 2038 | 20338 | 21147 |
| FNMA POOL 995113 | 1% 01 Sep 2036 | 5220 | 5310 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AB1226 | 4.5% 01 Jul 2040 | 13898 | 13490 |
| FNMA POOL AB3314 | 4.5% 01 Jul 2041 | 5752 | 5570 |
| FNMA POOL AD4059 | 5% 01 Apr 2040 | 57381 | 56965 |
| FNMA POOL AD6391 | 4.5% 01 May 2025 | 4339 | 4322 |
| FNMA POOL AD7992 | 4.5% 01 Jul 2040 | 21243 | 20620 |
| FNMA POOL AE0028 | 1% 01 Oct 2039 | 165842 | 172448 |
| FNMA POOL AE0823 | 1% 01 Sep 2040 | 14730 | 15317 |
| FNMA POOL AE2873 | 4.5% 01 Aug 2040 | 8387 | 8141 |
| FNMA POOL AH7036 | 4.5% 01 Mar 2041 | 15320 | 14835 |
| FNMA POOL AJ3120 | 4.5% 01 Oct 2041 | 5925 | 5738 |
| FNMA POOL AL1472 | 1% 01 May 2039 | 27837 | 27089 |
| FNMA POOL AL1704 | 1% 01 May 2040 | 118351 | 124832 |
| FNMA POOL AL2482 | 1% 01 Sep 2042 | 51087 | 49712 |
| FNMA POOL AL4142 | 1% 01 Jun 2041 | 31252 | 32494 |
| FNMA POOL AL6918 | 1% 01 Sep 2025 | 0 | 0 |
| FNMA POOL AL7521 | 1% 01 Jun 2039 | 98385 | 98499 |
| FNMA POOL AL7936 | 1% 01 Sep 2045 | 25541 | 24622 |
| FNMA POOL AL9501 | 1% 01 Nov 2045 | 19749 | 19038 |
| FNMA POOL AS6233 | 4.5% 01 Nov 2045 | 2063 | 1983 |
| FNMA POOL BF0056 | 6% 01 Jul 2039 | 36416 | 37457 |
| FNMA POOL BH7067 | 4.5% 01 Dec 2047 | 60890 | 58395 |
| FNMA POOL BH7993 | 4.5% 01 Sep 2047 | 12646 | 12115 |
| FNMA POOL BH8026 | 4.5% 01 Oct 2047 | 15394 | 14774 |
| FNMA POOL BH8027 | 4.5% 01 Oct 2047 | 18323 | 17555 |
| FNMA POOL BJ3177 | 4.5% 01 Nov 2047 | 10206 | 9772 |
| FNMA POOL BJ3218 | 4.5% 01 Dec 2047 | 16771 | 16058 |
| FNMA POOL BJ6316 | 4.5% 01 Feb 2048 | 23178 | 22192 |
| FNMA POOL BJ9437 | 4.5% 01 Mar 2048 | 19195 | 18390 |
| FNMA POOL BJ9480 | 4.5% 01 Mar 2048 | 25882 | 24762 |
| FNMA POOL BK3988 | 4.5% 01 May 2048 | 25743 | 24629 |
| FNMA POOL BK4471 | 4.5% 01 Jul 2048 | 8817 | 8451 |
| FNMA POOL BK4689 | 4.5% 01 Jul 2048 | 43419 | 41737 |
| FNMA POOL BK6737 | 4.5% 01 Jul 2048 | 12819 | 12252 |
| FNMA POOL BK7642 | 4% 01 Sep 2033 | 11649 | 11344 |
| FNMA POOL BK9818 | 5% 01 Sep 2048 | 13438 | 13191 |
| FNMA POOL BM1756 | 1% 01 Dec 2045 | 42027 | 40631 |
| FNMA POOL BM1920 | 1% 01 Jul 2046 | 133277 | 128482 |
| FNMA POOL BM3052 | 1% 01 Oct 2047 | 49823 | 47901 |
| FNMA POOL BM3053 | 1% 01 Jul 2046 | 101166 | 97508 |
| FNMA POOL BM3784 | 1% 01 Jun 2045 | 70917 | 70269 |
| FNMA POOL BM3846 | 1% 01 Apr 2048 | 119470 | 114842 |
| FNMA POOL BM5111 | 1% 01 Nov 2033 | 2597082 | 2470833 |
| FNMA POOL BM5235 | 1% 01 Sep 2048 | 29194 | 28670 |
| FNMA POOL BM5984 | 1% 01 May 2049 | 125327 | 123078 |
| FNMA POOL BN1628 | 4.5% 01 Nov 2048 | 5651 | 5395 |
| FNMA POOL BN5278 | 4.5% 01 Feb 2049 | 50197 | 47924 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL BO4653 | 4.5% 01 Nov 2049 | 52862 | 50430 |
| FNMA POOL BZ1178 | 5.81% 01 Jun 2031 | 1588000 | 1641474 |
| FNMA POOL CA1709 | 4.5% 01 May 2048 | 160803 | 153533 |
| FNMA POOL CA2527 | 4% 01 Oct 2033 | 26896 | 26227 |
| FNMA POOL CA8737 | 2.5% 01 Feb 2036 | 355674 | 325344 |
| FNMA POOL CB4508 | 4.5% 01 Aug 2037 | 476981 | 468530 |
| FNMA POOL CB4509 | 4.5% 01 Aug 2037 | 1461657 | 1434620 |
| FNMA POOL CB4510 | 4.5% 01 Aug 2037 | 518599 | 508670 |
| FNMA POOL CB4514 | 4.5% 01 Sep 2037 | 1298267 | 1275423 |
| FNMA POOL CB4522 | 5% 01 Aug 2037 | 1277344 | 1278725 |
| FNMA POOL CB4523 | 5% 01 Aug 2037 | 751559 | 752353 |
| FNMA POOL CB4524 | 5% 01 Aug 2037 | 345672 | 345977 |
| FNMA POOL CB4526 | 5% 01 Sep 2037 | 815621 | 813005 |
| FNMA POOL CB4990 | 4.5% 01 Nov 2037 | 904612 | 888586 |
| FNMA POOL CB4991 | 4.5% 01 Oct 2037 | 431437 | 422833 |
| FNMA POOL CB4995 | 4.5% 01 Oct 2037 | 680378 | 668406 |
| FNMA POOL CB5005 | 5% 01 Oct 2037 | 706779 | 709072 |
| FNMA POOL CB5370 | 5.5% 01 Jan 2038 | 751154 | 762808 |
| FNMA POOL CB5372 | 5.5% 01 Jan 2038 | 663750 | 672085 |
| FNMA POOL CB5375 | 5.5% 01 Dec 2037 | 626580 | 637433 |
| FNMA POOL CB6366 | 4.5% 01 May 2038 | 112800 | 110715 |
| FNMA POOL CB6379 | 5.5% 01 May 2038 | 226924 | 230434 |
| FNMA POOL FM2743 | 1% 01 Feb 2034 | 1227534 | 1167523 |
| FNMA POOL FS0451 | 1% 01 Feb 2035 | 157771 | 150250 |
| FNMA POOL FS4603 | 1% 01 May 2042 | 1246998 | 1045854 |
| FNMA POOL FS4885 | 1% 01 May 2037 | 670641 | 642858 |
| FNMA POOL FS6072 | 1% 01 Dec 2036 | 263172 | 240729 |
| FNMA POOL FS8236 | 1% 01 Mar 2031 | 2024866 | 1960821 |
| FNMA POOL MA3060 | 3% 01 Jul 2032 | 627144 | 596489 |
| FNMA POOL MA3416 | 4.5% 01 Jul 2048 | 375968 | 358948 |
| FNMA POOL MA3448 | 5% 01 Aug 2048 | 13128 | 12884 |
| FNMA POOL MA3747 | 4.5% 01 Aug 2049 | 39756 | 37928 |
| FNMA POOL MA4367 | 1.5% 01 Jun 2031 | 1485534 | 1345167 |
| FNMA POOL MA4465 | 2% 01 Nov 2051 | 61430 | 48023 |
| FNMA TBA 30 YR 2 | 2% 15 Jul 2054 | (9023300) | (7255861) |
| FNMA TBA 30 YR 2 | 2% 15 Jul 2054 | 9023300 | 7255861 |
| FNMA TBA 30 YR 2.5 | 2.5% 14 Jul 2055 | 1353300 | 1134198 |
| FNMA TBA 30 YR 2.5 | 2.5% 14 Jul 2055 | (1353300) | (1134198) |
| FNMA TBA 30 YR 3 | 3% 15 Jul 2054 | 2733700 | 2384579 |
| FNMA TBA 30 YR 3 | 3% 15 Jul 2054 | (2733700) | (2384579) |
| FNMA TBA 30 YR 3.5 | 3.5% 15 Jul 2054 | 4405000 | 3992476 |
| FNMA TBA 30 YR 3.5 | 3.5% 15 Jul 2054 | (4405000) | (3992476) |
| FNMA TBA 30 YR 4 | 4% 14 Jan 2055 | 6880000 | 6286813 |
| FNMA TBA 30 YR 4 | 4% 15 Jul 2054 | (1511000) | (1414976) |
| FNMA TBA 30 YR 4 | 4% 15 Jul 2054 | 1511000 | 1414976 |
| FNMA TBA 30 YR 5 | 5% 15 Jul 2054 | 465000 | 458060 |
| FNMA TBA 30 YR 5 | 5% 15 Jul 2054 | (465000) | (458060) |
| FORD CREDIT FLOORPLAN MASTER O | 4.92% 15 May 2028 | 2497000 | 2509141 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FORD CREDIT FLOORPLAN MASTER O | 5.24% 15 Apr 2031 | 915000 | 931135 |
| FORD MOTOR CREDIT CO LLC | 4.95% 28 May 2027 | 355000 | 351628 |
| FORD MOTOR CREDIT CO LLC | 5.8% 05 Mar 2027 | 3505000 | 3535423 |
| FOUNDATION FINANCE TRUST | 5.5% 15 Dec 2049 | 517908 | 519290 |
| FREDDIE MAC | 1% 15 May 2041 | 113073 | 111836 |
| FREDDIE MAC | 1% 15 Aug 2046 | 207666 | 205619 |
| FREDDIE MAC | 1% 25 Mar 2054 | 1797826 | 1812425 |
| FREDDIE MAC | 1% 25 Apr 2054 | 1868319 | 1866381 |
| FREDDIE MAC SCRT | 3.5% 25 Nov 2057 | 96132 | 92007 |
| FREDDIE MAC SCRT | 3.5% 26 Aug 2058 | 230207 | 217131 |
| FRESB MULTIFAMILY MORTGAGE PAS | 1% 25 Jan 2039 | 185826 | 176669 |
| GENERAL MOTORS | 5.34% 15 Jun 2028 | 1867000 | 1887694 |
| GEORGIA POWER CO | 5.004% 23 Feb 2027 | 865000 | 871669 |
| GLENCORE FUNDING LLC | 5.338% 04 Apr 2027 | 2335000 | 2355758 |
| GLOBAL PAYMENTS INC | 1.2% 01 Mar 2026 | 158000 | 151397 |
| GLP CAPITAL LP / FIN II | 5.375% 15 Apr 2026 | 2058000 | 2059873 |
| GNMA II POOL 004223 | 6.5% 20 Aug 2038 | 44295 | 46987 |
| GNMA II POOL 004292 | 6.5% 20 Nov 2038 | 26902 | 28537 |
| GNMA II POOL 004598 | 4.5% 20 Dec 2039 | 2613 | 2544 |
| GNMA II POOL 004617 | 4.5% 20 Jan 2040 | 3148 | 3065 |
| GNMA II POOL 004636 | 4.5% 20 Feb 2040 | 2608 | 2539 |
| GNMA II POOL 004696 | 4.5% 20 May 2040 | 153 | 149 |
| GNMA II POOL 004771 | 4.5% 20 Aug 2040 | 5719 | 5565 |
| GNMA II POOL 004838 | 6.5% 20 Oct 2040 | 40443 | 42857 |
| GNMA II POOL 005018 | 5% 20 Apr 2041 | 9695 | 9645 |
| GNMA II POOL 005056 | 5% 20 May 2041 | 1823 | 1813 |
| GNMA II POOL 005083 | 5% 20 Jun 2041 | 22081 | 21963 |
| GNMA II POOL 005115 | 4.5% 20 Jul 2041 | 197171 | 191738 |
| GNMA II POOL 005116 | 5% 20 Jul 2041 | 10440 | 10384 |
| GNMA II POOL 783584 | 4.5% 20 Jul 2041 | 44428 | 43203 |
| GNMA II POOL 783590 | 4.5% 20 Jun 2041 | 62016 | 60307 |
| GNMA II POOL BD0560 | 4.5% 20 Sep 2048 | 25760 | 24682 |
| GNMA II POOL MA2076 | 5% 20 Jul 2044 | 10556 | 10502 |
| GNMA II POOL MA5818 | 4.5% 20 Mar 2049 | 71765 | 68764 |
| GNMA II POOL MA6602 | 4.5% 20 Apr 2050 | 62648 | 60026 |
| GNMA POOL 462265 | 6% 15 Dec 2028 | 385 | 386 |
| GNMA POOL 492131 | 6% 15 Jan 2029 | 590 | 593 |
| GNMA POOL 615272 | 4.5% 15 Jul 2033 | 15813 | 15663 |
| GNMA POOL 616411 | 4.5% 15 May 2034 | 9767 | 9665 |
| GNMA POOL 646609 | 4.5% 15 Jul 2040 | 44142 | 42939 |
| GNMA POOL 685496 | 6.5% 15 Sep 2038 | 4910 | 5123 |
| GNMA POOL 697656 | 6.5% 15 Oct 2038 | 5613 | 5949 |
| GNMA POOL 728627 | 4.5% 15 Jan 2040 | 18324 | 17831 |
| GNMA POOL 732087 | 4.5% 15 May 2040 | 3022 | 2940 |
| GNMA POOL 745793 | 4.5% 15 Jul 2040 | 60189 | 58548 |
| GNMA POOL 780914 | 6% 15 Nov 2028 | 2855 | 2902 |
| GNMA POOL 782557 | 5% 15 Jan 2039 | 349663 | 351444 |
| GNMA POOL 782619 | 5% 15 Apr 2039 | 200033 | 199057 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | GNMA POOL 782695 | 6.5% 15 Jun 2039 | 22461 | 24082 |
| | GNMA POOL 782696 | 5% 15 Jun 2039 | 43052 | 42842 |
| | GNMA POOL 782958 | 5% 15 May 2040 | 75629 | 75260 |
| | GNMA POOL 783289 | 4.5% 15 Apr 2041 | 7693 | 7484 |
| | GNMA POOL 783571 | 5% 15 Dec 2033 | 66170 | 66454 |
| | GNMA POOL 783609 | 4.5% 15 Oct 2040 | 142659 | 138780 |
| | GNMA POOL 783610 | 4.5% 15 Nov 2041 | 121176 | 117882 |
| | GOLDMAN SACHS BANK USA | 1% 18 Mar 2027 | 2505000 | 2518452 |
| | GOLDMAN SACHS GROUP INC | 3.85% 26 Jan 2027 | 4395000 | 4311275 |
| | GOLDMAN SACHS GROUP INC | 1% 24 Feb 2028 | 3800000 | 3622540 |
| | GOLDMAN SACHS GROUP INC | 1% 15 Mar 2028 | 745000 | 724028 |
| | GOLDMAN SACHS GROUP INC | 1% 23 Aug 2028 | 1670000 | 1650545 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1.5% 20 Jun 2050 | 553946 | 433011 |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 13690515 | 13690515 |
| | GREAT AMERICA LEASING RECEIVAB | 5.28% 15 Mar 2027 | 404000 | 406677 |
| | GS MORTGAGE SECURITIES TRUST | 1% 10 Aug 2041 | 210000 | 207692 |
| | HCA INC | 5.25% 15 Jun 2026 | 2075000 | 2079669 |
| | HCA INC | 3.125% 15 Mar 2027 | 3995000 | 3844349 |
| | ING GROEP NV | 4.625% 06 Jan 2026 | 222000 | 221976 |
| | INTL BK RECON + DEVELOP | 0.65% 10 Feb 2026 | 2400000 | 2286456 |
| | INV 2024 IND MORTGAGE TRUST | 1% 15 Nov 2041 | 280000 | 279913 |
| | JAPANESE YEN | FOREIGN CURRENCY | 9142457 | 58173 |
| | JOHN DEERE OWNER TRUST | 5.18% 15 Mar 2028 | 181000 | 182338 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 15 Sep 2029 | 62928 | 59319 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 15 Mar 2039 | 540000 | 541658 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 09 Nov 2039 | 480000 | 476237 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 15 Apr 2038 | 122837 | 122792 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 06 Sep 2038 | 405000 | 389402 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 May 2050 | 67482 | 64501 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Jun 2050 | 6013 | 5971 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Mar 2050 | 12946 | 12859 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 May 2050 | 47289 | 45402 |
| \* | JPMORGAN CHASE + CO | 1% 29 Jan 2027 | 1204000 | 1194260 |
| \* | JPMORGAN CHASE + CO | 1% 19 Nov 2026 | 1150000 | 1112878 |
| \* | JPMORGAN CHASE + CO | 1% 22 Oct 2027 | 1525000 | 1560578 |
| \* | JPMORGAN CHASE + CO | 1% 23 Jan 2028 | 880000 | 882746 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2028 | 1215000 | 1235521 |
| \* | JPMORGAN CHASE + CO | 1% 22 Jul 2028 | 3230000 | 3237235 |
| \* | JPMORGAN CHASE + CO | 1% 22 Oct 2028 | 2560000 | 2537523 |
|  | L3HARRIS TECH INC | 3.85% 15 Dec 2026 | 326000 | 320856 |
|  | LAS VEGAS SANDS CORP | 6% 15 Aug 2029 | 645000 | 652953 |
|  | LBA TRUST | 1% 15 Oct 2041 | 970000 | 970606 |
|  | LEHMAN BROTHERS HOLDINGS | 6.75% 28 Dec 2017 | 3250000 | 33 |
|  | MARSH + MCLENNAN COS INC | 4.55% 08 Nov 2027 | 475000 | 474373 |
|  | MCR MORTGAGE TRUST | 1% 15 Dec 2041 | 111000 | 111514 |
|  | MIRA TRUST | 6.754% 10 Jun 2038 | 173000 | 179113 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MMAF EQUIPMENT FINANCE LLC | 4.95% 14 Jul 2031 | 254404 | 255334 |
| MORGAN STANLEY | 1% 10 Dec 2026 | 2801000 | 2700976 |
| MORGAN STANLEY | 1% 22 Jul 2028 | 1525000 | 1470832 |
| MORGAN STANLEY | 1% 20 Jul 2027 | 699000 | 665147 |
| MORGAN STANLEY | 1% 18 Oct 2028 | 800000 | 828800 |
| MORGAN STANLEY BANK NA | 1% 14 Jan 2028 | 1555000 | 1556415 |
| MORGAN STANLEY BANK NA | 1% 26 May 2028 | 1305000 | 1321652 |
| MORGAN STANLEY BANK NA | 1% 14 Jul 2028 | 1905000 | 1909801 |
| MORGAN STANLEY BANK NA | 1% 15 Oct 2027 | 1515000 | 1505077 |
| MORGAN STANLEY CAPITAL I TRUST | 1% 24 Sep 2057 | 248248 | 239541 |
| MSDB TRUST | 1% 11 Jul 2039 | 395000 | 338321 |
| NATIONAL AUSTRALIA BANK | 5.134% 28 Nov 2028 | 3240000 | 3280889 |
| NAVIENT STUDENT LOAN TRUST | 4% 15 Dec 2059 | 10315 | 10238 |
| NAVIENT STUDENT LOAN TRUST | 5.51% 15 Oct 2071 | 766896 | 770207 |
| NAVIENT STUDENT LOAN TRUST | 4% 15 Dec 2059 | 156119 | 152431 |
| NAVIENT STUDENT LOAN TRUST | 3.13% 15 Feb 2068 | 55356 | 54001 |
| NAVIENT STUDENT LOAN TRUST | 1% 15 Dec 2059 | 314135 | 313569 |
| NAVIENT STUDENT LOAN TRUST | 2.4% 15 Oct 2068 | 147280 | 140704 |
| NAVIENT STUDENT LOAN TRUST | 1% 15 Nov 2068 | 195436 | 197303 |
| NAVIENT STUDENT LOAN TRUST | 1% 15 Dec 2059 | 185971 | 185498 |
| NAVIENT STUDENT LOAN TRUST | 1.22% 15 Jul 2069 | 283418 | 261098 |
| NAVIENT STUDENT LOAN TRUST | 1% 15 Apr 2069 | 150190 | 150048 |
| NAVIENT STUDENT LOAN TRUST | 0.84% 15 May 2069 | 62844 | 56263 |
| NAVIENT STUDENT LOAN TRUST | 1% 15 Apr 2060 | 909099 | 908001 |
| NAVIENT STUDENT LOAN TRUST | 0.97% 16 Dec 2069 | 852889 | 749994 |
| NAVIENT STUDENT LOAN TRUST | 1.11% 18 Feb 2070 | 447988 | 392010 |
| NAVIENT STUDENT LOAN TRUST | 1.58% 15 Apr 2070 | 213509 | 188375 |
| NAVIENT STUDENT LOAN TRUST | 0.94% 15 Jul 2069 | 471838 | 420832 |
| NAVIENT STUDENT LOAN TRUST | 6.48% 15 Mar 2072 | 241654 | 248202 |
| NAVISTAR FINANCIAL DEALER NOTE | 6.18% 25 Aug 2028 | 246000 | 248298 |
| NAVISTAR FINANCIAL DEALER NOTE | 5.59% 25 Apr 2029 | 654000 | 660582 |
| NEDER WATERSCHAPSBANK | 4.875% 24 Feb 2025 | 7435000 | 7437974 |
| NELNET STUDENT LOAN TRUST | 1.36% 20 Apr 2062 | 419200 | 387333 |
| NELNET STUDENT LOAN TRUST | 1% 20 Apr 2062 | 840552 | 836906 |
| OCCIDENTAL PETROLEUM COR | 5.55% 15 Mar 2026 | 2230000 | 2240615 |
| OMERS FINANCE TRUST | 4% 20 Apr 2028 | 580000 | 569711 |
| ONEMAIN FINANCIAL ISSUANCE TRU | 3.14% 14 Oct 2036 | 1429000 | 1367221 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Feb 2052 | 233360 | 196783 |
| ONTARIO TEACHERS FINANC | 4.25% 25 Apr 2028 | 1415000 | 1400355 |
| ORACLE CORP | 3.25% 15 Nov 2027 | 356000 | 342095 |
| ORACLE CORP | 2.8% 01 Apr 2027 | 1374000 | 1318697 |
| PFS FINANCING CORP. | 5.8% 15 Mar 2028 | 1453000 | 1473867 |
| PFS FINANCING CORP. | 5.52% 15 Oct 2028 | 363000 | 368186 |
| PFS FINANCING CORP. | 5.34% 15 Apr 2029 | 265000 | 268392 |
| PIONEER NATURAL RESOURCE | 5.1% 29 Mar 2026 | 450000 | 452939 |
| PKHL COMMERCIAL MORTGAGE TRUST | 1% 15 Jul 2038 | 904000 | 854158 |
| PORSCHE FINANCIAL AUTO SECURIT | 5.79% 22 Jan 2029 | 355000 | 359071 |
| POUND STERLING | FOREIGN CURRENCY | 33903 | 42460 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PSP CAPITAL INC | 1% 03 Mar 2025 | 1000000 | 1000160 |
| REPUBLIC OF PANAMA | 2.252% 29 Sep 2032 | 250000 | 174823 |
| REPUBLIC OF PERU | 2.783% 23 Jan 2031 | 165000 | 140696 |
| ROGERS COMMUNICATIONS IN | 2.9% 15 Nov 2026 | 740000 | 714603 |
| RTX CORP | 3.5% 15 Mar 2027 | 810000 | 789539 |
| RTX CORP | 5.75% 08 Nov 2026 | 1215000 | 1236603 |
| SABINE PASS LIQUEFACTION | 5.625% 01 Mar 2025 | 305000 | 305107 |
| SABINE PASS LIQUEFACTION | 5% 15 Mar 2027 | 148000 | 148345 |
| SABINE PASS LIQUEFACTION | 5.875% 30 Jun 2026 | 550000 | 555220 |
| SCHOLAR FUNDING TRUST | 1% 28 Oct 2043 | 372348 | 372768 |
| SLM STUDENT LOAN TRUST | 1% 15 Dec 2038 | 176724 | 172609 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Sep 2034 | 60951 | 60906 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Jan 2053 | 680833 | 674107 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 16 Oct 2056 | 1163883 | 1190458 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Feb 2036 | 260779 | 259676 |
| SMB PRIVATE EDUCATION LOAN TRU | 2.23% 15 Sep 2037 | 329238 | 314521 |
| SMB PRIVATE EDUCATION LOAN TRU | 1.29% 15 Jul 2053 | 237119 | 220198 |
| SMB PRIVATE EDUCATION LOAN TRU | 2.85% 16 Nov 2054 | 494057 | 454446 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Jan 2053 | 365038 | 369274 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Oct 2035 | 35021 | 34903 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Jun 2037 | 137555 | 137698 |
| SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Mar 2056 | 572909 | 583134 |
| SMB PRIVATE EDUCATION LOAN TRU | 3.94% 16 Feb 2055 | 319557 | 305698 |
| SMB PRIVATE EDUCATION LOAN TRU | 5.67% 15 Nov 2052 | 205260 | 208010 |
| SOCIAL PROFESSIONAL LOAN PROGR | 1.95% 15 Feb 2046 | 86130 | 79561 |
| SOCIAL PROFESSIONAL LOAN PROGR | 2.84% 25 Jan 2041 | 89304 | 88262 |
| SPRINT LLC | 7.625% 01 Mar 2026 | 337000 | 344613 |
| SUMITOMO MITSUI FINL GRP | 5.464% 13 Jan 2026 | 850000 | 856044 |
| SWAP BANK OF AMERICA BOC | SWAP CASH COLLATERAL USD | 133630 | 133630 |
| SWAP BANK OF AMERICA BOC | SWAP CASH COLLATERAL USD | (133630) | (133630) |
| SWAP CCPC GOLDMAN SACHS COC | SWAP CCPC CASH COLLATERAL | (94000) | (94000) |
| SWAP CCPC GOLDMAN SACHS COC | SWAP CCPC CASH COLLATERAL | 94000 | 94000 |
| SWAP JP MORGAN COC | SWAP CASH COLLATERAL USD | 9000 | 9000 |
| SWEDISH EXPORT CREDIT | 4.375% 13 Feb 2026 | 695000 | 693346 |
| T MOBILE USA INC | 3.75% 15 Apr 2027 | 1430000 | 1396867 |
| T MOBILE USA INC | 2.25% 15 Feb 2026 | 795000 | 772820 |
| T MOBILE USA INC | 2.625% 15 Apr 2026 | 997000 | 971866 |
| T MOBILE USA INC | 1.5% 15 Feb 2026 | 3530000 | 3404509 |
| TARGA RESOURCES CORP | 5.2% 01 Jul 2027 | 875000 | 880224 |
| TAUBMAN CENTERS COMMERCIAL MOR | 1% 15 Dec 2039 | 740000 | 740402 |
| TEXAS ELECTRIC MKT STABL | 4.265% 01 Aug 2036 | 200868 | 194479 |
| TOYOTA AUTO LOAN EXTENDED NOTE | 4.93% 25 Jun 2036 | 1651000 | 1663962 |
| TRANSCONT GAS PIPE LINE | 7.85% 01 Feb 2026 | 358000 | 367000 |
| TRUIST FINANCIAL CORP | 1% 08 Jun 2027 | 2915000 | 2960707 |
| UBS GROUP AG | 1% 22 Dec 2027 | 1000000 | 1025390 |
| UNITED MEXICAN STATES | 1.45% 25 Oct 2033 | 760000 | 614372 |
| UNITEDHEALTH GROUP INC | 4.6% 15 Apr 2027 | 360000 | 360238 |
| US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | 200000 | 250 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (4700000) |  | 29506 |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 105400000 |  | (20710) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | (38700000) |  | 316478 |
| US BANK NA CINCINNATI | 1% 22 Oct 2027 | 1285000 |  | 1277419 |
| US DOLLAR | CURRENCY | (330581) |  | (330581) |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | (2200000) |  | 58549 |
| US TREASURY N/B | 2.625% 31 Jan 2026 | 71100000 |  | 69897410 |
| US TREASURY N/B | 4.5% 15 Nov 2025 | 2240000 |  | 2244025 |
| US TREASURY N/B | 4.625% 15 Mar 2026 | 13135000 |  | 13192466 |
| US TREASURY N/B | 3.75% 15 Apr 2026 | 6515000 |  | 6473518 |
| US TREASURY N/B | 3.625% 15 May 2026 | 3640000 |  | 3610141 |
| US TREASURY N/B | 4.625% 15 Oct 2026 | 9345000 |  | 9401946 |
| US TREASURY N/B | 4.375% 15 Dec 2026 | 7940000 |  | 7958299 |
| US TREASURY N/B | 4% 15 Jan 2027 | 15270000 |  | 15193650 |
| US TREASURY N/B | 4.625% 28 Feb 2026 | 14788100 |  | 14847599 |
| US TREASURY N/B | 4.25% 15 Mar 2027 | 27565000 |  | 27558540 |
| US TREASURY N/B | 4.5% 15 Apr 2027 | 11665000 |  | 11723325 |
| US TREASURY N/B | 4.5% 15 May 2027 | 14615000 |  | 14688075 |
| US TREASURY N/B | 4.625% 15 Jun 2027 | 13095000 |  | 13204466 |
| US TREASURY N/B | 4.375% 15 Jul 2027 | 7910000 |  | 7930393 |
| US TREASURY N/B | 3.75% 15 Aug 2027 | 15800000 |  | 15600031 |
| US TREASURY N/B | 3.375% 15 Sep 2027 | 19700000 |  | 19250594 |
| US TREASURY N/B | 3.875% 15 Oct 2027 | 1460000 |  | 1444716 |
| US TREASURY N/B | 4.125% 31 Oct 2029 | 11000000 |  | 10873672 |
| US TREASURY N/B | 4.125% 15 Nov 2027 | 26420000 |  | 26304413 |
| US TREASURY N/B | 4% 15 Dec 2027 | 6200000 |  | 6152047 |
| VICI PROPERTIES / NOTE | 4.25% 01 Dec 2026 | 4897000 |  | 4817375 |
| VICI PROPERTIES / NOTE | 4.625% 15 Jun 2025 | 32000 |  | 31899 |
| VISTRA OPERATIONS CO LLC | 5.05% 30 Dec 2026 | 250000 |  | 250195 |
| VMWARE LLC | 3.9% 21 Aug 2027 | 675000 |  | 659502 |
| VOLKSWAGEN GROUP AMERICA | 5.7% 12 Sep 2026 | 1249000 |  | 1259829 |
| WELLS FARGO + COMPANY | 1% 30 Apr 2026 | 2425000 |  | 2402836 |
| WELLS FARGO + COMPANY | 1% 15 Aug 2026 | 98000 |  | 97788 |
| WELLS FARGO + COMPANY | 1% 22 Apr 2028 | 2115000 |  | 2149538 |
| WELLS FARGO COMMERCIAL MORTGAG | 1% 15 Dec 2059 | 2046992 |  | 25306 |
| WELLS FARGO COMMERCIAL MORTGAG | 1% 15 Nov 2057 | 160000 |  | 164662 |
| WESTPAC BANKING CORP | 4.184% 22 May 2028 | 1775000 |  | 1747186 |
|  | **Sub-Total: Fund 5710 1 of 16** |  | **Total** | $**638506113** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date, <br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date, <br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current <br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | 1166 AVENUE OF THE AMERICAS CO | 5.689% 13 Oct 2037 | 1000000 |  | $958386 |
|  | 1211 AVENUE OF THE AMERICAS TR | 3.9% 10 Aug 2035 | 1400000 |  | 1382798 |
|  | ABU DHABI GOVT INT L | 3.125% 30 Sep 2049 | 2200000 |  | 1459062 |
|  | AIMCO | 1% 17 Oct 2034 | 1200000 |  | 1202640 |
|  | ALLY AUTO RECEIVABLES TRUST | 5.32% 15 Jan 2027 | 756815 |  | 758552 |
|  | AMEREN MISSOURI SEC FU I | 4.85% 01 Oct 2041 | 400000 |  | 391304 |
|  | AMERICAN HOMES 4 RENT | 4.25% 15 Feb 2028 | 1800000 |  | 1756908 |
|  | AMERICAN MEDICAL SYST EU | 3.375% 08 Mar 2029 | 600000 |  | 632247 |
|  | AMERICAN TOWER CORP | 3.55% 15 Jul 2027 | 800000 |  | 774872 |
|  | AMGEN INC | 4.875% 01 Mar 2053 | 1400000 |  | 1200178 |
|  | AREIT CRE TRUST | 1% 17 Nov 2038 | 730835 |  | 729588 |
|  | AREIT CRE TRUST | 1% 20 Jan 2037 | 1744728 |  | 1738364 |
|  | AT+T INC | 4.85% 01 Mar 2039 | 900000 |  | 831456 |
|  | ATHENE GLOBAL FUNDING | 5.349% 09 Jul 2027 | 800000 |  | 807960 |
|  | AUSTRALIAN DOLLAR | FOREIGN CURRENCY | 38297 |  | 23711 |
|  | AVALONBAY COMMUNITIES | 1.9% 01 Dec 2028 | 1400000 |  | 1251166 |
|  | AVIATION CAPITAL GROUP | 6.75% 25 Oct 2028 | 800000 |  | 839752 |
|  | BAIN CAPITAL CREDIT CLO, LIMIT | 1% 24 Jul 2034 | 800000 |  | 800000 |
|  | BAIN CAPITAL CREDIT CLO, LIMIT | 1% 16 Jul 2034 | 1200000 |  | 1200960 |
|  | BANC OF AMERICA SEURITIES LLC | TBA CASH COLLATERAL USD | 450000 |  | 450000 |
|  | BANCO SANTANDER SA | 1% 24 Mar 2028 | 1600000 |  | 1565904 |
|  | BANCO SANTANDER SA | 6.607% 07 Nov 2028 | 400000 |  | 420460 |
|  | BANK OF AMERICA CORP | 1% 07 Feb 2030 | 1600000 |  | 1532928 |
|  | BANK OF AMERICA CORP | 1% 29 Apr 2031 | 1800000 |  | 1581372 |
|  | BANK OF AMERICA CORP | 1% 10 Nov 2028 | 1000000 |  | 1034390 |
|  | BARCLAYS PLC | 1% 02 Nov 2026 | 600000 |  | 610812 |
|  | BARCLAYS PLC | 1% 02 Nov 2028 | 500000 |  | 529835 |
|  | BARCLAYS PLC | 1% 13 Sep 2027 | 600000 |  | 609834 |
|  | BAYER US FINANCE II LLC | 4.375% 15 Dec 2028 | 1600000 |  | 1536592 |
|  | BAYER US FINANCE LLC | 6.375% 21 Nov 2030 | 500000 |  | 514645 |
|  | BBCCRE TRUST | 3.966% 10 Aug 2033 | 2200000 |  | 2124248 |
|  | BENCHMARK MORTGAGE TRUST | 3.965% 10 Apr 2051 | 471116 |  | 465063 |
|  | BENCHMARK MORTGAGE TRUST | 1% 15 Jan 2055 | 1500000 |  | 1373772 |
|  | BIG COMMERCIAL MORTGAGE TRUST | 1% 15 Feb 2039 | 1095263 |  | 1090764 |
|  | BIRCH GROVE CLO LTD. | 1% 17 Jul 2037 | 1100000 |  | 1107700 |
|  | BLACK HILLS CORP | 2.5% 15 Jun 2030 | 1500000 |  | 1307715 |
|  | BLUEMOUNTAIN CLO LTD | 1% 15 Nov 2030 | 587589 |  | 588059 |
|  | BOA FUTURES COC | BOA FUTURES CCBOSXUS1 | 880000 |  | 880000 |
|  | BOEING CO | 3.2% 01 Mar 2029 | 700000 |  | 644931 |
|  | BOEING CO | 2.7% 01 Feb 2027 | 800000 |  | 762136 |
|  | BOEING CO | 5.15% 01 May 2030 | 600000 |  | 591642 |
|  | BOEING CO | 2.196% 04 Feb 2026 | 700000 |  | 679084 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BOOST NEWCO BORROWER LLC | 7.5% 15 Jan 2031 | 400000 | 419068 |
| BOSTON GAS COMPANY | 3.15% 01 Aug 2027 | 300000 | 285753 |
| BPCE SA | 1% 19 Jul 2033 | 1300000 | 1281826 |
| BRAZILIAN REAL | FOREIGN CURRENCY | 426112 | 68974 |
| BRITISH AIR 20 1 A PTT | 4.25% 15 May 2034 | 509551 | 483778 |
| BROADCOM INC | 3.137% 15 Nov 2035 | 1660000 | 1355407 |
| BROADCOM INC | 4.926% 15 May 2037 | 897000 | 853729 |
| BSPRT ISSUER, LTD. | 1% 15 Dec 2038 | 427908 | 427918 |
| BWU01JHW7 IRS USD P F 2.00000 | 2% 21 Dec 2032 | (2500000) | (2151177) |
| BWU01JHW7 IRS USD R V 12MSOFR | 1% 21 Dec 2032 | 2500000 | 2500000 |
| BWU01JI06 IRS USD P F 1.75000 | 1.75% 21 Dec 2052 | (6800000) | (4282887) |
| BWU01JI06 IRS USD R V 12MSOFR | 1% 21 Dec 2052 | 6800000 | 6800000 |
| BWU01PC24 IRS USD P F 3.50000 | 3.5% 20 Sep 2025 | (100000) | (99463) |
| BWU01PC24 IRS USD R V 12MSOFR | 1% 20 Sep 2025 | 100000 | 100000 |
| BWU0203Z5 IRS USD P F 4.00000 | 4% 20 Jun 2026 | (2000000) | (1996225) |
| BWU0203Z5 IRS USD R V 12MSOFR | 1% 20 Jun 2026 | 2000000 | 2000000 |
| BWU0206W9 IRS USD P F 3.50000 | 3.5% 20 Jun 2054 | (1400000) | (1293319) |
| BWU0206W9 IRS USD R V 12MSOFR | 1% 20 Jun 2054 | 1400000 | 1400000 |
| BWU020B78 IRS USD P F 3.50000 | 3.5% 18 Dec 2025 | (3700000) | (3676239) |
| BWU020B78 IRS USD R V 12MSOFR | 1% 18 Dec 2025 | 3700000 | 3700000 |
| BWU020M68 IRS USD P F 3.66674 | 3.666% 31 May 2028 | (2900000) | (2863695) |
| BWU020M68 IRS USD R V 12MSOFR | 1% 31 May 2028 | 2900000 | 2900000 |
| BWU020UI3 IRS USD P F 3.61324 | 3.613% 15 Aug 2033 | (5100000) | (4933345) |
| BWU020UI3 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 5100000 | 5100000 |
| BWU020WU4 IRS USD P F 3.68691 | 3.686% 15 Aug 2033 | (5200000) | (5057791) |
| BWU020WU4 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 5200000 | 5200000 |
| BWU020YI9 IRS USD P F 3.69100 | 3.691% 31 Oct 2030 | (2800000) | (2748353) |
| BWU020YI9 IRS USD R V 12MSOFR | 1% 31 Oct 2030 | 2800000 | 2800000 |
| BWU020YJ7 IRS USD P F 3.70911 | 3.709% 15 Aug 2033 | (800000) | (779407) |
| BWU020YJ7 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 800000 | 800000 |
| BWU020YU2 IRS USD P F 3.71780 | 3.717% 15 Aug 2033 | (1300000) | (1267353) |
| BWU020YU2 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 1300000 | 1300000 |
| BWU021169 IRS USD P F 3.76264 | 3.762% 15 Aug 2033 | (5200000) | (5086284) |
| BWU021169 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 5200000 | 5200000 |
| BWU021193 IRS USD P F 3.75251 | 3.752% 15 Aug 2033 | (1100000) | (1075139) |
| BWU021193 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 1100000 | 1100000 |
| BWU0213Z3 IRS USD P F 3.71653 | 3.716% 15 Aug 2033 | (2400000) | (2339509) |
| BWU0213Z3 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 2400000 | 2400000 |
| BWU021581 IRS USD P F 3.72680 | 3.726% 31 Oct 2030 | (800000) | (786723) |
| BWU021581 IRS USD R V 12MSOFR | 1% 31 Oct 2030 | 800000 | 800000 |
| BWU021599 IRS USD P F 3.72186 | 3.721% 31 Oct 2030 | (300000) | (294944) |
| BWU021599 IRS USD R V 12MSOFR | 1% 31 Oct 2030 | 300000 | 300000 |
| BWU0216Y3 IRS USD P F 3.73910 | 3.739% 31 Oct 2030 | (900000) | (885634) |
| BWU0216Y3 IRS USD R V 12MSOFR | 1% 31 Oct 2030 | 900000 | 900000 |
| BWU021AI3 IRS USD P F 3.80740 | 3.807% 31 May 2028 | (1800000) | (1785477) |
| BWU021AI3 IRS USD R V 12MSOFR | 1% 31 May 2028 | 1800000 | 1800000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BWU021B84 IRS USD P F 3.73172 | 3.731% 31 Oct 2030 | (500000) | (491829) |
| BWU021B84 IRS USD R V 12MSOFR | 1% 31 Oct 2030 | 500000 | 500000 |
| BWU021B92 IRS USD P F 3.74267 | 3.742% 15 Aug 2033 | (200000) | (195337) |
| BWU021B92 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 200000 | 200000 |
| BWU021BN1 IRS USD P F 3.74463 | 3.744% 15 Aug 2033 | (1400000) | (1367559) |
| BWU021BN1 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 1400000 | 1400000 |
| BWU021EN8 IRS USD P F 3.75375 | 3.753% 15 Aug 2033 | (1100000) | (1075237) |
| BWU021EN8 IRS USD R V 12MSOFR | 1% 15 Aug 2033 | 1100000 | 1100000 |
| BWU022DX5 IRS GBP P F 3.75000 | 3.75% 18 Sep 2054 | (300000) | (345588) |
| BWU022DX5 IRS GBP R V 12MSONIA | 1% 18 Sep 2054 | 300000 | 375720 |
| BWU025TK9 IRS USD P F 3.75000 | 3.75% 18 Dec 2026 | (1600000) | (1589863) |
| BWU025TK9 IRS USD R V 12MSOFR | 1% 18 Dec 2026 | 1600000 | 1600000 |
| BWU02D676 IRS USD P F 3.71000 | 3.71% 30 Nov 2031 | (6700000) | (6568409) |
| BWU02D676 IRS USD R V 12MSOFR | 1% 30 Nov 2031 | 6700000 | 6700000 |
| BWU02DSM9 IRS USD P F 3.76473 | 3.764% 17 Dec 2054 | (500000) | (485479) |
| BWU02DSM9 IRS USD R V 12MSOFR | 1% 17 Dec 2054 | 500000 | 500000 |
| BWU02DT48 IRS CAD P F 2.90000 | 2.9% 01 Jun 2033 | (1100000) | (766397) |
| BWU02DT48 IRS CAD R V 06MCORRA | 1% 01 Jun 2033 | 1100000 | 764845 |
| BWU02DWJ1 IRS USD P F 3.89548 | 3.895% 15 Nov 2054 | (1872000) | (1859674) |
| BWU02DWJ1 IRS USD R V 12MSOFR | 1% 15 Nov 2054 | 1872000 | 1872000 |
| BX TRUST | 1% 15 Oct 2038 | 484238 | 483912 |
| BX TRUST | 1% 17 Jan 2039 | 1200000 | 1197008 |
| CADILLAC FAIRVIEW PRP TR | 3.875% 20 Mar 2027 | 700000 | 682591 |
| CALIFORNIA ST HLTH FACS FING A | 4.19% 01 Jun 2037 | 1300000 | 1180603 |
| CALIFORNIA ST HLTH FACS FING A | 1.979% 01 Jun 2030 | 3000000 | 2607240 |
| CANADA SQUARE MORTGAGE FUNDING | 1% 17 Jan 2059 | 735378 | 922237 |
| CANADIAN DOLLAR | FOREIGN CURRENCY | 47655 | 33135 |
| CAPITAL FOUR US CLO | 1% 20 Jan 2037 | 800000 | 805360 |
| CARVANA AUTO RECEIVABLES TRUST | 5.71% 10 Jul 2029 | 500000 | 510290 |
| CBAMR LTD | 1% 15 Jul 2037 | 1000000 | 1005700 |
| CCBOSHUS6 BANK OF AMERICA CCPC | CCBOSHUS6 BANK OF AMERICA CCPC | 1032000 | 1032000 |
| CENCORA INC | 4.75% 15 Jan 2025 | 1000000 | 998153 |
| CENTENE CORP | 3% 15 Oct 2030 | 1300000 | 1121588 |
| CENTENE CORP | 2.625% 01 Aug 2031 | 400000 | 328948 |
| CHARLES SCHWAB CORP | 1% 17 Nov 2029 | 400000 | 416628 |
| CHASE MORTGAGE FINANCE CORPORA | 1% 25 Jun 2055 | 1027421 | 1030737 |
| CIFC FUNDING LTD | 1% 24 Apr 2031 | 519221 | 518858 |
| CIM TRUST | 1% 25 Jun 2064 | 1315428 | 1279974 |
| CITIBANK NA | 4.838% 06 Aug 2029 | 800000 | 794616 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.431% 10 Jun 2048 | 72306 | 72143 |
| CITIGROUP REPO | 4.55% 02 Jan 2025 | 35700000 | 35700000 |
| COLONY MORTGAGE CAPITAL LTD | 1% 15 Nov 2038 | 1859572 | 1836541 |
| COLUMBIA PIPELINE HOLDCO | 5.097% 01 Oct 2031 | 900000 | 877212 |
| COMM MORTGAGE TRUST | 4.228% 10 May 2051 | 2100000 | 1991077 |
| COMMUNITY PRESERVATION C | 2.867% 01 Feb 2030 | 1400000 | 1228248 |
| CONSTELLATION BRANDS INC | 4.8% 15 Jan 2029 | 600000 | 595578 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CONSTELLATION EN GEN LLC | 5.6% 01 Mar 2028 | 600000 | 611664 |
| CQS US CLO LTD | 1% 20 Jan 2035 | 1000000 | 1001695 |
| CREDIT SUISSE MORTGAGE TRUST | 3.565% 15 Dec 2049 | 340036 | 337247 |
| CREDIT SUISSE MORTGAGE TRUST | 2.256% 15 Aug 2037 | 894813 | 871153 |
| CRH AMERICA FINANCE INC | 4.5% 04 Apr 2048 | 1000000 | 829680 |
| CROWN POINT CLO 7, LTD | 1% 20 Oct 2031 | 986096 | 987082 |
| CURRENCY CONTRACT | CAD/USD | 0 | 5876 |
| CURRENCY CONTRACT | EUR/USD | 0 | 101762 |
| CURRENCY CONTRACT | GBP/USD | 0 | (17586) |
| CURRENCY CONTRACT | GBP/USD | 0 | 32095 |
| CURRENCY CONTRACT | JPY/USD | 0 | 3400 |
| CURRENCY CONTRACT | JPY/USD | 0 | 1971 |
| CURRENCY CONTRACT | MXN/USD | 0 | 3929 |
| DALLAS FORT WORTH TX INTERNATI | 1.649% 01 Nov 2026 | 1500000 | 1425834 |
| DANISH KRONE | FOREIGN CURRENCY | 1950 | 271 |
| DEUTSCHE BANK NY | 1% 16 Nov 2027 | 1400000 | 1330462 |
| DLLAD LLC | 5.19% 20 Apr 2026 | 141845 | 141973 |
| DTE ENERGY CO | 5.1% 01 Mar 2029 | 400000 | 400864 |
| DUKE ENERGY CORP | 3.75% 01 Apr 2031 | 800000 | 841754 |
| EDISON INTERNATIONAL | 6.95% 15 Nov 2029 | 1200000 | 1282128 |
| ELEVATION CLO LTD | 1% 25 Jan 2035 | 1200000 | 1203014 |
| ENEL FINANCE INTL NV | 7.5% 14 Oct 2032 | 700000 | 779534 |
| EPR PROPERTIES | 4.95% 15 Apr 2028 | 1700000 | 1670624 |
| EQUITABLE FINANCIAL LIFE | 5.45% 03 Mar 2028 | 500000 | 504090 |
| EQUS 2021 EQAZ MORTGAGE TRUST | 1% 15 Oct 2038 | 1199976 | 1197335 |
| EURO CURRENCY | FOREIGN CURRENCY | (160101) | (165785) |
| EURO-BUND FUTURE MAR 25 | XEUR 20250306 | (11100000) | 260138 |
| EXELON CORP | 5.15% 15 Mar 2029 | 1000000 | 1005120 |
| EXTRA SPACE STORAGE LP | 3.875% 15 Dec 2027 | 1800000 | 1759302 |
| FAIRFAX FINL HLDGS LTD | 4.85% 17 Apr 2028 | 1300000 | 1290666 |
| FANNIE MAE | 7.5% 20 Sep 2027 | 42393 | 43345 |
| FANNIE MAE | 6.5% 25 Jul 2029 | 52186 | 53047 |
| FANNIE MAE | 6.5% 25 Sep 2029 | 111963 | 114153 |
| FANNIE MAE | 1% 25 May 2036 | 585205 | 580597 |
| FANNIE MAE | 1% 25 Nov 2036 | 685100 | 676577 |
| FANNIE MAE | 7% 25 Jul 2039 | 57751 | 61420 |
| FANNIEMAE WHOLE LOAN | 6.5% 25 Jun 2028 | 3526 | 3524 |
| FED HM LN PC POOL 1J1214 | 1% 01 Sep 2035 | 15568 | 15706 |
| FED HM LN PC POOL 1J1219 | 1% 01 Oct 2035 | 41839 | 42345 |
| FED HM LN PC POOL 781923 | 1% 01 Sep 2034 | 149819 | 153615 |
| FED HM LN PC POOL 785867 | 1% 01 Dec 2026 | 4860 | 4857 |
| FED HM LN PC POOL 789758 | 1% 01 Sep 2032 | 2393 | 2432 |
| FED HM LN PC POOL 789777 | 1% 01 Sep 2032 | 5452 | 5542 |
| FED HM LN PC POOL 848812 | 1% 01 Oct 2039 | 332062 | 338100 |
| FED HM LN PC POOL C91256 | 5% 01 Jun 2029 | 6226 | 6241 |
| FED HM LN PC POOL Q47083 | 3.5% 01 Apr 2047 | 1921307 | 1732979 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL Q47482 | 3.5% 01 Apr 2047 | 2207501 | 1991120 |
| FED HM LN PC POOL QG6691 | 5.5% 01 Jun 2053 | 212127 | 210534 |
| FED HM LN PC POOL SB0257 | 4% 01 Nov 2033 | 15381 | 15290 |
| FED HM LN PC POOL SD2524 | 4% 01 Oct 2052 | 652418 | 597759 |
| FED HM LN PC POOL SD3275 | 5.5% 01 Jul 2053 | 1746266 | 1731767 |
| FED HM LN PC POOL SD8220 | 3% 01 Jun 2052 | 10068467 | 8561216 |
| FED HM LN PC POOL SD8254 | 3% 01 Oct 2052 | 8330122 | 7081163 |
| FEDERAL HOME LOAN BANK | 1.115% 26 Feb 2027 | 9200000 | 8554804 |
| FEDERAL HOME LOAN BANK | 0.96% 05 Mar 2026 | 6100000 | 5852340 |
| FIFTH THIRD BANCORP | 1% 27 Oct 2028 | 100000 | 103341 |
| FNMA POOL 257238 | 5% 01 Jun 2028 | 14401 | 14398 |
| FNMA POOL 450838 | 5.5% 01 Dec 2028 | 531 | 534 |
| FNMA POOL 457274 | 1% 01 Oct 2028 | 306 | 307 |
| FNMA POOL 559810 | 1% 01 Aug 2040 | 6114 | 6059 |
| FNMA POOL 735764 | 1% 01 Jul 2035 | 45905 | 46683 |
| FNMA POOL 735965 | 1% 01 Oct 2035 | 12813 | 12925 |
| FNMA POOL 745390 | 1% 01 Feb 2036 | 431664 | 437940 |
| FNMA POOL 783610 | 1% 01 Jun 2035 | 285617 | 289974 |
| FNMA POOL 814000 | 6% 01 Jun 2035 | 40136 | 41621 |
| FNMA POOL 822101 | 1% 01 May 2035 | 93223 | 94362 |
| FNMA POOL 826129 | 1% 01 Jul 2035 | 31585 | 31584 |
| FNMA POOL 844532 | 1% 01 Nov 2035 | 34475 | 34658 |
| FNMA POOL 890362 | 1% 01 Aug 2041 | 394427 | 381962 |
| FNMA POOL 897717 | 1% 01 Aug 2036 | 3251 | 3257 |
| FNMA POOL 899601 | 5.5% 01 Jul 2047 | 894184 | 894141 |
| FNMA POOL 902551 | 6% 01 Nov 2036 | 1572 | 1635 |
| FNMA POOL AA7916 | 4% 01 Mar 2039 | 5052 | 4772 |
| FNMA POOL AB9136 | 2.5% 01 Apr 2043 | 36745 | 31410 |
| FNMA POOL AE8349 | 6% 01 Aug 2037 | 8536 | 8800 |
| FNMA POOL AK0730 | 1% 01 Feb 2042 | 33783 | 34509 |
| FNMA POOL AL2815 | 1% 01 May 2035 | 46852 | 47825 |
| FNMA POOL AL5548 | 1% 01 May 2038 | 271761 | 277488 |
| FNMA POOL AL6447 | 1% 01 Jan 2026 | 86 | 86 |
| FNMA POOL AL7183 | 1% 01 Jan 2036 | 96526 | 99054 |
| FNMA POOL AL8922 | 1% 01 May 2030 | 152725 | 149988 |
| FNMA POOL AL9380 | 1% 01 Apr 2031 | 388165 | 374567 |
| FNMA POOL AR5180 | 3% 01 Jul 2043 | 1040553 | 921574 |
| FNMA POOL AS1410 | 3% 01 Jan 2029 | 106834 | 104087 |
| FNMA POOL AS4168 | 4% 01 Dec 2044 | 62143 | 58040 |
| FNMA POOL AS5715 | 3% 01 Sep 2030 | 139472 | 134385 |
| FNMA POOL AS7603 | 4% 01 Jul 2046 | 600300 | 558756 |
| FNMA POOL AX7911 | 3% 01 Jan 2045 | 89976 | 79090 |
| FNMA POOL AZ8086 | 3.5% 01 Jul 2045 | 203578 | 183901 |
| FNMA POOL BE2092 | 3.5% 01 Dec 2046 | 124433 | 112120 |
| FNMA POOL BM1447 | 1% 01 Jul 2047 | 5460943 | 4919995 |
| FNMA POOL BS7947 | 4.55% 01 Mar 2028 | 500000 | 496229 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL BS9245 | 4.92% 01 Aug 2028 | 100000 | 99833 |
| FNMA POOL BY6826 | 5.5% 01 Jul 2053 | 91400 | 90350 |
| FNMA POOL BY7116 | 5.5% 01 Jun 2053 | 661982 | 654809 |
| FNMA POOL CB2668 | 3% 01 Jan 2052 | 9881774 | 8394054 |
| FNMA POOL CB2894 | 3% 01 Feb 2052 | 3196421 | 2715194 |
| FNMA POOL CB3120 | 3% 01 Mar 2052 | 6400457 | 5438459 |
| FNMA POOL CB6220 | 4.5% 01 May 2053 | 89846 | 84967 |
| FNMA POOL CB6241 | 4.5% 01 May 2053 | 1492262 | 1408447 |
| FNMA POOL FS1371 | 1% 01 Mar 2052 | 10506122 | 8927036 |
| FNMA POOL FS2190 | 1% 01 Jun 2052 | 583707 | 539485 |
| FNMA POOL FS3097 | 1% 01 Oct 2052 | 166799 | 154554 |
| FNMA POOL MA0184 | 5% 01 Sep 2029 | 132880 | 133037 |
| FNMA POOL MA4700 | 4% 01 Aug 2052 | 6001371 | 5492926 |
| FNMA POOL MA5062 | 3% 01 Jun 2053 | 8946607 | 7599598 |
| FNMA POOL MA5605 | 3.5% 01 Jan 2055 | 13500000 | 11940685 |
| FNMA TBA 30 YR 2 | 2% 15 Feb 2055 | 6200000 | 4823036 |
| FNMA TBA 30 YR 4 | 4% 13 Feb 2055 | 20900000 | 19094365 |
| FNMA TBA 30 YR 4 | 4% 15 Mar 2055 | 1300000 | 1186985 |
| FNMA TBA 30 YR 4.5 | 4.5% 15 Mar 2055 | 11300000 | 10610081 |
| FNMA TBA 30 YR 5 | 5% 13 Feb 2055 | 28300000 | 27297020 |
| FNMA TBA 30 YR 5.5 | 5.5% 15 Feb 2055 | 14400000 | 14204894 |
| FNMA TBA 30 YR 6 | 6% 15 Feb 2055 | 3200000 | 3213664 |
| FORD MOTOR CREDIT CO LLC | 4.271% 09 Jan 2027 | 700000 | 685482 |
| FORD MOTOR CREDIT CO LLC | 5.8% 05 Mar 2027 | 1000000 | 1008680 |
| FREDDIE MAC | 6.5% 15 Feb 2026 | 2590 | 2590 |
| FREDDIE MAC | 6% 15 Dec 2028 | 39988 | 40555 |
| FREDDIE MAC | 1% 15 Nov 2042 | 694730 | 687649 |
| FREDDIE MAC | 1% 15 Oct 2043 | 417328 | 406388 |
| FREDDIE MAC | 1% 15 Aug 2040 | 320501 | 314424 |
| FREDDIE MAC | 1% 15 Oct 2040 | 304285 | 298470 |
| FREDDIE MAC | 5.5% 15 Nov 2032 | 291413 | 293626 |
| FREDDIE MAC | 1% 15 May 2037 | 180694 | 177733 |
| GLP CAPITAL LP / FIN II | 5.625% 15 Sep 2034 | 1000000 | 981230 |
| GNMA II POOL 002910 | 8.5% 20 Apr 2030 | 188 | 197 |
| GNMA II POOL 002947 | 8.5% 20 Jul 2030 | 164 | 173 |
| GNMA II POOL 003029 | 8.5% 20 Jan 2031 | 1368 | 1457 |
| GNMA II POOL 780840 | 8.5% 20 Jul 2028 | 1051 | 1073 |
| GNMA II POOL MA5399 | 4.5% 20 Aug 2048 | 646523 | 620261 |
| GNMA II POOL MA5652 | 4.5% 20 Dec 2048 | 166268 | 159313 |
| GNMA POOL 783473 | 3.5% 15 Nov 2041 | 225174 | 206073 |
| GNMA POOL BT3503 | 4% 15 Feb 2050 | 71461 | 66156 |
| GOLDENTREE LOAN MANAGEMENT US | 1% 24 Apr 2031 | 594206 | 594087 |
| GOLDMAN SACHS GROUP INC | 1% 24 Oct 2029 | 600000 | 628494 |
| GOLDMAN SACHS GROUP INC | 1% 21 Oct 2027 | 400000 | 379500 |
| GOLDMAN SACHS GROUP INC | 1% 15 Mar 2028 | 139000 | 135087 |
| GOODMAN US FIN FOUR | 4.5% 15 Oct 2037 | 700000 | 614817 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 972072 | 972072 |
| | GS MORTGAGE SECURITIES TRUST | 3.621% 10 Oct 2035 | 1400000 | 1365745 |
| | GS MORTGAGE SECURITIES TRUST | 2.855% 10 May 2034 | 848541 | 715103 |
| | HSBC HOLDINGS PLC | 1% 03 Nov 2028 | 900000 | 953586 |
| | HSBC HOLDINGS PLC | 1% 14 Aug 2027 | 1000000 | 1012940 |
| | HUNDRED ACRE WOOD TRUST | 1% 25 Oct 2051 | 1062780 | 986898 |
| | HUNDRED ACRE WOOD TRUST | 1% 25 Dec 2051 | 1136806 | 1059846 |
| | HYUNDAI CAPITAL AMERICA | 4.875% 01 Nov 2027 | 700000 | 697809 |
| | INTEL CORP | 5.125% 10 Feb 2030 | 700000 | 693119 |
| | IPALCO ENTERPRISES INC | 5.75% 01 Apr 2034 | 1000000 | 1000590 |
| | JAMESTOWN CLO LTD | 1% 25 Jul 2035 | 1200000 | 1201333 |
| | JAPANESE YEN | FOREIGN CURRENCY | (1965) | (13) |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 May 2050 | 632629 | 555792 |
| \* | JPMORGAN CHASE + CO | 1% 25 Jul 2028 | 800000 | 799480 |
| \* | JPMORGAN CHASE + CO | 1% 22 Oct 2030 | 800000 | 785000 |
|  | KBC GROUP NV | 1% 19 Jan 2029 | 400000 | 406060 |
|  | KILROY REALTY LP | 4.375% 01 Oct 2025 | 2300000 | 2288799 |
|  | KKR FINANCIAL CLO LTD | 1% 20 Jul 2034 | 1200000 | 1200120 |
|  | LEHMAN BROTHERS HOLDINGS | 6.75% 28 Dec 2017 | 3100000 | 31 |
|  | LLOYDS BANKING GROUP PLC | 1% 26 Nov 2035 | 700000 | 693504 |
|  | LLOYDS BANKING GROUP PLC | 1% 18 Mar 2028 | 1300000 | 1264744 |
|  | LLOYDS BANKING GROUP PLC | 1% 05 Jan 2028 | 200000 | 201642 |
|  | LOANCORE 2021 CRE6 ISSUER, LTD | 1% 15 Nov 2038 | 460439 | 459489 |
|  | LOANCORE 2022 CRE7 ISSUER LTD. | 1% 17 Jan 2037 | 1048904 | 1048626 |
|  | LOUISIANA ST LOCAL GOVT ENVRNM | 4.145% 01 Feb 2033 | 1300000 | 1260859 |
|  | LOUISIANA ST LOCAL GOVT ENVRNM | 4.275% 01 Feb 2036 | 2600000 | 2452820 |
|  | MERCEDES BENZ AUTO RECEIVABLES | 4.51% 15 Nov 2027 | 814901 | 815038 |
|  | MEXICAN PESO (NEW) | FOREIGN CURRENCY | 1313139 | 63154 |
|  | MF1 MULTIFAMILY HOUSING MORTGA | 1% 16 Oct 2036 | 716570 | 714122 |
|  | MIZUHO FINANCIAL GROUP | 1% 13 Sep 2030 | 1700000 | 1535984 |
|  | MIZUHO FINANCIAL GROUP | 1% 27 May 2029 | 500000 | 509430 |
|  | MONONGAHELA POWER CO | 3.55% 15 May 2027 | 2000000 | 1939580 |
|  | MORGAN STANLEY | 1% 16 Oct 2026 | 800000 | 808088 |
|  | MORGAN STANLEY | 1% 01 Nov 2029 | 500000 | 522350 |
|  | MORGAN STANLEY | 1% 13 Apr 2028 | 700000 | 703878 |
|  | MORGAN STANLEY | 1% 13 Apr 2028 | 200000 | 203148 |
|  | MORGAN STANLEY | 1% 18 Apr 2030 | 100000 | 101843 |
|  | MORGAN STANLEY | 1% 19 Jul 2030 | 800000 | 796568 |
|  | MORGAN STANLEY CAP SVCS COC | SWAP CASH COLLATERAL USD | 44000 | 44000 |
|  | MORGAN STANLEY CAPITAL I TRUST | 3.337% 15 Dec 2049 | 2037217 | 1977133 |
|  | MORGAN STANLEY CAPITAL I TRUST | 1% 15 Dec 2038 | 1400000 | 1347615 |
|  | MOUNTAIN VIEW CLO | 1% 15 Oct 2034 | 1200000 | 1199520 |
|  | MOUNTAIN VIEW CLO | 1% 15 Apr 2034 | 800000 | 802478 |
|  | MUTUAL OF OMAHA GLOBAL | 4.75% 15 Oct 2029 | 600000 | 590691 |
|  | NATIONAL GRID PLC | 5.809% 12 Jun 2033 | 500000 | 510020 |
|  | NATIONAL SECS CLEARING | 5% 30 May 2028 | 850000 | 852423 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | NAVIENT STUDENT LOAN TRUST | 1% 25 Mar 2066 | 771000 | 776515 |
| \* | NEW YORK LIFE GLOBAL FDG | 1.2% 07 Aug 2030 | 1400000 | 1148406 |
|  | NEW YORK ST URBAN DEV CORP REV | 1.877% 15 Mar 2030 | 2000000 | 1723708 |
|  | NEW ZEALAND DOLLAR | FOREIGN CURRENCY | 467 | 261 |
|  | NEXTERA ENERGY CAPITAL | 2.25% 01 Jun 2030 | 1800000 | 1557324 |
|  | NEXTERA ENERGY CAPITAL | 4.9% 28 Feb 2028 | 800000 | 800304 |
|  | NIAGARA MOHAWK POWER | 4.278% 15 Dec 2028 | 600000 | 580386 |
|  | NISSAN MOTOR ACCEPTANCE | 1% 13 Sep 2027 | 900000 | 910224 |
|  | NISSAN MOTOR CO | 4.81% 17 Sep 2030 | 1300000 | 1222169 |
|  | NNN REIT INC | 3.5% 15 Oct 2027 | 1500000 | 1449255 |
|  | NOMURA HOLDINGS INC | 3.103% 16 Jan 2030 | 1700000 | 1531717 |
|  | NORTHERN STATES PWR MINN | 2.9% 01 Mar 2050 | 1400000 | 895496 |
|  | NSTAR ELECTRIC CO | 5.4% 01 Jun 2034 | 900000 | 905481 |
|  | NUVEEN LLC | 5.55% 15 Jan 2030 | 700000 | 712138 |
|  | OCEAN TRAILS CLO | 1% 15 Oct 2034 | 1200000 | 1203113 |
|  | OMEGA HLTHCARE INVESTORS | 4.75% 15 Jan 2028 | 1700000 | 1677101 |
|  | ONEOK INC | 5.05% 01 Nov 2034 | 900000 | 861327 |
|  | ONSLOW BAY FINANCIAL LLC | 1% 25 Jan 2064 | 1062734 | 1071173 |
|  | ORACLE CORP | 3.6% 01 Apr 2050 | 1700000 | 1187365 |
|  | PACIFIC GAS + ELECTRIC | 4.4% 01 Mar 2032 | 1400000 | 1316574 |
|  | PACIFIC GAS + ELECTRIC | 1% 04 Sep 2025 | 1000000 | 1001360 |
|  | POLISH ZLOTY | FOREIGN CURRENCY | 904 | 219 |
|  | POUND STERLING | FOREIGN CURRENCY | 74570 | 93391 |
|  | PRINCIPAL LFE GLB FND II | 4.95% 27 Nov 2029 | 200000 | 199120 |
|  | PROVINCE OF QUEBEC | 3.6% 01 Sep 2033 | 1100000 | 759323 |
|  | READYCAP COMMERCIAL MORTGAGE T | 1% 25 Oct 2039 | 763302 | 766641 |
|  | REPUBLIC OF CHILE | 3.5% 31 Jan 2034 | 1300000 | 1120665 |
|  | REPUBLIC OF PERU | 5.875% 08 Aug 2054 | 700000 | 665917 |
|  | RETAIL OPPORTUNITY IN | 6.75% 15 Oct 2028 | 700000 | 742259 |
|  | RIPON MORTGAGES PLC | 1% 28 Aug 2056 | 558173 | 699210 |
|  | RMAC SECURITIES PLC | 1% 12 Jun 2044 | 532789 | 654104 |
|  | ROCHESTER GAS + ELECTRIC | 3.1% 01 Jun 2027 | 1000000 | 956650 |
|  | ROLLS ROYCE PLC | 5.75% 15 Oct 2027 | 400000 | 405696 |
|  | ROMANIA | 2% 28 Jan 2032 | 1600000 | 1314555 |
|  | ROMANIA | 2% 14 Apr 2033 | 2200000 | 1729397 |
|  | S+P GLOBAL INC | 2.7% 01 Mar 2029 | 400000 | 368152 |
|  | SALES TAX SECURITIZATION CORP | 3.107% 01 Jan 2035 | 1700000 | 1409509 |
|  | SANTANDER UK GROUP HLDGS | 1% 11 Sep 2030 | 575000 | 559009 |
|  | SANTOS FINANCE LTD | 6.875% 19 Sep 2033 | 200000 | 211258 |
|  | SFO COMMERICAL MORTGAGE TRUST | 1% 15 May 2038 | 2300000 | 2247164 |
|  | SFS AUTO RECEIVABLES SECURITIZ | 5.35% 21 Jun 2027 | 365680 | 366510 |
|  | SINGAPORE DOLLAR | FOREIGN CURRENCY | 283 | 207 |
|  | SMB PRIVATE EDUCATION LOAN TRU | 2.34% 15 Sep 2034 | 15581 | 15527 |
|  | SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Mar 2056 | 366662 | 373206 |
|  | SOCIETE GENERALE | 4.677% 15 Jun 2027 | 1300000 | 1293097 |
|  | SOCIETE GENERALE | 1% 10 Jan 2029 | 600000 | 613722 |
|  | SOUTHERN CAL EDISON | 2.25% 01 Jun 2030 | 1500000 | 1301700 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SOUTHERN CO | 3.7% 30 Apr 2030 | 600000 | 562944 |
| SOUTHWEST GAS CORP | 4.05% 15 Mar 2032 | 2100000 | 1949136 |
| SOUTHWESTERN ELEC POWER | 4.1% 15 Sep 2028 | 500000 | 485175 |
| SREIT TRUST | 1% 15 Oct 2038 | 1400000 | 1392299 |
| STANDARD CHARTERED PLC | 1% 29 Jun 2032 | 1300000 | 1090141 |
| STARWOOD MORTGAGE RESIDENTIAL | 1% 25 Apr 2065 | 384423 | 363547 |
| STEELE CREEK CLO LTD | 1% 15 Apr 2031 | 516019 | 515761 |
| STRIPS | 0.01% 15 Feb 2042 | 3300000 | 1386704 |
| SUMITOMO MITSUI FINL GRP | 5.71% 13 Jan 2030 | 500000 | 512285 |
| SUTTER HEALTH | 5.164% 15 Aug 2033 | 900000 | 890469 |
| SWAP CCPC BANK OF AMERICA COC | SWAP CASH COLLATERAL | 636000 | 636000 |
| SWEDBANK AB | 5.337% 20 Sep 2027 | 1200000 | 1210560 |
| SWISS FRANC | FOREIGN CURRENCY | 374 | 412 |
| SWPC0JYY5 CDS USD P V 03MEVENT | 1% 20 Jun 2026 | (600000) | (600000) |
| SWPC0JYY5 CDS USD R F 1.00000 | 1% 20 Jun 2026 | 600000 | 607793 |
| SWPC0KR12 CDS USD P V 03MEVENT | 1% 20 Jun 2027 | (600000) | (600000) |
| SWPC0KR12 CDS USD R F 1.00000 | 1% 20 Jun 2027 | 600000 | 597217 |
| SWPC0L126 CDS USD P V 03MEVENT | 1% 20 Jun 2027 | (2200000) | (2200000) |
| SWPC0L126 CDS USD R F 1.00000 | 1% 20 Jun 2027 | 2200000 | 2225126 |
| SWPC0LEQ9 CDS USD P V 03MEVENT | 1% 20 Dec 2027 | (700000) | (700000) |
| SWPC0LEQ9 CDS USD R F 1.00000 | 1% 20 Dec 2027 | 700000 | 693298 |
| SWPC0LTK6 CDS USD P V 03MEVENT | 1% 20 Jun 2028 | (500000) | (500000) |
| SWPC0LTK6 CDS USD R F 1.00000 | 1% 20 Jun 2028 | 500000 | 508594 |
| SWPC0N6P6 CDS EUR P V 03MEVENT | 1% 20 Dec 2025 | (800000) | (828400) |
| SWPC0N6P6 CDS EUR R F 1.00000 | 1% 20 Dec 2025 | 800000 | 833852 |
| SWU01H5Q7 IRS USD P V 12MSOFR | 1% 15 Jun 2027 | (15500000) | (15500000) |
| SWU01H5Q7 IRS USD R F 1.75000 | 1.75% 15 Jun 2027 | 15500000 | 14663391 |
| SWU01XJV6 IRS AUD P V 06MBBSW | 1% 20 Mar 2034 | (400000) | (247660) |
| SWU01XJV6 IRS AUD R F 4.50000 | 4.5% 20 Mar 2034 | 400000 | 250697 |
| SWU028YB7 IRS EUR P V 06MEURIB | 1% 19 Mar 2035 | (11550000) | (11960026) |
| SWU028YB7 IRS EUR R F 2.50000 | 2.5% 19 Mar 2035 | 11550000 | 12109653 |
| SWU02BIN2 IRS MXN P V 01MTIEF | 1% 24 Nov 2028 | (38000000) | (1827560) |
| SWU02BIN2 IRS MXN R F 8.86500 | 8.865% 24 Nov 2028 | 38000000 | 1810350 |
| SWU02BIR3 IRS MXN P V 01MTIIE | 1% 26 Dec 2025 | (38000000) | (1827560) |
| SWU02BIR3 IRS MXN R F 8.86500 | 8.865% 26 Dec 2025 | 38000000 | 1812863 |
| T MOBILE USA INC | 4.85% 15 Jan 2029 | 925000 | 919617 |
| TD SYNNEX CORP | 6.1% 12 Apr 2034 | 400000 | 409364 |
| TENN VALLEY AUTHORITY | 1.5% 15 Sep 2031 | 1400000 | 1147370 |
| TEXAS NATURAL GAS SECURITIZTN | 5.169% 01 Apr 2041 | 700000 | 694328 |
| THAILAND BAHT | FOREIGN CURRENCY | 760 | 22 |
| TOWD POINT MORTGAGE TRUST | 1% 27 Oct 2064 | 1170548 | 1140516 |
| TRANSURBAN FINANCE CO | 4.125% 02 Feb 2026 | 1000000 | 990580 |
| TRUIST FINANCIAL CORP | 1% 26 Jan 2029 | 500000 | 496725 |
| TSY INFL IX N/B | 1.375% 15 Feb 2044 | 1218951 | 1015658 |
| TSY INFL IX N/B | 0.75% 15 Feb 2045 | 938315 | 681286 |
| TSY INFL IX N/B | 1% 15 Feb 2046 | 266436 | 201019 |
| TSY INFL IX N/B | 1% 15 Feb 2049 | 376320 | 274780 |
| TSY INFL IX N/B | 0.25% 15 Feb 2050 | 1350547 | 789331 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TSY INFL IX N/B | 0.125% 15 Feb 2051 | 6183291 | 3411317 |
| TSY INFL IX N/B | 0.125% 15 Feb 2052 | 1247301 | 677952 |
| TSY INFL IX N/B | 1.5% 15 Feb 2053 | 637134 | 511375 |
| TSY INFL IX N/B | 2.125% 15 Feb 2054 | 925659 | 858440 |
| UBS GROUP AG | 1% 01 Apr 2031 | 500000 | 472810 |
| UBS GROUP AG | 1% 02 Feb 2027 | 800000 | 768792 |
| UBS GROUP AG | 1% 11 Aug 2028 | 500000 | 516645 |
| UBS GROUP AG | 1% 12 Jan 2027 | 200000 | 201320 |
| UBS GROUP AG | 1% 12 Jan 2034 | 800000 | 816248 |
| UBS GROUP AG | 1% 08 Feb 2030 | 1000000 | 1006080 |
| UDR INC | 3.5% 15 Jan 2028 | 1600000 | 1529008 |
| UNITED KINGDOM GILT | 4.375% 31 Jul 2054 | 2245000 | 2491477 |
| UNITED MEXICAN STATES | 6% 07 May 2036 | 600000 | 564552 |
| UNITED WHOLESALE MORTGAGE LLC | 1% 25 Nov 2051 | 1126032 | 1050229 |
| UNITED WHOLESALE MORTGAGE LLC | 1% 25 Dec 2051 | 1140310 | 1063313 |
| US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | 16400000 | (151188) |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | 14100000 | (220053) |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 10600000 | (10766) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 9200000 | (51750) |
| US BANCORP | 1% 01 Feb 2029 | 700000 | 692839 |
| US DOLLAR | CURRENCY | (3055858) | (3055858) |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | (800000) | 21000 |
| US TREASURY N/B | 4.375% 15 May 2041 | 1700000 | 1619781 |
| US TREASURY N/B | 2.75% 15 Aug 2042 | 400000 | 300688 |
| US TREASURY N/B | 2.875% 15 May 2043 | 2400000 | 1819500 |
| US TREASURY N/B | 3.625% 15 Aug 2043 | 1500000 | 1271719 |
| US TREASURY N/B | 3.75% 15 Nov 2043 | 3600000 | 3102750 |
| US TREASURY N/B | 3.125% 15 Aug 2044 | 10200000 | 7928906 |
| US TREASURY N/B | 3% 15 Nov 2044 | 800000 | 607875 |
| US TREASURY N/B | 3.125% 15 May 2048 | 300000 | 225047 |
| US TREASURY N/B | 3.375% 15 Nov 2048 | 900000 | 703828 |
| US TREASURY N/B | 3% 15 Feb 2049 | 1000000 | 728594 |
| US TREASURY N/B | 2.875% 15 May 2049 | 200000 | 141969 |
| US TREASURY N/B | 2.25% 15 Aug 2049 | 1200000 | 744000 |
| US TREASURY N/B | 2.375% 15 Nov 2049 | 200000 | 127250 |
| US TREASURY N/B | 1.375% 15 Nov 2040 | 10000000 | 6195313 |
| US TREASURY N/B | 1.875% 15 Feb 2041 | 1100000 | 737516 |
| US TREASURY N/B | 3.25% 15 May 2042 | 5800000 | 4721563 |
| US TREASURY N/B | 3.875% 15 May 2043 | 600000 | 528844 |
| US TREASURY N/B | 4.375% 15 Aug 2043 | 2200000 | 2072469 |
| US TREASURY N/B | 4.625% 15 May 2044 | 1100000 | 1067688 |
| US TREASURY N/B | 4.25% 15 Aug 2054 | 2500000 | 2287500 |
| US TREASURY N/B | 4.5% 15 Nov 2054 | 12900000 | 12319500 |
| US TREASURY N/B | 3.875% 15 Aug 2034 | 2600000 | 2459438 |
| VERIZON MASTER TRUST | 5.16% 20 Jun 2029 | 600000 | 605902 |
| VERIZON MASTER TRUST | 5% 20 Dec 2028 | 2200000 | 2211614 |
| VOLKSWAGEN BANK GMBH | 2.5% 31 Jul 2026 | 1200000 | 1230696 |
| VOLKSWAGEN GROUP AMERICA | 5.7% 12 Sep 2026 | 700000 | 706069 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| WELLS FARGO + COMPANY | 1% 17 Jun 2027 | 800000 |  | 781376 |
| WELLS FARGO + COMPANY | 1% 24 Mar 2028 | 1800000 |  | 1746378 |
| YUAN RENMINBI | FOREIGN CURRENCY | 401 |  | 55 |
|  | **Sub-Total: Fund 5711 2 of 16** | **Sub-Total: Fund 5711 2 of 16** | **Total** | $**493405590** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date, <br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date, <br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current <br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 89854981 |  | $89854981 |
|  |  | **Sub-Total: Fund 57Y4 3 of 16** | **Sub-Total: Fund 57Y4 3 of 16** | **Total** | $**89854981** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date, <br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date, <br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current <br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | 3 MONTH SOFR FUT DEC 24 | XCME 20250318 | (11000000) |  | $(30568) |
|  | 3 MONTH SOFR FUT DEC 25 | XCME 20260317 | 67750000 |  | (51138) |
|  | 3 MONTH SOFR FUT MAR 25 | XCME 20250617 | (10500000) |  | 5863 |
|  | 3 MONTH SOFR OPT DEC 25C 96.37 | EXP 12/12/2025 | 115000 |  | 31050 |
|  | 3 MONTH SOFR OPT DEC 25C 96.87 | EXP 12/12/2025 | (115000) |  | (18400) |
|  | 3 MONTH SOFR OPT JUN 25P 95.62 | EXP 06/13/2025 | (115000) |  | (4600) |
|  | 321 HENDERSON RECEIVABLES LLC | 3.5% 15 Jun 2077 | 933913 |  | 824236 |
|  | ABBOTT LABORATORIES | 4.75% 30 Nov 2036 | 250000 |  | 241128 |
|  | ABBVIE INC | 3.6% 14 May 2025 | 30000 |  | 29869 |
|  | ABBVIE INC | 4.875% 14 Nov 2048 | 40000 |  | 35872 |
|  | ABBVIE INC | 2.95% 21 Nov 2026 | 290000 |  | 281770 |
|  | ABBVIE INC | 3.2% 21 Nov 2029 | 510000 |  | 473280 |
|  | ABBVIE INC | 4.25% 21 Nov 2049 | 310000 |  | 251624 |
|  | ABBVIE INC | 3.8% 15 Mar 2025 | 440000 |  | 439085 |
|  | ABBVIE INC | 4.8% 15 Mar 2029 | 280000 |  | 279586 |
|  | ABBVIE INC | 4.95% 15 Mar 2031 | 120000 |  | 119881 |
|  | ABBVIE INC | 5.05% 15 Mar 2034 | 160000 |  | 158107 |
|  | ABN AMRO BANK NV | 4.75% 28 Jul 2025 | 470000 |  | 468275 |
|  | ADOBE INC | 2.3% 01 Feb 2030 | 830000 |  | 738094 |
|  | AERCAP IRELAND CAP/GLOBA | 2.45% 29 Oct 2026 | 1350000 |  | 1292571 |
|  | AERCAP IRELAND CAP/GLOBA | 3% 29 Oct 2028 | 640000 |  | 592403 |
|  | AERCAP IRELAND CAP/GLOBA | 3.3% 30 Jan 2032 | 1040000 |  | 907764 |
|  | AIR LEASE CORP | 3.375% 01 Jul 2025 | 230000 |  | 228199 |
|  | AIR LEASE CORP | 5.3% 01 Feb 2028 | 130000 |  | 131078 |
|  | ALPHABET INC | 1.1% 15 Aug 2030 | 40000 |  | 33244 |
|  | ALPHABET INC | 1.9% 15 Aug 2040 | 120000 |  | 78210 |
|  | ALTRIA GROUP INC | 3.875% 16 Sep 2046 | 500000 |  | 360850 |
|  | ALTRIA GROUP INC | 4.8% 14 Feb 2029 | 8000 |  | 7909 |
|  | ALTRIA GROUP INC | 5.8% 14 Feb 2039 | 40000 |  | 39530 |
|  | ALTRIA GROUP INC | 5.95% 14 Feb 2049 | 230000 |  | 224669 |
|  | ALTRIA GROUP INC | 2.35% 06 May 2025 | 100000 |  | 99100 |
|  | ALTRIA GROUP INC | 2.45% 04 Feb 2032 | 410000 |  | 337045 |
|  | ALTRIA GROUP INC | 3.4% 04 Feb 2041 | 400000 |  | 288996 |
|  | ALTRIA GROUP INC | 6.875% 01 Nov 2033 | 30000 |  | 32515 |
|  | AMAZON.COM INC | 4.95% 05 Dec 2044 | 370000 |  | 353069 |
|  | AMAZON.COM INC | 3.15% 22 Aug 2027 | 400000 |  | 386680 |
|  | AMAZON.COM INC | 3.875% 22 Aug 2037 | 630000 |  | 556813 |
|  | AMAZON.COM INC | 1.2% 03 Jun 2027 | 420000 |  | 389273 |
|  | AMAZON.COM INC | 1.5% 03 Jun 2030 | 160000 |  | 135648 |
|  | AMAZON.COM INC | 2.5% 03 Jun 2050 | 280000 |  | 166578 |
|  | AMAZON.COM INC | 2.1% 12 May 2031 | 220000 |  | 187757 |
|  | AMAZON.COM INC | 3.3% 13 Apr 2027 | 90000 |  | 87848 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AMAZON.COM INC | 3.45% 13 Apr 2029 | 190000 | 182126 |
| AMAZON.COM INC | 3.6% 13 Apr 2032 | 500000 | 462375 |
| AMERICAN EXPRESS CO | 4.05% 03 May 2029 | 120000 | 117006 |
| AMERICAN TRANSMISSION SY | 2.65% 15 Jan 2032 | 840000 | 712034 |
| ANGEL OAK MORTGAGE TRUST | 4% 25 Jan 2067 | 1022521 | 962515 |
| ANGLO AMERICAN CAPITAL | 4.75% 10 Apr 2027 | 530000 | 525967 |
| ANHEUSER BUSCH CO/INBEV | 4.9% 01 Feb 2046 | 287000 | 261118 |
| ANHEUSER BUSCH INBEV WOR | 4.439% 06 Oct 2048 | 209000 | 176277 |
| ANHEUSER BUSCH INBEV WOR | 4.75% 23 Jan 2029 | 420000 | 419849 |
| ANHEUSER BUSCH INBEV WOR | 3.5% 01 Jun 2030 | 150000 | 140493 |
| AON NORTH AMERICA INC | 5.45% 01 Mar 2034 | 500000 | 499650 |
| APACHE CORP | 4.25% 15 Jan 2030 | 510000 | 478808 |
| APPLE INC | 2.45% 04 Aug 2026 | 550000 | 533687 |
| APPLE INC | 3.35% 09 Feb 2027 | 530000 | 519082 |
| APPLIED MATERIALS INC | 1.75% 01 Jun 2030 | 850000 | 725458 |
| ASIAN DEVELOPMENT BANK | 1.5% 20 Jan 2027 | 890000 | 840454 |
| AT+T INC | 5.55% 15 Aug 2041 | 310000 | 301773 |
| AT+T INC | 4.35% 15 Jun 2045 | 213000 | 174341 |
| AT+T INC | 4.5% 09 Mar 2048 | 160000 | 131829 |
| AT+T INC | 4.25% 01 Mar 2027 | 70000 | 69343 |
| AT+T INC | 6.1% 15 Jul 2040 | 190000 | 190296 |
| AT+T INC | 2.3% 01 Jun 2027 | 580000 | 547416 |
| AT+T INC | 2.55% 01 Dec 2033 | 40000 | 32196 |
| AT+T INC | 5.35% 01 Sep 2040 | 90000 | 86823 |
| ATRIUM HOTEL PORTFOLIO TRUST | 1% 15 Dec 2036 | 2000000 | 1952698 |
| AVENUE OF AMERICAS | 1% 15 Oct 2038 | 780000 | 765730 |
| AVIS BUDGET RENTAL CAR FUNDING | 5.78% 20 Apr 2028 | 990000 | 1007947 |
| AVIS BUDGET RENTAL CAR FUNDING | 5.85% 20 Jun 2030 | 250000 | 252364 |
| BANCO SANTANDER SA | 2.746% 28 May 2025 | 400000 | 396592 |
| BANK | 2.758% 15 Sep 2062 | 777081 | 707472 |
| BANK | 5.745% 15 Aug 2056 | 220000 | 227209 |
| BANK OF AMERICA CORP | 5% 21 Jan 2044 | 950000 | 886768 |
| BANK OF AMERICA CORP | 4.25% 22 Oct 2026 | 60000 | 59477 |
| BANK OF AMERICA CORP | 4% 22 Jan 2025 | 740000 | 739608 |
| BANK OF AMERICA CORP | 4.45% 03 Mar 2026 | 130000 | 129484 |
| BANK OF AMERICA CORP | 1% 21 Jul 2028 | 680000 | 657975 |
| BANK OF AMERICA CORP | 1% 20 Dec 2028 | 2343000 | 2247312 |
| BANK OF AMERICA CORP | 1% 07 Feb 2030 | 600000 | 574848 |
| BANK OF AMERICA CORP | 1% 29 Apr 2031 | 150000 | 131781 |
| BANK OF AMERICA CORP | 1% 20 Oct 2032 | 440000 | 370176 |
| BANK OF AMERICA CORP | 1% 04 Feb 2033 | 220000 | 189013 |
| BANK OF AMERICA CREDIT CARD TR | 4.98% 15 Nov 2028 | 1229000 | 1240226 |
| BANK OF MONTREAL | 1.85% 01 May 2025 | 440000 | 435807 |
| BANK OF NOVA SCOTIA | 1.3% 11 Jun 2025 | 360000 | 354596 |
| BANK OF NOVA SCOTIA | 1% 04 May 2037 | 250000 | 230005 |
| BANK OF NOVA SCOTIA | 3.45% 11 Apr 2025 | 460000 | 458303 |
| BANK OF NY MELLON CORP | 1.6% 24 Apr 2025 | 200000 | 198068 |
| BANK OF NY MELLON CORP | 1% 13 Jun 2033 | 640000 | 602317 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BANK5 | 6.255% 15 Sep 2056 | 589668 | 609321 |
| BARCLAYS COMMERCIAL MORTGAGE S | 1% 15 Jul 2056 | 4357901 | 218602 |
| BARCLAYS PLC | 1% 16 May 2029 | 390000 | 386568 |
| BARRICK NA FINANCE LLC | 5.7% 30 May 2041 | 240000 | 235447 |
| BARRICK NA FINANCE LLC | 5.75% 01 May 2043 | 190000 | 187547 |
| BAT CAPITAL CORP | 3.557% 15 Aug 2027 | 174000 | 168315 |
| BAT CAPITAL CORP | 4.54% 15 Aug 2047 | 320000 | 253354 |
| BECTON DICKINSON + CO | 4.685% 15 Dec 2044 | 111000 | 95777 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Feb 2051 | 386111 | 381159 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Sep 2043 | 1970000 | 1403635 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Jul 2056 | 7495516 | 189297 |
| BERKSHIRE HATHAWAY ENERG | 3.7% 15 Jul 2030 | 350000 | 329287 |
| BHP BILLITON FIN USA LTD | 5% 30 Sep 2043 | 260000 | 243370 |
| BMP TRUST | 1% 15 Jun 2041 | 890000 | 892682 |
| BNP PARIBAS | 4.625% 13 Mar 2027 | 200000 | 196704 |
| BNP PARIBAS | 1% 05 Dec 2034 | 550000 | 562650 |
| BNP PARIBAS | 1% 01 Mar 2033 | 370000 | 352788 |
| BNP PARIBAS | 4.4% 14 Aug 2028 | 500000 | 485505 |
| BNP PARIBAS | 1% 09 Jun 2026 | 450000 | 444168 |
| BNP PARIBAS | 1% 13 Jan 2029 | 480000 | 479093 |
| BOCA COMMERCIAL MORTGAGE TRUST | 1% 15 Aug 2041 | 830000 | 834070 |
| BP CAP MARKETS AMERICA | 3.119% 04 May 2026 | 80000 | 78569 |
| BP CAP MARKETS AMERICA | 3% 24 Feb 2050 | 380000 | 241866 |
| BP CAP MARKETS AMERICA | 3.633% 06 Apr 2030 | 180000 | 169493 |
| BRIGHTHOUSE FINANCIAL IN | 4.7% 22 Jun 2047 | 37000 | 28648 |
| BRISTOL MYERS SQUIBB CO | 3.2% 15 Jun 2026 | 241000 | 236717 |
| BRISTOL MYERS SQUIBB CO | 3.4% 26 Jul 2029 | 90000 | 84793 |
| BRISTOL MYERS SQUIBB CO | 5.1% 22 Feb 2031 | 150000 | 150789 |
| BRISTOL MYERS SQUIBB CO | 5.2% 22 Feb 2034 | 420000 | 418782 |
| BRISTOL MYERS SQUIBB CO | 5.55% 22 Feb 2054 | 80000 | 77706 |
| BROADCOM INC | 3.137% 15 Nov 2035 | 600000 | 489906 |
| BROADCOM INC | 4.926% 15 May 2037 | 20000 | 19035 |
| BWS076240 IRS USD P F 3.15000 | 3.15% 15 May 2048 | (1461000) | (1263085) |
| BWS076240 IRS USD R V 00MSOFR | 1% 15 May 2048 | 1461000 | 1461000 |
| BWS122689 IRS USD P F 4.20000 | 4.2% 30 Apr 2031 | (7701000) | (7765814) |
| BWS122689 IRS USD R V 00MSOFR | 1% 30 Apr 2031 | 7701000 | 7701000 |
| BWS123703 IRS USD P F 3.88600 | 3.886% 18 Nov 2036 | (3019000) | (2972017) |
| BWS123703 IRS USD R V 00MSOFR | 1% 18 Nov 2036 | 3019000 | 3019000 |
| BX TRUST | 1% 15 Oct 2038 | 902443 | 901836 |
| BX TRUST | 1% 15 Oct 2026 | 589859 | 586889 |
| BX TRUST | 5.76% 13 Oct 2027 | 550000 | 551312 |
| BX TRUST | 1% 15 Mar 2041 | 325670 | 327084 |
| BX TRUST | 1% 15 Jul 2029 | 660000 | 661677 |
| BX TRUST | 1% 09 Dec 2040 | 320269 | 321741 |
| BX TRUST 2019 OC11 | 3.202% 09 Dec 2041 | 380000 | 343371 |
| CAMB COMMERCIAL MORTGAGE TRUST | 1% 15 Dec 2037 | 390000 | 390102 |
| CAMERON LNG LLC | 2.902% 15 Jul 2031 | 360000 | 313362 |
| CAMERON LNG LLC | 3.302% 15 Jan 2035 | 630000 | 517986 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CARDINAL HEALTH INC | 4.7% 15 Nov 2026 | 970000 | 968516 |
| CASCADE MH ASSET TRUST | 1.753% 25 Feb 2046 | 943274 | 838313 |
| CD COMMERCIAL MORTGAGE TRUST | 3.332% 13 Nov 2050 | 700153 | 687009 |
| CHARLES SCHWAB CORP | 3.85% 21 May 2025 | 440000 | 438574 |
| CHARLES SCHWAB CORP | 1% 19 May 2034 | 890000 | 914751 |
| CHARTER COMM OPT LLC/CAP | 4.908% 23 Jul 2025 | 148000 | 147797 |
| CHARTER COMM OPT LLC/CAP | 3.75% 15 Feb 2028 | 650000 | 619028 |
| CHARTER COMM OPT LLC/CAP | 4.2% 15 Mar 2028 | 30000 | 29015 |
| CHARTER COMM OPT LLC/CAP | 5.375% 01 May 2047 | 40000 | 32696 |
| CHARTER COMM OPT LLC/CAP | 5.75% 01 Apr 2048 | 140000 | 119902 |
| CHARTER COMM OPT LLC/CAP | 5.125% 01 Jul 2049 | 110000 | 86632 |
| CHARTER COMM OPT LLC/CAP | 4.8% 01 Mar 2050 | 180000 | 135450 |
| CHARTER COMM OPT LLC/CAP | 3.5% 01 Mar 2042 | 120000 | 81644 |
| CHARTER COMM OPT LLC/CAP | 4.4% 01 Apr 2033 | 240000 | 214126 |
| CHARTER COMM OPT LLC/CAP | 6.55% 01 Jun 2034 | 530000 | 541639 |
| CHEVRON CORP | 1.995% 11 May 2027 | 140000 | 132364 |
| CHEVRON CORP | 3.078% 11 May 2050 | 250000 | 165430 |
| CHEVRON USA INC | 3.85% 15 Jan 2028 | 230000 | 226844 |
| CHUBB INA HOLDINGS LLC | 3.35% 03 May 2026 | 240000 | 236237 |
| CIGNA GROUP/THE | 4.375% 15 Oct 2028 | 180000 | 176287 |
| CIGNA GROUP/THE | 4.9% 15 Dec 2048 | 50000 | 42504 |
| CIGNA GROUP/THE | 3.4% 15 Mar 2050 | 390000 | 256218 |
| CIM TRUST | 1% 25 Oct 2059 | 1638074 | 1505866 |
| CIM TRUST | 1% 25 Jul 2061 | 817898 | 721159 |
| CINTAS CORPORATION NO. 2 | 3.7% 01 Apr 2027 | 330000 | 323327 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.209% 10 May 2049 | 580000 | 566555 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.458% 10 Dec 2049 | 88681 | 86470 |
| CITIGROUP COMMERCIAL MORTGAGE | 1% 12 Oct 2040 | 1310000 | 1329782 |
| CITIGROUP INC | 6.625% 15 Jun 2032 | 160000 | 170834 |
| CITIGROUP INC | 6.675% 13 Sep 2043 | 210000 | 230719 |
| CITIGROUP INC | 5.5% 13 Sep 2025 | 160000 | 160533 |
| CITIGROUP INC | 5.3% 06 May 2044 | 47000 | 44184 |
| CITIGROUP INC | 4.3% 20 Nov 2026 | 230000 | 227873 |
| CITIGROUP INC | 4.4% 10 Jun 2025 | 270000 | 269158 |
| CITIGROUP INC | 4.65% 30 Jul 2045 | 331000 | 288228 |
| CITIGROUP INC | 4.45% 29 Sep 2027 | 470000 | 463420 |
| CITIGROUP INC | 4.75% 18 May 2046 | 80000 | 69822 |
| CITIGROUP INC | 1% 10 Jan 2028 | 920000 | 901140 |
| CITIGROUP INC | 1% 23 Apr 2029 | 680000 | 659580 |
| CITIGROUP INC | 4.65% 23 Jul 2048 | 340000 | 291751 |
| CITIGROUP INC | 1% 31 Mar 2031 | 480000 | 460733 |
| CITIGROUP INC | 1% 08 Apr 2026 | 90000 | 89553 |
| CITIGROUP INC | 1% 03 Jun 2031 | 300000 | 261348 |
| CITIGROUP INC | 1% 03 Nov 2032 | 160000 | 133179 |
| CITIGROUP INC | 1% 17 Mar 2033 | 210000 | 188620 |
| CITIGROUP INC | 1% 24 May 2028 | 210000 | 208570 |
| CITIGROUP INC | 1% 24 May 2033 | 250000 | 241330 |
| CNH EQUIPMENT TRUST | 3.89% 15 Nov 2027 | 915232 | 910948 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| COCA COLA CO/THE | 3.375% 25 Mar 2027 | 160000 | 156642 |
| COCA COLA CO/THE | 2.5% 01 Jun 2040 | 160000 | 111920 |
| COLLEGE AVE STUDENT LOANS | 5.69% 25 Aug 2054 | 1075324 | 1083948 |
| COLLEGE AVE STUDENT LOANS | 3.06% 26 Jul 2055 | 296674 | 262484 |
| COLT FUNDING LLC | 1% 25 Feb 2067 | 943307 | 864054 |
| COLUMBIA PIPELINES OPCO | 6.036% 15 Nov 2033 | 470000 | 482479 |
| COLUMBIA PIPELINES OPCO | 6.544% 15 Nov 2053 | 70000 | 73388 |
| COMCAST CORP | 4.25% 15 Jan 2033 | 410000 | 382510 |
| COMCAST CORP | 3.15% 01 Mar 2026 | 170000 | 167379 |
| COMCAST CORP | 3.4% 15 Jul 2046 | 70000 | 49099 |
| COMCAST CORP | 4% 15 Aug 2047 | 60000 | 45757 |
| COMCAST CORP | 3.969% 01 Nov 2047 | 60000 | 45474 |
| COMCAST CORP | 3.999% 01 Nov 2049 | 30000 | 22631 |
| COMCAST CORP | 4.049% 01 Nov 2052 | 490000 | 367735 |
| COMCAST CORP | 4% 01 Mar 2048 | 60000 | 45552 |
| COMCAST CORP | 4.7% 15 Oct 2048 | 140000 | 120095 |
| COMCAST CORP | 3.95% 15 Oct 2025 | 280000 | 278488 |
| COMCAST CORP | 4.15% 15 Oct 2028 | 830000 | 809424 |
| COMCAST CORP | 4.25% 15 Oct 2030 | 510000 | 491645 |
| COMCAST CORP | 3.25% 01 Nov 2039 | 30000 | 22756 |
| COMCAST CORP | 3.45% 01 Feb 2050 | 200000 | 136634 |
| COMCAST CORP | 3.4% 01 Apr 2030 | 210000 | 194555 |
| COMCAST CORP | 3.75% 01 Apr 2040 | 230000 | 185056 |
| COMCAST CORP | 3.3% 01 Apr 2027 | 140000 | 135985 |
| COMCAST CORP | 2.8% 15 Jan 2051 | 440000 | 261439 |
| COMCAST CORP | 2.887% 01 Nov 2051 | 207000 | 124751 |
| COMISION FEDERAL DE ELEC | 3.875% 26 Jul 2033 | 340000 | 273700 |
| COMM MORTGAGE TRUST | 3.048% 10 Mar 2048 | 65464 | 65121 |
| COMMONSPIRIT HEALTH | 4.35% 01 Nov 2042 | 150000 | 125324 |
| CON EDISON CO OF NY INC | 3.35% 01 Apr 2030 | 190000 | 176565 |
| CON EDISON CO OF NY INC | 3.95% 01 Apr 2050 | 190000 | 148420 |
| CONSTELLATION BRANDS INC | 4.35% 09 May 2027 | 60000 | 59360 |
| CONTINENTAL RESOURCES | 4.9% 01 Jun 2044 | 210000 | 169592 |
| CONTINENTAL RESOURCES | 4.375% 15 Jan 2028 | 390000 | 378791 |
| COOPERATIEVE RABOBANK UA | 4.375% 04 Aug 2025 | 840000 | 835800 |
| COOPERATIEVE RABOBANK UA | 1% 06 Apr 2033 | 470000 | 421975 |
| COSTCO WHOLESALE CORP | 1.375% 20 Jun 2027 | 260000 | 241545 |
| COSTCO WHOLESALE CORP | 1.6% 20 Apr 2030 | 70000 | 59885 |
| COSTCO WHOLESALE CORP | 1.75% 20 Apr 2032 | 280000 | 227637 |
| COTERRA ENERGY INC | 3.9% 15 May 2027 | 600000 | 586326 |
| COTERRA ENERGY INC | 4.375% 15 Mar 2029 | 630000 | 609664 |
| CREDIT AGRICOLE LONDON | 1% 16 Jun 2026 | 300000 | 295659 |
| CREDIT SUISSE MORTGAGE TRUST | 1% 25 Feb 2050 | 677784 | 642394 |
| CREDIT SUISSE MORTGAGE TRUST | 1% 25 Oct 2066 | 933456 | 794156 |
| CREDIT SUISSE NEW YORK | 7.95% 09 Jan 2025 | 500000 | 500295 |
| CRSO TR 2023 BRND | 1% 10 Jul 2040 | 1140000 | 1183215 |
| CVS HEALTH CORP | 3.875% 20 Jul 2025 | 286000 | 283941 |
| CVS HEALTH CORP | 5.125% 20 Jul 2045 | 230000 | 193550 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CVS HEALTH CORP | 4.3% 25 Mar 2028 | 351000 | 340147 |
| CVS HEALTH CORP | 4.78% 25 Mar 2038 | 90000 | 77837 |
| CVS HEALTH CORP | 3.625% 01 Apr 2027 | 290000 | 281228 |
| CVS HEALTH CORP | 3.75% 01 Apr 2030 | 320000 | 293309 |
| CVS HEALTH CORP | 4.125% 01 Apr 2040 | 56000 | 43845 |
| CVS HEALTH CORP | 2.125% 15 Sep 2031 | 260000 | 208138 |
| DANSKE BANK A/S | 1% 01 Apr 2028 | 720000 | 709366 |
| DEEPHAVEN RESIDENTIAL MORTGAGE | 1% 25 Jan 2067 | 831122 | 739931 |
| DEERE + COMPANY | 3.1% 15 Apr 2030 | 70000 | 64375 |
| DEERE + COMPANY | 3.75% 15 Apr 2050 | 300000 | 230571 |
| DELTA AIR LINES/SKYMILES | 4.5% 20 Oct 2025 | 20000 | 19911 |
| DELTA AIR LINES/SKYMILES | 4.75% 20 Oct 2028 | 280000 | 276060 |
| DEVON ENERGY CORPORATION | 5.6% 15 Jul 2041 | 190000 | 175722 |
| DEVON ENERGY CORPORATION | 4.75% 15 May 2042 | 20000 | 16605 |
| DEVON ENERGY CORPORATION | 5% 15 Jun 2045 | 300000 | 250944 |
| DEVON ENERGY CORPORATION | 5.85% 15 Dec 2025 | 612000 | 616498 |
| DEVON ENERGY CORPORATION | 4.5% 15 Jan 2030 | 40000 | 38766 |
| DEVON ENERGY CORPORATION | 5.75% 15 Sep 2054 | 420000 | 381767 |
| DIAMONDBACK ENERGY INC | 3.25% 01 Dec 2026 | 150000 | 146037 |
| DIAMONDBACK ENERGY INC | 3.5% 01 Dec 2029 | 420000 | 390667 |
| DIAMONDBACK ENERGY INC | 3.125% 24 Mar 2031 | 130000 | 114998 |
| DP WORLD LTD UAE | 5.625% 25 Sep 2048 | 900000 | 852012 |
| DP WORLD LTD UAE | 4.7% 30 Sep 2049 | 240000 | 199267 |
| DUKE ENERGY CAROLINAS | 5.3% 15 Feb 2040 | 740000 | 724038 |
| EATON CORP | 4.15% 02 Nov 2042 | 460000 | 387021 |
| EL PASO NATURAL GAS | 8.375% 15 Jun 2032 | 430000 | 505310 |
| ELEVANCE HEALTH INC | 3.65% 01 Dec 2027 | 220000 | 213981 |
| ELEVANCE HEALTH INC | 4.1% 15 May 2032 | 190000 | 175478 |
| ELEVANCE HEALTH INC | 4.55% 15 May 2052 | 160000 | 128683 |
| ELI LILLY + CO | 4.7% 09 Feb 2034 | 390000 | 377984 |
| ELI LILLY + CO | 5% 09 Feb 2054 | 40000 | 36780 |
| ELI LILLY + CO | 4.6% 14 Aug 2034 | 170000 | 163266 |
| ELLINGTON FINANCIAL MORTGAGE T | 1% 25 Jun 2066 | 951755 | 771660 |
| ENERGY TRANSFER LP | 5.55% 15 May 2034 | 190000 | 188400 |
| ENERGY TRANSFER LP | 5.25% 15 Apr 2029 | 220000 | 220953 |
| ENERGY TRANSFER LP | 5.5% 01 Jun 2027 | 250000 | 253268 |
| ENERGY TRANSFER LP | 3.75% 15 May 2030 | 290000 | 270303 |
| ENERGY TRANSFER LP | 6.25% 15 Apr 2049 | 320000 | 320666 |
| ENERGY TRANSFER LP | 5.3% 01 Apr 2044 | 30000 | 26809 |
| ENERGY TRANSFER LP | 5.4% 01 Oct 2047 | 190000 | 170392 |
| ENTERPRISE PRODUCTS OPER | 6.65% 15 Oct 2034 | 110000 | 119768 |
| ENTERPRISE PRODUCTS OPER | 7.55% 15 Apr 2038 | 60000 | 70231 |
| ENTERPRISE PRODUCTS OPER | 4.85% 15 Mar 2044 | 70000 | 62690 |
| ENTERPRISE PRODUCTS OPER | 4.15% 16 Oct 2028 | 530000 | 517216 |
| ENTERPRISE PRODUCTS OPER | 4.2% 31 Jan 2050 | 210000 | 165593 |
| ENTERPRISE PRODUCTS OPER | 2.8% 31 Jan 2030 | 370000 | 334295 |
| ENTERPRISE PRODUCTS OPER | 3.7% 31 Jan 2051 | 30000 | 21541 |
| ENTERPRISE PRODUCTS OPER | 4.85% 31 Jan 2034 | 450000 | 435150 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| EOG RESOURCES INC | 3.9% 01 Apr 2035 | 100000 | 88949 |
| EOG RESOURCES INC | 4.15% 15 Jan 2026 | 390000 | 388003 |
| EOG RESOURCES INC | 4.95% 15 Apr 2050 | 390000 | 346815 |
| EOG RESOURCES INC | 4.375% 15 Apr 2030 | 340000 | 330725 |
| EQT CORP | 7% 01 Feb 2030 | 300000 | 319020 |
| EQUATE PETROCHEMICAL CO | 4.25% 03 Nov 2026 | 260000 | 254207 |
| EURO CURRENCY | FOREIGN CURRENCY | 608011 | 629595 |
| EVERBANK MORTGAGE LOAN TRUST | 1% 25 Feb 2048 | 701183 | 625531 |
| EXPORT IMPORT BK INDIA | 3.375% 05 Aug 2026 | 780000 | 761202 |
| EXXON MOBIL CORPORATION | 3.043% 01 Mar 2026 | 350000 | 344463 |
| EXXON MOBIL CORPORATION | 4.114% 01 Mar 2046 | 200000 | 161932 |
| EXXON MOBIL CORPORATION | 2.44% 16 Aug 2029 | 70000 | 63828 |
| EXXON MOBIL CORPORATION | 4.327% 19 Mar 2050 | 190000 | 156494 |
| EXXON MOBIL CORPORATION | 3.482% 19 Mar 2030 | 250000 | 235295 |
| FANNIE MAE | 6.625% 15 Nov 2030 | 5460000 | 6051045 |
| FANNIE MAE | 1% 25 Apr 2040 | 80589 | 785 |
| FANNIE MAE | 6.5% 25 Jun 2039 | 9681 | 9864 |
| FANNIE MAE | 7% 25 May 2042 | 199429 | 213083 |
| FANNIE MAE | 6% 25 May 2042 | 150703 | 155140 |
| FANNIE MAE | 1% 25 Apr 2042 | 175336 | 18946 |
| FANNIE MAE | 0.01% 25 Mar 2042 | 12896 | 11489 |
| FANNIE MAE | 1% 25 Mar 2042 | 148303 | 9586 |
| FANNIE MAE | 0.01% 25 Mar 2042 | 6448 | 5745 |
| FANNIE MAE | 1% 25 Dec 2042 | 91162 | 8963 |
| FANNIE MAE | 3% 25 Apr 2032 | 9959 | 244 |
| FANNIE MAE | 1% 25 Jun 2043 | 191949 | 18633 |
| FANNIE MAE | 3% 25 Sep 2032 | 587647 | 23266 |
| FANNIE MAE | 1% 25 Sep 2041 | 182260 | 7219 |
| FANNIE MAE | 1% 25 Aug 2044 | 179559 | 10905 |
| FANNIE MAE | 1% 25 Oct 2057 | 745430 | 90282 |
| FANNIE MAE | 1% 25 Nov 2047 | 166212 | 12616 |
| FANNIE MAE | 3.5% 25 Sep 2050 | 579045 | 95071 |
| FANNIE MAE | 2.5% 25 Aug 2050 | 215481 | 34673 |
| FANNIE MAE | 2.5% 25 Oct 2050 | 141139 | 23616 |
| FANNIE MAE | 2.5% 25 Dec 2050 | 956989 | 145411 |
| FANNIE MAE | 2% 25 Jan 2051 | 164845 | 22372 |
| FANNIE MAE | 2.5% 25 Feb 2051 | 673102 | 102097 |
| FANNIE MAE | 2.5% 25 Feb 2051 | 717149 | 115553 |
| FANNIE MAE | 3% 25 Aug 2050 | 701930 | 115645 |
| FANNIE MAE | 2.5% 25 Oct 2051 | 1307667 | 217001 |
| FANNIE MAE | 2% 25 Oct 2050 | 880327 | 109809 |
| FANNIE MAE | 3% 25 Oct 2051 | 1030819 | 185843 |
| FANNIE MAE | 1% 25 May 2034 | 51391 | 50198 |
| FANNIE MAE CAS | 1% 25 Jul 2025 | 870716 | 889796 |
| FANNIE MAE CAS | 1% 25 Oct 2028 | 414883 | 432108 |
| FANNIEMAE ACES | 1% 25 Jan 2025 | 4117266 | 161 |
| FANNIEMAE ACES | 2.944% 25 Jul 2039 | 54803 | 48847 |
| FANNIEMAE ACES | 3.61% 25 Feb 2031 | 136350 | 127569 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FANNIEMAE GRANTOR TRUST | 2.898% 25 Jun 2027 | 197765 | 188950 |
| FANNIEMAE STRIP | 6% 25 Jul 2038 | 88334 | 18076 |
| FANNIEMAE STRIP | 5% 25 Jan 2039 | 7233 | 1354 |
| FANNIEMAE STRIP | 1% 25 Jan 2039 | 4997 | 927 |
| FANNIEMAE STRIP | 1% 25 Jan 2039 | 2588 | 529 |
| FANNIEMAE STRIP | 5% 25 Jan 2038 | 3988 | 591 |
| FANNIEMAE STRIP | 6% 25 Jan 2038 | 48420 | 9909 |
| FANNIEMAE STRIP | 3% 25 Nov 2026 | 81448 | 1512 |
| FANNIEMAE STRIP | 3% 25 Apr 2027 | 85298 | 1979 |
| FANNIEMAE STRIP | 3.5% 25 Nov 2041 | 174087 | 26018 |
| FANNIEMAE STRIP | 2% 25 Mar 2050 | 773033 | 95811 |
| FANNIEMAE STRIP | 2% 25 Oct 2052 | 1795541 | 222149 |
| FANNIEMAE STRIP | 4.5% 25 Oct 2053 | 1406654 | 328641 |
| FANNIEMAE STRIP | 2% 25 Oct 2052 | 1568695 | 198347 |
| FED HM LN PC POOL 840698 | 1% 01 Mar 2047 | 136751 | 128292 |
| FED HM LN PC POOL 841076 | 1% 01 Nov 2048 | 854009 | 818064 |
| FED HM LN PC POOL 841077 | 1% 01 Nov 2047 | 350987 | 347910 |
| FED HM LN PC POOL 841081 | 1% 01 Feb 2050 | 405450 | 395766 |
| FED HM LN PC POOL C00860 | 7% 01 Sep 2029 | 348 | 363 |
| FED HM LN PC POOL C91987 | 3% 01 Apr 2038 | 51539 | 46505 |
| FED HM LN PC POOL G06669 | 6.5% 01 Sep 2039 | 35634 | 37575 |
| FED HM LN PC POOL G07335 | 7% 01 Mar 2039 | 23420 | 25286 |
| FED HM LN PC POOL G60397 | 4% 01 Dec 2045 | 129382 | 120947 |
| FED HM LN PC POOL Q12752 | 3.5% 01 Nov 2042 | 15432 | 14110 |
| FED HM LN PC POOL Q18473 | 4% 01 May 2043 | 18637 | 17539 |
| FED HM LN PC POOL Q19131 | 4% 01 Jun 2043 | 19240 | 18107 |
| FED HM LN PC POOL Q19134 | 4% 01 Jun 2043 | 27357 | 25736 |
| FED HM LN PC POOL Q19135 | 4% 01 Jun 2043 | 19788 | 18617 |
| FED HM LN PC POOL Q19236 | 4% 01 Jun 2043 | 14250 | 13405 |
| FED HM LN PC POOL Q19254 | 4% 01 Jun 2043 | 16619 | 15635 |
| FED HM LN PC POOL Q19611 | 4% 01 Jul 2043 | 123270 | 116007 |
| FED HM LN PC POOL Q19615 | 4% 01 Jul 2043 | 145555 | 136935 |
| FED HM LN PC POOL Q41209 | 3.5% 01 Jun 2046 | 20022 | 18111 |
| FED HM LN PC POOL QA5770 | 3% 01 Jan 2050 | 39826 | 34672 |
| FED HM LN PC POOL QA7256 | 3% 01 Feb 2050 | 249983 | 215345 |
| FED HM LN PC POOL QA7477 | 3% 01 Mar 2050 | 27220 | 23607 |
| FED HM LN PC POOL QB5092 | 2.5% 01 Nov 2050 | 131275 | 109183 |
| FED HM LN PC POOL QB5093 | 2.5% 01 Nov 2050 | 69242 | 57483 |
| FED HM LN PC POOL QB8602 | 2% 01 Feb 2051 | 67224 | 53577 |
| FED HM LN PC POOL QB8604 | 2% 01 Feb 2051 | 126830 | 100824 |
| FED HM LN PC POOL QB8773 | 2% 01 Feb 2051 | 63442 | 50456 |
| FED HM LN PC POOL QB9087 | 2% 01 Feb 2051 | 510670 | 404928 |
| FED HM LN PC POOL QB9482 | 2% 01 Mar 2051 | 66047 | 52253 |
| FED HM LN PC POOL QB9484 | 2% 01 Mar 2051 | 66725 | 52909 |
| FED HM LN PC POOL QB9485 | 2% 01 Mar 2051 | 69344 | 55246 |
| FED HM LN PC POOL QB9961 | 2% 01 Mar 2051 | 74476 | 58922 |
| FED HM LN PC POOL QC0160 | 2% 01 Mar 2051 | 58150 | 46071 |
| FED HM LN PC POOL QC0161 | 2% 01 Mar 2051 | 71499 | 56567 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL QC0165 | 2.5% 01 Mar 2051 | 67416 | 55964 |
| FED HM LN PC POOL QC0885 | 2% 01 Apr 2051 | 70497 | 56142 |
| FED HM LN PC POOL QC1164 | 2% 01 Apr 2051 | 64829 | 51385 |
| FED HM LN PC POOL QC2044 | 2.5% 01 May 2051 | 73315 | 61002 |
| FED HM LN PC POOL QC3242 | 3% 01 Jun 2051 | 461231 | 398049 |
| FED HM LN PC POOL QC3690 | 2.5% 01 Jul 2051 | 146477 | 121463 |
| FED HM LN PC POOL QC4689 | 2.5% 01 Aug 2051 | 73287 | 60750 |
| FED HM LN PC POOL QC4690 | 2.5% 01 Aug 2051 | 155154 | 128369 |
| FED HM LN PC POOL QC4818 | 2.5% 01 Aug 2051 | 79845 | 66061 |
| FED HM LN PC POOL QC4824 | 2.5% 01 Aug 2051 | 147947 | 122637 |
| FED HM LN PC POOL QC6303 | 2% 01 Sep 2051 | 80576 | 63598 |
| FED HM LN PC POOL QC7127 | 2% 01 Sep 2051 | 81124 | 64030 |
| FED HM LN PC POOL QC7411 | 2.5% 01 Sep 2051 | 319977 | 264639 |
| FED HM LN PC POOL QC9154 | 3% 01 Oct 2051 | 81174 | 69953 |
| FED HM LN PC POOL QD4146 | 2.5% 01 Jan 2052 | 72965 | 60326 |
| FED HM LN PC POOL QD7593 | 3.5% 01 Feb 2052 | 71512 | 64211 |
| FED HM LN PC POOL QE0399 | 3% 01 Apr 2052 | 245575 | 210318 |
| FED HM LN PC POOL QF3730 | 5% 01 Nov 2052 | 326227 | 316363 |
| FED HM LN PC POOL QF4924 | 6% 01 Dec 2052 | 66991 | 67745 |
| FED HM LN PC POOL QK0701 | 2.5% 01 Apr 2041 | 67286 | 58156 |
| FED HM LN PC POOL RA3882 | 2% 01 Nov 2050 | 357132 | 283510 |
| FED HM LN PC POOL RA3913 | 2.5% 01 Nov 2050 | 1350446 | 1123600 |
| FED HM LN PC POOL RA4142 | 2.5% 01 Dec 2050 | 517055 | 430041 |
| FED HM LN PC POOL RA4537 | 1.5% 01 Feb 2051 | 227847 | 169692 |
| FED HM LN PC POOL RA4703 | 2% 01 Feb 2051 | 500747 | 395820 |
| FED HM LN PC POOL RA5117 | 2% 01 May 2051 | 1334449 | 1053934 |
| FED HM LN PC POOL RA5373 | 2% 01 Jun 2051 | 77898 | 61475 |
| FED HM LN PC POOL RA6562 | 2.5% 01 Jan 2052 | 75484 | 62667 |
| FED HM LN PC POOL RA6599 | 3.5% 01 Jan 2052 | 277248 | 247092 |
| FED HM LN PC POOL RA6954 | 3% 01 Mar 2052 | 166263 | 142431 |
| FED HM LN PC POOL RA7186 | 4% 01 Apr 2052 | 394855 | 364337 |
| FED HM LN PC POOL RA8694 | 5% 01 Apr 2053 | 443670 | 431610 |
| FED HM LN PC POOL RA9461 | 6.5% 01 Jul 2053 | 164430 | 170358 |
| FED HM LN PC POOL RB0714 | 2% 01 Dec 2041 | 78384 | 65474 |
| FED HM LN PC POOL RB5071 | 2% 01 Sep 2040 | 444463 | 373485 |
| FED HM LN PC POOL RB5105 | 2% 01 Mar 2041 | 552199 | 461684 |
| FED HM LN PC POOL RB5114 | 2% 01 Jun 2041 | 72890 | 60861 |
| FED HM LN PC POOL RB5121 | 2% 01 Aug 2041 | 300294 | 250513 |
| FED HM LN PC POOL RB5130 | 1.5% 01 Oct 2041 | 926623 | 744573 |
| FED HM LN PC POOL RB5134 | 1.5% 01 Nov 2041 | 126538 | 101677 |
| FED HM LN PC POOL RB5154 | 2.5% 01 Apr 2042 | 326744 | 280053 |
| FED HM LN PC POOL RJ0954 | 6.5% 01 Feb 2054 | 255859 | 263473 |
| FED HM LN PC POOL RJ1350 | 6% 01 Apr 2054 | 191761 | 193962 |
| FED HM LN PC POOL RJ1358 | 6.5% 01 Apr 2054 | 283507 | 291680 |
| FED HM LN PC POOL SC0269 | 2% 01 Jan 2042 | 2864183 | 2392566 |
| FED HM LN PC POOL SC0448 | 2% 01 Aug 2042 | 820649 | 682776 |
| FED HM LN PC POOL SC0460 | 2% 01 Dec 2041 | 179323 | 149788 |
| FED HM LN PC POOL SD0502 | 3% 01 Aug 2050 | 1496459 | 1293708 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL SD0573 | 2% 01 Apr 2051 | 126506 | 100796 |
| FED HM LN PC POOL SD0615 | 4.5% 01 Jan 2051 | 187709 | 179394 |
| FED HM LN PC POOL SD0745 | 2% 01 Nov 2051 | 156569 | 123755 |
| FED HM LN PC POOL SD0849 | 2.5% 01 Jan 2052 | 155052 | 128334 |
| FED HM LN PC POOL SD0952 | 3% 01 Apr 2052 | 82541 | 71077 |
| FED HM LN PC POOL SD1305 | 5% 01 Jul 2052 | 213023 | 206599 |
| FED HM LN PC POOL SD1850 | 3% 01 Mar 2052 | 250773 | 215800 |
| FED HM LN PC POOL SD2245 | 5.5% 01 Dec 2052 | 86686 | 86196 |
| FED HM LN PC POOL SD2474 | 5.5% 01 Jan 2053 | 81214 | 80736 |
| FED HM LN PC POOL SD2919 | 5.5% 01 Apr 2053 | 1905675 | 1891672 |
| FED HM LN PC POOL SD2961 | 5% 01 Nov 2052 | 653445 | 632418 |
| FED HM LN PC POOL SD2991 | 2.5% 01 Sep 2051 | 173125 | 143830 |
| FED HM LN PC POOL SD3171 | 5.5% 01 Jun 2053 | 361470 | 359048 |
| FED HM LN PC POOL SD3382 | 5% 01 Jun 2053 | 371629 | 359697 |
| FED HM LN PC POOL SD3400 | 4.5% 01 Oct 2052 | 988139 | 931085 |
| FED HM LN PC POOL SD3722 | 5% 01 May 2053 | 84064 | 81626 |
| FED HM LN PC POOL SD3900 | 5.5% 01 Aug 2053 | 180298 | 178914 |
| FED HM LN PC POOL SD4030 | 6.5% 01 Oct 2053 | 966518 | 997039 |
| FED HM LN PC POOL SD4365 | 5.5% 01 Sep 2053 | 187972 | 186529 |
| FED HM LN PC POOL SD5094 | 5.5% 01 Aug 2053 | 91824 | 91271 |
| FED HM LN PC POOL SD5107 | 6% 01 Jul 2041 | 267985 | 277831 |
| FED HM LN PC POOL SD5143 | 6% 01 Apr 2054 | 461442 | 466649 |
| FED HM LN PC POOL SD5179 | 5% 01 Dec 2044 | 553081 | 550473 |
| FED HM LN PC POOL SD5299 | 6% 01 Apr 2054 | 91566 | 92587 |
| FED HM LN PC POOL SD5352 | 4% 01 Jul 2050 | 92270 | 86185 |
| FED HM LN PC POOL SD5384 | 5.5% 01 Jul 2053 | 96712 | 95909 |
| FED HM LN PC POOL SD5416 | 5.5% 01 Apr 2054 | 96578 | 96300 |
| FED HM LN PC POOL SD5691 | 6% 01 Jun 2054 | 298293 | 301432 |
| FED HM LN PC POOL SD5702 | 6.5% 01 Apr 2054 | 279288 | 287873 |
| FED HM LN PC POOL SD5709 | 6% 01 Jul 2054 | 191134 | 192894 |
| FED HM LN PC POOL SD5876 | 6% 01 May 2054 | 292550 | 295355 |
| FED HM LN PC POOL SD5969 | 6.5% 01 Jul 2054 | 193229 | 198820 |
| FED HM LN PC POOL SD7509 | 3% 01 Nov 2049 | 82447 | 71532 |
| FED HM LN PC POOL SD7525 | 2.5% 01 Oct 2050 | 248752 | 207121 |
| FED HM LN PC POOL SD7534 | 2.5% 01 Feb 2051 | 982287 | 819174 |
| FED HM LN PC POOL SD7548 | 2.5% 01 Nov 2051 | 2708733 | 2246167 |
| FED HM LN PC POOL SD7552 | 2.5% 01 Jan 2052 | 878530 | 726322 |
| FED HM LN PC POOL SD7555 | 3% 01 Aug 2052 | 2037956 | 1757499 |
| FED HM LN PC POOL SD7560 | 4% 01 Feb 2053 | 509540 | 471976 |
| FED HM LN PC POOL SD8079 | 2% 01 Jul 2050 | 382021 | 300102 |
| FED HM LN PC POOL SD8246 | 5% 01 Sep 2052 | 83734 | 81159 |
| FED HM LN PC POOL SI2056 | 3.5% 01 Dec 2050 | 600616 | 541855 |
| FED HM LN PC POOL U90316 | 4% 01 Oct 2042 | 51385 | 48421 |
| FED HM LN PC POOL U91254 | 4% 01 Apr 2043 | 217432 | 204525 |
| FED HM LN PC POOL U92272 | 4.5% 01 Dec 2043 | 64066 | 62021 |
| FED HM LN PC POOL U95137 | 4% 01 Aug 2043 | 90623 | 85243 |
| FED HM LN PC POOL U99084 | 4.5% 01 Feb 2044 | 525725 | 508944 |
| FED HM LN PC POOL U99091 | 4.5% 01 Mar 2044 | 137306 | 132462 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL U99124 | 3.5% 01 Mar 2045 | 591185 | 538687 |
| FED HM LN PC POOL ZA2489 | 3.5% 01 Jan 2038 | 133129 | 124776 |
| FED HM LN PC POOL ZA5297 | 4% 01 Mar 2048 | 96011 | 89085 |
| FED HM LN PC POOL ZM5659 | 3.5% 01 Feb 2048 | 199064 | 178978 |
| FED HM LN PC POOL ZN0480 | 3.5% 01 Oct 2042 | 60506 | 55062 |
| FED HM LN PC POOL ZS9316 | 3.5% 01 Jan 2038 | 213521 | 201016 |
| FED HM LN PC POOL ZT1107 | 3.5% 01 Mar 2043 | 68600 | 62428 |
| FED HM LN PC POOL ZT1159 | 3.5% 01 Feb 2044 | 19115 | 17368 |
| FED HM LN PC POOL ZT1257 | 3% 01 Jan 2046 | 117820 | 104360 |
| FED HM LN PC POOL ZT1493 | 3% 01 Sep 2048 | 364154 | 318400 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Dec 2030 | 8737516 | 298921 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Dec 2027 | 5322177 | 51444 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Dec 2027 | 2966485 | 39442 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Mar 2029 | 1827867 | 39254 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 May 2029 | 1903578 | 65253 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Jun 2029 | 980837 | 32916 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Jul 2026 | 941327 | 14345 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Oct 2029 | 5494416 | 185248 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Jul 2030 | 1478452 | 90631 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Dec 2031 | 12115629 | 233869 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 May 2033 | 10297827 | 217195 |
| FNMA POOL 313046 | 1% 01 Aug 2026 | 7 | 7 |
| FNMA POOL 890604 | 1% 01 Oct 2044 | 380338 | 366630 |
| FNMA POOL 890827 | 1% 01 Dec 2037 | 65145 | 61271 |
| FNMA POOL 892570 | 6.5% 01 Jul 2036 | 53516 | 56381 |
| FNMA POOL 894044 | 6.5% 01 Oct 2036 | 22478 | 23667 |
| FNMA POOL 898835 | 6.5% 01 Nov 2036 | 67716 | 71305 |
| FNMA POOL 904000 | 6% 01 Jan 2037 | 40589 | 42206 |
| FNMA POOL 918357 | 6% 01 May 2037 | 114131 | 118674 |
| FNMA POOL 928938 | 7% 01 Dec 2037 | 955 | 1028 |
| FNMA POOL 934648 | 7% 01 Nov 2038 | 997 | 1075 |
| FNMA POOL 942478 | 6% 01 Aug 2037 | 37422 | 38912 |
| FNMA POOL 948696 | 6% 01 Aug 2037 | 17474 | 18171 |
| FNMA POOL 984867 | 5% 01 Jun 2038 | 34889 | 34724 |
| FNMA POOL 995072 | 1% 01 Aug 2038 | 63501 | 64684 |
| FNMA POOL AB9594 | 4% 01 Jun 2043 | 16431 | 15437 |
| FNMA POOL AB9597 | 4% 01 Jun 2043 | 19198 | 18036 |
| FNMA POOL AB9683 | 4% 01 Jun 2043 | 173053 | 162582 |
| FNMA POOL AC4700 | 5% 01 Oct 2039 | 41383 | 41156 |
| FNMA POOL AH0057 | 4.5% 01 Feb 2041 | 3831 | 3719 |
| FNMA POOL AJ5905 | 4.5% 01 Nov 2041 | 12356 | 11965 |
| FNMA POOL AK8441 | 4% 01 Apr 2042 | 35413 | 33325 |
| FNMA POOL AL0814 | 1% 01 Jun 2040 | 117437 | 123868 |
| FNMA POOL AL1176 | 1% 01 Oct 2039 | 71362 | 75270 |
| FNMA POOL AL2491 | 1% 01 Sep 2039 | 91078 | 94703 |
| FNMA POOL AL3026 | 1% 01 Dec 2042 | 69695 | 63635 |
| FNMA POOL AL3508 | 1% 01 Apr 2043 | 58772 | 55216 |
| FNMA POOL AL4741 | 1% 01 Jan 2044 | 69326 | 67029 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AL9397 | 1% 01 Oct 2046 | 175906 | 153663 |
| FNMA POOL AM8674 | 2.81% 01 Apr 2025 | 80000 | 79432 |
| FNMA POOL AO2711 | 4% 01 May 2042 | 18786 | 17679 |
| FNMA POOL AO4170 | 4% 01 Jun 2042 | 25904 | 24377 |
| FNMA POOL AO6086 | 4% 01 Jun 2042 | 11656 | 10969 |
| FNMA POOL AO6908 | 4% 01 Jun 2042 | 17233 | 16217 |
| FNMA POOL AO7501 | 4% 01 Jun 2042 | 20753 | 19530 |
| FNMA POOL AO9859 | 4% 01 Jul 2042 | 7846 | 7383 |
| FNMA POOL AP0692 | 4% 01 Jul 2042 | 22770 | 21428 |
| FNMA POOL AP2530 | 4% 01 Aug 2042 | 25026 | 23550 |
| FNMA POOL AP4532 | 4% 01 Sep 2042 | 16942 | 15943 |
| FNMA POOL AP4781 | 3% 01 Sep 2042 | 133276 | 118141 |
| FNMA POOL AP4903 | 4% 01 Sep 2042 | 43167 | 40622 |
| FNMA POOL AP7399 | 4% 01 Sep 2042 | 80588 | 75838 |
| FNMA POOL AP9229 | 4% 01 Oct 2042 | 13023 | 12255 |
| FNMA POOL AP9766 | 4% 01 Oct 2042 | 220298 | 207327 |
| FNMA POOL AP9862 | 4% 01 Oct 2042 | 11566 | 10884 |
| FNMA POOL AQ0100 | 4% 01 Oct 2042 | 15255 | 14356 |
| FNMA POOL AQ1641 | 4% 01 Oct 2042 | 12602 | 11860 |
| FNMA POOL AQ3599 | 4% 01 Nov 2042 | 23816 | 22412 |
| FNMA POOL AQ4078 | 4% 01 Jun 2043 | 74123 | 69638 |
| FNMA POOL AQ4080 | 4% 01 Jun 2043 | 66431 | 62403 |
| FNMA POOL AQ4555 | 4% 01 Dec 2042 | 134490 | 126569 |
| FNMA POOL AQ4573 | 4% 01 Dec 2042 | 45423 | 42747 |
| FNMA POOL AQ5137 | 4% 01 Nov 2042 | 20838 | 19609 |
| FNMA POOL AQ6744 | 4% 01 Nov 2042 | 4622 | 4350 |
| FNMA POOL AQ7003 | 4% 01 Dec 2042 | 57123 | 53756 |
| FNMA POOL AQ7048 | 4% 01 Dec 2042 | 24328 | 22895 |
| FNMA POOL AQ7082 | 4% 01 Jan 2043 | 75165 | 70735 |
| FNMA POOL AQ7661 | 4% 01 Dec 2042 | 49433 | 46517 |
| FNMA POOL AR7399 | 3% 01 Jun 2043 | 15968 | 14142 |
| FNMA POOL AS0038 | 3% 01 Jul 2043 | 53484 | 47366 |
| FNMA POOL AS0070 | 4% 01 Aug 2043 | 83450 | 78397 |
| FNMA POOL AS4271 | 4.5% 01 Jan 2045 | 35737 | 34469 |
| FNMA POOL AS7844 | 3% 01 Sep 2046 | 127938 | 111760 |
| FNMA POOL AS8740 | 3.5% 01 Feb 2037 | 52481 | 49334 |
| FNMA POOL AT3870 | 4% 01 Jun 2043 | 24853 | 23349 |
| FNMA POOL AT3874 | 4% 01 Jun 2043 | 29330 | 27552 |
| FNMA POOL AT4281 | 4% 01 Jun 2043 | 14602 | 13718 |
| FNMA POOL AT6546 | 4% 01 Jun 2043 | 19815 | 18625 |
| FNMA POOL AT6549 | 4% 01 Jun 2043 | 33327 | 31311 |
| FNMA POOL AT7208 | 4% 01 Jun 2043 | 14357 | 13488 |
| FNMA POOL AT7698 | 4% 01 Jun 2043 | 57749 | 54247 |
| FNMA POOL AT8394 | 4% 01 Jun 2043 | 164606 | 154646 |
| FNMA POOL AT9627 | 4% 01 Jul 2043 | 34450 | 32361 |
| FNMA POOL AT9637 | 4% 01 Jul 2043 | 292555 | 274816 |
| FNMA POOL AT9653 | 4% 01 Jul 2043 | 235850 | 221579 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AT9657 | 4% 01 Jul 2043 | 169949 | 159666 |
| FNMA POOL AT9839 | 4% 01 Jun 2043 | 27476 | 25813 |
| FNMA POOL AU6735 | 3% 01 Oct 2043 | 43797 | 38787 |
| FNMA POOL AV7116 | 4.5% 01 Mar 2044 | 20207 | 19479 |
| FNMA POOL BC1509 | 3% 01 Aug 2046 | 115165 | 100602 |
| FNMA POOL BC2817 | 3% 01 Sep 2046 | 241331 | 210814 |
| FNMA POOL BD8104 | 3% 01 Oct 2046 | 238190 | 208669 |
| FNMA POOL BF0104 | 4% 01 Feb 2056 | 67116 | 61021 |
| FNMA POOL BF0141 | 5.5% 01 Sep 2056 | 547398 | 553295 |
| FNMA POOL BF0145 | 3.5% 01 Mar 2057 | 299765 | 264199 |
| FNMA POOL BF0148 | 4.5% 01 Apr 2056 | 226248 | 214417 |
| FNMA POOL BF0183 | 4% 01 Jan 2057 | 38099 | 35556 |
| FNMA POOL BF0222 | 4.5% 01 Sep 2057 | 481908 | 455552 |
| FNMA POOL BF0561 | 3% 01 Sep 2061 | 1234811 | 1025387 |
| FNMA POOL BJ2544 | 3% 01 Dec 2037 | 58994 | 53799 |
| FNMA POOL BM3724 | 1% 01 Mar 2048 | 71459 | 64381 |
| FNMA POOL BM4751 | 1% 01 Mar 2043 | 460926 | 420779 |
| FNMA POOL BM4897 | 1% 01 Dec 2046 | 597435 | 545399 |
| FNMA POOL BM6151 | 1% 01 Feb 2041 | 146242 | 138829 |
| FNMA POOL BM6912 | 1% 01 Jan 2052 | 86508 | 69049 |
| FNMA POOL BO2878 | 3% 01 Nov 2049 | 88770 | 76470 |
| FNMA POOL BP3484 | 2.5% 01 Jun 2051 | 68320 | 56568 |
| FNMA POOL BQ1150 | 2.5% 01 Oct 2050 | 246140 | 204075 |
| FNMA POOL BQ5876 | 2.5% 01 Nov 2050 | 145353 | 120668 |
| FNMA POOL BR0001 | 2.5% 01 Dec 2050 | 64540 | 53470 |
| FNMA POOL BR1001 | 2.5% 01 May 2051 | 360599 | 299538 |
| FNMA POOL BR2303 | 3% 01 Aug 2051 | 77067 | 66486 |
| FNMA POOL BR2641 | 2% 01 Feb 2051 | 134134 | 106360 |
| FNMA POOL BR2643 | 2% 01 Feb 2051 | 129323 | 102500 |
| FNMA POOL BR2644 | 2% 01 Feb 2051 | 62804 | 49707 |
| FNMA POOL BR3256 | 2% 01 Feb 2051 | 61860 | 49320 |
| FNMA POOL BR3257 | 2% 01 Feb 2051 | 190177 | 151569 |
| FNMA POOL BR3286 | 2% 01 Mar 2051 | 69907 | 55454 |
| FNMA POOL BR4722 | 2% 01 Mar 2051 | 130987 | 103631 |
| FNMA POOL BR4753 | 2% 01 Mar 2051 | 73749 | 58478 |
| FNMA POOL BR4756 | 2% 01 Mar 2051 | 129658 | 102579 |
| FNMA POOL BR5487 | 2% 01 Mar 2051 | 73683 | 58294 |
| FNMA POOL BR5587 | 2% 01 Mar 2051 | 140882 | 111617 |
| FNMA POOL BR5633 | 2% 01 Mar 2051 | 216840 | 171553 |
| FNMA POOL BR6496 | 2.5% 01 Apr 2051 | 64005 | 53136 |
| FNMA POOL BR6515 | 2% 01 Apr 2051 | 70490 | 56186 |
| FNMA POOL BR7744 | 2% 01 Apr 2051 | 66275 | 52669 |
| FNMA POOL BR7745 | 2% 01 Apr 2051 | 65004 | 51524 |
| FNMA POOL BR8478 | 2% 01 Apr 2051 | 74950 | 59562 |
| FNMA POOL BR8518 | 2% 01 Apr 2051 | 66234 | 52499 |
| FNMA POOL BT0846 | 2.5% 01 Jul 2051 | 141023 | 116721 |
| FNMA POOL BT3244 | 2.5% 01 Jul 2051 | 152769 | 126396 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL BT3270 | 2.5% 01 Aug 2051 | 144181 | 119515 |
| FNMA POOL BT3290 | 2.5% 01 Aug 2051 | 78589 | 64997 |
| FNMA POOL BT3303 | 2.5% 01 Aug 2051 | 71595 | 59325 |
| FNMA POOL BU9889 | 3% 01 Jan 2052 | 294799 | 254784 |
| FNMA POOL BV3089 | 2.5% 01 Feb 2052 | 228387 | 188458 |
| FNMA POOL BV5395 | 3.5% 01 Apr 2052 | 138700 | 124282 |
| FNMA POOL BV8546 | 3.5% 01 May 2052 | 305010 | 273100 |
| FNMA POOL BW9916 | 5% 01 Oct 2052 | 161447 | 156244 |
| FNMA POOL BZ0874 | 4.76% 01 Jun 2029 | 600000 | 599936 |
| FNMA POOL CA4110 | 3% 01 Sep 2049 | 223050 | 193136 |
| FNMA POOL CA4819 | 4% 01 Dec 2049 | 64629 | 59866 |
| FNMA POOL CA6315 | 3% 01 Jul 2050 | 124143 | 106975 |
| FNMA POOL CA7257 | 2.5% 01 Oct 2050 | 603970 | 501585 |
| FNMA POOL CA7422 | 2% 01 Oct 2040 | 2004181 | 1683322 |
| FNMA POOL CA9358 | 2.5% 01 Mar 2041 | 203958 | 176460 |
| FNMA POOL CB0100 | 2.5% 01 Apr 2041 | 355435 | 307483 |
| FNMA POOL CB0101 | 2.5% 01 Apr 2041 | 277686 | 240162 |
| FNMA POOL CB0470 | 2.5% 01 May 2041 | 367287 | 317221 |
| FNMA POOL CB2164 | 3% 01 Nov 2051 | 140606 | 120927 |
| FNMA POOL CB2680 | 3.5% 01 Jan 2052 | 435037 | 387643 |
| FNMA POOL CB2804 | 2.5% 01 Feb 2052 | 80667 | 66476 |
| FNMA POOL CB3044 | 2.5% 01 Mar 2052 | 499330 | 412201 |
| FNMA POOL CB3077 | 2.5% 01 Mar 2042 | 79189 | 68243 |
| FNMA POOL CB3082 | 3% 01 Mar 2042 | 75380 | 67215 |
| FNMA POOL CB3614 | 4% 01 May 2052 | 560300 | 516996 |
| FNMA POOL CB4103 | 5% 01 Jul 2052 | 321550 | 315619 |
| FNMA POOL CB5108 | 5.5% 01 Nov 2052 | 171314 | 170495 |
| FNMA POOL CB5316 | 6% 01 Dec 2052 | 400968 | 403832 |
| FNMA POOL CB6540 | 6% 01 Jun 2053 | 1297913 | 1317243 |
| FNMA POOL CB6753 | 6% 01 Jul 2053 | 521051 | 527825 |
| FNMA POOL CB7109 | 5.5% 01 Sep 2053 | 637285 | 632298 |
| FNMA POOL CB8226 | 6.5% 01 Mar 2054 | 85574 | 87959 |
| FNMA POOL CB8388 | 6.5% 01 Apr 2054 | 563498 | 578743 |
| FNMA POOL FM0068 | 1% 01 Feb 2040 | 163723 | 152276 |
| FNMA POOL FM0071 | 1% 01 Feb 2040 | 34549 | 32127 |
| FNMA POOL FM3123 | 1% 01 Mar 2038 | 329410 | 297118 |
| FNMA POOL FM3830 | 1% 01 Apr 2050 | 169554 | 146815 |
| FNMA POOL FM4577 | 1% 01 Oct 2050 | 200401 | 166153 |
| FNMA POOL FM5423 | 1% 01 Jan 2051 | 343405 | 284505 |
| FNMA POOL FM5743 | 1% 01 Feb 2051 | 53712 | 44588 |
| FNMA POOL FM5754 | 1% 01 Mar 2037 | 39124 | 37150 |
| FNMA POOL FM5783 | 1% 01 Jun 2038 | 167657 | 155002 |
| FNMA POOL FM5904 | 1% 01 Feb 2051 | 97272 | 80754 |
| FNMA POOL FM6015 | 1% 01 Aug 2039 | 42231 | 39778 |
| FNMA POOL FM6117 | 1% 01 Nov 2048 | 192968 | 167758 |
| FNMA POOL FM6134 | 1% 01 Mar 2040 | 167894 | 153329 |
| FNMA POOL FM6460 | 1% 01 Mar 2051 | 134649 | 111677 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL FM7100 | 1% 01 Jun 2050 | 101911 | 91679 |
| FNMA POOL FM7382 | 1% 01 May 2051 | 55228 | 47543 |
| FNMA POOL FM7518 | 1% 01 Jun 2051 | 796867 | 658653 |
| FNMA POOL FM7531 | 1% 01 May 2051 | 59687 | 51473 |
| FNMA POOL FM7607 | 1% 01 Apr 2038 | 94344 | 89123 |
| FNMA POOL FM7675 | 1% 01 Jun 2051 | 180307 | 149498 |
| FNMA POOL FM7676 | 1% 01 Jun 2051 | 74421 | 61597 |
| FNMA POOL FM7727 | 1% 01 Jun 2051 | 65485 | 54487 |
| FNMA POOL FM7796 | 1% 01 Jun 2048 | 107440 | 100018 |
| FNMA POOL FM7869 | 1% 01 Jan 2051 | 139334 | 115584 |
| FNMA POOL FM7900 | 1% 01 Jul 2051 | 146951 | 121628 |
| FNMA POOL FM7910 | 1% 01 Jul 2051 | 149579 | 124204 |
| FNMA POOL FM8025 | 1% 01 Jul 2051 | 291937 | 242412 |
| FNMA POOL FM8166 | 1% 01 Jun 2051 | 65422 | 56775 |
| FNMA POOL FM8210 | 1% 01 Apr 2050 | 2394737 | 2073573 |
| FNMA POOL FM8577 | 1% 01 Aug 2051 | 135623 | 117614 |
| FNMA POOL FM8786 | 1% 01 Oct 2051 | 702757 | 581220 |
| FNMA POOL FM8813 | 1% 01 Sep 2051 | 713862 | 636438 |
| FNMA POOL FM8941 | 1% 01 Jan 2041 | 60855 | 55098 |
| FNMA POOL FM8977 | 1% 01 Sep 2051 | 70762 | 58812 |
| FNMA POOL FM9044 | 1% 01 Oct 2051 | 70556 | 60912 |
| FNMA POOL FM9048 | 1% 01 Oct 2051 | 75154 | 64706 |
| FNMA POOL FM9292 | 1% 01 Nov 2051 | 228796 | 197452 |
| FNMA POOL FM9365 | 1% 01 Nov 2051 | 73287 | 63465 |
| FNMA POOL FS0024 | 1% 01 Sep 2051 | 68157 | 56608 |
| FNMA POOL FS0028 | 1% 01 Sep 2051 | 232028 | 191900 |
| FNMA POOL FS0034 | 1% 01 Dec 2051 | 75216 | 65089 |
| FNMA POOL FS0037 | 1% 01 Aug 2051 | 62320 | 53947 |
| FNMA POOL FS0240 | 1% 01 Jan 2052 | 74674 | 64688 |
| FNMA POOL FS0366 | 1% 01 Jan 2052 | 77711 | 64611 |
| FNMA POOL FS0408 | 1% 01 Jan 2052 | 76281 | 65967 |
| FNMA POOL FS0520 | 1% 01 Feb 2052 | 239530 | 206344 |
| FNMA POOL FS0534 | 1% 01 Jul 2051 | 80652 | 66819 |
| FNMA POOL FS0551 | 1% 01 Feb 2052 | 402146 | 332601 |
| FNMA POOL FS0582 | 1% 01 Feb 2052 | 158956 | 131667 |
| FNMA POOL FS0583 | 1% 01 Feb 2052 | 170362 | 140416 |
| FNMA POOL FS0612 | 1% 01 Feb 2052 | 77495 | 61209 |
| FNMA POOL FS0995 | 1% 01 Mar 2042 | 473226 | 407900 |
| FNMA POOL FS1014 | 1% 01 Feb 2052 | 162735 | 128426 |
| FNMA POOL FS1074 | 1% 01 Mar 2052 | 389916 | 337173 |
| FNMA POOL FS1104 | 1% 01 Nov 2051 | 76023 | 63087 |
| FNMA POOL FS1237 | 1% 01 Dec 2051 | 150608 | 135047 |
| FNMA POOL FS1248 | 1% 01 Feb 2047 | 372432 | 329830 |
| FNMA POOL FS1289 | 1% 01 Mar 2052 | 386140 | 334568 |
| FNMA POOL FS1403 | 1% 01 Jan 2045 | 74144 | 65696 |
| FNMA POOL FS1454 | 1% 01 Apr 2052 | 244923 | 218369 |
| FNMA POOL FS1462 | 1% 01 Jan 2052 | 157046 | 140808 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL FS1539 | 1% 01 Nov 2048 | 76094 | 67389 |
| FNMA POOL FS1553 | 1% 01 Nov 2050 | 156052 | 129479 |
| FNMA POOL FS1555 | 1% 01 Apr 2052 | 80191 | 71497 |
| FNMA POOL FS1556 | 1% 01 May 2052 | 486821 | 436165 |
| FNMA POOL FS1603 | 1% 01 May 2052 | 165622 | 147999 |
| FNMA POOL FS1628 | 1% 01 Apr 2052 | 161249 | 133819 |
| FNMA POOL FS1726 | 1% 01 Sep 2041 | 158756 | 132733 |
| FNMA POOL FS3249 | 1% 01 Nov 2052 | 235980 | 229150 |
| FNMA POOL FS3275 | 1% 01 Apr 2052 | 611178 | 519964 |
| FNMA POOL FS3589 | 1% 01 Jan 2050 | 257669 | 249490 |
| FNMA POOL FS3836 | 1% 01 Jan 2053 | 252023 | 238253 |
| FNMA POOL FS4000 | 1% 01 Jul 2041 | 228733 | 237138 |
| FNMA POOL FS4269 | 1% 01 Oct 2051 | 617567 | 488780 |
| FNMA POOL FS4270 | 1% 01 Mar 2052 | 969862 | 764784 |
| FNMA POOL FS4570 | 1% 01 Dec 2047 | 543725 | 542382 |
| FNMA POOL FS5059 | 1% 01 Nov 2048 | 433082 | 390730 |
| FNMA POOL FS5191 | 1% 01 Aug 2042 | 896413 | 745811 |
| FNMA POOL FS5270 | 1% 01 Jul 2053 | 263901 | 262227 |
| FNMA POOL FS5313 | 1% 01 Jan 2050 | 264484 | 237798 |
| FNMA POOL FS5450 | 1% 01 Nov 2051 | 520928 | 451054 |
| FNMA POOL FS5708 | 1% 01 Jun 2053 | 87888 | 85536 |
| FNMA POOL FS6129 | 1% 01 Jun 2042 | 1366413 | 1136848 |
| FNMA POOL FS6451 | 1% 01 Aug 2053 | 271974 | 269887 |
| FNMA POOL FS6691 | 1% 01 Mar 2042 | 556695 | 447323 |
| FNMA POOL FS6779 | 1% 01 Dec 2053 | 245206 | 252432 |
| FNMA POOL FS7170 | 1% 01 Aug 2042 | 558292 | 465949 |
| FNMA POOL FS7180 | 1% 01 May 2042 | 276602 | 229668 |
| FNMA POOL FS7294 | 1% 01 May 2044 | 447360 | 454830 |
| FNMA POOL FS7624 | 1% 01 Mar 2054 | 178388 | 183645 |
| FNMA POOL FS7997 | 1% 01 May 2054 | 472602 | 475718 |
| FNMA POOL FS8001 | 1% 01 Jun 2054 | 97662 | 96997 |
| FNMA POOL FS8027 | 1% 01 Mar 2052 | 95238 | 78601 |
| FNMA POOL FS8273 | 1% 01 Feb 2042 | 479127 | 384995 |
| FNMA POOL MA0706 | 4.5% 01 Apr 2031 | 41845 | 41495 |
| FNMA POOL MA0734 | 4.5% 01 May 2031 | 152571 | 151281 |
| FNMA POOL MA0776 | 4.5% 01 Jun 2031 | 53928 | 53472 |
| FNMA POOL MA0913 | 4.5% 01 Nov 2031 | 69627 | 69004 |
| FNMA POOL MA0939 | 4.5% 01 Dec 2031 | 71000 | 70362 |
| FNMA POOL MA0968 | 4.5% 01 Dec 2031 | 15399 | 15256 |
| FNMA POOL MA1177 | 3.5% 01 Sep 2042 | 27834 | 25330 |
| FNMA POOL MA1213 | 3.5% 01 Oct 2042 | 14372 | 13079 |
| FNMA POOL MA1221 | 4.5% 01 Sep 2042 | 8692 | 8416 |
| FNMA POOL MA1253 | 4% 01 Nov 2042 | 12531 | 11793 |
| FNMA POOL MA1547 | 4% 01 Aug 2043 | 100609 | 94516 |
| FNMA POOL MA1591 | 4.5% 01 Sep 2043 | 177878 | 171983 |
| FNMA POOL MA1629 | 4.5% 01 Oct 2043 | 142029 | 137322 |
| FNMA POOL MA1664 | 4.5% 01 Nov 2043 | 90243 | 87252 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL MA1711 | 4.5% 01 Dec 2043 | 137916 | 133345 |
| FNMA POOL MA2110 | 3.5% 01 Dec 2034 | 99570 | 94747 |
| FNMA POOL MA2138 | 3.5% 01 Jan 2035 | 56823 | 54037 |
| FNMA POOL MA2320 | 3% 01 Jul 2035 | 44326 | 41255 |
| FNMA POOL MA2523 | 3% 01 Feb 2036 | 217897 | 201886 |
| FNMA POOL MA2579 | 3% 01 Apr 2036 | 176692 | 163752 |
| FNMA POOL MA2672 | 3% 01 Jul 2036 | 341884 | 316252 |
| FNMA POOL MA2707 | 3% 01 Aug 2036 | 589506 | 545064 |
| FNMA POOL MA2773 | 3% 01 Oct 2036 | 728185 | 672136 |
| FNMA POOL MA2832 | 3% 01 Dec 2036 | 451198 | 415894 |
| FNMA POOL MA4047 | 2% 01 Jun 2050 | 897515 | 705335 |
| FNMA POOL MA4280 | 1.5% 01 Mar 2051 | 865414 | 640331 |
| FNMA POOL MA4354 | 1.5% 01 Jun 2051 | 81604 | 60361 |
| FNMA POOL MA4364 | 2% 01 Jun 2041 | 516045 | 430881 |
| FNMA POOL MA4473 | 1.5% 01 Nov 2041 | 1110638 | 892436 |
| FNMA POOL MA4540 | 2% 01 Feb 2042 | 79002 | 65730 |
| FNMA POOL MA4586 | 2% 01 Apr 2042 | 246340 | 204540 |
| FNMA POOL MA4587 | 2.5% 01 Apr 2042 | 81323 | 69702 |
| FNMA POOL MA4599 | 3% 01 May 2052 | 86244 | 73343 |
| FNMA POOL MA4607 | 2.5% 01 May 2042 | 82107 | 70374 |
| FNMA TBA 30 YR 2 | 2% 15 Jan 2055 | 2000000 | 1554956 |
| FNMA TBA 30 YR 3.5 | 3.5% 14 Jan 2055 | 900000 | 795947 |
| FNMA TBA 30 YR 4.5 | 4.5% 15 Jan 2055 | 500000 | 470219 |
| FNMA TBA 30 YR 5 | 5% 15 Jan 2055 | 1100000 | 1061281 |
| FNMA TBA 30 YR 5.5 | 5.5% 15 Jan 2055 | 2200000 | 2171629 |
| FNMA TBA 30 YR 6 | 6% 15 Jan 2055 | 1800000 | 1809144 |
| FNMA TBA 30 YR 6.5 | 6.5% 15 Jan 2055 | 2300000 | 2349174 |
| FOUNDRY JV HOLDCO LLC | 5.875% 25 Jan 2034 | 260000 | 253991 |
| FOUNDRY JV HOLDCO LLC | 5.9% 25 Jan 2030 | 410000 | 415277 |
| FOX CORP | 5.476% 25 Jan 2039 | 220000 | 208716 |
| FOX CORP | 6.5% 13 Oct 2033 | 70000 | 73653 |
| FREDDIE MAC | 1% 15 Dec 2041 | 268452 | 26369 |
| FREDDIE MAC | 2.5% 25 Nov 2050 | 128060 | 17895 |
| FREDDIE MAC | 2.5% 25 Jan 2051 | 697521 | 113794 |
| FREDDIE MAC | 2.5% 25 Feb 2051 | 68450 | 10080 |
| FREDDIE MAC | 4.5% 25 Jun 2050 | 810107 | 188304 |
| FREDDIE MAC | 2.5% 25 Sep 2050 | 184098 | 27843 |
| FREDDIE MAC | 2.5% 25 Sep 2050 | 442873 | 72099 |
| FREDDIE MAC | 2.5% 25 Sep 2050 | 227579 | 37087 |
| FREDDIE MAC | 2% 25 Oct 2050 | 386254 | 49354 |
| FREDDIE MAC | 4.5% 25 Dec 2050 | 445789 | 103420 |
| FREDDIE MAC | 2% 25 Feb 2051 | 724081 | 92209 |
| FREDDIE MAC | 2.5% 25 May 2049 | 580323 | 83425 |
| FREDDIE MAC | 3% 25 Nov 2051 | 674214 | 99094 |
| FREDDIE MAC | 2% 25 Mar 2051 | 762020 | 103836 |
| FREDDIE MAC | 2.5% 25 Apr 2051 | 1503641 | 238468 |
| FREDDIE MAC | 2% 25 Mar 2051 | 881563 | 106724 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FREDDIE MAC | 4.5% 25 Nov 2051 | 459283 | 103138 |
| FREDDIE MAC | 1% 25 Dec 2054 | 219818 | 220118 |
| FREDDIE MAC | 1% 25 Dec 2054 | 207612 | 207804 |
| FREDDIE MAC | 1% 15 Jan 2040 | 124918 | 7884 |
| FREDDIE MAC SCRT | 3% 25 Nov 2063 | 380854 | 308018 |
| FREDDIE MAC REFERENCE REMIC | 6% 15 May 2036 | 211500 | 217279 |
| FREEPORT MCMORAN INC | 5.45% 15 Mar 2043 | 50000 | 46639 |
| FREEPORT MCMORAN INC | 5.4% 14 Nov 2034 | 110000 | 108518 |
| FREEPORT MCMORAN INC | 4.125% 01 Mar 2028 | 460000 | 447143 |
| GE HEALTHCARE TECH INC | 5.65% 15 Nov 2027 | 870000 | 890393 |
| GENERAL DYNAMICS CORP | 4.25% 01 Apr 2040 | 290000 | 253187 |
| GENERAL DYNAMICS CORP | 4.25% 01 Apr 2050 | 530000 | 436890 |
| GENERAL MOTORS CO | 6.25% 02 Oct 2043 | 130000 | 128889 |
| GENERAL MOTORS CO | 5.15% 01 Apr 2038 | 90000 | 82713 |
| GENERAL MOTORS FINL CO | 4.35% 17 Jan 2027 | 100000 | 98814 |
| GILEAD SCIENCES INC | 4.75% 01 Mar 2046 | 190000 | 167392 |
| GILEAD SCIENCES INC | 3.65% 01 Mar 2026 | 290000 | 286717 |
| GLENCORE FUNDING LLC | 4% 27 Mar 2027 | 570000 | 558686 |
| GLENCORE FUNDING LLC | 3.875% 27 Oct 2027 | 700000 | 680610 |
| GMRF MORTGAGE ACQUISITION CO., | 1% 25 Jul 2056 | 86178 | 74812 |
| GNMA II POOL 003474 | 6% 20 Nov 2033 | 6069 | 6260 |
| GNMA II POOL 004006 | 6% 20 Jul 2037 | 37767 | 39420 |
| GNMA II POOL 004040 | 6.5% 20 Oct 2037 | 110263 | 116974 |
| GNMA II POOL 004245 | 6% 20 Sep 2038 | 190493 | 198853 |
| GNMA II POOL 004617 | 4.5% 20 Jan 2040 | 82852 | 80664 |
| GNMA II POOL 004717 | 6% 20 Jun 2040 | 38203 | 39879 |
| GNMA II POOL 004747 | 5% 20 Jul 2040 | 10736 | 10680 |
| GNMA II POOL 004801 | 4.5% 20 Sep 2040 | 4513 | 4392 |
| GNMA II POOL 004802 | 5% 20 Sep 2040 | 42991 | 42767 |
| GNMA II POOL 004837 | 6% 20 Oct 2040 | 13703 | 14291 |
| GNMA II POOL 004855 | 5% 20 Nov 2040 | 75596 | 75203 |
| GNMA II POOL 004923 | 4.5% 20 Jan 2041 | 22040 | 21448 |
| GNMA II POOL 004978 | 4.5% 20 Mar 2041 | 813170 | 790763 |
| GNMA II POOL 004991 | 6% 20 Mar 2041 | 141109 | 147300 |
| GNMA II POOL 005085 | 6% 20 Jun 2041 | 131598 | 137244 |
| GNMA II POOL 005189 | 6% 20 Sep 2041 | 51255 | 53454 |
| GNMA II POOL 005240 | 6% 20 Nov 2041 | 1507 | 1573 |
| GNMA II POOL 783050 | 5% 20 Jul 2040 | 225904 | 224729 |
| GNMA II POOL 784106 | 3.5% 20 Jan 2046 | 45865 | 41535 |
| GNMA II POOL 784825 | 3.5% 20 Oct 2049 | 37698 | 33251 |
| GNMA II POOL 784894 | 3.5% 20 Feb 2048 | 271266 | 244989 |
| GNMA II POOL 784905 | 3% 20 Jan 2050 | 221034 | 190455 |
| GNMA II POOL 785218 | 2% 20 Dec 2050 | 270091 | 211421 |
| GNMA II POOL 785219 | 2% 20 Dec 2050 | 260963 | 204691 |
| GNMA II POOL 785220 | 2% 20 Dec 2050 | 208243 | 164037 |
| GNMA II POOL 785221 | 2% 20 Dec 2050 | 265749 | 209933 |
| GNMA II POOL 785359 | 2% 20 Mar 2051 | 141531 | 111254 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL 785360 | 2% 20 Mar 2051 | 77652 | 61423 |
| GNMA II POOL 785558 | 2.5% 20 Jul 2051 | 2323859 | 1897415 |
| GNMA II POOL 785791 | 2.5% 20 Dec 2051 | 3116483 | 2542176 |
| GNMA II POOL 785944 | 3% 20 Feb 2052 | 634242 | 544688 |
| GNMA II POOL 786077 | 3% 20 Mar 2052 | 148932 | 127690 |
| GNMA II POOL 786082 | 3% 20 Nov 2051 | 232130 | 199585 |
| GNMA II POOL 786095 | 3% 20 Apr 2052 | 312020 | 267497 |
| GNMA II POOL 786107 | 3% 20 Mar 2052 | 77968 | 66959 |
| GNMA II POOL 786150 | 3% 20 Mar 2052 | 329105 | 282492 |
| GNMA II POOL 786335 | 4.5% 20 Sep 2052 | 409023 | 386538 |
| GNMA II POOL 786340 | 5% 20 Sep 2052 | 170329 | 165990 |
| GNMA II POOL 786583 | 3% 20 Mar 2052 | 693941 | 595678 |
| GNMA II POOL 786726 | 2% 20 Mar 2051 | 616478 | 484324 |
| GNMA II POOL 786823 | 5.5% 20 Jul 2053 | 89249 | 89316 |
| GNMA II POOL 786835 | 5.5% 20 Aug 2053 | 271242 | 271338 |
| GNMA II POOL 786843 | 3% 20 Mar 2052 | 173978 | 149342 |
| GNMA II POOL 787097 | 5% 20 Aug 2053 | 166641 | 162276 |
| GNMA II POOL 787154 | 6.5% 20 Nov 2053 | 82492 | 85420 |
| GNMA II POOL 787228 | 6% 20 Jan 2054 | 715917 | 732675 |
| GNMA II POOL 787236 | 6.5% 20 Jan 2054 | 250973 | 258882 |
| GNMA II POOL 787259 | 2% 20 Feb 2051 | 95220 | 74850 |
| GNMA II POOL BC4732 | 3.5% 20 Oct 2047 | 218662 | 197482 |
| GNMA II POOL BD0384 | 3.5% 20 Oct 2047 | 181934 | 164311 |
| GNMA II POOL BM7534 | 3.5% 20 Feb 2050 | 53366 | 47313 |
| GNMA II POOL BM9734 | 4% 20 Oct 2049 | 26820 | 24814 |
| GNMA II POOL BM9743 | 4% 20 Nov 2049 | 371216 | 343442 |
| GNMA II POOL BS1728 | 4% 20 Jan 2050 | 31676 | 29306 |
| GNMA II POOL BS1742 | 4% 20 Feb 2050 | 26895 | 24883 |
| GNMA II POOL BS1757 | 4% 20 Mar 2050 | 28904 | 26705 |
| GNMA II POOL BS8420 | 4% 20 Apr 2050 | 134230 | 124017 |
| GNMA II POOL CI1513 | 3% 20 Mar 2052 | 263139 | 222224 |
| GNMA II POOL CL5523 | 3% 20 Apr 2052 | 71616 | 61397 |
| GNMA II POOL MA1995 | 3.5% 20 Jun 2044 | 151650 | 138008 |
| GNMA II POOL MA3521 | 3.5% 20 Mar 2046 | 170949 | 155274 |
| GNMA II POOL MA3597 | 3.5% 20 Apr 2046 | 171092 | 154844 |
| GNMA II POOL MA3663 | 3.5% 20 May 2046 | 548958 | 496828 |
| GNMA II POOL MA4068 | 3% 20 Nov 2046 | 79609 | 69907 |
| GNMA II POOL MA4654 | 4.5% 20 Aug 2047 | 97255 | 93397 |
| GNMA II POOL MA5138 | 4.5% 20 Apr 2048 | 145577 | 139540 |
| GNMA II POOL MA5193 | 4.5% 20 May 2048 | 214575 | 205677 |
| GNMA II POOL MA5265 | 4.5% 20 Jun 2048 | 286670 | 275164 |
| GNMA II POOL MA5467 | 4.5% 20 Sep 2048 | 851 | 815 |
| GNMA II POOL MA5529 | 4.5% 20 Oct 2048 | 145412 | 139329 |
| GNMA II POOL MA5530 | 5% 20 Oct 2048 | 111015 | 109088 |
| GNMA II POOL MA5595 | 4% 20 Nov 2048 | 10509 | 9789 |
| GNMA II POOL MA5597 | 5% 20 Nov 2048 | 112541 | 110588 |
| GNMA II POOL MA5652 | 4.5% 20 Dec 2048 | 74854 | 71723 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL MA5711 | 4.5% 20 Jan 2049 | 886250 | 849181 |
| GNMA II POOL MA5764 | 4.5% 20 Feb 2049 | 162079 | 155300 |
| GNMA II POOL MA5877 | 4.5% 20 Apr 2049 | 108407 | 103873 |
| GNMA II POOL MA6157 | 5% 20 Sep 2049 | 96928 | 95363 |
| GNMA II POOL MA6477 | 4.5% 20 Feb 2050 | 87679 | 84012 |
| GNMA II POOL MA6544 | 4.5% 20 Mar 2050 | 61202 | 58642 |
| GNMA II POOL MA6603 | 5% 20 Apr 2050 | 130370 | 129282 |
| GNMA II POOL MA6711 | 3.5% 20 Jun 2050 | 597875 | 538142 |
| GNMA II POOL MA6767 | 3.5% 20 Jul 2050 | 59833 | 53875 |
| GNMA II POOL MA6818 | 2% 20 Aug 2050 | 56336 | 45158 |
| GNMA II POOL MA6997 | 3.5% 20 Nov 2050 | 709363 | 638736 |
| GNMA II POOL MA7056 | 4.5% 20 Dec 2050 | 69256 | 66359 |
| GNMA II POOL MA7184 | 2% 20 Feb 2051 | 573863 | 447237 |
| GNMA II POOL MA7303 | 2% 20 Apr 2051 | 516029 | 402084 |
| GNMA II POOL MA7312 | 2.5% 20 Apr 2051 | 1147977 | 959770 |
| GNMA II POOL MA7472 | 2.5% 20 Jul 2051 | 285986 | 238966 |
| GNMA II POOL MA7534 | 2.5% 20 Aug 2051 | 72987 | 60976 |
| GNMA II POOL MA7989 | 3.5% 20 Apr 2052 | 82771 | 74077 |
| GNMA II POOL MA8202 | 5% 20 Aug 2052 | 331217 | 322779 |
| GNMA II POOL MA8428 | 5% 20 Nov 2052 | 85284 | 83112 |
| GNMA II POOL MA8726 | 5.5% 20 Mar 2053 | 407664 | 405540 |
| GNMA II POOL MA8796 | 3% 20 Apr 2053 | 249877 | 217694 |
| GNMA II POOL MA8801 | 5.5% 20 Apr 2053 | 908478 | 903746 |
| GNMA II POOL MA8879 | 5.5% 20 May 2053 | 1196230 | 1189999 |
| GNMA II TBA 30 YR 4 | 4% 15 Jan 2055 | 1100000 | 1012408 |
| GNMA II TBA 30 YR 4.5 | 4.5% 21 Jan 2055 | 400000 | 378136 |
| GNMA II TBA 30 YR 5.5 | 5.5% 15 Jan 2055 | 200000 | 198308 |
| GNMA II TBA 30 YR 6 | 6% 15 Jan 2055 | 2500000 | 2516925 |
| GNMA II TBA 30 YR 6.5 | 6.5% 15 Jan 2055 | 2900000 | 2950344 |
| GNMA POOL 486470 | 6.5% 15 Aug 2028 | 258 | 263 |
| GNMA POOL 486516 | 6.5% 15 Sep 2028 | 593 | 608 |
| GNMA POOL 617327 | 6% 15 Dec 2036 | 14816 | 15217 |
| GNMA POOL 617567 | 6% 15 Jun 2037 | 433 | 451 |
| GNMA POOL 661534 | 6% 15 Dec 2036 | 16039 | 16779 |
| GNMA POOL 662583 | 6% 15 Sep 2037 | 46927 | 49073 |
| GNMA POOL 780851 | 7.5% 15 Dec 2027 | 549 | 552 |
| GNMA POOL 781001 | 7.5% 15 Mar 2029 | 1455 | 1497 |
| GNMA POOL 783669 | 3% 15 Sep 2042 | 113733 | 100721 |
| GNMA POOL 784571 | 3.5% 15 Jun 2048 | 416171 | 377172 |
| GNMA POOL AA5649 | 3% 15 Sep 2042 | 286537 | 253754 |
| GNMA POOL AB2892 | 3% 15 Sep 2042 | 260636 | 230838 |
| GNMA POOL AB9108 | 3% 15 Oct 2042 | 559956 | 495935 |
| GNMA POOL BS8439 | 3.5% 15 May 2050 | 108967 | 97186 |
| GOLDMAN SACHS GROUP INC | 6.25% 01 Feb 2041 | 930000 | 978007 |
| GOLDMAN SACHS GROUP INC | 4.25% 21 Oct 2025 | 470000 | 467636 |
| GOLDMAN SACHS GROUP INC | 4.75% 21 Oct 2045 | 100000 | 88062 |
| GOLDMAN SACHS GROUP INC | 1% 05 Jun 2028 | 920000 | 892934 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GOLDMAN SACHS GROUP INC | 1% 01 May 2029 | 260000 | 252964 |
| GOLDMAN SACHS GROUP INC | 3.5% 01 Apr 2025 | 420000 | 418396 |
| GOLDMAN SACHS GROUP INC | 1% 22 Apr 2042 | 40000 | 29099 |
| GOLDMAN SACHS GROUP INC | 1% 21 Jul 2042 | 70000 | 48586 |
| GOLDMAN SACHS GROUP INC | 1% 15 Mar 2028 | 100000 | 97185 |
| GOLDMAN SACHS GROUP INC | 1% 15 Jun 2027 | 330000 | 327964 |
| GOLDMAN SACHS GROUP INC | 3.5% 16 Nov 2026 | 140000 | 136861 |
| GOLDMAN SACHS GROUP INC | 5.15% 22 May 2045 | 690000 | 634448 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Aug 2042 | 141884 | 12594 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Jun 2043 | 16748 | 474 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Apr 2040 | 17463 | 1623 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Feb 2054 | 2103257 | 24954 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Mar 2047 | 131006 | 3017 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Nov 2047 | 126143 | 113301 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Oct 2054 | 6585408 | 103459 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Jun 2048 | 3645 | 3471 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Jul 2058 | 425278 | 9170 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Oct 2046 | 180979 | 21138 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Mar 2060 | 1383391 | 43732 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Jun 2062 | 7368964 | 408419 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Sep 2062 | 10767079 | 648810 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 May 2063 | 10212373 | 603153 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Jul 2060 | 175390 | 124676 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Feb 2061 | 1890790 | 88072 |
| GOVERNMENT NATIONAL MORTGAGE A | 3% 20 Jul 2049 | 240195 | 207824 |
| GOVERNMENT NATIONAL MORTGAGE A | 3.5% 20 Apr 2050 | 439473 | 81781 |
| GOVERNMENT NATIONAL MORTGAGE A | 3.5% 20 Apr 2050 | 188930 | 35186 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Aug 2050 | 407091 | 58190 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Aug 2050 | 119662 | 16241 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Aug 2050 | 195710 | 27851 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Sep 2050 | 135404 | 19089 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Oct 2050 | 143119 | 19947 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Oct 2050 | 207919 | 29302 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Nov 2050 | 3273023 | 466390 |
| GOVERNMENT NATIONAL MORTGAGE A | 2% 20 Dec 2050 | 1184638 | 135693 |
| GOVERNMENT NATIONAL MORTGAGE A | 3% 20 May 2050 | 1158433 | 172794 |
| GOVERNMENT NATIONAL MORTGAGE A | 3% 20 Jul 2051 | 837700 | 109157 |
| GOVERNMENT NATIONAL MORTGAGE A | 2% 20 Jan 2052 | 305195 | 245372 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Feb 2052 | 155158 | 128804 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 7989692 | 7989692 |
| GS MORTGAGE SECURITIES TRUST | 3.964% 10 Nov 2047 | 99638 | 98313 |
| GUARDIAN LIFE GLOB FUND | 1.1% 23 Jun 2025 | 140000 | 137689 |
| HALLIBURTON CO | 3.8% 15 Nov 2025 | 15000 | 14870 |
| HALLIBURTON CO | 4.85% 15 Nov 2035 | 70000 | 66520 |
| HALLIBURTON CO | 5% 15 Nov 2045 | 120000 | 107557 |
| HCA INC | 4.5% 15 Feb 2027 | 10000 | 9904 |
| HERSHEY COMPANY | 0.9% 01 Jun 2025 | 100000 | 98432 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | HERTZ VEHICLE FINANCING LLC | 1.68% 27 Dec 2027 | 370000 | 348492 |
| | HILTON GRAND VACATIONS TRUST | 5.5% 25 Mar 2038 | 708856 | 713351 |
| | HILTON GRAND VACATIONS TRUST | 5.72% 25 Jan 2038 | 1016844 | 1027323 |
| | HOME DEPOT INC | 3.9% 15 Jun 2047 | 80000 | 62523 |
| | HOME DEPOT INC | 3.9% 06 Dec 2028 | 30000 | 29235 |
| | HOME DEPOT INC | 2.5% 15 Apr 2027 | 250000 | 239220 |
| | HOME DEPOT INC | 2.7% 15 Apr 2030 | 230000 | 206991 |
| | HOME DEPOT INC | 3.3% 15 Apr 2040 | 120000 | 93450 |
| | HOME DEPOT INC | 3.35% 15 Apr 2050 | 530000 | 369871 |
| | HOME DEPOT INC | 1.375% 15 Mar 2031 | 80000 | 64739 |
| | HOME DEPOT INC | 3.25% 15 Apr 2032 | 80000 | 71322 |
| | HONEYWELL INTERNATIONAL | 5% 01 Mar 2035 | 370000 | 362271 |
| | HOWMET AEROSPACE INC | 3% 15 Jan 2029 | 980000 | 910146 |
| | HSBC HOLDINGS PLC | 1% 19 Jun 2029 | 200000 | 195986 |
| | HSBC HOLDINGS PLC | 1% 22 Nov 2032 | 200000 | 168698 |
| | HUMANA INC | 4.625% 01 Dec 2042 | 60000 | 49416 |
| | HUMANA INC | 3.95% 15 Mar 2027 | 30000 | 29386 |
| | HUMANA INC | 4.5% 01 Apr 2025 | 60000 | 59892 |
| | HUMANA INC | 3.7% 23 Mar 2029 | 180000 | 169794 |
| | HYUNDAI CAPITAL AMERICA | 4.3% 24 Sep 2027 | 1160000 | 1140779 |
| | INTEL CORP | 3.734% 08 Dec 2047 | 206000 | 136199 |
| | INTEL CORP | 1.6% 12 Aug 2028 | 180000 | 159043 |
| | INTEL CORP | 3.05% 12 Aug 2051 | 100000 | 56844 |
| | INTEL CORP | 5.125% 10 Feb 2030 | 200000 | 198034 |
| | INTEL CORP | 5.2% 10 Feb 2033 | 150000 | 144846 |
| | INTERCONTINENTALEXCHANGE | 4.6% 15 Mar 2033 | 260000 | 249332 |
| | JOHNSON + JOHNSON | 3.625% 03 Mar 2037 | 230000 | 199040 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 15 Mar 2039 | 340000 | 341044 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Oct 2048 | 125456 | 111272 |
| \* | JPMBB COMMERCIAL MORTGAGE SECU | 4.065% 15 Nov 2047 | 880000 | 854275 |
| \* | JPMORGAN CHASE + CO | 4.95% 01 Jun 2045 | 240000 | 217822 |
| \* | JPMORGAN CHASE + CO | 4.25% 01 Oct 2027 | 170000 | 168681 |
| \* | JPMORGAN CHASE + CO | 1% 01 May 2028 | 940000 | 912420 |
| \* | JPMORGAN CHASE + CO | 1% 23 Jul 2029 | 470000 | 457442 |
| \* | JPMORGAN CHASE + CO | 1% 05 Dec 2029 | 160000 | 156622 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2026 | 480000 | 475906 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2031 | 230000 | 202347 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2032 | 280000 | 240136 |
| \* | JPMORGAN CHASE + CO | 1% 08 Nov 2032 | 380000 | 320557 |
| \* | JPMORGAN CHASE + CO | 1% 14 Jun 2030 | 400000 | 391924 |
| \* | JPMORGAN CHASE + CO | 1% 22 Jul 2035 | 280000 | 276620 |
|  | KAZMUNAYGAS NATIONAL CO | 5.75% 19 Apr 2047 | 570000 | 489778 |
|  | KENVUE INC | 4.9% 22 Mar 2033 | 370000 | 363592 |
|  | KIMBERLY CLARK CORP | 3.1% 26 Mar 2030 | 100000 | 92439 |
|  | KINDER MORGAN INC | 4.3% 01 Jun 2025 | 40000 | 39905 |
|  | KINDER MORGAN INC | 4.3% 01 Mar 2028 | 50000 | 49074 |
|  | KKR GROUP FIN CO II | 5.5% 01 Feb 2043 | 70000 | 66896 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KLA CORP | 4.65% 15 Jul 2032 | 220000 | 215180 |
| KROGER CO | 5% 15 Sep 2034 | 200000 | 193756 |
| L3HARRIS TECH INC | 5.054% 27 Apr 2045 | 160000 | 146376 |
| LAS VEGAS SANDS CORP | 2.9% 25 Jun 2025 | 60000 | 59340 |
| LAS VEGAS SANDS CORP | 6% 15 Aug 2029 | 110000 | 111356 |
| LEHMAN BROTHERS HOLDINGS | 6.75% 28 Dec 2017 | 3500000 | 35 |
| LLOYDS BANKING GROUP PLC | 4.375% 22 Mar 2028 | 530000 | 517625 |
| LOCKHEED MARTIN CORP | 4.5% 15 May 2036 | 100000 | 93741 |
| LOCKHEED MARTIN CORP | 3.9% 15 Jun 2032 | 590000 | 547561 |
| LOWE S COS INC | 4.5% 15 Apr 2030 | 150000 | 147068 |
| LOWE S COS INC | 1.7% 15 Sep 2028 | 210000 | 187736 |
| MARS INC | 3.2% 01 Apr 2030 | 910000 | 838401 |
| MARSH + MCLENNAN COS INC | 4.55% 08 Nov 2027 | 1140000 | 1138495 |
| MASTERCARD INC | 3.85% 26 Mar 2050 | 1130000 | 876654 |
| MCDONALD S CORP | 3.7% 30 Jan 2026 | 230000 | 228201 |
| MCDONALD S CORP | 4.875% 09 Dec 2045 | 240000 | 215210 |
| MCDONALD S CORP | 3.5% 01 Mar 2027 | 370000 | 361483 |
| MCDONALD S CORP | 3.8% 01 Apr 2028 | 130000 | 126478 |
| MCDONALD S CORP | 3.625% 01 Sep 2049 | 180000 | 129560 |
| MCDONALD S CORP | 2.125% 01 Mar 2030 | 190000 | 165902 |
| MCDONALD S CORP | 3.5% 01 Jul 2027 | 180000 | 175298 |
| MCDONALD S CORP | 4.2% 01 Apr 2050 | 100000 | 79248 |
| MEGLOBAL BV | 2.625% 28 Apr 2028 | 910000 | 823159 |
| MERCK + CO INC | 1.45% 24 Jun 2030 | 220000 | 184290 |
| META PLATFORMS INC | 4.75% 15 Aug 2034 | 380000 | 370067 |
| MHC COMMERCIAL MORTGAGE TRUST | 1% 15 Apr 2038 | 240721 | 240387 |
| MICRON TECHNOLOGY INC | 4.185% 15 Feb 2027 | 920000 | 906246 |
| MICRON TECHNOLOGY INC | 5.875% 09 Feb 2033 | 120000 | 122825 |
| MICRON TECHNOLOGY INC | 5.3% 15 Jan 2031 | 180000 | 179617 |
| MICROSOFT CORP | 3.45% 08 Aug 2036 | 30000 | 26094 |
| MICROSOFT CORP | 3.3% 06 Feb 2027 | 200000 | 195724 |
| MICROSOFT CORP | 4.1% 06 Feb 2037 | 44000 | 40987 |
| MID ATLANTIC INTERSTATE | 4.1% 15 May 2028 | 70000 | 67942 |
| MIDAMERICAN ENERGY CO | 3.65% 15 Apr 2029 | 520000 | 495794 |
| MILL CITY MORTGAGE TRUST | 1% 25 Sep 2057 | 881526 | 870883 |
| MILL CITY MORTGAGE TRUST | 1% 25 Oct 2069 | 134552 | 130493 |
| MONDELEZ INTERNATIONAL | 1.5% 04 May 2025 | 500000 | 494255 |
| MORGAN STANLEY | 1% 23 Jan 2030 | 30000 | 29222 |
| MORGAN STANLEY | 1% 22 Jan 2031 | 270000 | 239711 |
| MORGAN STANLEY | 1% 01 Apr 2031 | 480000 | 445003 |
| MORGAN STANLEY | 1% 28 Apr 2026 | 100000 | 99101 |
| MORGAN STANLEY | 1% 24 Jan 2029 | 620000 | 597537 |
| MORGAN STANLEY | 1% 20 Apr 2028 | 920000 | 906292 |
| MORGAN STANLEY | 1% 18 Jan 2035 | 160000 | 159077 |
| MORGAN STANLEY | 1% 19 Jul 2035 | 650000 | 640159 |
| MORGAN STANLEY RESIDENTIAL MOR | 1% 25 Jun 2054 | 726128 | 737048 |
| MORGAN STANLEY RESIDENTIAL MOR | 1% 25 Feb 2054 | 721622 | 731187 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | MPLX LP | 4.875% 01 Jun 2025 | 460000 | 459664 |
| | MPLX LP | 5.2% 01 Mar 2047 | 120000 | 106576 |
| | MPLX LP | 4.5% 15 Apr 2038 | 50000 | 43607 |
| | MPLX LP | 4.7% 15 Apr 2048 | 420000 | 343993 |
| | MPLX LP | 4.8% 15 Feb 2029 | 170000 | 168516 |
| | MPLX LP | 5.2% 01 Dec 2047 | 200000 | 176706 |
| | MSWF COMMERCIAL MORTGAGE TRUST | 1% 15 Dec 2056 | 510000 | 537280 |
| | MVW OWNER TRUST | 1.14% 22 Jan 2041 | 122314 | 115351 |
| | NAVIENT STUDENT LOAN TRUST | 1.31% 15 Jan 2069 | 803537 | 750552 |
| | NAVIENT STUDENT LOAN TRUST | 1% 25 Apr 2040 | 515627 | 507605 |
| | NAVISTAR FINANCIAL DEALER NOTE | 5.59% 25 Apr 2029 | 1100000 | 1111071 |
| | NEW RESIDENTIAL MORTGAGE LOAN | 1% 25 Sep 2059 | 438868 | 403418 |
| | NEW RESIDENTIAL MORTGAGE LOAN | 1% 26 Nov 2035 | 972380 | 922016 |
| | NEW RESIDENTIAL MORTGAGE LOAN | 1% 25 Sep 2056 | 294226 | 271991 |
| | NEW RESIDENTIAL MORTGAGE LOAN | 1% 25 May 2057 | 824076 | 780925 |
| | NEW RESIDENTIAL MORTGAGE LOAN | 1% 27 Aug 2057 | 541513 | 514235 |
| | NEW RESIDENTIAL MORTGAGE LOAN | 1% 25 Dec 2057 | 520364 | 497307 |
| | NEW RESIDENTIAL MORTGAGE LOAN | 1% 27 Mar 2062 | 1037319 | 961803 |
| \* | NEW YORK LIFE GLOBAL FDG | 0.95% 24 Jun 2025 | 260000 | 255598 |
|  | NEW YORK MORTGAGE TRUST | 2.042% 25 Jul 2061 | 470011 | 432667 |
|  | NIKE INC | 2.75% 27 Mar 2027 | 190000 | 183116 |
|  | NIKE INC | 3.375% 27 Mar 2050 | 100000 | 70443 |
|  | NJ TRUST 2023 GSP | 1% 06 Jan 2029 | 390000 | 406076 |
|  | NORTHROP GRUMMAN CORP | 2.93% 15 Jan 2025 | 420000 | 419693 |
|  | NORTHROP GRUMMAN CORP | 3.25% 15 Jan 2028 | 280000 | 267397 |
|  | NORTHROP GRUMMAN CORP | 5.25% 01 May 2050 | 1220000 | 1142762 |
|  | NVIDIA CORP | 2.85% 01 Apr 2030 | 170000 | 155567 |
|  | NXP BV/NXP FDG/NXP USA | 2.7% 01 May 2025 | 220000 | 218227 |
|  | NYC COMMERCIAL MORTGAGE TRUST | 1% 15 Aug 2029 | 270000 | 271575 |
|  | OAK STREET INVESTMENT GRADE NE | 1.85% 20 Nov 2050 | 762420 | 735605 |
|  | OCCIDENTAL PETROLEUM COR | 6.6% 15 Mar 2046 | 690000 | 697756 |
|  | OCCIDENTAL PETROLEUM COR | 5% 01 Aug 2027 | 900000 | 901125 |
|  | ONEOK INC | 5.55% 01 Nov 2026 | 90000 | 91120 |
|  | ONEOK INC | 5.8% 01 Nov 2030 | 150000 | 154373 |
|  | ONEOK INC | 6.625% 01 Sep 2053 | 140000 | 147343 |
|  | ONSLOW BAY FINANCIAL LLC | 1% 25 May 2061 | 863112 | 687941 |
|  | ORACLE CORP | 2.95% 01 Apr 2030 | 60000 | 54150 |
|  | ORACLE CORP | 3.6% 01 Apr 2050 | 80000 | 55876 |
|  | ORACLE CORP | 1.65% 25 Mar 2026 | 420000 | 404867 |
|  | ORACLE CORP | 2.875% 25 Mar 2031 | 500000 | 439165 |
|  | ORACLE CORP | 4.65% 06 May 2030 | 110000 | 108188 |
|  | ORACLE CORP | 5.375% 27 Sep 2054 | 300000 | 276504 |
|  | ORBIA ADVANCE CORP SAB | 1.875% 11 May 2026 | 370000 | 349358 |
|  | OTIS WORLDWIDE CORP | 2.056% 05 Apr 2025 | 160000 | 158805 |
|  | PACIFIC GAS + ELECTRIC | 2.1% 01 Aug 2027 | 160000 | 149192 |
|  | PACIFIC GAS + ELECTRIC | 2.5% 01 Feb 2031 | 200000 | 171036 |
|  | PACIFIC GAS + ELECTRIC | 3.3% 01 Aug 2040 | 50000 | 37402 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PACIFIC GAS + ELECTRIC | 3.5% 01 Aug 2050 | 90000 | 61670 |
| PAYPAL HOLDINGS INC | 1.65% 01 Jun 2025 | 300000 | 295752 |
| PAYPAL HOLDINGS INC | 2.3% 01 Jun 2030 | 155000 | 135827 |
| PAYPAL HOLDINGS INC | 4.4% 01 Jun 2032 | 35000 | 33585 |
| PAYPAL HOLDINGS INC | 5.15% 01 Jun 2034 | 30000 | 29813 |
| PERUSAHAAN LISTRIK NEGAR | 4.125% 15 May 2027 | 380000 | 371154 |
| PERUSAHAAN LISTRIK NEGAR | 6.15% 21 May 2048 | 650000 | 630344 |
| PFIZER INC | 2.625% 01 Apr 2030 | 400000 | 358444 |
| PFIZER INC | 1.7% 28 May 2030 | 330000 | 280652 |
| PFIZER INC | 2.55% 28 May 2040 | 200000 | 138320 |
| PFIZER INC | 2.7% 28 May 2050 | 740000 | 455559 |
| PHILIP MORRIS INTL INC | 2.1% 01 May 2030 | 230000 | 198713 |
| PHILIP MORRIS INTL INC | 4.875% 13 Feb 2029 | 120000 | 119831 |
| PHILIP MORRIS INTL INC | 5.125% 13 Feb 2031 | 30000 | 30008 |
| PHILIP MORRIS INTL INC | 5.25% 13 Feb 2034 | 90000 | 88988 |
| PHILIP MORRIS INTL INC | 4.375% 01 Nov 2027 | 1150000 | 1140145 |
| PIONEER NATURAL RESOURCE | 1.9% 15 Aug 2030 | 490000 | 417093 |
| PIONEER NATURAL RESOURCE | 2.15% 15 Jan 2031 | 510000 | 432806 |
| PNC BANK NA | 3.875% 10 Apr 2025 | 290000 | 289084 |
| PNC FINANCIAL SERVICES | 1% 12 Jun 2026 | 130000 | 130499 |
| PNC FINANCIAL SERVICES | 1% 12 Jun 2029 | 330000 | 335419 |
| PRINCIPAL LFE GLB FND II | 1.25% 23 Jun 2025 | 120000 | 118008 |
| PRKCM TRUST | 1% 25 Aug 2056 | 1103305 | 909763 |
| PROCTER + GAMBLE CO/THE | 3% 25 Mar 2030 | 180000 | 165881 |
| PROSUS NV | 3.061% 13 Jul 2031 | 720000 | 604166 |
| PROVINCE OF QUEBEC | 1% 22 Jul 2036 | 280000 | 343092 |
| PT PERTAMINA (PERSERO) | 6% 03 May 2042 | 680000 | 664081 |
| RELIANCE INDUSTRIES LTD | 2.875% 12 Jan 2032 | 440000 | 374128 |
| RELIANCE INDUSTRIES LTD | 3.625% 12 Jan 2052 | 780000 | 538980 |
| REPUBLIC OF CHILE | 3.1% 07 May 2041 | 480000 | 344155 |
| REPUBLIC OF INDONESIA | 5.25% 08 Jan 2047 | 290000 | 275738 |
| REPUBLIC OF KAZAKHSTAN | 4.875% 14 Oct 2044 | 690000 | 627389 |
| REPUBLIC OF PERU | 6.55% 14 Mar 2037 | 510000 | 533139 |
| REYNOLDS AMERICAN INC | 5.85% 15 Aug 2045 | 270000 | 256130 |
| ROYAL BANK OF CANADA | 1.15% 10 Jun 2025 | 280000 | 275699 |
| ROYAL BANK OF CANADA | 5.15% 01 Feb 2034 | 70000 | 69171 |
| RTX CORP | 3.125% 01 Jul 2050 | 310000 | 202870 |
| RTX CORP | 2.25% 01 Jul 2030 | 30000 | 26061 |
| RTX CORP | 6% 15 Mar 2031 | 200000 | 209868 |
| RTX CORP | 4.5% 01 Jun 2042 | 200000 | 172930 |
| RTX CORP | 4.125% 16 Nov 2028 | 200000 | 194732 |
| RTX CORP | 3.95% 16 Aug 2025 | 260000 | 258682 |
| SALESFORCE INC | 3.7% 11 Apr 2028 | 780000 | 759470 |
| SALESFORCE INC | 2.7% 15 Jul 2041 | 210000 | 147865 |
| SANDS CHINA LTD | 5.125% 08 Aug 2025 | 410000 | 408483 |
| SANTANDER HOLDINGS USA | 4.5% 17 Jul 2025 | 100000 | 99677 |
| SCHLUMBERGER HLDGS CORP | 3.9% 17 May 2028 | 504000 | 488981 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | SHELL FINANCE US INC | 4.375% 11 May 2045 | 110000 | 91896 |
| | SHELL FINANCE US INC | 2.75% 06 Apr 2030 | 120000 | 108127 |
| | SHELL FINANCE US INC | 4.55% 12 Aug 2043 | 220000 | 191948 |
| | SHELL FINANCE US INC | 4% 10 May 2046 | 90000 | 70523 |
| | SHELL FINANCE US INC | 3.25% 06 Apr 2050 | 90000 | 60569 |
| | SHELL FINANCE US INC | 3.75% 12 Sep 2046 | 40000 | 30034 |
| | SHELL INTERNATIONAL FIN | 6.375% 15 Dec 2038 | 260000 | 282909 |
| | SHELL INTERNATIONAL FIN | 2.875% 10 May 2026 | 150000 | 146732 |
| | SLM STUDENT LOAN TRUST | 1% 15 Jun 2039 | 553082 | 530735 |
| | SLM STUDENT LOAN TRUST | 1% 15 Oct 2041 | 391525 | 405581 |
| | SMALL BUSINESS ADMINISTRATION | 2.98% 01 Apr 2039 | 111039 | 101095 |
| | SMALL BUSINESS ADMINISTRATION | 2.69% 01 Jul 2044 | 169260 | 147820 |
| | SMALL BUSINESS ADMINISTRATION | 3.113% 10 Mar 2029 | 180145 | 172370 |
| | SMB PRIVATE EDUCATION LOAN TRU | 2.99% 15 Jan 2053 | 667348 | 567379 |
| | SMB PRIVATE EDUCATION LOAN TRU | 2.23% 15 Sep 2037 | 176965 | 169055 |
| | SMB PRIVATE EDUCATION LOAN TRU | 1.68% 15 Feb 2051 | 171801 | 158653 |
| | SMB PRIVATE EDUCATION LOAN TRU | 1% 15 Jun 2037 | 231342 | 231583 |
| | SMB PRIVATE EDUCATION LOAN TRU | 5.24% 15 Mar 2056 | 430828 | 428576 |
| | SMB PRIVATE EDUCATION LOAN TRU | 1% 17 Jun 2052 | 822007 | 823783 |
| | SMB PRIVATE EDUCATION LOAN TRU | 1.39% 15 Jan 2053 | 669174 | 600208 |
| | SOLRR AIRCRAFT 2021 1 LIMITED | 2.636% 15 Oct 2046 | 1183774 | 1081282 |
| | SOLVENTUM CORP | 5.4% 01 Mar 2029 | 280000 | 280728 |
| | SOLVENTUM CORP | 5.45% 13 Mar 2031 | 290000 | 289780 |
| | SOLVENTUM CORP | 5.6% 23 Mar 2034 | 360000 | 357973 |
| | SOLVENTUM CORP | 5.9% 30 Apr 2054 | 320000 | 311885 |
| | SOUTHERN COPPER CORP | 5.25% 08 Nov 2042 | 1110000 | 1003052 |
| | SOUTHERN NATURAL GAS | 8% 01 Mar 2032 | 500000 | 563555 |
| | STATE OF ISRAEL | 2.75% 03 Jul 2030 | 350000 | 304357 |
| | STATE OF ISRAEL | 3.375% 15 Jan 2050 | 210000 | 136168 |
| | STATE OF ISRAEL | 5.5% 12 Mar 2034 | 390000 | 380324 |
| \* | STATE STREET CORP | 1% 30 Mar 2031 | 260000 | 237757 |
|  | STORE MASTER FUNDING LLC | 6.19% 20 Jun 2053 | 218258 | 222220 |
|  | SWS123323 CDS USD P V 03MEVENT | 1% 20 Dec 2029 | (1659000) | (1659000) |
|  | SWS123323 CDS USD R F 1.00000 | 1% 20 Dec 2029 | 1659000 | 1696059 |
|  | SWS123729 IRS USD P V 00MSOFR | 1% 18 Nov 2028 | (12830000) | (12830000) |
|  | SWS123729 IRS USD R F 3.81600 | 3.816% 18 Nov 2028 | 12830000 | 12785893 |
|  | T MOBILE USA INC | 4.5% 15 Apr 2050 | 300000 | 246315 |
|  | T MOBILE USA INC | 3.5% 15 Apr 2025 | 360000 | 358261 |
|  | T MOBILE USA INC | 3.75% 15 Apr 2027 | 60000 | 58610 |
|  | T MOBILE USA INC | 3.875% 15 Apr 2030 | 600000 | 564492 |
|  | T MOBILE USA INC | 3% 15 Feb 2041 | 180000 | 128151 |
|  | T MOBILE USA INC | 3.3% 15 Feb 2051 | 30000 | 19796 |
|  | T MOBILE USA INC | 2.25% 15 Nov 2031 | 200000 | 165930 |
|  | T MOBILE USA INC | 2.05% 15 Feb 2028 | 70000 | 64259 |
|  | T MOBILE USA INC | 2.55% 15 Feb 2031 | 220000 | 189059 |
|  | T MOBILE USA INC | 2.7% 15 Mar 2032 | 680000 | 574872 |
|  | T MOBILE USA INC | 5.15% 15 Apr 2034 | 170000 | 166916 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TARGA RESOURCES PARTNERS | 6.5% 15 Jul 2027 | 890000 | 896515 |
| TARGA RESOURCES PARTNERS | 5.5% 01 Mar 2030 | 400000 | 401112 |
| TEXAS INSTRUMENTS INC | 4.15% 15 May 2048 | 500000 | 406970 |
| TEXAS INSTRUMENTS INC | 2.25% 04 Sep 2029 | 200000 | 179522 |
| TEXAS INSTRUMENTS INC | 1.75% 04 May 2030 | 280000 | 239310 |
| TEXTAINER MARINE CONTAINERS LI | 5.25% 20 Aug 2049 | 445280 | 437757 |
| TIME WARNER CABLE ENTRMN | 8.375% 15 Jul 2033 | 240000 | 269534 |
| TIME WARNER CABLE LLC | 6.55% 01 May 2037 | 80000 | 77098 |
| TIME WARNER CABLE LLC | 7.3% 01 Jul 2038 | 400000 | 407428 |
| TIME WARNER CABLE LLC | 6.75% 15 Jun 2039 | 340000 | 333231 |
| TORONTO DOMINION BANK | 1.15% 12 Jun 2025 | 220000 | 216555 |
| TORONTO DOMINION BANK | 4.456% 08 Jun 2032 | 130000 | 123180 |
| TOWD POINT MORTGAGE TRUST | 1% 25 May 2058 | 432505 | 442342 |
| TRANSCONT GAS PIPE LINE | 7.85% 01 Feb 2026 | 1020000 | 1045643 |
| TREASURY BILL | 0.01% 20 Mar 2025 | 900000 | 891752 |
| TRUIST BANK | 4.05% 03 Nov 2025 | 450000 | 447503 |
| TRUIST FINANCIAL CORP | 1% 08 Jun 2027 | 260000 | 264077 |
| TRUIST FINANCIAL CORP | 1% 08 Jun 2034 | 860000 | 873803 |
| TSMC ARIZONA CORP | 2.5% 25 Oct 2031 | 1580000 | 1353317 |
| TSY INFL IX N/B | 1.125% 15 Jan 2033 | 1186842 | 1092706 |
| TSY INFL IX N/B | 1.875% 15 Jul 2034 | 5150515 | 4994893 |
| UBS AG LONDON | 4.5% 26 Jun 2048 | 200000 | 169940 |
| UBS AG STAMFORD CT | 7.5% 15 Feb 2028 | 1090000 | 1166616 |
| UBS GROUP AG | 1% 01 Apr 2031 | 780000 | 737584 |
| UBS GROUP AG | 1% 14 May 2032 | 380000 | 331132 |
| UBS GROUP AG | 1% 12 May 2026 | 240000 | 239470 |
| UBS GROUP AG | 4.125% 24 Sep 2025 | 300000 | 298467 |
| UBS GROUP AG | 4.253% 23 Mar 2028 | 340000 | 330320 |
| UNION PACIFIC CORP | 4.5% 10 Sep 2048 | 380000 | 320868 |
| UNION PACIFIC CORP | 2.891% 06 Apr 2036 | 400000 | 322456 |
| UNITED MEXICAN STATES | 4.75% 08 Mar 2044 | 530000 | 402567 |
| UNITED MEXICAN STATES | 4.4% 12 Feb 2052 | 820000 | 554230 |
| UNITEDHEALTH GROUP INC | 2.95% 15 Oct 2027 | 130000 | 124418 |
| UNITEDHEALTH GROUP INC | 4.25% 15 Jun 2048 | 100000 | 80151 |
| UNITEDHEALTH GROUP INC | 3.875% 15 Dec 2028 | 130000 | 125622 |
| UNITEDHEALTH GROUP INC | 4.45% 15 Dec 2048 | 70000 | 57628 |
| UNITEDHEALTH GROUP INC | 3.7% 15 Aug 2049 | 160000 | 116299 |
| UNITEDHEALTH GROUP INC | 1.25% 15 Jan 2026 | 120000 | 116048 |
| UNITEDHEALTH GROUP INC | 2% 15 May 2030 | 110000 | 94689 |
| UNITEDHEALTH GROUP INC | 2.75% 15 May 2040 | 60000 | 42207 |
| UNITEDHEALTH GROUP INC | 2.9% 15 May 2050 | 330000 | 204636 |
| UNITEDHEALTH GROUP INC | 4% 15 May 2029 | 170000 | 164259 |
| UNITEDHEALTH GROUP INC | 4.2% 15 May 2032 | 140000 | 131837 |
| US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | 10500000 | (151711) |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (20100000) | 293037 |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | (47200000) | 44777 |
| US 5YR FUTR OPTN JAN 25C 106.7 | EXP 12/27/2024 | (26000) | (26) |

---

------

---

| | | | |
|:---|:---|:---|:---|
| US 5YR FUTR OPTN JAN 25C 107.5 | EXP 12/27/2024 | 33000 | 33 |
| US 5YR FUTR OPTN JAN 25C 108.2 | EXP 12/27/2024 | (57000) | (57) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 69000000 | (453149) |
| US BANCORP | 1.45% 12 May 2025 | 390000 | 385320 |
| US BANCORP | 1% 27 Jan 2028 | 40000 | 37892 |
| US BANCORP | 1% 12 Jun 2029 | 270000 | 276010 |
| US BANCORP | 1% 12 Jun 2034 | 620000 | 631780 |
| US BOND FUTR OPTN FEB 25C 115 | EXP 01/24/2025 | 17000 | 14078 |
| US BOND FUTR OPTN FEB 25C 117 | EXP 01/24/2025 | (17000) | (5578) |
| US BOND FUTR OPTN FEB 25P 110 | EXP 01/24/2025 | (17000) | (3719) |
| US DOLLAR | CURRENCY | 2813691 | 2813691 |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | 17500000 | (707085) |
| US TREASURY N/B | 3.625% 15 Aug 2043 | 160000 | 135650 |
| US TREASURY N/B | 3.625% 15 Feb 2044 | 890000 | 751355 |
| US TREASURY N/B | 2.5% 15 Feb 2045 | 1550000 | 1076523 |
| US TREASURY N/B | 3% 15 Aug 2048 | 10680000 | 7811419 |
| US TREASURY N/B | 3.375% 15 Nov 2048 | 200000 | 156406 |
| US TREASURY N/B | 3% 15 Feb 2049 | 2310000 | 1683052 |
| US TREASURY N/B | 2% 15 Feb 2050 | 1160000 | 674613 |
| US TREASURY N/B | 1.375% 15 Aug 2050 | 1950000 | 952453 |
| US TREASURY N/B | 2.375% 15 May 2051 | 1690000 | 1064436 |
| US TREASURY N/B | 2% 15 Aug 2051 | 2380000 | 1362178 |
| US TREASURY N/B | 1.875% 15 Nov 2051 | 724000 | 399897 |
| US TREASURY N/B | 2.875% 15 May 2052 | 3150000 | 2206477 |
| US TREASURY N/B | 3.875% 15 May 2043 | 380000 | 334934 |
| US TREASURY N/B | 4.75% 15 Nov 2043 | 7740000 | 7650506 |
| US TREASURY N/B | 4.125% 15 Aug 2044 | 760000 | 688750 |
| US TREASURY N/B | 4.625% 15 Nov 2044 | 90000 | 87356 |
| US TREASURY N/B | 0.375% 30 Nov 2025 | 150000 | 144838 |
| US TREASURY N/B | 1.25% 30 Nov 2026 | 70000 | 66180 |
| US TREASURY N/B | 4% 28 Feb 2030 | 30000 | 29445 |
| US TREASURY N/B | 3.875% 15 Aug 2033 | 10000 | 9520 |
| US TREASURY N/B | 3.75% 31 Dec 2028 | 360000 | 351900 |
| US TREASURY N/B | 4.25% 28 Feb 2029 | 400000 | 398125 |
| US TREASURY N/B | 4.125% 31 Mar 2029 | 5730000 | 5673595 |
| US TREASURY N/B | 4.625% 30 Apr 2029 | 480000 | 484613 |
| US TREASURY N/B | 4.5% 31 May 2029 | 40000 | 40191 |
| US TREASURY N/B | 4% 31 Jul 2029 | 8250000 | 8119160 |
| US TREASURY N/B | 3.75% 15 Aug 2027 | 870000 | 858989 |
| US TREASURY N/B | 3.5% 30 Sep 2029 | 290000 | 279034 |
| US TREASURY N/B | 4.25% 15 Nov 2034 | 250000 | 243555 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | (2100000) | 83844 |
| VERIZON COMMUNICATIONS | 3.85% 01 Nov 2042 | 140000 | 110135 |
| VERIZON COMMUNICATIONS | 4.862% 21 Aug 2046 | 20000 | 17837 |
| VERIZON COMMUNICATIONS | 5.25% 16 Mar 2037 | 10000 | 9751 |
| VERIZON COMMUNICATIONS | 5.5% 16 Mar 2047 | 210000 | 202486 |
| VERIZON COMMUNICATIONS | 4.5% 10 Aug 2033 | 590000 | 556282 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| VERIZON COMMUNICATIONS | 3.875% 08 Feb 2029 | 170000 | 163865 |
| VERIZON COMMUNICATIONS | 4% 22 Mar 2050 | 190000 | 143792 |
| VERIZON COMMUNICATIONS | 3.15% 22 Mar 2030 | 270000 | 246869 |
| VERIZON COMMUNICATIONS | 1.75% 20 Jan 2031 | 150000 | 123536 |
| VERIZON COMMUNICATIONS | 2.65% 20 Nov 2040 | 240000 | 163774 |
| VERIZON COMMUNICATIONS | 2.55% 21 Mar 2031 | 309000 | 266148 |
| VERIZON COMMUNICATIONS | 3.4% 22 Mar 2041 | 80000 | 60558 |
| VERIZON COMMUNICATIONS | 4.78% 15 Feb 2035 | 1213000 | 1155589 |
| VISA INC | 3.15% 14 Dec 2025 | 110000 | 108743 |
| VISA INC | 4.3% 14 Dec 2045 | 360000 | 308106 |
| VISA INC | 2.7% 15 Apr 2040 | 360000 | 262264 |
| VISA INC | 2.05% 15 Apr 2030 | 360000 | 314424 |
| WALMART INC | 2.375% 24 Sep 2029 | 50000 | 45524 |
| WALMART INC | 1.5% 22 Sep 2028 | 110000 | 98739 |
| WALMART INC | 1.8% 22 Sep 2031 | 80000 | 66763 |
| WARNERMEDIA HOLDINGS INC | 3.755% 15 Mar 2027 | 130000 | 125241 |
| WARNERMEDIA HOLDINGS INC | 4.054% 15 Mar 2029 | 170000 | 158092 |
| WARNERMEDIA HOLDINGS INC | 4.279% 15 Mar 2032 | 370000 | 326003 |
| WARNERMEDIA HOLDINGS INC | 5.141% 15 Mar 2052 | 120000 | 89291 |
| WARNERMEDIA HOLDINGS INC | 6.412% 15 Mar 2026 | 240000 | 240134 |
| WASTE CONNECTIONS INC | 5% 01 Mar 2034 | 230000 | 224354 |
| WASTE MANAGEMENT INC | 4.5% 15 Mar 2028 | 1150000 | 1142985 |
| WELLS FARGO + COMPANY | 5.606% 15 Jan 2044 | 500000 | 478695 |
| WELLS FARGO + COMPANY | 3% 23 Oct 2026 | 360000 | 349016 |
| WELLS FARGO + COMPANY | 5.375% 02 Nov 2043 | 310000 | 289959 |
| WELLS FARGO + COMPANY | 4.65% 04 Nov 2044 | 330000 | 277378 |
| WELLS FARGO + COMPANY | 4.3% 22 Jul 2027 | 340000 | 335264 |
| WELLS FARGO + COMPANY | 4.9% 17 Nov 2045 | 680000 | 589132 |
| WELLS FARGO + COMPANY | 4.4% 14 Jun 2046 | 110000 | 88352 |
| WELLS FARGO + COMPANY | 4.75% 07 Dec 2046 | 440000 | 369794 |
| WELLS FARGO + COMPANY | 4.15% 24 Jan 2029 | 10000 | 9696 |
| WELLS FARGO + COMPANY | 1% 30 Oct 2030 | 420000 | 378995 |
| WELLS FARGO + COMPANY | 1% 04 Apr 2031 | 240000 | 231734 |
| WELLS FARGO + COMPANY | 1% 04 Apr 2051 | 430000 | 383440 |
| WELLS FARGO + COMPANY | 1% 30 Apr 2026 | 100000 | 99086 |
| WELLS FARGO + COMPANY | 1% 02 Jun 2028 | 1300000 | 1223794 |
| WELLS FARGO + COMPANY | 1% 02 Mar 2033 | 130000 | 113796 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2029 | 950000 | 963633 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2034 | 450000 | 448646 |
| WELLS FARGO COMMERCIAL MORTGAG | 3.406% 15 May 2048 | 390000 | 386548 |
| WELLS FARGO COMMERCIAL MORTGAG | 5.309% 15 Aug 2057 | 310000 | 311202 |
| WELLS FARGO COMMERCIAL MORTGAG | 1% 15 Aug 2049 | 4751937 | 98441 |
| WELLS FARGO COMMERCIAL MORTGAG | 2.967% 15 Aug 2049 | 840000 | 701777 |
| WILLIAMS COMPANIES INC | 5.15% 15 Mar 2034 | 360000 | 349808 |
| WILLIAMS COMPANIES INC | 5.1% 15 Sep 2045 | 150000 | 134606 |
| WILLIAMS COMPANIES INC | 4.85% 01 Mar 2048 | 70000 | 59743 |
| WILLIAMS COMPANIES INC | 4.9% 15 Jan 2045 | 180000 | 156973 |
| WYETH LLC | 5.95% 01 Apr 2037 | 360000 | 375836 |

---

------

---

| | | |
|:---|:---|:---|
| **Sub-Total: Fund 5728 4 of 16** | **Total** | $**432638397** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current <br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br> Par Value** | | |
|  | 280 PARK AVENUE MORTGAGE TRUST | 1% 15 Sep 2034 | 3000000 |  | $2985914 |
|  | 3 MONTH SOFR FUT SEP 25 | XCME 20251216 | 167250000 |  | (124971) |
|  | ABBVIE INC | 4.8% 15 Mar 2027 | 5600000 |  | 5632536 |
|  | ABN AMRO BANK NV | 1% 13 Oct 2026 | 2300000 |  | 2323920 |
|  | AMERICAN EXPRESS CO | 1% 26 Jul 2028 | 1500000 |  | 1507125 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | 5.23% 15 Sep 2028 | 5000000 |  | 5064045 |
|  | AMERICAN TOWER CORP | 1.3% 15 Sep 2025 | 4512000 |  | 4401095 |
|  | AMERICAN TOWER CORP | 5% 31 Jan 2030 | 1500000 |  | 1490895 |
|  | AMGEN INC | 5.25% 02 Mar 2025 | 3300000 |  | 3300858 |
|  | ANGEL OAK MORTGAGE TRUST | 1% 25 Jun 2065 | 221079 |  | 203875 |
|  | ARROW ELECTRONICS INC | 5.15% 21 Aug 2029 | 2000000 |  | 1989540 |
|  | ASTRAZENECA FINANCE LLC | 4.8% 26 Feb 2027 | 10000000 |  | 10055500 |
|  | ATHENE GLOBAL FUNDING | 5.684% 23 Feb 2026 | 6300000 |  | 6349077 |
|  | ATHENE GLOBAL FUNDING | 5.516% 25 Mar 2027 | 2000000 |  | 2022600 |
|  | AUST 10Y BOND FUT MAR 25 | XSFE 20250317 | 19400000 |  | (180758) |
|  | AUSTRALIAN DOLLAR | FOREIGN CURRENCY | 961728 |  | 595454 |
|  | BANC OF AMERICA SEURITIES LLC | TBA CASH COLLATERAL USD | 360000 |  | 360000 |
|  | BANCO SANTANDER SA | 1% 15 Jul 2028 | 3000000 |  | 3019830 |
|  | BANK OF AMERICA CORP | 1% 02 Apr 2026 | 2300000 |  | 2290869 |
|  | BANK OF AMERICA CORP | 1% 22 Jul 2026 | 6000000 |  | 5999520 |
|  | BANK OF AMERICA CREDIT CARD TR | 5% 15 Apr 2028 | 3400000 |  | 3417654 |
|  | BANQUE FED CRED MUTUEL | 5.088% 23 Jan 2027 | 2000000 |  | 2004500 |
|  | BARCLAYS PLC | 4.375% 12 Jan 2026 | 7500000 |  | 7464000 |
|  | BARCLAYS PLC | 5.304% 09 Aug 2026 | 800000 |  | 801344 |
|  | BDS LTD | 1% 19 Aug 2038 | 5127182 |  | 5146406 |
|  | BERRY GLOBAL INC | 1.57% 15 Jan 2026 | 8000000 |  | 7716000 |
|  | BERRY GLOBAL INC | 4.875% 15 Jul 2026 | 140000 |  | 139567 |
|  | BMW VEHICLE LEASE TRUST | 5.99% 25 Sep 2026 | 7481349 |  | 7530885 |
|  | BNP PARIBAS | 3.375% 09 Jan 2025 | 1100000 |  | 1099670 |
|  | BOEING CO | 2.75% 01 Feb 2026 | 400000 |  | 390172 |
|  | BOEING CO | 2.196% 04 Feb 2026 | 2200000 |  | 2134264 |
|  | BOEING CO/THE | 6.259% 01 May 2027 | 2000000 |  | 2046620 |
|  | BPCE SA | 1% 14 Jan 2025 | 500000 |  | 499930 |
|  | BRAZILIAN REAL | FOREIGN CURRENCY | 3235 |  | 524 |
|  | BRISTOL MYERS SQUIBB CO | 4.95% 20 Feb 2026 | 2000000 |  | 2010140 |
|  | BROADCOM INC | 3.459% 15 Sep 2026 | 10082000 |  | 9888728 |
|  | BWU02CMK1 IRS USD P F 3.86165 | 3.861% 28 Feb 2029 | (20900000) |  | (20753754) |
|  | BWU02CMK1 IRS USD R V 12MSOFR | 1% 28 Feb 2029 | 20900000 |  | 20900000 |
|  | BWU02D684 IRS USD P F 3.74000 | 3.74% 31 May 2029 | (42200000) |  | (41735805) |
|  | BWU02D684 IRS USD R V 12MSOFR | 1% 31 May 2029 | 42200000 |  | 42200000 |
|  | BWU02DWW2 IRS USD P F 4.06269 | 4.062% 31 May 2029 | (300000) |  | (300414) |
|  | BWU02DWW2 IRS USD R V 12MSOFR | 1% 31 May 2029 | 300000 |  | 300000 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BWU02DWX0 IRS USD P F 4.06127 | 4.061% 31 May 2029 | (5100000) | (5106751) |
| BWU02DWX0 IRS USD R V 12MSOFR | 1% 31 May 2029 | 5100000 | 5100000 |
| BWU02DX50 IRS USD P F 4.05900 | 4.059% 31 May 2029 | (2800000) | (2803462) |
| BWU02DX50 IRS USD R V 12MSOFR | 1% 31 May 2029 | 2800000 | 2800000 |
| CAN 10YR BOND FUT MAR 25 | XMOD 20250320 | (14500000) | 33271 |
| CANADIAN DOLLAR | FOREIGN CURRENCY | 307573 | 213860 |
| CANADIAN NATL RESOURCES | 5% 15 Dec 2029 | 700000 | 693189 |
| CAPITAL ONE MULTI ASSET EXECUT | 2.8% 15 Mar 2027 | 9600000 | 9567091 |
| CAPITAL ONE MULTI ASSET EXECUT | 4.95% 15 Oct 2027 | 4000000 | 4015775 |
| CARMAX AUTO OWNER TRUST | 6.08% 15 Dec 2026 | 1045769 | 1050172 |
| CARRIER GLOBAL CORP | 2.242% 15 Feb 2025 | 140000 | 139521 |
| CCFARIUS1 WELLS FARGO BOC SWBC | NON-SECY ASSET-STOCK | (420000) | (420000) |
| CCPC CCWFSZUS2 WELLS FARGO | NON-SECY ASSET-STOCK | 45000 | 45000 |
| CCWFSHUS2 CCPC WELLS FARGO | NON-SECY ASSET-STOCK | 1272000 | 1272000 |
| CCWFSXUS7 BMO HARRIS MGCC COC | CCWFSXUS7 BMO HARRIS MGCC COC | 3319000 | 3319000 |
| CDP FINANCIAL INC | 1% 19 May 2025 | 500000 | 500380 |
| CFCRE COMMERCIAL MORTGAGE TRUS | 3.367% 15 Jun 2050 | 2136853 | 2107658 |
| CHASE AUTO OWNER TRUST | 5.9% 25 Mar 2027 | 175144 | 175775 |
| CHASE AUTO OWNER TRUST | 4.18% 27 Aug 2029 | 800000 | 791489 |
| CITIBANK CREDIT CARD ISSUANCE | 1% 14 May 2029 | 5000000 | 5057449 |
| CITIBANK NA | 1% 04 Dec 2026 | 2000000 | 2017960 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.522% 10 Sep 2058 | 58237 | 57980 |
| CITIGROUP INC | 1% 08 Apr 2026 | 2500000 | 2487575 |
| CITIGROUP INC | 1% 17 Mar 2026 | 1000000 | 996240 |
| CITIGROUP INC | 1% 25 Jan 2026 | 7448000 | 7451128 |
| CITIGROUP REPO | 4.55% 02 Jan 2025 | 29300000 | 29300000 |
| CITIZENS AUTO RECEIVABLES TRUS | 5.84% 18 Jan 2028 | 2500000 | 2528613 |
| CK HUTCHISON INTNTL 21 | 1.5% 15 Apr 2026 | 3000000 | 2877720 |
| CLASSIC RMBS TRUST | 1.528% 15 Mar 2052 | 47349 | 32923 |
| CNH EQUIPMENT TRUST | 5.9% 16 Feb 2027 | 1605174 | 1611173 |
| COMM MORTGAGE TRUST | 3.373% 10 Oct 2048 | 485228 | 483208 |
| CONNECTICUT ST | 5.77% 15 Mar 2025 | 1435000 | 1438377 |
| COOPERATIEVE RABOBANK UA | 1% 15 Dec 2027 | 600000 | 567450 |
| COREBRIDGE FINANCIAL INC | 3.5% 04 Apr 2025 | 300000 | 298914 |
| CPPIB CAPITAL INC | 1% 04 Apr 2025 | 7100000 | 7120164 |
| CPPIB CAPITAL INC | 1% 11 Mar 2026 | 2000000 | 2021980 |
| CREDIT AGRICOLE SA | 1% 26 Jan 2027 | 400000 | 384044 |
| CROWN CASTLE INC | 4.45% 15 Feb 2026 | 917000 | 913534 |
| CURRENCY CONTRACT | AUD/USD | 0 | 496964 |
| CURRENCY CONTRACT | CAD/USD | 0 | 945 |
| CURRENCY CONTRACT | CAD/USD | 0 | 38928 |
| CURRENCY CONTRACT | EUR/USD | 0 | 56304 |
| CURRENCY CONTRACT | GBP/USD | 0 | 1896 |
| CURRENCY CONTRACT | GBP/USD | 0 | 3169 |
| CURRENCY CONTRACT | GBP/USD | 0 | 2591 |
| CURRENCY CONTRACT | JPY/USD | 0 | 5390 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CURRENCY CONTRACT | JPY/USD | 0 | 53799 |
| DANISH KRONE | FOREIGN CURRENCY | 183042 | 25417 |
| ELFI GRADUATE LOAN PROGRAM 202 | 1.53% 26 Dec 2046 | 2173916 | 1916210 |
| ELLINGTON FINANCIAL MORTGAGE T | 1% 25 Jan 2067 | 3623165 | 3088490 |
| ENEL FINANCE INTL NV | 7.05% 14 Oct 2025 | 1575000 | 1598609 |
| EQUITABLE FINANCIAL LIFE | 1% 09 Jan 2026 | 300000 | 288879 |
| EURO CURRENCY | FOREIGN CURRENCY | 234 | 242 |
| EXPERIAN FINANCE PLC | 4.7% 12 Feb 2025 | 7900000 | 7856682 |
| EXPORT DEVELOPMNT CANADA | 1% 01 Aug 2028 | 5500000 | 5504345 |
| EXTENDED STAY AMERICA TRUST | 1% 15 Jul 2038 | 968870 | 969646 |
| FANNIE MAE | 1% 05 Nov 2027 | 16000000 | 16000160 |
| FANNIE MAE | 1% 25 Dec 2044 | 683935 | 675474 |
| FANNIE MAE | 1% 25 Jul 2046 | 1484336 | 1469993 |
| FANNIE MAE | 1% 25 Jul 2046 | 311043 | 307908 |
| FANNIE MAE | 1.75% 25 Mar 2046 | 3786074 | 3151179 |
| FANNIE MAE | 1% 25 Feb 2047 | 1251373 | 1237968 |
| FANNIE MAE | 1% 25 Nov 2058 | 2989275 | 3092439 |
| FANNIE MAE | 1% 25 Aug 2059 | 4102013 | 4049637 |
| FANNIE MAE | 1% 25 Sep 2049 | 3905441 | 3788019 |
| FANNIE MAE | 1% 25 Aug 2049 | 864391 | 849234 |
| FANNIE MAE | 1% 25 Aug 2059 | 4247421 | 4146130 |
| FANNIE MAE | 2% 25 Aug 2038 | 13690015 | 12572310 |
| FANNIE MAE | 1% 25 Dec 2054 | 1956334 | 1957680 |
| FANNIE MAE | 1% 25 Dec 2054 | 1471531 | 1465701 |
| FANNIE MAE | 1% 25 Nov 2053 | 2952750 | 2964329 |
| FANNIE MAE | 6% 25 Sep 2031 | 209246 | 211408 |
| FANNIE MAE | 5.5% 25 Aug 2035 | 688972 | 699946 |
| FANNIE MAE | 3% 25 Oct 2040 | 945872 | 887352 |
| FANNIEMAE ACES | 1% 25 Dec 2026 | 584031 | 562750 |
| FANNIEMAE ACES | 1% 25 Dec 2026 | 1984881 | 1911682 |
| FANNIEMAE ACES | 1% 25 Jun 2031 | 152914 | 152914 |
| FANNIEMAE WHOLE LOAN | 1% 25 Aug 2037 | 219237 | 215737 |
| FED CAISSES DESJARDINS | 1% 23 Jan 2026 | 700000 | 699979 |
| FED HM LN PC POOL 1Q0184 | 1% 01 Nov 2036 | 122017 | 124504 |
| FED HM LN PC POOL 840291 | 1% 01 Nov 2041 | 63781 | 65566 |
| FED HM LN PC POOL A93101 | 5% 01 Jul 2040 | 59195 | 58843 |
| FED HM LN PC POOL C91030 | 5.5% 01 May 2027 | 9403 | 9447 |
| FED HM LN PC POOL G01838 | 5% 01 Jul 2035 | 110425 | 110581 |
| FED HM LN PC POOL G01912 | 5% 01 Sep 2035 | 3563 | 3564 |
| FED HM LN PC POOL G02123 | 5.5% 01 Mar 2036 | 4433 | 4516 |
| FED HM LN PC POOL G02254 | 5.5% 01 Mar 2036 | 2841 | 2894 |
| FED HM LN PC POOL G04092 | 5.5% 01 Mar 2038 | 8238 | 8402 |
| FED HM LN PC POOL G05267 | 5.5% 01 Dec 2038 | 50347 | 51351 |
| FED HM LN PC POOL G06193 | 5.5% 01 May 2040 | 43816 | 44687 |
| FED HM LN PC POOL G06872 | 5.5% 01 Sep 2039 | 98091 | 99874 |
| FED HM LN PC POOL G07786 | 4% 01 Aug 2044 | 837797 | 788182 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL G08105 | 5.5% 01 Jan 2036 | 1414 | 1440 |
| FED HM LN PC POOL G18458 | 2% 01 Mar 2028 | 3627353 | 3509310 |
| FED HM LN PC POOL H09069 | 6.5% 01 Sep 2037 | 28968 | 30590 |
| FED HM LN PC POOL H09070 | 6.5% 01 Sep 2037 | 11695 | 12350 |
| FED HM LN PC POOL L00007 | 5.5% 01 Mar 2035 | 11704 | 11922 |
| FED HM LN PC POOL L10219 | 5% 01 Jan 2034 | 63648 | 63802 |
| FED HM LN PC POOL N30127 | 4.5% 01 Sep 2033 | 15724 | 15512 |
| FED HM LN PC POOL N30926 | 5% 01 Nov 2032 | 71885 | 72039 |
| FED HM LN PC POOL N31490 | 5% 01 Jan 2038 | 33475 | 33389 |
| FED HM LN PC POOL P50425 | 5% 01 Nov 2034 | 108173 | 108318 |
| FED HM LN PC POOL SD8006 | 4% 01 Aug 2049 | 72986 | 67606 |
| FED HM LN PC POOL U90133 | 4% 01 Aug 2042 | 62323 | 58728 |
| FEDERAL FARM CREDIT BANK | 4.4% 22 Jun 2026 | 12415000 | 12360498 |
| FEDERAL HOME LOAN BANK | 0.92% 26 Feb 2027 | 25700000 | 23882496 |
| FEDERAL HOME LOAN BANK | 1.02% 24 Feb 2027 | 16000000 | 14856160 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Aug 2027 | 4000000 | 4002816 |
| FIFTH THIRD AUTO TRUST | 5.8% 16 Nov 2026 | 1433475 | 1436919 |
| FNMA POOL 256339 | 5.5% 01 Jul 2036 | 63 | 65 |
| FNMA POOL 256370 | 5.5% 01 Jun 2036 | 6297 | 6402 |
| FNMA POOL 256687 | 5.5% 01 Apr 2037 | 1838 | 1869 |
| FNMA POOL 256808 | 5.5% 01 Jul 2037 | 45 | 46 |
| FNMA POOL 256900 | 5.5% 01 Sep 2037 | 101 | 103 |
| FNMA POOL 526993 | 1% 01 Nov 2028 | 20096 | 19641 |
| FNMA POOL 629058 | 5.5% 01 May 2032 | 23034 | 23316 |
| FNMA POOL 657494 | 4.75% 01 Aug 2033 | 21432 | 21263 |
| FNMA POOL 724068 | 4.465% 01 Feb 2034 | 34331 | 33682 |
| FNMA POOL 734384 | 5.5% 01 Jul 2033 | 40131 | 40804 |
| FNMA POOL 750148 | 4.465% 01 May 2033 | 47118 | 46295 |
| FNMA POOL 776014 | 4.465% 01 Sep 2033 | 31852 | 31269 |
| FNMA POOL 777651 | 4.49% 01 Feb 2034 | 23715 | 23344 |
| FNMA POOL 782012 | 4.465% 01 Jan 2035 | 50348 | 49434 |
| FNMA POOL 818985 | 4.465% 01 Jul 2035 | 12004 | 11889 |
| FNMA POOL 822771 | 4.465% 01 May 2035 | 5946 | 5911 |
| FNMA POOL 878661 | 5.5% 01 Feb 2036 | 3229 | 3285 |
| FNMA POOL 880871 | 5.5% 01 Apr 2036 | 553 | 563 |
| FNMA POOL 888737 | 1% 01 Oct 2037 | 274753 | 279393 |
| FNMA POOL 899303 | 5.5% 01 Mar 2037 | 95 | 97 |
| FNMA POOL 916389 | 5% 01 May 2027 | 6803 | 6796 |
| FNMA POOL 922386 | 5.5% 01 Jan 2037 | 814 | 828 |
| FNMA POOL 962745 | 5% 01 Apr 2038 | 27135 | 27007 |
| FNMA POOL AB6113 | 4% 01 Aug 2042 | 52042 | 48978 |
| FNMA POOL AC3943 | 4% 01 Jan 2040 | 75554 | 71405 |
| FNMA POOL AC4532 | 5% 01 Jan 2034 | 433503 | 430400 |
| FNMA POOL AL4287 | 1% 01 Nov 2040 | 247953 | 257822 |
| FNMA POOL AL7271 | 1% 01 Sep 2041 | 66687 | 67674 |
| FNMA POOL AL7824 | 1% 01 Aug 2034 | 1016143 | 972123 |
| FNMA POOL AL8835 | 1% 01 Jan 2042 | 310783 | 301693 |
| FNMA POOL AL9066 | 1% 01 Aug 2025 | 3 | 3 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL BZ1178 | 5.81% 01 Jun 2031 | 4200000 | 4341431 |
| FNMA POOL MA0213 | 5% 01 Oct 2039 | 3761 | 3711 |
| FNMA POOL MA0445 | 5% 01 Jun 2040 | 10951 | 10787 |
| FNMA POOL MA0565 | 5.5% 01 Sep 2040 | 51088 | 52013 |
| FNMA POOL MA0600 | 4.5% 01 Dec 2040 | 13866 | 13194 |
| FNMA TBA 30 YR 4 | 4% 13 Feb 2055 | 21400000 | 19551168 |
| FNMA TBA 30 YR 5 | 5% 15 Jan 2055 | 19300000 | 18620659 |
| FNMA TBA 30 YR 6 | 6% 15 Feb 2055 | 58800000 | 59051076 |
| FORD AUTO SECURITIZATION TRUST | 5.053% 15 Jul 2028 | 2200000 | 1557813 |
| FORD CREDIT AUTO LEASE TRUST | 4.94% 15 Mar 2026 | 459944 | 460097 |
| FORD CREDIT AUTO LEASE TRUST | 5.9% 15 Feb 2026 | 833632 | 834015 |
| FORD CREDIT AUTO OWNER TRUST | 5.14% 15 Mar 2026 | 41246 | 41253 |
| FORD MOTOR CREDIT CO LLC | 5.125% 16 Jun 2025 | 3000000 | 2996790 |
| FORD MOTOR CREDIT CO LLC | 2.3% 10 Feb 2025 | 9000000 | 8964810 |
| FORD MOTOR CREDIT CO LLC | 4.389% 08 Jan 2026 | 536000 | 531803 |
| FREDDIE MAC | 4.875% 27 Sep 2029 | 8000000 | 7954400 |
| FREDDIE MAC | 1.5% 15 Dec 2042 | 704335 | 584141 |
| FREDDIE MAC | 3.4% 15 Aug 2040 | 1358441 | 1285967 |
| FREDDIE MAC | 1% 15 Apr 2049 | 1999806 | 1943958 |
| FREDDIE MAC | 1% 15 Sep 2048 | 1683224 | 1654851 |
| FREDDIE MAC | 1% 15 Aug 2049 | 1351025 | 1327398 |
| FREDDIE MAC | 1% 15 Jun 2049 | 2256282 | 2214617 |
| FREDDIE MAC | 1% 15 Jun 2044 | 4222372 | 4164240 |
| FREDDIE MAC | 1% 25 Sep 2049 | 4215892 | 4133437 |
| FREDDIE MAC | 1% 15 Aug 2040 | 5341676 | 5240401 |
| FREDDIE MAC | 1% 25 Dec 2054 | 2138662 | 2141007 |
| FREDDIE MAC | 1% 25 Dec 2054 | 1971198 | 1973773 |
| FREDDIE MAC | 1% 25 Jan 2055 | 2600000 | 2595649 |
| FREDDIE MAC | 5.5% 15 Apr 2036 | 410769 | 416929 |
| GA GLOBAL FUNDING TRUST | 1.625% 15 Jan 2026 | 600000 | 579732 |
| GAIF BOND ISSUER P/L | 3.4% 30 Sep 2026 | 2000000 | 1946220 |
| GENERAL MOTORS FINL CO | 2.75% 20 Jun 2025 | 5000000 | 4949550 |
| GENERAL MOTORS FINL CO | 5.4% 06 Apr 2026 | 5000000 | 5029250 |
| GEORGIA POWER CO | 1% 08 May 2025 | 1900000 | 1903895 |
| GILEAD SCIENCES INC | 1.2% 01 Oct 2027 | 1500000 | 1367535 |
| GLOBAL PAYMENTS INC | 1.2% 01 Mar 2026 | 4200000 | 4024482 |
| GM FINANCIAL SECURITIZED TERM | 5.89% 16 Nov 2026 | 2117974 | 2125693 |
| GNMA II POOL 004113 | 5% 20 Apr 2038 | 339554 | 340341 |
| GNMA II POOL 004215 | 5.5% 20 Aug 2038 | 12276 | 12516 |
| GNMA II POOL 004314 | 5% 20 Dec 2038 | 141286 | 141613 |
| GNMA II POOL 004462 | 5% 20 Jun 2039 | 13813 | 13759 |
| GNMA II POOL 004593 | 5% 20 Dec 2039 | 17411 | 17343 |
| GNMA II POOL 004932 | 3.5% 20 Jan 2041 | 1546 | 1410 |
| GNMA II POOL 004994 | 3.5% 20 Mar 2041 | 32758 | 29748 |
| GNMA II POOL 005278 | 3.5% 20 Jan 2042 | 1217 | 1105 |
| GNMA II POOL 005302 | 3.5% 20 Feb 2042 | 10896 | 9895 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL 627122 | 5.5% 20 Mar 2034 | 68341 | 69623 |
| GNMA II POOL 737242 | 5.5% 20 Nov 2037 | 13208 | 13427 |
| GNMA II POOL 763305 | 4.5% 20 May 2041 | 65594 | 63786 |
| GNMA II POOL 799902 | 3.74% 20 Mar 2042 | 39690 | 36771 |
| GNMA II POOL AA0711 | 3.74% 20 Jul 2042 | 24809 | 23032 |
| GNMA II POOL AH5878 | 3.75% 20 Mar 2044 | 37255 | 34499 |
| GNMA II POOL AU8923 | 4.5% 20 Aug 2046 | 287003 | 275608 |
| GNMA II POOL AX8408 | 4.5% 20 Feb 2041 | 72224 | 70234 |
| GNMA II POOL BC3090 | 5% 20 Jun 2035 | 216060 | 216800 |
| GNMA II POOL MA0214 | 3.5% 20 Jul 2042 | 28418 | 25697 |
| GNMA II POOL MA0456 | 3.5% 20 Oct 2042 | 30016 | 27142 |
| GNMA II POOL MA0528 | 3.5% 20 Nov 2042 | 8608 | 7784 |
| GNMA II POOL MA0619 | 3.5% 20 Dec 2042 | 8108 | 7332 |
| GNMA II POOL MA0776 | 3.5% 20 Feb 2043 | 5571 | 5026 |
| GNMA II POOL MA1150 | 3.5% 20 Jul 2043 | 4845 | 4371 |
| GNMA II POOL MA1218 | 3.5% 20 Aug 2043 | 2036 | 1837 |
| GNMA II POOL MA1279 | 3.5% 20 Sep 2043 | 2091 | 1887 |
| GNMA II POOL MA1367 | 3.5% 20 Oct 2043 | 1914 | 1727 |
| GNMA II POOL MA1440 | 3.5% 20 Nov 2043 | 6132 | 5533 |
| GNMA II POOL MA1512 | 3.5% 20 Dec 2043 | 1080 | 975 |
| GNMA II POOL MA1829 | 3.5% 20 Apr 2044 | 177 | 159 |
| GNMA II POOL MA1910 | 3.5% 20 May 2044 | 3559 | 3196 |
| GNMA II POOL MA2064 | 3.5% 20 Jul 2044 | 1011 | 908 |
| GNMA II POOL MA2667 | 3.5% 20 Mar 2045 | 14145 | 12624 |
| GNMA II POOL MA2744 | 3.5% 20 Apr 2045 | 2021 | 1804 |
| GNMA II POOL MA2756 | 4.5% 20 Apr 2045 | 366175 | 354292 |
| GNMA II POOL MA2816 | 3.5% 20 May 2045 | 5234 | 4671 |
| GNMA II POOL MA2883 | 3.5% 20 Jun 2045 | 4429 | 3953 |
| GNMA POOL 738317 | 5% 15 May 2041 | 3949 | 3929 |
| GNMA POOL 782386 | 5% 15 Aug 2038 | 280484 | 281836 |
| GNMA POOL 799863 | 3.75% 15 Apr 2042 | 88915 | 82852 |
| GNMA POOL AA0060 | 3.7% 15 Apr 2042 | 92889 | 87243 |
| GNMA POOL AB1552 | 3.75% 15 Sep 2042 | 1008832 | 939919 |
| GNMA POOL AC1428 | 2.69% 15 Jun 2033 | 8058499 | 6997203 |
| GNMA POOL AK0485 | 3% 15 Oct 2044 | 52954 | 46604 |
| GNMA POOL AK4648 | 3% 15 Oct 2045 | 158774 | 139606 |
| GOLDEN CREDIT CARD TRUST | 1.97% 15 Jan 2029 | 3000000 | 2841961 |
| GOLDEN ST TOBACCO SECURITIZATI | 1.958% 01 Jun 2025 | 1200000 | 1187332 |
| GOLDMAN SACHS GROUP INC | 1% 15 May 2026 | 3000000 | 3010620 |
| GOLDMAN SACHS GROUP INC | 1% 09 Dec 2026 | 4000000 | 4005120 |
| GOVERNMENT NATIONAL MORTGAGE A | 1.75% 16 Jul 2029 | 256497 | 251655 |
| GOVERNMENT NATIONAL MORTGAGE A | 1.25% 16 Feb 2030 | 441461 | 423166 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Oct 2049 | 159150 | 136445 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 1372384 | 1372384 |
| GS MORTGAGE BACKED SECURITIES | 1% 25 Feb 2052 | 229564 | 212433 |
| GS MORTGAGE BACKED SECURITIES | 1% 25 Jan 2052 | 4001507 | 3710139 |
| GS MORTGAGE BACKED SECURITIES | 1% 25 Nov 2054 | 1870597 | 1875137 |
| GS MORTGAGE SECURITIES TRUST | 3.119% 10 May 2050 | 2609770 | 2597571 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | HCA INC | 7.69% 15 Jun 2025 | 1700000 | 1718343 |
| | HCA INC | 5.375% 01 Feb 2025 | 2000000 | 1999220 |
| | HONDA AUTO RECEIVABLES OWNER T | 5.71% 18 Mar 2026 | 2065450 | 2069549 |
| | HONDA AUTO RECEIVABLES OWNER T | 5.41% 18 Feb 2028 | 8300000 | 8383815 |
| | HSBC HOLDINGS PLC | 1% 10 Mar 2026 | 7782000 | 7749860 |
| | HUNTINGTON AUTO TRUST | 5.5% 15 Mar 2027 | 2451812 | 2460930 |
| | HUNTINGTON AUTO TRUST | 5.23% 16 Jan 2029 | 2500000 | 2526256 |
| | HYUNDAI AUTO LEASE SECURITIZAT | 5.85% 16 Mar 2026 | 1792815 | 1797343 |
| | ILLUMINA INC | 5.8% 12 Dec 2025 | 1300000 | 1310101 |
| | ING GROEP NV | 1% 01 Apr 2027 | 1000000 | 1003540 |
| | ING GROEP NV | 1% 28 Mar 2026 | 5800000 | 5784050 |
| | ING GROEP NV | 4.625% 06 Jan 2026 | 1700000 | 1699813 |
| | INTL FLAVOR + FRAGRANCES | 1.23% 01 Oct 2025 | 1000000 | 972410 |
| | JACKSON NATL LIFE GLOBAL | 5.6% 10 Apr 2026 | 4400000 | 4433308 |
| | JACKSON NATL LIFE GLOBAL | 5.55% 02 Jul 2027 | 3900000 | 3948594 |
| | JAPAN TREASURY DISC BILL | 0.01% 27 Jan 2025 | 1990000000 | 12661495 |
| | JAPANESE YEN | FOREIGN CURRENCY | 1317451 | 8383 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 3.378% 15 Sep 2050 | 1375943 | 1340746 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Feb 2052 | 666459 | 617728 |
| \* | JPMORGAN CHASE + CO | 1% 13 Mar 2026 | 600000 | 596502 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2026 | 3000000 | 2974410 |
| \* | JPMORGAN CHASE + CO | 1% 24 Feb 2028 | 1100000 | 1110252 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2028 | 9300000 | 9457077 |
|  | KOMMUNEKREDIT | 1% 16 Sep 2025 | 8000000 | 8042000 |
|  | KUBOTA CREDIT OWNER TRUST | 5.4% 17 Feb 2026 | 492620 | 493018 |
|  | LAS VEGAS SANDS CORP | 5.9% 01 Jun 2027 | 3000000 | 3043530 |
|  | LLOYDS BANKING GROUP PLC | 1% 05 Feb 2026 | 1000000 | 997390 |
|  | LLOYDS BANKING GROUP PLC | 4.45% 08 May 2025 | 1000000 | 997680 |
|  | LLOYDS BANKING GROUP PLC | 1% 18 Mar 2026 | 2600000 | 2590276 |
|  | LONG GILT FUTURE MAR 25 | IFLL 20250327 | 8300000 | (340477) |
|  | MASSACHUSETTS EDUCATIONAL FINA | 1% 25 Apr 2038 | 71210 | 71360 |
|  | MEXICAN PESO (NEW) | FOREIGN CURRENCY | 525 | 25 |
|  | MFRA TRUST | 1% 25 Apr 2065 | 25397 | 24264 |
|  | MFRA TRUST | 1% 25 Dec 2068 | 839668 | 843133 |
|  | MITSUBISHI UFJ FIN GRP | 1% 17 Apr 2026 | 1200000 | 1201368 |
|  | MIZUHO BANK LTD/SYDNEY | 1% 23 Feb 2026 | 2000000 | 1242622 |
|  | MORGAN STANLEY | 1% 10 Dec 2026 | 10000000 | 9642900 |
|  | MORGAN STANLEY | 1% 13 Apr 2028 | 4200000 | 4266108 |
|  | MORGAN STANLEY BAML TRUST | 3.401% 15 May 2050 | 2163836 | 2134014 |
|  | MORGAN STANLEY BANK NA | 1% 15 Oct 2027 | 2500000 | 2500750 |
|  | NAVIENT STUDENT LOAN TRUST | 1.31% 15 Jan 2069 | 40177 | 37528 |
|  | NAVIENT STUDENT LOAN TRUST | 2.6% 15 Aug 2068 | 124479 | 118245 |
|  | NAVIENT STUDENT LOAN TRUST | 1% 16 Jul 2040 | 296995 | 296731 |
|  | NAVIENT STUDENT LOAN TRUST | 1% 26 Jul 2066 | 1694946 | 1686991 |
|  | NAVIENT STUDENT LOAN TRUST | 1.17% 16 Sep 2069 | 158233 | 144909 |
|  | NAVIENT STUDENT LOAN TRUST | 1.33% 15 Apr 2069 | 1540412 | 1406221 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NAVIENT STUDENT LOAN TRUST | 1.11% 18 Feb 2070 | 574343 | 502577 |
| NBN CO LTD | 4% 01 Oct 2027 | 2000000 | 1960380 |
| NEW RESIDENTIAL MORTGAGE LOAN | 1% 25 Dec 2057 | 1044597 | 1002466 |
| NEW RESIDENTIAL MORTGAGE LOAN | 1% 25 Jul 2059 | 1481869 | 1412513 |
| NOMURA HOLDINGS INC | 1.851% 16 Jul 2025 | 12800000 | 12587648 |
| NOMURA HOLDINGS INC | 5.594% 02 Jul 2027 | 800000 | 809616 |
| ONEOK INC | 4.4% 15 Oct 2029 | 3000000 | 2907420 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Nov 2061 | 3318479 | 2905959 |
| ONSLOW BAY FINANCIAL LLC | 1.957% 25 Oct 2061 | 3401264 | 2802145 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Jan 2062 | 71931 | 67298 |
| PACIFIC GAS + ELECTRIC | 2.95% 01 Mar 2026 | 200000 | 195474 |
| PACIFIC GAS + ELECTRIC | 2.1% 01 Aug 2027 | 2200000 | 2051390 |
| PACIFIC GAS + ELECTRIC | 4.95% 08 Jun 2025 | 2200000 | 2198284 |
| PACIFIC LIFE GF II | 1.2% 24 Jun 2025 | 900000 | 885141 |
| PFP III | 1% 19 Aug 2035 | 1466636 | 1468471 |
| PNC BANK NA | 1% 15 Jan 2027 | 5600000 | 5600616 |
| POUND STERLING | FOREIGN CURRENCY | 366949 | 459567 |
| PSP CAPITAL INC | 1% 03 Mar 2025 | 10000000 | 10001600 |
| QATAR ENERGY | 1.375% 12 Sep 2026 | 700000 | 659939 |
| RESIMAC | 1% 03 Feb 2053 | 561239 | 560641 |
| ROYAL BANK OF CANADA | 1% 23 Jul 2027 | 2300000 | 2305060 |
| SANTANDER UK GROUP HLDGS | 1% 21 Nov 2026 | 5500000 | 5579090 |
| SANTANDER UK PLC | 4.496% 12 Dec 2027 | 3500000 | 3486350 |
| SBA TOWER TRUST | 1.884% 15 Jul 2050 | 1600000 | 1550315 |
| SBA TOWER TRUST | 4.831% 15 Oct 2029 | 1500000 | 1429509 |
| SLM STUDENT LOAN TRUST | 1% 25 Jun 2043 | 3902366 | 3817246 |
| SLM STUDENT LOAN TRUST | 1% 27 Dec 2038 | 3896793 | 3854115 |
| SMB PRIVATE EDUCATION LOAN TRU | 4.48% 16 May 2050 | 1874077 | 1824062 |
| SMB PRIVATE EDUCATION LOAN TRU | 1.29% 15 Jul 2053 | 990496 | 919813 |
| SOCIAL PROFESSIONAL LOAN PROGR | 2.65% 25 Sep 2040 | 209616 | 205711 |
| SOUTHERN CAL EDISON | 1.2% 01 Feb 2026 | 5800000 | 5586908 |
| STANDARD CHARTERED PLC | 1% 30 Mar 2026 | 3400000 | 3408806 |
| STANDARD CHARTERED PLC | 1% 30 Jan 2026 | 2295000 | 2290410 |
| STANDARD CHARTERED PLC | 1% 30 Mar 2026 | 2300000 | 2305957 |
| STATE OF ISRAEL | 5% 30 Oct 2026 | 2900000 | 3085772 |
| SUMITOMO MITSUI FINL GRP | 1.474% 08 Jul 2025 | 8000000 | 7865440 |
| SUMITOMO MITSUI FINL GRP | 5.88% 13 Jul 2026 | 1500000 | 1525440 |
| SUMITOMO MITSUI SYD | 1% 20 Feb 2026 | 1800000 | 1118705 |
| SUMITOMO MITSUI TR BK LT | 5.65% 14 Sep 2026 | 1000000 | 1014190 |
| SVENSKA HANDELSBANKEN AB | 1% 04 Mar 2026 | 2500000 | 1546467 |
| SWAP UBS BOC | SWAP CASH COLLATERAL USD | (40000) | (40000) |
| SWBC CCMBCIUS7 LT USD | SWAP CASH COLLATERAL USD | (50000) | (50000) |
| SWEDBANK AB | 1% 04 Apr 2025 | 6000000 | 6007800 |
| SWPC0MWQ7 CDS USD P V 03MEVENT | 1% 20 Dec 2029 | (2000000) | (2000000) |
| SWPC0MWQ7 CDS USD R F 1.00000 | 1% 20 Dec 2029 | 2000000 | 2044676 |
| SYDNEY AIRPORT FINANCE | 3.375% 30 Apr 2025 | 3000000 | 2981790 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| SYNCHRONY BANK | 5.4% 22 Aug 2025 | 6600000 |  | 6603696 |
| T MOBILE USA INC | 3.5% 15 Apr 2025 | 3580000 |  | 3562709 |
| TOKYO METROPOLITAN GOVT | 0.75% 16 Jul 2025 | 5000000 |  | 4899200 |
| TORONTO DOMINION BANK | 4.55% 22 Jan 2025 | 5000000 |  | 4986729 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Apr 2060 | 3798177 |  | 3416972 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Oct 2059 | 2154784 |  | 2049989 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Jan 2060 | 1191413 |  | 1130528 |
| TOYOTA AUTO LOAN EXTENDED NOTE | 1.35% 25 May 2033 | 2400000 |  | 2369173 |
| TOYOTA MOTOR CREDIT CORP | 1% 15 May 2026 | 4500000 |  | 4501305 |
| TOYOTA MOTOR CREDIT CORP | 1% 07 Aug 2026 | 4000000 |  | 4019240 |
| TRILLIUM CREDIT CARD TRUST II | 1% 26 Aug 2028 | 800000 |  | 802799 |
| TSY INFL IX N/B | 2.125% 15 Apr 2029 | 9592794 |  | 9610406 |
| UBS AG AUSTRALIA | 1% 30 Jul 2025 | 9500000 |  | 5895573 |
| UBS GROUP AG | 1% 15 Jul 2026 | 2800000 |  | 2819852 |
| UBS GROUP AG | 1% 12 Jan 2027 | 3300000 |  | 3321780 |
| UNITED WHOLESALE MORTGAGE LLC | 1% 25 Dec 2051 | 1547563 |  | 1443068 |
| US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | (19300000) |  | 209726 |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (42000000) |  | 691866 |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 385400000 |  | (55696) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 41800000 |  | (276336) |
| US DOLLAR | CURRENCY | (1906101) |  | (1906101) |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | (19800000) |  | 1075963 |
| VERIZON MASTER TRUST | 1% 08 Sep 2028 | 4000000 |  | 4008289 |
| VERUS SECURITIZATION TRUST | 1% 25 Jan 2069 | 1594287 |  | 1596950 |
| WELLS FARGO + COMPANY | 1% 25 Apr 2026 | 5000000 |  | 4982450 |
| WELLS FARGO + COMPANY | 1% 22 Apr 2028 | 3100000 |  | 3150623 |
| WELLS FARGO BANK NA | 5.45% 07 Aug 2026 | 5000000 |  | 5060050 |
| WELLS FARGO COMMERCIAL MORTGAG | 1% 15 Jan 2059 | 3000000 |  | 2986074 |
| WEYERHAEUSER CO | 4.75% 15 May 2026 | 5000000 |  | 4998800 |
| WOODSIDE FINANCE LTD | 3.65% 05 Mar 2025 | 1100000 |  | 1096898 |
| WORLD OMNI AUTOMOBILE LEASE SE | 5.47% 17 Nov 2025 | 2535 |  | 2536 |
|  | **Sub-Total: Fund 5736 5 of 16** |  | **Total** | $**883441421** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | ABBVIE INC | 3.2% 21 Nov 2029 | 460000 |  | $426880 |
|  | ACCENTURE CAPITAL INC | 4.25% 04 Oct 2031 | 585000 |  | 562074 |
|  | ADVOCATE HEALTH CORP | 2.211% 15 Jun 2030 | 620000 |  | 539915 |
|  | AEP TEXAS INC | 2.1% 01 Jul 2030 | 320000 |  | 273818 |
|  | AGILENT TECHNOLOGIES INC | 2.3% 12 Mar 2031 | 330000 |  | 279814 |
|  | ALGONQUIN PWR + UTILITY | 1% 15 Jun 2026 | 205000 |  | 206060 |
|  | AMERICAN TOWER CORP | 5% 31 Jan 2030 | 210000 |  | 208725 |
|  | APTIV SWISS HOLDINGS LTD | 4.65% 13 Sep 2029 | 200000 |  | 194078 |
|  | ARCH CAPITAL FINANCE LLC | 4.011% 15 Dec 2026 | 55000 |  | 54335 |
|  | ARIZONA PUBLIC SERVICE | 6.35% 15 Dec 2032 | 420000 |  | 443818 |
|  | ARTHUR J GALLAGHER + CO | 4.85% 15 Dec 2029 | 105000 |  | 104620 |
|  | ASCENSION HEALTH | 2.532% 15 Nov 2029 | 255000 |  | 229151 |
|  | AT+T INC | 2.3% 01 Jun 2027 | 1000000 |  | 943820 |
|  | AT+T INC | 2.55% 01 Dec 2033 | 154000 |  | 123953 |
|  | AUTONATION INC | 3.8% 15 Nov 2027 | 400000 |  | 386568 |
|  | AUTOZONE INC | 4.75% 01 Feb 2033 | 100000 |  | 95935 |
|  | BANCO SANTANDER SA | 1% 15 Jul 2028 | 600000 |  | 603966 |
|  | BANCO SANTANDER SA | 3.49% 28 May 2030 | 1000000 |  | 912250 |
|  | BANK | 2.726% 15 Nov 2062 | 1500000 |  | 1345927 |
|  | BANK OF AMERICA CORP | 1% 05 Mar 2029 | 990000 |  | 959211 |
|  | BANK OF AMERICA CORP | 1% 13 Feb 2031 | 1210000 |  | 1061642 |
|  | BANK OF AMERICA CORP | 1% 22 Apr 2032 | 1325000 |  | 1138029 |
|  | BANK OF AMERICA CORP | 1% 14 Jun 2029 | 820000 |  | 743453 |
|  | BARCLAYS PLC | 1% 24 Jun 2031 | 585000 |  | 508388 |
|  | BARCLAYS PLC | 1% 10 Sep 2028 | 620000 |  | 615834 |
|  | BAT CAPITAL CORP | 3.557% 15 Aug 2027 | 43000 |  | 41595 |
|  | BAT CAPITAL CORP | 4.7% 02 Apr 2027 | 180000 |  | 179230 |
|  | BAT CAPITAL CORP | 5.834% 20 Feb 2031 | 175000 |  | 178719 |
|  | BAT CAPITAL CORP | 6% 20 Feb 2034 | 190000 |  | 195138 |
|  | BAT INTL FINANCE PLC | 4.448% 16 Mar 2028 | 515000 |  | 506240 |
|  | BAYLOR SCOTT + WHITE HOL | 1.777% 15 Nov 2030 | 350000 |  | 293171 |
|  | BENCHMARK MORTGAGE TRUST | 1.672% 15 Jul 2053 | 2300000 |  | 1952970 |
|  | BENCHMARK MORTGAGE TRUST | 2.263% 15 Mar 2054 | 2500000 |  | 2133348 |
|  | BERRY GLOBAL INC | 1.57% 15 Jan 2026 | 500000 |  | 482250 |
|  | BHP BILLITON FIN USA LTD | 5.25% 08 Sep 2033 | 675000 |  | 677727 |
|  | BOEING CO | 5.15% 01 May 2030 | 1550000 |  | 1528409 |
|  | BRIXMOR OPERATING PART | 4.125% 15 Jun 2026 | 350000 |  | 346490 |
|  | BRIXMOR OPERATING PART | 3.9% 15 Mar 2027 | 425000 |  | 415863 |
|  | BRIXMOR OPERATING PART | 2.25% 01 Apr 2028 | 225000 |  | 205650 |
|  | BRIXMOR OPERATING PART | 2.5% 16 Aug 2031 | 570000 |  | 477922 |
|  | BROADCOM INC | 2.45% 15 Feb 2031 | 200000 |  | 172498 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BROADCOM INC | 4% 15 Apr 2029 | 805000 | 774185 |
| BROADCOM INC | 5.05% 12 Jul 2027 | 400000 | 403752 |
| BROADCOM INC | 4.15% 15 Feb 2028 | 1035000 | 1017436 |
| BROADSTONE NET LEASE LLC | 2.6% 15 Sep 2031 | 380000 | 314226 |
| CANADIAN NATL RESOURCES | 3.85% 01 Jun 2027 | 525000 | 513524 |
| CANADIAN NATL RESOURCES | 5% 15 Dec 2029 | 300000 | 297081 |
| CENOVUS ENERGY INC | 2.65% 15 Jan 2032 | 150000 | 124836 |
| CFCRE COMMERCIAL MORTGAGE TRUS | 3.585% 10 Dec 2054 | 2587399 | 2511897 |
| CHASE ISSUANCE TRUST | 5.08% 15 Sep 2030 | 400000 | 406344 |
| CHASE ISSUANCE TRUST | 4.63% 15 Jan 2031 | 300000 | 299607 |
| CIGNA GROUP/THE | 4.375% 15 Oct 2028 | 400000 | 391748 |
| CITIBANK CREDIT CARD ISSUANCE | 3.96% 13 Oct 2030 | 2000000 | 1950712 |
| CITIGROUP INC | 1% 29 Jan 2031 | 2955000 | 2609413 |
| CNA FINANCIAL CORP | 5.125% 15 Feb 2034 | 65000 | 63805 |
| COMERICA INC | 1% 30 Jan 2030 | 860000 | 869176 |
| COMM MORTGAGE TRUST | 3.765% 10 Feb 2049 | 3995000 | 3948892 |
| COMMONSPIRIT HEALTH | 5.205% 01 Dec 2031 | 1090000 | 1085520 |
| CONSTELLATION BRANDS INC | 3.7% 06 Dec 2026 | 175000 | 171966 |
| CONSTELLATION BRANDS INC | 2.25% 01 Aug 2031 | 480000 | 398870 |
| COREBRIDGE FINANCIAL INC | 3.9% 05 Apr 2032 | 540000 | 490871 |
| CORP ANDINA DE FOMENTO | 5% 24 Jan 2029 | 70000 | 70341 |
| CRH SMW FINANCE DAC | 5.2% 21 May 2029 | 215000 | 216466 |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.756% 15 Nov 2048 | 1280000 | 1265710 |
| CUBESMART LP | 2.25% 15 Dec 2028 | 230000 | 206844 |
| CVS HEALTH CORP | 1.75% 21 Aug 2030 | 590000 | 480443 |
| DEUTSCHE BANK NY | 1% 18 Jan 2029 | 450000 | 466925 |
| DEUTSCHE BANK NY | 1% 20 Nov 2029 | 555000 | 580547 |
| DEUTSCHE BANK NY | 1% 13 Jul 2027 | 160000 | 164872 |
| DIAMONDBACK ENERGY INC | 3.125% 24 Mar 2031 | 615000 | 544029 |
| DISCOVERY COMMUNICATIONS | 4.125% 15 May 2029 | 780000 | 727241 |
| DUKE ENERGY FLORIDA LLC | 5.875% 15 Nov 2033 | 400000 | 416272 |
| DUKE ENERGY OHIO INC | 5.25% 01 Apr 2033 | 475000 | 475067 |
| DUPONT DE NEMOURS INC | 4.725% 15 Nov 2028 | 1075000 | 1069174 |
| EDISON INTERNATIONAL | 5.25% 15 Nov 2028 | 405000 | 405705 |
| ELEVANCE HEALTH INC | 4.101% 01 Mar 2028 | 205000 | 200279 |
| ELEVANCE HEALTH INC | 2.25% 15 May 2030 | 555000 | 481956 |
| ELI LILLY + CO | 4.7% 09 Feb 2034 | 88000 | 85289 |
| ELI LILLY + CO | 4.6% 14 Aug 2034 | 229000 | 219929 |
| ENERGY TRANSFER LP | 6.55% 01 Dec 2033 | 715000 | 759616 |
| ENERGY TRANSFER LP | 3.9% 15 Jul 2026 | 1345000 | 1327434 |
| ESSEX PORTFOLIO LP | 1.7% 01 Mar 2028 | 40000 | 36151 |
| EXPORT IMPORT BANK KOREA | 5.125% 11 Jan 2033 | 200000 | 200448 |
| FAIRFAX FINL HLDGS LTD | 5.625% 16 Aug 2032 | 385000 | 389166 |
| FAIRFAX FINL HLDGS LTD | 6% 07 Dec 2033 | 395000 | 407150 |
| FANNIE MAE | 6.625% 15 Nov 2030 | 550000 | 609538 |
| FANNIE MAE | 0.875% 05 Aug 2030 | 200000 | 165006 |
| FANNIE MAE | 0.01% 17 Mar 2031 | 805000 | 599363 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL A47038 | 5% 01 Sep 2035 | 10430 | 10433 |
| FED HM LN PC POOL A85726 | 5% 01 Apr 2039 | 35622 | 35471 |
| FED HM LN PC POOL A93318 | 5% 01 Aug 2040 | 62828 | 62450 |
| FED HM LN PC POOL A93713 | 5% 01 Sep 2040 | 105826 | 105189 |
| FED HM LN PC POOL A94069 | 5% 01 Sep 2040 | 37715 | 37488 |
| FED HM LN PC POOL A95085 | 4% 01 Nov 2040 | 188019 | 177945 |
| FED HM LN PC POOL A95575 | 4% 01 Dec 2040 | 138103 | 130677 |
| FED HM LN PC POOL A95960 | 4% 01 Dec 2040 | 126231 | 119468 |
| FED HM LN PC POOL A97040 | 4% 01 Feb 2041 | 122941 | 116355 |
| FED HM LN PC POOL C03520 | 4% 01 Sep 2040 | 154250 | 145986 |
| FED HM LN PC POOL C03545 | 5% 01 Aug 2040 | 43199 | 42939 |
| FED HM LN PC POOL C09004 | 3.5% 01 Jul 2042 | 257274 | 235164 |
| FED HM LN PC POOL C09029 | 3% 01 Mar 2043 | 199140 | 176682 |
| FED HM LN PC POOL C09031 | 2.5% 01 Feb 2043 | 116265 | 99487 |
| FED HM LN PC POOL C09055 | 4% 01 Dec 2043 | 43028 | 40474 |
| FED HM LN PC POOL C91176 | 5.5% 01 May 2028 | 9431 | 9500 |
| FED HM LN PC POOL C91908 | 3% 01 Jan 2037 | 553113 | 509676 |
| FED HM LN PC POOL C91960 | 3.5% 01 Nov 2037 | 213084 | 200151 |
| FED HM LN PC POOL C91969 | 3% 01 Jan 2038 | 91429 | 83528 |
| FED HM LN PC POOL G02427 | 5.5% 01 Dec 2036 | 77998 | 79405 |
| FED HM LN PC POOL G03737 | 6.5% 01 Nov 2037 | 31587 | 33357 |
| FED HM LN PC POOL G03812 | 5.5% 01 Feb 2038 | 103188 | 105067 |
| FED HM LN PC POOL G05472 | 4.5% 01 Jun 2039 | 21123 | 20582 |
| FED HM LN PC POOL G05676 | 4% 01 Nov 2039 | 171711 | 162498 |
| FED HM LN PC POOL G05726 | 5% 01 Aug 2039 | 50544 | 50329 |
| FED HM LN PC POOL G05741 | 4.5% 01 Dec 2039 | 19913 | 19403 |
| FED HM LN PC POOL G06087 | 5% 01 Sep 2040 | 16415 | 16358 |
| FED HM LN PC POOL G06231 | 4% 01 Dec 2040 | 105889 | 100216 |
| FED HM LN PC POOL G06499 | 4% 01 Mar 2041 | 159877 | 151320 |
| FED HM LN PC POOL G06506 | 4% 01 Dec 2040 | 316361 | 299411 |
| FED HM LN PC POOL G06507 | 4% 01 Feb 2041 | 63475 | 60074 |
| FED HM LN PC POOL G07032 | 3% 01 Jun 2042 | 441491 | 391702 |
| FED HM LN PC POOL G07129 | 3.5% 01 Sep 2042 | 445429 | 407244 |
| FED HM LN PC POOL G07388 | 3.5% 01 May 2043 | 222420 | 202999 |
| FED HM LN PC POOL G08368 | 4.5% 01 Oct 2039 | 68702 | 66942 |
| FED HM LN PC POOL G08372 | 4.5% 01 Nov 2039 | 48519 | 47275 |
| FED HM LN PC POOL G08479 | 3.5% 01 Mar 2042 | 139831 | 127814 |
| FED HM LN PC POOL G08601 | 4% 01 Aug 2044 | 69544 | 65039 |
| FED HM LN PC POOL G08624 | 4% 01 Jan 2045 | 57766 | 54024 |
| FED HM LN PC POOL G08654 | 3.5% 01 Jul 2045 | 430044 | 389056 |
| FED HM LN PC POOL G08677 | 4% 01 Nov 2045 | 127954 | 119605 |
| FED HM LN PC POOL G08707 | 4% 01 May 2046 | 386808 | 360469 |
| FED HM LN PC POOL G08731 | 2.5% 01 Nov 2046 | 220780 | 185766 |
| FED HM LN PC POOL G08732 | 3% 01 Nov 2046 | 166773 | 145185 |
| FED HM LN PC POOL G08735 | 4.5% 01 Oct 2046 | 159686 | 153362 |
| FED HM LN PC POOL G08770 | 3.5% 01 Jul 2047 | 242498 | 218319 |
| FED HM LN PC POOL G08772 | 4.5% 01 Jul 2047 | 150570 | 144319 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL G13868 | 4.5% 01 Jul 2025 | 2843 | 2835 |
| FED HM LN PC POOL G14239 | 4% 01 Sep 2026 | 2966 | 2948 |
| FED HM LN PC POOL G16015 | 3% 01 Jan 2032 | 233441 | 223522 |
| FED HM LN PC POOL G16177 | 2% 01 Jan 2032 | 430787 | 401534 |
| FED HM LN PC POOL G16459 | 3.5% 01 Jul 2032 | 122164 | 118107 |
| FED HM LN PC POOL G18475 | 2.5% 01 Aug 2028 | 38113 | 36980 |
| FED HM LN PC POOL G67717 | 4% 01 Nov 2048 | 350490 | 326135 |
| FED HM LN PC POOL J12398 | 4.5% 01 Jun 2025 | 1413 | 1409 |
| FED HM LN PC POOL J12439 | 4.5% 01 Jun 2025 | 2045 | 2039 |
| FED HM LN PC POOL J15031 | 4% 01 Apr 2026 | 21287 | 21161 |
| FED HM LN PC POOL J15719 | 4% 01 Jun 2026 | 23861 | 23710 |
| FED HM LN PC POOL J15847 | 4% 01 Jun 2026 | 5825 | 5790 |
| FED HM LN PC POOL J16059 | 4% 01 Jul 2026 | 15007 | 14905 |
| FED HM LN PC POOL J23935 | 3% 01 May 2028 | 48587 | 47594 |
| FED HM LN PC POOL J24887 | 3% 01 Jul 2028 | 427124 | 418006 |
| FED HM LN PC POOL J27464 | 3.5% 01 Feb 2029 | 141750 | 139240 |
| FED HM LN PC POOL J27964 | 3% 01 Apr 2029 | 65365 | 63590 |
| FED HM LN PC POOL J28440 | 3% 01 Jun 2029 | 105677 | 102857 |
| FED HM LN PC POOL J29007 | 3% 01 Aug 2029 | 96282 | 93509 |
| FED HM LN PC POOL J29036 | 3% 01 Aug 2029 | 86759 | 84206 |
| FED HM LN PC POOL J29049 | 3% 01 Aug 2029 | 86073 | 83716 |
| FED HM LN PC POOL Q02171 | 5% 01 Jul 2041 | 13300 | 13198 |
| FED HM LN PC POOL Q02606 | 5% 01 Aug 2041 | 156733 | 155531 |
| FED HM LN PC POOL Q04673 | 4% 01 Nov 2041 | 322892 | 304755 |
| FED HM LN PC POOL Q10241 | 3.5% 01 Aug 2042 | 140967 | 129018 |
| FED HM LN PC POOL Q10448 | 3.5% 01 Aug 2042 | 131646 | 120361 |
| FED HM LN PC POOL Q11288 | 3.5% 01 Sep 2042 | 126419 | 115581 |
| FED HM LN PC POOL Q11788 | 3% 01 Oct 2042 | 77885 | 69106 |
| FED HM LN PC POOL Q12520 | 3% 01 Oct 2042 | 32713 | 29024 |
| FED HM LN PC POOL Q12841 | 3.5% 01 Nov 2042 | 363758 | 332575 |
| FED HM LN PC POOL Q13630 | 3% 01 Nov 2042 | 95101 | 84371 |
| FED HM LN PC POOL Q15062 | 3% 01 Feb 2043 | 547056 | 485558 |
| FED HM LN PC POOL Q44452 | 3% 01 Nov 2046 | 118774 | 103399 |
| FED HM LN PC POOL Q44963 | 3.5% 01 Dec 2046 | 376226 | 339893 |
| FED HM LN PC POOL Q49494 | 4.5% 01 Jul 2047 | 82904 | 79462 |
| FED HM LN PC POOL QA5902 | 3% 01 Jan 2050 | 141243 | 121672 |
| FED HM LN PC POOL QB0220 | 3% 01 Jun 2050 | 279060 | 239917 |
| FED HM LN PC POOL RB5142 | 2.5% 01 Jan 2042 | 1360629 | 1167655 |
| FED HM LN PC POOL RB5189 | 4.5% 01 Oct 2042 | 840911 | 803572 |
| FED HM LN PC POOL SB8083 | 1.5% 01 Jan 2036 | 940720 | 814391 |
| FED HM LN PC POOL SB8118 | 1.5% 01 Sep 2036 | 1410934 | 1216540 |
| FED HM LN PC POOL SB8510 | 2% 01 Feb 2036 | 748652 | 663077 |
| FED HM LN PC POOL SD4396 | 5.5% 01 Nov 2053 | 1751635 | 1735375 |
| FED HM LN PC POOL SD8016 | 3% 01 Oct 2049 | 335010 | 288590 |
| FED HM LN PC POOL SD8090 | 2% 01 Sep 2050 | 2757683 | 2164627 |
| FED HM LN PC POOL SD8104 | 1.5% 01 Nov 2050 | 2658442 | 1968064 |
| FED HM LN PC POOL SD8113 | 2% 01 Dec 2050 | 354580 | 277996 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL SD8128 | 2% 01 Feb 2051 | 1150337 | 901165 |
| FED HM LN PC POOL SD8141 | 2.5% 01 Apr 2051 | 4436405 | 3640113 |
| FED HM LN PC POOL SD8332 | 6% 01 Jun 2053 | 833984 | 838615 |
| FED HM LN PC POOL SD8401 | 5.5% 01 Feb 2054 | 1985228 | 1961193 |
| FED HM LN PC POOL V60298 | 3% 01 Oct 2028 | 77433 | 75623 |
| FED HM LN PC POOL V60564 | 3% 01 Jun 2029 | 159941 | 155640 |
| FED HM LN PC POOL V60869 | 2.5% 01 Jul 2030 | 345466 | 330540 |
| FED HM LN PC POOL ZM2868 | 3.5% 01 Mar 2047 | 88888 | 80166 |
| FEDERAL FARM CREDIT BANK | 1.48% 26 Nov 2032 | 205000 | 158387 |
| FEDERAL FARM CREDIT BANK | 1.57% 23 Sep 2030 | 845000 | 708313 |
| FEDERAL FARM CREDIT BANK | 1.77% 04 Feb 2031 | 245000 | 205589 |
| FEDERAL HOME LOAN BANK | 1.25% 23 Jul 2030 | 675000 | 557840 |
| FEDERAL HOME LOAN BANK | 1.75% 20 Jun 2031 | 195000 | 160883 |
| FEDERAL HOME LOAN BANK | 4.25% 10 Sep 2032 | 160000 | 154838 |
| FERGUSON ENTERPRISES INC | 5% 03 Oct 2034 | 145000 | 138548 |
| FIFTH THIRD BANCORP | 1% 27 Jul 2029 | 175000 | 181374 |
| FIRSTENERGY CORP | 3.9% 15 Jul 2027 | 500000 | 487510 |
| FLORIDA POWER + LIGHT CO | 5.15% 15 Jun 2029 | 450000 | 455688 |
| FLOWSERVE CORPORATION | 2.8% 15 Jan 2032 | 150000 | 127257 |
| FNMA POOL 257281 | 5% 01 Jul 2028 | 1960 | 1960 |
| FNMA POOL 555800 | 1% 01 Oct 2033 | 183011 | 186084 |
| FNMA POOL 655687 | 6.5% 01 Aug 2032 | 42384 | 43992 |
| FNMA POOL 660662 | 6.5% 01 Sep 2032 | 1390 | 1443 |
| FNMA POOL 735061 | 1% 01 Nov 2034 | 187714 | 193564 |
| FNMA POOL 735271 | 1% 01 Jan 2035 | 33853 | 34908 |
| FNMA POOL 735288 | 1% 01 Mar 2035 | 42568 | 42572 |
| FNMA POOL 735382 | 1% 01 Apr 2035 | 230520 | 230540 |
| FNMA POOL 735484 | 1% 01 May 2035 | 101719 | 101614 |
| FNMA POOL 735500 | 1% 01 May 2035 | 146252 | 148795 |
| FNMA POOL 735578 | 1% 01 Jun 2035 | 18569 | 18550 |
| FNMA POOL 735580 | 1% 01 Jun 2035 | 88706 | 88713 |
| FNMA POOL 735591 | 1% 01 Jun 2035 | 84141 | 84148 |
| FNMA POOL 735667 | 1% 01 Jul 2035 | 86132 | 86139 |
| FNMA POOL 735676 | 1% 01 Jul 2035 | 301095 | 301120 |
| FNMA POOL 735989 | 1% 01 Feb 2035 | 162879 | 165614 |
| FNMA POOL 745355 | 1% 01 Mar 2036 | 79607 | 79525 |
| FNMA POOL 745412 | 1% 01 Dec 2035 | 101014 | 102766 |
| FNMA POOL 745418 | 1% 01 Apr 2036 | 45859 | 46656 |
| FNMA POOL 745515 | 1% 01 May 2036 | 15567 | 15551 |
| FNMA POOL 745885 | 1% 01 Oct 2036 | 98985 | 102928 |
| FNMA POOL 745950 | 1% 01 Nov 2036 | 75094 | 78085 |
| FNMA POOL 832690 | 5% 01 Sep 2035 | 48231 | 48181 |
| FNMA POOL 832799 | 5% 01 Sep 2035 | 75065 | 74987 |
| FNMA POOL 888129 | 1% 01 Feb 2037 | 34148 | 34719 |
| FNMA POOL 888286 | 1% 01 Apr 2037 | 131394 | 133587 |
| FNMA POOL 889072 | 1% 01 Dec 2037 | 21982 | 23152 |
| FNMA POOL 889579 | 1% 01 May 2038 | 75534 | 78538 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL 889705 | 1% 01 Jun 2038 | 43628 | 44365 |
| FNMA POOL 889983 | 1% 01 Oct 2038 | 131695 | 136931 |
| FNMA POOL 902669 | 5% 01 Nov 2036 | 16530 | 16489 |
| FNMA POOL 916398 | 6.5% 01 May 2037 | 581 | 613 |
| FNMA POOL 943699 | 6.5% 01 Aug 2037 | 466 | 491 |
| FNMA POOL 948227 | 6.5% 01 Aug 2037 | 58607 | 61818 |
| FNMA POOL 959604 | 6.5% 01 Nov 2037 | 3811 | 4020 |
| FNMA POOL 995930 | 1% 01 Apr 2039 | 2066 | 2056 |
| FNMA POOL AA0472 | 4% 01 Mar 2039 | 33434 | 31598 |
| FNMA POOL AB3693 | 4% 01 Oct 2041 | 164752 | 155301 |
| FNMA POOL AB4058 | 4% 01 Dec 2041 | 165922 | 156403 |
| FNMA POOL AB6238 | 3.5% 01 Sep 2042 | 165870 | 151438 |
| FNMA POOL AB6390 | 3% 01 Oct 2042 | 107954 | 95644 |
| FNMA POOL AB7272 | 3% 01 Dec 2042 | 640323 | 567422 |
| FNMA POOL AB7410 | 3% 01 Dec 2042 | 551568 | 488722 |
| FNMA POOL AB7426 | 3% 01 Dec 2042 | 563516 | 499359 |
| FNMA POOL AB7568 | 3% 01 Jan 2043 | 767039 | 679679 |
| FNMA POOL AB7570 | 3% 01 Jan 2043 | 1253858 | 1111054 |
| FNMA POOL AB7741 | 3% 01 Jan 2043 | 537076 | 475881 |
| FNMA POOL AB8499 | 3% 01 Feb 2043 | 214142 | 189669 |
| FNMA POOL AB8923 | 3% 01 Apr 2043 | 8721 | 7724 |
| FNMA POOL AB9361 | 3.5% 01 May 2043 | 193841 | 176709 |
| FNMA POOL AB9944 | 3% 01 Jul 2043 | 283548 | 251187 |
| FNMA POOL AC1889 | 4% 01 Sep 2039 | 84825 | 80166 |
| FNMA POOL AC2953 | 4.5% 01 Sep 2039 | 594498 | 578501 |
| FNMA POOL AD0567 | 1% 01 Sep 2039 | 10489 | 11064 |
| FNMA POOL AD5479 | 5% 01 Jun 2040 | 13331 | 13234 |
| FNMA POOL AD9713 | 5% 01 Aug 2040 | 28598 | 28391 |
| FNMA POOL AD9870 | 4% 01 Oct 2040 | 10138 | 9581 |
| FNMA POOL AE0113 | 1% 01 Jul 2040 | 102284 | 96666 |
| FNMA POOL AE0967 | 1% 01 Jun 2039 | 153550 | 140499 |
| FNMA POOL AH0921 | 4% 01 Dec 2040 | 278243 | 262975 |
| FNMA POOL AH0943 | 4% 01 Dec 2040 | 243505 | 230165 |
| FNMA POOL AH2899 | 4.5% 01 Jan 2041 | 488896 | 474527 |
| FNMA POOL AH3765 | 4% 01 Jan 2041 | 492779 | 465740 |
| FNMA POOL AH4404 | 4% 01 Jan 2041 | 362115 | 342245 |
| FNMA POOL AH5984 | 4.5% 01 Mar 2041 | 96308 | 93263 |
| FNMA POOL AI1051 | 4% 01 Jun 2026 | 7188 | 7134 |
| FNMA POOL AK1608 | 3% 01 Jan 2027 | 28228 | 27746 |
| FNMA POOL AL1895 | 1% 01 Jun 2042 | 144555 | 131978 |
| FNMA POOL AL1945 | 1% 01 Jun 2042 | 456016 | 416340 |
| FNMA POOL AL2151 | 1% 01 Mar 2042 | 711012 | 649149 |
| FNMA POOL AL2389 | 1% 01 Sep 2042 | 244008 | 222778 |
| FNMA POOL AL2890 | 1% 01 Dec 2042 | 273343 | 242212 |
| FNMA POOL AL3218 | 1% 01 Feb 2043 | 192467 | 175721 |
| FNMA POOL AL3454 | 1% 01 Apr 2043 | 104280 | 92438 |
| FNMA POOL AL6851 | 1% 01 Oct 2043 | 141534 | 120985 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AL8352 | 1% 01 Oct 2044 | 171816 | 152162 |
| FNMA POOL AL9865 | 1% 01 Feb 2047 | 768226 | 667864 |
| FNMA POOL AO0454 | 3.5% 01 Aug 2042 | 189805 | 173291 |
| FNMA POOL AO3110 | 3.5% 01 Jun 2042 | 319758 | 291921 |
| FNMA POOL AO7185 | 4% 01 Sep 2042 | 377141 | 354934 |
| FNMA POOL AP0457 | 3% 01 Jul 2027 | 12100 | 11883 |
| FNMA POOL AP2611 | 3.5% 01 Sep 2042 | 136598 | 124713 |
| FNMA POOL AP3308 | 3.5% 01 Sep 2042 | 142160 | 129791 |
| FNMA POOL AP3902 | 3% 01 Oct 2042 | 142398 | 126186 |
| FNMA POOL AP5143 | 3% 01 Sep 2042 | 145688 | 129089 |
| FNMA POOL AP6032 | 3% 01 Apr 2043 | 279559 | 247580 |
| FNMA POOL AP8903 | 3.5% 01 Oct 2042 | 267407 | 244127 |
| FNMA POOL AQ7187 | 3% 01 Jul 2043 | 59993 | 53160 |
| FNMA POOL AQ8684 | 3% 01 Dec 2042 | 62986 | 55809 |
| FNMA POOL AR0190 | 3% 01 Apr 2043 | 60699 | 53755 |
| FNMA POOL AR2626 | 2.5% 01 Feb 2043 | 235202 | 200984 |
| FNMA POOL AR2638 | 3.5% 01 Feb 2043 | 224019 | 205412 |
| FNMA POOL AR6858 | 3% 01 Feb 2043 | 10354 | 9170 |
| FNMA POOL AR9203 | 3.5% 01 Mar 2043 | 741929 | 676312 |
| FNMA POOL AR9218 | 3% 01 Mar 2043 | 7146 | 6329 |
| FNMA POOL AS2751 | 4.5% 01 Jun 2044 | 292666 | 282109 |
| FNMA POOL AS2826 | 4% 01 Jul 2044 | 406327 | 379530 |
| FNMA POOL AS4155 | 3% 01 Sep 2044 | 69107 | 61202 |
| FNMA POOL AS5133 | 3.5% 01 Jun 2045 | 1207751 | 1091209 |
| FNMA POOL AS5263 | 3.5% 01 Jun 2045 | 218888 | 197766 |
| FNMA POOL AS5384 | 4% 01 Jul 2045 | 131652 | 122898 |
| FNMA POOL AS6275 | 3% 01 Dec 2030 | 97163 | 93397 |
| FNMA POOL AS6286 | 4% 01 Dec 2045 | 253751 | 236878 |
| FNMA POOL AS6304 | 4% 01 Dec 2045 | 109595 | 102307 |
| FNMA POOL AS7155 | 3% 01 May 2046 | 115008 | 100006 |
| FNMA POOL AS7248 | 4% 01 May 2046 | 135738 | 126335 |
| FNMA POOL AS7693 | 2% 01 Aug 2031 | 325758 | 303307 |
| FNMA POOL AS7877 | 2.5% 01 Sep 2046 | 299446 | 251625 |
| FNMA POOL AS8115 | 3% 01 Oct 2046 | 136605 | 118696 |
| FNMA POOL AS8249 | 3% 01 Nov 2036 | 576525 | 530451 |
| FNMA POOL AS8269 | 3% 01 Nov 2046 | 663977 | 577234 |
| FNMA POOL AS8386 | 2.5% 01 Nov 2031 | 522164 | 492534 |
| FNMA POOL AS8570 | 2.5% 01 Dec 2046 | 243659 | 204748 |
| FNMA POOL AS8572 | 3.5% 01 Dec 2046 | 734336 | 661670 |
| FNMA POOL AS8650 | 3% 01 Jan 2047 | 1038069 | 902454 |
| FNMA POOL AT2040 | 3% 01 Apr 2043 | 21051 | 18643 |
| FNMA POOL AT2745 | 3% 01 May 2043 | 17595 | 15582 |
| FNMA POOL AU1279 | 2.5% 01 Jul 2028 | 42077 | 40799 |
| FNMA POOL AU5904 | 3.5% 01 Sep 2033 | 143701 | 137654 |
| FNMA POOL AU9300 | 3% 01 Sep 2028 | 68271 | 66718 |
| FNMA POOL AV2223 | 4% 01 Dec 2043 | 24750 | 23249 |
| FNMA POOL AZ4775 | 3.5% 01 Oct 2045 | 688181 | 621775 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL BA4750 | 3.5% 01 Jan 2031 | 129295 | 125672 |
| FNMA POOL BC0769 | 4% 01 Dec 2045 | 370808 | 346151 |
| FNMA POOL BC4411 | 3.5% 01 Mar 2031 | 179383 | 174388 |
| FNMA POOL BC9096 | 3.5% 01 Dec 2046 | 518451 | 467137 |
| FNMA POOL BH9317 | 3.5% 01 Sep 2047 | 221085 | 199392 |
| FNMA POOL BM1144 | 1% 01 Mar 2047 | 220564 | 185340 |
| FNMA POOL BM4676 | 1% 01 Oct 2048 | 422254 | 392391 |
| FNMA POOL BM4716 | 1% 01 Dec 2030 | 211610 | 205608 |
| FNMA POOL BN0340 | 4.5% 01 Dec 2048 | 169330 | 161665 |
| FNMA POOL BN1628 | 4.5% 01 Nov 2048 | 156943 | 149838 |
| FNMA POOL BP4416 | 2.5% 01 May 2050 | 877965 | 722903 |
| FNMA POOL BP6618 | 2.5% 01 Aug 2050 | 2827930 | 2324966 |
| FNMA POOL BQ4074 | 2% 01 Dec 2050 | 1031050 | 818897 |
| FNMA POOL BR0462 | 2.5% 01 Apr 2051 | 637953 | 528612 |
| FNMA POOL BR6470 | 2.5% 01 Mar 2051 | 653369 | 540937 |
| FNMA POOL BR9085 | 2.5% 01 May 2051 | 3112683 | 2580573 |
| FNMA POOL CA5416 | 2.5% 01 Mar 2050 | 605685 | 498708 |
| FNMA POOL CA9152 | 2.5% 01 Feb 2036 | 1151343 | 1052478 |
| FNMA POOL FS0564 | 1% 01 Jul 2050 | 1283471 | 1109701 |
| FNMA POOL FS0977 | 1% 01 Mar 2052 | 380857 | 328213 |
| FNMA POOL FS1587 | 1% 01 Apr 2052 | 833721 | 718212 |
| FNMA POOL FS1782 | 1% 01 May 2052 | 721494 | 622377 |
| FNMA POOL MA0243 | 5% 01 Nov 2029 | 58658 | 58726 |
| FNMA POOL MA0318 | 4.5% 01 Feb 2030 | 12936 | 12835 |
| FNMA POOL MA0918 | 4% 01 Dec 2041 | 477674 | 450310 |
| FNMA POOL MA1035 | 3% 01 Apr 2027 | 5840 | 5745 |
| FNMA POOL MA1062 | 3% 01 May 2027 | 2918 | 2870 |
| FNMA POOL MA1272 | 3% 01 Dec 2042 | 175782 | 155753 |
| FNMA POOL MA2495 | 3.5% 01 Jan 2046 | 342123 | 309110 |
| FNMA POOL MA2806 | 3% 01 Nov 2046 | 311154 | 270504 |
| FNMA POOL MA2833 | 3% 01 Dec 2046 | 337744 | 293620 |
| FNMA POOL MA2863 | 3% 01 Jan 2047 | 474729 | 412710 |
| FNMA POOL MA2895 | 3% 01 Feb 2047 | 6978 | 6066 |
| FNMA POOL MA3058 | 4% 01 Jul 2047 | 1050449 | 974703 |
| FNMA POOL MA3101 | 4.5% 01 Aug 2047 | 159366 | 152550 |
| FNMA POOL MA3212 | 4.5% 01 Dec 2047 | 82290 | 78771 |
| FNMA POOL MA3364 | 3.5% 01 May 2033 | 110097 | 105831 |
| FNMA POOL MA3385 | 4.5% 01 Jun 2048 | 133771 | 127715 |
| FNMA POOL MA3833 | 2.5% 01 Nov 2049 | 239063 | 196924 |
| FNMA POOL MA3871 | 3% 01 Dec 2049 | 179259 | 154421 |
| FNMA POOL MA4045 | 2% 01 Jun 2040 | 274093 | 230653 |
| FNMA POOL MA4093 | 2% 01 Aug 2040 | 2849050 | 2395227 |
| FNMA POOL MA4119 | 2% 01 Sep 2050 | 3929083 | 3084110 |
| FNMA POOL MA4124 | 2.5% 01 Sep 2035 | 48522 | 44353 |
| FNMA POOL MA4138 | 1.5% 01 Sep 2050 | 1551834 | 1149074 |
| FNMA POOL MA4158 | 2% 01 Oct 2050 | 5058757 | 3969271 |
| FNMA POOL MA4159 | 2.5% 01 Oct 2050 | 4883870 | 4013731 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL MA4181 | 1.5% 01 Nov 2050 | 1567337 | 1158923 |
| FNMA POOL MA4182 | 2% 01 Nov 2050 | 1558891 | 1222675 |
| FNMA POOL MA4208 | 2% 01 Dec 2050 | 972689 | 762601 |
| FNMA POOL MA4209 | 1.5% 01 Dec 2050 | 2046239 | 1514686 |
| FNMA POOL MA4232 | 2% 01 Jan 2041 | 1728105 | 1449357 |
| FNMA POOL MA4255 | 2% 01 Feb 2051 | 377001 | 295340 |
| FNMA POOL MA4260 | 1.5% 01 Feb 2036 | 1083372 | 937510 |
| FNMA POOL MA4268 | 2% 01 Feb 2041 | 2348592 | 1968812 |
| FNMA POOL MA4281 | 2% 01 Mar 2051 | 1935372 | 1515393 |
| FNMA POOL MA4305 | 2% 01 Apr 2051 | 1662850 | 1301493 |
| FNMA POOL MA4306 | 2.5% 01 Apr 2051 | 3007260 | 2467486 |
| FNMA POOL MA4329 | 2% 01 May 2036 | 2507890 | 2224690 |
| FNMA POOL MA4333 | 2% 01 May 2041 | 999637 | 835036 |
| FNMA POOL MA4467 | 3% 01 Nov 2051 | 721113 | 616711 |
| FNMA POOL MA4624 | 3% 01 Jun 2052 | 486427 | 413609 |
| FNMA POOL MA4684 | 4.5% 01 Jun 2052 | 2822262 | 2660553 |
| FNMA POOL MA4733 | 4.5% 01 Sep 2052 | 3372288 | 3177498 |
| FNMA POOL MA4786 | 5.5% 01 Oct 2052 | 398376 | 394594 |
| FNMA POOL MA5166 | 6% 01 Oct 2053 | 1725409 | 1734988 |
| FNMA POOL MA5296 | 5.5% 01 Mar 2054 | 1481744 | 1463234 |
| FNMA TBA 30 YR 5 | 5% 15 Jan 2055 | 1500000 | 1447202 |
| FORD MOTOR CREDIT CO LLC | 2.7% 10 Aug 2026 | 325000 | 312098 |
| FORD MOTOR CREDIT CO LLC | 6.798% 07 Nov 2028 | 620000 | 642215 |
| FORD MOTOR CREDIT CO LLC | 5.85% 17 May 2027 | 680000 | 686916 |
| FORD MOTOR CREDIT CO LLC | 5.125% 05 Nov 2026 | 200000 | 199812 |
| FREDDIE MAC | 6.75% 15 Mar 2031 | 200000 | 223348 |
| FREDDIE MAC | 6.25% 15 Jul 2032 | 200000 | 221208 |
| FREDDIE MAC | 1.22% 19 Aug 2030 | 365000 | 300369 |
| FREEPORT MCMORAN INC | 4.125% 01 Mar 2028 | 225000 | 218711 |
| FREEPORT MCMORAN INC | 4.375% 01 Aug 2028 | 595000 | 578483 |
| GEN LUX SARL/GEN USA INC | 1.75% 10 Apr 2026 | 390000 | 374049 |
| GEN LUX SARL/GEN USA INC | 6% 04 Jun 2029 | 250000 | 255178 |
| GENERAL MOTORS FINL CO | 3.6% 21 Jun 2030 | 205000 | 187710 |
| GENERAL MOTORS FINL CO | 5.8% 07 Jan 2029 | 180000 | 183476 |
| GENERAL MOTORS FINL CO | 5.4% 08 May 2027 | 330000 | 333442 |
| GENERAL MOTORS FINL CO | 5.55% 15 Jul 2029 | 375000 | 378908 |
| GENUINE PARTS CO | 4.95% 15 Aug 2029 | 420000 | 418228 |
| GLP CAPITAL LP / FIN II | 5.375% 15 Apr 2026 | 305000 | 305278 |
| GLP CAPITAL LP / FIN II | 5.75% 01 Jun 2028 | 225000 | 226919 |
| GLP CAPITAL LP / FIN II | 3.25% 15 Jan 2032 | 55000 | 47219 |
| GNMA II POOL 004520 | 5% 20 Aug 2039 | 80597 | 80438 |
| GNMA II POOL 004746 | 4.5% 20 Jul 2040 | 456322 | 444069 |
| GNMA II POOL 004747 | 5% 20 Jul 2040 | 178929 | 177999 |
| GNMA II POOL 004833 | 4% 20 Oct 2040 | 587963 | 557944 |
| GNMA II POOL 004922 | 4% 20 Jan 2041 | 74768 | 70951 |
| GNMA II POOL 004923 | 4.5% 20 Jan 2041 | 56223 | 54714 |
| GNMA II POOL 004945 | 4% 20 Feb 2041 | 180190 | 170990 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL 004978 | 4.5% 20 Mar 2041 | 154099 | 149853 |
| GNMA II POOL 004979 | 5% 20 Mar 2041 | 244917 | 243643 |
| GNMA II POOL 004984 | 5.5% 20 Mar 2041 | 70414 | 71627 |
| GNMA II POOL 005017 | 4.5% 20 Apr 2041 | 158483 | 154116 |
| GNMA II POOL 005115 | 4.5% 20 Jul 2041 | 95439 | 92809 |
| GNMA II POOL 005140 | 4.5% 20 Aug 2041 | 356690 | 346861 |
| GNMA II POOL 005332 | 4% 20 Mar 2042 | 275470 | 260938 |
| GNMA II POOL MA0023 | 4% 20 Apr 2042 | 130813 | 123912 |
| GNMA II POOL MA0317 | 3% 20 Aug 2042 | 497316 | 442810 |
| GNMA II POOL MA0318 | 3.5% 20 Aug 2042 | 938542 | 858539 |
| GNMA II POOL MA0391 | 3% 20 Sep 2042 | 517486 | 460769 |
| GNMA II POOL MA0392 | 3.5% 20 Sep 2042 | 501912 | 459129 |
| GNMA II POOL MA0462 | 3.5% 20 Oct 2042 | 954182 | 872847 |
| GNMA II POOL MA0624 | 3% 20 Dec 2042 | 199198 | 177366 |
| GNMA II POOL MA0626 | 4% 20 Dec 2042 | 125829 | 119191 |
| GNMA II POOL MA0698 | 3% 20 Jan 2043 | 263269 | 234415 |
| GNMA II POOL MA0783 | 3.5% 20 Feb 2043 | 630323 | 576593 |
| GNMA II POOL MA0851 | 3% 20 Mar 2043 | 111497 | 98686 |
| GNMA II POOL MA0933 | 3% 20 Apr 2043 | 107584 | 95223 |
| GNMA II POOL MA1997 | 4.5% 20 Jun 2044 | 298481 | 288794 |
| GNMA II POOL MA2303 | 3.5% 20 Oct 2044 | 616643 | 561170 |
| GNMA II POOL MA2304 | 4% 20 Oct 2044 | 258759 | 243448 |
| GNMA II POOL MA2445 | 3.5% 20 Dec 2044 | 231555 | 210725 |
| GNMA II POOL MA2678 | 3.5% 20 Mar 2045 | 412397 | 373467 |
| GNMA II POOL MA2754 | 3.5% 20 Apr 2045 | 221642 | 201829 |
| GNMA II POOL MA2891 | 3% 20 Jun 2045 | 185907 | 163662 |
| GNMA II POOL MA2960 | 3% 20 Jul 2045 | 199787 | 175881 |
| GNMA II POOL MA3033 | 3% 20 Aug 2045 | 456952 | 402275 |
| GNMA II POOL MA3662 | 3% 20 May 2046 | 119815 | 105470 |
| GNMA II POOL MA3802 | 3% 20 Jul 2046 | 131831 | 115765 |
| GNMA II POOL MA3803 | 3.5% 20 Jul 2046 | 665979 | 603575 |
| GNMA II POOL MA3872 | 2.5% 20 Aug 2046 | 112405 | 95130 |
| GNMA II POOL MA3936 | 3% 20 Sep 2046 | 701056 | 615619 |
| GNMA II POOL MA3937 | 3.5% 20 Sep 2046 | 97218 | 87986 |
| GNMA II POOL MA3939 | 4.5% 20 Sep 2046 | 78823 | 76561 |
| GNMA II POOL MA4003 | 3% 20 Oct 2046 | 339466 | 298095 |
| GNMA II POOL MA4069 | 3.5% 20 Nov 2046 | 36920 | 33414 |
| GNMA II POOL MA4070 | 4% 20 Nov 2046 | 300941 | 280683 |
| GNMA II POOL MA4071 | 4.5% 20 Nov 2046 | 207365 | 200635 |
| GNMA II POOL MA4125 | 2.5% 20 Dec 2046 | 326783 | 276562 |
| GNMA II POOL MA4127 | 3.5% 20 Dec 2046 | 1102156 | 997493 |
| GNMA II POOL MA4198 | 4.5% 20 Jan 2047 | 78291 | 75550 |
| GNMA II POOL MA4263 | 4% 20 Feb 2047 | 191128 | 178262 |
| GNMA II POOL MA4322 | 4% 20 Mar 2047 | 310117 | 289241 |
| GNMA II POOL MA4383 | 4% 20 Apr 2047 | 83103 | 77448 |
| GNMA II POOL MA4586 | 3.5% 20 Jul 2047 | 879065 | 795339 |
| GNMA II POOL MA4653 | 4% 20 Aug 2047 | 159373 | 148589 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GNMA II POOL MA4654 | 4.5% 20 Aug 2047 | 68631 | 65908 |
| GNMA II POOL MA4720 | 4% 20 Sep 2047 | 712707 | 664484 |
| GNMA II POOL MA4899 | 3% 20 Dec 2047 | 590729 | 517523 |
| GNMA II POOL MA4961 | 3% 20 Jan 2048 | 106207 | 93046 |
| GNMA II POOL MA5397 | 3.5% 20 Aug 2048 | 390831 | 352877 |
| GNMA II POOL MA5467 | 4.5% 20 Sep 2048 | 91017 | 87210 |
| GNMA II POOL MA5530 | 5% 20 Oct 2048 | 38855 | 38181 |
| GNMA II POOL MA5930 | 3.5% 20 May 2049 | 93615 | 84295 |
| GNMA II POOL MA6038 | 3% 20 Jul 2049 | 102620 | 89685 |
| GNMA II POOL MA6153 | 3% 20 Sep 2049 | 162712 | 142021 |
| GNMA II POOL MA6338 | 3% 20 Dec 2049 | 269187 | 234731 |
| GNMA II POOL MA6540 | 2.5% 20 Mar 2050 | 1288624 | 1081353 |
| GNMA II POOL MA7051 | 2% 20 Dec 2050 | 1830108 | 1465839 |
| GNMA II POOL MA7254 | 2% 20 Mar 2051 | 984315 | 788314 |
| GNMA II POOL MA7255 | 2.5% 20 Mar 2051 | 5448392 | 4555988 |
| GNMA II POOL MA7367 | 2.5% 20 May 2051 | 2179040 | 1821456 |
| GNMA II POOL MA7419 | 3% 20 Jun 2051 | 1279596 | 1111302 |
| GNMA II POOL MA7471 | 2% 20 Jul 2051 | 753204 | 602344 |
| GNMA II POOL MA7588 | 2% 20 Sep 2051 | 1177547 | 942523 |
| GNMA POOL 676515 | 5.5% 15 Feb 2038 | 74876 | 76879 |
| GNMA POOL 676754 | 5.5% 15 Mar 2038 | 55102 | 56579 |
| GNMA POOL 677222 | 5.5% 15 Aug 2038 | 84067 | 86355 |
| GNMA POOL 723344 | 4% 15 Sep 2039 | 129819 | 123029 |
| GNMA POOL 723430 | 4.5% 15 Nov 2039 | 100148 | 97454 |
| GNMA POOL 737111 | 4.5% 15 Apr 2040 | 174869 | 170102 |
| GNMA POOL 738882 | 4% 15 Oct 2041 | 48224 | 45698 |
| GNMA POOL 745243 | 4% 15 Jul 2040 | 93778 | 88869 |
| GNMA POOL 771561 | 4% 15 Aug 2041 | 69482 | 65840 |
| GNMA POOL 782528 | 5% 15 Jan 2039 | 116768 | 117336 |
| GNMA POOL AA5821 | 3% 15 Nov 2042 | 411813 | 364697 |
| GNMA POOL AB3031 | 3% 15 Oct 2042 | 86698 | 76779 |
| GNMA POOL AB9110 | 3% 15 Oct 2042 | 284755 | 252199 |
| GNMA POOL AD2413 | 3.5% 15 May 2043 | 69155 | 63216 |
| GNMA POOL AD2414 | 3.5% 15 May 2043 | 114356 | 104542 |
| GNMA POOL AD8784 | 3% 15 Mar 2043 | 137531 | 121180 |
| GNMA POOL AN6808 | 3.5% 15 Jul 2045 | 149862 | 135601 |
| GOLDMAN SACHS GROUP INC | 1% 01 May 2029 | 650000 | 632411 |
| GOLDMAN SACHS GROUP INC | 1% 27 Jan 2032 | 1210000 | 999666 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 8000140 | 8000140 |
| GS MORTGAGE SECURITIES TRUST | 3.119% 10 May 2050 | 652442 | 649393 |
| HALEON US CAPITAL LLC | 3.625% 24 Mar 2032 | 250000 | 226135 |
| HEALTHPEAK OP LLC | 3% 15 Jan 2030 | 400000 | 362352 |
| HOST HOTELS + RESORTS LP | 5.7% 01 Jul 2034 | 175000 | 174620 |
| HSBC HOLDINGS PLC | 1% 22 Sep 2028 | 380000 | 350022 |
| HSBC HOLDINGS PLC | 1% 24 May 2032 | 1075000 | 913352 |
| HUNTINGTON BANCSHARES | 1% 21 Aug 2029 | 292000 | 301189 |
| HUNTINGTON INGALLS INDUS | 5.353% 15 Jan 2030 | 115000 | 115168 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | IDEX CORP | 4.95% 01 Sep 2029 | 380000 | 378328 |
| | JOHNS HOPKINS UNIVERSITY | 4.705% 01 Jul 2032 | 350000 | 343438 |
| \* | JPMORGAN CHASE + CO | 1% 23 Jan 2029 | 1765000 | 1693800 |
| \* | JPMORGAN CHASE + CO | 1% 15 Oct 2030 | 1445000 | 1300081 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2031 | 840000 | 739007 |
| \* | JPMORGAN CHASE + CO | 1% 04 Feb 2032 | 1020000 | 846263 |
| \* | JPMORGAN CHASE + CO | 1% 22 Oct 2035 | 305000 | 293800 |
|  | KEYCORP | 1% 06 Mar 2035 | 230000 | 239428 |
|  | KIMCO REALTY OP LLC | 3.2% 01 Apr 2032 | 300000 | 263202 |
|  | KINROSS GOLD CORP | 4.5% 15 Jul 2027 | 550000 | 544572 |
|  | KINROSS GOLD CORP | 6.25% 15 Jul 2033 | 250000 | 259350 |
|  | LINCOLN NATIONAL CORP | 3.05% 15 Jan 2030 | 65000 | 58527 |
|  | MARRIOTT INTERNATIONAL | 5.35% 15 Mar 2035 | 230000 | 227015 |
|  | MARTIN MARIETTA MATERIAL | 5.15% 01 Dec 2034 | 300000 | 294744 |
|  | MITSUBISHI UFJ FIN GRP | 1% 20 Jul 2027 | 380000 | 361350 |
|  | MITSUBISHI UFJ FIN GRP | 1% 22 Feb 2029 | 640000 | 647942 |
|  | MITSUBISHI UFJ FIN GRP | 1% 19 Apr 2029 | 415000 | 417801 |
|  | MIZUHO FINANCIAL GROUP | 1% 06 Jul 2029 | 450000 | 460062 |
|  | MORGAN STANLEY | 1% 23 Jan 2030 | 1155000 | 1125051 |
|  | MORGAN STANLEY | 1% 22 Jan 2031 | 1030000 | 914455 |
|  | MORGAN STANLEY | 1% 28 Apr 2032 | 1660000 | 1358776 |
|  | MORGAN STANLEY BAML TRUST | 3.451% 15 Jul 2050 | 1056407 | 1048919 |
|  | MORGAN STANLEY BAML TRUST | 3.719% 15 Jul 2050 | 2000000 | 1986935 |
|  | MOTOROLA SOLUTIONS INC | 5.4% 15 Apr 2034 | 250000 | 249808 |
|  | MPLX LP | 4% 15 Mar 2028 | 10000 | 9692 |
|  | MPLX LP | 4.25% 01 Dec 2027 | 725000 | 713792 |
|  | MPLX LP | 5% 01 Mar 2033 | 630000 | 605493 |
|  | NEWMONT CORP | 2.8% 01 Oct 2029 | 1535000 | 1400181 |
|  | NEXTERA ENERGY CAPITAL | 2.75% 01 Nov 2029 | 200000 | 181184 |
|  | NOMURA HOLDINGS INC | 2.608% 14 Jul 2031 | 230000 | 193724 |
|  | NORTHWEST PIPELINE LLC | 4% 01 Apr 2027 | 250000 | 245248 |
|  | NUCOR CORP | 3.95% 01 May 2028 | 300000 | 291432 |
|  | NUTRIEN LTD | 4.9% 27 Mar 2028 | 220000 | 219835 |
|  | NUTRIEN LTD | 5.2% 21 Jun 2027 | 1035000 | 1045774 |
|  | OCCIDENTAL PETROLEUM COR | 6.625% 01 Sep 2030 | 80000 | 83777 |
|  | OHIOHEALTH CORP | 2.297% 15 Nov 2031 | 525000 | 439268 |
|  | ONEOK INC | 6.05% 01 Sep 2033 | 690000 | 710341 |
|  | PACIFIC GAS + ELECTRIC | 3.25% 01 Jun 2031 | 600000 | 532044 |
|  | PACIFICORP | 2.7% 15 Sep 2030 | 345000 | 304728 |
|  | PEACEHEALTH OBLIGATED GR | 1.375% 15 Nov 2025 | 85000 | 82385 |
|  | PENTAIR FINANCE SARL | 4.5% 01 Jul 2029 | 250000 | 243043 |
|  | PHILIP MORRIS INTL INC | 5.125% 15 Feb 2030 | 600000 | 602814 |
|  | PHILIP MORRIS INTL INC | 5.125% 13 Feb 2031 | 290000 | 290078 |
|  | PLAINS ALL AMER PIPELINE | 3.55% 15 Dec 2029 | 280000 | 260257 |
|  | PNC FINANCIAL SERVICES | 1% 20 Oct 2027 | 345000 | 355150 |
|  | PPL ELECTRIC UTILITIES | 5% 15 May 2033 | 650000 | 641810 |
|  | PRIVATE EXPORT FUNDING | 1.4% 15 Jul 2028 | 490000 | 439378 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PROV ST JOSEPH HLTH OBL | 2.532% 01 Oct 2029 | 350000 | 313061 |
| PUB SVC NEW HAMP | 5.35% 01 Oct 2033 | 375000 | 378679 |
| QUANTA SERVICES INC | 4.75% 09 Aug 2027 | 180000 | 179622 |
| REALTY INCOME CORP | 3.4% 15 Jan 2028 | 190000 | 182187 |
| REALTY INCOME CORP | 3.1% 15 Dec 2029 | 800000 | 734032 |
| REPUBLIC OF INDONESIA | 3.5% 11 Jan 2028 | 580000 | 552879 |
| REPUBLIC OF INDONESIA | 4.15% 20 Sep 2027 | 765000 | 747275 |
| REPUBLIC OF PANAMA | 7.125% 29 Jan 2026 | 670000 | 680090 |
| REPUBLIC OF PERU | 2.783% 23 Jan 2031 | 113000 | 96355 |
| REPUBLIC OF PHILIPPINES | 2.457% 05 May 2030 | 250000 | 218780 |
| REPUBLIC OF POLAND | 4.625% 18 Mar 2029 | 1080000 | 1066921 |
| ROGERS COMMUNICATIONS IN | 5.3% 15 Feb 2034 | 330000 | 321720 |
| SAN DIEGO G + E | 1.7% 01 Oct 2030 | 400000 | 335392 |
| SANDS CHINA LTD | 5.4% 08 Aug 2028 | 389000 | 384600 |
| SIMON PROPERTY GROUP LP | 2.45% 13 Sep 2029 | 55000 | 49405 |
| SOUTHERN CAL EDISON | 5.85% 01 Nov 2027 | 535000 | 549830 |
| SOUTHERN CAL EDISON | 4.9% 01 Jun 2026 | 625000 | 626400 |
| SOUTHERN CALIF GAS CO | 5.05% 01 Sep 2034 | 610000 | 600545 |
| SOUTHWEST AIRLINES CO | 5.125% 15 Jun 2027 | 375000 | 376886 |
| STANFORD UNIVERSITY | 1.289% 01 Jun 2027 | 1240000 | 1143069 |
| SUN COMMUNITIES OPER LP | 5.5% 15 Jan 2029 | 330000 | 331947 |
| SUTTER HEALTH | 3.695% 15 Aug 2028 | 754000 | 723041 |
| SWAP JP MORGAN COC | SWAP CASH COLLATERAL USD | (7625) | (7625) |
| TARGA RESOURCES CORP | 4.2% 01 Feb 2033 | 125000 | 113553 |
| TARGA RESOURCES CORP | 6.125% 15 Mar 2033 | 360000 | 371189 |
| TELEDYNE FLIR LLC | 2.5% 01 Aug 2030 | 310000 | 270875 |
| TENN VAL AUTH CPN STRIP | 0.01% 15 Jul 2034 | 35000 | 21119 |
| TENN VALLEY AUTHORITY | 2.875% 01 Feb 2027 | 640000 | 621837 |
| TENN VALLEY AUTHORITY | 0.75% 15 May 2025 | 435000 | 429201 |
| TOLL BROS FINANCE CORP | 4.875% 15 Mar 2027 | 925000 | 924131 |
| TRANSCONT GAS PIPE LINE | 3.25% 15 May 2030 | 650000 | 591877 |
| TRUIST FINANCIAL CORP | 1% 08 Jun 2034 | 205000 | 208290 |
| TRUIST FINANCIAL CORP | 1% 24 Jan 2030 | 565000 | 569023 |
| TYSON FOODS INC | 3.55% 02 Jun 2027 | 125000 | 121266 |
| TYSON FOODS INC | 4.35% 01 Mar 2029 | 250000 | 242848 |
| UNITED MEXICAN STATES | 5% 07 May 2029 | 690000 | 665091 |
| UNITEDHEALTH GROUP INC | 4.5% 15 Apr 2033 | 640000 | 606976 |
| UNITEDHEALTH GROUP INC | 4.8% 15 Jan 2030 | 1350000 | 1342616 |
| UNITEDHEALTH GROUP INC | 5.15% 15 Jul 2034 | 120000 | 118334 |
| UNIV OF CALIFORNIA CA REVENUES | 3.349% 01 Jul 2029 | 495000 | 469765 |
| UNIV OF CALIFORNIA CA REVENUES | 1.614% 15 May 2030 | 850000 | 724240 |
| UNIV OF CALIFORNIA REVENUES | 3.063% 01 Jul 2025 | 1720000 | 1708459 |
| UNUM GROUP | 4% 15 Jun 2029 | 855000 | 819885 |
| UPMC | 5.035% 15 May 2033 | 1075000 | 1056639 |
| US BANCORP | 1% 12 Jun 2034 | 190000 | 193610 |
| US DOLLAR | CURRENCY | (11) | (11) |
| US TREASURY N/B | 2.875% 15 May 2028 | 4510000 | 4307402 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| US TREASURY N/B | 0.5% 31 Oct 2027 | 21330000 |  | 19195334 |
| US TREASURY N/B | 0.375% 31 Jan 2026 | 3945000 |  | 3785043 |
| US TREASURY N/B | 1.25% 30 Nov 2026 | 30850000 |  | 29166506 |
| US TREASURY N/B | 1.5% 30 Nov 2028 | 17000000 |  | 15265469 |
| US TREASURY N/B | 2.75% 31 Jul 2027 | 11400000 |  | 10978734 |
| US TREASURY N/B | 2.75% 15 Aug 2032 | 10665000 |  | 9458522 |
| US TREASURY N/B | 3.125% 31 Aug 2029 | 3490000 |  | 3305412 |
| US TREASURY N/B | 4.75% 31 Jul 2025 | 2350000 |  | 2356242 |
| US TREASURY N/B | 3.875% 15 Aug 2033 | 22465000 |  | 21387382 |
| US TREASURY N/B | 4.625% 30 Sep 2030 | 12850000 |  | 12968461 |
| US TREASURY N/B | 4.25% 31 Dec 2025 | 10896000 |  | 10898979 |
| US TREASURY N/B | 4% 15 Jan 2027 | 11660000 |  | 11601700 |
| US TREASURY N/B | 4.25% 28 Feb 2031 | 10820000 |  | 10697430 |
| US TREASURY N/B | 4.375% 15 Jul 2027 | 16155000 |  | 16196650 |
| US TREASURY N/B | 4.25% 15 Nov 2034 | 2356000 |  | 2295259 |
| US TREASURY N/B | 4.125% 15 Nov 2027 | 240000 |  | 238950 |
| US TREASURY N/B | 4.25% 30 Nov 2026 | 644000 |  | 643874 |
| US TREASURY N/B | 4.5% 31 Dec 2031 | 1997900 |  | 1999461 |
| US TREASURY N/B | 4.375% 31 Dec 2029 | 5770000 |  | 5765943 |
| UTAH ACQUISITION SUB | 3.95% 15 Jun 2026 | 317000 |  | 312207 |
| VERIZON COMMUNICATIONS | 2.55% 21 Mar 2031 | 249000 |  | 214469 |
| VICI PROPERTIES LP | 4.75% 15 Feb 2028 | 335000 |  | 332313 |
| VIRGINIA ELEC + POWER CO | 5.05% 15 Aug 2034 | 119000 |  | 116064 |
| WARNERMEDIA HOLDINGS INC | 4.054% 15 Mar 2029 | 500000 |  | 464975 |
| WELLS FARGO + COMPANY | 1% 30 Oct 2030 | 450000 |  | 406067 |
| WELLS FARGO + COMPANY | 1% 11 Feb 2031 | 1360000 |  | 1199506 |
| WELLS FARGO + COMPANY | 1% 02 Mar 2033 | 325000 |  | 284489 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2028 | 565000 |  | 562847 |
| WELLS FARGO + COMPANY | 1% 24 Apr 2034 | 355000 |  | 350392 |
| WELLS FARGO + COMPANY | 1% 22 Apr 2028 | 660000 |  | 670778 |
| WELLS FARGO COMMERCIAL MORTGAG | 2.674% 15 Jul 2048 | 2897620 |  | 2818473 |
| WELLS FARGO COMMERCIAL MORTGAG | 2.194% 15 Jun 2053 | 2500000 |  | 2276323 |
| WELLTOWER OP LLC | 2.7% 15 Feb 2027 | 220000 |  | 211435 |
| WESTERN MIDSTREAM OPERAT | 4.65% 01 Jul 2026 | 255000 |  | 253791 |
| WESTINGHOUSE AIR BRAKE | 3.45% 15 Nov 2026 | 680000 |  | 663014 |
| WESTINGHOUSE AIR BRAKE | 5.611% 11 Mar 2034 | 105000 |  | 106137 |
| WILLIAMS COMPANIES INC | 3.5% 15 Nov 2030 | 380000 |  | 349019 |
| WILLIAMS COMPANIES INC | 2.6% 15 Mar 2031 | 480000 |  | 413395 |
| WILLIAMS COMPANIES INC | 4.8% 15 Nov 2029 | 355000 |  | 350268 |
| WORKDAY INC | 3.7% 01 Apr 2029 | 230000 |  | 218668 |
| XCEL ENERGY INC | 1.75% 15 Mar 2027 | 200000 |  | 187140 |
| XCEL ENERGY INC | 4% 15 Jun 2028 | 875000 |  | 846440 |
| YAMANA GOLD INC | 2.63% 15 Aug 2031 | 375000 |  | 315360 |
|  | **Sub-Total: Fund 5739 6 of 16** |  | **Total** | $**480879609** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/ <br>Par Value** | | |
| \* | PRUDENTIAL INVESTMENT CORP | PRU INVEST CORP | 7361 |  | $295788277 |
|  |  | **Sub-Total: Fund 5740 7 of 16** | **Sub-Total: Fund 5740 7 of 16** | **Total** | $**295788277** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/ <br>Par Value** | | |
|  | A+D MORTGAGE TRUST | 1% 25 Sep 2068 | 1453282 |  | $1477848 |
|  | A+D MORTGAGE TRUST | 5.699% 25 Nov 2069 | 1473933 |  | 1469832 |
|  | A+D MORTGAGE TRUST | 1% 25 Nov 2068 | 1079866 |  | 1093314 |
|  | ABBVIE INC | 3.2% 21 Nov 2029 | 1000000 |  | 928000 |
|  | AERCAP IRELAND CAP/GLOBA | 3% 29 Oct 2028 | 2525000 |  | 2337216 |
|  | AERCAP IRELAND CAP/GLOBA | 4.625% 10 Sep 2029 | 1200000 |  | 1172424 |
|  | ALLY FINANCIAL INC | 1% 13 Jun 2029 | 980000 |  | 1020347 |
|  | AMERICAN EXPRESS CO | 1% 30 Oct 2031 | 925000 |  | 986587 |
|  | AMGEN INC | 5.25% 02 Mar 2030 | 700000 |  | 706272 |
|  | ANTARES HOLDINGS | 3.95% 15 Jul 2026 | 1835000 |  | 1780647 |
|  | ANTARES HOLDINGS | 2.75% 15 Jan 2027 | 500000 |  | 468510 |
|  | ANTARES HOLDINGS | 3.75% 15 Jul 2027 | 675000 |  | 639131 |
|  | ANTARES HOLDINGS | 7.95% 11 Aug 2028 | 1000000 |  | 1047220 |
|  | APPLOVIN CORP | 5.125% 01 Dec 2029 | 1480000 |  | 1474998 |
|  | ARES MANAGEMENT CORP | 6.375% 10 Nov 2028 | 1025000 |  | 1071566 |
|  | AT+T INC | 4.35% 01 Mar 2029 | 1350000 |  | 1319666 |
|  | AVIS BUDGET RENTAL CAR FUNDING | 6.02% 20 Feb 2030 | 1750000 |  | 1814429 |
|  | BANK OF AMERICA CORP | 1% 22 Jul 2027 | 1755000 |  | 1673077 |
|  | BANK OF AMERICA CORP | 1% 14 Jun 2029 | 2500000 |  | 2266625 |
|  | BANK OF NY MELLON CORP | 1% 01 Feb 2029 | 1635000 |  | 1620383 |
|  | BANK OF NY MELLON CORP | 1% 26 Apr 2027 | 1030000 |  | 1033904 |
|  | BANKERS HEALTHCARE GROUP SECUR | 5.81% 17 Apr 2035 | 726204 |  | 735300 |
|  | BARCLAYS PLC | 1% 02 Nov 2028 | 985000 |  | 1043775 |
|  | BARCLAYS PLC | 1% 09 May 2027 | 1790000 |  | 1808920 |
|  | BNP PARIBAS | 1% 19 Nov 2030 | 1310000 |  | 1296284 |
|  | BORGWARNER INC | 4.95% 15 Aug 2029 | 765000 |  | 760196 |
|  | BROADCOM INC | 4.35% 15 Feb 2030 | 1225000 |  | 1190712 |
|  | CARVANA AUTO RECEIVABLES TRUST | 4.61% 10 Nov 2027 | 2042953 |  | 2042799 |
|  | CENT TRUST 2023 CITY | 1% 15 Sep 2038 | 1500000 |  | 1509593 |
|  | CHARLES SCHWAB CORP | 1% 17 Nov 2029 | 1105000 |  | 1150935 |
|  | CHARTER COMM OPT LLC/CAP | 2.8% 01 Apr 2031 | 435000 |  | 367075 |
|  | CHASE MORTGAGE FINANCE CORPORA | 1% 25 Oct 2055 | 1367451 |  | 1344384 |
|  | CIGNA GROUP/THE | 2.375% 15 Mar 2031 | 1010000 |  | 854945 |
|  | CISCO SYSTEMS INC | 4.85% 26 Feb 2029 | 390000 |  | 392473 |
|  | CITIGROUP INC | 1% 29 Sep 2026 | 2000000 |  | 2010320 |
|  | CITIGROUP INC | 1% 19 Nov 2034 | 880000 |  | 873136 |
|  | COLT FUNDING LLC | 1% 25 Oct 2068 | 1177174 |  | 1195336 |
|  | COREBRIDGE GLOB FUNDING | 5.2% 12 Jan 2029 | 1295000 |  | 1300789 |
|  | COREBRIDGE GLOB FUNDING | 5.2% 24 Jun 2029 | 925000 |  | 928682 |
|  | CREDIT SUISSE NEW YORK | 7.95% 09 Jan 2025 | 3580000 |  | 3582112 |
|  | DUKE ENERGY CORP | 2.45% 01 Jun 2030 | 1055000 |  | 923769 |
|  | ELECTRICITE DE FRANCE SA | 5.65% 22 Apr 2029 | 865000 |  | 882395 |

---

500

------

---

| | | | |
|:---|:---|:---|:---|
| ENERGY TRANSFER LP | 5.55% 15 Feb 2028 | 1525000 | 1548150 |
| EQUIFAX INC | 4.8% 15 Sep 2029 | 720000 | 711050 |
| FANNIE MAE | 6% 25 Jun 2054 | 1250000 | 1258863 |
| FED HM LN PC POOL RA8248 | 5% 01 Nov 2052 | 1756747 | 1701557 |
| FED HM LN PC POOL SD1999 | 5% 01 Dec 2052 | 1726984 | 1673728 |
| FED HM LN PC POOL SD4366 | 5.5% 01 Aug 2053 | 1048528 | 1049351 |
| FED HM LN PC POOL SD6336 | 6% 01 Sep 2054 | 1334032 | 1342318 |
| FLORIDA POWER + LIGHT CO | 5.05% 01 Apr 2028 | 1560000 | 1575163 |
| FNMA POOL AE0443 | 1% 01 Oct 2039 | 46249 | 48782 |
| FNMA POOL AE0982 | 1% 01 Mar 2026 | 503 | 501 |
| FNMA POOL AT2717 | 2.5% 01 May 2043 | 3980 | 3402 |
| FNMA POOL BW0037 | 4.5% 01 Jul 2052 | 1245896 | 1180157 |
| FNMA POOL CB5049 | 6% 01 Nov 2052 | 1511107 | 1521712 |
| FNMA POOL CB5108 | 5.5% 01 Nov 2052 | 1713144 | 1704947 |
| FNMA POOL CB7237 | 5.5% 01 Oct 2053 | 2663252 | 2640576 |
| FNMA POOL FS1995 | 1% 01 Feb 2052 | 95335 | 77665 |
| FNMA POOL FS9647 | 1% 01 Jul 2053 | 964522 | 934520 |
| FNMA TBA 30 YR 2.5 | 2.5% 14 Jul 2055 | 1900000 | 1592386 |
| FNMA TBA 30 YR 2.5 | 2.5% 14 Jul 2055 | (1900000) | (1592386) |
| FORD CREDIT AUTO OWNER TRUST/F | 1% 15 Aug 2036 | 2000000 | 2006410 |
| FORD MOTOR CREDIT CO LLC | 5.125% 16 Jun 2025 | 1035000 | 1033893 |
| FORD MOTOR CREDIT CO LLC | 6.8% 12 May 2028 | 955000 | 986095 |
| FORD MOTOR CREDIT CO LLC | 5.8% 08 Mar 2029 | 1450000 | 1449174 |
| FORD MOTOR CREDIT CO LLC | 4.542% 01 Aug 2026 | 1065000 | 1052944 |
| FREDDIE MAC | 6% 25 Jun 2054 | 1750000 | 1751674 |
| GCAT | 1% 25 Aug 2068 | 1140426 | 1154330 |
| GE HEALTHCARE TECH INC | 4.8% 14 Aug 2029 | 400000 | 396040 |
| GENERAL MOTORS FINL CO | 6.05% 10 Oct 2025 | 1705000 | 1719288 |
| GNMA II POOL MA8152 | 5% 20 Jul 2052 | 1022687 | 996631 |
| GNMA POOL 487698 | 4.5% 15 Mar 2039 | 20320 | 19773 |
| GNMA POOL 487825 | 4.5% 15 Apr 2039 | 25222 | 24543 |
| GNMA POOL 615516 | 4.5% 15 Sep 2033 | 3005 | 2975 |
| GNMA POOL 719256 | 4.5% 15 Jul 2040 | 72401 | 70433 |
| GNMA POOL 738538 | 4% 15 Jul 2041 | 164573 | 155952 |
| GNMA POOL 748483 | 4.5% 15 Aug 2040 | 48108 | 46800 |
| GNMA POOL 758027 | 4.5% 15 Feb 2041 | 1696 | 1650 |
| GOLDMAN SACHS GROUP INC | 1% 24 Oct 2029 | 1635000 | 1712646 |
| GOVERNMENT NATIONAL MORTGAGE A | 5.5% 20 Mar 2053 | 1250000 | 1216823 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 5920191 | 5920191 |
| HCA INC | 5.625% 01 Sep 2028 | 935000 | 946772 |
| HOME DEPOT INC | 4.75% 25 Jun 2029 | 1500000 | 1501995 |
| HOST HOTELS + RESORTS LP | 3.5% 15 Sep 2030 | 750000 | 679110 |
| HP ENTERPRISE CO | 4.55% 15 Oct 2029 | 835000 | 813632 |
| HSBC HOLDINGS PLC | 1% 09 Jun 2028 | 401000 | 398073 |
| HSBC HOLDINGS PLC | 1% 03 Nov 2028 | 630000 | 667510 |
| HUNTINGTON AUTO TRUST | 5.23% 16 Jan 2029 | 2000000 | 2021004 |
| HUNTINGTON BANCSHARES | 1% 15 Jan 2031 | 1230000 | 1229139 |

---

501

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Mar 2055 | 986324 | 946676 |
| \* | JPMORGAN CHASE + CO | 1% 13 Mar 2026 | 845000 | 840074 |
| \* | JPMORGAN CHASE + CO | 1% 23 Jan 2030 | 1215000 | 1213238 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2030 | 1385000 | 1410664 |
|  | KEURIG DR PEPPER INC | 5.05% 15 Mar 2029 | 840000 | 842075 |
|  | KEY BANK NA | 4.15% 08 Aug 2025 | 825000 | 820265 |
|  | LEGGETT + PLATT INC | 4.4% 15 Mar 2029 | 1502000 | 1405947 |
|  | LLOYDS BANKING GROUP PLC | 1% 26 Nov 2028 | 900000 | 901080 |
|  | MANUF + TRADERS TRUST CO | 2.9% 06 Feb 2025 | 1235000 | 1231628 |
|  | MITSUBISHI UFJ FIN GRP | 1% 13 Sep 2028 | 1275000 | 1290670 |
|  | MORGAN STANLEY | 1% 17 Jul 2026 | 1205000 | 1203578 |
|  | MORGAN STANLEY | 1% 16 Jan 2030 | 1145000 | 1145378 |
|  | MORGAN STANLEY | 1% 18 Apr 2030 | 175000 | 178225 |
|  | MORGAN STANLEY BANK NA | 4.754% 21 Apr 2026 | 300000 | 300315 |
|  | MORGAN STANLEY BANK NA | 1% 14 Jan 2028 | 1270000 | 1271156 |
|  | NATIONAL RURAL UTIL COOP | 5.05% 15 Sep 2028 | 805000 | 810683 |
|  | NUCOR CORP | 2% 01 Jun 2025 | 12000 | 11851 |
|  | OAK STREET INVESTMENT GRADE NE | 2.38% 20 Nov 2051 | 1848804 | 1731293 |
|  | OAK STREET INVESTMENT GRADE NE | 1.48% 20 Jan 2051 | 1579904 | 1507141 |
|  | ORACLE CORP | 2.95% 01 Apr 2030 | 1880000 | 1696700 |
|  | ORL TRUST | 1% 15 Dec 2039 | 1000000 | 999688 |
|  | PACIFIC GAS + ELECTRIC | 3.45% 01 Jul 2025 | 740000 | 734295 |
|  | PACIFIC GAS + ELECTRIC | 5.45% 15 Jun 2027 | 640000 | 647072 |
|  | PACIFIC GAS + ELECTRIC | 6.1% 15 Jan 2029 | 845000 | 873975 |
|  | PATTERSON UTI ENERGY INC | 5.15% 15 Nov 2029 | 1135000 | 1106182 |
|  | PENSKE TRUCK LEASING/PTL | 5.875% 15 Nov 2027 | 1065000 | 1090145 |
|  | PNC FINANCIAL SERVICES | 1% 26 Jan 2027 | 960000 | 958483 |
|  | PNC FINANCIAL SERVICES | 1% 12 Jun 2026 | 1030000 | 1033955 |
|  | PNC FINANCIAL SERVICES | 1% 20 Oct 2027 | 1300000 | 1338246 |
|  | PRINCIPAL LFE GLB FND II | 4.6% 19 Aug 2027 | 1705000 | 1698930 |
|  | PRKCM TRUST | 1% 25 May 2059 | 1362749 | 1379033 |
|  | ROGERS COMMUNICATIONS IN | 5% 15 Feb 2029 | 1880000 | 1868006 |
|  | SANTANDER UK GROUP HLDGS | 1% 11 Jan 2028 | 1400000 | 1325744 |
|  | SIMON PROPERTY GROUP LP | 1.75% 01 Feb 2028 | 1250000 | 1143388 |
|  | SOUTHERN CAL EDISON | 5.85% 01 Nov 2027 | 1260000 | 1294927 |
|  | SOUTHERN CAL EDISON | 5.3% 01 Mar 2028 | 1400000 | 1416926 |
| \* | STATE STREET CORP | 1% 26 Jan 2026 | 650000 | 649844 |
|  | STORE MASTER FUNDING LLC | 6.19% 20 Jun 2053 | 1785750 | 1818160 |
|  | SVC ABS LLC | 5.15% 20 Feb 2053 | 1638838 | 1601712 |
|  | T MOBILE USA INC | 2.625% 15 Apr 2026 | 2655000 | 2588067 |
|  | T MOBILE USA INC | 2.05% 15 Feb 2028 | 300000 | 275397 |
|  | TRAFIGURA SECURITISATION FINAN | 5.98% 15 Nov 2027 | 2000000 | 2028379 |
|  | TRUIST BANK | 1% 17 Sep 2029 | 580000 | 562409 |
|  | UBS GROUP AG | 1% 22 Dec 2027 | 840000 | 861328 |
|  | UNITED PARCEL SERVICE | 4.45% 01 Apr 2030 | 1030000 | 1017444 |
|  | US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | (5500000) | 67524 |
|  | US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (5300000) | 98125 |

---

502

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 100400000 |  | (126906) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | (66100000) |  | 453695 |
| US BANCORP | 1% 26 Oct 2027 | 920000 |  | 950378 |
| US DOLLAR | CURRENCY | 780107 |  | 780107 |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | (3000000) |  | 82563 |
| US TREASURY N/B | 2.875% 31 May 2025 | 16625000 |  | 16527588 |
| US TREASURY N/B | 2.75% 30 Jun 2025 | 14360000 |  | 14256227 |
| US TREASURY N/B | 4.25% 15 Nov 2034 | 2190000 |  | 2133539 |
| US TREASURY N/B | 4% 15 Dec 2027 | 57000000 |  | 56559141 |
| US TREASURY N/B | 4.5% 31 Dec 2031 | 2100000 |  | 2101641 |
| US TREASURY N/B | 4.25% 31 Dec 2026 | 66325000 |  | 66325000 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | (200000) |  | 8633 |
| WARNERMEDIA HOLDINGS INC | 4.054% 15 Mar 2029 | 1070000 |  | 995047 |
| WELLS FARGO + COMPANY | 1% 23 Jan 2030 | 1835000 |  | 1840872 |
| WORLD OMNI AUTO RECEIVABLES TR | 4.86% 15 Mar 2029 | 2000000 |  | 2009648 |
|  | **Sub-Total: Fund 5743 8 of 16** |  | **Total** | $**318677055** |

---

503

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current <br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/ <br>Par Value** | | |
|  | 3650R COMMERCIAL MORTGAGE TRUS | 2.522% 15 Nov 2054 | 670000 |  | $566054 |
|  | ABN AMRO BANK NV | 1% 18 Sep 2027 | 800000 |  | 817632 |
|  | AIR LEASE CORP | 3.25% 01 Mar 2025 | 725000 |  | 722644 |
|  | ALLY FINANCIAL INC | 8% 01 Nov 2031 | 640000 |  | 707936 |
|  | AMER AIRLINE 16 1 A PTT | 4.1% 15 Jul 2029 | 628630 |  | 598286 |
|  | AMER AIRLN 15 2 A PASS T | 4% 22 Mar 2029 | 525638 |  | 500476 |
|  | AMERICAN HONDA FINANCE | 5.05% 10 Jul 2031 | 1365000 |  | 1348415 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 0.89% 19 Oct 2026 | 322328 |  | 319619 |
|  | ARIZONA PUBLIC SERVICE | 6.35% 15 Dec 2032 | 760000 |  | 803100 |
|  | AVIATION CAPITAL GROUP | 1.95% 30 Jan 2026 | 650000 |  | 629005 |
|  | AVOLON HOLDINGS FNDG LTD | 2.875% 15 Feb 2025 | 1450000 |  | 1445331 |
|  | AVOLON HOLDINGS FNDG LTD | 2.125% 21 Feb 2026 | 380000 |  | 367536 |
|  | AVOLON HOLDINGS FNDG LTD | 5.75% 15 Nov 2029 | 640000 |  | 645722 |
|  | BANK | 2.457% 15 Jun 2064 | 1350000 |  | 1121617 |
|  | BANK | 3.446% 15 Aug 2061 | 565000 |  | 499043 |
|  | BANK OF AMERICA CORP | 1% 13 Feb 2031 | 625000 |  | 548369 |
|  | BANK OF AMERICA CORP | 1% 22 Apr 2032 | 235000 |  | 201839 |
|  | BANK OF AMERICA CORP | 1% 20 Oct 2032 | 635000 |  | 534232 |
|  | BANK OF AMERICA CREDIT CARD TR | 5% 15 Apr 2028 | 580000 |  | 583012 |
|  | BANK OF NY MELLON CORP | 1% 22 Jul 2032 | 670000 |  | 667782 |
|  | BARCLAYS COMMERCIAL MORTGAGE S | 1% 15 Mar 2037 | 1025000 |  | 969208 |
|  | BARCLAYS PLC | 1% 02 Nov 2026 | 1240000 |  | 1262345 |
|  | BARCLAYS PLC | 1% 10 Sep 2030 | 700000 |  | 685503 |
|  | BAT INTL FINANCE PLC | 4.448% 16 Mar 2028 | 935000 |  | 919096 |
|  | BAYER US FINANCE LLC | 6.5% 21 Nov 2033 | 720000 |  | 732010 |
|  | BENCHMARK MORTGAGE TRUST | 3.542% 15 May 2052 | 630000 |  | 583145 |
|  | BENCHMARK MORTGAGE TRUST | 2.701% 15 Aug 2057 | 615000 |  | 553422 |
|  | BENCHMARK MORTGAGE TRUST | 2.858% 15 Aug 2052 | 860000 |  | 782268 |
|  | BENCHMARK MORTGAGE TRUST | 1.691% 15 Sep 2053 | 1110405 |  | 1088515 |
|  | BERRY GLOBAL INC | 1.57% 15 Jan 2026 | 1425000 |  | 1374413 |
|  | BOEING CO/THE | 6.388% 01 May 2031 | 765000 |  | 799371 |
|  | BOF URSA FUNDING | 5.67% 15 Aug 2028 | 530000 |  | 534930 |
|  | BPCE SA | 1% 19 Oct 2029 | 335000 |  | 347934 |
|  | BPCE SA | 1% 19 Oct 2027 | 670000 |  | 633967 |
|  | BRIDGECREST LENDING AUTO SECUR | 5.65% 16 Apr 2029 | 235000 |  | 236975 |
|  | BRIDGECREST LENDING AUTO SECUR | 5.94% 15 Feb 2030 | 595000 |  | 602499 |
|  | BROADRIDGE FINANCIAL SOL | 2.9% 01 Dec 2029 | 1355000 |  | 1224202 |
|  | BROOKLYN UNION GAS CO | 4.866% 05 Aug 2032 | 875000 |  | 830401 |
|  | BX TRUST | 1% 15 Oct 2041 | 1265000 |  | 1272582 |
|  | BXHPP TRUST | 1% 15 Aug 2036 | 760000 |  | 736312 |
|  | CAPITAL ONE FINANCIAL CO | 1% 30 Oct 2031 | 635000 |  | 700469 |
|  | CARMAX AUTO OWNER TRUST | 5.57% 15 Nov 2028 | 740000 |  | 746706 |

---

504

------

---

| | | | |
|:---|:---|:---|:---|
| CARMAX AUTO OWNER TRUST | 1.55% 15 Oct 2027 | 600000 | 590278 |
| CARMAX AUTO OWNER TRUST | 1.7% 16 Aug 2027 | 865000 | 837428 |
| CARMAX AUTO OWNER TRUST | 3.97% 15 Apr 2027 | 426584 | 425238 |
| CARMAX AUTO OWNER TRUST | 5.47% 15 Aug 2029 | 525000 | 529237 |
| CF HIPPOLYTA ISSUER LLC | 1.69% 15 Jul 2060 | 616125 | 601993 |
| CF HIPPOLYTA ISSUER LLC | 1.99% 15 Jul 2060 | 975491 | 875861 |
| CHASE AUTO OWNER TRUST | 4.33% 25 Apr 2030 | 595000 | 578949 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.717% 15 Sep 2048 | 975000 | 967808 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.616% 10 Feb 2049 | 1090000 | 1066888 |
| CITIGROUP INC | 1% 03 Nov 2032 | 675000 | 561850 |
| CITIZENS FINANCIAL GROUP | 3.25% 30 Apr 2030 | 755000 | 682414 |
| COMISION FEDERAL DE ELEC | 3.348% 09 Feb 2031 | 1225000 | 1014839 |
| COMM MORTGAGE TRUST | 3.497% 10 May 2048 | 615000 | 612687 |
| COMM MORTGAGE TRUST | 3.708% 10 Jul 2048 | 240000 | 238732 |
| CONTINENTAL RESOURCES | 2.268% 15 Nov 2026 | 1600000 | 1515936 |
| COTERRA ENERGY INC | 4.375% 15 Mar 2029 | 550000 | 532246 |
| CROWN CASTLE INC | 4.9% 01 Sep 2029 | 625000 | 618081 |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.718% 15 Aug 2048 | 1425000 | 1413861 |
| DAIMLER TRUCKS RETAIL TRUST | 5.9% 15 Mar 2027 | 670000 | 676702 |
| DAIMLER TRUCKS RETAIL TRUST | 5.23% 17 Feb 2026 | 295212 | 295629 |
| DELL INT LLC / EMC CORP | 6.2% 15 Jul 2030 | 855000 | 895920 |
| DELTA AIR LINES/SKYMILES | 4.5% 20 Oct 2025 | 670000 | 667031 |
| DEUTSCHE BANK NY | 1% 08 Feb 2028 | 715000 | 722586 |
| DEUTSCHE BANK NY | 5.414% 10 May 2029 | 660000 | 669821 |
| DRIVE AUTO RECEIVABLES TRUST | 4.67% 17 May 2032 | 465000 | 456870 |
| DRIVE AUTO RECEIVABLES TRUST | 1.45% 16 Jan 2029 | 430040 | 425422 |
| DROP MORTGAGE TRUST 2021 FILE | 1% 15 Oct 2043 | 1040000 | 987421 |
| DTE ENERGY CO | 4.95% 01 Jul 2027 | 400000 | 401500 |
| EVERGY METRO | 2.25% 01 Jun 2030 | 1650000 | 1429115 |
| EVERGY MISSOURI WEST INC | 5.65% 01 Jun 2034 | 335000 | 337777 |
| EVERSOURCE ENERGY | 5.45% 01 Mar 2028 | 725000 | 734121 |
| EVERSOURCE ENERGY | 5.85% 15 Apr 2031 | 700000 | 717990 |
| EXETER AUTOMOBILE RECEIVABLES | 1.4% 15 Apr 2027 | 1033698 | 1008224 |
| FANNIE MAE | 1% 25 Oct 2050 | 1147488 | 802771 |
| FANNIE MAE | 3.5% 25 Jul 2050 | 788267 | 692948 |
| FANNIE MAE | 5.5% 25 Oct 2035 | 1292647 | 1298867 |
| FANNIE MAE CAS | 1% 25 Jan 2031 | 387763 | 394845 |
| FED HM LN PC POOL G61680 | 3% 01 Apr 2047 | 445500 | 387831 |
| FED HM LN PC POOL G61720 | 3.5% 01 Jan 2044 | 298644 | 272963 |
| FED HM LN PC POOL G61726 | 3.5% 01 Nov 2045 | 283516 | 258727 |
| FED HM LN PC POOL G61763 | 4% 01 Jul 2044 | 182667 | 172432 |
| FED HM LN PC POOL G61764 | 4% 01 Dec 2046 | 624065 | 583313 |
| FED HM LN PC POOL G61766 | 4% 01 Oct 2048 | 236101 | 217979 |
| FED HM LN PC POOL RA6622 | 2.5% 01 Jan 2052 | 9176987 | 7554560 |
| FED HM LN PC POOL RA7122 | 3.5% 01 Apr 2052 | 825807 | 735213 |
| FED HM LN PC POOL RA8647 | 4.5% 01 May 2053 | 1306769 | 1232761 |
| FED HM LN PC POOL SD0809 | 3% 01 Jan 2052 | 356170 | 305589 |

---

505

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL SD3094 | 2.5% 01 May 2052 | 1087213 | 890383 |
| FED HM LN PC POOL SD3960 | 6% 01 Oct 2053 | 1248660 | 1265605 |
| FED HM LN PC POOL SD4026 | 6% 01 Oct 2053 | 1261945 | 1277016 |
| FED HM LN PC POOL SD4268 | 6% 01 Nov 2053 | 899438 | 912744 |
| FED HM LN PC POOL SD5040 | 5.5% 01 Mar 2054 | 997988 | 991316 |
| FED HM LN PC POOL SD6766 | 5.5% 01 Nov 2054 | 4848549 | 4789393 |
| FED HM LN PC POOL SD6871 | 5.5% 01 Nov 2054 | 1313410 | 1298995 |
| FED HM LN PC POOL SD8146 | 2% 01 May 2051 | 4159477 | 3254282 |
| FED HM LN PC POOL SD8266 | 4.5% 01 Nov 2052 | 1209331 | 1139103 |
| FED HM LN PC POOL SD8363 | 6% 01 Sep 2053 | 1564127 | 1572811 |
| FED HM LN PC POOL SD8407 | 5% 01 Mar 2054 | 377678 | 364505 |
| FEDERAL HOME LOAN BANK | 1.35% 08 Jul 2030 | 2425000 | 2018425 |
| FIFTH THIRD BANCORP | 1% 06 Sep 2030 | 620000 | 611587 |
| FIRST HORIZON BANK | 5.75% 01 May 2030 | 1060000 | 1053375 |
| FIRST HORIZON CORP | 4% 26 May 2025 | 1020000 | 1013972 |
| FIRSTKEY HOMES TRUST | 4.25% 17 Jul 2038 | 413014 | 408371 |
| FLAGSHIP CREDIT AUTO TRUST | 5.79% 15 Feb 2030 | 685000 | 692899 |
| FLAGSHIP CREDIT AUTO TRUST | 1.28% 16 Feb 2027 | 16313 | 16291 |
| FNMA POOL AK0765 | 4% 01 Mar 2042 | 122683 | 115459 |
| FNMA POOL BK4772 | 4% 01 Aug 2048 | 344281 | 319292 |
| FNMA POOL BM4482 | 1% 01 Jan 2043 | 266867 | 251154 |
| FNMA POOL BM4699 | 1% 01 Jan 2046 | 138822 | 130869 |
| FNMA POOL BM4803 | 1% 01 Jan 2045 | 478292 | 423580 |
| FNMA POOL BM4806 | 1% 01 Dec 2047 | 270415 | 235087 |
| FNMA POOL BM4819 | 1% 01 Dec 2044 | 240385 | 219125 |
| FNMA POOL BN5890 | 4% 01 Feb 2049 | 123115 | 114179 |
| FNMA POOL CA9301 | 3% 01 Feb 2051 | 879 | 757 |
| FNMA POOL CB3155 | 2% 01 Mar 2052 | 1013581 | 789315 |
| FNMA POOL FM5299 | 1% 01 Nov 2050 | 169629 | 150643 |
| FNMA POOL FM7685 | 1% 01 Jun 2051 | 477322 | 408807 |
| FNMA POOL FS0674 | 1% 01 Feb 2052 | 449282 | 381607 |
| FNMA POOL FS0931 | 1% 01 Mar 2052 | 688373 | 585564 |
| FNMA POOL FS4723 | 1% 01 Nov 2051 | 477144 | 392429 |
| FNMA POOL FS5641 | 1% 01 Aug 2053 | 1343750 | 1359181 |
| FNMA POOL FS5758 | 1% 01 Sep 2053 | 1846488 | 1868541 |
| FNMA POOL FS6211 | 1% 01 Nov 2053 | 845436 | 856909 |
| FNMA POOL FS7587 | 1% 01 Apr 2054 | 1005638 | 996516 |
| FNMA POOL FS8139 | 1% 01 Apr 2047 | 884929 | 691800 |
| FNMA POOL FS8275 | 1% 01 Jun 2054 | 1632462 | 1612070 |
| FNMA POOL FS8310 | 1% 01 Oct 2052 | 512868 | 418494 |
| FNMA POOL FS9453 | 1% 01 Aug 2053 | 1484557 | 1399375 |
| FNMA POOL MA4562 | 2% 01 Mar 2052 | 2323321 | 1811432 |
| FNMA POOL MA4626 | 4% 01 Jun 2052 | 2803797 | 2567125 |
| FNMA POOL MA4806 | 5% 01 Nov 2052 | 1708493 | 1654889 |
| FNMA POOL MA4919 | 5.5% 01 Feb 2053 | 1003465 | 991874 |
| FNMA POOL MA4940 | 5% 01 Mar 2053 | 1779303 | 1717348 |
| FNMA POOL MA5108 | 6% 01 Aug 2053 | 1582838 | 1591626 |

---

506

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL MA5139 | 6% 01 Sep 2053 | 2058265 | 2069693 |
| FNMA POOL MA5353 | 5.5% 01 May 2054 | 892134 | 880990 |
| FORD CREDIT FLOORPLAN MASTER O | 1.06% 15 Sep 2027 | 795000 | 775887 |
| FORD MOTOR CREDI | 3.625% 17 Jun 2031 | 910000 | 786404 |
| FREDDIE MAC | 1.25% 25 Mar 2049 | 1387041 | 1098155 |
| FREDDIE MAC | 1% 25 Aug 2050 | 673512 | 485061 |
| FREDDIE MAC | 3.5% 15 Aug 2047 | 891571 | 796350 |
| FREDDIE MAC | 3.5% 15 Nov 2047 | 1592937 | 1423321 |
| FREDDIE MAC | 1% 15 Jan 2041 | 621147 | 519141 |
| FREDDIE MAC | 0.25% 25 Sep 2050 | 1205692 | 805984 |
| GENERAL MOTORS FINL CO | 2.35% 08 Jan 2031 | 1996000 | 1672069 |
| GLP CAPITAL LP / FIN II | 4% 15 Jan 2030 | 645000 | 599450 |
| GLS AUTO RECEIVABLES TRUST | 1.94% 15 Oct 2027 | 391001 | 389173 |
| GLS AUTO RECEIVABLES TRUST | 3.19% 16 Feb 2027 | 522307 | 520559 |
| GOLDMAN SACHS GROUP INC | 1% 09 Mar 2027 | 700000 | 671741 |
| GOLDMAN SACHS GROUP INC | 1% 21 Oct 2027 | 760000 | 721050 |
| GOVERNMENT NATIONAL MORTGAGE A | 1.5% 16 Jul 2062 | 801995 | 597437 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.2% 16 Aug 2062 | 759493 | 694454 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Aug 2064 | 1030000 | 788784 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jul 2049 | 387836 | 349013 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Aug 2049 | 1098128 | 1000241 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Oct 2049 | 409554 | 364616 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Oct 2049 | 416889 | 386239 |
| GOVERNMENT NATIONAL MORTGAGE A | 2.5% 20 Sep 2049 | 932481 | 783455 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jan 2050 | 1034456 | 925165 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Aug 2050 | 1376610 | 1140739 |
| GOVERNMENT NATIONAL MORTGAGE A | 1.65% 20 Mar 2051 | 1823859 | 1392613 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jun 2051 | 593207 | 536609 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jun 2051 | 1864324 | 1596017 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Apr 2052 | 366190 | 350980 |
| GOVERNMENT NATIONAL MORTGAGE A | 3.5% 20 Jan 2052 | 729879 | 649785 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Dec 2051 | 2015948 | 2085308 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Nov 2051 | 674378 | 753162 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jul 2051 | 736844 | 808116 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Sep 2051 | 1088142 | 1152176 |
| GOVERNMENT NATIONAL MORTGAGE A | 3.5% 20 May 2050 | 729578 | 652748 |
| GOVERNMENT NATIONAL MORTGAGE A | 5% 20 Jun 2052 | 421600 | 412611 |
| GOVERNMENT NATIONAL MORTGAGE A | 6% 20 Aug 2034 | 823783 | 839413 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 733859 | 733859 |
| GS MORTGAGE SECURITIES TRUST | 2.85% 10 Oct 2049 | 1322000 | 1274715 |
| GS MORTGAGE SECURITIES TRUST | 3.862% 10 Jun 2047 | 889931 | 853760 |
| HOME PARTNERS OF AMERICA TRUST | 2.2% 17 Jan 2041 | 414159 | 374271 |
| HOME PARTNERS OF AMERICA TRUST | 1.901% 17 Dec 2026 | 401065 | 380021 |
| HONDA AUTO RECEIVABLES OWNER T | 4.57% 21 Mar 2029 | 565000 | 565276 |
| HONEYWELL INTERNATIONAL | 4.7% 01 Feb 2030 | 725000 | 720962 |
| HOST HOTELS + RESORTS LP | 3.375% 15 Dec 2029 | 475000 | 434354 |
| HOST HOTELS + RESORTS LP | 3.5% 15 Sep 2030 | 375000 | 339555 |

---

507

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | HUDSON YARDS | 3.228% 10 Jul 2039 | 280000 | 254560 |
| | HUNTINGTON BANCSHARES | 1% 04 Aug 2028 | 480000 | 474677 |
| | HUNTINGTON BANCSHARES | 1% 15 Jan 2031 | 695000 | 694514 |
| | HUNTSMAN INTERNATIONAL L | 4.5% 01 May 2029 | 758000 | 722791 |
| | HYUNDAI AUTO RECEIVABLES TRUST | 4.86% 17 Feb 2032 | 665000 | 657107 |
| | HYUNDAI CAPITAL AMERICA | 4.75% 26 Sep 2031 | 670000 | 642791 |
| | INTL FLAVOR + FRAGRANCES | 1.832% 15 Oct 2027 | 1260000 | 1156781 |
| | INVITATION HOMES OP | 2.3% 15 Nov 2028 | 1210000 | 1091698 |
| | JACKSON NATL LIFE GLOBAL | 1.75% 12 Jan 2025 | 1280000 | 1278899 |
| | JBS USA HOLD/FOOD/LUX CO | 6.75% 15 Mar 2034 | 520000 | 550789 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1.973% 05 Jan 2040 | 1510000 | 1318848 |
|  | KEY BANK NA | 4.15% 08 Aug 2025 | 685000 | 681068 |
|  | KINDER MORGAN INC | 2% 15 Feb 2031 | 880000 | 736234 |
|  | LABORATORY CORP OF AMER | 4.55% 01 Apr 2032 | 660000 | 631198 |
|  | LAD AUTO RECEIVABLES TRUST | 5.46% 16 Jul 2029 | 350000 | 354847 |
|  | LIFE FINANCIAL SERVICES TRUST | 1% 15 Mar 2038 | 578988 | 571858 |
|  | LLOYDS BANKING GROUP PLC | 1% 06 Mar 2029 | 390000 | 397250 |
|  | LLOYDS BANKING GROUP PLC | 1% 18 Mar 2026 | 425000 | 423411 |
|  | LLOYDS BANKING GROUP PLC | 1% 11 Aug 2026 | 945000 | 943091 |
|  | LLOYDS BANKING GROUP PLC | 1% 26 Nov 2028 | 520000 | 520624 |
|  | MACQUARIE GROUP LTD | 1% 12 Jan 2027 | 1380000 | 1329644 |
|  | MANHATTAN WEST | 2.13% 10 Sep 2039 | 720000 | 661656 |
|  | MILEAGE PLUS HLDINGS LLC | 6.5% 20 Jun 2027 | 517500 | 520890 |
|  | MITSUBISHI UFJ FIN GRP | 1% 20 Jul 2027 | 1750000 | 1664110 |
|  | MIZUHO FINANCIAL GROUP | 1% 26 May 2030 | 600000 | 605688 |
|  | MORGAN STANLEY | 1% 20 Oct 2032 | 450000 | 376569 |
|  | MORGAN STANLEY BAML TRUST | 3.544% 15 Jan 2049 | 1315000 | 1292000 |
|  | MORGAN STANLEY CAPITAL I TRUST | 3.809% 15 Dec 2048 | 1010000 | 998586 |
|  | MORGAN STANLEY CAPITAL I TRUST | 1% 12 Oct 2050 | 376937 | 361696 |
|  | MORGAN STANLEY CAPITAL I TRUST | 1% 15 Apr 2055 | 620000 | 546576 |
|  | MORGAN STANLEY CAPITAL I TRUST | 7.291% 05 May 2029 | 815585 | 842685 |
|  | MPLX LP | 4.25% 01 Dec 2027 | 390000 | 383971 |
|  | MPLX LP | 1.75% 01 Mar 2026 | 1240000 | 1197580 |
|  | MSWF COMMERCIAL MORTGAGE TRUST | 1% 15 Dec 2056 | 500000 | 526746 |
|  | NATWEST GROUP PLC | 1% 01 Mar 2035 | 375000 | 377108 |
|  | NATWEST GROUP PLC | 1% 22 May 2028 | 1210000 | 1156857 |
|  | NAVIENT STUDENT LOAN TRUST | 1.69% 15 May 2069 | 321077 | 295538 |
|  | NAVIENT STUDENT LOAN TRUST | 0.84% 15 May 2069 | 182546 | 163432 |
|  | NEW ECONOMY ASSETS PHASE 1 ISS | 1.91% 20 Oct 2061 | 1140000 | 1051107 |
|  | NIAGARA MOHAWK POWER | 5.29% 17 Jan 2034 | 795000 | 775419 |
|  | NISSAN MOTOR ACCEPTANCE | 7.05% 15 Sep 2028 | 1295000 | 1341167 |
|  | ONE BRYANT PARK TRUST | 2.516% 15 Sep 2054 | 820000 | 720276 |
|  | ONE MARKET PLAZA TRUST | 3.613% 10 Feb 2032 | 934973 | 876121 |
|  | PHILIP MORRIS INTL INC | 4.75% 01 Nov 2031 | 610000 | 596415 |
|  | PNC FINANCIAL SERVICES | 1% 21 Oct 2032 | 715000 | 694258 |
|  | PUBLIC SERVICE OKLAHOMA | 2.2% 15 Aug 2031 | 985000 | 814900 |
|  | PUGET SOUND ENERGY INC | 5.33% 15 Jun 2034 | 635000 | 630695 |

---

508

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | QUEST DIAGNOSTICS INC | 4.625% 15 Dec 2029 | 670000 | | 658188 |
| | ROCC TRUST | 5.388% 13 Nov 2041 | 1190000 | | 1187184 |
| | RYDER SYSTEM INC | 5.5% 01 Jun 2029 | 565000 | | 574368 |
| | SANTANDER DRIVE AUTO RECEIVABL | 3.76% 16 Jul 2029 | 1025000 | | 1013386 |
| | SANTANDER DRIVE AUTO RECEIVABL | 4.43% 15 Mar 2027 | 241332 | | 241251 |
| | SANTANDER DRIVE AUTO RECEIVABL | 5.24% 15 May 2028 | 570000 | | 572051 |
| | SANTANDER HOLDINGS USA | 1% 31 May 2027 | 715000 | | 725396 |
| | SANTANDER UK GROUP HLDGS | 1% 11 Jan 2028 | 1195000 | | 1131617 |
| | SILGAN HOLDINGS INC | 1.4% 01 Apr 2026 | 1280000 | | 1220506 |
| | SMITHFIELD FOODS INC | 5.2% 01 Apr 2029 | 830000 | | 811699 |
| | SOCIETE GENERALE | 1% 21 Jan 2033 | 845000 | | 714101 |
| \* | STATE STREET CORP | 1% 20 Feb 2029 | 690000 |  | 682148 |
|  | SYNCHRONY CARD ISSUANCE TRUST | 3.37% 15 Apr 2028 | 700000 |  | 697612 |
|  | TARGA RESOURCES CORP | 4.2% 01 Feb 2033 | 733000 |  | 665872 |
|  | TORONTO DOMINION BANK | 1% 10 Sep 2034 | 165000 |  | 161568 |
|  | TOYOTA MOTOR CREDIT CORP | 4.55% 09 Aug 2029 | 750000 |  | 739995 |
|  | TREASURY BILL | 0.01% 20 Mar 2025 | 2330000 |  | 2306013 |
|  | TRUIST FINANCIAL CORP | 1% 05 Aug 2032 | 540000 |  | 532845 |
|  | UBS AG STAMFORD CT | 3.7% 21 Feb 2025 | 1280000 |  | 1277338 |
|  | UBS GROUP AG | 1% 11 Aug 2028 | 470000 |  | 485646 |
|  | UNITED AIR 2020 1 A PTT | 5.875% 15 Apr 2029 | 493603 |  | 501885 |
|  | US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | 300000 |  | (7359) |
|  | US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | (4100000) |  | 10891 |
|  | US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (3600000) |  | 115313 |
|  | US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 2400000 |  | (1219) |
|  | US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 14500000 |  | (141875) |
|  | US BANCORP | 1% 23 Jul 2030 | 625000 |  | 623556 |
|  | US DOLLAR | CURRENCY | 206806 |  | 206806 |
|  | US TREASURY N/B | 3.875% 15 Oct 2027 | 18985000 |  | 18786251 |
|  | US TREASURY N/B | 4.125% 31 Oct 2029 | 31620000 |  | 31256864 |
|  | US TREASURY N/B | 4.125% 31 Oct 2026 | 4570000 |  | 4559646 |
|  | US TREASURY N/B | 4.125% 31 Oct 2031 | 38270000 |  | 37462742 |
|  | US TREASURY N/B | 4.25% 15 Nov 2034 | 12645000 |  | 12318996 |
|  | VERDANT RECEIVABLES LLC | 6.24% 13 Jan 2031 | 1029676 |  | 1044531 |
|  | VERIZON COMMUNICATIONS | 2.55% 21 Mar 2031 | 1551000 |  | 1335907 |
|  | WB COMMERCIAL MORTGAGE TRUST | 1% 15 Mar 2040 | 795000 |  | 799850 |
|  | WEC ENERGY GROUP INC | 2.2% 15 Dec 2028 | 1130000 |  | 1018254 |
|  | WELLS FARGO + COMPANY | 1% 24 Mar 2028 | 1070000 |  | 1038125 |
|  | WELLS FARGO + COMPANY | 1% 25 Jul 2028 | 1130000 |  | 1125695 |
|  | WESTERN MIDSTREAM OPERAT | 4.5% 01 Mar 2028 | 610000 |  | 597086 |
|  | WF RBS COMMERCIAL MORTGAGE TRU | 3.891% 15 Aug 2047 | 348485 |  | 341775 |
|  |  | **Sub-Total: Fund 5744 9 of 16** |  | **Total** | $**320320004** |

---

509

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | 522 FUNDING CLO LTD | 1% 23 Oct 2034 | 2000000 |  | $2000330 |
|  | ADVENT HEALTH SYSTEM | 2.952% 01 Mar 2029 | 1100000 |  | 1002254 |
|  | ALLY FINANCIAL INC | 5.8% 01 May 2025 | 1400000 |  | 1401890 |
|  | AMERICAN EXPRESS CO | 2.25% 04 Mar 2025 | 2300000 |  | 2294963 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | 4.95% 15 Oct 2027 | 2400000 |  | 2409387 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | 4.8% 15 May 2030 | 3200000 |  | 3220839 |
|  | AMERICAN MONEY MANAGEMENT CORP | 1% 10 Nov 2030 | 91130 |  | 91103 |
|  | AMERICAN TOWER CORP | 5.8% 15 Nov 2028 | 1100000 |  | 1127863 |
|  | AMERIPRISE FINANCIAL INC | 5.7% 15 Dec 2028 | 1800000 |  | 1852614 |
|  | ARBOR REALTY COLLATERALIZED LO | 1% 15 Nov 2036 | 1203436 |  | 1203464 |
|  | AREIT CRE TRUST | 1% 17 Jun 2039 | 3399866 |  | 3400984 |
|  | AREIT CRE TRUST | 1% 17 Nov 2038 | 388256 |  | 387593 |
|  | AREIT CRE TRUST | 1% 20 Jan 2037 | 623117 |  | 620844 |
|  | ARES CLO LTD | 1% 28 Oct 2034 | 1000000 |  | 1002845 |
|  | ASHFORD HOSPITALITY TRUST | 1% 15 Jun 2035 | 76438 |  | 76354 |
|  | ATHENE GLOBAL FUNDING | 4.86% 27 Aug 2026 | 1000000 |  | 998910 |
|  | BANK | 3.011% 15 Sep 2062 | 5500000 |  | 4903755 |
|  | BANK | 2.808% 17 Oct 2052 | 1996306 |  | 1905284 |
|  | BANK OF AMERICA CORP | 1% 24 Oct 2031 | 7100000 |  | 5923033 |
|  | BANK OF AMERICA CORP | 1% 22 Jul 2027 | 3800000 |  | 3622616 |
|  | BANK OF AMERICA CREDIT CARD TR | 4.79% 15 May 2028 | 3200000 |  | 3215153 |
|  | BARCLAYS PLC | 1% 16 May 2029 | 2100000 |  | 2081520 |
|  | BARCLAYS PLC | 1% 09 May 2027 | 1800000 |  | 1819026 |
|  | BARCLAYS PLC | 1% 12 Mar 2030 | 1300000 |  | 1312649 |
|  | BAYER US FINANCE LLC | 6.125% 21 Nov 2026 | 1000000 |  | 1019130 |
|  | BENCHMARK MORTGAGE TRUST | 3.041% 15 Aug 2052 | 1667423 |  | 1607058 |
|  | BENCHMARK MORTGAGE TRUST | 3.048% 15 Dec 2062 | 2000000 |  | 1807130 |
|  | BENCHMARK MORTGAGE TRUST | 1.977% 17 Dec 2053 | 3100000 |  | 2586231 |
|  | BIG COMMERCIAL MORTGAGE TRUST | 1% 15 Feb 2039 | 912719 |  | 908970 |
|  | BMO MORTGAGE TRUST | 5.462% 15 Feb 2057 | 750000 |  | 757195 |
|  | BMO MORTGAGE TRUST | 5.857% 15 Feb 2057 | 750000 |  | 769484 |
|  | BMO MORTGAGE TRUST | 1% 15 Nov 2057 | 1500000 |  | 1522225 |
|  | BNP PARIBAS | 1% 30 Sep 2028 | 2500000 |  | 2291300 |
|  | BPCRE HOLDER LLC | 1% 16 Jan 2037 | 104679 |  | 104756 |
|  | BRAZILIAN REAL | FOREIGN CURRENCY | 0 |  | 0 |
|  | BRIGHTHSE FIN GLBL FUND | 5.55% 09 Apr 2027 | 500000 |  | 504070 |
|  | BWU02A052 IRS USD P F 3.32826 | 3.328% 30 Apr 2031 | (600000) |  | (576010) |
|  | BWU02A052 IRS USD R V 12MSOFR | 1% 30 Apr 2031 | 600000 |  | 600000 |
|  | BWU02A0L7 IRS USD P F 3.51042 | 3.51% 30 Nov 2028 | (1300000) |  | (1274683) |
|  | BWU02A0L7 IRS USD R V 12MSOFR | 1% 30 Nov 2028 | 1300000 |  | 1300000 |
|  | BWU02A0M5 IRS USD P F 3.51453 | 3.514% 30 Nov 2028 | (1900000) |  | (1863279) |
|  | BWU02A0M5 IRS USD R V 12MSOFR | 1% 30 Nov 2028 | 1900000 |  | 1900000 |

---

510

------

---

| | | | |
|:---|:---|:---|:---|
| BWU02A2F8 IRS USD P F 3.43091 | 3.43% 30 Apr 2031 | (1000000) | (965715) |
| BWU02A2F8 IRS USD R V 12MSOFR | 1% 30 Apr 2031 | 1000000 | 1000000 |
| BWU02A3T7 IRS USD P F 3.30000 | 3.3% 30 Jun 2031 | (1900000) | (1819338) |
| BWU02A3T7 IRS USD R V 12MSOFR | 1% 30 Jun 2031 | 1900000 | 1900000 |
| BWU02A3U4 IRS USD P F 3.30000 | 3.3% 28 Feb 2029 | (5300000) | (5149496) |
| BWU02A3U4 IRS USD R V 12MSOFR | 1% 28 Feb 2029 | 5300000 | 5300000 |
| BWU02D0F4 IRS USD P F 3.83000 | 3.83% 31 May 2029 | (8400000) | (8336244) |
| BWU02D0F4 IRS USD R V 12MSOFR | 1% 31 May 2029 | 8400000 | 8400000 |
| BWU02D0G2 IRS USD P F 3.79000 | 3.79% 31 Oct 2031 | (11800000) | (11625940) |
| BWU02D0G2 IRS USD R V 12MSOFR | 1% 31 Oct 2031 | 11800000 | 11800000 |
| BWU02D676 IRS USD P F 3.71000 | 3.71% 30 Nov 2031 | (1960000) | (1921505) |
| BWU02D676 IRS USD R V 12MSOFR | 1% 30 Nov 2031 | 1960000 | 1960000 |
| BWU02D684 IRS USD P F 3.74000 | 3.74% 31 May 2029 | (9300000) | (9197701) |
| BWU02D684 IRS USD R V 12MSOFR | 1% 31 May 2029 | 9300000 | 9300000 |
| CALIFORNIA ST UNIV REVENUE | 1.74% 01 Nov 2030 | 1700000 | 1440169 |
| CANTOR COMMERCIAL REAL ESTATE | 2.816% 15 Nov 2052 | 2127444 | 2033069 |
| CAPITAL ONE MULTI ASSET EXECUT | 4.95% 15 Oct 2027 | 2500000 | 2509859 |
| CAPITAL ONE MULTI ASSET EXECUT | 4.42% 15 May 2028 | 2100000 | 2099670 |
| CAPITAL ONE PRIME AUTO RECEIVA | 5.82% 15 Jun 2028 | 1900000 | 1934036 |
| CARMAX AUTO OWNER TRUST | 5.34% 16 Aug 2027 | 1900171 | 1909782 |
| CARVANA AUTO RECEIVABLES TRUST | 5.33% 10 Jul 2029 | 1600000 | 1615959 |
| CATAMARAN CLO LTD | 1% 22 Apr 2030 | 562556 | 562500 |
| CCPC CCWFSZUS2 WELLS FARGO | NON-SECY ASSET-STOCK | 1237000 | 1237000 |
| CCWFSCUS3 WELLS FARGO CCPC COC | CCWFSCUS3 WELLS FARGO CCPC COC | 600000 | 600000 |
| CCWFSHUS2 CCPC WELLS FARGO | NON-SECY ASSET-STOCK | 1022000 | 1022000 |
| CCWFSXUS7 BMO HARRIS MGCC COC | CCWFSXUS7 BMO HARRIS MGCC COC | 1883000 | 1883000 |
| CENTERPOINT ENER HOUSTON | 5.2% 01 Oct 2028 | 1300000 | 1315314 |
| CENTRL TX REGL MOBILITY AUTH R | 1.837% 01 Jan 2027 | 1250000 | 1184824 |
| CHUBB INA HOLDINGS LLC | 4.65% 15 Aug 2029 | 1000000 | 995410 |
| CITIBANK CREDIT CARD ISSUANCE | 5.23% 08 Dec 2027 | 2300000 | 2315857 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.268% 15 Sep 2050 | 1197726 | 1177742 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.962% 10 Mar 2051 | 1155348 | 1141267 |
| CITIGROUP INC | 1% 08 Apr 2026 | 1300000 | 1293539 |
| CITIGROUP INC | 1% 17 Mar 2026 | 4000000 | 3984960 |
| COMCAST CORP | 4.55% 15 Jan 2029 | 2000000 | 1979320 |
| COMCAST CORP | 5.1% 01 Jun 2029 | 800000 | 807184 |
| COMM MORTGAGE TRUST | 3.421% 10 Jul 2048 | 8465 | 8446 |
| COMM MORTGAGE TRUST | 2.873% 15 Aug 2057 | 2160015 | 2052577 |
| CONSTELLATION EN GEN LLC | 5.6% 01 Mar 2028 | 2700000 | 2752488 |
| CONSUMERS 23 SECURE FUND | 5.55% 01 Mar 2028 | 1539231 | 1550314 |
| CONSUMERS ENERGY CO | 4.9% 15 Feb 2029 | 1300000 | 1303393 |
| COOPERAT RABOBANK UA/NY | 4.494% 17 Oct 2029 | 2000000 | 1960620 |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.616% 15 Nov 2048 | 348643 | 346968 |
| DEEPHAVEN RESIDENTIAL MORTGAGE | 1% 25 Mar 2067 | 1044426 | 993425 |
| DENVER CO PUBLIC SCHS COPS | 4.242% 15 Dec 2037 | 1300000 | 1205252 |
| DEUTSCHE BANK NY | 1% 18 Jan 2029 | 1700000 | 1763937 |

---

511

------

---

| | | | |
|:---|:---|:---|:---|
| DISCOVER CARD EXECUTION NOTE T | 4.93% 15 Jun 2028 | 2500000 | 2517213 |
| DLLMT LLC | 5.35% 20 Mar 2031 | 300000 | 303505 |
| ECMC GROUP STUDENT LOAN TRUST | 1% 25 Jul 2069 | 1461329 | 1433412 |
| ELLINGTON FINANCIAL MORTGAGE T | 1% 25 Sep 2067 | 1574723 | 1577293 |
| ENBRIDGE INC | 6% 15 Nov 2028 | 2200000 | 2275790 |
| ENI SPA | 5.5% 15 May 2034 | 1700000 | 1679770 |
| EXTENDED STAY AMERICA TRUST | 1% 15 Jul 2038 | 1497344 | 1498544 |
| FANNIE MAE | 0.75% 25 Nov 2050 | 1123012 | 787779 |
| FANNIE MAE | 1% 25 Jan 2055 | 600000 | 596135 |
| FANNIE MAE | 5.5% 25 Aug 2035 | 295274 | 299977 |
| FANNIEMAE ACES | 2.944% 25 Jul 2039 | 229581 | 204629 |
| FED HM LN PC POOL G01818 | 5% 01 May 2035 | 27105 | 27112 |
| FED HM LN PC POOL G01838 | 5% 01 Jul 2035 | 36808 | 36860 |
| FED HM LN PC POOL G02123 | 5.5% 01 Mar 2036 | 1478 | 1505 |
| FED HM LN PC POOL G02254 | 5.5% 01 Mar 2036 | 947 | 965 |
| FED HM LN PC POOL G04092 | 5.5% 01 Mar 2038 | 2746 | 2801 |
| FED HM LN PC POOL G05267 | 5.5% 01 Dec 2038 | 16782 | 17117 |
| FED HM LN PC POOL G06193 | 5.5% 01 May 2040 | 14605 | 14896 |
| FED HM LN PC POOL G06872 | 5.5% 01 Sep 2039 | 32697 | 33291 |
| FED HM LN PC POOL G07021 | 5% 01 Sep 2039 | 78663 | 78390 |
| FED HM LN PC POOL G08105 | 5.5% 01 Jan 2036 | 471 | 480 |
| FED HM LN PC POOL G08716 | 3.5% 01 Aug 2046 | 325995 | 294124 |
| FED HM LN PC POOL G08841 | 3.5% 01 Oct 2048 | 133239 | 119917 |
| FED HM LN PC POOL G08842 | 4% 01 Oct 2048 | 696839 | 647152 |
| FED HM LN PC POOL Q17641 | 3% 01 Apr 2043 | 208887 | 185227 |
| FED HM LN PC POOL Q20537 | 3% 01 Jul 2043 | 209085 | 185418 |
| FED HM LN PC POOL Q43876 | 3% 01 Oct 2046 | 3187841 | 2775183 |
| FED HM LN PC POOL QE7028 | 4.5% 01 Aug 2052 | 2990004 | 2817591 |
| FED HM LN PC POOL RA7673 | 4.5% 01 Jul 2052 | 2030870 | 1913764 |
| FED HM LN PC POOL SD4115 | 4.5% 01 Oct 2052 | 943087 | 888612 |
| FED HM LN PC POOL SD8275 | 4.5% 01 Dec 2052 | 930604 | 876563 |
| FED HM LN PC POOL SD8323 | 5% 01 May 2053 | 6278731 | 6060105 |
| FED HM LN PC POOL WN2427 | 4.17% 01 Apr 2028 | 2181000 | 2137454 |
| FED HM LN PC POOL WN2428 | 4.84% 01 Apr 2028 | 919000 | 915567 |
| FED HM LN PC POOL ZT1872 | 3.5% 01 Apr 2034 | 87466 | 83780 |
| FEDERAL HOME LOAN BANK | 1% 27 Jul 2026 | 3200000 | 3039520 |
| FEDERAL HOME LOAN BANK | 1.05% 13 Aug 2026 | 3000000 | 2840280 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Aug 2028 | 1000000 | 998235 |
| FHLMC MULTIFAMILY STRUCTURED P | 4.85% 25 Sep 2028 | 1500000 | 1506601 |
| FISERV INC | 4.75% 15 Mar 2030 | 1800000 | 1777446 |
| FLORIDA POWER + LIGHT CO | 2.45% 03 Feb 2032 | 1200000 | 1012440 |
| FLORIDA POWER + LIGHT CO | 5.15% 15 Jun 2029 | 700000 | 708848 |
| FLORIDA ST BRD OF ADMIN FIN CO | 5.526% 01 Jul 2034 | 1100000 | 1110394 |
| FNMA POOL 256101 | 5.5% 01 Feb 2036 | 7528 | 7659 |
| FNMA POOL 257371 | 5% 01 Sep 2028 | 22029 | 22029 |
| FNMA POOL 691210 | 6% 01 Jan 2037 | 2488 | 2587 |

---

512

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL 735734 | 1% 01 Jul 2025 | 151 | 151 |
| FNMA POOL 793029 | 1% 01 Jul 2034 | 108250 | 109281 |
| FNMA POOL 804558 | 5.5% 01 Dec 2034 | 79622 | 81003 |
| FNMA POOL 829329 | 5.5% 01 Sep 2035 | 746 | 759 |
| FNMA POOL 831368 | 6% 01 Apr 2036 | 8181 | 8508 |
| FNMA POOL 850752 | 5.5% 01 Dec 2035 | 60469 | 61520 |
| FNMA POOL 852336 | 5.5% 01 Feb 2036 | 1118 | 1136 |
| FNMA POOL 869944 | 5.5% 01 Apr 2036 | 443 | 450 |
| FNMA POOL 878104 | 5.5% 01 Apr 2036 | 369 | 376 |
| FNMA POOL 878528 | 5.5% 01 Feb 2036 | 7984 | 8117 |
| FNMA POOL 881398 | 5.5% 01 May 2036 | 7554 | 7680 |
| FNMA POOL 888637 | 1% 01 Sep 2037 | 195404 | 203173 |
| FNMA POOL 889334 | 1% 01 Feb 2038 | 17912 | 18625 |
| FNMA POOL 890365 | 1% 01 Jul 2041 | 127129 | 129276 |
| FNMA POOL 891386 | 5.5% 01 Oct 2035 | 54049 | 54989 |
| FNMA POOL 891580 | 6% 01 Jul 2036 | 151 | 157 |
| FNMA POOL 928031 | 6% 01 Jan 2037 | 10397 | 10811 |
| FNMA POOL 938016 | 5.5% 01 Jul 2037 | 73867 | 75115 |
| FNMA POOL 938224 | 6% 01 Jul 2037 | 1970 | 2049 |
| FNMA POOL 940765 | 5.5% 01 Jun 2037 | 172063 | 174969 |
| FNMA POOL 961440 | 5.5% 01 Feb 2038 | 6971 | 7088 |
| FNMA POOL 961655 | 5% 01 Feb 2038 | 1941 | 1932 |
| FNMA POOL 962958 | 5.5% 01 May 2038 | 6874 | 7002 |
| FNMA POOL 995018 | 1% 01 Jun 2038 | 132998 | 135244 |
| FNMA POOL 995738 | 1% 01 Dec 2038 | 46108 | 46886 |
| FNMA POOL 995759 | 1% 01 Nov 2038 | 27762 | 28280 |
| FNMA POOL 995838 | 1% 01 May 2039 | 10520 | 10697 |
| FNMA POOL AB0534 | 5.5% 01 Nov 2038 | 218953 | 222760 |
| FNMA POOL AB8613 | 3% 01 Mar 2043 | 79823 | 70694 |
| FNMA POOL AB9187 | 3% 01 Apr 2043 | 112345 | 99494 |
| FNMA POOL AD7406 | 5% 01 Jul 2040 | 289 | 287 |
| FNMA POOL AD8950 | 5% 01 Jul 2040 | 3016 | 2995 |
| FNMA POOL AE8287 | 4% 01 Nov 2040 | 91331 | 86320 |
| FNMA POOL AE8349 | 6% 01 Aug 2037 | 2845 | 2933 |
| FNMA POOL AH1747 | 4% 01 Dec 2040 | 51155 | 48348 |
| FNMA POOL AL1606 | 1% 01 Apr 2042 | 1397 | 1392 |
| FNMA POOL AL3040 | 1% 01 Jan 2043 | 476947 | 448850 |
| FNMA POOL AL3072 | 1% 01 Feb 2043 | 35476 | 31441 |
| FNMA POOL AL3223 | 1% 01 Sep 2041 | 197457 | 201140 |
| FNMA POOL AL5616 | 1% 01 Sep 2041 | 669641 | 680950 |
| FNMA POOL AL7090 | 1% 01 Oct 2037 | 199582 | 204845 |
| FNMA POOL AN5171 | 3.29% 01 Apr 2027 | 2165000 | 2102446 |
| FNMA POOL AN8717 | 3.02% 01 Mar 2028 | 935000 | 890339 |
| FNMA POOL AO4597 | 4% 01 Jun 2042 | 53155 | 50024 |
| FNMA POOL AR7106 | 3% 01 May 2043 | 13370 | 11841 |
| FNMA POOL AR7414 | 3% 01 Jul 2043 | 175322 | 155267 |

---

513

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AS0837 | 5% 01 Oct 2043 | 140220 | 138932 |
| FNMA POOL AT0682 | 3% 01 Apr 2043 | 34667 | 30702 |
| FNMA POOL AT1572 | 3% 01 May 2043 | 147764 | 130861 |
| FNMA POOL AT3526 | 3% 01 May 2043 | 20366 | 18036 |
| FNMA POOL AT4506 | 3% 01 May 2043 | 9984 | 8842 |
| FNMA POOL AT4827 | 3% 01 Jul 2043 | 7681 | 6803 |
| FNMA POOL AT5895 | 3% 01 Jun 2043 | 136956 | 121290 |
| FNMA POOL AT5898 | 3% 01 Jun 2043 | 17217 | 15248 |
| FNMA POOL AT8026 | 3% 01 Jul 2043 | 79102 | 70054 |
| FNMA POOL AT8489 | 3% 01 Aug 2043 | 5831 | 5164 |
| FNMA POOL AT8912 | 3% 01 Jul 2043 | 3996 | 3539 |
| FNMA POOL AU5341 | 3% 01 Jun 2043 | 6516 | 5770 |
| FNMA POOL BK4778 | 3.5% 01 Aug 2048 | 24878 | 22359 |
| FNMA POOL BK8819 | 4% 01 Aug 2048 | 449931 | 417273 |
| FNMA POOL BS9302 | 4.9% 01 Aug 2028 | 500000 | 502944 |
| FNMA POOL BS9434 | 4.96% 01 Sep 2028 | 376000 | 379011 |
| FNMA POOL BS9683 | 5.57% 01 Oct 2028 | 2203474 | 2243047 |
| FNMA POOL BS9690 | 4.9% 01 Oct 2028 | 2435000 | 2448812 |
| FNMA POOL BS9722 | 5.72% 01 Feb 2032 | 496570 | 515594 |
| FNMA POOL BS9746 | 5.61% 01 Oct 2028 | 2033000 | 2073033 |
| FNMA POOL BW1373 | 4% 01 Nov 2052 | 8408979 | 7691343 |
| FNMA POOL FM9482 | 1% 01 Nov 2051 | 6672100 | 5667603 |
| FNMA POOL FS3425 | 1% 01 Sep 2052 | 108663 | 102397 |
| FNMA POOL FS4017 | 1% 01 Mar 2052 | 5767527 | 4899215 |
| FNMA POOL MA2705 | 3% 01 Aug 2046 | 536175 | 466129 |
| FNMA POOL MA4783 | 4% 01 Oct 2052 | 6394793 | 5851035 |
| FNMA POOL MA4840 | 4.5% 01 Dec 2052 | 3811898 | 3590535 |
| FNMA TBA 30 YR 4.5 | 4.5% 15 Mar 2055 | 8400000 | 7887140 |
| FORD CREDIT AUTO LEASE TRUST | 5.87% 15 Jan 2027 | 2300000 | 2326078 |
| FORD MOTOR CREDIT CO LLC | 5.8% 08 Mar 2029 | 3000000 | 2998290 |
| FREDDIE MAC | 1% 15 May 2041 | 888463 | 820589 |
| FREDDIE MAC | 1% 15 Aug 2040 | 213667 | 209616 |
| FREDDIE MAC | 1% 15 Oct 2040 | 169047 | 165817 |
| FREDDIE MAC | 1% 15 Aug 2044 | 1213087 | 980969 |
| FREDDIE MAC | 1.25% 15 Dec 2044 | 2112841 | 1707947 |
| FREDDIE MAC | 1% 15 Aug 2044 | 1062503 | 891460 |
| FREDDIE MAC | 1% 25 Feb 2042 | 2380798 | 2069378 |
| FREDDIE MAC | 1% 25 Aug 2054 | 632321 | 630060 |
| FREDDIE MAC | 1% 25 Aug 2054 | 1009294 | 1003804 |
| GCAT | 1% 25 Aug 2066 | 487753 | 433004 |
| GM FINANCIAL AUTOMOBILE LEASIN | 5.38% 20 Nov 2026 | 1600000 | 1608194 |
| GNMA II POOL 004113 | 5% 20 Apr 2038 | 48278 | 48390 |
| GNMA II POOL 004314 | 5% 20 Dec 2038 | 47095 | 47204 |
| GNMA II POOL 005116 | 5% 20 Jul 2041 | 14488 | 14411 |
| GNMA II POOL 080594 | 1% 20 Apr 2032 | 33149 | 33293 |
| GNMA POOL 726316 | 5% 15 Sep 2039 | 297465 | 296014 |
| GNMA POOL 736500 | 5% 15 Apr 2040 | 3272 | 3256 |
| GNMA POOL 737183 | 5% 15 Apr 2040 | 111531 | 110981 |

---

514

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | GNMA POOL 738317 | 5% 15 May 2041 | 1316 | 1310 |
| | GNMA POOL 782386 | 5% 15 Aug 2038 | 93495 | 93945 |
| | GNMA POOL 782428 | 5% 15 Oct 2038 | 356 | 358 |
| | GNMA POOL AC1428 | 2.69% 15 Jun 2033 | 2686166 | 2332401 |
| | GNMA POOL AL5247 | 3.5% 15 Jan 2045 | 38510 | 34901 |
| | GNMA POOL AL5414 | 3.5% 15 Feb 2045 | 46926 | 42456 |
| | GOLDEN ST TOBACCO SECURITIZATI | 1.958% 01 Jun 2025 | 2000000 | 1978886 |
| | GOLDMAN SACHS GROUP INC | 1% 09 Mar 2027 | 5000000 | 4798150 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1.5% 20 Oct 2045 | 940799 | 743193 |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 303179 | 303179 |
| | GPMT LTD. | 1% 15 Dec 2036 | 492859 | 488438 |
| | GREYWOLF CLO LTD | 1% 22 Apr 2033 | 1100000 | 1100141 |
| | GS MORTGAGE SECURITIES TRUST | 3.307% 10 May 2052 | 1453648 | 1338275 |
| | HAWAII HOTEL TRUST 2019 MAUI | 1% 15 May 2038 | 1200000 | 1200175 |
| | HONDA AUTO RECEIVABLES OWNER T | 4.57% 21 Mar 2029 | 1000000 | 1000488 |
| | HSBC HOLDINGS PLC | 1% 04 Jun 2026 | 2600000 | 2568852 |
| | HSBC HOLDINGS PLC | 1% 22 Nov 2032 | 900000 | 759141 |
| | HSBC HOLDINGS PLC | 1% 11 Aug 2028 | 2500000 | 2507700 |
| | HYUNDAI AUTO RECEIVABLES TRUST | 5.55% 17 Dec 2029 | 2500000 | 2556186 |
| | ICG US CLO LTD | 1% 20 Oct 2034 | 900000 | 900156 |
| | ING GROEP NV | 1% 01 Apr 2027 | 2500000 | 2508850 |
| | J P MORGAN TERM REPO | 4.7% 02 Jan 2025 | 400000 | 400000 |
| | J P MORGAN TERM REPO | 4.7% 02 Jan 2025 | 61600000 | 61600000 |
| | J P MORGAN TERM REPO | 4.7% 02 Jan 2025 | 31700000 | 31700000 |
| | JACKSON NATL LIFE GLOBAL | 4.6% 01 Oct 2029 | 600000 | 582966 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 15 Dec 2036 | 1500000 | 1108799 |
| \* | JPMDB COMMERCIAL MORTGAGE SECU | 2.994% 15 Dec 2049 | 896789 | 880197 |
| \* | JPMORGAN CHASE + CO | 1% 04 Feb 2032 | 8300000 | 6886261 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2027 | 1900000 | 1823430 |
| \* | JPMORGAN CHASE + CO | 1% 23 Oct 2029 | 1000000 | 1037360 |
|  | LADDER CAPITAL COMMERCIAL MORT | 1% 13 Dec 2038 | 82039 | 81892 |
|  | LCM LTD PARTNERSHIP | 1% 20 Mar 2030 | 142783 | 142726 |
|  | LLOYDS BANKING GROUP PLC | 1% 07 Nov 2028 | 1800000 | 1727802 |
|  | LLOYDS BANKING GROUP PLC | 4.55% 16 Aug 2028 | 2000000 | 1962120 |
|  | LLOYDS BANKING GROUP PLC | 1% 07 Aug 2027 | 600000 | 608778 |
|  | LOANCORE 2021 CRE5 ISSUER, LTD | 1% 15 Jul 2036 | 604801 | 604274 |
|  | LOANCORE 2021 CRE6 ISSUER, LTD | 1% 15 Nov 2038 | 1059010 | 1056825 |
|  | LOUISIANA ST LOCAL GOVT ENVRNM | 4.145% 01 Feb 2033 | 700000 | 678924 |
|  | META PLATFORMS INC | 4.3% 15 Aug 2029 | 1000000 | 986210 |
|  | MF1 MULTIFAMILY HOUSING MORTGA | 1% 15 Jul 2036 | 422640 | 421324 |
|  | MF1 MULTIFAMILY HOUSING MORTGA | 1% 17 Sep 2037 | 1547059 | 1548994 |
|  | MF1 MULTIFAMILY HOUSING MORTGA | 1% 15 Dec 2035 | 260890 | 260891 |
|  | MFRA TRUST | 1% 26 Jan 2065 | 416984 | 382862 |
|  | MFRA TRUST | 1% 25 Mar 2068 | 1162844 | 1133946 |
|  | MIAMI DADE CNTY FL SPL OBLIG | 1.471% 01 Oct 2026 | 1550000 | 1471254 |
|  | MIZUHO FINANCIAL GROUP | 1% 22 May 2032 | 2600000 | 2154594 |

---

515

------

---

| | | | |
|:---|:---|:---|:---|
| MORGAN STANLEY | 1% 21 Jul 2032 | 4000000 | 3310360 |
| MORGAN STANLEY | 1% 20 Apr 2029 | 1300000 | 1303627 |
| MORGAN STANLEY CAPITAL I TRUST | 3.54% 15 Dec 2048 | 1489164 | 1473657 |
| MORGAN STANLEY CAPITAL I TRUST | 4.12% 15 Jul 2051 | 1363510 | 1346906 |
| NATWEST GROUP PLC | 1% 18 May 2029 | 2000000 | 1977820 |
| NELNET STUDENT LOAN TRUST | 1% 24 Dec 2035 | 561587 | 556931 |
| NEW RESIDENTIAL MORTGAGE LOAN | 1% 25 Nov 2059 | 961918 | 914741 |
| NORTHWOODS CAPITAL LTD | 1% 15 Jun 2031 | 1037824 | 1038343 |
| NSTAR ELECTRIC CO | 5.6% 01 Oct 2028 | 2300000 | 2316376 |
| OCEAN TRAILS CLO | 1% 15 Jul 2034 | 1300000 | 1301950 |
| ONE NEW YORK PLAZA TRUST 2020 | 1% 15 Jan 2036 | 940000 | 898228 |
| ONSLOW BAY FINANCIAL LLC | 1% 25 Feb 2063 | 1460845 | 1466182 |
| OZLM LTD | 1% 20 Jul 2032 | 809008 | 810221 |
| PACIFIC GAS + ELECTRIC | 3.5% 15 Jun 2025 | 400000 | 397252 |
| PACIFIC GAS + ELECTRIC | 3% 15 Jun 2028 | 1000000 | 936820 |
| PACIFIC GAS + ELECTRIC | 6.95% 15 Mar 2034 | 1400000 | 1536178 |
| PARIBAS REPO | 4.58% 02 Jan 2025 | 60000000 | 60000000 |
| PARIBAS REPO | 4.58% 02 Jan 2025 | 62000000 | 62000000 |
| PENNSYLVANIA ST | 1.625% 01 Aug 2028 | 2800000 | 2523455 |
| PNC FINANCIAL SERVICES | 1% 21 Jan 2028 | 1000000 | 1008030 |
| PRKCM TRUST | 1% 25 Nov 2058 | 2624973 | 2663301 |
| PROLOGIS TARGETED US | 5.5% 01 Apr 2034 | 1100000 | 1100484 |
| PROV ST JOSEPH HLTH OBL | 5.403% 01 Oct 2033 | 2600000 | 2597010 |
| READYCAP COMMERCIAL MORTGAGE T | 1% 25 Nov 2036 | 548721 | 547078 |
| READYCAP COMMERCIAL MORTGAGE T | 1% 25 Oct 2039 | 1665387 | 1672672 |
| REPO BANK AMERICA | 4.68% 02 Jan 2025 | 61900000 | 61900000 |
| RESIMAC |  | 204187 | 204096 |
| SAFEHOLD GL HOLDINGS LLC | 6.1% 01 Apr 2034 | 1300000 | 1321931 |
| SANTANDER UK GROUP HLDGS | 1% 21 Aug 2026 | 1600000 | 1563408 |
| SANTANDER UK GROUP HLDGS | 1% 14 Jun 2027 | 1200000 | 1141620 |
| SFO COMMERICAL MORTGAGE TRUST | 1% 15 May 2038 | 1300000 | 1270136 |
| SFS AUTO RECEIVABLES SECURITIZ | 5.47% 20 Dec 2029 | 2400000 | 2438035 |
| SIGECO SECURITIZATION I | 5.026% 15 Nov 2038 | 1842893 | 1812522 |
| SOUTHERN CAL EDISON | 5.3% 01 Mar 2028 | 2300000 | 2327807 |
| SREIT TRUST | 1% 15 Oct 2038 | 1400000 | 1392299 |
| STANDARD CHARTERED PLC | 1% 30 Mar 2026 | 700000 | 697375 |
| STARWOOD COMMERCIAL MORTGAGE T | 1% 18 Apr 2038 | 520004 | 517849 |
| STARWOOD MORTGAGE RESIDENTIAL | 1% 25 Nov 2055 | 343631 | 317903 |
| SUMITOMO MITSUI FINL GRP | 5.464% 13 Jan 2026 | 3000000 | 3021330 |
| SUTTER HEALTH | 5.164% 15 Aug 2033 | 1100000 | 1088351 |
| SWPC0LTK6 CDS USD P V 03MEVENT | 1% 20 Jun 2028 | (700000) | (700000) |
| SWPC0LTK6 CDS USD R F 1.00000 | 1% 20 Jun 2028 | 700000 | 712032 |
| SWPC0M2L1 CDS USD P V 03MEVENT | 1% 20 Dec 2028 | (200000) | (200000) |
| SWPC0M2L1 CDS USD R F 1.00000 | 1% 20 Dec 2028 | 200000 | 203563 |
| SYNCHRONY CARD ISSUANCE TRUST | 5.74% 15 Oct 2029 | 2400000 | 2448346 |
| TCW CLO 2019 1 AMR, LTD. | 1% 16 Aug 2034 | 1300000 | 1302730 |
| TEXAS NATURAL GAS SECURITIZTN | 5.102% 01 Apr 2035 | 1946502 | 1956651 |
| TOBACCO SETTLEMENT FIN AUTH WV | 1.647% 01 Jun 2025 | 1760000 | 1735237 |

---

516

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| TOWD POINT MORTGAGE TRUST | 1% 25 Jun 2057 | 273376 |  | 265377 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Apr 2060 | 271298 |  | 244069 |
| TOWD POINT MORTGAGE TRUST | 1% 25 May 2058 | 569854 |  | 582815 |
| TOWD POINT MORTGAGE TRUST | 1% 25 Jan 2060 | 221658 |  | 210331 |
| TOYOTA LEASE OWNER TRUST | 5.71% 20 Dec 2027 | 1000000 |  | 1014793 |
| TREASURY BILL | 0.01% 09 Jan 2025 | 12935000 |  | 12921993 |
| UBS COMMERCIAL MORTGAGE TRUST | 3.215% 15 Aug 2050 | 1109326 |  | 1087521 |
| UBS COMMERCIAL MORTGAGE TRUST | 3.586% 15 Dec 2050 | 1152472 |  | 1133606 |
| UBS COMMERCIAL MORTGAGE TRUST | 2.865% 15 Oct 2052 | 2059428 |  | 1970320 |
| UBS GROUP AG | 1% 14 May 2032 | 3000000 |  | 2614200 |
| UNIV OF CALIFORNIA CA REVENUES | 1.316% 15 May 2027 | 2300000 |  | 2138009 |
| UPMC | 5.035% 15 May 2033 | 1200000 |  | 1179504 |
| US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | (14200000) |  | 144383 |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (16200000) |  | 354426 |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 333600000 |  | (148113) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | (7600000) |  | 31469 |
| US DOLLAR | CURRENCY | (55080097) |  | (55080097) |
| US TREASURY N/B | 4.125% 15 Aug 2044 | 11100000 |  | 10059375 |
| US TREASURY N/B | 4.5% 31 Mar 2026 | 15300000 |  | 15341836 |
| US TREASURY N/B | 4.875% 31 May 2026 | 66300000 |  | 66851637 |
| US TREASURY N/B | 3.75% 31 Aug 2031 | 2200000 |  | 2107875 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | (14700000) |  | 819309 |
| UTAH ST | 3.539% 01 Jul 2025 | 334588 |  | 333162 |
| VENTURE CDO LTD | 1% 20 Jan 2029 | 179809 |  | 179971 |
| VERUS SECURITIZATION TRUST | 1% 25 Nov 2066 | 314526 |  | 273148 |
| VOLKSWAGEN AUTO LOAN ENHANCED | 5.02% 20 Jun 2028 | 700000 |  | 704504 |
| WELLS FARGO + COMPANY | 1% 04 Apr 2031 | 2400000 |  | 2317344 |
| WELLS FARGO COMMERCIAL MORTGAG | 2.788% 15 Jul 2048 | 355194 |  | 351690 |
| WELLS FARGO COMMERCIAL MORTGAG | 4.212% 15 May 2051 | 900000 |  | 872858 |
| WELLS FARGO COMMERCIAL MORTGAG | 2.964% 15 Oct 2052 | 2310450 |  | 2225031 |
| WELLS FARGO COMMERCIAL MORTGAG | 5.439% 15 Nov 2057 | 1900000 |  | 1910860 |
| WORLD OMNI AUTO RECEIVABLES TR | 5.03% 15 Nov 2029 | 1200000 |  | 1210241 |
|  | **Sub-Total: Fund 5745 10 of 16** |  | **Total** | $**694879754** |

---

517

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | 321 HENDERSON RECEIVABLES LLC | 3.26% 15 Sep 2072 | 287271 |  | $246728 |
|  | 321 HENDERSON RECEIVABLES LLC | 3.87% 15 Mar 2058 | 111758 |  | 100643 |
|  | AASET 2021 2 TRUST | 3.538% 15 Jan 2047 | 303915 |  | 272492 |
|  | ABN AMRO BANK NV | 1% 18 Sep 2027 | 500000 |  | 511020 |
|  | ABN AMRO BANK NV | 1% 03 Dec 2035 | 900000 |  | 879597 |
|  | ACCENTURE CAPITAL INC | 4.25% 04 Oct 2031 | 925000 |  | 888749 |
|  | AERCAP IRELAND CAP/GLOBA | 3% 29 Oct 2028 | 790000 |  | 731248 |
|  | AGL CLO 6 LTD | 1% 20 Jul 2034 | 2000000 |  | 2000000 |
|  | AGREE LP | 5.625% 15 Jun 2034 | 318000 |  | 318900 |
|  | ALLEGION US HOLDING CO | 5.6% 29 May 2034 | 650000 |  | 652958 |
|  | ALLIANT ENERGY FINANCE | 3.6% 01 Mar 2032 | 1265000 |  | 1121739 |
|  | ALLY FINANCIAL INC | 1% 17 Jan 2031 | 506000 |  | 500308 |
|  | AMEREN CORP | 1.75% 15 Mar 2028 | 960000 |  | 868214 |
|  | AMERICAN HOMES 4 RENT | 5.5% 15 Jul 2034 | 895000 |  | 887214 |
|  | AMERICAN HONDA FINAN | 0% 18 Mar 2025 | 4000000 |  | 3961071 |
|  | AMGEN INC | 5.25% 02 Mar 2030 | 940000 |  | 948422 |
|  | ANCHORAGE CAPITAL CLO LTD | 1% 15 Oct 2034 | 2000000 |  | 1999200 |
|  | ANGEL OAK MORTGAGE TRUST | 1% 25 Dec 2066 | 4006750 |  | 3616487 |
|  | ANGEL OAK MORTGAGE TRUST | 1% 25 Jan 2067 | 2356932 |  | 2166130 |
|  | ANGLOGOLD HOLDINGS PLC | 3.375% 01 Nov 2028 | 1040000 |  | 956166 |
|  | ANTARES HOLDINGS | 3.95% 15 Jul 2026 | 950000 |  | 921861 |
|  | ANTARES HOLDINGS | 2.75% 15 Jan 2027 | 1235000 |  | 1157220 |
|  | APIDOS CLO LTD | 1% 15 Jul 2037 | 1000000 |  | 1002891 |
|  | APPLOVIN CORP | 5.375% 01 Dec 2031 | 875000 |  | 875674 |
|  | ARES CAPITAL CORP | 2.15% 15 Jul 2026 | 445000 |  | 425651 |
|  | ARES CAPITAL CORP | 5.95% 15 Jul 2029 | 1405000 |  | 1421368 |
|  | ARES MANAGEMENT CORP | 6.375% 10 Nov 2028 | 532000 |  | 556169 |
|  | ARES STRATEGIC INCOME FU | 6.35% 15 Aug 2029 | 814000 |  | 828164 |
|  | ARROYO MORTGAGE TRUST | 3.625% 25 Dec 2056 | 1800000 |  | 1467337 |
|  | ARTHUR J GALLAGHER + CO | 5.45% 15 Jul 2034 | 465000 |  | 466604 |
|  | ARTHUR J GALLAGHER + CO | 4.85% 15 Dec 2029 | 266000 |  | 265037 |
|  | ASB BANK LIMITED | 1% 17 Jun 2032 | 400000 |  | 397848 |
|  | AT+T INC | 4.3% 15 Feb 2030 | 1025000 |  | 991042 |
|  | ATHENE GLOBAL FUNDING | 1.73% 02 Oct 2026 | 725000 |  | 686662 |
|  | ATHENE GLOBAL FUNDING | 5.526% 11 Jul 2031 | 900000 |  | 900864 |
|  | AVOLON HOLDINGS FNDG LTD | 5.75% 15 Nov 2029 | 930000 |  | 938314 |
|  | AVOLON HOLDINGS FNDG LTD | 4.95% 15 Jan 2028 | 880000 |  | 872722 |
|  | BACARDI LTD / MARTINI BV | 5.4% 15 Jun 2033 | 1015000 |  | 994832 |
|  | BALLYROCK LTD | 1% 20 Jul 2034 | 850000 |  | 850085 |
|  | BANK | 1% 15 Jan 2063 | 1237000 |  | 1041054 |
|  | BANK | 4.267% 15 Feb 2052 | 293750 |  | 279799 |
|  | BANK | 1% 17 Oct 2052 | 475000 |  | 384552 |

---

518

------

---

| | | | |
|:---|:---|:---|:---|
| BANK | 1% 15 Sep 2064 | 1323000 | 1072063 |
| BANK | 1% 15 May 2050 | 1250000 | 1065311 |
| BANK OF AMERICA CORP | 1% 08 Mar 2037 | 890000 | 788140 |
| BANK OF AMERICA CORP | 6.8% 15 Mar 2028 | 800000 | 843216 |
| BANK OF MONTREAL | 1% 10 Jan 2037 | 2170000 | 1808652 |
| BARCLAYS PLC | 5.2% 12 May 2026 | 925000 | 925009 |
| BAYER US FINANCE LLC | 6.5% 21 Nov 2033 | 675000 | 686259 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Feb 2053 | 1199000 | 962772 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Sep 2043 | 2297000 | 1013765 |
| BGC GROUP INC | 6.6% 10 Jun 2029 | 1110000 | 1137139 |
| BLACKSTONE PRIVATE CRE | 2.625% 15 Dec 2026 | 1760000 | 1676382 |
| BLACKSTONE SECURED LEND | 2.75% 16 Sep 2026 | 1050000 | 1007664 |
| BLUE OWL CREDIT INCOME | 4.7% 08 Feb 2027 | 1210000 | 1193229 |
| BLUE OWL FINANCE LLC | 3.125% 10 Jun 2031 | 1220000 | 1068879 |
| BLUE OWL TECHNOLOGY FIN | 6.75% 04 Apr 2029 | 750000 | 754200 |
| BMO MORTGAGE TRUST | 1% 15 Feb 2056 | 700000 | 692561 |
| BNP PARIBAS | 1% 20 May 2030 | 557000 | 557724 |
| BOEING CO | 5.15% 01 May 2030 | 875000 | 862811 |
| BOEING CO/THE | 6.259% 01 May 2027 | 920000 | 941445 |
| BPCE SA | 1% 19 Oct 2032 | 1235000 | 1021493 |
| BRIGHTHSE FIN GLBL FUND | 5.65% 10 Jun 2029 | 875000 | 881466 |
| BRITISH AIR 21 1 A PPT | 2.9% 15 Sep 2036 | 690476 | 607667 |
| BROADSTONE NET LEASE LLC | 2.6% 15 Sep 2031 | 1314000 | 1086560 |
| BX TRUST | 5.883% 15 Feb 2028 | 100000 | 93911 |
| CCO HLDGS LLC/CAP CORP | 5% 01 Feb 2028 | 1000000 | 964030 |
| CD COMMERCIAL MORTGAGE TRUST | 1% 15 Aug 2057 | 1900000 | 1381208 |
| CELANESE US HOLDINGS LLC | 6.6% 15 Nov 2028 | 850000 | 869593 |
| CENTENE CORP | 2.45% 15 Jul 2028 | 1000000 | 901470 |
| CHARLES SCHWAB CORP | 1% 19 May 2029 | 1895000 | 1932294 |
| CHARTER COMM OPT LLC/CAP | 2.3% 01 Feb 2032 | 1250000 | 988863 |
| CHASE EDUCATION LOAN TRUST | 1% 28 Mar 2068 | 680979 | 662490 |
| CHASE EDUCATION LOAN TRUST | 1% 28 Mar 2068 | 1617913 | 1425353 |
| CIT EDUCATION LOAN TRUST | 1% 25 Jun 2042 | 129777 | 112323 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.501% 10 Aug 2056 | 444000 | 364713 |
| CNO FINANCIAL GROUP INC | 6.45% 15 Jun 2034 | 465000 | 479736 |
| CNO GLOBAL FUNDING | 4.875% 10 Dec 2027 | 910000 | 906633 |
| COLUMBIA PIPELINE HOLDCO | 5.097% 01 Oct 2031 | 890000 | 867465 |
| COMM MORTGAGE TRUST | 1% 10 Sep 2047 | 510000 | 493438 |
| COMM MORTGAGE TRUST | 3.465% 15 Aug 2057 | 3167000 | 2773518 |
| COMM MORTGAGE TRUST | 3.527% 10 Feb 2048 | 500000 | 496762 |
| COREBRIDGE FINANCIAL INC | 3.85% 05 Apr 2029 | 975000 | 931164 |
| COREBRIDGE GLOB FUNDING | 4.65% 20 Aug 2027 | 675000 | 671652 |
| CREDIT AGRICOLE SA | 1% 11 Sep 2028 | 406000 | 400775 |
| CRH AMERICA FINANCE IN | 0% 17 Mar 2025 | 6000000 | 5942125 |
| CVS HEALTH CORP | 4.3% 25 Mar 2028 | 694000 | 672542 |
| CVS HEALTH CORP | 5.125% 21 Feb 2030 | 940000 | 920373 |
| DELL INT LLC / EMC CORP | 5.4% 15 Apr 2034 | 930000 | 926587 |
| DELTA AIR LINES/SKYMILES | 4.5% 20 Oct 2025 | 513334 | 511059 |

---

519

------

---

| | | | |
|:---|:---|:---|:---|
| DIGITAL REALTY TRUST LP | 4.45% 15 Jul 2028 | 975000 | 956933 |
| DISCOVER BANK | 1% 09 Aug 2028 | 1573000 | 1597555 |
| DTE CAPITAL CORP | 0% 07 Jan 2025 | 4000000 | 3996900 |
| ECMC GROUP STUDENT LOAN TRUST | 1% 25 Sep 2068 | 464469 | 457603 |
| ECMC GROUP STUDENT LOAN TRUST | 1% 25 Nov 2069 | 420095 | 423703 |
| EDUCATIONAL SERVICES OF AMERIC | 1% 25 Jun 2048 | 300000 | 295801 |
| EDVESTINU PRIVATE EDUCATION LO | 1.8% 25 Nov 2045 | 186284 | 169792 |
| ELMWOOD CLO I LTD. | 1% 20 Apr 2037 | 1000000 | 1006667 |
| EMBRAER NETHERLANDS FINA | 7% 28 Jul 2030 | 900000 | 929763 |
| ENBRIDGE (US) INC | 0% 08 Jan 2025 | 5000000 | 4995450 |
| ENERGY TRANSFER LP | 6.1% 01 Dec 2028 | 1450000 | 1505303 |
| ENSTAR GROUP LTD | 3.1% 01 Sep 2031 | 1450000 | 1240693 |
| EPR PROPERTIES | 4.5% 01 Jun 2027 | 1110000 | 1091141 |
| EPR PROPERTIES | 3.75% 15 Aug 2029 | 400000 | 370312 |
| EPR PROPERTIES | 3.6% 15 Nov 2031 | 504000 | 440582 |
| EQT CORP | 7% 01 Feb 2030 | 527000 | 560412 |
| EQUITABLE FINANCIAL LIFE | 4.875% 19 Nov 2027 | 910000 | 910946 |
| EVERSOURCE ENERGY | 0% 27 Jan 2025 | 1000000 | 996642 |
| EXPAND ENERGY CORP | 5.7% 15 Jan 2035 | 469000 | 461430 |
| EXTENDED STAY AMERICA TRUST | 1% 15 Jul 2038 | 880791 | 882434 |
| EXTRA SPACE STORAGE LP | 5.5% 01 Jul 2030 | 655000 | 665604 |
| FALCON AEROSPACE LTD | 3.597% 15 Sep 2039 | 375989 | 355282 |
| FANNIE MAE | 4% 25 Nov 2043 | 81640 | 78237 |
| FED HM LN PC POOL G06601 | 4.5% 01 Dec 2040 | 108751 | 105692 |
| FED HM LN PC POOL RA4245 | 2% 01 Dec 2050 | 1353507 | 1070312 |
| FED HM LN PC POOL RA4255 | 2% 01 Jan 2051 | 2735331 | 2166811 |
| FED HM LN PC POOL RA5576 | 2.5% 01 Jul 2051 | 3245789 | 2681810 |
| FED HM LN PC POOL SD0905 | 3% 01 Mar 2052 | 1270843 | 1091804 |
| FED HM LN PC POOL SD1523 | 4% 01 Aug 2052 | 2184437 | 2014592 |
| FED HM LN PC POOL SD1603 | 4% 01 Sep 2052 | 1412325 | 1294002 |
| FED HM LN PC POOL SD4364 | 5.5% 01 Oct 2053 | 2581328 | 2564788 |
| FED HM LN PC POOL SD8266 | 4.5% 01 Nov 2052 | 3518054 | 3313755 |
| FIDELITY NATL INFORMATION SVCS | 0% 13 Jan 2025 | 3000000 | 2995400 |
| FIRST AMERICAN FINANCIAL | 5.45% 30 Sep 2034 | 507000 | 488900 |
| FNMA POOL 735382 | 1% 01 Apr 2035 | 47476 | 47480 |
| FNMA POOL 735676 | 1% 01 Jul 2035 | 61972 | 61977 |
| FNMA POOL AD6437 | 5% 01 Jun 2040 | 59587 | 59155 |
| FNMA POOL AD6996 | 5% 01 Jul 2040 | 363383 | 360746 |
| FNMA POOL AL8173 | 1% 01 Feb 2044 | 148737 | 147401 |
| FNMA POOL AS1304 | 3.5% 01 Dec 2028 | 92355 | 90710 |
| FNMA POOL CA1909 | 4.5% 01 Jun 2048 | 645592 | 616349 |
| FNMA POOL CA6096 | 3.5% 01 Jun 2050 | 1774011 | 1575864 |
| FNMA POOL CB0414 | 2.5% 01 May 2051 | 2864439 | 2358195 |
| FNMA POOL CB3304 | 3% 01 Apr 2052 | 2019164 | 1734993 |
| FNMA POOL CB3305 | 3% 01 Apr 2052 | 2417269 | 2074580 |
| FNMA POOL CB3842 | 3.5% 01 Jun 2052 | 4129443 | 3681409 |
| FNMA POOL CB3866 | 4.5% 01 Jun 2052 | 2564057 | 2430751 |
| FNMA POOL CB4129 | 4.5% 01 Jul 2052 | 2216523 | 2089624 |

---

520

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL FM4017 | 1% 01 Aug 2050 | 148586 | 132924 |
| FNMA POOL FM8596 | 1% 01 Sep 2051 | 723885 | 597880 |
| FNMA POOL FM9104 | 1% 01 Oct 2051 | 2082378 | 1718614 |
| FNMA POOL FM9227 | 1% 01 Oct 2051 | 1514007 | 1245588 |
| FNMA POOL FS1075 | 1% 01 Mar 2052 | 1293537 | 1111639 |
| FNMA POOL FS3035 | 1% 01 Apr 2052 | 3971971 | 3279852 |
| FNMA POOL MA1356 | 3.5% 01 Feb 2043 | 1283015 | 1167584 |
| FNMA POOL MA3029 | 3% 01 Jun 2032 | 325642 | 310134 |
| FNMA POOL MA3090 | 3% 01 Aug 2032 | 367272 | 349119 |
| FNMA POOL MA3238 | 3.5% 01 Jan 2048 | 1617951 | 1454698 |
| FNMA TBA 30 YR 2 | 2% 15 Jan 2055 | 2900000 | 2254686 |
| FNMA TBA 30 YR 2.5 | 2.5% 15 Jan 2055 | 10775000 | 8770494 |
| FNMA TBA 30 YR 3.5 | 3.5% 14 Jan 2055 | 3450000 | 3051132 |
| FNMA TBA 30 YR 4.5 | 4.5% 15 Jan 2055 | 5575000 | 5242942 |
| FNMA TBA 30 YR 5 | 5% 15 Jan 2055 | 5925000 | 5716446 |
| FNMA TBA 30 YR 5.5 | 5.5% 15 Jan 2055 | 8100000 | 7995542 |
| FNMA TBA 30 YR 6 | 6% 15 Jan 2055 | 3500000 | 3517780 |
| FORD MOTOR CREDIT CO LLC | 5.8% 05 Mar 2027 | 750000 | 756510 |
| FORTIVE CORPORATION | 0% 06 Jan 2025 | 5000000 | 4996736 |
| FORWARDS BARCLAYS BANK BOC | OPTIONS CASH COLLATERALD | (120000) | (120000) |
| GA GLOBAL FUNDING TRUST | 5.2% 09 Dec 2031 | 910000 | 888997 |
| GATX CORP | 6.05% 15 Mar 2034 | 591000 | 617642 |
| GCAT | 1% 27 Dec 2066 | 2000000 | 1646297 |
| GENERAL MOTORS FINL CO | 2.4% 15 Oct 2028 | 1325000 | 1201073 |
| GEORGIA POWER CO | 4.55% 15 Mar 2030 | 474000 | 466672 |
| GLOBAL ATLANTIC FIN CO | 4.4% 15 Oct 2029 | 935000 | 885716 |
| GLOBAL ATLANTIC FIN CO | 3.125% 15 Jun 2031 | 965000 | 827922 |
| GLOBAL NET LEASE/GLOBAL | 3.75% 15 Dec 2027 | 2190000 | 1999952 |
| GNMA II POOL 004979 | 5% 20 Mar 2041 | 50565 | 50303 |
| GNMA II POOL MA4321 | 3.5% 20 Mar 2047 | 941740 | 850593 |
| GNMA II POOL MA6038 | 3% 20 Jul 2049 | 891176 | 778842 |
| GNMA II POOL MA6283 | 3% 20 Nov 2049 | 1616546 | 1409629 |
| GNMA II POOL MA6409 | 3% 20 Jan 2050 | 1678803 | 1463450 |
| GNMA II POOL MA9105 | 5% 20 Aug 2053 | 1848918 | 1798999 |
| GNMA II POOL MA9106 | 5.5% 20 Aug 2053 | 6051098 | 6019577 |
| GNMA II TBA 30 YR 2.5 | 2.5% 15 Jan 2055 | 12400000 | 10342034 |
| GNMA II TBA 30 YR 3 | 3% 15 Jan 2055 | 8350000 | 7233229 |
| GNMA II TBA 30 YR 3.5 | 3.5% 15 Jan 2055 | 5700000 | 5091109 |
| GNMA II TBA 30 YR 4.5 | 4.5% 21 Jan 2055 | 2025000 | 1914311 |
| GOAL CAPITAL FUNDING TRUST | 1% 25 Sep 2043 | 200000 | 167808 |
| GOLDMAN SACHS GROUP INC | 1% 25 Apr 2030 | 920000 | 939421 |
| GOLDMAN SACHS GROUP INC | 1% 23 Oct 2035 | 920000 | 882206 |
| GOLUB CAPITAL BDC | 2.5% 24 Aug 2026 | 735000 | 700323 |
| GOLUB CAPITAL BDC | 6% 15 Jul 2029 | 1932000 | 1928406 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 1529312 | 1529312 |
| GS MORTGAGE BACKED SECURITIES | 1% 25 Feb 2052 | 1530426 | 1220964 |
| GS MORTGAGE BACKED SECURITIES | 1% 25 Nov 2051 | 487929 | 389030 |
| HELMERICH + PAYNE INC | 5.5% 01 Dec 2034 | 915000 | 869323 |

---

521

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | HERCULES CAPITAL INC | 2.625% 16 Sep 2026 | 1308000 | 1243843 |
| | HERCULES CAPITAL INC | 3.375% 20 Jan 2027 | 700000 | 670138 |
| | HPS CORPORATE LENDING FU | 6.75% 30 Jan 2029 | 368000 | 377505 |
| | HPS CORPORATE LENDING FU | 6.25% 30 Sep 2029 | 910000 | 923614 |
| | HSBC HOLDINGS PLC | 1% 17 Aug 2029 | 799000 | 717566 |
| | HSBC HOLDINGS PLC | 1% 17 May 2032 | 707000 | 714551 |
| | HUMANA INC | 5.375% 15 Apr 2031 | 935000 | 927146 |
| | HYUNDAI CAPITAL AMERICA | 6.1% 21 Sep 2028 | 910000 | 935871 |
| | ING GROEP NV | 1% 01 Apr 2027 | 730000 | 701399 |
| | ING GROEP NV | 1% 19 Mar 2035 | 990000 | 984634 |
| | INTEL CORP | 3.75% 25 Mar 2027 | 725000 | 706375 |
| | JACK IN THE BOX FUNDING, LLC | 3.445% 26 Feb 2052 | 945000 | 897597 |
| | JACKSON NATL LIFE GLOBAL | 5.6% 10 Apr 2026 | 940000 | 947116 |
| | JACKSON NATL LIFE INS CO | 8.15% 15 Mar 2027 | 440000 | 457604 |
| | JBS USA HOLD/FOOD/LUX CO | 5.5% 15 Jan 2030 | 425000 | 424465 |
| | JBS USA HOLD/FOOD/LUX CO | 3.625% 15 Jan 2032 | 1270000 | 1119175 |
| | JDE PEET S NV | 2.25% 24 Sep 2031 | 1200000 | 970164 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 3.055% 15 Aug 2049 | 860000 | 807508 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | 1% 09 Oct 2042 | 943000 | 724999 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2027 | 2200000 | 2111340 |
| \* | JPMORGAN CHASE + CO | 1% 24 Jul 2029 | 945000 | 953420 |
|  | KEMPER CORP | 3.8% 23 Feb 2032 | 1000000 | 881240 |
|  | KYNDRYL HOLDINGS INC | 6.35% 20 Feb 2034 | 330000 | 343052 |
|  | L3HARRIS TECHNOLOGIES INC | 0% 02 Jan 2025 | 3000000 | 2999606 |
|  | LINCOLN NATIONAL CORP | 3.8% 01 Mar 2028 | 525000 | 505827 |
|  | LLOYDS BANKING GROUP PLC | 1% 06 Mar 2029 | 1855000 | 1889484 |
|  | MACH I | 3.474% 15 Oct 2039 | 430682 | 413687 |
|  | MACQUARIE AIRFINANCE HLD | 6.4% 26 Mar 2029 | 118000 | 121486 |
|  | MACQUARIE BANK LTD | 1% 03 Mar 2036 | 1280000 | 1094605 |
|  | MARBLE POINT CLO XIX LTD | 1% 19 Jan 2034 | 1250000 | 1251786 |
|  | MARRIOTT INTERNATION | 0% 21 Jan 2025 | 5000000 | 4987000 |
|  | MORGAN STANLEY | 1% 20 Apr 2028 | 610000 | 600911 |
|  | MORGAN STANLEY | 1% 19 Jan 2038 | 960000 | 961094 |
|  | MORGAN STANLEY | 1% 04 May 2027 | 180000 | 172552 |
|  | MORGAN STANLEY BANK NA | 1% 26 May 2028 | 910000 | 921612 |
|  | MORGAN STANLEY CAPITAL I TRUST | 2.951% 15 May 2054 | 800000 | 678565 |
|  | MORGAN STANLEY CAPITAL I TRUST | 1% 15 Jul 2051 | 370000 | 356083 |
|  | MOSAIC CO DISC COML PAPER | 0% 07 Jan 2025 | 5000000 | 4996025 |
|  | NATIONWIDE BLDG SOCIETY | 4% 14 Sep 2026 | 1040000 | 1019034 |
|  | NATWEST GROUP PLC | 1% 14 Jun 2027 | 770000 | 734441 |
|  | NATWEST MARKETS PLC | 5.416% 17 May 2027 | 915000 | 926675 |
|  | NAVIENT STUDENT LOAN TRUST | 1% 27 Dec 2067 | 435260 | 435466 |
|  | NAVIENT STUDENT LOAN TRUST | 1% 27 Dec 2067 | 900000 | 909306 |
|  | NAVIENT STUDENT LOAN TRUST | 3.16% 15 Nov 2068 | 1511000 | 1314305 |
|  | NAVIENT STUDENT LOAN TRUST | 1% 26 Aug 2069 | 2700000 | 2802536 |
|  | NAVIENT STUDENT LOAN TRUST | 1% 26 Dec 2069 | 1000000 | 1000200 |
| \* | NEUBERGER BERMAN CLO LTD | 1% 20 Jan 2039 | 2000000 | 2004962 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | 1% 27 Mar 2062 | 2500000 | 1952033 |

---

522

------

---

| | | | |
|:---|:---|:---|:---|
| NEWELL BRANDS INC | 5.7% 01 Apr 2026 | 416000 | 415888 |
| NISSAN MOTOR ACCEPTANCE | 1.85% 16 Sep 2026 | 525000 | 493064 |
| NISSAN MOTOR ACCEPTANCE | 2.45% 15 Sep 2028 | 1040000 | 922126 |
| OAK HILL CREDIT | 1% 18 Oct 2037 | 1000000 | 1003200 |
| OCCIDENTAL PETROLEUM COR | 5.55% 01 Oct 2034 | 905000 | 878438 |
| ONEMAIN DIRECT AUTO RECEIVABLE | 5.07% 14 Jun 2029 | 1500000 | 1502188 |
| ONEOK INC | 4.85% 15 Jul 2026 | 1915000 | 1910021 |
| ORACLE CORP | 4.7% 27 Sep 2034 | 895000 | 848138 |
| OVINTIV INC | 6.25% 15 Jul 2033 | 175000 | 179092 |
| PARAMOUNT GLOBAL | 7.875% 30 Jul 2030 | 725000 | 784537 |
| PARAMOUNT GLOBAL | 6.875% 30 Apr 2036 | 975000 | 990532 |
| PATTERSON UTI ENERGY INC | 3.95% 01 Feb 2028 | 1060000 | 1013869 |
| PATTERSON UTI ENERGY INC | 7.15% 01 Oct 2033 | 875000 | 917149 |
| PENSKE TRUCK LEASING CO LP / P | 0% 12 Feb 2025 | 2000000 | 1989033 |
| PG+E WILDFIRE RECOVERY | 5.099% 01 Jun 2054 | 1400000 | 1322244 |
| PHILIP MORRIS INTL INC | 4.875% 13 Feb 2029 | 925000 | 923696 |
| PIEDMONT NATURAL GAS CO | 5.1% 15 Feb 2035 | 890000 | 863273 |
| PIEDMONT OPERATING PARTN | 6.875% 15 Jul 2029 | 825000 | 847589 |
| PILGRIM S PRIDE CORP | 6.25% 01 Jul 2033 | 565000 | 576464 |
| PUBLIC SEVC. ENT. GR | 0% 08 Jan 2025 | 5000000 | 4995411 |
| RAD CLO 12 LTD | 1% 30 Oct 2034 | 2000000 | 2002462 |
| RENAISSANCERE HOLDINGS L | 5.75% 05 Jun 2033 | 855000 | 857651 |
| REXFORD INDUSTRIAL REALT | 5% 15 Jun 2028 | 940000 | 935695 |
| RGA GLOBAL FUNDING | 5.05% 06 Dec 2031 | 1870000 | 1842586 |
| RR LTD | 1% 15 Jul 2039 | 600000 | 603949 |
| RYDER SYSTEM INC | 0% 06 Jan 2025 | 4000000 | 3997367 |
| SAMMONS FINANCIAL GROUP | 4.45% 12 May 2027 | 611000 | 598389 |
| SAMMONS FINANCIAL GROUP | 3.35% 16 Apr 2031 | 1570000 | 1349698 |
| SAMMONS FINANCIAL GROUP | 6.875% 15 Apr 2034 | 709000 | 739381 |
| SANTOS FINANCE LTD | 3.649% 29 Apr 2031 | 620000 | 547640 |
| SERVICEMASTER BRANDS | 2.841% 30 Jan 2051 | 1225848 | 1117927 |
| SLAM 2021 1 LLC | 2.434% 15 Jun 2046 | 620273 | 563469 |
| SLC STUDENT LOAN TRUST | 1% 15 Feb 2045 | 242155 | 226422 |
| SLM STUDENT LOAN TRUST | 1% 15 Jun 2038 | 53371 | 51505 |
| SLM STUDENT LOAN TRUST | 1% 25 Oct 2040 | 292377 | 271711 |
| SMITHFIELD FOODS INC | 4.25% 01 Feb 2027 | 1100000 | 1075503 |
| SMITHFIELD FOODS INC | 2.625% 13 Sep 2031 | 1005000 | 826190 |
| SOCIETE GENERALE | 1% 19 Jan 2028 | 1015000 | 1016847 |
| SPRINT CAPITAL CORP | 8.75% 15 Mar 2032 | 750000 | 896160 |
| STELLANTIS FIN US INC | 2.691% 15 Sep 2031 | 388000 | 317819 |
| STELLANTIS FIN US INC | 6.375% 12 Sep 2032 | 875000 | 890348 |
| STORE CAPITAL LLC | 4.5% 15 Mar 2028 | 425000 | 411906 |
| STORE CAPITAL LLC | 4.625% 15 Mar 2029 | 450000 | 433170 |
| STORE CAPITAL LLC | 2.75% 18 Nov 2030 | 510000 | 438926 |
| SYNOVUS BANK GA | 5.625% 15 Feb 2028 | 1511000 | 1513357 |
| TAMPA ELECTRIC CO | 0% 06 Jan 2025 | 4000000 | 3997344 |
| TAMPA ELECTRIC CO | 0% 13 Jan 2025 | 2000000 | 1996833 |
| TBA BARCLAYS BANK BOC | SWAP CCPC CASH COLLATERAL | 120000 | 120000 |

---

523

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| TBA BARCLAYS BANK COC | SWAP CCPC CASH COLLATERAL | 140000 |  | 140000 |
| TBA GOLDMAN SACHS COC | TBA CASH COLLATERAL | 740000 |  | 740000 |
| TBA MIZUHO COC | TBA CASH COLLATERAL USD | 100000 |  | 100000 |
| TBA MORGAN STANLEY COC | TBA CASH COLLATERAL | 240000 |  | 240000 |
| TBA WELLS FARGO COC | TBA CASH COLLATERAL | 243000 |  | 243000 |
| TORONTO DOMINION BANK | 1% 10 Sep 2034 | 900000 |  | 881280 |
| TPG OPERATING GROUP II | 5.875% 05 Mar 2034 | 855000 |  | 873288 |
| TRIBUTE RAIL LLC | 4.76% 17 May 2052 | 1037777 |  | 1027318 |
| TRITON CONTAINER | 2.05% 15 Apr 2026 | 1020000 |  | 973682 |
| UNITEDHEALTH GROUP INC | 5.15% 15 Jul 2034 | 905000 |  | 892439 |
| US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (1900000) |  | 67984 |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 6000000 |  | 3750 |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 21000000 |  | (137578) |
| US DOLLAR | CURRENCY | (109422) |  | (109422) |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | (5000000) |  | 131641 |
| US TREASURY N/B | 2.375% 15 May 2027 | 14520000 |  | 13904034 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | (1500000) |  | 65781 |
| VALLEY NATIONAL BANCORP | 1% 30 Sep 2032 | 1940000 |  | 1769532 |
| VERISK ANALYTICS INC | 5.25% 05 Jun 2034 | 915000 |  | 904816 |
| VOLKSWAGEN GROUP AMERICA | 4.6% 08 Jun 2029 | 960000 |  | 923885 |
| VORNADO REALTY LP | 2.15% 01 Jun 2026 | 685000 |  | 652531 |
| VULCAN MATLS CO | 0% 14 Jan 2025 | 5000000 |  | 4991676 |
| VW CR INC | 0% 19 Feb 2025 | 5000000 |  | 4967810 |
| WACHOVIA STUDENT LOAN TRUST | 1% 25 Apr 2040 | 1109049 |  | 1036717 |
| WARNERMEDIA HOLDINGS INC | 3.755% 15 Mar 2027 | 980000 |  | 944122 |
| WARNERMEDIA HOLDINGS INC | 4.279% 15 Mar 2032 | 825000 |  | 726899 |
| WAVE USA | 3.597% 15 Sep 2044 | 986474 |  | 924632 |
| WEA FINANCE LLC | 3.5% 15 Jun 2029 | 1075000 |  | 990527 |
| WEIR GROUP PLC (THE) | 2.2% 13 May 2026 | 1105000 |  | 1063176 |
| WELLS FARGO COMMERCIAL MORTGAG | 1% 15 Jun 2051 | 540000 |  | 519166 |
| WELLS FARGO COMMERCIAL MORTGAG | 4.556% 16 Jun 2051 | 140000 |  | 133679 |
| WELLS FARGO COMMERCIAL MORTGAG | 4.244% 15 Mar 2052 | 523000 |  | 497940 |
| WELLS FARGO MORTGAGE BACKED SE | 1% 25 Nov 2048 | 6474 |  | 6145 |
| WESTERN MIDSTREAM OPERAT | 5.45% 15 Nov 2034 | 895000 |  | 863532 |
| WHITEBOX CLO III LTD | 1% 15 Oct 2035 | 1000000 |  | 1001431 |
|  | **Sub-Total: Fund 5748 11 of 16** |  | **Total** | $**410428463** |

---

524

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | ABN AMRO BANK NV | 1% 03 Dec 2028 | 2500000 |  | $2494350 |
|  | ACHV ABS TRUST | 5.9% 25 Apr 2031 | 208414 |  | 209870 |
|  | ACHV ABS TRUST | 5.07% 27 Oct 2031 | 329220 |  | 329967 |
|  | ADVANCE AUTO PARTS | 5.9% 09 Mar 2026 | 470000 |  | 473722 |
|  | AFFIRM INC | 6.82% 15 Sep 2028 | 925000 |  | 937360 |
|  | AFFIRM INC | 5.22% 17 Dec 2029 | 340000 |  | 340457 |
|  | AFFIRM INC | 5.61% 15 Feb 2029 | 515000 |  | 519024 |
|  | AFFIRM INC | 5.61% 15 Feb 2029 | 1765000 |  | 1778792 |
|  | AFFIRM INC | 6.61% 18 Jan 2028 | 200000 |  | 200141 |
|  | AFFIRM INC | 7.11% 15 Nov 2028 | 67032 |  | 67200 |
|  | AFFIRM INC | 6.27% 15 May 2029 | 204074 |  | 204858 |
|  | AGCO CORP | 5.45% 21 Mar 2027 | 1740000 |  | 1756130 |
|  | AIB GROUP PLC | 1% 14 Oct 2026 | 985000 |  | 1003065 |
|  | AIRCASTLE LTD | 2.85% 26 Jan 2028 | 940000 |  | 874294 |
|  | AIRCASTLE LTD | 6.5% 18 Jul 2028 | 90000 |  | 93067 |
|  | ALLY AUTO RECEIVABLES TRUST | 5.07% 15 Apr 2027 | 264067 |  | 264639 |
|  | AMCOR FLEXIBLES NORTH AM | 4% 17 May 2025 | 625000 |  | 622450 |
|  | AMEREN CORP | 5.7% 01 Dec 2026 | 1690000 |  | 1717344 |
|  | AMERICAN CREDIT ACCEPTANCE REC | 5.76% 12 Nov 2027 | 353066 |  | 354757 |
|  | AMERICAN CREDIT ACCEPTANCE REC | 7.86% 15 Feb 2029 | 88205 |  | 88664 |
|  | AMERICAN CREDIT ACCEPTANCE REC | 6.63% 14 Feb 2028 | 770000 |  | 776490 |
|  | AMERICAN ELECTRIC POWER | 5.699% 15 Aug 2025 | 640000 |  | 642694 |
|  | AMERICAN EXPRESS CO | 1% 26 Jul 2028 | 2500000 |  | 2510000 |
|  | AMERICAN HONDA FINANCE | 4.45% 22 Oct 2027 | 2505000 |  | 2486864 |
|  | AMERICAN NATIONAL GROUP | 5.75% 01 Oct 2029 | 455000 |  | 455905 |
|  | AMERICAN TOWER CORP | 5% 31 Jan 2030 | 1200000 |  | 1192716 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 4.38% 18 Apr 2028 | 296253 |  | 295968 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 1.41% 18 Aug 2027 | 950000 |  | 917273 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 0.69% 19 Jan 2027 | 61388 |  | 61278 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 5.62% 18 Nov 2027 | 1665000 |  | 1676919 |
|  | ANTARES HOLDINGS | 3.75% 15 Jul 2027 | 660000 |  | 624928 |
|  | ANTARES HOLDINGS | 6.35% 23 Oct 2029 | 445000 |  | 441525 |
|  | AQUA FINANCE TRUST | 1.54% 17 Jul 2046 | 358174 |  | 316258 |
|  | ARES CAPITAL CORP | 7% 15 Jan 2027 | 145000 |  | 150232 |
|  | ARES STRATEGIC INCOME FU | 5.7% 15 Mar 2028 | 465000 |  | 464712 |
|  | ARI FLEET LEASE TRUST | 5.3% 15 Nov 2032 | 308881 |  | 310739 |
|  | ARTHUR J GALLAGHER + CO | 4.85% 15 Dec 2029 | 1655000 |  | 1649009 |
|  | ATHENE GLOBAL FUNDING | 5.62% 08 May 2026 | 1725000 |  | 1740042 |
|  | ATLAS WAREHOUSE LEND | 6.05% 15 Jan 2028 | 1210000 |  | 1213666 |
|  | AUST + NZ BANKING GRP NY | 4.9% 16 Jul 2027 | 1890000 |  | 1903438 |
|  | AUST + NZ BANKING GRP NY | 3.919% 30 Sep 2027 | 550000 |  | 540958 |
|  | AUTONATION INC | 4.5% 01 Oct 2025 | 460000 |  | 457902 |

---

525

------

---

| | | | |
|:---|:---|:---|:---|
| AUTOZONE INC | 5.05% 15 Jul 2026 | 1275000 | 1282268 |
| AUXILIOR TERM FUNDING LLC | 6.18% 15 Dec 2028 | 381632 | 385979 |
| AVENUE OF AMERICAS | 1% 15 Oct 2038 | 1645000 | 1614906 |
| AVIS BUDGET RENTAL CAR FUNDING | 5.44% 22 Feb 2028 | 1560000 | 1577716 |
| AVIS BUDGET RENTAL CAR FUNDING | 5.36% 20 Jun 2030 | 175000 | 177306 |
| BAIN CAPITAL SPECIALTY F | 2.55% 13 Oct 2026 | 545000 | 519151 |
| BANCO SANTANDER MEXICO | 5.621% 10 Dec 2029 | 290000 | 289977 |
| BANCO SANTANDER SA | 1% 15 Jul 2028 | 2600000 | 2617186 |
| BANK OF AMERICA CORP | 1% 02 Apr 2026 | 1555000 | 1548827 |
| BANK OF IRELAND GROUP | 1% 16 Sep 2026 | 505000 | 509085 |
| BANK OF NOVA SCOTIA | 1% 08 Sep 2028 | 1775000 | 1756221 |
| BANK OF NY MELLON CORP | 1% 21 Jul 2028 | 2500000 | 2508250 |
| BANK5 | 1% 15 Sep 2056 | 670000 | 704628 |
| BANK5 | 6.5% 15 Dec 2056 | 255356 | 266765 |
| BANKERS HEALTHCARE GROUP SECUR | 5.32% 17 Oct 2035 | 6795 | 6795 |
| BANKERS HEALTHCARE GROUP SECUR | 6.92% 17 Dec 2036 | 656100 | 676840 |
| BANKERS HEALTHCARE GROUP SECUR | 5.81% 17 Apr 2035 | 356500 | 360966 |
| BANQUE FED CRED MUTUEL | 5.194% 16 Feb 2028 | 1585000 | 1592275 |
| BARCLAYS COMMERCIAL MORTGAGE S | 1% 15 Oct 2037 | 355000 | 356165 |
| BB UBS TRUST | 2.892% 05 Jun 2030 | 29248 | 27420 |
| BLACKSTONE SECURED LEND | 2.85% 30 Sep 2028 | 395000 | 358478 |
| BLACKSTONE SECURED LEND | 5.35% 13 Apr 2028 | 355000 | 353992 |
| BLUE OWL CAPITAL CORP | 3.75% 22 Jul 2025 | 415000 | 411497 |
| BLUE OWL CAPITAL CORP | 5.95% 15 Mar 2029 | 360000 | 361501 |
| BLUE OWL CAPITAL CORP II | 8.45% 15 Nov 2026 | 405000 | 425116 |
| BLUE OWL CREDIT INCOME | 7.95% 13 Jun 2028 | 700000 | 743337 |
| BLUE OWL TECHNOLOGY FIN | 6.75% 04 Apr 2029 | 545000 | 548052 |
| BLUE OWL TECHNOLOGY FINA | 4.75% 15 Dec 2025 | 630000 | 623158 |
| BNP PARIBAS | 1% 19 Nov 2030 | 1685000 | 1667358 |
| BOEING CO/THE | 6.298% 01 May 2029 | 805000 | 834696 |
| BP CAP MARKETS AMERICA | 4.868% 25 Nov 2029 | 1680000 | 1680454 |
| BPR TRUST | 1% 15 Dec 2038 | 1285000 | 1240217 |
| BPR TRUST | 1% 15 Apr 2037 | 660000 | 662484 |
| BPR TRUST | 1% 15 May 2039 | 1240000 | 1243085 |
| BRIDGECREST LENDING AUTO SECUR | 6.51% 15 Nov 2027 | 570436 | 574071 |
| BRIDGECREST LENDING AUTO SECUR | 5.84% 15 Jun 2028 | 1835000 | 1851474 |
| BRIDGECREST LENDING AUTO SECUR | 5.34% 17 Apr 2028 | 460000 | 462613 |
| BRIGHTHSE FIN GLBL FUND | 5.55% 09 Apr 2027 | 1250000 | 1260175 |
| BX TRUST | 1% 15 Jul 2029 | 670000 | 672522 |
| CAIXABANK SA | 1% 13 Sep 2027 | 1550000 | 1590114 |
| CANADIAN IMPERIAL BANK | 5.237% 28 Jun 2027 | 960000 | 970330 |
| CANADIAN NATL RESOURCES | 5% 15 Dec 2029 | 1715000 | 1698313 |
| CANTOR FITZGERALD LP | 7.2% 12 Dec 2028 | 480000 | 501494 |
| CAPITAL ONE FINANCIAL CO | 1% 29 Oct 2027 | 860000 | 892345 |
| CARDINAL HEALTH INC | 5% 15 Nov 2029 | 1175000 | 1167844 |
| CARMAX AUTO OWNER TRUST | 4.6% 15 Oct 2029 | 1595000 | 1594210 |
| CARVANA AUTO RECEIVABLES TRUST | 4.64% 10 Jan 2030 | 385000 | 384211 |

---

526

------

---

| | | | |
|:---|:---|:---|:---|
| CARVANA AUTO RECEIVABLES TRUST | 5.6% 10 Mar 2028 | 815000 | 821894 |
| CARVANA AUTO RECEIVABLES TRUST | 5.98% 10 Dec 2027 | 541743 | 545570 |
| CARVANA AUTO RECEIVABLES TRUST | 6.36% 12 Apr 2027 | 234968 | 235517 |
| CARVANA AUTO RECEIVABLES TRUST | 5.33% 10 Jul 2029 | 650000 | 656483 |
| CATERPILLAR FINL SERVICE | 4.6% 15 Nov 2027 | 1750000 | 1750718 |
| CCG RECEIVABLES TRUST | 5.82% 16 Sep 2030 | 431558 | 434869 |
| CELANESE US HOLDINGS LLC | 6.415% 15 Jul 2027 | 1565000 | 1589336 |
| CENCORA INC | 4.85% 15 Dec 2029 | 1695000 | 1686745 |
| CENTERPOINT ENERGY INC | 5.25% 10 Aug 2026 | 1225000 | 1234126 |
| CFCRE COMMERCIAL MORTGAGE TRUS | 3.838% 10 Dec 2054 | 1290000 | 1254896 |
| CHARTER COMM OPT LLC/CAP | 6.1% 01 Jun 2029 | 1315000 | 1340629 |
| CHASE AUTO OWNER TRUST | 4.18% 27 Aug 2029 | 715000 | 707394 |
| CHESAPEAKE FUNDING II LLC | 5.65% 15 May 2035 | 886339 | 893198 |
| CHESAPEAKE FUNDING II LLC | 5.52% 15 May 2036 | 565857 | 572210 |
| CITIBANK NA | 1% 19 Nov 2027 | 2500000 | 2501225 |
| CITIGROUP COMMERCIAL MORTGAGE | 1% 15 Oct 2038 | 1035000 | 1033454 |
| CITIZENS AUTO RECEIVABLES TRUS | 6.09% 15 Oct 2026 | 365796 | 366911 |
| CITIZENS AUTO RECEIVABLES TRUS | 5.11% 17 Apr 2028 | 510000 | 513537 |
| CLEVELAND CLIFFS INC | 6.875% 01 Nov 2029 | 1760000 | 1740570 |
| CNH INDUSTRIAL CAP LLC | 5.45% 14 Oct 2025 | 1025000 | 1030822 |
| CNH INDUSTRIAL CAP LLC | 4.5% 08 Oct 2027 | 1160000 | 1148551 |
| CNO GLOBAL FUNDING | 5.875% 04 Jun 2027 | 1260000 | 1282516 |
| CNO GLOBAL FUNDING | 4.875% 10 Dec 2027 | 175000 | 174353 |
| COMM MORTGAGE TRUST | 3.399% 05 Oct 2030 | 887995 | 846890 |
| COMM MORTGAGE TRUST | 3.35% 10 Feb 2048 | 1371281 | 1367165 |
| COMM MORTGAGE TRUST | 1% 10 Dec 2041 | 110000 | 111099 |
| COMMONWEALTH BK AUSTR NY | 4.577% 27 Nov 2026 | 1175000 | 1175787 |
| CONAGRA BRANDS INC | 5.3% 01 Oct 2026 | 1775000 | 1792377 |
| CONOCOPHILLIPS COMPANY | 4.7% 15 Jan 2030 | 2455000 | 2429566 |
| CONTINENTAL RESOURCES | 2.268% 15 Nov 2026 | 1740000 | 1648580 |
| COREBRIDGE GLOB FUNDING | 4.65% 20 Aug 2027 | 740000 | 736330 |
| CREDIT ACCEPTANCE AUTO LOAN TR | 6.48% 15 Mar 2033 | 1275000 | 1289645 |
| CREDIT ACCEPTANCE AUTO LOAN TR | 5.95% 15 Jun 2034 | 1405000 | 1432899 |
| CREDIT AGRICOLE SA | 1% 11 Sep 2028 | 965000 | 952580 |
| CREDIT SUISSE MORTGAGE TRUST | 3.953% 15 Sep 2037 | 1405000 | 1268262 |
| CRESCENT ENERGY FINANCE | 7.625% 01 Apr 2032 | 340000 | 338334 |
| DARDEN RESTAURANTS INC | 4.35% 15 Oct 2027 | 1305000 | 1286887 |
| DC COMMERCIAL MORTGAGE TRUST | 6.314% 12 Sep 2040 | 515000 | 527975 |
| DELL EQUIPMENT FINANCE TRUST | 5.65% 22 Sep 2028 | 1087800 | 1092822 |
| DELL INT LLC / EMC CORP | 4.35% 01 Feb 2030 | 1775000 | 1717277 |
| DEUTSCHE BANK NY | 1% 13 Jul 2027 | 265000 | 273069 |
| DROP MORTGAGE TRUST 2021 FILE | 1% 15 Oct 2043 | 1305000 | 1239024 |
| DT AUTO OWNER TRUST | 6.74% 17 Jul 2028 | 524358 | 525386 |
| DT AUTO OWNER TRUST | 1.5% 15 Sep 2027 | 234234 | 232815 |
| DTE ENERGY CO | 4.95% 01 Jul 2027 | 1020000 | 1023825 |
| DUKE ENERGY CORP | 4.85% 05 Jan 2027 | 1245000 | 1248262 |
| EDISON INTERNATIONAL | 4.7% 15 Aug 2025 | 1300000 | 1297374 |

---

527

------

---

| | | | |
|:---|:---|:---|:---|
| ELEMENT FLEET MANAGEMENT | 3.85% 15 Jun 2025 | 950000 | 945098 |
| ELEVANCE HEALTH INC | 4.75% 15 Feb 2030 | 1175000 | 1159502 |
| ENACT HOLDINGS INC | 6.25% 28 May 2029 | 1040000 | 1058346 |
| ENTERPRISE FLEET FINANCING LLC | 5.23% 20 Mar 2030 | 803625 | 809390 |
| ENTERPRISE FLEET FINANCING LLC | 5.61% 20 Apr 2028 | 675000 | 686605 |
| ESSENT GROUP LTD | 6.25% 01 Jul 2029 | 710000 | 724030 |
| ESSENTIAL UTILITIES INC | 4.8% 15 Aug 2027 | 995000 | 993299 |
| EVERSOURCE ENERGY | 5% 01 Jan 2027 | 1265000 | 1268365 |
| EXETER AUTOMOBILE RECEIVABLES | 5.29% 15 Aug 2030 | 340000 | 341765 |
| EXETER AUTOMOBILE RECEIVABLES | 5.97% 15 Mar 2027 | 204033 | 204152 |
| EXETER AUTOMOBILE RECEIVABLES | 5.72% 15 Apr 2027 | 146606 | 146653 |
| EXETER AUTOMOBILE RECEIVABLES | 6.32% 15 Mar 2027 | 115409 | 115753 |
| EXTRA SPACE STORAGE LP | 5.7% 01 Apr 2028 | 410000 | 418413 |
| EXXON MOBIL CORPORATION | 2.992% 19 Mar 2025 | 1630000 | 1624458 |
| F+G GLOBAL FUNDING | 5.875% 10 Jun 2027 | 1245000 | 1260376 |
| FANNIE MAE | 1% 25 Sep 2041 | 122990 | 122057 |
| FANNIE MAE | 1% 25 Sep 2041 | 293141 | 290668 |
| FANNIE MAE | 1% 25 May 2040 | 359589 | 355863 |
| FANNIE MAE | 7% 25 Mar 2045 | 257156 | 267033 |
| FANNIE MAE | 1% 25 Nov 2033 | 211020 | 208961 |
| FANNIE MAE | 1% 25 Oct 2040 | 64681 | 63884 |
| FANNIE MAE | 5% 25 Jun 2040 | 279915 | 280164 |
| FANNIE MAE | 1% 25 Dec 2040 | 135143 | 133802 |
| FANNIEMAE ACES | 1% 25 Jan 2027 | 261602 | 260031 |
| FANNIEMAE WHOLE LOAN | 6.5% 25 Dec 2045 | 302781 | 307792 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Oct 2026 | 146132 | 146033 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Jun 2027 | 143166 | 143053 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Jun 2027 | 107685 | 107519 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Sep 2029 | 3040000 | 3040100 |
| FHLMC STRUCTURED PASS THROUGH | 1% 25 Jul 2044 | 393234 | 377357 |
| FIRSTENERGY PENN ELECTRI | 5.15% 30 Mar 2026 | 345000 | 345783 |
| FLAGSHIP CREDIT AUTO TRUST | 5.01% 16 Aug 2027 | 730000 | 730937 |
| FLAGSHIP CREDIT AUTO TRUST | 6.32% 15 Jun 2027 | 861230 | 864856 |
| FLAGSHIP CREDIT AUTO TRUST | 1.28% 16 Feb 2027 | 9713 | 9700 |
| FLEX LTD | 6% 15 Jan 2028 | 605000 | 616828 |
| FMC CORP | 5.15% 18 May 2026 | 1815000 | 1816851 |
| FNMA POOL 735697 | 1% 01 Jun 2035 | 734873 | 745570 |
| FNMA POOL 795297 | 1% 01 Jul 2044 | 24301 | 24110 |
| FORD MOTOR CREDIT CO LLC | 2.3% 10 Feb 2025 | 670000 | 667380 |
| FS KKR CAPITAL CORP | 6.875% 15 Aug 2029 | 435000 | 448637 |
| FS KKR CAPITAL CORP | 6.125% 15 Jan 2030 | 735000 | 734081 |
| GA GLOBAL FUNDING TRUST | 4.4% 23 Sep 2027 | 1240000 | 1220904 |
| GATX CORP | 5.4% 15 Mar 2027 | 680000 | 687460 |
| GE CAPITAL FUNDING LLC | 3.45% 15 May 2025 | 1750000 | 1738905 |
| GENERAL MILLS INC | 4.7% 30 Jan 2027 | 995000 | 994522 |
| GENERAL MOTORS FINL CO | 6.05% 10 Oct 2025 | 1010000 | 1018464 |
| GILEAD SCIENCES INC | 4.8% 15 Nov 2029 | 1175000 | 1172556 |

---

528

------

---

| | | | |
|:---|:---|:---|:---|
| GLP CAPITAL LP / FIN II | 5.25% 01 Jun 2025 | 2105000 | 2101295 |
| GLS AUTO RECEIVABLES TRUST | 5.4% 15 Sep 2027 | 410000 | 411789 |
| GLS AUTO SELECT RECEIVABLES TR | 4.43% 17 Dec 2029 | 495000 | 492989 |
| GLS AUTO SELECT RECEIVABLES TR | 5.58% 17 Jun 2030 | 321544 | 324925 |
| GNMA II POOL 710074 | 1% 20 Apr 2061 | 3832 | 3815 |
| GNMA II POOL 791932 | 1% 20 Jan 2063 | 3845 | 3820 |
| GNMA II POOL AE0471 | 1% 20 May 2064 | 61379 | 60845 |
| GNMA II POOL AU3150 | 1% 20 Sep 2066 | 1255001 | 1248645 |
| GNMA II POOL AW1855 | 1% 20 Nov 2066 | 594670 | 589685 |
| GOLDMAN SACHS BANK USA | 1% 21 May 2027 | 2215000 | 2231812 |
| GOLUB CAPITAL BDC | 2.5% 24 Aug 2026 | 840000 | 800369 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 16 Sep 2042 | 184068 | 185449 |
| GOVERNMENT NATIONAL MORTGAGE A | 6% 16 Jun 2034 | 949303 | 979018 |
| GOVERNMENT NATIONAL MORTGAGE A | 3.5% 20 Jan 2063 | 40069 | 39408 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Sep 2063 | 59251 | 59226 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Oct 2060 | 133529 | 132755 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Aug 2058 | 3904 | 3897 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Nov 2060 | 9111 | 9083 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Dec 2060 | 334854 | 333785 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Mar 2061 | 137282 | 136913 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jun 2061 | 90728 | 90349 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Mar 2062 | 52516 | 52431 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jul 2062 | 5411 | 5398 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Aug 2062 | 49141 | 48992 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Sep 2062 | 161556 | 160952 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Oct 2062 | 4516 | 4465 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Dec 2067 | 5821 | 5778 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 May 2067 | 89808 | 89140 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Apr 2065 | 698 | 694 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 May 2065 | 296845 | 295115 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Apr 2065 | 24232 | 24118 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jul 2065 | 3223 | 3185 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 May 2066 | 4190 | 4178 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Sep 2068 | 4048841 | 4020100 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Oct 2068 | 216675 | 215798 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Apr 2069 | 69652 | 69241 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jan 2070 | 143711 | 143139 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 4037213 | 4037213 |
| GRAY OAK PIPELINE LLC | 2.6% 15 Oct 2025 | 240000 | 235397 |
| GS MORTGAGE SECURITIES TRUST | 2.954% 05 Nov 2034 | 1290159 | 1060834 |
| GS MORTGAGE SECURITIES TRUST | 1% 05 Mar 2033 | 460000 | 378096 |
| GS MORTGAGE SECURITIES TRUST | 1% 10 Sep 2038 | 790000 | 780028 |
| HARLEY DAVIDSON FINL SER | 3.35% 08 Jun 2025 | 260000 | 257686 |
| HELMERICH + PAYNE INC | 4.85% 01 Dec 2029 | 1775000 | 1717348 |
| HERCULES CAPITAL INC | 3.375% 20 Jan 2027 | 825000 | 789806 |
| HERTZ VEHICLE FINANCING LLC | 5.44% 25 Jan 2029 | 1060000 | 1063081 |
| HILTON GRAND VACATIONS TRUST | 5.57% 25 Jan 2037 | 71786 | 71383 |

---

529

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | HILTON GRAND VACATIONS TRUST | 5.75% 15 Sep 2039 | 614655 | 622693 |
| | HILTON GRAND VACATIONS TRUST | 5.72% 25 Jan 2038 | 437889 | 442402 |
| | HP ENTERPRISE CO | 4.55% 15 Oct 2029 | 1775000 | 1729578 |
| | HPS CORPORATE LENDING FU | 6.25% 30 Sep 2029 | 490000 | 497330 |
| | HSBC HOLDINGS PLC | 1% 17 May 2028 | 2495000 | 2520649 |
| | HSBC HOLDINGS PLC | 1% 19 Nov 2028 | 1795000 | 1793851 |
| | HUDSONS BAY SIMON JV TRUST | 3.914% 05 Aug 2034 | 79863 | 79096 |
| | HUNTINGTON AUTO TRUST | 5.23% 16 Jan 2029 | 925000 | 934715 |
| | HUNTINGTON BANCSHARES | 1% 21 Aug 2029 | 525000 | 541522 |
| | HUNTINGTON BANCSHARES | 1% 15 Jan 2031 | 505000 | 504647 |
| | HYATT HOTELS CORP | 5.75% 30 Jan 2027 | 740000 | 751233 |
| | HYATT HOTELS CORP | 5.25% 30 Jun 2029 | 895000 | 895519 |
| | HYUNDAI CAPITAL AMERICA | 4.875% 01 Nov 2027 | 735000 | 732699 |
| | ILLUMINA INC | 4.65% 09 Sep 2026 | 1055000 | 1051803 |
| | ING GROEP NV | 1% 01 Apr 2027 | 2100000 | 2017722 |
| | IQVIA INC | 6.25% 01 Feb 2029 | 580000 | 598943 |
| | ITC HOLDINGS CORP | 4.95% 22 Sep 2027 | 1800000 | 1801494 |
| | JACKSON NATL LIFE GLOBAL | 5.25% 12 Apr 2028 | 1805000 | 1796914 |
| | JEFFERIES FIN GROUP INC | 5.875% 21 Jul 2028 | 500000 | 511005 |
| | JEFFERIES FIN LLC / JFIN | 5% 15 Aug 2028 | 680000 | 637119 |
| \* | JP MORGAN CHASE BANK NA | 5.11% 08 Dec 2026 | 2585000 | 2610979 |
| \* | JPMORGAN CHASE + CO | 1% 22 Oct 2028 | 2510000 | 2487962 |
|  | KBC GROUP NV | 1% 16 Oct 2030 | 390000 | 383113 |
|  | KINETIK HOLDINGS LP | 6.625% 15 Dec 2028 | 1145000 | 1170408 |
|  | KUBOTA CREDIT OWNER TRUST | 5.4% 17 Feb 2026 | 151891 | 152014 |
|  | LAD AUTO RECEIVABLES TRUST | 5.23% 18 Jan 2028 | 625000 | 628251 |
|  | LAD AUTO RECEIVABLES TRUST | 6.12% 15 Sep 2027 | 1695600 | 1706616 |
|  | LAD AUTO RECEIVABLES TRUST | 4.52% 15 Mar 2029 | 420000 | 417680 |
|  | LAD AUTO RECEIVABLES TRUST | 5.61% 15 Aug 2028 | 785000 | 794334 |
|  | LLOYDS BANKING GROUP PLC | 1% 26 Nov 2028 | 1150000 | 1151380 |
|  | LOWE S COS INC | 4.8% 01 Apr 2026 | 1290000 | 1292129 |
|  | M+T BANK CORPORATION | 1% 16 Jan 2029 | 2425000 | 2417725 |
|  | M+T EQUIPMENT NOTES | 5.74% 15 Jul 2030 | 980000 | 988051 |
|  | MAIN STREET CAPITAL CORP | 3% 14 Jul 2026 | 565000 | 544530 |
|  | MAIN STREET CAPITAL CORP | 6.5% 04 Jun 2027 | 200000 | 203570 |
|  | MAREX GROUP PLC | 6.404% 04 Nov 2029 | 560000 | 565466 |
|  | MASSACHUSETTS EDUCATIONAL FINA | 3.85% 25 May 2033 | 170687 | 164438 |
|  | MERCEDES BENZ FIN NA | 4.9% 15 Nov 2027 | 1250000 | 1248750 |
|  | METHANEX US OPERATIONS | 6.25% 15 Mar 2032 | 565000 | 558683 |
|  | MICROCHIP TECHNOLOGY INC | 4.9% 15 Mar 2028 | 2425000 | 2419956 |
|  | MINERAL RESOURCES LTD | 9.25% 01 Oct 2028 | 645000 | 676908 |
|  | MOLINA HEALTHCARE INC | 6.25% 15 Jan 2033 | 685000 | 677424 |
|  | MORGAN STANLEY | 1% 18 Oct 2030 | 1220000 | 1194051 |
|  | MORGAN STANLEY BAML TRUST | 3.277% 15 Oct 2030 | 1342827 | 1235401 |
|  | MORGAN STANLEY BANK NA | 1% 26 May 2028 | 1660000 | 1681182 |
|  | MUTUAL OF OMAHA GLOBAL | 5.8% 27 Jul 2026 | 1265000 | 1280041 |
|  | MVW OWNER TRUST | 5.32% 20 Feb 2043 | 437628 | 438585 |

---

530

------

---

| | | | |
|:---|:---|:---|:---|
| NATIONAL AUSTRALIA BK/NY | 4.5% 26 Oct 2027 | 1360000 | 1355322 |
| NATIONAL AUSTRALIA BK/NY | 5.087% 11 Jun 2027 | 1050000 | 1061046 |
| NATIONAL BANK OF CANADA | 1% 02 Jul 2027 | 1805000 | 1824693 |
| NATIONAL RURAL UTIL COOP | 5.6% 13 Nov 2026 | 1025000 | 1042589 |
| NATIONWIDE BLDG SOCIETY | 1% 18 Oct 2027 | 750000 | 769230 |
| NAVIENT STUDENT LOAN TRUST | 1.17% 16 Sep 2069 | 79117 | 72455 |
| NAVIENT STUDENT LOAN TRUST | 1.06% 15 Oct 2069 | 775065 | 691039 |
| NEW ECONOMY ASSETS PHASE 1 ISS | 1.91% 20 Oct 2061 | 1565000 | 1442968 |
| NEW MOUNTAIN FINANCE COR | 6.875% 01 Feb 2029 | 260000 | 261953 |
| NEW MOUNTAIN FINANCE COR | 6.2% 15 Oct 2027 | 235000 | 234777 |
| NEXTERA ENERGY CAPITAL | 5.749% 01 Sep 2025 | 1060000 | 1066233 |
| NEXTGEAR FLOORPLAN MASTER OWNE | 5.12% 15 Mar 2029 | 860000 | 868076 |
| NISSAN MOTOR ACCEPTANCE | 5.3% 13 Sep 2027 | 1645000 | 1628484 |
| NOBLE FINANCE II LLC | 8% 15 Apr 2030 | 1215000 | 1225984 |
| NOMURA HOLDINGS INC | 5.594% 02 Jul 2027 | 2530000 | 2560411 |
| NUCOR CORP | 3.95% 23 May 2025 | 735000 | 731670 |
| NUTRIEN LTD | 5.2% 21 Jun 2027 | 2520000 | 2546233 |
| O REILLY AUTOMOTIVE INC | 5.75% 20 Nov 2026 | 1155000 | 1174808 |
| OCCIDENTAL PETROLEUM COR | 5.2% 01 Aug 2029 | 1155000 | 1146903 |
| ONEMAIN FINANCE CORP | 6.625% 15 May 2029 | 755000 | 764241 |
| ONEOK INC | 2.2% 15 Sep 2025 | 1670000 | 1639406 |
| OPG TRUST | 1% 15 Oct 2036 | 917210 | 913814 |
| OWENS CORNING | 5.5% 15 Jun 2027 | 1820000 | 1851541 |
| PACCAR FINANCIAL CORP | 4.45% 06 Aug 2027 | 475000 | 474501 |
| PENFED AUTO RECEIVABLES OWNER | 4.18% 15 Dec 2028 | 440000 | 438633 |
| PENFED AUTO RECEIVABLES OWNER | 4.7% 15 Jun 2029 | 620000 | 617428 |
| PENNYMAC FIN SVCS INC | 7.125% 15 Nov 2030 | 625000 | 632775 |
| PHILIP MORRIS INTL INC | 4.375% 01 Nov 2027 | 1155000 | 1145102 |
| PIONEER NATURAL RESOURCE | 5.1% 29 Mar 2026 | 1580000 | 1590317 |
| PNC FINANCIAL SERVICES | 1% 20 Oct 2027 | 2025000 | 2084576 |
| POST ROAD EQUIPMENT FINANCE | 5.59% 15 Nov 2029 | 331402 | 333626 |
| PRESTIGE AUTO RECEIVABLES TRUS | 1.53% 15 Feb 2028 | 528594 | 522536 |
| PROSUS NV | 3.257% 19 Jan 2027 | 1370000 | 1306021 |
| PUBLIC STORAGE OP CO | 1% 16 Apr 2027 | 2495000 | 2503258 |
| RADIAN GROUP INC |  | 345000 | 353915 |
| REGIONAL MANAGEMENT ISSUANCE T | 5.83% 15 Jul 2036 | 505000 | 515080 |
| RELIANCE STAND LIFE II | 5.243% 02 Feb 2026 | 1780000 | 1780872 |
| ROYAL BANK OF CANADA | 1% 18 Oct 2028 | 1755000 | 1737959 |
| RTX CORP | 5.75% 08 Nov 2026 | 1745000 | 1776026 |
| SANTANDER DRIVE AUTO RECEIVABL | 4.13% 16 Aug 2027 | 753329 | 752200 |
| SANTANDER DRIVE AUTO RECEIVABL | 5.61% 17 Jul 2028 | 510000 | 514521 |
| SANTANDER DRIVE AUTO RECEIVABL | 5.09% 15 May 2030 | 385000 | 386359 |
| SANTANDER DRIVE AUTO RECEIVABL | 5.63% 16 Jan 2029 | 1200000 | 1214102 |
| SANTANDER DRIVE AUTO RECEIVABL | 5.77% 15 Dec 2028 | 1115000 | 1130390 |
| SBNA AUTO LEASE TRUST | 4.56% 22 Feb 2028 | 350000 | 349644 |
| SBNA AUTO LEASE TRUST | 5.39% 20 Nov 2026 | 750000 | 754286 |
| SBNA AUTO RECEIVABLES TRUST | 5.32% 15 Dec 2028 | 265000 | 266456 |

---

531

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | SCF EQUIPMENT TRUST LLC | 5.88% 20 Nov 2029 | 450000 | 453592 |
| | SCOTT TRUST 2023 SFS | 5.909% 10 Mar 2040 | 795000 | 806691 |
| | SEMPRA | 5.4% 01 Aug 2026 | 2055000 | 2071666 |
| | SFS AUTO RECEIVABLES SECURITIZ | 4.55% 20 Jun 2030 | 475000 | 474247 |
| | SIRIUSPOINT LTD | 7% 05 Apr 2029 | 700000 | 719068 |
| | SITIOS LATINOAMERICA | 6% 25 Nov 2029 | 570000 | 567686 |
| | SIXTH STREET LENDING PAR | 6.5% 11 Mar 2029 | 585000 | 591938 |
| | SIXTH STREET LENDING PAR | 5.75% 15 Jan 2030 | 155000 | 151782 |
| | SM ENERGY CO | 6.75% 01 Aug 2029 | 855000 | 846424 |
| | SMITH + NEPHEW PLC | 5.15% 20 Mar 2027 | 1250000 | 1258213 |
| | SOCIAL PROFESSIONAL LOAN PROGR | 2.95% 25 Feb 2042 | 5756 | 5704 |
| | SOCIETE GENERALE | 5.25% 19 Feb 2027 | 2055000 | 2056829 |
| | SOLVAY FINANCE (AMERICA) | 5.65% 04 Jun 2029 | 1190000 | 1207124 |
| | SOLVENTUM CORP | 5.45% 25 Feb 2027 | 1800000 | 1815570 |
| | SONOCO PRODUCTS CO | 1.8% 01 Feb 2025 | 2420000 | 2413079 |
| | SONOCO PRODUCTS CO | 4.6% 01 Sep 2029 | 1775000 | 1729045 |
| | SPGN TFLM MORTGAGE TRUST | 1% 15 Feb 2039 | 1585000 | 1564225 |
| | SPIRE INC | 5.3% 01 Mar 2026 | 1810000 | 1818960 |
| | STANDARD BUILDING SOLUTI | 6.5% 15 Aug 2032 | 635000 | 636010 |
| | STARWOOD PROPERTY TRUST | 6.5% 01 Jul 2030 | 425000 | 426109 |
| \* | STATE STREET CORP | 4.33% 22 Oct 2027 | 1255000 | 1245374 |
|  | SUMITOMO MITSUI TR BK LT | 5.2% 07 Mar 2027 | 1420000 | 1431956 |
|  | SWEDBANK AB | 6.136% 12 Sep 2026 | 620000 | 632778 |
|  | SYNCHRONY BANK | 5.4% 22 Aug 2025 | 1085000 | 1085608 |
|  | SYNCHRONY CARD ISSUANCE TRUST | 5.54% 15 Jul 2029 | 455000 | 461580 |
|  | SYNCHRONY FINANCIAL | 4.875% 13 Jun 2025 | 230000 | 229531 |
|  | SYNCHRONY FINANCIAL | 1% 02 Aug 2030 | 470000 | 474145 |
|  | TAKE TWO INTERACTIVE SOF | 5.4% 12 Jun 2029 | 315000 | 318837 |
|  | TAPESTRY INC | 5.1% 11 Mar 2030 | 1210000 | 1196956 |
|  | TAUBMAN CENTERS COMMERCIAL MOR | 1% 15 Dec 2039 | 430000 | 430234 |
|  | TEVA PHARMACEUTICAL INDU | 4.75% 09 May 2027 | 825000 | 804449 |
|  | THE CAMPBELLS COMPANY | 5.2% 19 Mar 2027 | 1780000 | 1796465 |
|  | TOYOTA MOTOR CREDIT CORP | 5% 14 Aug 2026 | 1050000 | 1057739 |
|  | TRAFIGURA SECURITISATION FINAN | 5.98% 15 Nov 2027 | 1095000 | 1110538 |
|  | TREASURY BILL | 0.01% 09 Jan 2025 | 15580000 | 15564641 |
|  | TREASURY BILL | 0.01% 06 Feb 2025 | 12025000 | 11972535 |
|  | UBS AG STAMFORD CT | 5% 09 Jul 2027 | 1210000 | 1216050 |
|  | UNICREDIT SPA | 1% 22 Sep 2026 | 1425000 | 1397512 |
|  | UNITED AIRLINES INC | 4.375% 15 Apr 2026 | 405000 | 398075 |
|  | UNITED AUTO CREDIT SECURITIZAT | 5.81% 10 May 2027 | 161714.68 | 161749 |
|  | UNIVERSAL HEALTH SVCS | 4.625% 15 Oct 2029 | 535000 | 515890 |
|  | US BANK NA CINCINNATI | 1% 22 Oct 2027 | 2505000 | 2490221 |
|  | US DOLLAR | CURRENCY | -143.74 | (144) |
|  | US TREASURY N/B | 4.375% 31 Jul 2026 | 12060000 | 12080728 |
|  | US TREASURY N/B | 3.5% 30 Sep 2026 | 9815000 | 9691929 |
|  | US TREASURY N/B | 4.125% 31 Oct 2026 | 68890000 | 68733921 |
|  | USAA CAPITAL CORP | 5.25% 01 Jun 2027 | 1760000 | 1782211 |
|  | VERIZON MASTER TRUST | 5.21% 20 Jun 2029 | 2415000 | 2438791 |

---

532

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| VERIZON MASTER TRUST | 4.62% 20 Nov 2030 | 195000 |  | 194933 |
| VISTRA OPERATIONS CO LLC | 5.05% 30 Dec 2026 | 2455000 |  | 2456915 |
| VMWARE LLC | 4.65% 15 May 2027 | 1335000 |  | 1329139 |
| VSTRONG AUTO RECEIVABLES TRUST | 5.62% 15 Dec 2028 | 420000 |  | 423907 |
| WEC ENERGY GROUP INC | 5.6% 12 Sep 2026 | 650000 |  | 658262 |
| WELLS FARGO + COMPANY | 1% 25 Apr 2026 | 425000 |  | 423508 |
| WELLS FARGO + COMPANY | 1% 22 Apr 2028 | 785000 |  | 797819 |
| WELLS FARGO BANK NA | 5.254% 11 Dec 2026 | 2585000 |  | 2614624 |
| WESTLAKE AUTOMOBILE RECEIVABLE | 5.56% 15 Feb 2028 | 685000 |  | 692544 |
| WESTLAKE AUTOMOBILE RECEIVABLE | 4.71% 17 Apr 2028 | 850000 |  | 849732 |
| WESTLAKE AUTOMOBILE RECEIVABLE | 5.44% 17 May 2027 | 385000 |  | 387622 |
| WESTPAC BANKING CORP | 4.6% 20 Oct 2026 | 2500000 |  | 2504825 |
| WESTPAC NEW ZEALAND LTD | 5.132% 26 Feb 2027 | 1295000 |  | 1303223 |
| WHEELS FLEET LEASE FUNDING LLC | 5.8% 18 Apr 2038 | 1741141.68 |  | 1750806 |
| WILLIAMS COMPANIES INC | 5.4% 02 Mar 2026 | 1020000 |  | 1026926 |
| WORLD FINANCIAL NETWORK CREDIT | 5.02% 15 Mar 2030 | 2575000 |  | 2589444 |
| WORLD FINANCIAL NETWORK CREDIT | 5.47% 15 Feb 2031 | 475000 |  | 482419 |
| WORLD OMNI SELECT AUTO TRUST | 0.85% 16 Aug 2027 | 443091.31 |  | 440239 |
|  | **Sub-Total: Fund 5749 12 of 16** |  | **Total** | $**468418976** |

---

533

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | ABN AMRO BANK NV | 1% 18 Sep 2027 | 200000 |  | $204408 |
|  | ABN AMRO BANK NV | 1% 13 Oct 2026 | 1000000 |  | 1010400 |
|  | AERCAP IRELAND CAP/GLOBA | 4.45% 03 Apr 2026 | 150000 |  | 149189 |
|  | AERCAP IRELAND CAP/GLOBA | 2.45% 29 Oct 2026 | 150000 |  | 143619 |
|  | AERCAP IRELAND CAP/GLOBA | 3% 29 Oct 2028 | 150000 |  | 138845 |
|  | AERCAP IRELAND CAP/GLOBA | 6.1% 15 Jan 2027 | 340000 |  | 347895 |
|  | AERCAP IRELAND CAP/GLOBA | 5.1% 19 Jan 2029 | 150000 |  | 149738 |
|  | AERCAP IRELAND CAP/GLOBA | 4.625% 10 Sep 2029 | 150000 |  | 146553 |
|  | AIB GROUP PLC | 1% 13 Sep 2029 | 310000 |  | 323854 |
|  | AIR CANADA 2013 1A PTT | 4.125% 15 Nov 2026 | 102203 |  | 101373 |
|  | AIR CANADA 2015 1A PTT | 3.6% 15 Sep 2028 | 114850 |  | 111475 |
|  | AIR CANADA 2017 1A PTT | 3.55% 15 Jul 2031 | 115005 |  | 105256 |
|  | AIR CANADA 2017 1AA PTT | 3.3% 15 Jul 2031 | 81058 |  | 74803 |
|  | AKER BP ASA | 5.125% 01 Oct 2034 | 150000 |  | 140952 |
|  | ALEXANDRIA REAL ESTATE E | 3.8% 15 Apr 2026 | 38000 |  | 37508 |
|  | ALLY AUTO RECEIVABLES TRUST | 5.46% 15 May 2028 | 696000 |  | 703287 |
|  | ALTRIA GROUP INC | 2.45% 04 Feb 2032 | 250000 |  | 205515 |
|  | AMER AIRLINE 16 2 AA PTT | 3.2% 15 Dec 2029 | 125900 |  | 118765 |
|  | AMER AIRLINE 16 3 AA PTT | 3% 15 Apr 2030 | 144540 |  | 134133 |
|  | AMER AIRLINE 17 2 A PTT | 3.6% 15 Apr 2031 | 972305 |  | 887481 |
|  | AMER AIRLN 14 1 A PTT | 3.7% 01 Apr 2028 | 48261 |  | 46779 |
|  | AMEREN MISSOURI SEC FU I | 4.85% 01 Oct 2041 | 1000000 |  | 978260 |
|  | AMERICAN ELECTRIC POWER | 2.3% 01 Mar 2030 | 230000 |  | 199955 |
|  | AMERICAN TOWER CORP | 3.375% 15 Oct 2026 | 100000 |  | 97659 |
|  | AMERICAN TOWER CORP | 2.1% 15 Jun 2030 | 180000 |  | 154093 |
|  | AMERICAN TOWER CORP | 1.875% 15 Oct 2030 | 320000 |  | 267520 |
|  | AMERICAN TOWER CORP | 1.5% 31 Jan 2028 | 610000 |  | 550019 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 5.38% 18 Jun 2029 | 1220000 |  | 1235239 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 4.38% 18 Apr 2028 | 100383 |  | 100287 |
|  | AMGEN INC | 5.25% 02 Mar 2033 | 795000 |  | 788767 |
|  | AMSR TRUST | 3.95% 17 Jun 2040 | 1000000 |  | 959020 |
|  | AMSR TRUST | 1.527% 17 Aug 2038 | 1054757 |  | 1004645 |
|  | AMSR TRUST | 1.476% 17 Oct 2038 | 1313000 |  | 1237487 |
|  | AMSR TRUST | 1.379% 17 Nov 2037 | 378559 |  | 368417 |
|  | AMSR TRUST | 1.355% 17 Nov 2037 | 973216 |  | 947356 |
|  | ANZ NEW ZEALAND INTL/LDN | 5.355% 14 Aug 2028 | 240000 |  | 243192 |
|  | AON NORTH AMERICA INC | 5.45% 01 Mar 2034 | 350000 |  | 349755 |
|  | APA INFRASTRUCTURE LTD | 5.125% 16 Sep 2034 | 359000 |  | 342472 |
|  | APA INFRASTRUCTURE LTD | 4.25% 15 Jul 2027 | 159000 |  | 156392 |
|  | AT+T INC | 2.3% 01 Jun 2027 | 470000 |  | 443595 |
|  | AT+T INC | 2.75% 01 Jun 2031 | 210000 |  | 182637 |
|  | ATHENE GLOBAL FUNDING | 2.95% 12 Nov 2026 | 640000 |  | 617344 |

---

534

------

---

| | | | |
|:---|:---|:---|:---|
| ATMOS ENERGY CORP | 5.9% 15 Nov 2033 | 370000 | 387568 |
| AVOLON HOLDINGS FNDG LTD | 4.375% 01 May 2026 | 350000 | 346318 |
| AVOLON HOLDINGS FNDG LTD | 4.25% 15 Apr 2026 | 145000 | 143241 |
| AVOLON HOLDINGS FNDG LTD | 2.125% 21 Feb 2026 | 185000 | 178932 |
| AVOLON HOLDINGS FNDG LTD | 2.528% 18 Nov 2027 | 249000 | 230793 |
| AVOLON HOLDINGS FNDG LTD | 6.375% 04 May 2028 | 805000 | 827508 |
| AVOLON HOLDINGS FNDG LTD | 5.75% 01 Mar 2029 | 225000 | 227129 |
| BALTIMORE GAS + ELECTRIC | 5.3% 01 Jun 2034 | 400000 | 399288 |
| BANCO SANTANDER SA | 1.849% 25 Mar 2026 | 400000 | 385012 |
| BANCO SANTANDER SA | 1% 14 Sep 2027 | 200000 | 189056 |
| BANCO SANTANDER SA | 1% 15 Jul 2028 | 400000 | 402644 |
| BANCO SANTANDER SA | 5.439% 15 Jul 2031 | 200000 | 200036 |
| BANK OF AMERICA CORP | 4.25% 22 Oct 2026 | 142000 | 140762 |
| BANK OF AMERICA CORP | 1% 24 Apr 2028 | 300000 | 292074 |
| BANK OF AMERICA CORP | 1% 05 Mar 2029 | 81000 | 78481 |
| BANK OF AMERICA CORP | 1% 11 Mar 2027 | 760000 | 732245 |
| BANK OF AMERICA CORP | 1% 14 Jun 2029 | 219000 | 198556 |
| BANK OF AMERICA CORP | 1% 20 Jan 2027 | 285000 | 285869 |
| BANK OF AMERICA CORP | 1% 25 Apr 2029 | 390000 | 391919 |
| BANK OF AMERICA CORP | 1% 15 Sep 2029 | 670000 | 686248 |
| BANK OF AMERICA CORP | 1% 15 Aug 2035 | 215000 | 209135 |
| BANK OF IRELAND GROUP | 1% 30 Sep 2027 | 200000 | 190058 |
| BANK OF IRELAND GROUP | 1% 16 Sep 2026 | 279000 | 281257 |
| BANK OF IRELAND GROUP | 1% 20 Mar 2030 | 475000 | 479171 |
| BANK OF MONTREAL | 1% 10 Sep 2030 | 143000 | 140141 |
| BANK OF NOVA SCOTIA | 4.85% 01 Feb 2030 | 343000 | 339865 |
| BANK OF NOVA SCOTIA | 1% 10 Nov 2032 | 250000 | 242255 |
| BANK OF NY MELLON CORP | 1% 25 Oct 2029 | 285000 | 299227 |
| BANK OF NY MELLON CORP | 1% 25 Oct 2034 | 220000 | 237800 |
| BARCLAYS PLC | 1% 02 Nov 2028 | 410000 | 434465 |
| BARCLAYS PLC | 1% 13 Sep 2027 | 300000 | 307146 |
| BAT CAPITAL CORP | 2.259% 25 Mar 2028 | 145000 | 133194 |
| BAT INTL FINANCE PLC | 1.668% 25 Mar 2026 | 110000 | 105866 |
| BNP PARIBAS | 1% 09 Jan 2030 | 200000 | 199174 |
| BNP PARIBAS | 1% 09 Jun 2026 | 200000 | 197408 |
| BNP PARIBAS | 1% 13 Jan 2027 | 200000 | 192478 |
| BNP PARIBAS | 1% 20 Jan 2033 | 255000 | 217291 |
| BNP PARIBAS | 1% 19 Nov 2030 | 500000 | 494765 |
| BOEING CO | 3.25% 01 Mar 2028 | 245000 | 230001 |
| BOEING CO | 3.1% 01 May 2026 | 550000 | 536168 |
| BOEING CO | 5.04% 01 May 2027 | 390000 | 390815 |
| BOEING CO | 2.196% 04 Feb 2026 | 60000 | 58207 |
| BP CAP MARKETS AMERICA | 4.812% 13 Feb 2033 | 280000 | 270077 |
| BPCE SA | 1% 19 Oct 2027 | 250000 | 256145 |
| BPCE SA | 1% 18 Jan 2030 | 250000 | 250970 |
| BPCE SA | 5.281% 30 May 2029 | 450000 | 450437 |
| BRIDGECREST LENDING AUTO SECUR | 5.65% 16 Apr 2029 | 1800000 | 1815128 |
| BRIDGECREST LENDING AUTO SECUR | 6.07% 15 Feb 2030 | 1840000 | 1870790 |

---

535

------

---

| | | | |
|:---|:---|:---|:---|
| BRIDGECREST LENDING AUTO SECUR | 4.83% 15 Aug 2030 | 1200000 | 1188361 |
| BRITISH AIR 18 1 A PTT | 4.125% 20 Mar 2033 | 129165 | 121053 |
| BRITISH AIR 18 1 AA PTT | 3.8% 20 Mar 2033 | 96138 | 91466 |
| BRITISH AIR 19 1 A PTT | 3.35% 15 Dec 2030 | 654942 | 615947 |
| BROADCOM INC | 3.137% 15 Nov 2035 | 770000 | 628713 |
| BROADCOM INC | 5.05% 12 Jul 2029 | 650000 | 652080 |
| BROOKFIELD FINANCE INC | 3.9% 25 Jan 2028 | 84000 | 81649 |
| BROOKFIELD FINANCE INC | 4.85% 29 Mar 2029 | 93000 | 92233 |
| BUNGE LTD FINANCE CORP | 2.75% 14 May 2031 | 370000 | 319562 |
| BUNGE LTD FINANCE CORP | 4.2% 17 Sep 2029 | 245000 | 237520 |
| BXP TRUST | 3.379% 13 Jun 2039 | 1000000 | 953443 |
| CAIXABANK SA | 1% 13 Sep 2027 | 295000 | 302635 |
| CANADIAN IMPERIAL BANK | 5.986% 03 Oct 2028 | 500000 | 515920 |
| CANADIAN IMPERIAL BANK | 1% 11 Sep 2030 | 470000 | 460031 |
| CAPITAL ONE FINANCIAL CO | 4.2% 29 Oct 2025 | 70000 | 69553 |
| CAPITAL ONE FINANCIAL CO | 1% 02 Nov 2027 | 330000 | 311814 |
| CARGILL INC | 1.7% 02 Feb 2031 | 450000 | 370566 |
| CARMAX AUTO OWNER TRUST | 4.75% 15 Oct 2027 | 736242 | 737370 |
| CARMAX AUTO OWNER TRUST | 5.17% 15 Aug 2029 | 520000 | 522286 |
| CARMAX AUTO OWNER TRUST | 5.72% 16 Nov 2026 | 256805 | 257374 |
| CENCORA INC | 5.15% 15 Feb 2035 | 395000 | 386089 |
| CGI INC | 1.45% 14 Sep 2026 | 646000 | 611084 |
| CHARTER COMM OPT LLC/CAP | 5.05% 30 Mar 2029 | 330000 | 323598 |
| CISCO SYSTEMS INC | 5.05% 26 Feb 2034 | 85000 | 84670 |
| CITIBANK NA | 5.803% 29 Sep 2028 | 600000 | 618570 |
| CITIGROUP INC | 4.3% 20 Nov 2026 | 250000 | 247688 |
| CITIGROUP INC | 4.45% 29 Sep 2027 | 27000 | 26622 |
| CITIGROUP INC | 1% 24 Jul 2028 | 390000 | 377348 |
| CITIGROUP INC | 1% 23 Apr 2029 | 157000 | 152285 |
| CITIGROUP INC | 1% 20 Mar 2030 | 260000 | 247767 |
| CITIGROUP INC | 1% 08 Apr 2026 | 500000 | 497515 |
| CITIGROUP INC | 1% 19 Sep 2030 | 341000 | 331169 |
| CMS ENERGY CORP | 2.95% 15 Feb 2027 | 58000 | 55755 |
| CNO GLOBAL FUNDING | 5.875% 04 Jun 2027 | 700000 | 712509 |
| COLUMBIA PIPELINE HOLDCO | 5.097% 01 Oct 2031 | 87000 | 84797 |
| COMCAST CORP | 5.3% 01 Jun 2034 | 280000 | 279516 |
| CONAGRA BRANDS INC | 1.375% 01 Nov 2027 | 225000 | 204239 |
| CONSTELLATION EN GEN LLC | 5.8% 01 Mar 2033 | 262000 | 267879 |
| CONSUMERS 23 SECURE FUND | 5.21% 01 Sep 2031 | 1339000 | 1351908 |
| CONSUMERS ENERGY CO | 4.625% 15 May 2033 | 330000 | 318104 |
| COOPERATIEVE RABOBANK UA | 3.75% 21 Jul 2026 | 250000 | 244968 |
| COOPERATIEVE RABOBANK UA | 1% 28 Feb 2029 | 450000 | 455742 |
| COPT DEFENSE PROP LP | 2.25% 15 Mar 2026 | 620000 | 599751 |
| COREBRIDGE FINANCIAL INC | 3.65% 05 Apr 2027 | 320000 | 310909 |
| COREBRIDGE FINANCIAL INC | 3.85% 05 Apr 2029 | 230000 | 219659 |
| COREBRIDGE GLOB FUNDING | 5.9% 19 Sep 2028 | 210000 | 215666 |
| COREVEST AMERICAN FINANCE LTD | 2.705% 15 Oct 2052 | 265364 | 262380 |
| COREVEST AMERICAN FINANCE LTD | 1.358% 15 Aug 2053 | 31781 | 30738 |

---

536

------

---

| | | | |
|:---|:---|:---|:---|
| COREVEST AMERICAN FINANCE LTD | 1.569% 15 Apr 2053 | 1098833 | 1053347 |
| CREDIT ACCEPTANCE AUTO LOAN TR | 6.48% 15 Mar 2033 | 3000000 | 3034460 |
| CREDIT ACCEPTANCE AUTO LOAN TR | 6.39% 15 Aug 2033 | 960000 | 976704 |
| CREDIT ACCEPTANCE AUTO LOAN TR | 4.6% 15 Jun 2032 | 463820 | 463760 |
| CREDIT ACCEPTANCE AUTO LOAN TR | 4.68% 15 Sep 2034 | 1264000 | 1252639 |
| CREDIT AGRICOLE LONDON | 1% 16 Jun 2026 | 450000 | 443489 |
| CREDIT AGRICOLE SA | 1% 26 Jan 2027 | 690000 | 662476 |
| CREDIT AGRICOLE SA | 1% 10 Jan 2030 | 780000 | 779470 |
| CREDIT SUISSE MORTGAGE TRUST | 3.953% 15 Sep 2037 | 800000 | 722142 |
| CROWN CASTLE INC | 4% 01 Mar 2027 | 38000 | 37314 |
| CVS HEALTH CORP | 4.3% 25 Mar 2028 | 53000 | 51361 |
| CVS HEALTH CORP | 5.125% 21 Feb 2030 | 650000 | 636428 |
| CVS PASS THROUGH TRUST | 6.036% 10 Dec 2028 | 113372 | 113931 |
| CVS PASS THROUGH TRUST | 5.773% 10 Jan 2033 | 31041 | 30488 |
| DANSKE BANK A/S | 1% 01 Mar 2030 | 530000 | 537494 |
| DANSKE BANK A/S | 1% 02 Oct 2030 | 341000 | 330681 |
| DELL INT LLC / EMC CORP | 5.25% 01 Feb 2028 | 357000 | 360906 |
| DELL INT LLC / EMC CORP | 4.9% 01 Oct 2026 | 362000 | 362767 |
| DELTA AIR LINES 2015 1AA | 3.625% 30 Jan 2029 | 559019 | 541052 |
| DEUTSCHE BANK NY | 1% 24 Nov 2026 | 235000 | 228963 |
| DEUTSCHE BANK NY | 1% 18 Jan 2029 | 550000 | 570686 |
| DEUTSCHE BANK NY | 1% 20 Nov 2029 | 180000 | 188285 |
| DEUTSCHE BANK NY | 5.414% 10 May 2029 | 175000 | 177604 |
| DNB BANK ASA | 1% 16 Sep 2026 | 700000 | 681282 |
| DOMINION ENERGY INC | 2.85% 15 Aug 2026 | 76000 | 73772 |
| DRIVE AUTO RECEIVABLES TRUST | 5.43% 17 Nov 2031 | 1870000 | 1873471 |
| DT AUTO OWNER TRUST | 6.29% 16 Aug 2027 | 121818 | 122284 |
| DT AUTO OWNER TRUST | 5.88% 15 Apr 2027 | 195558 | 195724 |
| DUQUESNE LIGHT HOLDINGS | 3.616% 01 Aug 2027 | 200000 | 192448 |
| EASTERN GAS TRAN | 3% 15 Nov 2029 | 384000 | 351268 |
| EDISON INTERNATIONAL | 4.125% 15 Mar 2028 | 150000 | 145421 |
| ELECTRICITE DE FRANCE SA | 5.65% 22 Apr 2029 | 390000 | 397843 |
| ELEMENT FLEET MANAGEMENT | 6.319% 04 Dec 2028 | 410000 | 427163 |
| ENBRIDGE INC | 5.7% 08 Mar 2033 | 230000 | 232553 |
| ENERGY TRANSFER LP | 4.15% 15 Sep 2029 | 156000 | 149588 |
| ENERGY TRANSFER LP | 5.25% 01 Jul 2029 | 300000 | 301329 |
| ENI USA INC | 7.3% 15 Nov 2027 | 110000 | 117127 |
| ENTERGY CORP | 2.95% 01 Sep 2026 | 44000 | 42713 |
| EQT CORP | 3.9% 01 Oct 2027 | 101000 | 98122 |
| EQUINIX INC | 2.9% 18 Nov 2026 | 335000 | 323526 |
| ESSEX PORTFOLIO LP | 5.5% 01 Apr 2034 | 90000 | 89953 |
| EVERGY MISSOURI WEST INC | 5.15% 15 Dec 2027 | 360000 | 361645 |
| EXETER AUTOMOBILE RECEIVABLES | 5.7% 16 Jul 2029 | 1435000 | 1449832 |
| EXETER AUTOMOBILE RECEIVABLES | 4.48% 16 Apr 2029 | 1330000 | 1319914 |
| EXETER AUTOMOBILE RECEIVABLES | 5.41% 15 May 2030 | 545000 | 547694 |
| EXTRA SPACE STORAGE LP | 4% 15 Jun 2029 | 243000 | 232395 |
| F+G GLOBAL FUNDING | 1.75% 30 Jun 2026 | 170000 | 161626 |
| F+G GLOBAL FUNDING | 5.875% 10 Jun 2027 | 400000 | 404940 |

---

537

------

---

| | | | |
|:---|:---|:---|:---|
| FANNIE MAE | 1% 25 Sep 2041 | 27490 | 27159 |
| FANNIE MAE | 3% 25 May 2026 | 123324 | 121965 |
| FANNIE MAE | 4% 25 Oct 2041 | 27459 | 26397 |
| FANNIE MAE | 1% 25 Jan 2041 | 2082592 | 2095952 |
| FANNIE MAE | 1% 25 Sep 2042 | 123847 | 121987 |
| FANNIE MAE | 4% 25 Jan 2043 | 541348 | 515659 |
| FANNIE MAE | 3.5% 25 Mar 2043 | 35824 | 32620 |
| FANNIE MAE | 3% 25 Jan 2046 | 214596 | 193678 |
| FANNIE MAE | 1% 25 Mar 2034 | 41787 | 41692 |
| FANNIE MAE | 1% 25 Oct 2035 | 77108 | 76000 |
| FANNIEMAE ACES | 1% 25 May 2027 | 1605691 | 1554232 |
| FANNIEMAE ACES | 2.98% 25 Aug 2029 | 1106667 | 1032664 |
| FANNIEMAE ACES | 1% 25 Jun 2027 | 978083 | 945692 |
| FANNIEMAE ACES | 1% 25 Apr 2028 | 978673 | 937911 |
| FANNIEMAE ACES | 1% 25 Nov 2031 | 1261000 | 1027159 |
| FANNIEMAE ACES | 1% 25 Apr 2032 | 1250000 | 1038528 |
| FANNIEMAE ACES | 1% 25 May 2032 | 1077004 | 1034604 |
| FED CAISSES DESJARDINS | 5.7% 14 Mar 2028 | 200000 | 203770 |
| FED HM LN PC POOL Q14126 | 3.5% 01 Dec 2042 | 738839 | 675523 |
| FED HM LN PC POOL Q16560 | 4% 01 Mar 2043 | 2621906 | 2466308 |
| FED HM LN PC POOL Q40992 | 4% 01 Jun 2046 | 411304 | 383314 |
| FED HM LN PC POOL Q42280 | 4% 01 Aug 2046 | 149849 | 139652 |
| FED HM LN PC POOL QB1397 | 2.5% 01 Jul 2050 | 192454 | 157200 |
| FED HM LN PC POOL QC3244 | 3% 01 Jun 2051 | 711154 | 611042 |
| FED HM LN PC POOL RA5276 | 2.5% 01 May 2051 | 867982 | 713400 |
| FED HM LN PC POOL RA7937 | 5% 01 Sep 2052 | 731940 | 709449 |
| FED HM LN PC POOL SD1189 | 5% 01 Jul 2052 | 1357241 | 1315874 |
| FED HM LN PC POOL SD4432 | 2.5% 01 Feb 2052 | 790352 | 649105 |
| FED HM LN PC POOL U91363 | 4% 01 May 2043 | 768878 | 723237 |
| FED HM LN PC POOL U93176 | 3.5% 01 Jul 2046 | 253970 | 228389 |
| FED HM LN PC POOL WA1626 | 3.45% 01 Aug 2032 | 1346810 | 1230168 |
| FED HM LN PC POOL WN1157 | 1.8% 01 Nov 2028 | 1000000 | 897921 |
| FED HM LN PC POOL WN3233 | 3.19% 01 Jul 2033 | 1500000 | 1327225 |
| FED HM LN PC POOL ZM6956 | 4.5% 01 Jun 2048 | 467663 | 447842 |
| FHLMC MULTIFAMILY STRUCTURED P | 3.92% 25 May 2028 | 643624 | 636811 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Sep 2025 | 1671664 | 1643795 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Sep 2032 | 1300000 | 1200628 |
| FHLMC MULTIFAMILY STRUCTURED P | 4.614% 25 Feb 2033 | 1200000 | 1187146 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Nov 2030 | 550000 | 550824 |
| FIDELITY + GUARANTY LIFE | 5.5% 01 May 2025 | 284000 | 283796 |
| FIRSTKEY HOMES TRUST | 1.266% 19 Oct 2037 | 824519 | 802976 |
| FIRSTKEY HOMES TRUST | 1.376% 17 Sep 2038 | 2280442 | 2156853 |
| FIRSTKEY HOMES TRUST | 1.538% 17 Aug 2038 | 1205692 | 1147592 |
| FIRSTKEY HOMES TRUST | 4.25% 17 Jul 2038 | 1288804 | 1274313 |
| FISERV INC | 5.15% 12 Aug 2034 | 460000 | 449604 |
| FLAGSHIP CREDIT AUTO TRUST | 1.79% 15 Oct 2026 | 8850 | 8850 |
| FLORIDA POWER + LIGHT CO | 5.1% 01 Apr 2033 | 350000 | 347757 |
| FNMA POOL 890599 | 1% 01 Nov 2033 | 321624 | 307625 |

---

538

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AL3460 | 1% 01 May 2043 | 357532 | 316727 |
| FNMA POOL AL7395 | 1% 01 Mar 2038 | 381537 | 388047 |
| FNMA POOL AN2761 | 2.84% 01 Sep 2036 | 1473294 | 1313641 |
| FNMA POOL AN2857 | 2.39% 01 Jun 2025 | 568057 | 561258 |
| FNMA POOL AN3961 | 3.16% 01 Dec 2031 | 1232816 | 1115522 |
| FNMA POOL AN6146 | 3.13% 01 Jul 2032 | 1495000 | 1327502 |
| FNMA POOL AN6846 | 2.93% 01 Oct 2029 | 4818992 | 4442330 |
| FNMA POOL AO8983 | 4% 01 Jul 2042 | 4341694 | 4085763 |
| FNMA POOL AR4159 | 4% 01 Feb 2043 | 1665123 | 1564269 |
| FNMA POOL AT2032 | 3.5% 01 Apr 2043 | 1682522 | 1528728 |
| FNMA POOL BF0163 | 5% 01 Nov 2046 | 967232 | 957027 |
| FNMA POOL BF0669 | 4% 01 Jun 2052 | 1078775 | 1002111 |
| FNMA POOL BK8753 | 4.5% 01 Jun 2049 | 143209 | 136621 |
| FNMA POOL BL5375 | 2.58% 01 Nov 2028 | 980043 | 905868 |
| FNMA POOL BM3375 | 1% 01 Jan 2048 | 455477 | 424026 |
| FNMA POOL BM3499 | 1% 01 Dec 2047 | 2489770 | 2310218 |
| FNMA POOL BM6492 | 1% 01 Nov 2032 | 934779 | 740786 |
| FNMA POOL BM6734 | 1% 01 Aug 2059 | 1082992 | 990985 |
| FNMA POOL BM7075 | 1% 01 Mar 2061 | 1138221 | 948987 |
| FNMA POOL BS3939 | 1.58% 01 Nov 2028 | 749983 | 671452 |
| FNMA POOL BS4030 | 1.96% 01 Jan 2032 | 1500000 | 1257566 |
| FNMA POOL BS4275 | 2.02% 01 Oct 2029 | 2324806 | 2039229 |
| FNMA POOL BS4290 | 1.95% 01 Oct 2029 | 3000000 | 2623794 |
| FNMA POOL BS4375 | 2.11% 01 Jan 2032 | 1500000 | 1269647 |
| FNMA POOL BS4654 | 2.39% 01 Mar 2032 | 1118193 | 963521 |
| FNMA POOL BS5478 | 3.13% 01 Nov 2029 | 888749 | 819041 |
| FNMA POOL BS5503 | 3.08% 01 Apr 2029 | 1554103 | 1450549 |
| FNMA POOL BS5580 | 3.68% 01 Jan 2032 | 1190000 | 1097962 |
| FNMA POOL BS5617 | 3.06% 01 May 2032 | 965589 | 862634 |
| FNMA POOL BS5619 | 3.06% 01 May 2032 | 1738060 | 1550688 |
| FNMA POOL BS5844 | 3.59% 01 Jan 2029 | 1100000 | 1047337 |
| FNMA POOL BS5880 | 3.6% 01 Jan 2032 | 500000 | 457574 |
| FNMA POOL BS6339 | 3.8% 01 Sep 2032 | 960896 | 891243 |
| FNMA POOL BS6742 | 3.585% 01 Nov 2029 | 1498656 | 1414335 |
| FNMA POOL BS7317 | 5.35% 01 Nov 2027 | 986229 | 997379 |
| FNMA POOL BS7361 | 4.76% 01 Jan 2030 | 2085000 | 2082580 |
| FNMA POOL BS7415 | 4.84% 01 Jan 2033 | 1500000 | 1491217 |
| FNMA POOL BS7422 | 4.91% 01 Nov 2030 | 1083207 | 1079982 |
| FNMA POOL BS7573 | 4.62% 01 Jan 2032 | 1000000 | 976288 |
| FNMA POOL BS7576 | 4.86% 01 Dec 2027 | 712553 | 713006 |
| FNMA POOL BS7643 | 4.41% 01 Jun 2031 | 1473785 | 1417138 |
| FNMA POOL BY4714 | 5% 01 Jun 2053 | 1926530 | 1859448 |
| FNMA POOL BZ0132 | 5.63% 01 Mar 2031 | 1391114 | 1433690 |
| FNMA POOL BZ2378 | 4.43% 01 Nov 2031 | 1000000 | 973845 |
| FNMA POOL CA5702 | 2.5% 01 May 2050 | 868469 | 721394 |
| FNMA POOL CB1878 | 3% 01 Oct 2051 | 810327 | 693599 |
| FNMA POOL CB1908 | 2.5% 01 Oct 2051 | 956157 | 786912 |
| FNMA POOL CB2637 | 2.5% 01 Jan 2052 | 773778 | 635874 |

---

539

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL CB2670 | 3% 01 Jan 2052 | 750636 | 637831 |
| FNMA POOL CB3265 | 3% 01 Apr 2052 | 1509241 | 1283731 |
| FNMA POOL CB3378 | 4% 01 Apr 2052 | 977723 | 898900 |
| FNMA POOL FM2096 | 1% 01 Nov 2049 | 1628325 | 1457288 |
| FNMA POOL FM7957 | 1% 01 Jul 2051 | 1111473 | 915797 |
| FNMA POOL FS0795 | 1% 01 Jan 2042 | 972990 | 871426 |
| FNMA POOL FS2707 | 1% 01 Apr 2052 | 1450122 | 1291467 |
| FNMA POOL FS5384 | 1% 01 Jun 2051 | 1799724 | 1490481 |
| FNMA POOL FS6323 | 1% 01 May 2052 | 1550566 | 1380463 |
| FNMA POOL FS6514 | 1% 01 Sep 2051 | 1361354 | 1119999 |
| FNMA POOL FS7749 | 1% 01 Feb 2052 | 1328948 | 1138332 |
| FNMA POOL MA2761 | 3.5% 01 Sep 2046 | 170688 | 153296 |
| FNMA POOL MA2793 | 3.5% 01 Oct 2046 | 356607 | 320271 |
| FORD CREDIT AUTO OWNER TRUST | 4.56% 15 Dec 2028 | 780000 | 779636 |
| FORTIS INC | 3.055% 04 Oct 2026 | 75000 | 72662 |
| FREDDIE MAC | 4.5% 15 Nov 2036 | 362143 | 359030 |
| FREDDIE MAC | 3% 15 Jan 2026 | 182728 | 180977 |
| FREDDIE MAC | 4% 15 Jan 2041 | 120632 | 114490 |
| FREDDIE MAC | 3% 15 Feb 2026 | 37238 | 36879 |
| FREDDIE MAC | 3.5% 15 Nov 2025 | 13087 | 13005 |
| FREDDIE MAC | 4.5% 15 Jan 2041 | 573925 | 566661 |
| FREDDIE MAC | 4.5% 15 Jan 2041 | 5020 | 5009 |
| FREDDIE MAC | 3% 15 Jan 2027 | 920454 | 907011 |
| FREDDIE MAC | 1% 15 May 2042 | 79038 | 78711 |
| FREDDIE MAC | 3.5% 15 Nov 2042 | 456294 | 425535 |
| FREDDIE MAC | 1% 15 Jun 2043 | 172888 | 169208 |
| FREDDIE MAC | 1.5% 25 Aug 2050 | 1324282 | 1025865 |
| FREDDIE MAC | 1.5% 25 Aug 2050 | 1323175 | 1017313 |
| FREDDIE MAC | 3.5% 15 Oct 2025 | 44013 | 43749 |
| FREDDIE MAC | 1% 15 Oct 2040 | 59005 | 58058 |
| FREDDIE MAC | 2% 25 Dec 2051 | 1017267 | 875527 |
| FREDDIE MAC | 2.5% 25 Feb 2052 | 1377448 | 1226526 |
| FREDDIE MAC | 5.5% 15 Aug 2033 | 67000 | 66850 |
| FREDDIE MAC | 5% 15 Feb 2035 | 185620 | 185913 |
| FREDDIE MAC | 1% 15 Jul 2039 | 22657 | 23068 |
| FREDDIE MAC SCRT | 3.25% 25 Nov 2061 | 1909668 | 1624535 |
| FREDDIE MAC SCRT | 3.5% 25 Jun 2057 | 637643 | 564273 |
| FREDDIE MAC SCRT | 3.5% 25 May 2057 | 765894 | 706827 |
| FREDDIE MAC SCRT | 3.5% 25 Mar 2058 | 1374410 | 1305637 |
| FREDDIE MAC SCRT | 3.5% 25 Jul 2058 | 415970 | 363136 |
| FREDDIE MAC SCRT | 3.5% 25 Jul 2058 | 319170 | 302465 |
| FREDDIE MAC SCRT | 3% 25 Oct 2062 | 1358915 | 1116737 |
| FREDDIE MAC SCRT | 4% 25 Aug 2058 | 831822 | 763855 |
| FREDDIE MAC SCRT | 4% 25 Feb 2059 | 1023052 | 937468 |
| FREDDIE MAC SCRT | 2.5% 25 Aug 2059 | 1169855 | 1064932 |
| FREDDIE MAC SCRT | 3% 25 Nov 2063 | 1551982 | 1255172 |
| FREDDIE MAC SCRT | 3.5% 25 May 2064 | 1461264 | 1281407 |
| FREDDIE MAC SLST | 3.5% 25 Jun 2028 | 1087316 | 1046241 |

---

540

------

---

| | | | |
|:---|:---|:---|:---|
| FREDDIE MAC SLST | 3.5% 25 Nov 2028 | 738949 | 709653 |
| FREDDIE MAC SLST | 2.75% 25 Nov 2029 | 756480 | 702147 |
| FREDDIEMAC STRIP | 1% 15 Jul 2042 | 333925 | 331341 |
| FREDDIEMAC STRIP | 3% 15 Aug 2042 | 541003 | 480881 |
| FREDDIEMAC STRIP | 3% 15 Aug 2042 | 97947 | 86956 |
| FREDDIEMAC STRIP | 1% 15 Mar 2044 | 677080 | 673291 |
| FREDDIEMAC STRIP | 3% 15 Oct 2042 | 112546 | 99987 |
| FREDDIEMAC STRIP | 3% 15 Jan 2044 | 744854 | 658754 |
| FRTKL | 1.571% 17 Sep 2038 | 2615000 | 2465411 |
| GAIF BOND ISSUER P/L | 3.4% 30 Sep 2026 | 142000 | 138182 |
| GENERAL MILLS INC | 4.95% 29 Mar 2033 | 220000 | 213981 |
| GENERAL MOTORS CO | 6.8% 01 Oct 2027 | 330000 | 344497 |
| GENERAL MOTORS FINL CO | 1.25% 08 Jan 2026 | 253000 | 243735 |
| GLOBAL PAYMENTS INC | 3.2% 15 Aug 2029 | 219000 | 200777 |
| GLOBAL PAYMENTS INC | 5.3% 15 Aug 2029 | 87000 | 87107 |
| GLS AUTO RECEIVABLES TRUST | 5.7% 15 Jan 2027 | 177648 | 177816 |
| GM FINANCIAL AUTOMOBILE LEASIN | 5.43% 21 Sep 2026 | 881816 | 886190 |
| GM FINANCIAL SECURITIZED TERM | 5.45% 16 Jun 2028 | 1070000 | 1081409 |
| GM FINANCIAL SECURITIZED TERM | 5.16% 16 Aug 2029 | 1000000 | 1008598 |
| GNMA II POOL 786842 | 4% 20 Apr 2053 | 853873 | 775491 |
| GNMA II POOL BI0416 | 4.5% 20 Nov 2048 | 270552 | 259144 |
| GNMA II POOL BK7169 | 5% 20 Dec 2048 | 153473 | 150997 |
| GNMA II POOL BM9692 | 4.5% 20 Jul 2049 | 459100 | 439884 |
| GNMA II POOL BN7043 | 4.5% 20 Sep 2049 | 1025412 | 981600 |
| GNMA II POOL BT8093 | 3.5% 20 Apr 2050 | 1746888 | 1548750 |
| GNMA II POOL MA7534 | 2.5% 20 Aug 2051 | 1977952 | 1652449 |
| GNMA II POOL MA8200 | 4% 20 Aug 2052 | 496864 | 458497 |
| GOLDMAN SACHS GROUP INC | 1% 24 Oct 2029 | 300000 | 314247 |
| GOLDMAN SACHS GROUP INC | 1% 23 Jul 2030 | 355000 | 353104 |
| GOLDMAN SACHS GROUP INC | 1% 23 Oct 2030 | 330000 | 323265 |
| GOLDMAN SACHS GROUP INC | 4.25% 21 Oct 2025 | 55000 | 54723 |
| GOLDMAN SACHS GROUP INC | 1% 24 Feb 2028 | 276000 | 263111 |
| GOLDMAN SACHS GROUP INC | 1% 10 Aug 2026 | 300000 | 301674 |
| GOODMAN US FIN THREE | 3.7% 15 Mar 2028 | 150000 | 142751 |
| GOVERNMENT NATIONAL MORTGAGE A | 5.5% 16 Mar 2034 | 390926 | 397621 |
| GOVERNMENT NATIONAL MORTGAGE A | 5.5% 20 Jul 2037 | 129537 | 131551 |
| GOVERNMENT NATIONAL MORTGAGE A | 5.25% 20 Jan 2038 | 120216 | 120929 |
| GOVERNMENT NATIONAL MORTGAGE A | 5.5% 20 Jun 2038 | 619275 | 626442 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Apr 2065 | 168533 | 168256 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jul 2065 | 331010 | 330153 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Sep 2065 | 304087 | 303313 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Oct 2065 | 333726 | 332922 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Dec 2065 | 267855 | 267547 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Aug 2066 | 552254 | 552648 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Sep 2066 | 511619 | 511767 |
| GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Aug 2044 | 198997 | 204197 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 2630693 | 2630693 |
| GRAY OAK PIPELINE LLC | 2.6% 15 Oct 2025 | 190000 | 186356 |

---

541

------

---

| | | | |
|:---|:---|:---|:---|
| HALEON US CAPITAL LLC | 3.375% 24 Mar 2027 | 501000 | 486251 |
| HASBRO INC | 3.9% 19 Nov 2029 | 365000 | 343067 |
| HCA INC | 4.125% 15 Jun 2029 | 370000 | 352999 |
| HCA INC | 3.625% 15 Mar 2032 | 350000 | 308207 |
| HCA INC | 5.2% 01 Jun 2028 | 90000 | 90184 |
| HEALTHCARE RLTY HLDGS LP | 3.1% 15 Feb 2030 | 769000 | 689601 |
| HEALTHPEAK OP LLC | 2.125% 01 Dec 2028 | 315000 | 283113 |
| HF SINCLAIR CORP | 5.875% 01 Apr 2026 | 152000 | 153085 |
| HIGH STREET FNDG TRUST I | 4.111% 15 Feb 2028 | 176000 | 169118 |
| HOME PARTNERS OF AMERICA TRUST | 1.901% 17 Dec 2026 | 2099486 | 1989328 |
| HP ENTERPRISE CO | 5% 15 Oct 2034 | 390000 | 374977 |
| HSBC HOLDINGS PLC | 1% 13 Mar 2028 | 200000 | 195660 |
| HSBC HOLDINGS PLC | 1% 12 Sep 2026 | 200000 | 198992 |
| HSBC HOLDINGS PLC | 1% 18 Apr 2026 | 550000 | 544456 |
| HSBC HOLDINGS PLC | 1% 22 Sep 2028 | 530000 | 488188 |
| HSBC HOLDINGS PLC | 1% 17 Aug 2029 | 200000 | 179616 |
| HSBC HOLDINGS PLC | 1% 17 May 2032 | 250000 | 252670 |
| HSBC HOLDINGS PLC | 1% 19 Nov 2030 | 265000 | 263092 |
| HUNTINGTON BANCSHARES | 1% 15 Jan 2031 | 160000 | 159888 |
| HUNTINGTON NATIONAL BANK | 5.65% 10 Jan 2030 | 414000 | 420649 |
| HYUNDAI AUTO RECEIVABLES TRUST | 5.48% 17 Apr 2028 | 1321000 | 1335570 |
| HYUNDAI CAPITAL AMERICA | 3% 10 Feb 2027 | 200000 | 192142 |
| HYUNDAI CAPITAL AMERICA | 1.8% 15 Oct 2025 | 160000 | 156002 |
| HYUNDAI CAPITAL AMERICA | 2.375% 15 Oct 2027 | 160000 | 149194 |
| HYUNDAI CAPITAL AMERICA | 5.65% 26 Jun 2026 | 1042000 | 1051472 |
| HYUNDAI CAPITAL AMERICA | 4.55% 26 Sep 2029 | 200000 | 194036 |
| INVITATION HOMES TRUST | 4% 17 Sep 2041 | 938393 | 890881 |
| ITC HOLDINGS CORP | 2.95% 14 May 2030 | 250000 | 223365 |
| JACKSON NATL LIFE GLOBAL | 3.05% 29 Apr 2026 | 500000 | 488170 |
| JBS USA HOLD/FOOD/LUX CO | 3.75% 01 Dec 2031 | 255000 | 226529 |
| JBS USA HOLD/FOOD/LUX CO | 6.75% 15 Mar 2034 | 288000 | 305052 |
| JM SMUCKER CO | 6.2% 15 Nov 2033 | 115000 | 121222 |
| KELLANOVA | 5.25% 01 Mar 2033 | 248000 | 247608 |
| KEYCORP | 4.15% 29 Oct 2025 | 85000 | 84429 |
| KINDER MORGAN INC | 5% 01 Feb 2029 | 230000 | 229179 |
| KROGER CO | 5% 15 Sep 2034 | 190000 | 184068 |
| L3HARRIS TECH INC | 5.4% 31 Jul 2033 | 237000 | 236419 |
| LIBERTY MUTUAL GROUP INC | 4.569% 01 Feb 2029 | 233000 | 228256 |
| LIBERTY MUTUAL INSURANCE | 8.5% 15 May 2025 | 200000 | 202464 |
| LIBERTY MUTUAL INSURANCE | 7.875% 15 Oct 2026 | 500000 | 520455 |
| LLOYDS BANKING GROUP PLC | 4.582% 10 Dec 2025 | 200000 | 199010 |
| LLOYDS BANKING GROUP PLC | 4.375% 22 Mar 2028 | 200000 | 195330 |
| LLOYDS BANKING GROUP PLC | 1% 11 May 2027 | 220000 | 210390 |
| LSEGA FINANCING PLC | 2% 06 Apr 2028 | 430000 | 391704 |
| MACQUARIE GROUP LTD | 1% 28 Nov 2028 | 320000 | 308538 |
| MARTIN MARIETTA MATERIAL | 3.45% 01 Jun 2027 | 114000 | 110349 |
| MARVELL TECHNOLOGY INC | 5.75% 15 Feb 2029 | 300000 | 307500 |
| MERCEDES BENZ AUTO RECEIVABLES | 4.51% 15 Nov 2027 | 1384517 | 1384749 |

---

542

------

---

| | | | |
|:---|:---|:---|:---|
| MID ATLANTIC INTERSTATE | 4.1% 15 May 2028 | 80000 | 77648 |
| MITSUBISHI UFJ FIN GRP | 1% 20 Jul 2027 | 210000 | 199693 |
| MITSUBISHI UFJ FIN GRP | 1% 22 Feb 2031 | 440000 | 447115 |
| MIZUHO FINANCIAL GROUP | 1% 22 May 2027 | 231000 | 219840 |
| MIZUHO FINANCIAL GROUP | 1% 06 Jul 2029 | 500000 | 511180 |
| MONONGAHELA POWER CO | 3.55% 15 May 2027 | 110000 | 106677 |
| MORGAN STANLEY | 5% 24 Nov 2025 | 43000 | 43081 |
| MORGAN STANLEY | 1% 21 Jan 2028 | 71000 | 67612 |
| MORGAN STANLEY | 1% 01 Feb 2029 | 230000 | 230426 |
| MORGAN STANLEY | 1% 20 Jul 2029 | 130000 | 131431 |
| MORGAN STANLEY | 1% 16 Jan 2030 | 180000 | 180059 |
| MORGAN STANLEY | 1% 18 Apr 2030 | 300000 | 305529 |
| MORGAN STANLEY | 1% 19 Jul 2030 | 220000 | 219056 |
| MRCD MORTGAGE TRUST | 2.717% 15 Dec 2036 | 2500000 | 2189851 |
| MUTUAL OF OMAHA GLOBAL | 5.8% 27 Jul 2026 | 250000 | 252973 |
| NASDAQ INC | 5.55% 15 Feb 2034 | 105000 | 105993 |
| NATIONAL BANK OF CANADA | 5.6% 18 Dec 2028 | 340000 | 346395 |
| NATIONWIDE BLDG SOCIETY | 1% 08 Mar 2029 | 310000 | 301134 |
| NATIONWIDE BLDG SOCIETY | 5.127% 29 Jul 2029 | 502000 | 502457 |
| NATWEST GROUP PLC | 1% 10 Nov 2026 | 200000 | 204074 |
| NATWEST GROUP PLC | 1% 02 Mar 2034 | 200000 | 204880 |
| NATWEST GROUP PLC | 1% 02 Mar 2027 | 400000 | 403744 |
| NATWEST GROUP PLC | 4.8% 05 Apr 2026 | 373000 | 372948 |
| NATWEST GROUP PLC | 1% 08 May 2030 | 265000 | 255537 |
| NATWEST MARKETS PLC | 5.41% 17 May 2029 | 345000 | 348554 |
| NEXTERA ENERGY CAPITAL | 5% 28 Feb 2030 | 600000 | 600882 |
| NISOURCE INC | 5.2% 01 Jul 2029 | 250000 | 251793 |
| NNN REIT INC | 3.6% 15 Dec 2026 | 91000 | 89037 |
| NNN REIT INC | 3.5% 15 Oct 2027 | 80000 | 77294 |
| NOMURA HOLDINGS INC | 5.594% 02 Jul 2027 | 350000 | 354207 |
| NORDEA BANK ABP | 5.375% 22 Sep 2027 | 200000 | 202462 |
| NORTHWESTERN MUTUAL GLBL | 1.7% 01 Jun 2028 | 185000 | 166219 |
| NORTHWESTERN MUTUAL GLBL | 5.16% 28 May 2031 | 450000 | 450725 |
| NOV INC | 3.6% 01 Dec 2029 | 280000 | 261061 |
| NRG ENERGY INC | 4.45% 15 Jun 2029 | 175000 | 167046 |
| NRG ENERGY INC | 2% 02 Dec 2025 | 210000 | 203608 |
| NRG ENERGY INC | 2.45% 02 Dec 2027 | 235000 | 217908 |
| NVENT FINANCE SARL | 4.55% 15 Apr 2028 | 127000 | 125665 |
| NXP BV/NXP FDG/NXP USA | 2.5% 11 May 2031 | 320000 | 272560 |
| NY STATE ELECTRIC + GAS | 3.25% 01 Dec 2026 | 68000 | 65944 |
| ORACLE CORP | 2.3% 25 Mar 2028 | 80000 | 73919 |
| ORACLE CORP | 4.9% 06 Feb 2033 | 270000 | 262721 |
| PACIFIC GAS + ELECTRIC | 2.95% 01 Mar 2026 | 1044000 | 1020374 |
| PACIFIC GAS + ELECTRIC | 3.45% 01 Jul 2025 | 170000 | 168689 |
| PACIFIC GAS + ELECTRIC | 5.8% 15 May 2034 | 470000 | 480876 |
| PAGAYA AI TECHNOLOGY IN HOUSIN | 3.6% 25 Oct 2040 | 1000000 | 939629 |
| PFIZER INVESTMENT ENTER | 4.75% 19 May 2033 | 575000 | 556433 |
| PG+E ENERGY RECOVERY FND | 1.46% 15 Jul 2033 | 329954 | 297830 |

---

543

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | PG+E WILDFIRE RECOVERY | 4.263% 01 Jun 2038 | 245000 | 229651 |
| | PHILLIPS 66 | 3.15% 15 Dec 2029 | 170000 | 155895 |
| | PHILLIPS 66 CO | 3.55% 01 Oct 2026 | 73000 | 71663 |
| | PHILLIPS 66 CO | 4.95% 01 Dec 2027 | 460000 | 463675 |
| | PLAINS ALL AMER PIPELINE | 3.55% 15 Dec 2029 | 470000 | 436860 |
| | PNC FINANCIAL SERVICES | 1% 24 Jan 2034 | 317000 | 308374 |
| | PNC FINANCIAL SERVICES | 1% 21 Oct 2032 | 210000 | 203908 |
| | PROGRESS RESIDENTIAL TRUST | 3.35% 17 Feb 2041 | 1152480 | 1074449 |
| | PROGRESS RESIDENTIAL TRUST | 3.2% 17 Apr 2039 | 678733 | 651016 |
| | PROGRESS RESIDENTIAL TRUST | 3% 17 Jun 2041 | 1250000 | 1141656 |
| | PROGRESS RESIDENTIAL TRUST | 3% 09 Aug 2029 | 1638000 | 1491385 |
| | PROGRESS RESIDENTIAL TRUST | 1.524% 17 Jul 2038 | 1436777 | 1375921 |
| | PROGRESS RESIDENTIAL TRUST | 1.51% 17 Oct 2038 | 2065502 | 1955361 |
| | PROGRESS RESIDENTIAL TRUST | 2.283% 17 Jan 2039 | 1631598 | 1462297 |
| | PROGRESS RESIDENTIAL TRUST | 4.3% 17 Mar 2040 | 2045465 | 1993200 |
| | PROGRESS RESIDENTIAL TRUST | 3.1% 17 Jul 2041 | 1590000 | 1457533 |
| | PROTECTIVE LIFE GLOBAL | 1.303% 20 Sep 2026 | 434000 | 409661 |
| | PROTECTIVE LIFE GLOBAL | 5.467% 08 Dec 2028 | 427000 | 433798 |
| \* | PRUDENTIAL INSURANCE CO | 8.3% 01 Jul 2025 | 430000 | 437542 |
|  | PUBLIC SERVICE ELECTRIC | 4.65% 15 Mar 2033 | 450000 | 435533 |
|  | QUANTA SERVICES INC | 2.9% 01 Oct 2030 | 610000 | 544254 |
|  | REALTY INCOME CORP | 4.85% 15 Mar 2030 | 260000 | 258411 |
|  | REGENCY CENTERS LP | 2.95% 15 Sep 2029 | 195000 | 178698 |
|  | REPUBLIC SERVICES INC | 5% 01 Apr 2034 | 110000 | 107302 |
|  | ROCC TRUST | 5.388% 13 Nov 2041 | 720000 | 718296 |
|  | ROYAL BANK OF CANADA | 1% 18 Oct 2030 | 400000 | 391464 |
|  | RTX CORP | 5.15% 27 Feb 2033 | 193000 | 191219 |
|  | SANTANDER DRIVE AUTO RECEIVABL | 5.61% 15 Oct 2027 | 886876 | 889770 |
|  | SANTANDER DRIVE AUTO RECEIVABL | 5.98% 16 Apr 2029 | 2315000 | 2354556 |
|  | SANTANDER DRIVE AUTO RECEIVABL | 5.75% 15 Apr 2027 | 152355 | 152545 |
|  | SANTANDER DRIVE AUTO RECEIVABL | 5.21% 15 Jul 2027 | 744033 | 745061 |
|  | SANTANDER DRIVE AUTO RECEIVABL | 5.64% 15 Aug 2030 | 1950000 | 1976561 |
|  | SANTANDER DRIVE AUTO RECEIVABL | 5.45% 15 Mar 2030 | 3266000 | 3300121 |
|  | SANTANDER DRIVE AUTO RECEIVABL | 4.93% 17 Sep 2029 | 1915000 | 1920909 |
|  | SANTANDER DRIVE AUTO RECEIVABL | 4.78% 15 Jan 2031 | 1430000 | 1419783 |
|  | SANTANDER UK GROUP HLDGS | 1% 14 Jun 2027 | 215000 | 204540 |
|  | SANTANDER UK GROUP HLDGS | 1% 21 Nov 2026 | 535000 | 542693 |
|  | SANTANDER UK GROUP HLDGS | 1% 10 Jan 2029 | 800000 | 824448 |
|  | SCF EQUIPMENT TRUST LLC | 5.52% 20 Jan 2032 | 890000 | 904129 |
|  | SCHLUMBERGER HLDGS CORP | 3.9% 17 May 2028 | 113000 | 109633 |
|  | SKANDINAVISKA ENSKILDA | 5.375% 05 Mar 2029 | 365000 | 368190 |
|  | SMBC AVIATION CAPITAL FI | 1.9% 15 Oct 2026 | 480000 | 454814 |
|  | SMITHFIELD FOODS INC | 5.2% 01 Apr 2029 | 260000 | 254267 |
|  | SOCIETE GENERALE | 4.25% 14 Apr 2025 | 200000 | 199116 |
|  | SOCIETE GENERALE | 1% 14 Dec 2026 | 300000 | 289485 |
|  | SOCIETE GENERALE | 1% 19 Jan 2030 | 387000 | 386249 |
|  | SOCIETE GENERALE | 5.25% 19 Feb 2027 | 235000 | 235209 |
|  | SOUTHERN CAL EDISON | 5.45% 01 Jun 2031 | 360000 | 365634 |

---

544

------

---

| | | | |
|:---|:---|:---|:---|
| SOUTHERN CO | 5.2% 15 Jun 2033 | 120000 | 118667 |
| SOUTHERN CO | 5.5% 15 Mar 2029 | 390000 | 397777 |
| SOUTHWESTERN ELEC POWER | 5.3% 01 Apr 2033 | 360000 | 356231 |
| SPRINT CAPITAL CORP | 6.875% 15 Nov 2028 | 124000 | 131539 |
| STANDARD CHARTERED PLC | 1% 14 May 2035 | 340000 | 340721 |
| STRIPS | 0.01% 15 Nov 2032 | 10630000 | 7338377 |
| SUMITOMO MITSUI FINL GRP | 3.04% 16 Jul 2029 | 740000 | 679246 |
| SUMITOMO MITSUI FINL GRP | 5.52% 13 Jan 2028 | 310000 | 314861 |
| SUMITOMO MITSUI FINL GRP | 5.71% 13 Jan 2030 | 310000 | 317617 |
| SUNCOR ENERGY INC | 7.875% 15 Jun 2026 | 99000 | 103181 |
| SWEDBANK AB | 5.337% 20 Sep 2027 | 450000 | 453960 |
| SYNCHRONY CARD ISSUANCE TRUST | 5.54% 15 Jul 2029 | 849000 | 861277 |
| T MOBILE USA INC | 3.75% 15 Apr 2027 | 1197000 | 1169266 |
| TAKE TWO INTERACTIVE SOF | 3.7% 14 Apr 2027 | 448000 | 437163 |
| TAKE TWO INTERACTIVE SOF | 5.4% 12 Jun 2029 | 530000 | 536455 |
| TAKEDA PHARMACEUTICAL | 2.05% 31 Mar 2030 | 300000 | 258450 |
| TESLA AUTO LEASE TRUST | 5.94% 20 Jul 2027 | 900000 | 908133 |
| THE CAMPBELLS COMPANY | 4.15% 15 Mar 2028 | 150000 | 146315 |
| TORONTO DOMINION BANK | 5.523% 17 Jul 2028 | 215000 | 218517 |
| TRICON AMERICAN HOMES | 1.499% 17 Jul 2038 | 342479 | 325692 |
| TRICON RESIDENTIAL | 1.943% 17 Jul 2038 | 1767419 | 1694370 |
| TRICON RESIDENTIAL | 3.856% 17 Apr 2039 | 916940 | 892093 |
| TRICON RESIDENTIAL | 4.75% 17 Jun 2040 | 1319179 | 1303123 |
| TRITON CONTAINER | 2.05% 15 Apr 2026 | 500000 | 477295 |
| TRUIST FINANCIAL CORP | 1% 26 Jan 2029 | 1101000 | 1093788 |
| TSMC ARIZONA CORP | 2.5% 25 Oct 2031 | 480000 | 411134 |
| TYSON FOODS INC | 5.7% 15 Mar 2034 | 190000 | 192250 |
| UBER TECHNOLOGIES INC | 4.8% 15 Sep 2034 | 125000 | 119240 |
| UBS GROUP AG | 1% 05 Jun 2026 | 250000 | 246988 |
| UBS GROUP AG | 1% 02 Feb 2027 | 290000 | 278687 |
| UBS GROUP AG | 4.125% 15 Apr 2026 | 200000 | 198098 |
| UDR INC | 3.2% 15 Jan 2030 | 155000 | 141868 |
| UNICREDIT SPA | 1% 03 Jun 2027 | 200000 | 191400 |
| UNITED AIR 2014 2 A PTT | 3.75% 03 Mar 2028 | 1297690 | 1270192 |
| UNITED AIR 2016 1 B PTT | 3.65% 07 Jul 2027 | 58071 | 56466 |
| UNITED AIR 2016 2 A PTT | 3.1% 07 Apr 2030 | 187059 | 169592 |
| UNITED AIR 2018 1 A PTT | 3.7% 01 Sep 2031 | 259144 | 236515 |
| UNITED AIR 2018 1 B PTT | 4.6% 01 Sep 2027 | 34922 | 34103 |
| UNITED AIR 2019 2 AA PTT | 2.7% 01 Nov 2033 | 266804 | 235060 |
| UNITED AIR 2019 2 B PTT | 3.5% 01 Nov 2029 | 260913 | 245250 |
| UNITED MEXICAN STATES | 3.75% 11 Jan 2028 | 473000 | 449350 |
| UNITED MEXICAN STATES | 2.659% 24 May 2031 | 535000 | 433650 |
| US BANCORP | 1% 23 Jan 2030 | 475000 | 479109 |
| US DOLLAR | CURRENCY | 0 | 0 |
| US TREASURY N/B | 2.75% 15 Aug 2042 | 915000 | 687823 |
| US TREASURY N/B | 1.125% 15 Aug 2040 | 3842000 | 2293194 |
| US TREASURY N/B | 1.125% 15 May 2040 | 5754000 | 3464987 |
| US TREASURY N/B | 3.25% 15 May 2042 | 1568000 | 1276450 |

---

545

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| US TREASURY N/B | 3.375% 15 Aug 2042 | 4809000 |  | 3972685 |
| US TREASURY N/B | 2.625% 15 Feb 2029 | 4330000 |  | 4047535 |
| US TREASURY N/B | 2.375% 15 May 2029 | 6910000 |  | 6366917 |
| US TREASURY N/B | 1.5% 15 Feb 2030 | 8590000 |  | 7457865 |
| US TREASURY N/B | 1.25% 30 Jun 2028 | 4434500 |  | 3995207 |
| US TREASURY N/B | 1% 31 Jul 2028 | 7000000 |  | 6231094 |
| US TREASURY N/B | 1.375% 15 Nov 2031 | 7011600 |  | 5728696 |
| US TREASURY N/B | 1.875% 15 Feb 2032 | 9835000 |  | 8272157 |
| US TREASURY N/B | 2.875% 15 May 2032 | 6046000 |  | 5430064 |
| US TREASURY N/B | 2.75% 15 Aug 2032 | 14253000 |  | 12640629 |
| US TREASURY N/B | 3.125% 31 Aug 2029 | 8800000 |  | 8334563 |
| US TREASURY N/B | 3.5% 15 Feb 2033 | 8000000 |  | 7443750 |
| US TREASURY N/B | 4% 31 Jul 2030 | 300000 |  | 293672 |
| US TREASURY N/B | 4% 15 Feb 2034 | 4108900 |  | 3935556 |
| US TREASURY N/B | 3.875% 15 Aug 2034 | 6395000 |  | 6049270 |
| VERISK ANALYTICS INC | 5.75% 01 Apr 2033 | 215000 |  | 220734 |
| VERIZON COMMUNICATIONS | 4.78% 15 Feb 2035 | 878000 |  | 836444 |
| VERIZON MASTER TRUST | 4.17% 20 Aug 2030 | 1905000 |  | 1885034 |
| VERIZON MASTER TRUST | 4.35% 20 Aug 2032 | 1200000 |  | 1177371 |
| VIATRIS INC | 2.3% 22 Jun 2027 | 722000 |  | 676911 |
| VITERRA FINANCE BV | 3.2% 21 Apr 2031 | 500000 |  | 436895 |
| VMWARE LLC | 4.65% 15 May 2027 | 125000 |  | 124451 |
| VMWARE LLC | 1.4% 15 Aug 2026 | 380000 |  | 359940 |
| WEC ENERGY GROUP INC | 5.6% 12 Sep 2026 | 117000 |  | 118487 |
| WELLS FARGO + COMPANY | 4.1% 03 Jun 2026 | 258000 |  | 255361 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2029 | 660000 |  | 669471 |
| WELLS FARGO + COMPANY | 1% 23 Oct 2029 | 450000 |  | 467559 |
| WELLS FARGO + COMPANY | 1% 23 Jan 2030 | 340000 |  | 341088 |
| WELLS FARGO + COMPANY | 1% 22 Apr 2028 | 540000 |  | 548818 |
| WELLS FARGO + COMPANY | 1% 03 Dec 2035 | 315000 |  | 306706 |
| WELLS FARGO COMMERCIAL MORTGAG | 2.931% 15 Jul 2048 | 1045000 |  | 1012940 |
| WELLTOWER OP LLC | 4.25% 15 Apr 2028 | 85000 |  | 83224 |
| WELLTOWER OP LLC | 3.1% 15 Jan 2030 | 80000 |  | 72816 |
| WESTPAC NEW ZEALAND LTD | 4.902% 15 Feb 2028 | 490000 |  | 487952 |
| WESTPAC NEW ZEALAND LTD | 5.195% 28 Feb 2029 | 480000 |  | 482424 |
| WORLD FINANCIAL NETWORK CREDIT | 5.02% 15 Mar 2030 | 2040000 |  | 2051443 |
| WORLD OMNI AUTO RECEIVABLES TR | 5.23% 15 Jul 2030 | 1720000 |  | 1747277 |
| WORLD OMNI AUTO RECEIVABLES TR | 5.09% 17 Dec 2029 | 560000 |  | 563836 |
| WRKCO INC | 3.9% 01 Jun 2028 | 80000 |  | 77108 |
| XYLEM INC | 3.25% 01 Nov 2026 | 62000 |  | 60460 |
|  | **Sub-Total: Fund 5758 13 of 16** |  | **Total** | $**439475953** |

---

546

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | ABBVIE INC | 3.2% 21 Nov 2029 | 2450000 |  | $2273600 |
|  | AT+T INC | 4.3% 15 Feb 2030 | 2214000 |  | 2140650 |
|  | AT+T INC | 3.8% 15 Feb 2027 | 1300000 |  | 1275040 |
|  | BANK OF AMERICA CORP | 1% 20 Dec 2028 | 1950000 |  | 1870362 |
|  | BANK OF AMERICA CORP | 1% 22 Jul 2028 | 4400000 |  | 4408404 |
|  | BANK OF AMERICA CREDIT CARD TR | 4.98% 15 Nov 2028 | 777000 |  | 784097 |
|  | BANK OF NY MELLON CORP | 1% 25 Oct 2028 | 1300000 |  | 1333852 |
|  | BANK OF NY MELLON CORP | 1% 25 Oct 2029 | 825000 |  | 866184 |
|  | BARCLAYS PLC | 4.836% 09 May 2028 | 1200000 |  | 1177932 |
|  | BARCLAYS PLC | 1% 23 Sep 2035 | 700000 |  | 618436 |
|  | BARCLAYS PLC | 1% 24 Nov 2032 | 700000 |  | 590835 |
|  | BARCLAYS PLC | 1% 09 Aug 2033 | 1175000 |  | 1175188 |
|  | BARCLAYS PLC | 1% 09 May 2034 | 500000 |  | 512620 |
|  | BAT CAPITAL CORP | 6.421% 02 Aug 2033 | 1050000 |  | 1108790 |
|  | BAT CAPITAL CORP | 2.726% 25 Mar 2031 | 2275000 |  | 1963007 |
|  | BAT CAPITAL CORP | 4.742% 16 Mar 2032 | 3050000 |  | 2932697 |
|  | BAYER US FINANCE II LLC | 4.375% 15 Dec 2028 | 2525000 |  | 2424934 |
|  | BERKSHIRE HATHAWAY ENERG | 3.7% 15 Jul 2030 | 1250000 |  | 1176025 |
|  | BMW US CAPITAL LLC | 2.8% 11 Apr 2026 | 1092000 |  | 1067091 |
|  | BNP PARIBAS | 4.375% 12 May 2026 | 1275000 |  | 1259802 |
|  | BNP PARIBAS | 4.375% 28 Sep 2025 | 1550000 |  | 1538127 |
|  | BNP PARIBAS | 4.625% 13 Mar 2027 | 1825000 |  | 1794924 |
|  | BNP PARIBAS | 1% 20 Jan 2028 | 2225000 |  | 2114151 |
|  | BNSF RAILWAY CO 2015 1 P | 3.442% 16 Jun 2028 | 2506430 |  | 2371183 |
|  | BOSTON PROPERTIES LP | 3.2% 15 Jan 2025 | 825000 |  | 824233 |
|  | BOSTON PROPERTIES LP | 4.5% 01 Dec 2028 | 1645000 |  | 1600865 |
|  | BOSTON PROPERTIES LP | 3.4% 21 Jun 2029 | 1325000 |  | 1215423 |
|  | BOSTON PROPERTIES LP | 6.75% 01 Dec 2027 | 1150000 |  | 1199807 |
|  | BOSTON PROPERTIES LP | 6.5% 15 Jan 2034 | 600000 |  | 628494 |
|  | CAPITAL ONE FINANCIAL CO | 4.2% 29 Oct 2025 | 1000000 |  | 993620 |
|  | CAPITAL ONE FINANCIAL CO | 1% 10 May 2033 | 1225000 |  | 1194387 |
|  | CAPITAL ONE FINANCIAL CO | 1% 01 Feb 2034 | 650000 |  | 651352 |
|  | CAPITAL ONE FINANCIAL CO | 1% 08 Jun 2029 | 650000 |  | 671327 |
|  | CARRIER GLOBAL CORP | 2.242% 15 Feb 2025 | 1425000 |  | 1420127 |
|  | CHARLES SCHWAB CORP | 1% 19 May 2029 | 1600000 |  | 1631488 |
|  | CHARLES SCHWAB CORP | 1% 19 May 2034 | 825000 |  | 847943 |
|  | CHARLES SCHWAB CORP | 1% 17 Nov 2029 | 1275000 |  | 1328002 |
|  | CHARTER COMM OPT LLC/CAP | 4.908% 23 Jul 2025 | 456000 |  | 455375 |
|  | CHARTER COMM OPT LLC/CAP | 4.2% 15 Mar 2028 | 725000 |  | 701184 |
|  | CHARTER COMM OPT LLC/CAP | 4.4% 01 Apr 2033 | 6400000 |  | 5710016 |
|  | CHARTER COMM OPT LLC/CAP | 6.1% 01 Jun 2029 | 1850000 |  | 1886057 |
|  | CIGNA GROUP/THE | 4.375% 15 Oct 2028 | 525000 |  | 514169 |

---

547

------

---

| | | | |
|:---|:---|:---|:---|
| CITIGROUP INC | 4.125% 25 Jul 2028 | 3675000 | 3570410 |
| CITIGROUP INC | 1% 31 Mar 2031 | 2600000 | 2495636 |
| COMCAST CORP | 3.4% 01 Apr 2030 | 2150000 | 1991868 |
| COX COMMUNICATIONS INC | 3.35% 15 Sep 2026 | 3709000 | 3622951 |
| CRH AMERICA INC | 3.875% 18 May 2025 | 2550000 | 2535924 |
| CVS HEALTH CORP | 4.3% 25 Mar 2028 | 919000 | 890585 |
| DOMINION ENERGY INC | 3.375% 01 Apr 2030 | 1825000 | 1678708 |
| DOW CHEMICAL CO/THE | 4.8% 30 Nov 2028 | 900000 | 895077 |
| ELEVANCE HEALTH INC | 3.65% 01 Dec 2027 | 2150000 | 2091176 |
| ERP OPERATING LP | 3.375% 01 Jun 2025 | 1725000 | 1713995 |
| EXELON CORP | 4.05% 15 Apr 2030 | 1475000 | 1404923 |
| EXELON CORP | 3.35% 15 Mar 2032 | 2675000 | 2368980 |
| EXXON MOBIL CORPORATION | 3.482% 19 Mar 2030 | 775000 | 729415 |
| FED HM LN PC POOL 2B3805 | 1% 01 Feb 2045 | 217380 | 219243 |
| FED HM LN PC POOL 2B3821 | 1% 01 Feb 2045 | 240162 | 245152 |
| FED HM LN PC POOL 840963 | 1% 01 Jan 2049 | 1260216 | 1265626 |
| FED HM LN PC POOL 849506 | 1% 01 Nov 2044 | 734547 | 750092 |
| FED HM LN PC POOL 8C6022 | 1% 01 Jan 2053 | 1545955 | 1482634 |
| FED HM LN PC POOL G07943 | 4.5% 01 Aug 2044 | 1584855 | 1529756 |
| FED HM LN PC POOL G60480 | 4.5% 01 Nov 2045 | 444591 | 429106 |
| FED HM LN PC POOL G60701 | 4.5% 01 Mar 2046 | 617590 | 596144 |
| FED HM LN PC POOL G60920 | 4.5% 01 Apr 2046 | 370799 | 358975 |
| FED HM LN PC POOL QE0768 | 3.5% 01 Apr 2052 | 2926033 | 2591817 |
| FED HM LN PC POOL QE2001 | 3.5% 01 May 2052 | 1141492 | 1011021 |
| FED HM LN PC POOL RA2958 | 2% 01 Jul 2050 | 582937 | 462861 |
| FED HM LN PC POOL RA3019 | 2.5% 01 Jul 2050 | 7439207 | 6165503 |
| FED HM LN PC POOL RA6337 | 2.5% 01 Nov 2051 | 3341891 | 2757070 |
| FED HM LN PC POOL RA6705 | 3% 01 Feb 2052 | 6648607 | 5711938 |
| FED HM LN PC POOL RA9436 | 5.5% 01 Jul 2053 | 3346874 | 3307955 |
| FED HM LN PC POOL RB5119 | 2.5% 01 Jul 2041 | 7135856 | 6137049 |
| FED HM LN PC POOL RB5141 | 2% 01 Jan 2042 | 3417443 | 2844565 |
| FED HM LN PC POOL SC0078 | 2.5% 01 Oct 2040 | 6228006 | 5436847 |
| FED HM LN PC POOL SC0085 | 2.5% 01 Oct 2040 | 5157463 | 4507413 |
| FED HM LN PC POOL SC0087 | 2.5% 01 Oct 2040 | 3668901 | 3201160 |
| FED HM LN PC POOL SC0092 | 2.5% 01 Aug 2040 | 1893187 | 1655055 |
| FED HM LN PC POOL SD1048 | 3.5% 01 Jun 2052 | 5546855 | 4956220 |
| FED HM LN PC POOL SD1085 | 3.5% 01 Jun 2052 | 17818921 | 15885615 |
| FED HM LN PC POOL SD1346 | 3.5% 01 Jul 2052 | 4637474 | 4134321 |
| FED HM LN PC POOL SD2107 | 3.5% 01 Dec 2052 | 1315467 | 1165111 |
| FED HM LN PC POOL SD2253 | 3.5% 01 Dec 2052 | 6172896 | 5466862 |
| FED HM LN PC POOL SD3433 | 5.5% 01 Jun 2053 | 4354836 | 4304197 |
| FED HM LN PC POOL SD5311 | 5.5% 01 Apr 2054 | 1998417 | 1977237 |
| FED HM LN PC POOL SD6182 | 5.5% 01 Sep 2053 | 3654561 | 3616216 |
| FED HM LN PC POOL SD8214 | 3.5% 01 May 2052 | 2082532 | 1844662 |
| FED HM LN PC POOL SD8226 | 3.5% 01 Jul 2052 | 3545453 | 3140211 |
| FNMA POOL AH6790 | 4.5% 01 Mar 2041 | 496255 | 480539 |
| FNMA POOL AJ4102 | 1% 01 Nov 2041 | 175342 | 179774 |

---

548

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL AL2733 | 1% 01 Jul 2041 | 87695 | 90312 |
| FNMA POOL AL6107 | 1% 01 Dec 2044 | 911735 | 929160 |
| FNMA POOL AL6245 | 1% 01 Jan 2045 | 206891 | 211146 |
| FNMA POOL AL6436 | 1% 01 Jan 2032 | 870057 | 863335 |
| FNMA POOL AL8618 | 1% 01 Jun 2036 | 308490 | 297162 |
| FNMA POOL AL9781 | 1% 01 Feb 2046 | 400395 | 388645 |
| FNMA POOL AR6900 | 1% 01 Mar 2043 | 39754 | 40590 |
| FNMA POOL AY0615 | 1% 01 Apr 2045 | 44637 | 45652 |
| FNMA POOL BJ9262 | 4.5% 01 Jun 2048 | 550760 | 525827 |
| FNMA POOL BK0946 | 1% 01 Aug 2048 | 454241 | 456118 |
| FNMA POOL BK2035 | 1% 01 May 2048 | 927842 | 932917 |
| FNMA POOL BM1357 | 1% 01 Jan 2043 | 594825 | 575987 |
| FNMA POOL BM1687 | 1% 01 Jan 2047 | 536480 | 499314 |
| FNMA POOL BM3363 | 1% 01 Sep 2046 | 1494333 | 1390811 |
| FNMA POOL BM5704 | 1% 01 Dec 2048 | 86831 | 85220 |
| FNMA POOL BM6066 | 1% 01 Aug 2048 | 569427 | 573242 |
| FNMA POOL BM7048 | 1% 01 Jul 2052 | 10099666 | 9562669 |
| FNMA POOL BM7080 | 1% 01 Oct 2052 | 6524936 | 6263848 |
| FNMA POOL BM7241 | 1% 01 Jul 2053 | 1592109 | 1532640 |
| FNMA POOL BN5247 | 5% 01 Feb 2049 | 315960 | 310290 |
| FNMA POOL BV9913 | 3.5% 01 Jun 2052 | 1041078 | 922084 |
| FNMA POOL CA6713 | 2.5% 01 Aug 2050 | 10221559 | 8481045 |
| FNMA POOL CA6950 | 2.5% 01 Sep 2050 | 12090974 | 10013324 |
| FNMA POOL CA6981 | 2% 01 Sep 2050 | 5951979 | 4722278 |
| FNMA POOL CA7728 | 2.5% 01 Nov 2050 | 5907287 | 4895911 |
| FNMA POOL CB3257 | 3.5% 01 Apr 2052 | 126792 | 112913 |
| FNMA POOL FM5789 | 1% 01 Jan 2041 | 2432304 | 2124103 |
| FNMA POOL FM8768 | 1% 01 Feb 2051 | 2398644 | 1984244 |
| FNMA POOL FS1083 | 1% 01 Mar 2052 | 2716830 | 2242764 |
| FNMA POOL FS3427 | 1% 01 Oct 2052 | 3314724 | 3053365 |
| FNMA POOL FS3503 | 1% 01 Oct 2052 | 1259233 | 1121101 |
| FNMA POOL FS3743 | 1% 01 Sep 2042 | 4689413 | 4148129 |
| FNMA POOL FS9830 | 1% 01 Apr 2054 | 1070081 | 1060147 |
| FNMA POOL MA1858 | 4% 01 Apr 2034 | 2316648 | 2246717 |
| FNMA POOL MA2019 | 4% 01 Sep 2034 | 273522 | 264864 |
| FNMA POOL MA2909 | 3.5% 01 Feb 2037 | 2039288 | 1919354 |
| FNMA POOL MA3617 | 5% 01 Mar 2049 | 419226 | 411445 |
| FNMA POOL MA4423 | 2.5% 01 Sep 2041 | 1184815 | 1018243 |
| FNMA POOL MA4600 | 3.5% 01 May 2052 | 2569450 | 2275963 |
| FORD CREDIT AUTO OWNER TRUST | 4.65% 15 Feb 2028 | 1973000 | 1975899 |
| FORD CREDIT AUTO OWNER TRUST | 4.07% 15 Jul 2029 | 1686000 | 1669313 |
| FORD CREDIT AUTO OWNER TRUST | 5.09% 15 Dec 2028 | 6964000 | 7028995 |
| FORD MOTOR CREDIT CO LLC | 6.8% 12 May 2028 | 2450000 | 2529772 |
| FREDDIE MAC | 4% 15 May 2040 | 1880767 | 1818025 |
| FREDDIE MAC | 2.5% 25 Apr 2050 | 4967656 | 4156357 |
| FREDDIE MAC SCRT | 4.5% 25 Jun 2057 | 699262 | 666824 |

---

549

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | GOLDMAN SACHS GROUP INC | 1% 15 Mar 2028 | 3850000 | 3741623 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Dec 2066 | 3385537 | 3393165 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Sep 2069 | 2470307 | 2459276 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Sep 2068 | 2999080 | 3002496 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Jun 2070 | 8494080 | 8387933 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Dec 2071 | 3441262 | 3430124 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Feb 2067 | 1942267 | 1933821 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 May 2072 | 5933468 | 5945836 |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 6748294 | 6748294 |
| | HONDA AUTO RECEIVABLES OWNER T | 4.57% 21 Mar 2029 | 2394000 | 2395167 |
| | HSBC HOLDINGS PLC | 1% 09 Jun 2028 | 700000 | 694890 |
| | HSBC HOLDINGS PLC | 1% 11 Aug 2028 | 3700000 | 3711396 |
| | HSBC HOLDINGS PLC | 1% 03 Nov 2028 | 650000 | 688701 |
| | IMPERIAL BRANDS FIN PLC | 3.5% 26 Jul 2026 | 1375000 | 1345671 |
| | IMPERIAL BRANDS FIN PLC | 3.875% 26 Jul 2029 | 4000000 | 3779760 |
| \* | JPMORGAN CHASE + CO | 4.25% 01 Oct 2027 | 800000 | 793792 |
| \* | JPMORGAN CHASE + CO | 1% 24 Mar 2031 | 2350000 | 2287020 |
| \* | JPMORGAN CHASE + CO | 1% 13 May 2031 | 1900000 | 1697954 |
| \* | JPMORGAN CHASE + CO | 1% 26 Apr 2026 | 1670000 | 1665174 |
| \* | JPMORGAN CHASE + CO | 1% 26 Apr 2028 | 1075000 | 1061907 |
|  | KINDER MORGAN INC | 4.3% 01 Jun 2025 | 2900000 | 2893127 |
|  | KINDER MORGAN INC | 5.2% 01 Jun 2033 | 2150000 | 2099131 |
|  | LLOYDS BANKING GROUP PLC | 4.582% 10 Dec 2025 | 2864000 | 2849823 |
|  | LLOYDS BANKING GROUP PLC | 4.65% 24 Mar 2026 | 1500000 | 1490835 |
|  | LLOYDS BANKING GROUP PLC | 1% 18 Mar 2028 | 775000 | 753982 |
|  | NATWEST GROUP PLC | 1% 14 Jun 2027 | 2400000 | 2289168 |
|  | NATWEST GROUP PLC | 1% 13 Sep 2029 | 650000 | 662643 |
|  | NATWEST GROUP PLC | 1% 01 Jun 2034 | 575000 | 590318 |
|  | NATWEST GROUP PLC | 4.8% 05 Apr 2026 | 525000 | 524927 |
|  | NEXTERA ENERGY CAPITAL | 1.9% 15 Jun 2028 | 3000000 | 2715900 |
|  | NEXTERA ENERGY CAPITAL | 5% 15 Jul 2032 | 1400000 | 1379392 |
|  | ORACLE CORP | 2.8% 01 Apr 2027 | 2350000 | 2255413 |
|  | PHILIP MORRIS INTL INC | 1.5% 01 May 2025 | 1350000 | 1335299 |
|  | PHILIP MORRIS INTL INC | 2.1% 01 May 2030 | 2725000 | 2354318 |
|  | PHILIP MORRIS INTL INC | 5.125% 17 Nov 2027 | 1375000 | 1391225 |
|  | PROSUS NV | 3.68% 21 Jan 2030 | 2525000 | 2273687 |
|  | PROSUS NV | 3.061% 13 Jul 2031 | 3700000 | 3104744 |
|  | SHERWIN WILLIAMS CO | 3.45% 01 Jun 2027 | 1975000 | 1919127 |
|  | SLC STUDENT LOAN TRUST | 1% 15 Feb 2068 | 9306192 | 9003818 |
|  | SLM STUDENT LOAN TRUST | 1% 25 Jan 2041 | 4767856 | 4635901 |
|  | SLM STUDENT LOAN TRUST | 1% 27 Aug 2040 | 729434 | 728548 |
|  | SLM STUDENT LOAN TRUST | 1% 25 Mar 2055 | 12189036 | 12009824 |
|  | SOUTHERN CO | 5.113% 01 Aug 2027 | 1375000 | 1385670 |
|  | SOUTHERN CO | 3.7% 30 Apr 2030 | 2200000 | 2064128 |
|  | SOUTHERN CO | 5.7% 15 Oct 2032 | 550000 | 565158 |
| \* | STATE STREET CORP | 1% 30 Mar 2026 | 790000 | 785766 |

---

550

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| \* | STATE STREET CORP | 1% 30 Mar 2031 | 1835000 |  | 1678016 |
| \* | STATE STREET CORP | 1% 21 Nov 2034 | 1400000 |  | 1457092 |
|  | T MOBILE USA INC | 3.75% 15 Apr 2027 | 2675000 |  | 2613020 |
|  | T MOBILE USA INC | 2.55% 15 Feb 2031 | 1250000 |  | 1074200 |
|  | T MOBILE USA INC | 5.2% 15 Jan 2033 | 1275000 |  | 1261281 |
|  | TEXAS NATURAL GAS SECURITIZTN | 5.102% 01 Apr 2035 | 3568587 |  | 3587193 |
|  | TOYOTA AUTO RECEIVABLES OWNER | 5.01% 15 Feb 2029 | 5800000 |  | 5850701 |
|  | TOYOTA AUTO RECEIVABLES OWNER | 5.33% 16 Jan 2029 | 3694000 |  | 3744492 |
|  | TRANSCANADA PIPELINES | 4.875% 15 Jan 2026 | 2200000 |  | 2199142 |
|  | TRANSCANADA PIPELINES | 4.25% 15 May 2028 | 575000 |  | 561154 |
|  | TRANSCANADA PIPELINES | 4.1% 15 Apr 2030 | 3625000 |  | 3440053 |
|  | TRANSCONT GAS PIPE LINE | 3.25% 15 May 2030 | 1950000 |  | 1775631 |
|  | UBS GROUP AG | 1% 22 Sep 2029 | 550000 |  | 569349 |
|  | UBS GROUP AG | 1% 10 Aug 2027 | 725000 |  | 685596 |
|  | UBS GROUP AG | 1% 12 May 2028 | 1650000 |  | 1638071 |
|  | UBS GROUP AG | 1% 12 Jan 2027 | 3300000 |  | 3321780 |
|  | US TREASURY N/B | 3.875% 15 May 2043 | 16000000 |  | 14102500 |
|  | US TREASURY N/B | 4.75% 15 Nov 2043 | 1080000 |  | 1067513 |
|  | US TREASURY N/B | 4.5% 15 Feb 2044 | 18580000 |  | 17755513 |
|  | US TREASURY N/B | 4.125% 15 Aug 2044 | 7834000 |  | 7099563 |
|  | US TREASURY N/B | 4.125% 31 Oct 2029 | 8274000 |  | 8178978 |
|  | US TREASURY N/B | 4.125% 31 Oct 2026 | 1794000 |  | 1789935 |
|  | VERIZON COMMUNICATIONS | 2.55% 21 Mar 2031 | 2625000 |  | 2260965 |
|  | VIRGINIA ELEC + POWER CO | 3.5% 15 Mar 2027 | 1550000 |  | 1510615 |
|  | VIRGINIA ELEC + POWER CO | 3.75% 15 May 2027 | 475000 |  | 464963 |
|  | WELLS FARGO + COMPANY | 4.3% 22 Jul 2027 | 2050000 |  | 2021444 |
|  | WELLS FARGO + COMPANY | 1% 04 Apr 2031 | 5175000 |  | 4996773 |
|  | WELLS FARGO + COMPANY | 1% 02 Jun 2028 | 600000 |  | 564828 |
|  | WELLS FARGO + COMPANY | 1% 25 Apr 2026 | 1150000 |  | 1145964 |
|  |  | **Sub-Total: Fund 5759 14 of 16** |  | **Total** | $**508139643** |

---

551

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | ACCENTURE CAPITAL INC | 4.5% 04 Oct 2034 | 150000 |  | $142563 |
|  | ADNOC MURBAN RSC LTD | 4.25% 11 Sep 2029 | 1100000 |  | 1062105 |
|  | AKER BP ASA | 3.75% 15 Jan 2030 | 383000 |  | 355715 |
|  | ALTRIA GROUP INC | 3.4% 06 May 2030 | 90000 |  | 82614 |
|  | AMERICAN ELECTRIC POWER | 4.3% 01 Dec 2028 | 158000 |  | 154353 |
|  | AMERICAN ELECTRIC POWER | 5.699% 15 Aug 2025 | 69000 |  | 69290 |
|  | AMERICAN EXPRESS CO | 1% 16 Feb 2028 | 16000 |  | 16080 |
|  | AMERICAN EXPRESS CO | 1% 26 Jul 2035 | 45000 |  | 44416 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | 5.23% 15 Apr 2029 | 251000 |  | 254925 |
|  | AMERICAN HONDA FINANCE | 4.85% 23 Oct 2031 | 239000 |  | 233814 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 0.76% 18 Aug 2026 | 6697 |  | 6685 |
|  | ANGLO AMERICAN CAPITAL | 5.75% 05 Apr 2034 | 209000 |  | 210210 |
|  | ANTERO RESOURCES CORP | 5.375% 01 Mar 2030 | 109000 |  | 105339 |
|  | APACHE CORP | 4.375% 15 Oct 2028 | 476000 |  | 458959 |
|  | AT+T INC | 2.55% 01 Dec 2033 | 89000 |  | 71635 |
|  | BANK OF AMERICA CORP | 1% 23 Jul 2030 | 399000 |  | 367204 |
|  | BANK OF AMERICA CREDIT CARD TR | 4.93% 15 May 2029 | 253000 |  | 255440 |
|  | BAT CAPITAL CORP | 5.834% 20 Feb 2031 | 179000 |  | 182804 |
|  | BENCHMARK MORTGAGE TRUST | 2.289% 15 Mar 2053 | 38000 |  | 32603 |
|  | BLUE OWL FINANCE LLC | 6.25% 18 Apr 2034 | 104000 |  | 106780 |
|  | BMO MORTGAGE TRUST | 5.759% 15 Jul 2057 | 197849 |  | 204596 |
|  | BMW VEHICLE LEASE TRUST | 4.21% 25 Feb 2028 | 147000 |  | 145445 |
|  | BOEING CO | 3.25% 01 Feb 2028 | 61000 |  | 57425 |
|  | BOEING CO/THE | 6.298% 01 May 2029 | 346000 |  | 358764 |
|  | BP CAP MARKETS AMERICA | 5.227% 17 Nov 2034 | 199000 |  | 195906 |
|  | BROADCOM INC | 4.15% 15 Feb 2028 | 60000 |  | 58982 |
|  | BROOKLYN UNION GAS CO | 3.407% 10 Mar 2026 | 754000 |  | 739154 |
|  | BX TRUST | 1% 13 Nov 2046 | 138000 |  | 136296 |
|  | CANADIAN NATL RESOURCES | 5% 15 Dec 2029 | 312000 |  | 308964 |
|  | CANADIAN NATL RESOURCES | 5.4% 15 Dec 2034 | 166000 |  | 161702 |
|  | CARMAX AUTO OWNER TRUST | 4.67% 15 Dec 2027 | 238000 |  | 238418 |
|  | CARMAX AUTO OWNER TRUST | 4.6% 15 Oct 2029 | 135000 |  | 134933 |
|  | CARMAX AUTO OWNER TRUST | 0.53% 15 Oct 2026 | 886953 |  | 880958 |
|  | CARMAX AUTO OWNER TRUST | 1.47% 15 Dec 2026 | 458340 |  | 452734 |
|  | CARMAX AUTO OWNER TRUST | 0.55% 15 Jun 2026 | 299159 |  | 296682 |
|  | CARMAX AUTO OWNER TRUST | 0.56% 15 Sep 2026 | 187130 |  | 184877 |
|  | CARMAX AUTO OWNER TRUST | 4.94% 15 Aug 2029 | 161000 |  | 161906 |
|  | CARMAX AUTO OWNER TRUST | 4.89% 16 Jul 2029 | 186000 |  | 186816 |
|  | CARVANA AUTO RECEIVABLES TRUST | 4.62% 10 Feb 2028 | 130000 |  | 130101 |
|  | CARVANA AUTO RECEIVABLES TRUST | 4.64% 10 Jan 2030 | 124000 |  | 123746 |
|  | CENTERPOINT ENERGY INC | 5.4% 01 Jun 2029 | 83000 |  | 83932 |

---

552

------

---

| | | | |
|:---|:---|:---|:---|
| CHASE ISSUANCE TRUST | 5.08% 15 Sep 2030 | 200000 | 203172 |
| CHILE ELECTRICITY LUX | 5.58% 20 Oct 2035 | 116000 | 112697 |
| CITIGROUP COMMERCIAL MORTGAGE | 1% 10 Dec 2049 | 516000 | 496323 |
| CITIGROUP COMMERCIAL MORTGAGE | 3.778% 10 Sep 2058 | 90000 | 88997 |
| CK HUTCHISON INTL 24 II | 4.375% 13 Mar 2030 | 123000 | 119312 |
| CODELCO INC | 3.625% 01 Aug 2027 | 86000 | 82396 |
| COLUMBIA UNIVERSITY | 4.355% 01 Oct 2035 | 134000 | 126450 |
| COMISION FEDERAL DE ELEC | 6.45% 24 Jan 2035 | 77000 | 72651 |
| CONOCOPHILLIPS COMPANY | 5% 15 Jan 2035 | 264000 | 256439 |
| CONSTELLATION EN GEN LLC | 5.6% 01 Mar 2028 | 624000 | 636131 |
| COOPERAT RABOBANK UA/NY | 4.494% 17 Oct 2029 | 29000 | 28429 |
| COREBRIDGE GLOB FUNDING | 4.65% 20 Aug 2027 | 45000 | 44777 |
| CSAIL COMMERCIAL MORTGAGE TRUS | 3.502% 15 Nov 2049 | 293000 | 284783 |
| DANSKE BANK A/S | 1% 01 Mar 2030 | 167000 | 169361 |
| DANSKE BANK A/S | 1% 02 Oct 2030 | 143000 | 138673 |
| DISCOVER CARD EXECUTION NOTE T | 4.93% 15 Jun 2028 | 360000 | 362479 |
| DUKE ENERGY CORP | 2.65% 01 Sep 2026 | 18000 | 17422 |
| ENBRIDGE INC | 3.7% 15 Jul 2027 | 159000 | 155119 |
| ENBRIDGE INC | 5.25% 05 Apr 2027 | 98000 | 99085 |
| ENEL FINANCE INTL NV | 3.625% 25 May 2027 | 125000 | 121216 |
| ENEL FINANCE INTL NV | 3.5% 06 Apr 2028 | 47000 | 44760 |
| ENEL FINANCE INTL NV | 5.125% 26 Jun 2029 | 740000 | 738468 |
| ENERGY TRANSFER LP | 3.9% 15 Jul 2026 | 77000 | 75994 |
| EQUITABLE FINANCIAL LIFE | 4.875% 19 Nov 2027 | 259000 | 259269 |
| EVERSOURCE ENERGY | 4.75% 15 May 2026 | 9000 | 8988 |
| EVERSOURCE ENERGY | 5.95% 01 Feb 2029 | 254000 | 261673 |
| FANNIE MAE | 1.625% 07 Jan 2025 | 1600000 | 1599328 |
| FANNIE MAE | 2% 25 Jun 2046 | 160481 | 137637 |
| FANNIE MAE | 2% 25 Jun 2041 | 233440 | 207506 |
| FED HM LN PC POOL G67710 | 3.5% 01 Mar 2048 | 60644 | 54625 |
| FED HM LN PC POOL QA4675 | 3% 01 Nov 2049 | 250811 | 216744 |
| FED HM LN PC POOL QA6370 | 3% 01 Jan 2050 | 209419 | 180974 |
| FED HM LN PC POOL QA6505 | 3% 01 Jan 2050 | 62836 | 54301 |
| FED HM LN PC POOL QA6518 | 3% 01 Jan 2050 | 49092 | 42508 |
| FED HM LN PC POOL QA7075 | 3% 01 Feb 2050 | 154593 | 133860 |
| FED HM LN PC POOL QC5978 | 2.5% 01 Aug 2051 | 440671 | 362806 |
| FED HM LN PC POOL QH3942 | 6.5% 01 Oct 2053 | 204818 | 210887 |
| FED HM LN PC POOL QJ4522 | 6% 01 Sep 2054 | 134847 | 135983 |
| FED HM LN PC POOL QN6718 | 2% 01 Jun 2036 | 1900 | 1685 |
| FED HM LN PC POOL QU7450 | 2.5% 01 Jul 2050 | 20766 | 16626 |
| FED HM LN PC POOL RA3078 | 3% 01 Jul 2050 | 288172 | 249217 |
| FED HM LN PC POOL RA5257 | 2% 01 May 2051 | 725179 | 568627 |
| FED HM LN PC POOL RA5286 | 2.5% 01 May 2051 | 241956 | 197381 |
| FED HM LN PC POOL RA5478 | 2.5% 01 Jul 2051 | 167679 | 138492 |
| FED HM LN PC POOL RA6333 | 2% 01 Nov 2051 | 407348 | 318524 |
| FED HM LN PC POOL RA7485 | 4% 01 Jun 2052 | 482490 | 443443 |
| FED HM LN PC POOL RA9306 | 6% 01 Jun 2053 | 406558 | 408816 |

---

553

------

---

| | | | |
|:---|:---|:---|:---|
| FED HM LN PC POOL RA9307 | 5.5% 01 Jun 2053 | 328466 | 324632 |
| FED HM LN PC POOL RC1914 | 2% 01 Jun 2036 | 95376 | 84670 |
| FED HM LN PC POOL RJ1752 | 4.5% 01 May 2054 | 124183 | 117310 |
| FED HM LN PC POOL RJ1757 | 5% 01 Jun 2054 | 158880 | 154270 |
| FED HM LN PC POOL RJ1758 | 5% 01 Jun 2054 | 168036 | 162967 |
| FED HM LN PC POOL SB0816 | 1.5% 01 Jun 2037 | 351680 | 301934 |
| FED HM LN PC POOL SB0880 | 3% 01 May 2037 | 56716 | 53396 |
| FED HM LN PC POOL SB8503 | 2% 01 Aug 2035 | 172385 | 154184 |
| FED HM LN PC POOL SD0748 | 2.5% 01 Nov 2051 | 375329 | 310886 |
| FED HM LN PC POOL SD0895 | 2% 01 Feb 2052 | 841738 | 662446 |
| FED HM LN PC POOL SD1068 | 3.5% 01 Jan 2051 | 406194 | 365209 |
| FED HM LN PC POOL SD1143 | 4.5% 01 Sep 2050 | 237966 | 227193 |
| FED HM LN PC POOL SD3812 | 2.5% 01 Feb 2051 | 38196 | 31414 |
| FED HM LN PC POOL SD6338 | 6.5% 01 Aug 2054 | 358026 | 367124 |
| FED HM LN PC POOL SD7501 | 4% 01 Jul 2049 | 328675 | 304837 |
| FED HM LN PC POOL SD7518 | 3% 01 Jun 2050 | 380207 | 329751 |
| FED HM LN PC POOL SD7554 | 2.5% 01 Apr 2052 | 227723 | 188412 |
| FED HM LN PC POOL SD7574 | 6% 01 Sep 2054 | 416605 | 423442 |
| FED HM LN PC POOL SD8106 | 2% 01 Nov 2050 | 363730 | 285282 |
| FED HM LN PC POOL SD8114 | 2.5% 01 Dec 2050 | 64288 | 52795 |
| FED HM LN PC POOL SD8121 | 2% 01 Jan 2051 | 222980 | 174750 |
| FED HM LN PC POOL SD8128 | 2% 01 Feb 2051 | 81440 | 63800 |
| FED HM LN PC POOL SD8166 | 2% 01 Sep 2051 | 89506 | 69916 |
| FED HM LN PC POOL SD8194 | 2.5% 01 Feb 2052 | 44462 | 36344 |
| FED HM LN PC POOL SD8300 | 5.5% 01 Feb 2053 | 514157 | 508898 |
| FED HM LN PC POOL SE9060 | 2% 01 Feb 2052 | 277806 | 209984 |
| FED HM LN PC POOL ZS4577 | 3.5% 01 Aug 2044 | 110963 | 100362 |
| FED HM LN PC POOL ZT0511 | 3% 01 Aug 2048 | 98894 | 86301 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Jul 2033 | 182550 | 176999 |
| FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Oct 2033 | 375919 | 374600 |
| FHLMC MULTIFAMILY STRUCTURED P | 5% 25 May 2034 | 442720 | 443834 |
| FHLMC MULTIFAMILY STRUCTURED P | 4.456% 25 Aug 2031 | 181102 | 177033 |
| FIRSTENERGY TRANSMISSION | 2.866% 15 Sep 2028 | 579000 | 536067 |
| FNMA POOL BF0148 | 4.5% 01 Apr 2056 | 246917 | 234006 |
| FNMA POOL BF0606 | 5% 01 Mar 2062 | 229139 | 225384 |
| FNMA POOL BF0707 | 3.5% 01 Aug 2052 | 324663 | 291623 |
| FNMA POOL BF0724 | 4% 01 Jun 2052 | 190496 | 177497 |
| FNMA POOL BF0729 | 3% 01 Nov 2051 | 151707 | 131480 |
| FNMA POOL BF0755 | 3.5% 01 Jan 2058 | 273491 | 244609 |
| FNMA POOL BM4830 | 1% 01 Feb 2047 | 43231 | 39101 |
| FNMA POOL BP4938 | 3% 01 May 2050 | 19958 | 17266 |
| FNMA POOL BP6618 | 2.5% 01 Aug 2050 | 202344 | 166356 |
| FNMA POOL BQ1844 | 2.5% 01 Sep 2050 | 121247 | 98952 |
| FNMA POOL BV9931 | 4% 01 Jun 2052 | 458348 | 419658 |
| FNMA POOL BW9898 | 4.5% 01 Oct 2052 | 315837 | 298519 |
| FNMA POOL CA3809 | 3% 01 Jul 2049 | 180270 | 156093 |
| FNMA POOL CA4263 | 3% 01 Oct 2034 | 127348 | 119890 |
| FNMA POOL CA4657 | 3.5% 01 Oct 2048 | 240215 | 216098 |

---

554

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL CA4860 | 3% 01 Dec 2049 | 24911 | 21527 |
| FNMA POOL CA4881 | 2.5% 01 Dec 2034 | 540483 | 494693 |
| FNMA POOL CA5220 | 3% 01 Feb 2050 | 206553 | 175790 |
| FNMA POOL CA6847 | 2.5% 01 Aug 2035 | 181168 | 165946 |
| FNMA POOL CA6937 | 3% 01 Sep 2050 | 304061 | 258989 |
| FNMA POOL CA7009 | 2.5% 01 Sep 2050 | 295794 | 236818 |
| FNMA POOL CA7144 | 2.5% 01 Sep 2035 | 152287 | 139445 |
| FNMA POOL CA9306 | 3% 01 Feb 2051 | 188539 | 160154 |
| FNMA POOL CB0478 | 2% 01 May 2036 | 177071 | 157384 |
| FNMA POOL CB1146 | 3% 01 Jul 2051 | 45178 | 38758 |
| FNMA POOL CB1279 | 2.5% 01 Aug 2051 | 32015 | 26327 |
| FNMA POOL CB1382 | 2.5% 01 Aug 2051 | 402753 | 332647 |
| FNMA POOL CB1469 | 2% 01 Aug 2036 | 153809 | 136662 |
| FNMA POOL CB1856 | 2% 01 Oct 2051 | 34308 | 26849 |
| FNMA POOL CB2275 | 2.5% 01 Dec 2051 | 321969 | 264779 |
| FNMA POOL CB2610 | 2% 01 Jan 2052 | 708471 | 555233 |
| FNMA POOL CB2751 | 2.5% 01 Feb 2052 | 72437 | 59241 |
| FNMA POOL CB2835 | 2% 01 Feb 2052 | 336181 | 266921 |
| FNMA POOL CB2969 | 2% 01 Mar 2037 | 119762 | 106540 |
| FNMA POOL CB3050 | 2.5% 01 Mar 2052 | 341977 | 279049 |
| FNMA POOL CB3760 | 3.5% 01 May 2052 | 242718 | 216053 |
| FNMA POOL CB3768 | 3.5% 01 Jun 2052 | 490437 | 436559 |
| FNMA POOL CB5632 | 4.5% 01 Jan 2053 | 123538 | 116369 |
| FNMA POOL CB5769 | 5% 01 Feb 2053 | 289243 | 279899 |
| FNMA POOL CB5774 | 5.5% 01 Feb 2053 | 425903 | 421547 |
| FNMA POOL CB5902 | 5.5% 01 Mar 2053 | 423023 | 419007 |
| FNMA POOL CB5986 | 5% 01 Mar 2053 | 844873 | 817579 |
| FNMA POOL CB9143 | 5.5% 01 Sep 2054 | 86398 | 85526 |
| FNMA POOL CB9180 | 7% 01 Sep 2054 | 292560 | 304478 |
| FNMA POOL DB6813 | 6% 01 Jun 2054 | 11975 | 12044 |
| FNMA POOL FM1205 | 1% 01 Jul 2049 | 103196 | 89356 |
| FNMA POOL FM1873 | 1% 01 Nov 2049 | 63945 | 55259 |
| FNMA POOL FM3755 | 1% 01 Sep 2035 | 56776 | 50571 |
| FNMA POOL FM6128 | 1% 01 Feb 2051 | 343566 | 280319 |
| FNMA POOL FM8104 | 1% 01 Jul 2051 | 353382 | 300180 |
| FNMA POOL FP0013 | 1% 01 Jun 2048 | 203473 | 188704 |
| FNMA POOL FP0105 | 1% 01 Jun 2051 | 576810 | 472920 |
| FNMA POOL FS0610 | 1% 01 Feb 2037 | 433654 | 384513 |
| FNMA POOL FS1977 | 1% 01 Nov 2051 | 252750 | 197353 |
| FNMA POOL FS2040 | 1% 01 Feb 2052 | 611785 | 477318 |
| FNMA POOL FS2500 | 1% 01 Mar 2037 | 153005 | 143866 |
| FNMA POOL FS2743 | 1% 01 Jul 2036 | 75461 | 69068 |
| FNMA POOL FS3885 | 1% 01 Nov 2051 | 137765 | 117024 |
| FNMA POOL FS5258 | 1% 01 Dec 2052 | 130287 | 120157 |
| FNMA POOL FS5846 | 1% 01 Sep 2052 | 51454 | 42139 |
| FNMA POOL FS8995 | 1% 01 Jul 2054 | 524382 | 528800 |
| FNMA POOL MA0293 | 4.5% 01 Jan 2030 | 4193 | 4160 |
| FNMA POOL MA4047 | 2% 01 Jun 2050 | 252256 | 198241 |

---

555

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL MA4158 | 2% 01 Oct 2050 | 51709 | 40573 |
| FNMA POOL MA4182 | 2% 01 Nov 2050 | 46672 | 36606 |
| FNMA POOL MA4208 | 2% 01 Dec 2050 | 403785 | 316572 |
| FNMA POOL MA4209 | 1.5% 01 Dec 2050 | 300634 | 222538 |
| FNMA POOL MA4210 | 2.5% 01 Dec 2050 | 21616 | 17751 |
| FNMA POOL MA4237 | 2% 01 Jan 2051 | 530939 | 414843 |
| FNMA POOL MA4254 | 1.5% 01 Feb 2051 | 614157 | 455429 |
| FNMA POOL MA4255 | 2% 01 Feb 2051 | 22244 | 17426 |
| FNMA POOL MA4356 | 2.5% 01 Jun 2051 | 492706 | 403965 |
| FNMA POOL MA4364 | 2% 01 Jun 2041 | 643230 | 537077 |
| FNMA POOL MA4402 | 1.5% 01 Aug 2036 | 161684 | 139445 |
| FNMA POOL MA4413 | 2% 01 Sep 2051 | 109972 | 85903 |
| FNMA POOL MA4417 | 1.5% 01 Sep 2036 | 120229 | 103664 |
| FNMA POOL MA4437 | 2% 01 Oct 2051 | 75539 | 59064 |
| FNMA POOL MA4446 | 2% 01 Oct 2041 | 38137 | 31786 |
| FNMA POOL MA4465 | 2% 01 Nov 2051 | 210137 | 164276 |
| FNMA POOL MA4469 | 1.5% 01 Nov 2036 | 103297 | 89017 |
| FNMA POOL MA4578 | 2.5% 01 Apr 2052 | 359675 | 293197 |
| FNMA POOL MA4587 | 2.5% 01 Apr 2042 | 249797 | 214102 |
| FNMA POOL MA4701 | 4.5% 01 Aug 2052 | 308284 | 290525 |
| FNMA TBA 15 YR 3 | 3% 16 Jan 2040 | 25000 | 23275 |
| FNMA TBA 30 YR 2 | 2% 15 Jan 2055 | 380000 | 295442 |
| FNMA TBA 30 YR 2.5 | 2.5% 15 Jan 2055 | 50000 | 40698 |
| FNMA TBA 30 YR 3 | 3% 14 Jan 2055 | 190000 | 161300 |
| FNMA TBA 30 YR 3.5 | 3.5% 14 Jan 2055 | 510000 | 451037 |
| FNMA TBA 30 YR 4 | 4% 14 Jan 2055 | 390000 | 356375 |
| FNMA TBA 30 YR 4.5 | 4.5% 15 Jan 2055 | 225000 | 211599 |
| FNMA TBA 30 YR 5 | 5% 15 Jan 2055 | 410000 | 395568 |
| FNMA TBA 30 YR 5.5 | 5.5% 15 Jan 2055 | 634000 | 625824 |
| FNMA TBA 30 YR 6 | 6% 15 Jan 2055 | 260000 | 261321 |
| FNMA TBA 30 YR 6.5 | 6.5% 15 Jan 2055 | 300000 | 306414 |
| FNMA TBA 30 YR 7 | 7% 15 Jan 2055 | 50000 | 51858 |
| FORD CREDIT AUTO LEASE TRUST | 4.99% 15 Dec 2027 | 189000 | 190246 |
| FORD CREDIT AUTO OWNER TRUST | 4.65% 15 Feb 2028 | 405000 | 405595 |
| FORD CREDIT AUTO OWNER TRUST | 5.23% 15 May 2028 | 401000 | 404288 |
| FORD CREDIT AUTO OWNER TRUST | 1.29% 15 Jun 2026 | 117399 | 116555 |
| FORD CREDIT AUTO OWNER TRUST | 4.61% 15 Aug 2029 | 145000 | 144966 |
| FORD CREDIT AUTO OWNER TRUST/F | 1% 15 Aug 2036 | 141000 | 141452 |
| FREDDIE MAC | 2% 25 Feb 2052 | 724945 | 610841 |
| FREDDIE MAC | 3.5% 25 Jan 2051 | 200595 | 187657 |
| FREDDIE MAC | 3.5% 25 Sep 2044 | 1610849 | 1521281 |
| FREDDIE MAC | 4% 25 Nov 2051 | 735009 | 705340 |
| FREEPORT INDONESIA PT | 5.315% 14 Apr 2032 | 46000 | 44823 |
| GA GLOBAL FUNDING TRUST | 4.4% 23 Sep 2027 | 131000 | 128983 |
| GA GLOBAL FUNDING TRUST | 5.2% 09 Dec 2031 | 227000 | 221761 |
| GENERAL MOTORS | 5.13% 15 Mar 2029 | 338000 | 341514 |
| GENERAL MOTORS | 5.06% 15 Mar 2031 | 174000 | 175497 |
| GENERAL MOTORS | 4.68% 15 Nov 2028 | 344000 | 344350 |

---

556

------

---

| | | | |
|:---|:---|:---|:---|
| GENERAL MOTORS | 4.73% 15 Nov 2029 | 264000 | 263838 |
| GENERAL MOTORS CO | 5% 01 Apr 2035 | 215000 | 201100 |
| GEORGIA POWER CO | 4.55% 15 Mar 2030 | 76000 | 74825 |
| GLENCORE FUNDING LLC | 5.338% 04 Apr 2027 | 182000 | 183618 |
| GM FINANCIAL SECURITIZED TERM | 4.4% 16 Aug 2029 | 250000 | 249260 |
| GM FINANCIAL SECURITIZED TERM | 4.44% 16 Apr 2030 | 193000 | 191458 |
| GNMA II POOL 784114 | 3.5% 20 Feb 2046 | 245009 | 221881 |
| GNMA II POOL 785021 | 4% 20 May 2047 | 64915 | 60498 |
| GNMA II POOL 785043 | 3% 20 Apr 2049 | 20864 | 18279 |
| GNMA II POOL MA3035 | 4% 20 Aug 2045 | 175604 | 164928 |
| GNMA II POOL MA3663 | 3.5% 20 May 2046 | 108643 | 98326 |
| GNMA II POOL MA4262 | 3.5% 20 Feb 2047 | 154067 | 139437 |
| GNMA II POOL MA4587 | 4% 20 Jul 2047 | 115542 | 107724 |
| GNMA II POOL MA4720 | 4% 20 Sep 2047 | 83075 | 77454 |
| GNMA II POOL MA4900 | 3.5% 20 Dec 2047 | 236739 | 213826 |
| GNMA II POOL MA5136 | 3.5% 20 Apr 2048 | 125946 | 113756 |
| GNMA II POOL MA6218 | 3% 20 Oct 2049 | 590031 | 515347 |
| GNMA II POOL MA6921 | 2% 20 Oct 2050 | 247735 | 193149 |
| GNMA II POOL MA7052 | 2.5% 20 Dec 2050 | 163673 | 136891 |
| GNMA II POOL MA7193 | 2.5% 20 Feb 2051 | 830557 | 694647 |
| GNMA II POOL MA7368 | 3% 20 May 2051 | 369809 | 321228 |
| GNMA II POOL MA7473 | 3% 20 Jul 2051 | 170024 | 147636 |
| GNMA II POOL MA7589 | 2.5% 20 Sep 2051 | 24019 | 20063 |
| GNMA II POOL MA7590 | 3% 20 Sep 2051 | 169439 | 147076 |
| GNMA II POOL MA7648 | 2% 20 Oct 2051 | 591797 | 473636 |
| GNMA II POOL MA7650 | 3% 20 Oct 2051 | 36420 | 31607 |
| GNMA II POOL MA7704 | 2% 20 Nov 2051 | 725337 | 580456 |
| GNMA II POOL MA7705 | 2.5% 20 Nov 2051 | 446243 | 372599 |
| GNMA II POOL MA7766 | 2% 20 Dec 2051 | 25552 | 20447 |
| GNMA II POOL MA7767 | 2.5% 20 Dec 2051 | 225389 | 188193 |
| GNMA II POOL MA8426 | 4% 20 Nov 2052 | 108352 | 99986 |
| GNMA II POOL MA8568 | 4.5% 20 Jan 2053 | 489980 | 464751 |
| GNMA II POOL MA8877 | 4.5% 20 May 2053 | 39360 | 37285 |
| GNMA II TBA 30 YR 2 | 2% 15 Jan 2055 | 75000 | 59924 |
| GNMA II TBA 30 YR 2.5 | 2.5% 15 Jan 2055 | 100000 | 83404 |
| GNMA II TBA 30 YR 3 | 3% 15 Jan 2055 | 60000 | 51975 |
| GNMA II TBA 30 YR 3.5 | 3.5% 15 Jan 2055 | 130000 | 116113 |
| GNMA II TBA 30 YR 4 | 4% 15 Jan 2055 | 120000 | 110445 |
| GNMA II TBA 30 YR 4.5 | 4.5% 21 Jan 2055 | 90000 | 85081 |
| GNMA II TBA 30 YR 5 | 5% 15 Jan 2055 | 275000 | 266963 |
| GNMA II TBA 30 YR 5.5 | 5.5% 15 Jan 2055 | 330000 | 327209 |
| GNMA II TBA 30 YR 6 | 6% 15 Jan 2055 | 340000 | 342302 |
| GOLDMAN SACHS BANK USA | 1% 21 May 2027 | 144000 | 145093 |
| GOLDMAN SACHS GROUP INC | 1% 10 Sep 2027 | 500000 | 472770 |
| GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 6592901 | 6592901 |
| HESS CORP | 7.875% 01 Oct 2029 | 168000 | 186656 |
| HESS CORP | 4.3% 01 Apr 2027 | 99000 | 97990 |
| HONDA AUTO RECEIVABLES OWNER T | 4.35% 16 Dec 2030 | 135000 | 133974 |

---

557

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | HSBC HOLDINGS PLC | 1% 19 Nov 2030 | 334000 | 331595 |
| | HUNTINGTON BANCSHARES | 1% 02 Feb 2035 | 124000 | 124045 |
| | HUNTINGTON BANCSHARES | 1% 15 Jan 2031 | 214000 | 213850 |
| | HYUNDAI AUTO LEASE SECURITIZAT | 5.17% 15 Apr 2027 | 377000 | 378493 |
| | HYUNDAI AUTO RECEIVABLES TRUST | 4.44% 15 Jan 2031 | 175000 | 173279 |
| | HYUNDAI AUTO RECEIVABLES TRUST | 5.55% 17 Dec 2029 | 341000 | 348664 |
| | HYUNDAI AUTO RECEIVABLES TRUST | 4.84% 15 Mar 2029 | 445000 | 447694 |
| | HYUNDAI CAPITAL AMERICA | 5.35% 19 Mar 2029 | 56000 | 56226 |
| | HYUNDAI CAPITAL AMERICA | 4.875% 01 Nov 2027 | 124000 | 123612 |
| | ILLINOIS ST | 5.1% 01 Jun 2033 | 1595294 | 1571153 |
| | INDO ASAHAN/MINERAL IND | 6.53% 15 Nov 2028 | 155000 | 160842 |
| | INDO ASAHAN/MINERAL IND | 4.75% 15 May 2025 | 177000 | 176547 |
| | INDO ASAHAN/MINERAL IND | 5.45% 15 May 2030 | 30000 | 29859 |
| \* | JPMORGAN CHASE + CO | 1% 24 Jul 2029 | 175000 | 176559 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2030 | 250000 | 254633 |
| \* | JPMORGAN CHASE + CO | 1% 22 Oct 2035 | 136000 | 131006 |
|  | LAD AUTO RECEIVABLES TRUST | 5.23% 18 Jan 2028 | 319000 | 320659 |
|  | LAD AUTO RECEIVABLES TRUST | 4.64% 15 Nov 2027 | 179000 | 178967 |
|  | LAD AUTO RECEIVABLES TRUST | 4.52% 15 Mar 2029 | 136000 | 135249 |
|  | LAD AUTO RECEIVABLES TRUST | 4.6% 17 Dec 2029 | 131000 | 130030 |
|  | LLOYDS BANKING GROUP PLC | 1% 05 Jan 2028 | 107000 | 107878 |
|  | M+T BANK CORPORATION | 1% 16 Jan 2029 | 49000 | 48853 |
|  | MARATHON PETROLEUM CORP | 5.125% 15 Dec 2026 | 499000 | 502288 |
|  | MERCEDES BENZ AUTO LEASE TRUST | 4.23% 15 Feb 2028 | 202000 | 201062 |
|  | MERCEDES BENZ FIN NA | 4.9% 15 Nov 2027 | 221000 | 220779 |
|  | MERCEDES BENZ FIN NA | 5.1% 15 Nov 2029 | 194000 | 193432 |
|  | MICROCHIP TECHNOLOGY INC | 4.9% 15 Mar 2028 | 171000 | 170644 |
|  | MICROCHIP TECHNOLOGY INC | 5.05% 15 Feb 2030 | 153000 | 152085 |
|  | MORGAN STANLEY | 1% 19 Jul 2035 | 287000 | 282655 |
|  | MORGAN STANLEY | 1% 18 Oct 2030 | 273000 | 267193 |
|  | MORGAN STANLEY BANK NA | 1% 26 May 2028 | 162000 | 164067 |
|  | NATIONAL RURAL UTIL COOP | 5.1% 06 May 2027 | 85000 | 85663 |
|  | NATWEST GROUP PLC | 1% 01 Mar 2035 | 114000 | 114641 |
|  | NATWEST GROUP PLC | 1% 15 Aug 2030 | 61000 | 60036 |
|  | NETFLIX INC | 5.375% 15 Nov 2029 | 247000 | 251520 |
|  | NEWMONT / NEWCREST FIN | 5.35% 15 Mar 2034 | 282000 | 280661 |
|  | NEXTERA ENERGY CAPITAL | 1.875% 15 Jan 2027 | 67000 | 63279 |
|  | NEXTERA ENERGY CAPITAL | 4.45% 20 Jun 2025 | 55000 | 54901 |
|  | NISOURCE INC | 5.2% 01 Jul 2029 | 177000 | 178269 |
|  | NISSAN AUTO LEASE TRUST | 5.61% 15 Nov 2027 | 453000 | 456737 |
|  | NISSAN MOTOR CO | 4.81% 17 Sep 2030 | 126000 | 118456 |
|  | NORDEA BANK ABP | 4.375% 10 Sep 2029 | 147000 | 143299 |
|  | NOVARTIS CAPITAL CORP | 4.2% 18 Sep 2034 | 390000 | 362603 |
|  | OCCIDENTAL PETROLEUM COR | 7.875% 15 Sep 2031 | 179000 | 198420 |
|  | OCCIDENTAL PETROLEUM COR |  | 53000 | 60332 |
|  | OCCIDENTAL PETROLEUM COR | 6.375% 01 Sep 2028 | 152000 | 156867 |
|  | OGLETHORPE POWER CORP | 6.191% 01 Jan 2031 | 752500 | 776369 |
|  | ONEOK INC | 5.625% 15 Jan 2028 | 142000 | 143325 |

---

558

------

---

| | | | |
|:---|:---|:---|:---|
| ONEOK INC | 6.5% 01 Sep 2030 | 358000 | 374661 |
| ONEOK INC | 4.85% 15 Jul 2026 | 1414000 | 1410324 |
| ORACLE CORP | 2.95% 01 Apr 2030 | 107000 | 96568 |
| OVINTIV INC | 8.125% 15 Sep 2030 | 90000 | 100859 |
| PACIFIC GAS + ELECTRIC | 3.15% 01 Jan 2026 | 581000 | 570769 |
| PACIFIC GAS + ELECTRIC | 6.1% 15 Jan 2029 | 217000 | 224441 |
| PORSCHE INNOVATIVE LEASE OWNER | 4.35% 20 Oct 2027 | 180000 | 179431 |
| PPL CAPITAL FUNDING INC | 5.25% 01 Sep 2034 | 122000 | 120055 |
| PRINCIPAL LFE GLB FND II | 4.95% 27 Nov 2029 | 58000 | 57745 |
| ROYAL BANK OF CANADA | 1% 18 Oct 2030 | 415000 | 406144 |
| RWE FINANCE US LLC | 5.875% 16 Apr 2034 | 410000 | 411017 |
| SANTANDER DRIVE AUTO RECEIVABL | 4.88% 15 Sep 2027 | 261000 | 261460 |
| SANTANDER DRIVE AUTO RECEIVABL | 4.62% 15 Nov 2028 | 108000 | 107870 |
| SBNA AUTO LEASE TRUST | 4.94% 20 Nov 2026 | 136368 | 136544 |
| SBNA AUTO LEASE TRUST | 4.56% 22 Feb 2028 | 153000 | 152844 |
| SBNA AUTO LEASE TRUST | 5.56% 22 Nov 2027 | 203000 | 205333 |
| SBNA AUTO LEASE TRUST | 5.55% 20 Dec 2028 | 191000 | 193894 |
| SFS AUTO RECEIVABLES SECURITIZ | 5.33% 20 Nov 2029 | 179000 | 180858 |
| SFS AUTO RECEIVABLES SECURITIZ | 4.55% 20 Jun 2030 | 206000 | 205673 |
| SMURFIT WESTROCK FIN | 5.418% 15 Jan 2035 | 243000 | 241239 |
| SOUTH BOW USA INFRA HLDS | 5.026% 01 Oct 2029 | 209000 | 205196 |
| SOUTHERN CAL EDISON | 1.2% 01 Feb 2026 | 842000 | 811065 |
| SOUTHERN CAL EDISON | 4.9% 01 Jun 2026 | 41000 | 41092 |
| SOUTHERN CAL EDISON | 4.875% 01 Feb 2027 | 34000 | 34109 |
| SOUTHERN CALIF GAS CO | 5.05% 01 Sep 2034 | 121000 | 119125 |
| SOUTHERN CO | 3.25% 01 Jul 2026 | 282000 | 276244 |
| SPRINT CAPITAL CORP | 6.875% 15 Nov 2028 | 43000 | 45614 |
| STANDARD CHARTERED PLC | 1% 14 May 2028 | 68000 | 68780 |
| T MOBILE USA INC | 4.85% 15 Jan 2029 | 13000 | 12924 |
| TENN VALLEY AUTHORITY | 0.75% 15 May 2025 | 1717000 | 1694112 |
| TEXAS NATURAL GAS SECURITIZTN | 5.102% 01 Apr 2035 | 1266153 | 1272755 |
| TOYOTA AUTO RECEIVABLES OWNER | 1.02% 15 Mar 2027 | 697000 | 678547 |
| TOYOTA LEASE OWNER TRUST | 5.26% 20 Jun 2028 | 300000 | 303192 |
| TRUIST FINANCIAL CORP | 1% 24 Jan 2030 | 226000 | 227609 |
| US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 2600000 | (4672) |
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 6900000 | (71776) |
| US BANCORP | 1% 23 Jan 2035 | 122000 | 123071 |
| US DOLLAR | CURRENCY | 10724 | 10724 |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | (1500000) | 77906 |
| US TREASURY N/B | 4.125% 31 Oct 2027 | 1000000 | 995938 |
| US TREASURY N/B | 4.5% 31 May 2029 | 912000 | 916346 |
| US TREASURY N/B | 4.25% 30 Jun 2029 | 1678000 | 1668692 |
| US TREASURY N/B | 4% 31 Jul 2029 | 1309000 | 1288240 |
| US TREASURY N/B | 3.625% 31 Aug 2029 | 631000 | 610985 |
| US TREASURY N/B | 3.5% 30 Sep 2029 | 1334000 | 1283558 |
| US TREASURY N/B | 4.125% 31 Oct 2029 | 1645000 | 1626108 |
| US TREASURY N/B | 4.25% 15 Nov 2034 | 2809000 | 2736580 |
| US TREASURY N/B | 4.125% 30 Nov 2029 | 1422000 | 1405891 |

---

559

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| US TREASURY N/B | 4% 15 Dec 2027 | 3878000 |  | 3848006 |
| US TREASURY N/B | 4.5% 31 Dec 2031 | 1131000 |  | 1131884 |
| US TREASURY N/B | 4.375% 31 Dec 2029 | 2313000 |  | 2311374 |
| US TREASURY N/B | 4.25% 31 Dec 2026 | 1111000 |  | 1111000 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | (100000) |  | 8750 |
| VALE OVERSEAS LIMITED | 6.125% 12 Jun 2033 | 139000 |  | 140186 |
| VERIZON COMMUNICATIONS | 4.329% 21 Sep 2028 | 360000 |  | 353311 |
| VERIZON COMMUNICATIONS | 2.55% 21 Mar 2031 | 1000 |  | 861 |
| VERIZON MASTER TRUST | 4.62% 20 Nov 2030 | 214000 |  | 213927 |
| VISTRA OPERATIONS CO LLC | 6% 15 Apr 2034 | 87000 |  | 87980 |
| VISTRA OPERATIONS CO LLC | 5.05% 30 Dec 2026 | 76000 |  | 76059 |
| VISTRA OPERATIONS CO LLC | 5.7% 30 Dec 2034 | 350000 |  | 345611 |
| VOLKSWAGEN AUTO LEASE TRUST | 5.21% 21 Jun 2027 | 105000 |  | 106050 |
| VOLKSWAGEN GROUP AMERICA | 3.2% 26 Sep 2026 | 254000 |  | 245671 |
| WASTE MANAGEMENT INC | 4.95% 15 Mar 2035 | 164000 |  | 159570 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2034 | 67000 |  | 66798 |
| WELLS FARGO + COMPANY | 1% 22 Apr 2028 | 330000 |  | 335389 |
| WELLS FARGO CARD ISSUANCE TRUS | 4.94% 15 Feb 2029 | 540000 |  | 545108 |
| WELLS FARGO CARD ISSUANCE TRUS | 4.29% 15 Oct 2029 | 548000 |  | 544506 |
| WELLS FARGO COMMERCIAL MORTGAG | 3.695% 15 Nov 2048 | 557000 |  | 551449 |
| WELLS FARGO COMMERCIAL MORTGAG | 3.096% 15 Jun 2049 | 156000 |  | 151169 |
| WELLS FARGO COMMERCIAL MORTGAG | 4.442% 15 Sep 2061 | 184000 |  | 180053 |
| WESTERN MIDSTREAM OPERAT | 4.05% 01 Feb 2030 | 513000 |  | 481050 |
| WESTERN MIDSTREAM OPERAT | 6.35% 15 Jan 2029 | 177000 |  | 183326 |
| WORLD OMNI AUTOMOBILE LEASE SE | 5.04% 17 Jul 2028 | 264000 |  | 265024 |
| WORLD OMNI AUTOMOBILE LEASE SE | 5.25% 17 Sep 2029 | 302000 |  | 305386 |
|  | **Sub-Total: Fund 5760 15 of 16** |  | **Total** | $**119393324** |

---

560

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current<br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/<br>Par Value** | | |
|  | ABBVIE INC | 4.8% 15 Mar 2029 | 138000 |  | $137796 |
|  | ACCENTURE CAPITAL INC | 3.9% 04 Oct 2027 | 75000 |  | 73893 |
|  | ACCENTURE CAPITAL INC | 4.05% 04 Oct 2029 | 45000 |  | 43628 |
|  | AEP TRANSMISSION CO LLC | 5.15% 01 Apr 2034 | 74000 |  | 72869 |
|  | AES CORP/THE | 2.45% 15 Jan 2031 | 121000 |  | 100786 |
|  | AES CORP/THE | 5.45% 01 Jun 2028 | 117000 |  | 117607 |
|  | ALABAMA POWER CO | 3.75% 01 Sep 2027 | 368000 |  | 359805 |
|  | ALABAMA POWER CO | 5.85% 15 Nov 2033 | 55000 |  | 56990 |
|  | ALBEMARLE CORP | 4.65% 01 Jun 2027 | 238000 |  | 235829 |
|  | AMER AIRLINE 16 1 AA PTT | 3.575% 15 Jul 2029 | 109016 |  | 104906 |
|  | AMERICAN ELECTRIC POWER | 5.625% 01 Mar 2033 | 66000 |  | 66651 |
|  | AMERICAN ELECTRIC POWER | 5.2% 15 Jan 2029 | 265000 |  | 266913 |
|  | AMERICAN EXPRESS CO | 1% 28 Jul 2027 | 207000 |  | 209238 |
|  | AMERICAN EXPRESS CO | 1% 23 Apr 2027 | 215000 |  | 217283 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | 5.23% 15 Apr 2029 | 400000 |  | 406254 |
|  | AMERICAN HERITAGE AUTO RECEIVA | 4.9% 17 Sep 2029 | 350000 |  | 349446 |
|  | AMERICAN HOMES 4 RENT | 3.625% 15 Apr 2032 | 66000 |  | 58958 |
|  | AMERICAN HOMES 4 RENT | 5.5% 01 Feb 2034 | 96000 |  | 95461 |
|  | AMERICAN HONDA FINANCE | 1.3% 09 Sep 2026 | 120000 |  | 113428 |
|  | AMERICAN HONDA FINANCE | 5.125% 07 Jul 2028 | 55000 |  | 55350 |
|  | AMERICAN HONDA FINANCE | 5.65% 15 Nov 2028 | 64000 |  | 65668 |
|  | AMERICAN HONDA FINANCE | 4.9% 10 Jan 2034 | 53000 |  | 50875 |
|  | AMERICAN HONDA FINANCE | 4.4% 05 Oct 2026 | 90000 |  | 89671 |
|  | AMERICAN HONDA FINANCE | 4.85% 23 Oct 2031 | 130000 |  | 127179 |
|  | AMERICAN TOWER CORP | 2.75% 15 Jan 2027 | 239000 |  | 229550 |
|  | AMERICAN TOWER CORP | 5.25% 15 Jul 2028 | 51000 |  | 51333 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | 1.17% 18 Aug 2027 | 200000 |  | 197790 |
|  | AMERIPRISE FINANCIAL INC | 5.7% 15 Dec 2028 | 74000 |  | 76163 |
|  | AMGEN INC | 5.25% 02 Mar 2030 | 143000 |  | 144281 |
|  | AMGEN INC | 5.25% 02 Mar 2033 | 27000 |  | 26788 |
|  | AON NORTH AMERICA INC | 5.125% 01 Mar 2027 | 42000 |  | 42291 |
|  | AON NORTH AMERICA INC | 5.15% 01 Mar 2029 | 69000 |  | 69230 |
|  | APPLIED MATERIALS INC | 4.8% 15 Jun 2029 | 65000 |  | 65176 |
|  | APPLOVIN CORP | 5.125% 01 Dec 2029 | 84000 |  | 83716 |
|  | ARBOR MULTIFAMILY MORTGAGE SEC | 2.574% 15 Oct 2054 | 1500000 |  | 1283922 |
|  | AREIT CRE TRUST | 1% 20 Jan 2037 | 124623 |  | 124169 |
|  | ARES CLO LTD | 1% 15 Apr 2034 | 550000 |  | 549780 |
|  | ARES COMMERCIAL MORTGAGE TRUST | 1% 15 Jul 2041 | 700000 |  | 704114 |
|  | ARTHUR J GALLAGHER + CO | 5% 15 Feb 2032 | 235000 |  | 231999 |
|  | ASTRAZENECA FINANCE LLC | 4.8% 26 Feb 2027 | 218000 |  | 219210 |
|  | AT+T INC | 4.5% 15 May 2035 | 76000 |  | 70277 |
|  | AT+T INC | 2.3% 01 Jun 2027 | 260000 |  | 245393 |

---

561

------

---

| | | | |
|:---|:---|:---|:---|
| ATLANTIC CITY ELECTRIC | 2.3% 15 Mar 2031 | 199000 | 169146 |
| AUTOZONE INC | 6.25% 01 Nov 2028 | 42000 | 43901 |
| AVERY DENNISON CORP | 2.65% 30 Apr 2030 | 100000 | 88659 |
| AVIATION CAPITAL GROUP | 6.375% 15 Jul 2030 | 136000 | 142229 |
| B96RY6750 CDS USD P F 1.00000 | 1% 20 Dec 2029 | (22700000) | (23207073) |
| B96RY6750 CDS USD R V 03MEVENT | 1% 20 Dec 2029 | 22700000 | 22700000 |
| BAE SYSTEMS PLC | 5% 26 Mar 2027 | 210000 | 210775 |
| BAIN CAPITAL CREDIT CLO, LIMIT | 1% 17 Oct 2032 | 249429 | 250012 |
| BAIN CAPITAL CREDIT CLO, LIMIT | 1% 19 Jul 2031 | 207472 | 207015 |
| BANCO SANTANDER SA | 5.588% 08 Aug 2028 | 200000 | 202598 |
| BANCO SANTANDER SA | 3.306% 27 Jun 2029 | 400000 | 371464 |
| BANK | 2.851% 17 Oct 2052 | 1534000 | 1381379 |
| BANK | 2.47% 15 Sep 2064 | 100000 | 84529 |
| BANK | 1% 15 Nov 2064 | 100000 | 84679 |
| BANK | 1% 15 Apr 2065 | 600000 | 547307 |
| BANK OF AMERICA CORP | 1% 24 Apr 2028 | 127000 | 123645 |
| BANK OF AMERICA CORP | 1% 21 Jul 2028 | 253000 | 244805 |
| BANK OF AMERICA CORP | 1% 20 Dec 2028 | 121000 | 116058 |
| BANK OF AMERICA CORP | 1% 07 Feb 2030 | 177000 | 169580 |
| BANK OF AMERICA CORP | 1% 23 Jul 2030 | 40000 | 36812 |
| BANK OF AMERICA CORP | 1% 22 Jul 2027 | 364000 | 347008 |
| BANK OF AMERICA CORP | 1% 14 Jun 2029 | 107000 | 97012 |
| BANK OF AMERICA CORP | 1% 04 Feb 2028 | 267000 | 254411 |
| BANK OF AMERICA CORP | 1% 27 Apr 2028 | 68000 | 67243 |
| BANK OF AMERICA CORP | 1% 25 Apr 2029 | 89000 | 89438 |
| BANK OF AMERICA CORP | 1% 15 Sep 2034 | 45000 | 46221 |
| BANK OF AMERICA CORP | 1% 23 Jan 2035 | 15000 | 15040 |
| BANK OF AMERICA CORP | 1% 25 Oct 2035 | 283000 | 277878 |
| BANK OF AMERICA CREDIT CARD TR | 4.98% 15 Nov 2028 | 350000 | 353197 |
| BANK OF NOVA SCOTIA | 4.85% 01 Feb 2030 | 119000 | 117912 |
| BANK OF NOVA SCOTIA | 1% 10 Nov 2032 | 100000 | 96902 |
| BANK OF NY MELLON CORP | 1% 13 Jun 2028 | 249000 | 244341 |
| BANK OF NY MELLON CORP | 1% 22 Jul 2032 | 84000 | 83722 |
| BANK5 | 6.225% 15 May 2057 | 150000 | 155867 |
| BECTON DICKINSON + CO | 3.7% 06 Jun 2027 | 200000 | 195102 |
| BECTON DICKINSON + CO | 4.693% 13 Feb 2028 | 143000 | 142186 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Feb 2051 | 440000 | 422120 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Apr 2055 | 1100000 | 980286 |
| BENCHMARK MORTGAGE TRUST | 2.387% 15 Sep 2054 | 75000 | 63107 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Jan 2055 | 250000 | 212453 |
| BENCHMARK MORTGAGE TRUST | 1% 15 Nov 2057 | 500000 | 515251 |
| BENEFIT STREET PARTNERS CLO LT | 1% 15 Jan 2033 | 300000 | 300480 |
| BERKSHIRE HATHAWAY ENERG | 3.7% 15 Jul 2030 | 101000 | 95023 |
| BHP BILLITON FIN USA LTD | 4.9% 28 Feb 2033 | 88000 | 86490 |
| BHP BILLITON FIN USA LTD | 5.25% 08 Sep 2026 | 305000 | 308023 |
| BHP BILLITON FIN USA LTD | 5.25% 08 Sep 2033 | 38000 | 38154 |
| BLACKSTONE HOLDINGS FINA | 2.5% 10 Jan 2030 | 66000 | 58615 |
| BLACKSTONE HOLDINGS FINA | 1.625% 05 Aug 2028 | 158000 | 140686 |

---

562

------

---

| | | | |
|:---|:---|:---|:---|
| BLACKSTONE REG FINANCE | 5% 06 Dec 2034 | 197000 | 190940 |
| BLUE OWL CREDIT INCOME | 5.8% 15 Mar 2030 | 31000 | 30488 |
| BLUE OWL CREDIT INCOME | 7.75% 16 Sep 2027 | 115000 | 120705 |
| BOOZ ALLEN HAMILTON INC | 4% 01 Jul 2029 | 64000 | 60275 |
| BORGWARNER INC | 4.95% 15 Aug 2029 | 140000 | 139121 |
| BORGWARNER INC | 5.4% 15 Aug 2034 | 93000 | 91472 |
| BROADCOM INC | 4.35% 15 Feb 2030 | 119000 | 115669 |
| BROOKFIELD CORP | 4% 15 Jan 2025 | 356000 | 355740 |
| BROOKHAVEN PARK CLO LTD | 1% 19 Apr 2037 | 600000 | 602840 |
| CAMDEN PROPERTY TRUST | 5.85% 03 Nov 2026 | 105000 | 107218 |
| CANADIAN NATL RESOURCES | 5% 15 Dec 2029 | 160000 | 158443 |
| CANADIAN PACIFIC RAILWAY | 1.75% 02 Dec 2026 | 201000 | 190295 |
| CAPITAL ONE FINANCIAL CO | 4.2% 29 Oct 2025 | 190000 | 188788 |
| CAPITAL ONE FINANCIAL CO | 1% 01 Feb 2030 | 119000 | 120647 |
| CAPITAL ONE MULTI ASSET EXECUT | 3.92% 15 Sep 2029 | 450000 | 442675 |
| CARDINAL HEALTH INC | 5.125% 15 Feb 2029 | 120000 | 120118 |
| CARDINAL HEALTH INC | 4.7% 15 Nov 2026 | 159000 | 158757 |
| CARDINAL HEALTH INC | 5% 15 Nov 2029 | 130000 | 129208 |
| CARLYLE GLOBAL MARKET STRATEGI | 1% 21 Oct 2037 | 250000 | 250396 |
| CARLYLE GLOBAL MARKET STRATEGI | 1% 20 Apr 2034 | 1250000 | 1248500 |
| CARRIER GLOBAL CORP | 2.722% 15 Feb 2030 | 162000 | 144834 |
| CARVANA AUTO RECEIVABLES TRUST | 3.35% 10 Feb 2027 | 69863 | 69587 |
| CBAM CLO MANAGEMENT LLC | 1% 20 Jan 2038 | 300000 | 300049 |
| CENCORA INC | 5.125% 15 Feb 2034 | 111000 | 108737 |
| CENTERPOINT ENER HOUSTON | 4.95% 01 Apr 2033 | 120000 | 117154 |
| CENTERPOINT ENER HOUSTON | 5.2% 01 Oct 2028 | 193000 | 195274 |
| CHARLES SCHWAB CORP | 5.875% 24 Aug 2026 | 202000 | 205537 |
| CHARLES SCHWAB CORP | 1% 17 Nov 2029 | 149000 | 155194 |
| CHARTER COMM OPT LLC/CAP | 6.65% 01 Feb 2034 | 120000 | 123594 |
| CHASE MORTGAGE FINANCE CORPORA | 1% 25 Apr 2055 | 524157 | 520419 |
| CIFC FUNDING LTD | 1% 18 Jul 2031 | 870060 | 870930 |
| CIGNA GROUP/THE | 5.4% 15 Mar 2033 | 45000 | 44899 |
| CIGNA GROUP/THE | 5% 15 May 2029 | 222000 | 221762 |
| CISCO SYSTEMS INC | 4.95% 26 Feb 2031 | 134000 | 134425 |
| CITIGROUP COMMERCIAL MORTGAGE | 1% 15 May 2054 | 500000 | 481591 |
| CITIZENS AUTO RECEIVABLES TRUS | 5.74% 15 Oct 2030 | 450000 | 459439 |
| CLEAR CREEK CLO LTD | 1% 20 Oct 2030 | 119079 | 119031 |
| COMCAST CORP | 4.15% 15 Oct 2028 | 215000 | 209670 |
| COMCAST CORP | 4.55% 15 Jan 2029 | 119000 | 117770 |
| CONCENTRIX CORP | 6.6% 02 Aug 2028 | 69000 | 70727 |
| CONCENTRIX CORP | 6.85% 02 Aug 2033 | 41000 | 41304 |
| CONNECTICUT LIGHT + PWR | 4.65% 01 Jan 2029 | 74000 | 73643 |
| CONSUMERS ENERGY CO | 4.9% 15 Feb 2029 | 125000 | 125326 |
| COREBRIDGE FINANCIAL INC | 3.9% 05 Apr 2032 | 33000 | 29998 |
| COREBRIDGE FINANCIAL INC | 5.75% 15 Jan 2034 | 49000 | 49855 |
| CROWN CASTLE INC | 3.8% 15 Feb 2028 | 113000 | 108720 |
| CROWN CASTLE INC | 5.6% 01 Jun 2029 | 67000 | 68198 |
| CUBESMART LP | 2.25% 15 Dec 2028 | 200000 | 179864 |

---

563

------

---

| | | | |
|:---|:---|:---|:---|
| CUBESMART LP | 2.5% 15 Feb 2032 | 116000 | 96979 |
| CVS HEALTH CORP | 3.25% 15 Aug 2029 | 169000 | 153636 |
| CVS HEALTH CORP | 5% 30 Jan 2029 | 117000 | 115334 |
| CVS HEALTH CORP | 5.25% 30 Jan 2031 | 117000 | 114296 |
| CVS HEALTH CORP | 5.55% 01 Jun 2031 | 141000 | 139904 |
| DANSKE BANK A/S | 1% 02 Oct 2030 | 200000 | 193948 |
| DELTA AIR LINES/SKYMILES | 4.75% 20 Oct 2028 | 7140 | 7040 |
| DEUTSCHE BANK COMMERCIAL MORTG | 2.89% 10 Aug 2049 | 250000 | 241441 |
| DEUTSCHE BANK NY | 1% 24 Nov 2026 | 190000 | 185119 |
| DIAMONDBACK ENERGY INC | 5.2% 18 Apr 2027 | 209000 | 210979 |
| DIAMONDBACK ENERGY INC | 5.15% 30 Jan 2030 | 120000 | 120198 |
| DISCOVERY COMMUNICATIONS | 3.95% 15 Jun 2025 | 117000 | 116248 |
| DTE ELECTRIC CO | 1.9% 01 Apr 2028 | 187000 | 171055 |
| DTE ENERGY CO | 4.875% 01 Jun 2028 | 322000 | 320857 |
| DTE ENERGY CO | 4.95% 01 Jul 2027 | 95000 | 95356 |
| DUKE ENERGY FLORIDA LLC | 5.875% 15 Nov 2033 | 44000 | 45790 |
| DUKE ENERGY PROGRESS LLC | 5.25% 15 Mar 2033 | 117000 | 117085 |
| EASTMAN CHEMICAL CO | 5% 01 Aug 2029 | 237000 | 236168 |
| ELEVANCE HEALTH INC | 2.25% 15 May 2030 | 215000 | 186704 |
| ELI LILLY + CO | 4.7% 27 Feb 2033 | 97000 | 95000 |
| ENBRIDGE ENERGY PARTNERS | 5.875% 15 Oct 2025 | 429000 | 431278 |
| ENBRIDGE INC | 1.6% 04 Oct 2026 | 200000 | 189360 |
| ENBRIDGE INC | 5.25% 05 Apr 2027 | 220000 | 222435 |
| EQUIFAX INC | 2.6% 15 Dec 2025 | 98000 | 95961 |
| EQUIFAX INC | 5.1% 01 Jun 2028 | 96000 | 96385 |
| ESSENTIAL UTILITIES INC | 5.375% 15 Jan 2034 | 54000 | 53530 |
| ESSEX PORTFOLIO LP | 3.5% 01 Apr 2025 | 261000 | 259904 |
| EVERSOURCE ENERGY | 3.375% 01 Mar 2032 | 110000 | 96373 |
| EVERSOURCE ENERGY | 5.45% 01 Mar 2028 | 129000 | 130623 |
| EVERSOURCE ENERGY | 5.95% 01 Feb 2029 | 89000 | 91689 |
| EXELON CORP | 5.15% 15 Mar 2028 | 165000 | 165947 |
| EXTRA SPACE STORAGE LP | 5.35% 15 Jan 2035 | 65000 | 64051 |
| FANNIE MAE | 5.25% 25 Sep 2041 | 155269 | 154155 |
| FANNIE MAE | 3% 25 Mar 2043 | 1041285 | 927658 |
| FANNIE MAE | 3.5% 25 Apr 2045 | 537000 | 477010 |
| FANNIE MAE | 3% 25 May 2044 | 322594 | 314155 |
| FANNIE MAE | 4% 25 May 2052 | 940553 | 914833 |
| FANNIE MAE | 1% 25 Jun 2054 | 539000 | 538379 |
| FANNIE MAE | 5.5% 25 Sep 2035 | 473868 | 481526 |
| FANNIE MAE | 1% 25 Jul 2036 | 364468 | 356915 |
| FANNIE MAE | 1% 25 Sep 2036 | 731925 | 720523 |
| FANNIE MAE | 4.5% 25 Mar 2041 | 771365 | 743853 |
| FANNIE MAE | 4% 25 Dec 2040 | 1626570 | 1553714 |
| FED HM LN PC POOL QA6651 | 3% 01 Feb 2050 | 317310 | 274810 |
| FED HM LN PC POOL QD6054 | 2.5% 01 Feb 2052 | 1456998 | 1199411 |
| FED HM LN PC POOL QD7582 | 3% 01 Feb 2052 | 229130 | 197038 |
| FED HM LN PC POOL QD7587 | 2.5% 01 Feb 2052 | 224866 | 185562 |
| FED HM LN PC POOL QD7589 | 2.5% 01 Feb 2052 | 280165 | 230787 |

---

564

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | FED HM LN PC POOL RA5256 | 2% 01 May 2051 | 776738 | 609055 |
| | FED HM LN PC POOL RA6765 | 2.5% 01 Feb 2052 | 1223701 | 1006980 |
| | FED HM LN PC POOL SD0715 | 2% 01 Sep 2051 | 2335543 | 1858713 |
| | FED HM LN PC POOL U62476 | 3.5% 01 Apr 2043 | 28021 | 25574 |
| | FED HM LN PC POOL U62580 | 3.5% 01 May 2043 | 2379653 | 2171866 |
| | FED HM LN PC POOL ZT1682 | 3% 01 Jan 2047 | 866550 | 753343 |
| | FEDEX CORP | 3.25% 01 Apr 2026 | 304000 | 298644 |
| | FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Nov 2030 | 5013587 | 201801 |
| | FHLMC MULTIFAMILY STRUCTURED P | 1% 25 Dec 2029 | 2623000 | 114763 |
| \* | FIDELITY NATL INFO SERV | 1.65% 01 Mar 2028 | 215000 | 194412 |
|  | FISERV INC | 3.85% 01 Jun 2025 | 261000 | 259559 |
|  | FISERV INC | 5.625% 21 Aug 2033 | 115000 | 117060 |
|  | FISERV INC | 5.15% 15 Mar 2027 | 101000 | 101830 |
|  | FNMA POOL AS7155 | 3% 01 May 2046 | 273989 | 238251 |
|  | FNMA POOL BC8998 | 3% 01 Nov 2046 | 1172771 | 1024474 |
|  | FNMA POOL BC9396 | 3% 01 Jul 2046 | 114067 | 99165 |
|  | FNMA POOL BM6364 | 1% 01 Sep 2047 | 845198 | 810714 |
|  | FNMA POOL BV3028 | 2% 01 Feb 2052 | 1648316 | 1298177 |
|  | FNMA POOL BV3096 | 3% 01 Feb 2052 | 716304 | 617939 |
|  | FNMA POOL CA4946 | 3.5% 01 Jan 2050 | 210617 | 189471 |
|  | FNMA POOL CA6036 | 2.5% 01 Jun 2050 | 2458955 | 2041771 |
|  | FNMA POOL CA7278 | 2.5% 01 Oct 2050 | 2704698 | 2207262 |
|  | FNMA POOL CA7963 | 2.5% 01 Nov 2050 | 826446 | 687109 |
|  | FNMA POOL CB2539 | 2.5% 01 Jan 2052 | 589750 | 486180 |
|  | FNMA POOL CB2840 | 2% 01 Feb 2052 | 3299369 | 2600070 |
|  | FNMA POOL CB3068 | 2.5% 01 Feb 2052 | 412782 | 337596 |
|  | FNMA POOL CB3578 | 3% 01 May 2052 | 1727518 | 1480343 |
|  | FNMA POOL FM3484 | 1% 01 Jun 2050 | 1212006 | 1008048 |
|  | FNMA POOL FS1238 | 1% 01 Mar 2052 | 225811 | 202083 |
|  | FNMA POOL FS1399 | 1% 01 Apr 2052 | 156094 | 133965 |
|  | FNMA POOL FS1870 | 1% 01 May 2052 | 838014 | 719114 |
|  | FNMA POOL FS3207 | 1% 01 Feb 2051 | 615522 | 502246 |
|  | FNMA POOL FS4024 | 1% 01 Feb 2053 | 2187314 | 2164917 |
|  | FNMA POOL MA1544 | 3.5% 01 Aug 2043 | 37439 | 34126 |
|  | FNMA POOL MA2249 | 3.5% 01 Apr 2045 | 126877 | 114639 |
|  | FNMA POOL MA2537 | 3.5% 01 Feb 2046 | 251244 | 227011 |
|  | FNMA POOL MA2670 | 3% 01 Jul 2046 | 209812 | 182402 |
|  | FNMA POOL MA2705 | 3% 01 Aug 2046 | 184888 | 160734 |
|  | FNMA POOL MA2925 | 3.5% 01 Jan 2047 | 1052498 | 948333 |
|  | FNMA POOL MA4356 | 2.5% 01 Jun 2051 | 1457664 | 1195123 |
|  | FNMA POOL MA4437 | 2% 01 Oct 2051 | 574265 | 449016 |
|  | FNMA POOL MA4562 | 2% 01 Mar 2052 | 2784537 | 2171030 |
|  | FNMA POOL MA4731 | 3.5% 01 Sep 2052 | 2218657 | 1964723 |
|  | FNMA POOL MA4761 | 5% 01 Sep 2052 | 738962 | 716234 |
|  | FNMA POOL MA4784 | 4.5% 01 Oct 2052 | 1705703 | 1606915 |
|  | FNMA POOL MA4785 | 5% 01 Oct 2052 | 2578423 | 2498322 |
|  | FNMA POOL MA5039 | 5.5% 01 Jun 2053 | 1724938 | 1704908 |
|  | FNMA POOL MA5139 | 6% 01 Sep 2053 | 646055 | 649642 |

---

565

------

---

| | | | |
|:---|:---|:---|:---|
| FNMA POOL MA5497 | 5.5% 01 Oct 2054 | 776587 | 766886 |
| FNMA POOL MA5498 | 6% 01 Oct 2054 | 1435390 | 1443279 |
| FNMA TBA 30 YR 6 | 6% 15 Jan 2055 | 1132000 | 1137751 |
| FORD CREDIT AUTO LEASE TRUST | 5.05% 15 Jun 2027 | 350000 | 352279 |
| FREDDIE MAC | 4% 15 Sep 2041 | 385496 | 363965 |
| FREDDIE MAC | 4% 15 Mar 2042 | 202466 | 194461 |
| FREDDIE MAC | 3% 15 Nov 2042 | 2266883 | 2012383 |
| FREDDIE MAC | 4% 15 Nov 2054 | 1449139 | 1385369 |
| FREDDIE MAC | 3.5% 15 Aug 2047 | 3876394 | 3462392 |
| FREDDIE MAC | 7% 25 Dec 2053 | 2000000 | 2101711 |
| FREDDIE MAC | 4.5% 15 Oct 2040 | 1067019 | 1035805 |
| FREDDIEMAC STRIP | 1% 25 Oct 2053 | 300681 | 298488 |
| GATX CORP | 6.9% 01 May 2034 | 86000 | 94357 |
| GENERAL MOTORS FINL CO | 5.25% 01 Mar 2026 | 70000 | 70194 |
| GENERAL MOTORS FINL CO | 6.1% 07 Jan 2034 | 56000 | 56825 |
| GENERAL MOTORS FINL CO | 5.55% 15 Jul 2029 | 183000 | 184907 |
| GENERAL MOTORS FINL CO | 5.35% 15 Jul 2027 | 100000 | 100964 |
| GILEAD SCIENCES INC | 3.65% 01 Mar 2026 | 111000 | 109743 |
| GILEAD SCIENCES INC | 4.8% 15 Nov 2029 | 151000 | 150686 |
| GLOBAL PAYMENTS INC | 1.2% 01 Mar 2026 | 246000 | 235720 |
| GLOBAL PAYMENTS INC | 4.95% 15 Aug 2027 | 237000 | 237329 |
| GM FINANCIAL AUTOMOBILE LEASIN | 5.16% 20 Jan 2027 | 200000 | 200527 |
| GM FINANCIAL SECURITIZED TERM | 4.86% 18 Jun 2029 | 350000 | 351917 |
| GM FINANCIAL SECURITIZED TERM | 4.66% 16 Feb 2028 | 196068 | 196326 |
| GNMA II POOL MA2753 | 3% 20 Apr 2045 | 1905406 | 1677413 |
| GNMA II POOL MA6476 | 4% 20 Feb 2050 | 3273731 | 3046916 |
| GNMA II POOL MA7649 | 2.5% 20 Oct 2051 | 2406123 | 2009413 |
| GNMA II POOL MA7705 | 2.5% 20 Nov 2051 | 1712637 | 1430000 |
| GNMA II POOL MA7706 | 3% 20 Nov 2051 | 819848 | 711387 |
| GNMA II POOL MA8151 | 4.5% 20 Jul 2052 | 2744198 | 2602903 |
| GNMA II POOL MA9963 | 4.5% 20 Oct 2054 | 837065 | 791479 |
| GNMA POOL 747514 | 4.75% 15 Aug 2040 | 69213 | 67872 |
| GNMA POOL 747662 | 4.75% 15 Aug 2040 | 253664 | 248775 |
| GNMA POOL 747716 | 4.75% 15 Sep 2040 | 506193 | 495796 |
| GNMA POOL 747769 | 4.75% 15 Sep 2040 | 332781 | 326985 |
| GNMA POOL 751034 | 4.75% 15 Sep 2040 | 229042 | 224281 |
| GNMA POOL 751035 | 4.75% 15 Aug 2040 | 50131 | 49384 |
| GNMA POOL 751126 | 4.75% 15 Oct 2040 | 549734 | 539778 |
| GNMA POOL 751213 | 4.75% 15 Oct 2040 | 797058 | 783975 |
| GNMA POOL 755223 | 4.75% 15 Nov 2040 | 42079 | 41156 |
| GNMA POOL 755400 | 4.75% 15 Oct 2040 | 51602 | 50473 |
| GNMA POOL 755477 | 4.75% 15 Oct 2040 | 71174 | 69670 |
| GNMA POOL 755692 | 4.75% 15 Nov 2040 | 171407 | 168582 |
| GNMA POOL 761203 | 4.75% 15 Apr 2041 | 56286 | 55240 |
| GNMA POOL 761334 | 4.75% 15 Apr 2041 | 133434 | 131050 |
| GNMA POOL 761519 | 4.75% 15 Apr 2041 | 460353 | 452155 |
| GNMA POOL 761707 | 4.75% 15 May 2041 | 142756 | 140629 |
| GOLDENTREE LOAN MANAGEMENT US | 1% 24 Apr 2031 | 378806 | 378731 |

---

566

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | GOLDMAN SACHS GROUP INC | 1% 24 Oct 2029 | 55000 | 57612 |
| | GOLDMAN SACHS GROUP INC | 1% 25 Apr 2030 | 55000 | 56161 |
| | GOLDMAN SACHS GROUP INC | 1% 23 Jul 2035 | 37000 | 36271 |
| | GOLDMAN SACHS GROUP INC | 1% 23 Oct 2035 | 114000 | 109317 |
| | GOLDMAN SACHS GROUP INC | 1% 12 Feb 2026 | 246000 | 244787 |
| | GOLDMAN SACHS GROUP INC | 1% 24 Feb 2028 | 214000 | 204006 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Nov 2065 | 100006 | 99923 |
| | GOVERNMENT NATIONAL MORTGAGE A | 2% 16 Oct 2063 | 1928176 | 1470086 |
| | GOVERNMENT NATIONAL MORTGAGE A | 2.25% 16 Oct 2063 | 1928176 | 1518277 |
| | GOVERNMENT NATIONAL MORTGAGE A | 1% 20 Mar 2054 | 396527 | 395884 |
| | GOVERNMENT STIF 3 | GOVERNMENT STIF 3 | 5793182 | 5793182 |
| | GREAT WOLF TRUST | 1% 15 Mar 2039 | 400000 | 400593 |
| | GS MORTGAGE BACKED SECURITIES | 1% 25 Mar 2052 | 972526 | 843369 |
| | GS MORTGAGE BACKED SECURITIES | 1% 25 Feb 2055 | 376493 | 360989 |
| | GS MORTGAGE SECURITIES TRUST | 2.618% 15 Dec 2054 | 100000 | 84196 |
| | HARLEY DAVIDSON MOTORCYCLE TRU | 4.31% 16 Jul 2029 | 250000 | 248621 |
| | HCA INC | 4.125% 15 Jun 2029 | 322000 | 307204 |
| | HCA INC | 3.625% 15 Mar 2032 | 136000 | 119760 |
| | HCA INC | 5.45% 01 Apr 2031 | 95000 | 94800 |
| | HEALTHPEAK OP LLC | 5.25% 15 Dec 2032 | 118000 | 117016 |
| | HEICO CORP | 5.25% 01 Aug 2028 | 139000 | 140315 |
| | HESS CORP | 4.3% 01 Apr 2027 | 169000 | 167276 |
| | HOME DEPOT INC | 2.7% 15 Apr 2030 | 240000 | 215990 |
| | HONDA AUTO RECEIVABLES OWNER T | 4.51% 21 Nov 2030 | 500000 | 498367 |
| | HONEYWELL INTERNATIONAL | 4.95% 01 Sep 2031 | 130000 | 129879 |
| | HP ENTERPRISE CO | 4.55% 15 Oct 2029 | 151000 | 147136 |
| | HUMANA INC | 5.95% 15 Mar 2034 | 120000 | 120792 |
| | HYUNDAI AUTO RECEIVABLES TRUST | 4.74% 16 Sep 2030 | 500000 | 499842 |
| | HYUNDAI CAPITAL AMERICA | 5.65% 26 Jun 2026 | 105000 | 105954 |
| | HYUNDAI CAPITAL AMERICA | 5.95% 21 Sep 2026 | 103000 | 104746 |
| | HYUNDAI CAPITAL AMERICA | 6.1% 21 Sep 2028 | 150000 | 154265 |
| | HYUNDAI CAPITAL AMERICA | 5.3% 24 Jun 2029 | 107000 | 107234 |
| | ING GROEP NV | 1% 11 Sep 2027 | 200000 | 203706 |
| | INGERSOLL RAND INC | 5.197% 15 Jun 2027 | 200000 | 202210 |
| | INTEL CORP | 4.875% 10 Feb 2028 | 282000 | 280342 |
| | INTEL CORP | 5.2% 10 Feb 2033 | 90000 | 86908 |
| | INTERCONTINENTALEXCHANGE | 2.1% 15 Jun 2030 | 140000 | 120959 |
| | INTUIT INC | 5.125% 15 Sep 2028 | 184000 | 186650 |
| | INVITATION HOMES OP | 2.3% 15 Nov 2028 | 174000 | 156988 |
| | JOHN DEERE CAPITAL CORP | 4.95% 14 Jul 2028 | 65000 | 65598 |
| | JOHN DEERE CAPITAL CORP | 4.5% 16 Jan 2029 | 64000 | 63414 |
| | JOHN DEERE CAPITAL CORP | 4.9% 11 Jun 2027 | 125000 | 125898 |
| | JOHN DEERE CAPITAL CORP | 4.85% 11 Jun 2029 | 90000 | 90293 |
| | JOHN DEERE CAPITAL CORP | 4.4% 08 Sep 2031 | 105000 | 101620 |
| | JONES LANG LASALLE INC | 6.875% 01 Dec 2028 | 77000 | 81605 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Sep 2052 | 864913 | 680357 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Feb 2052 | 941054 | 808091 |
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Apr 2052 | 556543 | 431526 |

---

567

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| \* | JP MORGAN MORTGAGE TRUST | 1% 25 Nov 2052 | 594887 | 494032 |
| \* | JPMORGAN CHASE + CO | 1% 05 Dec 2029 | 183000 | 179137 |
| \* | JPMORGAN CHASE + CO | 1% 15 Oct 2030 | 17000 | 15295 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2026 | 312000 | 309339 |
| \* | JPMORGAN CHASE + CO | 1% 01 Jun 2028 | 157000 | 147359 |
| \* | JPMORGAN CHASE + CO | 1% 04 Feb 2032 | 31000 | 25720 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2027 | 201000 | 192900 |
| \* | JPMORGAN CHASE + CO | 1% 01 Jun 2029 | 54000 | 49015 |
| \* | JPMORGAN CHASE + CO | 1% 22 Sep 2027 | 243000 | 229788 |
| \* | JPMORGAN CHASE + CO | 1% 23 Oct 2029 | 265000 | 274900 |
| \* | JPMORGAN CHASE + CO | 1% 23 Jan 2030 | 121000 | 120825 |
| \* | JPMORGAN CHASE + CO | 1% 22 Apr 2028 | 425000 | 432178 |
| \* | JPMORGAN CHASE + CO | 1% 22 Jul 2030 | 80000 | 79724 |
| \* | JPMORGAN CHASE + CO | 1% 22 Oct 2030 | 92000 | 90275 |
|  | KENVUE INC | 5% 22 Mar 2030 | 192000 | 193190 |
|  | KEURIG DR PEPPER INC | 3.4% 15 Nov 2025 | 288000 | 284913 |
|  | KEURIG DR PEPPER INC | 5.05% 15 Mar 2029 | 50000 | 50124 |
|  | KINDER MORGAN INC | 1.75% 15 Nov 2026 | 234000 | 221804 |
|  | KLA CORP | 4.7% 01 Feb 2034 | 54000 | 52371 |
|  | L3HARRIS TECH INC | 4.4% 15 Jun 2028 | 69000 | 67765 |
|  | LABORATORY CORP OF AMER | 4.35% 01 Apr 2030 | 120000 | 115618 |
|  | LIBERTY UTILITIES CO | 5.577% 31 Jan 2029 | 142000 | 143044 |
|  | LLOYDS BANKING GROUP PLC | 1% 05 Jan 2028 | 204000 | 205675 |
|  | LOCKHEED MARTIN CORP | 5.1% 15 Nov 2027 | 92000 | 93434 |
|  | LOUISVILLE GAS + ELEC | 5.45% 15 Apr 2033 | 91000 | 92058 |
|  | LOWE S COS INC | 1.3% 15 Apr 2028 | 175000 | 156405 |
|  | LOWE S COS INC | 5.15% 01 Jul 2033 | 116000 | 115272 |
|  | M+T BANK AUTO RECEIVABLES TRUS | 5.22% 17 Feb 2032 | 450000 | 453813 |
|  | MADISON PARK FUNDING LTD | 1% 16 Jul 2037 | 250000 | 250375 |
|  | MARATHON PETROLEUM CORP | 5.125% 15 Dec 2026 | 280000 | 281845 |
|  | MARRIOTT INTERNATIONAL | 4.8% 15 Mar 2030 | 90000 | 89064 |
|  | MARSH + MCLENNAN COS INC | 4.65% 15 Mar 2030 | 130000 | 128393 |
|  | MARSH + MCLENNAN COS INC | 4.85% 15 Nov 2031 | 44000 | 43396 |
|  | MARSH + MCLENNAN COS INC | 5% 15 Mar 2035 | 333000 | 324675 |
|  | MCKESSON CORP | 1.3% 15 Aug 2026 | 196000 | 185920 |
|  | MCKESSON CORP | 4.25% 15 Sep 2029 | 77000 | 75257 |
|  | META PLATFORMS INC | 4.55% 15 Aug 2031 | 180000 | 176963 |
|  | MIDAMERICAN ENERGY CO | 5.35% 15 Jan 2034 | 94000 | 95059 |
|  | MITSUBISHI UFJ FIN GRP | 1% 20 Jul 2027 | 384000 | 365153 |
|  | MOHAWK INDUSTRIES INC | 5.85% 18 Sep 2028 | 24000 | 24673 |
|  | MORGAN STANLEY | 1% 28 Apr 2026 | 59000 | 58470 |
|  | MORGAN STANLEY | 1% 22 Jul 2028 | 124000 | 119596 |
|  | MORGAN STANLEY | 1% 20 Jul 2027 | 102000 | 97060 |
|  | MORGAN STANLEY | 1% 18 Oct 2028 | 169000 | 175084 |
|  | MORGAN STANLEY | 1% 01 Feb 2029 | 166000 | 166307 |
|  | MORGAN STANLEY | 1% 20 Apr 2029 | 147000 | 147410 |
|  | MORGAN STANLEY | 1% 21 Apr 2034 | 36000 | 35450 |
|  | MORGAN STANLEY | 1% 01 Nov 2029 | 137000 | 143124 |

---

568

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | MORGAN STANLEY | 1% 19 Jul 2030 | 80000 | 79657 |
| | MORGAN STANLEY | 1% 19 Jul 2035 | 33000 | 32500 |
| | MORGAN STANLEY | 1% 18 Oct 2030 | 190000 | 185959 |
| | MORGAN STANLEY | 1% 04 May 2027 | 200000 | 191724 |
| | MORGAN STANLEY CAPITAL I TRUST | 1% 15 Oct 2051 | 750000 | 730312 |
| | MORGAN STANLEY CAPITAL I TRUST | 1% 15 May 2054 | 2492982 | 132691 |
| | MSCI INC | 3.625% 01 Sep 2030 | 153000 | 139475 |
| | NATIONAL RURAL UTIL COOP | 3.9% 01 Nov 2028 | 63000 | 60868 |
| | NATIONAL RURAL UTIL COOP | 2.4% 15 Mar 2030 | 212000 | 186925 |
| | NATIONAL RURAL UTIL COOP | 2.75% 15 Apr 2032 | 111000 | 94986 |
| | NATIONAL RURAL UTIL COOP | 5.15% 15 Jun 2029 | 124000 | 125474 |
| | NAVIENT STUDENT LOAN TRUST | 5.51% 15 Oct 2071 | 470970 | 473003 |
| | NAVIENT STUDENT LOAN TRUST | 1.31% 15 Jan 2069 | 160707 | 150110 |
| | NAVIENT STUDENT LOAN TRUST | 2.6% 15 Aug 2068 | 248957 | 236490 |
| | NAVIENT STUDENT LOAN TRUST | 4% 15 Dec 2059 | 184505 | 180146 |
| \* | NEUBERGER BERMAN CLO LTD | 1% 18 Oct 2038 | 760000 | 762508 |
|  | NEXTERA ENERGY CAPITAL | 1.9% 15 Jun 2028 | 160000 | 144848 |
|  | NEXTERA ENERGY CAPITAL | 4.625% 15 Jul 2027 | 333000 | 332497 |
|  | NEXTERA ENERGY CAPITAL | 5.25% 15 Mar 2034 | 84000 | 83103 |
|  | NIAGARA MOHAWK POWER | 1.96% 27 Jun 2030 | 107000 | 90639 |
|  | NISOURCE INC | 3.6% 01 May 2030 | 177000 | 165012 |
|  | NISSAN AUTO LEASE TRUST | 5.61% 15 Nov 2027 | 350000 | 352888 |
|  | NISSAN AUTO LEASE TRUST | 4.97% 15 Sep 2028 | 350000 | 351959 |
|  | NISSAN AUTO RECEIVABLES OWNER | 4.45% 15 Nov 2029 | 350000 | 349338 |
|  | NORDSON CORP | 4.5% 15 Dec 2029 | 100000 | 97492 |
|  | NORFOLK SOUTHERN CORP | 5.05% 01 Aug 2030 | 56000 | 56491 |
|  | NOVARTIS CAPITAL CORP | 4% 18 Sep 2031 | 130000 | 123679 |
|  | NUTRIEN LTD | 5.95% 07 Nov 2025 | 160000 | 161514 |
|  | NUVEEN LLC | 5.55% 15 Jan 2030 | 33000 | 33572 |
|  | O REILLY AUTOMOTIVE INC | 5% 19 Aug 2034 | 90000 | 87220 |
|  | OCCIDENTAL PETROLEUM COR | 8.5% 15 Jul 2027 | 159000 | 169663 |
|  | OCCIDENTAL PETROLEUM COR | 6.625% 01 Sep 2030 | 125000 | 130901 |
|  | OCEANVIEW MORTGAGE TRUST | 1% 25 Oct 2051 | 778060 | 613114 |
|  | OCTAGON 62 LTD | 1% 23 Jan 2038 | 650000 | 649610 |
|  | ONCOR ELECTRIC DELIVERY | 4.55% 15 Sep 2032 | 125000 | 120221 |
|  | ONCOR ELECTRIC DELIVERY | 4.3% 15 May 2028 | 108000 | 106588 |
|  | ONE GAS INC | 5.1% 01 Apr 2029 | 45000 | 45315 |
|  | ONEOK INC | 5.85% 15 Jan 2026 | 151000 | 152327 |
|  | ORACLE CORP | 3.9% 15 May 2035 | 81000 | 70795 |
|  | ORACLE CORP | 2.8% 01 Apr 2027 | 225000 | 215944 |
|  | ORACLE CORP | 2.95% 01 Apr 2030 | 143000 | 129058 |
|  | ORACLE CORP | 2.875% 25 Mar 2031 | 179000 | 157221 |
|  | PACCAR FINANCIAL CORP | 4% 26 Sep 2029 | 105000 | 101635 |
|  | PARKER HANNIFIN CORP | 3.25% 14 Jun 2029 | 267000 | 249869 |
|  | PAYPAL HOLDINGS INC | 4.4% 01 Jun 2032 | 93000 | 89241 |
|  | PFIZER INVESTMENT ENTER | 4.65% 19 May 2030 | 112000 | 110798 |
|  | PHILIP MORRIS INTL INC | 5.125% 13 Feb 2031 | 120000 | 120032 |
|  | PHILIP MORRIS INTL INC | 4.625% 01 Nov 2029 | 135000 | 133155 |

---

569

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | PLAINS ALL AMER PIPELINE | 4.65% 15 Oct 2025 | 96000 | 95844 |
| | PORSCHE FINANCIAL AUTO SECURIT | 4.72% 23 Jun 2031 | 400000 | 401034 |
| | PORSCHE INNOVATIVE LEASE OWNER | 4.66% 20 Feb 2030 | 300000 | 299994 |
| | PUBLIC SERVICE ELECTRIC | 5.2% 01 Aug 2033 | 81000 | 81019 |
| | QUANTA SERVICES INC | 4.75% 09 Aug 2027 | 140000 | 139706 |
| | QUEST DIAGNOSTICS INC | 6.4% 30 Nov 2033 | 72000 | 77165 |
| | REALTY INCOME CORP | 2.2% 15 Jun 2028 | 190000 | 173660 |
| | REALTY INCOME CORP | 5.125% 15 Feb 2034 | 105000 | 102891 |
| | REPUBLIC SERVICES INC | 4.875% 01 Apr 2029 | 144000 | 143679 |
| | REXFORD INDUSTRIAL REALT | 2.15% 01 Sep 2031 | 149000 | 121125 |
| | ROGERS COMMUNICATIONS IN | 5% 15 Feb 2029 | 146000 | 145069 |
| | ROYAL BANK OF CANADA | 3.625% 04 May 2027 | 107000 | 104509 |
| | ROYAL BANK OF CANADA | 1.2% 27 Apr 2026 | 286000 | 273791 |
| | ROYAL BANK OF CANADA | 1.15% 14 Jul 2026 | 179000 | 170136 |
| | ROYAL BANK OF CANADA | 4.24% 03 Aug 2027 | 193000 | 190699 |
| | ROYAL BANK OF CANADA | 5.2% 01 Aug 2028 | 83000 | 83663 |
| | ROYAL BANK OF CANADA | 4.95% 01 Feb 2029 | 141000 | 140872 |
| | ROYAL BANK OF CANADA | 1% 02 Aug 2030 | 70000 | 69534 |
| | ROYAL BANK OF CANADA | 1% 18 Oct 2028 | 90000 | 89126 |
| | ROYALTY PHARMA PLC | 1.2% 02 Sep 2025 | 250000 | 243793 |
| | ROYALTY PHARMA PLC | 2.2% 02 Sep 2030 | 77000 | 65327 |
| | RPM INTERNATIONAL INC | 2.95% 15 Jan 2032 | 130000 | 111773 |
| | RTX CORP | 2.25% 01 Jul 2030 | 194000 | 168526 |
| | RTX CORP | 3.95% 16 Aug 2025 | 120000 | 119392 |
| | RYDER SYSTEM INC | 5.25% 01 Jun 2028 | 169000 | 170578 |
| | RYDER SYSTEM INC | 6.6% 01 Dec 2033 | 90000 | 97269 |
| | RYDER SYSTEM INC | 5.5% 01 Jun 2029 | 63000 | 64045 |
| | RYDER SYSTEM INC | 4.95% 01 Sep 2029 | 50000 | 49782 |
| | S+P GLOBAL INC | 2.7% 01 Mar 2029 | 130000 | 119649 |
| | SABINE PASS LIQUEFACTION | 5% 15 Mar 2027 | 216000 | 216503 |
| | SANTANDER DRIVE AUTO RECEIVABL | 5.93% 17 Jul 2028 | 450000 | 454866 |
| | SEMPRA | 5.4% 01 Aug 2026 | 97000 | 97787 |
| | SHR TRUST | 1% 15 Oct 2041 | 250000 | 250592 |
| | SMB PRIVATE EDUCATION LOAN TRU | 1.6% 15 Sep 2054 | 713062 | 660548 |
| | SMITH + NEPHEW PLC | 2.032% 14 Oct 2030 | 200000 | 167402 |
| | SOCIAL PROFESSIONAL LOAN PROGR | 2.37% 16 Nov 2048 | 404310 | 384720 |
| | SOCIAL PROFESSIONAL LOAN PROGR | 3.34% 25 Aug 2047 | 56958 | 56451 |
| | SOCIAL PROFESSIONAL LOAN PROGR | 2.95% 25 Feb 2042 | 34534 | 34223 |
| | SOLVENTUM CORP | 5.4% 01 Mar 2029 | 115000 | 115299 |
| | SONOCO PRODUCTS CO | 4.6% 01 Sep 2029 | 70000 | 68188 |
| | SOUND POINT CLO LTD | 1% 21 Jan 2031 | 472837 | 472695 |
| | SOUTHERN CALIF GAS CO | 5.2% 01 Jun 2033 | 41000 | 40807 |
| | SOUTHERN CO | 5.113% 01 Aug 2027 | 126000 | 126978 |
| | SOUTHERN CO | 5.5% 15 Mar 2029 | 101000 | 103014 |
| | SPRINT CAPITAL CORP | 6.875% 15 Nov 2028 | 294000 | 311875 |
| | STANLEY BLACK + DECKER I | 6% 06 Mar 2028 | 357000 | 369195 |
| \* | STATE STREET CORP | 1% 30 Mar 2031 | 132000 | 120707 |
| \* | STATE STREET CORP | 1% 21 Nov 2029 | 98000 | 100573 |

---

570

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| \* | STATE STREET CORP | 1% 22 Oct 2032 | 143000 | 138796 |
|  | STEEL DYNAMICS INC | 1.65% 15 Oct 2027 | 175000 | 160958 |
|  | STRYKER CORP | 3.65% 07 Mar 2028 | 107000 | 103260 |
|  | SWAP CCPC MORGAN STANLEY COC | SWAP CCPC CASH COLLATERAL | 500000 | 500000 |
|  | T MOBILE USA INC | 2.25% 15 Feb 2026 | 115000 | 111792 |
|  | T MOBILE USA INC | 2.05% 15 Feb 2028 | 242000 | 222154 |
|  | T MOBILE USA INC | 4.85% 15 Jan 2029 | 132000 | 131232 |
|  | T MOBILE USA INC | 4.2% 01 Oct 2029 | 115000 | 111236 |
|  | TAKEDA PHARMACEUTICAL | 2.05% 31 Mar 2030 | 221000 | 190392 |
|  | TARGA RESOURCES CORP | 4.2% 01 Feb 2033 | 105000 | 95384 |
|  | TBA CITIBANK COC | TBA CASH COLLATERAL | 274000 | 274000 |
|  | TBA CITIGROUP COC | TBA CASH COLLATERAL | (274000) | (274000) |
|  | TBA JP MORGAN COC | TBA CASH COLLATERAL | 307000 | 307000 |
|  | TBA MORGAN STANLEY BOC | TBA CASH COLLATERAL | (270000) | (270000) |
|  | TBA MORGAN STANLEY COC | TBA CASH COLLATERAL | (72805) | (72805) |
|  | TBA MORGAN STANLEY COC | TBA CASH COLLATERAL | 35805 | 35805 |
|  | TCI FLATIRON CLO LTD | 1% 17 Nov 2030 | 102046 | 101924 |
|  | TCI SYMPHONY CLO | 1% 15 Jul 2030 | 334635 | 335070 |
|  | TELEDYNE TECHNOLOGIES IN | 1.6% 01 Apr 2026 | 93000 | 89326 |
|  | TESLA AUTO LEASE TRUST | 5.89% 22 Jun 2026 | 446232 | 447806 |
|  | TESLA AUTO LEASE TRUST | 4.82% 20 Oct 2027 | 300000 | 300636 |
|  | THL CREDIT WIND RIVER 2019 1 C | 1% 20 Jul 2034 | 1150000 | 1151265 |
|  | TORONTO DOMINION BANK | 5.523% 17 Jul 2028 | 82000 | 83342 |
|  | TORONTO DOMINION BANK | 4.98% 05 Apr 2027 | 250000 | 250908 |
|  | TOYOTA AUTO RECEIVABLES OWNER | 4.83% 16 Oct 2028 | 400000 | 401797 |
|  | TOYOTA AUTO RECEIVABLES OWNER | 5.43% 17 Apr 2028 | 350000 | 355553 |
|  | TOYOTA MOTOR CREDIT CORP | 4.55% 20 Sep 2027 | 239000 | 238809 |
|  | TOYOTA MOTOR CREDIT CORP | 4.7% 12 Jan 2033 | 112000 | 108880 |
|  | TOYOTA MOTOR CREDIT CORP | 5.4% 20 Nov 2026 | 177000 | 179713 |
|  | TOYOTA MOTOR CREDIT CORP | 4.35% 08 Oct 2027 | 50000 | 49641 |
|  | TRUIST FINANCIAL CORP | 1% 02 Mar 2027 | 161000 | 154368 |
|  | TRUIST FINANCIAL CORP | 1% 24 Jan 2030 | 100000 | 100712 |
|  | TUCSON ELECTRIC POWER CO | 5.2% 15 Sep 2034 | 75000 | 73514 |
|  | TYSON FOODS INC | 5.4% 15 Mar 2029 | 86000 | 86931 |
|  | UBER TECHNOLOGIES INC | 4.3% 15 Jan 2030 | 170000 | 164368 |
|  | UBS COMMERCIAL MORTGAGE TRUST | 1% 15 Dec 2051 | 2050000 | 1930640 |
|  | UBS COMMERCIAL MORTGAGE TRUST | 1% 15 Mar 2051 | 1800000 | 1733238 |
|  | UBS COMMERCIAL MORTGAGE TRUST | 1% 15 Mar 2051 | 7339299 | 181670 |
|  | UBS GROUP AG | 1% 22 Sep 2034 | 204000 | 212884 |
|  | UNILEVER CAPITAL CORP | 4.625% 12 Aug 2034 | 100000 | 96200 |
|  | UNITED AIR 2016 2 AA PTT | 2.875% 07 Apr 2030 | 110300 | 102397 |
|  | UNITEDHEALTH GROUP INC | 4% 15 May 2029 | 301000 | 290835 |
|  | UNITEDHEALTH GROUP INC | 4.8% 15 Jan 2030 | 125000 | 124316 |
|  | UNIVERSAL HEALTH SVCS | 4.625% 15 Oct 2029 | 50000 | 48214 |
|  | US 10YR NOTE (CBT)MAR 25 | XCBT 20250320 | (3800000) | 43156 |
|  | US 10YR ULTRA FUT MAR 25 | XCBT 20250320 | (4500000) | 70565 |
|  | US 2YR NOTE (CBT) MAR 25 | XCBT 20250331 | 28000000 | 10383 |

---

571

------

---

| | | | |
|:---|:---|:---|:---|
| US 5YR NOTE (CBT) MAR 25 | XCBT 20250331 | 2800000 | (10029) |
| US BANCORP | 1% 22 Jul 2028 | 240000 | 237854 |
| US BANCORP | 1% 12 Jun 2029 | 150000 | 153339 |
| US BANCORP | 1% 23 Jan 2030 | 80000 | 80692 |
| US DOLLAR | CURRENCY | 721425 | 721425 |
| US LONG BOND(CBT) MAR 25 | XCBT 20250320 | (2800000) | 74250 |
| US TREASURY N/B | 4.25% 15 Aug 2054 | 1238000 | 1132770 |
| US TREASURY N/B | 4.625% 15 Nov 2044 | 370900 | 360005 |
| US TREASURY N/B | 2.625% 31 Jan 2026 | 53000 | 52104 |
| US TREASURY N/B | 1.25% 30 Sep 2028 | 631900 | 564662 |
| US TREASURY N/B | 1.5% 30 Nov 2028 | 1777700 | 1596319 |
| US TREASURY N/B | 2.75% 30 Apr 2027 | 151700 | 146651 |
| US TREASURY N/B | 4.375% 15 Dec 2026 | 16000 | 16037 |
| US TREASURY N/B | 4.25% 15 Mar 2027 | (3295000) | (3294228) |
| US TREASURY N/B | 4.25% 15 Mar 2027 | 3295000 | 3294228 |
| US TREASURY N/B | 4.125% 31 Mar 2029 | 3960000 | 3921019 |
| US TREASURY N/B | 4.125% 31 Mar 2029 | (3960000) | (3921019) |
| US TREASURY N/B | 4.625% 15 Jun 2027 | 21000 | 21176 |
| US TREASURY N/B | 3.875% 15 Aug 2034 | 19000 | 17973 |
| US TREASURY N/B | 3.375% 15 Sep 2027 | 1147000 | 1120834 |
| US TREASURY N/B | 4.25% 15 Nov 2034 | 2768800 | 2697417 |
| US TREASURY N/B | 4.25% 30 Nov 2026 | 435000 | 434915 |
| US TREASURY N/B | 4.125% 30 Nov 2031 | 700 | 685 |
| US TREASURY N/B | 4.125% 30 Nov 2029 | 967000 | 956046 |
| US TREASURY N/B | 4% 15 Dec 2027 | 3528000 | 3500713 |
| US TREASURY N/B | 4.5% 31 Dec 2031 | 4200 | 4203 |
| US TREASURY N/B | 4.375% 31 Dec 2029 | 4805000 | 4801622 |
| US TREASURY N/B | 4.25% 31 Dec 2026 | 2602000 | 2602000 |
| US ULTRA BOND CBT MAR 25 | XCBT 20250320 | (1500000) | 53625 |
| VENTURE CDO LTD | 1% 15 Jul 2032 | 430000 | 429398 |
| VERIZON COMMUNICATIONS | 2.355% 15 Mar 2032 | 143000 | 118465 |
| VERIZON COMMUNICATIONS | 4.78% 15 Feb 2035 | 166000 | 158143 |
| VIATRIS INC | 2.7% 22 Jun 2030 | 140000 | 121365 |
| VIRGINIA ELEC + POWER CO | 5% 01 Apr 2033 | 119000 | 116476 |
| VMWARE LLC | 1.4% 15 Aug 2026 | 415000 | 393092 |
| VOYA PRIVATE CREDIT TRUST FUND | COMMON STOCK | 4300503 | 46584318 |
| WARNERMEDIA HOLDINGS INC | 3.755% 15 Mar 2027 | 184000 | 177264 |
| WARNERMEDIA HOLDINGS INC | 4.279% 15 Mar 2032 | 113000 | 99563 |
| WASTE MANAGEMENT INC | 1.15% 15 Mar 2028 | 190000 | 169925 |
| WEC ENERGY GROUP INC | 2.2% 15 Dec 2028 | 243000 | 218970 |
| WELLS FARGO + COMPANY | 1% 22 May 2028 | 107000 | 103705 |
| WELLS FARGO + COMPANY | 1% 30 Oct 2030 | 127000 | 114601 |
| WELLS FARGO + COMPANY | 1% 11 Feb 2026 | 26000 | 25921 |
| WELLS FARGO + COMPANY | 1% 24 Mar 2028 | 138000 | 133889 |
| WELLS FARGO + COMPANY | 1% 15 Aug 2026 | 26000 | 25944 |
| WELLS FARGO + COMPANY | 1% 24 Apr 2034 | 51000 | 50338 |
| WELLS FARGO + COMPANY | 1% 25 Jul 2029 | 103000 | 104478 |
| WELLS FARGO BANK NA | 5.45% 07 Aug 2026 | 250000 | 253003 |

---

572

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| WELLS FARGO COMMERCIAL MORTGAG | 2.343% 15 Apr 2054 | 100000 |  | 85332 |
| WELLS FARGO COMMERCIAL MORTGAG | 2.626% 15 Apr 2054 | 300000 |  | 255363 |
| WELLS FARGO COMMERCIAL MORTGAG | 2.658% 15 Nov 2054 | 200000 |  | 170762 |
| WELLS FARGO COMMERCIAL MORTGAG | 1% 15 Nov 2057 | 500000 |  | 514567 |
| WESTPAC BANKING CORP | 1.953% 20 Nov 2028 | 267000 |  | 240538 |
| WESTPAC BANKING CORP | 5.535% 17 Nov 2028 | 172000 |  | 176871 |
| WORLD OMNI AUTO RECEIVABLES TR | 4.86% 15 Mar 2029 | 650000 |  | 653136 |
| WORLD OMNI SELECT AUTO TRUST | 5.92% 15 Mar 2027 | 52023 |  | 52112 |
| WORLD OMNI SELECT AUTO TRUST | 4.98% 15 Feb 2030 | 500000 |  | 502131 |
|  | **Sub-Total: Fund 5796 16 of 16** |  | **Total** | $**245193263** |
|  | **Sub-Total: Interest Income Fund - Underlying Investments at Current Value (16 funds)** | **Sub-Total: Interest Income Fund - Underlying Investments at Current Value (16 funds)** |  | $**6839440825** |

---

573

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br>lessor, or similar party** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(c) Description of investment including maturity date,<br>rate of interest, collateral, par, or maturity value** | **(d) Cost** | **(e) Current <br>value** |
| | | | | **(n/a)** | |
| | | |<br>**Shares/ <br>Par Value** | | |
|  | Royal Bank of Canada | Synthetic GIC, 2.52% |  |  |  |
| \* | State Street Bank and Trust Company | Synthetic GIC, 2.52% |  |  |  |
| \* | Prudential Insurance Company of America | Synthetic GIC, 2.62% |  |  |  |
| \* | New York Life Insurance Co | Synthetic GIC, 1.57% |  |  |  |
| \* | Metropolitan Tower Life Insurance Co | Synthetic GIC, 3.05% |  |  |  |
| \* | Massachusetts Mutual Life | Synthetic GIC, 3.42% |  |  |  |
| \* | Voya Retirement Insurance & Annuity Co | Synthetic GIC, 2.36% |  |  |  |
|  |  | **Sub-Total : Synthetic GICs at Current Value** | **Sub-Total : Synthetic GICs at Current Value** |  | **—** |
|  |  | **TOTAL: Interest Income Fund - at Current Value** | **TOTAL: Interest Income Fund - at Current Value** |  | $**6839440825** |

---

**\* Party-In-Interest**

**n / a - Cost is not applicable**

574

------

**SIGNATURE**

<u>The Plan</u>. Pursuant to the requirements of the Securities Exchange Act of 1934, the trustees (or other persons who administer the employee benefit plan) have duly caused this annual report to be signed on its behalf by the undersigned thereunto duly authorized.

---

| | | | |
|:---|:---|:---|:---|
| | | | **IBM 401(k) Plan** |
| Date: | June 13, 2025 | By: | /s/ Nicolás A. Fehring |
|  |  |  | Nicolás A. Fehring |
|  |  |  | Vice President and Controller |

---

&nbsp;&nbsp;&nbsp;&nbsp;

575

------

**EXHIBIT INDEX**

---

| | |
|:---|:---|
| **Exhibit<br>Number** | **Description** |
| <u>23</u> | <u>[Consent of Independent Registered Public Accounting Firm](form11-k2024ex2306132025.htm)</u> |

---

576

## Ex-23

**Exhibit 23**

**CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM**

We hereby consent to the incorporation by reference in the Registration Statements on Form S-8 (Nos. 333-09055 and 033-33458) of International Business Machines Corporation of our report dated June 13, 2025 relating to the financial statements and supplemental schedules of the IBM 401(k) Plan, which appears in this Form 11-K.

---

| |
|:---|
| /s/ PricewaterhouseCoopers LLP |
| PricewaterhouseCoopers LLP |
| New York, NY |
| June 13, 2025 |

---

<br>