# EDGAR Filing Document

**Accession Number:** 0000202058
**File Stem:** 0000202058-26-000043
**Filing Date:** 2026-6
**Character Count:** 137041
**Document Hash:** f9e44db4c88452467d86fba9ec0c0126
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000202058-26-000043.hdr.sgml**: 20260629

**ACCESSION NUMBER**: 0000202058-26-000043

**CONFORMED SUBMISSION TYPE**: 11-K

**PUBLIC DOCUMENT COUNT**: 40

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260629

**DATE AS OF CHANGE**: 20260629

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** L3HARRIS TECHNOLOGIES, INC. /DE/
- **CENTRAL INDEX KEY:** 0000202058
- **STANDARD INDUSTRIAL CLASSIFICATION:** SEARCH, DETECTION, NAVIGATION, GUIDANCE, AERONAUTICAL SYS [3812]
- **ORGANIZATION NAME:** 04 Manufacturing
- **EIN:** 340276860
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0102

**FILING VALUES:**
- **FORM TYPE:** 11-K
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 001-03863
- **FILM NUMBER:** 261136294

**BUSINESS ADDRESS:**
- **STREET 1:** 1025 W NASA BLVD
- **CITY:** MELBOURNE
- **STATE:** FL
- **ZIP:** 32919
- **BUSINESS PHONE:** 3217279100

**MAIL ADDRESS:**
- **STREET 1:** 1025 W NASA BLVD
- **CITY:** MELBOURNE
- **STATE:** FL
- **ZIP:** 32919

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARRIS CORP /DE/
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HARRIS SEYBOLD CO
- **DATE OF NAME CHANGE:** 19600201

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![Image_0.jpg](hrs-20260629_g1.jpg)

**UNITED STATES** 

**SECURITIES AND EXCHANGE COMMISSION** 

**Washington, D.C. 20549** 

**FORM 11-K** 

(Mark One)

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

&nbsp;&nbsp;&nbsp;&nbsp; **For the fiscal year ended December 31, 2025**

**OR** 

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

Commission file number 1-3863

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

**L3Harris Retirement Savings Plan** 

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

L3Harris Technologies, Inc.

1025 West NASA Blvd.

Melbourne, Florida 32919

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**L3HARRIS RETIREMENT SAVINGS PLAN** 

**Audited Financial Statements and Supplemental Schedule**

**As of** December 31, 2025, and 2024

**and for the Year Ended December 31, 2025**

------

**L3HARRIS RETIREMENT SAVINGS PLAN** 

Index to Financial Statements and Supplemental Schedule

---

| | |
|:---|:---|
| **Report of Independent Registered Public Accounting Firm - Weaver and Tidwell, LLP** | &nbsp;&nbsp;[1](#iad8ca2c603f64d29bf599ab7c15d0603_4) |
| **Audited Financial Statements:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Statements of Net Assets Available for Benefits as of December 31, 2025, and 2024 | &nbsp;&nbsp;[2](#iad8ca2c603f64d29bf599ab7c15d0603_170) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2025 | &nbsp;&nbsp;[3](#iad8ca2c603f64d29bf599ab7c15d0603_303) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Notes to the Financial Statements | &nbsp;&nbsp;[4](#iad8ca2c603f64d29bf599ab7c15d0603_337) |
| **Supplemental Schedule:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Schedule of Assets (Held at End of Year) as of December 31, 2025 | &nbsp;&nbsp;[12](#iad8ca2c603f64d29bf599ab7c15d0603_7) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Schedule of Reportable Transactions for the Year Ended December 31, 2025 | &nbsp;&nbsp;[33](#iad8ca2c603f64d29bf599ab7c15d0603_364) |
| **Exhibit Index:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23.1 Consent of Independent Registered Public Accounting Firm - Weaver and Tidwell, LLP | &nbsp;&nbsp;[34](#iad8ca2c603f64d29bf599ab7c15d0603_13) |
| **Signature** | &nbsp;&nbsp;[35](#iad8ca2c603f64d29bf599ab7c15d0603_193) |

---

All other schedules required by section 2520.103-10 of the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974 have been omitted because they are not applicable.

------

**REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM** 

To the Participants and Employee Benefits Committee of

the L3Harris Retirement Savings Plan

**Opinion on the Financial Statements**

We have audited the accompanying statements of net assets available for benefits of the L3Harris Retirement Savings Plan (the Plan) as of December 31, 2025 and 2024, and the related statement of changes in net assets available for benefits for the year ended December 31, 2025, and the related notes and schedules (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, 2025 and 2024, and the changes in net assets available for benefits for the year ended December 31, 2025, in conformity with accounting principles generally accepted in the United States of America.

**Basis for Opinion**

These financial statements are the responsibility of Plan management. Our responsibility is to express an opinion on these 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 Exchange Commission and the PCAOB.

We conducted our audits 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.

**Supplemental Information**

The supplemental information in the accompanying schedules of assets (held at end of year) as of December 31, 2025, and reportable transactions for the year ended December 31, 2025 have been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental information is the responsibility of Plan management. Our audit procedures included determining whether the supplemental information reconciles 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 information. In forming our opinion on the supplemental information in the accompanying schedules, we evaluated whether the supplemental information, including its form and content, is 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 information is fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ Weaver and Tidwell L.L.P.

WEAVER AND TIDWELL, L.L.P.

We have served as the Plan's auditor since 2019.

Bethesda, Maryland

June 29, 2026

------

**L3HARRIS RETIREMENT SAVINGS PLAN** 

Statements of Net Assets Available for Benefits

December 31, 2025, and 2024

(In thousands)

---

| | | |
|:---|:---|:---|
| | &nbsp;&nbsp;**December 31, 2025** | &nbsp;&nbsp;**December 31, 2024** |
| **ASSETS** | | |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments, at fair value | $16594424 | $— |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Synthetic guaranteed investment contracts, at contract value | 1236816 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Plan interest in Master Trust |  | 16171216 |
| **Receivables:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Notes receivable from participants | 147102 | 145570 |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued interest & dividends | 6248 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Due from broker for securities sold | 271 |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total receivables** | 153621 | 145570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Total assets** | 17984861 | 16316786 |
| **LIABILITIES** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued administrative expenses | 3202 | 3352 |
| &nbsp;&nbsp;&nbsp;&nbsp;Due to broker for securities purchased | 226 |  |
| **Total liabilities** | 3428 | 3352 |
| **Net assets available for benefits** | $17981433 | $16313434 |

---

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

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**L3HARRIS RETIREMENT SAVINGS PLAN** 

Statement of Changes in Net Assets Available for Benefits

For the Year Ended December 31, 2025

(In thousands)

---

| | |
|:---|:---|
| **Additions:** | |
| &nbsp;&nbsp;&nbsp;&nbsp;Contributions: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Employer (in-kind benefit) | $253780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Participant (other than rollovers) | 518115 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Participant rollovers | 72654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total contributions | 844549 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Investment income: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dividends | 86752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Interest | 20356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investment income | 107108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest on notes receivable from participants | 11899 |
| &nbsp;&nbsp;&nbsp;&nbsp; Net appreciation in fair value of investments | 2610078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total additions** | 3573634 |
| **Deductions:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Benefits paid to participants | 1901911 |
| &nbsp;&nbsp;&nbsp;&nbsp;Administrative expenses | 3724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total deductions** | 1905635 |
| **Net change in plan assets available for benefits** | 1667999 |
| **Net assets available for benefits:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning of year | 16313434 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;End of year | $17981433 |

---

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

------

**L3HARRIS RETIREMENT SAVINGS PLAN** 

Notes to the Financial Statements

December 31, 2025, and 2024

**NOTE 1 — DESCRIPTION OF PLAN** 

The following description of the L3Harris Retirement Savings Plan (the "Plan") provides only general information. Participants should refer to the Plan document for a more complete description of the Plan's provisions.

A.**General** — The Plan is a defined contribution plan with a 401(k) feature covering eligible employees of L3Harris Technologies, Inc. ("L3Harris") and certain of its subsidiaries (collectively, the "Company" or "Employer") as defined in the Plan document. The Plan Administrator is the L3Harris Employee Benefits Committee comprised of persons appointed by L3Harris. The Plan is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended ("ERISA").

&nbsp;&nbsp;&nbsp;&nbsp;The Plan is currently maintained pursuant to a January 1, 2025, plan document that has been amended from time to time.

B. &nbsp;&nbsp;&nbsp;&nbsp;**Contributions** — Participants may contribute a percentage of eligible compensation, as defined in the Plan document and subject to Internal Revenue Code (the "Code") limitations, on a pre-tax and/or an after-tax basis. After-tax contributions may be made either on a regular after-tax basis or on a designated Roth after-tax basis. Participants age 50 and older by the end of the calendar year can contribute an additional amount above the annual pre-tax/designated Roth after-tax limitation, as defined in the Plan document and subject to Code limitations. For any eligible employee who has completed one year of service with the Company, the Company matches up to 100% of pre-tax, regular after-tax and/or designated Roth after-tax contributions subject to a limit of 6% (5% for a participant who is accruing a cash balance benefit under the Company's defined benefit pension plans) of eligible compensation. Special matching rules apply to certain participants who are subject to a collective bargaining agreement. Company matching contributions generally are made to the Plan in the form of L3Harris stock, except matching contributions generally are made in cash for certain participants who are subject to a collective bargaining agreement. Participants who make no election with respect to their contribution percentage generally are deemed to have elected deferment of 6% of eligible compensation on a pre-tax basis. The Company may make discretionary profit-sharing contributions to the Plan in an amount determined by the Company, allocated to eligible participants based on eligible compensation as defined in the Plan document. For the year ended December 31, 2025, no profit-sharing contributions were made. Additional Company contributions may be made on behalf of participants who are subject to a collective bargaining agreement or to satisfy, in part, the Company's obligations to certain participants under wage determination or similar laws. In addition, participants may roll over amounts to the Plan from other qualified retirement plans or certain individual retirement accounts ("IRAs").

C.&nbsp;&nbsp;&nbsp;&nbsp;**Payments of Benefits** — Prior to termination of employment, a participant may withdraw all or any portion of his or her regular after-tax account balance or rollover account balance. A participant may also receive a distribution while employed for financial hardship, as defined in the Plan document, after attainment of age 59 <sup>1</sup>/2 or in certain cases, in connection with active military duty or, effective January 1, 2025, domestic abuse. Upon retirement or other termination of employment, a participant may elect to receive either a lump-sum amount equal to all or a portion of the participant's vested account, or installments of his or her vested account over a future period. Alternatively, a participant generally will be eligible to roll over his or her vested account to an eligible retirement plan or IRA. In addition, certain other distribution options applicable to assets merged into the Plan have been preserved, as legally required.

D.&nbsp;&nbsp;&nbsp;&nbsp;**Participant Loans** — The participant loan program permits participants to borrow against their pre-tax, regular after-tax, qualified non-elective, designated Roth after-tax and rollover accounts. A participant may borrow in increments of $100 from a minimum of $500 to a maximum of up to 50% of the vested portion of the participant's account or $50,000, whichever is lower, within certain limitations established by the Plan document. Payback periods range from one to five years unless the loan is to be used for the purchase of a principal residence, in which case the payback period generally may not exceed ten years. Certain loans that transferred into the Plan via the acquisition of another plan's assets may have a payback period exceeding ten years. Interest rates are established by the Plan Administrator based on market rates. Loans are paid back ratably through payroll deductions (or, if the participant is not receiving paychecks, then they are paid back by certified or cashier's check, money order or electronic transfer). The outstanding loans have been established as a separate fund.

------

E. &nbsp;&nbsp;&nbsp;&nbsp;**Participant Accounts** — Each participant's account is credited with the participant's contributions and allocations of (a) the Company's contributions and (b) Plan earnings, and is charged with an allocation of Plan losses and administrative expenses. The benefit to which a participant is entitled is the benefit that can be provided from the participant's vested account.

F.&nbsp;&nbsp;&nbsp;&nbsp;**Vesting** — Participants are immediately vested in their pre-tax, regular after-tax, designated Roth after-tax, qualified non-elective and rollover contributions plus earnings thereon. Participants also are immediately vested in Company contributions other than Employer matching and any profit-sharing contributions, plus earnings thereon. Vesting in the Employer matching and any profit-sharing contributions, plus earnings thereon, is based on years of service, as defined in the Plan document. A participant is generally 100% vested after three years of service.

However, certain vesting schedules applicable to assets merged into the Plan have been preserved, as legally required, and may result in the vesting of Employer matching and any profit-sharing contributions, plus earnings thereon, more quickly than described above. In addition, in the event of a disposition by the Company of a business or substantially all of the assets of a business, the participants impacted by such disposition may in certain circumstances become 100% vested in Employer matching and any profit-sharing contributions, plus earnings thereon.

A participant also becomes 100% vested in Employer matching and any profit-sharing contributions, plus earnings thereon, upon attainment of age 55 while employed or upon his or her termination of employment on account of his or her death or disability (as defined in the Plan document), or if a participant dies while on leave of absence due to qualified military service.

In addition, special vesting applies to certain participants in the Plan who are subject to a collective bargaining agreement. Certain of such participants are immediately vested in their Employer matching and any profit-sharing contributions, plus earnings thereon, and certain others become vested in their Employer matching and any profit sharing contributions, plus earnings thereon, as follows:

---

| | |
|:---|:---|
| **Years of Service** | &nbsp;&nbsp;**Vesting Percentage** |
| Less than 1 year | 0% |
| 1 year | 20% |
| 2 years | 40% |
| 3 years | 60% |
| 4 years | 80% |
| 5 years | 100% |

---

G.&nbsp;&nbsp;&nbsp;&nbsp;**Forfeitures** — A terminated participant who is not 100% vested will forfeit the non-vested portion of the Company's contributions plus earnings thereon unless the participant returns to employment within five years. The forfeited contributions are used, in the order determined by the Plan Administrator, to restore the accounts of recently located missing participants; to restore the accounts of participants whose benefits previously were forfeited and who are reemployed prior to incurring a break in service of five consecutive years; to fund any Company contributions to be allocated to participants who are reemployed after a period of qualified military service, as defined in the Plan document; and to reduce future contributions to the Plan by the Company; and, if any forfeitures remain after use as previously specified, to pay Plan administrative expenses. Forfeited amounts included in Plan assets at December 31, 2025, and 2024 were $3,693,064 and $2,938,578, respectively. For the year ended December 31, 2025, Company contributions to the Plan were reduced by $4,648,148 from forfeited non-vested accounts.

H. &nbsp;&nbsp;&nbsp;&nbsp;**Plan Termination** — Although it has not expressed any intent to do so, L3Harris has the right under the Plan to discontinue its contributions at any time and to terminate the Plan subject to the provisions of ERISA. In the event of Plan termination, participants will become 100% vested in their accounts.

I. &nbsp;&nbsp;&nbsp;&nbsp;**Investment Options** — Upon enrollment in the Plan, a participant may direct Company and participant contributions into any of several investment options (including the L3Harris Stock Fund) and/or a brokerage window account. The L3Harris Stock Fund is a unitized fund as of December 31, 2025, and 2024. As a unitized fund, the fund's value is determined by its underlying assets consisting primarily of common shares of L3Harris stock, but also some short-term liquid investments. The fund's unit price is computed by the Trustee daily. Shares of common stock held in the L3Harris Stock Fund as of December 31, 2025, and 2024, are valued at the last reported quoted market price of a share on the last trading day of the year. A participant may transfer amounts from other investment options into the

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L3Harris Stock Fund, provided that no transfer shall cause more than 20% of a participant's account to be invested in the L3Harris Stock Fund. A participant may invest no more than 20% of his or her newly made contributions to the Plan in the L3Harris Stock Fund, except that, a participant generally may elect to invest in the L3Harris Stock Fund up to 100% of newly made Company matching contributions for his or her benefit. The L3Harris Stock Fund has been designated as an "employee stock ownership plan," which means that L3Harris is entitled to a deduction for dividends paid on shares held in the L3Harris Stock Fund. Any such dividends are 100% vested and participants are permitted to elect that such dividends either be maintained in the Plan and reinvested in the L3Harris Stock Fund or paid from the Plan in cash to the participant.

The investment options are described in detail in the Plan's "Summary Plan Description," which is available to all participants. In the event no investment option is selected by a participant, the default investment option for contributions is the LifeCycle Fund that is age-appropriate for the participant. Elections to change investment options can be made daily. Investments are governed by certain limitations described in the Plan document and the "Summary Plan Description."

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

**Basis of Accounting —** The accounting records of the Plan are maintained on the accrual basis and have been prepared in conformity with accounting principles generally accepted in the United States of America ("U.S. GAAP").

**Interest in Master Trust —** Prior to April 2025, assets of the Plan were maintained in the L3Harris Retirement Savings Plan Master Trust (the "Master Trust") administered by Northern Trust, as Trustee. The Plan participated in the Master Trust along with the Aviation Communications and Surveillance Systems 401(k) Plan. See Note 6 - Master Trust for further information regarding the Master Trust.

The interest in the Master Trust represented the Plan's specific interest in the assets of the Master Trust. The assets consisted of units of funds that were maintained by Northern Trust. Contributions, benefit payments and certain administrative expenses were specifically identified and charged to the Plan.

**Valuation of Investments and Income Recognition —** Investments are stated at fair value, except for fully-benefit responsive investments, which are stated at contract value. For investments stated at fair value, quoted market prices are used, when available, to value investments. Investments for which quoted market prices are not available are stated at fair values as reported by the Trustee or investee company. See Note 7 — Financial Instruments for further information on the valuation of investments. Purchases and sales of investments are recorded on a trade date basis. Interest income is recorded on the accrual basis, and dividends are recorded on the ex-dividend date. Net appreciation or depreciation includes the Plan's gains and losses on investments.

**Notes Receivable from Participants —** Notes receivable from participants represent participant loans recorded at their unpaid principal balance plus any accrued but unpaid interest. Interest income on notes receivable from participants is recorded when it is earned. Related fees are recorded as administrative expenses and are expensed when they are incurred. No allowance for credit losses has been recorded as of December 31, 2025, and 2024. If a participant ceases to make loan repayments and the Plan Administrator deems the participant loan to be a distribution, the participant loan balance is reduced and a benefit payment is recorded upon the participant's eligibility for a Plan distribution.

**Payment of Benefits —** Benefits to participants or their beneficiaries are recorded when paid.

**Use of Estimates** — The preparation of financial statements in conformity with U.S. GAAP requires the Plan Administrator to make estimates and assumptions that affect certain reported amounts, disclosures, and schedules. Accordingly, actual results may differ from those estimates.

**Administrative Expenses —** Unless otherwise elected by the Company, all reasonable charges and expenses incurred in connection with the administration of the Plan are paid by the Trustee from the assets of the Plan.

**NOTE 3 — RELATED-PARTY TRANSACTIONS** 

Certain Plan investments are managed by Northern Trust, Trustee of the Plan, and therefore these transactions qualify as exempt party-in-interest transactions. Additionally, the Plan's recordkeeper, Fidelity Workplace Services LLC, also qualifies as an exempt party-in-interest. Fees paid by the Plan to Northern Trust for trustee services totaled $792,575 for the year ended December 31, 2025. Fees paid by the Plan to Fidelity Workplace Services LLC for record keeping services totaled $2,554,228 for the year ended December 31, 2025.

------

The Plan's interest in the L3Harris Stock Fund includes 5,803,432 and 6,378,531 shares of L3Harris common stock valued at $1,703,713,532 and $1,341,277,592 as of December 31, 2025, and 2024, respectively. The Plan received aggregate dividends on the stock held within the L3Harris Stock Fund in the amount of $28,616,427 for the year ended December 31, 2025.

**NOTE 4 — INCOME TAX STATUS** 

The Plan has received a determination letter from the Internal Revenue Service ("IRS") dated July 21, 2025, stating that the Plan is qualified under Section 401(a) of the Code and the related trust is exempt from taxation. Although the Plan has been amended since receiving the determination letter, the Company believes the Plan, as amended, is qualified and the related trust is exempt from taxation.

U.S. GAAP requires Plan management to evaluate uncertain tax positions taken by the Plan. The financial statement effects of a tax position are recognized when the position is more likely than not, based on the technical merits, to be sustained upon examination by the IRS. The Plan Administrator has analyzed the tax positions taken by the Plan, and has concluded that as of December 31, 2025, there are no uncertain positions taken or expected to be taken within twelve months that would require recognition of a liability or disclosure in the financial statements. The Plan is subject to routine audits by taxing jurisdictions; however, there are currently no IRS audits of the Plan in progress for any tax periods.

**NOTE 5 — CREDIT RISKS AND UNCERTAINTIES** 

Cash amounts at the Trustee may exceed the federally insured limit from time to time. The Plan provides for investments in various investment securities, which, in general, are exposed to certain risks, such as interest rate, credit and overall market volatility risks. Due to the level of risk associated with certain investment securities, it is reasonably possible that changes in the values of investment securities will occur in the near term, and such changes could materially affect participant account balances and the amounts reported in the Statements of Net Assets Available for Benefits.

**NOTE 6 — MASTER TRUST**

Prior to April 2025, the Plan participated in a Master Trust arrangement that held the assets of the Plan and the assets of Aviation Communications and Surveillance Systems ("ACSS") 401(k) Plan sponsored by the Aviation Communications and Surveillance Systems, LLC, a subsidiary of L3Harris at that time. Effective April 7, 2025, in connection with L3Harris' divestiture of ACSS, the ACSS 401(k) Plan assets ceased participation in the Master Trust. As a legal matter, the trust ceased to be a master trust at that time and now only holds assets of the Plan.

As a result, the accompanying Statement of Net Assets Available for Benefits as of December 31, 2025 presents the Plan's investments directly, rather than as an interest in a Master Trust. Prior year amounts continue to reflect the Plan's participation in the Master Trust arrangement. The change had no impact on participant account balances, vested benefits, or the overall net assets available for benefits of the Plan.

The fair value of the assets, liabilities and investments of the Master Trust held by the Trustee and the Plan's portion of the fair value as of December 31, 2024, are presented in the table below:

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---

| | | |
|:---|:---|:---|
| | **Master Trust Balances** | **Plan's interest in Master Trust Balances** |
| **(In thousands)** | &nbsp;&nbsp;**2024** | **2024** |
| **ASSETS** |  |  |
| **Investments at fair value:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brokerage window account | $917574 | $916557 |
| &nbsp;&nbsp;&nbsp;&nbsp;L3Harris common stock | 1351012 | 1341277 |
| &nbsp;&nbsp;&nbsp;&nbsp;Common/collective trust fund | 12645854 | 12607753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total investments at fair value** | 14914440 | 14865587 |
| **Investments at contract value:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Synthetic guaranteed investment contracts | 1304902 | 1300629 |
| **Receivables:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Accrued interest & dividends | 5567 | 5549 |
| &nbsp;&nbsp;&nbsp;&nbsp;Due from broker for securities sold | 726 | 723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**Total receivables** | 6293 | 6272 |
| **Total assets**  | 16225635 | 16172488 |
| **LIABILITIES** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Due to broker for securities purchased | 1281 | 1272 |
| **Total liabilities** | 1281 | 1272 |
| **NET ASSETS** | $16224354 | $16171216 |

---

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**NOTE 7 — FINANCIAL INSTRUMENTS** 

Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability in the principal market (or most advantageous market, in the absence of a principal market) for the asset or liability in an orderly transaction between market participants at the measurement date (i.e., an exit price). A three-level fair value hierarchy prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets and liabilities (Level 1) and the lowest priority to unobservable inputs (Level 3). The three levels of the fair value hierarchy are described below:

• &nbsp;&nbsp;&nbsp;&nbsp;Level 1 — inputs are based upon unadjusted quoted prices for identical instruments traded in active markets.

• &nbsp;&nbsp;&nbsp;&nbsp;Level 2 — inputs are based upon quoted prices for similar instruments in active markets, quoted prices for identical or similar instruments in markets that are not active, and model-based valuation techniques for which all significant assumptions are observable in the market or can be corroborated by observable market data for substantially the full term of the assets or liabilities.

• &nbsp;&nbsp;&nbsp;&nbsp;Level 3 — inputs are generally unobservable and typically reflect management's estimates of assumptions that market participants would use in pricing the asset or liability. The fair values are therefore determined using model-based techniques that include option pricing models, discounted cash flow models and similar techniques for which some or all significant assumptions are not observable.

The following section describes the valuation methodologies the Plan uses and the Master Trust used to measure financial assets at fair value.

In general, and where applicable, the Plan uses and the Master Trust used quoted prices in active markets for identical assets to determine fair value. This pricing methodology applies to the Plan's Level 1 assets which include common stocks, convertible equity, and the brokerage window account (which includes interest bearing cash, common stocks and registered investment companies). If quoted prices in active markets for identical assets are not available to determine fair value, then the Plan uses quoted prices for similar assets or inputs other than the quoted prices that are observable either directly or indirectly. These assets are included in Level 2 and consist of corporate, government, and municipal bonds, asset backed securities and mortgage-backed securities as of December 31, 2025, and 2024. Assets for which fair value is determined by management using assumptions that market participants would use in pricing assets are included in Level 3. As of December 31, 2025, and 2024, there were no Level 3 assets held by the Plan.

Target date common/collective trust funds share the common goal of first growing then later preserving principal and contain a mix of U.S. stocks, international stocks, U.S. issued bonds and cash. There are currently no redemption restrictions on these investments. The fair values of the investments in this category have been estimated using the net asset value per unit calculated by the investment's issuer utilizing quoted market prices, most recent bid prices in the principal market in which the securities are normally traded, pricing services and dealer quotes. Net asset values ("NAV") are reported by the funds and are supported by the underlying share prices of actual purchases and sale transactions occurring as of or close to the financial statement date. Assets measured at net asset value are exempt from the fair value hierarchy.

------

**Assets Measured at Fair Value on a Recurring Basis** 

Investments in the Plan measured at fair value on a recurring basis consisted of the following types of instruments as of December 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Fair Value Measurements Using Input Type** | **Fair Value Measurements Using Input Type** | **Fair Value Measurements Using Input Type** | **Fair Value Measurements Using Input Type** |
| **(In thousands)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| **Assets** | | | | |
| Brokerage window account | $1078335 | $— | $— | $1078335 |
| L3Harris common stock | 1703714 |  |  | 1703714 |
| Common collective trust funds  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Equities | 2294463 |  |  | 2294463 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fixed income |  | 302275 |  | 302275 |
| **Total assets in the fair value hierarchy** | $5076512 | $302275 | $— | $5378787 |
| Investments measured at NAV |  |  |  | 11215637 |
| **Total investments at fair value** |  |  |  | $16594424 |

---

Investments in the Master Trust measured at fair value on a recurring basis consisted of the following types of instruments as of December 31, 2024:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Fair Value Measurements Using Input Type** | **Fair Value Measurements Using Input Type** | **Fair Value Measurements Using Input Type** | **Fair Value Measurements Using Input Type** |
| **(In thousands)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;**Total** |
| **Assets** | | | | |
| Brokerage window account | $917574 | $— | $— | $917574 |
| L3Harris common stock | 1351012 |  |  | 1351012 |
| Common collective trust funds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Equities | 2335075 |  |  | 2335075 |
| &nbsp;&nbsp;&nbsp;&nbsp;Fixed income |  | 261365 |  | 261365 |
| **Total assets in the fair value hierarchy** | $4603661 | $261365 | $— | $4865026 |
| Investments measured at NAV |  |  |  | 10049414 |
| **Total investments at fair value** |  |  |  | $14914440 |

---

**NOTE 8 — SYNTHETIC GUARANTEED INVESTMENT CONTRACTS**

The Plan (and prior to April 2025, through its interest in the Master Trust) held fully benefit-responsive, synthetic guaranteed investment contracts ("synthetic GICs") in the Stable Value Fund (the "Fund") which are stated at contract value. A corresponding contract wrapper with the issuer of the synthetic GICs was also held in order to provide a variable rate of return on the cost of the investment. The interest crediting rate of synthetic GICs is based on the contract value, and the fair value, duration and yield to maturity of the portfolio of bonds underlying the synthetic GICs. The interest crediting rate is reset quarterly. The minimum crediting rate is zero percent.

The interest crediting rate reset allows the contract value to converge with the fair value of the underlying portfolio over time, assuming the portfolio continues to earn the current yield for a period of time equal to the current portfolio duration.

The primary variables impacting the future interest crediting rates of synthetic GICs include the current yield of the assets underlying the contract, the duration of the assets underlying the contract and the existing difference between the fair value and contract value of the assets underlying the contract.

------

Synthetic GICs generally provide for withdrawals associated with certain events which are not in the ordinary course of the Plan operations. These withdrawals are paid with a market value adjustment applied to the withdrawal as defined in the investment contract. Each contract issuer specifies the events which may trigger a market value adjustment. Such events include but are not limited to the following: material amendments to the Plan or in the administration of the Fund; changes to the Plan's competing investment options including the elimination of equity wash provisions; complete or partial termination of the Plan; the failure of the Plan to qualify for exemption from federal income taxes or any required prohibited transaction exemption under ERISA; the redemption of all or a portion of the interests in the Fund held by the Plan at the direction of the Company, including withdrawals due to the removal of a specifically identifiable group of employees from coverage under the Plan (such as a group layoff or early retirement incentive program), the closing or sale of a subsidiary, employing unit or affiliate, the bankruptcy or insolvency of the Company, the merger of the Plan with another plan or trust, or the Company's establishment of another tax-qualified defined contribution plan; any change in law, regulation, ruling, administrative or judicial position or accounting requirement, applicable to the Fund or the Plan; or the delivery of any communication to Plan participants designed to influence a participant not to invest in the Fund.

At this time, the Plan does not believe that the occurrence of any such market value adjustment-triggering event, which would limit the Plan's ability to transact at contract value with participants, has occurred or is probable.

If the Plan defaults in its obligations under any synthetic GIC (including the issuer's determination that the contract constitutes a non-exempt prohibited transaction as defined under ERISA), and such default is not corrected within the time permitted by the contract, then the contract may be terminated by the issuer and the Plan will receive the fair value of the underlying investments as of the date of termination. With the exception of this circumstance, termination of the contract by the issuer would be settled at contract value.

**NOTE 9 — SUBSEQUENT EVENTS**

Management has evaluated subsequent events through the date these financial statements were available to be issued and determined there were no subsequent events requiring disclosure.

------

SUPPLEMENTAL INFORMATION

**L3Harris Retirement Savings Plan** 

**E.I.N. 34-0276860** 

**Plan Number 015** 

**Schedule H, Line 4(i)** 

**Schedule of Assets (Held at End of Year)** 

**December 31, 2025**

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | U.S. Government Securities: |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FANNIE MAE POOL # BW0490 4.0% 06-01-2052 | 858749 | $820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FED HOME LN MTG 4% DUE 10-01-2052 | 1074696 | 1027 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP 2019-K101 VAR 10-25-2029 | 559764 | 15 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP 3.5% 03-01-2052 | 1508065 | 1406 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP 4% 06-01-2052 | 562177 | 537 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP FHLMC #G3-0804 4% 01-01-2035 | 142334 | 141 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP FHLMC #G6-1169 4.5% 10-01-2047 | 43068 | 43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP FHLMC #G6-1185 4.5% 09-01-2047 | 57799 | 58 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP FHLMC #G6-1290 4% 01-01-2046 | 48449 | 47 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #840286 ADJ RATE DUE 05-01-2046 | 34573 | 36 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #999999 FLTG RT .27533% 11-25-2027 BEO | 696692 | 3 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #C91853 3.5% 10-01-2035 BEO | 31755 | 31 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #G08699 4%03-01-2046 BEO | 37003 | 36 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #G60153 4.5% 10-01-2044 BEO | 28580 | 29 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #G60887 4.5% 07-01-2045 BEO | 46532 | 47 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #G60914 4.5% 07-01-2042 BEO | 34847 | 35 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #G60920 4.5% 04-01-2046 BEO | 32673 | 33 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #G61220 4%11-01-2047 BEO | 20711 | 20 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #G61289 4%12-01-2046 BEO | 41637 | 40 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #QE2104 3.5% 05-01-2052 BEO | 908068 | 846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP POOL #SD8244 4%DUE 09-01-2052 BEO | 4975900 | 4755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP SER 004283 CL DW 4.5% 12-15-2043 | 45820 | 46 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP SER 00K089 CL X1 .5378% 01-25-2029 | 1458386 | 21 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP SR 4281 CL BC 15 VAR RT 12-15-2043 | 77724 | 78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP TRANCHE 00025 DUE 07-25-2029 REG | 1507598 | 49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP TRANCHE 00115 .28488% 11-25-2032 | 1018048 | 15 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LN MTG CORP V83157 4.5% BNDS 04-01-2047 | 28925 | 29 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LOAN BANKS 2.5% 11-01-2050 | 2668241 | 2307 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LOAN MORTGAGE CORP 3.5% 05-01-2052 | 10106463 | 9384 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LOAN MORTGAGE CORP 4% 02-01-2053 | 10755146 | 10263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LOAN MORTGAGE CORP 4.5% 01-01-2054 | 2058125 | 2017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LOAN MORTGAGE CORP 4.5% 10-01-2054 | 949831 | 929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL HOME LOAN MORTGAGE CORP 4.5% 12-01-2052 | 4154789 | 4077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATIONAL MORTGAGE ASSOC 2% 01-01-2051 | 1303292 | 1077 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATIONAL MORTGAGE ASSOC 2% 12-01-2050 | 4576358 | 3785 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 05-01-2052 | 9214946 | 8556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 06-01-2052 | 243155 | 226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATIONAL MORTGAGE ASSOC 3.5% 08-01-2052 | 3094576 | 2881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG FNMA # AL4160 4.5% 08-01-2031 | 48504 | 49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG FNMA # AL5862 4.5% 07-01-2030 | 31770 | 32 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG FNMA # AL6138 4% 08-01-2032 | 25109 | 25 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG FNMA # AL6148 4% 07-01-2034 | 25537 | 25 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG FNMA # AL9579 4.5% 07-01-2044 | 42613 | 43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG FNMA # AL9840 4% 03-01-2037 | 75348 | 74 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AH6790 4.5% 03-01-2041 BEO | 70697 | 71 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL5441 4.5% 09-01-2041 BEO | 32246 | 32 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL5548 6.266% DUE 05-01-2038 BEO | 51800 | 54 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL5856 4% 09-01-2034 BEO | 52861 | 52 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL5863 4.5% 06-01-2041 BEO | 102508 | 104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL5958 4% 03-01-2032 BEO | 23569 | 23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL6932 4% 06-01-2035 BEO | 48090 | 48 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL7147 4.5% 02-01-2045 BEO | 65880 | 66 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL7384 4.5% 09-01-2045 BEO | 75403 | 76 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL9098 ADJ RT DUE 03-01-2045 BEO | 40806 | 42 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL9128 4.5% 02-01-2046 BEO | 48972 | 49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERAL NATL MTG ASSN GTD MTG POOL #AL9407 4.5% 09-01-2042 BEO | 32961 | 33 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC GOLD POOL#V83204 4.5% 05-01-2047 | 62265 | 62 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC GOLD Q48372 4.5% 06-01-2047 | 55465 | 55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC MULTICLASS TRANCHE 00750 07-25-2029 | 689702 | 23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC POOL #849327 ADJ RT 05-01-2044 | 34628 | 36 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC POOL #G07942 ADJ RT 07-01-2044 | 96586 | 97 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC POOL #RA7654 3.5% DUE 07-01-2052 REG | 4621240 | 4316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC POOL #SD7485 4.5% 02-01-2054 | 1082623 | 1060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC POOL #SD-8221 3.5% 05-01-2052 | 1475065 | 1370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC POOL#SL1300 4.0% 04-01-2053 | 581798 | 556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC SUPER 30Y FIXED 4% 10-01-2052 | 1804989 | 1724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC UMBS 30Y FIXED 2% 09-01-2050 | 384146 | 317 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FHLMC UMBS 30Y FIXED 2.5% 01-01-2052 | 678358 | 584 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA #CA7241 2.5% 10-01-2050 | 1902507 | 1646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA #SD0513 2.0% 11-01-2050 | 1756774 | 1453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA #ZT1817 4.5% 12-01-2048 | 1328377 | 1319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA FNMA # AL8830 4% 10-01-2034 | 39173 | 39 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA FNMA # AS5841 4% 09-01-2045 | 40865 | 40 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA FNMA # AS5842 4% 09-01-2045 | 42293 | 41 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA FNMA # AS8983 4.5% 03-01-2047 | 78054 | 78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA FNMA # BM1176 4.5% 08-01-2044 | 28988 | 29 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA FNMA # BM1647 4.5% 05-01-2047 | 29784 | 30 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA FNMA # BM6108 3.657% 08-01-2049 | 26777 | 26 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA FNMA # BM6117 5.332% 09-01-2049 | 27724 | 29 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #AE3049 4.5% 09-01-2040 BEO | 44408 | 45 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #AS8700 4.5% 01-01-2047 BEO | 21594 | 22 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #AS8833 4.5% 02-01-2047 BEO | 57066 | 57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BF0107 4.5% 06-01-2056 BEO | 71152 | 69 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BF0118 4.5% 06-01-2056 BEO | 64298 | 62 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BF0199 4.5% 02-01-2041 BEO | 42530 | 43 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BJ9262 4.5% 06-01-2048 BEO | 78936 | 78 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM1357 4.5% 01-01-2043 BEO | 46785 | 47 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM3363 4.0% DUE 09-01-2046 | 25089 | 24 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM3386 4% DUE 02-01-2047 BEO | 119860 | 116 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM3836 FLTG 05-01-2048 | 21667 | 23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM4804 4.0% DUE 11-01-2033 | 225454 | 223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM5117 4.5% 11-01-2048 BEO | 18206 | 18 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM5704 5% 12-01-2048 BEO | 52372 | 53 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM6102 0% 08-01-2049 BEO | 12567 | 13 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM6112 ADJ RT DUE 08-01-2049 REG | 5305 | 6 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM6115 FLTG RT DUE 09-01-2049 | 19437 | 19 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM6221 2.659% 01-01-2050 BEO | 532689 | 538 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM6921 2.269% 05-01-2052 BEO | 1595024 | 1471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BM7753 5.076% 06-01-2055 BEO | 1702903 | 1722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #BU8931 3.5% 04-01-2052 BEO | 414121 | 385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #CA2057 4.5% DUE 07-01-2048 REG | 100 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #CA6247 2.5% 07-01-2050 | 787921 | 681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #CA6388 2.0% 07-01-2050 | 3376467 | 2788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #CA6398 2.5% 07-01-2050 | 1085692 | 939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #CA6925 2.0% 09-01-2050 | 5000450 | 4128 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #CB3841 3.5% 06-01-2052 BEO | 1859122 | 1738 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FA2845 4.5% 02-01-2054 BEO | 2496924 | 2450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FM4714 2.5% 10-01-2050 BEO | 3288446 | 2841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FM7599 3.5% 01-01-2051 BEO | 3690802 | 3448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FM8768 2.5% 02-01-2051 BEO | 166343 | 144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FM9958 3.5% 11-01-2051 BEO | 1599760 | 1485 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FS1453 3.5% 04-01-2052 BEO | 2933760 | 2743 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FS1865 3.5% 05-01-2052 BEO | 1503157 | 1403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FS3427 4% 10-01-2052 BEO | 356800 | 341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FS7754 4% 07-01-2053 BEO | 682516 | 651 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #FS9443 4.5% 02-01-2054 BEO | 963923 | 944 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA0816 4.5% 08-01-2031 BEO | 29764 | 30 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA1662 4% 11-01-2033 BEO | 54906 | 55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA1689 4% 12-01-2033 BEO | 31597 | 31 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA1764 4% 01-01-2034 BEO | 49925 | 50 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA1773 4% 02-01-2034 BEO | 46265 | 46 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA1814 4% 03-01-2034 BEO | 57478 | 57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA1858 4% 04-01-2034 BEO | 35817 | 36 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA1890 4% 05-01-2034 BEO | 41560 | 41 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA1983 4% 08-01-2034 BEO | 67383 | 67 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA2019 4% 09-01-2034 BEO | 37657 | 37 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA2055 4% DUE 09-01-2034 REG | 49010 | 49 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA2079 4% 11-01-2034 BEO | 44528 | 44 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA2121 4% 12-01-2034 BEO | 45176 | 45 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA2923 3.5% 03-01-2037 BEO | 133189 | 131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA4520 2% 01-01-2042 BEO | 836052 | 728 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA4579 3% 04-01-2052 BEO | 1426177 | 1268 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA4625 3.5% 06-01-2052 BEO | 7016398 | 6515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA4626 4% 06-01-2052 BEO | 1211129 | 1157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA4654 3.5% 07-01-2052 BEO | 934308 | 868 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA4700 4% 08-01-2052 BEO | 807203 | 768 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA4733 4.5% 09-01-2052 BEO | 2512933 | 2466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA4977 4.5% 04-01-2053 BEO | 1211825 | 1186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA5070 4.5% 07-01-2053 BEO | 1724159 | 1690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA5529 4.5% 11-01-2054 BEO | 2293590 | 2242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #MA5584 4.5% 01-01-2055 BEO | 6354542 | 6213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FNMA POOL #RA3053 2.0% DUE 07-01-2050 | 587908 | 486 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FREDDIE MAC SEASONED CR RISK SER 17-4 CL M45T 4.5% 06-25-2057 | 1540654 | 1522 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FREDDIE MAC SR 5492 CL FM FLTG 01-25-2055 | 1068825 | 1071 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2016-H23 REMIC PASSTHRU CTF CL F FLTG RT 10-20-2066 | 23398 | 23 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2016-H27 REMIC PASSTHRU 4.60714% 12-20-2066 | 17119 | 17 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2017-H02 REMIC PASSTHRU CTF 4.5408%01-20-2067 | 54836 | 55 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2017-H02 REMIC PASSTHRU CTF 4.5508%01-20-2067 | 21439 | 22 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2017-H12 REMIC PASSTHRU CTF 4.87502% 05-20-2067 | 29626 | 30 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2017-H17 REMIC PASS THRU CTF CL FQ FLTG RT 09-20-2067 REG | 56838 | 57 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2017-H20 REMIC CL FG FLTG DUE 10-20-2067 | 72206 | 73 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2017-H20 REMIC PASSTHRU CTF 4.73165% 10-20-2067 | 39194 | 39 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2017-H22 REMIC PASSTHRU CTF 4.51419% 11-20-2067 | 145693 | 146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H02 REMIC PASSTHRU 4.2016% 01-20-2068 | 110657 | 111 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H02 REMIC PASSTHRU 4.2216% 01-20-2068 | 31661 | 32 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H03 REMIC PASSTHRU 4.2416% 02-20-2068 | 96064 | 96 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H04 CL FJ FLTG RT DUE 03-20-2068 | 72425 | 73 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H05 REMIC SER 2018-H05 CLS FE FLTG 02-20-2068 | 53705 | 54 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H06 REMIC PASS THRU 4.89185% 03-20-2068 | 32211 | 32 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H06 REMIC PASS THRU 4.89185% 04-20-2068 | 103102 | 103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H07 REMIC PASS THRU 4.71502% 05-20-2068 | 52349 | 52 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H10 REMIC PASSTHRU CTF 5.0307%07-20-2068 | 51963 | 52 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2018-H19 REMIC PASS THRU 4.59419% 11-20-2068 | 29334 | 29 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2019-H15 REMIC PASSTHRU 4.38325% 09-20-2069 | 53871 | 54 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA 2019-H17 REMIC PASSTHRU CTF 4.43325% 11-20-2069 | 183440 | 183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA FLTG RT SER 23-H04 CL FC DUE 01-20-2073 | 1163953 | 1168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA REMIC SER 2018-H09 CL FC FLTG 06-20-2068 | 46001 | 46 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA REMIC SER 2018-HO2 CLS GF FLTG DUE 12-20-2067 | 58367 | 58 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA REMIC SER-2018-HO2 CL-FM FLTG 02-20-2068 | 59031 | 59 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA REMIC TRUST SER 22-H11 CL AF FLTG RT DUE 05-20-2072 REG | 4294561 | 4324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA SER 17-H03 CL F FLTG 01-20-2067 | 55239 | 56 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA SER 2018-H17 CL DF FLTG 10-20-2068 | 78661 | 79 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA SER 21-H19 CL FM FLTG RT DUE 12-20-2071 | 931218 | 933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA SERIES 17-H13 CLASS FQ FLT 06-20-2067 | 80724 | 81 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA SERIES 19-H17 CLASS FA 2.50% FLTG RT 11-20-2069 | 81615 | 83 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA SR 17-H20 CL BF FLTG 10-20-2067 | 136325 | 137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA SR 2018-H05 CL BF FLTG 02-20-2068 | 52054 | 52 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GNMA SR 23-H13 CL FJ FLTG 02-20-2073 | 996648 | 1019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GOVERNMENT NATIONAL MORTGAGE ASSOC 4.43325% 11-20-2069 | 58762 | 59 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FEDERAL HOME LN MTG CORP FLTG DUE 05-25-2029 REG | 620109 | 16 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FEDERAL HOME LN MTG CORP FRN BNDS 03-25-2026 | 273913 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FEDERAL HOME LN MTG CORP K069 CL X1 FRN 09-25-2027 | 257894 | 1 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FEDERAL HOME LN MTG CORP SER K062 CL X1 VAR 12-25-2026 | 822512 | 2 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FEDERAL HOME LN MTG CORP SER K065 CLS X1VAR RT 04-25-2027 REG | 1256076 | 9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FEDERAL HOME LN MTG CORP SER K-1511 CL X1 FLTG DUE 03-25-2034 REG | 497643 | 22 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FEDERAL HOME LN MTG CORP TRANCHE VAR 03-25-2027 REG | 1036858 | 6 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS FEDERAL HOME LN MTG CORP SR K094 CL X1 FLTG 06-25-2029 | 909723 | 24 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS SER 00K091 CL X1 03-25-2029 | 730147 | 12 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS SER 00K092 CL X1 VAR 04-25-2029 REG | 1372434 | 27 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS SER K067 CL X1 VAR RT 07-25-2027 | 1289766 | 9 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS SR K070 CL X1 VAR RT 11-25-2027 | 541972 | 3 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS TRANCHE 00180 08-25-2029 | 1338438 | 47 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS TRANCHE 00201 09-01-2029 | 1442956 | 39 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS TRANCHE 00251 06-25-2027 | 1007249 | 8 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS TRANCHE 00548 05-25-2026 | 83654 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O FHLMC MULTICLASS TRANCHE 01-25-2031 | 110818 | 4 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS BONDS 1.5% 02-15-2053 | 1097000 | 939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS BONDS 2.375% 02-15-2055 | 786000 | 771 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS BONDS 2.875% 05-15-2052 | 2135000 | 1499 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS BONDS 3.625%02-15-2053 | 875000 | 712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS BONDS 4.5% 02-15-2044 | 1836000 | 1783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS BONDS 4.5% 11-15-2054 | 984000 | 932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS BONDS 4.875% 08-15-2045 | 2914000 | 2953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS BONDS DTD 4.125% 08-15-2053 | 3955000 | 3516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS NOTES 4.0% 11-15-2035 | 4675000 | 4618 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES OF AMER TREAS NOTES 4.25% 05-15-2035 | 942000 | 952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES TREAS BDS 2.125% 02-15-2054 | 278000 | 266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES TREAS BDS 4.625% 11-15-2045 | 1686000 | 1654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES TREAS BDS 4.625% 11-15-2044 | 6247000 | 6144 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES TREAS BDS DTD 00300 4.75% 11-15-2053 | 4100000 | 4042 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES TREAS BDS DTD 00305 4.75% 05-15-2054 | 2300000 | 2225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED STATES TREAS NTS 3.875% 12-31-2032 | 1898000 | 1893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US TREASURY N/B 4.25% 08-15-2054 | 1400000 | 1271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US TREASURY N/B 4.75% 02-15-2045 | 3098000 | 3094 |
|  | Corporate Debt Instruments - Preferred: |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LN TR 2017-2 STUDENT LN SER 17-2A CLS A 144A VAR 12-27-66 | 300251 | 302 |
|  | Corporate Debt Instruments - Other: |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AT&T INC 2.75% DUE 06-01-2031 | 750000 | 689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B A T CAP CORP 2.259% DUE 03-25-2028 | 175000 | 168 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B A T CAP CORP 2.726% DUE 03-25-2031 | 450000 | 415 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;B A T CAP CORP 4.742% DUE 03-16-2032 | 500000 | 505 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK AMER CORP 2.496% 02-13-2031 | 875000 | 816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK AMER CORP 2.572% 10-20-2032 | 225000 | 203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK AMER CORP 3.419% 12-20-2028 | 400000 | 395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK AMER CORP 3.846% 03-08-2037 | 700000 | 660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK AMER CORP 4.25% DUE 10-22-2026 | 535000 | 536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK AMER CORP 4.623% 05-09-2029 | 400000 | 405 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK OF AMERICA CORP 4.979% 01-24-2029 | 475000 | 484 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK ONE CORP FIXED 8.75% DUE 09-01-2030 | 235000 | 277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BARCLAYS PLC 4.836% 05-09-2028 | 300000 | 303 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BARCLAYS PLC 5.088% 06-20-2030 | 700000 | 712 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BARCLAYS PLC 5.2% DUE 05-12-2026 | 200000 | 201 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BARCLAYS PLC 5.501% DUE 08-09-2028 | 200000 | 204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BARCLAYS PLC FIXED 5.829% 05-09-2027 | 400000 | 402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BARCLAYS PLC FLTG RT 6.49% DUE 09-13-2029 | 325000 | 344 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT CAPITAL CORPORATION 6.343% DUE 08-02-2030 | 225000 | 244 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAT CAPITAL CORPORATION 6.421% DUE 08-02-2023 BEO | 625000 | 691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAYER US FIN II 4.375% DUE 12-15-2028 | 250000 | 250 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BNP PARIBAS SR NON VAR RT 5.085% DUE 05-09-2031 | 600000 | 613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOSTON PPTYS LTD PARTNERSHIP 4.5% DUE 12-01-2028 | 325000 | 327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOSTON PPTYS LTD PARTNERSHIP 6.5% 01-15-2034 | 275000 | 297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BSTN PPTYS LTD 2.75% DUE 10-01-2026 | 200000 | 198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BSTN PPTYS LTD 3.25% DUE 01-30-2031 | 525000 | 493 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BSTN PPTYS LTD 3.4% DUE 06-21-2029 | 625000 | 605 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BSTN PPTYS LTD 3.65% DUE 02-01-2026 | 330000 | 330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CAPITAL ONE FINANCIAL CORP 6.312% 06-08-2029 | 700000 | 735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CAPITAL ONE FINL CORP 7.624% 10-30-2031 | 300000 | 339 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCO HLDGS LLC / CCO HLDGS CAP CORP SR NT144A 4.25% 01-15-2034 | 1025000 | 872 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCO HLDGS LLC/CCO HLDGS CAP CORP 4.5% 05-01-2032 | 250000 | 224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCO HOLDINGS LLC 4.5% 06-01-2033 | 825000 | 722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHARLES SCHWAB CORP 5.853% 05-19-2034 | 75000 | 80 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHARLES SCHWAB CORP 6.196% 11-17-2029 | 525000 | 555 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHARTER 5.375% 05-01-2047 | 300000 | 248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHARTER 6.484% DUE 10-23-2045 | 780000 | 735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHARTER COMMUNICATIONS OPER LLC/CHARTE 4.8% DUE 03-01-2050 | 375000 | 283 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHARTER FIXED 5.75% DUE 04-01-2048 | 865000 | 740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIGNA CORP NEW 2.4% DUE 03-15-2030 | 350000 | 325 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIGNA CORP NEW 7.87% DUE 05-15-2027 | 75000 | 79 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIGNA CORP NEW CORP 4.375% 10-15-2028 | 295000 | 298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIGROUP INC 4.412% 03-31-2031 | 450000 | 450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMCAST CORP 4.95% 05-15-2032 | 275000 | 282 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COX COMMUNICATIONS INC NEW 5.7% 06-15-2033 | 400000 | 404 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS HEALTH CORP 3.75% DUE 04-01-2030 | 675000 | 660 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS HEALTH CORP 4.125% DUE 04-01-2040 REG | 43000 | 37 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS HEALTH CORP 4.3% DUE 03-25-2028 | 425000 | 427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS HEALTH CORP 5.55% 06-01-2031 | 300000 | 314 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS HEALTH CORP 7.0% 03-10-2055 | 650000 | 682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DILLARD DEPT STORES INC 7.75 DEBDUE 05-15-2027 BEO | 35000 | 36 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DILLARDS INC 7% DUE 12-01-2028 | 80000 | 84 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DILLARDS INC 7.75% DUE 07-15-2026 | 60000 | 61 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DOMINION ENERGY INC 5.0% 06-15-2030 | 775000 | 797 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ELANCO ANIMAL HEALTH INC CORP 4.9% 08-28-2028 | 510000 | 533 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ELEVANCE HEALTH INC 4.75% 02-15-2030 | 675000 | 689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORD CR AUTO OWNER 4.66% DUE 09-15-2030 | 796000 | 812 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORD CREDIT AUTO OWNER TRUST SER 24-B CLS A3 5.1% 04-15-2029 | 637000 | 645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORD CREDIT AUTO OWNER TRUST SR 25-A CL A4 4.66% 02-15-2031 | 1650000 | 1676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORD MOTOR CREDIT CO LLC 2.7% 08-10-2026 | 625000 | 619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORD MOTOR CREDIT CO LLC 5.8% 03-05-2027 | 500000 | 506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORD MOTOR CREDIT CO LLC 6.8% DUE 05-12-2028 | 375000 | 391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORD MTR CR CO LLC 4.542% DUE 08-01-2026 | 750000 | 749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORD MTR CR CO LLC 5.918% 03-20-2028 | 675000 | 691 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE HEALTHCARE HLDG LLC GTD SR NT 5.905% 11-22-2032 | 425000 | 458 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE HEALTHCARE TECHNOLOGIES INC 4.8% 08-14-2029 | 225000 | 230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GM FINANCIAL SECURITIZED TERM SR 25-2 CL A4 4.42% 05-16-2031 | 1233000 | 1249 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GOLDMAN SACHS 4.937% DUE 04-23-2028 | 550000 | 556 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GOLDMAN SACHS GROUP INC 5.218% 04-23-2031 | 375000 | 388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GOLDMAN SACHS GROUP INC NT FXD/FLTG 3.615% 03-15-2028 | 1175000 | 1169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCA INC 4.125% 06-15-2029 | 350000 | 349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HCA INC SR SECD NT 4.625% 03-15-2052 | 225000 | 184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HONDA AUTO 3.98% DUE 06-17-2030 | 3272000 | 3287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HONDA AUTO RECEIVABLES SR 24-4 CL A3 4.33% 05-15-2029 | 695000 | 699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HONDA AUTO RECEIVABLES SR 25-1 CL A3 4.57% 09-21-2029 | 822000 | 831 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HONDA AUTO RECEIVABLES SR 25-1 CL A4 4.64% 05-21-2031 | 767000 | 780 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC HLDGS PLC 2.357% DUE 08-18-2031 REG | 550000 | 501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC HLDGS PLC 2.848% 06-04-2031 | 245000 | 229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC HLDGS PLC 5.21% DUE 08-11-2028 | 350000 | 356 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC HLDGS PLC 6.254% 03-09-2034 | 300000 | 327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC HLDGS PLC 6.5% DUE 05-02-2036 | 630000 | 702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC HLDGS PLC 6.5% DUE 09-15-2037 | 615000 | 676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC HLDGS PLC 7.399% 11-13-2034 | 625000 | 714 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HSBC HLDGS PLC FLTG RT 5.24% DUE 05-13-2031 | 450000 | 464 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HYUNDAI AUTO RECEIVABLES TRUST SER 24-C CL A3 4.41% 05-15-2029 | 792000 | 798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HYUNDAI AUTO RECEIVABLES TRUST SR 25-C CL A3 3.88% 04-15-2030 | 488000 | 489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;I/O CMO FEDERAL HOME LN MTG CORP VAR I/O RT 06-25-2029 | 623291 | 17 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMORGAN CHASE & CO 2.522% 04-22-2031 | 1075000 | 1002 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMORGAN CHASE & CO 4.25% 10-01-2027 | 360000 | 363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMORGAN CHASE & CO 4.493% 03-24-2031 | 1125000 | 1136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMORGAN CHASE & CO 5.04% 01-23-2028 | 375000 | 379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMORGAN CHASE & CO. 2.739% 10-15-2030 | 425000 | 403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMORGAN CHASE & CO. 2.956% 05-13-2031 | 425000 | 401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KINDER MORGAN 6.5% DUE 02-01-2037 | 145000 | 158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KINDER MORGAN 6.5% DUE 09-01-2039 | 435000 | 470 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KINDER MORGAN 6.95% DUE 01-15-2038 | 200000 | 225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LLOYDS BANKING GROUP PLC 5.721% 06-05-2030 | 800000 | 838 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LLOYDS BKG GROUP 4.65% DUE 03-24-2026 | 275000 | 275 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LLOYDS BKG GROUP 4.818% DUE 06-13-2029 | 250000 | 254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LLOYDS BKG GROUP FIXED 7.953% DUE 11-15-2033 | 550000 | 641 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;META PLATFORMS INC 4.6% 11-15-2032 | 200000 | 202 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;META PLATFORMS INC 4.875% 11-15-2035 | 575000 | 575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MYRIAD INTL HLDGS 4.85% DUE 07-06-2027 | 755000 | 760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NATWEST GROUP PLC 1.642% 06-14-2027 | 975000 | 964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NATWEST GROUP PLC 5.808% DUE 09-13-2029 | 1125000 | 1172 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NATWEST GROUP PLC 6.016% DUE 03-02-2034 | 200000 | 215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NATWEST GROUP PLC 6.475% 06-01-2034 | 250000 | 263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NAVIENT STUD LN TR FLTG RT 4.92638% DUE 03-25-2066 | 378580 | 381 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NAVIENT STUDENT LN TR 2021-1 4.37638% 12-26-2069 | 258900 | 255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEXTERA ENERGY CAP 4.625% DUE 07-15-2027 | 275000 | 278 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEXTERA ENERGY CAP HLDGS INC 4.85% 02-04-2028 | 125000 | 127 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEXTERA ENERGY CAP HLDGS INC 4.9% 03-15-2029 | 800000 | 820 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEXTERA ENERGY CAP HLDGS INC 5.05% 03-15-2030 | 925000 | 955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEXTERA ENERGY CAPITAL 4.685% 09-01-2027 | 675000 | 683 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NORDSTROM INC 6.95% DUE 03-15-2028 | 60000 | 62 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORACLE CORP 4.2% 09-27-2029 | 500000 | 490 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORACLE CORP 4.8% 08-03-2028 | 225000 | 226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHILIP MORRIS INTL FIXED 5.75% DUE 11-17-2032 | 100000 | 107 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHILIP MORRIS INTL INC 4.875% 02-13-2029 | 200000 | 205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHILIP MORRIS INTL INC 5.125% 02-13-2031 | 100000 | 104 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHILIP MORRIS INTL INC 5.375% 02-15-2033 | 225000 | 236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHILIP MORRIS INTL INC 5.625% DUE 11-17-2029 BEO | 85000 | 89 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PROSUS N V 4.193% 01-19-2032 | 200000 | 192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PROSUS N V NT 144A 3.061% 07-13-2031 | 1525000 | 1388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PROVIDENT COS INC 7.25% DUE 03-15-2028 | 55000 | 58 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVPTL NAVIENT STUDENT LN TR SER 2018-1 CL A-3 FLTG RATE 03-25-2067 | 177918 | 176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL BAYER US FIN LLC 6.5% 11-21-2033 | 325000 | 352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL BAYER US FINANCE LLC 6.375% 11-21-2030 | 950000 | 1017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL BNP PARIBAS 4.625% 03-13-2027 | 980000 | 984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL BNP PARIBAS 5.906% 11-19-2035 | 275000 | 286 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL BNP PARIBAS SUB MED TERM NT PROGRAM 2.588% DUE 08-12-2035 | 900000 | 814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL BNP PARIBAS SUB NT 144A 4.375% DUE05-12-2026 BEO | 295000 | 295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL BNSF RY CO 2015-1 PASS THRU TR PASSTHRU CTF 3.442% DUE 06-16-2028 | 159990 | 157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL CEMEX S A B DE C V 5.2% DUE 09-17-2030 BEO | 1100000 | 1115 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL CEMEX SAB DE CV 3.875% DUE 07-11-2031 BEO | 325000 | 311 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL COX COMMUNICATIONS INC NEW NT 3.5% 08-15-2027 | 540000 | 534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL COX COMMUNICATIONS INC NEW NT 144A3.35% DUE 09-15-2026/09-13-2016 BEO | 405000 | 403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL ECMC GROUP STUDENT LOAN TRUST SR 24-1A CL A FLTG RT11-27-2073 | 4532306 | 4554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL ENEL FIN INTL N V 5% DUE 06-15-2032 BEO | 575000 | 586 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL FIBERCOP SPA 7.2% 07-18-2036 | 200000 | 199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL FIBERCOP SPA 7.721% 06-04-2038 | 323000 | 324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL IMPERIAL BRANDS FIN PLC 3.5% 07-26-2026 | 225000 | 224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL IMPERIAL BRANDS FIN PLC 5.5% 02-01-2030 | 200000 | 207 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 3.875% 07-26-2029 | 890000 | 873 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL IMPERIAL BRANDS FIN PLC GTD SR NT 144A 6.125 DUE 07-27-2027/07-27-2022 BEO | 675000 | 695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL JAPAN TOBACCO INC 5.25% 06-15-2030 | 525000 | 545 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL MACYS RETAIL HLDGS LLC 6.7% DUE 07-15-2034 BEO | 225000 | 217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL MARS INC 4.45% 03-01-2027 | 125000 | 126 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL MARS INC 4.6% 03-01-2028 | 200000 | 203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL MARS INC 4.8% 03-01-2030 | 675000 | 690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LN SER 17-5 CL A FLTG 07-26-2066 | 393615 | 391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LN TR 2016-1 CL A 144A FLTG RATE VAR RT DUE 02-25-2070 BEO | 242773 | 240 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LN TR 2016-5 NT CLA FLTG 144A VAR RT DUE 06-25-2065 BEO | 459055 | 467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LN TR 2017-1A CL A-3 FLTG RT 07-25-2066 | 360494 | 363 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LN TR 2017-4 FLTG VAR RT DUE 09-27-2066 BEO | 216625 | 217 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LN TR 2018-4A LN BACKED NT CL A-2 FLTG RT 06-27-2067 | 302637 | 299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LN TR FLTG RT SER 19-2A CL A2 02-27-2068 REG | 1884349 | 1889 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LOAN TRUST SER 16-6A CL A3 03-25-2066 | 299035 | 304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LOAN TRUST SER 17-3A CLS A3 FLT 07-26-2066 BEO | 1812029 | 1821 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL NAVIENT STUDENT LOAN TRUST SER 18-3A CL A3 FLTG 03-25-2067 | 368613 | 367 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL PROSUS N V 3.68% DUE 01-21-2030 | 1350000 | 1297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL RIO OIL FIN TR 8.2% DUE 04-06-2028 | 380000 | 392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL SLM STUD LN TR 2004-8 STUD LN BKD NT CL 144A A-6 VAR RT DUE 01-25-2040 BEO | 158976 | 158 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL SMB PRIVATE ED LN TR 2023-B SRS 23-B CL A1A 4.99% 10-16-2056 | 463364 | 467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL SMB PRIVATE ED LN TR SER 18-B CL A2A 3.6% 01-15-2037 | 20499 | 20 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL SMB PRIVATE ED LN TR SER 2018-A CL A-2A 144A 3.5% 02-15-2036 | 14527 | 14 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL SMB PRIVATE EDUCATION LOAN TRUST SR 24-A CL A1A 03-15-2056 | 912697 | 929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL UBS GROUP AG 4.194% 04-01-2031 | 275000 | 273 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL UBS GROUP AG 5.959% 01-12-2034 | 1000000 | 1067 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL UBS GROUP AG 6.301% 09-22-2034 | 200000 | 219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL UBS GROUP AG 6.537% 08-12-2033 |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL UBS GROUP AG VAR RT 05-14-2032 | 775000 | 720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PVTPL UNICREDIT SPA 5.459% DUE 06-30-2035/06-30-2030 BEO | 750000 | 765 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RIO OIL FIN TR 9.75% 01-06-2027 | 141833 | 146 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RTX CORP 6.0% 03-15-2031 | 150000 | 162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RTX CORPORATION 6.1% 03-15-2034 | 150000 | 164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCHWAB CHARLES CORP NEW 5.643% 05-19-2029 | 500000 | 519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCHWAB CHARLES CORP NEW 6.136% 08-24-2034 | 125000 | 137 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SLM STUDENT LN TR 2005-9 STUDENT LN-BKD NT CL A-7A 01-25-2041 REG | 136507 | 135 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SMB PRIVATE ED LN TR 2021-A PVT ED LN BKD NT 144A CL 1.07% 01-15-2053 | 287216 | 263 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SMB PVT ED LN TR 5.13% DUE 04-15-2054 | 918003 | 932 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SOUTHERN CO 2.7% 08-01-2027 | 500000 | 508 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SOUTHERN CO 4.0% DUE 01-15-2051 | 1225000 | 1224 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SOUTHERN CO 4.85% 06-15-2028 | 425000 | 433 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SOUTHERN CO SER 2021A JR SUB NT FXD FXD 3.75% 09-15-2051 | 375000 | 370 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SYNOPSYS INC 4.65% 04-01-2028 | 100000 | 101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SYNOPSYS INC 4.85% 04-01-2030 | 500000 | 511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SYNOPSYS INC 5.0% 04-01-2032 | 400000 | 409 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TIME WARNER CABLE 6.75% DUE 06-15-2039 | 325000 | 329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-MOBILE USA INC 2.25% DUE 02-15-2026 | 200000 | 200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-MOBILE USA INC 3.375% 04-15-2029 | 350000 | 341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-MOBILE USA INC 3.5% DUE 04-15-2031 REG | 650000 | 622 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-MOBILE USA INC 3.875% 04-15-2030 | 800000 | 788 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-MOBILE USA INC FIXED 4.375% DUE 04-15-2040 | 175000 | 157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOYOTA AUTO RECEIVABLES OWNER TR SER 24-C CLS A3 5.45% 05-15-2029 | 635000 | 642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOYOTA AUTO RECEIVABLES OWNER TR SER 25-A CL A3 4.64% 08-15-2029 | 375000 | 379 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TRANSCANADA TR FLTG RT 5.3% DUE 03-15-2077 | 815000 | 815 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TRANSCANADA TR FLTG RT 5.5% DUE 09-15-2079 | 1175000 | 1166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TRANSCANADA TR FLTG RT 5.875% DUE 08-15-2076 | 470000 | 471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ULTRAPAR INTL S A 5.25% DUE 10-06-2026 | 665000 | 664 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNICREDIT SPA 7.296% DUE 04-02-2034 | 1395000 | 1497 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VERIZON 1.75% DUE 01-20-2031 | 350000 | 308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VERIZON COMMUNICATIONS INC 4.75% 01-15-2033 | 200000 | 200 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VODAFONE GROUP PLC 7% DUE 04-04-2079 | 780000 | 826 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & CO 2.393% 06-02-2028 | 375000 | 366 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & CO 2.572% 02-11-2031 | 475000 | 444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & CO 2.879% 10-30-2030 | 250000 | 238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & CO 4.1% DUE 06-03-2026 | 300000 | 300 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & CO 4.9% 01-24-2028 | 325000 | 328 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & CO MEDIUM TERM SR NTS BOOKENTRY 3.35% 03-02-2033 | 225000 | 210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & CO NEW MEDIUM TERM SR NTS TRANCHE # TR 00155 4.3% DUE 07-22-2027 | 460000 | 462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & COMPANY 5.198% 01-23-2030 | 375000 | 386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & COMPANY 5.389% 04-24-2034 | 200000 | 208 |
|  | Corporate Stock - Preferred: |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOEING CO | 33159 | 2290 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIGROUP CAP XIII 7.875% TR PFD SECS FIXED/FLTG | 57200 | 1727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HENKEL AG & CO KGAA NON-VTG PRF NPV | 11700 | 956 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SOUTHERN CO CORP UNIT 12-15-2028 | 23207 | 1169 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VOLKSWAGEN AG NON VTG PRF NPV | 5950 | 724 |
|  | Corporate Stock - Common: |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PIPER SANDLER EXCHANGE PIPER SANDLER 2J1ZAK5 03-24-2026 | 5505 | 1870 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASTRAZENECA EXCHANGE ASTRAZENECA 2950471 02-02-2026 | 38653 | 3553 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PINNACLE MERGER PINNACLE 2G16AX5 02 JAN 2026 | 6615 | 631 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MAGIC LEAP INC CLASS A COM STK TROWE PRICE ONLY | 756 |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;1ST SOURCE CORP COM | 19157 | 1197 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;3M CO COM | 6418 | 1028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;5TH 3RD BANCORP COM | 112248 | 5254 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AAON INC COM PAR $0.004 COM PAR $0.004 | 15287 | 1166 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACCELERANT HOLDINGS COM USD0.000001195 CL A | 30044 | 491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACCENTURE PLC CLS A | 11849 | 3179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACCOR SA EUR3 | 31700 | 1795 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACI WORLDWIDE INC COM STK | 62733 | 2999 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADOBE INC COM | 6700 | 2345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR ADYEN N V ADR | 368401 | 5883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR ANHEUSER BUSCH INBEV SA/NV SPONSOREDADR | 106000 | 6788 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR ARGENX SE SPONSORED ADS | 8801 | 7401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR ASCENDIS PHARMA A/S SPONSORED ADR | 2914 | 621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR CRITEO S A SPONSORED ADS | 18839 | 388 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR GSK PLC | 214140 | 10501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR LEGEND BIOTECH CORP SPON ADS EACH REP 2 ORD SHS | 15688 | 341 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR NOVARTIS AG | 29400 | 4053 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR NOVO-NORDISK A S ADR | 3800 | 193 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR ROCHE HLDG LTD SPONSORED ADR ISIN #US771195104 | 76200 | 3930 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADR STRUCTURE THERAPEUTICS INC SPONSOREDADR | 9263 | 644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADT INC DEL COM | 155241 | 1253 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADVANCED ENERGY INDS INC COM | 9080 | 1901 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADVANCED MICRO DEVICES INC COM | 20020 | 4287 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ADVANSIX INC COM | 39106 | 677 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEGON LTD AMER REGD CERT | 261700 | 2018 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AERCAP HOLDINGS N.V. EUR0.01 | 16100 | 2315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AEROVIRONMENT INC COM | 5427 | 1313 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AFFILIATED MANAGERS GROUP INC COM STK | 6426 | 1852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AGCO CORP COM | 19018 | 1984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AIA GROUP LTD NPV | 174000 | 1786 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AIB GROUP PLC ORD EUR0.625 | 225500 | 2437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AIR PROD & CHEM INC COM | 25500 | 6299 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AKER BP ASA NOK1 | 35583 | 906 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALAMO GROUP INC COM | 6588 | 1106 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALARM COM HLDGS INC COM | 38830 | 1981 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALKAMI TECHNOLOGY INC COM | 43460 | 1003 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALLEGRO MICROSYSTEMS INC DEL COM | 18234 | 481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALLIANCE LAUNDRY HLDGS INC COM | 29901 | 608 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALLIANT ENERGY CORP COM | 49402 | 3212 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALLIANZ SE NPV(REGD)(VINKULIERT) | 3200 | 1468 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALLSTATE CORP COM | 17053 | 3550 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALNYLAM PHARMACEUTICALS INC COM | 4700 | 1869 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALPHABET INC CAP STK USD0.001 CL C | 48025 | 15070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ALPHABET INC CAPITAL STOCK USD0.001 CL A | 294679 | 92235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMALGAMATED FINL CORP COM | 29967 | 960 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMAZON COM INC COM | 292434 | 67500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMBIQ MICRO INC COM | 7677 | 219 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMER ELEC PWR CO INC COM | 21700 | 2502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMEREN CORP COM | 45256 | 4519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMERICAN INTERNATIONAL GROUP INC COM | 71874 | 6149 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMPHENOL CORP NEW CL A | 172246 | 23277 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMPLITUDE INC COM CL A | 115095 | 1333 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMUNDI EUR2.5 | 13700 | 1136 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ANHEUSER-BUSCH INB NPV | 21900 | 1412 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AON PLC | 15200 | 5364 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APOGEE THERAPEUTICS INC COM | 11387 | 859 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APOLLO GLOBAL MANAGEMENT INC COM USD0.00001 | 8377 | 1213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APPLE INC COM STK | 315508 | 85774 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APPLIED MATERIALS INC COM | 17533 | 4506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;APPLOVIN CORP COM CL A COM CL A | 13705 | 9235 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARCBEST CORP COM USD0.01 | 15988 | 1186 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARCELORMITTAL NPV | 12600 | 578 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARCHER-DANIELS-MIDLAND CO COM | 44300 | 2547 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARES MANAGEMENT LP COM SHS REPSTG LTD PARTNER | 12695 | 2052 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARISTA NETWORKS INC COM NEW | 111000 | 14544 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARMSTRONG WORLD INDS INC NEW COM STK | 5442 | 1040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ARTISAN PARTNERS ASSET MGMT INC CL A CL A | 29989 | 1222 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASHTEAD GROUP ORD GBP0.10 | 14700 | 1006 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ASML HOLDING NV EUR0.09 | 3200 | 3463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ATRICURE INC COM STK | 36661 | 1450 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AUTONATION INC COM | 3661 | 756 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AVANTOR INC COM | 315000 | 3610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AVERY DENNISON CORP COM | 5882 | 1070 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AVIENT CORPORATION | 22945 | 717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AVIVA ORD GBP0.328947368 | 125300 | 1153 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AVNET INC COM | 17782 | 855 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AXALTA COATING SYSTEMS LTD COM USD1.00 | 31376 | 1014 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAKER HUGHES CO | 134500 | 6125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BALCHEM CORP COM | 6771 | 1038 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK MARIN BANCORP COM STK | 28105 | 731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK NEW YORK MELLON CORP COM STK | 81200 | 9427 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BANK OF AMERICA CORP | 143257 | 7879 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BARRATT REDROW PLC | 117700 | 603 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BASF - ORD SHS COMSTK | 15000 | 783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BAXTER INTL INC COM | 156300 | 2987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BEAZLEY PLC (UK) ORD GBP0.05 | 26600 | 298 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BECTON DICKINSON & CO COM | 35608 | 6910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BETA TECHNOLOGIES INC CL A COM CL A COM | 21939 | 619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BHP GROUP LIMITED | 7500 | 228 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BILLIONTOONE INC CL A CL A | 4038 | 330 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BIOGEN INC COMMON STOCK | 7842 | 1380 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BIOMARIN PHARMACEUTICAL INC COM ISIN CH0008107010 | 42300 | 2514 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BIO-TECHNE CORP COM | 21408 | 1259 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BLACKBAUD INC COM | 40019 | 2534 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BLACKLINE INC COM | 27343 | 1512 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BLOCK INC | 347444 | 22615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BLOOM ENERGY CORP CL A CL A | 20701 | 1799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BLUE BIRD CORP COM | 20282 | 953 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOEING CO COM USD5.00 | 64765 | 14062 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOISE CASCADE CO COM | 14409 | 1061 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOLIDEN AB NPV | 18100 | 1012 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOOKING HLDGS INC COM | 3506 | 18776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOOT BARN HLDGS INC COM | 9441 | 1666 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BORG WARNER INC COM | 20440 | 921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BOWMAN CONSULTING GROUP LTD COM | 8998 | 297 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BP ORD USD0.25 | 238000 | 1385 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRAZE INC CL A CL A | 46160 | 1583 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRIDGEBIO PHARMA INC COM | 21118 | 1615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRIDGEWATER BANCSHARES INC COM | 38369 | 673 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRIGHTSPRING HEALTH SVCS INC COM | 46758 | 1751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRIGHTVIEW HLDGS INC COM | 85665 | 1085 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRISTOL MYERS SQUIBB CO COM | 60981 | 3289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BROADCOM INC COM | 137569 | 47613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BROOKFIELD CORP VTG SHS CL A | 83800 | 3846 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BRUKER CORP | 18335 | 864 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BULLISH ORD SHS USD0.002 | 14838 | 562 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BUNZL PLC ORD GBP0.32142857 | 16700 | 466 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CALIX NETWORKS INC COMMON STOCK | 11570 | 612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CALLAWAY GOLF COMPANY | 120818 | 1410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CANON INC NPV | 24600 | 727 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CAPGEMINI EUR8 | 9700 | 1621 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CAPITAL ONE FINL CORP COM | 32397 | 7852 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CARDINAL HLTH INC | 2083 | 428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CARDINAL INFRASTRUCTURE GROUP INC COM USD0.0001 CL A | 46793 | 1131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CARRIER GLOBAL CORPORATION COM USD0.01 WI | 44700 | 2362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CBIZ INC COM | 68498 | 3456 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CCL INDUSTRIES INC CLASS'B'NON VTG COM NPV | 18600 | 1176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CDN NATL RAILWAYS COM NPV | 13400 | 1327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CELANESE CORP DEL COM STK | 44400 | 1877 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CELCUITY INC COM | 7778 | 776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CELSIUS HLDGS INC COM NEW COM NEW | 24214 | 1108 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CENTRAL GARDEN & PET CO COM | 12473 | 401 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CF INDS HLDGS INC COM | 60175 | 4654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CG ONCOLOGY INC COM | 16155 | 671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHARTER COMMUNICATIONS INC NEW CL A CL A | 39600 | 8267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHECK PT SOFTWARE TECHNOLOGIES ORDILS.01 | 6000 | 1113 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHEFS' WAREHOUSE HOLDINGS IN | 24039 | 1498 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHESAPEAKE UTILS CORP COM | 8326 | 1039 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHEVRON CORP COM | 24129 | 3678 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHIPOTLE MEXICAN GRILL INC COM STK | 158382 | 5860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHOICE HOTELS INTL INC COM | 13516 | 1288 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CHUBB LTD ORD CHF24.15 | 21325 | 6656 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIE DE ST-GOBAIN EUR4 | 11400 | 1164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIENA CORP COM NEW | 21500 | 5028 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CITIGROUP INC COM NEW COM NEW | 82654 | 9645 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CIVISTA BANCSHARES INC COM NO PAR COM NOPAR | 30370 | 675 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK ASSET HOLDINGS LTD | 145300 | 734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CK HUTCHISON HLDGS HKD1 | 223000 | 1517 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COGNIZANT TECH SOLUTIONS CORP CL A | 49300 | 4092 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COLGATE-PALMOLIVE CO COM | 78193 | 6179 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COLUMBIA SPORTSWEAR CO COM | 13536 | 746 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMCAST CORP NEW-CL A | 389320 | 11637 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMMVAULT SYS INC COM STK | 13679 | 1715 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COMP.FIN.RICHEMONT CHF1 (REGD) | 7100 | 1542 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CONAGRA BRANDS INC COM USD5 | 53194 | 921 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CONOCOPHILLIPS COM | 96897 | 9071 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CONSTRUCTION PARTNERS INC CL A CL A | 12531 | 1360 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COREBRIDGE FINL INC COM | 45648 | 1377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COUPANG INC | 232363 | 5481 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CRANE NXT CO COM USD1.00 | 20285 | 955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CREDO TECHNOLOGY GROUP HOLDING LTD | 20251 | 2914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSW INDUSTRIALS INC COM | 6039 | 1773 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CSX CORP COM STK | 132935 | 4819 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CTS EVENTIM AG & C NPV | 7100 | 655 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CUMMINS INC | 2465 | 1258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CVS HEALTH CORP COM | 255081 | 20243 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CYTOKINETICS INC COMMON STOCK | 8950 | 569 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DAI NIPPON PRINTNG NPV | 26300 | 452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DAIKIN INDUSTRIES NPV | 6000 | 769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DANAHER CORP COM | 23479 | 5375 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DATADOG INC COM USD0.00001 CL A | 51268 | 6972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DBS GROUP HLDGS NPV | 50100 | 2196 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DCC ORD EUR0.25 (CDI) | 21190 | 1320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DENALI THERAPEUTICS INC COM | 34108 | 563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DEUTSCHE BOERSE AG NPV(REGD) | 5800 | 1524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DEUTSCHE POST AG NPV(REGD) | 23300 | 1279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DIANTHUS THERAPEUTICS INC COM | 14283 | 589 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DNB ASA NOK | 74400 | 2076 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DOMINION ENERGY INC COM STK NPV | 75335 | 4414 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DONNELLEY FINL SOLUTIONS INC COM | 56529 | 2639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DOORDASH INC CL A COM USD0.00001 CLASS A | 30500 | 6908 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DORMAN PRODS INC COM | 20803 | 2563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DOVER CORP COM USD1.00 | 7373 | 1440 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DUCOMMUN INC DEL COM | 12665 | 1205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;DUTCH BROS INC CL A CL A | 26511 | 1623 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;D-WAVE QUANTUM INC COM | 21457 | 561 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EAGLE BANCORP INC MD COM | 32359 | 693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EDENRED EUR2 | 42009 | 933 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EDGEWISE THERAPEUTICS INC COM USD0.0001 | 11253 | 279 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ELANCO ANIMAL HEALTH INC COM | 243500 | 5510 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ELEMENT SOLUTION INC COM | 87345 | 2183 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ELEVANCE HEALTH INC | 20972 | 7352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ELI LILLY & CO COM NPV | 19218 | 20653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENOVIS CORPORATION COM USD0.001 | 22373 | 596 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENPRO INC | 6091 | 1304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENTEGRIS INC COM | 102775 | 8659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ENVISTA HLDGS CORP COM | 84214 | 1828 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EOG RESOURCES INC COM | 21755 | 2284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EPLUS INC COM | 25202 | 2210 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQT CORP COM | 25410 | 1362 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQUIFAX INC COM | 12332 | 2676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQUITABLE HLDGS INC COM | 123471 | 5883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESAB CORPORATION COM USD0.001 WI | 7536 | 842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESCO TECHNOLOGIES INC | 6519 | 1274 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ESSITY AB SER'B'NPV | 44000 | 1266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EUROFINS SCIENTIFI EUR0.01 | 18100 | 1326 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EVERUS CONSTR GROUP INC COM | 14396 | 1232 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EXOR NV EUR0.01 | 4100 | 349 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EXPAND ENERGY CORP | 30371 | 3352 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EXPONENT INC COM STK | 9980 | 693 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EXTREME NETWORKS INC COM | 55930 | 931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EXXON MOBIL CORP COM | 45541 | 5480 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FABRINET COM USD0.01 | 27026 | 12304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FAIRFAX FINL HLDGS SUB-VTG COM NPV | 800 | 1527 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FANUC CORP NPV | 29900 | 1161 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FDJ UNITED EUR0.40 144A | 8400 | 233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDERATED HERMES INC COM NPV CLASS B | 18989 | 989 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FEDEX CORP COM | 46900 | 13548 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;FIDELITY NATL INFORMATION SVCS INC COM STK | 133600 | 8879 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIGURE TECHNOLOGY SOLUTIONS INC CL A CL A | 10468 | 428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FINNING INTL INC COM NPV | 18200 | 987 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIRST ADVANTAGE CORP NEW COM | 66352 | 964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIRST BANCORP N C COM | 26157 | 1329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIRST BANCORP P R COM NEW COM NEW | 50601 | 1049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FIRST CTZNS BANCSHARES INC CL A CL A | 300 | 644 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FISERV INC COM | 154125 | 10353 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FLAGSTAR BANK NA | 78934 | 994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORMFACTOR INC COM STK | 15307 | 854 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FORTIVE CORP COM MON STOCK | 203560 | 11239 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FOX CORP CL A CL A | 18778 | 1372 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FOX CORP CL B CL B | 42500 | 2760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FRANKLIN COVEY CO COM | 56708 | 952 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FRONTDOOR INC COM | 43103 | 2487 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FTAI INFRASTRUCTURE INC COM | 248715 | 1147 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FTI CONSULTING INC COM | 10301 | 1760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FUJITSU NPV | 78100 | 2157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;FULLER H B CO COM | 14857 | 883 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GALLAGHER ARTHUR J & CO COM | 1900 | 492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE AEROSPACE | 33284 | 10252 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GE HEALTHCARE TECHNOLOGIES INC COM | 85600 | 7021 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GENEDX HOLDINGS CORP CL A NEW | 4286 | 557 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GENIUS SPORTS LTD COM NPV | 101363 | 1117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GIBRALTAR INDS INC COM | 18098 | 895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GILEAD SCIENCES INC | 82200 | 10089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLAUKOS CORP COM | 16892 | 1907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLENCORE PLC ORD USD0.01 | 212500 | 1162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLOBAL PMTS INC COM | 6533 | 506 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GLOBUS MED INC CL A NEW COM STK | 15631 | 1365 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GOLDMAN SACHS GROUP INC COM | 5100 | 4483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GRID DYNAMICS HOLDINGS INC COM USD0.0001CL A | 101223 | 914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GSK PLC ORD GBP0.3125 | 53000 | 1301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GUARDANT HEALTH INC COM | 20694 | 2114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GULFPORT ENERGY CORP COM USD0.01 | 3714 | 772 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GXO LOGISTICS INC COM | 22637 | 1192 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC | 45248 | 1422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HALEON PLC ADR | 435176 | 4400 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HALOZYME THERAPEUTICS INC COM | 7905 | 532 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HAMILTON LANE INC CL A CL A | 13035 | 1751 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HARMONIC INC COM | 105534 | 1044 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HEARTFLOW INC COM | 20831 | 607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HEIDELBERG MATERIALS AG | 7700 | 2017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HERITAGE FINL CORP WASH COM | 55885 | 1322 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HITACHI NPV | 89500 | 2799 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HOME DEPOT INC COM | 12094 | 4162 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HOMETRUST BANCSHARES INC COM | 15353 | 659 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HORACE MANN EDUCATORS CORP COM | 26188 | 1209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HOULIHAN LOKEY INC CL A CL A | 5295 | 922 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HOWMET AEROSPACE INC COM USD1.00 WI | 65541 | 13437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HP INC COM | 110100 | 2453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HUBSPOT INC COM | 32045 | 12860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HUMANA INC COM | 33682 | 8627 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HUNTINGTON BANCSHARES INC COM | 276754 | 4802 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;HURON CONSULTING GROUP INC COM STK | 14221 | 2459 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ICU MED INC COM | 4899 | 699 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IDACORP INC COM | 10230 | 1295 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IDEX CORP COM | 3300 | 587 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INCHCAPE ORD GBP0.10 | 75700 | 783 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INCYTE CORP COM | 37000 | 3654 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INDEPENDENT BK CORP MASS COM COM STK USD0.01 | 17383 | 1270 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFINEON TECHNOLOG ORD NPV (REGD) | 35500 | 1573 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INFORMA PLC (GB) ORD GBP0.001 | 46900 | 558 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ING GROEP N.V. EUR0.01 | 58800 | 1658 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INGERSOLL RAND INC COM | 57106 | 4524 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INSIGHT ENTERPRISES INC COM | 22250 | 1813 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INTEGER HLDGS CORP COM | 20857 | 1636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INTEL CORP COM | 70859 | 2615 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INTERPARFUMS INC | 37783 | 3205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INTL FLAVORS & FRAGRANCES INC COM | 74300 | 5007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INTL PAPER CO COM | 146302 | 5763 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INTUIT COM | 34894 | 23114 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INTUITIVE SURGICAL INC COM NEW STK | 35303 | 19994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IONQ INC COM | 14399 | 646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IPG PHOTONICS CORP COM | 14657 | 1049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ITT INC COM | 7585 | 1316 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;J & J SNACK FOODS CORP COM STK NPV | 4662 | 421 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JBT MAREL CORPORATION | 9238 | 1392 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JFROG LTD COM | 21902 | 1368 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JOHNSON & JOHNSON COM USD1 | 10895 | 2255 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JOHNSON CTLS INTL PLC COM USD0.01 | 144100 | 17256 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JPMORGAN CHASE & CO COM | 28213 | 9091 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;JULIUS BAER GRUPPE CHF0.02 (REGD) | 13500 | 1063 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KADANT INC COM | 3287 | 937 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KARMAN HLDGS INC COM | 13535 | 990 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KBC GROEP NV NPV | 11600 | 1516 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KENVUE INC COM | 200202 | 3453 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KESTRA MEDICAL TECHNOLOGIES LTD COM USD1 | 25491 | 676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KEURIG DR PEPPER INC COM | 10747 | 301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KIMBERLY-CLARK CORP COM | 37066 | 3740 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KINDER MORGAN INC DEL COM | 11900 | 327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KINGFISHER ORD GBP0.157142857 | 148300 | 624 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KIRBY CORP COM | 24947 | 2749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KLAVIYO INC COM SER A COM SER A | 43910 | 1426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KNIGHT-SWIFT TRANSN HLDGS INC CL A CLASSA COMMON STOCK USD0.01 | 23413 | 1224 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KOMATSU NPV | 24800 | 791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KONINKLIJKE PHILIP EUR0.20 | 22458 | 613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KRATOS DEFENSE & SECURITY SOLUTIONS INC | 23794 | 1806 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KYMERA THERAPEUTICS INC COM | 9757 | 759 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;KYOCERA CORP NPV | 71900 | 1008 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;L3HARRIS TECHNOLOGIES INC COM | 5803432 | 1703714 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LANDSTAR SYS INC COM | 11759 | 1690 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LAS VEGAS SANDS CORP COM STK | 92384 | 6013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LATTICE SEMICONDUCTOR CORP COM | 96745 | 7118 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LAUREATE ED INC COM CL A | 44269 | 1491 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEGAL & GENERAL GP ORD GBP0.025 | 321000 | 1131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEGENCE CORP CL A CL A | 16321 | 702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LEMAITRE VASCULAR INC COM STK | 4761 | 386 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LINDE PLC | 2100 | 895 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LLOYDS BANKING GP ORD GBP0.1 | 1870300 | 2471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOAR HOLDINGS INC COM | 14041 | 955 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LOEWS CORP COM | 55228 | 5816 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LPL FINL HLDGS INC COM | 10900 | 3893 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LUMENTUM HLDGS INC COM | 2887 | 1064 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LUMEXA IMAGING HLDGS INC COM | 36110 | 668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;LYONDELLBASELL IND N V COM USD0.01 CL 'A' | 44400 | 1923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM STK | 8477 | 1452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MACQUARIE GP LTD NPV | 7700 | 1043 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MAGNOLIA OIL & GAS CORP CL A CL A | 56998 | 1248 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MAGNUM ICE CREAM C ORD EUR3.50 (DI) | 3025 | 48 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MAREX GROUP PLC COM USD0.001241 | 32794 | 1258 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MASTERCARD INCORPORATED COM USD0.0001 CLASS A | 49950 | 28515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MATADOR RES CO COM | 31681 | 1345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MATTEL INC COM STOCK 1.00 PAR | 93293 | 1851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MCGRATH RENTCORP COM | 19276 | 2023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MEDTRONIC PLC COMMON STOCK STOCK | 64857 | 6230 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MERCK & CO INC NEW COM | 41173 | 4334 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MERCK KGAA NPV | 10300 | 1483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MERIT MED SYS INC COM | 19831 | 1748 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MESA LABS INC COM | 5703 | 448 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;META PLATFORMS INC COM USD0.000006 CL 'A' | 71029 | 46886 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;METHANEX CORP COM STK | 27550 | 1094 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;METLIFE INC COM STK USD0.01 | 288884 | 22805 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MICROCHIP TECHNOLOGY INC COM | 17300 | 1102 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MICROSOFT CORP COM | 256235 | 123920 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MID PENN BANCORP INC COM | 25014 | 776 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MIDDLEBY CORP COM | 8941 | 1329 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MINERALYS THERAPEUTICS INC COM | 15562 | 565 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MODINE MFG CO COM STK | 12861 | 1717 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOLSON COORS BEVERAGE COMPANY COM USD0.01 CLASS B | 59000 | 2754 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MONGODB INC CL A CL A | 17325 | 7271 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MONTROSE ENVIRONMENTAL GROUP INC COM | 40572 | 1007 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MOOG INC CL A | 10683 | 2602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MORGAN STANLEY COM STK USD0.01 | 5231 | 929 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NATERA INC COM | 39971 | 9157 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NATIONAL RESH CORP COM NEW CL A | 44317 | 832 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NATIONAL VISION HLDGS INC COM | 51385 | 1327 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NCR ATLEOS CORPORATION COM USD0.01 WI | 30046 | 1145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEPTUNE INS HLDGS INC CL A CL A | 24774 | 722 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NESTLE SA | 21300 | 2117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NETFLIX INC COM STK | 112149 | 10515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NETSKOPE INC CL A CL A | 17785 | 312 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEUROCRINE BIOSCIENCES INC COM | 17551 | 2489 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEWAMSTERDAM PHARMA CO NV ORD | 13151 | 461 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEWS CORP COM CL A | 189539 | 4951 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEXGEN ENERGY LTD COMSTK | 86020 | 791 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEXTERA ENERGY INC COM | 48587 | 3901 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEXTPOWER INC | 16393 | 1428 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NICOLET BANKSHARES INC COM | 9347 | 1134 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NINTENDO CO LTD NPV | 9500 | 642 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NIQ GLOBAL INTELLIGENCE PLC ORD USD 0.00001 | 65175 | 1075 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NOMAD FOODS LIMITED COMMON STOCK | 40099 | 502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NOMURA HOLDINGS NPV | 78100 | 648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NORFOLK SOUTHN CORP COM | 37555 | 10843 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NORTHERN OIL & GAS INC COM NEW | 40063 | 860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NORTHROP GRUMMAN CORP COM | 12643 | 7209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NOVANTA INC NOVANTA INC | 8562 | 1019 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NOVARTIS AG CHF0.49 (REGD) | 11300 | 1563 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NOVO NORDISK A/S SER'B'DKK0.1 | 12500 | 639 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NUVALENT INC CL A CL A | 8136 | 818 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NVIDIA CORP COM | 565592 | 105483 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NXP SEMICONDUCTORS N V COM STK | 31819 | 6907 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OCCIDENTAL PETROLEUM CORP | 226912 | 9331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OCULAR THERAPEUTIX INC COM | 47398 | 575 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;O-I GLASS INC COM | 96322 | 1422 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OLYMPUS CORP NPV | 75600 | 957 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ONE GAS INC COM | 20853 | 1611 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OPENLANE INC | 41263 | 1229 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ORIX CORP NPV | 82300 | 2391 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;OXFORD INDS INC COM | 19531 | 668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PALVELLA THERAPEUTICS INC NEW COM | 4692 | 491 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PANASONIC HOLDINGS CORP NPV | 109200 | 1410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PATRICK INDS INC COM | 6266 | 679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PEARSON ORD GBP0.25 | 60245 | 851 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PEDIATRIX MEDICAL GROUP INC | 35965 | 769 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PENGUIN SOLUTIONS INC DEL COM | 56372 | 1103 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PERMIAN RES CORP CL A | 4468 | 63 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PERSIMMON ORD GBP0.10 | 33400 | 610 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHILIP MORRIS INTL COM STK NPV | 35572 | 5706 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PHILLIPS 66 COM | 6523 | 842 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PJT PARTNERS INC COM CL A COM CL A | 12493 | 2089 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PLEXUS CORP COM | 12206 | 1794 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PORTILLOS INC CL A COM CL A COM | 99513 | 452 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POWER INTEGRATIONS INC COM | 17668 | 628 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PRESTIGE CONSUMER HEALTHCARE INC COM | 28687 | 1770 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PRIMORIS SVCS CORP COM | 13503 | 1676 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PROCEPT BIOROBOTICS CORP COM | 34884 | 1097 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PROCTER & GAMBLE COM NPV | 38841 | 5566 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PROSUS N.V. EUR0.05 (N SHARES) | 28600 | 1775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PURSUIT ATTRACTIONS AND HOSPITALITY INC COM USD1.5 | 24976 | 841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALCOMM INC COM | 56849 | 9724 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;QUALYS INC COM USD0.001 | 16430 | 2184 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RAKUTEN GROUP INC NPV | 127100 | 814 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RALLIANT CORP COM USD0.01 WI | 66011 | 3361 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RAMBUS INC DEL COM | 18273 | 1679 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RAPPORT THERAPEUTICS INC COM | 13625 | 413 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RECKITT BENCK GRP ORD GBP0.10 | 18300 | 1477 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REGENERON PHARMACEUTICALS INC COM | 13250 | 10227 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RENESAS ELECTRONICS CORPORATION NPV | 65600 | 896 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REPLIGEN CORP COM STK USD0.01 | 10044 | 1646 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REXEL EUR5 | 10800 | 426 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RH COM | 4920 | 881 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RHYTHM PHARMACEUTICALS INC COM | 9682 | 1036 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RLI CORP COM | 22863 | 1463 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ROBERT HALF INC COM USD0.001 | 39804 | 1081 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ROCHE HLDGS AG GENUSSCHEINE NPV | 7800 | 3231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ROCKET COS INC CL A CL A | 118000 | 2284 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ROCKWELL AUTOMATION | 8865 | 3449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ROCKWOOL A/S SER'B'DKK1 | 7500 | 266 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ROCKY BRANDS INC COM STK | 24933 | 731 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RTX CORPORATION COMSTK | 118500 | 21733 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RUBRIK INC COM USD0.000025 CL A | 14885 | 1138 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RUSH STREET INTERACTIVE INC COM USD0.0001 CL A | 81838 | 1590 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RYANAIR HOLDINGS ORD EUR0.006 | 25200 | 875 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;S.W. AIRL CO COM | 135790 | 5612 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAIA INC COM STK | 729 | 238 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SALESFORCE INC COM USD0.001 | 21465 | 5686 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SANOFI EUR2 | 35589 | 3457 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SANOFI SPONSORED ADR | 198376 | 9613 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SANTOS LIMITED NPV | 266200 | 1095 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SAP SE | 10000 | 2447 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBI HLDGS INC NPV | 88200 | 1899 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCHOLASTIC CORP COM | 48287 | 1431 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SCHWAB CHARLES CORP COM NEW | 310276 | 31000 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SEADRILL LIMITED | 41526 | 1437 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SELECT WATER SOLUTIONS INC | 121636 | 1280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SELECTIVE INS GROUP INC COM | 35032 | 2931 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SEMPRA COM | 47470 | 4191 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SEMTECH CORP COM | 27057 | 1994 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SENECA FOODS CORP NEW CL A | 10205 | 1129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SERVICENOW INC COM USD0.001 | 76170 | 11668 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SERVICETITAN INC CL A CL A | 12388 | 1319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SEVEN & I HOLDINGS NPV | 132100 | 1897 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SHARKNINJA COM USD0.0001 | 15641 | 1750 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SHELL PLC ORD EUR0.07 | 40800 | 1504 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SHOPIFY INC CL A SUB VTG SHS SHOPIFY INC | 8100 | 1304 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIEMENS AG NPV(REGD) | 31023 | 8713 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SILGAN HLDGS INC COM | 54600 | 2204 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIMPSON MFG INC COM | 6166 | 996 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SIMULATIONS PLUS INC COM | 12644 | 231 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SITC INTERNATIONAL HKD0.10 | 55400 | 198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SITIME CORP COM | 4739 | 1674 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SKAND ENSKILDA BKN SER'A'NPV | 75200 | 1591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SLB LIMITED COM | 66053 | 2535 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SMITH & NEPHEW PLC ORD USD0.20 | 38200 | 636 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SMURFIT WESTROCK LTD | 34100 | 1319 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SOCIETE GENERALE EUR1.25 | 45100 | 3640 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SODEXHO EUR4 | 9000 | 462 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SONIC HEALTHCARE NPV | 47500 | 716 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SONY GROUP CORPORA NPV | 121900 | 3129 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SOUTHERN CO COM STK | 103339 | 9011 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SOUTHSTATE BK CORP COM | 7128 | 671 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SPS COMM INC COM | 7940 | 708 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SPX TECHNOLOGIES INC COM | 10269 | 2054 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STANLEY BLACK & DECKER INC COM | 78308 | 5817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STAR BULK CARRIERS CORP STAR BULK CARRIERS CORP | 59560 | 1145 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STATE STR CORP COM | 36896 | 4760 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STEPSTONE GROUP INC CL A CL A | 21154 | 1357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STIFEL FINL CORP COM | 12490 | 1564 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STRATTEC SEC CORP COM | 9129 | 695 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STRYKER CORP | 30932 | 10872 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STUBHUB HLDGS INC CL A CL A | 43786 | 592 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUMITOMO MITSUI FINANCIAL GROUP NPV | 83400 | 2682 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUNCOR ENERGY INC COM NPV 'NEW' | 20800 | 924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TAYLOR MORRISON HOME CORP COM USD0.00001 | 14092 | 830 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TC ENERGY CORPORATION COM NPV | 35742 | 1966 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TE CONNECTIVITY PLC COM USD0.01 | 39434 | 8972 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TECHNIPFMC PLC COM USD1 | 7280 | 324 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TELEDYNE TECHNOLOGIES INC COM | 5988 | 3058 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TELEPERFORMANCE SOCIETE EUROPEENNE | 6900 | 501 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TENARIS S.A. COMMON STOCK | 56100 | 1088 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEREX CORP NEW COM | 12139 | 648 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TERNS PHARMACEUTICALS INC COM | 12742 | 515 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TESCO ORD GBP0.0633333 | 235900 | 1402 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEXAS CAP BANCSHARES INC DEL COM | 12493 | 1131 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEXAS INSTRUMENTS INC COM | 23338 | 4049 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TEXAS ROADHOUSE INC COMMON STOCK | 704 | 117 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;THE CIGNA GROUP | 60684 | 16702 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;THE HARTFORD INSURANCE GROUP INC COM USD0.01 | 18534 | 2554 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;THE MARZETTI COMPANY | 2701 | 444 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;THERMO FISHER SCIENTIFIC INC COM USD1 | 4719 | 2734 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;T-MOBILE US INC COM | 28246 | 5735 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOTALENERGIES SE | 115610 | 7548 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOTALENERGIES SE EUR2.5 | 17970 | 1176 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOWER SEMICONDUCTOR LTD | 2815 | 331 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TOYOTA INDUSTRIES NPV | 5000 | 568 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TRADEWEB MKTS INC CL A CL A | 68300 | 7345 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TRANSUNION COM | 24504 | 2101 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TREVI THERAPEUTICS INC COM | 54398 | 681 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TRICO BANCSHARES COM STK | 25393 | 1203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TWFG INC CL A COM CL A COM | 21089 | 607 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;TYSON FOODS INC CL A COM (DELAWARE) | 60972 | 3574 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UFP TECHNOLOGIES INC COM | 1907 | 423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UMB FINL CORP COM STK | 15433 | 1775 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNILEVER PLC ORD GBP0.035 | 21066 | 1377 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNION PAC CORP COM | 12916 | 2988 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITED PARCEL SVC INC CL B | 40550 | 4022 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;UNITEDHEALTH GROUP INC COM | 75672 | 24980 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;US BANCORP | 116815 | 6233 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;USA RARE EARTH INC COM | 17936 | 213 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;V F CORP COM | 121400 | 2195 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VEOLIA ENVIRONNEME EUR5 | 76000 | 2653 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VERA THERAPEUTICS INC CL A CL A | 12268 | 621 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VERRA MOBILITY CORP | 66563 | 1492 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VIA TRANSN INC CL A CL A | 10546 | 306 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VIATRIS INC | 357116 | 4446 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VIRIDIAN THERAPEUTICS INC COM | 23283 | 725 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VISA INC COM CL A STK | 68480 | 24017 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;VOYAGER TECHNOLOGIES INC CL A CL A | 19118 | 500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WAFD INC COM STK USD1 | 37972 | 1216 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WALKER & DUNLOP INC COM . | 17778 | 1069 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WALMART INC COM | 23227 | 2588 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WALT DISNEY CO | 40869 | 4650 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WD 40 CO COM STK | 5911 | 1164 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WELLS FARGO & CO NEW COM STK | 166305 | 15500 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WEX INC COM | 2940 | 438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WHITEHAVEN COAL NPV | 106200 | 549 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WILLIAMS CO INC COM | 32670 | 1964 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WILLIS TOWERS WATSON PLC COM USD0.000115 | 13400 | 4403 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WILLSCOT HOLDINGS CORPORATION COM | 48525 | 914 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WINGSTOP INC COM | 5135 | 1225 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WINMARK CORP COM | 3481 | 1410 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WINNEBAGO INDS INC COM | 23165 | 939 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WISE PLC CLS A ORD GBP0.01 | 49300 | 591 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WORTHINGTON STL INC COMMON STOCK | 42972 | 1488 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WSFS FINANCIAL CORP COM | 21683 | 1198 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XCEL ENERGY INC COM | 24350 | 1798 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;XENON PHARMACEUTICALS INC COMMON STOCK | 16598 | 744 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;YETI HLDGS INC COM | 15604 | 689 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZALANDO SE NPV | 43700 | 1301 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZIMMER BIOMET HLDGS INC COM | 130067 | 11696 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ZURN ELKAY WATER SOLUTIONS CORPORATION | 34468 | 1602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;GAMING & LEISURE PPTYS INC COM | 42520 | 1900 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RYMAN HOSPITALITY PPTYS INC COM | 6364 | 602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;STAG INDL INC COM | 19593 | 720 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WEYERHAEUSER CO COM | 148199 | 3511 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;POTLATCHDELTIC CORP MERGER RAYONIER INC 2756548 02-02-2026 | 20194 | 803 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;ACADIA RLTY TR COM | 60163 | 1236 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;AMERICAN HEALTHCARE REIT INC COM | 20920 | 984 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;BROADSTONE NET LEASE INC COM USD0.00025 | 51445 | 894 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;COPT DEFENSE PROPERTIES COM STK USD0.01 | 52130 | 1449 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CUBESMART | 7764 | 280 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;EQTY RESDNTL EFF 5/15/02 | 92182 | 5811 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;INDEPENDENCE RLTY TR INC COM | 81420 | 1423 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NATIONAL STORAGE AFFILIATES TR COM SHS BEN INT COM SHS BEN INT | 15780 | 445 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NETSTREIT CORP COM USD0.01 | 44122 | 778 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;RAYONIER INC REIT | 103469 | 2241 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REXFORD INDL RLTY INC COM | 72761 | 2817 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SBA COMMUNICATIONS CORP COM USD0.01 CL A | 31200 | 6035 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;SUN COMMUNITIES INC COM | 51851 | 6425 |
|  | Partnerships: |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO LAZARD EMERGING WORLD INVESTORS LIMITED PARTNERSHIP | 300000 | 54656 |
|  | Common Collective Trusts: |  |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MFB NT COLLECTIVE AGGREGATE BOND INDEX FUND - LENDING - TIER H | 304952 | 188509 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MFB NT COLLECTIVE ALL COUNTRY WORLD EX-US INDEX FUND-LENDING | 3992740 | 116289 |

---

See Report of Independent Registered Public Accounting Firm

------

---

| | | | |
|:---|:---|:---|:---|
| **(a)<br>Party in Interest** | <br>**(b)**<br>**Identity of issue, borrower, lessor, or similar party and description** | **(c)<br>Rate of interest, par value or number of shares/units** | <br>**(e)**<br>**Current value**<br>**(in thousands)** |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MFB NT COLLECTIVE EXTENDED EQUITY MARKET INDEX FUND | 450609 | 654504 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MFB NT COLLECTIVE S&P 500 INDEX FUND - LENDING | 105941 | 2835978 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO BLACKROCK LIFEPATH INDEX 2030 FUND F | 29191696 | 1073276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO BLACKROCK LIFEPATH INDEX 2035 FUND F | 22222264 | 840024 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO BLACKROCK LIFEPATH INDEX 2040 FUND F | 16530783 | 735276 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO BLACKROCK LIFEPATH INDEX 2045 FUND F | 17774797 | 783357 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO BLACKROCK LIFEPATH INDEX 2050 FUND F | 16896893 | 639040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO BLACKROCK LIFEPATH INDEX 2055 FUND F | 8305103 | 414619 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO BLACKROCK LIFEPATH INDEX 2060 FUND F | 9897291 | 288125 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO BLACKROCK LIFEPATH INDEX 2065 FUN D F | 5601460 | 116841 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO CF PRINCIPAL GLOBAL INVS COLLECTIVE INVT TR INTL EQUITY FD TIER III | 1199419 | 149292 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO LIFEPATH INDEX RETIREMENT FUND F | 51465291 | 1543542 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;NT COLLECTIVE GOVT SHORT TERM INVT FD | 47861060 | 47861 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;WF BLACKROCK SHORT TERM INVESTMENT FUND F | 41749076 | 41749 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO BLACKROCK INSTL TR CO NA INV FD FOR EMP BENEFIT TRS LIFEPATH INDEX 2070 FD F | 654739 | 7889 |
|  | Registered Investment Companies: |  |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MFO FIDELITY GLOBAL EX US INDEX FUND | 12243731 | 228468 |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;MFO FIDELITY GROUP TR FOR EMPLOYEE BENEFIT PLAN GROWTH CO COMMINGLED POOL CL D | 5107157 | 453209 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;MFO RESERVE INVT FDS INC T ROWE PRICE GOVT RESERVE FD | 3132051 | 3132 |
|  | Municipal Bonds: |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CALIFORNIA ST 7.3% 10-01-2039 BEO TAXABLE | 1035000 | 1205 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;CALIFORNIA ST 7.625% 03-01-2040 BEO TAXABLE | 410000 | 494 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;IL ST TAXABLE-PENSION 5.1 DUE 06-01-2033BEO TAXABLE SINKING FD 06-01-2026 N/C | 2211912 | 2267 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEW JERSEY ST TPK AUTH TPK REV 7.102% 01-01-2041 BEO TAXABLE | 430000 | 502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;NEW JERSEY ST TPK AUTH TPK REV 7.414% 01-01-2040 BEO TAXABLE | 120000 | 144 |
|  | Foreign Bonds: |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PEMEX PROJ FDG MASTER TR GTD BD 6.625% DUE 06-15-2035 REG | 325000 | 308 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PETRLEOS MEXICANOS 6.7% 02-16-2032 | 2062000 | 2057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PETROLEOS MEXICANOS BD 6.5% DUE 06-02-2041 REG | 400000 | 347 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;PETROLEOS MEXICANOS GTD NT 7.69% DUE 01-23-2050 REG | 3375000 | 3025 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REPUBLIC OF COLOMBIA 7.375% 04-25-2030 | 475000 | 502 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;REPUBLIC OF COLOMBIA 7.75% 11-07-2036 | 600000 | 625 |
|  | Participant-directed Brokerage Accounts: |  |  |
| \* | &nbsp;&nbsp;&nbsp;&nbsp;Brokerage Link | 1 | 1078335 |
|  | Investments, fair value |  | 16594424 |
|  | Synthetic Guaranteed Investment Contracts, at Contract Value: |  |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Tower Life Ins. Co. | 3.25% | 246755 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Transamerica Life Ins. Co. | 3.27% | 247203 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Pacific Life Ins. Co. | 3.34% | 247860 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;Prudential Ins. Co. of America | 3.27% | 247536 |
|  | &nbsp;&nbsp;&nbsp;&nbsp;American General Life Ins. Co. | 3.25% | 247463 |
|  | Synthetic guaranteed investment contracts, at contract value |  | 1236816 |
| \* | Notes receivable from participants<sup>(1)</sup> |  | 147102 |
|  | **TOTAL** |  | $**17978342** |

---

Note: Column (d), Cost, has been omitted because all investments are participant-directed.

\*&nbsp;&nbsp;&nbsp;&nbsp;Party-in-interest to the Plan

&nbsp;&nbsp;&nbsp;&nbsp;(1) Consists of participant loans with interest rates ranging from 4.25% to 9.50%, maturing through November 2049.

See Report of Independent Registered Public Accounting Firm

------

**L3Harris Retirement Savings Plan** 

**E.I.N. 34-0276860** 

**Plan Number 015** 

**Schedule H, Line 4(j)** 

**Schedule of Reportable Transactions for the Year Ended**

**December 31, 2025**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **(a)<br>Identity of Party Involved** | **(b)<br>Description of Assets** | **(c)<br>Purchase Price<br>(in thousands)** | **(d)<br>Selling Price<br>(in thousands)** | **(g)<br>Cost of Asset<br>(in Thousands)** | **(h)<br>Current Value of Asset on Transaction Date<br>(in thousands)** | **(i)<br>Net Gain or (Loss)<br>(in thousands)** |
| Northern Trust | MFB NT Collective S&P 500 Index - Lending Purchases | $509469 | $— | $509469 | $509469 | $— |
| Northern Trust | MFB NT Collective S&P 500 Index - Lending Sales |  | 680417 | 514005 | 680417 | 166412 |
| Northern Trust | NT Collective Govt Short Term Invt FD Purchases | 852221 |  | 852221 | 852221 |  |
| Northern Trust | NT Collective Govt Short Term Invt FD Sales |  | 841157 | 841157 | 841157 |  |

---

Note: Columns (e) and (f) are not applicable

See Report of Independent Registered Public Accounting Firm

------

**EXHIBIT INDEX**

---

| | |
|:---|:---|
| **Exhibit**<br>**Number** | **Description &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;** |
| 23.1 | <u>[Consent of Independent Registered Public Accounting Firm - Weaver and Tidwell](a11kcpaconsentdraft.htm)[,](a11kcpaconsentdraft.htm)[LLP](a11kcpaconsentdraft.htm)</u> |

---

See Report of Independent Registered Public Accounting Firm

------

**SIGNATURE** 

*The Plan.* 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 their behalf by the undersigned hereunto duly authorized.

---

| | |
|:---|:---|
| L3Harris Retirement Savings Plan, by L3Harris Employee Benefits Committee,<br>as Plan Administrator | L3Harris Retirement Savings Plan, by L3Harris Employee Benefits Committee,<br>as Plan Administrator |
| By: | /s/ Natalie Lee |
| Title: | Natalie Lee, Chair |

---

Date: June 29, 2026

See Report of Independent Registered Public Accounting Firm

## Exhibit 23.1

Exhibit 23.1

**CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM**

We consent to the incorporation by reference in Registration Statement No. 333-268794 on Form S-8 of our report dated June 29, 2026, appearing in this Annual Report on Form 11-K of the L3Harris Retirement Savings Plan for the year ended December 31, 2025.

/s/ Weaver and Tidwell, L.L.P.

WEAVER AND TIDWELL, L.L.P.

Bethesda, Maryland

June 29, 2026

<br>