# EDGAR Filing Document

**Accession Number:** 0000051143
**File Stem:** 0000051143-26-000064
**Filing Date:** 2026-6
**Character Count:** 1664480
**Document Hash:** a4d58b67fed9976b78506f6720179140
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000051143-26-000064.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000051143-26-000064

**CONFORMED SUBMISSION TYPE**: 11-K

**PUBLIC DOCUMENT COUNT**: 41

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** 11-K
- **SEC ACT:** 1934 Act
- **SEC FILE NUMBER:** 001-02360
- **FILM NUMBER:** 261130458

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

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

?xml version='1.0' encoding='ASCII'? ibm-20260626

**UNITED STATES**

 **SECURITIES AND EXCHANGE COMMISSION**

**Washington, D.C. 20549**

**FORM 11-K**

**(Mark One)**

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

**For the fiscal year ended December 31, 2025**

**OR**

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

**For the transition period from _______ to**

**Commission file number 1-2360**

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

**IBM 401(k) Plan**

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

**Armonk, New York 10504**

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

**INTERNATIONAL BUSINESS MACHINES CORPORATION**

**One New Orchard Road**

**Armonk, New York 10504**

------

**IBM 401(k) PLAN**

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

---

| | |
|:---|:---|
| | **Page** |
| **Financial Statements and Schedules:** | |
| &nbsp;&nbsp;&nbsp;&nbsp;**<u>[Report of Independent Registered Public Accounting Firm](#i17ecc981c84245adb4702474dd4b3a5b_7)</u>** | **<u>[3](#i17ecc981c84245adb4702474dd4b3a5b_7)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Financial Statements:** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Statements of Net Assets Available for Benefits at December 31, 202](#i17ecc981c84245adb4702474dd4b3a5b_10)[5](#i17ecc981c84245adb4702474dd4b3a5b_10)[and 202](#i17ecc981c84245adb4702474dd4b3a5b_10)[4](#i17ecc981c84245adb4702474dd4b3a5b_10)</u> | **<u>[4](#i17ecc981c84245adb4702474dd4b3a5b_10)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 202](#i17ecc981c84245adb4702474dd4b3a5b_13)[5](#i17ecc981c84245adb4702474dd4b3a5b_13)</u> | **<u>[5](#i17ecc981c84245adb4702474dd4b3a5b_13)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Notes to Financial Statements](#i17ecc981c84245adb4702474dd4b3a5b_16)</u> | **<u>[6](#i17ecc981c84245adb4702474dd4b3a5b_16)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Supplemental Schedules\*:** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Schedule G, Part I - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible at and for the year ended December 31, 202](#i17ecc981c84245adb4702474dd4b3a5b_43)[5](#i17ecc981c84245adb4702474dd4b3a5b_43)</u> | **<u>[18](#i17ecc981c84245adb4702474dd4b3a5b_43)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Schedule H, Line 4](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[a](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[- Schedule of](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[Delinquent Partici](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[pant](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[Contribution](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[at](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[and for the](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[year](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[ended](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)[December 31, 2025](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)</u> | **<u>[19](#i17ecc981c84245adb4702474dd4b3a5b_2199023256036)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Schedule H, Line 4i - Schedule of Assets (Held at End of Year) at December 31, 202](#i17ecc981c84245adb4702474dd4b3a5b_46)[5](#i17ecc981c84245adb4702474dd4b3a5b_46)</u> | **<u>[20](#i17ecc981c84245adb4702474dd4b3a5b_46)</u>** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Exhibit:** | |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<u>[Exhibit Index](#i17ecc981c84245adb4702474dd4b3a5b_112)</u> | **<u>[580](#i17ecc981c84245adb4702474dd4b3a5b_112)</u>** |

---

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

------

**Report of Independent Registered Public Accounting Firm**

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

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

We have audited the accompanying statements of net assets available for benefits of IBM 401(k) 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, including the related notes (collectively referred to as the "financial statements"). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 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.

<u>Basis for Opinion</u>

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

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

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

<u>Supplemental Information</u>

The supplemental Schedule G, Part I - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible and Schedule H, line 4a - Schedule of Delinquent Participant Contributions at and for the year ended December 31, 2025 and Schedule H, line 4i - Schedule of Assets (Held at End of Year) at December 31, 2025 ("supplemental schedules") have been subjected to audit procedures performed in conjunction with the audit of the Plan's financial statements. The supplemental schedules are the responsibility of the Plan's management. Our audit procedures included determining whether the supplemental schedules reconcile to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in conformity with the Department of Labor's Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ PricewaterhouseCoopers LLP

New York, New York

June 26, 2026

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

------

**IBM 401(k) PLAN**

**STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS**

**AT DECEMBER 31,**

---

| | | |
|:---|:---|:---|
| **($ in thousands)** | **2025** | **2024** |
| **Assets:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments, at fair value (Note 3) | $57471593 | $52878411 |
| &nbsp;&nbsp;&nbsp;&nbsp;Investments in fully benefit-responsive investment contracts, at contract value (Note 5) | 6200583 | 6936819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total investments | 63672176 | 59815230 |
| &nbsp;&nbsp;&nbsp;&nbsp;Receivables: |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Notes receivable from participants | 113722 | 147344 |
| &nbsp;&nbsp;&nbsp;&nbsp;Income, sales proceeds and other receivables | 399386 | 270704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total receivables | 513107 | 418048 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total assets | 64185283 | 60233278 |
| **Liabilities:** |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Payable for investments purchased | 575653 | 371073 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total liabilities | 575653 | 371073 |
| **Net assets available for benefits** | $63609630 | $59862206 |

---

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

------

**IBM 401(k) PLAN**

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

**FOR THE YEAR ENDED DECEMBER 31,**

---

| | |
|:---|:---|
| **($ in thousands)** | **2025** |
| **Additions to net assets attributed to:** |  |
| Investment income: |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Net appreciation in fair value of investments  | $7663336 |
| &nbsp;&nbsp;&nbsp;&nbsp;Interest income from investments | 519545 |
| &nbsp;&nbsp;&nbsp;&nbsp;Dividends | 970893 |
|  | 9153773 |
| Interest income on notes receivable from participants | 9183 |
| Contributions from participants | 955181 |
| Transfers from acquired company benefit plans | 263070 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total additions | 10381207 |
| **Deductions from net assets attributed to:** |  |
| Distributions to participants | 6593690 |
| Administrative Expenses, Net | 40094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total deductions | 6633783 |
| **Net increase in net assets during the year**  | $3747424 |
| **Net assets available for benefits:** |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beginning of year  | $59862206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;End of year | $63609630 |

---

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

------

**IBM 401(k) PLAN** 

**NOTES TO FINANCIAL STATEMENTS**

**NOTE 1 - DESCRIPTION OF THE PLAN**

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

**General**

The Plan was established by resolution of International Business Machines Corporation's Retirement Plans Committee (the "Committee") effective July 1, 1983 and Plan assets are held in trust for the benefit of its participants. The Plan offers all eligible active, full-time and part-time regular and long-term supplemental United States (U.S.) employees of International Business Machines Corporation ("IBM") and certain of its domestic related companies and partnerships an opportunity to defer from 1 to 80 percent of their eligible compensation for before-tax 401(k) and/or Roth 401(k) contributions to any of 35 primary investment funds and about 160 mutual and commingled funds in an "Expanded Choice - Select Funds." In addition, participants are able to contribute up to 10 percent of their eligible compensation on an after-tax basis. Annual contributions are subject to the legal limits permitted by Internal Revenue Service ("IRS") regulations.

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

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

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

**Administration**

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

**Contributions**

As previously disclosed, beginning January 1, 2024, IBM began providing a new cash balance retirement benefit to eligible employees under the company's existing U.S. Defined Benefit Qualified Personal Pension Plan (Qualified PPP) called the Retirement Benefit Account (RBA). IBM's contributions to the Plan ended and employees can continue to make contributions to the Plan.

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

Participants are able to choose to have their contributions invested entirely in one of, or in any combination of, the 35 primary funds and about 160 mutual and commingled funds in the Expanded Choice - Select Funds, in multiples of one percent. If participants do not make an investment election, then contributions will be invested in the default Target Retirement fund that most closely corresponds to the year in which they will reach age 65.

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

------

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

**Participant Accounts**

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

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

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

Contributions (with the exception of after-tax contributions and Roth 401(k) contributions) made to the Plan, as well as interest, dividends, or other earnings of the Plan are generally not included in the taxable income of the participant until withdrawal, at which time all earnings and contributions withdrawn generally are taxed as ordinary income to the participant. Additionally, withdrawals of pre-tax contributions by the participant before attaining age 59.5 are subject to a penalty tax of 10 percent unless an exception applies (e.g. at least 55 years of age when the participant terminates from IBM). After-tax contributions made to the Plan are not tax deferred, but are taxable income prior to the participant making the contribution. Any interest, dividends or other earnings on the after-tax contributions are generally not included in the taxable income of the participant until withdrawal, at which time all earnings withdrawn are generally taxed as ordinary income to the participant. Any distribution of earnings on after-tax contributions that are withdrawn by the participant before attaining age 59.5 are subject to a penalty tax of 10 percent unless an exception applies. Roth 401(k) contributions are not tax deferred, but are taxable income prior to the participant making the contribution. Interest, dividends or other earnings on Roth 401(k) contributions may not be taxable at withdrawal provided the participant has met the applicable rules.

**Vesting**

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

**Distributions**

Participants who have terminated employment or are eligible for in-service distributions (e.g. have reached age 59.5) may request ad hoc distributions ($500 minimum) or a full distribution.

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

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

------

Effective September 1, 2025, the 401(k) Plan permits participants to take up to $22,000 in withdrawals without incurring the 10 percent early withdrawal penalty if a qualified federally declared disaster has impacted their principal place of residence. Eligible participants may elect this distribution in accordance with applicable Internal Revenue Code provisions and IRS guidance for qualified disaster distributions. Participants who take a qualified disaster withdrawal under this provision will have the option to repay all or part of the withdrawn amount to the Plan within three years from the date the distribution is made, as permitted under federal law.

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

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

**Participant Loans**

Participants may borrow up to 50 percent of the value of their account balance, not to exceed $50,000, within a twelve month period. Loans will be granted in $1 increments subject to a minimum loan amount of $500. Participants are limited to two simultaneous outstanding Plan loans. Repayment of a loan is made through semi-monthly payroll deductions. Loans originated under the Plan have a repayment term of one to four years for a general purpose loan or one to 10 years for a primary residence loan. There are a limited number of outstanding loans originated under acquired company plans that were merged into the Plan having repayment terms greater than 10 years and up to a maximum term of 30 years. The loans originated under the Plan bear a fixed rate of interest, set quarterly, for the term of the loan, determined by the Plan administrator to be 1.25 points above the prime rate. The interest is credited to the participant's account as the semi-monthly repayments of principal and interest are made. Interest rates on outstanding loans at December 31, 2025 and 2024 ranged from 3.25 percent to 10.75 percent.

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

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

**Termination of Service**

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

**Termination of the Plan**

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

**Risks and Uncertainties**

Investment securities are exposed to various risks, such as interest rate and foreign currency movements, credit quality changes and overall market volatility. Interest rate risk is the risk of change in the market value of the assets due to a change in interest rates. Foreign currency risk is the risk of a change in market value due to the change in foreign currency exchange rates. Credit risk is the risk of change in the market value of assets due to the change in creditworthiness of the

------

underlying issuer. Market risk is the possibility of losses due to factors that affect the overall performance of the financial markets. Due to the level of risk associated with certain investment securities and the level of uncertainty related to changes in the value of investment securities, it is reasonably possible that changes in risks in the near term could materially affect participants' account balances and the amounts reported in the statement of net assets available for benefits. The Plan provides for various investment options in the form of mutual funds, commingled funds or separately-managed funds. These funds invest in equities, fixed income securities, synthetic guaranteed investment contracts ("synthetic GICs"), and derivative contracts. The Plan is potentially exposed to credit loss in the event of non-performance by the companies with whom the Plan entered into the synthetic GICs. However, the Committee does not anticipate non-performance by these companies.

**Securities Lending**

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

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

Loans are collateralized as either cash or non-cash, in an amount equal to 102 percent to 105 percent of the fair value of the loan. Cash collateral is invested in a U.S. government money market account. Non-cash collateral accepted in the program are securities issued or guaranteed by the U.S. government or its agencies. On December 31, 2025, the Plan had $186 million of open loans backed by $137 million of cash collateral and $58 million of non-cash collateral (105 percent collateral). Securities lending may be permitted in certain commingled funds and in funds within the Expanded Choice – Select Funds. The prospectus for each fund will disclose if lending is permitted and the risks involved.

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

**Basis of Presentation**

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

**Use of Estimates**

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

**Valuation of Investments**

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

------

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

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

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

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

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

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

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

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

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

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

**Security Transactions and Related Investment Income**

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

------

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

**Administrative Expenses and Investment Management Fees**

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

**Revenue Sharing**

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

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

------

**NOTE 3 — INVESTMENTS**

The following tables set forth by level, within the fair value hierarchy, the Plan's investments at fair value at December 31, 2025 and 2024.

**Investments at Fair Value as of December 31, 2025**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **($ in thousands)** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Equity:** | | | | |
| **Equity mutual funds** | $6552765 | $— | $— | $6552765 |
| **IBM Corporation common stock** | 1573853 |  |  | 1573853 |
| **Equity securities** | 16502777 | 4886356 | 342 | 21389474 |
| **Fixed income:** |  |  |  |  |
| **Government securities** |  | 4488490 |  | 4488490 |
| **Corporate bonds** |  | 2236113 | 52 | 2236165 |
| **Mortgage and asset-backed securities** |  | 265652 |  | 265652 |
| **Fixed income mutual funds** | 1252701 |  |  | 1252701 |
| **Cash and cash equivalents** | 38363 |  |  | 38363 |
| **Derivatives** | 88 | 29981 |  | 30069 |
| **Other mutual funds** | 862255 |  |  | 862255 |
| &nbsp;&nbsp;&nbsp;&nbsp;**Subtotal** | 26782801 | 11906593 | 394 | 38689787 |
| **Investments measured at net asset value using the NAV practical expedient** <sup>(1)</sup> |  |  |  | 18781805 |
| **Total investments at fair value** | $26782801 | $11906593 | $394 | $57471593 |

---

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

There were no material purchases, sales or transfers into or out of Level 3 for the period ending December 31, 2025.

------

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

---

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

---

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

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

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

The following table summarizes investments measured at fair value based on net asset value per share at December 31, 2025 and 2024, respectively:

---

| | | |
|:---|:---|:---|
| **($ in thousands)**<br>**Investments at Fair Value:** | **2025** | **2024** |
| Commingled Equity funds | $17435121 | $14684492 |
| Other funds | 1333981 | 907866 |
| Short-term Investment funds | 12703 | 346348 |
| **Total investments measured at net asset value using the NAV practical expedient** | $18781805 | $15938706 |

---

Generally, under ordinary market conditions, investments in the funds included in the table above provide daily market liquidity to Plan participants and the Plan, facilitating daily participant transactions (issuances and redemptions). Investment in some of these funds may be subject to redemption restrictions at the fund's discretion in limited situations including, but not limited to, a major market event, closure of a market on which any significant portion of the assets of the fund are invested, a situation deemed to be an emergency by the fund, and a situation in which price or value of the assets cannot be promptly and accurately ascertained. At December 31, 2025 and 2024, no funds were subject to redemption restrictions.

**NOTE 4 — DERIVATIVES**

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

------

Derivative instruments are carried at fair value. The net fair value of derivative financial instruments reported in investments, at fair value within the statements of net assets available for benefits was an asset of $30.1 million and an asset of $5.3 million as of December 31, 2025 and 2024, respectively. The gross notional amount of the derivative financial instruments was $2.6 billion and $2.2 billion as of December 31, 2025 and 2024, respectively.

**NOTE 5 — INVESTMENT CONTRACTS** 

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

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

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

------

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

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

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

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

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

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

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

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

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

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

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

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

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

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

------

Investment Contracts value at December 31, 2025 and December 31, 2024 consisted of synthetic GICs of $6.2 billion and $6.9 billion, respectively.

**NOTE 6 - TAX STATUS**

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

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

U.S. GAAP requires plan management to evaluate tax positions taken by the Plan and recognize a tax liability (or asset) if the Plan has taken an uncertain position that more likely than not would not be sustained upon examination by the Internal Revenue Service. The Plan administrator has analyzed the tax positions taken by the Plan, and has concluded that as of December 31, 2025 and 2024, there are no uncertain positions taken or expected to be taken that would require recognition of a liability (or asset) or disclosure in the financial statements and does not believe this position will change in the next twelve months. The Plan is subject to routine audits by taxing jurisdictions.

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

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

---

| | | |
|:---|:---|:---|
| | **December 31,** | **December 31,** |
|<br>**($ in thousands)** | **2025** | **2024** |
| Net assets available for benefits per the financial statements | $63609630 | $59862206 |
| &nbsp;&nbsp;&nbsp;&nbsp;Adjustment from contract value to fair value for fully benefit-responsive investment contracts held by the Interest Income Fund  | (270102) | (503651) |
| Net assets available for benefits per the Form 5500 | $63339528 | $59358555 |

---

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

---

| | |
|:---|:---|
| **($ in thousands)** | **Year Ended December 31, 2025** |
| Total investment income and interest income on notes receivable from participants per the financial statements | $9162957 |
| &nbsp;&nbsp;&nbsp;&nbsp;Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2024  | 503651 |
| &nbsp;&nbsp;&nbsp;&nbsp;Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2025  | (270102) |
| Total investment income per the Form 5500 | $9396506 |

---

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

At December 31, 2025, a significant portion of the Plan's assets were managed by SSGA, an affiliate of SSBT. SSBT also acts as the Trustee for the Plan and, therefore, these investments in addition to participant loans qualify as party-in-interest transactions. The Plan also pays a fee to the Trustee. These transactions qualify as party-in-interest transactions as well.

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

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

------

Investment management authority for the IBM Stock Fund has been delegated to an independent fiduciary, SSGA.

At December 31, 2025 and 2024, the Plan held 5,313,300 and 5,769,852 shares of IBM common stock valued at $1,574 million and $1,268 million, respectively. During the year ended December 31, 2025, purchases of IBM common stock by the Plan totaled $104 million and sales of IBM common stock by the Plan totaled $233 million.

------

**IBM 401(k) PLAN AT AND FOR THE YEAR ENDED DECEMBER 31, 2025** 

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

---

| | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | **(c) Detailed description of loan including dates of making and<br>maturity, interest rate, the type and value of collateral, any<br>renegotiation of the loan and the terms of the renegotiation,<br>and other material items** | | **Amount received during**  | **Amount received during**  | **(g) Unpaid** <br>**balance at end**  | | |
| | | | | | | | | **reporting year**  | **reporting year**  | **(g) Unpaid** <br>**balance at end**  | **Amount Overdue**  | **Amount Overdue**  |
|<br>**(a)\***  |<br>**(b) Identity and address of Obligor** |<br>**Security ID** |<br>**Issue Date**  | **Maturity** <br>**Date**  | **Interest** <br>**Rate**  | **Capitalized** <br>**Interest**  |<br>**(d) Original** <br>**amount of loan**  | **(e) Principal**  | **(f) Interest**  | **of year**  | **(h) Principal**  | **(i) Interest**  |
|  | Lehman Brothers Holdings Inc., 745 Seventh Avenue, New York, NY 10019 | 524ESC7M6 | 12/21/2007 | 12/28/2017 | 6.75% |  | $9850000 |  |  | $15831220 | $9850000 | $5981220 |
|  | Lehman Brothers Holdings Inc., 745 Seventh Avenue, New York, NY 10019 | 524ESCXA3 | 5/17/2007 | 11/30/2056 | 5.86 |  | 1730000 |  |  | 3070010 |  | 3070010 |
|  | Sigma Finance Corp., M&C Corp. Services LTD, Box 309GT, Ugland House, South Church St., George Town, Grand Cayman, Grand Cayman Islands | 8265Q0XQ0 | 6/4/2007 | 6/4/2009 | variable |  | 10000000 |  |  | 9439900 | 9384053 | 55847 |

---

\* Party-in-interest

Schedule G, Part I - Overdue Loan Explanation

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

------

**IBM 401(k) PLAN** 

**Schedule H, line 4a - Schedule of Delinquent Participant Contributions**

**AT AND FOR THE YEAR ENDED DECEMBER 31, 2025**

---

| | | | | |
|:---|:---|:---|:---|:---|
| | **Total that Constitutes Nonexempt Prohibited Transactions** | **Total that Constitutes Nonexempt Prohibited Transactions** | **Total that Constitutes Nonexempt Prohibited Transactions** | |
|<br>**Participant Contributions Transferred Late to Plan** | **Contributions Not Corrected** | **Contributions Corrected Outside VFCP** | **Contributions Pending Correction in VFCP** |<br> **Total Fully Corrected Under VFCP and PTE 2002-51** |
| Check here if Late Participant Loan Repayments are included: |  |  |  |  |
| ☒ | $— | $— | $1737785 | $— |

---

------

**IBM 401(k) PLAN** 

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

**AT DECEMBER 31, 2025**

---

| | | | | |
|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,**<br> **lessor, or similar party** | **(c) Description of investment**<br> **including maturity date, rate**<br> **of interest, collateral, par, or**<br> **maturity value** | **(d) Cost** | **(e) Current value** |
| | | | **(n/a)** | |
| | **IBM Stock Fund** | | | |
| \* | International Business Machines Corporation - Managed by Independent Fiduciary - State Street Global Advisors | IBM Common Stock 5,313,300 shares |  | $1573852593 |
| \* | Managed by State Street Global Advisors | State Street Bank and Trust Company Government Short-Term Investment Fund |  | 3295975 |
|  | **Mutual and Commingled Funds** |  |  |  |
|  | Administered by Fidelity | Expanded Choice - Select Funds (refer to Exhibit A - investments) |  | 9855559291 |
|  | Vanguard Emerging Markets Stock Index Fund | Vanguard Emerging Markets Stock Index Fund Institutional Plus Shares |  | 143746114 |
|  | **Commingled and Other Funds** |  |  |  |
|  | Vanguard Institutional 500 Index Trust Unit A | Large Company Index |  | 9735162499 |
|  | Vanguard Russell 1000 Growth Index Trust | Large Cap Growth Index |  | 3279838826 |
|  | Vanguard Russell 1000 Value Index Trust | Large Cap Value Index |  | 1130045762 |
|  | Bridgewater All Weather Portfolio III, LTD. | Balanced Fund |  | 556757573 |
|  | Vanguard Russell 2000 Growth Index Trust | Small Cap Growth Index |  | 634875842 |
|  | Vanguard Russell 2000 Value Index Trust | Small Cap Value Index |  | 546848319 |
|  | AQR Global Risk Parity Enhanced Liquidity Fund | Balanced Fund |  | 332940086 |
|  | Neuberger Berman Strategic Multi-Sector Fixed Income Trust - Class V | Multi Sector Total Bond CIT |  | 325948604 |
|  | Voya Private Credit Trust Fund | Private Credit Trust Fund |  | 128163895 |

---

\* Party-In-Interest

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br> lessor, or similar party** | **(c) Description of investment<br> including maturity date, rate<br> of interest, collateral, par, or<br> maturity value** | **(d) Cost** | **(e) Current value** |
| | | | **(n/a)** | |
| | **Separately-Managed Funds** | | | |
|  | Managed by State Street Global Advisors | Total International Stock Market Index (refer to Exhibit B - investments) |  | 6080854946 |
|  | Managed by State Street Global Advisors | Small/Mid-Cap Stock Index (refer to Exhibit C - investments) |  | 4025905404 |
|  | Managed by State Street Global Advisors | Inflation Protected Bond (refer to Exhibit D – investments) |  | 1540042176 |
|  | Managed by Neuberger Berman | Total Bond Market (refer to Exhibit E – investments) |  | 1278995273 |
|  | Managed by State Street Global Advisors | Real Estate Investment Trust (refer to Exhibit F - investments) |  | 911644985 |
|  | Managed by Loomis, Sayles and Company | Total Bond Market (Refer to Exhibit G - investments) |  | 1202609331 |
|  | Managed by Western Asset Management Company | Total Bond Market (Refer to Exhibit H - investments) |  | 1620 |
|  | Managed by Pacific Investment Management Company | Total Bond Market (refer to Exhibit I - investments) |  | 1145433945 |
|  | Managed by RW Baird & Co | Total Bond Market (Refer to Exhibit J – investments) |  | 564229235 |
|  | Managed by State Street Global Advisors | International Real Estate Index (refer to Exhibit K – investments) |  | 274725581 |
|  | Managed by Loomis, Sayles and Company | Long Term Credit (Refer to Exhibit L - investments) |  | 341576040 |
|  | Managed by Pacific Investment Management Company | High Yield and Emerging Markets Bond (refer to Exhibit M - investments) |  | 500583748 |
|  | Managed by JP Morgan | High Yield Debt (refer to exhibit N - investments) |  | 240569034 |
|  | Managed by Prudential | Emerging Markets Debt (refer to Exhibit O - investments) |  | 238243596 |
|  | Managed by State Street Global Advisors | Total Stock Market Index (refer to Exhibit P - investments) |  | 9827773829 |
|  | Managed by State Street Global Advisors | European Stock Index (refer to Exhibit Q - investments) |  | 464612290 |
|  | Managed by State Street Global Advisors | Pacific Stock Index (refer to Exhibit R - investments) |  | 299251666 |
|  | Managed by Dodge & Cox | Long Term Credit (refer to Exhibit S - investments) |  | 227787084 |

---

\* Party-In-Interest

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **(a)** | **(b) Identity of issue, borrower,<br> lessor, or similar party** | **(c) Description of investment<br> including maturity date, rate<br> of interest, collateral, par, or<br> maturity value** | **(d) Cost** | **(e) Current value** |
| | | | **(n/a)** | |
| | **Separately-Managed Funds (continued)** | **Separately-Managed Funds (continued)** | | |
|  | Underlying assets managed by various investment companies | Interest Income Fund (refer to Exhibit T - investments) |  | 6217129003 |
| \* | Mass Mutual Life Insurance Company | Synthetic GIC Wrapper Contract, Rate of Interest 3.66% |  |  |
|  | Royal Bank of Canada | Synthetic Global GIC Wrapper Contract, Rate of Interest 2.68% |  |  |
| \* | Voya Retirement Insurance & Annuity Co | Synthetic Global GIC Wrapper Contract, Rate of Interest 2.68% |  |  |
| \* | The Prudential Insurance Company of America | Synthetic GIC Wrapper Contract, Rate of Interest 2.79% |  |  |
| \* | New York Life Insurance Company | Synthetic GIC Wrapper Contract, Rate of Interest 1.80% |  |  |
| \* | Voya Retirement Insurance and Annuity Company | Synthetic GIC Wrapper Contract, Rate of Interest 2.70% |  |  |
| \* | Metropolitan Tower Life Insurance Company | Synthetic GIC Wrapper Contract, Rate of Interest 2.94% |  |  |
| \* | Notes receivable from participants | Interest rates range: 3.25% to 10.75% Terms: 1 to 30 years |  | 113721724 |
|  | **Interest-Bearing Cash** |  |  |  |
| \* | Managed by State Street Global Advisors | State Street Bank and Trust Company Government Short-Term Investment Fund |  | 9075724 |

---

\* Party-In-Interest

------

**EXHIBIT A - Expanded Choice - Select Funds**

**(Administered by Fidelity)**

 **IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | CAPITAL GROUP EMPLOYEE BENEF | EQUITY |  |  | 2186396 |  | $47029369 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 2270866 |  | 47937981 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 1373992 |  | 30392706 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 3480726 |  | 50992638 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 1674893 |  | 44501906 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 3019148 |  | 79041283 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 2488039 |  | 38440195 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 1140621 |  | 25504278 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 1977369 |  | 42177276 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 540630 |  | 53187183 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 1900616 |  | 43771192 |
|  | CAPITAL GROUP EMPLOYEE BENEFIT | EQUITY |  |  | 3737376 |  | 100647535 |
|  | CAPITAL WORLD BOND FUND | EQUITY |  |  | 320076 |  | 5246037 |
|  | DFA EMERGING MARKETS PORTFOLIO | EQUITY |  |  | 692222 |  | 25702205 |
|  | DFA EMERGING MARKETS VALUE POR | EQUITY |  |  | 645083 |  | 24010002 |
|  | DFA GLOBAL REAL ESTATE SECURIT | EQUITY |  |  | 1146966 |  | 12008738 |
|  | DFA INTERNATIONAL SMALL COMPAN | EQUITY |  |  | 662888 |  | 16956686 |
|  | DFA INTERNATIONAL VALUE PORTFO | EQUITY |  |  | 1618083 |  | 46261000 |
|  | DFA INTERNATIONAL VECTOR EQUIT | EQUITY |  |  | 694729 |  | 12532915 |
|  | DFA LARGE CAP INTERNATIONAL PO | EQUITY |  |  | 896135 |  | 31042127 |
|  | DFA US CORE EQUITY 1 PORTFOLIO | EQUITY |  |  | 1267799 |  | 62882809 |
|  | DFA US SMALL CAP PORTFOLIO | EQUITY |  |  | 623085 |  | 32574870 |
|  | DFA US TARGETED VALUE PORTFOLI | EQUITY |  |  | 1268859 |  | 46922398 |
|  | DFA US VECTOR EQUITY PORTFOLIO | EQUITY |  |  | 333201 |  | 10252594 |
|  | DODGE + COX BALANCED FUND | EQUITY |  |  | 3432775 |  | 46342460 |
|  | DODGE + COX GLOBAL BOND FUND | EQUITY |  |  | 2185008 |  | 24581337 |
|  | DODGE + COX GLOBAL STOCK FUND | EQUITY |  |  | 1435694 |  | 22698326 |
|  | DODGE + COX INCOME FUND | EQUITY |  |  | 6543770 |  | 84087444 |
|  | DODGE + COX INTERNATIONAL STOC | EQUITY |  |  | 4060335 |  | 66833118 |
|  | DODGE + COX STOCK FUND | EQUITY |  |  | 9781605 |  | 162276832 |
|  | FIAM GROUP TR FOR EMPLOYEE | EQUITY |  |  | 15347 |  | 199353 |
|  | FIAM GROUP TR FOR EMPLOYEES | EQUITY |  |  | 516932 |  | 7242221 |
|  | FIAM GROUP TR FOR EMPLOYEES | EQUITY |  |  | 150010 |  | 2004129 |
|  | FIAM GROUP TR FOR EMPLOYEES | EQUITY |  |  | 408643 |  | 5246977 |
|  | FIAM GROUP TR FOR EMPLOYEES | EQUITY |  |  | 2306313 |  | 38815251 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FIAM GROUP TR FOR EMPLOYEES | EQUITY | 2877380 | 45462609 |
| FIAM GROUP TR FOR EMPLOYEES | EQUITY | 1244743 | 18235481 |
| FIAM GROUP TR FOR EMPLOYEES | EQUITY | 2803815 | 42674064 |
| FIAM GROUP TR FOR EMPLOYEES | EQUITY | 292309 | 5442794 |
| FIAM GROUP TR FOR EMPLOYEES | EQUITY | 494939 | 9215758 |
| FIAM GROUP TR FOR EMPLOYEES | EQUITY | 1674041 | 30316882 |
| FIAM GROUP TR FOR EMPLOYEES | EQUITY | 848393 | 15797075 |
| FIAM GROUP TR FOR EMPLOYEES | EQUITY | 73724 | 1373477 |
| FIAM GROUP TR FOR EMPLOYEES | EQUITY | 105224 | 1959275 |
| FIDELITY ADVISOR FLOATING RATE | EQUITY | 5994679 | 54551582 |
| FIDELITY ADVISOR STRATEGIC INC | EQUITY | 3435709 | 41537727 |
| FIDELITY BALANCED FUND | EQUITY | 3793549 | 121924662 |
| FIDELITY BLUE CHIP GROWTH FUND | EQUITY | 2896245 | 778423766 |
| FIDELITY CANADA FUND | EQUITY | 219254 | 17141289 |
| FIDELITY CAPITAL + INCOME FUND | EQUITY | 14105493 | 153185651 |
| FIDELITY CHINA REGION FUND | EQUITY | 1374153 | 74863881 |
| FIDELITY CONTRAFUND | EQUITY | 19919295 | 486229998 |
| FIDELITY CONVERTIBLE SECURITIE | EQUITY | 822309 | 29989617 |
| FIDELITY DIVERSIFIED INTERNATI | EQUITY | 706752 | 34291606 |
| FIDELITY DIVIDEND GROWTH FUND | EQUITY | 1843885 | 78346692 |
| FIDELITY EMERGING ASIA FUND | EQUITY | 788462 | 52227728 |
| FIDELITY EMERGING MARKETS FUND | EQUITY | 240195 | 11990545 |
| FIDELITY EQUITY INCOME FUND IN | EQUITY | 457853 | 38239845 |
| FIDELITY EUROPE FUND/UNITED ST | EQUITY | 513625 | 23955472 |
| FIDELITY FOCUSED STOCK FUND | EQUITY | 1690752 | 64891046 |
| FIDELITY GOVERNMENT INCOME FUN | EQUITY | 1510254 | 13984954 |
| FIDELITY GROWTH COMPANY FUND | EQUITY | 22683980 | 1093141014 |
| FIDELITY GROWTH DISCOVERY FUND | EQUITY | 1328581 | 92987414 |
| FIDELITY INTERNATIONAL REAL ES | EQUITY | 399262 | 4228184 |
| FIDELITY INTERNATIONAL SMALL C | EQUITY | 481994 | 17747002 |
| FIDELITY INTERNATIONAL SUSTAIN | EQUITY | 195747 | 2987100 |
| FIDELITY JAPAN FUND/UNITED STA | EQUITY | 473867 | 9368360 |
| FIDELITY LARGE CAP STOCK FUND | EQUITY | 1174364 | 76204491 |
| FIDELITY LEVERAGED COMPANY STO | EQUITY | 1194887 | 52897648 |
| FIDELITY LOW PRICED STOCK FUND | EQUITY | 1119204 | 46066438 |
| FIDELITY MAGELLAN FUND | EQUITY | 3294649 | 49255002 |
| FIDELITY MID CAP STOCK FUND | EQUITY | 1243459 | 57920314 |
| FIDELITY NEW MARKETS INCOME FU | EQUITY | 1105313 | 15231216 |
| FIDELITY OTC PORTFOLIO | EQUITY | 19089974 | 477058452 |
| FIDELITY OVERSEAS FUND/UNITED | EQUITY | 382937 | 27414466 |
| FIDELITY PACIFIC BASIN FUND | EQUITY | 596393 | 23104252 |
| FIDELITY REAL ESTATE INCOME FU | EQUITY | 1366083 | 16666209 |
| FIDELITY REAL ESTATE INVESTMEN | EQUITY | 414870 | 15690382 |
| FIDELITY SELECT ENERGY PORTFOL | EQUITY | 54382 | 3347776 |
| FIDELITY SELECT FINANCIALS POR | EQUITY | 612279 | 9778098 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FIDELITY SELECT PORTFOLIOS C | EQUITY | 249537 | 34820382 |
| FIDELITY SELECT TECHNOLOGY POR | EQUITY | 1141299 | 47284036 |
| FIDELITY SELECT UTILITIES PORT | EQUITY | 98460 | 12923886 |
| FIDELITY SMALL CAP DISCOVERY F | EQUITY | 2439006 | 56804440 |
| FIDELITY SMALL CAP STOCK FUND | EQUITY | 1032164 | 19043425 |
| FIDELITY TOTAL BOND FUND | EQUITY | 7545163 | 72961730 |
| FIDELITY TREND FUND | EQUITY | 457918 | 90988249 |
| FIDELITY VALUE FUND | EQUITY | 2227025 | 30799752 |
| PIMCO ALL ASSET FUND | EQUITY | 837057 | 9559187 |
| PIMCO CLIMATE BOND FUND | EQUITY | 177447 | 1602348 |
| PIMCO COLLECTIVE INVT TR | EQUITY | 478903 | 5876137 |
| PIMCO COMMODITYREALRETURN STRA | EQUITY | 2396270 | 34793833 |
| PIMCO DYNAMIC BOND FUND | EQUITY | 672924 | 6964766 |
| PIMCO EMERGING MARKETS BOND FU | EQUITY | 909779 | 8278992 |
| PIMCO EMERGING MARKETS LOCAL C | EQUITY | 1631133 | 10422942 |
| PIMCO HIGH YIELD FUND | EQUITY | 2144485 | 17541884 |
| PIMCO INCOME FUND | EQUITY | 8380135 | 92097680 |
| PIMCO INTERNATIONAL BOND FUND | EQUITY | 1496054 | 14855813 |
| PIMCO INTERNATIONAL BOND FUND | EQUITY | 1010926 | 7925663 |
| PIMCO INVESTMENT GRADE CREDIT | EQUITY | 2948025 | 27121834 |
| PIMCO LONG TERM US GOVERNMENT | EQUITY | 694632 | 9731800 |
| PIMCO LOW DURATION ESG FUND | EQUITY | 596700 | 5525440 |
| PIMCO LOW DURATION FUND/UNITED | EQUITY | 2780591 | 26026329 |
| PIMCO REALESTATEREALRETURN STR | EQUITY | 816976 | 22058340 |
| PIMCO STOCKSPLUS FUND/UNITED S | EQUITY | 2828721 | 35953042 |
| PIMCO TOTAL RETURN ESG FUND | EQUITY | 638965 | 5035046 |
| PIMCO TOTAL RETURN FUND | EQUITY | 4150277 | 36771455 |
| SMALLCAP WORLD FUND INC | EQUITY | 338905 | 25855049 |
| TARGET RETIREMENT 2055 TR I | EQUITY | 109109 | 16466739 |
| US DOLLAR | CASH |  | 0 |
| VANGUARD CASH RESERVES FEDERAL | EQUITY | 264406689 | 264406689 |
| VANGUARD DIVIDEND GROWTH FUND | EQUITY | 6946901 | 228205691 |
| VANGUARD EQUITY INCOME FUND | EQUITY | 1533655 | 142491859 |
| VANGUARD EXPLORER FUND | EQUITY | 384355 | 41006870 |
| VANGUARD FIDUCIARY TR CO | EQUITY | 89200 | 2652805 |
| VANGUARD FIDUCIARY TR CO | EQUITY | 90365 | 4407995 |
| VANGUARD FTSE SOCIAL INDEX FUN | EQUITY | 1985732 | 93647141 |
| VANGUARD GLOBAL EQUITY FUND | EQUITY | 619418 | 23729894 |
| VANGUARD GLOBAL ESG SELECT STO | EQUITY | 190876 | 9202110 |
| VANGUARD GLOBAL MINIMUM VOLATI | EQUITY | 396256 | 12493958 |
| VANGUARD GLOBAL WELLESLEY INCO | EQUITY | 110785 | 3247105 |
| VANGUARD GLOBAL WELLINGTON FUN | EQUITY | 282239 | 9751368 |
| VANGUARD GNMA FUND | EQUITY | 2018581 | 19115958 |
| VANGUARD GROWTH AND INCOME FUN | EQUITY | 1385100 | 151876188 |
| VANGUARD HEALTH CARE FUND | EQUITY | 68712 | 5926419 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| VANGUARD HIGH YIELD CORPORATE | EQUITY | 10085214 | 56174640 |
| VANGUARD INTERMEDIATE TERM BON | EQUITY | 5459615 | 57653535 |
| VANGUARD INTERMEDIATE TERM INV | EQUITY | 6267458 | 55968397 |
| VANGUARD INTERMEDIATE TERM TRE | EQUITY | 4836179 | 48651960 |
| VANGUARD INTERNATIONAL EXPLORE | EQUITY | 474295 | 9538075 |
| VANGUARD INTERNATIONAL GROWTH | EQUITY | 704825 | 80342969 |
| VANGUARD INTERNATIONAL VALUE F | EQUITY | 443187 | 18268176 |
| VANGUARD LONG TERM INVESTMENT | EQUITY | 4757673 | 36538929 |
| VANGUARD LONG TERM TREASURY FU | EQUITY | 5833494 | 46551284 |
| VANGUARD MID CAP GROWTH FUND | EQUITY | 2187487 | 54359043 |
| VANGUARD MID CAP INDEX FUND | EQUITY | 278925 | 109201961 |
| VANGUARD PRIMECAP CORE FUND | EQUITY | 3559059 | 131791967 |
| VANGUARD SELECTED VALUE FUND | EQUITY | 1228127 | 32569938 |
| VANGUARD SHORT TERM BOND INDEX | EQUITY | 3973501 | 41085996 |
| VANGUARD SHORT TERM FEDERAL FU | EQUITY | 6025437 | 62363271 |
| VANGUARD SHORT TERM INVESTMENT | EQUITY | 8620792 | 90690733 |
| VANGUARD SHORT TERM TREASURY F | EQUITY | 10219601 | 101582834 |
| VANGUARD SMALL CAP INDEX FUND | EQUITY | 681265 | 84190679 |
| VANGUARD STAR FUND | EQUITY | 604160 | 17617302 |
| VANGUARD STRATEGIC EQUITY FUND | EQUITY | 1081993 | 40585546 |
| VANGUARD TARGET 2020 /TRUST I | EQUITY | 381634 | 32385445 |
| VANGUARD TARGET 2025 /TRUST I | EQUITY | 780296 | 71795010 |
| VANGUARD TARGET 2030 /TRUST I | EQUITY | 1100123 | 107680078 |
| VANGUARD TARGET 2035 /TRUST I | EQUITY | 829492 | 87196221 |
| VANGUARD TARGET 2040 /TRUST I | EQUITY | 509166 | 57948237 |
| VANGUARD TARGET 2045 /TRUST I | EQUITY | 399375 | 47833099 |
| VANGUARD TARGET 2050 /TRUST I | EQUITY | 251311 | 31102191 |
| VANGUARD TARGET 2060 /TRUST I | EQUITY | 36872 | 2924687 |
| VANGUARD TARGET INCOME/TRUST I | EQUITY | 489898 | 37075448 |
| VANGUARD TOTAL BOND MARKET IND | EQUITY | 10124914 | 98920409 |
| VANGUARD US GROWTH FUND | EQUITY | 845469 | 164917156 |
| VANGUARD US MULTIFACTOR FUND | EQUITY | 330904 | 15334104 |
| VANGUARD WELLESLEY INCOME FUND | EQUITY | 1963688 | 121061336 |
| VANGUARD WELLINGTON FUND | EQUITY | 2985008 | 230412777 |
| VANGUARD WINDSOR FUND | EQUITY | 638108 | 47302925 |
|  | **Total : EXHIBIT A - Expanded Choice - Select Funds** | **Total : EXHIBIT A - Expanded Choice - Select Funds** | $**9855559291** |

---

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

------

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

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 1+1 AG | EQUITY |  |  | 7474 |  | $217063 |
|  | 360 SECURITY TECHNOLOGY IN A | EQUITY |  |  | 72600 |  | 115752 |
|  | 361 DEGREES INTERNATIONAL | EQUITY |  |  | 140000 |  | 109000 |
|  | 37 INTERACTIVE ENTERTAINME A | EQUITY |  |  | 23000 |  | 77441 |
|  | 3I GROUP PLC | EQUITY |  |  | 151361 |  | 6571147 |
|  | 3SBIO INC | EQUITY |  |  | 331000 |  | 1028275 |
|  | 4IMPRINT GROUP PLC | EQUITY |  |  | 4365 |  | 221761 |
|  | 77 BANK LTD/THE | EQUITY |  |  | 9800 |  | 471910 |
|  | A DATA TECHNOLOGY CO LTD | EQUITY |  |  | 57047 |  | 499556 |
|  | A LIVING SMART CITY SERVIC H | EQUITY |  |  | 70750 |  | 20725 |
|  | A.G. BARR PLC | EQUITY |  |  | 15177 |  | 127386 |
|  | A2A SPA | EQUITY |  |  | 264673 |  | 718053 |
|  | AAC TECHNOLOGIES HOLDINGS IN | EQUITY |  |  | 141000 |  | 706495 |
|  | AAK AB | EQUITY |  |  | 34900 |  | 998362 |
|  | AALBERTS NV | EQUITY |  |  | 7072 |  | 232225 |
|  | ABACUS GROUP | EQUITY |  |  | 72495 |  | 58475 |
|  | ABACUS STORAGE KING | EQUITY |  |  | 85441 |  | 86312 |
|  | ABB LTD REG | EQUITY |  |  | 243592 |  | 18003229 |
|  | ABC MART INC | EQUITY |  |  | 16800 |  | 285689 |
|  | ABDULLAH AL OTHAIM MARKETS | EQUITY |  |  | 74800 |  | 122247 |
|  | ABERDEEN GROUP PLC | EQUITY |  |  | 356244 |  | 985254 |
|  | ABILITY OPTO ELECTRONICS TEC | EQUITY |  |  | 18000 |  | 53391 |
|  | ABLBIO INC | EQUITY |  |  | 4716 |  | 652651 |
|  | ABN AMRO BANK NV CVA | EQUITY |  |  | 63740 |  | 2223427 |
|  | ABSA GROUP LTD | EQUITY |  |  | 114434 |  | 1653043 |
|  | ABU DHABI COMMERCIAL BANK | EQUITY |  |  | 619145 |  | 2410568 |
|  | ABU DHABI ISLAMIC BANK | EQUITY |  |  | 247044 |  | 1396344 |
|  | ABU DHABI NATIONAL OIL CO FO | EQUITY |  |  | 646323 |  | 686286 |
|  | ACADEMEDIA AB | EQUITY |  |  | 18243 |  | 195770 |
|  | ACBEL POLYTECH INC | EQUITY |  |  | 92410 |  | 123378 |
|  | ACCELLERON INDUSTRIES AG | EQUITY |  |  | 18718 |  | 1452124 |
|  | ACCENT GROUP LTD | EQUITY |  |  | 31219 |  | 19582 |
|  | ACCIONA SA | EQUITY |  |  | 4924 |  | 1075059 |
|  | ACCOR SA | EQUITY |  |  | 35834 |  | 2029096 |
|  | ACCTON TECHNOLOGY CORP | EQUITY |  |  | 80685 |  | 3022089 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ACEA SPA | EQUITY | 7312 | 189786 |
| ACER INC | EQUITY | 606953 | 508319 |
| ACERINOX SA | EQUITY | 27715 | 412082 |
| ACKERMANS + VAN HAAREN | EQUITY | 4191 | 1135936 |
| ACS ACTIVIDADES CONS Y SERV | EQUITY | 14493 | 1444258 |
| ACTIVIA PROPERTIES INC | EQUITY | 348 | 312481 |
| ACWA POWER CO | EQUITY | 28279 | 1370674 |
| ADDLIFE AB B | EQUITY | 18930 | 326509 |
| ADDTECH AB B SHARES | EQUITY | 47817 | 1696986 |
| ADECCO GROUP AG REG | EQUITY | 30037 | 872473 |
| ADEKA CORP | EQUITY | 14800 | 366206 |
| ADES HOLDING CO | EQUITY | 122032 | 567409 |
| ADESSO SE | EQUITY | 473 | 49148 |
| ADIDAS AG | EQUITY | 24494 | 4818539 |
| ADMIRAL GROUP PLC | EQUITY | 42299 | 1806942 |
| ADNOC DRILLING CO PJSC | EQUITY | 573481 | 833779 |
| ADP | EQUITY | 5855 | 764461 |
| ADVANCE RESIDENCE INVESTMENT | EQUITY | 180 | 196710 |
| ADVANCED ENERGY SOLUTION HOL | EQUITY | 5000 | 210864 |
| ADVANCED INFO SERVICE FOREIG | EQUITY | 203298 | 2017796 |
| ADVANCED MEDICAL SOLUTIONS | EQUITY | 32883 | 96433 |
| ADVANCED MICRO FABRICATION A | EQUITY | 6248 | 243835 |
| ADVANCED PETROCHEMICALS CO | EQUITY | 21608 | 167873 |
| ADVANCED WIRELESS SEMICONDUC | EQUITY | 24000 | 81347 |
| ADVANTAGE ENERGY LTD | EQUITY | 32400 | 277495 |
| ADVANTECH CO LTD | EQUITY | 77562 | 707300 |
| ADVANTEST CORP | EQUITY | 117500 | 14823733 |
| ADYEN NV | EQUITY | 3607 | 5783641 |
| AECC AVIATION POWER CO A | EQUITY | 24500 | 140152 |
| AECI LTD | EQUITY | 34989 | 188607 |
| AECON GROUP INC | EQUITY | 12600 | 287527 |
| AEDIFICA | EQUITY | 8203 | 648561 |
| AEGON LTD | EQUITY | 202309 | 1560336 |
| AENA SME SA | EQUITY | 116320 | 3254100 |
| AEON CO LTD | EQUITY | 365505 | 5773201 |
| AEON FINANCIAL SERVICE CO LT | EQUITY | 18600 | 205897 |
| AERCAP HOLDINGS NV | EQUITY | 27733 | 3986896 |
| AEROFLOT PJSC | EQUITY | 102600 | 83014 |
| AFI PROPERTIES LTD | EQUITY | 1 | 49 |
| AFRICAN RAINBOW MINERALS LTD | EQUITY | 28114 | 337470 |
| AFRY AB | EQUITY | 16685 | 270605 |
| AGC INC | EQUITY | 36800 | 1220100 |
| AGEAS | EQUITY | 24980 | 1750051 |
| AGILITY | EQUITY | 249648 | 114489 |
| AGILITY GLOBAL PLC | EQUITY | 704008 | 233845 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AGL ENERGY LTD | EQUITY | 106722 | 661169 |
| AGNICO EAGLE MINES LTD | EQUITY | 79836 | 13556540 |
| AGRICULTURAL BANK OF CHINA A | EQUITY | 638193 | 701339 |
| AGRICULTURAL BANK OF CHINA H | EQUITY | 4240000 | 3148609 |
| AGTHIA GROUP PJSC | EQUITY | 351437 | 361685 |
| AGUAS ANDINAS SA A | EQUITY | 413779 | 169353 |
| AI HOLDINGS CORP | EQUITY | 7400 | 133275 |
| AIA GROUP LTD | EQUITY | 1609600 | 16523035 |
| AIB GROUP PLC | EQUITY | 279005 | 2996187 |
| AICA KOGYO CO LTD | EQUITY | 9200 | 206351 |
| AICHI FINANCIAL GROUP INC | EQUITY | 6200 | 181693 |
| AIER EYE HOSPITAL GROUP CO A | EQUITY | 103908 | 163173 |
| AIFUL CORP | EQUITY | 56300 | 200187 |
| AIMS APAC REIT | EQUITY | 90000 | 104978 |
| AIN HOLDINGS INC | EQUITY | 4400 | 187199 |
| AIR ARABIA PJSC | EQUITY | 336344 | 426741 |
| AIR CANADA | EQUITY | 29600 | 416549 |
| AIR CHINA LTD A | EQUITY | 67500 | 90447 |
| AIR FRANCE KLM | EQUITY | 26743 | 361722 |
| AIR LIQUIDE SA | EQUITY | 85449 | 16069949 |
| AIR NEW ZEALAND LTD | EQUITY | 175431 | 58514 |
| AIR WATER INC | EQUITY | 33000 | 474371 |
| AIRBUS SE | EQUITY | 89700 | 20792943 |
| AIRPORT CITY LTD | EQUITY | 13110 | 256304 |
| AIRPORTS OF THAILAND PCL FOR | EQUITY | 820000 | 1368647 |
| AIRTAC INTERNATIONAL GROUP | EQUITY | 28422 | 841242 |
| AISIN CORP | EQUITY | 72600 | 1356840 |
| AIXTRON SE | EQUITY | 19194 | 383357 |
| AJ BELL PLC | EQUITY | 49020 | 290866 |
| AJINOMOTO CO INC | EQUITY | 131400 | 2777355 |
| AJMAN BANK PJSC | EQUITY | 709513 | 256886 |
| AK MEDICAL HOLDINGS LTD | EQUITY | 56000 | 41010 |
| AKER ASA A SHARES | EQUITY | 4119 | 313482 |
| AKER BP ASA | EQUITY | 54528 | 1386558 |
| AKER SOLUTIONS ASA | EQUITY | 27855 | 85317 |
| AKESO INC | EQUITY | 117000 | 1698593 |
| AKR CORPORINDO TBK PT | EQUITY | 1251000 | 94523 |
| AKZO NOBEL N.V. | EQUITY | 28847 | 2002257 |
| AL DAWAA MEDICAL SERVICES CO | EQUITY | 3792 | 50448 |
| AL HAMMADI HOLDING | EQUITY | 13297 | 99192 |
| AL MASANE AL KOBRA MINING CO | EQUITY | 7326 | 171880 |
| AL MOAMMAR INFORMATION SYSTE | EQUITY | 4720 | 218961 |
| AL RAJHI BANK | EQUITY | 303271 | 7883364 |
| AL RAJHI CO FOR CO OPERATIVE | EQUITY | 6785 | 140736 |
| AL SYDBANK | EQUITY | 10598 | 944419 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | ALAMOS GOLD INC CLASS A | EQUITY | 70516 | 2726499 |
| | ALAMTRI RESOURCES INDONESIA | EQUITY | 2431500 | 263918 |
| | ALCHIP TECHNOLOGIES LTD | EQUITY | 12000 | 1340507 |
| | ALCON INC | EQUITY | 73694 | 5852661 |
| | ALDAR PROPERTIES PJSC | EQUITY | 655373 | 1552382 |
| | ALDREES PETROLEUM AND TRANSP | EQUITY | 8310 | 283366 |
| | ALFA LAVAL AB | EQUITY | 43748 | 2207639 |
| | ALFRESA HOLDINGS CORP | EQUITY | 32400 | 502854 |
| | ALGONQUIN POWER + UTILITIES | EQUITY | 115311 | 709994 |
| | ALI ALGHANIM SONS AUTOMOTIVE | EQUITY | 39156 | 144031 |
| | ALIBABA GROUP HOLDING LTD | EQUITY | 2607700 | 47842174 |
| | ALIBABA GROUP HOLDING SP ADR | EQUITY | 3812 | 558763 |
| | ALIBABA HEALTH INFORMATION T | EQUITY | 986200 | 639855 |
| | ALIMAK GROUP AB | EQUITY | 17550 | 276157 |
| | ALIMENTATION COUCHE TARD INC | EQUITY | 117900 | 6447408 |
| | ALINMA BANK | EQUITY | 231345 | 1503730 |
| | ALIOR BANK SA | EQUITY | 20990 | 643175 |
| | ALK ABELLO A/S | EQUITY | 22600 | 810261 |
| | ALKHORAYEF WATER + POWER TEC | EQUITY | 4687 | 168071 |
| | ALLEGRO.EU SA | EQUITY | 89826 | 772783 |
| | ALLEIMA AB | EQUITY | 38435 | 339173 |
| | ALLFUNDS GROUP PLC | EQUITY | 31370 | 294923 |
| | ALLIANCE BANK MALAYSIA BHD | EQUITY | 352841 | 438953 |
| | ALLIANCE GLOBAL GROUP INC | EQUITY | 1349200 | 187816 |
| | ALLIANCE GLOBAL GROUP INC | EQUITY | 337300 | 6708 |
| \* | ALLIANZ SE REG | EQUITY | 58577 | 26850275 |
|  | ALLIED PROPERTIES REAL ESTAT | EQUITY | 11300 | 110218 |
|  | ALLIED SUPREME CORP | EQUITY | 14000 | 102543 |
|  | ALLOS SA | EQUITY | 95047 | 490995 |
|  | ALLREAL HOLDING AG REG | EQUITY | 2439 | 628109 |
|  | ALLWYN AG | EQUITY | 38299 | 859123 |
|  | ALM. BRAND A/S | EQUITY | 164096 | 487371 |
|  | ALMARAI CO | EQUITY | 70226 | 809954 |
|  | ALMIRALL SA | EQUITY | 12929 | 194969 |
|  | ALONY HETZ PROPERTIES + INV | EQUITY | 21868 | 268967 |
|  | ALPARGATAS SA PREF | EQUITY | 58600 | 127585 |
|  | ALPEK SA DE CV | EQUITY | 314177 | 161811 |
|  | ALPHA BANK SA | EQUITY | 420579 | 1768338 |
|  | ALPS ALPINE CO LTD | EQUITY | 35400 | 450787 |
|  | ALROSA PJSC | EQUITY | 471798 | 431060 |
|  | ALS LTD | EQUITY | 91795 | 1344094 |
|  | ALSEA SAB DE CV | EQUITY | 76900 | 230407 |
|  | ALSO HOLDING AG REG | EQUITY | 1140 | 308969 |
|  | ALSOK CO LTD | EQUITY | 63500 | 498142 |
|  | ALSTOM | EQUITY | 56434 | 1669540 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ALTAGAS LTD | EQUITY | 49000 | 1496006 |
| ALTAREA | EQUITY | 781 | 100305 |
| ALTEN SA | EQUITY | 4956 | 419236 |
| ALTEOGEN INC | EQUITY | 6715 | 2088844 |
| ALTIUS MINERALS CORPORATION | EQUITY | 6700 | 199619 |
| ALTRI SGPS SA | EQUITY | 46857 | 247109 |
| ALTUS GROUP LTD | EQUITY | 7500 | 310286 |
| ALUJAIN CORP | EQUITY | 5751 | 41429 |
| ALUMINUM CORP OF CHINA LTD A | EQUITY | 142300 | 247867 |
| ALUMINUM CORP OF CHINA LTD H | EQUITY | 860000 | 1344665 |
| ALUPAR INVESTIMENTO SA UNIT | EQUITY | 46006 | 266283 |
| AMADA CO LTD | EQUITY | 59200 | 700412 |
| AMADEUS IT GROUP SA | EQUITY | 72079 | 5319608 |
| AMANAT HOLDINGS PJSC | EQUITY | 129435 | 45460 |
| AMANO CORP | EQUITY | 9900 | 266145 |
| AMATA CORP PUBLIC CO LTD FOR | EQUITY | 508228 | 267773 |
| AMBEV SA | EQUITY | 661825 | 1666156 |
| AMBU A/S B | EQUITY | 37773 | 520416 |
| AMERICA MOVIL SAB DE C SER B | EQUITY | 2914962 | 3020426 |
| AMERICANA RESTAURANTS INTERN | EQUITY | 1196664 | 527811 |
| AMG CRITICAL MATERIALS N.V. | EQUITY | 7663 | 253601 |
| AMMAN MINERAL INTERNASIONAL | EQUITY | 1103800 | 425310 |
| AMMB HOLDINGS BHD | EQUITY | 336125 | 538374 |
| AMOREPACIFIC CORP | EQUITY | 6270 | 518863 |
| AMOREPACIFIC HOLDINGS CORP | EQUITY | 5409 | 100414 |
| AMOT INVESTMENTS LTD | EQUITY | 30410 | 238540 |
| AMOTIV LTD | EQUITY | 22639 | 135421 |
| AMP LTD | EQUITY | 631508 | 759888 |
| AMPLIFON SPA | EQUITY | 24995 | 403637 |
| AMPOL LTD | EQUITY | 40862 | 867480 |
| AMS OSRAM AG | EQUITY | 19394 | 188553 |
| AMUNDI SA | EQUITY | 11688 | 966030 |
| ANA HOLDINGS INC | EQUITY | 4100 | 77823 |
| AND ST HD CO LTD | EQUITY | 4900 | 89930 |
| ANDES TECHNOLOGY CORP | EQUITY | 9000 | 68473 |
| ANDRITZ AG | EQUITY | 13070 | 1019152 |
| ANE CAYMAN INC | EQUITY | 126500 | 192103 |
| ANEKA TAMBANG TBK | EQUITY | 1446426 | 271955 |
| ANGEL YEAST CO LTD A | EQUITY | 8500 | 53124 |
| ANGLO AMERICAN PLC | EQUITY | 174210 | 7163638 |
| ANGLOGOLD ASHANTI PLC | EQUITY | 64860 | 5609783 |
| ANGLOGOLD ASHANTI PLC | EQUITY | 13852 | 1181299 |
| ANHEUSER BUSCH INBEV SA/NV | EQUITY | 143519 | 9202364 |
| ANHUI CONCH CEMENT CO LTD A | EQUITY | 43500 | 135929 |
| ANHUI CONCH CEMENT CO LTD H | EQUITY | 228000 | 646784 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ANHUI GUJING DISTILLERY CO A | EQUITY | 4200 | 79687 |
| ANHUI GUJING DISTILLERY CO B | EQUITY | 18400 | 206493 |
| ANRITSU CORP | EQUITY | 25100 | 360103 |
| ANSELL LTD | EQUITY | 23991 | 559680 |
| ANTA SPORTS PRODUCTS LTD | EQUITY | 156200 | 1616485 |
| ANTOFAGASTA PLC | EQUITY | 63155 | 2765918 |
| ANYCOLOR INC | EQUITY | 4700 | 144961 |
| ANZ GROUP HOLDINGS LTD | EQUITY | 447447 | 10818936 |
| AO WORLD PLC | EQUITY | 49213 | 74932 |
| AOKI HOLDINGS INC | EQUITY | 15200 | 175448 |
| AOZORA BANK LTD | EQUITY | 22000 | 351442 |
| AP MEMORY TECHNOLOGY CORP | EQUITY | 14000 | 199611 |
| AP MOLLER MAERSK A/S A | EQUITY | 309 | 711181 |
| AP MOLLER MAERSK A/S B | EQUITY | 648 | 1492668 |
| APA GROUP | EQUITY | 126313 | 755007 |
| APERAM | EQUITY | 8799 | 361901 |
| APPIER GROUP INC | EQUITY | 14000 | 96053 |
| APR CORP/KOREA | EQUITY | 3673 | 586809 |
| ARAB NATIONAL BANK | EQUITY | 179505 | 1034685 |
| ARABIAN CEMENT | EQUITY | 8311 | 47041 |
| ARABIAN CONTRACTING SERVICES | EQUITY | 3434 | 105836 |
| ARABIAN INTERNET + COMMUNICA | EQUITY | 4095 | 245757 |
| ARATA CORP | EQUITY | 4600 | 90291 |
| ARB CORP LTD | EQUITY | 13959 | 292253 |
| ARC RESOURCES LTD | EQUITY | 105803 | 1987545 |
| ARCA CONTINENTAL SAB DE CV | EQUITY | 92400 | 1001525 |
| ARCADIS NV | EQUITY | 14016 | 582366 |
| ARCADYAN TECHNOLOGY CORP | EQUITY | 41000 | 227048 |
| ARCELORMITTAL | EQUITY | 76412 | 3477766 |
| ARCLANDS CORP | EQUITY | 6957 | 85679 |
| ARCS CO LTD | EQUITY | 6800 | 146592 |
| ARDENTEC CORP | EQUITY | 73000 | 287250 |
| ARE HOLDINGS INC | EQUITY | 13200 | 268541 |
| ARENA REIT | EQUITY | 68501 | 162224 |
| ARGENTINE PESO | CASH | 71989 | 50 |
| ARGENX SE | EQUITY | 9851 | 8285845 |
| ARGO GRAPHICS INC | EQUITY | 6400 | 66119 |
| ARIAKE JAPAN CO LTD | EQUITY | 3300 | 111400 |
| ARISTOCRAT LEISURE LTD | EQUITY | 82686 | 3204168 |
| ARITZIA INC SUBORDINATE VOTI | EQUITY | 14800 | 1267029 |
| ARJO AB B SHARES | EQUITY | 36501 | 126748 |
| ARKEMA | EQUITY | 12310 | 752589 |
| ARNOLDO MONDADORI EDITORE | EQUITY | 34111 | 84730 |
| AROUNDTOWN SA | EQUITY | 156837 | 487612 |
| ARRIYADH DEVELOPMENT COMPANY | EQUITY | 14775 | 88198 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ARTIENCE CO LTD | EQUITY | 6200 | 136167 |
| ARYZTA AG | EQUITY | 4853 | 314666 |
| AS ONE CORP | EQUITY | 9800 | 150506 |
| ASAHI GROUP HOLDINGS LTD | EQUITY | 217000 | 2268451 |
| ASAHI INTECC CO LTD | EQUITY | 36600 | 685191 |
| ASAHI KASEI CORP | EQUITY | 121300 | 1075790 |
| ASCENTAGE PHARMA GROUP INTER | EQUITY | 23500 | 157754 |
| ASCOPIAVE SPA | EQUITY | 17014 | 65941 |
| ASE TECHNOLOGY HOLDING CO LT | EQUITY | 504128 | 3996497 |
| ASHMORE GROUP PLC | EQUITY | 73391 | 174223 |
| ASHTEAD GROUP PLC | EQUITY | 64138 | 4366403 |
| ASHTROM GROUP LTD | EQUITY | 11743 | 258471 |
| ASIA CEMENT CORP | EQUITY | 386924 | 458102 |
| ASIA OPTICAL CO INC | EQUITY | 41931 | 184745 |
| ASIA VITAL COMPONENTS | EQUITY | 51056 | 2427898 |
| ASICS CORP | EQUITY | 102700 | 2472463 |
| ASKUL CORP | EQUITY | 7200 | 64275 |
| ASM INTERNATIONAL NV | EQUITY | 6494 | 3912208 |
| ASMEDIA TECHNOLOGY INC | EQUITY | 4000 | 154037 |
| ASML HOLDING NV | EQUITY | 59351 | 63400775 |
| ASMODEE GROUP AB B | EQUITY | 24514 | 280446 |
| ASMPT LTD | EQUITY | 52100 | 518423 |
| ASPEED TECHNOLOGY INC | EQUITY | 5300 | 1211185 |
| ASPEN PHARMACARE HOLDINGS LT | EQUITY | 71163 | 501577 |
| ASPIRASI HIDUP INDONESIA TBK | EQUITY | 819700 | 20129 |
| ASR NEDERLAND NV | EQUITY | 20534 | 1456713 |
| ASSA ABLOY AB B | EQUITY | 164569 | 6371739 |
| ASSECO POLAND SA | EQUITY | 6324 | 401502 |
| ASSOCIATED BRITISH FOODS PLC | EQUITY | 39303 | 1124614 |
| ASTELLAS PHARMA INC | EQUITY | 294500 | 3932181 |
| ASTON MARTIN LAGONDA GLOBAL | EQUITY | 58870 | 50055 |
| ASTRA INDUSTRIAL GROUP | EQUITY | 6814 | 257423 |
| ASTRA INTERNATIONAL TBK PT | EQUITY | 3486680 | 1400743 |
| ASTRAZENECA PLC | EQUITY | 239438 | 44007642 |
| ASUSTEK COMPUTER INC | EQUITY | 113172 | 1962764 |
| ASX LTD | EQUITY | 36119 | 1238301 |
| ATAA EDUCATIONAL CO | EQUITY | 41944 | 653069 |
| ATALAYA MINING COPPER SA | EQUITY | 12873 | 146314 |
| ATCO LTD CLASS I | EQUITY | 18200 | 748580 |
| ATEA ASA | EQUITY | 22903 | 358153 |
| ATHABASCA OIL CORP | EQUITY | 94100 | 482599 |
| ATHENS WATER SUPPLY + SEWAGE | EQUITY | 7311 | 67489 |
| ATKINSREALIS GROUP INC | EQUITY | 23700 | 1531877 |
| ATLAS ARTERIA | EQUITY | 145582 | 473775 |
| ATLAS COPCO AB A SHS | EQUITY | 408803 | 7314245 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ATLAS COPCO AB B SHS | EQUITY | 233503 | 3739787 |
| ATOSS SOFTWARE AG | EQUITY | 1346 | 182397 |
| ATRESMEDIA CORP DE MEDIOS DE | EQUITY | 16042 | 91942 |
| ATRIUM LJUNGBERG AB B SHS | EQUITY | 71140 | 256280 |
| ATS CORP | EQUITY | 16900 | 466160 |
| ATTENDO AB | EQUITY | 19242 | 170685 |
| AUB GROUP LTD | EQUITY | 21073 | 432570 |
| AUBAY | EQUITY | 1431 | 95803 |
| AUCKLAND INTL AIRPORT LTD | EQUITY | 242113 | 1159316 |
| AUMOVIO SE | EQUITY | 10320 | 519713 |
| AUO CORP | EQUITY | 1307641 | 507437 |
| AURAS TECHNOLOGY CO LTD | EQUITY | 12000 | 385727 |
| AUREN ENERGIA SA ON | EQUITY | 88270 | 190877 |
| AURIZON HOLDINGS LTD | EQUITY | 57782 | 140192 |
| AURUBIS AG | EQUITY | 6373 | 929536 |
| AUSSIE BROADBAND LTD | EQUITY | 139026 | 467357 |
| AUSTAL LTD | EQUITY | 39619 | 175791 |
| AUSTEVOLL SEAFOOD ASA | EQUITY | 19322 | 186732 |
| AUSTRALIAN DOLLAR | CASH | 1811211 | 1207806 |
| AUTO1 GROUP SE | EQUITY | 16502 | 528754 |
| AUTOBACS SEVEN CO LTD | EQUITY | 12000 | 126100 |
| AUTOHOME INC ADR | EQUITY | 10800 | 240408 |
| AUTONEUM HOLDING AG | EQUITY | 595 | 125624 |
| AUTOTRADER GROUP PLC | EQUITY | 126820 | 997927 |
| AVANZA BANK HOLDING AB | EQUITY | 20945 | 801067 |
| AVARY HOLDING SHENZHEN CO A | EQUITY | 15600 | 112415 |
| AVI LTD | EQUITY | 6 | 38 |
| AVICHINA INDUSTRY + TECH H | EQUITY | 600000 | 306032 |
| AVIVA PLC | EQUITY | 515270 | 4707430 |
| AVOLTA AG | EQUITY | 17836 | 1057608 |
| AVZ MINERALS LIMITED | EQUITY | 408727 | 211276 |
| AWA BANK LTD/THE | EQUITY | 6000 | 167329 |
| AXA SA | EQUITY | 257820 | 12391892 |
| AXFOOD AB | EQUITY | 5535 | 174411 |
| AXIA ENERGIA | EQUITY | 189258 | 1740556 |
| AXIA ENERGIA PR B | EQUITY | 72105 | 683865 |
| AXIA ENERGIA PR C | EQUITY | 68695 | 615776 |
| AXIAL RETAILING INC | EQUITY | 15600 | 114665 |
| AXIATA GROUP BERHAD | EQUITY | 472726 | 293288 |
| AYA GOLD + SILVER INC | EQUITY | 43600 | 624697 |
| AYALA CORPORATION | EQUITY | 40342 | 320919 |
| AYALA LAND INC | EQUITY | 1639190 | 624708 |
| AZ COM MARUWA HOLDINGS INC | EQUITY | 10000 | 62969 |
| AZBIL CORP | EQUITY | 85200 | 773934 |
| AZIMUT HOLDING SPA | EQUITY | 19778 | 830179 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AZRIELI GROUP LTD | EQUITY | 9105 | 1029887 |
| AZZAS 2154 SA | EQUITY | 21937 | 100557 |
| B GRIMM POWER PCL NVDR | EQUITY | 225100 | 100284 |
| B+M EUROPEAN VALUE RETAIL SA | EQUITY | 180814 | 410520 |
| B2GOLD CORP | EQUITY | 265951 | 1199035 |
| B3 SA BRASIL BOLSA BALCAO | EQUITY | 966434 | 2515579 |
| BABCOCK INTL GROUP PLC | EQUITY | 42809 | 711036 |
| BACHEM HOLDING AG | EQUITY | 1515 | 113759 |
| BADGER INFRASTRUCTURE SOLUTI | EQUITY | 6000 | 320102 |
| BAE SYSTEMS PLC | EQUITY | 461614 | 10589217 |
| BAIDU INC CLASS A | EQUITY | 343250 | 5799110 |
| BAKKAFROST P/F | EQUITY | 10020 | 512178 |
| BALFOUR BEATTY PLC | EQUITY | 110252 | 1049349 |
| BANCA GENERALI SPA | EQUITY | 10602 | 712227 |
| BANCA MONTE DEI PASCHI SIENA | EQUITY | 255735 | 2742178 |
| BANCA POPOL EMILIA ROMAGNA | EQUITY | 179092 | 2439882 |
| BANCA POPOLARE DI SONDRIO | EQUITY | 34515 | 674927 |
| BANCO ABC BRASIL SA | EQUITY | 3883 | 2836 |
| BANCO ABC BRASIL SA | EQUITY | 58741 | 253181 |
| BANCO BILBAO VIZCAYA ARGENTA | EQUITY | 901306 | 21223713 |
| BANCO BPM SPA | EQUITY | 208240 | 3184270 |
| BANCO BRADESCO S.A. | EQUITY | 51968 | 146901 |
| BANCO BRADESCO SA PREF | EQUITY | 818175 | 2731294 |
| BANCO BTG PACTUAL SA UNIT | EQUITY | 205600 | 1962065 |
| BANCO COMERCIAL PORTUGUES R | EQUITY | 1192860 | 1249197 |
| BANCO DE CHILE | EQUITY | 5801719 | 1119706 |
| BANCO DE CREDITO E INVERSION | EQUITY | 13762 | 891441 |
| BANCO DE SABADELL SA | EQUITY | 856616 | 3385369 |
| BANCO DEL BAJIO SA | EQUITY | 123000 | 311134 |
| BANCO DO BRASIL S.A. | EQUITY | 248978 | 979596 |
| BANCO ESTADO RIO GRAN PREF B | EQUITY | 49732 | 137947 |
| BANCO ITAU CHILE SA | EQUITY | 10010 | 221501 |
| BANCO PAN SA | EQUITY | 64100 | 131673 |
| BANCO SANTANDER CHILE ADR | EQUITY | 30341 | 943909 |
| BANCO SANTANDER SA | EQUITY | 2294480 | 27136165 |
| BANDAI NAMCO HOLDINGS INC | EQUITY | 93200 | 2482422 |
| BANGCHAK CORP PCL NVDR | EQUITY | 289900 | 239352 |
| BANGKOK CHAIN HOSPT PCL NVDR | EQUITY | 226300 | 74700 |
| BANGKOK DUSIT MED SERVI NVDR | EQUITY | 1807900 | 1107475 |
| BANGKOK EXPRESSWAY AND M FOR | EQUITY | 1385375 | 234401 |
| BANK AL JAZIRA | EQUITY | 106485 | 316548 |
| BANK ALBILAD | EQUITY | 124664 | 824933 |
| BANK CENTRAL ASIA TBK PT | EQUITY | 8660700 | 4180491 |
| BANK HAPOALIM BM | EQUITY | 202297 | 4573279 |
| BANK JAGO TBK PT | EQUITY | 830800 | 98387 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BANK LEUMI LE ISRAEL | EQUITY | 226367 | 4986026 |
| BANK MANDIRI PERSERO TBK PT | EQUITY | 4911096 | 1501857 |
| BANK MILLENNIUM SA | EQUITY | 105003 | 484184 |
| BANK NEGARA INDONESIA PERSER | EQUITY | 2835400 | 742978 |
| BANK OF BEIJING CO LTD A | EQUITY | 230082 | 180422 |
| BANK OF CHENGDU CO LTD A | EQUITY | 36700 | 84658 |
| BANK OF CHINA LTD A | EQUITY | 559700 | 458698 |
| BANK OF CHINA LTD H | EQUITY | 10147400 | 5814531 |
| BANK OF COMMUNICATIONS CO A | EQUITY | 496000 | 514572 |
| BANK OF COMMUNICATIONS CO H | EQUITY | 1082140 | 896744 |
| BANK OF EAST ASIA LTD | EQUITY | 250970 | 429488 |
| BANK OF HANGZHOU CO LTD A | EQUITY | 55800 | 122005 |
| BANK OF IRELAND GROUP PLC | EQUITY | 160295 | 3064706 |
| BANK OF JIANGSU CO LTD A | EQUITY | 124410 | 185246 |
| BANK OF KAOHSIUNG | EQUITY | 184635 | 72216 |
| BANK OF MONTREAL | EQUITY | 105860 | 13765854 |
| BANK OF NANJING CO LTD A | EQUITY | 70300 | 114983 |
| BANK OF NINGBO CO LTD A | EQUITY | 67430 | 271030 |
| BANK OF NOVA SCOTIA | EQUITY | 181987 | 13439755 |
| BANK OF QUEENSLAND LTD | EQUITY | 107881 | 469853 |
| BANK OF SHANGHAI CO LTD A | EQUITY | 48000 | 69372 |
| BANK OF THE PHILIPPINE ISLAN | EQUITY | 339512 | 669986 |
| BANK PEKAO SA | EQUITY | 31286 | 1783801 |
| BANK RAKYAT INDONESIA PERSER | EQUITY | 10553662 | 2316176 |
| BANK TABUNGAN NEGARA PERSERO | EQUITY | 1095852 | 77209 |
| BANKINTER SA | EQUITY | 115099 | 1913446 |
| BANPU PUBLIC CO LTD FOR REG | EQUITY | 795800 | 123843 |
| BANQUE CANTONALE VAUDOIS REG | EQUITY | 5346 | 676113 |
| BANQUE SAUDI FRANSI | EQUITY | 207714 | 931468 |
| BAOSHAN IRON + STEEL CO A | EQUITY | 202000 | 215190 |
| BAPCOR LTD | EQUITY | 53000 | 72825 |
| BARCLAYS PLC | EQUITY | 2099070 | 13296331 |
| BARCO N.V. | EQUITY | 9647 | 133543 |
| BARITO PACIFIC TBK PT | EQUITY | 4948845 | 970335 |
| BARITO RENEWABLES ENERGY TBK | EQUITY | 1061600 | 617462 |
| BARRATT REDROW PLC | EQUITY | 168153 | 859678 |
| BARRICK MINING CORP | EQUITY | 177475 | 7741186 |
| BARRICK MINING CORP | EQUITY | 89034 | 3882869 |
| BARRY CALLEBAUT AG REG | EQUITY | 529 | 869222 |
| BASF SE | EQUITY | 134082 | 7000331 |
| BASIC FIT NV | EQUITY | 10641 | 369437 |
| BASILEA PHARMACEUTICA REG | EQUITY | 2077 | 143177 |
| BAUSCH HEALTH COS INC | EQUITY | 51577 | 358584 |
| BAVARIAN NORDIC A/S | EQUITY | 14927 | 447808 |
| BAWAG GROUP AG | EQUITY | 13463 | 2022414 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BAYCURRENT INC | EQUITY | 22000 | 910231 |
| BAYER AG REG | EQUITY | 158964 | 6852888 |
| BAYERISCHE MOTOREN WERKE AG | EQUITY | 45816 | 5006172 |
| BAYERISCHE MOTOREN WERKE PRF | EQUITY | 2529 | 271630 |
| BAYTEX ENERGY CORP | EQUITY | 144400 | 467726 |
| BB SEGURIDADE PARTICIPACOES | EQUITY | 52900 | 348595 |
| BCE INC | EQUITY | 13078 | 312365 |
| BCPG PCL FOREIGN | EQUITY | 45000 | 9640 |
| BDO UNIBANK INC | EQUITY | 411993 | 939316 |
| BE SEMICONDUCTOR INDUSTRIES | EQUITY | 10943 | 1700617 |
| BEACH ENERGY LTD | EQUITY | 262123 | 205151 |
| BEAZLEY PLC | EQUITY | 96423 | 1074842 |
| BECHTLE AG | EQUITY | 15337 | 786909 |
| BEFESA SA | EQUITY | 6765 | 234217 |
| BEGA CHEESE LTD | EQUITY | 43520 | 175612 |
| BEIERSDORF AG | EQUITY | 14995 | 1649085 |
| BEIJER REF AB CL B | EQUITY | 70351 | 1130270 |
| BEIJING CAPITAL INTL AIRPO H | EQUITY | 468000 | 165951 |
| BEIJING ENTERPRISES HLDGS | EQUITY | 96500 | 394505 |
| BEIJING ENTERPRISES WATER GR | EQUITY | 968000 | 305939 |
| BEIJING JINGNENG CLEAN ENE H | EQUITY | 240000 | 69994 |
| BEIJING KINGSOFT OFFICE SO A | EQUITY | 3807 | 167278 |
| BEIJING NEW BUILDING MATER A | EQUITY | 18400 | 65690 |
| BEIJING SHANGHAI HIGH SPE A | EQUITY | 152000 | 112021 |
| BEIJING TONG REN TANG CHINES | EQUITY | 46000 | 49998 |
| BEIJING TONG REN TANG CO A | EQUITY | 30200 | 139380 |
| BEIJING WANTAI BIOLOGICAL A | EQUITY | 8323 | 53527 |
| BEKAERT NV | EQUITY | 6136 | 271596 |
| BELC CO LTD | EQUITY | 1800 | 86375 |
| BELIMO HOLDING AG REG | EQUITY | 1753 | 1706599 |
| BELLEVUE GOLD LTD | EQUITY | 171609 | 193913 |
| BELLSYSTEM24 HOLDINGS INC | EQUITY | 5600 | 51403 |
| BELLUNA CO LTD | EQUITY | 9000 | 57087 |
| BELLWAY PLC | EQUITY | 21167 | 775324 |
| BENDIGO AND ADELAIDE BANK | EQUITY | 94835 | 663867 |
| BENETEAU | EQUITY | 7507 | 72954 |
| BEONE MEDICINES LTD H | EQUITY | 121400 | 2796559 |
| BERKELEY GROUP HOLDINGS/THE | EQUITY | 15206 | 797022 |
| BETSSON AB B | EQUITY | 29561 | 472377 |
| BETTER COLLECTIVE A/S | EQUITY | 4438 | 55227 |
| BEZEQ THE ISRAELI TELECOM CO | EQUITY | 396397 | 882941 |
| BFF BANK SPA | EQUITY | 28144 | 314010 |
| BGF RETAIL CO LTD | EQUITY | 1417 | 103067 |
| BHP GROUP LTD | EQUITY | 767922 | 23155493 |
| BIC CAMERA INC | EQUITY | 17100 | 183325 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BID CORP LTD | EQUITY | 46608 | 1186633 |
| BIDVEST GROUP LTD | EQUITY | 4895 | 70158 |
| BIG SHOPPING CENTERS 2004 LT | EQUITY | 1933 | 463918 |
| BIG YELLOW GROUP PLC | EQUITY | 43022 | 602818 |
| BILFINGER SE | EQUITY | 5151 | 649690 |
| BILIA AB A SHS | EQUITY | 5163 | 75043 |
| BILIBILI INC CLASS Z | EQUITY | 38080 | 943744 |
| BILLERUD AB | EQUITY | 39839 | 404633 |
| BIOARCTIC AB | EQUITY | 11068 | 372899 |
| BIOGAIA AB B SHS | EQUITY | 6935 | 79861 |
| BIOMERIEUX | EQUITY | 8093 | 1047158 |
| BIPROGY INC | EQUITY | 13100 | 452200 |
| BIRCHCLIFF ENERGY LTD | EQUITY | 47700 | 259945 |
| BITDEER TECHNOLOGIES GROUP A | EQUITY | 23300 | 261193 |
| BITFARMS LTD/CANADA | EQUITY | 126700 | 298553 |
| BIZLINK HOLDING INC | EQUITY | 27775 | 1325548 |
| BKW AG | EQUITY | 3749 | 795432 |
| BLACKBERRY LTD | EQUITY | 91000 | 343885 |
| BLUE ZONES HOLDINGS CO LTD | EQUITY | 3300 | 178791 |
| BLUESCOPE STEEL LTD | EQUITY | 77845 | 1244233 |
| BML INC | EQUITY | 3700 | 91018 |
| BNK FINANCIAL GROUP INC | EQUITY | 52751 | 580076 |
| BNP PARIBAS | EQUITY | 151520 | 14328525 |
| BOARDWALK REAL ESTATE INVEST | EQUITY | 4200 | 197568 |
| BOC AVIATION LTD | EQUITY | 37900 | 354483 |
| BOC HONG KONG HOLDINGS LTD | EQUITY | 553500 | 2803234 |
| BODYCOTE PLC | EQUITY | 32857 | 306311 |
| BOE TECHNOLOGY GROUP CO LT A | EQUITY | 368500 | 221755 |
| BOLIDEN AB | EQUITY | 41068 | 2269677 |
| BOLLORE SE | EQUITY | 75841 | 426210 |
| BOLSA MEXICANA DE VALORES SA | EQUITY | 75800 | 156073 |
| BOMBARDIER INC B | EQUITY | 13895 | 2366940 |
| BONESUPPORT HOLDING AB | EQUITY | 5921 | 120058 |
| BOOZT AB | EQUITY | 15986 | 196764 |
| BORA PHARMACEUTICALS CO LTD | EQUITY | 10798 | 166861 |
| BORALEX INC A | EQUITY | 14700 | 271640 |
| BOSIDENG INTL HLDGS LTD | EQUITY | 604000 | 346096 |
| BOSS ENERGY LTD | EQUITY | 61220 | 59207 |
| BOSSARD HOLDING AG REG A | EQUITY | 608 | 120028 |
| BOUBYAN BANK K.S.C | EQUITY | 319812 | 743303 |
| BOUBYAN PETROCHEMICALS CO | EQUITY | 68035 | 129875 |
| BOURSA KUWAIT SECURITIES CO | EQUITY | 40587 | 487767 |
| BOUYGUES SA | EQUITY | 28498 | 1476379 |
| BP PLC | EQUITY | 2441009 | 14139516 |
| BRADESPAR SA PREF | EQUITY | 59523 | 216028 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BRAMBLES LTD | EQUITY | 190922 | 2924314 |
| BRAVA ENERGIA | EQUITY | 41400 | 126897 |
| BRAVIDA HOLDING AB | EQUITY | 27174 | 264491 |
| BRAZILIAN REAL | CASH | 10031368 | 1830625 |
| BREEDON GROUP PLC | EQUITY | 47081 | 206670 |
| BREMBO N.V. | EQUITY | 30220 | 334156 |
| BRENNTAG SE | EQUITY | 24987 | 1454388 |
| BREVILLE GROUP LTD | EQUITY | 14739 | 289043 |
| BRIDGEPOINT GROUP | EQUITY | 111372 | 421772 |
| BRIDGESTONE CORP | EQUITY | 179400 | 4032708 |
| BRIGHTON BEST INTERNATIONAL | EQUITY | 97000 | 104172 |
| BRILLIANCE CHINA AUTOMOTIVE | EQUITY | 520000 | 270572 |
| BRITISH AMERICAN TOB SP ADR | EQUITY | 4059 | 229821 |
| BRITISH AMERICAN TOBACCO PLC | EQUITY | 330696 | 18702742 |
| BRITISH LAND CO PLC | EQUITY | 185217 | 999636 |
| BROOKFIELD ASSET MGMT A | EQUITY | 64168 | 3365806 |
| BROOKFIELD CORP | EQUITY | 323543 | 14874835 |
| BROOKFIELD INFRASTRUCTURE A | EQUITY | 22150 | 1006870 |
| BROOKFIELD RENEWABLE CORP | EQUITY | 21800 | 837330 |
| BROOKFIELD WEALTH SOLUTIONS | EQUITY | 2268 | 104552 |
| BROTHER INDUSTRIES LTD | EQUITY | 37600 | 749654 |
| BRP INC/CA SUB VOTING | EQUITY | 6410 | 453832 |
| BRUNELLO CUCINELLI SPA | EQUITY | 5745 | 664061 |
| BSR REAL ESTATE INVESTMENT T | EQUITY | 19500 | 243261 |
| BT GROUP PLC | EQUITY | 987844 | 2437459 |
| BTS GROUP HOLDINGS PCL FORGN | EQUITY | 643600 | 46388 |
| BUCHER INDUSTRIES AG REG | EQUITY | 1132 | 524699 |
| BUDIMEX | EQUITY | 1588 | 280571 |
| BUFAB AB | EQUITY | 25810 | 281389 |
| BUKIT ASAM PERSERO TBK PT | EQUITY | 502400 | 69594 |
| BUMI RESOURCES MINERALS TBK | EQUITY | 10000000 | 656698 |
| BUMRUNGRAD HOSPITAL FOREIGN | EQUITY | 66100 | 330428 |
| BUMRUNGRAD HOSPITAL PCL NVDR | EQUITY | 40700 | 203456 |
| BUNKA SHUTTER CO LTD | EQUITY | 9300 | 121522 |
| BUNZL PLC | EQUITY | 31740 | 883858 |
| BUPA ARABIA FOR COOPERATIVE | EQUITY | 15670 | 580293 |
| BURBERRY GROUP PLC | EQUITY | 64574 | 1098180 |
| BURCKHARDT COMPRESSION HOLDI | EQUITY | 513 | 352188 |
| BURE EQUITY AB | EQUITY | 9396 | 250244 |
| BUREAU VERITAS SA | EQUITY | 39253 | 1249234 |
| BURKHALTER HOLDING AG | EQUITY | 714 | 125741 |
| BURSA MALAYSIA BHD | EQUITY | 282000 | 585160 |
| BUZZI SPA | EQUITY | 18473 | 1128172 |
| BW LPG LTD | EQUITY | 14421 | 188308 |
| BW OFFSHORE LTD | EQUITY | 17083 | 76482 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BWP PROPERTY GROUP LTD | EQUITY | 96958 | 253824 |
| BYD CO LTD A | EQUITY | 25600 | 357421 |
| BYD CO LTD H | EQUITY | 614100 | 7522893 |
| BYD ELECTRONIC INTL CO LTD | EQUITY | 155000 | 669904 |
| BYSTRONIC AG | EQUITY | 258 | 87892 |
| BYTES TECHNOLOGY GROUP PLC | EQUITY | 42416 | 203848 |
| C UYEMURA + CO LTD | EQUITY | 1400 | 130484 |
| C+C GROUP PLC | EQUITY | 67181 | 121459 |
| C+D INTERNATIONAL INVESTMENT | EQUITY | 140680 | 282860 |
| CA IMMOBILIEN ANLAGEN AG | EQUITY | 12270 | 323545 |
| CAE INC | EQUITY | 48951 | 1490582 |
| CAFE DE CORAL HOLDINGS LTD | EQUITY | 62000 | 39191 |
| CAIRN HOMES PLC | EQUITY | 150122 | 365339 |
| CAITONG SECURITIES CO LTD A | EQUITY | 50830 | 63335 |
| CAIXABANK SA | EQUITY | 591535 | 7256440 |
| CAJA DE AHORROS DEL MEDITERR | EQUITY | 23863 | 37555 |
| CALBEE INC | EQUITY | 14100 | 269448 |
| CALIWAY BIOPHARMACEUTICALS C | EQUITY | 162000 | 794181 |
| CAMBRICON TECHNOLOGIES A | EQUITY | 5001 | 970356 |
| CAMECO CORP | EQUITY | 69468 | 6369315 |
| CAMTEK LTD | EQUITY | 5021 | 539579 |
| CAMURUS AB | EQUITY | 5241 | 348646 |
| CAN APARTMENT PROP REAL ESTA | EQUITY | 14900 | 400775 |
| CAN IMPERIAL BK OF COMMERCE | EQUITY | 138797 | 12599315 |
| CANACCORD GENUITY GROUP INC | EQUITY | 21400 | 172668 |
| CANADA GOOSE HOLDINGS INC | EQUITY | 10200 | 132379 |
| CANADIAN DOLLAR | CASH | 2381631 | 1737465 |
| CANADIAN NATL RAILWAY CO | EQUITY | 75584 | 7485339 |
| CANADIAN NATURAL RESOURCES | EQUITY | 312280 | 10591207 |
| CANADIAN PACIFIC KANSAS CITY | EQUITY | 142460 | 10501976 |
| CANADIAN TIRE CORP CLASS A | EQUITY | 7262 | 921504 |
| CANADIAN UTILITIES LTD A | EQUITY | 27300 | 851015 |
| CANAL SA | EQUITY | 132633 | 475640 |
| CANCOM SE | EQUITY | 6552 | 204972 |
| CANFOR CORP | EQUITY | 11600 | 99265 |
| CANON INC | EQUITY | 131400 | 3887153 |
| CANON MARKETING JAPAN INC | EQUITY | 9500 | 416744 |
| CAPCOM CO LTD | EQUITY | 59600 | 1385695 |
| CAPGEMINI SE | EQUITY | 23568 | 3900670 |
| CAPITAL POWER CORP | EQUITY | 19500 | 832920 |
| CAPITAL SECURITIES CORP | EQUITY | 322000 | 245441 |
| CAPITALAND ASCENDAS REIT | EQUITY | 531125 | 1166875 |
| CAPITALAND ASCOTT TRUST | EQUITY | 401051 | 297372 |
| CAPITALAND CHINA TRUST | EQUITY | 196148 | 118030 |
| CAPITALAND INDIA TRUST | EQUITY | 146300 | 138681 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CAPITALAND INTEGRATED COMMER | EQUITY | 917802 | 1701619 |
| CAPITALAND INVESTMENT LTD/SI | EQUITY | 306090 | 645040 |
| CAPITEC BANK HOLDINGS LTD | EQUITY | 13998 | 3510736 |
| CAPRICORN METALS LTD | EQUITY | 47078 | 448525 |
| CAPSTONE COPPER CORP | EQUITY | 76300 | 767036 |
| CAR GROUP LTD | EQUITY | 63486 | 1298131 |
| CARDINAL ENERGY LTD | EQUITY | 22500 | 142641 |
| CAREL INDUSTRIES SPA | EQUITY | 6231 | 179657 |
| CARGOJET INC | EQUITY | 1400 | 85731 |
| CARL ZEISS MEDITEC AG BR | EQUITY | 6841 | 320992 |
| CARLSBERG AS B | EQUITY | 14522 | 1902527 |
| CARLSBERG BREWERY MALAYSIA B | EQUITY | 48000 | 197568 |
| CARMILA | EQUITY | 9183 | 183124 |
| CARNIVAL PLC | EQUITY | 26921 | 817730 |
| CARREFOUR SA | EQUITY | 76463 | 1274623 |
| CASCADES INC | EQUITY | 14700 | 133622 |
| CASIO COMPUTER CO LTD | EQUITY | 32800 | 265829 |
| CASTELLUM AB | EQUITY | 36151 | 416327 |
| CATCHER TECHNOLOGY CO LTD | EQUITY | 49134 | 324169 |
| CATENA AB | EQUITY | 7046 | 344554 |
| CATHAY FINANCIAL HOLDING CO | EQUITY | 1452592 | 3495983 |
| CATHAY REAL ESTATE DEVELOPME | EQUITY | 182834 | 136163 |
| CATRION CATERING HOLDING CO | EQUITY | 6815 | 145992 |
| CCI GROUP INC | EQUITY | 44000 | 226255 |
| CCL INDUSTRIES INC CL B | EQUITY | 26000 | 1644501 |
| CD PROJEKT SA | EQUITY | 7871 | 526201 |
| CDL HOSPITALITY TRUSTS | EQUITY | 156451 | 101530 |
| CECONOMY AG NEW | EQUITY | 28775 | 151067 |
| CELCOMDIGI BHD | EQUITY | 619200 | 484976 |
| CELESTICA INC | EQUITY | 16816 | 4980824 |
| CELLCOM ISRAEL LTD | EQUITY | 25381 | 298637 |
| CELLEBRITE DI LTD | EQUITY | 18737 | 337828 |
| CELLNEX TELECOM SA | EQUITY | 84060 | 2708008 |
| CELLTRION INC | EQUITY | 22166 | 2777239 |
| CELLTRION PHARM INC | EQUITY | 5344 | 213672 |
| CEMBRA MONEY BANK AG | EQUITY | 251 | 31442 |
| CEMENTIR HOLDING NV | EQUITY | 8066 | 177905 |
| CEMEX SAB CPO | EQUITY | 2222347 | 2554905 |
| CENCOSUD SA | EQUITY | 280877 | 901909 |
| CENOVUS ENERGY INC | EQUITY | 227024 | 3845703 |
| CENTER LABORATORIES INC | EQUITY | 71880 | 95045 |
| CENTERRA GOLD INC | EQUITY | 40600 | 585268 |
| CENTRAL GLASS CO LTD | EQUITY | 5400 | 120126 |
| CENTRAL JAPAN RAILWAY CO | EQUITY | 116100 | 3216345 |
| CENTRAL PATTANA PCL NVDR | EQUITY | 413900 | 722147 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CENTRICA PLC | EQUITY | 839750 | 1907954 |
| CENTURIA CAPITAL GROUP | EQUITY | 118158 | 158492 |
| CENTURIA INDUSTRIAL REIT | EQUITY | 98079 | 216310 |
| CENTURIA OFFICE REIT | EQUITY | 73382 | 56247 |
| CENTURY IRON + STEEL INDUS | EQUITY | 30000 | 132635 |
| CEWE STIFTUNG + CO KGAA | EQUITY | 1036 | 126125 |
| CEZ AS | EQUITY | 28874 | 1816765 |
| CGI INC | EQUITY | 27430 | 2536987 |
| CGN MINING CO LTD | EQUITY | 515000 | 204452 |
| CGN NEW ENERGY HOLDINGS CO L | EQUITY | 218000 | 69740 |
| CGN POWER CO LTD H | EQUITY | 1938000 | 729536 |
| CHABIOTECH CO LTD | EQUITY | 8977 | 91444 |
| CHAILEASE HOLDING CO LTD | EQUITY | 280883 | 943111 |
| CHALLENGER LTD | EQUITY | 101466 | 634443 |
| CHAMPION IRON LTD | EQUITY | 75695 | 304535 |
| CHANDRA ASRI PACIFIC TBK PT | EQUITY | 1541500 | 647060 |
| CHANG HWA COMMERCIAL BANK | EQUITY | 1323752 | 860180 |
| CHANGCHUN HIGH TECH INDUST A | EQUITY | 3800 | 50257 |
| CHANGE HOLDINGS INC | EQUITY | 4800 | 30225 |
| CHANGJIANG SECURITIES CO L A | EQUITY | 60200 | 70046 |
| CHANGZHOU XINGYU AUTOMOTIV A | EQUITY | 2856 | 50424 |
| CHAROEN POKPHAND FOODS NVDR | EQUITY | 890500 | 616150 |
| CHAROEN POKPHAND INDONESI PT | EQUITY | 1293000 | 349686 |
| CHARTER HALL GROUP | EQUITY | 78988 | 1283242 |
| CHARTER HALL LONG WALE REIT | EQUITY | 144777 | 393133 |
| CHARTER HALL RETAIL REIT | EQUITY | 120416 | 326286 |
| CHARTER HALL SOCIAL INFRASTR | EQUITY | 62010 | 127269 |
| CHECK POINT SOFTWARE TECH | EQUITY | 13451 | 2495968 |
| CHEIL WORLDWIDE INC | EQUITY | 20740 | 301201 |
| CHEMOMETEC A/S | EQUITY | 2793 | 298712 |
| CHEMRING GROUP PLC | EQUITY | 47909 | 303260 |
| CHENBRO MICOM CO LTD | EQUITY | 13000 | 415804 |
| CHENG SHIN RUBBER IND CO LTD | EQUITY | 441088 | 413595 |
| CHENG UEI PRECISION INDUSTRY | EQUITY | 192919 | 225900 |
| CHIBA BANK LTD/THE | EQUITY | 89500 | 994351 |
| CHICONY ELECTRONICS CO LTD | EQUITY | 138690 | 514489 |
| CHICONY POWER TECHNOLOGY CO | EQUITY | 23000 | 67205 |
| CHILEAN PESO | CASH | 543935942 | 603317 |
| CHINA AIRLINES LTD | EQUITY | 459278 | 294659 |
| CHINA BLUECHEMICAL LTD H | EQUITY | 712000 | 221371 |
| CHINA CITIC BANK CORP LTD H | EQUITY | 1178200 | 1050518 |
| CHINA COAL ENERGY CO H | EQUITY | 346000 | 442307 |
| CHINA COM RICH RENE ENE INVEST | EQUITY | 2242000 | 568229 |
| CHINA COMMUNICATIONS SERVI H | EQUITY | 518352 | 298351 |
| CHINA CONCH VENTURE HOLDINGS | EQUITY | 298900 | 360976 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CHINA CONSTRUCTION BANK A | EQUITY | 326145 | 433090 |
| CHINA CONSTRUCTION BANK H | EQUITY | 14288400 | 14116759 |
| CHINA CSSC HOLDINGS LTD A | EQUITY | 45400 | 215950 |
| CHINA DATANG CORP RENEWABL H | EQUITY | 381000 | 100836 |
| CHINA EAST EDUCATION HOLDING | EQUITY | 79500 | 67820 |
| CHINA EASTERN AIRLINES CO A | EQUITY | 101600 | 87089 |
| CHINA EDUCATION GROUP HOLDIN | EQUITY | 321330 | 127979 |
| CHINA ENERGY ENGINEERING C A | EQUITY | 158700 | 53315 |
| CHINA EVERBRIGHT BANK CO A | EQUITY | 23300 | 11633 |
| CHINA EVERBRIGHT ENVIRONMENT | EQUITY | 852370 | 527838 |
| CHINA EVERBRIGHT LTD | EQUITY | 194000 | 224570 |
| CHINA FEIHE LTD | EQUITY | 607000 | 316621 |
| CHINA FOODS LTD | EQUITY | 154000 | 85869 |
| CHINA GALAXY SECURITIES CO A | EQUITY | 43700 | 98047 |
| CHINA GALAXY SECURITIES CO H | EQUITY | 626000 | 806678 |
| CHINA GAS HOLDINGS LTD | EQUITY | 531475 | 524408 |
| CHINA GREATWALL TECHNOLOGY A | EQUITY | 31900 | 65672 |
| CHINA HONGQIAO GROUP LTD | EQUITY | 360500 | 1510825 |
| CHINA INTERNATIONAL CAPITA H | EQUITY | 272000 | 683888 |
| CHINA INTERNATIONAL CAPTAL A | EQUITY | 54800 | 273999 |
| CHINA JINMAO HOLDINGS GROUP | EQUITY | 1232654 | 191625 |
| CHINA JUSHI CO LTD A | EQUITY | 40700 | 99383 |
| CHINA LESSO GROUP HOLDINGS L | EQUITY | 197000 | 117438 |
| CHINA LIFE INSURANCE CO A | EQUITY | 3600 | 23398 |
| CHINA LIFE INSURANCE CO H | EQUITY | 1136000 | 3996105 |
| CHINA LITERATURE LTD | EQUITY | 88200 | 373718 |
| CHINA LONGYUAN POWER GROUP H | EQUITY | 546000 | 465785 |
| CHINA MEDICAL SYSTEM HOLDING | EQUITY | 326000 | 540297 |
| CHINA MENGNIU DAIRY CO | EQUITY | 424000 | 812210 |
| CHINA MERCHANTS BANK A | EQUITY | 165399 | 996524 |
| CHINA MERCHANTS BANK H | EQUITY | 618005 | 4192287 |
| CHINA MERCHANTS ENERGY A | EQUITY | 169900 | 218906 |
| CHINA MERCHANTS PORT HOLDING | EQUITY | 345272 | 671603 |
| CHINA MERCHANTS SECURITIES A | EQUITY | 61620 | 146506 |
| CHINA MERCHANTS SHEKOU IND A | EQUITY | 86100 | 106333 |
| CHINA METAL RECYCLING | EQUITY | 190245 | 244 |
| CHINA MINSHENG BANKING A | EQUITY | 752600 | 412374 |
| CHINA MINSHENG BANKING COR H | EQUITY | 448356 | 226381 |
| CHINA MODERN DAIRY HOLDINGS | EQUITY | 445000 | 92619 |
| CHINA MOTOR CORP | EQUITY | 76759 | 143157 |
| CHINA NATIONAL BUILDING MA H | EQUITY | 416887 | 274229 |
| CHINA NATIONAL CHEMICAL A | EQUITY | 61500 | 66205 |
| CHINA NATIONAL NUCLEAR POW A | EQUITY | 207000 | 256246 |
| CHINA NORTHERN RARE EARTH A | EQUITY | 39500 | 260511 |
| CHINA OILFIELD SERVICES H | EQUITY | 366000 | 328688 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CHINA OVERSEAS GRAND OCEANS | EQUITY | 434421 | 110510 |
| CHINA OVERSEAS LAND + INVEST | EQUITY | 698880 | 1099927 |
| CHINA OVERSEAS PROPERTY HOLD | EQUITY | 240000 | 139372 |
| CHINA PACIFIC INSURANCE GR A | EQUITY | 68400 | 409551 |
| CHINA PACIFIC INSURANCE GR H | EQUITY | 479400 | 2168032 |
| CHINA PETROCHEMICAL DEV CORP | EQUITY | 562986 | 139217 |
| CHINA PETROLEUM + CHEMICAL A | EQUITY | 446000 | 394061 |
| CHINA PETROLEUM + CHEMICAL H | EQUITY | 2705500 | 1623265 |
| CHINA POWER INTERNATIONAL | EQUITY | 274000 | 113705 |
| CHINA RAILWAY GROUP LTD A | EQUITY | 154500 | 119497 |
| CHINA RAILWAY GROUP LTD H | EQUITY | 37000 | 18206 |
| CHINA RARE EARTH RESOURCES A | EQUITY | 50300 | 334299 |
| CHINA RESOURCES BEER HOLDING | EQUITY | 312893 | 1054032 |
| CHINA RESOURCES BUILDING MAT | EQUITY | 450000 | 89613 |
| CHINA RESOURCES GAS GROUP LT | EQUITY | 178000 | 517294 |
| CHINA RESOURCES LAND LTD | EQUITY | 585777 | 2047040 |
| CHINA RESOURCES MEDICAL HOLD | EQUITY | 177500 | 73203 |
| CHINA RESOURCES MICROELECT A | EQUITY | 38098 | 287174 |
| CHINA RESOURCES MIXC LIFESTY | EQUITY | 133400 | 735941 |
| CHINA RESOURCES PHARMACEUTIC | EQUITY | 192500 | 110057 |
| CHINA RESOURCES POWER HOLDIN | EQUITY | 99465 | 221204 |
| CHINA RESOURCES SANJIU MED A | EQUITY | 8788 | 35783 |
| CHINA RISUN GROUP LTD | EQUITY | 244000 | 70847 |
| CHINA RUYI HOLDINGS LTD | EQUITY | 1042400 | 293294 |
| CHINA SHENHUA ENERGY CO A | EQUITY | 8600 | 49832 |
| CHINA SHENHUA ENERGY CO H | EQUITY | 596500 | 2973495 |
| CHINA SHINEWAY PHARMACEUTICA | EQUITY | 241000 | 266281 |
| CHINA STATE CONSTRUCTION A | EQUITY | 10000 | 7333 |
| CHINA STATE CONSTRUCTION INT | EQUITY | 35110 | 41094 |
| CHINA STEEL CHEMICAL CORP | EQUITY | 26000 | 56352 |
| CHINA STEEL CORP | EQUITY | 1013895 | 612143 |
| CHINA TAIPING INSURANCE HOLD | EQUITY | 290366 | 697237 |
| CHINA THREE GORGES RENEWAB A | EQUITY | 289400 | 169244 |
| CHINA TOBACCO INTERNATIONAL | EQUITY | 35000 | 159722 |
| CHINA TOURISM GROUP DUTY F A | EQUITY | 21200 | 286356 |
| CHINA TOWER CORP LTD H | EQUITY | 773200 | 1148351 |
| CHINA TRADITIONAL CHINESE ME | EQUITY | 522000 | 140166 |
| CHINA TRAVEL INTL INV HK | EQUITY | 1184000 | 196230 |
| CHINA UNITED NETWORK A | EQUITY | 315000 | 230121 |
| CHINA VANKE CO LTD A | EQUITY | 105786 | 70242 |
| CHINA VANKE CO LTD H | EQUITY | 416000 | 175304 |
| CHINA WATER AFFAIRS GROUP | EQUITY | 148000 | 98876 |
| CHINA YANGTZE POWER CO LTD A | EQUITY | 153324 | 596587 |
| CHINA ZHESHANG BANK CO LTD A | EQUITY | 220740 | 96051 |
| CHINASOFT INTERNATIONAL LTD | EQUITY | 486000 | 310326 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CHIPBOND TECHNOLOGY CORP | EQUITY | 165000 | 282386 |
| CHIPMOS TECHNOLOGIES INC | EQUITY | 99000 | 147940 |
| CHIYODA CORP | EQUITY | 33000 | 154904 |
| CHOCOLADEFABRIKEN LINDT PC | EQUITY | 146 | 2134852 |
| CHOCOLADEFABRIKEN LINDT REG | EQUITY | 16 | 2343387 |
| CHOICE PROPERTIES REIT | EQUITY | 27000 | 291716 |
| CHONG KUN DANG PHARMACEUTICA | EQUITY | 1471 | 84478 |
| CHONGQING CHANGAN AUTOMOB A | EQUITY | 83174 | 141014 |
| CHONGQING ZHIFEI BIOLOGICA A | EQUITY | 38550 | 104106 |
| CHOW TAI FOOK JEWELLERY GROU | EQUITY | 339600 | 540585 |
| CHROMA ATE INC | EQUITY | 62000 | 1517663 |
| CHUBU ELECTRIC POWER CO INC | EQUITY | 118100 | 1816751 |
| CHUGAI PHARMACEUTICAL CO LTD | EQUITY | 106300 | 5584237 |
| CHUGIN FINANCIAL GROUP INC | EQUITY | 24900 | 391575 |
| CHUGOKU ELECTRIC POWER CO | EQUITY | 50200 | 318209 |
| CHUGOKU MARINE PAINTS LTD | EQUITY | 3900 | 110043 |
| CHULARAT HOSPITAL PCL F | EQUITY | 483800 | 23034 |
| CHUNG HSIN ELECTRIC + MACHIN | EQUITY | 54000 | 256932 |
| CHUNG HUNG STEEL CORP | EQUITY | 149000 | 74468 |
| CHUNGHWA PRECISION TEST TECH | EQUITY | 3000 | 215639 |
| CHUNGHWA TELECOM CO LTD | EQUITY | 587473 | 2442134 |
| CIA CERVECERIAS UNIDAS SA | EQUITY | 33779 | 219761 |
| CIA DE MINAS BUENAVENTUR ADR | EQUITY | 31930 | 888612 |
| CIA DE MINAS BUENAVENTUR COM | EQUITY | 8119 | 217305 |
| CIA DE SANEAMENTO DO PA UNIT | EQUITY | 36900 | 269962 |
| CIA ENERGETICA MINAS GER PRF | EQUITY | 304634 | 617839 |
| CIA SANEAMENTO BASICO DE SP | EQUITY | 67050 | 1607003 |
| CIA SANEAMENTO DO PARANA PRF | EQUITY | 84000 | 119795 |
| CIA SANEAMENTO MINAS GERAIS | EQUITY | 50400 | 404403 |
| CIA SIDERURGICA NACIONAL SA | EQUITY | 122188 | 197127 |
| CIBUS NORDIC REAL ESTAT PUBL | EQUITY | 7366 | 117305 |
| CIE AUTOMOTIVE SA | EQUITY | 12113 | 423227 |
| CIE FINANCIERE RICHEMO A REG | EQUITY | 82214 | 17739754 |
| CIMB GROUP HOLDINGS BHD | EQUITY | 1260034 | 2560385 |
| CIMC ENRIC HOLDINGS LTD | EQUITY | 222000 | 269532 |
| CIPUTRA DEVELOPMENT TBK PT | EQUITY | 4732962 | 235577 |
| CITIC LTD | EQUITY | 254000 | 393556 |
| CITIC SECURITIES CO A | EQUITY | 123165 | 505214 |
| CITIC SECURITIES CO LTD H | EQUITY | 262500 | 924070 |
| CITIC TELECOM INTERNATIONAL | EQUITY | 265625 | 84293 |
| CITIZEN WATCH CO LTD | EQUITY | 45100 | 367380 |
| CITY CEMENT CO | EQUITY | 11635 | 39116 |
| CITY DEVELOPMENTS LTD | EQUITY | 89000 | 552541 |
| CITYCON OYJ | EQUITY | 10692 | 50020 |
| CJ CHEILJEDANG CORP | EQUITY | 1532 | 220676 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CJ CORP | EQUITY | 3084 | 367064 |
| CJ ENM CO LTD | EQUITY | 1884 | 84241 |
| CJ LOGISTICS | EQUITY | 1860 | 121937 |
| CK ASSET HOLDINGS LTD | EQUITY | 215477 | 1088528 |
| CK HUTCHISON HOLDINGS LTD | EQUITY | 391736 | 2664922 |
| CK INFRASTRUCTURE HOLDINGS L | EQUITY | 112000 | 828830 |
| CKD CORP | EQUITY | 8000 | 156408 |
| CLAL INSURANCE ENTERPR HLDGS | EQUITY | 17074 | 1101980 |
| CLARIANT AG REG | EQUITY | 37261 | 335993 |
| CLARKSON PLC | EQUITY | 4896 | 251246 |
| CLAS OHLSON AB B SHS | EQUITY | 6702 | 220347 |
| CLASSYS INC | EQUITY | 3379 | 127338 |
| CLEANAWAY WASTE MANAGEMENT L | EQUITY | 362292 | 624116 |
| CLEVO COMPANY | EQUITY | 18000 | 22130 |
| CLICKS GROUP LTD | EQUITY | 10010 | 203323 |
| CLOETTA AB B SHS | EQUITY | 39701 | 173679 |
| CLP HOLDINGS LTD | EQUITY | 192000 | 1716863 |
| CMB TECH NV | EQUITY | 17646 | 171792 |
| CMOC GROUP LTD A | EQUITY | 146500 | 417663 |
| CMOC GROUP LTD H | EQUITY | 660000 | 1631451 |
| CNPC CAPITAL CO LTD A | EQUITY | 162300 | 222692 |
| CO FOR COOPERATIVE INSURANCE | EQUITY | 12466 | 388856 |
| COATS GROUP PLC | EQUITY | 248165 | 280556 |
| COCA COLA BOTTLERS JAPAN HOL | EQUITY | 20875 | 421956 |
| COCA COLA EUROPACIFIC PARTNE | EQUITY | 28680 | 2613111 |
| COCA COLA EUROPACIFIC PARTNE | EQUITY | 5300 | 480710 |
| COCA COLA FEMSA SAB DE CV | EQUITY | 90470 | 860797 |
| COCA COLA HBC AG DI | EQUITY | 40706 | 2103493 |
| COCHLEAR LTD | EQUITY | 8469 | 1466654 |
| CODAN LTD | EQUITY | 9687 | 182865 |
| COFACE SA | EQUITY | 17748 | 326381 |
| COFCO JOYCOME FOODS LTD | EQUITY | 251000 | 50306 |
| COFFEE STAIN GROUP AB B | EQUITY | 24514 | 61559 |
| COFINIMMO | EQUITY | 7249 | 673028 |
| COGECO COMMUNICATIONS INC | EQUITY | 3100 | 150324 |
| COLBUN SA | EQUITY | 1304608 | 208402 |
| COLES GROUP LTD | EQUITY | 206902 | 2958147 |
| COLLIERS INTL GR SUBORD VOT | EQUITY | 7500 | 1103812 |
| COLLINS FOODS LTD | EQUITY | 19281 | 133300 |
| COLONIAL SFL SOCIMI SA | EQUITY | 47670 | 305964 |
| COLOPLAST B | EQUITY | 18718 | 1605684 |
| COLOWIDE CO LTD | EQUITY | 10800 | 121065 |
| COLRUYT GROUP N.V | EQUITY | 9897 | 367032 |
| COMET HOLDING AG REG | EQUITY | 1431 | 400422 |
| COMFORIA RESIDENTIAL REIT IN | EQUITY | 102 | 216854 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| COMFORTDELGRO CORP LTD | EQUITY | 336500 | 386789 |
| COMMERCIAL INTERNATIONAL BAN | EQUITY | 546613 | 1180317 |
| COMMERCIAL REAL ESTATE CO | EQUITY | 749552 | 494860 |
| COMMERZBANK AG | EQUITY | 123824 | 5238881 |
| COMMONWEALTH BANK OF AUSTRAL | EQUITY | 255281 | 27272712 |
| COMPAGNIE DE SAINT GOBAIN | EQUITY | 70752 | 7177670 |
| COMPAGNIE DES ALPES | EQUITY | 3244 | 96589 |
| COMPAL ELECTRONICS | EQUITY | 648092 | 627036 |
| COMPANHIA PARANAENSE DE ENER | EQUITY | 153600 | 367133 |
| COMPASS GROUP PLC | EQUITY | 255013 | 8095781 |
| COMPEQ MANUFACTURING CO LTD | EQUITY | 157000 | 465190 |
| COMPUTACENTER PLC | EQUITY | 7546 | 297211 |
| COMPUTERSHARE LTD | EQUITY | 86068 | 1953185 |
| COMSYS HOLDINGS CORP | EQUITY | 21100 | 613177 |
| CONCENTRADORA FIBRA DANHOS S | EQUITY | 50600 | 78970 |
| CONSTELLATION SOFTWARE INC | EQUITY | 3200 | 7707080 |
| CONSTRUCC Y AUX DE FERROCARR | EQUITY | 3538 | 244742 |
| CONTACT ENERGY LTD | EQUITY | 141521 | 752793 |
| CONTEMPORARY AMPEREX TECHN A | EQUITY | 55020 | 2880420 |
| CONTINENTAL AG | EQUITY | 20641 | 1646727 |
| CONTROLADORA VUELA CIA DE A | EQUITY | 119400 | 106122 |
| CONVATEC GROUP PLC | EQUITY | 319396 | 1041365 |
| CORBION NV | EQUITY | 10746 | 233824 |
| CORETRONIC CORP | EQUITY | 24000 | 65133 |
| CORONATION FUND MANAGERS LTD | EQUITY | 48730 | 137514 |
| CORP INMOBILIARIA VESTA SAB | EQUITY | 147300 | 451334 |
| CORPORATE TRAVEL MANAGEMENT | EQUITY | 18540 | 198680 |
| CORTICEIRA AMORIM SA | EQUITY | 11544 | 89413 |
| COSAN SA | EQUITY | 225721 | 212296 |
| COSCO SHIPPING ENERGY TRAN A | EQUITY | 117800 | 196872 |
| COSCO SHIPPING HOLDINGS CO A | EQUITY | 128960 | 280098 |
| COSCO SHIPPING HOLDINGS CO H | EQUITY | 372000 | 657159 |
| COSCO SHIPPING PORTS LTD | EQUITY | 518004 | 372689 |
| COSMAX INC | EQUITY | 2325 | 262466 |
| COSMO ENERGY HOLDINGS CO LTD | EQUITY | 12000 | 319542 |
| COSMO PHARMACEUTICALS NV | EQUITY | 1335 | 176215 |
| COSMOAM+T CO LTD | EQUITY | 5599 | 167177 |
| COSMOS PHARMACEUTICAL CORP | EQUITY | 7200 | 365820 |
| COUNTRY GARDEN SERVICES HOLD | EQUITY | 419000 | 324606 |
| COVER CORP | EQUITY | 5200 | 49932 |
| COVIVIO | EQUITY | 10434 | 692984 |
| COWAY CO LTD | EQUITY | 10890 | 657321 |
| COWELL E HOLDINGS INC | EQUITY | 49000 | 173500 |
| CP ALL PCL FOREIGN | EQUITY | 1066900 | 1473059 |
| CPFL ENERGIA SA | EQUITY | 36900 | 358277 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CPI EUROPE AG | EQUITY | 156 | 2881 |
| CRANEWARE PLC | EQUITY | 2912 | 75310 |
| CRANSWICK PLC | EQUITY | 9258 | 614422 |
| CRE LOGISTICS REIT INC | EQUITY | 118 | 126706 |
| CREATE RESTAURANTS HOLDINGS | EQUITY | 31400 | 155349 |
| CREATE SD HOLDINGS CO | EQUITY | 4900 | 104338 |
| CREDICORP LTD | EQUITY | 4752 | 1363824 |
| CREDICORP LTD | EQUITY | 4685 | 1344595 |
| CREDIT AGRICOLE SA | EQUITY | 154891 | 3177439 |
| CREDIT CORP GROUP LTD | EQUITY | 9818 | 91624 |
| CREDIT SAISON CO LTD | EQUITY | 3700 | 99357 |
| CREDITO EMILIANO SPA | EQUITY | 20791 | 373107 |
| CREST NICHOLSON HOLDINGS | EQUITY | 44092 | 83701 |
| CRODA INTERNATIONAL PLC | EQUITY | 25284 | 914320 |
| CROMBIE REAL ESTATE INVESTME | EQUITY | 18408 | 205063 |
| CROMWELL PROPERTY GROUP | EQUITY | 204650 | 62625 |
| CRONOS GROUP INC | EQUITY | 34500 | 90607 |
| CRRC CORP LTD A | EQUITY | 247100 | 240839 |
| CRRC CORP LTD H | EQUITY | 733000 | 563158 |
| CS WIND CORP | EQUITY | 5828 | 167501 |
| CSBC CORP TAIWAN | EQUITY | 47934 | 30381 |
| CSC FINANCIAL CO LTD A | EQUITY | 30100 | 115007 |
| CSL LTD | EQUITY | 76829 | 8845032 |
| CSPC INNOVATION PHARMACEUT A | EQUITY | 18960 | 97741 |
| CSPC PHARMACEUTICAL GROUP LT | EQUITY | 1670400 | 1809144 |
| CT REAL ESTATE INVESTMENT TR | EQUITY | 8700 | 103264 |
| CTBC FINANCIAL HOLDING CO LT | EQUITY | 2489652 | 3974668 |
| CTCI CORP | EQUITY | 124321 | 121985 |
| CTF SERVICES LTD | EQUITY | 302908 | 290708 |
| CTS EVENTIM AG + CO KGAA | EQUITY | 11344 | 1040623 |
| CTT CORREIOS DE PORTUGAL | EQUITY | 50447 | 440227 |
| CURRYS PLC | EQUITY | 178073 | 301826 |
| CVS GROUP PLC | EQUITY | 11519 | 198950 |
| CYBERAGENT INC | EQUITY | 68400 | 584224 |
| CYBERARK SOFTWARE LTD/ISRAEL | EQUITY | 7092 | 3163458 |
| CYBOZU INC | EQUITY | 4600 | 82624 |
| CYFROWY POLSAT SA | EQUITY | 56616 | 192069 |
| CYRELA BRAZIL REALTY SA EMP | EQUITY | 74600 | 409660 |
| CZECH KORUNA | CASH | 2303790 | 111935 |
| D IETEREN GROUP | EQUITY | 3954 | 711802 |
| D/S NORDEN | EQUITY | 4707 | 185977 |
| DAEDUCK ELECTRONICS CO LTD | EQUITY | 6322 | 207217 |
| DAEJOO ELECTRONIC MATERIALS | EQUITY | 2174 | 95283 |
| DAETWYLER HOLDING AG BR | EQUITY | 1358 | 279257 |
| DAEWOO ENGINEERING + CONSTR | EQUITY | 33894 | 89581 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DAEWOONG PHARMACEUTICAL CO | EQUITY | 846 | 100847 |
| DAH SING BANKING GROUP LTD | EQUITY | 76400 | 104733 |
| DAH SING FINANCIAL HOLDINGS | EQUITY | 26050 | 118344 |
| DAI NIPPON PRINTING CO LTD | EQUITY | 56500 | 971849 |
| DAICEL CORP | EQUITY | 44500 | 396337 |
| DAIDO STEEL CO LTD | EQUITY | 23500 | 240091 |
| DAIEI KANKYO CO LTD | EQUITY | 8800 | 218303 |
| DAIFUKU CO LTD | EQUITY | 52200 | 1644387 |
| DAIHEN CORP | EQUITY | 3200 | 204370 |
| DAIICHI LIFE GROUP INC | EQUITY | 488100 | 4049601 |
| DAIICHI SANKYO CO LTD | EQUITY | 276300 | 5880600 |
| DAIICHIKOSHO CO LTD | EQUITY | 13600 | 146286 |
| DAIKIN INDUSTRIES LTD | EQUITY | 40200 | 5157139 |
| DAIKOKUTENBUSSAN CO LTD | EQUITY | 900 | 32805 |
| DAIMLER TRUCK HOLDING AG | EQUITY | 78739 | 3450469 |
| DAIO PAPER CORP | EQUITY | 12700 | 75402 |
| DAISEKI CO LTD | EQUITY | 8040 | 174173 |
| DAISHI HOKUETSU FINANCIAL GR | EQUITY | 37500 | 388452 |
| DAITO TRUST CONSTRUCT CO LTD | EQUITY | 32500 | 619409 |
| DAIWA HOUSE INDUSTRY CO LTD | EQUITY | 71400 | 2369576 |
| DAIWA HOUSE REIT INVESTMENT | EQUITY | 328 | 299477 |
| DAIWA INDUSTRIES LTD | EQUITY | 4100 | 41663 |
| DAIWA OFFICE INVESTMENT CORP | EQUITY | 118 | 281754 |
| DAIWA SECURITIES GROUP INC | EQUITY | 182400 | 1596733 |
| DAIWA SECURITIES LIVING INVE | EQUITY | 446 | 324068 |
| DAIWABO HOLDINGS CO LTD | EQUITY | 15500 | 304971 |
| DALLAH HEALTHCARE CO | EQUITY | 5343 | 178774 |
| DAMAI ENTERTAINMENT HOLDINGS | EQUITY | 2420000 | 295368 |
| DANA GAS | EQUITY | 476190 | 111499 |
| DANIELI + CO | EQUITY | 2225 | 132226 |
| DANIELI + CO RSP | EQUITY | 6489 | 280453 |
| DANISH KRONE | CASH | 804655 | 126526 |
| DANONE | EQUITY | 95438 | 8605824 |
| DANSKE BANK A/S | EQUITY | 98805 | 4925851 |
| DAQIN RAILWAY CO LTD A | EQUITY | 150600 | 111127 |
| DAQO NEW ENERGY CORP ADR | EQUITY | 9000 | 265500 |
| DAR AL ARKAN REAL ESTATE DEV | EQUITY | 89759 | 381454 |
| DASSAULT AVIATION SA | EQUITY | 2724 | 872327 |
| DASSAULT SYSTEMES SE | EQUITY | 105571 | 2946753 |
| DATA 3 LTD | EQUITY | 13522 | 80894 |
| DATATEC LTD | EQUITY | 93172 | 444493 |
| DAVIDE CAMPARI MILANO NV | EQUITY | 93345 | 607126 |
| DB HITEK CO LTD | EQUITY | 6037 | 280934 |
| DB INSURANCE CO LTD | EQUITY | 8920 | 809603 |
| DBS GROUP HOLDINGS LTD | EQUITY | 327562 | 14328856 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DCC PLC | EQUITY | 16621 | 1030785 |
| DCM HOLDINGS CO LTD | EQUITY | 18300 | 189474 |
| DE LONGHI SPA | EQUITY | 12207 | 523283 |
| DEEP YELLOW LTD | EQUITY | 158093 | 194081 |
| DEFI TECHNOLOGIES INC | EQUITY | 91800 | 70319 |
| DEFINITY FINANCIAL CORP | EQUITY | 7400 | 409908 |
| DELEK GROUP LTD | EQUITY | 1579 | 421565 |
| DELIVERY HERO SE | EQUITY | 31358 | 836686 |
| DELTA ELECTRONICS INC | EQUITY | 286794 | 8726423 |
| DELTA ELECTRONICS THAI FORGN | EQUITY | 533000 | 2926805 |
| DEMANT A/S | EQUITY | 18588 | 627072 |
| DEME GROUP | EQUITY | 1300 | 212083 |
| DENA CO LTD | EQUITY | 14400 | 232081 |
| DENISON MINES CORP | EQUITY | 128900 | 342291 |
| DENKA CO LTD | EQUITY | 14500 | 254070 |
| DENSO CORP | EQUITY | 250200 | 3449045 |
| DENTALCORP HOLDINGS LTD | EQUITY | 12600 | 100745 |
| DENTSU GROUP INC | EQUITY | 37200 | 789198 |
| DENTSU SOKEN INC | EQUITY | 11400 | 199218 |
| DERICHEBOURG | EQUITY | 16351 | 129886 |
| DERMAPHARM HOLDING SE | EQUITY | 3203 | 148086 |
| DERWENT LONDON PLC | EQUITY | 14970 | 347754 |
| DESCARTES SYSTEMS GRP/THE | EQUITY | 15100 | 1326421 |
| DETERRA ROYALTIES LTD | EQUITY | 77882 | 210994 |
| DEUTSCHE BANK AG REGISTERED | EQUITY | 291111 | 11315438 |
| DEUTSCHE BOERSE AG | EQUITY | 30490 | 8003431 |
| DEUTSCHE LUFTHANSA REG | EQUITY | 101596 | 1003982 |
| DEUTSCHE PFANDBRIEFBANK AG | EQUITY | 22743 | 112549 |
| DEUTSCHE TELEKOM AG REG | EQUITY | 556120 | 18027553 |
| DEUTZ AG | EQUITY | 23520 | 234614 |
| DEXCO SA | EQUITY | 111144 | 100723 |
| DEXERIALS CORP | EQUITY | 27600 | 463764 |
| DEXUS INDUSTRIA REIT | EQUITY | 34323 | 61412 |
| DEXUS/AU | EQUITY | 182187 | 839496 |
| DFDS A/S | EQUITY | 6037 | 90166 |
| DHL GROUP | EQUITY | 142634 | 7807399 |
| DIAGEO PLC | EQUITY | 336097 | 7224185 |
| DIALOG GROUP BHD | EQUITY | 646000 | 267241 |
| DIAN SWASTATIKA SENTOSA TBK | EQUITY | 148000 | 893270 |
| DIASORIN SPA | EQUITY | 4568 | 368139 |
| DIC CORP | EQUITY | 12800 | 298162 |
| DICKER DATA LTD | EQUITY | 10241 | 70133 |
| DIGITAL ARTS INC | EQUITY | 2300 | 91797 |
| DIGITAL GARAGE INC | EQUITY | 4900 | 84908 |
| DINO POLSKA SA | EQUITY | 90060 | 1035266 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DIOS FASTIGHETER AB | EQUITY | 14386 | 102412 |
| DIP CORP | EQUITY | 5700 | 80477 |
| DIPLOMA PLC | EQUITY | 24203 | 1723628 |
| DIRECIONAL ENGENHARIA SA | EQUITY | 132900 | 342257 |
| DIS CHEM PHARMACIES PTY LTD | EQUITY | 62806 | 132662 |
| DISCO CORP | EQUITY | 13900 | 4283759 |
| DISCOVERY LTD | EQUITY | 93522 | 1284474 |
| DISCOVERY SILVER CORP | EQUITY | 138600 | 847323 |
| DISTRIBUIDORA INTERNACIONAL | EQUITY | 2578 | 110966 |
| DIVERSIFIED ENERGY CO | EQUITY | 14207 | 205447 |
| DKSH HOLDING AG | EQUITY | 6734 | 486490 |
| DL E+C CO LTD | EQUITY | 6468 | 183600 |
| DL HOLDINGS CO LTD | EQUITY | 2580 | 67136 |
| DMG MORI CO LTD | EQUITY | 19000 | 317070 |
| DNB BANK ASA | EQUITY | 121773 | 3388927 |
| DNO ASA | EQUITY | 166621 | 261809 |
| DO + CO AG | EQUITY | 1009 | 244918 |
| DOCEBO INC | EQUITY | 4800 | 106768 |
| DOF GROUP ASA | EQUITY | 25313 | 238717 |
| DOLLARAMA INC | EQUITY | 42900 | 6420212 |
| DOMETIC GROUP AB | EQUITY | 53328 | 270829 |
| DOMINO S PIZZA ENTERPRISES L | EQUITY | 13962 | 195185 |
| DOMINO S PIZZA GROUP PLC | EQUITY | 70144 | 163604 |
| DONGFANG ELECTRIC CORP LTD A | EQUITY | 28200 | 98002 |
| DONGFENG MOTOR GRP CO LTD H | EQUITY | 338000 | 383010 |
| DONGJIN SEMICHEM CO LTD | EQUITY | 5680 | 143338 |
| DONGKOOK PHARMACEUTICAL CO L | EQUITY | 4156 | 49344 |
| DONGSUH COMPANIES INC | EQUITY | 9481 | 176532 |
| DONGYUE GROUP | EQUITY | 212000 | 294705 |
| DOOSAN BOBCAT INC | EQUITY | 8793 | 350467 |
| DOOSAN CO LTD | EQUITY | 1469 | 785760 |
| DOOSAN ENERBILITY CO LTD | EQUITY | 69400 | 3593592 |
| DOOSAN FUEL CELL CO LTD | EQUITY | 4265 | 84205 |
| DORMAKABA HOLDING AG | EQUITY | 5350 | 432523 |
| DOSHISHA CO LTD | EQUITY | 4100 | 86358 |
| DOUTOR NICHIRES HOLDINGS CO | EQUITY | 7100 | 117695 |
| DOUZONE BIZON CO LTD | EQUITY | 5874 | 347107 |
| DOWA HOLDINGS CO LTD | EQUITY | 8530 | 404944 |
| DOWLAIS GROUP PLC | EQUITY | 248838 | 281139 |
| DOWNER EDI LTD | EQUITY | 129272 | 683453 |
| DPM METALS INC | EQUITY | 32500 | 1005763 |
| DR ING HC F PORSCHE AG | EQUITY | 14915 | 798684 |
| DR SULAIMAN AL HABIB MEDICAL | EQUITY | 16650 | 1140837 |
| DR. MARTENS PLC | EQUITY | 76420 | 78750 |
| DRAEGERWERK AG PREF | EQUITY | 1542 | 125715 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DRAX GROUP PLC | EQUITY | 68117 | 767827 |
| DREAM INDUSTRIAL REAL ESTATE | EQUITY | 19000 | 174372 |
| DREAM UNLIMITED CL A SUB VOT | EQUITY | 5527 | 77820 |
| DRONESHIELD LTD | EQUITY | 170206 | 343682 |
| DSM FIRMENICH AG | EQUITY | 26829 | 2166675 |
| DSV A/S | EQUITY | 31021 | 7801467 |
| DTS CORP | EQUITY | 30400 | 238198 |
| DUBAI FINANCIAL MARKET PJSC | EQUITY | 2092353 | 939925 |
| DUBAI INVESTMENTS PJSC | EQUITY | 358187 | 349132 |
| DUBAI ISLAMIC BANK | EQUITY | 427282 | 1076943 |
| DUERR AG | EQUITY | 9303 | 246324 |
| DUNELM GROUP PLC | EQUITY | 24885 | 376233 |
| DUSKIN CO LTD | EQUITY | 7200 | 195214 |
| DYDO GROUP HOLDINGS INC | EQUITY | 3000 | 48463 |
| DYNO NOBEL LTD | EQUITY | 414531 | 884640 |
| E INK HOLDINGS INC | EQUITY | 158000 | 992710 |
| E MART INC | EQUITY | 3834 | 215857 |
| E.ON SE | EQUITY | 359535 | 6811323 |
| E.SUN FINANCIAL HOLDING CO | EQUITY | 1996330 | 2145242 |
| EAGERS AUTOMOTIVE LTD | EQUITY | 30689 | 502476 |
| EARTH CORP | EQUITY | 2400 | 75986 |
| EAST BUY HOLDING LTD | EQUITY | 92000 | 211812 |
| EAST JAPAN RAILWAY CO | EQUITY | 138100 | 3652340 |
| EAST MONEY INFORMATION CO A | EQUITY | 151210 | 500486 |
| EASTERN PROVINCE CEMENT CO | EQUITY | 7148 | 44613 |
| EASTROC BEVERAGE GROUP CO A | EQUITY | 9490 | 362883 |
| EASYJET PLC | EQUITY | 51767 | 354053 |
| EBARA CORP | EQUITY | 78000 | 1838519 |
| EBOS GROUP LIMITED | EQUITY | 11652 | 185034 |
| ECKERT + ZIEGLER SE | EQUITY | 8292 | 148589 |
| ECLAT TEXTILE COMPANY LTD | EQUITY | 34128 | 416940 |
| ECO WORLD DEVELOPMENT GROUP | EQUITY | 633700 | 326481 |
| ECOPRO BM CO LTD | EQUITY | 8844 | 896542 |
| ECOPRO CO LTD | EQUITY | 18451 | 1150554 |
| ECOPRO MATERIALS CO LTD | EQUITY | 1850 | 66473 |
| ECOVACS ROBOTICS CO LTD A | EQUITY | 4800 | 55286 |
| EDENRED | EQUITY | 46383 | 1029766 |
| EDION CORP | EQUITY | 18000 | 243417 |
| EDP RENOVAVEIS SA | EQUITY | 50935 | 718029 |
| EDP SA | EQUITY | 443158 | 2035648 |
| EDREAMS ODIGEO SL | EQUITY | 11148 | 52240 |
| EFG INTERNATIONAL AG | EQUITY | 15825 | 378277 |
| EGYPTIAN POUND | CASH | 4047971 | 84863 |
| EIFFAGE | EQUITY | 8162 | 1169906 |
| EIKEN CHEMICAL CO LTD | EQUITY | 5200 | 79886 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| EIRGENIX INC | EQUITY | 38000 | 74620 |
| EISAI CO LTD | EQUITY | 46400 | 1375662 |
| EIZO CORP | EQUITY | 5400 | 77104 |
| EL.EN. SPA | EQUITY | 7389 | 120798 |
| ELAN MICROELECTRONICS CORP | EQUITY | 51054 | 192221 |
| ELANG MAHKOTA TEKNOLOGI TBK | EQUITY | 2500000 | 162653 |
| ELBIT SYSTEMS LTD | EQUITY | 5030 | 2897644 |
| ELCO LTD | EQUITY | 1699 | 97768 |
| ELDERS LTD | EQUITY | 29734 | 135688 |
| ELDORADO GOLD CORP | EQUITY | 42979 | 1546711 |
| ELECOM CO LTD | EQUITY | 7400 | 81356 |
| ELECTRA LTD | EQUITY | 6660 | 227774 |
| ELECTRIC POWER DEVELOPMENT C | EQUITY | 8600 | 173674 |
| ELECTRICAL INDUSTRIES CO | EQUITY | 249139 | 743936 |
| ELECTRICITY GENERA PCL NVDR | EQUITY | 53300 | 192857 |
| ELECTROLUX AB B | EQUITY | 42080 | 289554 |
| ELECTROLUX PROFESSIONAL AB B | EQUITY | 42080 | 295345 |
| ELEKTA AB B SHS | EQUITY | 70253 | 431212 |
| ELEMENT FLEET MANAGEMENT COR | EQUITY | 64400 | 1693686 |
| ELEMENTIS PLC | EQUITY | 99675 | 222554 |
| ELIA GROUP SA/NV | EQUITY | 5902 | 760479 |
| ELIOR GROUP | EQUITY | 22337 | 71737 |
| ELIS SA | EQUITY | 34849 | 989947 |
| ELISA OYJ | EQUITY | 18352 | 813947 |
| ELITE MATERIAL CO LTD | EQUITY | 48000 | 2489706 |
| ELITE SEMICONDUCTOR MICROELE | EQUITY | 43000 | 160336 |
| ELKEM ASA | EQUITY | 49568 | 149682 |
| ELM CO | EQUITY | 4013 | 800289 |
| ELMOS SEMICONDUCTOR SE | EQUITY | 1538 | 174214 |
| EMAAR ECONOMIC CITY | EQUITY | 29953 | 79937 |
| EMAAR PROPERTIES PJSC | EQUITY | 1087828 | 4161801 |
| EMBOTELLADORA ANDINA PREF B | EQUITY | 61136 | 286159 |
| EMBRACER GROUP AB | EQUITY | 24514 | 160262 |
| EMBRAER SA | EQUITY | 116970 | 1889541 |
| EMEMORY TECHNOLOGY INC | EQUITY | 11000 | 600535 |
| EMERA INC | EQUITY | 50300 | 2482066 |
| EMIRATES NBD PJSC | EQUITY | 331440 | 2513245 |
| EMIRATES TELECOM GROUP CO | EQUITY | 636063 | 3176072 |
| EMMI AG REG | EQUITY | 364 | 337609 |
| EMPIRE CO LTD A | EQUITY | 29600 | 1030467 |
| EMPIRIC STUDENT PROPERTY PLC | EQUITY | 102147 | 106814 |
| EMPRESA NACIONAL DE TELECOM | EQUITY | 16972 | 88496 |
| EMPRESAS CMPC SA | EQUITY | 207759 | 325842 |
| EMPRESAS COPEC SA | EQUITY | 87230 | 683076 |
| EMS CHEMIE HOLDING AG REG | EQUITY | 1457 | 1007969 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ENAGAS SA | EQUITY | 12189 | 188247 |
| ENAV SPA | EQUITY | 49983 | 276724 |
| ENBRIDGE INC | EQUITY | 322440 | 15449833 |
| ENCE ENERGIA Y CELULOSA SA | EQUITY | 25415 | 71816 |
| ENCHEM CO LTD | EQUITY | 2176 | 94807 |
| ENDEAVOUR GROUP LTD/AUSTRALI | EQUITY | 93298 | 227242 |
| ENDEAVOUR MINING PLC | EQUITY | 17683 | 913638 |
| ENDEAVOUR SILVER CORP | EQUITY | 45900 | 432295 |
| ENDESA SA | EQUITY | 58957 | 2120885 |
| ENEA SA | EQUITY | 35851 | 193595 |
| ENEL AMERICAS SA | EQUITY | 1142361 | 108537 |
| ENEL CHILE SA ADR | EQUITY | 105080 | 422422 |
| ENEL SPA | EQUITY | 1224939 | 12770721 |
| ENEOS HOLDINGS INC | EQUITY | 398950 | 2817366 |
| ENERFLEX LTD | EQUITY | 15504 | 239332 |
| ENERGEAN PLC | EQUITY | 26785 | 319238 |
| ENERGIEKONTOR AG | EQUITY | 1075 | 45108 |
| ENERGISA SA UNITS | EQUITY | 38788 | 332769 |
| ENERGIX RENEWABLE ENERGIES | EQUITY | 31751 | 160195 |
| ENERGY ABSOLUTE PCL NVDR | EQUITY | 101067 | 2181 |
| ENERGY ABSOLUTE PCL NVDR | EQUITY | 606400 | 51695 |
| ENERGY FUELS INC | EQUITY | 26300 | 381429 |
| ENGHOUSE SYSTEMS LTD | EQUITY | 7100 | 105458 |
| ENGIE | EQUITY | 248226 | 6522591 |
| ENGIE BRASIL ENERGIA SA | EQUITY | 67025 | 386812 |
| ENGIE ENERGIA CHILE SA | EQUITY | 101139 | 151107 |
| ENI SPA | EQUITY | 284642 | 5395569 |
| ENLIGHT RENEWABLE ENERGY LTD | EQUITY | 21631 | 982755 |
| ENN ENERGY HOLDINGS LTD | EQUITY | 142000 | 1262465 |
| ENN NATURAL GAS CO LTD A | EQUITY | 24100 | 71595 |
| ENNOCONN CORP | EQUITY | 8485 | 77038 |
| ENNOSTAR INC | EQUITY | 109762 | 124248 |
| ENTAIN PLC | EQUITY | 114706 | 1178617 |
| EO TECHNICS CO LTD | EQUITY | 2377 | 449441 |
| EOPTOLINK TECHNOLOGY INC L A | EQUITY | 10200 | 624998 |
| EPIROC AB A | EQUITY | 100696 | 2275399 |
| EPIROC AB B | EQUITY | 61585 | 1241073 |
| EQB INC | EQUITY | 4200 | 318321 |
| EQT AB | EQUITY | 65119 | 2537358 |
| EQUASENS | EQUITY | 648 | 34172 |
| EQUATORIAL SA ORD | EQUITY | 193679 | 1357173 |
| EQUINOR ASA | EQUITY | 107137 | 2531165 |
| EQUINOX GOLD CORP | EQUITY | 106996 | 1505711 |
| EQUITAL LTD | EQUITY | 7052 | 359116 |
| EQUITES PROPERTY FUND LTD | EQUITY | 65646 | 72698 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ERAMET | EQUITY | 1657 | 111350 |
| ERG SPA | EQUITY | 10911 | 281661 |
| ERICSSON LM B SHS | EQUITY | 428394 | 4176478 |
| ERO COPPER CORP | EQUITY | 11800 | 334265 |
| ERSTE GROUP BANK AG | EQUITY | 48219 | 5797512 |
| ESR REIT | EQUITY | 109255 | 230004 |
| ESSILORLUXOTTICA | EQUITY | 46501 | 14693032 |
| ESSITY AKTIEBOLAG B | EQUITY | 76330 | 2195960 |
| ETERNAL MATERIALS CO LTD | EQUITY | 229996 | 298631 |
| ETIHAD ETISALAT CO | EQUITY | 63995 | 1126072 |
| EURAZEO SE | EQUITY | 9475 | 589316 |
| EURO CURRENCY | CASH | 1094874 | 1285875 |
| EUROBANK SA | EQUITY | 445586 | 1792367 |
| EUROCOMMERCIAL PROPERTIES NV | EQUITY | 13301 | 406941 |
| EUROFINS SCIENTIFIC | EQUITY | 18491 | 1351497 |
| EURONEXT NV | EQUITY | 13593 | 2038915 |
| EUROPRIS ASA | EQUITY | 40548 | 385012 |
| EUTELSAT COMMUNICATIONS | EQUITY | 53058 | 105679 |
| EVA AIRWAYS CORP | EQUITY | 612004 | 710733 |
| EVE ENERGY CO LTD A | EQUITY | 19959 | 187148 |
| EVERBRIGHT SECURITIE CO A | EQUITY | 42500 | 106523 |
| EVEREST MEDICINES LTD | EQUITY | 40000 | 190043 |
| EVERGREEN MARINE CORP LTD | EQUITY | 178452 | 1079096 |
| EVERLIGHT ELECTRONICS CO LTD | EQUITY | 146845 | 257405 |
| EVERTZ TECHNOLOGIES LTD | EQUITY | 4800 | 48464 |
| EVN AG | EQUITY | 3494 | 111182 |
| EVOLUTION AB | EQUITY | 20808 | 1414219 |
| EVOLUTION MINING LTD | EQUITY | 340958 | 2866328 |
| EVONIK INDUSTRIES AG | EQUITY | 43767 | 686429 |
| EVOTEC SE | EQUITY | 23029 | 147505 |
| EVT LTD | EQUITY | 16378 | 136768 |
| EXCHANGE INCOME CORP | EQUITY | 3200 | 191335 |
| EXEDY CORP | EQUITY | 4500 | 161307 |
| EXEO GROUP INC | EQUITY | 33600 | 557427 |
| EXOR NV | EQUITY | 5002 | 423643 |
| EXPERIAN PLC | EQUITY | 132670 | 5987286 |
| EXTENDICARE INC | EQUITY | 16400 | 255437 |
| EXXARO RESOURCES LTD | EQUITY | 44532 | 481064 |
| EZAKI GLICO CO LTD | EQUITY | 8200 | 283427 |
| F+F CO LTD / NEW | EQUITY | 2930 | 138977 |
| FABEGE AB | EQUITY | 52818 | 473009 |
| FAGRON | EQUITY | 10966 | 274353 |
| FAIRFAX FINANCIAL HLDGS LTD | EQUITY | 3300 | 6297601 |
| FALABELLA SA | EQUITY | 139631 | 973232 |
| FANUC CORP | EQUITY | 143500 | 5581235 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FAR EAST HORIZON LTD | EQUITY | 358000 | 369798 |
| FAR EAST HOSPITALITY TRUST | EQUITY | 150000 | 71152 |
| FAR EASTERN DEPARTMENT STORE | EQUITY | 296670 | 207747 |
| FAR EASTERN INTL BANK | EQUITY | 609353 | 248969 |
| FAR EASTERN NEW CENTURY CORP | EQUITY | 554461 | 489597 |
| FAR EASTONE TELECOMM CO LTD | EQUITY | 315000 | 884321 |
| FARADAY TECHNOLOGY CORP | EQUITY | 36763 | 198735 |
| FAST RETAILING CO LTD | EQUITY | 29400 | 10654834 |
| FASTIGHETS AB BALDER B SHRS | EQUITY | 120510 | 889374 |
| FATTAL HOLDINGS 1998 LTD | EQUITY | 1411 | 288434 |
| FCC CO LTD | EQUITY | 5800 | 137418 |
| FDJ UNITED | EQUITY | 8177 | 226563 |
| FENG HSIN STEEL CO LTD | EQUITY | 81000 | 157978 |
| FENG TAY ENTERPRISE CO LTD | EQUITY | 92961 | 343681 |
| FERRARI NV | EQUITY | 19930 | 7459747 |
| FERRETTI SPA | EQUITY | 31348 | 113174 |
| FERROTEC CORP | EQUITY | 6000 | 192873 |
| FERROVIAL SE | EQUITY | 73730 | 4792014 |
| FEVERTREE DRINKS PLC | EQUITY | 17865 | 197103 |
| FIBI HOLDINGS | EQUITY | 6058 | 505800 |
| FIBRA MACQUARIE MEXICO | EQUITY | 137408 | 259309 |
| FIELMANN GROUP AG | EQUITY | 4262 | 217907 |
| FIERA CAPITAL CORP | EQUITY | 12400 | 56086 |
| FIH MOBILE LTD | EQUITY | 59900 | 149990 |
| FINANCIAL PARTNERS GROUP | EQUITY | 13900 | 169905 |
| FINCANTIERI SPA | EQUITY | 14309 | 280647 |
| FINECOBANK SPA | EQUITY | 109705 | 2860317 |
| FINNING INTERNATIONAL INC | EQUITY | 28000 | 1519139 |
| FINVOLUTION GROUP ADR | EQUITY | 18400 | 96232 |
| FIREFINCH LTD. | EQUITY | 189262 | 51651 |
| FIRST ABU DHABI BANK PJSC | EQUITY | 833122 | 3955906 |
| FIRST CAPITAL REAL ESTATE IN | EQUITY | 18300 | 252322 |
| FIRST FINANCIAL HOLDING CO | EQUITY | 1539738 | 1439895 |
| FIRST INTL BANK ISRAEL | EQUITY | 8135 | 639396 |
| FIRST MAJESTIC SILVER CORP | EQUITY | 55700 | 930534 |
| FIRST PACIFIC CO | EQUITY | 425000 | 325432 |
| FIRST QUANTUM MINERALS LTD | EQUITY | 117176 | 3145779 |
| FIRST RESOURCES LTD | EQUITY | 125600 | 204053 |
| FIRSTGROUP PLC | EQUITY | 126421 | 323699 |
| FIRSTRAND LTD | EQUITY | 777323 | 4257216 |
| FIRSTSERVICE CORP | EQUITY | 7000 | 1090024 |
| FISCHER (GEORG) REG | EQUITY | 15408 | 1036222 |
| FISHER + PAYKEL HEALTHCARE C | EQUITY | 83178 | 1802579 |
| FITIPOWER INTEGRATED TECH | EQUITY | 17000 | 77331 |
| FIVERR INTERNATIONAL LTD | EQUITY | 5500 | 108680 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FLAT GLASS GROUP CO LTD A | EQUITY | 14400 | 32241 |
| FLATEXDEGIRO SE | EQUITY | 9113 | 390285 |
| FLETCHER BUILDING LTD | EQUITY | 152066 | 320959 |
| FLEURY SA | EQUITY | 67628 | 184749 |
| FLEXIUM INTERCONNECT INC | EQUITY | 51000 | 95257 |
| FLIGHT CENTRE TRAVEL GROUP L | EQUITY | 27026 | 269992 |
| FLOW TRADERS LTD | EQUITY | 4058 | 119867 |
| FLSMIDTH + CO A/S | EQUITY | 9545 | 663971 |
| FLUGHAFEN ZURICH AG REG | EQUITY | 3392 | 1074516 |
| FLUIDRA SA | EQUITY | 17813 | 484518 |
| FNAC DARTY SA | EQUITY | 1285 | 43651 |
| FOCUS MEDIA INFORMATION TE A | EQUITY | 227600 | 239803 |
| FOMENTO ECONOMICO MEXICA UBD | EQUITY | 279500 | 2827101 |
| FOOD + LIFE COMPANIES LTD | EQUITY | 18000 | 911857 |
| FORBO HOLDING AG REG | EQUITY | 190 | 208754 |
| FORMOSA CHEMICALS + FIBRE | EQUITY | 641582 | 652227 |
| FORMOSA INTERNATIONAL HOTELS | EQUITY | 21000 | 126340 |
| FORMOSA PLASTICS CORP | EQUITY | 697528 | 862245 |
| FORMOSA TAFFETA CO. | EQUITY | 209319 | 105682 |
| FORMULA SYSTEMS (1985) LTD | EQUITY | 1761 | 296880 |
| FORTESCUE LTD | EQUITY | 257507 | 3762373 |
| FORTIS INC | EQUITY | 85776 | 4465421 |
| FORTRESS REAL EST INV LTD B | EQUITY | 65758 | 94847 |
| FORTUM OYJ | EQUITY | 60232 | 1280982 |
| FORTUNA MINING CORP | EQUITY | 49610 | 486781 |
| FORTUNE ELECTRIC CO LTD | EQUITY | 22990 | 559735 |
| FORTUNE REIT | EQUITY | 249000 | 156435 |
| FORVIA | EQUITY | 28211 | 451350 |
| FORVIA | EQUITY | 2844 | 45760 |
| FOSHAN HAITIAN FLAVOURING A | EQUITY | 55185 | 292090 |
| FOSUN INTERNATIONAL LTD | EQUITY | 438698 | 246868 |
| FOUNDER SECURITIES CO LTD A | EQUITY | 147900 | 164765 |
| FOXCONN INDUSTRIAL INTERNE A | EQUITY | 149900 | 1322453 |
| FOXCONN TECHNOLOGY CO LTD | EQUITY | 163496 | 318891 |
| FP CORP | EQUITY | 8200 | 137733 |
| FRANCO NEVADA CORP | EQUITY | 30055 | 6238153 |
| FRAPORT AG FRANKFURT AIRPORT | EQUITY | 6568 | 536972 |
| FRASER + NEAVE HOLDINGS BHD | EQUITY | 37300 | 326308 |
| FRASERS CENTREPOINT TRUST | EQUITY | 206014 | 372992 |
| FRASERS GROUP PLC | EQUITY | 35651 | 325137 |
| FRASERS LOGISTICS + COMMERCI | EQUITY | 466798 | 361175 |
| FREEE KK | EQUITY | 5600 | 106818 |
| FREEHOLD ROYALTIES LTD | EQUITY | 20300 | 224955 |
| FREENET AG | EQUITY | 27441 | 945101 |
| FRESENIUS MEDICAL CARE AG | EQUITY | 38455 | 1841203 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FRESENIUS SE + CO KGAA | EQUITY | 64840 | 3729510 |
| FRESNILLO PLC | EQUITY | 30491 | 1354774 |
| FRONTIER REAL ESTATE INVEST | EQUITY | 425 | 252027 |
| FRONTKEN CORP BHD | EQUITY | 151500 | 155602 |
| FRONTLINE PLC | EQUITY | 22395 | 494180 |
| FU SHOU YUAN INTERNATIONAL | EQUITY | 158000 | 57041 |
| FUBON FINANCIAL HOLDING CO | EQUITY | 1303901 | 3975723 |
| FUCHS SE PREF | EQUITY | 12458 | 557658 |
| FUFENG GROUP LTD | EQUITY | 431000 | 436344 |
| FUGRO NV | EQUITY | 17069 | 170211 |
| FUJI CO LTD | EQUITY | 3200 | 43621 |
| FUJI CORP/AICHI | EQUITY | 13200 | 307090 |
| FUJI ELECTRIC CO LTD | EQUITY | 21800 | 1651509 |
| FUJI KYUKO CO LTD | EQUITY | 3700 | 48953 |
| FUJI MEDIA HOLDINGS INC | EQUITY | 7900 | 186114 |
| FUJI OIL CO LTD /OSAKA | EQUITY | 8900 | 207378 |
| FUJI SEAL INTERNATIONAL INC | EQUITY | 1500 | 30012 |
| FUJIFILM HOLDINGS CORP | EQUITY | 167700 | 3580705 |
| FUJIKURA LTD | EQUITY | 40000 | 4464409 |
| FUJIMI INC | EQUITY | 8700 | 131815 |
| FUJITSU LIMITED | EQUITY | 264300 | 7241617 |
| FUKUDA DENSHI CO LTD | EQUITY | 2300 | 110741 |
| FUKUOKA FINANCIAL GROUP INC | EQUITY | 28600 | 922519 |
| FUKUOKA REIT CORP | EQUITY | 125 | 150015 |
| FUKUYAMA TRANSPORTING CO LTD | EQUITY | 5100 | 143808 |
| FULGENT SUN INTERNATIONAL | EQUITY | 32221 | 104530 |
| FUNAI SOKEN HOLDINGS INC | EQUITY | 13600 | 99389 |
| FURUKAWA ELECTRIC CO LTD | EQUITY | 12200 | 781194 |
| FUSO CHEMICAL CO LTD | EQUITY | 3800 | 154668 |
| FUTU HOLDINGS LTD ADR | EQUITY | 10500 | 1724205 |
| FUTURE CORP | EQUITY | 7200 | 90892 |
| FUTURE PLC | EQUITY | 19405 | 137462 |
| FUYAO GLASS INDUSTRY GROUP A | EQUITY | 21800 | 201820 |
| FUYAO GLASS INDUSTRY GROUP H | EQUITY | 98000 | 846098 |
| FUYO GENERAL LEASE CO LTD | EQUITY | 9000 | 246389 |
| G CITY LTD | EQUITY | 16715 | 41957 |
| G MINING VENTURE CORP | EQUITY | 31100 | 941338 |
| GALAPAGOS NV | EQUITY | 7513 | 245240 |
| GALAXY ENTERTAINMENT GROUP L | EQUITY | 405000 | 1993910 |
| GALAXYCORE INC A | EQUITY | 64572 | 138061 |
| GALDERMA GROUP AG | EQUITY | 22274 | 4520395 |
| GALENICA AG | EQUITY | 9768 | 1203413 |
| GALILEI CO LTD | EQUITY | 4400 | 106779 |
| GALP ENERGIA SGPS SA | EQUITY | 60604 | 1031767 |
| GAMES WORKSHOP GROUP PLC | EQUITY | 6390 | 1618342 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GAMMA COMMUNICATIONS PLC | EQUITY | 13851 | 171297 |
| GAMUDA BHD | EQUITY | 927425 | 1136812 |
| GANFENG LITHIUM GROUP CO L A | EQUITY | 53700 | 481770 |
| GAV YAM LANDS CORP LTD | EQUITY | 1 | 8 |
| GAZPROM PJSC | EQUITY | 214900 | 314145 |
| GAZTRANSPORT ET TECHNIGA SA | EQUITY | 7005 | 1284333 |
| GB GROUP PLC | EQUITY | 31809 | 109559 |
| GCL TECHNOLOGY HOLDINGS LTD | EQUITY | 4285000 | 583555 |
| GD POWER DEVELOPMENT CO A | EQUITY | 181200 | 130617 |
| GDI INTEGRATED FACILITY SERV | EQUITY | 2300 | 60824 |
| GDS HOLDINGS LTD CL A | EQUITY | 200700 | 868965 |
| GEA GROUP AG | EQUITY | 26200 | 1777673 |
| GEBERIT AG REG | EQUITY | 5022 | 3911257 |
| GECINA SA | EQUITY | 2812 | 266626 |
| GEELY AUTOMOBILE HOLDINGS LT | EQUITY | 1031000 | 2371028 |
| GEK TERNA SA | EQUITY | 9762 | 291440 |
| GEM CO LTD A | EQUITY | 48600 | 58153 |
| GENERAL INTERFACE SOLUTION | EQUITY | 36000 | 48839 |
| GENERALI | EQUITY | 125481 | 5268521 |
| GENERTEC UNIVERSAL MEDICAL G | EQUITY | 172000 | 131483 |
| GENESIS MINERALS LTD | EQUITY | 224878 | 1080205 |
| GENIUS ELECTRONIC OPTICAL CO | EQUITY | 9713 | 138953 |
| GENKY DRUGSTORES CO LTD | EQUITY | 3600 | 113944 |
| GENMAB A/S | EQUITY | 9430 | 2912198 |
| GENOMMA LAB INTERNACIONAL B | EQUITY | 135400 | 134726 |
| GENSCRIPT BIOTECH CORP | EQUITY | 196000 | 312754 |
| GENTERA SAB DE CV | EQUITY | 166400 | 426470 |
| GENTING BHD | EQUITY | 385800 | 285752 |
| GENTING SINGAPORE LTD | EQUITY | 608799 | 342619 |
| GENUIT GROUP PLC | EQUITY | 37837 | 165378 |
| GENUS PLC | EQUITY | 11171 | 388155 |
| GERDAU SA PREF | EQUITY | 256306 | 951738 |
| GERRESHEIMER AG | EQUITY | 5628 | 182227 |
| GESTAMP AUTOMOCION SA | EQUITY | 30675 | 109592 |
| GETAC HOLDINGS CORP | EQUITY | 70000 | 259650 |
| GETINGE AB B SHS | EQUITY | 43022 | 1023082 |
| GETLINK SE | EQUITY | 51855 | 957929 |
| GF SECURITIES CO LTD A | EQUITY | 49100 | 154344 |
| GFL ENVIRONMENTAL INC SUB VT | EQUITY | 40000 | 1720518 |
| GFT TECHNOLOGIES SE | EQUITY | 2894 | 63967 |
| GIANT MANUFACTURING | EQUITY | 66320 | 194991 |
| GIBSON ENERGY INC | EQUITY | 26900 | 492962 |
| GIGABYTE TECHNOLOGY CO LTD | EQUITY | 93000 | 733723 |
| GIGADEVICE SEMICONDUCTO CL A | EQUITY | 6860 | 208913 |
| GILDAN ACTIVEWEAR INC | EQUITY | 22300 | 1395672 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GIVAUDAN REG | EQUITY |  |  | 1484 | 5898687 |
| GJENSIDIGE FORSIKRING ASA | EQUITY |  |  | 37731 | 1129581 |
| GLANBIA PLC | EQUITY |  |  | 38490 | 659515 |
| GLENCORE PLC | EQUITY |  |  | 1455758 | 7901898 |
| GLENVEAGH PROPERTIES PLC | EQUITY |  |  | 137068 | 310720 |
| GLOBAL BRANDS MANUFACTURE | EQUITY |  |  | 81300 | 286807 |
| GLOBAL E ONLINE LTD | EQUITY |  |  | 16300 | 640753 |
| GLOBAL MIXED MODE TECHNOLOGY | EQUITY |  |  | 12000 | 79998 |
| GLOBAL ONE REIT | EQUITY |  |  | 166 | 145848 |
| GLOBAL UNICHIP CORP | EQUITY |  |  | 16079 | 1081764 |
| GLOBALWAFERS CO LTD | EQUITY |  |  | 40000 | 513469 |
| GLORIA MATERIAL TECHNOLOGY | EQUITY |  |  | 99000 | 101057 |
| GLORY LTD | EQUITY |  |  | 8200 | 207359 |
| GLP J REIT | EQUITY |  |  | 329 | 312578 |
| GMO FINANCIAL HOLDINGS INC | EQUITY |  |  | 12200 | 67954 |
| GMO INTERNET GROUP INC | EQUITY |  |  | 12700 | 317666 |
| GMO PAYMENT GATEWAY INC | EQUITY |  |  | 7100 | 440720 |
| GN STORE NORD A/S | EQUITY |  |  | 21974 | 364705 |
| GNI GROUP LTD | EQUITY |  |  | 8100 | 124769 |
| GOEASY LTD | EQUITY |  |  | 2100 | 201137 |
| GOERTEK INC A | EQUITY |  |  | 35300 | 144745 |
| GOLD CIRCUIT ELECTRONICS LTD | EQUITY |  |  | 54900 | 1193183 |
| GOLD FIELDS LTD | EQUITY |  |  | 146640 | 6422336 |
| GOLDEN AGRI RESOURCES LTD | EQUITY |  |  | 1230887 | 272787 |
| GOLDSUN BUILDING MATERIALS C | EQUITY |  |  | 151000 | 182138 |
| GOLDWIN INC | EQUITY |  |  | 11400 | 182609 |
| GOLDWIND SCIENCE + TECHNOL A | EQUITY |  |  | 37600 | 109474 |
| GOODMAN GROUP | EQUITY |  |  | 310235 | 6373435 |
| GOODMAN PROPERTY TRUST | EQUITY |  |  | 201552 | 227762 |
| GOTION HIGH TECH CO LTD A | EQUITY |  |  | 13000 | 72515 |
| GOTO GOJEK TOKOPEDIA TBK PT | EQUITY |  |  | 146510300 | 562268 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8% | 66232201 | 66232201 |
| GPS PARTICIPACOES E EMPREEND | EQUITY |  |  | 81724 | 239694 |
| GPT GROUP | EQUITY |  |  | 372416 | 1341118 |
| GRAB HOLDINGS LTD CL A | EQUITY |  |  | 327400 | 1633726 |
| GRAFTON GROUP PLC UTS CDI | EQUITY |  |  | 38773 | 486460 |
| GRAINCORP LTD A | EQUITY |  |  | 39952 | 191287 |
| GRAINGER PLC | EQUITY |  |  | 115496 | 281908 |
| GRAND CITY PROPERTIES | EQUITY |  |  | 20820 | 240141 |
| GRAND KOREA LEISURE CO LTD | EQUITY |  |  | 9085 | 94195 |
| GRAND PHARMACEUTICAL GROUP L | EQUITY |  |  | 148000 | 149264 |
| GRANGES AB | EQUITY |  |  | 17962 | 282787 |
| GRANITE REAL ESTATE INVESTME | EQUITY |  |  | 5400 | 321892 |
| GREAT PORTLAND ESTATES PLC | EQUITY |  |  | 39211 | 167022 |
| GREAT TREE PHARMACY CO LTD | EQUITY |  |  | 11895 | 35374 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GREAT WALL ENTERPRISES | EQUITY | 115828 | 187508 |
| GREAT WALL MOTOR CO LTD A | EQUITY | 22800 | 73837 |
| GREAT WALL MOTOR CO LTD H | EQUITY | 393500 | 773502 |
| GREAT WEST LIFECO INC | EQUITY | 39918 | 1971220 |
| GREATEK ELECTRONICS INC | EQUITY | 27000 | 76185 |
| GREE ELECTRIC APPLIANCES I A | EQUITY | 30000 | 172546 |
| GREEN CROSS CORP | EQUITY | 1448 | 159582 |
| GREEN CROSS HOLDINGS CORP | EQUITY | 6826 | 75369 |
| GREENCORE GROUP PLC | EQUITY | 76568 | 261414 |
| GREENTOWN CHINA HOLDINGS | EQUITY | 149000 | 162142 |
| GREENTOWN SERVICE GROUP CO L | EQUITY | 178000 | 107255 |
| GREGGS PLC | EQUITY | 17360 | 391198 |
| GRENDENE SA | EQUITY | 27900 | 23330 |
| GRENERGY RENOVABLES | EQUITY | 3157 | 319236 |
| GRENKE AG | EQUITY | 5191 | 94601 |
| GRIEG SEAFOOD ASA | EQUITY | 19077 | 147363 |
| GRIFOLS SA | EQUITY | 50928 | 639993 |
| GRINDROD LTD | EQUITY | 29562 | 30329 |
| GROUPE BRUXELLES LAMBERT NV | EQUITY | 18708 | 1664089 |
| GROWTHPOINT PROPERTIES LTD | EQUITY | 545572 | 564998 |
| GRUMA S.A.B. B | EQUITY | 36165 | 624035 |
| GRUPA AZOTY SA | EQUITY | 8272 | 43087 |
| GRUPA KETY SA | EQUITY | 1105 | 280193 |
| GRUPO AEROPORT DEL PACIFIC B | EQUITY | 65700 | 1728638 |
| GRUPO AEROPORT DEL SURESTE B | EQUITY | 35795 | 1153077 |
| GRUPO AEROPORTUARIO DEL CENT | EQUITY | 57359 | 776920 |
| GRUPO BIMBO SAB SERIES A | EQUITY | 117100 | 385047 |
| GRUPO CARSO SAB DE CV SER A1 | EQUITY | 100465 | 659020 |
| GRUPO CEMENTOS CHIHUAHUA | EQUITY | 29100 | 295572 |
| GRUPO FINANCIERO BANORTE O | EQUITY | 418636 | 3887043 |
| GRUPO FINANCIERO INBURSA O | EQUITY | 269800 | 653811 |
| GRUPO MATEUS SA | EQUITY | 88800 | 72821 |
| GRUPO MEXICO SAB DE CV SER B | EQUITY | 492709 | 4659491 |
| GRUPO TELEVISA SAB SER CPO | EQUITY | 414000 | 241545 |
| GS ENGINEERING + CONSTRUCT | EQUITY | 12042 | 164173 |
| GS HOLDINGS | EQUITY | 10571 | 413239 |
| GS RETAIL CO LTD | EQUITY | 11125 | 154715 |
| GS YUASA CORP | EQUITY | 11200 | 268339 |
| GSK PLC | EQUITY | 633089 | 15525028 |
| GT CAPITAL HOLDINGS INC | EQUITY | 30672 | 310194 |
| GUANGDONG HAID GROUP CO A | EQUITY | 17200 | 136308 |
| GUANGDONG INVESTMENT LTD | EQUITY | 638000 | 556565 |
| GUANGHUI ENERGY CO LTD A | EQUITY | 90500 | 63720 |
| GUANGZHOU BAIYUNSHAN PHAR A | EQUITY | 15300 | 56322 |
| GUANGZHOU TINCI MATERIALS A | EQUITY | 19400 | 128277 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GUDENG PRECISION INDUSTRIAL | EQUITY | 12000 | 135422 |
| GULF BANK | EQUITY | 338591 | 392789 |
| GULF CABLES + ELECTRICAL IND | EQUITY | 71122 | 485210 |
| GULF DEVELOPMENT PCL FOREIGN | EQUITY | 221446 | 293437 |
| GULF DEVELOPMENT PCL NVDR | EQUITY | 351656 | 465978 |
| GULF NAVIGATION HOLDING PJSC | EQUITY | 238379 | 165577 |
| GUNGHO ONLINE ENTERTAINMENT | EQUITY | 7920 | 127425 |
| GUNMA BANK LTD/THE | EQUITY | 71100 | 781456 |
| GUNZE LTD | EQUITY | 8400 | 229731 |
| GUOSEN SECURITIES CO LTD A | EQUITY | 53400 | 100076 |
| GUOTAI HAITONG SECURITIES CO | EQUITY | 136422 | 400553 |
| GUOTAI HAITONG SECURITIES H | EQUITY | 356624 | 762411 |
| GUOTAI JUNAN INTERNATIONAL | EQUITY | 513000 | 168067 |
| GUSHENGTANG HOLDINGS LTD | EQUITY | 32500 | 117749 |
| GVS SPA | EQUITY | 11827 | 53964 |
| H I S CO LTD | EQUITY | 7200 | 60741 |
| H LUNDBECK A/S | EQUITY | 47848 | 324579 |
| H WORLD GROUP LTD ADR | EQUITY | 36500 | 1717325 |
| H.U. GROUP HOLDINGS INC | EQUITY | 9200 | 198596 |
| H+R REAL ESTATE INV REIT UTS | EQUITY | 25900 | 193293 |
| H2O RETAILING CORP | EQUITY | 17300 | 227656 |
| HACHIJUNI NAGANO BANK LTD | EQUITY | 63900 | 689633 |
| HAFNIA LTD | EQUITY | 55535 | 299014 |
| HAICHANG OCEAN PARK HOLDINGS | EQUITY | 769000 | 44953 |
| HAIDILAO INTERNATIONAL HOLDI | EQUITY | 301000 | 551070 |
| HAIER SMART HOME CO LTD A | EQUITY | 48721 | 181741 |
| HAIER SMART HOME CO LTD H | EQUITY | 374400 | 1167911 |
| HAINAN AIRLINES HOLDING CO A | EQUITY | 1338300 | 346184 |
| HAINAN MEILAN INTERNATIONA H | EQUITY | 23000 | 31618 |
| HAITIAN INTERNATIONAL HLDGS | EQUITY | 172000 | 489692 |
| HAKUHODO DY HOLDINGS INC | EQUITY | 32900 | 245618 |
| HALEON PLC | EQUITY | 1341372 | 6772937 |
| HALMA PLC | EQUITY | 47625 | 2252116 |
| HALOWS CO LTD | EQUITY | 1600 | 47120 |
| HAMAKYOREX CO LTD | EQUITY | 16400 | 185325 |
| HAMAMATSU PHOTONICS KK | EQUITY | 47400 | 503447 |
| HAMMERSON PLC | EQUITY | 80105 | 353313 |
| HANA FINANCIAL GROUP | EQUITY | 43352 | 2827790 |
| HANA MICROELECTRONICS FOREIG | EQUITY | 93600 | 48427 |
| HANA MICRON INC | EQUITY | 7101 | 124318 |
| HANA TOUR SERVICE INC | EQUITY | 2961 | 100069 |
| HANALL BIOPHARMA CO LTD | EQUITY | 7618 | 230847 |
| HANG LUNG PROPERTIES LTD | EQUITY | 342173 | 378507 |
| HANG SENG BANK LTD | EQUITY | 91000 | 1794630 |
| HANGZHOU FIRST APPLIED MAT A | EQUITY | 25793 | 51441 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HANGZHOU SILAN MICROELECTR A | EQUITY | 13300 | 53971 |
| HANGZHOU TIGERMED CONSULTI A | EQUITY | 8200 | 66367 |
| HANKOOK + CO | EQUITY | 11008 | 199773 |
| HANKOOK TIRE + TECHNOLOGY CO | EQUITY | 16341 | 659466 |
| HANKYU HANSHIN HOLDINGS INC | EQUITY | 33800 | 849501 |
| HANKYU HANSHIN REIT INC | EQUITY | 103 | 109306 |
| HANMI PHARM CO LTD | EQUITY | 1572 | 491606 |
| HANMI SCIENCE CO LTD | EQUITY | 3575 | 90019 |
| HANMI SEMICONDUCTOR CO LTD | EQUITY | 7201 | 637944 |
| HANNOVER RUECK SE | EQUITY | 9392 | 2932594 |
| HANNSTAR DISPLAY CORP | EQUITY | 799703 | 197683 |
| HANON SYSTEMS | EQUITY | 65055 | 133446 |
| HANSEN TECHNOLOGIES LTD | EQUITY | 34776 | 122390 |
| HANSOH PHARMACEUTICAL GROUP | EQUITY | 202000 | 936360 |
| HANSOL CHEMICAL CO LTD | EQUITY | 1536 | 240797 |
| HANSSEM CO LTD | EQUITY | 3290 | 105135 |
| HANWA CO LTD | EQUITY | 5700 | 260980 |
| HANWHA AEROSPACE CO LTD | EQUITY | 5169 | 3362985 |
| HANWHA CORPORATION | EQUITY | 3573 | 201058 |
| HANWHA LIFE INSURANCE CO LTD | EQUITY | 49020 | 110630 |
| HANWHA OCEAN CO LTD | EQUITY | 18584 | 1461310 |
| HANWHA SOLUTIONS CORP | EQUITY | 23326 | 431282 |
| HANWHA SYSTEMS CO LTD | EQUITY | 9242 | 347594 |
| HANWHA VISION CO LTD | EQUITY | 6503 | 202872 |
| HAPVIDA PARTICIPACOES E INVE | EQUITY | 55736 | 149330 |
| HARBIN ELECTRIC CO LTD H | EQUITY | 262000 | 559782 |
| HARBOUR ENERGY PLC | EQUITY | 132087 | 347641 |
| HAREL INSURANCE INVESTMENTS | EQUITY | 21493 | 838248 |
| HARMONIC DRIVE SYSTEMS INC | EQUITY | 11400 | 275520 |
| HARMONY GOLD MINING CO LTD | EQUITY | 103849 | 2112578 |
| HARTALEGA HOLDINGS BHD | EQUITY | 214000 | 52122 |
| HARVEY NORMAN HOLDINGS LTD | EQUITY | 103617 | 479107 |
| HASEKO CORP | EQUITY | 43500 | 860838 |
| HAVAS NV | EQUITY | 13263 | 264644 |
| HAYS PLC | EQUITY | 283890 | 214978 |
| HAZAMA ANDO CORP | EQUITY | 35000 | 422564 |
| HD CONSTRUCTION EQUIPMENT CO | EQUITY | 2466 | 167731 |
| HD HYUNDAI | EQUITY | 8620 | 1118783 |
| HD HYUNDAI ELECTRIC CO LTD | EQUITY | 3974 | 2138190 |
| HD HYUNDAI HEAVY INDUSTRIES | EQUITY | 6232 | 2192032 |
| HD HYUNDAI INFRACORE CO LTD | EQUITY | 22188 | 215397 |
| HD KOREA SHIPBUILDING + OFFS | EQUITY | 6758 | 1910406 |
| HDC HYUNDAI DEVELOPMENT CO E | EQUITY | 10736 | 163255 |
| HEADWATER EXPLORATION INC | EQUITY | 32400 | 221476 |
| HEALTH AND HAPPINESS H+H INT | EQUITY | 27500 | 46354 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HEIDELBERG MATERIALS AG | EQUITY | 21680 | 5673713 |
| HEINEKEN HOLDING NV | EQUITY | 18616 | 1364673 |
| HEINEKEN NV | EQUITY | 43005 | 3515626 |
| HEIWA CORP | EQUITY | 7000 | 90620 |
| HEIWA REAL ESTATE CO LTD | EQUITY | 12200 | 173582 |
| HEIWA REAL ESTATE REIT INC | EQUITY | 154 | 154474 |
| HEIWADO CO LTD | EQUITY | 6100 | 112421 |
| HELIA GROUP LTD | EQUITY | 69856 | 255231 |
| HELIOS TOWERS PLC | EQUITY | 124229 | 274148 |
| HELLENIC TELECOMMUN ORGANIZA | EQUITY | 40345 | 798881 |
| HELLENIQ ENERGY HOLDINGS SA | EQUITY | 28697 | 281759 |
| HELLO GROUP INC SPN ADR | EQUITY | 28800 | 188640 |
| HELLOFRESH SE | EQUITY | 27934 | 199824 |
| HELVETIA BALOISE HOLDING AG | EQUITY | 12693 | 3345622 |
| HEMNET GROUP AB | EQUITY | 8916 | 167167 |
| HENAN SHUANGHUI INVESTMENT A | EQUITY | 25900 | 98091 |
| HENDERSON LAND DEVELOPMENT | EQUITY | 245883 | 888951 |
| HENGAN INTL GROUP CO LTD | EQUITY | 130500 | 467778 |
| HENGLI PETROCHEMICAL CO L A | EQUITY | 48899 | 157473 |
| HENKEL AG + CO KGAA | EQUITY | 9478 | 723623 |
| HENKEL AG + CO KGAA VOR PREF | EQUITY | 22495 | 1837326 |
| HENNES + MAURITZ AB B SHS | EQUITY | 74981 | 1506232 |
| HENSOLDT AG | EQUITY | 12497 | 1079270 |
| HERA SPA | EQUITY | 142375 | 672194 |
| HERMES INTERNATIONAL | EQUITY | 4717 | 11646857 |
| HEXAGON AB B SHS | EQUITY | 319107 | 3769380 |
| HEXPOL AB | EQUITY | 46077 | 439217 |
| HIAB OYJ | EQUITY | 7103 | 412910 |
| HIDAY HIDAKA CORP | EQUITY | 6900 | 151916 |
| HIGHWEALTH CONSTRUCTION CORP | EQUITY | 325954 | 417031 |
| HIKARI TSUSHIN INC | EQUITY | 1600 | 446808 |
| HIKMA PHARMACEUTICALS PLC | EQUITY | 29511 | 615248 |
| HILAN LTD | EQUITY | 2594 | 214790 |
| HILL + SMITH PLC | EQUITY | 13635 | 390703 |
| HINO MOTORS LTD | EQUITY | 49000 | 120779 |
| HIOKI E E CORP | EQUITY | 1500 | 58255 |
| HIROGIN HOLDINGS INC | EQUITY | 52500 | 528225 |
| HIROSE ELECTRIC CO LTD | EQUITY | 5500 | 607729 |
| HISAMITSU PHARMACEUTICAL CO | EQUITY | 9400 | 263000 |
| HISCOX LTD | EQUITY | 75568 | 1437674 |
| HITACHI CONSTRUCTION MACHINE | EQUITY | 18200 | 538353 |
| HITACHI LTD | EQUITY | 701800 | 21757809 |
| HITE JINRO CO LTD | EQUITY | 5364 | 68626 |
| HITHINK ROYALFLUSH INFORMA A | EQUITY | 7100 | 326309 |
| HIWIN TECHNOLOGIES CORP | EQUITY | 54635 | 336692 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HKT TRUST AND HKT LTD SS | EQUITY | 811000 | 1199282 |
| HL MANDO CO LTD | EQUITY | 10945 | 443215 |
| HLB INC | EQUITY | 20407 | 716817 |
| HMC CAPITAL LTD | EQUITY | 33679 | 88691 |
| HMM CO LTD | EQUITY | 44005 | 623258 |
| HMS NETWORKS AB | EQUITY | 4351 | 197823 |
| HOEGH AUTOLINERS ASA | EQUITY | 13744 | 132839 |
| HOGY MEDICAL CO LTD | EQUITY | 3900 | 166236 |
| HOKKAIDO ELECTRIC POWER CO | EQUITY | 30800 | 205737 |
| HOKUETSU CORP | EQUITY | 17500 | 99784 |
| HOKUHOKU FINANCIAL GROUP INC | EQUITY | 20100 | 586190 |
| HOKURIKU ELECTRIC POWER CO | EQUITY | 32800 | 203642 |
| HOLCIM LTD | EQUITY | 81478 | 7986050 |
| HOLDING CO ADMIE IPTO SA | EQUITY | 19907 | 71075 |
| HOLMEN AB B SHARES | EQUITY | 16989 | 652056 |
| HOME PRODUCT CENTER PCL FOR | EQUITY | 516300 | 109009 |
| HOME PRODUCT CENTER PCL NVDR | EQUITY | 575300 | 121465 |
| HOMECO DAILY NEEDS REIT | EQUITY | 343589 | 312045 |
| HON HAI PRECISION INDUSTRY | EQUITY | 1955646 | 14209187 |
| HONDA MOTOR CO LTD | EQUITY | 556200 | 5440918 |
| HONG KONG + CHINA GAS | EQUITY | 1048244 | 944073 |
| HONG KONG DOLLAR | CASH | 5548526 | 712857 |
| HONG KONG EXCHANGES + CLEAR | EQUITY | 191427 | 10024494 |
| HONG LEONG BANK BERHAD | EQUITY | 126386 | 689191 |
| HONGKONG LAND HOLDINGS LTD | EQUITY | 197200 | 1368658 |
| HOPSON DEVELOPMENT HOLDINGS | EQUITY | 200288 | 76940 |
| HORIBA LTD | EQUITY | 6100 | 622057 |
| HORIZON ROBOTICS INC | EQUITY | 625200 | 695604 |
| HORNBACH HOLDING AG + CO KGA | EQUITY | 1941 | 190944 |
| HOSHINE SILICON INDUSTRY C A | EQUITY | 4300 | 32373 |
| HOSHINO RESORTS REIT INC | EQUITY | 82 | 136493 |
| HOSHIZAKI CORP | EQUITY | 24400 | 814428 |
| HOSIDEN CORP | EQUITY | 11100 | 176419 |
| HOTA INDUSTRIAL MFG CO LTD | EQUITY | 42946 | 76023 |
| HOTAI MOTOR COMPANY LTD | EQUITY | 20940 | 366705 |
| HOTEL SHILLA CO LTD | EQUITY | 6450 | 198907 |
| HOUSE FOODS GROUP INC | EQUITY | 10200 | 187697 |
| HOWDEN JOINERY GROUP PLC | EQUITY | 101942 | 1132697 |
| HOYA CORP | EQUITY | 52600 | 7961937 |
| HPSP CO LTD | EQUITY | 5938 | 136983 |
| HS HYOSUNG ADVANCED MATERIAL | EQUITY | 569 | 71840 |
| HSBC HOLDINGS PLC | EQUITY | 2631596 | 41168848 |
| HTC CORP | EQUITY | 122077 | 190503 |
| HUA HONG SEMICONDUCTOR LTD H | EQUITY | 121000 | 1155046 |
| HUA NAN FINANCIAL HOLDINGS C | EQUITY | 1353581 | 1335465 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HUABAO INTERNATIONAL HOLDING | EQUITY | 142000 | 72792 |
| HUADIAN POWER INTL CORP A | EQUITY | 54000 | 38301 |
| HUADONG MEDICINE CO LTD A | EQUITY | 19000 | 107267 |
| HUAFON CHEMICAL CO LTD A | EQUITY | 47100 | 74004 |
| HUAKU DEVELOPMENT CO LTD | EQUITY | 49665 | 184146 |
| HUANENG POWER INTL INC A | EQUITY | 58515 | 62412 |
| HUANENG POWER INTL INC H | EQUITY | 754000 | 555074 |
| HUATAI SECURITIES CO LTD A | EQUITY | 80100 | 269722 |
| HUATAI SECURITIES CO LTD H | EQUITY | 300900 | 727557 |
| HUAXIA BANK CO LTD A | EQUITY | 185900 | 182745 |
| HUAYU AUTOMOTIVE SYSTEMS A | EQUITY | 26100 | 74708 |
| HUB24 LTD | EQUITY | 15002 | 954322 |
| HUBER SUHNER AG REG | EQUITY | 2689 | 486414 |
| HUDBAY MINERALS INC | EQUITY | 73300 | 1457177 |
| HUFVUDSTADEN AB A SHS | EQUITY | 25810 | 346567 |
| HUGEL INC | EQUITY | 1749 | 279887 |
| HUGO BOSS AG ORD | EQUITY | 10171 | 431770 |
| HUHTAMAKI OYJ | EQUITY | 8472 | 295065 |
| HUISHAN DAIRY | EQUITY | 420500 | 22690 |
| HUIZHOU DESAY SV AUTOMOTIV A | EQUITY | 4600 | 78908 |
| HULIC CO LTD | EQUITY | 15800 | 172612 |
| HULIC REIT INC | EQUITY | 239 | 269164 |
| HUMANSOFT HOLDING CO KSC | EQUITY | 17143 | 146378 |
| HUNDSUN TECHNOLOGIES INC A | EQUITY | 15852 | 68230 |
| HUNGARIAN FORINT | CASH | 155071533 | 474355 |
| HUSQVARNA AB B SHS | EQUITY | 76685 | 386536 |
| HUTCHISON PORT HOLDINGS TR U | EQUITY | 960500 | 211560 |
| HUTCHMED CHINA ADR | EQUITY | 14600 | 194618 |
| HUTCHMED CHINA LTD | EQUITY | 32500 | 86099 |
| HYAKUGO BANK LTD/THE | EQUITY | 37500 | 273423 |
| HYBE CO LTD | EQUITY | 3508 | 799841 |
| HYDRO ONE LTD | EQUITY | 62200 | 2479378 |
| HYGEIA HEALTHCARE HOLDINGS C | EQUITY | 57000 | 90954 |
| HYGON INFORMATION TECHNOLO A | EQUITY | 22675 | 728346 |
| HYOSUNG HEAVY INDUSTRIES COR | EQUITY | 753 | 921151 |
| HYOSUNG TNC CORP | EQUITY | 549 | 84733 |
| HYPERA SA | EQUITY | 90511 | 386335 |
| HYPOPORT SE | EQUITY | 672 | 101261 |
| HYPROP INVESTMENTS LTD | EQUITY | 65789 | 226390 |
| HYSAN DEVELOPMENT CO | EQUITY | 111173 | 269952 |
| HYUNDAI DEPT STORE CO | EQUITY | 3293 | 202332 |
| HYUNDAI ELEVATOR CO | EQUITY | 6214 | 379001 |
| HYUNDAI ENGINEERING + CONST | EQUITY | 15435 | 741008 |
| HYUNDAI GLOVIS CO LTD | EQUITY | 7218 | 902489 |
| HYUNDAI MARINE + FIRE INS CO | EQUITY | 14250 | 303755 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HYUNDAI MOBIS CO LTD | EQUITY | 7391 | 1915064 |
| HYUNDAI MOTOR CO | EQUITY | 22844 | 4677294 |
| HYUNDAI MOTOR CO LTD 2ND PRF | EQUITY | 4844 | 711318 |
| HYUNDAI ROTEM COMPANY | EQUITY | 12982 | 1694152 |
| HYUNDAI STEEL CO | EQUITY | 14560 | 313423 |
| HYUNDAI WIA CORP | EQUITY | 6840 | 357620 |
| IA FINANCIAL CORP INC | EQUITY | 15300 | 1984898 |
| IAMGOLD CORP | EQUITY | 81350 | 1344211 |
| IBERDROLA SA | EQUITY | 979424 | 21240013 |
| IBF FINANCIAL HOLDINGS CO LT | EQUITY | 528067 | 278118 |
| IBIDEN CO LTD | EQUITY | 42200 | 1794590 |
| IBSTOCK PLC | EQUITY | 70287 | 130743 |
| ICADE | EQUITY | 5621 | 144762 |
| ICG PLC | EQUITY | 49589 | 1364515 |
| ICHIBANYA CO LTD | EQUITY | 17000 | 98879 |
| ICHIGO INC | EQUITY | 46300 | 129421 |
| ICHIGO OFFICE REIT INVESTMEN | EQUITY | 211 | 131006 |
| ICL GROUP LTD | EQUITY | 165779 | 951886 |
| ID LOGISTICS GROUP | EQUITY | 437 | 210121 |
| IDEMITSU KOSAN CO LTD | EQUITY | 112075 | 844823 |
| IDOM INC | EQUITY | 9800 | 79797 |
| IDP EDUCATION LTD | EQUITY | 49158 | 189000 |
| IEIT SYSTEMS CO LTD A | EQUITY | 15680 | 149059 |
| IFAST CORP LTD | EQUITY | 23400 | 173232 |
| IFLYTEK CO LTD A | EQUITY | 18200 | 130512 |
| IG GROUP HOLDINGS PLC | EQUITY | 81081 | 1434158 |
| IGM FINANCIAL INC | EQUITY | 15400 | 694418 |
| IGO LTD | EQUITY | 115413 | 631287 |
| IGUATEMI SA UNITS | EQUITY | 38134 | 177305 |
| IHH HEALTHCARE BHD | EQUITY | 284600 | 613269 |
| IHI CORP | EQUITY | 155400 | 2738197 |
| IIDA GROUP HOLDINGS CO LTD | EQUITY | 2000 | 32152 |
| IINO KAIUN KAISHA LTD | EQUITY | 13200 | 119273 |
| IJM CORP BHD | EQUITY | 572680 | 319721 |
| ILUKA RESOURCES LTD | EQUITY | 77882 | 303081 |
| IM FINANCIAL GROUP CO LTD | EQUITY | 37354 | 402718 |
| IMCD NV | EQUITY | 11101 | 1009275 |
| IMDEX LTD | EQUITY | 78325 | 178535 |
| IMEIK TECHNOLOGY DEVELOPME A | EQUITY | 2520 | 51025 |
| IMERYS SA | EQUITY | 5806 | 163261 |
| IMI PLC | EQUITY | 49170 | 1635741 |
| IMPALA PLATINUM HOLDINGS LTD | EQUITY | 158709 | 2509460 |
| IMPERIAL BRANDS PLC | EQUITY | 131872 | 5532202 |
| IMPERIAL OIL LTD | EQUITY | 27440 | 2373763 |
| IMPLENIA AG REG | EQUITY | 2459 | 236825 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| INABA DENKI SANGYO CO LTD | EQUITY | 17600 | 286441 |
| INABATA + CO LTD | EQUITY | 7000 | 167314 |
| INARI AMERTRON BHD | EQUITY | 361200 | 149344 |
| INCHCAPE PLC | EQUITY | 67492 | 698130 |
| IND + COMM BK OF CHINA A | EQUITY | 400447 | 454399 |
| IND + COMM BK OF CHINA H | EQUITY | 9697160 | 7836466 |
| INDAH KIAT PULP + PAPER TBK | EQUITY | 531500 | 270894 |
| INDIVIOR PLC | EQUITY | 25139 | 901987 |
| INDOCEMENT TUNGGAL PRAKARSA | EQUITY | 357500 | 160240 |
| INDOFOOD SUKSES MAKMUR TBK P | EQUITY | 705300 | 286550 |
| INDONESIAN RUPIAH | CASH | 48220551133 | 2891787 |
| INDRA SISTEMAS SA | EQUITY | 15247 | 869198 |
| INDUSTRIA DE DISENO TEXTIL | EQUITY | 168576 | 11154428 |
| INDUSTRIAL + INFRASTRUCTURE | EQUITY | 315 | 309218 |
| INDUSTRIAL BANK CO LTD A | EQUITY | 226100 | 681593 |
| INDUSTRIAL BANK OF KOREA | EQUITY | 8917 | 129548 |
| INDUSTRIAL SECURITIES CO A | EQUITY | 72900 | 77295 |
| INDUSTRIAS PENOLES SAB DE CV | EQUITY | 37370 | 1967779 |
| INDUSTRIE DE NORA SPA | EQUITY | 6575 | 56293 |
| INDUSTRIVARDEN AB C SHS | EQUITY | 23868 | 1069010 |
| INDUTRADE AB | EQUITY | 52597 | 1361405 |
| INFICON HOLDING AG REG | EQUITY | 2750 | 340091 |
| INFINEON TECHNOLOGIES AG | EQUITY | 188309 | 8338436 |
| INFOMART CORP | EQUITY | 33500 | 90686 |
| INFORMA PLC | EQUITY | 220381 | 2608496 |
| INFRASTRUTTURE WIRELESS ITAL | EQUITY | 56783 | 525841 |
| INFRATIL LTD | EQUITY | 124850 | 795329 |
| INFRONEER HOLDINGS INC | EQUITY | 40156 | 548054 |
| ING GROEP NV | EQUITY | 467550 | 13135005 |
| INGENIA COMMUNITIES GROUP | EQUITY | 61756 | 212093 |
| INGENIC SEMICONDUCTOR CO A | EQUITY | 4800 | 72291 |
| INGHAMS GROUP LTD | EQUITY | 55569 | 92274 |
| INMODE LTD | EQUITY | 16200 | 237978 |
| INNER MONGOLIA BAOTOU STE A | EQUITY | 378000 | 128746 |
| INNER MONGOLIA JUNZHENG EN A | EQUITY | 363000 | 250038 |
| INNER MONGOLIA YILI INDUS A | EQUITY | 66400 | 271601 |
| INNER MONGOLIA YITAI COAL B | EQUITY | 137600 | 262816 |
| INNOCARE PHARMA LTD H | EQUITY | 164000 | 259164 |
| INNODISK CORP | EQUITY | 11443 | 207283 |
| INNOLUX CORP | EQUITY | 1214010 | 656395 |
| INNOVENT BIOLOGICS INC | EQUITY | 228500 | 2238469 |
| INPEX CORP | EQUITY | 119100 | 2355348 |
| INPOST SA | EQUITY | 33965 | 415764 |
| INSIGNIA FINANCIAL LTD | EQUITY | 116260 | 353532 |
| INSTALCO AB | EQUITY | 35160 | 98709 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| INSURANCE AUSTRALIA GROUP | EQUITY | 451644 | 2399356 |
| INTACT FINANCIAL CORP | EQUITY | 27100 | 5648939 |
| INTEGRAFIN HOLDINGS PLC | EQUITY | 30196 | 145577 |
| INTELBRAS SA INDUSTRIA DE TE | EQUITY | 29900 | 63187 |
| INTER + CO INC CL A | EQUITY | 36200 | 306976 |
| INTER RAO UES PJSC | EQUITY | 5789000 | 286413 |
| INTERCONTINENTAL HOTELS GROU | EQUITY | 21168 | 2958772 |
| INTERNATIONAL GAMES SYSTEM C | EQUITY | 31000 | 709704 |
| INTERNATIONAL WORKPLACE GROU | EQUITY | 126214 | 390029 |
| INTERNET INITIATIVE JAPAN | EQUITY | 17400 | 307136 |
| INTERPARFUMS SA | EQUITY | 4721 | 139337 |
| INTERPUMP GROUP SPA | EQUITY | 13830 | 759831 |
| INTERRENT REAL ESTATE INVEST | EQUITY | 11832 | 113853 |
| INTERROLL HOLDING AG REG | EQUITY | 119 | 329929 |
| INTERSHOP HOLDING AG | EQUITY | 1050 | 217825 |
| INTERTEK GROUP PLC | EQUITY | 17625 | 1090712 |
| INTESA SANPAOLO | EQUITY | 2206621 | 15344669 |
| INTI AGRI RESOURCES TBK PT | EQUITY | 3338100 | 10009 |
| INTL CONTAINER TERM SVCS INC | EQUITY | 185200 | 1775745 |
| INVENTEC CORP | EQUITY | 523445 | 712396 |
| INVERSIONES AGUAS METROPOL | EQUITY | 219181 | 248992 |
| INVESTEC PLC | EQUITY | 119459 | 881245 |
| INVESTMENT AB LATOUR B SHS | EQUITY | 27276 | 663082 |
| INVESTOR AB B SHS | EQUITY | 265113 | 9448304 |
| INVINCIBLE INVESTMENT CORP | EQUITY | 1397 | 573994 |
| INVISIO AB | EQUITY | 1779 | 50576 |
| INWIDO AB | EQUITY | 9802 | 174006 |
| IOI CORP BHD | EQUITY | 638932 | 629823 |
| IP GROUP PLC | EQUITY | 172309 | 135625 |
| IPH LTD | EQUITY | 45008 | 105653 |
| IPSEN | EQUITY | 6439 | 898734 |
| IPSOS | EQUITY | 6355 | 254946 |
| IQIYI INC ADR | EQUITY | 82800 | 158976 |
| IRB BRASIL RESSEGUROS SA | EQUITY | 11850 | 115675 |
| IREN SPA | EQUITY | 94961 | 285063 |
| IRESS LTD | EQUITY | 32004 | 181207 |
| IRISH RESIDENTIAL PROPERTIES | EQUITY | 127289 | 140032 |
| IRPC PCL FOREIGN | EQUITY | 3539700 | 111222 |
| ISC CO LTD | EQUITY | 1755 | 134288 |
| ISETAN MITSUKOSHI HOLDINGS L | EQUITY | 61660 | 897471 |
| ISOFTSTONE INFORMATION TEC A | EQUITY | 17800 | 120459 |
| ISRACARD LTD | EQUITY | 63603 | 311319 |
| ISRAEL CORP LIMITED/THE | EQUITY | 714 | 206048 |
| ISRAEL DISCOUNT BANK A | EQUITY | 206322 | 2189389 |
| ISS A/S | EQUITY | 27084 | 924532 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ISU SPECIALTY CHEMICAL | EQUITY | 3675 | 149637 |
| ISUPETASYS CO LTD | EQUITY | 9042 | 738896 |
| ISUZU MOTORS LTD | EQUITY | 86000 | 1339790 |
| ITALGAS SPA | EQUITY | 115188 | 1287214 |
| ITAU UNIBANCO HOLDING S PREF | EQUITY | 846800 | 6069898 |
| ITAUSA SA | EQUITY | 1100602 | 2341442 |
| ITE TECHNOLOGY INC | EQUITY | 24000 | 87509 |
| ITEQ CORP | EQUITY | 56119 | 201367 |
| ITO EN LTD | EQUITY | 9000 | 176536 |
| ITOCHU CORP | EQUITY | 910000 | 11478906 |
| ITOCHU ENEX CO LTD | EQUITY | 9400 | 113659 |
| ITOCHU SHOKUHIN CO LTD | EQUITY | 1000 | 71576 |
| ITURAN LOCATION AND CONTROL | EQUITY | 4500 | 193545 |
| ITV PLC | EQUITY | 621742 | 687446 |
| IVANHOE MINES LTD CL A | EQUITY | 118100 | 1344914 |
| IVECO GROUP NV | EQUITY | 33797 | 745234 |
| IWATANI CORP | EQUITY | 36000 | 378554 |
| IYOGIN HOLDINGS INC | EQUITY | 40500 | 657561 |
| IZUMI CO LTD | EQUITY | 6500 | 124482 |
| J FRONT RETAILING CO LTD | EQUITY | 39600 | 556381 |
| JA SOLAR TECHNOLOGY CO LTD A | EQUITY | 31752 | 51927 |
| JAC RECRUITMENT CO LTD | EQUITY | 10000 | 67820 |
| JADWA REIT SAUDI FUND | EQUITY | 13131 | 39105 |
| JAFCO GROUP CO LTD | EQUITY | 12900 | 198286 |
| JAHEZ INTERNATIONAL CO | EQUITY | 40000 | 153781 |
| JAMIESON WELLNESS INC | EQUITY | 7000 | 171840 |
| JAMJOOM PHARMACEUTICALS FACT | EQUITY | 4549 | 172583 |
| JAPAN AIRLINES CO LTD | EQUITY | 600 | 11161 |
| JAPAN AIRPORT TERMINAL CO | EQUITY | 10200 | 285657 |
| JAPAN AVIATION ELECTRONICS | EQUITY | 8500 | 136611 |
| JAPAN ELEVATOR SERVICE HOLDI | EQUITY | 18600 | 206411 |
| JAPAN EXCELLENT INC | EQUITY | 216 | 205362 |
| JAPAN EXCHANGE GROUP INC | EQUITY | 175400 | 1870850 |
| JAPAN HOTEL REIT INVESTMENT | EQUITY | 787 | 410825 |
| JAPAN LIFELINE CO LTD | EQUITY | 11800 | 118588 |
| JAPAN LOGISTICS FUND INC | EQUITY | 567 | 376625 |
| JAPAN MATERIAL CO LTD | EQUITY | 13700 | 135502 |
| JAPAN METROPOLITAN FUND INVE | EQUITY | 689 | 544916 |
| JAPAN PETROLEUM EXPLORATION | EQUITY | 37500 | 374291 |
| JAPAN POST BANK CO LTD | EQUITY | 215300 | 3025951 |
| JAPAN POST HOLDINGS CO LTD | EQUITY | 212300 | 2231014 |
| JAPAN POST INSURANCE CO LTD | EQUITY | 33500 | 1004532 |
| JAPAN PRIME REALTY INVESTMEN | EQUITY | 548 | 369583 |
| JAPAN PULP + PAPER CO LTD | EQUITY | 19000 | 106871 |
| JAPAN REAL ESTATE INVESTMENT | EQUITY | 309 | 257902 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| JAPAN SECURITIES FINANCE CO | EQUITY | 14400 | 185819 |
| JAPAN STEEL WORKS LTD | EQUITY | 10000 | 491112 |
| JAPAN TOBACCO INC | EQUITY | 179400 | 6451751 |
| JAPAN WOOL TEXTILE CO LTD | EQUITY | 6100 | 69135 |
| JAPANESE YEN | CASH | 318478750 | 2031827 |
| JAPFA COMFEED INDONES TBK PT | EQUITY | 629200 | 98842 |
| JARDINE MATHESON HOLDINGS | EQUITY | 27600 | 1882420 |
| JARIR MARKETING CO | EQUITY | 99730 | 339807 |
| JASA MARGA (PERSERO) TBK PT | EQUITY | 322600 | 65966 |
| JASMINE INTL PCL NVDR | EQUITY | 512090 | 4226 |
| JASTRZEBSKA SPOLKA WEGLOWA S | EQUITY | 9745 | 63261 |
| JAZEERA AIRWAYS CO KSC | EQUITY | 22676 | 119910 |
| JB FINANCIAL GROUP CO LTD | EQUITY | 20088 | 356818 |
| JB HI FI LTD | EQUITY | 22676 | 1451541 |
| JBS NV A | EQUITY | 43748 | 630846 |
| JCDECAUX SE | EQUITY | 11753 | 213030 |
| JCET GROUP CO LTD A | EQUITY | 17900 | 93977 |
| JD HEALTH INTERNATIONAL INC | EQUITY | 189250 | 1349441 |
| JD LOGISTICS INC | EQUITY | 401700 | 589377 |
| JD SPORTS FASHION PLC | EQUITY | 501280 | 567952 |
| JD.COM INC CLASS A | EQUITY | 374369 | 5367711 |
| JDE PEET S NV | EQUITY | 20360 | 761831 |
| JENOPTIK AG | EQUITY | 9666 | 221994 |
| JENTECH PRECISION INDUSTRIAL | EQUITY | 12099 | 1042336 |
| JEOL LTD | EQUITY | 6400 | 205697 |
| JERONIMO MARTINS | EQUITY | 24266 | 577656 |
| JET2 PLC | EQUITY | 27258 | 513530 |
| JFE HOLDINGS INC | EQUITY | 57500 | 731184 |
| JG SUMMIT HOLDINGS INC | EQUITY | 680820 | 273690 |
| JGC HOLDINGS CORP | EQUITY | 38200 | 463959 |
| JIANGSU EASTERN SHENGHONG A | EQUITY | 32700 | 50904 |
| JIANGSU EXPRESS CO LTD H | EQUITY | 310000 | 397880 |
| JIANGSU HENGLI HYDRAULIC C A | EQUITY | 14208 | 222844 |
| JIANGSU HENGRUI PHARMACEUT A | EQUITY | 72144 | 613525 |
| JIANGSU KING S LUCK BREWER A | EQUITY | 13700 | 68152 |
| JIANGSU YANGHE DISTILLERY A | EQUITY | 16400 | 142429 |
| JIANGSU YUYUE MEDICAL EQU A | EQUITY | 40700 | 222271 |
| JIANGSU ZHONGTIAN TECHNOLO A | EQUITY | 31200 | 80597 |
| JIANGXI COPPER CO LTD A | EQUITY | 21100 | 165104 |
| JIANGXI COPPER CO LTD H | EQUITY | 215000 | 1184454 |
| JINAN ACETATE CHEMICAL CO LT | EQUITY | 91980 | 151364 |
| JINCHUAN GROUP INTERNATIONAL | EQUITY | 534000 | 43908 |
| JINKO SOLAR CO LTD A | EQUITY | 124027 | 99911 |
| JINKOSOLAR HOLDING CO ADR | EQUITY | 8900 | 229709 |
| JINS HOLDINGS INC | EQUITY | 2900 | 102387 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| JINXIN FERTILITY GROUP LTD | EQUITY | 228000 | 69717 |
| JM AB | EQUITY | 18247 | 274950 |
| JMDC INC | EQUITY | 11100 | 281481 |
| JOHNSON ELECTRIC HOLDINGS | EQUITY | 65180 | 248879 |
| JOHNSON MATTHEY PLC | EQUITY | 33042 | 943511 |
| JOHNSON SERVICE GROUP PLC | EQUITY | 75384 | 136897 |
| JOLLIBEE FOODS CORP | EQUITY | 139010 | 425317 |
| JOST WERKE SE | EQUITY | 2781 | 176587 |
| JOYFUL HONDA CO LTD | EQUITY | 9600 | 130320 |
| JOYY INC ADR | EQUITY | 10400 | 673504 |
| JSE LTD | EQUITY | 19674 | 170298 |
| JTC PLC | EQUITY | 36182 | 624817 |
| JTEKT CORP | EQUITY | 38900 | 431159 |
| JUDO CAPITAL HOLDINGS LTD | EQUITY | 93471 | 106662 |
| JULIUS BAER GROUP LTD | EQUITY | 31927 | 2495538 |
| JUMBO SA | EQUITY | 18680 | 612091 |
| JUNGHEINRICH PRFD | EQUITY | 8604 | 355911 |
| JUPITER FUND MANAGEMENT | EQUITY | 75540 | 159872 |
| JUROKU FINANCIAL GROUP INC | EQUITY | 4900 | 224320 |
| JUST GROUP PLC | EQUITY | 175825 | 510832 |
| JUSTSYSTEMS CORP | EQUITY | 5900 | 190121 |
| JUSUNG ENGINEERING CO LTD | EQUITY | 4892 | 94157 |
| JUVENTUS FOOTBALL CLUB SPA | EQUITY | 21271 | 72247 |
| JVCKENWOOD CORP | EQUITY | 32400 | 248381 |
| JX ADVANCED METALS CORP | EQUITY | 78100 | 979379 |
| JYP ENTERTAINMENT CORP | EQUITY | 5656 | 283540 |
| JYSKE BANK REG | EQUITY | 7290 | 996324 |
| K S AG REG | EQUITY | 32531 | 474341 |
| K S HOLDINGS CORP | EQUITY | 32800 | 339183 |
| K92 MINING | EQUITY | 37400 | 619082 |
| KADOKAWA CORP | EQUITY | 15600 | 316296 |
| KAGA ELECTRONICS CO LTD | EQUITY | 5800 | 143547 |
| KAGOME CO LTD | EQUITY | 14600 | 250893 |
| KAINOS GROUP PLC | EQUITY | 11903 | 160301 |
| KAJIMA CORP | EQUITY | 64400 | 2399902 |
| KAKAKU.COM INC | EQUITY | 24400 | 360840 |
| KAKAO CORP | EQUITY | 46519 | 1926588 |
| KAKAO GAMES CORP | EQUITY | 10738 | 110712 |
| KAKAOBANK CORP | EQUITY | 28207 | 421327 |
| KAKEN PHARMACEUTICAL CO LTD | EQUITY | 5500 | 140744 |
| KALBE FARMA TBK PT | EQUITY | 6248500 | 451489 |
| KALMAR OYJ B SHARE | EQUITY | 7103 | 335847 |
| KAMEDA SEIKA CO LTD | EQUITY | 1600 | 39788 |
| KAMIGUMI CO LTD | EQUITY | 18100 | 584369 |
| KANADEVIA CORP | EQUITY | 27100 | 164543 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KANAMOTO CO LTD | EQUITY | 5100 | 127443 |
| KANDENKO CO LTD | EQUITY | 16900 | 542743 |
| KANEKA CORP | EQUITY | 8500 | 238246 |
| KANEMATSU CORP | EQUITY | 25600 | 294124 |
| KANGWON LAND INC | EQUITY | 21760 | 285884 |
| KANSAI ELECTRIC POWER CO INC | EQUITY | 128300 | 2011796 |
| KANSAI PAINT CO LTD | EQUITY | 29900 | 471474 |
| KANZHUN LTD ADR | EQUITY | 39700 | 809086 |
| KAO CORP | EQUITY | 74500 | 2979186 |
| KAORI HEAT TREATMENT CO LTD | EQUITY | 14000 | 256785 |
| KARDEX HOLDING AG REG | EQUITY | 669 | 231743 |
| KAROON ENERGY LTD | EQUITY | 197843 | 202653 |
| KATITAS CO LTD | EQUITY | 8600 | 174757 |
| KATO SANGYO CO LTD | EQUITY | 4200 | 172041 |
| KAUFMAN + BROAD SA | EQUITY | 3215 | 112761 |
| KAWASAKI HEAVY INDUSTRIES | EQUITY | 26300 | 1738537 |
| KAWASAKI KISEN KAISHA LTD | EQUITY | 41500 | 576644 |
| KB FINANCIAL GROUP INC | EQUITY | 54738 | 4731995 |
| KBC ANCORA | EQUITY | 6998 | 599341 |
| KBC GROUP NV | EQUITY | 36643 | 4759933 |
| KCC CORP | EQUITY | 965 | 279801 |
| KCE ELECTRONICS PCL FOREIGN | EQUITY | 933400 | 534391 |
| KDDI CORP | EQUITY | 429800 | 7429857 |
| KDX REALTY INVESTMENT CORP | EQUITY | 348 | 390174 |
| KE HOLDINGS INC ADR | EQUITY | 122200 | 1925872 |
| KEEPER TECHNICAL LABORATORY | EQUITY | 3200 | 71901 |
| KEIHAN HOLDINGS CO LTD | EQUITY | 16300 | 352061 |
| KEIHANSHIN BUILDING CO LTD | EQUITY | 5300 | 65158 |
| KEIKYU CORP | EQUITY | 37400 | 365912 |
| KEIO CORP | EQUITY | 17700 | 457342 |
| KEISEI ELECTRIC RAILWAY CO | EQUITY | 70500 | 579133 |
| KEIYO BANK LTD/THE | EQUITY | 17400 | 184127 |
| KELLER GROUP PLC | EQUITY | 12372 | 277210 |
| KELSIAN GROUP LTD | EQUITY | 24969 | 70762 |
| KELT EXPLORATION LTD | EQUITY | 27100 | 151637 |
| KEMIRA OYJ | EQUITY | 23001 | 528548 |
| KEMPOWER OYJ | EQUITY | 3669 | 65739 |
| KENDA RUBBER INDUSTRIAL CO | EQUITY | 105925 | 66384 |
| KENON HOLDINGS LTD | EQUITY | 4295 | 283000 |
| KEPCO ENGINEERING + CONSTRUC | EQUITY | 2078 | 128776 |
| KEPCO PLANT SERVICE + ENGINE | EQUITY | 5163 | 175999 |
| KEPPEL DC REIT | EQUITY | 395064 | 690435 |
| KEPPEL INFRASTRUCTURE TRUST | EQUITY | 756454 | 288090 |
| KEPPEL LTD | EQUITY | 263000 | 2110114 |
| KEPPEL REIT | EQUITY | 118494 | 1382 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KEPPEL REIT | EQUITY | 515193 | 389948 |
| KERING | EQUITY | 11519 | 4062023 |
| KERRY GROUP PLC A | EQUITY | 24041 | 2202349 |
| KERRY PROPERTIES LTD | EQUITY | 116318 | 303068 |
| KESKO OYJ B SHS | EQUITY | 15341 | 346814 |
| KEWPIE CORP | EQUITY | 18600 | 514792 |
| KEYENCE CORP | EQUITY | 29900 | 10825655 |
| KEYERA CORP | EQUITY | 38600 | 1239030 |
| KEYMED BIOSCIENCES INC | EQUITY | 35000 | 240348 |
| KGHM POLSKA MIEDZ SA | EQUITY | 15819 | 1226495 |
| KGI FINANCIAL HOLDING CO LTD | EQUITY | 2240368 | 1226431 |
| KH NEOCHEM CO LTD | EQUITY | 7600 | 120187 |
| KIA CORP | EQUITY | 34275 | 2887209 |
| KIATNAKIN PHATRA BAN FOREIGN | EQUITY | 211900 | 456388 |
| KIER GROUP PLC | EQUITY | 75556 | 223580 |
| KIKKOMAN CORP | EQUITY | 123500 | 1119155 |
| KILLAM APARTMENT REAL ESTATE | EQUITY | 9100 | 108875 |
| KIMBERLY CLARK DE MEXICO A | EQUITY | 262600 | 560852 |
| KINAXIS INC | EQUITY | 5500 | 694467 |
| KINDEN CORP | EQUITY | 23400 | 1015199 |
| KINDOM DEVELOPMENT CO LTD | EQUITY | 61710 | 66179 |
| KINEPOLIS | EQUITY | 2446 | 86206 |
| KING SLIDE WORKS CO LTD | EQUITY | 10000 | 1188369 |
| KING YUAN ELECTRONICS CO LTD | EQUITY | 193000 | 1520235 |
| KINGBOARD HOLDINGS LTD | EQUITY | 91900 | 346654 |
| KINGBOARD LAMINATES HLDG LTD | EQUITY | 243000 | 411790 |
| KINGDEE INTERNATIONAL SFTWR | EQUITY | 534000 | 911783 |
| KINGFISHER PLC | EQUITY | 251311 | 1051508 |
| KINGSOFT CLOUD HOLDINGS ADR | EQUITY | 9300 | 96162 |
| KINGSOFT CLOUD HOLDINGS LTD | EQUITY | 304000 | 215204 |
| KINGSOFT CORP LTD | EQUITY | 171000 | 624814 |
| KINGSPAN GROUP PLC | EQUITY | 22651 | 1956030 |
| KINIK COMPANY | EQUITY | 26000 | 326749 |
| KINNEVIK AB B | EQUITY | 42848 | 388422 |
| KINROSS GOLD CORP | EQUITY | 199929 | 5638705 |
| KINSUS INTERCONNECT TECH | EQUITY | 82180 | 415854 |
| KINTETSU GROUP HOLDINGS CO L | EQUITY | 500 | 9797 |
| KION GROUP AG | EQUITY | 12266 | 980137 |
| KIOXIA HOLDINGS CORP | EQUITY | 20500 | 1371574 |
| KIRIN HOLDINGS CO LTD | EQUITY | 115000 | 1728535 |
| KISSEI PHARMACEUTICAL CO LTD | EQUITY | 2400 | 71115 |
| KITZ CORP | EQUITY | 12000 | 133312 |
| KIWI PROPERTY GROUP LTD | EQUITY | 546244 | 330690 |
| KIWOOM SECURITIES CO LTD | EQUITY | 3027 | 601112 |
| KIYO BANK LTD/THE | EQUITY | 11800 | 245046 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KLABIN SA UNIT | EQUITY | 133729 | 457086 |
| KLEPIERRE | EQUITY | 40436 | 1600002 |
| KLN LOGISTICS GROUP LTD | EQUITY | 106659 | 97156 |
| KLOECKNER + CO SE | EQUITY | 13410 | 127844 |
| KNORR BREMSE AG | EQUITY | 12329 | 1377840 |
| KOBAYASHI PHARMACEUTICAL CO | EQUITY | 9000 | 311786 |
| KOBE BUSSAN CO LTD | EQUITY | 27000 | 652438 |
| KOBE STEEL LTD | EQUITY | 10700 | 141033 |
| KOEI TECMO HOLDINGS CO LTD | EQUITY | 19760 | 239220 |
| KOH YOUNG TECHNOLOGY INC | EQUITY | 15785 | 248601 |
| KOHNAN SHOJI CO LTD | EQUITY | 4500 | 115155 |
| KOITO MANUFACTURING CO LTD | EQUITY | 35400 | 523165 |
| KOKUSAI ELECTRIC CORP | EQUITY | 28700 | 1001105 |
| KOKUYO CO LTD | EQUITY | 57600 | 321529 |
| KOLMAR KOREA CO LTD | EQUITY | 3526 | 151560 |
| KOLON INDUSTRIES INC | EQUITY | 3950 | 122382 |
| KOMATSU LTD | EQUITY | 150400 | 4804615 |
| KOMEDA HOLDINGS CO LTD | EQUITY | 8400 | 162523 |
| KOMERCNI BANKA AS | EQUITY | 17054 | 962840 |
| KOMERI CO LTD | EQUITY | 5500 | 119861 |
| KONAMI GROUP CORP | EQUITY | 13500 | 1838861 |
| KONE OYJ B | EQUITY | 38071 | 2698583 |
| KONECRANES OYJ | EQUITY | 10877 | 1192611 |
| KONGSBERG GRUPPEN ASA | EQUITY | 68607 | 1757654 |
| KONICA MINOLTA INC | EQUITY | 87700 | 381240 |
| KONINKLIJKE AHOLD DELHAIZE N | EQUITY | 135507 | 5553975 |
| KONINKLIJKE BAM GROEP NV | EQUITY | 65066 | 706475 |
| KONINKLIJKE KPN NV | EQUITY | 611318 | 2858017 |
| KONINKLIJKE PHILIPS NV | EQUITY | 115368 | 3120440 |
| KONISHI CO LTD | EQUITY | 9600 | 81319 |
| KONOIKE TRANSPORT CO LTD | EQUITY | 4600 | 96296 |
| KONTRON AG | EQUITY | 8083 | 216585 |
| KOREA AEROSPACE INDUSTRIES | EQUITY | 12785 | 1011804 |
| KOREA ELECTRIC POWER CORP | EQUITY | 46460 | 1510065 |
| KOREA INVESTMENT HOLDINGS CO | EQUITY | 4291 | 476925 |
| KOREA ZINC CO LTD | EQUITY | 675 | 616741 |
| KOREAN AIR LINES CO LTD | EQUITY | 31460 | 491002 |
| KOREAN REINSURANCE CO | EQUITY | 40046 | 320294 |
| KORNIT DIGITAL LTD | EQUITY | 6300 | 90594 |
| KOSE HOLDINGS CORP | EQUITY | 5700 | 190922 |
| KOSHIDAKA HOLDINGS CO LTD | EQUITY | 14300 | 111733 |
| KOSSAN RUBBER INDUSTRIES | EQUITY | 270300 | 72557 |
| KOTOBUKI SPIRITS CO LTD | EQUITY | 18000 | 210659 |
| KRAFTIA CORP | EQUITY | 7200 | 353913 |
| KRAFTON INC | EQUITY | 4713 | 801538 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KRONES AG | EQUITY | 2548 | 406299 |
| KRUK SA | EQUITY | 374 | 51244 |
| KRUNG THAI BANK PUB CO FOREI | EQUITY | 831250 | 743496 |
| KT+G CORP | EQUITY | 16652 | 1639567 |
| KUAISHOU TECHNOLOGY | EQUITY | 427300 | 3510739 |
| KUALA LUMPUR KEPONG BHD | EQUITY | 104984 | 517460 |
| KUANG CHI TECHNOLOGIES CO A | EQUITY | 21900 | 152826 |
| KUBOTA CORP | EQUITY | 149800 | 2113886 |
| KUEHNE NAGEL INTL AG REG | EQUITY | 5970 | 1285733 |
| KUM YANG CO LTD | EQUITY | 8585 | 58999 |
| KUMAGAI GUMI CO LTD | EQUITY | 29200 | 288142 |
| KUMHO PETROCHEMICAL CO LTD | EQUITY | 3811 | 318317 |
| KUMHO TIRE CO INC | EQUITY | 63100 | 255536 |
| KUMIAI CHEMICAL INDUSTRY CO | EQUITY | 18700 | 84032 |
| KUNLUN ENERGY CO LTD | EQUITY | 660000 | 630025 |
| KUNLUN TECH CO LTD A | EQUITY | 19400 | 115497 |
| KURA SUSHI INC | EQUITY | 2800 | 58041 |
| KURARAY CO LTD | EQUITY | 54300 | 548852 |
| KUREHA CORP | EQUITY | 9300 | 242533 |
| KURITA WATER INDUSTRIES LTD | EQUITY | 21800 | 883851 |
| KUSURI NO AOKI HOLDINGS CO L | EQUITY | 9000 | 268643 |
| KUWAIT FINANCE HOUSE | EQUITY | 1450968 | 3824738 |
| KUWAIT INTERNATIONAL BANK | EQUITY | 156034 | 139043 |
| KUWAIT PROJECTS HOLDING | EQUITY | 387244 | 100015 |
| KUWAITI DINAR | CASH | 476438 | 1549390 |
| KWEICHOW MOUTAI CO LTD A | EQUITY | 10380 | 2044190 |
| KYB CORP | EQUITY | 6200 | 176762 |
| KYOCERA CORP | EQUITY | 188900 | 2650017 |
| KYOKUTO KAIHATSU KOGYO CO | EQUITY | 5100 | 101746 |
| KYORIN PHARMACEUTICAL CO LTD | EQUITY | 7100 | 69615 |
| KYORITSU MAINTENANCE CO LTD | EQUITY | 12800 | 229007 |
| KYOTO FINANCIAL GROUP INC | EQUITY | 40800 | 889104 |
| KYOWA KIRIN CO LTD | EQUITY | 44637 | 718098 |
| KYUSHU ELECTRIC POWER CO INC | EQUITY | 69000 | 739735 |
| KYUSHU FINANCIAL GROUP INC | EQUITY | 59800 | 387325 |
| KYUSHU RAILWAY COMPANY | EQUITY | 22600 | 588412 |
| L OREAL | EQUITY | 37300 | 16011373 |
| L.K. TECHNOLOGY HOLDINGS LTD | EQUITY | 167500 | 71231 |
| L+F CO LTD | EQUITY | 4407 | 288820 |
| L+K ENGINEERING CO LTD | EQUITY | 24595 | 432082 |
| LA COMER SAB DE CV | EQUITY | 94461 | 203901 |
| LABORATORIOS FARMACEUTICOS R | EQUITY | 3045 | 227089 |
| LABRADOR IRON ORE ROYALTY CO | EQUITY | 9700 | 211373 |
| LAKE MATERIALS CO LTD | EQUITY | 8706 | 88493 |
| LAMDA DEVELOPMENT SA | EQUITY | 12132 | 101449 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LANCASHIRE HOLDINGS LTD | EQUITY | 41404 | 354834 |
| LAND + HOUSES PUB NVDR | EQUITY | 1320200 | 157847 |
| LAND MARK OPTOELECTRONICS | EQUITY | 10000 | 193804 |
| LAND SECURITIES GROUP PLC | EQUITY | 120264 | 998746 |
| LANDIS GYR GROUP AG | EQUITY | 3729 | 241389 |
| LANXESS AG | EQUITY | 14120 | 292506 |
| LAOPU GOLD CO L H | EQUITY | 4700 | 373174 |
| LARGAN PRECISION CO LTD | EQUITY | 18799 | 1492753 |
| LASALLE LOGIPORT REIT | EQUITY | 301 | 304588 |
| LASERTEC CORP | EQUITY | 12100 | 2294864 |
| LASSONDE INDS INC CLASS A | EQUITY | 500 | 80067 |
| LATAM AIRLINES GROUP SA | EQUITY | 31872095 | 862225 |
| LAURENTIAN BANK OF CANADA | EQUITY | 7400 | 217560 |
| LB GROUP CO LTD A | EQUITY | 24200 | 67658 |
| LEE + MAN PAPER MANUFACTURIN | EQUITY | 346000 | 124468 |
| LEEJAM SPORTS CO JSC | EQUITY | 3548 | 94120 |
| LEENO INDUSTRIAL INC | EQUITY | 8420 | 350365 |
| LEG IMMOBILIEN SE | EQUITY | 14001 | 1021853 |
| LEGAL + GENERAL GROUP PLC | EQUITY | 791088 | 2771810 |
| LEGEND BIOTECH CORP ADR | EQUITY | 13100 | 284794 |
| LEGRAND SA | EQUITY | 39270 | 5832034 |
| LEM HOLDING SA REG | EQUITY | 35 | 13014 |
| LENDLEASE GLOBAL COMMERCIAL | EQUITY | 282200 | 135874 |
| LENDLEASE GROUP | EQUITY | 111717 | 386254 |
| LENOVO GROUP LTD | EQUITY | 1092000 | 1299148 |
| LENS TECHNOLOGY CO LTD A | EQUITY | 35600 | 153375 |
| LENZING AG | EQUITY | 3488 | 95669 |
| LEO LITHIUM LIMITED UNL | EQUITY | 135187 | 45525 |
| LEONARDO SPA | EQUITY | 65970 | 3808843 |
| LEOPALACE21 CORP | EQUITY | 44700 | 187729 |
| LEROY SEAFOOD GROUP ASA | EQUITY | 73447 | 369124 |
| LG CHEM LTD | EQUITY | 8750 | 2010272 |
| LG CORP | EQUITY | 2052 | 114403 |
| LG DISPLAY CO LTD | EQUITY | 55298 | 453638 |
| LG ELECTRONICS INC | EQUITY | 10390 | 659073 |
| LG ENERGY SOLUTION | EQUITY | 5256 | 1328754 |
| LG H+H | EQUITY | 1576 | 281673 |
| LG INNOTEK CO LTD | EQUITY | 1952 | 364356 |
| LG UPLUS CORP | EQUITY | 39514 | 403559 |
| LI AUTO INC CLASS A | EQUITY | 208700 | 1738832 |
| LI NING CO LTD | EQUITY | 451541 | 1083095 |
| LIEN HWA INDUSTRIAL HOLDINGS | EQUITY | 199713 | 302223 |
| LIFCO AB B SHS | EQUITY | 42925 | 1620068 |
| LIFE CORP | EQUITY | 7800 | 127062 |
| LIFE HEALTHCARE GROUP HOLDIN | EQUITY | 265666 | 182615 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LIFENET INSURANCE CO | EQUITY | 14900 | 184170 |
| LIFETECH SCIENTIFIC CORP | EQUITY | 628000 | 125866 |
| LIG NEX1 CO LTD | EQUITY | 1858 | 539289 |
| LIGACHEM BIOSCIENCES INC | EQUITY | 2818 | 339184 |
| LIGHTSPEED COMMERCE INC | EQUITY | 26500 | 320146 |
| LINAMAR CORP | EQUITY | 8400 | 508382 |
| LINDAB INTERNATIONAL AB | EQUITY | 13893 | 313718 |
| LINEA DIRECTA ASEGURADORA SA | EQUITY | 115099 | 151129 |
| LINGYI ITECH GUANGDONG CO A | EQUITY | 62100 | 137262 |
| LINK REIT | EQUITY | 392025 | 1749720 |
| LINTEC CORP | EQUITY | 7700 | 217381 |
| LION CORP | EQUITY | 2400 | 25317 |
| LION FINANCE GROUP PLC | EQUITY | 6661 | 825348 |
| LIONTOWN LTD | EQUITY | 277369 | 291439 |
| LISI | EQUITY | 1128 | 69990 |
| LITE ON TECHNOLOGY CORP | EQUITY | 381229 | 1963764 |
| LITHIUM AMERICAS CORP | EQUITY | 18000 | 78395 |
| LIXIL CORP | EQUITY | 21800 | 263218 |
| LLOYDS BANKING GROUP PLC | EQUITY | 9214868 | 12117600 |
| LOBLAW COMPANIES LTD | EQUITY | 82184 | 3720239 |
| LOCALIZA RENT A CAR | EQUITY | 166125 | 1310138 |
| LOCALIZA RENT A CAR SA | EQUITY | 6389 | 48386 |
| LOGISTA INTEGRAL SA | EQUITY | 9809 | 346988 |
| LOGITECH INTERNATIONAL REG | EQUITY | 24936 | 2539067 |
| LOJAS RENNER S.A. | EQUITY | 202413 | 495316 |
| LONDON STOCK EXCHANGE GROUP | EQUITY | 75230 | 9039289 |
| LONDONMETRIC PROPERTY PLC | EQUITY | 87963 | 223568 |
| LONGFOR GROUP HOLDINGS LTD | EQUITY | 348285 | 383031 |
| LONGI GREEN ENERGY TECHNOL A | EQUITY | 76972 | 200145 |
| LONKING HOLDINGS LTD | EQUITY | 281000 | 106862 |
| LONZA GROUP AG REG | EQUITY | 10499 | 7101830 |
| LOOMIS AB | EQUITY | 16415 | 694802 |
| LOTES CO LTD | EQUITY | 16311 | 668918 |
| LOTTE CHEMICAL CORP | EQUITY | 3706 | 179852 |
| LOTTE ENERGY MATERIALS CORP | EQUITY | 3779 | 79457 |
| LOTTE FINE CHEMICAL CO LTD | EQUITY | 6024 | 185262 |
| LOTTE WELLFOOD CO LTD | EQUITY | 605 | 48038 |
| LOTTERY CORP LTD/THE | EQUITY | 240571 | 826450 |
| LOTUS BAKERIES | EQUITY | 59 | 543958 |
| LOTUS PHARMACEUTICAL CO LTD | EQUITY | 23000 | 207157 |
| LOUIS HACHETTE GROUP | EQUITY | 132633 | 243467 |
| LOVISA HOLDINGS LTD | EQUITY | 10690 | 207904 |
| LPP SA | EQUITY | 71 | 409386 |
| LS CORP | EQUITY | 2262 | 311217 |
| LS ELECTRIC CO LTD | EQUITY | 2807 | 884096 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LUFAX HOLDING LTD ADR | EQUITY | 25575 | 65472 |
| LUK FOOK HOLDINGS INTL LTD | EQUITY | 63000 | 190210 |
| LUKOIL PJSC | EQUITY | 75783 | 6862625 |
| LUMO KODIT OYJ | EQUITY | 20855 | 250458 |
| LUNDBERGS AB B SHS | EQUITY | 558 | 30835 |
| LUNDIN GOLD INC | EQUITY | 20600 | 1713523 |
| LUNDIN MINING CORP | EQUITY | 119847 | 2579235 |
| LUNG YEN LIFE SERVICE CORP | EQUITY | 37000 | 55543 |
| LUNIT INC | EQUITY | 3416 | 97352 |
| LUXNET CORP | EQUITY | 18000 | 184232 |
| LUXSHARE PRECISION INDUSTR A | EQUITY | 75658 | 610704 |
| LUYE PHARMA GROUP LTD | EQUITY | 323500 | 113881 |
| LUZHOU LAOJIAO CO LTD A | EQUITY | 15900 | 264356 |
| LVMH MOET HENNESSY LOUIS VUI | EQUITY | 38120 | 28720347 |
| LX INTERNATIONAL CORP | EQUITY | 9695 | 218784 |
| LX SEMICON CO LTD | EQUITY | 1935 | 65531 |
| LY CORP | EQUITY | 362600 | 964826 |
| LYNAS RARE EARTHS LTD | EQUITY | 144934 | 1194665 |
| M DIAS BRANCO SA | EQUITY | 23600 | 103125 |
| M+A CAPITAL PARTNERS CO LTD | EQUITY | 2900 | 62394 |
| M+G PLC | EQUITY | 443888 | 1700991 |
| M3 INC | EQUITY | 74400 | 1006865 |
| M31 TECHNOLOGY CORP | EQUITY | 4800 | 57414 |
| M6 METROPOLE TELEVISION | EQUITY | 4317 | 61677 |
| MA FINANCIAL GROUP LTD | EQUITY | 15136 | 109600 |
| MAAS GROUP HOLDINGS LTD | EQUITY | 14180 | 51388 |
| MABANEE CO KPSC | EQUITY | 125416 | 444562 |
| MABUCHI MOTOR CO LTD | EQUITY | 34800 | 319597 |
| MACNICA HOLDINGS INC | EQUITY | 24000 | 366882 |
| MACQUARIE GROUP LTD | EQUITY | 56424 | 7588053 |
| MACRONIX INTERNATIONAL CO | EQUITY | 340681 | 421978 |
| MAEDA KOSEN CO LTD | EQUITY | 6000 | 75755 |
| MAGAZINE LUIZA SA | EQUITY | 56869 | 91983 |
| MAGELLAN FINANCIAL GROUP LTD | EQUITY | 38862 | 257071 |
| MAGNA INTERNATIONAL INC | EQUITY | 48212 | 2573534 |
| MAGNUM ICE CREAM CO NV/THE | EQUITY | 78362 | 1241094 |
| MAGYAR TELEKOM TELECOMMUNICA | EQUITY | 81594 | 447339 |
| MAH SING GROUP BHD | EQUITY | 1783800 | 423567 |
| MAHARAH HUMAN RESOURCES CO | EQUITY | 37400 | 64215 |
| MAHINDRA + MAHINDRA SPON GDR | EQUITY | 30062 | 1244567 |
| MAIRE SPA | EQUITY | 26444 | 405296 |
| MAJOR DRILLING GROUP INTL | EQUITY | 17700 | 166573 |
| MAKALOT INDUSTRIAL CO LTD | EQUITY | 40298 | 370012 |
| MAKINO MILLING MACHINE CO | EQUITY | 4000 | 281679 |
| MAKITA CORP | EQUITY | 32900 | 993119 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MALAYAN BANKING BHD | EQUITY | 624212 | 1612202 |
| MALAYSIAN PACIFIC INDUSTRIES | EQUITY | 5000 | 39627 |
| MALAYSIAN RESOURCES CORP BHD | EQUITY | 1549227 | 145098 |
| MALAYSIAN RINGGIT | CASH | 6130524 | 1510725 |
| MAN GROUP PLC/JERSEY | EQUITY | 241587 | 739792 |
| MAN WAH HOLDINGS LTD | EQUITY | 301200 | 176846 |
| MANDATUM OYJ | EQUITY | 80836 | 650079 |
| MANGO EXCELLENT MEDIA CO L A | EQUITY | 27400 | 95544 |
| MANI INC | EQUITY | 12900 | 119521 |
| MANILA ELECTRIC COMPANY | EQUITY | 28800 | 280506 |
| MANITOU BF | EQUITY | 1610 | 36393 |
| MANULIFE FINANCIAL CORP | EQUITY | 258291 | 9391372 |
| MAOYAN ENTERTAINMENT | EQUITY | 77600 | 69190 |
| MAPLE LEAF FOODS INC | EQUITY | 14900 | 270988 |
| MAPLETREE INDUSTRIAL TRUST | EQUITY | 336831 | 544801 |
| MAPLETREE LOGISTICS TRUST | EQUITY | 734641 | 752759 |
| MAPLETREE PAN ASIA COM TRUST | EQUITY | 427864 | 488418 |
| MARCOPOLO SA PREF | EQUITY | 44352 | 48077 |
| MARKS + SPENCER GROUP PLC | EQUITY | 299560 | 1329678 |
| MARR SPA | EQUITY | 6036 | 63943 |
| MARSHALLS PLC | EQUITY | 34155 | 82214 |
| MARUBENI CORP | EQUITY | 197000 | 5478234 |
| MARUI GROUP CO LTD | EQUITY | 18700 | 383494 |
| MARUICHI STEEL TUBE LTD | EQUITY | 28500 | 263666 |
| MARUWA CO LTD | EQUITY | 1500 | 405356 |
| MARUZEN SHOWA UNYU CO LTD | EQUITY | 3300 | 172860 |
| MATAS A/S | EQUITY | 6243 | 122311 |
| MATRIX IT LTD | EQUITY | 6050 | 265000 |
| MATSUI SECURITIES CO LTD | EQUITY | 23400 | 127525 |
| MATSUKIYOCOCOKARA + CO | EQUITY | 61300 | 1063470 |
| MATSUYAFOODS HOLDINGS CO LTD | EQUITY | 900 | 37252 |
| MAUREL ET PROM | EQUITY | 14925 | 96413 |
| MAX CO LTD | EQUITY | 4500 | 198499 |
| MAXELL LTD | EQUITY | 12100 | 185465 |
| MAXIS BHD | EQUITY | 360600 | 336756 |
| MAXSCEND MICROELECTRONICS A | EQUITY | 4320 | 50264 |
| MAZDA MOTOR CORP | EQUITY | 97400 | 760167 |
| MBANK SA | EQUITY | 1145 | 336928 |
| MBRF GLOBAL FOODS COMPANY SA | EQUITY | 46479 | 172380 |
| MCDONALD S HOLDINGS CO JAPAN | EQUITY | 3000 | 122395 |
| MCJ CO LTD | EQUITY | 12000 | 123481 |
| MCMILLAN SHAKESPEARE LTD | EQUITY | 12087 | 137432 |
| MDA SPACE LTD | EQUITY | 17400 | 338162 |
| MEBUKI FINANCIAL GROUP INC | EQUITY | 166400 | 1098990 |
| MEDACTA GROUP SA | EQUITY | 1184 | 232927 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MEDCO ENERGI INTERNASIONAL T | EQUITY | 1428600 | 115219 |
| MEDIATEK INC | EQUITY | 232165 | 10519761 |
| MEDIBANK PRIVATE LTD | EQUITY | 492120 | 1568854 |
| MEDIPAL HOLDINGS CORP | EQUITY | 46000 | 813809 |
| MEDY TOX INC | EQUITY | 1975 | 165192 |
| MEGA FINANCIAL HOLDING CO LT | EQUITY | 1772403 | 2254750 |
| MEGA LIFESCIENCES PCL FOREIG | EQUITY | 74400 | 79111 |
| MEGACABLE HOLDINGS CPO | EQUITY | 38600 | 111273 |
| MEGACHIPS CORP | EQUITY | 2700 | 135492 |
| MEGAPORT LTD | EQUITY | 23907 | 191964 |
| MEGAWORLD CORP | EQUITY | 3879000 | 136972 |
| MEGMILK SNOW BRAND CO LTD | EQUITY | 9400 | 193826 |
| MEIDENSHA CORP | EQUITY | 6100 | 217177 |
| MEIJI HOLDINGS CO LTD | EQUITY | 27300 | 608438 |
| MEIKO ELECTRONICS CO LTD | EQUITY | 3200 | 219234 |
| MEITEC GROUP HOLDINGS INC | EQUITY | 13500 | 305469 |
| MEITU INC | EQUITY | 288500 | 259459 |
| MEITUAN CLASS B | EQUITY | 761760 | 10109823 |
| MELCO INTERNATIONAL DEVELOP. | EQUITY | 121000 | 67624 |
| MELCO RESORTS + ENTERT ADR | EQUITY | 45148 | 341770 |
| MELEXIS NV | EQUITY | 3610 | 242618 |
| MELIA HOTELS INTERNATIONAL | EQUITY | 20405 | 189800 |
| MELISRON | EQUITY | 3261 | 422936 |
| MELROSE INDUSTRIES PLC | EQUITY | 190345 | 1494335 |
| MENICON CO LTD | EQUITY | 10400 | 105870 |
| MENORA MIVTACHIM HOLDINGS LT | EQUITY | 4168 | 522324 |
| MERCARI INC | EQUITY | 17400 | 349826 |
| MERCEDES BENZ GROUP AG | EQUITY | 113186 | 7982320 |
| MERCIALYS | EQUITY | 14328 | 185782 |
| MERCK KGAA | EQUITY | 20864 | 2992931 |
| MERCURY NZ LTD | EQUITY | 213231 | 793614 |
| MERDEKA COPPER GOLD TBK PT | EQUITY | 2265942 | 309752 |
| MERIDA INDUSTRY CO LTD | EQUITY | 35000 | 91838 |
| MERIDIAN ENERGY LTD | EQUITY | 125485 | 403710 |
| MERITZ FINANCIAL GROUP INC | EQUITY | 12649 | 990913 |
| MERLIN PROPERTIES SOCIMI SA | EQUITY | 52382 | 764694 |
| MERRY ELECTRONICS CO LTD | EQUITY | 29496 | 91631 |
| MERSEN | EQUITY | 3347 | 93334 |
| MESOBLAST LTD | EQUITY | 177448 | 321016 |
| METALLURGICAL CORP OF CHIN A | EQUITY | 194300 | 82345 |
| METALURGICA GERDAU SA PREF | EQUITY | 182874 | 298731 |
| METAPLANET INC | EQUITY | 81200 | 206152 |
| METAWATER CO LTD | EQUITY | 4000 | 85421 |
| METCASH LTD | EQUITY | 196578 | 432415 |
| METHANEX CORP | EQUITY | 12000 | 476586 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| METRO INC/CN | EQUITY | 32378 | 2333484 |
| METROPOLITAN BANK + TRUST | EQUITY | 420165 | 489213 |
| METSA BOARD OYJ B | EQUITY | 30433 | 110809 |
| METSO CORP | EQUITY | 96579 | 1683928 |
| MEXICAN PESO (NEW) | CASH | 1377197 | 76598 |
| MEZZION PHARMA CO LTD | EQUITY | 3735 | 233541 |
| MFE MEDIAFOREUROPE NV CL A | EQUITY | 49849 | 180670 |
| MFE MEDIAFOREUROPE NV CL B | EQUITY | 10716 | 51726 |
| MICHELIN (CGDE) | EQUITY | 100484 | 3330314 |
| MICRO STAR INTERNATIONAL CO | EQUITY | 149000 | 454613 |
| MICRONICS JAPAN CO LTD | EQUITY | 3200 | 143272 |
| MICROPORT SCIENTIFIC CORP | EQUITY | 123603 | 171823 |
| MIDDLE EAST HEALTHCARE CO | EQUITY | 14931 | 129613 |
| MIDDLE EAST PAPER CO | EQUITY | 85678 | 485634 |
| MIDEA GROUP CO LTD H | EQUITY | 51300 | 559894 |
| MILBON CO LTD | EQUITY | 4200 | 65313 |
| MILDEF GROUP AB | EQUITY | 13663 | 175973 |
| MILLICOM INTL CELLULAR S.A. | EQUITY | 16792 | 930948 |
| MINEBEA MITSUMI INC | EQUITY | 62500 | 1254395 |
| MINERAL RESOURCES LTD | EQUITY | 31540 | 1144100 |
| MINERVA SA | EQUITY | 72300 | 75674 |
| MING YUAN CLOUD GROUP HOLDIN | EQUITY | 100000 | 42269 |
| MINISO GROUP HOLDING LTD | EQUITY | 65400 | 305847 |
| MINOR INTERNATIONAL PCL NVDR | EQUITY | 451966 | 346941 |
| MINTH GROUP LTD | EQUITY | 132000 | 537938 |
| MIPS AB | EQUITY | 4424 | 168415 |
| MIRAE ASSET SECURITIES CO LT | EQUITY | 36270 | 580144 |
| MIRAI CORP | EQUITY | 291 | 93441 |
| MIRAIT ONE CORP | EQUITY | 13700 | 306589 |
| MIRARTH REAL ESTATE INVESTME | EQUITY | 224 | 133637 |
| MIRVAC GROUP | EQUITY | 767483 | 1046662 |
| MISC BHD | EQUITY | 239540 | 460474 |
| MISTO HOLDINGS CORP | EQUITY | 9003 | 266345 |
| MISUMI GROUP INC | EQUITY | 47900 | 748801 |
| MITAC HOLDINGS CORP | EQUITY | 190060 | 517150 |
| MITANI SEKISAN CO LTD | EQUITY | 1700 | 88772 |
| MITCHELLS + BUTLERS PLC | EQUITY | 46035 | 160952 |
| MITIE GROUP PLC | EQUITY | 181827 | 407176 |
| MITRA ADIPERKASA TBK PT | EQUITY | 1526000 | 106606 |
| MITSUBISHI CHEMICAL GROUP CO | EQUITY | 186800 | 1090298 |
| MITSUBISHI CORP | EQUITY | 481600 | 11028155 |
| MITSUBISHI ELECTRIC CORP | EQUITY | 270000 | 7915543 |
| MITSUBISHI ESTATE CO LTD | EQUITY | 165700 | 4032960 |
| MITSUBISHI ESTATE LOGISTICS | EQUITY | 225 | 190768 |
| MITSUBISHI GAS CHEMICAL CO | EQUITY | 29100 | 527642 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MITSUBISHI HC CAPITAL INC | EQUITY | 33340 | 278874 |
| MITSUBISHI HEAVY INDUSTRIES | EQUITY | 493900 | 12088477 |
| MITSUBISHI LOGISTICS CORP | EQUITY | 47000 | 358642 |
| MITSUBISHI MATERIALS CORP | EQUITY | 18900 | 442795 |
| MITSUBISHI MOTORS CORP | EQUITY | 112900 | 267668 |
| MITSUBISHI PENCIL CO LTD | EQUITY | 9500 | 131771 |
| MITSUBISHI RESEARCH INSTITUT | EQUITY | 1400 | 44429 |
| MITSUBISHI UFJ FINANCIAL GRO | EQUITY | 1760300 | 27935369 |
| MITSUBOSHI BELTING LTD | EQUITY | 4000 | 100013 |
| MITSUI + CO LTD | EQUITY | 369100 | 10901701 |
| MITSUI CHEMICALS INC | EQUITY | 62200 | 795030 |
| MITSUI DM SUGAR CO LTD | EQUITY | 2800 | 59524 |
| MITSUI E+S CO LTD | EQUITY | 15200 | 539717 |
| MITSUI FUDOSAN ACCOMMODATION | EQUITY | 400 | 343053 |
| MITSUI FUDOSAN CO LTD | EQUITY | 403000 | 4582021 |
| MITSUI FUDOSAN LOGISTICS PAR | EQUITY | 618 | 480681 |
| MITSUI HIGH TEC INC | EQUITY | 31500 | 152708 |
| MITSUI KINZOKU CO LTD | EQUITY | 9900 | 1117611 |
| MITSUI OSK LINES LTD | EQUITY | 33700 | 1011087 |
| MITSUI SOKO HOLDINGS CO LTD | EQUITY | 11100 | 263663 |
| MITSUUROKO HOLDINGS CO LTD | EQUITY | 6300 | 88708 |
| MIURA CO LTD | EQUITY | 14800 | 287215 |
| MIVNE REAL ESTATE KD LTD | EQUITY | 139948 | 684569 |
| MIXI INC | EQUITY | 7400 | 128926 |
| MIZRAHI TEFAHOT BANK LTD | EQUITY | 27932 | 1949131 |
| MIZUHO FINANCIAL GROUP INC | EQUITY | 380250 | 13798275 |
| MIZUNO CORP | EQUITY | 8700 | 171932 |
| MMC NORILSK NICKEL PJSC ADR | EQUITY | 2554 | 23012 |
| MMG LTD | EQUITY | 711200 | 801339 |
| MOBILE TELECOMMUNICATIONS CO | EQUITY | 366963 | 619438 |
| MOBILE TELECOMMUNICATIONS CO | EQUITY | 74588 | 207410 |
| MOBILEZONE HOLDING AG REG | EQUITY | 6850 | 114480 |
| MOBIMO HOLDING AG REG | EQUITY | 1122 | 518355 |
| MOCHIDA PHARMACEUTICAL CO | EQUITY | 4400 | 99092 |
| MODEC INC | EQUITY | 3400 | 258628 |
| MODERN TIMES GROUP B SHS | EQUITY | 20754 | 258418 |
| MODIVO SA | EQUITY | 5911 | 196624 |
| MOLTEN VENTURES PLC | EQUITY | 32680 | 219959 |
| MOMENTUM GROUP LIMITED | EQUITY | 245998 | 567711 |
| MONADELPHOUS GROUP LTD | EQUITY | 16513 | 290390 |
| MONCLER SPA | EQUITY | 36106 | 2328867 |
| MONDAY.COM LTD | EQUITY | 6800 | 1003408 |
| MONDI PLC | EQUITY | 8837 | 108583 |
| MONDI PLC | EQUITY | 72601 | 883854 |
| MONEX GROUP INC | EQUITY | 29900 | 139553 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| MONEY FORWARD INC | EQUITY |  | 7200 | 214581 |
| MONOGATARI CORP | EQUITY |  | 8500 | 238693 |
| MONOTARO CO LTD | EQUITY |  | 42200 | 677311 |
| MONTAGE TECHNOLOGY CO LTD A | EQUITY |  | 7588 | 126958 |
| MONTANA AEROSPACE AG | EQUITY |  | 2791 | 98807 |
| MONTEA NV | EQUITY |  | 2200 | 189136 |
| MONY GROUP PLC | EQUITY |  | 92099 | 226367 |
| MOONPIG GROUP PLC | EQUITY |  | 50000 | 136543 |
| MORGAN ADVANCED MATERIALS PL | EQUITY |  | 48470 | 142141 |
| MORGAN SINDALL GROUP PLC | EQUITY |  | 6674 | 417507 |
| MORGUARD CORP | EQUITY |  | 900 | 76163 |
| MORI TRUST REIT INC | EQUITY |  | 455 | 226726 |
| MORINAGA + CO LTD | EQUITY |  | 14000 | 237423 |
| MORINAGA MILK INDUSTRY CO | EQUITY |  | 12600 | 299445 |
| MORITA HOLDINGS CORP | EQUITY |  | 2600 | 45739 |
| MOROCCAN DIRHAM | CASH |  | 19943 | 2187 |
| MOS FOOD SERVICES INC | EQUITY |  | 4400 | 119269 |
| MOSCOW EXCHANGE MICEX RTS PJ | EQUITY |  | 223970 | 656903 |
| MOSENERGO PJSC | EQUITY |  | 1837000 | 72563 |
| MOTIVA INFRAESTRUTURA DE MOB | EQUITY |  | 214200 | 586188 |
| MOTOR OIL (HELLAS) SA | EQUITY |  | 11407 | 420664 |
| MOTUS HOLDINGS LTD | EQUITY |  | 35255 | 259423 |
| MOUWASAT MEDICAL SERVICES CO | EQUITY |  | 16622 | 295365 |
| MOWI ASA | EQUITY |  | 81028 | 1955103 |
| MPC CONTAINER SHIPS AS | EQUITY |  | 94505 | 164990 |
| MPI CORP | EQUITY |  | 14000 | 995509 |
| MR DIY GROUP M BHD | EQUITY |  | 606000 | 228251 |
| MR PRICE GROUP LTD | EQUITY |  | 44296 | 467768 |
| MRV ENGENHARIA | EQUITY |  | 83617 | 118856 |
| MS+AD INSURANCE GROUP HOLDIN | EQUITY |  | 187800 | 4419192 |
| MSCI EAFE MAR 26 | FUTURE | 3/20/2026 | 32600 | 795985 |
| MSCI EMGMKT MAR 26 | FUTURE | 3/20/2026 | 33850 | 547675 |
| MTN GROUP LTD | EQUITY |  | 276219 | 2825535 |
| MTR CORP | EQUITY |  | 144169 | 551967 |
| MTU AERO ENGINES AG | EQUITY |  | 8843 | 3686215 |
| MTY FOOD GROUP INC | EQUITY |  | 3700 | 102896 |
| MUANGTHAI CAPITAL PCL FOREIG | EQUITY |  | 165500 | 164474 |
| MUANGTHAI CAPITAL PCL NVDR | EQUITY |  | 147400 | 146486 |
| MUENCHENER RUECKVER AG REG | EQUITY |  | 20027 | 13216962 |
| MULLEN GROUP LTD | EQUITY |  | 16200 | 186021 |
| MULTIPLAN EMPREENDIMENTOS | EQUITY |  | 56700 | 281042 |
| MUNTERS GROUP AB | EQUITY |  | 21817 | 399609 |
| MURATA MANUFACTURING CO LTD | EQUITY |  | 261900 | 5433304 |
| MUSASHI SEIMITSU INDUSTRY CO | EQUITY |  | 7700 | 125709 |
| MUSASHINO BANK LTD/THE | EQUITY |  | 4600 | 142264 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MUTARES SE + CO KGAA | EQUITY | 2826 | 99518 |
| MUYUAN FOODS CO LTD A | EQUITY | 56406 | 407781 |
| MYCRONIC AB | EQUITY | 28510 | 684912 |
| NABTESCO CORP | EQUITY | 19100 | 457352 |
| NACHI FUJIKOSHI CORP | EQUITY | 2100 | 58336 |
| NAGARRO SE | EQUITY | 1468 | 131812 |
| NAGASE + CO LTD | EQUITY | 17500 | 425102 |
| NAGAWA CO LTD | EQUITY | 1200 | 49404 |
| NAGOYA RAILROAD CO LTD | EQUITY | 4800 | 51468 |
| NAKANISHI INC | EQUITY | 12100 | 153023 |
| NAN KANG RUBBER TIRE CO LTD | EQUITY | 62486 | 73908 |
| NAN YA PLASTICS CORP | EQUITY | 940986 | 1785847 |
| NAN YA PRINTED CIRCUIT BOARD | EQUITY | 39988 | 304798 |
| NANKAI CO LTD | EQUITY | 17200 | 326881 |
| NANOSONICS LTD | EQUITY | 47088 | 124202 |
| NANTO BANK LTD/THE | EQUITY | 5200 | 197297 |
| NANYA TECHNOLOGY CORP | EQUITY | 225000 | 1364549 |
| NARI TECHNOLOGY CO LTD A | EQUITY | 66182 | 212559 |
| NASPERS LTD N SHS | EQUITY | 123020 | 8200170 |
| NATIONAL AUSTRALIA BANK LTD | EQUITY | 466425 | 13125219 |
| NATIONAL BANK OF CANADA | EQUITY | 57715 | 7267690 |
| NATIONAL BANK OF GREECE | EQUITY | 142847 | 2180968 |
| NATIONAL BANK OF KUWAIT | EQUITY | 1185420 | 3911820 |
| NATIONAL CO FOR LEARNING + E | EQUITY | 3331 | 127617 |
| NATIONAL GAS + INDUSTRIALIZA | EQUITY | 6233 | 157537 |
| NATIONAL GRID PLC | EQUITY | 746656 | 11482041 |
| NATIONAL INDUSTRIALIZATION C | EQUITY | 55594 | 136658 |
| NATIONAL INDUSTRIES GRP HOLD | EQUITY | 321893 | 312694 |
| NATIONAL MEDICAL CARE CO | EQUITY | 3728 | 141833 |
| NATIONAL REAL ESTATE CO | EQUITY | 185247 | 43374 |
| NATIONAL SILICON INDUSTRY A | EQUITY | 83982 | 259215 |
| NATIONAL STORAGE REIT | EQUITY | 310506 | 564104 |
| NATURA COSMETICOS SA | EQUITY | 173741 | 236325 |
| NATURECELL CO LTD | EQUITY | 8348 | 125736 |
| NATWEST GROUP PLC | EQUITY | 1238262 | 10776830 |
| NAURA TECHNOLOGY GROUP CO A | EQUITY | 6750 | 441889 |
| NAVER CORP | EQUITY | 21448 | 3593933 |
| NCAB GROUP AB | EQUITY | 24130 | 125051 |
| NCC AB B SHS | EQUITY | 17681 | 420904 |
| NCC GROUP PLC | EQUITY | 47865 | 89146 |
| NCSOFT CORP | EQUITY | 3156 | 438753 |
| NEBIUS GROUP NV | EQUITY | 33000 | 2762265 |
| NEC CORP | EQUITY | 194500 | 6553967 |
| NEDBANK GROUP LTD | EQUITY | 40853 | 656459 |
| NEINOR HOMES SA | EQUITY | 9826 | 219263 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NEMETSCHEK SE | EQUITY | 10352 | 1128056 |
| NEPI ROCKCASTLE N.V. | EQUITY | 28720 | 252795 |
| NESTE OYJ | EQUITY | 60039 | 1357777 |
| NESTLE (MALAYSIA) BERHAD | EQUITY | 10800 | 303415 |
| NESTLE SA REG | EQUITY | 391888 | 38943713 |
| NETCARE LTD | EQUITY | 226837 | 216707 |
| NETCOMPANY GROUP AS | EQUITY | 9238 | 517535 |
| NETDRAGON WEBSOFT HOLDINGS L | EQUITY | 42500 | 57060 |
| NETEASE INC | EQUITY | 257600 | 7102327 |
| NETLINK NBN TRUST | EQUITY | 528400 | 396418 |
| NETMARBLE CORP | EQUITY | 4680 | 156145 |
| NETWEALTH GROUP LTD | EQUITY | 18579 | 315923 |
| NEUREN PHARMACEUTICALS LTD | EQUITY | 16016 | 197814 |
| NEW CHINA LIFE INSURANCE C A | EQUITY | 22700 | 226095 |
| NEW CHINA LIFE INSURANCE C H | EQUITY | 144500 | 1009003 |
| NEW GOLD INC | EQUITY | 119800 | 1045273 |
| NEW HOPE CORP LTD | EQUITY | 112570 | 301559 |
| NEW HOPE LIUHE CO LTD A | EQUITY | 34958 | 46113 |
| NEW ISRAELI SHEQEL | CASH | 706869 | 221791 |
| NEW ORIENTAL EDUCATION + TEC | EQUITY | 186100 | 1009939 |
| NEW TAIWAN DOLLAR | CASH | 333385158 | 10610435 |
| NEW WAVE GROUP AB B SHS | EQUITY | 14196 | 176400 |
| NEW WORLD DEVELOPMENT | EQUITY | 243964 | 227869 |
| NEW ZEALAND DOLLAR | CASH | 1419425 | 816240 |
| NEXANS SA | EQUITY | 5317 | 781395 |
| NEXGEN ENERGY LTD | EQUITY | 88100 | 811748 |
| NEXI SPA | EQUITY | 101325 | 502304 |
| NEXITY | EQUITY | 7187 | 75549 |
| NEXON CO LTD | EQUITY | 58500 | 1434156 |
| NEXT PLC | EQUITY | 19433 | 3567681 |
| NEXT VISION STABILIZED SYSTE | EQUITY | 14197 | 935004 |
| NEXTAGE CO LTD | EQUITY | 6400 | 113002 |
| NEXTDC LTD | EQUITY | 101498 | 843978 |
| NEXTEER AUTOMOTIVE GROUP LTD | EQUITY | 159000 | 130942 |
| NFI GROUP INC | EQUITY | 11000 | 124545 |
| NGK CORP | EQUITY | 37100 | 794091 |
| NH FOODS LTD | EQUITY | 14000 | 585441 |
| NH INVESTMENT + SECURITIES C | EQUITY | 12407 | 180684 |
| NHK SPRING CO LTD | EQUITY | 32700 | 526155 |
| NIB HOLDINGS LTD | EQUITY | 83810 | 382371 |
| NIBE INDUSTRIER AB B SHS | EQUITY | 279519 | 1070967 |
| NICE INFORMATION SERVICE CO | EQUITY | 5676 | 66865 |
| NICE LTD | EQUITY | 8269 | 926504 |
| NICE LTD SPON ADR | EQUITY | 2740 | 309730 |
| NICHIAS CORP | EQUITY | 10600 | 458580 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NICHICON CORP | EQUITY | 7900 | 82035 |
| NICHIHA CORP | EQUITY | 4500 | 93584 |
| NICHIREI CORP | EQUITY | 2100 | 25018 |
| NICK SCALI LTD | EQUITY | 11659 | 182422 |
| NICKEL INDUSTRIES LTD | EQUITY | 400432 | 222459 |
| NIDEC CORP | EQUITY | 127900 | 1730868 |
| NIEN MADE ENTERPRISE CO LTD | EQUITY | 32000 | 366536 |
| NIFCO INC | EQUITY | 14800 | 457696 |
| NIHON KOHDEN CORP | EQUITY | 28600 | 307472 |
| NIHON M+A CENTER HOLDINGS IN | EQUITY | 51000 | 234714 |
| NIHON PARKERIZING CO LTD | EQUITY | 13400 | 121665 |
| NIKKON HOLDINGS CO LTD | EQUITY | 19600 | 425926 |
| NIKON CORP | EQUITY | 50800 | 565871 |
| NINE DRAGONS PAPER HOLDINGS | EQUITY | 336000 | 255124 |
| NINE ENTERTAINMENT CO HOLDIN | EQUITY | 189715 | 140439 |
| NINETY ONE PLC | EQUITY | 44961 | 130225 |
| NINGBO TUOPU GROUP CO LTD A | EQUITY | 16095 | 177217 |
| NINGXIA BAOFENG ENERGY GRO A | EQUITY | 62100 | 174171 |
| NINTENDO CO LTD | EQUITY | 168400 | 11367690 |
| NIO INC CLASS A | EQUITY | 255500 | 1344547 |
| NIPPN CORP | EQUITY | 8600 | 130778 |
| NIPPON BUILDING FUND INC | EQUITY | 616 | 561218 |
| NIPPON DENSETSU KOGYO CO LTD | EQUITY | 6200 | 131016 |
| NIPPON ELECTRIC GLASS CO LTD | EQUITY | 13400 | 526819 |
| NIPPON EXPRESS HOLDINGS INC | EQUITY | 10000 | 213873 |
| NIPPON GAS CO LTD | EQUITY | 19800 | 374680 |
| NIPPON KANZAI HOLDINGSCO LTD | EQUITY | 3100 | 55004 |
| NIPPON KAYAKU CO LTD | EQUITY | 23800 | 254785 |
| NIPPON LIGHT METAL HOLDINGS | EQUITY | 9370 | 152576 |
| NIPPON PAINT HOLDINGS CO LTD | EQUITY | 164700 | 1099402 |
| NIPPON PAPER INDUSTRIES CO L | EQUITY | 17500 | 129908 |
| NIPPON REIT INVESTMENT CORP | EQUITY | 332 | 209167 |
| NIPPON SANSO HOLDINGS CORP | EQUITY | 29500 | 880298 |
| NIPPON SHINYAKU CO LTD | EQUITY | 8300 | 298849 |
| NIPPON SHOKUBAI CO LTD | EQUITY | 18400 | 235441 |
| NIPPON SODA CO LTD | EQUITY | 8600 | 198738 |
| NIPPON STEEL CORP | EQUITY | 704410 | 2878850 |
| NIPPON TELEVISION HOLDINGS | EQUITY | 8900 | 215656 |
| NIPPON YUSEN KK | EQUITY | 37800 | 1223029 |
| NIPRO CORP | EQUITY | 28300 | 266770 |
| NISHI NIPPON FINANCIAL HOLDI | EQUITY | 20600 | 421598 |
| NISHI NIPPON RAILROAD CO LTD | EQUITY | 10800 | 192418 |
| NISHIMATSU CONSTRUCTION CO | EQUITY | 5600 | 203837 |
| NISHIMATSUYA CHAIN CO LTD | EQUITY | 7700 | 100634 |
| NISHIO HOLDINGS CO LTD | EQUITY | 3100 | 93644 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NISSAN CHEMICAL CORP | EQUITY | 25800 | 883545 |
| NISSAN MOTOR CO LTD | EQUITY | 425100 | 1055152 |
| NISSAN SHATAI CO LTD | EQUITY | 13200 | 85242 |
| NISSHIN OILLIO GROUP LTD/THE | EQUITY | 4300 | 143893 |
| NISSHIN SEIFUN GROUP INC | EQUITY | 6900 | 84581 |
| NISSHINBO HOLDINGS INC | EQUITY | 23100 | 193459 |
| NISSIN FOODS HOLDINGS CO LTD | EQUITY | 22700 | 422746 |
| NISSUI CORP | EQUITY | 57500 | 418996 |
| NITERRA CO LTD | EQUITY | 28500 | 1254371 |
| NITORI HOLDINGS CO LTD | EQUITY | 52300 | 914904 |
| NITTA CORP | EQUITY | 3700 | 99289 |
| NITTO BOSEKI CO LTD | EQUITY | 4000 | 257331 |
| NITTO DENKO CORP | EQUITY | 118500 | 2813788 |
| NITTO KOGYO CORP | EQUITY | 4300 | 112970 |
| NKT A/S | EQUITY | 9212 | 1150901 |
| NN GROUP NV | EQUITY | 38768 | 2982588 |
| NOAH HOLDINGS LTD SPON ADS | EQUITY | 4600 | 46184 |
| NOF CORP | EQUITY | 34500 | 663867 |
| NOHMI BOSAI LTD | EQUITY | 4000 | 98544 |
| NOJIMA CORP | EQUITY | 31200 | 236960 |
| NOK CORP | EQUITY | 17000 | 304810 |
| NOKIA OYJ | EQUITY | 775150 | 5017462 |
| NOKIAN RENKAAT OYJ | EQUITY | 19619 | 217157 |
| NOLATO AB B SHS | EQUITY | 36810 | 246652 |
| NOMURA CO LTD | EQUITY | 17400 | 147863 |
| NOMURA HOLDINGS INC | EQUITY | 463500 | 3853008 |
| NOMURA REAL ESTATE HOLDINGS | EQUITY | 105000 | 646518 |
| NOMURA REAL ESTATE MASTER FU | EQUITY | 371 | 409788 |
| NOMURA RESEARCH INSTITUTE LT | EQUITY | 56400 | 2169759 |
| NONGFU SPRING CO LTD H | EQUITY | 351000 | 2112268 |
| NONGSHIM CO LTD | EQUITY | 854 | 255631 |
| NORDEA BANK ABP | EQUITY | 6561 | 123598 |
| NORDEA BANK ABP | EQUITY | 518961 | 9784320 |
| NORDEX SE | EQUITY | 21181 | 724163 |
| NORDIC SEMICONDUCTOR ASA | EQUITY | 35765 | 468702 |
| NORDNET AB PUBL | EQUITY | 26021 | 758797 |
| NORION BANK AB | EQUITY | 32141 | 238433 |
| NORITAKE CO LTD | EQUITY | 3000 | 109112 |
| NORITSU KOKI CO LTD | EQUITY | 9300 | 109962 |
| NORITZ CORP | EQUITY | 4700 | 59841 |
| NORMA GROUP SE | EQUITY | 5711 | 97715 |
| NORSK HYDRO ASA | EQUITY | 201636 | 1556911 |
| NORTH PACIFIC BANK LTD | EQUITY | 44000 | 237014 |
| NORTH WEST CO INC/THE | EQUITY | 9100 | 324699 |
| NORTHAM PLATINUM HOLDINGS LT | EQUITY | 59881 | 1218255 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NORTHERN DATA AG | EQUITY | 3594 | 65403 |
| NORTHERN STAR RESOURCES LTD | EQUITY | 226042 | 4006624 |
| NORTHLAND POWER INC | EQUITY | 51342 | 668579 |
| NORTHWEST HEALTHCARE PROPERT | EQUITY | 18100 | 67475 |
| NORWEGIAN AIR SHUTTLE AS | EQUITY | 156720 | 271017 |
| NORWEGIAN KRONE | CASH | 3578864 | 354805 |
| NOS SGPS | EQUITY | 64686 | 305028 |
| NOVA LTD | EQUITY | 4786 | 1600940 |
| NOVAGOLD RESOURCES INC | EQUITY | 45000 | 420208 |
| NOVARTIS AG REG | EQUITY | 290778 | 40159945 |
| NOVATEK MICROELECTRONICS COR | EQUITY | 74822 | 888683 |
| NOVO NORDISK A/S B | EQUITY | 495896 | 25261507 |
| NOVOLIPETSK STEEL PJSC | EQUITY | 221560 | 504238 |
| NOVONESIS (NOVOZYMES) B | EQUITY | 58055 | 3715525 |
| NRW HOLDINGS LTD | EQUITY | 73875 | 253743 |
| NS SOLUTIONS CORP | EQUITY | 11000 | 310008 |
| NSD CO LTD | EQUITY | 13400 | 296234 |
| NTN CORP | EQUITY | 90400 | 211704 |
| NTT INC | EQUITY | 4311900 | 4347355 |
| NTT UD REIT INVESTMENT CORP | EQUITY | 242 | 216515 |
| NU HOLDINGS LTD/CAYMAN ISL A | EQUITY | 517000 | 8654580 |
| NUFARM LTD | EQUITY | 49973 | 78295 |
| NUTRIEN LTD | EQUITY | 81376 | 5029491 |
| NUVISTA ENERGY LTD | EQUITY | 30500 | 403181 |
| NUVOTON TECHNOLOGY CORP | EQUITY | 70000 | 113619 |
| NXERA PHARMA CO LTD | EQUITY | 15600 | 82083 |
| NYFOSA AB | EQUITY | 33919 | 273329 |
| OBARA GROUP INC | EQUITY | 2600 | 63448 |
| OBAYASHI CORP | EQUITY | 88400 | 1845316 |
| OBIC BUSINESS CONSULTANTS | EQUITY | 5100 | 275193 |
| OBIC CO LTD | EQUITY | 46000 | 1444520 |
| OBJECTIVE CORPORATION LTD | EQUITY | 3990 | 43721 |
| OC OERLIKON CORP AG REG | EQUITY | 34648 | 141031 |
| OCADO GROUP PLC | EQUITY | 101759 | 322283 |
| OCEANAGOLD CORP | EQUITY | 39633 | 1124730 |
| OCI HOLDINGS CO LTD | EQUITY | 2498 | 198249 |
| OCI NV | EQUITY | 21500 | 76780 |
| ODAKYU ELECTRIC RAILWAY CO | EQUITY | 29900 | 325529 |
| ODDITY TECH LTD CL A | EQUITY | 8800 | 353584 |
| ODONTOPREV S.A. | EQUITY | 65463 | 133395 |
| OESTERREICHISCHE POST AG | EQUITY | 6014 | 219456 |
| OGAKI KYORITSU BANK LTD/THE | EQUITY | 6000 | 179707 |
| OHSHO FOOD SERVICE CORP | EQUITY | 9000 | 184784 |
| OIL REFINERIES LTD | EQUITY | 280836 | 87323 |
| OJI HOLDINGS CORP | EQUITY | 138100 | 758128 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| OKAMOTO INDUSTRIES INC | EQUITY | 1800 | 62776 |
| OKAMURA CORP | EQUITY | 9500 | 139032 |
| OKASAN SECURITIES GROUP INC | EQUITY | 12000 | 57511 |
| OKI ELECTRIC INDUSTRY CO LTD | EQUITY | 14800 | 187809 |
| OKINAWA CELLULAR TELEPHONE | EQUITY | 8000 | 144384 |
| OKUMA CORP | EQUITY | 9400 | 217191 |
| OKUMURA CORP | EQUITY | 4400 | 173865 |
| OLAM GROUP LTD | EQUITY | 126700 | 94582 |
| OLD MUTUAL LTD | EQUITY | 879827 | 792682 |
| OLIX PHARMACEUTICALS INC | EQUITY | 3665 | 357151 |
| OLYMPUS CORP | EQUITY | 193800 | 2467014 |
| OMNIVISION INTEGRATED CIRCUI | EQUITY | 11880 | 213542 |
| OMRON CORP | EQUITY | 31300 | 792582 |
| OMV AG | EQUITY | 20188 | 1122260 |
| ONENESS BIOTECH CO LTD | EQUITY | 46589 | 82244 |
| ONEX CORPORATION | EQUITY | 12555 | 1034625 |
| ONO PHARMACEUTICAL CO LTD | EQUITY | 74700 | 1034708 |
| ONTEX GROUP NV | EQUITY | 11774 | 67763 |
| OPC ENERGY LTD | EQUITY | 15723 | 367977 |
| OPEN HOUSE GROUP CO LTD | EQUITY | 5000 | 292982 |
| OPEN TEXT CORP | EQUITY | 46400 | 1513099 |
| OPEN UP GROUP INC | EQUITY | 9200 | 108239 |
| OPMOBILITY | EQUITY | 13706 | 255796 |
| OR ROYALTIES INC | EQUITY | 36586 | 1297692 |
| ORACLE CORP JAPAN | EQUITY | 6500 | 547458 |
| ORANGE | EQUITY | 285387 | 4758694 |
| ORANGE POLSKA SA | EQUITY | 102085 | 288560 |
| ORBIA ADVANCE CORP SAB DE CV | EQUITY | 180886 | 156947 |
| ORGANO CORP | EQUITY | 4400 | 364400 |
| ORICA LTD | EQUITY | 85799 | 1384801 |
| ORIENT OVERSEAS INTL LTD | EQUITY | 22500 | 362498 |
| ORIENT SECURITIES CO LTD A | EQUITY | 63274 | 98522 |
| ORIENT SEMICONDUCTOR ELECTR | EQUITY | 66000 | 116552 |
| ORIENTAL LAND CO LTD | EQUITY | 170400 | 3149878 |
| ORIGIN ENERGY LTD | EQUITY | 297821 | 2279473 |
| ORION CORP/REPUBLIC OF KOREA | EQUITY | 4671 | 341813 |
| ORION OYJ CLASS B | EQUITY | 21726 | 1621327 |
| ORIX CORP | EQUITY | 180900 | 5255568 |
| ORIX JREIT INC | EQUITY | 886 | 600363 |
| ORKLA ASA | EQUITY | 114487 | 1277166 |
| ORLA MINING LTD | EQUITY | 59300 | 798598 |
| ORLEN SA | EQUITY | 72413 | 1927907 |
| ORORA LTD | EQUITY | 319449 | 470775 |
| ORSTED A/S | EQUITY | 83364 | 1598740 |
| OSAKA GAS CO LTD | EQUITY | 47900 | 1661461 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| OSAKA SODA CO LTD | EQUITY | 11500 | 159050 |
| OSB GROUP PLC | EQUITY | 76575 | 652465 |
| OSCOTEC INC | EQUITY | 4180 | 131434 |
| OSG CORP | EQUITY | 16800 | 245192 |
| OSOTSPA PCL FOREIGN | EQUITY | 243700 | 123931 |
| OTOKI CORP | EQUITY | 331 | 88387 |
| OTP BANK PLC | EQUITY | 29254 | 3135591 |
| OTSUKA CORP | EQUITY | 5500 | 113148 |
| OTSUKA HOLDINGS CO LTD | EQUITY | 69200 | 3906809 |
| OUTOKUMPU OYJ | EQUITY | 80433 | 420131 |
| OUTSURANCE GROUP LTD | EQUITY | 135484 | 585925 |
| OVERSEA CHINESE BANKING CORP | EQUITY | 457918 | 7030780 |
| OVS SPA | EQUITY | 43668 | 249147 |
| OXFORD INSTRUMENTS PLC | EQUITY | 7860 | 214426 |
| OXFORD NANOPORE TECHNOLOGIES | EQUITY | 98018 | 168832 |
| PABRIK KERTAS TJIWI KIMIA PT | EQUITY | 312400 | 136285 |
| PACIFIC BASIN SHIPPING LTD | EQUITY | 837000 | 250557 |
| PACIFIC INDUSTRIAL CO LTD | EQUITY | 6800 | 140403 |
| PACIFIC STRATEGIC FINANCIAL | EQUITY | 2772300 | 241371 |
| PAGEGROUP PLC | EQUITY | 56396 | 177692 |
| PAL GROUP HOLDINGS CO LTD | EQUITY | 19600 | 255270 |
| PALADIN ENERGY LTD | EQUITY | 53697 | 339300 |
| PALTAC CORPORATION | EQUITY | 5600 | 172385 |
| PAN AMERICAN SILVER CORP | EQUITY | 59600 | 29502 |
| PAN AMERICAN SILVER CORP | EQUITY | 71068 | 3689366 |
| PAN INTERNATIONAL INDUSTRIAL | EQUITY | 223678 | 351299 |
| PAN JIT INTERNATIONAL INC | EQUITY | 103100 | 261552 |
| PAN PACIFIC INTERNATIONAL HO | EQUITY | 292500 | 1741908 |
| PANASONIC HOLDINGS CORP | EQUITY | 360600 | 4714217 |
| PANDORA A/S | EQUITY | 13283 | 1468285 |
| PANDOX AB | EQUITY | 13362 | 294058 |
| PARADE TECHNOLOGIES LTD | EQUITY | 15000 | 278796 |
| PARADISE CO LTD | EQUITY | 13634 | 156131 |
| PARADOX INTERACTIVE AB | EQUITY | 2538 | 44651 |
| PARAGON BANKING GROUP PLC | EQUITY | 44016 | 502996 |
| PARAMOUNT RESOURCES LTD A | EQUITY | 12500 | 220591 |
| PAREX RESOURCES INC | EQUITY | 21400 | 288039 |
| PARK SYSTEMS CORP | EQUITY | 1064 | 153873 |
| PARK24 CO LTD | EQUITY | 20000 | 266775 |
| PARKWAYLIFE REAL ESTATE | EQUITY | 62100 | 197022 |
| PARQUE ARAUCO S.A. | EQUITY | 108669 | 360392 |
| PARTNER COMMUNICATIONS CO | EQUITY | 24392 | 294578 |
| PARTNERS GROUP HOLDING AG | EQUITY | 3312 | 4067721 |
| PASON SYSTEMS INC | EQUITY | 14300 | 125083 |
| PASONA GROUP INC | EQUITY | 4300 | 55576 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PATRIZIA SE | EQUITY | 7848 | 74908 |
| PAX GLOBAL TECHNOLOGY LTD | EQUITY | 239000 | 155065 |
| PAZ RETAIL AND ENERGY LTD | EQUITY | 1714 | 384522 |
| PCCW LTD | EQUITY | 683056 | 473887 |
| PDD HOLDINGS INC | EQUITY | 110800 | 12563612 |
| PEAB AB CLASS B | EQUITY | 23825 | 220481 |
| PEARL ABYSS CORP | EQUITY | 5140 | 133262 |
| PEARSON PLC | EQUITY | 99773 | 1405041 |
| PEGATRON CORP | EQUITY | 346853 | 756357 |
| PEGAVISION CORP | EQUITY | 10000 | 90535 |
| PEMBINA PIPELINE CORP | EQUITY | 94129 | 3590739 |
| PENNON GROUP PLC | EQUITY | 79147 | 560184 |
| PENTA OCEAN CONSTRUCTION CO | EQUITY | 49400 | 497264 |
| PEOPLE + TECHNOLOGY INC | EQUITY | 3452 | 89631 |
| PEOPLE S INSURANCE CO GROU H | EQUITY | 1526000 | 1323376 |
| PEPCO GROUP NV | EQUITY | 34891 | 290499 |
| PEPKOR HOLDINGS LTD | EQUITY | 354694 | 566183 |
| PEPTIDREAM INC | EQUITY | 17100 | 180137 |
| PEPTRON INC | EQUITY | 4019 | 706381 |
| PER AARSLEFF HOLDING A/S | EQUITY | 2940 | 400768 |
| PERENTI LTD | EQUITY | 119922 | 222229 |
| PERNOD RICARD SA | EQUITY | 28326 | 2423412 |
| PERPETUAL LTD | EQUITY | 16942 | 209765 |
| PERSEUS MINING LTD | EQUITY | 214628 | 807604 |
| PERSIMMON PLC | EQUITY | 43966 | 802042 |
| PERSOL HOLDINGS CO LTD | EQUITY | 300000 | 555563 |
| PERUSAHAAN GAS NEGARA PERSER | EQUITY | 2371000 | 270726 |
| PET VALU HOLDINGS LTD | EQUITY | 4700 | 95629 |
| PETRINDO JAYA KREASI TBK PT | EQUITY | 3153000 | 442405 |
| PETROBRAS PETROLEO BRAS | EQUITY | 585803 | 3485665 |
| PETROBRAS PETROLEO BRAS PR | EQUITY | 630317 | 3557733 |
| PETROCHINA CO LTD A | EQUITY | 61000 | 90742 |
| PETROCHINA CO LTD H | EQUITY | 3472000 | 3738082 |
| PETRONAS CHEMICALS GROUP BHD | EQUITY | 515400 | 460961 |
| PETRONAS DAGANGAN BHD | EQUITY | 67000 | 328539 |
| PETRONAS GAS BHD | EQUITY | 115600 | 516775 |
| PETRORECONCAVO SA | EQUITY | 26400 | 54375 |
| PETS AT HOME GROUP PLC | EQUITY | 85808 | 227882 |
| PEUGEOT INVEST | EQUITY | 851 | 75524 |
| PEXA GROUP LTD | EQUITY | 28051 | 250724 |
| PEYTO EXPLORATION + DEV CORP | EQUITY | 32500 | 538446 |
| PGE SA | EQUITY | 150025 | 366389 |
| PHARMA MAR SA | EQUITY | 2534 | 222907 |
| PHARMAESSENTIA CORP | EQUITY | 58815 | 879772 |
| PHARMALLY INTERENATIONAL HOL | EQUITY | 10256 | 18475 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PHARMARESEARCH CO LTD | EQUITY | 1445 | 402899 |
| PHARMARON BEIJING CO LTD A | EQUITY | 15075 | 61092 |
| PHARMING GROUP NV | EQUITY | 155570 | 259467 |
| PHILIPPINE PESO | CASH | 43595847 | 741016 |
| PHISON ELECTRONICS CORP | EQUITY | 27229 | 1236489 |
| PHOENIX FINANCIAL LTD | EQUITY | 44225 | 1828890 |
| PHOSAGRO PJSC | EQUITY | 234 | 3462 |
| PHOSAGRO PJSC GDR REG S | EQUITY | 36282 | 537508 |
| PIAGGIO + C. S.P.A. | EQUITY | 29245 | 62580 |
| PICC HOLDING CO A | EQUITY | 69600 | 89012 |
| PICC PROPERTY + CASUALTY H | EQUITY | 1138309 | 2392591 |
| PICK N PAY STORES LTD | EQUITY | 94386 | 141835 |
| PIGEON CORP | EQUITY | 19500 | 200049 |
| PIHSIANG MACHINERY MFG CO | EQUITY | 190000 | 104613 |
| PILLAR CORP /JAPAN | EQUITY | 3400 | 104149 |
| PILOT CORP | EQUITY | 4800 | 149314 |
| PING AN BANK CO LTD A | EQUITY | 212900 | 347483 |
| PING AN INSURANCE GROUP CO A | EQUITY | 93897 | 918045 |
| PING AN INSURANCE GROUP CO H | EQUITY | 1038000 | 8688341 |
| PINNACLE INVESTMENT MANAGEME | EQUITY | 19404 | 219766 |
| PIOTECH INC A | EQUITY | 4474 | 210377 |
| PIRAEUS BANK SA | EQUITY | 138899 | 1108305 |
| PIRELLI + C SPA | EQUITY | 59137 | 406720 |
| PIXART IMAGING INC | EQUITY | 23509 | 150987 |
| PKO BANK POLSKI SA | EQUITY | 132377 | 3116317 |
| PKSHA TECHNOLOGY INC | EQUITY | 2400 | 53859 |
| PLAN B MEDIA PCL F | EQUITY | 413316 | 50969 |
| PLATZER FASTIGHETER HOLD B | EQUITY | 10131 | 81696 |
| PLAYTECH PLC | EQUITY | 51370 | 195218 |
| PLDT INC | EQUITY | 17262 | 368560 |
| PLS GROUP LTD | EQUITY | 502342 | 1414143 |
| PLUS ALPHA CONSULTING CO LTD | EQUITY | 3500 | 53826 |
| PLUS500 LTD | EQUITY | 15433 | 751649 |
| PLUXEE NV | EQUITY | 16546 | 259051 |
| PNE AG | EQUITY | 6506 | 77171 |
| POLA ORBIS HOLDINGS INC | EQUITY | 17600 | 146277 |
| POLAR CAPITAL HOLDINGS PLC | EQUITY | 12715 | 90431 |
| POLARIS GROUP | EQUITY | 50260 | 49603 |
| POLISH ZLOTY | CASH | 169825 | 47237 |
| POLY DEVELOPMENTS AND HOLD A | EQUITY | 129500 | 112860 |
| POLY PROPERTY GROUP CO LTD | EQUITY | 828663 | 212928 |
| POLYNOVO LTD | EQUITY | 315255 | 258620 |
| POLYPEPTIDE GROUP AG | EQUITY | 1961 | 64239 |
| POLYUS PJSC | EQUITY | 43000 | 6424450 |
| POONGSAN CORP | EQUITY | 5370 | 395015 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | POP MART INTERNATIONAL GROUP | EQUITY | 90200 | 2175183 |
| | PORSCHE AUTOMOBIL HLDG PRF | EQUITY | 13662 | 640256 |
| | POSCO DX CO LTD | EQUITY | 9043 | 178958 |
| | POSCO FUTURE M CO LTD | EQUITY | 6246 | 810066 |
| | POSCO HOLDINGS INC | EQUITY | 10401 | 2194589 |
| | POSCO HOLDINGS INC SPON ADR | EQUITY | 1480 | 78751 |
| | POSCO INTERNATIONAL CORP | EQUITY | 11657 | 400562 |
| | POSTAL SAVINGS BANK OF CHI A | EQUITY | 270100 | 210552 |
| | POSTAL SAVINGS BANK OF CHI H | EQUITY | 1484000 | 1014310 |
| | POSTE ITALIANE SPA | EQUITY | 19230 | 485119 |
| | POSTNL NV | EQUITY | 146756 | 182409 |
| | POU CHEN | EQUITY | 209520 | 200501 |
| | POUND STERLING | CASH | 1331737 | 1791252 |
| | POWER ASSETS HOLDINGS LTD | EQUITY | 168500 | 1193907 |
| | POWER CONSTRUCTION CORP OF A | EQUITY | 105700 | 78586 |
| | POWER CORP OF CANADA | EQUITY | 84212 | 4481682 |
| | POWERCHIP SEMICONDUCTOR MANU | EQUITY | 600000 | 750669 |
| | POWERTECH TECHNOLOGY INC | EQUITY | 134897 | 735033 |
| | POWSZECHNY ZAKLAD UBEZPIECZE | EQUITY | 29787 | 550457 |
| | POYA INTERNATIONAL CO LTD | EQUITY | 10718 | 149690 |
| | PPB GROUP BERHAD | EQUITY | 135000 | 368211 |
| | PRAIRIESKY ROYALTY LTD | EQUITY | 43762 | 862949 |
| | PRECISION DRILLING CORP | EQUITY | 2800 | 201183 |
| | PREMIER FOODS PLC | EQUITY | 101903 | 237063 |
| | PREMIER INVESTMENTS LTD | EQUITY | 17533 | 160886 |
| | PREMIUM BRANDS HOLDINGS CORP | EQUITY | 8200 | 608442 |
| | PRESIDENT CHAIN STORE CORP | EQUITY | 52608 | 370662 |
| | PRESS METAL ALUMINIUM HOLDIN | EQUITY | 637300 | 1118279 |
| | PRESTIGE INTERNATIONAL INC | EQUITY | 17600 | 81586 |
| | PRIMA MEAT PACKERS LTD | EQUITY | 4300 | 73045 |
| | PRIMARIS REIT | EQUITY | 18375 | 208985 |
| | PRIMARY HEALTH PROPERTIES | EQUITY | 404448 | 532587 |
| | PRIMAX ELECTRONICS LTD | EQUITY | 83000 | 202476 |
| | PRIO SA | EQUITY | 145995 | 1098715 |
| | PRO MEDICUS LTD | EQUITY | 7935 | 1161052 |
| | PROLOGIS PROPERTY MEXICO SA | EQUITY | 186525 | 782638 |
| | PROMOTORA Y OPERADORA DE INF | EQUITY | 39285 | 584135 |
| | PROSEGUR CASH SA | EQUITY | 79951 | 59532 |
| | PROSUS NV | EQUITY | 203638 | 12569411 |
| | PROTECTOR FORSIKRING ASA | EQUITY | 13528 | 700841 |
| | PROXIMUS | EQUITY | 26584 | 220869 |
| \* | PRUDENTIAL PLC | EQUITY | 408832 | 6294397 |
|  | PRYSMIAN SPA | EQUITY | 46441 | 4711395 |
|  | PSP SWISS PROPERTY AG REG | EQUITY | 4801 | 869605 |
|  | PTT EXPLORATION + PROD FOR | EQUITY | 302812 | 1084017 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PTT GLOBAL CHEMICAL PCL FOR | EQUITY | 454442 | 301326 |
| PTT PCL NVDR | EQUITY | 265300 | 269458 |
| PTT PCL/FOREIGN | EQUITY | 1435240 | 1457733 |
| PUBLIC BANK BERHAD | EQUITY | 2337305 | 2615291 |
| PUBLIC POWER CORP | EQUITY | 41347 | 883792 |
| PUBLICIS GROUPE | EQUITY | 37276 | 3864591 |
| PUMA SE | EQUITY | 20278 | 525824 |
| Q TECHNOLOGY GROUP CO LTD | EQUITY | 74000 | 80051 |
| QANTAS AIRWAYS LTD | EQUITY | 146950 | 1013037 |
| QASSIM CEMENT/THE | EQUITY | 7480 | 83958 |
| QBE INSURANCE GROUP LTD | EQUITY | 244846 | 3241240 |
| QFIN HOLDINGS INC ADR | EQUITY | 23600 | 454772 |
| QIAGEN N.V. | EQUITY | 29541 | 1347466 |
| QINETIQ GROUP PLC | EQUITY | 97471 | 575789 |
| QINGHAI SALT LAKE INDUSTRY A | EQUITY | 137100 | 549506 |
| QISDA CORP | EQUITY | 452603 | 337523 |
| QL RESOURCES BHD | EQUITY | 264780 | 246781 |
| QT GROUP OYJ | EQUITY | 2948 | 112948 |
| QUALCOMM INC | EQUITY | 1 | 102 |
| QUALITAS CONTROLADORA SAB CV | EQUITY | 30300 | 314552 |
| QUANTA COMPUTER INC | EQUITY | 446511 | 3865296 |
| QUBE HOLDINGS LTD | EQUITY | 291392 | 924497 |
| QUEBECOR INC CL B | EQUITY | 29600 | 1116411 |
| QUILTER PLC | EQUITY | 220921 | 543783 |
| QUIMICA Y MINERA CHIL SP ADR | EQUITY | 27198 | 1871222 |
| RADIANCE HOLDINGS GROUP CO L | EQUITY | 137000 | 32386 |
| RADIANT OPTO ELECTRONICS COR | EQUITY | 4000 | 15786 |
| RADWARE LTD | EQUITY | 7700 | 185493 |
| RAFFLES MEDICAL GROUP LTD | EQUITY | 157858 | 125208 |
| RAI WAY SPA | EQUITY | 19337 | 126951 |
| RAIA DROGASIL SA | EQUITY | 222768 | 955461 |
| RAIFFEISEN BANK INTERNATIONA | EQUITY | 27381 | 1223643 |
| RAINBOW ROBOTICS | EQUITY | 1442 | 467764 |
| RAITO KOGYO CO LTD | EQUITY | 7300 | 157326 |
| RAIZNEXT CORP | EQUITY | 6000 | 93192 |
| RAK PROPERTIES | EQUITY | 1183121 | 434864 |
| RAKUS CO LTD | EQUITY | 26600 | 176659 |
| RAKUTEN BANK LTD | EQUITY | 20100 | 878966 |
| RAKUTEN GROUP INC | EQUITY | 265800 | 1704256 |
| RAMELIUS RESOURCES LTD | EQUITY | 227393 | 627219 |
| RAMI LEVY CHAIN STORES HASHI | EQUITY | 1464 | 161554 |
| RAMSAY HEALTH CARE LTD | EQUITY | 38262 | 875613 |
| RANDSTAD NV | EQUITY | 19619 | 745389 |
| RATCH GROUP PCL NVDR | EQUITY | 133700 | 125189 |
| RATHBONES GROUP PLC | EQUITY | 9684 | 249744 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| RATIONAL AG | EQUITY |  |  | 870 | 672988 |
| RATOS AB B SHS | EQUITY |  |  | 45969 | 189612 |
| RAYDIUM SEMICONDUCTOR CORP | EQUITY |  |  | 12000 | 86814 |
| RB GLOBAL INC | EQUITY |  |  | 30100 | 3102995 |
| REA GROUP LTD | EQUITY |  |  | 9152 | 1119384 |
| REALORD GROUP HOLDINGS LTD | EQUITY |  |  | 72000 | 124047 |
| REALTEK SEMICONDUCTOR CORP | EQUITY |  |  | 41329 | 643204 |
| RECKITT BENCKISER GROUP PLC | EQUITY |  |  | 99332 | 8024730 |
| RECORDATI INDUSTRIA CHIMICA | EQUITY |  |  | 18974 | 1081667 |
| RECRUIT HOLDINGS CO LTD | EQUITY |  |  | 212700 | 12125780 |
| REDCARE PHARMACY NV | EQUITY |  |  | 2295 | 175302 |
| REDE D OR SAO LUIZ SA | EQUITY |  |  | 109998 | 814538 |
| REDEFINE PROPERTIES LTD | EQUITY |  |  | 992005 | 359205 |
| REDEIA CORP SA | EQUITY |  |  | 73904 | 1316704 |
| REDES ENERGETICAS NACIONAIS | EQUITY |  |  | 37879 | 143024 |
| REECE LTD | EQUITY |  |  | 49366 | 439862 |
| REGION GROUP | EQUITY |  |  | 206555 | 323139 |
| REGIONAL SAB DE CV | EQUITY |  |  | 56600 | 449098 |
| REGIS RESOURCES LTD | EQUITY |  |  | 118206 | 591534 |
| REINET INVESTMENTS SCA | EQUITY |  |  | 26808 | 938361 |
| REIT 1 LTD | EQUITY |  |  | 48764 | 416325 |
| RELIANCE WORLDWIDE CORP LTD | EQUITY |  |  | 131284 | 336766 |
| RELO GROUP INC | EQUITY |  |  | 20800 | 227165 |
| RELX PLC | EQUITY |  |  | 146008 | 5947254 |
| RELX PLC | EQUITY |  |  | 130245 | 5256847 |
| REMGRO LTD | EQUITY |  |  | 38341 | 420224 |
| REMY COINTREAU | EQUITY |  |  | 4036 | 172703 |
| RENAULT SA | EQUITY |  |  | 25490 | 1054586 |
| RENESAS ELECTRONICS CORP | EQUITY |  |  | 265000 | 3626817 |
| RENGO CO LTD | EQUITY |  |  | 32500 | 251689 |
| RENISHAW PLC | EQUITY |  |  | 6246 | 294925 |
| RENK GROUP AG | EQUITY |  |  | 13244 | 828750 |
| RENTOKIL INITIAL PLC | EQUITY |  |  | 409564 | 2440999 |
| REPLY SPA | EQUITY |  |  | 3836 | 516746 |
| REPSOL SA | EQUITY |  |  | 159811 | 2988965 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2030 | 0.8% | 1 | 1 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2030 | 0.8 | 1 | 1 |
| RESILIENT REIT LTD | EQUITY |  |  | 66746 | 322250 |
| RESOLUTE MINING LTD | EQUITY |  |  | 344828 | 280244 |
| RESONA HOLDINGS INC | EQUITY |  |  | 335514 | 3179113 |
| RESONAC HOLDINGS CORP | EQUITY |  |  | 29200 | 1218695 |
| RESORTTRUST INC | EQUITY |  |  | 28000 | 350823 |
| RESTAURANT BRANDS INTERN | EQUITY |  |  | 52294 | 3573121 |
| REUNERT LTD | EQUITY |  |  | 44303 | 166624 |
| REXEL SA | EQUITY |  |  | 41580 | 1633335 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| RHB BANK BHD | EQUITY | 240024 | 456094 |
| RHEINMETALL AG | EQUITY | 7107 | 13023809 |
| RICHELIEU HARDWARE LTD | EQUITY | 9900 | 285715 |
| RICHTER GEDEON NYRT | EQUITY | 10695 | 322751 |
| RICOH CO LTD | EQUITY | 115400 | 1012437 |
| RICOH LEASING CO LTD | EQUITY | 2400 | 89310 |
| RIGHTMOVE PLC | EQUITY | 106526 | 743132 |
| RIKEN KEIKI CO LTD | EQUITY | 6400 | 130816 |
| RINGKJOEBING LANDBOBANK A/S | EQUITY | 4765 | 1145624 |
| RINNAI CORP | EQUITY | 18600 | 470679 |
| RIO TINTO LTD | EQUITY | 53410 | 5230138 |
| RIO TINTO PLC | EQUITY | 178341 | 14198298 |
| RIOCAN REAL ESTATE INVST TR | EQUITY | 26900 | 366974 |
| RISO KAGAKU CORP | EQUITY | 11000 | 87640 |
| RIVERSTONE HOLDINGS LTD | EQUITY | 87700 | 59230 |
| RIYAD BANK | EQUITY | 271950 | 1967773 |
| RLX TECHNOLOGY INC ADR | EQUITY | 104200 | 242786 |
| ROCHE HOLDING AG BR | EQUITY | 3709 | 1565775 |
| ROCHE HOLDING AG GENUSSCHEIN | EQUITY | 109343 | 45179414 |
| ROCKWOOL A/S B SHS | EQUITY | 14750 | 518855 |
| ROGERS COMMUNICATIONS INC B | EQUITY | 54481 | 2059209 |
| ROGERS SUGAR INC | EQUITY | 17400 | 75528 |
| ROHM CO LTD | EQUITY | 60400 | 856868 |
| ROHTO PHARMACEUTICAL CO LTD | EQUITY | 34800 | 583616 |
| ROLAND CORP | EQUITY | 2100 | 47731 |
| ROLLS ROYCE HOLDINGS PLC | EQUITY | 1280833 | 19865328 |
| RONGSHENG PETROCHEMICAL CO A | EQUITY | 102900 | 172309 |
| RORZE CORP | EQUITY | 16000 | 230069 |
| ROSNEFT OIL CO PJSC | EQUITY | 103786 | 729717 |
| ROTORK PLC | EQUITY | 149006 | 649932 |
| ROUND ONE CORP | EQUITY | 29100 | 207317 |
| ROYAL BANK OF CANADA | EQUITY | 210532 | 35938269 |
| ROYAL HOLDINGS CO LTD | EQUITY | 10400 | 87523 |
| ROYAL UNIBREW | EQUITY | 8469 | 764967 |
| RS GROUP PLC | EQUITY | 99378 | 828338 |
| RS TECHNOLOGIES CO LTD | EQUITY | 2800 | 67446 |
| RUBIS | EQUITY | 16702 | 629370 |
| RUENTEX DEVELOPMENT CO LTD | EQUITY | 289170 | 273707 |
| RUENTEX INDUSTRIES LTD | EQUITY | 122574 | 214514 |
| RUMO SA | EQUITY | 248250 | 663151 |
| RUN LONG CONSTRUCTION CO LTD | EQUITY | 65340 | 70644 |
| RUSSEL METALS INC | EQUITY | 10800 | 345096 |
| RUSSIAN RUBLE | CASH | 8954336 | 113203 |
| RWE AG | EQUITY | 97498 | 5184635 |
| RYANAIR HOLDINGS PLC | EQUITY | 141666 | 4916624 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| RYMAN HEALTHCARE LTD | EQUITY |  | 140429 | 234273 |
| RYOHIN KEIKAKU CO LTD | EQUITY |  | 82100 | 1457694 |
| RYOYO RYOSAN HOLDINGS INC | EQUITY |  | 6724 | 133294 |
| S 1 CORPORATION | EQUITY |  | 4547 | 227108 |
| S F HOLDING CO LTD A | EQUITY |  | 49800 | 272890 |
| S FOODS INC | EQUITY |  | 3000 | 52108 |
| S OIL CORP | EQUITY |  | 9000 | 517458 |
| S.O.I.T.E.C. | EQUITY |  | 4583 | 123814 |
| S+P/TSX 60 IX FUT MAR 26 | FUTURE | 3/19/2026 | 7200 | 43764 |
| SAAB AB B | EQUITY |  | 50501 | 2933535 |
| SABIC AGRI NUTRIENTS CO | EQUITY |  | 43469 | 1282931 |
| SACYR SA | EQUITY |  | 79572 | 361291 |
| SAF HOLLAND SE | EQUITY |  | 6234 | 111952 |
| SAFESTORE HOLDINGS PLC | EQUITY |  | 36115 | 357485 |
| SAFRAN SA | EQUITY |  | 54515 | 18958086 |
| SAGAX AB B | EQUITY |  | 16478 | 353019 |
| SAGE GROUP PLC/THE | EQUITY |  | 125517 | 1823804 |
| SAHARA INTERNATIONAL PETROCH | EQUITY |  | 60948 | 243740 |
| SAIC MOTOR CORP LTD A | EQUITY |  | 84800 | 184442 |
| SAILUN GROUP CO LTD A | EQUITY |  | 31100 | 72012 |
| SAINSBURY (J) PLC | EQUITY |  | 255535 | 1123736 |
| SAIPEM SPA | EQUITY |  | 215267 | 613090 |
| SAIZERIYA CO LTD | EQUITY |  | 6800 | 238185 |
| SAKAI MOVING SERVICE CO LTD | EQUITY |  | 3800 | 69446 |
| SAKATA INX CORP | EQUITY |  | 3700 | 55958 |
| SAKATA SEED CORP | EQUITY |  | 5100 | 138836 |
| SAL SAUDI LOGISTICS SERVICES | EQUITY |  | 8275 | 353874 |
| SALMAR ASA | EQUITY |  | 12360 | 756639 |
| SALVATORE FERRAGAMO SPA | EQUITY |  | 9188 | 88809 |
| SAM CHUN DANG PHARM CO LTD | EQUITY |  | 2322 | 373259 |
| SAMHALLSBYGGNADSBOLAGET I NO | EQUITY |  | 256410 | 127912 |
| SAMPO OYJ A SHS | EQUITY |  | 289817 | 3510754 |
| SAMPO OYJ A SHS | EQUITY |  | 48265 | 583910 |
| SAMSUNG BIOLOGICS CO LTD | EQUITY |  | 1669 | 1955517 |
| SAMSUNG C+T CORP | EQUITY |  | 13679 | 2253490 |
| SAMSUNG E+A CO LTD | EQUITY |  | 34049 | 566823 |
| SAMSUNG ELECTRO MECHANICS CO | EQUITY |  | 10334 | 1816728 |
| SAMSUNG ELECTRONICS CO LTD | EQUITY |  | 724606 | 60391777 |
| SAMSUNG ELECTRONICS PREF | EQUITY |  | 124706 | 7653015 |
| SAMSUNG FIRE + MARINE INS | EQUITY |  | 5015 | 1728551 |
| SAMSUNG HEAVY INDUSTRIES | EQUITY |  | 101187 | 1679660 |
| SAMSUNG LIFE INSURANCE CO LT | EQUITY |  | 13922 | 1516099 |
| SAMSUNG SDI CO LTD | EQUITY |  | 9399 | 1751812 |
| SAMSUNG SDS CO LTD | EQUITY |  | 7296 | 862997 |
| SAMSUNG SECURITIES CO LTD | EQUITY |  | 7396 | 384757 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SAMTY RESIDENTIAL INVESTMENT | EQUITY | 54 | 40110 |
| SAMYANG FOODS CO LTD | EQUITY | 718 | 612819 |
| SAN A CO LTD | EQUITY | 6400 | 120887 |
| SAN AI OBBLI CO LTD | EQUITY | 13100 | 176629 |
| SAN IN GODO BANK LTD/THE | EQUITY | 24300 | 230232 |
| SANAN OPTOELECTRONICS CO L A | EQUITY | 114700 | 231468 |
| SANBIO CO LTD | EQUITY | 14700 | 158644 |
| SANDFIRE RESOURCES LTD | EQUITY | 73330 | 876532 |
| SANDOZ GROUP AG | EQUITY | 69691 | 5078216 |
| SANDS CHINA LTD | EQUITY | 448000 | 1128130 |
| SANDVIK AB | EQUITY | 166731 | 5393244 |
| SANGETSU CORP | EQUITY | 8600 | 170507 |
| SANKEN ELECTRIC CO LTD | EQUITY | 3900 | 144024 |
| SANKI ENGINEERING CO LTD | EQUITY | 6600 | 241982 |
| SANKYO CO LTD | EQUITY | 38000 | 616403 |
| SANKYU INC | EQUITY | 9400 | 506432 |
| SANLAM LTD | EQUITY | 247150 | 1469029 |
| SANOFI | EQUITY | 171572 | 16634911 |
| SANRIO CO LTD | EQUITY | 24600 | 771269 |
| SANSAN INC | EQUITY | 8400 | 93016 |
| SANTANDER BANK POLSKA SA | EQUITY | 6814 | 1029781 |
| SANTEN PHARMACEUTICAL CO LTD | EQUITY | 60800 | 629826 |
| SANTOS LTD | EQUITY | 483752 | 1982651 |
| SANWA HOLDINGS CORP | EQUITY | 31300 | 813588 |
| SANY HEAVY EQUIPMENT INTL | EQUITY | 171000 | 190256 |
| SANY HEAVY INDUSTRY CO LTD A | EQUITY | 91100 | 275098 |
| SANYANG MOTOR CO LTD | EQUITY | 32140 | 62788 |
| SANYO CHEMICAL INDUSTRIES | EQUITY | 1400 | 46650 |
| SANYO DENKI CO LTD | EQUITY | 4200 | 112536 |
| SAO MARTINHO SA | EQUITY | 44000 | 120908 |
| SAP SE | EQUITY | 160108 | 39149976 |
| SAPPI LIMITED | EQUITY | 108677 | 161015 |
| SAPPORO HOLDINGS LTD | EQUITY | 58000 | 624833 |
| SAPUTO INC | EQUITY | 52400 | 1579168 |
| SARANTIS SA | EQUITY | 5024 | 80836 |
| SARTORIUS AG VORZUG | EQUITY | 4826 | 1394410 |
| SARTORIUS STEDIM BIOTECH | EQUITY | 5153 | 1267117 |
| SASCO | EQUITY | 13623 | 201577 |
| SASOL LTD | EQUITY | 102780 | 658735 |
| SASSEUR REAL ESTATE INVESTME | EQUITY | 92300 | 48806 |
| SATELLITE CHEMICAL CO LTD A | EQUITY | 34280 | 86592 |
| SATS LTD | EQUITY | 180401 | 533420 |
| SAUDI ARABIAN MINING CO | EQUITY | 238052 | 3868313 |
| SAUDI ARABIAN OIL CO | EQUITY | 633397 | 4024168 |
| SAUDI AWWAL BANK | EQUITY | 188463 | 1626968 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SAUDI BASIC INDUSTRIES CORP | EQUITY | 134425 | 1838542 |
| SAUDI CEMENT | EQUITY | 12716 | 116759 |
| SAUDI CERAMIC CO | EQUITY | 8311 | 60358 |
| SAUDI CHEMICAL CO HOLDING | EQUITY | 70080 | 119765 |
| SAUDI ENERGY CO | EQUITY | 141342 | 529448 |
| SAUDI GROUND SERVICES CO | EQUITY | 15625 | 151218 |
| SAUDI IND INVESTMENT GROUP | EQUITY | 51283 | 169813 |
| SAUDI INVESTMENT BANK/THE | EQUITY | 103667 | 362895 |
| SAUDI KAYAN PETROCHEMICAL CO | EQUITY | 124666 | 157212 |
| SAUDI PAPER MANUFACTURING CO | EQUITY | 24224 | 400741 |
| SAUDI PHARMACEUTICAL INDUSTR | EQUITY | 9973 | 69291 |
| SAUDI REAL ESTATE CO | EQUITY | 25442 | 87434 |
| SAUDI RESEARCH + MEDIA GROUP | EQUITY | 6106 | 202676 |
| SAUDI RIYAL | CASH | 2873566 | 766121 |
| SAUDI TADAWUL GROUP HOLDING | EQUITY | 16260 | 608211 |
| SAUDI TELECOM CO | EQUITY | 273568 | 3134785 |
| SAUDIA DAIRY + FOODSTUFF CO | EQUITY | 2701 | 177868 |
| SAVARIA CORP | EQUITY | 12500 | 207733 |
| SAVILLS PLC | EQUITY | 24551 | 328900 |
| SAVOLA | EQUITY | 24932 | 145505 |
| SAWAI GROUP HOLDINGS CO LTD | EQUITY | 22200 | 333138 |
| SBERBANK OF RUSSIA PJSC | EQUITY | 1842223 | 7301352 |
| SBI HOLDINGS INC | EQUITY | 83846 | 1808295 |
| SBM OFFSHORE NV | EQUITY | 23807 | 682506 |
| SBS HOLDINGS INC | EQUITY | 3900 | 94103 |
| SCANDIC HOTELS GROUP AB | EQUITY | 28343 | 297625 |
| SCANDINAVIAN TOBACCO GROUP A | EQUITY | 11155 | 167397 |
| SCATEC ASA | EQUITY | 12608 | 132664 |
| SCB X PCL FOREIGN | EQUITY | 153825 | 677605 |
| SCENTRE GROUP | EQUITY | 829387 | 2314380 |
| SCHAEFFLER AG | EQUITY | 21056 | 206622 |
| SCHINDLER HOLDING AG REG | EQUITY | 2103 | 745269 |
| SCHINDLER HOLDING PART CERT | EQUITY | 6131 | 2310095 |
| SCHNEIDER ELECTRIC SE | EQUITY | 83993 | 23007916 |
| SCHOUW + CO | EQUITY | 2188 | 225351 |
| SCHRODERS PLC | EQUITY | 162929 | 886077 |
| SCOR SE | EQUITY | 27071 | 909569 |
| SCOUT24 SE | EQUITY | 13121 | 1321696 |
| SCREEN HOLDINGS CO LTD | EQUITY | 15100 | 1463014 |
| SD GUTHRIE BHD | EQUITY | 212830 | 300779 |
| SDIC POWER HOLDINGS CO LTD A | EQUITY | 155300 | 291403 |
| SDIPTECH AB B | EQUITY | 4200 | 86876 |
| SEA LTD ADR | EQUITY | 58800 | 7501116 |
| SEABRIDGE GOLD INC | EQUITY | 11200 | 332466 |
| SEATRIUM LTD | EQUITY | 370213 | 619579 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SEAZEN GROUP LTD | EQUITY | 448380 | 118093 |
| SEAZEN HOLDINGS CO LTD A | EQUITY | 363168 | 724969 |
| SEB SA | EQUITY | 4730 | 272577 |
| SECOM CO LTD | EQUITY | 58100 | 2063446 |
| SECTRA AB B SHS | EQUITY | 22669 | 614093 |
| SECUNET SECURITY NETWORKS AG | EQUITY | 220 | 47893 |
| SECURITAS AB B SHS | EQUITY | 93908 | 1494349 |
| SEEGENE INC | EQUITY | 5582 | 91881 |
| SEEK LTD | EQUITY | 44578 | 684552 |
| SEERA GROUP HOLDING | EQUITY | 24933 | 178150 |
| SEGA SAMMY HOLDINGS INC | EQUITY | 29200 | 456231 |
| SEGRO PLC | EQUITY | 149485 | 1442949 |
| SEIBU HOLDINGS INC | EQUITY | 35400 | 972627 |
| SEIKO EPSON CORP | EQUITY | 49500 | 626912 |
| SEIKO GROUP CORP | EQUITY | 4200 | 195872 |
| SEINO HOLDINGS CO LTD | EQUITY | 1700 | 25534 |
| SEIREN CO LTD | EQUITY | 8300 | 161837 |
| SEKISUI CHEMICAL CO LTD | EQUITY | 45300 | 759483 |
| SEKISUI HOUSE LTD | EQUITY | 59500 | 1327233 |
| SEKISUI HOUSE REIT INC | EQUITY | 208 | 119412 |
| SEMAPA SOCIEDADE DE INVESTIM | EQUITY | 17748 | 434617 |
| SEMBCORP INDUSTRIES LTD | EQUITY | 107700 | 502539 |
| SEMEN INDONESIA PERSERO TBK | EQUITY | 761814 | 120602 |
| SENDAS DISTRIBUIDORA SA | EQUITY | 233020 | 311119 |
| SENKO GROUP HOLDINGS CO LTD | EQUITY | 19500 | 243200 |
| SENSHU IKEDA HOLDINGS INC | EQUITY | 77200 | 388896 |
| SENSIRION HOLDING AG | EQUITY | 726 | 55815 |
| SEOJIN SYSTEM CO LTD | EQUITY | 4308 | 74931 |
| SERCO GROUP PLC | EQUITY | 210578 | 784471 |
| SERCOMM CORP | EQUITY | 42000 | 106091 |
| SERES GROUP CO L A | EQUITY | 18100 | 312905 |
| SERIA CO LTD | EQUITY | 8000 | 177560 |
| SERICA ENERGY PLC | EQUITY | 27249 | 64116 |
| SES | EQUITY | 66663 | 431163 |
| SESA SPA | EQUITY | 1309 | 138055 |
| SEVEN + I HOLDINGS CO LTD | EQUITY | 322800 | 4632599 |
| SEVEN BANK LTD | EQUITY | 99600 | 193689 |
| SEVERN TRENT PLC | EQUITY | 50848 | 1907397 |
| SEVERSTAL GDR REG S | EQUITY | 49935 | 2996 |
| SFA ENGINEERING CORP | EQUITY | 8554 | 138271 |
| SFS GROUP AG | EQUITY | 2995 | 409415 |
| SG HOLDINGS CO LTD | EQUITY | 55300 | 506668 |
| SG MICRO CORP A | EQUITY | 6084 | 59648 |
| SGH LTD | EQUITY | 27659 | 851764 |
| SGS SA REG | EQUITY | 22641 | 2595173 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SHAANXI COAL INDUSTRY CO L A | EQUITY | 28400 | 86646 |
| SHAFTESBURY CAPITAL PLC | EQUITY | 223340 | 433855 |
| SHAMAL AZ ZOUR AL OULA FOR T | EQUITY | 93287 | 45142 |
| SHANDONG GOLD MINING CO LT A | EQUITY | 84213 | 463807 |
| SHANDONG GOLD MINING CO LT H | EQUITY | 95500 | 424526 |
| SHANDONG HUALU HENGSHENG A | EQUITY | 17030 | 76417 |
| SHANDONG NANSHAN ALUMINUM A | EQUITY | 121400 | 93109 |
| SHANDONG SUN PAPER INDUSTR A | EQUITY | 98400 | 221549 |
| SHANDONG WEIGAO GP MEDICAL H | EQUITY | 424000 | 273461 |
| SHANGHAI BAOSIGHT SOFTWARE A | EQUITY | 12654 | 37469 |
| SHANGHAI CHLOR ALKALI CHEM B | EQUITY | 59700 | 39641 |
| SHANGHAI ELECTRIC GRP CO L A | EQUITY | 88400 | 108938 |
| SHANGHAI FOSUN PHARMACEUTI A | EQUITY | 16700 | 63191 |
| SHANGHAI INDUSTRIAL HLDG LTD | EQUITY | 111000 | 205215 |
| SHANGHAI INTERNATIONAL AIR A | EQUITY | 8000 | 37477 |
| SHANGHAI PHARMACEUTICALS A | EQUITY | 20900 | 53387 |
| SHANGHAI PUDONG DEVEL BANK A | EQUITY | 355500 | 632811 |
| SHANGHAI PUTAILAI NEW ENERGY | EQUITY | 20590 | 80276 |
| SHANGHAI RAAS BLOOD PRODUC A | EQUITY | 187400 | 169935 |
| SHANGHAI UNITED IMAGING HE A | EQUITY | 13483 | 241773 |
| SHANJIN INTERNATIONAL GOLD A | EQUITY | 66100 | 228245 |
| SHANXI COKING COAL ENERGY A | EQUITY | 105000 | 96409 |
| SHANXI LU AN ENVIRONMENTAL A | EQUITY | 51700 | 87115 |
| SHANXI XINGHUACUN FEN WINE A | EQUITY | 12380 | 304179 |
| SHAPIR ENGINEERING AND INDUS | EQUITY | 22089 | 216863 |
| SHARP CORP | EQUITY | 40200 | 197582 |
| SHELL PLC | EQUITY | 869269 | 31863227 |
| SHENG SIONG GROUP LTD | EQUITY | 114200 | 233267 |
| SHENGYI TECHNOLOGY CO LTD A | EQUITY | 24799 | 251570 |
| SHENNAN CIRCUITS CO LTD A | EQUITY | 6734 | 222252 |
| SHENWAN HONGYUAN GROUP CO A | EQUITY | 186900 | 140961 |
| SHENZHEN INOVANCE TECHNOLO A | EQUITY | 27150 | 292043 |
| SHENZHEN INTL HOLDINGS | EQUITY | 307355 | 341571 |
| SHENZHEN INVESTMENT LTD | EQUITY | 818883 | 83114 |
| SHENZHEN MINDRAY BIO MEDIC A | EQUITY | 12400 | 337948 |
| SHENZHEN NEW INDUSTRIES BI A | EQUITY | 15600 | 125545 |
| SHENZHEN TRANSSION HOLDING A | EQUITY | 9412 | 88960 |
| SHENZHOU INTERNATIONAL GROUP | EQUITY | 156400 | 1229740 |
| SHIBAURA MACHINE CO LTD | EQUITY | 3300 | 90324 |
| SHIBAURA MECHATRONICS CORP | EQUITY | 2700 | 327258 |
| SHIBUYA CORPORATION | EQUITY | 1900 | 41604 |
| SHIFT INC | EQUITY | 37500 | 235170 |
| SHIGA BANK LTD/THE | EQUITY | 7300 | 333671 |
| SHIHLIN ELECTRIC + ENGINEER | EQUITY | 39000 | 209845 |
| SHIKOKU ELECTRIC POWER CO | EQUITY | 26400 | 260612 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SHIKOKU KASEI HOLDINGS CORP | EQUITY | 8000 | 140252 |
| SHIKUN + BINUI LTD | EQUITY | 46228 | 266887 |
| SHIMADZU CORP | EQUITY | 13900 | 369937 |
| SHIMAMURA CO LTD | EQUITY | 8200 | 535003 |
| SHIMANO INC | EQUITY | 13600 | 1434918 |
| SHIMIZU CORP | EQUITY | 93200 | 1588142 |
| SHIN ETSU CHEMICAL CO LTD | EQUITY | 258300 | 8027259 |
| SHIN ETSU POLYMER CO LTD | EQUITY | 7700 | 98146 |
| SHIN ZU SHING CO LTD | EQUITY | 26830 | 171578 |
| SHINHAN FINANCIAL GROUP LTD | EQUITY | 69322 | 3699356 |
| SHINKONG SYNTHETIC FIBERS | EQUITY | 193000 | 92064 |
| SHINMAYWA INDUSTRIES LTD | EQUITY | 8800 | 107318 |
| SHINSEGAE INC | EQUITY | 1645 | 281689 |
| SHINSUNG DELTA TECH CO LTD | EQUITY | 3510 | 137374 |
| SHIONOGI + CO LTD | EQUITY | 115600 | 2090284 |
| SHIP HEALTHCARE HOLDINGS INC | EQUITY | 15000 | 250841 |
| SHISEIDO CO LTD | EQUITY | 75300 | 1098382 |
| SHIZUOKA FINANCIAL GROUP INC | EQUITY | 78000 | 1206487 |
| SHIZUOKA GAS CO LTD | EQUITY | 7900 | 60470 |
| SHO BOND HOLDINGS CO LTD | EQUITY | 28000 | 236248 |
| SHOCHIKU CO LTD | EQUITY | 1600 | 121053 |
| SHOEI CO LTD | EQUITY | 8000 | 90566 |
| SHOPIFY INC CLASS A | EQUITY | 187500 | 30229801 |
| SHOPRITE HOLDINGS LTD | EQUITY | 54693 | 891955 |
| SHOUCHENG HOLDINGS LTD | EQUITY | 720800 | 196325 |
| SHOUGANG FUSHAN RESOURCES GR | EQUITY | 523066 | 196902 |
| SHUFERSAL LTD | EQUITY | 31646 | 394793 |
| SHUI ON LAND LTD | EQUITY | 718828 | 63723 |
| SHURGARD SELF STORAGE LTD | EQUITY | 4598 | 157839 |
| SIA ENGINEERING CO LTD | EQUITY | 51300 | 143481 |
| SIAM CEMENT PCL NVDR | EQUITY | 67100 | 389291 |
| SIAM CEMENT PUB CO FOR REG | EQUITY | 76900 | 446147 |
| SIBANYE STILLWATER LTD | EQUITY | 477879 | 1744821 |
| SICHUAN CHUANTOU ENERGY CO A | EQUITY | 125221 | 249065 |
| SICHUAN KELUN BIOTECH BIOP H | EQUITY | 10000 | 503886 |
| SICHUAN KELUN PHARMACEUTIC A | EQUITY | 15700 | 65844 |
| SICHUAN ROAD+BRIDGE GROUP A | EQUITY | 67900 | 96658 |
| SIEGFRIED HOLDING AG REG | EQUITY | 2291 | 214401 |
| SIEMENS AG REG | EQUITY | 115640 | 32455169 |
| SIEMENS ENERGY AG | EQUITY | 120420 | 17007826 |
| SIEMENS HEALTHINEERS AG | EQUITY | 36578 | 1918295 |
| SIENNA SENIOR LIVING INC | EQUITY | 12400 | 184813 |
| SIG GROUP AG | EQUITY | 54398 | 777422 |
| SIGMA FOODS SAB DE CV | EQUITY | 577790 | 505821 |
| SIGMA HEALTHCARE LTD | EQUITY | 782653 | 1534051 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SIGNIFY NV | EQUITY | 26226 | 644180 |
| SIGURD MICROELECTRONICS CORP | EQUITY | 65000 | 239493 |
| SIHUAN PHARMACEUTICAL HLDGS | EQUITY | 905000 | 143014 |
| SIKA AG REG | EQUITY | 23818 | 4880709 |
| SILERGY CORP | EQUITY | 61000 | 368979 |
| SILICON INTEGRATED SYSTEMS | EQUITY | 59800 | 88396 |
| SILTRONIC AG | EQUITY | 3600 | 203921 |
| SILVERCORP METALS INC | EQUITY | 31400 | 262974 |
| SIME DARBY BERHAD | EQUITY | 534155 | 283044 |
| SIME DARBY PROPERTY BHD | EQUITY | 534155 | 183006 |
| SIMPAR SA | EQUITY | 91300 | 85757 |
| SIMPLEX HOLDINGS INC | EQUITY | 24000 | 161059 |
| SIMPLO TECHNOLOGY CO LTD | EQUITY | 31000 | 354031 |
| SIMS LTD | EQUITY | 31701 | 378956 |
| SINBON ELECTRONICS CO LTD | EQUITY | 40000 | 244645 |
| SINCH AB | EQUITY | 122244 | 414098 |
| SINGAPORE AIRLINES LTD | EQUITY | 90300 | 448959 |
| SINGAPORE DOLLAR | CASH | 918696 | 714382 |
| SINGAPORE EXCHANGE LTD | EQUITY | 172300 | 2262984 |
| SINGAPORE POST LTD | EQUITY | 122900 | 38705 |
| SINGAPORE TECH ENGINEERING | EQUITY | 273000 | 1780323 |
| SINGAPORE TELECOMMUNICATIONS | EQUITY | 753490 | 2668404 |
| SINO AMERICAN SILICON PRODUC | EQUITY | 91013 | 306150 |
| SINO BIOPHARMACEUTICAL | EQUITY | 1882495 | 1494677 |
| SINO LAND CO | EQUITY | 626354 | 822424 |
| SINOFERT HOLDINGS LTD | EQUITY | 562000 | 109028 |
| SINOPAC FINANCIAL HOLDINGS | EQUITY | 1696121 | 1541347 |
| SINOPEC ENGINEERING GROUP H | EQUITY | 239500 | 235700 |
| SINOPEC KANTONS HOLDINGS | EQUITY | 184000 | 102597 |
| SINOPHARM GROUP CO H | EQUITY | 245200 | 612409 |
| SINOTRUK HONG KONG LTD | EQUITY | 106000 | 376144 |
| SIRIUS REAL ESTATE LTD | EQUITY | 312070 | 402652 |
| SISTEMA PJSC REG S SPONS GDR | EQUITY | 41127 | 185072 |
| SITC INTERNATIONAL HOLDINGS | EQUITY | 238000 | 851889 |
| SITEMINDER LTD | EQUITY | 36768 | 147972 |
| SITRONIX TECHNOLOGY CORP | EQUITY | 19000 | 108369 |
| SIXT SE | EQUITY | 2323 | 193013 |
| SIXT SE PRFD | EQUITY | 3127 | 194275 |
| SJM HOLDINGS LTD | EQUITY | 440000 | 136237 |
| SK BIOPHARMACEUTICALS CO LTD | EQUITY | 5344 | 459649 |
| SK BIOSCIENCE CO LTD | EQUITY | 3231 | 107887 |
| SK DISCOVERY CO LTD | EQUITY | 3907 | 155838 |
| SK HYNIX INC | EQUITY | 83603 | 37857562 |
| SK IE TECHNOLOGY CO LTD | EQUITY | 4213 | 72909 |
| SK INC | EQUITY | 3234 | 571284 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SK INNOVATION CO LTD | EQUITY | 11054 | 772673 |
| SK NETWORKS CO LTD | EQUITY | 38023 | 119008 |
| SK SQUARE CO LTD | EQUITY | 14761 | 3709886 |
| SK TELECOM | EQUITY | 7109 | 264004 |
| SKANDINAVISKA ENSKILDA BAN A | EQUITY | 224143 | 4725465 |
| SKANSKA AB B SHS | EQUITY | 40702 | 1109257 |
| SKC CO LTD | EQUITY | 5904 | 424027 |
| SKF AB B SHARES | EQUITY | 68503 | 1818197 |
| SKISTAR AB | EQUITY | 7739 | 138933 |
| SKY PERFECT JSAT CORP | EQUITY | 22600 | 288059 |
| SKYLARK HOLDINGS CO LTD | EQUITY | 49800 | 1069461 |
| SKYWORTH GROUP LTD | EQUITY | 241428 | 145474 |
| SLATE GROCERY REIT CL U | EQUITY | 4800 | 53401 |
| SLC AGRICOLA SA | EQUITY | 27588 | 80712 |
| SM ENTERTAINMENT CO LTD | EQUITY | 3177 | 295845 |
| SM INVESTMENTS CORP | EQUITY | 32635 | 388018 |
| SM PRIME HOLDINGS INC | EQUITY | 1970989 | 760215 |
| SMA SOLAR TECHNOLOGY AG | EQUITY | 3276 | 131034 |
| SMARTCENTRES REAL ESTATE INV | EQUITY | 12500 | 234817 |
| SMARTFIT ORDINARY | EQUITY | 43603 | 184387 |
| SMARTFIT ESCOLA DE GINASTICA E | EQUITY | 1378 | 752 |
| SMARTGROUP CORP LTD | EQUITY | 23025 | 140344 |
| SMARTONE TELECOMMUNICATIONS | EQUITY | 61310 | 37022 |
| SMC CORP | EQUITY | 9000 | 3131668 |
| SMITH + NEPHEW PLC | EQUITY | 139556 | 2318269 |
| SMITHS GROUP PLC | EQUITY | 48281 | 1518113 |
| SMOORE INTERNATIONAL HOLDING | EQUITY | 302000 | 462108 |
| SMS CO LTD | EQUITY | 12800 | 110416 |
| SNAM SPA | EQUITY | 243533 | 1617715 |
| SOCIETE BIC SA | EQUITY | 4276 | 258147 |
| SOCIETE GENERALE SA | EQUITY | 110294 | 8880484 |
| SOCIONEXT INC | EQUITY | 31000 | 432162 |
| SODEXO SA | EQUITY | 11825 | 605410 |
| SOFINA | EQUITY | 2957 | 854877 |
| SOFTBANK CORP | EQUITY | 4178000 | 5731958 |
| SOFTBANK GROUP CORP | EQUITY | 589600 | 16611031 |
| SOFTCAT PLC | EQUITY | 20224 | 383666 |
| SOFTWAREONE HOLDING AG | EQUITY | 19821 | 225364 |
| SOFTWAREONE HOLDING AG | EQUITY | 12991 | 149295 |
| SOJITZ CORP | EQUITY | 26560 | 825433 |
| SOL | CASH | 1576 | 469 |
| SOLAR APPLIED MATERIALS TECH | EQUITY | 80000 | 169315 |
| SOLARIA ENERGIA Y MEDIO AMBI | EQUITY | 10667 | 227381 |
| SOLUM CO LTD | EQUITY | 7167 | 82105 |
| SOLVAY SA | EQUITY | 12908 | 412356 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SOMPO HOLDINGS INC | EQUITY | 137400 | 4674622 |
| SONAE | EQUITY | 168952 | 318940 |
| SONIC HEALTHCARE LTD | EQUITY | 88339 | 1331113 |
| SONOVA HOLDING AG REG | EQUITY | 7838 | 2021947 |
| SONY FINANCIAL GROUP INC | EQUITY | 1016900 | 1075330 |
| SONY GROUP CORP | EQUITY | 948300 | 24222461 |
| SOOP CO LTD | EQUITY | 2161 | 101377 |
| SOPRA STERIA GROUP | EQUITY | 2616 | 472826 |
| SOSILA LOGISTICS REIT INC | EQUITY | 220 | 177029 |
| SOTETSU HOLDINGS INC | EQUITY | 12700 | 228059 |
| SOULBRAIN CO LTD/NEW | EQUITY | 661 | 119422 |
| SOUTH AFRICAN RAND | CASH | 23511497 | 1418920 |
| SOUTH BOW CORP | EQUITY | 37255 | 1025990 |
| SOUTH KOREAN WON | CASH | 491774716 | 341380 |
| SOUTH32 LTD | EQUITY | 142247 | 335652 |
| SOUTH32 LTD | EQUITY | 644058 | 1527888 |
| SOUTHERN COPPER CORP | EQUITY | 16306 | 2339422 |
| SOUTHERN PROVINCE CEMENT CO | EQUITY | 11635 | 69206 |
| SP SETIA BHD | EQUITY | 270242 | 48533 |
| SPACE42 PLC | EQUITY | 448910 | 191889 |
| SPAR GROUP LIMITED/THE | EQUITY | 33105 | 190798 |
| SPAREBANK 1 NORD NORGE | EQUITY | 18546 | 278830 |
| SPAREBANK 1 OESTLANDET | EQUITY | 7489 | 152798 |
| SPAREBANK 1 SMN | EQUITY | 23958 | 489355 |
| SPAREBANK 1 SOR NORGE ASA | EQUITY | 33152 | 652016 |
| SPARK NEW ZEALAND LTD | EQUITY | 110532 | 144889 |
| SPIE SA | EQUITY | 24676 | 1419508 |
| SPIN MASTER CORP SUB VTG SHR | EQUITY | 4500 | 62539 |
| SPIRAX GROUP PLC | EQUITY | 14200 | 1295833 |
| SPIRE HEALTHCARE GROUP PLC | EQUITY | 47480 | 106646 |
| SPORTON INTERNATIONAL INC | EQUITY | 16537 | 84077 |
| SPOTIFY TECHNOLOGY SA | EQUITY | 23740 | 13786055 |
| SPRING AIRLINES CO LTD A | EQUITY | 45900 | 390705 |
| SPROTT INC | EQUITY | 4110 | 403099 |
| SQUARE ENIX HOLDINGS CO LTD | EQUITY | 43800 | 800175 |
| SRI TRANG AGRO INDS PCL NVDR | EQUITY | 54100 | 20949 |
| SRISAWADCORP PCL FOREIGN | EQUITY | 237559 | 191103 |
| SSAB AB B SHARES | EQUITY | 110437 | 827904 |
| SSAB AB A SHARES | EQUITY | 5559 | 42161 |
| SSE PLC | EQUITY | 173762 | 5084145 |
| SSP GROUP PLC | EQUITY | 144662 | 400862 |
| SSR MINING INC | EQUITY | 37425 | 821534 |
| SSY GROUP LTD | EQUITY | 418000 | 151980 |
| ST JAMES S PLACE PLC | EQUITY | 89703 | 1656515 |
| STABILUS SE | EQUITY | 4427 | 106275 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| STADLER RAIL AG | EQUITY | 10512 | 267158 |
| STANDARD BANK GROUP LTD | EQUITY | 169523 | 2971001 |
| STANDARD CHARTERED PLC | EQUITY | 305923 | 7454873 |
| STANDARD FOODS CORP | EQUITY | 93000 | 89390 |
| STANDARD LIFE PLC | EQUITY | 177605 | 1747006 |
| STANLEY ELECTRIC CO LTD | EQUITY | 24000 | 472049 |
| STANMORE RESOURCES LTD | EQUITY | 43390 | 67138 |
| STANTEC INC | EQUITY | 19200 | 1814178 |
| STAR ASIA INVESTMENT CORPORA | EQUITY | 495 | 194885 |
| STAR MICRONICS CO LTD | EQUITY | 5700 | 79571 |
| STARHILL GLOBAL REIT | EQUITY | 284364 | 131569 |
| STARHUB LTD | EQUITY | 139000 | 120924 |
| STARTS CORP INC | EQUITY | 5500 | 167930 |
| STATE BANK OF INDI GDR REG S | EQUITY | 13079 | 1423234 |
| STEADFAST GROUP LTD | EQUITY | 180248 | 633825 |
| STELLA INTERNATIONAL | EQUITY | 74000 | 142229 |
| STELLA JONES INC | EQUITY | 11200 | 695573 |
| STELLANTIS NV | EQUITY | 295164 | 3279708 |
| STMICROELECTRONICS NV | EQUITY | 101935 | 2640055 |
| STO SE + CO. KGAA PREF SHRS | EQUITY | 431 | 61250 |
| STOCKLAND | EQUITY | 236556 | 900838 |
| STOLT NIELSEN LTD | EQUITY | 9685 | 311920 |
| STONEWEG EUROPE STAPLED TRUS | EQUITY | 52100 | 99715 |
| STORA ENSO OYJ R SHS | EQUITY | 96130 | 1202852 |
| STOREBRAND ASA | EQUITY | 87522 | 1497812 |
| STORSKOGEN GROUP AB B | EQUITY | 232687 | 295452 |
| STRAUMANN HOLDING AG REG | EQUITY | 17616 | 2062431 |
| STRAUSS GROUP LTD | EQUITY | 11603 | 404108 |
| STROEER SE + CO KGAA | EQUITY | 5275 | 229065 |
| STT MSCI INDIA INDEX NL CTF | EQUITY | 3638216 | 308608015 |
| STT MSCI TURKEY INDEX NL CTF | EQUITY | 335083 | 12676507 |
| SUBARU CORP | EQUITY | 96300 | 2066853 |
| SUBSEA 7 SA | EQUITY | 54414 | 1098769 |
| SUEDZUCKER AG | EQUITY | 12810 | 137399 |
| SUGI HOLDINGS CO LTD | EQUITY | 17700 | 417051 |
| SULZER AG REG | EQUITY | 3203 | 593805 |
| SUMBER ALFARIA TRIJAYA TBK P | EQUITY | 1868900 | 221318 |
| SUMCO CORP | EQUITY | 66400 | 605237 |
| SUMITOMO BAKELITE CO LTD | EQUITY | 12400 | 409035 |
| SUMITOMO CHEMICAL CO LTD | EQUITY | 251400 | 715132 |
| SUMITOMO CORP | EQUITY | 153800 | 5315585 |
| SUMITOMO ELECTRIC INDUSTRIES | EQUITY | 112800 | 4564096 |
| SUMITOMO FORESTRY CO LTD | EQUITY | 81900 | 835745 |
| SUMITOMO HEAVY INDUSTRIES | EQUITY | 18700 | 493458 |
| SUMITOMO METAL MINING CO LTD | EQUITY | 43400 | 1743877 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SUMITOMO MITSUI FINANCIAL GR | EQUITY | 557162 | 17919334 |
| SUMITOMO MITSUI TRUST GROUP | EQUITY | 89700 | 2723807 |
| SUMITOMO OSAKA CEMENT CO LTD | EQUITY | 6200 | 150528 |
| SUMITOMO PHARMA CO LTD | EQUITY | 31000 | 459234 |
| SUMITOMO REALTY + DEVELOPMEN | EQUITY | 102400 | 2564510 |
| SUMITOMO RUBBER INDUSTRIES | EQUITY | 32053 | 494069 |
| SUMITOMO WAREHOUSE CO LTD | EQUITY | 9300 | 210718 |
| SUMMIT REAL ESTATE HOLDING | EQUITY | 14048 | 273105 |
| SUN HUNG KAI PROPERTIES | EQUITY | 202302 | 2461360 |
| SUN LIFE FINANCIAL INC | EQUITY | 81497 | 5094046 |
| SUNAC CHINA HOLDINGS LTD | EQUITY | 1211000 | 203817 |
| SUNAC SERVICES HOLDINGS LTD | EQUITY | 106000 | 19066 |
| SUNCOR ENERGY INC | EQUITY | 182023 | 8089616 |
| SUNCORP GROUP LTD | EQUITY | 168295 | 1975380 |
| SUNDRUG CO LTD | EQUITY | 12300 | 338507 |
| SUNEVISION HOLDINGS | EQUITY | 124000 | 73283 |
| SUNGROW POWER SUPPLY CO LT A | EQUITY | 20860 | 508162 |
| SUNNY OPTICAL TECH | EQUITY | 130900 | 1102395 |
| SUNONWEALTH ELECTRIC MACHINE | EQUITY | 33000 | 167171 |
| SUNOPTA INC | EQUITY | 12700 | 48456 |
| SUNTEC REIT | EQUITY | 286000 | 319699 |
| SUNTORY BEVERAGE + FOOD LTD | EQUITY | 11500 | 347282 |
| SUNWODA ELECTRONIC CO LTD A | EQUITY | 16500 | 61572 |
| SUPALAI PCL NVDR | EQUITY | 433700 | 234024 |
| SUPER RETAIL GROUP LTD | EQUITY | 21866 | 233346 |
| SUPERIOR PLUS CORP | EQUITY | 44400 | 228033 |
| SUPERMARKET INCOME REIT PLC | EQUITY | 267022 | 292714 |
| SUPREME ELECTRONICS CO LTD | EQUITY | 112000 | 263939 |
| SURGUTNEFTEGAS PREFERENCE | EQUITY | 1031300 | 843945 |
| SURGUTNEFTEGAZ SP ADR PREF | EQUITY | 34310 | 199959 |
| SURUGA BANK LTD | EQUITY | 33100 | 359820 |
| SUSS MICROTEC SE | EQUITY | 3607 | 165622 |
| SUSTAINED INFRASTRUCTURE HOL | EQUITY | 6782 | 56342 |
| SUZANO SA | EQUITY | 93507 | 875946 |
| SUZANO SA SPON ADR | EQUITY | 12712 | 118730 |
| SUZHOU DONGSHAN PRECISION A | EQUITY | 17600 | 212045 |
| SUZUKEN CO LTD | EQUITY | 12000 | 469359 |
| SUZUKI MOTOR CORP | EQUITY | 238100 | 3533879 |
| SVENSKA CELLULOSA AB SCA B | EQUITY | 60024 | 796228 |
| SVENSKA HANDELSBANKEN A SHS | EQUITY | 222275 | 3237215 |
| SWATCH GROUP AG/THE BR | EQUITY | 5705 | 1210568 |
| SWECO AB B SHS | EQUITY | 38391 | 627716 |
| SWEDBANK AB A SHARES | EQUITY | 134134 | 4660187 |
| SWEDISH KRONA | CASH | 464984 | 50439 |
| SWEDISH ORPHAN BIOVITRUM AB | EQUITY | 32672 | 1173173 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SWIRE PACIFIC LTD CL A | EQUITY | 44000 | 354442 |
| SWISS FRANC | CASH | 233983 | 295340 |
| SWISS LIFE HOLDING AG REG | EQUITY | 4156 | 4800542 |
| SWISS PRIME SITE REG | EQUITY | 8974 | 1394210 |
| SWISS RE AG | EQUITY | 46754 | 7794941 |
| SWISSCOM AG REG | EQUITY | 3383 | 2457939 |
| SWISSQUOTE GROUP HOLDING REG | EQUITY | 2418 | 1467588 |
| SY HOLDINGS GROUP LTD | EQUITY | 56000 | 78206 |
| SYENSQO SA | EQUITY | 12908 | 1036009 |
| SYMRISE AG | EQUITY | 24766 | 2002805 |
| SYNNEX TECHNOLOGY INTL CORP | EQUITY | 290150 | 534671 |
| SYSMEX CORP | EQUITY | 93900 | 924922 |
| SYSTENA CORP | EQUITY | 57600 | 189024 |
| T HASEGAWA CO LTD | EQUITY | 6800 | 122224 |
| T+D HOLDINGS INC | EQUITY | 71800 | 1653443 |
| TA CHEN STAINLESS PIPE CO | EQUITY | 379204 | 428021 |
| TA YA ELECTRIC WIRE + CABLE | EQUITY | 168388 | 203379 |
| TAALEEM HOLDINGS PSC | EQUITY | 265471 | 301394 |
| TABCORP HOLDINGS LTD | EQUITY | 373810 | 245944 |
| TADANO LTD | EQUITY | 16300 | 110458 |
| TAG IMMOBILIEN AG | EQUITY | 34393 | 533069 |
| TAICHUNG COMMERCIAL BANK | EQUITY | 805852 | 533007 |
| TAIHEI DENGYO KAISHA LTD | EQUITY | 7200 | 99460 |
| TAIHEIYO CEMENT CORP | EQUITY | 19300 | 479063 |
| TAIKISHA LTD | EQUITY | 9000 | 189346 |
| TAIMED BIOLOGICS INC | EQUITY | 56351 | 109759 |
| TAINAN SPINNING | EQUITY | 184000 | 77613 |
| TAISEI CORP | EQUITY | 26900 | 2548403 |
| TAIWAN ACCEPTANCE CORP | EQUITY | 38850 | 105840 |
| TAIWAN BUSINESS BANK | EQUITY | 1432778 | 729128 |
| TAIWAN COOPERATIVE FINANCIAL | EQUITY | 1149384 | 887779 |
| TAIWAN FERTILIZER CO LTD | EQUITY | 141000 | 214343 |
| TAIWAN GLASS IND CORP | EQUITY | 302084 | 330796 |
| TAIWAN HIGH SPEED RAIL CORP | EQUITY | 432000 | 384971 |
| TAIWAN HON CHUAN ENTERPRISE | EQUITY | 37822 | 145652 |
| TAIWAN MOBILE CO LTD | EQUITY | 303528 | 1047355 |
| TAIWAN PAIHO LTD | EQUITY | 44389 | 71073 |
| TAIWAN SECOM | EQUITY | 84261 | 289504 |
| TAIWAN SEMICONDUCTOR MANUFAC | EQUITY | 3766063 | 183984898 |
| TAIWAN SURFACE MOUNTING TECH | EQUITY | 82000 | 248386 |
| TAIWAN UNION TECHNOLOGY CORP | EQUITY | 56000 | 880428 |
| TAIYO HOLDINGS CO LTD | EQUITY | 12800 | 389154 |
| TAIYO YUDEN CO LTD | EQUITY | 19800 | 448318 |
| TAKARA BIO INC | EQUITY | 8900 | 45131 |
| TAKARA HOLDINGS INC | EQUITY | 25400 | 260117 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TAKARA STANDARD CO LTD | EQUITY | 5000 | 93035 |
| TAKASAGO THERMAL ENGINEERING | EQUITY | 16200 | 458930 |
| TAKASHIMAYA CO LTD | EQUITY | 53000 | 556535 |
| TAKEDA PHARMACEUTICAL CO LTD | EQUITY | 240533 | 7467627 |
| TAKEUCHI MFG CO LTD | EQUITY | 5800 | 248970 |
| TAKUMA CO LTD | EQUITY | 12100 | 191323 |
| TAL EDUCATION GROUP ADR | EQUITY | 76500 | 834615 |
| TALANX AG | EQUITY | 9558 | 1275038 |
| TAMA HOME CO LTD | EQUITY | 7300 | 166777 |
| TAMARACK VALLEY ENERGY LTD | EQUITY | 68400 | 398200 |
| TAMBURI INVESTMENT PARTNERS | EQUITY | 20287 | 218962 |
| TAMRON CO LTD | EQUITY | 23200 | 153227 |
| TARGET HEALTHCARE REIT PLC | EQUITY | 105032 | 138188 |
| TATE + LYLE PLC | EQUITY | 68549 | 345574 |
| TATNEFT PJSC | EQUITY | 265606 | 2298785 |
| TATUNG CO LTD | EQUITY | 282150 | 281763 |
| TAURON POLSKA ENERGIA SA | EQUITY | 260209 | 624008 |
| TAYLOR WIMPEY PLC | EQUITY | 389332 | 562509 |
| TBC BANK GROUP PLC | EQUITY | 8178 | 442409 |
| TBEA CO LTD A | EQUITY | 49010 | 155879 |
| TBS HOLDINGS INC | EQUITY | 5900 | 217712 |
| TC ENERGY CORP | EQUITY | 157275 | 8671782 |
| TCC GROUP HOLDINGS CO LTD | EQUITY | 1165494 | 858044 |
| TCL ELECTRONICS HOLDINGS LTD | EQUITY | 146533 | 195415 |
| TCL TECHNOLOGY GROUP CORP A | EQUITY | 162250 | 105257 |
| TCL ZHONGHUAN RENEWABLE EN A | EQUITY | 38125 | 46658 |
| TDK CORP | EQUITY | 302600 | 4278509 |
| TEAMVIEWER SE | EQUITY | 27204 | 193207 |
| TECAN GROUP AG REG | EQUITY | 808 | 130407 |
| TECHMATRIX CORPORATION | EQUITY | 6000 | 89708 |
| TECHNIP ENERGIES NV | EQUITY | 17243 | 654530 |
| TECHNOGYM SPA | EQUITY | 22111 | 419128 |
| TECHNOLOGY ONE LTD | EQUITY | 46298 | 857623 |
| TECHNOPROBE SPA | EQUITY | 12438 | 178215 |
| TECHTRONIC INDUSTRIES CO LTD | EQUITY | 252500 | 2916394 |
| TECK RESOURCES LTD CLS B | EQUITY | 75761 | 3631775 |
| TECNICAS REUNIDAS SA | EQUITY | 8664 | 281249 |
| TECO ELECTRIC + MACHINERY | EQUITY | 276775 | 735018 |
| TEIJIN LTD | EQUITY | 33200 | 287081 |
| TELE2 AB B SHS | EQUITY | 91136 | 1527199 |
| TELECOM ITALIA SPA | EQUITY | 1517283 | 915578 |
| TELECOM PLUS PLC | EQUITY | 15885 | 290168 |
| TELEFONICA BRASIL S.A. | EQUITY | 156880 | 936077 |
| TELEFONICA SA | EQUITY | 483335 | 1982812 |
| TELEKOM MALAYSIA BHD | EQUITY | 272428 | 540137 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TELENOR ASA | EQUITY | 81474 | 1185135 |
| TELEPERFORMANCE | EQUITY | 11100 | 799277 |
| TELIA CO AB | EQUITY | 449148 | 1916362 |
| TELIX PHARMACEUTICALS LTD | EQUITY | 47852 | 354795 |
| TELKOM INDONESIA PERSERO TBK | EQUITY | 7544900 | 1569250 |
| TELKOM SA SOC LTD | EQUITY | 56670 | 201816 |
| TELSTRA GROUP LTD | EQUITY | 514490 | 1667727 |
| TELUS CORP | EQUITY | 70307 | 927852 |
| TEMENOS AG REG | EQUITY | 6752 | 674434 |
| TEMPLE + WEBSTER GROUP LTD | EQUITY | 7639 | 69277 |
| TENAGA NASIONAL BHD | EQUITY | 233605 | 790465 |
| TENARIS SA | EQUITY | 29634 | 574609 |
| TENCENT HOLDINGS LTD | EQUITY | 983500 | 75687865 |
| TENCENT MUSIC ENTERTAINM ADR | EQUITY | 91600 | 1605748 |
| TERNA RETE ELETTRICA NAZIONA | EQUITY | 253698 | 2697691 |
| TERUMO CORP | EQUITY | 204200 | 2973064 |
| TESCO PLC | EQUITY | 969959 | 5762592 |
| TESSENDERLO GROUP | EQUITY | 3085 | 94586 |
| TEST RESEARCH INC | EQUITY | 28812 | 174707 |
| TEVA PHARMACEUTICAL IND LTD | EQUITY | 116549 | 3689810 |
| TEVA PHARMACEUTICAL SP ADR | EQUITY | 67911 | 2119502 |
| TFI INTERNATIONAL INC | EQUITY | 15200 | 1573171 |
| TGS ASA | EQUITY | 37471 | 339849 |
| THAI OIL PCL FOREIGN | EQUITY | 205711 | 234914 |
| THAI UNION GROUP PCL F | EQUITY | 268800 | 109205 |
| THAI VEGETABLE OIL PCL FOR | EQUITY | 520828 | 370300 |
| THAILAND BAHT | CASH | 15749808 | 499915 |
| THALES SA | EQUITY | 14470 | 3905860 |
| THANACHART CAPITAL FOREIGN | EQUITY | 106900 | 197496 |
| THE BOYD GROUP INC | EQUITY | 3700 | 590138 |
| THE FOSCHINI GROUP LTD | EQUITY | 60643 | 307241 |
| THE NATIONAL AGRICULTURE DEV | EQUITY | 25068 | 122907 |
| THE SAUDI NATIONAL BANK | EQUITY | 446113 | 4505375 |
| THE SHANGHAI COMMERCIAL + SA | EQUITY | 699667 | 903202 |
| THE UNITED LABORATORIES INTE | EQUITY | 172000 | 256116 |
| THG PLC | EQUITY | 102041 | 62784 |
| THK CO LTD | EQUITY | 20700 | 528859 |
| THOMSON REUTERS CORP | EQUITY | 24731 | 3267938 |
| THULE GROUP AB/THE | EQUITY | 21847 | 567749 |
| THUNGELA RESOURCES LTD | EQUITY | 21053 | 119799 |
| THYSSENKRUPP AG | EQUITY | 93056 | 1005398 |
| THYSSENKRUPP NUCERA AG + CO | EQUITY | 5734 | 59748 |
| TIANGONG INTL CO LTD | EQUITY | 162000 | 64105 |
| TIANNENG POWER INTL LTD | EQUITY | 242000 | 220438 |
| TIANQI LITHIUM CORP A | EQUITY | 27500 | 217989 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TIANSHUI HUATIAN TECHNOLOG A | EQUITY | 32600 | 51080 |
| TIETO OYJ | EQUITY | 19742 | 422748 |
| TIETO OYJ | EQUITY | 3287 | 70779 |
| TIGER BRANDS LTD | EQUITY | 13271 | 293275 |
| TIM SA | EQUITY | 178000 | 696486 |
| TIME DOTCOM BHD | EQUITY | 196560 | 270784 |
| TINGYI (CAYMAN ISLN) HLDG CO | EQUITY | 364000 | 551366 |
| TIS INC | EQUITY | 37500 | 1254409 |
| TITAN SA | EQUITY | 7075 | 436235 |
| TKC CORP | EQUITY | 5000 | 137482 |
| TKH GROUP NV DUTCH CERT | EQUITY | 7379 | 315663 |
| TKMS AG+ CO KGAA | EQUITY | 4652 | 359909 |
| TMX GROUP LTD | EQUITY | 55560 | 2117015 |
| TOA CORP | EQUITY | 10800 | 195309 |
| TOAGOSEI CO LTD | EQUITY | 16800 | 176032 |
| TOBU RAILWAY CO LTD | EQUITY | 9100 | 153183 |
| TOCALO CO LTD | EQUITY | 10500 | 149212 |
| TODA CORP | EQUITY | 38100 | 307371 |
| TOEI ANIMATION CO LTD | EQUITY | 6000 | 104362 |
| TOEI CO LTD | EQUITY | 5500 | 191143 |
| TOENEC CORP | EQUITY | 7000 | 86705 |
| TOHO BANK LTD/THE | EQUITY | 37300 | 128392 |
| TOHO CO LTD | EQUITY | 18900 | 963104 |
| TOHO GAS CO LTD | EQUITY | 12500 | 371190 |
| TOHO HOLDINGS CO LTD | EQUITY | 9200 | 273777 |
| TOHOKU ELECTRIC POWER CO INC | EQUITY | 78800 | 578233 |
| TOKAI CARBON CO LTD | EQUITY | 35600 | 220284 |
| TOKAI CARBON KOREA CO LTD | EQUITY | 794 | 77386 |
| TOKAI HOLDINGS CORP | EQUITY | 18000 | 124152 |
| TOKAI RIKA CO LTD | EQUITY | 9400 | 186989 |
| TOKAI TOKYO FINANCIAL HOLDIN | EQUITY | 33000 | 144369 |
| TOKEN CORP | EQUITY | 1240 | 116008 |
| TOKIO MARINE HOLDINGS INC | EQUITY | 279900 | 10384567 |
| TOKUYAMA CORP | EQUITY | 12800 | 335848 |
| TOKYO CENTURY CORP | EQUITY | 32800 | 423258 |
| TOKYO ELECTRIC POWER COMPANY | EQUITY | 280500 | 1171898 |
| TOKYO ELECTRON DEVICE LTD | EQUITY | 4400 | 95463 |
| TOKYO ELECTRON LTD | EQUITY | 68400 | 15011777 |
| TOKYO GAS CO LTD | EQUITY | 48300 | 1908549 |
| TOKYO KIRABOSHI FINANCIAL GR | EQUITY | 3800 | 210359 |
| TOKYO OHKA KOGYO CO LTD | EQUITY | 17400 | 645793 |
| TOKYO SEIMITSU CO LTD | EQUITY | 6900 | 487578 |
| TOKYO STEEL MFG CO LTD | EQUITY | 15800 | 148805 |
| TOKYO TATEMONO CO LTD | EQUITY | 32400 | 731123 |
| TOKYOTOKEIBA CO LTD | EQUITY | 2900 | 104901 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TOKYU CONSTRUCTION CO LTD | EQUITY | 18200 | 152085 |
| TOKYU CORP | EQUITY | 25800 | 301692 |
| TOKYU FUDOSAN HOLDINGS CORP | EQUITY | 105300 | 957094 |
| TOKYU REIT INC | EQUITY | 163 | 215161 |
| TOMONY HOLDINGS INC | EQUITY | 24900 | 124647 |
| TOMRA SYSTEMS ASA | EQUITY | 41116 | 547517 |
| TOMTOM NV | EQUITY | 17107 | 109536 |
| TOMY COMPANY LTD | EQUITY | 16800 | 295247 |
| TONG HSING ELECTRONIC INDUST | EQUITY | 48501 | 205276 |
| TONG REN TANG TECHNOLOGIES H | EQUITY | 168000 | 95186 |
| TONG YANG INDUSTRY | EQUITY | 66000 | 202939 |
| TONGCHENG TRAVEL HOLDINGS LT | EQUITY | 283200 | 816472 |
| TONGLING NONFERROUS METALS A | EQUITY | 707900 | 609017 |
| TONGWEI CO LTD A | EQUITY | 45700 | 133954 |
| TOP GLOVE CORP BHD | EQUITY | 724200 | 115124 |
| TOP GLOVE CORP BHD | EQUITY | 36210 | 1294 |
| TOPAZ ENERGY CORP | EQUITY | 20000 | 401824 |
| TOPCO SCIENTIFIC CO LTD | EQUITY | 28809 | 266811 |
| TOPPAN HOLDINGS INC | EQUITY | 37500 | 1112796 |
| TOPRE CORP | EQUITY | 9400 | 142226 |
| TOPSPORTS INTERNATIONAL HOLD | EQUITY | 384000 | 143565 |
| TORAY INDUSTRIES INC | EQUITY | 212000 | 1380744 |
| TOREX GOLD RESOURCES INC | EQUITY | 15500 | 741105 |
| TORIDOLL HOLDINGS CORP | EQUITY | 7400 | 199999 |
| TORM PLC A | EQUITY | 5132 | 102249 |
| TOROMONT INDUSTRIES LTD | EQUITY | 10904 | 1320889 |
| TORONTO DOMINION BANK | EQUITY | 255668 | 24127822 |
| TOSEI CORP | EQUITY | 10000 | 109533 |
| TOSHIBA TEC CORP | EQUITY | 4800 | 83979 |
| TOSOH CORP | EQUITY | 43900 | 657379 |
| TOTALENERGIES SE | EQUITY | 301532 | 19640679 |
| TOTETSU KOGYO CO LTD | EQUITY | 4000 | 116040 |
| TOTO LTD | EQUITY | 24000 | 662226 |
| TOTVS SA | EQUITY | 107585 | 819693 |
| TOURMALINE OIL CORP | EQUITY | 60200 | 2704004 |
| TOWA CORP | EQUITY | 11100 | 152693 |
| TOWA PHARMACEUTICAL CO LTD | EQUITY | 4800 | 111487 |
| TOWER SEMICONDUCTOR LTD | EQUITY | 19586 | 2292217 |
| TOWNGAS SMART ENERGY CO LTD | EQUITY | 390927 | 193869 |
| TOYO SEIKAN GROUP HOLDINGS L | EQUITY | 24000 | 584803 |
| TOYO SUISAN KAISHA LTD | EQUITY | 15900 | 1087976 |
| TOYO TANSO CO LTD | EQUITY | 2100 | 64692 |
| TOYO TIRE CORP | EQUITY | 20400 | 564910 |
| TOYODA GOSEI CO LTD | EQUITY | 11000 | 277107 |
| TOYOTA BOSHOKU CORP | EQUITY | 11100 | 178106 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TOYOTA INDUSTRIES CORP | EQUITY | 20000 | 2269522 |
| TOYOTA MOTOR CORP | EQUITY | 1442830 | 30844087 |
| TOYOTA TSUSHO CORP | EQUITY | 107100 | 3609335 |
| TP ICAP GROUP PLC | EQUITY | 135349 | 473000 |
| TRADA ALAM MINERA TBK PT | EQUITY | 4197300 | 12586 |
| TRAINLINE PLC | EQUITY | 78368 | 232326 |
| TRANSALTA CORP | EQUITY | 40996 | 519198 |
| TRANSCEND INFORMATION INC | EQUITY | 72566 | 448374 |
| TRANSCOAL PACIFIC TBK PT | EQUITY | 225400 | 123004 |
| TRANSCONTINENTAL INC CL A | EQUITY | 12300 | 203871 |
| TRANSCOSMOS INC | EQUITY | 4500 | 111491 |
| TRANSMISSORA ALIANCA DE UNIT | EQUITY | 46000 | 352873 |
| TRANSURBAN GROUP | EQUITY | 502362 | 4747407 |
| TRAVELSKY TECHNOLOGY LTD H | EQUITY | 181000 | 239054 |
| TRAVIS PERKINS PLC | EQUITY | 38419 | 330588 |
| TRE HOLDINGS CORP | EQUITY | 7100 | 72761 |
| TREASURY WINE ESTATES LTD | EQUITY | 150488 | 525880 |
| TRELLEBORG AB B SHS | EQUITY | 43468 | 1836968 |
| TREND MICRO INC | EQUITY | 17500 | 724140 |
| TRI CHEMICAL LABORATORIES IN | EQUITY | 4400 | 76220 |
| TRICAN WELL SERVICE LTD | EQUITY | 37800 | 163802 |
| TRIGANO SA | EQUITY | 1593 | 328117 |
| TRINA SOLAR CO LTD A | EQUITY | 17400 | 41105 |
| TRIP.COM GROUP LTD | EQUITY | 95100 | 6768857 |
| TRIPLE FLAG PRECIOUS MET | EQUITY | 3096 | 103016 |
| TRIPOD TECHNOLOGY CORP | EQUITY | 76366 | 766440 |
| TRISURA GROUP LTD | EQUITY | 6300 | 196342 |
| TRITAX BIG BOX REIT PLC | EQUITY | 96933 | 197896 |
| TROAX GROUP AB | EQUITY | 8527 | 137804 |
| TRUE CORP PCL/NEW FOREIGN | EQUITY | 677183 | 233717 |
| TRUE CORP PCL/NEW NVDR | EQUITY | 1428000 | 492848 |
| TRUECALLER AB B | EQUITY | 32787 | 68581 |
| TRUSCO NAKAYAMA CORP | EQUITY | 7800 | 119428 |
| TRUST FIBRA UNO | EQUITY | 541300 | 812575 |
| TRUSTPILOT GROUP PLC | EQUITY | 62500 | 138199 |
| TRUWORTHS INTERNATIONAL LTD | EQUITY | 88510 | 304096 |
| TRYG A/S | EQUITY | 38515 | 1007416 |
| TS FINANCIAL HOLDING CO LTD | EQUITY | 3809374 | 2469953 |
| TS TECH CO LTD | EQUITY | 14800 | 174140 |
| TSINGTAO BREWERY CO LTD A | EQUITY | 7600 | 66521 |
| TSINGTAO BREWERY CO LTD H | EQUITY | 128000 | 801203 |
| TSUBAKIMOTO CHAIN CO | EQUITY | 12600 | 185482 |
| TSUGAMI CORP | EQUITY | 10600 | 194498 |
| TSUMURA + CO | EQUITY | 10200 | 265059 |
| TSURUHA HOLDINGS INC | EQUITY | 53010 | 972435 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TTW PCL FOREIGN SHARES | EQUITY | 466100 | 133893 |
| TTY BIOPHARM CO LTD | EQUITY | 40000 | 103680 |
| TUI AG | EQUITY | 86803 | 915456 |
| TUNG HO STEEL ENTERPRISE COR | EQUITY | 179170 | 362667 |
| TV ASAHI HOLDINGS CORP | EQUITY | 5500 | 116932 |
| TWO POINT ZERO GROUP PJSC | EQUITY | 1132232 | 804576 |
| TXC CORP | EQUITY | 50000 | 127438 |
| U MING MARINE TRANSPORT CORP | EQUITY | 127000 | 244133 |
| U NEXT HOLDINGS CO LTD | EQUITY | 7500 | 95817 |
| UACJ CORP | EQUITY | 21200 | 286174 |
| UAE DIRHAM | CASH | 562388 | 153118 |
| UBE CORP | EQUITY | 17000 | 278197 |
| UBISOFT ENTERTAINMENT | EQUITY | 15633 | 117447 |
| UBS GROUP AG REG | EQUITY | 486927 | 22504943 |
| UBTECH ROBOTICS CORP LTD H | EQUITY | 29150 | 473006 |
| UCB SA | EQUITY | 20423 | 5692692 |
| ULTRAPAR PARTICIPACOES SA | EQUITY | 134000 | 510809 |
| ULVAC INC | EQUITY | 7500 | 339435 |
| UMICORE | EQUITY | 35232 | 734844 |
| UMIOS CORP | EQUITY | 25200 | 206444 |
| UMS INTEGRATION LTD | EQUITY | 107500 | 118309 |
| UNI PRESIDENT ENTERPRISES CO | EQUITY | 707507 | 1735990 |
| UNIBAIL RODAMCO WESTFIELD | EQUITY | 22812 | 2477755 |
| UNICAJA BANCO SA | EQUITY | 269799 | 880253 |
| UNICHARM CORP | EQUITY | 157900 | 904412 |
| UNICREDIT SPA | EQUITY | 213771 | 17805421 |
| UNIGROUP GUOXIN MICROELECT A | EQUITY | 8679 | 97508 |
| UNILEVER PLC | EQUITY | 336324 | 21941998 |
| UNIMICRON TECHNOLOGY CORP | EQUITY | 250805 | 1742359 |
| UNION BANK OF TAIWAN | EQUITY | 382536 | 235415 |
| UNION TOOL CO | EQUITY | 900 | 49094 |
| UNIPAR CARBOCLORO SA PREF B | EQUITY | 3993 | 42116 |
| UNIPOL ASSICURAZIONI SPA | EQUITY | 67354 | 1627168 |
| UNIPRO PJSC | EQUITY | 2331000 | 57612 |
| UNIQA INSURANCE GROUP AG | EQUITY | 24861 | 449749 |
| UNISPLENDOUR CORP LTD A | EQUITY | 25900 | 90992 |
| UNITE GROUP PLC/THE | EQUITY | 77244 | 579480 |
| UNITED ELECTRONICS CO | EQUITY | 6383 | 143800 |
| UNITED ENERGY GROUP LTD | EQUITY | 1444000 | 81629 |
| UNITED INTEGRATED SERVICES | EQUITY | 28000 | 839971 |
| UNITED INTERNATIONAL TRANSPO | EQUITY | 5915 | 98405 |
| UNITED INTERNET AG REG SHARE | EQUITY | 20010 | 645582 |
| UNITED MICROELECTRONICS CORP | EQUITY | 1599021 | 2499455 |
| UNITED OVERSEAS BANK LTD | EQUITY | 176012 | 4791176 |
| UNITED SUPER MARKETS HOLDING | EQUITY | 9700 | 55865 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UNITED TRACTORS TBK PT | EQUITY | 71619 | 126689 |
| UNITED URBAN INVESTMENT CORP | EQUITY | 500 | 583894 |
| UNITED UTILITIES GROUP PLC | EQUITY | 93047 | 1493628 |
| UNIVERSAL MUSIC GROUP NV | EQUITY | 160704 | 4195796 |
| UNIVERSAL ROBINA CORP | EQUITY | 141090 | 160972 |
| UNTRADE HUIYUAN JUICE | EQUITY | 462000 | 119900 |
| UNTRADE MH DEVELOPMENT NPV | EQUITY | 78000 | 88446 |
| UNTRADE NH HEALTH | EQUITY | 55000 | 163353 |
| UNTRADE.BRIGHTOIL | EQUITY | 494000 | 95201 |
| UNTRADE.CHINA ZHONGWANG | EQUITY | 298000 | 64321 |
| UOL GROUP LTD | EQUITY | 70218 | 476646 |
| UP FINTECH HOLDING LTD ADR | EQUITY | 13500 | 129060 |
| UPI SEMICONDUCTOR CORP | EQUITY | 16000 | 98897 |
| UPM KYMMENE OYJ | EQUITY | 66155 | 1915893 |
| US DOLLAR | CASH | 6710812 | 6710812 |
| USHIO INC | EQUITY | 17300 | 276824 |
| USINAS SIDER MINAS GER PF A | EQUITY | 61900 | 66651 |
| USS CO LTD | EQUITY | 79600 | 872657 |
| UT GROUP CO LTD | EQUITY | 73500 | 93175 |
| VALE SA | EQUITY | 542774 | 7096766 |
| VALEO | EQUITY | 38782 | 528703 |
| VALIANT HOLDING AG REG | EQUITY | 2897 | 551431 |
| VALLOUREC SA | EQUITY | 30208 | 555292 |
| VALMET OYJ | EQUITY | 29065 | 961723 |
| VALOR HOLDINGS CO LTD | EQUITY | 5900 | 126730 |
| VALTERRA PLATINUM LIMITED | EQUITY | 11290 | 960406 |
| VALTERRA PLATINUM LIMITED | EQUITY | 21751 | 1802470 |
| VAMOS LOCACAO DE CAMINHOES M | EQUITY | 82800 | 48587 |
| VAN LANSCHOT KEMPEN NV | EQUITY | 3193 | 197428 |
| VANGUARD INTERNATIONAL SEMI | EQUITY | 174305 | 508254 |
| VAT GROUP AG | EQUITY | 5001 | 2401002 |
| VAULT MINERALS LTD | EQUITY | 159831 | 578970 |
| VEND MARKETPLACES ASA CL | EQUITY | 30865 | 853395 |
| VENTIA SERVICES GROUP PTY LT | EQUITY | 130864 | 517742 |
| VENTURE CORP LTD | EQUITY | 9600 | 112825 |
| VEOLIA ENVIRONNEMENT | EQUITY | 100499 | 3499325 |
| VERBIO SE | EQUITY | 3748 | 93218 |
| VERBUND AG | EQUITY | 8069 | 588666 |
| VERMILION ENERGY INC | EQUITY | 27383 | 228133 |
| VESTAS WIND SYSTEMS A/S | EQUITY | 158717 | 4282481 |
| VESUVIUS PLC | EQUITY | 37236 | 198738 |
| VETROPACK HOLDING REGISTERED | EQUITY | 2224 | 61507 |
| VGP | EQUITY | 1776 | 204925 |
| VIA TECHNOLOGIES INC | EQUITY | 31000 | 51262 |
| VIBRA ENERGIA SA | EQUITY | 206830 | 972655 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| VICAT | EQUITY | 949 | 84314 |
| VICINITY CENTRES | EQUITY | 645761 | 1097849 |
| VICTORY GIANT TECHNOLOGY A | EQUITY | 9400 | 383541 |
| VICTREX PLC | EQUITY | 14860 | 131082 |
| VIDRALA SA | EQUITY | 2327 | 246238 |
| VIENNA INSURANCE GROUP AG | EQUITY | 7731 | 607774 |
| VIMIAN GROUP AB | EQUITY | 21444 | 70235 |
| VINA CONCHA Y TORO SA | EQUITY | 142191 | 161657 |
| VINCI SA | EQUITY | 75747 | 10630162 |
| VIPSHOP HOLDINGS LTD ADR | EQUITY | 54800 | 969412 |
| VIRBAC SA | EQUITY | 781 | 326891 |
| VISCOFAN SA | EQUITY | 1608 | 100847 |
| VISERA TECHNOLOGIES CO LTD | EQUITY | 20000 | 180703 |
| VISIONAL INC | EQUITY | 4300 | 274819 |
| VISTRY GROUP PLC | EQUITY | 58247 | 496827 |
| VISUAL PHOTONICS EPITAXY CO | EQUITY | 26000 | 125362 |
| VITASOY INTL HOLDINGS LTD | EQUITY | 108000 | 86861 |
| VITEC SOFTWARE GROUP AB B SH | EQUITY | 4885 | 163333 |
| VITROLIFE AB | EQUITY | 13352 | 198371 |
| VITROX CORP BHD | EQUITY | 57600 | 56355 |
| VIVA ENERGY GROUP LTD | EQUITY | 167169 | 228259 |
| VIVARA PARTICIPACOES SA | EQUITY | 22800 | 137744 |
| VIVENDI SE | EQUITY | 132633 | 367824 |
| VK IPJSC | EQUITY | 19533 | 80085 |
| VNET GROUP INC ADR | EQUITY | 20800 | 175968 |
| VODACOM GROUP LTD | EQUITY | 109991 | 938010 |
| VODAFONE GROUP PLC | EQUITY | 3061348 | 4058906 |
| VOESTALPINE AG | EQUITY | 22522 | 992483 |
| VOLEX PLC | EQUITY | 20762 | 116738 |
| VOLKSWAGEN AG PREF | EQUITY | 27511 | 3343852 |
| VOLTALIA SA REGR | EQUITY | 4075 | 37185 |
| VOLTRONIC POWER TECHNOLOGY | EQUITY | 11025 | 340706 |
| VOLUTION GROUP PLC | EQUITY | 33517 | 290785 |
| VOLVO AB B SHS | EQUITY | 239904 | 7679601 |
| VONOVIA SE | EQUITY | 114687 | 3304566 |
| VONTOBEL HOLDING AG REG | EQUITY | 5047 | 407952 |
| VOPAK | EQUITY | 6801 | 302068 |
| VOSSLOH AG | EQUITY | 1493 | 133939 |
| VSTECS HOLDINGS LTD | EQUITY | 110000 | 110233 |
| VTB BANK PJSC | EQUITY | 159197 | 40 |
| VTB BANK SPON GDR 144A | EQUITY | 136000 | 136000 |
| VTECH HOLDINGS LTD | EQUITY | 29000 | 228580 |
| VUKILE PROPERTY FUND LTD | EQUITY | 174039 | 262581 |
| VUSION | EQUITY | 1693 | 403537 |
| WACKER CHEMIE AG | EQUITY | 3212 | 261526 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WACKER NEUSON SE | EQUITY | 5390 | 155451 |
| WACOAL HOLDINGS CORP | EQUITY | 7600 | 213926 |
| WACOM CO LTD | EQUITY | 26100 | 134873 |
| WAHA CAPITAL PJSC | EQUITY | 564830 | 273734 |
| WAKITA + CO LTD | EQUITY | 5700 | 70142 |
| WALLENIUS WILHELMSEN ASA | EQUITY | 33243 | 332693 |
| WALLENSTAM AB B SHS | EQUITY | 68339 | 306331 |
| WALMART DE MEXICO SAB DE CV | EQUITY | 727864 | 2272310 |
| WALSIN LIHWA CORP | EQUITY | 544749 | 549517 |
| WAN HAI LINES LTD | EQUITY | 120175 | 301388 |
| WANHUA CHEMICAL GROUP CO A | EQUITY | 34198 | 374574 |
| WANT WANT CHINA HOLDINGS LTD | EQUITY | 1046000 | 623555 |
| WARBA BANK KSCP | EQUITY | 648761 | 618186 |
| WAREHOUSES DE PAUW SCA | EQUITY | 36365 | 943052 |
| WARTSILA OYJ ABP | EQUITY | 80225 | 2836542 |
| WASHINGTON H SOUL PATTINSON | EQUITY | 53873 | 1331238 |
| WASKITA KARYA PERSERO TBK PT | EQUITY | 7539353 | 91331 |
| WATCHES OF SWITZERLAND GROUP | EQUITY | 28452 | 180289 |
| WAYPOINT REIT | EQUITY | 190510 | 323549 |
| WEB TRAVEL GROUP LTD | EQUITY | 64797 | 205363 |
| WEBUILD SPA | EQUITY | 1208 | 3252 |
| WEBUILD SPA | EQUITY | 67582 | 271610 |
| WEG SA | EQUITY | 291280 | 2608933 |
| WEIBO CORP SPON ADR | EQUITY | 10160 | 103835 |
| WEICHAI POWER CO LTD A | EQUITY | 49700 | 121787 |
| WEICHAI POWER CO LTD H | EQUITY | 421200 | 1020058 |
| WEIMOB INC | EQUITY | 525000 | 124109 |
| WEIR GROUP PLC/THE | EQUITY | 44618 | 1699256 |
| WELL HEALTH TECHNOLOGIES COR | EQUITY | 29700 | 86451 |
| WEMADE CO LTD | EQUITY | 6219 | 107292 |
| WENDEL | EQUITY | 4337 | 416281 |
| WENS FOODSTUFF GROUP CO L A | EQUITY | 69360 | 167538 |
| WERELDHAVE NV | EQUITY | 9276 | 209359 |
| WESDOME GOLD MINES LTD | EQUITY | 52100 | 864311 |
| WESFARMERS LTD | EQUITY | 171863 | 9256980 |
| WEST CHINA CEMENT LTD | EQUITY | 450000 | 179225 |
| WEST FRASER TIMBER CO LTD | EQUITY | 10000 | 612584 |
| WEST HOLDINGS CORP | EQUITY | 5010 | 48554 |
| WEST JAPAN RAILWAY CO | EQUITY | 66800 | 1334890 |
| WESTERN SUPERCONDUCTING TE A | EQUITY | 6277 | 67014 |
| WESTGOLD RESOURCES LTD | EQUITY | 80396 | 342959 |
| WESTON (GEORGE) LTD | EQUITY | 31338 | 2164797 |
| WESTPAC BANKING CORP | EQUITY | 535512 | 13740819 |
| WESTSHORE TERMINALS INVESTME | EQUITY | 9100 | 172872 |
| WETHERSPOON (J.D.) PLC | EQUITY | 12942 | 128396 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WH GROUP LTD | EQUITY | 1408960 | 1569433 |
| WH SMITH PLC | EQUITY | 20644 | 176715 |
| WHA CORP PCL NVDR | EQUITY | 2128700 | 221608 |
| WHARF HOLDINGS LTD | EQUITY | 205000 | 572583 |
| WHARF REAL ESTATE INVESTMENT | EQUITY | 327650 | 1034706 |
| WHEATON PRECIOUS METALS CORP | EQUITY | 73197 | 8616500 |
| WHITBREAD PLC | EQUITY | 34459 | 1173823 |
| WHITECAP RESOURCES INC | EQUITY | 207462 | 1740517 |
| WHITEHAVEN COAL LTD | EQUITY | 157382 | 812747 |
| WIENERBERGER AG | EQUITY | 22786 | 817424 |
| WIHLBORGS FASTIGHETER AB | EQUITY | 40528 | 400347 |
| WILMAR INTERNATIONAL LTD | EQUITY | 162400 | 388057 |
| WILSON BAYLY HOLMES OVCON | EQUITY | 9229 | 93064 |
| WIN SEMICONDUCTORS CORP | EQUITY | 77000 | 446278 |
| WINBOND ELECTRONICS CORP | EQUITY | 532130 | 1378695 |
| WINGARC1ST INC | EQUITY | 4800 | 111136 |
| WINGTECH TECHNOLOGY CO LTD A | EQUITY | 10300 | 54886 |
| WINPAK LTD | EQUITY | 6000 | 195265 |
| WINWAY TECHNOLOGY CO LTD | EQUITY | 4000 | 361541 |
| WISDOM MARINE LINES CO LTD | EQUITY | 98000 | 211778 |
| WISE PLC A | EQUITY | 111328 | 1334324 |
| WISETECH GLOBAL LTD | EQUITY | 30350 | 1374508 |
| WISTRON CORP | EQUITY | 486374 | 2319472 |
| WIWYNN CORP | EQUITY | 16000 | 2266685 |
| WIX.COM LTD | EQUITY | 8000 | 831120 |
| WNC CORP | EQUITY | 55719 | 175559 |
| WOLTERS KLUWER | EQUITY | 38211 | 3964781 |
| WONIK IPS CO LTD | EQUITY | 7988 | 370877 |
| WOODSIDE ENERGY GROUP LTD | EQUITY | 278080 | 4351091 |
| WOOLWORTHS GROUP LTD | EQUITY | 162353 | 3177316 |
| WOOLWORTHS HOLDINGS LTD | EQUITY | 66529 | 224842 |
| WOORI FINANCIAL GROUP INC | EQUITY | 106922 | 2080920 |
| WORKMAN CO LTD | EQUITY | 6400 | 268527 |
| WORKSPACE GROUP PLC | EQUITY | 23265 | 124771 |
| WORLDLINE SA | EQUITY | 40874 | 74435 |
| WORLEY LTD | EQUITY | 62690 | 524914 |
| WOWPRIME CORP | EQUITY | 20000 | 138126 |
| WPG HOLDINGS LTD | EQUITY | 268451 | 495586 |
| WPP PLC | EQUITY | 141218 | 636456 |
| WSP GLOBAL INC | EQUITY | 13500 | 2447580 |
| WT MICROELECTRONICS CO LTD | EQUITY | 99328 | 430633 |
| WUHAN GUIDE INFRARED CO LT A | EQUITY | 155070 | 324188 |
| WULIANGYE YIBIN CO LTD A | EQUITY | 42280 | 640476 |
| WUS PRINTED CIRCUIT KUNSHA A | EQUITY | 20680 | 214870 |
| WUXI APPTEC CO LTD A | EQUITY | 26880 | 347218 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WUXI APPTEC CO LTD H | EQUITY | 67830 | 860130 |
| WUXI BIOLOGICS CAYMAN INC | EQUITY | 582000 | 2350881 |
| WUXI XDC CAYMAN INC | EQUITY | 54000 | 421468 |
| X FAB SILICON FOUNDRIES SE | EQUITY | 10048 | 60507 |
| XCMG CONSTRUCTION MACHIN A | EQUITY | 85300 | 141166 |
| XD INC | EQUITY | 30800 | 256617 |
| XERO LTD | EQUITY | 22656 | 1711773 |
| XIAMEN TUNGSTEN CO LTD A | EQUITY | 65000 | 381999 |
| XIAOMI CORP CLASS B | EQUITY | 2646600 | 13363060 |
| XINJIANG DAQO NEW ENERGY C A | EQUITY | 42490 | 162705 |
| XINTEC INC | EQUITY | 28000 | 123055 |
| XINYI GLASS HOLDINGS LTD | EQUITY | 340529 | 361813 |
| XINYI SOLAR HOLDINGS LTD | EQUITY | 936236 | 357246 |
| XIOR STUDENT HOUSING NV | EQUITY | 2920 | 99284 |
| XLSMART TELECOM SEJAHTERA TB | EQUITY | 769200 | 172978 |
| XP INC CLASS A | EQUITY | 14300 | 234091 |
| XPENG INC CLASS A SHARES | EQUITY | 209400 | 2134758 |
| XTALPI HOLDINGS LTD | EQUITY | 275000 | 334233 |
| XTEP INTERNATIONAL HOLDINGS | EQUITY | 199049 | 135794 |
| XVIVO PERFUSION AB | EQUITY | 3935 | 79008 |
| YADEA GROUP HOLDINGS LTD | EQUITY | 201044 | 293682 |
| YAGEO CORPORATION | EQUITY | 293052 | 2146484 |
| YAKULT HONSHA CO LTD | EQUITY | 33000 | 517223 |
| YAMABIKO CORP | EQUITY | 5600 | 106278 |
| YAMADA HOLDINGS CO LTD | EQUITY | 2600 | 8618 |
| YAMAGUCHI FINANCIAL GROUP IN | EQUITY | 35400 | 478248 |
| YAMAHA CORP | EQUITY | 68400 | 475442 |
| YAMAHA MOTOR CO LTD | EQUITY | 170400 | 1257706 |
| YAMAMA CEMENT CO | EQUITY | 16830 | 104638 |
| YAMATO HOLDINGS CO LTD | EQUITY | 48900 | 687938 |
| YAMATO KOGYO CO LTD | EQUITY | 7300 | 497733 |
| YAMAZAKI BAKING CO LTD | EQUITY | 24000 | 505104 |
| YAMAZEN CORP | EQUITY | 13700 | 129853 |
| YANBU CEMENT CO | EQUITY | 13090 | 50360 |
| YANBU NATIONAL PETROCHEMICAL | EQUITY | 42933 | 314546 |
| YANCOAL AUSTRALIA LTD | EQUITY | 70806 | 233594 |
| YANG MING MARINE TRANSPORT | EQUITY | 272107 | 480973 |
| YANGZIJIANG FINANCIAL HOLDIN | EQUITY | 466500 | 144488 |
| YANGZIJIANG MARITIME DEVELOP | EQUITY | 466500 | 224907 |
| YANGZIJIANG SHIPBUILDING | EQUITY | 466500 | 1262441 |
| YANKUANG ENERGY GROUP CO A | EQUITY | 126685 | 238131 |
| YANKUANG ENERGY GROUP CO H | EQUITY | 418860 | 517689 |
| YANLORD LAND GROUP LTD | EQUITY | 124500 | 67770 |
| YARA INTERNATIONAL ASA | EQUITY | 32806 | 1343243 |
| YASKAWA ELECTRIC CORP | EQUITY | 41300 | 1242472 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| YEALINK NETWORK TECHNOLOGY A | EQUITY | 19950 | 101605 |
| YELLOW CAKE PLC | EQUITY | 52316 | 413228 |
| YELLOW HAT LTD | EQUITY | 11000 | 115116 |
| YFY INC | EQUITY | 200000 | 166452 |
| YG ENTERTAINMENT INC | EQUITY | 3241 | 156196 |
| YIEH PHUI ENTERPRISE CO LTD | EQUITY | 192780 | 92339 |
| YIHAI INTERNATIONAL HOLDING | EQUITY | 101000 | 163500 |
| YINSON HOLDINGS BHD | EQUITY | 538766 | 313494 |
| YIT OYJ | EQUITY | 23548 | 86308 |
| YODOKO LTD | EQUITY | 18000 | 156111 |
| YOKOGAWA BRIDGE HOLDINGS COR | EQUITY | 5400 | 104053 |
| YOKOGAWA ELECTRIC CORP | EQUITY | 38500 | 1233919 |
| YOKOHAMA FINANCIAL GROUP INC | EQUITY | 208500 | 1717344 |
| YOKOHAMA RUBBER CO LTD | EQUITY | 22000 | 845699 |
| YONEX CO LTD | EQUITY | 11600 | 245846 |
| YONYOU NETWORK TECHNOLOGY A | EQUITY | 29120 | 55132 |
| YOSHINOYA HOLDINGS CO LTD | EQUITY | 12100 | 237052 |
| YOUNG + CO S BREWERY PLC A | EQUITY | 3787 | 37522 |
| YOUNGONE CORP | EQUITY | 2331 | 132109 |
| YPSOMED HOLDING AG REG | EQUITY | 579 | 238739 |
| YTL POWER INT WARRANTS | EQUITY | 60080 | 0 |
| YTL POWER INTERNATIONAL BHD | EQUITY | 300400 | 244693 |
| YTO EXPRESS GROUP CO LTD A | EQUITY | 34800 | 81776 |
| YUAN RENMINBI | CASH | 15097269 | 2160410 |
| YUANTA FINANCIAL HOLDING CO | EQUITY | 1686686 | 2105618 |
| YUASA CO LTD | EQUITY | 1800 | 61156 |
| YUE YUEN INDUSTRIAL HLDG | EQUITY | 143238 | 293892 |
| YUEXIU PROPERTY CO LTD | EQUITY | 471120 | 239691 |
| YUEXIU REAL ESTATE INVESTMEN | EQUITY | 304209 | 33612 |
| YUEXIU TRANSPORT INFRASTRUCT | EQUITY | 472799 | 287318 |
| YUHAN CORP | EQUITY | 9138 | 711729 |
| YULON MOTOR COMPANY | EQUITY | 106405 | 112333 |
| YUM CHINA HOLDINGS INC | EQUITY | 54200 | 2566727 |
| YUNNAN ALUMINIUM CO LTD A | EQUITY | 97300 | 455510 |
| YUNNAN BAIYAO GROUP CO LTD A | EQUITY | 19460 | 157965 |
| YURTEC CORP | EQUITY | 6500 | 114274 |
| ZAI LAB LTD | EQUITY | 44600 | 78215 |
| ZAI LAB LTD ADR | EQUITY | 12900 | 227556 |
| ZALANDO SE | EQUITY | 40633 | 1205665 |
| ZEALAND PHARMA A/S | EQUITY | 10990 | 799282 |
| ZEHNDER GROUP AG RG | EQUITY | 1575 | 162108 |
| ZENKOKU HOSHO CO LTD | EQUITY | 19000 | 377792 |
| ZENSHO HOLDINGS CO LTD | EQUITY | 16900 | 967959 |
| ZEON CORP | EQUITY | 24000 | 272774 |
| ZERIA PHARMACEUTICAL CO LTD | EQUITY | 4900 | 65588 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ZETRIX AI BHD | EQUITY | 734592 | 146678 |
| ZHANGZHOU PIENTZEHUANG PHA A | EQUITY | 6100 | 147324 |
| ZHAOJIN MINING INDUSTRY CO H | EQUITY | 309000 | 1220358 |
| ZHEJIANG CHINT ELECTRICS A | EQUITY | 23376 | 93308 |
| ZHEJIANG DAHUA TECHNOLOGY A | EQUITY | 32600 | 88188 |
| ZHEJIANG EXPRESSWAY CO H | EQUITY | 463680 | 427132 |
| ZHEJIANG HUAYOU COBALT CO A | EQUITY | 15990 | 155728 |
| ZHEJIANG JINGSHENG MECHANI A | EQUITY | 13100 | 68738 |
| ZHEJIANG JUHUA CO A | EQUITY | 25500 | 139911 |
| ZHEJIANG LEAPMOTOR TECHNOL H | EQUITY | 90200 | 563439 |
| ZHEJIANG NHU CO LTD A | EQUITY | 33696 | 121267 |
| ZHEJIANG SANHUA INTELLIGEN A | EQUITY | 35700 | 281842 |
| ZHEJIANG WEIMING ENVIRONME A | EQUITY | 16640 | 60365 |
| ZHEN DING TECHNOLOGY HOLDING | EQUITY | 82000 | 367417 |
| ZHESHANG SECURITIES CO LTD A | EQUITY | 39400 | 60835 |
| ZHONGAN ONLINE P+C INSURAN H | EQUITY | 101100 | 208993 |
| ZHONGJI INNOLIGHT CO LTD A | EQUITY | 11340 | 982456 |
| ZHONGJIN GOLD CORP A | EQUITY | 132300 | 439337 |
| ZHONGSHENG GROUP HOLDINGS | EQUITY | 173500 | 259018 |
| ZHONGTAI SECURITIES CO LTD A | EQUITY | 58400 | 54241 |
| ZHOU HEI YA INTERNATIONAL HO | EQUITY | 108000 | 22756 |
| ZHUZHOU CRRC TIMES ELECTRI H | EQUITY | 111000 | 536496 |
| ZIGNAGO VETRO SPA | EQUITY | 2240 | 20441 |
| ZIGUP PLC | EQUITY | 42016 | 215544 |
| ZIJIN GOLD INTERNATIONAL CO | EQUITY | 23600 | 442680 |
| ZIJIN MINING GROUP CO LTD A | EQUITY | 209200 | 1027507 |
| ZIJIN MINING GROUP CO LTD H | EQUITY | 1017000 | 4659372 |
| ZIM INTEGRATED SHIPPING SERV | EQUITY | 25700 | 545611 |
| ZIP CO LTD | EQUITY | 289842 | 627678 |
| ZOJIRUSHI CORP | EQUITY | 5500 | 54839 |
| ZOOMLION HEAVY INDUSTRY S A | EQUITY | 69800 | 86066 |
| ZOZO INC | EQUITY | 84900 | 701697 |
| ZTE CORP A | EQUITY | 37400 | 202025 |
| ZTE CORP H | EQUITY | 127990 | 446284 |
| ZTO EXPRESS CAYMAN INC | EQUITY | 73600 | 1534693 |
| ZUKEN INC | EQUITY | 2400 | 74824 |
| ZURICH INSURANCE GROUP AG | EQUITY | 21402 | 16241409 |
|  | **Total: EXHIBIT B - Total International Stock Market Index Fund** | **Total: EXHIBIT B - Total International Stock Market Index Fund** | $**6080854946** |

---

**\* Party-In-Interest**

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

------

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

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

 **IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 1 800 FLOWERS.COM INC CL A | EQUITY |  |  | 17200 |  | $67596 |
|  | 10X GENOMICS INC CLASS A | EQUITY |  |  | 55300 |  | 901943 |
|  | 1ST SOURCE CORP | EQUITY |  |  | 9730 |  | 608028 |
|  | 3D SYSTEMS CORP | EQUITY |  |  | 69739 |  | 123438 |
|  | 4D MOLECULAR THERAPEUTICS IN | EQUITY |  |  | 22900 |  | 171750 |
|  | 8X8 INC | EQUITY |  |  | 69100 |  | 136127 |
|  | 908 DEVICES INC | EQUITY |  |  | 14900 |  | 78225 |
|  | A10 NETWORKS INC | EQUITY |  |  | 38000 |  | 672220 |
|  | AAON INC | EQUITY |  |  | 34878 |  | 2659448 |
|  | AAR CORP | EQUITY |  |  | 20400 |  | 1688916 |
|  | AARDVARK THERAPEUTICS INC | EQUITY |  |  | 8300 |  | 108938 |
|  | ABACUS GLOBAL MANAGEMENT INC | EQUITY |  |  | 19400 |  | 165870 |
|  | ABEONA THERAPEUTICS INC | EQUITY |  |  | 19100 |  | 100657 |
|  | ABERCROMBIE + FITCH CO CL A | EQUITY |  |  | 24048 |  | 3026922 |
|  | ABM INDUSTRIES INC | EQUITY |  |  | 31600 |  | 1336680 |
|  | ABSCI CORP | EQUITY |  |  | 61400 |  | 214286 |
|  | ACACIA RESEARCH CORP | EQUITY |  |  | 20700 |  | 77418 |
|  | ACADEMY SPORTS + OUTDOORS IN | EQUITY |  |  | 33900 |  | 1693644 |
|  | ACADIA HEALTHCARE CO INC | EQUITY |  |  | 46855 |  | 664872 |
|  | ACADIA PHARMACEUTICALS INC | EQUITY |  |  | 64178 |  | 1714194 |
|  | ACADIA REALTY TRUST | EQUITY |  |  | 66407 |  | 1364000 |
|  | ACADIAN ASSET MANAGEMENT INC | EQUITY |  |  | 13778 |  | 647566 |
|  | ACCEL ENTERTAINMENT INC | EQUITY |  |  | 30400 |  | 346864 |
|  | ACCENDRA HEALTH INC | EQUITY |  |  | 42871 |  | 120039 |
|  | ACCO BRANDS CORP | EQUITY |  |  | 53134 |  | 198190 |
|  | ACCURAY INC | EQUITY |  |  | 50300 |  | 41477 |
|  | ACI WORLDWIDE INC | EQUITY |  |  | 53900 |  | 2576959 |
|  | ACLARIS THERAPEUTICS INC | EQUITY |  |  | 53000 |  | 159530 |
|  | ACM RESEARCH INC CLASS A | EQUITY |  |  | 25800 |  | 1017810 |
|  | ACME UNITED CORP | EQUITY |  |  | 2100 |  | 84651 |
|  | ACNB CORP | EQUITY |  |  | 4800 |  | 232080 |
|  | ACRES COMMERCIAL REALTY CORP | EQUITY |  |  | 3700 |  | 78958 |
|  | ACUITY INC | EQUITY |  |  | 15990 |  | 5757040 |
|  | ACUSHNET HOLDINGS CORP | EQUITY |  |  | 13987 |  | 1116442 |
|  | ACV AUCTIONS INC A | EQUITY |  |  | 86200 |  | 691324 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ADAMAS TRUST INC | EQUITY | 54100 | 394930 |
| ADAPTHEALTH CORP | EQUITY | 52700 | 524892 |
| ADAPTIVE BIOTECHNOLOGIES | EQUITY | 77600 | 1260224 |
| ADC THERAPEUTICS SA | EQUITY | 42000 | 148260 |
| ADDUS HOMECARE CORP | EQUITY | 9300 | 998727 |
| ADEIA INC | EQUITY | 56891 | 981370 |
| ADIENT PLC | EQUITY | 43672 | 837192 |
| ADMA BIOLOGICS INC | EQUITY | 120500 | 2197920 |
| ADT INC | EQUITY | 260068 | 2098749 |
| ADTRAN HOLDINGS INC | EQUITY | 39437 | 342708 |
| ADVANCE AUTO PARTS INC | EQUITY | 31000 | 1218300 |
| ADVANCED DRAINAGE SYSTEMS IN | EQUITY | 36500 | 5286295 |
| ADVANCED ENERGY INDUSTRIES | EQUITY | 19609 | 4105536 |
| ADVANCED FLOWER CAPITAL INC | EQUITY | 11400 | 32490 |
| ADVANSIX INC | EQUITY | 13929 | 240972 |
| ADVANTAGE SOLUTIONS INC | EQUITY | 47700 | 41976 |
| AEBI SCHMIDT HOLDING AG | EQUITY | 19675 | 248889 |
| AECOM | EQUITY | 69170 | 6593976 |
| AEHR TEST SYSTEMS | EQUITY | 15200 | 306888 |
| AELUMA INC | EQUITY | 5100 | 87567 |
| AEROVIRONMENT INC | EQUITY | 19601 | 4741286 |
| AERSALE CORP | EQUITY | 15900 | 113049 |
| AEVA TECHNOLOGIES INC | EQUITY | 20020 | 265866 |
| AFFILIATED MANAGERS GROUP | EQUITY | 14400 | 4151232 |
| AFFIRM HOLDINGS INC | EQUITY | 143900 | 10710477 |
| AGCO CORP | EQUITY | 32100 | 3348672 |
| AGILON HEALTH INC | EQUITY | 168800 | 116253 |
| AGILYSYS INC | EQUITY | 13400 | 1592456 |
| AGIOS PHARMACEUTICALS INC | EQUITY | 30191 | 821799 |
| AGNC INVESTMENT CORP | EQUITY | 552300 | 5920656 |
| AGREE REALTY CORP | EQUITY | 58540 | 4216636 |
| AH REALTY TRUST INC | EQUITY | 38700 | 256194 |
| AIR LEASE CORP | EQUITY | 54168 | 3479211 |
| AIRJOULE TECHNOLOGIES CORP | EQUITY | 8800 | 34672 |
| AIRO GROUP HOLDINGS INC | EQUITY | 3500 | 28630 |
| AIRSCULPT TECHNOLOGIES INC | EQUITY | 8100 | 16038 |
| AIRSHIP AI HOLDINGS INC | EQUITY | 9600 | 27744 |
| AKEBIA THERAPEUTICS INC | EQUITY | 135000 | 217350 |
| ALAMO GROUP INC | EQUITY | 5400 | 906498 |
| ALARM.COM HOLDINGS INC | EQUITY | 24426 | 1246215 |
| ALASKA AIR GROUP INC | EQUITY | 59100 | 2972730 |
| ALBANY INTL CORP CL A | EQUITY | 15719 | 796953 |
| ALBERTSONS COS INC CLASS A | EQUITY | 207400 | 3561058 |
| ALCOA CORP | EQUITY | 135274 | 7188460 |
| ALDEYRA THERAPEUTICS INC | EQUITY | 25600 | 132608 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ALECTOR INC | EQUITY | 38996 | 60834 |
| ALERUS FINANCIAL CORP | EQUITY | 10000 | 225200 |
| ALEXANDER + BALDWIN INC | EQUITY | 39308 | 811317 |
| ALEXANDER S INC | EQUITY | 1314 | 286373 |
| ALICO INC | EQUITY | 4100 | 149158 |
| ALIGHT INC CLASS A | EQUITY | 227600 | 443820 |
| ALIGNMENT HEALTHCARE INC | EQUITY | 88800 | 1753800 |
| ALKAMI TECHNOLOGY INC | EQUITY | 34900 | 805143 |
| ALKERMES PLC | EQUITY | 83575 | 2338429 |
| ALLEGIANT TRAVEL CO | EQUITY | 7740 | 659990 |
| ALLEGRO MICROSYSTEMS INC | EQUITY | 63900 | 1685682 |
| ALLIANCE LAUNDRY HOLDINGS IN | EQUITY | 23100 | 470085 |
| ALLIENT INC | EQUITY | 7650 | 411188 |
| ALLISON TRANSMISSION HOLDING | EQUITY | 43499 | 4258552 |
| ALLOGENE THERAPEUTICS INC | EQUITY | 56167 | 76949 |
| ALLY FINANCIAL INC | EQUITY | 141964 | 6429550 |
| ALNYLAM PHARMACEUTICALS INC | EQUITY | 66098 | 26283870 |
| ALPHA + OMEGA SEMICONDUCTOR | EQUITY | 13275 | 262978 |
| ALPHA METALLURGICAL RESOURCE | EQUITY | 6000 | 1199280 |
| ALPHATEC HOLDINGS INC | EQUITY | 60016 | 1262737 |
| ALPINE INCOME PROPERTY TRUST | EQUITY | 4900 | 81928 |
| ALTA EQUIPMENT GROUP INC | EQUITY | 15600 | 71760 |
| ALTI GLOBAL INC | EQUITY | 14200 | 65888 |
| ALTIMMUNE INC | EQUITY | 36700 | 132487 |
| ALUMIS INC | EQUITY | 27907 | 272372 |
| AMALGAMATED FINANCIAL CORP | EQUITY | 11800 | 377954 |
| AMBARELLA INC | EQUITY | 20851 | 1477085 |
| AMBIQ MICRO INC | EQUITY | 2200 | 62700 |
| AMC ENTERTAINMENT HLDS CL A | EQUITY | 286733 | 447303 |
| AMC NETWORKS INC A | EQUITY | 18249 | 173730 |
| AMDOCS LTD | EQUITY | 56650 | 4560892 |
| AMENTUM HOLDINGS INC | EQUITY | 82300 | 2386700 |
| AMER SPORTS INC | EQUITY | 77100 | 2879685 |
| AMERANT BANCORP INC | EQUITY | 17859 | 348429 |
| AMERESCO INC CL A | EQUITY | 16863 | 493917 |
| AMERICA S CAR MART INC | EQUITY | 3300 | 83358 |
| AMERICAN AIRLINES GROUP INC | EQUITY | 343200 | 5261256 |
| AMERICAN ASSETS TRUST INC | EQUITY | 26448 | 500661 |
| AMERICAN BATTERY TECHNOLOGY | EQUITY | 60100 | 200734 |
| AMERICAN COASTAL INSURANCE C | EQUITY | 13300 | 167979 |
| AMERICAN EAGLE OUTFITTERS | EQUITY | 82875 | 2185414 |
| AMERICAN FINANCIAL GROUP INC | EQUITY | 34172 | 4670629 |
| AMERICAN HEALTHCARE REIT INC | EQUITY | 87000 | 4094220 |
| AMERICAN HOMES 4 RENT A | EQUITY | 176335 | 5660354 |
| AMERICAN INTEGRITY INSURANCE | EQUITY | 3200 | 66656 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AMERICAN OUTDOOR BRANDS INC | EQUITY | 2800 | 21644 |
| AMERICAN PUBLIC EDUCATION | EQUITY | 8900 | 336420 |
| AMERICAN STATES WATER CO | EQUITY | 20269 | 1469097 |
| AMERICAN SUPERCONDUCTOR CORP | EQUITY | 22800 | 656184 |
| AMERICAN VANGUARD CORP | EQUITY | 15399 | 58824 |
| AMERICAN WOODMARK CORP | EQUITY | 7700 | 415030 |
| AMERICOLD REALTY TRUST INC | EQUITY | 149218 | 1918943 |
| AMERIS BANCORP | EQUITY | 33953 | 2521689 |
| AMERISAFE INC | EQUITY | 9624 | 369658 |
| AMES NATIONAL CORP | EQUITY | 5400 | 123984 |
| AMICUS THERAPEUTICS INC | EQUITY | 147553 | 2101155 |
| AMKOR TECHNOLOGY INC | EQUITY | 59200 | 2337216 |
| AMN HEALTHCARE SERVICES INC | EQUITY | 20317 | 320196 |
| AMNEAL PHARMACEUTICALS INC | EQUITY | 81300 | 1024380 |
| AMPHASTAR PHARMACEUTICALS IN | EQUITY | 20400 | 546312 |
| AMPLITUDE INC CLASS A | EQUITY | 45300 | 524574 |
| AMPRIUS TECHNOLOGIES INC | EQUITY | 57800 | 456042 |
| AMYLYX PHARMACEUTICALS INC | EQUITY | 46300 | 559304 |
| ANAPTYSBIO INC | EQUITY | 9529 | 461966 |
| ANAVEX LIFE SCIENCES CORP | EQUITY | 40843 | 145401 |
| ANDERSONS INC/THE | EQUITY | 16770 | 891661 |
| ANGEL OAK MORTGAGE REIT INC | EQUITY | 7500 | 64575 |
| ANGI INC | EQUITY | 20248 | 261807 |
| ANGIODYNAMICS INC | EQUITY | 22300 | 286332 |
| ANGLOGOLD ASHANTI PLC | EQUITY | 261800 | 22326304 |
| ANI PHARMACEUTICALS INC | EQUITY | 9564 | 754982 |
| ANIKA THERAPEUTICS INC | EQUITY | 9500 | 91295 |
| ANNALY CAPITAL MANAGEMENT IN | EQUITY | 350647 | 7840467 |
| ANNEXON INC | EQUITY | 51400 | 258028 |
| ANTERIS TECHNOLOGIES GLOBAL | EQUITY | 12200 | 60878 |
| ANTERIX INC | EQUITY | 5800 | 126614 |
| ANTERO MIDSTREAM CORP | EQUITY | 172500 | 3068775 |
| ANTERO RESOURCES CORP | EQUITY | 149817 | 5162694 |
| ANYWHERE REAL ESTATE INC | EQUITY | 53738 | 760930 |
| APARTMENT INVT + MGMT CO A | EQUITY | 76100 | 452034 |
| APELLIS PHARMACEUTICALS INC | EQUITY | 56733 | 1425133 |
| API GROUP CORP | EQUITY | 190300 | 7280878 |
| APOGEE ENTERPRISES INC | EQUITY | 11256 | 409831 |
| APOGEE THERAPEUTICS INC | EQUITY | 20000 | 1509600 |
| APOLLO COMMERCIAL REAL ESTAT | EQUITY | 78303 | 757973 |
| APPFOLIO INC A | EQUITY | 11380 | 2647557 |
| APPIAN CORP A | EQUITY | 20300 | 719026 |
| APPLE HOSPITALITY REIT INC | EQUITY | 116376 | 1379056 |
| APPLIED DIGITAL CORP | EQUITY | 123300 | 3023316 |
| APPLIED INDUSTRIAL TECH INC | EQUITY | 19345 | 4967216 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| APPLIED OPTOELECTRONICS INC | EQUITY | 31700 | 1105062 |
| APTARGROUP INC | EQUITY | 33951 | 4140664 |
| AQUESTIVE THERAPEUTICS INC | EQUITY | 55500 | 358530 |
| ARAMARK | EQUITY | 135909 | 5009606 |
| ARBOR REALTY TRUST INC | EQUITY | 101500 | 787640 |
| ARBUTUS BIOPHARMA CORP | EQUITY | 81300 | 391053 |
| ARCBEST CORP | EQUITY | 11900 | 882861 |
| ARCELLX INC | EQUITY | 17900 | 1167080 |
| ARCHER AVIATION INC A | EQUITY | 328300 | 2468816 |
| ARCHROCK INC | EQUITY | 89635 | 2332303 |
| ARCOSA INC | EQUITY | 25000 | 2658000 |
| ARCTURUS THERAPEUTICS HOLDIN | EQUITY | 13300 | 81529 |
| ARCUS BIOSCIENCES INC | EQUITY | 40900 | 974647 |
| ARCUTIS BIOTHERAPEUTICS INC | EQUITY | 55899 | 1623307 |
| ARDAGH METAL PACKAGING SA | EQUITY | 73900 | 302990 |
| ARDELYX INC | EQUITY | 124300 | 724669 |
| ARDENT HEALTH INC | EQUITY | 12300 | 108609 |
| ARDMORE SHIPPING CORP | EQUITY | 19600 | 207564 |
| ARENA GROUP HOLDINGS INC/THE | EQUITY | 5400 | 21600 |
| ARES COMMERCIAL REAL ESTATE | EQUITY | 31800 | 152004 |
| ARGAN INC | EQUITY | 7000 | 2193240 |
| ARHAUS INC | EQUITY | 28700 | 321727 |
| ARKO CORP | EQUITY | 41000 | 186140 |
| ARLO TECHNOLOGIES INC | EQUITY | 52152 | 729606 |
| ARMOUR RESIDENTIAL REIT INC | EQUITY | 54473 | 963627 |
| ARMSTRONG WORLD INDUSTRIES | EQUITY | 22403 | 4281213 |
| ARQ INC | EQUITY | 16500 | 53955 |
| ARRAY TECHNOLOGIES INC | EQUITY | 77800 | 717316 |
| ARRIVENT BIOPHARMA INC | EQUITY | 16100 | 323932 |
| ARROW ELECTRONICS INC | EQUITY | 26501 | 2919880 |
| ARROW FINANCIAL CORP | EQUITY | 8697 | 273086 |
| ARROWHEAD PHARMACEUTICALS IN | EQUITY | 68689 | 4560263 |
| ARS PHARMACEUTICALS INC | EQUITY | 30100 | 350665 |
| ARTERIS INC | EQUITY | 14900 | 230950 |
| ARTISAN PARTNERS ASSET MA A | EQUITY | 32300 | 1315902 |
| ARTIVION INC | EQUITY | 22536 | 1027867 |
| ARVINAS INC | EQUITY | 33699 | 399670 |
| ASANA INC CL A | EQUITY | 44500 | 610095 |
| ASBURY AUTOMOTIVE GROUP | EQUITY | 10065 | 2340414 |
| ASCENT INDUSTRIES CO | EQUITY | 2000 | 32380 |
| ASGN INC | EQUITY | 22152 | 1067062 |
| ASHLAND INC | EQUITY | 23470 | 1376985 |
| ASP ISOTOPES INC | EQUITY | 49600 | 265360 |
| ASPEN AEROGELS INC | EQUITY | 31500 | 89145 |
| ASPEN INSURANCE HOLDINGS A | EQUITY | 8100 | 300510 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ASSOCIATED BANC CORP | EQUITY | 85622 | 2205623 |
| ASSURED GUARANTY LTD | EQUITY | 23858 | 2144118 |
| AST SPACEMOBILE INC | EQUITY | 115000 | 8352450 |
| ASTEC INDUSTRIES INC | EQUITY | 12500 | 541500 |
| ASTERA LABS INC | EQUITY | 65900 | 10963124 |
| ASTRANA HEALTH INC | EQUITY | 21405 | 531058 |
| ASTRIA THERAPEUTICS INC | EQUITY | 22800 | 298452 |
| ASTRONICS CORP | EQUITY | 16005 | 868111 |
| ASURE SOFTWARE INC | EQUITY | 12900 | 121518 |
| ATEA PHARMACEUTICALS INC | EQUITY | 40300 | 143871 |
| ATEGRITY SPECIALTY HOLDINGS | EQUITY | 1800 | 37818 |
| ATI INC | EQUITY | 70400 | 8079104 |
| ATKORE INC | EQUITY | 17249 | 1090999 |
| ATLANTA BRAVES HOLDINGS IN A | EQUITY | 5900 | 250691 |
| ATLANTA BRAVES HOLDINGS IN C | EQUITY | 21709 | 856420 |
| ATLANTIC UNION BANKSHARES CO | EQUITY | 73503 | 2594656 |
| ATLANTICUS HOLDINGS CORP | EQUITY | 2500 | 167375 |
| ATLAS ENERGY SOLUTIONS INC | EQUITY | 39900 | 375858 |
| ATLASSIAN CORP CL A | EQUITY | 86700 | 14057538 |
| ATMUS FILTRATION TECHNOLOGIE | EQUITY | 42700 | 2216557 |
| ATN INTERNATIONAL INC | EQUITY | 5700 | 129960 |
| ATOMERA INC | EQUITY | 14900 | 32929 |
| ATRICURE INC | EQUITY | 25100 | 992956 |
| ATYR PHARMA INC | EQUITY | 57400 | 44950 |
| AUDIOEYE INC | EQUITY | 2900 | 28971 |
| AURA BIOSCIENCES INC | EQUITY | 21900 | 119355 |
| AURINIA PHARMACEUTICALS INC | EQUITY | 60200 | 960190 |
| AURORA INNOVATION INC | EQUITY | 615100 | 2361984 |
| AUTONATION INC | EQUITY | 13698 | 2828363 |
| AVADEL PHARMACEUTICALS | EQUITY | 46400 | 999920 |
| AVANOS MEDICAL INC | EQUITY | 26862 | 301660 |
| AVANTOR INC | EQUITY | 342700 | 3927342 |
| AVEANNA HEALTHCARE HOLDINGS | EQUITY | 38000 | 310460 |
| AVEPOINT INC | EQUITY | 79300 | 1101477 |
| AVIAT NETWORKS INC | EQUITY | 6200 | 132556 |
| AVIDITY BIOSCIENCES INC | EQUITY | 59800 | 4313374 |
| AVIENT CORP | EQUITY | 47266 | 1476590 |
| AVIS BUDGET GROUP INC | EQUITY | 8820 | 1131782 |
| AVISTA CORP | EQUITY | 41194 | 1587617 |
| AVITA MEDICAL INC | EQUITY | 11200 | 38640 |
| AVNET INC | EQUITY | 42426 | 2039842 |
| AXALTA COATING SYSTEMS LTD | EQUITY | 112220 | 3625828 |
| AXCELIS TECHNOLOGIES INC | EQUITY | 16575 | 1331636 |
| AXIS CAPITAL HOLDINGS LTD | EQUITY | 39181 | 4195893 |
| AXOGEN INC | EQUITY | 22700 | 742971 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AXOS FINANCIAL INC | EQUITY | 28400 | 2446944 |
| AXSOME THERAPEUTICS INC | EQUITY | 20902 | 3817541 |
| AZENTA INC | EQUITY | 21793 | 724835 |
| AZZ INC | EQUITY | 15100 | 1618418 |
| B+G FOODS INC | EQUITY | 33200 | 142760 |
| BACKBLAZE INC A | EQUITY | 27300 | 127218 |
| BADGER METER INC | EQUITY | 15155 | 2643184 |
| BAKKT INC | EQUITY | 5500 | 55220 |
| BALCHEM CORP | EQUITY | 17147 | 2629664 |
| BALDWIN INSURANCE GROUP INC/ | EQUITY | 36800 | 884304 |
| BALLY S CORP | EQUITY | 5600 | 92512 |
| BANC OF CALIFORNIA INC | EQUITY | 66056 | 1274220 |
| BANCFIRST CORP | EQUITY | 11200 | 1187424 |
| BANCO LATINOAMERICANO COME E | EQUITY | 14847 | 662176 |
| BANCORP INC/THE | EQUITY | 22308 | 1506236 |
| BANDWIDTH INC CLASS A | EQUITY | 12700 | 196215 |
| BANK FIRST CORP | EQUITY | 4230 | 515299 |
| BANK OF HAWAII CORP | EQUITY | 20403 | 1394953 |
| BANK OF MARIN BANCORP/CA | EQUITY | 10051 | 261427 |
| BANK OF N.T. BUTTERFIELD+SON | EQUITY | 21900 | 1091058 |
| BANK OZK | EQUITY | 55059 | 2533815 |
| BANK7 CORP | EQUITY | 2200 | 90156 |
| BANKFINANCIAL CORP | EQUITY | 2000 | 24000 |
| BANKUNITED INC | EQUITY | 38953 | 1736135 |
| BANKWELL FINANCIAL GROUP INC | EQUITY | 4100 | 187862 |
| BANNER CORPORATION | EQUITY | 18300 | 1146678 |
| BAR HARBOR BANKSHARES | EQUITY | 8670 | 269204 |
| BARK INC | EQUITY | 64900 | 39102 |
| BARNES + NOBLE EDUCATION INC | EQUITY | 6000 | 55140 |
| BARRETT BUSINESS SVCS INC | EQUITY | 13900 | 503319 |
| BASSETT FURNITURE INDS | EQUITY | 5000 | 83800 |
| BATH + BODY WORKS INC | EQUITY | 109600 | 2200768 |
| BAYCOM CORP | EQUITY | 4600 | 135240 |
| BCB BANCORP INC | EQUITY | 3700 | 29859 |
| BEACON FINANCIAL CORP | EQUITY | 44713 | 1179082 |
| BEAM THERAPEUTICS INC | EQUITY | 49970 | 1385168 |
| BEAUTY HEALTH CO/THE | EQUITY | 58000 | 80620 |
| BEAZER HOMES USA INC | EQUITY | 15437 | 312908 |
| BED BATH + BEYOND INC | EQUITY | 28800 | 157248 |
| BEL FUSE INC CL B | EQUITY | 5900 | 1000817 |
| BELDEN INC | EQUITY | 20309 | 2367014 |
| BELLRING BRANDS INC | EQUITY | 64969 | 1736621 |
| BENCHMARK ELECTRONICS INC | EQUITY | 18619 | 796148 |
| BENITEC BIOPHARMA INC | EQUITY | 4400 | 59268 |
| BENTLEY SYSTEMS INC CLASS B | EQUITY | 81300 | 3102815 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BETA BIONICS INC | EQUITY | 20000 | 609400 |
| BETTER HOME + FINANCE HOLDIN | EQUITY | 2400 | 78192 |
| BEYOND MEAT INC | EQUITY | 204700 | 167854 |
| BGC GROUP INC A | EQUITY | 186198 | 1662748 |
| BICARA THERAPEUTICS INC | EQUITY | 16100 | 270963 |
| BIGBEAR.AI HOLDINGS INC | EQUITY | 225800 | 1219320 |
| BIGLARI HOLDINGS INC B | EQUITY | 422 | 140285 |
| BILL HOLDINGS INC | EQUITY | 42800 | 2334312 |
| BIO RAD LABORATORIES A | EQUITY | 9780 | 2963242 |
| BIOAGE LABS INC | EQUITY | 13000 | 171990 |
| BIOCRYST PHARMACEUTICALS INC | EQUITY | 108289 | 844654 |
| BIOHAVEN LTD | EQUITY | 46725 | 527525 |
| BIOLIFE SOLUTIONS INC | EQUITY | 19450 | 470301 |
| BIOMARIN PHARMACEUTICAL INC | EQUITY | 99594 | 5918871 |
| BIOTE CORP A | EQUITY | 12300 | 31980 |
| BIOVENTUS INC A | EQUITY | 24200 | 180048 |
| BIRKENSTOCK HOLDING PLC | EQUITY | 28000 | 1145200 |
| BIT DIGITAL INC | EQUITY | 163800 | 309582 |
| BITDEER TECHNOLOGIES GROUP A | EQUITY | 52200 | 585162 |
| BJ S RESTAURANTS INC | EQUITY | 10350 | 407790 |
| BJ S WHOLESALE CLUB HOLDINGS | EQUITY | 68300 | 6149049 |
| BK TECHNOLOGIES CORP | EQUITY | 1600 | 119344 |
| BKV CORPORATION | EQUITY | 11700 | 317655 |
| BLACK HILLS CORP | EQUITY | 38725 | 2688290 |
| BLACK ROCK COFFEE BAR INC A | EQUITY | 9000 | 200250 |
| BLACKBAUD INC | EQUITY | 19601 | 1241135 |
| BLACKLINE INC | EQUITY | 26711 | 1476851 |
| BLACKSKY TECHNOLOGY INC | EQUITY | 15925 | 298594 |
| BLACKSTONE MORTGAGE TRU CL A | EQUITY | 82935 | 1586547 |
| BLAIZE HOLDINGS INC | EQUITY | 31500 | 61425 |
| BLEND LABS INC A | EQUITY | 112400 | 341696 |
| BLOOM ENERGY CORP A | EQUITY | 113000 | 9818570 |
| BLOOMIN BRANDS INC | EQUITY | 41623 | 256814 |
| BLUE BIRD CORP | EQUITY | 16100 | 756700 |
| BLUE FOUNDRY BANCORP | EQUITY | 15200 | 188936 |
| BLUE OWL CAPITAL INC | EQUITY | 334100 | 4991454 |
| BLUE RIDGE BANKSHARES INC | EQUITY | 35400 | 151158 |
| BLUELINX HOLDINGS INC | EQUITY | 4300 | 264149 |
| BOISE CASCADE CO | EQUITY | 19526 | 1437114 |
| BOK FINANCIAL CORPORATION | EQUITY | 11612 | 1375558 |
| BOOT BARN HOLDINGS INC | EQUITY | 15752 | 2779755 |
| BOOZ ALLEN HAMILTON HOLDINGS | EQUITY | 63000 | 5314680 |
| BORGWARNER INC | EQUITY | 111700 | 5033202 |
| BORR DRILLING LTD | EQUITY | 127200 | 512616 |
| BOSTON BEER COMPANY INC A | EQUITY | 4100 | 800033 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BOSTON OMAHA CORP CL A | EQUITY | 12920 | 159820 |
| BOWHEAD SPECIALTY HOLDINGS I | EQUITY | 8000 | 228320 |
| BOWMAN CONSULTING GROUP LTD | EQUITY | 7400 | 244348 |
| BOX INC CLASS A | EQUITY | 71200 | 2129592 |
| BOYD GAMING CORP | EQUITY | 28659 | 2442893 |
| BRAEMAR HOTELS + RESORTS INC | EQUITY | 35000 | 100450 |
| BRANDYWINE REALTY TRUST | EQUITY | 83149 | 242795 |
| BRAZE INC A | EQUITY | 44900 | 1539621 |
| BRC INC A | EQUITY | 37800 | 41958 |
| BREAD FINANCIAL HOLDINGS INC | EQUITY | 23600 | 1747108 |
| BRIDGEBIO PHARMA INC | EQUITY | 82036 | 6274934 |
| BRIDGEWATER BANCSHARES INC | EQUITY | 12500 | 219125 |
| BRIGHT HORIZONS FAMILY SOLUT | EQUITY | 29298 | 2970817 |
| BRIGHT MINDS BIOSCIENCES INC | EQUITY | 2200 | 171688 |
| BRIGHTHOUSE FINANCIAL INC | EQUITY | 29703 | 1924457 |
| BRIGHTSPIRE CAPITAL INC | EQUITY | 73018 | 408901 |
| BRIGHTSPRING HEALTH SERVICES | EQUITY | 58100 | 2175845 |
| BRIGHTSTAR LOTTERY PLC | EQUITY | 56009 | 867019 |
| BRIGHTVIEW HOLDINGS INC | EQUITY | 35300 | 447251 |
| BRINK S CO/THE | EQUITY | 21300 | 2486349 |
| BRINKER INTERNATIONAL INC | EQUITY | 23004 | 3301534 |
| BRISTOW GROUP INC | EQUITY | 14620 | 535384 |
| BRIXMOR PROPERTY GROUP INC | EQUITY | 158900 | 4166358 |
| BROADSTONE NET LEASE INC | EQUITY | 98500 | 1710945 |
| BROOKDALE SENIOR LIVING INC | EQUITY | 117789 | 1270943 |
| BROOKFIELD ASSET MGMT A | EQUITY | 199100 | 10430849 |
| BROOKFIELD BUSINESS CL A | EQUITY | 11700 | 419796 |
| BROOKFIELD INFRASTRUCTURE A | EQUITY | 62095 | 2819113 |
| BROOKFIELD RENEWABLE CORP | EQUITY | 70227 | 2692503 |
| BRT APARTMENTS CORP | EQUITY | 6917 | 101680 |
| BRUKER CORP | EQUITY | 54035 | 2545589 |
| BRUNSWICK CORP | EQUITY | 33747 | 2505377 |
| BUCKLE INC/THE | EQUITY | 16081 | 859047 |
| BUILD A BEAR WORKSHOP INC | EQUITY | 6400 | 392128 |
| BULLISH | EQUITY | 17500 | 662725 |
| BUMBLE INC A | EQUITY | 41700 | 148869 |
| BURFORD CAPITAL LTD | EQUITY | 104700 | 933924 |
| BURKE + HERBERT FINANCIAL SE | EQUITY | 7067 | 440345 |
| BURLINGTON STORES INC | EQUITY | 32875 | 9495944 |
| BUSINESS FIRST BANCSHARES | EQUITY | 13395 | 350145 |
| BUTTERFLY NETWORK INC | EQUITY | 97200 | 369360 |
| BV FINANCIAL INC | EQUITY | 1500 | 27210 |
| BWX TECHNOLOGIES INC | EQUITY | 47698 | 8244122 |
| BYLINE BANCORP INC | EQUITY | 16000 | 466400 |
| BYRNA TECHNOLOGIES INC | EQUITY | 8700 | 146073 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| C + F FINANCIAL CORP | EQUITY | 1700 | 123403 |
| C3.AI INC A | EQUITY | 62500 | 842500 |
| CABLE ONE INC | EQUITY | 2600 | 293410 |
| CABOT CORP | EQUITY | 27699 | 1835890 |
| CACI INTERNATIONAL INC CL A | EQUITY | 11376 | 6061247 |
| CACTUS INC A | EQUITY | 35710 | 1631233 |
| CADENCE BANK | EQUITY | 95420 | 4087793 |
| CADIZ INC | EQUITY | 23000 | 129030 |
| CADRE HOLDINGS INC | EQUITY | 14700 | 600348 |
| CAESARS ENTERTAINMENT INC | EQUITY | 106200 | 2484018 |
| CAL MAINE FOODS INC | EQUITY | 23449 | 1865837 |
| CALAVO GROWERS INC | EQUITY | 9360 | 203580 |
| CALEDONIA MINING CORP PLC | EQUITY | 9000 | 235530 |
| CALERES INC | EQUITY | 17823 | 216906 |
| CALIFORNIA BANCORP | EQUITY | 11300 | 210971 |
| CALIFORNIA RESOURCES CORP | EQUITY | 39108 | 1748519 |
| CALIFORNIA WATER SERVICE GRP | EQUITY | 31175 | 1350813 |
| CALIX INC | EQUITY | 30300 | 1603779 |
| CALLAWAY GOLF COMPANY | EQUITY | 67507 | 787807 |
| CALUMET INC | EQUITY | 36200 | 719294 |
| CAMDEN NATIONAL CORP | EQUITY | 7850 | 340533 |
| CAMPING WORLD HOLDINGS INC A | EQUITY | 29096 | 283104 |
| CANDEL THERAPEUTICS INC | EQUITY | 20700 | 116955 |
| CANNAE HOLDINGS INC | EQUITY | 21356 | 335930 |
| CANTALOUPE INC | EQUITY | 28300 | 300546 |
| CAPITAL BANCORP INC/MD | EQUITY | 6100 | 171837 |
| CAPITAL CITY BANK GROUP INC | EQUITY | 7681 | 326980 |
| CAPITOL FEDERAL FINANCIAL IN | EQUITY | 59567 | 405651 |
| CAPRI HOLDINGS LTD | EQUITY | 60600 | 1478640 |
| CAPRICOR THERAPEUTICS INC | EQUITY | 20300 | 585858 |
| CARDIFF ONCOLOGY INC | EQUITY | 31600 | 88796 |
| CAREDX INC | EQUITY | 27640 | 520738 |
| CARETRUST REIT INC | EQUITY | 116054 | 4196513 |
| CARGURUS INC | EQUITY | 41700 | 1599195 |
| CARIS LIFE SCIENCES INC | EQUITY | 10700 | 288686 |
| CARLISLE COS INC | EQUITY | 21520 | 6883387 |
| CARLSMED INC | EQUITY | 1800 | 22230 |
| CARLYLE GROUP INC/THE | EQUITY | 136800 | 8086248 |
| CARMAX INC | EQUITY | 77200 | 2983008 |
| CARPENTER TECHNOLOGY | EQUITY | 25138 | 7914448 |
| CARRIAGE SERVICES INC | EQUITY | 8000 | 338400 |
| CARS.COM INC | EQUITY | 32100 | 391620 |
| CARTER BANKSHARES INC | EQUITY | 11210 | 220389 |
| CARTER S INC | EQUITY | 18728 | 607349 |
| CARTESIAN THERAPEUTICS INC | EQUITY | 5049 | 36403 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CASELLA WASTE SYSTEMS INC A | EQUITY | 32056 | 3139565 |
| CASEY S GENERAL STORES INC | EQUITY | 19291 | 10662329 |
| CASS INFORMATION SYSTEMS INC | EQUITY | 7889 | 327551 |
| CASTLE BIOSCIENCES INC | EQUITY | 14693 | 571558 |
| CATALYST PHARMACEUTICALS INC | EQUITY | 60689 | 1416481 |
| CATHAY GENERAL BANCORP | EQUITY | 34097 | 1649954 |
| CAVA GROUP INC | EQUITY | 51600 | 3028404 |
| CAVCO INDUSTRIES INC | EQUITY | 4020 | 2374775 |
| CB FINANCIAL SERVICES INC | EQUITY | 2600 | 90636 |
| CBIZ INC | EQUITY | 25543 | 1288644 |
| CBL + ASSOCIATES PROPERTIES | EQUITY | 10400 | 384800 |
| CCC INTELLIGENT SOLUTIONS HO | EQUITY | 298300 | 2371485 |
| CECO ENVIRONMENTAL CORP | EQUITY | 15000 | 897750 |
| CELANESE CORP | EQUITY | 57800 | 2443784 |
| CELCUITY INC | EQUITY | 16600 | 1655684 |
| CELLDEX THERAPEUTICS INC | EQUITY | 34300 | 931588 |
| CELSIUS HOLDINGS INC | EQUITY | 85300 | 3901622 |
| CENTERSPACE | EQUITY | 8900 | 593808 |
| CENTRAL GARDEN + PET CO | EQUITY | 3539 | 113779 |
| CENTRAL GARDEN AND PET CO A | EQUITY | 25634 | 748256 |
| CENTRAL PACIFIC FINANCIAL CO | EQUITY | 14400 | 448704 |
| CENTRUS ENERGY CORP CLASS A | EQUITY | 8720 | 2116867 |
| CENTURI HOLDINGS INC | EQUITY | 41300 | 1042825 |
| CENTURY ALUMINUM COMPANY | EQUITY | 27100 | 1061778 |
| CENTURY COMMUNITIES INC | EQUITY | 12500 | 741875 |
| CERENCE INC | EQUITY | 20600 | 220214 |
| CERIBELL INC | EQUITY | 12600 | 276318 |
| CERTARA INC | EQUITY | 64300 | 566483 |
| CERUS CORP | EQUITY | 98700 | 203322 |
| CEVA INC | EQUITY | 11600 | 249632 |
| CF BANKSHARES INC | EQUITY | 1000 | 24950 |
| CG ONCOLOGY INC | EQUITY | 29400 | 1220688 |
| CHAINCE DIGITAL HOLDINGS INC | EQUITY | 16200 | 80514 |
| CHAMPION HOMES INC | EQUITY | 29474 | 2490553 |
| CHART INDUSTRIES INC | EQUITY | 23409 | 4827638 |
| CHATHAM LODGING TRUST | EQUITY | 20500 | 139605 |
| CHEESECAKE FACTORY INC/THE | EQUITY | 23626 | 1192640 |
| CHEFS WAREHOUSE INC/THE | EQUITY | 19164 | 1194492 |
| CHEMED CORP | EQUITY | 7184 | 3073746 |
| CHEMOURS CO/THE | EQUITY | 78000 | 919620 |
| CHEMUNG FINANCIAL CORP | EQUITY | 2131 | 118910 |
| CHENIERE ENERGY INC | EQUITY | 111460 | 21666709 |
| CHESAPEAKE UTILITIES CORP | EQUITY | 11932 | 1488636 |
| CHEWY INC CLASS A | EQUITY | 114100 | 3771005 |
| CHICAGO ATLANTIC REAL ESTATE | EQUITY | 9100 | 111566 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CHIMERA INVESTMENT CORP | EQUITY | 40729 | 506261 |
| CHIRON REAL ESTATE INC | EQUITY | 8125 | 274138 |
| CHOICE HOTELS INTL INC | EQUITY | 13658 | 1301061 |
| CHOICEONE FINANCIAL SVCS INC | EQUITY | 5600 | 165312 |
| CHORD ENERGY CORP | EQUITY | 29449 | 2729922 |
| CHURCHILL DOWNS INC | EQUITY | 34390 | 3912894 |
| CIDARA THERAPEUTICS INC | EQUITY | 10100 | 2230989 |
| CIENA CORP | EQUITY | 73700 | 17236219 |
| CIMPRESS PLC | EQUITY | 9207 | 613094 |
| CINEMARK HOLDINGS INC | EQUITY | 53321 | 1239180 |
| CIPHER DIGITAL INC | EQUITY | 168400 | 2485584 |
| CIRCLE INTERNET GROUP INC | EQUITY | 24400 | 1934920 |
| CIRRUS LOGIC INC | EQUITY | 26900 | 3187650 |
| CITI TRENDS INC | EQUITY | 2800 | 116368 |
| CITIZENS + NORTHERN CORP | EQUITY | 6996 | 141109 |
| CITIZENS FINANCIAL SERVICES | EQUITY | 2448 | 139585 |
| CITIZENS INC | EQUITY | 26400 | 127512 |
| CITY HOLDING CO | EQUITY | 7799 | 929641 |
| CITY OFFICE REIT INC | EQUITY | 23600 | 164964 |
| CIVISTA BANCSHARES INC | EQUITY | 9855 | 218978 |
| CIVITAS RESOURCES INC | EQUITY | 46145 | 1250068 |
| CLARITEV CORP | EQUITY | 3800 | 162450 |
| CLARIVATE PLC | EQUITY | 181100 | 604874 |
| CLAROS MORTGAGE TRUST INC | EQUITY | 55200 | 168912 |
| CLARUS CORP | EQUITY | 16845 | 56431 |
| CLEAN ENERGY FUELS CORP | EQUITY | 87000 | 182700 |
| CLEAN HARBORS INC | EQUITY | 26420 | 6194962 |
| CLEANSPARK INC | EQUITY | 142300 | 1440076 |
| CLEAR SECURE INC CLASS A | EQUITY | 45100 | 1582108 |
| CLEARFIELD INC | EQUITY | 6600 | 192390 |
| CLEARPOINT NEURO INC | EQUITY | 10800 | 147744 |
| CLEARWATER ANALYTICS HDS A | EQUITY | 145370 | 3506324 |
| CLEARWATER PAPER CORP | EQUITY | 8916 | 155138 |
| CLEARWAY ENERGY INC A | EQUITY | 17490 | 549536 |
| CLEARWAY ENERGY INC C | EQUITY | 44812 | 1490447 |
| CLEVELAND CLIFFS INC | EQUITY | 293840 | 3902195 |
| CLIMB GLOBAL SOLUTIONS INC | EQUITY | 2200 | 226138 |
| CLIPPER REALTY INC | EQUITY | 9003 | 34391 |
| CLOUDFLARE INC CLASS A | EQUITY | 162877 | 32111201 |
| CLOVER HEALTH INVESTMENTS CO | EQUITY | 209900 | 493265 |
| CNA FINANCIAL CORP | EQUITY | 11124 | 531060 |
| CNB FINANCIAL CORP/PA | EQUITY | 16584 | 434003 |
| CNH INDUSTRIAL NV | EQUITY | 453600 | 4182192 |
| CNO FINANCIAL GROUP INC | EQUITY | 49658 | 2108975 |
| CNX RESOURCES CORP | EQUITY | 69849 | 2568348 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | COASTAL FINANCIAL CORP/WA | EQUITY | 6900 | 790671 |
| | COASTAL SOUTH BANCSHARES INC | EQUITY | 1100 | 25575 |
| | COCA COLA CONSOLIDATED INC | EQUITY | 29800 | 4568340 |
| | CODEXIS INC | EQUITY | 36627 | 59702 |
| | COEUR MINING INC | EQUITY | 331317 | 5907382 |
| | COGENT BIOSCIENCES INC | EQUITY | 71800 | 2550336 |
| | COGENT COMMUNICATIONS HOLDIN | EQUITY | 23868 | 514594 |
| | COGNEX CORP | EQUITY | 87000 | 3130260 |
| | COHEN + STEERS INC | EQUITY | 14736 | 925126 |
| | COHERENT CORP | EQUITY | 81237 | 14993913 |
| | COHERUS ONCOLOGY INC | EQUITY | 60546 | 85975 |
| | COHU INC | EQUITY | 24099 | 560784 |
| | COLLEGIUM PHARMACEUTICAL INC | EQUITY | 16900 | 782470 |
| | COLONY BANKCORP | EQUITY | 10500 | 187110 |
| | COLUMBIA BANKING SYSTEM INC | EQUITY | 153905 | 4301645 |
| | COLUMBIA FINANCIAL INC | EQUITY | 15700 | 243978 |
| | COLUMBIA SPORTSWEAR CO | EQUITY | 13277 | 731430 |
| | COLUMBUS MCKINNON CORP/NY | EQUITY | 16200 | 279450 |
| | COMERICA INC | EQUITY | 65700 | 5711301 |
| | COMMERCE BANCSHARES INC | EQUITY | 66324 | 3471398 |
| | COMMERCE.COM INC | EQUITY | 37200 | 153264 |
| | COMMERCIAL BANCGROUP INC | EQUITY | 3700 | 90872 |
| | COMMERCIAL METALS CO | EQUITY | 57843 | 4003892 |
| \* | COMMUNITY FINANCIAL SYSTEM I | EQUITY | 27776 | 1595453 |
|  | COMMUNITY HEALTH SYSTEMS INC | EQUITY | 68646 | 214176 |
|  | COMMUNITY HEALTHCARE TRUST I | EQUITY | 12416 | 203871 |
|  | COMMUNITY TRUST BANCORP INC | EQUITY | 8792 | 496748 |
|  | COMMUNITY WEST BANCSHARES | EQUITY | 7500 | 168750 |
|  | COMMVAULT SYSTEMS INC | EQUITY | 22900 | 2870744 |
|  | COMPASS DIVERSIFIED HOLDINGS | EQUITY | 35100 | 168480 |
|  | COMPASS INC CLASS A | EQUITY | 254200 | 2686894 |
|  | COMPASS MINERALS INTERNATION | EQUITY | 18294 | 359294 |
|  | COMPASS THERAPEUTICS INC | EQUITY | 68300 | 366771 |
|  | COMSTOCK RESOURCES INC | EQUITY | 38400 | 890112 |
|  | CONCENTRA GROUP HOLDINGS PAR | EQUITY | 60066 | 1182099 |
|  | CONCENTRIX CORP | EQUITY | 23251 | 966777 |
|  | CONCRETE PUMPING HOLDINGS IN | EQUITY | 14900 | 99979 |
|  | CONDUENT INC | EQUITY | 86539 | 166155 |
|  | CONFLUENT INC CLASS A | EQUITY | 151600 | 4584384 |
|  | CONMED CORP | EQUITY | 16239 | 659303 |
|  | CONNECTONE BANCORP INC | EQUITY | 26134 | 685233 |
|  | CONSENSUS CLOUD SOLUTION | EQUITY | 10378 | 226448 |
|  | CONSOLIDATED WATER CO ORD SH | EQUITY | 8600 | 303494 |
|  | CONSTELLIUM SE | EQUITY | 72100 | 1359085 |
|  | CONSTRUCTION PARTNERS INC A | EQUITY | 24123 | 2618552 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CONSUMER PORTFOLIO SERVICES | EQUITY | 5700 | 53181 |
| CONTANGO SILVER + GOLD INC | EQUITY | 5600 | 147896 |
| CONTRA AKERO THERAPEUT | EQUITY | 36643 | 23818 |
| COOPER STANDARD HOLDING | EQUITY | 9200 | 302036 |
| COPT DEFENSE PROPERTIES | EQUITY | 57573 | 1600529 |
| CORCEPT THERAPEUTICS INC | EQUITY | 48700 | 1694760 |
| CORE + MAIN INC CLASS A | EQUITY | 99500 | 5171015 |
| CORE LABORATORIES INC | EQUITY | 26300 | 421589 |
| CORE MOLDING TECHNOLOGIES IN | EQUITY | 4900 | 98245 |
| CORE NATURAL RESOURCES INC | EQUITY | 26777 | 2370032 |
| CORE SCIENTIFIC INC | EQUITY | 151300 | 2202928 |
| COREBRIDGE FINANCIAL INC | EQUITY | 138200 | 4169494 |
| CORECIVIC INC | EQUITY | 55656 | 1063586 |
| CORMEDIX INC | EQUITY | 36700 | 426821 |
| CORSAIR GAMING INC | EQUITY | 24700 | 146718 |
| CORVEL CORP | EQUITY | 14900 | 1008283 |
| CORVUS PHARMACEUTICALS INC | EQUITY | 27200 | 209440 |
| COSTAMARE BULKERS HOLDING | EQUITY | 5040 | 77666 |
| COSTAMARE INC | EQUITY | 22300 | 352117 |
| COTY INC CL A | EQUITY | 176600 | 543928 |
| COUPANG INC | EQUITY | 683900 | 16133201 |
| COURSERA INC | EQUITY | 73400 | 540224 |
| COUSINS PROPERTIES INC | EQUITY | 86174 | 2221566 |
| COVENANT LOGISTICS GROUP INC | EQUITY | 9200 | 202768 |
| COVISTA INC | EQUITY | 18232 | 1886465 |
| CPI CARD GROUP INC | EQUITY | 2400 | 35232 |
| CRA INTERNATIONAL INC | EQUITY | 3500 | 702433 |
| CRACKER BARREL OLD COUNTRY | EQUITY | 11793 | 299542 |
| CRANE CO | EQUITY | 25387 | 4682124 |
| CRANE NXT CO | EQUITY | 25687 | 1209087 |
| CRAWFORD + COMPANY CL A | EQUITY | 8900 | 100125 |
| CREDIT ACCEPTANCE CORP | EQUITY | 2339 | 1037253 |
| CREDO TECHNOLOGY GROUP HOLDI | EQUITY | 79300 | 11410477 |
| CRESCENT ENERGY INC A | EQUITY | 118556 | 994685 |
| CREXENDO INC | EQUITY | 3700 | 23939 |
| CRICUT INC CLASS A | EQUITY | 22700 | 112365 |
| CRINETICS PHARMACEUTICALS IN | EQUITY | 47448 | 2208704 |
| CRISPR THERAPEUTICS AG | EQUITY | 45200 | 2370288 |
| CRITICAL METALS CORP | EQUITY | 24000 | 166560 |
| CROCS INC | EQUITY | 27100 | 2317592 |
| CROSS COUNTRY HEALTHCARE INC | EQUITY | 15371 | 124505 |
| CROWN HOLDINGS INC | EQUITY | 60850 | 6265725 |
| CRYOPORT INC | EQUITY | 25300 | 242880 |
| CS DISCO INC | EQUITY | 7700 | 59752 |
| CSG SYSTEMS INTL INC | EQUITY | 14486 | 1110931 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CSW INDUSTRIALS INC | EQUITY | 8320 | 2442170 |
| CTO REALTY GROWTH INC | EQUITY | 12237 | 225283 |
| CTS CORP | EQUITY | 15130 | 648623 |
| CUBESMART | EQUITY | 118900 | 4286345 |
| CULLEN/FROST BANKERS INC | EQUITY | 30627 | 3878297 |
| CULLINAN THERAPEUTICS INC | EQUITY | 28500 | 294975 |
| CURBLINE PROPERTIES CORP | EQUITY | 49702 | 1153583 |
| CURIOSITYSTREAM INC | EQUITY | 15700 | 59660 |
| CURTISS WRIGHT CORP | EQUITY | 19601 | 10805443 |
| CUSHMAN + WAKEFIELD LTD | EQUITY | 120444 | 1949988 |
| CUSTOM TRUCK ONE SOURCE INC | EQUITY | 29300 | 168768 |
| CUSTOMERS BANCORP INC | EQUITY | 16170 | 1182350 |
| CVB FINANCIAL CORP | EQUITY | 71007 | 1320730 |
| CVR ENERGY INC | EQUITY | 16400 | 417216 |
| CVRX INC | EQUITY | 6700 | 47570 |
| CYTEK BIOSCIENCES INC | EQUITY | 62500 | 315625 |
| CYTOKINETICS INC | EQUITY | 60629 | 3852367 |
| D WAVE QUANTUM INC | EQUITY | 173600 | 4539640 |
| DAILY JOURNAL CORP | EQUITY | 597 | 290930 |
| DAKOTA GOLD CORP | EQUITY | 42700 | 242536 |
| DAKTRONICS INC | EQUITY | 20200 | 399354 |
| DANA INC | EQUITY | 62155 | 1476803 |
| DARLING INGREDIENTS INC | EQUITY | 81176 | 2922336 |
| DAUCH CORPORATION | EQUITY | 56750 | 363768 |
| DAVE + BUSTER S ENTERTAINMEN | EQUITY | 14358 | 232743 |
| DAVE INC | EQUITY | 5400 | 1195614 |
| DAY ONE BIOPHARMACEUTICALS I | EQUITY | 42100 | 392372 |
| DEFINITIVE HEALTHCARE CORP | EQUITY | 28300 | 81221 |
| DELCATH SYSTEMS INC | EQUITY | 15200 | 153520 |
| DELEK US HOLDINGS INC | EQUITY | 31393 | 931116 |
| DELUXE CORP | EQUITY | 23890 | 533464 |
| DENALI THERAPEUTICS INC | EQUITY | 69322 | 1144506 |
| DENNY S CORP | EQUITY | 28300 | 176026 |
| DENTSPLY SIRONA INC | EQUITY | 103800 | 1186434 |
| DESIGN THERAPEUTICS INC | EQUITY | 15000 | 140700 |
| DESIGNER BRANDS INC CLASS A | EQUITY | 16241 | 120671 |
| DHT HOLDINGS INC | EQUITY | 67800 | 827838 |
| DIAMEDICA THERAPEUTICS INC | EQUITY | 18900 | 150444 |
| DIAMOND HILL INVESTMENT GRP | EQUITY | 1300 | 220350 |
| DIAMONDROCK HOSPITALITY CO | EQUITY | 108857 | 975359 |
| DIANTHUS THERAPEUTICS INC | EQUITY | 12800 | 527488 |
| DICK S SPORTING GOODS INC | EQUITY | 33119 | 6556568 |
| DIEBOLD NIXDORF INC | EQUITY | 13000 | 882570 |
| DIGI INTERNATIONAL INC | EQUITY | 18879 | 817272 |
| DIGIMARC CORP | EQUITY | 8300 | 54448 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DIGITAL TURBINE INC | EQUITY | 52516 | 262580 |
| DIGITALBRIDGE GROUP INC | EQUITY | 94158 | 1444384 |
| DIGITALOCEAN HOLDINGS INC | EQUITY | 34500 | 1660140 |
| DILLARDS INC CL A | EQUITY | 1542 | 934976 |
| DIME COMMUNITY BANCSHARES IN | EQUITY | 20537 | 617958 |
| DINE BRANDS GLOBAL INC | EQUITY | 8252 | 265219 |
| DIODES INC | EQUITY | 23586 | 1163733 |
| DISC MEDICINE INC | EQUITY | 12800 | 1016448 |
| DISTRIBUTION SOLUTIONS GROUP | EQUITY | 5966 | 163409 |
| DIVERSIFIED ENERGY CO | EQUITY | 29400 | 425712 |
| DIVERSIFIED HEALTHCARE TRUST | EQUITY | 119525 | 579696 |
| DMC GLOBAL INC | EQUITY | 11809 | 79002 |
| DNOW INC | EQUITY | 95403 | 1264090 |
| DOCGO INC | EQUITY | 46200 | 40554 |
| DOCUSIGN INC | EQUITY | 105404 | 7209634 |
| DOLBY LABORATORIES INC CL A | EQUITY | 31199 | 2003600 |
| DOLE PLC | EQUITY | 37600 | 563624 |
| DOMO INC CLASS B | EQUITY | 18000 | 151740 |
| DONALDSON CO INC | EQUITY | 60519 | 5365615 |
| DONEGAL GROUP INC CL A | EQUITY | 8366 | 167153 |
| DONNELLEY FINANCIAL SOLUTION | EQUITY | 14173 | 661737 |
| DORIAN LPG LTD | EQUITY | 19536 | 475506 |
| DORMAN PRODUCTS INC | EQUITY | 14115 | 1738827 |
| DOUBLEVERIFY HOLDINGS INC | EQUITY | 70000 | 800800 |
| DOUGLAS DYNAMICS INC | EQUITY | 13086 | 427258 |
| DOUGLAS ELLIMAN INC | EQUITY | 20700 | 49059 |
| DOUGLAS EMMETT INC | EQUITY | 84355 | 927061 |
| DOXIMITY INC CLASS A | EQUITY | 69000 | 3055320 |
| DRAFTKINGS INC CL A | EQUITY | 251517 | 8667276 |
| DREAM FINDERS HOMES INC A | EQUITY | 15800 | 270180 |
| DRIVEN BRANDS HOLDINGS INC | EQUITY | 31831 | 471735 |
| DROPBOX INC CLASS A | EQUITY | 95269 | 2648478 |
| DT MIDSTREAM INC | EQUITY | 53100 | 6355008 |
| DUCOMMUN INC | EQUITY | 7300 | 694449 |
| DUOLINGO | EQUITY | 19980 | 3506490 |
| DUTCH BROS INC CLASS A | EQUITY | 61400 | 3758908 |
| DXC TECHNOLOGY CO | EQUITY | 93200 | 1365380 |
| DXP ENTERPRISES INC | EQUITY | 6805 | 747121 |
| DYCOM INDUSTRIES INC | EQUITY | 14521 | 4906646 |
| DYNATRACE INC | EQUITY | 154208 | 6683375 |
| DYNAVAX TECHNOLOGIES CORP | EQUITY | 53226 | 818616 |
| DYNE THERAPEUTICS INC | EQUITY | 64300 | 1257708 |
| DYNEX CAPITAL INC | EQUITY | 75766 | 1061482 |
| EAGLE BANCORP INC | EQUITY | 15440 | 330725 |
| EAGLE FINANCIAL SERVICES INC | EQUITY | 2700 | 107447 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| EAGLE MATERIALS INC | EQUITY |  | 16599 | 3430681 |
| EAST WEST BANCORP INC | EQUITY |  | 70590 | 7933610 |
| EASTERLY GOVERNMENT PROPERTI | EQUITY |  | 21636 | 458467 |
| EASTERN BANKSHARES INC | EQUITY |  | 114602 | 2112115 |
| EASTERN CO/THE | EQUITY |  | 1300 | 25597 |
| EASTGROUP PROPERTIES INC | EQUITY |  | 27600 | 4916664 |
| EASTMAN CHEMICAL CO | EQUITY |  | 59600 | 3804268 |
| EASTMAN KODAK CO | EQUITY |  | 27200 | 230112 |
| ECHOSTAR CORP A | EQUITY |  | 70058 | 7615305 |
| ECOVYST INC | EQUITY |  | 59500 | 578935 |
| EDGEWELL PERSONAL CARE CO | EQUITY |  | 22284 | 379942 |
| EDGEWISE THERAPEUTICS INC | EQUITY |  | 35500 | 880933 |
| EDITAS MEDICINE INC | EQUITY |  | 45370 | 93009 |
| EGAIN CORP | EQUITY |  | 11000 | 113190 |
| EHEALTH INC | EQUITY |  | 13100 | 60260 |
| EL POLLO LOCO HOLDINGS INC | EQUITY |  | 13000 | 135980 |
| ELANCO ANIMAL HEALTH INC | EQUITY |  | 255369 | 5779000 |
| ELASTIC NV | EQUITY |  | 48494 | 3658387 |
| ELECTROMED INC | EQUITY |  | 2000 | 58240 |
| ELEDON PHARMACEUTICALS INC | EQUITY |  | 20200 | 30502 |
| ELEMENT SOLUTIONS INC | EQUITY |  | 116108 | 2901539 |
| ELF BEAUTY INC | EQUITY |  | 28445 | 2162958 |
| ELLINGTON FINANCIAL INC | EQUITY |  | 49628 | 673948 |
| ELME COMMUNITIES | EQUITY |  | 47152 | 820445 |
| EMBECTA CORP | EQUITY |  | 31300 | 371844 |
| EMERALD HOLDING INC | EQUITY |  | 8300 | 37101 |
| EMERGENT BIOSOLUTIONS INC | EQUITY |  | 26300 | 325068 |
| E-MINI RUSS 2000 MAR 26 | FUTURE | 3/20/2026 | 2900 | (335384) |
| EMPIRE PETROLEUM CORP | EQUITY |  | 4800 | 14592 |
| EMPIRE STATE REALTY TRUST A | EQUITY |  | 70100 | 457052 |
| EMPLOYERS HOLDINGS INC | EQUITY |  | 13639 | 588796 |
| ENACT HOLDINGS INC | EQUITY |  | 15400 | 610456 |
| ENANTA PHARMACEUTICALS INC | EQUITY |  | 12000 | 189240 |
| ENCOMPASS HEALTH CORP | EQUITY |  | 52200 | 5540508 |
| ENCORE CAPITAL GROUP INC | EQUITY |  | 11862 | 644700 |
| ENCORE ENERGY CORP | EQUITY |  | 91200 | 226176 |
| ENERGIZER HOLDINGS INC | EQUITY |  | 34281 | 681849 |
| ENERGY FUELS INC | EQUITY |  | 118600 | 1724444 |
| ENERGY RECOVERY INC | EQUITY |  | 27200 | 366928 |
| ENERGY SERVICES OF AMERICA | EQUITY |  | 2700 | 22059 |
| ENERPAC TOOL GROUP CORP | EQUITY |  | 28000 | 1070720 |
| ENERSYS | EQUITY |  | 19515 | 2863826 |
| ENHABIT INC | EQUITY |  | 28050 | 258621 |
| ENLIVEN THERAPEUTICS INC | EQUITY |  | 21200 | 326480 |
| ENNIS INC | EQUITY |  | 13265 | 238903 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ENOVA INTERNATIONAL INC | EQUITY | 12267 | 1928372 |
| ENOVIS CORP | EQUITY | 29610 | 788810 |
| ENOVIX CORP | EQUITY | 87400 | 638894 |
| ENPHASE ENERGY INC | EQUITY | 65800 | 2108890 |
| ENPRO INC | EQUITY | 10900 | 2334017 |
| ENSIGN GROUP INC/THE | EQUITY | 28764 | 5010689 |
| ENTEGRIS INC | EQUITY | 77056 | 6491968 |
| ENTERPRISE FINANCIAL SERVICE | EQUITY | 19680 | 1062720 |
| ENTRADA THERAPEUTICS INC | EQUITY | 12100 | 124388 |
| ENTRAVISION COMMUNICATIONS A | EQUITY | 33600 | 98448 |
| ENVIRI CORP | EQUITY | 40135 | 719219 |
| ENVISTA HOLDINGS CORP | EQUITY | 86500 | 1877915 |
| EOS ENERGY ENTERPRISES INC | EQUITY | 160300 | 1837038 |
| EPLUS INC | EQUITY | 13578 | 1190791 |
| EPR PROPERTIES | EQUITY | 38992 | 1945701 |
| EPSILON ENERGY LTD | EQUITY | 4800 | 22272 |
| EQUITABLE HOLDINGS INC | EQUITY | 157296 | 7495154 |
| EQUITY BANCSHARES INC CL A | EQUITY | 8400 | 375060 |
| EQUITY LIFESTYLE PROPERTIES | EQUITY | 100400 | 6085244 |
| ERASCA INC | EQUITY | 80400 | 299088 |
| ERMENEGILDO ZEGNA NV | EQUITY | 31300 | 320825 |
| ESAB CORP | EQUITY | 29510 | 3296857 |
| ESCALADE INC | EQUITY | 7100 | 95779 |
| ESCO TECHNOLOGIES INC | EQUITY | 13400 | 2618226 |
| ESPERION THERAPEUTICS INC | EQUITY | 124700 | 461390 |
| ESQUIRE FINANCIAL HOLDINGS I | EQUITY | 3700 | 377659 |
| ESSENT GROUP LTD | EQUITY | 49600 | 3224496 |
| ESSENTIAL PROPERTIES REALTY | EQUITY | 102800 | 3049048 |
| ESSENTIAL UTILITIES INC | EQUITY | 146812 | 5631708 |
| ETHAN ALLEN INTERIORS INC | EQUITY | 12177 | 278123 |
| ETON PHARMACEUTICALS INC | EQUITY | 12300 | 207993 |
| ETSY INC | EQUITY | 51800 | 2871792 |
| EURONET WORLDWIDE INC | EQUITY | 20065 | 1527147 |
| EUROPEAN WAX CENTER INC A | EQUITY | 19200 | 69120 |
| EVE HOLDING INC | EQUITY | 51700 | 206283 |
| EVENTBRITE INC CLASS A | EQUITY | 44000 | 195800 |
| EVERCOMMERCE INC | EQUITY | 9200 | 111412 |
| EVERCORE INC A | EQUITY | 19247 | 6548792 |
| EVERPURE INC A | EQUITY | 162200 | 10869022 |
| EVERQUOTE INC CLASS A | EQUITY | 13900 | 375300 |
| EVERTEC INC | EQUITY | 33700 | 980333 |
| EVERUS CONSTRUCTION GROUP | EQUITY | 26442 | 2262378 |
| EVGO INC | EQUITY | 64800 | 188568 |
| EVI INDUSTRIES INC | EQUITY | 2700 | 66528 |
| EVOLENT HEALTH INC A | EQUITY | 63170 | 252680 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | EVOLUS INC | EQUITY | 28900 | 192185 |
| | EVOLUTION PETROLEUM CORP | EQUITY | 17600 | 62304 |
| | EVOLV TECHNOLOGIES HOLDINGS | EQUITY | 81800 | 585688 |
| | EW SCRIPPS CO/THE A | EQUITY | 33148 | 132261 |
| | EXACT SCIENCES CORP | EQUITY | 97432 | 9895194 |
| | EXCELERATE ENERGY INC A | EQUITY | 12100 | 339405 |
| | EXELIXIS INC | EQUITY | 136905 | 6000546 |
| | EXLSERVICE HOLDINGS INC | EQUITY | 81330 | 3451645 |
| | EXP WORLD HOLDINGS INC | EQUITY | 44670 | 404264 |
| | EXPENSIFY INC A | EQUITY | 12600 | 19026 |
| | EXPONENT INC | EQUITY | 26300 | 1826798 |
| | EXPRO GROUP HOLDINGS NV | EQUITY | 51650 | 689528 |
| | EXTREME NETWORKS INC | EQUITY | 67400 | 1122210 |
| | EYEPOINT INC | EQUITY | 39500 | 721665 |
| | F+G ANNUITIES + LIFE INC | EQUITY | 19043 | 587477 |
| | FABRINET | EQUITY | 18713 | 8519655 |
| | FALCON S BEYOND GLOBAL INC A | EQUITY | 7700 | 115577 |
| | FARADAY FUTURE INTELLIGENT E | EQUITY | 48400 | 49368 |
| | FARMERS + MERCHANTS BANCO/OH | EQUITY | 6900 | 170568 |
| | FARMERS NATL BANC CORP | EQUITY | 17200 | 229104 |
| | FARMLAND PARTNERS INC | EQUITY | 21200 | 205428 |
| | FASTLY INC CLASS A | EQUITY | 71300 | 725834 |
| | FATE THERAPEUTICS INC | EQUITY | 50500 | 49621 |
| | FB BANCORP INC | EQUITY | 2100 | 26985 |
| | FB FINANCIAL CORP | EQUITY | 22133 | 1235021 |
| | FEDERAL AGRIC MTG CORP CL C | EQUITY | 4855 | 852392 |
| | FEDERAL SIGNAL CORP | EQUITY | 30750 | 3339143 |
| | FENNEC PHARMACEUTICALS INC | EQUITY | 10200 | 78540 |
| | FERGUSON ENTERPRISES INC | EQUITY | 99300 | 22107159 |
| | FERMI INC | EQUITY | 18900 | 151200 |
| | FERROGLOBE PLC | EQUITY | 60500 | 280720 |
| | FERROGLOBE REP + WRNTY INS TRU | EQUITY | 60200 | 0 |
| | FIDELIS INSURANCE HOLDINGS L | EQUITY | 28400 | 555788 |
| \* | FIDELITY D+D BANCORP INC | EQUITY | 2600 | 113178 |
| \* | FIDELITY NATIONAL FINANCIAL | EQUITY | 133930 | 7311239 |
|  | FIGS INC CLASS A | EQUITY | 45200 | 513472 |
|  | FIGURE TECHNOLOGY SOLUT CL A | EQUITY | 18200 | 743288 |
|  | FINANCE OF AMERICA COS INC A | EQUITY | 2500 | 60525 |
|  | FINANCIAL INSTITUTIONS INC | EQUITY | 8437 | 262981 |
|  | FINWISE BANCORP | EQUITY | 5300 | 95082 |
|  | FIREFLY AEROSPACE INC | EQUITY | 11500 | 257255 |
|  | FIRST ADVANTAGE CORP | EQUITY | 39907 | 579849 |
|  | FIRST AMERICAN FINANCIAL | EQUITY | 50285 | 3089510 |
|  | FIRST BANCORP INC/ME | EQUITY | 5100 | 134844 |
|  | FIRST BANCORP PUERTO RICO | EQUITY | 84300 | 1747539 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FIRST BANCORP/NC | EQUITY | 21950 | 1114841 |
| FIRST BANK/HAMILTON NJ | EQUITY | 12000 | 197520 |
| FIRST BUSEY CORP | EQUITY | 45272 | 1077021 |
| FIRST BUSINESS FINANCIAL SER | EQUITY | 4900 | 266070 |
| FIRST CAPITAL INC | EQUITY | 1800 | 106560 |
| FIRST CITIZENS BCSHS CL A | EQUITY | 4723 | 10136408 |
| FIRST COMMONWEALTH FINL CORP | EQUITY | 51987 | 876501 |
| FIRST COMMUNITY BANKSHARES | EQUITY | 9890 | 333590 |
| FIRST COMMUNITY CORP | EQUITY | 900 | 26685 |
| FIRST FINANCIAL BANCORP | EQUITY | 48725 | 1219100 |
| FIRST FINANCIAL CORP | EQUITY | 6600 | 398772 |
| FIRST FINL BANKSHARES INC | EQUITY | 70596 | 2108703 |
| FIRST FOUNDATION INC | EQUITY | 30600 | 188496 |
| FIRST HAWAIIAN INC | EQUITY | 65754 | 1663576 |
| FIRST HORIZON CORP | EQUITY | 262044 | 6262852 |
| FIRST INDUSTRIAL REALTY TR | EQUITY | 66754 | 3823002 |
| FIRST INTERNET BANCORP | EQUITY | 2300 | 48001 |
| FIRST INTERSTATE BANCSYS A | EQUITY | 45806 | 1584888 |
| FIRST MERCHANTS CORP | EQUITY | 31666 | 1186842 |
| FIRST MID BANCSHARES INC | EQUITY | 11600 | 452400 |
| FIRST NATIONAL CORP/VA | EQUITY | 4800 | 121152 |
| FIRST SAVINGS FINANCIAL GRP | EQUITY | 3100 | 98766 |
| FIRST UNITED CORP | EQUITY | 3600 | 134784 |
| FIRST WATCH RESTAURANT GROUP | EQUITY | 29500 | 444860 |
| FIRST WESTERN FINANCIAL INC | EQUITY | 5100 | 136731 |
| FIRSTCASH HOLDINGS INC | EQUITY | 20367 | 3246092 |
| FIRSTSUN CAPITAL BANCORP | EQUITY | 6400 | 240864 |
| FIVE BELOW | EQUITY | 28184 | 5308738 |
| FIVE STAR BANCORP | EQUITY | 7100 | 254038 |
| FIVE9 INC | EQUITY | 38700 | 775935 |
| FLAGSTAR BANK NA | EQUITY | 156228 | 1966911 |
| FLEX LNG LTD | EQUITY | 16300 | 406685 |
| FLEX LTD | EQUITY | 190200 | 11491884 |
| FLEXSTEEL INDS | EQUITY | 2000 | 78980 |
| FLOOR + DECOR HOLDINGS INC A | EQUITY | 55080 | 3353821 |
| FLOTEK INDUSTRIES INC | EQUITY | 7000 | 120610 |
| FLOWCO HOLDINGS INC CL A | EQUITY | 10000 | 187400 |
| FLOWERS FOODS INC | EQUITY | 94969 | 1033263 |
| FLOWSERVE CORP | EQUITY | 65400 | 4537452 |
| FLUENCE ENERGY INC | EQUITY | 33700 | 666586 |
| FLUOR CORP | EQUITY | 83786 | 3320439 |
| FLUSHING FINANCIAL CORP | EQUITY | 15798 | 239656 |
| FLUTTER ENTERTAINMENT PLC DI | EQUITY | 82120 | 17659085 |
| FLYWIRE CORP VOTING | EQUITY | 61400 | 869424 |
| FMC CORP | EQUITY | 62900 | 872423 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FNB CORP | EQUITY | 180766 | 3091099 |
| FOGHORN THERAPEUTICS INC | EQUITY | 12300 | 66420 |
| FORESTAR GROUP INC | EQUITY | 9559 | 235438 |
| FORGE GLOBAL HOLDINGS INC | EQUITY | 5500 | 245080 |
| FORMFACTOR INC | EQUITY | 39852 | 2222945 |
| FORRESTER RESEARCH INC | EQUITY | 7600 | 61712 |
| FORTREA HOLDINGS INC | EQUITY | 47300 | 815925 |
| FORTUNE BRANDS INNOVATIONS I | EQUITY | 62100 | 3106242 |
| FORUM ENERGY TECHNOLOGIES IN | EQUITY | 5300 | 195835 |
| FORWARD AIR CORP | EQUITY | 11240 | 281000 |
| FOSTER (LB) CO A | EQUITY | 4700 | 126665 |
| FOUR CORNERS PROPERTY TRUST | EQUITY | 52535 | 1211457 |
| FOX FACTORY HOLDING CORP | EQUITY | 21800 | 372998 |
| FRANKLIN BSP REALTY TRUST IN | EQUITY | 50136 | 502864 |
| FRANKLIN COVEY CO | EQUITY | 7240 | 121487 |
| FRANKLIN ELECTRIC CO INC | EQUITY | 20510 | 1959320 |
| FRANKLIN FINANCIAL SERVICES | EQUITY | 2200 | 110440 |
| FRANKLIN STREET PROPERTIES C | EQUITY | 41900 | 39629 |
| FREEDOM HOLDING CORP/NV | EQUITY | 9400 | 1143792 |
| FREQUENCY ELECTRONICS INC | EQUITY | 3400 | 183056 |
| FRESH DEL MONTE PRODUCE INC | EQUITY | 17051 | 607527 |
| FRESHPET INC | EQUITY | 24400 | 1486692 |
| FRESHWORKS INC CL A | EQUITY | 103200 | 1264200 |
| FRIEDMAN INDUSTRIES | EQUITY | 1100 | 22539 |
| FRONTDOOR INC | EQUITY | 38100 | 2197989 |
| FRONTIER COMMUNICATIONS PARE | EQUITY | 126000 | 4796820 |
| FRONTIER GROUP HOLDINGS INC | EQUITY | 41800 | 196878 |
| FRONTVIEW REIT INC | EQUITY | 14300 | 211068 |
| FRP HOLDINGS INC | EQUITY | 8200 | 186878 |
| FS BANCORP INC | EQUITY | 3500 | 144095 |
| FTAI AVIATION LTD | EQUITY | 53300 | 10492105 |
| FTAI INFRASTRUCTURE INC | EQUITY | 55300 | 254933 |
| FTI CONSULTING INC | EQUITY | 15951 | 2724909 |
| FUBOTV INC CLASS A | EQUITY | 174300 | 439236 |
| FULCRUM THERAPEUTICS INC | EQUITY | 22300 | 252213 |
| FULGENT GENETICS INC | EQUITY | 11600 | 304732 |
| FULTON FINANCIAL CORP | EQUITY | 95145 | 1839153 |
| FUNKO INC CLASS A | EQUITY | 20329 | 69119 |
| FUTUREFUEL CORP | EQUITY | 15000 | 47850 |
| FVCBANKCORP INC | EQUITY | 9075 | 126233 |
| G III APPAREL GROUP LTD | EQUITY | 19815 | 573842 |
| GAMBLING.COM GROUP LTD | EQUITY | 7900 | 43134 |
| GAMESTOP CORP CLASS A | EQUITY | 211908 | 4255113 |
| GAMING AND LEISURE PROPERTIE | EQUITY | 141617 | 6328864 |
| GAP INC/THE | EQUITY | 118600 | 3036160 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GARRETT MOTION INC | EQUITY | 81700 | 1424031 |
| GATES INDUSTRIAL CORP PLC | EQUITY | 131211 | 2817100 |
| GATX CORP | EQUITY | 18403 | 3121149 |
| GBANK FINANCIAL HOLDINGS INC | EQUITY | 5000 | 169450 |
| GCI LIBERTY INC CL A | EQUITY | 1824 | 67251 |
| GCI LIBERTY INC CL C | EQUITY | 16564 | 616346 |
| GCM GROSVENOR INC CLASS A | EQUITY | 24400 | 276208 |
| GENCO SHIPPING + TRADING LTD | EQUITY | 18966 | 349543 |
| GENCOR INDUSTRIES INC | EQUITY | 6500 | 84240 |
| GENEDX HOLDINGS CORP | EQUITY | 9700 | 1261582 |
| GENESCO INC | EQUITY | 5791 | 143443 |
| GENIE ENERGY LTD B | EQUITY | 10800 | 148824 |
| GENIUS SPORTS LTD | EQUITY | 114300 | 1259586 |
| GENPACT LTD | EQUITY | 83072 | 3886108 |
| GENTEX CORP | EQUITY | 116264 | 2705463 |
| GENTHERM INC | EQUITY | 16396 | 596323 |
| GENWORTH FINANCIAL INC | EQUITY | 212628 | 1920031 |
| GEO GROUP INC/THE | EQUITY | 69252 | 1116342 |
| GERMAN AMERICAN BANCORP | EQUITY | 18030 | 706415 |
| GERON CORP | EQUITY | 310336 | 409644 |
| GETTY IMAGES HOLDINGS INC | EQUITY | 54900 | 73566 |
| GETTY REALTY CORP | EQUITY | 27151 | 743123 |
| GEVO INC | EQUITY | 119600 | 239200 |
| GIBRALTAR INDUSTRIES INC | EQUITY | 15700 | 776208 |
| GIGACLOUD TECHNOLOGY INC A | EQUITY | 13100 | 514568 |
| GINKGO BIOWORKS HOLDINGS INC | EQUITY | 19400 | 161214 |
| GITLAB INC CL A | EQUITY | 73600 | 2762208 |
| GLACIER BANCORP INC | EQUITY | 66177 | 2915097 |
| GLADSTONE COMMERCIAL CORP | EQUITY | 23200 | 247544 |
| GLADSTONE LAND CORP | EQUITY | 12700 | 116205 |
| GLAUKOS CORP | EQUITY | 28630 | 3232613 |
| GLOBAL BUSINESS TRAVEL GROUP | EQUITY | 69000 | 527850 |
| GLOBAL INDUSTRIAL CO | EQUITY | 7600 | 222072 |
| GLOBAL NET LEASE INC | EQUITY | 107159 | 921567 |
| GLOBAL WATER RESOURCES INC | EQUITY | 6333 | 53514 |
| GLOBALFOUNDRIES INC | EQUITY | 53300 | 1861236 |
| GLOBALSTAR INC | EQUITY | 25606 | 1562990 |
| GLOBANT SA | EQUITY | 22474 | 1469125 |
| GLOBUS MEDICAL INC A | EQUITY | 58275 | 5087990 |
| GOGO INC | EQUITY | 39900 | 185934 |
| GOHEALTH INC CLASS A | EQUITY | 2500 | 5375 |
| GOLAR LNG LTD | EQUITY | 51234 | 1906417 |
| GOLD.COM INC | EQUITY | 10000 | 340500 |
| GOLDEN ENTERTAINMENT INC | EQUITY | 11200 | 304528 |
| GOODYEAR TIRE + RUBBER CO | EQUITY | 135123 | 1183677 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GOOSEHEAD INSURANCE INC A | EQUITY |  |  | 12100 | 891165 |
| GORMAN RUPP CO | EQUITY |  |  | 11008 | 525632 |
| GOSSAMER BIO INC | EQUITY |  |  | 96300 | 298530 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8% | 15689363 | 15689363 |
| GPGI INC | EQUITY |  |  | 30200 | 582256 |
| GRACO INC | EQUITY |  |  | 86534 | 7093192 |
| GRAHAM CORP | EQUITY |  |  | 5000 | 321150 |
| GRAHAM HOLDINGS CO CLASS B | EQUITY |  |  | 1609 | 1767647 |
| GRAIL INC | EQUITY |  |  | 18283 | 1564842 |
| GRAND CANYON EDUCATION INC | EQUITY |  |  | 14302 | 2378566 |
| GRANITE CONSTRUCTION INC | EQUITY |  |  | 22157 | 2555810 |
| GRANITE RIDGE RESOURCES INC | EQUITY |  |  | 23100 | 108570 |
| GRAPHIC PACKAGING HOLDING CO | EQUITY |  |  | 150575 | 2267660 |
| GRAY MEDIA INC | EQUITY |  |  | 46500 | 225060 |
| GREAT LAKES DREDGE + DOCK CO | EQUITY |  |  | 35000 | 459200 |
| GREAT SOUTHERN BANCORP INC | EQUITY |  |  | 5229 | 321897 |
| GREEN BRICK PARTNERS INC | EQUITY |  |  | 16900 | 1058954 |
| GREEN DOT CORP CLASS A | EQUITY |  |  | 29216 | 374257 |
| GREEN PLAINS INC | EQUITY |  |  | 34536 | 338453 |
| GREENBRIER COMPANIES INC | EQUITY |  |  | 15697 | 733678 |
| GREENE COUNTY BANCORP INC | EQUITY |  |  | 4800 | 106704 |
| GREENLIGHT CAPITAL RE LTD A | EQUITY |  |  | 15300 | 223074 |
| GREENWICH LIFESCIENCES INC | EQUITY |  |  | 3100 | 65131 |
| GREIF INC CL A | EQUITY |  |  | 13303 | 900613 |
| GREIF INC CL B | EQUITY |  |  | 2300 | 171787 |
| GRID DYNAMICS HOLDINGS INC | EQUITY |  |  | 33500 | 302505 |
| GRIFFON CORP | EQUITY |  |  | 19961 | 1470128 |
| GRINDR INC | EQUITY |  |  | 18000 | 243720 |
| GROCERY OUTLET HOLDING CORP | EQUITY |  |  | 50300 | 508030 |
| GROUP 1 AUTOMOTIVE INC | EQUITY |  |  | 6420 | 2524986 |
| GROUPON INC | EQUITY |  |  | 12300 | 216603 |
| GUARDANT HEALTH INC | EQUITY |  |  | 62955 | 6430224 |
| GUARDIAN PHRMCY SERVICES A | EQUITY |  |  | 10200 | 306918 |
| GUIDEWIRE SOFTWARE INC | EQUITY |  |  | 44400 | 8924844 |
| GULFPORT ENERGY CORP | EQUITY |  |  | 8200 | 1705518 |
| GXO LOGISTICS INC | EQUITY |  |  | 57949 | 3050435 |
| GYRE THERAPEUTICS INC | EQUITY |  |  | 2800 | 19768 |
| H.B. FULLER CO. | EQUITY |  |  | 28363 | 1686464 |
| H+R BLOCK INC | EQUITY |  |  | 67200 | 2928576 |
| H2O AMERICA | EQUITY |  |  | 16281 | 797606 |
| HA SUSTAINABLE INFRASTRUCTUR | EQUITY |  |  | 61500 | 1932945 |
| HACKETT GROUP INC/THE | EQUITY |  |  | 13874 | 272347 |
| HAEMONETICS CORP/MASS | EQUITY |  |  | 24712 | 1980667 |
| HAIN CELESTIAL GROUP INC | EQUITY |  |  | 54497 | 58312 |
| HALLADOR ENERGY CO | EQUITY |  |  | 15900 | 302736 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HALOZYME THERAPEUTICS INC | EQUITY | 60231 | 4053546 |
| HAMILTON BEACH BRAND A | EQUITY | 3700 | 60865 |
| HAMILTON INSURANCE GROU CL B | EQUITY | 23800 | 664020 |
| HAMILTON LANE INC CLASS A | EQUITY | 21350 | 2867519 |
| HANCOCK WHITNEY CORP | EQUITY | 44149 | 2811408 |
| HANMI FINANCIAL CORPORATION | EQUITY | 15349 | 414883 |
| HANOVER INSURANCE GROUP INC/ | EQUITY | 18581 | 3396049 |
| HARLEY DAVIDSON INC | EQUITY | 56400 | 1155636 |
| HARMONIC INC | EQUITY | 60214 | 595516 |
| HARMONY BIOSCIENCES HOLDINGS | EQUITY | 22200 | 830724 |
| HARROW INC | EQUITY | 16700 | 818300 |
| HAVERTY FURNITURE | EQUITY | 6018 | 140580 |
| HAWAIIAN ELECTRIC INDS | EQUITY | 91237 | 1122215 |
| HAWKINS INC | EQUITY | 10100 | 1434806 |
| HAWTHORN BANCSHARES INC | EQUITY | 2900 | 101152 |
| HAYWARD HOLDINGS INC | EQUITY | 101500 | 1568175 |
| HBT FINANCIAL INC/DE | EQUITY | 7959 | 205740 |
| HCI GROUP INC | EQUITY | 5600 | 1073464 |
| HEALTH CATALYST INC | EQUITY | 31146 | 74439 |
| HEALTHCARE REALTY TRUST INC | EQUITY | 171650 | 2909468 |
| HEALTHCARE SERVICES GROUP | EQUITY | 37607 | 719046 |
| HEALTHEQUITY INC | EQUITY | 44455 | 4072523 |
| HEALTHSTREAM INC | EQUITY | 12200 | 281454 |
| HEARTFLOW INC | EQUITY | 10500 | 306075 |
| HEARTLAND EXPRESS INC | EQUITY | 28810 | 260154 |
| HECLA MINING CO | EQUITY | 329068 | 6314815 |
| HEICO CORP | EQUITY | 21394 | 6922884 |
| HEICO CORP CLASS A | EQUITY | 39465 | 9962150 |
| HELEN OF TROY LTD | EQUITY | 11077 | 235386 |
| HELIOS TECHNOLOGIES INC | EQUITY | 17500 | 936075 |
| HELIX ENERGY SOLUTIONS GROUP | EQUITY | 70291 | 440725 |
| HELMERICH + PAYNE | EQUITY | 49800 | 1428264 |
| HERBALIFE LTD | EQUITY | 52217 | 673077 |
| HERC HOLDINGS INC | EQUITY | 16825 | 2496494 |
| HERITAGE COMMERCE CORP | EQUITY | 36000 | 432360 |
| HERITAGE FINANCIAL CORP | EQUITY | 19657 | 464888 |
| HERITAGE INSURANCE HOLDINGS | EQUITY | 12100 | 354046 |
| HERON THERAPEUTICS INC | EQUITY | 60869 | 79130 |
| HERTZ GLOBAL HLDGS INC | EQUITY | 61700 | 317138 |
| HEXCEL CORP | EQUITY | 41094 | 3036847 |
| HF FOODS GROUP INC | EQUITY | 21100 | 45365 |
| HF SINCLAIR CORP | EQUITY | 82500 | 3801600 |
| HIGHPEAK ENERGY INC | EQUITY | 7800 | 36972 |
| HIGHWOODS PROPERTIES INC | EQUITY | 54800 | 1414936 |
| HILLENBRAND INC | EQUITY | 36264 | 1150294 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HILLMAN SOLUTIONS CORP | EQUITY | 102000 | 883320 |
| HILLTOP HOLDINGS INC | EQUITY | 22800 | 773832 |
| HILTON GRAND VACATIONS INC | EQUITY | 31893 | 1427212 |
| HIMALAYA SHIPPING LTD | EQUITY | 17900 | 162890 |
| HIMS + HERS HEALTH INC | EQUITY | 106400 | 3454808 |
| HINGHAM INSTITUTION FOR SVGS | EQUITY | 900 | 255564 |
| HIPPO HOLDINGS INC | EQUITY | 9600 | 288768 |
| HIREQUEST INC | EQUITY | 3600 | 37836 |
| HNI CORP | EQUITY | 33882 | 1424399 |
| HOLLEY INC | EQUITY | 25500 | 105315 |
| HOME BANCORP INC | EQUITY | 4508 | 260562 |
| HOME BANCSHARES INC | EQUITY | 97550 | 2709939 |
| HOMETRUST BANCSHARES INC | EQUITY | 8716 | 374265 |
| HONEST CO INC/THE | EQUITY | 42200 | 108876 |
| HOPE BANCORP INC | EQUITY | 62920 | 689603 |
| HORACE MANN EDUCATORS | EQUITY | 21400 | 988252 |
| HORIZON BANCORP INC/IN | EQUITY | 24100 | 408736 |
| HOULIHAN LOKEY INC | EQUITY | 28313 | 4931841 |
| HOVNANIAN ENTERPRISES A | EQUITY | 2700 | 263358 |
| HOWARD HUGHES HOLDINGS INC | EQUITY | 16304 | 1300570 |
| HUB GROUP INC CL A | EQUITY | 30966 | 1319461 |
| HUBSPOT INC | EQUITY | 26660 | 10698658 |
| HUDSON PACIFIC PROPERTIES IN | EQUITY | 26514 | 287147 |
| HUDSON TECHNOLOGIES INC | EQUITY | 23000 | 157550 |
| HUMACYTE INC | EQUITY | 60700 | 58302 |
| HUNTSMAN CORP | EQUITY | 86069 | 860690 |
| HURON CONSULTING GROUP INC | EQUITY | 8794 | 1520571 |
| HUT 8 CORP | EQUITY | 49800 | 2287812 |
| HYATT HOTELS CORP CL A | EQUITY | 21300 | 3414816 |
| HYLIION HOLDINGS CORP | EQUITY | 73200 | 134688 |
| HYSTER YALE INC | EQUITY | 5540 | 164593 |
| I3 VERTICALS INC CLASS A | EQUITY | 11600 | 292204 |
| IAC INC | EQUITY | 34327 | 1342186 |
| IBEX LTD | EQUITY | 5300 | 202354 |
| IBOTTA INC CL A | EQUITY | 7500 | 170475 |
| ICF INTERNATIONAL INC | EQUITY | 9600 | 818880 |
| ICHOR HOLDINGS LTD | EQUITY | 17700 | 326211 |
| ICU MEDICAL INC | EQUITY | 12468 | 1778810 |
| IDACORP INC | EQUITY | 28281 | 3579243 |
| IDAHO STRATEGIC RESOURCES IN | EQUITY | 6700 | 270010 |
| IDEAYA BIOSCIENCES INC | EQUITY | 43033 | 1487651 |
| IDT CORP CLASS B | EQUITY | 8700 | 445527 |
| IES HOLDINGS INC | EQUITY | 4620 | 1797272 |
| IHEARTMEDIA INC CLASS A | EQUITY | 56500 | 235040 |
| ILLUMINA INC | EQUITY | 80000 | 10492800 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| IMAX CORP | EQUITY | 22680 | 838253 |
| IMMERSION CORPORATION | EQUITY | 15900 | 108120 |
| IMMUNITYBIO INC | EQUITY | 159000 | 314820 |
| IMMUNOME INC | EQUITY | 48900 | 1050372 |
| IMMUNOVANT INC | EQUITY | 36600 | 930372 |
| IMPINJ INC | EQUITY | 14100 | 2453541 |
| INDEPENDENCE REALTY TRUST IN | EQUITY | 125000 | 2185000 |
| INDEPENDENT BANK CORP MICH | EQUITY | 9700 | 315541 |
| INDEPENDENT BANK CORP/MA | EQUITY | 25358 | 1853163 |
| INDIE SEMICONDUCTOR INC A | EQUITY | 97700 | 344881 |
| INDIVIOR PLC | EQUITY | 63200 | 2267616 |
| INDUSTRIAL LOGISTICS PROPERT | EQUITY | 30900 | 171186 |
| INFINITY NATURAL RESOUR CL A | EQUITY | 8200 | 120786 |
| INFORMATION SERVICES GROUP | EQUITY | 14800 | 85544 |
| INGEVITY CORP | EQUITY | 19164 | 1134126 |
| INGLES MARKETS INC CLASS A | EQUITY | 6931 | 475120 |
| INGRAM MICRO HOLDING CORP | EQUITY | 10400 | 221936 |
| INGREDION INC | EQUITY | 33200 | 3660632 |
| INHIBIKASE THERAPEUTICS INC | EQUITY | 48400 | 99220 |
| INHIBRX BIOSCIENCES INC | EQUITY | 4900 | 387100 |
| INNODATA INC | EQUITY | 15700 | 799915 |
| INNOSPEC INC | EQUITY | 12565 | 961725 |
| INNOVAGE HOLDING CORP | EQUITY | 10400 | 53976 |
| INNOVATIVE INDUSTRIAL PROPER | EQUITY | 13600 | 644096 |
| INNOVEX INTERNATIONAL INC | EQUITY | 19300 | 422091 |
| INNOVIVA INC | EQUITY | 31500 | 629685 |
| INNVENTURE INC | EQUITY | 18600 | 77748 |
| INOGEN INC | EQUITY | 12698 | 85331 |
| INSEEGO CORP | EQUITY | 5800 | 59566 |
| INSIGHT ENTERPRISES INC | EQUITY | 14786 | 1204615 |
| INSMED INC | EQUITY | 108757 | 18928068 |
| INSPERITY INC | EQUITY | 18243 | 706369 |
| INSPIRE MEDICAL SYSTEMS INC | EQUITY | 14403 | 1328389 |
| INSPIRED ENTERTAINMENT INC | EQUITY | 10700 | 100152 |
| INSTALLED BUILDING PRODUCTS | EQUITY | 12000 | 3112680 |
| INSTEEL INDUSTRIES INC | EQUITY | 10748 | 340389 |
| INTAPP INC | EQUITY | 29100 | 1333362 |
| INTEGER HOLDINGS CORP | EQUITY | 17731 | 1390642 |
| INTEGRA LIFESCIENCES HOLDING | EQUITY | 35100 | 435942 |
| INTELLIA THERAPEUTICS INC | EQUITY | 52658 | 473395 |
| INTERDIGITAL INC | EQUITY | 13299 | 4234136 |
| INTERFACE INC | EQUITY | 30425 | 849466 |
| INTERNATIONAL BANCSHARES CRP | EQUITY | 28531 | 1895600 |
| INTERNATIONAL MONEY EXPRESS | EQUITY | 15330 | 235469 |
| INTERNATIONAL SEAWAYS INC | EQUITY | 21170 | 1027804 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| INTERPARFUMS INC | EQUITY | 9562 | 811144 |
| INTREPID POTASH INC | EQUITY | 5610 | 155565 |
| INTUITIVE MACHINES INC | EQUITY | 55400 | 899142 |
| INVENTRUST PROPERTIES CORP | EQUITY | 39100 | 1103011 |
| INVESCO MORTGAGE CAPITAL | EQUITY | 31710 | 266681 |
| INVESTAR HOLDING CORP | EQUITY | 2200 | 58784 |
| INVESTORS TITLE CO | EQUITY | 600 | 149784 |
| IONIS PHARMACEUTICALS INC | EQUITY | 82400 | 6518664 |
| IONQ INC | EQUITY | 175500 | 7874685 |
| IOVANCE BIOTHERAPEUTICS INC | EQUITY | 140200 | 382746 |
| IPG PHOTONICS CORP | EQUITY | 12900 | 923640 |
| IRADIMED CORP | EQUITY | 4248 | 413245 |
| IRHYTHM HOLDINGS INC | EQUITY | 16397 | 2909484 |
| IRIDIUM COMMUNICATIONS INC | EQUITY | 48500 | 842930 |
| IRONWOOD PHARMACEUTICALS INC | EQUITY | 77428 | 260932 |
| ISPIRE TECHNOLOGY INC | EQUITY | 5800 | 16240 |
| ITRON INC | EQUITY | 23191 | 2153516 |
| ITT INC | EQUITY | 44200 | 7669142 |
| IVANHOE ELECTRIC INC / US | EQUITY | 55500 | 886890 |
| J + J SNACK FOODS CORP | EQUITY | 8222 | 743022 |
| J. JILL INC | EQUITY | 1800 | 24696 |
| JACK IN THE BOX INC | EQUITY | 10422 | 197497 |
| JACKSON FINANCIAL INC A | EQUITY | 35400 | 3775410 |
| JADE BIOSCIENCES INC | EQUITY | 24390 | 376338 |
| JAKKS PACIFIC INC | EQUITY | 4500 | 75960 |
| JAMES HARDIE IND PLC | EQUITY | 79458 | 1648754 |
| JAMES RIVER GROUP HOLDINGS I | EQUITY | 17126 | 108921 |
| JAMF HOLDING CORP | EQUITY | 38300 | 498283 |
| JANUS HENDERSON GROUP PLC | EQUITY | 64700 | 3077779 |
| JANUS INTERNATIONAL GROUP IN | EQUITY | 71800 | 469572 |
| JANUX THERAPEUTICS INC | EQUITY | 19000 | 262200 |
| JAZZ PHARMACEUTICALS PLC | EQUITY | 30207 | 5135190 |
| JBG SMITH PROPERTIES | EQUITY | 29058 | 494277 |
| JBT MAREL CORP | EQUITY | 26810 | 4039463 |
| JEFFERIES FINANCIAL GROUP IN | EQUITY | 79400 | 4920418 |
| JEFFERSON CAPITAL INC | EQUITY | 5900 | 131806 |
| JELD WEN HOLDING INC | EQUITY | 49537 | 121861 |
| JETBLUE AIRWAYS CORP | EQUITY | 167892 | 763909 |
| JOBY AVIATION INC | EQUITY | 252700 | 3335640 |
| JOHN B. SANFILIPPO + SON INC | EQUITY | 3500 | 247100 |
| JOHN MARSHALL BANCORP INC | EQUITY | 6800 | 135932 |
| JOHNSON OUTDOORS INC A | EQUITY | 2787 | 118308 |
| JOINT CORP/THE | EQUITY | 8646 | 75393 |
| JONES LANG LASALLE INC | EQUITY | 24580 | 8270433 |
| JOURNEY MEDICAL CORP | EQUITY | 3400 | 26214 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KADANT INC | EQUITY | 6024 | 1716960 |
| KAISER ALUMINUM CORP | EQUITY | 8239 | 946332 |
| KALTURA INC | EQUITY | 48500 | 79540 |
| KALVISTA PHARMACEUTICALS INC | EQUITY | 21691 | 350310 |
| KARAT PACKAGING INC | EQUITY | 3800 | 85766 |
| KARMAN HOLDINGS INC | EQUITY | 26600 | 1946322 |
| KB HOME | EQUITY | 32690 | 1844043 |
| KBR INC | EQUITY | 65687 | 2640617 |
| KEARNY FINANCIAL CORP/MD | EQUITY | 23463 | 173861 |
| KELLY SERVICES INC A | EQUITY | 11172 | 98314 |
| KEMPER CORP | EQUITY | 31384 | 1272307 |
| KENNAMETAL INC | EQUITY | 38725 | 1100177 |
| KENNEDY WILSON HOLDINGS INC | EQUITY | 62444 | 603833 |
| KEROS THERAPEUTICS INC | EQUITY | 15624 | 318105 |
| KESTRA MEDICAL TECHNOLOGIES | EQUITY | 11000 | 291720 |
| KESTREL GROUP | EQUITY | 1690 | 17306 |
| KFORCE INC | EQUITY | 9990 | 308891 |
| KILROY REALTY CORP | EQUITY | 60981 | 2278860 |
| KIMBALL ELECTRONICS INC | EQUITY | 13000 | 361660 |
| KINDERCARE LEARNING COS INC | EQUITY | 15000 | 64800 |
| KINETIK HOLDINGS INC | EQUITY | 22300 | 803915 |
| KINGSTONE COS INC | EQUITY | 6000 | 100980 |
| KINGSWAY FINANCIAL SERVICES | EQUITY | 8400 | 112980 |
| KINSALE CAPITAL GROUP INC | EQUITY | 11431 | 4470893 |
| KIRBY CORP | EQUITY | 28767 | 3169548 |
| KITE REALTY GROUP TRUST | EQUITY | 114854 | 2753050 |
| KKR REAL ESTATE FINANCE TRUS | EQUITY | 29692 | 244068 |
| KNIFE RIVER CORP | EQUITY | 29342 | 2064210 |
| KNIGHT SWIFT TRANSPORTATION | EQUITY | 81046 | 4237085 |
| KNOWLES CORP | EQUITY | 44875 | 961671 |
| KODIAK GAS SERVICES INC | EQUITY | 43900 | 1641860 |
| KODIAK SCIENCES INC | EQUITY | 16900 | 472524 |
| KOHLS CORP | EQUITY | 55900 | 1140919 |
| KOLIBRI GLOBAL ENERGY INC | EQUITY | 13400 | 52662 |
| KONTOOR BRANDS INC | EQUITY | 28284 | 1727870 |
| KOPIN CORP | EQUITY | 81300 | 190242 |
| KOPPERS HOLDINGS INC | EQUITY | 11222 | 303892 |
| KORN FERRY | EQUITY | 26700 | 1762734 |
| KORRO BIO INC | EQUITY | 3100 | 24831 |
| KORU MEDICAL SYSTEMS INC | EQUITY | 26200 | 152222 |
| KOSMOS ENERGY LTD | EQUITY | 246600 | 223765 |
| KRATOS DEFENSE + SECURITY | EQUITY | 86273 | 6548983 |
| KRISPY KREME INC | EQUITY | 39500 | 158790 |
| KRONOS WORLDWIDE INC | EQUITY | 13998 | 61871 |
| KRYSTAL BIOTECH INC | EQUITY | 12885 | 3176668 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KULICKE + SOFFA INDUSTRIES | EQUITY | 26100 | 1189116 |
| KULR TECHNOLOGY GROUP INC | EQUITY | 17200 | 50912 |
| KURA ONCOLOGY INC | EQUITY | 41161 | 427663 |
| KURA SUSHI USA INC CLASS A | EQUITY | 3500 | 183155 |
| KYMERA THERAPEUTICS INC | EQUITY | 29200 | 2272052 |
| KYNDRYL HOLDINGS INC | EQUITY | 120100 | 3189856 |
| LA Z BOY INC | EQUITY | 21757 | 810883 |
| LADDER CAPITAL CORP REIT | EQUITY | 63067 | 693106 |
| LAKELAND FINANCIAL CORP | EQUITY | 13750 | 784575 |
| LAKELAND INDUSTRIES INC | EQUITY | 2400 | 21216 |
| LAMAR ADVERTISING CO A | EQUITY | 45165 | 5716986 |
| LANDS END INC | EQUITY | 5104 | 74110 |
| LANDSTAR SYSTEM INC | EQUITY | 17900 | 2572230 |
| LANTHEUS HOLDINGS INC | EQUITY | 34868 | 2320465 |
| LARIMAR THERAPEUTICS INC | EQUITY | 21600 | 82296 |
| LATHAM GROUP INC | EQUITY | 22000 | 139700 |
| LATTICE SEMICONDUCTOR CORP | EQUITY | 71200 | 5238896 |
| LAUREATE EDUCATION INC | EQUITY | 66596 | 2242287 |
| LAZARD INC | EQUITY | 47600 | 2311456 |
| LB PHARMACEUTICALS INC | EQUITY | 10500 | 233730 |
| LCI INDUSTRIES | EQUITY | 12630 | 1532524 |
| LCNB CORPORATION | EQUITY | 6700 | 109813 |
| LEAR CORP | EQUITY | 27000 | 3094200 |
| LEGACY HOUSING CORP | EQUITY | 3400 | 66368 |
| LEGALZOOMCOM INC | EQUITY | 61300 | 608709 |
| LEGENCE CORP CL A | EQUITY | 19300 | 830672 |
| LEGGETT + PLATT INC | EQUITY | 69000 | 759000 |
| LEMAITRE VASCULAR INC | EQUITY | 10776 | 873934 |
| LEMONADE INC | EQUITY | 31400 | 2235052 |
| LENDINGCLUB CORP | EQUITY | 60312 | 1142309 |
| LENDINGTREE INC | EQUITY | 5695 | 302348 |
| LENSAR INC | EQUITY | 5700 | 66291 |
| LENZ THERAPEUTICS INC | EQUITY | 7957 | 127312 |
| LEONARDO DRS INC | EQUITY | 40000 | 1363600 |
| LEXEO THERAPEUTICS INC | EQUITY | 33100 | 328683 |
| LGI HOMES INC | EQUITY | 10700 | 459672 |
| LIBERTY BROADBAND A | EQUITY | 8821 | 425878 |
| LIBERTY BROADBAND C | EQUITY | 59815 | 2907009 |
| LIBERTY ENERGY INC | EQUITY | 80400 | 1484184 |
| LIBERTY GLOBAL LTD A | EQUITY | 106200 | 1183068 |
| LIBERTY GLOBAL LTD C | EQUITY | 52400 | 578496 |
| LIBERTY LATIN AMERIC CL A | EQUITY | 8800 | 65032 |
| LIBERTY LATIN AMERIC CL C | EQUITY | 74236 | 553801 |
| LIBERTY LIVE HOLDINGS A | EQUITY | 11299 | 920869 |
| LIBERTY LIVE HOLDINGS C | EQUITY | 22806 | 1896547 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LIBERTY MEDIA CORP FORMULA A | EQUITY | 10408 | 930267 |
| LIBERTY MEDIA CORP FORMULA C | EQUITY | 110247 | 10860432 |
| LIFE TIME GROUP HOLDINGS INC | EQUITY | 78200 | 2078556 |
| LIFE360 INC | EQUITY | 10800 | 692712 |
| LIFECORE BIOMEDICAL INC | EQUITY | 12600 | 103068 |
| LIFEMD INC | EQUITY | 20800 | 70928 |
| LIFESTANCE HEALTH GROUP INC | EQUITY | 91900 | 646976 |
| LIFEVANTAGE CORP | EQUITY | 5200 | 32032 |
| LIFEWAY FOODS INC | EQUITY | 2600 | 62998 |
| LIFEZONE METALS LTD | EQUITY | 20700 | 88389 |
| LIGAND PHARMACEUTICALS | EQUITY | 9782 | 1849483 |
| LIGHTBRIDGE CORP | EQUITY | 10900 | 137776 |
| LIMBACH HOLDINGS INC | EQUITY | 5500 | 428175 |
| LIMONEIRA CO | EQUITY | 10000 | 126250 |
| LINCOLN EDUCATIONAL SERVICES | EQUITY | 15200 | 367080 |
| LINCOLN ELECTRIC HOLDINGS | EQUITY | 28053 | 6722621 |
| LINCOLN NATIONAL CORP | EQUITY | 88300 | 3931999 |
| LINDBLAD EXPEDITIONS HOLDING | EQUITY | 20200 | 291284 |
| LINDSAY CORP | EQUITY | 5733 | 675749 |
| LINEAGE INC | EQUITY | 37000 | 1295000 |
| LINKBANCORP INC | EQUITY | 5200 | 42952 |
| LIONSGATE STUDIOS CORP | EQUITY | 107271 | 979384 |
| LIQUIDIA CORP | EQUITY | 33600 | 1158864 |
| LIQUIDITY SERVICES INC | EQUITY | 12207 | 369994 |
| LITHIA MOTORS INC | EQUITY | 12401 | 4121224 |
| LITTELFUSE INC | EQUITY | 12716 | 3216131 |
| LIVANOVA PLC | EQUITY | 28109 | 1729547 |
| LIVE OAK BANCSHARES INC | EQUITY | 18600 | 638910 |
| LIVERAMP HOLDINGS INC | EQUITY | 33300 | 978021 |
| LIVEWIRE GROUP INC | EQUITY | 15900 | 70278 |
| LKQ CORP | EQUITY | 134800 | 4070960 |
| LOANDEPOT INC CLASS A | EQUITY | 42800 | 88596 |
| LOAR HOLDINGS INC | EQUITY | 22300 | 1516400 |
| LOUISIANA PACIFIC CORP | EQUITY | 32631 | 2635280 |
| LOVESAC CO/THE | EQUITY | 7300 | 107675 |
| LPL FINANCIAL HOLDINGS INC | EQUITY | 41620 | 14865415 |
| LSB INDUSTRIES INC | EQUITY | 27800 | 236300 |
| LSI INDUSTRIES INC | EQUITY | 14800 | 271136 |
| LTC PROPERTIES INC | EQUITY | 22880 | 786614 |
| LUCID DIAGNOSTICS INC | EQUITY | 34500 | 37605 |
| LUCID GROUP INC | EQUITY | 64859 | 685560 |
| LUMEN TECHNOLOGIES INC | EQUITY | 489800 | 3805746 |
| LUMENTUM HOLDINGS INC | EQUITY | 36818 | 13570747 |
| LUXFER HOLDINGS PLC | EQUITY | 13000 | 175890 |
| LXP INDUSTRIAL TRUST | EQUITY | 30501 | 1512240 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LYFT INC A | EQUITY | 201200 | 3897244 |
| M TRON INDUSTRIES INC | EQUITY | 1000 | 53220 |
| M/I HOMES INC | EQUITY | 13242 | 1694314 |
| MACERICH CO/THE | EQUITY | 131701 | 2431200 |
| MACOM TECHNOLOGY SOLUTIONS H | EQUITY | 33177 | 5682557 |
| MACY S INC | EQUITY | 138300 | 3049515 |
| MADISON SQUARE GARDEN ENTERT | EQUITY | 20707 | 1115900 |
| MADISON SQUARE GARDEN SPORTS | EQUITY | 8317 | 2151192 |
| MADRIGAL PHARMACEUTICALS INC | EQUITY | 9638 | 5612593 |
| MAGNERA CORP | EQUITY | 16800 | 254352 |
| MAGNITE INC | EQUITY | 71620 | 1162393 |
| MAGNOLIA OIL + GAS CORP A | EQUITY | 94900 | 2077361 |
| MALIBU BOATS INC A | EQUITY | 10000 | 282100 |
| MAMA S CREATIONS INC | EQUITY | 16200 | 218538 |
| MAMMOTH ENERGY SERVICES INC | EQUITY | 13300 | 24605 |
| MANHATTAN ASSOCIATES INC | EQUITY | 31502 | 5459612 |
| MANITOWOC COMPANY INC | EQUITY | 19750 | 236803 |
| MANNKIND CORP | EQUITY | 156677 | 888359 |
| MANPOWERGROUP INC | EQUITY | 24300 | 722439 |
| MAPLEBEAR INC | EQUITY | 89400 | 4021212 |
| MAPLIGHT THERAPEUTICS INC | EQUITY | 8900 | 156329 |
| MARA HOLDINGS INC | EQUITY | 189800 | 1704404 |
| MARAVAI LIFESCIENCES HLDGS A | EQUITY | 57900 | 188175 |
| MARCUS + MILLICHAP INC | EQUITY | 13500 | 368415 |
| MARCUS CORPORATION | EQUITY | 12200 | 189222 |
| MAREX GROUP PLC | EQUITY | 27600 | 1058736 |
| MARINE PRODUCTS CORP | EQUITY | 4962 | 43467 |
| MARINEMAX INC | EQUITY | 10062 | 243802 |
| MARKEL GROUP INC | EQUITY | 6470 | 13908236 |
| MARKETAXESS HOLDINGS INC | EQUITY | 19100 | 3461875 |
| MARKETWISE INC | EQUITY | 960 | 14419 |
| MARQETA INC A | EQUITY | 194900 | 925775 |
| MARRIOTT VACATIONS WORLD | EQUITY | 14610 | 842851 |
| MARTEN TRANSPORT LTD | EQUITY | 33109 | 376780 |
| MARVELL TECHNOLOGY INC | EQUITY | 450181 | 38256381 |
| MARZETTI COMPANY/THE | EQUITY | 10360 | 1703391 |
| MASIMO CORP | EQUITY | 23300 | 3030398 |
| MASTEC INC | EQUITY | 32568 | 7079306 |
| MASTERBRAND INC | EQUITY | 66900 | 738576 |
| MASTERCRAFT BOAT HOLDINGS IN | EQUITY | 10000 | 189100 |
| MATADOR RESOURCES CO | EQUITY | 60237 | 2556458 |
| MATERION CORP | EQUITY | 10759 | 1337559 |
| MATIV HOLDINGS INC | EQUITY | 29298 | 355971 |
| MATRIX SERVICE CO | EQUITY | 13200 | 154440 |
| MATSON INC | EQUITY | 16524 | 2041540 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MATTEL INC | EQUITY | 160101 | 3176404 |
| MATTHEWS INTL CORP CLASS A | EQUITY | 16108 | 420741 |
| MAUI LAND + PINEAPPLE CO | EQUITY | 5100 | 86394 |
| MAXCYTE INC | EQUITY | 49700 | 77035 |
| MAXIMUS INC | EQUITY | 29128 | 2514329 |
| MAXLINEAR INC | EQUITY | 42080 | 733454 |
| MAYVILLE ENGINEERING CO INC | EQUITY | 6600 | 123552 |
| MAZE THERAPEUTICS INC | EQUITY | 11300 | 468159 |
| MBIA INC | EQUITY | 25436 | 182122 |
| MBX BIOSCIENCES INC | EQUITY | 14900 | 469946 |
| MCGRATH RENTCORP | EQUITY | 12926 | 1356325 |
| MCGRAW HILL INC | EQUITY | 12600 | 207900 |
| MDU RESOURCES GROUP INC | EQUITY | 106268 | 2074351 |
| MECHANICS BANCORP A | EQUITY | 24353 | 356284 |
| MEDALLION FINANCIAL CORP | EQUITY | 6600 | 67914 |
| MEDIAALPHA INC CLASS A | EQUITY | 16884 | 218648 |
| MEDICAL PROPERTIES TRUST INC | EQUITY | 255281 | 1276405 |
| MEDIFAST INC | EQUITY | 3612 | 38576 |
| MEDIWOUND LTD | EQUITY | 4800 | 88608 |
| MEDPACE HOLDINGS INC | EQUITY | 11719 | 6581976 |
| MEIRAGTX HOLDINGS PLC | EQUITY | 22800 | 181260 |
| MERCANTILE BANK CORP | EQUITY | 8900 | 428090 |
| MERCHANTS BANCORP/IN | EQUITY | 12857 | 437909 |
| MERCURY GENERAL CORP | EQUITY | 14000 | 1316840 |
| MERCURY SYSTEMS INC | EQUITY | 27096 | 1978279 |
| MERIDIAN CORP | EQUITY | 1600 | 28128 |
| MERIT MEDICAL SYSTEMS INC | EQUITY | 29930 | 2638030 |
| MERITAGE HOMES CORP | EQUITY | 36320 | 2389856 |
| MERRIMACK PHARMACEUTICALS IN | EQUITY | 3400 | 102 |
| MESA LABORATORIES INC | EQUITY | 2800 | 219800 |
| METALLUS INC | EQUITY | 20000 | 343200 |
| METHODE ELECTRONICS INC | EQUITY | 12260 | 81406 |
| METROCITY BANKSHARES INC | EQUITY | 10400 | 276016 |
| METROPOLITAN BANK HOLDING CO | EQUITY | 5400 | 412344 |
| MFA FINANCIAL INC | EQUITY | 56725 | 528110 |
| MGE ENERGY INC | EQUITY | 19050 | 1493901 |
| MGIC INVESTMENT CORP | EQUITY | 115700 | 3380754 |
| MGP INGREDIENTS INC | EQUITY | 5574 | 135448 |
| MIAMI INTERNATIONAL HOLDINGS | EQUITY | 12300 | 545874 |
| MICROVAST HOLDINGS INC | EQUITY | 100700 | 281960 |
| MICROVISION INC | EQUITY | 132900 | 110054 |
| MID PENN BANCORP INC | EQUITY | 10000 | 310200 |
| MIDDLEBY CORP | EQUITY | 24482 | 3639739 |
| MIDDLEFIELD BANC CORP | EQUITY | 2800 | 96712 |
| MIDDLESEX WATER CO | EQUITY | 9992 | 503797 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MIDLAND STATES BANCORP INC | EQUITY | 10499 | 222264 |
| MIDWESTONE FINANCIAL GROUP I | EQUITY | 8700 | 334950 |
| MILLER INDUSTRIES INC/TENN | EQUITY | 6400 | 239168 |
| MILLERKNOLL INC | EQUITY | 35160 | 642725 |
| MILLICOM INTL CELLULAR S.A. | EQUITY | 52200 | 2893968 |
| MILLROSE PROPERTIES W/I | EQUITY | 79400 | 2371678 |
| MIMEDX GROUP INC | EQUITY | 66400 | 449528 |
| MIND MEDICINE MINDMED INC | EQUITY | 49600 | 664144 |
| MINERALS TECHNOLOGIES INC | EQUITY | 16410 | 1000190 |
| MINERALYS THERAPEUTICS INC | EQUITY | 24200 | 878218 |
| MIRION TECHNOLOGIES INC | EQUITY | 125100 | 2929842 |
| MIRUM PHARMACEUTICALS INC | EQUITY | 21275 | 1680512 |
| MISSION PRODUCE INC | EQUITY | 24100 | 279560 |
| MISTER CAR WASH INC | EQUITY | 49000 | 272440 |
| MISTRAS GROUP INC | EQUITY | 10000 | 126500 |
| MITEK SYSTEMS INC | EQUITY | 24900 | 262695 |
| MKS INC | EQUITY | 35203 | 5625439 |
| MODINE MANUFACTURING CO | EQUITY | 27200 | 3631472 |
| MODIV INDUSTRIAL INC | EQUITY | 9800 | 141022 |
| MOELIS + CO CLASS A | EQUITY | 37700 | 2591498 |
| MOHAWK INDUSTRIES INC | EQUITY | 26200 | 2863660 |
| MONARCH CASINO + RESORT INC | EQUITY | 6625 | 634013 |
| MONGODB INC | EQUITY | 41200 | 17291228 |
| MONOPAR THERAPEUTICS INC | EQUITY | 1900 | 124070 |
| MONRO INC | EQUITY | 16408 | 328816 |
| MONTAUK RENEWABLES INC | EQUITY | 36100 | 60287 |
| MONTE ROSA THERAPEUTICS INC | EQUITY | 25700 | 402976 |
| MONTROSE ENVIRONMENTAL GROUP | EQUITY | 16200 | 402246 |
| MOOG INC CLASS A | EQUITY | 14499 | 3531231 |
| MORNINGSTAR INC | EQUITY | 11895 | 2584902 |
| MOTORCAR PARTS OF AMERICA IN | EQUITY | 5200 | 64168 |
| MOVADO GROUP INC | EQUITY | 5200 | 107224 |
| MP MATERIALS CORP | EQUITY | 67800 | 3425256 |
| MSA SAFETY INC | EQUITY | 19015 | 3045062 |
| MSC INDUSTRIAL DIRECT CO A | EQUITY | 22801 | 1917564 |
| MUELLER INDUSTRIES INC | EQUITY | 56580 | 6495384 |
| MUELLER WATER PRODUCTS INC A | EQUITY | 80100 | 1907982 |
| MURPHY OIL CORP | EQUITY | 69609 | 2175281 |
| MURPHY USA INC | EQUITY | 8962 | 3616346 |
| MVB FINANCIAL CORP | EQUITY | 6400 | 165312 |
| MYERS INDUSTRIES INC | EQUITY | 20243 | 378949 |
| MYR GROUP INC/DELAWARE | EQUITY | 8000 | 1748000 |
| MYRIAD GENETICS INC | EQUITY | 49100 | 301965 |
| N ABLE INC | EQUITY | 39461 | 295168 |
| N B T BANCORP INC | EQUITY | 26578 | 1103519 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NABORS INDUSTRIES LTD | EQUITY | 7582 | 411703 |
| NACCO INDUSTRIES CL A | EQUITY | 1500 | 73560 |
| NANO NUCLEAR ENERGY INC | EQUITY | 21000 | 504210 |
| NANO X IMAGING LTD | EQUITY | 27500 | 77000 |
| NAPCO SECURITY TECHNOLOGIES | EQUITY | 18090 | 754353 |
| NATERA INC | EQUITY | 67831 | 15539404 |
| NATHAN S FAMOUS INC | EQUITY | 1400 | 130998 |
| NATIONAL BANK HOLD CL A | EQUITY | 20200 | 767802 |
| NATIONAL BANKSHARES INC/VA | EQUITY | 3100 | 103943 |
| NATIONAL BEVERAGE CORP | EQUITY | 12620 | 402452 |
| NATIONAL CINEMEDIA INC | EQUITY | 39000 | 151710 |
| NATIONAL ENERGY SERVICES REU | EQUITY | 28800 | 451008 |
| NATIONAL FUEL GAS CO | EQUITY | 47010 | 3763621 |
| NATIONAL HEALTHCARE CORP | EQUITY | 6597 | 904383 |
| NATIONAL PRESTO INDS INC | EQUITY | 3100 | 330956 |
| NATIONAL RESEARCH CORP | EQUITY | 7927 | 148790 |
| NATIONAL STORAGE AFFILIATES | EQUITY | 36300 | 1024023 |
| NATIONAL VISION HOLDINGS INC | EQUITY | 40355 | 1041966 |
| NATL HEALTH INVESTORS INC | EQUITY | 24117 | 1841815 |
| NATURAL GAS SERVICES GROUP | EQUITY | 4300 | 144695 |
| NATURAL GROCERS BY VITAMIN C | EQUITY | 6400 | 160320 |
| NATURES SUNSHINE PRODS INC | EQUITY | 7829 | 168950 |
| NAVAN INC CL A | EQUITY | 19700 | 336476 |
| NAVIENT CORP | EQUITY | 35800 | 465400 |
| NAVIGATOR HOLDINGS LTD | EQUITY | 16600 | 287512 |
| NAVITAS SEMICONDUCTOR CORP | EQUITY | 83700 | 597618 |
| NB BANCORP INC | EQUITY | 18497 | 366611 |
| NCINO INC | EQUITY | 55900 | 1433276 |
| NCR ATLEOS CORP | EQUITY | 37691 | 1436404 |
| NCR VOYIX CORP | EQUITY | 72482 | 739316 |
| NELNET INC CL A | EQUITY | 6000 | 797760 |
| NEOGEN CORP | EQUITY | 115222 | 805402 |
| NEOGENOMICS INC | EQUITY | 66783 | 785368 |
| NERDWALLET INC CL A | EQUITY | 21000 | 284550 |
| NERDY INC | EQUITY | 35600 | 37024 |
| NET LEASE OFFICE PROPERTY | EQUITY | 6324 | 163096 |
| NET POWER INC | EQUITY | 11900 | 27132 |
| NETGEAR INC | EQUITY | 13800 | 338514 |
| NETSCOUT SYSTEMS INC | EQUITY | 36529 | 988475 |
| NETSTREIT CORP | EQUITY | 47000 | 829080 |
| NEUROCRINE BIOSCIENCES INC | EQUITY | 50250 | 7126958 |
| NEUROGENE INC | EQUITY | 5700 | 117420 |
| NEURONETICS INC | EQUITY | 13800 | 19044 |
| NEUROPACE INC | EQUITY | 10500 | 162120 |
| NEW FORTRESS ENERGY INC | EQUITY | 86200 | 98268 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NEW JERSEY RESOURCES CORP | EQUITY | 51730 | 2385788 |
| NEW YORK TIMES CO A | EQUITY | 82800 | 5747976 |
| NEWELL BRANDS INC | EQUITY | 217000 | 807240 |
| NEWMARK GROUP INC CLASS A | EQUITY | 72550 | 1258017 |
| NEWMARKET CORP | EQUITY | 2879 | 1978622 |
| NEWSMAX INC | EQUITY | 25900 | 200207 |
| NEWTEKONE INC | EQUITY | 13000 | 147550 |
| NEXPOINT DIVERSIFIED REAL ES | EQUITY | 20053 | 76803 |
| NEXPOINT REAL ESTATE FINANCE | EQUITY | 4100 | 57728 |
| NEXPOINT RESIDENTIAL | EQUITY | 11500 | 346150 |
| NEXSTAR MEDIA GROUP INC | EQUITY | 14605 | 2965545 |
| NEXTDECADE CORP | EQUITY | 68900 | 363103 |
| NEXTDOOR HOLDINGS INC | EQUITY | 104900 | 220290 |
| NEXTNAV INC | EQUITY | 50600 | 841984 |
| NEXTPOWER INC CL A | EQUITY | 75700 | 6594227 |
| NEXXEN INTERNATIONAL LTD | EQUITY | 19100 | 124914 |
| NI HOLDINGS INC | EQUITY | 6400 | 85120 |
| NIAGEN BIOSCIENCE INC | EQUITY | 27800 | 176808 |
| NICOLET BANKSHARES INC | EQUITY | 7300 | 885490 |
| NIOCORP DEVELOPMENTS LTD | EQUITY | 56000 | 296800 |
| NIQ GLOBAL INTELLIGENCE PLC | EQUITY | 22800 | 375972 |
| NKARTA INC | EQUITY | 18800 | 34780 |
| NLIGHT INC | EQUITY | 23986 | 899715 |
| NMI HOLDINGS INC | EQUITY | 40600 | 1656074 |
| NNN REIT INC | EQUITY | 96156 | 3810662 |
| NOBLE CORP PLC | EQUITY | 64541 | 1822638 |
| NORDIC AMERICAN TANKERS LTD | EQUITY | 111500 | 383560 |
| NORTHEAST BANK | EQUITY | 4000 | 415720 |
| NORTHEAST COMMUNITY BANCORP | EQUITY | 5600 | 126616 |
| NORTHERN OIL AND GAS INC | EQUITY | 49400 | 1060618 |
| NORTHFIELD BANCORP INC | EQUITY | 22153 | 253209 |
| NORTHPOINTE BANCSHARES INC | EQUITY | 10700 | 179546 |
| NORTHRIM BANCORP INC | EQUITY | 11600 | 308676 |
| NORTHWEST BANCSHARES INC | EQUITY | 73395 | 880740 |
| NORTHWEST NATURAL HOLDING CO | EQUITY | 20716 | 968266 |
| NORTHWESTERN ENERGY GROUP IN | EQUITY | 31695 | 2045595 |
| NORWOOD FINANCIAL CORP | EQUITY | 4000 | 112200 |
| NOV INC | EQUITY | 195400 | 3054102 |
| NOVAGOLD RESOURCES INC | EQUITY | 157900 | 1471628 |
| NOVANTA INC | EQUITY | 18500 | 2201315 |
| NOVAVAX INC | EQUITY | 80360 | 540019 |
| NOVOCURE LTD | EQUITY | 53371 | 690087 |
| NPK INTERNATIONAL INC | EQUITY | 42191 | 502917 |
| NU HOLDINGS LTD/CAYMAN ISL A | EQUITY | 1741500 | 29152710 |
| NU SKIN ENTERPRISES INC A | EQUITY | 27091 | 260615 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NURIX THERAPEUTICS INC | EQUITY | 52500 | 995925 |
| NUSCALE POWER CORP | EQUITY | 65200 | 923884 |
| NUTANIX INC A | EQUITY | 135785 | 7018727 |
| NUTEX HEALTH INC | EQUITY | 1700 | 279854 |
| NUVALENT INC A | EQUITY | 25800 | 2595222 |
| NUVATION BIO INC | EQUITY | 124700 | 1117312 |
| NUVECTIS PHARMA INC | EQUITY | 10100 | 76255 |
| NVE CORP | EQUITY | 2700 | 160191 |
| NVENT ELECTRIC PLC | EQUITY | 82230 | 8384993 |
| NWPX INFRASTRUCTURE INC | EQUITY | 4944 | 308951 |
| O I GLASS INC | EQUITY | 79440 | 1172534 |
| OAK VALLEY BANCORP | EQUITY | 3900 | 117234 |
| OCEANEERING INTL INC | EQUITY | 48103 | 1155915 |
| OCEANFIRST FINANCIAL CORP | EQUITY | 30032 | 539074 |
| OCTAVE SPECIALTY GROUP INC | EQUITY | 24100 | 187498 |
| OCULAR THERAPEUTIX INC | EQUITY | 96850 | 1175759 |
| OFG BANCORP | EQUITY | 23918 | 980160 |
| OGE ENERGY CORP | EQUITY | 104500 | 4462150 |
| OHIO VALLEY BANC CORP | EQUITY | 2100 | 83958 |
| OIL DRI CORP OF AMERICA | EQUITY | 5600 | 274064 |
| OIL STATES INTERNATIONAL INC | EQUITY | 30900 | 209193 |
| OKLO INC | EQUITY | 56300 | 4040088 |
| OKTA INC | EQUITY | 87500 | 7566125 |
| OLAPLEX HOLDINGS INC | EQUITY | 71700 | 96078 |
| OLD NATIONAL BANCORP | EQUITY | 179160 | 3997060 |
| OLD REPUBLIC INTL CORP | EQUITY | 118470 | 5406971 |
| OLD SECOND BANCORP INC | EQUITY | 26600 | 518700 |
| OLEMA PHARMACEUTICALS INC | EQUITY | 31000 | 775000 |
| OLIN CORP | EQUITY | 58935 | 1227616 |
| OLLIE S BARGAIN OUTLET HOLDI | EQUITY | 31829 | 3488777 |
| OLYMPIC STEEL INC | EQUITY | 5789 | 247682 |
| OMADA HEALTH INC | EQUITY | 4700 | 74166 |
| OMEGA FLEX INC | EQUITY | 2100 | 61824 |
| OMEGA HEALTHCARE INVESTORS | EQUITY | 153496 | 6806013 |
| OMEROS CORP | EQUITY | 31500 | 541013 |
| OMNIAB INC | EQUITY | 50512 | 93447 |
| OMNICELL INC | EQUITY | 24000 | 1087200 |
| ON HOLDING AG CLASS A | EQUITY | 117100 | 5442808 |
| ON24 INC | EQUITY | 20700 | 164772 |
| ONCOLOGY INSTITUTE INC/THE | EQUITY | 30400 | 108224 |
| ONE GAS INC | EQUITY | 30600 | 2363850 |
| ONE LIBERTY PROPERTIES INC | EQUITY | 8895 | 180480 |
| ONEMAIN HOLDINGS INC | EQUITY | 61735 | 4170199 |
| ONESPAN INC | EQUITY | 21174 | 271874 |
| ONESPAWORLD HOLDINGS LTD | EQUITY | 53300 | 1105442 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ONEWATER MARINE INC CL A | EQUITY | 7500 | 81150 |
| ONITY GROUP INC | EQUITY | 3400 | 155686 |
| ONTO INNOVATION INC | EQUITY | 25190 | 3976493 |
| OOMA INC | EQUITY | 12600 | 147798 |
| OP BANCORP | EQUITY | 8100 | 114372 |
| OPEN LENDING CORP | EQUITY | 57400 | 88970 |
| OPENLANE INC | EQUITY | 55009 | 1638168 |
| OPKO HEALTH INC | EQUITY | 203422 | 256312 |
| OPORTUN FINANCIAL CORP | EQUITY | 20700 | 109503 |
| OPPFI INC | EQUITY | 10500 | 109830 |
| OPTIMIZERX CORP | EQUITY | 8595 | 105375 |
| OPTIMUM COMMUNICATIONS INC A | EQUITY | 132300 | 218295 |
| OPTION CARE HEALTH INC | EQUITY | 83579 | 2662827 |
| ORANGE COUNTY BANCORP INC | EQUITY | 6000 | 171300 |
| ORASURE TECHNOLOGIES INC | EQUITY | 39510 | 95614 |
| ORCHID ISLAND CAPITAL INC | EQUITY | 85939 | 618761 |
| ORGANOGENESIS HOLDINGS INC | EQUITY | 39500 | 204610 |
| ORGANON + CO | EQUITY | 135200 | 969384 |
| ORIC PHARMACEUTICALS INC | EQUITY | 37700 | 308386 |
| ORIGIN BANCORP INC | EQUITY | 16900 | 635609 |
| ORION GROUP HOLDINGS INC | EQUITY | 18600 | 184884 |
| ORION SA | EQUITY | 31900 | 168432 |
| ORMAT TECHNOLOGIES INC | EQUITY | 31555 | 3485881 |
| ORRSTOWN FINL SERVICES INC | EQUITY | 9750 | 345345 |
| ORTHOFIX MEDICAL INC | EQUITY | 19983 | 302942 |
| ORTHOPEDIATRICS CORP | EQUITY | 8846 | 157105 |
| ORUKA THERAPEUTICS INC | EQUITY | 20100 | 609231 |
| OSCAR HEALTH INC CLASS A | EQUITY | 102700 | 1475799 |
| OSHKOSH CORP | EQUITY | 32925 | 4136368 |
| OSI SYSTEMS INC | EQUITY | 8500 | 2168010 |
| OTTER TAIL CORP | EQUITY | 20100 | 1624281 |
| OUSTER INC | EQUITY | 26500 | 573460 |
| OUTDOOR HOLDING CO | EQUITY | 37200 | 63612 |
| OUTFRONT MEDIA INC | EQUITY | 77288 | 1862641 |
| OUTSET MEDICAL INC | EQUITY | 8900 | 33019 |
| OVINTIV INC | EQUITY | 132200 | 5180918 |
| OWENS CORNING | EQUITY | 43696 | 4890019 |
| OXFORD INDUSTRIES INC | EQUITY | 7291 | 249352 |
| PACIFIC BIOSCIENCES OF CALIF | EQUITY | 130612 | 244244 |
| PACIRA BIOSCIENCES INC | EQUITY | 24500 | 634060 |
| PACS GROUP INC | EQUITY | 21700 | 833063 |
| PAGAYA TECHNOLOGIES LTD A | EQUITY | 27400 | 572660 |
| PAGERDUTY INC | EQUITY | 42763 | 560623 |
| PAGSEGURO DIGITAL LTD CL A | EQUITY | 94300 | 909052 |
| PALLADYNE AI CORP | EQUITY | 11300 | 48138 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PALOMAR HOLDINGS INC | EQUITY | 13633 | 1837183 |
| PALVELLA THERAPEUTICS INC | EQUITY | 3400 | 355878 |
| PAMT CORP | EQUITY | 3600 | 43488 |
| PANGAEA LOGISTICS SOLUTIONS | EQUITY | 20000 | 137600 |
| PAPA JOHN S INTL INC | EQUITY | 16550 | 637010 |
| PAR PACIFIC HOLDINGS INC | EQUITY | 26190 | 920317 |
| PAR TECHNOLOGY CORP/DEL | EQUITY | 20500 | 743740 |
| PARK AEROSPACE CORP | EQUITY | 8650 | 184591 |
| PARK HOTELS + RESORTS INC | EQUITY | 100273 | 1048856 |
| PARK NATIONAL CORP | EQUITY | 7817 | 1189591 |
| PARK OHIO HOLDINGS CORP | EQUITY | 5400 | 113076 |
| PARKE BANCORP INC | EQUITY | 3200 | 80128 |
| PARSONS CORP | EQUITY | 27300 | 1687140 |
| PATHWARD FINANCIAL INC | EQUITY | 12316 | 874436 |
| PATRIA INVESTMENTS LTD A | EQUITY | 33800 | 537082 |
| PATRICK INDUSTRIES INC | EQUITY | 16755 | 1816745 |
| PATRIOT NATIONAL BANCORP INC | EQUITY | 43900 | 79898 |
| PATTERSON UTI ENERGY INC | EQUITY | 178832 | 1092664 |
| PAYLOCITY HOLDING CORP | EQUITY | 23031 | 3512228 |
| PAYONEER GLOBAL INC | EQUITY | 144600 | 812652 |
| PAYSAFE LTD | EQUITY | 14725 | 119125 |
| PAYSIGN INC | EQUITY | 18000 | 92700 |
| PBF ENERGY INC CLASS A | EQUITY | 43251 | 1172967 |
| PC CONNECTION INC | EQUITY | 5800 | 335008 |
| PCB BANCORP | EQUITY | 6400 | 138560 |
| PDF SOLUTIONS INC | EQUITY | 17100 | 487863 |
| PEABODY ENERGY CORP | EQUITY | 62800 | 1865160 |
| PEAKSTONE REALTY TRUST | EQUITY | 21100 | 302785 |
| PEAPACK GLADSTONE FINL CORP | EQUITY | 10205 | 284209 |
| PEBBLEBROOK HOTEL TRUST | EQUITY | 62155 | 703595 |
| PEDIATRIX MEDICAL GROUP INC | EQUITY | 44047 | 942165 |
| PEGASYSTEMS INC | EQUITY | 45122 | 2694686 |
| PELOTON INTERACTIVE INC A | EQUITY | 207400 | 1277584 |
| PENGUIN SOLUTIONS INC | EQUITY | 27126 | 530585 |
| PENN ENTERTAINMENT INC | EQUITY | 77300 | 1140175 |
| PENNANT GROUP INC/THE | EQUITY | 16882 | 475228 |
| PENNYMAC FINANCIAL SERVICES | EQUITY | 15158 | 1998431 |
| PENNYMAC MORTGAGE INVESTMENT | EQUITY | 43642 | 547707 |
| PENSKE AUTOMOTIVE GROUP INC | EQUITY | 9400 | 1487926 |
| PENUMBRA INC | EQUITY | 19440 | 6044090 |
| PEOPLES BANCORP INC | EQUITY | 18805 | 564714 |
| PEOPLES BANCORP OF NC | EQUITY | 800 | 28960 |
| PEOPLES FINANCIAL SERVICES | EQUITY | 4505 | 219439 |
| PERDOCEO EDUCATION CORP | EQUITY | 31482 | 923367 |
| PERELLA WEINBERG PARTNERS | EQUITY | 32400 | 560520 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PERFORMANCE FOOD GROUP CO | EQUITY | 79584 | 7156193 |
| PERIMETER SOLUTIONS INC | EQUITY | 72000 | 1982160 |
| PERMA FIX ENVIRONMENTAL SVCS | EQUITY | 8200 | 103238 |
| PERMIAN RESOURCES CORP CL A | EQUITY | 371238 | 5208469 |
| PERPETUA RESOURCES CORP | EQUITY | 44100 | 1067661 |
| PERRIGO CO PLC | EQUITY | 71800 | 999456 |
| PERSONALIS INC | EQUITY | 22800 | 181488 |
| PERSPECTIVE THERAPEUTICS INC | EQUITY | 26400 | 72600 |
| PETCO HEALTH AND WELLNESS CO | EQUITY | 42000 | 118020 |
| PHATHOM PHARMACEUTICALS INC | EQUITY | 21700 | 360003 |
| PHIBRO ANIMAL HEALTH CORP A | EQUITY | 10813 | 403974 |
| PHILLIPS EDISON + COMPANY IN | EQUITY | 64600 | 2297822 |
| PHINIA INC | EQUITY | 19800 | 1241262 |
| PHOENIX EDUCATION PARTNERS I | EQUITY | 2900 | 87870 |
| PHOTRONICS INC | EQUITY | 30242 | 967744 |
| PHREESIA INC | EQUITY | 29894 | 505806 |
| PIEDMONT REALTY TRUST INC | EQUITY | 61600 | 513744 |
| PILGRIM S PRIDE CORP | EQUITY | 21342 | 832125 |
| PINNACLE FINANCIAL PARTNERS | EQUITY | 39297 | 3749327 |
| PINTEREST INC CLASS A | EQUITY | 308986 | 7999648 |
| PIONEER BANCORP INC/NY | EQUITY | 8000 | 107840 |
| PIPER SANDLER COS | EQUITY | 8481 | 2881081 |
| PITNEY BOWES INC | EQUITY | 86800 | 917476 |
| PJT PARTNERS INC A | EQUITY | 11700 | 1956240 |
| PLANET FITNESS INC CL A | EQUITY | 43400 | 4707598 |
| PLANET LABS PBC | EQUITY | 123500 | 2435420 |
| PLAYSTUDIOS INC | EQUITY | 45400 | 29578 |
| PLAYTIKA HOLDING CORP | EQUITY | 31414 | 124085 |
| PLEXUS CORP | EQUITY | 13854 | 2036538 |
| PLUG POWER INC | EQUITY | 586500 | 1155405 |
| PLUMAS BANCORP | EQUITY | 3000 | 134070 |
| PLYMOUTH INDUSTRIAL REIT INC | EQUITY | 22300 | 487924 |
| POLARIS INC | EQUITY | 27568 | 1743676 |
| PONCE FINANCIAL GROUP INC | EQUITY | 11100 | 181485 |
| POPULAR INC | EQUITY | 34184 | 4256592 |
| PORCH GROUP INC | EQUITY | 42500 | 388025 |
| PORTILLO S INC CL A | EQUITY | 29800 | 135292 |
| PORTLAND GENERAL ELECTRIC CO | EQUITY | 59426 | 2851854 |
| POST HOLDINGS INC | EQUITY | 25714 | 2546972 |
| POSTAL REALTY TRUST INC A | EQUITY | 13600 | 219504 |
| POTLATCHDELTIC CORP | EQUITY | 40449 | 1609061 |
| POWELL INDUSTRIES INC | EQUITY | 4880 | 1555646 |
| POWER INTEGRATIONS INC | EQUITY | 28650 | 1018221 |
| POWER SOLUTIONS INTERNATIONA | EQUITY | 4500 | 257130 |
| POWERFLEET INC | EQUITY | 62000 | 329840 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PRA GROUP INC | EQUITY | 19581 | 346388 |
| PRAIRIE OPERATING CO | EQUITY | 900 | 1521 |
| PRAXIS PRECISION MEDICINES I | EQUITY | 11700 | 3448458 |
| PRECIGEN INC | EQUITY | 96000 | 401280 |
| PREFERRED BANK/LOS ANGELES | EQUITY | 6700 | 632681 |
| PREFORMED LINE PRODUCTS CO | EQUITY | 1400 | 289394 |
| PRESTIGE CONSUMER HEALTHCARE | EQUITY | 25486 | 1572231 |
| PRICESMART INC | EQUITY | 13291 | 1630407 |
| PRIME MEDICINE INC | EQUITY | 53200 | 184604 |
| PRIMEENERGY RESOURCES CORP | EQUITY | 200 | 34200 |
| PRIMERICA INC | EQUITY | 16723 | 4320554 |
| PRIMIS FINANCIAL CORP | EQUITY | 10400 | 144664 |
| PRIMO BRANDS CORP | EQUITY | 132455 | 2165639 |
| PRIMORIS SERVICES CORP | EQUITY | 27700 | 3438678 |
| PRINCETON BANCORP INC | EQUITY | 3500 | 121415 |
| PRIORITY TECHNOLOGY HOLDINGS | EQUITY | 13100 | 71395 |
| PRIVIA HEALTH GROUP INC | EQUITY | 59900 | 1420229 |
| PRO DEX INC | EQUITY | 1100 | 42328 |
| PROASSURANCE CORP | EQUITY | 24835 | 600014 |
| PROCEPT BIOROBOTICS CORP | EQUITY | 27300 | 858858 |
| PROCORE TECHNOLOGIES INC | EQUITY | 60500 | 4400770 |
| PROFICIENT AUTO LOGISTICS IN | EQUITY | 10700 | 103148 |
| PROFRAC HOLDING CORP A | EQUITY | 8000 | 31120 |
| PROG HOLDINGS INC | EQUITY | 20502 | 604604 |
| PROGRESS SOFTWARE CORP | EQUITY | 22085 | 948772 |
| PROGYNY INC | EQUITY | 39100 | 1004088 |
| PROPETRO HOLDING CORP | EQUITY | 41697 | 396538 |
| PROSPERITY BANCSHARES INC | EQUITY | 46965 | 3245751 |
| PROTAGONIST THERAPEUTICS INC | EQUITY | 30153 | 2633563 |
| PROTALIX BIOTHERAPEUTICS INC | EQUITY | 13400 | 24120 |
| PROTARA THERAPEUTIC INC | EQUITY | 20100 | 107133 |
| PROTHENA CORP PLC | EQUITY | 24800 | 236840 |
| PROTO LABS INC | EQUITY | 12700 | 642493 |
| PROVIDENT FINANCIAL SERVICES | EQUITY | 68400 | 1350900 |
| PTC THERAPEUTICS INC | EQUITY | 39390 | 2992064 |
| PUBMATIC INC CLASS A | EQUITY | 23900 | 211993 |
| PULMONX CORP | EQUITY | 22600 | 49946 |
| PULSE BIOSCIENCES INC | EQUITY | 10113 | 138851 |
| PULSE BIOSCIENCES INC | EQUITY | 1075 | 5870 |
| PUMA BIOTECHNOLOGY INC | EQUITY | 20700 | 123165 |
| PURE CYCLE CORP | EQUITY | 13491 | 148266 |
| PURECYCLE TECHNOLOGIES INC | EQUITY | 67900 | 583261 |
| PURSUIT ATTRACTIONS AND HOSP | EQUITY | 11529 | 388297 |
| PVH CORP | EQUITY | 24600 | 1648692 |
| Q2 HOLDINGS INC | EQUITY | 31664 | 2284874 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| QCR HOLDINGS INC | EQUITY | 8900 | 741370 |
| QIAGEN N.V. | EQUITY | 110827 | 4983890 |
| QORVO INC | EQUITY | 43600 | 3684636 |
| QUAD GRAPHICS INC | EQUITY | 16700 | 104709 |
| QUAKER CHEMICAL CORPORATION | EQUITY | 6800 | 933708 |
| QUALYS INC | EQUITY | 18746 | 2491343 |
| QUANEX BUILDING PRODUCTS | EQUITY | 24355 | 374580 |
| QUANTERIX CORP | EQUITY | 20880 | 132797 |
| QUANTUM COMPUTING INC | EQUITY | 105100 | 1078326 |
| QUANTUM SI INC | EQUITY | 77100 | 84810 |
| QUANTUMSCAPE CORP | EQUITY | 235500 | 2453910 |
| QUIDELORTHO CORP | EQUITY | 35082 | 1001942 |
| QUINSTREET INC | EQUITY | 28300 | 406671 |
| QXO INC | EQUITY | 319800 | 6168942 |
| RACKSPACE TECHNOLOGY INC | EQUITY | 34400 | 33399 |
| RADIAN GROUP INC | EQUITY | 68580 | 2468194 |
| RADIANT LOGISTICS INC | EQUITY | 19400 | 122802 |
| RADNET INC | EQUITY | 34936 | 2492684 |
| RALLIANT CORP | EQUITY | 58800 | 2993508 |
| RAMACO RESOURCES INC A | EQUITY | 21900 | 394200 |
| RAMBUS INC | EQUITY | 56200 | 5164218 |
| RANGE RESOURCES CORP | EQUITY | 122192 | 4308490 |
| RANGER ENERGY SERVICES CL A | EQUITY | 9500 | 132810 |
| RANPAK HOLDINGS CORP | EQUITY | 26000 | 140660 |
| RAPID7 INC | EQUITY | 31400 | 477280 |
| RAPPORT THERAPEUTICS INC | EQUITY | 14800 | 449032 |
| RAYONIER ADVANCED MATERIALS | EQUITY | 37927 | 223390 |
| RAYONIER INC | EQUITY | 81947 | 1774153 |
| RB GLOBAL INC | EQUITY | 96785 | 9956273 |
| RBB BANCORP | EQUITY | 8700 | 179568 |
| RBC BEARINGS INC | EQUITY | 16200 | 7264566 |
| RCI HOSPITALITY HOLDINGS INC | EQUITY | 5000 | 119200 |
| RCM TECHNOLOGIES INC | EQUITY | 900 | 18401 |
| RE/MAX HOLDINGS INC CL A | EQUITY | 12100 | 91839 |
| READY CAPITAL CORP | EQUITY | 94617 | 206265 |
| REAL BROKERAGE INC/THE | EQUITY | 53000 | 193450 |
| REALREAL INC/THE | EQUITY | 53800 | 848964 |
| RECURSION PHARMACEUTICALS A | EQUITY | 186500 | 762785 |
| RED CAT HOLDINGS INC | EQUITY | 55700 | 441701 |
| RED RIVER BANCSHARES INC | EQUITY | 3175 | 226790 |
| RED ROCK RESORTS INC CLASS A | EQUITY | 24900 | 1542555 |
| RED VIOLET INC | EQUITY | 6000 | 341700 |
| REDDIT INC CL A | EQUITY | 64900 | 14918563 |
| REDWIRE CORP | EQUITY | 39400 | 299440 |
| REDWOOD TRUST INC | EQUITY | 78400 | 433552 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| REGAL REXNORD CORP | EQUITY | 34016 | 4773125 |
| REGENXBIO INC | EQUITY | 26097 | 375797 |
| REGIONAL MANAGEMENT CORP | EQUITY | 4900 | 189875 |
| REINSURANCE GROUP OF AMERICA | EQUITY | 34075 | 6932900 |
| RELAY THERAPEUTICS INC | EQUITY | 74200 | 627732 |
| RELIANCE INC | EQUITY | 27199 | 7856975 |
| REMITLY GLOBAL INC | EQUITY | 85200 | 1175760 |
| RENAISSANCERE HOLDINGS LTD | EQUITY | 23697 | 6662649 |
| RENASANT CORP | EQUITY | 49475 | 1742510 |
| REPAY HOLDINGS CORP | EQUITY | 43800 | 159870 |
| REPLIGEN CORP | EQUITY | 27272 | 4468790 |
| REPLIMUNE GROUP INC | EQUITY | 36618 | 355927 |
| REPOSITRAK INC | EQUITY | 5000 | 61850 |
| REPUBLIC BANCORP INC CLASS A | EQUITY | 3890 | 268371 |
| RESERVOIR MEDIA INC | EQUITY | 5400 | 40878 |
| RESIDEO TECHNOLOGIES INC | EQUITY | 67466 | 2369406 |
| RESOLUTE HOLDINGS MANAG | EQUITY | 2158 | 445476 |
| RESOURCES CONNECTION INC | EQUITY | 17700 | 89208 |
| RESTAURANT BRANDS INTERN | EQUITY | 167500 | 11428525 |
| REV GROUP INC | EQUITY | 25000 | 1520250 |
| REVOLUTION MEDICINES INC | EQUITY | 90738 | 7227282 |
| REVOLVE GROUP INC | EQUITY | 21200 | 640028 |
| REX AMERICAN RESOURCES CORP | EQUITY | 16254 | 525329 |
| REXFORD INDUSTRIAL REALTY IN | EQUITY | 122143 | 4729377 |
| REYNOLDS CONSUMER PRODUCTS I | EQUITY | 28334 | 649415 |
| REZOLUTE INC | EQUITY | 37500 | 88500 |
| REZOLVE AI PLC | EQUITY | 76500 | 196605 |
| RGC RESOURCES INC | EQUITY | 4600 | 97980 |
| RH | EQUITY | 7927 | 1420122 |
| RHYTHM PHARMACEUTICALS INC | EQUITY | 27400 | 2932896 |
| RIBBON COMMUNICATIONS INC | EQUITY | 45063 | 129781 |
| RICHARDSON ELEC LTD | EQUITY | 6700 | 72896 |
| RICHTECH ROBOTICS INC CL B | EQUITY | 81300 | 262599 |
| RIDGEPOST CAPITAL INC A | EQUITY | 31000 | 304110 |
| RIGEL PHARMACEUTICALS INC | EQUITY | 9326 | 399433 |
| RIGETTI COMPUTING INC | EQUITY | 165500 | 3665825 |
| RILEY EXPLORATION PERMIAN IN | EQUITY | 6000 | 158400 |
| RIMINI STREET INC | EQUITY | 25600 | 99328 |
| RINGCENTRAL INC CLASS A | EQUITY | 40300 | 1163864 |
| RIOT PLATFORMS INC | EQUITY | 177700 | 2251459 |
| RITHM CAPITAL CORP | EQUITY | 279867 | 3050550 |
| RIVIAN AUTOMOTIVE INC A | EQUITY | 412200 | 8124462 |
| RLI CORP | EQUITY | 42290 | 2705714 |
| RLJ LODGING TRUST | EQUITY | 73518 | 547709 |
| RMR GROUP INC/THE A | EQUITY | 6926 | 103197 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| ROBERT HALF INC | EQUITY |  | 50600 | 1374296 |
| ROBLOX CORP CLASS A | EQUITY |  | 322300 | 26115969 |
| ROCKET COS INC CLASS A | EQUITY |  | 492622 | 9537162 |
| ROCKET LAB CORP | EQUITY |  | 216200 | 15082112 |
| ROCKET PHARMACEUTICALS INC | EQUITY |  | 41884 | 147013 |
| ROCKY BRANDS INC | EQUITY |  | 4400 | 129052 |
| ROGERS CORP | EQUITY |  | 9921 | 908466 |
| ROIVANT SCIENCES LTD | EQUITY |  | 202000 | 4383400 |
| ROKU INC | EQUITY |  | 67600 | 7333924 |
| ROOT INC/OH CLASS A | EQUITY |  | 6000 | 433380 |
| ROYAL GOLD INC | EQUITY |  | 42800 | 9514012 |
| ROYALTY PHARMA PLC CL A | EQUITY |  | 202700 | 7832328 |
| RPC INC | EQUITY |  | 48193 | 262170 |
| RPM INTERNATIONAL INC | EQUITY |  | 65947 | 6858488 |
| RUBRIK INC A | EQUITY |  | 70100 | 5361248 |
| RUMBLE INC | EQUITY |  | 53600 | 338752 |
| RUSH ENTERPRISES INC CL B | EQUITY |  | 2800 | 157528 |
| RUSH ENTERPRISES INC CL A | EQUITY |  | 32356 | 1745283 |
| RUSH STREET INTERACTIVE INC | EQUITY |  | 45200 | 878236 |
| RXO INC | EQUITY |  | 83449 | 1054795 |
| RXSIGHT INC | EQUITY |  | 19300 | 201106 |
| RYAN SPECIALTY HOLDINGS INC | EQUITY |  | 54600 | 2818998 |
| RYDER SYSTEM INC | EQUITY |  | 20504 | 3924261 |
| RYERSON HOLDING CORP | EQUITY |  | 14800 | 372368 |
| RYMAN HOSPITALITY PROPERTIES | EQUITY |  | 31478 | 2978448 |
| S + T BANCORP INC | EQUITY |  | 17100 | 672885 |
| S+P MID 400 EMINI MAR 26 | FUTURE | 3/20/2026 | 1600 | (132943) |
| SABLE OFFSHORE CORP | EQUITY |  | 39600 | 357192 |
| SABRA HEALTH CARE REIT INC | EQUITY |  | 122218 | 2314809 |
| SABRE CORP | EQUITY |  | 194763 | 264878 |
| SAFE BULKERS INC | EQUITY |  | 20436 | 98502 |
| SAFEHOLD INC | EQUITY |  | 28790 | 394135 |
| SAFETY INSURANCE GROUP INC | EQUITY |  | 8288 | 645718 |
| SAIA INC | EQUITY |  | 13954 | 4556260 |
| SAILPOINT INC | EQUITY |  | 31600 | 639268 |
| SALLY BEAUTY HOLDINGS INC | EQUITY |  | 53217 | 758874 |
| SAMSARA INC CL A | EQUITY |  | 163800 | 5806710 |
| SANA BIOTECHNOLOGY INC | EQUITY |  | 87100 | 354497 |
| SANARA MEDTECH INC | EQUITY |  | 2300 | 53705 |
| SANDRIDGE ENERGY INC | EQUITY |  | 18200 | 262626 |
| SANMINA CORP | EQUITY |  | 26920 | 4039884 |
| SANUWAVE HEALTH INC | EQUITY |  | 3600 | 107424 |
| SAREPTA THERAPEUTICS INC | EQUITY |  | 48386 | 1041267 |
| SATELLOGIC INC A | EQUITY |  | 36700 | 68629 |
| SAUL CENTERS INC | EQUITY |  | 5635 | 177672 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SAVARA INC | EQUITY | 66700 | 402201 |
| SAVERS VALUE VILLAGE INC | EQUITY | 19300 | 180262 |
| SCANSOURCE INC | EQUITY | 11000 | 429660 |
| SCHNEIDER NATIONAL INC CL B | EQUITY | 22800 | 604884 |
| SCHOLAR ROCK HOLDING CORP | EQUITY | 42300 | 1863315 |
| SCHOLASTIC CORP | EQUITY | 10900 | 322967 |
| SCHRODINGER INC | EQUITY | 30900 | 552492 |
| SCIENCE APPLICATIONS INTE | EQUITY | 24360 | 2452078 |
| SCORPIO TANKERS INC | EQUITY | 23157 | 1177070 |
| SCOTTS MIRACLE GRO CO | EQUITY | 22130 | 1291286 |
| SEABOARD CORP | EQUITY | 128 | 568937 |
| SEACOAST BANKING CORP/FL | EQUITY | 45270 | 1422383 |
| SEACOR MARINE HOLDINGS INC | EQUITY | 13300 | 80066 |
| SEADRILL LIMITED | EQUITY | 33300 | 1152180 |
| SEALED AIR CORP | EQUITY | 75400 | 3123822 |
| SEAPORT ENTERTAINMENT GROUP | EQUITY | 4435 | 87680 |
| SEI INVESTMENTS COMPANY | EQUITY | 53244 | 4367073 |
| SELECT MEDICAL HOLDINGS CORP | EQUITY | 57531 | 854335 |
| SELECT WATER SOLUTIONS INC | EQUITY | 46420 | 488338 |
| SELECTIVE INSURANCE GROUP | EQUITY | 31470 | 2633095 |
| SELECTQUOTE INC | EQUITY | 73200 | 103212 |
| SELLAS LIFE SCIENCES GROUP I | EQUITY | 46000 | 173420 |
| SEMLER SCIENTIFIC INC | EQUITY | 6100 | 93269 |
| SEMRUSH HOLDINGS INC A | EQUITY | 24700 | 293683 |
| SEMTECH CORP | EQUITY | 44671 | 3291806 |
| SENECA FOODS CORP CL A | EQUITY | 2600 | 287638 |
| SENSATA TECHNOLOGIES HOLDING | EQUITY | 75100 | 2500079 |
| SENSIENT TECHNOLOGIES CORP | EQUITY | 21908 | 2058257 |
| SENTINELONE INC CLASS A | EQUITY | 152000 | 2280000 |
| SEPTERNA INC | EQUITY | 10900 | 303892 |
| SERVE ROBOTICS INC | EQUITY | 33300 | 345654 |
| SERVICE CORP INTERNATIONAL | EQUITY | 71409 | 5567760 |
| SERVICE PROPERTIES TRUST | EQUITY | 88680 | 163171 |
| SERVISFIRST BANCSHARES INC | EQUITY | 27083 | 1944289 |
| SEVEN HILLS REALTY TRUST | EQUITY | 17050 | 151745 |
| SEZZLE INC | EQUITY | 8000 | 507800 |
| SFL CORP LTD | EQUITY | 63329 | 494599 |
| SHAKE SHACK INC CLASS A | EQUITY | 19615 | 1592150 |
| SHARKNINJA INC | EQUITY | 43500 | 4867650 |
| SHENANDOAH TELECOMMUNICATION | EQUITY | 27500 | 317900 |
| SHIFT4 PAYMENTS INC CLASS A | EQUITY | 34800 | 2191356 |
| SHOALS TECHNOLOGIES GROUP A | EQUITY | 85300 | 725050 |
| SHOE CARNIVAL INC | EQUITY | 11000 | 185680 |
| SHORE BANCSHARES INC | EQUITY | 17050 | 301444 |
| SHOULDER INNOVATIONS INC | EQUITY | 2200 | 31460 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SHUTTERSTOCK INC | EQUITY | 13695 | 261575 |
| SI BONE INC | EQUITY | 20139 | 397141 |
| SIEBERT FINANCIAL CORP | EQUITY | 5200 | 18252 |
| SIERRA BANCORP | EQUITY | 8600 | 281048 |
| SIGA TECHNOLOGIES INC | EQUITY | 21300 | 130143 |
| SIGHT SCIENCES INC | EQUITY | 16900 | 134017 |
| SIGNET JEWELERS LTD | EQUITY | 20509 | 1699786 |
| SILA REALTY TRUST INC | EQUITY | 28000 | 652680 |
| SILGAN HOLDINGS INC | EQUITY | 45143 | 1822423 |
| SILICON LABORATORIES INC | EQUITY | 16200 | 2117340 |
| SILVACO GROUP INC | EQUITY | 3100 | 12555 |
| SILVERCREST ASSET MANAGEME A | EQUITY | 1400 | 21266 |
| SIMMONS FIRST NATL CORP CL A | EQUITY | 72319 | 1363213 |
| SIMPLY GOOD FOODS CO/THE | EQUITY | 49466 | 993277 |
| SIMPSON MANUFACTURING CO INC | EQUITY | 21600 | 3487752 |
| SIMULATIONS PLUS INC | EQUITY | 9000 | 164070 |
| SINCLAIR INC | EQUITY | 19596 | 299819 |
| SIONNA THERAPEUTICS INC | EQUITY | 8400 | 345576 |
| SIRIUS XM HOLDINGS INC | EQUITY | 98394 | 1967388 |
| SIRIUSPOINT LTD | EQUITY | 53243 | 1165489 |
| SITE CENTERS CORP | EQUITY | 23901 | 153444 |
| SITEONE LANDSCAPE SUPPLY INC | EQUITY | 23000 | 2864880 |
| SITIME CORP | EQUITY | 11220 | 3962792 |
| SIX FLAGS ENTERTAINMENT CORP | EQUITY | 50253 | 770881 |
| SKY HARBOUR GROUP CORP | EQUITY | 8200 | 73554 |
| SKYWARD SPECIALTY INSURANCE | EQUITY | 18600 | 950646 |
| SKYWATER TECHNOLOGY INC | EQUITY | 13392 | 243199 |
| SKYWEST INC | EQUITY | 20766 | 2085114 |
| SKYX PLATFORMS CORP | EQUITY | 15500 | 33635 |
| SL GREEN REALTY CORP | EQUITY | 37555 | 1722648 |
| SLEEP NUMBER CORP | EQUITY | 12124 | 102569 |
| SLIDE INSURANCE HOLDINGS INC | EQUITY | 14000 | 272720 |
| SLM CORP | EQUITY | 107656 | 2913171 |
| SM ENERGY CO | EQUITY | 56200 | 1050940 |
| SMARTFINANCIAL INC | EQUITY | 9183 | 339679 |
| SMARTSTOP SELF STORAGE REIT | EQUITY | 15500 | 479570 |
| SMITH + WESSON BRANDS INC | EQUITY | 19600 | 193452 |
| SMITH MIDLAND CORP | EQUITY | 1700 | 61778 |
| SMITHFIELD FOODS INC | EQUITY | 23400 | 522522 |
| SNOWFLAKE INC | EQUITY | 170800 | 37466688 |
| SOFI TECHNOLOGIES INC | EQUITY | 626804 | 16409729 |
| SOLARIS ENERGY INFRASTRUCTUR | EQUITY | 22000 | 1011340 |
| SOLENO THERAPEUTICS INC | EQUITY | 24300 | 1125090 |
| SOLESENCE INC | EQUITY | 5400 | 8613 |
| SOLID BIOSCIENCES INC | EQUITY | 28300 | 159612 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SOLID POWER INC | EQUITY | 78500 | 333625 |
| SOLSTICE ADV MATERIALS INC | EQUITY | 83400 | 4051572 |
| SOMNIGROUP INTERNATIONAL INC | EQUITY | 105341 | 9404844 |
| SONIC AUTOMOTIVE INC CLASS A | EQUITY | 7940 | 491168 |
| SONIDA SENIOR LIVING INC | EQUITY | 1600 | 52176 |
| SONOCO PRODUCTS CO | EQUITY | 50520 | 2204693 |
| SONOS INC | EQUITY | 61100 | 1072916 |
| SOTERA HEALTH CO | EQUITY | 109400 | 1929816 |
| SOUNDHOUND AI INC A | EQUITY | 195700 | 1951129 |
| SOUNDTHINKING INC | EQUITY | 6294 | 50541 |
| SOUTH PLAINS FINANCIAL INC | EQUITY | 6650 | 258020 |
| SOUTHERN COPPER CORP | EQUITY | 43255 | 6205795 |
| SOUTHERN FIRST BANCSHARES | EQUITY | 4172 | 214941 |
| SOUTHERN MISSOURI BANCORP | EQUITY | 5300 | 313336 |
| SOUTHSIDE BANCSHARES INC | EQUITY | 14968 | 454878 |
| SOUTHSTATE BANK CORP | EQUITY | 51988 | 4892591 |
| SOUTHWEST GAS HOLDINGS INC | EQUITY | 34000 | 2720680 |
| SPECTRUM BRANDS HOLDINGS INC | EQUITY | 12513 | 739268 |
| SPHERE ENTERTAINMENT CO | EQUITY | 14407 | 1369818 |
| SPIRE GLOBAL INC | EQUITY | 13600 | 102000 |
| SPIRE INC | EQUITY | 30003 | 2481248 |
| SPOK HOLDINGS INC | EQUITY | 9100 | 120029 |
| SPOTIFY TECHNOLOGY SA | EQUITY | 80115 | 46523582 |
| SPRINKLR INC A | EQUITY | 61100 | 475358 |
| SPROUT SOCIAL INC CLASS A | EQUITY | 27300 | 307671 |
| SPROUTS FARMERS MARKET INC | EQUITY | 51468 | 4100456 |
| SPS COMMERCE INC | EQUITY | 19596 | 1746591 |
| SPX TECHNOLOGIES INC | EQUITY | 24594 | 4920276 |
| SPYRE THERAPEUTICS INC | EQUITY | 35900 | 1176084 |
| SS+C TECHNOLOGIES HOLDINGS | EQUITY | 108908 | 9520737 |
| SSR MINING INC | EQUITY | 105300 | 2308176 |
| ST JOE CO/THE | EQUITY | 19597 | 1163474 |
| STAAR SURGICAL CO | EQUITY | 25700 | 593413 |
| STAG INDUSTRIAL INC | EQUITY | 97490 | 3583732 |
| STAGWELL INC | EQUITY | 59215 | 289561 |
| STANDARD BIOTOOLS INC | EQUITY | 161400 | 206592 |
| STANDARD MOTOR PRODS | EQUITY | 12000 | 442200 |
| STANDARDAERO INC | EQUITY | 73800 | 2116584 |
| STANDEX INTERNATIONAL CORP | EQUITY | 6100 | 1325408 |
| STARWOOD PROPERTY TRUST INC | EQUITY | 179090 | 3225411 |
| STARZ ENTERTAINMENT CORP | EQUITY | 6904 | 80777 |
| STELLAR BANCORP INC | EQUITY | 25782 | 797695 |
| STEPAN CO | EQUITY | 11332 | 536684 |
| STEPSTONE GROUP INC CLASS A | EQUITY | 36200 | 2322954 |
| STEREOTAXIS INC | EQUITY | 28300 | 65090 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| STERLING BANCORP INC/MI | EQUITY | 13032 | 63075 |
| STERLING INFRASTRUCTURE INC | EQUITY | 15480 | 4740440 |
| STEVEN MADDEN LTD | EQUITY | 36630 | 1525273 |
| STEWART INFORMATION SERVICES | EQUITY | 14590 | 1025093 |
| STIFEL FINANCIAL CORP | EQUITY | 51599 | 6461227 |
| STITCH FIX INC CLASS A | EQUITY | 53900 | 282975 |
| STOCK YARDS BANCORP INC | EQUITY | 13965 | 907027 |
| STOKE THERAPEUTICS INC | EQUITY | 22842 | 725005 |
| STONECO LTD A | EQUITY | 129200 | 1910868 |
| STONEX GROUP INC | EQUITY | 25347 | 2411260 |
| STRATA CRITICAL MEDICAL INC | EQUITY | 31700 | 152477 |
| STRATEGIC EDUCATION INC | EQUITY | 11987 | 961357 |
| STRATEGY INC | EQUITY | 139400 | 21181830 |
| STRATTEC SECURITY CORP | EQUITY | 1800 | 137052 |
| STRATUS PROPERTIES INC | EQUITY | 3900 | 94302 |
| STRAWBERRY FIELDS REIT INC | EQUITY | 3400 | 44540 |
| STRIDE INC | EQUITY | 21700 | 1408981 |
| STURM RUGER + CO INC | EQUITY | 7700 | 251405 |
| SUMMIT HOTEL PROPERTIES INC | EQUITY | 60789 | 296042 |
| SUMMIT MIDSTREAM CORP | EQUITY | 2700 | 72036 |
| SUMMIT THERAPEUTICS INC | EQUITY | 61000 | 1066890 |
| SUN COMMUNITIES INC | EQUITY | 63283 | 7841397 |
| SUN COUNTRY AIRLINES HOLDING | EQUITY | 24700 | 355433 |
| SUNCOKE ENERGY INC | EQUITY | 47465 | 341748 |
| SUNOPTA INC | EQUITY | 51900 | 197220 |
| SUNPOWER INC | EQUITY | 15200 | 23864 |
| SUNRISE REALTY TRUST INC | EQUITY | 3799 | 35825 |
| SUNRUN INC | EQUITY | 116135 | 2136884 |
| SUNSTONE HOTEL INVESTORS INC | EQUITY | 101668 | 908912 |
| SUPER GROUP SGHC LTD | EQUITY | 81500 | 973925 |
| SUPERIOR GROUP OF COS INC | EQUITY | 4700 | 45496 |
| SUPERNUS PHARMACEUTICALS INC | EQUITY | 27900 | 1386630 |
| SURGERY PARTNERS INC | EQUITY | 40390 | 624026 |
| SWEETGREEN INC CLASS A | EQUITY | 55100 | 372476 |
| SYLVAMO CORP | EQUITY | 17900 | 861885 |
| SYNAPTICS INC | EQUITY | 19600 | 1450792 |
| SYNCHRONOSS TECHNOLOGIES INC | EQUITY | 4600 | 39376 |
| SYNDAX PHARMACEUTICALS INC | EQUITY | 45233 | 950345 |
| SYNOVUS FINANCIAL CORP | EQUITY | 71922 | 3599696 |
| T1 ENERGY INC | EQUITY | 69900 | 466932 |
| TACTILE SYSTEMS TECHNOLOGY I | EQUITY | 12700 | 368300 |
| TALEN ENERGY CORP | EQUITY | 23760 | 8906198 |
| TALKSPACE INC | EQUITY | 72900 | 264627 |
| TALOS ENERGY INC | EQUITY | 60916 | 671294 |
| TANDEM DIABETES CARE INC | EQUITY | 34912 | 767366 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TANGER INC | EQUITY | 57592 | 1921845 |
| TANGO THERAPEUTICS INC | EQUITY | 55200 | 489072 |
| TARGET HOSPITALITY CORP | EQUITY | 17840 | 142898 |
| TARSUS PHARMACEUTICALS INC | EQUITY | 20500 | 1678540 |
| TAYLOR MORRISON HOME CORP | EQUITY | 49900 | 2937613 |
| TAYSHA GENE THERAPIES INC | EQUITY | 108100 | 594550 |
| TD SYNNEX CORP | EQUITY | 39951 | 6001839 |
| TEADS HOLDING CO | EQUITY | 17200 | 12107 |
| TECHNIPFMC PLC | EQUITY | 208900 | 9308584 |
| TECHTARGET INC | EQUITY | 15600 | 84240 |
| TECNOGLASS INC | EQUITY | 14100 | 709512 |
| TECTONIC THERAPEUTIC INC | EQUITY | 4900 | 102214 |
| TEEKAY CORP LTD | EQUITY | 30200 | 272706 |
| TEEKAY TANKERS LTD CLASS A | EQUITY | 12500 | 667750 |
| TEGNA INC | EQUITY | 82451 | 1600374 |
| TEJON RANCH CO | EQUITY | 11860 | 187032 |
| TELADOC HEALTH INC | EQUITY | 90339 | 632373 |
| TELEFLEX INC | EQUITY | 22900 | 2794716 |
| TELEPHONE AND DATA SYSTEMS | EQUITY | 51295 | 2103095 |
| TELOS CORPORATION | EQUITY | 27500 | 140250 |
| TEMPUS AI INC CL A | EQUITY | 50500 | 2982025 |
| TENABLE HOLDINGS INC | EQUITY | 62200 | 1463566 |
| TENET HEALTHCARE CORP | EQUITY | 45237 | 8989497 |
| TENNANT CO | EQUITY | 10043 | 740169 |
| TERADATA CORP | EQUITY | 48777 | 1484772 |
| TERAWULF INC | EQUITY | 157600 | 1810824 |
| TEREX CORP | EQUITY | 33301 | 1777607 |
| TERNS PHARMACEUTICALS INC | EQUITY | 44400 | 1793760 |
| TERRENO REALTY CORP | EQUITY | 52400 | 3076404 |
| TETRA TECH INC | EQUITY | 135625 | 4548863 |
| TETRA TECHNOLOGIES INC | EQUITY | 66300 | 621231 |
| TEXAS CAPITAL BANCSHARES INC | EQUITY | 23504 | 2128052 |
| TEXAS ROADHOUSE INC | EQUITY | 34541 | 5733806 |
| TFS FINANCIAL CORP | EQUITY | 29000 | 388020 |
| TG THERAPEUTICS INC | EQUITY | 74900 | 2232769 |
| THERAVANCE BIOPHARMA INC | EQUITY | 20328 | 380337 |
| THERMON GROUP HOLDINGS INC | EQUITY | 17800 | 661448 |
| THIRD COAST BANCSHARES INC | EQUITY | 6800 | 258468 |
| THIRD HARMONIC BIO INC | EQUITY | 11700 | 351 |
| THOR INDUSTRIES INC | EQUITY | 26267 | 2696833 |
| THREDUP INC CLASS A | EQUITY | 48100 | 307359 |
| THRYV HOLDINGS INC | EQUITY | 18400 | 111320 |
| TIC SOLUTIONS INC | EQUITY | 105382 | 1065412 |
| TIDEWATER INC | EQUITY | 25532 | 1289621 |
| TIMBERLAND BANCORP INC | EQUITY | 4200 | 150360 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TIMKEN CO | EQUITY | 32303 | 2717651 |
| TIPTREE INC | EQUITY | 13200 | 241164 |
| TITAN AMERICA SA | EQUITY | 11900 | 196112 |
| TITAN INTERNATIONAL INC | EQUITY | 27000 | 211410 |
| TITAN MACHINERY INC | EQUITY | 11431 | 171922 |
| TOAST INC CLASS A | EQUITY | 242400 | 8607624 |
| TOBIRA THERAPEUTICS IN | EQUITY | 7800 | 107172 |
| TOLL BROTHERS INC | EQUITY | 49544 | 6699340 |
| TOMPKINS FINANCIAL CORP | EQUITY | 7087 | 513949 |
| TONIX PHARMACEUTICALS HOLDIN | EQUITY | 4500 | 70290 |
| TOOTSIE ROLL INDS | EQUITY | 8900 | 326007 |
| TOPBUILD CORP | EQUITY | 14674 | 6121846 |
| TORO CO | EQUITY | 50612 | 3984177 |
| TORRID HOLDINGS INC | EQUITY | 12500 | 12230 |
| TOWNE BANK | EQUITY | 38490 | 1284411 |
| TPG INC | EQUITY | 69355 | 4427623 |
| TPG MORTGAGE INVESTMENT TRUS | EQUITY | 12400 | 105648 |
| TPG RE FINANCE TRUST INC | EQUITY | 33285 | 286584 |
| TRADEWEB MARKETS INC CLASS A | EQUITY | 60193 | 6473155 |
| TRAEGER INC | EQUITY | 12900 | 13932 |
| TRANSCAT INC | EQUITY | 4800 | 272304 |
| TRANSCONTINENTAL REALTY INV | EQUITY | 300 | 17586 |
| TRANSMEDICS GROUP INC | EQUITY | 17029 | 2071578 |
| TRANSOCEAN LTD | EQUITY | 484400 | 2000572 |
| TRANSUNION | EQUITY | 102200 | 8763650 |
| TRAVEL LEISURE CO | EQUITY | 32100 | 2264013 |
| TRAVELZOO | EQUITY | 2400 | 17088 |
| TRAVERE THERAPEUTICS INC | EQUITY | 43500 | 1662135 |
| TREACE MEDICAL CONCEPTS INC | EQUITY | 25800 | 63210 |
| TREDEGAR CORP | EQUITY | 14246 | 102286 |
| TREEHOUSE FOODS INC | EQUITY | 26584 | 627117 |
| TREVI THERAPEUTICS INC | EQUITY | 44300 | 554636 |
| TREX COMPANY INC | EQUITY | 54999 | 1929365 |
| TRI POINTE HOMES INC | EQUITY | 45130 | 1420241 |
| TRICO BANCSHARES | EQUITY | 16400 | 776868 |
| TRILLER GROUP INC | EQUITY | 41600 | 1331 |
| TRIMAS CORP | EQUITY | 17000 | 602650 |
| TRINET GROUP INC | EQUITY | 15105 | 893159 |
| TRINITY INDUSTRIES INC | EQUITY | 42197 | 1115689 |
| TRIPADVISOR INC | EQUITY | 59000 | 859040 |
| TRISALUS LIFE SCIENCES INC | EQUITY | 17100 | 119358 |
| TRIUMPH FINANCIAL INC | EQUITY | 11900 | 745297 |
| TRONOX HOLDINGS PLC | EQUITY | 62400 | 260208 |
| TRUBRIDGE INC | EQUITY | 6200 | 136834 |
| TRUEBLUE INC | EQUITY | 18928 | 86122 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TRUECAR INC | EQUITY | 37657 | 85105 |
| TRUMP MEDIA + TECHNOLOGY GRO | EQUITY | 84400 | 1117456 |
| TRUPANION INC | EQUITY | 19300 | 721241 |
| TRUSTCO BANK CORP NY | EQUITY | 10387 | 429295 |
| TRUSTMARK CORP | EQUITY | 29021 | 1130368 |
| TSS INC | EQUITY | 9200 | 65044 |
| TTEC HOLDINGS INC | EQUITY | 12200 | 43920 |
| TTM TECHNOLOGIES | EQUITY | 53200 | 3670800 |
| TUCOWS INC CLASS A | EQUITY | 4900 | 109858 |
| TUHURA BIOSCIENCES INC | EQUITY | 9700 | 7340 |
| TURNING POINT BRANDS INC | EQUITY | 8800 | 953920 |
| TURTLE BEACH CORP | EQUITY | 7500 | 105225 |
| TUTOR PERINI CORP | EQUITY | 23059 | 1545414 |
| TVARDI THERAPEUTICS INC | EQUITY | 1500 | 6450 |
| TWILIO INC A | EQUITY | 73897 | 10511109 |
| TWIST BIOSCIENCE CORP | EQUITY | 31533 | 1000227 |
| TWO HARBORS INVESTMENT CORP | EQUITY | 55763 | 585512 |
| TXNM ENERGY INC | EQUITY | 51532 | 3034204 |
| TYRA BIOSCIENCES INC | EQUITY | 14000 | 368060 |
| U HAUL HOLDING CO | EQUITY | 3183 | 160455 |
| U HAUL HOLDING CO NON VOTING | EQUITY | 53147 | 2484091 |
| U.S. PHYSICAL THERAPY INC | EQUITY | 7900 | 616911 |
| UBIQUITI INC | EQUITY | 2160 | 1195236 |
| UDEMY INC | EQUITY | 51500 | 301275 |
| UFP INDUSTRIES INC | EQUITY | 29900 | 2722395 |
| UFP TECHNOLOGIES INC | EQUITY | 3900 | 865917 |
| UGI CORP | EQUITY | 112800 | 4222104 |
| UIPATH INC CLASS A | EQUITY | 207700 | 3404203 |
| ULTRA CLEAN HOLDINGS INC | EQUITY | 23200 | 587656 |
| ULTRAGENYX PHARMACEUTICAL IN | EQUITY | 46409 | 1067407 |
| UMB FINANCIAL CORP | EQUITY | 37160 | 4274886 |
| UMH PROPERTIES INC | EQUITY | 38900 | 618899 |
| UNDER ARMOUR INC CLASS A | EQUITY | 93600 | 465192 |
| UNDER ARMOUR INC CLASS C | EQUITY | 99400 | 477120 |
| UNIFIRST CORP/MA | EQUITY | 7800 | 1504620 |
| UNISYS CORP | EQUITY | 38640 | 106646 |
| UNITED BANKSHARES INC | EQUITY | 70254 | 2697754 |
| UNITED COMMUNITY BANKS/GA | EQUITY | 63707 | 1988933 |
| UNITED FIRE GROUP INC | EQUITY | 10500 | 381675 |
| UNITED NATURAL FOODS INC | EQUITY | 30800 | 1037036 |
| UNITED PARKS + RESORTS INC | EQUITY | 13915 | 505115 |
| UNITED STATES ANTIMONY CORP | EQUITY | 61900 | 310738 |
| UNITED STATES LIME + MINERAL | EQUITY | 5500 | 658570 |
| UNITED THERAPEUTICS CORP | EQUITY | 22050 | 10743863 |
| UNITI GROUP INC | EQUITY | 90096 | 631573 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UNITIL CORP | EQUITY | 9300 | 450492 |
| UNITY BANCORP INC | EQUITY | 4300 | 222396 |
| UNITY SOFTWARE INC | EQUITY | 168700 | 7451479 |
| UNIVERSAL CORP/VA | EQUITY | 12566 | 662857 |
| UNIVERSAL DISPLAY CORP | EQUITY | 22695 | 2650322 |
| UNIVERSAL HEALTH RLTY INCOME | EQUITY | 5620 | 220360 |
| UNIVERSAL INSURANCE HOLDINGS | EQUITY | 13239 | 447478 |
| UNIVERSAL LOGISTICS HOLDINGS | EQUITY | 4300 | 65317 |
| UNIVERSAL TECHNICAL INSTITUT | EQUITY | 24600 | 642798 |
| UNIVEST FINANCIAL CORP | EQUITY | 17416 | 570200 |
| UNUM GROUP | EQUITY | 88200 | 6835500 |
| UPBOUND GROUP INC | EQUITY | 27950 | 490802 |
| UPSTART HOLDINGS INC | EQUITY | 44500 | 1945985 |
| UPSTREAM BIO INC | EQUITY | 16600 | 450690 |
| UPWORK INC | EQUITY | 62900 | 1246678 |
| URANIUM ENERGY CORP | EQUITY | 247500 | 2890800 |
| URBAN EDGE PROPERTIES | EQUITY | 67200 | 1289568 |
| URBAN OUTFITTERS INC | EQUITY | 31455 | 2367303 |
| UROGEN PHARMA LTD | EQUITY | 19800 | 463716 |
| US DOLLAR | CASH | 1167890 | 1167890 |
| US FOODS HOLDING CORP | EQUITY | 116042 | 8740283 |
| US GOLD CORP | EQUITY | 6000 | 116460 |
| USA RARE EARTH INC | EQUITY | 45800 | 545020 |
| USA TODAY CO INC | EQUITY | 73799 | 380065 |
| USANA HEALTH SCIENCES INC | EQUITY | 4180 | 82053 |
| USCB FINANCIAL HOLDINGS INC | EQUITY | 3600 | 66312 |
| UTAH MEDICAL PRODUCTS INC | EQUITY | 1400 | 78344 |
| UTZ BRANDS INC | EQUITY | 37200 | 386136 |
| UWM HOLDINGS CORP | EQUITY | 79600 | 348648 |
| V2X INC | EQUITY | 12372 | 674893 |
| VAALCO ENERGY INC | EQUITY | 57000 | 207480 |
| VAIL RESORTS INC | EQUITY | 18300 | 2430240 |
| VALARIS LTD | EQUITY | 33300 | 1678320 |
| VALHI INC | EQUITY | 1400 | 16870 |
| VALLEY NATIONAL BANCORP | EQUITY | 248117 | 2898007 |
| VALMONT INDUSTRIES | EQUITY | 10000 | 4023200 |
| VALVOLINE INC | EQUITY | 65205 | 1894857 |
| VANDA PHARMACEUTICALS INC | EQUITY | 31200 | 275184 |
| VAREX IMAGING CORP | EQUITY | 20000 | 233000 |
| VARONIS SYSTEMS INC | EQUITY | 61336 | 2011821 |
| VAXCYTE INC | EQUITY | 59600 | 2749944 |
| VEECO INSTRUMENTS INC | EQUITY | 29609 | 846225 |
| VEEVA SYSTEMS INC CLASS A | EQUITY | 76758 | 17134688 |
| VELOCITY FINANCIAL INC | EQUITY | 4613 | 95766 |
| VERA THERAPEUTICS INC | EQUITY | 28881 | 1462534 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | VERACYTE INC | EQUITY | 40891 | 1721511 |
| | VERASTEM INC | EQUITY | 23000 | 177560 |
| | VERICEL CORP | EQUITY | 26448 | 952392 |
| | VERIS RESIDENTIAL INC | EQUITY | 38440 | 571987 |
| | VERRA MOBILITY CORP | EQUITY | 81675 | 1830337 |
| | VERTEX INC CLASS A | EQUITY | 37700 | 752869 |
| | VERTIV HOLDINGS CO A | EQUITY | 198000 | 32077980 |
| | VESTIS CORP | EQUITY | 58904 | 392890 |
| | VF CORP | EQUITY | 181400 | 3279712 |
| | VIA TRANSPORTATION INC CL A | EQUITY | 5800 | 168258 |
| | VIANT TECHNOLOGY INC A | EQUITY | 7600 | 91504 |
| | VIASAT INC | EQUITY | 64201 | 2212366 |
| | VIAVI SOLUTIONS INC | EQUITY | 111976 | 1995412 |
| | VICOR CORP | EQUITY | 12000 | 1315200 |
| | VICTORIA S SECRET + CO | EQUITY | 35500 | 1923035 |
| | VICTORY CAPITAL HOLDING A | EQUITY | 22900 | 1444761 |
| | VIEMED HEALTHCARE INC | EQUITY | 18700 | 138941 |
| | VIKING HOLDINGS LTD | EQUITY | 90600 | 6469746 |
| | VIKING THERAPEUTICS INC | EQUITY | 57300 | 2015814 |
| | VILLAGE SUPER MARKET CLASS A | EQUITY | 4300 | 152199 |
| | VIPER ENERGY INC CL A | EQUITY | 86956 | 3359110 |
| | VIR BIOTECHNOLOGY INC | EQUITY | 47381 | 285707 |
| | VIRCO MFG CORPORATION | EQUITY | 3600 | 23004 |
| | VIRGINIA NATIONAL BANKSHARES | EQUITY | 2800 | 111580 |
| | VIRIDIAN THERAPEUTICS INC | EQUITY | 41600 | 1294592 |
| | VIRTU FINANCIAL INC CLASS A | EQUITY | 41020 | 1366786 |
| | VIRTUS INVESTMENT PARTNERS | EQUITY | 3655 | 596313 |
| | VISHAY INTERTECHNOLOGY INC | EQUITY | 62824 | 910320 |
| | VISHAY PRECISION GROUP | EQUITY | 7077 | 272465 |
| | VISTANCE NETWORKS INC | EQUITY | 113700 | 2061381 |
| | VISTEON CORP | EQUITY | 14000 | 1331400 |
| | VITA COCO CO INC/THE | EQUITY | 25100 | 1330551 |
| | VITAL FARMS INC | EQUITY | 18300 | 584502 |
| | VITESSE ENERGY INC | EQUITY | 13958 | 268831 |
| | VIVID SEATS INC CLASS A | EQUITY | 2109 | 15206 |
| | VONTIER CORP | EQUITY | 75090 | 2791846 |
| | VORNADO REALTY TRUST | EQUITY | 91700 | 3051776 |
| | VOX ROYALTY CORP | EQUITY | 32800 | 155472 |
| \* | VOYA FINANCIAL INC | EQUITY | 49600 | 3694704 |
|  | VOYAGER TECHNOLOGIES INC A | EQUITY | 7000 | 182980 |
|  | VOYAGER THERAPEUTICS INC | EQUITY | 23100 | 90783 |
|  | VSE CORP | EQUITY | 11900 | 2055963 |
|  | VTEX CLASS A | EQUITY | 29200 | 109792 |
|  | VUZIX CORP | EQUITY | 35300 | 133434 |
|  | W+T OFFSHORE INC | EQUITY | 53967 | 87966 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WABASH NATIONAL CORP | EQUITY | 23157 | 200308 |
| WAFD INC | EQUITY | 41137 | 1317618 |
| WALDENCAST PLC A | EQUITY | 13400 | 25192 |
| WALKER + DUNLOP INC | EQUITY | 17173 | 1032956 |
| WARBY PARKER INC CLASS A | EQUITY | 50000 | 1089500 |
| WARRIOR MET COAL INC | EQUITY | 27100 | 2389407 |
| WASHINGTON TRUST BANCORP | EQUITY | 9600 | 283680 |
| WATERSTONE FINANCIAL INC | EQUITY | 8309 | 137514 |
| WATSCO INC | EQUITY | 18200 | 6132490 |
| WATTS WATER TECHNOLOGIES A | EQUITY | 14004 | 3865384 |
| WAVE LIFE SCIENCES LTD | EQUITY | 60700 | 1031900 |
| WAYFAIR INC CLASS A | EQUITY | 51255 | 5146515 |
| WAYSTAR HOLDING CORP | EQUITY | 56300 | 1843825 |
| WD 40 CO | EQUITY | 7100 | 1397990 |
| WEATHERFORD INTERNATIONAL PL | EQUITY | 37000 | 2895620 |
| WEAVE COMMUNICATIONS INC | EQUITY | 27100 | 205689 |
| WEBSTER FINANCIAL CORP | EQUITY | 84827 | 5339011 |
| WEBTOON ENTERTAINMENT INC | EQUITY | 9000 | 117270 |
| WEBULL CORP | EQUITY | 142100 | 1104117 |
| WEIS MARKETS INC | EQUITY | 6900 | 442221 |
| WENDY S CO/THE | EQUITY | 80377 | 669540 |
| WERNER ENTERPRISES INC | EQUITY | 29832 | 895258 |
| WESBANCO INC | EQUITY | 48677 | 1618023 |
| WESCO INTERNATIONAL INC | EQUITY | 25072 | 6133614 |
| WEST BANCORPORATION | EQUITY | 9700 | 215243 |
| WESTAMERICA BANCORPORATION | EQUITY | 12385 | 592375 |
| WESTERN ALLIANCE BANCORP | EQUITY | 55882 | 4698000 |
| WESTERN NEW ENGLAND BANCORP | EQUITY | 10800 | 136296 |
| WESTERN UNION CO | EQUITY | 166700 | 1551977 |
| WESTLAKE CORP | EQUITY | 17303 | 1279384 |
| WESTROCK COFFEE CO | EQUITY | 20900 | 85063 |
| WESTWOOD HOLDINGS GROUP INC | EQUITY | 4500 | 77445 |
| WEX INC | EQUITY | 17481 | 2604319 |
| WEYCO GROUP INC | EQUITY | 1700 | 52003 |
| WHIRLPOOL CORP | EQUITY | 27700 | 1998278 |
| WHITE MOUNTAINS INSURANCE GP | EQUITY | 1286 | 2672347 |
| WHITEFIBER INC | EQUITY | 6200 | 97960 |
| WHITESTONE REIT | EQUITY | 24000 | 333360 |
| WILEY (JOHN) + SONS CLASS A | EQUITY | 20990 | 642924 |
| WILLDAN GROUP INC | EQUITY | 7200 | 746352 |
| WILLIS LEASE FINANCE CORP | EQUITY | 1600 | 217024 |
| WILLSCOT HOLDINGS CORP | EQUITY | 92163 | 1735429 |
| WINGSTOP INC | EQUITY | 14607 | 3483623 |
| WINMARK CORP | EQUITY | 1478 | 598501 |
| WINNEBAGO INDUSTRIES | EQUITY | 13700 | 555124 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WINTRUST FINANCIAL CORP | EQUITY | 34143 | 4773874 |
| WISDOMTREE INC | EQUITY | 63185 | 770225 |
| WM TECHNOLOGY INC | EQUITY | 41500 | 34242 |
| WOLVERINE WORLD WIDE INC | EQUITY | 40726 | 739177 |
| WOODWARD INC | EQUITY | 31175 | 9424826 |
| WORKIVA INC | EQUITY | 25812 | 2226285 |
| WORLD ACCEPTANCE CORP | EQUITY | 1500 | 210585 |
| WORLD KINECT CORP | EQUITY | 27513 | 644630 |
| WORTHINGTON ENTERPRISES INC | EQUITY | 16836 | 868233 |
| WORTHINGTON STEEL INC | EQUITY | 17436 | 603634 |
| WP CAREY INC | EQUITY | 112629 | 7248802 |
| WSFS FINANCIAL CORP | EQUITY | 29027 | 1603451 |
| WYNDHAM HOTELS + RESORTS INC | EQUITY | 38590 | 2915860 |
| XENCOR INC | EQUITY | 36025 | 551543 |
| XENIA HOTELS + RESORTS INC | EQUITY | 51600 | 729624 |
| XENON PHARMACEUTICALS INC | EQUITY | 38000 | 1703160 |
| XERIS BIOPHARMA HOLDINGS INC | EQUITY | 79700 | 625645 |
| XEROX HOLDINGS CORP | EQUITY | 55000 | 130350 |
| XOMA ROYALTY CORPORATION | EQUITY | 5400 | 143586 |
| XOMETRY INC A | EQUITY | 22400 | 1332128 |
| XP INC CLASS A | EQUITY | 207600 | 3398412 |
| XPEL INC | EQUITY | 12700 | 633857 |
| XPERI INC | EQUITY | 24776 | 145187 |
| XPO INC | EQUITY | 59949 | 8147669 |
| XPONENTIAL FITNESS INC A | EQUITY | 13800 | 113574 |
| YELP INC | EQUITY | 31445 | 955614 |
| YETI HOLDINGS INC | EQUITY | 42673 | 1884866 |
| YEXT INC | EQUITY | 53651 | 432427 |
| YORK WATER CO | EQUITY | 6900 | 219696 |
| ZENAS BIOPHARMA INC | EQUITY | 8600 | 312266 |
| ZETA GLOBAL HOLDINGS CORP A | EQUITY | 99100 | 2016685 |
| ZEVIA PBC A | EQUITY | 11100 | 25752 |
| ZEVRA THERAPEUTICS INC | EQUITY | 27600 | 247296 |
| ZIFF DAVIS INC | EQUITY | 21635 | 760470 |
| ZILLOW GROUP INC A | EQUITY | 27961 | 1907779 |
| ZILLOW GROUP INC C | EQUITY | 83473 | 5694528 |
| ZIONS BANCORP NA | EQUITY | 74800 | 4378792 |
| ZIPRECRUITER INC A | EQUITY | 31900 | 124410 |
| ZOOM COMMUNICATIONS INC | EQUITY | 139200 | 12011568 |
| ZOOMINFO TECHNOLOGIES INC | EQUITY | 142100 | 1445157 |
| ZSCALER INC | EQUITY | 52180 | 11736326 |
| ZUMIEZ INC | EQUITY | 6162 | 160520 |
| ZURN ELKAY WATER SOLUTIONS C | EQUITY | 76579 | 3560158 |
| ZYMEWORKS INC | EQUITY | 27100 | 713543 |

---

------

---

| | |
|:---|:---|
| **Total : EXHIBIT C - Small/Mid-Cap Stock Index Fund** | **4025905404** |

---

**\* Party-In-Interest**

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

------

**EXHIBIT D - Inflation Protected Bond Fund**

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8% | 4313819 |  | $4313819 |
|  | TSY INFL IX N/B | FIXED INCOME | 4/15/2028 | 3.6 | 21214691 |  | 22279569 |
|  | TSY INFL IX N/B | FIXED INCOME | 4/15/2029 | 3.9 | 23203304 |  | 25024220 |
|  | TSY INFL IX N/B | FIXED INCOME | 4/15/2032 | 3.4 | 13329422 |  | 14741508 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2027 | 2.4 | 21694979 |  | 21882691 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2028 | 1.8 | 18705148 |  | 18856762 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2029 | 2.5 | 17499602 |  | 18083378 |
|  | TSY INFL IX N/B | FIXED INCOME | 7/15/2027 | 0.4 | 43752648 |  | 43263849 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2028 | 0.5 | 48499140 |  | 47677876 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2029 | 0.9 | 39031730 |  | 38473699 |
|  | TSY INFL IX N/B | FIXED INCOME | 7/15/2029 | 0.3 | 42703111 |  | 41196825 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2027 | 0.4 | 40077428 |  | 39600726 |
|  | TSY INFL IX N/B | FIXED INCOME | 7/15/2028 | 0.8 | 40507856 |  | 40061637 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2030 | 0.1 | 49162344 |  | 46694625 |
|  | TSY INFL IX N/B | FIXED INCOME | 7/15/2030 | 0.1 | 51231336 |  | 48435626 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2031 | 0.1 | 56594175 |  | 52852548 |
|  | TSY INFL IX N/B | FIXED INCOME | 7/15/2031 | 0.1 | 56107116 |  | 52085375 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2032 | 0.1 | 59567506 |  | 54531027 |
|  | TSY INFL IX N/B | FIXED INCOME | 4/15/2027 | 0.1 | 55349760 |  | 54366004 |
|  | TSY INFL IX N/B | FIXED INCOME | 7/15/2032 | 0.6 | 64264116 |  | 60415800 |
|  | TSY INFL IX N/B | FIXED INCOME | 10/15/2027 | 1.6 | 55503540 |  | 55948002 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2033 | 1.1 | 62919966 |  | 60499022 |
|  | TSY INFL IX N/B | FIXED INCOME | 4/15/2028 | 1.3 | 56442880 |  | 56253267 |
|  | TSY INFL IX N/B | FIXED INCOME | 7/15/2033 | 1.4 | 65660613 |  | 64142211 |
|  | TSY INFL IX N/B | FIXED INCOME | 10/15/2028 | 2.4 | 58197060 |  | 59991848 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2034 | 1.8 | 63573078 |  | 63348337 |
|  | TSY INFL IX N/B | FIXED INCOME | 4/15/2029 | 2.1 | 58577190 |  | 59881448 |
|  | TSY INFL IX N/B | FIXED INCOME | 7/15/2034 | 1.9 | 68730377 |  | 69165311 |
|  | TSY INFL IX N/B | FIXED INCOME | 10/15/2029 | 1.6 | 61047890 |  | 61725140 |
|  | TSY INFL IX N/B | FIXED INCOME | 1/15/2035 | 2.1 | 71339289 |  | 72768861 |
|  | TSY INFL IX N/B | FIXED INCOME | 4/15/2030 | 1.6 | 61366200 |  | 61761724 |
|  | TSY INFL IX N/B | FIXED INCOME | 7/15/2035 | 1.9 | 73511375 |  | 73481224 |
|  | TSY INFL IX N/B | FIXED INCOME | 10/15/2030 | 1.1 | 36738345 |  | 36238216 |

---

------

---

| | |
|:---|:---|
| **Total : EXHIBIT D - Inflation Protected Bond Fund** | $**1540042176** |

---

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

------

**EXHIBIT E - Total Bond Market Fund**

**(Managed by Neuberger Berman)**

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 3M COMPANY | FIXED INCOME | 9/14/2048 | 4.0% | 130000 |  | $102762 |
|  | ABBOTT LABORATORIES | FIXED INCOME | 11/30/2046 | 4.9 | 285000 |  | 269083 |
|  | ABBVIE INC | FIXED INCOME | 5/14/2045 | 4.7 | 1070000 |  | 969741 |
|  | ABBVIE INC | FIXED INCOME | 3/15/2031 | 5.0 | 1100000 |  | 1138159 |
|  | ACUITY BRANDS LIGHTING | FIXED INCOME | 12/15/2030 | 2.2 | 655000 |  | 589323 |
|  | AEP TEXAS INC | FIXED INCOME | 1/15/2050 | 3.5 | 755000 |  | 517281 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 10/29/2033 | 3.4 | 735000 |  | 665182 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 4/1/2028 | 4.9 | 765000 |  | 777890 |
|  | ALABAMA POWER CO | FIXED INCOME | 4/2/2035 | 5.1 | 1255000 |  | 1287316 |
|  | ALEXANDRIA REAL ESTATE E | FIXED INCOME | 5/18/2051 | 3.0 | 585000 |  | 358640 |
|  | ALIBABA GROUP HOLDING | FIXED INCOME | 12/6/2037 | 4.0 | 355000 |  | 326753 |
|  | ALIBABA GROUP HOLDING | FIXED INCOME | 2/9/2041 | 2.7 | 300000 |  | 220248 |
|  | ALLY FINANCIAL INC | FIXED INCOME | 7/26/2035 | 6.2 | 1070000 |  | 1110253 |
|  | ALPHABET INC | FIXED INCOME | 8/15/2050 | 2.1 | 380000 |  | 207852 |
|  | ALPHABET INC | FIXED INCOME | 8/15/2060 | 2.3 | 320000 |  | 164422 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2055 | 5.5 | 885000 |  | 870690 |
|  | ALTRIA GROUP INC | FIXED INCOME | 1/31/2044 | 5.4 | 230000 |  | 222484 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2041 | 3.4 | 555000 |  | 430020 |
|  | AMAZON.COM INC | FIXED INCOME | 8/22/2027 | 3.2 | 1145000 |  | 1136722 |
|  | AMAZON.COM INC | FIXED INCOME | 6/3/2030 | 1.5 | 1030000 |  | 929287 |
|  | AMAZON.COM INC | FIXED INCOME | 5/12/2051 | 3.1 | 575000 |  | 386975 |
|  | AMEREN CORP | FIXED INCOME | 1/15/2031 | 3.5 | 770000 |  | 740917 |
|  | AMERICA MOVIL SAB DE CV | FIXED INCOME | 3/30/2040 | 6.1 | 580000 |  | 617833 |
|  | AMERICAN ELECTRIC POWER | FIXED INCOME | 11/1/2027 | 5.8 | 1030000 |  | 1061899 |
|  | AMERICAN EXPRESS CO | FIXED INCOME | 8/3/2033 | 4.4 | 765000 |  | 760089 |
|  | AMERICAN HOMES 4 RENT | FIXED INCOME | 2/1/2034 | 5.5 | 995000 |  | 1029825 |
|  | AMERICAN MUNI PWR OHIO INC OH | FIXED INCOME | 2/15/2041 | 7.8 | 515000 |  | 611024 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 1/15/2027 | 2.8 | 1115000 |  | 1100293 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 6/15/2050 | 3.1 | 380000 |  | 250804 |
|  | AMERICAN WATER CAPITAL C | FIXED INCOME | 6/1/2049 | 4.2 | 540000 |  | 438167 |
|  | AMGEN INC | FIXED INCOME | 5/1/2045 | 4.4 | 560000 |  | 480833 |
|  | AMGEN INC | FIXED INCOME | 11/2/2027 | 3.2 | 380000 |  | 375440 |
|  | AMGEN INC | FIXED INCOME | 2/21/2040 | 3.2 | 155000 |  | 122486 |
|  | AMGEN INC | FIXED INCOME | 1/15/2052 | 3.0 | 460000 |  | 297574 |
|  | AMGEN INC | FIXED INCOME | 3/2/2053 | 5.7 | 435000 |  | 427675 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| AMPHENOL CORP | FIXED INCOME | 11/15/2055 | 5.3 | 930000 | 891684 |
| AMRIZE FINANCE US LLC | FIXED INCOME | 4/7/2028 | 4.7 | 1000000 | 1011810 |
| AON CORP/AON GLOBAL HOLD | FIXED INCOME | 2/28/2033 | 5.4 | 765000 | 797543 |
| APOLLO GLOBAL MANAGEMENT | FIXED INCOME | 11/15/2033 | 6.4 | 565000 | 621342 |
| APPLE INC | FIXED INCOME | 2/23/2036 | 4.5 | 460000 | 465672 |
| APPLE INC | FIXED INCOME | 5/11/2027 | 3.2 | 570000 | 567019 |
| APPLE INC | FIXED INCOME | 8/20/2060 | 2.6 | 350000 | 195402 |
| APPLE INC | FIXED INCOME | 2/8/2041 | 2.4 | 680000 | 491307 |
| APPLE INC | FIXED INCOME | 2/8/2051 | 2.7 | 335000 | 208069 |
| APPLIED MATERIALS INC | FIXED INCOME | 6/15/2029 | 4.8 | 575000 | 589594 |
| APPLOVIN CORP | FIXED INCOME | 12/1/2029 | 5.1 | 765000 | 785181 |
| APTIV SWISS HOLDINGS LTD | FIXED INCOME | 9/13/2029 | 4.7 | 440000 | 448452 |
| ARCHER DANIELS MIDLAND C | FIXED INCOME | 9/15/2051 | 2.7 | 560000 | 344809 |
| ARES CAPITAL CORP | FIXED INCOME | 3/8/2032 | 5.8 | 765000 | 773446 |
| ARIZONA PUBLIC SERVICE | FIXED INCOME | 8/15/2034 | 5.7 | 650000 | 684619 |
| ARTHUR J GALLAGHER + CO | FIXED INCOME | 2/15/2035 | 5.2 | 690000 | 698218 |
| ASIAN INFRASTRUCTURE INV | FIXED INCOME | 9/15/2028 | 3.6 | 1825000 | 1826971 |
| ASTRAZENECA PLC | FIXED INCOME | 9/15/2037 | 6.5 | 755000 | 862391 |
| AT+T INC | FIXED INCOME | 3/9/2048 | 4.5 | 557000 | 460711 |
| AT+T INC | FIXED INCOME | 3/1/2029 | 4.4 | 905000 | 910104 |
| AT+T INC | FIXED INCOME | 9/15/2053 | 3.5 | 433000 | 290716 |
| AT+T INC | FIXED INCOME | 9/15/2055 | 3.6 | 1158000 | 773382 |
| AT+T INC | FIXED INCOME | 12/1/2033 | 2.6 | 493000 | 421471 |
| ATHENE HOLDING LTD | FIXED INCOME | 1/15/2031 | 3.5 | 485000 | 458698 |
| ATMOS ENERGY CORP | FIXED INCOME | 2/15/2052 | 2.9 | 380000 | 236588 |
| AUTODESK INC | FIXED INCOME | 1/15/2030 | 2.9 | 510000 | 483011 |
| AUTOZONE INC | FIXED INCOME | 11/1/2028 | 6.3 | 510000 | 539106 |
| BANCO BILBAO VIZCAYA ARG | FIXED INCOME | 11/15/2034 | 7.9 | 600000 | 698970 |
| BANCO SANTANDER SA | FIXED INCOME | 2/23/2028 | 3.8 | 1000000 | 992430 |
| BANCO SANTANDER SA | FIXED INCOME | 12/3/2030 | 2.7 | 1000000 | 911300 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/24/2038 | 4.2 | 405000 | 378408 |
| BANK OF AMERICA CORP | FIXED INCOME | 12/20/2028 | 3.4 | 1831000 | 1809596 |
| BANK OF AMERICA CORP | FIXED INCOME | 3/15/2050 | 4.3 | 310000 | 261612 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/23/2040 | 4.1 | 355000 | 317473 |
| BANK OF AMERICA CORP | FIXED INCOME | 10/22/2030 | 2.9 | 2150000 | 2047875 |
| BANK OF AMERICA CORP | FIXED INCOME | 3/20/2051 | 4.1 | 585000 | 470597 |
| BANK OF AMERICA CORP | FIXED INCOME | 7/21/2052 | 3.0 | 1075000 | 705684 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/25/2034 | 5.3 | 385000 | 397428 |
| BANK OF AMERICA NA | FIXED INCOME | 10/15/2036 | 6.0 | 415000 | 451267 |
| BANK OF NY MELLON CORP | FIXED INCOME | 2/1/2029 | 4.5 | 1145000 | 1159370 |
| BANK5 | FIXED INCOME | 4/15/2058 | 5.6 | 3641000 | 3809815 |
| BARCLAYS PLC | FIXED INCOME | 8/17/2045 | 5.3 | 1065000 | 1025648 |
| BARCLAYS PLC | FIXED INCOME | 1/10/2028 | 4.3 | 1470000 | 1473469 |
| BARCLAYS PLC | FIXED INCOME | 11/2/2028 | 7.4 | 1030000 | 1088906 |
| BARRICK PD AU FIN PTY LT | FIXED INCOME | 10/15/2039 | 6.0 | 320000 | 337507 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | BAT CAPITAL CORP | FIXED INCOME | 8/15/2047 | 4.5 | 387000 | 321945 |
| | BAT CAPITAL CORP | FIXED INCOME | 3/25/2031 | 2.7 | 680000 | 627212 |
| | BAT CAPITAL CORP | FIXED INCOME | 8/15/2032 | 5.4 | 610000 | 634473 |
| | BAY AREA CA TOLL AUTH TOLL BRI | FIXED INCOME | 4/1/2050 | 7.0 | 325000 | 375373 |
| | BECTON DICKINSON + CO | FIXED INCOME | 2/13/2028 | 4.7 | 730000 | 739527 |
| | BERKSHIRE HATHAWAY ENERG | FIXED INCOME | 5/15/2051 | 2.9 | 755000 | 470131 |
| | BERKSHIRE HATHAWAY ENERG | FIXED INCOME | 4/1/2036 | 6.1 | 536000 | 583147 |
| | BERKSHIRE HATHAWAY FIN | FIXED INCOME | 1/15/2040 | 5.8 | 480000 | 521866 |
| | BERRY GLOBAL INC | FIXED INCOME | 6/15/2031 | 5.8 | 575000 | 607907 |
| | BIOGEN INC | FIXED INCOME | 5/1/2030 | 2.3 | 565000 | 519472 |
| \* | BLACKROCK INC | FIXED INCOME | 4/30/2030 | 2.4 | 625000 | 585738 |
|  | BLACKSTONE PRIVATE CRE | FIXED INCOME | 11/27/2028 | 7.3 | 605000 | 641947 |
|  | BOEING CO | FIXED INCOME | 3/1/2028 | 3.3 | 1310000 | 1285948 |
|  | BOEING CO | FIXED INCOME | 3/1/2038 | 3.6 | 380000 | 320663 |
|  | BOEING CO | FIXED INCOME | 5/1/2060 | 5.9 | 325000 | 319358 |
|  | BOEING CO | FIXED INCOME | 5/1/2030 | 5.2 | 930000 | 956198 |
|  | BOEING CO/THE | FIXED INCOME | 5/1/2034 | 6.5 | 1155000 | 1278874 |
|  | BOSTON PROPERTIES LP | FIXED INCOME | 6/21/2029 | 3.4 | 580000 | 561788 |
|  | BP CAP MARKETS AMERICA | FIXED INCOME | 11/6/2028 | 4.2 | 895000 | 901587 |
|  | BP CAP MARKETS AMERICA | FIXED INCOME | 9/11/2033 | 4.9 | 625000 | 636675 |
|  | BRIGHTHOUSE FINANCIAL IN | FIXED INCOME | 6/22/2047 | 4.7 | 265000 | 194809 |
|  | BRISTOL MYERS SQUIBB CO | FIXED INCOME | 3/15/2032 | 3.0 | 610000 | 565659 |
|  | BRISTOL MYERS SQUIBB CO | FIXED INCOME | 3/15/2052 | 3.7 | 765000 | 564188 |
|  | BRISTOL MYERS SQUIBB CO | FIXED INCOME | 2/22/2054 | 5.6 | 320000 | 315290 |
|  | BRITISH TELECOMMUNICATIO | FIXED INCOME | 12/15/2030 | 9.6 | 180000 | 219872 |
|  | BRIXMOR OPERATING PART | FIXED INCOME | 2/15/2035 | 5.8 | 765000 | 804420 |
|  | BROADCOM INC | FIXED INCOME | 11/15/2035 | 3.1 | 1110000 | 958496 |
|  | BROADCOM INC | FIXED INCOME | 11/15/2031 | 5.2 | 535000 | 555046 |
|  | BROADCOM INC | FIXED INCOME | 2/15/2051 | 3.8 | 740000 | 560794 |
|  | BROOKFIELD FINANCE INC | FIXED INCOME | 1/25/2028 | 3.9 | 1135000 | 1132083 |
|  | BROOKFIELD FINANCE INC | FIXED INCOME | 1/5/2034 | 6.4 | 710000 | 771834 |
|  | BUNGE LTD FINANCE CORP | FIXED INCOME | 9/17/2034 | 4.7 | 610000 | 599465 |
|  | BURLINGTN NORTH SANTA FE | FIXED INCOME | 9/1/2042 | 4.4 | 525000 | 468143 |
|  | BURLINGTN NORTH SANTA FE | FIXED INCOME | 4/1/2044 | 4.9 | 480000 | 452635 |
|  | CAMPBELLS COMPANY/THE | FIXED INCOME | 10/13/2054 | 5.3 | 1295000 | 1179577 |
|  | CANADIAN NATL RESOURCES | FIXED INCOME | 12/15/2034 | 5.4 | 1000000 | 1019750 |
|  | CANADIAN PACIFIC RAILWAY | FIXED INCOME | 3/5/2030 | 2.1 | 1300000 | 1195506 |
|  | CAPITAL ONE FINANCIAL CO | FIXED INCOME | 6/8/2034 | 6.4 | 1615000 | 1748173 |
|  | CAPITAL ONE FINANCIAL CO | FIXED INCOME | 2/9/2027 | 4.1 | 475000 | 475447 |
|  | CARDINAL HEALTH INC | FIXED INCOME | 11/15/2054 | 5.8 | 1210000 | 1211295 |
|  | CARRIER GLOBAL CORP | FIXED INCOME | 2/15/2027 | 2.5 | 535000 | 526344 |
|  | CARRINGTON MORTGAGE LOAN TRUST | FIXED INCOME | 6/25/2036 | 4.3 | 97351 | 52480 |
|  | CATERPILLAR INC | FIXED INCOME | 4/9/2030 | 2.6 | 575000 | 544226 |
|  | CENTENE CORP | FIXED INCOME | 7/15/2028 | 2.5 | 725000 | 678963 |
|  | CENTERPOINT ENER HOUSTON | FIXED INCOME | 3/1/2048 | 4.0 | 475000 | 379440 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CHARLES SCHWAB CORP | FIXED INCOME | 5/22/2029 | 3.3 | 1225000 | 1194093 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 10/23/2045 | 6.5 | 370000 | 348658 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2031 | 2.8 | 1430000 | 1287887 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2051 | 3.7 | 220000 | 138791 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/1/2041 | 3.5 | 380000 | 270518 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/30/2062 | 4.0 | 575000 | 346357 |
| CHENIERE CORP CHRISTI HD | FIXED INCOME | 6/30/2027 | 5.1 | 830000 | 838300 |
| CIGNA GROUP/THE | FIXED INCOME | 10/15/2028 | 4.4 | 605000 | 610512 |
| CIGNA GROUP/THE | FIXED INCOME | 12/15/2048 | 4.9 | 720000 | 643111 |
| CISCO SYSTEMS INC | FIXED INCOME | 2/26/2054 | 5.3 | 640000 | 615302 |
| CITIGROUP INC | FIXED INCOME | 7/30/2045 | 4.7 | 548000 | 494175 |
| CITIGROUP INC | FIXED INCOME | 9/29/2027 | 4.5 | 1270000 | 1278255 |
| CITIGROUP INC | FIXED INCOME | 7/23/2048 | 4.7 | 765000 | 677193 |
| CITIGROUP INC | FIXED INCOME | 3/26/2041 | 5.3 | 495000 | 495871 |
| CITIGROUP INC | FIXED INCOME | 11/17/2033 | 6.3 | 380000 | 414105 |
| CITIGROUP INC | FIXED INCOME | 1/24/2036 | 6.0 | 685000 | 718894 |
| CMS ENERGY CORP | FIXED INCOME | 12/1/2050 | 3.8 | 795000 | 732561 |
| COCA COLA CO/THE | FIXED INCOME | 6/1/2040 | 2.5 | 535000 | 398939 |
| COCA COLA CO/THE | FIXED INCOME | 1/5/2032 | 2.3 | 645000 | 583667 |
| COMCAST CORP | FIXED INCOME | 7/15/2042 | 4.7 | 840000 | 738175 |
| COMCAST CORP | FIXED INCOME | 8/15/2047 | 4.0 | 370000 | 280083 |
| COMCAST CORP | FIXED INCOME | 8/15/2052 | 2.5 | 320000 | 169680 |
| COMCAST CORP | FIXED INCOME | 8/15/2062 | 2.7 | 430000 | 217215 |
| COMCAST CORP | FIXED INCOME | 1/15/2037 | 5.2 | 1257000 | 1241338 |
| CON EDISON CO OF NY INC | FIXED INCOME | 3/1/2043 | 4.0 | 475000 | 391353 |
| CON EDISON CO OF NY INC | FIXED INCOME | 5/15/2049 | 4.1 | 565000 | 450282 |
| CONNECTICUT ST | FIXED INCOME | 3/15/2032 | 5.9 | 515000 | 554791 |
| CONOCOPHILLIPS COMPANY | FIXED INCOME | 11/15/2044 | 4.3 | 625000 | 529706 |
| CONSTELLATION BRANDS INC | FIXED INCOME | 5/1/2030 | 2.9 | 680000 | 640274 |
| COREBRIDGE FINANCIAL INC | FIXED INCOME | 4/5/2032 | 3.9 | 315000 | 299439 |
| CORP ANDINA DE FOMENTO | FIXED INCOME | 1/22/2030 | 5.0 | 1920000 | 1987219 |
| CORP ANDINA DE FOMENTO | FIXED INCOME | 6/30/2028 | 4.1 | 2940000 | 2956111 |
| COTERRA ENERGY INC | FIXED INCOME | 2/15/2055 | 5.9 | 305000 | 293861 |
| CROWN CASTLE INC | FIXED INCOME | 2/15/2029 | 4.3 | 1045000 | 1043704 |
| CSAIL COMMERCIAL MORTGAGE TRUS | FIXED INCOME | 9/15/2052 | 3.0 | 1596000 | 1505626 |
| CSAIL COMMERCIAL MORTGAGE TRUS | FIXED INCOME | 3/15/2052 | 3.8 | 2284793 | 2246216 |
| CSAIL COMMERCIAL MORTGAGE TRUS | FIXED INCOME | 3/15/2052 | 4.1 | 2379000 | 2357159 |
| CSX CORP | FIXED INCOME | 5/30/2042 | 4.8 | 320000 | 296349 |
| CSX CORP | FIXED INCOME | 3/15/2055 | 4.9 | 575000 | 516643 |
| CUMMINS INC | FIXED INCOME | 9/1/2030 | 1.5 | 785000 | 700652 |
| CVS HEALTH CORP | FIXED INCOME | 7/20/2045 | 5.1 | 690000 | 625188 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2028 | 4.3 | 66000 | 66263 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2048 | 5.1 | 395000 | 349223 |
| CVS HEALTH CORP | FIXED INCOME | 6/1/2033 | 5.3 | 1180000 | 1218739 |
| DEERE + COMPANY | FIXED INCOME | 1/16/2035 | 5.5 | 610000 | 644544 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| DELL INT LLC / EMC CORP | FIXED INCOME | 7/15/2030 | 6.2 | 690000 | 737279 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 4/1/2028 | 4.8 | 1125000 | 1141785 |
| DEUTSCHE BANK NY | FIXED INCOME | 9/11/2035 | 5.4 | 350000 | 357501 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 9/15/2034 | 5.2 | 925000 | 923326 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 9/30/2031 | 7.9 | 300000 | 347082 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 3/15/2033 | 6.3 | 1010000 | 1090669 |
| DOW CHEMICAL CO/THE | FIXED INCOME | 11/30/2028 | 4.8 | 2480000 | 2517423 |
| DTE ELECTRIC CO | FIXED INCOME | 3/1/2049 | 4.0 | 610000 | 482089 |
| DUKE ENERGY CAROLINAS | FIXED INCOME | 3/15/2046 | 3.9 | 565000 | 449328 |
| DUKE ENERGY CORP | FIXED INCOME | 3/15/2028 | 4.3 | 1270000 | 1277633 |
| DUKE ENERGY CORP | FIXED INCOME | 8/15/2052 | 5.0 | 230000 | 203571 |
| DUKE ENERGY CORP | FIXED INCOME | 9/15/2053 | 6.1 | 535000 | 554479 |
| DUKE ENERGY INDIANA LLC | FIXED INCOME | 10/1/2049 | 3.3 | 540000 | 369873 |
| EASTMAN CHEMICAL CO | FIXED INCOME | 8/1/2029 | 5.0 | 765000 | 780881 |
| ECOLAB INC | FIXED INCOME | 8/18/2055 | 2.8 | 75000 | 45242 |
| ELEVANCE HEALTH INC | FIXED INCOME | 12/1/2027 | 3.7 | 1515000 | 1507804 |
| ELEVANCE HEALTH INC | FIXED INCOME | 10/15/2052 | 6.1 | 380000 | 392354 |
| ELI LILLY + CO | FIXED INCOME | 9/15/2060 | 2.5 | 1865000 | 1019297 |
| EMERSON ELECTRIC CO | FIXED INCOME | 10/15/2030 | 2.0 | 665000 | 604106 |
| ENBRIDGE INC | FIXED INCOME | 11/15/2029 | 3.1 | 1010000 | 967822 |
| ENBRIDGE INC | FIXED INCOME | 11/15/2028 | 6.0 | 1065000 | 1119592 |
| ENERGY TRANSFER LP | FIXED INCOME | 2/1/2042 | 6.5 | 575000 | 607930 |
| ENERGY TRANSFER LP | FIXED INCOME | 12/1/2033 | 6.6 | 965000 | 1060197 |
| ENTERGY ARKANSAS LLC | FIXED INCOME | 6/1/2054 | 5.8 | 765000 | 773767 |
| ENTERGY TEXAS INC | FIXED INCOME | 3/30/2029 | 4.0 | 75000 | 74929 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 4/15/2038 | 7.6 | 225000 | 271179 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 2/15/2048 | 4.3 | 310000 | 255195 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 2/15/2052 | 3.2 | 345000 | 229308 |
| EOG RESOURCES INC | FIXED INCOME | 12/1/2054 | 5.7 | 380000 | 373035 |
| EPR PROPERTIES | FIXED INCOME | 11/15/2031 | 3.6 | 685000 | 635303 |
| EQUINIX INC | FIXED INCOME | 4/15/2032 | 3.9 | 575000 | 553144 |
| EQUINOR ASA | FIXED INCOME | 4/6/2050 | 3.7 | 515000 | 391652 |
| EQUINOR ASA | FIXED INCOME | 8/17/2040 | 5.1 | 455000 | 453958 |
| EVERGY METRO | FIXED INCOME | 6/1/2030 | 2.3 | 795000 | 733411 |
| EVERSOURCE ENERGY | FIXED INCOME | 4/15/2031 | 5.9 | 655000 | 691687 |
| EXELON CORP | FIXED INCOME | 4/15/2046 | 4.5 | 1045000 | 881865 |
| EXELON CORP | FIXED INCOME | 4/15/2030 | 4.1 | 645000 | 639743 |
| EXPORT IMPORT BANK KOREA | FIXED INCOME | 9/22/2030 | 3.8 | 1450000 | 1437168 |
| EXTRA SPACE STORAGE LP | FIXED INCOME | 6/1/2031 | 2.6 | 280000 | 253212 |
| EXXON MOBIL CORPORATION | FIXED INCOME | 3/1/2046 | 4.1 | 415000 | 348521 |
| EXXON MOBIL CORPORATION | FIXED INCOME | 4/15/2051 | 3.5 | 65000 | 46883 |
| FAIRFAX FINL HLDGS LTD | FIXED INCOME | 4/17/2028 | 4.9 | 1025000 | 1039381 |
| FANNIE MAE | FIXED INCOME | 8/5/2030 | 0.9 | 3660000 | 3227095 |
| FED HM LN PC POOL A39272 | FIXED INCOME | 10/1/2035 | 5.5 | 47490 | 49514 |
| FED HM LN PC POOL A71925 | FIXED INCOME | 1/1/2038 | 5.0 | 36634 | 37554 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL A74793 | FIXED INCOME | 3/1/2038 | 5.0 | 43324 | 44456 |
| FED HM LN PC POOL A97759 | FIXED INCOME | 3/1/2041 | 5.0 | 25003 | 25677 |
| FED HM LN PC POOL C90982 | FIXED INCOME | 7/1/2026 | 5.5 | 312 | 312 |
| FED HM LN PC POOL C91011 | FIXED INCOME | 1/1/2027 | 5.5 | 1615 | 1621 |
| FED HM LN PC POOL G01781 | FIXED INCOME | 12/1/2034 | 6.5 | 253383 | 269058 |
| FED HM LN PC POOL G05432 | FIXED INCOME | 4/1/2039 | 6.0 | 27242 | 29095 |
| FED HM LN PC POOL G07642 | FIXED INCOME | 10/1/2041 | 5.0 | 197003 | 201920 |
| FED HM LN PC POOL G07924 | FIXED INCOME | 1/1/2045 | 3.5 | 431550 | 412569 |
| FED HM LN PC POOL G08160 | FIXED INCOME | 11/1/2036 | 5.5 | 76281 | 79577 |
| FED HM LN PC POOL G08256 | FIXED INCOME | 3/1/2038 | 5.5 | 115603 | 121093 |
| FED HM LN PC POOL G08528 | FIXED INCOME | 4/1/2043 | 3.0 | 315377 | 290676 |
| FED HM LN PC POOL G08537 | FIXED INCOME | 7/1/2043 | 3.0 | 659874 | 608192 |
| FED HM LN PC POOL G08578 | FIXED INCOME | 3/1/2044 | 4.5 | 89114 | 88960 |
| FED HM LN PC POOL G08626 | FIXED INCOME | 2/1/2045 | 3.0 | 138737 | 126879 |
| FED HM LN PC POOL G08635 | FIXED INCOME | 4/1/2045 | 3.0 | 168347 | 153959 |
| FED HM LN PC POOL G08641 | FIXED INCOME | 5/1/2045 | 3.5 | 278157 | 263044 |
| FED HM LN PC POOL G08653 | FIXED INCOME | 7/1/2045 | 3.0 | 317811 | 290649 |
| FED HM LN PC POOL G08654 | FIXED INCOME | 7/1/2045 | 3.5 | 117431 | 111050 |
| FED HM LN PC POOL G08658 | FIXED INCOME | 8/1/2045 | 3.0 | 213645 | 195385 |
| FED HM LN PC POOL G08659 | FIXED INCOME | 8/1/2045 | 3.5 | 433476 | 409924 |
| FED HM LN PC POOL G08666 | FIXED INCOME | 9/1/2045 | 3.0 | 553284 | 505997 |
| FED HM LN PC POOL G08671 | FIXED INCOME | 10/1/2045 | 3.5 | 133063 | 125833 |
| FED HM LN PC POOL G08676 | FIXED INCOME | 11/1/2045 | 3.5 | 272771 | 257951 |
| FED HM LN PC POOL G08681 | FIXED INCOME | 12/1/2045 | 3.5 | 337780 | 319428 |
| FED HM LN PC POOL G08698 | FIXED INCOME | 3/1/2046 | 3.5 | 350990 | 331742 |
| FED HM LN PC POOL G08699 | FIXED INCOME | 3/1/2046 | 4.0 | 100669 | 97429 |
| FED HM LN PC POOL G08708 | FIXED INCOME | 5/1/2046 | 4.5 | 110304 | 109976 |
| FED HM LN PC POOL G08729 | FIXED INCOME | 9/1/2046 | 4.5 | 78257 | 78024 |
| FED HM LN PC POOL G08730 | FIXED INCOME | 10/1/2046 | 4.5 | 202007 | 201407 |
| FED HM LN PC POOL G08735 | FIXED INCOME | 10/1/2046 | 4.5 | 8506 | 8481 |
| FED HM LN PC POOL G08743 | FIXED INCOME | 1/1/2047 | 4.0 | 495087 | 479150 |
| FED HM LN PC POOL G08745 | FIXED INCOME | 1/1/2047 | 4.5 | 107496 | 107177 |
| FED HM LN PC POOL G08785 | FIXED INCOME | 10/1/2047 | 4.0 | 379044 | 366940 |
| FED HM LN PC POOL G08788 | FIXED INCOME | 11/1/2047 | 3.5 | 355200 | 334230 |
| FED HM LN PC POOL G08789 | FIXED INCOME | 11/1/2047 | 4.0 | 406270 | 393297 |
| FED HM LN PC POOL G08838 | FIXED INCOME | 9/1/2048 | 5.0 | 103796 | 105590 |
| FED HM LN PC POOL G08874 | FIXED INCOME | 4/1/2049 | 5.0 | 50952 | 51886 |
| FED HM LN PC POOL G16093 | FIXED INCOME | 2/1/2032 | 3.0 | 327862 | 322282 |
| FED HM LN PC POOL G18622 | FIXED INCOME | 12/1/2031 | 2.5 | 252796 | 245724 |
| FED HM LN PC POOL G18631 | FIXED INCOME | 2/1/2032 | 2.5 | 374494 | 363713 |
| FED HM LN PC POOL G18643 | FIXED INCOME | 5/1/2032 | 2.5 | 34492 | 33417 |
| FED HM LN PC POOL G18648 | FIXED INCOME | 6/1/2032 | 3.5 | 40494 | 40145 |
| FED HM LN PC POOL G18659 | FIXED INCOME | 9/1/2032 | 3.0 | 243103 | 238026 |
| FED HM LN PC POOL G18710 | FIXED INCOME | 10/1/2033 | 3.5 | 92104 | 91008 |
| FED HM LN PC POOL G30406 | FIXED INCOME | 7/1/2028 | 5.5 | 6145 | 6226 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL G60069 | FIXED INCOME | 4/1/2045 | 3.0 | 173711 | 159574 |
| FED HM LN PC POOL G60187 | FIXED INCOME | 8/1/2045 | 3.0 | 8446 | 7724 |
| FED HM LN PC POOL G60412 | FIXED INCOME | 12/1/2045 | 4.0 | 190882 | 185630 |
| FED HM LN PC POOL G60480 | FIXED INCOME | 11/1/2045 | 4.5 | 56214 | 56117 |
| FED HM LN PC POOL G60703 | FIXED INCOME | 9/1/2046 | 4.0 | 208615 | 201924 |
| FED HM LN PC POOL G60855 | FIXED INCOME | 12/1/2045 | 4.5 | 98903 | 98732 |
| FED HM LN PC POOL G60919 | FIXED INCOME | 9/1/2046 | 4.5 | 83657 | 83698 |
| FED HM LN PC POOL G61464 | FIXED INCOME | 10/1/2046 | 4.0 | 268564 | 261175 |
| FED HM LN PC POOL G61623 | FIXED INCOME | 4/1/2047 | 3.0 | 84125 | 76935 |
| FED HM LN PC POOL G62022 | FIXED INCOME | 4/1/2048 | 3.0 | 257793 | 233907 |
| FED HM LN PC POOL J35797 | FIXED INCOME | 12/1/2031 | 2.5 | 319878 | 310923 |
| FED HM LN PC POOL J36173 | FIXED INCOME | 1/1/2032 | 2.5 | 331708 | 322273 |
| FED HM LN PC POOL J36214 | FIXED INCOME | 2/1/2032 | 2.5 | 156467 | 152039 |
| FED HM LN PC POOL Q00291 | FIXED INCOME | 4/1/2041 | 5.0 | 62512 | 64047 |
| FED HM LN PC POOL Q13765 | FIXED INCOME | 12/1/2042 | 4.0 | 47638 | 46722 |
| FED HM LN PC POOL Q20542 | FIXED INCOME | 7/1/2043 | 3.0 | 250743 | 231105 |
| FED HM LN PC POOL Q25083 | FIXED INCOME | 3/1/2044 | 4.5 | 112326 | 112132 |
| FED HM LN PC POOL Q28759 | FIXED INCOME | 10/1/2044 | 4.5 | 53963 | 53870 |
| FED HM LN PC POOL Q29187 | FIXED INCOME | 10/1/2044 | 4.5 | 16279 | 16251 |
| FED HM LN PC POOL Q32857 | FIXED INCOME | 4/1/2045 | 3.0 | 399329 | 357410 |
| FED HM LN PC POOL Q34590 | FIXED INCOME | 7/1/2045 | 3.0 | 483252 | 441950 |
| FED HM LN PC POOL Q34661 | FIXED INCOME | 7/1/2045 | 3.0 | 199608 | 182548 |
| FED HM LN PC POOL Q35225 | FIXED INCOME | 8/1/2045 | 3.5 | 164055 | 155142 |
| FED HM LN PC POOL Q35614 | FIXED INCOME | 8/1/2045 | 3.5 | 389424 | 370218 |
| FED HM LN PC POOL Q36238 | FIXED INCOME | 9/1/2045 | 4.0 | 124805 | 121397 |
| FED HM LN PC POOL Q37234 | FIXED INCOME | 11/1/2045 | 3.5 | 421888 | 398966 |
| FED HM LN PC POOL Q37646 | FIXED INCOME | 12/1/2045 | 3.0 | 33974 | 31070 |
| FED HM LN PC POOL Q38470 | FIXED INCOME | 1/1/2046 | 4.0 | 62935 | 61208 |
| FED HM LN PC POOL Q39438 | FIXED INCOME | 3/1/2046 | 4.0 | 176799 | 171108 |
| FED HM LN PC POOL Q46883 | FIXED INCOME | 3/1/2047 | 5.0 | 124765 | 127040 |
| FED HM LN PC POOL Q47602 | FIXED INCOME | 4/1/2047 | 4.5 | 58913 | 58612 |
| FED HM LN PC POOL Q47884 | FIXED INCOME | 5/1/2047 | 4.0 | 363250 | 351651 |
| FED HM LN PC POOL Q48093 | FIXED INCOME | 5/1/2047 | 4.5 | 33258 | 33088 |
| FED HM LN PC POOL Q49552 | FIXED INCOME | 7/1/2047 | 3.5 | 539638 | 507779 |
| FED HM LN PC POOL Q51268 | FIXED INCOME | 10/1/2047 | 3.5 | 607556 | 571687 |
| FED HM LN PC POOL Q51334 | FIXED INCOME | 10/1/2047 | 4.0 | 202652 | 196181 |
| FED HM LN PC POOL Q52104 | FIXED INCOME | 11/1/2047 | 4.0 | 142096 | 137559 |
| FED HM LN PC POOL Q57957 | FIXED INCOME | 8/1/2048 | 4.5 | 148022 | 147213 |
| FED HM LN PC POOL Q58588 | FIXED INCOME | 9/1/2048 | 4.5 | 76616 | 76197 |
| FED HM LN PC POOL QA7267 | FIXED INCOME | 2/1/2050 | 4.5 | 38338 | 38053 |
| FED HM LN PC POOL QC2565 | FIXED INCOME | 6/1/2051 | 2.0 | 3429896 | 2801288 |
| FED HM LN PC POOL QC3695 | FIXED INCOME | 7/1/2051 | 2.0 | 2489207 | 2051495 |
| FED HM LN PC POOL QC4235 | FIXED INCOME | 7/1/2051 | 2.5 | 918477 | 789327 |
| FED HM LN PC POOL QD7594 | FIXED INCOME | 2/1/2052 | 2.5 | 1011383 | 869456 |
| FED HM LN PC POOL QE6387 | FIXED INCOME | 7/1/2052 | 4.5 | 691133 | 681426 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL QE9566 | FIXED INCOME | 9/1/2052 | 5.0 | 686336 | 689704 |
| FED HM LN PC POOL RA4527 | FIXED INCOME | 2/1/2051 | 2.5 | 1414553 | 1216141 |
| FED HM LN PC POOL RA7398 | FIXED INCOME | 5/1/2052 | 4.0 | 882299 | 840248 |
| FED HM LN PC POOL RA7777 | FIXED INCOME | 8/1/2052 | 4.5 | 1636596 | 1607257 |
| FED HM LN PC POOL RA7930 | FIXED INCOME | 9/1/2052 | 4.5 | 672680 | 660412 |
| FED HM LN PC POOL RA8765 | FIXED INCOME | 3/1/2053 | 5.0 | 417969 | 421352 |
| FED HM LN PC POOL RC1727 | FIXED INCOME | 12/1/2035 | 2.0 | 470937 | 440490 |
| FED HM LN PC POOL RC1914 | FIXED INCOME | 6/1/2036 | 2.0 | 1796463 | 1671551 |
| FED HM LN PC POOL RQ0049 | FIXED INCOME | 9/1/2055 | 5.5 | 668417 | 678242 |
| FED HM LN PC POOL SB0525 | FIXED INCOME | 5/1/2036 | 2.0 | 1032219 | 959608 |
| FED HM LN PC POOL SB8098 | FIXED INCOME | 4/1/2036 | 2.0 | 1212580 | 1126150 |
| FED HM LN PC POOL SD0093 | FIXED INCOME | 10/1/2049 | 5.0 | 150198 | 152607 |
| FED HM LN PC POOL SD0127 | FIXED INCOME | 12/1/2048 | 3.0 | 763914 | 692305 |
| FED HM LN PC POOL SD0645 | FIXED INCOME | 6/1/2051 | 2.0 | 2776990 | 2282610 |
| FED HM LN PC POOL SD0780 | FIXED INCOME | 12/1/2051 | 2.5 | 2973031 | 2554587 |
| FED HM LN PC POOL SD1189 | FIXED INCOME | 7/1/2052 | 5.0 | 303239 | 304715 |
| FED HM LN PC POOL SD1377 | FIXED INCOME | 7/1/2052 | 3.5 | 1727464 | 1610975 |
| FED HM LN PC POOL SD1803 | FIXED INCOME | 9/1/2052 | 5.5 | 810653 | 830212 |
| FED HM LN PC POOL SD2862 | FIXED INCOME | 5/1/2053 | 6.0 | 171807 | 176942 |
| FED HM LN PC POOL SD3010 | FIXED INCOME | 6/1/2053 | 5.5 | 340429 | 348852 |
| FED HM LN PC POOL SD3392 | FIXED INCOME | 7/1/2053 | 5.5 | 972669 | 993479 |
| FED HM LN PC POOL SD5208 | FIXED INCOME | 4/1/2054 | 5.5 | 664658 | 680374 |
| FED HM LN PC POOL SD6139 | FIXED INCOME | 8/1/2054 | 6.0 | 798800 | 821599 |
| FED HM LN PC POOL SD6580 | FIXED INCOME | 10/1/2054 | 5.5 | 693860 | 709508 |
| FED HM LN PC POOL SD6654 | FIXED INCOME | 6/1/2052 | 3.5 | 983420 | 912449 |
| FED HM LN PC POOL SD7323 | FIXED INCOME | 12/1/2054 | 5.0 | 608335 | 607497 |
| FED HM LN PC POOL SD8146 | FIXED INCOME | 5/1/2051 | 2.0 | 4782187 | 3911953 |
| FED HM LN PC POOL SD8157 | FIXED INCOME | 7/1/2051 | 3.0 | 288431 | 257606 |
| FED HM LN PC POOL SD8172 | FIXED INCOME | 10/1/2051 | 2.0 | 2962445 | 2415369 |
| FED HM LN PC POOL SD8205 | FIXED INCOME | 4/1/2052 | 2.5 | 205136 | 174878 |
| FED HM LN PC POOL SD8222 | FIXED INCOME | 6/1/2052 | 4.0 | 370881 | 354153 |
| FED HM LN PC POOL SD8233 | FIXED INCOME | 7/1/2052 | 5.0 | 434354 | 436469 |
| FED HM LN PC POOL SD8242 | FIXED INCOME | 9/1/2052 | 3.0 | 821321 | 730210 |
| FED HM LN PC POOL SD8245 | FIXED INCOME | 9/1/2052 | 4.5 | 1313017 | 1289309 |
| FED HM LN PC POOL SD8246 | FIXED INCOME | 9/1/2052 | 5.0 | 1082725 | 1087546 |
| FED HM LN PC POOL SD8255 | FIXED INCOME | 10/1/2052 | 3.5 | 41392 | 38420 |
| FED HM LN PC POOL SD8256 | FIXED INCOME | 10/1/2052 | 4.0 | 1326598 | 1265944 |
| FED HM LN PC POOL SD8267 | FIXED INCOME | 11/1/2052 | 5.0 | 255901 | 257241 |
| FED HM LN PC POOL SD8288 | FIXED INCOME | 1/1/2053 | 5.0 | 431709 | 433361 |
| FED HM LN PC POOL SD8290 | FIXED INCOME | 1/1/2053 | 6.0 | 2065052 | 2129322 |
| FED HM LN PC POOL SD8308 | FIXED INCOME | 3/1/2053 | 5.5 | 394903 | 401923 |
| FED HM LN PC POOL SD8315 | FIXED INCOME | 4/1/2053 | 5.0 | 529898 | 531351 |
| FED HM LN PC POOL SD8332 | FIXED INCOME | 6/1/2053 | 6.0 | 1930865 | 1985200 |
| FED HM LN PC POOL SD8347 | FIXED INCOME | 8/1/2053 | 4.5 | 82602 | 80989 |
| FED HM LN PC POOL SD8349 | FIXED INCOME | 8/1/2053 | 5.5 | 1955879 | 1989359 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL SD8363 | FIXED INCOME | 9/1/2053 | 6.0 | 683670 | 703459 |
| FED HM LN PC POOL SD8368 | FIXED INCOME | 10/1/2053 | 6.0 | 1018466 | 1047219 |
| FED HM LN PC POOL SD8420 | FIXED INCOME | 4/1/2054 | 5.5 | 1758961 | 1786341 |
| FED HM LN PC POOL SD8421 | FIXED INCOME | 4/1/2054 | 6.0 | 479503 | 492576 |
| FED HM LN PC POOL SD8447 | FIXED INCOME | 7/1/2054 | 6.0 | 307364 | 315781 |
| FED HM LN PC POOL SD8454 | FIXED INCOME | 8/1/2054 | 6.0 | 717389 | 736364 |
| FED HM LN PC POOL SD8464 | FIXED INCOME | 9/1/2054 | 6.5 | 2465630 | 2560413 |
| FED HM LN PC POOL SD8496 | FIXED INCOME | 1/1/2055 | 6.0 | 752542 | 772744 |
| FED HM LN PC POOL SD8506 | FIXED INCOME | 2/1/2055 | 5.5 | 960836 | 975056 |
| FED HM LN PC POOL SD8507 | FIXED INCOME | 2/1/2055 | 6.0 | 737812 | 757551 |
| FED HM LN PC POOL SD8508 | FIXED INCOME | 2/1/2055 | 6.5 | 808570 | 839653 |
| FED HM LN PC POOL SD8533 | FIXED INCOME | 5/1/2055 | 5.5 | 743601 | 754531 |
| FED HM LN PC POOL SI2009 | FIXED INCOME | 10/1/2049 | 3.0 | 2966266 | 2664941 |
| FED HM LN PC POOL SL1283 | FIXED INCOME | 5/1/2055 | 5.5 | 1050868 | 1068122 |
| FED HM LN PC POOL V61427 | FIXED INCOME | 12/1/2031 | 2.5 | 159456 | 155225 |
| FED HM LN PC POOL V81992 | FIXED INCOME | 10/1/2045 | 4.0 | 401396 | 390341 |
| FED HM LN PC POOL V82781 | FIXED INCOME | 12/1/2046 | 3.0 | 666517 | 609980 |
| FED HM LN PC POOL ZM0037 | FIXED INCOME | 8/1/2045 | 3.5 | 373697 | 352999 |
| FED HM LN PC POOL ZM0060 | FIXED INCOME | 8/1/2045 | 3.5 | 329820 | 311552 |
| FED HM LN PC POOL ZS8598 | FIXED INCOME | 2/1/2031 | 3.0 | 149238 | 146908 |
| FEDEX CORP | FIXED INCOME | 2/1/2045 | 4.1 | 350000 | 277687 |
| FEDEX CORP | FIXED INCOME | 10/17/2048 | 5.0 | 220000 | 192337 |
| FIFTH THIRD BANCORP | FIXED INCOME | 4/25/2033 | 4.3 | 695000 | 680064 |
| FIRSTENERGY TRANSMISSION | FIXED INCOME | 1/15/2030 | 4.6 | 765000 | 771304 |
| FISERV INC | FIXED INCOME | 8/21/2033 | 5.6 | 1070000 | 1103951 |
| FLORIDA POWER + LIGHT CO | FIXED INCOME | 3/1/2048 | 4.0 | 540000 | 432918 |
| FLOWERS FOODS INC | FIXED INCOME | 3/15/2031 | 2.4 | 745000 | 658662 |
| FNMA POOL 310185 | FIXED INCOME | 7/1/2026 | 6.0 | 3219 | 3216 |
| FNMA POOL 888204 | FIXED INCOME | 4/1/2026 | 6.0 | 33 | 33 |
| FNMA POOL 889574 | FIXED INCOME | 8/1/2037 | 6.0 | 37671 | 39921 |
| FNMA POOL 931974 | FIXED INCOME | 9/1/2039 | 5.0 | 41662 | 42651 |
| FNMA POOL 952656 | FIXED INCOME | 8/1/2037 | 6.0 | 83100 | 88385 |
| FNMA POOL 955724 | FIXED INCOME | 11/1/2037 | 6.5 | 42608 | 45850 |
| FNMA POOL 995011 | FIXED INCOME | 10/1/2038 | 6.0 | 46939 | 49936 |
| FNMA POOL 995245 | FIXED INCOME | 1/1/2039 | 5.0 | 41343 | 42334 |
| FNMA POOL AD0220 | FIXED INCOME | 10/1/2038 | 6.0 | 58998 | 62521 |
| FNMA POOL AD4296 | FIXED INCOME | 4/1/2040 | 5.0 | 121100 | 123978 |
| FNMA POOL AE0271 | FIXED INCOME | 8/1/2040 | 5.0 | 34853 | 35681 |
| FNMA POOL AE0481 | FIXED INCOME | 9/1/2040 | 5.0 | 156916 | 160644 |
| FNMA POOL AI3661 | FIXED INCOME | 5/1/2041 | 5.0 | 61807 | 63251 |
| FNMA POOL AK2415 | FIXED INCOME | 2/1/2042 | 4.0 | 117675 | 115404 |
| FNMA POOL AL3650 | FIXED INCOME | 2/1/2041 | 5.0 | 52590 | 53840 |
| FNMA POOL AL3652 | FIXED INCOME | 10/1/2040 | 6.0 | 81401 | 86579 |
| FNMA POOL AL5218 | FIXED INCOME | 3/1/2044 | 5.0 | 91530 | 93562 |
| FNMA POOL AL5229 | FIXED INCOME | 1/1/2044 | 5.0 | 53783 | 55038 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL AL7121 | FIXED INCOME | 1/1/2044 | 3.0 | 253017 | 232932 |
| FNMA POOL AL7924 | FIXED INCOME | 12/1/2028 | 6.0 | 11 | 11 |
| FNMA POOL AL8083 | FIXED INCOME | 3/1/2029 | 6.0 | 10545 | 10615 |
| FNMA POOL AL9105 | FIXED INCOME | 10/1/2046 | 4.5 | 124460 | 123940 |
| FNMA POOL AL9282 | FIXED INCOME | 6/1/2046 | 4.0 | 509692 | 492684 |
| FNMA POOL AL9994 | FIXED INCOME | 4/1/2032 | 2.5 | 464925 | 452125 |
| FNMA POOL AO4144 | FIXED INCOME | 6/1/2042 | 4.0 | 133554 | 130649 |
| FNMA POOL AR9197 | FIXED INCOME | 3/1/2043 | 3.0 | 372146 | 342604 |
| FNMA POOL AS0128 | FIXED INCOME | 8/1/2043 | 3.0 | 79517 | 73294 |
| FNMA POOL AS0302 | FIXED INCOME | 8/1/2043 | 3.0 | 443440 | 408239 |
| FNMA POOL AS0358 | FIXED INCOME | 9/1/2043 | 4.0 | 276298 | 270350 |
| FNMA POOL AS0516 | FIXED INCOME | 9/1/2043 | 3.0 | 416012 | 382988 |
| FNMA POOL AS0837 | FIXED INCOME | 10/1/2043 | 5.0 | 42793 | 43743 |
| FNMA POOL AS1380 | FIXED INCOME | 12/1/2043 | 4.5 | 81826 | 81746 |
| FNMA POOL AS1586 | FIXED INCOME | 1/1/2044 | 4.5 | 103845 | 103744 |
| FNMA POOL AS1587 | FIXED INCOME | 1/1/2044 | 4.5 | 39888 | 39849 |
| FNMA POOL AS1588 | FIXED INCOME | 1/1/2044 | 4.5 | 117637 | 117523 |
| FNMA POOL AS1764 | FIXED INCOME | 2/1/2044 | 4.0 | 203130 | 198698 |
| FNMA POOL AS2919 | FIXED INCOME | 7/1/2044 | 5.0 | 57298 | 58583 |
| FNMA POOL AS4306 | FIXED INCOME | 1/1/2045 | 3.0 | 141574 | 129774 |
| FNMA POOL AS4333 | FIXED INCOME | 1/1/2045 | 3.0 | 146367 | 134167 |
| FNMA POOL AS4797 | FIXED INCOME | 4/1/2045 | 3.5 | 252345 | 239615 |
| FNMA POOL AS5444 | FIXED INCOME | 7/1/2045 | 3.0 | 453760 | 416458 |
| FNMA POOL AS5594 | FIXED INCOME | 8/1/2045 | 3.5 | 338342 | 321273 |
| FNMA POOL AS6520 | FIXED INCOME | 1/1/2046 | 3.5 | 374500 | 353728 |
| FNMA POOL AS6536 | FIXED INCOME | 1/1/2046 | 3.5 | 336824 | 318142 |
| FNMA POOL AS6573 | FIXED INCOME | 1/1/2046 | 3.5 | 561727 | 530570 |
| FNMA POOL AS6627 | FIXED INCOME | 2/1/2046 | 4.5 | 209769 | 209616 |
| FNMA POOL AS6677 | FIXED INCOME | 2/1/2046 | 4.0 | 179654 | 174507 |
| FNMA POOL AS6795 | FIXED INCOME | 3/1/2046 | 4.0 | 221663 | 214261 |
| FNMA POOL AS7245 | FIXED INCOME | 5/1/2046 | 3.5 | 397545 | 375296 |
| FNMA POOL AS7376 | FIXED INCOME | 6/1/2046 | 3.0 | 670226 | 609242 |
| FNMA POOL AS7401 | FIXED INCOME | 6/1/2046 | 4.0 | 293941 | 284141 |
| FNMA POOL AS7492 | FIXED INCOME | 7/1/2046 | 4.0 | 127064 | 122821 |
| FNMA POOL AS7558 | FIXED INCOME | 7/1/2046 | 4.0 | 146435 | 141546 |
| FNMA POOL AS7601 | FIXED INCOME | 7/1/2046 | 4.0 | 436733 | 422172 |
| FNMA POOL AS7712 | FIXED INCOME | 8/1/2031 | 3.0 | 408422 | 401058 |
| FNMA POOL AS8144 | FIXED INCOME | 10/1/2046 | 4.0 | 232533 | 224774 |
| FNMA POOL AS8384 | FIXED INCOME | 11/1/2031 | 2.5 | 136609 | 132820 |
| FNMA POOL AS8572 | FIXED INCOME | 12/1/2046 | 3.5 | 585906 | 553137 |
| FNMA POOL AS8714 | FIXED INCOME | 2/1/2032 | 2.5 | 410414 | 398424 |
| FNMA POOL AS9394 | FIXED INCOME | 4/1/2047 | 4.5 | 149312 | 148368 |
| FNMA POOL AS9505 | FIXED INCOME | 4/1/2032 | 3.0 | 327002 | 320293 |
| FNMA POOL AS9615 | FIXED INCOME | 5/1/2047 | 4.5 | 11372 | 11300 |
| FNMA POOL AS9760 | FIXED INCOME | 6/1/2047 | 4.5 | 284039 | 282249 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL AS9884 | FIXED INCOME | 7/1/2047 | 4.0 | 258246 | 249701 |
| FNMA POOL AS9988 | FIXED INCOME | 7/1/2047 | 4.5 | 119171 | 118417 |
| FNMA POOL AT2016 | FIXED INCOME | 4/1/2043 | 3.0 | 280923 | 258622 |
| FNMA POOL AU1632 | FIXED INCOME | 7/1/2043 | 3.0 | 246056 | 226524 |
| FNMA POOL AU3735 | FIXED INCOME | 8/1/2043 | 3.0 | 593363 | 546260 |
| FNMA POOL AU3742 | FIXED INCOME | 8/1/2043 | 3.5 | 252617 | 241062 |
| FNMA POOL AU3751 | FIXED INCOME | 8/1/2043 | 4.0 | 463703 | 453582 |
| FNMA POOL AV2301 | FIXED INCOME | 12/1/2043 | 4.5 | 33668 | 33635 |
| FNMA POOL AV6366 | FIXED INCOME | 1/1/2044 | 4.5 | 4819 | 4815 |
| FNMA POOL AX3613 | FIXED INCOME | 1/1/2045 | 3.0 | 176354 | 161655 |
| FNMA POOL AY4205 | FIXED INCOME | 5/1/2045 | 3.0 | 102688 | 94155 |
| FNMA POOL AZ0814 | FIXED INCOME | 7/1/2045 | 3.5 | 579719 | 550473 |
| FNMA POOL AZ0862 | FIXED INCOME | 7/1/2045 | 3.5 | 91103 | 86050 |
| FNMA POOL AZ7108 | FIXED INCOME | 7/1/2045 | 3.5 | 507177 | 479091 |
| FNMA POOL AZ7821 | FIXED INCOME | 8/1/2045 | 3.5 | 236095 | 223000 |
| FNMA POOL BA2907 | FIXED INCOME | 11/1/2045 | 4.0 | 346333 | 336834 |
| FNMA POOL BC0305 | FIXED INCOME | 3/1/2046 | 4.0 | 157155 | 151907 |
| FNMA POOL BD2440 | FIXED INCOME | 1/1/2047 | 3.5 | 655121 | 618456 |
| FNMA POOL BD2471 | FIXED INCOME | 1/1/2032 | 2.5 | 378515 | 367680 |
| FNMA POOL BE0579 | FIXED INCOME | 10/1/2046 | 4.0 | 181358 | 175303 |
| FNMA POOL BE1906 | FIXED INCOME | 12/1/2031 | 3.0 | 393449 | 386189 |
| FNMA POOL BE3619 | FIXED INCOME | 5/1/2047 | 4.0 | 271256 | 262284 |
| FNMA POOL BE5041 | FIXED INCOME | 11/1/2046 | 3.5 | 131832 | 125181 |
| FNMA POOL BH9303 | FIXED INCOME | 2/1/2033 | 3.5 | 467771 | 462442 |
| FNMA POOL BJ0258 | FIXED INCOME | 10/1/2047 | 4.5 | 35666 | 35443 |
| FNMA POOL BJ4572 | FIXED INCOME | 1/1/2048 | 4.5 | 125169 | 125180 |
| FNMA POOL BJ4751 | FIXED INCOME | 1/1/2048 | 4.0 | 354542 | 342814 |
| FNMA POOL BK2013 | FIXED INCOME | 4/1/2048 | 4.0 | 194110 | 188510 |
| FNMA POOL BK7114 | FIXED INCOME | 7/1/2048 | 5.0 | 141700 | 143664 |
| FNMA POOL BK8918 | FIXED INCOME | 8/1/2048 | 5.0 | 28357 | 28750 |
| FNMA POOL BM1177 | FIXED INCOME | 12/1/2031 | 3.0 | 195070 | 191870 |
| FNMA POOL BM1567 | FIXED INCOME | 2/1/2047 | 3.0 | 657702 | 605492 |
| FNMA POOL BM2005 | FIXED INCOME | 12/1/2047 | 4.0 | 118826 | 114895 |
| FNMA POOL BM3688 | FIXED INCOME | 2/1/2047 | 3.5 | 427992 | 404253 |
| FNMA POOL BM3824 | FIXED INCOME | 2/1/2047 | 4.0 | 287352 | 279124 |
| FNMA POOL BM4137 | FIXED INCOME | 6/1/2047 | 4.0 | 287100 | 277610 |
| FNMA POOL BM5024 | FIXED INCOME | 11/1/2048 | 3.0 | 781422 | 708172 |
| FNMA POOL BO7838 | FIXED INCOME | 4/1/2050 | 2.5 | 1767025 | 1516508 |
| FNMA POOL BP3054 | FIXED INCOME | 3/1/2050 | 3.0 | 732309 | 660734 |
| FNMA POOL BP3082 | FIXED INCOME | 3/1/2050 | 3.0 | 649000 | 585802 |
| FNMA POOL BP9581 | FIXED INCOME | 8/1/2050 | 2.5 | 1838889 | 1591039 |
| FNMA POOL BQ4495 | FIXED INCOME | 2/1/2051 | 2.0 | 4983522 | 4075397 |
| FNMA POOL BQ6312 | FIXED INCOME | 11/1/2050 | 2.5 | 1878216 | 1615302 |
| FNMA POOL BR1269 | FIXED INCOME | 1/1/2051 | 2.5 | 812086 | 702106 |
| FNMA POOL BR4029 | FIXED INCOME | 2/1/2051 | 2.0 | 3961467 | 3269013 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL BR4051 | FIXED INCOME | 2/1/2051 | 2.0 | 2418185 | 1995493 |
| FNMA POOL BR4113 | FIXED INCOME | 1/1/2051 | 2.5 | 2316631 | 1982445 |
| FNMA POOL BR4515 | FIXED INCOME | 2/1/2051 | 2.0 | 2864796 | 2357785 |
| FNMA POOL BT0417 | FIXED INCOME | 6/1/2051 | 2.5 | 1978234 | 1689175 |
| FNMA POOL BT3273 | FIXED INCOME | 8/1/2051 | 2.5 | 4364337 | 3752777 |
| FNMA POOL BV2558 | FIXED INCOME | 6/1/2052 | 5.0 | 153075 | 153932 |
| FNMA POOL BV4139 | FIXED INCOME | 3/1/2052 | 2.5 | 1933902 | 1659582 |
| FNMA POOL BV7959 | FIXED INCOME | 8/1/2052 | 5.0 | 536982 | 539866 |
| FNMA POOL BW0954 | FIXED INCOME | 7/1/2052 | 4.5 | 2020147 | 1983089 |
| FNMA POOL BW3913 | FIXED INCOME | 8/1/2052 | 4.0 | 775143 | 740142 |
| FNMA POOL BW4908 | FIXED INCOME | 4/1/2053 | 6.0 | 767820 | 790023 |
| FNMA POOL CA2653 | FIXED INCOME | 8/1/2048 | 5.0 | 40926 | 41583 |
| FNMA POOL CA4015 | FIXED INCOME | 1/1/2048 | 3.0 | 944551 | 856009 |
| FNMA POOL CA4648 | FIXED INCOME | 4/1/2048 | 3.0 | 506558 | 459073 |
| FNMA POOL CB0502 | FIXED INCOME | 5/1/2051 | 2.0 | 3183763 | 2607920 |
| FNMA POOL CB1027 | FIXED INCOME | 7/1/2051 | 2.5 | 1461730 | 1248202 |
| FNMA POOL CB1038 | FIXED INCOME | 7/1/2051 | 2.5 | 1942652 | 1667321 |
| FNMA POOL CB1553 | FIXED INCOME | 9/1/2051 | 2.5 | 3390389 | 2907770 |
| FNMA POOL CB3909 | FIXED INCOME | 6/1/2052 | 4.0 | 239578 | 228478 |
| FNMA POOL CB6031 | FIXED INCOME | 4/1/2053 | 5.0 | 611716 | 614794 |
| FNMA POOL CB7867 | FIXED INCOME | 1/1/2054 | 6.5 | 1392433 | 1449267 |
| FNMA POOL CB9317 | FIXED INCOME | 10/1/2054 | 5.0 | 733409 | 733398 |
| FNMA POOL CB9844 | FIXED INCOME | 1/1/2055 | 6.5 | 735337 | 765329 |
| FNMA POOL FM2165 | FIXED INCOME | 11/1/2048 | 3.5 | 342465 | 321862 |
| FNMA POOL FM4316 | FIXED INCOME | 11/1/2046 | 3.0 | 670233 | 612229 |
| FNMA POOL FM5037 | FIXED INCOME | 12/1/2035 | 2.0 | 1074349 | 1004075 |
| FNMA POOL FM5316 | FIXED INCOME | 12/1/2050 | 2.0 | 3516463 | 2906362 |
| FNMA POOL FM5326 | FIXED INCOME | 12/1/2035 | 2.0 | 916947 | 856755 |
| FNMA POOL FM5497 | FIXED INCOME | 12/1/2035 | 2.0 | 1107636 | 1035254 |
| FNMA POOL FM6384 | FIXED INCOME | 3/1/2051 | 2.0 | 5477326 | 4499222 |
| FNMA POOL FM6853 | FIXED INCOME | 4/1/2051 | 2.0 | 5189917 | 4297543 |
| FNMA POOL FM6928 | FIXED INCOME | 4/1/2051 | 2.0 | 3003692 | 2471051 |
| FNMA POOL FM7151 | FIXED INCOME | 5/1/2051 | 2.0 | 4869027 | 3997850 |
| FNMA POOL FM7189 | FIXED INCOME | 5/1/2051 | 2.5 | 2379807 | 2048545 |
| FNMA POOL FM7497 | FIXED INCOME | 6/1/2051 | 2.0 | 5627296 | 4650557 |
| FNMA POOL FM8178 | FIXED INCOME | 7/1/2051 | 2.5 | 1169809 | 998925 |
| FNMA POOL FM8360 | FIXED INCOME | 8/1/2051 | 2.5 | 1421402 | 1221785 |
| FNMA POOL FS0121 | FIXED INCOME | 1/1/2052 | 2.0 | 2015718 | 1651236 |
| FNMA POOL FS1171 | FIXED INCOME | 1/1/2052 | 3.0 | 243427 | 217111 |
| FNMA POOL FS1332 | FIXED INCOME | 3/1/2052 | 3.5 | 292880 | 272408 |
| FNMA POOL FS3277 | FIXED INCOME | 12/1/2037 | 4.0 | 67486 | 66998 |
| FNMA POOL FS3969 | FIXED INCOME | 3/1/2037 | 2.0 | 352318 | 328471 |
| FNMA POOL FS4198 | FIXED INCOME | 4/1/2052 | 3.0 | 245991 | 217954 |
| FNMA POOL FS5235 | FIXED INCOME | 7/1/2053 | 5.5 | 405811 | 414789 |
| FNMA POOL FS5749 | FIXED INCOME | 9/1/2053 | 6.5 | 1003179 | 1041961 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL FS5888 | FIXED INCOME | 10/1/2053 | 6.0 | 418594 | 433531 |
| FNMA POOL FS6471 | FIXED INCOME | 5/1/2052 | 3.0 | 1838705 | 1641256 |
| FNMA POOL FS6832 | FIXED INCOME | 11/1/2053 | 5.0 | 881887 | 883231 |
| FNMA POOL FS9423 | FIXED INCOME | 10/1/2054 | 5.5 | 996234 | 1011283 |
| FNMA POOL MA1524 | FIXED INCOME | 8/1/2043 | 3.0 | 405407 | 373224 |
| FNMA POOL MA2405 | FIXED INCOME | 9/1/2045 | 4.0 | 90831 | 88230 |
| FNMA POOL MA2803 | FIXED INCOME | 11/1/2031 | 2.5 | 660530 | 641732 |
| FNMA POOL MA2868 | FIXED INCOME | 1/1/2032 | 2.5 | 165873 | 161098 |
| FNMA POOL MA2879 | FIXED INCOME | 1/1/2047 | 4.0 | 183639 | 177517 |
| FNMA POOL MA2895 | FIXED INCOME | 2/1/2047 | 3.0 | 599785 | 545211 |
| FNMA POOL MA2898 | FIXED INCOME | 2/1/2032 | 2.5 | 105561 | 102476 |
| FNMA POOL MA3008 | FIXED INCOME | 5/1/2047 | 4.5 | 375168 | 372801 |
| FNMA POOL MA3058 | FIXED INCOME | 7/1/2047 | 4.0 | 243293 | 235246 |
| FNMA POOL MA3101 | FIXED INCOME | 8/1/2047 | 4.5 | 520243 | 516960 |
| FNMA POOL MA3149 | FIXED INCOME | 10/1/2047 | 4.0 | 134166 | 129728 |
| FNMA POOL MA3210 | FIXED INCOME | 12/1/2047 | 3.5 | 538127 | 505752 |
| FNMA POOL MA3422 | FIXED INCOME | 7/1/2048 | 5.0 | 82327 | 83358 |
| FNMA POOL MA3460 | FIXED INCOME | 9/1/2028 | 3.5 | 38052 | 37778 |
| FNMA POOL MA3589 | FIXED INCOME | 2/1/2034 | 4.0 | 130292 | 130323 |
| FNMA POOL MA3645 | FIXED INCOME | 2/1/2049 | 6.0 | 32076 | 33512 |
| FNMA POOL MA3896 | FIXED INCOME | 1/1/2035 | 2.5 | 485139 | 462681 |
| FNMA POOL MA4306 | FIXED INCOME | 4/1/2051 | 2.5 | 2789188 | 2384227 |
| FNMA POOL MA4360 | FIXED INCOME | 6/1/2036 | 2.0 | 1551234 | 1441874 |
| FNMA POOL MA4399 | FIXED INCOME | 8/1/2051 | 2.5 | 2963087 | 2529203 |
| FNMA POOL MA4403 | FIXED INCOME | 8/1/2036 | 2.0 | 2977215 | 2766407 |
| FNMA POOL MA4442 | FIXED INCOME | 10/1/2036 | 2.0 | 617377 | 573472 |
| FNMA POOL MA4492 | FIXED INCOME | 12/1/2051 | 2.0 | 1979516 | 1612575 |
| FNMA POOL MA4567 | FIXED INCOME | 3/1/2037 | 2.0 | 783535 | 725950 |
| FNMA POOL MA4656 | FIXED INCOME | 7/1/2052 | 4.5 | 192157 | 188747 |
| FNMA POOL MA4698 | FIXED INCOME | 8/1/2052 | 3.0 | 379233 | 337164 |
| FNMA POOL MA4733 | FIXED INCOME | 9/1/2052 | 4.5 | 202279 | 198847 |
| FNMA POOL MA4737 | FIXED INCOME | 8/1/2052 | 5.0 | 1001086 | 1005752 |
| FNMA POOL MA4803 | FIXED INCOME | 11/1/2052 | 3.5 | 478469 | 443235 |
| FNMA POOL MA4842 | FIXED INCOME | 12/1/2052 | 5.5 | 1115582 | 1138080 |
| FNMA POOL MA4861 | FIXED INCOME | 1/1/2038 | 3.5 | 197917 | 192902 |
| FNMA POOL MA4868 | FIXED INCOME | 1/1/2053 | 5.0 | 276521 | 277579 |
| FNMA POOL MA4869 | FIXED INCOME | 1/1/2053 | 5.5 | 2325897 | 2371815 |
| FNMA POOL MA4894 | FIXED INCOME | 1/1/2053 | 6.0 | 703857 | 725763 |
| FNMA POOL MA4918 | FIXED INCOME | 2/1/2053 | 5.0 | 968539 | 971841 |
| FNMA POOL MA4919 | FIXED INCOME | 2/1/2053 | 5.5 | 691346 | 704287 |
| FNMA POOL MA4933 | FIXED INCOME | 2/1/2053 | 3.5 | 390708 | 361816 |
| FNMA POOL MA4979 | FIXED INCOME | 4/1/2053 | 5.5 | 465582 | 473797 |
| FNMA POOL MA5038 | FIXED INCOME | 6/1/2053 | 5.0 | 678662 | 680384 |
| FNMA POOL MA5040 | FIXED INCOME | 6/1/2053 | 6.0 | 245470 | 252378 |
| FNMA POOL MA5071 | FIXED INCOME | 7/1/2053 | 5.0 | 1998194 | 2002455 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL MA5073 | FIXED INCOME | 7/1/2053 | 6.0 | 1302557 | 1339581 |
| FNMA POOL MA5107 | FIXED INCOME | 8/1/2053 | 5.5 | 1085182 | 1103757 |
| FNMA POOL MA5108 | FIXED INCOME | 8/1/2053 | 6.0 | 530757 | 545810 |
| FNMA POOL MA5138 | FIXED INCOME | 9/1/2053 | 5.5 | 341532 | 347396 |
| FNMA POOL MA5165 | FIXED INCOME | 10/1/2053 | 5.5 | 721720 | 734165 |
| FNMA POOL MA5191 | FIXED INCOME | 11/1/2053 | 6.0 | 876835 | 901590 |
| FNMA POOL MA5217 | FIXED INCOME | 12/1/2053 | 6.5 | 842698 | 875276 |
| FNMA POOL MA5271 | FIXED INCOME | 2/1/2054 | 5.5 | 463138 | 470832 |
| FNMA POOL MA5273 | FIXED INCOME | 2/1/2054 | 6.5 | 2022004 | 2100172 |
| FNMA POOL MA5422 | FIXED INCOME | 7/1/2054 | 6.5 | 872435 | 905973 |
| FNMA POOL MA5445 | FIXED INCOME | 8/1/2054 | 6.0 | 4142990 | 4252174 |
| FNMA POOL MA5470 | FIXED INCOME | 9/1/2054 | 5.5 | 725630 | 736647 |
| FNMA POOL MA5471 | FIXED INCOME | 9/1/2054 | 6.0 | 1123620 | 1154188 |
| FNMA POOL MA5586 | FIXED INCOME | 1/1/2055 | 5.5 | 1294752 | 1314014 |
| FNMA POOL MA5944 | FIXED INCOME | 1/1/2056 | 5.0 | 550000 | 548950 |
| FORD MOTOR COMPANY | FIXED INCOME | 8/19/2032 | 6.1 | 510000 | 526045 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 3/5/2027 | 5.8 | 1195000 | 1209866 |
| FOX CORP | FIXED INCOME | 10/13/2033 | 6.5 | 955000 | 1054750 |
| GATX CORP | FIXED INCOME | 6/1/2051 | 3.1 | 580000 | 369141 |
| GE HEALTHCARE TECH INC | FIXED INCOME | 11/15/2027 | 5.7 | 300000 | 308772 |
| GE HEALTHCARE TECH INC | FIXED INCOME | 11/22/2052 | 6.4 | 845000 | 923670 |
| GENERAL MILLS INC | FIXED INCOME | 4/15/2030 | 2.9 | 490000 | 463785 |
| GENERAL MOTORS CO | FIXED INCOME | 4/1/2046 | 6.8 | 1105000 | 1184969 |
| GENERAL MOTORS CO | FIXED INCOME | 10/15/2029 | 5.4 | 380000 | 393585 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 1/7/2030 | 5.4 | 2600000 | 2686372 |
| GENUINE PARTS CO | FIXED INCOME | 11/1/2030 | 1.9 | 565000 | 496392 |
| GEORGIA POWER CO | FIXED INCOME | 9/15/2029 | 2.7 | 375000 | 357161 |
| GILEAD SCIENCES INC | FIXED INCOME | 3/1/2046 | 4.8 | 755000 | 686582 |
| GLAXOSMITHKLINE CAP INC | FIXED INCOME | 5/15/2038 | 6.4 | 490000 | 550887 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 12/1/2033 | 6.8 | 690000 | 748933 |
| GNMA II POOL 004923 | FIXED INCOME | 1/20/2041 | 4.5 | 4864 | 4880 |
| GNMA II POOL 004978 | FIXED INCOME | 3/20/2041 | 4.5 | 42103 | 42241 |
| GNMA II POOL 005017 | FIXED INCOME | 4/20/2041 | 4.5 | 150023 | 150516 |
| GNMA II POOL 005055 | FIXED INCOME | 5/20/2041 | 4.5 | 94565 | 94875 |
| GNMA II POOL 005082 | FIXED INCOME | 6/20/2041 | 4.5 | 112116 | 112484 |
| GNMA II POOL 005115 | FIXED INCOME | 7/20/2041 | 4.5 | 14868 | 14917 |
| GNMA II POOL 005140 | FIXED INCOME | 8/20/2041 | 4.5 | 183448 | 184051 |
| GNMA II POOL 005204 | FIXED INCOME | 10/20/2041 | 4.5 | 88496 | 88787 |
| GNMA II POOL 005260 | FIXED INCOME | 12/20/2041 | 4.5 | 115763 | 116143 |
| GNMA II POOL 005281 | FIXED INCOME | 1/20/2042 | 4.5 | 109877 | 110238 |
| GNMA II POOL 782909 | FIXED INCOME | 9/20/2039 | 5.5 | 60454 | 63244 |
| GNMA II POOL MA0090 | FIXED INCOME | 5/20/2042 | 4.5 | 144200 | 144674 |
| GNMA II POOL MA1224 | FIXED INCOME | 8/20/2043 | 3.5 | 319923 | 301611 |
| GNMA II POOL MA1375 | FIXED INCOME | 10/20/2043 | 3.5 | 331777 | 312785 |
| GNMA II POOL MA1377 | FIXED INCOME | 10/20/2043 | 4.5 | 22786 | 22737 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA II POOL MA1602 | FIXED INCOME | 1/20/2044 | 4.5 | 74114 | 73955 |
| GNMA II POOL MA1679 | FIXED INCOME | 2/20/2044 | 4.5 | 90885 | 90690 |
| GNMA II POOL MA1840 | FIXED INCOME | 4/20/2044 | 4.5 | 170959 | 170593 |
| GNMA II POOL MA1995 | FIXED INCOME | 6/20/2044 | 3.5 | 252047 | 237259 |
| GNMA II POOL MA1997 | FIXED INCOME | 6/20/2044 | 4.5 | 34503 | 34429 |
| GNMA II POOL MA2148 | FIXED INCOME | 8/20/2044 | 3.5 | 149915 | 141119 |
| GNMA II POOL MA2225 | FIXED INCOME | 9/20/2044 | 4.5 | 139604 | 139230 |
| GNMA II POOL MA2303 | FIXED INCOME | 10/20/2044 | 3.5 | 150082 | 141276 |
| GNMA II POOL MA2305 | FIXED INCOME | 10/20/2044 | 4.5 | 115295 | 114987 |
| GNMA II POOL MA2445 | FIXED INCOME | 12/20/2044 | 3.5 | 150588 | 141752 |
| GNMA II POOL MA2521 | FIXED INCOME | 1/20/2045 | 3.5 | 498515 | 469266 |
| GNMA II POOL MA2601 | FIXED INCOME | 2/20/2045 | 3.5 | 164515 | 154862 |
| GNMA II POOL MA2678 | FIXED INCOME | 3/20/2045 | 3.5 | 94310 | 88207 |
| GNMA II POOL MA2680 | FIXED INCOME | 3/20/2045 | 4.5 | 130886 | 130605 |
| GNMA II POOL MA2754 | FIXED INCOME | 4/20/2045 | 3.5 | 179277 | 167675 |
| GNMA II POOL MA2756 | FIXED INCOME | 4/20/2045 | 4.5 | 149478 | 149157 |
| GNMA II POOL MA2826 | FIXED INCOME | 5/20/2045 | 3.5 | 236195 | 220910 |
| GNMA II POOL MA2827 | FIXED INCOME | 5/20/2045 | 4.0 | 86686 | 83949 |
| GNMA II POOL MA2892 | FIXED INCOME | 6/20/2045 | 3.5 | 217750 | 203658 |
| GNMA II POOL MA2960 | FIXED INCOME | 7/20/2045 | 3.0 | 330242 | 301792 |
| GNMA II POOL MA2961 | FIXED INCOME | 7/20/2045 | 3.5 | 200329 | 187365 |
| GNMA II POOL MA2962 | FIXED INCOME | 7/20/2045 | 4.0 | 439981 | 426089 |
| GNMA II POOL MA3035 | FIXED INCOME | 8/20/2045 | 4.0 | 152842 | 148017 |
| GNMA II POOL MA3036 | FIXED INCOME | 8/20/2045 | 4.5 | 78365 | 78155 |
| GNMA II POOL MA3105 | FIXED INCOME | 9/20/2045 | 3.5 | 668254 | 625009 |
| GNMA II POOL MA3106 | FIXED INCOME | 9/20/2045 | 4.0 | 384973 | 372818 |
| GNMA II POOL MA3107 | FIXED INCOME | 9/20/2045 | 4.5 | 179866 | 179385 |
| GNMA II POOL MA3174 | FIXED INCOME | 10/20/2045 | 4.0 | 212900 | 206178 |
| GNMA II POOL MA3244 | FIXED INCOME | 11/20/2045 | 3.5 | 286814 | 268253 |
| GNMA II POOL MA3245 | FIXED INCOME | 11/20/2045 | 4.0 | 226489 | 219337 |
| GNMA II POOL MA3246 | FIXED INCOME | 11/20/2045 | 4.5 | 94739 | 94486 |
| GNMA II POOL MA3310 | FIXED INCOME | 12/20/2045 | 3.5 | 200687 | 187700 |
| GNMA II POOL MA3311 | FIXED INCOME | 12/20/2045 | 4.0 | 177373 | 171773 |
| GNMA II POOL MA3376 | FIXED INCOME | 1/20/2046 | 3.5 | 211993 | 198274 |
| GNMA II POOL MA3596 | FIXED INCOME | 4/20/2046 | 3.0 | 267272 | 243790 |
| GNMA II POOL MA3599 | FIXED INCOME | 4/20/2046 | 4.5 | 41020 | 40911 |
| GNMA II POOL MA3662 | FIXED INCOME | 5/20/2046 | 3.0 | 515649 | 470344 |
| GNMA II POOL MA3663 | FIXED INCOME | 5/20/2046 | 3.5 | 534462 | 499194 |
| GNMA II POOL MA3735 | FIXED INCOME | 6/20/2046 | 3.0 | 422274 | 385173 |
| GNMA II POOL MA3804 | FIXED INCOME | 7/20/2046 | 4.0 | 67253 | 64920 |
| GNMA II POOL MA3873 | FIXED INCOME | 8/20/2046 | 3.0 | 768553 | 701028 |
| GNMA II POOL MA3939 | FIXED INCOME | 9/20/2046 | 4.5 | 17946 | 17952 |
| GNMA II POOL MA4004 | FIXED INCOME | 10/20/2046 | 3.5 | 518327 | 484124 |
| GNMA II POOL MA4261 | FIXED INCOME | 2/20/2047 | 3.0 | 451828 | 412720 |
| GNMA II POOL MA4263 | FIXED INCOME | 2/20/2047 | 4.0 | 352080 | 339866 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA II POOL MA4320 | FIXED INCOME | 3/20/2047 | 3.0 | 414282 | 377883 |
| GNMA II POOL MA4381 | FIXED INCOME | 4/20/2047 | 3.0 | 555280 | 506076 |
| GNMA II POOL MA4450 | FIXED INCOME | 5/20/2047 | 3.0 | 802195 | 731112 |
| GNMA II POOL MA4452 | FIXED INCOME | 5/20/2047 | 4.0 | 327729 | 315706 |
| GNMA II POOL MA4509 | FIXED INCOME | 6/20/2047 | 3.0 | 719496 | 657129 |
| GNMA II POOL MA4585 | FIXED INCOME | 7/20/2047 | 3.0 | 855790 | 779958 |
| GNMA II POOL MA4587 | FIXED INCOME | 7/20/2047 | 4.0 | 710477 | 684410 |
| GNMA II POOL MA4588 | FIXED INCOME | 7/20/2047 | 4.5 | 299488 | 298242 |
| GNMA II POOL MA4653 | FIXED INCOME | 8/20/2047 | 4.0 | 465328 | 448256 |
| GNMA II POOL MA4779 | FIXED INCOME | 10/20/2047 | 4.0 | 69733 | 67175 |
| GNMA II POOL MA4836 | FIXED INCOME | 11/20/2047 | 3.0 | 857285 | 781320 |
| GNMA II POOL MA5078 | FIXED INCOME | 3/20/2048 | 4.0 | 88396 | 85153 |
| GNMA II POOL MA5623 | FIXED INCOME | 12/20/2033 | 3.5 | 37390 | 36838 |
| GNMA II POOL MA6038 | FIXED INCOME | 7/20/2049 | 3.0 | 701242 | 635452 |
| GNMA II POOL MA7312 | FIXED INCOME | 4/20/2051 | 2.5 | 3570647 | 3087727 |
| GNMA II POOL MA7366 | FIXED INCOME | 5/20/2051 | 2.0 | 3979982 | 3302007 |
| GNMA II POOL MA7417 | FIXED INCOME | 6/20/2051 | 2.0 | 4583582 | 3802694 |
| GNMA II POOL MA7471 | FIXED INCOME | 7/20/2051 | 2.0 | 2134707 | 1770983 |
| GNMA II POOL MA7472 | FIXED INCOME | 7/20/2051 | 2.5 | 3637882 | 3145362 |
| GNMA II POOL MA7534 | FIXED INCOME | 8/20/2051 | 2.5 | 5019217 | 4339449 |
| GNMA II POOL MA7826 | FIXED INCOME | 1/20/2052 | 2.0 | 1773739 | 1471308 |
| GNMA II POOL MA7881 | FIXED INCOME | 2/20/2052 | 2.5 | 946181 | 817817 |
| GNMA II POOL MA8043 | FIXED INCOME | 5/20/2052 | 3.0 | 354434 | 319208 |
| GNMA II POOL MA8046 | FIXED INCOME | 5/20/2052 | 4.5 | 202767 | 199384 |
| GNMA II POOL MA8098 | FIXED INCOME | 6/20/2052 | 3.0 | 1282464 | 1155005 |
| GNMA II POOL MA8099 | FIXED INCOME | 6/20/2052 | 3.5 | 435335 | 402739 |
| GNMA II POOL MA8149 | FIXED INCOME | 7/20/2052 | 3.5 | 1426222 | 1319324 |
| GNMA II POOL MA8151 | FIXED INCOME | 7/20/2052 | 4.5 | 408573 | 401630 |
| GNMA II POOL MA8200 | FIXED INCOME | 8/20/2052 | 4.0 | 616220 | 588105 |
| GNMA II POOL MA8201 | FIXED INCOME | 8/20/2052 | 4.5 | 397473 | 390657 |
| GNMA II POOL MA8202 | FIXED INCOME | 8/20/2052 | 5.0 | 1678080 | 1688945 |
| GNMA II POOL MA8267 | FIXED INCOME | 9/20/2052 | 4.0 | 464968 | 443754 |
| GNMA II POOL MA8268 | FIXED INCOME | 9/20/2052 | 4.5 | 1307349 | 1288220 |
| GNMA II POOL MA8345 | FIXED INCOME | 10/20/2052 | 3.5 | 123354 | 114080 |
| GNMA II POOL MA8348 | FIXED INCOME | 10/20/2052 | 5.0 | 571194 | 573958 |
| GNMA II POOL MA8428 | FIXED INCOME | 11/20/2052 | 5.0 | 435603 | 437654 |
| GNMA II POOL MA8490 | FIXED INCOME | 12/20/2052 | 5.0 | 256846 | 258055 |
| GNMA II POOL MA8492 | FIXED INCOME | 12/20/2052 | 6.0 | 458227 | 471607 |
| GNMA II POOL MA8570 | FIXED INCOME | 1/20/2053 | 5.5 | 467704 | 475664 |
| GNMA II POOL MA8648 | FIXED INCOME | 2/20/2053 | 5.5 | 693761 | 705568 |
| GNMA II POOL MA8725 | FIXED INCOME | 3/20/2053 | 5.0 | 76949 | 77221 |
| GNMA II POOL MA8726 | FIXED INCOME | 3/20/2053 | 5.5 | 433790 | 441145 |
| GNMA II POOL MA8727 | FIXED INCOME | 3/20/2053 | 6.0 | 241572 | 247657 |
| GNMA II POOL MA8800 | FIXED INCOME | 4/20/2053 | 5.0 | 840771 | 843639 |
| GNMA II POOL MA8801 | FIXED INCOME | 4/20/2053 | 5.5 | 999174 | 1015868 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA II POOL MA8878 | FIXED INCOME | 5/20/2053 | 5.0 | 503997 | 506093 |
| GNMA II POOL MA8947 | FIXED INCOME | 6/20/2053 | 5.0 | 385785 | 386958 |
| GNMA II POOL MA8948 | FIXED INCOME | 6/20/2053 | 5.5 | 385817 | 392168 |
| GNMA II POOL MA8949 | FIXED INCOME | 6/20/2053 | 6.0 | 861068 | 882756 |
| GNMA II POOL MA9015 | FIXED INCOME | 7/20/2053 | 4.5 | 459706 | 450614 |
| GNMA II POOL MA9016 | FIXED INCOME | 7/20/2053 | 5.0 | 780571 | 783806 |
| GNMA II POOL MA9017 | FIXED INCOME | 7/20/2053 | 5.5 | 628135 | 638397 |
| GNMA II POOL MA9018 | FIXED INCOME | 7/20/2053 | 6.0 | 329628 | 337930 |
| GNMA II POOL MA9106 | FIXED INCOME | 8/20/2053 | 5.5 | 1016984 | 1033473 |
| GNMA II POOL MA9170 | FIXED INCOME | 9/20/2053 | 5.0 | 235111 | 235739 |
| GNMA II POOL MA9171 | FIXED INCOME | 9/20/2053 | 5.5 | 18131 | 18468 |
| GNMA II POOL MA9240 | FIXED INCOME | 10/20/2053 | 5.0 | 549671 | 551138 |
| GNMA II POOL MA9305 | FIXED INCOME | 11/20/2053 | 5.5 | 1846186 | 1875664 |
| GNMA II POOL MA9306 | FIXED INCOME | 11/20/2053 | 6.0 | 329576 | 337877 |
| GNMA II POOL MA9422 | FIXED INCOME | 1/20/2054 | 5.0 | 883186 | 885435 |
| GNMA II POOL MA9486 | FIXED INCOME | 2/20/2054 | 4.5 | 705610 | 690670 |
| GNMA II POOL MA9724 | FIXED INCOME | 6/20/2054 | 5.0 | 554458 | 554738 |
| GNMA II POOL MA9726 | FIXED INCOME | 6/20/2054 | 6.0 | 1188315 | 1214111 |
| GNMA II POOL MA9779 | FIXED INCOME | 7/20/2054 | 5.5 | 954793 | 966175 |
| GNMA II POOL MA9780 | FIXED INCOME | 7/20/2054 | 6.0 | 931399 | 951618 |
| GNMA II POOL MA9851 | FIXED INCOME | 8/20/2054 | 5.5 | 899336 | 909947 |
| GNMA II POOL MA9905 | FIXED INCOME | 9/20/2054 | 5.0 | 520756 | 520377 |
| GNMA II POOL MA9966 | FIXED INCOME | 10/20/2054 | 6.0 | 968990 | 990025 |
| GNMA II POOL MB0026 | FIXED INCOME | 11/20/2054 | 5.5 | 685413 | 693042 |
| GNMA II POOL MB0147 | FIXED INCOME | 1/20/2055 | 5.5 | 390131 | 394401 |
| GNMA II POOL MB0365 | FIXED INCOME | 5/20/2055 | 5.0 | 505948 | 505223 |
| GNMA II POOL MB0686 | FIXED INCOME | 10/20/2055 | 5.5 | 353300 | 357516 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 7/23/2030 | 5.0 | 1530000 | 1568724 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/1/2037 | 6.8 | 380000 | 425152 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 2/1/2041 | 6.3 | 725000 | 795717 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 1/26/2027 | 3.9 | 700000 | 699545 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 4/22/2032 | 2.6 | 910000 | 830202 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/31/2038 | 4.0 | 220000 | 198220 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 7273192 | 7273192 |
| HALLIBURTON CO | FIXED INCOME | 11/15/2045 | 5.0 | 295000 | 264382 |
| HARTFORD INSUR GRP INC/T | FIXED INCOME | 10/1/2041 | 6.1 | 330000 | 353565 |
| HCA INC | FIXED INCOME | 7/15/2031 | 2.4 | 1085000 | 973679 |
| HCA INC | FIXED INCOME | 3/15/2032 | 3.6 | 665000 | 628784 |
| HCA INC | FIXED INCOME | 3/1/2028 | 5.0 | 1120000 | 1141448 |
| HIGHWOODS REALTY LP | FIXED INCOME | 2/1/2031 | 2.6 | 695000 | 623860 |
| HOME DEPOT INC | FIXED INCOME | 4/1/2046 | 4.3 | 670000 | 568374 |
| HOME DEPOT INC | FIXED INCOME | 12/6/2048 | 4.5 | 445000 | 385797 |
| HOME DEPOT INC | FIXED INCOME | 6/25/2029 | 4.8 | 495000 | 507489 |
| HONEYWELL INTERNATIONAL | FIXED INCOME | 2/15/2033 | 5.0 | 290000 | 298659 |
| HP ENTERPRISE CO | FIXED INCOME | 10/15/2031 | 4.9 | 765000 | 772574 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | HP INC | FIXED INCOME | 4/15/2029 | 4.0 | 305000 | 301843 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 9/15/2037 | 6.5 | 320000 | 352240 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 6/19/2029 | 4.6 | 1075000 | 1085105 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 3/29/2033 | 4.8 | 965000 | 961130 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 5/17/2028 | 5.6 | 965000 | 983460 |
| | HUMANA INC | FIXED INCOME | 12/1/2042 | 4.6 | 380000 | 327769 |
| | ILLINOIS ST | FIXED INCOME | 6/1/2033 | 5.1 | 226863 | 232785 |
| | ILLUMINA INC | FIXED INCOME | 3/23/2031 | 2.6 | 630000 | 571857 |
| | ING GROEP NV | FIXED INCOME | 4/1/2032 | 2.7 | 650000 | 598598 |
| | INTEL CORP | FIXED INCOME | 11/15/2049 | 3.3 | 560000 | 359156 |
| | INTEL CORP | FIXED INCOME | 2/15/2060 | 3.1 | 965000 | 543285 |
| | INTEL CORP | FIXED INCOME | 2/10/2028 | 4.9 | 1085000 | 1100624 |
| | INTER AMERICAN INVEST CO | FIXED INCOME | 11/20/2028 | 3.6 | 4510000 | 4507565 |
| | INTERCONTINENTALEXCHANGE | FIXED INCOME | 9/15/2032 | 1.9 | 265000 | 226262 |
| | INTERCONTINENTALEXCHANGE | FIXED INCOME | 9/15/2060 | 3.0 | 330000 | 197967 |
| | INTERNATIONAL PAPER CO | FIXED INCOME | 11/15/2039 | 7.3 | 320000 | 374358 |
| | INTERSTATE POWER + LIGHT | FIXED INCOME | 9/30/2049 | 3.5 | 380000 | 272255 |
| | ITALY GOV T INT BOND | FIXED INCOME | 5/6/2051 | 3.9 | 850000 | 621656 |
| | JACKSON FINANCIAL INC | FIXED INCOME | 11/23/2051 | 4.0 | 410000 | 286762 |
| | JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 11/15/2053 | 7.3 | 880000 | 983039 |
| | JM SMUCKER CO | FIXED INCOME | 11/15/2053 | 6.5 | 345000 | 374159 |
| | JOHN DEERE CAPITAL CORP | FIXED INCOME | 6/5/2030 | 4.6 | 1185000 | 1205809 |
| | JOHNSON + JOHNSON | FIXED INCOME | 7/15/2038 | 5.9 | 250000 | 275928 |
| | JOHNSON + JOHNSON | FIXED INCOME | 9/1/2050 | 2.3 | 375000 | 221749 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/15/2040 | 5.5 | 520000 | 543577 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/23/2049 | 3.9 | 590000 | 471664 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/23/2029 | 4.0 | 4665000 | 4661781 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/15/2030 | 2.7 | 1335000 | 1266928 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2041 | 3.1 | 450000 | 354285 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2052 | 3.3 | 480000 | 341117 |
|  | JPN BANK FOR INT L COOP | FIXED INCOME | 4/15/2031 | 1.9 | 2630000 | 2368157 |
|  | KENTUCKY UTILITIES CO | FIXED INCOME | 11/1/2040 | 5.1 | 305000 | 300056 |
|  | KENVUE INC | FIXED INCOME | 3/22/2053 | 5.1 | 295000 | 269769 |
|  | KEURIG DR PEPPER INC | FIXED INCOME | 4/15/2032 | 4.1 | 670000 | 645411 |
|  | KEYBANK NATIONAL ASSN | FIXED INCOME | 11/15/2027 | 5.9 | 1190000 | 1226283 |
|  | KFW | FIXED INCOME | 8/9/2028 | 3.5 | 1895000 | 1893257 |
|  | KINDER MORGAN ENER PART | FIXED INCOME | 1/15/2038 | 7.0 | 520000 | 587683 |
|  | KINDER MORGAN INC | FIXED INCOME | 12/1/2034 | 5.3 | 585000 | 597671 |
|  | KLA CORP | FIXED INCOME | 7/15/2052 | 5.0 | 190000 | 172818 |
|  | KOREA DEVELOPMENT BANK | FIXED INCOME | 9/16/2030 | 3.8 | 1575000 | 1561408 |
|  | KRAFT HEINZ FOODS CO | FIXED INCOME | 6/1/2046 | 4.4 | 440000 | 364646 |
|  | KROGER CO | FIXED INCOME | 2/1/2047 | 4.5 | 540000 | 455528 |
|  | L3HARRIS TECH INC | FIXED INCOME | 7/31/2053 | 5.6 | 380000 | 378248 |
|  | LANDWIRTSCH. RENTENBANK | FIXED INCOME | 10/8/2030 | 3.6 | 1905000 | 1894865 |
|  | LAS VEGAS SANDS CORP | FIXED INCOME | 8/15/2029 | 6.0 | 690000 | 720533 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | LLOYDS BANKING GROUP PLC | FIXED INCOME | 1/9/2048 | 4.3 | 250000 | 206515 |
| | LLOYDS BANKING GROUP PLC | FIXED INCOME | 11/26/2028 | 5.1 | 1300000 | 1324700 |
| | LOCKHEED MARTIN CORP | FIXED INCOME | 3/1/2045 | 3.8 | 590000 | 474319 |
| | LOWE S COS INC | FIXED INCOME | 10/15/2030 | 1.7 | 590000 | 524787 |
| | LOWE S COS INC | FIXED INCOME | 4/1/2051 | 3.5 | 625000 | 435231 |
| | LOWE S COS INC | FIXED INCOME | 4/1/2027 | 3.4 | 915000 | 908458 |
| | LPL HOLDINGS INC | FIXED INCOME | 5/20/2034 | 6.0 | 380000 | 400174 |
| | LYB INT FINANCE III | FIXED INCOME | 10/1/2040 | 3.4 | 605000 | 440398 |
| | MARATHON PETROLEUM CORP | FIXED INCOME | 3/1/2041 | 6.5 | 450000 | 480123 |
| | MARKEL GROUP INC | FIXED INCOME | 5/16/2054 | 6.0 | 355000 | 357915 |
| | MARRIOTT INTERNATIONAL | FIXED INCOME | 10/15/2032 | 3.5 | 380000 | 355285 |
| | MARSH + MCLENNAN COS INC | FIXED INCOME | 9/15/2033 | 5.4 | 305000 | 320662 |
| | MARSH + MCLENNAN COS INC | FIXED INCOME | 3/15/2030 | 4.7 | 765000 | 780484 |
| | MARSH + MCLENNAN COS INC | FIXED INCOME | 3/15/2055 | 5.4 | 380000 | 366673 |
| | MARTIN MARIETTA MATERIAL | FIXED INCOME | 12/1/2054 | 5.5 | 420000 | 409487 |
| | MASTERCARD INC | FIXED INCOME | 2/26/2028 | 3.5 | 385000 | 383807 |
| | MCDONALD S CORP | FIXED INCOME | 5/26/2045 | 4.6 | 605000 | 533689 |
| | MEDTRONIC INC | FIXED INCOME | 3/15/2045 | 4.6 | 124000 | 113818 |
| | MERCK + CO INC | FIXED INCOME | 6/24/2040 | 2.4 | 295000 | 213320 |
| | MERCK + CO INC | FIXED INCOME | 12/10/2051 | 2.8 | 590000 | 366750 |
| | MERCK + CO INC | FIXED INCOME | 5/17/2033 | 4.5 | 590000 | 596484 |
| | META PLATFORMS INC | FIXED INCOME | 8/15/2032 | 3.9 | 1070000 | 1038831 |
| | META PLATFORMS INC | FIXED INCOME | 8/15/2054 | 5.4 | 2445000 | 2279376 |
| \* | METLIFE INC | FIXED INCOME | 6/15/2034 | 6.4 | 500000 | 559620 |
| \* | METLIFE INC | FIXED INCOME | 1/15/2054 | 5.3 | 890000 | 848473 |
|  | MICROCHIP TECHNOLOGY INC | FIXED INCOME | 3/15/2028 | 4.9 | 460000 | 466527 |
|  | MICRON TECHNOLOGY INC | FIXED INCOME | 1/15/2035 | 5.8 | 995000 | 1048889 |
|  | MICROSOFT CORP | FIXED INCOME | 6/1/2050 | 2.5 | 680000 | 417119 |
|  | MICROSOFT CORP | FIXED INCOME | 3/17/2052 | 2.9 | 765000 | 503561 |
|  | MID AMERICA APARTMENTS | FIXED INCOME | 3/15/2029 | 4.0 | 665000 | 661515 |
|  | MITSUBISHI UFJ FIN GRP | FIXED INCOME | 7/20/2033 | 5.1 | 1225000 | 1260084 |
|  | MIZUHO FINANCIAL GROUP | FIXED INCOME | 3/5/2028 | 4.0 | 385000 | 386363 |
|  | MORGAN STANLEY | FIXED INCOME | 4/28/2032 | 1.9 | 310000 | 272180 |
|  | MORGAN STANLEY | FIXED INCOME | 1/25/2052 | 2.8 | 980000 | 624681 |
|  | MORGAN STANLEY | FIXED INCOME | 7/22/2038 | 4.0 | 785000 | 707481 |
|  | MORGAN STANLEY | FIXED INCOME | 4/17/2036 | 5.7 | 910000 | 956774 |
|  | MORGAN STANLEY | FIXED INCOME | 1/15/2031 | 5.2 | 1230000 | 1269692 |
|  | MORGAN STANLEY | FIXED INCOME | 4/23/2027 | 4.0 | 1225000 | 1224216 |
|  | MORGAN STANLEY BAML TRUST | FIXED INCOME | 8/15/2058 | 5.6 | 1415000 | 1495466 |
|  | MORGAN STANLEY BANK NA | FIXED INCOME | 7/14/2028 | 5.0 | 1530000 | 1551833 |
|  | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 7/15/2051 | 4.2 | 1673513 | 1671378 |
|  | MPLX LP | FIXED INCOME | 3/1/2027 | 4.1 | 860000 | 860473 |
|  | MPLX LP | FIXED INCOME | 4/15/2038 | 4.5 | 390000 | 356733 |
|  | NASDAQ INC | FIXED INCOME | 4/28/2050 | 3.3 | 305000 | 211478 |
|  | NATWEST GROUP PLC | FIXED INCOME | 1/27/2030 | 5.1 | 1250000 | 1278013 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| NEW JERSEY ST TURNPIKE AUTH TU | FIXED INCOME | 1/1/2041 | 7.1 | 470000 | 549842 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 7/15/2032 | 5.0 | 575000 | 589645 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 2/28/2033 | 5.1 | 685000 | 702454 |
| NIKE INC | FIXED INCOME | 3/27/2050 | 3.4 | 180000 | 129240 |
| NISOURCE INC | FIXED INCOME | 5/15/2047 | 4.4 | 380000 | 316187 |
| NOMURA HOLDINGS INC | FIXED INCOME | 1/18/2033 | 6.2 | 840000 | 907880 |
| NORFOLK SOUTHERN CORP | FIXED INCOME | 2/28/2048 | 4.2 | 540000 | 441164 |
| NORTHERN TRUST CORP | FIXED INCOME | 5/1/2030 | 2.0 | 630000 | 577200 |
| NORTHROP GRUMMAN CORP | FIXED INCOME | 1/15/2028 | 3.3 | 1240000 | 1223930 |
| NOVARTIS CAPITAL CORP | FIXED INCOME | 9/18/2031 | 4.0 | 350000 | 348366 |
| NVIDIA CORP | FIXED INCOME | 4/1/2060 | 3.7 | 210000 | 153903 |
| NXP BV/NXP FDG/NXP USA | FIXED INCOME | 11/30/2051 | 3.3 | 730000 | 483172 |
| NXP BV/NXP FDG/NXP USA | FIXED INCOME | 6/18/2029 | 4.3 | 575000 | 576415 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 9/15/2036 | 6.5 | 595000 | 633830 |
| ONCOR ELECTRIC DELIVERY | FIXED INCOME | 5/15/2030 | 2.8 | 775000 | 731027 |
| ONEOK INC | FIXED INCOME | 9/1/2049 | 4.5 | 520000 | 420238 |
| ONEOK INC | FIXED INCOME | 9/1/2033 | 6.1 | 595000 | 634050 |
| ONEOK INC | FIXED INCOME | 3/1/2050 | 4.0 | 395000 | 287118 |
| ONTARIO (PROVINCE OF) | FIXED INCOME | 11/20/2035 | 4.5 | 355000 | 353729 |
| ONTARIO (PROVINCE OF) | FIXED INCOME | 9/4/2030 | 3.9 | 1240000 | 1241736 |
| ORACLE CORP | FIXED INCOME | 7/15/2040 | 5.4 | 365000 | 327562 |
| ORACLE CORP | FIXED INCOME | 7/15/2046 | 4.0 | 570000 | 396538 |
| ORACLE CORP | FIXED INCOME | 4/1/2050 | 3.6 | 590000 | 369381 |
| ORACLE CORP | FIXED INCOME | 11/9/2029 | 6.2 | 785000 | 819587 |
| ORACLE CORP | FIXED INCOME | 9/27/2034 | 4.7 | 2130000 | 1980836 |
| ORACLE CORP | FIXED INCOME | 9/26/2055 | 6.0 | 1915000 | 1702684 |
| ORANGE SA | FIXED INCOME | 1/13/2042 | 5.4 | 160000 | 157115 |
| OTIS WORLDWIDE CORP | FIXED INCOME | 11/19/2031 | 5.1 | 925000 | 960233 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2027 | 2.1 | 865000 | 838687 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2050 | 3.5 | 420000 | 284332 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 7/1/2040 | 4.5 | 350000 | 306124 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 3/1/2035 | 5.7 | 1925000 | 1983982 |
| PACIFICORP | FIXED INCOME | 1/15/2055 | 5.8 | 265000 | 247884 |
| PACKAGING CORP OF AMERIC | FIXED INCOME | 12/1/2033 | 5.7 | 705000 | 745305 |
| PARAMOUNT GLOBAL | FIXED INCOME | 1/15/2027 | 2.9 | 232000 | 228181 |
| PARAMOUNT GLOBAL | FIXED INCOME | 5/19/2050 | 5.0 | 265000 | 186830 |
| PAYPAL HOLDINGS INC | FIXED INCOME | 6/1/2027 | 3.9 | 1145000 | 1147279 |
| PEPSICO INC | FIXED INCOME | 7/18/2032 | 3.9 | 1145000 | 1126325 |
| PFIZER INC | FIXED INCOME | 12/15/2036 | 4.0 | 355000 | 333807 |
| PFIZER INVESTMENT ENTER | FIXED INCOME | 5/19/2033 | 4.8 | 1260000 | 1275145 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 8/17/2027 | 3.1 | 1665000 | 1646935 |
| PHILLIPS 66 | FIXED INCOME | 11/15/2044 | 4.9 | 325000 | 286351 |
| PLAINS ALL AMER PIPELINE | FIXED INCOME | 6/15/2044 | 4.7 | 320000 | 273126 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 12/2/2028 | 5.4 | 765000 | 784599 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 10/20/2034 | 6.9 | 850000 | 962744 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | PORT AUTH OF NEW YORK NEW JE | FIXED INCOME | 10/1/2051 | 4.9 | 425000 | 392768 |
| | PROCTER + GAMBLE CO/THE | FIXED INCOME | 1/26/2028 | 4.0 | 380000 | 383276 |
| | PROLOGIS LP | FIXED INCOME | 4/15/2050 | 3.0 | 375000 | 247789 |
| \* | PRUDENTIAL FINANCIAL INC | FIXED INCOME | 12/7/2049 | 3.9 | 523000 | 406151 |
|  | PUBLIC SERVICE ELECTRIC | FIXED INCOME | 5/1/2049 | 3.9 | 360000 | 278219 |
|  | PUBLIC SERVICE OKLAHOMA | FIXED INCOME | 1/15/2035 | 5.2 | 460000 | 465929 |
|  | PUGET SOUND ENERGY INC | FIXED INCOME | 6/15/2034 | 5.3 | 645000 | 665240 |
|  | QUALCOMM INC | FIXED INCOME | 5/20/2028 | 1.3 | 1123000 | 1059955 |
|  | RALPH LAUREN CORP | FIXED INCOME | 6/15/2030 | 3.0 | 340000 | 323248 |
|  | REALTY INCOME CORP | FIXED INCOME | 1/15/2028 | 3.4 | 645000 | 638105 |
|  | REGAL REXNORD CORP | FIXED INCOME | 4/15/2033 | 6.4 | 380000 | 409192 |
|  | REPUBLIC OF CHILE | FIXED INCOME | 2/6/2028 | 3.2 | 990000 | 972923 |
|  | REPUBLIC OF CHILE | FIXED INCOME | 1/22/2061 | 3.1 | 400000 | 248504 |
|  | REPUBLIC OF CHILE | FIXED INCOME | 1/5/2054 | 5.3 | 530000 | 511911 |
|  | REPUBLIC OF PANAMA | FIXED INCOME | 4/16/2050 | 4.5 | 675000 | 520709 |
|  | REPUBLIC OF PANAMA | FIXED INCOME | 7/23/2060 | 3.9 | 400000 | 264516 |
|  | REPUBLIC OF PANAMA | FIXED INCOME | 1/19/2033 | 3.3 | 1200000 | 1053324 |
|  | REPUBLIC OF PERU | FIXED INCOME | 3/14/2037 | 6.6 | 620000 | 684914 |
|  | REPUBLIC OF PERU | FIXED INCOME | 12/1/2032 | 1.9 | 990000 | 818542 |
|  | REPUBLIC OF PHILIPPINES | FIXED INCOME | 1/20/2040 | 4.0 | 950000 | 839002 |
|  | REPUBLIC OF PHILIPPINES | FIXED INCOME | 2/2/2042 | 3.7 | 835000 | 689510 |
|  | REPUBLIC OF POLAND | FIXED INCOME | 4/4/2053 | 5.5 | 1000000 | 954990 |
|  | REPUBLICA ORIENT URUGUAY | FIXED INCOME | 1/23/2031 | 4.4 | 1115000 | 1131725 |
|  | REXFORD INDUSTRIAL REALT | FIXED INCOME | 12/1/2030 | 2.1 | 290000 | 259582 |
|  | RFC PRINCIPAL STRIP | FIXED INCOME | 1/15/2030 |  | 2745000 | 2350845 |
|  | RIO TINTO FIN USA PLC | FIXED INCOME | 3/9/2053 | 5.1 | 305000 | 285044 |
|  | RIO TINTO FIN USA PLC | FIXED INCOME | 3/14/2030 | 4.9 | 610000 | 627074 |
|  | ROPER TECHNOLOGIES INC | FIXED INCOME | 9/15/2028 | 4.2 | 1270000 | 1273962 |
|  | ROSS STORES INC | FIXED INCOME | 4/15/2031 | 1.9 | 395000 | 348204 |
|  | ROYAL BANK OF CANADA | FIXED INCOME | 8/2/2030 | 5.0 | 1070000 | 1096301 |
|  | ROYALTY PHARMA PLC | FIXED INCOME | 9/2/2027 | 1.8 | 1335000 | 1286032 |
|  | ROYALTY PHARMA PLC | FIXED INCOME | 9/2/2040 | 3.3 | 755000 | 585329 |
|  | RTX CORP | FIXED INCOME | 3/15/2027 | 3.5 | 375000 | 373155 |
|  | RTX CORP | FIXED INCOME | 3/15/2054 | 6.4 | 535000 | 590287 |
|  | RTX CORP | FIXED INCOME | 6/1/2042 | 4.5 | 310000 | 280872 |
|  | RTX CORP | FIXED INCOME | 5/4/2027 | 3.1 | 1640000 | 1623059 |
|  | RYDER SYSTEM INC | FIXED INCOME | 12/1/2033 | 6.6 | 690000 | 771379 |
|  | S+P GLOBAL INC | FIXED INCOME | 8/1/2028 | 4.8 | 765000 | 779673 |
|  | SANTANDER UK GROUP HLDGS | FIXED INCOME | 3/15/2032 | 2.9 | 400000 | 367272 |
|  | SEMPRA | FIXED INCOME | 2/1/2048 | 4.0 | 375000 | 287366 |
|  | SHELL FINANCE US INC | FIXED INCOME | 5/11/2045 | 4.4 | 395000 | 341363 |
|  | SHELL FINANCE US INC | FIXED INCOME | 4/6/2050 | 3.3 | 430000 | 297573 |
|  | SHERWIN WILLIAMS CO | FIXED INCOME | 3/15/2052 | 2.9 | 495000 | 306440 |
|  | SIMON PROPERTY GROUP LP | FIXED INCOME | 9/13/2049 | 3.3 | 355000 | 245422 |
|  | SOLVENTUM CORP | FIXED INCOME | 3/1/2029 | 5.4 | 298000 | 308966 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | SOUTHERN CAL EDISON | FIXED INCOME | 3/1/2028 | 3.7 | 905000 | 894194 |
| | SOUTHERN CAL EDISON | FIXED INCOME | 2/1/2051 | 3.0 | 415000 | 254424 |
| | SOUTHERN CAL EDISON | FIXED INCOME | 6/1/2031 | 5.5 | 765000 | 792257 |
| | SOUTHERN CALIF GAS CO | FIXED INCOME | 11/15/2040 | 5.1 | 310000 | 306168 |
| | SOUTHERN CO | FIXED INCOME | 7/1/2036 | 4.3 | 565000 | 530179 |
| | SOUTHERN COPPER CORP | FIXED INCOME | 4/16/2040 | 6.8 | 475000 | 535776 |
| | SOUTHWEST AIRLINES CO | FIXED INCOME | 2/10/2030 | 2.6 | 735000 | 683381 |
| | SPRINT CAPITAL CORP | FIXED INCOME | 3/15/2032 | 8.8 | 440000 | 532884 |
| | STARBUCKS CORP | FIXED INCOME | 11/15/2028 | 4.0 | 900000 | 899163 |
| | STATE OF ISRAEL | FIXED INCOME | 1/30/2043 | 4.5 | 1520000 | 1338223 |
| | STATE OF ISRAEL | FIXED INCOME | 1/17/2033 | 4.5 | 935000 | 913691 |
| \* | STATE STREET CORP | FIXED INCOME | 11/21/2034 | 6.1 | 770000 | 833425 |
|  | STEEL DYNAMICS INC | FIXED INCOME | 10/15/2050 | 3.3 | 280000 | 192251 |
|  | STORE CAPITAL LLC | FIXED INCOME | 11/18/2030 | 2.8 | 850000 | 773755 |
|  | SUMITOMO MITSUI FINL GRP | FIXED INCOME | 7/9/2044 | 5.8 | 765000 | 791890 |
|  | SYNOPSYS INC | FIXED INCOME | 4/1/2032 | 5.0 | 1750000 | 1788238 |
|  | SYSCO CORPORATION | FIXED INCOME | 4/1/2050 | 6.6 | 299000 | 329229 |
|  | T MOBILE USA INC | FIXED INCOME | 4/15/2050 | 4.5 | 280000 | 231232 |
|  | T MOBILE USA INC | FIXED INCOME | 10/15/2052 | 3.4 | 1435000 | 966932 |
|  | T MOBILE USA INC | FIXED INCOME | 7/15/2033 | 5.1 | 990000 | 1011592 |
|  | TAKEDA PHARMACEUTICAL | FIXED INCOME | 7/5/2034 | 5.3 | 1010000 | 1043562 |
|  | TARGA RESOURCES CORP | FIXED INCOME | 3/30/2034 | 6.5 | 610000 | 667401 |
|  | TARGET CORP | FIXED INCOME | 2/15/2030 | 2.4 | 820000 | 768184 |
|  | TELEFONICA EMISIONES SAU | FIXED INCOME | 3/8/2047 | 5.2 | 250000 | 221160 |
|  | THERMO FISHER SCIENTIFIC | FIXED INCOME | 10/15/2028 | 1.8 | 2385000 | 2251631 |
|  | TIME WARNER CABLE ENTRMN | FIXED INCOME | 7/15/2033 | 8.4 | 450000 | 520128 |
|  | TORONTO DOMINION BANK | FIXED INCOME | 6/8/2032 | 4.5 | 585000 | 584573 |
|  | TOTALENERGIES CAP INTL | FIXED INCOME | 1/10/2030 | 2.8 | 1070000 | 1025146 |
|  | TOTALENERGIES CAP INTL | FIXED INCOME | 6/29/2041 | 3.0 | 430000 | 326254 |
|  | TOYOTA MOTOR CREDIT CORP | FIXED INCOME | 1/11/2027 | 3.2 | 830000 | 824854 |
|  | TR FINANCE LLC | FIXED INCOME | 11/23/2043 | 5.7 | 380000 | 380654 |
|  | TRACTOR SUPPLY CO | FIXED INCOME | 11/1/2030 | 1.8 | 265000 | 234891 |
|  | TRAVELERS COS INC | FIXED INCOME | 4/27/2050 | 2.6 | 360000 | 218844 |
|  | TRUIST FINANCIAL CORP | FIXED INCOME | 6/6/2028 | 4.1 | 765000 | 767119 |
|  | TYSON FOODS INC | FIXED INCOME | 3/1/2029 | 4.4 | 380000 | 381117 |
|  | UBER TECHNOLOGIES INC | FIXED INCOME | 9/15/2034 | 4.8 | 765000 | 764633 |
|  | UDR INC | FIXED INCOME | 6/15/2033 | 2.1 | 380000 | 316605 |
|  | UNION PACIFIC CORP | FIXED INCOME | 10/1/2051 | 3.8 | 765000 | 579694 |
|  | UNITED AIR 2020 1 A PTT | FIXED INCOME | 4/15/2029 | 5.9 | 153026 | 156540 |
|  | UNITED MEXICAN STATES | FIXED INCOME | 9/27/2034 | 6.8 | 1300000 | 1407484 |
|  | UNITED MEXICAN STATES | FIXED INCOME | 3/8/2044 | 4.8 | 1200000 | 987888 |
|  | UNITED MEXICAN STATES | FIXED INCOME | 4/27/2032 | 4.8 | 1220000 | 1187938 |
|  | UNITED MEXICAN STATES | FIXED INCOME | 4/27/2051 | 5.0 | 445000 | 357660 |
|  | UNITED MEXICAN STATES | FIXED INCOME | 5/13/2037 | 6.9 | 1470000 | 1570489 |
|  | UNITED PARCEL SERVICE | FIXED INCOME | 11/15/2040 | 4.9 | 175000 | 168812 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| UNITED PARCEL SERVICE | FIXED INCOME | 11/15/2047 | 3.8 | 285000 | 220935 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 3/15/2043 | 4.3 | 415000 | 356937 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 12/15/2028 | 3.9 | 1450000 | 1449464 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 4/15/2064 | 5.5 | 765000 | 721525 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 7/15/2034 | 5.2 | 1250000 | 1282225 |
| UNIV OF CALIFORNIA CA REVENUES | FIXED INCOME | 5/15/2051 | 3.1 | 700000 | 451797 |
| UNIV SOUTHERN CALIFORNIA | FIXED INCOME | 10/1/2039 | 3.0 | 365000 | 304498 |
| US BANCORP | FIXED INCOME | 6/12/2034 | 5.8 | 1185000 | 1264916 |
| US TREASURY N/B | FIXED INCOME | 2/15/2040 | 4.6 | 7105000 | 7203804 |
| US TREASURY N/B | FIXED INCOME | 2/15/2041 | 4.8 | 13310000 | 13592838 |
| US TREASURY N/B | FIXED INCOME | 8/15/2041 | 3.8 | 4095000 | 3704055 |
| US TREASURY N/B | FIXED INCOME | 11/15/2041 | 3.1 | 4065000 | 3372680 |
| US TREASURY N/B | FIXED INCOME | 8/15/2044 | 3.1 | 7795000 | 6194589 |
| US TREASURY N/B | FIXED INCOME | 2/15/2045 | 2.5 | 2960000 | 2104838 |
| US TREASURY N/B | FIXED INCOME | 5/15/2046 | 2.5 | 16575000 | 11545523 |
| US TREASURY N/B | FIXED INCOME | 5/15/2048 | 3.1 | 1715000 | 1307955 |
| US TREASURY N/B | FIXED INCOME | 8/15/2048 | 3.0 | 4955000 | 3683733 |
| US TREASURY N/B | FIXED INCOME | 8/15/2049 | 2.3 | 19355000 | 12193650 |
| US TREASURY N/B | FIXED INCOME | 2/15/2051 | 1.9 | 710000 | 398598 |
| US TREASURY N/B | FIXED INCOME | 5/15/2051 | 2.4 | 5130000 | 3247931 |
| US TREASURY N/B | FIXED INCOME | 8/15/2051 | 2.0 | 12000000 | 6907500 |
| US TREASURY N/B | FIXED INCOME | 2/15/2053 | 3.6 | 11480000 | 9336469 |
| US TREASURY N/B | FIXED INCOME | 2/15/2054 | 4.3 | 12055000 | 10947447 |
| US TREASURY N/B | FIXED INCOME | 8/15/2054 | 4.3 | 2775000 | 2520480 |
| US TREASURY N/B | FIXED INCOME | 2/15/2055 | 4.6 | 2530000 | 2448170 |
| US TREASURY N/B | FIXED INCOME | 5/15/2055 | 4.8 | 8255000 | 8147943 |
| US TREASURY N/B | FIXED INCOME | 8/15/2055 | 4.8 | 6135000 | 6058313 |
| US TREASURY N/B | FIXED INCOME | 11/15/2055 | 4.6 | 5755000 | 5568862 |
| US TREASURY N/B | FIXED INCOME | 8/15/2026 | 1.5 | 15426900 | 15230448 |
| US TREASURY N/B | FIXED INCOME | 11/15/2028 | 3.1 | 9325000 | 9224465 |
| US TREASURY N/B | FIXED INCOME | 10/31/2026 | 1.6 | 32070000 | 31561390 |
| US TREASURY N/B | FIXED INCOME | 8/15/2030 | 0.6 | 26835000 | 23371608 |
| US TREASURY N/B | FIXED INCOME | 6/30/2028 | 1.3 | 5345000 | 5060212 |
| US TREASURY N/B | FIXED INCOME | 10/31/2027 | 4.1 | 25975000 | 26267219 |
| US TREASURY N/B | FIXED INCOME | 11/30/2027 | 3.9 | 44455000 | 44777994 |
| US TREASURY N/B | FIXED INCOME | 1/31/2030 | 3.5 | 19545000 | 19447275 |
| US TREASURY N/B | FIXED INCOME | 2/28/2030 | 4.0 | 21620000 | 21910519 |
| US TREASURY N/B | FIXED INCOME | 5/31/2030 | 3.8 | 5965000 | 5984107 |
| US TREASURY N/B | FIXED INCOME | 8/15/2033 | 3.9 | 5965000 | 5925855 |
| US TREASURY N/B | FIXED INCOME | 11/15/2033 | 4.5 | 1240000 | 1282819 |
| US TREASURY N/B | FIXED INCOME | 12/31/2030 | 3.8 | 3265000 | 3270102 |
| US TREASURY N/B | FIXED INCOME | 1/31/2029 | 4.0 | 16010000 | 16220131 |
| US TREASURY N/B | FIXED INCOME | 2/15/2034 | 4.0 | 11140000 | 11126075 |
| US TREASURY N/B | FIXED INCOME | 4/30/2029 | 4.6 | 20420000 | 21091627 |
| US TREASURY N/B | FIXED INCOME | 5/15/2034 | 4.4 | 13785000 | 14114548 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | US TREASURY N/B | FIXED INCOME | 5/15/2027 | 4.5 | 21770000 | 22059133 |
| | US TREASURY N/B | FIXED INCOME | 7/31/2031 | 4.1 | 11770000 | 11975975 |
| | US TREASURY N/B | FIXED INCOME | 8/31/2031 | 3.8 | 6475000 | 6460836 |
| | US TREASURY N/B | FIXED INCOME | 9/15/2027 | 3.4 | 13690000 | 13667005 |
| | US TREASURY N/B | FIXED INCOME | 10/31/2031 | 4.1 | 6540000 | 6649852 |
| | US TREASURY N/B | FIXED INCOME | 11/15/2034 | 4.3 | 6300000 | 6380719 |
| | US TREASURY N/B | FIXED INCOME | 1/31/2032 | 4.4 | 15575000 | 16031299 |
| | US TREASURY N/B | FIXED INCOME | 3/15/2028 | 3.9 | 27965000 | 28196585 |
| | US TREASURY N/B | FIXED INCOME | 4/30/2032 | 4.0 | 6390000 | 6440920 |
| | US TREASURY N/B | FIXED INCOME | 5/15/2035 | 4.3 | 20635000 | 20851023 |
| | US TREASURY N/B | FIXED INCOME | 5/31/2032 | 4.1 | 6430000 | 6523938 |
| | US TREASURY N/B | FIXED INCOME | 7/15/2028 | 3.9 | 18575000 | 18738983 |
| | US TREASURY N/B | FIXED INCOME | 8/15/2035 | 4.3 | 16025000 | 16172730 |
| | US TREASURY N/B | FIXED INCOME | 11/15/2035 | 4.0 | 13975000 | 13804680 |
| | VALERO ENERGY CORP | FIXED INCOME | 6/15/2037 | 6.6 | 335000 | 370044 |
| | VERIZON COMMUNICATIONS | FIXED INCOME | 8/15/2046 | 4.1 | 265000 | 212607 |
| | VERIZON COMMUNICATIONS | FIXED INCOME | 11/20/2040 | 2.7 | 15000 | 10741 |
| | VERIZON COMMUNICATIONS | FIXED INCOME | 11/20/2050 | 2.9 | 245000 | 152187 |
| | VERIZON COMMUNICATIONS | FIXED INCOME | 11/20/2060 | 3.0 | 560000 | 327208 |
| | VERIZON COMMUNICATIONS | FIXED INCOME | 10/30/2056 | 3.0 | 102000 | 60872 |
| | VERIZON COMMUNICATIONS | FIXED INCOME | 3/15/2032 | 2.4 | 2795000 | 2466420 |
| | VERIZON COMMUNICATIONS | FIXED INCOME | 7/2/2037 | 5.4 | 868000 | 879432 |
| | VIATRIS INC | FIXED INCOME | 6/22/2030 | 2.7 | 540000 | 493754 |
| | VIATRIS INC | FIXED INCOME | 6/22/2050 | 4.0 | 185000 | 123530 |
| | VICI PROPERTIES LP | FIXED INCOME | 5/15/2032 | 5.1 | 190000 | 191503 |
| | VIRGINIA ELEC + POWER CO | FIXED INCOME | 4/1/2028 | 3.8 | 920000 | 916752 |
| | VIRGINIA ELEC + POWER CO | FIXED INCOME | 12/1/2049 | 3.3 | 345000 | 238454 |
| | VIRGINIA ELEC + POWER CO | FIXED INCOME | 8/15/2034 | 5.1 | 1270000 | 1289012 |
| | VISA INC | FIXED INCOME | 4/15/2040 | 2.7 | 460000 | 354812 |
| | VODAFONE GROUP PLC | FIXED INCOME | 6/28/2054 | 5.8 | 610000 | 592475 |
| \* | VOYA FINANCIAL INC | FIXED INCOME | 7/15/2043 | 5.7 | 380000 | 379411 |
|  | VULCAN MATERIALS CO | FIXED INCOME | 12/1/2034 | 5.4 | 575000 | 597310 |
|  | WALMART INC | FIXED INCOME | 9/22/2041 | 2.5 | 485000 | 351543 |
|  | WALMART INC | FIXED INCOME | 9/22/2051 | 2.7 | 235000 | 148595 |
|  | WALT DISNEY COMPANY/THE | FIXED INCOME | 9/1/2029 | 2.0 | 1190000 | 1113245 |
|  | WALT DISNEY COMPANY/THE | FIXED INCOME | 5/13/2040 | 3.5 | 295000 | 247611 |
|  | WASTE MANAGEMENT INC | FIXED INCOME | 2/15/2029 | 4.9 | 690000 | 708471 |
|  | WELLS FARGO + COMPANY | FIXED INCOME | 11/2/2043 | 5.4 | 480000 | 465835 |
|  | WELLS FARGO + COMPANY | FIXED INCOME | 7/22/2027 | 4.3 | 1470000 | 1476262 |
|  | WELLS FARGO + COMPANY | FIXED INCOME | 10/30/2030 | 2.9 | 735000 | 699169 |
|  | WELLS FARGO + COMPANY | FIXED INCOME | 4/4/2051 | 5.0 | 950000 | 871720 |
|  | WELLS FARGO + COMPANY | FIXED INCOME | 4/30/2041 | 3.1 | 430000 | 334600 |
|  | WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2029 | 5.0 | 615000 | 626605 |
|  | WELLTOWER OP LLC | FIXED INCOME | 6/15/2032 | 3.9 | 1060000 | 1023684 |
|  | WESTERN MIDSTREAM OPERAT | FIXED INCOME | 4/1/2033 | 6.2 | 1155000 | 1225247 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| WESTLAKE CORP | FIXED INCOME | 6/15/2030 | 3.4 | 665000 | 635168 |
| WESTPAC BANKING CORP | FIXED INCOME | 11/16/2040 | 3.0 | 495000 | 378705 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 3/15/2031 | 2.6 | 1720000 | 1572304 |
| WORKDAY INC | FIXED INCOME | 4/1/2027 | 3.5 | 1415000 | 1406453 |
| WRKCO INC | FIXED INCOME | 3/15/2029 | 4.9 | 755000 | 769458 |
| XCEL ENERGY INC | FIXED INCOME | 12/1/2049 | 3.5 | 705000 | 507522 |
| ZOETIS INC | FIXED INCOME | 2/1/2043 | 4.7 | 305000 | 280631 |
|  | **Total : EXHIBIT E - Total Bond Market Fund** | **Total : EXHIBIT E - Total Bond Market Fund** | **Total : EXHIBIT E - Total Bond Market Fund** | **Total : EXHIBIT E - Total Bond Market Fund** | $**1278995273** |

---

**\* Party-In-Interest**

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

------

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

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ACADIA REALTY TRUST | EQUITY |  |  | 102864 |  | $2112827 |
|  | AGREE REALTY CORP | EQUITY |  |  | 87204 |  | 6281304 |
|  | AH REALTY TRUST INC | EQUITY |  |  | 62241 |  | 412035 |
|  | ALEXANDER + BALDWIN INC | EQUITY |  |  | 57148 |  | 1179535 |
|  | ALEXANDER S INC | EQUITY |  |  | 1773 |  | 386408 |
|  | ALEXANDRIA REAL ESTATE EQUIT | EQUITY |  |  | 122619 |  | 6000974 |
|  | AMERICAN ASSETS TRUST INC | EQUITY |  |  | 38768 |  | 733878 |
|  | AMERICAN HEALTHCARE REIT INC | EQUITY |  |  | 132832 |  | 6251074 |
|  | AMERICAN HOMES 4 RENT A | EQUITY |  |  | 262558 |  | 8428112 |
|  | AMERICOLD REALTY TRUST INC | EQUITY |  |  | 223611 |  | 2875637 |
|  | APARTMENT INVT + MGMT CO A | EQUITY |  |  | 107293 |  | 637320 |
|  | APPLE HOSPITALITY REIT INC | EQUITY |  |  | 176831 |  | 2095447 |
|  | AVALONBAY COMMUNITIES INC | EQUITY |  |  | 112136 |  | 20331378 |
|  | BRANDYWINE REALTY TRUST | EQUITY |  |  | 134377 |  | 392381 |
|  | BRIXMOR PROPERTY GROUP INC | EQUITY |  |  | 241216 |  | 6324684 |
|  | BROADSTONE NET LEASE INC | EQUITY |  |  | 148483 |  | 2579150 |
|  | BXP INC | EQUITY |  |  | 118540 |  | 7999079 |
|  | CAMDEN PROPERTY TRUST | EQUITY |  |  | 84103 |  | 9258058 |
|  | CARETRUST REIT INC | EQUITY |  |  | 175954 |  | 6362497 |
|  | CBL + ASSOCIATES PROPERTIES | EQUITY |  |  | 12010 |  | 444370 |
|  | CENTERSPACE | EQUITY |  |  | 13183 |  | 879570 |
|  | COPT DEFENSE PROPERTIES | EQUITY |  |  | 88684 |  | 2465415 |
|  | COUSINS PROPERTIES INC | EQUITY |  |  | 132450 |  | 3414561 |
|  | CUBESMART | EQUITY |  |  | 179687 |  | 6477716 |
|  | CURBLINE PROPERTIES CORP | EQUITY |  |  | 74375 |  | 1726244 |
|  | DIAMONDROCK HOSPITALITY CO | EQUITY |  |  | 161029 |  | 1442820 |
|  | DIGITAL REALTY TRUST INC | EQUITY |  |  | 268580 |  | 41552012 |
|  | DIVERSIFIED HEALTHCARE TRUST | EQUITY |  |  | 134025 |  | 650021 |
|  | DJ US REAL ESTATE MAR 26 | FUTURE | 3/20/2026 |  | 14100 |  | (9810) |
|  | DOUGLAS EMMETT INC | EQUITY |  |  | 131517 |  | 1445372 |
|  | EASTERLY GOVERNMENT PROPERTI | EQUITY |  |  | 33867 |  | 717642 |
|  | EASTGROUP PROPERTIES INC | EQUITY |  |  | 42022 |  | 7485799 |
|  | ELME COMMUNITIES | EQUITY |  |  | 69258 |  | 1205089 |
|  | EMPIRE STATE REALTY TRUST A | EQUITY |  |  | 112717 |  | 734915 |
|  | EPR PROPERTIES | EQUITY |  |  | 60026 |  | 2995297 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| EQUINIX INC | EQUITY |  |  | 77067 | 59045653 |
| EQUITY LIFESTYLE PROPERTIES | EQUITY |  |  | 144977 | 8787056 |
| EQUITY RESIDENTIAL | EQUITY |  |  | 285756 | 18014058 |
| ESSENTIAL PROPERTIES REALTY | EQUITY |  |  | 156168 | 4631943 |
| ESSEX PROPERTY TRUST INC | EQUITY |  |  | 50716 | 13271363 |
| EXTRA SPACE STORAGE INC | EQUITY |  |  | 167137 | 21764580 |
| FEDERAL REALTY INVS TRUST | EQUITY |  |  | 64580 | 6509664 |
| FIRST INDUSTRIAL REALTY TR | EQUITY |  |  | 104295 | 5972975 |
| FOUR CORNERS PROPERTY TRUST | EQUITY |  |  | 82015 | 1891266 |
| GAMING AND LEISURE PROPERTIE | EQUITY |  |  | 222957 | 9963948 |
| GETTY REALTY CORP | EQUITY |  |  | 42225 | 1155698 |
| GLADSTONE COMMERCIAL CORP | EQUITY |  |  | 35948 | 383565 |
| GLOBAL NET LEASE INC | EQUITY |  |  | 156282 | 1344025 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8% | 4244707 | 4244707 |
| HEALTHCARE REALTY TRUST INC | EQUITY |  |  | 263288 | 4462732 |
| HEALTHPEAK PROPERTIES INC | EQUITY |  |  | 547474 | 8803382 |
| HIGHWOODS PROPERTIES INC | EQUITY |  |  | 84822 | 2190104 |
| HOST HOTELS + RESORTS INC | EQUITY |  |  | 541657 | 9603579 |
| HUDSON PACIFIC PROPERTIES IN | EQUITY |  |  | 42065 | 455564 |
| INDEPENDENCE REALTY TRUST IN | EQUITY |  |  | 184391 | 3223155 |
| INNOVATIVE INDUSTRIAL PROPER | EQUITY |  |  | 22027 | 1043199 |
| INVENTRUST PROPERTIES CORP | EQUITY |  |  | 60921 | 1718581 |
| INVITATION HOMES INC | EQUITY |  |  | 458578 | 12743883 |
| IRON MOUNTAIN INC | EQUITY |  |  | 232533 | 19288612 |
| JBG SMITH PROPERTIES | EQUITY |  |  | 48572 | 826210 |
| KILROY REALTY CORP | EQUITY |  |  | 88604 | 3311131 |
| KIMCO REALTY CORP | EQUITY |  |  | 533196 | 10807883 |
| KITE REALTY GROUP TRUST | EQUITY |  |  | 173328 | 4154672 |
| LINEAGE INC | EQUITY |  |  | 53923 | 1887305 |
| LTC PROPERTIES INC | EQUITY |  |  | 36187 | 1244109 |
| LXP INDUSTRIAL TRUST | EQUITY |  |  | 46449 | 2302941 |
| MACERICH CO/THE | EQUITY |  |  | 199285 | 3678801 |
| MEDICAL PROPERTIES TRUST INC | EQUITY |  |  | 401179 | 2005895 |
| MID AMERICA APARTMENT COMM | EQUITY |  |  | 92196 | 12806946 |
| MILLROSE PROPERTIES W/I | EQUITY |  |  | 97273 | 2905545 |
| NATIONAL STORAGE AFFILIATES | EQUITY |  |  | 57313 | 1616800 |
| NATL HEALTH INVESTORS INC | EQUITY |  |  | 37439 | 2859216 |
| NETSTREIT CORP | EQUITY |  |  | 65555 | 1156390 |
| NEXPOINT RESIDENTIAL | EQUITY |  |  | 16703 | 502760 |
| NNN REIT INC | EQUITY |  |  | 148767 | 5895636 |
| OMEGA HEALTHCARE INVESTORS | EQUITY |  |  | 232317 | 10300936 |
| PARK HOTELS + RESORTS INC | EQUITY |  |  | 157021 | 1642440 |
| PEBBLEBROOK HOTEL TRUST | EQUITY |  |  | 93183 | 1054832 |
| PHILLIPS EDISON + COMPANY IN | EQUITY |  |  | 99033 | 3522604 |
| PIEDMONT REALTY TRUST INC | EQUITY |  |  | 98597 | 822299 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PLYMOUTH INDUSTRIAL REIT INC | EQUITY | 29818 | 652418 |
| PROLOGIS INC | EQUITY | 731292 | 93356737 |
| PUBLIC STORAGE | EQUITY | 124358 | 32270901 |
| REALTY INCOME CORP | EQUITY | 720029 | 40588035 |
| REGENCY CENTERS CORP | EQUITY | 135816 | 9375378 |
| REXFORD INDUSTRIAL REALTY IN | EQUITY | 186477 | 7220389 |
| RLJ LODGING TRUST | EQUITY | 106974 | 796956 |
| RYMAN HOSPITALITY PROPERTIES | EQUITY | 47177 | 4463888 |
| SABRA HEALTH CARE REIT INC | EQUITY | 189056 | 3580721 |
| SAFEHOLD INC | EQUITY | 36217 | 495811 |
| SAUL CENTERS INC | EQUITY | 10553 | 332736 |
| SILA REALTY TRUST INC | EQUITY | 43370 | 1010955 |
| SIMON PROPERTY GROUP INC | EQUITY | 257108 | 47593262 |
| SL GREEN REALTY CORP | EQUITY | 55797 | 2559408 |
| SMARTSTOP SELF STORAGE REIT | EQUITY | 24587 | 760722 |
| STAG INDUSTRIAL INC | EQUITY | 147130 | 5408499 |
| SUMMIT HOTEL PROPERTIES INC | EQUITY | 85679 | 417257 |
| SUN COMMUNITIES INC | EQUITY | 98533 | 12209224 |
| SUNSTONE HOTEL INVESTORS INC | EQUITY | 141751 | 1267254 |
| TANGER INC | EQUITY | 88888 | 2966193 |
| TERRENO REALTY CORP | EQUITY | 81233 | 4769189 |
| UDR INC | EQUITY | 247852 | 9091211 |
| UMH PROPERTIES INC | EQUITY | 63439 | 1009314 |
| URBAN EDGE PROPERTIES | EQUITY | 98822 | 1896394 |
| US DOLLAR | CASH | 488210 | 488210 |
| VENTAS INC | EQUITY | 357806 | 27687028 |
| VERIS RESIDENTIAL INC | EQUITY | 66077 | 983226 |
| VICI PROPERTIES INC | EQUITY | 839437 | 23604968 |
| VORNADO REALTY TRUST | EQUITY | 128669 | 4282104 |
| WELLTOWER INC | EQUITY | 526675 | 97756147 |
| WHITESTONE REIT | EQUITY | 36191 | 502693 |
| WP CAREY INC | EQUITY | 172403 | 11095857 |
| XENIA HOTELS + RESORTS INC | EQUITY | 75279 | 1064445 |
|  | **Total : EXHIBIT F - Real Estate Investment Trust Fund** | **Total : EXHIBIT F - Real Estate Investment Trust Fund** | $**911644985** |

---

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

------

**EXHIBIT G - Total Bond Market Fund** 

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ABU DHABI CRUDE OIL | FIXED INCOME | 11/2/2047 | 4.6% | 784000 |  | $729183 |
|  | ADNOC MURBAN RSC LTD | FIXED INCOME | 9/11/2034 | 4.5 | 574000 |  | 565028 |
|  | ADNOC MURBAN RSC LTD | FIXED INCOME | 9/11/2054 | 5.1 | 1746000 |  | 1641380 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2030 | 4.1 | 3208000 |  | 3220960 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2035 | 4.7 | 2139000 |  | 2143663 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2055 | 5.5 | 1441000 |  | 1417699 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2075 | 5.7 | 427000 |  | 421778 |
|  | AMAZON.COM INC | FIXED INCOME | 11/20/2028 | 3.9 | 2723000 |  | 2732177 |
|  | AMAZON.COM INC | FIXED INCOME | 11/20/2030 | 4.1 | 2318000 |  | 2322219 |
|  | AMEREN CORP | FIXED INCOME | 12/1/2026 | 5.7 | 1712000 |  | 1735506 |
|  | AMERICAN ELECTRIC POWER | FIXED INCOME | 12/1/2028 | 4.3 | 785000 |  | 791602 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | FIXED INCOME | 4/15/2032 | 4.5 | 2703000 |  | 2757481 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | FIXED INCOME | 7/15/2032 | 4.5 | 1898000 |  | 1940952 |
|  | AMPHENOL CORP | FIXED INCOME | 11/15/2027 | 3.8 | 1311000 |  | 1310253 |
|  | AMPHENOL CORP | FIXED INCOME | 11/15/2028 | 3.9 | 1119000 |  | 1118071 |
|  | ANALOG DEVICES INC | FIXED INCOME | 6/15/2028 | 4.3 | 1615000 |  | 1628695 |
|  | ANTOFAGASTA PLC | FIXED INCOME | 5/13/2032 | 5.6 | 229000 |  | 237562 |
|  | ANTOFAGASTA PLC | FIXED INCOME | 9/9/2035 | 5.6 | 228000 |  | 233907 |
|  | APA CORP | FIXED INCOME | 9/1/2040 | 5.1 | 1400000 |  | 1246742 |
|  | AT+T INC | FIXED INCOME | 9/15/2053 | 3.5 | 1217000 |  | 817094 |
|  | ATHENE HOLDING LTD | FIXED INCOME | 4/1/2054 | 6.3 | 1062000 |  | 1038328 |
|  | ATLX TRUST | FIXED INCOME | 4/25/2064 | 3.9 | 743457 |  | 726886 |
|  | ATLX TRUST | FIXED INCOME | 4/25/2063 | 3.9 | 1084144 |  | 1059034 |
|  | ATMOS ENERGY CORP | FIXED INCOME | 1/15/2056 | 5.5 | 490000 |  | 475780 |
|  | AVIS BUDGET RENTAL CAR FUNDING | FIXED INCOME | 2/20/2028 | 1.7 | 4623000 |  | 4519514 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 10/15/2032 | 5.0 | 1546000 |  | 1533508 |
|  | BANCO SANTANDER SA | FIXED INCOME | 11/6/2030 | 4.6 | 2200000 |  | 2205544 |
|  | BANCO SANTANDER SA | FIXED INCOME | 11/6/2035 | 5.1 | 1600000 |  | 1604288 |
|  | BANK | FIXED INCOME | 3/15/2058 | 5.6 | 1842996 |  | 1951281 |
|  | BANK | FIXED INCOME | 6/15/2057 | 5.7 | 1562361 |  | 1661090 |
|  | BANK | FIXED INCOME | 11/15/2062 | 3.0 | 451000 |  | 427551 |
|  | BANK | FIXED INCOME | 10/15/2057 | 5.1 | 517106 |  | 526759 |
|  | BANK | FIXED INCOME | 12/25/2067 | 5.3 | 1311905 |  | 1353532 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 7/23/2030 | 3.2 | 2677000 |  | 2587535 |
|  | BANK5 | FIXED INCOME | 12/15/2058 | 5.3 | 797585 |  | 825370 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BEIGNET INVESTOR LLC | FIXED INCOME | 5/30/2049 | 6.6 | 1388000 | 1473320 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 3/15/2053 | 2.3 | 640000 | 579231 |
| BHP BILLITON FIN USA LTD | FIXED INCOME | 2/28/2028 | 4.8 | 1941000 | 1972192 |
| BHP BILLITON FIN USA LTD | FIXED INCOME | 2/21/2030 | 5.0 | 797000 | 822177 |
| BLACK HILLS CORP | FIXED INCOME | 1/31/2031 | 4.6 | 1487000 | 1487610 |
| BMO MORTGAGE TRUST | FIXED INCOME | 3/15/2057 | 5.6 | 1186043 | 1248392 |
| BOEING CO | FIXED INCOME | 3/1/2048 | 3.6 | 281000 | 201061 |
| BOEING CO | FIXED INCOME | 2/1/2028 | 3.3 | 864000 | 849640 |
| BOEING CO/THE | FIXED INCOME | 5/1/2029 | 6.3 | 1610000 | 1710706 |
| BOEING CO/THE | FIXED INCOME | 5/1/2054 | 6.9 | 1388000 | 1561250 |
| BOEING CO/THE | FIXED INCOME | 5/1/2064 | 7.0 | 385000 | 437237 |
| BPR TRUST | FIXED INCOME | 11/5/2042 | 4.9 | 454000 | 456489 |
| BROADCOM INC | FIXED INCOME | 2/15/2036 | 4.8 | 228000 | 225499 |
| BROOKLYN UNION GAS CO | FIXED INCOME | 3/15/2048 | 4.3 | 623000 | 499210 |
| BROOKLYN UNION GAS CO | FIXED INCOME | 3/4/2049 | 4.5 | 80000 | 64800 |
| BURLINGTN NORTH SANTA FE | FIXED INCOME | 3/15/2056 | 5.6 | 480000 | 476611 |
| BX TRUST | FIXED INCOME | 11/13/2046 | 5.4 | 825000 | 835624 |
| CAIXABANK SA | FIXED INCOME | 7/3/2036 | 5.6 | 1976000 | 2033956 |
| CANADIAN IMPERIAL BANK | FIXED INCOME | 9/8/2031 | 4.6 | 1444000 | 1455927 |
| CAPITAL ONE MULTI ASSET EXECUT | FIXED INCOME | 9/15/2032 | 4.0 | 1351000 | 1350904 |
| CAPITAL ONE PRIME AUTO RECEIVA | FIXED INCOME | 6/15/2028 | 5.8 | 384166 | 388608 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 12/15/2027 | 4.7 | 308332 | 308806 |
| CARMAX SELECT RECEIVABLES TRUS | FIXED INCOME | 3/15/2029 | 4.2 | 1573000 | 1575274 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 2/10/2028 | 4.6 | 210590 | 210718 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 6/10/2027 | 1.0 | 343910 | 341767 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 2/12/2029 | 4.1 | 2770000 | 2770927 |
| CATERPILLAR FINL SERVICE | FIXED INCOME | 11/14/2028 | 4.0 | 979000 | 981448 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2048 | 5.8 | 1274000 | 1096099 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/1/2034 | 6.6 | 1549000 | 1631902 |
| CHILE ELECTRICITY LUX | FIXED INCOME | 10/20/2035 | 5.6 | 1235566 | 1273177 |
| CHILE ELECTRICITY LUX | FIXED INCOME | 10/20/2035 | 5.7 | 1194171 | 1238117 |
| CHUBB INA HOLDINGS LLC | FIXED INCOME | 8/15/2035 | 4.9 | 2209000 | 2222232 |
| CITIBANK CREDIT CARD ISSUANCE | FIXED INCOME | 6/21/2032 | 4.5 | 1241000 | 1266325 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 12/10/2049 | 3.7 | 460000 | 452221 |
| CITIGROUP INC | FIXED INCOME | 9/11/2031 | 4.5 | 1712000 | 1717804 |
| CLECO POWER LLC | FIXED INCOME | 1/15/2036 | 5.3 | 960000 | 968525 |
| COLUMBIA UNIVERSITY | FIXED INCOME | 10/1/2035 | 4.4 | 665000 | 653396 |
| CONSTELLATION EN GEN LLC | FIXED INCOME | 10/1/2053 | 6.5 | 476000 | 520363 |
| CORNELL UNIVERSITY | FIXED INCOME | 6/15/2030 | 4.2 | 613000 | 615961 |
| CORNELL UNIVERSITY | FIXED INCOME | 6/15/2035 | 4.7 | 924000 | 928749 |
| CVS HEALTH CORP | FIXED INCOME | 6/1/2034 | 5.7 | 1817000 | 1907596 |
| CVS HEALTH CORP | FIXED INCOME | 6/1/2044 | 6.0 | 2292000 | 2308892 |
| DAYTON POWER + LIGHT CO/ | FIXED INCOME | 8/15/2030 | 4.6 | 1367000 | 1360602 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 2/15/2031 | 4.5 | 2895000 | 2892452 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 2/15/2036 | 5.1 | 1167000 | 1153650 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| DEVON ENERGY CORPORATION | FIXED INCOME | 4/15/2032 | 8.0 | 349000 | 407444 |
| DRIVE AUTO RECEIVABLES TRUST | FIXED INCOME | 10/16/2028 | 4.3 | 2534000 | 2536873 |
| DRIVE AUTO RECEIVABLES TRUST | FIXED INCOME | 9/15/2032 | 4.1 | 1329000 | 1332204 |
| DTE ENERGY CO | FIXED INCOME | 3/1/2029 | 5.1 | 910000 | 933342 |
| DUKE ENERGY CORP | FIXED INCOME | 6/15/2051 | 3.5 | 1902000 | 1322993 |
| ELEMENT FLEET MANAGEMENT | FIXED INCOME | 11/24/2030 | 4.6 | 937000 | 939521 |
| ELI LILLY + CO | FIXED INCOME | 10/15/2035 | 4.9 | 3444000 | 3508575 |
| ELI LILLY + CO | FIXED INCOME | 10/15/2065 | 5.7 | 289000 | 292407 |
| EMBRAER NETHERLANDS FINA | FIXED INCOME | 1/9/2038 | 5.4 | 1011000 | 995977 |
| ENBRIDGE INC | FIXED INCOME | 7/15/2027 | 3.7 | 1063000 | 1057568 |
| ENBRIDGE INC | FIXED INCOME | 11/20/2028 | 4.2 | 637000 | 638102 |
| ENEL FINANCE INTL NV | FIXED INCOME | 7/12/2028 | 2.1 | 444000 | 422328 |
| ENEL FINANCE INTL NV | FIXED INCOME | 7/12/2031 | 2.5 | 1283000 | 1154649 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 6/20/2028 | 4.3 | 743000 | 749732 |
| EQUINOR ASA | FIXED INCOME | 12/1/2028 | 6.5 | 1353000 | 1447872 |
| EQUINOR ASA | FIXED INCOME | 6/2/2028 | 4.3 | 4917000 | 4961351 |
| EQUINOR ASA | FIXED INCOME | 9/3/2030 | 4.5 | 1942000 | 1972082 |
| ESSENTIAL UTILITIES INC | FIXED INCOME | 1/15/2034 | 5.4 | 660000 | 682169 |
| ESSENTIAL UTILITIES INC | FIXED INCOME | 8/15/2035 | 5.3 | 1251000 | 1278209 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 6/15/2028 | 4.4 | 3556000 | 3560033 |
| FANNIE MAE | FIXED INCOME | 12/25/2043 | 2.0 | 287357 | 274188 |
| FANNIE MAE | FIXED INCOME | 6/25/2046 | 2.0 | 849007 | 771536 |
| FANNIE MAE | FIXED INCOME | 6/25/2041 | 2.0 | 743300 | 684014 |
| FANNIE MAE | FIXED INCOME | 10/25/2054 | 5.0 | 1540448 | 1551388 |
| FED HM LN PC POOL G67710 | FIXED INCOME | 3/1/2048 | 3.5 | 1781300 | 1681307 |
| FED HM LN PC POOL QA7075 | FIXED INCOME | 2/1/2050 | 3.0 | 601179 | 542878 |
| FED HM LN PC POOL QC5978 | FIXED INCOME | 8/1/2051 | 2.5 | 1581278 | 1359379 |
| FED HM LN PC POOL QD3216 | FIXED INCOME | 12/1/2051 | 2.5 | 725525 | 622813 |
| FED HM LN PC POOL QD6543 | FIXED INCOME | 2/1/2052 | 2.5 | 1410809 | 1210645 |
| FED HM LN PC POOL QJ4522 | FIXED INCOME | 9/1/2054 | 6.0 | 684541 | 707684 |
| FED HM LN PC POOL QX4528 | FIXED INCOME | 2/1/2055 | 5.0 | 1308334 | 1309978 |
| FED HM LN PC POOL QX4834 | FIXED INCOME | 2/1/2055 | 6.5 | 255029 | 267913 |
| FED HM LN PC POOL QX4963 | FIXED INCOME | 2/1/2055 | 5.0 | 276652 | 276999 |
| FED HM LN PC POOL QX8832 | FIXED INCOME | 3/1/2055 | 6.0 | 190658 | 197245 |
| FED HM LN PC POOL QY1310 | FIXED INCOME | 4/1/2055 | 6.5 | 727841 | 762647 |
| FED HM LN PC POOL QZ7843 | FIXED INCOME | 11/1/2055 | 5.5 | 3138036 | 3239613 |
| FED HM LN PC POOL RA2457 | FIXED INCOME | 4/1/2050 | 3.0 | 233741 | 211174 |
| FED HM LN PC POOL RA5257 | FIXED INCOME | 5/1/2051 | 2.0 | 2329485 | 1903675 |
| FED HM LN PC POOL RA5478 | FIXED INCOME | 7/1/2051 | 2.5 | 1389787 | 1198329 |
| FED HM LN PC POOL RA5680 | FIXED INCOME | 8/1/2051 | 2.0 | 206011 | 168066 |
| FED HM LN PC POOL RA6333 | FIXED INCOME | 11/1/2051 | 2.0 | 3086930 | 2515124 |
| FED HM LN PC POOL RA6509 | FIXED INCOME | 12/1/2051 | 2.0 | 1573438 | 1293465 |
| FED HM LN PC POOL RA7402 | FIXED INCOME | 5/1/2052 | 3.5 | 1676392 | 1559598 |
| FED HM LN PC POOL RA7485 | FIXED INCOME | 6/1/2052 | 4.0 | 2737493 | 2614779 |
| FED HM LN PC POOL RA7921 | FIXED INCOME | 9/1/2052 | 4.0 | 44084 | 42087 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL RA8424 | FIXED INCOME | 1/1/2053 | 6.0 | 1781911 | 1839923 |
| FED HM LN PC POOL RA9307 | FIXED INCOME | 6/1/2053 | 5.5 | 1765342 | 1806176 |
| FED HM LN PC POOL RC2104 | FIXED INCOME | 7/1/2036 | 2.0 | 564712 | 525020 |
| FED HM LN PC POOL RC2401 | FIXED INCOME | 1/1/2037 | 2.0 | 94119 | 87475 |
| FED HM LN PC POOL RJ1752 | FIXED INCOME | 5/1/2054 | 4.5 | 834628 | 820858 |
| FED HM LN PC POOL RJ1757 | FIXED INCOME | 6/1/2054 | 5.0 | 839310 | 845618 |
| FED HM LN PC POOL RJ1758 | FIXED INCOME | 6/1/2054 | 5.0 | 854440 | 860661 |
| FED HM LN PC POOL RJ4375 | FIXED INCOME | 6/1/2055 | 5.5 | 1953927 | 2015775 |
| FED HM LN PC POOL RR0048 | FIXED INCOME | 12/1/2040 | 5.0 | 462078 | 468376 |
| FED HM LN PC POOL SB0545 | FIXED INCOME | 11/1/2035 | 2.0 | 201136 | 188350 |
| FED HM LN PC POOL SB0760 | FIXED INCOME | 12/1/2035 | 2.5 | 513824 | 489640 |
| FED HM LN PC POOL SB0816 | FIXED INCOME | 6/1/2037 | 1.5 | 575487 | 520936 |
| FED HM LN PC POOL SB0821 | FIXED INCOME | 5/1/2037 | 3.0 | 103692 | 100638 |
| FED HM LN PC POOL SB0880 | FIXED INCOME | 5/1/2037 | 3.0 | 232614 | 226248 |
| FED HM LN PC POOL SB1427 | FIXED INCOME | 5/1/2037 | 3.0 | 673072 | 653082 |
| FED HM LN PC POOL SB1677 | FIXED INCOME | 9/1/2040 | 5.0 | 1532332 | 1561570 |
| FED HM LN PC POOL SC0765 | FIXED INCOME | 8/1/2045 | 5.0 | 1984309 | 2003599 |
| FED HM LN PC POOL SD0502 | FIXED INCOME | 8/1/2050 | 3.0 | 119466 | 107783 |
| FED HM LN PC POOL SD0651 | FIXED INCOME | 9/1/2050 | 3.0 | 1751336 | 1581496 |
| FED HM LN PC POOL SD0748 | FIXED INCOME | 11/1/2051 | 2.5 | 2191236 | 1890491 |
| FED HM LN PC POOL SD0895 | FIXED INCOME | 2/1/2052 | 2.0 | 3911030 | 3213747 |
| FED HM LN PC POOL SD0922 | FIXED INCOME | 3/1/2052 | 2.5 | 345934 | 297635 |
| FED HM LN PC POOL SD1068 | FIXED INCOME | 1/1/2051 | 3.5 | 2357649 | 2215809 |
| FED HM LN PC POOL SD1143 | FIXED INCOME | 9/1/2050 | 4.5 | 914957 | 908866 |
| FED HM LN PC POOL SD1581 | FIXED INCOME | 9/1/2052 | 2.5 | 284786 | 242555 |
| FED HM LN PC POOL SD3812 | FIXED INCOME | 2/1/2051 | 2.5 | 216128 | 185218 |
| FED HM LN PC POOL SD3873 | FIXED INCOME | 5/1/2052 | 2.5 | 1770017 | 1507748 |
| FED HM LN PC POOL SD5654 | FIXED INCOME | 5/1/2054 | 5.5 | 1104988 | 1134443 |
| FED HM LN PC POOL SD6338 | FIXED INCOME | 8/1/2054 | 6.5 | 1935571 | 2027727 |
| FED HM LN PC POOL SD7501 | FIXED INCOME | 7/1/2049 | 4.0 | 1876220 | 1815422 |
| FED HM LN PC POOL SD7554 | FIXED INCOME | 4/1/2052 | 2.5 | 1587735 | 1368344 |
| FED HM LN PC POOL SD7574 | FIXED INCOME | 9/1/2054 | 6.0 | 2200565 | 2292568 |
| FED HM LN PC POOL SD8089 | FIXED INCOME | 7/1/2050 | 2.5 | 288316 | 247262 |
| FED HM LN PC POOL SD8090 | FIXED INCOME | 9/1/2050 | 2.0 | 1524974 | 1249054 |
| FED HM LN PC POOL SD8106 | FIXED INCOME | 11/1/2050 | 2.0 | 2357920 | 1931668 |
| FED HM LN PC POOL SD8114 | FIXED INCOME | 12/1/2050 | 2.5 | 648168 | 554868 |
| FED HM LN PC POOL SD8121 | FIXED INCOME | 1/1/2051 | 2.0 | 493187 | 403263 |
| FED HM LN PC POOL SD8128 | FIXED INCOME | 2/1/2051 | 2.0 | 1215055 | 993088 |
| FED HM LN PC POOL SD8141 | FIXED INCOME | 4/1/2051 | 2.5 | 159371 | 136232 |
| FED HM LN PC POOL SD8166 | FIXED INCOME | 9/1/2051 | 2.0 | 964021 | 787098 |
| FED HM LN PC POOL SD8183 | FIXED INCOME | 12/1/2051 | 2.5 | 89957 | 76809 |
| FED HM LN PC POOL SD8194 | FIXED INCOME | 2/1/2052 | 2.5 | 1135583 | 967186 |
| FED HM LN PC POOL SD8220 | FIXED INCOME | 6/1/2052 | 3.0 | 2837507 | 2523067 |
| FED HM LN PC POOL SD8225 | FIXED INCOME | 7/1/2052 | 3.0 | 1322136 | 1176614 |
| FED HM LN PC POOL SD8236 | FIXED INCOME | 8/1/2052 | 3.5 | 2277612 | 2112890 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL SD8237 | FIXED INCOME | 8/1/2052 | 4.0 | 690470 | 659115 |
| FED HM LN PC POOL SD8300 | FIXED INCOME | 2/1/2053 | 5.5 | 3147421 | 3206336 |
| FED HM LN PC POOL SL0112 | FIXED INCOME | 11/1/2054 | 6.0 | 261479 | 272658 |
| FED HM LN PC POOL SL0393 | FIXED INCOME | 2/1/2055 | 6.0 | 1952068 | 2048679 |
| FED HM LN PC POOL SL1562 | FIXED INCOME | 10/1/2053 | 3.0 | 1915331 | 1703083 |
| FED HM LN PC POOL SL2772 | FIXED INCOME | 8/1/2055 | 6.5 | 1735251 | 1829346 |
| FED HM LN PC POOL ZS4743 | FIXED INCOME | 11/1/2047 | 3.5 | 528090 | 496319 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 3/25/2029 | 3.5 | 1010000 | 999580 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 10/25/2033 | 4.9 | 1794443 | 1856715 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 8/25/2031 | 4.5 | 1353952 | 1374100 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 10/25/2034 | 4.8 | 1210864 | 1239400 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 8/25/2035 | 4.6 | 1199976 | 1207907 |
| FIRST INVESTORS AUTO OWNER TRU | FIXED INCOME | 12/15/2028 | 4.3 | 1734000 | 1737298 |
| FIRSTENERGY CORP | FIXED INCOME | 7/15/2027 | 3.9 | 4498000 | 4483831 |
| FIRSTENERGY TRANSMISSION | FIXED INCOME | 9/15/2028 | 2.9 | 737000 | 712863 |
| FIRSTENERGY TRANSMISSION | FIXED INCOME | 1/15/2033 | 4.8 | 872000 | 871355 |
| FLORIDA POWER + LIGHT CO | FIXED INCOME | 2/15/2066 | 5.6 | 882000 | 872113 |
| FNMA POOL BP4938 | FIXED INCOME | 5/1/2050 | 3.0 | 375154 | 338702 |
| FNMA POOL BP6618 | FIXED INCOME | 8/1/2050 | 2.5 | 1164678 | 998112 |
| FNMA POOL BV9931 | FIXED INCOME | 6/1/2052 | 4.0 | 2596879 | 2479757 |
| FNMA POOL BW9898 | FIXED INCOME | 10/1/2052 | 4.5 | 1942286 | 1911596 |
| FNMA POOL CA3809 | FIXED INCOME | 7/1/2049 | 3.0 | 442667 | 399738 |
| FNMA POOL CA4536 | FIXED INCOME | 11/1/2049 | 3.0 | 92378 | 83283 |
| FNMA POOL CA5220 | FIXED INCOME | 2/1/2050 | 3.0 | 1230286 | 1092177 |
| FNMA POOL CA7144 | FIXED INCOME | 9/1/2035 | 2.5 | 1697644 | 1620452 |
| FNMA POOL CA7497 | FIXED INCOME | 10/1/2035 | 2.5 | 1805743 | 1722941 |
| FNMA POOL CA8793 | FIXED INCOME | 2/1/2036 | 2.0 | 217753 | 203443 |
| FNMA POOL CB0478 | FIXED INCOME | 5/1/2036 | 2.0 | 1365509 | 1269532 |
| FNMA POOL CB1382 | FIXED INCOME | 8/1/2051 | 2.5 | 1892463 | 1631757 |
| FNMA POOL CB1469 | FIXED INCOME | 8/1/2036 | 2.0 | 550104 | 511270 |
| FNMA POOL CB1856 | FIXED INCOME | 10/1/2051 | 2.0 | 223325 | 182113 |
| FNMA POOL CB2244 | FIXED INCOME | 11/1/2036 | 2.5 | 996398 | 947018 |
| FNMA POOL CB2275 | FIXED INCOME | 12/1/2051 | 2.5 | 1386466 | 1190615 |
| FNMA POOL CB2610 | FIXED INCOME | 1/1/2052 | 2.0 | 3270271 | 2676018 |
| FNMA POOL CB2751 | FIXED INCOME | 2/1/2052 | 2.5 | 219399 | 186873 |
| FNMA POOL CB2802 | FIXED INCOME | 2/1/2052 | 2.0 | 1561777 | 1277436 |
| FNMA POOL CB3050 | FIXED INCOME | 3/1/2052 | 2.5 | 2531168 | 2156117 |
| FNMA POOL CB3599 | FIXED INCOME | 5/1/2052 | 3.5 | 359890 | 334844 |
| FNMA POOL CB3760 | FIXED INCOME | 5/1/2052 | 3.5 | 1471757 | 1369219 |
| FNMA POOL CB3768 | FIXED INCOME | 6/1/2052 | 3.5 | 1971242 | 1833906 |
| FNMA POOL CB5769 | FIXED INCOME | 2/1/2053 | 5.0 | 1601882 | 1608256 |
| FNMA POOL CB5774 | FIXED INCOME | 2/1/2053 | 5.5 | 1679475 | 1712543 |
| FNMA POOL CB5986 | FIXED INCOME | 3/1/2053 | 5.0 | 3313918 | 3338583 |
| FNMA POOL CB8538 | FIXED INCOME | 5/1/2054 | 5.5 | 143690 | 146798 |
| FNMA POOL CB8852 | FIXED INCOME | 7/1/2054 | 6.0 | 331432 | 345289 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL CB9904 | FIXED INCOME | 1/1/2055 | 5.5 | 3016435 | 3080768 |
| FNMA POOL CC1196 | FIXED INCOME | 10/1/2055 | 5.0 | 1564565 | 1580869 |
| FNMA POOL CC1197 | FIXED INCOME | 10/1/2055 | 5.0 | 2125835 | 2144455 |
| FNMA POOL CC1198 | FIXED INCOME | 10/1/2055 | 5.0 | 1993374 | 2008410 |
| FNMA POOL CC1394 | FIXED INCOME | 11/1/2055 | 6.0 | 1998131 | 2093549 |
| FNMA POOL CC1466 | FIXED INCOME | 11/1/2055 | 6.5 | 1922362 | 2038120 |
| FNMA POOL CC1714 | FIXED INCOME | 12/1/2055 | 6.0 | 2086924 | 2182236 |
| FNMA POOL CC1715 | FIXED INCOME | 12/1/2055 | 6.0 | 2479111 | 2589909 |
| FNMA POOL DD5580 | FIXED INCOME | 3/1/2055 | 6.5 | 327740 | 343412 |
| FNMA POOL DD7369 | FIXED INCOME | 4/1/2055 | 6.5 | 432988 | 453694 |
| FNMA POOL FA1608 | FIXED INCOME | 9/1/2042 | 2.5 | 121869 | 109995 |
| FNMA POOL FA2696 | FIXED INCOME | 9/1/2055 | 5.5 | 1249541 | 1281799 |
| FNMA POOL FM1205 | FIXED INCOME | 7/1/2049 | 3.0 | 174361 | 157452 |
| FNMA POOL FM1873 | FIXED INCOME | 11/1/2049 | 3.0 | 3377406 | 3044895 |
| FNMA POOL FM2419 | FIXED INCOME | 2/1/2050 | 3.0 | 171632 | 152365 |
| FNMA POOL FM3884 | FIXED INCOME | 7/1/2050 | 3.0 | 2073915 | 1875210 |
| FNMA POOL FM3951 | FIXED INCOME | 7/1/2050 | 3.0 | 169721 | 153457 |
| FNMA POOL FM4376 | FIXED INCOME | 10/1/2035 | 3.0 | 88073 | 85479 |
| FNMA POOL FM4443 | FIXED INCOME | 9/1/2050 | 3.0 | 262736 | 237559 |
| FNMA POOL FM4719 | FIXED INCOME | 11/1/2050 | 3.0 | 1172508 | 1058215 |
| FNMA POOL FM9167 | FIXED INCOME | 10/1/2051 | 2.0 | 35598 | 29276 |
| FNMA POOL FM9740 | FIXED INCOME | 5/1/2036 | 3.0 | 99804 | 96843 |
| FNMA POOL FP0013 | FIXED INCOME | 6/1/2048 | 4.0 | 1166042 | 1124225 |
| FNMA POOL FP0105 | FIXED INCOME | 6/1/2051 | 2.5 | 3491450 | 2982363 |
| FNMA POOL FS0610 | FIXED INCOME | 2/1/2037 | 2.0 | 2191308 | 2034594 |
| FNMA POOL FS2008 | FIXED INCOME | 1/1/2051 | 3.0 | 42999 | 38172 |
| FNMA POOL FS2037 | FIXED INCOME | 5/1/2037 | 1.5 | 1207699 | 1093220 |
| FNMA POOL FS2040 | FIXED INCOME | 2/1/2052 | 2.0 | 2154667 | 1755259 |
| FNMA POOL FS2041 | FIXED INCOME | 8/1/2051 | 2.0 | 2296148 | 1874523 |
| FNMA POOL FS2500 | FIXED INCOME | 3/1/2037 | 3.0 | 684606 | 664444 |
| FNMA POOL FS2743 | FIXED INCOME | 7/1/2036 | 2.5 | 957410 | 916300 |
| FNMA POOL FS4110 | FIXED INCOME | 3/1/2052 | 2.5 | 340203 | 290387 |
| FNMA POOL FS5258 | FIXED INCOME | 12/1/2052 | 4.0 | 997594 | 957258 |
| FNMA POOL FS5846 | FIXED INCOME | 9/1/2052 | 2.5 | 274172 | 233940 |
| FNMA POOL FS6185 | FIXED INCOME | 3/1/2037 | 2.0 | 355350 | 329937 |
| FNMA POOL FS8931 | FIXED INCOME | 3/1/2052 | 2.5 | 183178 | 157660 |
| FNMA POOL FS8995 | FIXED INCOME | 7/1/2054 | 6.0 | 2655381 | 2757566 |
| FNMA POOL FS9173 | FIXED INCOME | 3/1/2052 | 2.0 | 202205 | 166436 |
| FNMA POOL MA3120 | FIXED INCOME | 9/1/2047 | 3.5 | 69538 | 65355 |
| FNMA POOL MA3238 | FIXED INCOME | 1/1/2048 | 3.5 | 34540 | 32462 |
| FNMA POOL MA3416 | FIXED INCOME | 7/1/2048 | 4.5 | 565351 | 561588 |
| FNMA POOL MA4047 | FIXED INCOME | 6/1/2050 | 2.0 | 975602 | 800104 |
| FNMA POOL MA4119 | FIXED INCOME | 9/1/2050 | 2.0 | 103379 | 84674 |
| FNMA POOL MA4158 | FIXED INCOME | 10/1/2050 | 2.0 | 274403 | 224659 |
| FNMA POOL MA4182 | FIXED INCOME | 11/1/2050 | 2.0 | 247843 | 202826 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL MA4208 | FIXED INCOME | 12/1/2050 | 2.0 | 2453503 | 2007010 |
| FNMA POOL MA4209 | FIXED INCOME | 12/1/2050 | 1.5 | 1602826 | 1242129 |
| FNMA POOL MA4210 | FIXED INCOME | 12/1/2050 | 2.5 | 118133 | 101128 |
| FNMA POOL MA4237 | FIXED INCOME | 1/1/2051 | 2.0 | 4301411 | 3521343 |
| FNMA POOL MA4254 | FIXED INCOME | 2/1/2051 | 1.5 | 4862176 | 3772665 |
| FNMA POOL MA4255 | FIXED INCOME | 2/1/2051 | 2.0 | 1135024 | 927677 |
| FNMA POOL MA4356 | FIXED INCOME | 6/1/2051 | 2.5 | 2767722 | 2364161 |
| FNMA POOL MA4364 | FIXED INCOME | 6/1/2041 | 2.0 | 2033881 | 1788617 |
| FNMA POOL MA4402 | FIXED INCOME | 8/1/2036 | 1.5 | 2366624 | 2148359 |
| FNMA POOL MA4413 | FIXED INCOME | 9/1/2051 | 2.0 | 2759122 | 2252833 |
| FNMA POOL MA4417 | FIXED INCOME | 9/1/2036 | 1.5 | 400831 | 363157 |
| FNMA POOL MA4437 | FIXED INCOME | 10/1/2051 | 2.0 | 475364 | 388086 |
| FNMA POOL MA4446 | FIXED INCOME | 10/1/2041 | 2.0 | 96955 | 85021 |
| FNMA POOL MA4465 | FIXED INCOME | 11/1/2051 | 2.0 | 2294104 | 1869650 |
| FNMA POOL MA4469 | FIXED INCOME | 11/1/2036 | 1.5 | 750462 | 680728 |
| FNMA POOL MA4578 | FIXED INCOME | 4/1/2052 | 2.5 | 3688331 | 3141534 |
| FNMA POOL MA4586 | FIXED INCOME | 4/1/2042 | 2.0 | 1387551 | 1215799 |
| FNMA POOL MA4587 | FIXED INCOME | 4/1/2042 | 2.5 | 1176865 | 1060317 |
| FNMA POOL MA4599 | FIXED INCOME | 5/1/2052 | 3.0 | 174456 | 155020 |
| FNMA POOL MA4701 | FIXED INCOME | 8/1/2052 | 4.5 | 2245176 | 2204984 |
| FNMA POOL MA4731 | FIXED INCOME | 9/1/2052 | 3.5 | 852851 | 789981 |
| FNMA TBA 15 YR 3 | FIXED INCOME | 1/20/2041 | 3.0 | 470000 | 452834 |
| FNMA TBA 15 YR 5 | FIXED INCOME | 1/15/2040 | 5.0 | 1170000 | 1185725 |
| FNMA TBA 30 YR 1.5 | FIXED INCOME | 1/14/2056 | 1.5 | 50000 | 38644 |
| FNMA TBA 30 YR 2 | FIXED INCOME | 1/15/2055 | 2.0 | 5370000 | 4348078 |
| FNMA TBA 30 YR 2.5 | FIXED INCOME | 1/15/2055 | 2.5 | 7490000 | 6344322 |
| FNMA TBA 30 YR 3 | FIXED INCOME | 1/14/2056 | 3.0 | 2850000 | 2523886 |
| FNMA TBA 30 YR 3.5 | FIXED INCOME | 2/15/2056 | 3.5 | 580000 | 535098 |
| FNMA TBA 30 YR 4 | FIXED INCOME | 1/14/2056 | 4.0 | 1590000 | 1509792 |
| FNMA TBA 30 YR 4.5 | FIXED INCOME | 1/15/2055 | 4.5 | 2145000 | 2094987 |
| FNMA TBA 30 YR 5 | FIXED INCOME | 1/15/2055 | 5.0 | 1685000 | 1681581 |
| FNMA TBA 30 YR 5.5 | FIXED INCOME | 1/15/2055 | 5.5 | 5350000 | 5426773 |
| FNMA TBA 30 YR 6 | FIXED INCOME | 1/15/2055 | 6.0 | 865000 | 888130 |
| FNMA TBA 30 YR 6.5 | FIXED INCOME | 1/15/2055 | 6.5 | 290000 | 301409 |
| FNMA TBA 30 YR 7 | FIXED INCOME | 1/15/2055 | 7.0 | 2555000 | 2687911 |
| FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 5/15/2028 | 5.2 | 179273 | 180458 |
| FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 12/15/2028 | 5.1 | 1107954 | 1118760 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 9/5/2030 | 5.7 | 2826000 | 2872601 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 5/3/2029 | 5.1 | 1124000 | 1126866 |
| FREDDIE MAC | FIXED INCOME | 1/25/2051 | 3.5 | 1051065 | 1018681 |
| FREDDIE MAC | FIXED INCOME | 9/25/2044 | 3.5 | 2909179 | 2827995 |
| FREDDIE MAC | FIXED INCOME | 11/25/2051 | 4.0 | 1512234 | 1501329 |
| FREDDIE MAC | FIXED INCOME | 8/25/2054 | 5.0 | 1895664 | 1911451 |
| FREDDIE MAC | FIXED INCOME | 12/25/2036 | 4.5 | 2050523 | 2042863 |
| FS KKR CAPITAL CORP | FIXED INCOME | 1/15/2031 | 6.1 | 192000 | 187622 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GENERAL MOTORS | FIXED INCOME | 11/15/2029 | 4.7 | 1610000 | 1633049 |
| GEORGIA POWER CO | FIXED INCOME | 10/1/2028 | 4.0 | 1430000 | 1435420 |
| GLENCORE FUNDING LLC | FIXED INCOME | 3/27/2027 | 4.0 | 3129000 | 3126685 |
| GLENCORE FUNDING LLC | FIXED INCOME | 10/6/2030 | 6.4 | 711000 | 765669 |
| GLENCORE FUNDING LLC | FIXED INCOME | 4/4/2027 | 5.3 | 2992000 | 3038944 |
| GLENCORE FUNDING LLC | FIXED INCOME | 4/1/2035 | 5.7 | 2978000 | 3113559 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2030 | 4.9 | 1559000 | 1561604 |
| GLS AUTO RECEIVABLES TRUST | FIXED INCOME | 10/16/2028 | 4.4 | 5909000 | 5917316 |
| GM FINANCIAL AUTOMOBILE LEASIN | FIXED INCOME | 5/22/2028 | 4.6 | 1170000 | 1180521 |
| GM FINANCIAL REVOLVING RECEIVA | FIXED INCOME | 12/11/2037 | 4.6 | 2382000 | 2431102 |
| GNMA II POOL MA2962 | FIXED INCOME | 7/20/2045 | 4.0 | 301000 | 291496 |
| GNMA II POOL MA3035 | FIXED INCOME | 8/20/2045 | 4.0 | 860974 | 833789 |
| GNMA II POOL MA3521 | FIXED INCOME | 3/20/2046 | 3.5 | 1383861 | 1294307 |
| GNMA II POOL MA3597 | FIXED INCOME | 4/20/2046 | 3.5 | 705525 | 658969 |
| GNMA II POOL MA4196 | FIXED INCOME | 1/20/2047 | 3.5 | 462281 | 431776 |
| GNMA II POOL MA4262 | FIXED INCOME | 2/20/2047 | 3.5 | 666885 | 622879 |
| GNMA II POOL MA4382 | FIXED INCOME | 4/20/2047 | 3.5 | 244649 | 228524 |
| GNMA II POOL MA4451 | FIXED INCOME | 5/20/2047 | 3.5 | 602235 | 562541 |
| GNMA II POOL MA4511 | FIXED INCOME | 6/20/2047 | 4.0 | 890704 | 858025 |
| GNMA II POOL MA4586 | FIXED INCOME | 7/20/2047 | 3.5 | 267441 | 249814 |
| GNMA II POOL MA4587 | FIXED INCOME | 7/20/2047 | 4.0 | 537027 | 517325 |
| GNMA II POOL MA4652 | FIXED INCOME | 8/20/2047 | 3.5 | 106097 | 99104 |
| GNMA II POOL MA4720 | FIXED INCOME | 9/20/2047 | 4.0 | 87382 | 84176 |
| GNMA II POOL MA4837 | FIXED INCOME | 11/20/2047 | 3.5 | 438514 | 409611 |
| GNMA II POOL MA4963 | FIXED INCOME | 1/20/2048 | 4.0 | 210534 | 202810 |
| GNMA II POOL MA5020 | FIXED INCOME | 2/20/2048 | 4.0 | 13770 | 13265 |
| GNMA II POOL MA5136 | FIXED INCOME | 4/20/2048 | 3.5 | 648464 | 605723 |
| GNMA II POOL MA6038 | FIXED INCOME | 7/20/2049 | 3.0 | 218726 | 198206 |
| GNMA II POOL MA6218 | FIXED INCOME | 10/20/2049 | 3.0 | 1047858 | 948661 |
| GNMA II POOL MA6283 | FIXED INCOME | 11/20/2049 | 3.0 | 1545533 | 1397018 |
| GNMA II POOL MA6409 | FIXED INCOME | 1/20/2050 | 3.0 | 1187974 | 1073432 |
| GNMA II POOL MA6921 | FIXED INCOME | 10/20/2050 | 2.0 | 1418744 | 1154176 |
| GNMA II POOL MA7184 | FIXED INCOME | 2/20/2051 | 2.0 | 77051 | 62649 |
| GNMA II POOL MA7193 | FIXED INCOME | 2/20/2051 | 2.5 | 2753247 | 2381134 |
| GNMA II POOL MA7368 | FIXED INCOME | 5/20/2051 | 3.0 | 965941 | 870653 |
| GNMA II POOL MA7473 | FIXED INCOME | 7/20/2051 | 3.0 | 712239 | 641868 |
| GNMA II POOL MA7535 | FIXED INCOME | 8/20/2051 | 3.0 | 1504704 | 1355919 |
| GNMA II POOL MA7589 | FIXED INCOME | 9/20/2051 | 2.5 | 2345894 | 2028073 |
| GNMA II POOL MA7590 | FIXED INCOME | 9/20/2051 | 3.0 | 1425106 | 1284081 |
| GNMA II POOL MA7648 | FIXED INCOME | 10/20/2051 | 2.0 | 2687820 | 2229693 |
| GNMA II POOL MA7650 | FIXED INCOME | 10/20/2051 | 3.0 | 719822 | 648535 |
| GNMA II POOL MA7704 | FIXED INCOME | 11/20/2051 | 2.0 | 3029260 | 2512876 |
| GNMA II POOL MA7705 | FIXED INCOME | 11/20/2051 | 2.5 | 3564894 | 3081593 |
| GNMA II POOL MA7766 | FIXED INCOME | 12/20/2051 | 2.0 | 1246399 | 1033907 |
| GNMA II POOL MA7767 | FIXED INCOME | 12/20/2051 | 2.5 | 1683820 | 1455541 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GNMA II POOL MA7826 | FIXED INCOME | 1/20/2052 | 2.0 | 2489507 | 2065033 |
| | GNMA II POOL MA7827 | FIXED INCOME | 1/20/2052 | 2.5 | 962569 | 832026 |
| | GNMA II POOL MA8426 | FIXED INCOME | 11/20/2052 | 4.0 | 840118 | 801787 |
| | GNMA II POOL MA8568 | FIXED INCOME | 1/20/2053 | 4.5 | 3029896 | 2976066 |
| | GNMA II POOL MA8877 | FIXED INCOME | 5/20/2053 | 4.5 | 541190 | 531255 |
| | GNMA II TBA 30 YR 2 | FIXED INCOME | 1/15/2055 | 2.0 | 535000 | 443464 |
| | GNMA II TBA 30 YR 2.5 | FIXED INCOME | 1/15/2055 | 2.5 | 835000 | 721265 |
| | GNMA II TBA 30 YR 3 | FIXED INCOME | 1/15/2055 | 3.0 | 240000 | 216016 |
| | GNMA II TBA 30 YR 3.5 | FIXED INCOME | 1/15/2055 | 3.5 | 1230000 | 1120361 |
| | GNMA II TBA 30 YR 4 | FIXED INCOME | 1/15/2055 | 4.0 | 665000 | 628163 |
| | GNMA II TBA 30 YR 4.5 | FIXED INCOME | 1/22/2056 | 4.5 | 655000 | 638595 |
| | GNMA II TBA 30 YR 5 | FIXED INCOME | 1/15/2055 | 5.0 | 4990000 | 4978962 |
| | GNMA II TBA 30 YR 5.5 | FIXED INCOME | 1/15/2055 | 5.5 | 5520000 | 5573047 |
| | GNMA II TBA 30 YR 6 | FIXED INCOME | 1/15/2055 | 6.0 | 2550000 | 2598399 |
| | GNMA II TBA 30 YR 6.5 | FIXED INCOME | 1/15/2055 | 6.5 | 2955000 | 3054199 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 1/28/2056 | 5.7 | 1709000 | 1734772 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2031 | 4.4 | 2918000 | 2913681 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2036 | 4.9 | 757000 | 752867 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 9/10/2027 | 1.5 | 999000 | 981767 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 64983924 | 64983924 |
| | GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 7/25/2061 | 3.8 | 551452 | 541278 |
| | GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 9/25/2061 | 3.9 | 909420 | 896617 |
| | GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 5/10/2052 | 3.6 | 286646 | 276997 |
| | HERTZ VEHICLE FINANCING LLC | FIXED INCOME | 6/26/2028 | 2.3 | 5854000 | 5718601 |
| | HP ENTERPRISE CO | FIXED INCOME | 10/15/2054 | 5.6 | 855000 | 794834 |
| | HP ENTERPRISE CO | FIXED INCOME | 9/15/2027 | 4.1 | 1198000 | 1198587 |
| | HPS CORPORATE LENDING FU | FIXED INCOME | 9/11/2028 | 4.9 | 894000 | 889208 |
| | HPS CORPORATE LENDING FU | FIXED INCOME | 11/15/2030 | 5.5 | 910000 | 906096 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 5/13/2031 | 5.2 | 2502000 | 2578661 |
| | HUNTINGTON BANCSHARES | FIXED INCOME | 8/21/2029 | 6.2 | 609000 | 638878 |
| | HYUNDAI AUTO LEASE SECURITIZAT | FIXED INCOME | 4/17/2028 | 4.5 | 2110000 | 2128664 |
| | HYUNDAI AUTO LEASE SECURITIZAT | FIXED INCOME | 7/17/2028 | 4.4 | 2722000 | 2743352 |
| | HYUNDAI AUTO RECEIVABLES TRUST | FIXED INCOME | 12/17/2029 | 5.6 | 582000 | 596921 |
| | ILLINOIS ST | FIXED INCOME | 6/1/2033 | 5.1 | 7202892 | 7390931 |
| | INTEL CORP | FIXED INCOME | 8/5/2052 | 4.9 | 2171000 | 1799694 |
| | INTEL CORP | FIXED INCOME | 2/10/2033 | 5.2 | 753000 | 767917 |
| | J PAUL GETTY TRUST | FIXED INCOME | 4/1/2035 | 4.9 | 2443000 | 2494645 |
| | JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 4/15/2066 | 6.4 | 968000 | 963896 |
| | JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 11/15/2053 | 7.3 | 630000 | 703767 |
| | JERSEY CENTRAL PWR + LT | FIXED INCOME | 1/15/2031 | 4.4 | 1507000 | 1502946 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2030 | 5.6 | 3255000 | 3397699 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2028 | 4.0 | 2952000 | 2952059 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2030 | 4.1 | 3081000 | 3076009 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2035 | 4.7 | 4052000 | 4037534 |
|  | LAD AUTO RECEIVABLES TRUST | FIXED INCOME | 1/18/2028 | 5.2 | 289762 | 290185 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| LAD AUTO RECEIVABLES TRUST | FIXED INCOME | 11/15/2027 | 4.6 | 218295 | 218467 |
| LLOYDS BANKING GROUP PLC | FIXED INCOME | 1/5/2028 | 5.5 | 1447000 | 1466737 |
| LYB INT FINANCE III | FIXED INCOME | 1/15/2036 | 5.9 | 1768000 | 1763279 |
| M+T BANK CORPORATION | FIXED INCOME | 1/16/2036 | 5.4 | 1513000 | 1539644 |
| M+T BANK CORPORATION | FIXED INCOME | 7/8/2031 | 5.2 | 843000 | 865449 |
| MARATHON PETROLEUM CORP | FIXED INCOME | 12/15/2026 | 5.1 | 1527000 | 1538391 |
| MASS INSTITUTE OF TECH | FIXED INCOME | 6/1/2055 | 5.6 | 376000 | 387412 |
| MERCEDES BENZ AUTO LEASE TRUST | FIXED INCOME | 4/16/2029 | 4.6 | 977000 | 989876 |
| MERCK + CO INC | FIXED INCOME | 3/15/2046 | 5.5 | 1176000 | 1177517 |
| MERCK + CO INC | FIXED INCOME | 12/4/2065 | 5.7 | 689000 | 685369 |
| META PLATFORMS INC | FIXED INCOME | 8/15/2062 | 4.7 | 534000 | 431846 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2045 | 5.5 | 1469000 | 1431335 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2065 | 5.8 | 656000 | 627536 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2055 | 5.6 | 368000 | 354112 |
| MINERA MEXICO SA DE CV | FIXED INCOME | 2/12/2032 | 5.6 | 404000 | 417651 |
| MOLEX ELECTRONICS TECH | FIXED INCOME | 4/30/2028 | 4.8 | 1154000 | 1167248 |
| MORGAN STANLEY | FIXED INCOME | 10/18/2030 | 4.7 | 2493000 | 2523390 |
| MORGAN STANLEY | FIXED INCOME | 11/19/2055 | 5.5 | 525000 | 520569 |
| MORGAN STANLEY | FIXED INCOME | 10/22/2036 | 4.9 | 2224000 | 2209210 |
| MORGAN STANLEY BAML TRUST | FIXED INCOME | 8/15/2058 | 5.6 | 563225 | 595253 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 7/18/2031 | 4.7 | 3745000 | 3796606 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 11/19/2031 | 4.5 | 2956000 | 2964129 |
| MORGAN STANLEY RESIDENTIAL MOR | FIXED INCOME | 6/25/2064 | 4.0 | 937440 | 918564 |
| MSD INVESTMENT CORP | FIXED INCOME | 5/31/2030 | 6.3 | 325000 | 327252 |
| NATIONAL FUEL GAS CO | FIXED INCOME | 9/1/2028 | 4.8 | 489000 | 494575 |
| NATIONAL FUEL GAS CO | FIXED INCOME | 3/15/2030 | 5.5 | 2772000 | 2859484 |
| NATIONAL FUEL GAS CO | FIXED INCOME | 3/15/2035 | 6.0 | 556000 | 582732 |
| NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 1/25/2064 | 3.8 | 2326048 | 2218732 |
| NEW YORK MORTGAGE TRUST | FIXED INCOME | 2/25/2068 | 3.8 | 1058141 | 987603 |
| NEW YORK NY | FIXED INCOME | 10/1/2049 | 5.1 | 390000 | 370511 |
| NEW YORK NY | FIXED INCOME | 10/1/2054 | 5.1 | 270000 | 253399 |
| NEW YORK NY | FIXED INCOME | 10/1/2051 | 5.4 | 320000 | 311002 |
| NEW YORK NY | FIXED INCOME | 10/1/2055 | 5.4 | 615000 | 592191 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 9/1/2027 | 4.7 | 2723000 | 2755540 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 3/15/2055 | 5.9 | 1175000 | 1193307 |
| NISOURCE INC | FIXED INCOME | 6/30/2033 | 5.4 | 373000 | 387159 |
| NISOURCE INC | FIXED INCOME | 4/1/2055 | 5.9 | 1537000 | 1536539 |
| NISOURCE INC | FIXED INCOME | 6/15/2041 | 6.0 | 931000 | 965037 |
| NISOURCE INC | FIXED INCOME | 2/15/2043 | 5.3 | 1301000 | 1251393 |
| NMLT TRUST | FIXED INCOME | 10/25/2062 | 3.2 | 380814 | 350863 |
| NORINCHUKIN BANK | FIXED INCOME | 9/9/2030 | 4.7 | 1300000 | 1308762 |
| NORINCHUKIN BANK | FIXED INCOME | 9/9/2035 | 5.4 | 1061000 | 1075822 |
| NRG ENERGY INC | FIXED INCOME | 3/15/2033 | 7.0 | 847000 | 937002 |
| NTT FINANCE CORP | FIXED INCOME | 7/16/2027 | 4.6 | 935000 | 942742 |
| NTT FINANCE CORP | FIXED INCOME | 7/16/2030 | 4.9 | 3397000 | 3458452 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| NXP BV/NXP FDG/NXP USA | FIXED INCOME | 8/19/2028 | 4.3 | 1011000 | 1014811 |
| NXP BV/NXP FDG/NXP USA | FIXED INCOME | 8/19/2032 | 4.9 | 1523000 | 1531635 |
| NXP BV/NXP FDG/NXP USA | FIXED INCOME | 8/19/2035 | 5.3 | 1194000 | 1212149 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 4/15/2046 | 4.4 | 619000 | 489159 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 9/15/2031 | 7.9 | 1377000 | 1575949 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 3/15/2040 | 6.2 | 270000 | 274169 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 3/15/2046 | 6.6 | 251000 | 259067 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 1/1/2031 | 6.1 | 477000 | 503769 |
| OFFICE CHERIFIEN DES PHO | FIXED INCOME | 4/25/2044 | 6.9 | 377000 | 392649 |
| OFFICE CHERIFIEN DES PHO | FIXED INCOME | 3/1/2036 | 6.7 | 1402000 | 1498864 |
| OGLETHORPE POWER CORP | FIXED INCOME | 1/1/2031 | 6.2 | 1514250 | 1597004 |
| OGLETHORPE POWER CORP | FIXED INCOME | 12/1/2053 | 6.2 | 1270000 | 1308887 |
| ONEOK INC | FIXED INCOME | 9/1/2030 | 6.5 | 4717000 | 5061199 |
| ORACLE CORP | FIXED INCOME | 9/26/2030 | 4.5 | 1942000 | 1900752 |
| ORACLE CORP | FIXED INCOME | 9/26/2035 | 5.2 | 1651000 | 1586528 |
| ORACLE CORP | FIXED INCOME | 9/26/2045 | 5.9 | 1841000 | 1668001 |
| OVINTIV INC | FIXED INCOME | 8/15/2037 | 6.6 | 515000 | 548017 |
| OVINTIV INC | FIXED INCOME | 5/15/2028 | 5.7 | 209000 | 215195 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 7/1/2040 | 4.5 | 2175000 | 1902342 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 1/15/2033 | 6.2 | 509000 | 540894 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 4/1/2053 | 6.7 | 748000 | 793142 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/15/2033 | 6.4 | 329000 | 355432 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 3/15/2034 | 7.0 | 432000 | 481823 |
| PACIFICORP | FIXED INCOME | 1/15/2055 | 5.8 | 732000 | 684720 |
| PARAMOUNT GLOBAL | FIXED INCOME | 9/1/2043 | 5.9 | 434000 | 357091 |
| PFIZER INC | FIXED INCOME | 11/15/2055 | 5.6 | 531000 | 527798 |
| PFIZER INC | FIXED INCOME | 11/15/2027 | 3.9 | 1150000 | 1154048 |
| PLAINS ALL AMER PIPELINE | FIXED INCOME | 1/15/2036 | 5.6 | 986000 | 999735 |
| PORSCHE INNOVATIVE LEASE OWNER | FIXED INCOME | 10/20/2028 | 4.6 | 3170000 | 3206587 |
| PPL CAPITAL FUNDING INC | FIXED INCOME | 9/1/2034 | 5.3 | 941000 | 965635 |
| PRES + FELLOWS OF HARVAR | FIXED INCOME | 3/15/2030 | 4.9 | 1805000 | 1864980 |
| PRES + FELLOWS OF HARVAR | FIXED INCOME | 3/15/2036 | 5.3 | 1107000 | 1164996 |
| PRESTON RIDGE PARTNERS MORTGAG | FIXED INCOME | 11/25/2053 | 4.0 | 509873 | 505490 |
| PRESTON RIDGE PARTNERS MORTGAG | FIXED INCOME | 12/25/2064 | 4.2 | 564077 | 558105 |
| PRESTON RIDGE PARTNERS MORTGAG | FIXED INCOME | 3/25/2054 | 3.8 | 1064763 | 1049027 |
| PRETIUM MORTGAGE CREDIT PARTNE | FIXED INCOME | 7/25/2069 | 4.0 | 797485 | 781332 |
| PRETIUM MORTGAGE CREDIT PARTNE | FIXED INCOME | 1/25/2070 | 4.2 | 798047 | 784935 |
| PROTECTIVE LIFE GLOBAL | FIXED INCOME | 1/15/2029 | 4.2 | 1463000 | 1466087 |
| PSEG POWER LLC | FIXED INCOME | 5/15/2030 | 5.2 | 2982000 | 3052047 |
| PSEG POWER LLC | FIXED INCOME | 5/15/2035 | 5.8 | 1605000 | 1670388 |
| QATAR ENERGY | FIXED INCOME | 7/12/2041 | 3.1 | 5029000 | 3862674 |
| QUANTA SERVICES INC | FIXED INCOME | 8/9/2035 | 5.1 | 1623000 | 1630514 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 4/20/2033 | 8.0 | 699000 | 751488 |
| REPUBLIC OF PANAMA | FIXED INCOME | 1/19/2063 | 4.5 | 306000 | 227875 |
| REPUBLIC OF PERU | FIXED INCOME | 6/30/2055 | 6.2 | 424000 | 436894 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| RIO TINTO FIN USA PLC | FIXED INCOME | 3/14/2030 | 4.9 | 2215000 | 2276998 |
| ROMANIA | FIXED INCOME | 1/30/2034 | 6.4 | 532000 | 553184 |
| ROMANIA | FIXED INCOME | 5/16/2036 | 6.6 | 1044000 | 1087441 |
| ROYAL BANK OF CANADA | FIXED INCOME | 8/6/2029 | 4.5 | 2443000 | 2467406 |
| ROYAL BANK OF CANADA | FIXED INCOME | 10/18/2030 | 4.7 | 1911000 | 1938499 |
| RWE FINANCE US LLC | FIXED INCOME | 4/16/2034 | 5.9 | 611000 | 645179 |
| RWE FINANCE US LLC | FIXED INCOME | 9/18/2055 | 5.9 | 460000 | 451508 |
| S+P GLOBAL INC | FIXED INCOME | 5/1/2029 | 4.3 | 683000 | 687098 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 1/15/2030 | 4.4 | 3076000 | 3090133 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 8/15/2029 | 4.6 | 765000 | 768650 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 1/15/2029 | 4.3 | 3671000 | 3678864 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 4/15/2030 | 4.2 | 1925000 | 1931554 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 1/15/2032 | 4.3 | 1717000 | 1714373 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 4/17/2028 | 5.7 | 325147 | 325636 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 1/10/2029 | 6.5 | 1096000 | 1145441 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 9/22/2029 | 4.3 | 1632000 | 1633616 |
| SAUDI ARABIAN OIL CO | FIXED INCOME | 6/2/2030 | 4.8 | 226000 | 228689 |
| SCE RECOVERY FUNDING LLC | FIXED INCOME | 3/15/2036 | 4.5 | 1176000 | 1182927 |
| SEMPRA | FIXED INCOME | 2/1/2028 | 3.4 | 968000 | 953916 |
| SHERWIN WILLIAMS CO | FIXED INCOME | 8/15/2028 | 4.3 | 672000 | 676785 |
| SOCIETE GENERALE | FIXED INCOME | 5/22/2029 | 5.2 | 1814000 | 1850153 |
| SOUTHERN CAL EDISON | FIXED INCOME | 4/1/2047 | 4.0 | 596000 | 449146 |
| SOUTHERN CAL EDISON | FIXED INCOME | 6/1/2026 | 4.9 | 1290000 | 1292000 |
| SOUTHERN CAL EDISON | FIXED INCOME | 2/1/2027 | 4.9 | 1392000 | 1401243 |
| SOUTHERN CALIF GAS CO | FIXED INCOME | 9/1/2034 | 5.1 | 1069000 | 1089065 |
| SOUTHERN CO | FIXED INCOME | 6/15/2033 | 5.2 | 861000 | 885986 |
| SOUTHERN CO | FIXED INCOME | 3/15/2034 | 5.7 | 1114000 | 1175025 |
| SPRINT CAPITAL CORP | FIXED INCOME | 11/15/2028 | 6.9 | 1538000 | 1651412 |
| STANDARD CHARTERED PLC | FIXED INCOME | 5/14/2028 | 5.7 | 1375000 | 1403023 |
| STEEL DYNAMICS INC | FIXED INCOME | 12/15/2028 | 4.0 | 437000 | 436620 |
| STELLANTIS FINANCIAL UNDERWRIT | FIXED INCOME | 6/20/2028 | 4.1 | 3627000 | 3636771 |
| STELLANTIS FINANCIAL UNDERWRIT | FIXED INCOME | 4/20/2029 | 4.1 | 2501000 | 2510774 |
| STELLANTIS FINANCIAL UNDERWRIT | FIXED INCOME | 1/22/2029 | 4.3 | 1879000 | 1891082 |
| TENN VALLEY AUTHORITY | FIXED INCOME | 9/15/2052 | 4.3 | 997000 | 852196 |
| TENN VALLEY AUTHORITY | FIXED INCOME | 2/1/2055 | 5.3 | 2651000 | 2639177 |
| TENN VALLEY AUTHORITY | FIXED INCOME | 5/15/2035 | 4.9 | 2395000 | 2483423 |
| TESLA ELECTRIC VEHICLE TRUST | FIXED INCOME | 2/20/2029 | 5.4 | 1332000 | 1356908 |
| TEXAS NATURAL GAS SECURITIZTN | FIXED INCOME | 4/1/2035 | 5.1 | 3008446 | 3098421 |
| TEXAS NATURAL GAS SECURITIZTN | FIXED INCOME | 4/1/2041 | 5.2 | 1818000 | 1859753 |
| TORONTO DOMINION BANK | FIXED INCOME | 10/15/2035 | 4.9 | 2857000 | 2862228 |
| TOYOTA AUTO LOAN EXTENDED NOTE | FIXED INCOME | 5/25/2038 | 4.7 | 1285000 | 1311906 |
| TOYOTA AUTO RECEIVABLES OWNER | FIXED INCOME | 3/15/2027 | 1.0 | 583304 | 582704 |
| TOYOTA LEASE OWNER TRUST | FIXED INCOME | 11/20/2028 | 4.0 | 2768000 | 2776152 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/13/2037 | 6.9 | 1195000 | 1276690 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/13/2055 | 7.4 | 466000 | 502148 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| UNITED MEXICAN STATES | FIXED INCOME | 3/22/2033 | 5.4 | 1070000 | 1059835 |
| UNITED PARCEL SERVICE | FIXED INCOME | 5/14/2055 | 6.0 | 470000 | 486723 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 7/15/2034 | 5.2 | 1759000 | 1804347 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 7/15/2054 | 5.6 | 2027000 | 1995054 |
| US DOLLAR | CASH |  |  | 194234 | 194234 |
| US TREASURY N/B | FIXED INCOME | 11/15/2048 | 3.4 | 3529000 | 2803901 |
| US TREASURY N/B | FIXED INCOME | 11/15/2041 | 2.0 | 2294000 | 1607234 |
| US TREASURY N/B | FIXED INCOME | 2/15/2042 | 2.4 | 11010000 | 8137078 |
| US TREASURY N/B | FIXED INCOME | 5/15/2042 | 3.3 | 19415000 | 16253995 |
| US TREASURY N/B | FIXED INCOME | 8/15/2052 | 3.0 | 2500000 | 1798438 |
| US TREASURY N/B | FIXED INCOME | 8/15/2042 | 3.4 | 4526000 | 3838614 |
| US TREASURY N/B | FIXED INCOME | 11/15/2042 | 4.0 | 293000 | 269560 |
| US TREASURY N/B | FIXED INCOME | 2/15/2053 | 3.6 | 586000 | 476583 |
| US TREASURY N/B | FIXED INCOME | 2/15/2043 | 3.9 | 1779000 | 1606659 |
| US TREASURY N/B | FIXED INCOME | 5/15/2053 | 3.6 | 27000 | 21938 |
| US TREASURY N/B | FIXED INCOME | 8/15/2053 | 4.1 | 5211000 | 4632905 |
| US TREASURY N/B | FIXED INCOME | 8/15/2043 | 4.4 | 3042000 | 2916518 |
| US TREASURY N/B | FIXED INCOME | 11/15/2053 | 4.8 | 4914000 | 4843361 |
| US TREASURY N/B | FIXED INCOME | 11/15/2043 | 4.8 | 4151000 | 4166566 |
| US TREASURY N/B | FIXED INCOME | 2/15/2054 | 4.3 | 5076000 | 4609643 |
| US TREASURY N/B | FIXED INCOME | 2/15/2044 | 4.5 | 5214000 | 5064098 |
| US TREASURY N/B | FIXED INCOME | 5/15/2054 | 4.6 | 2290000 | 2214859 |
| US TREASURY N/B | FIXED INCOME | 5/15/2044 | 4.6 | 6474000 | 6380936 |
| US TREASURY N/B | FIXED INCOME | 8/15/2054 | 4.3 | 5742000 | 5215351 |
| US TREASURY N/B | FIXED INCOME | 8/15/2044 | 4.1 | 2473000 | 2278251 |
| US TREASURY N/B | FIXED INCOME | 11/15/2054 | 4.5 | 4920000 | 4660931 |
| US TREASURY N/B | FIXED INCOME | 11/15/2044 | 4.6 | 7941000 | 7810718 |
| US TREASURY N/B | FIXED INCOME | 2/15/2055 | 4.6 | 2848000 | 2755885 |
| US TREASURY N/B | FIXED INCOME | 2/15/2045 | 4.8 | 5519000 | 5511239 |
| US TREASURY N/B | FIXED INCOME | 5/15/2055 | 4.8 | 5648000 | 5574753 |
| US TREASURY N/B | FIXED INCOME | 5/15/2045 | 5.0 | 7060000 | 7275109 |
| US TREASURY N/B | FIXED INCOME | 8/15/2055 | 4.8 | 10336000 | 10206800 |
| US TREASURY N/B | FIXED INCOME | 8/15/2045 | 4.9 | 5361000 | 5433876 |
| US TREASURY N/B | FIXED INCOME | 11/15/2045 | 4.6 | 5558000 | 5451182 |
| US TREASURY N/B | FIXED INCOME | 2/28/2030 | 4.0 | 4121000 | 4176376 |
| US TREASURY N/B | FIXED INCOME | 4/30/2029 | 4.6 | 6956000 | 7184787 |
| US TREASURY N/B | FIXED INCOME | 5/31/2029 | 4.5 | 4977000 | 5123199 |
| US TREASURY N/B | FIXED INCOME | 6/30/2029 | 4.3 | 6888000 | 7038675 |
| US TREASURY N/B | FIXED INCOME | 7/31/2029 | 4.0 | 7822000 | 7927719 |
| US TREASURY N/B | FIXED INCOME | 8/31/2029 | 3.6 | 6197000 | 6200389 |
| US TREASURY N/B | FIXED INCOME | 12/31/2029 | 4.4 | 10705000 | 10998551 |
| US TREASURY N/B | FIXED INCOME | 1/31/2030 | 4.3 | 2225000 | 2276279 |
| US TREASURY N/B | FIXED INCOME | 3/31/2030 | 4.0 | 10456000 | 10597319 |
| US TREASURY N/B | FIXED INCOME | 4/30/2030 | 3.9 | 11186000 | 11283004 |
| US TREASURY N/B | FIXED INCOME | 5/31/2030 | 4.0 | 7978000 | 8086451 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | FIXED INCOME | 6/30/2030 | 3.9 | 4005000 | 4038792 |
| US TREASURY N/B | FIXED INCOME | 7/31/2030 | 3.9 | 8289000 | 8358291 |
| US TREASURY N/B | FIXED INCOME | 8/31/2030 | 3.6 | 8410000 | 8388318 |
| US TREASURY N/B | FIXED INCOME | 9/30/2030 | 3.6 | 10032000 | 10003001 |
| US TREASURY N/B | FIXED INCOME | 10/31/2030 | 3.6 | 11300000 | 11263805 |
| US TREASURY N/B | FIXED INCOME | 11/15/2035 | 4.0 | 3716000 | 3670711 |
| US TREASURY N/B | FIXED INCOME | 11/15/2028 | 3.5 | 12176000 | 12167439 |
| US TREASURY N/B | FIXED INCOME | 11/30/2030 | 3.5 | 5510000 | 5460066 |
| US TREASURY N/B | FIXED INCOME | 12/15/2028 | 3.5 | 31657000 | 31632268 |
| US TREASURY N/B | FIXED INCOME | 12/31/2032 | 3.9 | 2860000 | 2851956 |
| US TREASURY N/B | FIXED INCOME | 12/31/2030 | 3.6 | 37280000 | 37137288 |
| US TREASURY N/B | FIXED INCOME | 12/31/2027 | 3.4 | 34988000 | 34925131 |
| VALE OVERSEAS LIMITED | FIXED INCOME | 6/12/2033 | 6.1 | 1092000 | 1168123 |
| VALE OVERSEAS LIMITED | FIXED INCOME | 6/28/2054 | 6.4 | 1122000 | 1145708 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 9/21/2028 | 4.3 | 1406000 | 1418204 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 12/3/2029 | 4.0 | 2009000 | 1993812 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 11/30/2055 | 5.9 | 538000 | 532469 |
| VERIZON MASTER TRUST | FIXED INCOME | 1/22/2029 | 4.5 | 1881000 | 1881566 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 7/15/2029 | 4.3 | 2216000 | 2200887 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 4/15/2034 | 6.0 | 1540000 | 1618386 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 12/30/2026 | 5.1 | 679000 | 683638 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 12/30/2034 | 5.7 | 986000 | 1016152 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 10/15/2028 | 4.3 | 810000 | 810041 |
| VOLKSWAGEN AUTO LEASE TRUST | FIXED INCOME | 6/21/2027 | 5.2 | 1531000 | 1540707 |
| VOLKSWAGEN AUTO LEASE TRUST | FIXED INCOME | 1/22/2029 | 4.0 | 3102000 | 3113919 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/30/2041 | 3.1 | 1281000 | 996797 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2034 | 5.6 | 884000 | 927678 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/22/2028 | 5.7 | 3359000 | 3428565 |
| WELLS FARGO + COMPANY | FIXED INCOME | 1/24/2031 | 5.2 | 4281000 | 4432976 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 8/15/2054 | 2.3 | 455130 | 406231 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 10/15/2058 | 5.3 | 1192109 | 1227410 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 4/1/2044 | 5.5 | 429000 | 391634 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 3/1/2048 | 5.3 | 802000 | 693979 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 4/1/2033 | 6.2 | 892000 | 946251 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 11/15/2034 | 5.5 | 848000 | 855785 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 3/1/2031 | 4.8 | 1627000 | 1628383 |
| WESTLAKE AUTOMOBILE RECEIVABLE | FIXED INCOME | 5/15/2029 | 4.5 | 919000 | 924315 |
| WESTLAKE AUTOMOBILE RECEIVABLE | FIXED INCOME | 4/17/2028 | 4.3 | 3935000 | 3940269 |
| WINDFALL MINING GROUP | FIXED INCOME | 5/13/2032 | 5.9 | 934000 | 974087 |
|  | **Total:EXHIBIT G - Total Bond Market Fund** | **Total:EXHIBIT G - Total Bond Market Fund** | **Total:EXHIBIT G - Total Bond Market Fund** | **Total:EXHIBIT G - Total Bond Market Fund** | $**1202609331** |

---

**\* Party-In-Interest**

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

------

**EXHIBIT H - Total Bond Market Fund** 

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | EURO CURRENCY | CASH |  |  | 30 |  | $35 |
|  | POUND STERLING | CASH |  |  | 83 |  | 112 |
|  | JAPANESE YEN | CASH |  |  | (2559) |  | (16) |
|  | US DOLLAR | CASH |  |  | 1489 |  | 1489 |
|  |  | **Total:EXHIBIT H - Total Bond Market Fund** | **Total:EXHIBIT H - Total Bond Market Fund** | **Total:EXHIBIT H - Total Bond Market Fund** | **Total:EXHIBIT H - Total Bond Market Fund** |  | $**1620** |

---

**\* Party-In-Interest**

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

------

**EXHIBIT I - Total Bond Market Fund** 

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 10 RENEW POWER SUBSIDIAR | FIXED INCOME | 7/14/2028 | 4.5% | 1300000 |  | $1245816 |
|  | 3 MONTH SOFR FUT DEC 26 | FUTURE | 3/16/2027 |  | 150750000 |  | 259591 |
|  | 3 MONTH SOFR FUT DEC 27 | FUTURE | 3/14/2028 |  | 84500000 |  | 633402 |
|  | 31750RTH0 OTC ECAL FN 4.0 | OPTIONS | 1/7/2026 |  | (1800000) |  | 0 |
|  | 31750RTQ0 OTC ECAL FN 4.0 | OPTIONS | 1/7/2026 |  | (1900000) |  | 0 |
|  | 31750S0G1 PIMCO | OPTIONS | 2/27/2026 |  | 3117000 |  | 19039 |
|  | 31750S0H9 PIMCO | OPTIONS | 2/27/2026 |  | (3117000) |  | (5679) |
|  | 31750S162 PIMCO | OPTIONS | 2/19/2026 |  | 1625000 |  | 9201 |
|  | 31750S170 PIMCO | OPTIONS | 2/19/2026 |  | (1625000) |  | (2343) |
|  | 317UB7YA6 PIMCO | OPTIONS | 1/2/2026 |  | (1200000) |  | (396) |
|  | 317UB7ZA5 PIMCO | OPTIONS | 1/2/2026 |  | (1200000) |  | 0 |
|  | 317UBA3A3 PIMCO | OPTIONS | 1/8/2026 |  | (1300000) |  | (438) |
|  | 317UBA4A2 PIMCO | OPTIONS | 1/8/2026 |  | (1300000) |  | (133) |
|  | 317UBBKA2 PIMCO | OPTIONS | 1/12/2026 |  | (1200000) |  | (1741) |
|  | 317UBBLA1 PIMCO | OPTIONS | 1/12/2026 |  | (1200000) |  | (146) |
|  | 317UBC0A2 PIMCO | OPTIONS | 1/12/2026 |  | (1300000) |  | (980) |
|  | 317UBC2A0 PIMCO | OPTIONS | 1/12/2026 |  | (1300000) |  | (475) |
|  | 317UBCKA0 PIMCO | OPTIONS | 1/15/2026 |  | (1200000) |  | (1123) |
|  | 317UBCLA9 PIMCO | OPTIONS | 1/15/2026 |  | (1200000) |  | (747) |
|  | 321 HENDERSON RECEIVABLES LLC | FIXED INCOME | 8/16/2060 | 4.0 | 601502 |  | 561524 |
|  | ABBOTT LABORATORIES | FIXED INCOME | 11/30/2036 | 4.8 | 60000 |  | 60417 |
|  | ABBVIE INC | FIXED INCOME | 11/14/2048 | 4.9 | 30000 |  | 27406 |
|  | ABBVIE INC | FIXED INCOME | 11/21/2029 | 3.2 | 690000 |  | 669542 |
|  | ABBVIE INC | FIXED INCOME | 11/21/2049 | 4.3 | 420000 |  | 347159 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 10/29/2026 | 2.5 | 600000 |  | 592146 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 1/15/2027 | 6.1 | 100000 |  | 101860 |
|  | AES CORP/THE | FIXED INCOME | 1/15/2031 | 2.5 | 100000 |  | 90739 |
|  | AES CORP/THE | FIXED INCOME | 6/1/2028 | 5.5 | 650000 |  | 665399 |
|  | AIR LEASE CORP | FIXED INCOME | 2/1/2028 | 5.3 | 170000 |  | 173096 |
|  | ALLY FINANCIAL INC | FIXED INCOME | 11/2/2028 | 2.2 | 1500000 |  | 1419960 |
|  | ALLY FINANCIAL INC | FIXED INCOME | 7/31/2033 | 5.5 | 900000 |  | 907713 |
|  | ALPHABET INC | FIXED INCOME | 8/15/2040 | 1.9 | 260000 |  | 176634 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/14/2049 | 6.0 | 120000 |  | 120282 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2032 | 2.5 | 530000 |  | 469453 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2041 | 3.4 | 590000 |  | 457138 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ALTRIA GROUP INC | FIXED INCOME | 11/1/2033 | 6.9 | 370000 | 418452 |
| AMAZON.COM INC | FIXED INCOME | 8/22/2037 | 3.9 | 500000 | 459415 |
| AMAZON.COM INC | FIXED INCOME | 6/3/2050 | 2.5 | 770000 | 462300 |
| AMAZON.COM INC | FIXED INCOME | 4/13/2032 | 3.6 | 680000 | 659559 |
| AMEREN MISSOURI SEC FU I | FIXED INCOME | 10/1/2041 | 4.9 | 481744 | 486084 |
| AMERICA MOVIL SAB DE CV | FIXED INCOME | 5/7/2030 | 2.9 | 480000 | 451867 |
| AMERICAN AIRLINES INC | FIXED INCOME | 5/15/2029 | 8.5 | 170000 | 177472 |
| AMERICAN EXPRESS CO | FIXED INCOME | 5/3/2029 | 4.1 | 240000 | 240818 |
| AMERICAN EXPRESS CO | FIXED INCOME | 1/30/2031 | 5.1 | 1000000 | 1031540 |
| AMERICAN HOMES 4 RENT | FIXED INCOME | 6/15/2030 | 5.0 | 900000 | 918243 |
| AMERICAN MEDICAL SYST EU | FIXED INCOME | 3/8/2029 | 3.4 | 700000 | 833625 |
| AMERICAN TRANSMISSION SY | FIXED INCOME | 1/15/2032 | 2.7 | 70000 | 63053 |
| AMGEN INC | FIXED INCOME | 3/1/2053 | 4.9 | 1200000 | 1058088 |
| AMGEN INC | FIXED INCOME | 3/2/2063 | 5.8 | 600000 | 587268 |
| ANGEL OAK MORTGAGE TRUST | FIXED INCOME | 1/25/2069 | 6.2 | 978730 | 989294 |
| ANHEUSER BUSCH CO/INBEV | FIXED INCOME | 2/1/2046 | 4.9 | 47000 | 43653 |
| ANHEUSER BUSCH INBEV WOR | FIXED INCOME | 1/23/2049 | 5.6 | 50000 | 50062 |
| ANHEUSER BUSCH INBEV WOR | FIXED INCOME | 6/1/2030 | 3.5 | 1000000 | 976910 |
| AON NORTH AMERICA INC | FIXED INCOME | 3/1/2034 | 5.5 | 450000 | 468284 |
| APEX CREDIT CLO LLC | FIXED INCOME | 4/20/2035 | 5.3 | 540000 | 539892 |
| APIDOS CLO | FIXED INCOME | 10/20/2030 | 5.1 | 312111 | 311986 |
| APIDOS CLO | FIXED INCOME | 10/22/2034 | 5.2 | 800000 | 799760 |
| ARBOR REALTY COLLATERALIZED LO | FIXED INCOME | 11/15/2036 | 5.2 | 525125 | 525131 |
| AREIT CRE TRUST | FIXED INCOME | 6/17/2039 | 6.0 | 708581 | 708588 |
| AT+T INC | FIXED INCOME | 8/15/2041 | 5.6 | 60000 | 59730 |
| AT+T INC | FIXED INCOME | 2/1/2032 | 2.3 | 30000 | 26363 |
| AT+T INC | FIXED INCOME | 9/15/2053 | 3.5 | 170000 | 114138 |
| AT+T INC | FIXED INCOME | 9/15/2055 | 3.6 | 590000 | 394037 |
| AT+T INC | FIXED INCOME | 12/1/2033 | 2.6 | 430000 | 367611 |
| AUST 10Y BOND FUT MAR 26 | FUTURE | 3/16/2026 |  | 10000000 | 13459 |
| AUSTRALIAN DOLLAR | CASH |  |  | 519335 | 346319 |
| AUSTRALIAN GOVERNMENT | FIXED INCOME | 6/21/2035 | 2.8 | 3700000 | 2098032 |
| AVIS BUDGET RENTAL CAR FUNDING | FIXED INCOME | 2/20/2028 | 1.7 | 1200000 | 1173138 |
| AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 5/4/2028 | 6.4 | 800000 | 834328 |
| AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 5/30/2030 | 5.4 | 1100000 | 1130668 |
| AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 1/30/2031 | 4.7 | 400000 | 398448 |
| BAIN CAPITAL CREDIT CLO LIMIT | FIXED INCOME | 4/23/2035 | 4.8 | 2600000 | 2600385 |
| BANC OF AMERICA MERRILL LYNCH | FIXED INCOME | 9/15/2038 | 4.9 | 1300000 | 1252723 |
| BANCO SANTANDER SA | FIXED INCOME | 3/24/2028 | 4.2 | 1200000 | 1200552 |
| BANCO SANTANDER SA | FIXED INCOME | 11/7/2028 | 6.6 | 400000 | 426824 |
| BANCO SANTANDER SA | FIXED INCOME | 12/3/2030 | 2.7 | 600000 | 546780 |
| BANK | FIXED INCOME | 9/15/2062 | 2.8 | 226649 | 214892 |
| BANK | FIXED INCOME | 12/15/2064 | 2.5 | 1000000 | 888515 |
| BANK | FIXED INCOME | 11/15/2062 | 3.0 | 570000 | 540941 |
| BANK | FIXED INCOME | 8/15/2056 | 5.7 | 210000 | 223043 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BANK OF AMERICA CORP | FIXED INCOME | 2/7/2030 | 4.0 | 3940000 | 3920379 |
| BANK OF AMERICA CORP | FIXED INCOME | 10/24/2051 | 2.8 | 750000 | 477893 |
| BANK OF AMERICA CORP | FIXED INCOME | 7/21/2032 | 2.3 | 1300000 | 1162850 |
| BANK OF AMERICA CORP | FIXED INCOME | 10/20/2032 | 2.6 | 3450000 | 3113660 |
| BANK OF AMERICA CORP | FIXED INCOME | 2/4/2033 | 3.0 | 730000 | 668045 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/27/2028 | 4.4 | 510000 | 512168 |
| BANK OF AMERICA CORP | FIXED INCOME | 11/10/2028 | 6.2 | 1200000 | 1246884 |
| BANK OF AMERICA NA | FIXED INCOME | 8/18/2026 | 4.9 | 800000 | 803064 |
| BANK OF MONTREAL | FIXED INCOME | 6/28/2028 | 4.7 | 1000000 | 1021450 |
| BANK OF NOVA SCOTIA | FIXED INCOME | 5/4/2037 | 4.6 | 170000 | 165833 |
| BARCLAYS COMMERCIAL MORTGAGE S | FIXED INCOME | 7/15/2037 | 5.0 | 1261000 | 1239400 |
| BARCLAYS COMMERCIAL MORTGAGE S | FIXED INCOME | 4/15/2055 | 3.7 | 2400000 | 2248315 |
| BARCLAYS PLC | FIXED INCOME | 5/16/2029 | 5.0 | 2200000 | 2236454 |
| BARCLAYS PLC | FIXED INCOME | 6/20/2030 | 5.1 | 430000 | 437362 |
| BARCLAYS PLC | FIXED INCOME | 11/2/2028 | 7.4 | 200000 | 211438 |
| BARCLAYS PLC | FIXED INCOME | 11/11/2029 | 4.5 | 1900000 | 1910963 |
| BARRICK NA FINANCE LLC | FIXED INCOME | 5/30/2041 | 5.7 | 240000 | 244932 |
| BAT CAPITAL CORP | FIXED INCOME | 9/25/2040 | 3.7 | 660000 | 536065 |
| BATTERY PARK CLO LTD. | FIXED INCOME | 7/15/2036 | 5.3 | 290000 | 289884 |
| BAYER US FINANCE II LLC | FIXED INCOME | 12/15/2028 | 4.4 | 1800000 | 1801242 |
| BAYER US FINANCE LLC | FIXED INCOME | 1/21/2029 | 6.3 | 700000 | 735784 |
| BAYER US FINANCE LLC | FIXED INCOME | 11/21/2033 | 6.5 | 1600000 | 1734704 |
| BDS LTD | FIXED INCOME | 12/16/2036 | 5.2 | 339691 | 339829 |
| BEIGNET INVESTOR LLC | FIXED INCOME | 5/30/2049 | 6.6 | 10000000 | 10614700 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 3/15/2054 | 2.3 | 691000 | 619775 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 9/15/2054 | 2.4 | 570000 | 507915 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 12/15/2054 | 2.7 | 990000 | 887844 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 7/15/2056 | 6.4 | 260000 | 271986 |
| BERKSHIRE HATHAWAY FIN | FIXED INCOME | 1/15/2049 | 4.3 | 240000 | 201991 |
| BHP BILLITON FIN USA LTD | FIXED INCOME | 9/30/2043 | 5.0 | 110000 | 104832 |
| BIRCH GROVE CLO LTD. | FIXED INCOME | 7/17/2037 | 5.5 | 1300000 | 1304550 |
| BIRCH GROVE CLO LTD. | FIXED INCOME | 7/15/2037 | 5.4 | 310000 | 310589 |
| BIRCH GROVE CLO LTD. | FIXED INCOME | 4/20/2037 | 5.5 | 480000 | 480864 |
| BIRCH GROVE CLO LTD. | FIXED INCOME | 1/22/2038 | 5.2 | 1140000 | 1142816 |
| BLUE RACER MID LLC/FINAN | FIXED INCOME | 7/15/2032 | 7.3 | 100000 | 106017 |
| BMW US CAPITAL LLC | FIXED INCOME | 3/21/2028 | 4.8 | 800000 | 812176 |
| BNP PARIBAS | FIXED INCOME | 12/5/2034 | 5.9 | 340000 | 362426 |
| BNP PARIBAS | FIXED INCOME | 4/19/2032 | 2.9 | 2790000 | 2549586 |
| BNP PARIBAS | FIXED INCOME | 1/13/2029 | 5.1 | 440000 | 447911 |
| BNPP AM EURO CLO | FIXED INCOME | 7/22/2032 | 2.8 | 1297667 | 1517797 |
| BOA FUTURES COC | EQUITY |  |  | 1681000 | 1681000 |
| BOEING CO | FIXED INCOME | 5/1/2026 | 3.1 | 940000 | 936663 |
| BOEING CO | FIXED INCOME | 2/1/2027 | 2.7 | 800000 | 788496 |
| BOOST NEWCO BORROWER LLC | FIXED INCOME | 1/15/2031 | 7.5 | 400000 | 425000 |
| BP CAP MARKETS AMERICA | FIXED INCOME | 2/24/2050 | 3.0 | 710000 | 464766 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BP CAP MARKETS AMERICA | FIXED INCOME | 4/6/2030 | 3.6 | 530000 | 520280 |
| BPCE SA | FIXED INCOME | 7/19/2033 | 5.7 | 1900000 | 1976893 |
| BPR TRUST | FIXED INCOME | 9/15/2038 | 4.9 | 335000 | 334861 |
| BRANDYWINE OPER PARTNERS | FIXED INCOME | 11/15/2027 | 4.0 | 500000 | 489990 |
| BRISTOL MYERS SQUIBB CO | FIXED INCOME | 10/26/2049 | 4.3 | 240000 | 196603 |
| BRISTOL MYERS SQUIBB CO | FIXED INCOME | 2/22/2054 | 5.6 | 70000 | 68970 |
| BROADCOM INC | FIXED INCOME | 11/15/2035 | 3.1 | 1700000 | 1467967 |
| BUILDERS FIRSTSOURCE INC | FIXED INCOME | 2/1/2032 | 4.3 | 10000 | 9521 |
| BWU01H5V6 IRS USD P F 1.75000 | FIXED INCOME | 6/15/2032 | 1.8 | (1800000) | (1610885) |
| BWU01H5V6 IRS USD R V 12MSOFR | FIXED INCOME | 6/15/2032 | 3.8 | 1800000 | 1800000 |
| BWU01JHW7 IRS USD P F 2.00000 | FIXED INCOME | 12/21/2032 | 2.0 | (22950000) | (20674569) |
| BWU01JHW7 IRS USD R V 12MSOFR | FIXED INCOME | 12/21/2032 | 3.8 | 22950000 | 22950000 |
| BWU01JI06 IRS USD P F 1.75000 | FIXED INCOME | 12/21/2052 | 1.8 | (2800000) | (1687670) |
| BWU01JI06 IRS USD R V 12MSOFR | FIXED INCOME | 12/21/2052 | 3.8 | 2800000 | 2800000 |
| BWU01KYT2 IRS USD P F 2.61740 | FIXED INCOME | 2/15/2048 | 2.6 | (2000000) | (1541482) |
| BWU01KYT2 IRS USD R V 12MSOFR | FIXED INCOME | 2/15/2048 | 3.8 | 2000000 | 2000000 |
| BWU0206W9 IRS USD P F 3.50000 | FIXED INCOME | 6/20/2054 | 3.5 | (6000000) | (5318796) |
| BWU0206W9 IRS USD R V 12MSOFR | FIXED INCOME | 6/20/2054 | 3.8 | 6000000 | 6000000 |
| BWU020M68 IRS USD P F 3.66674 | FIXED INCOME | 5/31/2028 | 3.7 | (3300000) | (3326665) |
| BWU020M68 IRS USD R V 12MSOFR | FIXED INCOME | 5/31/2028 | 3.8 | 3300000 | 3300000 |
| BWU021193 IRS USD P F 3.75251 | FIXED INCOME | 8/15/2033 | 3.8 | (1400000) | (1409329) |
| BWU021193 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 1400000 | 1400000 |
| BWU0213Z3 IRS USD P F 3.71653 | FIXED INCOME | 8/15/2033 | 3.7 | (2040000) | (2048702) |
| BWU0213Z3 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 2040000 | 2040000 |
| BWU021581 IRS USD P F 3.72680 | FIXED INCOME | 10/31/2030 | 3.7 | (800000) | (809663) |
| BWU021581 IRS USD R V 12MSOFR | FIXED INCOME | 10/31/2030 | 3.8 | 800000 | 800000 |
| BWU021599 IRS USD P F 3.72186 | FIXED INCOME | 10/31/2030 | 3.7 | (400000) | (404744) |
| BWU021599 IRS USD R V 12MSOFR | FIXED INCOME | 10/31/2030 | 3.8 | 400000 | 400000 |
| BWU0216Y3 IRS USD P F 3.73910 | FIXED INCOME | 10/31/2030 | 3.7 | (800000) | (810100) |
| BWU0216Y3 IRS USD R V 12MSOFR | FIXED INCOME | 10/31/2030 | 3.8 | 800000 | 800000 |
| BWU021AI3 IRS USD P F 3.80740 | FIXED INCOME | 5/31/2028 | 3.8 | (2500000) | (2528321) |
| BWU021AI3 IRS USD R V 12MSOFR | FIXED INCOME | 5/31/2028 | 3.8 | 2500000 | 2500000 |
| BWU021B84 IRS USD P F 3.73172 | FIXED INCOME | 10/31/2030 | 3.7 | (600000) | (607378) |
| BWU021B84 IRS USD R V 12MSOFR | FIXED INCOME | 10/31/2030 | 3.8 | 600000 | 600000 |
| BWU021BN1 IRS USD P F 3.74463 | FIXED INCOME | 8/15/2033 | 3.7 | (1600000) | (1609820) |
| BWU021BN1 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 1600000 | 1600000 |
| BWU021EN8 IRS USD P F 3.75375 | FIXED INCOME | 8/15/2033 | 3.8 | (900000) | (906071) |
| BWU021EN8 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 900000 | 900000 |
| BWU025U43 IRS USD P F 3.50000 | FIXED INCOME | 12/18/2054 | 3.5 | (2700000) | (2392630) |
| BWU025U43 IRS USD R V 12MSOFR | FIXED INCOME | 12/18/2054 | 3.8 | 2700000 | 2700000 |
| BWU028800 IRS USD P F 3.69392 | FIXED INCOME | 4/30/2031 | 3.7 | (3475000) | (3508954) |
| BWU028800 IRS USD R V 12MSOFR | FIXED INCOME | 4/30/2031 | 3.8 | 3475000 | 3475000 |
| BWU02ABR2 IRS USD P F 3.52500 | FIXED INCOME | 9/4/2034 | 3.5 | (30000) | (29562) |
| BWU02ABR2 IRS USD R V 12MSOFR | FIXED INCOME | 9/4/2034 | 3.8 | 30000 | 30000 |
| BWU02DC46 IRS USD P F 3.00000 | FIXED INCOME | 3/19/2027 | 3.0 | (4000000) | (3981482) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BWU02DC46 IRS USD R V 12MSOFR | FIXED INCOME | 3/19/2027 | 3.8 | 4000000 | 4000000 |
| BWU02DSM9 IRS USD P F 3.76473 | FIXED INCOME | 12/17/2054 | 3.8 | (500000) | (465458) |
| BWU02DSM9 IRS USD R V 12MSOFR | FIXED INCOME | 12/17/2054 | 3.8 | 500000 | 500000 |
| BWU02DT48 IRS CAD P F 2.90000 | FIXED INCOME | 6/1/2033 | 2.9 | (1300000) | (942889) |
| BWU02DT48 IRS CAD R V 06MCORRA | FIXED INCOME | 6/1/2033 | 2.3 | 1300000 | 948386 |
| BWU02FPX3 IRS USD P F 3.87400 | FIXED INCOME | 3/5/2035 | 3.9 | (700000) | (706677) |
| BWU02FPX3 IRS USD R V 12MSOFR | FIXED INCOME | 3/5/2035 | 3.8 | 700000 | 700000 |
| BWU02FYZ8 IRS USD P F 3.89900 | FIXED INCOME | 3/11/2035 | 3.9 | (700000) | (707982) |
| BWU02FYZ8 IRS USD R V 12MSOFR | FIXED INCOME | 3/11/2035 | 3.8 | 700000 | 700000 |
| BWU02FZ79 IRS USD P F 3.90500 | FIXED INCOME | 3/12/2035 | 3.9 | (700000) | (708310) |
| BWU02FZ79 IRS USD R V 12MSOFR | FIXED INCOME | 3/12/2035 | 3.8 | 700000 | 700000 |
| BWU02G0H3 IRS USD P F 3.25000 | FIXED INCOME | 6/18/2027 | 3.3 | (4500000) | (4493334) |
| BWU02G0H3 IRS USD R V 12MSOFR | FIXED INCOME | 6/18/2027 | 3.8 | 4500000 | 4500000 |
| BWU02G0R1 IRS USD P F 3.25000 | FIXED INCOME | 6/18/2055 | 3.3 | (2700000) | (2276148) |
| BWU02G0R1 IRS USD R V 12MSOFR | FIXED INCOME | 6/18/2055 | 3.8 | 2700000 | 2700000 |
| BWU02GCR8 IRS USD P F 3.93000 | FIXED INCOME | 3/24/2035 | 3.9 | (1400000) | (1419129) |
| BWU02GCR8 IRS USD R V 12MSOFR | FIXED INCOME | 3/24/2035 | 3.8 | 1400000 | 1400000 |
| BWU02GCT4 IRS USD P F 3.88400 | FIXED INCOME | 3/25/2035 | 3.9 | (700000) | (707043) |
| BWU02GCT4 IRS USD R V 12MSOFR | FIXED INCOME | 3/25/2035 | 3.8 | 700000 | 700000 |
| BWU02I626 IRS USD P F 3.75000 | FIXED INCOME | 5/15/2032 | 3.8 | (8415000) | (8504013) |
| BWU02I626 IRS USD R V 12MSOFR | FIXED INCOME | 5/15/2032 | 3.8 | 8415000 | 8415000 |
| BWU02JZS5 IRS EUR P F 3.00000 | FIXED INCOME | 3/18/2056 | 3.0 | (3170000) | (3537944) |
| BWU02JZS5 IRS EUR R V 06MEURIB | FIXED INCOME | 3/18/2056 | 1.0 | 3170000 | 3723008 |
| BWU02K4O5 IRS USD P F 3.55100 | FIXED INCOME | 9/17/2035 | 3.6 | (600000) | (588500) |
| BWU02K4O5 IRS USD R V 12MSOFR | FIXED INCOME | 9/17/2035 | 3.8 | 600000 | 600000 |
| BWU02L942 IRS USD P F 3.65000 | FIXED INCOME | 9/24/2035 | 3.7 | (1200000) | (1186568) |
| BWU02L942 IRS USD R V 12MSOFR | FIXED INCOME | 9/24/2035 | 3.8 | 1200000 | 1200000 |
| BWU02MJN7 IRS USD P F 3.64000 | FIXED INCOME | 8/15/2035 | 3.6 | (1000000) | (989103) |
| BWU02MJN7 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2035 | 1.0 | 1000000 | 1000000 |
| BWU02MS31 IRS USD P F 3.70000 | FIXED INCOME | 8/15/2035 | 3.7 | (1000000) | (993822) |
| BWU02MS31 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2035 | 1.0 | 1000000 | 1000000 |
| BWU02MSZ0 IRS USD P F 3.71500 | FIXED INCOME | 8/15/2035 | 3.7 | (1813000) | (1803938) |
| BWU02MSZ0 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2035 | 1.0 | 1813000 | 1813000 |
| BX TRUST | FIXED INCOME | 2/15/2036 | 4.7 | 442853 | 441868 |
| BX TRUST | FIXED INCOME | 10/15/2036 | 4.6 | 446276 | 445343 |
| BX TRUST | FIXED INCOME | 10/13/2027 | 5.8 | 700000 | 702368 |
| BX TRUST | FIXED INCOME | 3/15/2041 | 5.1 | 215364 | 215249 |
| BX TRUST | FIXED INCOME | 1/15/2039 | 4.8 | 985000 | 983487 |
| BX TRUST | FIXED INCOME | 12/9/2040 | 5.5 | 300724 | 300670 |
| CAESARS ENTERTAIN INC | FIXED INCOME | 2/15/2030 | 7.0 | 60000 | 62132 |
| CAESARS ENTERTAIN INC | FIXED INCOME | 2/15/2032 | 6.5 | 50000 | 51225 |
| CAIXABANK SA | FIXED INCOME | 9/13/2027 | 6.7 | 700000 | 712180 |
| CALIFORNIA ST | FIXED INCOME | 9/1/2035 | 5.1 | 400000 | 415986 |
| CALIFORNIA ST HLTH FACS FING A | FIXED INCOME | 6/1/2037 | 4.2 | 1200000 | 1144734 |
| CAMERON LNG LLC | FIXED INCOME | 1/15/2035 | 3.3 | 470000 | 411438 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CAN 10YR BOND FUT MAR 26 | FUTURE | 3/20/2026 |  | 4100000 | (38470) |
| CANADIAN DOLLAR | CASH |  |  | 1424199 | 1038993 |
| CANADIAN PACIFIC RAILWAY | FIXED INCOME | 12/2/2051 | 3.1 | 240000 | 159917 |
| CANTOR FITZGERALD LP | FIXED INCOME | 12/12/2028 | 7.2 | 800000 | 850944 |
| CAPITAL FOUR US CLO | FIXED INCOME | 1/20/2037 | 5.8 | 900000 | 899910 |
| CARVAL CLO LTD | FIXED INCOME | 10/20/2037 | 5.3 | 750000 | 751924 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 1/10/2029 | 5.6 | 574968 | 579208 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 11/13/2029 | 5.7 | 500000 | 513650 |
| CASSA DEPOSITI E PRESTIT | FIXED INCOME | 4/30/2029 | 5.9 | 1900000 | 2001973 |
| CBAMR LTD | FIXED INCOME | 7/15/2037 | 5.5 | 1200000 | 1200720 |
| CCBOSHUS6 BANK OF AMERICA CCPC | EQUITY |  |  | 1624000 | 1624000 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 6/1/2033 | 4.5 | 880000 | 771038 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 5/1/2032 | 4.5 | 10000 | 8965 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 2/1/2032 | 4.8 | 120000 | 109670 |
| CCSCXIUS6 STANDARD CHARTER BOC | EQUITY |  |  | (10000) | (10000) |
| CCSOGIUS9 SOCIETE GEN COC USD | EQUITY |  |  | 300000 | 300000 |
| CD COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 2/10/2050 | 3.6 | 210000 | 205498 |
| CD COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 8/15/2050 | 3.2 | 929009 | 912786 |
| CENTENE CORP | FIXED INCOME | 12/15/2027 | 4.3 | 110000 | 109338 |
| CENTENE CORP | FIXED INCOME | 12/15/2029 | 4.6 | 200000 | 193994 |
| CENTENE CORP | FIXED INCOME | 10/15/2030 | 3.0 | 2188000 | 1959310 |
| CENTENE CORP | FIXED INCOME | 8/1/2031 | 2.6 | 420000 | 361150 |
| CHARLES SCHWAB CORP | FIXED INCOME | 8/24/2034 | 6.1 | 100000 | 109083 |
| CHARLES SCHWAB CORP | FIXED INCOME | 11/17/2029 | 6.2 | 300000 | 317511 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 3/15/2028 | 4.2 | 510000 | 507588 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 5/1/2047 | 5.4 | 30000 | 24738 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2038 | 5.4 | 300000 | 276663 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 7/1/2049 | 5.1 | 80000 | 62850 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 3/1/2050 | 4.8 | 700000 | 526876 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 3/1/2042 | 3.5 | 60000 | 41632 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/30/2062 | 4.0 | 2600000 | 1566136 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2033 | 4.4 | 110000 | 103954 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2063 | 5.5 | 130000 | 102960 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/1/2034 | 6.6 | 100000 | 105352 |
| CHASE MORTGAGE FINANCE CORPORA | FIXED INCOME | 6/25/2055 | 5.2 | 786864 | 789101 |
| CHENIERE ENERGY PARTNERS | FIXED INCOME | 1/31/2032 | 3.3 | 360000 | 332356 |
| CHEVRON USA INC | FIXED INCOME | 8/12/2050 | 2.3 | 420000 | 245007 |
| CIGNA GROUP/THE | FIXED INCOME | 10/15/2028 | 4.4 | 40000 | 40364 |
| CIGNA GROUP/THE | FIXED INCOME | 8/15/2038 | 4.8 | 300000 | 288183 |
| CINTAS CORPORATION NO. 2 | FIXED INCOME | 5/1/2032 | 4.0 | 190000 | 185944 |
| CITIBANK NA | FIXED INCOME | 8/6/2029 | 4.8 | 1000000 | 1023190 |
| CITIGROUP INC | FIXED INCOME | 7/30/2045 | 4.7 | 190000 | 171338 |
| CITIGROUP INC | FIXED INCOME | 9/29/2027 | 4.5 | 780000 | 785070 |
| CITIGROUP INC | FIXED INCOME | 7/24/2028 | 3.7 | 1000000 | 994080 |
| CITIGROUP INC | FIXED INCOME | 10/27/2028 | 3.5 | 470000 | 465977 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CITIGROUP INC | FIXED INCOME | 11/3/2032 | 2.5 | 3530000 | 3165104 |
| CITIGROUP INC | FIXED INCOME | 11/3/2042 | 2.9 | 250000 | 184908 |
| CITIGROUP INC | FIXED INCOME | 3/17/2033 | 3.8 | 820000 | 782083 |
| COLONY MORTGAGE CAPITAL LTD | FIXED INCOME | 11/15/2038 | 5.3 | 515084 | 507541 |
| COLT FUNDING LLC | FIXED INCOME | 2/25/2067 | 3.9 | 615427 | 609606 |
| COLT FUNDING LLC | FIXED INCOME | 2/25/2067 | 3.0 | 612115 | 592893 |
| COLUMBIA PIPELINE HOLDCO | FIXED INCOME | 10/1/2031 | 5.1 | 1000000 | 1018480 |
| COLUMBIA PIPELINES OPCO | FIXED INCOME | 11/15/2033 | 6.0 | 470000 | 503723 |
| COLUMBIA PIPELINES OPCO | FIXED INCOME | 11/15/2053 | 6.5 | 70000 | 74932 |
| COMCAST CORP | FIXED INCOME | 8/15/2047 | 4.0 | 40000 | 30279 |
| COMCAST CORP | FIXED INCOME | 11/1/2047 | 4.0 | 290000 | 217648 |
| COMCAST CORP | FIXED INCOME | 11/1/2049 | 4.0 | 30000 | 22169 |
| COMCAST CORP | FIXED INCOME | 11/1/2052 | 4.0 | 800000 | 586408 |
| COMCAST CORP | FIXED INCOME | 10/15/2058 | 5.0 | 20000 | 16658 |
| COMCAST CORP | FIXED INCOME | 10/15/2030 | 4.3 | 1370000 | 1371206 |
| COMCAST CORP | FIXED INCOME | 2/1/2050 | 3.5 | 70000 | 46966 |
| COMCAST CORP | FIXED INCOME | 4/1/2040 | 3.8 | 370000 | 305409 |
| COMCAST CORP | FIXED INCOME | 1/15/2051 | 2.8 | 590000 | 342855 |
| COMCAST CORP | FIXED INCOME | 11/1/2051 | 2.9 | 80000 | 46960 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 11/1/2027 | 6.1 | 800000 | 826832 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 9/1/2030 | 4.4 | 700000 | 698397 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 9/1/2035 | 5.0 | 700000 | 693308 |
| CON EDISON CO OF NY INC | FIXED INCOME | 3/15/2034 | 5.5 | 600000 | 631128 |
| CONAGRA BRANDS INC | FIXED INCOME | 8/1/2030 | 5.0 | 1700000 | 1720791 |
| CONSTELLATION BRANDS INC | FIXED INCOME | 8/1/2031 | 2.3 | 30000 | 26636 |
| CONSTELLATION BRANDS INC | FIXED INCOME | 5/9/2027 | 4.4 | 150000 | 150609 |
| CONSTELLATION BRANDS INC | FIXED INCOME | 1/15/2029 | 4.8 | 800000 | 813040 |
| CONSTELLATION GLO FNDG | FIXED INCOME | 10/22/2030 | 4.9 | 1900000 | 1887289 |
| CONTINENTAL RESOURCES | FIXED INCOME | 1/15/2031 | 5.8 | 20000 | 20538 |
| CONTINENTAL RESOURCES | FIXED INCOME | 11/15/2026 | 2.3 | 120000 | 117830 |
| COOPERATIEVE RABOBANK UA | FIXED INCOME | 4/6/2028 | 3.6 | 450000 | 447723 |
| COOPERATIEVE RABOBANK UA | FIXED INCOME | 4/6/2033 | 3.8 | 290000 | 274865 |
| COOPERATIEVE RABOBANK UA | FIXED INCOME | 2/28/2029 | 5.6 | 400000 | 411588 |
| COPT DEFENSE PROP LP | FIXED INCOME | 12/1/2033 | 2.9 | 1400000 | 1197462 |
| COREBRIDGE GLOB FUNDING | FIXED INCOME | 9/19/2028 | 5.9 | 200000 | 208974 |
| COSTCO WHOLESALE CORP | FIXED INCOME | 4/20/2030 | 1.6 | 510000 | 462335 |
| COTERRA ENERGY INC | FIXED INCOME | 5/15/2027 | 3.9 | 180000 | 179437 |
| COTERRA ENERGY INC | FIXED INCOME | 3/15/2029 | 4.4 | 470000 | 471537 |
| CREDIT SUISSE MORTGAGE TRUST | FIXED INCOME | 7/25/2049 | 3.6 | 307089 | 298329 |
| CREDIT SUISSE MORTGAGE TRUST | FIXED INCOME | 11/25/2066 | 2.3 | 715773 | 653389 |
| CREDIT SUISSE MORTGAGE TRUST | FIXED INCOME | 10/25/2066 | 2.8 | 664993 | 601758 |
| CROSS MORTGAGE TRUST | FIXED INCOME | 11/25/2068 | 7.1 | 400862 | 405625 |
| CROSS MORTGAGE TRUST | FIXED INCOME | 6/25/2069 | 6.3 | 932417 | 943315 |
| CUBESMART LP | FIXED INCOME | 2/15/2032 | 2.5 | 500000 | 442785 |
| CUMULUS STATIC CLO | FIXED INCOME | 11/15/2033 | 3.3 | 662725 | 778416 |

---

------

---

| | | |
|:---|:---|:---|
| CURRENCY CONTRACT | DERIVATIVES | (150) |
| CURRENCY CONTRACT | DERIVATIVES | (111065) |
| CURRENCY CONTRACT | DERIVATIVES | (19440) |
| CURRENCY CONTRACT | DERIVATIVES | (2409) |
| CURRENCY CONTRACT | DERIVATIVES | (10756) |
| CURRENCY CONTRACT | DERIVATIVES | (2349) |
| CURRENCY CONTRACT | DERIVATIVES | 2337 |
| CURRENCY CONTRACT | DERIVATIVES | (7490) |
| CURRENCY CONTRACT | DERIVATIVES | (6344) |
| CURRENCY CONTRACT | DERIVATIVES | 7416 |
| CURRENCY CONTRACT | DERIVATIVES | (6438) |
| CURRENCY CONTRACT | DERIVATIVES | 161 |
| CURRENCY CONTRACT | DERIVATIVES | (24367) |
| CURRENCY CONTRACT | DERIVATIVES | (1098) |
| CURRENCY CONTRACT | DERIVATIVES | (209982) |
| CURRENCY CONTRACT | DERIVATIVES | (105847) |
| CURRENCY CONTRACT | DERIVATIVES | (982) |
| CURRENCY CONTRACT | DERIVATIVES | (794) |
| CURRENCY CONTRACT | DERIVATIVES | (993) |
| CURRENCY CONTRACT | DERIVATIVES | (1173) |
| CURRENCY CONTRACT | DERIVATIVES | (44) |
| CURRENCY CONTRACT | DERIVATIVES | (38) |
| CURRENCY CONTRACT | DERIVATIVES | 69650 |
| CURRENCY CONTRACT | DERIVATIVES | 1 |
| CURRENCY CONTRACT | DERIVATIVES | (394) |
| CURRENCY CONTRACT | DERIVATIVES | (19337) |
| CURRENCY CONTRACT | DERIVATIVES | 8512 |
| CURRENCY CONTRACT | DERIVATIVES | (29422) |
| CURRENCY CONTRACT | DERIVATIVES | (202) |
| CURRENCY CONTRACT | DERIVATIVES | (5985) |
| CURRENCY CONTRACT | DERIVATIVES | 129 |
| CURRENCY CONTRACT | DERIVATIVES | 2 |
| CURRENCY CONTRACT | DERIVATIVES | 32 |
| CURRENCY CONTRACT | DERIVATIVES | (24495) |
| CURRENCY CONTRACT | DERIVATIVES | (15311) |
| CURRENCY CONTRACT | DERIVATIVES | 4163 |
| CURRENCY CONTRACT | DERIVATIVES | 4464 |
| CURRENCY CONTRACT | DERIVATIVES | 4654 |
| CURRENCY CONTRACT | DERIVATIVES | 4523 |
| CURRENCY CONTRACT | DERIVATIVES | 6766 |
| CURRENCY CONTRACT | DERIVATIVES | 4128 |
| CURRENCY CONTRACT | DERIVATIVES | 1311 |
| CURRENCY CONTRACT | DERIVATIVES | (35266) |
| CURRENCY CONTRACT | DERIVATIVES | (23402) |
| CURRENCY CONTRACT | DERIVATIVES | (38813) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CVS HEALTH CORP | FIXED INCOME | 3/25/2038 | 4.8 | 100000 | 94624 |
| CVS HEALTH CORP | FIXED INCOME | 4/1/2040 | 4.1 | 251000 | 214906 |
| CVS HEALTH CORP | FIXED INCOME | 2/28/2031 | 1.9 | 50000 | 43919 |
| CVS HEALTH CORP | FIXED INCOME | 9/15/2031 | 2.1 | 120000 | 105478 |
| CX4TKL919 | FIXED INCOME | 12/30/2057 | 4.5 | 16600000 | 11069707 |
| DANISH KRONE | CASH |  |  | 1475 | 232 |
| DANSKE BANK A/S | FIXED INCOME | 4/1/2028 | 4.3 | 1200000 | 1202424 |
| DEEPHAVEN RESIDENTIAL MORTGAGE | FIXED INCOME | 1/25/2067 | 2.2 | 712723 | 668417 |
| DEERE + COMPANY | FIXED INCOME | 4/15/2050 | 3.8 | 110000 | 86369 |
| DELTA AIR LINES/SKYMILES | FIXED INCOME | 10/20/2028 | 4.8 | 290000 | 291850 |
| DEUTSCHE BANK COMMERCIAL MORTG | FIXED INCOME | 8/10/2049 | 2.6 | 163157 | 162448 |
| DEUTSCHE BANK NY | FIXED INCOME | 11/16/2027 | 2.3 | 1300000 | 1278810 |
| DEUTSCHE BANK NY | FIXED INCOME | 1/18/2029 | 6.7 | 900000 | 942291 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 7/15/2041 | 5.6 | 530000 | 514264 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 6/15/2045 | 5.0 | 360000 | 314366 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 1/15/2030 | 4.5 | 100000 | 100406 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 12/1/2029 | 3.5 | 100000 | 97061 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 3/24/2031 | 3.1 | 240000 | 224527 |
| DISCOVERY HOLDINGS INC | FIXED INCOME | 3/15/2027 | 3.8 | 380000 | 377196 |
| DISCOVERY HOLDINGS INC | FIXED INCOME | 3/15/2032 | 4.3 | 24000 | 21072 |
| DISCOVERY HOLDINGS INC | FIXED INCOME | 3/15/2042 | 5.1 | 40000 | 28305 |
| DTE ENERGY CO | FIXED INCOME | 3/1/2030 | 3.0 | 1800000 | 1706328 |
| DTE ENERGY CO | FIXED INCOME | 3/1/2029 | 5.1 | 500000 | 512825 |
| DTP COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 1/15/2041 | 5.8 | 430000 | 442381 |
| DUKE ENERGY CORP | FIXED INCOME | 4/1/2031 | 3.8 | 800000 | 952338 |
| DUKE ENERGY OHIO INC | FIXED INCOME | 6/1/2030 | 2.1 | 300000 | 275187 |
| EATON CORP | FIXED INCOME | 11/2/2042 | 4.2 | 120000 | 104125 |
| ECOPETROL SA | FIXED INCOME | 11/2/2031 | 4.6 | 760000 | 677350 |
| ELEVANCE HEALTH INC | FIXED INCOME | 12/1/2027 | 3.7 | 300000 | 298575 |
| ELEVANCE HEALTH INC | FIXED INCOME | 5/15/2032 | 4.1 | 250000 | 243443 |
| ELEVANCE HEALTH INC | FIXED INCOME | 5/15/2052 | 4.6 | 110000 | 91247 |
| ELI LILLY + CO | FIXED INCOME | 2/9/2034 | 4.7 | 350000 | 355009 |
| ELI LILLY + CO | FIXED INCOME | 2/9/2054 | 5.0 | 30000 | 28039 |
| ELI LILLY + CO | FIXED INCOME | 2/9/2064 | 5.1 | 280000 | 258896 |
| ELI LILLY + CO | FIXED INCOME | 8/14/2034 | 4.6 | 150000 | 150744 |
| ELMWOOD CLO 29 LTD | FIXED INCOME | 4/20/2037 | 5.4 | 320000 | 320587 |
| ELMWOOD CLO I LTD. | FIXED INCOME | 4/20/2037 | 5.4 | 580000 | 580464 |
| EMPOWER CLO LTD. | FIXED INCOME | 4/25/2037 | 5.5 | 500000 | 501250 |
| ENERGY TRANSFER LP | FIXED INCOME | 5/15/2034 | 5.6 | 180000 | 185305 |
| ENERGY TRANSFER LP | FIXED INCOME | 4/1/2035 | 5.7 | 1800000 | 1866672 |
| ENERGY TRANSFER LP | FIXED INCOME | 6/1/2027 | 5.5 | 100000 | 101650 |
| ENERGY TRANSFER LP | FIXED INCOME | 5/15/2030 | 3.8 | 940000 | 915804 |
| ENERGY TRANSFER LP | FIXED INCOME | 4/15/2049 | 6.3 | 490000 | 486609 |
| ENERGY TRANSFER LP | FIXED INCOME | 10/1/2047 | 5.4 | 70000 | 63060 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 10/15/2034 | 6.7 | 110000 | 124077 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 2/15/2045 | 5.1 | 390000 | 366733 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 2/15/2078 | 5.4 | 70000 | 69575 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 1/31/2030 | 2.8 | 670000 | 637070 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 1/31/2051 | 3.7 | 120000 | 88450 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 1/31/2060 | 4.0 | 120000 | 87960 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 1/31/2034 | 4.9 | 420000 | 425107 |
| EOG RESOURCES INC | FIXED INCOME | 4/15/2050 | 5.0 | 310000 | 278185 |
| EOG RESOURCES INC | FIXED INCOME | 4/15/2030 | 4.4 | 130000 | 130922 |
| EPR PROPERTIES | FIXED INCOME | 8/15/2029 | 3.8 | 1000000 | 969200 |
| EQT CORP | FIXED INCOME | 5/15/2031 | 3.6 | 1070000 | 1006870 |
| EURO BOBL FUTURE MAR 26 | FUTURE | 3/6/2026 |  | 200000 | (1952) |
| EURO BUND FUTURE MAR 26 | FUTURE | 3/6/2026 |  | 1000000 | (20776) |
| EURO CURRENCY | CASH |  |  | 498664 | 585657 |
| EURO-BUND OPTION FEB 26C 130.5 | OPTIONS | 1/23/2026 |  | (6000) | (282) |
| EURO-BUND OPTION FEB 26P 127.5 | OPTIONS | 1/23/2026 |  | (6000) | (4228) |
| EXELON CORP | FIXED INCOME | 6/15/2035 | 5.6 | 240000 | 251734 |
| EXELON CORP | FIXED INCOME | 3/15/2028 | 5.2 | 600000 | 613248 |
| EXELON CORP | FIXED INCOME | 3/15/2029 | 5.2 | 100000 | 102904 |
| EXPAND ENERGY CORP | FIXED INCOME | 1/15/2035 | 5.7 | 300000 | 310929 |
| EXPAND ENERGY CORP | FIXED INCOME | 3/15/2030 | 5.4 | 110000 | 111624 |
| EXPAND ENERGY CORP | FIXED INCOME | 2/1/2032 | 4.8 | 20000 | 19773 |
| EXPEDIA GROUP INC | FIXED INCOME | 2/15/2030 | 3.3 | 900000 | 863964 |
| EXXON MOBIL CORPORATION | FIXED INCOME | 3/19/2030 | 3.5 | 810000 | 793168 |
| EXXON MOBIL CORPORATION | FIXED INCOME | 4/15/2051 | 3.5 | 270000 | 194746 |
| FANNIE MAE | FIXED INCOME | 11/25/2042 | 3.0 | 208012 | 194170 |
| FANNIE MAE | FIXED INCOME | 4/25/2050 | 2.0 | 387409 | 346749 |
| FANNIE MAE | FIXED INCOME | 1/25/2046 | 2.0 | 118898 | 107390 |
| FANNIE MAE | FIXED INCOME | 6/25/2042 | 1.5 | 1055185 | 795217 |
| FANNIE MAE CAS | FIXED INCOME | 10/25/2028 | 9.3 | 115155 | 116721 |
| FANNIEMAE ACES | FIXED INCOME | 9/25/2032 | 3.8 | 100000 | 97158 |
| FED HM LN PC POOL 841075 | FIXED INCOME | 1/1/2049 | 3.3 | 707627 | 700558 |
| FED HM LN PC POOL 841703 | FIXED INCOME | 12/1/2050 | 2.8 | 158664 | 151291 |
| FED HM LN PC POOL G08753 | FIXED INCOME | 2/1/2047 | 4.5 | 107350 | 107031 |
| FED HM LN PC POOL QB4985 | FIXED INCOME | 11/1/2050 | 2.0 | 119389 | 98663 |
| FED HM LN PC POOL QC4071 | FIXED INCOME | 7/1/2051 | 3.0 | 788571 | 698701 |
| FED HM LN PC POOL QC4415 | FIXED INCOME | 7/1/2051 | 3.0 | 831794 | 736998 |
| FED HM LN PC POOL QC5830 | FIXED INCOME | 8/1/2051 | 2.5 | 704368 | 607912 |
| FED HM LN PC POOL QC6456 | FIXED INCOME | 9/1/2051 | 3.0 | 856443 | 758839 |
| FED HM LN PC POOL QC6749 | FIXED INCOME | 7/1/2051 | 3.0 | 722097 | 639803 |
| FED HM LN PC POOL QC7411 | FIXED INCOME | 9/1/2051 | 2.5 | 74275 | 64095 |
| FED HM LN PC POOL QC9154 | FIXED INCOME | 10/1/2051 | 3.0 | 74871 | 67376 |
| FED HM LN PC POOL QD2419 | FIXED INCOME | 12/1/2051 | 3.0 | 1638841 | 1479524 |
| FED HM LN PC POOL QD5620 | FIXED INCOME | 2/1/2052 | 2.0 | 310803 | 255282 |
| FED HM LN PC POOL QD5628 | FIXED INCOME | 2/1/2052 | 2.0 | 315126 | 258145 |
| FED HM LN PC POOL QD5827 | FIXED INCOME | 2/1/2052 | 2.0 | 80517 | 66187 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL QD5961 | FIXED INCOME | 2/1/2052 | 2.0 | 301111 | 245979 |
| FED HM LN PC POOL QD6079 | FIXED INCOME | 2/1/2052 | 2.5 | 378304 | 326031 |
| FED HM LN PC POOL QD7365 | FIXED INCOME | 2/1/2052 | 2.0 | 78296 | 64289 |
| FED HM LN PC POOL QD8103 | FIXED INCOME | 3/1/2052 | 2.0 | 6340075 | 5162040 |
| FED HM LN PC POOL QD8675 | FIXED INCOME | 3/1/2052 | 2.5 | 75298 | 64788 |
| FED HM LN PC POOL QE0399 | FIXED INCOME | 4/1/2052 | 3.0 | 221741 | 198593 |
| FED HM LN PC POOL QE1492 | FIXED INCOME | 5/1/2052 | 3.5 | 203737 | 190895 |
| FED HM LN PC POOL QE8941 | FIXED INCOME | 9/1/2052 | 5.0 | 7602642 | 7629285 |
| FED HM LN PC POOL QF0107 | FIXED INCOME | 9/1/2052 | 5.5 | 144044 | 147167 |
| FED HM LN PC POOL QF0921 | FIXED INCOME | 9/1/2052 | 5.0 | 69265 | 69758 |
| FED HM LN PC POOL QF3730 | FIXED INCOME | 11/1/2052 | 5.0 | 72734 | 73465 |
| FED HM LN PC POOL QG1634 | FIXED INCOME | 4/1/2053 | 5.0 | 461246 | 462697 |
| FED HM LN PC POOL QG2834 | FIXED INCOME | 4/1/2053 | 5.0 | 71957 | 72596 |
| FED HM LN PC POOL QH0398 | FIXED INCOME | 9/1/2053 | 5.0 | 85606 | 86421 |
| FED HM LN PC POOL QK1354 | FIXED INCOME | 2/1/2042 | 2.0 | 148465 | 129820 |
| FED HM LN PC POOL QK1512 | FIXED INCOME | 5/1/2042 | 3.0 | 200830 | 186466 |
| FED HM LN PC POOL QK1518 | FIXED INCOME | 5/1/2042 | 3.0 | 368206 | 341870 |
| FED HM LN PC POOL RA3913 | FIXED INCOME | 11/1/2050 | 2.5 | 702782 | 608997 |
| FED HM LN PC POOL RA4142 | FIXED INCOME | 12/1/2050 | 2.5 | 3372558 | 2921454 |
| FED HM LN PC POOL RA6531 | FIXED INCOME | 1/1/2052 | 3.5 | 440168 | 409612 |
| FED HM LN PC POOL RA6562 | FIXED INCOME | 1/1/2052 | 2.5 | 68574 | 59351 |
| FED HM LN PC POOL RA6766 | FIXED INCOME | 2/1/2052 | 2.5 | 583597 | 502115 |
| FED HM LN PC POOL RA6954 | FIXED INCOME | 3/1/2052 | 3.0 | 150612 | 134924 |
| FED HM LN PC POOL RA7185 | FIXED INCOME | 4/1/2052 | 4.0 | 507771 | 486769 |
| FED HM LN PC POOL RA7186 | FIXED INCOME | 4/1/2052 | 4.0 | 873269 | 838366 |
| FED HM LN PC POOL RA8790 | FIXED INCOME | 4/1/2053 | 5.0 | 240675 | 242586 |
| FED HM LN PC POOL RA8904 | FIXED INCOME | 4/1/2053 | 6.5 | 121111 | 126610 |
| FED HM LN PC POOL RA9057 | FIXED INCOME | 5/1/2053 | 5.0 | 1409241 | 1415086 |
| FED HM LN PC POOL RA9079 | FIXED INCOME | 5/1/2053 | 6.5 | 68017 | 71688 |
| FED HM LN PC POOL RA9080 | FIXED INCOME | 5/1/2053 | 6.5 | 58157 | 61217 |
| FED HM LN PC POOL RA9081 | FIXED INCOME | 5/1/2053 | 6.5 | 131947 | 138739 |
| FED HM LN PC POOL RA9437 | FIXED INCOME | 7/1/2053 | 5.5 | 76088 | 77868 |
| FED HM LN PC POOL RB0714 | FIXED INCOME | 12/1/2041 | 2.0 | 787495 | 691858 |
| FED HM LN PC POOL RB5071 | FIXED INCOME | 9/1/2040 | 2.0 | 50489 | 44699 |
| FED HM LN PC POOL RB5084 | FIXED INCOME | 11/1/2040 | 1.5 | 616432 | 527724 |
| FED HM LN PC POOL RB5105 | FIXED INCOME | 3/1/2041 | 2.0 | 315159 | 277744 |
| FED HM LN PC POOL RB5110 | FIXED INCOME | 5/1/2041 | 1.5 | 826024 | 700557 |
| FED HM LN PC POOL RB5117 | FIXED INCOME | 7/1/2041 | 1.5 | 630363 | 534224 |
| FED HM LN PC POOL RB5121 | FIXED INCOME | 8/1/2041 | 2.0 | 137245 | 120523 |
| FED HM LN PC POOL RB5131 | FIXED INCOME | 10/1/2041 | 2.0 | 139130 | 122005 |
| FED HM LN PC POOL RB5138 | FIXED INCOME | 12/1/2041 | 2.0 | 71147 | 62301 |
| FED HM LN PC POOL RB5141 | FIXED INCOME | 1/1/2042 | 2.0 | 72561 | 63494 |
| FED HM LN PC POOL RB5145 | FIXED INCOME | 2/1/2042 | 2.0 | 1026657 | 897724 |
| FED HM LN PC POOL RB5149 | FIXED INCOME | 3/1/2042 | 2.5 | 73036 | 65913 |
| FED HM LN PC POOL RB5153 | FIXED INCOME | 4/1/2042 | 2.0 | 75558 | 66158 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL RB5154 | FIXED INCOME | 4/1/2042 | 2.5 | 74781 | 67375 |
| FED HM LN PC POOL RB5166 | FIXED INCOME | 7/1/2042 | 3.0 | 76410 | 70945 |
| FED HM LN PC POOL RJ0049 | FIXED INCOME | 10/1/2053 | 5.0 | 23125 | 23160 |
| FED HM LN PC POOL RJ0954 | FIXED INCOME | 2/1/2054 | 6.5 | 206032 | 215378 |
| FED HM LN PC POOL RJ1350 | FIXED INCOME | 4/1/2054 | 6.0 | 84603 | 87304 |
| FED HM LN PC POOL RJ1358 | FIXED INCOME | 4/1/2054 | 6.5 | 82695 | 86446 |
| FED HM LN PC POOL SC0093 | FIXED INCOME | 10/1/2040 | 2.0 | 342058 | 302512 |
| FED HM LN PC POOL SC0160 | FIXED INCOME | 7/1/2041 | 2.0 | 392067 | 346311 |
| FED HM LN PC POOL SC0188 | FIXED INCOME | 9/1/2041 | 2.0 | 130706 | 115289 |
| FED HM LN PC POOL SC0206 | FIXED INCOME | 11/1/2041 | 2.0 | 199727 | 175795 |
| FED HM LN PC POOL SC0269 | FIXED INCOME | 1/1/2042 | 2.0 | 145068 | 127665 |
| FED HM LN PC POOL SC0313 | FIXED INCOME | 1/1/2042 | 2.0 | 468866 | 409984 |
| FED HM LN PC POOL SC0340 | FIXED INCOME | 9/1/2042 | 3.0 | 153153 | 142199 |
| FED HM LN PC POOL SC0384 | FIXED INCOME | 4/1/2042 | 2.0 | 395991 | 348486 |
| FED HM LN PC POOL SD0502 | FIXED INCOME | 8/1/2050 | 3.0 | 257160 | 232013 |
| FED HM LN PC POOL SD0615 | FIXED INCOME | 1/1/2051 | 4.5 | 100403 | 99657 |
| FED HM LN PC POOL SD0618 | FIXED INCOME | 2/1/2051 | 3.0 | 134941 | 121550 |
| FED HM LN PC POOL SD0745 | FIXED INCOME | 11/1/2051 | 2.0 | 71925 | 59340 |
| FED HM LN PC POOL SD0952 | FIXED INCOME | 4/1/2052 | 3.0 | 153539 | 137814 |
| FED HM LN PC POOL SD0958 | FIXED INCOME | 4/1/2052 | 3.5 | 422213 | 395395 |
| FED HM LN PC POOL SD1143 | FIXED INCOME | 9/1/2050 | 4.5 | 308797 | 306742 |
| FED HM LN PC POOL SD1218 | FIXED INCOME | 7/1/2049 | 4.0 | 847446 | 819415 |
| FED HM LN PC POOL SD1807 | FIXED INCOME | 7/1/2052 | 4.5 | 219777 | 216673 |
| FED HM LN PC POOL SD2138 | FIXED INCOME | 1/1/2053 | 5.5 | 77705 | 79768 |
| FED HM LN PC POOL SD2245 | FIXED INCOME | 12/1/2052 | 5.5 | 76781 | 78608 |
| FED HM LN PC POOL SD2251 | FIXED INCOME | 11/1/2052 | 4.5 | 72957 | 71657 |
| FED HM LN PC POOL SD2284 | FIXED INCOME | 12/1/2052 | 6.0 | 212878 | 219806 |
| FED HM LN PC POOL SD2394 | FIXED INCOME | 11/1/2052 | 4.5 | 161407 | 159353 |
| FED HM LN PC POOL SD2395 | FIXED INCOME | 1/1/2053 | 5.0 | 154090 | 155664 |
| FED HM LN PC POOL SD2443 | FIXED INCOME | 10/1/2052 | 4.5 | 161910 | 158988 |
| FED HM LN PC POOL SD2452 | FIXED INCOME | 2/1/2053 | 6.5 | 134356 | 140550 |
| FED HM LN PC POOL SD2524 | FIXED INCOME | 10/1/2052 | 4.0 | 432148 | 411723 |
| FED HM LN PC POOL SD2549 | FIXED INCOME | 7/1/2052 | 4.0 | 63454 | 61188 |
| FED HM LN PC POOL SD2591 | FIXED INCOME | 3/1/2053 | 5.0 | 233556 | 235876 |
| FED HM LN PC POOL SD2723 | FIXED INCOME | 3/1/2053 | 5.5 | 167874 | 171228 |
| FED HM LN PC POOL SD2762 | FIXED INCOME | 5/1/2053 | 5.5 | 234504 | 239984 |
| FED HM LN PC POOL SD2792 | FIXED INCOME | 3/1/2047 | 4.5 | 70240 | 70658 |
| FED HM LN PC POOL SD2866 | FIXED INCOME | 7/1/2049 | 4.0 | 78019 | 75367 |
| FED HM LN PC POOL SD2892 | FIXED INCOME | 5/1/2053 | 5.5 | 142946 | 146696 |
| FED HM LN PC POOL SD2919 | FIXED INCOME | 4/1/2053 | 5.5 | 234076 | 239128 |
| FED HM LN PC POOL SD2961 | FIXED INCOME | 11/1/2052 | 5.0 | 70586 | 70727 |
| FED HM LN PC POOL SD2981 | FIXED INCOME | 5/1/2053 | 6.5 | 333619 | 347935 |
| FED HM LN PC POOL SD2991 | FIXED INCOME | 9/1/2051 | 2.5 | 236142 | 204651 |
| FED HM LN PC POOL SD3171 | FIXED INCOME | 6/1/2053 | 5.5 | 242882 | 249481 |
| FED HM LN PC POOL SD3382 | FIXED INCOME | 6/1/2053 | 5.0 | 85210 | 86096 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL SD3400 | FIXED INCOME | 10/1/2052 | 4.5 | 248623 | 244135 |
| FED HM LN PC POOL SD3432 | FIXED INCOME | 7/1/2053 | 6.0 | 75476 | 78384 |
| FED HM LN PC POOL SD3642 | FIXED INCOME | 9/1/2053 | 6.0 | 151441 | 157856 |
| FED HM LN PC POOL SD3722 | FIXED INCOME | 5/1/2053 | 5.0 | 291996 | 293806 |
| FED HM LN PC POOL SD4030 | FIXED INCOME | 10/1/2053 | 6.5 | 414507 | 435845 |
| FED HM LN PC POOL SD4365 | FIXED INCOME | 9/1/2053 | 5.5 | 80790 | 82313 |
| FED HM LN PC POOL SD4987 | FIXED INCOME | 12/1/2053 | 5.0 | 8309142 | 8308238 |
| FED HM LN PC POOL SD4998 | FIXED INCOME | 9/1/2053 | 5.0 | 740199 | 741840 |
| FED HM LN PC POOL SD5094 | FIXED INCOME | 8/1/2053 | 5.5 | 82825 | 84615 |
| FED HM LN PC POOL SD5143 | FIXED INCOME | 4/1/2054 | 6.0 | 315589 | 327935 |
| FED HM LN PC POOL SD5299 | FIXED INCOME | 4/1/2054 | 6.0 | 82304 | 85415 |
| FED HM LN PC POOL SD5691 | FIXED INCOME | 6/1/2054 | 6.0 | 277253 | 284895 |
| FED HM LN PC POOL SD5709 | FIXED INCOME | 7/1/2054 | 6.0 | 159456 | 165425 |
| FED HM LN PC POOL SD5876 | FIXED INCOME | 5/1/2054 | 6.0 | 271354 | 280981 |
| FED HM LN PC POOL SD7509 | FIXED INCOME | 11/1/2049 | 3.0 | 224295 | 202853 |
| FED HM LN PC POOL SD7525 | FIXED INCOME | 10/1/2050 | 2.5 | 281893 | 244449 |
| FED HM LN PC POOL SD7534 | FIXED INCOME | 2/1/2051 | 2.5 | 297175 | 258310 |
| FED HM LN PC POOL SD7548 | FIXED INCOME | 11/1/2051 | 2.5 | 1772053 | 1530487 |
| FED HM LN PC POOL SD7555 | FIXED INCOME | 8/1/2052 | 3.0 | 221360 | 199620 |
| FED HM LN PC POOL SD7560 | FIXED INCOME | 2/1/2053 | 4.0 | 382121 | 367705 |
| FED HM LN PC POOL SD8079 | FIXED INCOME | 7/1/2050 | 2.0 | 303964 | 249179 |
| FED HM LN PC POOL SD8080 | FIXED INCOME | 6/1/2050 | 2.0 | 258668 | 212137 |
| FED HM LN PC POOL SD8225 | FIXED INCOME | 7/1/2052 | 3.0 | 332195 | 295632 |
| FED HM LN PC POOL SD8331 | FIXED INCOME | 6/1/2053 | 5.5 | 1534250 | 1560917 |
| FED HM LN PC POOL SD8367 | FIXED INCOME | 10/1/2053 | 5.5 | 979010 | 995510 |
| FED HM LN PC POOL SD8371 | FIXED INCOME | 11/1/2053 | 5.0 | 12578564 | 12614002 |
| FED HM LN PC POOL SD8408 | FIXED INCOME | 3/1/2054 | 5.5 | 164258 | 166763 |
| FED HM LN PC POOL SD8453 | FIXED INCOME | 8/1/2054 | 5.5 | 8343604 | 8470922 |
| FED HM LN PC POOL SI2056 | FIXED INCOME | 12/1/2050 | 3.5 | 463573 | 437363 |
| FED HM LN PC POOL SI2103 | FIXED INCOME | 8/1/2050 | 2.0 | 180351 | 149169 |
| FED HM LN PC POOL ZM2669 | FIXED INCOME | 2/1/2047 | 4.5 | 832161 | 828689 |
| FED HM LN PC POOL ZM5659 | FIXED INCOME | 2/1/2048 | 3.5 | 180307 | 169459 |
| FNMA POOL AR7399 | FIXED INCOME | 6/1/2043 | 3.0 | 59529 | 54803 |
| FNMA POOL AS0038 | FIXED INCOME | 7/1/2043 | 3.0 | 128642 | 118430 |
| FNMA POOL AU6735 | FIXED INCOME | 10/1/2043 | 3.0 | 119607 | 110112 |
| FNMA POOL BF0531 | FIXED INCOME | 5/1/2055 | 2.5 | 917652 | 800137 |
| FNMA POOL BF0561 | FIXED INCOME | 9/1/2061 | 3.0 | 375939 | 326072 |
| FNMA POOL BF0646 | FIXED INCOME | 6/1/2062 | 2.5 | 2530409 | 2122518 |
| FNMA POOL BM3929 | FIXED INCOME | 7/1/2032 | 3.5 | 290206 | 286856 |
| FNMA POOL BM6912 | FIXED INCOME | 1/1/2052 | 2.5 | 80210 | 66669 |
| FNMA POOL BN1628 | FIXED INCOME | 11/1/2048 | 4.5 | 172678 | 171528 |
| FNMA POOL BR1001 | FIXED INCOME | 5/1/2051 | 2.5 | 67536 | 58485 |
| FNMA POOL BR4052 | FIXED INCOME | 2/1/2051 | 2.0 | 133516 | 110143 |
| FNMA POOL BR5566 | FIXED INCOME | 3/1/2051 | 2.0 | 276572 | 228060 |
| FNMA POOL BS5676 | FIXED INCOME | 5/1/2037 | 3.9 | 100000 | 93564 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL BS7947 | FIXED INCOME | 3/1/2028 | 4.6 | 500000 | 504752 |
| FNMA POOL BS9106 | FIXED INCOME | 7/1/2033 | 5.4 | 100000 | 103791 |
| FNMA POOL BS9245 | FIXED INCOME | 8/1/2028 | 4.9 | 100000 | 100940 |
| FNMA POOL BU1118 | FIXED INCOME | 10/1/2051 | 2.5 | 1334506 | 1148695 |
| FNMA POOL BU1421 | FIXED INCOME | 1/1/2052 | 3.0 | 220139 | 197756 |
| FNMA POOL BU8945 | FIXED INCOME | 4/1/2052 | 3.0 | 821634 | 730680 |
| FNMA POOL BV3089 | FIXED INCOME | 2/1/2052 | 2.5 | 137104 | 117899 |
| FNMA POOL BV3167 | FIXED INCOME | 5/1/2052 | 3.5 | 215987 | 202373 |
| FNMA POOL BV4142 | FIXED INCOME | 3/1/2052 | 3.0 | 63017 | 56796 |
| FNMA POOL BV4195 | FIXED INCOME | 3/1/2052 | 3.0 | 775224 | 696234 |
| FNMA POOL BV5376 | FIXED INCOME | 4/1/2052 | 3.0 | 3725854 | 3313405 |
| FNMA POOL BV5405 | FIXED INCOME | 4/1/2052 | 4.0 | 64064 | 61575 |
| FNMA POOL BV8546 | FIXED INCOME | 5/1/2052 | 3.5 | 136256 | 127598 |
| FNMA POOL BW1374 | FIXED INCOME | 11/1/2052 | 4.5 | 1732291 | 1700207 |
| FNMA POOL BW1788 | FIXED INCOME | 6/1/2052 | 3.0 | 788081 | 700749 |
| FNMA POOL BW2909 | FIXED INCOME | 6/1/2052 | 3.0 | 831950 | 739757 |
| FNMA POOL BW2935 | FIXED INCOME | 6/1/2052 | 3.0 | 868849 | 772567 |
| FNMA POOL BW9916 | FIXED INCOME | 10/1/2052 | 5.0 | 139263 | 139731 |
| FNMA POOL BX0553 | FIXED INCOME | 10/1/2052 | 5.5 | 66271 | 67553 |
| FNMA POOL BX0836 | FIXED INCOME | 1/1/2053 | 5.5 | 489323 | 499510 |
| FNMA POOL BX6719 | FIXED INCOME | 2/1/2053 | 5.5 | 68584 | 70236 |
| FNMA POOL BY6786 | FIXED INCOME | 8/1/2053 | 5.5 | 1603571 | 1629404 |
| FNMA POOL BZ0874 | FIXED INCOME | 6/1/2029 | 4.8 | 700000 | 715845 |
| FNMA POOL BZ5550 | FIXED INCOME | 12/1/2032 | 4.3 | 7200000 | 7170436 |
| FNMA POOL CA6315 | FIXED INCOME | 7/1/2050 | 3.0 | 113043 | 101617 |
| FNMA POOL CA7257 | FIXED INCOME | 10/1/2050 | 2.5 | 122256 | 105914 |
| FNMA POOL CA7422 | FIXED INCOME | 10/1/2040 | 2.0 | 238155 | 210677 |
| FNMA POOL CA7531 | FIXED INCOME | 10/1/2050 | 3.0 | 124732 | 112899 |
| FNMA POOL CB1273 | FIXED INCOME | 8/1/2051 | 2.0 | 74245 | 60976 |
| FNMA POOL CB1878 | FIXED INCOME | 10/1/2051 | 3.0 | 594796 | 533663 |
| FNMA POOL CB2115 | FIXED INCOME | 11/1/2041 | 2.5 | 68334 | 61926 |
| FNMA POOL CB2664 | FIXED INCOME | 1/1/2052 | 3.0 | 714669 | 640569 |
| FNMA POOL CB2804 | FIXED INCOME | 2/1/2052 | 2.5 | 220660 | 189852 |
| FNMA POOL CB3044 | FIXED INCOME | 3/1/2052 | 2.5 | 371538 | 320038 |
| FNMA POOL CB3077 | FIXED INCOME | 3/1/2042 | 2.5 | 71168 | 64432 |
| FNMA POOL CB3082 | FIXED INCOME | 3/1/2042 | 3.0 | 66752 | 62397 |
| FNMA POOL CB3126 | FIXED INCOME | 3/1/2052 | 3.5 | 207868 | 194664 |
| FNMA POOL CB3242 | FIXED INCOME | 4/1/2052 | 3.0 | 1973640 | 1748751 |
| FNMA POOL CB3272 | FIXED INCOME | 4/1/2052 | 4.0 | 441026 | 423467 |
| FNMA POOL CB3277 | FIXED INCOME | 4/1/2052 | 3.0 | 1744888 | 1551903 |
| FNMA POOL CB3278 | FIXED INCOME | 4/1/2052 | 3.0 | 1900318 | 1683784 |
| FNMA POOL CB3360 | FIXED INCOME | 4/1/2052 | 3.0 | 1847151 | 1642641 |
| FNMA POOL CB3542 | FIXED INCOME | 5/1/2042 | 3.0 | 67975 | 63364 |
| FNMA POOL CB3614 | FIXED INCOME | 5/1/2052 | 4.0 | 596097 | 572272 |
| FNMA POOL CB3880 | FIXED INCOME | 6/1/2052 | 5.0 | 66183 | 66909 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL CB4103 | FIXED INCOME | 7/1/2052 | 5.0 | 214894 | 218586 |
| FNMA POOL CB4386 | FIXED INCOME | 8/1/2052 | 4.5 | 73074 | 71766 |
| FNMA POOL CB4418 | FIXED INCOME | 8/1/2052 | 5.5 | 66372 | 67777 |
| FNMA POOL CB5108 | FIXED INCOME | 11/1/2052 | 5.5 | 466090 | 477664 |
| FNMA POOL CB5405 | FIXED INCOME | 10/1/2052 | 4.5 | 1090886 | 1070851 |
| FNMA POOL CB5497 | FIXED INCOME | 1/1/2053 | 6.5 | 312837 | 330046 |
| FNMA POOL CB6030 | FIXED INCOME | 4/1/2053 | 4.5 | 153151 | 150485 |
| FNMA POOL CB6322 | FIXED INCOME | 5/1/2053 | 5.5 | 159516 | 162430 |
| FNMA POOL CB6540 | FIXED INCOME | 6/1/2053 | 6.0 | 1052614 | 1093180 |
| FNMA POOL CB6753 | FIXED INCOME | 7/1/2053 | 6.0 | 587964 | 611065 |
| FNMA POOL CB7109 | FIXED INCOME | 9/1/2053 | 5.5 | 411608 | 422608 |
| FNMA POOL CB8226 | FIXED INCOME | 3/1/2054 | 6.5 | 63723 | 66603 |
| FNMA POOL DA0866 | FIXED INCOME | 9/1/2053 | 5.5 | 795751 | 809459 |
| FNMA POOL FM1263 | FIXED INCOME | 7/1/2049 | 4.5 | 46891 | 46543 |
| FNMA POOL FM3049 | FIXED INCOME | 4/1/2044 | 4.0 | 228695 | 223700 |
| FNMA POOL FM6597 | FIXED INCOME | 3/1/2041 | 2.0 | 335679 | 295829 |
| FNMA POOL FM7100 | FIXED INCOME | 6/1/2050 | 3.5 | 508987 | 477934 |
| FNMA POOL FM7531 | FIXED INCOME | 5/1/2051 | 3.0 | 52104 | 46846 |
| FNMA POOL FM8025 | FIXED INCOME | 7/1/2051 | 2.5 | 67747 | 58647 |
| FNMA POOL FM8166 | FIXED INCOME | 6/1/2051 | 3.0 | 117455 | 106388 |
| FNMA POOL FM8577 | FIXED INCOME | 8/1/2051 | 3.0 | 181588 | 164366 |
| FNMA POOL FM8648 | FIXED INCOME | 9/1/2051 | 3.0 | 64074 | 57608 |
| FNMA POOL FM8786 | FIXED INCOME | 10/1/2051 | 2.5 | 144437 | 124640 |
| FNMA POOL FM8813 | FIXED INCOME | 9/1/2051 | 3.5 | 330918 | 308930 |
| FNMA POOL FM9103 | FIXED INCOME | 10/1/2041 | 2.0 | 494489 | 435053 |
| FNMA POOL FM9264 | FIXED INCOME | 10/1/2041 | 2.0 | 899150 | 791973 |
| FNMA POOL FM9365 | FIXED INCOME | 11/1/2051 | 3.0 | 65628 | 59350 |
| FNMA POOL FM9444 | FIXED INCOME | 10/1/2041 | 2.5 | 769631 | 697728 |
| FNMA POOL FM9464 | FIXED INCOME | 11/1/2051 | 3.0 | 193797 | 174884 |
| FNMA POOL FS0024 | FIXED INCOME | 9/1/2051 | 2.5 | 61287 | 53073 |
| FNMA POOL FS0028 | FIXED INCOME | 9/1/2051 | 2.5 | 71176 | 61420 |
| FNMA POOL FS0034 | FIXED INCOME | 12/1/2051 | 3.0 | 67127 | 60636 |
| FNMA POOL FS0037 | FIXED INCOME | 8/1/2051 | 3.0 | 57927 | 52378 |
| FNMA POOL FS0067 | FIXED INCOME | 9/1/2051 | 4.5 | 56980 | 56399 |
| FNMA POOL FS0240 | FIXED INCOME | 1/1/2052 | 3.0 | 134611 | 121719 |
| FNMA POOL FS0331 | FIXED INCOME | 1/1/2052 | 3.0 | 465271 | 417228 |
| FNMA POOL FS0349 | FIXED INCOME | 1/1/2052 | 2.0 | 228428 | 187782 |
| FNMA POOL FS0352 | FIXED INCOME | 1/1/2052 | 2.0 | 907624 | 745887 |
| FNMA POOL FS0366 | FIXED INCOME | 1/1/2052 | 2.5 | 67933 | 58880 |
| FNMA POOL FS0408 | FIXED INCOME | 1/1/2052 | 3.0 | 135514 | 122520 |
| FNMA POOL FS0424 | FIXED INCOME | 1/1/2052 | 2.5 | 504554 | 434679 |
| FNMA POOL FS0434 | FIXED INCOME | 11/1/2051 | 2.5 | 68407 | 59281 |
| FNMA POOL FS0464 | FIXED INCOME | 1/1/2052 | 2.0 | 145988 | 119641 |
| FNMA POOL FS0483 | FIXED INCOME | 1/1/2052 | 3.5 | 288489 | 269734 |
| FNMA POOL FS0549 | FIXED INCOME | 2/1/2052 | 2.5 | 383015 | 329538 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL FS0551 | FIXED INCOME | 2/1/2052 | 2.5 | 146156 | 125915 |
| FNMA POOL FS0582 | FIXED INCOME | 2/1/2052 | 2.5 | 142816 | 122882 |
| FNMA POOL FS0583 | FIXED INCOME | 2/1/2052 | 2.5 | 155392 | 133661 |
| FNMA POOL FS0584 | FIXED INCOME | 2/1/2052 | 2.0 | 583462 | 479078 |
| FNMA POOL FS0612 | FIXED INCOME | 2/1/2052 | 2.0 | 429311 | 354145 |
| FNMA POOL FS0697 | FIXED INCOME | 2/1/2042 | 2.5 | 201389 | 182200 |
| FNMA POOL FS0735 | FIXED INCOME | 1/1/2052 | 3.0 | 729624 | 654634 |
| FNMA POOL FS0835 | FIXED INCOME | 3/1/2052 | 2.5 | 228582 | 196618 |
| FNMA POOL FS0995 | FIXED INCOME | 3/1/2042 | 2.5 | 142030 | 128543 |
| FNMA POOL FS1014 | FIXED INCOME | 2/1/2052 | 2.0 | 75361 | 62070 |
| FNMA POOL FS1015 | FIXED INCOME | 2/1/2052 | 2.0 | 229333 | 188598 |
| FNMA POOL FS1074 | FIXED INCOME | 3/1/2052 | 3.0 | 707997 | 639094 |
| FNMA POOL FS1104 | FIXED INCOME | 11/1/2051 | 2.5 | 69623 | 60176 |
| FNMA POOL FS1112 | FIXED INCOME | 3/1/2052 | 2.0 | 368527 | 305046 |
| FNMA POOL FS1237 | FIXED INCOME | 12/1/2051 | 3.5 | 1088486 | 1020650 |
| FNMA POOL FS1289 | FIXED INCOME | 3/1/2052 | 3.0 | 283175 | 256175 |
| FNMA POOL FS1403 | FIXED INCOME | 1/1/2045 | 3.0 | 134406 | 124489 |
| FNMA POOL FS1425 | FIXED INCOME | 5/1/2052 | 3.5 | 85066 | 79649 |
| FNMA POOL FS1454 | FIXED INCOME | 4/1/2052 | 3.5 | 152912 | 142822 |
| FNMA POOL FS1462 | FIXED INCOME | 1/1/2052 | 3.5 | 138098 | 129480 |
| FNMA POOL FS1539 | FIXED INCOME | 11/1/2048 | 3.0 | 137744 | 126809 |
| FNMA POOL FS1542 | FIXED INCOME | 4/1/2042 | 3.0 | 209384 | 195345 |
| FNMA POOL FS1555 | FIXED INCOME | 4/1/2052 | 3.5 | 72359 | 67584 |
| FNMA POOL FS1556 | FIXED INCOME | 5/1/2052 | 3.5 | 444407 | 416430 |
| FNMA POOL FS1603 | FIXED INCOME | 5/1/2052 | 3.5 | 151054 | 141121 |
| FNMA POOL FS1628 | FIXED INCOME | 4/1/2052 | 2.5 | 74810 | 64725 |
| FNMA POOL FS2061 | FIXED INCOME | 6/1/2052 | 4.0 | 151694 | 145396 |
| FNMA POOL FS2190 | FIXED INCOME | 6/1/2052 | 4.0 | 442998 | 425652 |
| FNMA POOL FS3097 | FIXED INCOME | 10/1/2052 | 4.0 | 73819 | 71057 |
| FNMA POOL FS3249 | FIXED INCOME | 11/1/2052 | 5.0 | 125832 | 126972 |
| FNMA POOL FS3275 | FIXED INCOME | 4/1/2052 | 3.0 | 403278 | 358682 |
| FNMA POOL FS3411 | FIXED INCOME | 1/1/2053 | 6.0 | 66902 | 69079 |
| FNMA POOL FS3519 | FIXED INCOME | 11/1/2052 | 4.5 | 922243 | 905064 |
| FNMA POOL FS3672 | FIXED INCOME | 2/1/2053 | 5.5 | 240555 | 247559 |
| FNMA POOL FS3813 | FIXED INCOME | 11/1/2052 | 4.5 | 71216 | 70036 |
| FNMA POOL FS3835 | FIXED INCOME | 11/1/2052 | 4.5 | 81923 | 80744 |
| FNMA POOL FS3836 | FIXED INCOME | 1/1/2053 | 4.5 | 148054 | 146169 |
| FNMA POOL FS3977 | FIXED INCOME | 11/1/2052 | 4.5 | 80195 | 79158 |
| FNMA POOL FS3978 | FIXED INCOME | 1/1/2053 | 5.0 | 81114 | 81681 |
| FNMA POOL FS4136 | FIXED INCOME | 4/1/2053 | 5.0 | 166447 | 166963 |
| FNMA POOL FS4243 | FIXED INCOME | 5/1/2042 | 3.0 | 79511 | 74845 |
| FNMA POOL FS4270 | FIXED INCOME | 3/1/2052 | 2.0 | 245888 | 202479 |
| FNMA POOL FS4308 | FIXED INCOME | 4/1/2053 | 5.0 | 151062 | 152633 |
| FNMA POOL FS4314 | FIXED INCOME | 3/1/2052 | 2.0 | 80677 | 66349 |
| FNMA POOL FS4354 | FIXED INCOME | 9/1/2052 | 4.5 | 80711 | 79219 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL FS4448 | FIXED INCOME | 12/1/2044 | 4.0 | 74041 | 72447 |
| FNMA POOL FS4471 | FIXED INCOME | 9/1/2042 | 2.5 | 79515 | 71767 |
| FNMA POOL FS4480 | FIXED INCOME | 3/1/2050 | 4.5 | 71888 | 72049 |
| FNMA POOL FS4524 | FIXED INCOME | 5/1/2053 | 5.0 | 79559 | 80265 |
| FNMA POOL FS4805 | FIXED INCOME | 5/1/2053 | 5.5 | 144652 | 147809 |
| FNMA POOL FS5155 | FIXED INCOME | 7/1/2053 | 5.0 | 76599 | 77779 |
| FNMA POOL FS5191 | FIXED INCOME | 8/1/2042 | 2.0 | 650905 | 569161 |
| FNMA POOL FS5306 | FIXED INCOME | 7/1/2053 | 6.0 | 67925 | 70607 |
| FNMA POOL FS5450 | FIXED INCOME | 11/1/2051 | 3.0 | 234972 | 212535 |
| FNMA POOL FS5647 | FIXED INCOME | 7/1/2053 | 5.5 | 163260 | 167026 |
| FNMA POOL FS5708 | FIXED INCOME | 6/1/2053 | 5.0 | 223741 | 226091 |
| FNMA POOL FS6242 | FIXED INCOME | 11/1/2053 | 6.0 | 80182 | 83333 |
| FNMA POOL FS6451 | FIXED INCOME | 8/1/2053 | 5.5 | 228865 | 233180 |
| FNMA POOL FS7170 | FIXED INCOME | 8/1/2042 | 2.0 | 84645 | 74385 |
| FNMA POOL FS7180 | FIXED INCOME | 5/1/2042 | 2.0 | 84701 | 74217 |
| FNMA POOL FS7624 | FIXED INCOME | 3/1/2054 | 6.5 | 141206 | 147618 |
| FNMA POOL FS7997 | FIXED INCOME | 5/1/2054 | 6.0 | 331037 | 340803 |
| FNMA POOL FS8027 | FIXED INCOME | 3/1/2052 | 2.5 | 261009 | 224891 |
| FNMA POOL FS8124 | FIXED INCOME | 6/1/2052 | 3.0 | 522371 | 468847 |
| FNMA POOL FS8273 | FIXED INCOME | 2/1/2042 | 1.5 | 86861 | 73694 |
| FNMA POOL MA2773 | FIXED INCOME | 10/1/2036 | 3.0 | 324406 | 310769 |
| FNMA POOL MA4031 | FIXED INCOME | 5/1/2050 | 4.5 | 72282 | 71548 |
| FNMA POOL MA4047 | FIXED INCOME | 6/1/2050 | 2.0 | 2451409 | 2010433 |
| FNMA POOL MA4130 | FIXED INCOME | 9/1/2040 | 3.0 | 33791 | 31812 |
| FNMA POOL MA4177 | FIXED INCOME | 11/1/2040 | 2.5 | 95481 | 87068 |
| FNMA POOL MA4310 | FIXED INCOME | 4/1/2041 | 1.5 | 135231 | 114733 |
| FNMA POOL MA4473 | FIXED INCOME | 11/1/2041 | 1.5 | 145111 | 122800 |
| FNMA POOL MA4474 | FIXED INCOME | 11/1/2041 | 2.0 | 139409 | 122162 |
| FNMA POOL MA4501 | FIXED INCOME | 12/1/2041 | 2.0 | 213322 | 186799 |
| FNMA POOL MA4519 | FIXED INCOME | 1/1/2042 | 1.5 | 149440 | 126370 |
| FNMA POOL MA4540 | FIXED INCOME | 2/1/2042 | 2.0 | 359920 | 314719 |
| FNMA POOL MA4570 | FIXED INCOME | 3/1/2042 | 2.0 | 73148 | 64094 |
| FNMA POOL MA4571 | FIXED INCOME | 3/1/2042 | 2.5 | 142402 | 128377 |
| FNMA POOL MA4586 | FIXED INCOME | 4/1/2042 | 2.0 | 75419 | 66083 |
| FNMA POOL MA4587 | FIXED INCOME | 4/1/2042 | 2.5 | 219927 | 198147 |
| FNMA POOL MA4599 | FIXED INCOME | 5/1/2052 | 3.0 | 80096 | 71173 |
| FNMA POOL MA4606 | FIXED INCOME | 5/1/2042 | 2.0 | 76596 | 67067 |
| FNMA POOL MA4607 | FIXED INCOME | 5/1/2042 | 2.5 | 74721 | 67321 |
| FNMA POOL MA4632 | FIXED INCOME | 6/1/2042 | 3.0 | 229158 | 212767 |
| FNMA POOL MA4643 | FIXED INCOME | 5/1/2042 | 3.0 | 147890 | 137312 |
| FNMA POOL MA4733 | FIXED INCOME | 9/1/2052 | 4.5 | 913469 | 897971 |
| FNMA TBA 30 YR 2 | FIXED INCOME | 1/15/2055 | 2.0 | -900000 | (728728) |
| FNMA TBA 30 YR 3.5 | FIXED INCOME | 2/15/2056 | 3.5 | 97000 | 89490 |
| FNMA TBA 30 YR 4 | FIXED INCOME | 2/12/2056 | 4.0 | 4600000 | 4365455 |
| FNMA TBA 30 YR 4.5 | FIXED INCOME | 2/15/2056 | 4.5 | 8700000 | 8490365 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA TBA 30 YR 5 | FIXED INCOME | 1/15/2055 | 5.0 | 13975000 | 13946645 |
| FNMA TBA 30 YR 5 | FIXED INCOME | 2/12/2056 | 5.0 | 2800000 | 2791807 |
| FNMA TBA 30 YR 5.5 | FIXED INCOME | 2/15/2056 | 5.5 | 97800000 | 99113454 |
| FNMA TBA 30 YR 6 | FIXED INCOME | 1/15/2055 | 6.0 | 12200000 | 12526228 |
| FORD CREDIT FLOORPLAN MASTER O | FIXED INCOME | 5/15/2028 | 4.9 | 860000 | 862997 |
| FORD MOTOR COMPANY | FIXED INCOME | 2/12/2032 | 3.3 | 3450000 | 3043107 |
| FORD MOTOR COMPANY | FIXED INCOME | 8/19/2032 | 6.1 | 150000 | 154719 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/13/2030 | 4.0 | 2000000 | 1887620 |
| FOUNDRY JV HOLDCO LLC | FIXED INCOME | 1/25/2034 | 5.9 | 240000 | 247111 |
| FOX CORP | FIXED INCOME | 10/13/2033 | 6.5 | 210000 | 231935 |
| FREDDIE MAC | FIXED INCOME | 9/25/2045 | 2.0 | 88382 | 77002 |
| FREDDIE MAC | FIXED INCOME | 4/25/2041 | 2.0 | 127856 | 114860 |
| FREDDIE MAC | FIXED INCOME | 4/25/2052 | 3.0 | 300000 | 228912 |
| FREDDIE MAC | FIXED INCOME | 4/25/2052 | 4.0 | 100000 | 93513 |
| FREDDIE MAC | FIXED INCOME | 4/15/2049 | 5.1 | 704803 | 706359 |
| FREDDIE MAC | FIXED INCOME | 12/15/2050 | 5.1 | 1529260 | 1525580 |
| FREDDIE MAC | FIXED INCOME | 5/25/2054 | 5.2 | 1135586 | 1139353 |
| FREDDIE MAC | FIXED INCOME | 12/25/2054 | 5.2 | 171220 | 172079 |
| FREDDIE MAC | FIXED INCOME | 12/25/2054 | 5.2 | 163340 | 164125 |
| FREDDIE MAC | FIXED INCOME | 5/25/2055 | 5.2 | 1604319 | 1612213 |
| FREDDIE MAC | FIXED INCOME | 8/25/2055 | 5.1 | 1350529 | 1357531 |
| FREDDIE MAC | FIXED INCOME | 8/25/2055 | 5.1 | 883136 | 887716 |
| FREDDIE MAC | FIXED INCOME | 10/25/2055 | 4.8 | 1058287 | 1060494 |
| FREDDIE MAC SCRT | FIXED INCOME | 11/25/2063 | 3.0 | 270343 | 226537 |
| FREEPORT MCMORAN INC | FIXED INCOME | 3/15/2043 | 5.5 | 60000 | 58288 |
| FREEPORT MCMORAN INC | FIXED INCOME | 8/1/2030 | 4.6 | 500000 | 503765 |
| FUTURES MERRILL LYNCH COC | EQUITY |  |  | 15000 | 15000 |
| GARTNER INC | FIXED INCOME | 3/20/2031 | 5.0 | 1900000 | 1909177 |
| GCAT | FIXED INCOME | 9/25/2054 | 6.5 | 74198 | 75862 |
| GCAT | FIXED INCOME | 1/25/2054 | 5.5 | 439060 | 442617 |
| GENERAL DYNAMICS CORP | FIXED INCOME | 4/1/2050 | 4.3 | 210000 | 178023 |
| GENERAL MOTORS CO | FIXED INCOME | 10/2/2043 | 6.3 | 240000 | 244003 |
| GENERAL MOTORS CO | FIXED INCOME | 4/1/2036 | 6.6 | 20000 | 21796 |
| GENERAL MOTORS CO | FIXED INCOME | 10/15/2032 | 5.6 | 70000 | 73292 |
| GFL ENVIRONMENTAL INC | FIXED INCOME | 1/15/2031 | 6.8 | 150000 | 157131 |
| GLENCORE FUNDING LLC | FIXED INCOME | 3/27/2027 | 4.0 | 1030000 | 1029238 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2028 | 4.5 | 900000 | 901962 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2032 | 5.2 | 200000 | 200176 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 2/15/2033 | 5.3 | 1100000 | 1103663 |
| GNMA II POOL 784894 | FIXED INCOME | 2/20/2048 | 3.5 | 252145 | 232718 |
| GNMA II POOL 785565 | FIXED INCOME | 6/20/2051 | 2.5 | 138296 | 118452 |
| GNMA II POOL 785568 | FIXED INCOME | 8/20/2051 | 2.5 | 200942 | 172081 |
| GNMA II POOL 785657 | FIXED INCOME | 10/20/2051 | 2.5 | 348776 | 298649 |
| GNMA II POOL 785663 | FIXED INCOME | 10/20/2051 | 2.5 | 132120 | 113131 |
| GNMA II POOL 785667 | FIXED INCOME | 10/20/2051 | 2.5 | 137831 | 118021 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA II POOL 785762 | FIXED INCOME | 11/20/2051 | 2.5 | 68852 | 58950 |
| GNMA II POOL 785789 | FIXED INCOME | 12/20/2051 | 2.5 | 69699 | 59672 |
| GNMA II POOL 785791 | FIXED INCOME | 12/20/2051 | 2.5 | 217247 | 185305 |
| GNMA II POOL 785821 | FIXED INCOME | 12/20/2051 | 2.5 | 139336 | 119291 |
| GNMA II POOL 785944 | FIXED INCOME | 2/20/2052 | 3.0 | 575790 | 515117 |
| GNMA II POOL 786077 | FIXED INCOME | 3/20/2052 | 3.0 | 142083 | 126752 |
| GNMA II POOL 786082 | FIXED INCOME | 11/20/2051 | 3.0 | 138251 | 124062 |
| GNMA II POOL 786095 | FIXED INCOME | 4/20/2052 | 3.0 | 206917 | 185306 |
| GNMA II POOL 786107 | FIXED INCOME | 3/20/2052 | 3.0 | 71294 | 63877 |
| GNMA II POOL 786108 | FIXED INCOME | 3/20/2052 | 3.5 | 250976 | 227290 |
| GNMA II POOL 786150 | FIXED INCOME | 3/20/2052 | 3.0 | 219910 | 196230 |
| GNMA II POOL 786335 | FIXED INCOME | 9/20/2052 | 4.5 | 291630 | 286675 |
| GNMA II POOL 786340 | FIXED INCOME | 9/20/2052 | 5.0 | 75077 | 75627 |
| GNMA II POOL 786366 | FIXED INCOME | 8/20/2052 | 4.5 | 233126 | 226531 |
| GNMA II POOL 786429 | FIXED INCOME | 6/20/2052 | 4.0 | 78964 | 75057 |
| GNMA II POOL 786474 | FIXED INCOME | 1/20/2053 | 5.0 | 224132 | 225763 |
| GNMA II POOL 786535 | FIXED INCOME | 2/20/2053 | 5.5 | 215359 | 220499 |
| GNMA II POOL 786726 | FIXED INCOME | 3/20/2051 | 2.0 | 647445 | 529019 |
| GNMA II POOL 786795 | FIXED INCOME | 7/20/2053 | 6.0 | 331845 | 345267 |
| GNMA II POOL 786823 | FIXED INCOME | 7/20/2053 | 5.5 | 80325 | 82204 |
| GNMA II POOL 786835 | FIXED INCOME | 8/20/2053 | 5.5 | 241440 | 247088 |
| GNMA II POOL 786843 | FIXED INCOME | 3/20/2052 | 3.0 | 153355 | 136998 |
| GNMA II POOL 786963 | FIXED INCOME | 9/20/2053 | 6.0 | 219692 | 226989 |
| GNMA II POOL 786973 | FIXED INCOME | 9/20/2053 | 6.0 | 89613 | 93322 |
| GNMA II POOL 787097 | FIXED INCOME | 8/20/2053 | 5.0 | 141684 | 142207 |
| GNMA II POOL 787154 | FIXED INCOME | 11/20/2053 | 6.5 | 61353 | 64315 |
| GNMA II POOL 787214 | FIXED INCOME | 1/20/2054 | 6.5 | 125672 | 131740 |
| GNMA II POOL 787228 | FIXED INCOME | 1/20/2054 | 6.0 | 149222 | 154754 |
| GNMA II POOL 787236 | FIXED INCOME | 1/20/2054 | 6.5 | 111572 | 116649 |
| GNMA II POOL 787259 | FIXED INCOME | 2/20/2051 | 2.0 | 1234299 | 1011738 |
| GNMA II POOL 787276 | FIXED INCOME | 2/20/2054 | 6.0 | 165182 | 171784 |
| GNMA II POOL CK9592 | FIXED INCOME | 6/20/2052 | 4.0 | 73797 | 69420 |
| GNMA II POOL CL5523 | FIXED INCOME | 4/20/2052 | 3.0 | 62942 | 55689 |
| GNMA II POOL CW6992 | FIXED INCOME | 9/20/2053 | 6.0 | 162068 | 168775 |
| GNMA II POOL MA4586 | FIXED INCOME | 7/20/2047 | 3.5 | 513999 | 480120 |
| GNMA II POOL MA5078 | FIXED INCOME | 3/20/2048 | 4.0 | 278939 | 268705 |
| GNMA II POOL MA5193 | FIXED INCOME | 5/20/2048 | 4.5 | 29724 | 29523 |
| GNMA II POOL MA5194 | FIXED INCOME | 5/20/2048 | 5.0 | 21725 | 22038 |
| GNMA II POOL MA5265 | FIXED INCOME | 6/20/2048 | 4.5 | 216001 | 214201 |
| GNMA II POOL MA5399 | FIXED INCOME | 8/20/2048 | 4.5 | 79288 | 78628 |
| GNMA II POOL MA5465 | FIXED INCOME | 9/20/2048 | 3.5 | 103177 | 96376 |
| GNMA II POOL MA5530 | FIXED INCOME | 10/20/2048 | 5.0 | 158650 | 160811 |
| GNMA II POOL MA5594 | FIXED INCOME | 11/20/2048 | 3.5 | 244124 | 227549 |
| GNMA II POOL MA5597 | FIXED INCOME | 11/20/2048 | 5.0 | 64363 | 65240 |
| GNMA II POOL MA5652 | FIXED INCOME | 12/20/2048 | 4.5 | 40306 | 39970 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA II POOL MA5653 | FIXED INCOME | 12/20/2048 | 5.0 | 77732 | 78791 |
| GNMA II POOL MA5711 | FIXED INCOME | 1/20/2049 | 4.5 | 97298 | 96488 |
| GNMA II POOL MA5712 | FIXED INCOME | 1/20/2049 | 5.0 | 57599 | 58384 |
| GNMA II POOL MA5763 | FIXED INCOME | 2/20/2049 | 4.0 | 179455 | 172869 |
| GNMA II POOL MA5817 | FIXED INCOME | 3/20/2049 | 4.0 | 50528 | 48674 |
| GNMA II POOL MA5818 | FIXED INCOME | 3/20/2049 | 4.5 | 246010 | 243961 |
| GNMA II POOL MA5876 | FIXED INCOME | 4/20/2049 | 4.0 | 40010 | 38421 |
| GNMA II POOL MA5878 | FIXED INCOME | 4/20/2049 | 5.0 | 36455 | 36951 |
| GNMA II POOL MA6157 | FIXED INCOME | 9/20/2049 | 5.0 | 84782 | 86004 |
| GNMA II POOL MA6287 | FIXED INCOME | 11/20/2049 | 5.0 | 38985 | 39547 |
| GNMA II POOL MA6413 | FIXED INCOME | 1/20/2050 | 5.0 | 55937 | 56743 |
| GNMA II POOL MA6476 | FIXED INCOME | 2/20/2050 | 4.0 | 466300 | 447782 |
| GNMA II POOL MA6711 | FIXED INCOME | 6/20/2050 | 3.5 | 387392 | 359785 |
| GNMA II POOL MA6818 | FIXED INCOME | 8/20/2050 | 2.0 | 51702 | 42929 |
| GNMA II POOL MA6865 | FIXED INCOME | 9/20/2050 | 2.5 | 564396 | 488772 |
| GNMA II POOL MA6997 | FIXED INCOME | 11/20/2050 | 3.5 | 433683 | 402825 |
| GNMA II POOL MA7184 | FIXED INCOME | 2/20/2051 | 2.0 | 469119 | 381432 |
| GNMA II POOL MA7303 | FIXED INCOME | 4/20/2051 | 2.0 | 410395 | 333668 |
| GNMA II POOL MA7314 | FIXED INCOME | 4/20/2051 | 3.5 | 85502 | 79409 |
| GNMA II POOL MA7316 | FIXED INCOME | 4/20/2051 | 4.5 | 723745 | 717716 |
| GNMA II POOL MA7475 | FIXED INCOME | 7/20/2051 | 4.0 | 296322 | 284695 |
| GNMA II POOL MA7590 | FIXED INCOME | 9/20/2051 | 3.0 | 312030 | 281153 |
| GNMA II POOL MA7883 | FIXED INCOME | 2/20/2052 | 3.5 | 501804 | 464539 |
| GNMA II POOL MA8266 | FIXED INCOME | 9/20/2052 | 3.5 | 96040 | 88834 |
| GNMA II POOL MA8348 | FIXED INCOME | 10/20/2052 | 5.0 | 73702 | 74059 |
| GNMA II POOL MA8429 | FIXED INCOME | 11/20/2052 | 5.5 | 341162 | 347057 |
| GNMA II POOL MA8726 | FIXED INCOME | 3/20/2053 | 5.5 | 135559 | 137858 |
| GNMA II POOL MA8796 | FIXED INCOME | 4/20/2053 | 3.0 | 218929 | 197763 |
| GNMA II POOL MA8801 | FIXED INCOME | 4/20/2053 | 5.5 | 624196 | 634625 |
| GNMA II POOL MA8879 | FIXED INCOME | 5/20/2053 | 5.5 | 364215 | 370255 |
| GNMA II POOL MB0481 | FIXED INCOME | 7/20/2055 | 3.5 | 4349960 | 3962863 |
| GNMA II TBA 30 YR 2 | FIXED INCOME | 2/15/2056 | 2.0 | 900000 | 745972 |
| GNMA II TBA 30 YR 3.5 | FIXED INCOME | 2/19/2056 | 3.5 | 500000 | 455390 |
| GNMA II TBA 30 YR 4 | FIXED INCOME | 2/15/2056 | 4.0 | 9800000 | 9254081 |
| GNMA II TBA 30 YR 4.5 | FIXED INCOME | 2/19/2056 | 4.5 | 5700000 | 5553892 |
| GNMA II TBA 30 YR 5 | FIXED INCOME | 1/15/2055 | 5.0 | 9775000 | 9753378 |
| GNMA II TBA 30 YR 6 | FIXED INCOME | 2/19/2056 | 6.0 | 12100000 | 12320704 |
| GOLDEN ST TOBACCO SECURITIZATI | FIXED INCOME | 6/1/2050 | 3.9 | 335000 | 303998 |
| GOLDMAN SACH AND CO | EQUITY |  |  | -370000 | (370000) |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/24/2029 | 6.5 | 600000 | 636894 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 4/25/2030 | 5.7 | 800000 | 836240 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 2/7/2030 | 2.6 | 4000000 | 3761000 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 1/27/2032 | 2.0 | 1300000 | 1155830 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 7/21/2042 | 2.9 | 990000 | 727462 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2032 | 2.7 | 1480000 | 1336603 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 3/15/2028 | 3.6 | 70000 | 69609 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 6/15/2027 | 4.4 | 630000 | 630630 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 5/22/2045 | 5.2 | 240000 | 225223 |
| GOLUB CAPITAL PARTNERS CLO, LT | FIXED INCOME | 4/20/2035 | 5.0 | 1400000 | 1400560 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2064 | 4.5 | 586137 | 585475 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 4/20/2070 | 4.5 | 156754 | 155017 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/16/2063 | 1.3 | 275507 | 203223 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/16/2063 | 1.4 | 413965 | 306927 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 3/16/2064 | 1.9 | 430877 | 173486 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/16/2064 | 2.0 | 98506 | 76486 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/16/2064 | 3.0 | 300000 | 203441 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 2/16/2064 | 2.0 | 2470736 | 1261408 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/16/2064 | 3.0 | 200000 | 137983 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/20/2050 | 1.3 | 784636 | 625881 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 12/20/2072 | 4.9 | 501888 | 506495 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2051 | 2.0 | 223161 | 184715 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2051 | 2.0 | 425129 | 378424 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2052 | 2.0 | 273923 | 230052 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 2/20/2052 | 2.5 | 139145 | 120867 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2051 | 2.5 | 318247 | 268545 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/20/2051 | 4.0 | 400000 | 364121 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2052 | 2.5 | 100000 | 84779 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 379599 | 379599 |
| GPMT LTD. | FIXED INCOME | 12/15/2036 | 5.2 | 872087 | 871935 |
| GREENSAIF PIPELINES BIDC | FIXED INCOME | 8/23/2042 | 6.1 | 825000 | 861176 |
| GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 5/25/2062 | 4.0 | 620992 | 579244 |
| GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 8/26/2052 | 3.0 | 1177518 | 1027522 |
| GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 9/25/2061 | 3.9 | 675932 | 666416 |
| GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 11/15/2032 | 5.0 | 739880 | 734944 |
| HALEON US CAPITAL LLC | FIXED INCOME | 3/24/2029 | 3.4 | 590000 | 576383 |
| HALSEYPOINT CLO 3, LTD. | FIXED INCOME | 7/30/2037 | 5.3 | 390000 | 391219 |
| HALSEYPOINT CLO I, LTD. | FIXED INCOME | 1/30/2038 | 5.2 | 360000 | 360454 |
| HANWHA FUTUREPROOF CORP | FIXED INCOME | 4/30/2028 | 4.8 | 1700000 | 1730736 |
| HARBOUR ENERGY PLC | FIXED INCOME | 4/1/2035 | 6.3 | 1300000 | 1319045 |
| HCA INC | FIXED INCOME | 2/15/2027 | 4.5 | 410000 | 410902 |
| HCA INC | FIXED INCOME | 9/1/2030 | 3.5 | 120000 | 115511 |
| HILTON DOMESTIC OPERATIN | FIXED INCOME | 2/15/2032 | 3.6 | 240000 | 222581 |
| HILTON DOMESTIC OPERATIN | FIXED INCOME | 4/1/2032 | 6.1 | 110000 | 113791 |
| HOME DEPOT INC | FIXED INCOME | 4/15/2040 | 3.3 | 480000 | 393605 |
| HOME DEPOT INC | FIXED INCOME | 4/15/2050 | 3.4 | 120000 | 84949 |
| HONEYWELL INTERNATIONAL | FIXED INCOME | 3/1/2035 | 5.0 | 340000 | 346678 |
| HSBC HOLDINGS PLC | FIXED INCOME | 11/22/2032 | 2.9 | 200000 | 181654 |
| HSBC HOLDINGS PLC | FIXED INCOME | 3/29/2033 | 4.8 | 440000 | 438236 |
| HSBC HOLDINGS PLC | FIXED INCOME | 11/3/2028 | 7.4 | 800000 | 845776 |
| HSBC HOLDINGS PLC | FIXED INCOME | 8/14/2027 | 5.5 | 1100000 | 1106765 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | HUMANA INC | FIXED INCOME | 3/15/2047 | 4.8 | 70000 | 59506 |
| | HUMANA INC | FIXED INCOME | 2/3/2032 | 2.2 | 60000 | 52056 |
| | HUNDRED ACRE WOOD TRUST | FIXED INCOME | 10/25/2051 | 4.9 | 898407 | 834657 |
| | HUNDRED ACRE WOOD TRUST | FIXED INCOME | 12/25/2051 | 5.0 | 977616 | 911542 |
| | HUNTINGTON INGALLS INDUS | FIXED INCOME | 1/15/2030 | 5.4 | 600000 | 620208 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 11/1/2027 | 4.9 | 800000 | 810480 |
| | ILLUMINA INC | FIXED INCOME | 9/9/2026 | 4.7 | 500000 | 501235 |
| | INTEL CORP | FIXED INCOME | 3/25/2050 | 4.8 | 180000 | 147485 |
| | INTEL CORP | FIXED INCOME | 8/12/2028 | 1.6 | 240000 | 225185 |
| | INTEL CORP | FIXED INCOME | 2/10/2030 | 5.1 | 160000 | 164142 |
| | INVITATION HOMES OP | FIXED INCOME | 1/15/2034 | 2.7 | 1500000 | 1284390 |
| | IPALCO ENTERPRISES INC | FIXED INCOME | 4/1/2034 | 5.8 | 600000 | 612942 |
| | JAMESTOWN CLO LTD | FIXED INCOME | 7/14/2031 | 5.3 | 233280 | 233187 |
| | JANE STREET GRP/JSG FIN | FIXED INCOME | 4/30/2031 | 7.1 | 130000 | 136635 |
| | JAPANESE YEN | CASH |  |  | 9458 | 60 |
| | JOHNSON + JOHNSON | FIXED INCOME | 9/1/2040 | 2.1 | 540000 | 382828 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 6/10/2042 | 3.9 | 1100000 | 1023482 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 6/15/2038 | 4.9 | 1300000 | 1264487 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 1/25/2047 | 3.4 | 684709 | 615591 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 5/25/2050 | 3.5 | 577295 | 522510 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 5/25/2052 | 5.0 | 948604 | 885029 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/1/2027 | 4.3 | 1240000 | 1249362 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2027 | 1.6 | 1000000 | 992050 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2052 | 3.3 | 540000 | 383756 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 11/8/2032 | 2.5 | 2530000 | 2284033 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/23/2030 | 5.0 | 7100000 | 7282328 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2028 | 5.6 | 400000 | 408048 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2028 | 4.9 | 500000 | 502115 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2030 | 5.6 | 300000 | 313152 |
|  | JT INTL FIN SERVICES BV | FIXED INCOME | 9/28/2028 | 3.9 | 300000 | 297972 |
|  | KENVUE INC | FIXED INCOME | 3/22/2033 | 4.9 | 270000 | 275729 |
|  | KILROY REALTY LP | FIXED INCOME | 1/15/2036 | 6.3 | 500000 | 518275 |
|  | KINDER MORGAN INC | FIXED INCOME | 6/1/2045 | 5.6 | 160000 | 155037 |
|  | KINDER MORGAN INC | FIXED INCOME | 3/1/2048 | 5.2 | 10000 | 9160 |
|  | KNDR TRUST 2021 KIND | FIXED INCOME | 8/15/2038 | 4.8 | 317350 | 316049 |
|  | KRAFT HEINZ FOODS CO | FIXED INCOME | 7/15/2045 | 5.2 | 1060000 | 974098 |
|  | KROGER CO | FIXED INCOME | 9/15/2034 | 5.0 | 170000 | 171226 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2028 | 4.0 | 500000 | 500010 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2030 | 4.1 | 500000 | 499190 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2035 | 4.7 | 400000 | 398572 |
|  | L3HARRIS TECH INC | FIXED INCOME | 4/27/2045 | 5.1 | 190000 | 182343 |
|  | LAS VEGAS SANDS CORP | FIXED INCOME | 8/8/2029 | 3.9 | 70000 | 68229 |
|  | LAS VEGAS SANDS CORP | FIXED INCOME | 8/15/2029 | 6.0 | 110000 | 114868 |
|  | LCM LTD PARTNERSHIP | FIXED INCOME | 7/16/2031 | 5.2 | 7269 | 7268 |
|  | LIFEPOINT HEALTH INC | FIXED INCOME | 8/15/2030 | 9.9 | 30000 | 32308 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| LLOYDS BANKING GROUP PLC | FIXED INCOME | 3/22/2028 | 4.4 | 220000 | 221406 |
| LLOYDS BANKING GROUP PLC | FIXED INCOME | 11/26/2035 | 5.6 | 1300000 | 1360255 |
| LLOYDS BANKING GROUP PLC | FIXED INCOME | 1/5/2028 | 5.5 | 700000 | 709548 |
| LOANCORE 2021 CRE6 ISSUER, LTD | FIXED INCOME | 11/15/2038 | 5.2 | 132217 | 132233 |
| LOCKHEED MARTIN CORP | FIXED INCOME | 6/15/2032 | 3.9 | 100000 | 98052 |
| LOCKHEED MARTIN CORP | FIXED INCOME | 6/15/2053 | 4.2 | 550000 | 440886 |
| LOCKHEED MARTIN CORP | FIXED INCOME | 2/15/2064 | 5.2 | 80000 | 74389 |
| LOUISIANA ST LOCAL GOVT ENVRNM | FIXED INCOME | 2/1/2036 | 4.3 | 1200000 | 1192463 |
| LOWE S COS INC | FIXED INCOME | 4/15/2030 | 4.5 | 240000 | 243305 |
| LPL HOLDINGS INC | FIXED INCOME | 3/15/2030 | 5.2 | 1800000 | 1843596 |
| M+T EQUIPMENT NOTES | FIXED INCOME | 8/18/2031 | 4.9 | 290000 | 295034 |
| MARS INC | FIXED INCOME | 3/1/2035 | 5.2 | 1800000 | 1850886 |
| MASTERCARD INC | FIXED INCOME | 3/26/2050 | 3.9 | 240000 | 188736 |
| MCDONALD S CORP | FIXED INCOME | 7/1/2030 | 3.6 | 590000 | 579463 |
| MCDONALD S CORP | FIXED INCOME | 4/1/2050 | 4.2 | 300000 | 242181 |
| MEDLINE BORROWER/MEDL CO | FIXED INCOME | 4/1/2029 | 6.3 | 160000 | 165573 |
| MELCO RESORTS FINANCE | FIXED INCOME | 4/17/2032 | 7.6 | 210000 | 220716 |
| MERCEDES BENZ FIN NA | FIXED INCOME | 11/15/2027 | 4.9 | 1800000 | 1832670 |
| MET TOWER GLOBAL FUNDING | FIXED INCOME | 9/16/2030 | 4.2 | 2300000 | 2290478 |
| MEXICAN PESO (NEW) | CASH |  |  | 360 | 20 |
| MF1 MULTIFAMILY HOUSING MORTGA | FIXED INCOME | 6/19/2037 | 5.9 | 910070 | 910355 |
| MICRON TECHNOLOGY INC | FIXED INCOME | 4/15/2032 | 2.7 | 1300000 | 1167595 |
| MICRON TECHNOLOGY INC | FIXED INCOME | 2/9/2033 | 5.9 | 120000 | 127700 |
| MICRON TECHNOLOGY INC | FIXED INCOME | 1/15/2031 | 5.3 | 170000 | 176183 |
| MICROSOFT CORP | FIXED INCOME | 3/17/2052 | 2.9 | 230000 | 151398 |
| MIDAMERICAN ENERGY CO | FIXED INCOME | 4/15/2029 | 3.7 | 240000 | 237341 |
| MILL CITY MORTGAGE TRUST | FIXED INCOME | 9/25/2057 | 3.7 | 382162 | 379693 |
| MIZUHO FINANCIAL GROUP | FIXED INCOME | 7/10/2031 | 2.2 | 2600000 | 2364856 |
| MORGAN STANLEY | FIXED INCOME | 10/20/2032 | 2.5 | 890000 | 798926 |
| MORGAN STANLEY | FIXED INCOME | 10/18/2028 | 6.3 | 500000 | 519290 |
| MORGAN STANLEY | FIXED INCOME | 11/1/2029 | 6.4 | 500000 | 530050 |
| MORGAN STANLEY | FIXED INCOME | 1/16/2030 | 5.2 | 7100000 | 7294327 |
| MORGAN STANLEY | FIXED INCOME | 4/13/2028 | 5.0 | 900000 | 903789 |
| MORGAN STANLEY | FIXED INCOME | 7/19/2030 | 5.0 | 1000000 | 1026240 |
| MORGAN STANLEY CAP SVCS COC | EQUITY |  |  | 10000 | 10000 |
| MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 4/15/2055 | 3.8 | 1100000 | 1037133 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 7/6/2028 | 4.8 | 3600000 | 3604860 |
| MORGAN STANLEY RESIDENTIAL MOR | FIXED INCOME | 6/25/2054 | 6.5 | 510160 | 521545 |
| MORGAN STANLEY RESIDENTIAL MOR | FIXED INCOME | 2/25/2054 | 6.5 | 385838 | 393782 |
| MOSAIC SOLAR LOANS LLC | FIXED INCOME | 1/20/2053 | 2.6 | 759938 | 660557 |
| MOUNTAIN VIEW CLO | FIXED INCOME | 10/15/2034 | 6.8 | 1400000 | 1399300 |
| MPLX LP | FIXED INCOME | 4/15/2048 | 4.7 | 430000 | 358650 |
| MPLX LP | FIXED INCOME | 2/15/2029 | 4.8 | 430000 | 436648 |
| MSWF COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 12/15/2056 | 6.0 | 490000 | 529239 |
| MTN COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 3/15/2039 | 5.2 | 960000 | 958033 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | MUTUAL OF OMAHA GLOBAL | FIXED INCOME | 10/15/2029 | 4.8 | 700000 | 711676 |
| | NATIONAL GRID PLC | FIXED INCOME | 6/12/2033 | 5.8 | 600000 | 639060 |
| | NATWEST GROUP PLC | FIXED INCOME | 3/1/2028 | 5.6 | 900000 | 915795 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 7/16/2040 | 5.3 | 348666 | 349062 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 7/15/2070 | 2.2 | 618200 | 571334 |
| | NELNET STUDENT LOAN TRUST | FIXED INCOME | 4/20/2062 | 4.9 | 980000 | 978707 |
| | NELNET STUDENT LOAN TRUST | FIXED INCOME | 6/22/2065 | 4.7 | 1242349 | 1236555 |
| | NELNET STUDENT LOAN TRUST | FIXED INCOME | 6/22/2065 | 5.3 | 955653 | 964029 |
| \* | NEUBERGER BERMAN CLO LTD | FIXED INCOME | 10/14/2036 | 5.0 | 2700000 | 2696096 |
|  | NEW ISRAELI SHEQEL | CASH |  |  | 599 | 188 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 7/25/2059 | 2.8 | 436453 | 422595 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 3/27/2062 | 3.1 | 216008 | 205294 |
|  | NEW S WALES TREASURY CRP | FIXED INCOME | 3/20/2034 | 1.8 | 1600000 | 826840 |
|  | NEW S WALES TREASURY CRP | FIXED INCOME | 2/20/2037 | 4.8 | 300000 | 188166 |
|  | NEW ZEALAND DOLLAR | CASH |  |  | 216 | 124 |
|  | NEXI SPA | FIXED INCOME | 4/30/2029 | 2.1 | 600000 | 677364 |
|  | NISSAN MOTOR CO | FIXED INCOME | 9/17/2030 | 4.8 | 1400000 | 1321222 |
|  | NJ TRUST 2023 GSP | FIXED INCOME | 1/6/2029 | 6.5 | 380000 | 398038 |
|  | NLG GLOBAL FUNDING | FIXED INCOME | 9/15/2030 | 4.4 | 1900000 | 1880924 |
|  | NOMURA HOLDINGS INC | FIXED INCOME | 7/12/2028 | 6.1 | 900000 | 939249 |
|  | NORTHROP GRUMMAN CORP | FIXED INCOME | 1/15/2028 | 3.3 | 590000 | 582354 |
|  | NORTHROP GRUMMAN CORP | FIXED INCOME | 5/1/2050 | 5.3 | 240000 | 227258 |
|  | NORTHWESTERN CORP | FIXED INCOME | 3/21/2030 | 5.1 | 2300000 | 2358765 |
|  | NORWEGIAN KRONE | CASH |  |  | 77851 | 7718 |
|  | NSTAR ELECTRIC CO | FIXED INCOME | 6/1/2034 | 5.4 | 800000 | 830400 |
|  | NTT FINANCE CORP | FIXED INCOME | 7/16/2028 | 4.6 | 400000 | 405180 |
|  | NUVEEN LLC | FIXED INCOME | 1/15/2030 | 5.6 | 800000 | 833608 |
|  | NYC TRUST | FIXED INCOME | 8/15/2029 | 5.7 | 240000 | 240315 |
|  | NYKREDIT REALKREDIT A/S | FIXED INCOME | 10/1/2050 | 1.0 | 2 | 0 |
|  | NYO COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 11/15/2038 | 5.0 | 1500000 | 1496939 |
|  | OAKTREE CLO LTD | FIXED INCOME | 4/20/2037 | 5.4 | 650000 | 650780 |
|  | OCCIDENTAL PETROLEUM COR | FIXED INCOME | 8/15/2029 | 3.5 | 1030000 | 992848 |
|  | OCCIDENTAL PETROLEUM COR | FIXED INCOME | 3/15/2046 | 6.6 | 1110000 | 1145675 |
|  | OCTAGON INVESTMENTS PARTNERS 3 | FIXED INCOME | 4/15/2031 | 5.1 | 84469 | 84436 |
|  | ONCOR ELECTRIC DELIVERY | FIXED INCOME | 5/15/2028 | 4.3 | 600000 | 604878 |
|  | ONEOK INC | FIXED INCOME | 11/1/2026 | 5.6 | 90000 | 90965 |
|  | ONEOK INC | FIXED INCOME | 11/1/2030 | 5.8 | 950000 | 1002098 |
|  | ONEOK INC | FIXED INCOME | 9/1/2053 | 6.6 | 110000 | 115676 |
|  | ONNI COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 7/15/2039 | 5.6 | 630000 | 642200 |
|  | ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 2/25/2052 | 3.0 | 910055 | 772388 |
|  | ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 7/25/2062 | 4.7 | 619766 | 615856 |
|  | ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 2/25/2063 | 5.9 | 272400 | 272380 |
|  | ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 7/25/2063 | 6.5 | 550060 | 552759 |
|  | ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 4/25/2063 | 6.8 | 567186 | 572404 |
|  | ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 12/25/2063 | 5.9 | 915342 | 921425 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 11/25/2063 | 5.9 | 521087 | 524774 |
| OPEN TEXT CORP | FIXED INCOME | 12/1/2027 | 6.9 | 1400000 | 1456420 |
| ORACLE CORP | FIXED INCOME | 4/1/2030 | 3.0 | 40000 | 36931 |
| ORACLE CORP | FIXED INCOME | 3/25/2026 | 1.7 | 420000 | 417316 |
| ORACLE CORP | FIXED INCOME | 3/25/2031 | 2.9 | 520000 | 466513 |
| ORACLE CORP | FIXED INCOME | 11/9/2029 | 6.2 | 500000 | 522030 |
| ORACLE CORP | FIXED INCOME | 5/6/2030 | 4.7 | 160000 | 158594 |
| ORACLE CORP | FIXED INCOME | 9/27/2054 | 5.4 | 270000 | 219208 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2027 | 2.1 | 530000 | 513877 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 7/1/2050 | 5.0 | 4700000 | 3989219 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/15/2027 | 5.5 | 540000 | 549180 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 10/15/2032 | 5.1 | 1900000 | 1914022 |
| PACIFIC LIFE GF II | FIXED INCOME | 7/18/2028 | 5.5 | 600000 | 622866 |
| PARALLEL LTD | FIXED INCOME | 7/15/2034 | 5.0 | 2600000 | 2600231 |
| PARK BLUE CLO LTD | FIXED INCOME | 7/20/2037 | 5.3 | 590000 | 591350 |
| PARK BLUE CLO LTD | FIXED INCOME | 7/25/2037 | 5.3 | 490000 | 491328 |
| PAYPAL HOLDINGS INC | FIXED INCOME | 6/1/2030 | 2.3 | 240000 | 222427 |
| PERMIAN RESOURC OPTG LLC | FIXED INCOME | 2/1/2033 | 6.3 | 100000 | 102601 |
| PETROBRAS GLOBAL FINANCE | FIXED INCOME | 2/1/2029 | 5.8 | 1140000 | 1160816 |
| PFIZER INC | FIXED INCOME | 5/28/2050 | 2.7 | 530000 | 332416 |
| PFP III | FIXED INCOME | 9/17/2039 | 5.6 | 106258 | 106523 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 3/20/2042 | 4.5 | 410000 | 367303 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 2/13/2029 | 4.9 | 110000 | 112691 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 2/13/2031 | 5.1 | 30000 | 31107 |
| PIEDMONT NATURAL GAS CO | FIXED INCOME | 6/1/2050 | 3.4 | 240000 | 165314 |
| PIMCO FDS SHORT TERM FLTG NAV | EQUITY |  |  | 12564599 | 125859589 |
| PIMCO FUNDS | EQUITY |  |  | 579256 | 5809935 |
| PIONEER NATURAL RESOURCE | FIXED INCOME | 8/15/2030 | 1.9 | 60000 | 54397 |
| PIONEER NATURAL RESOURCE | FIXED INCOME | 1/15/2031 | 2.2 | 380000 | 345112 |
| PM GENERAL PURCHASER LLC | FIXED INCOME | 10/1/2028 | 9.5 | 170000 | 146197 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 6/12/2029 | 5.6 | 330000 | 342230 |
| POUND STERLING | CASH |  |  | 22641 | 30453 |
| PRESTON RIDGE PARTNERS MORTGAG | FIXED INCOME | 5/25/2054 | 4.0 | 970204 | 960631 |
| PRETIUM MORTGAGE CREDIT PARTNE | FIXED INCOME | 6/25/2064 | 4.1 | 1220049 | 1175307 |
| PRINCIPAL LFE GLB FND II | FIXED INCOME | 6/28/2028 | 5.5 | 1100000 | 1134881 |
| PRKCM TRUST | FIXED INCOME | 11/25/2056 | 2.1 | 690074 | 617816 |
| PRKCM TRUST | FIXED INCOME | 5/25/2059 | 6.4 | 401194 | 406372 |
| PROLOGIS LP | FIXED INCOME | 1/15/2032 | 2.3 | 600000 | 531810 |
| PROSUS NV | FIXED INCOME | 7/13/2031 | 3.1 | 510000 | 464075 |
| PUBLIC SERVICE ENTERPRIS | FIXED INCOME | 10/15/2033 | 6.1 | 500000 | 539310 |
| QUEENSLAND TREASURY CORP | FIXED INCOME | 8/20/2032 | 1.5 | 1500000 | 807692 |
| QUEENSLAND TREASURY CORP | FIXED INCOME | 8/22/2035 | 4.5 | 400000 | 249919 |
| READYCAP COMMERCIAL MORTGAGE T | FIXED INCOME | 11/25/2036 | 5.0 | 142050 | 142016 |
| REALKREDIT DANMARK | FIXED INCOME | 10/1/2053 | 1.5 | 1 | 0 |
| RELIANCE INDUSTRIES LTD | FIXED INCOME | 1/12/2052 | 3.6 | 250000 | 183515 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| RENEW POWER PVT LTD | FIXED INCOME | 3/5/2027 | 5.9 | 658000 | 654295 |
| REPUBLIC OF INDONESIA | FIXED INCOME | 3/12/2051 | 3.1 | 200000 | 133348 |
| REPUBLIC OF NIGERIA | FIXED INCOME | 11/28/2027 | 6.5 | 500000 | 504920 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2031 | 7.0 | 3441000 | 1137190 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2032 | 6.2 | 10385000 | 3330482 |
| REPUBLIC OF PERU | FIXED INCOME | 3/10/2051 | 3.6 | 530000 | 372145 |
| REPUBLIC OF PERU | FIXED INCOME | 8/8/2054 | 5.9 | 800000 | 791552 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2032 | 6.2 | 4600000 | 1475226 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2034 | 5.4 | 4000000 | 1186201 |
| REPUBLIC OF PHILIPPINES | FIXED INCOME | 7/17/2028 | 4.6 | 1000000 | 1011230 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 2/28/2048 | 8.8 | 2500000 | 145483 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 1/31/2040 | 9.0 | 5500000 | 332971 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 3/31/2036 | 6.3 | 4500000 | 232083 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 1/31/2044 | 8.8 | 960000 | 55737 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 2/28/2035 | 8.9 | 46260000 | 2912314 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 2/28/2048 | 8.8 | 1900000 | 110567 |
| RISERVA CLO, LTD. | FIXED INCOME | 1/18/2034 | 4.9 | 2800000 | 2800860 |
| ROCHE HOLDINGS INC | FIXED INCOME | 12/13/2051 | 2.6 | 250000 | 152958 |
| ROGERS COMMUNICATIONS IN | FIXED INCOME | 3/15/2027 | 3.2 | 1200000 | 1188552 |
| ROGERS COMMUNICATIONS IN | FIXED INCOME | 2/15/2034 | 5.3 | 220000 | 222053 |
| ROLLS ROYCE PLC | FIXED INCOME | 10/15/2027 | 5.8 | 500000 | 512175 |
| ROMANIA | FIXED INCOME | 6/7/2033 | 5.4 | 1900000 | 2251918 |
| ROYAL BANK OF CANADA | FIXED INCOME | 5/4/2032 | 3.9 | 230000 | 223583 |
| ROYAL BANK OF CANADA | FIXED INCOME | 2/1/2034 | 5.2 | 70000 | 73098 |
| ROYAL CARIBBEAN CRUISES | FIXED INCOME | 2/1/2033 | 6.0 | 350000 | 360129 |
| RTX CORP | FIXED INCOME | 7/1/2050 | 3.1 | 240000 | 161899 |
| RTX CORP | FIXED INCOME | 7/1/2030 | 2.3 | 410000 | 377905 |
| RTX CORP | FIXED INCOME | 3/15/2052 | 3.0 | 180000 | 117785 |
| RTX CORP | FIXED INCOME | 3/15/2031 | 6.0 | 200000 | 215666 |
| RWE FINANCE US LLC | FIXED INCOME | 9/18/2035 | 5.1 | 2400000 | 2390352 |
| SAGAX AB | FIXED INCOME | 1/30/2027 | 1.1 | 523000 | 605669 |
| SAGAX EURO MTN | FIXED INCOME | 1/26/2028 | 0.8 | 600000 | 676596 |
| SANTANDER HOLDINGS USA | FIXED INCOME | 3/9/2029 | 6.5 | 450000 | 469053 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 9/11/2030 | 4.9 | 700000 | 708337 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 1/13/2031 | 5.4 | 1500000 | 1569510 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 3/5/2037 | 3.8 | 2200000 | 2539634 |
| SCE RECOVERY FUNDING LLC | FIXED INCOME | 6/15/2042 | 4.7 | 527623 | 528361 |
| SCF EQUIPMENT TRUST LLC | FIXED INCOME | 11/21/2033 | 5.1 | 470000 | 479991 |
| SERVICE PROPERTIES TRUST | FIXED INCOME | 6/15/2029 | 8.4 | 150000 | 150896 |
| SFO COMMERICAL MORTGAGE TRUST | FIXED INCOME | 5/15/2038 | 5.0 | 1500000 | 1488949 |
| SG CAPITAL PARTNERS | FIXED INCOME | 8/25/2062 | 5.4 | 677013 | 675038 |
| SHELL FINANCE US INC | FIXED INCOME | 4/6/2030 | 2.8 | 590000 | 559763 |
| SHELL FINANCE US INC | FIXED INCOME | 4/6/2050 | 3.3 | 420000 | 290653 |
| SHIFT4 PAYMENTS LLC/FIN | FIXED INCOME | 8/15/2032 | 6.8 | 170000 | 175530 |
| SINGAPORE DOLLAR | CASH |  |  | 1138 | 885 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SLC STUDENT LOAN TRUST | FIXED INCOME | 3/15/2055 | 4.6 | 622445 | 607672 |
| SLG OFFICE TRUST | FIXED INCOME | 7/15/2041 | 2.6 | 310000 | 276885 |
| SLM STUDENT LOAN TRUST | FIXED INCOME | 6/15/2039 | 4.3 | 478367 | 465562 |
| SLM STUDENT LOAN TRUST | FIXED INCOME | 10/15/2041 | 8.6 | 499447 | 520103 |
| SLM STUDENT LOAN TRUST | FIXED INCOME | 10/25/2034 | 5.2 | 56164 | 56412 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 1/15/2053 | 4.6 | 430392 | 426236 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 10/16/2056 | 5.1 | 205172 | 207601 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 3/15/2056 | 5.4 | 1098689 | 1107472 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 2/16/2055 | 3.9 | 580569 | 568283 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 2/16/2055 | 5.4 | 580569 | 583469 |
| SMBC AVIATION CAPITAL FI | FIXED INCOME | 5/3/2028 | 5.5 | 600000 | 616284 |
| SOUTHERN CAL EDISON | FIXED INCOME | 11/1/2032 | 6.0 | 1300000 | 1378663 |
| SOUTHERN CAL EDISON | FIXED INCOME | 9/6/2026 | 4.4 | 300000 | 300441 |
| SOUTHERN NATURAL GAS | FIXED INCOME | 3/1/2032 | 8.0 | 120000 | 139068 |
| SPRINT CAPITAL CORP | FIXED INCOME | 3/15/2032 | 8.8 | 410000 | 496551 |
| SREIT TRUST | FIXED INCOME | 11/15/2036 | 4.7 | 910000 | 908518 |
| STARWOOD COMMERCIAL MORTGAGE T | FIXED INCOME | 11/15/2036 | 4.7 | 1300000 | 1296064 |
| STELLANTIS FINANCIAL SER | FIXED INCOME | 9/15/2028 | 5.0 | 1200000 | 1216728 |
| STELLANTIS FINANCIAL SER | FIXED INCOME | 9/15/2030 | 5.4 | 1200000 | 1218600 |
| STORE CAPITAL LLC | FIXED INCOME | 12/1/2031 | 2.7 | 1000000 | 883490 |
| STRIPS | FIXED INCOME | 5/15/2041 |  | 300000 | 142937 |
| STRIPS | FIXED INCOME | 11/15/2041 |  | 300000 | 138583 |
| SUMITOMO MITSUI TR BK LT | FIXED INCOME | 3/9/2028 | 5.5 | 500000 | 515505 |
| SUMITOMO MITSUI TR BK LT | FIXED INCOME | 9/11/2030 | 4.4 | 1900000 | 1906137 |
| SUTTER HEALTH | FIXED INCOME | 8/15/2033 | 5.2 | 900000 | 927477 |
| SUZANO AUSTRIA GMBH | FIXED INCOME | 1/15/2032 | 3.1 | 540000 | 482809 |
| SWAP BANK OF AMERICA BOC | EQUITY |  |  | -1200000 | (1200000) |
| SWAP CCPC BANK OF AMERICA COC | EQUITY |  |  | 523000 | 523000 |
| SWAP CITIBANK BOC | EQUITY |  |  | -670000 | (670000) |
| SWAP GOLDMAN SACHS BOC | EQUITY |  |  | -710000 | (710000) |
| SWAP JP MORGAN BOC | EQUITY |  |  | -1000000 | (1000000) |
| SWEDBANK AB | FIXED INCOME | 9/20/2027 | 5.3 | 1100000 | 1124101 |
| SWPC0KBG6 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | -1300000 | (1300000) |
| SWPC0KBG6 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2026 | 1.0 | 1300000 | 1309075 |
| SWPC0KE65 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | -1200000 | (1200000) |
| SWPC0KE65 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2026 | 1.0 | 1200000 | 1208248 |
| SWPC0KFP2 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | -870000 | (870000) |
| SWPC0KFP2 CDS USD R F 5.00000 | FIXED INCOME | 12/20/2026 | 5.0 | 870000 | 909429 |
| SWPC0KHX3 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2026 | 1.0 | -1500000 | (1500000) |
| SWPC0KHX3 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2026 | 1.0 | 1500000 | 1505444 |
| SWPC0KJH6 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | -1300000 | (1300000) |
| SWPC0KJH6 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2026 | 1.0 | 1300000 | 1308710 |
| SWPC0KJK9 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | -1300000 | (1300000) |
| SWPC0KJK9 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2026 | 1.0 | 1300000 | 1309166 |
| SWPC0KJL7 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | -1300000 | (1300000) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SWPC0KJL7 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2026 | 1.0 | 1300000 | 1311322 |
| SWPC0KR12 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | -800000 | (800000) |
| SWPC0KR12 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2027 | 1.0 | 800000 | 799136 |
| SWPC0KXJ6 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | -100000 | (100000) |
| SWPC0KXJ6 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2027 | 1.0 | 100000 | 99892 |
| SWPC0LEQ9 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2027 | 1.0 | -900000 | (900000) |
| SWPC0LEQ9 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2027 | 1.0 | 900000 | 897206 |
| SWPC0LUG3 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2028 | 1.0 | -995000 | (995000) |
| SWPC0LUG3 CDS USD R F 5.00000 | FIXED INCOME | 6/20/2028 | 5.0 | 995000 | 1101222 |
| SWPC0LX54 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2028 | 1.0 | -200000 | (200000) |
| SWPC0LX54 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2028 | 1.0 | 200000 | 202857 |
| SWPC0LY04 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2028 | 1.0 | -600000 | (600000) |
| SWPC0LY04 CDS USD R F 5.00000 | FIXED INCOME | 6/20/2028 | 5.0 | 600000 | 668023 |
| SWPC0NSQ0 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2030 | 1.0 | -900000 | (900000) |
| SWPC0NSQ0 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2030 | 1.0 | 900000 | 886940 |
| SWPC0NU04 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | -900000 | (900000) |
| SWPC0NU04 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | 900000 | 914197 |
| SWPC0NUU8 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | -2000000 | (2348901) |
| SWPC0NUU8 CDS EUR R F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | 2000000 | 2403104 |
| SWPC0NZ33 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | -1200000 | (1409341) |
| SWPC0NZ33 CDS EUR R F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | 1200000 | 1427609 |
| SWPC40YN6 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2029 | 1.0 | -3479059 | (4085982) |
| SWPC40YN6 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2029 | 5.0 | 3479059 | 4782418 |
| SWPC44KD5 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | -3200000 | (3758242) |
| SWPC44KD5 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2030 | 5.0 | 3200000 | 4506209 |
| SWPC44SD7 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | -5090000 | (5977953) |
| SWPC44SD7 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2030 | 5.0 | 5090000 | 7167688 |
| SWPC44TD6 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | -4500000 | (5285027) |
| SWPC44TD6 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2030 | 5.0 | 4500000 | 6336856 |
| SWU01IVA1 IRS EUR P V 06MEURIB | FIXED INCOME | 5/18/2027 | 2.2 | -2100000 | (2466346) |
| SWU01IVA1 IRS EUR R F 1.00000 | FIXED INCOME | 5/18/2027 | 1.0 | 2100000 | 2426359 |
| SWU01PDU1 IRS AUD P V 06MBBSW | FIXED INCOME | 9/20/2033 | 3.7 | -2400000 | (1600440) |
| SWU01PDU1 IRS AUD R F 4.50000 | FIXED INCOME | 9/20/2033 | 4.5 | 2400000 | 1585790 |
| SWU01PFI6 IRS EUR P V 06MEURIB | FIXED INCOME | 3/9/2033 | 2.1 | -500000 | (587225) |
| SWU01PFI6 IRS EUR R F 2.54700 | FIXED INCOME | 3/9/2033 | 2.5 | 500000 | 579783 |
| SWU027MN6 IRS BRL P V 00MBRCDI | FIXED INCOME | 1/4/2027 | 1.0 | -3200000 | (583968) |
| SWU027MN6 IRS BRL R F 11.94500 | FIXED INCOME | 1/4/2027 | 11.9 | 3200000 | 567208 |
| SWU02AHC9 IRS AUD P V 06MBBSW | FIXED INCOME | 3/19/2035 | 3.7 | -1700000 | (1133645) |
| SWU02AHC9 IRS AUD R F 4.00000 | FIXED INCOME | 3/19/2035 | 4.0 | 1700000 | 1071612 |
| SWU02CEU8 IRS EUR P V 06MEURIB | FIXED INCOME | 11/5/2034 | 2.1 | -300000 | (352335) |
| SWU02CEU8 IRS EUR R F 2.41000 | FIXED INCOME | 11/5/2034 | 2.4 | 300000 | 339966 |
| SWU02E1O2 IRS EUR P V 06MEURIB | FIXED INCOME | 12/31/2034 | 2.1 | -200000 | (234890) |
| SWU02E1O2 IRS EUR R F 2.38000 | FIXED INCOME | 12/31/2034 | 2.4 | 200000 | 225850 |
| SWU02E5V2 IRS EUR P V 06MEURIB | FIXED INCOME | 1/8/2035 | 2.0 | -300000 | (352335) |
| SWU02E5V2 IRS EUR R F 2.22000 | FIXED INCOME | 1/8/2035 | 2.2 | 300000 | 334146 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SWU02G2K4 IRS EUR P V 06MEURIB | FIXED INCOME | 3/13/2035 | 2.1 | -400000 | (469780) |
| SWU02G2K4 IRS EUR R F 2.46000 | FIXED INCOME | 3/13/2035 | 2.5 | 400000 | 453913 |
| SWU02JCH4 IRS BRL P V 00MBRCDI | FIXED INCOME | 1/2/2029 | 1.0 | -24500000 | (4471007) |
| SWU02JCH4 IRS BRL R F 13.40000 | FIXED INCOME | 1/2/2029 | 13.4 | 24500000 | 4475964 |
| SWU02JZR7 IRS EUR P V 06MEURIB | FIXED INCOME | 3/18/2036 | 1.0 | -9200000 | (10804945) |
| SWU02JZR7 IRS EUR R F 2.75000 | FIXED INCOME | 3/18/2036 | 2.8 | 9200000 | 10612839 |
| T MOBILE USA INC | FIXED INCOME | 4/15/2030 | 3.9 | 200000 | 196738 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2041 | 3.0 | 120000 | 89502 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2051 | 3.3 | 300000 | 200922 |
| T MOBILE USA INC | FIXED INCOME | 4/15/2029 | 3.4 | 60000 | 58525 |
| T MOBILE USA INC | FIXED INCOME | 4/15/2031 | 3.5 | 1210000 | 1158515 |
| T MOBILE USA INC | FIXED INCOME | 11/15/2031 | 2.3 | 420000 | 372670 |
| T MOBILE USA INC | FIXED INCOME | 4/15/2034 | 5.2 | 170000 | 174123 |
| TARGA RESOURCES CORP | FIXED INCOME | 2/1/2033 | 4.2 | 170000 | 162892 |
| TARGA RESOURCES CORP | FIXED INCOME | 4/15/2052 | 5.0 | 70000 | 59938 |
| TARGA RESOURCES PARTNERS | FIXED INCOME | 2/1/2031 | 4.9 | 230000 | 231640 |
| TD SYNNEX CORP | FIXED INCOME | 4/12/2034 | 6.1 | 500000 | 528650 |
| TEACHERS INSUR + ANNUITY | FIXED INCOME | 9/15/2044 | 4.9 | 240000 | 218981 |
| TENNESSEE GAS PIPELINE | FIXED INCOME | 3/1/2030 | 2.9 | 240000 | 226658 |
| TEVA PHARMACEUTICALS NE | FIXED INCOME | 5/9/2029 | 5.1 | 2910000 | 2936627 |
| TEXAS NATURAL GAS SECURITIZTN | FIXED INCOME | 4/1/2041 | 5.2 | 600000 | 613780 |
| THAMES WATER SUPER SEN | FIXED INCOME | 10/10/2027 | 9.8 | 5859 | 9043 |
| TIME WARNER CABLE LLC | FIXED INCOME | 5/1/2037 | 6.6 | 60000 | 61265 |
| TORONTO DOMINION BANK | FIXED INCOME | 6/8/2032 | 4.5 | 80000 | 79942 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 3/25/2058 | 3.3 | 174532 | 172994 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 3/25/2058 | 3.8 | 439323 | 429432 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 1/25/2060 | 2.7 | 493525 | 477049 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 7/25/2065 | 5.0 | 742898 | 750095 |
| TRANSDIGM INC | FIXED INCOME | 12/1/2031 | 7.1 | 170000 | 178291 |
| TRANSDIGM INC | FIXED INCOME | 3/1/2029 | 6.4 | 70000 | 72269 |
| TRANSDIGM INC | FIXED INCOME | 3/1/2032 | 6.6 | 80000 | 83238 |
| TRESTLES CLO LTD | FIXED INCOME | 10/25/2037 | 5.2 | 510000 | 511212 |
| TRINITAS CLO LTD | FIXED INCOME | 1/23/2037 | 5.7 | 250000 | 250000 |
| TRUIST FINANCIAL CORP | FIXED INCOME | 6/8/2027 | 6.0 | 220000 | 221749 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2043 | 0.6 | 4531520 | 3385187 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2044 | 1.4 | 1117584 | 939054 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2045 | 0.8 | 2073915 | 1517685 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2046 | 1.0 | 755739 | 571867 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2049 | 1.0 | 258770 | 186941 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2050 | 0.3 | 253274 | 146464 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2051 | 0.1 | 1500636 | 814564 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2052 | 0.1 | 1286527 | 683467 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2053 | 1.5 | 219058 | 171503 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2054 | 2.1 | 2217177 | 2001218 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2055 | 2.4 | 1227818 | 1169905 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| TSY INFL IX N/B | FIXED INCOME | 4/15/2028 | 1.3 | 13350912 | 13306061 |
| TSY INFL IX N/B | FIXED INCOME | 7/15/2034 | 1.9 | 4721035 | 4750910 |
| UBS COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 12/15/2050 | 3.4 | 167376 | 165567 |
| UBS GROUP AG | FIXED INCOME | 4/1/2031 | 4.2 | 400000 | 396548 |
| UBS GROUP AG | FIXED INCOME | 5/14/2032 | 3.1 | 3720000 | 3453164 |
| UBS GROUP AG | FIXED INCOME | 5/12/2028 | 4.8 | 310000 | 312483 |
| UBS GROUP AG | FIXED INCOME | 2/8/2030 | 5.4 | 900000 | 930150 |
| UNION PACIFIC CORP | FIXED INCOME | 3/20/2060 | 3.8 | 300000 | 217176 |
| UNION PACIFIC CORP | FIXED INCOME | 4/6/2036 | 2.9 | 660000 | 558472 |
| UNITED AIRLINES INC | FIXED INCOME | 4/15/2029 | 4.6 | 510000 | 507175 |
| UNITED KINGDOM GILT | FIXED INCOME | 7/31/2054 | 4.4 | 2330000 | 2751120 |
| UNITED KINGDOM GILT | FIXED INCOME | 10/22/2061 | 0.5 | 200000 | 70502 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/8/2044 | 4.8 | 1130000 | 930261 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/7/2036 | 6.0 | 700000 | 709429 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/22/2031 | 4.8 | 200000 | 197546 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/22/2033 | 5.4 | 200000 | 198100 |
| UNITED MEXICAN STATES | FIXED INCOME | 9/22/2035 | 5.6 | 400000 | 394272 |
| UNITED RENTALS NORTH AM | FIXED INCOME | 2/15/2031 | 3.9 | 540000 | 516807 |
| UNITED RENTALS NORTH AM | FIXED INCOME | 1/15/2032 | 3.8 | 130000 | 121913 |
| UNITED RENTALS NORTH AM | FIXED INCOME | 3/15/2034 | 6.1 | 190000 | 198147 |
| UNITED WHOLSALE MORTGAGE LLC | FIXED INCOME | 9/25/2051 | 5.0 | 967597 | 898739 |
| UNITED WHOLSALE MORTGAGE LLC | FIXED INCOME | 11/25/2051 | 2.5 | 540588 | 484995 |
| UNITED WHOLSALE MORTGAGE LLC | FIXED INCOME | 11/25/2051 | 5.0 | 1135201 | 1060635 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2040 | 2.8 | 530000 | 397564 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2060 | 3.1 | 120000 | 72701 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2031 | 2.3 | 40000 | 36120 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2029 | 4.0 | 190000 | 189882 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2032 | 4.2 | 130000 | 128561 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 4/15/2034 | 5.0 | 190000 | 193281 |
| US 10YR FUT OPTN FEB 26C 113.5 | OPTIONS | 1/23/2026 |  | -78000 | (8531) |
| US 10YR FUT OPTN FEB 26P 111.5 | OPTIONS | 1/23/2026 |  | -56000 | (7000) |
| US 10YR FUT OPTN FEB 26P 112 | OPTIONS | 1/23/2026 |  | -22000 | (5844) |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | 37600000 | (70274) |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | 800000 | (1828) |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | -13200000 | (17151) |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 21600000 | (1947) |
| US BANCORP | FIXED INCOME | 1/27/2028 | 2.2 | 30000 | 29465 |
| US BANCORP | FIXED INCOME | 6/12/2029 | 5.8 | 240000 | 249588 |
| US BANCORP | FIXED INCOME | 6/12/2034 | 5.8 | 100000 | 106744 |
| US DOLLAR | CASH |  |  | -5997906 | (5997906) |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | -7800000 | 47424 |
| US TREASURY N/B | FIXED INCOME | 5/15/2041 | 4.4 | 918000 | 897345 |
| US TREASURY N/B | FIXED INCOME | 2/15/2043 | 3.1 | 2600000 | 2111281 |
| US TREASURY N/B | FIXED INCOME | 2/15/2044 | 3.6 | 10000 | 8619 |
| US TREASURY N/B | FIXED INCOME | 2/15/2048 | 3.0 | 4800000 | 3586500 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | FIXED INCOME | 5/15/2048 | 3.1 | 500000 | 381328 |
| US TREASURY N/B | FIXED INCOME | 8/15/2048 | 3.0 | 200000 | 148688 |
| US TREASURY N/B | FIXED INCOME | 11/15/2048 | 3.4 | 2400000 | 1906875 |
| US TREASURY N/B | FIXED INCOME | 2/15/2049 | 3.0 | 1200000 | 887625 |
| US TREASURY N/B | FIXED INCOME | 5/15/2049 | 2.9 | 6700000 | 4828188 |
| US TREASURY N/B | FIXED INCOME | 8/15/2049 | 2.3 | 8953000 | 5640390 |
| US TREASURY N/B | FIXED INCOME | 11/15/2049 | 2.4 | 750000 | 483984 |
| US TREASURY N/B | FIXED INCOME | 2/15/2050 | 2.0 | 3400000 | 2002281 |
| US TREASURY N/B | FIXED INCOME | 11/15/2050 | 1.6 | 1500000 | 791250 |
| US TREASURY N/B | FIXED INCOME | 2/15/2051 | 1.9 | 9550000 | 5361430 |
| US TREASURY N/B | FIXED INCOME | 5/15/2051 | 2.4 | 1300000 | 823063 |
| US TREASURY N/B | FIXED INCOME | 8/15/2051 | 2.0 | 36790000 | 21177244 |
| US TREASURY N/B | FIXED INCOME | 8/15/2041 | 1.8 | 15100000 | 10230250 |
| US TREASURY N/B | FIXED INCOME | 11/15/2051 | 1.9 | 19570000 | 10870523 |
| US TREASURY N/B | FIXED INCOME | 11/15/2041 | 2.0 | 2400000 | 1681500 |
| US TREASURY N/B | FIXED INCOME | 5/15/2042 | 3.3 | 22200000 | 18585563 |
| US TREASURY N/B | FIXED INCOME | 11/15/2042 | 4.0 | 2075000 | 1909000 |
| US TREASURY N/B | FIXED INCOME | 5/15/2043 | 3.9 | 20000 | 18009 |
| US TREASURY N/B | FIXED INCOME | 8/15/2043 | 4.4 | 1476000 | 1415115 |
| US TREASURY N/B | FIXED INCOME | 11/15/2043 | 4.8 | 4700000 | 4717625 |
| US TREASURY N/B | FIXED INCOME | 2/15/2044 | 4.5 | 460000 | 446775 |
| US TREASURY N/B | FIXED INCOME | 5/15/2044 | 4.6 | 1940000 | 1912113 |
| US TREASURY N/B | FIXED INCOME | 8/15/2055 | 4.8 | 2900000 | 2863750 |
| US TREASURY N/B | FIXED INCOME | 8/15/2045 | 4.9 | 974000 | 987240 |
| US TREASURY N/B | FIXED INCOME | 8/15/2031 | 1.3 | 36000000 | 31404375 |
| US TREASURY N/B | FIXED INCOME | 11/30/2029 | 3.9 | 150000 | 151359 |
| US TREASURY N/B | FIXED INCOME | 2/28/2031 | 4.3 | 50000 | 51203 |
| US TREASURY N/B | FIXED INCOME | 5/31/2031 | 4.6 | 2690000 | 2803274 |
| US TREASURY N/B | FIXED INCOME | 6/30/2031 | 4.3 | 3270000 | 3347918 |
| US TREASURY N/B | FIXED INCOME | 7/31/2029 | 4.0 | 190000 | 192568 |
| US TREASURY N/B | FIXED INCOME | 8/31/2031 | 3.8 | 440000 | 439038 |
| US TREASURY N/B | FIXED INCOME | 8/31/2029 | 3.6 | 1640000 | 1640897 |
| US TREASURY N/B | FIXED INCOME | 9/15/2027 | 3.4 | 580000 | 579026 |
| US TREASURY N/B | FIXED INCOME | 10/31/2029 | 4.1 | 130000 | 132316 |
| US TREASURY N/B | FIXED INCOME | 8/15/2035 | 4.3 | 187000 | 188724 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | 600000 | (8821) |
| VENTURE GLOBAL CALCASIEU | FIXED INCOME | 11/1/2033 | 3.9 | 120000 | 102917 |
| VENTURE GLOBAL LNG INC | FIXED INCOME | 6/1/2031 | 8.4 | 400000 | 397840 |
| VENTURE GLOBAL LNG INC | FIXED INCOME | 1/15/2030 | 7.0 | 240000 | 230851 |
| VENTURE GLOBAL PLAQUE | FIXED INCOME | 1/15/2034 | 6.5 | 1000000 | 1023810 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 8/10/2033 | 4.5 | 30000 | 29562 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 1/20/2031 | 1.8 | 950000 | 836418 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 11/20/2040 | 2.7 | 450000 | 322218 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 3/22/2051 | 3.6 | 1350000 | 962307 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 3/22/2041 | 3.4 | 60000 | 47088 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| VERIZON COMMUNICATIONS | FIXED INCOME | 2/15/2035 | 4.8 | 1391000 | 1371860 |
| VERUS SECURITIZATION TRUST | FIXED INCOME | 6/25/2069 | 6.2 | 899184 | 910038 |
| VICI PROPERTIES LP | FIXED INCOME | 2/15/2028 | 4.8 | 1200000 | 1212252 |
| VICI PROPERTIES LP | FIXED INCOME | 4/1/2034 | 5.8 | 1000000 | 1034190 |
| VIKING CRUISES LTD | FIXED INCOME | 2/15/2029 | 7.0 | 280000 | 280700 |
| VIRGIN MEDIA SECURED FIN | FIXED INCOME | 5/15/2029 | 5.5 | 210000 | 206984 |
| VISA INC | FIXED INCOME | 4/15/2040 | 2.7 | 710000 | 547644 |
| VISA INC | FIXED INCOME | 4/15/2030 | 2.1 | 120000 | 111368 |
| VMED O2 UK FINAN | FIXED INCOME | 7/15/2031 | 4.8 | 200000 | 184808 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 11/13/2028 | 4.8 | 600000 | 606306 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 6/8/2027 | 4.4 | 1900000 | 1902907 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 9/11/2027 | 4.5 | 900000 | 903582 |
| WALT DISNEY COMPANY/THE | FIXED INCOME | 11/15/2037 | 6.7 | 60000 | 68644 |
| WASTE CONNECTIONS INC | FIXED INCOME | 3/1/2034 | 5.0 | 210000 | 214801 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/22/2027 | 4.3 | 530000 | 532258 |
| WELLS FARGO + COMPANY | FIXED INCOME | 6/17/2027 | 3.2 | 900000 | 896283 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/4/2031 | 4.5 | 1280000 | 1290010 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/4/2051 | 5.0 | 1830000 | 1679208 |
| WELLS FARGO + COMPANY | FIXED INCOME | 6/2/2028 | 2.4 | 490000 | 478799 |
| WELLS FARGO + COMPANY | FIXED INCOME | 3/2/2033 | 3.4 | 90000 | 84033 |
| WELLS FARGO + COMPANY | FIXED INCOME | 3/24/2028 | 3.5 | 1200000 | 1192428 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2029 | 5.6 | 200000 | 207030 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2034 | 5.6 | 270000 | 283341 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/22/2028 | 5.0 | 800000 | 804112 |
| WELLS FARGO + COMPANY | FIXED INCOME | 9/15/2029 | 4.1 | 1900000 | 1898347 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 6/15/2036 | 3.7 | 1100000 | 1033318 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 8/15/2057 | 5.3 | 280000 | 290113 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 4/1/2044 | 5.5 | 970000 | 885513 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 2/1/2030 | 4.1 | 400000 | 392236 |
| WESTERN SOUTHERN GLOBAL | FIXED INCOME | 7/16/2028 | 4.5 | 1600000 | 1611408 |
| WHITEBOX CLO I LTD | FIXED INCOME | 10/15/2035 | 5.2 | 1040000 | 1040009 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 3/15/2034 | 5.2 | 330000 | 336141 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 3/15/2032 | 8.8 | 410000 | 498121 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 6/24/2044 | 5.8 | 60000 | 59702 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 3/1/2048 | 4.9 | 240000 | 210946 |
| WIND RIVER CLO LTD | FIXED INCOME | 7/20/2034 | 5.0 | 1000000 | 999241 |
| WIND RIVER CLO LTD | FIXED INCOME | 4/15/2035 | 5.1 | 700000 | 700490 |
| WOODWARD CAPITAL MANAGEMENT | FIXED INCOME | 6/25/2054 | 6.5 | 679183 | 694497 |
| WOODWARD CAPITAL MANAGEMENT | FIXED INCOME | 9/25/2055 | 4.8 | 965012 | 963129 |
| WYNN RESORTS FINANCE LLC | FIXED INCOME | 2/15/2031 | 7.1 | 150000 | 162573 |
| YORKSHIRE WATER FINANCE | FIXED INCOME | 10/27/2032 | 1.8 | 1200000 | 1278287 |
| ZF NA CAPITAL | FIXED INCOME | 4/23/2032 | 6.9 | 270000 | 262302 |
|  | **Total:EXHIBIT I - Total Bond Market Fund** | **Total:EXHIBIT I - Total Bond Market Fund** | **Total:EXHIBIT I - Total Bond Market Fund** | **Total:EXHIBIT I - Total Bond Market Fund** | $**1145433945** |

---

------

**\* Party-In-Interest**

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

------

**EXHIBIT J - Total Bond Market Fund** 

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 180 MEDICAL INC | FIXED INCOME | 10/8/2035 | 5.3% | 2575000 |  | $2570056 |
|  | A+D MORTGAGE TRUST | FIXED INCOME | 7/25/2068 | 6.7 | 1247787 |  | 1254081 |
|  | ABN AMRO BANK NV | FIXED INCOME | 4/18/2026 | 4.8 | 2200000 |  | 2201518 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 10/29/2028 | 3.0 | 2500000 |  | 2425450 |
|  | AKER BP ASA | FIXED INCOME | 1/15/2031 | 4.0 | 900000 |  | 869373 |
|  | ALLEGION PLC | FIXED INCOME | 10/1/2029 | 3.5 | 2300000 |  | 2243811 |
|  | AMCOR GROUP FINANCE | FIXED INCOME | 5/23/2029 | 5.5 | 2375000 |  | 2456819 |
|  | AMERICA MOVIL SAB DE CV | FIXED INCOME | 11/15/2037 | 6.1 | 786000 |  | 844471 |
|  | AMERICA MOVIL SAB DE CV | FIXED INCOME | 3/30/2040 | 6.1 | 600000 |  | 639138 |
|  | AMERICAN NATIONAL GROUP | FIXED INCOME | 7/15/2035 | 6.0 | 1000000 |  | 1015980 |
|  | AMFAM HOLDINGS INC | FIXED INCOME | 3/11/2031 | 2.8 | 2000000 |  | 1756780 |
|  | AMGEN INC | FIXED INCOME | 3/2/2053 | 5.7 | 600000 |  | 589896 |
|  | ANGEL OAK MORTGAGE TRUST | FIXED INCOME | 11/26/2068 | 4.8 | 980075 |  | 978009 |
|  | ANGLO AMERICAN CAPITAL | FIXED INCOME | 4/10/2027 | 4.8 | 1592000 |  | 1604004 |
|  | ANHEUSER BUSCH CO/INBEV | FIXED INCOME | 2/1/2046 | 4.9 | 1713000 |  | 1591000 |
|  | ARTHUR J GALLAGHER + CO | FIXED INCOME | 3/9/2052 | 3.1 | 1500000 |  | 954105 |
|  | ASHTEAD CAPITAL INC | FIXED INCOME | 4/15/2034 | 5.8 | 2350000 |  | 2467406 |
|  | ASSURANT INC | FIXED INCOME | 2/22/2030 | 3.7 | 1800000 |  | 1749204 |
|  | AT+T INC | FIXED INCOME | 12/1/2057 | 3.8 | 2250000 |  | 1552298 |
|  | BANK | FIXED INCOME | 10/17/2052 | 2.9 | 1025000 |  | 971236 |
|  | BANK | FIXED INCOME | 5/15/2050 | 3.4 | 1143853 |  | 1135439 |
|  | BANK | FIXED INCOME | 5/15/2061 | 4.3 | 1775000 |  | 1776084 |
|  | BANK | FIXED INCOME | 9/15/2060 | 3.4 | 1500000 |  | 1481140 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 7/23/2029 | 4.3 | 500000 |  | 502245 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 6/14/2029 | 2.1 | 5300000 |  | 5056253 |
|  | BANK OF NOVA SCOTIA | FIXED INCOME | 6/12/2028 | 5.3 | 2125000 |  | 2190386 |
|  | BANK OF NOVA SCOTIA | FIXED INCOME | 2/14/2029 | 4.9 | 2425000 |  | 2472845 |
|  | BANK5 | FIXED INCOME | 1/15/2058 | 5.0 | 1225000 |  | 1251008 |
|  | BARCLAYS COMMERCIAL MORTGAGE S | FIXED INCOME | 9/15/2057 | 4.7 | 750000 |  | 757844 |
|  | BARCLAYS COMMERCIAL MORTGAGE S | FIXED INCOME | 11/15/2058 | 4.7 | 900000 |  | 909580 |
|  | BARCLAYS PLC | FIXED INCOME | 5/9/2034 | 6.2 | 2350000 |  | 2531138 |
|  | BELL CANADA | FIXED INCOME | 5/11/2033 | 5.1 | 1750000 |  | 1778228 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 10/10/2051 | 4.3 | 1500000 |  | 1496760 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 1/15/2051 | 3.7 | 675000 |  | 667866 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 8/15/2058 | 5.0 | 975000 |  | 993635 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BETH ISRAEL LAHEY HEALTH | FIXED INCOME | 7/1/2051 | 3.1 | 1100000 | 722051 |
| BMO MORTGAGE TRUST | FIXED INCOME | 10/15/2058 | 5.2 | 1000000 | 1028018 |
| BMO MORTGAGE TRUST | FIXED INCOME | 12/15/2058 | 5.2 | 950000 | 979238 |
| BNP PARIBAS | FIXED INCOME | 1/9/2030 | 5.2 | 2400000 | 2460096 |
| BOARDWALK PIPELINES LP | FIXED INCOME | 2/15/2031 | 3.4 | 1171000 | 1108480 |
| BPCE SA | FIXED INCOME | 10/19/2032 | 3.1 | 2500000 | 2244900 |
| BROADCOM INC | FIXED INCOME | 4/15/2034 | 3.5 | 2500000 | 2284500 |
| BUNGE LTD FINANCE CORP | FIXED INCOME | 4/21/2031 | 3.2 | 2500000 | 2354025 |
| CAPITAL ONE FINANCIAL CO | FIXED INCOME | 2/1/2029 | 5.5 | 2000000 | 2054320 |
| CD COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 2/10/2050 | 3.6 | 1700000 | 1663553 |
| CELLNEX FINANCE | FIXED INCOME | 7/7/2041 | 3.9 | 1000000 | 794680 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 10/23/2035 | 6.4 | 2000000 | 2066580 |
| CHASE MORTGAGE FINANCE CORPORA | FIXED INCOME | 3/25/2064 | 3.3 | 1187677 | 1062094 |
| CHASE MORTGAGE FINANCE CORPORA | FIXED INCOME | 4/25/2065 | 3.4 | 1610083 | 1458007 |
| CHASE MORTGAGE FINANCE CORPORA | FIXED INCOME | 9/25/2064 | 3.3 | 1226491 | 1096223 |
| CHUBB INA HOLDINGS LLC | FIXED INCOME | 12/15/2061 | 3.1 | 1000000 | 616970 |
| CIGNA GROUP/THE | FIXED INCOME | 9/15/2032 | 4.9 | 1025000 | 1039442 |
| CIM TRUST | FIXED INCOME | 3/25/2062 | 4.5 | 794398 | 786465 |
| CIM TRUST | FIXED INCOME | 8/25/2064 | 5.5 | 1036531 | 1051073 |
| CITIGROUP INC | FIXED INCOME | 10/27/2028 | 3.5 | 1200000 | 1189728 |
| CITIGROUP INC | FIXED INCOME | 5/7/2031 | 5.0 | 1500000 | 1532640 |
| CNO GLOBAL FUNDING | FIXED INCOME | 9/9/2029 | 5.0 | 2400000 | 2439384 |
| COCA COLA CONSOLIDATED | FIXED INCOME | 6/1/2034 | 5.5 | 2375000 | 2487456 |
| COLORADO ST HSG FIN AUTH | FIXED INCOME | 11/1/2053 | 6.3 | 1715000 | 1800109 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 10/1/2050 | 3.9 | 1200000 | 899808 |
| COMMONWEALTH BANK AUST | FIXED INCOME | 3/13/2034 | 5.8 | 2200000 | 2319944 |
| COREBRIDGE GLOB FUNDING | FIXED INCOME | 6/24/2029 | 5.2 | 2000000 | 2055260 |
| COX COMMUNICATIONS INC | FIXED INCOME | 6/15/2033 | 5.7 | 1100000 | 1110307 |
| CREDIT AGRICOLE SA | FIXED INCOME | 1/10/2035 | 6.3 | 2300000 | 2447821 |
| CSAIL COMMERCIAL MORTGAGE TRUS | FIXED INCOME | 8/15/2051 | 4.2 | 400000 | 399302 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2038 | 4.8 | 2000000 | 1892480 |
| DXC TECHNOLOGY CO | FIXED INCOME | 9/15/2028 | 2.4 | 2550000 | 2405772 |
| ENBRIDGE INC | FIXED INCOME | 6/20/2035 | 5.6 | 2000000 | 2074440 |
| ENEL FINANCE AMERICA LLC | FIXED INCOME | 7/12/2041 | 2.9 | 1200000 | 867060 |
| ENERGY TRANSFER LP | FIXED INCOME | 7/1/2038 | 7.5 | 1750000 | 2029860 |
| ENERGY TRANSFER LP | FIXED INCOME | 4/1/2035 | 5.7 | 350000 | 362964 |
| FED CAISSES DESJARDINS | FIXED INCOME | 8/23/2027 | 4.6 | 2200000 | 2222220 |
| FED HM LN PC POOL G08741 | FIXED INCOME | 1/1/2047 | 3.0 | 1405241 | 1278926 |
| FED HM LN PC POOL G08770 | FIXED INCOME | 7/1/2047 | 3.5 | 992849 | 934233 |
| FED HM LN PC POOL G08779 | FIXED INCOME | 9/1/2047 | 3.5 | 1350151 | 1270441 |
| FED HM LN PC POOL G30803 | FIXED INCOME | 2/1/2035 | 3.5 | 621710 | 611584 |
| FED HM LN PC POOL G60187 | FIXED INCOME | 8/1/2045 | 3.0 | 1406772 | 1286540 |
| FED HM LN PC POOL G60551 | FIXED INCOME | 4/1/2046 | 4.0 | 1242259 | 1208139 |
| FED HM LN PC POOL QC7500 | FIXED INCOME | 9/1/2051 | 3.0 | 2585954 | 2334389 |
| FED HM LN PC POOL QD0744 | FIXED INCOME | 11/1/2051 | 2.5 | 1612378 | 1388257 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL RA6338 | FIXED INCOME | 11/1/2051 | 2.5 | 3221672 | 2769998 |
| FED HM LN PC POOL RB0691 | FIXED INCOME | 12/1/2041 | 2.0 | 941722 | 828296 |
| FED HM LN PC POOL RB5138 | FIXED INCOME | 12/1/2041 | 2.0 | 1209500 | 1059116 |
| FED HM LN PC POOL RB5145 | FIXED INCOME | 2/1/2042 | 2.0 | 1136656 | 993909 |
| FED HM LN PC POOL RB5148 | FIXED INCOME | 3/1/2042 | 2.0 | 1303465 | 1142121 |
| FED HM LN PC POOL SB0967 | FIXED INCOME | 1/1/2037 | 2.0 | 1017832 | 952766 |
| FED HM LN PC POOL SC0242 | FIXED INCOME | 2/1/2042 | 2.5 | 1086707 | 983158 |
| FED HM LN PC POOL SD0968 | FIXED INCOME | 4/1/2052 | 3.5 | 1377084 | 1286431 |
| FED HM LN PC POOL SD2039 | FIXED INCOME | 1/1/2053 | 6.0 | 996255 | 1037049 |
| FED HM LN PC POOL SD2176 | FIXED INCOME | 1/1/2053 | 6.0 | 442220 | 460879 |
| FED HM LN PC POOL SD2446 | FIXED INCOME | 3/1/2053 | 5.5 | 977583 | 1001855 |
| FED HM LN PC POOL SD2903 | FIXED INCOME | 3/1/2051 | 2.0 | 2534551 | 2075964 |
| FED HM LN PC POOL SD3860 | FIXED INCOME | 9/1/2053 | 6.5 | 565330 | 592919 |
| FED HM LN PC POOL SD3906 | FIXED INCOME | 10/1/2053 | 6.0 | 620056 | 643238 |
| FED HM LN PC POOL SD5044 | FIXED INCOME | 3/1/2054 | 6.0 | 759056 | 788309 |
| FED HM LN PC POOL SD7530 | FIXED INCOME | 11/1/2050 | 2.5 | 2740858 | 2372740 |
| FED HM LN PC POOL SD7548 | FIXED INCOME | 11/1/2051 | 2.5 | 1382201 | 1193780 |
| FED HM LN PC POOL SD8331 | FIXED INCOME | 6/1/2053 | 5.5 | 1476716 | 1502383 |
| FED HM LN PC POOL SI2074 | FIXED INCOME | 9/1/2050 | 2.0 | 1296413 | 1072392 |
| FED HM LN PC POOL ZA1219 | FIXED INCOME | 6/1/2042 | 3.5 | 1084233 | 1034193 |
| FED HM LN PC POOL ZA2447 | FIXED INCOME | 2/1/2037 | 3.5 | 1129690 | 1101237 |
| FED HM LN PC POOL ZM8767 | FIXED INCOME | 10/1/2048 | 4.5 | 868552 | 862771 |
| FED HM LN PC POOL ZS4699 | FIXED INCOME | 1/1/2047 | 4.0 | 758964 | 733660 |
| FED HM LN PC POOL ZS4763 | FIXED INCOME | 4/1/2048 | 3.5 | 1424416 | 1336880 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 1/25/2031 | 3.7 | 1125000 | 1105803 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 5/25/2031 | 3.0 | 1175000 | 1114228 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 7/25/2030 | 4.3 | 1100000 | 1109869 |
| FIRSTKEY HOMES 2020 SFR1 TRUST | FIXED INCOME | 7/17/2038 | 4.3 | 1257383 | 1254915 |
| FIRSTKEY HOMES 2020 SFR1 TRUST | FIXED INCOME | 5/19/2039 | 4.1 | 1368958 | 1366590 |
| FISERV INC | FIXED INCOME | 8/21/2033 | 5.6 | 2000000 | 2063460 |
| FLEX INTERMEDIATE HOLDCO | FIXED INCOME | 6/30/2031 | 3.4 | 1500000 | 1383330 |
| FLORIDA GAS TRANSMISSION | FIXED INCOME | 7/1/2030 | 2.6 | 2000000 | 1848660 |
| FNMA POOL BF0500 | FIXED INCOME | 12/1/2054 | 3.0 | 1115211 | 1003951 |
| FNMA POOL BJ2492 | FIXED INCOME | 12/1/2047 | 3.5 | 857675 | 806076 |
| FNMA POOL BM1066 | FIXED INCOME | 2/1/2047 | 4.0 | 1966702 | 1910384 |
| FNMA POOL BM1260 | FIXED INCOME | 4/1/2037 | 4.0 | 527226 | 524250 |
| FNMA POOL BM1291 | FIXED INCOME | 12/1/2041 | 4.5 | 716248 | 720975 |
| FNMA POOL BM3362 | FIXED INCOME | 1/1/2044 | 4.5 | 943585 | 950415 |
| FNMA POOL BM3575 | FIXED INCOME | 4/1/2043 | 3.5 | 1269320 | 1218861 |
| FNMA POOL BQ6854 | FIXED INCOME | 12/1/2051 | 2.0 | 1716845 | 1417451 |
| FNMA POOL BQ9451 | FIXED INCOME | 3/1/2051 | 2.0 | 1619524 | 1338116 |
| FNMA POOL CA4509 | FIXED INCOME | 11/1/2034 | 2.5 | 756903 | 724612 |
| FNMA POOL CA6256 | FIXED INCOME | 7/1/2050 | 2.5 | 1263235 | 1095556 |
| FNMA POOL CA6308 | FIXED INCOME | 7/1/2050 | 3.0 | 985858 | 895125 |
| FNMA POOL CB1806 | FIXED INCOME | 10/1/2051 | 2.5 | 3370165 | 2907189 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL CB2162 | FIXED INCOME | 11/1/2051 | 3.0 | 1668939 | 1500800 |
| FNMA POOL CB2278 | FIXED INCOME | 12/1/2051 | 2.0 | 1440550 | 1189338 |
| FNMA POOL CB9813 | FIXED INCOME | 1/1/2055 | 6.0 | 1087030 | 1132477 |
| FNMA POOL FA1599 | FIXED INCOME | 5/1/2055 | 5.5 | 945167 | 966994 |
| FNMA POOL FA1990 | FIXED INCOME | 4/1/2055 | 6.0 | 955682 | 993945 |
| FNMA POOL FA2423 | FIXED INCOME | 1/1/2042 | 2.0 | 1968462 | 1727400 |
| FNMA POOL FM4032 | FIXED INCOME | 8/1/2035 | 2.5 | 687848 | 657629 |
| FNMA POOL FM4265 | FIXED INCOME | 9/1/2035 | 2.0 | 684995 | 641453 |
| FNMA POOL FM7615 | FIXED INCOME | 6/1/2036 | 2.0 | 679201 | 635527 |
| FNMA POOL FM9139 | FIXED INCOME | 7/1/2049 | 4.5 | 1689517 | 1701087 |
| FNMA POOL FM9209 | FIXED INCOME | 10/1/2051 | 3.0 | 2143538 | 1935011 |
| FNMA POOL FM9243 | FIXED INCOME | 10/1/2051 | 3.0 | 999828 | 897247 |
| FNMA POOL FM9504 | FIXED INCOME | 11/1/2051 | 2.5 | 2506064 | 2155495 |
| FNMA POOL FM9635 | FIXED INCOME | 12/1/2049 | 4.0 | 885884 | 854114 |
| FNMA POOL FM9877 | FIXED INCOME | 12/1/2051 | 2.5 | 1343855 | 1158163 |
| FNMA POOL FS0739 | FIXED INCOME | 2/1/2052 | 3.5 | 918589 | 858372 |
| FNMA POOL FS1144 | FIXED INCOME | 3/1/2052 | 3.0 | 1176233 | 1052850 |
| FNMA POOL FS2902 | FIXED INCOME | 9/1/2052 | 5.0 | 882506 | 890969 |
| FNMA POOL FS2917 | FIXED INCOME | 11/1/2033 | 3.0 | 514292 | 504016 |
| FNMA POOL FS5832 | FIXED INCOME | 10/1/2053 | 6.0 | 559231 | 580783 |
| FNMA POOL FS8015 | FIXED INCOME | 7/1/2053 | 6.0 | 1038496 | 1079631 |
| FNMA POOL FS8397 | FIXED INCOME | 8/1/2037 | 1.5 | 1157925 | 1057896 |
| FNMA POOL FS9402 | FIXED INCOME | 10/1/2054 | 6.0 | 1299950 | 1351038 |
| FNMA POOL FS9680 | FIXED INCOME | 2/1/2049 | 3.0 | 1117404 | 1028701 |
| FNMA POOL MA0864 | FIXED INCOME | 10/1/2031 | 4.5 | 523057 | 528336 |
| FNMA POOL MA2804 | FIXED INCOME | 11/1/2036 | 3.0 | 815162 | 780386 |
| FNMA POOL MA3183 | FIXED INCOME | 11/1/2047 | 4.0 | 446654 | 431880 |
| FNMA POOL MA3243 | FIXED INCOME | 1/1/2038 | 3.5 | 365762 | 355297 |
| FNMA POOL MA3333 | FIXED INCOME | 4/1/2048 | 4.0 | 164723 | 158816 |
| FNMA POOL MA4047 | FIXED INCOME | 6/1/2050 | 2.0 | 2164542 | 1775170 |
| FNMA POOL MA4077 | FIXED INCOME | 7/1/2050 | 2.0 | 2133709 | 1749138 |
| FNMA POOL MA4287 | FIXED INCOME | 3/1/2041 | 2.0 | 720530 | 634992 |
| FNMA POOL MA4842 | FIXED INCOME | 12/1/2052 | 5.5 | 948245 | 967368 |
| FORD CREDIT AUTO OWNER TRUST/F | FIXED INCOME | 8/15/2035 | 4.9 | 1075000 | 1096190 |
| FORD CREDIT FLOORPLAN MASTER O | FIXED INCOME | 4/15/2030 | 4.6 | 1550000 | 1575589 |
| FREDDIE MAC SCRT | FIXED INCOME | 11/25/2061 | 3.3 | 1835341 | 1600486 |
| GE HEALTHCARE TECH INC | FIXED INCOME | 6/15/2035 | 5.5 | 1550000 | 1613752 |
| GENERAL MOTORS | FIXED INCOME | 11/15/2029 | 4.7 | 820000 | 831739 |
| GLENCORE FUNDING LLC | FIXED INCOME | 9/1/2030 | 2.5 | 2575000 | 2359704 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 8/15/2029 | 3.2 | 2500000 | 2385225 |
| GM FINANCIAL REVOLVING RECEIVA | FIXED INCOME | 12/11/2036 | 5.0 | 1200000 | 1234555 |
| GM FINANCIAL REVOLVING RECEIVA | FIXED INCOME | 4/11/2035 | 5.1 | 1275000 | 1308948 |
| GNMA II POOL 785558 | FIXED INCOME | 7/20/2051 | 2.5 | 1235568 | 1054188 |
| GNMA II POOL 785615 | FIXED INCOME | 8/20/2051 | 2.5 | 1187263 | 1012974 |
| GNMA II POOL 786904 | FIXED INCOME | 8/20/2053 | 6.0 | 915184 | 947298 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GNMA II POOL 787304 | FIXED INCOME | 3/20/2054 | 6.0 | 781867 | 810856 |
| | GNMA II POOL 787313 | FIXED INCOME | 9/20/2051 | 2.5 | 778967 | 667779 |
| | GNMA II POOL MA1286 | FIXED INCOME | 9/20/2043 | 4.0 | 1079122 | 1051466 |
| | GNMA II POOL MA3376 | FIXED INCOME | 1/20/2046 | 3.5 | 572750 | 535686 |
| | GNMA II POOL MA3521 | FIXED INCOME | 3/20/2046 | 3.5 | 1107148 | 1035501 |
| | GNMA II POOL MA4586 | FIXED INCOME | 7/20/2047 | 3.5 | 1570555 | 1467038 |
| | GNMA II POOL MA7990 | FIXED INCOME | 4/20/2052 | 4.0 | 840451 | 802105 |
| | GNMA II POOL MA8571 | FIXED INCOME | 1/20/2053 | 6.0 | 219266 | 225631 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 6/5/2028 | 3.7 | 3800000 | 3781190 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 18494714 | 18494714 |
| | GUARDIAN LIFE GLOB FUND | FIXED INCOME | 10/6/2030 | 4.3 | 2100000 | 2105523 |
| | GUARDIAN LIFE INSURANCE | FIXED INCOME | 1/24/2077 | 4.9 | 562000 | 463268 |
| | HARTFORD INSUR GRP INC/T | FIXED INCOME | 3/30/2040 | 6.6 | 814000 | 928896 |
| | HCA INC | FIXED INCOME | 2/1/2029 | 5.9 | 2100000 | 2188830 |
| | HF SINCLAIR CORP | FIXED INCOME | 1/15/2031 | 5.8 | 2675000 | 2766351 |
| | HOME PARTNERS OF AMERICA TRUST | FIXED INCOME | 1/17/2041 | 2.2 | 2080228 | 1963231 |
| | HOME PARTNERS OF AMERICA TRUST | FIXED INCOME | 9/17/2039 | 2.9 | 1089227 | 1065554 |
| | HOME PARTNERS OF AMERICA TRUST | FIXED INCOME | 12/17/2026 | 1.9 | 1015345 | 993066 |
| | HUNTINGTON INGALLS INDUS | FIXED INCOME | 12/1/2027 | 3.5 | 2350000 | 2324221 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 6/24/2029 | 5.3 | 2375000 | 2446559 |
| | IQVIA INC | FIXED INCOME | 5/15/2028 | 5.7 | 2125000 | 2191619 |
| | ITC HOLDINGS CORP | FIXED INCOME | 5/9/2034 | 5.7 | 2325000 | 2424859 |
| | JACKSON NATL LIFE GLOBAL | FIXED INCOME | 4/12/2028 | 5.3 | 1500000 | 1532295 |
| | JONES LANG LASALLE INC | FIXED INCOME | 12/1/2028 | 6.9 | 2325000 | 2488192 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 9/15/2050 | 3.5 | 1250000 | 1235679 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 3/15/2050 | 3.7 | 1200000 | 1193676 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 5/25/2066 | 4.9 | 1650000 | 1650028 |
| \* | JPMDB COMMERCIAL MORTGAGE SECU | FIXED INCOME | 10/15/2050 | 3.4 | 1500000 | 1480131 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 6/1/2028 | 2.2 | 5000000 | 4876050 |
|  | KBC GROUP NV | FIXED INCOME | 10/16/2030 | 4.9 | 2500000 | 2546875 |
|  | KINDER MORGAN ENER PART | FIXED INCOME | 1/15/2038 | 7.0 | 1500000 | 1695240 |
|  | L3HARRIS TECH INC | FIXED INCOME | 7/31/2033 | 5.4 | 2150000 | 2242536 |
|  | LPL HOLDINGS INC | FIXED INCOME | 3/15/2030 | 5.2 | 2475000 | 2534945 |
|  | MACQUARIE GROUP LTD | FIXED INCOME | 9/23/2027 | 1.6 | 2500000 | 2454925 |
| \* | MASS MUTUAL LIFE INS CO | FIXED INCOME | 4/1/2077 | 4.9 | 600000 | 483000 |
|  | MMAF EQUIPMENT FINANCE LLC | FIXED INCOME | 7/14/2031 | 5.0 | 1175000 | 1194232 |
|  | MORGAN STANLEY | FIXED INCOME | 7/20/2027 | 1.5 | 3400000 | 3352468 |
|  | MORGAN STANLEY | FIXED INCOME | 7/21/2032 | 2.2 | 425000 | 377693 |
|  | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 6/15/2050 | 3.5 | 1000000 | 990850 |
|  | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 7/15/2051 | 4.2 | 1325000 | 1323310 |
|  | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 10/15/2054 | 2.6 | 850000 | 761420 |
|  | MPLX LP | FIXED INCOME | 2/15/2031 | 4.8 | 2500000 | 2529525 |
|  | NATIONAL AUSTRALIA BANK | FIXED INCOME | 8/21/2030 | 2.3 | 2600000 | 2358824 |
|  | NATIONAL BANK OF CANADA | FIXED INCOME | 12/18/2028 | 5.6 | 2000000 | 2090740 |
|  | NATIONWIDE BLDG SOCIETY | FIXED INCOME | 9/14/2026 | 4.0 | 2500000 | 2492650 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 4/15/2070 | 1.6 | 777407 | 701802 |
| NBN CO LTD | FIXED INCOME | 1/8/2032 | 2.5 | 2500000 | 2241550 |
| NELNET STUDENT LOAN TRUST | FIXED INCOME | 4/20/2062 | 1.4 | 870498 | 833175 |
| NISOURCE INC | FIXED INCOME | 2/1/2045 | 5.7 | 1300000 | 1294943 |
| NOMURA HOLDINGS INC | FIXED INCOME | 6/29/2035 | 5.5 | 2400000 | 2476656 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 9/1/2030 | 6.6 | 1650000 | 1773965 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 5/25/2062 | 4.3 | 934424 | 930533 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 10/25/2065 | 5.0 | 1537715 | 1542683 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 3/25/2053 | 3.6 | 873971 | 868651 |
| ORACLE CORP | FIXED INCOME | 7/15/2036 | 3.9 | 1334000 | 1117639 |
| PENSKE TRUCK LEASING/PTL | FIXED INCOME | 7/1/2029 | 5.3 | 2375000 | 2442046 |
| PFS FINANCING CORP. | FIXED INCOME | 8/15/2029 | 4.8 | 1700000 | 1720124 |
| PLAINS ALL AMER PIPELINE | FIXED INCOME | 1/15/2036 | 5.6 | 1225000 | 1242064 |
| PRINCIPAL LFE GLB FND II | FIXED INCOME | 6/28/2028 | 5.5 | 2100000 | 2166591 |
| PROTECTIVE LIFE CORP | FIXED INCOME | 12/15/2035 | 5.4 | 1300000 | 1316497 |
| SABINE PASS LIQUEFACTION | FIXED INCOME | 5/15/2030 | 4.5 | 2500000 | 2513950 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 9/22/2029 | 4.3 | 2600000 | 2602574 |
| SKANDINAVISKA ENSKILDA | FIXED INCOME | 3/5/2029 | 5.4 | 2000000 | 2068240 |
| SMITHFIELD FOODS INC | FIXED INCOME | 4/1/2029 | 5.2 | 2301000 | 2332017 |
| STARWOOD MORTGAGE RESIDENTIAL | FIXED INCOME | 12/25/2066 | 2.4 | 1528111 | 1377947 |
| SUMITOMO MITSUI FINL GRP | FIXED INCOME | 7/13/2030 | 5.9 | 2000000 | 2126020 |
| SWEDBANK AB | FIXED INCOME | 5/21/2030 | 5.1 | 2400000 | 2470104 |
| SYENSQO FINANCE AMERICA | FIXED INCOME | 6/4/2034 | 5.9 | 1850000 | 1932677 |
| T MOBILE USA INC | FIXED INCOME | 4/15/2030 | 3.9 | 2300000 | 2262487 |
| TARGA RESOURCES CORP | FIXED INCOME | 8/15/2035 | 5.6 | 2000000 | 2050000 |
| TELEFONICA EMISIONES SAU | FIXED INCOME | 3/8/2047 | 5.2 | 1100000 | 973104 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 3/25/2058 | 3.8 | 546686 | 534377 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 10/25/2059 | 2.9 | 239132 | 230648 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 2/25/2060 | 2.2 | 85941 | 84258 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 7/1/2062 | 3.8 | 1524902 | 1451207 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 8/1/2062 | 3.8 | 1474140 | 1401221 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 3/25/2064 | 4.9 | 1059980 | 1070070 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 12/25/2064 | 4.9 | 1360139 | 1375836 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 10/25/2064 | 4.6 | 1368810 | 1373570 |
| UBS GROUP AG | FIXED INCOME | 2/2/2027 | 1.3 | 2600000 | 2593344 |
| US DOLLAR | CASH |  |  |  | 0 |
| US TREASURY N/B | FIXED INCOME | 5/15/2043 | 2.9 | 14650000 | 11413266 |
| US TREASURY N/B | FIXED INCOME | 2/15/2045 | 2.5 | 8175000 | 5813191 |
| US TREASURY N/B | FIXED INCOME | 5/15/2049 | 2.9 | 3275000 | 2360047 |
| US TREASURY N/B | FIXED INCOME | 8/15/2049 | 2.3 | 2750000 | 1732500 |
| US TREASURY N/B | FIXED INCOME | 8/15/2050 | 1.4 | 4775000 | 2359148 |
| US TREASURY N/B | FIXED INCOME | 8/15/2040 | 1.1 | 16425000 | 10355449 |
| US TREASURY N/B | FIXED INCOME | 11/15/2040 | 1.4 | 3550000 | 2313602 |
| US TREASURY N/B | FIXED INCOME | 5/15/2051 | 2.4 | 7000000 | 4431875 |
| US TREASURY N/B | FIXED INCOME | 5/15/2041 | 2.3 | 5325000 | 3932180 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | FIXED INCOME | 8/15/2041 | 1.8 | 4300000 | 2913250 |
| US TREASURY N/B | FIXED INCOME | 11/15/2041 | 2.0 | 2250000 | 1576406 |
| US TREASURY N/B | FIXED INCOME | 2/15/2042 | 2.4 | 2200000 | 1625938 |
| US TREASURY N/B | FIXED INCOME | 5/15/2052 | 2.9 | 9375000 | 6580078 |
| US TREASURY N/B | FIXED INCOME | 8/15/2042 | 3.4 | 11925000 | 10113891 |
| US TREASURY N/B | FIXED INCOME | 2/15/2043 | 3.9 | 450000 | 406406 |
| US TREASURY N/B | FIXED INCOME | 5/15/2043 | 3.9 | 6375000 | 5740488 |
| US TREASURY N/B | FIXED INCOME | 2/15/2054 | 4.3 | 7925000 | 7196891 |
| US TREASURY N/B | FIXED INCOME | 5/15/2044 | 4.6 | 6025000 | 5938391 |
| US TREASURY N/B | FIXED INCOME | 11/15/2045 | 4.6 | 1500000 | 1471172 |
| US TREASURY N/B | FIXED INCOME | 8/15/2031 | 1.3 | 5575000 | 4863316 |
| US TREASURY N/B | FIXED INCOME | 11/15/2031 | 1.4 | 2275000 | 1984227 |
| US TREASURY N/B | FIXED INCOME | 2/15/2032 | 1.9 | 5650000 | 5046156 |
| US TREASURY N/B | FIXED INCOME | 3/31/2029 | 2.4 | 1650000 | 1590574 |
| US TREASURY N/B | FIXED INCOME | 5/15/2032 | 2.9 | 4200000 | 3965719 |
| US TREASURY N/B | FIXED INCOME | 4/30/2029 | 4.6 | 14300000 | 14770336 |
| US TREASURY N/B | FIXED INCOME | 12/15/2027 | 4.0 | 7425000 | 7498670 |
| US TREASURY N/B | FIXED INCOME | 1/15/2028 | 4.3 | 5750000 | 5835801 |
| US TREASURY N/B | FIXED INCOME | 4/15/2028 | 3.8 | 25000 | 25137 |
| US TREASURY N/B | FIXED INCOME | 6/30/2032 | 4.0 | 22000000 | 22159844 |
| US TREASURY N/B | FIXED INCOME | 8/15/2028 | 3.6 | 5625000 | 5641260 |
| US TREASURY N/B | FIXED INCOME | 10/15/2028 | 3.5 | 3475000 | 3472828 |
| VALE OVERSEAS LIMITED | FIXED INCOME | 11/21/2036 | 6.9 | 1900000 | 2141623 |
| VAR ENERGI ASA | FIXED INCOME | 5/22/2030 | 5.9 | 1750000 | 1822678 |
| VENTURE GLOBAL CALCASIEU | FIXED INCOME | 8/15/2029 | 3.9 | 500000 | 469630 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 10/30/2056 | 3.0 | 1200000 | 716136 |
| VERIZON MASTER TRUST | FIXED INCOME | 6/21/2032 | 5.0 | 1000000 | 1030576 |
| VERIZON MASTER TRUST | FIXED INCOME | 11/20/2030 | 4.6 | 1200000 | 1216761 |
| VIATRIS INC | FIXED INCOME | 6/22/2050 | 4.0 | 2000000 | 1335460 |
| WELLS FARGO + COMPANY | FIXED INCOME | 5/22/2028 | 3.6 | 4000000 | 3974120 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 8/15/2049 | 2.7 | 1175000 | 1161250 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 12/15/2050 | 3.6 | 1025000 | 1012757 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 3/15/2052 | 4.0 | 1600000 | 1591503 |
| WESTPAC BANKING CORP | FIXED INCOME | 11/15/2035 | 2.7 | 2800000 | 2536436 |
| WILLIS NORTH AMERICA INC | FIXED INCOME | 9/15/2049 | 3.9 | 1325000 | 986781 |
|  | **Total:EXHIBIT J - Total Bond Market Fund** | **Total:EXHIBIT J - Total Bond Market Fund** | **Total:EXHIBIT J - Total Bond Market Fund** | **Total:EXHIBIT J - Total Bond Market Fund** | $**564229235** |

---

**\* Party-In-Interest**

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

------

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

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 5797 KOREA MARKET VALUE | EQUITY |  |  | 119161 |  | $1368549 |
|  | ABACUS GROUP | EQUITY |  |  | 220353 |  | 177740 |
|  | ABACUS STORAGE KING | EQUITY |  |  | 252122 |  | 254693 |
|  | ABRDN EUROPEAN LOGISTICS INCOM | EQUITY |  |  | 204411 |  | 73138 |
|  | ACTIVIA PROPERTIES INC | EQUITY |  |  | 1136 |  | 1020054 |
|  | ADVANCE RESIDENCE INVESTMENT | EQUITY |  |  | 1426 |  | 1558383 |
|  | AEDIFICA | EQUITY |  |  | 25382 |  | 2006798 |
|  | AEON REIT INVESTMENT CORP | EQUITY |  |  | 937 |  | 819950 |
|  | AEW UK REIT PLC | EQUITY |  |  | 38091 |  | 55236 |
|  | AIMS APAC REIT | EQUITY |  |  | 298000 |  | 347593 |
|  | ALLIED PROPERTIES REAL ESTAT | EQUITY |  |  | 62342 |  | 608070 |
|  | ALLREAL HOLDING AG REG | EQUITY |  |  | 7864 |  | 2025194 |
|  | AMOT INVESTMENTS LTD | EQUITY |  |  | 124378 |  | 975636 |
|  | ARENA REIT | EQUITY |  |  | 218564 |  | 517604 |
|  | ARGAN | EQUITY |  |  | 8197 |  | 634213 |
|  | ARGOSY PROPERTY LTD | EQUITY |  |  | 418790 |  | 299760 |
|  | AROUNDTOWN SA | EQUITY |  |  | 375376 |  | 1167059 |
|  | ASCENCIO | EQUITY |  |  | 2494 |  | 156420 |
|  | ASPEN GROUP | EQUITY |  |  | 106499 |  | 409166 |
|  | ATRIUM LJUNGBERG AB B SHS | EQUITY |  |  | 117968 |  | 424976 |
|  | AUSTRALIAN DOLLAR | CASH |  |  | 21367 |  | 14249 |
|  | AZRIELI GROUP LTD | EQUITY |  |  | 19551 |  | 2211457 |
|  | BIG YELLOW GROUP PLC | EQUITY |  |  | 98651 |  | 1382284 |
|  | BOARDWALK REAL ESTATE INVEST | EQUITY |  |  | 21087 |  | 991931 |
|  | BRITISH LAND CO PLC | EQUITY |  |  | 518567 |  | 2798762 |
|  | BWP PROPERTY GROUP LTD | EQUITY |  |  | 279723 |  | 732280 |
|  | CA IMMOBILIEN ANLAGEN AG | EQUITY |  |  | 16431 |  | 433265 |
|  | CAN APARTMENT PROP REAL ESTA | EQUITY |  |  | 83646 |  | 2249884 |
|  | CANADIAN DOLLAR | CASH |  |  | 12231 |  | 8923 |
|  | CAPITALAND ASCENDAS REIT | EQUITY |  |  | 1957789 |  | 4301240 |
|  | CAPITALAND ASCOTT TRUST | EQUITY |  |  | 1362491 |  | 1010261 |
|  | CAPITALAND INTEGRATED COMMER | EQUITY |  |  | 3113618 |  | 5772696 |
|  | CARE PROPERTY INVEST | EQUITY |  |  | 20904 |  | 291174 |
|  | CARMILA | EQUITY |  |  | 34832 |  | 694605 |
|  | CASTELLUM AB | EQUITY |  |  | 176475 |  | 2032343 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CATENA AB | EQUITY | 21959 | 1073811 |
| CDL HOSPITALITY TRUSTS | EQUITY | 410700 | 266525 |
| CENTURIA INDUSTRIAL REIT | EQUITY | 320770 | 707448 |
| CENTURIA OFFICE REIT | EQUITY | 308007 | 236086 |
| CHAMPION REIT | EQUITY | 863000 | 282733 |
| CHARTER HALL LONG WALE REIT | EQUITY | 358016 | 972169 |
| CHARTER HALL RETAIL REIT | EQUITY | 289722 | 785046 |
| CHARTER HALL SOCIAL INFRASTR | EQUITY | 175802 | 360816 |
| CHARTWELL RETIREMENT RESIDEN | EQUITY | 159453 | 2338140 |
| CHOICE PROPERTIES REIT | EQUITY | 148118 | 1600312 |
| CIBUS NORDIC REAL ESTAT PUBL | EQUITY | 38942 | 620158 |
| CITYCON OYJ | EQUITY | 39660 | 185539 |
| COFINIMMO | EQUITY | 20320 | 1886596 |
| COLONIAL SFL SOCIMI SA | EQUITY | 201435 | 1292885 |
| COMFORIA RESIDENTIAL REIT IN | EQUITY | 346 | 735601 |
| COREM PROPERTY GROUP B SHARE | EQUITY | 420786 | 198098 |
| COVIVIO | EQUITY | 28560 | 1896839 |
| CRE LOGISTICS REIT INC | EQUITY | 342 | 367232 |
| CROMBIE REAL ESTATE INVESTME | EQUITY | 52724 | 587339 |
| CROMWELL PROPERTY GROUP | EQUITY | 927747 | 283899 |
| CUSTODIAN PROPERTY INCOME RE | EQUITY | 240832 | 279106 |
| DAIWA HOUSE REIT INVESTMENT | EQUITY | 2247 | 2051598 |
| DAIWA OFFICE INVESTMENT CORP | EQUITY | 275 | 656631 |
| DAIWA SECURITIES LIVING INVE | EQUITY | 1042 | 757127 |
| DERWENT LONDON PLC | EQUITY | 56259 | 1306901 |
| DEUTSCHE EUROSHOP AG | EQUITY | 3611 | 79768 |
| DEUTSCHE WOHNEN SE | EQUITY | 26914 | 654142 |
| DEXUS INDUSTRIA REIT | EQUITY | 161514 | 288989 |
| DEXUS/AU | EQUITY | 561490 | 2587279 |
| DIGICO INFRASTRUCTURE REIT | EQUITY | 206905 | 380918 |
| DIGITAL CORE REIT MANAGEMENT | EQUITY | 401300 | 204188 |
| DIOS FASTIGHETER AB | EQUITY | 55093 | 392200 |
| DREAM INDUSTRIAL REAL ESTATE | EQUITY | 151881 | 1393881 |
| EMPIRIC STUDENT PROPERTY PLC | EQUITY | 333076 | 348295 |
| ENTRA ASA | EQUITY | 21710 | 248811 |
| ESR REIT | EQUITY | 279931 | 589311 |
| EURO CURRENCY | CASH | 26447 | 31061 |
| EUROCOMMERCIAL PROPERTIES NV | EQUITY | 20962 | 641327 |
| FABEGE AB | EQUITY | 96803 | 866915 |
| FAR EAST HOSPITALITY TRUST | EQUITY | 577000 | 273697 |
| FASTIGHETS AB BALDER B SHRS | EQUITY | 358000 | 2642069 |
| FASTPARTNER AB A | EQUITY | 18698 | 96222 |
| FIRST CAPITAL REAL ESTATE IN | EQUITY | 113573 | 1565953 |
| FORTUNE REIT | EQUITY | 838000 | 526475 |
| FRASERS CENTREPOINT TRUST | EQUITY | 676818 | 1225390 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FRASERS LOGISTICS + COMMERCI | EQUITY |  |  | 1455300 | 1126006 |
| FRONTIER REAL ESTATE INVEST | EQUITY |  |  | 1347 | 798777 |
| FUKUOKA REIT CORP | EQUITY |  |  | 440 | 528053 |
| GECINA SA | EQUITY |  |  | 27125 | 2571912 |
| GLOBAL ONE REIT | EQUITY |  |  | 565 | 496412 |
| GLP J REIT | EQUITY |  |  | 2377 | 2258353 |
| GOODMAN PROPERTY TRUST | EQUITY |  |  | 536517 | 606285 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8% | 596089 | 596089 |
| GPT GROUP | EQUITY |  |  | 1002735 | 3610979 |
| GRAND CITY PROPERTIES | EQUITY |  |  | 34003 | 392196 |
| GRANITE REAL ESTATE INVESTME | EQUITY |  |  | 32140 | 1915856 |
| GREAT PORTLAND ESTATES PLC | EQUITY |  |  | 198846 | 846996 |
| GROWTHPOINT PROPERTIES AUSTR | EQUITY |  |  | 159672 | 259427 |
| H+R REAL ESTATE INV REIT UTS | EQUITY |  |  | 134931 | 1006999 |
| HAMBORNER REIT AG | EQUITY |  |  | 30485 | 160006 |
| HAMMERSON PLC | EQUITY |  |  | 264447 | 1166375 |
| HANKYU HANSHIN REIT INC | EQUITY |  |  | 397 | 421304 |
| HEALTHCARE + MEDICAL INVESTM | EQUITY |  |  | 196 | 146968 |
| HEBA FASTIGHETS AB B | EQUITY |  |  | 23867 | 79486 |
| HEIWA REAL ESTATE REIT INC | EQUITY |  |  | 540 | 541662 |
| HELICAL PLC | EQUITY |  |  | 66058 | 168199 |
| HIAG IMMOBILIEN AG | EQUITY |  |  | 2283 | 341956 |
| HOME INVEST BELGIUM | EQUITY |  |  | 6193 | 133697 |
| HOMECO DAILY NEEDS REIT | EQUITY |  |  | 909676 | 826161 |
| HONG KONG DOLLAR | CASH |  |  | 2063334 | 265091 |
| HONGKONG LAND HOLDINGS LTD | EQUITY |  |  | 530900 | 3684689 |
| HOSHINO RESORTS REIT INC | EQUITY |  |  | 306 | 509351 |
| HUFVUDSTADEN AB A SHS | EQUITY |  |  | 51206 | 687576 |
| HULIC REIT INC | EQUITY |  |  | 669 | 753433 |
| HYSAN DEVELOPMENT CO | EQUITY |  |  | 296000 | 718751 |
| ICADE | EQUITY |  |  | 25536 | 657650 |
| ICHIGO OFFICE REIT INVESTMEN | EQUITY |  |  | 472 | 293055 |
| IMMOBILIARE GRANDE DISTRIBUZ | EQUITY |  |  | 29158 | 118829 |
| INDUSTRIAL + INFRASTRUCTURE | EQUITY |  |  | 1306 | 1282026 |
| INTEA FASTIGHETER AB | EQUITY |  |  | 36471 | 263170 |
| INTERRENT REAL ESTATE INVEST | EQUITY |  |  | 67122 | 645879 |
| INTERSHOP HOLDING AG | EQUITY |  |  | 2828 | 586675 |
| INVESTIS HOLDING SA | EQUITY |  |  | 1031 | 187972 |
| INVINCIBLE INVESTMENT CORP | EQUITY |  |  | 3949 | 1622550 |
| IRISH RESIDENTIAL PROPERTIES | EQUITY |  |  | 272157 | 299404 |
| JAPAN EXCELLENT INC | EQUITY |  |  | 646 | 614186 |
| JAPAN HOTEL REIT INVESTMENT | EQUITY |  |  | 2645 | 1380725 |
| JAPAN LOGISTICS FUND INC | EQUITY |  |  | 1399 | 929273 |
| JAPAN METROPOLITAN FUND INVE | EQUITY |  |  | 3540 | 2799712 |
| JAPAN PRIME REALTY INVESTMEN | EQUITY |  |  | 1966 | 1325913 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| JAPAN REAL ESTATE INVESTMENT | EQUITY |  | 3520 | 2937918 |
| JAPANESE YEN | CASH |  | 3474052 | 22164 |
| KDX REALTY INVESTMENT CORP | EQUITY |  | 2006 | 2249106 |
| KEPPEL DC REIT | EQUITY |  | 1040448 | 1818342 |
| KEPPEL REIT | EQUITY |  | 283728 | 3309 |
| KEPPEL REIT | EQUITY |  | 1584900 | 1199605 |
| KILLAM APARTMENT REAL ESTATE | EQUITY |  | 60092 | 718956 |
| KIWI PROPERTY GROUP LTD | EQUITY |  | 763176 | 462018 |
| KLEPIERRE | EQUITY |  | 108796 | 4304921 |
| LAND SECURITIES GROUP PLC | EQUITY |  | 386739 | 3211719 |
| LASALLE LOGIPORT REIT | EQUITY |  | 902 | 912751 |
| LEG IMMOBILIEN SE | EQUITY |  | 39614 | 2891200 |
| LENDLEASE GLOBAL COMMERCIAL | EQUITY |  | 862998 | 415519 |
| LIFE SCIENCE REIT PLC | EQUITY |  | 207669 | 109563 |
| LINK REIT | EQUITY |  | 1357608 | 6059395 |
| LOGISTEA AB B | EQUITY |  | 160600 | 249653 |
| LONDONMETRIC PROPERTY PLC | EQUITY |  | 1174823 | 2985942 |
| LUMO KODIT OYJ | EQUITY |  | 79610 | 956074 |
| MAPLETREE INDUSTRIAL TRUST | EQUITY |  | 1064758 | 1722174 |
| MAPLETREE LOGISTICS TRUST | EQUITY |  | 1805411 | 1849937 |
| MAPLETREE PAN ASIA COM TRUST | EQUITY |  | 1190132 | 1358567 |
| MELISRON | EQUITY |  | 12884 | 1670784 |
| MERCIALYS | EQUITY |  | 46879 | 607849 |
| MERLIN PROPERTIES SOCIMI SA | EQUITY |  | 195354 | 2851860 |
| MIRAI CORP | EQUITY |  | 1128 | 362203 |
| MIRARTH REAL ESTATE INVESTME | EQUITY |  | 560 | 334093 |
| MITSUBISHI ESTATE LOGISTICS | EQUITY |  | 714 | 605370 |
| MITSUI FUDOSAN ACCOMMODATION | EQUITY |  | 1279 | 1096912 |
| MITSUI FUDOSAN LOGISTICS PAR | EQUITY |  | 1650 | 1283371 |
| MOBIMO HOLDING AG REG | EQUITY |  | 3873 | 1789293 |
| MONTEA NV | EQUITY |  | 10885 | 935792 |
| MORI HILLS REIT INVESTMENT C | EQUITY |  | 761 | 723490 |
| MORI TRUST REIT INC | EQUITY |  | 1396 | 695624 |
| MSCI EAFE MAR 26 | FUTURE | 3/20/2026 | 1300 | 25827 |
| NATIONAL STORAGE REIT | EQUITY |  | 647664 | 1176628 |
| NEOBO FASTIGHETER AB | EQUITY |  | 41965 | 84281 |
| NEW ISRAELI SHEQEL | CASH |  | 57482 | 18036 |
| NEW ZEALAND DOLLAR | CASH |  | 87795 | 50487 |
| NEWRIVER REIT PLC | EQUITY |  | 188520 | 174509 |
| NEXTDC LTD | EQUITY |  | 338064 | 2811077 |
| NIPPON BUILDING FUND INC | EQUITY |  | 4176 | 3804617 |
| NIPPON REIT INVESTMENT CORP | EQUITY |  | 916 | 577099 |
| NOMURA REAL ESTATE MASTER FU | EQUITY |  | 2162 | 2388037 |
| NORTHWEST HEALTHCARE PROPERT | EQUITY |  | 112485 | 419331 |
| NORWEGIAN KRONE | CASH |  | 475265 | 47117 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NP3 FASTIGHETER AB | EQUITY | 16910 | 475094 |
| NSI NV | EQUITY | 5944 | 135293 |
| NTT UD REIT INVESTMENT CORP | EQUITY | 685 | 612862 |
| NYFOSA AB | EQUITY | 78898 | 635782 |
| ONE REIT INC | EQUITY | 378 | 219075 |
| ORIX JREIT INC | EQUITY | 2842 | 1925770 |
| OUE REAL ESTATE INVESTMENT T | EQUITY | 1274000 | 356439 |
| PANDOX AB | EQUITY | 55419 | 1219608 |
| PARKWAYLIFE REAL ESTATE | EQUITY | 219500 | 696397 |
| PEACH PROPERTY GROUP AG | EQUITY | 18470 | 146974 |
| PICTON PROPERTY INCOME LTD | EQUITY | 229792 | 228606 |
| PLATZER FASTIGHETER HOLD B | EQUITY | 31530 | 254255 |
| POUND STERLING | CASH | 36491 | 49082 |
| PPHE HOTEL GROUP LTD | EQUITY | 13389 | 322867 |
| PRECINCT PROPERTIES GROUP | EQUITY | 854402 | 589889 |
| PRIMARIS REIT | EQUITY | 59857 | 680774 |
| PRIMARY HEALTH PROPERTIES | EQUITY | 1343431 | 1769062 |
| PROSPERITY REIT | EQUITY | 623000 | 114459 |
| PSP SWISS PROPERTY AG REG | EQUITY | 23973 | 4342231 |
| PUBLIC PROPERTY INVEST AS | EQUITY | 92473 | 212739 |
| REGION GROUP | EQUITY | 599346 | 937629 |
| REGIONAL REIT LTD | EQUITY | 75504 | 108454 |
| RESIDENTIAL SECURE INCOME PL | EQUITY | 137160 | 106252 |
| RETAIL ESTATES | EQUITY | 6117 | 457902 |
| RIOCAN REAL ESTATE INVST TR | EQUITY | 153169 | 2089557 |
| SAFESTORE HOLDINGS PLC | EQUITY | 111316 | 1101863 |
| SAGAX AB B | EQUITY | 110196 | 2360801 |
| SAMHALLSBYGGNADSBOLAGET I NO | EQUITY | 578424 | 288550 |
| SAMTY RESIDENTIAL INVESTMENT | EQUITY | 237 | 176039 |
| SANKEI REAL ESTATE INC | EQUITY | 226 | 149836 |
| SCENTRE GROUP | EQUITY | 2726745 | 7608901 |
| SCHRODER REAL ESTATE INVESTM | EQUITY | 258703 | 188628 |
| SEGRO PLC | EQUITY | 706663 | 6821276 |
| SEKISUI HOUSE REIT INC | EQUITY | 2014 | 1156228 |
| SHAFTESBURY CAPITAL PLC | EQUITY | 779240 | 1513735 |
| SHURGARD SELF STORAGE LTD | EQUITY | 18231 | 625829 |
| SINGAPORE DOLLAR | CASH | 64783 | 50376 |
| SIRIUS REAL ESTATE LTD | EQUITY | 762884 | 984321 |
| SMARTCENTRES REAL ESTATE INV | EQUITY | 68489 | 1286589 |
| SOCIAL HOUSING REIT PLC | EQUITY | 211835 | 197542 |
| SOSILA LOGISTICS REIT INC | EQUITY | 396 | 318652 |
| STAR ASIA INVESTMENT CORPORA | EQUITY | 1305 | 513787 |
| STARHILL GLOBAL REIT | EQUITY | 697891 | 322900 |
| STARTS PROCEED INVESTMENT CO | EQUITY | 117 | 150357 |
| STENDORREN FASTIGHETER AB | EQUITY | 9708 | 212666 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| STONEWEG EUROPE STAPLED TRUS | EQUITY | 203300 | 389098 |
| STORAGEVAULT CANADA INC | EQUITY | 124400 | 423818 |
| STRIDE PROPERTY GROUP | EQUITY | 257947 | 204297 |
| SUNEVISION HOLDINGS | EQUITY | 258000 | 152476 |
| SUNLIGHT REAL ESTATE INVEST | EQUITY | 440000 | 132845 |
| SUNTEC REIT | EQUITY | 1102700 | 1232629 |
| SUPERMARKET INCOME REIT PLC | EQUITY | 608340 | 666872 |
| SVEAFASTIGHETER AB | EQUITY | 23299 | 103248 |
| SWEDISH KRONA | CASH | 386479 | 41923 |
| SWEDISH LOGISTIC PROPERTY B | EQUITY | 86189 | 386339 |
| SWIRE PROPERTIES LTD | EQUITY | 518400 | 1397319 |
| SWISS FRANC | CASH | 10765 | 13588 |
| SWISS PRIME SITE REG | EQUITY | 40120 | 6233086 |
| TAG IMMOBILIEN AG | EQUITY | 95366 | 1478110 |
| TARGET HEALTHCARE REIT PLC | EQUITY | 307082 | 404019 |
| TOKYU REIT INC | EQUITY | 461 | 608524 |
| TRITAX BIG BOX REIT PLC | EQUITY | 1265611 | 2583835 |
| UNIBAIL RODAMCO WESTFIELD | EQUITY | 63724 | 6921465 |
| UNITE GROUP PLC/THE | EQUITY | 221774 | 1663734 |
| UNITED URBAN INVESTMENT CORP | EQUITY | 1657 | 1935024 |
| US DOLLAR | CASH | 73103 | 73103 |
| VASTNED NV | EQUITY | 4721 | 172438 |
| VGP | EQUITY | 6754 | 779315 |
| VICINITY CENTRES | EQUITY | 2003174 | 3405569 |
| VITAL HEALTHCARE PROPERTY TR | EQUITY | 229320 | 263093 |
| VONOVIA SE | EQUITY | 372669 | 10738003 |
| WALLENSTAM AB B SHS | EQUITY | 178381 | 799597 |
| WAREHOUSES DE PAUW SCA | EQUITY | 98204 | 2546721 |
| WAYPOINT REIT | EQUITY | 333435 | 566282 |
| WERELDHAVE NV | EQUITY | 19542 | 441062 |
| WHARF REAL ESTATE INVESTMENT | EQUITY | 823000 | 2599003 |
| WIHLBORGS FASTIGHETER AB | EQUITY | 143811 | 1420606 |
| WORKSPACE GROUP PLC | EQUITY | 61844 | 331672 |
| XIOR STUDENT HOUSING NV | EQUITY | 20918 | 711240 |
|  | **Total : EXHIBIT K - International Real Estate Index Fund** | **Total : EXHIBIT K - International Real Estate Index Fund** | **$274725581** |

---

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

------

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

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ABBVIE INC | FIXED INCOME | 3/15/2054 | 5.4% | 3308000 |  | $3224870 |
|  | ABU DHABI CRUDE OIL | FIXED INCOME | 11/2/2047 | 4.6 | 960000 |  | 892877 |
|  | ADNOC MURBAN RSC LTD | FIXED INCOME | 9/11/2054 | 5.1 | 1647000 |  | 1548312 |
|  | AEP TRANSMISSION CO LLC | FIXED INCOME | 8/15/2051 | 2.8 | 2402000 |  | 1484604 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 10/29/2041 | 3.9 | 1424000 |  | 1167580 |
|  | AETNA INC | FIXED INCOME | 12/15/2037 | 6.8 | 382000 |  | 421888 |
|  | ALABAMA POWER CO | FIXED INCOME | 8/15/2044 | 4.2 | 1379000 |  | 1157505 |
|  | ALPHABET INC | FIXED INCOME | 5/15/2065 | 5.3 | 1028000 |  | 969558 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2055 | 5.5 | 707000 |  | 695568 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2075 | 5.7 | 1278000 |  | 1262370 |
|  | ALTRIA GROUP INC | FIXED INCOME | 9/16/2046 | 3.9 | 941000 |  | 708893 |
|  | ALTRIA GROUP INC | FIXED INCOME | 5/6/2050 | 4.5 | 639000 |  | 512382 |
|  | AMAZON.COM INC | FIXED INCOME | 5/12/2051 | 3.1 | 1505000 |  | 1012865 |
|  | AMAZON.COM INC | FIXED INCOME | 11/20/2055 | 5.5 | 2552000 |  | 2499812 |
|  | AMEREN ILLINOIS CO | FIXED INCOME | 3/15/2046 | 4.2 | 545000 |  | 451113 |
|  | AMEREN ILLINOIS CO | FIXED INCOME | 3/1/2055 | 5.6 | 434000 |  | 433926 |
|  | AMERICA MOVIL SAB DE CV | FIXED INCOME | 3/30/2040 | 6.1 | 1704000 |  | 1815152 |
|  | AMERICAN INTL GROUP | FIXED INCOME | 7/16/2044 | 4.5 | 593000 |  | 524218 |
|  | AMERICAN WATER CAPITAL C | FIXED INCOME | 9/1/2055 | 5.7 | 1140000 |  | 1145768 |
|  | AMGEN INC | FIXED INCOME | 3/2/2043 | 5.6 | 3563000 |  | 3589010 |
|  | AMPHENOL CORP | FIXED INCOME | 11/15/2055 | 5.3 | 978000 |  | 937706 |
|  | ANGLO AMERICAN CAPITAL | FIXED INCOME | 3/16/2052 | 4.8 | 691000 |  | 582409 |
|  | ANHEUSER BUSCH CO/INBEV | FIXED INCOME | 2/1/2046 | 4.9 | 417000 |  | 387301 |
|  | ANHEUSER BUSCH INBEV WOR | FIXED INCOME | 1/23/2039 | 5.5 | 1436000 |  | 1488572 |
|  | ANHEUSER BUSCH INBEV WOR | FIXED INCOME | 1/23/2049 | 5.6 | 2048000 |  | 2050519 |
|  | AON CORP/AON GLOBAL HOLD | FIXED INCOME | 2/28/2052 | 3.9 | 516000 |  | 387320 |
|  | AON GLOBAL LTD | FIXED INCOME | 5/15/2045 | 4.8 | 396000 |  | 352800 |
|  | AON NORTH AMERICA INC | FIXED INCOME | 3/1/2054 | 5.8 | 276000 |  | 275644 |
|  | APA CORP | FIXED INCOME | 9/1/2040 | 5.1 | 971000 |  | 864705 |
|  | APPLE INC | FIXED INCOME | 8/4/2046 | 3.9 | 3012000 |  | 2451075 |
|  | APPLE INC | FIXED INCOME | 5/11/2050 | 2.7 | 1120000 |  | 702733 |
|  | APPLE INC | FIXED INCOME | 2/8/2051 | 2.7 | 3941000 |  | 2447755 |
|  | ARCELORMITTAL | FIXED INCOME | 3/1/2041 | 6.8 | 340000 |  | 372769 |
|  | AT+T INC | FIXED INCOME | 5/15/2046 | 4.8 | 2294000 |  | 1992752 |
|  | AT+T INC | FIXED INCOME | 11/15/2046 | 5.2 | 1011000 |  | 927289 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| AT+T INC | FIXED INCOME | 9/15/2053 | 3.5 | 4864000 | 3265690 |
| ATHENE HOLDING LTD | FIXED INCOME | 5/15/2052 | 3.5 | 1004000 | 636777 |
| ATHENE HOLDING LTD | FIXED INCOME | 4/1/2054 | 6.3 | 228000 | 222918 |
| ATMOS ENERGY CORP | FIXED INCOME | 6/15/2041 | 5.5 | 1325000 | 1361027 |
| ATMOS ENERGY CORP | FIXED INCOME | 1/15/2043 | 4.2 | 965000 | 822392 |
| BALTIMORE GAS + ELECTRIC | FIXED INCOME | 10/1/2036 | 6.4 | 701000 | 778594 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/23/2040 | 4.1 | 3364000 | 3008392 |
| BANK OF AMERICA CORP | FIXED INCOME | 6/19/2041 | 2.7 | 797000 | 588521 |
| BANK OF AMERICA CORP | FIXED INCOME | 2/12/2036 | 5.7 | 1799000 | 1880261 |
| BAT CAPITAL CORP | FIXED INCOME | 8/2/2043 | 7.1 | 1209000 | 1360645 |
| BEIGNET INVESTOR LLC | FIXED INCOME | 5/30/2049 | 6.6 | 823000 | 873590 |
| BELL CANADA | FIXED INCOME | 4/1/2048 | 4.5 | 841000 | 695515 |
| BERKSHIRE HATHAWAY ENERG | FIXED INCOME | 10/15/2050 | 4.3 | 1105000 | 886232 |
| BERKSHIRE HATHAWAY FIN | FIXED INCOME | 3/15/2052 | 3.9 | 1716000 | 1325661 |
| BOEING CO | FIXED INCOME | 3/1/2048 | 3.6 | 434000 | 310536 |
| BOEING CO/THE | FIXED INCOME | 5/1/2054 | 6.9 | 2784000 | 3131499 |
| BOEING CO/THE | FIXED INCOME | 5/1/2064 | 7.0 | 176000 | 199880 |
| BRISTOL MYERS SQUIBB CO | FIXED INCOME | 3/15/2042 | 3.6 | 2930000 | 2359763 |
| BROADCOM INC | FIXED INCOME | 2/15/2036 | 4.8 | 444000 | 439129 |
| BROOKFIELD ASSET MANAGEM | FIXED INCOME | 9/15/2055 | 6.1 | 815000 | 836410 |
| BROOKLYN UNION GAS CO | FIXED INCOME | 3/15/2048 | 4.3 | 1155000 | 925502 |
| BROOKLYN UNION GAS CO | FIXED INCOME | 3/4/2049 | 4.5 | 1265000 | 1024650 |
| BURLINGTN NORTH SANTA FE | FIXED INCOME | 9/15/2051 | 3.3 | 1562000 | 1081982 |
| BURLINGTN NORTH SANTA FE | FIXED INCOME | 4/15/2054 | 5.2 | 2007000 | 1893946 |
| BURLINGTN NORTH SANTA FE | FIXED INCOME | 3/15/2056 | 5.6 | 298000 | 295896 |
| CAIXABANK SA | FIXED INCOME | 7/3/2036 | 5.6 | 1115000 | 1147703 |
| CALIFORNIA ST | FIXED INCOME | 10/1/2039 | 7.3 | 1985000 | 2322563 |
| CANADIAN NATL RESOURCES | FIXED INCOME | 2/15/2037 | 6.5 | 459000 | 494646 |
| CANADIAN NATL RESOURCES | FIXED INCOME | 3/15/2038 | 6.3 | 558000 | 593422 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 10/23/2055 | 6.8 | 369000 | 355365 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 5/1/2047 | 5.4 | 2198000 | 1812471 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2048 | 5.8 | 1648000 | 1417873 |
| CIGNA GROUP/THE | FIXED INCOME | 11/15/2041 | 6.1 | 359000 | 380282 |
| CIGNA GROUP/THE | FIXED INCOME | 1/15/2056 | 6.0 | 1131000 | 1166446 |
| CISCO SYSTEMS INC | FIXED INCOME | 2/26/2054 | 5.3 | 2492000 | 2395834 |
| CITIGROUP INC | FIXED INCOME | 7/30/2045 | 4.7 | 864000 | 779138 |
| CITIGROUP INC | FIXED INCOME | 3/4/2056 | 5.6 | 706000 | 705132 |
| CK HUTCHISON INTNTL 21 | FIXED INCOME | 4/15/2041 | 3.1 | 531000 | 408153 |
| CLECO POWER LLC | FIXED INCOME | 1/15/2036 | 5.3 | 490000 | 494351 |
| COMCAST CORP | FIXED INCOME | 7/15/2042 | 4.7 | 235000 | 206513 |
| COMCAST CORP | FIXED INCOME | 11/1/2051 | 2.9 | 6043000 | 3547241 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 10/1/2049 | 4.2 | 381000 | 299618 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 9/1/2045 | 5.6 | 908000 | 890612 |
| COMMONWEALTH EDISON CO | FIXED INCOME | 6/1/2055 | 6.0 | 1327000 | 1381978 |
| CON EDISON CO OF NY INC | FIXED INCOME | 6/15/2040 | 5.7 | 308000 | 321826 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CON EDISON CO OF NY INC | FIXED INCOME | 3/1/2043 | 4.0 | 376000 | 309786 |
| CONSTELLATION EN GEN LLC | FIXED INCOME | 10/1/2053 | 6.5 | 1045000 | 1142394 |
| COTTAGE HEALTH SYSTEM | FIXED INCOME | 11/1/2049 | 3.3 | 934000 | 657966 |
| CSX CORP | FIXED INCOME | 11/15/2052 | 4.5 | 2319000 | 1974744 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2048 | 5.1 | 2881000 | 2547121 |
| CVS HEALTH CORP | FIXED INCOME | 6/1/2044 | 6.0 | 1534000 | 1545306 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 12/15/2041 | 3.4 | 1390000 | 1058930 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 2/15/2036 | 5.1 | 1157000 | 1143764 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 7/15/2041 | 5.6 | 923000 | 895596 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 5/15/2042 | 4.8 | 559000 | 485341 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 4/18/2064 | 5.9 | 369000 | 350166 |
| DOMINION ENERGY INC | FIXED INCOME | 4/15/2041 | 3.3 | 1733000 | 1319212 |
| DOW CHEMICAL CO/THE | FIXED INCOME | 5/15/2053 | 6.9 | 902000 | 927121 |
| DTE ELECTRIC CO | FIXED INCOME | 5/15/2055 | 5.9 | 834000 | 858445 |
| DUKE ENERGY CAROLINAS | FIXED INCOME | 6/1/2045 | 3.8 | 785000 | 619593 |
| DUKE ENERGY CORP | FIXED INCOME | 8/15/2047 | 4.0 | 113000 | 87242 |
| DUKE ENERGY CORP | FIXED INCOME | 9/15/2055 | 5.7 | 493000 | 480685 |
| DUKE ENERGY FLORIDA LLC | FIXED INCOME | 11/15/2053 | 6.2 | 1432000 | 1536694 |
| DUKE ENERGY PROGRESS LLC | FIXED INCOME | 3/15/2043 | 4.1 | 1000000 | 845660 |
| DUKE ENERGY PROGRESS LLC | FIXED INCOME | 12/1/2044 | 4.2 | 1695000 | 1417478 |
| ELEVANCE HEALTH INC | FIXED INCOME | 2/15/2055 | 5.7 | 1372000 | 1342392 |
| ELEVANCE HEALTH INC | FIXED INCOME | 1/15/2043 | 4.7 | 656000 | 588124 |
| ELI LILLY + CO | FIXED INCOME | 8/14/2054 | 5.1 | 3305000 | 3107559 |
| ELI LILLY + CO | FIXED INCOME | 10/15/2065 | 5.7 | 201000 | 203370 |
| EMBRAER NETHERLANDS FINA | FIXED INCOME | 1/9/2038 | 5.4 | 590000 | 581233 |
| ENBRIDGE ENERGY PARTNERS | FIXED INCOME | 10/15/2045 | 7.4 | 1496000 | 1738172 |
| ENEL FINANCE AMERICA LLC | FIXED INCOME | 7/12/2041 | 2.9 | 1209000 | 873563 |
| ENEL FINANCE INTL NV | FIXED INCOME | 10/7/2039 | 6.0 | 269000 | 282751 |
| ENERGY TRANSFER LP | FIXED INCOME | 7/1/2038 | 7.5 | 581000 | 673914 |
| ENERGY TRANSFER LP | FIXED INCOME | 6/1/2041 | 6.1 | 211000 | 214218 |
| ENERGY TRANSFER LP | FIXED INCOME | 12/15/2045 | 6.1 | 2237000 | 2206286 |
| ENERGY TRANSFER LP | FIXED INCOME | 4/1/2055 | 6.2 | 290000 | 285111 |
| ENTERGY LOUISIANA LLC | FIXED INCOME | 3/15/2051 | 2.9 | 253000 | 159117 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 2/1/2041 | 6.0 | 1790000 | 1892853 |
| ERAC USA FINANCE LLC | FIXED INCOME | 5/1/2053 | 5.4 | 447000 | 436715 |
| ESSENTIAL UTILITIES INC | FIXED INCOME | 1/15/2034 | 5.4 | 412000 | 425839 |
| ESSENTIAL UTILITIES INC | FIXED INCOME | 8/15/2035 | 5.3 | 914000 | 933880 |
| FEDEX CORP | FIXED INCOME | 4/1/2046 | 4.6 | 612000 | 515879 |
| FIRSTENERGY CORP | FIXED INCOME | 7/15/2047 | 4.9 | 201000 | 177527 |
| FIRSTENERGY TRANSMISSION | FIXED INCOME | 7/15/2044 | 5.5 | 617000 | 596472 |
| FLORIDA POWER + LIGHT CO | FIXED INCOME | 6/1/2042 | 4.1 | 189000 | 161729 |
| FLORIDA POWER + LIGHT CO | FIXED INCOME | 4/1/2053 | 5.3 | 736000 | 708481 |
| FLORIDA POWER + LIGHT CO | FIXED INCOME | 6/15/2054 | 5.6 | 1062000 | 1070369 |
| FLORIDA POWER + LIGHT CO | FIXED INCOME | 2/15/2066 | 5.6 | 849000 | 839483 |
| FORD MOTOR COMPANY | FIXED INCOME | 1/15/2043 | 4.8 | 1269000 | 1005391 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GENERAL MOTORS CO | FIXED INCOME | 10/2/2043 | 6.3 | 934000 | 949579 |
| | GILEAD SCIENCES INC | FIXED INCOME | 12/1/2041 | 5.7 | 1836000 | 1910285 |
| | GILEAD SCIENCES INC | FIXED INCOME | 4/1/2044 | 4.8 | 684000 | 632892 |
| | GLENCORE FUNDING LLC | FIXED INCOME | 9/23/2051 | 3.4 | 515000 | 347785 |
| | GLENCORE FUNDING LLC | FIXED INCOME | 4/4/2054 | 5.9 | 461000 | 459778 |
| | GLENCORE FUNDING LLC | FIXED INCOME | 4/1/2055 | 6.1 | 458000 | 474392 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 1/28/2056 | 5.7 | 2534000 | 2572213 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 2/24/2043 | 3.4 | 2891000 | 2266399 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 1831177 | 1831177 |
| | HCA INC | FIXED INCOME | 3/15/2042 | 4.4 | 1194000 | 1022183 |
| | HCA INC | FIXED INCOME | 11/15/2055 | 5.7 | 1748000 | 1672784 |
| | HOAG MEMORIAL HOSPITAL | FIXED INCOME | 7/15/2052 | 3.8 | 843000 | 641557 |
| | HOME DEPOT INC | FIXED INCOME | 4/1/2041 | 6.0 | 231000 | 247789 |
| | HOME DEPOT INC | FIXED INCOME | 4/15/2052 | 3.6 | 2292000 | 1677584 |
| | HP ENTERPRISE CO | FIXED INCOME | 10/15/2054 | 5.6 | 1434000 | 1333089 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 11/6/2036 | 5.1 | 1031000 | 1035351 |
| | IMPERIAL BRANDS FIN PLC | FIXED INCOME | 7/1/2055 | 6.4 | 671000 | 686695 |
| | INTEL CORP | FIXED INCOME | 5/19/2046 | 4.1 | 871000 | 668353 |
| | INTEL CORP | FIXED INCOME | 8/5/2052 | 4.9 | 3201000 | 2653533 |
| | JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 2/25/2055 | 6.4 | 686000 | 699061 |
| | JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 4/15/2066 | 6.4 | 647000 | 644257 |
| | JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 11/15/2053 | 7.3 | 255000 | 284858 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 11/15/2048 | 4.0 | 2288000 | 1848018 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2041 | 3.1 | 437000 | 344050 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/6/2042 | 5.4 | 1153000 | 1176048 |
|  | KAISER FOUNDATION HOSPIT | FIXED INCOME | 6/1/2041 | 2.8 | 825000 | 615376 |
|  | KAISER FOUNDATION HOSPIT | FIXED INCOME | 6/1/2051 | 3.0 | 1163000 | 762637 |
|  | KENVUE INC | FIXED INCOME | 3/22/2063 | 5.2 | 806000 | 733597 |
|  | KINDER MORGAN ENER PART | FIXED INCOME | 3/1/2043 | 5.0 | 524000 | 477883 |
|  | KINDER MORGAN ENER PART | FIXED INCOME | 3/1/2044 | 5.5 | 281000 | 269971 |
|  | KINDER MORGAN INC | FIXED INCOME | 6/1/2045 | 5.6 | 1379000 | 1336223 |
|  | KINDER MORGAN INC | FIXED INCOME | 8/1/2050 | 3.3 | 562000 | 372938 |
|  | KRAFT HEINZ FOODS CO | FIXED INCOME | 6/1/2046 | 4.4 | 665000 | 551112 |
|  | KRAFT HEINZ FOODS CO | FIXED INCOME | 7/15/2045 | 5.2 | 558000 | 512780 |
|  | KRAFT HEINZ FOODS CO | FIXED INCOME | 10/1/2049 | 4.9 | 859000 | 741223 |
|  | KROGER CO | FIXED INCOME | 9/15/2064 | 5.7 | 1819000 | 1737218 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2035 | 4.7 | 1090000 | 1086109 |
|  | LOCKHEED MARTIN CORP | FIXED INCOME | 2/15/2055 | 5.2 | 1550000 | 1463045 |
|  | LOUISVILLE GAS + ELEC | FIXED INCOME | 8/15/2055 | 5.9 | 341000 | 344833 |
|  | LOWE S COS INC | FIXED INCOME | 4/1/2052 | 4.3 | 1666000 | 1315340 |
|  | LYB INT FINANCE III | FIXED INCOME | 5/1/2050 | 4.2 | 190000 | 135968 |
|  | LYB INT FINANCE III | FIXED INCOME | 1/15/2036 | 5.9 | 1772000 | 1767269 |
|  | MARS INC | FIXED INCOME | 5/1/2055 | 5.7 | 1703000 | 1704975 |
|  | MARSH + MCLENNAN COS INC | FIXED INCOME | 3/15/2055 | 5.4 | 1282000 | 1237040 |
|  | MARSH + MCLENNAN COS INC | FIXED INCOME | 11/15/2044 | 5.4 | 477000 | 467455 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | MASS INSTITUTE OF TECH | FIXED INCOME | 4/1/2052 | 3.1 | 1342000 | 904199 |
| | MASS INSTITUTE OF TECH | FIXED INCOME | 6/1/2055 | 5.6 | 344000 | 354440 |
| \* | MASS MUTUAL LIFE INS CO | FIXED INCOME | 4/15/2050 | 3.4 | 421000 | 285392 |
|  | MASTERCARD INC | FIXED INCOME | 3/26/2050 | 3.9 | 617000 | 485209 |
|  | MCDONALD S CORP | FIXED INCOME | 12/9/2045 | 4.9 | 778000 | 710547 |
|  | MERCK + CO INC | FIXED INCOME | 3/15/2046 | 5.5 | 1666000 | 1668149 |
|  | MERCK + CO INC | FIXED INCOME | 12/4/2065 | 5.7 | 1568000 | 1559737 |
|  | META PLATFORMS INC | FIXED INCOME | 8/15/2062 | 4.7 | 54000 | 43670 |
|  | META PLATFORMS INC | FIXED INCOME | 8/15/2054 | 5.4 | 1512000 | 1409577 |
|  | META PLATFORMS INC | FIXED INCOME | 8/15/2064 | 5.6 | 969000 | 902410 |
|  | META PLATFORMS INC | FIXED INCOME | 11/15/2045 | 5.5 | 1164000 | 1134155 |
|  | META PLATFORMS INC | FIXED INCOME | 11/15/2065 | 5.8 | 379000 | 362555 |
|  | META PLATFORMS INC | FIXED INCOME | 11/15/2055 | 5.6 | 917000 | 882392 |
| \* | METLIFE INC | FIXED INCOME | 12/15/2044 | 4.7 | 411000 | 372185 |
|  | MICROSOFT CORP | FIXED INCOME | 6/1/2050 | 2.5 | 686000 | 420799 |
|  | MICROSOFT CORP | FIXED INCOME | 3/17/2052 | 2.9 | 1105000 | 727366 |
|  | MIDAMERICAN ENERGY CO | FIXED INCOME | 11/15/2056 | 5.5 | 563000 | 551988 |
|  | MOODY S CORPORATION | FIXED INCOME | 8/19/2041 | 2.8 | 1516000 | 1095371 |
|  | MORGAN STANLEY | FIXED INCOME | 11/19/2055 | 5.5 | 2202000 | 2183415 |
|  | MORGAN STANLEY | FIXED INCOME | 4/22/2042 | 3.2 | 1608000 | 1260447 |
|  | NATIONAL FUEL GAS CO | FIXED INCOME | 3/15/2035 | 6.0 | 807000 | 845801 |
|  | NEW JERSEY ST TRANSPRTN TRUST | FIXED INCOME | 12/15/2040 | 6.6 | 430000 | 487322 |
|  | NEW YORK CITY NY MUNI WTR FIN | FIXED INCOME | 6/15/2042 | 5.7 | 465000 | 472524 |
|  | NEW YORK NY | FIXED INCOME | 10/1/2049 | 5.1 | 300000 | 285009 |
|  | NEW YORK NY | FIXED INCOME | 10/1/2054 | 5.1 | 205000 | 192396 |
|  | NEW YORK NY | FIXED INCOME | 10/1/2051 | 5.4 | 165000 | 160360 |
|  | NEW YORK NY | FIXED INCOME | 10/1/2055 | 5.4 | 400000 | 385165 |
|  | NEW YORK ST DORM AUTH ST PERSO | FIXED INCOME | 3/15/2039 | 5.4 | 570000 | 584290 |
|  | NEXTERA ENERGY CAPITAL | FIXED INCOME | 3/15/2055 | 5.9 | 236000 | 239677 |
|  | NISOURCE INC | FIXED INCOME | 4/1/2055 | 5.9 | 331000 | 330901 |
|  | NISOURCE INC | FIXED INCOME | 6/15/2041 | 6.0 | 1029000 | 1066620 |
|  | NISOURCE INC | FIXED INCOME | 2/15/2043 | 5.3 | 169000 | 162556 |
|  | NISOURCE INC | FIXED INCOME | 5/15/2047 | 4.4 | 1359000 | 1130783 |
|  | NORFOLK SOUTHERN CORP | FIXED INCOME | 5/15/2050 | 3.1 | 1298000 | 856265 |
|  | NORTHERN STATES PWR MINN | FIXED INCOME | 5/15/2053 | 5.1 | 1916000 | 1783988 |
|  | NORTHROP GRUMMAN CORP | FIXED INCOME | 6/1/2054 | 5.2 | 415000 | 388714 |
|  | NOVARTIS CAPITAL CORP | FIXED INCOME | 9/18/2054 | 4.7 | 995000 | 888903 |
|  | NXP BV/NXP FDG/NXP USA | FIXED INCOME | 5/11/2041 | 3.3 | 368000 | 279415 |
|  | NXP BV/NXP FDG/NXP USA | FIXED INCOME | 8/19/2035 | 5.3 | 1129000 | 1146161 |
|  | OCCIDENTAL PETROLEUM COR | FIXED INCOME | 4/15/2046 | 4.4 | 342000 | 270262 |
|  | OCCIDENTAL PETROLEUM COR | FIXED INCOME | 3/15/2040 | 6.2 | 1527000 | 1550577 |
|  | OCCIDENTAL PETROLEUM COR | FIXED INCOME | 3/15/2046 | 6.6 | 28000 | 28900 |
|  | OFFICE CHERIFIEN DES PHO | FIXED INCOME | 4/25/2044 | 6.9 | 381000 | 396815 |
|  | OFFICE CHERIFIEN DES PHO | FIXED INCOME | 3/1/2036 | 6.7 | 985000 | 1053054 |
|  | OGLETHORPE POWER CORP | FIXED INCOME | 12/1/2053 | 6.2 | 1683000 | 1734533 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ONCOR ELECTRIC DELIVERY | FIXED INCOME | 9/30/2047 | 3.8 | 838000 | 643148 |
| ONCOR ELECTRIC DELIVERY | FIXED INCOME | 11/15/2051 | 2.7 | 1130000 | 676113 |
| ONEOK INC | FIXED INCOME | 10/15/2055 | 6.3 | 958000 | 963547 |
| ONEOK PARTNERS LP | FIXED INCOME | 2/1/2041 | 6.1 | 780000 | 803494 |
| ONEOK PARTNERS LP | FIXED INCOME | 9/15/2043 | 6.2 | 445000 | 452983 |
| ORACLE CORP | FIXED INCOME | 4/1/2040 | 3.6 | 655000 | 486429 |
| ORACLE CORP | FIXED INCOME | 4/1/2050 | 3.6 | 2595000 | 1624652 |
| ORACLE CORP | FIXED INCOME | 3/25/2041 | 3.7 | 3008000 | 2200382 |
| ORACLE CORP | FIXED INCOME | 9/27/2054 | 5.4 | 950000 | 771286 |
| ORACLE CORP | FIXED INCOME | 9/27/2064 | 5.5 | 674000 | 540211 |
| ORACLE CORP | FIXED INCOME | 9/26/2045 | 5.9 | 992000 | 898782 |
| OVINTIV INC | FIXED INCOME | 8/15/2037 | 6.6 | 549000 | 584196 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 12/1/2046 | 4.0 | 541000 | 406783 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 7/1/2040 | 4.5 | 2312000 | 2022168 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 4/1/2053 | 6.7 | 271000 | 287355 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/15/2033 | 6.4 | 985000 | 1064135 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 3/15/2034 | 7.0 | 160000 | 178453 |
| PACIFIC LIFE INSURANCE C | FIXED INCOME | 9/15/2055 | 6.0 | 817000 | 823610 |
| PACIFICORP | FIXED INCOME | 2/1/2042 | 4.1 | 119000 | 94321 |
| PACIFICORP | FIXED INCOME | 1/15/2049 | 4.1 | 1080000 | 806598 |
| PACIFICORP | FIXED INCOME | 1/15/2055 | 5.8 | 403000 | 376970 |
| PARAMOUNT GLOBAL | FIXED INCOME | 3/15/2043 | 4.4 | 582000 | 406411 |
| PARAMOUNT GLOBAL | FIXED INCOME | 9/1/2043 | 5.9 | 512000 | 421268 |
| PEPSICO INC | FIXED INCOME | 3/19/2040 | 3.5 | 1189000 | 1010852 |
| PFIZER INC | FIXED INCOME | 6/15/2043 | 4.3 | 472000 | 412533 |
| PFIZER INC | FIXED INCOME | 11/15/2055 | 5.6 | 1508000 | 1498907 |
| PFIZER INVESTMENT ENTER | FIXED INCOME | 5/19/2043 | 5.1 | 1522000 | 1467695 |
| PLAINS ALL AMER PIPELINE | FIXED INCOME | 1/15/2036 | 5.6 | 710000 | 719890 |
| PORT AUTH OF NEW YORK NEW JE | FIXED INCOME | 8/1/2069 | 3.3 | 689000 | 436763 |
| PORT AUTH OF NEW YORK NEW JE | FIXED INCOME | 10/1/2051 | 4.9 | 1185000 | 1095131 |
| PSEG POWER LLC | FIXED INCOME | 5/15/2035 | 5.8 | 1951000 | 2030484 |
| PUBLIC SERVICE COLORADO | FIXED INCOME | 9/15/2035 | 5.2 | 685000 | 695385 |
| PUGET SOUND ENERGY INC | FIXED INCOME | 10/1/2039 | 5.8 | 638000 | 666627 |
| QATAR ENERGY | FIXED INCOME | 7/12/2041 | 3.1 | 3378000 | 2594574 |
| QUALCOMM INC | FIXED INCOME | 5/20/2045 | 4.8 | 647000 | 593403 |
| QUANTA SERVICES INC | FIXED INCOME | 8/9/2035 | 5.1 | 1763000 | 1771163 |
| REPUBLIC OF CHILE | FIXED INCOME | 3/7/2042 | 4.3 | 1628000 | 1451525 |
| REPUBLIC OF PANAMA | FIXED INCOME | 1/19/2063 | 4.5 | 1757000 | 1308420 |
| REPUBLIC OF PANAMA | FIXED INCOME | 3/1/2038 | 8.0 | 526000 | 614268 |
| REPUBLIC OF PERU | FIXED INCOME | 3/10/2051 | 3.6 | 1230000 | 863657 |
| REPUBLIC OF PERU | FIXED INCOME | 6/30/2055 | 6.2 | 1375000 | 1416814 |
| REPUBLIC OF PHILIPPINES | FIXED INCOME | 1/20/2040 | 4.0 | 1616000 | 1427187 |
| REPUBLICA ORIENT URUGUAY | FIXED INCOME | 6/18/2050 | 5.1 | 543000 | 511739 |
| REYNOLDS AMERICAN INC | FIXED INCOME | 8/15/2045 | 5.9 | 1286000 | 1267842 |
| RIO TINTO FIN USA LTD | FIXED INCOME | 11/2/2051 | 2.8 | 613000 | 380998 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| RIO TINTO FIN USA PLC | FIXED INCOME | 3/14/2055 | 5.8 | 962000 | 983703 |
| ROCHE HOLDINGS INC | FIXED INCOME | 12/13/2051 | 2.6 | 1628000 | 996059 |
| ROCKEFELLER FOUNDATION | FIXED INCOME | 10/1/2050 | 2.5 | 2268000 | 1376222 |
| ROMANIA | FIXED INCOME | 5/16/2036 | 6.6 | 992000 | 1033277 |
| RTX CORP | FIXED INCOME | 9/1/2051 | 2.8 | 506000 | 316407 |
| RTX CORP | FIXED INCOME | 3/15/2052 | 3.0 | 1915000 | 1253099 |
| RWE FINANCE US LLC | FIXED INCOME | 9/18/2055 | 5.9 | 520000 | 510401 |
| SALESFORCE INC | FIXED INCOME | 7/15/2051 | 2.9 | 2787000 | 1770971 |
| SAN DIEGO G + E | FIXED INCOME | 6/1/2047 | 3.8 | 878000 | 671547 |
| SAN DIEGO G + E | FIXED INCOME | 4/15/2050 | 3.3 | 410000 | 283704 |
| SAUDI ARABIAN OIL CO | FIXED INCOME | 7/17/2064 | 5.9 | 567000 | 549270 |
| SEATTLE CHILDREN HOSP | FIXED INCOME | 10/1/2050 | 2.7 | 756000 | 468478 |
| SEMPRA | FIXED INCOME | 10/15/2039 | 6.0 | 2139000 | 2234207 |
| SHELL FINANCE US INC | FIXED INCOME | 12/15/2038 | 6.4 | 2456000 | 2741019 |
| SHELL INTERNATIONAL FIN | FIXED INCOME | 11/26/2041 | 2.9 | 1784000 | 1323175 |
| SIMON PROPERTY GROUP LP | FIXED INCOME | 1/15/2054 | 6.7 | 939000 | 1053117 |
| SOUTHERN CAL EDISON | FIXED INCOME | 3/15/2039 | 6.1 | 1329000 | 1363368 |
| SOUTHERN CAL EDISON | FIXED INCOME | 3/15/2042 | 4.1 | 1670000 | 1333161 |
| SOUTHERN CO | FIXED INCOME | 3/15/2034 | 5.7 | 2546000 | 2685470 |
| STANFORD HEALTH CARE | FIXED INCOME | 8/15/2051 | 3.0 | 749000 | 492400 |
| STARBUCKS CORP | FIXED INCOME | 8/15/2049 | 4.5 | 1460000 | 1209537 |
| STATE OF ISRAEL | FIXED INCOME | 3/12/2034 | 5.5 | 1862000 | 1928343 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2041 | 3.0 | 3335000 | 2487410 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2051 | 3.3 | 597000 | 399835 |
| TELEFONICA EMISIONES SAU | FIXED INCOME | 3/8/2047 | 5.2 | 1365000 | 1207534 |
| TENN VALLEY AUTHORITY | FIXED INCOME | 2/1/2055 | 5.3 | 1803000 | 1794959 |
| TEXAS NATURAL GAS SECURITIZTN | FIXED INCOME | 4/1/2041 | 5.2 | 2740000 | 2802929 |
| THERMO FISHER SCIENTIFIC | FIXED INCOME | 10/15/2041 | 2.8 | 1887000 | 1399607 |
| TIME WARNER CABLE LLC | FIXED INCOME | 7/1/2038 | 7.3 | 332000 | 356644 |
| TIME WARNER CABLE LLC | FIXED INCOME | 9/1/2041 | 5.5 | 975000 | 857669 |
| TRAVELERS COS INC | FIXED INCOME | 5/30/2047 | 4.0 | 1458000 | 1187716 |
| TRAVELERS COS INC | FIXED INCOME | 7/24/2055 | 5.7 | 731000 | 750196 |
| TWDC ENTERPRISES 18 CORP | FIXED INCOME | 12/1/2041 | 4.1 | 1918000 | 1682661 |
| UBS GROUP AG | FIXED INCOME | 5/6/2047 | 5.5 | 1557000 | 1541632 |
| UNION ELECTRIC CO | FIXED INCOME | 4/1/2052 | 3.9 | 790000 | 604540 |
| UNION ELECTRIC CO | FIXED INCOME | 3/15/2055 | 5.1 | 931000 | 856315 |
| UNION PACIFIC CORP | FIXED INCOME | 3/10/2052 | 3.0 | 1192000 | 763035 |
| UNION PACIFIC CORP | FIXED INCOME | 2/14/2042 | 3.4 | 1672000 | 1318673 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/4/2053 | 6.3 | 3329000 | 3170406 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/7/2054 | 6.4 | 906000 | 870983 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/13/2037 | 6.9 | 1340000 | 1431602 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/13/2055 | 7.4 | 306000 | 329736 |
| UNITED PARCEL SERVICE | FIXED INCOME | 5/14/2055 | 6.0 | 1323000 | 1370072 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 3/15/2042 | 4.4 | 1053000 | 928040 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2041 | 3.1 | 1526000 | 1159165 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| UNITEDHEALTH GROUP INC | FIXED INCOME | 7/15/2054 | 5.6 | 4451000 | 4380852 |
| UNIV OF MICHIGAN MI | FIXED INCOME | 4/1/2050 | 2.6 | 1882000 | 1188539 |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | (9300000) | 73118 |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | (5100000) | 20034 |
| US DOLLAR | CASH |  |  | 812677 | 812677 |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | 8200000 | (118944) |
| US TREASURY N/B | FIXED INCOME | 8/15/2055 | 4.8 | 2103000 | 2076713 |
| US TREASURY N/B | FIXED INCOME | 11/15/2045 | 4.6 | 3428000 | 3362118 |
| US TREASURY N/B | FIXED INCOME | 11/15/2035 | 4.0 | 192000 | 189660 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | 4400000 | (123073) |
| VALE OVERSEAS LIMITED | FIXED INCOME | 6/28/2054 | 6.4 | 1063000 | 1085461 |
| VALE SA | FIXED INCOME | 9/11/2042 | 5.6 | 287000 | 289055 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 1/15/2036 | 4.3 | 2848000 | 2675240 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 3/22/2041 | 3.4 | 2430000 | 1907064 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 11/30/2045 | 5.8 | 557000 | 554388 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 11/30/2055 | 5.9 | 1318000 | 1304451 |
| VIATRIS INC | FIXED INCOME | 6/22/2050 | 4.0 | 546000 | 364581 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 4/15/2034 | 6.0 | 1229000 | 1291556 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 12/30/2034 | 5.7 | 270000 | 278257 |
| VODAFONE GROUP PLC | FIXED INCOME | 6/28/2054 | 5.8 | 476000 | 462325 |
| WELLS FARGO + COMPANY | FIXED INCOME | 11/17/2045 | 4.9 | 1688000 | 1524129 |
| WELLS FARGO + COMPANY | FIXED INCOME | 12/7/2046 | 4.8 | 1059000 | 932630 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/30/2041 | 3.1 | 3279000 | 2551521 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 4/1/2044 | 5.5 | 979000 | 893729 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 3/1/2048 | 5.3 | 365000 | 315838 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 3/15/2055 | 6.0 | 1304000 | 1329858 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 4/15/2040 | 6.3 | 277000 | 299265 |
|  | **Total : EXHIBIT L - Long term Credit Fund** | **Total : EXHIBIT L - Long term Credit Fund** | **Total : EXHIBIT L - Long term Credit Fund** | **Total : EXHIBIT L - Long term Credit Fund** | $**341576040** |

---

**\* Party-In-Interest**

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

------

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

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ALTICE FRAN LUX 3/HOLD 1 | FIXED INCOME | 1/15/2033 | 10.0% | 746880 |  | $686338 |
|  | ALTICE FRANCE SA | FIXED INCOME | 11/1/2029 | 9.5 | 2608040 |  | 2681743 |
|  | ALTICE FRANCE SA | FIXED INCOME | 10/15/2030 | 6.9 | 308040 |  | 298922 |
|  | ALTICE FRANCE SA | FIXED INCOME | 4/15/2032 | 6.5 | 125705 |  | 120574 |
|  | ALTICE FRANCE SA | FIXED INCOME | 5/31/2031 |  | 2382324 |  | 2378846 |
|  | ALTICE HOLDINGS 1 | FIXED INCOME | 12/31/2099 |  | 3122 |  | 36666 |
|  | AMER AIRLN 14 1 A PTT | FIXED INCOME | 4/1/2028 | 3.7 | 263479 |  | 262095 |
|  | AMS OSRAM AG | FIXED INCOME | 3/30/2029 | 12.3 | 2550000 |  | 2711772 |
|  | AMS OSRAM AG | FIXED INCOME | 11/3/2027 | 2.1 | 2700000 |  | 3017508 |
|  | AMSURG EQUITY | EQUITY |  |  | 85205 |  | 4745179 |
|  | AP CORE HOLDINGS II LLC | FIXED INCOME | 9/1/2027 |  | 238962 |  | 238425 |
|  | AP CORE HOLDINGS II LLC | FIXED INCOME | 9/1/2027 |  | 600000 |  | 598608 |
|  | ARAB REPUBLIC OF EGYPT | FIXED INCOME | 4/16/2026 | 4.8 | 1300000 |  | 1526832 |
|  | ARAB REPUBLIC OF EGYPT | FIXED INCOME | 4/11/2031 | 6.4 | 900000 |  | 1086031 |
|  | ARGENTINE PESO | CASH |  |  | 1976198 |  | 1361 |
|  | ATRIUM HOTEL PORTFOLIO TRUST | FIXED INCOME | 12/15/2036 | 5.0 | 440723 |  | 433708 |
|  | AUST 10Y BOND FUT MAR 26 | FUTURE | 3/16/2026 |  | 16800000 |  | 20556 |
|  | AUSTRALIAN DOLLAR | CASH |  |  | 183103 |  | 122102 |
|  | BANCA MONTE DEI PASCHI S | FIXED INCOME | 1/9/2026 | 1.9 | 900000 |  | 1056868 |
|  | BAT CAPITAL CORP | FIXED INCOME | 2/20/2031 | 5.8 | 300000 |  | 318552 |
|  | BAXTER INTERNATIONAL INC | FIXED INCOME | 2/15/2029 | 4.5 | 100000 |  | 100279 |
|  | BAXTER INTERNATIONAL INC | FIXED INCOME | 12/15/2030 | 4.9 | 300000 |  | 302217 |
|  | BAYER US FINANCE II LLC | FIXED INCOME | 12/15/2028 | 4.4 | 1100000 |  | 1100759 |
|  | BEIGNET INVESTOR LLC | FIXED INCOME | 5/30/2049 | 6.6 | 7040000 |  | 7472749 |
|  | BOEING CO | FIXED INCOME | 5/1/2027 | 5.0 | 400000 |  | 404116 |
|  | BOEING CO | FIXED INCOME | 5/1/2030 | 5.2 | 500000 |  | 514085 |
|  | BOEING CO | FIXED INCOME | 2/4/2026 | 2.2 | 100000 |  | 99814 |
|  | BOEING CO/THE | FIXED INCOME | 5/1/2029 | 6.3 | 3200000 |  | 3400160 |
|  | BONOS DE TESORERIA | FIXED INCOME | 8/12/2032 | 6.2 | 1441000 |  | 462130 |
|  | BONOS DE TESORERIA | FIXED INCOME | 8/12/2034 | 5.4 | 500000 |  | 148275 |
|  | BONOS DE TESORERIA | FIXED INCOME | 8/12/2040 | 5.4 | 200000 |  | 52794 |
|  | BONOS DE TESORERIA | FIXED INCOME | 8/12/2033 | 7.3 | 10800000 |  | 3661870 |
|  | BONOS TESORERIA PESOS | FIXED INCOME | 9/1/2030 | 4.7 | 190000000 |  | 210386 |
|  | BONOS TESORERIA PESOS | FIXED INCOME | 4/1/2033 | 6.0 | 1065000000 |  | 1245326 |
|  | BONOS TESORERIA PESOS | FIXED INCOME | 10/1/2034 | 5.8 | 110000000 |  | 127638 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BONOS TESORERIA PESOS | FIXED INCOME | 3/1/2035 | 5.0 | 500000000 | 550470 |
| BRAZILIAN REAL | CASH |  |  | 1195116 | 218097 |
| BURBERRY GROUP PLC | FIXED INCOME | 6/20/2030 | 5.8 | 2529000 | 3475480 |
| BWPC0M330 CDS USD P F 1.00000 | FIXED INCOME | 12/20/2028 | 1.0 | (400000) | (408074) |
| BWPC0M330 CDS USD R V 03MEVENT | FIXED INCOME | 12/20/2028 | 1.0 | 400000 | 400000 |
| BWPC0MJ41 CDS USD P F 1.00000 | FIXED INCOME | 6/20/2029 | 1.0 | (1300000) | (1327832) |
| BWPC0MJ41 CDS USD R V 03MEVENT | FIXED INCOME | 6/20/2029 | 1.0 | 1300000 | 1300000 |
| BWPC0MWQ7 CDS USD P F 1.00000 | FIXED INCOME | 12/20/2029 | 1.0 | (2400000) | (2453590) |
| BWPC0MWQ7 CDS USD R V 03MEVENT | FIXED INCOME | 12/20/2029 | 1.0 | 2400000 | 2400000 |
| BWU00W8P4 IRS EUR P F .00000 | FIXED INCOME | 3/18/2030 | 0.2 | (6800000) | (7144741) |
| BWU00W8P4 IRS EUR R V 06MEURIB | FIXED INCOME | 3/18/2030 | 2.1 | 6800000 | 7986264 |
| BWU00W8Q2 IRS EUR P F .25000 | FIXED INCOME | 3/18/2050 | 0.3 | (400000) | (227871) |
| BWU00W8Q2 IRS EUR R V 06MEURIB | FIXED INCOME | 3/18/2050 | 2.1 | 400000 | 469780 |
| BWU00Y904 IRS EUR P F .50000 | FIXED INCOME | 6/17/2050 | 0.5 | (400000) | (246360) |
| BWU00Y904 IRS EUR R V 06MEURIB | FIXED INCOME | 6/17/2050 | 2.2 | 400000 | 469780 |
| BWU01O3K7 IRS USD P F 2.75000 | FIXED INCOME | 6/21/2053 | 2.8 | (6300000) | (4814472) |
| BWU01O3K7 IRS USD R V 12MSOFR | FIXED INCOME | 6/21/2053 | 3.8 | 6300000 | 6300000 |
| BWU01PG95 IRS USD P F 1.50000 | FIXED INCOME | 6/17/2050 | 1.5 | (6800000) | (3680844) |
| BWU01PG95 IRS USD R V 03MSOFR | FIXED INCOME | 6/17/2050 | 4.0 | 6800000 | 6800000 |
| BWU01PIE2 IRS USD P F 1.75000 | FIXED INCOME | 1/22/2050 | 1.8 | (700000) | (408495) |
| BWU01PIE2 IRS USD R V 03MSOFR | FIXED INCOME | 1/22/2050 | 4.0 | 700000 | 700000 |
| BWU01PIK8 IRS USD P F 2.00000 | FIXED INCOME | 1/15/2050 | 2.0 | (700000) | (435317) |
| BWU01PIK8 IRS USD R V 03MSOFR | FIXED INCOME | 1/15/2050 | 4.0 | 700000 | 700000 |
| BWU01PIQ5 IRS USD P F 1.87500 | FIXED INCOME | 2/7/2050 | 1.9 | (200000) | (120451) |
| BWU01PIQ5 IRS USD R V 03MSOFR | FIXED INCOME | 2/7/2050 | 4.0 | 200000 | 200000 |
| BWU01PL81 IRS USD P F 2.25000 | FIXED INCOME | 12/11/2049 | 2.3 | (200000) | (132167) |
| BWU01PL81 IRS USD R V 03MSOFR | FIXED INCOME | 12/11/2049 | 4.0 | 200000 | 200000 |
| BWU01PLI9 IRS USD P F 1.62500 | FIXED INCOME | 1/16/2050 | 1.6 | (1500000) | (846963) |
| BWU01PLI9 IRS USD R V 03MSOFR | FIXED INCOME | 1/16/2050 | 4.0 | 1500000 | 1500000 |
| BWU01PLU2 IRS USD P F 2.25000 | FIXED INCOME | 3/12/2050 | 2.3 | (600000) | (395332) |
| BWU01PLU2 IRS USD R V 03MSOFR | FIXED INCOME | 3/12/2050 | 4.0 | 600000 | 600000 |
| BWU01PM80 IRS USD P F 1.25000 | FIXED INCOME | 12/16/2050 | 1.3 | (200000) | (99464) |
| BWU01PM80 IRS USD R V 03MSOFR | FIXED INCOME | 12/16/2050 | 4.0 | 200000 | 200000 |
| BWU01PML1 IRS USD P F 1.78500 | FIXED INCOME | 8/12/2051 | 1.8 | (400000) | (229962) |
| BWU01PML1 IRS USD R V 03MSOFR | FIXED INCOME | 8/12/2051 | 4.0 | 400000 | 400000 |
| BWU01POT2 IRS USD P F 1.62500 | FIXED INCOME | 2/3/2050 | 1.6 | (2000000) | (1128320) |
| BWU01POT2 IRS USD R V 03MSOFR | FIXED INCOME | 2/3/2050 | 4.0 | 2000000 | 2000000 |
| BWU01VAN7 IRS USD P F 3.25000 | FIXED INCOME | 12/20/2053 | 3.3 | (7500000) | (6342207) |
| BWU01VAN7 IRS USD R V 12MSOFR | FIXED INCOME | 12/20/2053 | 3.8 | 7500000 | 7500000 |
| BWU01Z9R1 IRS EUR P F 3.25500 | FIXED INCOME | 11/22/2028 | 3.3 | (300000) | (360981) |
| BWU01Z9R1 IRS EUR R V 06MEURIB | FIXED INCOME | 11/22/2028 | 2.1 | 300000 | 352335 |
| BWU01ZER5 IRS EUR P F 3.17900 | FIXED INCOME | 11/29/2028 | 3.2 | (600000) | (720589) |
| BWU01ZER5 IRS EUR R V 06MEURIB | FIXED INCOME | 11/29/2028 | 2.1 | 600000 | 704670 |
| BWU01ZSW9 IRS EUR P F 2.92000 | FIXED INCOME | 12/13/2028 | 2.9 | (800000) | (953840) |
| BWU01ZSW9 IRS EUR R V 06MEURIB | FIXED INCOME | 12/13/2028 | 2.2 | 800000 | 939560 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BWU01ZUL0 IRS CAD P F 4.25000 | FIXED INCOME | 6/19/2026 | 4.3 | (3300000) | (2429270) |
| BWU01ZUL0 IRS CAD R V 06MCORRA | FIXED INCOME | 6/19/2026 | 2.3 | 3300000 | 2407441 |
| BWU0205S9 IRS USD P F 3.75000 | FIXED INCOME | 6/20/2031 | 3.8 | (2300000) | (2328260) |
| BWU0205S9 IRS USD R V 12MSOFR | FIXED INCOME | 6/20/2031 | 3.8 | 2300000 | 2300000 |
| BWU0206W9 IRS USD P F 3.50000 | FIXED INCOME | 6/20/2054 | 3.5 | (3000000) | (2659398) |
| BWU0206W9 IRS USD R V 12MSOFR | FIXED INCOME | 6/20/2054 | 3.8 | 3000000 | 3000000 |
| BWU020FS8 IRS EUR P F 2.95000 | FIXED INCOME | 12/29/2028 | 3.0 | (600000) | (716192) |
| BWU020FS8 IRS EUR R V 06MEURIB | FIXED INCOME | 12/29/2028 | 2.1 | 600000 | 704670 |
| BWU0239Y6 IRS GBP P F 3.70000 | FIXED INCOME | 3/28/2034 | 3.7 | (300000) | (398469) |
| BWU0239Y6 IRS GBP R V 12MSONIA | FIXED INCOME | 3/28/2034 | 3.7 | 300000 | 403515 |
| BWU025KY8 IRS USD P F 4.08000 | FIXED INCOME | 6/5/2034 | 4.1 | (1700000) | (1746220) |
| BWU025KY8 IRS USD R V 12MSOFR | FIXED INCOME | 6/5/2034 | 3.8 | 1700000 | 1700000 |
| BWU027ED7 IRS EUR P F 2.81800 | FIXED INCOME | 6/26/2029 | 2.8 | (700000) | (832663) |
| BWU027ED7 IRS EUR R V 06MEURIB | FIXED INCOME | 6/26/2029 | 2.1 | 700000 | 822115 |
| BWU027IZ4 IRS USD P F 3.99400 | FIXED INCOME | 7/2/2034 | 4.0 | (900000) | (918668) |
| BWU027IZ4 IRS USD R V 12MSOFR | FIXED INCOME | 7/2/2034 | 3.8 | 900000 | 900000 |
| BWU027J00 IRS USD P F 4.06000 | FIXED INCOME | 7/2/2034 | 4.1 | (700000) | (717897) |
| BWU027J00 IRS USD R V 12MSOFR | FIXED INCOME | 7/2/2034 | 3.8 | 700000 | 700000 |
| BWU027RX9 IRS USD P F 3.88500 | FIXED INCOME | 7/12/2034 | 3.9 | (1700000) | (1721583) |
| BWU027RX9 IRS USD R V 12MSOFR | FIXED INCOME | 7/12/2034 | 3.8 | 1700000 | 1700000 |
| BWU028MD6 IRS USD P F 3.79500 | FIXED INCOME | 8/6/2034 | 3.8 | (700000) | (704067) |
| BWU028MD6 IRS USD R V 12MSOFR | FIXED INCOME | 8/6/2034 | 3.8 | 700000 | 700000 |
| BWU028NU7 IRS EUR P F 2.71000 | FIXED INCOME | 8/6/2034 | 2.7 | (1300000) | (1511779) |
| BWU028NU7 IRS EUR R V 06MEURIB | FIXED INCOME | 8/6/2034 | 2.1 | 1300000 | 1526786 |
| BWU028NX1 IRS USD P F 3.71500 | FIXED INCOME | 8/7/2034 | 3.7 | (1560000) | (1559855) |
| BWU028NX1 IRS USD R V 12MSOFR | FIXED INCOME | 8/7/2034 | 3.8 | 1560000 | 1560000 |
| BWU028UV7 IRS USD P F 3.67900 | FIXED INCOME | 8/13/2034 | 3.7 | (700000) | (698009) |
| BWU028UV7 IRS USD R V 12MSOFR | FIXED INCOME | 8/13/2034 | 3.8 | 700000 | 700000 |
| BWU028WE3 IRS EUR P F 2.70000 | FIXED INCOME | 8/13/2029 | 2.7 | (400000) | (473969) |
| BWU028WE3 IRS EUR R V 06MEURIB | FIXED INCOME | 8/13/2029 | 2.1 | 400000 | 469780 |
| BWU028WL7 IRS USD P F 3.56900 | FIXED INCOME | 8/14/2034 | 3.6 | (700000) | (692316) |
| BWU028WL7 IRS USD R V 12MSOFR | FIXED INCOME | 8/14/2034 | 3.8 | 700000 | 700000 |
| BWU028XJ1 IRS EUR P F 2.65000 | FIXED INCOME | 8/14/2029 | 2.7 | (1400000) | (1656037) |
| BWU028XJ1 IRS EUR R V 06MEURIB | FIXED INCOME | 8/14/2029 | 2.1 | 1400000 | 1644231 |
| BWU028ZY6 IRS USD P F 3.58600 | FIXED INCOME | 8/19/2034 | 3.6 | (1600000) | (1584274) |
| BWU028ZY6 IRS USD R V 12MSOFR | FIXED INCOME | 8/19/2034 | 3.8 | 1600000 | 1600000 |
| BWU02A0I4 IRS EUR P F 2.59000 | FIXED INCOME | 8/19/2034 | 2.6 | (400000) | (460704) |
| BWU02A0I4 IRS EUR R V 06MEURIB | FIXED INCOME | 8/19/2034 | 2.1 | 400000 | 469780 |
| BWU02A0V5 IRS USD P F 3.53200 | FIXED INCOME | 8/20/2034 | 3.5 | (700000) | (690320) |
| BWU02A0V5 IRS USD R V 12MSOFR | FIXED INCOME | 8/20/2034 | 3.8 | 700000 | 700000 |
| BWU02A1B8 IRS USD P F 3.55000 | FIXED INCOME | 8/21/2034 | 3.6 | (1600000) | (1580012) |
| BWU02A1B8 IRS USD R V 12MSOFR | FIXED INCOME | 8/21/2034 | 3.8 | 1600000 | 1600000 |
| BWU02A2K7 IRS USD P F 3.61300 | FIXED INCOME | 8/22/2034 | 3.6 | (700000) | (694513) |
| BWU02A2K7 IRS USD R V 12MSOFR | FIXED INCOME | 8/22/2034 | 3.8 | 700000 | 700000 |
| BWU02A7Z9 IRS USD P F 3.55500 | FIXED INCOME | 8/28/2034 | 3.6 | (700000) | (691439) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BWU02A7Z9 IRS USD R V 12MSOFR | FIXED INCOME | 8/28/2034 | 3.8 | 700000 | 700000 |
| BWU02A805 IRS USD P F 3.56500 | FIXED INCOME | 8/28/2034 | 3.6 | (700000) | (691959) |
| BWU02A805 IRS USD R V 12MSOFR | FIXED INCOME | 8/28/2034 | 3.8 | 700000 | 700000 |
| BWU02A813 IRS USD P F 3.59900 | FIXED INCOME | 8/28/2034 | 3.6 | (700000) | (693726) |
| BWU02A813 IRS USD R V 12MSOFR | FIXED INCOME | 8/28/2034 | 3.8 | 700000 | 700000 |
| BWU02A821 IRS USD P F 3.60000 | FIXED INCOME | 8/28/2034 | 3.6 | (1600000) | (1585777) |
| BWU02A821 IRS USD R V 12MSOFR | FIXED INCOME | 8/28/2034 | 3.8 | 1600000 | 1600000 |
| BWU02A839 IRS USD P F 3.60500 | FIXED INCOME | 8/28/2034 | 3.6 | (300000) | (297445) |
| BWU02A839 IRS USD R V 12MSOFR | FIXED INCOME | 8/28/2034 | 3.8 | 300000 | 300000 |
| BWU02A854 IRS USD P F 3.64300 | FIXED INCOME | 8/28/2034 | 3.6 | (700000) | (696012) |
| BWU02A854 IRS USD R V 12MSOFR | FIXED INCOME | 8/28/2034 | 3.8 | 700000 | 700000 |
| BWU02A9I5 IRS EUR P F 2.58000 | FIXED INCOME | 8/29/2034 | 2.6 | (400000) | (460357) |
| BWU02A9I5 IRS EUR R V 06MEURIB | FIXED INCOME | 8/29/2034 | 2.1 | 400000 | 469780 |
| BWU02ABP6 IRS USD P F 3.47000 | FIXED INCOME | 9/4/2034 | 3.5 | (900000) | (883188) |
| BWU02ABP6 IRS USD R V 12MSOFR | FIXED INCOME | 9/4/2034 | 3.8 | 900000 | 900000 |
| BWU02ABR2 IRS USD P F 3.52500 | FIXED INCOME | 9/4/2034 | 3.5 | (1600000) | (1576660) |
| BWU02ABR2 IRS USD R V 12MSOFR | FIXED INCOME | 9/4/2034 | 3.8 | 1600000 | 1600000 |
| BWU02ACV2 IRS USD P F 3.40750 | FIXED INCOME | 9/5/2034 | 3.4 | (400000) | (390669) |
| BWU02ACV2 IRS USD R V 12MSOFR | FIXED INCOME | 9/5/2034 | 3.8 | 400000 | 400000 |
| BWU02ACW0 IRS USD P F 3.41000 | FIXED INCOME | 9/5/2034 | 3.4 | (700000) | (683801) |
| BWU02ACW0 IRS USD R V 12MSOFR | FIXED INCOME | 9/5/2034 | 3.8 | 700000 | 700000 |
| BWU02AHS4 IRS USD P F 3.23200 | FIXED INCOME | 9/10/2034 | 3.2 | (350000) | (337219) |
| BWU02AHS4 IRS USD R V 12MSOFR | FIXED INCOME | 9/10/2034 | 3.8 | 350000 | 350000 |
| BWU02ANP3 IRS USD P F 3.24000 | FIXED INCOME | 9/16/2034 | 3.2 | (800000) | (771141) |
| BWU02ANP3 IRS USD R V 12MSOFR | FIXED INCOME | 9/16/2034 | 3.8 | 800000 | 800000 |
| BWU02ANQ1 IRS USD P F 3.27750 | FIXED INCOME | 9/16/2034 | 3.3 | (1600000) | (1546761) |
| BWU02ANQ1 IRS USD R V 12MSOFR | FIXED INCOME | 9/16/2034 | 3.8 | 1600000 | 1600000 |
| BWU02ANR9 IRS USD P F 3.28000 | FIXED INCOME | 9/16/2034 | 3.3 | (1600000) | (1547060) |
| BWU02ANR9 IRS USD R V 12MSOFR | FIXED INCOME | 9/16/2034 | 3.8 | 1600000 | 1600000 |
| BWU02AY55 IRS EUR P F 2.30000 | FIXED INCOME | 9/25/2029 | 2.3 | (800000) | (934461) |
| BWU02AY55 IRS EUR R V 06MEURIB | FIXED INCOME | 9/25/2029 | 2.1 | 800000 | 939560 |
| BWU02B3F5 IRS EUR P F 2.39000 | FIXED INCOME | 10/1/2034 | 2.4 | (1000000) | (1132499) |
| BWU02B3F5 IRS EUR R V 06MEURIB | FIXED INCOME | 10/1/2034 | 2.1 | 1000000 | 1174451 |
| BWU02B7J3 IRS EUR P F 2.36000 | FIXED INCOME | 10/7/2029 | 2.4 | (1600000) | (1872690) |
| BWU02B7J3 IRS EUR R V 06MEURIB | FIXED INCOME | 10/7/2029 | 2.1 | 1600000 | 1879121 |
| BWU02DCO2 IRS USD P F 3.25000 | FIXED INCOME | 3/19/2055 | 3.3 | (2800000) | (2360985) |
| BWU02DCO2 IRS USD R V 12MSOFR | FIXED INCOME | 3/19/2055 | 3.8 | 2800000 | 2800000 |
| BWU02F3A7 IRS EUR P F 2.40000 | FIXED INCOME | 2/12/2035 | 2.4 | (400000) | (451894) |
| BWU02F3A7 IRS EUR R V 06MEURIB | FIXED INCOME | 2/12/2035 | 2.1 | 400000 | 469780 |
| BWU02FNN7 IRS USD P F 3.90750 | FIXED INCOME | 3/4/2035 | 3.9 | (700000) | (708504) |
| BWU02FNN7 IRS USD R V 12MSOFR | FIXED INCOME | 3/4/2035 | 3.8 | 700000 | 700000 |
| BWU02FNO5 IRS USD P F 3.84200 | FIXED INCOME | 3/4/2030 | 3.8 | (2500000) | (2541787) |
| BWU02FNO5 IRS USD R V 12MSOFR | FIXED INCOME | 3/4/2030 | 3.8 | 2500000 | 2500000 |
| BWU02FPB1 IRS EUR P F 2.28000 | FIXED INCOME | 3/4/2030 | 2.3 | (400000) | (465856) |
| BWU02FPB1 IRS EUR R V 06MEURIB | FIXED INCOME | 3/4/2030 | 2.1 | 400000 | 469780 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BWU02FPX3 IRS USD P F 3.87400 | FIXED INCOME | 3/5/2035 | 3.9 | (1600000) | (1615262) |
| BWU02FPX3 IRS USD R V 12MSOFR | FIXED INCOME | 3/5/2035 | 3.8 | 1600000 | 1600000 |
| BWU02FSI3 IRS USD P F 3.50000 | FIXED INCOME | 9/17/2055 | 3.5 | (4100000) | (3630476) |
| BWU02FSI3 IRS USD R V 12MSOFR | FIXED INCOME | 9/17/2055 | 3.8 | 4100000 | 4100000 |
| BWU02FZ79 IRS USD P F 3.90500 | FIXED INCOME | 3/12/2035 | 3.9 | (700000) | (708310) |
| BWU02FZ79 IRS USD R V 12MSOFR | FIXED INCOME | 3/12/2035 | 3.8 | 700000 | 700000 |
| BWU02G0R1 IRS USD P F 3.25000 | FIXED INCOME | 6/18/2055 | 3.3 | (56800000) | (47883414) |
| BWU02G0R1 IRS USD R V 12MSOFR | FIXED INCOME | 6/18/2055 | 3.8 | 56800000 | 56800000 |
| BWU02GCM9 IRS USD P F 3.97500 | FIXED INCOME | 3/21/2035 | 4.0 | (1800000) | (1831032) |
| BWU02GCM9 IRS USD R V 12MSOFR | FIXED INCOME | 3/21/2035 | 3.8 | 1800000 | 1800000 |
| BWU02GCR8 IRS USD P F 3.93000 | FIXED INCOME | 3/24/2035 | 3.9 | (3200000) | (3243723) |
| BWU02GCR8 IRS USD R V 12MSOFR | FIXED INCOME | 3/24/2035 | 3.8 | 3200000 | 3200000 |
| BWU02GCT4 IRS USD P F 3.88400 | FIXED INCOME | 3/25/2035 | 3.9 | (1600000) | (1616098) |
| BWU02GCT4 IRS USD R V 12MSOFR | FIXED INCOME | 3/25/2035 | 3.8 | 1600000 | 1600000 |
| BWU02GS75 IRS EUR P F 2.52000 | FIXED INCOME | 4/9/2035 | 2.5 | (1000000) | (1139824) |
| BWU02GS75 IRS EUR R V 06MEURIB | FIXED INCOME | 4/9/2035 | 2.1 | 1000000 | 1174451 |
| BWU02GS91 IRS EUR P F 2.51000 | FIXED INCOME | 4/9/2035 | 2.5 | (400000) | (455544) |
| BWU02GS91 IRS EUR R V 06MEURIB | FIXED INCOME | 4/9/2035 | 2.1 | 400000 | 469780 |
| BWU02H6Y8 IRS EUR P F 2.55000 | FIXED INCOME | 4/16/2035 | 2.6 | (400000) | (457020) |
| BWU02H6Y8 IRS EUR R V 06MEURIB | FIXED INCOME | 4/16/2035 | 2.1 | 400000 | 469780 |
| BWU02HBL0 IRS EUR P F 2.53000 | FIXED INCOME | 4/23/2035 | 2.5 | (1000000) | (1140441) |
| BWU02HBL0 IRS EUR R V 06MEURIB | FIXED INCOME | 4/23/2035 | 2.1 | 1000000 | 1174451 |
| BWU02HNZ6 IRS EUR P F 2.45000 | FIXED INCOME | 5/5/2035 | 2.5 | (400000) | (452886) |
| BWU02HNZ6 IRS EUR R V 06MEURIB | FIXED INCOME | 5/5/2035 | 2.1 | 400000 | 469780 |
| BWU02JZP1 IRS EUR P F 2.00000 | FIXED INCOME | 3/18/2028 | 2.0 | (54300000) | (63396421) |
| BWU02JZP1 IRS EUR R V 06MEURIB | FIXED INCOME | 3/18/2028 | 1.0 | 54300000 | 63772664 |
| BWU02JZR7 IRS EUR P F 2.75000 | FIXED INCOME | 3/18/2036 | 2.8 | (10500000) | (12112479) |
| BWU02JZR7 IRS EUR R V 06MEURIB | FIXED INCOME | 3/18/2036 | 1.0 | 10500000 | 12331731 |
| BWU02JZS5 IRS EUR P F 3.00000 | FIXED INCOME | 3/18/2056 | 3.0 | (1580000) | (1763392) |
| BWU02JZS5 IRS EUR R V 06MEURIB | FIXED INCOME | 3/18/2056 | 1.0 | 1580000 | 1855632 |
| BWU02K0L5 IRS GBP P F 3.50000 | FIXED INCOME | 9/17/2027 | 3.5 | (4000000) | (5380804) |
| BWU02K0L5 IRS GBP R V 12MSONIA | FIXED INCOME | 9/17/2027 | 3.7 | 4000000 | 5380198 |
| BWU02K0M3 IRS GBP P F 3.75000 | FIXED INCOME | 9/17/2030 | 3.8 | (1300000) | (1756802) |
| BWU02K0M3 IRS GBP R V 12MSONIA | FIXED INCOME | 9/17/2030 | 3.7 | 1300000 | 1748565 |
| BWU02K0N1 IRS GBP P F 4.00000 | FIXED INCOME | 9/17/2035 | 4.0 | (3900000) | (5254343) |
| BWU02K0N1 IRS GBP R V 12MSONIA | FIXED INCOME | 9/17/2035 | 3.7 | 3900000 | 5245693 |
| BWU02K4O5 IRS USD P F 3.55100 | FIXED INCOME | 9/17/2035 | 3.6 | (700000) | (686584) |
| BWU02K4O5 IRS USD R V 12MSOFR | FIXED INCOME | 9/17/2035 | 3.8 | 700000 | 700000 |
| BX TRUST 2019 OC11 | FIXED INCOME | 12/9/2041 | 3.2 | 1500000 | 1425376 |
| CANADIAN DOLLAR | CASH |  |  | 61576 | 44921 |
| CANADIAN NATL RESOURCES | FIXED INCOME | 12/15/2029 | 5.0 | 200000 | 205144 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 10/15/2027 | 4.8 | 269032 | 269635 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 7/17/2028 | 6.0 | 405595 | 410555 |
| CARNIVAL CORP | FIXED INCOME | 8/1/2028 | 4.0 | 900000 | 886086 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 11/13/2029 | 5.7 | 1000000 | 1027300 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CARVANA CO | FIXED INCOME | 6/1/2031 | 9.0 | 3124400 | 3525198 |
| CCBRCIUS4 SWBC BRC | EQUITY |  |  | (270000) | (270000) |
| CCBSSIUS5 SWCC BANCO SANTANDER | EQUITY |  |  | 270000 | 270000 |
| CCFARIUS1 SWCC WELLS FARGO USD | EQUITY |  |  | 130000 | 130000 |
| CCMBCIUS7 SWCC USD | EQUITY |  |  | 610000 | 610000 |
| CCMSCZUS2 CCPC COC EQUITY | EQUITY |  |  | 1346000 | 1346000 |
| CCPC CCMSCHUS2 COC | EQUITY |  |  | 1215000 | 1215000 |
| CDW LLC/CDW FINANCE | FIXED INCOME | 12/1/2028 | 3.3 | 2200000 | 2138862 |
| CDW LLC/CDW FINANCE | FIXED INCOME | 3/1/2030 | 5.1 | 300000 | 305652 |
| CENTENE CORP | FIXED INCOME | 12/15/2029 | 4.6 | 3546000 | 3439514 |
| CENTENE CORP | FIXED INCOME | 2/15/2030 | 3.4 | 800000 | 736432 |
| CENTENE CORP | FIXED INCOME | 3/1/2031 | 2.5 | 100000 | 86301 |
| CENTENE CORP | FIXED INCOME | 7/15/2028 | 2.5 | 400000 | 374600 |
| CENTENE CORP | FIXED INCOME | 8/1/2031 | 2.6 | 200000 | 171976 |
| CENTRAL PARENT INC | FIXED INCOME | 7/6/2029 |  | 694737 | 586761 |
| CGI INC | FIXED INCOME | 9/14/2026 | 1.5 | 100000 | 98252 |
| CHEPLAPHARM ARZNEIMITTEL | FIXED INCOME | 1/15/2028 | 5.5 | 1012000 | 993197 |
| CHEPLAPHARM ARZNEIMITTEL | FIXED INCOME | 5/15/2030 | 7.5 | 800000 | 972858 |
| CHILE ELECTRICITY LUX | FIXED INCOME | 1/20/2033 | 6.0 | 805500 | 843141 |
| CHOICE HOTELS INTL INC | FIXED INCOME | 8/1/2034 | 5.9 | 200000 | 204146 |
| CI FINANCIAL CORP | FIXED INCOME | 5/30/2029 | 7.5 | 1800000 | 1910844 |
| CIM TRUST | FIXED INCOME | 8/25/2064 | 5.5 | 1105634 | 1121144 |
| CNT PRNT/CDK GLO II/FIN | FIXED INCOME | 6/15/2029 | 8.0 | 400000 | 347368 |
| CNTRL PARENT/CDK GLB INC | FIXED INCOME | 6/15/2029 | 7.3 | 2060000 | 1749228 |
| COGENT COMMS GRP / FIN | FIXED INCOME | 6/15/2027 | 7.0 | 3100000 | 3092901 |
| COGENT COMMS GRP / FIN | FIXED INCOME | 6/15/2027 | 7.0 | 800000 | 798832 |
| COGENT COMMS GRP / FIN | FIXED INCOME | 7/1/2032 | 6.5 | 500000 | 468020 |
| COLONY MORTGAGE CAPITAL LTD | FIXED INCOME | 11/15/2038 | 5.3 | 429236 | 422950 |
| COMM MORTGAGE TRUST | FIXED INCOME | 9/15/2033 | 5.0 | 600000 | 553919 |
| CORESTATE CAPITAL HOLD | FIXED INCOME | 12/31/2028 | 8.0 | 249662 | 146608 |
| COREWEAVE INC | FIXED INCOME | 2/1/2031 | 9.0 | 700000 | 639604 |
| COSTA RICA GOVERNMENT | FIXED INCOME | 11/21/2030 | 5.5 | 1000000 | 1198832 |
| COUNTRY GARDEN HLDGS | FIXED INCOME | 5/27/2025 | 5.4 | 600000 | 55776 |
| COUNTRY GARDEN HLDGS | FIXED INCOME | 10/22/2025 | 3.1 | 400000 | 37340 |
| CREDICORP CAPITAL SOCIED | FIXED INCOME | 12/15/2043 | 10.1 | 15400000 | 4946218 |
| CREDICORP CAPITAL SOCIED | FIXED INCOME | 3/5/2045 | 9.7 | 800000 | 253751 |
| CREDIT SUISSE FIRST BOSTON MOR | FIXED INCOME | 6/25/2033 | 5.6 | 2049 | 2050 |
| CROWN CASTLE INC | FIXED INCOME | 9/1/2029 | 4.9 | 200000 | 203200 |
| CS AT1 CLAIMS US22546DAB29 | FIXED INCOME | 12/31/2060 | 1.0 | 600000 | 30000 |
| CS AT1 CLAIMS USH3698DBW32 | FIXED INCOME | 12/31/2060 | 1.0 | 400000 | 20000 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (3405) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (3179) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (5508) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (901) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (149) |

---

------

---

| | | |
|:---|:---|:---|
| CURRENCY CONTRACT | DERIVATIVES | (32956) |
| CURRENCY CONTRACT | DERIVATIVES | (8366) |
| CURRENCY CONTRACT | DERIVATIVES | 32653 |
| CURRENCY CONTRACT | DERIVATIVES | 325 |
| CURRENCY CONTRACT | DERIVATIVES | (12987) |
| CURRENCY CONTRACT | DERIVATIVES | (46) |
| CURRENCY CONTRACT | DERIVATIVES | (19878) |
| CURRENCY CONTRACT | DERIVATIVES | (292238) |
| CURRENCY CONTRACT | DERIVATIVES | (166500) |
| CURRENCY CONTRACT | DERIVATIVES | (5795) |
| CURRENCY CONTRACT | DERIVATIVES | (3173) |
| CURRENCY CONTRACT | DERIVATIVES | (1641) |
| CURRENCY CONTRACT | DERIVATIVES | (5076) |
| CURRENCY CONTRACT | DERIVATIVES | (14362) |
| CURRENCY CONTRACT | DERIVATIVES | (4102) |
| CURRENCY CONTRACT | DERIVATIVES | (2966) |
| CURRENCY CONTRACT | DERIVATIVES | (3447) |
| CURRENCY CONTRACT | DERIVATIVES | 6023 |
| CURRENCY CONTRACT | DERIVATIVES | (1878) |
| CURRENCY CONTRACT | DERIVATIVES | (11060) |
| CURRENCY CONTRACT | DERIVATIVES | (2587) |
| CURRENCY CONTRACT | DERIVATIVES | (3179) |
| CURRENCY CONTRACT | DERIVATIVES | (23612) |
| CURRENCY CONTRACT | DERIVATIVES | (68573) |
| CURRENCY CONTRACT | DERIVATIVES | 143841 |
| CURRENCY CONTRACT | DERIVATIVES | (35535) |
| CURRENCY CONTRACT | DERIVATIVES | (34236) |
| CURRENCY CONTRACT | DERIVATIVES | 9272 |
| CURRENCY CONTRACT | DERIVATIVES | 9911 |
| CURRENCY CONTRACT | DERIVATIVES | 9728 |
| CURRENCY CONTRACT | DERIVATIVES | 10144 |
| CURRENCY CONTRACT | DERIVATIVES | 4358 |
| CURRENCY CONTRACT | DERIVATIVES | 322 |
| CURRENCY CONTRACT | DERIVATIVES | 6484 |
| CURRENCY CONTRACT | DERIVATIVES | (778) |
| CURRENCY CONTRACT | DERIVATIVES | 0 |
| CURRENCY CONTRACT | DERIVATIVES | (420) |
| CURRENCY CONTRACT | DERIVATIVES | 96 |
| CURRENCY CONTRACT | DERIVATIVES | (15) |
| CURRENCY CONTRACT | DERIVATIVES | 621 |
| CURRENCY CONTRACT | DERIVATIVES | (446) |
| CURRENCY CONTRACT | DERIVATIVES | (566) |
| CURRENCY CONTRACT | DERIVATIVES | (25) |
| CURRENCY CONTRACT | DERIVATIVES | 2579 |
| CURRENCY CONTRACT | DERIVATIVES | (293) |

---

------

---

| | | |
|:---|:---|:---|
| CURRENCY CONTRACT | DERIVATIVES | (6035) |
| CURRENCY CONTRACT | DERIVATIVES | 0 |
| CURRENCY CONTRACT | DERIVATIVES | (35314) |
| CURRENCY CONTRACT | DERIVATIVES | 602 |
| CURRENCY CONTRACT | DERIVATIVES | 4057 |
| CURRENCY CONTRACT | DERIVATIVES | 9900 |
| CURRENCY CONTRACT | DERIVATIVES | 0 |
| CURRENCY CONTRACT | DERIVATIVES | 393 |
| CURRENCY CONTRACT | DERIVATIVES | 2808 |
| CURRENCY CONTRACT | DERIVATIVES | 655 |
| CURRENCY CONTRACT | DERIVATIVES | 0 |
| CURRENCY CONTRACT | DERIVATIVES | 2442 |
| CURRENCY CONTRACT | DERIVATIVES | 2752 |
| CURRENCY CONTRACT | DERIVATIVES | (73) |
| CURRENCY CONTRACT | DERIVATIVES | 68798 |
| CURRENCY CONTRACT | DERIVATIVES | (2563) |
| CURRENCY CONTRACT | DERIVATIVES | 483 |
| CURRENCY CONTRACT | DERIVATIVES | (3538) |
| CURRENCY CONTRACT | DERIVATIVES | (6882) |
| CURRENCY CONTRACT | DERIVATIVES | (810) |
| CURRENCY CONTRACT | DERIVATIVES | (715) |
| CURRENCY CONTRACT | DERIVATIVES | (8135) |
| CURRENCY CONTRACT | DERIVATIVES | (4819) |
| CURRENCY CONTRACT | DERIVATIVES | (9049) |
| CURRENCY CONTRACT | DERIVATIVES | 2632 |
| CURRENCY CONTRACT | DERIVATIVES | 2782 |
| CURRENCY CONTRACT | DERIVATIVES | 7201 |
| CURRENCY CONTRACT | DERIVATIVES | 2064 |
| CURRENCY CONTRACT | DERIVATIVES | (6468) |
| CURRENCY CONTRACT | DERIVATIVES | (784000) |
| CURRENCY CONTRACT | DERIVATIVES | (322061) |
| CURRENCY CONTRACT | DERIVATIVES | (4527) |
| CURRENCY CONTRACT | DERIVATIVES | 13760 |
| CURRENCY CONTRACT | DERIVATIVES | 13343 |
| CURRENCY CONTRACT | DERIVATIVES | 19987 |
| CURRENCY CONTRACT | DERIVATIVES | (20872) |
| CURRENCY CONTRACT | DERIVATIVES | (18593) |
| CURRENCY CONTRACT | DERIVATIVES | (14086) |
| CURRENCY CONTRACT | DERIVATIVES | (23058) |
| CURRENCY CONTRACT | DERIVATIVES | (18504) |
| CURRENCY CONTRACT | DERIVATIVES | (5499) |
| CURRENCY CONTRACT | DERIVATIVES | (14165) |
| CURRENCY CONTRACT | DERIVATIVES | (11905) |
| CURRENCY CONTRACT | DERIVATIVES | (8347) |
| CURRENCY CONTRACT | DERIVATIVES | (9896) |

---

------

---

| | | |
|:---|:---|:---|
| CURRENCY CONTRACT | DERIVATIVES | (442) |
| CURRENCY CONTRACT | DERIVATIVES | (379) |
| CURRENCY CONTRACT | DERIVATIVES | (139) |
| CURRENCY CONTRACT | DERIVATIVES | 2980 |
| CURRENCY CONTRACT | DERIVATIVES | (11687) |
| CURRENCY CONTRACT | DERIVATIVES | 1872 |
| CURRENCY CONTRACT | DERIVATIVES | 4027 |
| CURRENCY CONTRACT | DERIVATIVES | 357 |
| CURRENCY CONTRACT | DERIVATIVES | 729 |
| CURRENCY CONTRACT | DERIVATIVES | 997 |
| CURRENCY CONTRACT | DERIVATIVES | 1990 |
| CURRENCY CONTRACT | DERIVATIVES | 125502 |
| CURRENCY CONTRACT | DERIVATIVES | (471) |
| CURRENCY CONTRACT | DERIVATIVES | 3 |
| CURRENCY CONTRACT | DERIVATIVES | (7) |
| CURRENCY CONTRACT | DERIVATIVES | 6516 |
| CURRENCY CONTRACT | DERIVATIVES | 80978 |
| CURRENCY CONTRACT | DERIVATIVES | 48231 |
| CURRENCY CONTRACT | DERIVATIVES | (325) |
| CURRENCY CONTRACT | DERIVATIVES | 11843 |
| CURRENCY CONTRACT | DERIVATIVES | 27527 |
| CURRENCY CONTRACT | DERIVATIVES | 16 |
| CURRENCY CONTRACT | DERIVATIVES | (537) |
| CURRENCY CONTRACT | DERIVATIVES | (16) |
| CURRENCY CONTRACT | DERIVATIVES | (8784) |
| CURRENCY CONTRACT | DERIVATIVES | 652 |
| CURRENCY CONTRACT | DERIVATIVES | (135) |
| CURRENCY CONTRACT | DERIVATIVES | (116) |
| CURRENCY CONTRACT | DERIVATIVES | (86) |
| CURRENCY CONTRACT | DERIVATIVES | (91) |
| CURRENCY CONTRACT | DERIVATIVES | (28) |
| CURRENCY CONTRACT | DERIVATIVES | (128) |
| CURRENCY CONTRACT | DERIVATIVES | (12) |
| CURRENCY CONTRACT | DERIVATIVES | (126) |
| CURRENCY CONTRACT | DERIVATIVES | (11477) |
| CURRENCY CONTRACT | DERIVATIVES | (2674) |
| CURRENCY CONTRACT | DERIVATIVES | (258039) |
| CURRENCY CONTRACT | DERIVATIVES | 375 |
| CURRENCY CONTRACT | DERIVATIVES | 681 |
| CURRENCY CONTRACT | DERIVATIVES | 15402 |
| CURRENCY CONTRACT | DERIVATIVES | 22945 |
| CURRENCY CONTRACT | DERIVATIVES | 26127 |
| CURRENCY CONTRACT | DERIVATIVES | 19552 |
| CURRENCY CONTRACT | DERIVATIVES | 28124 |
| CURRENCY CONTRACT | DERIVATIVES | 3929 |

---

------

---

| | | |
|:---|:---|:---|
| CURRENCY CONTRACT | DERIVATIVES | 21368 |
| CURRENCY CONTRACT | DERIVATIVES | 23284 |
| CURRENCY CONTRACT | DERIVATIVES | 18862 |
| CURRENCY CONTRACT | DERIVATIVES | (3823) |
| CURRENCY CONTRACT | DERIVATIVES | 1658 |
| CURRENCY CONTRACT | DERIVATIVES | 52 |
| CURRENCY CONTRACT | DERIVATIVES | 89560 |
| CURRENCY CONTRACT | DERIVATIVES | 202576 |
| CURRENCY CONTRACT | DERIVATIVES | 7074 |
| CURRENCY CONTRACT | DERIVATIVES | 8962 |
| CURRENCY CONTRACT | DERIVATIVES | 0 |
| CURRENCY CONTRACT | DERIVATIVES | 18175 |
| CURRENCY CONTRACT | DERIVATIVES | 45156 |
| CURRENCY CONTRACT | DERIVATIVES | 9 |
| CURRENCY CONTRACT | DERIVATIVES | 6826 |
| CURRENCY CONTRACT | DERIVATIVES | 4735 |
| CURRENCY CONTRACT | DERIVATIVES | 7699 |
| CURRENCY CONTRACT | DERIVATIVES | 12885 |
| CURRENCY CONTRACT | DERIVATIVES | 16097 |
| CURRENCY CONTRACT | DERIVATIVES | 1389 |
| CURRENCY CONTRACT | DERIVATIVES | 5680 |
| CURRENCY CONTRACT | DERIVATIVES | 6058 |
| CURRENCY CONTRACT | DERIVATIVES | 12631 |
| CURRENCY CONTRACT | DERIVATIVES | 5838 |
| CURRENCY CONTRACT | DERIVATIVES | 3323 |
| CURRENCY CONTRACT | DERIVATIVES | 521 |
| CURRENCY CONTRACT | DERIVATIVES | 1939 |
| CURRENCY CONTRACT | DERIVATIVES | 3957 |
| CURRENCY CONTRACT | DERIVATIVES | 3633 |
| CURRENCY CONTRACT | DERIVATIVES | 1779 |
| CURRENCY CONTRACT | DERIVATIVES | 2205 |
| CURRENCY CONTRACT | DERIVATIVES | 5511 |
| CURRENCY CONTRACT | DERIVATIVES | 3229 |
| CURRENCY CONTRACT | DERIVATIVES | 2972 |
| CURRENCY CONTRACT | DERIVATIVES | 1401 |
| CURRENCY CONTRACT | DERIVATIVES | 1949 |
| CURRENCY CONTRACT | DERIVATIVES | 484 |
| CURRENCY CONTRACT | DERIVATIVES | 656 |
| CURRENCY CONTRACT | DERIVATIVES | (405) |
| CURRENCY CONTRACT | DERIVATIVES | 519 |
| CURRENCY CONTRACT | DERIVATIVES | 1636 |
| CURRENCY CONTRACT | DERIVATIVES | (1042) |
| CURRENCY CONTRACT | DERIVATIVES | 14627 |
| CURRENCY CONTRACT | DERIVATIVES | 85 |
| CURRENCY CONTRACT | DERIVATIVES | 383 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 299 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 404 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 738 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 811 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 1038 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 56855 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 45324 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 55304 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 111706 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 105348 |
| CVS PASS THROUGH TRUST | FIXED INCOME | 1/10/2030 | 6.9 | 801667 | 828474 |
| CVS PASS THRU TR 2009 | FIXED INCOME | 7/10/2031 | 8.4 | 43336 | 47270 |
| CZECH KORUNA | CASH |  |  | (1441) | (70) |
| DC OFFICE TRUST | FIXED INCOME | 9/15/2045 | 3.0 | 500000 | 454352 |
| DEUTSCHE BANK NY | FIXED INCOME | 2/8/2028 | 5.7 | 300000 | 304824 |
| DIAMOND FRGN/DIAMOND FIN | FIXED INCOME | 10/1/2030 | 8.5 | 300000 | 318207 |
| DISCOVERY COMMUNICATIONS | FIXED INCOME | 3/20/2028 | 4.0 | 2823000 | 2774247 |
| DISCOVERY HOLDINGS INC | FIXED INCOME | 3/15/2027 | 3.8 | 4200000 | 4169004 |
| DISH DBS CORP | FIXED INCOME | 12/1/2026 | 5.3 | 4172000 | 4054600 |
| DISH DBS CORP | FIXED INCOME | 12/1/2028 | 5.8 | 200000 | 195770 |
| DOM REP CB NOTES | FIXED INCOME | 1/30/2026 | 13.0 | 9800000 | 155768 |
| DOMINICAN REPUBLIC | FIXED INCOME | 6/1/2036 | 10.8 | 35800000 | 615884 |
| DOMINICAN REPUBLIC | FIXED INCOME | 3/15/2037 | 10.5 | 134150000 | 2279742 |
| DOMINICAN REPUBLIC | FIXED INCOME | 6/1/2036 | 10.8 | 19000000 | 326866 |
| ECOPETROL SA | FIXED INCOME | 1/19/2029 | 8.6 | 800000 | 858024 |
| ECOPETROL SA | FIXED INCOME | 1/19/2036 | 8.4 | 90000 | 92499 |
| ECOPETROL SA | FIXED INCOME | 2/1/2032 | 7.8 | 1500000 | 1538130 |
| EDISON INTERNATIONAL | FIXED INCOME | 6/15/2027 | 5.8 | 200000 | 203618 |
| EDISON INTERNATIONAL | FIXED INCOME | 11/15/2028 | 5.3 | 2000000 | 2027600 |
| EDISON INTERNATIONAL | FIXED INCOME | 3/15/2030 | 6.3 | 100000 | 104656 |
| ELO SACA | FIXED INCOME | 1/29/2026 | 2.9 | 1900000 | 2227663 |
| EMPRESAS PUBLIC MEDELLIN | FIXED INCOME | 11/8/2027 | 8.4 | 10000000000 | 2385761 |
| ENVALIOR FINANCE GMBH | FIXED INCOME | 4/1/2030 |  | 972841 | 900919 |
| ENVISION HEALTHCARE CORPORTION | FIXED INCOME | 11/3/2028 |  | 711095 | 711095 |
| EPR PROPERTIES | FIXED INCOME | 4/15/2028 | 5.0 | 100000 | 100823 |
| EQTYDW918 | EQUITY |  |  | 702 | 1169041 |
| ESC LEHMAN BRTH HLDH PROD | FIXED INCOME | 12/31/2016 | 1.0 | 800000 | 80 |
| EURO BOBL FUTURE MAR 26 | FUTURE | 3/6/2026 |  | (9200000) | 97282 |
| EURO BUND FUTURE MAR 26 | FUTURE | 3/6/2026 |  | 1600000 | (33225) |
| EURO CURRENCY | CASH |  |  | (1042779) | (1224693) |
| EW SCRIPPS CO | FIXED INCOME | 8/15/2030 | 9.9 | 600000 | 598806 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 4/16/2029 | 4.5 | 850000 | 850606 |
| FCCU AUTO RECEIVABLES TRUST | FIXED INCOME | 11/15/2027 | 5.8 | 29641 | 29656 |
| FCCU AUTO RECEIVABLES TRUST | FIXED INCOME | 4/16/2029 | 5.5 | 500000 | 503840 |
| FCCU AUTO RECEIVABLES TRUST | FIXED INCOME | 4/15/2030 | 5.5 | 500000 | 510551 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL QE1302 | FIXED INCOME | 5/1/2052 | 3.0 | 75043 | 66736 |
| FED HM LN PC POOL QE1435 | FIXED INCOME | 5/1/2052 | 3.0 | 18385 | 16350 |
| FED HM LN PC POOL QE1988 | FIXED INCOME | 5/1/2052 | 3.0 | 78188 | 69524 |
| FED HM LN PC POOL QE2230 | FIXED INCOME | 5/1/2052 | 3.0 | 38738 | 34445 |
| FED HM LN PC POOL QI4131 | FIXED INCOME | 4/1/2054 | 5.5 | 141255 | 143588 |
| FED HM LN PC POOL SD8402 | FIXED INCOME | 2/1/2054 | 6.0 | 324081 | 332959 |
| FED HM LN PC POOL SD8439 | FIXED INCOME | 6/1/2054 | 6.0 | 344341 | 353802 |
| FINASTRA USA INC | FIXED INCOME | 9/15/2033 |  | 700000 | 684831 |
| FIRST BRANDS GROUP LLC | FIXED INCOME | 6/29/2026 |  | 44871 | 8077 |
| FLORA FOOD MANAGEMENT BV | FIXED INCOME | 7/2/2029 | 6.9 | 2800000 | 3277807 |
| FLUTTER TREASURY DAC | FIXED INCOME | 6/4/2031 | 5.9 | 400000 | 405760 |
| FNMA POOL BV8509 | FIXED INCOME | 5/1/2052 | 3.0 | 128607 | 114370 |
| FNMA POOL DA1132 | FIXED INCOME | 10/1/2053 | 6.5 | 221929 | 230509 |
| FNMA POOL DA4221 | FIXED INCOME | 11/1/2053 | 5.5 | 620884 | 631485 |
| FNMA POOL DA7554 | FIXED INCOME | 1/1/2054 | 6.5 | 758796 | 788130 |
| FNMA POOL DB0758 | FIXED INCOME | 3/1/2054 | 5.5 | 182772 | 185666 |
| FNMA POOL DB2745 | FIXED INCOME | 4/1/2054 | 5.5 | 1228675 | 1248397 |
| FNMA TBA 30 YR 3 | FIXED INCOME | 2/12/2056 | 3.0 | 4500000 | 3982284 |
| FNMA TBA 30 YR 3.5 | FIXED INCOME | 2/15/2056 | 3.5 | 650000 | 599678 |
| FNMA TBA 30 YR 4.5 | FIXED INCOME | 2/15/2056 | 4.5 | 2500000 | 2439760 |
| FNMA TBA 30 YR 5 | FIXED INCOME | 2/12/2056 | 5.0 | 3800000 | 3788881 |
| FNMA TBA 30 YR 6 | FIXED INCOME | 2/15/2056 | 6.0 | 1000000 | 1026210 |
| FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 2/15/2028 | 4.7 | 386682 | 387813 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 1/9/2027 | 4.3 | 200000 | 199042 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 8/17/2027 | 4.1 | 300000 | 297918 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 2/16/2028 | 2.9 | 400000 | 385152 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 5/28/2027 | 5.0 | 1000000 | 1003250 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/4/2027 | 7.4 | 800000 | 835352 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 3/6/2026 | 7.0 | 200000 | 200302 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 5/17/2027 | 5.9 | 400000 | 406080 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/5/2026 | 5.1 | 800000 | 804176 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/5/2026 | 5.3 | 1050000 | 1052279 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 3/20/2028 | 5.9 | 600000 | 614112 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/2/2027 | 3.8 | 200000 | 197024 |
| FORESEA HLDG S A | EQUITY |  |  | 158 | 3160 |
| FORESEA HLDG S A | EQUITY |  |  | 1422 | 28440 |
| FORESEA HOLDING SA | FIXED INCOME | 6/15/2030 | 7.5 | 16317 | 16089 |
| FORTESCUE TREASURY PTY L | FIXED INCOME | 4/15/2030 | 5.9 | 1449000 | 1490528 |
| FORWARD AIR CORPORATION | FIXED INCOME | 12/19/2030 |  | 4119362 | 4082288 |
| GA GLOBAL FUNDING TRUST | FIXED INCOME | 1/13/2030 | 5.4 | 400000 | 410280 |
| GA GLOBAL FUNDING TRUST | FIXED INCOME | 1/13/2035 | 5.9 | 300000 | 307491 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 1/15/2029 | 5.3 | 64000 | 65158 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 1/15/2030 | 4.0 | 700000 | 678734 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 1/15/2031 | 4.0 | 800000 | 765936 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 12/1/2033 | 6.8 | 100000 | 108541 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GLP CAPITAL LP / FIN II | FIXED INCOME | 9/15/2034 | 5.6 | 100000 | 101477 |
| | GLP CAPITAL LP / FIN II | FIXED INCOME | 2/15/2033 | 5.3 | 300000 | 300999 |
| | GNMA II POOL 787954 | FIXED INCOME | 2/20/2055 | 6.0 | 36906 | 37352 |
| | GNMA II POOL MA7937 | FIXED INCOME | 3/20/2052 | 3.0 | 170682 | 153719 |
| | GNMA II POOL MA9360 | FIXED INCOME | 12/20/2053 | 4.5 | 277056 | 271383 |
| | GNMA II TBA 30 YR 3 | FIXED INCOME | 2/19/2056 | 3.0 | 1100000 | 988889 |
| | GNMA II TBA 30 YR 4.5 | FIXED INCOME | 1/22/2056 | 4.5 | 1100000 | 1072449 |
| | GOLDMAN SACHS BANK USA COC | EQUITY |  |  | 130000 | 130000 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 4/20/2061 | 4.6 | 91753 | 91706 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 1285405 | 1285405 |
| | GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 7/15/2035 | 5.0 | 598968 | 394692 |
| | HIPOTECARIA SU CASITA SA | FIXED INCOME | 6/29/2018 | 7.5 | 85885 | 1718 |
| | HOME PARTNERS OF AMERICA TRUST | FIXED INCOME | 12/17/2026 | 1.9 | 406138 | 397226 |
| | HOST HOTELS + RESORTS LP | FIXED INCOME | 7/1/2034 | 5.7 | 1600000 | 1654768 |
| | HOST HOTELS + RESORTS LP | FIXED INCOME | 6/15/2032 | 5.7 | 100000 | 104468 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 3/13/2028 | 4.0 | 1100000 | 1098636 |
| | HUNGARIAN FORINT | CASH |  |  | (79039002) | (241776) |
| | HYATT HOTELS CORP | FIXED INCOME | 3/30/2028 | 5.1 | 100000 | 101868 |
| | INTESA SANPAOLO SPA | FIXED INCOME | 9/23/2029 | 4.0 | 1500000 | 1483065 |
| | ION PLAT FIN US/SARL | FIXED INCOME | 5/1/2029 | 8.8 | 1600000 | 1623472 |
| | ION PLAT FIN US/SARL | FIXED INCOME | 5/1/2028 | 5.0 | 1500000 | 1393380 |
| | ION PLAT FIN US/SARL | FIXED INCOME | 8/1/2029 | 9.0 | 3490000 | 3435416 |
| | IVORY COAST | FIXED INCOME | 3/22/2030 | 5.3 | 1860000 | 2190092 |
| | JAPAN (20 YEAR ISSUE) | FIXED INCOME | 3/20/2045 | 2.4 | 48000000 | 283189 |
| | JAPAN (30 YEAR ISSUE) | FIXED INCOME | 9/20/2054 | 2.1 | 22400000 | 109721 |
| | JAPAN (30 YEAR ISSUE) | FIXED INCOME | 12/20/2054 | 2.3 | 25600000 | 131117 |
| | JAPAN (30 YEAR ISSUE) | FIXED INCOME | 3/20/2055 | 2.4 | 12000000 | 62988 |
| | JAPAN (30 YEAR ISSUE) | FIXED INCOME | 9/20/2055 | 3.2 | 138600000 | 857473 |
| | JAPANESE YEN | CASH |  |  | 40411 | 258 |
| | JETBLUE AIRWAYS/LOYALTY | FIXED INCOME | 9/20/2031 | 9.9 | 1432000 | 1442282 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 3/5/2042 | 2.3 | 2870000 | 2701725 |
|  | KINGDOM OF MOROCCO | FIXED INCOME | 4/2/2029 | 3.9 | 2550000 | 3032943 |
|  | LANDMARK MORTGAGE SECURITIES P | FIXED INCOME | 6/17/2039 | 4.2 | 1302395 | 1711903 |
|  | LAS VEGAS SANDS CORP | FIXED INCOME | 8/18/2026 | 3.5 | 1500000 | 1492125 |
|  | LEALAND FINANCE COMPANY B.V. | FIXED INCOME | 12/31/2027 |  | 24120 | 18532 |
|  | LEALAND FINANCE COMPANY B.V. | FIXED INCOME | 6/30/2027 |  | 12519 | 10391 |
|  | LEHMAN BROTHERS HOLDINGS | FIXED INCOME | 11/10/2009 | 5.6 | 400000 | 200 |
|  | LETRA TESOURO NACIONAL | FIXED INCOME | 7/1/2026 |  | 35300000 | 6033892 |
|  | LETRA TESOURO NACIONAL | FIXED INCOME | 4/1/2026 |  | 58600000 | 10345099 |
|  | LONG GILT FUTURE MAR 26 | FUTURE | 3/27/2026 |  | 9600000 | 80938 |
|  | LPL HOLDINGS INC | FIXED INCOME | 5/20/2027 | 5.7 | 300000 | 305853 |
|  | LPL HOLDINGS INC | FIXED INCOME | 3/15/2030 | 5.2 | 600000 | 614532 |
|  | LPL HOLDINGS INC | FIXED INCOME | 4/3/2028 | 4.9 | 300000 | 304434 |
|  | LPL HOLDINGS INC | FIXED INCOME | 6/15/2030 | 5.2 | 600000 | 612810 |
|  | LUDGATE FUNDING PLC | FIXED INCOME | 1/1/2061 | 4.7 | 129769 | 173282 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| LUMEN TECHNOLOGIES INC | FIXED INCOME | 4/15/2030 |  | 1088843 | 1081428 |
| LUXCO3 SHARES | EQUITY |  |  | 40082 | 706115 |
| MAGYAR EXPORT IMPORT BAN | FIXED INCOME | 5/16/2029 | 6.0 | 2900000 | 3646193 |
| MALAYSIAN RINGGIT | CASH |  |  | 248524 | 61243 |
| MAREX GROUP PLC | FIXED INCOME | 11/4/2029 | 6.4 | 4600000 | 4774938 |
| MAREX GROUP PLC | FIXED INCOME | 5/8/2028 | 5.8 | 100000 | 101652 |
| MERCURY AGGREGATOR L P | FIXED INCOME | 4/3/2026 |  | 59596 | 59596 |
| MERCURY AGGREGATOR L P | FIXED INCOME | 4/3/2026 |  | 32103 | 32103 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 5/31/2029 | 8.5 | 9500000 | 533246 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 5/29/2031 | 7.8 | 143300000 | 7682783 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 3/1/2029 | 8.5 | 55000000 | 3088253 |
| MEXICAN PESO (NEW) | CASH |  |  | 829 | 46 |
| MEXICAN UDIBONOS | FIXED INCOME | 11/30/2028 | 4.0 | 1386462 | 76787 |
| MEXICAN UDIBONOS | FIXED INCOME | 12/3/2026 | 3.0 | 86654 | 4796 |
| MICROCHIP TECHNOLOGY INC | FIXED INCOME | 3/15/2028 | 4.9 | 200000 | 202838 |
| MORGAN STANLEY CAP SVCS COC | EQUITY |  |  | 570000 | 570000 |
| MPH ACQUISITION HOLDINGS LLC | FIXED INCOME | 12/31/2030 |  | 2977500 | 2978989 |
| MPH ACQUISITION HOLDINGS LLC | FIXED INCOME | 12/31/2030 |  | 2977500 | 2792657 |
| MPLX LP | FIXED INCOME | 2/15/2031 | 4.8 | 700000 | 708267 |
| NATIONAL MENTOR HOLDINGS | FIXED INCOME | 12/15/2030 | 10.5 | 2000000 | 2013800 |
| NATWEST GROUP PLC | FIXED INCOME | 11/15/2028 | 5.2 | 1000000 | 1009170 |
| NATWEST GROUP PLC | FIXED INCOME | 1/27/2030 | 5.1 | 4200000 | 4294122 |
| NEW ALBERTSONS LP | FIXED INCOME | 2/23/2028 | 6.6 | 600000 | 602358 |
| NEW IMMO HOLDING SA | FIXED INCOME | 7/23/2027 | 3.3 | 300000 | 351310 |
| NEW ORLEANS HOTEL TRUST | FIXED INCOME | 4/15/2032 | 4.8 | 1000000 | 994108 |
| NEWFOLD DIGITAL HLDGS GRP INC. | FIXED INCOME | 4/30/2029 |  | 100000 | 83250 |
| NISSAN MOTOR ACCEPTANCE | FIXED INCOME | 3/9/2026 | 2.0 | 1100000 | 1090903 |
| NISSAN MOTOR ACCEPTANCE | FIXED INCOME | 9/13/2027 | 5.3 | 300000 | 301197 |
| NISSAN MOTOR ACCEPTANCE | FIXED INCOME | 9/13/2027 | 5.7 | 1100000 | 1091563 |
| NISSAN MOTOR CO | FIXED INCOME | 9/17/2027 | 4.3 | 800000 | 787664 |
| NISSAN MOTOR CO | FIXED INCOME | 7/17/2030 | 7.5 | 2000000 | 2096100 |
| NISSAN MOTOR CO | FIXED INCOME | 9/17/2027 | 4.3 | 1600000 | 1575328 |
| NISSAN MOTOR CO | FIXED INCOME | 9/17/2030 | 4.8 | 800000 | 754984 |
| NOBLE FINANCE II LLC | FIXED INCOME | 4/15/2030 | 8.0 | 1800000 | 1869066 |
| NORINCHUKIN BANK | FIXED INCOME | 10/16/2029 | 5.1 | 200000 | 204000 |
| NOTA DO TESOURO NACIONAL | FIXED INCOME | 1/1/2029 | 10.0 | 27300000 | 4610296 |
| NTT FINANCE CORP | FIXED INCOME | 7/16/2027 | 4.6 | 200000 | 201656 |
| NYO COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 11/15/2038 | 5.0 | 1660000 | 1656612 |
| OCADO GROUP PLC | FIXED INCOME | 6/15/2030 | 11.0 | 200000 | 271028 |
| OCS GROUP HOLDINGS LTD | FIXED INCOME | 11/28/2031 |  | 1750000 | 2350895 |
| OI S.A. | FIXED INCOME | 6/30/2027 | 10.0 | 726229 | 329541 |
| OI S.A. | FIXED INCOME | 12/31/2028 | 8.5 | 1804924 | 18049 |
| OMAN GOV INTERNTL BOND | FIXED INCOME | 6/15/2026 | 4.8 | 1700000 | 1700153 |
| ONEMAIN FINANCE CORP | FIXED INCOME | 1/15/2028 | 6.6 | 500000 | 512780 |
| OSCAR US FUNDING TRUST | FIXED INCOME | 3/12/2029 | 4.5 | 500000 | 502271 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 3/1/2026 | 3.0 | 100000 | 99734 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 12/1/2027 | 3.3 | 900000 | 885375 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2028 | 4.7 | 100000 | 100714 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2027 | 2.1 | 100000 | 96958 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 7/1/2028 | 3.8 | 663000 | 654454 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 7/1/2030 | 4.6 | 2440000 | 2432558 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/15/2028 | 3.0 | 400000 | 388112 |
| PERATON CORP | FIXED INCOME | 2/1/2028 |  | 2160046 | 2001520 |
| PERU LNG SRL | FIXED INCOME | 3/22/2030 | 5.4 | 3507468 | 3385443 |
| PETROLEOS DE VENEZUELA S | FIXED INCOME | 4/12/2027 | 5.4 | 712000 | 165476 |
| PETROLEOS MEXICANOS | FIXED INCOME | 2/16/2032 | 6.7 | 1773000 | 1768302 |
| PIMCO FDS SHORT TERM FLTG NAV | EQUITY |  |  | 2892080 | 28969964 |
| POLARIS NEWCO, LLC | FIXED INCOME | 6/2/2028 |  | 1253610 | 1207076 |
| POLISH ZLOTY | CASH |  |  | 2900 | 807 |
| POSEIDON BIDCO SASU | FIXED INCOME | 3/13/2030 |  | 1100000 | 443857 |
| POUND STERLING | CASH |  |  | 607378 | 816953 |
| PRIME HEALTHCARE SERVICE | FIXED INCOME | 9/1/2029 | 9.4 | 600000 | 631956 |
| PROOFPOINT INC | FIXED INCOME | 8/31/2028 |  | 98992 | 99411 |
| PROSUS NV | FIXED INCOME | 7/13/2033 | 2.0 | 1200000 | 1227663 |
| PROSUS NV | FIXED INCOME | 1/19/2034 | 2.8 | 400000 | 430121 |
| QUIDELORTHO CORP | FIXED INCOME | 8/20/2032 |  | 1895250 | 1892881 |
| REPSOL E+P CAP MARKETS | FIXED INCOME | 9/16/2030 | 5.2 | 2400000 | 2434368 |
| REPUBLIC OF ANGOLA | FIXED INCOME | 5/9/2028 | 8.3 | 3400000 | 3410030 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2030 | 0.8 | 1440000 | 1225296 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2035 | 4.1 | 106000 | 78861 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 1/9/2038 | 5.0 | 221866 | 172286 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2041 | 3.5 | 2046648 | 1414459 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2029 | 1.0 | 933906 | 831279 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2035 | 1.0 | 368000 | 274351 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2030 | 0.1 | 432760 | 282073 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 2/19/2036 | 5.6 | 300000 | 330977 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 9/19/2028 | 3.8 | 2111000 | 2459233 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 9/19/2032 | 5.0 | 300000 | 338023 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 11/26/2038 | 6.5 | 580000 | 659268 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2030 | 6.9 | 137740 | 135660 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2030 | 6.9 | 3115854 | 3068805 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2035 | 6.9 | 380728 | 334325 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2035 | 6.9 | 1830194 | 1607130 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2040 | 5.0 | 224049 | 174810 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2030 |  | 52804 | 44799 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2030 |  | 950000 | 805980 |
| REPUBLIC OF EL SALVADOR | FIXED INCOME | 4/17/2030 | 9.3 | 1590000 | 1726899 |
| REPUBLIC OF EL SALVADOR | FIXED INCOME | 4/17/2030 | 9.3 | 2650000 | 2878165 |
| REPUBLIC OF GHANA | FIXED INCOME | 7/3/2026 |  | 44800 | 43973 |
| REPUBLIC OF GHANA | FIXED INCOME | 7/3/2029 | 5.0 | 677600 | 665579 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| REPUBLIC OF GUATEMALA | FIXED INCOME | 5/3/2026 | 4.5 | 3000000 | 2992620 |
| REPUBLIC OF GUATEMALA | FIXED INCOME | 6/5/2027 | 4.4 | 1800000 | 1786734 |
| REPUBLIC OF PANAMA | FIXED INCOME | 3/5/2027 |  | 900000 | 1054891 |
| REPUBLIC OF PANAMA | FIXED INCOME | 4/1/2027 |  | 2400000 | 2827983 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2037 | 6.9 | 1800000 | 559913 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2031 | 7.0 | 561000 | 185401 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2031 | 7.0 | 161000 | 53208 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2032 | 6.2 | 1500000 | 481052 |
| REPUBLIC OF SERBIA | FIXED INCOME | 5/15/2027 | 3.1 | 3440000 | 4018334 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 2/28/2035 | 8.9 | 65900000 | 4148757 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 9/15/2027 | 9.3 | 140000 | 45629 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 4/21/2025 | 7.7 | 249000 | 69849 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 5/7/2023 | 9.0 | 31000 | 8683 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 5/7/2028 | 9.3 | 1137000 | 361407 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 12/9/2020 | 6.0 | 31000 | 8231 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 3/31/2038 | 7.0 | 199000 | 58410 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 10/13/2019 | 7.8 | 100000 | 26309 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 10/13/2024 | 8.3 | 153000 | 42774 |
| RIO OIL FINANCE TRUST | FIXED INCOME | 4/6/2028 | 8.2 | 762375 | 786314 |
| ROMANIA | FIXED INCOME | 7/13/2030 | 1.8 | 600000 | 636543 |
| ROMANIA | FIXED INCOME | 9/18/2033 | 6.4 | 5060000 | 6366970 |
| ROMANIA | FIXED INCOME | 3/22/2031 | 5.4 | 980000 | 1197702 |
| ROMANIA | FIXED INCOME | 5/30/2032 | 5.3 | 510000 | 612201 |
| ROMANIA | FIXED INCOME | 5/30/2032 | 5.3 | 900000 | 1080355 |
| ROMANIA | FIXED INCOME | 9/24/2031 | 5.1 | 2290000 | 2751646 |
| ROMANIAN LEU | CASH |  |  | 23285 | 5368 |
| RUSSIAN RUBLE | CASH |  |  | 20124036 | 254413 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 4/17/2028 | 5.3 | 79292 | 79352 |
| SANTANDER HOLDINGS USA | FIXED INCOME | 3/20/2029 | 5.5 | 600000 | 613404 |
| SANTANDER HOLDINGS USA | FIXED INCOME | 3/20/2029 | 5.3 | 500000 | 504775 |
| SANTANDER HOLDINGS USA | FIXED INCOME | 3/20/2031 | 5.7 | 500000 | 517600 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 1/11/2028 | 2.5 | 200000 | 196550 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 9/11/2030 | 4.9 | 200000 | 202382 |
| SES S A | EQUITY |  |  | 6682 | 77050 |
| SFO COMMERICAL MORTGAGE TRUST | FIXED INCOME | 5/15/2038 | 5.0 | 1000000 | 992633 |
| SINGAPORE DOLLAR | CASH |  |  | 2723.00 | 2117 |
| SOCAR TURKEY ENERJI AS | FIXED INCOME | 8/11/2026 |  | 430000.00 | 505014 |
| SOFTBANK VISION FUND II | FIXED INCOME | 12/23/2025 |  |  | 0 |
| SOL | CASH |  |  | 1.00 | 0 |
| SOUTHERN CAL EDISON | FIXED INCOME | 6/1/2030 | 2.3 | 1540000.00 | 1398874 |
| SOUTHERN CAL EDISON | FIXED INCOME | 3/15/2030 | 5.3 | 900000.00 | 924057 |
| SOUTHERN GAS CORRIDOR | FIXED INCOME | 3/24/2026 | 6.9 | 3900000.00 | 3919968 |
| SPACE COAST CREDIT UNION | FIXED INCOME | 11/15/2028 | 4.7 | 485165.00 | 486459 |
| SSB MANUFACTURING COMPANY | EQUITY |  |  | 702.00 | 8775 |
| STELLANTIS FIN US INC | FIXED INCOME | 3/18/2030 | 5.8 | 800000.00 | 825624 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| STELLANTIS FIN US INC | FIXED INCOME | 3/17/2028 | 5.4 | 700000.00 | 713454 |
| STEPSTNE GRUP MDCO 2 GMBH THE | FIXED INCOME | 12/19/2031 |  | 597000.00 | 554213 |
| STEPSTONE GROUP M 2 GMBH THE | FIXED INCOME | 4/26/2032 |  | 4400000.00 | 4841405 |
| STRUCTURED ASSET SECURITIES CO | FIXED INCOME | 6/25/2033 | 6.3 | 836.00 | 841 |
| SW (FINANCE) I PLC | FIXED INCOME | 5/28/2028 | 2.4 | 3400000.00 | 4277925 |
| SW (FINANCE) I PLC | FIXED INCOME | 3/30/2027 | 1.6 | 400000.00 | 514358 |
| SWAP BANK OF AMERICA BOC | EQUITY |  |  | (360000.00) | (360000) |
| SWAP BNP PARIBAS BOC | EQUITY |  |  | (230000.00) | (230000) |
| SWAP CCPC MORGAN STANLEY COC | EQUITY |  |  | 837000.00 | 837000 |
| SWAP GOLDMAN SACHS COC | EQUITY |  |  | 240000.00 | 240000 |
| SWAP JP MORGAN COC | EQUITY |  |  | 70000.00 | 70000 |
| SWCC CCSCXIUS6 COC | EQUITY |  |  | 30000.00 | 30000 |
| SWPC0KE65 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | (100000.00) | (100000) |
| SWPC0KE65 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2026 | 1.0 | 100000.00 | 100687 |
| SWPC0KOG2 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | (100000.00) | (100000) |
| SWPC0KOG2 CDS USD R F 5.00000 | FIXED INCOME | 12/20/2026 | 5.0 | 100000.00 | 104160 |
| SWPC0KTA0 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | (700000.00) | (700000) |
| SWPC0KTA0 CDS USD R F 5.00000 | FIXED INCOME | 6/20/2027 | 5.0 | 700000.00 | 742391 |
| SWPC0LQW3 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2028 | 1.0 | (294000.00) | (294000) |
| SWPC0LQW3 CDS USD R F 5.00000 | FIXED INCOME | 6/20/2028 | 5.0 | 294000.00 | 313858 |
| SWPC0M2L1 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2028 | 1.0 | (100000.00) | (100000) |
| SWPC0M2L1 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2028 | 1.0 | 100000.00 | 101629 |
| SWPC0M439 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2028 | 1.0 | (99000.00) | (99000) |
| SWPC0M439 CDS USD R F 5.00000 | FIXED INCOME | 12/20/2028 | 5.0 | 99000.00 | 106362 |
| SWPC0MC97 CDS USD P F 1.00000 | FIXED INCOME | 12/20/2028 | 1.0 | (4000000.00) | (4000000) |
| SWPC0MC97 CDS USD R V 03MEVENT | FIXED INCOME | 12/20/2028 | 1.0 | 4000000.00 | 3913327 |
| SWPC0MGC6 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | (1000000.00) | (1000000) |
| SWPC0MGC6 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2027 | 1.0 | 1000000.00 | 1009914 |
| SWPC0MGN2 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2033 | 1.0 | (4000000.00) | (4000000) |
| SWPC0MGN2 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2033 | 1.0 | 4000000.00 | 3577670 |
| SWPC0MHX9 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2028 | 1.0 | (1300000.00) | (1300000) |
| SWPC0MHX9 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2028 | 1.0 | 1300000.00 | 1263344 |
| SWPC0MI67 CDS USD P F 1.00000 | FIXED INCOME | 12/20/2028 | 1.0 | (4000000.00) | (4000000) |
| SWPC0MI67 CDS USD R V 03MEVENT | FIXED INCOME | 12/20/2028 | 1.0 | 4000000.00 | 3934409 |
| SWPC0MTT5 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2029 | 1.0 | (2400000.00) | (2400000) |
| SWPC0MTT5 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2029 | 1.0 | 2400000.00 | 2399164 |
| SWPC0MTU2 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2029 | 1.0 | (3800000.00) | (3800000) |
| SWPC0MTU2 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2029 | 1.0 | 3800000.00 | 3724148 |
| SWPC0MTV0 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2029 | 1.0 | (3900000.00) | (3900000) |
| SWPC0MTV0 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2029 | 1.0 | 3900000.00 | 3911377 |
| SWPC0MTW8 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2029 | 1.0 | (2300000.00) | (2300000) |
| SWPC0MTW8 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2029 | 1.0 | 2300000.00 | 2327468 |
| SWPC0MTX6 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2029 | 1.0 | (1900000.00) | (1900000) |
| SWPC0MTX6 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2029 | 1.0 | 1900000.00 | 1909220 |
| SWPC0N2Y1 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2029 | 1.0 | (5800000.00) | (5800000) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SWPC0N2Y1 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2029 | 1.0 | 5800000.00 | 5788176 |
| SWPC0N8K5 CDS JPY P F 1.00000 | FIXED INCOME | 12/20/2029 | 1.0 | (648100000.00) | (4134741) |
| SWPC0N8K5 CDS JPY R V 03MEVENT | FIXED INCOME | 12/20/2029 | 1.0 | 648100000.00 | 3996972 |
| SWPC0NE77 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2026 | 1.0 | (2500000.00) | (2500000) |
| SWPC0NE77 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2026 | 1.0 | 2500000.00 | 2491778 |
| SWPC0NHL3 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2030 | 1.0 | (1900000.00) | (1900000) |
| SWPC0NHL3 CDS USD R F 5.00000 | FIXED INCOME | 6/20/2030 | 5.0 | 1900000.00 | 2051061 |
| SWPC0NNK8 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2030 | 1.0 | (1500000.00) | (1500000) |
| SWPC0NNK8 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2030 | 1.0 | 1500000.00 | 1491657 |
| SWPC0NO27 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2030 | 1.0 | (1600000.00) | (1600000) |
| SWPC0NO27 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2030 | 1.0 | 1600000.00 | 1502018 |
| SWPC0NOM3 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2030 | 1.0 | (200000.00) | (200000) |
| SWPC0NOM3 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2030 | 1.0 | 200000.00 | 202979 |
| SWPC0NON1 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2030 | 1.0 | (200000.00) | (200000) |
| SWPC0NON1 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2030 | 1.0 | 200000.00 | 202979 |
| SWPC0NOX9 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | (950000.00) | (950000) |
| SWPC0NOX9 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2026 | 1.0 | 950000.00 | 956883 |
| SWPC0NU20 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | (300000.00) | (300000) |
| SWPC0NU20 CDS USD R F 5.00000 | FIXED INCOME | 6/20/2027 | 5.0 | 300000.00 | 297835 |
| SWPC0NWC6 CDS USD P F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | (3500000.00) | (3500000) |
| SWPC0NWC6 CDS USD R V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | 3500000.00 | 3431444 |
| SWPC0NWZ5 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (40400000.00) | (40400000) |
| SWPC0NWZ5 CDS USD R F 5.00000 | FIXED INCOME | 12/20/2030 | 5.0 | 40400000.00 | 43486762 |
| SWPC0NXY7 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | (200000.00) | (200000) |
| SWPC0NXY7 CDS USD R F 5.00000 | FIXED INCOME | 6/20/2027 | 5.0 | 200000.00 | 198557 |
| SWPC0NYP5 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | (200000.00) | (200000) |
| SWPC0NYP5 CDS USD R F 5.00000 | FIXED INCOME | 6/20/2027 | 5.0 | 200000.00 | 198557 |
| SWPC0NZT6 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | (400000.00) | (400000) |
| SWPC0NZT6 CDS USD R F 5.00000 | FIXED INCOME | 12/20/2026 | 5.0 | 400000.00 | 399109 |
| SWPC0O2E3 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (1600000.00) | (1879121) |
| SWPC0O2E3 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2030 | 5.0 | 1600000.00 | 1551143 |
| SWPC0O2F0 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2027 | 1.0 | (100000.00) | (117445) |
| SWPC0O2F0 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2027 | 5.0 | 100000.00 | 106949 |
| SWPC0O2P8 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | (100000.00) | (100000) |
| SWPC0O2P8 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2026 | 1.0 | 100000.00 | 99279 |
| SWPC0O4K7 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (500000.00) | (500000) |
| SWPC0O4K7 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | 500000.00 | 461056 |
| SWPC0O4R2 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (900000.00) | (900000) |
| SWPC0O4R2 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | 900000.00 | 829900 |
| SWPC0O4S0 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (100000.00) | (100000) |
| SWPC0O4S0 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | 100000.00 | 92211 |
| SWPC44DR2 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (560000.00) | (657692) |
| SWPC44DR2 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2030 | 5.0 | 560000.00 | 788587 |
| SWPC44KD5 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (150000.00) | (176168) |
| SWPC44KD5 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2030 | 5.0 | 150000.00 | 211229 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SWPC44SD7 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (1400000.00) | (1644231) |
| SWPC44SD7 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2030 | 5.0 | 1400000.00 | 1971466 |
| SWPC44TD6 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (1290000.00) | (1515041) |
| SWPC44TD6 CDS EUR R F 5.00000 | FIXED INCOME | 12/20/2030 | 5.0 | 1290000.00 | 1816565 |
| SWPCPEMQ9 CDS USD P V 01MEVENT | FIXED INCOME | 7/6/2026 | 1.0 | (2717880.00) | (2717880) |
| SWPCPEMQ9 CDS USD R F 4.75000 | FIXED INCOME | 7/6/2026 | 4.8 | 2717880.00 | 2727273 |
| SWPCPEMR7 CDS USD P V 01MEVENT | FIXED INCOME | 7/6/2026 | 1.0 | (617700.00) | (617700) |
| SWPCPEMR7 CDS USD R F 4.85000 | FIXED INCOME | 7/6/2026 | 4.9 | 617700.00 | 619902 |
| SWU01D6I3 IRS USD P V 12MSOFR | FIXED INCOME | 6/15/2032 | 3.8 | (1800000.00) | (1800000) |
| SWU01D6I3 IRS USD R F 1.25000 | FIXED INCOME | 6/15/2032 | 1.3 | 1800000.00 | 1558991 |
| SWU01D6J1 IRS USD P V 12MSOFR | FIXED INCOME | 6/15/2032 | 3.8 | (1510000.00) | (1510000) |
| SWU01D6J1 IRS USD R F 1.25000 | FIXED INCOME | 6/15/2032 | 1.3 | 1510000.00 | 1307816 |
| SWU01H5V6 IRS USD P V 12MSOFR | FIXED INCOME | 6/15/2032 | 3.8 | (660000.00) | (660000) |
| SWU01H5V6 IRS USD R F 1.75000 | FIXED INCOME | 6/15/2032 | 1.8 | 660000.00 | 590658 |
| SWU01H652 IRS USD P V 12MSOFR | FIXED INCOME | 6/15/2032 | 3.8 | (3080000.00) | (3080000) |
| SWU01H652 IRS USD R F 1.75000 | FIXED INCOME | 6/15/2032 | 1.8 | 3080000.00 | 2756371 |
| SWU01HCW6 IRS BRL P V 00MBRCDI | FIXED INCOME | 1/4/2027 | 1.0 | (6500000.00) | (1186186) |
| SWU01HCW6 IRS BRL R F 12.01500 | FIXED INCOME | 1/4/2027 | 12.0 | 6500000.00 | 1141155 |
| SWU01L9I2 IRS USD P V 12MSOFR | FIXED INCOME | 9/6/2032 | 3.8 | (500000.00) | (500000) |
| SWU01L9I2 IRS USD R F 3.05000 | FIXED INCOME | 9/6/2032 | 3.1 | 500000.00 | 483999 |
| SWU01O2G7 IRS HUF P V 06MBUBOR | FIXED INCOME | 1/16/2028 | 6.5 | (958100000.00) | (2930772) |
| SWU01O2G7 IRS HUF R F 8.70000 | FIXED INCOME | 1/16/2028 | 8.7 | 958100000.00 | 3084183 |
| SWU01VGU5 IRS USD P V 12MSOFR | FIXED INCOME | 6/14/2033 | 3.8 | (2300000.00) | (2300000) |
| SWU01VGU5 IRS USD R F 3.30000 | FIXED INCOME | 6/14/2033 | 3.3 | 2300000.00 | 2248729 |
| SWU01VL88 IRS USD P V 12MSOFR | FIXED INCOME | 6/21/2033 | 3.8 | (1200000.00) | (1200000) |
| SWU01VL88 IRS USD R F 3.50000 | FIXED INCOME | 6/21/2033 | 3.5 | 1200000.00 | 1188806 |
| SWU01WJZ9 IRS USD P V 12MSOFR | FIXED INCOME | 8/3/2033 | 3.8 | (600000.00) | (600000) |
| SWU01WJZ9 IRS USD R F 3.73000 | FIXED INCOME | 8/3/2033 | 3.7 | 600000.00 | 603172 |
| SWU01WNQ4 IRS USD P V 12MSOFR | FIXED INCOME | 8/7/2033 | 3.8 | (800000.00) | (800000) |
| SWU01WNQ4 IRS USD R F 3.73500 | FIXED INCOME | 8/7/2033 | 3.7 | 800000.00 | 804453 |
| SWU01X2Q5 IRS USD P V 12MSOFR | FIXED INCOME | 8/23/2033 | 3.8 | (2000000.00) | (2000000) |
| SWU01X2Q5 IRS USD R F 3.76000 | FIXED INCOME | 8/23/2033 | 3.8 | 2000000.00 | 2014179 |
| SWU01X8G1 IRS USD P V 12MSOFR | FIXED INCOME | 8/30/2033 | 3.8 | (1000000.00) | (1000000) |
| SWU01X8G1 IRS USD R F 3.80000 | FIXED INCOME | 8/30/2033 | 3.8 | 1000000.00 | 1009693 |
| SWU01X8H9 IRS USD P V 12MSOFR | FIXED INCOME | 8/30/2033 | 3.8 | (1300000.00) | (1300000) |
| SWU01X8H9 IRS USD R F 3.90000 | FIXED INCOME | 8/30/2033 | 3.9 | 1300000.00 | 1321303 |
| SWU0204X9 IRS USD P V 12MSOFR | FIXED INCOME | 6/20/2029 | 3.8 | (3400000.00) | (3400000) |
| SWU0204X9 IRS USD R F 3.75000 | FIXED INCOME | 6/20/2029 | 3.8 | 3400000.00 | 3441861 |
| SWU0205W0 IRS USD P V 12MSOFR | FIXED INCOME | 6/20/2034 | 3.8 | (20000.00) | (20000) |
| SWU0205W0 IRS USD R F 3.75000 | FIXED INCOME | 6/20/2034 | 3.8 | 20000.00 | 20061 |
| SWU0206I0 IRS USD P V 12MSOFR | FIXED INCOME | 6/20/2034 | 3.8 | (9610000.00) | (9610000) |
| SWU0206I0 IRS USD R F 3.75000 | FIXED INCOME | 6/20/2034 | 3.8 | 9610000.00 | 9640139 |
| SWU021D33 IRS USD P V 12MSOFR | FIXED INCOME | 1/31/2034 | 3.8 | (800000.00) | (800000) |
| SWU021D33 IRS USD R F 3.62000 | FIXED INCOME | 1/31/2034 | 3.6 | 800000.00 | 796545 |
| SWU021L26 IRS USD P V 12MSOFR | FIXED INCOME | 2/7/2034 | 3.8 | (500000.00) | (500000) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SWU021L26 IRS USD R F 3.78300 | FIXED INCOME | 2/7/2034 | 3.8 | 500000.00 | 503510 |
| SWU021X80 IRS USD P V 12MSOFR | FIXED INCOME | 2/22/2029 | 3.8 | (2300000.00) | (2300000) |
| SWU021X80 IRS USD R F 3.94000 | FIXED INCOME | 2/22/2029 | 3.9 | 2300000.00 | 2340235 |
| SWU0223X6 IRS USD P V 12MSOFR | FIXED INCOME | 2/27/2029 | 3.8 | (700000.00) | (700000) |
| SWU0223X6 IRS USD R F 3.97000 | FIXED INCOME | 2/27/2029 | 4.0 | 700000.00 | 712902 |
| SWU022FI6 IRS EUR P V 06MEURIB | FIXED INCOME | 3/5/2034 | 2.1 | (1000000.00) | (1174451) |
| SWU022FI6 IRS EUR R F 2.75000 | FIXED INCOME | 3/5/2034 | 2.8 | 1000000.00 | 1169338 |
| SWU024361 IRS USD P V 12MSOFR | FIXED INCOME | 4/16/2034 | 3.8 | (200000.00) | (200000) |
| SWU024361 IRS USD R F 3.95000 | FIXED INCOME | 4/16/2034 | 4.0 | 200000.00 | 203631 |
| SWU024AF3 IRS USD P V 12MSOFR | FIXED INCOME | 4/30/2034 | 3.8 | (3600000.00) | (3600000) |
| SWU024AF3 IRS USD R F 4.09000 | FIXED INCOME | 4/30/2034 | 4.1 | 3600000.00 | 3701234 |
| SWU024DJ2 IRS USD P V 12MSOFR | FIXED INCOME | 4/22/2034 | 3.8 | (800000.00) | (800000) |
| SWU024DJ2 IRS USD R F 4.15000 | FIXED INCOME | 4/22/2034 | 4.2 | 800000.00 | 825956 |
| SWU024H17 IRS USD P V 12MSOFR | FIXED INCOME | 4/24/2034 | 3.8 | (1200000.00) | (1200000) |
| SWU024H17 IRS USD R F 4.10500 | FIXED INCOME | 4/24/2034 | 4.1 | 1200000.00 | 1235063 |
| SWU024KA3 IRS USD P V 12MSOFR | FIXED INCOME | 4/29/2034 | 3.8 | (1200000.00) | (1200000) |
| SWU024KA3 IRS USD R F 4.07800 | FIXED INCOME | 4/29/2034 | 4.1 | 1200000.00 | 1232709 |
| SWU024LM6 IRS EUR P V 06MEURIB | FIXED INCOME | 4/29/2034 | 2.1 | (800000.00) | (939560) |
| SWU024LM6 IRS EUR R F 2.77000 | FIXED INCOME | 4/29/2034 | 2.8 | 800000.00 | 936039 |
| SWU024OX9 IRS USD P V 12MSOFR | FIXED INCOME | 5/3/2034 | 3.8 | (1700000.00) | (1700000) |
| SWU024OX9 IRS USD R F 4.13000 | FIXED INCOME | 5/3/2034 | 4.1 | 1700000.00 | 1752651 |
| SWU024QV1 IRS USD P V 12MSOFR | FIXED INCOME | 5/6/2034 | 3.8 | (1300000.00) | (1300000) |
| SWU024QV1 IRS USD R F 4.20000 | FIXED INCOME | 5/6/2034 | 4.2 | 1300000.00 | 1346779 |
| SWU024SM9 IRS EUR P V 06MEURIB | FIXED INCOME | 5/6/2029 | 2.1 | (1400000.00) | (1644231) |
| SWU024SM9 IRS EUR R F 2.82700 | FIXED INCOME | 5/6/2029 | 2.8 | 1400000.00 | 1665825 |
| SWU025T29 IRS EUR P V 06MEURIB | FIXED INCOME | 6/12/2029 | 2.2 | (600000.00) | (704670) |
| SWU025T29 IRS EUR R F 2.95000 | FIXED INCOME | 6/12/2029 | 3.0 | 600000.00 | 716655 |
| SWU025TX1 IRS USD P V 12MSOFR | FIXED INCOME | 12/18/2034 | 3.8 | (110000.00) | (110000) |
| SWU025TX1 IRS USD R F 3.75000 | FIXED INCOME | 12/18/2034 | 3.8 | 110000.00 | 110107 |
| SWU02BSZ4 IRS USD P V 12MSOFR | FIXED INCOME | 10/15/2034 | 3.8 | (700000.00) | (700000) |
| SWU02BSZ4 IRS USD R F 3.37500 | FIXED INCOME | 10/15/2034 | 3.4 | 700000.00 | 681434 |
| SWU02BUY4 IRS USD P V 12MSOFR | FIXED INCOME | 10/17/2034 | 3.8 | (1600000.00) | (1600000) |
| SWU02BUY4 IRS USD R F 3.38500 | FIXED INCOME | 10/17/2034 | 3.4 | 1600000.00 | 1558740 |
| SWU02BUZ1 IRS USD P V 12MSOFR | FIXED INCOME | 10/17/2034 | 3.8 | (800000.00) | (800000) |
| SWU02BUZ1 IRS USD R F 3.39500 | FIXED INCOME | 10/17/2034 | 3.4 | 800000.00 | 779972 |
| SWU02BV07 IRS USD P V 12MSOFR | FIXED INCOME | 10/17/2034 | 3.8 | (800000.00) | (800000) |
| SWU02BV07 IRS USD R F 3.40000 | FIXED INCOME | 10/17/2034 | 3.4 | 800000.00 | 780273 |
| SWU02C785 IRS USD P V 12MSOFR | FIXED INCOME | 10/30/2034 | 3.8 | (1400000.00) | (1400000) |
| SWU02C785 IRS USD R F 3.46500 | FIXED INCOME | 10/30/2034 | 3.5 | 1400000.00 | 1372015 |
| SWU02C793 IRS USD P V 12MSOFR | FIXED INCOME | 10/30/2034 | 3.8 | (1800000.00) | (1800000) |
| SWU02C793 IRS USD R F 3.48500 | FIXED INCOME | 10/30/2034 | 3.5 | 1800000.00 | 1766736 |
| SWU02C7A0 IRS USD P V 12MSOFR | FIXED INCOME | 10/30/2034 | 3.8 | (1600000.00) | (1600000) |
| SWU02C7A0 IRS USD R F 3.49500 | FIXED INCOME | 10/30/2034 | 3.5 | 1600000.00 | 1571640 |
| SWU02C9O8 IRS USD P V 12MSOFR | FIXED INCOME | 11/1/2034 | 3.8 | (1800000.00) | (1800000) |
| SWU02C9O8 IRS USD R F 3.45500 | FIXED INCOME | 11/1/2034 | 3.5 | 1800000.00 | 1762606 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SWU02C9P5 IRS USD P V 12MSOFR | FIXED INCOME | 11/1/2034 | 3.8 | (1800000.00) | (1800000) |
| SWU02C9P5 IRS USD R F 3.47000 | FIXED INCOME | 11/1/2034 | 3.5 | 1800000.00 | 1764646 |
| SWU02CDQ8 IRS USD P V 12MSOFR | FIXED INCOME | 11/5/2034 | 3.8 | (1800000.00) | (1800000) |
| SWU02CDQ8 IRS USD R F 3.43500 | FIXED INCOME | 11/5/2034 | 3.4 | 1800000.00 | 1759715 |
| SWU02CFC7 IRS USD P V 12MSOFR | FIXED INCOME | 11/6/2034 | 3.8 | (3500000.00) | (3500000) |
| SWU02CFC7 IRS USD R F 3.53500 | FIXED INCOME | 11/6/2034 | 3.5 | 3500000.00 | 3448148 |
| SWU02CM47 IRS USD P V 12MSOFR | FIXED INCOME | 11/14/2034 | 3.8 | (1600000.00) | (1600000) |
| SWU02CM47 IRS USD R F 3.86600 | FIXED INCOME | 11/14/2034 | 3.9 | 1600000.00 | 1616234 |
| SWU02CM54 IRS USD P V 12MSOFR | FIXED INCOME | 11/14/2034 | 3.8 | (1800000.00) | (1800000) |
| SWU02CM54 IRS USD R F 3.86000 | FIXED INCOME | 11/14/2034 | 3.9 | 1800000.00 | 1817445 |
| SWU02CPX0 IRS USD P V 12MSOFR | FIXED INCOME | 11/19/2034 | 3.8 | (1800000.00) | (1800000) |
| SWU02CPX0 IRS USD R F 3.79250 | FIXED INCOME | 11/19/2034 | 3.8 | 1800000.00 | 1808117 |
| SWU02CPY8 IRS USD P V 12MSOFR | FIXED INCOME | 11/19/2034 | 3.8 | (900000.00) | (900000) |
| SWU02CPY8 IRS USD R F 3.85500 | FIXED INCOME | 11/19/2034 | 3.9 | 900000.00 | 908328 |
| SWU02E1O2 IRS EUR P V 06MEURIB | FIXED INCOME | 12/31/2034 | 2.1 | (800000.00) | (939560) |
| SWU02E1O2 IRS EUR R F 2.38000 | FIXED INCOME | 12/31/2034 | 2.4 | 800000.00 | 903399 |
| SWU02E328 IRS USD P V 12MSOFR | FIXED INCOME | 1/6/2035 | 3.8 | (1600000.00) | (1600000) |
| SWU02E328 IRS USD R F 3.93300 | FIXED INCOME | 1/6/2035 | 3.9 | 1600000.00 | 1623644 |
| SWU02E4O9 IRS USD P V 12MSOFR | FIXED INCOME | 1/8/2035 | 3.8 | (700000.00) | (700000) |
| SWU02E4O9 IRS USD R F 3.90000 | FIXED INCOME | 1/8/2035 | 3.9 | 700000 | 708569 |
| SWU02E4P6 IRS USD P V 12MSOFR | FIXED INCOME | 1/8/2035 | 3.8 | (700000) | (700000) |
| SWU02E4P6 IRS USD R F 3.84000 | FIXED INCOME | 1/8/2035 | 3.8 | 700000 | 705340 |
| SWU02E4Q4 IRS USD P V 12MSOFR | FIXED INCOME | 1/8/2035 | 3.8 | (400000) | (400000) |
| SWU02E4Q4 IRS USD R F 3.85000 | FIXED INCOME | 1/8/2035 | 3.9 | 400000 | 403359 |
| SWU02E5V2 IRS EUR P V 06MEURIB | FIXED INCOME | 1/8/2035 | 2.0 | (1000000) | (1174451) |
| SWU02E5V2 IRS EUR R F 2.22000 | FIXED INCOME | 1/8/2035 | 2.2 | 1000000 | 1113821 |
| SWU02E922 IRS USD P V 12MSOFR | FIXED INCOME | 1/13/2035 | 3.8 | (700000) | (700000) |
| SWU02E922 IRS USD R F 3.88000 | FIXED INCOME | 1/13/2035 | 3.9 | 700000 | 707422 |
| SWU02ECR3 IRS USD P V 12MSOFR | FIXED INCOME | 1/15/2035 | 3.8 | (800000) | (800000) |
| SWU02ECR3 IRS USD R F 3.97000 | FIXED INCOME | 1/15/2035 | 4.0 | 800000 | 814028 |
| SWU02ECS1 IRS USD P V 12MSOFR | FIXED INCOME | 1/15/2035 | 3.8 | (1600000) | (1600000) |
| SWU02ECS1 IRS USD R F 4.01300 | FIXED INCOME | 1/15/2035 | 4.0 | 1600000 | 1633355 |
| SWU02FUJ8 IRS EUR P V 06MEURIB | FIXED INCOME | 3/7/2035 | 2.1 | (400000) | (469780) |
| SWU02FUJ8 IRS EUR R F 2.42000 | FIXED INCOME | 3/7/2035 | 2.4 | 400000 | 452462 |
| SWU02G0K6 IRS USD P V 12MSOFR | FIXED INCOME | 6/18/2030 | 3.8 | (63000000) | (63000000) |
| SWU02G0K6 IRS USD R F 3.25000 | FIXED INCOME | 6/18/2030 | 3.3 | 63000000 | 62528017 |
| SWU02G2K4 IRS EUR P V 06MEURIB | FIXED INCOME | 3/13/2035 | 2.1 | (1000000) | (1174451) |
| SWU02G2K4 IRS EUR R F 2.46000 | FIXED INCOME | 3/13/2035 | 2.5 | 1000000 | 1134784 |
| SWU02GKI9 IRS EUR P V 06MEURIB | FIXED INCOME | 4/1/2035 | 2.1 | (1000000) | (1174451) |
| SWU02GKI9 IRS EUR R F 2.46000 | FIXED INCOME | 4/1/2035 | 2.5 | 1000000 | 1134218 |
| SWU02HSO6 IRS USD P V 12MSOFR | FIXED INCOME | 5/7/2035 | 3.8 | (1400000) | (1400000) |
| SWU02HSO6 IRS USD R F 3.75000 | FIXED INCOME | 5/7/2035 | 3.8 | 1400000 | 1398536 |
| SWU02HXM4 IRS BRL P V 00MBRCDI | FIXED INCOME | 1/2/2029 | 1.0 | (5400000) | (985446) |
| SWU02HXM4 IRS BRL R F 13.29140 | FIXED INCOME | 1/2/2029 | 13.3 | 5400000 | 982668 |
| SWU02HXN2 IRS BRL P V 00MBRCDI | FIXED INCOME | 1/4/2027 | 1.0 | (8200000) | (1496419) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SWU02HXN2 IRS BRL R F 13.92710 | FIXED INCOME | 1/4/2027 | 13.9 | 8200000 | 1491004 |
| SWU02HZY6 IRS BRL P V 00MBRCDI | FIXED INCOME | 1/4/2027 | 1.0 | (5700000) | (1040193) |
| SWU02HZY6 IRS BRL R F 14.00870 | FIXED INCOME | 1/4/2027 | 14.0 | 5700000 | 1037541 |
| SWU02I022 IRS BRL P V 00MBRCDI | FIXED INCOME | 1/2/2029 | 1.0 | (10700000) | (1952644) |
| SWU02I022 IRS BRL R F 13.35370 | FIXED INCOME | 1/2/2029 | 13.4 | 10700000 | 1950062 |
| SWU02JZQ9 IRS EUR P V 06MEURIB | FIXED INCOME | 3/18/2031 | 1.0 | (25100000) | (29478708) |
| SWU02JZQ9 IRS EUR R F 2.50000 | FIXED INCOME | 3/18/2031 | 2.5 | 25100000 | 29336177 |
| SWU02MO35 IRS BRL P V 00MBRCDI | FIXED INCOME | 1/2/2031 | 1.0 | (16100000) | (2938090) |
| SWU02MO35 IRS BRL R F 12.84130 | FIXED INCOME | 1/2/2031 | 12.8 | 16100000 | 2903773 |
| SWU02MON1 IRS BRL P V 00MBRCDI | FIXED INCOME | 1/2/2031 | 1.0 | (45400000) | (8285050) |
| SWU02MON1 IRS BRL R F 12.80000 | FIXED INCOME | 1/2/2031 | 12.8 | 45400000 | 8180786 |
| SWU088762 IRS GBP P V 01MUKRPI | FIXED INCOME | 9/15/2031 | 1.0 | (500000) | (672525) |
| SWU088762 IRS GBP R F 4.06600 | FIXED INCOME | 9/15/2031 | 4.1 | 500000 | 623030 |
| SWU0IF898 IRS GBP P V 01MUKRPI | FIXED INCOME | 9/15/2031 | 1.0 | (200000) | (269010) |
| SWU0IF898 IRS GBP R F 4.00000 | FIXED INCOME | 9/15/2031 | 4.0 | 200000 | 247154 |
| SWU0K5582 IRS GBP P V 01MUKRPI | FIXED INCOME | 9/15/2031 | 1.0 | (200000) | (269010) |
| SWU0K5582 IRS GBP R F 4.05500 | FIXED INCOME | 9/15/2031 | 4.1 | 200000 | 248868 |
| SWU0LK091 IRS GBP P V 01MUKRPI | FIXED INCOME | 10/15/2031 | 1.0 | (300000) | (403515) |
| SWU0LK091 IRS GBP R F 4.02000 | FIXED INCOME | 10/15/2031 | 4.0 | 300000 | 372238 |
| SWU0MJ903 IRS GBP P V 01MUKRPI | FIXED INCOME | 10/15/2031 | 1.0 | (600000) | (807030) |
| SWU0MJ903 IRS GBP R F 4.14000 | FIXED INCOME | 10/15/2031 | 4.1 | 600000 | 755709 |
| SYNCHRONY FINANCIAL | FIXED INCOME | 8/2/2030 | 5.9 | 900000 | 937566 |
| SYNCHRONY FINANCIAL | FIXED INCOME | 7/29/2029 | 5.0 | 200000 | 202560 |
| SYNCHRONY FINANCIAL | FIXED INCOME | 7/29/2036 | 6.0 | 100000 | 102799 |
| SYNIVERSE HOLDINGS, LLC | FIXED INCOME | 5/13/2027 |  | 4661442 | 4476663 |
| THAILAND BAHT | CASH | 0 |  | 179928 | 5711 |
| TIDEWATER INC | FIXED INCOME | 7/15/2030 | 9.1 | 200000 | 214648 |
| TITULOS DE TESORERIA | FIXED INCOME | 2/9/2033 | 13.3 | 6380800000 | 1710152 |
| TITULOS DE TESORERIA | FIXED INCOME | 11/28/2040 | 12.8 | 7371500000 | 1910012 |
| TITULOS DE TESORERIA | FIXED INCOME | 8/22/2029 | 11.0 | 7309800000 | 1827963 |
| TITULOS DE TESORERIA | FIXED INCOME | 1/24/2035 | 11.8 | 6955500000 | 1712223 |
| TOPAZ SOLAR FARMS LLC | FIXED INCOME | 9/30/2039 | 4.9 | 31582 | 28678 |
| TRANSDIGM INC. | FIXED INCOME | 2/28/2031 |  | 7234125 | 7258721 |
| TSY INFL IX N/B | FIXED INCOME | 4/15/2029 | 2.1 | 4947220 | 5057373 |
| TURKISH LIRA | CASH | $— |  |  | 0 |
| TURKIYE GOVERNMENT BOND | FIXED INCOME | 8/19/2026 | 39.4 | 300000 | 7041 |
| TURKIYE GOVERNMENT BOND | FIXED INCOME | 5/17/2028 | 39.4 | 67700000 | 1572350 |
| TURKIYE GOVERNMENT BOND | FIXED INCOME | 5/20/2026 | 39.4 | 400000 | 9413 |
| U S RENAL CARE INC | FIXED INCOME | 6/28/2028 |  | 4358566 | 4090252 |
| UBISOFT ENTERTAINMENT SA | FIXED INCOME | 11/24/2027 | 0.9 | 2800000 | 3027785 |
| UBISOFT ENTERTAINMENT SA | FIXED INCOME | 11/15/2028 | 2.4 | 700000 | 805706 |
| UCB SA | FIXED INCOME | 3/20/2030 | 4.3 | 100000 | 120899 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2029 | 1.8 | 471121 | 351819 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2034 | 1.8 | 478767 | 291100 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2035 | 1.8 | 246096 | 146873 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2036 | 1.8 | 92286 | 54301 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2030 |  | 70371 | 42080 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2034 |  | 262967 | 126676 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2035 |  | 222225 | 125730 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2036 |  | 185188 | 104663 |
| UNITED KINGDOM GILT | FIXED INCOME | 1/22/2044 | 3.3 | 10000 | 10550 |
| UNITED KINGDOM GILT | FIXED INCOME | 1/22/2044 | 3.3 | (10000) | (10550) |
| UNITI GROUP/CSL CAPITAL | FIXED INCOME | 6/15/2032 | 8.6 | 400000 | 394344 |
| UNITI GRP/UNITI HLD/CSL | FIXED INCOME | 1/15/2030 | 6.0 | 300000 | 279864 |
| UROPA SECURITIES PLC | FIXED INCOME | 10/10/2040 | 2.2 | 189063 | 220942 |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | 43400000 | (79838) |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | 19700000 | (124062) |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | (103200000) | (93188) |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | (16700000) | 27398 |
| US DOLLAR | CASH | 0 |  | (18750588) | (18750588) |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | 5100000 | (45178) |
| US RENAL CARE INC | FIXED INCOME | 6/28/2028 | 10.6 | 52850 | 44666 |
| US TREASURY N/B | FIXED INCOME | 2/15/2048 | 3.0 | 1200000 | 896625 |
| US TREASURY N/B | FIXED INCOME | 5/15/2048 | 3.1 | 1350000 | 1029586 |
| US TREASURY N/B | FIXED INCOME | 8/15/2048 | 3.0 | 1230000 | 914428 |
| US TREASURY N/B | FIXED INCOME | 2/15/2049 | 3.0 | 570000 | 421622 |
| US TREASURY N/B | FIXED INCOME | 5/15/2049 | 2.9 | 12550000 | 9043844 |
| US TREASURY N/B | FIXED INCOME | 11/15/2052 | 4.0 | 150000 | 130641 |
| US TREASURY N/B | FIXED INCOME | 11/15/2042 | 4.0 | 300000 | 276000 |
| US TREASURY N/B | FIXED INCOME | 8/15/2054 | 4.3 | 900000 | 817453 |
| US TREASURY N/B | FIXED INCOME | 11/15/2054 | 4.5 | 4800000 | 4547250 |
| US TREASURY N/B | FIXED INCOME | 8/15/2045 | 4.9 | 201000 | 203732 |
| US TREASURY N/B | FIXED INCOME | 2/15/2029 | 2.6 | 6600000 | 6420047 |
| US TREASURY N/B | FIXED INCOME | 5/15/2029 | 2.4 | 6400000 | 6158000 |
| US TREASURY N/B | FIXED INCOME | 2/29/2028 | 1.1 | 800000 | 761063 |
| US TREASURY N/B | FIXED INCOME | 8/15/2031 | 1.3 | 5300000 | 4623422 |
| US TREASURY N/B | FIXED INCOME | 5/15/2032 | 2.9 | 2070000 | 1954533 |
| US TREASURY N/B | FIXED INCOME | 8/15/2035 | 4.3 | 305000 | 307812 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | 47500000 | (697656) |
| UZBEKNEFTEGAZ | FIXED INCOME | 5/7/2030 | 8.8 | 700000 | 750120 |
| VALARIS LTD | FIXED INCOME | 4/30/2030 | 8.4 | 4450000 | 4632762 |
| VAR ENERGI ASA | FIXED INCOME | 5/22/2030 | 5.9 | 1300000 | 1353989 |
| VENTURE GLOBAL LNG INC | FIXED INCOME | 6/1/2028 | 8.1 | 600000 | 610152 |
| VENTURE GLOBAL LNG INC | FIXED INCOME | 2/1/2029 | 9.5 | 6900000 | 7157508 |
| VENTURE GLOBAL PLAQUE | FIXED INCOME | 1/15/2036 | 6.8 | 200000 | 204834 |
| VENTURE GLOBAL PLAQUE | FIXED INCOME | 12/15/2030 | 6.1 | 300000 | 305775 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 2/15/2027 | 3.8 | 2000000 | 1987000 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 9/1/2026 | 4.5 | 200000 | 200120 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 2/1/2027 | 5.8 | 700000 | 707924 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 1/15/2028 | 4.5 | 100000 | 100221 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| VICI PROPERTIES / NOTE | FIXED INCOME | 2/15/2029 | 3.9 | 1498000 | 1469778 |
| VICI PROPERTIES LP | FIXED INCOME | 11/15/2031 | 5.1 | 800000 | 810840 |
| VICI PROPERTIES LP | FIXED INCOME | 4/1/2028 | 4.8 | 200000 | 202176 |
| VICI PROPERTIES LP | FIXED INCOME | 4/1/2035 | 5.6 | 300000 | 306840 |
| VIRIDIEN | FIXED INCOME | 10/15/2030 | 10.0 | 1086000 | 1145111 |
| VMED O2 UK FINANCING I | FIXED INCOME | 1/15/2033 | 6.8 | 5240000 | 5171408 |
| VOYAGER AVIATION HOLD | FIXED INCOME | 5/9/2026 | 8.5 | 12001 | 483 |
| WAYFAIR LLC | FIXED INCOME | 10/31/2029 | 7.3 | 831000 | 865669 |
| WAYFAIR LLC | FIXED INCOME | 9/15/2030 | 7.8 | 1300000 | 1383746 |
| WINDSTREAM SERVICES/ESCR | FIXED INCOME | 10/1/2031 | 8.3 | 2100000 | 2204181 |
| WOODSIDE FINANCE LTD | FIXED INCOME | 5/19/2028 | 4.9 | 700000 | 710661 |
| WULF COMPUTE LLC | FIXED INCOME | 10/15/2030 | 7.8 | 100000 | 103040 |
| X CORP | FIXED INCOME | 10/26/2029 |  | 2405075 | 2360413 |
| XEROX CORPORATION | FIXED INCOME | 4/15/2031 | 13.5 | 100000 | 81844 |
| YINSON BORONIA PRODUCTIO | FIXED INCOME | 7/31/2042 | 8.9 | 686763 | 748537 |
| YUAN RENMINBI | CASH |  |  | 20849840 | 2983599 |
| YUAN RENMINBI OFFSHORE | CASH |  |  | (20833330) | (2984739) |
|  | **Total: EXHIBIT M - High Yield and Emerging Markets Bond Fund** | **Total: EXHIBIT M - High Yield and Emerging Markets Bond Fund** | **Total: EXHIBIT M - High Yield and Emerging Markets Bond Fund** | **Total: EXHIBIT M - High Yield and Emerging Markets Bond Fund** | $**500583748** |

---

**\* Party-In-Interest**

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

------

**EXHIBIT N - High Yield Debt Fund**

**(Managed by JP Morgan)**

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 1011778 BC / NEW RED FIN | FIXED INCOME | 1/15/2028 | 3.9% | 185000 |  | $182316 |
|  | 1011778 BC / NEW RED FIN | FIXED INCOME | 10/15/2030 | 4.0 | 505000 |  | 481033 |
|  | 1011778 BC / NEW RED FIN | FIXED INCOME | 2/15/2029 | 3.5 | 77000 |  | 74421 |
|  | 1011778 BC / NEW RED FIN | FIXED INCOME | 6/15/2029 | 6.1 | 20000 |  | 20556 |
|  | 1261229 BC LTD | FIXED INCOME | 4/15/2032 | 10.0 | 903000 |  | 940511 |
|  | ABC SUPPLY CO INC | FIXED INCOME | 1/15/2028 | 4.0 | 425000 |  | 422038 |
|  | ACADIA HEALTHCARE CO INC | FIXED INCOME | 7/1/2028 | 5.5 | 516000 |  | 512398 |
|  | ACCENDRA HEALTH INC | FIXED INCOME | 3/31/2029 | 4.5 | 509000 |  | 345708 |
|  | ACCENDRA HEALTH INC | FIXED INCOME | 4/1/2030 | 6.6 | 142000 |  | 89314 |
|  | ACCO BRANDS CORP | FIXED INCOME | 3/15/2029 | 4.3 | 590000 |  | 546700 |
|  | ADIENT GLOBAL HOLDINGS | FIXED INCOME | 4/15/2028 | 7.0 | 458000 |  | 470755 |
|  | ADIENT GLOBAL HOLDINGS | FIXED INCOME | 4/15/2031 | 8.3 | 879000 |  | 924207 |
|  | ADIENT GLOBAL HOLDINGS | FIXED INCOME | 2/15/2033 | 7.5 | 242000 |  | 249836 |
|  | ADIENT US LLC | FIXED INCOME | 1/31/2031 |  | 131908 |  | 132321 |
|  | ADT SEC CORP | FIXED INCOME | 8/1/2029 | 4.1 | 249000 |  | 243036 |
|  | ADT SEC CORP | FIXED INCOME | 7/15/2032 | 4.9 | 645000 |  | 625011 |
|  | AECOM | FIXED INCOME | 8/1/2033 | 6.0 | 319000 |  | 326822 |
|  | AETHON UN/AETHIN UN FIN | FIXED INCOME | 10/1/2029 | 7.5 | 100000 |  | 104746 |
|  | AHEAD DB HOLDINGS LLC | FIXED INCOME | 2/3/2031 |  | 355590 |  | 354861 |
|  | ALBERTSONS COS/SAFEWAY | FIXED INCOME | 2/15/2028 | 5.9 | 363000 |  | 364147 |
|  | ALBERTSONS COS/SAFEWAY | FIXED INCOME | 1/15/2027 | 4.6 | 751000 |  | 751000 |
|  | ALBERTSONS COS/SAFEWAY | FIXED INCOME | 2/15/2030 | 4.9 | 55000 |  | 54569 |
|  | ALBERTSONS COS/SAFEWAY | FIXED INCOME | 3/15/2029 | 3.5 | 967000 |  | 929935 |
|  | ALCOA NEDERLAND HOLDING | FIXED INCOME | 3/15/2031 | 7.1 | 200000 |  | 212326 |
|  | ALLIED UNIVERSAL HOLDCO LLC | FIXED INCOME | 8/20/2032 |  | 79800 |  | 80163 |
|  | ALLISON TRANSMISSION INC | FIXED INCOME | 10/1/2027 | 4.8 | 495000 |  | 494406 |
|  | ALLISON TRANSMISSION INC | FIXED INCOME | 6/1/2029 | 5.9 | 836000 |  | 849142 |
|  | ALLISON TRANSMISSION INC | FIXED INCOME | 1/30/2031 | 3.8 | 230000 |  | 216626 |
|  | ALLISON TRANSMISSION INC | FIXED INCOME | 12/1/2033 | 5.9 | 88000 |  | 89281 |
|  | ALTAR BIDCO INC. | FIXED INCOME | 2/1/2029 |  | 245684 |  | 242746 |
|  | ALTICE FINANCING SA | FIXED INCOME | 8/15/2029 | 5.8 | 220000 |  | 153142 |
|  | ALTICE FRANCE SA | FIXED INCOME | 10/15/2030 | 6.9 | 157870 |  | 153197 |
|  | ALUMINA PTY LTD | FIXED INCOME | 3/15/2030 | 6.1 | 200000 |  | 206326 |
|  | ALUMINA PTY LTD | FIXED INCOME | 9/15/2032 | 6.4 | 200000 |  | 207690 |
|  | AMER SPORTS COMPANY | FIXED INCOME | 2/16/2031 | 6.8 | 419000 |  | 439539 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| AMERICAN AIRLINES INC | FIXED INCOME | 4/20/2028 |  | 406015 | 406726 |
| AMERICAN AIRLINES/AADVAN | FIXED INCOME | 4/20/2026 | 5.5 | 245417 | 245746 |
| AMERICAN AIRLINES/AADVAN | FIXED INCOME | 4/20/2029 | 5.8 | 715000 | 728113 |
| AMERICAN AXLE + MFG INC | FIXED INCOME | 7/1/2028 | 6.9 | 379000 | 379102 |
| AMERIGAS PART/FIN CORP | FIXED INCOME | 6/1/2028 | 9.4 | 342000 | 353789 |
| AMERIGAS PART/FIN CORP | FIXED INCOME | 6/1/2030 | 9.5 | 161000 | 171534 |
| AMKOR TECHNOLOGY INC | FIXED INCOME | 10/1/2033 | 5.9 | 167000 | 170901 |
| AMS OSRAM AG | FIXED INCOME | 3/30/2029 | 12.3 | 150000 | 159516 |
| ANTERO MIDSTREAM PART/FI | FIXED INCOME | 1/15/2028 | 5.8 | 620000 | 620694 |
| ANTERO MIDSTREAM PART/FI | FIXED INCOME | 6/15/2029 | 5.4 | 270000 | 270027 |
| ANTERO MIDSTREAM PART/FI | FIXED INCOME | 10/15/2033 | 5.8 | 277000 | 278607 |
| ANTERO RESOURCES CORP | FIXED INCOME | 2/1/2029 | 7.6 | 320000 | 324899 |
| ANTERO RESOURCES CORP | FIXED INCOME | 3/1/2030 | 5.4 | 37000 | 37502 |
| ANYWHERE RE GRP/REALOGY | FIXED INCOME | 4/15/2030 | 5.3 | 334000 | 309885 |
| ANYWHERE RE GRP/REALOGY | FIXED INCOME | 4/15/2030 | 9.8 | 193000 | 209322 |
| API GROUP DE INC | FIXED INCOME | 10/15/2029 | 4.8 | 251000 | 246520 |
| API GROUP DE INC | FIXED INCOME | 7/15/2029 | 4.1 | 119000 | 115549 |
| ARAMARK SERVICES INC | FIXED INCOME | 2/1/2028 | 5.0 | 760000 | 759818 |
| ARCHES BUYER INC | FIXED INCOME | 6/1/2028 | 4.3 | 120000 | 117767 |
| ARCHROCK PARTNERS LP/FIN | FIXED INCOME | 4/1/2028 | 6.3 | 165000 | 165739 |
| ARCHROCK PARTNERS LP/FIN | FIXED INCOME | 9/1/2032 | 6.6 | 180000 | 185400 |
| ARDAGH GROUP SA | FIXED INCOME | 12/1/2030 | 9.5 | 324000 | 351028 |
| ARDAGH HOLDINGS SA | EQUITY |  |  | 41315 | 908144 |
| ASBURY AUTOMOTIVE GROUP | FIXED INCOME | 3/1/2028 | 4.5 | 464000 | 462251 |
| ASBURY AUTOMOTIVE GROUP | FIXED INCOME | 3/1/2030 | 4.8 | 116000 | 114359 |
| ASBURY AUTOMOTIVE GROUP | FIXED INCOME | 11/15/2029 | 4.6 | 86000 | 84673 |
| ASCENT RESOURCES/ARU FIN | FIXED INCOME | 6/30/2029 | 5.9 | 13000 | 13040 |
| ASCENT RESOURCES/ARU FIN | FIXED INCOME | 10/15/2032 | 6.6 | 200000 | 206884 |
| ASURION LLC | FIXED INCOME | 9/19/2030 |  | 186563 | 186417 |
| ASURION LLC/ASURION CO | FIXED INCOME | 12/31/2032 | 8.0 | 282000 | 292710 |
| ATHENAHEALTH INC | FIXED INCOME | 2/15/2029 |  | 138949 | 139093 |
| ATI INC | FIXED INCOME | 12/1/2027 | 5.9 | 310000 | 310279 |
| ATI INC | FIXED INCOME | 10/1/2029 | 4.9 | 80000 | 79961 |
| ATI INC | FIXED INCOME | 10/1/2031 | 5.1 | 134000 | 134194 |
| ATI INC | FIXED INCOME | 8/15/2030 | 7.3 | 230000 | 242374 |
| ATLAS LUXCO 4 / ALL UNI | FIXED INCOME | 6/1/2028 | 4.6 | 200000 | 197248 |
| AVANTOR FUNDING INC | FIXED INCOME | 7/15/2028 | 4.6 | 1126000 | 1119627 |
| AVIENT CORP | FIXED INCOME | 8/1/2030 | 7.1 | 300000 | 308445 |
| AVIS BUDGET CAR/FINANCE | FIXED INCOME | 7/15/2027 | 5.8 | 291000 | 290805 |
| AVIS BUDGET CAR/FINANCE | FIXED INCOME | 7/15/2027 | 5.8 | 87000 | 87059 |
| AVIS BUDGET CAR/FINANCE | FIXED INCOME | 3/1/2029 | 5.4 | 446000 | 434765 |
| AVIS BUDGET CAR/FINANCE | FIXED INCOME | 4/1/2028 | 4.8 | 416000 | 405796 |
| AVIS BUDGET CAR/FINANCE | FIXED INCOME | 2/15/2031 | 8.0 | 12000 | 12332 |
| AVIS BUDGET CAR/FINANCE | FIXED INCOME | 1/15/2030 | 8.3 | 230000 | 238749 |
| AVIS BUDGET CAR/FINANCE | FIXED INCOME | 6/15/2032 | 8.4 | 279000 | 288115 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| AWS CLAIRES LLC | FIXED INCOME | 9/18/2030 |  | 41141 | 41141 |
| AXALTA COAT/DUTCH HLD BV | FIXED INCOME | 6/15/2027 | 4.8 | 200000 | 199818 |
| AXALTA COATING SYSTEMS | FIXED INCOME | 2/15/2029 | 3.4 | 520000 | 499829 |
| AXON ENTERPRISE INC | FIXED INCOME | 3/15/2030 | 6.1 | 57000 | 59033 |
| BARNES GROUP INC | FIXED INCOME | 1/27/2032 |  | 136097 | 136325 |
| BATH + BODY WORKS INC | FIXED INCOME | 11/1/2035 | 6.9 | 26000 | 26308 |
| BATH + BODY WORKS INC | FIXED INCOME | 7/1/2036 | 6.8 | 109000 | 107785 |
| BATH + BODY WORKS INC | FIXED INCOME | 10/1/2030 | 6.6 | 530000 | 541846 |
| BAUSCH + LOMB CORP | FIXED INCOME | 10/1/2028 | 8.4 | 125000 | 130308 |
| BAUSCH + LOMB CORPORATION | FIXED INCOME | 5/10/2027 |  |  | 0 |
| BAUSCH + LOMB CORPORATION | FIXED INCOME | 1/15/2031 |  | 283221 | 285770 |
| BAUSCH HEALTH COMPANIES INC | FIXED INCOME | 10/8/2030 |  | 238348 | 232301 |
| BAUSCH HEALTH COS INC | FIXED INCOME | 6/1/2028 | 4.9 | 134000 | 119977 |
| BCPE PEQUOD BUYER INC | FIXED INCOME | 11/25/2031 |  | 303240 | 303713 |
| BELRON FINANCE 2019 LLC | FIXED INCOME | 10/16/2031 |  | 140955 | 141660 |
| BELRON FINANCE US LLC | FIXED INCOME | 10/16/2031 |  |  | 0 |
| BIG RIVER STEEL/BRS FIN | FIXED INCOME | 1/31/2029 | 6.6 | 292000 | 293726 |
| BLOCK INC | FIXED INCOME | 5/15/2032 | 6.5 | 864000 | 898335 |
| BLOCK INC | FIXED INCOME | 8/15/2030 | 5.6 | 114000 | 116274 |
| BLOCK INC | FIXED INCOME | 8/15/2033 | 6.0 | 176000 | 180636 |
| BLUE RACER MID LLC/FINAN | FIXED INCOME | 7/15/2026 | 6.6 | 280000 | 280423 |
| BLUE RACER MID LLC/FINAN | FIXED INCOME | 7/15/2029 | 7.0 | 159000 | 165851 |
| BLUE RACER MID LLC/FINAN | FIXED INCOME | 7/15/2032 | 7.3 | 105000 | 111318 |
| BOMBARDIER INC | FIXED INCOME | 11/15/2030 | 8.8 | 309000 | 333649 |
| BOMBARDIER INC | FIXED INCOME | 7/1/2031 | 7.3 | 261000 | 278315 |
| BOMBARDIER INC | FIXED INCOME | 6/1/2032 | 7.0 | 180000 | 190330 |
| BOMBARDIER INC | FIXED INCOME | 6/15/2033 | 6.8 | 123000 | 130125 |
| BOOST NEWCO BORROWER LLC | FIXED INCOME | 1/15/2031 | 7.5 | 200000 | 212500 |
| BOYNE USA INC | FIXED INCOME | 5/15/2029 | 4.8 | 485000 | 478409 |
| BRINK S CO/THE | FIXED INCOME | 6/15/2029 | 6.5 | 115000 | 118988 |
| BUCKEYE PARTNERS LP | FIXED INCOME | 12/1/2026 | 4.0 | 500000 | 494395 |
| BUCKEYE PARTNERS LP | FIXED INCOME | 12/1/2027 | 4.1 | 120000 | 118578 |
| BUCKEYE PARTNERS LP | FIXED INCOME | 3/1/2028 | 4.5 | 590000 | 585752 |
| BUCKEYE PARTNERS LP | FIXED INCOME | 2/1/2030 | 6.8 | 160000 | 167896 |
| BUILDERS FIRSTSOURCE INC | FIXED INCOME | 3/1/2030 | 5.0 | 85000 | 84725 |
| BUILDERS FIRSTSOURCE INC | FIXED INCOME | 2/1/2032 | 4.3 | 254000 | 241831 |
| BUILDERS FIRSTSOURCE INC | FIXED INCOME | 6/15/2032 | 6.4 | 466000 | 483004 |
| BUILDERS FIRSTSOURCE INC | FIXED INCOME | 3/1/2034 | 6.4 | 200000 | 206972 |
| BUILDERS FIRSTSOURCE INC | FIXED INCOME | 5/15/2035 | 6.8 | 132000 | 138234 |
| BWX TECHNOLOGIES INC | FIXED INCOME | 6/30/2028 | 4.1 | 337000 | 331615 |
| BWX TECHNOLOGIES INC | FIXED INCOME | 4/15/2029 | 4.1 | 301000 | 293478 |
| CAESARS ENTERTAIN INC | FIXED INCOME | 10/15/2029 | 4.6 | 197000 | 189098 |
| CAESARS ENTERTAIN INC | FIXED INCOME | 2/15/2030 | 7.0 | 620000 | 642035 |
| CAESARS ENTERTAIN INC | FIXED INCOME | 2/15/2032 | 6.5 | 520000 | 532740 |
| CALPINE CORP | FIXED INCOME | 2/15/2028 | 4.5 | 192000 | 192108 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CALPINE LLC | FIXED INCOME | 2/1/2029 | 4.6 | 363000 | 362604 |
| CALPINE LLC | FIXED INCOME | 2/1/2031 | 5.0 | 95000 | 96362 |
| CARNIVAL CORP | FIXED INCOME | 8/1/2028 | 4.0 | 109000 | 107315 |
| CARNIVAL CORP | FIXED INCOME | 2/15/2033 | 6.1 | 787000 | 812436 |
| CARNIVAL CORP | FIXED INCOME | 3/15/2030 | 5.8 | 180000 | 185335 |
| CARNIVAL CORP | FIXED INCOME | 6/15/2031 | 5.9 | 60000 | 61992 |
| CARNIVAL CORP | FIXED INCOME | 8/1/2032 | 5.8 | 549000 | 563861 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 5/1/2027 | 5.1 | 971000 | 969874 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 2/1/2028 | 5.0 | 2003000 | 1986716 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 6/1/2029 | 5.4 | 307000 | 304366 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 3/1/2030 | 4.8 | 3293000 | 3150248 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 8/15/2030 | 4.5 | 826000 | 778175 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 2/1/2031 | 4.3 | 2166000 | 1990229 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 5/1/2032 | 4.5 | 295000 | 264476 |
| CD+R SMOKEY / RADIO SYS | FIXED INCOME | 10/15/2029 | 9.5 | 303000 | 245139 |
| CELANESE US HOLDINGS LLC | FIXED INCOME | 2/15/2031 | 7.0 | 203000 | 208207 |
| CELANESE US HOLDINGS LLC | FIXED INCOME | 2/15/2034 | 7.4 | 701000 | 713674 |
| CENTRAL GARDEN + PET CO | FIXED INCOME | 2/1/2028 | 5.1 | 565000 | 564989 |
| CENTRAL GARDEN + PET CO | FIXED INCOME | 10/15/2030 | 4.1 | 446000 | 427991 |
| CHART INDUSTRIES INC | FIXED INCOME | 1/1/2030 | 7.5 | 561000 | 585286 |
| CHART INDUSTRIES INC | FIXED INCOME | 1/1/2031 | 9.5 | 33000 | 35022 |
| CHEMOURS CO | FIXED INCOME | 11/15/2028 | 5.8 | 936000 | 910120 |
| CHEMOURS CO | FIXED INCOME | 11/15/2029 | 4.6 | 23000 | 20840 |
| CHEMOURS CO | FIXED INCOME | 1/15/2033 | 8.0 | 148000 | 143020 |
| CHENIERE ENERGY PARTNERS | FIXED INCOME | 10/1/2029 | 4.5 | 375000 | 376170 |
| CHENIERE ENERGY PARTNERS | FIXED INCOME | 3/1/2031 | 4.0 | 120000 | 116994 |
| CHORD ENERGY CORP | FIXED INCOME | 3/15/2033 | 6.8 | 194000 | 200606 |
| CHORD ENERGY CORP | FIXED INCOME | 10/1/2030 | 6.0 | 257000 | 259609 |
| CHS/COMMUNITY HEALTH SYS | FIXED INCOME | 1/15/2029 | 6.0 | 209000 | 208877 |
| CHS/COMMUNITY HEALTH SYS | FIXED INCOME | 2/15/2031 | 4.8 | 815000 | 725391 |
| CHS/COMMUNITY HEALTH SYS | FIXED INCOME | 5/15/2030 | 5.3 | 937000 | 878878 |
| CHURCHILL DOWNS INC | FIXED INCOME | 4/1/2030 | 5.8 | 282000 | 284515 |
| CHURCHILL DOWNS INC | FIXED INCOME | 1/15/2028 | 4.8 | 161000 | 160408 |
| CINEMARK USA INC | FIXED INCOME | 7/15/2028 | 5.3 | 150000 | 149972 |
| CINEMARK USA INC | FIXED INCOME | 8/1/2032 | 7.0 | 169000 | 175324 |
| CIPHER COMPUTE LLC | FIXED INCOME | 11/15/2030 | 7.1 | 156000 | 159125 |
| CLARIOS GLOBAL LP/US FIN | FIXED INCOME | 5/15/2028 | 6.8 | 437000 | 447654 |
| CLARIOS GLOBAL LP/US FIN | FIXED INCOME | 2/15/2030 | 6.8 | 229000 | 239145 |
| CLARIOS GLOBAL LP/US FIN | FIXED INCOME | 9/15/2032 | 6.8 | 244000 | 253060 |
| CLARIV SCI HLD CORP | FIXED INCOME | 7/1/2028 | 3.9 | 544000 | 528110 |
| CLARIV SCI HLD CORP | FIXED INCOME | 7/1/2029 | 4.9 | 175000 | 165438 |
| CLEAN HARBORS INC | FIXED INCOME | 2/1/2031 | 6.4 | 90000 | 92563 |
| CLEAN HARBORS INC | FIXED INCOME | 10/15/2033 | 5.8 | 207000 | 212498 |
| CLEAR CHANNEL OUTDOOR HO | FIXED INCOME | 4/15/2028 | 7.8 | 240000 | 240024 |
| CLEAR CHANNEL OUTDOOR HO | FIXED INCOME | 6/1/2029 | 7.5 | 592000 | 588170 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CLEAR CHANNEL OUTDOOR HO | FIXED INCOME | 2/15/2031 | 7.1 | 828000 | 866634 |
| CLEAR CHANNEL OUTDOOR HO | FIXED INCOME | 3/15/2033 | 7.5 | 408000 | 432088 |
| CLEAR CHANNEL OUTDOOR HOLD INC | FIXED INCOME | 8/23/2028 |  | 144839 | 144917 |
| CLEVELAND CLIFFS INC | FIXED INCOME | 3/1/2029 | 4.6 | 282000 | 277570 |
| CLEVELAND CLIFFS INC | FIXED INCOME | 3/1/2031 | 4.9 | 90000 | 86196 |
| CLEVELAND CLIFFS INC | FIXED INCOME | 4/15/2030 | 6.8 | 270000 | 277949 |
| CLEVELAND CLIFFS INC | FIXED INCOME | 11/1/2029 | 6.9 | 162000 | 167651 |
| CLEVELAND CLIFFS INC | FIXED INCOME | 9/15/2031 | 7.5 | 48000 | 50594 |
| CLEVELAND CLIFFS INC | FIXED INCOME | 1/15/2034 | 7.6 | 403000 | 421937 |
| CLYDESDALE ACQUISITION | FIXED INCOME | 4/15/2032 | 6.8 | 338000 | 347964 |
| CNX MIDSTREAM PART LP | FIXED INCOME | 4/15/2030 | 4.8 | 48000 | 46489 |
| CNX RESOURCES CORP | FIXED INCOME | 1/15/2031 | 7.4 | 72000 | 74541 |
| COHERENT CORP | FIXED INCOME | 12/15/2029 | 5.0 | 965000 | 962009 |
| COINBASE GLOBAL INC | FIXED INCOME | 10/1/2028 | 3.4 | 195000 | 185554 |
| COINBASE GLOBAL INC | FIXED INCOME | 10/1/2031 | 3.6 | 65000 | 57793 |
| COLOSSUS ACQUIRECO LLC | FIXED INCOME | 7/30/2032 |  | 165630 | 165423 |
| COMMERCIAL METALS CO | FIXED INCOME | 11/15/2033 | 5.8 | 207000 | 211744 |
| COMMSCOPE INC | FIXED INCOME | 12/17/2029 |  | 235000 | 235110 |
| COMMSCOPE LLC | FIXED INCOME | 9/1/2029 | 4.8 | 386000 | 385602 |
| COMMSCOPE LLC | FIXED INCOME | 12/15/2031 | 9.5 | 185000 | 186948 |
| COMMSCOPE TECH LLC | FIXED INCOME | 3/15/2027 | 5.0 | 10000 | 9973 |
| COMSTOCK RESOURCES INC | FIXED INCOME | 3/1/2029 | 6.8 | 547000 | 548411 |
| COMSTOCK RESOURCES INC | FIXED INCOME | 1/15/2030 | 5.9 | 622000 | 605256 |
| CONAIR HOLDINGS LLC | FIXED INCOME | 5/17/2028 |  | 264476 | 135544 |
| CONDUENT BUS SERVICES | FIXED INCOME | 11/1/2029 | 6.0 | 375000 | 324814 |
| CONNECT FINCO SARL/CONNE | FIXED INCOME | 9/15/2029 | 9.0 | 215000 | 228317 |
| COOPER STANDARD AUTOMOTI | FIXED INCOME | 3/31/2027 | 13.5 | 1011640 | 1046734 |
| COOPER STANDARD AUTOMOTI | FIXED INCOME | 5/15/2027 | 5.6 | 508289 | 498906 |
| CORECIVIC INC | FIXED INCOME | 4/15/2029 | 8.3 | 430000 | 452455 |
| COREWEAVE INC | FIXED INCOME | 6/1/2030 | 9.3 | 404000 | 375768 |
| COREWEAVE INC | FIXED INCOME | 2/1/2031 | 9.0 | 330000 | 301528 |
| COTY/HFC PRESTIGE/INT US | FIXED INCOME | 1/15/2029 | 4.8 | 355000 | 350318 |
| CRESCENT ENERGY FINANCE | FIXED INCOME | 2/15/2028 | 9.3 | 540000 | 556810 |
| CRESCENT ENERGY FINANCE | FIXED INCOME | 4/1/2032 | 7.6 | 463000 | 449429 |
| CRESCENT ENERGY FINANCE | FIXED INCOME | 1/15/2033 | 7.4 | 285000 | 270647 |
| CRESCENT ENERGY FINANCE | FIXED INCOME | 1/15/2034 | 8.4 | 245000 | 243008 |
| CRESCENT ENERGY FINANCE | FIXED INCOME | 4/15/2032 | 7.9 | 495000 | 487768 |
| CROWN FINANCE US INC | FIXED INCOME | 12/2/2031 |  | 198005 | 194936 |
| CSC HOLDINGS LLC | FIXED INCOME | 2/1/2029 | 6.5 | 1455000 | 961304 |
| CSC HOLDINGS LLC | FIXED INCOME | 2/15/2031 | 3.4 | 430000 | 260335 |
| CVR PARTNERS/CVR NITROGE | FIXED INCOME | 6/15/2028 | 6.1 | 156000 | 156582 |
| DANA INC | FIXED INCOME | 6/15/2028 | 5.6 | 382000 | 381714 |
| DAVITA INC | FIXED INCOME | 6/1/2030 | 4.6 | 1165000 | 1133673 |
| DAVITA INC | FIXED INCOME | 2/15/2031 | 3.8 | 431000 | 398201 |
| DAVITA INC | FIXED INCOME | 9/1/2032 | 6.9 | 180000 | 187049 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| DAYFORCE INC | FIXED INCOME | 2/4/2033 |  | 362385 | 361092 |
| DEXKO GLOBAL INC. | FIXED INCOME | 10/4/2028 |  | 448088 | 444073 |
| DIAMOND FRGN/DIAMOND FIN | FIXED INCOME | 10/1/2030 | 8.5 | 289000 | 306539 |
| DIEBOLD NIXDORF INC | FIXED INCOME | 3/31/2030 | 7.8 | 246000 | 261845 |
| DIRECTV FIN LLC/COINC | FIXED INCOME | 8/15/2027 | 5.9 | 351000 | 352934 |
| DIRECTV FINANCING LLC | FIXED INCOME | 8/2/2027 |  | 33321 | 33330 |
| DISCOVERY COMMUNICATIONS | FIXED INCOME | 9/20/2037 | 5.0 | 100000 | 80038 |
| DISCOVERY HOLDINGS INC | FIXED INCOME | 3/15/2032 | 4.3 | 407000 | 357342 |
| DISCOVERY HOLDINGS INC | FIXED INCOME | 3/15/2042 | 5.1 | 245000 | 173369 |
| DISH DBS CORP | FIXED INCOME | 7/1/2026 | 7.8 | 1070000 | 1056893 |
| DISH DBS CORP | FIXED INCOME | 12/1/2026 | 5.3 | 720000 | 699739 |
| DISH DBS CORP | FIXED INCOME | 12/1/2028 | 5.8 | 145000 | 141933 |
| DISH NETWORK CORP | FIXED INCOME | 11/15/2027 | 11.8 | 1281000 | 1333021 |
| DORNOCH DEBT MERGER SUB | FIXED INCOME | 10/15/2029 | 6.6 | 183000 | 159364 |
| DT MIDSTREAM INC | FIXED INCOME | 6/15/2029 | 4.1 | 511000 | 504771 |
| DT MIDSTREAM INC | FIXED INCOME | 6/15/2031 | 4.4 | 58000 | 56857 |
| DYCOM INDUSTRIES INC | FIXED INCOME | 4/15/2029 | 4.5 | 535000 | 527906 |
| E W SCRIPPS COMPANY THE | FIXED INCOME | 6/30/2028 |  | 59297 | 59805 |
| ECHOSTAR CORP | FIXED INCOME | 11/30/2030 | 6.8 | 208505 | 213655 |
| ECHOSTAR CORP | FIXED INCOME | 11/30/2030 | 3.9 | 113497 | 380619 |
| ECHOSTAR CORP | FIXED INCOME | 11/30/2029 | 10.8 | 265000 | 292642 |
| EDGEWELL PERSONAL CARE | FIXED INCOME | 6/1/2028 | 5.5 | 600000 | 600318 |
| EDGEWELL PERSONAL CARE | FIXED INCOME | 4/1/2029 | 4.1 | 268000 | 256136 |
| ELANCO ANIMAL HEALTH INC | FIXED INCOME | 8/28/2028 | 6.7 | 215000 | 225172 |
| ELEMENT SOLUTIONS INC | FIXED INCOME | 9/1/2028 | 3.9 | 510000 | 498933 |
| EMRLD BOR / EMRLD CO ISS | FIXED INCOME | 7/15/2031 | 6.8 | 201000 | 211888 |
| EMRLD BOR / EMRLD CO ISS | FIXED INCOME | 12/15/2030 | 6.6 | 1195000 | 1245274 |
| EMRLD BORROWER LP | FIXED INCOME | 8/4/2031 |  | 279681 | 280092 |
| ENCOMPASS HEALTH CORP | FIXED INCOME | 2/1/2028 | 4.5 | 462000 | 460988 |
| ENCOMPASS HEALTH CORP | FIXED INCOME | 2/1/2030 | 4.8 | 204000 | 203374 |
| ENCOMPASS HEALTH CORP | FIXED INCOME | 4/1/2031 | 4.6 | 150000 | 147123 |
| ENERGIZER HOLDINGS INC | FIXED INCOME | 6/15/2028 | 4.8 | 766000 | 757045 |
| ENERGIZER HOLDINGS INC | FIXED INCOME | 3/31/2029 | 4.4 | 799000 | 763652 |
| ENERGY TRANSFER LP | FIXED INCOME | 5/1/2027 | 5.6 | 160000 | 160058 |
| ENERGY TRANSFER LP | FIXED INCOME | 2/1/2031 | 7.4 | 75000 | 77981 |
| ENPRO INC | FIXED INCOME | 6/1/2033 | 6.1 | 90000 | 92788 |
| ENTEGRIS INC | FIXED INCOME | 4/15/2028 | 4.4 | 170000 | 168825 |
| ENTEGRIS INC | FIXED INCOME | 5/1/2029 | 3.6 | 237000 | 227250 |
| ENTEGRIS INC | FIXED INCOME | 4/15/2029 | 4.8 | 172000 | 172494 |
| ENTEGRIS INC | FIXED INCOME | 6/15/2030 | 6.0 | 1070000 | 1090940 |
| EQT CORP | FIXED INCOME | 1/15/2029 | 4.5 | 631000 | 632249 |
| EQUIPMENTSHARE.COM INC | FIXED INCOME | 5/15/2028 | 9.0 | 856000 | 889709 |
| EQUIPMENTSHARE.COM INC | FIXED INCOME | 3/15/2033 | 8.0 | 150000 | 157232 |
| ESAB CORP | FIXED INCOME | 4/15/2029 | 6.3 | 217000 | 223295 |
| ESC 144A HERTZ CORP | FIXED INCOME | 1/15/2028 | 6.0 | 290000 | 55825 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ESC CB CHESAPEAKE ENER | FIXED INCOME | 9/15/2026 | 5.5 | 45000 | 144 |
| ESC GCB HERTZ CORP | FIXED INCOME | 10/15/2022 | 6.3 | 60000 | 4500 |
| ESC GCB144A HERTZ CORP | FIXED INCOME | 10/15/2024 | 5.5 | 468000 | 30420 |
| ESC GCB144A HERTZ CORP | FIXED INCOME | 8/1/2026 | 7.1 | 300000 | 61500 |
| ESC NMG PARENT LLC | EQUITY |  |  | 2405 | 126013 |
| EXPAND ENERGY CORP | EQUITY |  |  | 4 | 397 |
| EXPAND ENERGY CORP | EQUITY |  |  | 2 | 221 |
| EXPAND ENERGY CORP | FIXED INCOME | 2/1/2029 | 5.4 | 232000 | 232336 |
| EXPAND ENERGY CORP | FIXED INCOME | 3/15/2030 | 5.4 | 499000 | 506365 |
| EXPAND ENERGY CORP | FIXED INCOME | 4/15/2029 | 6.8 | 1245000 | 1252868 |
| FAIR ISAAC CORP | FIXED INCOME | 5/15/2033 | 6.0 | 228000 | 233814 |
| FIBERCOP SPA | FIXED INCOME | 9/30/2034 | 6.0 | 272000 | 259771 |
| FIRST ADVANTAGE HOLDINGS LLC | FIXED INCOME | 10/31/2031 |  | 265095 | 262041 |
| FIRST STUDENT BIDCO INC | FIXED INCOME | 8/15/2030 |  | 368689 | 369703 |
| FIRST STUDENT BIDCO INC | FIXED INCOME | 8/15/2030 |  | 54742 | 54856 |
| FLASH COMPUTE LLC | FIXED INCOME | 12/31/2030 | 7.3 | 184000 | 182640 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 8/17/2027 | 4.1 | 400000 | 397224 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/13/2030 | 4.0 | 420000 | 396400 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 3/6/2026 | 7.0 | 200000 | 200302 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 5/12/2028 | 6.8 | 200000 | 208718 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 6/10/2026 | 7.0 | 200000 | 201682 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/7/2033 | 7.1 | 200000 | 215132 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 9/5/2030 | 5.7 | 113000 | 114863 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 8/1/2026 | 4.5 | 1255000 | 1252678 |
| FRONTIER COMMUNICATIONS | FIXED INCOME | 10/15/2027 | 5.9 | 131000 | 131187 |
| FRONTIER COMMUNICATIONS | FIXED INCOME | 5/1/2028 | 5.0 | 847000 | 849295 |
| FRONTIER COMMUNICATIONS | FIXED INCOME | 5/1/2029 | 6.8 | 35000 | 35266 |
| FRONTIER COMMUNICATIONS | FIXED INCOME | 1/15/2030 | 6.0 | 75000 | 76320 |
| FRONTIER COMMUNICATIONS | FIXED INCOME | 5/15/2030 | 8.8 | 151000 | 157688 |
| FRST STU BID/FRST TRANS | FIXED INCOME | 7/31/2029 | 4.0 | 25000 | 24280 |
| GAP INC/THE | FIXED INCOME | 10/1/2029 | 3.6 | 265000 | 251225 |
| GARDA WORLD SECURITY | FIXED INCOME | 11/15/2032 | 8.4 | 139000 | 141802 |
| GARDA WORLD SECURITY | FIXED INCOME | 1/15/2031 | 6.5 | 168000 | 171859 |
| GARDA WORLD SECURITY CORP | FIXED INCOME | 2/1/2029 |  | 16378 | 16419 |
| GCI LLC | FIXED INCOME | 10/15/2028 | 4.8 | 732000 | 715091 |
| GENESIS ENERGY LP/FIN | FIXED INCOME | 2/1/2028 | 7.8 | 304000 | 305307 |
| GENESIS ENERGY LP/FIN | FIXED INCOME | 4/15/2030 | 8.9 | 151000 | 158464 |
| GENESIS ENERGY LP/FIN | FIXED INCOME | 1/15/2029 | 8.3 | 63000 | 65775 |
| GENESIS ENERGY LP/FIN | FIXED INCOME | 5/15/2032 | 7.9 | 123000 | 128002 |
| GEO GROUP INC/THE | FIXED INCOME | 4/15/2029 | 8.6 | 328000 | 345200 |
| GEO GROUP INC/THE | FIXED INCOME | 4/15/2031 | 10.3 | 64000 | 70109 |
| GFL ENVIRONMENTAL INC | FIXED INCOME | 8/1/2028 | 4.0 | 738000 | 727070 |
| GFL ENVIRONMENTAL INC | FIXED INCOME | 8/15/2029 | 4.4 | 429000 | 421939 |
| GFL ENVIRONMENTAL INC | FIXED INCOME | 1/15/2031 | 6.8 | 344000 | 360354 |
| GLOBAL INFRASTRUCTURE SO | FIXED INCOME | 6/1/2029 | 5.6 | 312000 | 311566 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GLOBAL INFRASTRUCTURE SO | FIXED INCOME | 4/15/2032 | 7.5 | 257000 | 273751 |
| GLOBAL MEDICAL RESPONSE | FIXED INCOME | 10/1/2032 | 7.4 | 166000 | 172836 |
| GOODYEAR TIRE + RUBBER | FIXED INCOME | 4/30/2031 | 5.3 | 116000 | 111425 |
| GOODYEAR TIRE + RUBBER | FIXED INCOME | 7/15/2029 | 5.0 | 739000 | 722358 |
| GOODYEAR TIRE + RUBBER | FIXED INCOME | 7/15/2031 | 5.3 | 304000 | 288177 |
| GOODYEAR TIRE + RUBBER | FIXED INCOME | 7/15/2030 | 6.6 | 110000 | 112207 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 10626389 | 10626389 |
| GRAHAM PACKAGING/GPC CAP | FIXED INCOME | 8/15/2028 | 7.1 | 57000 | 57005 |
| GRAY MEDIA INC | FIXED INCOME | 11/15/2031 | 5.4 | 91000 | 68387 |
| GRAY MEDIA INC | FIXED INCOME | 10/15/2030 | 4.8 | 383000 | 296840 |
| GRAY MEDIA INC | FIXED INCOME | 7/15/2029 | 10.5 | 799000 | 860124 |
| GRAY MEDIA INC | FIXED INCOME | 8/15/2033 | 7.3 | 558000 | 570477 |
| GRIFFON CORPORATION | FIXED INCOME | 3/1/2028 | 5.8 | 585000 | 586030 |
| GRIFOLS SA | FIXED INCOME | 10/15/2028 | 4.8 | 220000 | 217290 |
| GROUP 1 AUTOMOTIVE INC | FIXED INCOME | 1/15/2030 | 6.4 | 125000 | 128521 |
| GULFPORT ENERGY OP CORP | FIXED INCOME | 9/1/2029 | 6.8 | 495000 | 510657 |
| HARVEST MIDSTREAM I LP | FIXED INCOME | 5/15/2032 | 7.5 | 150000 | 156311 |
| HERC HOLDINGS INC | FIXED INCOME | 6/15/2029 | 6.6 | 160000 | 165901 |
| HERTZ CORP/THE | FIXED INCOME | 12/1/2026 | 4.6 | 166000 | 158689 |
| HERTZ CORP/THE | FIXED INCOME | 12/1/2029 | 5.0 | 813000 | 553011 |
| HERTZ CORP/THE | FIXED INCOME | 7/15/2029 | 12.6 | 541000 | 545268 |
| HERTZ CORPORATION | FIXED INCOME | 6/30/2028 |  | 215904 | 180887 |
| HERTZ CORPORATION | FIXED INCOME | 6/30/2028 |  | 42607 | 35697 |
| HESS MIDSTREAM OPERATION | FIXED INCOME | 2/15/2030 | 4.3 | 411000 | 401013 |
| HESS MIDSTREAM OPERATION | FIXED INCOME | 3/1/2028 | 5.9 | 90000 | 91767 |
| HESS MIDSTREAM OPERATION | FIXED INCOME | 6/15/2028 | 5.1 | 180000 | 180536 |
| HILCORP ENERGY I/HILCORP | FIXED INCOME | 11/1/2028 | 6.3 | 33000 | 33245 |
| HILCORP ENERGY I/HILCORP | FIXED INCOME | 2/1/2029 | 5.8 | 77000 | 75992 |
| HILCORP ENERGY I/HILCORP | FIXED INCOME | 4/15/2030 | 6.0 | 67000 | 65017 |
| HILCORP ENERGY I/HILCORP | FIXED INCOME | 4/15/2032 | 6.3 | 75000 | 70532 |
| HILCORP ENERGY I/HILCORP | FIXED INCOME | 5/15/2034 | 6.9 | 33000 | 30930 |
| HILLENBRAND INC | FIXED INCOME | 3/1/2031 | 3.8 | 100000 | 100071 |
| HILLENBRAND INC | FIXED INCOME | 2/15/2029 | 6.3 | 131000 | 134075 |
| HILTON DOMESTIC OPERATIN | FIXED INCOME | 1/15/2030 | 4.9 | 230000 | 230681 |
| HILTON DOMESTIC OPERATIN | FIXED INCOME | 5/1/2029 | 3.8 | 87000 | 84590 |
| HILTON DOMESTIC OPERATIN | FIXED INCOME | 5/1/2031 | 4.0 | 467000 | 446956 |
| HILTON DOMESTIC OPERATIN | FIXED INCOME | 2/15/2032 | 3.6 | 25000 | 23186 |
| HILTON DOMESTIC OPERATIN | FIXED INCOME | 4/1/2032 | 6.1 | 336000 | 347579 |
| HILTON DOMESTIC OPERATIN | FIXED INCOME | 3/15/2033 | 5.9 | 368000 | 378992 |
| HILTON DOMESTIC OPERATIN | FIXED INCOME | 3/31/2034 | 5.5 | 74000 | 74645 |
| HILTON WORLDWIDE FIN LLC | FIXED INCOME | 4/1/2027 | 4.9 | 292000 | 292006 |
| HOLOGIC INC | FIXED INCOME | 2/1/2028 | 4.6 | 362000 | 361942 |
| HOLOGIC INC | FIXED INCOME | 2/15/2029 | 3.3 | 316000 | 311491 |
| HOWARD MIDSTREAM ENERGY | FIXED INCOME | 7/15/2032 | 7.4 | 421000 | 443995 |
| HOWARD MIDSTREAM ENERGY | FIXED INCOME | 1/15/2034 | 6.6 | 158000 | 161737 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| HUB INTERNATIONAL LIMITED | FIXED INCOME | 6/20/2030 |  | 75609 | 75967 |
| HUGHES SATELLITE SYSTEMS | FIXED INCOME | 8/1/2026 | 6.6 | 125000 | 113911 |
| ICITII 6.0 31JAN33 144AA | FIXED INCOME | 11/15/2026 | 9.0 | 122101 | 78285 |
| IHEARTCOMMUNICATIONS INC | FIXED INCOME | 5/1/2029 | 9.1 | 1021975 | 984612 |
| IHEARTCOMMUNICATIONS INC | FIXED INCOME | 5/1/2030 | 10.9 | 62000 | 53442 |
| IHEARTCOMMUNICATIONS INC | FIXED INCOME | 8/15/2030 | 7.8 | 38908 | 34002 |
| IHEARTCOMMUNICATIONS INC | FIXED INCOME | 5/1/2029 |  | 825369 | 753298 |
| IHO VERWALTUNGS GMBH | FIXED INCOME | 11/15/2030 | 7.8 | 200000 | 209538 |
| IHO VERWALTUNGS GMBH | FIXED INCOME | 11/15/2032 | 8.0 | 200000 | 210536 |
| IMOLA MERGER CORP | FIXED INCOME | 5/15/2029 | 4.8 | 1046000 | 1033322 |
| INCORA INTERMEDIATE LLC | EQUITY |  |  | 5642 | 90357 |
| INEOS FINANCE PLC | FIXED INCOME | 5/15/2028 | 6.8 | 200000 | 176868 |
| INEOS FINANCE PLC | FIXED INCOME | 4/15/2029 | 7.5 | 532000 | 457770 |
| INEOS QUATTRO FINANCE 2 | FIXED INCOME | 3/15/2029 | 9.6 | 200000 | 138724 |
| INSIGHT ENTERPRS | FIXED INCOME | 5/15/2032 | 6.6 | 145000 | 148993 |
| INSTRUCTURE HOLDINGS INC | FIXED INCOME | 11/13/2031 |  | 418339 | 418812 |
| ION PLATFORM FINANCE US | FIXED INCOME | 9/30/2032 | 7.9 | 260000 | 246909 |
| IQVIA INC | FIXED INCOME | 10/15/2026 | 5.0 | 1265000 | 1263988 |
| IQVIA INC | FIXED INCOME | 5/15/2027 | 5.0 | 550000 | 550033 |
| IQVIA INC | FIXED INCOME | 6/1/2032 | 6.3 | 501000 | 523866 |
| IRON MOUNTAIN INC | FIXED INCOME | 9/15/2027 | 4.9 | 276000 | 275685 |
| IRON MOUNTAIN INC | FIXED INCOME | 3/15/2028 | 5.3 | 69000 | 68885 |
| IRON MOUNTAIN INC | FIXED INCOME | 7/15/2028 | 5.0 | 455000 | 453539 |
| IRON MOUNTAIN INC | FIXED INCOME | 7/15/2030 | 5.3 | 490000 | 484051 |
| IRON MOUNTAIN INC | FIXED INCOME | 1/15/2033 | 6.3 | 35000 | 35305 |
| JELD WEN INC | FIXED INCOME | 12/15/2027 | 4.9 | 345000 | 302075 |
| JELDWEN HOLDING | FIXED INCOME | 9/1/2032 | 7.0 | 150000 | 102615 |
| JETBLUE AIRWAYS/LOYALTY | FIXED INCOME | 9/20/2031 | 9.9 | 365000 | 367621 |
| KAISER ALUMINUM CORP | FIXED INCOME | 6/1/2031 | 4.5 | 100000 | 96646 |
| KENNEDY WILSON INC | FIXED INCOME | 3/1/2029 | 4.8 | 70000 | 67864 |
| KENNEDY WILSON INC | FIXED INCOME | 3/1/2031 | 5.0 | 70000 | 65927 |
| KINETIK HOLDINGS LP | FIXED INCOME | 6/15/2030 | 5.9 | 299000 | 301637 |
| KINETIK HOLDINGS LP | FIXED INCOME | 12/15/2028 | 6.6 | 60000 | 61780 |
| KIOXIA HOLDINGS CORP | FIXED INCOME | 7/24/2030 | 6.3 | 400000 | 411808 |
| KNIFE RIVER CORP | FIXED INCOME | 5/1/2031 | 7.8 | 385000 | 402672 |
| LABL INC | FIXED INCOME | 10/1/2031 | 8.6 | 53000 | 28208 |
| LABL, INC. | FIXED INCOME | 10/30/2028 |  | 291768 | 183761 |
| LAMB WESTON HLD | FIXED INCOME | 1/31/2030 | 4.1 | 344000 | 332607 |
| LAMB WESTON HLD | FIXED INCOME | 1/31/2032 | 4.4 | 58000 | 55278 |
| LEVEL 3 FINANCING INC | FIXED INCOME | 6/30/2033 | 6.9 | 547000 | 559116 |
| LEVEL 3 FINANCING INC | FIXED INCOME | 3/31/2034 | 7.0 | 439106 | 452152 |
| LITHIA MOTORS INC | FIXED INCOME | 12/15/2027 | 4.6 | 100000 | 99813 |
| LIVE NATION ENTERTAINMEN | FIXED INCOME | 10/15/2027 | 4.8 | 807000 | 808993 |
| LIVE NATION ENTERTAINMEN | FIXED INCOME | 5/15/2027 | 6.5 | 1889000 | 1902582 |
| LIVE NATION ENTERTAINMEN | FIXED INCOME | 1/15/2028 | 3.8 | 39000 | 38356 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| LSF12 CROWN US COMRCL BDCO LLC | FIXED INCOME | 12/2/2031 |  | 384724 | 386767 |
| LUMEN TECHNOLOGIES INC | FIXED INCOME | 6/15/2029 | 5.4 | 198000 | 186265 |
| LUMEN TECHNOLOGIES INC | FIXED INCOME | 4/15/2029 | 4.1 | 145999 | 145379 |
| LUMEN TECHNOLOGIES INC | FIXED INCOME | 4/15/2030 | 4.1 | 146013 | 145083 |
| LUMEN TECHNOLOGIES INC | FIXED INCOME | 4/15/2030 | 4.1 | 686500 | 683775 |
| LUMEN TECHNOLOGIES INC | FIXED INCOME | 4/16/2029 |  | 566197 | 562658 |
| LUXCO3 SHARES | EQUITY |  |  | 928 | 16348 |
| MADISON IAQ LLC | FIXED INCOME | 6/21/2028 |  | 571716 | 574163 |
| MADISON IAQ LLC | FIXED INCOME | 6/30/2028 | 4.1 | 82000 | 80509 |
| MADISON IAQ LLC | FIXED INCOME | 6/30/2029 | 5.9 | 265000 | 263545 |
| MALLINCKRODT PVE | EQUITY |  |  | 3397 | 137244 |
| MARRIOTT OWNERSHIP RESOR | FIXED INCOME | 6/15/2029 | 4.5 | 276000 | 263823 |
| MASTEC INC | FIXED INCOME | 8/15/2028 | 4.5 | 630000 | 627146 |
| MASTERBRAND INC | FIXED INCOME | 7/15/2032 | 7.0 | 335000 | 347455 |
| MATADOR RESOURCES CO | FIXED INCOME | 4/15/2032 | 6.5 | 247000 | 250169 |
| MATADOR RESOURCES CO | FIXED INCOME | 4/15/2033 | 6.3 | 175000 | 174911 |
| MAUSER PACKAGING SOLUT | FIXED INCOME | 4/15/2030 | 7.9 | 1353000 | 1347507 |
| MAUSER PACKAGING SOLUT | FIXED INCOME | 4/15/2030 | 9.3 | 150000 | 144537 |
| MCGRAW HILL EDUCATION | FIXED INCOME | 8/1/2028 | 5.8 | 219000 | 220049 |
| MEDLINE BORROWER LP | FIXED INCOME | 10/23/2028 |  | 68152 | 68336 |
| MEDLINE BORROWER LP | FIXED INCOME | 4/1/2029 | 3.9 | 1141000 | 1115636 |
| MEDLINE BORROWER LP | FIXED INCOME | 10/1/2029 | 5.3 | 741000 | 745142 |
| MEDLINE BORROWER/MEDL CO | FIXED INCOME | 4/1/2029 | 6.3 | 6000 | 6209 |
| MGM RESORTS INTL | FIXED INCOME | 9/1/2026 | 4.6 | 325000 | 324730 |
| MGM RESORTS INTL | FIXED INCOME | 4/15/2027 | 5.5 | 405000 | 408001 |
| MGM RESORTS INTL | FIXED INCOME | 4/15/2032 | 6.5 | 256000 | 263649 |
| MGM RESORTS INTL | FIXED INCOME | 9/15/2029 | 6.1 | 360000 | 370076 |
| MI WINDOWS AND DOORS LLC | FIXED INCOME | 3/28/2031 |  | 162533 | 162483 |
| MIDAS OPCO HOLDINGS LLC | FIXED INCOME | 8/15/2029 | 5.6 | 636000 | 620653 |
| MIDCONTINENT COMMUNICATI | FIXED INCOME | 8/15/2032 | 8.0 | 375000 | 384454 |
| MITER BRAND / MIWD BORR | FIXED INCOME | 4/1/2032 | 6.8 | 247000 | 253056 |
| MIWD HLDCO II/MIWD FIN | FIXED INCOME | 2/1/2030 | 5.5 | 202000 | 195863 |
| MOLINA HEALTHCARE INC | FIXED INCOME | 2/15/2031 | 6.5 | 195000 | 200431 |
| MYT HOLDING LLC | EQUITY |  |  | 22512 | 27014 |
| MYT HOLDING LLC SHS | EQUITY |  |  | 13014 | 46482 |
| NCL CORPORATION LTD | FIXED INCOME | 1/15/2031 | 5.9 | 335000 | 333844 |
| NCR ATLEOS LLC | FIXED INCOME | 4/1/2029 | 9.5 | 620000 | 673332 |
| NCR VOYIX CORP | FIXED INCOME | 10/1/2028 | 5.0 | 392000 | 388641 |
| NCR VOYIX CORP | FIXED INCOME | 4/15/2029 | 5.1 | 155000 | 153887 |
| NEIMAN MARCUS GROUP INC | EQUITY |  |  | 230 | 460 |
| NEPTUNE BIDCO US INC | FIXED INCOME | 4/15/2029 | 9.3 | 197000 | 197429 |
| NESCO HOLDINGS II INC | FIXED INCOME | 4/15/2029 | 5.5 | 184000 | 181621 |
| NEWELL BRANDS INC | FIXED INCOME | 4/1/2036 | 7.4 | 415000 | 389697 |
| NEWELL BRANDS INC | FIXED INCOME | 9/15/2027 | 6.4 | 37000 | 37272 |
| NEWELL BRANDS INC | FIXED INCOME | 9/15/2029 | 6.6 | 102000 | 101646 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| NEWELL BRANDS INC | FIXED INCOME | 5/15/2032 | 6.6 | 69000 | 66722 |
| NEWELL BRANDS INC | FIXED INCOME | 5/15/2030 | 6.4 | 195000 | 190499 |
| NEWELL BRANDS INC | FIXED INCOME | 6/1/2028 | 8.5 | 208000 | 217851 |
| NEWS CORP | FIXED INCOME | 5/15/2029 | 3.9 | 665000 | 644977 |
| NEWS CORP | FIXED INCOME | 2/15/2032 | 5.1 | 110000 | 108537 |
| NEXSTAR MEDIA INC | FIXED INCOME | 11/1/2028 | 4.8 | 1067000 | 1058816 |
| NEXSTAR MEDIA INC | FIXED INCOME | 7/15/2027 | 5.6 | 949000 | 950357 |
| NGL ENRGY OP/FIN CORP | FIXED INCOME | 2/15/2029 | 8.1 | 345000 | 358062 |
| NGL ENRGY OP/FIN CORP | FIXED INCOME | 2/15/2032 | 8.4 | 150000 | 155427 |
| NOBLE FINANCE II LLC | FIXED INCOME | 4/15/2030 | 8.0 | 203000 | 210789 |
| NORTHRIVER MIDSTREAM FIN | FIXED INCOME | 7/15/2032 | 6.8 | 125000 | 127398 |
| NOVA CHEMICALS CORP | FIXED INCOME | 6/1/2027 | 5.3 | 212000 | 213162 |
| NOVA CHEMICALS CORP | FIXED INCOME | 5/15/2029 | 4.3 | 409000 | 399842 |
| NOVA CHEMICALS CORP | FIXED INCOME | 11/15/2028 | 8.5 | 359000 | 375690 |
| NOVA CHEMICALS CORP | FIXED INCOME | 2/15/2030 | 9.0 | 230000 | 245603 |
| NOVELIS CORP | FIXED INCOME | 1/30/2030 | 4.8 | 480000 | 464002 |
| NOVELIS CORP | FIXED INCOME | 8/15/2031 | 3.9 | 77000 | 70074 |
| NOVELIS CORP | FIXED INCOME | 1/30/2030 | 6.9 | 74000 | 76801 |
| NOVELIS CORP | FIXED INCOME | 8/15/2033 | 6.4 | 135000 | 136951 |
| NRG ENERGY INC | FIXED INCOME | 1/15/2028 | 5.8 | 202000 | 202341 |
| NRG ENERGY INC | FIXED INCOME | 6/15/2029 | 5.3 | 27000 | 27081 |
| NRG ENERGY INC | FIXED INCOME | 2/15/2029 | 3.4 | 353000 | 337447 |
| NRG ENERGY INC | FIXED INCOME | 2/15/2031 | 3.6 | 331000 | 309250 |
| NRG ENERGY INC | FIXED INCOME | 2/15/2032 | 3.9 | 11000 | 10280 |
| NRG ENERGY INC | FIXED INCOME | 3/15/2033 | 7.0 | 106000 | 117264 |
| NRG ENERGY INC | FIXED INCOME | 2/1/2033 | 6.0 | 231000 | 235722 |
| NRG ENERGY INC | FIXED INCOME | 1/15/2034 | 5.8 | 241000 | 243359 |
| NRG ENERGY INC | FIXED INCOME | 1/15/2036 | 6.0 | 242000 | 245286 |
| NUSTAR LOGISTICS LP | FIXED INCOME | 4/28/2027 | 5.6 | 100000 | 101086 |
| NUSTAR LOGISTICS LP | FIXED INCOME | 6/1/2026 | 6.0 | 485000 | 485873 |
| NUSTAR LOGISTICS LP | FIXED INCOME | 10/1/2030 | 6.4 | 102000 | 107362 |
| NUVEI TECHNOLOGIES CORP | FIXED INCOME | 11/17/2031 |  | 405276 | 405402 |
| ON SEMICONDUCTOR CORP | FIXED INCOME | 9/1/2028 | 3.9 | 597000 | 583096 |
| ONEMAIN FINANCE CORP | FIXED INCOME | 9/15/2030 | 4.0 | 97000 | 90896 |
| ONEMAIN FINANCE CORP | FIXED INCOME | 1/15/2027 | 3.5 | 225000 | 222838 |
| ONEMAIN FINANCE CORP | FIXED INCOME | 3/15/2026 | 7.1 | 47000 | 47242 |
| ONEMAIN FINANCE CORP | FIXED INCOME | 1/15/2028 | 6.6 | 515000 | 528163 |
| ONEMAIN FINANCE CORP | FIXED INCOME | 11/15/2029 | 5.4 | 411000 | 411300 |
| ONEOK INC | FIXED INCOME | 7/15/2026 | 4.9 | 85000 | 85153 |
| ORGANON + CO/ORGANON FOR | FIXED INCOME | 4/30/2028 | 4.1 | 571000 | 556200 |
| ORGANON + CO/ORGANON FOR | FIXED INCOME | 4/30/2031 | 5.1 | 666000 | 552440 |
| OUTFRONT MEDIA CAP LLC/C | FIXED INCOME | 3/15/2030 | 4.6 | 97000 | 94641 |
| OUTFRONT MEDIA CAP LLC/C | FIXED INCOME | 1/15/2029 | 4.3 | 127000 | 123867 |
| OUTFRONT MEDIA CAP LLC/C | FIXED INCOME | 2/15/2031 | 7.4 | 945000 | 998997 |
| OWENS BROCKWAY | FIXED INCOME | 5/13/2027 | 6.6 | 145000 | 145360 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| PAREXEL INTERNATIONAL CORP | FIXED INCOME | 12/12/2031 |  |  | 0 |
| PAREXEL INTERNATIONAL CORP | FIXED INCOME | 12/12/2031 |  | 267861 | 268587 |
| PERFORMANCE FOOD GROUP I | FIXED INCOME | 10/15/2027 | 5.5 | 849000 | 849425 |
| PERFORMANCE FOOD GROUP I | FIXED INCOME | 8/1/2029 | 4.3 | 264000 | 258670 |
| PERFORMANCE FOOD GROUP I | FIXED INCOME | 9/15/2032 | 6.1 | 120000 | 123864 |
| PERMIAN RESOURC OPTG LLC | FIXED INCOME | 7/1/2029 | 5.9 | 546000 | 548555 |
| PERMIAN RESOURC OPTG LLC | FIXED INCOME | 4/15/2027 | 8.0 | 192000 | 194435 |
| PERMIAN RESOURC OPTG LLC | FIXED INCOME | 7/15/2031 | 9.9 | 550000 | 591432 |
| PERMIAN RESOURC OPTG LLC | FIXED INCOME | 2/1/2033 | 6.3 | 235000 | 241112 |
| PERRIGO FINANCE UNLIMITE | FIXED INCOME | 9/30/2032 | 6.1 | 152000 | 148270 |
| PETCO HEALTH AND WELLNESS COMP | FIXED INCOME | 3/3/2028 |  | 615723 | 608722 |
| PETSMART INC | FIXED INCOME | 8/18/2032 |  | 198864 | 197808 |
| PETSMART LLC/PETSMART FI | FIXED INCOME | 9/15/2032 | 7.5 | 625000 | 635581 |
| PG+E CORP | FIXED INCOME | 7/1/2028 | 5.0 | 316000 | 315975 |
| PG+E CORP | FIXED INCOME | 7/1/2030 | 5.3 | 42000 | 41718 |
| PM GENERAL PURCHASER LLC | FIXED INCOME | 10/1/2028 | 9.5 | 165000 | 141897 |
| POST HOLDINGS INC | FIXED INCOME | 2/15/2032 | 6.3 | 300000 | 308466 |
| PRAIRIE ACQUIROR LP | FIXED INCOME | 8/1/2029 | 9.0 | 210000 | 218457 |
| PRECISION DRILLING CORP | FIXED INCOME | 1/15/2029 | 6.9 | 15000 | 15179 |
| PRESTIGE BRANDS INC | FIXED INCOME | 1/15/2028 | 5.1 | 323000 | 322822 |
| PRIME SECSRVC BRW/FINANC | FIXED INCOME | 4/15/2026 | 5.8 | 11000 | 11017 |
| PRIME SECSRVC BRW/FINANC | FIXED INCOME | 8/31/2027 | 3.4 | 655000 | 643046 |
| PRIMO BRANDS CORPORATION | FIXED INCOME | 3/31/2028 |  | 343800 | 344632 |
| QNITY ELECTRONICS INC | FIXED INCOME | 8/15/2032 | 5.8 | 131000 | 134196 |
| QNITY ELECTRONICS INC | FIXED INCOME | 8/15/2033 | 6.3 | 106000 | 110086 |
| QUIKRETE HOLDINGS INC | FIXED INCOME | 2/10/2032 |  | 401963 | 403112 |
| QUIKRETE HOLDINGS INC | FIXED INCOME | 3/1/2032 | 6.4 | 769000 | 800375 |
| QXO BUILDING PRODUCTS | FIXED INCOME | 4/30/2032 | 6.8 | 125000 | 130615 |
| QXO INC | FIXED INCOME | 4/30/2032 |  | 83500 | 83700 |
| RADIOLOGY PARTNERS INC | FIXED INCOME | 7/15/2032 | 8.5 | 257000 | 268285 |
| RANGE RESOURCES CORP | FIXED INCOME | 1/15/2029 | 8.3 | 675000 | 685361 |
| RAVEN ACQUISITION HOLDIN | FIXED INCOME | 11/15/2031 | 6.9 | 232000 | 239315 |
| RAVEN ACQUISITION HOLDINGS LLC | FIXED INCOME | 11/19/2031 |  | 196850 | 197403 |
| RAVEN ACQUISITION HOLDINGS LLC | FIXED INCOME | 11/19/2031 |  | 14131 | 14171 |
| RB GLOBAL HOLDINGS INC | FIXED INCOME | 3/15/2028 | 6.8 | 100000 | 102270 |
| RB GLOBAL HOLDINGS INC | FIXED INCOME | 3/15/2031 | 7.8 | 100000 | 104554 |
| RHP HOTEL PPTY/RHP FINAN | FIXED INCOME | 10/15/2027 | 4.8 | 636000 | 634760 |
| RHP HOTEL PPTY/RHP FINAN | FIXED INCOME | 2/15/2029 | 4.5 | 411000 | 406241 |
| RHP HOTEL PPTY/RHP FINAN | FIXED INCOME | 7/15/2028 | 7.3 | 293000 | 301895 |
| RHP HOTEL PPTY/RHP FINAN | FIXED INCOME | 4/1/2032 | 6.5 | 824000 | 854900 |
| RHP HOTEL PPTY/RHP FINAN | FIXED INCOME | 6/15/2033 | 6.5 | 63000 | 65376 |
| RINGCENTRAL INC | FIXED INCOME | 8/15/2030 | 8.5 | 375000 | 397598 |
| RIVERS ENT BORROWER LLC | FIXED INCOME | 10/15/2030 | 6.3 | 71000 | 72416 |
| ROCKET COS INC | FIXED INCOME | 8/1/2030 | 6.1 | 364000 | 375928 |
| ROCKET COS INC | FIXED INCOME | 8/1/2033 | 6.4 | 194000 | 202629 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ROCKET SOFTWARE INC. | FIXED INCOME | 11/28/2028 |  | 245743 | 245605 |
| ROCKETMTGE CO ISSUER INC | FIXED INCOME | 3/1/2029 | 3.6 | 702000 | 678286 |
| ROCKETMTGE CO ISSUER INC | FIXED INCOME | 10/15/2026 | 2.9 | 203000 | 200059 |
| ROCKETMTGE CO ISSUER INC | FIXED INCOME | 10/15/2033 | 4.0 | 74000 | 68750 |
| ROCKIES EXPRESS PIPELINE | FIXED INCOME | 5/15/2030 | 4.8 | 380000 | 373760 |
| RXO INC | FIXED INCOME | 11/15/2027 | 7.5 | 176000 | 179318 |
| SAKS GLOBAL ENTERPRS LLC | FIXED INCOME | 12/15/2029 | 11.0 | 169860 | 11464 |
| SANMINA CORP | FIXED INCOME | 10/27/2032 |  | 260730 | 261056 |
| SBA COMMUNICATIONS CORP | FIXED INCOME | 2/1/2029 | 3.1 | 199000 | 190172 |
| SCIENCE APPLICATIONS INT | FIXED INCOME | 11/1/2033 | 5.9 | 96000 | 97321 |
| SCOTTS MIRACLE GRO CO | FIXED INCOME | 12/15/2026 | 5.3 | 370000 | 369582 |
| SCOTTS MIRACLE GRO CO | FIXED INCOME | 10/15/2029 | 4.5 | 909000 | 891474 |
| SCOTTS MIRACLE GRO CO | FIXED INCOME | 2/1/2032 | 4.4 | 95000 | 89164 |
| SCOTTS MIRACLE GRO CO | FIXED INCOME | 4/1/2031 | 4.0 | 201000 | 189318 |
| SEAGATE DATA STOR | FIXED INCOME | 12/15/2029 | 8.3 | 548000 | 581494 |
| SEAGATE DATA STOR | FIXED INCOME | 7/15/2031 | 8.5 | 69000 | 73362 |
| SENSATA TECHNOLOGIES BV | FIXED INCOME | 4/15/2029 | 4.0 | 425000 | 414732 |
| SENSATA TECHNOLOGIES BV | FIXED INCOME | 9/1/2030 | 5.9 | 200000 | 203340 |
| SENSATA TECHNOLOGIES INC | FIXED INCOME | 2/15/2031 | 3.8 | 88000 | 82670 |
| SERVICE CORP INTL | FIXED INCOME | 12/15/2027 | 4.6 | 136000 | 135682 |
| SERVICE CORP INTL | FIXED INCOME | 8/15/2030 | 3.4 | 773000 | 723342 |
| SERVICE CORP INTL | FIXED INCOME | 5/15/2031 | 4.0 | 81000 | 77302 |
| SES S A | EQUITY |  |  | 3563 | 41085 |
| SGUS LLC | FIXED INCOME | 12/15/2029 | 11.0 | 72472 | 27129 |
| SHIFT4 PAYMENTS LLC/FIN | FIXED INCOME | 8/15/2032 | 6.8 | 415000 | 428500 |
| SHUTTERFLY FINANCE LLC | FIXED INCOME | 10/1/2027 | 8.5 | 366773 | 354105 |
| SHUTTERFLY FINANCE LLC | FIXED INCOME | 10/1/2027 | 9.8 | 56420 | 56564 |
| SHUTTERFLY INC | FIXED INCOME | 10/1/2027 |  | 134572 | 127987 |
| SINCLAIR TELEVISION GROU | FIXED INCOME | 2/15/2033 | 8.1 | 280000 | 292667 |
| SIRIUS XM RADIO LLC | FIXED INCOME | 8/1/2027 | 5.0 | 540000 | 540842 |
| SIRIUS XM RADIO LLC | FIXED INCOME | 7/1/2029 | 5.5 | 1038000 | 1046595 |
| SIRIUS XM RADIO LLC | FIXED INCOME | 7/1/2030 | 4.1 | 11000 | 10470 |
| SIRIUS XM RADIO LLC | FIXED INCOME | 7/15/2028 | 4.0 | 1771000 | 1731153 |
| SIX FLAGS ENT/SIX FLAG | FIXED INCOME | 5/1/2032 | 6.6 | 884000 | 891876 |
| SIX FLAGS ENTERTAINME | FIXED INCOME | 5/15/2031 | 7.3 | 250000 | 240118 |
| SIX FLAGS/CANADA WON | FIXED INCOME | 4/15/2027 | 5.4 | 40000 | 39814 |
| SIX FLAGS/CANADA WON | FIXED INCOME | 7/15/2029 | 5.3 | 348000 | 324594 |
| SM ENERGY CO | FIXED INCOME | 7/1/2028 | 8.4 | 393000 | 405321 |
| SM ENERGY CO | FIXED INCOME | 7/1/2031 | 8.8 | 428000 | 444170 |
| SM ENERGY CO | FIXED INCOME | 11/1/2030 | 8.6 | 184000 | 192563 |
| SM ENERGY CO | FIXED INCOME | 6/15/2033 | 9.6 | 140000 | 150913 |
| SM ENERGY CO | FIXED INCOME | 9/15/2026 | 6.8 | 110000 | 110138 |
| SM ENERGY CO | FIXED INCOME | 1/15/2027 | 6.6 | 500000 | 501345 |
| SM ENERGY CO | FIXED INCOME | 7/15/2028 | 6.5 | 272000 | 274856 |
| SM ENERGY CO | FIXED INCOME | 8/1/2029 | 6.8 | 4000 | 4030 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SM ENERGY CO | FIXED INCOME | 8/1/2032 | 7.0 | 170000 | 167275 |
| SMYRNA READY MIX CONCRET | FIXED INCOME | 11/15/2031 | 8.9 | 388000 | 415055 |
| SNAP INC | FIXED INCOME | 3/1/2033 | 6.9 | 104000 | 107873 |
| SOLSTICE ADVANCED MATERI | FIXED INCOME | 9/30/2033 | 5.6 | 231000 | 233183 |
| SOMNIGROUP INTL INC | FIXED INCOME | 4/15/2029 | 4.0 | 983000 | 958396 |
| SOMNIGROUP INTL INC | FIXED INCOME | 10/15/2031 | 3.9 | 249000 | 233019 |
| SONIC AUTOMOTIVE INC | FIXED INCOME | 11/15/2029 | 4.6 | 647000 | 634280 |
| SONIC AUTOMOTIVE INC | FIXED INCOME | 11/15/2031 | 4.9 | 110000 | 106167 |
| SOTERA HEALTH HLDGS LLC | FIXED INCOME | 6/1/2031 | 7.4 | 218000 | 229554 |
| SPECTRUM BRANDS INC | FIXED INCOME | 3/15/2031 | 3.9 | 36000 | 29365 |
| SPX FLOW INC | FIXED INCOME | 4/5/2029 |  | 108113 | 108325 |
| SS+C TECHNOLOGIES INC | FIXED INCOME | 9/30/2027 | 5.5 | 1575000 | 1576166 |
| SS+C TECHNOLOGIES INC | FIXED INCOME | 6/1/2032 | 6.5 | 80000 | 83158 |
| STANDARD BUILDING SOLUTI | FIXED INCOME | 8/15/2032 | 6.5 | 172000 | 177310 |
| STANDARD BUILDING SOLUTI | FIXED INCOME | 3/15/2034 | 5.9 | 133000 | 133604 |
| STANDARD INDUSTRI INC/NY | FIXED INCOME | 1/15/2028 | 4.8 | 1295000 | 1291879 |
| STANDARD INDUSTRI INC/NY | FIXED INCOME | 7/15/2030 | 4.4 | 88000 | 85084 |
| STAPLES INC | FIXED INCOME | 9/1/2029 | 10.8 | 905000 | 900194 |
| STAPLES INC | FIXED INCOME | 1/15/2030 | 12.8 | 363275 | 304395 |
| STARWOOD PROPERTY TRUST | FIXED INCOME | 4/1/2029 | 7.3 | 226000 | 238502 |
| STATION CASINOS LLC | FIXED INCOME | 2/15/2028 | 4.5 | 951000 | 943829 |
| STATION CASINOS LLC | FIXED INCOME | 12/1/2031 | 4.6 | 160000 | 151848 |
| STATION CASINOS LLC | FIXED INCOME | 3/14/2031 |  | 117900 | 118210 |
| SUNOCO LP | FIXED INCOME | 5/1/2029 | 7.0 | 123000 | 128243 |
| SUNOCO LP/FINANCE CORP | FIXED INCOME | 5/15/2029 | 4.5 | 389000 | 381555 |
| SUNOCO LP/FINANCE CORP | FIXED INCOME | 4/30/2030 | 4.5 | 445000 | 434623 |
| SUNRISE FINCO I BV | FIXED INCOME | 7/15/2031 | 4.9 | 200000 | 191604 |
| SYNAPTICS INC | FIXED INCOME | 6/15/2029 | 4.0 | 181000 | 175195 |
| T MOBILE USA INC | FIXED INCOME | 12/15/2033 | 6.7 | 330000 | 370326 |
| TALEN ENERGY SUPPLY LLC | FIXED INCOME | 2/1/2034 | 6.3 | 738000 | 752849 |
| TALLGRASS NRG PRTNR/FIN | FIXED INCOME | 1/15/2028 | 5.5 | 755000 | 755430 |
| TALLGRASS NRG PRTNR/FIN | FIXED INCOME | 12/31/2030 | 6.0 | 232000 | 233798 |
| TALLGRASS NRG PRTNR/FIN | FIXED INCOME | 9/1/2031 | 6.0 | 158000 | 156875 |
| TALLGRASS NRG PRTNR/FIN | FIXED INCOME | 2/15/2029 | 7.4 | 286000 | 295372 |
| TALLGRASS NRG PRTNR/FIN | FIXED INCOME | 3/15/2034 | 6.8 | 240000 | 239736 |
| TARGA RESOURCES PARTNERS | FIXED INCOME | 1/15/2029 | 6.9 | 175000 | 177086 |
| TARGA RESOURCES PARTNERS | FIXED INCOME | 3/1/2030 | 5.5 | 315000 | 320358 |
| TARGA RESOURCES PARTNERS | FIXED INCOME | 2/1/2031 | 4.9 | 45000 | 45321 |
| TARGA RESOURCES PARTNERS | FIXED INCOME | 1/15/2032 | 4.0 | 125000 | 119540 |
| TEGNA INC | FIXED INCOME | 9/15/2029 | 5.0 | 660000 | 654661 |
| TELECOM ITALIA CAPITAL | FIXED INCOME | 11/15/2033 | 6.4 | 80000 | 84171 |
| TELECOM ITALIA CAPITAL | FIXED INCOME | 9/30/2034 | 6.0 | 18000 | 18488 |
| TENET HEALTHCARE CORP | FIXED INCOME | 11/1/2027 | 5.1 | 1329000 | 1328947 |
| TENET HEALTHCARE CORP | FIXED INCOME | 6/1/2029 | 4.3 | 95000 | 93669 |
| TENET HEALTHCARE CORP | FIXED INCOME | 6/15/2030 | 6.1 | 651000 | 666657 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| TENET HEALTHCARE CORP | FIXED INCOME | 5/15/2031 | 6.8 | 883000 | 917967 |
| TEREX CORP | FIXED INCOME | 5/15/2029 | 5.0 | 667000 | 664906 |
| TEREX CORP | FIXED INCOME | 10/15/2032 | 6.3 | 349000 | 358255 |
| TOPBUILD CORP | FIXED INCOME | 1/31/2034 | 5.6 | 168000 | 169870 |
| TOPGOLF CALLAWAY BRANDS CORP. | FIXED INCOME | 3/18/2030 |  | 131537 | 131810 |
| TRANSDIGM INC | FIXED INCOME | 3/1/2029 | 6.4 | 530000 | 547183 |
| TRANSDIGM INC | FIXED INCOME | 3/1/2032 | 6.6 | 325000 | 338153 |
| TRANSDIGM INC | FIXED INCOME | 1/31/2034 | 6.3 | 93000 | 96480 |
| TRANSDIGM INC | FIXED INCOME | 8/19/2032 |  | 179550 | 180261 |
| TRANSDIGM INC. | FIXED INCOME | 2/28/2031 |  | 445477 | 446992 |
| TRANSOCEAN INTERNTNL LTD | FIXED INCOME | 2/15/2030 | 8.8 | 63750 | 66546 |
| TRANSOCEAN TITAN FIN LTD | FIXED INCOME | 2/1/2028 | 8.4 | 37238 | 38036 |
| TRIMAS CORP | FIXED INCOME | 4/15/2029 | 4.1 | 379000 | 368975 |
| TRINET GROUP INC | FIXED INCOME | 8/15/2031 | 7.1 | 165000 | 170095 |
| TRINITY INDUSTRIES INC | FIXED INCOME | 7/15/2028 | 7.8 | 190000 | 197317 |
| TRINSEO LUX/TRINSEO NA | FIXED INCOME | 5/3/2029 | 7.6 | 250922 | 17386 |
| U S RENAL CARE INC | FIXED INCOME | 6/28/2028 |  | 255474 | 239747 |
| UBER TECHNOLOGIES INC | FIXED INCOME | 8/15/2029 | 4.5 | 219000 | 219399 |
| UKG INC, | FIXED INCOME | 2/10/2031 |  | 113565 | 113611 |
| UNITED AIRLINES INC | FIXED INCOME | 4/15/2026 | 4.4 | 335000 | 334809 |
| UNITED AIRLINES INC | FIXED INCOME | 4/15/2029 | 4.6 | 20000 | 19889 |
| UNITED RENTALS NORTH AM | FIXED INCOME | 2/15/2031 | 3.9 | 758000 | 725444 |
| UNITED RENTALS NORTH AM | FIXED INCOME | 1/15/2028 | 4.9 | 720000 | 720526 |
| UNITED RENTALS NORTH AM | FIXED INCOME | 3/15/2034 | 6.1 | 375000 | 391080 |
| UNITED STATES STEEL CORP | FIXED INCOME | 3/1/2029 | 6.9 | 12000 | 12038 |
| UNIVISION COMMUNICATIONS | FIXED INCOME | 5/1/2029 | 4.5 | 102000 | 97987 |
| UNIVISION COMMUNICATIONS | FIXED INCOME | 6/30/2030 | 7.4 | 313000 | 317870 |
| UNIVISION COMMUNICATIONS | FIXED INCOME | 8/15/2028 | 8.0 | 622000 | 643851 |
| UNIVISION COMMUNICATIONS | FIXED INCOME | 7/31/2031 | 8.5 | 10000 | 10444 |
| UNIVISION COMMUNICATIONS | FIXED INCOME | 8/1/2032 | 9.4 | 156000 | 167769 |
| US DOLLAR | CASH |  |  | 85270 | 85270 |
| US FOODS INC | FIXED INCOME | 6/1/2030 | 4.6 | 635000 | 626408 |
| US FOODS INC | FIXED INCOME | 9/15/2028 | 6.9 | 79000 | 81510 |
| VAIL RESORTS INC | FIXED INCOME | 5/15/2032 | 6.5 | 205000 | 212872 |
| VAIL RESORTS INC | FIXED INCOME | 7/15/2030 | 5.6 | 149000 | 151467 |
| VALARIS LTD | FIXED INCOME | 4/30/2030 | 8.4 | 101000 | 105148 |
| VARSITY BRANDS INC | FIXED INCOME | 8/26/2031 |  | 431830 | 433182 |
| VENATOR MATERIALS PLC | EQUITY |  |  | 7 | 246 |
| VENTURE GLOBAL CALCASIEU | FIXED INCOME | 11/1/2033 | 3.9 | 60000 | 51458 |
| VENTURE GLOBAL LNG INC | FIXED INCOME | 6/1/2028 | 8.1 | 305000 | 310161 |
| VENTURE GLOBAL LNG INC | FIXED INCOME | 2/1/2029 | 9.5 | 395000 | 409741 |
| VENTURE GLOBAL LNG INC | FIXED INCOME | 2/1/2032 | 9.9 | 710000 | 733366 |
| VENTURE GLOBAL PLAQUE | FIXED INCOME | 1/15/2034 | 6.5 | 185000 | 189405 |
| VENTURE GLOBAL PLAQUE | FIXED INCOME | 6/15/2034 | 6.5 | 493000 | 504507 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 12/1/2026 | 4.3 | 325000 | 325065 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| VICI PROPERTIES / NOTE | FIXED INCOME | 12/1/2029 | 4.6 | 340000 | 339694 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 2/15/2027 | 3.8 | 79000 | 78487 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 8/15/2030 | 4.1 | 245000 | 237741 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 9/1/2026 | 4.5 | 60000 | 60036 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 2/1/2027 | 5.8 | 175000 | 176981 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 1/15/2028 | 4.5 | 45000 | 45099 |
| VICI PROPERTIES INC | EQUITY |  |  | 25116 | 706262 |
| VIKING CRUISES LTD | FIXED INCOME | 10/15/2033 | 5.9 | 382000 | 388414 |
| VIRGIN MEDIA SECURED FIN | FIXED INCOME | 5/15/2029 | 5.5 | 675000 | 665307 |
| VISTAJET MALTA FINANCE P.L.C | FIXED INCOME | 4/1/2031 |  | 274954 | 277244 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 2/15/2027 | 5.6 | 1071000 | 1071932 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 7/31/2027 | 5.0 | 39000 | 39050 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 5/1/2029 | 4.4 | 98000 | 96771 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 10/15/2031 | 7.8 | 585000 | 620463 |
| VOLTAGRID LLC | FIXED INCOME | 11/1/2030 | 7.4 | 295000 | 292144 |
| WABASH NATIONAL CORP | FIXED INCOME | 10/15/2028 | 4.5 | 170000 | 158785 |
| WAND NEWCO 3 INC | FIXED INCOME | 1/30/2031 |  | 98871 | 98923 |
| WAND NEWCO 3 INC | FIXED INCOME | 1/30/2032 | 7.6 | 165000 | 174517 |
| WAYFAIR LLC | FIXED INCOME | 10/31/2029 | 7.3 | 198000 | 206261 |
| WAYFAIR LLC | FIXED INCOME | 9/15/2030 | 7.8 | 435000 | 463023 |
| WAYFAIR LLC | FIXED INCOME | 11/15/2032 | 6.8 | 140000 | 144189 |
| WBI OPERATING LLC | FIXED INCOME | 10/15/2030 | 6.3 | 270000 | 271855 |
| WEEKLEY HOMES LLC/ FINAN | FIXED INCOME | 9/15/2028 | 4.9 | 170000 | 167538 |
| WESCO DISTRIBUTION INC | FIXED INCOME | 6/15/2028 | 7.3 | 857000 | 869744 |
| WESCO DISTRIBUTION INC | FIXED INCOME | 3/15/2029 | 6.4 | 505000 | 522008 |
| WESCO DISTRIBUTION INC | FIXED INCOME | 3/15/2032 | 6.6 | 246000 | 257594 |
| WESCO DISTRIBUTION INC | FIXED INCOME | 3/15/2033 | 6.4 | 134000 | 139814 |
| WHITE CAP BUYER LLC | FIXED INCOME | 10/19/2029 |  | 306757 | 307932 |
| WILLIAMS SCOTSMAN INC | FIXED INCOME | 10/1/2031 | 7.4 | 353000 | 368440 |
| WILLIAMS SCOTSMAN INC | FIXED INCOME | 4/15/2030 | 6.6 | 76000 | 78541 |
| WMG ACQUISITION CORP | FIXED INCOME | 12/1/2029 | 3.8 | 459000 | 441971 |
| WR GRACE HOLDING LLC | FIXED INCOME | 8/15/2029 | 5.6 | 508000 | 481640 |
| WR GRACE HOLDING LLC | FIXED INCOME | 6/15/2027 | 4.9 | 345000 | 344548 |
| WR GRACE HOLDING LLC | FIXED INCOME | 8/15/2032 | 6.6 | 205000 | 207741 |
| WRANGLER HOLDCO CORP | FIXED INCOME | 4/1/2032 | 6.6 | 199000 | 208267 |
| WULF COMPUTE LLC | FIXED INCOME | 10/15/2030 | 7.8 | 555000 | 571872 |
| WYNN RESORTS FINANCE LLC | FIXED INCOME | 10/1/2029 | 5.1 | 628000 | 631605 |
| WYNN RESORTS FINANCE LLC | FIXED INCOME | 2/15/2031 | 7.1 | 198000 | 214596 |
| WYNN RESORTS FINANCE LLC | FIXED INCOME | 3/15/2033 | 6.3 | 206000 | 210402 |
| XEROX HOLDINGS CORP | FIXED INCOME | 11/30/2029 | 8.9 | 322000 | 129837 |
| XPO INC | FIXED INCOME | 2/1/2032 | 7.1 | 196000 | 206255 |
| XPO INC | FIXED INCOME | 6/1/2028 | 6.3 | 128000 | 130376 |
| YUM BRANDS INC | FIXED INCOME | 1/31/2032 | 4.6 | 386000 | 378519 |

---

------

---

| | |
|:---|:---|
| **Total: EXHIBIT N - High Yield Debt Fund** | $**240569034** |

---

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

------

**EXHIBIT O - Emerging Markets Debt Fund**

**(Managed by Prudential)**

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ABU DHABI CRUDE OIL | FIXED INCOME | 11/2/2047 | 4.6% | 200000 |  | $186016 |
|  | ABU DHABI GOVT INT L | FIXED INCOME | 4/16/2050 | 3.9 | 201000 |  | 161095 |
|  | ABU DHABI NATIONAL ENERG | FIXED INCOME | 10/27/2036 | 6.5 | 200000 |  | 228482 |
|  | ADANI PORTS AND SPECIAL | FIXED INCOME | 8/2/2041 | 5.0 | 215000 |  | 182200 |
|  | ADNOC MURBAN RSC LTD | FIXED INCOME | 9/11/2054 | 5.1 | 232000 |  | 218099 |
|  | AEROPUERTO INTL TOCUMEN | FIXED INCOME | 8/11/2061 | 5.1 | 200000 |  | 162088 |
|  | ALFA DESARROLLO SPA | FIXED INCOME | 9/27/2051 | 4.6 | 196896 |  | 158816 |
|  | ARAB REPUBLIC OF EGYPT | FIXED INCOME | 1/31/2047 | 8.5 | 170000 |  | 166794 |
|  | ARAB REPUBLIC OF EGYPT | FIXED INCOME | 4/16/2030 | 5.6 | 1140000 |  | 1335700 |
|  | ARAB REPUBLIC OF EGYPT | FIXED INCOME | 3/1/2049 | 8.7 | 900000 |  | 898038 |
|  | ARAB REPUBLIC OF EGYPT | FIXED INCOME | 4/11/2031 | 6.4 | 305000 |  | 368044 |
|  | ARAB REPUBLIC OF EGYPT | FIXED INCOME | 4/11/2031 | 6.4 | 1324000 |  | 1597672 |
|  | ARAB REPUBLIC OF EGYPT | FIXED INCOME | 5/29/2050 | 8.9 | 200000 |  | 202642 |
|  | ARAB REPUBLIC OF EGYPT | FIXED INCOME | 1/31/2047 | 8.5 | 200000 |  | 196228 |
|  | AUSTRALIAN DOLLAR | CASH |  |  | 1 |  | 0 |
|  | B8ADEMDE5 PRUDENTIAL | OPTIONS | 1/8/2026 |  | (1631000) |  | (7) |
|  | B8ADJ71C0 CDS USD P V 01MEVENT | FIXED INCOME | 5/7/2026 | 1.0 | (224000) |  | (224000) |
|  | B8ADJ71C0 CDS USD R F 4.75000 | FIXED INCOME | 5/7/2026 | 4.8 | 224000 |  | 225911 |
|  | B8ADQQCR5 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | -250000 |  | (250000) |
|  | B8ADQQCR5 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2027 | 1.0 | 250000 |  | 249362 |
|  | B8AEMFL67 PRUDENTIAL | OPTIONS | 1/20/2026 |  | -204000 |  | (152) |
|  | B8AEMFL83 PRUDENTIAL | OPTIONS | 1/20/2026 |  | 612000 |  | 1009 |
|  | B8AEUKFT4 PRUDENTIAL | OPTIONS | 12/31/2025 |  | -484000 |  | 0 |
|  | B8AEUYPN6 PRUDENTIAL | OPTIONS | 1/8/2026 |  | -416000 |  | (155) |
|  | B8AEV18V8 PRUDENTIAL | OPTIONS | 1/8/2026 |  | 1928000 |  | 821 |
|  | B8AEV18W6 PRUDENTIAL | OPTIONS | 1/8/2026 |  | (1928000) |  | (25874) |
|  | B8AEV19Q8 PRUDENTIAL | OPTIONS | 1/8/2026 |  | -964000 |  | (26112) |
|  | B8AEV19S4 PRUDENTIAL | OPTIONS | 1/8/2026 |  | 964000 |  | 259 |
|  | B8AEV59G1 PRUDENTIAL | OPTIONS | 1/8/2026 |  | (480000) |  | (4467) |
|  | B8AEVQ0L3 PRUDENTIAL | OPTIONS | 1/9/2026 |  | (623000) |  | (1351) |
|  | B8AEVZL71 PRUDENTIAL | OPTIONS | 1/15/2026 |  | (1685000) |  | (6566) |
|  | B8AEWW3L6 PRUDENTIAL | OPTIONS | 1/20/2026 |  | (1858000) |  | (10339) |
|  | B8AEWWNJ9 PRUDENTIAL | OPTIONS | 1/20/2026 |  | (413000) |  | (248) |
|  | B8AEX5W16 PRUDENTIAL | OPTIONS | 1/21/2026 |  | (479000) |  | (2971) |
|  | B8AEXGVX3 PRUDENTIAL | OPTIONS | 1/23/2026 |  | (483000) |  | (2538) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| B8AEXQ5S1 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2029 | 1.0 | (450000) | (450000) |
| B8AEXQ5S1 CDS USD R F 5.00000 | FIXED INCOME | 6/20/2029 | 5.0 | 450000 | 453321 |
| B8AEXQ5V4 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2029 | 1.0 | (100000) | (100000) |
| B8AEXQ5V4 CDS USD R F 5.00000 | FIXED INCOME | 12/20/2029 | 5.0 | 100000 | 100638 |
| B8AEXS2Y7 PRUDENTIAL | OPTIONS | 1/29/2026 |  | (485000) | (5476) |
| B8AEXS8F2 PRUDENTIAL | OPTIONS | 1/28/2026 |  | (485000) | (13486) |
| B978T5JP2 CDS USD P F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | (1845000) | (1825673) |
| B978T5JP2 CDS USD R V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | 1845000 | 1845000 |
| BANCO DE CREDITO DEL PER | FIXED INCOME | 9/30/2031 | 3.3 | 238000 | 234556 |
| BANGKOK BANK PCL/HK | FIXED INCOME | 3/25/2040 | 6.1 | 300000 | 306183 |
| BANGKOK BANK PCL/HK | FIXED INCOME | 9/25/2034 | 3.7 | 400000 | 380188 |
| BANK GOSPODARSTWA KRAJOW | FIXED INCOME | 5/22/2033 | 5.4 | 200000 | 205958 |
| BANK GOSPODARSTWA KRAJOW | FIXED INCOME | 7/9/2034 | 5.8 | 200000 | 209920 |
| BANK GOSPODARSTWA KRAJOW | FIXED INCOME | 7/9/2054 | 6.3 | 295000 | 305133 |
| BBVA MEX BANCA GRUPO TX | FIXED INCOME | 9/13/2034 | 5.9 | 240000 | 239203 |
| BONOS DE TESORERIA | FIXED INCOME | 8/12/2032 | 6.2 | 3941000 | 1263884 |
| BONOS DE TESORERIA | FIXED INCOME | 8/12/2034 | 5.4 | 2940000 | 871858 |
| BONOS DE TESORERIA | FIXED INCOME | 8/12/2040 | 5.4 | 760000 | 200618 |
| BONOS DE TESORERIA | FIXED INCOME | 8/12/2035 | 6.9 | 3461000 | 1109093 |
| BONOS TESORERIA PESOS | FIXED INCOME | 1/1/2043 | 6.0 | 240000000 | 281563 |
| BONOS TESORERIA PESOS | FIXED INCOME | 3/1/2035 | 5.0 | 615000000 | 677078 |
| BRASKEM NETHERLANDS | FIXED INCOME | 1/12/2031 | 8.5 | 200000 | 77820 |
| BRAZILIAN REAL | CASH |  |  | 1 | 0 |
| CANADIAN DOLLAR | CASH |  |  | 1488 | 1086 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 11/21/2029 | 3.1 | 1600000 | 243757 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 5/21/2030 | 2.7 | 5850000 | 877012 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 9/14/2050 | 3.8 | 2740000 | 498643 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 11/19/2030 | 3.3 | 2300000 | 357792 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 4/15/2052 | 3.3 | 680000 | 115714 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 9/25/2029 | 2.6 | 800000 | 119017 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 11/15/2032 | 2.8 | 770000 | 117843 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 5/25/2034 | 2.3 | 5370000 | 795101 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 8/25/2034 | 2.1 | 7580000 | 1108925 |
| CHINA GOVERNMENT BOND | FIXED INCOME | 9/25/2054 | 2.2 | 3570000 | 494604 |
| CODELCO INC | FIXED INCOME | 2/2/2033 | 5.1 | 600000 | 602292 |
| CODELCO INC | FIXED INCOME | 1/26/2036 | 6.4 | 200000 | 216630 |
| CODELCO INC | FIXED INCOME | 9/30/2029 | 3.0 | 210000 | 199345 |
| COLOMBIAN PESO | CASH |  |  | 94326 | 25 |
| COMISION EJ HI RIO LEMPA | FIXED INCOME | 1/24/2033 | 8.7 | 150000 | 160997 |
| CORP FINANCIERA DE DESAR | FIXED INCOME | 9/28/2027 | 2.4 | 335000 | 323781 |
| COSTA RICA GOVERNMENT | FIXED INCOME | 4/3/2034 | 6.6 | 615000 | 670553 |
| COSTA RICA GOVERNMENT | FIXED INCOME | 11/13/2054 | 7.3 | 637000 | 714803 |
| COSTA RICA GOVERNMENT | FIXED INCOME | 4/3/2034 | 6.6 | 290000 | 316196 |
| CT TRUST | FIXED INCOME | 2/3/2032 | 5.1 | 200000 | 192338 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (5872) |

---

------

---

| | | |
|:---|:---|:---|
| CURRENCY CONTRACT | DERIVATIVES | 3384 |
| CURRENCY CONTRACT | DERIVATIVES | (2497) |
| CURRENCY CONTRACT | DERIVATIVES | 27834 |
| CURRENCY CONTRACT | DERIVATIVES | 16088 |
| CURRENCY CONTRACT | DERIVATIVES | 29489 |
| CURRENCY CONTRACT | DERIVATIVES | (12545) |
| CURRENCY CONTRACT | DERIVATIVES | 3026 |
| CURRENCY CONTRACT | DERIVATIVES | 71911 |
| CURRENCY CONTRACT | DERIVATIVES | (12630) |
| CURRENCY CONTRACT | DERIVATIVES | (4088) |
| CURRENCY CONTRACT | DERIVATIVES | (32259) |
| CURRENCY CONTRACT | DERIVATIVES | 5061 |
| CURRENCY CONTRACT | DERIVATIVES | (259) |
| CURRENCY CONTRACT | DERIVATIVES | (1069) |
| CURRENCY CONTRACT | DERIVATIVES | (1597) |
| CURRENCY CONTRACT | DERIVATIVES | 7858 |
| CURRENCY CONTRACT | DERIVATIVES | 9996 |
| CURRENCY CONTRACT | DERIVATIVES | (29) |
| CURRENCY CONTRACT | DERIVATIVES | 2856 |
| CURRENCY CONTRACT | DERIVATIVES | 4691 |
| CURRENCY CONTRACT | DERIVATIVES | 6367 |
| CURRENCY CONTRACT | DERIVATIVES | 6242 |
| CURRENCY CONTRACT | DERIVATIVES | 5142 |
| CURRENCY CONTRACT | DERIVATIVES | 62 |
| CURRENCY CONTRACT | DERIVATIVES | (9506) |
| CURRENCY CONTRACT | DERIVATIVES | (4879) |
| CURRENCY CONTRACT | DERIVATIVES | (1250) |
| CURRENCY CONTRACT | DERIVATIVES | (24402) |
| CURRENCY CONTRACT | DERIVATIVES | 125 |
| CURRENCY CONTRACT | DERIVATIVES | (185) |
| CURRENCY CONTRACT | DERIVATIVES | 1174 |
| CURRENCY CONTRACT | DERIVATIVES | 8764 |
| CURRENCY CONTRACT | DERIVATIVES | 6759 |
| CURRENCY CONTRACT | DERIVATIVES | (2023) |
| CURRENCY CONTRACT | DERIVATIVES | 27008 |
| CURRENCY CONTRACT | DERIVATIVES | 5337 |
| CURRENCY CONTRACT | DERIVATIVES | (28952) |
| CURRENCY CONTRACT | DERIVATIVES | (5679) |
| CURRENCY CONTRACT | DERIVATIVES | 1156 |
| CURRENCY CONTRACT | DERIVATIVES | 186 |
| CURRENCY CONTRACT | DERIVATIVES | 4154 |
| CURRENCY CONTRACT | DERIVATIVES | 3724 |
| CURRENCY CONTRACT | DERIVATIVES | 2323 |
| CURRENCY CONTRACT | DERIVATIVES | 25828 |
| CURRENCY CONTRACT | DERIVATIVES | 46373 |

---

------

---

| | | |
|:---|:---|:---|
| CURRENCY CONTRACT | DERIVATIVES | (17213) |
| CURRENCY CONTRACT | DERIVATIVES | (40441) |
| CURRENCY CONTRACT | DERIVATIVES | 24673 |
| CURRENCY CONTRACT | DERIVATIVES | (41846) |
| CURRENCY CONTRACT | DERIVATIVES | (4782) |
| CURRENCY CONTRACT | DERIVATIVES | 3919 |
| CURRENCY CONTRACT | DERIVATIVES | (16873) |
| CURRENCY CONTRACT | DERIVATIVES | 5595 |
| CURRENCY CONTRACT | DERIVATIVES | 33565 |
| CURRENCY CONTRACT | DERIVATIVES | (872) |
| CURRENCY CONTRACT | DERIVATIVES | (228) |
| CURRENCY CONTRACT | DERIVATIVES | (629) |
| CURRENCY CONTRACT | DERIVATIVES | (622) |
| CURRENCY CONTRACT | DERIVATIVES | (1433) |
| CURRENCY CONTRACT | DERIVATIVES | (18167) |
| CURRENCY CONTRACT | DERIVATIVES | 1509 |
| CURRENCY CONTRACT | DERIVATIVES | 35019 |
| CURRENCY CONTRACT | DERIVATIVES | (11247) |
| CURRENCY CONTRACT | DERIVATIVES | (7240) |
| CURRENCY CONTRACT | DERIVATIVES | (2701) |
| CURRENCY CONTRACT | DERIVATIVES | (3786) |
| CURRENCY CONTRACT | DERIVATIVES | 29166 |
| CURRENCY CONTRACT | DERIVATIVES | 5203 |
| CURRENCY CONTRACT | DERIVATIVES | (42) |
| CURRENCY CONTRACT | DERIVATIVES | (43700) |
| CURRENCY CONTRACT | DERIVATIVES | 523 |
| CURRENCY CONTRACT | DERIVATIVES | 528 |
| CURRENCY CONTRACT | DERIVATIVES | (401) |
| CURRENCY CONTRACT | DERIVATIVES | (920) |
| CURRENCY CONTRACT | DERIVATIVES | (792) |
| CURRENCY CONTRACT | DERIVATIVES | 4925 |
| CURRENCY CONTRACT | DERIVATIVES | 2893 |
| CURRENCY CONTRACT | DERIVATIVES | 1388 |
| CURRENCY CONTRACT | DERIVATIVES | 4935 |
| CURRENCY CONTRACT | DERIVATIVES | 5247 |
| CURRENCY CONTRACT | DERIVATIVES | 6754 |
| CURRENCY CONTRACT | DERIVATIVES | (687) |
| CURRENCY CONTRACT | DERIVATIVES | (3327) |
| CURRENCY CONTRACT | DERIVATIVES | (1809) |
| CURRENCY CONTRACT | DERIVATIVES | (2510) |
| CURRENCY CONTRACT | DERIVATIVES | 3835 |
| CURRENCY CONTRACT | DERIVATIVES | 728 |
| CURRENCY CONTRACT | DERIVATIVES | (28716) |
| CURRENCY CONTRACT | DERIVATIVES | (4394) |
| CURRENCY CONTRACT | DERIVATIVES | 7600 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CZECH KORUNA | CASH |  |  | 600580 | 29181 |
| CZECH REPUBLIC | FIXED INCOME | 8/25/2028 | 2.5 | 18660000 | 879619 |
| CZECH REPUBLIC | FIXED INCOME | 7/23/2029 | 2.8 | 22640000 | 1058764 |
| CZECH REPUBLIC | FIXED INCOME | 10/13/2033 | 2.0 | 16560000 | 676970 |
| CZECH REPUBLIC | FIXED INCOME | 3/13/2031 | 1.2 | 4900000 | 206530 |
| CZECH REPUBLIC | FIXED INCOME | 11/29/2029 | 0.1 | 9560000 | 400315 |
| CZECH REPUBLIC | FIXED INCOME | 6/23/2032 | 1.8 | 8860000 | 370710 |
| CZECH REPUBLIC | FIXED INCOME | 5/30/2035 | 3.5 | 26420000 | 1185871 |
| CZECH REPUBLIC | FIXED INCOME | 4/14/2034 | 4.9 | 11340000 | 567172 |
| CZECH REPUBLIC | FIXED INCOME | 3/3/2033 | 3.0 | 23110000 | 1029485 |
| CZECH REPUBLIC | FIXED INCOME | 12/4/2036 | 4.2 | 6300000 | 295208 |
| DEVELOPMENT BANK OF KAZA | FIXED INCOME | 10/23/2029 | 5.3 | 200000 | 204892 |
| DEVELOPMENT BANK OF KAZA | FIXED INCOME | 1/31/2031 | 4.6 | 430000 | 424995 |
| DOMINICAN REPUBLIC | FIXED INCOME | 7/19/2028 | 6.0 | 150000 | 153776 |
| DOMINICAN REPUBLIC | FIXED INCOME | 1/21/2041 | 5.3 | 150000 | 135843 |
| DOMINICAN REPUBLIC | FIXED INCOME | 3/15/2037 | 7.0 | 150000 | 160980 |
| DOMINICAN REPUBLIC | FIXED INCOME | 6/1/2036 | 10.8 | 8000000 | 137628 |
| DOMINICAN REPUBLIC | FIXED INCOME | 4/30/2044 | 7.5 | 680000 | 749761 |
| DOMINICAN REPUBLIC | FIXED INCOME | 1/27/2045 | 6.9 | 320000 | 333011 |
| DOMINICAN REPUBLIC | FIXED INCOME | 1/25/2027 | 6.0 | 200000 | 202204 |
| DOMINICAN REPUBLIC | FIXED INCOME | 7/19/2028 | 6.0 | 586000 | 600750 |
| DOMINICAN REPUBLIC | FIXED INCOME | 1/30/2030 | 4.5 | 505000 | 493183 |
| DOMINICAN REPUBLIC | FIXED INCOME | 1/21/2041 | 5.3 | 340000 | 307911 |
| DOMINICAN REPUBLIC | FIXED INCOME | 2/22/2029 | 5.5 | 1527000 | 1546347 |
| DOMINICAN REPUBLIC | FIXED INCOME | 2/3/2031 | 7.1 | 190000 | 204244 |
| DOMINICAN REPUBLIC | FIXED INCOME | 9/15/2035 | 11.3 | 21000000 | 369178 |
| DOMINICAN REPUBLIC | FIXED INCOME | 3/15/2037 | 7.0 | 240000 | 257568 |
| DP WORLD LTD UAE | FIXED INCOME | 7/2/2037 | 6.9 | 500000 | 565155 |
| DUBAI GOVT INT L BONDS | FIXED INCOME | 9/9/2050 | 3.9 | 530000 | 400728 |
| ECOPETROL SA | FIXED INCOME | 4/29/2030 | 6.9 | 56000 | 56802 |
| ECOPETROL SA | FIXED INCOME | 11/2/2031 | 4.6 | 259000 | 230834 |
| ECOPETROL SA | FIXED INCOME | 2/1/2032 | 7.8 | 270000 | 276863 |
| EIG PEARL HOLDINGS SARL | FIXED INCOME | 8/31/2036 | 3.5 | 196690 | 181974 |
| EMPRESA NACIONAL DEL PET | FIXED INCOME | 9/16/2031 | 3.5 | 200000 | 183440 |
| EMPRESA NACIONAL DEL PET | FIXED INCOME | 5/10/2033 | 6.2 | 200000 | 211390 |
| ENERGEAN ISRAEL FINANCE | FIXED INCOME | 3/30/2031 | 5.9 | 263000 | 254421 |
| ENN CLEAN ENERGY | FIXED INCOME | 5/12/2026 | 3.4 | 200000 | 199120 |
| ESKOM HOLDINGS | FIXED INCOME | 8/10/2028 | 6.4 | 200000 | 206502 |
| ESKOM HOLDINGS | FIXED INCOME | 8/10/2028 | 8.5 | 400000 | 428752 |
| ESKOM HOLDINGS | FIXED INCOME | 8/10/2028 | 6.4 | 600000 | 619506 |
| EURO BOBL FUTURE MAR 26 | FUTURE | 3/6/2026 |  | (3700000) | 36232 |
| EURO BUND FUTURE MAR 26 | FUTURE | 3/6/2026 |  | (1400000) | 28774 |
| EURO CURRENCY | CASH |  |  | 93098 | 109339 |
| EURO SCHATZ FUT MAR 26 | FUTURE | 3/6/2026 |  | (400000) | 893 |
| EXPORT IMPORT BK INDIA | FIXED INCOME | 1/15/2030 | 3.3 | 200000 | 191382 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED REPUBLIC OF BRAZIL | FIXED INCOME | 1/20/2034 | 8.3 | 306000 | 354969 |
| FED REPUBLIC OF BRAZIL | FIXED INCOME | 1/27/2045 | 5.0 | 835000 | 665320 |
| FED REPUBLIC OF BRAZIL | FIXED INCOME | 1/14/2050 | 4.8 | 200000 | 145342 |
| FED REPUBLIC OF BRAZIL | FIXED INCOME | 3/18/2031 | 6.3 | 366000 | 382009 |
| FED REPUBLIC OF BRAZIL | FIXED INCOME | 1/22/2032 | 6.1 | 334000 | 344387 |
| FED REPUBLIC OF BRAZIL | FIXED INCOME | 3/15/2035 | 6.6 | 220000 | 226734 |
| FED REPUBLIC OF BRAZIL | FIXED INCOME | 11/6/2030 | 5.5 | 860000 | 873278 |
| FED REPUBLIC OF BRAZIL | FIXED INCOME | 1/12/2056 | 7.3 | 200000 | 197940 |
| FED REPUBLIC OF BRAZIL | FIXED INCOME | 2/4/2033 | 5.5 | 455000 | 448625 |
| FIN DEPT GOVT SHARJAH | FIXED INCOME | 11/23/2032 | 6.5 | 200000 | 212084 |
| GALAXY PIPELINE ASSETS | FIXED INCOME | 9/30/2040 | 2.9 | 346552 | 295921 |
| GALAXY PIPELINE ASSETS | FIXED INCOME | 3/31/2036 | 2.6 | 200000 | 176696 |
| GOHL CAPITAL LTD | FIXED INCOME | 1/24/2027 | 4.3 | 200000 | 198300 |
| GOVERNMENT OF JAMAICA | FIXED INCOME | 2/28/2036 | 8.5 | 100000 | 117419 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 258162 | 258162 |
| GREENSAIF PIPELINES BIDC | FIXED INCOME | 2/23/2038 | 6.1 | 200000 | 212828 |
| HUNGARIAN DEVELOPMENT BA | FIXED INCOME | 6/29/2028 | 6.5 | 200000 | 208112 |
| HUNGARY | FIXED INCOME | 3/29/2041 | 7.6 | 260000 | 304182 |
| HUNGARY | FIXED INCOME | 5/22/2028 | 6.1 | 200000 | 207370 |
| HUNGARY | FIXED INCOME | 9/22/2032 | 6.3 | 200000 | 212708 |
| HUNGARY | FIXED INCOME | 3/26/2036 | 5.5 | 486000 | 484430 |
| HUNGARY | FIXED INCOME | 9/26/2030 | 5.4 | 200000 | 205452 |
| HUNGARY | FIXED INCOME | 9/23/2055 | 6.8 | 600000 | 625494 |
| HUNGARY | FIXED INCOME | 6/16/2034 | 5.5 | 200000 | 202750 |
| HUNGARY GOVERNMENT BOND | FIXED INCOME | 10/27/2038 | 3.0 | 16320000 | 33050 |
| HUNGARY GOVERNMENT BOND | FIXED INCOME | 4/25/2041 | 3.0 | 110420000 | 207660 |
| HUNGARY GOVERNMENT BOND | FIXED INCOME | 4/20/2033 | 2.3 | 47970000 | 110188 |
| HUNGARY GOVERNMENT BOND | FIXED INCOME | 6/22/2034 | 2.3 | 51090000 | 111919 |
| HUNGARY GOVERNMENT BOND | FIXED INCOME | 4/28/2051 | 4.0 | 46530000 | 87805 |
| HUNGARY GOVERNMENT BOND | FIXED INCOME | 5/27/2032 | 4.5 | 294020000 | 804198 |
| HUNGARY GOVERNMENT BOND | FIXED INCOME | 11/24/2032 | 4.8 | 888820000 | 2447915 |
| INDO ASAHAN/MINERAL IND | FIXED INCOME | 11/15/2028 | 6.5 | 200000 | 211808 |
| INDO ASAHAN/MINERAL IND | FIXED INCOME | 11/15/2028 | 6.5 | 400000 | 423616 |
| INDO ASAHAN/MINERAL IND | FIXED INCOME | 5/15/2030 | 5.5 | 200000 | 206026 |
| INDONESIA GOVERNMENT | FIXED INCOME | 5/15/2028 | 6.1 | 10497000000 | 643166 |
| INDONESIA GOVERNMENT | FIXED INCOME | 5/15/2033 | 6.6 | 3900000000 | 242202 |
| INDONESIA GOVERNMENT | FIXED INCOME | 3/15/2034 | 8.4 | 21930000000 | 1506851 |
| INDONESIA GOVERNMENT | FIXED INCOME | 5/15/2031 | 8.8 | 1800000000 | 122577 |
| INDONESIA GOVERNMENT | FIXED INCOME | 5/15/2038 | 7.5 | 1120000000 | 73780 |
| INDONESIA GOVERNMENT | FIXED INCOME | 5/15/2029 | 8.3 | 2600000000 | 169759 |
| INDONESIA GOVERNMENT | FIXED INCOME | 4/15/2039 | 8.4 | 5470000000 | 384055 |
| INDONESIA GOVERNMENT | FIXED INCOME | 6/15/2035 | 7.5 | 3140000000 | 206875 |
| INDONESIA GOVERNMENT | FIXED INCOME | 9/15/2030 | 7.0 | 13340000000 | 844160 |
| INDONESIA GOVERNMENT | FIXED INCOME | 2/15/2031 | 6.5 | 12500000000 | 776537 |
| INDONESIA GOVERNMENT | FIXED INCOME | 2/15/2033 | 7.0 | 6860000000 | 435342 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| INDONESIA GOVERNMENT | FIXED INCOME | 6/15/2038 | 7.1 | 7418000000 | 475037 |
| INDONESIA GOVERNMENT | FIXED INCOME | 2/15/2034 | 6.6 | 23132000000 | 1439206 |
| INDONESIA GOVERNMENT | FIXED INCOME | 4/15/2029 | 6.9 | 5319000000 | 334611 |
| INDONESIA GOVERNMENT | FIXED INCOME | 7/15/2035 | 6.8 | 8861000000 | 558841 |
| INDONESIA GOVERNMENT | FIXED INCOME | 7/15/2030 | 6.5 | 54286000000 | 3383247 |
| INDONESIA GOVERNMENT | FIXED INCOME | 3/15/2031 | 5.9 | 10489000000 | 640379 |
| INDONESIA GOVERNMENT | FIXED INCOME | 4/15/2040 | 7.5 | 1036000000 | 67949 |
| INDONESIA GOVERNMENT | FIXED INCOME | 8/15/2040 | 7.1 | 4667000000 | 300227 |
| INDONESIAN RUPIAH | CASH |  |  | 1503387116 | 90158 |
| INTER AMERICAN DEVEL BK | FIXED INCOME | 4/17/2033 | 7.0 | 157000000 | 1762174 |
| INTER AMERICAN DEVEL BK | FIXED INCOME | 10/6/2030 | 7.4 | 40000000 | 454342 |
| INTL FINANCE CORP | FIXED INCOME | 3/23/2038 |  | 20000000 | 352557 |
| ISLAMIC REP OF PAKISTAN | FIXED INCOME | 4/8/2026 | 6.0 | 600000 | 598170 |
| ISLAMIC REP OF PAKISTAN | FIXED INCOME | 4/8/2031 | 7.4 | 200000 | 199324 |
| ISLAMIC REP OF PAKISTAN | FIXED INCOME | 12/5/2027 | 6.9 | 200000 | 201268 |
| IVORY COAST | FIXED INCOME | 1/30/2033 | 7.6 | 460000 | 496887 |
| IVORY COAST | FIXED INCOME | 4/1/2036 | 8.1 | 200000 | 215382 |
| IVORY COAST | FIXED INCOME | 12/31/2032 | 5.8 | 97982 | 98246 |
| IVORY COAST | FIXED INCOME | 10/17/2031 | 5.9 | 350000 | 413113 |
| IVORY COAST | FIXED INCOME | 10/17/2040 | 6.9 | 200000 | 229171 |
| IVORY COAST | FIXED INCOME | 4/1/2036 | 8.1 | 200000 | 215382 |
| IVORY COAST | FIXED INCOME | 6/15/2033 | 6.1 | 200000 | 199728 |
| IVORY COAST | FIXED INCOME | 3/22/2030 | 5.3 | 785000 | 924313 |
| JAPANESE YEN | CASH |  |  | 847016 | 5404 |
| KAZMUNAYGAS NATIONAL CO | FIXED INCOME | 4/19/2027 | 4.8 | 400000 | 401452 |
| KAZMUNAYGAS NATIONAL CO | FIXED INCOME | 4/24/2030 | 5.4 | 400000 | 408752 |
| KINGDOM OF BAHRAIN | FIXED INCOME | 2/12/2036 | 7.5 | 200000 | 215892 |
| KINGDOM OF BAHRAIN | FIXED INCOME | 10/12/2028 | 7.0 | 200000 | 208274 |
| KINGDOM OF BAHRAIN | FIXED INCOME | 9/20/2029 | 6.8 | 415000 | 431314 |
| KINGDOM OF BAHRAIN | FIXED INCOME | 5/14/2030 | 7.4 | 520000 | 554642 |
| KINGDOM OF JORDAN | FIXED INCOME | 1/31/2027 | 5.8 | 200000 | 200734 |
| KINGDOM OF JORDAN | FIXED INCOME | 7/7/2030 | 5.9 | 400000 | 402504 |
| KINGDOM OF JORDAN | FIXED INCOME | 1/15/2028 | 7.8 | 200000 | 207854 |
| KINGDOM OF MOROCCO | FIXED INCOME | 12/15/2032 | 3.0 | 200000 | 175808 |
| KINGDOM OF MOROCCO | FIXED INCOME | 9/8/2033 | 6.5 | 320000 | 347056 |
| LEBANESE REPUBLIC | FIXED INCOME | 3/23/2027 | 6.9 | 135000 | 31297 |
| LEBANESE REPUBLIC | FIXED INCOME | 3/23/2037 | 7.3 | 120000 | 27947 |
| LEBANESE REPUBLIC | FIXED INCOME | 4/12/2021 | 8.3 | 2000000 | 465340 |
| LEBANESE REPUBLIC | FIXED INCOME | 1/27/2023 | 6.0 | 205000 | 47490 |
| LEBANESE REPUBLIC | FIXED INCOME | 11/29/2027 | 6.8 | 1180000 | 273524 |
| LEBANESE REPUBLIC | FIXED INCOME | 11/3/2028 | 6.7 | 498000 | 115631 |
| LEBANESE REPUBLIC | FIXED INCOME | 11/2/2035 | 7.1 | 175000 | 40791 |
| LEBANESE REPUBLIC | FIXED INCOME | 5/25/2029 | 6.9 | 130000 | 30159 |
| LEBANESE REPUBLIC | FIXED INCOME | 5/27/2022 | 6.3 | 70000 | 16218 |
| LEBANESE REPUBLIC | FIXED INCOME | 3/23/2032 | 7.0 | 962000 | 224098 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| LEBANESE REPUBLIC | FIXED INCOME | 5/27/2022 | 6.3 | 45000 | 10426 |
| LEBANESE REPUBLIC | FIXED INCOME | 4/22/2024 | 6.7 | 160000 | 37077 |
| MAGYAR EXPORT IMPORT BAN | FIXED INCOME | 12/4/2027 | 6.1 | 200000 | 205312 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 6/30/2031 | 4.2 | 750000 | 193351 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 4/15/2033 | 3.8 | 310000 | 78340 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 6/15/2028 | 3.7 | 12255000 | 3069005 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 4/7/2037 | 4.8 | 2086000 | 564145 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 7/5/2034 | 3.8 | 1115000 | 280857 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 5/22/2040 | 3.8 | 458000 | 112461 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 6/15/2050 | 4.1 | 2063000 | 515313 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 7/15/2032 | 3.6 | 2800000 | 698461 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 8/15/2029 | 3.9 | 6990000 | 1762779 |
| MALAYSIA GOVERNMENT | FIXED INCOME | 5/31/2035 | 4.3 | 4075000 | 1061709 |
| MALAYSIA INVESTMNT ISSUE | FIXED INCOME | 7/15/2036 | 3.4 | 650000 | 158430 |
| MALAYSIA INVESTMNT ISSUE | FIXED INCOME | 8/14/2043 | 4.3 | 5140000 | 1338528 |
| MALAYSIAN RINGGIT | CASH |  |  | 381819 | 94090 |
| MDGH GMTN RSC LTD | FIXED INCOME | 11/7/2049 | 3.7 | 400000 | 305144 |
| MDGH GMTN RSC LTD | FIXED INCOME | 5/22/2053 | 5.1 | 270000 | 256254 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 5/31/2029 | 8.5 | 8900000 | 499567 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 5/29/2031 | 7.8 | 42738100 | 2291330 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 11/13/2042 | 7.8 | 8543300 | 406241 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 11/23/2034 | 7.8 | 66683000 | 3441614 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 11/7/2047 | 8.0 | 9973300 | 477351 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 7/31/2053 | 8.0 | 27949200 | 1324313 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 5/26/2033 | 7.5 | 3116500 | 161218 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 3/1/2029 | 8.5 | 33400000 | 1875412 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 2/28/2030 | 8.5 | 25507300 | 1423100 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 5/29/2031 | 7.8 | 2592100 | 138971 |
| MEX BONOS DESARR FIX RT | FIXED INCOME | 11/18/2038 | 8.5 | 22729700 | 1184544 |
| MEXICAN PESO (NEW) | CASH |  |  | (1159149) | (64471) |
| MEXICO CITY ARPT TRUST | FIXED INCOME | 10/31/2046 | 5.5 | 300000 | 263919 |
| MEXICO CITY ARPT TRUST | FIXED INCOME | 7/31/2047 | 5.5 | 200000 | 175370 |
| MEXICO CITY ARPT TRUST | FIXED INCOME | 4/30/2028 | 3.9 | 250000 | 244528 |
| MEXICO CITY ARPT TRUST | FIXED INCOME | 7/31/2047 | 5.5 | 200000 | 175370 |
| MONGOLIA INTL BOND | FIXED INCOME | 6/5/2029 | 7.9 | 200000 | 212774 |
| MONGOLIA INTL BOND | FIXED INCOME | 7/7/2031 | 4.5 | 200000 | 184036 |
| MONGOLIA INTL BOND | FIXED INCOME | 7/7/2027 | 3.5 | 200000 | 194002 |
| MVM ENERGETIKA ZRT | FIXED INCOME | 6/9/2028 | 7.5 | 200000 | 211060 |
| NEW ISRAELI SHEQEL | CASH |  |  | 1 | 0 |
| NEW TAIWAN DOLLAR | CASH |  |  | 9721 | 309 |
| NEW ZEALAND DOLLAR | CASH |  |  | 1 | 1 |
| NOTA DO TESOURO NACIONAL | FIXED INCOME | 1/1/2027 | 10.0 | 17742000 | 3136420 |
| NOTA DO TESOURO NACIONAL | FIXED INCOME | 1/1/2029 | 10.0 | 54155000 | 9145443 |
| NOTA DO TESOURO NACIONAL | FIXED INCOME | 1/1/2031 | 10.0 | 11446000 | 1840097 |
| NOTA DO TESOURO NACIONAL | FIXED INCOME | 1/1/2035 | 10.0 | 3000000 | 449979 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| NOTA DO TESOURO NACIONAL | FIXED INCOME | 8/15/2030 | 6.0 | 748000 | 599824 |
| OFFICE CHERIFIEN DES PHO | FIXED INCOME | 5/2/2034 | 6.8 | 365000 | 393382 |
| OMAN GOV INTERNTL BOND | FIXED INCOME | 6/15/2026 | 4.8 | 400000 | 400036 |
| OMAN GOV INTERNTL BOND | FIXED INCOME | 10/28/2027 | 6.8 | 300000 | 312000 |
| OMAN GOV INTERNTL BOND | FIXED INCOME | 1/25/2051 | 7.0 | 400000 | 454792 |
| OMAN GOV INTERNTL BOND | FIXED INCOME | 1/17/2028 | 5.6 | 410000 | 418881 |
| OMAN GOV INTERNTL BOND | FIXED INCOME | 3/8/2047 | 6.5 | 400000 | 428612 |
| PERUSAHAAN LISTRIK NEGAR | FIXED INCOME | 5/21/2028 | 5.5 | 200000 | 204800 |
| PERUSAHAAN LISTRIK NEGAR | FIXED INCOME | 6/30/2030 | 3.0 | 240000 | 224988 |
| PETROLEOS DE VENEZUELA S | FIXED INCOME | 10/27/2020 | 8.5 | 425000 | 427979 |
| PETROLEOS DE VENEZUELA S | FIXED INCOME | 4/12/2027 | 5.4 | 985000 | 228924 |
| PETROLEOS DE VENEZUELA S | FIXED INCOME | 11/17/2021 | 9.0 | 95000 | 24361 |
| PETROLEOS DE VENEZUELA S | FIXED INCOME | 5/17/2035 | 9.8 | 295000 | 77154 |
| PETROLEOS DE VENEZUELA S | FIXED INCOME | 11/15/2026 | 6.0 | 70000 | 16350 |
| PETROLEOS DEL PERU SA | FIXED INCOME | 6/19/2032 | 4.8 | 350000 | 259816 |
| PETROLEOS MEXICANOS | FIXED INCOME | 6/15/2038 | 6.6 | 235000 | 213465 |
| PETROLEOS MEXICANOS | FIXED INCOME | 2/16/2032 | 6.7 | 771000 | 768957 |
| PETROLEOS MEXICANOS | FIXED INCOME | 6/2/2041 | 6.5 | 440000 | 380169 |
| PETROLEOS MEXICANOS | FIXED INCOME | 1/23/2046 | 5.6 | 80000 | 59826 |
| PETROLEOS MEXICANOS | FIXED INCOME | 9/21/2047 | 6.8 | 682000 | 559110 |
| PETROLEOS MEXICANOS | FIXED INCOME | 2/12/2048 | 6.4 | 223000 | 174707 |
| PETROLEOS MEXICANOS | FIXED INCOME | 1/23/2050 | 7.7 | 329000 | 294797 |
| PETROLEOS MEXICANOS | FIXED INCOME | 1/28/2060 | 7.0 | 30000 | 24366 |
| PETROLEOS MEXICANOS | FIXED INCOME | 6/2/2029 | 8.8 | 940000 | 1007332 |
| PETROLEOS MEXICANOS | FIXED INCOME | 2/7/2033 | 10.0 | 74000 | 85671 |
| PETRONAS CAPITAL LTD | FIXED INCOME | 4/21/2050 | 4.6 | 400000 | 352400 |
| PETRONAS CAPITAL LTD | FIXED INCOME | 4/21/2060 | 4.8 | 200000 | 180472 |
| PETRONAS CAPITAL LTD | FIXED INCOME | 4/3/2055 | 5.8 | 330000 | 346946 |
| PETRONAS CAPITAL LTD | FIXED INCOME | 3/18/2045 | 4.5 | 210000 | 187370 |
| PHILIPPINE GOVERNMENT | FIXED INCOME | 7/27/2030 | 6.4 | 250300000 | 4353325 |
| PHILIPPINE GOVERNMENT | FIXED INCOME | 4/28/2035 | 6.4 | 28650000 | 499121 |
| PHILIPPINE PESO | CASH |  |  | 1720575 | 29245 |
| PNG GOVT INTL BOND | FIXED INCOME | 10/4/2028 | 8.4 | 200000 | 206918 |
| POLAND GOVERNMENT BOND | FIXED INCOME | 4/25/2028 | 2.8 | 1400000 | 380717 |
| POLAND GOVERNMENT BOND | FIXED INCOME | 10/25/2029 | 2.8 | 5220000 | 1376566 |
| POLAND GOVERNMENT BOND | FIXED INCOME | 10/25/2030 | 1.3 | 900000 | 216161 |
| POLAND GOVERNMENT BOND | FIXED INCOME | 4/25/2032 | 1.8 | 4740000 | 1116271 |
| POLAND GOVERNMENT BOND | FIXED INCOME | 7/25/2028 | 7.5 | 8460000 | 2557625 |
| POLAND GOVERNMENT BOND | FIXED INCOME | 4/25/2029 | 5.8 | 1397000 | 407559 |
| POLISH ZLOTY | CASH |  |  | 154800 | 43058 |
| POUND STERLING | CASH |  |  | 127 | 170 |
| PROSUS NV | FIXED INCOME | 1/19/2032 | 4.2 | 305000 | 292187 |
| PT PERTAMINA (PERSERO) | FIXED INCOME | 7/30/2049 | 4.7 | 200000 | 169204 |
| PT PERTAMINA (PERSERO) | FIXED INCOME | 11/7/2048 | 6.5 | 200000 | 213724 |
| REPUBLIC OF ANGOLA | FIXED INCOME | 11/26/2029 | 8.0 | 200000 | 195026 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| REPUBLIC OF ANGOLA | FIXED INCOME | 1/15/2031 | 9.2 | 265000 | 266704 |
| REPUBLIC OF ANGOLA | FIXED INCOME | 5/9/2028 | 8.3 | 310000 | 310915 |
| REPUBLIC OF ANGOLA | FIXED INCOME | 11/26/2029 | 8.0 | 240000 | 234031 |
| REPUBLIC OF ANGOLA | FIXED INCOME | 11/26/2049 | 9.1 | 295000 | 253638 |
| REPUBLIC OF ANGOLA | FIXED INCOME | 4/14/2032 | 8.8 | 400000 | 389408 |
| REPUBLIC OF ANGOLA | FIXED INCOME | 5/8/2048 | 9.4 | 200000 | 175810 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2030 | 0.8 | 1886808 | 1605485 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2035 | 4.1 | 1606685 | 1195325 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 1/9/2038 | 5.0 | 818323 | 635452 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2041 | 3.5 | 1591339 | 1099790 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2029 | 1.0 | 149521 | 133090 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2041 | 3.0 | 247300 | 191413 |
| REPUBLIC OF ARGENTINA | FIXED INCOME | 7/9/2030 | 0.1 | 90334 | 87751 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 1/18/2041 | 6.1 | 235000 | 207728 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 2/26/2044 | 5.6 | 760000 | 613791 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 6/15/2045 | 5.0 | 400000 | 293312 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 1/30/2030 | 3.0 | 1058000 | 951830 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 4/15/2031 | 3.1 | 670000 | 580803 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 4/20/2033 | 8.0 | 200000 | 215018 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 2/2/2034 | 7.5 | 400000 | 416792 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 4/25/2030 | 7.4 | 200000 | 211196 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 9/19/2032 | 5.0 | 270000 | 304221 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2030 | 6.9 | 1094580 | 1078052 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2035 | 6.9 | 589407 | 517570 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2035 | 6.9 | 648880 | 569795 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2040 | 5.0 | 240160 | 187380 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2040 | 5.0 | 353462 | 275782 |
| REPUBLIC OF ECUADOR | FIXED INCOME | 7/31/2030 |  | 43568 | 36963 |
| REPUBLIC OF EL SALVADOR | FIXED INCOME | 4/17/2030 | 0.3 | 645000 | 17699 |
| REPUBLIC OF EL SALVADOR | FIXED INCOME | 4/17/2030 | 9.3 | 645000 | 700535 |
| REPUBLIC OF EL SALVADOR | FIXED INCOME | 11/21/2054 | 9.7 | 290000 | 331661 |
| REPUBLIC OF EL SALVADOR | FIXED INCOME | 6/15/2035 | 7.7 | 430000 | 446903 |
| REPUBLIC OF EL SALVADOR | FIXED INCOME | 2/1/2041 | 7.6 | 177000 | 176848 |
| REPUBLIC OF EL SALVADOR | FIXED INCOME | 2/28/2029 | 8.6 | 221000 | 235343 |
| REPUBLIC OF EL SALVADOR | FIXED INCOME | 11/21/2054 | 9.7 | 150000 | 171549 |
| REPUBLIC OF GHANA | FIXED INCOME | 7/3/2029 | 5.0 | 738310 | 725212 |
| REPUBLIC OF GHANA | FIXED INCOME | 1/3/2030 |  | 117663 | 103820 |
| REPUBLIC OF GHANA | FIXED INCOME | 7/3/2035 | 5.0 | 389140 | 355763 |
| REPUBLIC OF GHANA | FIXED INCOME | 1/3/2037 | 1.5 | 40000 | 22430 |
| REPUBLIC OF GHANA | FIXED INCOME | 7/3/2035 | 5.0 | 550000 | 502827 |
| REPUBLIC OF GHANA | FIXED INCOME | 7/3/2029 | 5.0 | 615000 | 604090 |
| REPUBLIC OF GUATEMALA | FIXED INCOME | 8/6/2031 | 6.1 | 200000 | 208864 |
| REPUBLIC OF GUATEMALA | FIXED INCOME | 2/6/2037 | 6.6 | 200000 | 213262 |
| REPUBLIC OF GUATEMALA | FIXED INCOME | 8/15/2036 | 6.3 | 265000 | 276936 |
| REPUBLIC OF GUATEMALA | FIXED INCOME | 8/15/2055 | 6.9 | 245000 | 261665 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| REPUBLIC OF GUATEMALA | FIXED INCOME | 5/3/2026 | 4.5 | 310000 | 309237 |
| REPUBLIC OF GUATEMALA | FIXED INCOME | 6/1/2030 | 4.9 | 360000 | 358682 |
| REPUBLIC OF GUATEMALA | FIXED INCOME | 6/1/2050 | 6.1 | 200000 | 195374 |
| REPUBLIC OF GUATEMALA | FIXED INCOME | 10/7/2033 | 3.7 | 330000 | 294472 |
| REPUBLIC OF GUATEMALA | FIXED INCOME | 10/4/2032 | 7.1 | 700000 | 768068 |
| REPUBLIC OF INDONESIA | FIXED INCOME | 9/20/2032 | 4.7 | 200000 | 201132 |
| REPUBLIC OF INDONESIA | FIXED INCOME | 10/12/2035 | 8.5 | 425000 | 543928 |
| REPUBLIC OF INDONESIA | FIXED INCOME | 1/17/2038 | 7.8 | 600000 | 750144 |
| REPUBLIC OF INDONESIA | FIXED INCOME | 1/8/2046 | 6.0 | 250000 | 266148 |
| REPUBLIC OF KENYA | FIXED INCOME | 10/9/2038 | 8.8 | 200000 | 202116 |
| REPUBLIC OF KENYA | FIXED INCOME | 3/5/2036 | 9.5 | 600000 | 637524 |
| REPUBLIC OF MONTENEGRO | FIXED INCOME | 3/12/2031 | 7.3 | 200000 | 213146 |
| REPUBLIC OF NIGERIA | FIXED INCOME | 6/9/2031 | 9.6 | 200000 | 226742 |
| REPUBLIC OF NIGERIA | FIXED INCOME | 12/9/2034 | 10.4 | 400000 | 473504 |
| REPUBLIC OF NIGERIA | FIXED INCOME | 3/24/2029 | 8.4 | 200000 | 212476 |
| REPUBLIC OF NIGERIA | FIXED INCOME | 2/16/2032 | 7.9 | 200000 | 208620 |
| REPUBLIC OF NIGERIA | FIXED INCOME | 6/9/2031 | 9.6 | 630000 | 714237 |
| REPUBLIC OF NIGERIA | FIXED INCOME | 1/21/2031 | 8.7 | 400000 | 435880 |
| REPUBLIC OF PANAMA | FIXED INCOME | 1/26/2036 | 6.7 | 320000 | 344035 |
| REPUBLIC OF PANAMA | FIXED INCOME | 3/17/2028 | 3.9 | 400000 | 392740 |
| REPUBLIC OF PANAMA | FIXED INCOME | 4/1/2056 | 4.5 | 450000 | 337005 |
| REPUBLIC OF PANAMA | FIXED INCOME | 2/14/2035 | 6.4 | 200000 | 210854 |
| REPUBLIC OF PANAMA | FIXED INCOME | 3/28/2054 | 6.9 | 440000 | 458550 |
| REPUBLIC OF PANAMA | FIXED INCOME | 3/1/2038 | 8.0 | 290000 | 338665 |
| REPUBLIC OF PARAGUAY | FIXED INCOME | 3/4/2055 | 6.7 | 200000 | 217284 |
| REPUBLIC OF PARAGUAY | FIXED INCOME | 8/11/2044 | 6.1 | 445000 | 459827 |
| REPUBLIC OF PERU | FIXED INCOME | 11/21/2033 | 8.8 | 405000 | 509680 |
| REPUBLIC OF PERU | FIXED INCOME | 2/12/2042 | 6.9 | 355000 | 111395 |
| REPUBLIC OF PERU | FIXED INCOME | 3/11/2041 | 3.3 | 868000 | 671346 |
| REPUBLIC OF PERU | FIXED INCOME | 1/15/2034 | 3.0 | 275000 | 239333 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2033 | 7.3 | 581000 | 196969 |
| REPUBLIC OF PERU | FIXED INCOME | 8/8/2054 | 5.9 | 293000 | 289906 |
| REPUBLIC OF PERU | FIXED INCOME | 8/12/2037 | 6.9 | 877000 | 272802 |
| REPUBLIC OF PHILIPPINES | FIXED INCOME | 10/23/2034 | 6.4 | 100000 | 112176 |
| REPUBLIC OF PHILIPPINES | FIXED INCOME | 1/13/2037 | 5.0 | 210000 | 212268 |
| REPUBLIC OF PHILIPPINES | FIXED INCOME | 7/6/2046 | 3.2 | 430000 | 308568 |
| REPUBLIC OF PHILIPPINES | FIXED INCOME | 4/13/2033 | 5.6 | 200000 | 212056 |
| REPUBLIC OF PHILIPPINES | FIXED INCOME | 1/17/2048 | 5.5 | 200000 | 199712 |
| REPUBLIC OF POLAND | FIXED INCOME | 4/4/2053 | 5.5 | 315000 | 300822 |
| REPUBLIC OF POLAND | FIXED INCOME | 3/18/2054 | 5.5 | 340000 | 324455 |
| REPUBLIC OF POLAND | FIXED INCOME | 2/12/2035 | 5.4 | 255000 | 264234 |
| REPUBLIC OF SERBIA | FIXED INCOME | 12/1/2030 | 2.1 | 400000 | 349212 |
| REPUBLIC OF SERBIA | FIXED INCOME | 6/26/2029 | 1.5 | 180000 | 195933 |
| REPUBLIC OF SERBIA | FIXED INCOME | 6/26/2029 | 1.5 | 834000 | 907822 |
| REPUBLIC OF SERBIA | FIXED INCOME | 3/3/2033 | 1.7 | 570000 | 559100 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| REPUBLIC OF SERBIA | FIXED INCOME | 9/23/2028 | 1.0 | 330000 | 361505 |
| REPUBLIC OF SERBIA | FIXED INCOME | 9/26/2033 | 6.5 | 200000 | 214518 |
| REPUBLIC OF SERBIA | FIXED INCOME | 5/26/2028 | 6.3 | 250000 | 258793 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 10/12/2028 | 4.3 | 400000 | 397556 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 6/22/2030 | 5.9 | 200000 | 206828 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 9/30/2049 | 5.8 | 885000 | 745418 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 4/20/2032 | 5.9 | 200000 | 205746 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 11/19/2036 | 7.1 | 215000 | 230345 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 12/11/2055 | 7.3 | 200000 | 198534 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 2/28/2048 | 8.8 | 53076205 | 3088670 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 1/31/2037 | 8.5 | 16560021 | 993012 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 1/31/2030 | 8.0 | 12682500 | 782526 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 3/31/2032 | 8.3 | 38342415 | 2373365 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 1/31/2040 | 9.0 | 9248153 | 559884 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 11/19/2054 | 8.0 | 1196000 | 1285700 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 3/31/2036 | 6.3 | 8330000 | 429611 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 1/31/2030 | 8.0 | 5900000 | 364037 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 1/31/2044 | 8.8 | 16301780 | 946467 |
| REPUBLIC OF SOUTH AFRICA | FIXED INCOME | 2/28/2035 | 8.9 | 17451447 | 1098662 |
| REPUBLIC OF SRI LANKA | FIXED INCOME | 3/15/2033 | 3.4 | 376390 | 323748 |
| REPUBLIC OF SRI LANKA | FIXED INCOME | 2/15/2038 | 3.6 | 172338 | 156983 |
| REPUBLIC OF SRI LANKA | FIXED INCOME | 2/15/2038 | 3.6 | 124210 | 113143 |
| REPUBLIC OF SRI LANKA | FIXED INCOME | 1/15/2030 | 3.1 | 225066 | 213601 |
| REPUBLIC OF SRI LANKA | FIXED INCOME | 5/15/2036 | 3.6 | 270790 | 245902 |
| REPUBLIC OF SRI LANKA | FIXED INCOME | 5/15/2036 | 3.6 | 287921 | 261458 |
| REPUBLIC OF SRI LANKA | FIXED INCOME | 4/15/2028 | 4.0 | 198607 | 190190 |
| REPUBLIC OF SRI LANKA | FIXED INCOME | 6/15/2035 | 3.6 | 577060 | 439085 |
| REPUBLIC OF SRI LANKA | FIXED INCOME | 6/15/2035 | 3.6 | 64418 | 49016 |
| REPUBLIC OF TURKIYE | FIXED INCOME | 3/25/2027 | 6.0 | 200000 | 204186 |
| REPUBLIC OF TURKIYE | FIXED INCOME | 5/11/2047 | 5.8 | 1000000 | 819780 |
| REPUBLIC OF TURKIYE | FIXED INCOME | 3/13/2030 | 5.3 | 200000 | 198730 |
| REPUBLIC OF TURKIYE | FIXED INCOME | 1/15/2031 | 6.0 | 600000 | 605202 |
| REPUBLIC OF TURKIYE | FIXED INCOME | 3/14/2029 | 9.4 | 1000000 | 1122100 |
| REPUBLIC OF TURKIYE | FIXED INCOME | 7/13/2030 | 9.1 | 1120000 | 1279634 |
| REPUBLIC OF TURKIYE | FIXED INCOME | 7/17/2032 | 7.1 | 600000 | 634332 |
| REPUBLIC OF TURKIYE | FIXED INCOME | 2/12/2032 | 7.1 | 230000 | 243611 |
| REPUBLIC OF TURKIYE | FIXED INCOME | 11/4/2036 | 6.8 | 510000 | 514677 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 9/15/2027 | 9.3 | 685000 | 223255 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 5/7/2028 | 9.3 | 375000 | 119198 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 8/23/2022 | 12.8 | 450000 | 143654 |
| REPUBLIC OF VENEZUELA | FIXED INCOME | 8/5/2031 | 12.0 | 640000 | 205958 |
| REPUBLIC OF ZAMBIA | FIXED INCOME | 6/30/2033 | 5.8 | 421618 | 414733 |
| REPUBLIC OF ZAMBIA | FIXED INCOME | 12/31/2053 | 0.5 | 103529 | 73070 |
| REPUBLIC OF ZAMBIA | FIXED INCOME | 6/30/2033 | 5.8 | 339389 | 333847 |
| REPUBLIC OF ZAMBIA | FIXED INCOME | 12/31/2053 | 0.5 | 210000 | 148216 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| REPUBLICA ORIENT URUGUAY | FIXED INCOME | 3/21/2036 | 7.6 | 450000 | 544757 |
| REPUBLICA ORIENT URUGUAY | FIXED INCOME | 6/18/2050 | 5.1 | 140000 | 131940 |
| REPUBLICA ORIENT URUGUAY | FIXED INCOME | 3/15/2028 | 8.5 | 3965000 | 103472 |
| REPUBLICA ORIENT URUGUAY | FIXED INCOME | 9/10/2060 | 5.3 | 200000 | 186976 |
| REPUBLICA ORIENT URUGUAY | FIXED INCOME | 10/29/2035 | 8.0 | 6690000 | 176223 |
| ROMANIA | FIXED INCOME | 5/25/2034 | 6.0 | 188000 | 190715 |
| ROMANIA | FIXED INCOME | 2/17/2028 | 6.6 | 1410000 | 1469319 |
| ROMANIA | FIXED INCOME | 1/17/2033 | 7.1 | 322000 | 350198 |
| ROMANIA | FIXED INCOME | 1/30/2034 | 6.4 | 312000 | 324424 |
| ROMANIA | FIXED INCOME | 3/24/2035 | 5.8 | 242000 | 239323 |
| ROMANIA | FIXED INCOME | 9/16/2030 | 5.8 | 550000 | 567364 |
| ROMANIA | FIXED INCOME | 3/11/2039 | 4.1 | 384000 | 377058 |
| ROMANIA | FIXED INCOME | 7/16/2031 | 2.1 | 190000 | 195384 |
| ROMANIA | FIXED INCOME | 3/7/2028 | 2.1 | 120000 | 138425 |
| ROMANIA | FIXED INCOME | 5/25/2034 | 6.0 | 300000 | 304332 |
| ROMANIA | FIXED INCOME | 9/27/2029 | 6.6 | 310000 | 397932 |
| ROMANIA | FIXED INCOME | 2/17/2028 | 6.6 | 900000 | 937863 |
| ROMANIA | FIXED INCOME | 1/30/2029 | 5.9 | 960000 | 989539 |
| ROMANIA GOVERNMENT BOND | FIXED INCOME | 9/24/2031 | 3.7 | 3500000 | 695393 |
| ROMANIA GOVERNMENT BOND | FIXED INCOME | 2/12/2029 | 5.0 | 600000 | 132347 |
| ROMANIA GOVERNMENT BOND | FIXED INCOME | 4/28/2036 | 4.3 | 1640000 | 310282 |
| ROMANIA GOVERNMENT BOND | FIXED INCOME | 2/25/2032 | 6.7 | 2090000 | 479753 |
| ROMANIA GOVERNMENT BOND | FIXED INCOME | 4/28/2031 | 7.4 | 2165000 | 513311 |
| ROMANIA GOVERNMENT BOND | FIXED INCOME | 10/30/2033 | 7.2 | 625000 | 147736 |
| ROMANIA GOVERNMENT BOND | FIXED INCOME | 7/31/2034 | 7.1 | 345000 | 81185 |
| ROMANIAN LEU | CASH |  |  | 197246 | 45475 |
| RUSSIAN RUBLE | CASH |  |  | 3568404 | 45113 |
| S8ACRJAG8 IRS INR P V 06MMIBOR | FIXED INCOME | 9/18/2029 | 1.0 | (943300000) | (10495175) |
| S8ACRJAG8 IRS INR R F 6.31300 | FIXED INCOME | 9/18/2029 | 6.3 | 943300000 | 10698407 |
| S8AD8DZ24 IRS INR P V 06MMIBOR | FIXED INCOME | 12/18/2034 | 1.0 | (150000000) | (1668903) |
| S8AD8DZ24 IRS INR R F 6.31450 | FIXED INCOME | 12/18/2034 | 6.3 | 150000000 | 1691795 |
| S8ADUPSQ7 IRS INR P V 06MMIBOR | FIXED INCOME | 6/18/2030 | 1.0 | (276370000) | (3074898) |
| S8ADUPSQ7 IRS INR R F 5.61300 | FIXED INCOME | 6/18/2030 | 5.6 | 276370000 | 3046351 |
| S91ZC0P13 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2026 | 1.0 | (9200000) | (9200000) |
| S91ZC0P13 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2026 | 1.0 | 9200000 | 9255600 |
| SASOL FINANCING USA LLC | FIXED INCOME | 5/3/2029 | 8.8 | 550000 | 557508 |
| SAUDI ARABIAN OIL CO | FIXED INCOME | 4/16/2039 | 4.3 | 200000 | 181666 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 1/16/2050 | 5.3 | 270000 | 253166 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 1/18/2053 | 5.0 | 200000 | 178012 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 1/16/2034 | 5.0 | 225000 | 229736 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 1/16/2054 | 5.8 | 215000 | 212121 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 10/26/2046 | 4.5 | 400000 | 341648 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 10/4/2047 | 4.6 | 900000 | 776556 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 2/2/2033 | 2.3 | 200000 | 172090 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 10/25/2032 | 5.5 | 200000 | 211986 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 10/4/2047 | 4.6 | 200000 | 172568 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 1/16/2050 | 5.3 | 705000 | 661043 |
| SENEGAL GOVERNMENT INTERNATION | FIXED INCOME | 6/8/2037 | 5.4 | 605000 | 383693 |
| SINGAPORE DOLLAR | CASH |  |  | 12 | 9 |
| SOL | CASH |  |  |  | 0 |
| SOUTH AFRICAN RAND | CASH |  |  | 2 | 0 |
| SOUTHERN GAS CORRIDOR | FIXED INCOME | 3/24/2026 | 6.9 | 285000 | 286459 |
| SOUTHERN GAS CORRIDOR | FIXED INCOME | 3/24/2026 | 6.9 | 200000 | 201024 |
| STATE OF QATAR | FIXED INCOME | 4/16/2050 | 4.4 | 500000 | 441760 |
| STATE OF QATAR | FIXED INCOME | 4/23/2048 | 5.1 | 168000 | 165304 |
| STATE OF QATAR | FIXED INCOME | 4/23/2048 | 5.1 | 205000 | 201710 |
| SUMMIT DIGITEL INFRASTR | FIXED INCOME | 8/12/2031 | 2.9 | 200000 | 181490 |
| SWAP BANK OF AMERICA BOC | EQUITY |  |  | (40000) | (40000) |
| SWAP BANK OF AMERICA COC | EQUITY |  |  | 19900 | 19900 |
| SWAP BARCLAYS BANK COC | EQUITY |  |  | 10000 | 10000 |
| SWAP BARCLAYS BANK COC | EQUITY |  |  | (10000) | (10000) |
| SWAP CREDIT AGRICOLE BOC | EQUITY |  |  | (70000) | (70000) |
| SWAP DEUTSCHE BANK COC | EQUITY |  |  | 20000 | 20000 |
| SWAP HSBC BOC | EQUITY |  |  | (80000) | (80000) |
| SWAP STAND. CHARTER BANK BOCOC | EQUITY |  |  | (20000) | (20000) |
| SWAPS BARCLAYS BOC | EQUITY |  |  | (10000) | (10000) |
| SWISS FRANC | CASH |  |  |  | 0 |
| THAILAND BAHT | CASH |  |  | 4116152 | 130651 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 12/17/2027 | 3.6 | 8040000 | 267179 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/17/2046 | 2.9 | 3900000 | 134394 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 12/17/2028 | 2.9 | 40058000 | 1334101 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/17/2038 | 3.3 | 14275000 | 520076 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/17/2049 | 1.9 | 6630000 | 190575 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/17/2042 | 2.0 | 12906000 | 398794 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/17/2043 | 3.5 | 23691000 | 882023 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/17/2033 | 3.4 | 18592000 | 670539 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 3/17/2029 | 2.4 | 29382000 | 967811 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/22/2029 | 4.9 | 11300000 | 403185 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/20/2031 | 3.7 | 36380000 | 1296227 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/25/2032 | 3.8 | 36444000 | 1327115 |
| THAILAND GOVERNMENT BOND | FIXED INCOME | 6/29/2044 | 4.7 | 3400000 | 147144 |
| TITULOS DE TESORERIA | FIXED INCOME | 9/18/2030 | 7.8 | 15444700000 | 3352630 |
| TITULOS DE TESORERIA | FIXED INCOME | 6/30/2032 | 7.0 | 13944000000 | 2753460 |
| TITULOS DE TESORERIA | FIXED INCOME | 6/16/2049 | 3.8 | 458676719 | 81667 |
| TITULOS DE TESORERIA | FIXED INCOME | 10/18/2034 | 7.3 | 5300400000 | 999951 |
| TRANSNET/SOUTH AFRICA | FIXED INCOME | 2/6/2028 | 8.3 | 400000 | 422360 |
| TURKIYE GOVERNMENT BOND | FIXED INCOME | 11/13/2030 | 11.7 | 1830000 | 23575 |
| TURKIYE GOVERNMENT BOND | FIXED INCOME | 7/13/2033 | 17.8 | 3090000 | 50517 |
| TURKIYE GOVERNMENT BOND | FIXED INCOME | 10/5/2033 | 26.2 | 26770000 | 601721 |
| TURKIYE GOVERNMENT BOND | FIXED INCOME | 11/8/2028 | 31.1 | 10430000 | 240297 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| UAE INT L GOVT BOND | FIXED INCOME | 7/7/2052 | 5.0 | 220000 | 210316 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2034 | 1.8 | 652083 | 396480 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2035 | 1.8 | 520832 | 310838 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2036 | 1.8 | 298377 | 175565 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2030 |  | 90018 | 53828 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2034 |  | 336396 | 162049 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2035 |  | 184279 | 104261 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2036 |  | 146898 | 83022 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2035 |  | 165000 | 93354 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2034 | 4.5 | 85000 | 51682 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2034 |  | 120000 | 56970 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2035 | 4.5 | 55000 | 32825 |
| UKRAINE GOVERNMENT | FIXED INCOME | 2/1/2036 | 4.5 | 90000 | 52956 |
| UNITED MEXICAN STATES | FIXED INCOME | 12/31/2099 | 5.8 | 250000 | 209595 |
| UNITED MEXICAN STATES | FIXED INCOME | 1/23/2046 | 4.6 | 215000 | 169055 |
| UNITED MEXICAN STATES | FIXED INCOME | 8/14/2041 | 4.3 | 200000 | 160564 |
| UNITED MEXICAN STATES | FIXED INCOME | 2/12/2034 | 3.5 | 200000 | 172910 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/7/2036 | 6.0 | 537000 | 544233 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/7/2054 | 6.4 | 200000 | 192270 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/13/2030 | 6.0 | 1034000 | 1084221 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/13/2055 | 7.4 | 200000 | 215514 |
| UNITED MEXICAN STATES | FIXED INCOME | 1/29/2038 | 6.6 | 200000 | 208772 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/22/2033 | 5.4 | 240000 | 237720 |
| UNITED MEXICAN STATES | FIXED INCOME | 9/22/2035 | 5.6 | 420000 | 413986 |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | 2900000 | (13593) |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | 2200000 | (10960) |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 6400000 | 5656 |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 6900000 | 93 |
| US DOLLAR | CASH |  |  | (362209) | (362209) |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | 3100000 | (11905) |
| US TREASURY N/B | FIXED INCOME | 8/15/2055 | 4.8 | 1530000 | 1510875 |
| US TREASURY N/B | FIXED INCOME | 8/31/2026 | 3.8 | 90000 | 90095 |
| US TREASURY N/B | FIXED INCOME | 11/15/2027 | 4.1 | 200000 | 202320 |
| US TREASURY N/B | FIXED INCOME | 11/30/2026 | 4.3 | 2095000 | 2107848 |
| US TREASURY N/B | FIXED INCOME | 5/31/2027 | 3.9 | 200000 | 201047 |
| US TREASURY N/B | FIXED INCOME | 11/30/2030 | 3.5 | 2440000 | 2417888 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | (1000000) | (5313) |
| YUAN RENMINBI | CASH |  |  | (26214753) | (3751315) |
| YUAN RENMINBI OFFSHORE | CASH |  |  | 26214753 | 3755722 |
|  | **Total: EXHIBIT O - Emerging Markets Debt Fund** | **Total: EXHIBIT O - Emerging Markets Debt Fund** | **Total: EXHIBIT O - Emerging Markets Debt Fund** | **Total: EXHIBIT O - Emerging Markets Debt Fund** | **$238243596** |

---

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

------

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

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

**IBM 401(K) AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 1 800 FLOWERS.COM INC CL A | EQUITY |  |  | 4256 |  | $16726 |
|  | 10X GENOMICS INC CLASS A | EQUITY |  |  | 17523 |  | 285800 |
|  | 1ST SOURCE CORP | EQUITY |  |  | 2724 |  | 170223 |
|  | 1STDIBS.COM INC | EQUITY |  |  | 4300 |  | 25757 |
|  | 3D SYSTEMS CORP | EQUITY |  |  | 20766 |  | 36756 |
|  | 3M CO | EQUITY |  |  | 77923 |  | 12475472 |
|  | 4D MOLECULAR THERAPEUTICS IN | EQUITY |  |  | 4741 |  | 35558 |
|  | 5E ADVANCED MATERIALS INC | EQUITY |  |  | 226 |  | 689 |
|  | 8X8 INC | EQUITY |  |  | 18537 |  | 36518 |
|  | 908 DEVICES INC | EQUITY |  |  | 2271 |  | 11923 |
|  | A10 NETWORKS INC | EQUITY |  |  | 12298 |  | 217552 |
|  | AAON INC | EQUITY |  |  | 11148 |  | 850035 |
|  | AAR CORP | EQUITY |  |  | 5466 |  | 452530 |
|  | ABBOTT LABORATORIES | EQUITY |  |  | 258480 |  | 32384959 |
|  | ABBVIE INC | EQUITY |  |  | 259872 |  | 59378153 |
|  | ABEONA THERAPEUTICS INC | EQUITY |  |  | 5500 |  | 28985 |
|  | ABERCROMBIE + FITCH CO CL A | EQUITY |  |  | 7921 |  | 997016 |
|  | ABM INDUSTRIES INC | EQUITY |  |  | 10031 |  | 424311 |
|  | ABSCI CORP | EQUITY |  |  | 11964 |  | 41754 |
|  | ACACIA RESEARCH CORP | EQUITY |  |  | 7688 |  | 28753 |
|  | ACADEMY SPORTS + OUTDOORS IN | EQUITY |  |  | 12228 |  | 610911 |
|  | ACADIA HEALTHCARE CO INC | EQUITY |  |  | 15348 |  | 217788 |
|  | ACADIA PHARMACEUTICALS INC | EQUITY |  |  | 18981 |  | 506983 |
|  | ACADIA REALTY TRUST | EQUITY |  |  | 14619 |  | 300274 |
|  | ACADIAN ASSET MANAGEMENT INC | EQUITY |  |  | 5734 |  | 269498 |
|  | ACCEL ENTERTAINMENT INC | EQUITY |  |  | 9007 |  | 102770 |
|  | ACCENDRA HEALTH INC | EQUITY |  |  | 12267 |  | 34348 |
|  | ACCENTURE PLC CL A | EQUITY |  |  | 92531 |  | 24826067 |
|  | ACCESS NEWSWIRE INC | EQUITY |  |  | 750 |  | 6975 |
|  | ACCO BRANDS CORP | EQUITY |  |  | 14135 |  | 52724 |
|  | ACCURAY INC | EQUITY |  |  | 16459 |  | 13572 |
|  | ACHIEVE LIFE SCIENCES INC | EQUITY |  |  | 2870 |  | 14264 |
|  | ACI WORLDWIDE INC | EQUITY |  |  | 16195 |  | 774283 |
|  | ACLARIS THERAPEUTICS INC | EQUITY |  |  | 7659 |  | 23054 |
|  | ACM RESEARCH INC CLASS A | EQUITY |  |  | 7732 |  | 305027 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ACME UNITED CORP | EQUITY | 765 | 30837 |
| ACNB CORP | EQUITY | 1532 | 74072 |
| ACRES COMMERCIAL REALTY CORP | EQUITY | 1225 | 26142 |
| ACTINIUM PHARMACEUTICALS INC | EQUITY | 4523 | 6151 |
| ACUITY INC | EQUITY | 4826 | 1737553 |
| ACUMEN PHARMACEUTICALS INC | EQUITY | 1778 | 3752 |
| ACUSHNET HOLDINGS CORP | EQUITY | 4904 | 391437 |
| ACV AUCTIONS INC A | EQUITY | 22610 | 181332 |
| ADAMAS TRUST INC | EQUITY | 15675 | 114428 |
| ADAPTHEALTH CORP | EQUITY | 12167 | 121183 |
| ADAPTIVE BIOTECHNOLOGIES | EQUITY | 17073 | 277266 |
| ADDUS HOMECARE CORP | EQUITY | 2658 | 285443 |
| ADEIA INC | EQUITY | 16981 | 292922 |
| ADICET BIO INC | EQUITY | 329 | 2770 |
| ADIENT PLC | EQUITY | 15502 | 297173 |
| ADMA BIOLOGICS INC | EQUITY | 35071 | 639695 |
| ADOBE INC | EQUITY | 61159 | 21405038 |
| ADT INC | EQUITY | 32935 | 265785 |
| ADTRAN HOLDINGS INC | EQUITY | 11675 | 101456 |
| ADVANCE AUTO PARTS INC | EQUITY | 9536 | 374765 |
| ADVANCED DRAINAGE SYSTEMS IN | EQUITY | 10979 | 1590089 |
| ADVANCED ENERGY INDUSTRIES | EQUITY | 6012 | 1258732 |
| ADVANCED FLOWER CAPITAL INC | EQUITY | 2553 | 7276 |
| ADVANCED MICRO DEVICES | EQUITY | 240249 | 51451726 |
| ADVANSIX INC | EQUITY | 4415 | 76380 |
| ADVANTAGE SOLUTIONS INC | EQUITY | 15273 | 13440 |
| AECOM | EQUITY | 19114 | 1822138 |
| AEHR TEST SYSTEMS | EQUITY | 4056 | 81891 |
| AEMETIS INC | EQUITY | 4899 | 6810 |
| AEROVIRONMENT INC | EQUITY | 4324 | 1045932 |
| AERSALE CORP | EQUITY | 5329 | 37889 |
| AES CORP | EQUITY | 112748 | 1616806 |
| AEVA TECHNOLOGIES INC | EQUITY | 13716 | 182148 |
| AEYE INC | EQUITY | 10777 | 19830 |
| AFFILIATED MANAGERS GROUP | EQUITY | 4984 | 1436788 |
| AFFIRM HOLDINGS INC | EQUITY | 37948 | 2824470 |
| AFLAC INC | EQUITY | 68689 | 7574336 |
| AGCO CORP | EQUITY | 10510 | 1096403 |
| AGENUS INC | EQUITY | 2362 | 7417 |
| AGILENT TECHNOLOGIES INC | EQUITY | 42190 | 5740793 |
| AGILON HEALTH INC | EQUITY | 49432 | 34044 |
| AGILYSYS INC | EQUITY | 3140 | 373158 |
| AGIOS PHARMACEUTICALS INC | EQUITY | 8987 | 244626 |
| AGNC INVESTMENT CORP | EQUITY | 134959 | 1446760 |
| AGREE REALTY CORP | EQUITY | 16098 | 1159539 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AH REALTY TRUST INC | EQUITY | 10080 | 66730 |
| AIR LEASE CORP | EQUITY | 15536 | 997877 |
| AIR PRODUCTS + CHEMICALS INC | EQUITY | 33130 | 8183773 |
| AIRBNB INC CLASS A | EQUITY | 63268 | 8586733 |
| AIRGAIN INC | EQUITY | 1656 | 6723 |
| AIRSCULPT TECHNOLOGIES INC | EQUITY | 2111 | 4180 |
| AKAMAI TECHNOLOGIES INC | EQUITY | 23016 | 2008146 |
| AKEBIA THERAPEUTICS INC | EQUITY | 25425 | 40934 |
| ALAMO GROUP INC | EQUITY | 1680 | 282022 |
| ALARM.COM HOLDINGS INC | EQUITY | 8166 | 416629 |
| ALASKA AIR GROUP INC | EQUITY | 20617 | 1037035 |
| ALAUNOS THERAPEUTICS INC | EQUITY | 251 | 811 |
| ALBANY INTL CORP CL A | EQUITY | 4916 | 249241 |
| ALBEMARLE CORP | EQUITY | 17934 | 2536585 |
| ALBERTSONS COS INC CLASS A | EQUITY | 61495 | 1055869 |
| ALCOA CORP | EQUITY | 29145 | 1548765 |
| ALDEYRA THERAPEUTICS INC | EQUITY | 7316 | 37897 |
| ALECTOR INC | EQUITY | 9193 | 14341 |
| ALERUS FINANCIAL CORP | EQUITY | 3275 | 73753 |
| ALEXANDER + BALDWIN INC | EQUITY | 11651 | 240477 |
| ALEXANDER S INC | EQUITY | 379 | 82599 |
| ALEXANDRIA REAL ESTATE EQUIT | EQUITY | 23620 | 1155963 |
| ALEXZA PHARMACEUTICALS | EQUITY | 14100 | 494 |
| ALICO INC | EQUITY | 900 | 32742 |
| ALIGHT INC CLASS A | EQUITY | 62735 | 122333 |
| ALIGN TECHNOLOGY INC | EQUITY | 11306 | 1765432 |
| ALIGNMENT HEALTHCARE INC | EQUITY | 17091 | 337547 |
| ALIGOS THERAPEUTICS INC | EQUITY | 136 | 1268 |
| ALKAMI TECHNOLOGY INC | EQUITY | 5800 | 133806 |
| ALKERMES PLC | EQUITY | 27243 | 762259 |
| ALLBIRDS INC CL A | EQUITY | 822 | 3370 |
| ALLEGIANT TRAVEL CO | EQUITY | 2421 | 206439 |
| ALLEGION PLC | EQUITY | 9995 | 1591404 |
| ALLEGRO MICROSYSTEMS INC | EQUITY | 11919 | 314423 |
| ALLIANT ENERGY CORP | EQUITY | 39525 | 2569520 |
| ALLIENT INC | EQUITY | 2280 | 122550 |
| ALLISON TRANSMISSION HOLDING | EQUITY | 13686 | 1339859 |
| ALLOGENE THERAPEUTICS INC | EQUITY | 16720 | 22906 |
| ALLSTATE CORP | EQUITY | 39210 | 8161562 |
| ALLY FINANCIAL INC | EQUITY | 40870 | 1851002 |
| ALNYLAM PHARMACEUTICALS INC | EQUITY | 19954 | 7934708 |
| ALPHA + OMEGA SEMICONDUCTOR | EQUITY | 3388 | 67116 |
| ALPHA METALLURGICAL RESOURCE | EQUITY | 1872 | 374175 |
| ALPHA PRO TECH LTD | EQUITY | 2087 | 9266 |
| ALPHA TEKNOVA INC | EQUITY | 1245 | 4731 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ALPHABET INC CL A | EQUITY | 861440 | 269630720 |
| ALPHABET INC CL C | EQUITY | 689560 | 216383928 |
| ALPHATEC HOLDINGS INC | EQUITY | 16355 | 344109 |
| ALPINE INCOME PROPERTY TRUST | EQUITY | 1548 | 25883 |
| ALTA EQUIPMENT GROUP INC | EQUITY | 4300 | 19780 |
| ALTIMMUNE INC | EQUITY | 7307 | 26378 |
| ALTISOURCE PORTFOLIO SOL | EQUITY | 2235 | 905 |
| ALTISOURCE PORTFOLIO SOL | EQUITY | 2235 | 738 |
| ALTISOURCE PORTFOLIO SOL | EQUITY | 279 | 1939 |
| ALTO INGREDIENTS INC | EQUITY | 12046 | 34692 |
| ALTRIA GROUP INC | EQUITY | 246322 | 14202927 |
| ALUMIS INC | EQUITY | 2743 | 26772 |
| ALX ONCOLOGY HOLDINGS INC | EQUITY | 3469 | 3920 |
| AMALGAMATED FINANCIAL CORP | EQUITY | 3384 | 108390 |
| AMAZON.COM INC | EQUITY | 1442640 | 332990165 |
| AMBARELLA INC | EQUITY | 5890 | 417248 |
| AMC ENTERTAINMENT HLDS CL A | EQUITY | 9466 | 14767 |
| AMC NETWORKS INC A | EQUITY | 4600 | 43792 |
| AMCOR PLC | EQUITY | 344107 | 2869852 |
| AMENTUM HOLDINGS INC | EQUITY | 21476 | 622804 |
| AMERANT BANCORP INC | EQUITY | 4112 | 80225 |
| AMEREN CORPORATION | EQUITY | 40844 | 4078682 |
| AMERESCO INC CL A | EQUITY | 5435 | 159191 |
| AMERICA S CAR MART INC | EQUITY | 989 | 24982 |
| AMERICAN AIRLINES GROUP INC | EQUITY | 100337 | 1538166 |
| AMERICAN ASSETS TRUST INC | EQUITY | 8387 | 158766 |
| AMERICAN BATTERY TECHNOLOGY | EQUITY | 38300 | 127922 |
| AMERICAN BITCOIN CORP A | EQUITY | 12000 | 20400 |
| AMERICAN COASTAL INSURANCE C | EQUITY | 4269 | 53917 |
| AMERICAN EAGLE OUTFITTERS | EQUITY | 30435 | 802571 |
| AMERICAN ELECTRIC POWER | EQUITY | 81081 | 9349450 |
| AMERICAN EXPRESS CO | EQUITY | 78833 | 29164268 |
| AMERICAN FINANCIAL GROUP INC | EQUITY | 10684 | 1460289 |
| AMERICAN HEALTHCARE REIT INC | EQUITY | 23500 | 1105910 |
| AMERICAN HOMES 4 RENT A | EQUITY | 47943 | 1538970 |
| AMERICAN INTERNATIONAL GROUP | EQUITY | 82554 | 7062495 |
| AMERICAN OUTDOOR BRANDS INC | EQUITY | 2493 | 19271 |
| AMERICAN PUBLIC EDUCATION | EQUITY | 3482 | 131620 |
| AMERICAN RESOURCES CORP | EQUITY | 10870 | 26958 |
| AMERICAN STATES WATER CO | EQUITY | 6019 | 436257 |
| AMERICAN SUPERCONDUCTOR CORP | EQUITY | 4455 | 128215 |
| AMERICAN TOWER CORP | EQUITY | 67025 | 11767579 |
| AMERICAN VANGUARD CORP | EQUITY | 4866 | 18588 |
| AMERICAN WATER WORKS CO INC | EQUITY | 30067 | 3923744 |
| AMERICAN WELL CORP CLASS A | EQUITY | 2223 | 10915 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| AMERICAN WOODMARK CORP | EQUITY | 2555 | 137715 |
| AMERICOLD REALTY TRUST INC | EQUITY | 43022 | 553263 |
| AMERIPRISE FINANCIAL INC | EQUITY | 13565 | 6651462 |
| AMERIS BANCORP | EQUITY | 10988 | 816079 |
| AMERISAFE INC | EQUITY | 2930 | 112541 |
| AMES NATIONAL CORP | EQUITY | 1749 | 40157 |
| AMETEK INC | EQUITY | 34643 | 7112554 |
| AMGEN INC | EQUITY | 80200 | 26250262 |
| AMICUS THERAPEUTICS INC | EQUITY | 40056 | 570397 |
| AMKOR TECHNOLOGY INC | EQUITY | 16974 | 670134 |
| AMN HEALTHCARE SERVICES INC | EQUITY | 6275 | 98894 |
| AMNEAL PHARMACEUTICALS INC | EQUITY | 19604 | 247010 |
| AMPCO PITTSBURGH CORP | EQUITY | 2209 | 11774 |
| AMPHASTAR PHARMACEUTICALS IN | EQUITY | 6017 | 161135 |
| AMPHENOL CORP CL A | EQUITY | 181166 | 24482773 |
| AMPLIFY ENERGY CORP | EQUITY | 5002 | 22859 |
| AMPLITUDE INC CLASS A | EQUITY | 12546 | 145283 |
| AMPRIUS TECHNOLOGIES INC | EQUITY | 26600 | 209874 |
| AMRIZE LTD | EQUITY | 76600 | 4142528 |
| AMTECH SYSTEMS INC | EQUITY | 2560 | 32128 |
| AMYLYX PHARMACEUTICALS INC | EQUITY | 6508 | 78617 |
| AN2 THERAPEUTICS INC | EQUITY | 1600 | 1824 |
| ANALOG DEVICES INC | EQUITY | 73954 | 20056325 |
| ANAPTYSBIO INC | EQUITY | 3655 | 177194 |
| ANAVEX LIFE SCIENCES CORP | EQUITY | 12226 | 43525 |
| ANDERSONS INC/THE | EQUITY | 5001 | 265903 |
| ANGEL OAK MORTGAGE REIT INC | EQUITY | 4001 | 34449 |
| ANGI INC | EQUITY | 7260 | 93872 |
| ANGIODYNAMICS INC | EQUITY | 6183 | 79390 |
| ANI PHARMACEUTICALS INC | EQUITY | 2448 | 193245 |
| ANIKA THERAPEUTICS INC | EQUITY | 2234 | 21469 |
| ANIXA BIOSCIENCES INC | EQUITY | 7813 | 24377 |
| ANNALY CAPITAL MANAGEMENT IN | EQUITY | 84826 | 1896709 |
| ANNEXON INC | EQUITY | 8309 | 41711 |
| ANNOVIS BIO | EQUITY | 735 | 2543 |
| ANTERIX INC | EQUITY | 3038 | 66320 |
| ANTERO MIDSTREAM CORP | EQUITY | 56615 | 1007181 |
| ANTERO RESOURCES CORP | EQUITY | 46318 | 1596118 |
| ANYWHERE REAL ESTATE INC | EQUITY | 18900 | 267624 |
| AON PLC CLASS A | EQUITY | 32133 | 11339093 |
| APA CORP | EQUITY | 52322 | 1279796 |
| APARTMENT INVT + MGMT CO A | EQUITY | 25147 | 149373 |
| APELLIS PHARMACEUTICALS INC | EQUITY | 16494 | 414329 |
| API GROUP CORP | EQUITY | 49935 | 1910513 |
| APOGEE ENTERPRISES INC | EQUITY | 4050 | 147461 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| APOGEE THERAPEUTICS INC | EQUITY | 3000 | 226440 |
| APOLLO COMMERCIAL REAL ESTAT | EQUITY | 21573 | 208827 |
| APOLLO GLOBAL MANAGEMENT INC | EQUITY | 69243 | 10023617 |
| APPFOLIO INC A | EQUITY | 3130 | 728195 |
| APPIAN CORP A | EQUITY | 6492 | 229947 |
| APPLE HOSPITALITY REIT INC | EQUITY | 35808 | 424325 |
| APPLE INC | EQUITY | 2188086 | 594853060 |
| APPLIED DIGITAL CORP | EQUITY | 35200 | 863104 |
| APPLIED INDUSTRIAL TECH INC | EQUITY | 6343 | 1628692 |
| APPLIED MATERIALS INC | EQUITY | 119483 | 30705936 |
| APPLIED OPTOELECTRONICS INC | EQUITY | 5492 | 191451 |
| APPLIED THERAPEUTICS INC | EQUITY | 3351 | 335 |
| APPLOVIN CORP CLASS A | EQUITY | 40347 | 27186616 |
| APTARGROUP INC | EQUITY | 7207 | 878966 |
| APTIV PLC | EQUITY | 32426 | 2467294 |
| APYX MEDICAL CORP | EQUITY | 4778 | 16723 |
| AQUA METALS INC | EQUITY | 53 | 254 |
| AQUABOUNTY TECHNOLOGIES | EQUITY | 528 | 491 |
| AQUESTIVE THERAPEUTICS INC | EQUITY | 5760 | 37210 |
| ARAMARK | EQUITY | 40120 | 1478823 |
| ARBOR REALTY TRUST INC | EQUITY | 30480 | 236525 |
| ARBUTUS BIOPHARMA CORP | EQUITY | 16340 | 78595 |
| ARCBEST CORP | EQUITY | 3895 | 288970 |
| ARCELLX INC | EQUITY | 5302 | 345690 |
| ARCH CAPITAL GROUP LTD | EQUITY | 57313 | 5497463 |
| ARCHER AVIATION INC A | EQUITY | 42968 | 323119 |
| ARCHER DANIELS MIDLAND CO | EQUITY | 73174 | 4206773 |
| ARCHROCK INC | EQUITY | 22667 | 589795 |
| ARCOSA INC | EQUITY | 7777 | 826851 |
| ARCTURUS THERAPEUTICS HOLDIN | EQUITY | 3612 | 22142 |
| ARCUS BIOSCIENCES INC | EQUITY | 8439 | 201101 |
| ARCUTIS BIOTHERAPEUTICS INC | EQUITY | 7195 | 208943 |
| ARDELYX INC | EQUITY | 36348 | 211909 |
| ARENA GROUP HOLDINGS INC/THE | EQUITY | 1900 | 7600 |
| ARES COMMERCIAL REAL ESTATE | EQUITY | 7768 | 37131 |
| ARES MANAGEMENT CORP A | EQUITY | 28351 | 4582372 |
| ARGAN INC | EQUITY | 2585 | 809932 |
| ARHAUS INC | EQUITY | 7313 | 81979 |
| ARISTA NETWORKS INC | EQUITY | 153168 | 20069603 |
| ARKO CORP | EQUITY | 11817 | 53649 |
| ARLO TECHNOLOGIES INC | EQUITY | 14387 | 201274 |
| ARMOUR RESIDENTIAL REIT INC | EQUITY | 7522 | 133064 |
| ARMSTRONG WORLD INDUSTRIES | EQUITY | 7287 | 1392546 |
| ARRAY DIGITAL INFRASTRUCTURE | EQUITY | 1960 | 105095 |
| ARRAY TECHNOLOGIES INC | EQUITY | 22464 | 207118 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ARROW ELECTRONICS INC | EQUITY | 7600 | 837368 |
| ARROW FINANCIAL CORP | EQUITY | 2667 | 83744 |
| ARROWHEAD PHARMACEUTICALS IN | EQUITY | 17662 | 1172580 |
| ARS PHARMACEUTICALS INC | EQUITY | 6331 | 73756 |
| ARTERIS INC | EQUITY | 1071 | 16601 |
| ARTESIAN RESOURCES CORP CL A | EQUITY | 1610 | 50892 |
| ARTHUR J GALLAGHER + CO | EQUITY | 38142 | 9870768 |
| ARTISAN PARTNERS ASSET MA A | EQUITY | 11141 | 453884 |
| ARTIVION INC | EQUITY | 6941 | 316579 |
| ARVINAS INC | EQUITY | 8904 | 105601 |
| ASANA INC CL A | EQUITY | 12942 | 177435 |
| ASBURY AUTOMOTIVE GROUP | EQUITY | 3411 | 793160 |
| ASCENT INDUSTRIES CO | EQUITY | 1546 | 25030 |
| ASGN INC | EQUITY | 7531 | 362768 |
| ASHFORD HOSPITALITY TRUST | EQUITY | 470 | 2002 |
| ASHLAND INC | EQUITY | 7438 | 436387 |
| ASPEN AEROGELS INC | EQUITY | 9293 | 26299 |
| ASSEMBLY BIOSCIENCES INC | EQUITY | 1642 | 55844 |
| ASSERTIO HOLDINGS INC | EQUITY | 835 | 7573 |
| ASSOCIATED BANC CORP | EQUITY | 25139 | 647581 |
| ASSURANT INC | EQUITY | 7820 | 1883447 |
| ASSURED GUARANTY LTD | EQUITY | 7272 | 653535 |
| AST SPACEMOBILE INC | EQUITY | 36267 | 2634072 |
| ASTEC INDUSTRIES INC | EQUITY | 3640 | 157685 |
| ASTERA LABS INC | EQUITY | 19300 | 3210748 |
| ASTRANA HEALTH INC | EQUITY | 6605 | 163870 |
| ASTRIA THERAPEUTICS INC | EQUITY | 2200 | 28798 |
| ASTRONICS CORP | EQUITY | 4314 | 233991 |
| ASTRONOVA INC | EQUITY | 1789 | 15475 |
| ASURE SOFTWARE INC | EQUITY | 3164 | 29805 |
| AT+T INC | EQUITY | 1045343 | 25966320 |
| ATARA BIOTHERAPEUTICS INC | EQUITY | 540 | 9769 |
| ATEA PHARMACEUTICALS INC | EQUITY | 14100 | 50337 |
| ATERIAN INC | EQUITY | 764 | 531 |
| ATI INC | EQUITY | 20917 | 2400435 |
| ATKORE INC | EQUITY | 5566 | 352050 |
| ATLANTA BRAVES HOLDINGS IN A | EQUITY | 1705 | 72445 |
| ATLANTA BRAVES HOLDINGS IN C | EQUITY | 6042 | 238357 |
| ATLANTIC UNION BANKSHARES CO | EQUITY | 20476 | 722803 |
| ATLANTICUS HOLDINGS CORP | EQUITY | 781 | 52288 |
| ATLAS ENERGY SOLUTIONS INC | EQUITY | 3600 | 33912 |
| ATLASSIAN CORP CL A | EQUITY | 24600 | 3988644 |
| ATMOS ENERGY CORP | EQUITY | 23693 | 3971658 |
| ATMUS FILTRATION TECHNOLOGIE | EQUITY | 12449 | 646228 |
| ATN INTERNATIONAL INC | EQUITY | 1777 | 40516 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ATOMERA INC | EQUITY | 3442 | 7607 |
| ATOSSA THERAPEUTICS INC | EQUITY | 21238 | 12530 |
| ATRICURE INC | EQUITY | 7441 | 294366 |
| ATYR PHARMA INC | EQUITY | 2709 | 2121 |
| AUBURN NATL BANCORPORATION | EQUITY | 572 | 15415 |
| AURA BIOSCIENCES INC | EQUITY | 2961 | 16137 |
| AURORA INNOVATION INC | EQUITY | 132422 | 508500 |
| AUTHID INC | EQUITY | 422 | 369 |
| AUTODESK INC | EQUITY | 31873 | 9434727 |
| AUTOLIV INC | EQUITY | 12101 | 1436389 |
| AUTOMATIC DATA PROCESSING | EQUITY | 59655 | 15345056 |
| AUTONATION INC | EQUITY | 4001 | 826126 |
| AUTOZONE INC | EQUITY | 2526 | 8566929 |
| AVADEL PHARMACEUTICALS | EQUITY | 14300 | 308165 |
| AVALONBAY COMMUNITIES INC | EQUITY | 22157 | 4017286 |
| AVANOS MEDICAL INC | EQUITY | 7618 | 85550 |
| AVANTOR INC | EQUITY | 103961 | 1191393 |
| AVEANNA HEALTHCARE HOLDINGS | EQUITY | 7041 | 57525 |
| AVEPOINT INC | EQUITY | 14453 | 200752 |
| AVERY DENNISON CORP | EQUITY | 12203 | 2219482 |
| AVIAT NETWORKS INC | EQUITY | 1778 | 38014 |
| AVIDITY BIOSCIENCES INC | EQUITY | 19915 | 1436469 |
| AVIENT CORP | EQUITY | 15120 | 472349 |
| AVIS BUDGET GROUP INC | EQUITY | 3341 | 428717 |
| AVISTA CORP | EQUITY | 12837 | 494738 |
| AVITA MEDICAL INC | EQUITY | 3717 | 12824 |
| AVNET INC | EQUITY | 12549 | 603356 |
| AWARE INC/MASS | EQUITY | 3032 | 5640 |
| AXALTA COATING SYSTEMS LTD | EQUITY | 33237 | 1073887 |
| AXCELIS TECHNOLOGIES INC | EQUITY | 5403 | 434077 |
| AXIS CAPITAL HOLDINGS LTD | EQUITY | 12625 | 1352011 |
| AXOGEN INC | EQUITY | 6375 | 208654 |
| AXON ENTERPRISE INC | EQUITY | 11219 | 6371607 |
| AXOS FINANCIAL INC | EQUITY | 8560 | 737530 |
| AXSOME THERAPEUTICS INC | EQUITY | 6436 | 1175471 |
| AXT INC | EQUITY | 6568 | 107387 |
| AZENTA INC | EQUITY | 8845 | 294185 |
| AZZ INC | EQUITY | 3998 | 428506 |
| B+G FOODS INC | EQUITY | 10396 | 44703 |
| BABCOCK + WILCOX ENTERPR | EQUITY | 12056 | 76435 |
| BACKBLAZE INC A | EQUITY | 1294 | 6030 |
| BADGER METER INC | EQUITY | 4877 | 850598 |
| BAKER HUGHES CO | EQUITY | 150536 | 6855409 |
| BAKKT INC | EQUITY | 704 | 7068 |
| BALCHEM CORP | EQUITY | 5200 | 797472 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BALDWIN INSURANCE GROUP INC/ | EQUITY | 10089 | 242439 |
| BALL CORP | EQUITY | 33838 | 1792399 |
| BANC OF CALIFORNIA INC | EQUITY | 21905 | 422547 |
| BANCFIRST CORP | EQUITY | 2580 | 273532 |
| BANCORP INC/THE | EQUITY | 9117 | 615580 |
| BANDWIDTH INC CLASS A | EQUITY | 3843 | 59374 |
| BANK FIRST CORP | EQUITY | 1253 | 152640 |
| BANK OF AMERICA CORP | EQUITY | 996310 | 54797050 |
| BANK OF HAWAII CORP | EQUITY | 6058 | 414185 |
| BANK OF MARIN BANCORP/CA | EQUITY | 2546 | 66221 |
| BANK OF NEW YORK MELLON CORP | EQUITY | 103223 | 11983158 |
| BANK OZK | EQUITY | 16760 | 771295 |
| BANK7 CORP | EQUITY | 700 | 28686 |
| BANKFINANCIAL CORP | EQUITY | 3079 | 36948 |
| BANKUNITED INC | EQUITY | 11622 | 517993 |
| BANKWELL FINANCIAL GROUP INC | EQUITY | 1336 | 61216 |
| BANNER CORPORATION | EQUITY | 5583 | 349831 |
| BAR HARBOR BANKSHARES | EQUITY | 2370 | 73589 |
| BARK INC | EQUITY | 13467 | 8114 |
| BARNES + NOBLE EDUCATION INC | EQUITY | 55 | 505 |
| BARRETT BUSINESS SVCS INC | EQUITY | 4236 | 153386 |
| BASSETT FURNITURE INDS | EQUITY | 1928 | 32313 |
| BATH + BODY WORKS INC | EQUITY | 33379 | 670250 |
| BAXTER INTERNATIONAL INC | EQUITY | 77937 | 1489376 |
| BAYCOM CORP | EQUITY | 2592 | 76205 |
| BEACHBODY CO INC/THE | EQUITY | 322 | 3336 |
| BEACON FINANCIAL CORP | EQUITY | 13539 | 357023 |
| BEAM GLOBAL | EQUITY | 1085 | 1628 |
| BEAM THERAPEUTICS INC | EQUITY | 11460 | 317671 |
| BEAUTY HEALTH CO/THE | EQUITY | 15650 | 21754 |
| BEAZER HOMES USA INC | EQUITY | 4525 | 91722 |
| BECTON DICKINSON AND CO | EQUITY | 42644 | 8275921 |
| BED BATH + BEYOND INC | EQUITY | 6986 | 38144 |
| BEL FUSE INC CL B | EQUITY | 2120 | 359616 |
| BELDEN INC | EQUITY | 6815 | 794288 |
| BELLRING BRANDS INC | EQUITY | 10844 | 289860 |
| BENCHMARK ELECTRONICS INC | EQUITY | 6190 | 264684 |
| BENTLEY SYSTEMS INC CLASS B | EQUITY | 24801 | 946530 |
| BERKSHIRE HATHAWAY INC CL A | EQUITY | 180 | 135864000 |
| BERKSHIRE HATHAWAY INC CL B | EQUITY | 1660 | 834399 |
| BEST BUY CO INC | EQUITY | 29754 | 1991435 |
| BEYOND AIR INC | EQUITY | 145 | 105 |
| BEYOND MEAT INC | EQUITY | 9447 | 7747 |
| BGC GROUP INC A | EQUITY | 64648 | 577307 |
| BGSF INC | EQUITY | 1900 | 8797 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | BIGBEAR.AI HOLDINGS INC | EQUITY | 71200 | 384480 |
| | BIGLARI HOLDINGS INC B | EQUITY | 150 | 49865 |
| | BILL HOLDINGS INC | EQUITY | 15727 | 857751 |
| | BIO RAD LABORATORIES A | EQUITY | 3350 | 1015017 |
| | BIO TECHNE CORP | EQUITY | 25200 | 1482012 |
| | BIOATLA INC | EQUITY | 6601 | 3747 |
| | BIOCRYST PHARMACEUTICALS INC | EQUITY | 29237 | 228049 |
| | BIOGEN INC | EQUITY | 22177 | 3902930 |
| | BIOHAVEN LTD | EQUITY | 10558 | 119200 |
| | BIOLIFE SOLUTIONS INC | EQUITY | 5978 | 144548 |
| | BIOMARIN PHARMACEUTICAL INC | EQUITY | 29127 | 1731018 |
| | BIOMEA FUSION INC | EQUITY | 4115 | 5103 |
| | BIONANO GENOMICS INC | EQUITY | 74 | 113 |
| | BIOTE CORP A | EQUITY | 4600 | 11960 |
| | BIOVENTUS INC A | EQUITY | 2985 | 22208 |
| | BIOXCEL THERAPEUTICS INC | EQUITY | 10712 | 17139 |
| | BITMINE IMMERSION TECHNOLOGI | EQUITY | 27800 | 754770 |
| | BJ S RESTAURANTS INC | EQUITY | 3361 | 132423 |
| | BJ S WHOLESALE CLUB HOLDINGS | EQUITY | 20220 | 1820407 |
| | BLACK DIAMOND THERAPEUTICS I | EQUITY | 4776 | 11606 |
| | BLACK HILLS CORP | EQUITY | 11132 | 772783 |
| | BLACKBAUD INC | EQUITY | 6383 | 404172 |
| | BLACKLINE INC | EQUITY | 8386 | 463662 |
| \* | BLACKROCK INC | EQUITY | 21472 | 22982340 |
|  | BLACKSKY TECHNOLOGY INC | EQUITY | 1161 | 21769 |
|  | BLACKSTONE INC | EQUITY | 106241 | 16375988 |
|  | BLACKSTONE MORTGAGE TRU CL A | EQUITY | 28049 | 536577 |
|  | BLEND LABS INC A | EQUITY | 33957 | 103229 |
|  | BLINK CHARGING CO | EQUITY | 5462 | 3643 |
|  | BLOCK INC | EQUITY | 81806 | 5324753 |
|  | BLOOM ENERGY CORP A | EQUITY | 29668 | 2577853 |
|  | BLOOMIN BRANDS INC | EQUITY | 13546 | 83579 |
|  | BLUE BIRD CORP | EQUITY | 3774 | 177378 |
|  | BLUE FOUNDRY BANCORP | EQUITY | 4917 | 61118 |
|  | BLUE OWL CAPITAL INC | EQUITY | 65514 | 978779 |
|  | BLUE RIDGE BANKSHARES INC | EQUITY | 1902 | 8122 |
|  | BLUELINX HOLDINGS INC | EQUITY | 1708 | 104922 |
|  | BOEING CO/THE | EQUITY | 116167 | 25222179 |
|  | BOISE CASCADE CO | EQUITY | 6433 | 473469 |
|  | BOK FINANCIAL CORPORATION | EQUITY | 777 | 92043 |
|  | BOLT BIOTHERAPEUTICS INC | EQUITY | 101 | 553 |
|  | BOOKING HOLDINGS INC | EQUITY | 4745 | 25411041 |
|  | BOOT BARN HOLDINGS INC | EQUITY | 4806 | 848115 |
|  | BOOZ ALLEN HAMILTON HOLDINGS | EQUITY | 19695 | 1661470 |
|  | BORGWARNER INC | EQUITY | 31871 | 1436107 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BOSTON BEER COMPANY INC A | EQUITY | 1501 | 292890 |
| BOSTON OMAHA CORP CL A | EQUITY | 2764 | 34191 |
| BOSTON SCIENTIFIC CORP | EQUITY | 219497 | 20929039 |
| BOWMAN CONSULTING GROUP LTD | EQUITY | 2131 | 70366 |
| BOX INC CLASS A | EQUITY | 22434 | 671001 |
| BOXLIGHT CORP CLASS A | EQUITY | 33 | 56 |
| BOYD GAMING CORP | EQUITY | 9987 | 851292 |
| BRADY CORPORATION CL A | EQUITY | 7373 | 577822 |
| BRAEMAR HOTELS + RESORTS INC | EQUITY | 11050 | 31714 |
| BRAND HOUSE COLLECTIVE INC/T | EQUITY | 2108 | 2319 |
| BRANDYWINE REALTY TRUST | EQUITY | 27826 | 81252 |
| BRAZE INC A | EQUITY | 8682 | 297706 |
| BRC GROUP HOLDINGS INC | EQUITY | 2643 | 12343 |
| BRC INC A | EQUITY | 7228 | 8023 |
| BREAD FINANCIAL HOLDINGS INC | EQUITY | 8084 | 598459 |
| BRIDGEBIO PHARMA INC | EQUITY | 25025 | 1914162 |
| BRIDGEWATER BANCSHARES INC | EQUITY | 3569 | 62565 |
| BRIGHT HORIZONS FAMILY SOLUT | EQUITY | 9479 | 961171 |
| BRIGHTHOUSE FINANCIAL INC | EQUITY | 9735 | 630731 |
| BRIGHTSPIRE CAPITAL INC | EQUITY | 24176 | 135386 |
| BRIGHTSPRING HEALTH SERVICES | EQUITY | 8700 | 325815 |
| BRIGHTVIEW HOLDINGS INC | EQUITY | 8050 | 101994 |
| BRILLIANT EARTH GROUP INC A | EQUITY | 1879 | 3288 |
| BRINK S CO/THE | EQUITY | 7357 | 858783 |
| BRINKER INTERNATIONAL INC | EQUITY | 7378 | 1058891 |
| BRISTOL MYERS SQUIBB CO | EQUITY | 304624 | 16431419 |
| BRISTOW GROUP INC | EQUITY | 3842 | 140694 |
| BRIXMOR PROPERTY GROUP INC | EQUITY | 50490 | 1323848 |
| BROADCOM INC | EQUITY | 700330 | 242384213 |
| BROADRIDGE FINANCIAL SOLUTIO | EQUITY | 17845 | 3982469 |
| BROADSTONE NET LEASE INC | EQUITY | 31733 | 551202 |
| BROADWAY FINANCIAL CORP/DE | EQUITY | 824 | 6098 |
| BROOKDALE SENIOR LIVING INC | EQUITY | 31274 | 337446 |
| BROWN + BROWN INC | EQUITY | 46085 | 3672975 |
| BROWN FORMAN CORP CLASS A | EQUITY | 8615 | 226661 |
| BROWN FORMAN CORP CLASS B | EQUITY | 30159 | 785944 |
| BRT APARTMENTS CORP | EQUITY | 1800 | 26460 |
| BRUKER CORP | EQUITY | 15128 | 712680 |
| BRUNSWICK CORP | EQUITY | 11797 | 875809 |
| BUCKLE INC/THE | EQUITY | 4827 | 257858 |
| BUILD A BEAR WORKSHOP INC | EQUITY | 1804 | 110531 |
| BUILDERS FIRSTSOURCE INC | EQUITY | 17572 | 1807983 |
| BUMBLE INC A | EQUITY | 17032 | 60804 |
| BUNGE GLOBAL SA | EQUITY | 21344 | 1901324 |
| BURKE + HERBERT FINANCIAL SE | EQUITY | 1154 | 71906 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| BURLINGTON STORES INC | EQUITY | 9767 | 2821198 |
| BUSINESS FIRST BANCSHARES | EQUITY | 4516 | 118048 |
| BUTTERFLY NETWORK INC | EQUITY | 20812 | 79086 |
| BUZZFEED INC | EQUITY | 1455 | 1353 |
| BWX TECHNOLOGIES INC | EQUITY | 13836 | 2391414 |
| BXP INC | EQUITY | 22601 | 1525115 |
| BYLINE BANCORP INC | EQUITY | 5969 | 173996 |
| BYRNA TECHNOLOGIES INC | EQUITY | 2585 | 43402 |
| C + F FINANCIAL CORP | EQUITY | 641 | 46530 |
| C.H. ROBINSON WORLDWIDE INC | EQUITY | 16920 | 2720059 |
| C3.AI INC A | EQUITY | 14911 | 201000 |
| C4 THERAPEUTICS INC | EQUITY | 6120 | 11689 |
| CABALETTA BIO INC | EQUITY | 5760 | 12614 |
| CABLE ONE INC | EQUITY | 705 | 79559 |
| CABOT CORP | EQUITY | 9081 | 601889 |
| CACI INTERNATIONAL INC CL A | EQUITY | 3611 | 1923977 |
| CACTUS INC A | EQUITY | 10911 | 498414 |
| CADENCE BANK | EQUITY | 30806 | 1319729 |
| CADENCE DESIGN SYS INC | EQUITY | 39764 | 12429431 |
| CADIZ INC | EQUITY | 3191 | 17902 |
| CADRE HOLDINGS INC | EQUITY | 2510 | 102508 |
| CAESARS ENTERTAINMENT INC | EQUITY | 36279 | 848566 |
| CAL MAINE FOODS INC | EQUITY | 6698 | 532960 |
| CALAVO GROWERS INC | EQUITY | 2969 | 64576 |
| CALERES INC | EQUITY | 6359 | 77389 |
| CALIFORNIA RESOURCES CORP | EQUITY | 11471 | 512868 |
| CALIFORNIA WATER SERVICE GRP | EQUITY | 9303 | 403099 |
| CALIX INC | EQUITY | 9873 | 522578 |
| CALLAWAY GOLF COMPANY | EQUITY | 23563 | 274980 |
| CAMBIUM NETWORKS CORP | EQUITY | 11339 | 16328 |
| CAMDEN NATIONAL CORP | EQUITY | 2530 | 109751 |
| CAMDEN PROPERTY TRUST | EQUITY | 16169 | 1779884 |
| CAMPING WORLD HOLDINGS INC A | EQUITY | 6786 | 66028 |
| CANNAE HOLDINGS INC | EQUITY | 11677 | 183679 |
| CANTON STRATEGIC HOLDINGS IN | EQUITY | 19100 | 57873 |
| CAPITAL BANCORP INC/MD | EQUITY | 1352 | 38086 |
| CAPITAL CITY BANK GROUP INC | EQUITY | 2215 | 94293 |
| CAPITAL ONE FINANCIAL CORP | EQUITY | 95011 | 23026866 |
| CAPITOL FEDERAL FINANCIAL IN | EQUITY | 21076 | 143528 |
| CAPRI HOLDINGS LTD | EQUITY | 19262 | 469993 |
| CAPRICOR THERAPEUTICS INC | EQUITY | 4676 | 134949 |
| CARDIFF ONCOLOGY INC | EQUITY | 4730 | 13291 |
| CARDINAL HEALTH INC | EQUITY | 36430 | 7486365 |
| CARDLYTICS INC | EQUITY | 5413 | 6225 |
| CARECLOUD INC | EQUITY | 2000 | 5840 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CAREDX INC | EQUITY | 8598 | 161986 |
| CARETRUST REIT INC | EQUITY | 20252 | 732312 |
| CARGURUS INC | EQUITY | 14058 | 539124 |
| CARIBOU BIOSCIENCES INC | EQUITY | 9713 | 15444 |
| CARLISLE COS INC | EQUITY | 6889 | 2203516 |
| CARLYLE GROUP INC/THE | EQUITY | 32635 | 1929055 |
| CARMAX INC | EQUITY | 23656 | 914068 |
| CARNIVAL CORP | EQUITY | 158532 | 4841567 |
| CARPARTS.COM INC | EQUITY | 8007 | 4004 |
| CARPENTER TECHNOLOGY | EQUITY | 7743 | 2437806 |
| CARRIAGE SERVICES INC | EQUITY | 2440 | 103212 |
| CARRIER GLOBAL CORP | EQUITY | 117848 | 6227088 |
| CARS.COM INC | EQUITY | 10195 | 124379 |
| CARTER BANKSHARES INC | EQUITY | 4730 | 92992 |
| CARTER S INC | EQUITY | 3712 | 120380 |
| CARTESIAN THERAPEUTICS INC | EQUITY | 410 | 2956 |
| CARVANA CO | EQUITY | 20608 | 8696988 |
| CASELLA WASTE SYSTEMS INC A | EQUITY | 9339 | 914662 |
| CASEY S GENERAL STORES INC | EQUITY | 5693 | 3146578 |
| CASS INFORMATION SYSTEMS INC | EQUITY | 1817 | 75442 |
| CASTLE BIOSCIENCES INC | EQUITY | 3890 | 151321 |
| CATALYST PHARMACEUTICALS INC | EQUITY | 15985 | 373090 |
| CATERPILLAR INC | EQUITY | 69212 | 39649478 |
| CATHAY GENERAL BANCORP | EQUITY | 11433 | 553243 |
| CATO CORP CLASS A | EQUITY | 3131 | 9675 |
| CAVA GROUP INC | EQUITY | 13000 | 762970 |
| CAVCO INDUSTRIES INC | EQUITY | 1380 | 815221 |
| CB FINANCIAL SERVICES INC | EQUITY | 773 | 26947 |
| CBIZ INC | EQUITY | 7882 | 397647 |
| CBL + ASSOCIATES PROPERTIES | EQUITY | 4600 | 170200 |
| CBOE GLOBAL MARKETS INC | EQUITY | 15907 | 3992657 |
| CBRE GROUP INC A | EQUITY | 42606 | 6850619 |
| CCC INTELLIGENT SOLUTIONS HO | EQUITY | 117294 | 932487 |
| CDW CORP/DE | EQUITY | 20021 | 2726860 |
| CECO ENVIRONMENTAL CORP | EQUITY | 5682 | 340068 |
| CEL SCI CORP | EQUITY | 230 | 1210 |
| CELANESE CORP | EQUITY | 16695 | 705865 |
| CELCUITY INC | EQUITY | 2580 | 257329 |
| CELLDEX THERAPEUTICS INC | EQUITY | 9235 | 250823 |
| CELSIUS HOLDINGS INC | EQUITY | 23927 | 1094421 |
| CELULARITY INC A | EQUITY | 1610 | 1787 |
| CENCORA INC | EQUITY | 28713 | 9697816 |
| CENTENE CORP | EQUITY | 68976 | 2838362 |
| CENTERPOINT ENERGY INC | EQUITY | 98999 | 3795622 |
| CENTERSPACE | EQUITY | 2382 | 158927 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CENTRAL GARDEN + PET CO | EQUITY | 1527 | 49093 |
| CENTRAL GARDEN AND PET CO A | EQUITY | 8891 | 259528 |
| CENTRAL PACIFIC FINANCIAL CO | EQUITY | 4882 | 152123 |
| CENTRUS ENERGY CORP CLASS A | EQUITY | 2231 | 541598 |
| CENTURY ALUMINUM COMPANY | EQUITY | 8356 | 327388 |
| CENTURY CASINOS INC | EQUITY | 4698 | 6248 |
| CENTURY COMMUNITIES INC | EQUITY | 4832 | 286779 |
| CENTURY THERAPEUTICS INC | EQUITY | 5943 | 5912 |
| CERENCE INC | EQUITY | 6215 | 66438 |
| CERTARA INC | EQUITY | 16646 | 146651 |
| CERUS CORP | EQUITY | 25747 | 53039 |
| CEVA INC | EQUITY | 3795 | 81668 |
| CF INDUSTRIES HOLDINGS INC | EQUITY | 19548 | 1511842 |
| CG ONCOLOGY INC | EQUITY | 3500 | 145320 |
| CHAMPION HOMES INC | EQUITY | 8591 | 725940 |
| CHAMPIONS ONCOLOGY INC | EQUITY | 1190 | 8223 |
| CHARGEPOINT HOLDINGS INC | EQUITY | 2102 | 13957 |
| CHARLES RIVER LABORATORIES | EQUITY | 7729 | 1541781 |
| CHART INDUSTRIES INC | EQUITY | 6827 | 1407932 |
| CHARTER COMMUNICATIONS INC A | EQUITY | 14739 | 3076766 |
| CHATHAM LODGING TRUST | EQUITY | 3550 | 24176 |
| CHEESECAKE FACTORY INC/THE | EQUITY | 7870 | 397278 |
| CHEFS WAREHOUSE INC/THE | EQUITY | 5778 | 360143 |
| CHEGG INC | EQUITY | 20073 | 18668 |
| CHEMED CORP | EQUITY | 2412 | 1031998 |
| CHEMOURS CO/THE | EQUITY | 24200 | 285318 |
| CHENIERE ENERGY INC | EQUITY | 32707 | 6357914 |
| CHERRY HILL MORTGAGE INVESTM | EQUITY | 3172 | 8089 |
| CHESAPEAKE UTILITIES CORP | EQUITY | 3644 | 454625 |
| CHEVRON CORP | EQUITY | 280660 | 42775391 |
| CHEWY INC CLASS A | EQUITY | 33592 | 1110216 |
| CHICAGO ATLANTIC REAL ESTATE | EQUITY | 3302 | 40483 |
| CHILDREN S PLACE INC/THE | EQUITY | 2239 | 8911 |
| CHIMERA INVESTMENT CORP | EQUITY | 12958 | 161068 |
| CHIPOTLE MEXICAN GRILL INC | EQUITY | 199650 | 7387050 |
| CHOICE HOTELS INTL INC | EQUITY | 533 | 50774 |
| CHOICEONE FINANCIAL SVCS INC | EQUITY | 1123 | 33151 |
| CHORD ENERGY CORP | EQUITY | 9636 | 893257 |
| CHUBB LTD | EQUITY | 54461 | 16998367 |
| CHURCH + DWIGHT CO INC | EQUITY | 37295 | 3127186 |
| CHURCHILL DOWNS INC | EQUITY | 10912 | 1241567 |
| CIBUS INC | EQUITY | 2000 | 3480 |
| CIDARA THERAPEUTICS INC | EQUITY | 2166 | 478448 |
| CIENA CORP | EQUITY | 21065 | 4926472 |
| CIMPRESS PLC | EQUITY | 2806 | 186852 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CINCINNATI FINANCIAL CORP | EQUITY | 23771 | 3882280 |
| CINEMARK HOLDINGS INC | EQUITY | 17407 | 404539 |
| CINEVERSE CORP | EQUITY | 1162 | 2452 |
| CINTAS CORP | EQUITY | 48380 | 9098827 |
| CIPHER DIGITAL INC | EQUITY | 49741 | 734177 |
| CIRCLE INTERNET GROUP INC | EQUITY | 7300 | 578890 |
| CIRRUS LOGIC INC | EQUITY | 8391 | 994334 |
| CISCO SYSTEMS INC | EQUITY | 585112 | 45071177 |
| CISO GLOBAL INC | EQUITY | 559 | 269 |
| CITI TRENDS INC | EQUITY | 1330 | 55275 |
| CITIGROUP INC | EQUITY | 265344 | 30962991 |
| CITIUS PHARMACEUTICALS INC | EQUITY | 827 | 643 |
| CITIZENS + NORTHERN CORP | EQUITY | 2717 | 54802 |
| CITIZENS COMMUNITY BANCORP I | EQUITY | 1211 | 21580 |
| CITIZENS FINANCIAL GROUP | EQUITY | 63052 | 3682867 |
| CITIZENS FINANCIAL SERVICES | EQUITY | 408 | 23264 |
| CITIZENS INC | EQUITY | 7280 | 35162 |
| CITY HOLDING CO | EQUITY | 2332 | 277974 |
| CITY OFFICE REIT INC | EQUITY | 6476 | 45267 |
| CIVISTA BANCSHARES INC | EQUITY | 2264 | 50306 |
| CIVITAS RESOURCES INC | EQUITY | 12384 | 335483 |
| CLARITEV CORP | EQUITY | 1010 | 43178 |
| CLARIVATE PLC | EQUITY | 69289 | 231425 |
| CLAROS MORTGAGE TRUST INC | EQUITY | 20600 | 63036 |
| CLARUS CORP | EQUITY | 4666 | 15631 |
| CLEAN ENERGY FUELS CORP | EQUITY | 28153 | 59121 |
| CLEAN HARBORS INC | EQUITY | 8237 | 1931412 |
| CLEANSPARK INC | EQUITY | 23773 | 240583 |
| CLEAR CHANNEL OUTDOOR HOLDIN | EQUITY | 74018 | 163580 |
| CLEAR SECURE INC CLASS A | EQUITY | 13917 | 488208 |
| CLEARFIELD INC | EQUITY | 1882 | 54860 |
| CLEARPOINT NEURO INC | EQUITY | 2150 | 29412 |
| CLEARWATER ANALYTICS HDS A | EQUITY | 20902 | 504156 |
| CLEARWATER PAPER CORP | EQUITY | 2831 | 49259 |
| CLEARWAY ENERGY INC A | EQUITY | 5839 | 183461 |
| CLEARWAY ENERGY INC C | EQUITY | 12580 | 418411 |
| CLENE INC | EQUITY | 190 | 1115 |
| CLEVELAND CLIFFS INC | EQUITY | 77989 | 1035694 |
| CLIMB GLOBAL SOLUTIONS INC | EQUITY | 724 | 74420 |
| CLIPPER REALTY INC | EQUITY | 2547 | 9730 |
| CLOROX COMPANY | EQUITY | 15025 | 1514971 |
| CLOUDFLARE INC CLASS A | EQUITY | 47157 | 9297003 |
| CLOVER HEALTH INVESTMENTS CO | EQUITY | 45058 | 105886 |
| CME GROUP INC | EQUITY | 53005 | 14474605 |
| CMS ENERGY CORP | EQUITY | 45834 | 3205172 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | CNB FINANCIAL CORP/PA | EQUITY | 2611 | 68330 |
| | CNH INDUSTRIAL NV | EQUITY | 133500 | 1230870 |
| | CNO FINANCIAL GROUP INC | EQUITY | 15463 | 656714 |
| | CNX RESOURCES CORP | EQUITY | 26210 | 963742 |
| | CO DIAGNOSTICS INC | EQUITY | 5163 | 870 |
| | COASTAL FINANCIAL CORP/WA | EQUITY | 1566 | 179448 |
| | COCA COLA CO/THE | EQUITY | 571947 | 39984815 |
| | COCA COLA CONSOLIDATED INC | EQUITY | 7530 | 1154349 |
| | COCRYSTAL PHARMA INC | EQUITY | 764 | 748 |
| | CODA OCTOPUS GROUP INC | EQUITY | 968 | 9002 |
| | CODEXIS INC | EQUITY | 9781 | 15943 |
| | COEPTIS THERAPEUTICS HOLDING | EQUITY | 1100 | 15675 |
| | COEUR MINING INC | EQUITY | 97055 | 1730491 |
| | COGENT BIOSCIENCES INC | EQUITY | 14560 | 517171 |
| | COGENT COMMUNICATIONS HOLDIN | EQUITY | 6844 | 147557 |
| | COGNEX CORP | EQUITY | 29146 | 1048673 |
| | COGNITION THERAPEUTICS INC | EQUITY | 20403 | 27544 |
| | COGNIZANT TECH SOLUTIONS A | EQUITY | 73476 | 6098508 |
| | COHEN + STEERS INC | EQUITY | 3959 | 248546 |
| | COHERENT CORP | EQUITY | 21354 | 3941308 |
| | COHERUS ONCOLOGY INC | EQUITY | 10787 | 15318 |
| | COHU INC | EQUITY | 8225 | 191396 |
| | COINBASE GLOBAL INC CLASS A | EQUITY | 33729 | 7627476 |
| | COLGATE PALMOLIVE CO | EQUITY | 119516 | 9444154 |
| | COLLEGIUM PHARMACEUTICAL INC | EQUITY | 5502 | 254743 |
| | COLONY BANKCORP | EQUITY | 3086 | 54993 |
| | COLUMBIA BANKING SYSTEM INC | EQUITY | 49004 | 1369662 |
| | COLUMBIA FINANCIAL INC | EQUITY | 6045 | 93939 |
| | COLUMBIA SPORTSWEAR CO | EQUITY | 4392 | 241955 |
| | COLUMBUS MCKINNON CORP/NY | EQUITY | 4737 | 81713 |
| | COMCAST CORP CLASS A | EQUITY | 531673 | 15891706 |
| | COMERICA INC | EQUITY | 21100 | 1834223 |
| | COMFORT SYSTEMS USA INC | EQUITY | 5436 | 5073364 |
| | COMMERCE BANCSHARES INC | EQUITY | 18283 | 956932 |
| | COMMERCE.COM INC | EQUITY | 9806 | 40401 |
| | COMMERCIAL METALS CO | EQUITY | 17765 | 1229693 |
| \* | COMMUNITY FINANCIAL SYSTEM I | EQUITY | 8660 | 497430 |
|  | COMMUNITY HEALTH SYSTEMS INC | EQUITY | 19276 | 60141 |
|  | COMMUNITY HEALTHCARE TRUST I | EQUITY | 3838 | 63020 |
|  | COMMUNITY TRUST BANCORP INC | EQUITY | 2000 | 113000 |
|  | COMMUNITY WEST BANCSHARES | EQUITY | 3203 | 72068 |
|  | COMMVAULT SYSTEMS INC | EQUITY | 7440 | 932678 |
|  | COMPASS INC CLASS A | EQUITY | 53400 | 564438 |
|  | COMPASS MINERALS INTERNATION | EQUITY | 5572 | 109434 |
|  | COMPASS THERAPEUTICS INC | EQUITY | 9200 | 49404 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| COMSCORE INC | EQUITY | 508 | 3302 |
| COMSTOCK INC | EQUITY | 652 | 2452 |
| COMSTOCK RESOURCES INC | EQUITY | 15316 | 355025 |
| COMTECH TELECOMMUNICATIONS | EQUITY | 4705 | 24889 |
| CONAGRA BRANDS INC | EQUITY | 72700 | 1258437 |
| CONCENTRA GROUP HOLDINGS PAR | EQUITY | 13747 | 270541 |
| CONCENTRIX CORP | EQUITY | 7126 | 296299 |
| CONCRETE PUMPING HOLDINGS IN | EQUITY | 3856 | 25874 |
| CONDUENT INC | EQUITY | 25385 | 48739 |
| CONFLUENT INC CLASS A | EQUITY | 34329 | 1038109 |
| CONMED CORP | EQUITY | 5074 | 206004 |
| CONNECTONE BANCORP INC | EQUITY | 7304 | 191511 |
| CONOCOPHILLIPS | EQUITY | 181754 | 17013992 |
| CONSENSUS CLOUD SOLUTION | EQUITY | 2655 | 57932 |
| CONSOLIDATED EDISON INC | EQUITY | 53860 | 5349375 |
| CONSOLIDATED WATER CO ORD SH | EQUITY | 2645 | 93342 |
| CONSTELLATION BRANDS INC A | EQUITY | 21239 | 2930132 |
| CONSTELLATION ENERGY | EQUITY | 46566 | 16450371 |
| CONSTRUCTION PARTNERS INC A | EQUITY | 7006 | 760501 |
| CONTANGO SILVER + GOLD INC | EQUITY | 1200 | 31692 |
| CONTRA ADAMAS PHARMACE | EQUITY | 5694 | 342 |
| CONTRA AKERO THERAPEUT | EQUITY | 10406 | 6764 |
| CONTRA ALIMERA SCIENCE | EQUITY | 1230 | 49 |
| CONTRA CHECKPOINT THER | EQUITY | 1126 | 180 |
| CONTRA OPTINOSE INC | EQUITY | 603 | 362 |
| CONTRA PARDES BIOSCIEN | EQUITY | 5920 | 178 |
| CONTRA REXAHN PHARMACE | EQUITY | 5235 | 765 |
| CONTRA SONNET BIOTHERA | EQUITY | 17700 | 22713 |
| CONTRA SPECTRUM PHARMA | EQUITY | 26745 | 5349 |
| CONTRA VIGIL NEUROSCIE | EQUITY | 374 | 748 |
| COOPER COS INC/THE | EQUITY | 30460 | 2496502 |
| COOPER STANDARD HOLDING | EQUITY | 2974 | 97636 |
| COPART INC | EQUITY | 135164 | 5291671 |
| COPT DEFENSE PROPERTIES | EQUITY | 17969 | 499538 |
| CORBUS PHARMACEUTICALS HOLDI | EQUITY | 800 | 6512 |
| CORCEPT THERAPEUTICS INC | EQUITY | 14980 | 521304 |
| CORE + MAIN INC CLASS A | EQUITY | 29332 | 1524384 |
| CORE LABORATORIES INC | EQUITY | 7852 | 125868 |
| CORE MOLDING TECHNOLOGIES IN | EQUITY | 1453 | 29133 |
| CORE NATURAL RESOURCES INC | EQUITY | 8826 | 781189 |
| CORE SCIENTIFIC INC | EQUITY | 26100 | 380016 |
| COREBRIDGE FINANCIAL INC | EQUITY | 39300 | 1185681 |
| CORECIVIC INC | EQUITY | 20356 | 389003 |
| COREWEAVE INC CL A | EQUITY | 32600 | 2334486 |
| CORMEDIX INC | EQUITY | 5471 | 63628 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CORNING INC | EQUITY | 117511 | 10289263 |
| CORPAY INC | EQUITY | 10757 | 3237104 |
| CORSAIR GAMING INC | EQUITY | 8166 | 48506 |
| CORTEVA INC | EQUITY | 101162 | 6780889 |
| CORVEL CORP | EQUITY | 4497 | 304312 |
| CORVUS PHARMACEUTICALS INC | EQUITY | 8503 | 65473 |
| COSTAR GROUP INC | EQUITY | 65417 | 4398639 |
| COSTCO WHOLESALE CORP | EQUITY | 65373 | 56373753 |
| COTERRA ENERGY INC | EQUITY | 112646 | 2964843 |
| COTY INC CL A | EQUITY | 58704 | 180808 |
| COUPANG INC | EQUITY | 200900 | 4739231 |
| COURSERA INC | EQUITY | 16893 | 124332 |
| COUSINS PROPERTIES INC | EQUITY | 25651 | 661283 |
| COVENANT LOGISTICS GROUP INC | EQUITY | 2708 | 59684 |
| COVISTA INC | EQUITY | 5996 | 620406 |
| CPI CARD GROUP INC | EQUITY | 678 | 9953 |
| CRA INTERNATIONAL INC | EQUITY | 1106 | 221969 |
| CRACKER BARREL OLD COUNTRY | EQUITY | 3845 | 97663 |
| CRANE CO | EQUITY | 8153 | 1503658 |
| CRANE NXT CO | EQUITY | 7653 | 360227 |
| CRAWFORD + COMPANY CL A | EQUITY | 3862 | 43448 |
| CREDIT ACCEPTANCE CORP | EQUITY | 932 | 413305 |
| CREDO TECHNOLOGY GROUP HOLDI | EQUITY | 22476 | 3234072 |
| CRESCENT BIOPHARMA INC | EQUITY | 76 | 901 |
| CRESCENT ENERGY INC A | EQUITY | 24484 | 205421 |
| CRH PLC | EQUITY | 100100 | 12492480 |
| CRICUT INC CLASS A | EQUITY | 28 | 139 |
| CRINETICS PHARMACEUTICALS IN | EQUITY | 9593 | 446554 |
| CRISPR THERAPEUTICS AG | EQUITY | 12803 | 671389 |
| CROCS INC | EQUITY | 9235 | 789777 |
| CROSS COUNTRY HEALTHCARE INC | EQUITY | 5263 | 42630 |
| CROWDSTRIKE HOLDINGS INC A | EQUITY | 36290 | 17011300 |
| CROWN CASTLE INC | EQUITY | 66090 | 5873418 |
| CROWN HOLDINGS INC | EQUITY | 17989 | 1852327 |
| CRYOPORT INC | EQUITY | 8675 | 83280 |
| CS DISCO INC | EQUITY | 2055 | 15947 |
| CSG SYSTEMS INTL INC | EQUITY | 5264 | 403696 |
| CSW INDUSTRIALS INC | EQUITY | 2561 | 751730 |
| CSX CORP | EQUITY | 274360 | 9945550 |
| CTS CORP | EQUITY | 5371 | 230255 |
| CUBESMART | EQUITY | 34276 | 1235650 |
| CUE BIOPHARMA INC | EQUITY | 5032 | 1537 |
| CULLEN/FROST BANKERS INC | EQUITY | 9710 | 1229577 |
| CULLINAN THERAPEUTICS INC | EQUITY | 3980 | 41193 |
| CULP INC | EQUITY | 2071 | 7373 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| CUMMINS INC | EQUITY | 20493 | 10460652 |
| CURBLINE PROPERTIES CORP | EQUITY | 15158 | 351817 |
| CURIOSITYSTREAM INC | EQUITY | 4016 | 15261 |
| CURIS INC | EQUITY | 658 | 650 |
| CURTISS WRIGHT CORP | EQUITY | 5794 | 3194058 |
| CUSHMAN + WAKEFIELD LTD | EQUITY | 28339 | 458808 |
| CUSTOM TRUCK ONE SOURCE INC | EQUITY | 11446 | 65929 |
| CUSTOMERS BANCORP INC | EQUITY | 4454 | 325676 |
| CVB FINANCIAL CORP | EQUITY | 21430 | 398598 |
| CVR ENERGY INC | EQUITY | 4670 | 118805 |
| CVRX INC | EQUITY | 1547 | 10984 |
| CVS HEALTH CORP | EQUITY | 188916 | 14992374 |
| CYCLERION THERAPEUTICS INC | EQUITY | 413 | 525 |
| CYPHERPUNK TECHNOLOGIES INC | EQUITY | 1203 | 1395 |
| CYTEK BIOSCIENCES INC | EQUITY | 17190 | 86810 |
| CYTOKINETICS INC | EQUITY | 15398 | 978389 |
| CYTOMX THERAPEUTICS INC | EQUITY | 8319 | 35439 |
| CYTOSORBENTS CORP | EQUITY | 7999 | 5113 |
| D WAVE QUANTUM INC | EQUITY | 55000 | 1438250 |
| DAILY JOURNAL CORP | EQUITY | 110 | 53605 |
| DAKOTA GOLD CORP | EQUITY | 6300 | 35784 |
| DAKTRONICS INC | EQUITY | 5031 | 99463 |
| DAMORA THERAPEUTICS INC | EQUITY | 2400 | 55224 |
| DANA INC | EQUITY | 20707 | 491998 |
| DANAHER CORP | EQUITY | 93997 | 21517793 |
| DARDEN RESTAURANTS INC | EQUITY | 17904 | 3294694 |
| DARE BIOSCIENCE INC | EQUITY | 731 | 1411 |
| DARIOHEALTH CORP | EQUITY | 130 | 1479 |
| DARLING INGREDIENTS INC | EQUITY | 26909 | 968724 |
| DATA I/O CORP | EQUITY | 2095 | 6641 |
| DATADOG INC CLASS A | EQUITY | 47752 | 6493794 |
| DATAVAULT AI INC | EQUITY | 25900 | 16889 |
| DAUCH CORPORATION | EQUITY | 18180 | 116534 |
| DAVE + BUSTER S ENTERTAINMEN | EQUITY | 5336 | 86497 |
| DAVE INC | EQUITY | 878 | 194398 |
| DAVITA INC | EQUITY | 7205 | 818560 |
| DAY ONE BIOPHARMACEUTICALS I | EQUITY | 13541 | 126202 |
| DAYFORCE INC | EQUITY | 24043 | 1662814 |
| DECKERS OUTDOOR CORP | EQUITY | 23812 | 2468590 |
| DEERE + CO | EQUITY | 37324 | 17376935 |
| DEFINITIVE HEALTHCARE CORP | EQUITY | 6471 | 18572 |
| DELCATH SYSTEMS INC | EQUITY | 757 | 7646 |
| DELEK US HOLDINGS INC | EQUITY | 9446 | 280168 |
| DELL TECHNOLOGIES C | EQUITY | 45942 | 5783179 |
| DELTA AIR LINES INC | EQUITY | 98767 | 6854430 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DELUXE CORP | EQUITY | 7060 | 157650 |
| DENALI THERAPEUTICS INC | EQUITY | 20681 | 341443 |
| DENNY S CORP | EQUITY | 9554 | 59426 |
| DENTSPLY SIRONA INC | EQUITY | 34873 | 398598 |
| DESIGN THERAPEUTICS INC | EQUITY | 5032 | 47200 |
| DESIGNER BRANDS INC CLASS A | EQUITY | 8616 | 64017 |
| DESTINATION XL GROUP INC | EQUITY | 5885 | 5411 |
| DEVON ENERGY CORP | EQUITY | 94181 | 3449850 |
| DEXCOM INC | EQUITY | 60396 | 4008483 |
| DHI GROUP INC | EQUITY | 7794 | 12081 |
| DIAMEDICA THERAPEUTICS INC | EQUITY | 3912 | 31140 |
| DIAMOND HILL INVESTMENT GRP | EQUITY | 458 | 77631 |
| DIAMONDBACK ENERGY INC | EQUITY | 29009 | 4360923 |
| DIAMONDROCK HOSPITALITY CO | EQUITY | 36282 | 325087 |
| DIANTHUS THERAPEUTICS INC | EQUITY | 317 | 13064 |
| DICK S SPORTING GOODS INC | EQUITY | 10362 | 2051365 |
| DIEBOLD NIXDORF INC | EQUITY | 6400 | 434496 |
| DIGI INTERNATIONAL INC | EQUITY | 5444 | 235671 |
| DIGIMARC CORP | EQUITY | 2271 | 14898 |
| DIGITAL REALTY TRUST INC | EQUITY | 47787 | 7393127 |
| DIGITAL TURBINE INC | EQUITY | 14465 | 72325 |
| DIGITALBRIDGE GROUP INC | EQUITY | 23411 | 359125 |
| DIGITALOCEAN HOLDINGS INC | EQUITY | 8918 | 429134 |
| DILLARDS INC CL A | EQUITY | 543 | 329243 |
| DIME COMMUNITY BANCSHARES IN | EQUITY | 4976 | 149728 |
| DINE BRANDS GLOBAL INC | EQUITY | 2610 | 83885 |
| DIODES INC | EQUITY | 7605 | 375231 |
| DISC MEDICINE INC | EQUITY | 2945 | 233862 |
| DISTRIBUTION SOLUTIONS GROUP | EQUITY | 1616 | 44262 |
| DIVERSIFIED HEALTHCARE TRUST | EQUITY | 39251 | 190367 |
| DLH HOLDINGS CORP | EQUITY | 2481 | 14018 |
| DMC GLOBAL INC | EQUITY | 3459 | 23141 |
| DNOW INC | EQUITY | 30902 | 409452 |
| DOCGO INC | EQUITY | 12619 | 11077 |
| DOCUSIGN INC | EQUITY | 31332 | 2143109 |
| DOLBY LABORATORIES INC CL A | EQUITY | 9485 | 609127 |
| DOLLAR GENERAL CORP | EQUITY | 33523 | 4450849 |
| DOLLAR TREE INC | EQUITY | 25661 | 3156560 |
| DOMINARI HOLDINGS INC | EQUITY | 722 | 3574 |
| DOMINION ENERGY INC | EQUITY | 127851 | 7490790 |
| DOMINO S PIZZA INC | EQUITY | 4628 | 1929043 |
| DOMO INC CLASS B | EQUITY | 4628 | 39014 |
| DONALDSON CO INC | EQUITY | 18320 | 1624251 |
| DONEGAL GROUP INC B | EQUITY | 236 | 4175 |
| DONEGAL GROUP INC CL A | EQUITY | 2747 | 54885 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| DONNELLEY FINANCIAL SOLUTION | EQUITY | 4188 | 195538 |
| DOORDASH INC A | EQUITY | 55164 | 12493543 |
| DORIAN LPG LTD | EQUITY | 5495 | 133748 |
| DORMAN PRODUCTS INC | EQUITY | 4724 | 581950 |
| DOUBLEVERIFY HOLDINGS INC | EQUITY | 22400 | 256256 |
| DOUGLAS DYNAMICS INC | EQUITY | 3900 | 127335 |
| DOUGLAS ELLIMAN INC | EQUITY | 12291 | 29130 |
| DOUGLAS EMMETT INC | EQUITY | 28004 | 307764 |
| DOVER CORP | EQUITY | 21516 | 4200784 |
| DOW INC | EQUITY | 97971 | 2290562 |
| DOXIMITY INC CLASS A | EQUITY | 20727 | 917792 |
| DR HORTON INC | EQUITY | 42295 | 6091749 |
| DRAFTKINGS INC CL A | EQUITY | 74314 | 2560860 |
| DRAGONFLY ENERGY HOLDINGS CO | EQUITY | 21 | 64 |
| DREAM FINDERS HOMES INC A | EQUITY | 3148 | 53831 |
| DRIVEN BRANDS HOLDINGS INC | EQUITY | 9149 | 135588 |
| DROPBOX INC CLASS A | EQUITY | 27572 | 766502 |
| DT MIDSTREAM INC | EQUITY | 16136 | 1931156 |
| DTE ENERGY COMPANY | EQUITY | 30842 | 3978001 |
| DUCOMMUN INC | EQUITY | 1925 | 183125 |
| DUKE ENERGY CORP | EQUITY | 115762 | 13568464 |
| DULUTH HOLDINGS INC CL B | EQUITY | 1685 | 3505 |
| DUOLINGO | EQUITY | 5842 | 1025271 |
| DUPONT DE NEMOURS INC | EQUITY | 63600 | 2556720 |
| DUTCH BROS INC CLASS A | EQUITY | 17325 | 1060637 |
| DXC TECHNOLOGY CO | EQUITY | 28356 | 415415 |
| DXP ENTERPRISES INC | EQUITY | 2930 | 321685 |
| DYCOM INDUSTRIES INC | EQUITY | 4649 | 1570897 |
| DYNATRACE INC | EQUITY | 46020 | 1994507 |
| DYNAVAX TECHNOLOGIES CORP | EQUITY | 18597 | 286022 |
| DYNE THERAPEUTICS INC | EQUITY | 7080 | 138485 |
| DYNEX CAPITAL INC | EQUITY | 9355 | 131064 |
| EAGLE BANCORP INC | EQUITY | 5334 | 114254 |
| EAGLE MATERIALS INC | EQUITY | 5555 | 1148107 |
| EAST WEST BANCORP INC | EQUITY | 21200 | 2382668 |
| EASTERLY GOVERNMENT PROPERTI | EQUITY | 5688 | 120529 |
| EASTERN BANKSHARES INC | EQUITY | 35847 | 660660 |
| EASTERN CO/THE | EQUITY | 1040 | 20478 |
| EASTGROUP PROPERTIES INC | EQUITY | 7656 | 1363840 |
| EASTMAN CHEMICAL CO | EQUITY | 17659 | 1127174 |
| EASTMAN KODAK CO | EQUITY | 11616 | 98271 |
| EATON CORP PLC | EQUITY | 58042 | 18486957 |
| EBAY INC | EQUITY | 65722 | 5724386 |
| ECHOSTAR CORP A | EQUITY | 18864 | 2050517 |
| ECOLAB INC | EQUITY | 37748 | 9909605 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| ECOVYST INC | EQUITY |  | 20674 | 201158 |
| EDGEWELL PERSONAL CARE CO | EQUITY |  | 7890 | 134525 |
| EDGEWISE THERAPEUTICS INC | EQUITY |  | 7427 | 184301 |
| EDISON INTERNATIONAL | EQUITY |  | 60619 | 3638352 |
| EDITAS MEDICINE INC | EQUITY |  | 52581 | 107791 |
| EDUCATIONAL DEVELOPMENT CORP | EQUITY |  | 1476 | 1948 |
| EDWARDS LIFESCIENCES CORP | EQUITY |  | 87169 | 7431157 |
| EGAIN CORP | EQUITY |  | 3291 | 33864 |
| EHEALTH INC | EQUITY |  | 3885 | 17871 |
| EL POLLO LOCO HOLDINGS INC | EQUITY |  | 3525 | 36872 |
| ELANCO ANIMAL HEALTH INC | EQUITY |  | 75830 | 1716033 |
| ELASTIC NV | EQUITY |  | 13437 | 1013687 |
| ELECTROMED INC | EQUITY |  | 2042 | 59463 |
| ELECTRONIC ARTS INC | EQUITY |  | 33573 | 6859971 |
| ELEDON PHARMACEUTICALS INC | EQUITY |  | 2657 | 4012 |
| ELEMENT SOLUTIONS INC | EQUITY |  | 35914 | 897491 |
| ELEVANCE HEALTH INC | EQUITY |  | 32945 | 11548870 |
| ELF BEAUTY INC | EQUITY |  | 8913 | 677745 |
| ELI LILLY + CO | EQUITY |  | 117764 | 126558616 |
| ELLINGTON FINANCIAL INC | EQUITY |  | 13734 | 186508 |
| ELME COMMUNITIES | EQUITY |  | 14241 | 247793 |
| EMBECTA CORP | EQUITY |  | 9808 | 116519 |
| EMCOR GROUP INC | EQUITY |  | 6193 | 3788815 |
| EMERGENT BIOSOLUTIONS INC | EQUITY |  | 7851 | 97038 |
| EMERSON ELECTRIC CO | EQUITY |  | 82965 | 11011115 |
| E-MINI RUSS 2000 MAR 26 | FUTURE | 3/20/2026 | 1400 | (161909) |
| EMPIRE STATE REALTY TRUST A | EQUITY |  | 23748 | 154837 |
| EMPLOYERS HOLDINGS INC | EQUITY |  | 4651 | 200784 |
| ENANTA PHARMACEUTICALS INC | EQUITY |  | 3340 | 52672 |
| ENCOMPASS HEALTH CORP | EQUITY |  | 15338 | 1627975 |
| ENCORE CAPITAL GROUP INC | EQUITY |  | 4065 | 220933 |
| ENERGIZER HOLDINGS INC | EQUITY |  | 10896 | 216721 |
| ENERGOUS CORP | EQUITY |  | 30 | 120 |
| ENERGY RECOVERY INC | EQUITY |  | 8801 | 118725 |
| ENERGY VAULT HOLDINGS INC | EQUITY |  | 12300 | 56703 |
| ENERPAC TOOL GROUP CORP | EQUITY |  | 10070 | 385077 |
| ENERSYS | EQUITY |  | 5997 | 880060 |
| ENHABIT INC | EQUITY |  | 8119 | 74857 |
| ENLIVEN THERAPEUTICS INC | EQUITY |  | 2800 | 43120 |
| ENNIS INC | EQUITY |  | 2072 | 37317 |
| ENOVA INTERNATIONAL INC | EQUITY |  | 5237 | 823256 |
| ENOVIS CORP | EQUITY |  | 8128 | 216530 |
| ENOVIX CORP | EQUITY |  | 25243 | 184526 |
| ENPHASE ENERGY INC | EQUITY |  | 22194 | 711318 |
| ENPRO INC | EQUITY |  | 3454 | 739605 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ENSIGN GROUP INC/THE | EQUITY | 9285 | 1617447 |
| ENTEGRIS INC | EQUITY | 23012 | 1938761 |
| ENTERGY CORP | EQUITY | 65226 | 6028839 |
| ENTERPRISE FINANCIAL SERVICE | EQUITY | 6156 | 332424 |
| ENTRADA THERAPEUTICS INC | EQUITY | 2994 | 30778 |
| ENTRAVISION COMMUNICATIONS A | EQUITY | 12141 | 35573 |
| ENVIRI CORP | EQUITY | 12490 | 223821 |
| ENVISTA HOLDINGS CORP | EQUITY | 26132 | 567326 |
| EOG RESOURCES INC | EQUITY | 82879 | 8703124 |
| EOS ENERGY ENTERPRISES INC | EQUITY | 46866 | 537084 |
| EPAM SYSTEMS INC | EQUITY | 8618 | 1765656 |
| EPLUS INC | EQUITY | 4274 | 374830 |
| EPR PROPERTIES | EQUITY | 12483 | 622902 |
| EPSILON ENERGY LTD | EQUITY | 3380 | 15683 |
| EQT CORP | EQUITY | 91482 | 4903435 |
| EQUIFAX INC | EQUITY | 18882 | 4097016 |
| EQUILLIUM INC | EQUITY | 4464 | 6919 |
| EQUINIX INC | EQUITY | 14769 | 11315417 |
| EQUITABLE HOLDINGS INC | EQUITY | 44608 | 2125571 |
| EQUITY BANCSHARES INC CL A | EQUITY | 2786 | 124395 |
| EQUITY LIFESTYLE PROPERTIES | EQUITY | 29745 | 1802844 |
| EQUITY RESIDENTIAL | EQUITY | 53580 | 3377683 |
| ERASCA INC | EQUITY | 11201 | 41668 |
| ERIE INDEMNITY COMPANY CL A | EQUITY | 3797 | 1088410 |
| ESAB CORP | EQUITY | 9528 | 1064468 |
| ESC NII HLDGS INC BE | EQUITY | 20592 | 5354 |
| ESC SRAX, INC. | EQUITY | 4557 | 365 |
| ESCALADE INC | EQUITY | 1551 | 20923 |
| ESCO TECHNOLOGIES INC | EQUITY | 4157 | 812236 |
| ESPERION THERAPEUTICS INC | EQUITY | 9803 | 36271 |
| ESPEY MFG + ELECTRONICS CORP | EQUITY | 387 | 18239 |
| ESQUIRE FINANCIAL HOLDINGS I | EQUITY | 1447 | 147695 |
| ESS TECH INC | EQUITY | 16214 | 30482 |
| ESSENT GROUP LTD | EQUITY | 17030 | 1107120 |
| ESSENTIAL PROPERTIES REALTY | EQUITY | 26192 | 776855 |
| ESSENTIAL UTILITIES INC | EQUITY | 38692 | 1484225 |
| ESSEX PROPERTY TRUST INC | EQUITY | 9827 | 2571529 |
| ESTEE LAUDER COMPANIES CL A | EQUITY | 37016 | 3876316 |
| ESTRELLA IMMUNOPHARMA INC | EQUITY | 10600 | 16536 |
| ETON PHARMACEUTICALS INC | EQUITY | 5531 | 93529 |
| ETSY INC | EQUITY | 14753 | 817906 |
| EURONET WORLDWIDE INC | EQUITY | 6545 | 498140 |
| EUROPEAN WAX CENTER INC A | EQUITY | 4706 | 16942 |
| EVENTBRITE INC CLASS A | EQUITY | 12168 | 54148 |
| EVERCOMMERCE INC | EQUITY | 6223 | 75361 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| EVERCORE INC A | EQUITY | 5742 | 1953716 |
| EVEREST GROUP LTD | EQUITY | 6150 | 2087003 |
| EVERGY INC | EQUITY | 28538 | 2068720 |
| EVERPURE INC A | EQUITY | 47714 | 3197315 |
| EVERQUOTE INC CLASS A | EQUITY | 3341 | 90207 |
| EVERSOURCE ENERGY | EQUITY | 57470 | 3869455 |
| EVERSPIN TECHNOLOGIES INC | EQUITY | 3261 | 30262 |
| EVERTEC INC | EQUITY | 10177 | 296049 |
| EVERUS CONSTRUCTION GROUP | EQUITY | 8342 | 713742 |
| EVGO INC | EQUITY | 11522 | 33529 |
| EVI INDUSTRIES INC | EQUITY | 595 | 14661 |
| EVOLENT HEALTH INC A | EQUITY | 18536 | 74144 |
| EVOLUS INC | EQUITY | 6152 | 40911 |
| EVOLUTION PETROLEUM CORP | EQUITY | 6132 | 21707 |
| EVOLV TECHNOLOGIES HOLDINGS | EQUITY | 14769 | 105746 |
| EW SCRIPPS CO/THE A | EQUITY | 9527 | 38013 |
| EXACT SCIENCES CORP | EQUITY | 30420 | 3089455 |
| EXAGEN INC | EQUITY | 2691 | 16361 |
| EXCELERATE ENERGY INC A | EQUITY | 2700 | 75735 |
| EXELIXIS INC | EQUITY | 44005 | 1928739 |
| EXELON CORP | EQUITY | 146068 | 6367104 |
| EXLSERVICE HOLDINGS INC | EQUITY | 24460 | 1038082 |
| EXP WORLD HOLDINGS INC | EQUITY | 12926 | 116980 |
| EXPAND ENERGY CORP | EQUITY | 32409 | 3576657 |
| EXPEDIA GROUP INC | EQUITY | 16775 | 4752525 |
| EXPEDITORS INTL WASH INC | EQUITY | 21296 | 3173317 |
| EXPENSIFY INC A | EQUITY | 7731 | 11674 |
| EXPONENT INC | EQUITY | 8512 | 591244 |
| EXPRO GROUP HOLDINGS NV | EQUITY | 14520 | 193842 |
| EXTRA SPACE STORAGE INC | EQUITY | 32310 | 4207408 |
| EXTREME NETWORKS INC | EQUITY | 21015 | 349900 |
| EXXON MOBIL CORP | EQUITY | 625403 | 75260997 |
| EYEPOINT INC | EQUITY | 4955 | 90528 |
| EZCORP INC CL A | EQUITY | 10080 | 195754 |
| F+G ANNUITIES + LIFE INC | EQUITY | 2470 | 76200 |
| F5 INC | EQUITY | 8966 | 2288661 |
| FABRINET | EQUITY | 4294 | 1954972 |
| FACTSET RESEARCH SYSTEMS INC | EQUITY | 5709 | 1656695 |
| FAIR ISAAC CORP | EQUITY | 3562 | 6021988 |
| FARMER BROS CO | EQUITY | 3379 | 4933 |
| FARMERS + MERCHANTS BANCO/OH | EQUITY | 1789 | 44224 |
| FARMERS NATL BANC CORP | EQUITY | 5394 | 71848 |
| FARMLAND PARTNERS INC | EQUITY | 7997 | 77491 |
| FASTENAL CO | EQUITY | 164502 | 6601465 |
| FASTLY INC CLASS A | EQUITY | 19641 | 199945 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | FATE THERAPEUTICS INC | EQUITY | 12844 | 12621 |
| | FATHOM HOLDINGS INC | EQUITY | 527 | 532 |
| | FB FINANCIAL CORP | EQUITY | 6492 | 362254 |
| | FEDERAL AGRIC MTG CORP CL C | EQUITY | 1729 | 303561 |
| | FEDERAL REALTY INVS TRUST | EQUITY | 11746 | 1183997 |
| | FEDERAL SIGNAL CORP | EQUITY | 10086 | 1095239 |
| | FEDERATED HERMES INC | EQUITY | 10897 | 567407 |
| | FEDEX CORP | EQUITY | 32286 | 9326134 |
| | FERGUSON ENTERPRISES INC | EQUITY | 29400 | 6545322 |
| | FG NEXUS INC | EQUITY | 146 | 402 |
| \* | FIDELITY D+D BANCORP INC | EQUITY | 522 | 22723 |
| \* | FIDELITY NATIONAL FINANCIAL | EQUITY | 41181 | 2248071 |
| \* | FIDELITY NATIONAL INFO SERV | EQUITY | 73914 | 4912324 |
|  | FIFTH THIRD BANCORP | EQUITY | 102184 | 4783233 |
|  | FIGS INC CLASS A | EQUITY | 20769 | 235936 |
|  | FILANA THERAPEUTICS INC | EQUITY | 6239 | 12353 |
|  | FINANCE OF AMERICA COS INC A | EQUITY | 495 | 11984 |
|  | FINANCIAL INSTITUTIONS INC | EQUITY | 2371 | 73904 |
|  | FIRST ADVANTAGE CORP | EQUITY | 10564 | 153495 |
|  | FIRST AMERICAN FINANCIAL | EQUITY | 15646 | 961290 |
|  | FIRST BANCORP INC/ME | EQUITY | 1263 | 33394 |
|  | FIRST BANCORP PUERTO RICO | EQUITY | 29357 | 608571 |
|  | FIRST BANCORP/NC | EQUITY | 7510 | 381433 |
|  | FIRST BUSEY CORP | EQUITY | 13310 | 316645 |
|  | FIRST BUSINESS FINANCIAL SER | EQUITY | 1526 | 82862 |
|  | FIRST CAPITAL INC | EQUITY | 520 | 30784 |
|  | FIRST CITIZENS BCSHS CL A | EQUITY | 1554 | 3335164 |
|  | FIRST COMMONWEALTH FINL CORP | EQUITY | 18011 | 303665 |
|  | FIRST COMMUNITY BANKSHARES | EQUITY | 3067 | 103450 |
|  | FIRST COMMUNITY CORP | EQUITY | 1213 | 35965 |
|  | FIRST FINANCIAL BANCORP | EQUITY | 15731 | 393590 |
|  | FIRST FINANCIAL CORP | EQUITY | 1700 | 102714 |
|  | FIRST FINL BANKSHARES INC | EQUITY | 21779 | 650539 |
|  | FIRST FOUNDATION INC | EQUITY | 8165 | 50296 |
|  | FIRST HAWAIIAN INC | EQUITY | 20673 | 523027 |
|  | FIRST HORIZON CORP | EQUITY | 81827 | 1955665 |
|  | FIRST INDUSTRIAL REALTY TR | EQUITY | 20188 | 1156167 |
|  | FIRST INTERNET BANCORP | EQUITY | 1275 | 26609 |
|  | FIRST INTERSTATE BANCSYS A | EQUITY | 13995 | 484227 |
|  | FIRST MERCHANTS CORP | EQUITY | 10793 | 404522 |
|  | FIRST MID BANCSHARES INC | EQUITY | 2514 | 98046 |
|  | FIRST NATIONAL CORP/VA | EQUITY | 1183 | 29859 |
|  | FIRST NORTHWEST BANCORP | EQUITY | 2001 | 18769 |
|  | FIRST SOLAR INC | EQUITY | 14136 | 3692747 |
|  | FIRST UNITED CORP | EQUITY | 662 | 24785 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FIRST WATCH RESTAURANT GROUP | EQUITY | 4529 | 68297 |
| FIRST WESTERN FINANCIAL INC | EQUITY | 906 | 24290 |
| FIRSTCASH HOLDINGS INC | EQUITY | 5608 | 893803 |
| FIRSTENERGY CORP | EQUITY | 70847 | 3171820 |
| FISCALNOTE HOLDINGS INC | EQUITY | 300 | 441 |
| FISERV INC | EQUITY | 77103 | 5179009 |
| FIVE BELOW | EQUITY | 9335 | 1758341 |
| FIVE STAR BANCORP | EQUITY | 1699 | 60790 |
| FIVE9 INC | EQUITY | 11727 | 235126 |
| FLAGSTAR BANK NA | EQUITY | 40353 | 508044 |
| FLEX LTD | EQUITY | 57600 | 3480192 |
| FLEXSTEEL INDS | EQUITY | 822 | 32461 |
| FLOOR + DECOR HOLDINGS INC A | EQUITY | 17641 | 1074160 |
| FLOTEK INDUSTRIES INC | EQUITY | 1572 | 27086 |
| FLOWERS FOODS INC | EQUITY | 31932 | 347420 |
| FLOWSERVE CORP | EQUITY | 21801 | 1512553 |
| FLUENCE ENERGY INC | EQUITY | 6718 | 132882 |
| FLUENT INC | EQUITY | 1463 | 3511 |
| FLUOR CORP | EQUITY | 26050 | 1032362 |
| FLUSHING FINANCIAL CORP | EQUITY | 5762 | 87410 |
| FLUTTER ENTERTAINMENT PLC DI | EQUITY | 26200 | 5634048 |
| FLYWIRE CORP VOTING | EQUITY | 19490 | 275978 |
| FMC CORP | EQUITY | 20200 | 280174 |
| FNB CORP | EQUITY | 49604 | 848228 |
| FOCUS UNIVERSAL INC | EQUITY | 478 | 387 |
| FOGHORN THERAPEUTICS INC | EQUITY | 3570 | 19278 |
| FORD MOTOR CO | EQUITY | 582904 | 7647700 |
| FORESTAR GROUP INC | EQUITY | 2789 | 68693 |
| FORGE GLOBAL HOLDINGS INC | EQUITY | 1286 | 57304 |
| FORIAN INC | EQUITY | 3358 | 7119 |
| FORMFACTOR INC | EQUITY | 12721 | 709577 |
| FORRESTER RESEARCH INC | EQUITY | 1955 | 15875 |
| FORTINET INC | EQUITY | 96910 | 7695623 |
| FORTIVE CORP | EQUITY | 41751 | 2305073 |
| FORTREA HOLDINGS INC | EQUITY | 14091 | 243070 |
| FORTRESS BIOTECH INC | EQUITY | 859 | 3144 |
| FORTUNE BRANDS INNOVATIONS I | EQUITY | 19499 | 975340 |
| FORUM ENERGY TECHNOLOGIES IN | EQUITY | 1922 | 71018 |
| FORWARD AIR CORP | EQUITY | 3996 | 99900 |
| FOSSIL GROUP INC | EQUITY | 8539 | 32107 |
| FOSTER (LB) CO A | EQUITY | 1228 | 33095 |
| FOUR CORNERS PROPERTY TRUST | EQUITY | 15121 | 348690 |
| FOX CORP CLASS A | EQUITY | 34100 | 2491687 |
| FOX CORP CLASS B | EQUITY | 14782 | 959795 |
| FOX FACTORY HOLDING CORP | EQUITY | 6714 | 114877 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| FRANKLIN BSP REALTY TRUST IN | EQUITY | 14100 | 141423 |
| FRANKLIN COVEY CO | EQUITY | 1953 | 32771 |
| FRANKLIN ELECTRIC CO INC | EQUITY | 6623 | 632695 |
| FRANKLIN RESOURCES INC | EQUITY | 47193 | 1127441 |
| FRANKLIN STREET PROPERTIES C | EQUITY | 16574 | 15676 |
| FREEPORT MCMORAN INC | EQUITY | 210463 | 10689416 |
| FREQUENCY ELECTRONICS INC | EQUITY | 1200 | 64608 |
| FRESH DEL MONTE PRODUCE INC | EQUITY | 5127 | 182675 |
| FRESHPET INC | EQUITY | 8022 | 488780 |
| FRESHWORKS INC CL A | EQUITY | 26303 | 322212 |
| FRIEDMAN INDUSTRIES | EQUITY | 1493 | 30592 |
| FRONTDOOR INC | EQUITY | 12936 | 746278 |
| FRONTIER COMMUNICATIONS PARE | EQUITY | 37105 | 1412587 |
| FRONTIER GROUP HOLDINGS INC | EQUITY | 5293 | 24930 |
| FRP HOLDINGS INC | EQUITY | 2312 | 52690 |
| FS BANCORP INC | EQUITY | 1528 | 62908 |
| FTAI AVIATION LTD | EQUITY | 15800 | 3110230 |
| FTAI INFRASTRUCTURE INC | EQUITY | 18500 | 85285 |
| FTC SOLAR INC | EQUITY | 361 | 3939 |
| FTE NETWORKS INC | EQUITY | 676 | 1014 |
| FTI CONSULTING INC | EQUITY | 5658 | 966556 |
| FUBOTV INC CLASS A | EQUITY | 48721 | 122777 |
| FUELCELL ENERGY INC | EQUITY | 2204 | 16111 |
| FULCRUM THERAPEUTICS INC | EQUITY | 7942 | 89824 |
| FULGENT GENETICS INC | EQUITY | 3056 | 80281 |
| FULL HOUSE RESORTS INC | EQUITY | 4447 | 11607 |
| FULTON FINANCIAL CORP | EQUITY | 27303 | 527767 |
| FUNKO INC CLASS A | EQUITY | 4439 | 15093 |
| FUTUREFUEL CORP | EQUITY | 5026 | 16033 |
| FVCBANKCORP INC | EQUITY | 1343 | 18681 |
| GAIA INC | EQUITY | 1917 | 6959 |
| GALAXY DIGITAL INC A | EQUITY | 24900 | 556764 |
| GALECTIN THERAPEUTICS INC | EQUITY | 9881 | 41105 |
| GAMESTOP CORP CLASS A | EQUITY | 42616 | 855729 |
| GAMING AND LEISURE PROPERTIE | EQUITY | 41816 | 1868757 |
| GAP INC/THE | EQUITY | 34892 | 893235 |
| GARMIN LTD | EQUITY | 23490 | 4764947 |
| GARRETT MOTION INC | EQUITY | 18602 | 324233 |
| GARTNER INC | EQUITY | 11426 | 2882551 |
| GATES INDUSTRIAL CORP PLC | EQUITY | 22279 | 478330 |
| GATX CORP | EQUITY | 5786 | 981306 |
| GCI LIBERTY INC CL A | EQUITY | 548 | 20205 |
| GCI LIBERTY INC CL C | EQUITY | 5257 | 195613 |
| GCM GROSVENOR INC CLASS A | EQUITY | 2631 | 29783 |
| GE HEALTHCARE TECHNOLOGY | EQUITY | 70303 | 5766252 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GE VERNOVA INC | EQUITY | 40577 | 26519910 |
| GEN DIGITAL INC | EQUITY | 83048 | 2258075 |
| GENASYS INC | EQUITY | 5360 | 11497 |
| GENCO SHIPPING + TRADING LTD | EQUITY | 6027 | 111078 |
| GENCOR INDUSTRIES INC | EQUITY | 1459 | 18909 |
| GENEDX HOLDINGS CORP | EQUITY | 3131 | 407218 |
| GENELUX CORP | EQUITY | 3900 | 17004 |
| GENERAC HOLDINGS INC | EQUITY | 9778 | 1333426 |
| GENERAL DYNAMICS CORP | EQUITY | 37611 | 12662119 |
| GENERAL ELECTRIC | EQUITY | 155350 | 47852461 |
| GENERAL MILLS INC | EQUITY | 80820 | 3758130 |
| GENERAL MOTORS CO | EQUITY | 136094 | 11067164 |
| GENERATION BIO CO | EQUITY | 726 | 4124 |
| GENESCO INC | EQUITY | 2048 | 50729 |
| GENIE ENERGY LTD B | EQUITY | 4481 | 61748 |
| GENPACT LTD | EQUITY | 24703 | 1155606 |
| GENTEX CORP | EQUITY | 32607 | 758765 |
| GENTHERM INC | EQUITY | 5439 | 197816 |
| GENUINE PARTS CO | EQUITY | 21130 | 2598145 |
| GENWORTH FINANCIAL INC | EQUITY | 72341 | 653239 |
| GEO GROUP INC/THE | EQUITY | 20727 | 334119 |
| GEOSPACE TECHNOLOGIES CORP | EQUITY | 2442 | 41294 |
| GERMAN AMERICAN BANCORP | EQUITY | 5020 | 196684 |
| GERON CORP | EQUITY | 79357 | 104751 |
| GETTY IMAGES HOLDINGS INC | EQUITY | 6000 | 8040 |
| GETTY REALTY CORP | EQUITY | 7965 | 218002 |
| GEVO INC | EQUITY | 32567 | 65134 |
| GIBRALTAR INDUSTRIES INC | EQUITY | 5185 | 256346 |
| GILEAD SCIENCES INC | EQUITY | 183377 | 22507693 |
| GINKGO BIOWORKS HOLDINGS INC | EQUITY | 5182 | 43062 |
| GITLAB INC CL A | EQUITY | 14676 | 550790 |
| GLACIER BANCORP INC | EQUITY | 19574 | 862235 |
| GLADSTONE COMMERCIAL CORP | EQUITY | 6402 | 68309 |
| GLADSTONE LAND CORP | EQUITY | 4941 | 45210 |
| GLAUKOS CORP | EQUITY | 8061 | 910168 |
| GLOBAL BUSINESS TRAVEL GROUP | EQUITY | 7700 | 58905 |
| GLOBAL NET LEASE INC | EQUITY | 31336 | 269490 |
| GLOBAL PAYMENTS INC | EQUITY | 31176 | 2413022 |
| GLOBAL WATER RESOURCES INC | EQUITY | 2070 | 17492 |
| GLOBALSTAR INC | EQUITY | 7346 | 448400 |
| GLOBE LIFE INC | EQUITY | 13699 | 1915942 |
| GLOBUS MEDICAL INC A | EQUITY | 17968 | 1568786 |
| GODADDY INC CLASS A | EQUITY | 21667 | 2688441 |
| GOGO INC | EQUITY | 11387 | 53063 |
| GOHEALTH INC CLASS A | EQUITY | 644 | 1385 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GOLD RESOURCE CORP | EQUITY |  |  | 12085 | 10006 |
| GOLD.COM INC | EQUITY |  |  | 2916 | 99290 |
| GOLDEN ENTERTAINMENT INC | EQUITY |  |  | 3409 | 92691 |
| GOLDMAN SACHS GROUP INC | EQUITY |  |  | 44364 | 38995956 |
| GOODRX HOLDINGS INC CLASS A | EQUITY |  |  | 14738 | 39940 |
| GOODYEAR TIRE + RUBBER CO | EQUITY |  |  | 46505 | 407384 |
| GOOSEHEAD INSURANCE INC A | EQUITY |  |  | 3921 | 288782 |
| GOPRO INC CLASS A | EQUITY |  |  | 20833 | 29375 |
| GORMAN RUPP CO | EQUITY |  |  | 3493 | 166791 |
| GOSSAMER BIO INC | EQUITY |  |  | 82006 | 254219 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8% | 37171944 | 37171944 |
| GPGI INC | EQUITY |  |  | 5100 | 98328 |
| GRACO INC | EQUITY |  |  | 20218 | 1657269 |
| GRAFTECH INTERNATIONAL LTD | EQUITY |  |  | 3157 | 48965 |
| GRAHAM CORP | EQUITY |  |  | 1666 | 107007 |
| GRAHAM HOLDINGS CO CLASS B | EQUITY |  |  | 553 | 607526 |
| GRAIL INC | EQUITY |  |  | 4887 | 418278 |
| GRAND CANYON EDUCATION INC | EQUITY |  |  | 5025 | 835708 |
| GRANITE CONSTRUCTION INC | EQUITY |  |  | 7504 | 865586 |
| GRANITE POINT MORTGAGE TRUST | EQUITY |  |  | 7761 | 18626 |
| GRANITE RIDGE RESOURCES INC | EQUITY |  |  | 2300 | 10810 |
| GRAPHIC PACKAGING HOLDING CO | EQUITY |  |  | 45434 | 684236 |
| GRAY MEDIA INC | EQUITY |  |  | 14499 | 70175 |
| GREAT LAKES DREDGE + DOCK CO | EQUITY |  |  | 10509 | 137878 |
| GREAT SOUTHERN BANCORP INC | EQUITY |  |  | 1500 | 92340 |
| GREEN BRICK PARTNERS INC | EQUITY |  |  | 4336 | 271694 |
| GREEN DOT CORP CLASS A | EQUITY |  |  | 8422 | 107886 |
| GREEN PLAINS INC | EQUITY |  |  | 9605 | 94129 |
| GREENBRIER COMPANIES INC | EQUITY |  |  | 4842 | 226315 |
| GREENE COUNTY BANCORP INC | EQUITY |  |  | 1600 | 35568 |
| GREENIDGE GENERATION HOLDING | EQUITY |  |  | 142 | 210 |
| GREENLIGHT CAPITAL RE LTD A | EQUITY |  |  | 5980 | 87188 |
| GREENWICH LIFESCIENCES INC | EQUITY |  |  | 602 | 12648 |
| GREIF INC CL A | EQUITY |  |  | 4200 | 284340 |
| GREIF INC CL B | EQUITY |  |  | 277 | 20689 |
| GRID DYNAMICS HOLDINGS INC | EQUITY |  |  | 9031 | 81550 |
| GRIFFON CORP | EQUITY |  |  | 6814 | 501851 |
| GRINDR INC | EQUITY |  |  | 4300 | 58222 |
| GROCERY OUTLET HOLDING CORP | EQUITY |  |  | 16869 | 170377 |
| GROUP 1 AUTOMOTIVE INC | EQUITY |  |  | 2237 | 879812 |
| GROUPON INC | EQUITY |  |  | 3878 | 68292 |
| GROWGENERATION CORP | EQUITY |  |  | 8764 | 13146 |
| GSI TECHNOLOGY INC | EQUITY |  |  | 3383 | 21008 |
| GUARDANT HEALTH INC | EQUITY |  |  | 19164 | 1957411 |
| GUESS? INC | EQUITY |  |  | 4016 | 67268 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| GUIDEWIRE SOFTWARE INC | EQUITY | 12945 | 2602074 |
| GULF ISLAND FABRICATION INC | EQUITY | 2591 | 31014 |
| GULFPORT ENERGY CORP | EQUITY | 1564 | 325296 |
| GXO LOGISTICS INC | EQUITY | 19706 | 1037324 |
| H.B. FULLER CO. | EQUITY | 8700 | 517302 |
| H+R BLOCK INC | EQUITY | 21502 | 937057 |
| H2O AMERICA | EQUITY | 5241 | 256757 |
| HA SUSTAINABLE INFRASTRUCTUR | EQUITY | 17548 | 551534 |
| HACKETT GROUP INC/THE | EQUITY | 4614 | 90573 |
| HAEMONETICS CORP/MASS | EQUITY | 7753 | 621403 |
| HAGERTY INC A | EQUITY | 4731 | 63585 |
| HAIN CELESTIAL GROUP INC | EQUITY | 15083 | 16139 |
| HALLADOR ENERGY CO | EQUITY | 5131 | 97694 |
| HALLIBURTON CO | EQUITY | 121590 | 3436133 |
| HALOZYME THERAPEUTICS INC | EQUITY | 20190 | 1358787 |
| HAMILTON BEACH BRAND A | EQUITY | 1246 | 20497 |
| HAMILTON LANE INC CLASS A | EQUITY | 6025 | 809218 |
| HANCOCK WHITNEY CORP | EQUITY | 14181 | 903046 |
| HANMI FINANCIAL CORPORATION | EQUITY | 4791 | 129501 |
| HANOVER INSURANCE GROUP INC/ | EQUITY | 5706 | 1042886 |
| HARLEY DAVIDSON INC | EQUITY | 21655 | 443711 |
| HARMONIC INC | EQUITY | 18923 | 187148 |
| HARMONY BIOSCIENCES HOLDINGS | EQUITY | 5702 | 213369 |
| HARROW INC | EQUITY | 4521 | 221529 |
| HARTFORD INSURANCE GROUP INC | EQUITY | 41840 | 5765552 |
| HARVARD BIOSCIENCE INC | EQUITY | 6728 | 4500 |
| HARVEST NATURAL RESOURCES IN | EQUITY | 3075 | 20357 |
| HASBRO INC | EQUITY | 21499 | 1762918 |
| HAVERTY FURNITURE | EQUITY | 2356 | 55036 |
| HAWAIIAN ELECTRIC INDS | EQUITY | 18708 | 230108 |
| HAWKINS INC | EQUITY | 2904 | 412542 |
| HAWTHORN BANCSHARES INC | EQUITY | 1471 | 51308 |
| HAYWARD HOLDINGS INC | EQUITY | 21041 | 325083 |
| HBT FINANCIAL INC/DE | EQUITY | 1605 | 41489 |
| HCA HEALTHCARE INC | EQUITY | 24353 | 11369442 |
| HCI GROUP INC | EQUITY | 988 | 189390 |
| HEALTH CATALYST INC | EQUITY | 8520 | 20363 |
| HEALTHCARE REALTY TRUST INC | EQUITY | 54189 | 918504 |
| HEALTHCARE SERVICES GROUP | EQUITY | 12031 | 230033 |
| HEALTHEQUITY INC | EQUITY | 13278 | 1216398 |
| HEALTHPEAK PROPERTIES INC | EQUITY | 106611 | 1714305 |
| HEALTHSTREAM INC | EQUITY | 3856 | 88958 |
| HEARTLAND EXPRESS INC | EQUITY | 7400 | 66822 |
| HECLA MINING CO | EQUITY | 95566 | 1833912 |
| HEICO CORP | EQUITY | 6085 | 1969045 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HEICO CORP CLASS A | EQUITY | 11592 | 2926169 |
| HELEN OF TROY LTD | EQUITY | 3966 | 84278 |
| HELIOS TECHNOLOGIES INC | EQUITY | 5130 | 274404 |
| HELIX ENERGY SOLUTIONS GROUP | EQUITY | 22170 | 139006 |
| HELMERICH + PAYNE | EQUITY | 16206 | 464788 |
| HENNESSY ADVISORS INC | EQUITY | 950 | 9120 |
| HENRY SCHEIN INC | EQUITY | 19016 | 1437229 |
| HERBALIFE LTD | EQUITY | 15959 | 205712 |
| HERC HOLDINGS INC | EQUITY | 5478 | 812826 |
| HERITAGE COMMERCE CORP | EQUITY | 9253 | 111129 |
| HERITAGE FINANCIAL CORP | EQUITY | 5884 | 139157 |
| HERITAGE GLOBAL INC | EQUITY | 5051 | 6263 |
| HERITAGE INSURANCE HOLDINGS | EQUITY | 4325 | 126550 |
| HERON THERAPEUTICS INC | EQUITY | 16421 | 21347 |
| HERSHEY CO/THE | EQUITY | 22731 | 4136587 |
| HERTZ GLOBAL HLDGS INC | EQUITY | 21999 | 113075 |
| HEWLETT PACKARD ENTERPRISE | EQUITY | 203422 | 4886196 |
| HEXCEL CORP | EQUITY | 14013 | 1035561 |
| HF FOODS GROUP INC | EQUITY | 6285 | 13513 |
| HF SINCLAIR CORP | EQUITY | 24629 | 1134904 |
| HIGHPEAK ENERGY INC | EQUITY | 2300 | 10902 |
| HIGHWOODS PROPERTIES INC | EQUITY | 17236 | 445034 |
| HILLENBRAND INC | EQUITY | 11809 | 374581 |
| HILLMAN SOLUTIONS CORP | EQUITY | 38009 | 329158 |
| HILTON GRAND VACATIONS INC | EQUITY | 11188 | 500663 |
| HILTON WORLDWIDE HOLDINGS IN | EQUITY | 33138 | 9518891 |
| HIMS + HERS HEALTH INC | EQUITY | 26257 | 852565 |
| HINGHAM INSTITUTION FOR SVGS | EQUITY | 235 | 66731 |
| HIPPO HOLDINGS INC | EQUITY | 2449 | 73666 |
| HIREQUEST INC | EQUITY | 1227 | 12896 |
| HNI CORP | EQUITY | 7969 | 335017 |
| HOLLEY INC | EQUITY | 6075 | 25090 |
| HOLOGIC INC | EQUITY | 34581 | 2575939 |
| HOME BANCORP INC | EQUITY | 1389 | 80284 |
| HOME BANCSHARES INC | EQUITY | 30844 | 856846 |
| HOME DEPOT INC | EQUITY | 147606 | 50791225 |
| HOMETRUST BANCSHARES INC | EQUITY | 2358 | 101253 |
| HONEST CO INC/THE | EQUITY | 11467 | 29585 |
| HONEYWELL INTERNATIONAL INC | EQUITY | 93838 | 18306855 |
| HOOKER FURNISHINGS CORP | EQUITY | 1673 | 18888 |
| HOPE BANCORP INC | EQUITY | 20048 | 219726 |
| HORACE MANN EDUCATORS | EQUITY | 6587 | 304188 |
| HORIZON BANCORP INC/IN | EQUITY | 6194 | 105050 |
| HORMEL FOODS CORP | EQUITY | 48176 | 1141771 |
| HOST HOTELS + RESORTS INC | EQUITY | 95267 | 1689084 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HOULIHAN LOKEY INC | EQUITY | 8157 | 1420868 |
| HOVNANIAN ENTERPRISES A | EQUITY | 767 | 74813 |
| HOWARD HUGHES HOLDINGS INC | EQUITY | 5446 | 434427 |
| HOWMET AEROSPACE INC | EQUITY | 60003 | 12301815 |
| HP INC | EQUITY | 141635 | 3155628 |
| HUB GROUP INC CL A | EQUITY | 9872 | 420646 |
| HUBBELL INC | EQUITY | 8262 | 3669237 |
| HUBSPOT INC | EQUITY | 8004 | 3212005 |
| HUDSON PACIFIC PROPERTIES IN | EQUITY | 3000 | 32490 |
| HUDSON TECHNOLOGIES INC | EQUITY | 7063 | 48382 |
| HUMACYTE INC | EQUITY | 9796 | 9409 |
| HUMANA INC | EQUITY | 18354 | 4701010 |
| HUNT (JB) TRANSPRT SVCS INC | EQUITY | 11892 | 2311091 |
| HUNTINGTON BANCSHARES INC | EQUITY | 232609 | 4035766 |
| HUNTINGTON INGALLS INDUSTRIE | EQUITY | 6000 | 2040420 |
| HUNTSMAN CORP | EQUITY | 26859 | 268590 |
| HURCO COMPANIES INC | EQUITY | 417 | 6443 |
| HURON CONSULTING GROUP INC | EQUITY | 3014 | 521151 |
| HUT 8 CORP | EQUITY | 8000 | 367520 |
| HYATT HOTELS CORP CL A | EQUITY | 6461 | 1035828 |
| HYCROFT MINING HOLDING CO A | EQUITY | 650 | 15451 |
| HYDROFARM HOLDINGS GROUP INC | EQUITY | 590 | 891 |
| HYLIION HOLDINGS CORP | EQUITY | 17316 | 31861 |
| HYPERFINE INC | EQUITY | 15794 | 15467 |
| HYPERION DEFI INC | EQUITY | 37 | 132 |
| HYPERLIQUID STRATEGIES | EQUITY | 3540 | 12602 |
| HYSTER YALE INC | EQUITY | 1647 | 48932 |
| HYZON MOTORS INC | EQUITY | 294 | 185 |
| I3 VERTICALS INC CLASS A | EQUITY | 3578 | 90130 |
| IAC INC | EQUITY | 11790 | 460989 |
| IBIO INC | EQUITY | 69 | 133 |
| ICF INTERNATIONAL INC | EQUITY | 2888 | 246346 |
| ICHOR HOLDINGS LTD | EQUITY | 4295 | 79157 |
| ICU MEDICAL INC | EQUITY | 3235 | 461537 |
| IDACORP INC | EQUITY | 8144 | 1030705 |
| IDEAL POWER INC | EQUITY | 719 | 2222 |
| IDEAYA BIOSCIENCES INC | EQUITY | 10522 | 363746 |
| IDENTIV INC | EQUITY | 3870 | 14861 |
| IDEX CORP | EQUITY | 11687 | 2079585 |
| IDEXX LABORATORIES INC | EQUITY | 11873 | 8032441 |
| IDT CORP CLASS B | EQUITY | 3634 | 186097 |
| IES HOLDINGS INC | EQUITY | 1417 | 551241 |
| IF BANCORP INC | EQUITY | 679 | 18306 |
| IGC PHARMA INC | EQUITY | 8929 | 2513 |
| IHEARTMEDIA INC CLASS A | EQUITY | 18001 | 74884 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ILLINOIS TOOL WORKS | EQUITY | 39522 | 9734269 |
| ILLUMINA INC | EQUITY | 24126 | 3164366 |
| IMAGENEBIO INC | EQUITY | 171 | 1180 |
| IMMERSION CORPORATION | EQUITY | 3298 | 22426 |
| IMMUNEERING CORP CLASS A | EQUITY | 18035 | 118670 |
| IMMUNIC INC | EQUITY | 3018 | 1611 |
| IMMUNITYBIO INC | EQUITY | 24343 | 48199 |
| IMMUNOME INC | EQUITY | 1491 | 32027 |
| IMMUNOVANT INC | EQUITY | 8969 | 227992 |
| IMPINJ INC | EQUITY | 3718 | 646969 |
| INCYTE CORP | EQUITY | 24705 | 2440113 |
| INDEPENDENCE REALTY TRUST IN | EQUITY | 37886 | 662247 |
| INDEPENDENT BANK CORP MICH | EQUITY | 3999 | 130087 |
| INDEPENDENT BANK CORP/MA | EQUITY | 8607 | 629000 |
| INDIE SEMICONDUCTOR INC A | EQUITY | 19072 | 67324 |
| INDIVIOR PLC | EQUITY | 18500 | 663780 |
| INDUSTRIAL LOGISTICS PROPERT | EQUITY | 10456 | 57926 |
| INFORMATION SERVICES GROUP | EQUITY | 6789 | 39240 |
| INFUSYSTEM HOLDINGS INC | EQUITY | 3232 | 28991 |
| INGERSOLL RAND INC | EQUITY | 53868 | 4267423 |
| INGEVITY CORP | EQUITY | 5720 | 338510 |
| INGLES MARKETS INC CLASS A | EQUITY | 2322 | 159173 |
| INGREDION INC | EQUITY | 9471 | 1044272 |
| INHIBRX BIOSCIENCES INC | EQUITY | 700 | 55300 |
| INMUNE BIO INC | EQUITY | 2447 | 3817 |
| INNODATA INC | EQUITY | 2723 | 138737 |
| INNOSPEC INC | EQUITY | 4128 | 315957 |
| INNOVAGE HOLDING CORP | EQUITY | 3316 | 17210 |
| INNOVATE CORP | EQUITY | 745 | 3367 |
| INNOVATIVE INDUSTRIAL PROPER | EQUITY | 4813 | 227944 |
| INNOVEX INTERNATIONAL INC | EQUITY | 6039 | 132073 |
| INNOVIVA INC | EQUITY | 10320 | 206297 |
| INOGEN INC | EQUITY | 3290 | 22109 |
| INOTIV INC | EQUITY | 2429 | 1365 |
| INOVIO PHARMACEUTICALS INC | EQUITY | 4116 | 7162 |
| INSEEGO CORP | EQUITY | 1142 | 11728 |
| INSIGHT ENTERPRISES INC | EQUITY | 4483 | 365230 |
| INSIGHT MOLECULAR DIAGNOSTIC | EQUITY | 558 | 4185 |
| INSMED INC | EQUITY | 31506 | 5483304 |
| INSPERITY INC | EQUITY | 6075 | 235224 |
| INSPIRE MEDICAL SYSTEMS INC | EQUITY | 4890 | 451005 |
| INSPIRED ENTERTAINMENT INC | EQUITY | 5234 | 48990 |
| INSTALLED BUILDING PRODUCTS | EQUITY | 3798 | 985163 |
| INSTEEL INDUSTRIES INC | EQUITY | 3160 | 100077 |
| INSTIL BIO INC | EQUITY | 157 | 1727 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | INSULET CORP | EQUITY | 10763 | 3059275 |
| | INTAPP INC | EQUITY | 5146 | 235790 |
| | INTEGER HOLDINGS CORP | EQUITY | 5507 | 431914 |
| | INTEGRA LIFESCIENCES HOLDING | EQUITY | 11984 | 148841 |
| | INTEL CORP | EQUITY | 664932 | 24535991 |
| | INTELLIA THERAPEUTICS INC | EQUITY | 14084 | 126615 |
| | INTELLICHECK INC | EQUITY | 2362 | 15778 |
| | INTERACTIVE BROKERS GRO CL A | EQUITY | 66584 | 4282017 |
| | INTERCONTINENTAL EXCHANGE IN | EQUITY | 85223 | 13802717 |
| | INTERDIGITAL INC | EQUITY | 3894 | 1239772 |
| | INTERFACE INC | EQUITY | 9501 | 265268 |
| | INTERNATIONAL BANCSHARES CRP | EQUITY | 9060 | 601946 |
| | INTERNATIONAL MONEY EXPRESS | EQUITY | 6203 | 95278 |
| | INTERNATIONAL PAPER CO | EQUITY | 79995 | 3151003 |
| | INTERNATIONAL SEAWAYS INC | EQUITY | 5066 | 245954 |
| | INTERPARFUMS INC | EQUITY | 2843 | 241172 |
| | INTEST CORP | EQUITY | 1610 | 12027 |
| \* | INTL BUSINESS MACHINES CORP | EQUITY | 137650 | 40773307 |
|  | INTL FLAVORS + FRAGRANCES | EQUITY | 39496 | 2661635 |
|  | INTREPID POTASH INC | EQUITY | 1529 | 42399 |
|  | INTUIT INC | EQUITY | 41569 | 27536137 |
|  | INTUITIVE SURGICAL INC | EQUITY | 52786 | 29895879 |
|  | INUVO INC | EQUITY | 1769 | 4387 |
|  | INVENTRUST PROPERTIES CORP | EQUITY | 3343 | 94306 |
|  | INVESCO LTD | EQUITY | 75737 | 1989611 |
|  | INVESCO MORTGAGE CAPITAL | EQUITY | 7146 | 60098 |
|  | INVESTORS TITLE CO | EQUITY | 297 | 74143 |
|  | INVITATION HOMES INC | EQUITY | 88774 | 2467029 |
|  | INVIVYD INC | EQUITY | 82557 | 203916 |
|  | IONIS PHARMACEUTICALS INC | EQUITY | 23496 | 1858769 |
|  | IONQ INC | EQUITY | 44667 | 2004208 |
|  | IOVANCE BIOTHERAPEUTICS INC | EQUITY | 35627 | 97262 |
|  | IPG PHOTONICS CORP | EQUITY | 5011 | 358788 |
|  | IQVIA HOLDINGS INC | EQUITY | 25172 | 5674021 |
|  | IRADIMED CORP | EQUITY | 1064 | 103506 |
|  | IRHYTHM HOLDINGS INC | EQUITY | 5084 | 902105 |
|  | IRIDEX CORP | EQUITY | 2456 | 2800 |
|  | IRIDIUM COMMUNICATIONS INC | EQUITY | 18904 | 328552 |
|  | IRON MOUNTAIN INC | EQUITY | 45046 | 3736566 |
|  | IRONWOOD PHARMACEUTICALS INC | EQUITY | 21224 | 71525 |
|  | ITRON INC | EQUITY | 7254 | 673606 |
|  | ITT INC | EQUITY | 12459 | 2161761 |
|  | IVANHOE ELECTRIC INC / US | EQUITY | 13900 | 222122 |
|  | IZEA WORLDWIDE INC | EQUITY | 1954 | 8559 |
|  | J + J SNACK FOODS CORP | EQUITY | 2484 | 224479 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | J. JILL INC | EQUITY | 700 | 9604 |
| | JABIL INC | EQUITY | 15250 | 3477305 |
| | JACK HENRY + ASSOCIATES INC | EQUITY | 11089 | 2023521 |
| | JACK IN THE BOX INC | EQUITY | 3553 | 67329 |
| | JACKSON FINANCIAL INC A | EQUITY | 11078 | 1181469 |
| | JACOBS SOLUTIONS INC | EQUITY | 19019 | 2519257 |
| | JADE BIOSCIENCES INC | EQUITY | 42 | 648 |
| | JAKKS PACIFIC INC | EQUITY | 1200 | 20256 |
| | JAMES RIVER GROUP HOLDINGS I | EQUITY | 6223 | 39578 |
| | JAMF HOLDING CORP | EQUITY | 9308 | 121097 |
| | JANUS HENDERSON GROUP PLC | EQUITY | 19340 | 920004 |
| | JANUS INTERNATIONAL GROUP IN | EQUITY | 15893 | 103940 |
| | JANUX THERAPEUTICS INC | EQUITY | 3512 | 48466 |
| | JASPER THERAPEUTICS INC | EQUITY | 335 | 613 |
| | JAZZ PHARMACEUTICALS PLC | EQUITY | 9225 | 1568250 |
| | JBG SMITH PROPERTIES | EQUITY | 16058 | 273147 |
| | JBT MAREL CORP | EQUITY | 5084 | 766006 |
| | JEFFERIES FINANCIAL GROUP IN | EQUITY | 25053 | 1552534 |
| | JELD WEN HOLDING INC | EQUITY | 14901 | 36656 |
| | JETBLUE AIRWAYS CORP | EQUITY | 52359 | 238233 |
| | JM SMUCKER CO/THE | EQUITY | 16138 | 1578458 |
| | JOBY AVIATION INC | EQUITY | 60910 | 804012 |
| | JOHN B. SANFILIPPO + SON INC | EQUITY | 1322 | 93333 |
| | JOHN MARSHALL BANCORP INC | EQUITY | 700 | 13993 |
| | JOHNSON + JOHNSON | EQUITY | 356339 | 73744356 |
| | JOHNSON CONTROLS INTERNATION | EQUITY | 90650 | 10855338 |
| | JOHNSON OUTDOORS INC A | EQUITY | 1264 | 53657 |
| | JOINT CORP/THE | EQUITY | 2342 | 20422 |
| | JONES LANG LASALLE INC | EQUITY | 7157 | 2408116 |
| \* | JPMORGAN CHASE + CO | EQUITY | 403732 | 130090525 |
|  | KADANT INC | EQUITY | 1902 | 542108 |
|  | KAISER ALUMINUM CORP | EQUITY | 2560 | 294042 |
|  | KALARIS THERAPEUTICS INC | EQUITY | 385 | 3249 |
|  | KALTURA INC | EQUITY | 2679 | 4394 |
|  | KALVISTA PHARMACEUTICALS INC | EQUITY | 3034 | 48999 |
|  | KARAT PACKAGING INC | EQUITY | 1073 | 24218 |
|  | KARMAN HOLDINGS INC | EQUITY | 11400 | 834138 |
|  | KARTOON STUDIOS INC | EQUITY | 4861 | 3500 |
|  | KARYOPHARM THERAPEUTICS INC | EQUITY | 696 | 5123 |
|  | KATAPULT HOLDINGS INC | EQUITY | 391 | 2526 |
|  | KB HOME | EQUITY | 11984 | 676017 |
|  | KBR INC | EQUITY | 22660 | 910932 |
|  | KEARNY FINANCIAL CORP/MD | EQUITY | 12347 | 91491 |
|  | KELLY SERVICES INC A | EQUITY | 5946 | 52325 |
|  | KEMPER CORP | EQUITY | 10193 | 413224 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KENNAMETAL INC | EQUITY | 13139 | 373279 |
| KENNEDY WILSON HOLDINGS INC | EQUITY | 20081 | 194183 |
| KENVUE INC | EQUITY | 286810 | 4947473 |
| KEROS THERAPEUTICS INC | EQUITY | 1553 | 31619 |
| KESTREL GROUP | EQUITY | 635 | 6502 |
| KEURIG DR PEPPER INC | EQUITY | 193497 | 5419851 |
| KEWAUNEE SCIENTIFIC CP | EQUITY | 287 | 10737 |
| KEY TRONIC CORP | EQUITY | 1879 | 5242 |
| KEYCORP | EQUITY | 112492 | 2321835 |
| KEYSIGHT TECHNOLOGIES IN | EQUITY | 25619 | 5205525 |
| KEZAR LIFE SCIENCES INC | EQUITY | 940 | 5913 |
| KFORCE INC | EQUITY | 3252 | 100552 |
| KILROY REALTY CORP | EQUITY | 18131 | 677555 |
| KIMBALL ELECTRONICS INC | EQUITY | 3994 | 111113 |
| KIMBERLY CLARK CORP | EQUITY | 48842 | 4927669 |
| KIMCO REALTY CORP | EQUITY | 102312 | 2073864 |
| KINDER MORGAN INC | EQUITY | 291648 | 8017404 |
| KINETIK HOLDINGS INC | EQUITY | 3880 | 139874 |
| KINGSWAY FINANCIAL SERVICES | EQUITY | 5001 | 67263 |
| KINSALE CAPITAL GROUP INC | EQUITY | 3360 | 1314163 |
| KIRBY CORP | EQUITY | 8737 | 962643 |
| KITE REALTY GROUP TRUST | EQUITY | 26349 | 631586 |
| KKR + CO INC | EQUITY | 103128 | 13146757 |
| KLA CORP | EQUITY | 19487 | 23678264 |
| KLAVIYO INC A | EQUITY | 9400 | 305218 |
| KLX ENERGY SERVICES HOLDING | EQUITY | 1800 | 3402 |
| KNIFE RIVER CORP | EQUITY | 9242 | 650175 |
| KNIGHT SWIFT TRANSPORTATION | EQUITY | 27234 | 1423794 |
| KNOWLES CORP | EQUITY | 14583 | 312514 |
| KODIAK GAS SERVICES INC | EQUITY | 3300 | 123420 |
| KODIAK SCIENCES INC | EQUITY | 10781 | 301437 |
| KOHLS CORP | EQUITY | 17901 | 365359 |
| KONTOOR BRANDS INC | EQUITY | 7837 | 478762 |
| KOPIN CORP | EQUITY | 12637 | 29571 |
| KOPPERS HOLDINGS INC | EQUITY | 3531 | 95619 |
| KORE GROUP HOLDINGS INC | EQUITY | 1092 | 4608 |
| KORN FERRY | EQUITY | 8756 | 578071 |
| KORRO BIO INC | EQUITY | 105 | 841 |
| KORU MEDICAL SYSTEMS INC | EQUITY | 5238 | 30433 |
| KOSMOS ENERGY LTD | EQUITY | 74815 | 67887 |
| KRAFT HEINZ CO/THE | EQUITY | 126006 | 3055646 |
| KRATOS DEFENSE + SECURITY | EQUITY | 20283 | 1539683 |
| KRISPY KREME INC | EQUITY | 14407 | 57916 |
| KROGER CO | EQUITY | 94099 | 5879306 |
| KRONOS WORLDWIDE INC | EQUITY | 4058 | 17936 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| KRYSTAL BIOTECH INC | EQUITY | 4033 | 994296 |
| KULICKE + SOFFA INDUSTRIES | EQUITY | 8955 | 407990 |
| KURA ONCOLOGY INC | EQUITY | 12251 | 127288 |
| KURA SUSHI USA INC CLASS A | EQUITY | 797 | 41707 |
| KVH INDUSTRIES INC | EQUITY | 2756 | 19209 |
| KYMERA THERAPEUTICS INC | EQUITY | 6640 | 516658 |
| KYNDRYL HOLDINGS INC | EQUITY | 35425 | 940888 |
| KYNTRA BIO INC | EQUITY | 590 | 5180 |
| L3HARRIS TECHNOLOGIES INC | EQUITY | 26513 | 7783421 |
| LA Z BOY INC | EQUITY | 7364 | 274456 |
| LABCORP HOLDINGS INC | EQUITY | 12791 | 3209006 |
| LADDER CAPITAL CORP REIT | EQUITY | 18268 | 200765 |
| LAIRD SUPERFOOD INC | EQUITY | 652 | 1447 |
| LAKELAND FINANCIAL CORP | EQUITY | 3981 | 227156 |
| LAKELAND INDUSTRIES INC | EQUITY | 1620 | 14321 |
| LAM RESEARCH CORP | EQUITY | 184420 | 31569016 |
| LAMAR ADVERTISING CO A | EQUITY | 13165 | 1666426 |
| LAMB WESTON HOLDINGS INC | EQUITY | 23917 | 1001883 |
| LANDMARK BANCORP INC | EQUITY | 941 | 24645 |
| LANDS END INC | EQUITY | 1696 | 24626 |
| LANDSTAR SYSTEM INC | EQUITY | 4387 | 630412 |
| LANTERN PHARMA INC | EQUITY | 1385 | 4197 |
| LANTHEUS HOLDINGS INC | EQUITY | 11250 | 748688 |
| LANTRONIX INC | EQUITY | 3846 | 22538 |
| LANZATECH GLOBAL INC | EQUITY | 182 | 2504 |
| LARIMAR THERAPEUTICS INC | EQUITY | 7417 | 28259 |
| LAS VEGAS SANDS CORP | EQUITY | 46025 | 2995767 |
| LATHAM GROUP INC | EQUITY | 4959 | 31490 |
| LATTICE SEMICONDUCTOR CORP | EQUITY | 22931 | 1687263 |
| LAUREATE EDUCATION INC | EQUITY | 20835 | 701514 |
| LAZARD INC | EQUITY | 17419 | 845867 |
| LCI INDUSTRIES | EQUITY | 3984 | 483419 |
| LCNB CORPORATION | EQUITY | 1652 | 27076 |
| LEAR CORP | EQUITY | 5795 | 664107 |
| LEE ENTERPRISES | EQUITY | 475 | 2275 |
| LEGACY HOUSING CORP | EQUITY | 1693 | 33047 |
| LEGALZOOMCOM INC | EQUITY | 17709 | 175850 |
| LEGGETT + PLATT INC | EQUITY | 21953 | 241483 |
| LEIDOS HOLDINGS INC | EQUITY | 16708 | 3014123 |
| LEMAITRE VASCULAR INC | EQUITY | 3013 | 244354 |
| LEMONADE INC | EQUITY | 10387 | 739347 |
| LENDINGCLUB CORP | EQUITY | 16022 | 303457 |
| LENDINGTREE INC | EQUITY | 1846 | 98004 |
| LENNAR CORP B SHS | EQUITY | 2200 | 209264 |
| LENNAR CORP W/D | EQUITY | 33566 | 3450585 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LENNOX INTERNATIONAL INC | EQUITY | 4714 | 2289024 |
| LENSAR INC | EQUITY | 1697 | 19736 |
| LENZ THERAPEUTICS INC | EQUITY | 350 | 5600 |
| LEONABIO INC | EQUITY | 570 | 4315 |
| LEONARDO DRS INC | EQUITY | 11200 | 381808 |
| LESLIE S INC | EQUITY | 1563 | 2579 |
| LEVI STRAUSS + CO CLASS A | EQUITY | 17091 | 354467 |
| LEXICON PHARMACEUTICALS INC | EQUITY | 12679 | 14581 |
| LGI HOMES INC | EQUITY | 3415 | 146708 |
| LIBERTY BROADBAND A | EQUITY | 2743 | 132432 |
| LIBERTY BROADBAND C | EQUITY | 18233 | 886124 |
| LIBERTY ENERGY INC | EQUITY | 24568 | 453525 |
| LIBERTY GLOBAL LTD A | EQUITY | 24848 | 276807 |
| LIBERTY GLOBAL LTD C | EQUITY | 23235 | 256514 |
| LIBERTY LATIN AMERIC CL C | EQUITY | 23238 | 173355 |
| LIBERTY LIVE HOLDINGS A | EQUITY | 2985 | 243278 |
| LIBERTY LIVE HOLDINGS C | EQUITY | 7738 | 643492 |
| LIBERTY MEDIA CORP FORMULA A | EQUITY | 3684 | 329276 |
| LIBERTY MEDIA CORP FORMULA C | EQUITY | 33996 | 3348946 |
| LIFE TIME GROUP HOLDINGS INC | EQUITY | 8878 | 235977 |
| LIFE360 INC | EQUITY | 11500 | 737610 |
| LIFECORE BIOMEDICAL INC | EQUITY | 5354 | 43796 |
| LIFEMD INC | EQUITY | 3071 | 10472 |
| LIFESTANCE HEALTH GROUP INC | EQUITY | 16660 | 117286 |
| LIFETIME BRANDS INC | EQUITY | 1341 | 5297 |
| LIFEVANTAGE CORP | EQUITY | 1981 | 12203 |
| LIGAND PHARMACEUTICALS | EQUITY | 2716 | 513514 |
| LIGHTPATH TECHNOLOGIES INC A | EQUITY | 5325 | 57510 |
| LIGHTWAVE LOGIC INC | EQUITY | 28340 | 91822 |
| LIMBACH HOLDINGS INC | EQUITY | 1800 | 140130 |
| LIMONEIRA CO | EQUITY | 2807 | 35438 |
| LINCOLN EDUCATIONAL SERVICES | EQUITY | 3967 | 95803 |
| LINCOLN ELECTRIC HOLDINGS | EQUITY | 8589 | 2058268 |
| LINCOLN NATIONAL CORP | EQUITY | 27564 | 1227425 |
| LINDBLAD EXPEDITIONS HOLDING | EQUITY | 5157 | 74364 |
| LINDE PLC | EQUITY | 69911 | 29809351 |
| LINDSAY CORP | EQUITY | 1741 | 205212 |
| LINEAGE CELL THERAPEUTICS IN | EQUITY | 18716 | 31256 |
| LINEAGE INC | EQUITY | 9300 | 325500 |
| LINKBANCORP INC | EQUITY | 2200 | 18172 |
| LIONSGATE STUDIOS CORP | EQUITY | 31641 | 288882 |
| LIPOCINE INC | EQUITY | 747 | 5998 |
| LIQTECH INTERNATIONAL INC | EQUITY | 453 | 661 |
| LIQUIDIA CORP | EQUITY | 7746 | 267160 |
| LIQUIDITY SERVICES INC | EQUITY | 4168 | 126332 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| LITE STRATEGY INC | EQUITY | 804 | 1061 |
| LITHIA MOTORS INC | EQUITY | 4181 | 1389472 |
| LITTELFUSE INC | EQUITY | 4252 | 1075416 |
| LIVANOVA PLC | EQUITY | 8639 | 531558 |
| LIVE NATION ENTERTAINMENT IN | EQUITY | 22537 | 3211523 |
| LIVE OAK BANCSHARES INC | EQUITY | 5190 | 178277 |
| LIVEONE INC | EQUITY | 869 | 4102 |
| LIVEPERSON INC | EQUITY | 722 | 2794 |
| LIVERAMP HOLDINGS INC | EQUITY | 11049 | 324509 |
| LKQ CORP | EQUITY | 38830 | 1172666 |
| LOANDEPOT INC CLASS A | EQUITY | 15748 | 32598 |
| LOAR HOLDINGS INC | EQUITY | 1900 | 129200 |
| LOCAL BOUNTI CORP | EQUITY | 459 | 982 |
| LOCKHEED MARTIN CORP | EQUITY | 30285 | 14647946 |
| LOEWS CORP | EQUITY | 23664 | 2492056 |
| LOOP INDUSTRIES INC | EQUITY | 2897 | 2897 |
| LOUISIANA PACIFIC CORP | EQUITY | 10332 | 834412 |
| LOVESAC CO/THE | EQUITY | 2244 | 33099 |
| LOWE S COS INC | EQUITY | 83241 | 20074400 |
| LPL FINANCIAL HOLDINGS INC | EQUITY | 11536 | 4120313 |
| LSB INDUSTRIES INC | EQUITY | 7837 | 66615 |
| LSI INDUSTRIES INC | EQUITY | 4728 | 86617 |
| LTC PROPERTIES INC | EQUITY | 7070 | 243067 |
| LUCID DIAGNOSTICS INC | EQUITY | 341 | 372 |
| LUCID GROUP INC | EQUITY | 14661 | 154967 |
| LUCKY STRIKE ENTERTAINMENT C | EQUITY | 6862 | 58121 |
| LULULEMON ATHLETICA INC | EQUITY | 17359 | 3607374 |
| LUMEN TECHNOLOGIES INC | EQUITY | 95126 | 739129 |
| LUMENTUM HOLDINGS INC | EQUITY | 10495 | 3868352 |
| LUNAI BIOWORKS INC | EQUITY | 209 | 184 |
| LUXFER HOLDINGS PLC | EQUITY | 5228 | 70735 |
| LXP INDUSTRIAL TRUST | EQUITY | 9670 | 479439 |
| LYELL IMMUNOPHARMA INC | EQUITY | 1361 | 41892 |
| LYFT INC A | EQUITY | 55717 | 1079238 |
| LYONDELLBASELL INDU CL A | EQUITY | 39640 | 1716412 |
| LYRA THERAPEUTICS INC | EQUITY | 136 | 419 |
| M + T BANK CORP | EQUITY | 23313 | 4697103 |
| M/I HOMES INC | EQUITY | 4515 | 577694 |
| MACERICH CO/THE | EQUITY | 36569 | 675064 |
| MACOM TECHNOLOGY SOLUTIONS H | EQUITY | 8893 | 1523193 |
| MACROGENICS INC | EQUITY | 9172 | 14767 |
| MACY S INC | EQUITY | 45260 | 997983 |
| MADISON SQUARE GARDEN ENTERT | EQUITY | 7142 | 384882 |
| MADISON SQUARE GARDEN SPORTS | EQUITY | 2568 | 664213 |
| MADRIGAL PHARMACEUTICALS INC | EQUITY | 2593 | 1510008 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MAGNITE INC | EQUITY | 18924 | 307137 |
| MAGNOLIA OIL + GAS CORP A | EQUITY | 31224 | 683493 |
| MALIBU BOATS INC A | EQUITY | 3175 | 89567 |
| MAMA S CREATIONS INC | EQUITY | 6400 | 86336 |
| MAMMOTH ENERGY SERVICES INC | EQUITY | 2800 | 5180 |
| MANHATTAN ASSOCIATES INC | EQUITY | 9304 | 1612476 |
| MANITOWOC COMPANY INC | EQUITY | 6515 | 78115 |
| MANNKIND CORP | EQUITY | 40554 | 229941 |
| MANPOWERGROUP INC | EQUITY | 8409 | 250000 |
| MAPLEBEAR INC | EQUITY | 26400 | 1187472 |
| MARA HOLDINGS INC | EQUITY | 37801 | 339453 |
| MARATHON PETROLEUM CORP | EQUITY | 45419 | 7386492 |
| MARAVAI LIFESCIENCES HLDGS A | EQUITY | 17431 | 56651 |
| MARCHEX INC CLASS B | EQUITY | 9881 | 16402 |
| MARCUS + MILLICHAP INC | EQUITY | 4297 | 117265 |
| MARCUS CORPORATION | EQUITY | 4234 | 65669 |
| MARINE PRODUCTS CORP | EQUITY | 1401 | 12273 |
| MARINEMAX INC | EQUITY | 3533 | 85605 |
| MARKEL GROUP INC | EQUITY | 1854 | 3985451 |
| MARKER THERAPEUTICS INC | EQUITY | 1254 | 1868 |
| MARKETAXESS HOLDINGS INC | EQUITY | 6181 | 1120306 |
| MARKETWISE INC | EQUITY | 241 | 3620 |
| MARQETA INC A | EQUITY | 71619 | 340190 |
| MARRIOTT INTERNATIONAL CL A | EQUITY | 32267 | 10010514 |
| MARRIOTT VACATIONS WORLD | EQUITY | 5658 | 326410 |
| MARSH + MCLENNAN COS | EQUITY | 73239 | 13587299 |
| MARTEN TRANSPORT LTD | EQUITY | 10329 | 117544 |
| MARTIN MARIETTA MATERIALS | EQUITY | 9003 | 5605808 |
| MARVELL TECHNOLOGY INC | EQUITY | 128401 | 10911517 |
| MARZETTI COMPANY/THE | EQUITY | 3422 | 562645 |
| MASCO CORP | EQUITY | 32848 | 2084534 |
| MASIMO CORP | EQUITY | 6691 | 870231 |
| MASTEC INC | EQUITY | 10168 | 2210218 |
| MASTERBRAND INC | EQUITY | 20499 | 226309 |
| MASTERCARD INC A | EQUITY | 122086 | 69696456 |
| MASTERCRAFT BOAT HOLDINGS IN | EQUITY | 3375 | 63821 |
| MATADOR RESOURCES CO | EQUITY | 18320 | 777501 |
| MATCH GROUP INC | EQUITY | 38756 | 1251431 |
| MATERION CORP | EQUITY | 3332 | 414234 |
| MATINAS BIOPHARMA HOLDINGS I | EQUITY | 614 | 360 |
| MATIV HOLDINGS INC | EQUITY | 9099 | 110553 |
| MATRIX SERVICE CO | EQUITY | 4857 | 56827 |
| MATSON INC | EQUITY | 5766 | 712389 |
| MATTEL INC | EQUITY | 48763 | 967458 |
| MATTHEWS INTL CORP CLASS A | EQUITY | 4780 | 124854 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | MAUI LAND + PINEAPPLE CO | EQUITY | 1400 | 23716 |
| | MAXCYTE INC | EQUITY | 14300 | 22165 |
| | MAXIMUS INC | EQUITY | 9946 | 858539 |
| | MAXLINEAR INC | EQUITY | 11377 | 198301 |
| | MAYVILLE ENGINEERING CO INC | EQUITY | 1478 | 27668 |
| | MBIA INC | EQUITY | 7678 | 54974 |
| | MCCORMICK + CO NON VTG SHRS | EQUITY | 38871 | 2647504 |
| | MCDONALD S CORP | EQUITY | 105364 | 32202399 |
| | MCEWEN INC | EQUITY | 6627 | 122666 |
| | MCGRATH RENTCORP | EQUITY | 3975 | 417097 |
| | MCKESSON CORP | EQUITY | 18366 | 15065446 |
| | MDU RESOURCES GROUP INC | EQUITY | 33368 | 651343 |
| | MECHANICS BANCORP A | EQUITY | 3406 | 49830 |
| | MEDALLION FINANCIAL CORP | EQUITY | 2795 | 28761 |
| | MEDIAALPHA INC CLASS A | EQUITY | 3958 | 51256 |
| | MEDICAL PROPERTIES TRUST INC | EQUITY | 100900 | 504500 |
| | MEDICINOVA INC | EQUITY | 9449 | 12378 |
| | MEDLINE INC CL A | EQUITY | 32000 | 1344000 |
| | MEDPACE HOLDINGS INC | EQUITY | 3354 | 1883774 |
| | MEDTRONIC PLC | EQUITY | 187720 | 18032383 |
| | MERCANTILE BANK CORP | EQUITY | 2261 | 108754 |
| | MERCER INTERNATIONAL INC | EQUITY | 6805 | 13474 |
| | MERCHANTS BANCORP/IN | EQUITY | 4682 | 159469 |
| | MERCK + CO. INC. | EQUITY | 370368 | 38984936 |
| | MERCURY GENERAL CORP | EQUITY | 4277 | 402295 |
| | MERCURY SYSTEMS INC | EQUITY | 9250 | 675343 |
| | MERIT MEDICAL SYSTEMS INC | EQUITY | 9217 | 812386 |
| | MERITAGE HOMES CORP | EQUITY | 12040 | 792232 |
| | MERRIMACK PHARMACEUTICALS IN | EQUITY | 1800 | 54 |
| | MERSANA THERAPEUTICS INC | EQUITY | 635 | 18371 |
| | MESA LABORATORIES INC | EQUITY | 841 | 66019 |
| | META PLATFORMS INC CLASS A | EQUITY | 322969 | 213188607 |
| | METALLUS INC | EQUITY | 7115 | 122093 |
| | METHODE ELECTRONICS INC | EQUITY | 5945 | 39475 |
| \* | METLIFE INC | EQUITY | 78468 | 6194264 |
|  | METROCITY BANKSHARES INC | EQUITY | 3414 | 90608 |
|  | METROPOLITAN BANK HOLDING CO | EQUITY | 1628 | 124314 |
|  | METTLER TOLEDO INTERNATIONAL | EQUITY | 3210 | 4475350 |
|  | MFA FINANCIAL INC | EQUITY | 16363 | 152340 |
|  | MGE ENERGY INC | EQUITY | 5642 | 442446 |
|  | MGIC INVESTMENT CORP | EQUITY | 37895 | 1107292 |
|  | MGM RESORTS INTERNATIONAL | EQUITY | 36008 | 1313932 |
|  | MGP INGREDIENTS INC | EQUITY | 2461 | 59802 |
|  | MICROCHIP TECHNOLOGY INC | EQUITY | 81631 | 5201527 |
|  | MICRON TECHNOLOGY INC | EQUITY | 164543 | 46962218 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MICROSOFT CORP | EQUITY | 1100499 | 532223326 |
| MICROVAST HOLDINGS INC | EQUITY | 38154 | 106831 |
| MICROVISION INC | EQUITY | 27009 | 22366 |
| MID AMERICA APARTMENT COMM | EQUITY | 18467 | 2565251 |
| MID PENN BANCORP INC | EQUITY | 2844 | 88221 |
| MIDDLEBY CORP | EQUITY | 3344 | 497152 |
| MIDDLEFIELD BANC CORP | EQUITY | 723 | 24972 |
| MIDDLESEX WATER CO | EQUITY | 2807 | 141529 |
| MIDLAND STATES BANCORP INC | EQUITY | 3940 | 83410 |
| MIDWESTONE FINANCIAL GROUP I | EQUITY | 2134 | 82159 |
| MILESTONE SCIENTIFIC INC | EQUITY | 8982 | 2452 |
| MILLER INDUSTRIES INC/TENN | EQUITY | 2139 | 79934 |
| MILLERKNOLL INC | EQUITY | 12195 | 222925 |
| MILLROSE PROPERTIES W/I | EQUITY | 21205 | 633393 |
| MIMEDX GROUP INC | EQUITY | 20422 | 138257 |
| MIND MEDICINE MINDMED INC | EQUITY | 8900 | 119171 |
| MINERALS TECHNOLOGIES INC | EQUITY | 5319 | 324193 |
| MINERALYS THERAPEUTICS INC | EQUITY | 7900 | 286691 |
| MINK THERAPEUTICS INC | EQUITY | 68 | 758 |
| MIRION TECHNOLOGIES INC | EQUITY | 30837 | 722203 |
| MIRUM PHARMACEUTICALS INC | EQUITY | 5412 | 427494 |
| MISSION PRODUCE INC | EQUITY | 6011 | 69728 |
| MISTER CAR WASH INC | EQUITY | 12973 | 72130 |
| MISTRAS GROUP INC | EQUITY | 3318 | 41973 |
| MITEK SYSTEMS INC | EQUITY | 7167 | 75612 |
| MKS INC | EQUITY | 10357 | 1655049 |
| MOBILEYE GLOBAL INC A | EQUITY | 12200 | 127368 |
| MODERNA INC | EQUITY | 54889 | 1618677 |
| MODINE MANUFACTURING CO | EQUITY | 8252 | 1101725 |
| MOELIS + CO CLASS A | EQUITY | 11026 | 757927 |
| MOHAWK INDUSTRIES INC | EQUITY | 7669 | 838222 |
| MOLECULIN BIOTECH INC | EQUITY | 21 | 70 |
| MOLINA HEALTHCARE INC | EQUITY | 8783 | 1524202 |
| MOLSON COORS BEVERAGE CO B | EQUITY | 28110 | 1312175 |
| MONARCH CASINO + RESORT INC | EQUITY | 2226 | 213028 |
| MONDELEZ INTERNATIONAL INC A | EQUITY | 184639 | 9939117 |
| MONGODB INC | EQUITY | 11558 | 4850777 |
| MONOLITHIC POWER SYSTEMS INC | EQUITY | 7025 | 6367179 |
| MONRO INC | EQUITY | 5369 | 107595 |
| MONSTER BEVERAGE CORP | EQUITY | 107930 | 8274993 |
| MONTAUK RENEWABLES INC | EQUITY | 10008 | 16713 |
| MONTE ROSA THERAPEUTICS INC | EQUITY | 5828 | 91383 |
| MONTROSE ENVIRONMENTAL GROUP | EQUITY | 4249 | 105503 |
| MOODY S CORP | EQUITY | 22329 | 11406770 |
| MOOG INC CLASS A | EQUITY | 4339 | 1056763 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| MORGAN STANLEY | EQUITY | 180680 | 32076120 |
| MORNINGSTAR INC | EQUITY | 3984 | 865763 |
| MOSAIC CO/THE | EQUITY | 51423 | 1238780 |
| MOTORCAR PARTS OF AMERICA IN | EQUITY | 3141 | 38760 |
| MOTOROLA SOLUTIONS INC | EQUITY | 24433 | 9365658 |
| MOVADO GROUP INC | EQUITY | 2415 | 49797 |
| MP MATERIALS CORP | EQUITY | 17991 | 908905 |
| MSA SAFETY INC | EQUITY | 5945 | 952032 |
| MSC INDUSTRIAL DIRECT CO A | EQUITY | 6757 | 568264 |
| MSCI INC | EQUITY | 10634 | 6101045 |
| MUELLER INDUSTRIES INC | EQUITY | 18574 | 2132295 |
| MUELLER WATER PRODUCTS INC A | EQUITY | 26091 | 621488 |
| MURPHY OIL CORP | EQUITY | 24500 | 765625 |
| MURPHY USA INC | EQUITY | 2368 | 955535 |
| MVB FINANCIAL CORP | EQUITY | 1722 | 44479 |
| MYERS INDUSTRIES INC | EQUITY | 5562 | 104121 |
| MYR GROUP INC/DELAWARE | EQUITY | 2661 | 581429 |
| MYRIAD GENETICS INC | EQUITY | 12987 | 79870 |
| N ABLE INC | EQUITY | 11190 | 83701 |
| N B T BANCORP INC | EQUITY | 7955 | 330292 |
| NABORS INDUSTRIES LTD | EQUITY | 1464 | 79495 |
| NACCO INDUSTRIES CL A | EQUITY | 654 | 32072 |
| NAPCO SECURITY TECHNOLOGIES | EQUITY | 4362 | 181895 |
| NASDAQ INC | EQUITY | 63933 | 6209812 |
| NATERA INC | EQUITY | 18902 | 4330259 |
| NATIONAL BANK HOLD CL A | EQUITY | 5874 | 223271 |
| NATIONAL BANKSHARES INC/VA | EQUITY | 1174 | 39364 |
| NATIONAL BEVERAGE CORP | EQUITY | 3785 | 120704 |
| NATIONAL CINEMEDIA INC | EQUITY | 17600 | 68464 |
| NATIONAL FUEL GAS CO | EQUITY | 13643 | 1092259 |
| NATIONAL HEALTHCARE CORP | EQUITY | 2139 | 293236 |
| NATIONAL PRESTO INDS INC | EQUITY | 687 | 73344 |
| NATIONAL RESEARCH CORP | EQUITY | 2213 | 41538 |
| NATIONAL STORAGE AFFILIATES | EQUITY | 10651 | 300465 |
| NATIONAL VISION HOLDINGS INC | EQUITY | 13324 | 344026 |
| NATL HEALTH INVESTORS INC | EQUITY | 7324 | 559334 |
| NATURAL ALTERNATIVES INTL | EQUITY | 821 | 2939 |
| NATURAL GAS SERVICES GROUP | EQUITY | 2469 | 83082 |
| NATURAL GROCERS BY VITAMIN C | EQUITY | 869 | 21768 |
| NATURES SUNSHINE PRODS INC | EQUITY | 1596 | 34442 |
| NAUTILUS BIOTECHNOLOGY INC | EQUITY | 8755 | 17072 |
| NAVIENT CORP | EQUITY | 2674 | 34762 |
| NAVITAS SEMICONDUCTOR CORP | EQUITY | 20480 | 146227 |
| NB BANCORP INC | EQUITY | 6873 | 136223 |
| NCINO INC | EQUITY | 10136 | 259887 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NCR ATLEOS CORP | EQUITY | 11136 | 424393 |
| NCR VOYIX CORP | EQUITY | 20872 | 212894 |
| NEKTAR THERAPEUTICS | EQUITY | 3112 | 131575 |
| NELNET INC CL A | EQUITY | 1698 | 225766 |
| NEOGEN CORP | EQUITY | 32438 | 226742 |
| NEOGENOMICS INC | EQUITY | 19978 | 234941 |
| NEONODE INC | EQUITY | 1580 | 2749 |
| NERDWALLET INC CL A | EQUITY | 7345 | 99525 |
| NERDY INC | EQUITY | 10901 | 11337 |
| NET LEASE OFFICE PROPERTY | EQUITY | 2266 | 58440 |
| NET POWER INC | EQUITY | 4800 | 10944 |
| NETAPP INC | EQUITY | 31190 | 3340137 |
| NETFLIX INC | EQUITY | 630820 | 59145683 |
| NETGEAR INC | EQUITY | 4410 | 108177 |
| NETSCOUT SYSTEMS INC | EQUITY | 12120 | 327967 |
| NETSTREIT CORP | EQUITY | 9901 | 174654 |
| NETWORK 1 TECHNOLOGIES INC | EQUITY | 3500 | 4585 |
| NEUROBO PHARMACEUTICALS INC | EQUITY | 92 | 1 |
| NEUROCRINE BIOSCIENCES INC | EQUITY | 15573 | 2208719 |
| NEUROGENE INC | EQUITY | 292 | 6015 |
| NEURONETICS INC | EQUITY | 4331 | 5977 |
| NEUROPACE INC | EQUITY | 1251 | 19315 |
| NEW FORTRESS ENERGY INC | EQUITY | 11153 | 12714 |
| NEW JERSEY RESOURCES CORP | EQUITY | 14423 | 665189 |
| NEW YORK TIMES CO A | EQUITY | 26307 | 1826232 |
| NEWELL BRANDS INC | EQUITY | 61863 | 230130 |
| NEWMARK GROUP INC CLASS A | EQUITY | 20846 | 361470 |
| NEWMARKET CORP | EQUITY | 794 | 545684 |
| NEWMONT CORP | EQUITY | 162383 | 16213943 |
| NEWS CORP CLASS A | EQUITY | 57803 | 1509814 |
| NEWS CORP CLASS B | EQUITY | 17471 | 517666 |
| NEWTEKONE INC | EQUITY | 3700 | 41995 |
| NEXPOINT DIVERSIFIED REAL ES | EQUITY | 6559 | 25121 |
| NEXPOINT REAL ESTATE FINANCE | EQUITY | 2390 | 33651 |
| NEXPOINT RESIDENTIAL | EQUITY | 3803 | 114470 |
| NEXSTAR MEDIA GROUP INC | EQUITY | 5006 | 1016468 |
| NEXTCURE INC | EQUITY | 292 | 4143 |
| NEXTDECADE CORP | EQUITY | 10166 | 53575 |
| NEXTDOOR HOLDINGS INC | EQUITY | 26149 | 54913 |
| NEXTERA ENERGY INC | EQUITY | 303022 | 24326606 |
| NEXTNAV INC | EQUITY | 9669 | 160892 |
| NEXTPOWER INC CL A | EQUITY | 20500 | 1785755 |
| NI HOLDINGS INC | EQUITY | 1539 | 20469 |
| NIAGEN BIOSCIENCE INC | EQUITY | 8586 | 54607 |
| NICOLET BANKSHARES INC | EQUITY | 2338 | 283599 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NIKE INC CL B | EQUITY | 176780 | 11262654 |
| NINE ENERGY SERVICE INC | EQUITY | 1900 | 657 |
| NISOURCE INC | EQUITY | 69589 | 2906037 |
| NKARTA INC | EQUITY | 7059 | 13059 |
| NL INDUSTRIES | EQUITY | 2066 | 11301 |
| NLIGHT INC | EQUITY | 7194 | 269847 |
| NMI HOLDINGS INC | EQUITY | 13705 | 559027 |
| NN INC | EQUITY | 7644 | 9784 |
| NNN REIT INC | EQUITY | 21988 | 871384 |
| NOBLE CORP PLC | EQUITY | 21438 | 605409 |
| NOODLES + CO | EQUITY | 5321 | 3757 |
| NORDSON CORP | EQUITY | 7559 | 1817410 |
| NORFOLK SOUTHERN CORP | EQUITY | 32242 | 9308910 |
| NORTHEAST BANK | EQUITY | 1315 | 136668 |
| NORTHEAST COMMUNITY BANCORP | EQUITY | 2837 | 64145 |
| NORTHERN OIL AND GAS INC | EQUITY | 14689 | 315373 |
| NORTHERN TECHNOLOGIES INTL | EQUITY | 1612 | 12622 |
| NORTHERN TRUST CORP | EQUITY | 30273 | 4134989 |
| NORTHFIELD BANCORP INC | EQUITY | 6518 | 74501 |
| NORTHRIM BANCORP INC | EQUITY | 3256 | 86642 |
| NORTHROP GRUMMAN CORP | EQUITY | 19572 | 11160150 |
| NORTHWEST BANCSHARES INC | EQUITY | 25442 | 305304 |
| NORTHWEST NATURAL HOLDING CO | EQUITY | 6213 | 290396 |
| NORTHWESTERN ENERGY GROUP IN | EQUITY | 10048 | 648498 |
| NORWEGIAN CRUISE LINE HOLDIN | EQUITY | 68748 | 1534455 |
| NORWOOD FINANCIAL CORP | EQUITY | 1382 | 38765 |
| NOV INC | EQUITY | 47447 | 741597 |
| NOVANTA INC | EQUITY | 5933 | 705968 |
| NOVAVAX INC | EQUITY | 15918 | 106969 |
| NOVOCURE LTD | EQUITY | 16584 | 214431 |
| NPK INTERNATIONAL INC | EQUITY | 13486 | 160753 |
| NRG ENERGY INC | EQUITY | 28805 | 4586908 |
| NRX PHARMACEUTICALS INC | EQUITY | 434 | 1176 |
| NU SKIN ENTERPRISES INC A | EQUITY | 8151 | 78413 |
| NUCOR CORP | EQUITY | 33677 | 5493055 |
| NURIX THERAPEUTICS INC | EQUITY | 6642 | 125999 |
| NUSCALE POWER CORP | EQUITY | 18400 | 260728 |
| NUTANIX INC A | EQUITY | 37823 | 1955071 |
| NUVALENT INC A | EQUITY | 5311 | 534233 |
| NUVATION BIO INC | EQUITY | 23095 | 206931 |
| NVE CORP | EQUITY | 759 | 45031 |
| NVENT ELECTRIC PLC | EQUITY | 23973 | 2444527 |
| NVIDIA CORP | EQUITY | 3598500 | 671120250 |
| NVR INC | EQUITY | 348 | 2537884 |
| NWPX INFRASTRUCTURE INC | EQUITY | 1599 | 99922 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| NXP SEMICONDUCTORS NV | EQUITY | 37547 | 8149952 |
| O I GLASS INC | EQUITY | 25573 | 377457 |
| O REILLY AUTOMOTIVE INC | EQUITY | 124200 | 11328282 |
| OAK VALLEY BANCORP | EQUITY | 1170 | 35170 |
| OCCIDENTAL PETROLEUM CORP | EQUITY | 102961 | 4233756 |
| OCEAN POWER TECHNOLOGIES INC | EQUITY | 4671 | 1401 |
| OCEANEERING INTL INC | EQUITY | 16051 | 385706 |
| OCEANFIRST FINANCIAL CORP | EQUITY | 9887 | 177472 |
| OCTAVE SPECIALTY GROUP INC | EQUITY | 8121 | 63181 |
| OCUGEN INC | EQUITY | 32561 | 43957 |
| OCULAR THERAPEUTIX INC | EQUITY | 12557 | 152442 |
| ODYSSEY MARINE EXPLORATION | EQUITY | 14771 | 28951 |
| OFFERPAD SOLUTIONS INC | EQUITY | 790 | 956 |
| OFG BANCORP | EQUITY | 8277 | 339191 |
| OGE ENERGY CORP | EQUITY | 30453 | 1300343 |
| OHIO VALLEY BANC CORP | EQUITY | 724 | 28946 |
| OIL DRI CORP OF AMERICA | EQUITY | 1844 | 90245 |
| OIL STATES INTERNATIONAL INC | EQUITY | 8815 | 59678 |
| OKLO INC | EQUITY | 18700 | 1341912 |
| OKTA INC | EQUITY | 24695 | 2135377 |
| OLAPLEX HOLDINGS INC | EQUITY | 21314 | 28561 |
| OLD DOMINION FREIGHT LINE | EQUITY | 23926 | 3751597 |
| OLD NATIONAL BANCORP | EQUITY | 51316 | 1144860 |
| OLD REPUBLIC INTL CORP | EQUITY | 35530 | 1621589 |
| OLD SECOND BANCORP INC | EQUITY | 6949 | 135506 |
| OLEMA PHARMACEUTICALS INC | EQUITY | 6963 | 174075 |
| OLIN CORP | EQUITY | 19539 | 406997 |
| OLLIE S BARGAIN OUTLET HOLDI | EQUITY | 10121 | 1109363 |
| OLYMPIC STEEL INC | EQUITY | 1750 | 74874 |
| OMEGA FLEX INC | EQUITY | 548 | 16133 |
| OMEGA HEALTHCARE INVESTORS | EQUITY | 41118 | 1823172 |
| OMEROS CORP | EQUITY | 10983 | 188633 |
| OMNIAB INC | EQUITY | 18500 | 34225 |
| OMNICELL INC | EQUITY | 7057 | 319682 |
| OMNICOM GROUP | EQUITY | 49970 | 4035078 |
| ON SEMICONDUCTOR | EQUITY | 64803 | 3509082 |
| ON24 INC | EQUITY | 7701 | 61300 |
| ONCTERNAL THERAPEUTICS INC | EQUITY | 393 | 207 |
| ONDAS INC | EQUITY | 65233 | 636674 |
| ONE GAS INC | EQUITY | 8282 | 639785 |
| ONE GROUP HOSPITALITY INC/TH | EQUITY | 3270 | 5723 |
| ONE LIBERTY PROPERTIES INC | EQUITY | 3063 | 62148 |
| ONE STOP SYSTEMS INC | EQUITY | 2976 | 21368 |
| ONEMAIN HOLDINGS INC | EQUITY | 19502 | 1317360 |
| ONEOK INC | EQUITY | 91803 | 6747521 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ONESPAN INC | EQUITY | 1513 | 19427 |
| ONESPAWORLD HOLDINGS LTD | EQUITY | 14732 | 305542 |
| ONEWATER MARINE INC CL A | EQUITY | 1702 | 18416 |
| ONITY GROUP INC | EQUITY | 1425 | 65251 |
| ONKURE THERAPEUTICS INC A | EQUITY | 370 | 1073 |
| ONTO INNOVATION INC | EQUITY | 8079 | 1275351 |
| OOMA INC | EQUITY | 3272 | 38381 |
| OP BANCORP | EQUITY | 2797 | 39494 |
| OPAL FUELS INC A | EQUITY | 4600 | 10833 |
| OPEN LENDING CORP | EQUITY | 17250 | 26738 |
| OPENDOOR TECHNOLOGIES INC | EQUITY | 92442 | 538937 |
| OPENDOOR TECHNOLOGIES INC | EQUITY | 3081 | 2773 |
| OPENDOOR TECHNOLOGIES INC | EQUITY | 3081 | 1603 |
| OPENDOOR TECHNOLOGIES INC | EQUITY | 3081 | 1231 |
| OPENLANE INC | EQUITY | 16294 | 485235 |
| OPKO HEALTH INC | EQUITY | 67914 | 85572 |
| OPORTUN FINANCIAL CORP | EQUITY | 3056 | 16166 |
| OPPENHEIMER HOLDINGS CL A | EQUITY | 1486 | 107423 |
| OPPFI INC | EQUITY | 2834 | 29644 |
| OPTIMIZERX CORP | EQUITY | 2940 | 36044 |
| OPTIMUM COMMUNICATIONS INC A | EQUITY | 35517 | 58603 |
| OPTION CARE HEALTH INC | EQUITY | 25656 | 817400 |
| ORACLE CORP | EQUITY | 249442 | 48618740 |
| ORASURE TECHNOLOGIES INC | EQUITY | 12104 | 29292 |
| ORCHID ISLAND CAPITAL INC | EQUITY | 6038 | 43474 |
| ORGANOGENESIS HOLDINGS INC | EQUITY | 10405 | 53898 |
| ORGANON + CO | EQUITY | 40820 | 292679 |
| ORIC PHARMACEUTICALS INC | EQUITY | 5271 | 43117 |
| ORIGIN BANCORP INC | EQUITY | 4677 | 175902 |
| ORIGIN MATERIALS INC | EQUITY | 19694 | 4169 |
| ORION ENERGY SYSTEMS INC | EQUITY | 485 | 7459 |
| ORION GROUP HOLDINGS INC | EQUITY | 5207 | 51758 |
| ORION PROPERTIES INC | EQUITY | 8979 | 20293 |
| ORION SA | EQUITY | 10069 | 53164 |
| ORMAT TECHNOLOGIES INC | EQUITY | 8922 | 985613 |
| ORRSTOWN FINL SERVICES INC | EQUITY | 2215 | 78455 |
| ORTHOFIX MEDICAL INC | EQUITY | 5350 | 81106 |
| ORTHOPEDIATRICS CORP | EQUITY | 2745 | 48751 |
| OSCAR HEALTH INC CLASS A | EQUITY | 23175 | 333025 |
| OSHKOSH CORP | EQUITY | 10927 | 1372759 |
| OSI SYSTEMS INC | EQUITY | 2652 | 676419 |
| OTIS WORLDWIDE CORP | EQUITY | 55626 | 4858931 |
| OTTER TAIL CORP | EQUITY | 6822 | 551286 |
| OUSTER INC | EQUITY | 7729 | 167256 |
| OUTDOOR HOLDING CO | EQUITY | 13584 | 23229 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| OUTFRONT MEDIA INC | EQUITY | 23407 | 564109 |
| OUTLOOK THERAPEUTICS INC | EQUITY | 688 | 1087 |
| OUTSET MEDICAL INC | EQUITY | 535 | 1985 |
| OVID THERAPEUTICS INC | EQUITY | 7274 | 11857 |
| OVINTIV INC | EQUITY | 40564 | 1589703 |
| OWENS CORNING | EQUITY | 13258 | 1483703 |
| OWLET INC | EQUITY | 860 | 13923 |
| OXFORD INDUSTRIES INC | EQUITY | 2349 | 80336 |
| P G + E CORP | EQUITY | 337687 | 5426630 |
| P3 HEALTH PARTNERS INC | EQUITY | 77 | 270 |
| PACCAR INC | EQUITY | 79903 | 8750178 |
| PACIFIC BIOSCIENCES OF CALIF | EQUITY | 38491 | 71978 |
| PACIRA BIOSCIENCES INC | EQUITY | 7208 | 186543 |
| PACKAGING CORP OF AMERICA | EQUITY | 13647 | 2814421 |
| PACS GROUP INC | EQUITY | 3500 | 134365 |
| PAGERDUTY INC | EQUITY | 15267 | 200150 |
| PALANTIR TECHNOLOGIES INC A | EQUITY | 336820 | 59869755 |
| PALLADYNE AI CORP | EQUITY | 1583 | 6744 |
| PALO ALTO NETWORKS INC | EQUITY | 101462 | 18689300 |
| PALOMAR HOLDINGS INC | EQUITY | 4010 | 540388 |
| PALVELLA THERAPEUTICS INC | EQUITY | 129 | 13502 |
| PANGAEA LOGISTICS SOLUTIONS | EQUITY | 4464 | 30712 |
| PAPA JOHN S INTL INC | EQUITY | 5328 | 205075 |
| PAR PACIFIC HOLDINGS INC | EQUITY | 5753 | 202160 |
| PAR TECHNOLOGY CORP/DEL | EQUITY | 4158 | 150852 |
| PARAMOUNT SKYDANCE CL B | EQUITY | 30127 | 403702 |
| PARK AEROSPACE CORP | EQUITY | 3683 | 78595 |
| PARK HOTELS + RESORTS INC | EQUITY | 33499 | 350400 |
| PARK NATIONAL CORP | EQUITY | 2381 | 362341 |
| PARK OHIO HOLDINGS CORP | EQUITY | 1662 | 34802 |
| PARKE BANCORP INC | EQUITY | 1554 | 38912 |
| PARKER HANNIFIN CORP | EQUITY | 18563 | 16316134 |
| PARSONS CORP | EQUITY | 6893 | 425987 |
| PASSAGE BIO INC | EQUITY | 325 | 3835 |
| PATHWARD FINANCIAL INC | EQUITY | 4723 | 335333 |
| PATRICK INDUSTRIES INC | EQUITY | 4993 | 541391 |
| PATRIOT NATIONAL INC | EQUITY | 3400 | 78 |
| PATTERSON UTI ENERGY INC | EQUITY | 51959 | 317469 |
| PAVMED INC | EQUITY | 906 | 200 |
| PAYCHEX INC | EQUITY | 48884 | 5483807 |
| PAYCOM SOFTWARE INC | EQUITY | 7391 | 1177830 |
| PAYLOCITY HOLDING CORP | EQUITY | 7199 | 1097848 |
| PAYMENTUS HOLDINGS INC A | EQUITY | 3290 | 103931 |
| PAYONEER GLOBAL INC | EQUITY | 44295 | 248938 |
| PAYPAL HOLDINGS INC | EQUITY | 142246 | 8304321 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PAYSIGN INC | EQUITY | 5459 | 28114 |
| PBF ENERGY INC CLASS A | EQUITY | 18141 | 491984 |
| PC CONNECTION INC | EQUITY | 1775 | 102524 |
| PCB BANCORP | EQUITY | 2533 | 54839 |
| PDF SOLUTIONS INC | EQUITY | 4889 | 139483 |
| PDL BIOPHARMA INC | EQUITY | 22373 | 44299 |
| PDS BIOTECHNOLOGY CORP | EQUITY | 4057 | 3123 |
| PEABODY ENERGY CORP | EQUITY | 17711 | 526017 |
| PEAKSTONE REALTY TRUST | EQUITY | 6700 | 96145 |
| PEAPACK GLADSTONE FINL CORP | EQUITY | 2762 | 76922 |
| PEBBLEBROOK HOTEL TRUST | EQUITY | 21052 | 238309 |
| PEDIATRIX MEDICAL GROUP INC | EQUITY | 13538 | 289578 |
| PEGASYSTEMS INC | EQUITY | 13282 | 793201 |
| PELOTON INTERACTIVE INC A | EQUITY | 55621 | 342625 |
| PENGUIN SOLUTIONS INC | EQUITY | 7720 | 151003 |
| PENN ENTERTAINMENT INC | EQUITY | 25197 | 371656 |
| PENNANT GROUP INC/THE | EQUITY | 4310 | 121327 |
| PENNYMAC FINANCIAL SERVICES | EQUITY | 4556 | 600663 |
| PENSKE AUTOMOTIVE GROUP INC | EQUITY | 2836 | 448910 |
| PENTAIR PLC | EQUITY | 25949 | 2702329 |
| PENUMBRA INC | EQUITY | 5834 | 1813849 |
| PEOPLES BANCORP INC | EQUITY | 5234 | 157177 |
| PEOPLES BANCORP OF NC | EQUITY | 824 | 29829 |
| PEOPLES FINANCIAL SERVICES | EQUITY | 1398 | 68097 |
| PEPGEN INC | EQUITY | 1800 | 11718 |
| PEPSICO INC | EQUITY | 202819 | 29108583 |
| PERDOCEO EDUCATION CORP | EQUITY | 10599 | 310869 |
| PERELLA WEINBERG PARTNERS | EQUITY | 5833 | 100911 |
| PERFORMANCE FOOD GROUP CO | EQUITY | 23406 | 2104668 |
| PERIMETER SOLUTIONS INC | EQUITY | 23500 | 646955 |
| PERMA FIX ENVIRONMENTAL SVCS | EQUITY | 3147 | 39621 |
| PERMIAN RESOURCES CORP CL A | EQUITY | 96992 | 1360798 |
| PERRIGO CO PLC | EQUITY | 21836 | 303957 |
| PERSONALIS INC | EQUITY | 5964 | 47473 |
| PERSPECTIVE THERAPEUTICS INC | EQUITY | 1837 | 5052 |
| PETCO HEALTH AND WELLNESS CO | EQUITY | 13585 | 38174 |
| PETMED EXPRESS INC | EQUITY | 3697 | 11830 |
| PFIZER INC | EQUITY | 835445 | 20802581 |
| PHATHOM PHARMACEUTICALS INC | EQUITY | 4541 | 75335 |
| PHIBRO ANIMAL HEALTH CORP A | EQUITY | 3790 | 141594 |
| PHILIP MORRIS INTERNATIONAL | EQUITY | 228188 | 36601355 |
| PHILLIPS 66 | EQUITY | 57425 | 7410122 |
| PHILLIPS EDISON + COMPANY IN | EQUITY | 19613 | 697634 |
| PHINIA INC | EQUITY | 7634 | 478575 |
| PHOTRONICS INC | EQUITY | 9597 | 307104 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PHREESIA INC | EQUITY | 8388 | 141925 |
| PHUNWARE INC | EQUITY | 221 | 409 |
| PIEDMONT REALTY TRUST INC | EQUITY | 19839 | 165457 |
| PILGRIM S PRIDE CORP | EQUITY | 8027 | 312973 |
| PINNACLE FINANCIAL PARTNERS | EQUITY | 12757 | 1217145 |
| PINNACLE WEST CAPITAL | EQUITY | 17313 | 1535663 |
| PINTEREST INC CLASS A | EQUITY | 91589 | 2371239 |
| PIONEER BANCORP INC/NY | EQUITY | 1846 | 24884 |
| PIPER SANDLER COS | EQUITY | 2536 | 861505 |
| PITNEY BOWES INC | EQUITY | 27099 | 286436 |
| PIXELWORKS INC | EQUITY | 509 | 3237 |
| PJT PARTNERS INC A | EQUITY | 4038 | 675154 |
| PLANET FITNESS INC CL A | EQUITY | 13934 | 1511421 |
| PLANET LABS PBC | EQUITY | 31570 | 622560 |
| PLAYBOY INC | EQUITY | 3180 | 5978 |
| PLAYSTUDIOS INC | EQUITY | 13161 | 8574 |
| PLAYTIKA HOLDING CORP | EQUITY | 10843 | 42830 |
| PLEXUS CORP | EQUITY | 4530 | 665910 |
| PLIANT THERAPEUTICS INC | EQUITY | 9212 | 11239 |
| PLUG POWER INC | EQUITY | 124676 | 245612 |
| PLUMAS BANCORP | EQUITY | 860 | 38433 |
| PLYMOUTH INDUSTRIAL REIT INC | EQUITY | 7178 | 157055 |
| PMV PHARMACEUTICALS INC | EQUITY | 4494 | 5618 |
| PNC FINANCIAL SERVICES GROUP | EQUITY | 59496 | 12418600 |
| PODCASTONE INC | EQUITY | 414 | 1023 |
| POLARIS INC | EQUITY | 8705 | 550591 |
| PONCE FINANCIAL GROUP INC | EQUITY | 4512 | 73771 |
| POOL CORP | EQUITY | 4916 | 1124535 |
| POPULAR INC | EQUITY | 11492 | 1430984 |
| PORCH GROUP INC | EQUITY | 11883 | 108492 |
| PORTILLO S INC CL A | EQUITY | 8149 | 36996 |
| PORTLAND GENERAL ELECTRIC CO | EQUITY | 16355 | 784876 |
| POST HOLDINGS INC | EQUITY | 8144 | 806663 |
| POSTAL REALTY TRUST INC A | EQUITY | 4015 | 64802 |
| POTLATCHDELTIC CORP | EQUITY | 13578 | 540133 |
| POWELL INDUSTRIES INC | EQUITY | 1461 | 465738 |
| POWER INTEGRATIONS INC | EQUITY | 9471 | 336599 |
| POWER REIT | EQUITY | 562 | 492 |
| POWERFLEET INC | EQUITY | 5873 | 31244 |
| PPG INDUSTRIES INC | EQUITY | 35352 | 3622166 |
| PPL CORP | EQUITY | 115321 | 4038541 |
| PRA GROUP INC | EQUITY | 6975 | 123388 |
| PRAXIS PRECISION MEDICINES I | EQUITY | 3888 | 1145949 |
| PRECIGEN INC | EQUITY | 16164 | 67566 |
| PRECIPIO INC | EQUITY | 313 | 7193 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | PRECISION BIOSCIENCES INC | EQUITY | 251 | 1044 |
| | PREFERRED BANK/LOS ANGELES | EQUITY | 2044 | 193015 |
| | PREFORMED LINE PRODUCTS CO | EQUITY | 470 | 97154 |
| | PRELUDE THERAPEUTICS INC | EQUITY | 31549 | 91492 |
| | PRESTIGE CONSUMER HEALTHCARE | EQUITY | 8369 | 516284 |
| | PRICESMART INC | EQUITY | 4346 | 533124 |
| | PRIME MEDICINE INC | EQUITY | 46400 | 161008 |
| | PRIMERICA INC | EQUITY | 5078 | 1311952 |
| | PRIMIS FINANCIAL CORP | EQUITY | 3847 | 53512 |
| | PRIMO BRANDS CORP | EQUITY | 24300 | 397305 |
| | PRIMORIS SERVICES CORP | EQUITY | 8705 | 1080639 |
| | PRINCETON BANCORP INC | EQUITY | 909 | 31533 |
| | PRINCIPAL FINANCIAL GROUP | EQUITY | 32083 | 2830041 |
| | PRIORITY TECHNOLOGY HOLDINGS | EQUITY | 2101 | 11450 |
| | PRIVIA HEALTH GROUP INC | EQUITY | 17208 | 408002 |
| | PRO DEX INC | EQUITY | 650 | 25012 |
| | PROASSURANCE CORP | EQUITY | 2617 | 63227 |
| | PROCEPT BIOROBOTICS CORP | EQUITY | 7346 | 231105 |
| | PROCORE TECHNOLOGIES INC | EQUITY | 14600 | 1062004 |
| | PROCTER + GAMBLE CO/THE | EQUITY | 344798 | 49413001 |
| | PROFRAC HOLDING CORP A | EQUITY | 4300 | 16727 |
| | PROG HOLDINGS INC | EQUITY | 7052 | 207963 |
| | PROGRESS SOFTWARE CORP | EQUITY | 7074 | 303899 |
| | PROGRESSIVE CORP | EQUITY | 86196 | 19628553 |
| | PROGYNY INC | EQUITY | 13873 | 356259 |
| | PROKIDNEY CORP | EQUITY | 40000 | 89600 |
| | PROLOGIS INC | EQUITY | 138231 | 17646569 |
| | PROPETRO HOLDING CORP | EQUITY | 13773 | 130981 |
| | PROPHASE LABS INC | EQUITY | 246 | 110 |
| | PROSPERITY BANCSHARES INC | EQUITY | 11594 | 801261 |
| | PROTAGONIST THERAPEUTICS INC | EQUITY | 9070 | 792174 |
| | PROTHENA CORP PLC | EQUITY | 6452 | 61617 |
| | PROTO LABS INC | EQUITY | 4512 | 228262 |
| | PROVIDENT FINANCIAL HLDGS | EQUITY | 1336 | 21256 |
| | PROVIDENT FINANCIAL SERVICES | EQUITY | 20696 | 408746 |
| \* | PRUDENTIAL FINANCIAL INC | EQUITY | 51659 | 5831268 |
|  | PTC INC | EQUITY | 18296 | 3187346 |
|  | PTC THERAPEUTICS INC | EQUITY | 11879 | 902329 |
|  | PUBLIC SERVICE ENTERPRISE GP | EQUITY | 76678 | 6157243 |
|  | PUBLIC STORAGE | EQUITY | 21738 | 5641011 |
|  | PUBMATIC INC CLASS A | EQUITY | 6439 | 57114 |
|  | PULMONX CORP | EQUITY | 5761 | 12732 |
|  | PULSE BIOSCIENCES INC | EQUITY | 2854 | 39185 |
|  | PULSE BIOSCIENCES INC | EQUITY | 266 | 1452 |
|  | PULTEGROUP INC | EQUITY | 31298 | 3670003 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| PUMA BIOTECHNOLOGY INC | EQUITY | 5905 | 35135 |
| PURE CYCLE CORP | EQUITY | 3261 | 35838 |
| PURECYCLE TECHNOLOGIES INC | EQUITY | 21832 | 187537 |
| PURPLE INNOVATION INC | EQUITY | 9721 | 6712 |
| PURSUIT ATTRACTIONS AND HOSP | EQUITY | 3066 | 103263 |
| PVH CORP | EQUITY | 6305 | 422561 |
| PYXIS ONCOLOGY INC | EQUITY | 15889 | 18272 |
| Q2 HOLDINGS INC | EQUITY | 9093 | 656151 |
| Q32 BIO INC | EQUITY | 341 | 1132 |
| QCR HOLDINGS INC | EQUITY | 2888 | 240570 |
| QNITY ELECTRONICS INC | EQUITY | 31800 | 2596470 |
| QORVO INC | EQUITY | 11579 | 978541 |
| QUAD GRAPHICS INC | EQUITY | 5945 | 37275 |
| QUAKER CHEMICAL CORPORATION | EQUITY | 2240 | 307574 |
| QUALCOMM INC | EQUITY | 160603 | 27471143 |
| QUALYS INC | EQUITY | 6125 | 814013 |
| QUANEX BUILDING PRODUCTS | EQUITY | 7243 | 111397 |
| QUANTA SERVICES INC | EQUITY | 21180 | 8939231 |
| QUANTERIX CORP | EQUITY | 6112 | 38872 |
| QUANTUM COMPUTING INC | EQUITY | 24432 | 250672 |
| QUANTUM CORP | EQUITY | 1266 | 8166 |
| QUANTUM SI INC | EQUITY | 13657 | 15023 |
| QUANTUMSCAPE CORP | EQUITY | 55868 | 582145 |
| QUEST DIAGNOSTICS INC | EQUITY | 17085 | 2964760 |
| QUEST RESOURCE HOLDING CORP | EQUITY | 3962 | 7369 |
| QUICKLOGIC CORP | EQUITY | 2973 | 17868 |
| QUIDELORTHO CORP | EQUITY | 8132 | 232250 |
| QUINCE THERAPEUTICS INC | EQUITY | 2810 | 9414 |
| QUINSTREET INC | EQUITY | 7348 | 105591 |
| QVC GROUP INC | EQUITY | 1151 | 12039 |
| QXO INC | EQUITY | 72200 | 1392738 |
| RACKSPACE TECHNOLOGY INC | EQUITY | 10420 | 10117 |
| RADIAN GROUP INC | EQUITY | 25526 | 918681 |
| RADIANT LOGISTICS INC | EQUITY | 8300 | 52539 |
| RADNET INC | EQUITY | 9684 | 690953 |
| RAFAEL HOLDINGS INC CLASS B | EQUITY | 1928 | 2275 |
| RALLIANT CORP | EQUITY | 17350 | 883289 |
| RALLYBIO CORP | EQUITY | 3200 | 2196 |
| RALPH LAUREN CORP | EQUITY | 6273 | 2218196 |
| RAMACO RESOURCES INC A | EQUITY | 6634 | 119412 |
| RAMACO RESOURCES INC B | EQUITY | 645 | 7581 |
| RAMBUS INC | EQUITY | 17808 | 1636377 |
| RANGE RESOURCES CORP | EQUITY | 36753 | 1295911 |
| RANGER ENERGY SERVICES CL A | EQUITY | 1575 | 22019 |
| RANI THERAPEUTICS HOLDINGS A | EQUITY | 1342 | 1812 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| RANPAK HOLDINGS CORP | EQUITY | 6671 | 36090 |
| RAPID MICRO BIOSYSTEMS INC A | EQUITY | 1374 | 3985 |
| RAPID7 INC | EQUITY | 9934 | 150997 |
| RAPT THERAPEUTICS INC | EQUITY | 2057 | 69671 |
| RAYMOND JAMES FINANCIAL INC | EQUITY | 26393 | 4238452 |
| RAYONIER ADVANCED MATERIALS | EQUITY | 10534 | 62045 |
| RAYONIER INC | EQUITY | 25936 | 561514 |
| RB GLOBAL INC | EQUITY | 28100 | 2890647 |
| RBB BANCORP | EQUITY | 1897 | 39154 |
| RBC BEARINGS INC | EQUITY | 4736 | 2123764 |
| RCI HOSPITALITY HOLDINGS INC | EQUITY | 1436 | 34234 |
| RCM TECHNOLOGIES INC | EQUITY | 1200 | 24534 |
| RE/MAX HOLDINGS INC CL A | EQUITY | 3139 | 23825 |
| READY CAPITAL CORP | EQUITY | 26563 | 57907 |
| REALREAL INC/THE | EQUITY | 13565 | 214056 |
| REALTY INCOME CORP | EQUITY | 128700 | 7254819 |
| RECURSION PHARMACEUTICALS A | EQUITY | 51383 | 210156 |
| RED CAT HOLDINGS INC | EQUITY | 9158 | 72623 |
| RED RIVER BANCSHARES INC | EQUITY | 839 | 59930 |
| RED ROBIN GOURMET BURGERS | EQUITY | 2512 | 10174 |
| RED ROCK RESORTS INC CLASS A | EQUITY | 7651 | 473979 |
| RED VIOLET INC | EQUITY | 1462 | 83261 |
| REDDIT INC CL A | EQUITY | 18400 | 4229608 |
| REDWIRE CORP | EQUITY | 3415 | 25954 |
| REDWOOD TRUST INC | EQUITY | 17660 | 97660 |
| REGAL REXNORD CORP | EQUITY | 10158 | 1425371 |
| REGENCY CENTERS CORP | EQUITY | 26199 | 1808517 |
| REGENERON PHARMACEUTICALS | EQUITY | 15140 | 11686112 |
| REGENXBIO INC | EQUITY | 6285 | 90504 |
| REGIONAL MANAGEMENT CORP | EQUITY | 1573 | 60954 |
| REGIONS FINANCIAL CORP | EQUITY | 134742 | 3651508 |
| REGIS CORP | EQUITY | 235 | 6521 |
| REINSURANCE GROUP OF AMERICA | EQUITY | 10096 | 2054132 |
| REKOR SYSTEMS INC | EQUITY | 17507 | 24160 |
| RELAY THERAPEUTICS INC | EQUITY | 14910 | 126139 |
| RELIANCE INC | EQUITY | 7429 | 2146015 |
| RELMADA THERAPEUTICS INC | EQUITY | 16905 | 81651 |
| REMITLY GLOBAL INC | EQUITY | 23000 | 317400 |
| RENAISSANCERE HOLDINGS LTD | EQUITY | 7784 | 2188549 |
| RENASANT CORP | EQUITY | 14635 | 515445 |
| RENT THE RUNWAY INC A | EQUITY | 469 | 3710 |
| REPAY HOLDINGS CORP | EQUITY | 12164 | 44399 |
| REPLIGEN CORP | EQUITY | 8630 | 1414112 |
| REPLIMUNE GROUP INC | EQUITY | 9457 | 91922 |
| REPOSITRAK INC | EQUITY | 3487 | 43134 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| REPUBLIC AIRWAYS HOLDINGS IN | EQUITY | 398 | 7311 |
| REPUBLIC BANCORP INC CLASS A | EQUITY | 500 | 34495 |
| REPUBLIC SERVICES INC | EQUITY | 29823 | 6320388 |
| RESEARCH FRONTIERS INC | EQUITY | 5396 | 7069 |
| RESERVOIR MEDIA INC | EQUITY | 5484 | 41514 |
| RESIDEO TECHNOLOGIES INC | EQUITY | 23721 | 833082 |
| RESMED INC | EQUITY | 22374 | 5389225 |
| RESOLUTE HOLDINGS MANAG | EQUITY | 425 | 87733 |
| RESOURCES CONNECTION INC | EQUITY | 4368 | 22015 |
| RETRACTABLE TECHNOLOGIES INC | EQUITY | 2185 | 1687 |
| REV GROUP INC | EQUITY | 5538 | 336766 |
| REVOLUTION MEDICINES INC | EQUITY | 22377 | 1782328 |
| REVOLVE GROUP INC | EQUITY | 6198 | 187118 |
| REVVITY INC | EQUITY | 18582 | 1797809 |
| REX AMERICAN RESOURCES CORP | EQUITY | 4278 | 138265 |
| REXFORD INDUSTRIAL REALTY IN | EQUITY | 34928 | 1352412 |
| REYNOLDS CONSUMER PRODUCTS I | EQUITY | 8516 | 195187 |
| RF INDUSTRIES LTD | EQUITY | 1496 | 8647 |
| RGC RESOURCES INC | EQUITY | 1450 | 30885 |
| RH | EQUITY | 2253 | 403625 |
| RHYTHM PHARMACEUTICALS INC | EQUITY | 8055 | 862207 |
| RIBBON COMMUNICATIONS INC | EQUITY | 15943 | 45916 |
| RICHARDSON ELEC LTD | EQUITY | 2163 | 23533 |
| RIDENOW GROUP INC | EQUITY | 1523 | 8407 |
| RIDGEPOST CAPITAL INC A | EQUITY | 8256 | 80991 |
| RIGEL PHARMACEUTICALS INC | EQUITY | 3142 | 134572 |
| RIGETTI COMPUTING INC | EQUITY | 50600 | 1120790 |
| RILEY EXPLORATION PERMIAN IN | EQUITY | 562 | 14837 |
| RIMINI STREET INC | EQUITY | 4642 | 18011 |
| RING ENERGY INC | EQUITY | 11266 | 9801 |
| RINGCENTRAL INC CLASS A | EQUITY | 13932 | 402356 |
| RIOT PLATFORMS INC | EQUITY | 35043 | 443995 |
| RITHM CAPITAL CORP | EQUITY | 72916 | 794784 |
| RITHM PROPERTY TRUST INC | EQUITY | 521 | 8638 |
| RIVIAN AUTOMOTIVE INC A | EQUITY | 109056 | 2149494 |
| RLI CORP | EQUITY | 13466 | 861555 |
| RLJ LODGING TRUST | EQUITY | 26878 | 200241 |
| RMR GROUP INC/THE A | EQUITY | 2531 | 37712 |
| ROBERT HALF INC | EQUITY | 16835 | 457239 |
| ROBINHOOD MARKETS INC A | EQUITY | 115300 | 13040430 |
| ROBLOX CORP CLASS A | EQUITY | 96100 | 7786983 |
| ROCKET COS INC CLASS A | EQUITY | 140403 | 2718202 |
| ROCKET LAB CORP | EQUITY | 63188 | 4407995 |
| ROCKET PHARMACEUTICALS INC | EQUITY | 9539 | 33482 |
| ROCKWELL AUTOMATION INC | EQUITY | 15923 | 6195162 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| ROCKY BRANDS INC | EQUITY |  | 1225 | 35929 |
| ROGERS CORP | EQUITY |  | 2582 | 236434 |
| ROIVANT SCIENCES LTD | EQUITY |  | 56050 | 1216285 |
| ROKU INC | EQUITY |  | 19451 | 2110239 |
| ROLLINS INC | EQUITY |  | 42701 | 2562914 |
| ROOT INC/OH CLASS A | EQUITY |  | 812 | 58651 |
| ROPER TECHNOLOGIES INC | EQUITY |  | 16293 | 7252503 |
| ROSS STORES INC | EQUITY |  | 48726 | 8777502 |
| ROYAL CARIBBEAN CRUISES LTD | EQUITY |  | 37016 | 10324503 |
| ROYAL GOLD INC | EQUITY |  | 11912 | 2647918 |
| ROYALTY PHARMA PLC CL A | EQUITY |  | 58786 | 2271491 |
| RPC INC | EQUITY |  | 16381 | 89113 |
| RPM INTERNATIONAL INC | EQUITY |  | 19282 | 2005328 |
| RTX CORP | EQUITY |  | 199613 | 36609024 |
| RUBRIK INC A | EQUITY |  | 14400 | 1101312 |
| RUMBLE INC | EQUITY |  | 17800 | 112496 |
| RUSH ENTERPRISES INC CL B | EQUITY |  | 1780 | 100143 |
| RUSH ENTERPRISES INC CL A | EQUITY |  | 9741 | 525430 |
| RUSH STREET INTERACTIVE INC | EQUITY |  | 8760 | 170207 |
| RXO INC | EQUITY |  | 18429 | 232943 |
| RXSIGHT INC | EQUITY |  | 3878 | 40409 |
| RYAN SPECIALTY HOLDINGS INC | EQUITY |  | 16129 | 832740 |
| RYDER SYSTEM INC | EQUITY |  | 6855 | 1311978 |
| RYERSON HOLDING CORP | EQUITY |  | 5022 | 126354 |
| RYMAN HOSPITALITY PROPERTIES | EQUITY |  | 9878 | 934656 |
| RYVYL INC | EQUITY |  | 332 | 54 |
| S + T BANCORP INC | EQUITY |  | 6268 | 246646 |
| S+P GLOBAL INC | EQUITY |  | 45344 | 23696321 |
| S+P MID 400 EMINI MAR 26 | FUTURE | 3/20/2026 | 800 | (64198) |
| S+P500 EMINI FUT MAR 26 | FUTURE | 3/20/2026 | 5450 | (282170) |
| SAB BIOTHERAPEUTICS INC | EQUITY |  | 474 | 1773 |
| SABLE OFFSHORE CORP | EQUITY |  | 7000 | 63140 |
| SABRA HEALTH CARE REIT INC | EQUITY |  | 39105 | 740649 |
| SABRE CORP | EQUITY |  | 53748 | 73097 |
| SACHEM CAPITAL CORP | EQUITY |  | 5106 | 5310 |
| SAFEHOLD INC | EQUITY |  | 6393 | 87520 |
| SAFETY INSURANCE GROUP INC | EQUITY |  | 2413 | 187997 |
| SAGA COMMUNICATIONS INC CL A | EQUITY |  | 873 | 9961 |
| SAIA INC | EQUITY |  | 4329 | 1413505 |
| SALESFORCE INC | EQUITY |  | 141743 | 37549138 |
| SALLY BEAUTY HOLDINGS INC | EQUITY |  | 18159 | 258947 |
| SAMSARA INC CL A | EQUITY |  | 38562 | 1367023 |
| SANA BIOTECHNOLOGY INC | EQUITY |  | 41612 | 169361 |
| SANARA MEDTECH INC | EQUITY |  | 313 | 7309 |
| SANDISK CORP | EQUITY |  | 20268 | 4811218 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SANDRIDGE ENERGY INC | EQUITY | 4934 | 71198 |
| SANGAMO THERAPEUTICS INC | EQUITY | 20480 | 8602 |
| SANMINA CORP | EQUITY | 9192 | 1379443 |
| SAREPTA THERAPEUTICS INC | EQUITY | 15701 | 337886 |
| SAUL CENTERS INC | EQUITY | 2511 | 79172 |
| SAVARA INC | EQUITY | 11962 | 72131 |
| SAVERS VALUE VILLAGE INC | EQUITY | 3500 | 32690 |
| SB FINANCIAL GROUP INC | EQUITY | 1231 | 27414 |
| SBA COMMUNICATIONS CORP | EQUITY | 16824 | 3254266 |
| SCANSOURCE INC | EQUITY | 4138 | 161630 |
| SCHNEIDER NATIONAL INC CL B | EQUITY | 5900 | 156527 |
| SCHOLAR ROCK HOLDING CORP | EQUITY | 6868 | 302535 |
| SCHOLASTIC CORP | EQUITY | 5155 | 152743 |
| SCHRODINGER INC | EQUITY | 9035 | 161546 |
| SCHWAB (CHARLES) CORP | EQUITY | 244489 | 24426896 |
| SCIENCE APPLICATIONS INTE | EQUITY | 8383 | 843833 |
| SCILEX HOLDING CO | EQUITY | 1356 | 16543 |
| SCOTTS MIRACLE GRO CO | EQUITY | 5586 | 325943 |
| SCYNEXIS INC | EQUITY | 4194 | 2652 |
| SEABOARD CORP | EQUITY | 44 | 195572 |
| SEACOAST BANKING CORP/FL | EQUITY | 13153 | 413267 |
| SEACOR MARINE HOLDINGS INC | EQUITY | 3375 | 20318 |
| SEAGATE TECHNOLOGY HOLDINGS | EQUITY | 31747 | 8742806 |
| SEALED AIR CORP | EQUITY | 23092 | 956702 |
| SEAPORT ENTERTAINMENT GROUP | EQUITY | 1371 | 27105 |
| SECURITY NATL FINL CORP CL A | EQUITY | 3638 | 32778 |
| SEER INC | EQUITY | 5842 | 10691 |
| SEI INVESTMENTS COMPANY | EQUITY | 13968 | 1145655 |
| SELECT MEDICAL HOLDINGS CORP | EQUITY | 17036 | 252985 |
| SELECT WATER SOLUTIONS INC | EQUITY | 11323 | 119118 |
| SELECTIVE INSURANCE GROUP | EQUITY | 10072 | 842724 |
| SELECTQUOTE INC | EQUITY | 20638 | 29100 |
| SELLAS LIFE SCIENCES GROUP I | EQUITY | 2568 | 9681 |
| SEMLER SCIENTIFIC INC | EQUITY | 811 | 12400 |
| SEMPRA | EQUITY | 97864 | 8640413 |
| SEMRUSH HOLDINGS INC A | EQUITY | 6361 | 75632 |
| SEMTECH CORP | EQUITY | 10627 | 783104 |
| SENECA FOODS CORP CL A | EQUITY | 1024 | 113285 |
| SENSATA TECHNOLOGIES HOLDING | EQUITY | 25809 | 859182 |
| SENSEI BIOTHERAPEUTICS INC | EQUITY | 78 | 832 |
| SENSEONICS HOLDINGS INC | EQUITY | 3405 | 18796 |
| SENSIENT TECHNOLOGIES CORP | EQUITY | 6688 | 628338 |
| SENSUS HEALTHCARE INC | EQUITY | 2265 | 9015 |
| SENTINELONE INC CLASS A | EQUITY | 38920 | 583800 |
| SERA PROGNOSTICS INC A | EQUITY | 4600 | 13570 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SERES THERAPEUTICS INC | EQUITY | 819 | 12187 |
| SERITAGE GROWTH PROP A | EQUITY | 5700 | 18525 |
| SERVICE CORP INTERNATIONAL | EQUITY | 22055 | 1719628 |
| SERVICE PROPERTIES TRUST | EQUITY | 26355 | 48493 |
| SERVICENOW INC | EQUITY | 153205 | 23469474 |
| SERVICETITAN INC A | EQUITY | 8200 | 873300 |
| SERVISFIRST BANCSHARES INC | EQUITY | 7783 | 558742 |
| SES AI CORP | EQUITY | 44728 | 80510 |
| SEVEN HILLS REALTY TRUST | EQUITY | 3588 | 31933 |
| SHAKE SHACK INC CLASS A | EQUITY | 6154 | 499520 |
| SHARPLINK INC | EQUITY | 14400 | 128736 |
| SHATTUCK LABS INC | EQUITY | 4696 | 17140 |
| SHENANDOAH TELECOMMUNICATION | EQUITY | 8064 | 93220 |
| SHERWIN WILLIAMS CO/THE | EQUITY | 34072 | 11040350 |
| SHIFT4 PAYMENTS INC CLASS A | EQUITY | 9195 | 579009 |
| SHOALS TECHNOLOGIES GROUP A | EQUITY | 28307 | 240610 |
| SHOE CARNIVAL INC | EQUITY | 2968 | 50100 |
| SHORE BANCSHARES INC | EQUITY | 4351 | 76926 |
| SHUTTERSTOCK INC | EQUITY | 3727 | 71186 |
| SI BONE INC | EQUITY | 6499 | 128160 |
| SIERRA BANCORP | EQUITY | 1443 | 47157 |
| SIGA TECHNOLOGIES INC | EQUITY | 6771 | 41371 |
| SIGHT SCIENCES INC | EQUITY | 4574 | 36272 |
| SIGNET JEWELERS LTD | EQUITY | 7369 | 610743 |
| SILGAN HOLDINGS INC | EQUITY | 13354 | 539101 |
| SILICON LABORATORIES INC | EQUITY | 5336 | 697415 |
| SILVERCREST ASSET MANAGEME A | EQUITY | 1715 | 26051 |
| SIMMONS FIRST NATL CORP CL A | EQUITY | 19646 | 370327 |
| SIMON PROPERTY GROUP INC | EQUITY | 46916 | 8684621 |
| SIMPLY GOOD FOODS CO/THE | EQUITY | 15135 | 303911 |
| SIMPSON MANUFACTURING CO INC | EQUITY | 6553 | 1058113 |
| SIMULATIONS PLUS INC | EQUITY | 2679 | 48838 |
| SINCLAIR INC | EQUITY | 7925 | 121253 |
| SIRIUS XM HOLDINGS INC | EQUITY | 33655 | 672932 |
| SIRIUSPOINT LTD | EQUITY | 15063 | 329729 |
| SITEONE LANDSCAPE SUPPLY INC | EQUITY | 7309 | 910409 |
| SITIME CORP | EQUITY | 2901 | 1024604 |
| SIX FLAGS ENTERTAINMENT CORP | EQUITY | 7116 | 109159 |
| SKILLSOFT CORP | EQUITY | 544 | 5059 |
| SKILLZ INC | EQUITY | 2158 | 9301 |
| SKYWARD SPECIALTY INSURANCE | EQUITY | 6200 | 316882 |
| SKYWATER TECHNOLOGY INC | EQUITY | 4470 | 81175 |
| SKYWEST INC | EQUITY | 6652 | 667927 |
| SKYWORKS SOLUTIONS INC | EQUITY | 21681 | 1374792 |
| SKYX PLATFORMS CORP | EQUITY | 8700 | 18879 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SL GREEN REALTY CORP | EQUITY | 10917 | 500763 |
| SLB LTD | EQUITY | 222424 | 8536633 |
| SLEEP NUMBER CORP | EQUITY | 3567 | 30177 |
| SLM CORP | EQUITY | 32447 | 878016 |
| SM ENERGY CO | EQUITY | 17458 | 326465 |
| SMART SAND INC | EQUITY | 5176 | 20704 |
| SMARTFINANCIAL INC | EQUITY | 2658 | 98319 |
| SMARTRENT INC | EQUITY | 31113 | 62848 |
| SMITH (A.O.) CORP | EQUITY | 10805 | 722638 |
| SMITH + WESSON BRANDS INC | EQUITY | 7427 | 73304 |
| SMITH MICRO SOFTWARE INC | EQUITY | 1176 | 635 |
| SMITH MIDLAND CORP | EQUITY | 607 | 22058 |
| SMURFIT WESTROCK PLC | EQUITY | 76081 | 2942052 |
| SNAP INC A | EQUITY | 162398 | 1310552 |
| SNAP ON INC | EQUITY | 7639 | 2632399 |
| SNOWFLAKE INC | EQUITY | 49674 | 10896489 |
| SOFI TECHNOLOGIES INC | EQUITY | 187216 | 4901315 |
| SOHO HOUSE + CO INC | EQUITY | 5032 | 45087 |
| SOLAREDGE TECHNOLOGIES INC | EQUITY | 9358 | 269978 |
| SOLARIS ENERGY INFRASTRUCTUR | EQUITY | 4429 | 203601 |
| SOLENO THERAPEUTICS INC | EQUITY | 7176 | 332249 |
| SOLID BIOSCIENCES INC | EQUITY | 850 | 4794 |
| SOLID POWER INC | EQUITY | 18844 | 80087 |
| SOLSTICE ADV MATERIALS INC | EQUITY | 22934 | 1114134 |
| SOLUNA HOLDINGS INC | EQUITY | 27996 | 32755 |
| SOLVENTUM CORP | EQUITY | 21030 | 1666417 |
| SOMNIGROUP INTERNATIONAL INC | EQUITY | 25828 | 2305924 |
| SONIC AUTOMOTIVE INC CLASS A | EQUITY | 2697 | 166836 |
| SONIDA SENIOR LIVING INC | EQUITY | 805 | 26251 |
| SONOCO PRODUCTS CO | EQUITY | 13147 | 573735 |
| SONOS INC | EQUITY | 20296 | 356398 |
| SOTERA HEALTH CO | EQUITY | 16551 | 291960 |
| SOTHERLY HOTELS INC | EQUITY | 3225 | 6934 |
| SOUND FINANCIAL BANCORP INC | EQUITY | 500 | 21815 |
| SOUNDHOUND AI INC A | EQUITY | 48700 | 485539 |
| SOUNDTHINKING INC | EQUITY | 1337 | 10736 |
| SOUTH PLAINS FINANCIAL INC | EQUITY | 2505 | 97194 |
| SOUTHERN CO/THE | EQUITY | 158115 | 13787628 |
| SOUTHERN FIRST BANCSHARES | EQUITY | 918 | 47295 |
| SOUTHERN MISSOURI BANCORP | EQUITY | 1483 | 87675 |
| SOUTHSIDE BANCSHARES INC | EQUITY | 4974 | 151160 |
| SOUTHSTATE BANK CORP | EQUITY | 16145 | 1519406 |
| SOUTHWEST AIRLINES CO | EQUITY | 78171 | 3230807 |
| SOUTHWEST GAS HOLDINGS INC | EQUITY | 9753 | 780435 |
| SPECTRUM BRANDS HOLDINGS INC | EQUITY | 4519 | 266983 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | SPERO THERAPEUTICS INC | EQUITY | 4305 | 10031 |
| | SPHERE ENTERTAINMENT CO | EQUITY | 4042 | 384313 |
| | SPIRE GLOBAL INC | EQUITY | 2081 | 15608 |
| | SPIRE INC | EQUITY | 8866 | 733218 |
| | SPOK HOLDINGS INC | EQUITY | 3882 | 51204 |
| | SPORTSMAN S WAREHOUSE HOLDIN | EQUITY | 7136 | 10419 |
| | SPRINKLR INC A | EQUITY | 16217 | 126168 |
| | SPROUT SOCIAL INC CLASS A | EQUITY | 7764 | 87500 |
| | SPROUTS FARMERS MARKET INC | EQUITY | 15248 | 1214808 |
| | SPRUCE POWER HOLDING CORP | EQUITY | 2117 | 10776 |
| | SPS COMMERCE INC | EQUITY | 6040 | 538345 |
| | SPX TECHNOLOGIES INC | EQUITY | 7353 | 1471041 |
| | SPYRE THERAPEUTICS INC | EQUITY | 235 | 7699 |
| | SS+C TECHNOLOGIES HOLDINGS | EQUITY | 33331 | 2913796 |
| | ST JOE CO/THE | EQUITY | 6096 | 361920 |
| | STAAR SURGICAL CO | EQUITY | 7715 | 178139 |
| | STAG INDUSTRIAL INC | EQUITY | 30129 | 1107542 |
| | STAGWELL INC | EQUITY | 16079 | 78626 |
| | STANDARD BIOTOOLS INC | EQUITY | 37495 | 47994 |
| | STANDARD MOTOR PRODS | EQUITY | 3122 | 115046 |
| | STANDARDAERO INC | EQUITY | 15600 | 447408 |
| | STANDEX INTERNATIONAL CORP | EQUITY | 1887 | 410007 |
| | STANLEY BLACK + DECKER INC | EQUITY | 23378 | 1736518 |
| | STAR EQUITY HOLDINGS INC | EQUITY | 757 | 8516 |
| | STARBUCKS CORP | EQUITY | 165363 | 13925218 |
| | STARWOOD PROPERTY TRUST INC | EQUITY | 49618 | 893620 |
| | STARZ ENTERTAINMENT CORP | EQUITY | 2108 | 24664 |
| \* | STATE STREET CORP | EQUITY | 42255 | 5451318 |
|  | STEEL DYNAMICS INC | EQUITY | 21832 | 3699432 |
|  | STELLAR BANCORP INC | EQUITY | 8559 | 264815 |
|  | STEPAN CO | EQUITY | 3498 | 165665 |
|  | STEPSTONE GROUP INC CLASS A | EQUITY | 7748 | 497189 |
|  | STEREOTAXIS INC | EQUITY | 7674 | 17650 |
|  | STERIS PLC | EQUITY | 15060 | 3818011 |
|  | STERLING BANCORP INC/MI | EQUITY | 3405 | 16480 |
|  | STERLING INFRASTRUCTURE INC | EQUITY | 5152 | 1577697 |
|  | STEVEN MADDEN LTD | EQUITY | 10803 | 449837 |
|  | STEWART INFORMATION SERVICES | EQUITY | 4369 | 306966 |
|  | STIFEL FINANCIAL CORP | EQUITY | 16726 | 2094430 |
|  | STITCH FIX INC CLASS A | EQUITY | 13455 | 70639 |
|  | STOCK YARDS BANCORP INC | EQUITY | 5008 | 325270 |
|  | STOKE THERAPEUTICS INC | EQUITY | 3383 | 107376 |
|  | STONERIDGE INC | EQUITY | 4931 | 28550 |
|  | STONEX GROUP INC | EQUITY | 5493 | 522549 |
|  | STRATA CRITICAL MEDICAL INC | EQUITY | 8230 | 39586 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| STRATEGIC EDUCATION INC | EQUITY | 3799 | 304680 |
| STRATEGY INC | EQUITY | 39320 | 5974674 |
| STRATTEC SECURITY CORP | EQUITY | 540 | 41116 |
| STRATUS PROPERTIES INC | EQUITY | 909 | 21980 |
| STREAMEX CORP | EQUITY | 11200 | 33936 |
| STRIDE INC | EQUITY | 7057 | 458211 |
| STRYKER CORP | EQUITY | 50639 | 17798089 |
| SUMMIT HOTEL PROPERTIES INC | EQUITY | 16734 | 81495 |
| SUMMIT STATE BANK | EQUITY | 1390 | 16166 |
| SUMMIT THERAPEUTICS INC | EQUITY | 22800 | 398772 |
| SUN COMMUNITIES INC | EQUITY | 16959 | 2101390 |
| SUN COUNTRY AIRLINES HOLDING | EQUITY | 7457 | 107306 |
| SUNCOKE ENERGY INC | EQUITY | 12538 | 90274 |
| SUNRISE REALTY TRUST INC | EQUITY | 851 | 8025 |
| SUNRUN INC | EQUITY | 34336 | 631782 |
| SUNSTONE HOTEL INVESTORS INC | EQUITY | 34704 | 310254 |
| SUPER MICRO COMPUTER INC | EQUITY | 76720 | 2245594 |
| SUPERIOR GROUP OF COS INC | EQUITY | 1455 | 14084 |
| SUPERNUS PHARMACEUTICALS INC | EQUITY | 9276 | 461017 |
| SURGERY PARTNERS INC | EQUITY | 10982 | 169672 |
| SURROZEN INC | EQUITY | 242 | 5469 |
| SUTRO BIOPHARMA INC | EQUITY | 999 | 11558 |
| SWEETGREEN INC CLASS A | EQUITY | 15446 | 104415 |
| SYLVAMO CORP | EQUITY | 5989 | 288370 |
| SYMBOTIC INC | EQUITY | 2700 | 160650 |
| SYNAPTICS INC | EQUITY | 6127 | 453521 |
| SYNCHRONOSS TECHNOLOGIES INC | EQUITY | 955 | 8175 |
| SYNCHRONY FINANCIAL | EQUITY | 55364 | 4619019 |
| SYNDAX PHARMACEUTICALS INC | EQUITY | 10360 | 217664 |
| SYNLOGIC INC | EQUITY | 613 | 687 |
| SYNOPSYS INC | EQUITY | 27068 | 12714381 |
| SYNOVUS FINANCIAL CORP | EQUITY | 21447 | 1073422 |
| SYSCO CORP | EQUITY | 72650 | 5353579 |
| SYSTEM1 INC | EQUITY | 322 | 1262 |
| T MOBILE US INC | EQUITY | 71543 | 14526091 |
| T ROWE PRICE GROUP INC | EQUITY | 34437 | 3525660 |
| TACTILE SYSTEMS TECHNOLOGY I | EQUITY | 3270 | 94830 |
| TAKE TWO INTERACTIVE SOFTWRE | EQUITY | 24941 | 6385644 |
| TALEN ENERGY CORP | EQUITY | 7400 | 2773816 |
| TALKSPACE INC | EQUITY | 15870 | 57608 |
| TALOS ENERGY INC | EQUITY | 17759 | 195704 |
| TANDEM DIABETES CARE INC | EQUITY | 10224 | 224724 |
| TANGER INC | EQUITY | 17232 | 575032 |
| TANGO THERAPEUTICS INC | EQUITY | 11667 | 103370 |
| TAO SYNERGIES INC | EQUITY | 6800 | 25024 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TAPESTRY INC | EQUITY | 27152 | 3469211 |
| TARGA RESOURCES CORP | EQUITY | 32071 | 5917100 |
| TARGET CORP | EQUITY | 67278 | 6576425 |
| TARGET HOSPITALITY CORP | EQUITY | 5444 | 43606 |
| TARSUS PHARMACEUTICALS INC | EQUITY | 3904 | 319660 |
| TASKUS INC A | EQUITY | 4484 | 52866 |
| TAYLOR MORRISON HOME CORP | EQUITY | 15501 | 912544 |
| TAYSHA GENE THERAPIES INC | EQUITY | 3859 | 21225 |
| TD SYNNEX CORP | EQUITY | 10992 | 1651328 |
| TE CONNECTIVITY PLC | EQUITY | 43973 | 10004297 |
| TEADS HOLDING CO | EQUITY | 1790 | 1260 |
| TECHNIPFMC PLC | EQUITY | 65629 | 2924428 |
| TECHTARGET INC | EQUITY | 4203 | 22696 |
| TECNOGLASS INC | EQUITY | 3438 | 173000 |
| TECTONIC THERAPEUTIC INC | EQUITY | 539 | 11244 |
| TEGNA INC | EQUITY | 26520 | 514753 |
| TEJON RANCH CO | EQUITY | 3656 | 57655 |
| TELA BIO INC | EQUITY | 1367 | 1613 |
| TELADOC HEALTH INC | EQUITY | 26772 | 187404 |
| TELEDYNE TECHNOLOGIES INC | EQUITY | 7209 | 3681853 |
| TELEFLEX INC | EQUITY | 7894 | 963384 |
| TELEPHONE AND DATA SYSTEMS | EQUITY | 16042 | 657722 |
| TELOS CORPORATION | EQUITY | 8757 | 44661 |
| TEMPUS AI INC CL A | EQUITY | 14800 | 873940 |
| TENABLE HOLDINGS INC | EQUITY | 18905 | 444835 |
| TENAYA THERAPEUTICS INC | EQUITY | 2121 | 1509 |
| TENET HEALTHCARE CORP | EQUITY | 13053 | 2593892 |
| TENNANT CO | EQUITY | 3116 | 229649 |
| TERADATA CORP | EQUITY | 14937 | 454682 |
| TERADYNE INC | EQUITY | 21472 | 4156120 |
| TERAWULF INC | EQUITY | 46407 | 533216 |
| TEREX CORP | EQUITY | 10386 | 554405 |
| TERNS PHARMACEUTICALS INC | EQUITY | 4000 | 161600 |
| TERRENO REALTY CORP | EQUITY | 14178 | 832390 |
| TESLA INC | EQUITY | 416701 | 187398774 |
| TETRA TECH INC | EQUITY | 44265 | 1484648 |
| TETRA TECHNOLOGIES INC | EQUITY | 19953 | 186960 |
| TEXAS CAPITAL BANCSHARES INC | EQUITY | 8081 | 731654 |
| TEXAS INSTRUMENTS INC | EQUITY | 135396 | 23489852 |
| TEXAS PACIFIC LAND CORP | EQUITY | 8700 | 2498814 |
| TEXAS ROADHOUSE INC | EQUITY | 10229 | 1698014 |
| TEXTRON INC | EQUITY | 28449 | 2479899 |
| TFS FINANCIAL CORP | EQUITY | 7886 | 105515 |
| TG THERAPEUTICS INC | EQUITY | 22710 | 676985 |
| THE CAMPBELL S COMPANY | EQUITY | 29754 | 829244 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| THE CIGNA GROUP | EQUITY | 40048 | 11022411 |
| THERAVANCE BIOPHARMA INC | EQUITY | 9053 | 169382 |
| THERMO FISHER SCIENTIFIC INC | EQUITY | 56245 | 32591165 |
| THERMON GROUP HOLDINGS INC | EQUITY | 5070 | 188401 |
| THIRD COAST BANCSHARES INC | EQUITY | 2115 | 80391 |
| THIRD HARMONIC BIO INC | EQUITY | 3600 | 108 |
| THOR INDUSTRIES INC | EQUITY | 8866 | 910272 |
| THREDUP INC CLASS A | EQUITY | 8541 | 54577 |
| THRYV HOLDINGS INC | EQUITY | 3976 | 24055 |
| TIC SOLUTIONS INC | EQUITY | 8964 | 90626 |
| TIDEWATER INC | EQUITY | 7716 | 389735 |
| TILLY S INC CLASS A SHRS | EQUITY | 3937 | 7835 |
| TIMBERLAND BANCORP INC | EQUITY | 1005 | 35979 |
| TIMKEN CO | EQUITY | 10835 | 911549 |
| TIPTREE INC | EQUITY | 3134 | 57258 |
| TITAN INTERNATIONAL INC | EQUITY | 8357 | 65435 |
| TITAN MACHINERY INC | EQUITY | 2817 | 42368 |
| TJX COMPANIES INC | EQUITY | 166112 | 25516464 |
| TKO GROUP HOLDINGS INC | EQUITY | 9775 | 2042975 |
| TOAST INC CLASS A | EQUITY | 59113 | 2099103 |
| TOBIRA THERAPEUTICS IN | EQUITY | 1122 | 15416 |
| TOLL BROTHERS INC | EQUITY | 16024 | 2166765 |
| TOMPKINS FINANCIAL CORP | EQUITY | 1832 | 132857 |
| TOOTSIE ROLL INDS | EQUITY | 3078 | 112747 |
| TOPBUILD CORP | EQUITY | 4686 | 1954952 |
| TORO CO | EQUITY | 15628 | 1230236 |
| TORRID HOLDINGS INC | EQUITY | 1832 | 1792 |
| TOWNE BANK | EQUITY | 12479 | 416424 |
| TOWNSQUARE MEDIA INC CL A | EQUITY | 1997 | 10265 |
| TPG INC | EQUITY | 18438 | 1177082 |
| TPG RE FINANCE TRUST INC | EQUITY | 10401 | 89553 |
| TRACTOR SUPPLY COMPANY | EQUITY | 81990 | 4100320 |
| TRADE DESK INC/THE CLASS A | EQUITY | 69438 | 2635866 |
| TRADEWEB MARKETS INC CLASS A | EQUITY | 17790 | 1913137 |
| TRAEGER INC | EQUITY | 11927 | 12881 |
| TRANE TECHNOLOGIES PLC | EQUITY | 32980 | 12835816 |
| TRANSACT TECHNOLOGIES INC | EQUITY | 1996 | 7984 |
| TRANSCAT INC | EQUITY | 1248 | 70799 |
| TRANSDIGM GROUP INC | EQUITY | 8004 | 10644119 |
| TRANSMEDICS GROUP INC | EQUITY | 5412 | 658370 |
| TRANSOCEAN LTD | EQUITY | 107882 | 445553 |
| TRANSUNION | EQUITY | 29664 | 2543688 |
| TRAVEL LEISURE CO | EQUITY | 10855 | 765603 |
| TRAVELERS COS INC/THE | EQUITY | 33508 | 9719330 |
| TRAVELZOO | EQUITY | 1807 | 12866 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TRAVERE THERAPEUTICS INC | EQUITY | 9660 | 369109 |
| TREACE MEDICAL CONCEPTS INC | EQUITY | 7971 | 19529 |
| TREDEGAR CORP | EQUITY | 4604 | 33057 |
| TREEHOUSE FOODS INC | EQUITY | 7255 | 171145 |
| TREVI THERAPEUTICS INC | EQUITY | 11000 | 137720 |
| TREX COMPANY INC | EQUITY | 18138 | 636281 |
| TRI POINTE HOMES INC | EQUITY | 16483 | 518720 |
| TRICO BANCSHARES | EQUITY | 5503 | 260677 |
| TRIMAS CORP | EQUITY | 7296 | 258643 |
| TRIMBLE INC | EQUITY | 37276 | 2920575 |
| TRINET GROUP INC | EQUITY | 4660 | 275546 |
| TRINITY INDUSTRIES INC | EQUITY | 13635 | 360509 |
| TRINSEO PLC | EQUITY | 6208 | 3085 |
| TRIPADVISOR INC | EQUITY | 17441 | 253941 |
| TRIUMPH FINANCIAL INC | EQUITY | 3755 | 235176 |
| TRONOX HOLDINGS PLC | EQUITY | 19040 | 79397 |
| TRUBRIDGE INC | EQUITY | 2239 | 49415 |
| TRUEBLUE INC | EQUITY | 5844 | 26590 |
| TRUECAR INC | EQUITY | 16641 | 37609 |
| TRUIST FINANCIAL CORP | EQUITY | 191993 | 9447976 |
| TRUMP MEDIA + TECHNOLOGY GRO | EQUITY | 8100 | 107244 |
| TRUPANION INC | EQUITY | 5510 | 205909 |
| TRUSTCO BANK CORP NY | EQUITY | 3210 | 132669 |
| TRUSTMARK CORP | EQUITY | 9273 | 361183 |
| TSCAN THERAPEUTICS INC | EQUITY | 3700 | 3700 |
| TTEC HOLDINGS INC | EQUITY | 2960 | 10656 |
| TTM TECHNOLOGIES | EQUITY | 15500 | 1069500 |
| TUCOWS INC CLASS A | EQUITY | 1617 | 36253 |
| TURNING POINT BRANDS INC | EQUITY | 2587 | 280431 |
| TURNONGREEN INC | EQUITY | 660 | 3 |
| TURTLE BEACH CORP | EQUITY | 2742 | 38470 |
| TUTOR PERINI CORP | EQUITY | 6718 | 450240 |
| TVARDI THERAPEUTICS INC | EQUITY | 215 | 925 |
| TWILIO INC A | EQUITY | 23684 | 3368812 |
| TWIN DISC INC | EQUITY | 1592 | 26555 |
| TWIST BIOSCIENCE CORP | EQUITY | 8737 | 277138 |
| TWO HARBORS INVESTMENT CORP | EQUITY | 15949 | 167465 |
| TXNM ENERGY INC | EQUITY | 14543 | 856292 |
| TYLER TECHNOLOGIES INC | EQUITY | 6552 | 2974280 |
| TYRA BIOSCIENCES INC | EQUITY | 1774 | 46638 |
| TYSON FOODS INC CL A | EQUITY | 43602 | 2555949 |
| U HAUL HOLDING CO | EQUITY | 1562 | 78740 |
| U HAUL HOLDING CO NON VOTING | EQUITY | 16458 | 769247 |
| U.S. GLOBAL INVESTORS INC A | EQUITY | 3018 | 7273 |
| U.S. PHYSICAL THERAPY INC | EQUITY | 2288 | 178670 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UBER TECHNOLOGIES INC | EQUITY | 308442 | 25202796 |
| UBIQUITI INC | EQUITY | 731 | 404499 |
| UDEMY INC | EQUITY | 14486 | 84743 |
| UDR INC | EQUITY | 45542 | 1670481 |
| UFP INDUSTRIES INC | EQUITY | 9327 | 849223 |
| UFP TECHNOLOGIES INC | EQUITY | 1153 | 256001 |
| UGI CORP | EQUITY | 32666 | 1222688 |
| UIPATH INC CLASS A | EQUITY | 67094 | 1099671 |
| UL SOLUTIONS INC CLASS A | EQUITY | 6400 | 504704 |
| ULTA BEAUTY INC | EQUITY | 5774 | 3493328 |
| ULTRA CLEAN HOLDINGS INC | EQUITY | 7340 | 185922 |
| ULTRAGENYX PHARMACEUTICAL IN | EQUITY | 13247 | 304681 |
| ULTRALIFE CORP | EQUITY | 2596 | 14849 |
| UMB FINANCIAL CORP | EQUITY | 10647 | 1224831 |
| UMH PROPERTIES INC | EQUITY | 10179 | 161948 |
| UNDER ARMOUR INC CLASS A | EQUITY | 32998 | 164000 |
| UNDER ARMOUR INC CLASS C | EQUITY | 32835 | 157608 |
| UNIFI INC | EQUITY | 2509 | 8782 |
| UNIFIRST CORP/MA | EQUITY | 2403 | 463539 |
| UNION BANKSHARES INC /VT | EQUITY | 633 | 15021 |
| UNION PACIFIC CORP | EQUITY | 88340 | 20434809 |
| UNIQURE NV | EQUITY | 6703 | 160403 |
| UNISYS CORP | EQUITY | 10757 | 29689 |
| UNITED AIRLINES HOLDINGS INC | EQUITY | 50285 | 5622869 |
| UNITED BANCORP INC/OHIO | EQUITY | 1366 | 19602 |
| UNITED BANKSHARES INC | EQUITY | 22118 | 849331 |
| UNITED COMMUNITY BANKS/GA | EQUITY | 20040 | 625649 |
| UNITED FIRE GROUP INC | EQUITY | 3517 | 127843 |
| UNITED NATURAL FOODS INC | EQUITY | 9680 | 325926 |
| UNITED PARCEL SERVICE CL B | EQUITY | 109593 | 10870530 |
| UNITED PARKS + RESORTS INC | EQUITY | 6670 | 242121 |
| UNITED RENTALS INC | EQUITY | 9600 | 7769472 |
| UNITED STATES ANTIMONY CORP | EQUITY | 10600 | 53212 |
| UNITED STATES LIME + MINERAL | EQUITY | 1615 | 193380 |
| UNITED THERAPEUTICS CORP | EQUITY | 6811 | 3318660 |
| UNITEDHEALTH GROUP INC | EQUITY | 134512 | 44403756 |
| UNITI GROUP INC | EQUITY | 23344 | 163641 |
| UNITIL CORP | EQUITY | 2740 | 132726 |
| UNITY BANCORP INC | EQUITY | 700 | 36204 |
| UNITY SOFTWARE INC | EQUITY | 42974 | 1898162 |
| UNIVERSAL CORP/VA | EQUITY | 3992 | 210578 |
| UNIVERSAL DISPLAY CORP | EQUITY | 6996 | 816993 |
| UNIVERSAL ELECTRONICS INC | EQUITY | 2524 | 9112 |
| UNIVERSAL HEALTH RLTY INCOME | EQUITY | 2259 | 88575 |
| UNIVERSAL HEALTH SERVICES B | EQUITY | 8911 | 1942776 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UNIVERSAL INSURANCE HOLDINGS | EQUITY | 4089 | 138208 |
| UNIVERSAL LOGISTICS HOLDINGS | EQUITY | 886 | 13458 |
| UNIVERSAL TECHNICAL INSTITUT | EQUITY | 5356 | 139952 |
| UNIVEST FINANCIAL CORP | EQUITY | 4914 | 160884 |
| UNUM GROUP | EQUITY | 22603 | 1751733 |
| UPBOUND GROUP INC | EQUITY | 7465 | 131085 |
| UPLAND SOFTWARE INC | EQUITY | 4424 | 6326 |
| UPSTART HOLDINGS INC | EQUITY | 11774 | 514877 |
| UPWORK INC | EQUITY | 19621 | 388888 |
| URANIUM ENERGY CORP | EQUITY | 62615 | 731343 |
| URBAN EDGE PROPERTIES | EQUITY | 19603 | 376182 |
| URBAN GRO INC | EQUITY | 1695 | 475 |
| URBAN OUTFITTERS INC | EQUITY | 9475 | 713089 |
| US BANCORP | EQUITY | 234573 | 12516815 |
| US DOLLAR | CASH | 2964274 | 2964274 |
| US FOODS HOLDING CORP | EQUITY | 35588 | 2680488 |
| USA RARE EARTH INC | EQUITY | 1600 | 19040 |
| USA TODAY CO INC | EQUITY | 22490 | 115824 |
| USANA HEALTH SCIENCES INC | EQUITY | 1886 | 37022 |
| USCB FINANCIAL HOLDINGS INC | EQUITY | 1773 | 32659 |
| USIO INC | EQUITY | 3489 | 4745 |
| UTAH MEDICAL PRODUCTS INC | EQUITY | 440 | 24622 |
| UTZ BRANDS INC | EQUITY | 10376 | 107703 |
| UWM HOLDINGS CORP | EQUITY | 15361 | 67281 |
| V2X INC | EQUITY | 2118 | 115537 |
| VAALCO ENERGY INC | EQUITY | 14783 | 53810 |
| VAIL RESORTS INC | EQUITY | 6200 | 823360 |
| VALARIS LTD | EQUITY | 8842 | 445637 |
| VALERO ENERGY CORP | EQUITY | 46216 | 7523503 |
| VALLEY NATIONAL BANCORP | EQUITY | 72208 | 843389 |
| VALMONT INDUSTRIES | EQUITY | 3191 | 1283803 |
| VALVOLINE INC | EQUITY | 20332 | 590848 |
| VANDA PHARMACEUTICALS INC | EQUITY | 8122 | 71636 |
| VAREX IMAGING CORP | EQUITY | 5982 | 69690 |
| VARONIS SYSTEMS INC | EQUITY | 17994 | 590203 |
| VAXCYTE INC | EQUITY | 15211 | 701836 |
| VEECO INSTRUMENTS INC | EQUITY | 9537 | 272567 |
| VEEVA SYSTEMS INC CLASS A | EQUITY | 22674 | 5061517 |
| VENTAS INC | EQUITY | 63814 | 4937927 |
| VENTURE GLOBAL INC CL A | EQUITY | 68400 | 466488 |
| VENTYX BIOSCIENCES INC | EQUITY | 11602 | 104766 |
| VERA BRADLEY INC | EQUITY | 3563 | 8622 |
| VERA THERAPEUTICS INC | EQUITY | 6132 | 310524 |
| VERACYTE INC | EQUITY | 11553 | 486381 |
| VERALTO CORP | EQUITY | 36199 | 3611936 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| VERASTEM INC | EQUITY | 11747 | 90687 |
| VERICEL CORP | EQUITY | 7727 | 278249 |
| VERIS RESIDENTIAL INC | EQUITY | 13251 | 197175 |
| VERISIGN INC | EQUITY | 11458 | 2783721 |
| VERISK ANALYTICS INC | EQUITY | 20517 | 4589448 |
| VERITONE INC | EQUITY | 13025 | 60566 |
| VERIZON COMMUNICATIONS INC | EQUITY | 627520 | 25558890 |
| VERRA MOBILITY CORP | EQUITY | 27942 | 626180 |
| VERRICA PHARMACEUTICALS INC | EQUITY | 253 | 2102 |
| VERTEX INC CLASS A | EQUITY | 7084 | 141467 |
| VERTEX PHARMACEUTICALS INC | EQUITY | 38256 | 17343740 |
| VERTIV HOLDINGS CO A | EQUITY | 56161 | 9098644 |
| VERU INC | EQUITY | 948 | 2029 |
| VESTIS CORP | EQUITY | 17360 | 115791 |
| VF CORP | EQUITY | 55082 | 995883 |
| VIANT TECHNOLOGY INC A | EQUITY | 1768 | 21287 |
| VIASAT INC | EQUITY | 12260 | 422480 |
| VIATRIS INC | EQUITY | 181746 | 2262738 |
| VIAVI SOLUTIONS INC | EQUITY | 36942 | 658306 |
| VICARIOUS SURGICAL INC A | EQUITY | 241 | 523 |
| VICI PROPERTIES INC | EQUITY | 160638 | 4517141 |
| VICOR CORP | EQUITY | 3477 | 381079 |
| VICTORIA S SECRET + CO | EQUITY | 12552 | 679942 |
| VICTORY CAPITAL HOLDING A | EQUITY | 6256 | 394691 |
| VIKING THERAPEUTICS INC | EQUITY | 17322 | 609388 |
| VILLAGE SUPER MARKET CLASS A | EQUITY | 100 | 3540 |
| VINCE HOLDING CORP | EQUITY | 808 | 3297 |
| VIPER ENERGY INC CL A | EQUITY | 21307 | 823089 |
| VIR BIOTECHNOLOGY INC | EQUITY | 12366 | 74567 |
| VIRGIN GALACTIC HOLDINGS INC | EQUITY | 2784 | 8937 |
| VIRGINIA NATIONAL BANKSHARES | EQUITY | 1035 | 41245 |
| VIRIDIAN THERAPEUTICS INC | EQUITY | 6559 | 204116 |
| VIRNETX HOLDING CORP | EQUITY | 566 | 9447 |
| VIRTRA INC | EQUITY | 2525 | 10605 |
| VIRTU FINANCIAL INC CLASS A | EQUITY | 15019 | 500433 |
| VIRTUS INVESTMENT PARTNERS | EQUITY | 1185 | 193333 |
| VISA INC CLASS A SHARES | EQUITY | 250840 | 87972096 |
| VISHAY INTERTECHNOLOGY INC | EQUITY | 21544 | 312173 |
| VISHAY PRECISION GROUP | EQUITY | 1796 | 69146 |
| VISTAGEN THERAPEUTICS INC | EQUITY | 916 | 606 |
| VISTANCE NETWORKS INC | EQUITY | 32481 | 588881 |
| VISTEON CORP | EQUITY | 4683 | 445353 |
| VISTRA CORP | EQUITY | 47431 | 7652043 |
| VITA COCO CO INC/THE | EQUITY | 5178 | 274486 |
| VITAL FARMS INC | EQUITY | 4068 | 129932 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| | VITESSE ENERGY INC | EQUITY | 3478 | 66986 |
| | VIVID SEATS INC CLASS A | EQUITY | 340 | 2451 |
| | VIVOS THERAPEUTICS INC | EQUITY | 192 | 390 |
| | VOLITIONRX LTD | EQUITY | 6300 | 1610 |
| | VONTIER CORP | EQUITY | 23189 | 862167 |
| | VOR BIOPHARMA INC | EQUITY | 9891 | 129374 |
| | VORNADO REALTY TRUST | EQUITY | 26818 | 892503 |
| \* | VOYA FINANCIAL INC | EQUITY | 14696 | 1094705 |
|  | VOYAGER THERAPEUTICS INC | EQUITY | 4783 | 18797 |
|  | VSE CORP | EQUITY | 2213 | 382340 |
|  | VULCAN MATERIALS CO | EQUITY | 20086 | 5728929 |
|  | VUZIX CORP | EQUITY | 9863 | 37282 |
|  | VYNE THERAPEUTICS INC | EQUITY | 563 | 327 |
|  | W+T OFFSHORE INC | EQUITY | 12513 | 20396 |
|  | WABASH NATIONAL CORP | EQUITY | 7623 | 65939 |
|  | WABTEC CORP | EQUITY | 23932 | 5108285 |
|  | WAFD INC | EQUITY | 11180 | 358095 |
|  | WALKER + DUNLOP INC | EQUITY | 5516 | 331787 |
|  | WALMART INC | EQUITY | 649246 | 72332497 |
|  | WALT DISNEY CO/THE | EQUITY | 261876 | 29793633 |
|  | WARBY PARKER INC CLASS A | EQUITY | 12918 | 281483 |
|  | WARNER BROS DISCOVERY INC | EQUITY | 375093 | 10810180 |
|  | WARNER MUSIC GROUP CORP CL A | EQUITY | 20145 | 617847 |
|  | WARRIOR MET COAL INC | EQUITY | 8576 | 756146 |
|  | WASHINGTON TRUST BANCORP | EQUITY | 2990 | 88355 |
|  | WASTE MANAGEMENT INC | EQUITY | 54601 | 11996386 |
|  | WATERS CORP | EQUITY | 9292 | 3529380 |
|  | WATERSTONE FINANCIAL INC | EQUITY | 3406 | 56369 |
|  | WATSCO INC | EQUITY | 5097 | 1717434 |
|  | WATTS WATER TECHNOLOGIES A | EQUITY | 4166 | 1149899 |
|  | WAVE LIFE SCIENCES LTD | EQUITY | 10774 | 183158 |
|  | WAYFAIR INC CLASS A | EQUITY | 14742 | 1480244 |
|  | WAYSTAR HOLDING CORP | EQUITY | 10200 | 334050 |
|  | WD 40 CO | EQUITY | 2142 | 421760 |
|  | WEATHERFORD INTERNATIONAL PL | EQUITY | 11817 | 924798 |
|  | WEAVE COMMUNICATIONS INC | EQUITY | 4600 | 34914 |
|  | WEBSTER FINANCIAL CORP | EQUITY | 26123 | 1644182 |
|  | WEC ENERGY GROUP INC | EQUITY | 48197 | 5082856 |
|  | WEIS MARKETS INC | EQUITY | 2716 | 174068 |
|  | WELLS FARGO + CO | EQUITY | 461885 | 43047682 |
|  | WELLTOWER INC | EQUITY | 99621 | 18490654 |
|  | WENDY S CO/THE | EQUITY | 27504 | 229108 |
|  | WEREWOLF THERAPEUTICS INC | EQUITY | 1768 | 1120 |
|  | WERNER ENTERPRISES INC | EQUITY | 10491 | 314835 |
|  | WESBANCO INC | EQUITY | 14949 | 496905 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WESCO INTERNATIONAL INC | EQUITY | 7399 | 1810091 |
| WEST BANCORPORATION | EQUITY | 2639 | 58559 |
| WEST PHARMACEUTICAL SERVICES | EQUITY | 11399 | 3136321 |
| WESTAMERICA BANCORPORATION | EQUITY | 4302 | 205765 |
| WESTERN ALLIANCE BANCORP | EQUITY | 17815 | 1497707 |
| WESTERN DIGITAL CORP | EQUITY | 51804 | 8924275 |
| WESTERN NEW ENGLAND BANCORP | EQUITY | 4553 | 57459 |
| WESTERN UNION CO | EQUITY | 32985 | 307090 |
| WESTLAKE CORP | EQUITY | 5256 | 388629 |
| WESTROCK COFFEE CO | EQUITY | 6200 | 25234 |
| WESTWATER RESOURCES INC | EQUITY | 9653 | 7240 |
| WESTWOOD HOLDINGS GROUP INC | EQUITY | 1698 | 29223 |
| WEX INC | EQUITY | 3553 | 529326 |
| WEYCO GROUP INC | EQUITY | 1138 | 34811 |
| WEYERHAEUSER CO | EQUITY | 111990 | 2653043 |
| WHEELS UP EXPERIENCE INC | EQUITY | 2927 | 1921 |
| WHIRLPOOL CORP | EQUITY | 8984 | 648106 |
| WHITE MOUNTAINS INSURANCE GP | EQUITY | 380 | 789651 |
| WHITEHAWK THERAPEUTICS INC | EQUITY | 3432 | 8305 |
| WHITESTONE REIT | EQUITY | 7865 | 109245 |
| WIDEPOINT CORP | EQUITY | 1282 | 6884 |
| WILEY (JOHN) + SONS CL B | EQUITY | 261 | 8060 |
| WILEY (JOHN) + SONS CLASS A | EQUITY | 6985 | 213951 |
| WILLDAN GROUP INC | EQUITY | 2033 | 210741 |
| WILLIAMS COS INC | EQUITY | 173353 | 10420249 |
| WILLIAMS SONOMA INC | EQUITY | 19506 | 3483577 |
| WILLIS LEASE FINANCE CORP | EQUITY | 607 | 82333 |
| WILLIS TOWERS WATSON PLC | EQUITY | 14503 | 4765686 |
| WILLSCOT HOLDINGS CORP | EQUITY | 30646 | 577064 |
| WINGSTOP INC | EQUITY | 4813 | 1147852 |
| WINNEBAGO INDUSTRIES | EQUITY | 5020 | 203410 |
| WINTRUST FINANCIAL CORP | EQUITY | 10913 | 1525856 |
| WISDOMTREE INC | EQUITY | 17708 | 215861 |
| WM TECHNOLOGY INC | EQUITY | 8169 | 6740 |
| WOLVERINE WORLD WIDE INC | EQUITY | 13449 | 244099 |
| WOODWARD INC | EQUITY | 9121 | 2757461 |
| WORKDAY INC CLASS A | EQUITY | 32649 | 7012352 |
| WORKIVA INC | EQUITY | 7742 | 667748 |
| WORLD ACCEPTANCE CORP | EQUITY | 372 | 52225 |
| WORLD KINECT CORP | EQUITY | 5853 | 137136 |
| WORTHINGTON ENTERPRISES INC | EQUITY | 5084 | 262182 |
| WORTHINGTON STEEL INC | EQUITY | 4484 | 155236 |
| WP CAREY INC | EQUITY | 29267 | 1883624 |
| WR BERKLEY CORP | EQUITY | 46430 | 3255672 |
| WRAP TECHNOLOGIES INC | EQUITY | 4969 | 11826 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| WSFS FINANCIAL CORP | EQUITY | 9645 | 532790 |
| WW GRAINGER INC | EQUITY | 6714 | 6774762 |
| WYNDHAM HOTELS + RESORTS INC | EQUITY | 11803 | 891835 |
| WYNN RESORTS LTD | EQUITY | 14130 | 1700263 |
| X4 PHARMACEUTICALS INC | EQUITY | 166 | 664 |
| XBIOTECH INC | EQUITY | 2704 | 6463 |
| XCEL ENERGY INC | EQUITY | 87532 | 6465114 |
| XENCOR INC | EQUITY | 9466 | 144924 |
| XENIA HOTELS + RESORTS INC | EQUITY | 18496 | 261533 |
| XERIS BIOPHARMA HOLDINGS INC | EQUITY | 18046 | 141661 |
| XEROX HOLDINGS CORP | EQUITY | 17889 | 42397 |
| XILIO THERAPEUTICS INC | EQUITY | 290 | 186 |
| XOMA ROYALTY CORPORATION | EQUITY | 1931 | 51345 |
| XOMETRY INC A | EQUITY | 6896 | 410105 |
| XOS INC | EQUITY | 300 | 543 |
| XPEL INC | EQUITY | 3582 | 178778 |
| XPERI INC | EQUITY | 6792 | 39801 |
| XPO INC | EQUITY | 18129 | 2463912 |
| XPONENTIAL FITNESS INC A | EQUITY | 4689 | 38590 |
| XWELL INC | EQUITY | 893 | 416 |
| XYLEM INC | EQUITY | 36935 | 5029808 |
| YELP INC | EQUITY | 11358 | 345170 |
| YETI HOLDINGS INC | EQUITY | 14155 | 625226 |
| YEXT INC | EQUITY | 19107 | 154002 |
| YORK WATER CO | EQUITY | 2116 | 67373 |
| YUM BRANDS INC | EQUITY | 42502 | 6429703 |
| ZEBRA TECHNOLOGIES CORP CL A | EQUITY | 7934 | 1926534 |
| ZEDGE INC CL B | EQUITY | 2337 | 7665 |
| ZENAS BIOPHARMA INC | EQUITY | 5100 | 185181 |
| ZENTALIS PHARMACEUTICALS INC | EQUITY | 9645 | 13021 |
| ZETA GLOBAL HOLDINGS CORP A | EQUITY | 25754 | 524094 |
| ZEVIA PBC A | EQUITY | 7099 | 16470 |
| ZEVRA THERAPEUTICS INC | EQUITY | 5205 | 46637 |
| ZIFF DAVIS INC | EQUITY | 7821 | 274908 |
| ZILLOW GROUP INC A | EQUITY | 9061 | 618232 |
| ZILLOW GROUP INC C | EQUITY | 23731 | 1618929 |
| ZIMMER BIOMET HOLDINGS INC | EQUITY | 30291 | 2723767 |
| ZIONS BANCORP NA | EQUITY | 24439 | 1430659 |
| ZIPRECRUITER INC A | EQUITY | 12458 | 48586 |
| ZOETIS INC | EQUITY | 65293 | 8215165 |
| ZOOM COMMUNICATIONS INC | EQUITY | 40382 | 3484563 |
| ZOOMINFO TECHNOLOGIES INC | EQUITY | 51682 | 525606 |
| ZSCALER INC | EQUITY | 14815 | 3332190 |
| ZUMIEZ INC | EQUITY | 2968 | 77316 |
| ZURN ELKAY WATER SOLUTIONS C | EQUITY | 23328 | 1084519 |

---

------

---

| | |
|:---|:---|
| **Total: EXHIBIT P - Total Stock Market Index Fund** | $**9827773829** |

---

**\* Party-In-Interest**

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

------

**EXHIBIT Q- European Stock Index Fund** 

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 3I GROUP PLC | EQUITY |  |  | 33289 |  | $1445200 |
|  | ABB LTD REG | EQUITY |  |  | 53033 |  | 3919526 |
|  | ABN AMRO BANK NV CVA | EQUITY |  |  | 20108 |  | 701423 |
|  | ACCIONA SA | EQUITY |  |  | 826 |  | 180341 |
|  | ACCOR SA | EQUITY |  |  | 6709 |  | 379896 |
|  | ACS ACTIVIDADES CONS Y SERV | EQUITY |  |  | 5934 |  | 591336 |
|  | ADDTECH AB B SHARES | EQUITY |  |  | 9019 |  | 320077 |
|  | ADIDAS AG | EQUITY |  |  | 5822 |  | 1145323 |
|  | ADMIRAL GROUP PLC | EQUITY |  |  | 9001 |  | 384507 |
|  | ADP | EQUITY |  |  | 1214 |  | 158506 |
|  | ADYEN NV | EQUITY |  |  | 854 |  | 1369346 |
|  | AEGON LTD | EQUITY |  |  | 45480 |  | 350771 |
|  | AENA SME SA | EQUITY |  |  | 25431 |  | 711443 |
|  | AERCAP HOLDINGS NV | EQUITY |  |  | 5978 |  | 859397 |
|  | AGEAS | EQUITY |  |  | 5066 |  | 354914 |
|  | AIB GROUP PLC | EQUITY |  |  | 71622 |  | 769136 |
|  | AIR LIQUIDE SA | EQUITY |  |  | 19574 |  | 3681180 |
|  | AIRBUS SE | EQUITY |  |  | 20162 |  | 4673660 |
|  | AKER BP ASA | EQUITY |  |  | 10655 |  | 270939 |
|  | AKZO NOBEL N.V. | EQUITY |  |  | 5728 |  | 397578 |
|  | ALCON INC | EQUITY |  |  | 17055 |  | 1354481 |
|  | ALFA LAVAL AB | EQUITY |  |  | 9674 |  | 488176 |
| \* | ALLIANZ SE REG | EQUITY |  |  | 13107 |  | 6007931 |
|  | ALSTOM | EQUITY |  |  | 11485 |  | 339772 |
|  | AMADEUS IT GROUP SA | EQUITY |  |  | 15155 |  | 1118476 |
|  | AMUNDI SA | EQUITY |  |  | 2034 |  | 168113 |
|  | ANGLO AMERICAN PLC | EQUITY |  |  | 37916 |  | 1559133 |
|  | ANHEUSER BUSCH INBEV SA/NV | EQUITY |  |  | 33458 |  | 2145310 |
|  | ANTOFAGASTA PLC | EQUITY |  |  | 13559 |  | 593826 |
|  | AP MOLLER MAERSK A/S A | EQUITY |  |  | 104 |  | 239362 |
|  | AP MOLLER MAERSK A/S B | EQUITY |  |  | 134 |  | 308669 |
|  | ARCELORMITTAL | EQUITY |  |  | 16009 |  | 728623 |
|  | ARGENX SE | EQUITY |  |  | 2083 |  | 1752047 |
|  | ASHTEAD GROUP PLC | EQUITY |  |  | 14257 |  | 970592 |
|  | ASM INTERNATIONAL NV | EQUITY |  |  | 1582 |  | 953051 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ASML HOLDING NV | EQUITY | 13156 | 14053691 |
| ASR NEDERLAND NV | EQUITY | 5139 | 364568 |
| ASSA ABLOY AB B | EQUITY | 33996 | 1316248 |
| ASSOCIATED BRITISH FOODS PLC | EQUITY | 11352 | 324826 |
| ASTRAZENECA PLC | EQUITY | 52545 | 9657538 |
| ATLAS COPCO AB A SHS | EQUITY | 91772 | 1641971 |
| ATLAS COPCO AB B SHS | EQUITY | 52625 | 842843 |
| AUTOTRADER GROUP PLC | EQUITY | 30488 | 239905 |
| AVIVA PLC | EQUITY | 104043 | 950521 |
| AVOLTA AG | EQUITY | 3166 | 187732 |
| AXA SA | EQUITY | 59053 | 2838331 |
| BAE SYSTEMS PLC | EQUITY | 102038 | 2340706 |
| BANCA MEDIOLANUM SPA | EQUITY | 7446 | 170264 |
| BANCA MONTE DEI PASCHI SIENA | EQUITY | 66566 | 713769 |
| BANCA POPOL EMILIA ROMAGNA | EQUITY | 50042 | 681754 |
| BANCO BILBAO VIZCAYA ARGENTA | EQUITY | 195073 | 4593527 |
| BANCO BPM SPA | EQUITY | 38218 | 584405 |
| BANCO COMERCIAL PORTUGUES R | EQUITY | 248556 | 260295 |
| BANCO DE SABADELL SA | EQUITY | 168093 | 664308 |
| BANCO SANTANDER SA | EQUITY | 505236 | 5975283 |
| BANK OF IRELAND GROUP PLC | EQUITY | 32683 | 624872 |
| BANKINTER SA | EQUITY | 23354 | 388245 |
| BANQUE CANTONALE VAUDOIS REG | EQUITY | 1100 | 139118 |
| BARCLAYS PLC | EQUITY | 475294 | 3010698 |
| BARRATT REDROW PLC | EQUITY | 45938 | 234857 |
| BARRY CALLEBAUT AG REG | EQUITY | 128 | 210322 |
| BASF SE | EQUITY | 30308 | 1582360 |
| BAYER AG REG | EQUITY | 33248 | 1433311 |
| BAYERISCHE MOTOREN WERKE AG | EQUITY | 9552 | 1043717 |
| BAYERISCHE MOTOREN WERKE PRF | EQUITY | 1876 | 201493 |
| BE SEMICONDUCTOR INDUSTRIES | EQUITY | 2476 | 384787 |
| BEIERSDORF AG | EQUITY | 3226 | 354781 |
| BEIJER REF AB CL B | EQUITY | 13941 | 223978 |
| BELIMO HOLDING AG REG | EQUITY | 334 | 325159 |
| BIOMERIEUX | EQUITY | 1408 | 182182 |
| BKW AG | EQUITY | 765 | 162311 |
| BNP PARIBAS | EQUITY | 34220 | 3236022 |
| BOLIDEN AB | EQUITY | 9766 | 539731 |
| BOLLORE SE | EQUITY | 22720 | 127682 |
| BOUYGUES SA | EQUITY | 6472 | 335291 |
| BP PLC | EQUITY | 532038 | 3081824 |
| BRENNTAG SE | EQUITY | 4185 | 243591 |
| BRITISH AMERICAN TOBACCO PLC | EQUITY | 73988 | 4184443 |
| BT GROUP PLC | EQUITY | 200155 | 493873 |
| BUNZL PLC | EQUITY | 10764 | 299743 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| BUREAU VERITAS SA | EQUITY |  | 10910 | 347213 |
| BUZZI SPA | EQUITY |  | 2482 | 151579 |
| CAC40 10 EURO FUT JAN 26 | FUTURE | 1/16/2026 | 250 | (4757) |
| CAIXABANK SA | EQUITY |  | 132055 | 1619937 |
| CAPGEMINI SE | EQUITY |  | 5209 | 862126 |
| CARLSBERG AS B | EQUITY |  | 3157 | 413599 |
| CARREFOUR SA | EQUITY |  | 19930 | 332229 |
| CELLNEX TELECOM SA | EQUITY |  | 16697 | 537897 |
| CENTRICA PLC | EQUITY |  | 163709 | 371955 |
| CHOCOLADEFABRIKEN LINDT PC | EQUITY |  | 32 | 467913 |
| CHOCOLADEFABRIKEN LINDT REG | EQUITY |  | 4 | 585847 |
| CIE FINANCIERE RICHEMO A REG | EQUITY |  | 18190 | 3924954 |
| COCA COLA EUROPACIFIC PARTNE | EQUITY |  | 6961 | 631363 |
| COCA COLA HBC AG DI | EQUITY |  | 7308 | 377643 |
| COLOPLAST B | EQUITY |  | 4415 | 378731 |
| COMMERZBANK AG | EQUITY |  | 24793 | 1048969 |
| COMPAGNIE DE SAINT GOBAIN | EQUITY |  | 15341 | 1556318 |
| COMPASS GROUP PLC | EQUITY |  | 57286 | 1818632 |
| CONTINENTAL AG | EQUITY |  | 3771 | 300848 |
| COVIVIO | EQUITY |  | 1831 | 121608 |
| CREDIT AGRICOLE SA | EQUITY |  | 35907 | 736597 |
| CTS EVENTIM AG + CO KGAA | EQUITY |  | 2172 | 199245 |
| CVC CAPITAL PARTNERS PLC | EQUITY |  | 7439 | 124489 |
| D IETEREN GROUP | EQUITY |  | 748 | 134656 |
| DAIMLER TRUCK HOLDING AG | EQUITY |  | 16226 | 711049 |
| DANISH KRONE | CASH |  | 454741 | 71505 |
| DANONE | EQUITY |  | 21971 | 1981166 |
| DANSKE BANK A/S | EQUITY |  | 22580 | 1125709 |
| DASSAULT AVIATION SA | EQUITY |  | 656 | 210076 |
| DASSAULT SYSTEMES SE | EQUITY |  | 22551 | 629455 |
| DAVIDE CAMPARI MILANO NV | EQUITY |  | 21853 | 142134 |
| DAX INDEX FUTURE MAR 26 | FUTURE | 3/20/2026 | 75 | 19144 |
| DCC PLC | EQUITY |  | 3282 | 203540 |
| DELIVERY HERO SE | EQUITY |  | 6999 | 186745 |
| DEMANT A/S | EQUITY |  | 2840 | 95808 |
| DEUTSCHE BANK AG REGISTERED | EQUITY |  | 62848 | 2442892 |
| DEUTSCHE BOERSE AG | EQUITY |  | 6367 | 1671297 |
| DEUTSCHE LUFTHANSA REG | EQUITY |  | 20047 | 198107 |
| DEUTSCHE TELEKOM AG REG | EQUITY |  | 124493 | 4035647 |
| DHL GROUP | EQUITY |  | 32394 | 1773160 |
| DIAGEO PLC | EQUITY |  | 75287 | 1618245 |
| DNB BANK ASA | EQUITY |  | 30347 | 844553 |
| DR ING HC F PORSCHE AG | EQUITY |  | 3844 | 205842 |
| DSM FIRMENICH AG | EQUITY |  | 5791 | 467674 |
| DSV A/S | EQUITY |  | 6940 | 1745340 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| E.ON SE | EQUITY |  | 76668 | 1452461 |
| EDENRED | EQUITY |  | 8617 | 191309 |
| EDP RENOVAVEIS SA | EQUITY |  | 10633 | 149893 |
| EDP SA | EQUITY |  | 105738 | 485708 |
| EIFFAGE | EQUITY |  | 2354 | 337412 |
| ELIA GROUP SA/NV | EQUITY |  | 1448 | 186576 |
| ELISA OYJ | EQUITY |  | 5070 | 224864 |
| EMS CHEMIE HOLDING AG REG | EQUITY |  | 250 | 172953 |
| ENDEAVOUR MINING PLC | EQUITY |  | 6388 | 330053 |
| ENDESA SA | EQUITY |  | 10670 | 383836 |
| ENEL SPA | EQUITY |  | 275628 | 2873587 |
| ENGIE | EQUITY |  | 62046 | 1630372 |
| ENI SPA | EQUITY |  | 69251 | 1312696 |
| ENTAIN PLC | EQUITY |  | 20811 | 213835 |
| EPIROC AB A | EQUITY |  | 22434 | 506935 |
| EPIROC AB B | EQUITY |  | 12829 | 258532 |
| EQT AB | EQUITY |  | 16608 | 647130 |
| EQUINOR ASA | EQUITY |  | 25993 | 614097 |
| ERICSSON LM B SHS | EQUITY |  | 93983 | 916254 |
| ERSTE GROUP BANK AG | EQUITY |  | 10414 | 1252106 |
| ESSILORLUXOTTICA | EQUITY |  | 10182 | 3217231 |
| ESSITY AKTIEBOLAG B | EQUITY |  | 20133 | 579212 |
| EURO CURRENCY | CASH |  | 827233 | 971544 |
| EUROFINS SCIENTIFIC | EQUITY |  | 4085 | 298570 |
| EURONEXT NV | EQUITY |  | 2645 | 396743 |
| EVOLUTION AB | EQUITY |  | 4405 | 299387 |
| EVONIK INDUSTRIES AG | EQUITY |  | 8241 | 129249 |
| EXOR NV | EQUITY |  | 3168 | 268313 |
| EXPERIAN PLC | EQUITY |  | 31141 | 1405367 |
| FASTIGHETS AB BALDER B SHRS | EQUITY |  | 25518 | 188325 |
| FDJ UNITED | EQUITY |  | 3881 | 107532 |
| FERRARI NV | EQUITY |  | 4310 | 1613222 |
| FERROVIAL SE | EQUITY |  | 17376 | 1129337 |
| FINANCIERE DE TUBIZE | EQUITY |  | 646 | 157940 |
| FINECOBANK SPA | EQUITY |  | 20706 | 539863 |
| FORTUM OYJ | EQUITY |  | 15017 | 319374 |
| FRESENIUS MEDICAL CARE AG | EQUITY |  | 7567 | 362304 |
| FRESENIUS SE + CO KGAA | EQUITY |  | 14467 | 832122 |
| FRESNILLO PLC | EQUITY |  | 7453 | 331151 |
| FTSE 100 IDX FUT MAR 26 | FUTURE | 3/20/2026 | 240 | 55039 |
| FTSE/MIB IDX FUT MAR 26 | FUTURE | 3/20/2026 | 15 | 13794 |
| GALDERMA GROUP AG | EQUITY |  | 5234 | 1062214 |
| GALP ENERGIA SGPS SA | EQUITY |  | 14290 | 243283 |
| GEA GROUP AG | EQUITY |  | 5052 | 342779 |
| GEBERIT AG REG | EQUITY |  | 1147 | 893312 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GECINA SA | EQUITY |  |  | 1583 | 150095 |
| GENERALI | EQUITY |  |  | 29165 | 1224539 |
| GENMAB A/S | EQUITY |  |  | 2054 | 634322 |
| GETLINK SE | EQUITY |  |  | 10519 | 194320 |
| GIVAUDAN REG | EQUITY |  |  | 315 | 1252080 |
| GJENSIDIGE FORSIKRING ASA | EQUITY |  |  | 6654 | 199206 |
| GLENCORE PLC | EQUITY |  |  | 341501 | 1853678 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8% | 1776725 | 1776725 |
| GRIFOLS SA | EQUITY |  |  | 9896 | 124359 |
| GROUPE BRUXELLES LAMBERT NV | EQUITY |  |  | 2622 | 233229 |
| GSK PLC | EQUITY |  |  | 137495 | 3371743 |
| HALEON PLC | EQUITY |  |  | 301871 | 1524226 |
| HALMA PLC | EQUITY |  |  | 12953 | 612528 |
| HANNOVER RUECK SE | EQUITY |  |  | 2042 | 637602 |
| HEIDELBERG MATERIALS AG | EQUITY |  |  | 4528 | 1184990 |
| HEINEKEN HOLDING NV | EQUITY |  |  | 4328 | 317270 |
| HEINEKEN NV | EQUITY |  |  | 9727 | 795175 |
| HELVETIA BALOISE HOLDING AG | EQUITY |  |  | 2707 | 713511 |
| HENKEL AG + CO KGAA | EQUITY |  |  | 3618 | 276226 |
| HENKEL AG + CO KGAA VOR PREF | EQUITY |  |  | 5358 | 437626 |
| HENNES + MAURITZ AB B SHS | EQUITY |  |  | 16379 | 329024 |
| HENSOLDT AG | EQUITY |  |  | 2145 | 185247 |
| HERMES INTERNATIONAL | EQUITY |  |  | 1073 | 2649370 |
| HEXAGON AB B SHS | EQUITY |  |  | 71169 | 840668 |
| HIKMA PHARMACEUTICALS PLC | EQUITY |  |  | 5892 | 122837 |
| HOCHTIEF AG | EQUITY |  |  | 504 | 199356 |
| HOLCIM LTD | EQUITY |  |  | 17433 | 1708692 |
| HOLMEN AB B SHARES | EQUITY |  |  | 2664 | 102247 |
| HSBC HOLDINGS PLC | EQUITY |  |  | 584607 | 9145627 |
| IBERDROLA SA | EQUITY |  |  | 214848 | 4659243 |
| IBEX 35 INDX FUTR JAN 26 | FUTURE | 1/16/2026 |  | 40 | 14070 |
| IMCD NV | EQUITY |  |  | 2117 | 192472 |
| IMPERIAL BRANDS PLC | EQUITY |  |  | 25745 | 1080036 |
| INDUSTRIA DE DISENO TEXTIL | EQUITY |  |  | 37030 | 2450221 |
| INDUSTRIVARDEN AB A SHS | EQUITY |  |  | 4106 | 184287 |
| INDUSTRIVARDEN AB C SHS | EQUITY |  |  | 5496 | 246157 |
| INDUTRADE AB | EQUITY |  |  | 9691 | 250839 |
| INFINEON TECHNOLOGIES AG | EQUITY |  |  | 44598 | 1974826 |
| INFORMA PLC | EQUITY |  |  | 43481 | 514654 |
| INFRASTRUTTURE WIRELESS ITAL | EQUITY |  |  | 9220 | 85382 |
| ING GROEP NV | EQUITY |  |  | 102382 | 2876244 |
| INPOST SA | EQUITY |  |  | 8132 | 99543 |
| INTERCONTINENTAL HOTELS GROU | EQUITY |  |  | 4846 | 677353 |
| INTERTEK GROUP PLC | EQUITY |  |  | 5363 | 331886 |
| INTESA SANPAOLO | EQUITY |  |  | 484213 | 3367179 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| INTL CONSOLIDATED AIRLINE DI | EQUITY | 38474 | 214587 |
| INVESTMENT AB LATOUR B SHS | EQUITY | 5129 | 124686 |
| INVESTOR AB B SHS | EQUITY | 61966 | 2208393 |
| IPSEN | EQUITY | 1315 | 183543 |
| JD SPORTS FASHION PLC | EQUITY | 87911 | 99603 |
| JDE PEET S NV | EQUITY | 5625 | 210476 |
| JERONIMO MARTINS | EQUITY | 9623 | 229077 |
| JULIUS BAER GROUP LTD | EQUITY | 7109 | 555667 |
| KBC GROUP NV | EQUITY | 7757 | 1007636 |
| KERING | EQUITY | 2513 | 886176 |
| KERRY GROUP PLC A | EQUITY | 5574 | 510623 |
| KESKO OYJ B SHS | EQUITY | 9524 | 215309 |
| KINGFISHER PLC | EQUITY | 60429 | 252840 |
| KINGSPAN GROUP PLC | EQUITY | 5205 | 449478 |
| KLEPIERRE | EQUITY | 7365 | 291424 |
| KNORR BREMSE AG | EQUITY | 2470 | 276037 |
| KONE OYJ B | EQUITY | 11535 | 817634 |
| KONGSBERG GRUPPEN ASA | EQUITY | 14727 | 377293 |
| KONINKLIJKE AHOLD DELHAIZE N | EQUITY | 30426 | 1247059 |
| KONINKLIJKE KPN NV | EQUITY | 130676 | 610933 |
| KONINKLIJKE PHILIPS NV | EQUITY | 26355 | 712842 |
| KUEHNE NAGEL INTL AG REG | EQUITY | 1659 | 357292 |
| L OREAL | EQUITY | 8126 | 3488161 |
| LAND SECURITIES GROUP PLC | EQUITY | 24523 | 203654 |
| LEG IMMOBILIEN SE | EQUITY | 2502 | 182607 |
| LEGAL + GENERAL GROUP PLC | EQUITY | 191788 | 671986 |
| LEGRAND SA | EQUITY | 8899 | 1321601 |
| LEONARDO SPA | EQUITY | 13631 | 786999 |
| LIFCO AB B SHS | EQUITY | 7773 | 293367 |
| LLOYDS BANKING GROUP PLC | EQUITY | 2014840 | 2649525 |
| LOGITECH INTERNATIONAL REG | EQUITY | 5250 | 534573 |
| LONDON STOCK EXCHANGE GROUP | EQUITY | 15881 | 1908188 |
| LONZA GROUP AG REG | EQUITY | 2400 | 1623430 |
| LOTUS BAKERIES | EQUITY | 14 | 129075 |
| LUNDBERGS AB B SHS | EQUITY | 2643 | 146051 |
| LVMH MOET HENNESSY LOUIS VUI | EQUITY | 8489 | 6395777 |
| M+G PLC | EQUITY | 75974 | 291134 |
| MAGNUM ICE CREAM CO NV/THE | EQUITY | 16721 | 264827 |
| MAPFRE SA | EQUITY | 29661 | 149165 |
| MARKS + SPENCER GROUP PLC | EQUITY | 68110 | 302325 |
| MELROSE INDUSTRIES PLC | EQUITY | 43798 | 343843 |
| MERCEDES BENZ GROUP AG | EQUITY | 24535 | 1730304 |
| MERCK KGAA | EQUITY | 4437 | 636486 |
| METSO CORP | EQUITY | 22454 | 391502 |
| MICHELIN (CGDE) | EQUITY | 23114 | 766061 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| | MONCLER SPA | EQUITY |  | 8086 | 521554 |
| | MOWI ASA | EQUITY |  | 16105 | 388593 |
| | MTU AERO ENGINES AG | EQUITY |  | 1804 | 752000 |
| | MUENCHENER RUECKVER AG REG | EQUITY |  | 4427 | 2921630 |
| | NATIONAL GRID PLC | EQUITY |  | 167676 | 2578514 |
| | NATURGY ENERGY GROUP SA | EQUITY |  | 6347 | 193214 |
| | NATWEST GROUP PLC | EQUITY |  | 273334 | 2378878 |
| | NEBIUS GROUP NV | EQUITY |  | 7100 | 594306 |
| | NEMETSCHEK SE | EQUITY |  | 2002 | 218158 |
| | NESTE OYJ | EQUITY |  | 14511 | 328165 |
| | NESTLE SA REG | EQUITY |  | 87501 | 8695377 |
| | NEXI SPA | EQUITY |  | 16116 | 79893 |
| | NEXT PLC | EQUITY |  | 3925 | 720586 |
| | NIBE INDUSTRIER AB B SHS | EQUITY |  | 54178 | 207581 |
| | NN GROUP NV | EQUITY |  | 9115 | 701256 |
| | NOKIA OYJ | EQUITY |  | 179369 | 1161036 |
| | NORDEA BANK ABP | EQUITY |  | 7019 | 132226 |
| | NORDEA BANK ABP | EQUITY |  | 98354 | 1854334 |
| | NORSK HYDRO ASA | EQUITY |  | 48273 | 372735 |
| | NORWEGIAN KRONE | CASH |  | 540967 | 53631 |
| | NOVARTIS AG REG | EQUITY |  | 64566 | 8917342 |
| | NOVO NORDISK A/S B | EQUITY |  | 109304 | 5568070 |
| | NOVONESIS (NOVOZYMES) B | EQUITY |  | 12052 | 771329 |
| | OMV AG | EQUITY |  | 5021 | 279120 |
| | OMXS30 IND FUTURE JAN 26 | FUTURE | 1/16/2026 | 2900 | 16017 |
| | ORANGE | EQUITY |  | 62940 | 1049495 |
| | ORION OYJ CLASS B | EQUITY |  | 3704 | 276415 |
| | ORKLA ASA | EQUITY |  | 23061 | 257258 |
| | ORSTED A/S | EQUITY |  | 17966 | 344549 |
| | PANDORA A/S | EQUITY |  | 2715 | 300112 |
| | PARTNERS GROUP HOLDING AG | EQUITY |  | 766 | 940783 |
| | PEARSON PLC | EQUITY |  | 19029 | 267974 |
| | PERNOD RICARD SA | EQUITY |  | 6869 | 587673 |
| | PORSCHE AUTOMOBIL HLDG PRF | EQUITY |  | 5180 | 242756 |
| | POSTE ITALIANE SPA | EQUITY |  | 15720 | 396572 |
| | POUND STERLING | CASH |  | 653270 | 878680 |
| | PROSUS NV | EQUITY |  | 44471 | 2744941 |
| \* | PRUDENTIAL PLC | EQUITY |  | 86735 | 1335376 |
|  | PRYSMIAN SPA | EQUITY |  | 9661 | 980099 |
|  | PUBLICIS GROUPE | EQUITY |  | 7881 | 817063 |
|  | QIAGEN N.V. | EQUITY |  | 7566 | 345111 |
|  | RAIFFEISEN BANK INTERNATIONA | EQUITY |  | 4252 | 190020 |
|  | RANDSTAD NV | EQUITY |  | 3706 | 140803 |
|  | RATIONAL AG | EQUITY |  | 164 | 126862 |
|  | RECKITT BENCKISER GROUP PLC | EQUITY |  | 22904 | 1850344 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| RECORDATI INDUSTRIA CHIMICA | EQUITY | 4052 | 230996 |
| REDEIA CORP SA | EQUITY | 13337 | 237618 |
| RELX PLC | EQUITY | 62127 | 2507521 |
| RENAULT SA | EQUITY | 6481 | 268135 |
| RENTOKIL INITIAL PLC | EQUITY | 85124 | 507339 |
| REPSOL SA | EQUITY | 38094 | 712477 |
| REXEL SA | EQUITY | 7761 | 304866 |
| RHEINMETALL AG | EQUITY | 1559 | 2856918 |
| RIO TINTO PLC | EQUITY | 38251 | 3045285 |
| ROCHE HOLDING AG BR | EQUITY | 1064 | 449174 |
| ROCHE HOLDING AG GENUSSCHEIN | EQUITY | 23806 | 9836397 |
| ROCKWOOL A/S B SHS | EQUITY | 3350 | 117842 |
| ROLLS ROYCE HOLDINGS PLC | EQUITY | 284846 | 4417874 |
| RWE AG | EQUITY | 21429 | 1139526 |
| RYANAIR HOLDINGS PLC | EQUITY | 28495 | 988940 |
| SAAB AB B | EQUITY | 10842 | 629797 |
| SAFRAN SA | EQUITY | 12187 | 4238140 |
| SAGAX AB B | EQUITY | 7374 | 157978 |
| SAGE GROUP PLC/THE | EQUITY | 32923 | 478382 |
| SAINSBURY (J) PLC | EQUITY | 57374 | 252307 |
| SALMAR ASA | EQUITY | 2313 | 141594 |
| SAMPO OYJ A SHS | EQUITY | 81796 | 990852 |
| SANDOZ GROUP AG | EQUITY | 14052 | 1023935 |
| SANDVIK AB | EQUITY | 36056 | 1166303 |
| SANOFI | EQUITY | 37375 | 3623725 |
| SAP SE | EQUITY | 35464 | 8671739 |
| SARTORIUS AG VORZUG | EQUITY | 862 | 249064 |
| SARTORIUS STEDIM BIOTECH | EQUITY | 958 | 235571 |
| SCHINDLER HOLDING AG REG | EQUITY | 802 | 284216 |
| SCHINDLER HOLDING PART CERT | EQUITY | 1414 | 532780 |
| SCHNEIDER ELECTRIC SE | EQUITY | 18606 | 5096678 |
| SCHRODERS PLC | EQUITY | 23806 | 129467 |
| SCOUT24 SE | EQUITY | 2579 | 259786 |
| SECURITAS AB B SHS | EQUITY | 16182 | 257503 |
| SEGRO PLC | EQUITY | 43566 | 420534 |
| SEVERN TRENT PLC | EQUITY | 9293 | 348597 |
| SGS SA REG | EQUITY | 5702 | 653579 |
| SHELL PLC | EQUITY | 196677 | 7209234 |
| SIEMENS AG REG | EQUITY | 25804 | 7242072 |
| SIEMENS ENERGY AG | EQUITY | 26219 | 3703107 |
| SIEMENS HEALTHINEERS AG | EQUITY | 11453 | 600641 |
| SIKA AG REG | EQUITY | 5161 | 1057576 |
| SKANDINAVISKA ENSKILDA BAN A | EQUITY | 51944 | 1095103 |
| SKANSKA AB B SHS | EQUITY | 11264 | 306979 |
| SKF AB B SHARES | EQUITY | 11739 | 311575 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| SMITH + NEPHEW PLC | EQUITY | 27001 | 448534 |
| SMITHS GROUP PLC | EQUITY | 10877 | 342009 |
| SNAM SPA | EQUITY | 67912 | 451119 |
| SOCIETE GENERALE SA | EQUITY | 24005 | 1932798 |
| SODEXO SA | EQUITY | 3052 | 156255 |
| SOFINA | EQUITY | 551 | 159296 |
| SONOVA HOLDING AG REG | EQUITY | 1692 | 436481 |
| SPIRAX GROUP PLC | EQUITY | 2489 | 227136 |
| SPOTIFY TECHNOLOGY SA | EQUITY | 5300 | 3077763 |
| SSE PLC | EQUITY | 40684 | 1190383 |
| STANDARD CHARTERED PLC | EQUITY | 66051 | 1609561 |
| STANDARD LIFE PLC | EQUITY | 23785 | 233960 |
| STELLANTIS NV | EQUITY | 69260 | 769581 |
| STMICROELECTRONICS NV | EQUITY | 22737 | 588875 |
| STORA ENSO OYJ R SHS | EQUITY | 19473 | 243661 |
| STRAUMANN HOLDING AG REG | EQUITY | 3732 | 436932 |
| SVENSKA CELLULOSA AB SCA B | EQUITY | 20181 | 267704 |
| SVENSKA HANDELSBANKEN A SHS | EQUITY | 50117 | 729904 |
| SWATCH GROUP AG/THE BR | EQUITY | 965 | 204767 |
| SWEDBANK AB A SHARES | EQUITY | 28659 | 995693 |
| SWEDISH KRONA | CASH | 1942931 | 210757 |
| SWEDISH ORPHAN BIOVITRUM AB | EQUITY | 6670 | 239504 |
| SWISS FRANC | CASH | 340171 | 429373 |
| SWISS LIFE HOLDING AG REG | EQUITY | 965 | 1114659 |
| SWISS PRIME SITE REG | EQUITY | 2661 | 413416 |
| SWISS RE AG | EQUITY | 10135 | 1689732 |
| SWISSCOM AG REG | EQUITY | 881 | 640096 |
| SYENSQO SA | EQUITY | 2409 | 193349 |
| SYMRISE AG | EQUITY | 4583 | 370623 |
| TALANX AG | EQUITY | 2212 | 295081 |
| TELE2 AB B SHS | EQUITY | 18969 | 317870 |
| TELECOM ITALIA SPA | EQUITY | 384193 | 231835 |
| TELEFONICA SA | EQUITY | 124529 | 510862 |
| TELENOR ASA | EQUITY | 21302 | 309863 |
| TELIA CO AB | EQUITY | 80739 | 344486 |
| TENARIS SA | EQUITY | 12499 | 242358 |
| TERNA RETE ELETTRICA NAZIONA | EQUITY | 48040 | 510832 |
| TESCO PLC | EQUITY | 220533 | 1310202 |
| THALES SA | EQUITY | 3177 | 857562 |
| TOTALENERGIES SE | EQUITY | 67217 | 4378267 |
| TRELLEBORG AB B SHS | EQUITY | 6824 | 288384 |
| TRYG A/S | EQUITY | 11281 | 295071 |
| UBS GROUP AG REG | EQUITY | 107469 | 4967036 |
| UCB SA | EQUITY | 4286 | 1194677 |
| UNIBAIL RODAMCO WESTFIELD | EQUITY | 4067 | 441742 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| UNICREDIT SPA | EQUITY | 47439 | 3951291 |
| UNILEVER PLC | EQUITY | 73782 | 4813586 |
| UNIPOL ASSICURAZIONI SPA | EQUITY | 12217 | 295144 |
| UNITED UTILITIES GROUP PLC | EQUITY | 23456 | 376525 |
| UNIVERSAL MUSIC GROUP NV | EQUITY | 37243 | 972372 |
| UPM KYMMENE OYJ | EQUITY | 17667 | 511648 |
| US DOLLAR | CASH | (31823) | (31823) |
| VAT GROUP AG | EQUITY | 926 | 444577 |
| VEOLIA ENVIRONNEMENT | EQUITY | 21535 | 749838 |
| VERBUND AG | EQUITY | 2377 | 173412 |
| VESTAS WIND SYSTEMS A/S | EQUITY | 34300 | 925478 |
| VINCI SA | EQUITY | 16989 | 2384198 |
| VODAFONE GROUP PLC | EQUITY | 647045 | 857888 |
| VOLKSWAGEN AG PREF | EQUITY | 6952 | 844988 |
| VOLVO AB A SHS | EQUITY | 804 | 25604 |
| VOLVO AB B SHS | EQUITY | 53071 | 1698863 |
| VONOVIA SE | EQUITY | 26008 | 749389 |
| WARTSILA OYJ ABP | EQUITY | 16997 | 600969 |
| WHITBREAD PLC | EQUITY | 5663 | 192906 |
| WISE PLC A | EQUITY | 22838 | 273725 |
| WOLTERS KLUWER | EQUITY | 7859 | 815451 |
| YARA INTERNATIONAL ASA | EQUITY | 5802 | 237563 |
| ZALANDO SE | EQUITY | 7312 | 216962 |
| ZURICH INSURANCE GROUP AG | EQUITY | 4952 | 3757941 |
|  | **Total: EXHIBIT Q - European Stock Index Fund** | **Total: EXHIBIT Q - European Stock Index Fund** | $**464612290** |

---

**\* Party-In-Interest**

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

------

**EXHIBIT R - Pacific Stock Index Fund** 

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ADVANTEST CORP | EQUITY |  |  | 34300 |  | $4327269 |
|  | AEON CO LTD | EQUITY |  |  | 99700 |  | 1574775 |
|  | AGC INC | EQUITY |  |  | 8700 |  | 288448 |
|  | AIA GROUP LTD | EQUITY |  |  | 469482 |  | 4819376 |
|  | AISIN CORP | EQUITY |  |  | 21800 |  | 407426 |
|  | AJINOMOTO CO INC | EQUITY |  |  | 40600 |  | 858148 |
|  | ANA HOLDINGS INC | EQUITY |  |  | 7241 |  | 137443 |
|  | ANZ GROUP HOLDINGS LTD | EQUITY |  |  | 133904 |  | 3237699 |
|  | APA GROUP | EQUITY |  |  | 59245 |  | 354123 |
|  | ARISTOCRAT LEISURE LTD | EQUITY |  |  | 24978 |  | 967923 |
|  | ASAHI GROUP HOLDINGS LTD | EQUITY |  |  | 68312 |  | 714113 |
|  | ASAHI KASEI CORP | EQUITY |  |  | 58800 |  | 521488 |
|  | ASICS CORP | EQUITY |  |  | 31300 |  | 753536 |
|  | ASTELLAS PHARMA INC | EQUITY |  |  | 81000 |  | 1081517 |
|  | ASX LTD | EQUITY |  |  | 8616 |  | 295390 |
|  | AUCKLAND INTL AIRPORT LTD | EQUITY |  |  | 74609 |  | 357252 |
|  | AUSTRALIAN DOLLAR | CASH |  |  | 613904 |  | 409382 |
|  | BANDAI NAMCO HOLDINGS INC | EQUITY |  |  | 26300 |  | 700512 |
|  | BHP GROUP LTD | EQUITY |  |  | 227461 |  | 6858732 |
|  | BOC HONG KONG HOLDINGS LTD | EQUITY |  |  | 166000 |  | 840717 |
|  | BRAMBLES LTD | EQUITY |  |  | 60974 |  | 933926 |
|  | BRIDGESTONE CORP | EQUITY |  |  | 51200 |  | 1150918 |
|  | CANON INC | EQUITY |  |  | 38600 |  | 1141888 |
|  | CAPCOM CO LTD | EQUITY |  |  | 15300 |  | 355724 |
|  | CAPITALAND ASCENDAS REIT | EQUITY |  |  | 177414 |  | 389776 |
|  | CAPITALAND INTEGRATED COMMER | EQUITY |  |  | 275925 |  | 511569 |
|  | CAPITALAND INVESTMENT LTD/SI | EQUITY |  |  | 106200 |  | 223801 |
|  | CAR GROUP LTD | EQUITY |  |  | 16812 |  | 343764 |
|  | CENTRAL JAPAN RAILWAY CO | EQUITY |  |  | 34600 |  | 958532 |
|  | CHIBA BANK LTD/THE | EQUITY |  |  | 25400 |  | 282196 |
|  | CHUBU ELECTRIC POWER CO INC | EQUITY |  |  | 30100 |  | 463033 |
|  | CHUGAI PHARMACEUTICAL CO LTD | EQUITY |  |  | 30100 |  | 1581237 |
|  | CK ASSET HOLDINGS LTD | EQUITY |  |  | 86956 |  | 439277 |
|  | CK HUTCHISON HOLDINGS LTD | EQUITY |  |  | 119907 |  | 815710 |
|  | CK INFRASTRUCTURE HOLDINGS L | EQUITY |  |  | 28500 |  | 210908 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CLP HOLDINGS LTD | EQUITY |  |  | 73050 | 653213 |
| COCHLEAR LTD | EQUITY |  |  | 2943 | 509666 |
| COLES GROUP LTD | EQUITY |  |  | 60036 | 858355 |
| COMMONWEALTH BANK OF AUSTRAL | EQUITY |  |  | 75026 | 8015334 |
| COMPUTERSHARE LTD | EQUITY |  |  | 23035 | 522745 |
| CONTACT ENERGY LTD | EQUITY |  |  | 37812 | 201134 |
| CSL LTD | EQUITY |  |  | 21785 | 2508025 |
| DAI NIPPON PRINTING CO LTD | EQUITY |  |  | 17300 | 297575 |
| DAIFUKU CO LTD | EQUITY |  |  | 14500 | 456774 |
| DAIICHI LIFE GROUP INC | EQUITY |  |  | 157900 | 1310043 |
| DAIICHI SANKYO CO LTD | EQUITY |  |  | 80600 | 1715441 |
| DAIKIN INDUSTRIES LTD | EQUITY |  |  | 11793 | 1512889 |
| DAITO TRUST CONSTRUCT CO LTD | EQUITY |  |  | 12900 | 245858 |
| DAIWA HOUSE INDUSTRY CO LTD | EQUITY |  |  | 25100 | 833002 |
| DAIWA SECURITIES GROUP INC | EQUITY |  |  | 59200 | 518238 |
| DBS GROUP HOLDINGS LTD | EQUITY |  |  | 95510 | 4177985 |
| DENSO CORP | EQUITY |  |  | 78700 | 1084891 |
| DISCO CORP | EQUITY |  |  | 4102 | 1264171 |
| EAST JAPAN RAILWAY CO | EQUITY |  |  | 43100 | 1139869 |
| EBARA CORP | EQUITY |  |  | 20700 | 487915 |
| EISAI CO LTD | EQUITY |  |  | 11900 | 352810 |
| ENEOS HOLDINGS INC | EQUITY |  |  | 121680 | 859298 |
| EVOLUTION MINING LTD | EQUITY |  |  | 91415 | 768497 |
| FANUC CORP | EQUITY |  |  | 41710 | 1622253 |
| FAST RETAILING CO LTD | EQUITY |  |  | 8580 | 3109472 |
| FISHER + PAYKEL HEALTHCARE C | EQUITY |  |  | 26165 | 567031 |
| FORTESCUE LTD | EQUITY |  |  | 75994 | 1110330 |
| FUJI ELECTRIC CO LTD | EQUITY |  |  | 6400 | 484847 |
| FUJIFILM HOLDINGS CORP | EQUITY |  |  | 50000 | 1067592 |
| FUJIKURA LTD | EQUITY |  |  | 11300 | 1261195 |
| FUJITSU LIMITED | EQUITY |  |  | 78880 | 2161251 |
| FUTU HOLDINGS LTD ADR | EQUITY |  |  | 2535 | 416272 |
| GALAXY ENTERTAINMENT GROUP L | EQUITY |  |  | 88000 | 433245 |
| GOODMAN GROUP | EQUITY |  |  | 91909 | 1888169 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8% | 994316 | 994316 |
| GRAB HOLDINGS LTD CL A | EQUITY |  |  | 105911 | 528496 |
| HANG SENG BANK LTD | EQUITY |  |  | 33600 | 662632 |
| HANKYU HANSHIN HOLDINGS INC | EQUITY |  |  | 10600 | 266412 |
| HENDERSON LAND DEVELOPMENT | EQUITY |  |  | 65994 | 238591 |
| HIKARI TSUSHIN INC | EQUITY |  |  | 800 | 223404 |
| HITACHI LTD | EQUITY |  |  | 205175 | 6361012 |
| HKT TRUST AND HKT LTD SS | EQUITY |  |  | 167028 | 246822 |
| HONDA MOTOR CO LTD | EQUITY |  |  | 165094 | 1615000 |
| HONG KONG + CHINA GAS | EQUITY |  |  | 506261 | 455950 |
| HONG KONG DOLLAR | CASH |  |  | 586650 | 75371 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| HONG KONG EXCHANGES + CLEAR | EQUITY | 53975 | 2826519 |
| HONGKONG LAND HOLDINGS LTD | EQUITY | 48200 | 334530 |
| HOYA CORP | EQUITY | 15403 | 2331515 |
| HULIC CO LTD | EQUITY | 20088 | 219458 |
| IDEMITSU KOSAN CO LTD | EQUITY | 34790 | 262248 |
| IHI CORP | EQUITY | 46100 | 812296 |
| INFRATIL LTD | EQUITY | 41781 | 266156 |
| INPEX CORP | EQUITY | 39200 | 775228 |
| INSURANCE AUSTRALIA GROUP | EQUITY | 104727 | 556362 |
| ISUZU MOTORS LTD | EQUITY | 23791 | 370639 |
| ITOCHU CORP | EQUITY | 266000 | 3355373 |
| JAPAN AIRLINES CO LTD | EQUITY | 6453 | 120035 |
| JAPAN EXCHANGE GROUP INC | EQUITY | 44300 | 472512 |
| JAPAN POST BANK CO LTD | EQUITY | 80000 | 1124366 |
| JAPAN POST HOLDINGS CO LTD | EQUITY | 79845 | 839074 |
| JAPAN POST INSURANCE CO LTD | EQUITY | 8207 | 246095 |
| JAPAN TOBACCO INC | EQUITY | 53600 | 1927614 |
| JAPANESE YEN | CASH | 370516286 | 2363816 |
| JARDINE MATHESON HOLDINGS | EQUITY | 7200 | 491066 |
| JFE HOLDINGS INC | EQUITY | 25700 | 326807 |
| JX ADVANCED METALS CORP | EQUITY | 24700 | 309740 |
| KAJIMA CORP | EQUITY | 18800 | 700593 |
| KANSAI ELECTRIC POWER CO INC | EQUITY | 42500 | 666417 |
| KAO CORP | EQUITY | 20800 | 831773 |
| KAWASAKI HEAVY INDUSTRIES | EQUITY | 6700 | 442897 |
| KAWASAKI KISEN KAISHA LTD | EQUITY | 15300 | 212594 |
| KDDI CORP | EQUITY | 131700 | 2276669 |
| KEPPEL LTD | EQUITY | 65000 | 521511 |
| KEYENCE CORP | EQUITY | 8692 | 3147043 |
| KIKKOMAN CORP | EQUITY | 29700 | 269141 |
| KIOXIA HOLDINGS CORP | EQUITY | 8600 | 575392 |
| KIRIN HOLDINGS CO LTD | EQUITY | 34400 | 517057 |
| KOBE BUSSAN CO LTD | EQUITY | 6800 | 164318 |
| KOMATSU LTD | EQUITY | 42400 | 1354493 |
| KONAMI GROUP CORP | EQUITY | 4453 | 606552 |
| KUBOTA CORP | EQUITY | 43700 | 616668 |
| KYOCERA CORP | EQUITY | 57700 | 809455 |
| KYOWA KIRIN CO LTD | EQUITY | 10800 | 173745 |
| LASERTEC CORP | EQUITY | 3645 | 691304 |
| LINK REIT | EQUITY | 115260 | 514439 |
| LOTTERY CORP LTD/THE | EQUITY | 97902 | 336330 |
| LY CORP | EQUITY | 122145 | 325010 |
| LYNAS RARE EARTHS LTD | EQUITY | 40404 | 333043 |
| M3 INC | EQUITY | 19600 | 265249 |
| MACQUARIE GROUP LTD | EQUITY | 16185 | 2176603 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| MAKITA CORP | EQUITY |  | 9900 | 298841 |
| MARUBENI CORP | EQUITY |  | 63200 | 1757484 |
| MATSUKIYOCOCOKARA + CO | EQUITY |  | 14800 | 256760 |
| MEDIBANK PRIVATE LTD | EQUITY |  | 124614 | 397263 |
| MERIDIAN ENERGY LTD | EQUITY |  | 58622 | 188599 |
| MINEBEA MITSUMI INC | EQUITY |  | 16000 | 321125 |
| MITSUBISHI CHEMICAL GROUP CO | EQUITY |  | 56300 | 328607 |
| MITSUBISHI CORP | EQUITY |  | 144200 | 3302035 |
| MITSUBISHI ELECTRIC CORP | EQUITY |  | 85000 | 2491930 |
| MITSUBISHI ESTATE CO LTD | EQUITY |  | 47700 | 1160967 |
| MITSUBISHI HC CAPITAL INC | EQUITY |  | 39600 | 331236 |
| MITSUBISHI HEAVY INDUSTRIES | EQUITY |  | 143800 | 3519585 |
| MITSUBISHI UFJ FINANCIAL GRO | EQUITY |  | 513978 | 8156658 |
| MITSUI + CO LTD | EQUITY |  | 110500 | 3263717 |
| MITSUI FUDOSAN CO LTD | EQUITY |  | 117800 | 1339360 |
| MITSUI OSK LINES LTD | EQUITY |  | 15200 | 456039 |
| MIZUHO FINANCIAL GROUP INC | EQUITY |  | 111705 | 4053481 |
| MONOTARO CO LTD | EQUITY |  | 10800 | 173340 |
| MS+AD INSURANCE GROUP HOLDIN | EQUITY |  | 57791 | 1359902 |
| MSCI SING IX ETS JAN 26 | FUTURE | 1/29/2026 | 600 | (739) |
| MTR CORP | EQUITY |  | 68931 | 263910 |
| MURATA MANUFACTURING CO LTD | EQUITY |  | 74700 | 1549705 |
| NATIONAL AUSTRALIA BANK LTD | EQUITY |  | 137081 | 3857465 |
| NEC CORP | EQUITY |  | 57900 | 1951027 |
| NEW ZEALAND DOLLAR | CASH |  | 149346 | 85881 |
| NEXON CO LTD | EQUITY |  | 16500 | 404505 |
| NIDEC CORP | EQUITY |  | 37524 | 507812 |
| NINTENDO CO LTD | EQUITY |  | 49370 | 3332677 |
| NIPPON BUILDING FUND INC | EQUITY |  | 342 | 311585 |
| NIPPON PAINT HOLDINGS CO LTD | EQUITY |  | 41561 | 277427 |
| NIPPON SANSO HOLDINGS CORP | EQUITY |  | 7600 | 226789 |
| NIPPON STEEL CORP | EQUITY |  | 217525 | 889002 |
| NIPPON YUSEN KK | EQUITY |  | 18500 | 598572 |
| NISSAN MOTOR CO LTD | EQUITY |  | 100100 | 248461 |
| NITORI HOLDINGS CO LTD | EQUITY |  | 18000 | 314881 |
| NITTO DENKO CORP | EQUITY |  | 30500 | 724224 |
| NOMURA HOLDINGS INC | EQUITY |  | 133930 | 1113341 |
| NOMURA RESEARCH INSTITUTE LT | EQUITY |  | 16772 | 645234 |
| NORTHERN STAR RESOURCES LTD | EQUITY |  | 60866 | 1078858 |
| NTT INC | EQUITY |  | 1333500 | 1344465 |
| OBAYASHI CORP | EQUITY |  | 28500 | 594926 |
| OBIC CO LTD | EQUITY |  | 14400 | 452198 |
| OLYMPUS CORP | EQUITY |  | 50856 | 647381 |
| ORACLE CORP JAPAN | EQUITY |  | 1700 | 143181 |
| ORIENTAL LAND CO LTD | EQUITY |  | 48300 | 892835 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| ORIGIN ENERGY LTD | EQUITY | 77615 | 594053 |
| ORIX CORP | EQUITY | 52200 | 1516532 |
| OSAKA GAS CO LTD | EQUITY | 15900 | 551508 |
| OTSUKA CORP | EQUITY | 10192 | 209674 |
| OTSUKA HOLDINGS CO LTD | EQUITY | 19400 | 1095262 |
| OVERSEA CHINESE BANKING CORP | EQUITY | 151698 | 2329140 |
| PAN PACIFIC INTERNATIONAL HO | EQUITY | 86000 | 512151 |
| PANASONIC HOLDINGS CORP | EQUITY | 104700 | 1368770 |
| POWER ASSETS HOLDINGS LTD | EQUITY | 61500 | 435758 |
| PRO MEDICUS LTD | EQUITY | 2567 | 375604 |
| QANTAS AIRWAYS LTD | EQUITY | 33760 | 232733 |
| QBE INSURANCE GROUP LTD | EQUITY | 67713 | 896376 |
| RAKUTEN GROUP INC | EQUITY | 66900 | 428949 |
| REA GROUP LTD | EQUITY | 2335 | 285595 |
| RECRUIT HOLDINGS CO LTD | EQUITY | 63000 | 3591557 |
| RENESAS ELECTRONICS CORP | EQUITY | 80070 | 1095846 |
| RESONA HOLDINGS INC | EQUITY | 93385 | 884856 |
| RIO TINTO LTD | EQUITY | 16692 | 1634553 |
| RYOHIN KEIKAKU CO LTD | EQUITY | 22300 | 395939 |
| SANDS CHINA LTD | EQUITY | 106400 | 267931 |
| SANRIO CO LTD | EQUITY | 7800 | 244549 |
| SANTOS LTD | EQUITY | 145682 | 597076 |
| SBI HOLDINGS INC | EQUITY | 25280 | 545210 |
| SCENTRE GROUP | EQUITY | 233264 | 650916 |
| SCREEN HOLDINGS CO LTD | EQUITY | 3600 | 348798 |
| SEA LTD ADR | EQUITY | 17087 | 2179789 |
| SECOM CO LTD | EQUITY | 17800 | 632174 |
| SEIBU HOLDINGS INC | EQUITY | 9300 | 255521 |
| SEKISUI CHEMICAL CO LTD | EQUITY | 16400 | 274956 |
| SEKISUI HOUSE LTD | EQUITY | 26400 | 588890 |
| SEMBCORP INDUSTRIES LTD | EQUITY | 38700 | 180578 |
| SEVEN + I HOLDINGS CO LTD | EQUITY | 93000 | 1334671 |
| SG HOLDINGS CO LTD | EQUITY | 12800 | 117276 |
| SGH LTD | EQUITY | 9129 | 281129 |
| SHIMADZU CORP | EQUITY | 10585 | 281711 |
| SHIMANO INC | EQUITY | 3364 | 354931 |
| SHIN ETSU CHEMICAL CO LTD | EQUITY | 75800 | 2355657 |
| SHIONOGI + CO LTD | EQUITY | 34000 | 614789 |
| SHISEIDO CO LTD | EQUITY | 17500 | 255268 |
| SIGMA HEALTHCARE LTD | EQUITY | 232085 | 454902 |
| SINGAPORE AIRLINES LTD | EQUITY | 71329 | 354638 |
| SINGAPORE DOLLAR | CASH | 214936 | 167135 |
| SINGAPORE EXCHANGE LTD | EQUITY | 38400 | 504345 |
| SINGAPORE TECH ENGINEERING | EQUITY | 69000 | 449972 |
| SINGAPORE TELECOMMUNICATIONS | EQUITY | 333100 | 1179638 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| SINO LAND CO | EQUITY |  | 163133 | 214199 |
| SITC INTERNATIONAL HOLDINGS | EQUITY |  | 61000 | 218341 |
| SMC CORP | EQUITY |  | 2602 | 905400 |
| SOFTBANK CORP | EQUITY |  | 1283140 | 1760389 |
| SOFTBANK GROUP CORP | EQUITY |  | 171200 | 4823284 |
| SOMPO HOLDINGS INC | EQUITY |  | 39808 | 1354347 |
| SONIC HEALTHCARE LTD | EQUITY |  | 20979 | 316116 |
| SONY FINANCIAL GROUP INC | EQUITY |  | 271300 | 286888 |
| SONY GROUP CORP | EQUITY |  | 275700 | 7042215 |
| SOUTH32 LTD | EQUITY |  | 200856 | 476487 |
| SPI 200 FUTURES MAR 26 | FUTURE | 3/19/2026 | 100 | 4935 |
| STOCKLAND | EQUITY |  | 109426 | 416709 |
| SUBARU CORP | EQUITY |  | 26050 | 559102 |
| SUMITOMO CORP | EQUITY |  | 48898 | 1689996 |
| SUMITOMO ELECTRIC INDUSTRIES | EQUITY |  | 32100 | 1298825 |
| SUMITOMO METAL MINING CO LTD | EQUITY |  | 11200 | 450033 |
| SUMITOMO MITSUI FINANCIAL GR | EQUITY |  | 164037 | 5275726 |
| SUMITOMO MITSUI TRUST GROUP | EQUITY |  | 28534 | 866456 |
| SUMITOMO REALTY + DEVELOPMEN | EQUITY |  | 27200 | 681198 |
| SUN HUNG KAI PROPERTIES | EQUITY |  | 64500 | 784756 |
| SUNCORP GROUP LTD | EQUITY |  | 48398 | 568076 |
| SUNTORY BEVERAGE + FOOD LTD | EQUITY |  | 6135 | 185267 |
| SUZUKI MOTOR CORP | EQUITY |  | 70288 | 1043214 |
| SWIRE PACIFIC LTD CL A | EQUITY |  | 16000 | 128888 |
| SYSMEX CORP | EQUITY |  | 22600 | 222612 |
| T+D HOLDINGS INC | EQUITY |  | 20700 | 476689 |
| TAISEI CORP | EQUITY |  | 6600 | 625259 |
| TAKEDA PHARMACEUTICAL CO LTD | EQUITY |  | 71100 | 2207382 |
| TDK CORP | EQUITY |  | 87175 | 1232581 |
| TECHTRONIC INDUSTRIES CO LTD | EQUITY |  | 65000 | 750755 |
| TELSTRA GROUP LTD | EQUITY |  | 177501 | 575372 |
| TERUMO CORP | EQUITY |  | 59600 | 867750 |
| TIS INC | EQUITY |  | 9700 | 324474 |
| TOHO CO LTD | EQUITY |  | 4800 | 244598 |
| TOKIO MARINE HOLDINGS INC | EQUITY |  | 82200 | 3049701 |
| TOKYO ELECTRON LTD | EQUITY |  | 20069 | 4404552 |
| TOKYO GAS CO LTD | EQUITY |  | 14200 | 561105 |
| TOKYO METRO CO LTD | EQUITY |  | 13400 | 136295 |
| TOKYU CORP | EQUITY |  | 21900 | 256088 |
| TOPIX INDX FUTR MAR 26 | FUTURE | 3/12/2026 | 110000 | 17789 |
| TOPPAN HOLDINGS INC | EQUITY |  | 10400 | 308615 |
| TORAY INDUSTRIES INC | EQUITY |  | 61200 | 398592 |
| TOYOTA INDUSTRIES CORP | EQUITY |  | 7300 | 828375 |
| TOYOTA MOTOR CORP | EQUITY |  | 424875 | 9082762 |
| TOYOTA TSUSHO CORP | EQUITY |  | 30800 | 1037979 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| TRANSURBAN GROUP | EQUITY | 138755 | 1311258 |
| TREND MICRO INC | EQUITY | 5800 | 240001 |
| TSURUHA HOLDINGS INC | EQUITY | 11600 | 212795 |
| UNICHARM CORP | EQUITY | 50500 | 289251 |
| UNITED OVERSEAS BANK LTD | EQUITY | 56000 | 1524361 |
| US DOLLAR | CASH | (824446) | (824446) |
| VICINITY CENTRES | EQUITY | 172049 | 292498 |
| WASHINGTON H SOUL PATTINSON | EQUITY | 15231 | 376368 |
| WESFARMERS LTD | EQUITY | 50756 | 2733848 |
| WEST JAPAN RAILWAY CO | EQUITY | 18276 | 365216 |
| WESTPAC BANKING CORP | EQUITY | 153458 | 3937612 |
| WH GROUP LTD | EQUITY | 368149 | 410079 |
| WHARF HOLDINGS LTD | EQUITY | 47000 | 131275 |
| WHARF REAL ESTATE INVESTMENT | EQUITY | 75586 | 238698 |
| WILMAR INTERNATIONAL LTD | EQUITY | 86912 | 207677 |
| WISETECH GLOBAL LTD | EQUITY | 9029 | 408910 |
| WOODSIDE ENERGY GROUP LTD | EQUITY | 84709 | 1325434 |
| WOOLWORTHS GROUP LTD | EQUITY | 54586 | 1068271 |
| XERO LTD | EQUITY | 7341 | 554649 |
| YAMAHA MOTOR CO LTD | EQUITY | 41200 | 304093 |
| YANGZIJIANG SHIPBUILDING | EQUITY | 115900 | 313648 |
| YOKOGAWA ELECTRIC CORP | EQUITY | 10100 | 323704 |
| YOKOHAMA FINANCIAL GROUP INC | EQUITY | 45716 | 376547 |
| ZENSHO HOLDINGS CO LTD | EQUITY | 4200 | 240558 |
| ZOZO INC | EQUITY | 19200 | 158688 |
|  | **Total: EXHIBIT R - Pacific Stock Index Fund** | **Total: EXHIBIT R - Pacific Stock Index Fund** | $**299251666** |

---

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

------

**EXHIBIT S - Long Term Credit Fund** 

**(Managed by Dodge & Cox)**

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ABBVIE INC | FIXED INCOME | 11/21/2039 | 4.1% | 1140000 |  | $1020129 |
|  | ABBVIE INC | FIXED INCOME | 11/21/2049 | 4.3 | 655000 |  | 541403 |
|  | ALABAMA POWER CO | FIXED INCOME | 7/15/2048 | 4.3 | 375000 |  | 312533 |
|  | ALABAMA POWER CO | FIXED INCOME | 3/15/2052 | 3.0 | 3550000 |  | 2308885 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2055 | 5.5 | 1750000 |  | 1721703 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2075 | 5.7 | 925000 |  | 913687 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2051 | 3.7 | 2200000 |  | 1558436 |
|  | AMAZON.COM INC | FIXED INCOME | 11/20/2055 | 5.5 | 1750000 |  | 1714213 |
|  | AMRIZE FINANCE US LLC | FIXED INCOME | 7/15/2036 | 7.1 | 1575000 |  | 1809927 |
|  | AMRIZE FINANCE US LLC | FIXED INCOME | 9/22/2046 | 4.8 | 1073000 |  | 943188 |
|  | AT+T INC | FIXED INCOME | 9/15/2055 | 3.6 | 1040000 |  | 694574 |
|  | AT+T INC | FIXED INCOME | 12/1/2057 | 3.8 | 1980000 |  | 1366022 |
|  | AT+T INC | FIXED INCOME | 2/15/2034 | 5.4 | 525000 |  | 545102 |
|  | BANK GOSPODARSTWA KRAJOW | FIXED INCOME | 7/9/2054 | 6.3 | 800000 |  | 827480 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 6/19/2041 | 2.7 | 440000 |  | 324905 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 10/24/2031 | 1.9 | 265000 |  | 237072 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 4/22/2032 | 2.7 | 750000 |  | 688478 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 7/21/2032 | 2.3 | 550000 |  | 491975 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 10/20/2032 | 2.6 | 230000 |  | 207577 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 3/8/2037 | 3.8 | 600000 |  | 566286 |
|  | BANK OF NY MELLON CORP | FIXED INCOME | 11/20/2035 | 5.2 | 900000 |  | 933525 |
|  | BARCLAYS PLC | FIXED INCOME | 6/20/2030 | 5.1 | 650000 |  | 661128 |
|  | BARCLAYS PLC | FIXED INCOME | 6/27/2034 | 7.1 | 1450000 |  | 1627176 |
|  | BAT CAPITAL CORP | FIXED INCOME | 8/2/2053 | 7.1 | 1320000 |  | 1501104 |
|  | BAYER US FINANCE II LLC | FIXED INCOME | 6/25/2048 | 4.9 | 3600000 |  | 3062736 |
|  | BECTON DICKINSON + CO | FIXED INCOME | 6/6/2047 | 4.7 | 645000 |  | 562550 |
|  | BERKSHIRE HATHAWAY ENERG | FIXED INCOME | 5/1/2053 | 4.6 | 3250000 |  | 2746933 |
|  | BNP PARIBAS | FIXED INCOME | 8/12/2035 | 2.6 | 1500000 |  | 1357590 |
|  | BOSTON PROPERTIES LP | FIXED INCOME | 1/15/2034 | 6.5 | 425000 |  | 458346 |
|  | BURLINGTN NORTH SANTA FE | FIXED INCOME | 9/1/2044 | 4.6 | 350000 |  | 311759 |
|  | BURLINGTN NORTH SANTA FE | FIXED INCOME | 1/15/2053 | 4.5 | 2475000 |  | 2094642 |
|  | BURLINGTN NORTH SANTA FE | FIXED INCOME | 3/15/2055 | 5.5 | 675000 |  | 665800 |
|  | CALIFORNIA ST | FIXED INCOME | 4/1/2039 | 7.6 | 2875000 |  | 3492010 |
|  | CALIFORNIA ST | FIXED INCOME | 10/1/2039 | 7.3 | 1900000 |  | 2223108 |
|  | CANADIAN PACIFIC RAILWAY | FIXED INCOME | 12/2/2051 | 3.1 | 3460000 |  | 2305467 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CAPITAL ONE FINANCIAL CO | FIXED INCOME | 2/1/2034 | 5.8 | 1300000 | 1362647 |
| CAPITAL ONE FINANCIAL CO | FIXED INCOME | 6/8/2034 | 6.4 | 275000 | 297677 |
| CCO HLDGS LLC/CAP CORP | FIXED INCOME | 1/15/2034 | 4.3 | 675000 | 574796 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2048 | 5.8 | 475000 | 408671 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 7/1/2049 | 5.1 | 310000 | 243545 |
| CHICAGO IL TRANSIT AUTH SALES | FIXED INCOME | 12/1/2040 | 6.9 | 2736453 | 3066053 |
| CHICAGO IL TRANSIT AUTH SALES | FIXED INCOME | 12/1/2040 | 6.2 | 241546 | 256292 |
| CHUBB INA HOLDINGS LLC | FIXED INCOME | 5/11/2037 | 6.0 | 625000 | 681181 |
| CHUBB INA HOLDINGS LLC | FIXED INCOME | 3/15/2034 | 5.0 | 525000 | 537637 |
| CIGNA GROUP/THE | FIXED INCOME | 8/15/2038 | 4.8 | 730000 | 701245 |
| CIGNA GROUP/THE | FIXED INCOME | 12/15/2048 | 4.9 | 255000 | 227769 |
| CIGNA GROUP/THE | FIXED INCOME | 10/15/2047 | 3.9 | 380000 | 293273 |
| CIGNA GROUP/THE | FIXED INCOME | 1/15/2056 | 6.0 | 500000 | 515670 |
| CITIGROUP INC | FIXED INCOME | 5/25/2034 | 6.2 | 2170000 | 2309922 |
| COMCAST CORP | FIXED INCOME | 11/1/2049 | 4.0 | 1584000 | 1170528 |
| COMCAST CORP | FIXED INCOME | 11/1/2052 | 4.0 | 450000 | 329855 |
| COMCAST CORP | FIXED INCOME | 11/1/2051 | 2.9 | 1200000 | 704400 |
| COMCAST CORP | FIXED INCOME | 11/1/2056 | 2.9 | 613000 | 345573 |
| COMCAST CORP | FIXED INCOME | 5/15/2055 | 6.1 | 700000 | 694813 |
| COMMONWEALTH EDISON CO | FIXED INCOME | 11/15/2045 | 4.4 | 1165000 | 991799 |
| COMMONWEALTH EDISON CO | FIXED INCOME | 3/1/2048 | 4.0 | 160000 | 127483 |
| COMMONWEALTH EDISON CO | FIXED INCOME | 2/1/2053 | 5.3 | 735000 | 698294 |
| COMMONWEALTH EDISON CO | FIXED INCOME | 6/1/2054 | 5.7 | 375000 | 373275 |
| CONOCOPHILLIPS COMPANY | FIXED INCOME | 3/15/2052 | 3.8 | 775000 | 571237 |
| COX COMMUNICATIONS INC | FIXED INCOME | 12/15/2053 | 5.8 | 2450000 | 2095706 |
| CSX CORP | FIXED INCOME | 11/15/2052 | 4.5 | 3775000 | 3214601 |
| CVS HEALTH CORP | FIXED INCOME | 7/20/2045 | 5.1 | 665000 | 602537 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2038 | 4.8 | 1280000 | 1211187 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2048 | 5.1 | 675000 | 596774 |
| DOMINION ENERGY INC | FIXED INCOME | 8/15/2052 | 4.9 | 2000000 | 1724900 |
| DOW CHEMICAL CO/THE | FIXED INCOME | 5/15/2053 | 6.9 | 1600000 | 1644560 |
| DUKE ENERGY CORP | FIXED INCOME | 9/15/2055 | 5.7 | 2325000 | 2266922 |
| DUKE ENERGY FLORIDA LLC | FIXED INCOME | 12/1/2035 | 4.9 | 625000 | 623756 |
| DUKE ENERGY PROGRESS LLC | FIXED INCOME | 3/15/2055 | 5.6 | 500000 | 494850 |
| ELEVANCE HEALTH INC | FIXED INCOME | 3/1/2048 | 4.6 | 350000 | 298330 |
| ELEVANCE HEALTH INC | FIXED INCOME | 5/15/2052 | 4.6 | 2230000 | 1849830 |
| ELEVANCE HEALTH INC | FIXED INCOME | 10/15/2052 | 6.1 | 370000 | 382029 |
| ELEVANCE HEALTH INC | FIXED INCOME | 6/15/2034 | 5.4 | 275000 | 284573 |
| ELEVANCE HEALTH INC | FIXED INCOME | 9/15/2055 | 5.7 | 575000 | 565720 |
| ENEL FINANCE INTL NV | FIXED INCOME | 6/15/2052 | 5.5 | 1775000 | 1672529 |
| ERP OPERATING LP | FIXED INCOME | 7/1/2044 | 4.5 | 1175000 | 1047407 |
| EXELON CORP | FIXED INCOME | 3/15/2052 | 4.1 | 3381000 | 2615575 |
| EXELON CORP | FIXED INCOME | 3/15/2053 | 5.6 | 250000 | 243035 |
| FED HM LN PC POOL WS8000 | FIXED INCOME | 8/1/2038 | 4.0 | 1280000 | 1196466 |
| FEDEX CORP | FIXED INCOME | 1/15/2047 | 4.4 | 1527000 | 1244994 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | FEDEX CORP | FIXED INCOME | 5/15/2050 | 5.3 | 1225000 | 1130479 |
| | FIBERCOP SPA | FIXED INCOME | 6/4/2038 | 7.7 | 506000 | 509982 |
| | FLORIDA POWER + LIGHT CO | FIXED INCOME | 4/1/2053 | 5.3 | 220000 | 211774 |
| | FLORIDA POWER + LIGHT CO | FIXED INCOME | 6/15/2054 | 5.6 | 600000 | 604728 |
| | FLORIDA POWER + LIGHT CO | FIXED INCOME | 3/15/2055 | 5.7 | 350000 | 356066 |
| | FNMA POOL BL6933 | FIXED INCOME | 5/1/2035 | 1.9 | 5422000 | 4364619 |
| | FNMA POOL BL7621 | FIXED INCOME | 8/1/2035 | 1.7 | 2079000 | 1639118 |
| | FORD MOTOR CREDIT CO LLC | FIXED INCOME | 5/28/2027 | 5.0 | 650000 | 652113 |
| | GE HEALTHCARE TECH INC | FIXED INCOME | 11/22/2052 | 6.4 | 865000 | 945532 |
| | GEORGIA POWER CO | FIXED INCOME | 5/15/2052 | 5.1 | 650000 | 607828 |
| | GEORGIA POWER CO | FIXED INCOME | 10/1/2055 | 5.5 | 475000 | 464032 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 2991636 | 2991636 |
| | GRUPO TELEVISA SAB | FIXED INCOME | 1/15/2040 | 6.6 | 1175000 | 1022603 |
| | HCA INC | FIXED INCOME | 6/15/2039 | 5.1 | 190000 | 183886 |
| | HCA INC | FIXED INCOME | 6/15/2049 | 5.3 | 1875000 | 1700831 |
| | HCA INC | FIXED INCOME | 6/1/2053 | 5.9 | 370000 | 363388 |
| | HOME DEPOT INC | FIXED INCOME | 6/25/2054 | 5.3 | 575000 | 551632 |
| | HOME DEPOT INC | FIXED INCOME | 6/25/2064 | 5.4 | 200000 | 192022 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 9/15/2037 | 6.5 | 260000 | 286195 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 11/13/2034 | 7.4 | 3625000 | 4140693 |
| | JAPAN TOBACCO INC | FIXED INCOME | 6/15/2035 | 5.9 | 400000 | 426880 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2041 | 3.1 | 200000 | 157460 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 5/13/2031 | 3.0 | 130000 | 122732 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/26/2033 | 4.6 | 160000 | 160696 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 6/1/2034 | 5.4 | 2800000 | 2911160 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/23/2034 | 6.3 | 280000 | 307608 |
|  | KINDER MORGAN INC | FIXED INCOME | 3/1/2048 | 5.2 | 275000 | 251906 |
|  | KINDER MORGAN INC | FIXED INCOME | 8/1/2052 | 5.5 | 3425000 | 3194326 |
|  | KONINKLIJKE PHILIPS NV | FIXED INCOME | 3/11/2038 | 6.9 | 550000 | 619740 |
|  | KRAFT HEINZ FOODS CO | FIXED INCOME | 6/1/2050 | 5.5 | 1200000 | 1125228 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 11/15/2033 | 8.0 | 950000 | 1107947 |
|  | MARS INC | FIXED INCOME | 3/1/2035 | 5.2 | 1150000 | 1182511 |
|  | MARS INC | FIXED INCOME | 5/1/2045 | 5.7 | 300000 | 303318 |
|  | MARS INC | FIXED INCOME | 5/1/2055 | 5.7 | 725000 | 725841 |
|  | MASTERCARD INC | FIXED INCOME | 6/1/2049 | 3.7 | 425000 | 324598 |
|  | MASTERCARD INC | FIXED INCOME | 3/26/2050 | 3.9 | 300000 | 235920 |
|  | META PLATFORMS INC | FIXED INCOME | 8/15/2054 | 5.4 | 1475000 | 1375084 |
|  | META PLATFORMS INC | FIXED INCOME | 11/15/2055 | 5.6 | 875000 | 841978 |
| \* | METLIFE INC | FIXED INCOME | 1/15/2054 | 5.3 | 350000 | 333669 |
| \* | METLIFE INC | FIXED INCOME | 12/15/2034 | 5.3 | 250000 | 260475 |
|  | MIDAMERICAN ENERGY CO | FIXED INCOME | 2/1/2055 | 5.3 | 250000 | 237538 |
|  | MIDAMERICAN ENERGY CO | FIXED INCOME | 11/15/2056 | 5.5 | 425000 | 416687 |
|  | MOLSON COORS BEVERAGE | FIXED INCOME | 7/15/2046 | 4.2 | 1350000 | 1087101 |
|  | NEW JERSEY ST TURNPIKE AUTH TU | FIXED INCOME | 1/1/2041 | 7.1 | 3020000 | 3533029 |
|  | NEXTERA ENERGY CAPITAL | FIXED INCOME | 2/28/2053 | 5.3 | 2375000 | 2216279 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 3/15/2054 | 5.6 | 1100000 | 1066263 |
| NORDSTROM INC | FIXED INCOME | 1/15/2044 | 5.0 | 1350000 | 1012163 |
| NORFOLK SOUTHERN CORP | FIXED INCOME | 8/15/2043 | 4.8 | 120000 | 109036 |
| NORFOLK SOUTHERN CORP | FIXED INCOME | 5/15/2055 | 3.2 | 110000 | 71022 |
| NORFOLK SOUTHERN CORP | FIXED INCOME | 6/1/2053 | 4.6 | 3156000 | 2669313 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 3/15/2040 | 6.2 | 1295000 | 1314995 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 3/15/2046 | 6.6 | 300000 | 309642 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 10/1/2054 | 6.1 | 650000 | 620900 |
| ORACLE CORP | FIXED INCOME | 7/15/2046 | 4.0 | 1595000 | 1109610 |
| ORACLE CORP | FIXED INCOME | 11/9/2052 | 6.9 | 850000 | 842240 |
| PETROLEOS MEXICANOS | FIXED INCOME | 1/23/2050 | 7.7 | 4300000 | 3852972 |
| PFIZER INVESTMENT ENTER | FIXED INCOME | 5/19/2053 | 5.3 | 2325000 | 2208843 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 11/10/2044 | 4.3 | 525000 | 447237 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 2/13/2034 | 5.3 | 1225000 | 1268426 |
| PORT AUTH OF NEW YORK NEW JE | FIXED INCOME | 10/1/2051 | 4.9 | 300000 | 277248 |
| PORT AUTH OF NEW YORK NEW JE | FIXED INCOME | 10/1/2062 | 4.5 | 2070000 | 1718533 |
| PORT AUTH OF NEW YORK NEW JE | FIXED INCOME | 8/1/2046 | 5.0 | 805000 | 764967 |
| PROSUS NV | FIXED INCOME | 2/8/2051 | 3.8 | 4753000 | 3178901 |
| RTX CORP | FIXED INCOME | 3/15/2052 | 3.0 | 350000 | 229026 |
| RTX CORP | FIXED INCOME | 3/15/2054 | 6.4 | 215000 | 237218 |
| RTX CORP | FIXED INCOME | 5/15/2045 | 4.2 | 660000 | 552460 |
| RTX CORP | FIXED INCOME | 11/16/2048 | 4.6 | 140000 | 122280 |
| S+P GLOBAL INC | FIXED INCOME | 3/1/2052 | 3.7 | 525000 | 398601 |
| SIEMENS FUNDING BV | FIXED INCOME | 5/28/2055 | 5.8 | 400000 | 417032 |
| SOUTHERN CO | FIXED INCOME | 7/1/2046 | 4.4 | 700000 | 593012 |
| SOUTHERN CO | FIXED INCOME | 3/15/2035 | 4.9 | 800000 | 791816 |
| SYNOPSYS INC | FIXED INCOME | 4/1/2035 | 5.2 | 700000 | 712054 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2051 | 3.3 | 480000 | 321475 |
| T MOBILE USA INC | FIXED INCOME | 1/15/2053 | 5.7 | 2350000 | 2279124 |
| TEXAS NATURAL GAS SECURITIZTN | FIXED INCOME | 4/1/2041 | 5.2 | 120000 | 122756 |
| TIME WARNER CABLE ENTRMN | FIXED INCOME | 7/15/2033 | 8.4 | 510000 | 589478 |
| TIME WARNER CABLE LLC | FIXED INCOME | 5/1/2037 | 6.6 | 875000 | 893454 |
| TIME WARNER CABLE LLC | FIXED INCOME | 7/1/2038 | 7.3 | 720000 | 773446 |
| TIME WARNER CABLE LLC | FIXED INCOME | 6/15/2039 | 6.8 | 120000 | 121592 |
| TIME WARNER CABLE LLC | FIXED INCOME | 11/15/2040 | 5.9 | 430000 | 398864 |
| TRANSCANADA TRUST | FIXED INCOME | 8/15/2076 | 5.9 | 3453000 | 3457662 |
| TRANSCANADA TRUST | FIXED INCOME | 3/15/2077 | 5.3 | 250000 | 249933 |
| TRANSCANADA TRUST | FIXED INCOME | 9/15/2079 | 5.5 | 161000 | 159817 |
| TRANSCONT GAS PIPE LINE | FIXED INCOME | 5/15/2050 | 4.0 | 220000 | 170113 |
| TRANSCONT GAS PIPE LINE | FIXED INCOME | 3/15/2036 | 5.1 | 200000 | 201888 |
| TRANSCONT GAS PIPE LINE | FIXED INCOME | 3/15/2056 | 5.8 | 225000 | 223628 |
| TRAVELERS COS INC | FIXED INCOME | 5/25/2053 | 5.5 | 1200000 | 1187148 |
| UBS GROUP AG | FIXED INCOME | 1/12/2034 | 6.0 | 1050000 | 1120466 |
| UNICREDIT SPA | FIXED INCOME | 6/30/2035 | 5.5 | 1725000 | 1759086 |
| UNION PACIFIC CORP | FIXED INCOME | 3/20/2060 | 3.8 | 720000 | 521222 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| UNION PACIFIC CORP | FIXED INCOME | 2/14/2053 | 3.5 | 3150000 | 2236563 |
| UNION PACIFIC CORP | FIXED INCOME | 12/1/2054 | 5.6 | 250000 | 250015 |
| UNITED PARCEL SERVICE | FIXED INCOME | 5/22/2054 | 5.5 | 250000 | 244298 |
| UNITED PARCEL SERVICE | FIXED INCOME | 5/14/2055 | 6.0 | 875000 | 906133 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 3/15/2043 | 4.3 | 250000 | 215023 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 6/15/2048 | 4.3 | 290000 | 237774 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 2/15/2053 | 5.9 | 450000 | 455234 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 2/15/2063 | 6.1 | 315000 | 322831 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 4/15/2053 | 5.1 | 1300000 | 1177709 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 4/15/2054 | 5.4 | 250000 | 236725 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 7/15/2054 | 5.6 | 1175000 | 1156482 |
| UNIV OF CALIFORNIA CA RGTS MED | FIXED INCOME | 5/15/2060 | 3.3 | 450000 | 291699 |
| UNIV OF CALIFORNIA CA RGTS MED | FIXED INCOME | 5/15/2053 | 4.6 | 4420000 | 3778791 |
| US DOLLAR | CASH |  |  | 927272 | 927272 |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | 21300000 | (197992) |
| US TREASURY N/B | FIXED INCOME | 8/15/2044 | 4.1 | 4388000 | 4042445 |
| US TREASURY N/B | FIXED INCOME | 11/15/2044 | 4.6 | 15372000 | 15119803 |
| US TREASURY N/B | FIXED INCOME | 8/15/2055 | 4.8 | 2544000 | 2512200 |
| US TREASURY N/B | FIXED INCOME | 8/15/2045 | 4.9 | 2999000 | 3039768 |
| US TREASURY N/B | FIXED INCOME | 11/15/2045 | 4.6 | 3401000 | 3335637 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 8/15/2046 | 4.1 | 1448000 | 1161716 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 3/22/2050 | 4.0 | 430000 | 328206 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 3/22/2051 | 3.6 | 691000 | 492559 |
| VIRGINIA ELEC + POWER CO | FIXED INCOME | 4/1/2053 | 5.5 | 1875000 | 1792369 |
| VIRGINIA ELEC + POWER CO | FIXED INCOME | 3/15/2055 | 5.7 | 425000 | 417677 |
| VIRGINIA ELEC + POWER CO | FIXED INCOME | 9/15/2055 | 5.6 | 550000 | 536476 |
| VODAFONE GROUP PLC | FIXED INCOME | 4/4/2079 | 7.0 | 700000 | 740068 |
| VODAFONE GROUP PLC | FIXED INCOME | 6/4/2081 | 5.1 | 1200000 | 942648 |
| WALT DISNEY COMPANY/THE | FIXED INCOME | 12/15/2035 | 6.4 | 107000 | 120960 |
| WALT DISNEY COMPANY/THE | FIXED INCOME | 10/1/2043 | 5.4 | 180000 | 180466 |
| WALT DISNEY COMPANY/THE | FIXED INCOME | 1/13/2051 | 3.6 | 400000 | 298224 |
| WELLS FARGO + COMPANY | FIXED INCOME | 1/15/2044 | 5.6 | 225000 | 223254 |
| WELLS FARGO + COMPANY | FIXED INCOME | 11/4/2044 | 4.7 | 1195000 | 1050070 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/24/2034 | 5.4 | 400000 | 416236 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2034 | 5.6 | 920000 | 965457 |
| WELLS FARGO + COMPANY | FIXED INCOME | 10/23/2034 | 6.5 | 720000 | 798113 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 1/15/2045 | 4.9 | 835000 | 750749 |
| ZOETIS INC | FIXED INCOME | 2/1/2043 | 4.7 | 2500000 | 2300250 |
|  | **Total: EXHIBIT S - Long Term Credit Fund** | **Total: EXHIBIT S - Long Term Credit Fund** | **Total: EXHIBIT S - Long Term Credit Fund** | **Total: EXHIBIT S - Long Term Credit Fund** | $**227787084** |

---

**\* Party-In-Interest**

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

------

**EXHIBIT T - Interest Income Fund**

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

**IBM 401(K) PLAN AT DECEMBER 31, 2025**

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 1345 TRUST | FIXED INCOME | 6/15/2042 | 5.4% | 840000 |  | $842577 |
|  | AFFIRM INC | FIXED INCOME | 4/15/2030 | 5.1 | 231751 |  | 232178 |
|  | ALA TRUST | FIXED INCOME | 6/15/2040 | 5.5 | 855000 |  | 857446 |
|  | ALLY FINANCIAL INC | FIXED INCOME | 5/15/2029 | 5.7 | 300000 |  | 307590 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2028 | 3.9 | 260000 |  | 261295 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/14/2026 | 4.4 | 41000 |  | 40974 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2028 | 4.9 | 735000 |  | 747444 |
|  | AMAZON.COM INC | FIXED INCOME | 11/20/2028 | 3.9 | 945000 |  | 948185 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | FIXED INCOME | 7/15/2030 | 4.3 | 1441000 |  | 1460387 |
|  | AMERICAN HONDA FINANCE | FIXED INCOME | 7/9/2027 | 4.9 | 795000 |  | 806186 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 10/15/2026 | 3.4 | 1854000 |  | 1844656 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 1/15/2027 | 3.1 | 975000 |  | 965864 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 3/15/2027 | 3.7 | 1131000 |  | 1126035 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 3/15/2028 | 5.5 | 600000 |  | 617196 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 11/15/2028 | 5.8 | 730000 |  | 762135 |
|  | ARES COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 4/15/2042 | 5.3 | 515000 |  | 515191 |
|  | ARI FLEET LEASE TRUST | FIXED INCOME | 3/15/2034 | 4.6 | 1718000 |  | 1730471 |
|  | ARI FLEET LEASE TRUST | FIXED INCOME | 3/15/2034 | 4.6 | 100000 |  | 101608 |
|  | ARI FLEET LEASE TRUST | FIXED INCOME | 11/15/2032 | 5.3 | 186121 |  | 187219 |
|  | ARI FLEET LEASE TRUST | FIXED INCOME | 4/15/2033 | 5.5 | 99617 |  | 100357 |
|  | ASIAN DEVELOPMENT BANK | FIXED INCOME | 9/26/2028 | 4.9 | 2500000 |  | 2519000 |
|  | AT+T INC | FIXED INCOME | 1/15/2026 | 3.9 | 770000 |  | 768783 |
|  | AT+T INC | FIXED INCOME | 2/15/2027 | 3.8 | 605000 |  | 604002 |
|  | AT+T INC | FIXED INCOME | 3/25/2026 | 1.7 | 3660000 |  | 3640199 |
|  | BANK | FIXED INCOME | 12/15/2052 | 3.5 | 241000 |  | 212254 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 3/3/2026 | 4.5 | 53000 |  | 53002 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 12/20/2028 | 3.4 | 595000 |  | 588044 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 3/11/2027 | 1.7 | 2085000 |  | 2074909 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 7/22/2027 | 1.7 | 4030000 |  | 3978255 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 11/10/2028 | 6.2 | 3290000 |  | 3418540 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 1/20/2027 | 5.1 | 880000 |  | 880290 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 9/15/2027 | 5.9 | 1834000 |  | 1857549 |
|  | BANK OF AMERICA CREDIT CARD TR | FIXED INCOME | 5/15/2030 | 4.3 | 653000 |  | 661451 |
|  | BAT CAPITAL CORP | FIXED INCOME | 8/15/2027 | 3.6 | 2042000 |  | 2026583 |
|  | BAT CAPITAL CORP | FIXED INCOME | 9/6/2026 | 3.2 | 1510000 |  | 1501182 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BAT CAPITAL CORP | FIXED INCOME | 3/25/2028 | 2.3 | 1970000 | 1895376 |
| BAT INTL FINANCE PLC | FIXED INCOME | 3/25/2026 | 1.7 | 418000 | 415492 |
| BFLD TRUST | FIXED INCOME | 7/15/2039 | 5.2 | 482038 | 482100 |
| BFLD TRUST | FIXED INCOME | 10/10/2040 | 5.0 | 506000 | 511350 |
| BFLD TRUST | FIXED INCOME | 11/15/2042 | 5.3 | 510000 | 511427 |
| BFLD TRUST | FIXED INCOME | 11/15/2041 | 5.2 | 170000 | 170134 |
| BFLD TRUST | FIXED INCOME | 10/10/2042 | 4.7 | 965000 | 965352 |
| BOEING CO | FIXED INCOME | 5/1/2026 | 3.1 | 832000 | 829046 |
| BOEING CO | FIXED INCOME | 2/4/2026 | 2.2 | 1500000 | 1497210 |
| BRITISH COLUMBIA PROV OF | FIXED INCOME | 1/24/2028 | 4.7 | 795000 | 811488 |
| BROADCOM INC | FIXED INCOME | 4/15/2028 | 4.8 | 1870000 | 1903884 |
| BRY0HZD03 CDS USD P F 1.00000 | FIXED INCOME | 6/20/2027 | 1.0 | (162760) | (162760) |
| BRY0HZD03 CDS USD R V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | 162760 | 160628 |
| BSTN COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 6/15/2044 | 5.4 | 327000 | 336375 |
| BX TRUST | FIXED INCOME | 3/15/2030 | 4.9 | 666401 | 665296 |
| BX TRUST | FIXED INCOME | 6/15/2036 | 5.1 | 250000 | 249697 |
| BX TRUST | FIXED INCOME | 2/15/2039 | 5.2 | 411120 | 411121 |
| BX TRUST | FIXED INCOME | 2/15/2041 | 5.4 | 1061000 | 1056977 |
| BX TRUST | FIXED INCOME | 3/15/2041 | 5.8 | 430000 | 429999 |
| BX TRUST | FIXED INCOME | 4/15/2041 | 5.2 | 218311 | 218225 |
| BX TRUST | FIXED INCOME | 6/15/2041 | 5.2 | 380000 | 379461 |
| BX TRUST | FIXED INCOME | 10/15/2041 | 6.6 | 361996 | 363648 |
| BX TRUST | FIXED INCOME | 6/13/2047 | 5.9 | 720000 | 731556 |
| BX TRUST | FIXED INCOME | 12/15/2039 | 5.0 | 144479 | 144423 |
| BX TRUST | FIXED INCOME | 8/15/2041 | 5.4 | 992367 | 993335 |
| CALI MORTGAGE TRUST | FIXED INCOME | 7/15/2041 | 5.7 | 450000 | 450570 |
| CANADIAN DOLLAR | CASH |  |  | 37840 | 27606 |
| CAPITAL ONE FINANCIAL CO | FIXED INCOME | 11/2/2027 | 1.9 | 746000 | 732154 |
| CAPITAL ONE MULTI ASSET EXECUT | FIXED INCOME | 8/15/2028 | 2.1 | 1110000 | 1097989 |
| CART | FIXED INCOME | 8/15/2041 | 5.4 | 330000 | 329445 |
| CD COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 8/15/2051 | 4.3 | 1700000 | 1702368 |
| CDP FINANCIAL INC | FIXED INCOME | 2/13/2026 | 4.5 | 1095000 | 1095646 |
| CDP FINANCIAL INC | FIXED INCOME | 1/24/2030 | 4.6 | 805000 | 828104 |
| CEDR TRUST | FIXED INCOME | 2/15/2039 | 4.7 | 340000 | 333725 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 2/15/2028 | 3.8 | 900000 | 887616 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 1/15/2029 | 2.3 | 1500000 | 1404375 |
| CHENIERE CORP CHRISTI HD | FIXED INCOME | 6/30/2027 | 5.1 | 2755000 | 2782550 |
| CHESAPEAKE FUNDING II LLC | FIXED INCOME | 10/15/2035 | 6.2 | 218742 | 221234 |
| CHESAPEAKE FUNDING II LLC | FIXED INCOME | 5/15/2036 | 5.5 | 525820 | 531314 |
| CITIBANK NA | FIXED INCOME | 5/29/2027 | 4.6 | 1900000 | 1920007 |
| CITIGROUP INC | FIXED INCOME | 6/9/2027 | 1.5 | 1625000 | 1605890 |
| CITIGROUP INC | FIXED INCOME | 5/7/2028 | 4.6 | 3955000 | 3986403 |
| CITIGROUP INC | FIXED INCOME | 1/28/2027 | 1.1 | 2036000 | 2031215 |
| CITIGROUP INC | FIXED INCOME | 3/4/2029 | 4.8 | 1415000 | 1435871 |
| COLLEGE AVE STUDENT LOANS | FIXED INCOME | 5/25/2055 | 5.8 | 509933 | 524072 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| COLLEGE AVE STUDENT LOANS | FIXED INCOME | 7/26/2055 | 2.3 | 108438 | 98638 |
| COLLEGE AVE STUDENT LOANS | FIXED INCOME | 6/25/2052 | 1.8 | 46713 | 41958 |
| COMMONWEALTH BANK AUST | FIXED INCOME | 9/14/2028 | 5.1 | 2550000 | 2634329 |
| CPPIB CAPITAL INC | FIXED INCOME | 10/8/2027 | 3.8 | 1735000 | 1739390 |
| CPPIB CAPITAL INC | FIXED INCOME | 10/15/2028 | 3.6 | 1710000 | 1709162 |
| CROWN CASTLE INC | FIXED INCOME | 9/1/2027 | 3.7 | 520000 | 515913 |
| CROWN CASTLE INC | FIXED INCOME | 7/15/2026 | 1.1 | 234000 | 230050 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 1042 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 2/15/2029 | 4.2 | 490000 | 489853 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 12/1/2026 | 3.3 | 558000 | 554049 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 4/18/2027 | 5.2 | 1925000 | 1953760 |
| DTE ENERGY CO | FIXED INCOME | 6/1/2028 | 4.9 | 605000 | 615636 |
| DUKE ENERGY CORP | FIXED INCOME | 3/15/2028 | 4.3 | 595000 | 598576 |
| DUKE ENERGY FLORIDA LLC | FIXED INCOME | 7/15/2028 | 3.8 | 705000 | 704542 |
| EDVESTINU PRIVATE EDUCATION LO | FIXED INCOME | 11/25/2045 | 1.8 | 48774 | 45787 |
| ELFI GRADUATE LOAN PROGRAM 201 | FIXED INCOME | 2/4/2048 | 6.4 | 512754 | 537069 |
| ELM CLO LTD | FIXED INCOME | 6/10/2039 | 5.8 | 265000 | 266446 |
| ENBRIDGE INC | FIXED INCOME | 4/5/2027 | 5.3 | 535000 | 542645 |
| ENEL FINANCE INTL NV | FIXED INCOME | 9/30/2028 | 4.1 | 1040000 | 1038575 |
| ENERGY TRANSFER LP | FIXED INCOME | 5/15/2028 | 5.0 | 965000 | 981193 |
| ENERGY TRANSFER LP | FIXED INCOME | 1/15/2026 | 4.8 | 244000 | 243934 |
| ENERGY TRANSFER LP | FIXED INCOME | 4/15/2027 | 4.2 | 198000 | 198196 |
| ENERGY TRANSFER LP | FIXED INCOME | 6/15/2028 | 5.0 | 1005000 | 1022055 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 7/20/2029 | 4.3 | 147000 | 147168 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 10/22/2029 | 5.8 | 197983 | 198675 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 3/20/2030 | 6.4 | 433641 | 439113 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 11/20/2028 | 4.6 | 322000 | 324915 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 6/20/2031 | 4.7 | 50000 | 50819 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 4/22/2030 | 5.6 | 411522 | 413869 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 4/22/2030 | 5.5 | 289000 | 294081 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 3/20/2030 | 5.2 | 374355 | 377262 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 9/20/2030 | 5.2 | 50000 | 50981 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 8/21/2028 | 5.0 | 347000 | 351926 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 3/20/2031 | 5.1 | 113000 | 115788 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 6/20/2029 | 4.4 | 585000 | 591112 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 10/20/2027 | 4.7 | 577528 | 579960 |
| EQT CORP | FIXED INCOME | 10/1/2027 | 3.9 | 1773000 | 1765146 |
| EQT CORP | FIXED INCOME | 5/15/2026 | 3.1 | 191000 | 190167 |
| EQT CORP | FIXED INCOME | 4/1/2028 | 5.7 | 945000 | 975297 |
| EQT CORP | FIXED INCOME | 7/1/2027 | 6.5 | 240000 | 245093 |
| EQT CORP | FIXED INCOME | 1/15/2029 | 4.5 | 155000 | 155307 |
| EQT CORP | FIXED INCOME | 1/15/2031 | 4.8 | 555000 | 559007 |
| EQT TRUST 2024 EXTR | FIXED INCOME | 7/5/2041 | 5.3 | 590000 | 603024 |
| EQUINIX INC | FIXED INCOME | 11/18/2026 | 2.9 | 199000 | 197066 |
| EQUINIX INC | FIXED INCOME | 7/15/2030 | 2.2 | 155000 | 140692 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| EQUINIX INC | FIXED INCOME | 3/15/2028 | 1.6 | 1805000 | 1713216 |
| EURO CURRENCY | CASH |  |  | 806 | 947 |
| EVERSOURCE ENERGY | FIXED INCOME | 3/1/2028 | 5.5 | 1025000 | 1051117 |
| EVERSOURCE ENERGY | FIXED INCOME | 5/15/2026 | 4.8 | 1480000 | 1483715 |
| FANNIE MAE | FIXED INCOME | 1/25/2041 | 4.5 | 827776 | 829709 |
| FANNIE MAE | FIXED INCOME | 5/25/2045 | 5.5 | 446391 | 64682 |
| FANNIE MAE | FIXED INCOME | 5/25/2045 | 4.3 | 1448564 | 1440507 |
| FANNIE MAE | FIXED INCOME | 8/25/2046 | 4.4 | 216457 | 215857 |
| FANNIE MAE | FIXED INCOME | 10/25/2047 | 4.2 | 1113693 | 1108354 |
| FANNIE MAE | FIXED INCOME | 11/25/2050 | 1.5 | 519776 | 475320 |
| FANNIE MAE | FIXED INCOME | 12/25/2054 | 5.3 | 418222 | 421729 |
| FANNIE MAE | FIXED INCOME | 12/25/2054 | 5.1 | 1845833 | 1854785 |
| FANNIE MAE | FIXED INCOME | 10/25/2035 | 5.5 | 457735 | 469520 |
| FANNIE MAE | FIXED INCOME | 6/25/2036 | 6.5 | 659753 | 684398 |
| FANNIE MAE | FIXED INCOME | 2/25/2041 | 4.0 | 480504 | 469159 |
| FED HM LN PC POOL A32162 | FIXED INCOME | 3/1/2035 | 5.0 | 17905 | 18335 |
| FED HM LN PC POOL A90196 | FIXED INCOME | 12/1/2039 | 4.5 | 7960 | 8009 |
| FED HM LN PC POOL C00748 | FIXED INCOME | 4/1/2029 | 6.0 | 44 | 45 |
| FED HM LN PC POOL G07613 | FIXED INCOME | 4/1/2039 | 6.0 | 60570 | 64497 |
| FED HM LN PC POOL G07642 | FIXED INCOME | 10/1/2041 | 5.0 | 30678 | 31444 |
| FED HM LN PC POOL G18659 | FIXED INCOME | 9/1/2032 | 3.0 | 182906 | 179086 |
| FED HM LN PC POOL G31181 | FIXED INCOME | 2/1/2035 | 3.5 | 1179779 | 1160560 |
| FED HM LN PC POOL G60018 | FIXED INCOME | 12/1/2043 | 4.5 | 48154 | 48498 |
| FED HM LN PC POOL G61886 | FIXED INCOME | 11/1/2048 | 5.0 | 23290 | 23714 |
| FED HM LN PC POOL Q00804 | FIXED INCOME | 5/1/2041 | 4.5 | 18535 | 18598 |
| FED HM LN PC POOL Q00959 | FIXED INCOME | 5/1/2041 | 4.5 | 18314 | 18376 |
| FED HM LN PC POOL SB0032 | FIXED INCOME | 9/1/2032 | 3.5 | 110117 | 109587 |
| FED HM LN PC POOL SB0623 | FIXED INCOME | 3/1/2037 | 2.5 | 407506 | 387066 |
| FED HM LN PC POOL SB1025 | FIXED INCOME | 2/1/2031 | 2.5 | 2167681 | 2117856 |
| FED HM LN PC POOL SC0405 | FIXED INCOME | 11/1/2038 | 3.5 | 147555 | 144027 |
| FED HM LN PC POOL ZA2257 | FIXED INCOME | 4/1/2032 | 3.5 | 211997 | 209675 |
| FED HM LN PC POOL ZA6403 | FIXED INCOME | 3/1/2039 | 4.0 | 9231 | 9118 |
| FED HM LN PC POOL ZS8633 | FIXED INCOME | 12/1/2031 | 3.0 | 231292 | 227063 |
| FED HM LN PC POOL ZT2088 | FIXED INCOME | 6/1/2049 | 4.5 | 42413 | 42098 |
| FEDERAL FARM CREDIT BANK | FIXED INCOME | 8/15/2029 | 2.3 | 4000000 | 3785800 |
| FEDERAL FARM CREDIT BANK | FIXED INCOME | 6/29/2028 | 1.0 | 1300000 | 1213043 |
| FEDERAL FARM CREDIT BANK | FIXED INCOME | 1/27/2027 | 0.7 | 3700000 | 3586410 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 9/27/2029 | 2.1 | 2000000 | 1875940 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 1/27/2033 | 1.6 | 1000000 | 836990 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 8/20/2026 | 1.1 | 1500000 | 1475715 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 10/25/2030 | 1.0 | 1547421 | 60275 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 12/25/2029 | 1.4 | 991159 | 35511 |
| FIRSTENERGY CORP | FIXED INCOME | 7/15/2027 | 3.9 | 1440000 | 1435464 |
| FIRSTENERGY TRANSMISSION | FIXED INCOME | 9/15/2028 | 2.9 | 355000 | 343374 |
| FNMA POOL 254693 | FIXED INCOME | 4/1/2033 | 5.5 | 33554 | 34638 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL 555424 | FIXED INCOME | 5/1/2033 | 5.5 | 89240 | 92123 |
| FNMA POOL 677377 | FIXED INCOME | 1/1/2033 | 5.5 | 131342 | 135326 |
| FNMA POOL 725206 | FIXED INCOME | 2/1/2034 | 5.5 | 51675 | 53344 |
| FNMA POOL 725424 | FIXED INCOME | 4/1/2034 | 5.5 | 1458 | 1505 |
| FNMA POOL 725946 | FIXED INCOME | 11/1/2034 | 5.5 | 25627 | 26650 |
| FNMA POOL 735989 | FIXED INCOME | 2/1/2035 | 5.5 | 71438 | 73746 |
| FNMA POOL 819967 | FIXED INCOME | 4/1/2035 | 5.5 | 34737 | 36169 |
| FNMA POOL 889466 | FIXED INCOME | 5/1/2038 | 6.0 | 34254 | 36430 |
| FNMA POOL 889529 | FIXED INCOME | 3/1/2038 | 6.0 | 13254 | 14096 |
| FNMA POOL 889974 | FIXED INCOME | 9/1/2035 | 5.0 | 6144 | 6270 |
| FNMA POOL 889983 | FIXED INCOME | 10/1/2038 | 6.0 | 17804 | 18936 |
| FNMA POOL 995113 | FIXED INCOME | 9/1/2036 | 5.5 | 4341 | 4514 |
| FNMA POOL AB1226 | FIXED INCOME | 7/1/2040 | 4.5 | 12451 | 12532 |
| FNMA POOL AB3314 | FIXED INCOME | 7/1/2041 | 4.5 | 5070 | 5082 |
| FNMA POOL AD4059 | FIXED INCOME | 4/1/2040 | 5.0 | 52770 | 54302 |
| FNMA POOL AD7992 | FIXED INCOME | 7/1/2040 | 4.5 | 18825 | 18948 |
| FNMA POOL AE0028 | FIXED INCOME | 10/1/2039 | 6.0 | 143331 | 151891 |
| FNMA POOL AE0823 | FIXED INCOME | 9/1/2040 | 6.0 | 12930 | 13755 |
| FNMA POOL AE2873 | FIXED INCOME | 8/1/2040 | 4.5 | 7873 | 7925 |
| FNMA POOL AH7036 | FIXED INCOME | 3/1/2041 | 4.5 | 13418 | 13510 |
| FNMA POOL AJ3120 | FIXED INCOME | 10/1/2041 | 4.5 | 5245 | 5284 |
| FNMA POOL AL1472 | FIXED INCOME | 5/1/2039 | 4.5 | 23501 | 23617 |
| FNMA POOL AL1704 | FIXED INCOME | 5/1/2040 | 6.5 | 102797 | 110602 |
| FNMA POOL AL2482 | FIXED INCOME | 9/1/2042 | 4.5 | 44623 | 44844 |
| FNMA POOL AL4142 | FIXED INCOME | 6/1/2041 | 6.0 | 28190 | 29983 |
| FNMA POOL AL7521 | FIXED INCOME | 6/1/2039 | 5.0 | 80948 | 82606 |
| FNMA POOL AL7936 | FIXED INCOME | 9/1/2045 | 4.5 | 22566 | 22672 |
| FNMA POOL AL9501 | FIXED INCOME | 11/1/2045 | 4.5 | 17815 | 17899 |
| FNMA POOL AS6233 | FIXED INCOME | 11/1/2045 | 4.5 | 2007 | 2007 |
| FNMA POOL BF0056 | FIXED INCOME | 7/1/2039 | 6.0 | 30396 | 32099 |
| FNMA POOL BH7067 | FIXED INCOME | 12/1/2047 | 4.5 | 55090 | 54796 |
| FNMA POOL BH7993 | FIXED INCOME | 9/1/2047 | 4.5 | 12254 | 12177 |
| FNMA POOL BH8026 | FIXED INCOME | 10/1/2047 | 4.5 | 15013 | 14953 |
| FNMA POOL BH8027 | FIXED INCOME | 10/1/2047 | 4.5 | 17871 | 17758 |
| FNMA POOL BJ3177 | FIXED INCOME | 11/1/2047 | 4.5 | 5670 | 5640 |
| FNMA POOL BJ3218 | FIXED INCOME | 12/1/2047 | 4.5 | 16353 | 16250 |
| FNMA POOL BJ6316 | FIXED INCOME | 2/1/2048 | 4.5 | 19333 | 19212 |
| FNMA POOL BJ9437 | FIXED INCOME | 3/1/2048 | 4.5 | 14698 | 14605 |
| FNMA POOL BJ9480 | FIXED INCOME | 3/1/2048 | 4.5 | 25179 | 25011 |
| FNMA POOL BK3988 | FIXED INCOME | 5/1/2048 | 4.5 | 25114 | 24947 |
| FNMA POOL BK4471 | FIXED INCOME | 7/1/2048 | 4.5 | 8423 | 8384 |
| FNMA POOL BK4689 | FIXED INCOME | 7/1/2048 | 4.5 | 38343 | 38320 |
| FNMA POOL BK6737 | FIXED INCOME | 7/1/2048 | 4.5 | 12533 | 12450 |
| FNMA POOL BK7642 | FIXED INCOME | 9/1/2033 | 4.0 | 10416 | 10419 |
| FNMA POOL BK9818 | FIXED INCOME | 9/1/2048 | 5.0 | 13147 | 13328 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL BM1756 | FIXED INCOME | 12/1/2045 | 4.5 | 36371 | 36552 |
| FNMA POOL BM1920 | FIXED INCOME | 7/1/2046 | 4.5 | 115343 | 115883 |
| FNMA POOL BM3052 | FIXED INCOME | 10/1/2047 | 4.5 | 44723 | 44666 |
| FNMA POOL BM3053 | FIXED INCOME | 7/1/2046 | 4.5 | 89224 | 89534 |
| FNMA POOL BM3784 | FIXED INCOME | 6/1/2045 | 5.0 | 60589 | 62039 |
| FNMA POOL BM3846 | FIXED INCOME | 4/1/2048 | 4.5 | 104764 | 104703 |
| FNMA POOL BM5111 | FIXED INCOME | 11/1/2033 | 3.0 | 2056878 | 2012142 |
| FNMA POOL BM5235 | FIXED INCOME | 9/1/2048 | 5.0 | 24542 | 24958 |
| FNMA POOL BM5984 | FIXED INCOME | 5/1/2049 | 5.0 | 111751 | 113649 |
| FNMA POOL BN1628 | FIXED INCOME | 11/1/2048 | 4.5 | 5058 | 5024 |
| FNMA POOL BN5278 | FIXED INCOME | 2/1/2049 | 4.5 | 42768 | 42484 |
| FNMA POOL BO4653 | FIXED INCOME | 11/1/2049 | 4.5 | 45012 | 44677 |
| FNMA POOL BZ1178 | FIXED INCOME | 6/1/2031 | 5.8 | 1588000 | 1685386 |
| FNMA POOL CA1709 | FIXED INCOME | 5/1/2048 | 4.5 | 144293 | 143333 |
| FNMA POOL CA2527 | FIXED INCOME | 10/1/2033 | 4.0 | 22933 | 22942 |
| FNMA POOL CA8737 | FIXED INCOME | 2/1/2036 | 2.5 | 305481 | 291122 |
| FNMA POOL CB4508 | FIXED INCOME | 8/1/2037 | 4.5 | 400445 | 403865 |
| FNMA POOL CB4509 | FIXED INCOME | 8/1/2037 | 4.5 | 1187373 | 1195808 |
| FNMA POOL CB4510 | FIXED INCOME | 8/1/2037 | 4.5 | 401603 | 404249 |
| FNMA POOL CB4514 | FIXED INCOME | 9/1/2037 | 4.5 | 1038412 | 1047805 |
| FNMA POOL CB4522 | FIXED INCOME | 8/1/2037 | 5.0 | 1087064 | 1112841 |
| FNMA POOL CB4523 | FIXED INCOME | 8/1/2037 | 5.0 | 614253 | 628141 |
| FNMA POOL CB4524 | FIXED INCOME | 8/1/2037 | 5.0 | 277328 | 283461 |
| FNMA POOL CB4526 | FIXED INCOME | 9/1/2037 | 5.0 | 701802 | 715021 |
| FNMA POOL CB4990 | FIXED INCOME | 11/1/2037 | 4.5 | 771661 | 778251 |
| FNMA POOL CB4991 | FIXED INCOME | 10/1/2037 | 4.5 | 336270 | 338514 |
| FNMA POOL CB4995 | FIXED INCOME | 10/1/2037 | 4.5 | 552336 | 558088 |
| FNMA POOL CB5005 | FIXED INCOME | 10/1/2037 | 5.0 | 589216 | 604071 |
| FNMA POOL CB5370 | FIXED INCOME | 1/1/2038 | 5.5 | 602510 | 624102 |
| FNMA POOL CB5372 | FIXED INCOME | 1/1/2038 | 5.5 | 539699 | 557953 |
| FNMA POOL CB5375 | FIXED INCOME | 12/1/2037 | 5.5 | 503220 | 522528 |
| FNMA POOL CB6366 | FIXED INCOME | 5/1/2038 | 4.5 | 87733 | 88361 |
| FNMA POOL CB6379 | FIXED INCOME | 5/1/2038 | 5.5 | 179253 | 185719 |
| FNMA POOL FM2743 | FIXED INCOME | 2/1/2034 | 3.0 | 967561 | 946654 |
| FNMA POOL FS0451 | FIXED INCOME | 2/1/2035 | 3.0 | 124500 | 121893 |
| FNMA POOL FS4603 | FIXED INCOME | 5/1/2042 | 2.0 | 1136287 | 1002816 |
| FNMA POOL FS4885 | FIXED INCOME | 5/1/2037 | 3.5 | 544104 | 536814 |
| FNMA POOL FS6072 | FIXED INCOME | 12/1/2036 | 2.5 | 222555 | 212094 |
| FNMA POOL FS8236 | FIXED INCOME | 3/1/2031 | 2.5 | 1240470 | 1221209 |
| FNMA POOL MA3060 | FIXED INCOME | 7/1/2032 | 3.0 | 495512 | 484904 |
| FNMA POOL MA3416 | FIXED INCOME | 7/1/2048 | 4.5 | 338262 | 336010 |
| FNMA POOL MA3448 | FIXED INCOME | 8/1/2048 | 5.0 | 11094 | 11272 |
| FNMA POOL MA3747 | FIXED INCOME | 8/1/2049 | 4.5 | 35814 | 35548 |
| FNMA POOL MA4367 | FIXED INCOME | 6/1/2031 | 1.5 | 1157137 | 1101712 |
| FNMA POOL MA4465 | FIXED INCOME | 11/1/2051 | 2.0 | 57615 | 46955 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FORD CREDIT AUTO OWNER TRUST/F | FIXED INCOME | 8/15/2037 | 4.9 | 1225000 | 1260067 |
| FORD CREDIT FLOORPLAN MASTER O | FIXED INCOME | 5/15/2028 | 4.9 | 2497000 | 2505702 |
| FORD CREDIT FLOORPLAN MASTER O | FIXED INCOME | 4/15/2031 | 5.2 | 915000 | 949685 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 5/28/2027 | 5.0 | 355000 | 356154 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 3/5/2027 | 5.8 | 3075000 | 3113253 |
| FOUNDATION FINANCE TRUST | FIXED INCOME | 12/15/2049 | 5.5 | 406830 | 416006 |
| FREDDIE MAC | FIXED INCOME | 5/15/2041 | 4.5 | 93953 | 93699 |
| FREDDIE MAC | FIXED INCOME | 8/15/2046 | 4.6 | 182619 | 180685 |
| FREDDIE MAC | FIXED INCOME | 3/25/2054 | 5.3 | 1253376 | 1263507 |
| FREDDIE MAC | FIXED INCOME | 4/25/2054 | 5.3 | 1268627 | 1278972 |
| FRESB MULTIFAMILY MORTGAGE PAS | FIXED INCOME | 1/25/2039 | 3.5 | 181574 | 175472 |
| GENERAL MOTORS | FIXED INCOME | 6/15/2028 | 5.3 | 1867000 | 1878289 |
| GLENCORE FUNDING LLC | FIXED INCOME | 4/4/2027 | 5.3 | 310000 | 314864 |
| GLENCORE FUNDING LLC | FIXED INCOME | 4/1/2028 | 4.9 | 1680000 | 1709182 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 3/1/2026 | 1.2 | 158000 | 157278 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2028 | 4.5 | 930000 | 932027 |
| GM FINANCIAL REVOLVING RECEIVA | FIXED INCOME | 8/11/2036 | 5.8 | 681000 | 714359 |
| GM FINANCIAL SECURITIZED TERM | FIXED INCOME | 8/16/2030 | 4.2 | 1916000 | 1932148 |
| GNMA II POOL 004223 | FIXED INCOME | 8/20/2038 | 6.5 | 38960 | 42088 |
| GNMA II POOL 004292 | FIXED INCOME | 11/20/2038 | 6.5 | 23428 | 25309 |
| GNMA II POOL 004598 | FIXED INCOME | 12/20/2039 | 4.5 | 2313 | 2321 |
| GNMA II POOL 004617 | FIXED INCOME | 1/20/2040 | 4.5 | 2799 | 2808 |
| GNMA II POOL 004636 | FIXED INCOME | 2/20/2040 | 4.5 | 2312 | 2319 |
| GNMA II POOL 004696 | FIXED INCOME | 5/20/2040 | 4.5 | 136 | 137 |
| GNMA II POOL 004771 | FIXED INCOME | 8/20/2040 | 4.5 | 5070 | 5087 |
| GNMA II POOL 004838 | FIXED INCOME | 10/20/2040 | 6.5 | 34039 | 36775 |
| GNMA II POOL 005018 | FIXED INCOME | 4/20/2041 | 5.0 | 8608 | 8819 |
| GNMA II POOL 005056 | FIXED INCOME | 5/20/2041 | 5.0 | 1660 | 1701 |
| GNMA II POOL 005083 | FIXED INCOME | 6/20/2041 | 5.0 | 19774 | 20259 |
| GNMA II POOL 005115 | FIXED INCOME | 7/20/2041 | 4.5 | 175867 | 176444 |
| GNMA II POOL 005116 | FIXED INCOME | 7/20/2041 | 5.0 | 9305 | 9534 |
| GNMA II POOL 783584 | FIXED INCOME | 7/20/2041 | 4.5 | 39627 | 39757 |
| GNMA II POOL 783590 | FIXED INCOME | 6/20/2041 | 4.5 | 55691 | 55874 |
| GNMA II POOL BD0560 | FIXED INCOME | 9/20/2048 | 4.5 | 22232 | 21837 |
| GNMA II POOL MA2076 | FIXED INCOME | 7/20/2044 | 5.0 | 9348 | 9578 |
| GNMA II POOL MA5818 | FIXED INCOME | 3/20/2049 | 4.5 | 64230 | 63695 |
| GNMA II POOL MA6602 | FIXED INCOME | 4/20/2050 | 4.5 | 56104 | 55647 |
| GNMA POOL 462265 | FIXED INCOME | 12/15/2028 | 6.0 | 268 | 269 |
| GNMA POOL 492131 | FIXED INCOME | 1/15/2029 | 6.0 | 383 | 384 |
| GNMA POOL 615272 | FIXED INCOME | 7/15/2033 | 4.5 | 12886 | 13009 |
| GNMA POOL 616411 | FIXED INCOME | 5/15/2034 | 4.5 | 8696 | 8729 |
| GNMA POOL 646609 | FIXED INCOME | 7/15/2040 | 4.5 | 41399 | 41531 |
| GNMA POOL 685496 | FIXED INCOME | 9/15/2038 | 6.5 | 4681 | 4930 |
| GNMA POOL 697656 | FIXED INCOME | 10/15/2038 | 6.5 | 5241 | 5637 |
| GNMA POOL 728627 | FIXED INCOME | 1/15/2040 | 4.5 | 17156 | 17220 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GNMA POOL 732087 | FIXED INCOME | 5/15/2040 | 4.5 | 2689 | 2698 |
| | GNMA POOL 745793 | FIXED INCOME | 7/15/2040 | 4.5 | 49577 | 49736 |
| | GNMA POOL 780914 | FIXED INCOME | 11/15/2028 | 6.0 | 1712 | 1745 |
| | GNMA POOL 782557 | FIXED INCOME | 1/15/2039 | 5.0 | 289742 | 297461 |
| | GNMA POOL 782619 | FIXED INCOME | 4/15/2039 | 5.0 | 176471 | 181001 |
| | GNMA POOL 782695 | FIXED INCOME | 6/15/2039 | 6.5 | 21096 | 22961 |
| | GNMA POOL 782696 | FIXED INCOME | 6/15/2039 | 5.0 | 37342 | 38301 |
| | GNMA POOL 782958 | FIXED INCOME | 5/15/2040 | 5.0 | 70616 | 72415 |
| | GNMA POOL 783289 | FIXED INCOME | 4/15/2041 | 4.5 | 6968 | 6990 |
| | GNMA POOL 783571 | FIXED INCOME | 12/15/2033 | 5.0 | 53112 | 54343 |
| | GNMA POOL 783609 | FIXED INCOME | 10/15/2040 | 4.5 | 127574 | 127992 |
| | GNMA POOL 783610 | FIXED INCOME | 11/15/2041 | 4.5 | 108801 | 109158 |
| | GOLDMAN SACHS BANK USA | FIXED INCOME | 3/18/2027 | 5.3 | 2965000 | 2971523 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/24/2029 | 6.5 | 325000 | 344984 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 4/23/2028 | 4.9 | 2265000 | 2291070 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2029 | 4.2 | 1710000 | 1710086 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 6/5/2028 | 3.7 | 565000 | 562203 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 3/9/2027 | 1.4 | 980000 | 974973 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 9/10/2027 | 1.5 | 1410000 | 1385678 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2027 | 1.9 | 2030000 | 1995754 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 2/24/2028 | 2.6 | 1165000 | 1146977 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2050 | 1.5 | 513972 | 419008 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 5822064 | 5822064 |
| | GREAT AMERICA LEASING RECEIVAB | FIXED INCOME | 3/15/2027 | 5.3 | 208464 | 209382 |
| | GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 8/10/2041 | 5.2 | 210000 | 213517 |
| | HCA INC | FIXED INCOME | 6/15/2026 | 5.3 | 2075000 | 2077117 |
| | HCA INC | FIXED INCOME | 3/15/2027 | 3.1 | 2700000 | 2672136 |
| | HCA INC | FIXED INCOME | 3/1/2028 | 5.0 | 2981000 | 3038086 |
| | HCA INC | FIXED INCOME | 9/1/2028 | 5.6 | 83000 | 85617 |
| | HOUSTON GALLERIA MALL TRUST | FIXED INCOME | 2/5/2045 | 5.5 | 365000 | 378132 |
| | HP ENTERPRISE CO | FIXED INCOME | 9/15/2028 | 4.2 | 920000 | 920892 |
| | HUMANA INC | FIXED INCOME | 3/1/2028 | 5.8 | 940000 | 969337 |
| | ING GROEP NV | FIXED INCOME | 1/6/2026 | 4.6 | 222000 | 222000 |
| | INTL BK RECON + DEVELOP | FIXED INCOME | 2/10/2026 | 0.7 | 2400000 | 2389632 |
| | INTOWN MORTGAGE TRUST | FIXED INCOME | 3/15/2042 | 5.1 | 798000 | 800026 |
| | INV 2024 IND MORTGAGE TRUST | FIXED INCOME | 11/15/2041 | 5.5 | 280000 | 278251 |
| | JAPAN TOBACCO INC | FIXED INCOME | 5/15/2028 | 4.9 | 1085000 | 1104009 |
| | JAPANESE YEN | CASH |  |  | 9142457 | 58327 |
| | JERSEY CENTRAL PWR + LT | FIXED INCOME | 1/15/2029 | 4.2 | 820000 | 819500 |
| | JOHN DEERE OWNER TRUST | FIXED INCOME | 3/15/2028 | 5.2 | 100560 | 101187 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 9/15/2029 | 5.4 | 62570 | 60450 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 11/9/2039 | 5.2 | 480000 | 484825 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 4/15/2038 | 4.9 | 112573 | 112495 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 9/6/2038 | 2.9 | 405000 | 400658 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 5/25/2050 | 4.8 | 59413 | 56712 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 6/25/2050 | 5.1 | 3347 | 3334 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 5/25/2050 | 4.7 | 43153 | 41396 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/29/2027 | 4.0 | 1204000 | 1203723 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 9/22/2027 | 1.5 | 565000 | 554757 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/26/2028 | 4.3 | 660000 | 662574 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/22/2027 | 6.1 | 895000 | 909016 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2028 | 5.6 | 1090000 | 1111931 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 7/22/2028 | 5.0 | 2905000 | 2947587 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/22/2028 | 4.5 | 2300000 | 2323092 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/24/2029 | 4.9 | 2350000 | 2393781 |
|  | L3HARRIS TECH INC | FIXED INCOME | 12/15/2026 | 3.9 | 296000 | 295769 |
|  | LBA TRUST | FIXED INCOME | 10/15/2041 | 5.2 | 735445 | 735898 |
|  | LEHMAN BROTHERS HOLDINGS | FIXED INCOME | 12/28/2017 | 6.8 | 3250000 | 33 |
|  | LENDMARK FUNDING TRUST | FIXED INCOME | 10/20/2034 | 4.8 | 1377000 | 1389745 |
|  | M+T EQUIPMENT NOTES | FIXED INCOME | 12/16/2027 | 4.7 | 139000 | 139703 |
|  | MCR MORTGAGE TRUST | FIXED INCOME | 12/15/2041 | 5.5 | 100167 | 100324 |
|  | MICRON TECHNOLOGY INC | FIXED INCOME | 2/6/2029 | 5.3 | 840000 | 866384 |
|  | MMAF EQUIPMENT FINANCE LLC | FIXED INCOME | 7/14/2031 | 5.0 | 254404 | 258568 |
|  | MORGAN STANLEY | FIXED INCOME | 7/22/2028 | 3.6 | 1370000 | 1360698 |
|  | MORGAN STANLEY | FIXED INCOME | 7/20/2027 | 1.5 | 629000 | 620207 |
|  | MORGAN STANLEY | FIXED INCOME | 10/18/2028 | 6.3 | 715000 | 742585 |
|  | MORGAN STANLEY | FIXED INCOME | 7/20/2029 | 5.4 | 835000 | 861854 |
|  | MORGAN STANLEY | FIXED INCOME | 4/12/2029 | 5.0 | 390000 | 397890 |
|  | MORGAN STANLEY | FIXED INCOME | 10/18/2029 | 4.1 | 310000 | 309851 |
|  | MORGAN STANLEY | FIXED INCOME | 5/4/2027 | 1.6 | 775000 | 768296 |
|  | MORGAN STANLEY BANK NA | FIXED INCOME | 1/14/2028 | 5.0 | 1555000 | 1569306 |
|  | MORGAN STANLEY BANK NA | FIXED INCOME | 5/26/2028 | 5.5 | 1305000 | 1330891 |
|  | MORGAN STANLEY BANK NA | FIXED INCOME | 7/14/2028 | 5.0 | 1905000 | 1932184 |
|  | MORGAN STANLEY PVT BANK | FIXED INCOME | 7/6/2028 | 4.5 | 1515000 | 1525787 |
|  | MORGAN STANLEY PVT BANK | FIXED INCOME | 11/17/2028 | 4.2 | 850000 | 852678 |
|  | MSDB TRUST | FIXED INCOME | 7/11/2039 | 3.5 | 395000 | 367369 |
|  | NATIONAL AUSTRALIA BANK | FIXED INCOME | 11/28/2028 | 5.1 | 3240000 | 3360787 |
|  | NATIONAL RURAL UTIL COOP | FIXED INCOME | 2/7/2028 | 4.8 | 430000 | 436665 |
|  | NAVISTAR FINANCIAL DEALER NOTE | FIXED INCOME | 4/25/2029 | 5.6 | 654000 | 657255 |
|  | NCMF TRUST | FIXED INCOME | 6/10/2033 | 4.9 | 1034000 | 1041707 |
|  | NELNET STUDENT LOAN TRUST | FIXED INCOME | 5/17/2055 | 5.3 | 1071389 | 1080711 |
|  | NETFLIX INC | FIXED INCOME | 11/15/2028 | 5.9 | 655000 | 688995 |
|  | NEXTERA ENERGY CAPITAL | FIXED INCOME | 9/1/2027 | 4.7 | 740000 | 748843 |
|  | NEXTERA ENERGY CAPITAL | FIXED INCOME | 2/4/2028 | 4.9 | 760000 | 774341 |
|  | NISOURCE INC | FIXED INCOME | 5/15/2027 | 3.5 | 560000 | 556606 |
|  | NRG ENERGY INC | FIXED INCOME | 6/15/2029 | 4.5 | 660000 | 656740 |
|  | NTT FINANCE CORP | FIXED INCOME | 7/16/2028 | 4.6 | 350000 | 354533 |
|  | NYC COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 2/15/2042 | 5.0 | 204000 | 202376 |
|  | OMERS FINANCE TRUST | FIXED INCOME | 4/20/2028 | 4.0 | 580000 | 583619 |
|  | OMERS FINANCE TRUST | FIXED INCOME | 3/20/2030 | 4.4 | 935000 | 952223 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ONEMAIN FINANCIAL ISSUANCE TRU | FIXED INCOME | 10/14/2036 | 3.1 | 1429000 | 1408784 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 2/25/2052 | 3.0 | 214621 | 182155 |
| ONTARIO TEACHERS FINANC | FIXED INCOME | 4/25/2028 | 4.3 | 1415000 | 1431966 |
| ORACLE CORP | FIXED INCOME | 11/15/2027 | 3.3 | 185000 | 181220 |
| ORACLE CORP | FIXED INCOME | 4/1/2027 | 2.8 | 1539000 | 1508959 |
| ORACLE CORP | FIXED INCOME | 8/3/2028 | 4.8 | 800000 | 803968 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 12/1/2027 | 3.3 | 1410000 | 1387088 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2028 | 4.7 | 300000 | 302142 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 1/15/2029 | 6.1 | 480000 | 502550 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/4/2028 | 5.0 | 615000 | 625799 |
| PFIZER INC | FIXED INCOME | 11/15/2027 | 3.9 | 350000 | 351232 |
| PFS FINANCING CORP. | FIXED INCOME | 3/15/2028 | 5.8 | 1453000 | 1458217 |
| PFS FINANCING CORP. | FIXED INCOME | 10/15/2028 | 5.5 | 363000 | 367172 |
| PFS FINANCING CORP. | FIXED INCOME | 4/15/2029 | 5.3 | 265000 | 269606 |
| PFS FINANCING CORP. | FIXED INCOME | 2/15/2030 | 4.9 | 1079000 | 1098133 |
| PFS FINANCING CORP. | FIXED INCOME | 5/15/2030 | 4.5 | 932000 | 941722 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 3/2/2028 | 3.1 | 171000 | 168201 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 2/15/2028 | 4.9 | 849000 | 865343 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 4/28/2028 | 4.1 | 925000 | 929292 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 10/27/2028 | 3.9 | 690000 | 689386 |
| PNC BANK NA | FIXED INCOME | 5/13/2027 | 4.5 | 1790000 | 1792542 |
| PORSCHE FINANCIAL AUTO SECURIT | FIXED INCOME | 1/22/2029 | 5.8 | 151529 | 152722 |
| POUND STERLING | CASH |  |  | 33903 | 45601 |
| PRM5 TRUST | FIXED INCOME | 3/10/2033 | 4.5 | 642000 | 641939 |
| PUBLIC SERVICE ENTERPRIS | FIXED INCOME | 10/15/2028 | 5.9 | 660000 | 689410 |
| REPUBLIC OF PANAMA | FIXED INCOME | 9/29/2032 | 2.3 | 250000 | 206430 |
| REPUBLIC OF PERU | FIXED INCOME | 1/23/2031 | 2.8 | 165000 | 152465 |
| ROGERS COMMUNICATIONS IN | FIXED INCOME | 11/15/2026 | 2.9 | 665000 | 658117 |
| SABINE PASS LIQUEFACTION | FIXED INCOME | 3/15/2027 | 5.0 | 1093000 | 1100268 |
| SABINE PASS LIQUEFACTION | FIXED INCOME | 3/15/2028 | 4.2 | 1620000 | 1621993 |
| SABINE PASS LIQUEFACTION | FIXED INCOME | 6/30/2026 | 5.9 | 73000 | 73150 |
| SCHOLAR FUNDING TRUST | FIXED INCOME | 10/28/2043 | 5.5 | 329734 | 330706 |
| SLM STUDENT LOAN TRUST | FIXED INCOME | 12/15/2038 | 4.3 | 131676 | 130001 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 2/15/2036 | 4.7 | 125234 | 125056 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 9/15/2037 | 2.2 | 216861 | 210969 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 7/15/2053 | 1.3 | 166835 | 158815 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 10/15/2035 | 4.6 | 7511 | 7506 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 6/15/2037 | 4.9 | 87454 | 87413 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 2/16/2055 | 3.9 | 263675 | 258095 |
| SOCIAL PROFESSIONAL LOAN PROGR | FIXED INCOME | 2/15/2046 | 2.0 | 67759 | 64403 |
| SOFI CONSUMER LOAN PROGRAM TRU | FIXED INCOME | 6/25/2034 | 4.8 | 1070083 | 1075487 |
| SOLVENTUM CORP | FIXED INCOME | 3/1/2029 | 5.4 | 698000 | 723686 |
| STEEL DYNAMICS INC | FIXED INCOME | 12/15/2028 | 4.0 | 550000 | 549522 |
| SUMITOMO MITSUI FINL GRP | FIXED INCOME | 1/13/2026 | 5.5 | 850000 | 850357 |
| SWAP BANK OF AMERICA BOC | EQUITY |  |  | (133630) | (133630) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SWAP BANK OF AMERICA BOC | EQUITY |  |  | 133630 | 133630 |
| SWAP CCPC GOLDMAN SACHS COC | EQUITY |  |  | 94000 | 94000 |
| SWAP CCPC GOLDMAN SACHS COC | EQUITY |  |  | (94000) | (94000) |
| SWAP JP MORGAN COC | EQUITY |  |  | 9000 | 9000 |
| SWEDISH EXPORT CREDIT | FIXED INCOME | 2/13/2026 | 4.4 | 695000 | 695313 |
| SYNCHRONY FINANCIAL | FIXED INCOME | 3/19/2029 | 5.2 | 770000 | 780834 |
| SYNCHRONY FINANCIAL | FIXED INCOME | 7/29/2029 | 5.0 | 1550000 | 1569840 |
| SYNOPSYS INC | FIXED INCOME | 4/1/2028 | 4.7 | 525000 | 532051 |
| T MOBILE USA INC | FIXED INCOME | 4/15/2027 | 3.8 | 3095000 | 3085467 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2026 | 2.3 | 795000 | 792933 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2026 | 1.5 | 3530000 | 3517363 |
| TEXAS ELECTRIC MKT STABL | FIXED INCOME | 8/1/2036 | 4.3 | 183734 | 183326 |
| TOYOTA AUTO LOAN EXTENDED NOTE | FIXED INCOME | 5/25/2038 | 4.7 | 964000 | 984185 |
| UBS GROUP AG | FIXED INCOME | 12/22/2027 | 6.3 | 1000000 | 1020840 |
| UBS GROUP AG | FIXED INCOME | 12/23/2029 | 4.2 | 890000 | 889092 |
| UNITED MEXICAN STATES | FIXED INCOME | 10/25/2033 | 1.5 | 760000 | 719805 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 4/15/2027 | 4.6 | 345000 | 348022 |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | (4900000) | 38980 |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | (3700000) | 5492 |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 166600000 | 139911 |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | (8300000) | (20281) |
| US BANK NA CINCINNATI | FIXED INCOME | 10/22/2027 | 4.5 | 1285000 | 1290114 |
| US DOLLAR | CASH |  |  | (182008) | (182008) |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | (1900000) | 18076 |
| US TREASURY N/B | FIXED INCOME | 2/15/2028 | 2.8 | 24320000 | 23957100 |
| US TREASURY N/B | FIXED INCOME | 6/30/2026 | 1.9 | 45500000 | 45135645 |
| US TREASURY N/B | FIXED INCOME | 1/31/2027 | 1.5 | 1200000 | 1174500 |
| US TREASURY N/B | FIXED INCOME | 8/31/2026 | 0.8 | 26140000 | 25662128 |
| US TREASURY N/B | FIXED INCOME | 9/30/2028 | 1.3 | 10810000 | 10171534 |
| US TREASURY N/B | FIXED INCOME | 4/30/2028 | 3.5 | 6600000 | 6600516 |
| US TREASURY N/B | FIXED INCOME | 8/31/2026 | 3.8 | 21300000 | 21322465 |
| US TREASURY N/B | FIXED INCOME | 2/15/2028 | 4.3 | 15000000 | 15233203 |
| US TREASURY N/B | FIXED INCOME | 3/15/2028 | 3.9 | 13200000 | 13309313 |
| US TREASURY N/B | FIXED INCOME | 4/15/2028 | 3.8 | 12400000 | 12467813 |
| US TREASURY N/B | FIXED INCOME | 5/15/2028 | 3.8 | 3100000 | 3117922 |
| US TREASURY N/B | FIXED INCOME | 8/15/2028 | 3.6 | 3950000 | 3961418 |
| US TREASURY N/B | FIXED INCOME | 9/15/2028 | 3.4 | 13740000 | 13689549 |
| US TREASURY N/B | FIXED INCOME | 11/15/2028 | 3.5 | 4700000 | 4696695 |
| US TREASURY N/B | FIXED INCOME | 11/30/2030 | 3.5 | 3100000 | 3071906 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | (200000) | 2953 |
| VERIZON MASTER TRUST | FIXED INCOME | 8/20/2031 | 4.0 | 1041000 | 1041231 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 12/1/2026 | 4.3 | 4267000 | 4267853 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 8/15/2030 | 4.1 | 480000 | 465778 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 9/1/2026 | 4.5 | 843000 | 843506 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 2/1/2027 | 5.8 | 1022000 | 1033569 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| VICI PROPERTIES / NOTE | FIXED INCOME | 1/15/2028 | 4.5 | 625000 |  | 626381 |  |
| VICI PROPERTIES LP | FIXED INCOME | 4/1/2028 | 4.8 | 290000 |  | 293155 |  |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 12/30/2026 | 5.1 | 240000 |  | 241639 |  |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 10/15/2028 | 4.3 | 2585000 |  | 2585129 |  |
| VMWARE LLC | FIXED INCOME | 8/21/2027 | 3.9 | 605000 |  | 605182 |  |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2028 | 4.8 | 150000 |  | 151703 |  |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/22/2028 | 5.7 | 375000 |  | 382766 |  |
| WELLS FARGO + COMPANY | FIXED INCOME | 1/24/2028 | 4.9 | 2435000 |  | 2456355 |  |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2029 | 5.0 | 830000 |  | 845662 |  |
| WELLS FARGO + COMPANY | FIXED INCOME | 9/15/2029 | 4.1 | 715000 |  | 714378 |  |
| WESTLAKE AUTOMOBILE RECEIVABLE | FIXED INCOME | 6/15/2029 | 4.6 | 350000 |  | 352912 |  |
| WESTPAC BANKING CORP | FIXED INCOME | 5/22/2028 | 4.2 | 1775000 |  | 1791756 |  |
| WESTWAYS FUNDING LTD | FIXED INCOME | 4/10/2035 | 5.3 | 560000 |  | 569300 |  |
|  | **Sub-Total: Fund 5710 1 of 16** | **Sub-Total: Fund 5710 1 of 16** | **Sub-Total: Fund 5710 1 of 16** | **Sub-Total: Fund 5710 1 of 16** | **Total** | $**523891715** | confirmed |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 1166 AVENUE OF THE AMERICAS CO | FIXED INCOME | 10/13/2037 | 5.7 | 1000000 |  | $1025449 |
|  | 1211 AVENUE OF THE AMERICAS TR | FIXED INCOME | 8/10/2035 | 3.9 | 1400000 |  | 1358980 |
|  | 3 MONTH SOFR FUT DEC 26 | FUTURE | 3/16/2027 |  | 43000000 |  | 40850 |
|  | 3 MONTH SOFR FUT DEC 27 | FUTURE | 3/14/2028 |  | 282750000 |  | 2120625 |
|  | ABBVIE INC | FIXED INCOME | 11/21/2026 | 3.0 | 290000 |  | 287909 |
|  | ABBVIE INC | FIXED INCOME | 11/21/2029 | 3.2 | 510000 |  | 494879 |
|  | ABBVIE INC | FIXED INCOME | 3/15/2031 | 5.0 | 120000 |  | 124163 |
|  | ABU DHABI GOVT INT L | FIXED INCOME | 9/30/2049 | 3.1 | 2200000 |  | 1566180 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 10/29/2026 | 2.5 | 1350000 |  | 1332329 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 10/29/2028 | 3.0 | 640000 |  | 620915 |
|  | AGL CLO 14, LTD. | FIXED INCOME | 12/2/2034 | 5.0 | 2500000 |  | 2499250 |
|  | AIR LEASE CORP | FIXED INCOME | 2/1/2028 | 5.3 | 130000 |  | 132367 |
|  | ALLY FINANCIAL INC | FIXED INCOME | 7/31/2033 | 5.5 | 800000 |  | 806856 |
|  | ALTRIA GROUP INC | FIXED INCOME | 9/16/2046 | 3.9 | 500000 |  | 376670 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/14/2029 | 4.8 | 8000 |  | 8141 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/14/2039 | 5.8 | 40000 |  | 41267 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/14/2049 | 6.0 | 230000 |  | 230541 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2032 | 2.5 | 410000 |  | 363162 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2041 | 3.4 | 400000 |  | 309924 |
|  | ALTRIA GROUP INC | FIXED INCOME | 11/1/2033 | 6.9 | 30000 |  | 33929 |
|  | AMAZON.COM INC | FIXED INCOME | 6/3/2030 | 1.5 | 160000 |  | 144355 |
|  | AMAZON.COM INC | FIXED INCOME | 5/12/2031 | 2.1 | 220000 |  | 198869 |
|  | AMAZON.COM INC | FIXED INCOME | 4/13/2029 | 3.5 | 190000 |  | 187790 |
|  | AMERICAN HOMES 4 RENT | FIXED INCOME | 2/15/2028 | 4.3 | 1800000 |  | 1805256 |
|  | AMERICAN HOMES 4 RENT | FIXED INCOME | 6/15/2030 | 5.0 | 1900000 |  | 1938513 |
|  | AMERICAN HONDA FINANCE | FIXED INCOME | 8/13/2027 | 4.6 | 1400000 |  | 1402324 |
|  | AMERICAN MEDICAL SYST EU | FIXED INCOME | 3/8/2029 | 3.4 | 600000 |  | 714536 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 7/15/2027 | 3.6 | 800000 |  | 794312 |
|  | AMERICAN TRANSMISSION SY | FIXED INCOME | 1/15/2032 | 2.7 | 840000 |  | 756638 |
|  | AMGEN INC | FIXED INCOME | 3/1/2053 | 4.9 | 1200000 |  | 1058088 |
|  | ANGEL OAK MORTGAGE TRUST | FIXED INCOME | 1/25/2067 | 4.0 | 935529 |  | 917324 |
|  | ANGLO AMERICAN CAPITAL | FIXED INCOME | 4/10/2027 | 4.8 | 530000 |  | 533996 |
|  | APA CORP | FIXED INCOME | 1/15/2030 | 4.3 | 230000 |  | 225996 |
|  | APIDOS CLO | FIXED INCOME | 4/17/2034 | 5.1 | 2500000 |  | 2500750 |
|  | APPLIED MATERIALS INC | FIXED INCOME | 6/1/2030 | 1.8 | 750000 |  | 679118 |
|  | AREIT CRE TRUST | FIXED INCOME | 1/20/2037 | 5.2 | 1249495 |  | 1247179 |
|  | ARES CLO LTD | FIXED INCOME | 4/15/2034 | 5.0 | 2400000 |  | 2400960 |
|  | AT+T INC | FIXED INCOME | 8/15/2041 | 5.6 | 310000 |  | 308605 |
|  | AT+T INC | FIXED INCOME | 6/15/2045 | 4.4 | 213000 |  | 176157 |
|  | AT+T INC | FIXED INCOME | 3/9/2048 | 4.5 | 160000 |  | 132341 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| AT+T INC | FIXED INCOME | 7/15/2040 | 6.1 | 190000 | 196711 |
| AT+T INC | FIXED INCOME | 6/1/2027 | 2.3 | 580000 | 567037 |
| AT+T INC | FIXED INCOME | 12/1/2033 | 2.6 | 40000 | 34196 |
| AT+T INC | FIXED INCOME | 9/1/2040 | 5.4 | 90000 | 88544 |
| ATHENE GLOBAL FUNDING | FIXED INCOME | 7/9/2027 | 5.3 | 800000 | 813680 |
| AUST 10Y BOND FUT MAR 26 | FUTURE | 3/16/2026 |  | 8100000 | 11149 |
| AUSTRALIAN DOLLAR | CASH |  |  | 186378 | 124286 |
| AVALONBAY COMMUNITIES | FIXED INCOME | 12/1/2028 | 1.9 | 1400000 | 1323980 |
| AVIATION CAPITAL GROUP | FIXED INCOME | 10/25/2028 | 6.8 | 800000 | 848504 |
| AVIS BUDGET RENTAL CAR FUNDING | FIXED INCOME | 4/20/2028 | 5.8 | 990000 | 1007320 |
| AVIS BUDGET RENTAL CAR FUNDING | FIXED INCOME | 6/20/2030 | 5.9 | 250000 | 259188 |
| AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 5/30/2030 | 5.4 | 1700000 | 1747396 |
| AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 1/30/2031 | 4.7 | 200000 | 199224 |
| BAIN CAPITAL CREDIT CLO LIMIT | FIXED INCOME | 7/24/2034 | 4.9 | 800000 | 798880 |
| BAIN CAPITAL CREDIT CLO, LIMIT | FIXED INCOME | 7/16/2034 | 5.1 | 1200000 | 1199520 |
| BANCO SANTANDER SA | FIXED INCOME | 3/24/2028 | 4.2 | 1600000 | 1600736 |
| BANCO SANTANDER SA | FIXED INCOME | 11/7/2028 | 6.6 | 400000 | 426824 |
| BANK | FIXED INCOME | 9/15/2062 | 2.8 | 777081 | 736772 |
| BANK | FIXED INCOME | 8/15/2056 | 5.7 | 220000 | 233664 |
| BANK OF AMERICA CORP | FIXED INCOME | 10/22/2026 | 4.3 | 60000 | 60100 |
| BANK OF AMERICA CORP | FIXED INCOME | 3/3/2026 | 4.5 | 130000 | 130004 |
| BANK OF AMERICA CORP | FIXED INCOME | 7/21/2028 | 3.6 | 680000 | 675444 |
| BANK OF AMERICA CORP | FIXED INCOME | 12/20/2028 | 3.4 | 2343000 | 2315610 |
| BANK OF AMERICA CORP | FIXED INCOME | 2/7/2030 | 4.0 | 5700000 | 5671614 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/29/2031 | 2.6 | 1950000 | 1817907 |
| BANK OF AMERICA CORP | FIXED INCOME | 11/10/2028 | 6.2 | 1000000 | 1039070 |
| BANK OF AMERICA CREDIT CARD TR | FIXED INCOME | 11/15/2028 | 5.0 | 1229000 | 1241638 |
| BANK OF NY MELLON CORP | FIXED INCOME | 6/13/2033 | 4.3 | 640000 | 631731 |
| BANK5 | FIXED INCOME | 9/15/2056 | 6.3 | 589371 | 612797 |
| BARCLAYS PLC | FIXED INCOME | 5/16/2029 | 5.0 | 390000 | 396462 |
| BARCLAYS PLC | FIXED INCOME | 11/2/2028 | 7.4 | 500000 | 528595 |
| BARCLAYS PLC | FIXED INCOME | 9/13/2027 | 5.6 | 600000 | 605028 |
| BARCLAYS PLC | FIXED INCOME | 11/11/2029 | 4.5 | 1600000 | 1609232 |
| BAT CAPITAL CORP | FIXED INCOME | 8/15/2027 | 3.6 | 174000 | 172686 |
| BAT CAPITAL CORP | FIXED INCOME | 8/15/2047 | 4.5 | 320000 | 266208 |
| BAYER US FINANCE II LLC | FIXED INCOME | 12/15/2028 | 4.4 | 3300000 | 3302277 |
| BBCCRE TRUST | FIXED INCOME | 8/10/2033 | 4.0 | 2200000 | 2045625 |
| BEIGNET INVESTOR LLC | FIXED INCOME | 5/30/2049 | 6.6 | 9100000 | 9659377 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 4/10/2051 | 4.0 | 304392 | 303898 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 2/15/2051 | 3.8 | 224808 | 223841 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 9/15/2043 | 2.9 | 1970000 | 1629643 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 1/15/2055 | 3.0 | 1500000 | 1437388 |
| BENEFIT STREET PARTNERS CLO LT | FIXED INCOME | 4/20/2035 | 5.0 | 2400000 | 2400720 |
| BIRCH GROVE CLO LTD. | FIXED INCOME | 7/17/2037 | 5.5 | 1100000 | 1103850 |
| BLACK HILLS CORP | FIXED INCOME | 6/15/2030 | 2.5 | 1500000 | 1392480 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BLUEMOUNTAIN CLO LTD | FIXED INCOME | 11/15/2030 | 5.1 | 158943 | 158971 |
| BMP TRUST | FIXED INCOME | 6/15/2041 | 5.1 | 890000 | 890689 |
| BMW US CAPITAL LLC | FIXED INCOME | 3/21/2028 | 4.8 | 800000 | 812176 |
| BNP PARIBAS | FIXED INCOME | 3/13/2027 | 4.6 | 200000 | 200722 |
| BNP PARIBAS | FIXED INCOME | 3/1/2033 | 4.4 | 370000 | 367717 |
| BNP PARIBAS | FIXED INCOME | 8/14/2028 | 4.4 | 500000 | 501635 |
| BNP PARIBAS | FIXED INCOME | 1/13/2029 | 5.1 | 480000 | 488630 |
| BOA FUTURES COC | EQUITY |  |  | 1504000 | 1504000 |
| BOEING CO | FIXED INCOME | 3/1/2029 | 3.2 | 700000 | 678545 |
| BOEING CO | FIXED INCOME | 5/1/2030 | 5.2 | 600000 | 616902 |
| BOEING CO | FIXED INCOME | 2/4/2026 | 2.2 | 700000 | 698698 |
| BOOST NEWCO BORROWER LLC | FIXED INCOME | 1/15/2031 | 7.5 | 400000 | 425000 |
| BOSTON GAS COMPANY | FIXED INCOME | 8/1/2027 | 3.2 | 300000 | 296040 |
| BPCE SA | FIXED INCOME | 7/19/2033 | 5.7 | 1300000 | 1352611 |
| BRAZILIAN REAL | CASH |  |  | 426112 | 77761 |
| BWU01JHW7 IRS USD P F 2.00000 | FIXED INCOME | 12/21/2032 | 2.0 | (2500000) | (2252132) |
| BWU01JHW7 IRS USD R V 12MSOFR | FIXED INCOME | 12/21/2032 | 3.8 | 2500000 | 2500000 |
| BWU01JI06 IRS USD P F 1.75000 | FIXED INCOME | 12/21/2052 | 1.8 | (6800000) | (4098627) |
| BWU01JI06 IRS USD R V 12MSOFR | FIXED INCOME | 12/21/2052 | 3.8 | 6800000 | 6800000 |
| BWU0206W9 IRS USD P F 3.50000 | FIXED INCOME | 6/20/2054 | 3.5 | (1400000) | (1241052) |
| BWU0206W9 IRS USD R V 12MSOFR | FIXED INCOME | 6/20/2054 | 3.8 | 1400000 | 1400000 |
| BWU020UI3 IRS USD P F 3.61324 | FIXED INCOME | 8/15/2033 | 3.6 | (5100000) | (5086654) |
| BWU020UI3 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 5100000 | 5100000 |
| BWU020WU4 IRS USD P F 3.68691 | FIXED INCOME | 8/15/2033 | 3.7 | (5200000) | (5211917) |
| BWU020WU4 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 5200000 | 5200000 |
| BWU020YI9 IRS USD P F 3.69100 | FIXED INCOME | 10/31/2030 | 3.7 | (2800000) | (2829367) |
| BWU020YI9 IRS USD R V 12MSOFR | FIXED INCOME | 10/31/2030 | 3.8 | 2800000 | 2800000 |
| BWU020YJ7 IRS USD P F 3.70911 | FIXED INCOME | 8/15/2033 | 3.7 | (800000) | (803017) |
| BWU020YJ7 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 800000 | 800000 |
| BWU020YU2 IRS USD P F 3.71780 | FIXED INCOME | 8/15/2033 | 3.7 | (1300000) | (1305655) |
| BWU020YU2 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 1300000 | 1300000 |
| BWU021169 IRS USD P F 3.76264 | FIXED INCOME | 8/15/2033 | 3.8 | (5200000) | (5238158) |
| BWU021169 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 5200000 | 5200000 |
| BWU021193 IRS USD P F 3.75251 | FIXED INCOME | 8/15/2033 | 3.8 | (1100000) | (1107330) |
| BWU021193 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 1100000 | 1100000 |
| BWU0213Z3 IRS USD P F 3.71653 | FIXED INCOME | 8/15/2033 | 3.7 | (2400000) | (2410237) |
| BWU0213Z3 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 2400000 | 2400000 |
| BWU021581 IRS USD P F 3.72680 | FIXED INCOME | 10/31/2030 | 3.7 | (800000) | (809663) |
| BWU021581 IRS USD R V 12MSOFR | FIXED INCOME | 10/31/2030 | 3.8 | 800000 | 800000 |
| BWU021599 IRS USD P F 3.72186 | FIXED INCOME | 10/31/2030 | 3.7 | (300000) | (303558) |
| BWU021599 IRS USD R V 12MSOFR | FIXED INCOME | 10/31/2030 | 3.8 | 300000 | 300000 |
| BWU0216Y3 IRS USD P F 3.73910 | FIXED INCOME | 10/31/2030 | 3.7 | (900000) | (911363) |
| BWU0216Y3 IRS USD R V 12MSOFR | FIXED INCOME | 10/31/2030 | 3.8 | 900000 | 900000 |
| BWU021B84 IRS USD P F 3.73172 | FIXED INCOME | 10/31/2030 | 3.7 | (500000) | (506149) |
| BWU021B84 IRS USD R V 12MSOFR | FIXED INCOME | 10/31/2030 | 3.8 | 500000 | 500000 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BWU021B92 IRS USD P F 3.74267 | FIXED INCOME | 8/15/2033 | 3.7 | (200000) | (201201) |
| BWU021B92 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 200000 | 200000 |
| BWU021BN1 IRS USD P F 3.74463 | FIXED INCOME | 8/15/2033 | 3.7 | (1400000) | (1408593) |
| BWU021BN1 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 1400000 | 1400000 |
| BWU021EN8 IRS USD P F 3.75375 | FIXED INCOME | 8/15/2033 | 3.8 | (1100000) | (1107420) |
| BWU021EN8 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2033 | 3.8 | 1100000 | 1100000 |
| BWU02DSM9 IRS USD P F 3.76473 | FIXED INCOME | 12/17/2054 | 3.8 | (500000) | (465458) |
| BWU02DSM9 IRS USD R V 12MSOFR | FIXED INCOME | 12/17/2054 | 3.8 | 500000 | 500000 |
| BWU02DWJ1 IRS USD P F 3.89548 | FIXED INCOME | 11/15/2054 | 3.9 | (1872000) | (1783923) |
| BWU02DWJ1 IRS USD R V 12MSOFR | FIXED INCOME | 11/15/2054 | 3.8 | 1872000 | 1872000 |
| BWU02G0R1 IRS USD P F 3.25000 | FIXED INCOME | 6/18/2055 | 3.3 | (2600000) | (2191846) |
| BWU02G0R1 IRS USD R V 12MSOFR | FIXED INCOME | 6/18/2055 | 3.8 | 2600000 | 2600000 |
| BWU02I626 IRS USD P F 3.75000 | FIXED INCOME | 5/15/2032 | 3.8 | (7192000) | (7268077) |
| BWU02I626 IRS USD R V 12MSOFR | FIXED INCOME | 5/15/2032 | 3.8 | 7192000 | 7192000 |
| BWU02J3H4 IRS GBP P F 4.50000 | FIXED INCOME | 3/18/2056 | 4.5 | (800000) | (1082264) |
| BWU02J3H4 IRS GBP R V 12MSONIA | FIXED INCOME | 3/18/2056 | 1.0 | 800000 | 1076040 |
| BWU02K0O9 IRS GBP P F 4.50000 | FIXED INCOME | 9/17/2055 | 4.5 | (270000) | (365668) |
| BWU02K0O9 IRS GBP R V 12MSONIA | FIXED INCOME | 9/17/2055 | 3.7 | 270000 | 363163 |
| BWU02MJN7 IRS USD P F 3.64000 | FIXED INCOME | 8/15/2035 | 3.6 | (1000000) | (989103) |
| BWU02MJN7 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2035 | 1.0 | 1000000 | 1000000 |
| BWU02MS31 IRS USD P F 3.70000 | FIXED INCOME | 8/15/2035 | 3.7 | (1000000) | (993822) |
| BWU02MS31 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2035 | 1.0 | 1000000 | 1000000 |
| BWU02MSZ0 IRS USD P F 3.71500 | FIXED INCOME | 8/15/2035 | 3.7 | (1607000) | (1598968) |
| BWU02MSZ0 IRS USD R V 12MSOFR | FIXED INCOME | 8/15/2035 | 1.0 | 1607000 | 1607000 |
| BX TRUST | FIXED INCOME | 10/15/2038 | 4.6 | 773530 | 772385 |
| BX TRUST | FIXED INCOME | 10/15/2026 | 4.5 | 522845 | 521317 |
| BX TRUST | FIXED INCOME | 10/13/2027 | 5.8 | 550000 | 551861 |
| BX TRUST | FIXED INCOME | 1/17/2039 | 4.7 | 1200000 | 1195571 |
| BX TRUST | FIXED INCOME | 3/15/2041 | 5.1 | 242285 | 242155 |
| BX TRUST | FIXED INCOME | 6/15/2041 | 5.7 | 660000 | 657819 |
| BX TRUST | FIXED INCOME | 12/9/2040 | 5.5 | 315044 | 314987 |
| BX TRUST 2019 OC11 | FIXED INCOME | 12/9/2041 | 3.2 | 380000 | 361095 |
| CADILLAC FAIRVIEW PRP TR | FIXED INCOME | 3/20/2027 | 3.9 | 700000 | 699034 |
| CALIFORNIA ST | FIXED INCOME | 9/1/2035 | 5.1 | 400000 | 415986 |
| CALIFORNIA ST HLTH FACS FING A | FIXED INCOME | 6/1/2037 | 4.2 | 1300000 | 1240129 |
| CALIFORNIA ST HLTH FACS FING A | FIXED INCOME | 6/1/2030 | 2.0 | 3000000 | 2764857 |
| CAMERON LNG LLC | FIXED INCOME | 7/15/2031 | 2.9 | 360000 | 332906 |
| CAMERON LNG LLC | FIXED INCOME | 1/15/2035 | 3.3 | 630000 | 551502 |
| CAN 10YR BOND FUT MAR 26 | FUTURE | 3/20/2026 |  | 2000000 | (19201) |
| CANADA SQUARE MORTGAGE FUNDING | FIXED INCOME | 1/17/2059 | 4.8 | 688768 | 927209 |
| CANADIAN DOLLAR | CASH |  |  | 214656 | 156598 |
| CAPITAL FOUR US CLO | FIXED INCOME | 1/20/2037 | 5.8 | 800000 | 799920 |
| CARDINAL HEALTH INC | FIXED INCOME | 11/15/2026 | 4.7 | 970000 | 976276 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 7/10/2029 | 5.7 | 500000 | 511946 |
| CBAMR LTD | FIXED INCOME | 7/15/2037 | 5.5 | 1000000 | 1000600 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CCBOSHUS6 BANK OF AMERICA CCPC | EQUITY |  |  | 1328000 | 1328000 |
| CCBOSZUS6 BOA CCPC COC | EQUITY |  |  | 346000 | 346000 |
| CCFARIUS1 SWCC WELLS FARGO USD | EQUITY |  |  | 180000 | 180000 |
| CCMBCIUS7 SWCC USD | EQUITY |  |  | 130000 | 130000 |
| CCSCXIUS6 STANDARD CHARTER BOC | EQUITY |  |  | (10000) | (10000) |
| CD COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 11/13/2050 | 3.3 | 420589 | 417944 |
| CENTENE CORP | FIXED INCOME | 10/15/2030 | 3.0 | 1300000 | 1164124 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 2/15/2028 | 3.8 | 650000 | 641056 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 3/15/2028 | 4.2 | 30000 | 29858 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 5/1/2047 | 5.4 | 40000 | 32984 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2048 | 5.8 | 140000 | 120450 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 7/1/2049 | 5.1 | 110000 | 86419 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 3/1/2050 | 4.8 | 180000 | 135482 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 3/1/2042 | 3.5 | 120000 | 83263 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2033 | 4.4 | 240000 | 226810 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/1/2034 | 6.6 | 530000 | 558366 |
| CHASE MORTGAGE FINANCE CORPORA | FIXED INCOME | 6/25/2055 | 5.2 | 674455 | 676372 |
| CHUBB INA HOLDINGS LLC | FIXED INCOME | 5/3/2026 | 3.4 | 240000 | 239438 |
| CIGNA GROUP/THE | FIXED INCOME | 10/15/2028 | 4.4 | 180000 | 181640 |
| CIGNA GROUP/THE | FIXED INCOME | 12/15/2048 | 4.9 | 50000 | 44661 |
| CIM TRUST | FIXED INCOME | 10/25/2059 | 2.6 | 1460381 | 1372585 |
| CIM TRUST | FIXED INCOME | 7/25/2061 | 1.4 | 643051 | 596640 |
| CIM TRUST | FIXED INCOME | 6/25/2064 | 4.8 | 1086912 | 1081454 |
| CITIBANK NA | FIXED INCOME | 8/6/2029 | 4.8 | 800000 | 818552 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 5/10/2049 | 3.2 | 580000 | 577589 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 12/10/2049 | 3.5 | 88681 | 88185 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 10/12/2040 | 5.8 | 1310000 | 1348487 |
| CITIGROUP INC | FIXED INCOME | 6/15/2032 | 6.6 | 160000 | 177517 |
| CITIGROUP INC | FIXED INCOME | 11/20/2026 | 4.3 | 230000 | 230515 |
| CITIGROUP INC | FIXED INCOME | 9/29/2027 | 4.5 | 470000 | 473055 |
| CITIGROUP INC | FIXED INCOME | 5/18/2046 | 4.8 | 80000 | 70410 |
| CITIGROUP INC | FIXED INCOME | 1/10/2028 | 3.9 | 720000 | 718704 |
| CITIGROUP INC | FIXED INCOME | 4/23/2029 | 4.1 | 680000 | 679660 |
| CITIGROUP INC | FIXED INCOME | 3/31/2031 | 4.4 | 480000 | 480067 |
| CITIGROUP INC | FIXED INCOME | 6/3/2031 | 2.6 | 300000 | 278145 |
| CITIGROUP INC | FIXED INCOME | 3/17/2033 | 3.8 | 210000 | 200290 |
| CITIGROUP INC | FIXED INCOME | 5/24/2028 | 4.7 | 210000 | 211819 |
| CITIGROUP INC | FIXED INCOME | 5/24/2033 | 4.9 | 250000 | 253203 |
| CITIGROUP REPO | CASH EQUIVALENT | 12/30/2025 | 3.8 | 11900000 | 11900000 |
| CITIGROUP REPO | CASH EQUIVALENT | 12/30/2025 | 3.8 | 12100000 | 12100000 |
| CITIGROUP REPO | CASH EQUIVALENT | 12/30/2025 | 3.8 | 12000000 | 12000000 |
| CITIGROUP REPO | CASH EQUIVALENT | 12/30/2025 | 3.8 | 12000000 | 12000000 |
| CNH EQUIPMENT TRUST | FIXED INCOME | 11/15/2027 | 3.9 | 358181 | 358009 |
| COLLEGE AVE STUDENT LOANS | FIXED INCOME | 8/25/2054 | 5.7 | 922945 | 954272 |
| COLONY MORTGAGE CAPITAL LTD | FIXED INCOME | 11/15/2038 | 5.3 | 858473 | 845901 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| COLT FUNDING LLC | FIXED INCOME | 2/25/2067 | 3.0 | 870845 | 843497 |
| COLUMBIA PIPELINE HOLDCO | FIXED INCOME | 10/1/2031 | 5.1 | 900000 | 916632 |
| COLUMBIA PIPELINES OPCO | FIXED INCOME | 11/15/2033 | 6.0 | 470000 | 503723 |
| COLUMBIA PIPELINES OPCO | FIXED INCOME | 11/15/2053 | 6.5 | 70000 | 74932 |
| COMCAST CORP | FIXED INCOME | 3/1/2026 | 3.2 | 170000 | 169815 |
| COMCAST CORP | FIXED INCOME | 7/15/2046 | 3.4 | 70000 | 48697 |
| COMCAST CORP | FIXED INCOME | 8/15/2047 | 4.0 | 60000 | 45419 |
| COMCAST CORP | FIXED INCOME | 11/1/2047 | 4.0 | 60000 | 45031 |
| COMCAST CORP | FIXED INCOME | 11/1/2049 | 4.0 | 30000 | 22169 |
| COMCAST CORP | FIXED INCOME | 11/1/2052 | 4.0 | 490000 | 359175 |
| COMCAST CORP | FIXED INCOME | 3/1/2048 | 4.0 | 60000 | 45209 |
| COMCAST CORP | FIXED INCOME | 10/15/2048 | 4.7 | 140000 | 117030 |
| COMCAST CORP | FIXED INCOME | 10/15/2028 | 4.2 | 830000 | 834250 |
| COMCAST CORP | FIXED INCOME | 2/1/2050 | 3.5 | 200000 | 134188 |
| COMCAST CORP | FIXED INCOME | 4/1/2030 | 3.4 | 210000 | 203858 |
| COMCAST CORP | FIXED INCOME | 1/15/2051 | 2.8 | 440000 | 255688 |
| COMCAST CORP | FIXED INCOME | 11/1/2051 | 2.9 | 207000 | 121509 |
| COMISION FEDERAL DE ELEC | FIXED INCOME | 7/26/2033 | 3.9 | 340000 | 299112 |
| COMM MORTGAGE TRUST | FIXED INCOME | 5/10/2051 | 4.2 | 2100000 | 2058809 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 11/1/2042 | 4.4 | 150000 | 130598 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 9/1/2030 | 4.4 | 600000 | 598626 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 9/1/2035 | 5.0 | 600000 | 594264 |
| COMMUNITY PRESERVATION C | FIXED INCOME | 2/1/2030 | 2.9 | 1400000 | 1305878 |
| CONAGRA BRANDS INC | FIXED INCOME | 8/1/2030 | 5.0 | 1500000 | 1518345 |
| CONSTELLATION BRANDS INC | FIXED INCOME | 5/9/2027 | 4.4 | 60000 | 60244 |
| CONSTELLATION BRANDS INC | FIXED INCOME | 1/15/2029 | 4.8 | 600000 | 609780 |
| CONSTELLATION EN GEN LLC | FIXED INCOME | 3/1/2028 | 5.6 | 600000 | 619416 |
| CONSTELLATION GLO FNDG | FIXED INCOME | 10/22/2030 | 4.9 | 1600000 | 1589296 |
| CONTINENTAL RESOURCES | FIXED INCOME | 1/15/2028 | 4.4 | 90000 | 89813 |
| COOPERATIEVE RABOBANK UA | FIXED INCOME | 4/6/2033 | 3.8 | 470000 | 445471 |
| COTERRA ENERGY INC | FIXED INCOME | 5/15/2027 | 3.9 | 600000 | 598122 |
| COTERRA ENERGY INC | FIXED INCOME | 3/15/2029 | 4.4 | 630000 | 632060 |
| CQS US CLO LTD | FIXED INCOME | 1/20/2035 | 5.1 | 1000000 | 999600 |
| CREDIT SUISSE MORTGAGE TRUST | FIXED INCOME | 12/15/2049 | 3.6 | 1754 | 1754 |
| CREDIT SUISSE MORTGAGE TRUST | FIXED INCOME | 2/25/2050 | 3.2 | 549671 | 528867 |
| CREDIT SUISSE MORTGAGE TRUST | FIXED INCOME | 10/25/2066 | 1.8 | 765550 | 663191 |
| CROWN POINT CLO 7, LTD | FIXED INCOME | 10/20/2031 | 5.1 | 154294 | 154248 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (201) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (8053) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (11135) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (15313) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (8684) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 4303 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (112647) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (124533) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 323 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 381 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 76 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (3965) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 16 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | 0 |
| CVS HEALTH CORP | FIXED INCOME | 7/20/2045 | 5.1 | 230000 | 208396 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2028 | 4.3 | 351000 | 352400 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2038 | 4.8 | 90000 | 85162 |
| CVS HEALTH CORP | FIXED INCOME | 4/1/2027 | 3.6 | 290000 | 288463 |
| CVS HEALTH CORP | FIXED INCOME | 4/1/2030 | 3.8 | 320000 | 312538 |
| CVS HEALTH CORP | FIXED INCOME | 4/1/2040 | 4.1 | 56000 | 47947 |
| CVS HEALTH CORP | FIXED INCOME | 9/15/2031 | 2.1 | 260000 | 228535 |
| CX4TKL919 | FIXED INCOME | 12/30/2057 | 4.5 | 13900000 | 9269213 |
| DALLAS FORT WORTH TX INTERNATI | FIXED INCOME | 11/1/2026 | 1.6 | 1500000 | 1474749 |
| DANISH KRONE | CASH |  |  | 1950 | 307 |
| DANSKE BANK A/S | FIXED INCOME | 4/1/2028 | 4.3 | 720000 | 721454 |
| DEEPHAVEN RESIDENTIAL MORTGAGE | FIXED INCOME | 1/25/2067 | 2.2 | 698295 | 654887 |
| DELTA AIR LINES/SKYMILES | FIXED INCOME | 10/20/2028 | 4.8 | 280000 | 281786 |
| DEUTSCHE BANK NY | FIXED INCOME | 11/16/2027 | 2.3 | 1400000 | 1377180 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 7/15/2041 | 5.6 | 190000 | 184359 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 5/15/2042 | 4.8 | 20000 | 17365 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 6/15/2045 | 5.0 | 300000 | 261972 |
| DEVON ENERGY CORPORATION | FIXED INCOME | 9/15/2054 | 5.8 | 420000 | 387862 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 12/1/2029 | 3.5 | 420000 | 407656 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 3/24/2031 | 3.1 | 130000 | 121619 |
| DP WORLD LTD UAE | FIXED INCOME | 9/25/2048 | 5.6 | 900000 | 886077 |
| DP WORLD LTD UAE | FIXED INCOME | 9/30/2049 | 4.7 | 240000 | 206710 |
| DTE ENERGY CO | FIXED INCOME | 3/1/2030 | 3.0 | 1700000 | 1611532 |
| DTE ENERGY CO | FIXED INCOME | 3/1/2029 | 5.1 | 400000 | 410260 |
| DUKE ENERGY CORP | FIXED INCOME | 4/1/2031 | 3.8 | 800000 | 952338 |
| EDISON INTERNATIONAL | FIXED INCOME | 11/15/2029 | 7.0 | 1200000 | 1278240 |
| EL PASO NATURAL GAS | FIXED INCOME | 6/15/2032 | 8.4 | 430000 | 516864 |
| ELEVANCE HEALTH INC | FIXED INCOME | 5/15/2032 | 4.1 | 190000 | 185016 |
| ELEVANCE HEALTH INC | FIXED INCOME | 5/15/2052 | 4.6 | 160000 | 132723 |
| ELEVATION CLO LTD | FIXED INCOME | 1/25/2035 | 5.2 | 1200000 | 1197719 |
| ELLINGTON FINANCIAL MORTGAGE T | FIXED INCOME | 6/25/2066 | 0.9 | 838113 | 697678 |
| EMERA US FINANCE LP | FIXED INCOME | 6/15/2031 | 2.6 | 1200000 | 1085076 |
| ENEL FINANCE INTL NV | FIXED INCOME | 10/14/2032 | 7.5 | 700000 | 807401 |
| ENERGY TRANSFER LP | FIXED INCOME | 5/15/2034 | 5.6 | 190000 | 195599 |
| ENERGY TRANSFER LP | FIXED INCOME | 4/15/2029 | 5.3 | 220000 | 226189 |
| ENERGY TRANSFER LP | FIXED INCOME | 6/1/2027 | 5.5 | 250000 | 254125 |
| ENERGY TRANSFER LP | FIXED INCOME | 5/15/2030 | 3.8 | 290000 | 282535 |
| ENERGY TRANSFER LP | FIXED INCOME | 4/15/2049 | 6.3 | 320000 | 317786 |
| ENERGY TRANSFER LP | FIXED INCOME | 10/1/2047 | 5.4 | 190000 | 171162 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 4/15/2038 | 7.6 | 60000 | 72314 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 1/31/2030 | 2.8 | 370000 | 351815 |
| EOG RESOURCES INC | FIXED INCOME | 4/15/2030 | 4.4 | 340000 | 342411 |
| EPR PROPERTIES | FIXED INCOME | 4/15/2028 | 5.0 | 1700000 | 1713991 |
| EQT CORP | FIXED INCOME | 2/1/2030 | 7.0 | 300000 | 326217 |
| EQUATE PETROCHEMICAL CO | FIXED INCOME | 11/3/2026 | 4.3 | 260000 | 259917 |
| EQUINIX EU 2 FINANCING C | FIXED INCOME | 11/15/2030 | 4.6 | 200000 | 200736 |
| EQUITABLE FINANCIAL LIFE | FIXED INCOME | 3/3/2028 | 5.5 | 500000 | 513060 |
| EQUS 2021 EQAZ MORTGAGE TRUST | FIXED INCOME | 10/15/2038 | 4.8 | 953804 | 952998 |
| EURO BUND FUTURE MAR 26 | FUTURE | 3/6/2026 |  | (11400000) | 235325 |
| EURO CURRENCY | CASH |  |  | 152187 | 178736 |
| EVERBANK MORTGAGE LOAN TRUST | FIXED INCOME | 2/25/2048 | 3.5 | 626310 | 571945 |
| EVERSOURCE ENERGY | FIXED INCOME | 12/15/2030 | 4.5 | 1600000 | 1593024 |
| EXPORT IMPORT BK INDIA | FIXED INCOME | 8/5/2026 | 3.4 | 780000 | 775882 |
| EXTRA SPACE STORAGE LP | FIXED INCOME | 12/15/2027 | 3.9 | 1800000 | 1795608 |
| EXXON MOBIL CORPORATION | FIXED INCOME | 3/1/2026 | 3.0 | 350000 | 349465 |
| F+G GLOBAL FUNDING | FIXED INCOME | 9/8/2028 | 4.7 | 1600000 | 1609968 |
| FAIRFAX FINL HLDGS LTD | FIXED INCOME | 4/17/2028 | 4.9 | 1300000 | 1318239 |
| FANNIE MAE | FIXED INCOME | 11/15/2030 | 6.6 | 5460000 | 6161282 |
| FANNIE MAE | FIXED INCOME | 9/20/2027 | 7.5 | 17584 | 17861 |
| FANNIE MAE | FIXED INCOME | 7/25/2029 | 6.5 | 28300 | 28707 |
| FANNIE MAE | FIXED INCOME | 9/25/2029 | 6.5 | 64895 | 66357 |
| FANNIE MAE | FIXED INCOME | 6/25/2039 | 6.5 | 5794 | 5885 |
| FANNIE MAE | FIXED INCOME | 5/25/2042 | 7.0 | 175976 | 190423 |
| FANNIE MAE | FIXED INCOME | 5/25/2042 | 6.0 | 133166 | 139725 |
| FANNIE MAE | FIXED INCOME | 5/25/2034 | 4.3 | 42150 | 41977 |
| FANNIE MAE | FIXED INCOME | 5/25/2036 | 4.3 | 517505 | 513890 |
| FANNIE MAE | FIXED INCOME | 11/25/2036 | 4.4 | 561255 | 557634 |
| FANNIE MAE | FIXED INCOME | 7/25/2039 | 7.0 | 49402 | 52806 |
| FANNIEMAE ACES | FIXED INCOME | 7/25/2039 | 2.9 | 45376 | 42218 |
| FANNIEMAE ACES | FIXED INCOME | 2/25/2031 | 3.6 | 127006 | 124417 |
| FANNIEMAE GRANTOR TRUST | FIXED INCOME | 6/25/2027 | 2.9 | 197462 | 194474 |
| FANNIEMAE WHOLE LOAN | FIXED INCOME | 6/25/2028 | 6.5 | 1535 | 1553 |
| FED HM LN PC POOL 1J1214 | FIXED INCOME | 9/1/2035 | 6.1 | 12776 | 12925 |
| FED HM LN PC POOL 1J1219 | FIXED INCOME | 10/1/2035 | 6.4 | 24902 | 25169 |
| FED HM LN PC POOL 781923 | FIXED INCOME | 9/1/2034 | 6.4 | 111207 | 114208 |
| FED HM LN PC POOL 785867 | FIXED INCOME | 12/1/2026 | 6.1 | 2403 | 2399 |
| FED HM LN PC POOL 789758 | FIXED INCOME | 9/1/2032 | 6.5 | 1747 | 1780 |
| FED HM LN PC POOL 789777 | FIXED INCOME | 9/1/2032 | 6.4 | 4444 | 4522 |
| FED HM LN PC POOL 840698 | FIXED INCOME | 3/1/2047 | 3.5 | 117736 | 115789 |
| FED HM LN PC POOL 841076 | FIXED INCOME | 11/1/2048 | 3.0 | 752852 | 749172 |
| FED HM LN PC POOL 841077 | FIXED INCOME | 11/1/2047 | 5.0 | 258393 | 264174 |
| FED HM LN PC POOL 841081 | FIXED INCOME | 2/1/2050 | 3.1 | 344632 | 349314 |
| FED HM LN PC POOL 848812 | FIXED INCOME | 10/1/2039 | 6.6 | 266606 | 272598 |
| FED HM LN PC POOL C00860 | FIXED INCOME | 9/1/2029 | 7.0 | 229 | 238 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL C91256 | FIXED INCOME | 6/1/2029 | 5.0 | 4161 | 4217 |
| FED HM LN PC POOL C91987 | FIXED INCOME | 4/1/2038 | 3.0 | 45666 | 43419 |
| FED HM LN PC POOL G06669 | FIXED INCOME | 9/1/2039 | 6.5 | 30617 | 32858 |
| FED HM LN PC POOL G07335 | FIXED INCOME | 3/1/2039 | 7.0 | 18320 | 20132 |
| FED HM LN PC POOL G60397 | FIXED INCOME | 12/1/2045 | 4.0 | 118940 | 115665 |
| FED HM LN PC POOL Q12752 | FIXED INCOME | 11/1/2042 | 3.5 | 14131 | 13495 |
| FED HM LN PC POOL Q18473 | FIXED INCOME | 5/1/2043 | 4.0 | 15546 | 15246 |
| FED HM LN PC POOL Q19131 | FIXED INCOME | 6/1/2043 | 4.0 | 16651 | 16329 |
| FED HM LN PC POOL Q19134 | FIXED INCOME | 6/1/2043 | 4.0 | 20401 | 19985 |
| FED HM LN PC POOL Q19135 | FIXED INCOME | 6/1/2043 | 4.0 | 16974 | 16641 |
| FED HM LN PC POOL Q19236 | FIXED INCOME | 6/1/2043 | 4.0 | 13652 | 13374 |
| FED HM LN PC POOL Q19254 | FIXED INCOME | 6/1/2043 | 4.0 | 14193 | 13915 |
| FED HM LN PC POOL Q19611 | FIXED INCOME | 7/1/2043 | 4.0 | 109530 | 107415 |
| FED HM LN PC POOL Q19615 | FIXED INCOME | 7/1/2043 | 4.0 | 123624 | 121198 |
| FED HM LN PC POOL Q41209 | FIXED INCOME | 6/1/2046 | 3.5 | 17323 | 16400 |
| FED HM LN PC POOL Q47083 | FIXED INCOME | 4/1/2047 | 3.5 | 1707135 | 1612356 |
| FED HM LN PC POOL Q47482 | FIXED INCOME | 4/1/2047 | 3.5 | 2005283 | 1893951 |
| FED HM LN PC POOL QA5770 | FIXED INCOME | 1/1/2050 | 3.0 | 37326 | 33846 |
| FED HM LN PC POOL QA7256 | FIXED INCOME | 2/1/2050 | 3.0 | 227879 | 204730 |
| FED HM LN PC POOL QA7477 | FIXED INCOME | 3/1/2050 | 3.0 | 23345 | 21114 |
| FED HM LN PC POOL QB5092 | FIXED INCOME | 11/1/2050 | 2.5 | 118562 | 102703 |
| FED HM LN PC POOL QB5093 | FIXED INCOME | 11/1/2050 | 2.5 | 64163 | 55566 |
| FED HM LN PC POOL QB8602 | FIXED INCOME | 2/1/2051 | 2.0 | 56095 | 46588 |
| FED HM LN PC POOL QB8604 | FIXED INCOME | 2/1/2051 | 2.0 | 112719 | 93540 |
| FED HM LN PC POOL QB8773 | FIXED INCOME | 2/1/2051 | 2.0 | 54908 | 45566 |
| FED HM LN PC POOL QB9087 | FIXED INCOME | 2/1/2051 | 2.0 | 474285 | 392918 |
| FED HM LN PC POOL QB9482 | FIXED INCOME | 3/1/2051 | 2.0 | 59861 | 49416 |
| FED HM LN PC POOL QB9484 | FIXED INCOME | 3/1/2051 | 2.0 | 61482 | 50932 |
| FED HM LN PC POOL QB9485 | FIXED INCOME | 3/1/2051 | 2.0 | 65435 | 54322 |
| FED HM LN PC POOL QB9961 | FIXED INCOME | 3/1/2051 | 2.0 | 69653 | 57500 |
| FED HM LN PC POOL QC0160 | FIXED INCOME | 3/1/2051 | 2.0 | 52330 | 43283 |
| FED HM LN PC POOL QC0161 | FIXED INCOME | 3/1/2051 | 2.0 | 66357 | 54779 |
| FED HM LN PC POOL QC0165 | FIXED INCOME | 3/1/2051 | 2.5 | 59400 | 51414 |
| FED HM LN PC POOL QC0885 | FIXED INCOME | 4/1/2051 | 2.0 | 63365 | 52582 |
| FED HM LN PC POOL QC1164 | FIXED INCOME | 4/1/2051 | 2.0 | 60189 | 49840 |
| FED HM LN PC POOL QC2044 | FIXED INCOME | 5/1/2051 | 2.5 | 64750 | 56161 |
| FED HM LN PC POOL QC3242 | FIXED INCOME | 6/1/2051 | 3.0 | 425057 | 382892 |
| FED HM LN PC POOL QC3690 | FIXED INCOME | 7/1/2051 | 2.5 | 130263 | 112506 |
| FED HM LN PC POOL QC4689 | FIXED INCOME | 8/1/2051 | 2.5 | 69910 | 60358 |
| FED HM LN PC POOL QC4690 | FIXED INCOME | 8/1/2051 | 2.5 | 143635 | 123992 |
| FED HM LN PC POOL QC4818 | FIXED INCOME | 8/1/2051 | 2.5 | 75388 | 65078 |
| FED HM LN PC POOL QC4824 | FIXED INCOME | 8/1/2051 | 2.5 | 131274 | 113338 |
| FED HM LN PC POOL QC6303 | FIXED INCOME | 9/1/2051 | 2.0 | 73022 | 60128 |
| FED HM LN PC POOL QC7127 | FIXED INCOME | 9/1/2051 | 2.0 | 73128 | 60215 |
| FED HM LN PC POOL QC7411 | FIXED INCOME | 9/1/2051 | 2.5 | 297100 | 256378 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL QC9154 | FIXED INCOME | 10/1/2051 | 3.0 | 74871 | 67376 |
| FED HM LN PC POOL QD4146 | FIXED INCOME | 1/1/2052 | 2.5 | 67829 | 58470 |
| FED HM LN PC POOL QD7593 | FIXED INCOME | 2/1/2052 | 3.5 | 64771 | 60805 |
| FED HM LN PC POOL QE0399 | FIXED INCOME | 4/1/2052 | 3.0 | 221741 | 198593 |
| FED HM LN PC POOL QF3730 | FIXED INCOME | 11/1/2052 | 5.0 | 290937 | 293859 |
| FED HM LN PC POOL QF4924 | FIXED INCOME | 12/1/2052 | 6.0 | 53480 | 55261 |
| FED HM LN PC POOL QG6691 | FIXED INCOME | 6/1/2053 | 5.5 | 168016 | 171601 |
| FED HM LN PC POOL QK0701 | FIXED INCOME | 4/1/2041 | 2.5 | 58362 | 53076 |
| FED HM LN PC POOL RA3882 | FIXED INCOME | 11/1/2050 | 2.0 | 324634 | 269082 |
| FED HM LN PC POOL RA3913 | FIXED INCOME | 11/1/2050 | 2.5 | 1229868 | 1065745 |
| FED HM LN PC POOL RA4142 | FIXED INCOME | 12/1/2050 | 2.5 | 473341 | 410029 |
| FED HM LN PC POOL RA4703 | FIXED INCOME | 2/1/2051 | 2.0 | 467024 | 385532 |
| FED HM LN PC POOL RA5117 | FIXED INCOME | 5/1/2051 | 2.0 | 1230059 | 1014619 |
| FED HM LN PC POOL RA5373 | FIXED INCOME | 6/1/2051 | 2.0 | 72539 | 59783 |
| FED HM LN PC POOL RA6562 | FIXED INCOME | 1/1/2052 | 2.5 | 68574 | 59351 |
| FED HM LN PC POOL RA6599 | FIXED INCOME | 1/1/2052 | 3.5 | 259738 | 242399 |
| FED HM LN PC POOL RA6954 | FIXED INCOME | 3/1/2052 | 3.0 | 150612 | 134924 |
| FED HM LN PC POOL RA7186 | FIXED INCOME | 4/1/2052 | 4.0 | 363862 | 349319 |
| FED HM LN PC POOL RA8694 | FIXED INCOME | 4/1/2053 | 5.0 | 398185 | 402622 |
| FED HM LN PC POOL RA9461 | FIXED INCOME | 7/1/2053 | 6.5 | 146397 | 154553 |
| FED HM LN PC POOL RB0714 | FIXED INCOME | 12/1/2041 | 2.0 | 71590 | 62896 |
| FED HM LN PC POOL RB5071 | FIXED INCOME | 9/1/2040 | 2.0 | 403912 | 357588 |
| FED HM LN PC POOL RB5105 | FIXED INCOME | 3/1/2041 | 2.0 | 504254 | 444391 |
| FED HM LN PC POOL RB5114 | FIXED INCOME | 6/1/2041 | 2.0 | 66540 | 58516 |
| FED HM LN PC POOL RB5121 | FIXED INCOME | 8/1/2041 | 2.0 | 274490 | 241047 |
| FED HM LN PC POOL RB5130 | FIXED INCOME | 10/1/2041 | 1.5 | 848574 | 718366 |
| FED HM LN PC POOL RB5134 | FIXED INCOME | 11/1/2041 | 1.5 | 116599 | 98672 |
| FED HM LN PC POOL RB5154 | FIXED INCOME | 4/1/2042 | 2.5 | 299123 | 269500 |
| FED HM LN PC POOL RJ0954 | FIXED INCOME | 2/1/2054 | 6.5 | 206032 | 215378 |
| FED HM LN PC POOL RJ1350 | FIXED INCOME | 4/1/2054 | 6.0 | 169206 | 174608 |
| FED HM LN PC POOL RJ1358 | FIXED INCOME | 4/1/2054 | 6.5 | 248084 | 259337 |
| FED HM LN PC POOL SB0257 | FIXED INCOME | 11/1/2033 | 4.0 | 950 | 947 |
| FED HM LN PC POOL SC0269 | FIXED INCOME | 1/1/2042 | 2.0 | 2611228 | 2297973 |
| FED HM LN PC POOL SC0448 | FIXED INCOME | 8/1/2042 | 2.0 | 753022 | 658454 |
| FED HM LN PC POOL SC0460 | FIXED INCOME | 12/1/2041 | 2.0 | 157704 | 138551 |
| FED HM LN PC POOL SD0502 | FIXED INCOME | 8/1/2050 | 3.0 | 1388663 | 1252870 |
| FED HM LN PC POOL SD0573 | FIXED INCOME | 4/1/2051 | 2.0 | 114096 | 94718 |
| FED HM LN PC POOL SD0615 | FIXED INCOME | 1/1/2051 | 4.5 | 167338 | 166096 |
| FED HM LN PC POOL SD0745 | FIXED INCOME | 11/1/2051 | 2.0 | 143849 | 118680 |
| FED HM LN PC POOL SD0849 | FIXED INCOME | 1/1/2052 | 2.5 | 142871 | 123174 |
| FED HM LN PC POOL SD0952 | FIXED INCOME | 4/1/2052 | 3.0 | 76769 | 68907 |
| FED HM LN PC POOL SD1305 | FIXED INCOME | 7/1/2052 | 5.0 | 190236 | 191301 |
| FED HM LN PC POOL SD1850 | FIXED INCOME | 3/1/2052 | 3.0 | 230823 | 207354 |
| FED HM LN PC POOL SD2245 | FIXED INCOME | 12/1/2052 | 5.5 | 76781 | 78608 |
| FED HM LN PC POOL SD2474 | FIXED INCOME | 1/1/2053 | 5.5 | 68423 | 70190 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL SD2524 | FIXED INCOME | 10/1/2052 | 4.0 | 605007 | 576413 |
| FED HM LN PC POOL SD2919 | FIXED INCOME | 4/1/2053 | 5.5 | 1716559 | 1753602 |
| FED HM LN PC POOL SD2961 | FIXED INCOME | 11/1/2052 | 5.0 | 564689 | 565817 |
| FED HM LN PC POOL SD2991 | FIXED INCOME | 9/1/2051 | 2.5 | 157428 | 136434 |
| FED HM LN PC POOL SD3171 | FIXED INCOME | 6/1/2053 | 5.5 | 323843 | 332642 |
| FED HM LN PC POOL SD3275 | FIXED INCOME | 7/1/2053 | 5.5 | 1486283 | 1512123 |
| FED HM LN PC POOL SD3382 | FIXED INCOME | 6/1/2053 | 5.0 | 340839 | 344382 |
| FED HM LN PC POOL SD3400 | FIXED INCOME | 10/1/2052 | 4.5 | 911618 | 895162 |
| FED HM LN PC POOL SD3722 | FIXED INCOME | 5/1/2053 | 5.0 | 72999 | 73452 |
| FED HM LN PC POOL SD3900 | FIXED INCOME | 8/1/2053 | 5.5 | 152258 | 155039 |
| FED HM LN PC POOL SD4030 | FIXED INCOME | 10/1/2053 | 6.5 | 759930 | 799050 |
| FED HM LN PC POOL SD4365 | FIXED INCOME | 9/1/2053 | 5.5 | 161579 | 164625 |
| FED HM LN PC POOL SD5094 | FIXED INCOME | 8/1/2053 | 5.5 | 82825 | 84615 |
| FED HM LN PC POOL SD5107 | FIXED INCOME | 7/1/2041 | 6.0 | 227585 | 240366 |
| FED HM LN PC POOL SD5143 | FIXED INCOME | 4/1/2054 | 6.0 | 394487 | 409919 |
| FED HM LN PC POOL SD5179 | FIXED INCOME | 12/1/2044 | 5.0 | 488165 | 500340 |
| FED HM LN PC POOL SD5299 | FIXED INCOME | 4/1/2054 | 6.0 | 82304 | 85415 |
| FED HM LN PC POOL SD5352 | FIXED INCOME | 7/1/2050 | 4.0 | 83807 | 81363 |
| FED HM LN PC POOL SD5384 | FIXED INCOME | 7/1/2053 | 5.5 | 84072 | 85533 |
| FED HM LN PC POOL SD5416 | FIXED INCOME | 4/1/2054 | 5.5 | 84001 | 85944 |
| FED HM LN PC POOL SD5691 | FIXED INCOME | 6/1/2054 | 6.0 | 277253 | 284895 |
| FED HM LN PC POOL SD5702 | FIXED INCOME | 4/1/2054 | 6.5 | 206228 | 215748 |
| FED HM LN PC POOL SD5709 | FIXED INCOME | 7/1/2054 | 6.0 | 159456 | 165425 |
| FED HM LN PC POOL SD5876 | FIXED INCOME | 5/1/2054 | 6.0 | 271354 | 280981 |
| FED HM LN PC POOL SD5969 | FIXED INCOME | 7/1/2054 | 6.5 | 151565 | 159422 |
| FED HM LN PC POOL SD7509 | FIXED INCOME | 11/1/2049 | 3.0 | 74765 | 67618 |
| FED HM LN PC POOL SD7525 | FIXED INCOME | 10/1/2050 | 2.5 | 225514 | 195560 |
| FED HM LN PC POOL SD7534 | FIXED INCOME | 2/1/2051 | 2.5 | 891525 | 774931 |
| FED HM LN PC POOL SD7548 | FIXED INCOME | 11/1/2051 | 2.5 | 2480874 | 2142682 |
| FED HM LN PC POOL SD7552 | FIXED INCOME | 1/1/2052 | 2.5 | 801868 | 691711 |
| FED HM LN PC POOL SD7555 | FIXED INCOME | 8/1/2052 | 3.0 | 1844663 | 1663499 |
| FED HM LN PC POOL SD7560 | FIXED INCOME | 2/1/2053 | 4.0 | 458546 | 441245 |
| FED HM LN PC POOL SD8079 | FIXED INCOME | 7/1/2050 | 2.0 | 354625 | 290709 |
| FED HM LN PC POOL SD8220 | FIXED INCOME | 6/1/2052 | 3.0 | 9367132 | 8329108 |
| FED HM LN PC POOL SD8246 | FIXED INCOME | 9/1/2052 | 5.0 | 75981 | 76319 |
| FED HM LN PC POOL SD8254 | FIXED INCOME | 10/1/2052 | 3.0 | 7799735 | 6933589 |
| FED HM LN PC POOL SI2056 | FIXED INCOME | 12/1/2050 | 3.5 | 540835 | 510256 |
| FED HM LN PC POOL U90316 | FIXED INCOME | 10/1/2042 | 4.0 | 45743 | 44803 |
| FED HM LN PC POOL U91254 | FIXED INCOME | 4/1/2043 | 4.0 | 197741 | 193654 |
| FED HM LN PC POOL U92272 | FIXED INCOME | 12/1/2043 | 4.5 | 60373 | 60387 |
| FED HM LN PC POOL U95137 | FIXED INCOME | 8/1/2043 | 4.0 | 84564 | 82816 |
| FED HM LN PC POOL U99084 | FIXED INCOME | 2/1/2044 | 4.5 | 466763 | 466866 |
| FED HM LN PC POOL U99091 | FIXED INCOME | 3/1/2044 | 4.5 | 115624 | 115425 |
| FED HM LN PC POOL U99124 | FIXED INCOME | 3/1/2045 | 3.5 | 544734 | 519503 |
| FED HM LN PC POOL ZA2489 | FIXED INCOME | 1/1/2038 | 3.5 | 116695 | 113411 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL ZA5297 | FIXED INCOME | 3/1/2048 | 4.0 | 87524 | 84696 |
| FED HM LN PC POOL ZM5659 | FIXED INCOME | 2/1/2048 | 3.5 | 180307 | 169459 |
| FED HM LN PC POOL ZN0480 | FIXED INCOME | 10/1/2042 | 3.5 | 54339 | 51761 |
| FED HM LN PC POOL ZS9316 | FIXED INCOME | 1/1/2038 | 3.5 | 179900 | 175266 |
| FED HM LN PC POOL ZT1107 | FIXED INCOME | 3/1/2043 | 3.5 | 60449 | 57582 |
| FED HM LN PC POOL ZT1159 | FIXED INCOME | 2/1/2044 | 3.5 | 17098 | 16266 |
| FED HM LN PC POOL ZT1257 | FIXED INCOME | 1/1/2046 | 3.0 | 104126 | 96164 |
| FED HM LN PC POOL ZT1493 | FIXED INCOME | 9/1/2048 | 3.0 | 332403 | 302475 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 2/26/2027 | 1.1 | 9200000 | 8925472 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 3/5/2026 | 1.0 | 6100000 | 6070598 |
| FIFTH THIRD BANCORP | FIXED INCOME | 10/27/2028 | 6.4 | 100000 | 104081 |
| FISERV INC | FIXED INCOME | 2/15/2031 | 4.6 | 700000 | 694407 |
| FNMA POOL 257238 | FIXED INCOME | 6/1/2028 | 5.0 | 8513 | 8574 |
| FNMA POOL 450838 | FIXED INCOME | 12/1/2028 | 5.5 | 406 | 409 |
| FNMA POOL 457274 | FIXED INCOME | 10/1/2028 | 6.2 | 144 | 144 |
| FNMA POOL 559810 | FIXED INCOME | 8/1/2040 | 5.4 | 5158 | 5128 |
| FNMA POOL 735764 | FIXED INCOME | 7/1/2035 | 6.3 | 35923 | 36688 |
| FNMA POOL 735965 | FIXED INCOME | 10/1/2035 | 6.4 | 11988 | 12133 |
| FNMA POOL 745390 | FIXED INCOME | 2/1/2036 | 6.3 | 344292 | 349482 |
| FNMA POOL 783610 | FIXED INCOME | 6/1/2035 | 6.5 | 266093 | 271526 |
| FNMA POOL 814000 | FIXED INCOME | 6/1/2035 | 6.0 | 37082 | 39160 |
| FNMA POOL 822101 | FIXED INCOME | 5/1/2035 | 6.6 | 86721 | 88041 |
| FNMA POOL 826129 | FIXED INCOME | 7/1/2035 | 5.9 | 20113 | 20146 |
| FNMA POOL 844532 | FIXED INCOME | 11/1/2035 | 5.7 | 32093 | 32373 |
| FNMA POOL 890362 | FIXED INCOME | 8/1/2041 | 4.5 | 341109 | 344133 |
| FNMA POOL 890604 | FIXED INCOME | 10/1/2044 | 4.5 | 330281 | 331294 |
| FNMA POOL 890827 | FIXED INCOME | 12/1/2037 | 3.5 | 56780 | 55283 |
| FNMA POOL 892570 | FIXED INCOME | 7/1/2036 | 6.5 | 48422 | 51832 |
| FNMA POOL 894044 | FIXED INCOME | 10/1/2036 | 6.5 | 21187 | 22715 |
| FNMA POOL 897717 | FIXED INCOME | 8/1/2036 | 6.4 | 3063 | 3093 |
| FNMA POOL 898835 | FIXED INCOME | 11/1/2036 | 6.5 | 63448 | 68056 |
| FNMA POOL 899601 | FIXED INCOME | 7/1/2047 | 5.5 | 540330 | 556173 |
| FNMA POOL 902551 | FIXED INCOME | 11/1/2036 | 6.0 | 1422 | 1507 |
| FNMA POOL 904000 | FIXED INCOME | 1/1/2037 | 6.0 | 38024 | 40299 |
| FNMA POOL 918357 | FIXED INCOME | 5/1/2037 | 6.0 | 104385 | 111016 |
| FNMA POOL 928938 | FIXED INCOME | 12/1/2037 | 7.0 | 839 | 921 |
| FNMA POOL 934648 | FIXED INCOME | 11/1/2038 | 7.0 | 954 | 1043 |
| FNMA POOL 942478 | FIXED INCOME | 8/1/2037 | 6.0 | 34183 | 36354 |
| FNMA POOL 948696 | FIXED INCOME | 8/1/2037 | 6.0 | 16298 | 17330 |
| FNMA POOL 984867 | FIXED INCOME | 6/1/2038 | 5.0 | 33098 | 33927 |
| FNMA POOL 995072 | FIXED INCOME | 8/1/2038 | 5.5 | 57637 | 60305 |
| FNMA POOL AA7916 | FIXED INCOME | 3/1/2039 | 4.0 | 4626 | 4578 |
| FNMA POOL AB9136 | FIXED INCOME | 4/1/2043 | 2.5 | 33189 | 29830 |
| FNMA POOL AB9594 | FIXED INCOME | 6/1/2043 | 4.0 | 10953 | 10725 |
| FNMA POOL AB9597 | FIXED INCOME | 6/1/2043 | 4.0 | 16662 | 16298 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL AB9683 | FIXED INCOME | 6/1/2043 | 4.0 | 154660 | 151284 |
| FNMA POOL AC4700 | FIXED INCOME | 10/1/2039 | 5.0 | 39493 | 40425 |
| FNMA POOL AE8349 | FIXED INCOME | 8/1/2037 | 6.0 | 7728 | 8082 |
| FNMA POOL AH0057 | FIXED INCOME | 2/1/2041 | 4.5 | 2915 | 2935 |
| FNMA POOL AJ5905 | FIXED INCOME | 11/1/2041 | 4.5 | 11443 | 11468 |
| FNMA POOL AK0730 | FIXED INCOME | 2/1/2042 | 6.7 | 27228 | 27847 |
| FNMA POOL AK8441 | FIXED INCOME | 4/1/2042 | 4.0 | 33477 | 32750 |
| FNMA POOL AL0814 | FIXED INCOME | 6/1/2040 | 6.5 | 101937 | 109677 |
| FNMA POOL AL1176 | FIXED INCOME | 10/1/2039 | 6.5 | 62679 | 67438 |
| FNMA POOL AL2491 | FIXED INCOME | 9/1/2039 | 6.0 | 75307 | 80089 |
| FNMA POOL AL2815 | FIXED INCOME | 5/1/2035 | 6.4 | 39697 | 40585 |
| FNMA POOL AL3026 | FIXED INCOME | 12/1/2042 | 3.5 | 57626 | 54976 |
| FNMA POOL AL3508 | FIXED INCOME | 4/1/2043 | 4.0 | 51224 | 50157 |
| FNMA POOL AL4741 | FIXED INCOME | 1/1/2044 | 4.5 | 63373 | 63311 |
| FNMA POOL AL5548 | FIXED INCOME | 5/1/2038 | 6.5 | 221099 | 226322 |
| FNMA POOL AL7183 | FIXED INCOME | 1/1/2036 | 6.3 | 78893 | 81195 |
| FNMA POOL AL8922 | FIXED INCOME | 5/1/2030 | 3.0 | 71952 | 71250 |
| FNMA POOL AL9380 | FIXED INCOME | 4/1/2031 | 3.0 | 277490 | 273613 |
| FNMA POOL AL9397 | FIXED INCOME | 10/1/2046 | 3.0 | 160069 | 146312 |
| FNMA POOL AO2711 | FIXED INCOME | 5/1/2042 | 4.0 | 17985 | 17594 |
| FNMA POOL AO4170 | FIXED INCOME | 6/1/2042 | 4.0 | 24901 | 24360 |
| FNMA POOL AO6086 | FIXED INCOME | 6/1/2042 | 4.0 | 11190 | 10951 |
| FNMA POOL AO6908 | FIXED INCOME | 6/1/2042 | 4.0 | 15878 | 15533 |
| FNMA POOL AO7501 | FIXED INCOME | 6/1/2042 | 4.0 | 19941 | 19508 |
| FNMA POOL AO9859 | FIXED INCOME | 7/1/2042 | 4.0 | 4222 | 4130 |
| FNMA POOL AP0692 | FIXED INCOME | 7/1/2042 | 4.0 | 21494 | 21027 |
| FNMA POOL AP2530 | FIXED INCOME | 8/1/2042 | 4.0 | 23706 | 23191 |
| FNMA POOL AP4532 | FIXED INCOME | 9/1/2042 | 4.0 | 16219 | 15866 |
| FNMA POOL AP4781 | FIXED INCOME | 9/1/2042 | 3.0 | 115084 | 106615 |
| FNMA POOL AP4903 | FIXED INCOME | 9/1/2042 | 4.0 | 41119 | 40226 |
| FNMA POOL AP7399 | FIXED INCOME | 9/1/2042 | 4.0 | 77359 | 75678 |
| FNMA POOL AP9229 | FIXED INCOME | 10/1/2042 | 4.0 | 12523 | 12251 |
| FNMA POOL AP9766 | FIXED INCOME | 10/1/2042 | 4.0 | 204463 | 200023 |
| FNMA POOL AP9862 | FIXED INCOME | 10/1/2042 | 4.0 | 11099 | 10863 |
| FNMA POOL AQ0100 | FIXED INCOME | 10/1/2042 | 4.0 | 14532 | 14216 |
| FNMA POOL AQ1641 | FIXED INCOME | 10/1/2042 | 4.0 | 11959 | 11698 |
| FNMA POOL AQ3599 | FIXED INCOME | 11/1/2042 | 4.0 | 18659 | 18254 |
| FNMA POOL AQ4078 | FIXED INCOME | 6/1/2043 | 4.0 | 63250 | 61933 |
| FNMA POOL AQ4080 | FIXED INCOME | 6/1/2043 | 4.0 | 62008 | 60673 |
| FNMA POOL AQ4555 | FIXED INCOME | 12/1/2042 | 4.0 | 125800 | 123063 |
| FNMA POOL AQ4573 | FIXED INCOME | 12/1/2042 | 4.0 | 43603 | 42654 |
| FNMA POOL AQ5137 | FIXED INCOME | 11/1/2042 | 4.0 | 19856 | 19424 |
| FNMA POOL AQ6744 | FIXED INCOME | 11/1/2042 | 4.0 | 4454 | 4364 |
| FNMA POOL AQ7003 | FIXED INCOME | 12/1/2042 | 4.0 | 54151 | 52974 |
| FNMA POOL AQ7048 | FIXED INCOME | 12/1/2042 | 4.0 | 23351 | 22843 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL AQ7082 | FIXED INCOME | 1/1/2043 | 4.0 | 71022 | 69478 |
| FNMA POOL AQ7661 | FIXED INCOME | 12/1/2042 | 4.0 | 47546 | 46556 |
| FNMA POOL AR5180 | FIXED INCOME | 7/1/2043 | 3.0 | 970515 | 893311 |
| FNMA POOL AR7399 | FIXED INCOME | 6/1/2043 | 3.0 | 14882 | 13701 |
| FNMA POOL AS0038 | FIXED INCOME | 7/1/2043 | 3.0 | 48241 | 44411 |
| FNMA POOL AS0070 | FIXED INCOME | 8/1/2043 | 4.0 | 72063 | 70489 |
| FNMA POOL AS1410 | FIXED INCOME | 1/1/2029 | 3.0 | 70128 | 69445 |
| FNMA POOL AS4168 | FIXED INCOME | 12/1/2044 | 4.0 | 56186 | 54549 |
| FNMA POOL AS4271 | FIXED INCOME | 1/1/2045 | 4.5 | 30955 | 31125 |
| FNMA POOL AS5715 | FIXED INCOME | 9/1/2030 | 3.0 | 104815 | 103295 |
| FNMA POOL AS7603 | FIXED INCOME | 7/1/2046 | 4.0 | 503759 | 486950 |
| FNMA POOL AS7844 | FIXED INCOME | 9/1/2046 | 3.0 | 117597 | 107490 |
| FNMA POOL AS8740 | FIXED INCOME | 2/1/2037 | 3.5 | 45141 | 43991 |
| FNMA POOL AT3870 | FIXED INCOME | 6/1/2043 | 4.0 | 23656 | 23164 |
| FNMA POOL AT3874 | FIXED INCOME | 6/1/2043 | 4.0 | 27292 | 26705 |
| FNMA POOL AT4281 | FIXED INCOME | 6/1/2043 | 4.0 | 13688 | 13403 |
| FNMA POOL AT6546 | FIXED INCOME | 6/1/2043 | 4.0 | 17826 | 17461 |
| FNMA POOL AT6549 | FIXED INCOME | 6/1/2043 | 4.0 | 28709 | 28112 |
| FNMA POOL AT7208 | FIXED INCOME | 6/1/2043 | 4.0 | 13707 | 13422 |
| FNMA POOL AT7698 | FIXED INCOME | 6/1/2043 | 4.0 | 46197 | 45220 |
| FNMA POOL AT8394 | FIXED INCOME | 6/1/2043 | 4.0 | 142518 | 139551 |
| FNMA POOL AT9627 | FIXED INCOME | 7/1/2043 | 4.0 | 32254 | 31560 |
| FNMA POOL AT9637 | FIXED INCOME | 7/1/2043 | 4.0 | 246628 | 241319 |
| FNMA POOL AT9653 | FIXED INCOME | 7/1/2043 | 4.0 | 197213 | 193107 |
| FNMA POOL AT9657 | FIXED INCOME | 7/1/2043 | 4.0 | 145202 | 142033 |
| FNMA POOL AT9839 | FIXED INCOME | 6/1/2043 | 4.0 | 22362 | 21896 |
| FNMA POOL AU6735 | FIXED INCOME | 10/1/2043 | 3.0 | 39869 | 36704 |
| FNMA POOL AV7116 | FIXED INCOME | 3/1/2044 | 4.5 | 19458 | 19401 |
| FNMA POOL AX7911 | FIXED INCOME | 1/1/2045 | 3.0 | 86801 | 79862 |
| FNMA POOL AZ8086 | FIXED INCOME | 7/1/2045 | 3.5 | 197313 | 187252 |
| FNMA POOL BC1509 | FIXED INCOME | 8/1/2046 | 3.0 | 104609 | 95619 |
| FNMA POOL BC2817 | FIXED INCOME | 9/1/2046 | 3.0 | 218956 | 200138 |
| FNMA POOL BD8104 | FIXED INCOME | 10/1/2046 | 3.0 | 216646 | 198345 |
| FNMA POOL BE2092 | FIXED INCOME | 12/1/2046 | 3.5 | 100036 | 94441 |
| FNMA POOL BF0104 | FIXED INCOME | 2/1/2056 | 4.0 | 61695 | 59737 |
| FNMA POOL BF0141 | FIXED INCOME | 9/1/2056 | 5.5 | 501808 | 524699 |
| FNMA POOL BF0145 | FIXED INCOME | 3/1/2057 | 3.5 | 274646 | 254110 |
| FNMA POOL BF0148 | FIXED INCOME | 4/1/2056 | 4.5 | 208121 | 205800 |
| FNMA POOL BF0183 | FIXED INCOME | 1/1/2057 | 4.0 | 34282 | 33194 |
| FNMA POOL BF0222 | FIXED INCOME | 9/1/2057 | 4.5 | 442495 | 434436 |
| FNMA POOL BF0561 | FIXED INCOME | 9/1/2061 | 3.0 | 1127817 | 978217 |
| FNMA POOL BJ2544 | FIXED INCOME | 12/1/2037 | 3.0 | 51709 | 49213 |
| FNMA POOL BM1447 | FIXED INCOME | 7/1/2047 | 3.5 | 4916130 | 4637556 |
| FNMA POOL BM3724 | FIXED INCOME | 3/1/2048 | 3.5 | 62267 | 58738 |
| FNMA POOL BM4751 | FIXED INCOME | 3/1/2043 | 3.5 | 422913 | 403883 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL BM4897 | FIXED INCOME | 12/1/2046 | 3.5 | 535420 | 510709 |
| FNMA POOL BM6151 | FIXED INCOME | 2/1/2041 | 4.0 | 125958 | 123648 |
| FNMA POOL BM6912 | FIXED INCOME | 1/1/2052 | 2.5 | 80210 | 66669 |
| FNMA POOL BO2878 | FIXED INCOME | 11/1/2049 | 3.0 | 81370 | 73104 |
| FNMA POOL BP3484 | FIXED INCOME | 6/1/2051 | 2.5 | 64957 | 56114 |
| FNMA POOL BQ1150 | FIXED INCOME | 10/1/2050 | 2.5 | 221357 | 191558 |
| FNMA POOL BQ5876 | FIXED INCOME | 11/1/2050 | 2.5 | 124452 | 107779 |
| FNMA POOL BR0001 | FIXED INCOME | 12/1/2050 | 2.5 | 58327 | 50439 |
| FNMA POOL BR1001 | FIXED INCOME | 5/1/2051 | 2.5 | 337681 | 292424 |
| FNMA POOL BR2303 | FIXED INCOME | 8/1/2051 | 3.0 | 68021 | 61252 |
| FNMA POOL BR2641 | FIXED INCOME | 2/1/2051 | 2.0 | 120610 | 99919 |
| FNMA POOL BR2643 | FIXED INCOME | 2/1/2051 | 2.0 | 122482 | 101350 |
| FNMA POOL BR2644 | FIXED INCOME | 2/1/2051 | 2.0 | 58194 | 48060 |
| FNMA POOL BR3256 | FIXED INCOME | 2/1/2051 | 2.0 | 54786 | 45510 |
| FNMA POOL BR3257 | FIXED INCOME | 2/1/2051 | 2.0 | 173776 | 144324 |
| FNMA POOL BR3286 | FIXED INCOME | 3/1/2051 | 2.0 | 63387 | 52513 |
| FNMA POOL BR4722 | FIXED INCOME | 3/1/2051 | 2.0 | 120916 | 99818 |
| FNMA POOL BR4753 | FIXED INCOME | 3/1/2051 | 2.0 | 69477 | 57555 |
| FNMA POOL BR4756 | FIXED INCOME | 3/1/2051 | 2.0 | 122916 | 101469 |
| FNMA POOL BR5487 | FIXED INCOME | 3/1/2051 | 2.0 | 66054 | 54528 |
| FNMA POOL BR5587 | FIXED INCOME | 3/1/2051 | 2.0 | 130868 | 108244 |
| FNMA POOL BR5633 | FIXED INCOME | 3/1/2051 | 2.0 | 198520 | 163881 |
| FNMA POOL BR6496 | FIXED INCOME | 4/1/2051 | 2.5 | 57064 | 49391 |
| FNMA POOL BR6515 | FIXED INCOME | 4/1/2051 | 2.0 | 66358 | 55111 |
| FNMA POOL BR7744 | FIXED INCOME | 4/1/2051 | 2.0 | 61969 | 51403 |
| FNMA POOL BR7745 | FIXED INCOME | 4/1/2051 | 2.0 | 61902 | 51259 |
| FNMA POOL BR8478 | FIXED INCOME | 4/1/2051 | 2.0 | 68081 | 56450 |
| FNMA POOL BR8518 | FIXED INCOME | 4/1/2051 | 2.0 | 63150 | 52292 |
| FNMA POOL BS7947 | FIXED INCOME | 3/1/2028 | 4.6 | 500000 | 504752 |
| FNMA POOL BS9245 | FIXED INCOME | 8/1/2028 | 4.9 | 100000 | 100940 |
| FNMA POOL BT0846 | FIXED INCOME | 7/1/2051 | 2.5 | 129111 | 111494 |
| FNMA POOL BT3244 | FIXED INCOME | 7/1/2051 | 2.5 | 136694 | 118000 |
| FNMA POOL BT3270 | FIXED INCOME | 8/1/2051 | 2.5 | 136006 | 117424 |
| FNMA POOL BT3290 | FIXED INCOME | 8/1/2051 | 2.5 | 69502 | 59975 |
| FNMA POOL BT3303 | FIXED INCOME | 8/1/2051 | 2.5 | 63484 | 54790 |
| FNMA POOL BU9889 | FIXED INCOME | 1/1/2052 | 3.0 | 254553 | 229655 |
| FNMA POOL BV3089 | FIXED INCOME | 2/1/2052 | 2.5 | 205657 | 176848 |
| FNMA POOL BV5395 | FIXED INCOME | 4/1/2052 | 3.5 | 116719 | 109433 |
| FNMA POOL BV8546 | FIXED INCOME | 5/1/2052 | 3.5 | 272512 | 255195 |
| FNMA POOL BW9916 | FIXED INCOME | 10/1/2052 | 5.0 | 139263 | 139731 |
| FNMA POOL BY6826 | FIXED INCOME | 7/1/2053 | 5.5 | 60859 | 61900 |
| FNMA POOL BY7116 | FIXED INCOME | 6/1/2053 | 5.5 | 651526 | 666840 |
| FNMA POOL BZ0874 | FIXED INCOME | 6/1/2029 | 4.8 | 600000 | 613581 |
| FNMA POOL CA4110 | FIXED INCOME | 9/1/2049 | 3.0 | 205221 | 185319 |
| FNMA POOL CA4819 | FIXED INCOME | 12/1/2049 | 4.0 | 58314 | 56289 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL CA6315 | FIXED INCOME | 7/1/2050 | 3.0 | 113043 | 101617 |
| FNMA POOL CA7257 | FIXED INCOME | 10/1/2050 | 2.5 | 550152 | 476614 |
| FNMA POOL CA7422 | FIXED INCOME | 10/1/2040 | 2.0 | 1845704 | 1632744 |
| FNMA POOL CA9358 | FIXED INCOME | 3/1/2041 | 2.5 | 182591 | 166097 |
| FNMA POOL CB0100 | FIXED INCOME | 4/1/2041 | 2.5 | 324541 | 295125 |
| FNMA POOL CB0101 | FIXED INCOME | 4/1/2041 | 2.5 | 252404 | 229487 |
| FNMA POOL CB0470 | FIXED INCOME | 5/1/2041 | 2.5 | 334079 | 303511 |
| FNMA POOL CB2164 | FIXED INCOME | 11/1/2051 | 3.0 | 129083 | 115937 |
| FNMA POOL CB2668 | FIXED INCOME | 1/1/2052 | 3.0 | 9174750 | 8129035 |
| FNMA POOL CB2680 | FIXED INCOME | 1/1/2052 | 3.5 | 388703 | 362827 |
| FNMA POOL CB2804 | FIXED INCOME | 2/1/2052 | 2.5 | 73553 | 63284 |
| FNMA POOL CB2894 | FIXED INCOME | 2/1/2052 | 3.0 | 2938196 | 2603308 |
| FNMA POOL CB3044 | FIXED INCOME | 3/1/2052 | 2.5 | 445846 | 384045 |
| FNMA POOL CB3077 | FIXED INCOME | 3/1/2042 | 2.5 | 71168 | 64432 |
| FNMA POOL CB3082 | FIXED INCOME | 3/1/2042 | 3.0 | 66752 | 62397 |
| FNMA POOL CB3120 | FIXED INCOME | 3/1/2052 | 3.0 | 6083518 | 5389830 |
| FNMA POOL CB3614 | FIXED INCOME | 5/1/2052 | 4.0 | 514134 | 493585 |
| FNMA POOL CB4103 | FIXED INCOME | 7/1/2052 | 5.0 | 286525 | 291448 |
| FNMA POOL CB5108 | FIXED INCOME | 11/1/2052 | 5.5 | 155363 | 159221 |
| FNMA POOL CB5316 | FIXED INCOME | 12/1/2052 | 6.0 | 336460 | 347299 |
| FNMA POOL CB6220 | FIXED INCOME | 5/1/2053 | 4.5 | 80178 | 78931 |
| FNMA POOL CB6241 | FIXED INCOME | 5/1/2053 | 4.5 | 1405710 | 1385725 |
| FNMA POOL CB6540 | FIXED INCOME | 6/1/2053 | 6.0 | 1127801 | 1171265 |
| FNMA POOL CB6753 | FIXED INCOME | 7/1/2053 | 6.0 | 440973 | 458299 |
| FNMA POOL CB7109 | FIXED INCOME | 9/1/2053 | 5.5 | 576251 | 591652 |
| FNMA POOL CB8226 | FIXED INCOME | 3/1/2054 | 6.5 | 63723 | 66603 |
| FNMA POOL CB8388 | FIXED INCOME | 4/1/2054 | 6.5 | 455093 | 475929 |
| FNMA POOL FM0068 | FIXED INCOME | 2/1/2040 | 3.5 | 142490 | 138248 |
| FNMA POOL FM0071 | FIXED INCOME | 2/1/2040 | 3.5 | 31212 | 30280 |
| FNMA POOL FM3123 | FIXED INCOME | 3/1/2038 | 2.5 | 286940 | 269245 |
| FNMA POOL FM3830 | FIXED INCOME | 4/1/2050 | 3.0 | 154890 | 139869 |
| FNMA POOL FM4577 | FIXED INCOME | 10/1/2050 | 2.5 | 187394 | 162167 |
| FNMA POOL FM5423 | FIXED INCOME | 1/1/2051 | 2.5 | 318530 | 275453 |
| FNMA POOL FM5743 | FIXED INCOME | 2/1/2051 | 2.5 | 49507 | 42813 |
| FNMA POOL FM5754 | FIXED INCOME | 3/1/2037 | 3.5 | 32584 | 31960 |
| FNMA POOL FM5783 | FIXED INCOME | 6/1/2038 | 3.0 | 143320 | 137453 |
| FNMA POOL FM5904 | FIXED INCOME | 2/1/2051 | 2.5 | 90990 | 78687 |
| FNMA POOL FM6015 | FIXED INCOME | 8/1/2039 | 3.5 | 36505 | 35623 |
| FNMA POOL FM6117 | FIXED INCOME | 11/1/2048 | 3.0 | 176885 | 160790 |
| FNMA POOL FM6134 | FIXED INCOME | 3/1/2040 | 3.0 | 145118 | 138198 |
| FNMA POOL FM6460 | FIXED INCOME | 3/1/2051 | 2.5 | 122946 | 106227 |
| FNMA POOL FM7100 | FIXED INCOME | 6/1/2050 | 3.5 | 92543 | 86897 |
| FNMA POOL FM7382 | FIXED INCOME | 5/1/2051 | 3.0 | 50767 | 45605 |
| FNMA POOL FM7518 | FIXED INCOME | 6/1/2051 | 2.5 | 728125 | 628269 |
| FNMA POOL FM7531 | FIXED INCOME | 5/1/2051 | 3.0 | 52104 | 46846 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL FM7607 | FIXED INCOME | 4/1/2038 | 3.0 | 76420 | 74464 |
| FNMA POOL FM7675 | FIXED INCOME | 6/1/2051 | 2.5 | 166167 | 143567 |
| FNMA POOL FM7676 | FIXED INCOME | 6/1/2051 | 2.5 | 68654 | 59287 |
| FNMA POOL FM7727 | FIXED INCOME | 6/1/2051 | 2.5 | 60062 | 52095 |
| FNMA POOL FM7796 | FIXED INCOME | 6/1/2048 | 4.0 | 95453 | 92488 |
| FNMA POOL FM7869 | FIXED INCOME | 1/1/2051 | 2.5 | 128796 | 111461 |
| FNMA POOL FM7900 | FIXED INCOME | 7/1/2051 | 2.5 | 130692 | 112859 |
| FNMA POOL FM7910 | FIXED INCOME | 7/1/2051 | 2.5 | 138645 | 120020 |
| FNMA POOL FM8025 | FIXED INCOME | 7/1/2051 | 2.5 | 270990 | 234586 |
| FNMA POOL FM8166 | FIXED INCOME | 6/1/2051 | 3.0 | 58728 | 53194 |
| FNMA POOL FM8210 | FIXED INCOME | 4/1/2050 | 3.0 | 2178422 | 1967164 |
| FNMA POOL FM8577 | FIXED INCOME | 8/1/2051 | 3.0 | 121059 | 109577 |
| FNMA POOL FM8786 | FIXED INCOME | 10/1/2051 | 2.5 | 649967 | 560879 |
| FNMA POOL FM8813 | FIXED INCOME | 9/1/2051 | 3.5 | 661836 | 617860 |
| FNMA POOL FM8941 | FIXED INCOME | 1/1/2041 | 3.0 | 54003 | 51317 |
| FNMA POOL FM8977 | FIXED INCOME | 9/1/2051 | 2.5 | 63145 | 54710 |
| FNMA POOL FM9044 | FIXED INCOME | 10/1/2051 | 3.0 | 64887 | 58575 |
| FNMA POOL FM9048 | FIXED INCOME | 10/1/2051 | 3.0 | 68864 | 61915 |
| FNMA POOL FM9292 | FIXED INCOME | 11/1/2051 | 3.0 | 203505 | 183645 |
| FNMA POOL FM9365 | FIXED INCOME | 11/1/2051 | 3.0 | 65628 | 59350 |
| FNMA POOL FS0024 | FIXED INCOME | 9/1/2051 | 2.5 | 61287 | 53073 |
| FNMA POOL FS0028 | FIXED INCOME | 9/1/2051 | 2.5 | 213528 | 184261 |
| FNMA POOL FS0034 | FIXED INCOME | 12/1/2051 | 3.0 | 67127 | 60636 |
| FNMA POOL FS0037 | FIXED INCOME | 8/1/2051 | 3.0 | 57927 | 52378 |
| FNMA POOL FS0240 | FIXED INCOME | 1/1/2052 | 3.0 | 67305 | 60859 |
| FNMA POOL FS0366 | FIXED INCOME | 1/1/2052 | 2.5 | 67933 | 58880 |
| FNMA POOL FS0408 | FIXED INCOME | 1/1/2052 | 3.0 | 67757 | 61260 |
| FNMA POOL FS0520 | FIXED INCOME | 2/1/2052 | 3.0 | 212372 | 191318 |
| FNMA POOL FS0534 | FIXED INCOME | 7/1/2051 | 2.5 | 70574 | 61030 |
| FNMA POOL FS0551 | FIXED INCOME | 2/1/2052 | 2.5 | 365390 | 314787 |
| FNMA POOL FS0582 | FIXED INCOME | 2/1/2052 | 2.5 | 142816 | 122882 |
| FNMA POOL FS0583 | FIXED INCOME | 2/1/2052 | 2.5 | 155392 | 133661 |
| FNMA POOL FS0612 | FIXED INCOME | 2/1/2052 | 2.0 | 71552 | 59024 |
| FNMA POOL FS0995 | FIXED INCOME | 3/1/2042 | 2.5 | 426091 | 385628 |
| FNMA POOL FS1014 | FIXED INCOME | 2/1/2052 | 2.0 | 150722 | 124141 |
| FNMA POOL FS1074 | FIXED INCOME | 3/1/2052 | 3.0 | 353998 | 319547 |
| FNMA POOL FS1104 | FIXED INCOME | 11/1/2051 | 2.5 | 69623 | 60176 |
| FNMA POOL FS1237 | FIXED INCOME | 12/1/2051 | 3.5 | 136061 | 127581 |
| FNMA POOL FS1248 | FIXED INCOME | 2/1/2047 | 3.0 | 336313 | 309616 |
| FNMA POOL FS1289 | FIXED INCOME | 3/1/2052 | 3.0 | 353969 | 320219 |
| FNMA POOL FS1371 | FIXED INCOME | 3/1/2052 | 3.0 | 9774526 | 8659961 |
| FNMA POOL FS1403 | FIXED INCOME | 1/1/2045 | 3.0 | 67203 | 62245 |
| FNMA POOL FS1454 | FIXED INCOME | 4/1/2052 | 3.5 | 229368 | 214234 |
| FNMA POOL FS1462 | FIXED INCOME | 1/1/2052 | 3.5 | 138098 | 129480 |
| FNMA POOL FS1539 | FIXED INCOME | 11/1/2048 | 3.0 | 68872 | 63405 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL FS1553 | FIXED INCOME | 11/1/2050 | 2.5 | 142312 | 123243 |
| FNMA POOL FS1555 | FIXED INCOME | 4/1/2052 | 3.5 | 72359 | 67584 |
| FNMA POOL FS1556 | FIXED INCOME | 5/1/2052 | 3.5 | 444407 | 416430 |
| FNMA POOL FS1603 | FIXED INCOME | 5/1/2052 | 3.5 | 151054 | 141121 |
| FNMA POOL FS1628 | FIXED INCOME | 4/1/2052 | 2.5 | 149620 | 129450 |
| FNMA POOL FS1726 | FIXED INCOME | 9/1/2041 | 2.0 | 144487 | 127334 |
| FNMA POOL FS2190 | FIXED INCOME | 6/1/2052 | 4.0 | 516831 | 496593 |
| FNMA POOL FS3097 | FIXED INCOME | 10/1/2052 | 4.0 | 147638 | 142113 |
| FNMA POOL FS3249 | FIXED INCOME | 11/1/2052 | 5.0 | 188749 | 190457 |
| FNMA POOL FS3275 | FIXED INCOME | 4/1/2052 | 3.0 | 564589 | 502155 |
| FNMA POOL FS3589 | FIXED INCOME | 1/1/2050 | 4.5 | 229867 | 231234 |
| FNMA POOL FS3836 | FIXED INCOME | 1/1/2053 | 4.5 | 222080 | 219254 |
| FNMA POOL FS4000 | FIXED INCOME | 7/1/2041 | 6.0 | 193349 | 204206 |
| FNMA POOL FS4269 | FIXED INCOME | 10/1/2051 | 2.0 | 568888 | 469824 |
| FNMA POOL FS4270 | FIXED INCOME | 3/1/2052 | 2.0 | 901589 | 742421 |
| FNMA POOL FS4570 | FIXED INCOME | 12/1/2047 | 5.0 | 456642 | 467530 |
| FNMA POOL FS5059 | FIXED INCOME | 11/1/2048 | 3.5 | 395431 | 373498 |
| FNMA POOL FS5191 | FIXED INCOME | 8/1/2042 | 2.0 | 813631 | 711451 |
| FNMA POOL FS5270 | FIXED INCOME | 7/1/2053 | 5.5 | 235247 | 241325 |
| FNMA POOL FS5313 | FIXED INCOME | 1/1/2050 | 3.5 | 239993 | 225555 |
| FNMA POOL FS5450 | FIXED INCOME | 11/1/2051 | 3.0 | 469944 | 425070 |
| FNMA POOL FS5708 | FIXED INCOME | 6/1/2053 | 5.0 | 74580 | 75364 |
| FNMA POOL FS6129 | FIXED INCOME | 6/1/2042 | 2.0 | 1253952 | 1096475 |
| FNMA POOL FS6451 | FIXED INCOME | 8/1/2053 | 5.5 | 228865 | 233180 |
| FNMA POOL FS6691 | FIXED INCOME | 3/1/2042 | 1.5 | 513134 | 434079 |
| FNMA POOL FS6779 | FIXED INCOME | 12/1/2053 | 6.5 | 208924 | 218568 |
| FNMA POOL FS7170 | FIXED INCOME | 8/1/2042 | 2.0 | 507871 | 446310 |
| FNMA POOL FS7180 | FIXED INCOME | 5/1/2042 | 2.0 | 254103 | 222650 |
| FNMA POOL FS7294 | FIXED INCOME | 5/1/2044 | 5.5 | 380964 | 397034 |
| FNMA POOL FS7624 | FIXED INCOME | 3/1/2054 | 6.5 | 141206 | 147618 |
| FNMA POOL FS7997 | FIXED INCOME | 5/1/2054 | 6.0 | 413797 | 426004 |
| FNMA POOL FS8001 | FIXED INCOME | 6/1/2054 | 5.5 | 87215 | 89402 |
| FNMA POOL FS8027 | FIXED INCOME | 3/1/2052 | 2.5 | 87003 | 74964 |
| FNMA POOL FS8273 | FIXED INCOME | 2/1/2042 | 1.5 | 434304 | 368470 |
| FNMA POOL MA0184 | FIXED INCOME | 9/1/2029 | 5.0 | 98066 | 99344 |
| FNMA POOL MA0706 | FIXED INCOME | 4/1/2031 | 4.5 | 30069 | 30337 |
| FNMA POOL MA0734 | FIXED INCOME | 5/1/2031 | 4.5 | 113578 | 114619 |
| FNMA POOL MA0776 | FIXED INCOME | 6/1/2031 | 4.5 | 40700 | 41074 |
| FNMA POOL MA0913 | FIXED INCOME | 11/1/2031 | 4.5 | 51437 | 51953 |
| FNMA POOL MA0939 | FIXED INCOME | 12/1/2031 | 4.5 | 54314 | 54863 |
| FNMA POOL MA0968 | FIXED INCOME | 12/1/2031 | 4.5 | 12811 | 12944 |
| FNMA POOL MA1177 | FIXED INCOME | 9/1/2042 | 3.5 | 24990 | 23805 |
| FNMA POOL MA1213 | FIXED INCOME | 10/1/2042 | 3.5 | 12903 | 12291 |
| FNMA POOL MA1221 | FIXED INCOME | 9/1/2042 | 4.5 | 8298 | 8348 |
| FNMA POOL MA1253 | FIXED INCOME | 11/1/2042 | 4.0 | 10987 | 10749 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL MA1547 | FIXED INCOME | 8/1/2043 | 4.0 | 89869 | 87907 |
| FNMA POOL MA1591 | FIXED INCOME | 9/1/2043 | 4.5 | 161987 | 161829 |
| FNMA POOL MA1629 | FIXED INCOME | 10/1/2043 | 4.5 | 132479 | 132350 |
| FNMA POOL MA1664 | FIXED INCOME | 11/1/2043 | 4.5 | 84039 | 83957 |
| FNMA POOL MA1711 | FIXED INCOME | 12/1/2043 | 4.5 | 122560 | 122441 |
| FNMA POOL MA2110 | FIXED INCOME | 12/1/2034 | 3.5 | 83139 | 81624 |
| FNMA POOL MA2138 | FIXED INCOME | 1/1/2035 | 3.5 | 46779 | 45911 |
| FNMA POOL MA2320 | FIXED INCOME | 7/1/2035 | 3.0 | 37719 | 36373 |
| FNMA POOL MA2523 | FIXED INCOME | 2/1/2036 | 3.0 | 191125 | 183748 |
| FNMA POOL MA2579 | FIXED INCOME | 4/1/2036 | 3.0 | 147614 | 141943 |
| FNMA POOL MA2672 | FIXED INCOME | 7/1/2036 | 3.0 | 295947 | 283942 |
| FNMA POOL MA2707 | FIXED INCOME | 8/1/2036 | 3.0 | 510269 | 489459 |
| FNMA POOL MA2773 | FIXED INCOME | 10/1/2036 | 3.0 | 632592 | 605999 |
| FNMA POOL MA2832 | FIXED INCOME | 12/1/2036 | 3.0 | 391713 | 374902 |
| FNMA POOL MA4047 | FIXED INCOME | 6/1/2050 | 2.0 | 834522 | 684403 |
| FNMA POOL MA4364 | FIXED INCOME | 6/1/2041 | 2.0 | 470420 | 413693 |
| FNMA POOL MA4473 | FIXED INCOME | 11/1/2041 | 1.5 | 1015776 | 859597 |
| FNMA POOL MA4540 | FIXED INCOME | 2/1/2042 | 2.0 | 71984 | 62944 |
| FNMA POOL MA4586 | FIXED INCOME | 4/1/2042 | 2.0 | 226256 | 198250 |
| FNMA POOL MA4587 | FIXED INCOME | 4/1/2042 | 2.5 | 73309 | 66049 |
| FNMA POOL MA4599 | FIXED INCOME | 5/1/2052 | 3.0 | 80096 | 71173 |
| FNMA POOL MA4607 | FIXED INCOME | 5/1/2042 | 2.5 | 74721 | 67321 |
| FNMA POOL MA4700 | FIXED INCOME | 8/1/2052 | 4.0 | 5520023 | 5273317 |
| FNMA POOL MA5062 | FIXED INCOME | 6/1/2053 | 3.0 | 8574904 | 7614364 |
| FNMA POOL MA5605 | FIXED INCOME | 1/1/2055 | 3.5 | 12993643 | 12027166 |
| FNMA TBA 30 YR 5 | FIXED INCOME | 2/12/2056 | 5.0 | 5900000 | 5882737 |
| FNMA TBA 30 YR 5.5 | FIXED INCOME | 2/15/2056 | 5.5 | 38000000 | 38510340 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 1/9/2027 | 4.3 | 700000 | 696647 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 3/5/2027 | 5.8 | 1000000 | 1012440 |
| FOUNDRY JV HOLDCO LLC | FIXED INCOME | 1/25/2034 | 5.9 | 260000 | 267704 |
| FOUNDRY JV HOLDCO LLC | FIXED INCOME | 1/25/2030 | 5.9 | 410000 | 429442 |
| FOX CORP | FIXED INCOME | 1/25/2039 | 5.5 | 220000 | 221184 |
| FOX CORP | FIXED INCOME | 10/13/2033 | 6.5 | 70000 | 77312 |
| FREDDIE MAC | FIXED INCOME | 12/15/2028 | 6.0 | 22543 | 22899 |
| FREDDIE MAC | FIXED INCOME | 11/15/2042 | 4.8 | 565819 | 560618 |
| FREDDIE MAC | FIXED INCOME | 10/15/2043 | 4.3 | 365839 | 358350 |
| FREDDIE MAC | FIXED INCOME | 8/15/2040 | 4.7 | 268302 | 263870 |
| FREDDIE MAC | FIXED INCOME | 10/15/2040 | 4.7 | 244835 | 240664 |
| FREDDIE MAC | FIXED INCOME | 12/25/2054 | 5.2 | 171220 | 172079 |
| FREDDIE MAC | FIXED INCOME | 12/25/2054 | 5.2 | 163340 | 164125 |
| FREDDIE MAC | FIXED INCOME | 5/25/2055 | 5.2 | 1351006 | 1357653 |
| FREDDIE MAC | FIXED INCOME | 8/25/2055 | 5.1 | 1254062 | 1260564 |
| FREDDIE MAC | FIXED INCOME | 8/25/2055 | 5.1 | 785009 | 789081 |
| FREDDIE MAC | FIXED INCOME | 11/15/2032 | 5.5 | 236470 | 241956 |
| FREDDIE MAC | FIXED INCOME | 5/15/2037 | 4.3 | 156108 | 154567 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC REFERENCE REMIC | FIXED INCOME | 5/15/2036 | 6.0 | 177279 | 184638 |
| FREEPORT MCMORAN INC | FIXED INCOME | 3/15/2043 | 5.5 | 50000 | 48574 |
| GARTNER INC | FIXED INCOME | 3/20/2031 | 5.0 | 1600000 | 1607728 |
| GE HEALTHCARE TECH INC | FIXED INCOME | 11/15/2027 | 5.7 | 770000 | 792515 |
| GILEAD SCIENCES INC | FIXED INCOME | 3/1/2026 | 3.7 | 290000 | 289762 |
| GLENCORE FUNDING LLC | FIXED INCOME | 10/27/2027 | 3.9 | 700000 | 697781 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 9/15/2034 | 5.6 | 1000000 | 1014770 |
| GMRF MORTGAGE ACQUISITION CO., | FIXED INCOME | 7/25/2056 | 3.0 | 77395 | 68465 |
| GNMA II POOL 002910 | FIXED INCOME | 4/20/2030 | 8.5 | 110 | 113 |
| GNMA II POOL 002947 | FIXED INCOME | 7/20/2030 | 8.5 | 108 | 114 |
| GNMA II POOL 003029 | FIXED INCOME | 1/20/2031 | 8.5 | 923 | 979 |
| GNMA II POOL 003474 | FIXED INCOME | 11/20/2033 | 6.0 | 5060 | 5305 |
| GNMA II POOL 004006 | FIXED INCOME | 7/20/2037 | 6.0 | 32787 | 34814 |
| GNMA II POOL 004040 | FIXED INCOME | 10/20/2037 | 6.5 | 96790 | 104572 |
| GNMA II POOL 004245 | FIXED INCOME | 9/20/2038 | 6.0 | 169625 | 180118 |
| GNMA II POOL 004617 | FIXED INCOME | 1/20/2040 | 4.5 | 73650 | 73892 |
| GNMA II POOL 004717 | FIXED INCOME | 6/20/2040 | 6.0 | 31426 | 33367 |
| GNMA II POOL 004747 | FIXED INCOME | 7/20/2040 | 5.0 | 9570 | 9805 |
| GNMA II POOL 004801 | FIXED INCOME | 9/20/2040 | 4.5 | 4044 | 4058 |
| GNMA II POOL 004802 | FIXED INCOME | 9/20/2040 | 5.0 | 38297 | 39237 |
| GNMA II POOL 004837 | FIXED INCOME | 10/20/2040 | 6.0 | 10899 | 11572 |
| GNMA II POOL 004855 | FIXED INCOME | 11/20/2040 | 5.0 | 66898 | 68539 |
| GNMA II POOL 004923 | FIXED INCOME | 1/20/2041 | 4.5 | 19455 | 19519 |
| GNMA II POOL 004978 | FIXED INCOME | 3/20/2041 | 4.5 | 724564 | 726945 |
| GNMA II POOL 004991 | FIXED INCOME | 3/20/2041 | 6.0 | 130133 | 138174 |
| GNMA II POOL 005085 | FIXED INCOME | 6/20/2041 | 6.0 | 108628 | 115340 |
| GNMA II POOL 005189 | FIXED INCOME | 9/20/2041 | 6.0 | 42504 | 45129 |
| GNMA II POOL 005240 | FIXED INCOME | 11/20/2041 | 6.0 | 1339 | 1421 |
| GNMA II POOL 780840 | FIXED INCOME | 7/20/2028 | 8.5 | 621 | 627 |
| GNMA II POOL 783050 | FIXED INCOME | 7/20/2040 | 5.0 | 201375 | 206317 |
| GNMA II POOL 784106 | FIXED INCOME | 1/20/2046 | 3.5 | 41449 | 38767 |
| GNMA II POOL 784825 | FIXED INCOME | 10/20/2049 | 3.5 | 34071 | 31125 |
| GNMA II POOL 784894 | FIXED INCOME | 2/20/2048 | 3.5 | 252145 | 232718 |
| GNMA II POOL 784905 | FIXED INCOME | 1/20/2050 | 3.0 | 209474 | 185829 |
| GNMA II POOL 785218 | FIXED INCOME | 12/20/2050 | 2.0 | 246048 | 200688 |
| GNMA II POOL 785219 | FIXED INCOME | 12/20/2050 | 2.0 | 243049 | 198549 |
| GNMA II POOL 785220 | FIXED INCOME | 12/20/2050 | 2.0 | 189693 | 155748 |
| GNMA II POOL 785221 | FIXED INCOME | 12/20/2050 | 2.0 | 242359 | 199421 |
| GNMA II POOL 785359 | FIXED INCOME | 3/20/2051 | 2.0 | 127969 | 104895 |
| GNMA II POOL 785360 | FIXED INCOME | 3/20/2051 | 2.0 | 71652 | 58656 |
| GNMA II POOL 785558 | FIXED INCOME | 7/20/2051 | 2.5 | 2108703 | 1799148 |
| GNMA II POOL 785791 | FIXED INCOME | 12/20/2051 | 2.5 | 2896624 | 2470730 |
| GNMA II POOL 785944 | FIXED INCOME | 2/20/2052 | 3.0 | 575790 | 515117 |
| GNMA II POOL 786077 | FIXED INCOME | 3/20/2052 | 3.0 | 142083 | 126752 |
| GNMA II POOL 786082 | FIXED INCOME | 11/20/2051 | 3.0 | 207376 | 186093 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA II POOL 786095 | FIXED INCOME | 4/20/2052 | 3.0 | 275889 | 247075 |
| GNMA II POOL 786107 | FIXED INCOME | 3/20/2052 | 3.0 | 71294 | 63877 |
| GNMA II POOL 786150 | FIXED INCOME | 3/20/2052 | 3.0 | 293213 | 261640 |
| GNMA II POOL 786335 | FIXED INCOME | 9/20/2052 | 4.5 | 364538 | 358343 |
| GNMA II POOL 786340 | FIXED INCOME | 9/20/2052 | 5.0 | 150155 | 151254 |
| GNMA II POOL 786583 | FIXED INCOME | 3/20/2052 | 3.0 | 635989 | 568081 |
| GNMA II POOL 786726 | FIXED INCOME | 3/20/2051 | 2.0 | 566514 | 462892 |
| GNMA II POOL 786823 | FIXED INCOME | 7/20/2053 | 5.5 | 80325 | 82204 |
| GNMA II POOL 786835 | FIXED INCOME | 8/20/2053 | 5.5 | 241440 | 247088 |
| GNMA II POOL 786843 | FIXED INCOME | 3/20/2052 | 3.0 | 153355 | 136998 |
| GNMA II POOL 787097 | FIXED INCOME | 8/20/2053 | 5.0 | 141684 | 142207 |
| GNMA II POOL 787154 | FIXED INCOME | 11/20/2053 | 6.5 | 61353 | 64315 |
| GNMA II POOL 787228 | FIXED INCOME | 1/20/2054 | 6.0 | 596889 | 619017 |
| GNMA II POOL 787236 | FIXED INCOME | 1/20/2054 | 6.5 | 167358 | 174973 |
| GNMA II POOL 787259 | FIXED INCOME | 2/20/2051 | 2.0 | 88164 | 72267 |
| GNMA II POOL BC4732 | FIXED INCOME | 10/20/2047 | 3.5 | 192734 | 180000 |
| GNMA II POOL BD0384 | FIXED INCOME | 10/20/2047 | 3.5 | 162966 | 152199 |
| GNMA II POOL BM7534 | FIXED INCOME | 2/20/2050 | 3.5 | 51059 | 46639 |
| GNMA II POOL BM9734 | FIXED INCOME | 10/20/2049 | 4.0 | 22741 | 21791 |
| GNMA II POOL BM9743 | FIXED INCOME | 11/20/2049 | 4.0 | 316517 | 303296 |
| GNMA II POOL BS1728 | FIXED INCOME | 1/20/2050 | 4.0 | 29085 | 27870 |
| GNMA II POOL BS1742 | FIXED INCOME | 2/20/2050 | 4.0 | 26277 | 25179 |
| GNMA II POOL BS1757 | FIXED INCOME | 3/20/2050 | 4.0 | 28263 | 27004 |
| GNMA II POOL BS8420 | FIXED INCOME | 4/20/2050 | 4.0 | 116590 | 111397 |
| GNMA II POOL CI1513 | FIXED INCOME | 3/20/2052 | 3.0 | 255241 | 222749 |
| GNMA II POOL CL5523 | FIXED INCOME | 4/20/2052 | 3.0 | 62942 | 55689 |
| GNMA II POOL MA1995 | FIXED INCOME | 6/20/2044 | 3.5 | 135855 | 127884 |
| GNMA II POOL MA3521 | FIXED INCOME | 3/20/2046 | 3.5 | 154342 | 144354 |
| GNMA II POOL MA3597 | FIXED INCOME | 4/20/2046 | 3.5 | 154634 | 144430 |
| GNMA II POOL MA3663 | FIXED INCOME | 5/20/2046 | 3.5 | 496247 | 463501 |
| GNMA II POOL MA4068 | FIXED INCOME | 11/20/2046 | 3.0 | 72209 | 65865 |
| GNMA II POOL MA4654 | FIXED INCOME | 8/20/2047 | 4.5 | 87099 | 86736 |
| GNMA II POOL MA5138 | FIXED INCOME | 4/20/2048 | 4.5 | 129545 | 128668 |
| GNMA II POOL MA5193 | FIXED INCOME | 5/20/2048 | 4.5 | 193208 | 191900 |
| GNMA II POOL MA5265 | FIXED INCOME | 6/20/2048 | 4.5 | 259201 | 257041 |
| GNMA II POOL MA5399 | FIXED INCOME | 8/20/2048 | 4.5 | 578803 | 573981 |
| GNMA II POOL MA5467 | FIXED INCOME | 9/20/2048 | 4.5 | 764 | 758 |
| GNMA II POOL MA5529 | FIXED INCOME | 10/20/2048 | 4.5 | 130185 | 129101 |
| GNMA II POOL MA5530 | FIXED INCOME | 10/20/2048 | 5.0 | 99156 | 100507 |
| GNMA II POOL MA5595 | FIXED INCOME | 11/20/2048 | 4.0 | 9491 | 9143 |
| GNMA II POOL MA5597 | FIXED INCOME | 11/20/2048 | 5.0 | 99471 | 100826 |
| GNMA II POOL MA5652 | FIXED INCOME | 12/20/2048 | 4.5 | 216393 | 214590 |
| GNMA II POOL MA5711 | FIXED INCOME | 1/20/2049 | 4.5 | 804332 | 797631 |
| GNMA II POOL MA5764 | FIXED INCOME | 2/20/2049 | 4.5 | 145419 | 144208 |
| GNMA II POOL MA5877 | FIXED INCOME | 4/20/2049 | 4.5 | 97449 | 96637 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA II POOL MA6157 | FIXED INCOME | 9/20/2049 | 5.0 | 84782 | 86004 |
| GNMA II POOL MA6477 | FIXED INCOME | 2/20/2050 | 4.5 | 76969 | 76328 |
| GNMA II POOL MA6544 | FIXED INCOME | 3/20/2050 | 4.5 | 54336 | 53883 |
| GNMA II POOL MA6603 | FIXED INCOME | 4/20/2050 | 5.0 | 112393 | 114639 |
| GNMA II POOL MA6711 | FIXED INCOME | 6/20/2050 | 3.5 | 532664 | 494705 |
| GNMA II POOL MA6767 | FIXED INCOME | 7/20/2050 | 3.5 | 53450 | 49646 |
| GNMA II POOL MA6818 | FIXED INCOME | 8/20/2050 | 2.0 | 51702 | 42929 |
| GNMA II POOL MA6997 | FIXED INCOME | 11/20/2050 | 3.5 | 633844 | 588745 |
| GNMA II POOL MA7056 | FIXED INCOME | 12/20/2050 | 4.5 | 61843 | 61328 |
| GNMA II POOL MA7184 | FIXED INCOME | 2/20/2051 | 2.0 | 536136 | 435922 |
| GNMA II POOL MA7303 | FIXED INCOME | 4/20/2051 | 2.0 | 478794 | 389280 |
| GNMA II POOL MA7312 | FIXED INCOME | 4/20/2051 | 2.5 | 1045068 | 903725 |
| GNMA II POOL MA7472 | FIXED INCOME | 7/20/2051 | 2.5 | 259849 | 224669 |
| GNMA II POOL MA7534 | FIXED INCOME | 8/20/2051 | 2.5 | 66304 | 57324 |
| GNMA II POOL MA7989 | FIXED INCOME | 4/20/2052 | 3.5 | 74522 | 68954 |
| GNMA II POOL MA8202 | FIXED INCOME | 8/20/2052 | 5.0 | 291840 | 293730 |
| GNMA II POOL MA8428 | FIXED INCOME | 11/20/2052 | 5.0 | 75757 | 76114 |
| GNMA II POOL MA8726 | FIXED INCOME | 3/20/2053 | 5.5 | 338898 | 344644 |
| GNMA II POOL MA8796 | FIXED INCOME | 4/20/2053 | 3.0 | 218929 | 197763 |
| GNMA II POOL MA8801 | FIXED INCOME | 4/20/2053 | 5.5 | 762906 | 775653 |
| GNMA II POOL MA8879 | FIXED INCOME | 5/20/2053 | 5.5 | 1019801 | 1036714 |
| GNMA II TBA 30 YR 4 | FIXED INCOME | 2/15/2056 | 4.0 | 9200000 | 8687505 |
| GNMA II TBA 30 YR 4.5 | FIXED INCOME | 2/19/2056 | 4.5 | 7700000 | 7502626 |
| GNMA II TBA 30 YR 5 | FIXED INCOME | 1/15/2055 | 5.0 | 8700000 | 8680756 |
| GNMA II TBA 30 YR 6 | FIXED INCOME | 2/19/2056 | 6.0 | 3900000 | 3971136 |
| GNMA POOL 486470 | FIXED INCOME | 8/15/2028 | 6.5 | 193 | 197 |
| GNMA POOL 486516 | FIXED INCOME | 9/15/2028 | 6.5 | 254 | 259 |
| GNMA POOL 617327 | FIXED INCOME | 12/15/2036 | 6.0 | 12544 | 12992 |
| GNMA POOL 617567 | FIXED INCOME | 6/15/2037 | 6.0 | 331 | 350 |
| GNMA POOL 661534 | FIXED INCOME | 12/15/2036 | 6.0 | 11894 | 12652 |
| GNMA POOL 662583 | FIXED INCOME | 9/15/2037 | 6.0 | 43056 | 45780 |
| GNMA POOL 780851 | FIXED INCOME | 12/15/2027 | 7.5 | 161 | 162 |
| GNMA POOL 781001 | FIXED INCOME | 3/15/2029 | 7.5 | 858 | 880 |
| GNMA POOL 783473 | FIXED INCOME | 11/15/2041 | 3.5 | 202378 | 190802 |
| GNMA POOL 783669 | FIXED INCOME | 9/15/2042 | 3.0 | 100742 | 93160 |
| GNMA POOL 784571 | FIXED INCOME | 6/15/2048 | 3.5 | 376997 | 353286 |
| GNMA POOL AA5649 | FIXED INCOME | 9/15/2042 | 3.0 | 264609 | 244694 |
| GNMA POOL AB2892 | FIXED INCOME | 9/15/2042 | 3.0 | 233704 | 216126 |
| GNMA POOL AB9108 | FIXED INCOME | 10/15/2042 | 3.0 | 506577 | 468475 |
| GNMA POOL BS8439 | FIXED INCOME | 5/15/2050 | 3.5 | 94558 | 86365 |
| GNMA POOL BT3503 | FIXED INCOME | 2/15/2050 | 4.0 | 57732 | 55401 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/24/2029 | 6.5 | 600000 | 636894 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 1/28/2031 | 5.2 | 300000 | 309948 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 1/28/2031 | 5.0 | 300000 | 300432 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 6/5/2028 | 3.7 | 920000 | 915446 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 5/1/2029 | 4.2 | 260000 | 260549 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 2/7/2030 | 2.6 | 6000000 | 5641500 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 3/15/2028 | 3.6 | 239000 | 237666 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 6/15/2027 | 4.4 | 330000 | 330330 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 5/22/2045 | 5.2 | 690000 | 647517 |
| | GOODMAN US FIN FOUR | FIXED INCOME | 10/15/2037 | 4.5 | 700000 | 653324 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 11/16/2047 | 2.8 | 117694 | 106971 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/16/2048 | 3.5 | 3362 | 3265 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/16/2060 | 1.0 | 171245 | 121625 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/20/2049 | 3.0 | 217010 | 195097 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2052 | 2.0 | 273923 | 230052 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 2/20/2052 | 2.5 | 139145 | 120867 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 241872 | 241872 |
| | GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 5/10/2034 | 2.9 | 848541 | 735745 |
| | HARBOUR ENERGY PLC | FIXED INCOME | 4/1/2035 | 6.3 | 1200000 | 1217580 |
| | HCA INC | FIXED INCOME | 2/15/2027 | 4.5 | 10000 | 10022 |
| | HCA INC | FIXED INCOME | 11/15/2030 | 4.3 | 1700000 | 1695053 |
| | HERTZ VEHICLE FINANCING LLC | FIXED INCOME | 12/27/2027 | 1.7 | 370000 | 362863 |
| | HILTON GRAND VACATIONS TRUST | FIXED INCOME | 3/25/2038 | 5.5 | 485419 | 494171 |
| | HILTON GRAND VACATIONS TRUST | FIXED INCOME | 1/25/2038 | 5.7 | 609982 | 619781 |
| | HOME DEPOT INC | FIXED INCOME | 4/15/2030 | 2.7 | 230000 | 217670 |
| | HOME DEPOT INC | FIXED INCOME | 3/15/2031 | 1.4 | 80000 | 69554 |
| | HOME DEPOT INC | FIXED INCOME | 4/15/2032 | 3.3 | 80000 | 75408 |
| | HOWMET AEROSPACE INC | FIXED INCOME | 1/15/2029 | 3.0 | 980000 | 950600 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 6/19/2029 | 4.6 | 200000 | 201880 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 11/22/2032 | 2.9 | 200000 | 181654 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 11/3/2028 | 7.4 | 900000 | 951498 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 8/14/2027 | 5.5 | 1000000 | 1006150 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 11/6/2031 | 4.6 | 2100000 | 2107287 |
| | HUMANA INC | FIXED INCOME | 12/1/2042 | 4.6 | 60000 | 51753 |
| | HUMANA INC | FIXED INCOME | 3/15/2027 | 4.0 | 30000 | 29934 |
| | HUMANA INC | FIXED INCOME | 3/23/2029 | 3.7 | 180000 | 176735 |
| | HUNDRED ACRE WOOD TRUST | FIXED INCOME | 10/25/2051 | 4.9 | 967515 | 898862 |
| | HUNDRED ACRE WOOD TRUST | FIXED INCOME | 12/25/2051 | 5.0 | 1052817 | 981660 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 9/15/2028 | 2.1 | 400000 | 378092 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 9/24/2027 | 4.3 | 1160000 | 1163434 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 11/1/2027 | 4.9 | 700000 | 709170 |
| | INTEL CORP | FIXED INCOME | 12/8/2047 | 3.7 | 206000 | 146839 |
| | INTEL CORP | FIXED INCOME | 8/12/2028 | 1.6 | 180000 | 168889 |
| | INTEL CORP | FIXED INCOME | 8/12/2051 | 3.1 | 100000 | 61588 |
| | INTEL CORP | FIXED INCOME | 2/10/2030 | 5.1 | 900000 | 923301 |
| | IPALCO ENTERPRISES INC | FIXED INCOME | 4/1/2034 | 5.8 | 1000000 | 1021570 |
| | JAMESTOWN CLO LTD | FIXED INCOME | 7/25/2035 | 5.1 | 1200000 | 1198188 |
| | JAPANESE YEN | CASH |  |  | 15683 | 100 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 10/25/2048 | 3.5 | 113880 | 102563 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 5/25/2050 | 3.5 | 577295 | 522510 |
|  | JP MORGAN SEC INC | EQUITY |  |  | (251000) | (251000) |
| \* | JPMBB COMMERCIAL MORTGAGE SECU | FIXED INCOME | 11/15/2047 | 4.1 | 880000 | 861342 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/1/2027 | 4.3 | 170000 | 171284 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 5/1/2028 | 3.5 | 940000 | 934849 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 7/23/2029 | 4.2 | 470000 | 471372 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 12/5/2029 | 4.5 | 160000 | 161670 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2031 | 2.5 | 230000 | 214372 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2032 | 2.6 | 280000 | 256110 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 6/14/2030 | 4.6 | 400000 | 404872 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/23/2030 | 5.0 | 7500000 | 7692600 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/22/2030 | 4.6 | 800000 | 811152 |
|  | KAZMUNAYGAS NATIONAL CO | FIXED INCOME | 4/19/2047 | 5.8 | 250000 | 236265 |
|  | KBC GROUP NV | FIXED INCOME | 1/19/2029 | 5.8 | 400000 | 412900 |
|  | KENVUE INC | FIXED INCOME | 3/22/2033 | 4.9 | 370000 | 377851 |
|  | KKR GROUP FIN CO II | FIXED INCOME | 2/1/2043 | 5.5 | 70000 | 68587 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2028 | 4.0 | 400000 | 400008 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2030 | 4.1 | 400000 | 399352 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2035 | 4.7 | 300000 | 298929 |
|  | LAS VEGAS SANDS CORP | FIXED INCOME | 8/15/2029 | 6.0 | 110000 | 114868 |
|  | LAZARD GROUP LLC | FIXED INCOME | 3/15/2031 | 6.0 | 600000 | 635136 |
|  | LEHMAN BROTHERS HOLDINGS | FIXED INCOME | 12/28/2017 | 6.8 | 3100000 | 31 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 3/22/2028 | 4.4 | 530000 | 533387 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 11/26/2035 | 5.6 | 700000 | 732445 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 3/18/2028 | 3.8 | 1300000 | 1295502 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 1/5/2028 | 5.5 | 200000 | 202728 |
|  | LOANCORE 2021 CRE6 ISSUER, LTD | FIXED INCOME | 11/15/2038 | 5.2 | 101705 | 101717 |
|  | LOANCORE 2022 CRE7 ISSUER LTD. | FIXED INCOME | 1/17/2037 | 5.5 | 346907 | 346476 |
|  | LOUISIANA ST LOCAL GOVT ENVRNM | FIXED INCOME | 2/1/2033 | 4.1 | 1300000 | 1297298 |
|  | LOUISIANA ST LOCAL GOVT ENVRNM | FIXED INCOME | 2/1/2036 | 4.3 | 2600000 | 2583671 |
|  | LOWE S COS INC | FIXED INCOME | 9/15/2028 | 1.7 | 210000 | 198009 |
|  | LPL HOLDINGS INC | FIXED INCOME | 3/15/2030 | 5.2 | 1700000 | 1741174 |
|  | MADISON PARK FUNDING LTD | FIXED INCOME | 10/19/2034 | 4.9 | 2350000 | 2349765 |
|  | MARRIOTT INTERNATIONAL | FIXED INCOME | 10/15/2031 | 4.5 | 1600000 | 1605472 |
|  | MARS INC | FIXED INCOME | 4/1/2030 | 3.2 | 910000 | 875966 |
|  | MARSH + MCLENNAN COS INC | FIXED INCOME | 11/8/2027 | 4.6 | 740000 | 749191 |
|  | MCDONALD S CORP | FIXED INCOME | 3/1/2027 | 3.5 | 370000 | 368476 |
|  | MCDONALD S CORP | FIXED INCOME | 4/1/2028 | 3.8 | 130000 | 129844 |
|  | MCDONALD S CORP | FIXED INCOME | 3/1/2030 | 2.1 | 190000 | 175689 |
|  | MCDONALD S CORP | FIXED INCOME | 7/1/2027 | 3.5 | 180000 | 179048 |
|  | MERCEDES BENZ AUTO RECEIVABLES | FIXED INCOME | 11/15/2027 | 4.5 | 255499 | 256007 |
|  | MET TOWER GLOBAL FUNDING | FIXED INCOME | 9/16/2030 | 4.2 | 2000000 | 1991720 |
|  | MEXICAN PESO (NEW) | CASH |  |  | 1327748 | 73848 |
|  | MF1 MULTIFAMILY HOUSING MORTGA | FIXED INCOME | 10/16/2036 | 4.9 | 245735 | 245587 |
|  | MICRON TECHNOLOGY INC | FIXED INCOME | 2/9/2033 | 5.9 | 120000 | 127700 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | MID ATLANTIC INTERSTATE | FIXED INCOME | 5/15/2028 | 4.1 | 70000 | 70076 |
| | MIDAMERICAN ENERGY CO | FIXED INCOME | 4/15/2029 | 3.7 | 520000 | 514238 |
| | MILL CITY MORTGAGE TRUST | FIXED INCOME | 9/25/2057 | 3.7 | 543695 | 540181 |
| | MILL CITY MORTGAGE TRUST | FIXED INCOME | 10/25/2069 | 3.3 | 103552 | 101481 |
| | MIZUHO FINANCIAL GROUP | FIXED INCOME | 9/13/2030 | 2.9 | 1700000 | 1615714 |
| | MIZUHO FINANCIAL GROUP | FIXED INCOME | 5/27/2029 | 5.7 | 500000 | 517870 |
| | MONONGAHELA POWER CO | FIXED INCOME | 5/15/2027 | 3.6 | 2000000 | 1987840 |
| | MORGAN STANLEY | FIXED INCOME | 1/23/2030 | 4.4 | 30000 | 30182 |
| | MORGAN STANLEY | FIXED INCOME | 1/22/2031 | 2.7 | 270000 | 253503 |
| | MORGAN STANLEY | FIXED INCOME | 4/1/2031 | 3.6 | 480000 | 466718 |
| | MORGAN STANLEY | FIXED INCOME | 1/24/2029 | 3.8 | 620000 | 616516 |
| | MORGAN STANLEY | FIXED INCOME | 11/1/2029 | 6.4 | 500000 | 530050 |
| | MORGAN STANLEY | FIXED INCOME | 1/16/2030 | 5.2 | 6000000 | 6164220 |
| | MORGAN STANLEY | FIXED INCOME | 4/13/2028 | 5.0 | 700000 | 702947 |
| | MORGAN STANLEY | FIXED INCOME | 4/18/2030 | 5.7 | 100000 | 104262 |
| | MORGAN STANLEY | FIXED INCOME | 7/19/2030 | 5.0 | 800000 | 820992 |
| | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 12/15/2049 | 3.3 | 1993281 | 1970899 |
| | MORGAN STANLEY PVT BANK | FIXED INCOME | 7/6/2028 | 4.8 | 3300000 | 3304455 |
| | MORGAN STANLEY RESIDENTIAL MOR | FIXED INCOME | 6/25/2054 | 6.5 | 583040 | 596052 |
| | MORGAN STANLEY RESIDENTIAL MOR | FIXED INCOME | 2/25/2054 | 6.5 | 433472 | 442397 |
| | MOUNTAIN VIEW CLO | FIXED INCOME | 10/15/2034 | 6.8 | 1200000 | 1199400 |
| | MPLX LP | FIXED INCOME | 3/1/2047 | 5.2 | 120000 | 107540 |
| | MPLX LP | FIXED INCOME | 4/15/2038 | 4.5 | 50000 | 45735 |
| | MPLX LP | FIXED INCOME | 4/15/2048 | 4.7 | 420000 | 350309 |
| | MPLX LP | FIXED INCOME | 2/15/2029 | 4.8 | 170000 | 172628 |
| | MPLX LP | FIXED INCOME | 12/1/2047 | 5.2 | 200000 | 178274 |
| | MSWF COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 12/15/2056 | 6.0 | 510000 | 550840 |
| | MUTUAL OF OMAHA GLOBAL | FIXED INCOME | 10/15/2029 | 4.8 | 600000 | 610008 |
| | NATIONAL GRID PLC | FIXED INCOME | 6/12/2033 | 5.8 | 500000 | 532550 |
| | NATIONAL SECS CLEARING | FIXED INCOME | 5/30/2028 | 5.0 | 850000 | 870519 |
| | NATWEST MARKETS PLC | FIXED INCOME | 3/21/2030 | 5.0 | 1700000 | 1746546 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 1/15/2069 | 1.3 | 570351 | 543949 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 4/25/2040 | 4.6 | 477236 | 462887 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 3/25/2066 | 5.1 | 726567 | 731928 |
| | NELNET STUDENT LOAN TRUST | FIXED INCOME | 6/22/2065 | 4.7 | 1051218 | 1046316 |
| | NELNET STUDENT LOAN TRUST | FIXED INCOME | 6/22/2065 | 5.3 | 860088 | 867626 |
| \* | NEUBERGER BERMAN CLO LTD | FIXED INCOME | 10/14/2036 | 5.0 | 2500000 | 2496385 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 9/25/2059 | 2.5 | 295641 | 280806 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 11/26/2035 | 3.8 | 796302 | 775538 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 5/25/2057 | 4.0 | 702529 | 680714 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 3/27/2062 | 3.1 | 961584 | 913888 |
|  | NEW S WALES TREASURY CRP | FIXED INCOME | 3/20/2034 | 1.8 | 1200000 | 620130 |
|  | NEW S WALES TREASURY CRP | FIXED INCOME | 2/20/2037 | 4.8 | 200000 | 125444 |
| \* | NEW YORK LIFE GLOBAL FDG | FIXED INCOME | 8/7/2030 | 1.2 | 1400000 | 1225728 |
|  | NEW YORK MORTGAGE TRUST | FIXED INCOME | 7/25/2061 | 2.0 | 375338 | 353555 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| NEW YORK ST URBAN DEV CORP REV | FIXED INCOME | 3/15/2030 | 1.9 | 2000000 | 1836544 |
| NEW ZEALAND DOLLAR | CASH |  |  | 467 | 268 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 6/1/2030 | 2.3 | 1800000 | 1657206 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 2/28/2028 | 4.9 | 800000 | 815320 |
| NIAGARA MOHAWK POWER | FIXED INCOME | 12/15/2028 | 4.3 | 600000 | 600324 |
| NIKE INC | FIXED INCOME | 3/27/2027 | 2.8 | 190000 | 187817 |
| NJ TRUST 2023 GSP | FIXED INCOME | 1/6/2029 | 6.5 | 390000 | 408512 |
| NLG GLOBAL FUNDING | FIXED INCOME | 9/15/2030 | 4.4 | 1700000 | 1682932 |
| NNN REIT INC | FIXED INCOME | 10/15/2027 | 3.5 | 1500000 | 1487445 |
| NOMURA HOLDINGS INC | FIXED INCOME | 1/16/2030 | 3.1 | 1700000 | 1615986 |
| NORTHWESTERN CORP | FIXED INCOME | 3/21/2030 | 5.1 | 2200000 | 2256210 |
| NTT FINANCE CORP | FIXED INCOME | 7/16/2028 | 4.6 | 200000 | 202590 |
| NUVEEN LLC | FIXED INCOME | 1/15/2030 | 5.6 | 700000 | 729407 |
| NYC TRUST | FIXED INCOME | 8/15/2029 | 5.7 | 270000 | 270355 |
| OAK STREET INVESTMENT GRADE NE | FIXED INCOME | 11/20/2050 | 1.9 | 648946 | 590165 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 3/15/2046 | 6.6 | 690000 | 712177 |
| OCEAN TRAILS CLO | FIXED INCOME | 10/15/2034 | 5.2 | 1200000 | 1198932 |
| OMEGA HLTHCARE INVESTORS | FIXED INCOME | 1/15/2028 | 4.8 | 1700000 | 1714399 |
| ONEOK INC | FIXED INCOME | 11/1/2026 | 5.6 | 90000 | 90965 |
| ONEOK INC | FIXED INCOME | 11/1/2030 | 5.8 | 150000 | 158226 |
| ONEOK INC | FIXED INCOME | 9/1/2053 | 6.6 | 140000 | 147224 |
| ONEOK INC | FIXED INCOME | 11/1/2034 | 5.1 | 900000 | 893853 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 5/25/2061 | 1.1 | 796940 | 664149 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 1/25/2064 | 6.0 | 788862 | 798278 |
| ORACLE CORP | FIXED INCOME | 4/1/2030 | 3.0 | 60000 | 55396 |
| ORACLE CORP | FIXED INCOME | 4/1/2050 | 3.6 | 1780000 | 1114405 |
| ORACLE CORP | FIXED INCOME | 3/25/2026 | 1.7 | 420000 | 417316 |
| ORACLE CORP | FIXED INCOME | 3/25/2031 | 2.9 | 500000 | 448570 |
| ORACLE CORP | FIXED INCOME | 5/6/2030 | 4.7 | 110000 | 109033 |
| ORACLE CORP | FIXED INCOME | 9/27/2054 | 5.4 | 300000 | 243564 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2027 | 2.1 | 160000 | 155133 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 2/1/2031 | 2.5 | 200000 | 180214 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2040 | 3.3 | 50000 | 37996 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2050 | 3.5 | 90000 | 60928 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 3/1/2032 | 4.4 | 1400000 | 1367436 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 10/15/2032 | 5.1 | 1600000 | 1611808 |
| PARALLEL LTD | FIXED INCOME | 7/15/2034 | 5.0 | 2500000 | 2500223 |
| PERTAMINA PERSERO PT | FIXED INCOME | 5/3/2042 | 6.0 | 680000 | 692600 |
| PERUSAHAAN LISTRIK NEGAR | FIXED INCOME | 5/15/2027 | 4.1 | 380000 | 378902 |
| PERUSAHAAN LISTRIK NEGAR | FIXED INCOME | 5/21/2048 | 6.2 | 650000 | 659978 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 5/1/2030 | 2.1 | 230000 | 210800 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 2/13/2029 | 4.9 | 120000 | 122935 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 2/13/2031 | 5.1 | 30000 | 31107 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 11/1/2027 | 4.4 | 850000 | 857778 |
| PIONEER NATURAL RESOURCE | FIXED INCOME | 8/15/2030 | 1.9 | 490000 | 444244 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| PIONEER NATURAL RESOURCE | FIXED INCOME | 1/15/2031 | 2.2 | 510000 | 463177 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 6/12/2029 | 5.6 | 330000 | 342230 |
| POLISH ZLOTY | CASH |  |  | 904 | 252 |
| POUND STERLING | CASH |  |  | 553698 | 744751 |
| PRINCIPAL LFE GLB FND II | FIXED INCOME | 11/27/2029 | 5.0 | 200000 | 204500 |
| PRKCM TRUST | FIXED INCOME | 8/25/2056 | 1.5 | 962108 | 828673 |
| PROSUS NV | FIXED INCOME | 7/13/2031 | 3.1 | 720000 | 655164 |
| PROVINCE OF QUEBEC | FIXED INCOME | 7/22/2036 | 8.0 | 280000 | 352772 |
| QUANTA SERVICES INC | FIXED INCOME | 8/9/2028 | 4.3 | 1600000 | 1608944 |
| QUEENSLAND TREASURY CORP | FIXED INCOME | 8/20/2032 | 1.5 | 1200000 | 646153 |
| QUEENSLAND TREASURY CORP | FIXED INCOME | 8/22/2035 | 4.5 | 300000 | 187439 |
| RELIANCE INDUSTRIES LTD | FIXED INCOME | 1/12/2032 | 2.9 | 440000 | 401478 |
| RELIANCE INDUSTRIES LTD | FIXED INCOME | 1/12/2052 | 3.6 | 780000 | 572567 |
| REPUBLIC OF CHILE | FIXED INCOME | 5/7/2041 | 3.1 | 480000 | 368496 |
| REPUBLIC OF CHILE | FIXED INCOME | 1/31/2034 | 3.5 | 1300000 | 1194752 |
| REPUBLIC OF INDONESIA | FIXED INCOME | 1/8/2047 | 5.3 | 290000 | 288396 |
| REPUBLIC OF KAZAKHSTAN | FIXED INCOME | 10/14/2044 | 4.9 | 690000 | 631868 |
| REPUBLIC OF PERU | FIXED INCOME | 3/14/2037 | 6.6 | 510000 | 563397 |
| REPUBLIC OF PERU | FIXED INCOME | 8/8/2054 | 5.9 | 700000 | 692608 |
| REYNOLDS AMERICAN INC | FIXED INCOME | 8/15/2045 | 5.9 | 270000 | 266188 |
| ROCHESTER GAS + ELECTRIC | FIXED INCOME | 6/1/2027 | 3.1 | 1000000 | 990160 |
| ROLLS ROYCE PLC | FIXED INCOME | 10/15/2027 | 5.8 | 400000 | 409740 |
| ROMANIA | FIXED INCOME | 1/28/2032 | 2.0 | 1600000 | 1604976 |
| ROMANIA | FIXED INCOME | 4/14/2033 | 2.0 | 2200000 | 2100105 |
| RTX CORP | FIXED INCOME | 7/1/2030 | 2.3 | 30000 | 27652 |
| RTX CORP | FIXED INCOME | 3/15/2031 | 6.0 | 200000 | 215666 |
| RWE FINANCE US LLC | FIXED INCOME | 9/18/2035 | 5.1 | 2100000 | 2091558 |
| S+P GLOBAL INC | FIXED INCOME | 3/1/2029 | 2.7 | 400000 | 384820 |
| SALES TAX SECURITIZATION CORP | FIXED INCOME | 1/1/2035 | 3.1 | 1700000 | 1497586 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 9/11/2030 | 4.9 | 575000 | 581848 |
| SANTOS FINANCE LTD | FIXED INCOME | 9/19/2033 | 6.9 | 200000 | 218370 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 1/13/2031 | 5.4 | 1400000 | 1464876 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 3/5/2037 | 3.8 | 2000000 | 2308758 |
| SFO COMMERICAL MORTGAGE TRUST | FIXED INCOME | 5/15/2038 | 5.0 | 2300000 | 2283055 |
| SHELL INTERNATIONAL FIN | FIXED INCOME | 5/10/2026 | 2.9 | 150000 | 149486 |
| SINGAPORE DOLLAR | CASH |  |  | 283 | 220 |
| SLM STUDENT LOAN TRUST | FIXED INCOME | 6/15/2039 | 4.3 | 461804 | 448996 |
| SLM STUDENT LOAN TRUST | FIXED INCOME | 10/15/2041 | 8.6 | 338167 | 352153 |
| SMALL BUSINESS ADMINISTRATION | FIXED INCOME | 4/1/2039 | 3.0 | 100039 | 94138 |
| SMALL BUSINESS ADMINISTRATION | FIXED INCOME | 7/1/2044 | 2.7 | 160410 | 144202 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 1/15/2053 | 3.0 | 645076 | 583634 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 9/15/2037 | 2.2 | 116563 | 113396 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 2/15/2051 | 1.7 | 129401 | 122458 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 6/15/2037 | 4.9 | 147082 | 147012 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 3/15/2056 | 5.2 | 368846 | 375383 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 3/15/2056 | 5.4 | 1334122 | 1344788 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 6/17/2052 | 5.1 | 702337 | 698358 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 1/15/2053 | 1.4 | 549026 | 505038 |
| SNAM SPA | FIXED INCOME | 5/28/2035 | 5.8 | 400000 | 418844 |
| SOCIETE GENERALE | FIXED INCOME | 6/15/2027 | 4.7 | 1300000 | 1312688 |
| SOCIETE GENERALE | FIXED INCOME | 1/10/2029 | 6.4 | 600000 | 624024 |
| SOLRR AIRCRAFT 2021 1 LIMITED | FIXED INCOME | 10/15/2046 | 2.6 | 1041262 | 993372 |
| SOUTHERN CAL EDISON | FIXED INCOME | 6/1/2030 | 2.3 | 1500000 | 1362540 |
| SOUTHERN COPPER CORP | FIXED INCOME | 11/8/2042 | 5.3 | 1110000 | 1061571 |
| SOUTHERN NATURAL GAS | FIXED INCOME | 3/1/2032 | 8.0 | 500000 | 579450 |
| SOUTHWEST GAS CORP | FIXED INCOME | 3/15/2032 | 4.1 | 2100000 | 2028306 |
| SOUTHWESTERN ELEC POWER | FIXED INCOME | 9/15/2028 | 4.1 | 500000 | 500065 |
| STANDARD CHARTERED PLC | FIXED INCOME | 6/29/2032 | 2.7 | 1300000 | 1175200 |
| STARWOOD MORTGAGE RESIDENTIAL | FIXED INCOME | 4/25/2065 | 1.5 | 210586 | 205382 |
| STATE OF ISRAEL | FIXED INCOME | 7/3/2030 | 2.8 | 350000 | 325119 |
| STATE OF ISRAEL | FIXED INCOME | 1/15/2050 | 3.4 | 210000 | 140708 |
| STATE OF ISRAEL | FIXED INCOME | 3/12/2034 | 5.5 | 390000 | 403896 |
| STEELE CREEK CLO LTD | FIXED INCOME | 4/15/2031 | 5.2 | 42214 | 42197 |
| STELLANTIS FINANCIAL SER | FIXED INCOME | 9/15/2028 | 5.0 | 1050000 | 1064637 |
| STELLANTIS FINANCIAL SER | FIXED INCOME | 9/15/2030 | 5.4 | 1050000 | 1066275 |
| STORE MASTER FUNDING LLC | FIXED INCOME | 6/20/2053 | 6.2 | 217158 | 218290 |
| STRIPS | FIXED INCOME | 2/15/2042 |  | 3300000 | 1499908 |
| SUMITOMO MITSUI FINL GRP | FIXED INCOME | 1/13/2030 | 5.7 | 500000 | 525860 |
| SUTTER HEALTH | FIXED INCOME | 8/15/2033 | 5.2 | 900000 | 927477 |
| SWAP CCPC BANK OF AMERICA COC | EQUITY |  |  | 636000 | 636000 |
| SWEDBANK AB | FIXED INCOME | 9/20/2027 | 5.3 | 1000000 | 1021910 |
| SWISS FRANC | CASH |  |  | 374 | 472 |
| SWPC0JYY5 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2026 | 1.0 | (600000) | (600000) |
| SWPC0JYY5 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2026 | 1.0 | 600000 | 602670 |
| SWPC0KR12 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | (600000) | (600000) |
| SWPC0KR12 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2027 | 1.0 | 600000 | 599352 |
| SWPC0L126 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2027 | 1.0 | (2200000) | (2200000) |
| SWPC0L126 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2027 | 1.0 | 2200000 | 2221230 |
| SWPC0LEQ9 CDS USD P V 03MEVENT | FIXED INCOME | 12/20/2027 | 1.0 | (700000) | (700000) |
| SWPC0LEQ9 CDS USD R F 1.00000 | FIXED INCOME | 12/20/2027 | 1.0 | 700000 | 697827 |
| SWPC0LTK6 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2028 | 1.0 | (500000) | (500000) |
| SWPC0LTK6 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2028 | 1.0 | 500000 | 507341 |
| SWPC0NSQ0 CDS USD P V 03MEVENT | FIXED INCOME | 6/20/2030 | 1.0 | (600000) | (600000) |
| SWPC0NSQ0 CDS USD R F 1.00000 | FIXED INCOME | 6/20/2030 | 1.0 | 600000 | 591293 |
| SWPC0NZ33 CDS EUR P V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | (1100000) | (1291896) |
| SWPC0NZ33 CDS EUR R F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | 1100000 | 1308641 |
| SWU01H5Q7 IRS USD P V 12MSOFR | FIXED INCOME | 6/15/2027 | 3.8 | (5600000) | (5600000) |
| SWU01H5Q7 IRS USD R F 1.75000 | FIXED INCOME | 6/15/2027 | 1.8 | 5600000 | 5472578 |
| SWU01XJV6 IRS AUD P V 06MBBSW | FIXED INCOME | 3/20/2034 | 3.7 | (400000) | (266740) |
| SWU01XJV6 IRS AUD R F 4.50000 | FIXED INCOME | 3/20/2034 | 4.5 | 400000 | 263638 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SWU02BIN2 IRS MXN P V 01MTIEF | FIXED INCOME | 11/24/2028 | 7.4 | (38000000) | (2113518) |
| SWU02BIN2 IRS MXN R F 8.86500 | FIXED INCOME | 11/24/2028 | 8.9 | 38000000 | 2181551 |
| SWU02JZR7 IRS EUR P V 06MEURIB | FIXED INCOME | 3/18/2036 | 1.0 | (11700000) | (13741071) |
| SWU02JZR7 IRS EUR R F 2.75000 | FIXED INCOME | 3/18/2036 | 2.8 | 11700000 | 13496762 |
| T MOBILE USA INC | FIXED INCOME | 4/15/2050 | 4.5 | 300000 | 247749 |
| T MOBILE USA INC | FIXED INCOME | 4/15/2030 | 3.9 | 600000 | 590214 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2041 | 3.0 | 180000 | 134253 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2051 | 3.3 | 30000 | 20092 |
| T MOBILE USA INC | FIXED INCOME | 11/15/2031 | 2.3 | 200000 | 177462 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2028 | 2.1 | 70000 | 67204 |
| T MOBILE USA INC | FIXED INCOME | 2/15/2031 | 2.6 | 220000 | 201082 |
| T MOBILE USA INC | FIXED INCOME | 3/15/2032 | 2.7 | 680000 | 612265 |
| T MOBILE USA INC | FIXED INCOME | 1/15/2029 | 4.9 | 925000 | 945073 |
| TARGA RESOURCES PARTNERS | FIXED INCOME | 3/1/2030 | 5.5 | 400000 | 406804 |
| TD SYNNEX CORP | FIXED INCOME | 4/12/2034 | 6.1 | 400000 | 422920 |
| TELEFONICA EUROPE BV | FIXED INCOME | 9/15/2030 | 8.3 | 400000 | 459592 |
| TENN VALLEY AUTHORITY | FIXED INCOME | 9/15/2031 | 1.5 | 1400000 | 1227100 |
| TEXAS NATURAL GAS SECURITIZTN | FIXED INCOME | 4/1/2041 | 5.2 | 700000 | 716077 |
| TEXTAINER MARINE CONTAINERS LI | FIXED INCOME | 8/20/2049 | 5.3 | 404033 | 406709 |
| THAILAND BAHT | CASH |  |  | 760 | 24 |
| TIME WARNER CABLE ENTRMN | FIXED INCOME | 7/15/2033 | 8.4 | 240000 | 277402 |
| TIME WARNER CABLE LLC | FIXED INCOME | 5/1/2037 | 6.6 | 80000 | 81687 |
| TIME WARNER CABLE LLC | FIXED INCOME | 7/1/2038 | 7.3 | 400000 | 429692 |
| TIME WARNER CABLE LLC | FIXED INCOME | 6/15/2039 | 6.8 | 340000 | 344512 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 5/25/2058 | 4.8 | 319327 | 325149 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 10/27/2064 | 4.6 | 958654 | 961614 |
| TREASURY CORP VICTORIA | FIXED INCOME | 9/15/2033 | 2.3 | 600000 | 327290 |
| TRUIST FINANCIAL CORP | FIXED INCOME | 1/26/2029 | 4.9 | 130000 | 132046 |
| TRUIST FINANCIAL CORP | FIXED INCOME | 6/8/2027 | 6.0 | 260000 | 262067 |
| TSMC ARIZONA CORP | FIXED INCOME | 10/25/2031 | 2.5 | 1580000 | 1440202 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2044 | 1.4 | 1257282 | 1056436 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2045 | 0.8 | 967827 | 708253 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2046 | 1.0 | 274814 | 207952 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2049 | 1.0 | 388155 | 280412 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2050 | 0.3 | 1393007 | 805550 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2051 | 0.1 | 6377703 | 3461897 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2052 | 0.1 | 1286527 | 683467 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2053 | 1.5 | 657174 | 514508 |
| TSY INFL IX N/B | FIXED INCOME | 2/15/2054 | 2.1 | 954765 | 861769 |
| TSY INFL IX N/B | FIXED INCOME | 7/15/2034 | 1.9 | 5312461 | 5346079 |
| UBS GROUP AG | FIXED INCOME | 4/1/2031 | 4.2 | 1280000 | 1268954 |
| UBS GROUP AG | FIXED INCOME | 2/2/2027 | 1.3 | 800000 | 797952 |
| UBS GROUP AG | FIXED INCOME | 5/14/2032 | 3.1 | 380000 | 352743 |
| UBS GROUP AG | FIXED INCOME | 1/12/2027 | 5.7 | 200000 | 200068 |
| UBS GROUP AG | FIXED INCOME | 2/8/2030 | 5.4 | 1000000 | 1033500 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| UDR INC | FIXED INCOME | 1/15/2028 | 3.5 | 1600000 | 1581952 |
| UNITED KINGDOM GILT | FIXED INCOME | 7/31/2054 | 4.4 | 3245000 | 3831496 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/8/2044 | 4.8 | 530000 | 436317 |
| UNITED MEXICAN STATES | FIXED INCOME | 2/12/2052 | 4.4 | 820000 | 598182 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/7/2036 | 6.0 | 600000 | 608082 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/22/2031 | 4.8 | 200000 | 197546 |
| UNITED MEXICAN STATES | FIXED INCOME | 9/22/2035 | 5.6 | 200000 | 197136 |
| UNITED WHOLSALE MORTGAGE LLC | FIXED INCOME | 11/25/2051 | 5.0 | 1059521 | 989926 |
| UNITED WHOLSALE MORTGAGE LLC | FIXED INCOME | 12/25/2051 | 4.8 | 1065150 | 993578 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 1/15/2026 | 1.3 | 120000 | 119879 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2030 | 2.0 | 110000 | 100427 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2029 | 4.0 | 170000 | 169895 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2032 | 4.2 | 140000 | 138450 |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | 11900000 | (27742) |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | 13200000 | (83367) |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 14100000 | (1101) |
| US BANCORP | FIXED INCOME | 1/27/2028 | 2.2 | 40000 | 39287 |
| US BANCORP | FIXED INCOME | 2/1/2029 | 4.7 | 400000 | 405068 |
| US BANCORP | FIXED INCOME | 6/12/2029 | 5.8 | 270000 | 280787 |
| US DOLLAR | CASH |  |  | (4618903) | (4618903) |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | (800000) | 4750 |
| US TREASURY N/B | FIXED INCOME | 5/15/2041 | 4.4 | 6200000 | 6060500 |
| US TREASURY N/B | FIXED INCOME | 8/15/2042 | 2.8 | 400000 | 309875 |
| US TREASURY N/B | FIXED INCOME | 5/15/2043 | 2.9 | 2400000 | 1869750 |
| US TREASURY N/B | FIXED INCOME | 8/15/2043 | 3.6 | 1660000 | 1438494 |
| US TREASURY N/B | FIXED INCOME | 11/15/2043 | 3.8 | 3600000 | 3166875 |
| US TREASURY N/B | FIXED INCOME | 2/15/2044 | 3.6 | 890000 | 767069 |
| US TREASURY N/B | FIXED INCOME | 8/15/2044 | 3.1 | 9200000 | 7311125 |
| US TREASURY N/B | FIXED INCOME | 11/15/2044 | 3.0 | 800000 | 621250 |
| US TREASURY N/B | FIXED INCOME | 2/15/2045 | 2.5 | 1550000 | 1102195 |
| US TREASURY N/B | FIXED INCOME | 2/15/2048 | 3.0 | 2600000 | 1942688 |
| US TREASURY N/B | FIXED INCOME | 5/15/2048 | 3.1 | 500000 | 381328 |
| US TREASURY N/B | FIXED INCOME | 8/15/2048 | 3.0 | 4880000 | 3627975 |
| US TREASURY N/B | FIXED INCOME | 11/15/2048 | 3.4 | 1900000 | 1509609 |
| US TREASURY N/B | FIXED INCOME | 2/15/2049 | 3.0 | 3310000 | 2448366 |
| US TREASURY N/B | FIXED INCOME | 5/15/2049 | 2.9 | 3200000 | 2306000 |
| US TREASURY N/B | FIXED INCOME | 8/15/2049 | 2.3 | 3600000 | 2268000 |
| US TREASURY N/B | FIXED INCOME | 11/15/2049 | 2.4 | 1200000 | 774375 |
| US TREASURY N/B | FIXED INCOME | 2/15/2050 | 2.0 | 1560000 | 918694 |
| US TREASURY N/B | FIXED INCOME | 8/15/2050 | 1.4 | 1950000 | 963422 |
| US TREASURY N/B | FIXED INCOME | 2/15/2051 | 1.9 | 2800000 | 1571938 |
| US TREASURY N/B | FIXED INCOME | 5/15/2051 | 2.4 | 2390000 | 1513169 |
| US TREASURY N/B | FIXED INCOME | 8/15/2051 | 2.0 | 2380000 | 1369988 |
| US TREASURY N/B | FIXED INCOME | 11/15/2051 | 1.9 | 724000 | 402159 |
| US TREASURY N/B | FIXED INCOME | 5/15/2052 | 2.9 | 3150000 | 2210906 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | FIXED INCOME | 5/15/2042 | 3.3 | 2100000 | 1758094 |
| US TREASURY N/B | FIXED INCOME | 11/15/2042 | 4.0 | 2825000 | 2599000 |
| US TREASURY N/B | FIXED INCOME | 5/15/2043 | 3.9 | 880000 | 792413 |
| US TREASURY N/B | FIXED INCOME | 8/15/2043 | 4.4 | 2826000 | 2709428 |
| US TREASURY N/B | FIXED INCOME | 11/15/2043 | 4.8 | 7740000 | 7769025 |
| US TREASURY N/B | FIXED INCOME | 5/15/2044 | 4.6 | 600000 | 591375 |
| US TREASURY N/B | FIXED INCOME | 8/15/2044 | 4.1 | 260000 | 239525 |
| US TREASURY N/B | FIXED INCOME | 11/15/2054 | 4.5 | 6800000 | 6441938 |
| US TREASURY N/B | FIXED INCOME | 11/15/2044 | 4.6 | 90000 | 88523 |
| US TREASURY N/B | FIXED INCOME | 5/15/2055 | 4.8 | 5850000 | 5774133 |
| US TREASURY N/B | FIXED INCOME | 8/15/2045 | 4.9 | 7005000 | 7100224 |
| US TREASURY N/B | FIXED INCOME | 11/30/2026 | 1.3 | 70000 | 68564 |
| US TREASURY N/B | FIXED INCOME | 2/28/2030 | 4.0 | 30000 | 30403 |
| US TREASURY N/B | FIXED INCOME | 12/31/2028 | 3.8 | 360000 | 362222 |
| US TREASURY N/B | FIXED INCOME | 2/28/2029 | 4.3 | 400000 | 408313 |
| US TREASURY N/B | FIXED INCOME | 3/31/2029 | 4.1 | 5730000 | 5828484 |
| US TREASURY N/B | FIXED INCOME | 4/30/2029 | 4.6 | 480000 | 495788 |
| US TREASURY N/B | FIXED INCOME | 5/31/2029 | 4.5 | 40000 | 41175 |
| US TREASURY N/B | FIXED INCOME | 8/15/2027 | 3.8 | 870000 | 873738 |
| US TREASURY N/B | FIXED INCOME | 9/30/2029 | 3.5 | 290000 | 288845 |
| US TREASURY N/B | FIXED INCOME | 8/15/2035 | 4.3 | 6667000 | 6728461 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | (600000) | 8813 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 11/1/2042 | 3.9 | 140000 | 112519 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 8/21/2046 | 4.9 | 20000 | 17848 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 8/10/2033 | 4.5 | 590000 | 581380 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 2/8/2029 | 3.9 | 170000 | 169425 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 3/22/2050 | 4.0 | 190000 | 145021 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 1/20/2031 | 1.8 | 150000 | 132066 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 3/21/2031 | 2.6 | 309000 | 282438 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 3/22/2041 | 3.4 | 80000 | 62784 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 7/2/2037 | 5.4 | 256000 | 259372 |
| VERIZON MASTER TRUST | FIXED INCOME | 6/20/2029 | 5.2 | 600000 | 603542 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 10/15/2028 | 4.3 | 1600000 | 1600080 |
| VOLKSWAGEN BANK GMBH | FIXED INCOME | 7/31/2026 | 2.5 | 1200000 | 1409341 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 6/8/2027 | 4.4 | 1600000 | 1602448 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 9/12/2026 | 5.7 | 700000 | 707182 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 9/11/2027 | 4.5 | 800000 | 803184 |
| WALMART INC | FIXED INCOME | 9/24/2029 | 2.4 | 50000 | 47452 |
| WASTE MANAGEMENT INC | FIXED INCOME | 3/15/2028 | 4.5 | 1050000 | 1063325 |
| WEIR GROUP INC | FIXED INCOME | 5/6/2030 | 5.4 | 900000 | 925056 |
| WELLS FARGO + COMPANY | FIXED INCOME | 1/15/2044 | 5.6 | 500000 | 496120 |
| WELLS FARGO + COMPANY | FIXED INCOME | 10/23/2026 | 3.0 | 360000 | 357437 |
| WELLS FARGO + COMPANY | FIXED INCOME | 11/2/2043 | 5.4 | 310000 | 300852 |
| WELLS FARGO + COMPANY | FIXED INCOME | 11/4/2044 | 4.7 | 330000 | 289978 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/22/2027 | 4.3 | 340000 | 341448 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| WELLS FARGO + COMPANY | FIXED INCOME | 11/17/2045 | 4.9 | 680000 |  | 613986 |
| WELLS FARGO + COMPANY | FIXED INCOME | 6/14/2046 | 4.4 | 110000 |  | 91993 |
| WELLS FARGO + COMPANY | FIXED INCOME | 1/24/2029 | 4.2 | 10000 |  | 10024 |
| WELLS FARGO + COMPANY | FIXED INCOME | 6/17/2027 | 3.2 | 800000 |  | 796696 |
| WELLS FARGO + COMPANY | FIXED INCOME | 10/30/2030 | 2.9 | 420000 |  | 399525 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/4/2031 | 4.5 | 240000 |  | 241877 |
| WELLS FARGO + COMPANY | FIXED INCOME | 6/2/2028 | 2.4 | 1300000 |  | 1270282 |
| WELLS FARGO + COMPANY | FIXED INCOME | 3/2/2033 | 3.4 | 130000 |  | 121381 |
| WELLS FARGO + COMPANY | FIXED INCOME | 3/24/2028 | 3.5 | 1300000 |  | 1291797 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2029 | 5.6 | 950000 |  | 983393 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 8/15/2057 | 5.3 | 310000 |  | 321197 |
| WESTERN SOUTHERN GLOBAL | FIXED INCOME | 7/16/2028 | 4.5 | 1500000 |  | 1510695 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 9/15/2045 | 5.1 | 150000 |  | 138110 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 3/1/2048 | 4.9 | 70000 |  | 61526 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 1/15/2045 | 4.9 | 180000 |  | 161838 |
| WIND RIVER CLO LTD | FIXED INCOME | 10/15/2034 | 5.0 | 2486582 |  | 2486619 |
| WIND RIVER CLO LTD | FIXED INCOME | 4/15/2035 | 5.1 | 2500000 |  | 2501750 |
| YUAN RENMINBI | CASH |  |  | 401 |  | 57 |
|  | **Sub-Total: Fund 5711 2 of 16** | **Sub-Total: Fund 5711 2 of 16** | **Sub-Total: Fund 5711 2 of 16** | **Sub-Total: Fund 5711 2 of 16** | **Total** | $**883752694** |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 47014356 |  | $47014356 |
| **\*** | FIDELITY GROUP TRUST FOR EMP | EQUITY |  |  | 661556 |  | 462066 |
|  |  | **Sub-Total: Fund 57Y4 3 of 16** | **Sub-Total: Fund 57Y4 3 of 16** | **Sub-Total: Fund 57Y4 3 of 16** | **Sub-Total: Fund 57Y4 3 of 16** | **Total** | $**47476422** |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | EURO CURRENCY | CASH |  |  | 237 |  | $278 |
|  | US DOLLAR | CASH |  |  | (8746) |  | (8746) |
|  |  | **Sub-Total: Fund 5728 4 of 16** | **Sub-Total: Fund 5728 4 of 16** | **Sub-Total: Fund 5728 4 of 16** | **Sub-Total: Fund 5728 4 of 16** | **Total** | $**(8468)** |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 3 MONTH SOFR FUT DEC 27 | FUTURE | 3/14/2028 |  | 128000000 |  | $(117793) |
|  | 3 MONTH SOFR FUT SEP 27 | FUTURE | 12/14/2027 |  | 12000000 |  | 3000 |
|  | ABBVIE INC | FIXED INCOME | 3/15/2027 | 4.8 | 5600000 |  | 5660200 |
|  | ABN AMRO BANK NV | FIXED INCOME | 6/16/2027 | 1.5 | 3300000 |  | 3259806 |
|  | ABN AMRO BANK NV | FIXED INCOME | 9/18/2027 | 5.5 | 2300000 |  | 2319964 |
|  | AEP TRANSMISSION CO LLC | FIXED INCOME | 12/1/2026 | 3.1 | 3039000 |  | 3016420 |
|  | AIRCASTLE LTD | FIXED INCOME | 1/26/2028 | 2.9 | 1100000 |  | 1068606 |
|  | ALLY AUTO RECEIVABLES TRUST | FIXED INCOME | 12/15/2028 | 5.1 | 2188282 |  | 2202310 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | FIXED INCOME | 9/15/2028 | 5.2 | 5000000 |  | 5049767 |
|  | AMERICAN HONDA FINANCE | FIXED INCOME | 8/13/2027 | 4.6 | 9000000 |  | 9014940 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 10/15/2026 | 3.4 | 2775000 |  | 2761014 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 4/15/2026 | 1.6 | 2700000 |  | 2679615 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 9/15/2026 | 1.5 | 2775000 |  | 2723940 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 1/31/2030 | 5.0 | 1500000 |  | 1536420 |
|  | ANGEL OAK MORTGAGE TRUST | FIXED INCOME | 6/25/2065 | 1.5 | 141418 |  | 134795 |
|  | ARROW ELECTRONICS INC | FIXED INCOME | 8/21/2029 | 5.2 | 2000000 |  | 2047620 |
|  | ATHENE GLOBAL FUNDING | FIXED INCOME | 6/29/2026 | 1.6 | 315000 |  | 311022 |
|  | ATHENE GLOBAL FUNDING | FIXED INCOME | 10/2/2026 | 1.7 | 400000 |  | 392492 |
|  | ATHENE GLOBAL FUNDING | FIXED INCOME | 3/25/2027 | 5.5 | 2000000 |  | 2031660 |
|  | ATHENE GLOBAL FUNDING | FIXED INCOME | 8/27/2026 | 4.9 | 202000 |  | 202822 |
|  | ATHENE GLOBAL FUNDING | FIXED INCOME | 1/7/2027 | 4.8 | 500000 |  | 501040 |
|  | ATHENE GLOBAL FUNDING | FIXED INCOME | 7/16/2026 | 4.7 | 2700000 |  | 2702565 |
|  | AUST 10Y BOND FUT MAR 26 | FUTURE | 3/16/2026 |  | 6700000 |  | 10084 |
|  | AUST 3YR BOND FUT MAR 26 | FUTURE | 3/16/2026 |  | 28400000 |  | 46473 |
|  | AUSTRALIAN DOLLAR | CASH |  |  | 443649 |  | 295847 |
|  | BANCO SANTANDER SA | FIXED INCOME | 7/15/2028 | 5.4 | 3000000 |  | 3056790 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 1/24/2029 | 5.0 | 2000000 |  | 2037760 |
|  | BANQUE FED CRED MUTUEL | FIXED INCOME | 1/23/2027 | 5.1 | 2000000 |  | 2021440 |
|  | BARCLAYS PLC | FIXED INCOME | 1/12/2026 | 4.4 | 9500000 |  | 9500000 |
|  | BAT INTL FINANCE PLC | FIXED INCOME | 3/25/2026 | 1.7 | 4000000 |  | 3976000 |
|  | BERRY GLOBAL INC | FIXED INCOME | 1/15/2026 | 1.6 | 8000000 |  | 7985440 |
|  | BERRY GLOBAL INC | FIXED INCOME | 7/15/2026 | 4.9 | 140000 |  | 140055 |
|  | BMW US CAPITAL LLC | FIXED INCOME | 3/21/2028 | 4.6 | 1500000 |  | 1506570 |
|  | BMW US CAPITAL LLC | FIXED INCOME | 8/11/2027 | 4.6 | 200000 |  | 200452 |
|  | BMW VEHICLE OWNER TRUST | FIXED INCOME | 2/26/2029 | 5.2 | 5913679 |  | 5968383 |
|  | BOEING CO | FIXED INCOME | 2/1/2026 | 2.8 | 2800000 |  | 2796192 |
|  | BOEING CO | FIXED INCOME | 2/4/2026 | 2.2 | 5400000 |  | 5389956 |
|  | BOEING CO/THE | FIXED INCOME | 5/1/2027 | 6.3 | 2000000 |  | 2052600 |
|  | BOFA AUTO TRUST | FIXED INCOME | 11/15/2028 | 5.4 | 1259856 |  | 1270108 |
|  | BPCE SA | FIXED INCOME | 10/19/2027 | 6.0 | 1000000 |  | 1010340 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BPCE SA | FIXED INCOME | 1/18/2027 | 6.0 | 6900000 | 6904899 |
| BRAZILIAN REAL | CASH |  |  | 3235 | 590 |
| BWU02CMK1 IRS USD P F 3.86165 | FIXED INCOME | 2/28/2029 | 3.9 | (11300000) | (11471773) |
| BWU02CMK1 IRS USD R V 12MSOFR | FIXED INCOME | 2/28/2029 | 3.8 | 11300000 | 11300000 |
| BWU02G0K6 IRS USD P F 3.25000 | FIXED INCOME | 6/18/2030 | 3.3 | (12300000) | (12207851) |
| BWU02G0K6 IRS USD R V 12MSOFR | FIXED INCOME | 6/18/2030 | 3.8 | 12300000 | 12300000 |
| BWU02MJL1 IRS USD P F 3.29000 | FIXED INCOME | 5/31/2030 | 3.3 | (26552400) | (26435766) |
| BWU02MJL1 IRS USD R V 12MSOFR | FIXED INCOME | 5/31/2030 | 1.0 | 26552400 | 26552400 |
| BWU02MSY3 IRS USD P F 3.37500 | FIXED INCOME | 5/31/2030 | 3.4 | (24700700) | (24672976) |
| BWU02MSY3 IRS USD R V 12MSOFR | FIXED INCOME | 5/31/2030 | 1.0 | 24700700 | 24700700 |
| CANADIAN DOLLAR | CASH |  |  | 543702 | 396645 |
| CANADIAN IMPERIAL BANK | FIXED INCOME | 9/8/2028 | 4.6 | 8900000 | 8908900 |
| CANADIAN NATL RESOURCES | FIXED INCOME | 12/15/2029 | 5.0 | 700000 | 718004 |
| CAPITAL ONE PRIME AUTO RECEIVA | FIXED INCOME | 6/15/2028 | 5.8 | 2809258 | 2841742 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 7/17/2028 | 6.0 | 4793399 | 4852017 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 5/15/2028 | 5.3 | 1252513 | 1261388 |
| CCMBCIUS7 SWCC USD | EQUITY |  |  | 60000 | 60000 |
| CCWFSHUS2 CCPC WELLS FARGO | EQUITY |  |  | 1535000 | 1535000 |
| CCWFSXUS7 BMO HARRIS MGCC COC | EQUITY |  |  | 2163000 | 2163000 |
| CFCRE COMMERCIAL MORTGAGE TRUS | FIXED INCOME | 6/15/2050 | 3.4 | 665381 | 663089 |
| CHASE AUTO OWNER TRUST | FIXED INCOME | 1/25/2029 | 5.7 | 675725 | 683239 |
| CHASE AUTO OWNER TRUST | FIXED INCOME | 8/27/2029 | 4.2 | 800000 | 803156 |
| CITIBANK CREDIT CARD ISSUANCE | FIXED INCOME | 5/14/2029 | 4.6 | 5000000 | 5042067 |
| CITIBANK NA | FIXED INCOME | 12/4/2026 | 4.8 | 2000000 | 2011080 |
| CITIGROUP REPO | CASH EQUIVALENT | 12/30/2025 | 3.8 | 4500000 | 4500000 |
| CITIZENS AUTO RECEIVABLES TRUS | FIXED INCOME | 1/18/2028 | 5.8 | 958098 | 963951 |
| CK HUTCHISON INTNTL 21 | FIXED INCOME | 4/15/2026 | 1.5 | 3000000 | 2977500 |
| CLASSIC RMBS TRUST | FIXED INCOME | 3/15/2052 | 1.5 | 6247 | 4557 |
| CONAGRA BRANDS INC | FIXED INCOME | 11/1/2028 | 4.9 | 2000000 | 2023980 |
| COOPERATIEVE RABOBANK UA | FIXED INCOME | 12/15/2027 | 2.0 | 600000 | 588198 |
| CORNELL UNIVERSITY | FIXED INCOME | 6/15/2030 | 4.2 | 2200000 | 2210626 |
| CPPIB CAPITAL INC | FIXED INCOME | 3/11/2026 | 5.0 | 2000000 | 2004320 |
| CREDIT AGRICOLE SA | FIXED INCOME | 1/26/2027 | 1.2 | 400000 | 399168 |
| CROWN CASTLE INC | FIXED INCOME | 2/15/2026 | 4.5 | 917000 | 916193 |
| CROWN CASTLE INC | FIXED INCOME | 6/15/2026 | 3.7 | 1995000 | 1989614 |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (14870) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (20449) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (12228) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (530) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (43372) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (17998) |
| CURRENCY CONTRACT | DERIVATIVES |  |  |  | (1765) |
| DAIMLER TRUCK FINAN NA | FIXED INCOME | 9/25/2027 | 4.6 | 5000000 | 5010300 |
| DANISH KRONE | CASH |  |  | 183042 | 28782 |
| DEUTSCHE BANK NY | FIXED INCOME | 1/7/2028 | 2.6 | 3000000 | 2951190 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ELFI GRADUATE LOAN PROGRAM 202 | FIXED INCOME | 12/26/2046 | 1.5 | 1808254 | 1624221 |
| ELLINGTON FINANCIAL MORTGAGE T | FIXED INCOME | 1/25/2067 | 2.2 | 3249379 | 2888253 |
| EQUITABLE FINANCIAL LIFE | FIXED INCOME | 1/9/2026 | 1.0 | 300000 | 299838 |
| ERAC USA FINANCE LLC | CASH EQUIVALENT | 1/12/2026 | 4.2 | 5600000 | 5592813 |
| EURO CURRENCY | CASH |  |  | 191643 | 225075 |
| EXPORT DEVELOPMNT CANADA | FIXED INCOME | 8/1/2028 | 4.3 | 5500000 | 5511825 |
| F+G GLOBAL FUNDING | FIXED INCOME | 4/11/2027 | 2.3 | 2100000 | 2051469 |
| F+G GLOBAL FUNDING | FIXED INCOME | 6/10/2027 | 5.9 | 2000000 | 2042300 |
| FACT SA | FIXED INCOME | 9/22/2031 | 2.6 | 1071721 | 1260435 |
| FANNIE MAE | FIXED INCOME | 12/25/2044 | 4.7 | 536975 | 531331 |
| FANNIE MAE | FIXED INCOME | 7/25/2046 | 4.8 | 1162689 | 1155585 |
| FANNIE MAE | FIXED INCOME | 7/25/2046 | 4.8 | 240963 | 239518 |
| FANNIE MAE | FIXED INCOME | 3/25/2046 | 1.8 | 3397872 | 2980332 |
| FANNIE MAE | FIXED INCOME | 2/25/2047 | 4.8 | 1033646 | 1027098 |
| FANNIE MAE | FIXED INCOME | 11/25/2058 | 6.3 | 2258959 | 2303213 |
| FANNIE MAE | FIXED INCOME | 8/25/2059 | 4.5 | 3664092 | 3604509 |
| FANNIE MAE | FIXED INCOME | 9/25/2049 | 4.7 | 3144126 | 3074708 |
| FANNIE MAE | FIXED INCOME | 8/25/2049 | 4.4 | 764284 | 748302 |
| FANNIE MAE | FIXED INCOME | 8/25/2059 | 4.5 | 3716753 | 3645900 |
| FANNIE MAE | FIXED INCOME | 8/25/2038 | 2.0 | 11020276 | 10310003 |
| FANNIE MAE | FIXED INCOME | 12/25/2054 | 5.1 | 1491449 | 1498686 |
| FANNIE MAE | FIXED INCOME | 12/25/2054 | 5.0 | 1209124 | 1212711 |
| FANNIE MAE | FIXED INCOME | 11/25/2053 | 5.1 | 2389109 | 2402497 |
| FANNIE MAE | FIXED INCOME | 3/25/2055 | 5.0 | 1850055 | 1857805 |
| FANNIE MAE | FIXED INCOME | 1/25/2055 | 4.8 | 405470 | 406913 |
| FANNIE MAE | FIXED INCOME | 2/25/2055 | 5.1 | 723485 | 727510 |
| FANNIE MAE | FIXED INCOME | 12/25/2053 | 5.1 | 748298 | 751567 |
| FANNIE MAE | FIXED INCOME | 3/25/2055 | 5.0 | 1995770 | 2004549 |
| FANNIE MAE | FIXED INCOME | 5/25/2055 | 4.9 | 1077421 | 1082628 |
| FANNIE MAE | FIXED INCOME | 3/25/2055 | 4.8 | 317291 | 318378 |
| FANNIE MAE | FIXED INCOME | 3/25/2055 | 4.8 | 438298 | 439393 |
| FANNIE MAE | FIXED INCOME | 5/25/2055 | 4.9 | 747893 | 752954 |
| FANNIE MAE | FIXED INCOME | 9/25/2054 | 4.8 | 6144003 | 6157566 |
| FANNIE MAE | FIXED INCOME | 3/25/2055 | 4.8 | 4695551 | 4706293 |
| FANNIE MAE | FIXED INCOME | 7/25/2055 | 5.0 | 547314 | 548826 |
| FANNIE MAE | FIXED INCOME | 12/25/2053 | 4.8 | 1294108 | 1295994 |
| FANNIE MAE | FIXED INCOME | 11/25/2055 | 5.0 | 1320795 | 1323069 |
| FANNIE MAE | FIXED INCOME | 11/25/2055 | 4.9 | 597457 | 599365 |
| FANNIE MAE | FIXED INCOME | 8/25/2055 | 4.8 | 988013 | 990100 |
| FANNIE MAE | FIXED INCOME | 9/25/2031 | 6.0 | 126320 | 127994 |
| FANNIE MAE | FIXED INCOME | 8/25/2035 | 5.5 | 515226 | 530016 |
| FANNIE MAE | FIXED INCOME | 10/25/2040 | 3.0 | 794590 | 766921 |
| FANNIEMAE ACES | FIXED INCOME | 12/25/2026 | 2.6 | 508329 | 502227 |
| FANNIEMAE ACES | FIXED INCOME | 12/25/2026 | 2.5 | 1657551 | 1637223 |
| FANNIEMAE ACES | FIXED INCOME | 6/25/2031 | 6.3 | 133546 | 133867 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FANNIEMAE WHOLE LOAN | FIXED INCOME | 8/25/2037 | 6.7 | 206803 | 209636 |
| FED HM LN PC POOL 1Q0184 | FIXED INCOME | 11/1/2036 | 6.4 | 114477 | 117322 |
| FED HM LN PC POOL 840291 | FIXED INCOME | 11/1/2041 | 6.5 | 49273 | 50911 |
| FED HM LN PC POOL A93101 | FIXED INCOME | 7/1/2040 | 5.0 | 55509 | 56895 |
| FED HM LN PC POOL C91030 | FIXED INCOME | 5/1/2027 | 5.5 | 4718 | 4745 |
| FED HM LN PC POOL G01838 | FIXED INCOME | 7/1/2035 | 5.0 | 92204 | 94332 |
| FED HM LN PC POOL G01912 | FIXED INCOME | 9/1/2035 | 5.0 | 2779 | 2847 |
| FED HM LN PC POOL G02123 | FIXED INCOME | 3/1/2036 | 5.5 | 3708 | 3866 |
| FED HM LN PC POOL G02254 | FIXED INCOME | 3/1/2036 | 5.5 | 2508 | 2615 |
| FED HM LN PC POOL G04092 | FIXED INCOME | 3/1/2038 | 5.5 | 7045 | 7379 |
| FED HM LN PC POOL G05267 | FIXED INCOME | 12/1/2038 | 5.5 | 45445 | 47603 |
| FED HM LN PC POOL G06193 | FIXED INCOME | 5/1/2040 | 5.5 | 38541 | 40371 |
| FED HM LN PC POOL G06872 | FIXED INCOME | 9/1/2039 | 5.5 | 83079 | 86669 |
| FED HM LN PC POOL G07786 | FIXED INCOME | 8/1/2044 | 4.0 | 740718 | 726180 |
| FED HM LN PC POOL G08105 | FIXED INCOME | 1/1/2036 | 5.5 | 1232 | 1285 |
| FED HM LN PC POOL G18458 | FIXED INCOME | 3/1/2028 | 2.0 | 2210702 | 2175675 |
| FED HM LN PC POOL H09069 | FIXED INCOME | 9/1/2037 | 6.5 | 27017 | 29095 |
| FED HM LN PC POOL H09070 | FIXED INCOME | 9/1/2037 | 6.5 | 10859 | 11695 |
| FED HM LN PC POOL L00007 | FIXED INCOME | 3/1/2035 | 5.5 | 10273 | 10709 |
| FED HM LN PC POOL L10219 | FIXED INCOME | 1/1/2034 | 5.0 | 57387 | 58632 |
| FED HM LN PC POOL N30127 | FIXED INCOME | 9/1/2033 | 4.5 | 12675 | 12797 |
| FED HM LN PC POOL N30926 | FIXED INCOME | 11/1/2032 | 5.0 | 64431 | 65772 |
| FED HM LN PC POOL N31490 | FIXED INCOME | 1/1/2038 | 5.0 | 31643 | 32439 |
| FED HM LN PC POOL P50425 | FIXED INCOME | 11/1/2034 | 5.0 | 99689 | 101988 |
| FED HM LN PC POOL SD8006 | FIXED INCOME | 8/1/2049 | 4.0 | 64658 | 62177 |
| FED HM LN PC POOL U90133 | FIXED INCOME | 8/1/2042 | 4.0 | 54163 | 53050 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 2/24/2027 | 1.0 | 16000000 | 15543360 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 8/25/2027 | 4.6 | 2111295 | 2113859 |
| FNMA POOL 256339 | FIXED INCOME | 7/1/2036 | 5.5 | 58 | 60 |
| FNMA POOL 256370 | FIXED INCOME | 6/1/2036 | 5.5 | 5875 | 6122 |
| FNMA POOL 256687 | FIXED INCOME | 4/1/2037 | 5.5 | 1279 | 1333 |
| FNMA POOL 256808 | FIXED INCOME | 7/1/2037 | 5.5 | 38 | 39 |
| FNMA POOL 256900 | FIXED INCOME | 9/1/2037 | 5.5 | 96 | 100 |
| FNMA POOL 526993 | FIXED INCOME | 11/1/2028 | 4.1 | 8292 | 8193 |
| FNMA POOL 629058 | FIXED INCOME | 5/1/2032 | 5.5 | 20026 | 20538 |
| FNMA POOL 657494 | FIXED INCOME | 8/1/2033 | 4.8 | 19366 | 19520 |
| FNMA POOL 734384 | FIXED INCOME | 7/1/2033 | 5.5 | 34218 | 35323 |
| FNMA POOL 750148 | FIXED INCOME | 5/1/2033 | 4.5 | 41218 | 41383 |
| FNMA POOL 776014 | FIXED INCOME | 9/1/2033 | 4.5 | 28630 | 28710 |
| FNMA POOL 777651 | FIXED INCOME | 2/1/2034 | 4.5 | 21179 | 21227 |
| FNMA POOL 782012 | FIXED INCOME | 1/1/2035 | 4.5 | 45031 | 45223 |
| FNMA POOL 818985 | FIXED INCOME | 7/1/2035 | 4.5 | 8763 | 8766 |
| FNMA POOL 822771 | FIXED INCOME | 5/1/2035 | 4.5 | 3162 | 3157 |
| FNMA POOL 878661 | FIXED INCOME | 2/1/2036 | 5.5 | 3000 | 3124 |
| FNMA POOL 880871 | FIXED INCOME | 4/1/2036 | 5.5 | 516 | 538 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL 888737 | FIXED INCOME | 10/1/2037 | 5.5 | 244752 | 255065 |
| FNMA POOL 899303 | FIXED INCOME | 3/1/2037 | 5.5 | 89 | 93 |
| FNMA POOL 916389 | FIXED INCOME | 5/1/2027 | 5.0 | 3524 | 3527 |
| FNMA POOL 922386 | FIXED INCOME | 1/1/2037 | 5.5 | 759 | 791 |
| FNMA POOL 962745 | FIXED INCOME | 4/1/2038 | 5.0 | 25692 | 26332 |
| FNMA POOL AB6113 | FIXED INCOME | 8/1/2042 | 4.0 | 47070 | 45830 |
| FNMA POOL AC3943 | FIXED INCOME | 1/1/2040 | 4.0 | 71985 | 70669 |
| FNMA POOL AC4532 | FIXED INCOME | 1/1/2034 | 5.0 | 392596 | 395995 |
| FNMA POOL AL4287 | FIXED INCOME | 11/1/2040 | 6.0 | 214013 | 227608 |
| FNMA POOL AL7271 | FIXED INCOME | 9/1/2041 | 6.3 | 42615 | 43412 |
| FNMA POOL AL7824 | FIXED INCOME | 8/1/2034 | 3.5 | 854170 | 841113 |
| FNMA POOL AL8835 | FIXED INCOME | 1/1/2042 | 4.5 | 275506 | 277431 |
| FNMA POOL BM7575 | FIXED INCOME | 8/1/2029 | 4.8 | 1195868 | 1223698 |
| FNMA POOL BM7576 | FIXED INCOME | 9/1/2029 | 4.5 | 899050 | 914042 |
| FNMA POOL BZ1178 | FIXED INCOME | 6/1/2031 | 5.8 | 4200000 | 4457570 |
| FNMA POOL BZ5550 | FIXED INCOME | 12/1/2032 | 4.3 | 7900000 | 7867561 |
| FNMA POOL FA0012 | FIXED INCOME | 11/1/2054 | 6.0 | 679865 | 699943 |
| FNMA POOL MA0213 | FIXED INCOME | 10/1/2039 | 5.0 | 3570 | 3616 |
| FNMA POOL MA0445 | FIXED INCOME | 6/1/2040 | 5.0 | 10305 | 10436 |
| FNMA POOL MA0565 | FIXED INCOME | 9/1/2040 | 5.5 | 49129 | 51459 |
| FNMA POOL MA0600 | FIXED INCOME | 12/1/2040 | 4.5 | 11247 | 11258 |
| FNMA TBA 30 YR 5 | FIXED INCOME | 1/15/2055 | 5.0 | 19300000 | 19260840 |
| FNMA TBA 30 YR 6 | FIXED INCOME | 1/15/2055 | 6.0 | (18700000) | (19200038) |
| FNMA TBA 30 YR 6 | FIXED INCOME | 1/15/2055 | 6.0 | 18700000 | 19200038 |
| FNMA TBA 30 YR 6 | FIXED INCOME | 2/15/2056 | 6.0 | 18700000 | 19190127 |
| FNMA TBA 30 YR 6 | FIXED INCOME | 3/15/2055 | 6.0 | 57900000 | 59362554 |
| FORD AUTO SECURITIZATION TRUST | FIXED INCOME | 7/15/2028 | 5.1 | 1366922 | 1010031 |
| FORD CREDIT AUTO LEASE TRUST | FIXED INCOME | 8/15/2027 | 4.4 | 2091691 | 2092308 |
| FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 6/15/2028 | 3.9 | 4000000 | 4002689 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 1/9/2027 | 4.3 | 1100000 | 1094731 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/5/2026 | 5.1 | 900000 | 904698 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 1/8/2026 | 4.4 | 7736000 | 7735691 |
| FREDDIE MAC | FIXED INCOME | 12/15/2042 | 1.5 | 631432 | 553349 |
| FREDDIE MAC | FIXED INCOME | 8/15/2040 | 3.4 | 1173131 | 1121297 |
| FREDDIE MAC | FIXED INCOME | 4/15/2049 | 4.5 | 1711681 | 1678954 |
| FREDDIE MAC | FIXED INCOME | 9/15/2048 | 4.5 | 1513164 | 1482538 |
| FREDDIE MAC | FIXED INCOME | 8/15/2049 | 4.5 | 1216417 | 1191164 |
| FREDDIE MAC | FIXED INCOME | 6/15/2049 | 4.5 | 2006936 | 1966181 |
| FREDDIE MAC | FIXED INCOME | 6/15/2044 | 4.7 | 3534753 | 3492983 |
| FREDDIE MAC | FIXED INCOME | 9/25/2049 | 4.4 | 3779704 | 3705056 |
| FREDDIE MAC | FIXED INCOME | 8/15/2040 | 4.7 | 4471706 | 4397838 |
| FREDDIE MAC | FIXED INCOME | 12/25/2054 | 5.1 | 1519496 | 1526122 |
| FREDDIE MAC | FIXED INCOME | 12/25/2054 | 5.1 | 1602110 | 1609166 |
| FREDDIE MAC | FIXED INCOME | 1/25/2055 | 5.0 | 2041429 | 2050030 |
| FREDDIE MAC | FIXED INCOME | 2/25/2055 | 5.1 | 2514497 | 2525663 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC | FIXED INCOME | 3/25/2055 | 4.8 | 4080802 | 4088888 |
| FREDDIE MAC | FIXED INCOME | 11/25/2054 | 4.8 | 5920796 | 5940337 |
| FREDDIE MAC | FIXED INCOME | 3/25/2055 | 5.0 | 1659277 | 1666132 |
| FREDDIE MAC | FIXED INCOME | 4/25/2055 | 4.8 | 4555252 | 4571453 |
| FREDDIE MAC | FIXED INCOME | 6/25/2055 | 4.9 | 2749200 | 2762502 |
| FREDDIE MAC | FIXED INCOME | 10/25/2052 | 4.9 | 3598586 | 3629969 |
| FREDDIE MAC | FIXED INCOME | 7/25/2055 | 5.0 | 909482 | 912252 |
| FREDDIE MAC | FIXED INCOME | 6/25/2055 | 4.9 | 5133089 | 5162498 |
| FREDDIE MAC | FIXED INCOME | 6/25/2055 | 4.9 | 796514 | 800578 |
| FREDDIE MAC | FIXED INCOME | 8/25/2055 | 5.1 | 1832860 | 1842363 |
| FREDDIE MAC | FIXED INCOME | 8/25/2055 | 5.0 | 1418101 | 1424682 |
| FREDDIE MAC | FIXED INCOME | 8/25/2055 | 4.8 | 590737 | 594101 |
| FREDDIE MAC | FIXED INCOME | 9/25/2055 | 4.8 | 494792 | 496667 |
| FREDDIE MAC | FIXED INCOME | 10/25/2055 | 4.8 | 481040 | 482043 |
| FREDDIE MAC | FIXED INCOME | 11/25/2055 | 4.8 | 592393 | 593818 |
| FREDDIE MAC | FIXED INCOME | 11/25/2055 | 4.8 | 588056 | 589483 |
| FREDDIE MAC | FIXED INCOME | 4/15/2036 | 5.5 | 357543 | 366430 |
| GA GLOBAL FUNDING TRUST | FIXED INCOME | 1/15/2026 | 1.6 | 600000 | 599418 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 4/6/2026 | 5.4 | 5000000 | 5015050 |
| GILEAD SCIENCES INC | FIXED INCOME | 10/1/2027 | 1.2 | 1500000 | 1437150 |
| GLENCORE FUNDING LLC | FIXED INCOME | 4/27/2026 | 1.6 | 200000 | 198394 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 3/1/2026 | 1.2 | 4200000 | 4180806 |
| GM FINANCIAL AUTOMOBILE LEASIN | FIXED INCOME | 2/21/2028 | 4.7 | 3500000 | 3528644 |
| GM FINANCIAL SECURITIZED TERM | FIXED INCOME | 8/16/2028 | 4.9 | 2000000 | 2011408 |
| GNMA II POOL 004113 | FIXED INCOME | 4/20/2038 | 5.0 | 303323 | 310813 |
| GNMA II POOL 004215 | FIXED INCOME | 8/20/2038 | 5.5 | 11658 | 12167 |
| GNMA II POOL 004314 | FIXED INCOME | 12/20/2038 | 5.0 | 129912 | 133120 |
| GNMA II POOL 004462 | FIXED INCOME | 6/20/2039 | 5.0 | 13146 | 13448 |
| GNMA II POOL 004593 | FIXED INCOME | 12/20/2039 | 5.0 | 16298 | 16673 |
| GNMA II POOL 004994 | FIXED INCOME | 3/20/2041 | 3.5 | 31261 | 29298 |
| GNMA II POOL 005278 | FIXED INCOME | 1/20/2042 | 3.5 | 1087 | 1018 |
| GNMA II POOL 005302 | FIXED INCOME | 2/20/2042 | 3.5 | 9459 | 8864 |
| GNMA II POOL 627122 | FIXED INCOME | 3/20/2034 | 5.5 | 62488 | 65027 |
| GNMA II POOL 737242 | FIXED INCOME | 11/20/2037 | 5.5 | 5893 | 6133 |
| GNMA II POOL 763305 | FIXED INCOME | 5/20/2041 | 4.5 | 58618 | 58810 |
| GNMA II POOL 799902 | FIXED INCOME | 3/20/2042 | 3.7 | 37995 | 36314 |
| GNMA II POOL AA0711 | FIXED INCOME | 7/20/2042 | 3.7 | 23802 | 22795 |
| GNMA II POOL AH5878 | FIXED INCOME | 3/20/2044 | 3.8 | 35889 | 34340 |
| GNMA II POOL AU8923 | FIXED INCOME | 8/20/2046 | 4.5 | 185209 | 184438 |
| GNMA II POOL AX8408 | FIXED INCOME | 2/20/2041 | 4.5 | 69244 | 69472 |
| GNMA II POOL BC3090 | FIXED INCOME | 6/20/2035 | 5.0 | 194211 | 198806 |
| GNMA II POOL MA0214 | FIXED INCOME | 7/20/2042 | 3.5 | 26070 | 24413 |
| GNMA II POOL MA0456 | FIXED INCOME | 10/20/2042 | 3.5 | 28327 | 26527 |
| GNMA II POOL MA0528 | FIXED INCOME | 11/20/2042 | 3.5 | 7601 | 7118 |
| GNMA II POOL MA0619 | FIXED INCOME | 12/20/2042 | 3.5 | 7532 | 7053 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA II POOL MA0776 | FIXED INCOME | 2/20/2043 | 3.5 | 4901 | 4587 |
| GNMA II POOL MA1150 | FIXED INCOME | 7/20/2043 | 3.5 | 4392 | 4111 |
| GNMA II POOL MA1218 | FIXED INCOME | 8/20/2043 | 3.5 | 1802 | 1686 |
| GNMA II POOL MA1279 | FIXED INCOME | 9/20/2043 | 3.5 | 1834 | 1716 |
| GNMA II POOL MA1367 | FIXED INCOME | 10/20/2043 | 3.5 | 1811 | 1695 |
| GNMA II POOL MA1440 | FIXED INCOME | 11/20/2043 | 3.5 | 5881 | 5504 |
| GNMA II POOL MA1512 | FIXED INCOME | 12/20/2043 | 3.5 | 1022 | 957 |
| GNMA II POOL MA1829 | FIXED INCOME | 4/20/2044 | 3.5 | 149 | 139 |
| GNMA II POOL MA1910 | FIXED INCOME | 5/20/2044 | 3.5 | 3434 | 3209 |
| GNMA II POOL MA2064 | FIXED INCOME | 7/20/2044 | 3.5 | 878 | 820 |
| GNMA II POOL MA2667 | FIXED INCOME | 3/20/2045 | 3.5 | 12135 | 11258 |
| GNMA II POOL MA2744 | FIXED INCOME | 4/20/2045 | 3.5 | 1847 | 1714 |
| GNMA II POOL MA2756 | FIXED INCOME | 4/20/2045 | 4.5 | 322213 | 321523 |
| GNMA II POOL MA2816 | FIXED INCOME | 5/20/2045 | 3.5 | 4373 | 4057 |
| GNMA II POOL MA2883 | FIXED INCOME | 6/20/2045 | 3.5 | 4151 | 3851 |
| GNMA POOL 782386 | FIXED INCOME | 8/15/2038 | 5.0 | 236495 | 242470 |
| GNMA POOL 799863 | FIXED INCOME | 4/15/2042 | 3.8 | 83428 | 80311 |
| GNMA POOL AA0060 | FIXED INCOME | 4/15/2042 | 3.7 | 82518 | 79795 |
| GNMA POOL AB1552 | FIXED INCOME | 9/15/2042 | 3.8 | 946652 | 909699 |
| GNMA POOL AC1428 | FIXED INCOME | 6/15/2033 | 2.7 | 7211463 | 6494206 |
| GNMA POOL AK0485 | FIXED INCOME | 10/15/2044 | 3.0 | 38432 | 35117 |
| GNMA POOL AK4648 | FIXED INCOME | 10/15/2045 | 3.0 | 127352 | 116178 |
| GOLDEN CREDIT CARD TRUST | FIXED INCOME | 1/15/2029 | 2.0 | 3000000 | 2942090 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 4/23/2028 | 4.9 | 3000000 | 3034530 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 3/9/2027 | 1.4 | 2000000 | 1989740 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 9/10/2027 | 4.5 | 2500000 | 2504300 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/16/2029 | 1.8 | 32473 | 32020 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 2/16/2030 | 1.3 | 202569 | 197165 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/20/2055 | 5.1 | 488554 | 491475 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2055 | 4.8 | 4112312 | 4126704 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2049 | 2.5 | 147326 | 131725 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2054 | 4.9 | 240592 | 241726 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 5/20/2055 | 4.9 | 682808 | 686459 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2055 | 5.1 | 473890 | 476721 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 11/20/2049 | 3.5 | 899877 | 877301 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 3626411 | 3626411 |
| GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 2/25/2052 | 4.9 | 214007 | 198383 |
| GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 1/25/2052 | 4.7 | 3773740 | 3526324 |
| GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 11/25/2054 | 5.2 | 1257249 | 1259742 |
| HCA INC | FIXED INCOME | 6/15/2026 | 5.3 | 2100000 | 2102142 |
| HCA INC | FIXED INCOME | 3/1/2028 | 4.7 | 1000000 | 1003280 |
| HCA INC | FIXED INCOME | 9/1/2026 | 5.4 | 4000000 | 4006080 |
| HONDA AUTO RECEIVABLES OWNER T | FIXED INCOME | 2/18/2028 | 5.4 | 4369181 | 4400028 |
| HSBC HOLDINGS PLC | FIXED INCOME | 3/8/2026 | 4.3 | 9700000 | 9701940 |
| HUNTINGTON AUTO TRUST | FIXED INCOME | 1/16/2029 | 5.2 | 2168208 | 2189916 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 3/30/2026 | 5.5 | 1200000 | 1203720 |
| | ING GROEP NV | FIXED INCOME | 4/1/2027 | 5.1 | 1000000 | 1001230 |
| | ING GROEP NV | FIXED INCOME | 3/25/2029 | 4.7 | 2000000 | 2005760 |
| | ING GROEP NV | FIXED INCOME | 1/6/2026 | 4.6 | 1700000 | 1700000 |
| | INTER AMERICAN DEVEL BK | FIXED INCOME | 10/4/2027 | 4.4 | 10300000 | 10323381 |
| | JACKSON NATL LIFE GLOBAL | FIXED INCOME | 4/10/2026 | 5.6 | 4400000 | 4417952 |
| | JACKSON NATL LIFE GLOBAL | FIXED INCOME | 7/2/2027 | 5.6 | 3900000 | 3981588 |
| | JAPANESE YEN | CASH |  |  | 1317451 | 8405 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 9/15/2050 | 3.4 | 284130 | 280190 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 2/25/2052 | 4.9 | 619645 | 574449 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 2/24/2028 | 5.0 | 1100000 | 1108052 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2028 | 5.6 | 9300000 | 9487116 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/24/2029 | 4.9 | 3600000 | 3667068 |
|  | KOMMUNALBANKEN AS | FIXED INCOME | 3/3/2028 | 4.3 | 4000000 | 4006280 |
|  | KRAFT HEINZ FOODS CO | FIXED INCOME | 6/1/2026 | 3.0 | 3300000 | 3285282 |
|  | LAS VEGAS SANDS CORP | FIXED INCOME | 6/1/2027 | 5.9 | 3000000 | 3058740 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 3/24/2026 | 4.7 | 5900000 | 5901121 |
|  | LONG GILT FUTURE MAR 26 | FUTURE | 3/27/2026 |  | 5600000 | 46542 |
|  | M+T BANK AUTO RECEIVABLES TRUS | FIXED INCOME | 2/17/2032 | 5.2 | 1091059 | 1103869 |
|  | MARVELL TECHNOLOGY INC | FIXED INCOME | 4/15/2026 | 1.7 | 200000 | 198456 |
|  | MASSACHUSETTS EDUCATIONAL FINA | FIXED INCOME | 4/25/2038 | 5.5 | 55863 | 56100 |
|  | MEXICAN PESO (NEW) | CASH |  |  | 525 | 29 |
|  | MFRA TRUST | FIXED INCOME | 4/25/2065 | 1.4 | 13627 | 13134 |
|  | MFRA TRUST | FIXED INCOME | 12/25/2068 | 6.1 | 632541 | 637604 |
|  | MIZUHO FINANCIAL GROUP | FIXED INCOME | 5/22/2027 | 1.2 | 4200000 | 4152204 |
|  | MORGAN STANLEY | FIXED INCOME | 4/13/2028 | 5.7 | 4200000 | 4283412 |
|  | MORGAN STANLEY BAML TRUST | FIXED INCOME | 5/15/2050 | 3.4 | 971760 | 967756 |
|  | MORGAN STANLEY BANK NA | FIXED INCOME | 10/15/2027 | 4.7 | 2500000 | 2504525 |
|  | MORGAN STANLEY CAP SVCS COC | EQUITY |  |  | 190000 | 190000 |
|  | MPLX LP | FIXED INCOME | 3/1/2026 | 1.8 | 3716000 | 3701285 |
|  | NATIONAL BANK OF CANADA | FIXED INCOME | 3/5/2027 | 4.7 | 6300000 | 6305355 |
|  | NATIONAL BK KUWAIT NY BRH INST | CASH EQUIVALENT | 5/26/2026 | 4.3 | 8000000 | 8000000 |
|  | NAVIENT EDUCATION LOAN TRUST | FIXED INCOME | 7/15/2055 | 5.0 | 624907 | 632014 |
|  | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 1/15/2069 | 1.3 | 28518 | 27197 |
|  | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 8/15/2068 | 2.6 | 90165 | 87270 |
|  | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 7/16/2040 | 5.3 | 174333 | 174531 |
|  | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 7/26/2066 | 4.8 | 1555791 | 1549682 |
|  | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 9/16/2069 | 1.2 | 116580 | 109519 |
|  | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 4/15/2069 | 1.3 | 1235515 | 1157456 |
|  | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 2/18/2070 | 1.1 | 474552 | 426446 |
|  | NBN CO LTD | FIXED INCOME | 10/1/2027 | 4.0 | 2000000 | 2001800 |
|  | NELNET STUDENT LOAN TRUST | FIXED INCOME | 5/17/2055 | 4.8 | 1403566 | 1409296 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 12/25/2057 | 3.5 | 860405 | 842750 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 7/25/2059 | 2.8 | 1165683 | 1128669 |
|  | NISSAN AUTO LEASE TRUST | FIXED INCOME | 3/15/2028 | 4.8 | 3000000 | 3036202 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| NOMURA HOLDINGS INC | FIXED INCOME | 7/2/2027 | 5.6 | 800000 | 817184 |
| NORDEA BANK ABP | FIXED INCOME | 3/19/2027 | 4.4 | 1540000 | 1546191 |
| NTT FINANCE CORP | FIXED INCOME | 4/3/2026 | 1.2 | 600000 | 595548 |
| NTT FINANCE CORP | FIXED INCOME | 7/16/2028 | 4.6 | 3400000 | 3444030 |
| ONEOK INC | FIXED INCOME | 10/15/2029 | 4.4 | 3000000 | 3011670 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 11/25/2061 | 2.3 | 2998597 | 2709143 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 10/25/2061 | 2.0 | 3095463 | 2679381 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 1/25/2062 | 2.8 | 63076 | 61277 |
| ORIX CORP | FIXED INCOME | 9/9/2030 | 4.5 | 4000000 | 4007360 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 3/1/2026 | 3.0 | 1100000 | 1097074 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/1/2027 | 2.1 | 2200000 | 2133076 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 1/1/2026 | 3.2 | 5100000 | 5100000 |
| PNC BANK NA | FIXED INCOME | 1/15/2027 | 4.8 | 5600000 | 5598320 |
| POUND STERLING | CASH |  |  | 80200 | 107873 |
| PRES + FELLOWS OF HARVAR | FIXED INCOME | 3/15/2030 | 4.9 | 2700000 | 2789721 |
| PSP CAPITAL INC | FIXED INCOME | 12/1/2027 | 4.2 | 5000000 | 5004150 |
| QATAR ENERGY | FIXED INCOME | 9/12/2026 | 1.4 | 700000 | 685475 |
| ROYAL BANK OF CANADA | FIXED INCOME | 7/23/2027 | 4.8 | 7400000 | 7415984 |
| ROYAL BANK OF CANADA | FIXED INCOME | 1/24/2029 | 5.0 | 3700000 | 3767599 |
| ROYAL CARIBBEAN CRUISES | FIXED INCOME | 7/15/2027 | 5.4 | 500000 | 503995 |
| SANTANDER UK PLC | FIXED INCOME | 12/12/2027 | 4.5 | 3500000 | 3550680 |
| SAUDI INTERNATIONAL BOND | FIXED INCOME | 1/13/2028 | 5.1 | 11800000 | 12048154 |
| SBA TOWER TRUST | FIXED INCOME | 7/15/2050 | 1.9 | 1600000 | 1598219 |
| SBA TOWER TRUST | FIXED INCOME | 10/15/2029 | 4.8 | 1500000 | 1509351 |
| SBNA AUTO LEASE TRUST | FIXED INCOME | 4/20/2028 | 4.8 | 4000000 | 4025619 |
| SBNA AUTO LEASE TRUST | FIXED INCOME | 11/22/2027 | 5.6 | 2868698 | 2885226 |
| SIEMENS FUNDING BV | FIXED INCOME | 5/26/2028 | 4.5 | 1160000 | 1163677 |
| SLM STUDENT LOAN TRUST | FIXED INCOME | 6/25/2043 | 4.4 | 3625339 | 3545228 |
| SLM STUDENT LOAN TRUST | FIXED INCOME | 12/27/2038 | 4.6 | 3554236 | 3592972 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 5/16/2050 | 4.5 | 1506867 | 1501418 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 7/15/2053 | 1.3 | 696905 | 663406 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 3/15/2056 | 5.4 | 3060634 | 3085102 |
| SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 3/16/2054 | 5.1 | 840633 | 851780 |
| SOUTHERN CAL EDISON | FIXED INCOME | 3/1/2029 | 4.2 | 2460000 | 2443887 |
| SOUTHERN CAL EDISON | FIXED INCOME | 2/1/2026 | 1.2 | 5800000 | 5783702 |
| SOUTHWESTERN ELEC POWER | FIXED INCOME | 3/15/2026 | 1.7 | 3000000 | 2985450 |
| SPECTRA ENERGY PARTNERS | FIXED INCOME | 10/15/2026 | 3.4 | 1900000 | 1890823 |
| SUMITOMO MITSUI TR BK LT | FIXED INCOME | 9/14/2026 | 5.7 | 1000000 | 1011100 |
| SVENSKA HANDELSBANKEN AB | FIXED INCOME | 3/4/2026 | 4.1 | 2500000 | 1667458 |
| SWPC0NUE4 CDS USD P F 1.00000 | FIXED INCOME | 12/20/2030 | 1.0 | (4900000) | (4900000) |
| SWPC0NUE4 CDS USD R V 03MEVENT | FIXED INCOME | 12/20/2030 | 1.0 | 4900000 | 4724747 |
| SWU02K0G6 IRS AUD P V 06MBBSW | FIXED INCOME | 3/18/2036 | 1.0 | (2900000) | (1933865) |
| SWU02K0G6 IRS AUD R F 4.25000 | FIXED INCOME | 3/18/2036 | 4.3 | 2900000 | 1848559 |
| SYNCHRONY CARD ISSUANCE TRUST | FIXED INCOME | 2/15/2031 | 4.8 | 4000000 | 4074312 |
| TORONTO DOMINION BANK | FIXED INCOME | 1/31/2028 | 4.9 | 10000000 | 10166800 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 4/25/2060 | 1.6 | 3294185 |  | 3021380 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 10/25/2059 | 2.9 | 1770365 |  | 1707556 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 1/25/2060 | 2.7 | 922677 |  | 891874 |
| TOYOTA AUTO RECEIVABLES OWNER | FIXED INCOME | 3/15/2028 | 4.5 | 5783240 |  | 5798468 |
| TOYOTA MOTOR CREDIT CORP | FIXED INCOME | 5/15/2026 | 4.3 | 4500000 |  | 4502205 |
| TOYOTA MOTOR CREDIT CORP | FIXED INCOME | 8/7/2026 | 4.7 | 2000000 |  | 2005640 |
| TRILLIUM CREDIT CARD TRUST II | FIXED INCOME | 9/26/2030 | 4.3 | 400000 |  | 401261 |
| TRUSTEES PRINCETON UNIV | FIXED INCOME | 7/1/2030 | 4.6 | 1000000 |  | 1024300 |
| TSY INFL IX N/B | FIXED INCOME | 7/15/2026 | 0.1 | 6791350 |  | 6754740 |
| TSY INFL IX N/B | FIXED INCOME | 10/15/2026 | 0.1 | 2025499 |  | 2007578 |
| TSY INFL IX N/B | FIXED INCOME | 4/15/2029 | 2.1 | 2863072 |  | 2926820 |
| UBER TECHNOLOGIES INC | FIXED INCOME | 8/15/2029 | 4.5 | 200000 |  | 200364 |
| UBS GROUP AG | FIXED INCOME | 2/2/2027 | 1.3 | 1400000 |  | 1396416 |
| UBS GROUP AG | FIXED INCOME | 1/12/2027 | 5.7 | 3300000 |  | 3301122 |
| UNITED AIR 2014 2 A PTT | FIXED INCOME | 3/3/2028 | 3.8 | 400783 |  | 399156 |
| UNITED WHOLSALE MORTGAGE LLC | FIXED INCOME | 12/25/2051 | 4.8 | 1445561 |  | 1348427 |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | (26200000) |  | 198824 |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | (40400000) |  | 96491 |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 322200000 |  | 516682 |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 55300000 |  | (218069) |
| US DOLLAR | CASH |  |  | 105717 |  | 105717 |
| US TREASURY N/B | FIXED INCOME | 8/15/2055 | 4.8 | 1200000 |  | 1185000 |
| US TREASURY N/B | FIXED INCOME | 10/31/2030 | 3.6 | 55100000 |  | 54923508 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | (10700000) |  | 125909 |
| VERUS SECURITIZATION TRUST | FIXED INCOME | 1/25/2069 | 5.7 | 1061278 |  | 1066654 |
| VICI PROPERTIES / NOTE | FIXED INCOME | 9/1/2026 | 4.5 | 300000 |  | 300180 |
| VOLKSWAGEN AUTO LOAN ENHANCED | FIXED INCOME | 6/20/2028 | 5.0 | 602056 |  | 605577 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 9/12/2026 | 5.7 | 200000 |  | 202052 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 3/25/2027 | 4.8 | 1000000 |  | 1001490 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/22/2028 | 5.7 | 3100000 |  | 3164201 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2029 | 5.0 | 5000000 |  | 5094350 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 1/15/2059 | 5.4 | 1388373 |  | 1388292 |
| WEYERHAEUSER CO | FIXED INCOME | 5/15/2026 | 4.8 | 2600000 |  | 2605408 |
| WORLD OMNI AUTO RECEIVABLES TR | FIXED INCOME | 2/15/2029 | 5.8 | 1552593 |  | 1570342 |
|  | **Sub-Total: Fund 5736 5 of 16** | **Sub-Total: Fund 5736 5 of 16** | **Sub-Total: Fund 5736 5 of 16** | **Sub-Total: Fund 5736 5 of 16** | **Total** | $**876838655** |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ABBVIE INC | FIXED INCOME | 11/21/2029 | 3.2 | 1185000 |  | $1149865 |
|  | ADVOCATE HEALTH CORP | FIXED INCOME | 6/15/2030 | 2.2 | 620000 |  | 572031 |
|  | AEP TEXAS INC | FIXED INCOME | 5/15/2029 | 5.5 | 235000 |  | 243399 |
|  | AEP TEXAS INC | FIXED INCOME | 5/15/2034 | 5.7 | 190000 |  | 198438 |
|  | AGILENT TECHNOLOGIES INC | FIXED INCOME | 3/12/2031 | 2.3 | 330000 |  | 299079 |
|  | AID ISRAEL | FIXED INCOME | 9/18/2033 | 5.5 | 480000 |  | 517171 |
|  | ALEXANDRIA REAL ESTATE E | FIXED INCOME | 12/15/2029 | 2.8 | 625000 |  | 586781 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2032 | 4.4 | 80000 |  | 80334 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2035 | 4.7 | 230000 |  | 230501 |
|  | AMEREN ILLINOIS CO | FIXED INCOME | 6/1/2033 | 5.0 | 350000 |  | 358134 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 1/15/2030 | 2.9 | 210000 |  | 199592 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 12/15/2032 | 4.7 | 105000 |  | 105310 |
|  | AMGEN INC | FIXED INCOME | 3/2/2030 | 5.3 | 425000 |  | 441210 |
|  | AMPHENOL CORP | FIXED INCOME | 2/15/2030 | 2.8 | 200000 |  | 190098 |
|  | ARCH CAPITAL FINANCE LLC | FIXED INCOME | 12/15/2026 | 4.0 | 55000 |  | 55016 |
|  | ARIZONA PUBLIC SERVICE | FIXED INCOME | 12/15/2032 | 6.4 | 150000 |  | 163973 |
|  | ARIZONA PUBLIC SERVICE | FIXED INCOME | 8/15/2034 | 5.7 | 575000 |  | 605625 |
|  | ARTHUR J GALLAGHER + CO | FIXED INCOME | 12/15/2029 | 4.9 | 105000 |  | 107483 |
|  | ASCENSION HEALTH | FIXED INCOME | 11/15/2029 | 2.5 | 255000 |  | 241222 |
|  | AT+T INC | FIXED INCOME | 6/1/2027 | 2.3 | 1000000 |  | 977650 |
|  | AUTONATION INC | FIXED INCOME | 11/15/2027 | 3.8 | 400000 |  | 397032 |
|  | BANCO SANTANDER SA | FIXED INCOME | 7/15/2028 | 5.4 | 600000 |  | 611358 |
|  | BANCO SANTANDER SA | FIXED INCOME | 5/28/2030 | 3.5 | 400000 |  | 385488 |
|  | BANK | FIXED INCOME | 11/15/2062 | 2.7 | 1500000 |  | 1415894 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 12/20/2028 | 3.4 | 1070000 |  | 1057492 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 2/13/2031 | 2.5 | 1025000 |  | 955269 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 4/22/2032 | 2.7 | 1325000 |  | 1216310 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 6/14/2029 | 2.1 | 820000 |  | 782288 |
|  | BANK5 | FIXED INCOME | 4/15/2058 | 5.6 | 2270000 |  | 2375248 |
|  | BARCLAYS PLC | FIXED INCOME | 11/24/2032 | 2.9 | 490000 |  | 445689 |
|  | BARCLAYS PLC | FIXED INCOME | 9/10/2028 | 4.8 | 620000 |  | 627254 |
|  | BARCLAYS PLC | FIXED INCOME | 2/25/2029 | 5.1 | 200000 |  | 203806 |
|  | BAT CAPITAL CORP | FIXED INCOME | 3/22/2033 | 4.6 | 500000 |  | 497195 |
|  | BAT CAPITAL CORP | FIXED INCOME | 8/15/2027 | 3.6 | 43000 |  | 42675 |
|  | BAT CAPITAL CORP | FIXED INCOME | 4/2/2027 | 4.7 | 180000 |  | 181156 |
|  | BAT CAPITAL CORP | FIXED INCOME | 2/20/2031 | 5.8 | 175000 |  | 185822 |
|  | BAT CAPITAL CORP | FIXED INCOME | 2/20/2034 | 6.0 | 190000 |  | 203659 |
|  | BAT CAPITAL CORP | FIXED INCOME | 8/15/2032 | 5.4 | 225000 |  | 234027 |
|  | BAT INTL FINANCE PLC | FIXED INCOME | 3/16/2028 | 4.4 | 515000 |  | 519110 |
|  | BAYLOR SCOTT + WHITE HOL | FIXED INCOME | 11/15/2030 | 1.8 | 350000 |  | 313744 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 7/15/2053 | 1.7 | 2300000 | 2082473 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 3/15/2054 | 2.3 | 2500000 | 2242310 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 4/15/2057 | 5.7 | 1900000 | 1988604 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 1/15/2058 | 5.2 | 1600000 | 1654590 |
| BHP BILLITON FIN USA LTD | FIXED INCOME | 9/8/2033 | 5.3 | 200000 | 208022 |
| BHP BILLITON FIN USA LTD | FIXED INCOME | 2/21/2030 | 5.0 | 320000 | 330109 |
| BHP BILLITON FIN USA LTD | FIXED INCOME | 2/21/2032 | 5.1 | 360000 | 373388 |
| BLUEMOUNTAIN CLO LTD | FIXED INCOME | 4/15/2035 | 5.1 | 2200000 | 2198964 |
| BOEING CO | FIXED INCOME | 2/1/2035 | 3.3 | 125000 | 109693 |
| BOEING CO | FIXED INCOME | 5/1/2030 | 5.2 | 1440000 | 1480565 |
| BOEING CO | FIXED INCOME | 2/4/2026 | 2.2 | 750000 | 748605 |
| BRIXMOR OPERATING PART | FIXED INCOME | 6/15/2026 | 4.1 | 350000 | 349671 |
| BRIXMOR OPERATING PART | FIXED INCOME | 3/15/2027 | 3.9 | 425000 | 424112 |
| BRIXMOR OPERATING PART | FIXED INCOME | 4/1/2028 | 2.3 | 225000 | 216018 |
| BRIXMOR OPERATING PART | FIXED INCOME | 8/16/2031 | 2.5 | 570000 | 512521 |
| BROADCOM INC | FIXED INCOME | 4/15/2029 | 4.0 | 805000 | 802134 |
| BROADCOM INC | FIXED INCOME | 7/12/2027 | 5.1 | 160000 | 162798 |
| BROADCOM INC | FIXED INCOME | 4/15/2030 | 5.1 | 845000 | 872615 |
| BROADCOM INC | FIXED INCOME | 2/15/2031 | 2.5 | 200000 | 183122 |
| BROADCOM INC | FIXED INCOME | 10/15/2030 | 4.2 | 125000 | 124925 |
| BROADSTONE NET LEASE LLC | FIXED INCOME | 9/15/2031 | 2.6 | 380000 | 336612 |
| BROWN + BROWN INC | FIXED INCOME | 6/23/2032 | 5.3 | 50000 | 51129 |
| BROWN + BROWN INC | FIXED INCOME | 6/23/2035 | 5.6 | 60000 | 61619 |
| CANADIAN NATL RESOURCES | FIXED INCOME | 6/1/2027 | 3.9 | 525000 | 523745 |
| CANADIAN NATL RESOURCES | FIXED INCOME | 12/15/2029 | 5.0 | 300000 | 307716 |
| CARDINAL HEALTH INC | FIXED INCOME | 9/15/2030 | 4.5 | 425000 | 429339 |
| CARLISLE COS INC | FIXED INCOME | 9/15/2035 | 5.3 | 125000 | 127779 |
| CENOVUS ENERGY INC | FIXED INCOME | 1/15/2032 | 2.7 | 150000 | 133385 |
| CENTERPOINT ENERGY RES | FIXED INCOME | 10/1/2030 | 1.8 | 500000 | 446215 |
| CFCRE COMMERCIAL MORTGAGE TRUS | FIXED INCOME | 12/10/2054 | 3.6 | 2587399 | 2563328 |
| CHASE ISSUANCE TRUST | FIXED INCOME | 1/15/2031 | 4.6 | 300000 | 307294 |
| CITIBANK CREDIT CARD ISSUANCE | FIXED INCOME | 10/13/2030 | 4.0 | 1000000 | 1003600 |
| CITIBANK CREDIT CARD ISSUANCE | FIXED INCOME | 6/21/2032 | 4.5 | 700000 | 714285 |
| CITIGROUP INC | FIXED INCOME | 1/29/2031 | 2.7 | 2645000 | 2477386 |
| CITIGROUP INC | FIXED INCOME | 1/24/2036 | 6.0 | 175000 | 183659 |
| COMM MORTGAGE TRUST | FIXED INCOME | 2/10/2049 | 3.8 | 768287 | 766480 |
| COMMONSPIRIT HEALTH | FIXED INCOME | 12/1/2031 | 5.2 | 1090000 | 1129872 |
| CONSTELLATION BRANDS INC | FIXED INCOME | 12/6/2026 | 3.7 | 175000 | 174575 |
| CONSTELLATION BRANDS INC | FIXED INCOME | 8/1/2031 | 2.3 | 480000 | 426173 |
| COPT DEFENSE PROP LP | FIXED INCOME | 10/15/2030 | 4.5 | 60000 | 59761 |
| CORP ANDINA DE FOMENTO | FIXED INCOME | 1/24/2029 | 5.0 | 70000 | 72129 |
| CRH SMW FINANCE DAC | FIXED INCOME | 5/21/2029 | 5.2 | 215000 | 222086 |
| CRH SMW FINANCE DAC | FIXED INCOME | 1/9/2030 | 5.1 | 345000 | 355854 |
| CUBESMART LP | FIXED INCOME | 12/15/2028 | 2.3 | 230000 | 218560 |
| CVS HEALTH CORP | FIXED INCOME | 8/21/2030 | 1.8 | 325000 | 289045 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| DEUTSCHE BANK NY | FIXED INCOME | 1/18/2029 | 6.7 | 450000 | 471146 |
| DEUTSCHE BANK NY | FIXED INCOME | 5/9/2031 | 5.3 | 400000 | 409956 |
| DEUTSCHE BANK NY | FIXED INCOME | 1/10/2029 | 5.4 | 160000 | 163326 |
| DEUTSCHE TELEKOM INT FIN | FIXED INCOME | 6/15/2030 | 8.8 | 100000 | 116791 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 3/15/2033 | 6.3 | 160000 | 172779 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 4/1/2035 | 5.6 | 240000 | 247212 |
| DTE ELECTRIC CO | FIXED INCOME | 5/14/2027 | 4.3 | 95000 | 95650 |
| DUKE ENERGY OHIO INC | FIXED INCOME | 4/1/2033 | 5.3 | 475000 | 492794 |
| DUPONT DE NEMOURS INC | FIXED INCOME | 11/15/2028 | 4.7 | 464000 | 469522 |
| EDISON INTERNATIONAL | FIXED INCOME | 11/15/2028 | 5.3 | 405000 | 410589 |
| ELEVANCE HEALTH INC | FIXED INCOME | 11/1/2031 | 5.0 | 425000 | 434622 |
| ELI LILLY + CO | FIXED INCOME | 2/9/2034 | 4.7 | 88000 | 89259 |
| ELI LILLY + CO | FIXED INCOME | 8/14/2034 | 4.6 | 229000 | 230136 |
| ELI LILLY + CO | FIXED INCOME | 10/15/2028 | 4.0 | 500000 | 503375 |
| ENERGY TRANSFER LP | FIXED INCOME | 12/1/2033 | 6.6 | 450000 | 494393 |
| ENERGY TRANSFER LP | FIXED INCOME | 7/15/2026 | 3.9 | 500000 | 499530 |
| ESSEX PORTFOLIO LP | FIXED INCOME | 3/1/2028 | 1.7 | 40000 | 37987 |
| EVERGY METRO | FIXED INCOME | 8/15/2035 | 5.1 | 325000 | 328913 |
| EXPORT IMPORT BANK KOREA | FIXED INCOME | 1/11/2033 | 5.1 | 200000 | 209508 |
| FAIRFAX FINL HLDGS LTD | FIXED INCOME | 8/16/2032 | 5.6 | 385000 | 402367 |
| FAIRFAX FINL HLDGS LTD | FIXED INCOME | 12/7/2033 | 6.0 | 395000 | 419530 |
| FANNIE MAE | FIXED INCOME | 11/15/2030 | 6.6 | 550000 | 620642 |
| FANNIE MAE | FIXED INCOME | 8/5/2030 | 0.9 | 200000 | 176344 |
| FANNIE MAE | FIXED INCOME | 3/17/2031 |  | 805000 | 653097 |
| FED HM LN PC POOL A47038 | FIXED INCOME | 9/1/2035 | 5.0 | 8271 | 8471 |
| FED HM LN PC POOL A85726 | FIXED INCOME | 4/1/2039 | 5.0 | 31103 | 31877 |
| FED HM LN PC POOL A93318 | FIXED INCOME | 8/1/2040 | 5.0 | 43473 | 44557 |
| FED HM LN PC POOL A93713 | FIXED INCOME | 9/1/2040 | 5.0 | 100938 | 103454 |
| FED HM LN PC POOL A94069 | FIXED INCOME | 9/1/2040 | 5.0 | 35664 | 36553 |
| FED HM LN PC POOL A95085 | FIXED INCOME | 11/1/2040 | 4.0 | 165230 | 162390 |
| FED HM LN PC POOL A95575 | FIXED INCOME | 12/1/2040 | 4.0 | 119515 | 117469 |
| FED HM LN PC POOL A95960 | FIXED INCOME | 12/1/2040 | 4.0 | 112344 | 110414 |
| FED HM LN PC POOL A97040 | FIXED INCOME | 2/1/2041 | 4.0 | 110220 | 108326 |
| FED HM LN PC POOL C03520 | FIXED INCOME | 9/1/2040 | 4.0 | 133965 | 131663 |
| FED HM LN PC POOL C03545 | FIXED INCOME | 8/1/2040 | 5.0 | 40660 | 41674 |
| FED HM LN PC POOL C09004 | FIXED INCOME | 7/1/2042 | 3.5 | 231275 | 220863 |
| FED HM LN PC POOL C09029 | FIXED INCOME | 3/1/2043 | 3.0 | 181987 | 168769 |
| FED HM LN PC POOL C09031 | FIXED INCOME | 2/1/2043 | 2.5 | 109107 | 98226 |
| FED HM LN PC POOL C09055 | FIXED INCOME | 12/1/2043 | 4.0 | 39388 | 38574 |
| FED HM LN PC POOL C91176 | FIXED INCOME | 5/1/2028 | 5.5 | 5588 | 5660 |
| FED HM LN PC POOL C91908 | FIXED INCOME | 1/1/2037 | 3.0 | 480843 | 460188 |
| FED HM LN PC POOL C91960 | FIXED INCOME | 11/1/2037 | 3.5 | 189167 | 184147 |
| FED HM LN PC POOL C91969 | FIXED INCOME | 1/1/2038 | 3.0 | 80086 | 76342 |
| FED HM LN PC POOL G02427 | FIXED INCOME | 12/1/2036 | 5.5 | 63911 | 66673 |
| FED HM LN PC POOL G03737 | FIXED INCOME | 11/1/2037 | 6.5 | 25304 | 27259 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL G03812 | FIXED INCOME | 2/1/2038 | 5.5 | 90478 | 94409 |
| FED HM LN PC POOL G05676 | FIXED INCOME | 11/1/2039 | 4.0 | 147824 | 145294 |
| FED HM LN PC POOL G05726 | FIXED INCOME | 8/1/2039 | 5.0 | 48082 | 49284 |
| FED HM LN PC POOL G06087 | FIXED INCOME | 9/1/2040 | 5.0 | 14459 | 14837 |
| FED HM LN PC POOL G06231 | FIXED INCOME | 12/1/2040 | 4.0 | 93361 | 91756 |
| FED HM LN PC POOL G06499 | FIXED INCOME | 3/1/2041 | 4.0 | 138055 | 135682 |
| FED HM LN PC POOL G06506 | FIXED INCOME | 12/1/2040 | 4.0 | 280234 | 275418 |
| FED HM LN PC POOL G06507 | FIXED INCOME | 2/1/2041 | 4.0 | 56418 | 55448 |
| FED HM LN PC POOL G07032 | FIXED INCOME | 6/1/2042 | 3.0 | 401174 | 372036 |
| FED HM LN PC POOL G07129 | FIXED INCOME | 9/1/2042 | 3.5 | 374853 | 359548 |
| FED HM LN PC POOL G07388 | FIXED INCOME | 5/1/2043 | 3.5 | 203917 | 194514 |
| FED HM LN PC POOL G08479 | FIXED INCOME | 3/1/2042 | 3.5 | 125981 | 120309 |
| FED HM LN PC POOL G08601 | FIXED INCOME | 8/1/2044 | 4.0 | 63172 | 61403 |
| FED HM LN PC POOL G08624 | FIXED INCOME | 1/1/2045 | 4.0 | 52294 | 50829 |
| FED HM LN PC POOL G08654 | FIXED INCOME | 7/1/2045 | 3.5 | 390190 | 368990 |
| FED HM LN PC POOL G08677 | FIXED INCOME | 11/1/2045 | 4.0 | 114712 | 111555 |
| FED HM LN PC POOL G08707 | FIXED INCOME | 5/1/2046 | 4.0 | 341159 | 330177 |
| FED HM LN PC POOL G08731 | FIXED INCOME | 11/1/2046 | 2.5 | 205079 | 179399 |
| FED HM LN PC POOL G08732 | FIXED INCOME | 11/1/2046 | 3.0 | 152820 | 139083 |
| FED HM LN PC POOL G08735 | FIXED INCOME | 10/1/2046 | 4.5 | 149108 | 148665 |
| FED HM LN PC POOL G08770 | FIXED INCOME | 7/1/2047 | 3.5 | 221690 | 208602 |
| FED HM LN PC POOL G08772 | FIXED INCOME | 7/1/2047 | 4.5 | 135596 | 134903 |
| FED HM LN PC POOL G14239 | FIXED INCOME | 9/1/2026 | 4.0 | 478 | 477 |
| FED HM LN PC POOL G16015 | FIXED INCOME | 1/1/2032 | 3.0 | 184228 | 181253 |
| FED HM LN PC POOL G16177 | FIXED INCOME | 1/1/2032 | 2.0 | 338217 | 325398 |
| FED HM LN PC POOL G16459 | FIXED INCOME | 7/1/2032 | 3.5 | 97885 | 97059 |
| FED HM LN PC POOL G18475 | FIXED INCOME | 8/1/2028 | 2.5 | 23513 | 23197 |
| FED HM LN PC POOL G67717 | FIXED INCOME | 11/1/2048 | 4.0 | 314270 | 305228 |
| FED HM LN PC POOL J15031 | FIXED INCOME | 4/1/2026 | 4.0 | 2195 | 2190 |
| FED HM LN PC POOL J15719 | FIXED INCOME | 6/1/2026 | 4.0 | 5231 | 5219 |
| FED HM LN PC POOL J15847 | FIXED INCOME | 6/1/2026 | 4.0 | 129 | 128 |
| FED HM LN PC POOL J16059 | FIXED INCOME | 7/1/2026 | 4.0 | 4596 | 4585 |
| FED HM LN PC POOL J23935 | FIXED INCOME | 5/1/2028 | 3.0 | 22815 | 22652 |
| FED HM LN PC POOL J24887 | FIXED INCOME | 7/1/2028 | 3.0 | 246419 | 244513 |
| FED HM LN PC POOL J27464 | FIXED INCOME | 2/1/2029 | 3.5 | 89655 | 89332 |
| FED HM LN PC POOL J27964 | FIXED INCOME | 4/1/2029 | 3.0 | 48146 | 47678 |
| FED HM LN PC POOL J28440 | FIXED INCOME | 6/1/2029 | 3.0 | 67953 | 67321 |
| FED HM LN PC POOL J29007 | FIXED INCOME | 8/1/2029 | 3.0 | 65684 | 64984 |
| FED HM LN PC POOL J29036 | FIXED INCOME | 8/1/2029 | 3.0 | 65908 | 65178 |
| FED HM LN PC POOL J29049 | FIXED INCOME | 8/1/2029 | 3.0 | 55167 | 54589 |
| FED HM LN PC POOL Q02171 | FIXED INCOME | 7/1/2041 | 5.0 | 12768 | 13082 |
| FED HM LN PC POOL Q02606 | FIXED INCOME | 8/1/2041 | 5.0 | 150213 | 153908 |
| FED HM LN PC POOL Q04673 | FIXED INCOME | 11/1/2041 | 4.0 | 278514 | 273475 |
| FED HM LN PC POOL Q10241 | FIXED INCOME | 8/1/2042 | 3.5 | 113138 | 108672 |
| FED HM LN PC POOL Q10448 | FIXED INCOME | 8/1/2042 | 3.5 | 113295 | 108669 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL Q11288 | FIXED INCOME | 9/1/2042 | 3.5 | 118238 | 113411 |
| FED HM LN PC POOL Q11788 | FIXED INCOME | 10/1/2042 | 3.0 | 63051 | 58468 |
| FED HM LN PC POOL Q12520 | FIXED INCOME | 10/1/2042 | 3.0 | 30436 | 28225 |
| FED HM LN PC POOL Q12841 | FIXED INCOME | 11/1/2042 | 3.5 | 331038 | 317522 |
| FED HM LN PC POOL Q13630 | FIXED INCOME | 11/1/2042 | 3.0 | 87548 | 81189 |
| FED HM LN PC POOL Q15062 | FIXED INCOME | 2/1/2043 | 3.0 | 497506 | 461377 |
| FED HM LN PC POOL Q44452 | FIXED INCOME | 11/1/2046 | 3.0 | 108309 | 98574 |
| FED HM LN PC POOL Q44963 | FIXED INCOME | 12/1/2046 | 3.5 | 340450 | 321976 |
| FED HM LN PC POOL Q49494 | FIXED INCOME | 7/1/2047 | 4.5 | 76586 | 76194 |
| FED HM LN PC POOL QA5902 | FIXED INCOME | 1/1/2050 | 3.0 | 129597 | 116432 |
| FED HM LN PC POOL RB5142 | FIXED INCOME | 1/1/2042 | 2.5 | 1232407 | 1111185 |
| FED HM LN PC POOL SB8083 | FIXED INCOME | 1/1/2036 | 1.5 | 821310 | 750076 |
| FED HM LN PC POOL SB8510 | FIXED INCOME | 2/1/2036 | 2.0 | 654755 | 608044 |
| FED HM LN PC POOL SD4396 | FIXED INCOME | 11/1/2053 | 5.5 | 1615144 | 1648151 |
| FED HM LN PC POOL SD5368 | FIXED INCOME | 7/1/2052 | 2.5 | 497913 | 421930 |
| FED HM LN PC POOL SD8016 | FIXED INCOME | 10/1/2049 | 3.0 | 308304 | 276985 |
| FED HM LN PC POOL SD8090 | FIXED INCOME | 9/1/2050 | 2.0 | 2576078 | 2109977 |
| FED HM LN PC POOL SD8104 | FIXED INCOME | 11/1/2050 | 1.5 | 1565357 | 1213153 |
| FED HM LN PC POOL SD8113 | FIXED INCOME | 12/1/2050 | 2.0 | 331119 | 270861 |
| FED HM LN PC POOL SD8128 | FIXED INCOME | 2/1/2051 | 2.0 | 1074264 | 878017 |
| FED HM LN PC POOL SD8141 | FIXED INCOME | 4/1/2051 | 2.5 | 4136803 | 3536183 |
| FED HM LN PC POOL SD8332 | FIXED INCOME | 6/1/2053 | 6.0 | 692066 | 711541 |
| FED HM LN PC POOL SD8348 | FIXED INCOME | 8/1/2053 | 5.0 | 943151 | 944971 |
| FED HM LN PC POOL SD8401 | FIXED INCOME | 2/1/2054 | 5.5 | 1738793 | 1766431 |
| FED HM LN PC POOL SD8446 | FIXED INCOME | 7/1/2054 | 5.5 | 969617 | 984487 |
| FED HM LN PC POOL SD8468 | FIXED INCOME | 10/1/2054 | 5.0 | 2378602 | 2375324 |
| FED HM LN PC POOL SD8474 | FIXED INCOME | 11/1/2054 | 5.0 | 495490 | 494808 |
| FED HM LN PC POOL SD8492 | FIXED INCOME | 1/1/2055 | 5.0 | 1523000 | 1520901 |
| FED HM LN PC POOL SD8494 | FIXED INCOME | 1/1/2055 | 5.5 | 2335520 | 2370264 |
| FED HM LN PC POOL V60298 | FIXED INCOME | 10/1/2028 | 3.0 | 48420 | 48007 |
| FED HM LN PC POOL V60564 | FIXED INCOME | 6/1/2029 | 3.0 | 105703 | 104663 |
| FED HM LN PC POOL V60869 | FIXED INCOME | 7/1/2030 | 2.5 | 251441 | 246291 |
| FED HM LN PC POOL ZM2868 | FIXED INCOME | 3/1/2047 | 3.5 | 80447 | 75916 |
| FEDERAL FARM CREDIT BANK | FIXED INCOME | 11/26/2032 | 1.5 | 205000 | 171021 |
| FEDERAL FARM CREDIT BANK | FIXED INCOME | 9/23/2030 | 1.6 | 845000 | 760399 |
| FEDERAL FARM CREDIT BANK | FIXED INCOME | 2/4/2031 | 1.8 | 245000 | 219750 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 7/23/2030 | 1.3 | 675000 | 599778 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 6/20/2031 | 1.8 | 195000 | 173141 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 9/10/2032 | 4.3 | 160000 | 162221 |
| FERGUSON ENTERPRISES INC | FIXED INCOME | 10/3/2034 | 5.0 | 145000 | 146444 |
| FIFTH THIRD BANCORP | FIXED INCOME | 7/27/2029 | 6.3 | 175000 | 184293 |
| FIFTH THIRD FINANCL CORP | FIXED INCOME | 1/30/2030 | 6.0 | 860000 | 897186 |
| FIRST HORIZON CORP | FIXED INCOME | 3/7/2031 | 5.5 | 210000 | 217172 |
| FISERV INC | FIXED INCOME | 2/15/2031 | 4.6 | 150000 | 148802 |
| FLORIDA POWER + LIGHT CO | FIXED INCOME | 6/15/2029 | 5.2 | 450000 | 467789 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL 257281 | FIXED INCOME | 7/1/2028 | 5.0 | 1135 | 1144 |
| FNMA POOL 555800 | FIXED INCOME | 10/1/2033 | 5.5 | 147427 | 152190 |
| FNMA POOL 655687 | FIXED INCOME | 8/1/2032 | 6.5 | 30507 | 32185 |
| FNMA POOL 660662 | FIXED INCOME | 9/1/2032 | 6.5 | 1214 | 1281 |
| FNMA POOL 735061 | FIXED INCOME | 11/1/2034 | 6.0 | 161069 | 169162 |
| FNMA POOL 735271 | FIXED INCOME | 1/1/2035 | 6.0 | 27943 | 29347 |
| FNMA POOL 735288 | FIXED INCOME | 3/1/2035 | 5.0 | 35651 | 36432 |
| FNMA POOL 735382 | FIXED INCOME | 4/1/2035 | 5.0 | 192034 | 196239 |
| FNMA POOL 735484 | FIXED INCOME | 5/1/2035 | 5.0 | 85693 | 87665 |
| FNMA POOL 735500 | FIXED INCOME | 5/1/2035 | 5.5 | 123707 | 128813 |
| FNMA POOL 735578 | FIXED INCOME | 6/1/2035 | 5.0 | 15454 | 15810 |
| FNMA POOL 735580 | FIXED INCOME | 6/1/2035 | 5.0 | 73391 | 74998 |
| FNMA POOL 735591 | FIXED INCOME | 6/1/2035 | 5.0 | 70130 | 71666 |
| FNMA POOL 735667 | FIXED INCOME | 7/1/2035 | 5.0 | 71123 | 72681 |
| FNMA POOL 735676 | FIXED INCOME | 7/1/2035 | 5.0 | 250895 | 256388 |
| FNMA POOL 735989 | FIXED INCOME | 2/1/2035 | 5.5 | 131549 | 135799 |
| FNMA POOL 745355 | FIXED INCOME | 3/1/2036 | 5.0 | 67898 | 69461 |
| FNMA POOL 745412 | FIXED INCOME | 12/1/2035 | 5.5 | 84827 | 88211 |
| FNMA POOL 745418 | FIXED INCOME | 4/1/2036 | 5.5 | 38859 | 40464 |
| FNMA POOL 745515 | FIXED INCOME | 5/1/2036 | 5.0 | 13198 | 13502 |
| FNMA POOL 745885 | FIXED INCOME | 10/1/2036 | 6.0 | 83802 | 88807 |
| FNMA POOL 745950 | FIXED INCOME | 11/1/2036 | 6.0 | 65274 | 69172 |
| FNMA POOL 832690 | FIXED INCOME | 9/1/2035 | 5.0 | 42452 | 43429 |
| FNMA POOL 832799 | FIXED INCOME | 9/1/2035 | 5.0 | 58032 | 59367 |
| FNMA POOL 888129 | FIXED INCOME | 2/1/2037 | 5.5 | 29462 | 30704 |
| FNMA POOL 888286 | FIXED INCOME | 4/1/2037 | 5.5 | 113028 | 117796 |
| FNMA POOL 889072 | FIXED INCOME | 12/1/2037 | 6.5 | 18941 | 20309 |
| FNMA POOL 889579 | FIXED INCOME | 5/1/2038 | 6.0 | 66333 | 70552 |
| FNMA POOL 889705 | FIXED INCOME | 6/1/2038 | 5.5 | 37857 | 39456 |
| FNMA POOL 889983 | FIXED INCOME | 10/1/2038 | 6.0 | 115281 | 122614 |
| FNMA POOL 902669 | FIXED INCOME | 11/1/2036 | 5.0 | 15202 | 15565 |
| FNMA POOL 916398 | FIXED INCOME | 5/1/2037 | 6.5 | 495 | 533 |
| FNMA POOL 943699 | FIXED INCOME | 8/1/2037 | 6.5 | 409 | 440 |
| FNMA POOL 948227 | FIXED INCOME | 8/1/2037 | 6.5 | 53621 | 57701 |
| FNMA POOL 959604 | FIXED INCOME | 11/1/2037 | 6.5 | 2374 | 2554 |
| FNMA POOL 995930 | FIXED INCOME | 4/1/2039 | 5.0 | 1809 | 1855 |
| FNMA POOL AA0472 | FIXED INCOME | 3/1/2039 | 4.0 | 29882 | 29336 |
| FNMA POOL AB3693 | FIXED INCOME | 10/1/2041 | 4.0 | 149962 | 147070 |
| FNMA POOL AB4058 | FIXED INCOME | 12/1/2041 | 4.0 | 150038 | 147144 |
| FNMA POOL AB6238 | FIXED INCOME | 9/1/2042 | 3.5 | 148959 | 142787 |
| FNMA POOL AB6390 | FIXED INCOME | 10/1/2042 | 3.0 | 99670 | 92319 |
| FNMA POOL AB7272 | FIXED INCOME | 12/1/2042 | 3.0 | 574365 | 532021 |
| FNMA POOL AB7410 | FIXED INCOME | 12/1/2042 | 3.0 | 511880 | 474113 |
| FNMA POOL AB7426 | FIXED INCOME | 12/1/2042 | 3.0 | 484418 | 448705 |
| FNMA POOL AB7568 | FIXED INCOME | 1/1/2043 | 3.0 | 694399 | 643186 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL AB7570 | FIXED INCOME | 1/1/2043 | 3.0 | 1118148 | 1035683 |
| FNMA POOL AB7741 | FIXED INCOME | 1/1/2043 | 3.0 | 497094 | 460418 |
| FNMA POOL AB8499 | FIXED INCOME | 2/1/2043 | 3.0 | 198011 | 182759 |
| FNMA POOL AB8923 | FIXED INCOME | 4/1/2043 | 3.0 | 8015 | 7378 |
| FNMA POOL AB9361 | FIXED INCOME | 5/1/2043 | 3.5 | 167416 | 160059 |
| FNMA POOL AB9944 | FIXED INCOME | 7/1/2043 | 3.0 | 260028 | 240271 |
| FNMA POOL AC1889 | FIXED INCOME | 9/1/2039 | 4.0 | 72304 | 70982 |
| FNMA POOL AD0567 | FIXED INCOME | 9/1/2039 | 6.5 | 9550 | 10297 |
| FNMA POOL AD5479 | FIXED INCOME | 6/1/2040 | 5.0 | 9893 | 10128 |
| FNMA POOL AD9713 | FIXED INCOME | 8/1/2040 | 5.0 | 27355 | 28004 |
| FNMA POOL AD9870 | FIXED INCOME | 10/1/2040 | 4.0 | 9561 | 9385 |
| FNMA POOL AE0113 | FIXED INCOME | 7/1/2040 | 4.0 | 89355 | 87721 |
| FNMA POOL AE0967 | FIXED INCOME | 6/1/2039 | 3.5 | 127506 | 122435 |
| FNMA POOL AH0921 | FIXED INCOME | 12/1/2040 | 4.0 | 249257 | 244685 |
| FNMA POOL AH0943 | FIXED INCOME | 12/1/2040 | 4.0 | 212562 | 208665 |
| FNMA POOL AH2899 | FIXED INCOME | 1/1/2041 | 4.5 | 447542 | 450449 |
| FNMA POOL AH3765 | FIXED INCOME | 1/1/2041 | 4.0 | 458088 | 449686 |
| FNMA POOL AH4404 | FIXED INCOME | 1/1/2041 | 4.0 | 324335 | 318386 |
| FNMA POOL AH5984 | FIXED INCOME | 3/1/2041 | 4.5 | 92079 | 92771 |
| FNMA POOL AI1051 | FIXED INCOME | 6/1/2026 | 4.0 | 1434 | 1430 |
| FNMA POOL AK1608 | FIXED INCOME | 1/1/2027 | 3.0 | 11414 | 11329 |
| FNMA POOL AL1895 | FIXED INCOME | 6/1/2042 | 3.5 | 127906 | 122606 |
| FNMA POOL AL1945 | FIXED INCOME | 6/1/2042 | 3.5 | 422226 | 404730 |
| FNMA POOL AL2151 | FIXED INCOME | 3/1/2042 | 3.5 | 624883 | 598989 |
| FNMA POOL AL2389 | FIXED INCOME | 9/1/2042 | 3.5 | 223011 | 213771 |
| FNMA POOL AL2890 | FIXED INCOME | 12/1/2042 | 3.0 | 245688 | 227568 |
| FNMA POOL AL3218 | FIXED INCOME | 2/1/2043 | 3.5 | 171008 | 163922 |
| FNMA POOL AL3454 | FIXED INCOME | 4/1/2043 | 3.0 | 94649 | 87684 |
| FNMA POOL AL6851 | FIXED INCOME | 10/1/2043 | 2.5 | 128679 | 115652 |
| FNMA POOL AL8352 | FIXED INCOME | 10/1/2044 | 3.0 | 157291 | 144805 |
| FNMA POOL AL9865 | FIXED INCOME | 2/1/2047 | 3.0 | 706848 | 642533 |
| FNMA POOL AO0454 | FIXED INCOME | 8/1/2042 | 3.5 | 175250 | 167988 |
| FNMA POOL AO3110 | FIXED INCOME | 6/1/2042 | 3.5 | 263962 | 252888 |
| FNMA POOL AO7185 | FIXED INCOME | 9/1/2042 | 4.0 | 358104 | 350305 |
| FNMA POOL AP0457 | FIXED INCOME | 7/1/2027 | 3.0 | 6067 | 6012 |
| FNMA POOL AP2611 | FIXED INCOME | 9/1/2042 | 3.5 | 110608 | 106024 |
| FNMA POOL AP3308 | FIXED INCOME | 9/1/2042 | 3.5 | 122742 | 117656 |
| FNMA POOL AP3902 | FIXED INCOME | 10/1/2042 | 3.0 | 111031 | 102845 |
| FNMA POOL AP5143 | FIXED INCOME | 9/1/2042 | 3.0 | 134526 | 124601 |
| FNMA POOL AP6032 | FIXED INCOME | 4/1/2043 | 3.0 | 239688 | 220661 |
| FNMA POOL AP8903 | FIXED INCOME | 10/1/2042 | 3.5 | 235437 | 225559 |
| FNMA POOL AQ7187 | FIXED INCOME | 7/1/2043 | 3.0 | 57607 | 53056 |
| FNMA POOL AQ8684 | FIXED INCOME | 12/1/2042 | 3.0 | 58487 | 54172 |
| FNMA POOL AR0190 | FIXED INCOME | 4/1/2043 | 3.0 | 54637 | 50300 |
| FNMA POOL AR2626 | FIXED INCOME | 2/1/2043 | 2.5 | 214358 | 192772 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL AR2638 | FIXED INCOME | 2/1/2043 | 3.5 | 186924 | 179493 |
| FNMA POOL AR6858 | FIXED INCOME | 2/1/2043 | 3.0 | 9297 | 8558 |
| FNMA POOL AR9203 | FIXED INCOME | 3/1/2043 | 3.5 | 637369 | 609043 |
| FNMA POOL AR9218 | FIXED INCOME | 3/1/2043 | 3.0 | 6259 | 5761 |
| FNMA POOL AS2751 | FIXED INCOME | 6/1/2044 | 4.5 | 260284 | 259525 |
| FNMA POOL AS2826 | FIXED INCOME | 7/1/2044 | 4.0 | 361245 | 350712 |
| FNMA POOL AS4155 | FIXED INCOME | 9/1/2044 | 3.0 | 53061 | 48849 |
| FNMA POOL AS5133 | FIXED INCOME | 6/1/2045 | 3.5 | 1116330 | 1054412 |
| FNMA POOL AS5263 | FIXED INCOME | 6/1/2045 | 3.5 | 200050 | 188954 |
| FNMA POOL AS5384 | FIXED INCOME | 7/1/2045 | 4.0 | 121267 | 117794 |
| FNMA POOL AS6275 | FIXED INCOME | 12/1/2030 | 3.0 | 74925 | 73785 |
| FNMA POOL AS6286 | FIXED INCOME | 12/1/2045 | 4.0 | 226498 | 220012 |
| FNMA POOL AS6304 | FIXED INCOME | 12/1/2045 | 4.0 | 103044 | 100093 |
| FNMA POOL AS7155 | FIXED INCOME | 5/1/2046 | 3.0 | 102952 | 93581 |
| FNMA POOL AS7248 | FIXED INCOME | 5/1/2046 | 4.0 | 124846 | 120683 |
| FNMA POOL AS7693 | FIXED INCOME | 8/1/2031 | 2.0 | 260875 | 250861 |
| FNMA POOL AS7877 | FIXED INCOME | 9/1/2046 | 2.5 | 277973 | 242845 |
| FNMA POOL AS8115 | FIXED INCOME | 10/1/2046 | 3.0 | 127148 | 115601 |
| FNMA POOL AS8269 | FIXED INCOME | 11/1/2046 | 3.0 | 607270 | 552015 |
| FNMA POOL AS8570 | FIXED INCOME | 12/1/2046 | 2.5 | 228652 | 199757 |
| FNMA POOL AS8572 | FIXED INCOME | 12/1/2046 | 3.5 | 683557 | 645327 |
| FNMA POOL AS8650 | FIXED INCOME | 1/1/2047 | 3.0 | 953856 | 867066 |
| FNMA POOL AT2040 | FIXED INCOME | 4/1/2043 | 3.0 | 19274 | 17742 |
| FNMA POOL AT2745 | FIXED INCOME | 5/1/2043 | 3.0 | 16015 | 14742 |
| FNMA POOL AU1279 | FIXED INCOME | 7/1/2028 | 2.5 | 26991 | 26621 |
| FNMA POOL AU5904 | FIXED INCOME | 9/1/2033 | 3.5 | 122435 | 120627 |
| FNMA POOL AU9300 | FIXED INCOME | 9/1/2028 | 3.0 | 45371 | 44965 |
| FNMA POOL AV2223 | FIXED INCOME | 12/1/2043 | 4.0 | 23831 | 23311 |
| FNMA POOL AZ4775 | FIXED INCOME | 10/1/2045 | 3.5 | 623126 | 588564 |
| FNMA POOL BA4750 | FIXED INCOME | 1/1/2031 | 3.5 | 93801 | 93230 |
| FNMA POOL BC0769 | FIXED INCOME | 12/1/2045 | 4.0 | 326580 | 317228 |
| FNMA POOL BC4411 | FIXED INCOME | 3/1/2031 | 3.5 | 126198 | 125437 |
| FNMA POOL BC9096 | FIXED INCOME | 12/1/2046 | 3.5 | 471894 | 445484 |
| FNMA POOL BH9317 | FIXED INCOME | 9/1/2047 | 3.5 | 187632 | 177126 |
| FNMA POOL BM1144 | FIXED INCOME | 3/1/2047 | 2.5 | 203153 | 177480 |
| FNMA POOL BM4676 | FIXED INCOME | 10/1/2048 | 4.0 | 373019 | 361845 |
| FNMA POOL BM4716 | FIXED INCOME | 12/1/2030 | 3.5 | 156765 | 155792 |
| FNMA POOL BN0340 | FIXED INCOME | 12/1/2048 | 4.5 | 150947 | 149942 |
| FNMA POOL BN1628 | FIXED INCOME | 11/1/2048 | 4.5 | 140473 | 139538 |
| FNMA POOL BP4416 | FIXED INCOME | 5/1/2050 | 2.5 | 811262 | 696246 |
| FNMA POOL BP6618 | FIXED INCOME | 8/1/2050 | 2.5 | 2622418 | 2247374 |
| FNMA POOL BQ4074 | FIXED INCOME | 12/1/2050 | 2.0 | 969037 | 804237 |
| FNMA POOL BR0462 | FIXED INCOME | 4/1/2051 | 2.5 | 576577 | 498442 |
| FNMA POOL BR6470 | FIXED INCOME | 3/1/2051 | 2.5 | 586358 | 506551 |
| FNMA POOL BR9085 | FIXED INCOME | 5/1/2051 | 2.5 | 2908748 | 2512103 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL CA5416 | FIXED INCOME | 3/1/2050 | 2.5 | 564452 | 484221 |
| FNMA POOL CA9152 | FIXED INCOME | 2/1/2036 | 2.5 | 991400 | 940146 |
| FNMA POOL MA0243 | FIXED INCOME | 11/1/2029 | 5.0 | 40794 | 41330 |
| FNMA POOL MA0318 | FIXED INCOME | 2/1/2030 | 4.5 | 9119 | 9182 |
| FNMA POOL MA0918 | FIXED INCOME | 12/1/2041 | 4.0 | 447922 | 439278 |
| FNMA POOL MA1035 | FIXED INCOME | 4/1/2027 | 3.0 | 2588 | 2567 |
| FNMA POOL MA1062 | FIXED INCOME | 5/1/2027 | 3.0 | 1233 | 1223 |
| FNMA POOL MA1272 | FIXED INCOME | 12/1/2042 | 3.0 | 158715 | 147005 |
| FNMA POOL MA2495 | FIXED INCOME | 1/1/2046 | 3.5 | 306073 | 289097 |
| FNMA POOL MA2806 | FIXED INCOME | 11/1/2046 | 3.0 | 284089 | 258240 |
| FNMA POOL MA2833 | FIXED INCOME | 12/1/2046 | 3.0 | 310861 | 282576 |
| FNMA POOL MA2863 | FIXED INCOME | 1/1/2047 | 3.0 | 434851 | 395284 |
| FNMA POOL MA2895 | FIXED INCOME | 2/1/2047 | 3.0 | 6409 | 5826 |
| FNMA POOL MA3058 | FIXED INCOME | 7/1/2047 | 4.0 | 952194 | 920698 |
| FNMA POOL MA3101 | FIXED INCOME | 8/1/2047 | 4.5 | 143575 | 142669 |
| FNMA POOL MA3212 | FIXED INCOME | 12/1/2047 | 4.5 | 72649 | 72190 |
| FNMA POOL MA3364 | FIXED INCOME | 5/1/2033 | 3.5 | 87843 | 86780 |
| FNMA POOL MA3385 | FIXED INCOME | 6/1/2048 | 4.5 | 120446 | 119644 |
| FNMA POOL MA3833 | FIXED INCOME | 11/1/2049 | 2.5 | 221352 | 189887 |
| FNMA POOL MA3871 | FIXED INCOME | 12/1/2049 | 3.0 | 165147 | 148371 |
| FNMA POOL MA4045 | FIXED INCOME | 6/1/2040 | 2.0 | 247521 | 219648 |
| FNMA POOL MA4093 | FIXED INCOME | 8/1/2040 | 2.0 | 2591891 | 2296429 |
| FNMA POOL MA4119 | FIXED INCOME | 9/1/2050 | 2.0 | 3660927 | 2998540 |
| FNMA POOL MA4124 | FIXED INCOME | 9/1/2035 | 2.5 | 41395 | 39510 |
| FNMA POOL MA4138 | FIXED INCOME | 9/1/2050 | 1.5 | 1452041 | 1125445 |
| FNMA POOL MA4158 | FIXED INCOME | 10/1/2050 | 2.0 | 4723990 | 3867609 |
| FNMA POOL MA4159 | FIXED INCOME | 10/1/2050 | 2.5 | 4523886 | 3875502 |
| FNMA POOL MA4181 | FIXED INCOME | 11/1/2050 | 1.5 | 1469264 | 1138681 |
| FNMA POOL MA4182 | FIXED INCOME | 11/1/2050 | 2.0 | 1456005 | 1191547 |
| FNMA POOL MA4208 | FIXED INCOME | 12/1/2050 | 2.0 | 907727 | 742537 |
| FNMA POOL MA4209 | FIXED INCOME | 12/1/2050 | 1.5 | 1292398 | 1001559 |
| FNMA POOL MA4232 | FIXED INCOME | 1/1/2041 | 2.0 | 1572702 | 1387970 |
| FNMA POOL MA4255 | FIXED INCOME | 2/1/2051 | 2.0 | 352550 | 288146 |
| FNMA POOL MA4260 | FIXED INCOME | 2/1/2036 | 1.5 | 949702 | 867002 |
| FNMA POOL MA4281 | FIXED INCOME | 3/1/2051 | 2.0 | 1807541 | 1478161 |
| FNMA POOL MA4306 | FIXED INCOME | 4/1/2051 | 2.5 | 2781493 | 2377650 |
| FNMA POOL MA4329 | FIXED INCOME | 5/1/2036 | 2.0 | 1270648 | 1181265 |
| FNMA POOL MA4333 | FIXED INCOME | 5/1/2041 | 2.0 | 914895 | 805140 |
| FNMA POOL MA4684 | FIXED INCOME | 6/1/2052 | 4.5 | 2539079 | 2494412 |
| FNMA POOL MA4786 | FIXED INCOME | 10/1/2052 | 5.5 | 349189 | 356398 |
| FNMA POOL MA5166 | FIXED INCOME | 10/1/2053 | 6.0 | 1387906 | 1427089 |
| FNMA POOL MA5296 | FIXED INCOME | 3/1/2054 | 5.5 | 1753226 | 1780650 |
| FNMA POOL MA5585 | FIXED INCOME | 1/1/2055 | 5.0 | 696398 | 695439 |
| FNMA POOL MA5683 | FIXED INCOME | 4/1/2040 | 5.0 | 736486 | 746523 |
| FNMA POOL MA5702 | FIXED INCOME | 5/1/2055 | 6.5 | 1012465 | 1053305 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL MA5761 | FIXED INCOME | 7/1/2055 | 6.0 | 145825 | 149723 |
| FNMA TBA 30 YR 3 | FIXED INCOME | 2/12/2056 | 3.0 | 2500000 | 2212380 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 8/10/2026 | 2.7 | 325000 | 321435 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 2/10/2029 | 2.9 | 620000 | 583079 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 5/17/2027 | 5.9 | 680000 | 690336 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/7/2029 | 5.9 | 200000 | 205242 |
| FREDDIE MAC | FIXED INCOME | 3/15/2031 | 6.8 | 200000 | 227856 |
| FREDDIE MAC | FIXED INCOME | 7/15/2032 | 6.3 | 200000 | 226416 |
| FREDDIE MAC | FIXED INCOME | 8/19/2030 | 1.2 | 365000 | 323131 |
| FREEPORT MCMORAN INC | FIXED INCOME | 3/1/2028 | 4.1 | 225000 | 224379 |
| GEN LUX SARL/GEN USA INC | FIXED INCOME | 4/10/2026 | 1.8 | 390000 | 387091 |
| GEN LUX SARL/GEN USA INC | FIXED INCOME | 6/4/2029 | 6.0 | 250000 | 261105 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 6/21/2030 | 3.6 | 205000 | 197600 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 1/7/2029 | 5.8 | 180000 | 187697 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 5/8/2027 | 5.4 | 330000 | 335488 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 7/15/2029 | 5.6 | 375000 | 389010 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 4/4/2028 | 5.1 | 164000 | 167009 |
| GENUINE PARTS CO | FIXED INCOME | 8/15/2029 | 5.0 | 115000 | 117011 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2028 | 4.5 | 450000 | 450981 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 6/1/2028 | 5.8 | 225000 | 230897 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 1/15/2032 | 3.3 | 55000 | 49760 |
| GNMA II POOL 004520 | FIXED INCOME | 8/20/2039 | 5.0 | 71220 | 72969 |
| GNMA II POOL 004746 | FIXED INCOME | 7/20/2040 | 4.5 | 408432 | 409759 |
| GNMA II POOL 004747 | FIXED INCOME | 7/20/2040 | 5.0 | 159501 | 163415 |
| GNMA II POOL 004833 | FIXED INCOME | 10/20/2040 | 4.0 | 523940 | 510624 |
| GNMA II POOL 004922 | FIXED INCOME | 1/20/2041 | 4.0 | 66730 | 65034 |
| GNMA II POOL 004923 | FIXED INCOME | 1/20/2041 | 4.5 | 49631 | 49792 |
| GNMA II POOL 004945 | FIXED INCOME | 2/20/2041 | 4.0 | 160002 | 155935 |
| GNMA II POOL 004978 | FIXED INCOME | 3/20/2041 | 4.5 | 137308 | 137759 |
| GNMA II POOL 004979 | FIXED INCOME | 3/20/2041 | 5.0 | 215918 | 221217 |
| GNMA II POOL 004984 | FIXED INCOME | 3/20/2041 | 5.5 | 59895 | 62476 |
| GNMA II POOL 005017 | FIXED INCOME | 4/20/2041 | 4.5 | 139675 | 140133 |
| GNMA II POOL 005115 | FIXED INCOME | 7/20/2041 | 4.5 | 85127 | 85406 |
| GNMA II POOL 005140 | FIXED INCOME | 8/20/2041 | 4.5 | 318231 | 319276 |
| GNMA II POOL 005332 | FIXED INCOME | 3/20/2042 | 4.0 | 245626 | 239416 |
| GNMA II POOL MA0023 | FIXED INCOME | 4/20/2042 | 4.0 | 118150 | 115163 |
| GNMA II POOL MA0317 | FIXED INCOME | 8/20/2042 | 3.0 | 446515 | 413731 |
| GNMA II POOL MA0318 | FIXED INCOME | 8/20/2042 | 3.5 | 846189 | 797551 |
| GNMA II POOL MA0391 | FIXED INCOME | 9/20/2042 | 3.0 | 466378 | 432135 |
| GNMA II POOL MA0392 | FIXED INCOME | 9/20/2042 | 3.5 | 450391 | 424503 |
| GNMA II POOL MA0624 | FIXED INCOME | 12/20/2042 | 3.0 | 179555 | 166372 |
| GNMA II POOL MA0626 | FIXED INCOME | 12/20/2042 | 4.0 | 113090 | 110231 |
| GNMA II POOL MA0698 | FIXED INCOME | 1/20/2043 | 3.0 | 236373 | 219018 |
| GNMA II POOL MA0783 | FIXED INCOME | 2/20/2043 | 3.5 | 569167 | 536452 |
| GNMA II POOL MA0851 | FIXED INCOME | 3/20/2043 | 3.0 | 100223 | 92850 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA II POOL MA0933 | FIXED INCOME | 4/20/2043 | 3.0 | 96508 | 89408 |
| GNMA II POOL MA1997 | FIXED INCOME | 6/20/2044 | 4.5 | 264524 | 263957 |
| GNMA II POOL MA2303 | FIXED INCOME | 10/20/2044 | 3.5 | 555534 | 522939 |
| GNMA II POOL MA2304 | FIXED INCOME | 10/20/2044 | 4.0 | 232123 | 224858 |
| GNMA II POOL MA2445 | FIXED INCOME | 12/20/2044 | 3.5 | 207811 | 195618 |
| GNMA II POOL MA2678 | FIXED INCOME | 3/20/2045 | 3.5 | 372455 | 348352 |
| GNMA II POOL MA2754 | FIXED INCOME | 4/20/2045 | 3.5 | 199511 | 186600 |
| GNMA II POOL MA2891 | FIXED INCOME | 6/20/2045 | 3.0 | 167621 | 153181 |
| GNMA II POOL MA2960 | FIXED INCOME | 7/20/2045 | 3.0 | 179864 | 164369 |
| GNMA II POOL MA3033 | FIXED INCOME | 8/20/2045 | 3.0 | 412096 | 376594 |
| GNMA II POOL MA3662 | FIXED INCOME | 5/20/2046 | 3.0 | 108565 | 99027 |
| GNMA II POOL MA3802 | FIXED INCOME | 7/20/2046 | 3.0 | 119143 | 108675 |
| GNMA II POOL MA3803 | FIXED INCOME | 7/20/2046 | 3.5 | 599261 | 559717 |
| GNMA II POOL MA3872 | FIXED INCOME | 8/20/2046 | 2.5 | 101334 | 89075 |
| GNMA II POOL MA3936 | FIXED INCOME | 9/20/2046 | 3.0 | 633515 | 577854 |
| GNMA II POOL MA3937 | FIXED INCOME | 9/20/2046 | 3.5 | 87759 | 81968 |
| GNMA II POOL MA3939 | FIXED INCOME | 9/20/2046 | 4.5 | 67087 | 67107 |
| GNMA II POOL MA4003 | FIXED INCOME | 10/20/2046 | 3.0 | 307715 | 280933 |
| GNMA II POOL MA4069 | FIXED INCOME | 11/20/2046 | 3.5 | 33490 | 31280 |
| GNMA II POOL MA4070 | FIXED INCOME | 11/20/2046 | 4.0 | 270285 | 260909 |
| GNMA II POOL MA4071 | FIXED INCOME | 11/20/2046 | 4.5 | 185862 | 185464 |
| GNMA II POOL MA4125 | FIXED INCOME | 12/20/2046 | 2.5 | 295033 | 259340 |
| GNMA II POOL MA4127 | FIXED INCOME | 12/20/2046 | 3.5 | 48358 | 45167 |
| GNMA II POOL MA4198 | FIXED INCOME | 1/20/2047 | 4.5 | 70621 | 70460 |
| GNMA II POOL MA4263 | FIXED INCOME | 2/20/2047 | 4.0 | 171944 | 165979 |
| GNMA II POOL MA4322 | FIXED INCOME | 3/20/2047 | 4.0 | 280848 | 271105 |
| GNMA II POOL MA4383 | FIXED INCOME | 4/20/2047 | 4.0 | 75127 | 72371 |
| GNMA II POOL MA4586 | FIXED INCOME | 7/20/2047 | 3.5 | 795542 | 743106 |
| GNMA II POOL MA4653 | FIXED INCOME | 8/20/2047 | 4.0 | 144719 | 139410 |
| GNMA II POOL MA4654 | FIXED INCOME | 8/20/2047 | 4.5 | 61464 | 61208 |
| GNMA II POOL MA4720 | FIXED INCOME | 9/20/2047 | 4.0 | 645176 | 621506 |
| GNMA II POOL MA5397 | FIXED INCOME | 8/20/2048 | 3.5 | 351558 | 327689 |
| GNMA II POOL MA5467 | FIXED INCOME | 9/20/2048 | 4.5 | 81754 | 81073 |
| GNMA II POOL MA5530 | FIXED INCOME | 10/20/2048 | 5.0 | 34705 | 35177 |
| GNMA II POOL MA5817 | FIXED INCOME | 3/20/2049 | 4.0 | 895847 | 862969 |
| GNMA II POOL MA5930 | FIXED INCOME | 5/20/2049 | 3.5 | 84179 | 78190 |
| GNMA II POOL MA6338 | FIXED INCOME | 12/20/2049 | 3.0 | 244763 | 221243 |
| GNMA II POOL MA6540 | FIXED INCOME | 3/20/2050 | 2.5 | 1175576 | 1018605 |
| GNMA II POOL MA7051 | FIXED INCOME | 12/20/2050 | 2.0 | 1678311 | 1392994 |
| GNMA II POOL MA7254 | FIXED INCOME | 3/20/2051 | 2.0 | 902003 | 748386 |
| GNMA II POOL MA7255 | FIXED INCOME | 3/20/2051 | 2.5 | 3546298 | 3066835 |
| GNMA II POOL MA7471 | FIXED INCOME | 7/20/2051 | 2.0 | 688905 | 571525 |
| GNMA II POOL MA7588 | FIXED INCOME | 9/20/2051 | 2.0 | 515424 | 427582 |
| GNMA II POOL MA8347 | FIXED INCOME | 10/20/2052 | 4.5 | 1048447 | 1030144 |
| GNMA II POOL MA8879 | FIXED INCOME | 5/20/2053 | 5.5 | 1168278 | 1187653 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GNMA II POOL MA9851 | FIXED INCOME | 8/20/2054 | 5.5 | 178015 | 180115 |
| | GNMA II POOL MA9852 | FIXED INCOME | 8/20/2054 | 6.0 | 673927 | 688557 |
| | GNMA II POOL MA9906 | FIXED INCOME | 9/20/2054 | 5.5 | 2079123 | 2101865 |
| | GNMA II POOL MA9907 | FIXED INCOME | 9/20/2054 | 6.0 | 1016920 | 1038995 |
| | GNMA II POOL MB0025 | FIXED INCOME | 11/20/2054 | 5.0 | 1822195 | 1820683 |
| | GNMA POOL 676515 | FIXED INCOME | 2/15/2038 | 5.5 | 66397 | 69421 |
| | GNMA POOL 676754 | FIXED INCOME | 3/15/2038 | 5.5 | 37647 | 39295 |
| | GNMA POOL 677222 | FIXED INCOME | 8/15/2038 | 5.5 | 73933 | 77337 |
| | GNMA POOL 723344 | FIXED INCOME | 9/15/2039 | 4.0 | 116523 | 114159 |
| | GNMA POOL 723430 | FIXED INCOME | 11/15/2039 | 4.5 | 88183 | 88544 |
| | GNMA POOL 737111 | FIXED INCOME | 4/15/2040 | 4.5 | 157194 | 157691 |
| | GNMA POOL 738882 | FIXED INCOME | 10/15/2041 | 4.0 | 45111 | 43966 |
| | GNMA POOL 745243 | FIXED INCOME | 7/15/2040 | 4.0 | 71817 | 70007 |
| | GNMA POOL 771561 | FIXED INCOME | 8/15/2041 | 4.0 | 58832 | 57334 |
| | GNMA POOL 782528 | FIXED INCOME | 1/15/2039 | 5.0 | 102019 | 104588 |
| | GNMA POOL AA5821 | FIXED INCOME | 11/15/2042 | 3.0 | 363690 | 336318 |
| | GNMA POOL AB3031 | FIXED INCOME | 10/15/2042 | 3.0 | 78359 | 72462 |
| | GNMA POOL AB9110 | FIXED INCOME | 10/15/2042 | 3.0 | 252917 | 233894 |
| | GNMA POOL AD2413 | FIXED INCOME | 5/15/2043 | 3.5 | 62909 | 59269 |
| | GNMA POOL AD2414 | FIXED INCOME | 5/15/2043 | 3.5 | 97069 | 91467 |
| | GNMA POOL AD8784 | FIXED INCOME | 3/15/2043 | 3.0 | 122316 | 112971 |
| | GNMA POOL AN6808 | FIXED INCOME | 7/15/2045 | 3.5 | 144032 | 134582 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 5/1/2029 | 4.2 | 650000 | 651372 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 1/27/2032 | 2.0 | 1210000 | 1075811 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 11065277 | 11065277 |
| | HALEON US CAPITAL LLC | FIXED INCOME | 3/24/2032 | 3.6 | 250000 | 238235 |
| | HEALTHPEAK OP LLC | FIXED INCOME | 1/15/2030 | 3.0 | 400000 | 379440 |
| | HOST HOTELS + RESORTS LP | FIXED INCOME | 9/15/2030 | 3.5 | 450000 | 429719 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 5/24/2032 | 2.8 | 1075000 | 983453 |
| | HUNTINGTON BANCSHARES | FIXED INCOME | 2/2/2035 | 5.7 | 200000 | 209350 |
| | HUNTINGTON NATIONAL BANK | FIXED INCOME | 1/10/2030 | 5.7 | 220000 | 230681 |
| | HYATT HOTELS CORP | FIXED INCOME | 4/23/2030 | 5.8 | 450000 | 470970 |
| | IDEX CORP | FIXED INCOME | 9/1/2029 | 5.0 | 380000 | 387870 |
| | INVITATION HOMES OP | FIXED INCOME | 1/15/2033 | 5.0 | 265000 | 269237 |
| | JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 4/20/2035 | 6.0 | 210000 | 220958 |
| | JERSEY CENTRAL PWR + LT | FIXED INCOME | 1/15/2035 | 5.1 | 475000 | 481522 |
| | JOHNS HOPKINS UNIVERSITY | FIXED INCOME | 7/1/2032 | 4.7 | 350000 | 356167 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/23/2029 | 3.5 | 1765000 | 1748303 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/15/2030 | 2.7 | 1445000 | 1371319 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2031 | 2.5 | 440000 | 410102 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 2/4/2032 | 2.0 | 1020000 | 910309 |
|  | KEYCORP | FIXED INCOME | 3/6/2035 | 6.4 | 230000 | 250118 |
|  | KIMCO REALTY OP LLC | FIXED INCOME | 4/1/2032 | 3.2 | 300000 | 278943 |
|  | KINROSS GOLD CORP | FIXED INCOME | 7/15/2033 | 6.3 | 125000 | 136693 |
|  | LINCOLN NATIONAL CORP | FIXED INCOME | 1/15/2030 | 3.1 | 53000 | 50573 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| MARRIOTT INTERNATIONAL | FIXED INCOME | 10/15/2035 | 5.3 | 195000 | 197927 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2032 | 4.6 | 215000 | 216961 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2035 | 4.9 | 670000 | 670261 |
| MITSUBISHI UFJ FIN GRP | FIXED INCOME | 7/20/2027 | 1.5 | 380000 | 374794 |
| MITSUBISHI UFJ FIN GRP | FIXED INCOME | 2/22/2029 | 5.4 | 640000 | 657946 |
| MITSUBISHI UFJ FIN GRP | FIXED INCOME | 4/19/2029 | 5.2 | 415000 | 425769 |
| MIZUHO FINANCIAL GROUP | FIXED INCOME | 7/6/2029 | 5.8 | 450000 | 467865 |
| MORGAN STANLEY | FIXED INCOME | 1/23/2030 | 4.4 | 1155000 | 1162022 |
| MORGAN STANLEY | FIXED INCOME | 1/22/2031 | 2.7 | 855000 | 802760 |
| MORGAN STANLEY | FIXED INCOME | 4/28/2032 | 1.9 | 1000000 | 878000 |
| MOTOROLA SOLUTIONS INC | FIXED INCOME | 2/23/2028 | 4.6 | 350000 | 353847 |
| MPLX LP | FIXED INCOME | 3/15/2028 | 4.0 | 10000 | 9986 |
| MPLX LP | FIXED INCOME | 12/1/2027 | 4.3 | 475000 | 476610 |
| MPLX LP | FIXED INCOME | 3/1/2033 | 5.0 | 630000 | 633780 |
| MPLX LP | FIXED INCOME | 4/1/2035 | 5.4 | 400000 | 403568 |
| MPLX LP | FIXED INCOME | 2/15/2031 | 4.8 | 155000 | 156831 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 11/1/2029 | 2.8 | 200000 | 190672 |
| NOMURA HOLDINGS INC | FIXED INCOME | 7/14/2031 | 2.6 | 230000 | 207918 |
| NOMURA HOLDINGS INC | FIXED INCOME | 7/1/2030 | 4.9 | 200000 | 203018 |
| NORTHWEST PIPELINE LLC | FIXED INCOME | 4/1/2027 | 4.0 | 250000 | 249988 |
| NUCOR CORP | FIXED INCOME | 6/1/2030 | 2.7 | 190000 | 179035 |
| NUTRIEN LTD | FIXED INCOME | 3/27/2028 | 4.9 | 220000 | 223973 |
| NUTRIEN LTD | FIXED INCOME | 6/21/2027 | 5.2 | 400000 | 406732 |
| OCTAGON 70 ALTO LTD | FIXED INCOME | 10/20/2036 | 5.0 | 2250000 | 2251575 |
| OHIOHEALTH CORP | FIXED INCOME | 11/15/2031 | 2.3 | 525000 | 472159 |
| ONEOK INC | FIXED INCOME | 7/13/2027 | 4.0 | 929000 | 928136 |
| ONEOK INC | FIXED INCOME | 9/1/2033 | 6.1 | 300000 | 319689 |
| ORACLE CORP | FIXED INCOME | 9/26/2030 | 4.5 | 450000 | 440442 |
| ORLANDO HEALTH OBL GRP | FIXED INCOME | 10/1/2035 | 5.5 | 150000 | 156783 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/1/2031 | 3.3 | 600000 | 559140 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 1/15/2033 | 6.2 | 666000 | 707732 |
| PACIFICORP | FIXED INCOME | 9/15/2030 | 2.7 | 345000 | 317279 |
| PARK AVENUE INSTITUTIONAL ADVI | FIXED INCOME | 2/14/2034 | 4.9 | 2200000 | 2200018 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 2/15/2030 | 5.1 | 600000 | 620592 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 2/13/2031 | 5.1 | 290000 | 300698 |
| PLAINS ALL AMER PIPELINE | FIXED INCOME | 12/15/2029 | 3.6 | 280000 | 272373 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 10/20/2027 | 6.6 | 345000 | 351838 |
| PPL ELECTRIC UTILITIES | FIXED INCOME | 5/15/2033 | 5.0 | 650000 | 666809 |
| PRIVATE EXPORT FUNDING | FIXED INCOME | 7/15/2028 | 1.4 | 380000 | 358275 |
| PROV ST JOSEPH HLTH OBL | FIXED INCOME | 10/1/2029 | 2.5 | 350000 | 329245 |
| PROVINCE OF QUEBEC | FIXED INCOME | 9/15/2029 | 7.5 | 215000 | 242475 |
| PUB SVC NEW HAMP | FIXED INCOME | 6/15/2031 | 2.2 | 525000 | 471492 |
| PUB SVC NEW HAMP | FIXED INCOME | 10/1/2033 | 5.4 | 200000 | 208978 |
| PUBLIC SERVICE COLORADO | FIXED INCOME | 5/15/2034 | 5.4 | 50000 | 51564 |
| QUANTA SERVICES INC | FIXED INCOME | 8/9/2027 | 4.8 | 180000 | 182313 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| REALTY INCOME CORP | FIXED INCOME | 1/15/2028 | 3.4 | 190000 | 187969 |
| REALTY INCOME CORP | FIXED INCOME | 12/15/2029 | 3.1 | 800000 | 770560 |
| RELIANCE INC | FIXED INCOME | 8/15/2030 | 2.2 | 275000 | 249246 |
| REPUBLIC OF INDONESIA | FIXED INCOME | 1/11/2028 | 3.5 | 200000 | 197738 |
| REPUBLIC OF PERU | FIXED INCOME | 1/23/2031 | 2.8 | 113000 | 104415 |
| REPUBLIC OF PERU | FIXED INCOME | 12/1/2032 | 1.9 | 230000 | 190166 |
| REPUBLIC OF PHILIPPINES | FIXED INCOME | 5/5/2030 | 2.5 | 250000 | 232730 |
| REPUBLIC OF POLAND | FIXED INCOME | 2/12/2035 | 5.4 | 305000 | 316044 |
| RIO TINTO FIN USA PLC | FIXED INCOME | 3/14/2035 | 5.3 | 40000 | 41292 |
| SAN DIEGO G + E | FIXED INCOME | 10/1/2030 | 1.7 | 400000 | 357412 |
| SANDS CHINA LTD | FIXED INCOME | 8/8/2028 | 5.4 | 389000 | 396278 |
| SIMON PROPERTY GROUP LP | FIXED INCOME | 9/13/2029 | 2.5 | 55000 | 52028 |
| SOUTHERN CAL EDISON | FIXED INCOME | 11/1/2027 | 5.9 | 535000 | 550130 |
| SOUTHERN CAL EDISON | FIXED INCOME | 6/1/2026 | 4.9 | 625000 | 625969 |
| SOUTHERN CALIF GAS CO | FIXED INCOME | 9/1/2034 | 5.1 | 525000 | 534854 |
| SOUTHWEST AIRLINES CO | FIXED INCOME | 6/15/2027 | 5.1 | 375000 | 379729 |
| SOUTHWEST AIRLINES CO | FIXED INCOME | 11/15/2028 | 4.4 | 75000 | 75166 |
| STATE OF ISRAEL | FIXED INCOME | 2/19/2030 | 5.4 | 403000 | 415989 |
| SUTTER HEALTH | FIXED INCOME | 8/15/2028 | 3.7 | 754000 | 749484 |
| SWAP JP MORGAN COC | EQUITY |  |  | (7625) | (7625) |
| TARGA RESOURCES CORP | FIXED INCOME | 2/1/2033 | 4.2 | 125000 | 119774 |
| TARGA RESOURCES CORP | FIXED INCOME | 3/15/2033 | 6.1 | 360000 | 385520 |
| TARGA RESOURCES CORP | FIXED INCOME | 8/15/2035 | 5.6 | 800000 | 820000 |
| TARGA RESOURCES CORP | FIXED INCOME | 1/15/2029 | 4.4 | 270000 | 270751 |
| TENN VALLEY AUTHORITY | FIXED INCOME | 2/1/2027 | 2.9 | 640000 | 634893 |
| TOLL BROS FINANCE CORP | FIXED INCOME | 3/15/2027 | 4.9 | 925000 | 932169 |
| TRANSCONT GAS PIPE LINE | FIXED INCOME | 5/15/2030 | 3.3 | 650000 | 623142 |
| TRUIST FINANCIAL CORP | FIXED INCOME | 1/24/2030 | 5.4 | 565000 | 585227 |
| TYSON FOODS INC | FIXED INCOME | 6/2/2027 | 3.6 | 125000 | 124158 |
| TYSON FOODS INC | FIXED INCOME | 3/1/2029 | 4.4 | 250000 | 250735 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/7/2029 | 5.0 | 200000 | 203058 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/13/2030 | 6.0 | 395000 | 414185 |
| UNITED MEXICAN STATES | FIXED INCOME | 7/2/2032 | 5.9 | 300000 | 308607 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/22/2033 | 5.4 | 460000 | 455630 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 4/15/2033 | 4.5 | 350000 | 347893 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 1/15/2030 | 4.8 | 1350000 | 1383764 |
| UNIV OF CALIFORNIA CA REVENUES | FIXED INCOME | 7/1/2029 | 3.3 | 495000 | 487515 |
| UNIV OF CALIFORNIA CA REVENUES | FIXED INCOME | 5/15/2030 | 1.6 | 850000 | 771146 |
| UNUM GROUP | FIXED INCOME | 6/15/2029 | 4.0 | 375000 | 371291 |
| UPMC | FIXED INCOME | 5/15/2033 | 5.0 | 1075000 | 1097274 |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | (2500000) | 8289 |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 14200000 | 3226 |
| US BANCORP | FIXED INCOME | 6/12/2034 | 5.8 | 190000 | 202814 |
| US DOLLAR | CASH |  |  | (59763) | (59763) |
| US TREASURY N/B | FIXED INCOME | 5/15/2028 | 2.9 | 8335000 | 8218440 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | FIXED INCOME | 10/31/2027 | 0.5 | 10050000 |  | 9524338 |
| US TREASURY N/B | FIXED INCOME | 10/31/2028 | 1.4 | 15545000 |  | 14649948 |
| US TREASURY N/B | FIXED INCOME | 11/30/2028 | 1.5 | 14470000 |  | 13661715 |
| US TREASURY N/B | FIXED INCOME | 5/31/2029 | 2.8 | 395000 |  | 384600 |
| US TREASURY N/B | FIXED INCOME | 7/31/2027 | 2.8 | 1170000 |  | 1156929 |
| US TREASURY N/B | FIXED INCOME | 8/15/2032 | 2.8 | 5120000 |  | 4779200 |
| US TREASURY N/B | FIXED INCOME | 8/31/2029 | 3.1 | 2755000 |  | 2710231 |
| US TREASURY N/B | FIXED INCOME | 8/15/2033 | 3.9 | 23400000 |  | 23246438 |
| US TREASURY N/B | FIXED INCOME | 9/30/2030 | 4.6 | 12610000 |  | 13117356 |
| US TREASURY N/B | FIXED INCOME | 2/28/2031 | 4.3 | 12170000 |  | 12462841 |
| US TREASURY N/B | FIXED INCOME | 7/15/2027 | 4.4 | 14365000 |  | 14557469 |
| US TREASURY N/B | FIXED INCOME | 8/15/2034 | 3.9 | 12355000 |  | 12188980 |
| US TREASURY N/B | FIXED INCOME | 11/15/2027 | 4.1 | 2065000 |  | 2088957 |
| US TREASURY N/B | FIXED INCOME | 2/15/2028 | 4.3 | 11834000 |  | 12017982 |
| US TREASURY N/B | FIXED INCOME | 11/15/2035 | 4.0 | 4140000 |  | 4089544 |
| US TREASURY N/B | FIXED INCOME | 11/15/2028 | 3.5 | 1865000 |  | 1863689 |
| US TREASURY N/B | FIXED INCOME | 11/30/2032 | 3.8 | 1330000 |  | 1316700 |
| US TREASURY N/B | FIXED INCOME | 12/31/2032 | 3.9 | 720000 |  | 717975 |
| US TREASURY N/B | FIXED INCOME | 12/31/2030 | 3.6 | 2600000 |  | 2590047 |
| UTAH ACQUISITION SUB | FIXED INCOME | 6/15/2026 | 4.0 | 317000 |  | 315925 |
| VICI PROPERTIES LP | FIXED INCOME | 2/15/2030 | 5.0 | 125000 |  | 126568 |
| VICI PROPERTIES LP | FIXED INCOME | 4/1/2028 | 4.8 | 180000 |  | 181958 |
| WELLS FARGO + COMPANY | FIXED INCOME | 10/30/2030 | 2.9 | 200000 |  | 190250 |
| WELLS FARGO + COMPANY | FIXED INCOME | 2/11/2031 | 2.6 | 1360000 |  | 1270988 |
| WELLS FARGO + COMPANY | FIXED INCOME | 3/2/2033 | 3.4 | 155000 |  | 144724 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2028 | 4.8 | 565000 |  | 571413 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/24/2034 | 5.4 | 355000 |  | 369409 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/22/2028 | 5.7 | 660000 |  | 673669 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 7/15/2048 | 2.7 | 2083182 |  | 2073524 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 6/15/2053 | 2.2 | 2178771 |  | 2037126 |
| WELLTOWER OP LLC | FIXED INCOME | 2/15/2027 | 2.7 | 220000 |  | 217114 |
| WELLTOWER OP LLC | FIXED INCOME | 7/1/2030 | 4.5 | 500000 |  | 505665 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 7/1/2026 | 4.7 | 255000 |  | 255158 |
| WESTINGHOUSE AIR BRAKE | FIXED INCOME | 11/15/2026 | 3.5 | 680000 |  | 676219 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 11/15/2030 | 3.5 | 380000 |  | 365203 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 3/15/2031 | 2.6 | 285000 |  | 260527 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 11/15/2029 | 4.8 | 230000 |  | 234407 |
| WILLIAMSBURG VA ECON DEV AUTH | FIXED INCOME | 11/1/2035 | 5.0 | 120000 |  | 120791 |
| WORKDAY INC | FIXED INCOME | 4/1/2029 | 3.7 | 230000 |  | 226840 |
| XCEL ENERGY INC | FIXED INCOME | 3/15/2027 | 1.8 | 200000 |  | 194732 |
| YAMANA GOLD INC | FIXED INCOME | 8/15/2031 | 2.6 | 375000 |  | 337650 |
|  | **Sub-Total: Fund 5739 6 of 16** | **Sub-Total: Fund 5739 6 of 16** | **Sub-Total: Fund 5739 6 of 16** | **Sub-Total: Fund 5739 6 of 16** | **Total** | $**436346840** |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
| \* | PRUDENTIAL INVESTMENT CORP | EQUITY |  |  | 6548 |  | $284451604 |
|  |  | **Sub-Total: Fund 5740 7 of 16** | **Sub-Total: Fund 5740 7 of 16** | **Sub-Total: Fund 5740 7 of 16** | **Sub-Total: Fund 5740 7 of 16** | **Total** | $**284451604** |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | A+D MORTGAGE TRUST | FIXED INCOME | 9/25/2068 | 7.5 | 1187876 |  | $1201761 |
|  | A+D MORTGAGE TRUST | FIXED INCOME | 11/25/2069 | 5.7 | 1227952 |  | 1236445 |
|  | A+D MORTGAGE TRUST | FIXED INCOME | 11/25/2068 | 7.0 | 887066 |  | 896828 |
|  | ALLY FINANCIAL INC | FIXED INCOME | 6/13/2029 | 7.0 | 980000 |  | 1034272 |
|  | ANTARES HOLDINGS | FIXED INCOME | 7/15/2026 | 4.0 | 1835000 |  | 1826687 |
|  | ANTARES HOLDINGS | FIXED INCOME | 1/15/2027 | 2.8 | 500000 |  | 488640 |
|  | ANTARES HOLDINGS | FIXED INCOME | 7/15/2027 | 3.8 | 675000 |  | 660238 |
|  | ANTARES HOLDINGS | FIXED INCOME | 8/11/2028 | 8.0 | 1000000 |  | 1057590 |
|  | ARES MANAGEMENT CORP | FIXED INCOME | 11/10/2028 | 6.4 | 1025000 |  | 1085588 |
|  | AT+T INC | FIXED INCOME | 3/1/2029 | 4.4 | 1350000 |  | 1357614 |
|  | AVIS BUDGET RENTAL CAR FUNDING | FIXED INCOME | 2/20/2030 | 6.0 | 1750000 |  | 1833414 |
|  | BANCO SANTANDER SA | FIXED INCOME | 1/17/2030 | 5.6 | 1400000 |  | 1459808 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 7/22/2027 | 1.7 | 1755000 |  | 1732466 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 6/14/2029 | 2.1 | 1340000 |  | 1278373 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 1/24/2031 | 5.2 | 310000 |  | 320249 |
|  | BANK OF NEW YORK MELLON | FIXED INCOME | 4/20/2029 | 4.7 | 2685000 |  | 2730162 |
|  | BANK OF NY MELLON CORP | FIXED INCOME | 12/31/2099 | 6.0 | 1050000 |  | 1065960 |
|  | BANKERS HEALTHCARE GROUP SECUR | FIXED INCOME | 4/17/2035 | 5.8 | 341032 |  | 348697 |
|  | BARCLAYS PLC | FIXED INCOME | 11/2/2028 | 7.4 | 985000 |  | 1041332 |
|  | BARCLAYS PLC | FIXED INCOME | 5/9/2027 | 5.8 | 1790000 |  | 1799917 |
|  | BLACKSTONE SECURED LEND | FIXED INCOME | 1/31/2031 | 5.1 | 750000 |  | 741338 |
|  | BROADCOM INC | FIXED INCOME | 4/15/2030 | 5.1 | 1370000 |  | 1414772 |
|  | CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 11/10/2027 | 4.6 | 505228 |  | 505780 |
|  | CHARLES SCHWAB CORP | FIXED INCOME | 11/17/2029 | 6.2 | 1105000 |  | 1169499 |
|  | CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2031 | 2.8 | 435000 |  | 391770 |
|  | CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/1/2029 | 6.1 | 1000000 |  | 1043970 |
|  | CISCO SYSTEMS INC | FIXED INCOME | 2/26/2029 | 4.9 | 390000 |  | 400553 |
|  | CITIGROUP INC | FIXED INCOME | 11/19/2034 | 5.6 | 880000 |  | 902836 |
|  | COREBRIDGE GLOB FUNDING | FIXED INCOME | 6/24/2029 | 5.2 | 925000 |  | 950558 |
|  | CREDIT AGRICOLE SA | FIXED INCOME | 1/9/2029 | 5.2 | 1750000 |  | 1786120 |
|  | DAIMLER TRUCK FINAN NA | FIXED INCOME | 1/13/2030 | 5.3 | 725000 |  | 746533 |
|  | DEEPHAVEN RESIDENTIAL MORTGAGE | FIXED INCOME | 11/25/2060 | 5.1 | 985565 |  | 987889 |
|  | DEUTSCHE BANK NY | FIXED INCOME | 12/10/2031 | 4.5 | 1200000 |  | 1198428 |
|  | DUKE ENERGY FLORIDA LLC | FIXED INCOME | 12/1/2030 | 4.2 | 900000 |  | 901467 |
|  | ELEMENT FLEET MANAGEMENT | FIXED INCOME | 11/24/2030 | 4.6 | 975000 |  | 977623 |
|  | ENERGY TRANSFER LP | FIXED INCOME | 2/15/2028 | 5.6 | 1525000 |  | 1566007 |
|  | EQUIFAX INC | FIXED INCOME | 9/15/2029 | 4.8 | 720000 |  | 732247 |
|  | FED HM LN PC POOL RA8248 | FIXED INCOME | 11/1/2052 | 5.0 | 1610805 |  | 1618344 |
|  | FED HM LN PC POOL SD6336 | FIXED INCOME | 9/1/2054 | 6.0 | 1152968 |  | 1192124 |
|  | FISERV INC | FIXED INCOME | 2/15/2031 | 4.6 | 1050000 |  | 1041611 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | FLORIDA POWER + LIGHT CO | FIXED INCOME | 4/1/2028 | 5.1 | 1560000 | 1600466 |
| | FNMA POOL AE0443 | FIXED INCOME | 10/1/2039 | 6.5 | 40128 | 43175 |
| | FNMA POOL AT2717 | FIXED INCOME | 5/1/2043 | 2.5 | 3607 | 3242 |
| | FNMA POOL BW0037 | FIXED INCOME | 7/1/2052 | 4.5 | 1090855 | 1073979 |
| | FNMA POOL CB5049 | FIXED INCOME | 11/1/2052 | 6.0 | 1357552 | 1400784 |
| | FNMA POOL CB5108 | FIXED INCOME | 11/1/2052 | 5.5 | 1553633 | 1592213 |
| | FNMA POOL FS6239 | FIXED INCOME | 7/1/2053 | 5.0 | 674400 | 677493 |
| | FNMA POOL FS6769 | FIXED INCOME | 1/1/2053 | 5.0 | 1543721 | 1549950 |
| | FNMA POOL FS9647 | FIXED INCOME | 7/1/2053 | 5.0 | 884008 | 888350 |
| | FNMA TBA 30 YR 5.5 | FIXED INCOME | 1/15/2055 | 5.5 | 2850000 | 2890898 |
| | FNMA TBA 30 YR 6.5 | FIXED INCOME | 1/15/2055 | 6.5 | 1000000 | 1039340 |
| | FORD CREDIT AUTO OWNER TRUST/F | FIXED INCOME | 8/15/2036 | 4.9 | 2000000 | 2050679 |
| | FORD MOTOR CREDIT CO LLC | FIXED INCOME | 9/5/2030 | 5.7 | 1325000 | 1346849 |
| | FORD MOTOR CREDIT CO LLC | FIXED INCOME | 8/1/2026 | 4.5 | 1065000 | 1063030 |
| | FREDDIE MAC | FIXED INCOME | 4/25/2053 | 6.0 | 1178908 | 1210100 |
| | GA GLOBAL FUNDING TRUST | FIXED INCOME | 1/13/2030 | 5.4 | 1440000 | 1477008 |
| | GCAT | FIXED INCOME | 8/25/2068 | 6.9 | 876771 | 885494 |
| | GE HEALTHCARE TECH INC | FIXED INCOME | 8/14/2029 | 4.8 | 400000 | 409208 |
| | GENERAL ELECTRIC CO | FIXED INCOME | 7/29/2030 | 4.3 | 700000 | 706167 |
| | GEORGIA PACIFIC LLC | FIXED INCOME | 6/30/2032 | 5.0 | 300000 | 308745 |
| | GNMA II POOL MA8152 | FIXED INCOME | 7/20/2052 | 5.0 | 898364 | 903060 |
| | GNMA POOL 487698 | FIXED INCOME | 3/15/2039 | 4.5 | 17668 | 17753 |
| | GNMA POOL 487825 | FIXED INCOME | 4/15/2039 | 4.5 | 23175 | 23279 |
| | GNMA POOL 615516 | FIXED INCOME | 9/15/2033 | 4.5 | 2179 | 2201 |
| | GNMA POOL 719256 | FIXED INCOME | 7/15/2040 | 4.5 | 64788 | 65001 |
| | GNMA POOL 738538 | FIXED INCOME | 7/15/2041 | 4.0 | 145701 | 142005 |
| | GNMA POOL 748483 | FIXED INCOME | 8/15/2040 | 4.5 | 42589 | 42729 |
| | GNMA POOL 758027 | FIXED INCOME | 2/15/2041 | 4.5 | 1625 | 1631 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2031 | 4.4 | 2115000 | 2111870 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 3/20/2053 | 5.5 | 1250000 | 1263510 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 5593993 | 5593993 |
| | GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 1/25/2066 | 5.0 | 983226 | 982868 |
| | HCA INC | FIXED INCOME | 9/1/2028 | 5.6 | 935000 | 964481 |
| | HOME DEPOT INC | FIXED INCOME | 6/25/2029 | 4.8 | 1500000 | 1537845 |
| | HOME OWNER MORTGAGE ENHANCED S | FIXED INCOME | 6/25/2060 | 5.5 | 1349265 | 1359913 |
| | HP ENTERPRISE CO | FIXED INCOME | 10/15/2029 | 4.6 | 420000 | 423452 |
| | HPS CORPORATE LENDING FU | FIXED INCOME | 9/11/2028 | 4.9 | 1050000 | 1044372 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 6/9/2028 | 4.8 | 401000 | 404425 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 11/3/2028 | 7.4 | 630000 | 666049 |
| | HUNTINGTON AUTO TRUST | FIXED INCOME | 1/16/2029 | 5.2 | 1734567 | 1751932 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 6/23/2027 | 4.9 | 1065000 | 1076928 |
| | JACKSON NATL LIFE GLOBAL | FIXED INCOME | 1/13/2030 | 5.4 | 800000 | 825776 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 3/25/2055 | 5.0 | 630485 | 626833 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/22/2031 | 4.3 | 3270000 | 3261825 |
|  | KEURIG DR PEPPER INC | FIXED INCOME | 5/15/2030 | 4.6 | 635000 | 638880 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| LINCOLN FIN GLBL FUNDING | FIXED INCOME | 1/13/2030 | 5.3 | 960000 | 993418 |
| LLOYDS BANKING GROUP PLC | FIXED INCOME | 11/26/2028 | 5.1 | 900000 | 917100 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2030 | 4.2 | 2720000 | 2728786 |
| MITSUBISHI UFJ FIN GRP | FIXED INCOME | 9/13/2028 | 5.4 | 1275000 | 1303573 |
| MORGAN STANLEY | FIXED INCOME | 10/22/2031 | 4.4 | 175000 | 174512 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 7/18/2031 | 4.7 | 2125000 | 2154283 |
| NATIONAL RURAL UTIL COOP | FIXED INCOME | 12/10/2030 | 4.3 | 830000 | 832955 |
| OAK STREET INVESTMENT GRADE NE | FIXED INCOME | 11/20/2051 | 2.4 | 1576702 | 1436894 |
| OAK STREET INVESTMENT GRADE NE | FIXED INCOME | 1/20/2051 | 1.5 | 1345732 | 1227152 |
| ORACLE CORP | FIXED INCOME | 4/1/2030 | 3.0 | 1880000 | 1735748 |
| ORACLE CORP | FIXED INCOME | 3/25/2031 | 2.9 | 1000000 | 897140 |
| ORL TRUST | FIXED INCOME | 12/15/2039 | 5.2 | 1000000 | 1000077 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/15/2027 | 5.5 | 640000 | 650880 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 1/15/2029 | 6.1 | 1585000 | 1659463 |
| PATTERSON UTI ENERGY INC | FIXED INCOME | 11/15/2029 | 5.2 | 497000 | 501225 |
| PLAINS ALL AMER PIPELINE | FIXED INCOME | 1/15/2031 | 4.7 | 1720000 | 1731765 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 1/26/2027 | 4.8 | 960000 | 960317 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 10/20/2027 | 6.6 | 1300000 | 1325766 |
| PRKCM TRUST | FIXED INCOME | 12/25/2060 | 5.0 | 995703 | 996204 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 1/11/2028 | 2.5 | 1400000 | 1375850 |
| SIMON PROPERTY GROUP LP | FIXED INCOME | 2/1/2028 | 1.8 | 1250000 | 1198913 |
| SOUTHERN CAL EDISON | FIXED INCOME | 11/1/2027 | 5.9 | 860000 | 884321 |
| STORE MASTER FUNDING LLC | FIXED INCOME | 6/20/2053 | 6.2 | 1776750 | 1786006 |
| SVC ABS LLC | FIXED INCOME | 2/20/2053 | 5.2 | 1630568 | 1611311 |
| TORONTO DOMINION BANK | FIXED INCOME | 10/31/2085 | 6.4 | 1050000 | 1064217 |
| TRAFIGURA SECURITISATION FINAN | FIXED INCOME | 11/15/2027 | 6.0 | 2000000 | 2024164 |
| TRUIST BANK | FIXED INCOME | 9/17/2029 | 4.6 | 580000 | 584037 |
| UBS GROUP AG | FIXED INCOME | 9/23/2031 | 4.4 | 2250000 | 2241090 |
| UBS GROUP AG | FIXED INCOME | 12/31/2099 | 6.6 | 415000 | 421213 |
| UNITED PARCEL SERVICE | FIXED INCOME | 4/1/2030 | 4.5 | 1030000 | 1048921 |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | (3000000) | 11485 |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | (7200000) | 30375 |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 63600000 | 17906 |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | (54200000) | 97390 |
| US BANCORP | FIXED INCOME | 10/26/2027 | 6.8 | 920000 | 940010 |
| US DOLLAR | CASH |  |  | 938510 | 938510 |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | (1600000) | 17000 |
| US TREASURY N/B | FIXED INCOME | 3/31/2027 | 3.9 | 12425000 | 12479845 |
| US TREASURY N/B | FIXED INCOME | 11/15/2035 | 4.0 | 6600000 | 6519563 |
| US TREASURY N/B | FIXED INCOME | 11/15/2028 | 3.5 | 54500000 | 54461680 |
| US TREASURY N/B | FIXED INCOME | 11/30/2027 | 3.4 | 76975000 | 76833679 |
| US TREASURY N/B | FIXED INCOME | 11/30/2032 | 3.8 | 1700000 | 1683000 |
| US TREASURY N/B | FIXED INCOME | 11/30/2030 | 3.5 | 5075000 | 5029008 |
| VERISK ANALYTICS INC | FIXED INCOME | 8/15/2030 | 4.5 | 700000 | 707000 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 9/11/2030 | 4.9 | 810000 | 818043 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2029 | 5.0 | 1800000 |  | 1833966 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2031 | 5.2 | 655000 |  | 676294 |
| WORLD OMNI AUTO RECEIVABLES TR | FIXED INCOME | 3/15/2029 | 4.9 | 1691036 |  | 1700602 |
|  | **Sub-Total: Fund 5743 8 of 16** | **Sub-Total: Fund 5743 8 of 16** | **Sub-Total: Fund 5743 8 of 16** | **Sub-Total: Fund 5743 8 of 16** | **Total** | $**294937937** |

---

500

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ABN AMRO BANK NV | FIXED INCOME | 9/18/2027 | 6.3 | 800000 |  | $812288 |
|  | ALLY FINANCIAL INC | FIXED INCOME | 7/31/2033 | 5.5 | 530000 |  | 534542 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2032 | 2.5 | 85000 |  | 75290 |
|  | AMER AIRLINE 16 1 A PTT | FIXED INCOME | 7/15/2029 | 4.1 | 580399 |  | 569958 |
|  | AMER AIRLN 15 2 A PASS T | FIXED INCOME | 3/22/2029 | 4.0 | 483927 |  | 475991 |
|  | AMERICAN EXPRESS CO | FIXED INCOME | 7/20/2033 | 4.9 | 705000 |  | 718367 |
|  | AMERICAN HONDA FINANCE | FIXED INCOME | 7/10/2031 | 5.1 | 1365000 |  | 1401923 |
|  | AMERICAN HONDA FINANCE | FIXED INCOME | 7/9/2032 | 5.2 | 500000 |  | 513960 |
|  | AMSR TRUST | FIXED INCOME | 10/17/2039 | 4.0 | 660000 |  | 652418 |
|  | ARIZONA PUBLIC SERVICE | FIXED INCOME | 12/15/2032 | 6.4 | 760000 |  | 830794 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 2/21/2026 | 2.1 | 380000 |  | 378860 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 11/15/2029 | 5.8 | 640000 |  | 664896 |
|  | BANK | FIXED INCOME | 6/15/2064 | 2.5 | 1350000 |  | 1163736 |
|  | BANK | FIXED INCOME | 8/15/2061 | 3.4 | 565000 |  | 518330 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 2/13/2031 | 2.5 | 625000 |  | 582481 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 4/22/2032 | 2.7 | 235000 |  | 215723 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 10/20/2032 | 2.6 | 635000 |  | 573094 |
|  | BARCLAYS COMMERCIAL MORTGAGE S | FIXED INCOME | 9/15/2056 | 6.3 | 600000 |  | 636018 |
|  | BARCLAYS PLC | FIXED INCOME | 2/25/2031 | 5.4 | 445000 |  | 460134 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 8/15/2057 | 2.7 | 615000 |  | 584287 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 8/15/2052 | 2.9 | 860000 |  | 826182 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 9/15/2053 | 1.7 | 176015 |  | 172372 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 5/15/2055 | 4.4 | 1340000 |  | 1321856 |
|  | BERRY GLOBAL INC | FIXED INCOME | 1/15/2026 | 1.6 | 1425000 |  | 1422407 |
|  | BLACK HILLS CORP | FIXED INCOME | 1/31/2031 | 4.6 | 650000 |  | 650267 |
|  | BMO MORTGAGE TRUST | FIXED INCOME | 2/15/2058 | 6.0 | 865000 |  | 909435 |
|  | BOF URSA FUNDING | FIXED INCOME | 8/15/2028 | 5.7 | 530000 |  | 534839 |
|  | BPCE SA | FIXED INCOME | 10/19/2029 | 6.7 | 335000 |  | 355592 |
|  | BPCE SA | FIXED INCOME | 10/19/2027 | 2.0 | 670000 |  | 659133 |
|  | BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 4/16/2029 | 5.7 | 235000 |  | 237091 |
|  | BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 2/15/2030 | 5.9 | 595000 |  | 600501 |
|  | BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 8/15/2029 | 4.8 | 885000 |  | 892562 |
|  | BROADCOM INC | FIXED INCOME | 7/15/2032 | 4.9 | 505000 |  | 515908 |
|  | BROOKLYN UNION GAS CO | FIXED INCOME | 8/5/2032 | 4.9 | 875000 |  | 867878 |
|  | BX TRUST | FIXED INCOME | 10/15/2041 | 6.6 | 1265000 |  | 1270775 |
|  | CAPITAL ONE FINANCIAL CO | FIXED INCOME | 9/11/2036 | 5.2 | 360000 |  | 358776 |
|  | CAPITAL ONE MULTI ASSET EXECUT | FIXED INCOME | 9/15/2032 | 4.0 | 930000 |  | 929934 |
|  | CAPITAL ONE NA | FIXED INCOME | 2/6/2030 | 2.7 | 330000 |  | 311322 |
|  | CARMAX AUTO OWNER TRUST | FIXED INCOME | 11/15/2028 | 5.6 | 740000 |  | 752894 |
|  | CARMAX AUTO OWNER TRUST | FIXED INCOME | 8/16/2027 | 1.7 | 672109 |  | 668801 |

---

501

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 4/15/2027 | 4.0 | 58901 | 58899 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 8/15/2029 | 5.5 | 525000 | 535557 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 11/15/2030 | 5.0 | 740000 | 754519 |
| CF HIPPOLYTA ISSUER LLC | FIXED INCOME | 7/15/2060 | 1.7 | 515527 | 433757 |
| CHASE AUTO OWNER TRUST | FIXED INCOME | 4/25/2030 | 4.3 | 820000 | 825255 |
| CITIBANK CREDIT CARD ISSUANCE | FIXED INCOME | 6/15/2039 | 6.2 | 685000 | 765025 |
| CITIBANK NA | FIXED INCOME | 5/29/2030 | 4.9 | 530000 | 545503 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 2/10/2049 | 3.6 | 436734 | 434885 |
| CITIGROUP INC | FIXED INCOME | 11/3/2032 | 2.5 | 675000 | 605225 |
| CITIZENS FINANCIAL GROUP | FIXED INCOME | 4/30/2030 | 3.3 | 755000 | 722052 |
| COMISION FEDERAL DE ELEC | FIXED INCOME | 2/9/2031 | 3.3 | 1225000 | 1114199 |
| COMM MORTGAGE TRUST | FIXED INCOME | 11/10/2046 | 2.2 | 1160000 | 998880 |
| CONTINENTAL RESOURCES | FIXED INCOME | 11/15/2026 | 2.3 | 1600000 | 1571072 |
| COTERRA ENERGY INC | FIXED INCOME | 3/15/2029 | 4.4 | 550000 | 551799 |
| CROWN CASTLE INC | FIXED INCOME | 9/1/2029 | 4.9 | 625000 | 635000 |
| DAIMLER TRUCKS RETAIL TRUST | FIXED INCOME | 3/15/2027 | 5.9 | 218998 | 220099 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 10/6/2032 | 4.8 | 365000 | 364909 |
| DEUTSCHE BANK NY | FIXED INCOME | 1/14/2032 | 3.7 | 915000 | 865883 |
| DEUTSCHE BANK NY | FIXED INCOME | 2/8/2028 | 5.7 | 715000 | 726497 |
| DEUTSCHE BANK NY | FIXED INCOME | 12/10/2031 | 4.5 | 350000 | 349542 |
| DEXT ABS | FIXED INCOME | 8/15/2035 | 4.8 | 665000 | 671181 |
| DOW CHEMICAL CO/THE | FIXED INCOME | 1/15/2031 | 4.8 | 605000 | 601830 |
| DRIVE AUTO RECEIVABLES TRUST | FIXED INCOME | 5/17/2032 | 4.7 | 465000 | 467536 |
| EAGLE FUNDING LUXCO SARL | FIXED INCOME | 8/17/2030 | 5.5 | 705000 | 717894 |
| EVERGY METRO | FIXED INCOME | 6/1/2030 | 2.3 | 1650000 | 1522175 |
| EVERGY MISSOURI WEST INC | FIXED INCOME | 6/1/2034 | 5.7 | 335000 | 346980 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 4/15/2027 | 1.4 | 352746 | 351594 |
| EXTRA SPACE STORAGE LP | FIXED INCOME | 1/15/2033 | 5.0 | 815000 | 824210 |
| FANNIE MAE | FIXED INCOME | 8/25/2050 | 2.0 | 1050000 | 792178 |
| FANNIE MAE | FIXED INCOME | 10/25/2050 | 1.0 | 1072018 | 800760 |
| FANNIE MAE | FIXED INCOME | 7/25/2050 | 3.5 | 703855 | 644879 |
| FANNIE MAE | FIXED INCOME | 2/25/2036 | 6.0 | 901541 | 917883 |
| FANNIE MAE | FIXED INCOME | 10/25/2035 | 5.5 | 1194419 | 1225290 |
| FANNIE MAE | FIXED INCOME | 12/25/2035 | 6.0 | 736118 | 757475 |
| FED HM LN PC POOL 842042 | FIXED INCOME | 10/1/2055 | 4.7 | 1087479 | 1091885 |
| FED HM LN PC POOL G61720 | FIXED INCOME | 1/1/2044 | 3.5 | 269386 | 257259 |
| FED HM LN PC POOL G61726 | FIXED INCOME | 11/1/2045 | 3.5 | 255763 | 244300 |
| FED HM LN PC POOL G61763 | FIXED INCOME | 7/1/2044 | 4.0 | 160753 | 157834 |
| FED HM LN PC POOL G61764 | FIXED INCOME | 12/1/2046 | 4.0 | 566005 | 550432 |
| FED HM LN PC POOL G61766 | FIXED INCOME | 10/1/2048 | 4.0 | 226146 | 216818 |
| FED HM LN PC POOL RA4934 | FIXED INCOME | 3/1/2051 | 3.0 | 895341 | 793292 |
| FED HM LN PC POOL RA6622 | FIXED INCOME | 1/1/2052 | 2.5 | 6658827 | 5723205 |
| FED HM LN PC POOL RA7122 | FIXED INCOME | 4/1/2052 | 3.5 | 733635 | 682636 |
| FED HM LN PC POOL RA8647 | FIXED INCOME | 5/1/2053 | 4.5 | 1205998 | 1184138 |
| FED HM LN PC POOL RB5383 | FIXED INCOME | 1/1/2046 | 4.5 | 680000 | 673076 |

---

502

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL RR0009 | FIXED INCOME | 7/1/2040 | 5.0 | 1671939 | 1694725 |
| FED HM LN PC POOL SD3094 | FIXED INCOME | 5/1/2052 | 2.5 | 1014951 | 866017 |
| FED HM LN PC POOL SD5040 | FIXED INCOME | 3/1/2054 | 5.5 | 872637 | 890687 |
| FED HM LN PC POOL SD6766 | FIXED INCOME | 11/1/2054 | 5.5 | 3227357 | 3293731 |
| FED HM LN PC POOL SD6871 | FIXED INCOME | 11/1/2054 | 5.5 | 1203025 | 1224356 |
| FED HM LN PC POOL SD8146 | FIXED INCOME | 5/1/2051 | 2.0 | 3503147 | 2865666 |
| FED HM LN PC POOL SD8213 | FIXED INCOME | 5/1/2052 | 3.0 | 1038398 | 923448 |
| FED HM LN PC POOL SD8257 | FIXED INCOME | 10/1/2052 | 4.5 | 1363382 | 1339578 |
| FED HM LN PC POOL SD8266 | FIXED INCOME | 11/1/2052 | 4.5 | 1113117 | 1092673 |
| FED HM LN PC POOL SD8363 | FIXED INCOME | 9/1/2053 | 6.0 | 543430 | 559160 |
| FED HM LN PC POOL SD8407 | FIXED INCOME | 3/1/2054 | 5.0 | 341797 | 341326 |
| FED HM LN PC POOL SL0849 | FIXED INCOME | 4/1/2055 | 6.0 | 691265 | 709733 |
| FED HM LN PC POOL SL2053 | FIXED INCOME | 8/1/2055 | 6.0 | 1138205 | 1168931 |
| FED HM LN PC POOL Z40283 | FIXED INCOME | 9/1/2047 | 3.5 | 843402 | 793610 |
| FIFTH THIRD BANCORP | FIXED INCOME | 9/6/2030 | 4.9 | 620000 | 630404 |
| FIRST HORIZON BANK | FIXED INCOME | 5/1/2030 | 5.8 | 1060000 | 1096146 |
| FIRST HORIZON CORP | FIXED INCOME | 3/7/2031 | 5.5 | 335000 | 346440 |
| FIRSTKEY HOMES 2020 SFR1 TRUST | FIXED INCOME | 7/17/2039 | 4.5 | 952180 | 946557 |
| FIRSTKEY HOMES 2020 SFR1 TRUST | FIXED INCOME | 7/17/2038 | 4.3 | 401395 | 400608 |
| FLAGSHIP CREDIT AUTO TRUST | FIXED INCOME | 2/15/2030 | 5.8 | 685000 | 690294 |
| FNMA POOL AK0765 | FIXED INCOME | 3/1/2042 | 4.0 | 110161 | 107768 |
| FNMA POOL BK4772 | FIXED INCOME | 8/1/2048 | 4.0 | 307540 | 296511 |
| FNMA POOL BM4482 | FIXED INCOME | 1/1/2043 | 4.0 | 235732 | 230613 |
| FNMA POOL BM4699 | FIXED INCOME | 1/1/2046 | 4.0 | 123223 | 120845 |
| FNMA POOL BM4803 | FIXED INCOME | 1/1/2045 | 3.0 | 431920 | 397633 |
| FNMA POOL BM4806 | FIXED INCOME | 12/1/2047 | 3.0 | 245777 | 223414 |
| FNMA POOL BM4819 | FIXED INCOME | 12/1/2044 | 3.5 | 212565 | 203119 |
| FNMA POOL BN5890 | FIXED INCOME | 2/1/2049 | 4.0 | 105675 | 101885 |
| FNMA POOL CA9301 | FIXED INCOME | 2/1/2051 | 3.0 | 807 | 726 |
| FNMA POOL CB3155 | FIXED INCOME | 3/1/2052 | 2.0 | 942902 | 767704 |
| FNMA POOL FA2250 | FIXED INCOME | 7/1/2052 | 3.0 | 1603300 | 1425629 |
| FNMA POOL FA3655 | FIXED INCOME | 1/1/2052 | 2.5 | 690105 | 585350 |
| FNMA POOL FM5299 | FIXED INCOME | 11/1/2050 | 3.5 | 155430 | 144627 |
| FNMA POOL FS4723 | FIXED INCOME | 11/1/2051 | 2.5 | 443662 | 380350 |
| FNMA POOL FS5641 | FIXED INCOME | 8/1/2053 | 6.0 | 1201152 | 1239118 |
| FNMA POOL FS6599 | FIXED INCOME | 9/1/2052 | 3.5 | 854083 | 792327 |
| FNMA POOL FS7587 | FIXED INCOME | 4/1/2054 | 5.5 | 897452 | 915979 |
| FNMA POOL FS8139 | FIXED INCOME | 4/1/2047 | 2.0 | 826709 | 674907 |
| FNMA POOL FS8275 | FIXED INCOME | 6/1/2054 | 5.5 | 1379124 | 1400380 |
| FNMA POOL FS9453 | FIXED INCOME | 8/1/2053 | 4.5 | 1376095 | 1351493 |
| FNMA POOL MA4562 | FIXED INCOME | 3/1/2052 | 2.0 | 1999315 | 1623117 |
| FNMA POOL MA4578 | FIXED INCOME | 4/1/2052 | 2.5 | 483449 | 411777 |
| FNMA POOL MA4626 | FIXED INCOME | 6/1/2052 | 4.0 | 1615354 | 1542500 |
| FNMA POOL MA4806 | FIXED INCOME | 11/1/2052 | 5.0 | 1547559 | 1553803 |
| FNMA POOL MA4919 | FIXED INCOME | 2/1/2053 | 5.5 | 871385 | 887696 |

---

503

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL MA4940 | FIXED INCOME | 3/1/2053 | 5.0 | 870141 | 872703 |
| FNMA POOL MA5108 | FIXED INCOME | 8/1/2053 | 6.0 | 623212 | 640886 |
| FNMA POOL MA5137 | FIXED INCOME | 9/1/2053 | 5.0 | 1538329 | 1539234 |
| FNMA POOL MA5497 | FIXED INCOME | 10/1/2054 | 5.5 | 1456301 | 1478300 |
| FNMA POOL MA5552 | FIXED INCOME | 12/1/2054 | 5.0 | 671161 | 670236 |
| FNMA POOL MA5611 | FIXED INCOME | 2/1/2055 | 4.0 | 627738 | 596242 |
| FNMA POOL MA5614 | FIXED INCOME | 2/1/2055 | 5.5 | 317177 | 321835 |
| FNMA POOL MA5711 | FIXED INCOME | 5/1/2040 | 5.0 | 1160150 | 1175961 |
| FORD CREDIT AUTO OWNER TRUST/F | FIXED INCOME | 2/15/2038 | 4.7 | 580000 | 585561 |
| FORD MOTOR CREDI | FIXED INCOME | 6/17/2031 | 3.6 | 910000 | 834889 |
| FOUNDRY JV HOLDCO LLC | FIXED INCOME | 1/25/2032 | 6.2 | 550000 | 583402 |
| FREDDIE MAC | FIXED INCOME | 9/29/2031 | 1.3 | 2425000 | 2073084 |
| FREDDIE MAC | FIXED INCOME | 6/15/2044 | 3.0 | 1096968 | 1017066 |
| FREDDIE MAC | FIXED INCOME | 3/25/2049 | 1.3 | 1290045 | 1074028 |
| FREDDIE MAC | FIXED INCOME | 8/25/2050 | 1.0 | 626058 | 477756 |
| FREDDIE MAC | FIXED INCOME | 11/15/2047 | 3.5 | 1572073 | 1473440 |
| FREDDIE MAC | FIXED INCOME | 6/25/2050 | 1.3 | 897925 | 700629 |
| FREDDIE MAC | FIXED INCOME | 1/15/2041 | 1.0 | 538486 | 468716 |
| FREDDIE MAC | FIXED INCOME | 9/25/2050 | 0.3 | 1126292 | 813282 |
| FREDDIE MAC | FIXED INCOME | 12/25/2035 | 5.5 | 1372163 | 1414972 |
| FREDDIE MAC | FIXED INCOME | 12/25/2035 | 5.5 | 1465897 | 1499224 |
| FREDDIE MAC | FIXED INCOME | 4/25/2036 | 5.0 | 715048 | 724656 |
| FREDDIE MAC | FIXED INCOME | 9/25/2055 | 5.0 | 588800 | 589481 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 1/8/2031 | 2.4 | 1996000 | 1795821 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2028 | 4.5 | 650000 | 651417 |
| GLP CAPITAL LP / FIN II | FIXED INCOME | 1/15/2030 | 4.0 | 645000 | 625405 |
| GNMA II POOL MA7706 | FIXED INCOME | 11/20/2051 | 3.0 | 2014519 | 1814855 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2029 | 4.2 | 715000 | 715036 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 3/9/2027 | 1.4 | 700000 | 696409 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2027 | 1.9 | 760000 | 747179 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/16/2062 | 1.5 | 784226 | 590213 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 8/16/2064 | 2.5 | 1030000 | 758121 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/16/2058 | 4.5 | 931312 | 914721 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/16/2040 | 5.0 | 749953 | 755668 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/16/2057 | 4.8 | 749469 | 750201 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 4/16/2047 | 4.8 | 1487474 | 1491427 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/16/2054 | 4.8 | 927908 | 928315 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 8/20/2049 | 3.5 | 1009891 | 920156 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2049 | 3.5 | 376357 | 342686 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2049 | 3.5 | 384027 | 350260 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/20/2049 | 2.5 | 859380 | 753900 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2050 | 3.5 | 944367 | 859872 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 8/20/2050 | 1.0 | 1254539 | 1088418 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 3/20/2051 | 1.7 | 1677935 | 1352470 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2051 | 1.0 | 736769 | 575627 |

---

504

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2051 | 3.5 | 539657 | 486993 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/16/2054 | 4.8 | 971719 | 973849 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2052 | 3.5 | 671172 | 619903 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 12/20/2051 | 6.5 | 1854056 | 1963280 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 11/20/2051 | 7.7 | 619768 | 708848 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/20/2051 | 7.8 | 660207 | 755138 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/20/2051 | 7.1 | 988867 | 1094355 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 5/20/2050 | 3.5 | 667712 | 622896 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2052 | 5.0 | 311365 | 314071 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 8/20/2034 | 6.0 | 758654 | 772796 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/16/2057 | 4.5 | 998787 | 991421 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 3/16/2057 | 4.5 | 844158 | 834339 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 827510 | 827510 |
| GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 10/10/2049 | 2.9 | 1322000 | 1308260 |
| GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 6/10/2047 | 3.9 | 752453 | 728988 |
| HCA INC | FIXED INCOME | 11/15/2032 | 4.6 | 595000 | 590603 |
| HERTZ VEHICLE FINANCING LLC | FIXED INCOME | 12/27/2027 | 1.7 | 960000 | 941482 |
| HOME PARTNERS OF AMERICA TRUST | FIXED INCOME | 1/17/2041 | 2.2 | 387771 | 365962 |
| HOME PARTNERS OF AMERICA TRUST | FIXED INCOME | 12/17/2026 | 1.9 | 311373 | 304540 |
| HONDA AUTO RECEIVABLES OWNER T | FIXED INCOME | 3/21/2029 | 4.6 | 565000 | 569302 |
| HOST HOTELS + RESORTS LP | FIXED INCOME | 12/15/2029 | 3.4 | 475000 | 455915 |
| HOST HOTELS + RESORTS LP | FIXED INCOME | 9/15/2030 | 3.5 | 375000 | 358099 |
| HOUSTON GALLERIA MALL TRUST | FIXED INCOME | 2/5/2045 | 5.5 | 695000 | 720004 |
| HUNDRED ACRE WOOD TRUST | FIXED INCOME | 10/25/2051 | 2.5 | 466480 | 390483 |
| HUNTINGTON BANCSHARES | FIXED INCOME | 8/4/2028 | 4.4 | 480000 | 482654 |
| HUNTINGTON BANCSHARES | FIXED INCOME | 1/15/2031 | 5.3 | 695000 | 715920 |
| HUNTSMAN INTERNATIONAL L | FIXED INCOME | 5/1/2029 | 4.5 | 758000 | 725095 |
| HYUNDAI AUTO RECEIVABLES TRUST | FIXED INCOME | 2/17/2032 | 4.9 | 665000 | 672412 |
| HYUNDAI CAPITAL AMERICA | FIXED INCOME | 9/26/2031 | 4.8 | 670000 | 673216 |
| INDIANAPOLIS PWR + LIGHT | FIXED INCOME | 8/15/2035 | 5.1 | 230000 | 231617 |
| ING GROEP NV | FIXED INCOME | 3/25/2031 | 5.1 | 525000 | 538199 |
| INTL FLAVOR + FRAGRANCES | FIXED INCOME | 10/15/2027 | 1.8 | 1260000 | 1208983 |
| JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 3/15/2034 | 6.8 | 520000 | 574200 |
| LAD AUTO RECEIVABLES TRUST | FIXED INCOME | 7/16/2029 | 5.5 | 350000 | 354958 |
| MACQUARIE GROUP LTD | FIXED INCOME | 1/12/2027 | 1.3 | 1380000 | 1379075 |
| MARS INC | FIXED INCOME | 3/1/2032 | 5.0 | 430000 | 443635 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2032 | 4.6 | 180000 | 181642 |
| MITSUBISHI UFJ FIN GRP | FIXED INCOME | 7/20/2027 | 1.5 | 1750000 | 1726025 |
| MORGAN STANLEY | FIXED INCOME | 10/20/2032 | 2.5 | 450000 | 403952 |
| MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 10/12/2050 | 8.0 | 343359 | 347953 |
| MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 5/5/2029 | 7.3 | 789807 | 835542 |
| MPLX LP | FIXED INCOME | 3/1/2026 | 1.8 | 1240000 | 1235090 |
| MPLX LP | FIXED INCOME | 2/15/2031 | 4.8 | 380000 | 384488 |
| MPLX LP | FIXED INCOME | 9/15/2035 | 5.4 | 330000 | 332987 |
| MSWF COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 12/15/2056 | 6.0 | 500000 | 540040 |

---

505

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| NATIONAL FUEL GAS CO | FIXED INCOME | 3/15/2030 | 5.5 | 555000 | 572516 |
| NIAGARA MOHAWK POWER | FIXED INCOME | 1/17/2034 | 5.3 | 795000 | 810200 |
| NISSAN MOTOR ACCEPTANCE | FIXED INCOME | 9/15/2028 | 7.1 | 1295000 | 1337450 |
| NRG ENERGY INC | FIXED INCOME | 10/15/2030 | 4.7 | 695000 | 695361 |
| ONE BRYANT PARK TRUST | FIXED INCOME | 9/15/2054 | 2.5 | 1150000 | 1068339 |
| ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 10/25/2064 | 5.5 | 566249 | 570527 |
| ORACLE CORP | FIXED INCOME | 9/26/2032 | 4.8 | 730000 | 705443 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 10/21/2032 | 4.8 | 530000 | 540160 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 7/17/2042 | 3.4 | 915000 | 870763 |
| PSEG POWER LLC | FIXED INCOME | 5/15/2030 | 5.2 | 420000 | 429866 |
| PUBLIC SERVICE COLORADO | FIXED INCOME | 9/15/2035 | 5.2 | 910000 | 923796 |
| PUBLIC SERVICE OKLAHOMA | FIXED INCOME | 8/15/2031 | 2.2 | 985000 | 874532 |
| PUGET SOUND ENERGY INC | FIXED INCOME | 6/15/2034 | 5.3 | 635000 | 654926 |
| RETAINED VANTAGE DATA CENTERS | FIXED INCOME | 9/15/2048 | 5.0 | 750000 | 747880 |
| RFR TRUST | FIXED INCOME | 3/11/2041 | 5.4 | 1340000 | 1371844 |
| ROCC TRUST | FIXED INCOME | 11/13/2041 | 5.4 | 1190000 | 1223856 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 7/16/2029 | 3.8 | 760547 | 759612 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 5/15/2028 | 5.2 | 193455 | 193781 |
| SANTANDER HOLDINGS USA | FIXED INCOME | 5/31/2027 | 6.1 | 715000 | 719934 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 6/14/2027 | 1.7 | 1195000 | 1181341 |
| SFS AUTO RECEIVABLES SECURITIZ | FIXED INCOME | 7/21/2031 | 4.9 | 800000 | 814692 |
| SILGAN HOLDINGS INC | FIXED INCOME | 4/1/2026 | 1.4 | 1280000 | 1268826 |
| SMITHFIELD FOODS INC | FIXED INCOME | 4/1/2029 | 5.2 | 830000 | 841188 |
| SOCIETE GENERALE | FIXED INCOME | 1/21/2033 | 3.3 | 845000 | 771916 |
| SOUTHERN CAL EDISON | FIXED INCOME | 3/15/2030 | 5.3 | 510000 | 523632 |
| SOVEREIGN COMMERCIAL MORTGAGE | FIXED INCOME | 12/15/2057 | 4.5 | 775000 | 776122 |
| STATE OF ISRAEL | FIXED INCOME | 2/19/2030 | 5.4 | 440000 | 454181 |
| SWCH COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 2/15/2042 | 5.2 | 780000 | 771395 |
| SYNCHRONY FINANCIAL | FIXED INCOME | 3/6/2031 | 5.5 | 470000 | 481985 |
| TORONTO DOMINION BANK | FIXED INCOME | 9/10/2034 | 5.1 | 165000 | 167559 |
| UBS GROUP AG | FIXED INCOME | 8/11/2028 | 6.4 | 470000 | 487216 |
| UNITED AIR 2020 1 A PTT | FIXED INCOME | 4/15/2029 | 5.9 | 368963 | 377435 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/22/2033 | 5.4 | 335000 | 331818 |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | (2600000) | 20109 |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 14600000 | (7633) |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | (8000000) | 33125 |
| US DOLLAR | CASH |  |  | 125371 | 125371 |
| US TREASURY N/B | FIXED INCOME | 10/15/2028 | 3.5 | 17120000 | 17109300 |
| US TREASURY N/B | FIXED INCOME | 10/31/2030 | 3.6 | 24900000 | 24820242 |
| US TREASURY N/B | FIXED INCOME | 10/31/2027 | 3.5 | 7135000 | 7137787 |
| US TREASURY N/B | FIXED INCOME | 10/31/2032 | 3.8 | 27950000 | 27683602 |
| US TREASURY N/B | FIXED INCOME | 11/15/2035 | 4.0 | 12285000 | 12135277 |
| VERDANT RECEIVABLES LLC | FIXED INCOME | 1/13/2031 | 6.2 | 617496 | 627567 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 1/15/2033 | 4.8 | 175000 | 175065 |
| VERIZON MASTER TRUST | FIXED INCOME | 12/22/2031 | 4.8 | 800000 | 819674 |

---

506

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| WB COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 3/15/2040 | 5.9 | 795000 |  | 794560 |
| WELLS FARGO + COMPANY | FIXED INCOME | 3/24/2028 | 3.5 | 1070000 |  | 1063248 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2028 | 4.8 | 1130000 |  | 1142826 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 3/1/2028 | 4.5 | 610000 |  | 612336 |
|  | **Sub-Total: Fund 5744 9 of 16** | **Sub-Total: Fund 5744 9 of 16** | **Sub-Total: Fund 5744 9 of 16** | **Sub-Total: Fund 5744 9 of 16** | **Total** | $**292573288** |

---

507

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 522 FUNDING CLO LTD | FIXED INCOME | 10/23/2034 | 5.1 | 2000000 |  | $1999200 |
|  | ADVENT HEALTH SYSTEM | FIXED INCOME | 3/1/2029 | 3.0 | 1100000 |  | 1045440 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | FIXED INCOME | 5/15/2030 | 4.8 | 3200000 |  | 3273463 |
|  | AMERICAN NATIONAL GF | FIXED INCOME | 12/15/2028 | 4.6 | 500000 |  | 502495 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 11/15/2028 | 5.8 | 1100000 |  | 1148422 |
|  | ANCHORAGE CREDIT FUNDING LTD. | FIXED INCOME | 10/25/2040 | 5.0 | 1250000 |  | 1249123 |
|  | ANCHORAGE CREDIT FUNDING LTD. | FIXED INCOME | 4/25/2038 | 3.6 | 758203 |  | 747133 |
|  | ARBOR REALTY COLLATERALIZED LO | FIXED INCOME | 11/15/2036 | 5.2 | 656407 |  | 656414 |
|  | AREIT CRE TRUST | FIXED INCOME | 6/17/2039 | 6.0 | 2007645 |  | 2007665 |
|  | ARES CLO LTD | FIXED INCOME | 10/28/2034 | 5.0 | 1000000 |  | 999600 |
|  | ATLANTIC AVENUE LTD | FIXED INCOME | 10/15/2038 | 5.3 | 800000 |  | 800905 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 10/15/2032 | 5.0 | 1100000 |  | 1091112 |
|  | BANK | FIXED INCOME | 9/15/2062 | 3.0 | 5500000 |  | 5198094 |
|  | BANK | FIXED INCOME | 10/17/2052 | 2.8 | 1573389 |  | 1537451 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 10/24/2031 | 1.9 | 7100000 |  | 6351731 |
|  | AREIT CRE TRUST | FIXED INCOME | 1/20/2037 | 5.2 | 446248 |  | 445421 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 7/22/2027 | 1.7 | 3800000 |  | 3751208 |
|  | BANK5 | FIXED INCOME | 11/15/2058 | 4.7 | 500000 |  | 505393 |
|  | BARCLAYS COMMERCIAL MORTGAGE S | FIXED INCOME | 7/15/2058 | 5.3 | 1700000 |  | 1749047 |
|  | BARCLAYS PLC | FIXED INCOME | 5/16/2029 | 5.0 | 2100000 |  | 2134797 |
|  | BARCLAYS PLC | FIXED INCOME | 3/12/2030 | 5.7 | 300000 |  | 312318 |
|  | BEIGNET INVESTOR LLC | FIXED INCOME | 5/30/2049 | 6.6 | 5800000 |  | 6156526 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 8/15/2052 | 3.0 | 1280803 |  | 1258798 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 12/15/2062 | 3.0 | 2000000 |  | 1900538 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 12/17/2053 | 2.0 | 3100000 |  | 2747974 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 4/15/2057 | 5.2 | 1300000 |  | 1335828 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 1/15/2058 | 4.8 | 1100000 |  | 1113480 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 10/15/2058 | 5.2 | 500000 |  | 515301 |
|  | BMO MORTGAGE TRUST | FIXED INCOME | 10/15/2058 | 5.1 | 500000 |  | 505359 |
|  | BMO MORTGAGE TRUST | FIXED INCOME | 2/15/2057 | 5.5 | 750000 |  | 767878 |
|  | BMO MORTGAGE TRUST | FIXED INCOME | 2/15/2057 | 5.9 | 750000 |  | 783811 |
|  | BMO MORTGAGE TRUST | FIXED INCOME | 11/15/2057 | 5.6 | 1500000 |  | 1558551 |
|  | BNP PARIBAS | FIXED INCOME | 9/30/2028 | 1.9 | 2500000 |  | 2405575 |
|  | BRAZILIAN REAL | CASH |  |  |  |  | 0 |
|  | BWU02A052 IRS USD P F 3.32826 | FIXED INCOME | 4/30/2031 | 3.3 | (600000) |  | (595210) |
|  | BWU02A052 IRS USD R V 12MSOFR | FIXED INCOME | 4/30/2031 | 3.8 | 600000 |  | 600000 |
|  | BWU02A2F8 IRS USD P F 3.43091 | FIXED INCOME | 4/30/2031 | 3.4 | (1000000) |  | (997050) |
|  | BWU02A2F8 IRS USD R V 12MSOFR | FIXED INCOME | 4/30/2031 | 3.8 | 1000000 |  | 1000000 |
|  | BWU02A3U4 IRS USD P F 3.30000 | FIXED INCOME | 2/28/2029 | 3.3 | (5300000) |  | (5291733) |
|  | BWU02A3U4 IRS USD R V 12MSOFR | FIXED INCOME | 2/28/2029 | 3.8 | 5300000 |  | 5300000 |

---

508

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BWU02F374 IRS USD P F 3.00000 | FIXED INCOME | 2/12/2055 | 3.0 | (2300000) | (1842851) |
| BWU02F374 IRS USD R V 12MSOFR | FIXED INCOME | 2/12/2055 | 3.8 | 2300000 | 2300000 |
| BWU02I626 IRS USD P F 3.75000 | FIXED INCOME | 5/15/2032 | 3.8 | (13977000) | (14124848) |
| BWU02I626 IRS USD R V 12MSOFR | FIXED INCOME | 5/15/2032 | 3.8 | 13977000 | 13977000 |
| BWU02MJL1 IRS USD P F 3.29000 | FIXED INCOME | 5/31/2030 | 3.3 | (7965600) | (7930610) |
| BWU02MJL1 IRS USD R V 12MSOFR | FIXED INCOME | 5/31/2030 | 1.0 | 7965600 | 7965600 |
| BWU02MSY3 IRS USD P F 3.37500 | FIXED INCOME | 5/31/2030 | 3.4 | (10432600) | (10420890) |
| BWU02MSY3 IRS USD R V 12MSOFR | FIXED INCOME | 5/31/2030 | 1.0 | 10432600 | 10432600 |
| CALIFORNIA ST UNIV REVENUE | FIXED INCOME | 11/1/2030 | 1.7 | 1700000 | 1538777 |
| CANTOR COMMERCIAL REAL ESTATE | FIXED INCOME | 11/15/2052 | 2.8 | 1679254 | 1642845 |
| CAPITAL ONE MULTI ASSET EXECUT | FIXED INCOME | 5/15/2028 | 4.4 | 2100000 | 2104489 |
| CAPITAL ONE PRIME AUTO RECEIVA | FIXED INCOME | 6/15/2028 | 5.8 | 1334397 | 1349827 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 8/16/2027 | 5.3 | 500085 | 501514 |
| CARVAL CLO LTD | FIXED INCOME | 7/20/2032 | 4.9 | 1764395 | 1763160 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 7/10/2029 | 5.3 | 1436524 | 1446273 |
| CCWFSCUS3 WELLS FARGO CCPC COC | EQUITY |  |  | 541000 | 541000 |
| CCWFSHUS2 CCPC WELLS FARGO | EQUITY |  |  | 1230000 | 1230000 |
| CCWFSXUS7 BMO HARRIS MGCC COC | EQUITY |  |  | 1883000 | 1883000 |
| CENTRL TX REGL MOBILITY AUTH R | FIXED INCOME | 1/1/2027 | 1.8 | 1250000 | 1225790 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 9/15/2050 | 3.3 | 636815 | 632798 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 3/10/2051 | 4.0 | 759812 | 758304 |
| CNO GLOBAL FUNDING | FIXED INCOME | 12/11/2030 | 4.7 | 700000 | 702597 |
| COMM MORTGAGE TRUST | FIXED INCOME | 8/15/2057 | 2.9 | 1681642 | 1641012 |
| CORNELL UNIVERSITY | FIXED INCOME | 6/15/2030 | 4.2 | 500000 | 502415 |
| CQS US CLO LTD | FIXED INCOME | 1/17/2039 | 5.1 | 1600000 | 1606080 |
| DEEPHAVEN RESIDENTIAL MORTGAGE | FIXED INCOME | 3/25/2067 | 4.3 | 894467 | 884019 |
| DENVER CO PUBLIC SCHS COPS | FIXED INCOME | 12/15/2037 | 4.2 | 1300000 | 1256338 |
| DEUTSCHE BANK NY | FIXED INCOME | 1/18/2029 | 6.7 | 1700000 | 1779883 |
| DISCOVER CARD EXECUTION NOTE T | FIXED INCOME | 6/15/2028 | 4.9 | 2500000 | 2512455 |
| DLLMT LLC | FIXED INCOME | 3/20/2031 | 5.4 | 300000 | 303070 |
| ECMC GROUP STUDENT LOAN TRUST | FIXED INCOME | 7/25/2069 | 5.0 | 1363866 | 1371814 |
| ELLINGTON FINANCIAL MORTGAGE T | FIXED INCOME | 9/25/2067 | 5.9 | 1329438 | 1330806 |
| ENI SPA | FIXED INCOME | 5/15/2034 | 5.5 | 1700000 | 1752989 |
| EQUITABLE AMERICA GLOBAL | FIXED INCOME | 6/9/2028 | 4.7 | 1000000 | 1010360 |
| F+G GLOBAL FUNDING | FIXED INCOME | 9/8/2028 | 5.1 | 900000 | 905760 |
| FANNIE MAE | FIXED INCOME | 11/25/2050 | 0.8 | 1057671 | 794340 |
| FANNIE MAE | FIXED INCOME | 1/25/2055 | 4.9 | 490659 | 491526 |
| FANNIE MAE | FIXED INCOME | 8/25/2035 | 5.5 | 220811 | 227150 |
| FANNIEMAE ACES | FIXED INCOME | 7/25/2039 | 2.9 | 190090 | 176858 |
| FED HM LN PC POOL G01818 | FIXED INCOME | 5/1/2035 | 5.0 | 22884 | 23437 |
| FED HM LN PC POOL G01838 | FIXED INCOME | 7/1/2035 | 5.0 | 30735 | 31444 |
| FED HM LN PC POOL G02123 | FIXED INCOME | 3/1/2036 | 5.5 | 1236 | 1289 |
| FED HM LN PC POOL G02254 | FIXED INCOME | 3/1/2036 | 5.5 | 836 | 872 |
| FED HM LN PC POOL G04092 | FIXED INCOME | 3/1/2038 | 5.5 | 2348 | 2460 |
| FED HM LN PC POOL G05267 | FIXED INCOME | 12/1/2038 | 5.5 | 15148 | 15868 |

---

509

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL G06193 | FIXED INCOME | 5/1/2040 | 5.5 | 12847 | 13457 |
| FED HM LN PC POOL G06872 | FIXED INCOME | 9/1/2039 | 5.5 | 27693 | 28890 |
| FED HM LN PC POOL G07021 | FIXED INCOME | 9/1/2039 | 5.0 | 69437 | 71253 |
| FED HM LN PC POOL G08105 | FIXED INCOME | 1/1/2036 | 5.5 | 411 | 428 |
| FED HM LN PC POOL G08716 | FIXED INCOME | 8/1/2046 | 3.5 | 298214 | 281861 |
| FED HM LN PC POOL G08841 | FIXED INCOME | 10/1/2048 | 3.5 | 121948 | 114589 |
| FED HM LN PC POOL G08842 | FIXED INCOME | 10/1/2048 | 4.0 | 632845 | 610884 |
| FED HM LN PC POOL Q17641 | FIXED INCOME | 4/1/2043 | 3.0 | 186421 | 172037 |
| FED HM LN PC POOL Q20537 | FIXED INCOME | 7/1/2043 | 3.0 | 191327 | 176343 |
| FED HM LN PC POOL Q43876 | FIXED INCOME | 10/1/2046 | 3.0 | 2908835 | 2647364 |
| FED HM LN PC POOL QE7028 | FIXED INCOME | 8/1/2052 | 4.5 | 2724944 | 2676094 |
| FED HM LN PC POOL RA7673 | FIXED INCOME | 7/1/2052 | 4.5 | 1875599 | 1841975 |
| FED HM LN PC POOL SD4115 | FIXED INCOME | 10/1/2052 | 4.5 | 869303 | 853607 |
| FED HM LN PC POOL SD8275 | FIXED INCOME | 12/1/2052 | 4.5 | 851115 | 835483 |
| FED HM LN PC POOL SD8323 | FIXED INCOME | 5/1/2053 | 5.0 | 5743540 | 5758117 |
| FED HM LN PC POOL SD8507 | FIXED INCOME | 2/1/2055 | 6.0 | 882166 | 905767 |
| FED HM LN PC POOL SD8516 | FIXED INCOME | 3/1/2055 | 6.0 | 3694850 | 3793562 |
| FED HM LN PC POOL WN2427 | FIXED INCOME | 4/1/2028 | 4.2 | 2181000 | 2189058 |
| FED HM LN PC POOL WN2428 | FIXED INCOME | 4/1/2028 | 4.8 | 919000 | 929952 |
| FED HM LN PC POOL ZT1857 | FIXED INCOME | 3/1/2049 | 4.5 | 2700885 | 2695643 |
| FED HM LN PC POOL ZT1872 | FIXED INCOME | 4/1/2034 | 3.5 | 71987 | 70904 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 7/27/2026 | 1.0 | 3200000 | 3149600 |
| FEDERAL HOME LOAN BANK | FIXED INCOME | 8/13/2026 | 1.1 | 3000000 | 2949900 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 8/25/2028 | 4.7 | 1000000 | 1017852 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 9/25/2028 | 4.9 | 1500000 | 1534994 |
| FISERV INC | FIXED INCOME | 3/15/2030 | 4.8 | 1800000 | 1811214 |
| FLORIDA ST BRD OF ADMIN FIN CO | FIXED INCOME | 7/1/2034 | 5.5 | 1100000 | 1159073 |
| FNMA POOL 256101 | FIXED INCOME | 2/1/2036 | 5.5 | 6645 | 6920 |
| FNMA POOL 257371 | FIXED INCOME | 9/1/2028 | 5.0 | 15000 | 15131 |
| FNMA POOL 691210 | FIXED INCOME | 1/1/2037 | 6.0 | 2344 | 2484 |
| FNMA POOL 793029 | FIXED INCOME | 7/1/2034 | 6.1 | 82310 | 83652 |
| FNMA POOL 804558 | FIXED INCOME | 12/1/2034 | 5.5 | 65860 | 68488 |
| FNMA POOL 829329 | FIXED INCOME | 9/1/2035 | 5.5 | 667 | 695 |
| FNMA POOL 831368 | FIXED INCOME | 4/1/2036 | 6.0 | 7459 | 7905 |
| FNMA POOL 850752 | FIXED INCOME | 12/1/2035 | 5.5 | 55001 | 57271 |
| FNMA POOL 852336 | FIXED INCOME | 2/1/2036 | 5.5 | 1041 | 1085 |
| FNMA POOL 869944 | FIXED INCOME | 4/1/2036 | 5.5 | 414 | 432 |
| FNMA POOL 878104 | FIXED INCOME | 4/1/2036 | 5.5 | 343 | 358 |
| FNMA POOL 878528 | FIXED INCOME | 2/1/2036 | 5.5 | 5962 | 6214 |
| FNMA POOL 881398 | FIXED INCOME | 5/1/2036 | 5.5 | 7046 | 7343 |
| FNMA POOL 888637 | FIXED INCOME | 9/1/2037 | 6.0 | 172313 | 183273 |
| FNMA POOL 889334 | FIXED INCOME | 2/1/2038 | 6.0 | 15642 | 16637 |
| FNMA POOL 890365 | FIXED INCOME | 7/1/2041 | 5.5 | 112073 | 116807 |
| FNMA POOL 891386 | FIXED INCOME | 10/1/2035 | 5.5 | 38957 | 40565 |
| FNMA POOL 891580 | FIXED INCOME | 7/1/2036 | 6.0 | 142 | 150 |

---

510

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL 928031 | FIXED INCOME | 1/1/2037 | 6.0 | 8825 | 9352 |
| FNMA POOL 938016 | FIXED INCOME | 7/1/2037 | 5.5 | 69342 | 72271 |
| FNMA POOL 938224 | FIXED INCOME | 7/1/2037 | 6.0 | 1687 | 1794 |
| FNMA POOL 940765 | FIXED INCOME | 6/1/2037 | 5.5 | 121464 | 126595 |
| FNMA POOL 961440 | FIXED INCOME | 2/1/2038 | 5.5 | 6388 | 6658 |
| FNMA POOL 961655 | FIXED INCOME | 2/1/2038 | 5.0 | 1675 | 1717 |
| FNMA POOL 962958 | FIXED INCOME | 5/1/2038 | 5.5 | 6521 | 6823 |
| FNMA POOL 995018 | FIXED INCOME | 6/1/2038 | 5.5 | 115454 | 120331 |
| FNMA POOL 995738 | FIXED INCOME | 12/1/2038 | 5.5 | 41499 | 43252 |
| FNMA POOL 995759 | FIXED INCOME | 11/1/2038 | 5.5 | 25132 | 26296 |
| FNMA POOL 995838 | FIXED INCOME | 5/1/2039 | 5.5 | 9129 | 9515 |
| FNMA POOL AB0534 | FIXED INCOME | 11/1/2038 | 5.5 | 151003 | 157237 |
| FNMA POOL AB8613 | FIXED INCOME | 3/1/2043 | 3.0 | 73815 | 67948 |
| FNMA POOL AB9187 | FIXED INCOME | 4/1/2043 | 3.0 | 105103 | 96760 |
| FNMA POOL AD7406 | FIXED INCOME | 7/1/2040 | 5.0 | 273 | 281 |
| FNMA POOL AD8950 | FIXED INCOME | 7/1/2040 | 5.0 | 2840 | 2907 |
| FNMA POOL AE8287 | FIXED INCOME | 11/1/2040 | 4.0 | 83806 | 82269 |
| FNMA POOL AE8349 | FIXED INCOME | 8/1/2037 | 6.0 | 2576 | 2694 |
| FNMA POOL AH1747 | FIXED INCOME | 12/1/2040 | 4.0 | 46799 | 45941 |
| FNMA POOL AL1606 | FIXED INCOME | 4/1/2042 | 5.0 | 1189 | 1218 |
| FNMA POOL AL3040 | FIXED INCOME | 1/1/2043 | 4.0 | 433027 | 423609 |
| FNMA POOL AL3072 | FIXED INCOME | 2/1/2043 | 3.0 | 31784 | 29442 |
| FNMA POOL AL3223 | FIXED INCOME | 9/1/2041 | 5.5 | 175290 | 183406 |
| FNMA POOL AL5616 | FIXED INCOME | 9/1/2041 | 5.5 | 580285 | 604796 |
| FNMA POOL AL7090 | FIXED INCOME | 10/1/2037 | 6.2 | 166232 | 171167 |
| FNMA POOL AN5171 | FIXED INCOME | 4/1/2027 | 3.3 | 2165000 | 2149326 |
| FNMA POOL AN8717 | FIXED INCOME | 3/1/2028 | 3.0 | 935000 | 918545 |
| FNMA POOL AO4597 | FIXED INCOME | 6/1/2042 | 4.0 | 49305 | 48233 |
| FNMA POOL AR7106 | FIXED INCOME | 5/1/2043 | 3.0 | 12614 | 11613 |
| FNMA POOL AR7414 | FIXED INCOME | 7/1/2043 | 3.0 | 153503 | 141318 |
| FNMA POOL AS0837 | FIXED INCOME | 10/1/2043 | 5.0 | 125381 | 128164 |
| FNMA POOL AT0682 | FIXED INCOME | 4/1/2043 | 3.0 | 31499 | 28999 |
| FNMA POOL AT1572 | FIXED INCOME | 5/1/2043 | 3.0 | 135093 | 124369 |
| FNMA POOL AT3526 | FIXED INCOME | 5/1/2043 | 3.0 | 18554 | 17081 |
| FNMA POOL AT4506 | FIXED INCOME | 5/1/2043 | 3.0 | 8006 | 7371 |
| FNMA POOL AT4827 | FIXED INCOME | 7/1/2043 | 3.0 | 7272 | 6695 |
| FNMA POOL AT5895 | FIXED INCOME | 6/1/2043 | 3.0 | 123389 | 113594 |
| FNMA POOL AT5898 | FIXED INCOME | 6/1/2043 | 3.0 | 15583 | 14346 |
| FNMA POOL AT8026 | FIXED INCOME | 7/1/2043 | 3.0 | 75088 | 69128 |
| FNMA POOL AT8489 | FIXED INCOME | 8/1/2043 | 3.0 | 5275 | 4856 |
| FNMA POOL AT8912 | FIXED INCOME | 7/1/2043 | 3.0 | 3581 | 3297 |
| FNMA POOL AU5341 | FIXED INCOME | 6/1/2043 | 3.0 | 5841 | 5378 |
| FNMA POOL BK4778 | FIXED INCOME | 8/1/2048 | 3.5 | 22917 | 21509 |
| FNMA POOL BK8819 | FIXED INCOME | 8/1/2048 | 4.0 | 393915 | 379788 |
| FNMA POOL BL6406 | FIXED INCOME | 5/1/2027 | 1.6 | 1600000 | 1553601 |

---

511

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL BS9302 | FIXED INCOME | 8/1/2028 | 4.9 | 498113 | 508511 |
| FNMA POOL BS9434 | FIXED INCOME | 9/1/2028 | 5.0 | 376000 | 384882 |
| FNMA POOL BS9683 | FIXED INCOME | 10/1/2028 | 5.6 | 2181047 | 2243077 |
| FNMA POOL BS9690 | FIXED INCOME | 10/1/2028 | 4.9 | 2430538 | 2483373 |
| FNMA POOL BS9722 | FIXED INCOME | 2/1/2032 | 5.7 | 493045 | 499441 |
| FNMA POOL BS9746 | FIXED INCOME | 10/1/2028 | 5.6 | 2033000 | 2096608 |
| FNMA POOL BW1373 | FIXED INCOME | 11/1/2052 | 4.0 | 7766244 | 7408754 |
| FNMA POOL BZ3505 | FIXED INCOME | 4/1/2030 | 4.3 | 2000000 | 2012557 |
| FNMA POOL BZ3619 | FIXED INCOME | 4/1/2030 | 4.6 | 1200000 | 1222791 |
| FNMA POOL BZ5550 | FIXED INCOME | 12/1/2032 | 4.3 | 2400000 | 2390145 |
| FNMA POOL FM9482 | FIXED INCOME | 11/1/2051 | 3.0 | 6203290 | 5496254 |
| FNMA POOL FS3425 | FIXED INCOME | 9/1/2052 | 4.5 | 99217 | 97438 |
| FNMA POOL FS4017 | FIXED INCOME | 3/1/2052 | 3.0 | 5335400 | 4727284 |
| FNMA POOL MA2705 | FIXED INCOME | 8/1/2046 | 3.0 | 485797 | 441595 |
| FNMA POOL MA4783 | FIXED INCOME | 10/1/2052 | 4.0 | 5879210 | 5610406 |
| FNMA POOL MA4840 | FIXED INCOME | 12/1/2052 | 4.5 | 3519196 | 3454561 |
| FNMA TBA 30 YR 4.5 | FIXED INCOME | 2/15/2056 | 4.5 | 5600000 | 5465062 |
| FNMA TBA 30 YR 6.5 | FIXED INCOME | 2/15/2056 | 6.5 | 5500000 | 5717470 |
| FREDDIE MAC | FIXED INCOME | 5/15/2041 | 1.0 | 582416 | 544519 |
| FREDDIE MAC | FIXED INCOME | 8/15/2040 | 4.7 | 178868 | 175914 |
| FREDDIE MAC | FIXED INCOME | 10/15/2040 | 4.7 | 136019 | 133702 |
| FREDDIE MAC | FIXED INCOME | 8/15/2044 | 1.0 | 1130129 | 970330 |
| FREDDIE MAC | FIXED INCOME | 12/15/2044 | 1.3 | 1868368 | 1578913 |
| FREDDIE MAC | FIXED INCOME | 8/15/2044 | 1.0 | 910594 | 797250 |
| FREDDIE MAC | FIXED INCOME | 2/25/2042 | 1.0 | 1992663 | 1772515 |
| FREDDIE MAC | FIXED INCOME | 8/25/2054 | 4.9 | 403867 | 405468 |
| FREDDIE MAC | FIXED INCOME | 8/25/2054 | 4.9 | 698753 | 700621 |
| FREDDIE MAC | FIXED INCOME | 11/25/2054 | 4.8 | 6488543 | 6509959 |
| GCAT | FIXED INCOME | 8/25/2066 | 1.9 | 403603 | 373299 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2028 | 4.5 | 1000000 | 1002180 |
| GNMA II POOL 004113 | FIXED INCOME | 4/20/2038 | 5.0 | 43127 | 44191 |
| GNMA II POOL 004314 | FIXED INCOME | 12/20/2038 | 5.0 | 43304 | 44373 |
| GNMA II POOL 005116 | FIXED INCOME | 7/20/2041 | 5.0 | 12914 | 13232 |
| GNMA II POOL 080594 | FIXED INCOME | 4/20/2032 | 5.6 | 27125 | 27474 |
| GNMA POOL 726316 | FIXED INCOME | 9/15/2039 | 5.0 | 261303 | 268008 |
| GNMA POOL 736500 | FIXED INCOME | 4/15/2040 | 5.0 | 2766 | 2834 |
| GNMA POOL 737183 | FIXED INCOME | 4/15/2040 | 5.0 | 93316 | 95616 |
| GNMA POOL 782386 | FIXED INCOME | 8/15/2038 | 5.0 | 78832 | 80823 |
| GNMA POOL 782428 | FIXED INCOME | 10/15/2038 | 5.0 | 273 | 280 |
| GNMA POOL AC1428 | FIXED INCOME | 6/15/2033 | 2.7 | 2403821 | 2164735 |
| GNMA POOL AL5247 | FIXED INCOME | 1/15/2045 | 3.5 | 36394 | 34105 |
| GNMA POOL AL5414 | FIXED INCOME | 2/15/2045 | 3.5 | 37933 | 35437 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 3/9/2027 | 1.4 | 5000000 | 4974350 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2045 | 1.5 | 846164 | 703966 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 301834 | 301834 |

---

512

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GPMT LTD. | FIXED INCOME | 12/15/2036 | 5.2 | 465113 | 465032 |
| | GREYSTONE COMMERCIAL REAL ESTA | FIXED INCOME | 1/15/2043 | 5.2 | 500000 | 501244 |
| | GREYWOLF CLO LTD | FIXED INCOME | 4/22/2033 | 5.1 | 958453 | 958069 |
| | GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 5/10/2052 | 3.3 | 1374205 | 1334841 |
| | HONDA AUTO RECEIVABLES OWNER T | FIXED INCOME | 3/21/2029 | 4.6 | 1000000 | 1007614 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 8/11/2028 | 5.2 | 2500000 | 2542275 |
| | HYUNDAI AUTO RECEIVABLES TRUST | FIXED INCOME | 12/17/2029 | 5.6 | 2500000 | 2564095 |
| | ICG US CLO LTD | FIXED INCOME | 10/20/2034 | 5.0 | 900000 | 900000 |
| | ING GROEP NV | FIXED INCOME | 4/1/2027 | 5.1 | 2500000 | 2503075 |
| | J P MORGAN TERM REPO | CASH EQUIVALENT | 1/2/2026 | 3.9 | 53900000 | 53900000 |
| \* | JPMDB COMMERCIAL MORTGAGE SECU | FIXED INCOME | 12/15/2049 | 3.0 | 411504 | 409490 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 2/4/2032 | 2.0 | 8300000 | 7407418 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/23/2029 | 6.1 | 1000000 | 1053280 |
|  | KKR FINANCIAL CLO LTD | FIXED INCOME | 10/15/2034 | 5.1 | 1400000 | 1400140 |
|  | KKR FINANCIAL CLO LTD | FIXED INCOME | 7/20/2034 | 5.0 | 1100000 | 1101100 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 11/7/2028 | 3.6 | 1800000 | 1785420 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 8/16/2028 | 4.6 | 2000000 | 2025700 |
|  | LOANCORE 2021 CRE6 ISSUER, LTD | FIXED INCOME | 11/15/2038 | 5.2 | 233922 | 233950 |
|  | LOUISIANA ST LOCAL GOVT ENVRNM | FIXED INCOME | 2/1/2033 | 4.1 | 700000 | 698545 |
|  | MF1 MULTIFAMILY HOUSING MORTGA | FIXED INCOME | 9/17/2037 | 6.4 | 415215 | 415736 |
|  | MFRA TRUST | FIXED INCOME | 1/26/2065 | 1.0 | 271300 | 259524 |
|  | MFRA TRUST | FIXED INCOME | 3/25/2068 | 4.4 | 1027789 | 1019905 |
|  | MIAMI DADE CNTY FL SPL OBLIG | FIXED INCOME | 10/1/2026 | 1.5 | 1550000 | 1523718 |
|  | MIZUHO FINANCIAL GROUP | FIXED INCOME | 5/22/2032 | 2.2 | 2600000 | 2308956 |
|  | MORGAN STANLEY | FIXED INCOME | 7/21/2032 | 2.2 | 4000000 | 3554760 |
|  | MORGAN STANLEY | FIXED INCOME | 4/20/2029 | 5.2 | 1300000 | 1329653 |
|  | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 7/15/2051 | 4.1 | 943716 | 943263 |
|  | NATWEST GROUP PLC | FIXED INCOME | 5/18/2029 | 4.9 | 2000000 | 2033620 |
|  | NELNET STUDENT LOAN TRUST | FIXED INCOME | 12/24/2035 | 4.5 | 416859 | 413857 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 11/25/2059 | 2.8 | 761629 | 736009 |
|  | NLG GLOBAL FUNDING | FIXED INCOME | 1/23/2030 | 5.4 | 700000 | 720937 |
|  | NORTHWOODS CAPITAL LTD | FIXED INCOME | 6/15/2031 | 4.9 | 497463 | 497413 |
|  | NSTAR ELECTRIC CO | FIXED INCOME | 10/1/2028 | 5.6 | 2300000 | 2356948 |
|  | NTT FINANCE CORP | FIXED INCOME | 7/16/2028 | 4.6 | 500000 | 506475 |
|  | OHIO EDISON CO | FIXED INCOME | 12/15/2029 | 5.0 | 300000 | 306876 |
|  | ONE NEW YORK PLAZA TRUST 2020 | FIXED INCOME | 1/15/2036 | 4.8 | 940000 | 907022 |
|  | ONSLOW BAY FINANCIAL LLC | FIXED INCOME | 2/25/2063 | 5.9 | 1184350 | 1184260 |
|  | OZLM LTD | FIXED INCOME | 7/20/2032 | 5.3 | 294143 | 294055 |
|  | PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/15/2028 | 3.0 | 1000000 | 970280 |
|  | PACIFIC GAS + ELECTRIC | FIXED INCOME | 3/15/2034 | 7.0 | 1400000 | 1561462 |
|  | PACIFIC LIFE GF II | FIXED INCOME | 7/17/2032 | 4.9 | 1500000 | 1527225 |
|  | PALMER SQUARE CLO LTD | FIXED INCOME | 5/21/2034 | 4.9 | 1800000 | 1798740 |
|  | PARIBAS REPO | CASH EQUIVALENT | 12/30/2025 | 3.8 | 26900000 | 26900000 |
|  | PARIBAS REPO | CASH EQUIVALENT | 12/30/2025 | 3.8 | 53900000 | 53900000 |
|  | PARIBAS REPO | CASH EQUIVALENT | 12/30/2025 | 3.8 | 53900000 | 53900000 |

---

513

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| PARIBAS REPO | CASH EQUIVALENT | 12/30/2025 | 3.8 | 20600000 | 20600000 |
| PENNSYLVANIA ST | FIXED INCOME | 8/1/2028 | 1.6 | 2800000 | 2657990 |
| PRKCM TRUST | FIXED INCOME | 11/25/2058 | 7.2 | 1868719 | 1888313 |
| PROV ST JOSEPH HLTH OBL | FIXED INCOME | 10/1/2033 | 5.4 | 2600000 | 2682472 |
| READYCAP COMMERCIAL MORTGAGE T | FIXED INCOME | 11/25/2036 | 5.0 | 152977 | 152940 |
| REPO TORONTO DOMINION | CASH EQUIVALENT | 1/2/2026 | 3.9 | 26600000 | 26600000 |
| SAFEHOLD GL HOLDINGS LLC | FIXED INCOME | 4/1/2034 | 6.1 | 1300000 | 1380717 |
| SAMMONS FINANCIAL GLOBAL | FIXED INCOME | 6/12/2030 | 5.0 | 1200000 | 1217208 |
| SAMMONS FINANCIAL GLOBAL | FIXED INCOME | 12/12/2030 | 4.8 | 500000 | 502380 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 6/14/2027 | 1.7 | 1200000 | 1186284 |
| SFS AUTO RECEIVABLES SECURITIZ | FIXED INCOME | 12/20/2029 | 5.5 | 2400000 | 2441068 |
| SILVER ROCK CLO LTD | FIXED INCOME | 1/20/2035 | 4.9 | 1200000 | 1198800 |
| SOUTHERN CAL EDISON | FIXED INCOME | 3/1/2028 | 5.3 | 2300000 | 2349312 |
| SOUTHERN CALIF GAS CO | FIXED INCOME | 6/15/2035 | 5.5 | 750000 | 782280 |
| STANFORD UNIVERSITY | FIXED INCOME | 3/1/2035 | 4.7 | 1000000 | 1009940 |
| STARWOOD COMMERCIAL MORTGAGE T | FIXED INCOME | 4/18/2038 | 5.0 | 335183 | 335201 |
| STARWOOD MORTGAGE RESIDENTIAL | FIXED INCOME | 11/25/2055 | 1.0 | 199008 | 190316 |
| SUTTER HEALTH | FIXED INCOME | 8/15/2033 | 5.2 | 1100000 | 1133583 |
| SYMPHONY CLO LTD | FIXED INCOME | 10/23/2035 | 5.2 | 900000 | 900810 |
| SYNCHRONY CARD ISSUANCE TRUST | FIXED INCOME | 10/15/2029 | 5.7 | 2400000 | 2434897 |
| TCW CLO 2019 1 AMR, LTD. | FIXED INCOME | 8/16/2034 | 5.2 | 1300000 | 1300260 |
| TEXAS NATURAL GAS SECURITIZTN | FIXED INCOME | 4/1/2035 | 5.1 | 1758346 | 1810933 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 6/25/2057 | 2.8 | 176838 | 173170 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 4/25/2060 | 1.6 | 235299 | 215813 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 5/25/2058 | 4.8 | 420735 | 428406 |
| TOWD POINT MORTGAGE TRUST | FIXED INCOME | 1/25/2060 | 2.7 | 171661 | 165930 |
| TOYOTA LEASE OWNER TRUST | FIXED INCOME | 12/20/2027 | 5.7 | 1000000 | 1001934 |
| TSY INFL IX N/B | FIXED INCOME | 1/15/2035 | 2.1 | 8253280 | 8418668 |
| UBS COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 8/15/2050 | 3.2 | 649224 | 644970 |
| UBS COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 12/15/2050 | 3.6 | 692869 | 689641 |
| UBS COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 10/15/2052 | 2.9 | 1618392 | 1584059 |
| UBS GROUP AG | FIXED INCOME | 5/14/2032 | 3.1 | 3000000 | 2784810 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/13/2030 | 6.0 | 250000 | 262143 |
| UNIV OF CALIFORNIA CA REVENUES | FIXED INCOME | 5/15/2027 | 1.3 | 2300000 | 2225722 |
| UPMC | FIXED INCOME | 5/15/2033 | 5.0 | 1200000 | 1224864 |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | (9800000) | 74369 |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | (17500000) | 49773 |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 294400000 | (14375) |
| US DOLLAR | CASH |  |  | (101573360) | (101573360) |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | (2000000) | 11875 |
| US TREASURY N/B | FIXED INCOME | 3/31/2026 | 4.5 | 13400000 | 13428266 |
| US TREASURY N/B | FIXED INCOME | 5/31/2026 | 4.9 | 66300000 | 66636680 |
| US TREASURY N/B | FIXED INCOME | 11/30/2030 | 3.5 | 2500000 | 2477344 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | (4300000) | 92994 |
| VERUS SECURITIZATION TRUST | FIXED INCOME | 11/25/2066 | 2.8 | 274190 | 254700 |

---

514

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| VOLKSWAGEN AUTO LOAN ENHANCED | FIXED INCOME | 6/20/2028 | 5.0 | 421439 |  | 423904 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/4/2031 | 4.5 | 2400000 |  | 2418768 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 5/15/2051 | 4.2 | 900000 |  | 897588 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 10/15/2052 | 3.0 | 1756338 |  | 1727139 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 11/15/2057 | 5.4 | 1900000 |  | 1965953 |
| WESTERN SOUTHERN GLOBAL | FIXED INCOME | 12/10/2032 | 4.7 | 500000 |  | 498870 |
| WHETSTONE PARK CLO LTD | FIXED INCOME | 1/20/2035 | 5.0 | 500000 |  | 500258 |
| WORLD OMNI AUTO RECEIVABLES TR | FIXED INCOME | 11/15/2029 | 5.0 | 1200000 |  | 1216920 |
|  | **Sub-Total: Fund 5745 10 of 16** | **Sub-Total: Fund 5745 10 of 16** | **Sub-Total: Fund 5745 10 of 16** | **Sub-Total: Fund 5745 10 of 16** | **Total** | $**548159091** |

---

515

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 321 HENDERSON RECEIVABLES LLC | FIXED INCOME | 9/15/2072 | 3.3 | 265913 |  | $236419 |
|  | 321 HENDERSON RECEIVABLES LLC | FIXED INCOME | 3/15/2058 | 3.9 | 101726 |  | 94640 |
|  | ABN AMRO BANK NV | FIXED INCOME | 9/18/2027 | 6.3 | 500000 |  | 507680 |
|  | ACCENTURE CAPITAL INC | FIXED INCOME | 10/4/2031 | 4.3 | 925000 |  | 925685 |
|  | AIMCO | FIXED INCOME | 4/17/2038 | 5.1 | 500000 |  | 500251 |
|  | ALLIANT ENERGY FINANCE | FIXED INCOME | 3/1/2032 | 3.6 | 1265000 |  | 1176943 |
|  | AMAZON.COM INC | FIXED INCOME | 3/20/2033 | 4.4 | 895000 |  | 893174 |
|  | AMEREN CORP | FIXED INCOME | 3/15/2028 | 1.8 | 960000 |  | 912758 |
|  | AMERICAN HONDA FINAN | CASH EQUIVALENT | 1/13/2026 |  | 5000000 |  | 4993083 |
|  | AMERICAN NATIONAL GF | FIXED INCOME | 6/3/2030 | 5.3 | 1300000 |  | 1322815 |
|  | AMERICAN NATIONAL GROUP | FIXED INCOME | 7/15/2035 | 6.0 | 450000 |  | 457191 |
|  | AMGEN INC | FIXED INCOME | 3/2/2030 | 5.3 | 940000 |  | 975852 |
|  | AMPHENOL CORP | FIXED INCOME | 2/15/2033 | 4.4 | 895000 |  | 886650 |
|  | ANCHORAGE CAPITAL CLO LTD | FIXED INCOME | 10/20/2038 | 5.2 | 1000000 |  | 1000269 |
|  | ANCHORAGE CAPITAL CLO LTD | FIXED INCOME | 10/15/2038 | 5.3 | 2000000 |  | 2003274 |
|  | ANGEL OAK MORTGAGE TRUST | FIXED INCOME | 12/25/2066 | 2.9 | 3543252 |  | 3312483 |
|  | ANGEL OAK MORTGAGE TRUST | FIXED INCOME | 1/25/2067 | 3.4 | 2121276 |  | 2031526 |
|  | ANTARES HOLDINGS | FIXED INCOME | 1/15/2027 | 2.8 | 1235000 |  | 1206941 |
|  | ANTARES HOLDINGS | FIXED INCOME | 2/8/2029 | 6.5 | 925000 |  | 945221 |
|  | APIDOS CLO | FIXED INCOME | 7/15/2037 | 5.3 | 1000000 |  | 1001460 |
|  | APIDOS CLO | FIXED INCOME | 1/20/2039 | 4.9 | 500000 |  | 500404 |
|  | APOLLO DEBT SOLUTIONS BD | FIXED INCOME | 3/15/2032 | 6.6 | 491000 |  | 508779 |
|  | APPLOVIN CORP | FIXED INCOME | 12/1/2031 | 5.4 | 875000 |  | 907340 |
|  | ARES CAPITAL CORP | FIXED INCOME | 7/15/2029 | 6.0 | 1405000 |  | 1444115 |
|  | ARES STRATEGIC INCOME FU | FIXED INCOME | 8/15/2029 | 6.4 | 814000 |  | 839136 |
|  | ARES STRATEGIC INCOME FU | FIXED INCOME | 9/9/2028 | 5.5 | 992000 |  | 999976 |
|  | ARROYO MORTGAGE TRUST | FIXED INCOME | 12/25/2056 | 3.6 | 1800000 |  | 1581515 |
|  | ASB BANK LIMITED | FIXED INCOME | 6/17/2032 | 5.3 | 400000 |  | 405228 |
|  | ASCOT GROUP LTD | FIXED INCOME | 6/15/2035 | 6.3 | 1038000 |  | 1079510 |
|  | ASPEN INSURANCE HLDG LTD | FIXED INCOME | 7/1/2030 | 5.8 | 284000 |  | 296226 |
|  | ATHENE GLOBAL FUNDING | FIXED INCOME | 7/11/2031 | 5.5 | 900000 |  | 923085 |
|  | ATHENE GLOBAL FUNDING | FIXED INCOME | 1/7/2027 | 5.0 | 855000 |  | 861233 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 11/15/2029 | 5.8 | 930000 |  | 966177 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 1/15/2028 | 5.0 | 880000 |  | 891167 |
|  | BACARDI LTD / MARTINI BV | FIXED INCOME | 6/15/2033 | 5.4 | 1015000 |  | 1028215 |
|  | BANK | FIXED INCOME | 1/15/2063 | 3.3 | 1237000 |  | 1075823 |
|  | BANK | FIXED INCOME | 2/15/2052 | 4.3 | 293750 |  | 286937 |
|  | BANK | FIXED INCOME | 10/17/2052 | 3.5 | 475000 |  | 401373 |
|  | BANK | FIXED INCOME | 9/15/2064 | 2.9 | 1323000 |  | 1132844 |
|  | BANK | FIXED INCOME | 5/15/2050 | 4.4 | 1250000 |  | 1128945 |

---

516

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BANK OF AMERICA CORP | FIXED INCOME | 3/8/2037 | 3.8 | 1390000 | 1311896 |
| BANK OF AMERICA CORP | FIXED INCOME | 3/15/2028 | 6.8 | 800000 | 843248 |
| BANK OF MONTREAL | FIXED INCOME | 1/10/2037 | 3.1 | 995000 | 895291 |
| BARCLAYS PLC | FIXED INCOME | 5/12/2026 | 5.2 | 925000 | 927609 |
| BECTON DICKINSON+CO. | CASH EQUIVALENT | 1/6/2026 |  | 1000000 | 999424 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 2/15/2053 | 3.5 | 1199000 | 964796 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 9/15/2043 | 3.2 | 2297000 | 749081 |
| BGC GROUP INC | FIXED INCOME | 6/10/2029 | 6.6 | 1710000 | 1784539 |
| BLACKSTONE PRIVATE CRE | FIXED INCOME | 9/10/2030 | 5.1 | 900000 | 887004 |
| BLACKSTONE SECURED LEND | FIXED INCOME | 9/16/2026 | 2.8 | 1050000 | 1037852 |
| BLACKSTONE SECURED LEND | FIXED INCOME | 1/31/2031 | 5.1 | 915000 | 904432 |
| BLUE OWL CREDIT INCOME | FIXED INCOME | 2/8/2027 | 4.7 | 1210000 | 1206322 |
| BLUE OWL FINANCE LLC | FIXED INCOME | 6/10/2031 | 3.1 | 1220000 | 1106882 |
| BLUE OWL TECHNOLOGY FINA | FIXED INCOME | 4/4/2029 | 6.8 | 750000 | 767805 |
| BMO MORTGAGE TRUST | FIXED INCOME | 2/15/2056 | 5.1 | 700000 | 715778 |
| BNP PARIBAS | FIXED INCOME | 5/20/2030 | 5.5 | 557000 | 576228 |
| BPCE SA | FIXED INCOME | 10/19/2032 | 3.1 | 1235000 | 1108981 |
| BRIGHTHSE FIN GLBL FUND | FIXED INCOME | 6/10/2029 | 5.7 | 875000 | 895169 |
| BRITISH AIR 21 1 A PPT | FIXED INCOME | 9/15/2036 | 2.9 | 638926 | 584093 |
| BROADCOM INC | FIXED INCOME | 4/15/2030 | 5.1 | 875000 | 903595 |
| BROADSTONE NET LEASE LLC | FIXED INCOME | 9/15/2031 | 2.6 | 1314000 | 1163967 |
| BUNGE LTD FINANCE CORP | FIXED INCOME | 8/4/2030 | 4.6 | 900000 | 908649 |
| BX TRUST | FIXED INCOME | 2/15/2028 | 5.9 | 100000 | 96655 |
| CAPITAL ONE NA | FIXED INCOME | 8/9/2028 | 6.0 | 1573000 | 1632617 |
| CD COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 8/15/2057 | 3.7 | 1900000 | 1545626 |
| CELANESE US HOLDINGS LLC | FIXED INCOME | 11/15/2028 | 6.9 | 850000 | 889253 |
| CENTENE CORP | FIXED INCOME | 7/15/2028 | 2.5 | 1375000 | 1287688 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 2/1/2032 | 2.3 | 1250000 | 1076150 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 12/1/2035 | 5.9 | 689000 | 688869 |
| CHASE EDUCATION LOAN TRUST | FIXED INCOME | 3/28/2068 | 4.4 | 600484 | 588633 |
| CHASE EDUCATION LOAN TRUST | FIXED INCOME | 3/28/2068 | 4.5 | 1440621 | 1268766 |
| CIT EDUCATION LOAN TRUST | FIXED INCOME | 6/25/2042 | 4.6 | 116990 | 95473 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 8/10/2056 | 3.5 | 444000 | 385438 |
| CITIGROUP INC | FIXED INCOME | 3/4/2029 | 4.8 | 870000 | 882833 |
| CNO FINANCIAL GROUP INC | FIXED INCOME | 6/15/2034 | 6.5 | 465000 | 492802 |
| CNO GLOBAL FUNDING | FIXED INCOME | 12/10/2027 | 4.9 | 910000 | 921794 |
| COLLEGE AVE STUDENT LOANS | FIXED INCOME | 8/25/2054 | 5.7 | 1080926 | 1117615 |
| COLT FUNDING LLC | FIXED INCOME | 8/25/2070 | 5.7 | 958680 | 966758 |
| COLUMBIA PIPELINE HOLDCO | FIXED INCOME | 10/1/2031 | 5.1 | 890000 | 906447 |
| COMM MORTGAGE TRUST | FIXED INCOME | 9/10/2047 | 4.5 | 510000 | 495114 |
| COMM MORTGAGE TRUST | FIXED INCOME | 8/15/2057 | 3.5 | 3167000 | 2836949 |
| CONSOLIDATED COMMUNICATIONS LL | FIXED INCOME | 12/20/2055 | 5.5 | 1000000 | 1006590 |
| CONTINENTAL RESOURCES | FIXED INCOME | 1/15/2031 | 5.8 | 525000 | 539123 |
| COREBRIDGE GLOB FUNDING | FIXED INCOME | 8/20/2027 | 4.7 | 675000 | 681959 |
| COREBRIDGE GLOB FUNDING | FIXED INCOME | 8/21/2032 | 4.9 | 900000 | 906813 |

---

517

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CVS HEALTH CORP | FIXED INCOME | 2/21/2030 | 5.1 | 940000 | 966198 |
| DANSKE BANK A/S | FIXED INCOME | 3/4/2031 | 5.0 | 870000 | 889044 |
| DAYTON POWER + LIGHT CO/ | FIXED INCOME | 8/15/2030 | 4.6 | 900000 | 895788 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 2/15/2031 | 4.5 | 925000 | 924186 |
| DEUTSCHE BANK NY | FIXED INCOME | 8/4/2031 | 5.0 | 593000 | 599422 |
| DEUTSCHE BANK NY | FIXED INCOME | 12/10/2031 | 4.5 | 467000 | 466388 |
| DISCOVERY HOLDINGS INC | FIXED INCOME | 3/15/2032 | 4.3 | 480000 | 421435 |
| ECMC GROUP STUDENT LOAN TRUST | FIXED INCOME | 9/25/2068 | 4.8 | 433874 | 425380 |
| ECMC GROUP STUDENT LOAN TRUST | FIXED INCOME | 11/25/2069 | 5.1 | 379900 | 383663 |
| EDUCATIONAL SERVICES OF AMERIC | FIXED INCOME | 6/25/2048 | 5.5 | 300000 | 296283 |
| EDVESTINU PRIVATE EDUCATION LO | FIXED INCOME | 11/25/2045 | 1.8 | 145948 | 137009 |
| ELEMENT FLEET MANAGEMENT | FIXED INCOME | 11/24/2030 | 4.6 | 610000 | 611641 |
| ELEVANCE HEALTH INC | FIXED INCOME | 1/15/2036 | 5.0 | 506000 | 504194 |
| ELLINGTON FINANCIAL MORTGAGE T | FIXED INCOME | 8/25/2070 | 5.7 | 924234 | 934173 |
| ELMWOOD CLO I LTD. | FIXED INCOME | 4/20/2037 | 5.4 | 1000000 | 1000800 |
| ENEL FINANCE INTL NV | FIXED INCOME | 9/30/2035 | 5.0 | 895000 | 890525 |
| ENERGY TRANSFER LP | FIXED INCOME | 12/1/2028 | 6.1 | 1450000 | 1525357 |
| ENSTAR GROUP LTD | FIXED INCOME | 9/1/2031 | 3.1 | 2225000 | 2000765 |
| EPR PROPERTIES | FIXED INCOME | 6/1/2027 | 4.5 | 1110000 | 1111654 |
| EPR PROPERTIES | FIXED INCOME | 8/15/2029 | 3.8 | 400000 | 387680 |
| EPR PROPERTIES | FIXED INCOME | 11/15/2031 | 3.6 | 504000 | 467435 |
| ESSENTIAL PROPER | FIXED INCOME | 7/15/2031 | 3.0 | 725000 | 662563 |
| ESSENTIAL PROPERTIES LP | FIXED INCOME | 12/1/2035 | 5.4 | 293000 | 293917 |
| EXTRA SPACE STORAGE LP | FIXED INCOME | 7/1/2030 | 5.5 | 655000 | 682438 |
| FAIRFAX FINL HLDGS LTD | FIXED INCOME | 3/3/2031 | 3.4 | 45000 | 42506 |
| FALCON AEROSPACE LTD | FIXED INCOME | 9/15/2039 | 3.6 | 142232 | 141522 |
| FANNIE MAE | FIXED INCOME | 11/25/2043 | 4.0 | 69460 | 68196 |
| FED HM LN PC POOL G06601 | FIXED INCOME | 12/1/2040 | 4.5 | 94241 | 94985 |
| FED HM LN PC POOL RA4245 | FIXED INCOME | 12/1/2050 | 2.0 | 1256567 | 1037745 |
| FED HM LN PC POOL RA4255 | FIXED INCOME | 1/1/2051 | 2.0 | 2547196 | 2105484 |
| FED HM LN PC POOL RA5576 | FIXED INCOME | 7/1/2051 | 2.5 | 2974742 | 2565862 |
| FED HM LN PC POOL SD0905 | FIXED INCOME | 3/1/2052 | 3.0 | 1163404 | 1043838 |
| FED HM LN PC POOL SD1523 | FIXED INCOME | 8/1/2052 | 4.0 | 1946768 | 1868055 |
| FED HM LN PC POOL SD4364 | FIXED INCOME | 10/1/2053 | 5.5 | 2356590 | 2421441 |
| FED HM LN PC POOL SD7226 | FIXED INCOME | 5/1/2052 | 2.5 | 9961076 | 8542602 |
| FED HM LN PC POOL SD7323 | FIXED INCOME | 12/1/2054 | 5.0 | 2613589 | 2609988 |
| FIRST AMERICAN FINANCIAL | FIXED INCOME | 9/30/2034 | 5.5 | 507000 | 508202 |
| FIRST CITIZENS BANCSHARE | FIXED INCOME | 9/5/2035 | 5.6 | 900000 | 898947 |
| FIRST NATIONAL OF NEBRAS | FIXED INCOME | 6/15/2035 | 7.3 | 482000 | 501208 |
| FMC CORP | FIXED INCOME | 10/1/2029 | 3.5 | 1400000 | 1241618 |
| FNMA POOL 735382 | FIXED INCOME | 4/1/2035 | 5.0 | 39550 | 40416 |
| FNMA POOL 735676 | FIXED INCOME | 7/1/2035 | 5.0 | 51640 | 52770 |
| FNMA POOL AD6437 | FIXED INCOME | 6/1/2040 | 5.0 | 50742 | 52215 |
| FNMA POOL AD6996 | FIXED INCOME | 7/1/2040 | 5.0 | 320863 | 328487 |
| FNMA POOL AL8173 | FIXED INCOME | 2/1/2044 | 5.0 | 127414 | 130463 |

---

518

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL AS1304 | FIXED INCOME | 12/1/2028 | 3.5 | 59166 | 58922 |
| FNMA POOL CA6096 | FIXED INCOME | 6/1/2050 | 3.5 | 1650698 | 1536354 |
| FNMA POOL CB0414 | FIXED INCOME | 5/1/2051 | 2.5 | 2676084 | 2298462 |
| FNMA POOL CB3304 | FIXED INCOME | 4/1/2052 | 3.0 | 1870272 | 1675815 |
| FNMA POOL CB3305 | FIXED INCOME | 4/1/2052 | 3.0 | 2259297 | 2021799 |
| FNMA POOL CB3842 | FIXED INCOME | 6/1/2052 | 3.5 | 3774967 | 3525583 |
| FNMA POOL CB3866 | FIXED INCOME | 6/1/2052 | 4.5 | 2206061 | 2174906 |
| FNMA POOL CB4129 | FIXED INCOME | 7/1/2052 | 4.5 | 2002715 | 1966807 |
| FNMA POOL CB9465 | FIXED INCOME | 11/1/2054 | 5.0 | 2764784 | 2785563 |
| FNMA POOL FA0095 | FIXED INCOME | 12/1/2054 | 6.0 | 3139446 | 3253150 |
| FNMA POOL FM4017 | FIXED INCOME | 8/1/2050 | 3.5 | 131961 | 123446 |
| FNMA POOL FM8596 | FIXED INCOME | 9/1/2051 | 2.5 | 650906 | 561237 |
| FNMA POOL FM9104 | FIXED INCOME | 10/1/2051 | 2.5 | 1940392 | 1671880 |
| FNMA POOL FM9227 | FIXED INCOME | 10/1/2051 | 2.5 | 1359679 | 1168309 |
| FNMA POOL FS1075 | FIXED INCOME | 3/1/2052 | 3.0 | 1185327 | 1062086 |
| FNMA POOL FS3035 | FIXED INCOME | 4/1/2052 | 2.5 | 3657052 | 3146608 |
| FNMA POOL FS8360 | FIXED INCOME | 9/1/2052 | 3.5 | 3237199 | 3003376 |
| FNMA POOL MA1356 | FIXED INCOME | 2/1/2043 | 3.5 | 1152815 | 1098122 |
| FNMA POOL MA3029 | FIXED INCOME | 6/1/2032 | 3.0 | 254029 | 248690 |
| FNMA POOL MA3090 | FIXED INCOME | 8/1/2032 | 3.0 | 291192 | 284792 |
| FNMA POOL MA3238 | FIXED INCOME | 1/1/2048 | 3.5 | 1486316 | 1396897 |
| FNMA POOL MA4577 | FIXED INCOME | 4/1/2052 | 2.0 | 2713125 | 2209006 |
| FNMA POOL MA4842 | FIXED INCOME | 12/1/2052 | 5.5 | 3644235 | 3717728 |
| FNMA TBA 15 YR 5 | FIXED INCOME | 1/15/2040 | 5.0 | 10400000 | 10539776 |
| FNMA TBA 15 YR 5.5 | FIXED INCOME | 1/15/2040 | 5.5 | 3000000 | 3075780 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 3/5/2027 | 5.8 | 750000 | 759330 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 11/7/2029 | 5.9 | 880000 | 903065 |
| FORTITUDE GLOBAL FUNDING | FIXED INCOME | 10/6/2028 | 4.6 | 924000 | 924906 |
| FORTITUDE GROUP HOLDINGS | FIXED INCOME | 4/1/2030 | 6.3 | 832000 | 867019 |
| FORWARDS BARCLAYS BANK BOC | EQUITY |  |  | (120000) | (120000) |
| FOUNDRY JV HOLDCO LLC | FIXED INCOME | 1/25/2033 | 5.9 | 880000 | 922742 |
| GA GLOBAL FUNDING TRUST | FIXED INCOME | 12/9/2031 | 5.2 | 910000 | 923641 |
| GATX CORP | FIXED INCOME | 6/15/2035 | 5.5 | 509000 | 523033 |
| GCAT | FIXED INCOME | 12/27/2066 | 3.5 | 2000000 | 1738673 |
| GENPACT UK/USA INC | FIXED INCOME | 11/18/2030 | 5.0 | 525000 | 525341 |
| GLOBAL ATLANTIC FIN CO | FIXED INCOME | 10/15/2029 | 4.4 | 935000 | 921340 |
| GLOBAL ATLANTIC FIN CO | FIXED INCOME | 6/15/2031 | 3.1 | 965000 | 873624 |
| GLOBAL NET LEASE/GLOBAL | FIXED INCOME | 12/15/2027 | 3.8 | 2190000 | 2133848 |
| GNMA II POOL 004979 | FIXED INCOME | 3/20/2041 | 5.0 | 44578 | 45672 |
| GNMA II POOL MA4321 | FIXED INCOME | 3/20/2047 | 3.5 | 856399 | 799953 |
| GNMA II POOL MA6038 | FIXED INCOME | 7/20/2049 | 3.0 | 805890 | 730282 |
| GNMA II POOL MA6283 | FIXED INCOME | 11/20/2049 | 3.0 | 1469907 | 1328659 |
| GNMA II POOL MA6409 | FIXED INCOME | 1/20/2050 | 3.0 | 1525094 | 1378047 |
| GNMA II POOL MA9105 | FIXED INCOME | 8/20/2053 | 5.0 | 1675032 | 1679918 |
| GNMA II POOL MA9106 | FIXED INCOME | 8/20/2053 | 5.5 | 5177371 | 5261316 |

---

519

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GNMA II POOL MB0025 | FIXED INCOME | 11/20/2054 | 5.0 | 7977739 | 7971117 |
| | GNMA II POOL MB0091 | FIXED INCOME | 12/20/2054 | 5.0 | 5657114 | 5650674 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 4/25/2030 | 5.7 | 920000 | 961676 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/23/2035 | 5.0 | 920000 | 926035 |
| | GOLUB CAPITAL BDC | FIXED INCOME | 8/24/2026 | 2.5 | 735000 | 724695 |
| | GOLUB CAPITAL BDC | FIXED INCOME | 7/15/2029 | 6.0 | 1932000 | 1977305 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 2279635 | 2279635 |
| | GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 2/25/2052 | 2.5 | 1426713 | 1193830 |
| | GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 11/25/2051 | 2.5 | 455706 | 380451 |
| | HELMERICH + PAYNE INC | FIXED INCOME | 12/1/2034 | 5.5 | 1440000 | 1420618 |
| | HERCULES CAPITAL INC | FIXED INCOME | 1/20/2027 | 3.4 | 700000 | 690011 |
| | HERCULES CAPITAL INC | FIXED INCOME | 6/16/2030 | 6.0 | 1225000 | 1242518 |
| | HOWMET AEROSPACE INC | FIXED INCOME | 11/15/2032 | 4.6 | 890000 | 895118 |
| | HPS CORPORATE LENDING FU | FIXED INCOME | 9/30/2029 | 6.3 | 910000 | 942824 |
| | HPS CORPORATE LENDING FU | FIXED INCOME | 1/30/2029 | 6.8 | 368000 | 384457 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 5/17/2032 | 5.7 | 707000 | 745136 |
| | HUMANA INC | FIXED INCOME | 4/15/2031 | 5.4 | 935000 | 966697 |
| | HUNTSMAN INTERNATIONAL L | FIXED INCOME | 6/15/2031 | 3.0 | 1050000 | 885434 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 9/21/2028 | 6.1 | 910000 | 952333 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 6/24/2030 | 5.1 | 875000 | 894635 |
| | ING GROEP NV | FIXED INCOME | 3/19/2035 | 5.6 | 990000 | 1031323 |
| | JACKSON NATL LIFE GLOBAL | FIXED INCOME | 9/9/2030 | 4.6 | 910000 | 908244 |
| | JACKSON NATL LIFE INS CO | FIXED INCOME | 3/15/2027 | 8.2 | 440000 | 455814 |
| | JH NORTH AMERICA HOLDING | FIXED INCOME | 1/31/2031 | 5.9 | 861000 | 879451 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 8/15/2049 | 3.1 | 860000 | 839925 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 10/9/2042 | 2.5 | 943000 | 795388 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 11/25/2065 | 5.6 | 917478 | 925880 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 7/24/2029 | 5.3 | 945000 | 973227 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 7/23/2036 | 5.6 | 900000 | 932814 |
|  | KBC GROUP NV | FIXED INCOME | 10/16/2030 | 4.9 | 875000 | 891406 |
|  | KEMPER CORP | FIXED INCOME | 2/23/2032 | 3.8 | 1000000 | 925270 |
|  | KYNDRYL HOLDINGS INC | FIXED INCOME | 10/15/2031 | 3.2 | 975000 | 891238 |
|  | LINCOLN FIN GLBL FUNDING | FIXED INCOME | 8/18/2030 | 4.6 | 905000 | 910276 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 3/6/2029 | 5.9 | 1855000 | 1923468 |
|  | MACQUARIE BANK LTD | FIXED INCOME | 3/3/2036 | 3.1 | 1280000 | 1165696 |
|  | MAGNETITE CLO LTD | FIXED INCOME | 1/25/2039 | 4.9 | 1000000 | 999600 |
|  | MARRIOTT INTERNATION | CASH EQUIVALENT | 1/12/2026 |  | 5000000 | 4993843 |
|  | MARS INC | FIXED INCOME | 3/1/2035 | 5.2 | 900000 | 925443 |
|  | METRONET INFRASTRUCTURE ISSUER | FIXED INCOME | 12/20/2055 | 5.2 | 600000 | 600766 |
|  | MICROCHIP TECHNOLOGY INCORPORA | CASH EQUIVALENT | 1/30/2026 |  | 1000000 | 996858 |
|  | MORGAN STANLEY | FIXED INCOME | 1/19/2038 | 5.9 | 960000 | 1012310 |
|  | MORGAN STANLEY | FIXED INCOME | 5/4/2027 | 1.6 | 180000 | 178443 |
|  | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 5/15/2054 | 3.0 | 800000 | 707745 |
|  | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 7/15/2051 | 4.6 | 370000 | 355980 |
|  | MORGAN STANLEY PVT BANK | FIXED INCOME | 7/18/2031 | 4.7 | 885000 | 897195 |

---

520

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | NATIONWIDE BLDG SOCIETY | FIXED INCOME | 7/14/2029 | 4.6 | 915000 | 924031 |
| | NATWEST GROUP PLC | FIXED INCOME | 5/23/2031 | 5.1 | 875000 | 898573 |
| | NATWEST MARKETS PLC | FIXED INCOME | 5/17/2027 | 5.4 | 915000 | 932952 |
| | NAVIENT REFINANCE LOAN TRUST | FIXED INCOME | 10/15/2055 | 4.8 | 969579 | 972708 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 12/27/2067 | 4.9 | 397609 | 398058 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 12/27/2067 | 5.4 | 900000 | 908219 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 11/15/2068 | 3.2 | 1511000 | 1380792 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 8/26/2069 | 6.1 | 2700000 | 2796205 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 12/26/2069 | 5.4 | 1000000 | 995979 |
| \* | NEUBERGER BERMAN CLO LTD | FIXED INCOME | 1/20/2039 | 5.2 | 2000000 | 2004574 |
|  | NEW RESIDENTIAL MORTGAGE LOAN | FIXED INCOME | 3/27/2062 | 3.7 | 2500000 | 2036398 |
|  | NEWS CORP | FIXED INCOME | 2/15/2032 | 5.1 | 900000 | 888030 |
|  | NISSAN MOTOR ACCEPTANCE | FIXED INCOME | 9/16/2026 | 1.9 | 525000 | 511765 |
|  | NISSAN MOTOR ACCEPTANCE | FIXED INCOME | 9/15/2028 | 2.5 | 1040000 | 960003 |
|  | OAK HILL CREDIT PARTNERS | FIXED INCOME | 10/18/2037 | 5.2 | 1000000 | 1002100 |
|  | OAK HILL CREDIT PARTNERS | FIXED INCOME | 4/20/2038 | 5.0 | 500000 | 498751 |
|  | OCCIDENTAL PETROLEUM COR | FIXED INCOME | 9/15/2036 | 6.5 | 875000 | 932103 |
|  | OCCIDENTAL PETROLEUM COR | FIXED INCOME | 10/1/2034 | 5.6 | 905000 | 922783 |
|  | ONEMAIN DIRECT AUTO RECEIVABLE | FIXED INCOME | 6/14/2029 | 5.1 | 1500000 | 1506788 |
|  | ONEOK INC | FIXED INCOME | 10/15/2032 | 5.0 | 895000 | 900307 |
|  | ONEOK INC | CASH EQUIVALENT | 1/5/2026 |  | 2000000 | 1999140 |
|  | ORACLE CORP | FIXED INCOME | 9/26/2035 | 5.2 | 907000 | 871582 |
|  | ORACLE CORPORATION | CASH EQUIVALENT | 6/10/2026 |  | 5000000 | 4909333 |
|  | OVINTIV INC | FIXED INCOME | 9/15/2030 | 8.1 | 750000 | 857768 |
|  | OVINTIV INC | FIXED INCOME | 8/15/2034 | 6.5 | 675000 | 726152 |
|  | OVINTIV INC | FIXED INCOME | 7/15/2033 | 6.3 | 175000 | 185941 |
|  | PACIFIC GAS + ELECTRIC | FIXED INCOME | 5/15/2034 | 5.8 | 425000 | 442315 |
|  | PARAMOUNT GLOBAL | FIXED INCOME | 4/30/2036 | 6.9 | 975000 | 964168 |
|  | PATTERSON UTI ENERGY INC | FIXED INCOME | 10/1/2033 | 7.2 | 875000 | 936425 |
|  | PENSKE TRUCK LEASING CO | CASH EQUIVALENT | 1/26/2026 |  | 2000000 | 1994333 |
|  | PG+E WILDFIRE RECOVERY | FIXED INCOME | 6/1/2054 | 5.1 | 1400000 | 1308216 |
|  | PIEDMONT OPERATING PARTN | FIXED INCOME | 7/15/2029 | 6.9 | 825000 | 877355 |
|  | PINNACLE BANK TN | FIXED INCOME | 2/15/2028 | 5.6 | 1511000 | 1542943 |
|  | PINNACLE BANK TN | FIXED INCOME | 1/15/2036 | 6.0 | 645000 | 650605 |
|  | PNC BANK NA | FIXED INCOME | 7/21/2028 | 4.4 | 665000 | 669509 |
|  | PRA GROUP INC | FIXED INCOME | 1/31/2030 | 8.9 | 825000 | 857274 |
|  | PROTECTIVE LIFE CORP | FIXED INCOME | 1/15/2031 | 4.7 | 614000 | 616708 |
|  | RGA GLOBAL FUNDING | FIXED INCOME | 12/6/2031 | 5.1 | 1870000 | 1908690 |
|  | ROYAL BANK OF CANADA | FIXED INCOME | 8/6/2029 | 4.5 | 890000 | 898891 |
|  | ROYAL CARIBBEAN CRUISES | FIXED INCOME | 1/15/2036 | 5.4 | 347000 | 348933 |
|  | RR LTD | FIXED INCOME | 1/15/2039 | 5.0 | 1000000 | 1001535 |
|  | RR LTD | FIXED INCOME | 7/15/2039 | 5.3 | 600000 | 600970 |
|  | SAMMONS FINANCIAL GROUP | FIXED INCOME | 4/8/2032 | 4.8 | 1025000 | 999396 |
|  | SAMMONS FINANCIAL GROUP | FIXED INCOME | 4/15/2034 | 6.9 | 709000 | 777617 |
|  | SANTOS FINANCE LTD | FIXED INCOME | 4/29/2031 | 3.6 | 1545000 | 1445842 |

---

521

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SLAM 2021 1 LLC | FIXED INCOME | 6/15/2046 | 2.4 | 569060 | 543158 |
| SLC STUDENT LOAN TRUST | FIXED INCOME | 2/15/2045 | 4.7 | 221835 | 209866 |
| SMITHFIELD FOODS INC | FIXED INCOME | 9/13/2031 | 2.6 | 1005000 | 890812 |
| SMURFIT WESTROCK FIN | FIXED INCOME | 1/15/2036 | 5.2 | 1295000 | 1306538 |
| SOUTHERN CO GAS CAPITAL | FIXED INCOME | 9/15/2028 | 4.1 | 435000 | 435357 |
| STELLANTIS FIN US INC | FIXED INCOME | 9/15/2031 | 2.7 | 388000 | 340361 |
| STELLANTIS FIN US INC | FIXED INCOME | 9/12/2032 | 6.4 | 875000 | 923143 |
| STORE CAPITAL LLC | FIXED INCOME | 3/15/2029 | 4.6 | 450000 | 448326 |
| STORE CAPITAL LLC | FIXED INCOME | 11/18/2030 | 2.8 | 510000 | 464253 |
| T MOBILE USA INC | FIXED INCOME | 1/15/2033 | 4.6 | 718000 | 714934 |
| TBA BARCLAYS BANK BOC | EQUITY |  |  | 120000 | 120000 |
| TORONTO DOMINION BANK | FIXED INCOME | 9/10/2034 | 5.1 | 900000 | 913959 |
| TRIBUTE RAIL LLC | FIXED INCOME | 5/17/2052 | 4.8 | 969501 | 968849 |
| TRITON CONTAINER | FIXED INCOME | 6/15/2031 | 3.2 | 1000000 | 901820 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/24/2031 | 2.7 | 1000000 | 889890 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 7/15/2034 | 5.2 | 905000 | 928331 |
| US 10YR NOTE (CBT)MAR 26 | FUTURE | 4/7/2026 |  | 5000000 | (42344) |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | (1900000) | 10891 |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 25600000 | 2969 |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 3000000 | (12187) |
| US DOLLAR | CASH |  |  | 20505 | 20505 |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | (2500000) | 31055 |
| US TREASURY N/B | FIXED INCOME | 8/31/2027 | 3.1 | 500000 | 497188 |
| US TREASURY N/B | FIXED INCOME | 3/15/2028 | 3.9 | 6000000 | 6049688 |
| US TREASURY N/B | FIXED INCOME | 5/15/2035 | 4.3 | 6200000 | 6264906 |
| US TREASURY N/B | FIXED INCOME | 6/30/2032 | 4.0 | 4700000 | 4734148 |
| US TREASURY N/B | FIXED INCOME | 8/15/2035 | 4.3 | 1500000 | 1513828 |
| US TREASURY N/B | FIXED INCOME | 10/15/2028 | 3.5 | 9000000 | 8994375 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | 900000 | (26719) |
| VALLEY NATIONAL BANCORP | FIXED INCOME | 9/30/2032 | 6.3 | 1940000 | 1896408 |
| VIATRIS INC | FIXED INCOME | 6/22/2027 | 2.3 | 488000 | 473965 |
| VIPER ENERGY PARTNERS LL | FIXED INCOME | 8/1/2030 | 4.9 | 895000 | 905552 |
| VOLKSWAGEN GROUP AMERICA | FIXED INCOME | 6/8/2029 | 4.6 | 960000 | 962669 |
| VORNADO REALTY LP | FIXED INCOME | 6/1/2026 | 2.2 | 685000 | 677123 |
| VW CR INC | CASH EQUIVALENT | 3/3/2026 |  | 4000000 | 3972008 |
| WACHOVIA STUDENT LOAN TRUST | FIXED INCOME | 4/25/2040 | 4.8 | 1001799 | 922481 |
| WAVE USA | FIXED INCOME | 9/15/2044 | 3.6 | 776439 | 762533 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 6/15/2051 | 4.4 | 540000 | 531195 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 6/16/2051 | 4.6 | 140000 | 135863 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 3/15/2052 | 4.2 | 523000 | 514412 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 11/15/2034 | 5.5 | 895000 | 903216 |
| WESTERN SOUTHERN GLOBAL | FIXED INCOME | 7/16/2028 | 4.5 | 905000 | 911453 |
| WESTERN SOUTHERN GLOBAL | FIXED INCOME | 12/10/2032 | 4.7 | 900000 | 897966 |
| WHITEBOX CLO I LTD | FIXED INCOME | 10/15/2035 | 5.2 | 1000000 | 1000009 |
| WOODSIDE FINANCE LTD | FIXED INCOME | 5/19/2030 | 5.4 | 865000 | 888874 |

---

522

------

---

| | | |
|:---|:---|:---|
| **Sub-Total: Fund 5748 11 of 16** | **Total** | $**371054110** |

---

523

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ABBVIE INC | FIXED INCOME | 3/15/2028 | 4.7 | 1630000 |  | $1657563 |
|  | ABN AMRO BANK NV | FIXED INCOME | 12/3/2028 | 5.0 | 1400000 |  | 1423660 |
|  | ACHV ABS TRUST | FIXED INCOME | 4/25/2031 | 5.9 | 57007 |  | 57303 |
|  | ACHV ABS TRUST | FIXED INCOME | 10/27/2031 | 5.1 | 120034 |  | 120584 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 4/1/2028 | 4.9 | 1630000 |  | 1657466 |
|  | AFFIRM INC | FIXED INCOME | 12/17/2029 | 5.2 | 18663 |  | 18672 |
|  | AFFIRM INC | FIXED INCOME | 2/15/2029 | 5.6 | 515000 |  | 515850 |
|  | AFFIRM INC | FIXED INCOME | 2/15/2029 | 5.6 | 1765000 |  | 1767997 |
|  | AGCO CORP | FIXED INCOME | 3/21/2027 | 5.5 | 1740000 |  | 1763246 |
|  | AIRCASTLE LTD | FIXED INCOME | 1/26/2028 | 2.9 | 940000 |  | 913172 |
|  | AIRCASTLE LTD | FIXED INCOME | 7/18/2028 | 6.5 | 90000 |  | 94599 |
|  | ALA TRUST | FIXED INCOME | 6/15/2040 | 5.5 | 315000 |  | 315901 |
|  | ALLY AUTO RECEIVABLES TRUST | FIXED INCOME | 4/15/2027 | 5.1 | 28126 |  | 28148 |
|  | ALLY AUTO RECEIVABLES TRUST | FIXED INCOME | 3/15/2030 | 4.0 | 480000 |  | 481580 |
|  | ALLY FINANCIAL INC | FIXED INCOME | 5/15/2029 | 5.7 | 385000 |  | 394741 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2030 | 4.1 | 1462000 |  | 1467906 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2028 | 4.9 | 1250000 |  | 1271163 |
|  | AMEREN CORP | FIXED INCOME | 12/1/2026 | 5.7 | 1690000 |  | 1713204 |
|  | AMERICAN CREDIT ACCEPTANCE REC | FIXED INCOME | 9/12/2028 | 4.8 | 243283 |  | 243853 |
|  | AMERICAN EXPRESS CO | FIXED INCOME | 7/20/2029 | 4.4 | 1045000 |  | 1052691 |
|  | AMERICAN NATIONAL GF | FIXED INCOME | 12/15/2028 | 4.6 | 992000 |  | 996950 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | FIXED INCOME | 8/18/2027 | 1.4 | 490445 |  | 487239 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | FIXED INCOME | 11/18/2027 | 5.6 | 506527 |  | 508066 |
|  | AMPHENOL CORP | FIXED INCOME | 6/12/2028 | 4.4 | 1740000 |  | 1756617 |
|  | ANALOG DEVICES INC | FIXED INCOME | 6/15/2028 | 4.3 | 900000 |  | 907632 |
|  | ANTARES HOLDINGS | FIXED INCOME | 7/15/2027 | 3.8 | 250000 |  | 244533 |
|  | ANTARES HOLDINGS | FIXED INCOME | 10/23/2029 | 6.4 | 445000 |  | 454056 |
|  | APOLLO DEBT SOLUTIONS BD | FIXED INCOME | 8/30/2030 | 5.9 | 260000 |  | 262982 |
|  | AQUA FINANCE TRUST | FIXED INCOME | 7/17/2046 | 1.5 | 210567 |  | 193522 |
|  | ARES STRATEGIC INCOME FU | FIXED INCOME | 3/15/2028 | 5.7 | 465000 |  | 471143 |
|  | ARI FLEET LEASE TRUST | FIXED INCOME | 11/15/2032 | 5.3 | 132944 |  | 133728 |
|  | ATHENE GLOBAL FUNDING | FIXED INCOME | 5/9/2028 | 4.8 | 1007000 |  | 1015147 |
|  | ATLAS WAREHOUSE LEND | FIXED INCOME | 1/15/2028 | 6.1 | 728000 |  | 751558 |
|  | ATLAS WAREHOUSE LEND | FIXED INCOME | 11/15/2028 | 4.6 | 250000 |  | 250945 |
|  | AUTONATION FINANCE TRUST 2025 | FIXED INCOME | 4/10/2028 | 4.7 | 427516 |  | 428518 |
|  | AUXILIOR TERM FUNDING LLC | FIXED INCOME | 12/15/2028 | 6.2 | 103856 |  | 104445 |
|  | AVIS BUDGET RENTAL CAR FUNDING | FIXED INCOME | 2/22/2028 | 5.4 | 1560000 |  | 1579326 |
|  | AVIS BUDGET RENTAL CAR FUNDING | FIXED INCOME | 8/20/2029 | 4.8 | 110000 |  | 111466 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 10/15/2032 | 5.0 | 1400000 |  | 1388688 |

---

524

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BACARDI MARTINI BV | FIXED INCOME | 2/1/2030 | 5.6 | 885000 | 913400 |
| BAIN CAPITAL SPECIALTY F | FIXED INCOME | 10/13/2026 | 2.6 | 263000 | 259478 |
| BAIN CAPITAL SPECIALTY F | FIXED INCOME | 3/15/2030 | 6.0 | 155000 | 154944 |
| BANK OF AMERICA AUTO TRUST | FIXED INCOME | 11/20/2029 | 4.4 | 395000 | 397723 |
| BANK OF AMERICA CORP | FIXED INCOME | 5/9/2029 | 4.6 | 2320000 | 2350902 |
| BANK OF MONTREAL | FIXED INCOME | 1/27/2029 | 5.0 | 460000 | 468781 |
| BANK OF NOVA SCOTIA | FIXED INCOME | 9/8/2028 | 4.4 | 1500000 | 1508760 |
| BANK OF NY MELLON CORP | FIXED INCOME | 7/21/2028 | 4.9 | 1155000 | 1172556 |
| BANK OF NY MELLON CORP | FIXED INCOME | 6/9/2028 | 4.4 | 1085000 | 1093279 |
| BANK5 | FIXED INCOME | 9/15/2056 | 6.7 | 670000 | 708758 |
| BANK5 | FIXED INCOME | 12/15/2056 | 6.5 | 255356 | 268729 |
| BANKERS HEALTHCARE GROUP SECUR | FIXED INCOME | 9/17/2036 | 4.8 | 286457 | 288457 |
| BANKERS HEALTHCARE GROUP SECUR | FIXED INCOME | 12/17/2036 | 6.9 | 353130 | 368657 |
| BANKERS HEALTHCARE GROUP SECUR | FIXED INCOME | 4/17/2035 | 5.8 | 167416 | 171178 |
| BARCLAYS PLC | FIXED INCOME | 11/11/2029 | 4.5 | 2185000 | 2197607 |
| BARINGS BDC INC | FIXED INCOME | 9/15/2028 | 5.2 | 570000 | 567144 |
| BAXTER INTERNATIONAL INC | FIXED INCOME | 12/15/2030 | 4.9 | 1377000 | 1387176 |
| BFLD TRUST | FIXED INCOME | 11/15/2042 | 5.3 | 495000 | 496385 |
| BGC GROUP INC | FIXED INCOME | 4/2/2030 | 6.2 | 240000 | 248741 |
| BLOCK FINANCIAL LLC | FIXED INCOME | 9/15/2032 | 5.4 | 575000 | 579479 |
| BLUE OWL CAPITAL CORP II | FIXED INCOME | 11/15/2026 | 8.5 | 405000 | 416101 |
| BLUE OWL TECHNOLOGY FINA | FIXED INCOME | 4/4/2029 | 6.8 | 545000 | 557938 |
| BMW VEHICLE LEASE TRUST | FIXED INCOME | 9/25/2028 | 4.0 | 1425000 | 1428292 |
| BNP PARIBAS | FIXED INCOME | 11/19/2030 | 5.3 | 1015000 | 1044861 |
| BNP PARIBAS | FIXED INCOME | 5/9/2029 | 4.8 | 585000 | 591798 |
| BOEING CO/THE | FIXED INCOME | 5/1/2029 | 6.3 | 805000 | 855353 |
| BPR TRUST | FIXED INCOME | 12/15/2038 | 5.3 | 1285000 | 1276216 |
| BPR TRUST | FIXED INCOME | 5/15/2039 | 6.8 | 1240000 | 1239997 |
| BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 6/15/2028 | 5.8 | 633959 | 635705 |
| BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 4/17/2028 | 5.3 | 199912 | 200298 |
| BRIGHTHSE FIN GLBL FUND | FIXED INCOME | 4/9/2027 | 5.6 | 1250000 | 1267688 |
| BROOKFIELD ASSET MANAGEM | FIXED INCOME | 11/15/2030 | 4.7 | 1012000 | 1021159 |
| BROWN + BROWN INC | FIXED INCOME | 6/23/2028 | 4.7 | 760000 | 769044 |
| BX TRUST | FIXED INCOME | 12/15/2042 | 5.5 | 245000 | 245236 |
| BX TRUST | FIXED INCOME | 6/15/2041 | 5.2 | 670000 | 669049 |
| BX TRUST | FIXED INCOME | 7/15/2044 | 5.5 | 1035000 | 1035176 |
| CAIXABANK SA | FIXED INCOME | 7/3/2029 | 4.6 | 2275000 | 2297841 |
| CAMPBELLS COMPANY/THE | FIXED INCOME | 3/19/2027 | 5.2 | 1780000 | 1803905 |
| CAMPBELLS COMPANY/THE | FIXED INCOME | 3/21/2031 | 4.6 | 905000 | 902385 |
| CANADIAN IMPERIAL BANK | FIXED INCOME | 6/28/2027 | 5.2 | 960000 | 978643 |
| CANADIAN IMPERIAL BANK | FIXED INCOME | 3/30/2029 | 4.9 | 1200000 | 1220028 |
| CANTOR FITZGERALD LP | FIXED INCOME | 12/12/2028 | 7.2 | 480000 | 510566 |
| CAPITAL ONE FINANCIAL CO | FIXED INCOME | 10/29/2027 | 7.1 | 860000 | 880545 |
| CARLYLE SECURED LENDING | FIXED INCOME | 2/15/2031 | 5.8 | 340000 | 335400 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 10/15/2029 | 4.6 | 1595000 | 1611702 |

---

525

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 7/17/2028 | 4.6 | 598250 | 600113 |
| CARMAX SELECT RECEIVABLES TRUS | FIXED INCOME | 9/17/2029 | 4.8 | 1190000 | 1201180 |
| CARNIVAL CORP | FIXED INCOME | 3/15/2030 | 5.8 | 1620000 | 1668017 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 1/10/2030 | 4.6 | 385000 | 387213 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 3/10/2028 | 5.6 | 378106 | 378940 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 12/10/2027 | 6.0 | 83576 | 83706 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 7/10/2029 | 5.3 | 583588 | 587548 |
| CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 8/12/2030 | 4.6 | 670000 | 676410 |
| CCG RECEIVABLES TRUST | FIXED INCOME | 9/16/2030 | 5.8 | 103744 | 104201 |
| CFCRE COMMERCIAL MORTGAGE TRUS | FIXED INCOME | 12/10/2054 | 3.8 | 1290000 | 1277131 |
| CGI INC | FIXED INCOME | 3/14/2030 | 5.0 | 1020000 | 1033913 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/1/2029 | 6.1 | 660000 | 689020 |
| CHASE AUTO OWNER TRUST | FIXED INCOME | 8/27/2029 | 4.2 | 715000 | 717821 |
| CHASE AUTO OWNER TRUST | FIXED INCOME | 7/25/2028 | 4.4 | 423861 | 425203 |
| CHESAPEAKE FUNDING II LLC | FIXED INCOME | 5/15/2035 | 5.7 | 392437 | 394283 |
| CHESAPEAKE FUNDING II LLC | FIXED INCOME | 5/15/2036 | 5.5 | 349518 | 353171 |
| CHORD ENERGY CORP | FIXED INCOME | 10/1/2030 | 6.0 | 445000 | 449517 |
| CINTAS CORPORATION NO. 2 | FIXED INCOME | 5/1/2028 | 4.2 | 1645000 | 1653949 |
| CITIBANK NA | FIXED INCOME | 11/19/2027 | 4.9 | 1810000 | 1823159 |
| CITIGROUP INC | FIXED INCOME | 5/7/2028 | 4.6 | 1625000 | 1637903 |
| CITIZENS AUTO RECEIVABLES TRUS | FIXED INCOME | 4/17/2028 | 5.1 | 378013 | 380141 |
| CNH INDUSTRIAL CAP LLC | FIXED INCOME | 10/8/2027 | 4.5 | 1160000 | 1167030 |
| CNO GLOBAL FUNDING | FIXED INCOME | 12/11/2030 | 4.7 | 711000 | 713638 |
| COMM MORTGAGE TRUST | FIXED INCOME | 12/10/2041 | 5.9 | 110000 | 113359 |
| COMMERCIAL METALS CO | FIXED INCOME | 11/15/2033 | 5.8 | 730000 | 746732 |
| COMMONWEALTH BK AUSTR NY | FIXED INCOME | 3/14/2028 | 4.4 | 585000 | 592500 |
| CONAGRA BRANDS INC | FIXED INCOME | 10/1/2026 | 5.3 | 1775000 | 1790105 |
| CONTINENTAL RESOURCES | FIXED INCOME | 11/15/2026 | 2.3 | 1740000 | 1708541 |
| CREDIT ACCEPTANCE AUTO LOAN TR | FIXED INCOME | 3/15/2033 | 6.5 | 112545 | 112629 |
| CREDIT ACCEPTANCE AUTO LOAN TR | FIXED INCOME | 6/15/2034 | 6.0 | 1010000 | 1027988 |
| CREDIT AGRICOLE SA | FIXED INCOME | 1/9/2029 | 5.2 | 1565000 | 1597302 |
| CREDIT SUISSE MORTGAGE TRUST | FIXED INCOME | 9/15/2037 | 4.0 | 1405000 | 1289413 |
| CRESCENT ENERGY FINANCE | FIXED INCOME | 4/1/2032 | 7.6 | 340000 | 330035 |
| CRESCENT ENERGY FINANCE | FIXED INCOME | 1/15/2034 | 8.4 | 595000 | 590163 |
| CUMMINS INC | FIXED INCOME | 5/9/2028 | 4.3 | 960000 | 968198 |
| DAIMLER TRUCK FINAN NA | FIXED INCOME | 10/12/2030 | 4.7 | 655000 | 660063 |
| DARDEN RESTAURANTS INC | FIXED INCOME | 10/15/2027 | 4.4 | 1180000 | 1186443 |
| DC COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 9/12/2040 | 6.3 | 515000 | 530555 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 4/1/2028 | 4.8 | 1610000 | 1634021 |
| DEUTSCHE BANK NY | FIXED INCOME | 1/10/2029 | 5.4 | 1660000 | 1694511 |
| DOMINION ENERGY INC | FIXED INCOME | 5/15/2028 | 4.6 | 1345000 | 1361544 |
| DOW CHEMICAL CO/THE | FIXED INCOME | 1/15/2031 | 4.8 | 920000 | 915179 |
| DRIVE AUTO RECEIVABLES TRUST | FIXED INCOME | 9/15/2032 | 4.7 | 450000 | 452747 |
| DROP MORTGAGE TRUST 2021 FILE | FIXED INCOME | 10/15/2043 | 5.0 | 1305000 | 1269849 |
| DTE ENERGY CO | FIXED INCOME | 7/1/2027 | 5.0 | 1020000 | 1033474 |

---

526

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| EASTMAN CHEMICAL CO | FIXED INCOME | 8/1/2029 | 5.0 | 385000 | 392993 |
| EBAY INC | FIXED INCOME | 3/6/2029 | 4.3 | 695000 | 697565 |
| ELEMENT FLEET MANAGEMENT | FIXED INCOME | 11/24/2030 | 4.6 | 911000 | 913451 |
| ENACT HOLDINGS INC | FIXED INCOME | 5/28/2029 | 6.3 | 1040000 | 1089150 |
| ENBRIDGE INC | FIXED INCOME | 6/20/2028 | 4.6 | 1018000 | 1028750 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 3/20/2030 | 5.2 | 455578 | 459115 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 4/20/2028 | 5.6 | 675000 | 686116 |
| ENTERPRISE FLEET FINANCING LLC | FIXED INCOME | 10/20/2027 | 4.7 | 262109 | 263213 |
| EPR PROPERTIES | FIXED INCOME | 11/15/2030 | 4.8 | 825000 | 819382 |
| EQUINIX EU 2 FINANCING C | FIXED INCOME | 11/15/2030 | 4.6 | 716000 | 718635 |
| EQUITABLE AMERICA GLOBAL | FIXED INCOME | 6/9/2028 | 4.7 | 1540000 | 1555954 |
| ESSENT GROUP LTD | FIXED INCOME | 7/1/2029 | 6.3 | 450000 | 470192 |
| ESSENTIAL UTILITIES INC | FIXED INCOME | 8/15/2027 | 4.8 | 995000 | 1007189 |
| EVERSOURCE ENERGY | FIXED INCOME | 1/1/2027 | 5.0 | 1265000 | 1275942 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 8/15/2030 | 5.3 | 340000 | 341503 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 7/16/2029 | 4.8 | 925000 | 931672 |
| EXETER SELECT AUTOMOBILE RECEI | FIXED INCOME | 10/16/2028 | 4.8 | 158191 | 158598 |
| EXTENDED STAY AMERICA TRUST | FIXED INCOME | 10/15/2042 | 5.1 | 160000 | 160279 |
| EXTRA SPACE STORAGE LP | FIXED INCOME | 4/1/2028 | 5.7 | 410000 | 423731 |
| FANNIE MAE | FIXED INCOME | 9/25/2041 | 4.5 | 99676 | 99693 |
| FANNIE MAE | FIXED INCOME | 9/25/2041 | 4.5 | 246065 | 245434 |
| FANNIE MAE | FIXED INCOME | 5/25/2040 | 4.5 | 305872 | 305668 |
| FANNIE MAE | FIXED INCOME | 3/25/2045 | 7.0 | 200404 | 210597 |
| FANNIE MAE | FIXED INCOME | 11/25/2033 | 4.4 | 161296 | 161064 |
| FANNIE MAE | FIXED INCOME | 10/25/2040 | 4.4 | 57703 | 57226 |
| FANNIE MAE | FIXED INCOME | 6/25/2040 | 5.0 | 238474 | 243717 |
| FANNIE MAE | FIXED INCOME | 12/25/2040 | 4.4 | 108590 | 108394 |
| FANNIEMAE ACES | FIXED INCOME | 1/25/2027 | 4.6 | 98401 | 97997 |
| FANNIEMAE WHOLE LOAN | FIXED INCOME | 12/25/2045 | 6.5 | 232269 | 240620 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 10/25/2026 | 4.6 | 41272 | 41266 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 6/25/2027 | 4.5 | 127153 | 127160 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 6/25/2027 | 4.4 | 95641 | 95528 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 9/25/2029 | 4.5 | 3037118 | 3038219 |
| FHLMC STRUCTURED PASS THROUGH | FIXED INCOME | 7/25/2044 | 5.4 | 347985 | 332815 |
| FIFTH THIRD BANK INC | FIXED INCOME | 1/28/2028 | 5.0 | 725000 | 731750 |
| FIRST INVESTORS AUTO OWNER TRU | FIXED INCOME | 7/15/2030 | 4.3 | 940000 | 943427 |
| FLEX LTD | FIXED INCOME | 1/15/2028 | 6.0 | 605000 | 624923 |
| FNMA POOL 735697 | FIXED INCOME | 6/1/2035 | 5.8 | 657749 | 667809 |
| FNMA POOL 795297 | FIXED INCOME | 7/1/2044 | 5.2 | 19979 | 19885 |
| FORTITUDE GLOBAL FUNDING | FIXED INCOME | 10/6/2028 | 4.6 | 430000 | 430421 |
| FS KKR CAPITAL CORP | FIXED INCOME | 1/15/2030 | 6.1 | 470000 | 463270 |
| GARTNER INC | FIXED INCOME | 3/20/2031 | 5.0 | 1415000 | 1421834 |
| GATX CORP | FIXED INCOME | 3/15/2027 | 5.4 | 680000 | 689785 |
| GE HEALTHCARE TECH INC | FIXED INCOME | 12/15/2028 | 4.2 | 294000 | 295035 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 4/4/2028 | 5.1 | 445000 | 453166 |

---

527

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GEORGIA POWER CO | FIXED INCOME | 10/1/2028 | 4.0 | 1600000 | 1606064 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2028 | 4.5 | 2090000 | 2094556 |
| GLS AUTO RECEIVABLES TRUST | FIXED INCOME | 7/16/2029 | 4.3 | 280000 | 281007 |
| GLS AUTO SELECT RECEIVABLES TR | FIXED INCOME | 12/17/2029 | 4.4 | 309815 | 310652 |
| GLS AUTO SELECT RECEIVABLES TR | FIXED INCOME | 4/15/2030 | 4.7 | 562299 | 565793 |
| GLS AUTO SELECT RECEIVABLES TR | FIXED INCOME | 10/15/2030 | 4.5 | 327069 | 328867 |
| GLS AUTO SELECT RECEIVABLES TR | FIXED INCOME | 6/17/2030 | 5.6 | 170067 | 171521 |
| GM FINANCIAL AUTOMOBILE LEASIN | FIXED INCOME | 2/21/2028 | 4.7 | 920000 | 927529 |
| GNMA II POOL 710074 | FIXED INCOME | 4/20/2061 | 4.7 | 4017 | 4010 |
| GNMA II POOL 791932 | FIXED INCOME | 1/20/2063 | 4.4 | 4018 | 4018 |
| GNMA II POOL AE0471 | FIXED INCOME | 5/20/2064 | 4.8 | 34787 | 35347 |
| GNMA II POOL AU3150 | FIXED INCOME | 9/20/2066 | 4.6 | 448441 | 448512 |
| GNMA II POOL AW1855 | FIXED INCOME | 11/20/2066 | 4.4 | 339493 | 339861 |
| GOLDMAN SACHS BANK USA | FIXED INCOME | 5/21/2027 | 5.4 | 1282000 | 1288461 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2031 | 4.4 | 1040000 | 1038461 |
| GOLDMAN SACHS PRIVATE CR | FIXED INCOME | 1/31/2029 | 5.4 | 300000 | 301395 |
| GOLDMAN SACHS PRIVATE CR | FIXED INCOME | 1/31/2031 | 5.9 | 153000 | 153416 |
| GOLUB CAPITAL BDC | FIXED INCOME | 8/24/2026 | 2.5 | 480000 | 473270 |
| GOLUB CAPITAL BDC | FIXED INCOME | 12/5/2028 | 7.1 | 440000 | 464504 |
| GOLUB CAPITAL CAP FND | FIXED INCOME | 8/15/2028 | 5.5 | 145000 | 145947 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/16/2042 | 6.1 | 84223 | 86625 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/16/2034 | 6.0 | 808256 | 844247 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2063 | 3.5 | 23079 | 22953 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/20/2063 | 4.8 | 28189 | 28259 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2060 | 4.4 | 85024 | 84860 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 8/20/2058 | 4.5 | 876 | 876 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 11/20/2060 | 4.6 | 4680 | 4678 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 12/20/2060 | 4.6 | 174890 | 174871 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 3/20/2061 | 4.6 | 75146 | 75160 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2061 | 4.6 | 57424 | 57378 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 3/20/2062 | 4.7 | 30262 | 30305 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/20/2062 | 4.7 | 2480 | 2483 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 8/20/2062 | 4.6 | 29639 | 29650 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/20/2062 | 4.7 | 80686 | 80732 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2062 | 4.6 | 4728 | 4744 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 12/20/2067 | 4.3 | 3224 | 3200 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 5/20/2067 | 3.9 | 47904 | 47761 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 4/20/2065 | 4.4 | 337 | 336 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 5/20/2065 | 4.3 | 141941 | 141380 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 4/20/2065 | 4.5 | 13029 | 13010 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/20/2065 | 4.4 | 2461 | 2461 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 5/20/2066 | 4.7 | 975 | 976 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/20/2068 | 4.5 | 3507752 | 3500244 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2068 | 4.5 | 138150 | 138306 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 4/20/2069 | 4.1 | 45855 | 45830 |

---

528

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2070 | 4.2 | 86575 | 86647 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 1171939 | 1171939 |
| | GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 11/5/2034 | 3.0 | 1229356 | 1062640 |
| | GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 9/10/2038 | 4.3 | 790000 | 788974 |
| | HELMERICH + PAYNE INC | FIXED INCOME | 12/1/2029 | 4.9 | 1205000 | 1210218 |
| | HERCULES CAPITAL INC | FIXED INCOME | 1/20/2027 | 3.4 | 480000 | 473150 |
| | HERTZ VEHICLE FINANCING LLC | FIXED INCOME | 1/25/2029 | 5.4 | 1060000 | 1081218 |
| | HESS MIDSTREAM OPERATION | FIXED INCOME | 3/1/2028 | 5.9 | 1405000 | 1432580 |
| | HILTON GRAND VACATIONS TRUST | FIXED INCOME | 10/25/2044 | 4.6 | 495000 | 496468 |
| | HILTON GRAND VACATIONS TRUST | FIXED INCOME | 1/25/2037 | 5.6 | 47086 | 47600 |
| | HILTON GRAND VACATIONS TRUST | FIXED INCOME | 9/15/2039 | 5.8 | 306826 | 311391 |
| | HILTON GRAND VACATIONS TRUST | FIXED INCOME | 1/25/2038 | 5.7 | 262680 | 266900 |
| | HONDA MOTOR CO LTD | FIXED INCOME | 7/8/2028 | 4.4 | 1024000 | 1033298 |
| | HOST HOTELS + RESORTS LP | FIXED INCOME | 12/15/2028 | 4.3 | 343000 | 343429 |
| | HP ENTERPRISE CO | FIXED INCOME | 10/15/2029 | 4.6 | 1165000 | 1174576 |
| | HPS CORPORATE LENDING FU | FIXED INCOME | 9/30/2029 | 6.3 | 490000 | 507674 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 11/19/2028 | 5.1 | 1795000 | 1828225 |
| | HSBC USA INC | FIXED INCOME | 6/3/2028 | 4.7 | 210000 | 213373 |
| | HUNTINGTON AUTO TRUST | FIXED INCOME | 1/16/2029 | 5.2 | 802237 | 810269 |
| | HUNTINGTON BANCSHARES | FIXED INCOME | 8/21/2029 | 6.2 | 525000 | 550757 |
| | HUNTINGTON NATIONAL BANK | FIXED INCOME | 4/12/2028 | 4.9 | 1190000 | 1199520 |
| | HYATT HOTELS CORP | FIXED INCOME | 1/30/2027 | 5.8 | 740000 | 751574 |
| | HYATT HOTELS CORP | FIXED INCOME | 6/30/2029 | 5.3 | 385000 | 396381 |
| | HYUNDAI AUTO RECEIVABLES TRUST | FIXED INCOME | 12/17/2029 | 4.4 | 555000 | 560283 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 11/1/2027 | 4.9 | 735000 | 744629 |
| | ILLUMINA INC | FIXED INCOME | 9/9/2026 | 4.7 | 1055000 | 1057606 |
| | ILLUMINA INC | FIXED INCOME | 12/12/2030 | 4.8 | 572000 | 578075 |
| | IQVIA INC | FIXED INCOME | 2/1/2029 | 6.3 | 580000 | 611796 |
| | JACKSON NATL LIFE GLOBAL | FIXED INCOME | 4/12/2028 | 5.3 | 610000 | 623133 |
| | JEFFERIES FIN GROUP INC | FIXED INCOME | 7/21/2028 | 5.9 | 500000 | 520025 |
| | JEFFERIES FIN LLC / JFIN | FIXED INCOME | 8/15/2028 | 5.0 | 680000 | 653956 |
| | JOHN DEERE CAPITAL CORP | FIXED INCOME | 1/7/2028 | 4.7 | 1095000 | 1114195 |
| \* | JP MORGAN CHASE COMMERCIAL MOR | FIXED INCOME | 1/15/2042 | 5.4 | 630000 | 629383 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/22/2028 | 4.5 | 1155000 | 1166596 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/22/2031 | 4.3 | 1040000 | 1037400 |
|  | KINETIK HOLDINGS LP | FIXED INCOME | 12/15/2028 | 6.6 | 1295000 | 1333410 |
|  | KUBOTA CREDIT OWNER TRUST | FIXED INCOME | 4/17/2028 | 4.5 | 265000 | 266342 |
|  | LAD AUTO RECEIVABLES TRUST | FIXED INCOME | 1/18/2028 | 5.2 | 173468 | 173722 |
|  | LAD AUTO RECEIVABLES TRUST | FIXED INCOME | 3/15/2029 | 4.5 | 420000 | 421732 |
|  | LAD AUTO RECEIVABLES TRUST | FIXED INCOME | 8/15/2028 | 5.6 | 507978 | 510667 |
|  | LAS VEGAS SANDS CORP | FIXED INCOME | 6/15/2028 | 5.6 | 845000 | 867046 |
|  | LOCKHEED MARTIN CORP | FIXED INCOME | 8/15/2028 | 4.2 | 2220000 | 2234741 |
|  | LYB INT FINANCE III | FIXED INCOME | 1/15/2031 | 5.1 | 215000 | 215998 |
|  | M+T BANK CORPORATION | FIXED INCOME | 1/16/2029 | 4.8 | 1090000 | 1107222 |
|  | M+T EQUIPMENT NOTES | FIXED INCOME | 7/15/2030 | 5.7 | 502290 | 505245 |

---

529

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| MAIN STREET CAPITAL CORP | FIXED INCOME | 7/14/2026 | 3.0 | 565000 | 560130 |
| MAIN STREET CAPITAL CORP | FIXED INCOME | 6/4/2027 | 6.5 | 200000 | 204308 |
| MAIN STREET CAPITAL CORP | FIXED INCOME | 8/15/2028 | 5.4 | 175000 | 175823 |
| MAREX GROUP PLC | FIXED INCOME | 11/4/2029 | 6.4 | 560000 | 581297 |
| MAREX GROUP PLC | FIXED INCOME | 5/8/2028 | 5.8 | 510000 | 518425 |
| MASSACHUSETTS EDUCATIONAL FINA | FIXED INCOME | 5/25/2033 | 3.9 | 125801 | 123656 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2030 | 4.2 | 2090000 | 2096751 |
| METHANEX US OPERATIONS | FIXED INCOME | 3/15/2032 | 6.3 | 565000 | 582504 |
| MICROCHIP TECHNOLOGY INC | FIXED INCOME | 3/15/2028 | 4.9 | 1655000 | 1678484 |
| MINERAL RESOURCES LTD | FIXED INCOME | 10/1/2028 | 9.3 | 645000 | 677760 |
| MOLEX ELECTRONICS TECH | FIXED INCOME | 4/30/2028 | 4.8 | 1030000 | 1041824 |
| MOLINA HEALTHCARE INC | FIXED INCOME | 2/15/2031 | 6.5 | 740000 | 760609 |
| MORGAN STANLEY | FIXED INCOME | 10/18/2029 | 4.1 | 895000 | 894570 |
| MORGAN STANLEY BANK NA | FIXED INCOME | 5/26/2028 | 5.5 | 1660000 | 1692934 |
| MORGAN STANLEY DIRECT | FIXED INCOME | 5/19/2030 | 6.0 | 160000 | 163966 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 7/18/2031 | 4.7 | 885000 | 897195 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 11/19/2031 | 4.5 | 570000 | 571568 |
| MSD INVESTMENT CORP | FIXED INCOME | 5/31/2030 | 6.3 | 215000 | 216490 |
| MSD INVESTMENT CORP | FIXED INCOME | 2/5/2031 | 6.1 | 112000 | 111526 |
| MVW OWNER TRUST | FIXED INCOME | 2/20/2043 | 5.3 | 287238 | 293214 |
| NATIONAL BANK OF CANADA | FIXED INCOME | 7/2/2027 | 5.6 | 1145000 | 1153404 |
| NATIONAL RURAL UTIL COOP | FIXED INCOME | 2/7/2028 | 4.8 | 1565000 | 1589258 |
| NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 9/16/2069 | 1.2 | 58290 | 54759 |
| NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 10/15/2069 | 1.1 | 617575 | 565465 |
| NEW ECONOMY ASSETS PHASE 1 ISS | FIXED INCOME | 10/20/2061 | 1.9 | 1565000 | 1306450 |
| NEW MOUNTAIN FINANCE COR | FIXED INCOME | 2/1/2029 | 6.9 | 260000 | 264703 |
| NEW MOUNTAIN FINANCE COR | FIXED INCOME | 10/15/2027 | 6.2 | 235000 | 238889 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 9/1/2027 | 4.7 | 745000 | 753903 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 2/4/2028 | 4.9 | 1625000 | 1655664 |
| NEXTGEAR FLOORPLAN MASTER OWNE | FIXED INCOME | 3/15/2029 | 5.1 | 860000 | 871980 |
| NEXTGEAR FLOORPLAN MASTER OWNE | FIXED INCOME | 10/15/2030 | 4.2 | 670000 | 671748 |
| NISSAN MOTOR ACCEPTANCE | FIXED INCOME | 9/13/2027 | 5.3 | 915000 | 918651 |
| NISSAN MOTOR ACCEPTANCE | FIXED INCOME | 9/29/2028 | 5.6 | 545000 | 544662 |
| NORTH HAVEN PRIVATE INC | FIXED INCOME | 9/25/2028 | 5.1 | 225000 | 224537 |
| NORTHERN OIL + GAS INC | FIXED INCOME | 10/15/2033 | 7.9 | 475000 | 461786 |
| NUTRIEN LTD | FIXED INCOME | 6/21/2027 | 5.2 | 1145000 | 1164270 |
| O REILLY AUTOMOTIVE INC | FIXED INCOME | 11/20/2026 | 5.8 | 1155000 | 1170881 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 8/1/2029 | 5.2 | 1155000 | 1183182 |
| OCTANE RECEIVABLES TRUST | FIXED INCOME | 2/20/2031 | 4.3 | 625000 | 625358 |
| OMEGA HLTHCARE INVESTORS | FIXED INCOME | 7/1/2030 | 5.2 | 620000 | 631495 |
| ONEMAIN FINANCE CORP | FIXED INCOME | 5/15/2029 | 6.6 | 300000 | 310683 |
| ONEMAIN FINANCE CORP | FIXED INCOME | 9/15/2033 | 6.8 | 710000 | 720749 |
| ORACLE CORP | FIXED INCOME | 9/26/2030 | 4.5 | 2085000 | 2040715 |
| ORBIA ADVANCE CORP SAB | FIXED INCOME | 5/13/2030 | 6.8 | 785000 | 776075 |
| OWENS CORNING | FIXED INCOME | 6/15/2027 | 5.5 | 1820000 | 1857692 |

---

530

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| PACCAR FINANCIAL CORP | FIXED INCOME | 8/8/2028 | 4.0 | 1033000 | 1039776 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/4/2028 | 5.0 | 340000 | 345970 |
| PAYPAL HOLDINGS INC | FIXED INCOME | 3/6/2028 | 4.5 | 1640000 | 1660090 |
| PENFED AUTO RECEIVABLES OWNER | FIXED INCOME | 6/15/2029 | 4.7 | 620000 | 622764 |
| PINNACLE WEST CAPITAL | FIXED INCOME | 5/15/2028 | 4.9 | 1565000 | 1594140 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 10/20/2027 | 6.6 | 2025000 | 2065136 |
| POLARIS INC | FIXED INCOME | 3/1/2031 | 5.6 | 282000 | 285065 |
| POST ROAD EQUIPMENT FINANCE | FIXED INCOME | 11/15/2029 | 5.6 | 107674 | 108184 |
| PRESTIGE AUTO RECEIVABLES TRUS | FIXED INCOME | 12/15/2027 | 4.9 | 477102 | 478111 |
| PROLOGIS TARGETED US | FIXED INCOME | 1/15/2031 | 4.3 | 355000 | 352653 |
| PROSUS NV | FIXED INCOME | 1/19/2027 | 3.3 | 1370000 | 1350409 |
| PROTECTIVE LIFE CORP | FIXED INCOME | 1/15/2031 | 4.7 | 595000 | 597624 |
| PUB SVC NEW HAMP | FIXED INCOME | 7/1/2028 | 4.4 | 905000 | 913688 |
| PUBLIC STORAGE OP CO | FIXED INCOME | 4/16/2027 | 4.7 | 2495000 | 2501737 |
| PVH CORP | FIXED INCOME | 6/13/2030 | 5.5 | 605000 | 615769 |
| REGIONAL MANAGEMENT ISSUANCE T | FIXED INCOME | 7/15/2036 | 5.8 | 505000 | 516094 |
| RGA GLOBAL FUNDING | FIXED INCOME | 11/25/2030 | 4.6 | 410000 | 410435 |
| ROCKET COS INC | FIXED INCOME | 8/1/2030 | 6.1 | 595000 | 614498 |
| ROYAL BANK OF CANADA | FIXED INCOME | 8/6/2029 | 4.5 | 1060000 | 1070589 |
| ROYAL BANK OF CANADA | FIXED INCOME | 10/18/2028 | 4.5 | 1155000 | 1165961 |
| SAMMONS FINANCIAL GLOBAL | FIXED INCOME | 1/10/2028 | 5.1 | 795000 | 807219 |
| SANOFI SA | FIXED INCOME | 11/3/2028 | 3.8 | 1465000 | 1466333 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 7/17/2028 | 5.6 | 314473 | 315495 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 5/15/2030 | 5.1 | 339655 | 341780 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 1/16/2029 | 5.6 | 661277 | 663851 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 8/15/2029 | 4.7 | 420000 | 422534 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 4/15/2030 | 4.2 | 400000 | 401362 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 12/15/2028 | 5.8 | 1115000 | 1125631 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 9/22/2029 | 4.3 | 1515000 | 1516500 |
| SBL HOLDINGS INC | FIXED INCOME | 9/26/2028 | 5.9 | 965000 | 961285 |
| SBNA AUTO LEASE TRUST | FIXED INCOME | 2/22/2028 | 4.6 | 306113 | 306896 |
| SBNA AUTO LEASE TRUST | FIXED INCOME | 11/20/2026 | 5.4 | 129316 | 129572 |
| SBNA AUTO RECEIVABLES TRUST | FIXED INCOME | 12/15/2028 | 5.3 | 115536 | 115966 |
| SCF EQUIPMENT TRUST LLC | FIXED INCOME | 11/20/2029 | 5.9 | 126722 | 127267 |
| SCF EQUIPMENT TRUST LLC | FIXED INCOME | 7/22/2030 | 4.8 | 180515 | 181160 |
| SCOTT TRUST 2023 SFS | FIXED INCOME | 3/10/2040 | 5.9 | 795000 | 815336 |
| SEMPRA | FIXED INCOME | 8/1/2026 | 5.4 | 900000 | 905517 |
| SFS AUTO RECEIVABLES SECURITIZ | FIXED INCOME | 12/20/2030 | 4.4 | 780000 | 787107 |
| SFS AUTO RECEIVABLES SECURITIZ | FIXED INCOME | 6/20/2030 | 4.6 | 475000 | 478221 |
| SFS AUTO RECEIVABLES SECURITIZ | FIXED INCOME | 7/22/2030 | 4.8 | 455000 | 460120 |
| SHERWIN WILLIAMS CO | FIXED INCOME | 8/15/2028 | 4.3 | 1440000 | 1450253 |
| SIRIUSPOINT LTD | FIXED INCOME | 4/5/2029 | 7.0 | 559000 | 592562 |
| SITIOS LATINOAMERICA | FIXED INCOME | 11/25/2029 | 6.0 | 570000 | 590486 |
| SIXTH STREET LENDING PAR | FIXED INCOME | 3/11/2029 | 6.5 | 585000 | 606715 |
| SM ENERGY CO | FIXED INCOME | 6/15/2033 | 9.6 | 670000 | 722227 |

---

531

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SMITH + NEPHEW PLC | FIXED INCOME | 3/20/2027 | 5.2 | 1250000 | 1264575 |
| SOCIETE GENERALE | FIXED INCOME | 2/19/2027 | 5.3 | 2055000 | 2077749 |
| SOFI CONSUMER LOAN PROGRAM TRU | FIXED INCOME | 2/27/2034 | 4.8 | 334944 | 336296 |
| SOUTHERN CO GAS CAPITAL | FIXED INCOME | 9/15/2028 | 4.1 | 1039000 | 1039852 |
| SOUTHWEST AIRLINES CO | FIXED INCOME | 11/15/2028 | 4.4 | 690000 | 691525 |
| SPGN TFLM MORTGAGE TRUST | FIXED INCOME | 2/15/2039 | 5.3 | 1585000 | 1581376 |
| STEEL DYNAMICS INC | FIXED INCOME | 12/15/2028 | 4.0 | 2095000 | 2093177 |
| STELLANTIS FINANCIAL SER | FIXED INCOME | 9/15/2028 | 5.0 | 620000 | 628643 |
| STELLANTIS FINANCIAL UNDERWRIT | FIXED INCOME | 4/20/2029 | 4.1 | 1060000 | 1064142 |
| SUNOCO LP | FIXED INCOME | 3/15/2031 | 5.6 | 1030000 | 1036623 |
| SYENSQO FINANCE AMERICA | FIXED INCOME | 6/4/2029 | 5.7 | 1190000 | 1232150 |
| SYNCHRONY CARD ISSUANCE TRUST | FIXED INCOME | 7/15/2029 | 5.5 | 455000 | 458880 |
| SYNCHRONY FINANCIAL | FIXED INCOME | 3/6/2031 | 5.5 | 285000 | 292268 |
| SYNCHRONY FINANCIAL | FIXED INCOME | 7/29/2029 | 5.0 | 1185000 | 1200168 |
| TAKE TWO INTERACTIVE SOF | FIXED INCOME | 6/12/2029 | 5.4 | 315000 | 325839 |
| TARGA RESOURCES CORP | FIXED INCOME | 1/15/2029 | 4.4 | 828000 | 830302 |
| TAUBMAN CENTERS COMMERCIAL MOR | FIXED INCOME | 12/15/2039 | 5.0 | 430000 | 430064 |
| TD SYNNEX CORP | FIXED INCOME | 1/17/2029 | 4.3 | 600000 | 598914 |
| TEVA PHARMACEUTICAL INDU | FIXED INCOME | 5/9/2027 | 4.8 | 500000 | 499515 |
| TORONTO DOMINION BANK | FIXED INCOME | 6/2/2028 | 4.6 | 1755000 | 1776744 |
| TRAFIGURA SECURITISATION FINAN | FIXED INCOME | 11/15/2027 | 6.0 | 1095000 | 1108230 |
| TREASURY BILL | CASH EQUIVALENT | 1/2/2026 |  | 21473000 | 21470736 |
| TREASURY BILL | CASH EQUIVALENT | 2/5/2026 |  | 9558000 | 9524357 |
| TRUIST BANK | FIXED INCOME | 7/24/2028 | 4.4 | 1850000 | 1860860 |
| UBS GROUP AG | FIXED INCOME | 11/6/2033 | 4.8 | 910000 | 911702 |
| UNITED AIRLINES INC | FIXED INCOME | 4/15/2026 | 4.4 | 405000 | 404769 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 6/15/2028 | 4.4 | 2260000 | 2285719 |
| UNIVERSAL HEALTH SVCS | FIXED INCOME | 10/15/2029 | 4.6 | 535000 | 537616 |
| US BANK NA CINCINNATI | FIXED INCOME | 10/22/2027 | 4.5 | 1164000 | 1168633 |
| US TREASURY N/B | FIXED INCOME | 8/31/2027 | 3.6 | 15796200 | 15832605 |
| US TREASURY N/B | FIXED INCOME | 10/31/2027 | 3.5 | 45319000 | 45336703 |
| USB AUTO OWNER TRUST | FIXED INCOME | 6/17/2030 | 4.5 | 455000 | 459643 |
| VERIZON MASTER TRUST | FIXED INCOME | 6/20/2029 | 5.2 | 2415000 | 2429163 |
| VERIZON MASTER TRUST | FIXED INCOME | 11/20/2030 | 4.6 | 195000 | 197724 |
| VERIZON MASTER TRUST | FIXED INCOME | 8/20/2031 | 4.0 | 425000 | 425094 |
| VICI PROPERTIES LP | FIXED INCOME | 4/1/2028 | 4.8 | 505000 | 510494 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 12/30/2026 | 5.1 | 2455000 | 2471768 |
| VMED O2 UK FINANCING I | FIXED INCOME | 1/15/2033 | 6.8 | 1430000 | 1411281 |
| VSTRONG AUTO RECEIVABLES TRUST | FIXED INCOME | 12/15/2028 | 5.6 | 278324 | 279355 |
| WBI OPERATING LLC | FIXED INCOME | 10/15/2030 | 6.3 | 585000 | 589019 |
| WEIR GROUP INC | FIXED INCOME | 5/6/2030 | 5.4 | 545000 | 560173 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/22/2028 | 5.7 | 785000 | 801257 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2031 | 5.2 | 1115000 | 1151249 |
| WESTLAKE AUTOMOBILE RECEIVABLE | FIXED INCOME | 5/15/2029 | 4.5 | 565000 | 568268 |
| WESTLAKE AUTOMOBILE RECEIVABLE | FIXED INCOME | 2/15/2028 | 5.6 | 685000 | 688074 |

---

532

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| WESTLAKE AUTOMOBILE RECEIVABLE | FIXED INCOME | 4/17/2028 | 4.7 | 850000 |  | 852992 |
| WHEELS FLEET LEASE FUNDING LLC | FIXED INCOME | 4/18/2038 | 5.8 | 740126 |  | 744996 |
| WHEELS FLEET LEASE FUNDING LLC | FIXED INCOME | 9/18/2040 | 4.1 | 325000 |  | 325637 |
| WORLD FINANCIAL NETWORK CREDIT | FIXED INCOME | 3/15/2030 | 5.0 | 2575000 |  | 2585336 |
| WORLD FINANCIAL NETWORK CREDIT | FIXED INCOME | 2/15/2031 | 5.5 | 475000 |  | 484504 |
| ZF NA CAPITAL | FIXED INCOME | 3/24/2031 | 7.5 | 670000 |  | 677960 |
| ZOETIS INC | FIXED INCOME | 8/17/2028 | 4.2 | 1446000 |  | 1454286 |
|  | **Sub-Total: Fund 5749 12 of 16** | **Sub-Total: Fund 5749 12 of 16** | **Sub-Total: Fund 5749 12 of 16** | **Sub-Total: Fund 5749 12 of 16** | **Total** | $**394297210** |

---

533

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 1/30/2032 | 3.3 | 150000 |  | $138848 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 1/19/2029 | 5.1 | 150000 |  | 153498 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 9/10/2029 | 4.6 | 150000 |  | 151658 |
|  | AERCAP IRELAND CAP/GLOBA | FIXED INCOME | 11/15/2030 | 4.4 | 615000 |  | 613696 |
|  | AES CORP/THE | FIXED INCOME | 3/15/2032 | 5.8 | 265000 |  | 272129 |
|  | AIB GROUP PLC | FIXED INCOME | 9/13/2029 | 6.6 | 735000 |  | 780599 |
|  | AIB GROUP PLC | FIXED INCOME | 5/15/2031 | 5.3 | 360000 |  | 371786 |
|  | AIR CANADA 2015 1A PTT | FIXED INCOME | 9/15/2028 | 3.6 | 105200 |  | 103837 |
|  | AIR CANADA 2017 1A PTT | FIXED INCOME | 7/15/2031 | 3.6 | 106506 |  | 99511 |
|  | AIR CANADA 2017 1AA PTT | FIXED INCOME | 7/15/2031 | 3.3 | 75067 |  | 71358 |
|  | AIRCASTLE / IRELAND DAC | FIXED INCOME | 3/15/2030 | 5.3 | 190000 |  | 194131 |
|  | AIRCASTLE / IRELAND DAC | FIXED INCOME | 9/15/2030 | 5.0 | 185000 |  | 186789 |
|  | AKER BP ASA | FIXED INCOME | 10/1/2034 | 5.1 | 150000 |  | 147107 |
|  | ALTRIA GROUP INC | FIXED INCOME | 2/4/2032 | 2.5 | 250000 |  | 221440 |
|  | AMER AIRLINE 16 2 AA PTT | FIXED INCOME | 12/15/2029 | 3.2 | 116900 |  | 113892 |
|  | AMER AIRLINE 16 3 AA PTT | FIXED INCOME | 4/15/2030 | 3.0 | 133094 |  | 128906 |
|  | AMER AIRLINE 17 2 A PTT | FIXED INCOME | 4/15/2031 | 3.6 | 891121 |  | 844899 |
|  | AMER AIRLN 14 1 A PTT | FIXED INCOME | 4/1/2028 | 3.7 | 43913 |  | 43683 |
|  | AMEREN MISSOURI SEC FU I | FIXED INCOME | 10/1/2041 | 4.9 | 963487 |  | 972168 |
|  | AMERICAN ELECTRIC POWER | FIXED INCOME | 3/1/2030 | 2.3 | 230000 |  | 212768 |
|  | AMERICAN EXPRESS CO | FIXED INCOME | 7/20/2033 | 4.9 | 125000 |  | 127370 |
|  | AMERICAN EXPRESS CO | FIXED INCOME | 10/24/2036 | 4.8 | 135000 |  | 133623 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 6/15/2030 | 2.1 | 180000 |  | 163566 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 10/15/2030 | 1.9 | 320000 |  | 285782 |
|  | AMERICREDIT AUTOMOBILE RECEIVA | FIXED INCOME | 6/18/2029 | 5.4 | 1220000 |  | 1243926 |
|  | AMGEN INC | FIXED INCOME | 3/2/2033 | 5.3 | 795000 |  | 823723 |
|  | AMSR TRUST | FIXED INCOME | 6/17/2040 | 4.0 | 1000000 |  | 991333 |
|  | AMSR TRUST | FIXED INCOME | 8/17/2038 | 1.5 | 1050844 |  | 1032657 |
|  | AMSR TRUST | FIXED INCOME | 10/17/2038 | 1.5 | 1313000 |  | 1284516 |
|  | ANGLO AMERICAN CAPITAL | FIXED INCOME | 9/10/2030 | 2.6 | 500000 |  | 461330 |
|  | ANGLO AMERICAN CAPITAL | FIXED INCOME | 4/5/2034 | 5.8 | 365000 |  | 382991 |
|  | AON NORTH AMERICA INC | FIXED INCOME | 3/1/2034 | 5.5 | 350000 |  | 364221 |
|  | APA INFRASTRUCTURE LTD | FIXED INCOME | 9/16/2034 | 5.1 | 359000 |  | 361621 |
|  | AT+T INC | FIXED INCOME | 11/1/2032 | 4.6 | 370000 |  | 367998 |
|  | ATMOS ENERGY CORP | FIXED INCOME | 11/15/2033 | 5.9 | 370000 |  | 401121 |
|  | AVIATION CAPITAL GROUP | FIXED INCOME | 4/10/2030 | 5.1 | 185000 |  | 187940 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 11/18/2027 | 2.5 | 76000 |  | 73739 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 1/15/2028 | 5.0 | 34000 |  | 34431 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 10/10/2030 | 4.9 | 590000 |  | 594614 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 1/30/2031 | 4.7 | 140000 |  | 139457 |

---

534

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BALTIMORE GAS + ELECTRIC | FIXED INCOME | 6/1/2034 | 5.3 | 400000 | 414892 |
| BANCO SANTANDER SA | FIXED INCOME | 7/15/2031 | 5.4 | 200000 | 210374 |
| BANCO SANTANDER SA | FIXED INCOME | 11/6/2030 | 4.6 | 400000 | 401008 |
| BANCO SANTANDER SA | FIXED INCOME | 11/6/2035 | 5.1 | 200000 | 200536 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/24/2028 | 3.7 | 300000 | 298677 |
| BANK OF AMERICA CORP | FIXED INCOME | 7/22/2033 | 5.0 | 300000 | 306255 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/25/2029 | 5.2 | 390000 | 399633 |
| BANK OF AMERICA CORP | FIXED INCOME | 9/15/2029 | 5.8 | 670000 | 698797 |
| BANK OF IRELAND GROUP | FIXED INCOME | 9/30/2027 | 2.0 | 200000 | 197058 |
| BANK OF IRELAND GROUP | FIXED INCOME | 3/20/2030 | 5.6 | 475000 | 493250 |
| BANK OF MONTREAL | FIXED INCOME | 9/22/2031 | 4.4 | 775000 | 774310 |
| BANK OF NOVA SCOTIA | FIXED INCOME | 2/1/2030 | 4.9 | 343000 | 351410 |
| BANK OF NOVA SCOTIA | FIXED INCOME | 11/10/2032 | 4.7 | 250000 | 252943 |
| BANK OF NY MELLON CORP | FIXED INCOME | 10/25/2034 | 6.5 | 220000 | 246624 |
| BANQUE FED CRED MUTUEL | FIXED INCOME | 1/22/2030 | 5.5 | 350000 | 364021 |
| BARCLAYS PLC | FIXED INCOME | 11/2/2028 | 7.4 | 410000 | 433448 |
| BARCLAYS PLC | FIXED INCOME | 2/25/2031 | 5.4 | 200000 | 206802 |
| BAT CAPITAL CORP | FIXED INCOME | 3/25/2028 | 2.3 | 145000 | 139507 |
| BNP PARIBAS | FIXED INCOME | 1/9/2030 | 5.2 | 200000 | 205008 |
| BNP PARIBAS | FIXED INCOME | 1/20/2033 | 3.1 | 255000 | 232802 |
| BNP PARIBAS | FIXED INCOME | 11/19/2030 | 5.3 | 500000 | 514710 |
| BNP PARIBAS | FIXED INCOME | 1/13/2033 | 5.8 | 295000 | 309874 |
| BOEING CO | FIXED INCOME | 3/1/2028 | 3.3 | 245000 | 240502 |
| BPCE SA | FIXED INCOME | 10/19/2027 | 6.6 | 250000 | 254688 |
| BPCE SA | FIXED INCOME | 5/30/2029 | 5.3 | 450000 | 464009 |
| BPCE SA | FIXED INCOME | 5/30/2035 | 5.9 | 250000 | 261340 |
| BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 2/15/2030 | 6.1 | 1840000 | 1872715 |
| BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 8/15/2030 | 4.8 | 1200000 | 1206171 |
| BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 3/17/2031 | 5.2 | 1000000 | 1010707 |
| BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 8/15/2031 | 4.3 | 1100000 | 1102754 |
| BRIDGECREST LENDING AUTO SECUR | FIXED INCOME | 8/15/2031 | 4.8 | 929000 | 932313 |
| BRITISH AIR 18 1 A PTT | FIXED INCOME | 3/20/2033 | 4.1 | 109758 | 106602 |
| BRITISH AIR 18 1 AA PTT | FIXED INCOME | 3/20/2033 | 3.8 | 81536 | 79731 |
| BRITISH AIR 19 1 A PTT | FIXED INCOME | 12/15/2030 | 3.4 | 509399 | 494754 |
| BROADCOM INC | FIXED INCOME | 2/15/2036 | 4.8 | 67000 | 66265 |
| BROOKFIELD FINANCE INC | FIXED INCOME | 3/29/2029 | 4.9 | 93000 | 94549 |
| BROWN + BROWN INC | FIXED INCOME | 6/23/2032 | 5.3 | 325000 | 332339 |
| BUNGE LTD FINANCE CORP | FIXED INCOME | 5/14/2031 | 2.8 | 370000 | 340063 |
| BUNGE LTD FINANCE CORP | FIXED INCOME | 9/17/2029 | 4.2 | 245000 | 245341 |
| BUNGE LTD FINANCE CORP | FIXED INCOME | 4/21/2031 | 3.2 | 500000 | 470805 |
| BXP TRUST | FIXED INCOME | 6/13/2039 | 3.4 | 1000000 | 982374 |
| CAIXABANK SA | FIXED INCOME | 9/13/2034 | 6.8 | 295000 | 329394 |
| CAIXABANK SA | FIXED INCOME | 7/3/2031 | 4.9 | 650000 | 659601 |
| CANADIAN IMPERIAL BANK | FIXED INCOME | 9/11/2030 | 4.6 | 470000 | 476665 |
| CAPITAL ONE FINANCIAL CO | FIXED INCOME | 11/2/2027 | 1.9 | 330000 | 323875 |

---

535

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CAPITAL ONE FINANCIAL CO | FIXED INCOME | 9/11/2036 | 5.2 | 260000 | 259116 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 8/15/2029 | 5.2 | 520000 | 529074 |
| CENCORA INC | FIXED INCOME | 2/15/2035 | 5.2 | 395000 | 404492 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 3/30/2029 | 5.1 | 330000 | 334102 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 12/1/2035 | 5.9 | 125000 | 124976 |
| CHENIERE ENERGY PARTNERS | FIXED INCOME | 10/30/2035 | 5.6 | 110000 | 112734 |
| CITIGROUP INC | FIXED INCOME | 9/29/2027 | 4.5 | 27000 | 27176 |
| CITIGROUP INC | FIXED INCOME | 7/24/2028 | 3.7 | 390000 | 387691 |
| CITIGROUP INC | FIXED INCOME | 4/23/2029 | 4.1 | 157000 | 156922 |
| CITIGROUP INC | FIXED INCOME | 3/20/2030 | 4.0 | 260000 | 257793 |
| CITIGROUP INC | FIXED INCOME | 9/11/2031 | 4.5 | 360000 | 361220 |
| CITIGROUP INC | FIXED INCOME | 9/11/2036 | 5.2 | 225000 | 227457 |
| CITIGROUP INC | FIXED INCOME | 9/19/2030 | 4.5 | 341000 | 343752 |
| COLONY AMERICAN FINANCE LTD | FIXED INCOME | 10/15/2052 | 2.7 | 159618 | 159168 |
| COLONY AMERICAN FINANCE LTD | FIXED INCOME | 4/15/2053 | 1.6 | 762819 | 754138 |
| COLUMBIA PIPELINE HOLDCO | FIXED INCOME | 10/1/2031 | 5.1 | 87000 | 88608 |
| COLUMBIA PIPELINES OPCO | FIXED INCOME | 2/15/2035 | 5.4 | 570000 | 583418 |
| COMCAST CORP | FIXED INCOME | 6/1/2034 | 5.3 | 280000 | 288904 |
| COMCAST CORP | FIXED INCOME | 1/15/2037 | 5.2 | 159000 | 157019 |
| CONSTELLATION EN GEN LLC | FIXED INCOME | 3/1/2033 | 5.8 | 58000 | 62036 |
| CONSUMERS 23 SECURE FUND | FIXED INCOME | 9/1/2031 | 5.2 | 1339000 | 1378380 |
| CONSUMERS ENERGY CO | FIXED INCOME | 5/15/2033 | 4.6 | 330000 | 331868 |
| COOPERATIEVE RABOBANK UA | FIXED INCOME | 2/28/2029 | 5.6 | 450000 | 463037 |
| COREBRIDGE FINANCIAL INC | FIXED INCOME | 4/5/2029 | 3.9 | 230000 | 226536 |
| COREVEST AMERICAN FINANCE LTD | FIXED INCOME | 8/15/2053 | 1.4 | 5413 | 5367 |
| CREDIT ACCEPTANCE AUTO LOAN TR | FIXED INCOME | 9/15/2034 | 4.7 | 1264000 | 1263594 |
| CREDIT AGRICOLE SA | FIXED INCOME | 1/10/2030 | 5.3 | 368000 | 379213 |
| CREDIT AGRICOLE SA | FIXED INCOME | 1/9/2029 | 5.2 | 662000 | 675664 |
| CREDIT AGRICOLE SA | FIXED INCOME | 9/25/2033 | 4.8 | 255000 | 254967 |
| CREDIT SUISSE MORTGAGE TRUST | FIXED INCOME | 9/15/2037 | 4.0 | 800000 | 734185 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2028 | 4.3 | 53000 | 53211 |
| CVS HEALTH CORP | FIXED INCOME | 2/21/2030 | 5.1 | 300000 | 308361 |
| CVS PASS THROUGH TRUST | FIXED INCOME | 12/10/2028 | 6.0 | 86691 | 88010 |
| CVS PASS THROUGH TRUST | FIXED INCOME | 1/10/2033 | 5.8 | 27937 | 28459 |
| DANSKE BANK A/S | FIXED INCOME | 3/1/2030 | 5.7 | 530000 | 550956 |
| DANSKE BANK A/S | FIXED INCOME | 10/2/2030 | 4.6 | 341000 | 343701 |
| DANSKE BANK A/S | FIXED INCOME | 3/4/2031 | 5.0 | 235000 | 240144 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 4/1/2030 | 5.0 | 590000 | 604526 |
| DELTA AIR LINES 2015 1AA | FIXED INCOME | 1/30/2029 | 3.6 | 518694 | 513201 |
| DEUTSCHE BANK NY | FIXED INCOME | 1/18/2029 | 6.7 | 172000 | 180082 |
| DEUTSCHE BANK NY | FIXED INCOME | 11/20/2029 | 6.8 | 180000 | 191885 |
| DEUTSCHE BANK NY | FIXED INCOME | 5/10/2029 | 5.4 | 175000 | 181892 |
| DEUTSCHE BANK NY | FIXED INCOME | 5/9/2031 | 5.3 | 355000 | 363836 |
| DEUTSCHE BANK NY | FIXED INCOME | 8/4/2031 | 5.0 | 330000 | 333574 |
| DEUTSCHE BANK NY | FIXED INCOME | 1/10/2029 | 5.4 | 450000 | 459356 |

---

536

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| DNB BANK ASA | FIXED INCOME | 11/4/2031 | 4.4 | 420000 | 418832 |
| DRIVE AUTO RECEIVABLES TRUST | FIXED INCOME | 11/17/2031 | 5.4 | 1870000 | 1895838 |
| DRIVE AUTO RECEIVABLES TRUST | FIXED INCOME | 9/15/2032 | 5.0 | 1155000 | 1167947 |
| DRIVE AUTO RECEIVABLES TRUST | FIXED INCOME | 9/15/2032 | 4.4 | 835000 | 833684 |
| DUKE ENERGY CORP | FIXED INCOME | 9/15/2035 | 5.0 | 295000 | 293124 |
| DUPONT DE NEMOURS INC | FIXED INCOME | 11/15/2038 | 5.3 | 530000 | 532422 |
| EASTERN GAS TRAN | FIXED INCOME | 11/15/2029 | 3.0 | 384000 | 367142 |
| EDISON INTERNATIONAL | FIXED INCOME | 3/15/2028 | 4.1 | 150000 | 148308 |
| ELECTRICITE DE FRANCE SA | FIXED INCOME | 4/22/2029 | 5.7 | 390000 | 405803 |
| ELEMENT FLEET MANAGEMENT | FIXED INCOME | 12/4/2028 | 6.3 | 410000 | 432546 |
| ELI LILLY + CO | FIXED INCOME | 2/9/2034 | 4.7 | 575000 | 583228 |
| ENBRIDGE INC | FIXED INCOME | 3/8/2033 | 5.7 | 230000 | 242570 |
| ENERGY TRANSFER LP | FIXED INCOME | 9/15/2029 | 4.2 | 109000 | 108407 |
| ENERGY TRANSFER LP | FIXED INCOME | 7/1/2029 | 5.3 | 300000 | 308997 |
| ENI USA INC | FIXED INCOME | 11/15/2027 | 7.3 | 110000 | 116288 |
| EQT CORP | FIXED INCOME | 10/1/2027 | 3.9 | 76000 | 75663 |
| EQUINIX EU 2 FINANCING C | FIXED INCOME | 11/15/2030 | 4.6 | 315000 | 316159 |
| ESSEX PORTFOLIO LP | FIXED INCOME | 4/1/2034 | 5.5 | 90000 | 93336 |
| EVERGY MISSOURI WEST INC | FIXED INCOME | 12/15/2027 | 5.2 | 360000 | 367070 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 7/16/2029 | 5.7 | 1435000 | 1452054 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 3/15/2032 | 4.7 | 1145000 | 1148726 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 6/16/2031 | 4.6 | 1200000 | 1200042 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 5/15/2030 | 5.4 | 545000 | 549646 |
| EXETER SELECT AUTOMOBILE RECEI | FIXED INCOME | 12/15/2031 | 4.9 | 1290000 | 1303459 |
| EXTRA SPACE STORAGE LP | FIXED INCOME | 6/15/2029 | 4.0 | 243000 | 240823 |
| FANNIE MAE | FIXED INCOME | 9/25/2041 | 4.5 | 24680 | 24581 |
| FANNIE MAE | FIXED INCOME | 5/25/2026 | 3.0 | 2853 | 2853 |
| FANNIE MAE | FIXED INCOME | 10/25/2041 | 4.0 | 25279 | 24977 |
| FANNIE MAE | FIXED INCOME | 1/25/2041 | 5.0 | 1660429 | 1685063 |
| FANNIE MAE | FIXED INCOME | 9/25/2042 | 4.4 | 107020 | 105996 |
| FANNIE MAE | FIXED INCOME | 1/25/2043 | 4.0 | 483231 | 478202 |
| FANNIE MAE | FIXED INCOME | 3/25/2043 | 3.5 | 32196 | 30585 |
| FANNIE MAE | FIXED INCOME | 1/25/2046 | 3.0 | 186682 | 175985 |
| FANNIE MAE | FIXED INCOME | 3/25/2051 | 1.9 | 1019445 | 858423 |
| FANNIE MAE | FIXED INCOME | 3/25/2034 | 4.3 | 27214 | 27170 |
| FANNIE MAE | FIXED INCOME | 10/25/2035 | 4.4 | 65850 | 65479 |
| FANNIEMAE ACES | FIXED INCOME | 8/25/2029 | 3.0 | 967660 | 939909 |
| FANNIEMAE ACES | FIXED INCOME | 4/25/2028 | 3.1 | 830115 | 818383 |
| FANNIEMAE ACES | FIXED INCOME | 11/25/2031 | 1.7 | 1261000 | 1098802 |
| FANNIEMAE ACES | FIXED INCOME | 4/25/2032 | 2.1 | 1250000 | 1104839 |
| FANNIEMAE ACES | FIXED INCOME | 5/25/2032 | 3.8 | 2387 | 2387 |
| FED HM LN PC POOL Q14126 | FIXED INCOME | 12/1/2042 | 3.5 | 621728 | 593742 |
| FED HM LN PC POOL Q16560 | FIXED INCOME | 3/1/2043 | 4.0 | 2483290 | 2431937 |
| FED HM LN PC POOL Q40992 | FIXED INCOME | 6/1/2046 | 4.0 | 330633 | 320028 |
| FED HM LN PC POOL Q42280 | FIXED INCOME | 8/1/2046 | 4.0 | 145601 | 140931 |

---

537

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL QB1397 | FIXED INCOME | 7/1/2050 | 2.5 | 176922 | 150194 |
| FED HM LN PC POOL QC3244 | FIXED INCOME | 6/1/2051 | 3.0 | 676986 | 607422 |
| FED HM LN PC POOL RA5276 | FIXED INCOME | 5/1/2051 | 2.5 | 789912 | 678262 |
| FED HM LN PC POOL RA7937 | FIXED INCOME | 9/1/2052 | 5.0 | 670165 | 673611 |
| FED HM LN PC POOL SD1189 | FIXED INCOME | 7/1/2052 | 5.0 | 1220006 | 1225948 |
| FED HM LN PC POOL SD4432 | FIXED INCOME | 2/1/2052 | 2.5 | 729067 | 625565 |
| FED HM LN PC POOL U91363 | FIXED INCOME | 5/1/2043 | 4.0 | 716616 | 701803 |
| FED HM LN PC POOL U93176 | FIXED INCOME | 7/1/2046 | 3.5 | 244968 | 231265 |
| FED HM LN PC POOL WA1626 | FIXED INCOME | 8/1/2032 | 3.5 | 1320553 | 1264971 |
| FED HM LN PC POOL WN3233 | FIXED INCOME | 7/1/2033 | 3.2 | 1489502 | 1388525 |
| FED HM LN PC POOL ZM6956 | FIXED INCOME | 6/1/2048 | 4.5 | 427436 | 424871 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 9/25/2032 | 3.7 | 1300000 | 1259019 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 2/25/2033 | 4.6 | 1200000 | 1219638 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 11/25/2030 | 4.9 | 550000 | 568557 |
| FIRSTKEY HOMES 2020 SFR1 TRUST | FIXED INCOME | 9/17/2038 | 1.4 | 2129588 | 2087257 |
| FIRSTKEY HOMES 2020 SFR1 TRUST | FIXED INCOME | 8/17/2038 | 1.5 | 1099629 | 1081482 |
| FIRSTKEY HOMES 2020 SFR1 TRUST | FIXED INCOME | 7/17/2038 | 4.3 | 1252547 | 1250089 |
| FISERV INC | FIXED INCOME | 8/12/2034 | 5.2 | 460000 | 457516 |
| FLORIDA POWER + LIGHT CO | FIXED INCOME | 4/1/2033 | 5.1 | 350000 | 362950 |
| FNMA POOL 890599 | FIXED INCOME | 11/1/2033 | 3.5 | 243693 | 239863 |
| FNMA POOL AL3460 | FIXED INCOME | 5/1/2043 | 3.0 | 317800 | 294326 |
| FNMA POOL AL7395 | FIXED INCOME | 3/1/2038 | 5.5 | 335724 | 350695 |
| FNMA POOL AN2761 | FIXED INCOME | 9/1/2036 | 2.8 | 1374204 | 1277800 |
| FNMA POOL AN3961 | FIXED INCOME | 12/1/2031 | 3.2 | 1208421 | 1147531 |
| FNMA POOL AN6146 | FIXED INCOME | 7/1/2032 | 3.1 | 1495000 | 1397945 |
| FNMA POOL AN6846 | FIXED INCOME | 10/1/2029 | 2.9 | 4729314 | 4534727 |
| FNMA POOL AO8983 | FIXED INCOME | 7/1/2042 | 4.0 | 4027617 | 3940072 |
| FNMA POOL AR4159 | FIXED INCOME | 2/1/2043 | 4.0 | 1268976 | 1241335 |
| FNMA POOL AT2032 | FIXED INCOME | 4/1/2043 | 3.5 | 1506215 | 1432904 |
| FNMA POOL BF0163 | FIXED INCOME | 11/1/2046 | 5.0 | 864722 | 885035 |
| FNMA POOL BF0669 | FIXED INCOME | 6/1/2052 | 4.0 | 979399 | 946745 |
| FNMA POOL BK8753 | FIXED INCOME | 6/1/2049 | 4.5 | 126622 | 125681 |
| FNMA POOL BM3375 | FIXED INCOME | 1/1/2048 | 4.0 | 398339 | 386625 |
| FNMA POOL BM3499 | FIXED INCOME | 12/1/2047 | 4.0 | 2256375 | 2182108 |
| FNMA POOL BM6492 | FIXED INCOME | 11/1/2032 | 1.5 | 927990 | 785146 |
| FNMA POOL BM6734 | FIXED INCOME | 8/1/2059 | 4.0 | 965466 | 919578 |
| FNMA POOL BM7075 | FIXED INCOME | 3/1/2061 | 3.0 | 1023180 | 890432 |
| FNMA POOL BS4030 | FIXED INCOME | 1/1/2032 | 2.0 | 1474187 | 1308205 |
| FNMA POOL BS4275 | FIXED INCOME | 10/1/2029 | 2.0 | 2295540 | 2117469 |
| FNMA POOL BS4290 | FIXED INCOME | 10/1/2029 | 2.0 | 3000000 | 2773092 |
| FNMA POOL BS4375 | FIXED INCOME | 1/1/2032 | 2.1 | 1475246 | 1319881 |
| FNMA POOL BS4654 | FIXED INCOME | 3/1/2032 | 2.4 | 1094063 | 993035 |
| FNMA POOL BS5478 | FIXED INCOME | 11/1/2029 | 3.1 | 877611 | 841562 |
| FNMA POOL BS5580 | FIXED INCOME | 1/1/2032 | 3.7 | 1190000 | 1148916 |
| FNMA POOL BS5617 | FIXED INCOME | 5/1/2032 | 3.1 | 974976 | 915013 |

---

538

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL BS5619 | FIXED INCOME | 5/1/2032 | 3.1 | 1712154 | 1606385 |
| FNMA POOL BS5880 | FIXED INCOME | 1/1/2032 | 3.6 | 500000 | 479678 |
| FNMA POOL BS6339 | FIXED INCOME | 9/1/2032 | 3.8 | 960896 | 933021 |
| FNMA POOL BS6742 | FIXED INCOME | 11/1/2029 | 3.6 | 1483335 | 1454319 |
| FNMA POOL BS7361 | FIXED INCOME | 1/1/2030 | 4.8 | 2085000 | 2137595 |
| FNMA POOL BS7415 | FIXED INCOME | 1/1/2033 | 4.8 | 1500000 | 1538547 |
| FNMA POOL BS7422 | FIXED INCOME | 11/1/2030 | 4.9 | 1074459 | 1101540 |
| FNMA POOL BS7573 | FIXED INCOME | 1/1/2032 | 4.6 | 1000000 | 1009847 |
| FNMA POOL BS7643 | FIXED INCOME | 6/1/2031 | 4.4 | 1456993 | 1450301 |
| FNMA POOL BY4714 | FIXED INCOME | 6/1/2053 | 5.0 | 1861581 | 1869886 |
| FNMA POOL BZ0132 | FIXED INCOME | 3/1/2031 | 5.6 | 1381101 | 1455101 |
| FNMA POOL BZ2378 | FIXED INCOME | 11/1/2031 | 4.4 | 1000000 | 1008563 |
| FNMA POOL BZ3977 | FIXED INCOME | 6/1/2032 | 4.4 | 1000000 | 1005436 |
| FNMA POOL BZ4928 | FIXED INCOME | 9/1/2030 | 4.4 | 1000000 | 1010110 |
| FNMA POOL BZ5905 | FIXED INCOME | 1/1/2034 | 4.6 | 500000 | 501096 |
| FNMA POOL CA5702 | FIXED INCOME | 5/1/2050 | 2.5 | 790011 | 684886 |
| FNMA POOL CB1878 | FIXED INCOME | 10/1/2051 | 3.0 | 726972 | 652255 |
| FNMA POOL CB1908 | FIXED INCOME | 10/1/2051 | 2.5 | 884100 | 759760 |
| FNMA POOL CB2523 | FIXED INCOME | 1/1/2052 | 2.5 | 258188 | 221054 |
| FNMA POOL CB2637 | FIXED INCOME | 1/1/2052 | 2.5 | 725095 | 622366 |
| FNMA POOL CB2670 | FIXED INCOME | 1/1/2052 | 3.0 | 705414 | 625022 |
| FNMA POOL CB3265 | FIXED INCOME | 4/1/2052 | 3.0 | 1431078 | 1272634 |
| FNMA POOL CB3378 | FIXED INCOME | 4/1/2052 | 4.0 | 881108 | 841883 |
| FNMA POOL FM2096 | FIXED INCOME | 11/1/2049 | 3.5 | 1433503 | 1341218 |
| FNMA POOL FM7957 | FIXED INCOME | 7/1/2051 | 2.5 | 1012656 | 871383 |
| FNMA POOL FS0795 | FIXED INCOME | 1/1/2042 | 3.0 | 846903 | 798905 |
| FNMA POOL FS2707 | FIXED INCOME | 4/1/2052 | 3.5 | 1244309 | 1160691 |
| FNMA POOL FS5384 | FIXED INCOME | 6/1/2051 | 2.5 | 1672907 | 1446149 |
| FNMA POOL FS6323 | FIXED INCOME | 5/1/2052 | 3.5 | 1360662 | 1266076 |
| FNMA POOL FS6514 | FIXED INCOME | 9/1/2051 | 2.5 | 1251638 | 1075474 |
| FNMA POOL FS7749 | FIXED INCOME | 2/1/2052 | 3.0 | 1214778 | 1090677 |
| FNMA POOL MA2761 | FIXED INCOME | 9/1/2046 | 3.5 | 165001 | 155586 |
| FNMA POOL MA2793 | FIXED INCOME | 10/1/2046 | 3.5 | 344531 | 324872 |
| FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 12/15/2028 | 4.6 | 780000 | 785884 |
| FREDDIE MAC | FIXED INCOME | 11/15/2036 | 4.5 | 309517 | 312688 |
| FREDDIE MAC | FIXED INCOME | 1/15/2026 | 3.0 | 3889 | 3889 |
| FREDDIE MAC | FIXED INCOME | 1/15/2041 | 4.0 | 107612 | 106170 |
| FREDDIE MAC | FIXED INCOME | 2/15/2026 | 3.0 | 1152 | 1152 |
| FREDDIE MAC | FIXED INCOME | 1/15/2041 | 4.5 | 478431 | 482453 |
| FREDDIE MAC | FIXED INCOME | 1/15/2027 | 3.0 | 324490 | 322465 |
| FREDDIE MAC | FIXED INCOME | 5/15/2042 | 4.6 | 72646 | 72241 |
| FREDDIE MAC | FIXED INCOME | 11/15/2042 | 3.5 | 399300 | 385799 |
| FREDDIE MAC | FIXED INCOME | 6/15/2043 | 4.4 | 155843 | 153414 |
| FREDDIE MAC | FIXED INCOME | 8/25/2050 | 1.5 | 1248406 | 1017047 |
| FREDDIE MAC | FIXED INCOME | 8/25/2050 | 1.5 | 1197527 | 984458 |

---

539

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FREDDIE MAC | FIXED INCOME | 10/15/2040 | 4.6 | 51259 | 50897 |
| FREDDIE MAC | FIXED INCOME | 12/25/2051 | 2.0 | 887333 | 805057 |
| FREDDIE MAC | FIXED INCOME | 2/25/2052 | 2.5 | 1226613 | 1144820 |
| FREDDIE MAC | FIXED INCOME | 8/15/2033 | 5.5 | 55000 | 56318 |
| FREDDIE MAC | FIXED INCOME | 2/15/2035 | 5.0 | 153583 | 156760 |
| FREDDIE MAC | FIXED INCOME | 7/15/2039 | 5.3 | 20008 | 20401 |
| FREDDIE MAC SCRT | FIXED INCOME | 11/25/2061 | 3.3 | 1778578 | 1550987 |
| FREDDIE MAC SCRT | FIXED INCOME | 6/25/2057 | 3.5 | 597581 | 544813 |
| FREDDIE MAC SCRT | FIXED INCOME | 5/25/2057 | 3.5 | 695641 | 650927 |
| FREDDIE MAC SCRT | FIXED INCOME | 3/25/2058 | 3.5 | 1166437 | 1138490 |
| FREDDIE MAC SCRT | FIXED INCOME | 7/25/2058 | 3.5 | 389309 | 349146 |
| FREDDIE MAC SCRT | FIXED INCOME | 7/25/2058 | 3.5 | 277348 | 270406 |
| FREDDIE MAC SCRT | FIXED INCOME | 10/25/2062 | 3.0 | 1270481 | 1072879 |
| FREDDIE MAC SCRT | FIXED INCOME | 8/25/2058 | 4.0 | 751126 | 715533 |
| FREDDIE MAC SCRT | FIXED INCOME | 2/25/2059 | 4.0 | 925480 | 871789 |
| FREDDIE MAC SCRT | FIXED INCOME | 8/25/2059 | 2.5 | 991835 | 920986 |
| FREDDIE MAC SCRT | FIXED INCOME | 11/25/2063 | 3.0 | 1468861 | 1230850 |
| FREDDIE MAC SCRT | FIXED INCOME | 5/25/2064 | 3.5 | 1389658 | 1220099 |
| FREDDIE MAC SCRT | FIXED INCOME | 11/25/2064 | 3.3 | 1361310 | 1184135 |
| FREDDIE MAC SLST | FIXED INCOME | 10/25/2035 | 3.0 | 1209632 | 1136162 |
| FREDDIE MAC SLST | FIXED INCOME | 6/25/2028 | 3.5 | 935990 | 920422 |
| FREDDIE MAC SLST | FIXED INCOME | 11/25/2028 | 3.5 | 653444 | 643484 |
| FREDDIE MAC SLST | FIXED INCOME | 11/25/2029 | 2.8 | 662292 | 629649 |
| FREDDIE MAC SLST | FIXED INCOME | 5/25/2035 | 3.0 | 1506878 | 1401668 |
| FREDDIEMAC STRIP | FIXED INCOME | 7/15/2042 | 4.6 | 293557 | 292070 |
| FREDDIEMAC STRIP | FIXED INCOME | 8/15/2042 | 3.0 | 487228 | 452757 |
| FREDDIEMAC STRIP | FIXED INCOME | 8/15/2042 | 3.0 | 86538 | 80251 |
| FREDDIEMAC STRIP | FIXED INCOME | 3/15/2044 | 4.6 | 599162 | 595914 |
| FREDDIEMAC STRIP | FIXED INCOME | 10/15/2042 | 3.0 | 97178 | 90280 |
| FREDDIEMAC STRIP | FIXED INCOME | 1/15/2044 | 3.0 | 672196 | 621232 |
| FRTKL | FIXED INCOME | 9/17/2038 | 1.6 | 2615000 | 2564402 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 8/15/2029 | 3.2 | 219000 | 208946 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 8/15/2029 | 5.3 | 87000 | 89103 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2032 | 5.2 | 640000 | 640563 |
| GM FINANCIAL SECURITIZED TERM | FIXED INCOME | 8/16/2029 | 5.2 | 1000000 | 1017363 |
| GNMA II POOL 786842 | FIXED INCOME | 4/20/2053 | 4.0 | 716207 | 675616 |
| GNMA II POOL 788066 | FIXED INCOME | 7/20/2065 | 4.0 | 1403255 | 1333606 |
| GNMA II POOL BI0416 | FIXED INCOME | 11/20/2048 | 4.5 | 231710 | 227591 |
| GNMA II POOL BK7169 | FIXED INCOME | 12/20/2048 | 5.0 | 136446 | 138484 |
| GNMA II POOL BM9692 | FIXED INCOME | 7/20/2049 | 4.5 | 406561 | 400366 |
| GNMA II POOL BN7043 | FIXED INCOME | 9/20/2049 | 4.5 | 952210 | 940322 |
| GNMA II POOL BT8093 | FIXED INCOME | 4/20/2050 | 3.5 | 1606339 | 1461621 |
| GNMA II POOL MA7534 | FIXED INCOME | 8/20/2051 | 2.5 | 1796840 | 1553489 |
| GNMA II POOL MA8200 | FIXED INCOME | 8/20/2052 | 4.0 | 446760 | 426376 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/24/2029 | 6.5 | 300000 | 318447 |

---

540

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 7/23/2030 | 5.0 | 355000 | 363985 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/23/2030 | 4.7 | 330000 | 334726 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 4/23/2031 | 5.2 | 290000 | 299605 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2036 | 4.9 | 220000 | 218799 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 2/24/2028 | 2.6 | 276000 | 271730 |
| GOODMAN US FIN THREE | FIXED INCOME | 3/15/2028 | 3.7 | 150000 | 148419 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 3/16/2034 | 5.5 | 318062 | 325743 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/20/2037 | 5.5 | 111262 | 114139 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2038 | 5.3 | 104911 | 107511 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2038 | 5.5 | 540900 | 556800 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 4/20/2065 | 4.7 | 84187 | 84278 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 7/20/2065 | 4.6 | 106992 | 106907 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/20/2065 | 4.6 | 123403 | 123431 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/20/2065 | 4.6 | 155607 | 155615 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 12/20/2065 | 4.8 | 105423 | 105625 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 8/20/2066 | 4.9 | 270060 | 271215 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/20/2066 | 5.0 | 258231 | 259449 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 8/20/2044 | 6.0 | 169022 | 176550 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 4373577 | 4373577 |
| HCA INC | FIXED INCOME | 6/15/2029 | 4.1 | 370000 | 368890 |
| HCA INC | FIXED INCOME | 3/15/2032 | 3.6 | 350000 | 330939 |
| HCA INC | FIXED INCOME | 6/1/2028 | 5.2 | 90000 | 92267 |
| HCA INC | FIXED INCOME | 3/1/2030 | 5.3 | 270000 | 278948 |
| HCA INC | FIXED INCOME | 11/15/2032 | 4.6 | 530000 | 526083 |
| HEALTHPEAK OP LLC | FIXED INCOME | 12/1/2028 | 2.1 | 315000 | 297521 |
| HOME PARTNERS OF AMERICA TRUST | FIXED INCOME | 12/17/2026 | 1.9 | 1629968 | 1594201 |
| HSBC HOLDINGS PLC | FIXED INCOME | 9/22/2028 | 2.0 | 530000 | 511609 |
| HSBC HOLDINGS PLC | FIXED INCOME | 8/17/2029 | 2.2 | 200000 | 190186 |
| HSBC HOLDINGS PLC | FIXED INCOME | 5/17/2032 | 5.7 | 250000 | 263485 |
| HSBC HOLDINGS PLC | FIXED INCOME | 11/19/2030 | 5.3 | 265000 | 273501 |
| HSBC HOLDINGS PLC | FIXED INCOME | 3/3/2031 | 5.1 | 200000 | 204988 |
| HSBC HOLDINGS PLC | FIXED INCOME | 5/13/2031 | 5.2 | 200000 | 206128 |
| HUNTINGTON BANCSHARES | FIXED INCOME | 1/15/2031 | 5.3 | 160000 | 164816 |
| HUNTINGTON NATIONAL BANK | FIXED INCOME | 1/10/2030 | 5.7 | 414000 | 434100 |
| HYUNDAI CAPITAL AMERICA | FIXED INCOME | 10/15/2027 | 2.4 | 160000 | 155194 |
| INTL FLAVOR + FRAGRANCES | FIXED INCOME | 11/1/2030 | 2.3 | 240000 | 216636 |
| INVITATION HOMES TRUST | FIXED INCOME | 9/17/2041 | 4.0 | 938393 | 923363 |
| ITC HOLDINGS CORP | FIXED INCOME | 5/14/2030 | 3.0 | 250000 | 236115 |
| JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 12/1/2031 | 3.8 | 255000 | 242074 |
| JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 4/20/2035 | 6.0 | 90000 | 94696 |
| JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 1/15/2036 | 5.5 | 690000 | 701164 |
| JBS NV/USA FOODS/FOOD CO | FIXED INCOME | 3/15/2034 | 6.8 | 288000 | 318018 |
| KBC GROUP NV | FIXED INCOME | 9/23/2031 | 4.5 | 620000 | 618673 |
| KEYCORP | FIXED INCOME | 4/4/2031 | 5.1 | 240000 | 246619 |
| L3HARRIS TECH INC | FIXED INCOME | 7/31/2033 | 5.4 | 237000 | 247200 |

---

541

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| LIBERTY MUTUAL INSURANCE | FIXED INCOME | 10/15/2026 | 7.9 | 500000 | 513085 |
| LLOYDS BANKING GROUP PLC | FIXED INCOME | 3/22/2028 | 4.4 | 200000 | 201278 |
| LLOYDS BANKING GROUP PLC | FIXED INCOME | 11/4/2036 | 4.9 | 360000 | 356634 |
| MACQUARIE AIRFINANCE HLD | FIXED INCOME | 3/17/2030 | 5.2 | 338000 | 342681 |
| MARS INC | FIXED INCOME | 3/1/2032 | 5.0 | 395000 | 407525 |
| MARVELL TECHNOLOGY INC | FIXED INCOME | 4/15/2031 | 3.0 | 320000 | 296710 |
| MARVELL TECHNOLOGY INC | FIXED INCOME | 2/15/2029 | 5.8 | 300000 | 313107 |
| MARVELL TECHNOLOGY INC | FIXED INCOME | 7/15/2030 | 4.8 | 375000 | 380239 |
| MARVELL TECHNOLOGY INC | FIXED INCOME | 7/15/2035 | 5.5 | 505000 | 520594 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2032 | 4.6 | 2190000 | 2209973 |
| META PLATFORMS INC | FIXED INCOME | 11/15/2035 | 4.9 | 330000 | 330129 |
| MITSUBISHI UFJ FIN GRP | FIXED INCOME | 2/22/2031 | 5.5 | 440000 | 458665 |
| MITSUBISHI UFJ FIN GRP | FIXED INCOME | 4/24/2031 | 5.2 | 200000 | 206256 |
| MIZUHO FINANCIAL GROUP | FIXED INCOME | 7/8/2031 | 4.7 | 1175000 | 1190428 |
| MORGAN STANLEY | FIXED INCOME | 1/21/2028 | 2.5 | 71000 | 69840 |
| MORGAN STANLEY | FIXED INCOME | 7/20/2029 | 5.4 | 130000 | 134181 |
| MORGAN STANLEY | FIXED INCOME | 1/16/2030 | 5.2 | 180000 | 184927 |
| MORGAN STANLEY | FIXED INCOME | 4/18/2030 | 5.7 | 300000 | 312786 |
| MORGAN STANLEY | FIXED INCOME | 7/19/2030 | 5.0 | 220000 | 225773 |
| MORGAN STANLEY | FIXED INCOME | 10/22/2031 | 4.4 | 380000 | 378940 |
| MORGAN STANLEY | FIXED INCOME | 10/22/2036 | 4.9 | 175000 | 173836 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 7/18/2031 | 4.7 | 695000 | 704577 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 11/19/2031 | 4.5 | 500000 | 501375 |
| MPLX LP | FIXED INCOME | 4/1/2035 | 5.4 | 145000 | 146293 |
| MRCD MORTGAGE TRUST | FIXED INCOME | 12/15/2036 | 2.7 | 2500000 | 2092336 |
| NASDAQ INC | FIXED INCOME | 2/15/2034 | 5.6 | 92000 | 96710 |
| NATIONAL BANK OF CANADA | FIXED INCOME | 12/18/2028 | 5.6 | 340000 | 355426 |
| NATIONWIDE BLDG SOCIETY | FIXED INCOME | 3/8/2029 | 4.3 | 310000 | 310357 |
| NATIONWIDE BLDG SOCIETY | FIXED INCOME | 7/29/2029 | 5.1 | 502000 | 516307 |
| NATWEST GROUP PLC | FIXED INCOME | 3/2/2034 | 6.0 | 200000 | 214726 |
| NATWEST GROUP PLC | FIXED INCOME | 5/23/2031 | 5.1 | 245000 | 251600 |
| NATWEST GROUP PLC | FIXED INCOME | 5/8/2030 | 4.4 | 265000 | 265994 |
| NATWEST MARKETS PLC | FIXED INCOME | 5/17/2029 | 5.4 | 345000 | 358096 |
| NEXTERA ENERGY CAPITAL | FIXED INCOME | 2/28/2030 | 5.0 | 600000 | 619098 |
| NISOURCE INC | FIXED INCOME | 7/1/2029 | 5.2 | 250000 | 257833 |
| NORDEA BANK ABP | FIXED INCOME | 9/22/2027 | 5.4 | 200000 | 204818 |
| NORINCHUKIN BANK | FIXED INCOME | 9/9/2030 | 4.7 | 700000 | 704718 |
| NORTHWESTERN MUTUAL GLBL | FIXED INCOME | 5/28/2031 | 5.2 | 450000 | 467622 |
| NRG ENERGY INC | FIXED INCOME | 6/15/2029 | 4.5 | 175000 | 174136 |
| NRG ENERGY INC | FIXED INCOME | 12/2/2027 | 2.5 | 235000 | 227055 |
| NRG ENERGY INC | FIXED INCOME | 10/15/2030 | 4.7 | 385000 | 385200 |
| NTT FINANCE CORP | FIXED INCOME | 7/16/2032 | 5.2 | 960000 | 985891 |
| NVENT FINANCE SARL | FIXED INCOME | 4/15/2028 | 4.6 | 127000 | 127701 |
| ORACLE CORP | FIXED INCOME | 2/6/2033 | 4.9 | 270000 | 260272 |
| ORACLE CORP | FIXED INCOME | 9/26/2032 | 4.8 | 400000 | 386544 |

---

542

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 5/15/2034 | 5.8 | 470000 | 489148 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 8/15/2035 | 6.0 | 220000 | 231480 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 10/15/2032 | 5.1 | 250000 | 251845 |
| PAGAYA AI TECHNOLOGY IN HOUSIN | FIXED INCOME | 10/25/2040 | 3.6 | 1000000 | 973941 |
| PG+E ENERGY RECOVERY FND | FIXED INCOME | 7/15/2033 | 1.5 | 282002 | 262104 |
| PG+E WILDFIRE RECOVERY | FIXED INCOME | 6/1/2038 | 4.3 | 245000 | 238735 |
| PIONEER NATURAL RESOURCE | FIXED INCOME | 1/15/2031 | 2.2 | 135000 | 122606 |
| PLAINS ALL AMER PIPELINE | FIXED INCOME | 12/15/2029 | 3.6 | 470000 | 457197 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 1/24/2034 | 5.1 | 317000 | 324732 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 10/21/2032 | 4.8 | 210000 | 214026 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 1/29/2031 | 5.2 | 800000 | 829048 |
| PNC FINANCIAL SERVICES | FIXED INCOME | 7/21/2036 | 5.4 | 260000 | 268076 |
| PRINCIPAL FINANCIAL GRP | FIXED INCOME | 2/15/2028 | 4.1 | 176000 | 175710 |
| PRM7 TRUST | FIXED INCOME | 11/10/2042 | 4.4 | 1171000 | 1154957 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 2/17/2041 | 3.4 | 1141675 | 1106773 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 4/17/2039 | 3.2 | 666147 | 656888 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 6/17/2041 | 3.0 | 1245969 | 1190005 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 8/9/2029 | 3.0 | 1628863 | 1551496 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 7/17/2038 | 1.5 | 1430476 | 1412606 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 10/17/2038 | 1.5 | 2045610 | 2010795 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 1/17/2039 | 2.3 | 1624921 | 1535068 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 7/17/2042 | 3.4 | 1245000 | 1184808 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 12/17/2042 | 4.0 | 1500000 | 1456935 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 3/17/2040 | 4.3 | 2009962 | 2005888 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 7/17/2041 | 3.1 | 1585069 | 1515384 |
| PROGRESS RESIDENTIAL TRUST | FIXED INCOME | 10/17/2042 | 3.9 | 1600000 | 1549704 |
| PROTECTIVE LIFE CORP | FIXED INCOME | 1/15/2031 | 4.7 | 400000 | 401764 |
| PUBLIC SERVICE ELECTRIC | FIXED INCOME | 3/15/2033 | 4.7 | 450000 | 453060 |
| PUGET ENERGY INC | FIXED INCOME | 3/15/2035 | 5.7 | 100000 | 102771 |
| QUANTA SERVICES INC | FIXED INCOME | 10/1/2030 | 2.9 | 610000 | 571857 |
| QUANTA SERVICES INC | FIXED INCOME | 8/9/2034 | 5.3 | 600000 | 617106 |
| QUANTA SERVICES INC | FIXED INCOME | 8/9/2035 | 5.1 | 215000 | 215995 |
| REGENCY CENTERS LP | FIXED INCOME | 9/15/2029 | 3.0 | 195000 | 186968 |
| REPUBLIC SERVICES INC | FIXED INCOME | 4/1/2034 | 5.0 | 110000 | 112924 |
| ROCC TRUST | FIXED INCOME | 11/13/2041 | 5.4 | 720000 | 740484 |
| ROYAL BANK OF CANADA | FIXED INCOME | 10/18/2030 | 4.7 | 400000 | 405756 |
| RTX CORP | FIXED INCOME | 2/27/2033 | 5.2 | 193000 | 200025 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 4/16/2029 | 6.0 | 2315000 | 2342748 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 8/15/2030 | 5.6 | 1950000 | 1984410 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 3/15/2030 | 5.5 | 3266000 | 3304838 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 9/17/2029 | 4.9 | 1915000 | 1929310 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 1/15/2031 | 4.8 | 1430000 | 1440811 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 1/15/2032 | 4.5 | 990000 | 992722 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 1/10/2029 | 6.5 | 800000 | 836088 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 4/15/2031 | 5.7 | 300000 | 312741 |

---

543

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 9/22/2029 | 4.3 | 415000 | 415411 |
| SCE RECOVERY FUNDING LLC | FIXED INCOME | 3/15/2047 | 5.3 | 865000 | 869429 |
| SCF EQUIPMENT TRUST LLC | FIXED INCOME | 1/20/2032 | 5.5 | 890000 | 907870 |
| SKANDINAVISKA ENSKILDA | FIXED INCOME | 3/5/2029 | 5.4 | 365000 | 377454 |
| SKANDINAVISKA ENSKILDA | FIXED INCOME | 9/3/2030 | 4.5 | 200000 | 200978 |
| SMITHFIELD FOODS INC | FIXED INCOME | 4/1/2029 | 5.2 | 260000 | 263505 |
| SOCIETE GENERALE | FIXED INCOME | 1/10/2034 | 6.7 | 735000 | 801326 |
| SOCIETE GENERALE | FIXED INCOME | 5/22/2031 | 5.5 | 772000 | 796758 |
| SOUTHERN CAL EDISON | FIXED INCOME | 6/1/2031 | 5.5 | 360000 | 372827 |
| SOUTHERN CAL EDISON | FIXED INCOME | 3/1/2035 | 5.5 | 595000 | 604443 |
| SOUTHERN CO | FIXED INCOME | 6/15/2033 | 5.2 | 120000 | 123482 |
| SOUTHERN CO GAS CAPITAL | FIXED INCOME | 9/15/2035 | 5.1 | 130000 | 131190 |
| SOUTHWESTERN ELEC POWER | FIXED INCOME | 4/1/2033 | 5.3 | 360000 | 369983 |
| STRIPS | FIXED INCOME | 11/15/2032 |  | 10630000 | 8062729 |
| SUMITOMO MITSUI FINL GRP | FIXED INCOME | 7/16/2029 | 3.0 | 740000 | 710881 |
| SUMITOMO MITSUI FINL GRP | FIXED INCOME | 1/13/2030 | 5.7 | 310000 | 326033 |
| SWEDBANK AB | FIXED INCOME | 9/20/2027 | 5.3 | 450000 | 459860 |
| SYNOPSYS INC | FIXED INCOME | 4/1/2035 | 5.2 | 225000 | 228875 |
| TAKE TWO INTERACTIVE SOF | FIXED INCOME | 6/12/2029 | 5.4 | 530000 | 548237 |
| TAKEDA PHARMACEUTICAL | FIXED INCOME | 3/31/2030 | 2.1 | 300000 | 274314 |
| TARGA RESOURCES CORP | FIXED INCOME | 9/15/2030 | 4.9 | 329000 | 335577 |
| TORONTO DOMINION BANK | FIXED INCOME | 1/30/2032 | 5.3 | 225000 | 235208 |
| TRICON AMERICAN HOMES | FIXED INCOME | 7/17/2038 | 1.5 | 341807 | 336627 |
| TRICON RESIDENTIAL | FIXED INCOME | 7/17/2038 | 1.9 | 1764992 | 1741696 |
| TRICON RESIDENTIAL | FIXED INCOME | 4/17/2039 | 3.9 | 915692 | 910802 |
| TRICON RESIDENTIAL | FIXED INCOME | 6/17/2040 | 4.8 | 1315833 | 1316368 |
| TRUIST FINANCIAL CORP | FIXED INCOME | 1/26/2029 | 4.9 | 1101000 | 1118330 |
| TRUIST FINANCIAL CORP | FIXED INCOME | 10/23/2036 | 5.0 | 270000 | 267538 |
| TYSON FOODS INC | FIXED INCOME | 3/15/2034 | 5.7 | 190000 | 200574 |
| UBS GROUP AG | FIXED INCOME | 9/23/2031 | 4.4 | 200000 | 199208 |
| UBS GROUP AG | FIXED INCOME | 3/23/2037 | 5.0 | 395000 | 392223 |
| UBS GROUP AG | FIXED INCOME | 11/6/2033 | 4.8 | 410000 | 410767 |
| UDR INC | FIXED INCOME | 1/15/2030 | 3.2 | 155000 | 149133 |
| UNITED AIR 2014 2 A PTT | FIXED INCOME | 3/3/2028 | 3.8 | 1157817 | 1153116 |
| UNITED AIR 2016 1 B PTT | FIXED INCOME | 7/7/2027 | 3.7 | 46851 | 46738 |
| UNITED AIR 2016 2 A PTT | FIXED INCOME | 4/7/2030 | 3.1 | 174642 | 166313 |
| UNITED AIR 2018 1 A PTT | FIXED INCOME | 9/1/2031 | 3.7 | 237468 | 226003 |
| UNITED AIR 2018 1 B PTT | FIXED INCOME | 9/1/2027 | 4.6 | 27389 | 27397 |
| UNITED AIR 2019 2 AA PTT | FIXED INCOME | 11/1/2033 | 2.7 | 249395 | 228234 |
| UNITED AIR 2019 2 B PTT | FIXED INCOME | 11/1/2029 | 3.5 | 194693 | 189597 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/24/2031 | 2.7 | 535000 | 476091 |
| UNITED MEXICAN STATES | FIXED INCOME | 5/13/2030 | 6.0 | 375000 | 393214 |
| UNITED MEXICAN STATES | FIXED INCOME | 7/2/2032 | 5.9 | 376000 | 386787 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/22/2033 | 5.4 | 793000 | 785467 |
| US BANCORP | FIXED INCOME | 1/23/2030 | 5.4 | 475000 | 492129 |

---

544

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| US BANCORP | FIXED INCOME | 5/15/2031 | 5.1 | 145000 |  | 149537 |
| US DOLLAR | CASH |  |  |  |  | 0 |
| US TREASURY N/B | FIXED INCOME | 8/15/2040 | 1.1 | 3842000 |  | 2422261 |
| US TREASURY N/B | FIXED INCOME | 5/15/2040 | 1.1 | 3754000 |  | 2392002 |
| US TREASURY N/B | FIXED INCOME | 8/15/2043 | 4.4 | 2605000 |  | 2497544 |
| US TREASURY N/B | FIXED INCOME | 2/15/2029 | 2.6 | 3130000 |  | 3044659 |
| US TREASURY N/B | FIXED INCOME | 5/15/2029 | 2.4 | 6910000 |  | 6648716 |
| US TREASURY N/B | FIXED INCOME | 2/15/2030 | 1.5 | 8590000 |  | 7896089 |
| US TREASURY N/B | FIXED INCOME | 11/15/2031 | 1.4 | 8496600 |  | 7410628 |
| US TREASURY N/B | FIXED INCOME | 2/15/2032 | 1.9 | 12335000 |  | 11016697 |
| US TREASURY N/B | FIXED INCOME | 8/31/2029 | 3.1 | 8800000 |  | 8657000 |
| US TREASURY N/B | FIXED INCOME | 2/15/2033 | 3.5 | 12000000 |  | 11681250 |
| US TREASURY N/B | FIXED INCOME | 7/31/2030 | 4.0 | 300000 |  | 304055 |
| US TREASURY N/B | FIXED INCOME | 2/15/2034 | 4.0 | 10908900 |  | 10895264 |
| US TREASURY N/B | FIXED INCOME | 8/15/2034 | 3.9 | 10795000 |  | 10649942 |
| US TREASURY N/B | FIXED INCOME | 11/15/2034 | 4.3 | 200000 |  | 202563 |
| VERISK ANALYTICS INC | FIXED INCOME | 4/1/2033 | 5.8 | 215000 |  | 228005 |
| VERIZON MASTER TRUST | FIXED INCOME | 8/20/2030 | 4.2 | 1905000 |  | 1916119 |
| VERIZON MASTER TRUST | FIXED INCOME | 8/20/2032 | 4.4 | 1200000 |  | 1210736 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2033 | 4.9 | 325000 |  | 330532 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2029 | 5.6 | 335000 |  | 346775 |
| WELLS FARGO + COMPANY | FIXED INCOME | 10/23/2029 | 6.3 | 450000 |  | 475758 |
| WELLS FARGO + COMPANY | FIXED INCOME | 1/23/2030 | 5.2 | 340000 |  | 350333 |
| WELLS FARGO + COMPANY | FIXED INCOME | 12/3/2035 | 5.2 | 315000 |  | 322349 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2029 | 5.0 | 220000 |  | 224151 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2036 | 5.6 | 847000 |  | 889096 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 7/15/2048 | 2.9 | 1045000 |  | 1039021 |
| WESTPAC NEW ZEALAND LTD | FIXED INCOME | 2/15/2028 | 4.9 | 490000 |  | 498884 |
| WESTPAC NEW ZEALAND LTD | FIXED INCOME | 2/28/2029 | 5.2 | 480000 |  | 494731 |
| WILLIAMS COMPANIES INC | FIXED INCOME | 3/15/2035 | 5.6 | 165000 |  | 171697 |
| WORLD OMNI AUTO RECEIVABLES TR | FIXED INCOME | 7/15/2030 | 5.2 | 1720000 |  | 1758662 |
| WORLD OMNI AUTO RECEIVABLES TR | FIXED INCOME | 12/17/2029 | 5.1 | 560000 |  | 568658 |
|  | **Sub-Total: Fund 5758 13 of 16** | **Sub-Total: Fund 5758 13 of 16** | **Sub-Total: Fund 5758 13 of 16** | **Sub-Total: Fund 5758 13 of 16** | **Total** | $**402459013** |

---

545

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ABBVIE INC | FIXED INCOME | 11/21/2029 | 3.2 | 2450000 |  | $2377358 |
|  | ALTRIA GROUP INC | FIXED INCOME | 8/6/2030 | 4.5 | 1225000 |  | 1234335 |
|  | AT+T INC | FIXED INCOME | 2/15/2030 | 4.3 | 2214000 |  | 2218207 |
|  | AT+T INC | FIXED INCOME | 2/15/2027 | 3.8 | 1300000 |  | 1297855 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 12/20/2028 | 3.4 | 1950000 |  | 1927205 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 7/22/2028 | 4.9 | 4400000 |  | 4462744 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 1/24/2029 | 5.0 | 575000 |  | 585856 |
|  | BANK OF NEW YORK MELLON | FIXED INCOME | 4/20/2029 | 4.7 | 1550000 |  | 1576071 |
|  | BANK OF NY MELLON CORP | FIXED INCOME | 10/25/2028 | 5.8 | 1300000 |  | 1344252 |
|  | BANK OF NY MELLON CORP | FIXED INCOME | 10/25/2029 | 6.3 | 825000 |  | 876150 |
|  | BARCLAYS PLC | FIXED INCOME | 5/9/2028 | 4.8 | 1200000 |  | 1209168 |
|  | BARCLAYS PLC | FIXED INCOME | 9/23/2035 | 3.6 | 700000 |  | 660989 |
|  | BARCLAYS PLC | FIXED INCOME | 11/24/2032 | 2.9 | 700000 |  | 636699 |
|  | BARCLAYS PLC | FIXED INCOME | 8/9/2033 | 5.7 | 750000 |  | 788250 |
|  | BAT CAPITAL CORP | FIXED INCOME | 8/2/2033 | 6.4 | 500000 |  | 551945 |
|  | BAT CAPITAL CORP | FIXED INCOME | 3/25/2031 | 2.7 | 2275000 |  | 2098392 |
|  | BAT CAPITAL CORP | FIXED INCOME | 3/16/2032 | 4.7 | 3050000 |  | 3079128 |
|  | BAYER US FINANCE II LLC | FIXED INCOME | 12/15/2028 | 4.4 | 2525000 |  | 2526742 |
|  | BERKSHIRE HATHAWAY ENERG | FIXED INCOME | 7/15/2030 | 3.7 | 1250000 |  | 1230288 |
|  | BMW US CAPITAL LLC | FIXED INCOME | 4/11/2026 | 2.8 | 1092000 |  | 1088254 |
|  | BMW US CAPITAL LLC | FIXED INCOME | 8/11/2030 | 4.5 | 1175000 |  | 1180816 |
|  | BNP PARIBAS | FIXED INCOME | 5/12/2026 | 4.4 | 1275000 |  | 1273993 |
|  | BNP PARIBAS | FIXED INCOME | 3/13/2027 | 4.6 | 1825000 |  | 1831588 |
|  | BNP PARIBAS | FIXED INCOME | 8/12/2035 | 2.6 | 875000 |  | 791928 |
|  | BNP PARIBAS | FIXED INCOME | 1/20/2028 | 2.6 | 2225000 |  | 2188777 |
|  | BNSF RAILWAY CO 2015 1 P | FIXED INCOME | 6/16/2028 | 3.4 | 2354566 |  | 2304602 |
|  | BOSTON PROPERTIES LP | FIXED INCOME | 12/1/2028 | 4.5 | 1645000 |  | 1656301 |
|  | BOSTON PROPERTIES LP | FIXED INCOME | 6/21/2029 | 3.4 | 1325000 |  | 1283395 |
|  | BOSTON PROPERTIES LP | FIXED INCOME | 12/1/2027 | 6.8 | 1150000 |  | 1203809 |
|  | BOSTON PROPERTIES LP | FIXED INCOME | 1/15/2034 | 6.5 | 600000 |  | 647076 |
|  | CAPITAL ONE FINANCIAL CO | FIXED INCOME | 5/10/2033 | 5.3 | 1225000 |  | 1257181 |
|  | CAPITAL ONE FINANCIAL CO | FIXED INCOME | 2/1/2034 | 5.8 | 650000 |  | 681324 |
|  | CAPITAL ONE FINANCIAL CO | FIXED INCOME | 6/8/2029 | 6.3 | 650000 |  | 682429 |
|  | CAPITAL ONE FINANCIAL CO | FIXED INCOME | 9/11/2031 | 4.5 | 750000 |  | 749048 |
|  | CHARLES SCHWAB CORP | FIXED INCOME | 5/19/2029 | 5.6 | 1600000 |  | 1660960 |
|  | CHARLES SCHWAB CORP | FIXED INCOME | 5/19/2034 | 5.9 | 825000 |  | 884177 |
|  | CHARLES SCHWAB CORP | FIXED INCOME | 11/17/2029 | 6.2 | 625000 |  | 661481 |
|  | CHARTER COMM OPT LLC/CAP | FIXED INCOME | 3/15/2028 | 4.2 | 725000 |  | 721571 |
|  | CHARTER COMM OPT LLC/CAP | FIXED INCOME | 4/1/2033 | 4.4 | 5925000 |  | 5599362 |
|  | CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/1/2029 | 6.1 | 1850000 |  | 1931345 |

---

546

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CIGNA GROUP/THE | FIXED INCOME | 10/15/2028 | 4.4 | 525000 | 529783 |
| CITIGROUP INC | FIXED INCOME | 7/25/2028 | 4.1 | 2500000 | 2500050 |
| CITIGROUP INC | FIXED INCOME | 3/31/2031 | 4.4 | 2075000 | 2075291 |
| COMCAST CORP | FIXED INCOME | 4/1/2030 | 3.4 | 1150000 | 1116363 |
| COX COMMUNICATIONS INC | FIXED INCOME | 9/15/2026 | 3.4 | 3209000 | 3190003 |
| CVS HEALTH CORP | FIXED INCOME | 3/25/2028 | 4.3 | 919000 | 922667 |
| DOMINION ENERGY INC | FIXED INCOME | 4/1/2030 | 3.4 | 1825000 | 1761673 |
| DOW CHEMICAL CO/THE | FIXED INCOME | 11/30/2028 | 4.8 | 900000 | 913581 |
| DUKE ENERGY FLORIDA LLC | FIXED INCOME | 12/1/2030 | 4.2 | 450000 | 450734 |
| ECMC GROUP STUDENT LOAN TRUST | FIXED INCOME | 11/25/2074 | 4.9 | 4849112 | 4837850 |
| ELEVANCE HEALTH INC | FIXED INCOME | 12/1/2027 | 3.7 | 2150000 | 2139788 |
| EXELON CORP | FIXED INCOME | 4/15/2030 | 4.1 | 1475000 | 1462979 |
| EXELON CORP | FIXED INCOME | 3/15/2032 | 3.4 | 2150000 | 2012594 |
| EXELON CORP | FIXED INCOME | 3/15/2031 | 5.1 | 2125000 | 2196761 |
| FED HM LN PC POOL 2B3805 | FIXED INCOME | 2/1/2045 | 6.6 | 212358 | 215287 |
| FED HM LN PC POOL 2B3821 | FIXED INCOME | 2/1/2045 | 6.6 | 162663 | 166225 |
| FED HM LN PC POOL 840963 | FIXED INCOME | 1/1/2049 | 6.1 | 879179 | 905102 |
| FED HM LN PC POOL 849506 | FIXED INCOME | 11/1/2044 | 6.3 | 589944 | 605710 |
| FED HM LN PC POOL 8C6022 | FIXED INCOME | 1/1/2053 | 3.9 | 1419575 | 1402575 |
| FED HM LN PC POOL G07943 | FIXED INCOME | 8/1/2044 | 4.5 | 1393079 | 1390673 |
| FED HM LN PC POOL G60480 | FIXED INCOME | 11/1/2045 | 4.5 | 383589 | 382927 |
| FED HM LN PC POOL G60701 | FIXED INCOME | 3/1/2046 | 4.5 | 517576 | 519357 |
| FED HM LN PC POOL G60920 | FIXED INCOME | 4/1/2046 | 4.5 | 333266 | 333340 |
| FED HM LN PC POOL QE2001 | FIXED INCOME | 5/1/2052 | 3.5 | 1037260 | 962323 |
| FED HM LN PC POOL RA2958 | FIXED INCOME | 7/1/2050 | 2.0 | 537761 | 445633 |
| FED HM LN PC POOL RA3019 | FIXED INCOME | 7/1/2050 | 2.5 | 6736127 | 5827005 |
| FED HM LN PC POOL RA6337 | FIXED INCOME | 11/1/2051 | 2.5 | 3013870 | 2595876 |
| FED HM LN PC POOL RA6705 | FIXED INCOME | 2/1/2052 | 3.0 | 6221890 | 5582450 |
| FED HM LN PC POOL RA9436 | FIXED INCOME | 7/1/2053 | 5.5 | 3050106 | 3105532 |
| FED HM LN PC POOL RB5119 | FIXED INCOME | 7/1/2041 | 2.5 | 1345441 | 1216850 |
| FED HM LN PC POOL SC0078 | FIXED INCOME | 10/1/2040 | 2.5 | 5527972 | 5064229 |
| FED HM LN PC POOL SC0085 | FIXED INCOME | 10/1/2040 | 2.5 | 4565855 | 4185228 |
| FED HM LN PC POOL SC0087 | FIXED INCOME | 10/1/2040 | 2.5 | 3279741 | 3003052 |
| FED HM LN PC POOL SC0092 | FIXED INCOME | 8/1/2040 | 2.5 | 1684716 | 1544759 |
| FED HM LN PC POOL SD1048 | FIXED INCOME | 6/1/2052 | 3.5 | 4940388 | 4615127 |
| FED HM LN PC POOL SD1085 | FIXED INCOME | 6/1/2052 | 3.5 | 16441744 | 15356835 |
| FED HM LN PC POOL SD1346 | FIXED INCOME | 7/1/2052 | 3.5 | 4244595 | 3964187 |
| FED HM LN PC POOL SD3433 | FIXED INCOME | 6/1/2053 | 5.5 | 3749191 | 3812619 |
| FED HM LN PC POOL SD5311 | FIXED INCOME | 4/1/2054 | 5.5 | 1849913 | 1894346 |
| FED HM LN PC POOL SD6182 | FIXED INCOME | 9/1/2053 | 5.5 | 3165132 | 3219048 |
| FED HM LN PC POOL SD8214 | FIXED INCOME | 5/1/2052 | 3.5 | 579040 | 537253 |
| FED HM LN PC POOL SD8222 | FIXED INCOME | 6/1/2052 | 4.0 | 1016603 | 970753 |
| FED HM LN PC POOL SD8245 | FIXED INCOME | 9/1/2052 | 4.5 | 547549 | 537663 |
| FED HM LN PC POOL SD8331 | FIXED INCOME | 6/1/2053 | 5.5 | 2289102 | 2328888 |
| FED HM LN PC POOL SD8467 | FIXED INCOME | 10/1/2054 | 4.5 | 1752731 | 1714146 |

---

547

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL SL3293 | FIXED INCOME | 4/1/2055 | 4.5 | 2368239 | 2316104 |
| FNMA POOL AH6790 | FIXED INCOME | 3/1/2041 | 4.5 | 442554 | 443528 |
| FNMA POOL AJ4102 | FIXED INCOME | 11/1/2041 | 6.3 | 140532 | 144763 |
| FNMA POOL AL2733 | FIXED INCOME | 7/1/2041 | 6.5 | 73537 | 76051 |
| FNMA POOL AL6107 | FIXED INCOME | 12/1/2044 | 6.0 | 678964 | 696949 |
| FNMA POOL AL6245 | FIXED INCOME | 1/1/2045 | 5.9 | 170226 | 174666 |
| FNMA POOL AL6436 | FIXED INCOME | 1/1/2032 | 4.5 | 599876 | 603944 |
| FNMA POOL AL8618 | FIXED INCOME | 6/1/2036 | 4.0 | 267125 | 265854 |
| FNMA POOL AL9781 | FIXED INCOME | 2/1/2046 | 4.5 | 354558 | 356862 |
| FNMA POOL AR6900 | FIXED INCOME | 3/1/2043 | 6.5 | 32256 | 33020 |
| FNMA POOL AY0615 | FIXED INCOME | 4/1/2045 | 6.6 | 35995 | 36929 |
| FNMA POOL BJ9262 | FIXED INCOME | 6/1/2048 | 4.5 | 505423 | 502059 |
| FNMA POOL BK0946 | FIXED INCOME | 8/1/2048 | 6.4 | 379760 | 391962 |
| FNMA POOL BK2035 | FIXED INCOME | 5/1/2048 | 6.6 | 574363 | 590085 |
| FNMA POOL BM1357 | FIXED INCOME | 1/1/2043 | 4.5 | 524847 | 526002 |
| FNMA POOL BM1687 | FIXED INCOME | 1/1/2047 | 4.0 | 467023 | 451452 |
| FNMA POOL BM3363 | FIXED INCOME | 9/1/2046 | 4.0 | 1390679 | 1344312 |
| FNMA POOL BM5704 | FIXED INCOME | 12/1/2048 | 5.0 | 77720 | 78967 |
| FNMA POOL BM6066 | FIXED INCOME | 8/1/2048 | 6.3 | 397827 | 410081 |
| FNMA POOL BM7048 | FIXED INCOME | 7/1/2052 | 3.1 | 9297459 | 9055647 |
| FNMA POOL BM7080 | FIXED INCOME | 10/1/2052 | 3.7 | 5944799 | 5876473 |
| FNMA POOL BM7241 | FIXED INCOME | 7/1/2053 | 4.3 | 1508041 | 1492394 |
| FNMA POOL BN5247 | FIXED INCOME | 2/1/2049 | 5.0 | 280839 | 285609 |
| FNMA POOL CA6713 | FIXED INCOME | 8/1/2050 | 2.5 | 9251123 | 8011496 |
| FNMA POOL CA6950 | FIXED INCOME | 9/1/2050 | 2.5 | 11048730 | 9550718 |
| FNMA POOL CA6981 | FIXED INCOME | 9/1/2050 | 2.0 | 5421999 | 4489330 |
| FNMA POOL CA7728 | FIXED INCOME | 11/1/2050 | 2.5 | 5420264 | 4688923 |
| FNMA POOL CB3257 | FIXED INCOME | 4/1/2052 | 3.5 | 115447 | 107704 |
| FNMA POOL CB4852 | FIXED INCOME | 10/1/2052 | 4.5 | 1643473 | 1613543 |
| FNMA POOL FA0161 | FIXED INCOME | 12/1/2054 | 5.5 | 1497171 | 1522321 |
| FNMA POOL FA1758 | FIXED INCOME | 9/1/2054 | 4.5 | 3791676 | 3718588 |
| FNMA POOL FM5789 | FIXED INCOME | 1/1/2041 | 2.5 | 2162549 | 1980386 |
| FNMA POOL FM8768 | FIXED INCOME | 2/1/2051 | 2.5 | 2188291 | 1889562 |
| FNMA POOL FS1083 | FIXED INCOME | 3/1/2052 | 2.5 | 2485074 | 2140607 |
| FNMA POOL FS3427 | FIXED INCOME | 10/1/2052 | 4.0 | 3034005 | 2906638 |
| FNMA POOL FS3503 | FIXED INCOME | 10/1/2052 | 3.5 | 1157859 | 1079935 |
| FNMA POOL FS3743 | FIXED INCOME | 9/1/2042 | 3.0 | 4230954 | 3928339 |
| FNMA POOL FS9830 | FIXED INCOME | 4/1/2054 | 5.5 | 865792 | 880363 |
| FNMA POOL MA1858 | FIXED INCOME | 4/1/2034 | 4.0 | 1925022 | 1920087 |
| FNMA POOL MA2019 | FIXED INCOME | 9/1/2034 | 4.0 | 231361 | 230672 |
| FNMA POOL MA2909 | FIXED INCOME | 2/1/2037 | 3.5 | 1761376 | 1717810 |
| FNMA POOL MA3617 | FIXED INCOME | 3/1/2049 | 5.0 | 391862 | 398148 |
| FNMA POOL MA4423 | FIXED INCOME | 9/1/2041 | 2.5 | 1068822 | 965676 |
| FNMA POOL MA4600 | FIXED INCOME | 5/1/2052 | 3.5 | 3470208 | 3224072 |
| FNMA POOL MA4626 | FIXED INCOME | 6/1/2052 | 4.0 | 2460904 | 2349914 |

---

548

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | FNMA POOL MA4784 | FIXED INCOME | 10/1/2052 | 4.5 | 1198864 | 1177031 |
| | FNMA POOL MA5070 | FIXED INCOME | 7/1/2053 | 4.5 | 1275639 | 1250787 |
| | FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 2/15/2028 | 4.7 | 762922 | 765155 |
| | FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 7/15/2029 | 4.1 | 1686000 | 1692419 |
| | FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 12/15/2028 | 5.1 | 5139103 | 5189222 |
| | FORD MOTOR CREDIT CO LLC | FIXED INCOME | 5/12/2028 | 6.8 | 2450000 | 2556796 |
| | FREDDIE MAC | FIXED INCOME | 5/15/2040 | 4.0 | 1598102 | 1585362 |
| | FREDDIE MAC | FIXED INCOME | 4/25/2050 | 2.5 | 4538756 | 3985013 |
| | FREDDIE MAC SCRT | FIXED INCOME | 6/25/2057 | 4.5 | 638576 | 630498 |
| | GM FINANCIAL SECURITIZED TERM | FIXED INCOME | 4/16/2032 | 3.9 | 1551000 | 1550127 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 3/15/2028 | 3.6 | 3350000 | 3331307 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 12/20/2066 | 5.3 | 1701383 | 1711514 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/20/2069 | 4.8 | 2324463 | 2322198 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 9/20/2068 | 4.9 | 2764306 | 2778330 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 6/20/2070 | 4.5 | 8183692 | 8114893 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 12/20/2071 | 4.7 | 3276861 | 3279741 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 2/20/2067 | 4.5 | 954538 | 952863 |
| | GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 5/20/2072 | 4.9 | 5634949 | 5668531 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 6734096 | 6734096 |
| | HONDA AUTO RECEIVABLES OWNER T | FIXED INCOME | 2/21/2030 | 4.0 | 2520000 | 2535048 |
| | HONDA AUTO RECEIVABLES OWNER T | FIXED INCOME | 3/21/2029 | 4.6 | 2394000 | 2412227 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 6/9/2028 | 4.8 | 700000 | 705978 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 8/11/2028 | 5.2 | 3700000 | 3762567 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 11/3/2028 | 7.4 | 650000 | 687193 |
| | HYUNDAI AUTO RECEIVABLES TRUST | FIXED INCOME | 4/15/2030 | 3.9 | 941000 | 942885 |
| | IMPERIAL BRANDS FIN PLC | FIXED INCOME | 7/26/2026 | 3.5 | 344000 | 342473 |
| | IMPERIAL BRANDS FIN PLC | FIXED INCOME | 7/26/2029 | 3.9 | 3125000 | 3065250 |
| | IMPERIAL BRANDS FIN PLC | FIXED INCOME | 6/30/2028 | 4.5 | 325000 | 327733 |
| | JAPAN TOBACCO INC | FIXED INCOME | 5/15/2028 | 4.9 | 425000 | 432446 |
| | JAPAN TOBACCO INC | FIXED INCOME | 6/15/2030 | 5.3 | 500000 | 518675 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/1/2027 | 4.3 | 800000 | 806040 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 3/24/2031 | 4.5 | 2350000 | 2371902 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 5/13/2031 | 3.0 | 1325000 | 1250919 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/26/2028 | 4.3 | 1075000 | 1079193 |
|  | KINDER MORGAN INC | FIXED INCOME | 6/1/2033 | 5.2 | 1225000 | 1262081 |
|  | KINDER MORGAN INC | FIXED INCOME | 6/1/2030 | 5.2 | 950000 | 983041 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 6/13/2029 | 4.8 | 2275000 | 2313152 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 3/24/2026 | 4.7 | 1500000 | 1500285 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 3/18/2028 | 3.8 | 775000 | 772319 |
|  | MARS INC | FIXED INCOME | 3/1/2027 | 4.5 | 225000 | 226685 |
|  | MARS INC | FIXED INCOME | 3/1/2028 | 4.6 | 1050000 | 1064322 |
|  | MARS INC | FIXED INCOME | 3/1/2030 | 4.8 | 525000 | 536786 |
|  | META PLATFORMS INC | FIXED INCOME | 11/15/2030 | 4.2 | 1200000 | 1203876 |
|  | NATWEST GROUP PLC | FIXED INCOME | 6/14/2027 | 1.6 | 1900000 | 1879081 |
|  | NATWEST GROUP PLC | FIXED INCOME | 9/13/2029 | 5.8 | 650000 | 677469 |

---

549

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | NATWEST GROUP PLC | FIXED INCOME | 6/1/2034 | 6.5 | 575000 | 604607 |
| | NATWEST GROUP PLC | FIXED INCOME | 4/5/2026 | 4.8 | 525000 | 526019 |
| | NEXTERA ENERGY CAPITAL | FIXED INCOME | 6/15/2028 | 1.9 | 3000000 | 2859480 |
| | NEXTERA ENERGY CAPITAL | FIXED INCOME | 7/15/2032 | 5.0 | 1400000 | 1435658 |
| | ORACLE CORP | FIXED INCOME | 4/1/2027 | 2.8 | 2350000 | 2304128 |
| | PHILIP MORRIS INTL INC | FIXED INCOME | 5/1/2030 | 2.1 | 2175000 | 1993431 |
| | PHILIP MORRIS INTL INC | FIXED INCOME | 11/17/2027 | 5.1 | 1375000 | 1404810 |
| | PHILIP MORRIS INTL INC | FIXED INCOME | 2/15/2030 | 5.1 | 1050000 | 1086036 |
| | PROSUS NV | FIXED INCOME | 1/21/2030 | 3.7 | 2525000 | 2423874 |
| | SHERWIN WILLIAMS CO | FIXED INCOME | 6/1/2027 | 3.5 | 1475000 | 1464483 |
| | SLC STUDENT LOAN TRUST | FIXED INCOME | 2/15/2068 | 4.6 | 8676176 | 8389698 |
| | SLM STUDENT LOAN TRUST | FIXED INCOME | 3/25/2055 | 4.6 | 9130928 | 8997834 |
| | SOUTHERN CO | FIXED INCOME | 8/1/2027 | 5.1 | 1375000 | 1396931 |
| | SOUTHERN CO | FIXED INCOME | 4/30/2030 | 3.7 | 2200000 | 2149840 |
| \* | STATE STREET CORP | FIXED INCOME | 3/30/2031 | 3.2 | 1835000 | 1769656 |
| \* | STATE STREET CORP | FIXED INCOME | 11/21/2034 | 6.1 | 1400000 | 1515318 |
|  | T MOBILE USA INC | FIXED INCOME | 4/15/2027 | 3.8 | 2675000 | 2666761 |
|  | T MOBILE USA INC | FIXED INCOME | 2/15/2031 | 2.6 | 1250000 | 1142513 |
|  | T MOBILE USA INC | FIXED INCOME | 1/15/2033 | 5.2 | 1275000 | 1317496 |
|  | TEXAS NATURAL GAS SECURITIZTN | FIXED INCOME | 4/1/2035 | 5.1 | 3223634 | 3320045 |
|  | TOYOTA AUTO RECEIVABLES OWNER | FIXED INCOME | 2/15/2029 | 5.0 | 5800000 | 5898150 |
|  | TOYOTA AUTO RECEIVABLES OWNER | FIXED INCOME | 8/15/2029 | 4.6 | 4547000 | 4597568 |
|  | TRANSCANADA PIPELINES | FIXED INCOME | 5/15/2028 | 4.3 | 575000 | 576501 |
|  | TRANSCANADA PIPELINES | FIXED INCOME | 4/15/2030 | 4.1 | 2625000 | 2597569 |
|  | TRANSCONT GAS PIPE LINE | FIXED INCOME | 5/15/2030 | 3.3 | 1950000 | 1869426 |
|  | UBS GROUP AG | FIXED INCOME | 9/22/2029 | 6.2 | 550000 | 579222 |
|  | UBS GROUP AG | FIXED INCOME | 8/10/2027 | 1.5 | 725000 | 713262 |
|  | UBS GROUP AG | FIXED INCOME | 5/12/2028 | 4.8 | 1650000 | 1663217 |
|  | UBS GROUP AG | FIXED INCOME | 1/12/2027 | 5.7 | 2875000 | 2875978 |
|  | UNITED MEXICAN STATES | FIXED INCOME | 2/9/2035 | 6.4 | 1275000 | 1336481 |
|  | UNITED MEXICAN STATES | FIXED INCOME | 7/2/2032 | 5.9 | 1300000 | 1337297 |
|  | US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 37000000 | (80252) |
|  | US DOLLAR | CASH |  |  | 499391 | 499391 |
|  | US TREASURY N/B | FIXED INCOME | 5/15/2043 | 3.9 | 14433000 | 12996465 |
|  | US TREASURY N/B | FIXED INCOME | 2/15/2044 | 4.5 | 7344000 | 7132860 |
|  | US TREASURY N/B | FIXED INCOME | 2/15/2035 | 4.6 | 1866000 | 1941223 |
|  | US TREASURY N/B | FIXED INCOME | 5/15/2035 | 4.3 | 4195000 | 4238916 |
|  | US TREASURY N/B | FIXED INCOME | 5/31/2032 | 4.1 | 2479000 | 2515217 |
|  | US TREASURY N/B | FIXED INCOME | 8/15/2035 | 4.3 | 5297000 | 5345832 |
|  | US TREASURY N/B | FIXED INCOME | 9/30/2032 | 3.9 | 8817000 | 8803223 |
|  | VERIZON COMMUNICATIONS | FIXED INCOME | 3/21/2031 | 2.6 | 2625000 | 2399355 |
|  | VIRGINIA ELEC + POWER CO | FIXED INCOME | 3/15/2027 | 3.5 | 1550000 | 1543087 |
|  | WELLS FARGO + COMPANY | FIXED INCOME | 7/22/2027 | 4.3 | 2050000 | 2058733 |
|  | WELLS FARGO + COMPANY | FIXED INCOME | 4/4/2031 | 4.5 | 4150000 | 4182453 |
|  | WELLS FARGO + COMPANY | FIXED INCOME | 6/2/2028 | 2.4 | 600000 | 586284 |

---

550

------

---

| | | |
|:---|:---|:---|
| **Sub-Total: Fund 5759 14 of 16** | **Total** | $**466856278** |

---

551

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | ADNOC MURBAN RSC LTD | FIXED INCOME | 9/11/2034 | 4.5 | 44000 |  | $43312 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2030 | 4.1 | 342000 |  | 343382 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2035 | 4.7 | 238000 |  | 238519 |
|  | AMAZON.COM INC | FIXED INCOME | 11/20/2028 | 3.9 | 258000 |  | 258869 |
|  | AMAZON.COM INC | FIXED INCOME | 11/20/2030 | 4.1 | 220000 |  | 220400 |
|  | AMERICAN ELECTRIC POWER | FIXED INCOME | 12/1/2028 | 4.3 | 131000 |  | 132102 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | FIXED INCOME | 4/15/2032 | 4.5 | 369000 |  | 376438 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | FIXED INCOME | 7/15/2032 | 4.5 | 256000 |  | 261793 |
|  | AMPHENOL CORP | FIXED INCOME | 11/15/2027 | 3.8 | 64000 |  | 63964 |
|  | AMPHENOL CORP | FIXED INCOME | 11/15/2028 | 3.9 | 103000 |  | 102915 |
|  | ANTOFAGASTA PLC | FIXED INCOME | 5/13/2032 | 5.6 | 26000 |  | 26972 |
|  | ANTOFAGASTA PLC | FIXED INCOME | 9/9/2035 | 5.6 | 25000 |  | 25648 |
|  | APA CORP | FIXED INCOME | 10/15/2028 | 4.4 | 395000 |  | 393894 |
|  | AVIS BUDGET RENTAL CAR FUNDING | FIXED INCOME | 2/20/2028 | 1.7 | 401000 |  | 392024 |
|  | AVOLON HOLDINGS FNDG LTD | FIXED INCOME | 10/15/2032 | 5.0 | 184000 |  | 182513 |
|  | BANCO SANTANDER SA | FIXED INCOME | 11/6/2030 | 4.6 | 200000 |  | 200504 |
|  | BANCO SANTANDER SA | FIXED INCOME | 11/6/2035 | 5.1 | 200000 |  | 200536 |
|  | BANK | FIXED INCOME | 3/15/2058 | 5.6 | 209612 |  | 221928 |
|  | BANK | FIXED INCOME | 6/15/2057 | 5.7 | 174960 |  | 186016 |
|  | BANK | FIXED INCOME | 11/15/2062 | 3.0 | 50000 |  | 47400 |
|  | BANK | FIXED INCOME | 10/15/2057 | 5.1 | 56301 |  | 57352 |
|  | BANK | FIXED INCOME | 12/25/2067 | 5.3 | 143079 |  | 147619 |
|  | BANK OF AMERICA CORP | FIXED INCOME | 7/23/2030 | 3.2 | 323000 |  | 312205 |
|  | BANK5 | FIXED INCOME | 12/15/2058 | 5.3 | 87040 |  | 90072 |
|  | BENCHMARK MORTGAGE TRUST | FIXED INCOME | 3/15/2053 | 2.3 | 54000 |  | 48873 |
|  | BHP BILLITON FIN USA LTD | FIXED INCOME | 2/28/2028 | 4.8 | 82000 |  | 83318 |
|  | BHP BILLITON FIN USA LTD | FIXED INCOME | 2/21/2030 | 5.0 | 79000 |  | 81496 |
|  | BLACK HILLS CORP | FIXED INCOME | 1/31/2031 | 4.6 | 169000 |  | 169069 |
|  | BMO MORTGAGE TRUST | FIXED INCOME | 3/15/2057 | 5.6 | 128990 |  | 135771 |
|  | BOEING CO | FIXED INCOME | 2/1/2028 | 3.3 | 51000 |  | 50152 |
|  | BOEING CO/THE | FIXED INCOME | 5/1/2029 | 6.3 | 568000 |  | 603528 |
|  | BPR TRUST | FIXED INCOME | 11/5/2042 | 4.9 | 100000 |  | 100548 |
|  | BROADCOM INC | FIXED INCOME | 2/15/2036 | 4.8 | 25000 |  | 24726 |
|  | BROOKLYN UNION GAS CO | FIXED INCOME | 3/10/2026 | 3.4 | 625000 |  | 624250 |
|  | BX TRUST | FIXED INCOME | 11/13/2046 | 5.4 | 100000 |  | 101288 |
|  | CANADIAN IMPERIAL BANK | FIXED INCOME | 9/8/2031 | 4.6 | 155000 |  | 156280 |
|  | CAPITAL ONE MULTI ASSET EXECUT | FIXED INCOME | 9/15/2032 | 4.0 | 180000 |  | 179987 |
|  | CARMAX SELECT RECEIVABLES TRUS | FIXED INCOME | 3/15/2029 | 4.2 | 209000 |  | 209302 |
|  | CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 2/10/2028 | 4.6 | 28136 |  | 28154 |
|  | CARVANA AUTO RECEIVABLES TRUST | FIXED INCOME | 2/12/2029 | 4.1 | 368000 |  | 368123 |

---

552

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CATERPILLAR FINL SERVICE | FIXED INCOME | 11/14/2028 | 4.0 | 105000 | 105263 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 6/1/2034 | 6.6 | 190000 | 200169 |
| CHILE ELECTRICITY LUX | FIXED INCOME | 10/20/2035 | 5.6 | 99706 | 102741 |
| CHILE ELECTRICITY LUX | FIXED INCOME | 10/20/2035 | 5.7 | 266990 | 276815 |
| CHUBB INA HOLDINGS LLC | FIXED INCOME | 8/15/2035 | 4.9 | 251000 | 252503 |
| CITIBANK CREDIT CARD ISSUANCE | FIXED INCOME | 6/21/2032 | 4.5 | 168000 | 171428 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 12/10/2049 | 3.7 | 516000 | 507275 |
| CITIGROUP INC | FIXED INCOME | 9/11/2031 | 4.5 | 206000 | 206698 |
| CLECO POWER LLC | FIXED INCOME | 1/15/2036 | 5.3 | 107000 | 107950 |
| COLUMBIA UNIVERSITY | FIXED INCOME | 10/1/2035 | 4.4 | 20000 | 19651 |
| CORNELL UNIVERSITY | FIXED INCOME | 6/15/2030 | 4.2 | 55000 | 55266 |
| CORNELL UNIVERSITY | FIXED INCOME | 6/15/2035 | 4.7 | 73000 | 73375 |
| CVS HEALTH CORP | FIXED INCOME | 6/1/2034 | 5.7 | 213000 | 223620 |
| DAYTON POWER + LIGHT CO/ | FIXED INCOME | 8/15/2030 | 4.6 | 156000 | 155270 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 2/15/2031 | 4.5 | 340000 | 339701 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 2/15/2036 | 5.1 | 132000 | 130490 |
| DRIVE AUTO RECEIVABLES TRUST | FIXED INCOME | 10/16/2028 | 4.3 | 338000 | 338383 |
| DRIVE AUTO RECEIVABLES TRUST | FIXED INCOME | 9/15/2032 | 4.1 | 177000 | 177427 |
| DTE ENERGY CO | FIXED INCOME | 3/1/2029 | 5.1 | 112000 | 114873 |
| ELEMENT FLEET MANAGEMENT | FIXED INCOME | 11/24/2030 | 4.6 | 100000 | 100269 |
| ELI LILLY + CO | FIXED INCOME | 10/15/2035 | 4.9 | 414000 | 421763 |
| ENBRIDGE INC | FIXED INCOME | 11/20/2028 | 4.2 | 502000 | 502868 |
| ENEL FINANCE INTL NV | FIXED INCOME | 7/12/2028 | 2.1 | 63000 | 59925 |
| ENEL FINANCE INTL NV | FIXED INCOME | 7/12/2031 | 2.5 | 121000 | 108895 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 6/20/2028 | 4.3 | 65000 | 65589 |
| EQUINOR ASA | FIXED INCOME | 12/1/2028 | 6.5 | 160000 | 171219 |
| EQUINOR ASA | FIXED INCOME | 6/2/2028 | 4.3 | 426000 | 429843 |
| EQUINOR ASA | FIXED INCOME | 9/3/2030 | 4.5 | 227000 | 230516 |
| ESSENTIAL UTILITIES INC | FIXED INCOME | 1/15/2034 | 5.4 | 74000 | 76486 |
| ESSENTIAL UTILITIES INC | FIXED INCOME | 8/15/2035 | 5.3 | 141000 | 144067 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 6/15/2028 | 4.4 | 473000 | 473537 |
| FANNIE MAE | FIXED INCOME | 6/25/2046 | 2.0 | 144637 | 131439 |
| FANNIE MAE | FIXED INCOME | 6/25/2041 | 2.0 | 92604 | 85218 |
| FANNIE MAE | FIXED INCOME | 10/25/2054 | 5.0 | 205088 | 206545 |
| FED HM LN PC POOL G67710 | FIXED INCOME | 3/1/2048 | 3.5 | 55154 | 52058 |
| FED HM LN PC POOL QA4675 | FIXED INCOME | 11/1/2049 | 3.0 | 225645 | 203430 |
| FED HM LN PC POOL QA6370 | FIXED INCOME | 1/1/2050 | 3.0 | 192330 | 173395 |
| FED HM LN PC POOL QA6505 | FIXED INCOME | 1/1/2050 | 3.0 | 60920 | 54922 |
| FED HM LN PC POOL QA6518 | FIXED INCOME | 1/1/2050 | 3.0 | 43312 | 39112 |
| FED HM LN PC POOL QA7075 | FIXED INCOME | 2/1/2050 | 3.0 | 141177 | 127486 |
| FED HM LN PC POOL QC5978 | FIXED INCOME | 8/1/2051 | 2.5 | 403681 | 347033 |
| FED HM LN PC POOL QJ4522 | FIXED INCOME | 9/1/2054 | 6.0 | 112687 | 116497 |
| FED HM LN PC POOL QX4834 | FIXED INCOME | 2/1/2055 | 6.5 | 44766 | 47027 |
| FED HM LN PC POOL QX4963 | FIXED INCOME | 2/1/2055 | 5.0 | 31437 | 31476 |
| FED HM LN PC POOL QX8832 | FIXED INCOME | 3/1/2055 | 6.0 | 20758 | 21475 |

---

553

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL QY1310 | FIXED INCOME | 4/1/2055 | 6.5 | 99386 | 104139 |
| FED HM LN PC POOL QZ7843 | FIXED INCOME | 11/1/2055 | 5.5 | 411297 | 424611 |
| FED HM LN PC POOL RA3078 | FIXED INCOME | 7/1/2050 | 3.0 | 261324 | 235851 |
| FED HM LN PC POOL RA5257 | FIXED INCOME | 5/1/2051 | 2.0 | 672117 | 549260 |
| FED HM LN PC POOL RA5478 | FIXED INCOME | 7/1/2051 | 2.5 | 152295 | 131315 |
| FED HM LN PC POOL RA6333 | FIXED INCOME | 11/1/2051 | 2.0 | 373698 | 304476 |
| FED HM LN PC POOL RA7402 | FIXED INCOME | 5/1/2052 | 3.5 | 35425 | 32957 |
| FED HM LN PC POOL RA7485 | FIXED INCOME | 6/1/2052 | 4.0 | 430028 | 410751 |
| FED HM LN PC POOL RA8424 | FIXED INCOME | 1/1/2053 | 6.0 | 237026 | 244742 |
| FED HM LN PC POOL RA9307 | FIXED INCOME | 6/1/2053 | 5.5 | 314234 | 321503 |
| FED HM LN PC POOL RC2104 | FIXED INCOME | 7/1/2036 | 2.0 | 80080 | 74452 |
| FED HM LN PC POOL RJ1752 | FIXED INCOME | 5/1/2054 | 4.5 | 110908 | 109079 |
| FED HM LN PC POOL RJ1757 | FIXED INCOME | 6/1/2054 | 5.0 | 114635 | 115496 |
| FED HM LN PC POOL RJ1758 | FIXED INCOME | 6/1/2054 | 5.0 | 116705 | 117555 |
| FED HM LN PC POOL RJ4375 | FIXED INCOME | 6/1/2055 | 5.5 | 265291 | 273688 |
| FED HM LN PC POOL RR0048 | FIXED INCOME | 12/1/2040 | 5.0 | 61546 | 62385 |
| FED HM LN PC POOL SB0545 | FIXED INCOME | 11/1/2035 | 2.0 | 9771 | 9150 |
| FED HM LN PC POOL SB0816 | FIXED INCOME | 6/1/2037 | 1.5 | 313046 | 283372 |
| FED HM LN PC POOL SB0880 | FIXED INCOME | 5/1/2037 | 3.0 | 45959 | 44701 |
| FED HM LN PC POOL SB1427 | FIXED INCOME | 5/1/2037 | 3.0 | 80930 | 78527 |
| FED HM LN PC POOL SB1677 | FIXED INCOME | 9/1/2040 | 5.0 | 204135 | 208030 |
| FED HM LN PC POOL SC0765 | FIXED INCOME | 8/1/2045 | 5.0 | 263613 | 266176 |
| FED HM LN PC POOL SD0748 | FIXED INCOME | 11/1/2051 | 2.5 | 344894 | 297557 |
| FED HM LN PC POOL SD0895 | FIXED INCOME | 2/1/2052 | 2.0 | 782686 | 643144 |
| FED HM LN PC POOL SD1068 | FIXED INCOME | 1/1/2051 | 3.5 | 370270 | 347993 |
| FED HM LN PC POOL SD1143 | FIXED INCOME | 9/1/2050 | 4.5 | 195184 | 193884 |
| FED HM LN PC POOL SD1581 | FIXED INCOME | 9/1/2052 | 2.5 | 39617 | 33742 |
| FED HM LN PC POOL SD3812 | FIXED INCOME | 2/1/2051 | 2.5 | 35550 | 30466 |
| FED HM LN PC POOL SD3873 | FIXED INCOME | 5/1/2052 | 2.5 | 233260 | 198697 |
| FED HM LN PC POOL SD5654 | FIXED INCOME | 5/1/2054 | 5.5 | 146983 | 150901 |
| FED HM LN PC POOL SD6338 | FIXED INCOME | 8/1/2054 | 6.5 | 253174 | 265228 |
| FED HM LN PC POOL SD7501 | FIXED INCOME | 7/1/2049 | 4.0 | 294974 | 285416 |
| FED HM LN PC POOL SD7518 | FIXED INCOME | 6/1/2050 | 3.0 | 346072 | 313016 |
| FED HM LN PC POOL SD7554 | FIXED INCOME | 4/1/2052 | 2.5 | 207777 | 179067 |
| FED HM LN PC POOL SD7574 | FIXED INCOME | 9/1/2054 | 6.0 | 300469 | 313032 |
| FED HM LN PC POOL SD8089 | FIXED INCOME | 7/1/2050 | 2.5 | 22011 | 18877 |
| FED HM LN PC POOL SD8106 | FIXED INCOME | 11/1/2050 | 2.0 | 339721 | 278308 |
| FED HM LN PC POOL SD8114 | FIXED INCOME | 12/1/2050 | 2.5 | 67550 | 57826 |
| FED HM LN PC POOL SD8121 | FIXED INCOME | 1/1/2051 | 2.0 | 207679 | 169813 |
| FED HM LN PC POOL SD8128 | FIXED INCOME | 2/1/2051 | 2.0 | 172004 | 140583 |
| FED HM LN PC POOL SD8166 | FIXED INCOME | 9/1/2051 | 2.0 | 141532 | 115557 |
| FED HM LN PC POOL SD8194 | FIXED INCOME | 2/1/2052 | 2.5 | 59452 | 50635 |
| FED HM LN PC POOL SD8220 | FIXED INCOME | 6/1/2052 | 3.0 | 383312 | 340835 |
| FED HM LN PC POOL SD8225 | FIXED INCOME | 7/1/2052 | 3.0 | 178597 | 158939 |
| FED HM LN PC POOL SD8236 | FIXED INCOME | 8/1/2052 | 3.5 | 303058 | 281140 |

---

554

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FED HM LN PC POOL SD8237 | FIXED INCOME | 8/1/2052 | 4.0 | 32971 | 31474 |
| FED HM LN PC POOL SD8300 | FIXED INCOME | 2/1/2053 | 5.5 | 418793 | 426633 |
| FED HM LN PC POOL SL0112 | FIXED INCOME | 11/1/2054 | 6.0 | 34065 | 35521 |
| FED HM LN PC POOL SL0393 | FIXED INCOME | 2/1/2055 | 6.0 | 266301 | 279481 |
| FED HM LN PC POOL SL1562 | FIXED INCOME | 10/1/2053 | 3.0 | 254733 | 226505 |
| FED HM LN PC POOL SL2772 | FIXED INCOME | 8/1/2055 | 6.5 | 230490 | 242988 |
| FED HM LN PC POOL ZS4743 | FIXED INCOME | 11/1/2047 | 3.5 | 27651 | 25988 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 10/25/2033 | 4.9 | 266038 | 275270 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 8/25/2031 | 4.5 | 181102 | 183797 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 8/25/2035 | 4.6 | 130711 | 131575 |
| FIRST INVESTORS AUTO OWNER TRU | FIXED INCOME | 12/15/2028 | 4.3 | 231000 | 231439 |
| FIRSTENERGY CORP | FIXED INCOME | 7/15/2027 | 3.9 | 454000 | 452570 |
| FIRSTENERGY TRANSMISSION | FIXED INCOME | 9/15/2028 | 2.9 | 480000 | 464280 |
| FIRSTENERGY TRANSMISSION | FIXED INCOME | 1/15/2033 | 4.8 | 119000 | 118912 |
| FNMA POOL BP4938 | FIXED INCOME | 5/1/2050 | 3.0 | 17946 | 16202 |
| FNMA POOL BP6618 | FIXED INCOME | 8/1/2050 | 2.5 | 187639 | 160804 |
| FNMA POOL BV9931 | FIXED INCOME | 6/1/2052 | 4.0 | 407888 | 389492 |
| FNMA POOL BW9898 | FIXED INCOME | 10/1/2052 | 4.5 | 303703 | 298904 |
| FNMA POOL CA3809 | FIXED INCOME | 7/1/2049 | 3.0 | 164087 | 148174 |
| FNMA POOL CA4657 | FIXED INCOME | 10/1/2048 | 3.5 | 215535 | 203193 |
| FNMA POOL CA4860 | FIXED INCOME | 12/1/2049 | 3.0 | 5022 | 4527 |
| FNMA POOL CA4881 | FIXED INCOME | 12/1/2034 | 2.5 | 462481 | 441755 |
| FNMA POOL CA5220 | FIXED INCOME | 2/1/2050 | 3.0 | 192803 | 171159 |
| FNMA POOL CA6847 | FIXED INCOME | 8/1/2035 | 2.5 | 154119 | 147171 |
| FNMA POOL CA7144 | FIXED INCOME | 9/1/2035 | 2.5 | 120536 | 115055 |
| FNMA POOL CB0478 | FIXED INCOME | 5/1/2036 | 2.0 | 150184 | 139628 |
| FNMA POOL CB1382 | FIXED INCOME | 8/1/2051 | 2.5 | 367538 | 316906 |
| FNMA POOL CB1469 | FIXED INCOME | 8/1/2036 | 2.0 | 133724 | 124284 |
| FNMA POOL CB1856 | FIXED INCOME | 10/1/2051 | 2.0 | 32010 | 26103 |
| FNMA POOL CB2275 | FIXED INCOME | 12/1/2051 | 2.5 | 291190 | 250056 |
| FNMA POOL CB2610 | FIXED INCOME | 1/1/2052 | 2.0 | 659586 | 539730 |
| FNMA POOL CB2751 | FIXED INCOME | 2/1/2052 | 2.5 | 67066 | 57123 |
| FNMA POOL CB3050 | FIXED INCOME | 3/1/2052 | 2.5 | 317116 | 270128 |
| FNMA POOL CB3599 | FIXED INCOME | 5/1/2052 | 3.5 | 32162 | 29924 |
| FNMA POOL CB3760 | FIXED INCOME | 5/1/2052 | 3.5 | 214569 | 199620 |
| FNMA POOL CB3768 | FIXED INCOME | 6/1/2052 | 3.5 | 448198 | 416972 |
| FNMA POOL CB5769 | FIXED INCOME | 2/1/2053 | 5.0 | 253969 | 254979 |
| FNMA POOL CB5774 | FIXED INCOME | 2/1/2053 | 5.5 | 397870 | 405704 |
| FNMA POOL CB5986 | FIXED INCOME | 3/1/2053 | 5.0 | 597062 | 601506 |
| FNMA POOL CB8852 | FIXED INCOME | 7/1/2054 | 6.0 | 43090 | 44891 |
| FNMA POOL CB9904 | FIXED INCOME | 1/1/2055 | 5.5 | 179297 | 183121 |
| FNMA POOL CC1196 | FIXED INCOME | 10/1/2055 | 5.0 | 207817 | 209983 |
| FNMA POOL CC1197 | FIXED INCOME | 10/1/2055 | 5.0 | 282370 | 284844 |
| FNMA POOL CC1198 | FIXED INCOME | 10/1/2055 | 5.0 | 264775 | 266772 |
| FNMA POOL CC1394 | FIXED INCOME | 11/1/2055 | 6.0 | 265605 | 278289 |

---

555

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA POOL CC1466 | FIXED INCOME | 11/1/2055 | 6.5 | 255533 | 270920 |
| FNMA POOL CC1714 | FIXED INCOME | 12/1/2055 | 6.0 | 277713 | 290397 |
| FNMA POOL CC1715 | FIXED INCOME | 12/1/2055 | 6.0 | 329903 | 344648 |
| FNMA POOL DD5580 | FIXED INCOME | 3/1/2055 | 6.5 | 43558 | 45641 |
| FNMA POOL DD7369 | FIXED INCOME | 4/1/2055 | 6.5 | 59199 | 62030 |
| FNMA POOL FA2696 | FIXED INCOME | 9/1/2055 | 5.5 | 166211 | 170502 |
| FNMA POOL FM1205 | FIXED INCOME | 7/1/2049 | 3.0 | 98909 | 89317 |
| FNMA POOL FM1873 | FIXED INCOME | 11/1/2049 | 3.0 | 58110 | 52389 |
| FNMA POOL FP0013 | FIXED INCOME | 6/1/2048 | 4.0 | 184219 | 177612 |
| FNMA POOL FP0105 | FIXED INCOME | 6/1/2051 | 2.5 | 534130 | 456249 |
| FNMA POOL FS0610 | FIXED INCOME | 2/1/2037 | 2.0 | 374828 | 348022 |
| FNMA POOL FS2040 | FIXED INCOME | 2/1/2052 | 2.0 | 637994 | 519730 |
| FNMA POOL FS2500 | FIXED INCOME | 3/1/2037 | 3.0 | 126862 | 123126 |
| FNMA POOL FS2743 | FIXED INCOME | 7/1/2036 | 2.5 | 61534 | 58892 |
| FNMA POOL FS5258 | FIXED INCOME | 12/1/2052 | 4.0 | 134522 | 129083 |
| FNMA POOL FS5846 | FIXED INCOME | 9/1/2052 | 2.5 | 47070 | 40163 |
| FNMA POOL FS8931 | FIXED INCOME | 3/1/2052 | 2.5 | 899 | 774 |
| FNMA POOL FS8995 | FIXED INCOME | 7/1/2054 | 6.0 | 342907 | 356102 |
| FNMA POOL MA4047 | FIXED INCOME | 6/1/2050 | 2.0 | 234551 | 192358 |
| FNMA POOL MA4158 | FIXED INCOME | 10/1/2050 | 2.0 | 48288 | 39534 |
| FNMA POOL MA4182 | FIXED INCOME | 11/1/2050 | 2.0 | 43592 | 35674 |
| FNMA POOL MA4208 | FIXED INCOME | 12/1/2050 | 2.0 | 376818 | 308244 |
| FNMA POOL MA4209 | FIXED INCOME | 12/1/2050 | 1.5 | 282583 | 218991 |
| FNMA POOL MA4210 | FIXED INCOME | 12/1/2050 | 2.5 | 19997 | 17119 |
| FNMA POOL MA4237 | FIXED INCOME | 1/1/2051 | 2.0 | 583659 | 477811 |
| FNMA POOL MA4254 | FIXED INCOME | 2/1/2051 | 1.5 | 576882 | 447615 |
| FNMA POOL MA4255 | FIXED INCOME | 2/1/2051 | 2.0 | 29894 | 24433 |
| FNMA POOL MA4356 | FIXED INCOME | 6/1/2051 | 2.5 | 456249 | 389724 |
| FNMA POOL MA4364 | FIXED INCOME | 6/1/2041 | 2.0 | 472899 | 415872 |
| FNMA POOL MA4402 | FIXED INCOME | 8/1/2036 | 1.5 | 177337 | 160982 |
| FNMA POOL MA4413 | FIXED INCOME | 9/1/2051 | 2.0 | 102849 | 83976 |
| FNMA POOL MA4417 | FIXED INCOME | 9/1/2036 | 1.5 | 139979 | 126822 |
| FNMA POOL MA4437 | FIXED INCOME | 10/1/2051 | 2.0 | 70612 | 57648 |
| FNMA POOL MA4465 | FIXED INCOME | 11/1/2051 | 2.0 | 197087 | 160622 |
| FNMA POOL MA4469 | FIXED INCOME | 11/1/2036 | 1.5 | 91475 | 82975 |
| FNMA POOL MA4578 | FIXED INCOME | 4/1/2052 | 2.5 | 492799 | 419741 |
| FNMA POOL MA4587 | FIXED INCOME | 4/1/2042 | 2.5 | 183583 | 165402 |
| FNMA POOL MA4599 | FIXED INCOME | 5/1/2052 | 3.0 | 13479 | 11978 |
| FNMA POOL MA4701 | FIXED INCOME | 8/1/2052 | 4.5 | 304283 | 298836 |
| FNMA POOL MA4731 | FIXED INCOME | 9/1/2052 | 3.5 | 113582 | 105209 |
| FNMA TBA 15 YR 3 | FIXED INCOME | 1/20/2041 | 3.0 | 60000 | 57809 |
| FNMA TBA 15 YR 5 | FIXED INCOME | 1/15/2040 | 5.0 | 155000 | 157083 |
| FNMA TBA 30 YR 2 | FIXED INCOME | 1/15/2055 | 2.0 | 640000 | 518207 |
| FNMA TBA 30 YR 2.5 | FIXED INCOME | 1/15/2055 | 2.5 | 935000 | 791981 |
| FNMA TBA 30 YR 3 | FIXED INCOME | 1/14/2056 | 3.0 | 230000 | 203682 |

---

556

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FNMA TBA 30 YR 3.5 | FIXED INCOME | 2/15/2056 | 3.5 | 25000 | 23065 |
| FNMA TBA 30 YR 4 | FIXED INCOME | 1/14/2056 | 4.0 | 65000 | 61721 |
| FNMA TBA 30 YR 4.5 | FIXED INCOME | 1/15/2055 | 4.5 | 235000 | 229521 |
| FNMA TBA 30 YR 5 | FIXED INCOME | 1/15/2055 | 5.0 | 220000 | 219554 |
| FNMA TBA 30 YR 5.5 | FIXED INCOME | 1/15/2055 | 5.5 | 704000 | 714102 |
| FNMA TBA 30 YR 6 | FIXED INCOME | 1/15/2055 | 6.0 | 110000 | 112941 |
| FNMA TBA 30 YR 6.5 | FIXED INCOME | 1/15/2055 | 6.5 | 45000 | 46770 |
| FNMA TBA 30 YR 7 | FIXED INCOME | 1/15/2055 | 7.0 | 345000 | 362947 |
| FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 5/15/2028 | 5.2 | 228218 | 229725 |
| FORD CREDIT AUTO OWNER TRUST | FIXED INCOME | 12/15/2028 | 5.1 | 147665 | 149105 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 9/5/2030 | 5.7 | 343000 | 348656 |
| FORD MOTOR CREDIT CO LLC | FIXED INCOME | 5/3/2029 | 5.1 | 112000 | 112286 |
| FREDDIE MAC | FIXED INCOME | 1/25/2051 | 3.5 | 169442 | 164222 |
| FREDDIE MAC | FIXED INCOME | 9/25/2044 | 3.5 | 1389154 | 1350388 |
| FREDDIE MAC | FIXED INCOME | 11/25/2051 | 4.0 | 628308 | 623778 |
| FREDDIE MAC | FIXED INCOME | 8/25/2054 | 5.0 | 254756 | 256877 |
| FREDDIE MAC | FIXED INCOME | 12/25/2036 | 4.5 | 272841 | 271822 |
| FS KKR CAPITAL CORP | FIXED INCOME | 1/15/2031 | 6.1 | 23000 | 22476 |
| GENERAL MOTORS | FIXED INCOME | 11/15/2029 | 4.7 | 264000 | 267780 |
| GEORGIA POWER CO | FIXED INCOME | 10/1/2028 | 4.0 | 128000 | 128485 |
| GLENCORE FUNDING LLC | FIXED INCOME | 3/27/2027 | 4.0 | 265000 | 264804 |
| GLENCORE FUNDING LLC | FIXED INCOME | 4/4/2027 | 5.3 | 227000 | 230562 |
| GLENCORE FUNDING LLC | FIXED INCOME | 4/1/2035 | 5.7 | 373000 | 389979 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 11/15/2030 | 4.9 | 167000 | 167279 |
| GLS AUTO RECEIVABLES TRUST | FIXED INCOME | 10/16/2028 | 4.4 | 785000 | 786105 |
| GM FINANCIAL AUTOMOBILE LEASIN | FIXED INCOME | 5/22/2028 | 4.6 | 159000 | 160430 |
| GM FINANCIAL REVOLVING RECEIVA | FIXED INCOME | 12/11/2037 | 4.6 | 320000 | 326596 |
| GNMA II POOL 784114 | FIXED INCOME | 2/20/2046 | 3.5 | 220770 | 206484 |
| GNMA II POOL 785021 | FIXED INCOME | 5/20/2047 | 4.0 | 58610 | 56460 |
| GNMA II POOL MA3035 | FIXED INCOME | 8/20/2045 | 4.0 | 158579 | 153571 |
| GNMA II POOL MA3663 | FIXED INCOME | 5/20/2046 | 3.5 | 73970 | 69089 |
| GNMA II POOL MA4262 | FIXED INCOME | 2/20/2047 | 3.5 | 139344 | 130149 |
| GNMA II POOL MA4587 | FIXED INCOME | 7/20/2047 | 4.0 | 104005 | 100189 |
| GNMA II POOL MA4720 | FIXED INCOME | 9/20/2047 | 4.0 | 75203 | 72444 |
| GNMA II POOL MA4900 | FIXED INCOME | 12/20/2047 | 3.5 | 213917 | 199818 |
| GNMA II POOL MA5136 | FIXED INCOME | 4/20/2048 | 3.5 | 113606 | 106118 |
| GNMA II POOL MA6218 | FIXED INCOME | 10/20/2049 | 3.0 | 535793 | 485072 |
| GNMA II POOL MA6921 | FIXED INCOME | 10/20/2050 | 2.0 | 187641 | 152649 |
| GNMA II POOL MA7193 | FIXED INCOME | 2/20/2051 | 2.5 | 757190 | 654853 |
| GNMA II POOL MA7368 | FIXED INCOME | 5/20/2051 | 3.0 | 335187 | 302121 |
| GNMA II POOL MA7473 | FIXED INCOME | 7/20/2051 | 3.0 | 153135 | 138005 |
| GNMA II POOL MA7589 | FIXED INCOME | 9/20/2051 | 2.5 | 21834 | 18876 |
| GNMA II POOL MA7590 | FIXED INCOME | 9/20/2051 | 3.0 | 152935 | 137801 |
| GNMA II POOL MA7648 | FIXED INCOME | 10/20/2051 | 2.0 | 541038 | 448820 |
| GNMA II POOL MA7650 | FIXED INCOME | 10/20/2051 | 3.0 | 60837 | 54812 |

---

557

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | GNMA II POOL MA7704 | FIXED INCOME | 11/20/2051 | 2.0 | 686475 | 569455 |
| | GNMA II POOL MA7705 | FIXED INCOME | 11/20/2051 | 2.5 | 405640 | 350646 |
| | GNMA II POOL MA7766 | FIXED INCOME | 12/20/2051 | 2.0 | 23314 | 19340 |
| | GNMA II POOL MA7767 | FIXED INCOME | 12/20/2051 | 2.5 | 205539 | 177674 |
| | GNMA II POOL MA7827 | FIXED INCOME | 1/20/2052 | 2.5 | 110058 | 95132 |
| | GNMA II POOL MA8426 | FIXED INCOME | 11/20/2052 | 4.0 | 97962 | 93492 |
| | GNMA II POOL MA8568 | FIXED INCOME | 1/20/2053 | 4.5 | 440250 | 432428 |
| | GNMA II POOL MA8877 | FIXED INCOME | 5/20/2053 | 4.5 | 35966 | 35306 |
| | GNMA II TBA 30 YR 2 | FIXED INCOME | 1/15/2055 | 2.0 | 90000 | 74601 |
| | GNMA II TBA 30 YR 2.5 | FIXED INCOME | 1/15/2055 | 2.5 | 135000 | 116612 |
| | GNMA II TBA 30 YR 3 | FIXED INCOME | 1/15/2055 | 3.0 | 50000 | 45003 |
| | GNMA II TBA 30 YR 3.5 | FIXED INCOME | 1/15/2055 | 3.5 | 160000 | 145738 |
| | GNMA II TBA 30 YR 4 | FIXED INCOME | 1/15/2055 | 4.0 | 90000 | 85015 |
| | GNMA II TBA 30 YR 4.5 | FIXED INCOME | 1/22/2056 | 4.5 | 95000 | 92621 |
| | GNMA II TBA 30 YR 5 | FIXED INCOME | 1/15/2055 | 5.0 | 670000 | 668518 |
| | GNMA II TBA 30 YR 5.5 | FIXED INCOME | 1/15/2055 | 5.5 | 745000 | 752159 |
| | GNMA II TBA 30 YR 6 | FIXED INCOME | 1/15/2055 | 6.0 | 340000 | 346453 |
| | GNMA II TBA 30 YR 6.5 | FIXED INCOME | 1/15/2055 | 6.5 | 395000 | 408260 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2031 | 4.4 | 350000 | 349482 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2036 | 4.9 | 91000 | 90503 |
| | GOLDMAN SACHS GROUP INC | FIXED INCOME | 9/10/2027 | 1.5 | 414000 | 406859 |
| | GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 5595620 | 5595620 |
| | GS MORTGAGE SECURITIES TRUST | FIXED INCOME | 5/10/2052 | 3.6 | 32304 | 31217 |
| | HERTZ VEHICLE FINANCING LLC | FIXED INCOME | 6/26/2028 | 2.3 | 780000 | 761959 |
| | HP ENTERPRISE CO | FIXED INCOME | 9/15/2027 | 4.1 | 82000 | 82040 |
| | HPS CORPORATE LENDING FU | FIXED INCOME | 9/11/2028 | 4.9 | 96000 | 95485 |
| | HPS CORPORATE LENDING FU | FIXED INCOME | 11/15/2030 | 5.5 | 108000 | 107537 |
| | HSBC HOLDINGS PLC | FIXED INCOME | 5/13/2031 | 5.2 | 290000 | 298886 |
| | HUNTINGTON BANCSHARES | FIXED INCOME | 8/21/2029 | 6.2 | 75000 | 78680 |
| | HYUNDAI AUTO LEASE SECURITIZAT | FIXED INCOME | 4/17/2028 | 4.5 | 288000 | 290548 |
| | HYUNDAI AUTO LEASE SECURITIZAT | FIXED INCOME | 7/17/2028 | 4.4 | 367000 | 369879 |
| | HYUNDAI AUTO RECEIVABLES TRUST | FIXED INCOME | 12/17/2029 | 5.6 | 341000 | 349743 |
| | ILLINOIS ST | FIXED INCOME | 6/1/2033 | 5.1 | 859461 | 881898 |
| | INTEL CORP | FIXED INCOME | 2/10/2033 | 5.2 | 70000 | 71387 |
| | J PAUL GETTY TRUST | FIXED INCOME | 4/1/2035 | 4.9 | 310000 | 316553 |
| | JERSEY CENTRAL PWR + LT | FIXED INCOME | 1/15/2031 | 4.4 | 155000 | 154583 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2030 | 5.6 | 319000 | 332985 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2028 | 4.0 | 266000 | 266005 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2030 | 4.1 | 383000 | 382380 |
|  | KUWAIT INTL BOND | FIXED INCOME | 10/9/2035 | 4.7 | 499000 | 497219 |
|  | LAD AUTO RECEIVABLES TRUST | FIXED INCOME | 1/18/2028 | 5.2 | 88538 | 88668 |
|  | LAD AUTO RECEIVABLES TRUST | FIXED INCOME | 11/15/2027 | 4.6 | 35717 | 35745 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 1/5/2028 | 5.5 | 114000 | 115555 |
|  | LYB INT FINANCE III | FIXED INCOME | 1/15/2036 | 5.9 | 220000 | 219413 |
|  | M+T BANK CORPORATION | FIXED INCOME | 7/8/2031 | 5.2 | 87000 | 89317 |

---

558

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| MERCEDES BENZ AUTO LEASE TRUST | FIXED INCOME | 4/16/2029 | 4.6 | 136000 | 137792 |
| MINERA MEXICO SA DE CV | FIXED INCOME | 2/12/2032 | 5.6 | 61000 | 63061 |
| MOLEX ELECTRONICS TECH | FIXED INCOME | 4/30/2028 | 4.8 | 124000 | 125424 |
| MORGAN STANLEY | FIXED INCOME | 10/18/2030 | 4.7 | 226000 | 228755 |
| MORGAN STANLEY | FIXED INCOME | 10/22/2036 | 4.9 | 273000 | 271185 |
| MORGAN STANLEY BAML TRUST | FIXED INCOME | 8/15/2058 | 5.6 | 61491 | 64988 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 7/18/2031 | 4.7 | 450000 | 456201 |
| MORGAN STANLEY PVT BANK | FIXED INCOME | 11/19/2031 | 4.5 | 340000 | 340935 |
| MSD INVESTMENT CORP | FIXED INCOME | 5/31/2030 | 6.3 | 37000 | 37256 |
| NATIONAL FUEL GAS CO | FIXED INCOME | 9/1/2028 | 4.8 | 52000 | 52593 |
| NATIONAL FUEL GAS CO | FIXED INCOME | 3/15/2030 | 5.5 | 326000 | 336289 |
| NATIONAL FUEL GAS CO | FIXED INCOME | 3/15/2035 | 6.0 | 49000 | 51356 |
| NISOURCE INC | FIXED INCOME | 6/30/2033 | 5.4 | 482000 | 500297 |
| NORINCHUKIN BANK | FIXED INCOME | 9/9/2030 | 4.7 | 113000 | 113762 |
| NORINCHUKIN BANK | FIXED INCOME | 9/9/2035 | 5.4 | 103000 | 104439 |
| NRG ENERGY INC | FIXED INCOME | 3/15/2033 | 7.0 | 95000 | 105095 |
| NTT FINANCE CORP | FIXED INCOME | 7/16/2030 | 4.9 | 423000 | 430652 |
| NXP BV/NXP FDG/NXP USA | FIXED INCOME | 8/19/2028 | 4.3 | 60000 | 60226 |
| NXP BV/NXP FDG/NXP USA | FIXED INCOME | 8/19/2032 | 4.9 | 174000 | 174987 |
| NXP BV/NXP FDG/NXP USA | FIXED INCOME | 8/19/2035 | 5.3 | 127000 | 128930 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 9/15/2031 | 7.9 | 149000 | 170528 |
| OCCIDENTAL PETROLEUM COR | FIXED INCOME | 1/1/2031 | 6.1 | 119000 | 125678 |
| OGLETHORPE POWER CORP | FIXED INCOME | 1/1/2031 | 6.2 | 1209750 | 1275863 |
| ONEOK INC | FIXED INCOME | 9/1/2030 | 6.5 | 515000 | 552580 |
| ORACLE CORP | FIXED INCOME | 9/26/2030 | 4.5 | 213000 | 208476 |
| ORACLE CORP | FIXED INCOME | 9/26/2035 | 5.2 | 201000 | 193151 |
| OVINTIV INC | FIXED INCOME | 5/15/2028 | 5.7 | 76000 | 78253 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 1/15/2033 | 6.2 | 111000 | 117955 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 6/15/2033 | 6.4 | 104000 | 112355 |
| PACIFIC GAS + ELECTRIC | FIXED INCOME | 3/15/2034 | 7.0 | 51000 | 56882 |
| PFIZER INC | FIXED INCOME | 11/15/2027 | 3.9 | 119000 | 119419 |
| PLAINS ALL AMER PIPELINE | FIXED INCOME | 1/15/2036 | 5.6 | 114000 | 115588 |
| PORSCHE INNOVATIVE LEASE OWNER | FIXED INCOME | 10/20/2028 | 4.6 | 160000 | 161847 |
| PPL CAPITAL FUNDING INC | FIXED INCOME | 9/1/2034 | 5.3 | 113000 | 115958 |
| PRES + FELLOWS OF HARVAR | FIXED INCOME | 3/15/2030 | 4.9 | 152000 | 157051 |
| PRES + FELLOWS OF HARVAR | FIXED INCOME | 3/15/2036 | 5.3 | 107000 | 112606 |
| PROTECTIVE LIFE GLOBAL | FIXED INCOME | 1/15/2029 | 4.2 | 141000 | 141298 |
| PSEG POWER LLC | FIXED INCOME | 5/15/2030 | 5.2 | 327000 | 334681 |
| PSEG POWER LLC | FIXED INCOME | 5/15/2035 | 5.8 | 197000 | 205026 |
| QUANTA SERVICES INC | FIXED INCOME | 8/9/2035 | 5.1 | 185000 | 185857 |
| REPUBLIC OF COLOMBIA | FIXED INCOME | 4/20/2033 | 8.0 | 76000 | 81707 |
| RIO TINTO FIN USA PLC | FIXED INCOME | 3/14/2030 | 4.9 | 244000 | 250830 |
| ROYAL BANK OF CANADA | FIXED INCOME | 8/6/2029 | 4.5 | 245000 | 247448 |
| ROYAL BANK OF CANADA | FIXED INCOME | 10/18/2030 | 4.7 | 191000 | 193748 |
| RWE FINANCE US LLC | FIXED INCOME | 4/16/2034 | 5.9 | 117000 | 123545 |

---

559

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 1/15/2030 | 4.4 | 239000 | 240098 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 8/15/2029 | 4.6 | 102000 | 102487 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 1/15/2029 | 4.3 | 487000 | 488043 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 4/15/2030 | 4.2 | 255000 | 255868 |
| SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 1/15/2032 | 4.3 | 228000 | 227651 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 1/10/2029 | 6.5 | 100000 | 104511 |
| SANTANDER UK GROUP HLDGS | FIXED INCOME | 9/22/2029 | 4.3 | 117000 | 117116 |
| SCE RECOVERY FUNDING LLC | FIXED INCOME | 3/15/2036 | 4.5 | 156000 | 156919 |
| SEMPRA | FIXED INCOME | 2/1/2028 | 3.4 | 49000 | 48287 |
| SHERWIN WILLIAMS CO | FIXED INCOME | 8/15/2028 | 4.3 | 33000 | 33235 |
| SOCIETE GENERALE | FIXED INCOME | 5/22/2029 | 5.2 | 214000 | 218265 |
| SOUTHERN CAL EDISON | FIXED INCOME | 6/1/2026 | 4.9 | 34000 | 34053 |
| SOUTHERN CAL EDISON | FIXED INCOME | 2/1/2027 | 4.9 | 28000 | 28186 |
| SOUTHERN CALIF GAS CO | FIXED INCOME | 9/1/2034 | 5.1 | 75000 | 76408 |
| SOUTHERN CO | FIXED INCOME | 6/15/2033 | 5.2 | 83000 | 85409 |
| SOUTHERN CO | FIXED INCOME | 3/15/2034 | 5.7 | 127000 | 133957 |
| SPRINT CAPITAL CORP | FIXED INCOME | 11/15/2028 | 6.9 | 36000 | 38655 |
| STANDARD CHARTERED PLC | FIXED INCOME | 5/14/2028 | 5.7 | 56000 | 57141 |
| STEEL DYNAMICS INC | FIXED INCOME | 12/15/2028 | 4.0 | 39000 | 38966 |
| STELLANTIS FINANCIAL UNDERWRIT | FIXED INCOME | 6/20/2028 | 4.1 | 482000 | 483299 |
| STELLANTIS FINANCIAL UNDERWRIT | FIXED INCOME | 4/20/2029 | 4.1 | 333000 | 334301 |
| STELLANTIS FINANCIAL UNDERWRIT | FIXED INCOME | 1/22/2029 | 4.3 | 253000 | 254627 |
| TENN VALLEY AUTHORITY | FIXED INCOME | 5/15/2035 | 4.9 | 270000 | 279968 |
| TEXAS NATURAL GAS SECURITIZTN | FIXED INCOME | 4/1/2035 | 5.1 | 1143762 | 1177969 |
| TORONTO DOMINION BANK | FIXED INCOME | 10/15/2035 | 4.9 | 347000 | 347635 |
| TOYOTA AUTO LOAN EXTENDED NOTE | FIXED INCOME | 5/25/2038 | 4.7 | 124000 | 126596 |
| TOYOTA AUTO RECEIVABLES OWNER | FIXED INCOME | 3/15/2027 | 1.0 | 173226 | 173048 |
| TOYOTA LEASE OWNER TRUST | FIXED INCOME | 11/20/2028 | 4.0 | 335000 | 335987 |
| UNITED MEXICAN STATES | FIXED INCOME | 3/22/2033 | 5.4 | 435000 | 430868 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 7/15/2034 | 5.2 | 190000 | 194898 |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | (700000) | 7219 |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 1800000 | (1060) |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 1500000 | (5040) |
| US DOLLAR | CASH |  |  | 235819 | 235819 |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | (900000) | 14295 |
| US TREASURY N/B | FIXED INCOME | 2/28/2030 | 4.0 | 1575000 | 1596164 |
| US TREASURY N/B | FIXED INCOME | 5/31/2029 | 4.5 | 912000 | 938790 |
| US TREASURY N/B | FIXED INCOME | 6/30/2029 | 4.3 | 1678000 | 1714706 |
| US TREASURY N/B | FIXED INCOME | 7/31/2029 | 4.0 | 864000 | 875678 |
| US TREASURY N/B | FIXED INCOME | 8/31/2029 | 3.6 | 631000 | 631345 |
| US TREASURY N/B | FIXED INCOME | 12/31/2029 | 4.4 | 2991000 | 3073019 |
| US TREASURY N/B | FIXED INCOME | 1/31/2030 | 4.3 | 1724000 | 1763733 |
| US TREASURY N/B | FIXED INCOME | 3/31/2030 | 4.0 | 444000 | 450001 |
| US TREASURY N/B | FIXED INCOME | 4/30/2030 | 3.9 | 1377000 | 1388941 |
| US TREASURY N/B | FIXED INCOME | 5/31/2030 | 4.0 | 513000 | 519974 |

---

560

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | FIXED INCOME | 6/30/2030 | 3.9 | 947000 |  | 954990 |
| US TREASURY N/B | FIXED INCOME | 7/31/2030 | 3.9 | 905000 |  | 912565 |
| US TREASURY N/B | FIXED INCOME | 9/30/2030 | 3.6 | 1227000 |  | 1223453 |
| US TREASURY N/B | FIXED INCOME | 10/31/2030 | 3.6 | 1232000 |  | 1228054 |
| US TREASURY N/B | FIXED INCOME | 11/15/2035 | 4.0 | 2489000 |  | 2458665 |
| US TREASURY N/B | FIXED INCOME | 11/30/2027 | 3.4 | 4562000 |  | 4553624 |
| US TREASURY N/B | FIXED INCOME | 11/30/2030 | 3.5 | 1891000 |  | 1873863 |
| US TREASURY N/B | FIXED INCOME | 12/15/2028 | 3.5 | 2908000 |  | 2905728 |
| US TREASURY N/B | FIXED INCOME | 12/31/2032 | 3.9 | 1218000 |  | 1214574 |
| US TREASURY N/B | FIXED INCOME | 12/31/2030 | 3.6 | 2916000 |  | 2904837 |
| US TREASURY N/B | FIXED INCOME | 12/31/2027 | 3.4 | 2902000 |  | 2896785 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | (100000) |  | 2719 |
| VALE OVERSEAS LIMITED | FIXED INCOME | 6/12/2033 | 6.1 | 115000 |  | 123017 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 9/21/2028 | 4.3 | 81000 |  | 81703 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 12/3/2029 | 4.0 | 199000 |  | 197496 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 7/15/2029 | 4.3 | 253000 |  | 251275 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 4/15/2034 | 6.0 | 46000 |  | 48341 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 12/30/2026 | 5.1 | 134000 |  | 134915 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 12/30/2034 | 5.7 | 85000 |  | 87599 |
| VISTRA OPERATIONS CO LLC | FIXED INCOME | 10/15/2028 | 4.3 | 220000 |  | 220011 |
| VOLKSWAGEN AUTO LEASE TRUST | FIXED INCOME | 6/21/2027 | 5.2 | 165000 |  | 166046 |
| VOLKSWAGEN AUTO LEASE TRUST | FIXED INCOME | 1/22/2029 | 4.0 | 412000 |  | 413583 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2034 | 5.6 | 70000 |  | 73459 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/22/2028 | 5.7 | 274000 |  | 279675 |
| WELLS FARGO + COMPANY | FIXED INCOME | 1/24/2031 | 5.2 | 531000 |  | 549851 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 6/15/2049 | 3.1 | 156000 |  | 155409 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 9/15/2061 | 4.4 | 184000 |  | 185144 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 8/15/2054 | 2.3 | 49770 |  | 44423 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 10/15/2058 | 5.3 | 129895 |  | 133741 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 4/1/2033 | 6.2 | 125000 |  | 132603 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 11/15/2034 | 5.5 | 98000 |  | 98900 |
| WESTERN MIDSTREAM OPERAT | FIXED INCOME | 3/1/2031 | 4.8 | 362000 |  | 362308 |
| WESTLAKE AUTOMOBILE RECEIVABLE | FIXED INCOME | 5/15/2029 | 4.5 | 124000 |  | 124717 |
| WESTLAKE AUTOMOBILE RECEIVABLE | FIXED INCOME | 4/17/2028 | 4.3 | 525000 |  | 525703 |
|  | **Sub-Total: Fund 5760 15 of 16** | **Sub-Total: Fund 5760 15 of 16** | **Sub-Total: Fund 5760 15 of 16** | **Sub-Total: Fund 5760 15 of 16** | **Total** | $**129316717** |

---

561

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | 3M COMPANY | FIXED INCOME | 3/15/2030 | 4.8 | 211000 |  | $215834 |
|  | AB BSL CLO LTD | FIXED INCOME | 7/20/2037 | 5.3 | 400000 |  | 400720 |
|  | ABBVIE INC | FIXED INCOME | 3/15/2029 | 4.8 | 51000 |  | 52284 |
|  | ADVANCED MICRO DEVICES | FIXED INCOME | 3/24/2028 | 4.3 | 25000 |  | 25250 |
|  | AEP TRANSMISSION CO LLC | FIXED INCOME | 4/1/2034 | 5.2 | 74000 |  | 75599 |
|  | AES CORP/THE | FIXED INCOME | 6/1/2028 | 5.5 | 117000 |  | 119772 |
|  | AES CORP/THE | FIXED INCOME | 3/15/2032 | 5.8 | 120000 |  | 123228 |
|  | AIR PRODUCTS + CHEMICALS | FIXED INCOME | 6/11/2028 | 4.3 | 155000 |  | 156600 |
|  | ALABAMA POWER CO | FIXED INCOME | 9/1/2027 | 3.8 | 156000 |  | 156089 |
|  | ALABAMA POWER CO | FIXED INCOME | 11/15/2033 | 5.9 | 55000 |  | 59169 |
|  | ALABAMA POWER CO | FIXED INCOME | 3/15/2031 | 4.3 | 129000 |  | 129486 |
|  | ALBEMARLE CORP | FIXED INCOME | 6/1/2027 | 4.7 | 238000 |  | 239530 |
|  | ALPHABET INC | FIXED INCOME | 8/15/2030 | 1.1 | 53000 |  | 46773 |
|  | ALPHABET INC | FIXED INCOME | 11/15/2030 | 4.1 | 335000 |  | 336353 |
|  | AMAZON.COM INC | FIXED INCOME | 11/20/2030 | 4.1 | 110000 |  | 110200 |
|  | AMCOR FLEXIBLES NORTH AM | FIXED INCOME | 3/17/2028 | 4.8 | 126000 |  | 127717 |
|  | AMCOR FLEXIBLES NORTH AM | FIXED INCOME | 3/17/2030 | 5.1 | 126000 |  | 129421 |
|  | AMER AIRLINE 16 1 AA PTT | FIXED INCOME | 7/15/2029 | 3.6 | 100661 |  | 99244 |
|  | AMERICAN ELECTRIC POWER | FIXED INCOME | 3/1/2033 | 5.6 | 66000 |  | 69377 |
|  | AMERICAN ELECTRIC POWER | FIXED INCOME | 1/15/2029 | 5.2 | 73000 |  | 75291 |
|  | AMERICAN EXPRESS CO | FIXED INCOME | 7/28/2027 | 5.4 | 207000 |  | 208590 |
|  | AMERICAN EXPRESS CO | FIXED INCOME | 4/23/2027 | 5.6 | 215000 |  | 216017 |
|  | AMERICAN EXPRESS CREDIT ACCOUN | FIXED INCOME | 4/15/2029 | 5.2 | 400000 |  | 407455 |
|  | AMERICAN HERITAGE AUTO RECEIVA | FIXED INCOME | 9/17/2029 | 4.9 | 350000 |  | 353700 |
|  | AMERICAN HOMES 4 RENT | FIXED INCOME | 4/15/2032 | 3.6 | 66000 |  | 62470 |
|  | AMERICAN HOMES 4 RENT | FIXED INCOME | 2/1/2034 | 5.5 | 96000 |  | 99360 |
|  | AMERICAN HONDA FINANCE | FIXED INCOME | 9/9/2026 | 1.3 | 120000 |  | 117828 |
|  | AMERICAN HONDA FINANCE | FIXED INCOME | 11/15/2028 | 5.7 | 64000 |  | 66769 |
|  | AMERICAN HONDA FINANCE | FIXED INCOME | 10/5/2026 | 4.4 | 90000 |  | 90302 |
|  | AMERICAN HONDA FINANCE | FIXED INCOME | 10/23/2031 | 4.9 | 50000 |  | 50965 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 1/15/2027 | 2.8 | 79000 |  | 77958 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 3/15/2028 | 5.5 | 25000 |  | 25717 |
|  | AMERICAN TOWER CORP | FIXED INCOME | 7/15/2028 | 5.3 | 30000 |  | 30851 |
|  | AMGEN INC | FIXED INCOME | 3/2/2030 | 5.3 | 143000 |  | 148454 |
|  | AMPHENOL CORP | FIXED INCOME | 11/15/2030 | 4.1 | 235000 |  | 233966 |
|  | AMRIZE FINANCE US LLC | FIXED INCOME | 4/7/2030 | 5.0 | 169000 |  | 172897 |
|  | ANALOG DEVICES INC | FIXED INCOME | 6/15/2028 | 4.3 | 25000 |  | 25212 |
|  | ANALOG DEVICES INC | FIXED INCOME | 6/15/2030 | 4.5 | 51000 |  | 51756 |
|  | AON NORTH AMERICA INC | FIXED INCOME | 3/1/2027 | 5.1 | 42000 |  | 42522 |
|  | AON NORTH AMERICA INC | FIXED INCOME | 3/1/2029 | 5.2 | 69000 |  | 71051 |

---

562

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| APPLIED MATERIALS INC | FIXED INCOME | 6/15/2029 | 4.8 | 65000 | 66650 |
| APPLOVIN CORP | FIXED INCOME | 12/1/2029 | 5.1 | 84000 | 86216 |
| AREIT CRE TRUST | FIXED INCOME | 1/20/2037 | 5.2 | 89250 | 89084 |
| ARES CLO LTD | FIXED INCOME | 7/25/2034 | 5.0 | 250000 | 250025 |
| ARES COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 7/15/2041 | 5.4 | 700000 | 700627 |
| ARTHUR J GALLAGHER + CO | FIXED INCOME | 2/15/2032 | 5.0 | 50000 | 51183 |
| ASTRAZENECA FINANCE LLC | FIXED INCOME | 2/26/2027 | 4.8 | 218000 | 220500 |
| AT+T INC | FIXED INCOME | 6/1/2027 | 2.3 | 78000 | 76257 |
| AT+T INC | FIXED INCOME | 8/15/2030 | 4.7 | 180000 | 183078 |
| ATLANTIC CITY ELECTRIC | FIXED INCOME | 3/15/2031 | 2.3 | 199000 | 180507 |
| AUTOZONE INC | FIXED INCOME | 11/1/2028 | 6.3 | 42000 | 44397 |
| AVERY DENNISON CORP | FIXED INCOME | 4/30/2030 | 2.7 | 100000 | 93389 |
| AVIATION CAPITAL GROUP | FIXED INCOME | 4/10/2030 | 5.1 | 144000 | 146288 |
| BAE SYSTEMS PLC | FIXED INCOME | 3/26/2027 | 5.0 | 210000 | 212549 |
| BAIN CAPITAL CREDIT CLO, LIMIT | FIXED INCOME | 7/19/2031 | 5.0 | 55442 | 55431 |
| BAIN CAPITAL CREDIT CLO, LIMIT | FIXED INCOME | 4/20/2034 | 5.0 | 280000 | 280224 |
| BANCO SANTANDER SA | FIXED INCOME | 8/8/2028 | 5.6 | 200000 | 207354 |
| BANCO SANTANDER SA | FIXED INCOME | 6/27/2029 | 3.3 | 400000 | 388648 |
| BANK | FIXED INCOME | 10/17/2052 | 2.9 | 1534000 | 1453538 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/24/2028 | 3.7 | 127000 | 126440 |
| BANK OF AMERICA CORP | FIXED INCOME | 7/21/2028 | 3.6 | 25000 | 24833 |
| BANK OF AMERICA CORP | FIXED INCOME | 12/20/2028 | 3.4 | 325000 | 321201 |
| BANK OF AMERICA CORP | FIXED INCOME | 3/5/2029 | 4.0 | 37000 | 36946 |
| BANK OF AMERICA CORP | FIXED INCOME | 7/23/2030 | 3.2 | 20000 | 19332 |
| BANK OF AMERICA CORP | FIXED INCOME | 2/13/2031 | 2.5 | 42000 | 39143 |
| BANK OF AMERICA CORP | FIXED INCOME | 7/22/2027 | 1.7 | 364000 | 359326 |
| BANK OF AMERICA CORP | FIXED INCOME | 6/14/2029 | 2.1 | 180000 | 171722 |
| BANK OF AMERICA CORP | FIXED INCOME | 2/4/2028 | 2.6 | 267000 | 262744 |
| BANK OF AMERICA CORP | FIXED INCOME | 2/4/2033 | 3.0 | 99000 | 90598 |
| BANK OF AMERICA CORP | FIXED INCOME | 4/27/2028 | 4.4 | 21000 | 21089 |
| BANK OF AMERICA CORP | FIXED INCOME | 9/15/2034 | 5.9 | 45000 | 48083 |
| BANK OF AMERICA CORP | FIXED INCOME | 10/25/2035 | 5.5 | 107000 | 110031 |
| BANK OF AMERICA CORP | FIXED INCOME | 1/24/2036 | 5.5 | 6000 | 6269 |
| BANK OF AMERICA CORP | FIXED INCOME | 2/12/2036 | 5.7 | 14000 | 14632 |
| BANK OF NEW YORK MELLON | FIXED INCOME | 4/20/2029 | 4.7 | 60000 | 61009 |
| BANK OF NOVA SCOTIA | FIXED INCOME | 11/10/2032 | 4.7 | 51000 | 51600 |
| BANK OF NOVA SCOTIA | FIXED INCOME | 9/15/2028 | 4.0 | 78000 | 78007 |
| BANK OF NY MELLON CORP | FIXED INCOME | 6/13/2028 | 4.0 | 249000 | 249222 |
| BANK OF NY MELLON CORP | FIXED INCOME | 6/6/2036 | 5.3 | 4000 | 4152 |
| BECTON DICKINSON + CO | FIXED INCOME | 6/6/2027 | 3.7 | 200000 | 199246 |
| BECTON DICKINSON + CO | FIXED INCOME | 2/13/2028 | 4.7 | 143000 | 144866 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 2/15/2051 | 3.9 | 440000 | 436319 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 4/15/2055 | 3.8 | 1100000 | 1030247 |
| BENCHMARK MORTGAGE TRUST | FIXED INCOME | 1/15/2055 | 3.0 | 250000 | 224194 |
| BENEFIT STREET PARTNERS CLO LT | FIXED INCOME | 1/25/2038 | 5.0 | 300000 | 299556 |

---

563

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| BERKSHIRE HATHAWAY ENERG | FIXED INCOME | 7/15/2030 | 3.7 | 101000 | 99407 |
| BHP BILLITON FIN USA LTD | FIXED INCOME | 2/28/2033 | 4.9 | 88000 | 89831 |
| BHP BILLITON FIN USA LTD | FIXED INCOME | 9/8/2026 | 5.3 | 305000 | 307647 |
| BIRCH GROVE CLO LTD. | FIXED INCOME | 4/22/2038 | 5.0 | 900000 | 897697 |
| BIRCH GROVE CLO LTD. | FIXED INCOME | 4/22/2038 | 5.2 | 490000 | 486820 |
| BLACKSTONE HOLDINGS FINA | FIXED INCOME | 1/10/2030 | 2.5 | 66000 | 61779 |
| BLACKSTONE HOLDINGS FINA | FIXED INCOME | 8/5/2028 | 1.6 | 158000 | 148487 |
| BLACKSTONE HOLDINGS FINA | FIXED INCOME | 1/30/2032 | 2.0 | 75000 | 64663 |
| BMW US CAPITAL LLC | FIXED INCOME | 8/11/2030 | 4.5 | 162000 | 162802 |
| BORGWARNER INC | FIXED INCOME | 8/15/2029 | 5.0 | 140000 | 143385 |
| BORGWARNER INC | FIXED INCOME | 8/15/2034 | 5.4 | 51000 | 52684 |
| BROADCOM INC | FIXED INCOME | 4/15/2029 | 4.0 | 180000 | 179359 |
| BROADCOM INC | FIXED INCOME | 2/15/2030 | 4.4 | 119000 | 119814 |
| BROADCOM INC | FIXED INCOME | 4/15/2028 | 4.8 | 75000 | 76359 |
| BROADCOM INC | FIXED INCOME | 7/15/2030 | 4.6 | 104000 | 105714 |
| BROADCOM INC | FIXED INCOME | 10/15/2030 | 4.2 | 390000 | 389766 |
| BROOKHAVEN PARK CLO LTD | FIXED INCOME | 4/19/2037 | 5.4 | 600000 | 600963 |
| BX TRUST | FIXED INCOME | 7/15/2042 | 5.4 | 500000 | 500368 |
| CAIXABANK SA | FIXED INCOME | 7/3/2029 | 4.6 | 279000 | 281801 |
| CAMDEN PROPERTY TRUST | FIXED INCOME | 11/3/2026 | 5.9 | 50000 | 50726 |
| CANADIAN IMPERIAL BANK | FIXED INCOME | 3/30/2029 | 4.9 | 142000 | 144370 |
| CANADIAN NATL RAILWAY | FIXED INCOME | 3/12/2031 | 4.2 | 180000 | 179683 |
| CANADIAN NATL RESOURCES | FIXED INCOME | 12/15/2029 | 5.0 | 160000 | 164115 |
| CANADIAN PACIFIC RAILWAY | FIXED INCOME | 12/2/2026 | 1.8 | 53000 | 51973 |
| CAPITAL ONE FINANCIAL CO | FIXED INCOME | 2/1/2030 | 5.7 | 24000 | 24963 |
| CAPITAL ONE MULTI ASSET EXECUT | FIXED INCOME | 9/15/2029 | 3.9 | 450000 | 451414 |
| CAPITAL ONE MULTI ASSET EXECUT | FIXED INCOME | 9/15/2030 | 3.8 | 350000 | 349961 |
| CAPITAL POWER US HOLDING | FIXED INCOME | 6/1/2028 | 5.3 | 287000 | 292835 |
| CARDINAL HEALTH INC | FIXED INCOME | 2/15/2029 | 5.1 | 120000 | 123518 |
| CARDINAL HEALTH INC | FIXED INCOME | 11/15/2026 | 4.7 | 25000 | 25162 |
| CARDINAL HEALTH INC | FIXED INCOME | 11/15/2029 | 5.0 | 130000 | 133593 |
| CARLYLE GLOBAL MARKET STRATEGI | FIXED INCOME | 10/21/2037 | 5.3 | 250000 | 250669 |
| CARLYLE GLOBAL MARKET STRATEGI | FIXED INCOME | 4/20/2034 | 5.5 | 1250000 | 1248375 |
| CARMAX AUTO OWNER TRUST | FIXED INCOME | 11/15/2030 | 4.7 | 350000 | 356823 |
| CARRIER GLOBAL CORP | FIXED INCOME | 2/15/2030 | 2.7 | 18000 | 16961 |
| CATERPILLAR FINL SERVICE | FIXED INCOME | 1/8/2030 | 4.8 | 24000 | 24820 |
| CATERPILLAR FINL SERVICE | FIXED INCOME | 3/3/2028 | 4.4 | 50000 | 50571 |
| CBAM CLO MANAGEMENT LLC | FIXED INCOME | 1/20/2038 | 5.3 | 300000 | 301061 |
| CENCORA INC | FIXED INCOME | 2/15/2034 | 5.1 | 51000 | 52347 |
| CENTERPOINT ENER HOUSTON | FIXED INCOME | 10/1/2028 | 5.2 | 98000 | 101211 |
| CENTERPOINT ENER HOUSTON | FIXED INCOME | 3/15/2030 | 4.8 | 50000 | 51264 |
| CHARLES SCHWAB CORP | FIXED INCOME | 8/24/2026 | 5.9 | 202000 | 204137 |
| CHARLES SCHWAB CORP | FIXED INCOME | 11/17/2029 | 6.2 | 77000 | 81494 |
| CHARTER COMM OPT LLC/CAP | FIXED INCOME | 2/1/2034 | 6.7 | 120000 | 126671 |
| CHASE MORTGAGE FINANCE CORPORA | FIXED INCOME | 4/25/2055 | 6.0 | 437340 | 443012 |

---

564

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| CHASE MORTGAGE FINANCE CORPORA | FIXED INCOME | 6/25/2056 | 5.5 | 89392 | 89842 |
| CHEVRON USA INC | FIXED INCOME | 2/26/2028 | 4.5 | 423000 | 429552 |
| CHEVRON USA INC | FIXED INCOME | 4/15/2030 | 4.7 | 25000 | 25599 |
| CHEVRON USA INC | FIXED INCOME | 8/13/2028 | 4.1 | 336000 | 338752 |
| CHEVRON USA INC | FIXED INCOME | 10/15/2030 | 4.3 | 161000 | 162686 |
| CHUBB INA HOLDINGS LLC | FIXED INCOME | 8/15/2035 | 4.9 | 455000 | 457725 |
| CIFC FUNDING LTD | FIXED INCOME | 7/16/2035 | 5.0 | 250000 | 249775 |
| CIGNA GROUP/THE | FIXED INCOME | 3/15/2031 | 2.4 | 166000 | 150298 |
| CIGNA GROUP/THE | FIXED INCOME | 9/15/2030 | 4.5 | 190000 | 191516 |
| CISCO SYSTEMS INC | FIXED INCOME | 2/24/2028 | 4.6 | 51000 | 51844 |
| CISCO SYSTEMS INC | FIXED INCOME | 2/24/2030 | 4.8 | 49000 | 50403 |
| CITIBANK NA | FIXED INCOME | 5/29/2030 | 4.9 | 257000 | 264517 |
| CITIGROUP COMMERCIAL MORTGAGE | FIXED INCOME | 2/15/2053 | 2.7 | 486000 | 454574 |
| CITIZENS AUTO RECEIVABLES TRUS | FIXED INCOME | 10/15/2030 | 5.7 | 450000 | 459400 |
| CME GROUP INC | FIXED INCOME | 3/15/2030 | 4.4 | 25000 | 25389 |
| CNO GLOBAL FUNDING | FIXED INCOME | 9/8/2028 | 4.4 | 210000 | 210447 |
| COMCAST CORP | FIXED INCOME | 4/1/2030 | 3.4 | 35000 | 33976 |
| CONSUMERS ENERGY CO | FIXED INCOME | 2/15/2029 | 4.9 | 51000 | 52337 |
| CONSUMERS ENERGY CO | FIXED INCOME | 1/15/2031 | 4.5 | 148000 | 149786 |
| COREBRIDGE FINANCIAL INC | FIXED INCOME | 4/5/2032 | 3.9 | 33000 | 31370 |
| CRH AMERICA FINANCE INC | FIXED INCOME | 2/9/2031 | 4.4 | 390000 | 390491 |
| CROWN CASTLE INC | FIXED INCOME | 2/15/2028 | 3.8 | 113000 | 112149 |
| CROWN CASTLE INC | FIXED INCOME | 6/1/2029 | 5.6 | 67000 | 69567 |
| CUBESMART LP | FIXED INCOME | 12/15/2028 | 2.3 | 200000 | 190052 |
| CUBESMART LP | FIXED INCOME | 2/15/2032 | 2.5 | 116000 | 102726 |
| CVS HEALTH CORP | FIXED INCOME | 8/21/2030 | 1.8 | 235000 | 209002 |
| CVS HEALTH CORP | FIXED INCOME | 2/28/2031 | 1.9 | 160000 | 140539 |
| CVS HEALTH CORP | FIXED INCOME | 2/21/2030 | 5.1 | 47000 | 48310 |
| CVS HEALTH CORP | FIXED INCOME | 1/30/2031 | 5.3 | 117000 | 120992 |
| DANSKE BANK A/S | FIXED INCOME | 10/2/2030 | 4.6 | 200000 | 201584 |
| DANSKE BANK A/S | FIXED INCOME | 3/4/2031 | 5.0 | 200000 | 204378 |
| DAYTON POWER + LIGHT CO/ | FIXED INCOME | 8/15/2030 | 4.6 | 265000 | 263760 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 2/15/2031 | 4.5 | 160000 | 159859 |
| DELL INT LLC / EMC CORP | FIXED INCOME | 10/1/2029 | 5.3 | 155000 | 160065 |
| DELTA AIR LINES/SKYMILES | FIXED INCOME | 10/20/2028 | 4.8 | 7140 | 7186 |
| DEUTSCHE BANK COMMERCIAL MORTG | FIXED INCOME | 8/10/2049 | 2.9 | 250000 | 248084 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 4/18/2027 | 5.2 | 209000 | 212122 |
| DIAMONDBACK ENERGY INC | FIXED INCOME | 1/30/2030 | 5.2 | 120000 | 123551 |
| DOMINION ENERGY INC | FIXED INCOME | 5/15/2028 | 4.6 | 180000 | 182214 |
| DOW CHEMICAL CO/THE | FIXED INCOME | 1/15/2031 | 4.8 | 150000 | 149214 |
| DTE ELECTRIC CO | FIXED INCOME | 4/1/2028 | 1.9 | 187000 | 179309 |
| DTE ENERGY CO | FIXED INCOME | 6/1/2028 | 4.9 | 49000 | 49861 |
| DTE ENERGY CO | FIXED INCOME | 7/1/2027 | 5.0 | 95000 | 96255 |
| EASTMAN CHEMICAL CO | FIXED INCOME | 8/1/2029 | 5.0 | 237000 | 241920 |
| ELEVANCE HEALTH INC | FIXED INCOME | 5/15/2030 | 2.3 | 215000 | 197527 |

---

565

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| ELEVANCE HEALTH INC | FIXED INCOME | 9/15/2028 | 4.0 | 275000 | 274582 |
| ELEVATION CLO LTD | FIXED INCOME | 7/25/2038 | 5.6 | 250000 | 250447 |
| ELI LILLY + CO | FIXED INCOME | 2/27/2033 | 4.7 | 51000 | 52155 |
| ELI LILLY + CO | FIXED INCOME | 2/12/2028 | 4.6 | 51000 | 51874 |
| ELI LILLY + CO | FIXED INCOME | 2/12/2030 | 4.8 | 50000 | 51444 |
| ELI LILLY + CO | FIXED INCOME | 3/15/2031 | 4.3 | 155000 | 156338 |
| EMD FINANCE LLC | FIXED INCOME | 10/15/2030 | 4.4 | 239000 | 239578 |
| ENBRIDGE INC | FIXED INCOME | 10/4/2026 | 1.6 | 200000 | 196476 |
| ENBRIDGE INC | FIXED INCOME | 4/5/2027 | 5.3 | 220000 | 223144 |
| ENEL FINANCE INTL NV | FIXED INCOME | 9/30/2030 | 4.4 | 390000 | 388799 |
| ENTERPRISE PRODUCTS OPER | FIXED INCOME | 1/15/2031 | 4.6 | 103000 | 104402 |
| EQT AB | FIXED INCOME | 5/8/2035 | 5.9 | 200000 | 205502 |
| EQUIFAX INC | FIXED INCOME | 6/1/2028 | 5.1 | 96000 | 98130 |
| ESSENTIAL UTILITIES INC | FIXED INCOME | 1/15/2034 | 5.4 | 54000 | 55814 |
| EVERGY KANSAS CENTRAL | FIXED INCOME | 3/15/2035 | 5.3 | 28000 | 28614 |
| EVERSOURCE ENERGY | FIXED INCOME | 3/1/2032 | 3.4 | 110000 | 101916 |
| EVERSOURCE ENERGY | FIXED INCOME | 3/1/2028 | 5.5 | 129000 | 132287 |
| EVERSOURCE ENERGY | FIXED INCOME | 2/1/2029 | 6.0 | 89000 | 93094 |
| EXELON CORP | FIXED INCOME | 3/15/2028 | 5.2 | 165000 | 168643 |
| EXETER AUTOMOBILE RECEIVABLES | FIXED INCOME | 3/15/2028 | 4.5 | 144669 | 144905 |
| FANNIE MAE | FIXED INCOME | 9/25/2041 | 5.3 | 163620 | 164041 |
| FANNIE MAE | FIXED INCOME | 3/25/2043 | 3.0 | 934120 | 867981 |
| FANNIE MAE | FIXED INCOME | 4/25/2045 | 3.5 | 537000 | 504980 |
| FANNIE MAE | FIXED INCOME | 5/25/2044 | 3.0 | 181174 | 179624 |
| FANNIE MAE | FIXED INCOME | 5/25/2052 | 4.0 | 786742 | 781764 |
| FANNIE MAE | FIXED INCOME | 12/25/2054 | 5.3 | 126161 | 127205 |
| FANNIE MAE | FIXED INCOME | 9/25/2035 | 5.5 | 347406 | 357466 |
| FANNIE MAE | FIXED INCOME | 7/25/2036 | 4.3 | 321264 | 315119 |
| FANNIE MAE | FIXED INCOME | 9/25/2036 | 4.4 | 628880 | 624845 |
| FANNIE MAE | FIXED INCOME | 3/25/2041 | 4.5 | 668088 | 669194 |
| FANNIE MAE | FIXED INCOME | 12/25/2040 | 4.0 | 1385937 | 1364320 |
| FED HM LN PC POOL QA6651 | FIXED INCOME | 2/1/2050 | 3.0 | 277912 | 251167 |
| FED HM LN PC POOL QD6054 | FIXED INCOME | 2/1/2052 | 2.5 | 1348222 | 1158785 |
| FED HM LN PC POOL QD7582 | FIXED INCOME | 2/1/2052 | 3.0 | 190161 | 170806 |
| FED HM LN PC POOL QD7587 | FIXED INCOME | 2/1/2052 | 2.5 | 209220 | 179913 |
| FED HM LN PC POOL QD7589 | FIXED INCOME | 2/1/2052 | 2.5 | 264388 | 227283 |
| FED HM LN PC POOL RA5256 | FIXED INCOME | 5/1/2051 | 2.0 | 717631 | 586454 |
| FED HM LN PC POOL RA6765 | FIXED INCOME | 2/1/2052 | 2.5 | 1130980 | 971717 |
| FED HM LN PC POOL SD0715 | FIXED INCOME | 9/1/2051 | 2.0 | 2144571 | 1778100 |
| FED HM LN PC POOL SD8463 | FIXED INCOME | 9/1/2054 | 6.0 | 550369 | 565342 |
| FED HM LN PC POOL U62476 | FIXED INCOME | 4/1/2043 | 3.5 | 25835 | 24644 |
| FED HM LN PC POOL U62580 | FIXED INCOME | 5/1/2043 | 3.5 | 2082544 | 1986593 |
| FED HM LN PC POOL ZT1682 | FIXED INCOME | 1/1/2047 | 3.0 | 791607 | 719579 |
| FEDEX CORP | FIXED INCOME | 4/1/2026 | 3.3 | 25000 | 24949 |
| FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 11/25/2030 | 0.9 | 4965374 | 169070 |

---

566

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | FHLMC MULTIFAMILY STRUCTURED P | FIXED INCOME | 12/25/2029 | 1.4 | 2574070 | 92224 |
| \* | FIDELITY NATL INFO SERV | FIXED INCOME | 3/1/2028 | 1.7 | 215000 | 204039 |
|  | FIRST INDUSTRIAL LP | FIXED INCOME | 1/15/2031 | 5.3 | 148000 | 151223 |
|  | FISERV INC | FIXED INCOME | 8/21/2033 | 5.6 | 115000 | 118649 |
|  | FISERV INC | FIXED INCOME | 3/15/2027 | 5.2 | 101000 | 102094 |
|  | FNMA POOL AS7155 | FIXED INCOME | 5/1/2046 | 3.0 | 245267 | 222943 |
|  | FNMA POOL BC8998 | FIXED INCOME | 11/1/2046 | 3.0 | 1069590 | 977665 |
|  | FNMA POOL BC9396 | FIXED INCOME | 7/1/2046 | 3.0 | 104305 | 94814 |
|  | FNMA POOL BM6364 | FIXED INCOME | 9/1/2047 | 4.5 | 683139 | 680291 |
|  | FNMA POOL BV3028 | FIXED INCOME | 2/1/2052 | 2.0 | 1504621 | 1235439 |
|  | FNMA POOL BV3096 | FIXED INCOME | 2/1/2052 | 3.0 | 627029 | 564383 |
|  | FNMA POOL CA4946 | FIXED INCOME | 1/1/2050 | 3.5 | 193395 | 181596 |
|  | FNMA POOL CA6036 | FIXED INCOME | 6/1/2050 | 2.5 | 2254051 | 1953411 |
|  | FNMA POOL CA7278 | FIXED INCOME | 10/1/2050 | 2.5 | 2501447 | 2122811 |
|  | FNMA POOL CA7963 | FIXED INCOME | 11/1/2050 | 2.5 | 767537 | 664635 |
|  | FNMA POOL CB2840 | FIXED INCOME | 2/1/2052 | 2.0 | 3070828 | 2524301 |
|  | FNMA POOL CB3068 | FIXED INCOME | 2/1/2052 | 2.5 | 383429 | 326570 |
|  | FNMA POOL FM3484 | FIXED INCOME | 6/1/2050 | 2.5 | 1124896 | 975928 |
|  | FNMA POOL FS1238 | FIXED INCOME | 3/1/2052 | 3.5 | 199779 | 187217 |
|  | FNMA POOL FS1399 | FIXED INCOME | 4/1/2052 | 3.0 | 143370 | 128299 |
|  | FNMA POOL FS1870 | FIXED INCOME | 5/1/2052 | 3.0 | 746567 | 668001 |
|  | FNMA POOL FS3207 | FIXED INCOME | 2/1/2051 | 2.5 | 584288 | 495778 |
|  | FNMA POOL FS4024 | FIXED INCOME | 2/1/2053 | 5.5 | 1882125 | 1919292 |
|  | FNMA POOL MA1544 | FIXED INCOME | 8/1/2043 | 3.5 | 34179 | 32565 |
|  | FNMA POOL MA2249 | FIXED INCOME | 4/1/2045 | 3.5 | 111896 | 105692 |
|  | FNMA POOL MA2537 | FIXED INCOME | 2/1/2046 | 3.5 | 226611 | 214047 |
|  | FNMA POOL MA2670 | FIXED INCOME | 7/1/2046 | 3.0 | 191098 | 173710 |
|  | FNMA POOL MA2705 | FIXED INCOME | 8/1/2046 | 3.0 | 167516 | 152274 |
|  | FNMA POOL MA2925 | FIXED INCOME | 1/1/2047 | 3.5 | 923326 | 871688 |
|  | FNMA POOL MA4437 | FIXED INCOME | 10/1/2051 | 2.0 | 536813 | 438253 |
|  | FNMA POOL MA4731 | FIXED INCOME | 9/1/2052 | 3.5 | 2069577 | 1917012 |
|  | FNMA POOL MA4761 | FIXED INCOME | 9/1/2052 | 5.0 | 663791 | 666746 |
|  | FNMA POOL MA5039 | FIXED INCOME | 6/1/2053 | 5.5 | 1504941 | 1531589 |
|  | FNMA POOL MA5139 | FIXED INCOME | 9/1/2053 | 6.0 | 525887 | 540602 |
|  | FNMA POOL MA5421 | FIXED INCOME | 7/1/2054 | 6.0 | 402440 | 413336 |
|  | FNMA POOL MA5497 | FIXED INCOME | 10/1/2054 | 5.5 | 681035 | 691323 |
|  | FNMA POOL MA5498 | FIXED INCOME | 10/1/2054 | 6.0 | 1136319 | 1167130 |
|  | FNMA TBA 30 YR 2.5 | FIXED INCOME | 12/11/2055 | 2.5 | 1966000 | 1665104 |
|  | FNMA TBA 30 YR 3 | FIXED INCOME | 1/14/2056 | 3.0 | 1663000 | 1472710 |
|  | FNMA TBA 30 YR 3 | FIXED INCOME | 12/11/2055 | 3.0 | 1663000 | 1472651 |
|  | FNMA TBA 30 YR 3.5 | FIXED INCOME | 12/11/2055 | 3.5 | 3511000 | 3249473 |
|  | FNMA TBA 30 YR 4.5 | FIXED INCOME | 2/15/2056 | 4.5 | 1601000 | 1562422 |
|  | FNMA TBA 30 YR 4.5 | FIXED INCOME | 12/11/2055 | 4.5 | 1601000 | 1564156 |
|  | FNMA TBA 30 YR 5 | FIXED INCOME | 2/12/2056 | 5.0 | 2385000 | 2378021 |
|  | FNMA TBA 30 YR 5 | FIXED INCOME | 12/11/2055 | 5.0 | 2385000 | 2380950 |

---

567

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| FORD CREDIT AUTO LEASE TRUST | FIXED INCOME | 6/15/2027 | 5.1 | 350000 | 351622 |
| FOUNDRY JV HOLDCO LLC | FIXED INCOME | 1/25/2031 | 5.5 | 269000 | 277761 |
| FREDDIE MAC | FIXED INCOME | 9/15/2041 | 4.0 | 344211 | 338710 |
| FREDDIE MAC | FIXED INCOME | 3/15/2042 | 4.0 | 171570 | 170106 |
| FREDDIE MAC | FIXED INCOME | 11/15/2042 | 3.0 | 2018568 | 1872551 |
| FREDDIE MAC | FIXED INCOME | 11/15/2054 | 4.0 | 1175022 | 1161800 |
| FREDDIE MAC | FIXED INCOME | 8/15/2047 | 3.5 | 3660885 | 3413899 |
| FREDDIE MAC | FIXED INCOME | 12/25/2053 | 7.0 | 2000000 | 2115020 |
| FREDDIE MAC | FIXED INCOME | 12/25/2054 | 5.2 | 388904 | 390773 |
| FREDDIE MAC | FIXED INCOME | 12/25/2054 | 5.3 | 229404 | 230973 |
| FREDDIE MAC | FIXED INCOME | 2/25/2055 | 5.3 | 651007 | 657105 |
| FREDDIE MAC | FIXED INCOME | 2/25/2055 | 5.5 | 1089393 | 1101375 |
| FREDDIE MAC | FIXED INCOME | 10/15/2040 | 4.5 | 949007 | 953468 |
| FREDDIEMAC STRIP | FIXED INCOME | 10/25/2053 | 4.7 | 230647 | 230603 |
| GENERAL ELECTRIC CO | FIXED INCOME | 7/29/2030 | 4.3 | 77000 | 77678 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 3/1/2026 | 5.3 | 70000 | 70054 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 1/17/2027 | 4.4 | 100000 | 100186 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 1/7/2034 | 6.1 | 56000 | 59411 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 7/15/2029 | 5.6 | 25000 | 25934 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 4/4/2028 | 5.1 | 50000 | 50918 |
| GENERAL MOTORS FINL CO | FIXED INCOME | 7/15/2035 | 6.2 | 81000 | 85478 |
| GEORGIA POWER CO | FIXED INCOME | 3/15/2031 | 4.9 | 270000 | 277277 |
| GILEAD SCIENCES INC | FIXED INCOME | 11/15/2029 | 4.8 | 75000 | 77153 |
| GLAXOSMITHKLINE CAP INC | FIXED INCOME | 4/15/2030 | 4.5 | 148000 | 150438 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 3/1/2026 | 1.2 | 156000 | 155287 |
| GLOBAL PAYMENTS INC | FIXED INCOME | 8/15/2027 | 5.0 | 237000 | 239787 |
| GM FINANCIAL SECURITIZED TERM | FIXED INCOME | 6/18/2029 | 4.9 | 350000 | 355765 |
| GNMA II POOL MA2753 | FIXED INCOME | 4/20/2045 | 3.0 | 1717532 | 1569569 |
| GNMA II POOL MA6476 | FIXED INCOME | 2/20/2050 | 4.0 | 2886644 | 2772009 |
| GNMA II POOL MA8151 | FIXED INCOME | 7/20/2052 | 4.5 | 2447692 | 2406098 |
| GNMA II TBA 30 YR 2.5 | FIXED INCOME | 12/18/2055 | 2.5 | 3872000 | 3344335 |
| GNMA II TBA 30 YR 3 | FIXED INCOME | 12/18/2055 | 3.0 | 1538000 | 1384540 |
| GNMA II TBA 30 YR 4.5 | FIXED INCOME | 1/22/2056 | 4.5 | 814000 | 793613 |
| GNMA II TBA 30 YR 4.5 | FIXED INCOME | 12/18/2055 | 4.5 | 814000 | 793876 |
| GNMA II TBA 30 YR 5.5 | FIXED INCOME | 1/15/2055 | 5.5 | 1513000 | 1527540 |
| GNMA II TBA 30 YR 5.5 | FIXED INCOME | 11/20/2055 | 5.5 | 1513000 | 1528690 |
| GNMA II TBA 30 YR 5.5 | FIXED INCOME | 12/18/2055 | 5.5 | 1513000 | 1528387 |
| GNMA POOL 747514 | FIXED INCOME | 8/15/2040 | 4.8 | 65241 | 65776 |
| GNMA POOL 747662 | FIXED INCOME | 8/15/2040 | 4.8 | 236578 | 239349 |
| GNMA POOL 747716 | FIXED INCOME | 9/15/2040 | 4.8 | 482759 | 488575 |
| GNMA POOL 747769 | FIXED INCOME | 9/15/2040 | 4.8 | 309904 | 313862 |
| GNMA POOL 751034 | FIXED INCOME | 9/15/2040 | 4.8 | 219161 | 221185 |
| GNMA POOL 751035 | FIXED INCOME | 8/15/2040 | 4.8 | 44440 | 44751 |
| GNMA POOL 751126 | FIXED INCOME | 10/15/2040 | 4.8 | 489130 | 495533 |
| GNMA POOL 751213 | FIXED INCOME | 10/15/2040 | 4.8 | 715675 | 725764 |

---

568

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| GNMA POOL 755223 | FIXED INCOME | 11/15/2040 | 4.8 | 40323 | 40522 |
| GNMA POOL 755400 | FIXED INCOME | 10/15/2040 | 4.8 | 49174 | 49461 |
| GNMA POOL 755477 | FIXED INCOME | 10/15/2040 | 4.8 | 68069 | 68508 |
| GNMA POOL 755692 | FIXED INCOME | 11/15/2040 | 4.8 | 158296 | 160076 |
| GNMA POOL 761203 | FIXED INCOME | 4/15/2041 | 4.8 | 49889 | 50275 |
| GNMA POOL 761334 | FIXED INCOME | 4/15/2041 | 4.8 | 127124 | 128391 |
| GNMA POOL 761519 | FIXED INCOME | 4/15/2041 | 4.8 | 436630 | 442655 |
| GNMA POOL 761707 | FIXED INCOME | 5/15/2041 | 4.8 | 126172 | 127633 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/24/2029 | 6.5 | 5000 | 5307 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 4/25/2030 | 5.7 | 55000 | 57492 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 7/23/2030 | 5.0 | 40000 | 41012 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 7/23/2035 | 5.3 | 9000 | 9258 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 1/28/2036 | 5.5 | 51000 | 53032 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2029 | 4.2 | 500000 | 500025 |
| GOLDMAN SACHS GROUP INC | FIXED INCOME | 10/21/2027 | 1.9 | 280000 | 275276 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 11/20/2065 | 4.8 | 67947 | 68226 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/16/2063 | 2.0 | 1788994 | 1387479 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 10/16/2063 | 2.3 | 1788994 | 1422961 |
| GOVERNMENT NATIONAL MORTGAGE A | FIXED INCOME | 1/20/2055 | 5.2 | 259580 | 261218 |
| GOVERNMENT STIF 3 | FIXED INCOME | 12/31/2050 | 3.8 | 26111633 | 26111633 |
| GREAT WOLF TRUST | FIXED INCOME | 3/15/2039 | 5.3 | 400000 | 400230 |
| GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 3/25/2052 | 2.5 | 867828 | 783105 |
| GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 2/25/2055 | 5.0 | 253989 | 252519 |
| GS MORTGAGE BACKED SECURITIES | FIXED INCOME | 11/25/2055 | 5.5 | 500000 | 504874 |
| HARLEY DAVIDSON MOTORCYCLE TRU | FIXED INCOME | 7/16/2029 | 4.3 | 250000 | 250986 |
| HCA INC | FIXED INCOME | 6/15/2029 | 4.1 | 322000 | 321034 |
| HCA INC | FIXED INCOME | 3/15/2032 | 3.6 | 136000 | 128593 |
| HCA INC | FIXED INCOME | 4/1/2031 | 5.5 | 95000 | 99226 |
| HEICO CORP | FIXED INCOME | 8/1/2028 | 5.3 | 139000 | 142966 |
| HERSHEY COMPANY | FIXED INCOME | 2/24/2030 | 4.8 | 101000 | 103687 |
| HESS CORP | FIXED INCOME | 4/1/2027 | 4.3 | 51000 | 51223 |
| HIGHBRIDGE LOAN MANAGEMENT LTD | FIXED INCOME | 7/26/2038 | 5.6 | 500000 | 501750 |
| HOME DEPOT INC | FIXED INCOME | 4/15/2030 | 2.7 | 55000 | 52051 |
| HOME DEPOT INC | FIXED INCOME | 3/15/2031 | 1.4 | 50000 | 43472 |
| HONDA AUTO RECEIVABLES OWNER T | FIXED INCOME | 11/21/2030 | 4.5 | 500000 | 505396 |
| HONDA AUTO RECEIVABLES OWNER T | FIXED INCOME | 6/15/2028 | 4.0 | 200000 | 200497 |
| HONDA MOTOR CO LTD | FIXED INCOME | 7/8/2028 | 4.4 | 381000 | 384459 |
| HONDA MOTOR CO LTD | FIXED INCOME | 7/8/2030 | 4.7 | 163000 | 164897 |
| HONDA MOTOR CO LTD | FIXED INCOME | 7/8/2035 | 5.3 | 87000 | 88991 |
| HONEYWELL INTERNATIONAL | FIXED INCOME | 9/1/2031 | 5.0 | 130000 | 134432 |
| HP ENTERPRISE CO | FIXED INCOME | 10/15/2029 | 4.6 | 151000 | 152241 |
| HP ENTERPRISE CO | FIXED INCOME | 9/15/2028 | 4.2 | 245000 | 245238 |
| HSBC HOLDINGS PLC | FIXED INCOME | 11/19/2030 | 5.3 | 212000 | 218801 |
| HUMANA INC | FIXED INCOME | 3/15/2034 | 6.0 | 120000 | 126136 |
| HYATT HOTELS CORP | FIXED INCOME | 3/30/2028 | 5.1 | 163000 | 166045 |

---

569

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | HYUNDAI AUTO LEASE SECURITIZAT | FIXED INCOME | 4/17/2028 | 4.5 | 300000 | 302654 |
| | HYUNDAI AUTO RECEIVABLES TRUST | FIXED INCOME | 9/16/2030 | 4.7 | 500000 | 508418 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 6/26/2026 | 5.7 | 105000 | 105696 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 9/21/2026 | 6.0 | 103000 | 104286 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 9/21/2028 | 6.1 | 150000 | 156978 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 6/24/2029 | 5.3 | 107000 | 110224 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 3/27/2030 | 5.2 | 100000 | 102431 |
| | HYUNDAI CAPITAL AMERICA | FIXED INCOME | 3/29/2032 | 5.4 | 144000 | 148751 |
| | IMPERIAL BRANDS FIN PLC | FIXED INCOME | 6/30/2028 | 4.5 | 200000 | 201682 |
| | ING GROEP NV | FIXED INCOME | 9/11/2027 | 6.1 | 200000 | 202680 |
| | INGERSOLL RAND INC | FIXED INCOME | 6/15/2027 | 5.2 | 49000 | 49804 |
| | INTEL CORP | FIXED INCOME | 2/10/2028 | 4.9 | 49000 | 49706 |
| | INTEL CORP | FIXED INCOME | 2/10/2033 | 5.2 | 90000 | 91783 |
| | INTERCONTINENTALEXCHANGE | FIXED INCOME | 3/15/2031 | 4.2 | 335000 | 335533 |
| | INTERCONTINENTALEXCHANGE | FIXED INCOME | 6/15/2030 | 2.1 | 140000 | 128642 |
| | INTUIT INC | FIXED INCOME | 9/15/2028 | 5.1 | 50000 | 51593 |
| | INVESCO CLO LTD | FIXED INCOME | 10/22/2034 | 4.9 | 640000 | 639680 |
| | INVITATION HOMES OP | FIXED INCOME | 11/15/2028 | 2.3 | 174000 | 165483 |
| | JACKSON NATL LIFE GLOBAL | FIXED INCOME | 9/9/2030 | 4.6 | 200000 | 199614 |
| | JB HUNT TRANSPRT SVCS | FIXED INCOME | 3/15/2030 | 4.9 | 233000 | 238119 |
| | JERSEY CENTRAL PWR + LT | FIXED INCOME | 1/15/2031 | 4.4 | 300000 | 299193 |
| | JOHN DEERE CAPITAL CORP | FIXED INCOME | 7/14/2028 | 5.0 | 25000 | 25677 |
| | JOHN DEERE CAPITAL CORP | FIXED INCOME | 1/16/2029 | 4.5 | 25000 | 25407 |
| | JOHN DEERE CAPITAL CORP | FIXED INCOME | 6/11/2027 | 4.9 | 25000 | 25426 |
| | JOHN DEERE CAPITAL CORP | FIXED INCOME | 6/11/2029 | 4.9 | 50000 | 51446 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 9/25/2052 | 2.5 | 817126 | 677838 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 2/25/2052 | 2.5 | 849764 | 766496 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 4/25/2052 | 2.5 | 507708 | 422296 |
| \* | JP MORGAN MORTGAGE TRUST | FIXED INCOME | 11/25/2052 | 3.0 | 549753 | 479288 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 12/5/2029 | 4.5 | 318000 | 321320 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/15/2030 | 2.7 | 9000 | 8541 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 6/1/2028 | 2.2 | 88000 | 85818 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 2/4/2032 | 2.0 | 31000 | 27666 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2027 | 1.6 | 201000 | 199402 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 6/1/2029 | 2.1 | 34000 | 32465 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 9/22/2027 | 1.5 | 53000 | 52039 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/23/2029 | 6.1 | 265000 | 279119 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/23/2030 | 5.0 | 121000 | 124107 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2028 | 5.6 | 173000 | 176481 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 7/22/2030 | 5.0 | 80000 | 82165 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/22/2030 | 4.6 | 92000 | 93282 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 1/24/2031 | 5.1 | 75000 | 77579 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 4/22/2036 | 5.6 | 9000 | 9462 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 7/23/2036 | 5.6 | 10000 | 10365 |
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/22/2031 | 4.3 | 215000 | 214463 |

---

570

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| \* | JPMORGAN CHASE + CO | FIXED INCOME | 10/22/2036 | 4.8 | 37000 | 36817 |
|  | KENVUE INC | FIXED INCOME | 3/22/2030 | 5.0 | 49000 | 50509 |
|  | KINDER MORGAN INC | FIXED INCOME | 11/15/2026 | 1.8 | 53000 | 52039 |
|  | KLA CORP | FIXED INCOME | 2/1/2034 | 4.7 | 54000 | 54318 |
|  | L3HARRIS TECH INC | FIXED INCOME | 6/15/2028 | 4.4 | 69000 | 69545 |
|  | LABORATORY CORP OF AMER | FIXED INCOME | 4/1/2030 | 4.4 | 120000 | 120204 |
|  | LIBERTY UTILITIES CO | FIXED INCOME | 1/31/2029 | 5.6 | 142000 | 146699 |
|  | LLOYDS BANKING GROUP PLC | FIXED INCOME | 1/5/2028 | 5.5 | 204000 | 206783 |
|  | LOCKHEED MARTIN CORP | FIXED INCOME | 11/15/2027 | 5.1 | 50000 | 51198 |
|  | LOCKHEED MARTIN CORP | FIXED INCOME | 8/15/2030 | 4.4 | 51000 | 51548 |
|  | LOWE S COS INC | FIXED INCOME | 4/15/2028 | 1.3 | 175000 | 165076 |
|  | LOWE S COS INC | FIXED INCOME | 3/15/2031 | 4.3 | 275000 | 274010 |
|  | LPL HOLDINGS INC | FIXED INCOME | 3/15/2030 | 5.2 | 25000 | 25606 |
|  | LPL HOLDINGS INC | FIXED INCOME | 6/15/2030 | 5.2 | 25000 | 25534 |
|  | M+T BANK AUTO RECEIVABLES TRUS | FIXED INCOME | 2/17/2032 | 5.2 | 446342 | 451583 |
|  | MADISON PARK FUNDING LTD | FIXED INCOME | 7/16/2037 | 5.3 | 250000 | 250435 |
|  | MARATHON PETROLEUM CORP | FIXED INCOME | 12/15/2026 | 5.1 | 49000 | 49366 |
|  | MARKET STREET CLO LTD | FIXED INCOME | 7/20/2038 | 5.5 | 500000 | 503300 |
|  | MARS INC | FIXED INCOME | 3/1/2028 | 4.6 | 249000 | 252396 |
|  | MARS INC | FIXED INCOME | 3/1/2030 | 4.8 | 120000 | 122694 |
|  | MCDONALD S CORP | FIXED INCOME | 2/12/2031 | 4.4 | 255000 | 257175 |
|  | MCKESSON CORP | FIXED INCOME | 8/15/2026 | 1.3 | 26000 | 25583 |
|  | MCKESSON CORP | FIXED INCOME | 9/15/2029 | 4.3 | 77000 | 77444 |
|  | MCKESSON CORP | FIXED INCOME | 5/30/2030 | 4.7 | 155000 | 157812 |
|  | MERCK + CO INC | FIXED INCOME | 3/15/2031 | 4.2 | 121000 | 120860 |
|  | META PLATFORMS INC | FIXED INCOME | 11/15/2030 | 4.2 | 115000 | 115371 |
|  | MIDAMERICAN ENERGY CO | FIXED INCOME | 1/15/2034 | 5.4 | 49000 | 51215 |
|  | MITSUBISHI UFJ FIN GRP | FIXED INCOME | 7/20/2027 | 1.5 | 384000 | 378739 |
|  | MITSUBISHI UFJ FIN GRP | FIXED INCOME | 1/16/2031 | 5.2 | 282000 | 290793 |
|  | MOHAWK INDUSTRIES INC | FIXED INCOME | 9/18/2028 | 5.9 | 24000 | 24957 |
|  | MOLEX ELECTRONICS TECH | FIXED INCOME | 4/30/2028 | 4.8 | 117000 | 118343 |
|  | MORGAN STANLEY | FIXED INCOME | 7/22/2028 | 3.6 | 124000 | 123158 |
|  | MORGAN STANLEY | FIXED INCOME | 7/20/2027 | 1.5 | 102000 | 100574 |
|  | MORGAN STANLEY | FIXED INCOME | 1/21/2028 | 2.5 | 30000 | 29510 |
|  | MORGAN STANLEY | FIXED INCOME | 10/18/2028 | 6.3 | 14000 | 14540 |
|  | MORGAN STANLEY | FIXED INCOME | 4/20/2029 | 5.2 | 82000 | 83870 |
|  | MORGAN STANLEY | FIXED INCOME | 1/16/2030 | 5.2 | 10000 | 10274 |
|  | MORGAN STANLEY | FIXED INCOME | 7/19/2030 | 5.0 | 58000 | 59522 |
|  | MORGAN STANLEY | FIXED INCOME | 10/18/2030 | 4.7 | 190000 | 192316 |
|  | MORGAN STANLEY | FIXED INCOME | 4/12/2029 | 5.0 | 188000 | 191803 |
|  | MORGAN STANLEY | FIXED INCOME | 4/17/2036 | 5.7 | 23000 | 24182 |
|  | MORGAN STANLEY | FIXED INCOME | 1/15/2031 | 5.2 | 81000 | 83614 |
|  | MORGAN STANLEY | FIXED INCOME | 10/18/2029 | 4.1 | 99000 | 98952 |
|  | MORGAN STANLEY | FIXED INCOME | 10/22/2031 | 4.4 | 100000 | 99721 |
|  | MORGAN STANLEY | FIXED INCOME | 10/22/2036 | 4.9 | 28000 | 27814 |

---

571

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | MORGAN STANLEY | FIXED INCOME | 5/4/2027 | 1.6 | 352000 | 348955 |
| | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 10/15/2051 | 4.4 | 750000 | 751545 |
| | MORGAN STANLEY CAPITAL I TRUST | FIXED INCOME | 5/15/2054 | 1.3 | 2454702 | 106094 |
| | MORGAN STANLEY PVT BANK | FIXED INCOME | 11/19/2031 | 4.5 | 250000 | 250688 |
| | MSCI INC | FIXED INCOME | 9/1/2030 | 3.6 | 153000 | 146288 |
| | NATIONAL RURAL UTIL COOP | FIXED INCOME | 11/1/2028 | 3.9 | 63000 | 62902 |
| | NATIONAL RURAL UTIL COOP | FIXED INCOME | 3/15/2030 | 2.4 | 84000 | 78441 |
| | NATIONAL RURAL UTIL COOP | FIXED INCOME | 4/15/2032 | 2.8 | 57000 | 51591 |
| | NATIONAL RURAL UTIL COOP | FIXED INCOME | 6/15/2029 | 5.2 | 124000 | 128361 |
| | NATIONAL RURAL UTIL COOP | FIXED INCOME | 8/25/2028 | 4.2 | 180000 | 180979 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 10/15/2071 | 5.5 | 384303 | 395049 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 1/15/2069 | 1.3 | 114070 | 108790 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 8/15/2068 | 2.6 | 180331 | 174541 |
| | NAVIENT STUDENT LOAN TRUST | FIXED INCOME | 12/15/2059 | 4.0 | 119032 | 118097 |
| \* | NEUBERGER BERMAN CLO LTD | FIXED INCOME | 10/18/2038 | 5.2 | 760000 | 761292 |
| \* | NEUBERGER BERMAN CLO LTD | FIXED INCOME | 4/16/2035 | 5.2 | 450000 | 449785 |
|  | NEXTERA ENERGY CAPITAL | FIXED INCOME | 6/15/2028 | 1.9 | 160000 | 152506 |
|  | NEXTERA ENERGY CAPITAL | FIXED INCOME | 7/15/2027 | 4.6 | 77000 | 77881 |
|  | NEXTERA ENERGY CAPITAL | FIXED INCOME | 3/15/2030 | 5.1 | 212000 | 218996 |
|  | NEXTERA ENERGY CAPITAL | FIXED INCOME | 3/15/2035 | 5.5 | 51000 | 52864 |
|  | NIAGARA MOHAWK POWER | FIXED INCOME | 6/27/2030 | 2.0 | 107000 | 96789 |
|  | NISOURCE INC | FIXED INCOME | 5/1/2030 | 3.6 | 177000 | 172217 |
|  | NISSAN AUTO LEASE TRUST | FIXED INCOME | 9/15/2028 | 5.0 | 350000 | 351887 |
|  | NISSAN AUTO RECEIVABLES OWNER | FIXED INCOME | 11/15/2029 | 4.5 | 350000 | 351680 |
|  | NNN REIT INC | FIXED INCOME | 2/15/2031 | 4.6 | 95000 | 95675 |
|  | NORFOLK SOUTHERN CORP | FIXED INCOME | 8/1/2030 | 5.1 | 56000 | 58111 |
|  | NORTHROP GRUMMAN CORP | FIXED INCOME | 7/15/2030 | 4.7 | 95000 | 96777 |
|  | NOVARTIS CAPITAL CORP | FIXED INCOME | 9/18/2031 | 4.0 | 130000 | 129393 |
|  | NTT FINANCE CORP | FIXED INCOME | 7/16/2028 | 4.6 | 232000 | 235004 |
|  | NUCOR CORP | FIXED INCOME | 6/1/2030 | 4.7 | 154000 | 157256 |
|  | NUVEEN LLC | FIXED INCOME | 1/15/2030 | 5.6 | 33000 | 34386 |
|  | OCCIDENTAL PETROLEUM COR | FIXED INCOME | 7/15/2027 | 8.5 | 23000 | 24033 |
|  | OCCIDENTAL PETROLEUM COR | FIXED INCOME | 9/1/2030 | 6.6 | 24000 | 25803 |
|  | OCEANVIEW MORTGAGE TRUST | FIXED INCOME | 10/25/2051 | 2.5 | 725247 | 603282 |
|  | OCTAGON 62 LTD | FIXED INCOME | 1/23/2038 | 5.5 | 650000 | 650845 |
|  | OHIO EDISON CO | FIXED INCOME | 12/15/2029 | 5.0 | 180000 | 184126 |
|  | ONCOR ELECTRIC DELIVERY | FIXED INCOME | 9/15/2032 | 4.6 | 52000 | 52046 |
|  | ONCOR ELECTRIC DELIVERY | FIXED INCOME | 5/15/2028 | 4.3 | 108000 | 108878 |
|  | ONE GAS INC | FIXED INCOME | 4/1/2029 | 5.1 | 45000 | 46369 |
|  | ORACLE CORP | FIXED INCOME | 5/15/2035 | 3.9 | 81000 | 70031 |
|  | ORACLE CORP | FIXED INCOME | 4/1/2027 | 2.8 | 225000 | 220608 |
|  | ORACLE CORP | FIXED INCOME | 4/1/2030 | 3.0 | 143000 | 132028 |
|  | ORACLE CORP | FIXED INCOME | 3/25/2031 | 2.9 | 179000 | 160588 |
|  | ORACLE CORP | FIXED INCOME | 9/26/2030 | 4.5 | 390000 | 381716 |
|  | PACCAR FINANCIAL CORP | FIXED INCOME | 9/26/2029 | 4.0 | 51000 | 51090 |

---

572

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| PARK AVENUE INSTITUTIONAL ADVI | FIXED INCOME | 1/20/2034 | 5.0 | 250000 | 249900 |
| PENSKE TRUCK LEASING/PTL | FIXED INCOME | 2/1/2030 | 5.3 | 117000 | 120538 |
| PEPSICO INC | FIXED INCOME | 7/23/2030 | 4.3 | 74000 | 74817 |
| PEPSICO INC | FIXED INCOME | 1/15/2029 | 4.1 | 180000 | 181037 |
| PFIZER INVESTMENT ENTER | FIXED INCOME | 5/19/2030 | 4.7 | 112000 | 114367 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 2/13/2031 | 5.1 | 120000 | 124427 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 11/1/2029 | 4.6 | 135000 | 137252 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 4/28/2028 | 4.1 | 317000 | 318471 |
| PHILIP MORRIS INTL INC | FIXED INCOME | 10/29/2030 | 4.0 | 165000 | 163538 |
| PINNACLE WEST CAPITAL | FIXED INCOME | 5/15/2030 | 5.2 | 128000 | 131992 |
| PORSCHE FINANCIAL AUTO SECURIT | FIXED INCOME | 6/23/2031 | 4.7 | 400000 | 402891 |
| PORSCHE INNOVATIVE LEASE OWNER | FIXED INCOME | 2/20/2030 | 4.7 | 300000 | 302463 |
| PPG INDUSTRIES INC | FIXED INCOME | 3/15/2031 | 4.4 | 390000 | 389731 |
| PSEG POWER LLC | FIXED INCOME | 5/15/2030 | 5.2 | 96000 | 98255 |
| PUBLIC SERVICE ELECTRIC | FIXED INCOME | 8/1/2033 | 5.2 | 81000 | 84140 |
| QUALCOMM INC | FIXED INCOME | 5/20/2030 | 4.5 | 50000 | 50869 |
| QUANTA SERVICES INC | FIXED INCOME | 8/9/2027 | 4.8 | 140000 | 141799 |
| REALTY INCOME CORP | FIXED INCOME | 6/15/2028 | 2.2 | 80000 | 76804 |
| RELX CAPITAL INC | FIXED INCOME | 3/27/2030 | 4.8 | 190000 | 193829 |
| REPUBLIC SERVICES INC | FIXED INCOME | 7/15/2030 | 4.8 | 50000 | 51229 |
| REXFORD INDUSTRIAL REALT | FIXED INCOME | 9/1/2031 | 2.2 | 149000 | 130677 |
| RIO TINTO FIN USA PLC | FIXED INCOME | 3/14/2028 | 4.5 | 106000 | 107242 |
| RIO TINTO FIN USA PLC | FIXED INCOME | 3/14/2030 | 4.9 | 73000 | 75043 |
| ROGERS COMMUNICATIONS IN | FIXED INCOME | 2/15/2029 | 5.0 | 146000 | 148851 |
| ROYAL BANK OF CANADA | FIXED INCOME | 5/4/2027 | 3.6 | 26000 | 25976 |
| ROYAL BANK OF CANADA | FIXED INCOME | 4/27/2026 | 1.2 | 286000 | 283529 |
| ROYAL BANK OF CANADA | FIXED INCOME | 7/14/2026 | 1.2 | 179000 | 176413 |
| ROYAL BANK OF CANADA | FIXED INCOME | 8/3/2027 | 4.2 | 25000 | 25177 |
| ROYAL BANK OF CANADA | FIXED INCOME | 8/1/2028 | 5.2 | 83000 | 85644 |
| ROYAL BANK OF CANADA | FIXED INCOME | 2/1/2029 | 5.0 | 75000 | 77048 |
| ROYAL BANK OF CANADA | FIXED INCOME | 8/2/2030 | 5.0 | 70000 | 71721 |
| ROYAL BANK OF CANADA | FIXED INCOME | 2/4/2031 | 5.2 | 78000 | 80342 |
| ROYAL BANK OF CANADA | FIXED INCOME | 3/27/2028 | 4.7 | 161000 | 162373 |
| ROYAL BANK OF CANADA | FIXED INCOME | 8/6/2029 | 4.5 | 90000 | 90899 |
| ROYAL BANK OF CANADA | FIXED INCOME | 10/18/2028 | 4.5 | 90000 | 90854 |
| ROYALTY PHARMA PLC | FIXED INCOME | 9/2/2030 | 2.2 | 57000 | 51740 |
| RPM INTERNATIONAL INC | FIXED INCOME | 1/15/2032 | 3.0 | 130000 | 117945 |
| RTX CORP | FIXED INCOME | 7/1/2030 | 2.3 | 194000 | 178814 |
| RYDER SYSTEM INC | FIXED INCOME | 6/1/2028 | 5.3 | 169000 | 173585 |
| RYDER SYSTEM INC | FIXED INCOME | 12/1/2033 | 6.6 | 90000 | 100615 |
| RYDER SYSTEM INC | FIXED INCOME | 6/1/2029 | 5.5 | 63000 | 65616 |
| RYDER SYSTEM INC | FIXED INCOME | 9/1/2029 | 5.0 | 50000 | 51137 |
| RYDER SYSTEM INC | FIXED INCOME | 3/15/2030 | 5.0 | 102000 | 104503 |
| S+P GLOBAL INC | FIXED INCOME | 3/1/2029 | 2.7 | 103000 | 99091 |
| SABINE PASS LIQUEFACTION | FIXED INCOME | 3/15/2027 | 5.0 | 216000 | 217436 |

---

573

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| | SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 7/17/2028 | 5.9 | 158299 | 158764 |
| | SANTANDER DRIVE AUTO RECEIVABL | FIXED INCOME | 5/15/2031 | 4.9 | 300000 | 303393 |
| | SCE RECOVERY FUNDING LLC | FIXED INCOME | 3/15/2036 | 4.5 | 300000 | 301767 |
| | SEMPRA | FIXED INCOME | 8/1/2026 | 5.4 | 97000 | 97595 |
| | SHERWIN WILLIAMS CO | FIXED INCOME | 8/15/2030 | 4.5 | 257000 | 259493 |
| | SHR TRUST | FIXED INCOME | 10/15/2041 | 5.7 | 250000 | 250290 |
| | SIEMENS FUNDING BV | FIXED INCOME | 5/28/2030 | 4.6 | 229000 | 233729 |
| | SMB PRIVATE EDUCATION LOAN TRU | FIXED INCOME | 9/15/2054 | 1.6 | 534610 | 507049 |
| | SMITH + NEPHEW PLC | FIXED INCOME | 10/14/2030 | 2.0 | 200000 | 179972 |
| | SOCIAL PROFESSIONAL LOAN PROGR | FIXED INCOME | 11/16/2048 | 2.4 | 285172 | 277012 |
| | SOLVENTUM CORP | FIXED INCOME | 3/1/2029 | 5.4 | 45000 | 46656 |
| | SONOCO PRODUCTS CO | FIXED INCOME | 9/1/2029 | 4.6 | 70000 | 70628 |
| | SOUND POINT CLO LTD | FIXED INCOME | 1/21/2031 | 5.3 | 39090 | 39078 |
| | SOUND POINT CLO LTD | FIXED INCOME | 4/25/2034 | 5.0 | 700000 | 699650 |
| | SOUTHERN CALIF GAS CO | FIXED INCOME | 6/1/2033 | 5.2 | 41000 | 42370 |
| | SOUTHERN CO | FIXED INCOME | 8/1/2027 | 5.1 | 126000 | 128010 |
| | SOUTHERN CO | FIXED INCOME | 3/15/2029 | 5.5 | 101000 | 104957 |
| | SOUTHERN POWER CO | FIXED INCOME | 10/1/2030 | 4.3 | 160000 | 159850 |
| | SOUTHWESTERN PUBLIC SERV | FIXED INCOME | 5/15/2035 | 5.3 | 257000 | 262962 |
| | SPRINT CAPITAL CORP | FIXED INCOME | 11/15/2028 | 6.9 | 294000 | 315680 |
| | STANLEY BLACK + DECKER I | FIXED INCOME | 3/6/2028 | 6.0 | 96000 | 99619 |
| \* | STATE STREET CORP | FIXED INCOME | 11/1/2034 | 3.0 | 101000 | 95344 |
| \* | STATE STREET CORP | FIXED INCOME | 10/22/2032 | 4.7 | 50000 | 50936 |
| \* | STATE STREET CORP | FIXED INCOME | 2/28/2028 | 4.5 | 50000 | 50771 |
| \* | STATE STREET CORP | FIXED INCOME | 2/28/2030 | 4.7 | 63000 | 64518 |
|  | STEEL DYNAMICS INC | FIXED INCOME | 10/15/2027 | 1.7 | 175000 | 168151 |
|  | STRYKER CORP | FIXED INCOME | 3/7/2028 | 3.7 | 107000 | 106412 |
|  | STRYKER CORP | FIXED INCOME | 2/10/2030 | 4.9 | 106000 | 108857 |
|  | SYNOPSYS INC | FIXED INCOME | 4/1/2028 | 4.7 | 162000 | 164176 |
|  | SYNOPSYS INC | FIXED INCOME | 4/1/2030 | 4.9 | 59000 | 60220 |
|  | T MOBILE USA INC | FIXED INCOME | 4/15/2030 | 3.9 | 107000 | 105255 |
|  | T MOBILE USA INC | FIXED INCOME | 2/15/2026 | 2.3 | 115000 | 114701 |
|  | T MOBILE USA INC | FIXED INCOME | 4/15/2029 | 3.4 | 90000 | 87787 |
|  | T MOBILE USA INC | FIXED INCOME | 2/15/2028 | 2.1 | 116000 | 111366 |
|  | T MOBILE USA INC | FIXED INCOME | 1/15/2029 | 4.9 | 132000 | 134864 |
|  | TAKEDA PHARMACEUTICAL | FIXED INCOME | 3/31/2030 | 2.1 | 221000 | 202078 |
|  | TARGA RESOURCES CORP | FIXED INCOME | 2/1/2033 | 4.2 | 105000 | 100610 |
|  | TBA CITIBANK COC | EQUITY |  |  | 274000 | 274000 |
|  | TBA CITIGROUP COC | EQUITY |  |  | (274000) | (274000) |
|  | TBA JP MORGAN COC | EQUITY |  |  | 307000 | 307000 |
|  | TBA MORGAN STANLEY BOC | EQUITY |  |  | (270000) | (270000) |
|  | TBA MORGAN STANLEY COC | EQUITY |  |  | 35805 | 35805 |
|  | TBA MORGAN STANLEY COC | EQUITY |  |  | (72805) | (72805) |
|  | TCI SYMPHONY CLO | FIXED INCOME | 7/15/2030 | 5.1 | 113930 | 113930 |
|  | TELEDYNE TECHNOLOGIES IN | FIXED INCOME | 4/1/2026 | 1.6 | 93000 | 92406 |

---

574

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| TESLA AUTO LEASE TRUST | FIXED INCOME | 10/20/2027 | 4.8 | 300000 | 301273 |
| TEXAS INSTRUMENTS INC | FIXED INCOME | 5/23/2030 | 4.5 | 25000 | 25425 |
| TORONTO DOMINION BANK | FIXED INCOME | 7/17/2028 | 5.5 | 82000 | 85032 |
| TORONTO DOMINION BANK | FIXED INCOME | 4/5/2027 | 5.0 | 250000 | 253163 |
| TORONTO DOMINION BANK | FIXED INCOME | 1/30/2032 | 5.3 | 49000 | 51223 |
| TOYOTA AUTO RECEIVABLES OWNER | FIXED INCOME | 10/16/2028 | 4.8 | 334097 | 336374 |
| TOYOTA AUTO RECEIVABLES OWNER | FIXED INCOME | 4/17/2028 | 5.4 | 350000 | 355507 |
| TOYOTA LEASE OWNER TRUST | FIXED INCOME | 11/20/2028 | 4.0 | 400000 | 401178 |
| TOYOTA MOTOR CORP | FIXED INCOME | 6/30/2030 | 4.5 | 150000 | 151770 |
| TOYOTA MOTOR CREDIT CORP | FIXED INCOME | 9/20/2027 | 4.6 | 50000 | 50622 |
| TOYOTA MOTOR CREDIT CORP | FIXED INCOME | 1/12/2033 | 4.7 | 112000 | 113450 |
| TOYOTA MOTOR CREDIT CORP | FIXED INCOME | 11/20/2026 | 5.4 | 50000 | 50676 |
| TOYOTA MOTOR CREDIT CORP | FIXED INCOME | 10/8/2027 | 4.4 | 50000 | 50500 |
| TRUIST FINANCIAL CORP | FIXED INCOME | 3/2/2027 | 1.3 | 161000 | 160195 |
| TRUIST FINANCIAL CORP | FIXED INCOME | 1/24/2030 | 5.4 | 100000 | 103580 |
| TUCSON ELECTRIC POWER CO | FIXED INCOME | 9/15/2034 | 5.2 | 47000 | 48141 |
| TYSON FOODS INC | FIXED INCOME | 3/15/2029 | 5.4 | 67000 | 69206 |
| UBER TECHNOLOGIES INC | FIXED INCOME | 1/15/2030 | 4.3 | 170000 | 171066 |
| UBS COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 12/15/2051 | 4.7 | 1000000 | 988297 |
| UBS COMMERCIAL MORTGAGE TRUST | FIXED INCOME | 3/15/2051 | 4.1 | 1800000 | 1786826 |
| UBS GROUP AG | FIXED INCOME | 9/22/2034 | 6.3 | 204000 | 222603 |
| UBS GROUP AG | FIXED INCOME | 9/23/2031 | 4.4 | 255000 | 253990 |
| UNILEVER CAPITAL CORP | FIXED INCOME | 8/12/2034 | 4.6 | 100000 | 100829 |
| UNION PACIFIC CORP | FIXED INCOME | 2/20/2035 | 5.1 | 95000 | 98175 |
| UNITED AIR 2016 2 AA PTT | FIXED INCOME | 4/7/2030 | 2.9 | 102979 | 99061 |
| UNITED PARCEL SERVICE | FIXED INCOME | 5/14/2035 | 5.3 | 68000 | 70617 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 5/15/2029 | 4.0 | 103000 | 102936 |
| UNITEDHEALTH GROUP INC | FIXED INCOME | 1/15/2030 | 4.8 | 125000 | 128126 |
| UNIVERSAL HEALTH SVCS | FIXED INCOME | 10/15/2029 | 4.6 | 50000 | 50245 |
| US 10YR ULTRA FUT MAR 26 | FUTURE | 4/7/2026 |  | (6500000) | 3406 |
| US 2YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 26000000 | 3590 |
| US 5YR NOTE (CBT) MAR 26 | FUTURE | 4/7/2026 |  | 16700000 | 49578 |
| US BANCORP | FIXED INCOME | 7/22/2028 | 4.5 | 50000 | 50417 |
| US BANCORP | FIXED INCOME | 2/12/2031 | 5.0 | 96000 | 98699 |
| US DOLLAR | CASH |  |  | (17150313) | (17150313) |
| US LONG BOND(CBT) MAR 26 | FUTURE | 3/20/2026 |  | 400000 | (1594) |
| US TREASURY N/B | FIXED INCOME | 2/15/2045 | 4.8 | 68600 | 68504 |
| US TREASURY N/B | FIXED INCOME | 8/15/2055 | 4.8 | 1143500 | 1129206 |
| US TREASURY N/B | FIXED INCOME | 11/15/2045 | 4.6 | 290700 | 285113 |
| US TREASURY N/B | FIXED INCOME | 9/30/2028 | 1.3 | 631900 | 594578 |
| US TREASURY N/B | FIXED INCOME | 11/30/2028 | 1.5 | 1777700 | 1678399 |
| US TREASURY N/B | FIXED INCOME | 4/30/2027 | 2.8 | 151700 | 150230 |
| US TREASURY N/B | FIXED INCOME | 12/15/2026 | 4.4 | 16000 | 16126 |
| US TREASURY N/B | FIXED INCOME | 1/15/2027 | 4.0 | 18000 | 18088 |
| US TREASURY N/B | FIXED INCOME | 3/15/2027 | 4.3 | 3295000 | 3323059 |

---

575

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| US TREASURY N/B | FIXED INCOME | 3/15/2027 | 4.3 | (3295000) | (3323059) |
| US TREASURY N/B | FIXED INCOME | 3/31/2029 | 4.1 | (3960000) | (4028063) |
| US TREASURY N/B | FIXED INCOME | 3/31/2029 | 4.1 | 3960000 | 4028063 |
| US TREASURY N/B | FIXED INCOME | 6/15/2027 | 4.6 | 21000 | 21339 |
| US TREASURY N/B | FIXED INCOME | 8/15/2034 | 3.9 | 19000 | 18745 |
| US TREASURY N/B | FIXED INCOME | 9/15/2027 | 3.4 | 1147000 | 1145073 |
| US TREASURY N/B | FIXED INCOME | 3/31/2030 | 4.0 | 10000 | 10135 |
| US TREASURY N/B | FIXED INCOME | 4/30/2032 | 4.0 | 32300 | 32557 |
| US TREASURY N/B | FIXED INCOME | 5/15/2028 | 3.8 | 123000 | 123711 |
| US TREASURY N/B | FIXED INCOME | 6/30/2030 | 3.9 | 5000 | 5042 |
| US TREASURY N/B | FIXED INCOME | 11/15/2035 | 4.0 | 3867100 | 3819970 |
| US TREASURY N/B | FIXED INCOME | 12/15/2028 | 3.5 | 1895800 | 1894319 |
| US TREASURY N/B | FIXED INCOME | 12/31/2032 | 3.9 | 658000 | 656149 |
| US TREASURY N/B | FIXED INCOME | 12/31/2030 | 3.6 | 1160400 | 1155958 |
| US TREASURY N/B | FIXED INCOME | 12/31/2027 | 3.4 | 4507200 | 4499101 |
| US ULTRA BOND CBT MAR 26 | FUTURE | 4/7/2026 |  | (800000) | 14750 |
| USB AUTO OWNER TRUST | FIXED INCOME | 12/16/2030 | 4.6 | 250000 | 254443 |
| VENTURE CDO LTD | FIXED INCOME | 7/15/2032 | 5.2 | 295827 | 295708 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 3/15/2032 | 2.4 | 143000 | 126189 |
| VERIZON COMMUNICATIONS | FIXED INCOME | 2/15/2035 | 4.8 | 78000 | 76927 |
| VIATRIS INC | FIXED INCOME | 6/22/2030 | 2.7 | 140000 | 128010 |
| VIRGINIA ELEC + POWER CO | FIXED INCOME | 4/1/2033 | 5.0 | 119000 | 121957 |
| VMWARE LLC | FIXED INCOME | 8/21/2027 | 3.9 | 278000 | 278083 |
| VMWARE LLC | FIXED INCOME | 8/15/2026 | 1.4 | 210000 | 206611 |
| VOYA PRIVATE CREDIT TRUST FUND | EQUITY |  |  | 4334803 | 51917394 |
| WEC ENERGY GROUP INC | FIXED INCOME | 12/15/2028 | 2.2 | 243000 | 231117 |
| WELLS FARGO + COMPANY | FIXED INCOME | 5/22/2028 | 3.6 | 107000 | 106308 |
| WELLS FARGO + COMPANY | FIXED INCOME | 10/30/2030 | 2.9 | 127000 | 120809 |
| WELLS FARGO + COMPANY | FIXED INCOME | 7/25/2029 | 5.6 | 291000 | 301229 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2029 | 5.0 | 63000 | 64189 |
| WELLS FARGO + COMPANY | FIXED INCOME | 4/23/2036 | 5.6 | 36000 | 37789 |
| WELLS FARGO + COMPANY | FIXED INCOME | 9/15/2029 | 4.1 | 155000 | 154865 |
| WELLS FARGO BANK NA | FIXED INCOME | 8/7/2026 | 5.5 | 250000 | 251890 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 4/15/2054 | 2.3 | 100000 | 90996 |
| WELLS FARGO COMMERCIAL MORTGAG | FIXED INCOME | 4/15/2054 | 2.6 | 300000 | 271536 |
| WELLTOWER OP LLC | FIXED INCOME | 7/1/2030 | 4.5 | 275000 | 278116 |
| WESTPAC BANKING CORP | FIXED INCOME | 11/20/2028 | 2.0 | 27000 | 25610 |
| WESTPAC BANKING CORP | FIXED INCOME | 11/17/2028 | 5.5 | 49000 | 51253 |
| WISCONSIN ELECTRIC POWER | FIXED INCOME | 10/15/2030 | 4.2 | 130000 | 129992 |
| WOODSIDE FINANCE LTD | FIXED INCOME | 5/19/2028 | 4.9 | 180000 | 182741 |
| WORLD OMNI AUTO RECEIVABLES TR | FIXED INCOME | 3/15/2029 | 4.9 | 549587 | 552696 |
| WORLD OMNI AUTOMOBILE LEASE SE | FIXED INCOME | 5/15/2030 | 4.5 | 350000 | 353573 |
| WORLD OMNI SELECT AUTO TRUST | FIXED INCOME | 2/15/2030 | 5.0 | 500000 | 502513 |
| XCEL ENERGY INC | FIXED INCOME | 3/21/2028 | 4.8 | 169000 | 171170 |
| ZIMMER BIOMET HOLDINGS | FIXED INCOME | 2/19/2030 | 5.1 | 132000 | 136345 |

---

576

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| ZOETIS INC | FIXED INCOME | 8/17/2028 | 4.2 | 187000 |  | 188072 |
|  | **Sub-Total: Fund 5796 16 of 16** | **Sub-Total: Fund 5796 16 of 16** | **Sub-Total: Fund 5796 16 of 16** | **Sub-Total: Fund 5796 16 of 16** | **Total** | $**264725895** |
|  | **Sub-Total: Interest Income Fund - Underlying Investments at Current Value (16 funds)** | **Sub-Total: Interest Income Fund - Underlying Investments at Current Value (16 funds)** | **Sub-Total: Interest Income Fund - Underlying Investments at Current Value (16 funds)** | **Sub-Total: Interest Income Fund - Underlying Investments at Current Value (16 funds)** |  | $**6217129003** |

---

577

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| | | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | **(c) Description of investment including maturity date, rate of interest, collateral, par,** | | |
|<br>**(a)** | **(b) Identity of issue, borrower,**<br>**lessor, or similar party** | **or maturity value** | **or maturity value** | **or maturity value** | **or maturity value** |<br>**(d) Cost** | **(e) Current**<br>**value** |
| | | | | | | **(n/a)** | |
| | | |<br>**Maturity**<br>**Date** |<br>**Interest**<br>**Rate** |<br>**Shares/**<br>**Par Value** | | |
|  | Royal Bank of Canada | Synthetic Global Wraps GICs, 2.68% |  |  |  |  |  |
| \* | Voya Retirement Insurance & Annuity Co | Synthetic Global Wraps GICs, 2.68% |  |  |  |  |  |
| \* | Prudential Insurance Company of America | Synthetic Single Wrap GIC, 2.79% |  |  |  |  |  |
| \* | New York Life Insurance Co | Synthetic Single Wrap GIC, 1.80% |  |  |  |  |  |
| \* | Metropolitan Tower Life Insurance Co | Synthetic Single Wrap GIC, 2.94% |  |  |  |  |  |
| \* | Massachusetts Mutual Life | Synthetic Single Wrap GIC, 3.66% |  |  |  |  |  |
| \* | Voya Retirement Insurance & Annuity Co | Synthetic Single Wrap GIC, 2.70% |  |  |  |  |  |
|  |  | **Sub-Total : Synthetic GICs at Current Value** | **Sub-Total : Synthetic GICs at Current Value** | **Sub-Total : Synthetic GICs at Current Value** | **Sub-Total : Synthetic GICs at Current Value** |  | **—** |
|  |  | **TOTAL: Interest Income Fund - at Current Value** | **TOTAL: Interest Income Fund - at Current Value** | **TOTAL: Interest Income Fund - at Current Value** | **TOTAL: Interest Income Fund - at Current Value** |  | $**6217129003** |

---

**\* Party-In-Interest**

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

578

------

**SIGNATURE**

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

---

| | | | |
|:---|:---|:---|:---|
| | | | **IBM 401(k) Plan** |
| Date: | June 26, 2026 | By: | /s/ Nicolás A. Fehring |
|  |  |  | Nicolás A. Fehring |
|  |  |  | Vice President and Controller |

---

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

579

------

**EXHIBIT INDEX**

---

| | |
|:---|:---|
| **Exhibit<br>Number** | **Description** |
| <u>23</u> | <u>[Consent of Independent Registered Public Accounting Firm](form11-k2025ex2306262026.htm)</u> |

---

580

## Ex-23

**Exhibit 23**

**CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM**

We hereby consent to the incorporation by reference in the Registration Statements on Form S-8 (Nos. 333-09055 and 033-33458) of International Business Machines Corporation of our report dated June 26, 2026 relating to the financial statements and supplemental schedules of IBM 401(k) Plan, which appears in this Form 11-K.

---

| |
|:---|
| /s/ PricewaterhouseCoopers LLP |
| PricewaterhouseCoopers LLP |
| New York, NY |
| June 26, 2026 |

---

<br>