11-K 1 http://www.sec.gov/Archives/edgar/data/51143/000005114323000006/form11-k202206152023.htm 11-K

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM 11-K

(Mark One)

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

For the fiscal year ended December 31, 2022

OR

☐    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) Plus Plan

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

New Orchard Road

Armonk, New York 10504

---

IBM 401(k) PLUS PLAN

Table of Contents

			Page
Financial Statements and Schedules:
Report of Independent Registered Public Accounting Firm			3
Financial Statements:
Statements of Net Assets Available for Benefits at December 31, 2022 and 2021			4
Statement of Changes in Net Assets Available for Benefits for the Year Ended December 31, 2022			5
Notes to Financial Statements			6
Supplemental Schedules*:
Schedule G, Part I - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible at December 31, 2022			18
Schedule H, Line 4i - Schedule of Assets (Held at End of Year) at December 31, 2022			19
Exhibit:
Exhibit Index			565

* 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.

2

---

Report of Independent Registered Public Accounting Firm

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

Opinion on the Financial Statements

We have audited the accompanying statements of net assets available for benefits of the IBM 401(k) Plus Plan (the “Plan”) as of December 31, 2022 and 2021 and the related statement of changes in net assets available for benefits for the year ended December 31, 2022, 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, 2022 and 2021, and the changes in net assets available for benefits for the year ended December 31, 2022 in conformity with accounting principles generally accepted in the United States of America.

Basis for Opinion

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.

Supplemental Information

The supplemental schedules of loans or fixed income obligations in default or classified as uncollectible at December 31, 2022, and of assets (held at end of year) at December 31, 2022 have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental schedules are the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental schedules reconcile to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in conformity with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.

/s/ PricewaterhouseCoopers LLP

PricewaterhouseCoopers LLP

New York, NY

June 16, 2023

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.

3

---

IBM 401(k) PLUS PLAN

STATEMENTS OF NET ASSETS AVAILABLE FOR BENEFITS

AT DECEMBER 31,

			2022						2021
			(Dollars in thousands)
Assets:
Investments, at fair value (Note 3)			$	43,658,551					$	57,104,104
Investments in fully benefit-responsive investment contracts, at contract value (Note 5)			9,123,312						9,104,455
Total investments			52,781,863						66,208,559
Receivables:
Notes receivable from participants			155,524						168,508
Income, sales proceeds and other receivables			306,605						151,863
Total receivables			462,129						320,371
Total assets			53,243,992						66,528,930
Liabilities:
Payable for investments purchased			820,138						912,349
Total liabilities			820,138						912,349
Net assets available for benefits			$	52,423,853					$	65,616,581

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

4

---

IBM 401(k) PLUS PLAN

STATEMENT OF CHANGES IN NET ASSETS AVAILABLE FOR BENEFITS

FOR THE YEAR ENDED DECEMBER 31,

			2022
			(Dollars in thousands)
Additions to net assets attributed to:
Investment income/(loss):
Net depreciation in fair value of investments			$	(11,136,025)
Interest income from investments			355,956
Dividends			822,616
			(9,957,454)
Interest income on notes receivable from participants			6,685
Contributions:
Participants			942,501
Employer			489,480
			1,431,982
Transfers from acquired company benefit plans			27,574
Total reductions			(8,491,212)
Deductions from net assets attributed to:
Distributions to participants			4,665,026
Administrative expenses, net			36,489
Total deductions			4,701,516
Net decrease in net assets during the year			(13,192,728)
Net assets available for benefits:
Beginning of year			65,616,581
End of year			$	52,423,853

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

5

---

IBM 401(k) PLUS PLAN

NOTES TO FINANCIAL STATEMENTS

NOTE 1 - DESCRIPTION OF THE PLAN

The following description of the IBM 401(k) Plus 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 one to eighty percent of their eligible compensation for before-tax 401(k) and/or Roth 401(k) contributions to any of 34 primary investment funds and about 160 mutual funds in an “Expanded Choice - Mutual Funds tier.” In addition, participants are able to contribute up to ten percent of their eligible compensation on an after-tax basis. Annual contributions are subject to the legal limits permitted by Internal Revenue Service (“IRS”) regulations.

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

At December 31, 2022 and 2021, the number of participants with an account balance in the Plan was 162,870 and 166,735 respectively.

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, matching contributions, automatic contributions and/or Special Savings Awards into their accounts in the event the participant becomes disabled while insured.

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

Administration

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

Contributions

Generally, IBM employer contributions are based upon the IBM pension formula for which the employee was eligible on December 31, 2007, or on hire date on or after January 1, 2005. If a participant’s IBM Personal Pension Plan eligibility as of December 31, 2007 was (1) the Pension Credit Formula, the participant is eligible to receive a 6 percent matching contribution and a 4 percent automatic contribution; or (2) the Personal Pension Account, the participant is eligible to receive a 6 percent matching contribution and a 2 percent automatic contribution. Generally, if the participant was hired or rehired on or after January 1, 2005, and is not in one of the job families described below, then the participant is eligible for a 5 percent employer matching contribution and a 1 percent automatic contribution. If a participant is in any one of the following categories: (1) IBM Consulting Application Development Specialist Job Family hired or rehired on or after April 15, 2013; (2) Multi Vendor Service Representative hired or rehired on or after April 1, 2015; (3) Infrastructure Services Representative hired or rehired on or after November 1, 2015; or (4) is in one of the following job families in Infrastructure Services on or after January 1, 2016 (a) IT Specialist; (b) Technical Services; (c) Project Management (excluding Project Executives and Delivery Project Executives); (d) Enterprise Operations; and (e) Product Services, then the participant is eligible for a 2 percent matching contribution and a 1 percent automatic contribution. A contribution equal to 5 percent of eligible compensation (referred to as a “Special Savings Award”) will be added to the accounts of participants who are non-exempt employees at each year-end, determinable on December 15, who participated in the Pension Credit Formula as

6

---

of December 31, 2007 and have been continuously employed by IBM since that date. The Special Savings Award will be contributed to eligible participants on the last business day of the year.

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. New hires become eligible for the IBM automatic contribution and the IBM matching contribution after completing the applicable service requirement, which generally is one year. IBM Consulting Application Development Specialist Job Family hires, Multi Vendor Service Representative hires on or after April 1, 2015 and Systems Services Representative hires on or after November 1, 2015 have a service requirement of two years. IBM Consulting Entry Professional Hires on or after April 1, 2015 shall become eligible for these employer contributions only upon promotion.

In plan year 2022, matching and automatic contributions were made once annually at the end of the year. In order to receive such IBM employer contributions each year, a participant must be employed on December 15 of the Plan year, and meet all eligibility requirements. However, if a participant separates from service prior to December 15:

•after completing certain service and/or age requirements;

•due to a business transaction (including a divestiture, outsourcing or similar transaction) and the participant accepts employment with the buyer; or

•due to death;

then the participant will be eligible to receive matching and automatic contributions for which they are eligible, following separation from service.

Eligible compensation under the Plan includes regular salary, commissions, overtime, shift premium and similar additional compensation payments for nonscheduled workdays, recurring payments under an employee variable compensation plan, regular IBM Short-Term Disability Income Plan payments, holiday pay and vacation pay, and payments made under any executive incentive compensation plan. Non-recurring compensation, such as awards, deal team payments and significant signing bonuses are not eligible compensation and cannot be deferred under the Plan.

Participants are able to choose to have their contributions invested entirely in one of, or in any combination of, the 34 primary funds and about 160 mutual funds in the Expanded Choice - Mutual Funds tier, in multiples of one percent. If participants do not make an investment election, then contributions will be invested in the default Target Retirement fund that most closely corresponds to the year in which they will reach age 60.

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

7

---

of assets equals the contract value of assets. In determining the unit/share value, new contributions that are to be allocated as of the valuation date are excluded from the calculation. On the next day, the cash related to new contributions is transferred into the fund and the number of additional units to be credited to a participant’s account for each fund, due to new contributions, is equal to the amount of the participant’s new contributions to the fund divided by the prior night’s unit value.

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

Consistent with provisions established by the IRS, the Plan’s 2022 limit on employee salary and performance pay deferrals was $20,500. Participants who were age 50 or older during 2022 could take advantage of a higher 401(k) contribution limit of $27,000. The 2022 maximum annual deferral amount for employees residing in Puerto Rico was limited by local government regulations to $20,000. Puerto Rico participants who were age 50 or older in 2022 could take advantage of a higher contribution limit of $21,500.

Vesting

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

Distributions

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

In addition, participants may also elect to receive the balance of their account in semi-monthly, monthly, quarterly, semi-annual or annual installments. Eligible participants may request installments over a fixed period of time or at a flat dollar amount ($500 minimum per period for a flat dollar election). Distributions are subject to the required minimum distribution rules for participants who have reached age 72.

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.

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.

8

---

Participant Loans

Participants may borrow up to one-half of the value of their account balance, not to exceed $50,000, within a twelve month period. Loans will be granted in $1 increments subject to a minimum loan amount of $500. Participants are limited to two simultaneous outstanding Plan loans. Repayment of a loan is made through semi-monthly payroll deductions. Loans originated under the Plan have a repayment term of one to four years for a general purpose loan or one to ten years for a primary residence loan. There are a limited number of outstanding loans originated under acquired company plans that were merged into the Plan having repayment terms greater than 10 years and up to a maximum term of 30 years. The loans originated under the Plan bear a fixed rate of interest, set quarterly, for the term of the loan, determined by the Plan administrator to be 1.25 points above the prime rate. The interest is credited to the participant’s account as the semi-monthly repayments of principal and interest are made. Interest rates on outstanding loans at December 31, 2022 and 2021 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 age 72.

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”), a separate account guaranteed investment contract (“separate account GIC”) 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 and a separate account GIC. 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, in mid-August 2020. 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

9

---

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, 2022, the Plan had $248 million of open loans backed by $215 million of cash collateral and $44 million of non-cash collateral (104 percent collateral). Securities lending may be permitted in certain commingled funds and in funds within the Expanded Choice – Mutual Funds tier. The prospectus for each fund will disclose if lending is permitted and the risks involved.

Kyndryl

On November 3, 2021 the spin off of Kyndryl Holdings, Inc., from IBM created the Kyndryl Stock Fund from the IBM Stock Fund - which was a fund closed to new investments. Gallagher Fiduciary Advisor LLC was hired as an independent fiduciary with respect to the management of the Kyndryl Stock Fund, and they have liquidate the fund effective August 15, 2022.

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. Actual results could differ from those 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.

10

---

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

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

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

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

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

Security Transactions and Related Investment Income

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

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

Administrative Expenses and Investment Management Fees

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

11

---

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, 2022 and 2021.

Investments at Fair Value as of December 31, 2022

(Dollars in Thousands)						Level 1						Level 2						Level 3						Total
Equity:
Equity mutual funds						$	5,486,589					$	—					$	76					$	5,486,665
IBM Corporation common stock						978,196						—						—						978,196
Equity securities						11,739,438						3,897,240						1,695						15,638,374
Fixed income:
Government securities						—						4,697,964						—						4,697,964
Corporate bonds						—						1,809,324						6						1,809,330
Mortgage and asset-backed securities						1,339						270,867						—						272,206
Fixed income mutual funds						1,028,977						—						—						1,028,977
Cash and cash equivalents						32,734						—						—						32,734
Derivatives						—						4,806						—						4,806
Other mutual funds						912,727						—						—						912,727
Subtotal						20,180,000						10,680,202						1,777						30,861,979
Investments measured at net asset value using the NAV practical expedient (1)						—						—						—						12,796,572
Total investments at fair value						$	20,180,000					$	10,680,202					$	1,777					$	43,658,551

(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, 2022.

12

---

Investments at Fair Value as of December 31, 2021

(Dollars in Thousands)						Level 1						Level 2						Level 3						Total
Equity:
Equity mutual funds						$	6,894,192					$	—					$	69					$	6,894,261
IBM Corporation common stock						950,587						—						—						950,587
Equity securities						6,882,406						5,073,337						629						11,956,372
Fixed income:
Government securities						—						6,102,348						—						6,102,348
Corporate bonds						—						2,300,921						8						2,300,928
Mortgage and asset-backed securities						1,477						260,349						—						261,826
Fixed income mutual funds						1,338,807						—						—						1,338,807
Cash and cash equivalents						76,903						—						—						76,903
Derivatives						5,680						974						—						6,654
Other mutual funds						1,683,744						—						—						1,683,744
Subtotal						17,833,797						13,737,929						705						31,572,431
Investments measured at net asset value using the NAV practical expedient (1)						—						—						—						25,531,672
Total investments at fair value						$	17,833,797					$	13,737,929					$	705					$	57,104,104

(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, 2021.

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, 2022 and 2021, respectively:

Investments at fair value:						2022						2021
						(Dollars in thousands)
Commingled Equity funds						$	10,830,963					$	23,090,255
Other funds						1,153,372						1,480,116
Short-term Investment funds						812,237						961,301
Total investments measured at net asset value using the NAV practical expedient						$	12,796,572					$	25,531,672

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, 2022 and 2021, no funds were subject to redemption restrictions.

13

---

NOTE 4 — DERIVATIVES

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

Derivative instruments are carried at fair value. The net fair value of derivative financial instruments reported in investments, at fair value within the statement of net assets available for benefits was an asset of $4.8 million and an asset of $6.7 million as of December 31, 2022 and 2021, respectively. The gross notional amount of the derivative financial instruments was $2.0 billion and $1.8 billion as of December 31, 2022 and 2021, respectively.

NOTE 5 — INVESTMENT CONTRACTS

The Plan entered into benefit-responsive synthetic GICs and a separate account GIC (together, the “Investment Contracts”) for the Interest Income Fund (the “Fund”), with various third parties, i.e., insurance companies and banks.

A synthetic GIC provides 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. A separate account GIC also provides for a fixed return on principal and these investment contracts are funded by contributions, which are held in separate accounts at the third party established for the sole benefit of the Fund participants. Both 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.

14

---

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:

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

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

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

•Complete or partial termination of the Plan.

•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.

•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.

•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.

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

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

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

•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.

15

---

The following table provides the disaggregation of contract value between types of Investment Contracts held by the Plan.

Investment Contracts at December 31,						2022						2021
						(Dollars in thousands)
Contract value:
Synthetic GICs						$	7,696,935					$	7,696,209
Separate account GICs						1,426,377						1,408,246
Total Investment Contracts						$	9,123,312					$	9,104,455

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, 2022 and 2021, 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,
			2022						2021
			(Dollars in thousands)
Net assets available for benefits per the financial statements			$	52,423,853					$	65,616,581
Plus:
Adjustment from contract value to fair value for fully benefit-responsive investment contracts held by the Interest Income Fund			(741,682)						281,066
Net assets available for benefits per the Form 5500			$	51,682,172					$	65,897,647

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

			Year Ended December 31, 2022
			(Dollars in thousands)
Total investment income and interest income on notes receivable from participants per the financial statements			$	(9,950,769)
Less:
Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2021			281,066
Plus:
Adjustment from fair value to contract value for fully benefit-responsive investment contracts at December 31, 2022			(741,682)
Total investment income per the Form 5500			$	(10,973,516)

16

---

NOTE 8 - RELATED-PARTY TRANSACTIONS

At December 31, 2022, 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.

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

At December 31, 2022 and 2021, the Plan held 6,943,084 and 7,111,756 shares of IBM common stock valued at $978 million and $951 million, respectively. During the year ended December 31, 2022, purchases of IBM common stock by the Plan totaled $97 million and sales of IBM common stock by the Plan totaled $123 million.

17

---

IBM 401(k) PLUS PLAN AT DECEMBER 31, 2022

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 maturity, interest rate, the type and value of collateral, any renegotiation of the loan and the terms of the renegotiation, and other material items																																				Amount received during												(g) Unpaid balance at end
																								Maturity						Interest						Capitalized						(d) Original						reporting year																		Amount Overdue
(a)*						(b) Identity and address of Obligor						Security ID						Issue Date						Date						Rate						Interest						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		%				$	—					$	9,850,000					$	—					$	—					$	15,831,220					$	9,850,000					$	5,981,220
						Lehman Brothers Holdings Inc., 745 Seventh Avenue, New York, NY 10019						524ESCXA3						5/17/2007						11/30/2056						5.86		%				—						1,730,000						—						—						2,766,032						—						2,766,032
						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						—						10,000,000						—						—						9,439,900						9,384,053						55,847

* 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.

18

---

IBM 401(k) PLUS PLAN

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

AT DECEMBER 31, 2022

(a)

(b) Identity of issue, borrower,  lessor, or similar party

(c) Description of investment  including maturity date, rate  of interest, collateral, par, or  maturity value

(d) Cost

(e) Fair value

(n/a)

IBM Stock Fund

*

International Business Machines Corporation

IBM Common Stock 6,943,084 shares

$

978,196,094

Managed by State Street Global Advisors

State Street Bank and Trust Company Government Short-Term Investment Fund

774,807

Mutual Funds

Administered by Fidelity

Expanded Choice - Mutual Funds (refer to Exhibit A - investments)

6,842,010,614

Vanguard Emerging Markets Stock Index Fund

Vanguard Emerging Markets Stock Index Fund Institutional Plus Shares 1,392,075 shares

115,717,563

Commingled and Other Funds

Vanguard Employee Benefit Index Fund

Large Company Index

6,923,875,841

Vanguard Russell 1000 Growth Index Trust

Large Cap Growth Index

1,725,766,009

Vanguard Russell 1000 Value Index Trust

Large Cap Value Index

1,016,354,337

Bridgewater All Weather Portfolio III, LTD.

Balanced Fund

710,226,568

Vanguard Russell 2000 Growth Index Trust

Small Cap Growth Index

588,713,710

Vanguard Russell 2000 Value Index Trust

Small Cap Value Index

576,253,367

AQR Global Risk Parity Enhanced Liquidity Fund

Balanced Fund

416,324,433

PanAgora

Balanced Fund

276,905,859

* Party-In-Interest

19

---

(a)

(b) Identity of issue, borrower,  lessor, or similar party

(c) Description of investment  including maturity date, rate  of interest, collateral, par, or  maturity value

(d) Cost

(e) Fair value

(n/a)

Separately-Managed Funds

Managed by State Street Global Advisors

Total International Stock Market Index (refer to Exhibit B - investments)

$

4,320,889,030

Managed by State Street Global Advisors

Small/Mid Cap Stock Index (refer to Exhibit C - investments)

3,389,548,267

Managed by State Street Global Advisors

Inflation Protected Bond (refer to Exhibit D – investments)

2,145,459,861

Managed by Neuberger Berman Fixed Income

Total Bond Market (refer to Exhibit E – investments)

1,372,075,114

Managed by State Street Global Advisors

Real Estate Investment Trust (refer to Exhibit F - investments)

984,495,799

Managed by Loomis, Sayles and Company

Total Bond Market (Refer to Exhibit G - investments)

876,411,420

Managed by Western Asset Management Company

Total Bond Market (Refer to Exhibit H - investments)

451,217,114

Managed by Pacific Investment Management Company (PIMCO)

Total Bond Market (refer to Exhibit I - investments)

504,024,524

Managed by RW. Baird & Co.

Total Bond Market (Refer to Exhibit J – investments)

417,616,757

Managed by State Street Global Advisors

International Real Estate Index (refer to Exhibit K – investments)

398,584,149

Managed by Loomis, Sayles and Company

Long Term Credit (Refer to Exhibit L - investments)

353,564,335

Managed by Western Asset Management Company

Long Term Credit (Refer to Exhibit M - investments)

234,311,689

Managed by Pacific Investment Management Company (PIMCO)

High Yield and Emerging Markets Bond (refer to Exhibit N - investments)

279,985,297

Managed by JP Morgan

High Yield Debt (refer to exhibit O - investments)

132,736,549

Managed by Prudential

Emerging Markets Debt (refer to Exhibit P - investments)

132,831,031

Managed by State Street Global Advisors

Total Stock Market Index (refer to Exhibit Q - investments)

6,182,297,264

Managed by State Street Global Advisors

European Stock Index (refer to Exhibit R - investments)

342,979,684

Managed by State Street Global Advisors

Pacific Stock Index (refer to Exhibit S - investments)

260,604,715

* Party-In-Interest

20

---

(a)

(b) Identity of issue, borrower,  lessor, or similar party

(c) Description of investment  including maturity date, rate  of interest, collateral, par, or  maturity value

(d) Cost

(e) Fair value

(n/a)

Separately-Managed Funds (continued)

Underlying assets managed by various investment companies

Interest Income Fund (refer to Exhibit T - investments)

$

8,974,009,473

*

Mass Mutual Life Insurance Company

Synthetic GIC Wrapper Contract, Rate of Interest 2.66%

Royal Bank of Canada

Synthetic GIC Wrapper Contract, Rate of Interest 2.57%

*

State Street Bank and Trust Company

Synthetic GIC Wrapper Contract, Rate of Interest 2.57%

*

The Prudential Insurance Company of America

Synthetic GIC Wrapper Contract, Rate of Interest 2.57%

*

New York Life Insurance Company

Synthetic GIC Wrapper Contract, Rate of Interest 2.35%

*

Voya Retirement Insurance and Annuity Company

Synthetic GIC Wrapper Contract, Rate of Interest 1.85%

*

Metropolitan Life Insurance Company

Separate Account GIC Contract, Rate of Interest 2.50%

*

Notes receivable from participants

Interest rates range: 3.25% - 10.75% Terms: one to thirty years

155,523,891

Interest-Bearing Cash

Managed by State Street Global Advisors

State Street Bank and Trust Company Government Short-Term Investment Fund

491,862,378

* Party-In-Interest

21

---

EXHIBIT A - Expanded Choice Mutual Funds

(Administered by Fidelity)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						AMCAP FUND						MUTUAL FUNDS						861,588												$	26,842,257
						AMERICAN BALANCED FUND						MUTUAL FUNDS						1,572,112												45,583,385
						AMERICAN FUNDS FUNDAMENTAL INV						MUTUAL FUNDS						805,138												49,139,929
						AMERICAN MUTUAL FUND						MUTUAL FUNDS						959,743												47,132,487
						CAPITAL WORLD BOND FUND						MUTUAL FUNDS						399,220												6,496,626
						CAPITAL WORLD GROWTH AND INCOM						MUTUAL FUNDS						424,074												22,055,516
						DFA EMERGING MARKETS PORTFOLIO						MUTUAL FUNDS						777,915												19,866,215
						DFA EMERGING MARKETS VALUE POR						MUTUAL FUNDS						810,651												21,749,011
						DFA GLOBAL REAL ESTATE SECURIT						MUTUAL FUNDS						1,382,032												13,556,936
						DFA INTERNATIONAL SMALL COMPAN						MUTUAL FUNDS						677,304												11,905,958
						DFA INTERNATIONAL VALUE PORTFO						MUTUAL FUNDS						929,887												16,687,594
						DFA INTERNATIONAL VECTOR EQUIT						MUTUAL FUNDS						462,658												5,517,153
						DFA LARGE CAP INTERNATIONAL PO						MUTUAL FUNDS						637,102												14,883,073
						DFA US CORE EQUITY 1 PORTFOLIO						MUTUAL FUNDS						1,362,303												41,023,955
						DFA US SMALL CAP PORTFOLIO						MUTUAL FUNDS						796,589												31,156,632
						DFA US TARGETED VALUE PORTFOLI						MUTUAL FUNDS						2,071,833												57,286,016
						DFA US VECTOR EQUITY PORTFOLIO						MUTUAL FUNDS						500,882												10,767,654
						DODGE + COX BALANCED FUND						MUTUAL FUNDS						471,996												44,319,857
						DODGE + COX GLOBAL BOND FUND						MUTUAL FUNDS						926,248												9,400,799
						DODGE + COX GLOBAL STOCK FUND						MUTUAL FUNDS						1,667,744												21,310,577
						DODGE + COX INCOME FUND						MUTUAL FUNDS						5,722,632												69,984,354
						DODGE + COX INTERNATIONAL STOC						MUTUAL FUNDS						1,116,682												48,542,299
						DODGE + COX STOCK FUND						MUTUAL FUNDS						784,040												170,772,067
						EUROPACIFIC GROWTH FUND						MUTUAL FUNDS						762,001												37,852,805
						FIDELITY ADVISOR FLOATING RATE						MUTUAL FUNDS						3,131,731												28,615,211
						FIDELITY ADVISOR STRATEGIC INC						MUTUAL FUNDS						3,188,995												35,092,781
						FIDELITY BALANCED FUND						MUTUAL FUNDS						3,290,959												75,277,095
						FIDELITY BLUE CHIP GROWTH FUND						MUTUAL FUNDS						2,703,018												309,128,027
						FIDELITY CANADA FUND						MUTUAL FUNDS						320,001												18,772,997
						FIDELITY CAPITAL + INCOME FUND						MUTUAL FUNDS						9,194,976												83,893,750
						FIDELITY CHINA REGION FUND						MUTUAL FUNDS						1,665,316												55,011,170
						FIDELITY CONTRAFUND						MUTUAL FUNDS						19,154,499												234,412,673
						FIDELITY CONVERTIBLE SECURITIE						MUTUAL FUNDS						833,744												25,045,043
						FIDELITY DIVERSIFIED INTERNATI						MUTUAL FUNDS						481,155												17,600,573
						FIDELITY DIVIDEND GROWTH FUND						MUTUAL FUNDS						1,420,554												41,753,588
						FIDELITY EMERGING ASIA FUND						MUTUAL FUNDS						1,035,458												36,690,754

22

---

						FIDELITY EQUITY INCOME FUND IN						MUTUAL FUNDS						418,504												26,992,787
						FIDELITY EUROPE FUND/UNITED ST						MUTUAL FUNDS						222,805												6,911,827
						FIDELITY FOCUSED STOCK FUND						MUTUAL FUNDS						1,435,658												34,373,197
						FIDELITY FREEDOM 2005 FUND						MUTUAL FUNDS						130,303												1,380,161
						FIDELITY FREEDOM 2010 FUND						MUTUAL FUNDS						237,452												3,027,951
						FIDELITY FREEDOM 2015 FUND						MUTUAL FUNDS						694,673												7,175,537
						FIDELITY FREEDOM 2020 FUND						MUTUAL FUNDS						2,045,440												26,138,487
						FIDELITY FREEDOM 2025 FUND						MUTUAL FUNDS						3,560,019												41,889,043
						FIDELITY FREEDOM 2030 FUND						MUTUAL FUNDS						2,511,464												37,121,552
						FIDELITY FREEDOM 2035 FUND						MUTUAL FUNDS						2,146,931												27,259,597
						FIDELITY FREEDOM 2040 FUND						MUTUAL FUNDS						1,764,163												15,899,502
						FIDELITY FREEDOM 2045 FUND						MUTUAL FUNDS						759,824												7,870,536
						FIDELITY FREEDOM 2050 FUND						MUTUAL FUNDS						526,074												5,558,093
						FIDELITY FREEDOM 2055 FUND						MUTUAL FUNDS						134,134												1,698,370
						FIDELITY FREEDOM 2060 FUND						MUTUAL FUNDS						97,908												1,101,143
						FIDELITY FREEDOM 2065 FUND						MUTUAL FUNDS						46,327												502,403
						FIDELITY FREEDOM INCOME FUND						MUTUAL FUNDS						456,163												4,521,262
						FIDELITY GNMA FUND						MUTUAL FUNDS						969,520												9,938,785
						FIDELITY GOVERNMENT INCOME FUN						MUTUAL FUNDS						1,658,442												15,352,568
						FIDELITY GROWTH COMPANY FUND						MUTUAL FUNDS						22,876,675												522,974,078
						FIDELITY GROWTH DISCOVERY FUND						MUTUAL FUNDS						1,300,008												53,793,962
						FIDELITY HIGH INCOME FUND						MUTUAL FUNDS						1,965,454												14,497,666
						FIDELITY INTERNATIONAL DISCOVE						MUTUAL FUNDS						247,512												9,902,622
						FIDELITY INTERNATIONAL REAL ES						MUTUAL FUNDS						709,796												7,231,745
						FIDELITY INTERNATIONAL SMALL C						MUTUAL FUNDS						600,610												16,231,664
						FIDELITY INTERNATIONAL SUSTAIN						MUTUAL FUNDS						137,049												1,506,817
						FIDELITY JAPAN FUND/UNITED STA						MUTUAL FUNDS						378,794												5,527,032
						FIDELITY LARGE CAP STOCK FUND						MUTUAL FUNDS						969,226												36,841,172
						FIDELITY LATIN AMERICA FUND/UN						MUTUAL FUNDS						898,519												16,398,648
						FIDELITY LEVERAGED COMPANY STO						MUTUAL FUNDS						1,080,012												34,176,749
						FIDELITY LIMITED TERM GOVERNME						MUTUAL FUNDS						2,199,605												20,813,002
						FIDELITY LOW PRICED STOCK FUND						MUTUAL FUNDS						1,031,021												48,055,820
						FIDELITY MAGELLAN FUND						MUTUAL FUNDS						2,787,252												29,870,276
						FIDELITY MID CAP STOCK FUND						MUTUAL FUNDS						1,517,850												57,699,824
						FIDELITY NEW MARKETS INCOME FU						MUTUAL FUNDS						1,179,923												13,822,335
						FIDELITY OTC PORTFOLIO						MUTUAL FUNDS						21,375,897												283,023,238
						FIDELITY OVERSEAS FUND/UNITED						MUTUAL FUNDS						279,136												14,309,357
						FIDELITY PACIFIC BASIN FUND						MUTUAL FUNDS						514,657												14,260,490
						FIDELITY REAL ESTATE INCOME FU						MUTUAL FUNDS						1,347,416												15,162,013
						FIDELITY REAL ESTATE INVESTMEN						MUTUAL FUNDS						595,391												22,449,825
						FIDELITY SMALL CAP DISCOVERY F						MUTUAL FUNDS						2,590,489												59,900,757
						FIDELITY SMALL CAP STOCK FUND						MUTUAL FUNDS						1,269,122												18,456,217
						FIDELITY TOTAL BOND FUND						MUTUAL FUNDS						5,187,252												49,433,834
						FIDELITY TREND FUND						MUTUAL FUNDS						255,689												28,105,468
						FIDELITY VALUE FUND						MUTUAL FUNDS						3,998,308												50,467,660
						GROWTH FUND OF AMERICA/THE						MUTUAL FUNDS						1,350,907												67,716,867
						INTERNATIONAL GROWTH AND INCOM						MUTUAL FUNDS						138,849												4,466,451
						INVESTMENT COMPANY OF AMERICA/						MUTUAL FUNDS						446,665												18,659,037

23

---

						NEW ECONOMY FUND/THE						MUTUAL FUNDS						802,955												35,544,322
						NEW PERSPECTIVE FUND						MUTUAL FUNDS						874,541												41,861,917
						NEW WORLD FUND INC						MUTUAL FUNDS						747,182												49,849,778
						PIMCO ALL ASSET FUND						MUTUAL FUNDS						1,027,959												10,897,079
						PIMCO CLIMATE BOND FUND						MUTUAL FUNDS						9,851												84,290
						PIMCO COMMODITYREALRETURN STRA						MUTUAL FUNDS						18,177,595												89,337,127
						PIMCO DIVERSIFIED INCOME FUND						MUTUAL FUNDS						2,030,286												18,654,780
						PIMCO DYNAMIC BOND FUND						MUTUAL FUNDS						709,645												6,806,759
						PIMCO EMERGING MARKETS BOND FU						MUTUAL FUNDS						956,838												7,721,414
						PIMCO EMERGING MARKETS LOCAL C						MUTUAL FUNDS						448,651												2,503,284
						PIMCO HIGH YIELD FUND						MUTUAL FUNDS						2,218,086												16,867,219
						PIMCO INCOME FUND						MUTUAL FUNDS						2,173,880												22,826,978
						PIMCO INTERNATIONAL BOND FUND						MUTUAL FUNDS						2,023,624												19,008,206
						PIMCO INTERNATIONAL BOND FUND						MUTUAL FUNDS						1,019,700												7,823,411
						PIMCO INVESTMENT GRADE CREDIT						MUTUAL FUNDS						3,690,707												32,197,568
						PIMCO LONG TERM US GOVERNMENT						MUTUAL FUNDS						3,447,874												13,061,226
						PIMCO LOW DURATION ESG FUND						MUTUAL FUNDS						804,838												7,183,991
						PIMCO LOW DURATION FUND/UNITED						MUTUAL FUNDS						2,465,198												22,682,746
						PIMCO MORTGAGE BACKED SECURITI						MUTUAL FUNDS						337,183												3,030,222
						PIMCO REALESTATEREALRETURN STR						MUTUAL FUNDS						7,493,197												42,257,138
						PIMCO STOCKSPLUS FUND/UNITED S						MUTUAL FUNDS						3,299,165												31,270,638
						PIMCO TOTAL RETURN ESG FUND						MUTUAL FUNDS						902,044												6,886,689
						PIMCO TOTAL RETURN FUND						MUTUAL FUNDS						4,949,756												42,494,253
						SMALLCAP WORLD FUND INC						MUTUAL FUNDS						556,066												32,808,933
						VANGUARD DIVIDEND GROWTH FUND						MUTUAL FUNDS						8,987,635												319,299,772
						VANGUARD EQUITY INCOME FUND						MUTUAL FUNDS						1,826,434												156,205,358
						VANGUARD EXPLORER FUND						MUTUAL FUNDS						575,766												50,586,283
						VANGUARD FTSE SOCIAL INDEX FUN						MUTUAL FUNDS						2,227,813												56,698,515
						VANGUARD GLOBAL EQUITY FUND						MUTUAL FUNDS						711,654												19,243,828
						VANGUARD GLOBAL ESG SELECT STO						MUTUAL FUNDS						63,337												2,277,647
						VANGUARD GLOBAL MINIMUM VOLATI						MUTUAL FUNDS						381,436												10,315,099
						VANGUARD GLOBAL WELLESLEY INCO						MUTUAL FUNDS						54,653												1,375,753
						VANGUARD GLOBAL WELLINGTON FUN						MUTUAL FUNDS						201,289												5,906,538
						VANGUARD GNMA FUND						MUTUAL FUNDS						1,547,078												14,343,116
						VANGUARD GROWTH AND INCOME FUN						MUTUAL FUNDS						905,326												72,137,705
						VANGUARD HIGH YIELD CORPORATE						MUTUAL FUNDS						7,130,304												37,200,702
						VANGUARD INTERMEDIATE TERM BON						MUTUAL FUNDS						4,540,391												46,264,907
						VANGUARD INTERMEDIATE TERM INV						MUTUAL FUNDS						3,334,241												28,189,823
						VANGUARD INTERMEDIATE TERM TRE						MUTUAL FUNDS						3,835,201												38,437,557
						VANGUARD INTERNATIONAL EXPLORE						MUTUAL FUNDS						676,295												10,334,720
						VANGUARD INTERNATIONAL GROWTH						MUTUAL FUNDS						961,770												87,964,137
						VANGUARD INTERNATIONAL VALUE F						MUTUAL FUNDS						490,280												17,627,451
						VANGUARD LONG TERM BOND INDEX						MUTUAL FUNDS						1,017,650												11,222,807
						VANGUARD LONG TERM INVESTMENT						MUTUAL FUNDS						4,210,279												33,363,619
						VANGUARD LONG TERM TREASURY FU						MUTUAL FUNDS						3,775,289												33,648,021
						VANGUARD MID CAP GROWTH FUND						MUTUAL FUNDS						2,841,784												54,083,855
						VANGUARD MID CAP INDEX FUND						MUTUAL FUNDS						1,833,340												103,324,633
						VANGUARD PRIMECAP CORE FUND						MUTUAL FUNDS						3,853,885												105,568,625

24

---

						VANGUARD SELECTED VALUE FUND						MUTUAL FUNDS						1,306,138												32,980,662
						VANGUARD SHORT TERM BOND INDEX						MUTUAL FUNDS						4,123,839												41,189,489
						VANGUARD SHORT TERM FEDERAL FU						MUTUAL FUNDS						3,343,178												33,867,030
						VANGUARD SHORT TERM INVESTMENT						MUTUAL FUNDS						6,707,837												67,485,158
						VANGUARD SHORT TERM TREASURY F						MUTUAL FUNDS						7,870,940												79,501,307
						VANGUARD SMALL CAP INDEX FUND						MUTUAL FUNDS						865,211												76,802,134
						VANGUARD STAR FUND						MUTUAL FUNDS						929,614												22,640,240
						VANGUARD STRATEGIC EQUITY FUND						MUTUAL FUNDS						981,127												30,294,987
						VANGUARD TARGET RETIREMENT 202						MUTUAL FUNDS						4,284,748												71,878,742
						VANGUARD TARGET RETIREMENT 202						MUTUAL FUNDS						1,833,806												46,688,079
						VANGUARD TARGET RETIREMENT 203						MUTUAL FUNDS						2,180,167												42,727,247
						VANGUARD TARGET RETIREMENT 203						MUTUAL FUNDS						1,816,740												57,507,634
						VANGUARD TARGET RETIREMENT 204						MUTUAL FUNDS						1,006,015												23,345,471
						VANGUARD TARGET RETIREMENT 204						MUTUAL FUNDS						944,511												32,650,294
						VANGUARD TARGET RETIREMENT 205						MUTUAL FUNDS						216,268												9,437,915
						VANGUARD TARGET RETIREMENT 205						MUTUAL FUNDS						476,277												18,345,730
						VANGUARD TARGET RETIREMENT 206						MUTUAL FUNDS						74,479												1,943,329
						VANGUARD TARGET RETIREMENT 206						MUTUAL FUNDS						31,351												1,270,681
						VANGUARD TARGET RETIREMENT 207						MUTUAL FUNDS						24,565												501,552
						VANGUARD TARGET RETIREMENT INC						MUTUAL FUNDS						2,633,939												32,334,431
						VANGUARD TOTAL BOND MARKET IND						MUTUAL FUNDS						5,429,463												52,144,230
						VANGUARD US GROWTH FUND						MUTUAL FUNDS						991,613												102,151,694
						VANGUARD US MULTIFACTOR FUND						MUTUAL FUNDS						124,906												3,960,929
						VANGUARD WELLESLEY INCOME FUND						MUTUAL FUNDS						2,883,941												171,579,312
						VANGUARD WELLINGTON FUND						MUTUAL FUNDS						2,999,476												200,019,026
						VANGUARD WINDSOR FUND						MUTUAL FUNDS						760,762												52,563,954
						WASHINGTON MUTUAL INVESTORS FU						MUTUAL FUNDS						785,798												41,324,672
												Total : EXHIBIT A - Expanded Choice Mutual Funds																		$	6,842,010,614

n / a - Cost is not applicable

25

---

EXHIBIT B - Total International Stock Market Index Fund

(Managed by State Street Global Advisors)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						1+1 AG						COMMON STOCK						7,474												$	92,542
						29METALS LTD						COMMON STOCK						44,748												57,860
						360 DIGITECH INC						ADR USD.00001						14,600												297,256
						360 SECURITY TECHNOLOGY IN A						COMMON STOCK CNY1.0						72,600												68,324
						361 DEGREES INTERNATIONAL						COMMON STOCK HKD.1						140,000												59,731
						37 INTERACTIVE ENTERTAINME A						COMMON STOCK CNY1.0						23,000												59,751
						3I GROUP PLC						COMMON STOCK GBP.738636						123,953												2,002,515
						3SBIO INC						COMMON STOCK USD.00001						209,000												222,256
						77 BANK LTD/THE						COMMON STOCK						9,800												163,912
						888 HOLDINGS PLC						COMMON STOCK GBP.005						63,281												66,310
						A LIVING SMART CITY SERVICES						COMMON STOCK CNY1.0						70,750												85,299
						A.G. BARR PLC						COMMON STOCK GBP.04167						15,177												97,135
						A2 MILK CO LTD						COMMON STOCK						144,761												675,745
						A2A SPA						COMMON STOCK EUR.52						264,673												351,678
						AAC TECHNOLOGIES HOLDINGS IN						COMMON STOCK USD.01						141,000												322,288
						AAK AB						COMMON STOCK						28,303												484,234
						AALBERTS NV						COMMON STOCK EUR.25						20,246												784,736
						AAREAL BANK AG TEND						COMMON STOCK						10,174												347,442
						AB SCIENCE SA						COMMON STOCK EUR.01						4,947												37,573
						ABACUS PROPERTY GROUP						REIT						72,495												129,201
						ABB LTD REG						COMMON STOCK CHF.12						275,456												8,384,790
						ABC ARBITRAGE						COMMON STOCK EUR.016						6,478												44,595
						ABC MART INC						COMMON STOCK						5,600												316,341
						ABDULLAH AL OTHAIM MARKETS						COMMON STOCK SAR10.						7,480												207,004
						ABLBIO INC						COMMON STOCK KRW500.0						4,716												86,641
						ABN AMRO BANK NV CVA						DUTCH CERT EUR1.0						71,851												989,418
						ABOITIZ EQUITY VENTURES INC						COMMON STOCK PHP1.						342,380												355,462
						ABOUT YOU HOLDING SE						COMMON STOCK						6,297												39,486
						ABRDN PLC						COMMON STOCK GBP.1396825						356,244												807,377
						ABSA GROUP LTD						COMMON STOCK ZAR2.0						131,550												1,499,121
						ABSOLUTE SOFTWARE CORPORATIO						COMMON STOCK						8,000												83,486
						ABU DHABI COMMERCIAL BANK						COMMON STOCK AED1.						431,483												1,057,369
						ABU DHABI ISLAMIC BANK						COMMON STOCK AED1.						247,044												612,792
						ABU DHABI NATIONAL OIL CO FO						COMMON STOCK AED.08						424,556												509,793
						ACADEMEDIA AB						COMMON STOCK SEK1.0						18,243												78,052
						ACBEL POLYTECH INC						COMMON STOCK TWD10.						71,095												69,002

26

---

						ACCELLERON INDUSTRIES AG						COMMON STOCK CHF.01						13,772												285,145
						ACCENT GROUP LTD						COMMON STOCK						31,219												35,527
						ACCIONA SA						COMMON STOCK EUR1.						3,746												687,242
						ACCOR SA						COMMON STOCK EUR3.0						26,114												646,875
						ACCTON TECHNOLOGY CORP						COMMON STOCK TWD10.0						91,685												698,763
						ACE HARDWARE INDONESIA						COMMON STOCK IDR10.0						819,700												26,104
						ACEN CORP						COMMON STOCK PHP1.0						121,026												16,602
						ACER INC						COMMON STOCK TWD10.						606,953												464,846
						ACERINOX SA						COMMON STOCK EUR.25						27,715												273,367
						ACKERMANS + VAN HAAREN						COMMON STOCK						4,191												715,786
						ACS ACTIVIDADES CONS Y SERV						COMMON STOCK EUR.5						53,126												1,517,824
						ACTIVIA PROPERTIES INC						REIT						116												361,917
						ACWA POWER CO						COMMON STOCK SAR10.0						13,612												550,565
						ADARO ENERGY INDONESIA TBK P						COMMON STOCK IDR100.0						2,431,500												599,800
						ADASTRIA CO LTD						COMMON STOCK						4,900												86,355
						ADBRI LTD						COMMON STOCK						71,856												79,919
						ADCOCK INGRAM HOLDINGS LTD						COMMON STOCK ZAR.001						32,881												97,590
						ADDLIFE AB B						COMMON STOCK SEK2.037						18,930												198,132
						ADDTECH AB B SHARES						COMMON STOCK SEK.75						38,904												557,704
						ADECCO GROUP AG REG						COMMON STOCK CHF.1						26,339												865,629
						ADEKA CORP						COMMON STOCK						14,800												239,513
						ADESSO SE						COMMON STOCK						473												66,636
						ADEVINTA ASA						COMMON STOCK NOK.2						36,574												240,241
						ADIDAS AG						COMMON STOCK						29,206												3,974,998
						ADIMMUNE CORP						COMMON STOCK TWD10.0						51,000												59,049
						ADMIRAL GROUP PLC						COMMON STOCK GBP.001						32,631												839,140
						ADP						COMMON STOCK EUR3.0						4,299												576,413
						ADTRAN HOLDINGS INC						COMMON STOCK						5,977												107,816
						ADVANCE LOGISTICS INVESTMENT						REIT						91												99,567
						ADVANCE RESIDENCE INVESTMENT						REIT						222												570,298
						ADVANCED CERAMIC X CORP						COMMON STOCK TWD10.0						8,000												47,469
						ADVANCED ENERGY SOLUTION HOL						COMMON STOCK TWD10.0						5,000												104,474
						ADVANCED INFO SERVICE FOR RG						FOREIGN SH. THB1.0 A						203,298												1,144,597
						ADVANCED MEDICAL SOLUTIONS						COMMON STOCK GBP.05						32,883												102,481
						ADVANCED MICRO FABRICATION A						COMMON STOCK CNY1.0						6,248												88,068
						ADVANCED PETROCHEMICALS CO						COMMON STOCK SAR10.0						21,608												244,369
						ADVANCED WIRELESS SEMICONDUC						COMMON STOCK TWD10.						24,000												53,126
						ADVANTAGE ENERGY LTD						COMMON STOCK						32,400												226,450
						ADVANTECH CO LTD						COMMON STOCK TWD10.						70,519												758,536
						ADVANTEST CORP						COMMON STOCK						33,900												2,176,894
						ADYEN NV						COMMON STOCK EUR.01						3,355												4,628,825
						AECC AVIATION POWER CO A						COMMON STOCK CNY1.0						24,500												148,960
						AECI LTD						COMMON STOCK ZAR1.0						34,989												180,137
						AECON GROUP INC						COMMON STOCK						12,600												84,716
						AEDIFICA						REIT						5,276												428,112
						AEGON NV						COMMON STOCK EUR.12						327,586												1,656,825
						AEM HOLDINGS LTD DUAL CURREN						COMMON STOCK						47,300												120,795
						AENA SME SA						COMMON STOCK						11,524												1,442,671

27

---

						AEON CO LTD						COMMON STOCK						110,600												2,315,659
						AEON DELIGHT CO LTD						COMMON STOCK						3,900												89,055
						AEON FINANCIAL SERVICE CO LT						COMMON STOCK						18,600												196,505
						AEON REIT INVESTMENT CORP						REIT						268												312,989
						AERCAP HOLDINGS NV						COMMON STOCK EUR.01						24,133												1,407,437
						AEROFLOT PJSC						COMMON STOCK RUB1.0						102,600												34,575
						AFI PROPERTIES LTD						COMMON STOCK ILS1.0						7,173												211,409
						AFRICAN RAINBOW MINERALS LTD						COMMON STOCK ZAR.05						28,114												475,864
						AFRY AB						COMMON STOCK SEK2.5						16,685												274,554
						AG GROWTH INTERNATIONAL INC						COMMON STOCK						3,400												108,779
						AGC INC						COMMON STOCK						32,600												1,074,175
						AGEAS						COMMON STOCK						31,910												1,415,494
						AGFA GEVAERT NV						COMMON STOCK						26,108												74,481
						AGILE GROUP HOLDINGS LTD						COMMON STOCK HKD.1						351,000												103,884
						AGILITY						COMMON STOCK KWD.1						249,648												589,630
						AGL ENERGY LTD						COMMON STOCK						106,722												583,650
						AGNICO EAGLE MINES LTD						COMMON STOCK						79,182												4,111,772
						AGORA INC ADR						ADR						8,200												32,062
						AGRICULTURAL BANK OF CHINA A						COMMON STOCK CNY1.0						1,172,993												490,872
						AGRICULTURAL BANK OF CHINA H						COMMON STOCK CNY1.0						4,159,000												1,428,083
						AGUAS ANDINAS SA A						COMMON STOCK						413,779												95,146
						AHNLAB INC						COMMON STOCK KRW500.						889												47,158
						AI HOLDINGS CORP						COMMON STOCK						7,400												116,273
						AIA GROUP LTD						COMMON STOCK						1,993,400												22,168,895
						AIB GROUP PLC						COMMON STOCK EUR.625						152,200												584,927
						AICA KOGYO CO LTD						COMMON STOCK						9,200												216,109
						AIDA ENGINEERING LTD						COMMON STOCK						8,200												47,924
						AIER EYE HOSPITAL GROUP CO A						COMMON STOCK CNY1.0						79,927												357,367
						AIFUL CORP						COMMON STOCK						56,300												168,608
						AIMS APAC REIT						REIT						90,000												83,274
						AIN HOLDINGS INC						COMMON STOCK						4,400												200,727
						AIR ARABIA PJSC						COMMON STOCK AED1.						336,344												196,757
						AIR CANADA						COMMON STOCK						29,600												423,591
						AIR CHINA LTD A						COMMON STOCK CNY1.0						67,500												102,943
						AIR CHINA LTD H						COMMON STOCK CNY1.0						438,000												390,022
						AIR FRANCE KLM						COMMON STOCK EUR1.0						158,864												208,570
						AIR LIQUIDE SA						COMMON STOCK EUR5.5						88,024												12,483,043
						AIR NEW ZEALAND LTD						COMMON STOCK						175,431												82,103
						AIR WATER INC						COMMON STOCK						33,000												380,715
						AIRBUS SE						COMMON STOCK EUR1.0						99,524												11,798,254
						AIRPORT CITY LTD						COMMON STOCK ILS.01						13,110												209,027
						AIRPORTS OF THAILAND PCL FOR						FOREIGN SH. THB1.0 A						820,000												1,775,660
						AIRTAC INTERNATIONAL GROUP						COMMON STOCK TWD10.0						28,422												860,254
						AIRTEL AFRICA PLC						COMMON STOCK USD.5						128,328												172,526
						AIRTRIP CORP						COMMON STOCK						2,200												40,707
						AISIN CORP						COMMON STOCK						25,100												664,979
						AIXTRON SE						COMMON STOCK NPV						19,194												552,596
						AJ BELL PLC						COMMON STOCK GBP.000125						49,020												211,458

28

---

						AJINOMOTO CO INC						COMMON STOCK						78,800												2,389,872
						AK MEDICAL HOLDINGS LTD						COMMON STOCK HKD.01						56,000												70,243
						AKER ASA A SHARES						COMMON STOCK NOK28.						4,119												300,945
						AKER BP ASA						COMMON STOCK NOK1.0						54,528												1,690,345
						AKESO INC						COMMON STOCK USD.00001						191,000												1,052,281
						AKR CORPORINDO TBK PT						COMMON STOCK IDR20.0						1,251,000												112,212
						AKTIA BANK OYJ						COMMON STOCK NPV						9,038												98,514
						AKZO NOBEL N.V.						COMMON STOCK EUR.5						33,170												2,206,686
						AL HAMMADI HOLDING						COMMON STOCK SAR10.0						13,297												141,887
						AL RAJHI BANK						COMMON STOCK SAR10.						332,441												6,652,358
						AL RAJHI CO FOR CO OPERATIVE						COMMON STOCK QAR10.						2,714												64,636
						ALAMOS GOLD INC CLASS A						COMMON STOCK						69,326												700,449
						ALCHIP TECHNOLOGIES LTD						COMMON STOCK TWD10.0						15,000												383,991
						ALCON INC						COMMON STOCK CHF.04						83,715												5,746,503
						ALD SA						COMMON STOCK EUR1.5						24,312												279,638
						ALDAR PROPERTIES PJSC						COMMON STOCK AED1.0						655,373												790,520
						ALDREES PETROLEUM AND TRANSP						COMMON STOCK SAR10.						6,233												123,399
						ALFA LAVAL AB						COMMON STOCK SEK2.84						57,841												1,676,198
						ALFA S.A.B. A						COMMON STOCK						500,900												318,986
						ALFEN N.V.						COMMON STOCK EUR.1						4,101												369,229
						ALFRESA HOLDINGS CORP						COMMON STOCK						32,400												411,725
						ALGONQUIN POWER + UTILITIES						COMMON STOCK						115,252												750,229
						ALIANSCE SONAE SHOPPING CENT						COMMON STOCK						35,700												115,084
						ALIBABA GROUP HOLDING LTD						COMMON STOCK USD.000003125						2,536,000												28,024,523
						ALIBABA GROUP HOLDING SP ADR						ADR USD.000025						3,812												335,799
						ALIBABA HEALTH INFORMATION T						COMMON STOCK HKD.01						694,200												591,475
						ALIBABA PICTURES GROUP LTD						COMMON STOCK HKD.25						2,420,000												176,734
						ALIMAK GROUP AB						COMMON STOCK SEK.02						8,775												62,827
						ALIMENTATION COUCHE TARD INC						COMMON STOCK						134,700												5,915,089
						ALINMA BANK						COMMON STOCK SAR10.0						166,221												1,439,727
						ALIOR BANK SA						COMMON STOCK PLN10.0						20,990												164,125
						ALK ABELLO A/S						COMMON STOCK DKK10.0						22,600												312,552
						ALLEGRO.EU SA						COMMON STOCK PLN.01						43,173												248,401
						ALLEIMA AB						COMMON STOCK						38,435												142,104
						ALLIANCE BANK MALAYSIA BHD						COMMON STOCK						315,700												262,949
						ALLIANCE GLOBAL GROUP INC						COMMON STOCK PHP1.						1,349,200												288,693
						ALLIANCE PHARMA PLC						COMMON STOCK GBP.01						68,305												43,524
*						ALLIANZ SE REG						COMMON STOCK						66,710												14,301,518
						ALLIED PROPERTIES REAL ESTAT						REIT						11,300												213,499
						ALLKEM LTD						COMMON STOCK						97,076												734,547
						ALLREAL HOLDING AG REG						COMMON STOCK CHF50.0						2,439												397,005
						ALM. BRAND A/S						COMMON STOCK DKK1.0						108,230												175,132
						ALMARAI CO						COMMON STOCK SAR10.0						42,403												603,662
						ALMIRALL SA						COMMON STOCK EUR.12						12,177												117,483
						ALONY HETZ PROPERTIES + INV						COMMON STOCK ILS1.0						21,868												221,872
						ALPHA GROUP INTERNATIONAL PL						COMMON STOCK						4,453												99,002

29

---

						ALPHA SERVICES AND HOLDINGS						COMMON STOCK EUR.29						238,431												254,465
						ALPHAMAB ONCOLOGY						COMMON STOCK USD.000002						63,000												87,175
						ALPHAWAVE IP GROUP PLC						COMMON STOCK GBP.01						45,042												54,903
						ALPS ALPINE CO LTD						COMMON STOCK						35,400												320,942
						ALROSA PJSC						COMMON STOCK RUB.5						471,798												381,316
						ALS LTD						COMMON STOCK						69,753												577,797
						ALSEA SAB DE CV						COMMON STOCK						76,900												145,456
						ALSO HOLDING AG REG						COMMON STOCK CHF1.0						1,140												209,238
						ALSTOM						COMMON STOCK EUR7.0						54,888												1,343,601
						ALTAGAS LTD						COMMON STOCK						49,000												845,507
						ALTAREA						REIT EUR15.279999999999999						694												93,404
						ALTEN SA						COMMON STOCK EUR1.05						4,956												620,469
						ALTEOGEN INC						COMMON STOCK KRW500.0						5,527												169,167
						ALTIUM LTD						COMMON STOCK						18,928												449,525
						ALTIUS MINERALS CORPORATION						COMMON STOCK						6,700												109,825
						ALTRI SGPS SA						COMMON STOCK EUR.125						46,857												250,085
						ALTUS GROUP LTD						COMMON STOCK						7,500												299,125
						ALUJAIN CORP						COMMON STOCK SAR10.0						5,751												57,005
						ALUMINA LTD						COMMON STOCK						341,515												349,828
						ALUMINUM CORP OF CHINA LTD A						COMMON STOCK CNY1.0						142,300												91,544
						ALUMINUM CORP OF CHINA LTD H						COMMON STOCK CNY1.0						860,000												365,819
						ALUPAR INVESTIMENTO SA UNIT						UNIT						40,900												218,783
						AMADA CO LTD						COMMON STOCK						59,200												458,729
						AMADEUS FIRE AG						COMMON STOCK						970												119,658
						AMADEUS IT GROUP SA						COMMON STOCK EUR.01						76,623												3,970,218
						AMANAT HOLDINGS PJSC						COMMON STOCK AED1.0						129,435												29,892
						AMANO CORP						COMMON STOCK						9,900												180,793
						AMATA CORP PUBLIC CO LTD FOR						FOREIGN SH. THB1.0 A						508,228												312,553
						AMBEA AB						COMMON STOCK SEK.024968						5,628												23,784
						AMBEV SA						COMMON STOCK						877,925												2,414,046
						AMBU A/S B						COMMON STOCK DKK.5						28,047												354,787
						AMERICA MOVIL SAB DE C SER L						COMMON STOCK						4,760,062												4,318,613
						AMERICANAS SA						COMMON STOCK						122,636												223,939
						AMG ADVANCED METALLURGICAL						COMMON STOCK EUR.02						858												31,307
						AMLAK INTERNATIONAL FINANCE						COMMON STOCK						5,378												21,380
						AMMB HOLDINGS BHD						COMMON STOCK						336,125												316,071
						AMOREPACIFIC CORP						COMMON STOCK KRW500.0						6,270												687,546
						AMOREPACIFIC GROUP						COMMON STOCK KRW500.0						5,409												150,438
						AMOT INVESTMENTS LTD						COMMON STOCK ILS1.0						30,410												177,970
						AMP LTD						COMMON STOCK						631,508												562,628
						AMPLIFON SPA						COMMON STOCK EUR.02						20,388												605,338
						AMPOL LTD						COMMON STOCK						40,862												781,240
						AMREST HOLDINGS SE						COMMON STOCK EUR.1						26,626												118,511
						AMS OSRAM AG						COMMON STOCK						46,181												339,635
						AMUNDI SA						COMMON STOCK EUR2.5						10,066												570,247
						ANA HOLDINGS INC						COMMON STOCK						26,500												561,536

30

---

						ANAERGIA INC SUB VOTING SHR						COMMON STOCK						7,600												24,343
						ANDLAUER HEALTHCARE GROUP IN						COMMON STOCK						3,000												104,838
						ANDRITZ AG						COMMON STOCK						13,070												744,877
						ANEKA TAMBANG TBK						COMMON STOCK IDR100.0						1,446,426												184,473
						ANGEL YEAST CO LTD A						COMMON STOCK CNY1.0						8,500												55,311
						ANGLO AMERICAN PLATINUM LTD						COMMON STOCK ZAR.1						11,485												961,784
						ANGLO AMERICAN PLC						COMMON STOCK USD.54945						216,201												8,413,886
						ANGLOGOLD ASHANTI LTD						COMMON STOCK ZAR.25						74,543												1,442,362
						ANHEUSER BUSCH INBEV SA/NV						COMMON STOCK						146,531												8,782,843
						ANHUI CONCH CEMENT CO LTD A						COMMON STOCK CNY1.0						43,500												171,381
						ANHUI CONCH CEMENT CO LTD H						COMMON STOCK CNY1.0						228,000												797,494
						ANHUI GUJING DISTILLERY CO A						COMMON STOCK CNY1.0						4,200												161,172
						ANHUI GUJING DISTILLERY CO B						COMMON STOCK CNY1.						18,400												294,685
						ANHUI KOUZI DISTILLERY CO A						COMMON STOCK CNY1.0						6,100												50,631
						ANHUI YINGJIA DISTILLERY C A						COMMON STOCK CNY1.0						6,800												61,219
						ANICOM HOLDINGS INC						COMMON STOCK						10,000												43,940
						ANIMA HOLDING SA						COMMON STOCK						211,047												152,491
						ANIMA HOLDING SPA						COMMON STOCK NPV						57,265												228,696
						ANJOY FOODS GROUP CO LTD A						COMMON STOCK CNY1.0						2,500												58,238
						ANRITSU CORP						COMMON STOCK						25,100												242,176
						ANSELL LTD						COMMON STOCK						23,991												459,078
						ANTA SPORTS PRODUCTS LTD						COMMON STOCK HKD.1						177,000												2,319,951
						ANTOFAGASTA PLC						COMMON STOCK GBP.05						67,327												1,243,681
						ANZ GROUP HOLDINGS LTD						COMMON STOCK						511,036												8,199,588
						AO WORLD PLC						COMMON STOCK GBP.0025						49,213												30,832
						AOKI HOLDINGS INC						COMMON STOCK						15,200												78,772
						AOZORA BANK LTD						COMMON STOCK						22,000												430,888
						AP MEMORY TECHNOLOGY CORP						COMMON STOCK TWD5.0						14,000												75,065
						AP MOLLER MAERSK A/S A						COMMON STOCK DKK1000.0						554												1,225,398
						AP MOLLER MAERSK A/S B						COMMON STOCK DKK1000.0						989												2,214,647
						APA GROUP						STAPLED SECURITY						199,520												1,455,020
						APELOA PHARMACEUTICAL CO A						COMMON STOCK CNY1.0						12,000												37,163
						APERAM						COMMON STOCK						8,799												277,635
						APM HUMAN SERVICES INTERNATI						COMMON STOCK						46,529												75,110
						APPLUS SERVICES SA						COMMON STOCK EUR.1						25,099												171,838
						ARAB NATIONAL BANK						COMMON STOCK SAR10.						101,768												867,926
						ARABIAN CEMENT						COMMON STOCK SAR10.						8,311												74,197
						ARATA CORP						COMMON STOCK						2,300												72,517
						ARB CORP LTD						COMMON STOCK						13,916												241,871
						ARBONIA AG						COMMON STOCK CHF4.2						8,856												123,364
						ARC RESOURCES LTD						COMMON STOCK						116,303												1,566,500
						ARCA CONTINENTAL SAB DE CV						COMMON STOCK						76,000												617,134
						ARCADIS NV						COMMON STOCK EUR.02						14,016												549,975
						ARCELORMITTAL						COMMON STOCK						95,559												2,491,008
						ARCLAND SERVICE HOLDINGS CO						COMMON STOCK						1,100												18,005
						ARCLANDS CORP						COMMON STOCK						4,900												58,215
						ARCS CO LTD						COMMON STOCK						6,800												113,150
						ARENA REIT						REIT						60,058												154,305

31

---

						ARGENTINE PESO						FOREIGN CURRENCY						1,346												8
						ARGENX SE						COMMON STOCK						7,643												2,871,450
						ARGO GRAPHICS INC						COMMON STOCK						1,600												44,594
						ARIAKE JAPAN CO LTD						COMMON STOCK						3,300												108,561
						ARISTOCRAT LEISURE LTD						COMMON STOCK						100,662												2,070,554
						ARITZIA INC SUBORDINATE VOTI						COMMON STOCK						11,400												398,384
						ARJO AB B SHARES						COMMON STOCK SEK.33						36,501												136,112
						ARKEMA						COMMON STOCK EUR10.0						9,736												875,565
						ARNOLDO MONDADORI EDITORE						COMMON STOCK EUR.26						34,111												65,820
						AROUNDTOWN SA						COMMON STOCK EUR.01						183,186												426,363
						ARRIYADH DEVELOPMENT COMPANY						COMMON STOCK SAR10.0						14,775												71,084
						ARTERIA NETWORKS CORP						COMMON STOCK						4,200												39,404
						ARTIS REAL ESTATE INVESTMENT						REIT						14,000												93,096
						ARYZTA AG						COMMON STOCK CHF.02						194,127												231,373
						AS ONE CORP						COMMON STOCK						4,900												213,801
						ASAHI GROUP HOLDINGS LTD						COMMON STOCK						76,600												2,372,395
						ASAHI HOLDINGS INC						COMMON STOCK						13,200												190,966
						ASAHI INTECC CO LTD						COMMON STOCK						36,600												599,937
						ASAHI KASEI CORP						COMMON STOCK						211,700												1,496,302
						ASCENTAGE PHARMA GROUP INTER						COMMON STOCK USD.0001						23,500												77,380
						ASCENTIAL PLC						COMMON STOCK GBP.01						69,112												167,687
						ASCOPIAVE SPA						COMMON STOCK EUR1.						17,014												43,489
						ASE TECHNOLOGY HOLDING CO LT						COMMON STOCK TWD10.0						652,128												1,990,525
						ASHMORE GROUP PLC						COMMON STOCK GBP.0001						73,391												211,392
						ASHTEAD GROUP PLC						COMMON STOCK GBP.1						74,055												4,209,348
						ASHTROM GROUP LTD						COMMON STOCK						11,743												218,619
						ASIA CEMENT CHINA HOLDINGS						COMMON STOCK HKD.1						86,500												40,784
						ASIA CEMENT CORP						COMMON STOCK TWD10.						386,924												515,952
						ASIA OPTICAL CO INC						COMMON STOCK TWD10.0						41,931												82,491
						ASIA PACIFIC TELECOM CO LTD						COMMON STOCK TWD10.0						260,206												51,635
						ASIA VITAL COMPONENTS						COMMON STOCK TWD10.						48,000												174,755
						ASIANA AIRLINES						COMMON STOCK KRW5000.						10,841												120,828
						ASICS CORP						COMMON STOCK						26,100												576,089
						ASKUL CORP						COMMON STOCK						7,200												93,030
						ASM INTERNATIONAL NV						COMMON STOCK EUR.04						7,909												1,996,263
						ASMEDIA TECHNOLOGY INC						COMMON STOCK TWD10.0						4,000												87,094
						ASML HOLDING NV						COMMON STOCK EUR.09						66,299												35,780,561
						ASMPT LTD						COMMON STOCK HKD.1						52,100												371,478
						ASOS PLC						COMMON STOCK GBP.035						7,982												48,417
						ASPEED TECHNOLOGY INC						COMMON STOCK TWD10.0						3,300												180,640
						ASPEN PHARMACARE HOLDINGS LT						COMMON STOCK ZAR.1390607						71,163												570,182
						ASR NEDERLAND NV						COMMON STOCK EUR.16						22,768												1,076,287
						ASSA ABLOY AB B						COMMON STOCK SEK1.0						172,184												3,710,155
						ASSECO POLAND SA						COMMON STOCK PLN1.						17,316												286,669
						ASSICURAZIONI GENERALI						COMMON STOCK						140,274												2,487,388
						ASSOCIATED BRITISH FOODS PLC						COMMON STOCK GBP.0568						60,824												1,152,990

32

---

						ASSURA PLC						REIT GBP.1						457,460												300,034
						ASTELLAS PHARMA INC						COMMON STOCK						314,000												4,738,269
						ASTON MARTIN LAGONDA GLOBAL						COMMON STOCK GBP.1						58,870												109,588
						ASTRA INTERNATIONAL TBK PT						COMMON STOCK IDR50.						3,486,680												1,270,267
						ASTRAL FOODS LTD						COMMON STOCK ZAR.01						16,039												153,414
						ASTRAZENECA PLC						COMMON STOCK USD.25						257,208												34,732,400
						ASUSTEK COMPUTER INC						COMMON STOCK TWD10.						136,172												1,188,817
						ASX LTD						COMMON STOCK						33,286												1,520,397
						ASYMCHEM LABORATORIES TIAN A						COMMON STOCK CNY1.0						280												5,964
						ATACADAO SA						COMMON STOCK						88,400												247,500
						ATALAYA MINING PLC						COMMON STOCK GBP.075						12,873												51,099
						ATCO LTD CLASS I						COMMON STOCK						13,000												406,613
						ATEA ASA						COMMON STOCK NOK1.0						22,903												265,027
						ATHENS WATER SUPPLY + SEWAGE						COMMON STOCK EUR.6						7,311												53,058
						ATLAS ARTERIA						STAPLED SECURITY						244,364												1,094,374
						ATLAS COPCO AB A SHS						COMMON STOCK SEK.16						394,055												4,672,231
						ATLAS COPCO AB B SHS						COMMON STOCK SEK.639						278,872												2,983,957
						ATLAS CORP						COMMON STOCK USD.01						12,400												190,216
						ATOM CORP						COMMON STOCK						17,000												99,846
						ATOS SE						COMMON STOCK EUR1.0						16,901												163,669
						ATOSS SOFTWARE AG						COMMON STOCK						673												99,655
						ATRESMEDIA CORP DE MEDIOS DE						COMMON STOCK EUR.75						16,042												54,650
						ATRIUM LJUNGBERG AB B SHS						COMMON STOCK SEK2.5						14,228												233,936
						ATS CORP						COMMON STOCK						13,600												422,469
						ATTENDO AB						COMMON STOCK						19,242												44,854
						AUB GROUP LTD						COMMON STOCK						15,023												229,276
						AUBAY						COMMON STOCK EUR.5						1,431												74,514
						AUCKLAND INTL AIRPORT LTD						COMMON STOCK						233,503												1,155,574
						AUCTION TECHNOLOGY GROUP						COMMON STOCK GBP.0001						14,225												129,066
						AUO CORP						COMMON STOCK TWD10.0						1,307,641												637,753
						AURELIUS EQUITY OPPORTUNITIE						COMMON STOCK						5,035												98,428
						AUREN ENERGIA SA ON						COMMON STOCK						88,270												245,947
						AURIZON HOLDINGS LTD						COMMON STOCK						318,084												799,113
						AURORA CANNABIS INC						COMMON STOCK						33,434												30,844
						AURUBIS AG						COMMON STOCK						4,399												358,486
						AUSSIE BROADBAND LTD						COMMON STOCK						139,026												241,141
						AUSTAL LTD						COMMON STOCK						39,619												55,856
						AUSTEVOLL SEAFOOD ASA						COMMON STOCK NOK.5						19,322												172,844
						AUSTRALIAN AGRICULTURAL CO						COMMON STOCK						55,556												65,543
						AUSTRALIAN DOLLAR						FOREIGN CURRENCY						17,036												11,553
						AUSTRALIAN ETHICAL INVT LTD						COMMON STOCK						14,274												37,624
						AUSTRIA TECHNOLOGIE + SYSTEM						COMMON STOCK						4,736												162,239
						AUTO TRADER GROUP PLC						COMMON STOCK GBP.01						153,000												949,985
						AUTOBACS SEVEN CO LTD						COMMON STOCK						12,000												130,983
						AUTOCANADA INC						COMMON STOCK						4,200												72,255
						AUTOGRILL SPA						COMMON STOCK						35,067												241,842

33

---

						AUTOHOME INC ADR						ADR USD.01						10,800												330,480
						AUTONEUM HOLDING AG						COMMON STOCK CHF.05						476												52,565
						AVANZA BANK HOLDING AB						COMMON STOCK SEK2.5						20,945												452,694
						AVARY HOLDING SHENZHEN CO A						COMMON STOCK CNY1.0						15,600												61,607
						AVEVA GROUP PLC						COMMON STOCK GBP.0355556						19,609												757,811
						AVEX INC						COMMON STOCK						5,700												72,352
						AVI LTD						COMMON STOCK ZAR.05						64,450												284,883
						AVIC ELECTROMECHANICAL SY A						COMMON STOCK CNY1.0						39,100												56,504
						AVIC INDUSTRY FINANCE HOLD A						COMMON STOCK CNY1.0						97,700												45,967
						AVICHINA INDUSTRY + TECH H						COMMON STOCK CNY1.0						600,000												269,829
						AVICOPTER PLC A						COMMON STOCK CNY1.0						6,000												40,056
						AVIVA PLC						COMMON STOCK GBP.3289474						498,366												2,643,069
						AVON PROTECTION PLC						COMMON STOCK GBP1.0						5,297												68,532
						AVZ MINERALS LTD						COMMON STOCK						408,727												216,199
						AWA BANK LTD/THE						COMMON STOCK						6,000												96,844
						AXA SA						COMMON STOCK EUR2.29						326,103												9,061,559
						AXFOOD AB						COMMON STOCK SEK5.0						16,362												449,540
						AXIAL RETAILING INC						COMMON STOCK						3,900												100,168
						AXIATA GROUP BERHAD						COMMON STOCK						472,726												331,835
						AYA GOLD + SILVER INC						COMMON STOCK						43,600												290,248
						AYALA CORPORATION						COMMON STOCK PHP50.						40,342												506,058
						AYALA LAND INC						COMMON STOCK PHP1.0						1,639,190												912,075
						AZ COM MARUWA HOLDINGS INC						COMMON STOCK						10,000												118,111
						AZBIL CORP						COMMON STOCK						21,300												536,486
						AZIMUT HOLDING SPA						COMMON STOCK						19,496												435,493
						AZRIELI GROUP LTD						COMMON STOCK ILS.1						9,105												602,785
						AZUL SA						PREFERENCE						51,100												103,996
						B GRIMM POWER PCL NVDR						NVDR THB2.0						225,100												258,413
						B+M EUROPEAN VALUE RETAIL SA						COMMON STOCK GBP.1						153,745												762,212
						B2GOLD CORP						COMMON STOCK						179,900												638,635
						B3 SA BRASIL BOLSA BALCAO						COMMON STOCK						1,127,934												2,820,510
						BABCOCK INTL GROUP PLC						COMMON STOCK GBP.6						42,809												145,375
						BACHEM HOLDING AG						COMMON STOCK CHF.01						8,628												752,064
						BADGER INFRASTRUCTURE SOLUTI						COMMON STOCK						6,000												118,056
						BAE SYSTEMS PLC						COMMON STOCK GBP.025						530,582												5,456,225
						BAIDU INC CLASS A						COMMON STOCK USD.000000625						376,800												5,392,547
						BAKKAFROST P/F						COMMON STOCK DKK1.0						10,020												622,876
						BALANCED COMM PROPERTY TRUST						REIT GBP.01						136,478												144,920
						BALFOUR BEATTY PLC						COMMON STOCK GBP.5						81,234												329,070
						BALLARD POWER SYSTEMS INC						COMMON STOCK						40,200												192,255
						BALOISE HOLDING AG REG						COMMON STOCK CHF.1						7,261												1,120,932
						BANCA GENERALI SPA						COMMON STOCK EUR1.						10,602												362,758
						BANCA MEDIOLANUM SPA						COMMON STOCK						37,582												312,773
						BANCA MONTE DEI PASCHI SIENA						COMMON STOCK						503												1,033
						BANCA POPOLARE DI SONDRIO						COMMON STOCK NPV						82,270												331,894
						BANCO ABC BRASIL SA						PREFERENCE						54,105												202,056
						BANCO BILBAO VIZCAYA ARGENTA						COMMON STOCK EUR.49						930,249												5,593,479
						BANCO BPM SPA						COMMON STOCK NPV						208,240												740,962

34

---

						BANCO BRADESCO S.A.						COMMON STOCK						264,668												675,917
						BANCO BRADESCO SA PREF						PREFERENCE						899,775												2,609,200
						BANCO BTG PACTUAL SA PNA						PREFERENCE						8												8
						BANCO BTG PACTUAL SA UNIT						UNIT						191,200												866,208
						BANCO COMERCIAL PORTUGUES R						COMMON STOCK						2,689,154												421,878
						BANCO DE CHILE						COMMON STOCK						5,841,607												603,394
						BANCO DE CREDITO E INVERSION						COMMON STOCK						10,629												304,292
						BANCO DE SABADELL SA						COMMON STOCK EUR.125						960,705												903,095
						BANCO DEL BAJIO SA						COMMON STOCK						123,000												388,492
						BANCO DO BRASIL S.A.						COMMON STOCK						165,189												1,084,374
						BANCO ESTADO RIO GRAN PREF B						PREFERENCE						49,732												91,347
						BANCO SANTANDER BRASIL UNIT						UNIT						69,300												373,526
						BANCO SANTANDER CHILE ADR						ADR						30,341												480,601
						BANCO SANTANDER SA						COMMON STOCK EUR.5						2,737,887												8,188,929
						BANDAI NAMCO HOLDINGS INC						COMMON STOCK						33,700												2,102,087
						BANGCHAK CORP PCL NVDR						NVDR THB1.0						289,900												263,709
						BANGKOK CHAIN HOSPITAL NVDR						NVDR THB1.0						226,300												133,896
						BANGKOK DUSIT MED SERVI NVDR						NVDR THB.1						1,807,900												1,514,050
						BANGKOK EXPRESSWAY AND M FOR						FOREIGN SH. THB1.0 A						1,385,375												391,993
						BANK AL JAZIRA						COMMON STOCK SAR10.						68,151												346,014
						BANK ALBILAD						COMMON STOCK SAR10.						83,110												983,033
						BANK BTPN SYARIAH TBK PT						COMMON STOCK IDR100.0						404,400												72,418
						BANK CENTRAL ASIA TBK PT						COMMON STOCK IDR12.5						9,585,800												5,255,416
						BANK HAPOALIM BM						COMMON STOCK ILS1.						201,074												1,807,586
						BANK JAGO TBK PT						COMMON STOCK IDR100.0						701,300												166,944
						BANK LEUMI LE ISRAEL						COMMON STOCK ILS.1						276,298												2,295,110
						BANK MANDIRI PERSERO TBK PT						COMMON STOCK IDR125.0						3,324,598												2,112,789
						BANK MILLENNIUM SA						COMMON STOCK PLN1.						105,003												109,738
						BANK NEGARA INDONESIA PERSER						COMMON STOCK IDR7500.						1,417,700												836,929
						BANK OF BEIJING CO LTD A						COMMON STOCK CNY1.0						230,082												142,663
						BANK OF CHENGDU CO LTD A						COMMON STOCK CNY1.0						36,700												80,791
						BANK OF CHINA LTD A						COMMON STOCK CNY1.0						559,700												254,331
						BANK OF CHINA LTD H						COMMON STOCK CNY1.0						11,798,400												4,293,103
						BANK OF COMMUNICATIONS CO A						COMMON STOCK CNY1.0						496,000												338,220
						BANK OF COMMUNICATIONS CO H						COMMON STOCK CNY1.0						1,651,140												949,861
						BANK OF EAST ASIA LTD						COMMON STOCK						243,097												294,646
						BANK OF GEORGIA GROUP PLC						COMMON STOCK GBP.01						6,661												208,527
						BANK OF HANGZHOU CO LTD A						COMMON STOCK CNY1.0						55,800												105,011
						BANK OF IRELAND GROUP PLC						COMMON STOCK EUR1.0						188,623												1,783,120
						BANK OF JIANGSU CO LTD A						COMMON STOCK CNY1.0						124,410												130,496
						BANK OF KAOHSIUNG						COMMON STOCK TWD10.						128,601												52,076
						BANK OF KYOTO LTD/THE						COMMON STOCK						10,200												451,482
						BANK OF MONTREAL						COMMON STOCK						111,710												10,112,808
						BANK OF NANJING CO LTD A						COMMON STOCK CNY1.0						70,300												105,383
						BANK OF NINGBO CO LTD A						COMMON STOCK CNY1.0						67,430												314,849
						BANK OF NOVA SCOTIA						COMMON STOCK						194,300												9,513,164
						BANK OF QUEENSLAND LTD						COMMON STOCK						107,804												503,106
						BANK OF SHANGHAI CO LTD A						COMMON STOCK CNY1.0						190,920												162,325

35

---

						BANK OF THE PHILIPPINE ISLAN						COMMON STOCK PHP10.						318,126												582,607
						BANK PEKAO SA						COMMON STOCK PLN1.0						31,286												619,096
						BANK RAKYAT INDONESIA PERSER						COMMON STOCK IDR50.0						11,506,062												3,647,549
						BANK TABUNGAN NEGARA PERSERO						COMMON STOCK IDR500.						826,900												71,714
						BANKINTER SA						COMMON STOCK EUR.3						115,099												769,957
						BANPU PUBLIC CO LTD FOR REG						FOREIGN SH. THB1.0 A						795,800												314,782
						BANQUE CANTONALE VAUDOIS REG						COMMON STOCK CHF10.0						5,346												513,143
						BANQUE SAUDI FRANSI						COMMON STOCK SAR10.						100,148												1,081,961
						BAOSHAN IRON + STEEL CO A						COMMON STOCK CNY1.0						202,000												162,462
						BAOZUN INC SPN ADR						ADR USD.0001						6,700												35,510
						BAPCOR LTD						COMMON STOCK						53,000												231,921
						BARCLAYS PLC						COMMON STOCK GBP.25						2,617,118												5,006,456
						BARCO N.V.						COMMON STOCK						9,647												238,516
						BARITO PACIFIC TBK PT						COMMON STOCK IDR100.0						4,945,235												239,853
						BARLOWORLD LTD						COMMON STOCK ZAR.05						45,954												228,892
						BARRATT DEVELOPMENTS PLC						COMMON STOCK GBP.1						159,530												762,211
						BARRICK GOLD CORP						COMMON STOCK						89,034												1,556,278
						BARRICK GOLD CORP						COMMON STOCK						211,475												3,622,521
						BARRY CALLEBAUT AG REG						COMMON STOCK CHF.02						603												1,193,980
						BASF SE						COMMON STOCK NPV						155,494												7,696,299
						BASIC FIT NV						COMMON STOCK EUR.06						3,701												96,083
						BASILEA PHARMACEUTICA REG						COMMON STOCK CHF1.0						2,077												103,099
						BASLER AG						COMMON STOCK						1,875												59,068
						BAUSCH HEALTH COS INC						COMMON STOCK						51,577												323,558
						BAVARIAN NORDIC A/S						COMMON STOCK DKK10.						10,031												306,387
						BAWAG GROUP AG						COMMON STOCK						7,028												372,567
						BAYCURRENT CONSULTING INC						COMMON STOCK						22,000												684,239
						BAYER AG REG						COMMON STOCK						166,320												8,561,843
						BAYERISCHE MOTOREN WERKE AG						COMMON STOCK EUR1.0						56,275												5,007,818
						BAYERISCHE MOTOREN WERKE PRF						PREFERENCE						10,193												865,514
						BAYTEX ENERGY CORP						COMMON STOCK						95,000												426,289
						BAYWA BAYERISCHE WARENVERMIT						COMMON STOCK						2,698												124,391
						BB SEGURIDADE PARTICIPACOES						COMMON STOCK						122,200												775,934
						BCE INC						COMMON STOCK						12,267												538,591
						BCPG PCL FOREIGN						FOREIGN SH. THB5.0 A						45,000												13,252
						BDO UNIBANK INC						COMMON STOCK PHP10.0						409,168												772,425
						BE SEMICONDUCTOR INDUSTRIES						COMMON STOCK EUR.01						13,797												835,627
						BEACH ENERGY LTD						COMMON STOCK						262,123												284,255
						BEAZLEY PLC						COMMON STOCK GBP.05						99,026												806,450
						BECHTLE AG						COMMON STOCK						12,094												426,673
						BEFESA SA						COMMON STOCK						6,765												325,560
						BEGA CHEESE LTD						COMMON STOCK						43,520												114,414
						BEIERSDORF AG						COMMON STOCK						16,025												1,833,397
						BEIGENE LTD						COMMON STOCK USD.0001						100,100												1,721,141
						BEIJER ALMA AB						COMMON STOCK SEK2.09						7,711												121,244
						BEIJER REF AB						COMMON STOCK SEK.97						43,416												615,124
						BEIJING CAPITAL INTL AIRPO H						COMMON STOCK CNY1.0						468,000												342,383
						BEIJING DABEINONG TECHNOLO A						COMMON STOCK CNY1.0						16,000												20,442

36

---

						BEIJING EASPRING MATERIAL A						COMMON STOCK CNY1.0						5,100												41,405
						BEIJING ENLIGHT MEDIA CO L A						COMMON STOCK CNY1.0						31,600												39,377
						BEIJING ENTERPRISES HLDGS						COMMON STOCK						96,500												309,099
						BEIJING ENTERPRISES WATER GR						COMMON STOCK HKD.1						968,000												248,048
						BEIJING JINGNENG CLEAN ENE H						COMMON STOCK CNY1.0						240,000												56,579
						BEIJING KINGSOFT OFFICE SO A						COMMON STOCK CNY1.0						3,807												144,494
						BEIJING NEW BUILDING MATER A						COMMON STOCK CNY1.0						18,400												68,393
						BEIJING SHIJI INFORMATION A						COMMON STOCK CNY1.0						28,420												61,333
						BEIJING TONG REN TANG CHINES						COMMON STOCK						46,000												67,542
						BEIJING WANTAI BIOLOGICAL A						COMMON STOCK CNY1.0						5,945												108,128
						BEIJING YUANLIU HONGYUAN E A						COMMON STOCK CNY1.0						2,400												34,931
						BEKAERT NV						COMMON STOCK						6,136												237,277
						BELC CO LTD						COMMON STOCK						1,800												77,876
						BELIEVE SA						COMMON STOCK EUR.005						3,278												33,873
						BELIMO HOLDING AG REG						COMMON STOCK CHF.05						1,476												704,780
						BELL FOOD GROUP AG REG						COMMON STOCK CHF.5						374												95,985
						BELLEVUE GOLD LTD						COMMON STOCK						69,661												52,794
						BELLSYSTEM24 HOLDINGS INC						COMMON STOCK						5,600												57,830
						BELLUNA CO LTD						COMMON STOCK						9,000												46,363
						BELLUS HEALTH INC						COMMON STOCK						45,600												372,891
						BELLWAY PLC						COMMON STOCK GBP.125						21,167												484,582
						BENDIGO AND ADELAIDE BANK						COMMON STOCK						94,835												625,365
						BENEFIT ONE INC						COMMON STOCK						13,300												194,007
						BENESSE HOLDINGS INC						COMMON STOCK						13,200												200,627
						BENETEAU						COMMON STOCK EUR.1						7,507												113,268
						BENGO4.COM INC						COMMON STOCK						1,200												23,204
						BERKAH BETON SADAYA TBK PT						COMMON STOCK IDR10.0						1,356,500												64,459
						BERKELEY GROUP HOLDINGS/THE						COMMON STOCK GBP.05414						17,406												788,554
						BERLI JUCKER PUBLIC CO NVDR						NVDR THB1.0						250,700												255,204
						BERTRANDT AG						COMMON STOCK						948												40,374
						BETSSON AB B						COMMON STOCK SEK.67						29,561												240,789
						BEZEQ THE ISRAELI TELECOM CO						COMMON STOCK ILS1.						396,397												681,351
						BFF BANK SPA						COMMON STOCK NPV						28,144												222,572
						BGF RETAIL CO LTD						COMMON STOCK KRW1000.0						1,417												236,321
						BGI GENOMICS CO LTD A						COMMON STOCK CNY1.0						6,800												50,576
						BHP GROUP LTD						COMMON STOCK						824,746												25,433,876
						BIC CAMERA INC						COMMON STOCK						17,100												166,120
						BID CORP LTD						COMMON STOCK						59,449												1,152,469
						BIDVEST GROUP LTD						COMMON STOCK ZAR.05						61,450												774,274
						BIFFA PLC						COMMON STOCK GBP.0001						45,452												222,750
						BIG SHOPPING CENTERS 2004 LT						COMMON STOCK ILS.01						1,933												197,217
						BIG YELLOW GROUP PLC						REIT GBP.1						28,578												394,724
						BILFINGER SE						COMMON STOCK						5,151												148,848
						BILIA AB A SHS						COMMON STOCK SEK2.5						5,163												56,804
						BILIBILI INC CLASS Z						COMMON STOCK USD.0001						27,400												655,779
						BILLERUD AB						COMMON STOCK SEK7.38						39,839												485,203

37

---

						BIOARCTIC AB						COMMON STOCK SEK.02						11,068												288,371
						BIOGAIA AB B SHS						COMMON STOCK SEK.2						6,935												55,674
						BIOMERIEUX						COMMON STOCK						6,127												642,396
						BIONEER CORP						COMMON STOCK KRW500.0						6,895												161,590
						BIOTAGE AB						COMMON STOCK SEK1.28						8,298												147,338
						BIPROGY INC						COMMON STOCK						13,100												329,579
						BIRCHCLIFF ENERGY LTD						COMMON STOCK						47,700												331,976
						BIZLINK HOLDING INC						COMMON STOCK TWD10.0						17,000												130,716
						BKW AG						COMMON STOCK CHF2.5						3,749												511,237
						BLACKBERRY LTD						COMMON STOCK						91,000												296,181
						BLACKMORES LTD						COMMON STOCK						2,435												118,852
						BLOOMBERRY RESORTS CORP						COMMON STOCK PHP1.0						636,300												87,597
						BLUESCOPE STEEL LTD						COMMON STOCK						77,845												883,792
						BML INC						COMMON STOCK						3,700												93,129
						BNK FINANCIAL GROUP INC						COMMON STOCK KRW5000.0						52,751												272,438
						BNP PARIBAS						COMMON STOCK EUR2.0						182,076												10,330,484
						BOARDWALK REAL ESTATE INVEST						REIT						4,200												153,220
						BOC AVIATION LTD						COMMON STOCK						37,900												316,361
						BOC HONG KONG HOLDINGS LTD						COMMON STOCK						606,500												2,067,009
						BODYCOTE PLC						COMMON STOCK GBP.17273						32,857												224,239
						BOE TECHNOLOGY GROUP CO LT A						COMMON STOCK CNY1.0						368,500												178,616
						BOLIDEN AB						COMMON STOCK SEK2.11						44,724												1,684,306
						BOLLORE SE						COMMON STOCK EUR.16						150,904												843,140
						BOLSA MEXICANA DE VALORES SA						COMMON STOCK						75,800												146,331
						BOMBARDIER INC B						COMMON STOCK						10,695												412,582
						BONDUELLE SCA						COMMON STOCK EUR1.75						2,778												39,777
						BOOHOO GROUP PLC						COMMON STOCK GBP.01						168,409												71,879
						BOOZT AB						COMMON STOCK SEK.0833						15,986												184,402
						BORAL LTD						COMMON STOCK						40,793												79,883
						BORALEX INC A						COMMON STOCK						14,700												434,181
						BORREGAARD ASA						COMMON STOCK NOK1.0						22,628												349,229
						BORUSSIA DORTMUND GMBH + CO						COMMON STOCK						13,392												52,980
						BOSIDENG INTL HLDGS LTD						COMMON STOCK USD.00001						604,000												287,105
						BOSSARD HOLDING AG REG A						COMMON STOCK CHF5.0						608												131,794
						BOUBYAN BANK K.S.C						COMMON STOCK KWD.1						221,944												579,532
						BOUBYAN PETROCHEMICALS CO						COMMON STOCK KWD.1						68,035												177,954
						BOURSA KUWAIT SECURITIES CO						COMMON STOCK KWD.1						65,587												440,975
						BOUYGUES SA						COMMON STOCK EUR1.0						35,975												1,076,023
						BOYD GROUP SERVICES INC						COMMON STOCK						3,700												571,159
						BP PLC						COMMON STOCK USD.25						3,150,954												18,231,842
						BPD JAWA TIMUR TBK PT						COMMON STOCK IDR250.0						1,132,300												51,601
						BPER BANCA						COMMON STOCK						179,092												366,694
						BPOST SA						COMMON STOCK						18,956												97,388
						BR MALLS PARTICIPACOES SA						COMMON STOCK						148,908												234,599
						BRADESPAR SA PREF						PREFERENCE						59,523												333,944
						BRAINCHIP HOLDINGS LTD						COMMON STOCK						570,603												285,790
						BRAMBLES LTD						COMMON STOCK						230,573												1,886,166
						BRAVIDA HOLDING AB						COMMON STOCK SEK.02						27,174												291,539

38

---

						BRAZILIAN REAL						FOREIGN CURRENCY						1,968,713												372,880
						BREEDON GROUP PLC						COMMON STOCK						235,408												172,561
						BREMBO SPA						COMMON STOCK NPV						30,220												337,036
						BRENNTAG SE						COMMON STOCK						24,987												1,592,787
						BREVILLE GROUP LTD						COMMON STOCK						14,739												183,143
						BRF SA						COMMON STOCK						124,408												193,381
						BRICKWORKS LTD						COMMON STOCK						10,457												155,411
						BRIDGEPOINT GROUP REGS						COMMON STOCK GBP.00005						111,372												256,766
						BRIDGESTONE CORP						COMMON STOCK						78,400												2,776,260
						BRIGHTON BEST INTERNATIONAL						COMMON STOCK TWD10.0						97,000												119,581
						BRITISH AMERICAN TOB SP ADR						ADR						4,059												162,279
						BRITISH AMERICAN TOBACCO BHD						COMMON STOCK						29,719												75,659
						BRITISH AMERICAN TOBACCO PLC						COMMON STOCK GBP.25						341,094												13,465,087
						BRITISH LAND CO PLC						REIT GBP.25						134,557												640,177
						BRITVIC PLC						COMMON STOCK GBP.2						45,789												428,412
						BROOKFIELD ASSET MGMT A						COMMON STOCK						60,068												1,718,762
						BROOKFIELD CORP						COMMON STOCK						238,762												7,503,219
						BROOKFIELD INFRASTRUCTURE A						COMMON STOCK						16,650												647,224
						BROOKFIELD REINSURANCE LTD						COMMON STOCK USD40.0						1,512												47,236
						BROOKFIELD RENEWABLE COR A						COMMON STOCK USD.01						21,800												599,643
						BROTHER INDUSTRIES LTD						COMMON STOCK						37,600												565,927
						BRP INC/CA SUB VOTING						COMMON STOCK						6,410												488,361
						BRUNEL INTERNATIONAL						COMMON STOCK EUR.03						10,065												102,702
						BRUNELLO CUCINELLI SPA						COMMON STOCK NPV						5,745												423,676
						BSR REAL ESTATE INVESTMENT T						REIT						19,500												255,596
						BT GROUP PLC						COMMON STOCK GBP.05						1,173,804												1,585,863
						BTN						RIGHT						268,952												2,471
						BTS GROUP HOLDINGS PCL FORGN						FOREIGN SH. THB4.0 A						643,600												156,092
						BUCHER INDUSTRIES AG REG						COMMON STOCK CHF.2						1,132												471,130
						BUDWEISER BREWING CO APAC LT						COMMON STOCK USD.00001						290,900												915,008
						BUFAB AB						COMMON STOCK SEK.01						5,162												116,294
						BUKIT ASAM TBK PT						COMMON STOCK IDR100.0						502,400												118,750
						BUKWANG PHARMACEUTICAL CO						COMMON STOCK KRW500.						7,366												51,292
						BUMRUNGRAD HOSPITAL FOREIGN						FOREIGN SH. THB1.0 A						66,100												404,597
						BUNKA SHUTTER CO LTD						COMMON STOCK						9,300												77,471
						BUNZL PLC						COMMON STOCK GBP.3214286						54,202												1,800,064
						BUPA ARABIA FOR COOPERATIVE						COMMON STOCK SAR10.						12,721												486,770
						BURBERRY GROUP PLC						COMMON STOCK GBP.0005						64,574												1,569,972
						BURCKHARDT COMPRESSION HOLDI						COMMON STOCK CHF2.5						513												305,092
						BURE EQUITY AB						COMMON STOCK SEK6.6						9,396												223,281
						BUREAU VERITAS SA						COMMON STOCK EUR.12						50,019												1,312,479
						BURFORD CAPITAL LTD						COMMON STOCK						20,479												164,092
						BURKHALTER HOLDING AG						COMMON STOCK CHF.04						714												59,148
						BURSA MALAYSIA BHD						COMMON STOCK						282,000												425,655
						BUZZI UNICEM SPA						COMMON STOCK NPV						13,502												259,380
						BW ENERGY LTD						COMMON STOCK USD.01						497												1,269
						BW LPG LTD						COMMON STOCK USD.01						14,421												111,261
						BW OFFSHORE LTD						COMMON STOCK USD.5						17,083												43,342

39

---

						BWP TRUST						REIT						96,958												256,929
						BY HEALTH CO LTD A						COMMON STOCK CNY1.0						17,300												56,810
						BYD CO LTD A						COMMON STOCK CNY1.0						18,300												676,897
						BYD CO LTD H						COMMON STOCK CNY1.0						135,200												3,336,283
						BYD ELECTRONIC INTL CO LTD						COMMON STOCK						155,000												498,466
						BYSTRONIC AG						COMMON STOCK CHF2.0						258												179,080
						BYTES TECHNOLOGY GROUP PLC						COMMON STOCK						28,490												132,476
						C MER EYE CARE HOLDINGS LTD						COMMON STOCK HKD.1						78,000												48,969
						C+C GROUP PLC						COMMON STOCK EUR.01						67,181												141,151
						C+D INTERNATIONAL INVESTMENT						COMMON STOCK HKD.1						49,437												144,100
						CA IMMOBILIEN ANLAGEN AG						COMMON STOCK						12,270												370,287
						CAE INC						COMMON STOCK						53,551												1,035,094
						CAFE DE CORAL HOLDINGS LTD						COMMON STOCK HKD.1						62,000												118,361
						CAIRN HOMES PLC						COMMON STOCK EUR.001						150,122												139,266
						CAITONG SECURITIES CO LTD A						COMMON STOCK CNY1.0						50,830												52,076
						CAIXABANK SA						COMMON STOCK EUR1.0						756,224												2,963,597
						CAJA DE AHORROS DEL MEDITERR						COMMON STOCK EUR2.0						23,863												34,127
						CALBEE INC						COMMON STOCK						14,100												319,591
						CALIBRE MINING CORP						COMMON STOCK						55,800												37,064
						CALIX LTD						COMMON STOCK						21,842												64,789
						CAMECO CORP						COMMON STOCK						68,468												1,550,820
						CAN APARTMENT PROP REAL ESTA						REIT						14,900												469,340
						CAN IMPERIAL BK OF COMMERCE						COMMON STOCK						152,030												6,145,380
						CANAAN INC						ADR USD.00000005						16,600												34,196
						CANACCORD GENUITY GROUP INC						COMMON STOCK						21,400												132,511
						CANADA GOOSE HOLDINGS INC						COMMON STOCK						10,200												181,273
						CANADIAN DOLLAR						FOREIGN CURRENCY						317,447												234,287
						CANADIAN NATL RAILWAY CO						COMMON STOCK						95,784												11,370,086
						CANADIAN NATURAL RESOURCES						COMMON STOCK						186,940												10,373,828
						CANADIAN PACIFIC RAILWAY LTD						COMMON STOCK						157,060												11,701,692
						CANADIAN TIRE CORP CLASS A						COMMON STOCK						9,962												1,040,351
						CANADIAN UTILITIES LTD A						COMMON STOCK						22,500												608,602
						CANADIAN WESTERN BANK						COMMON STOCK						16,100												285,890
						CANCOM SE						COMMON STOCK						6,552												190,961
						CANFOR CORP						COMMON STOCK						11,600												182,439
						CANMAX TECHNOLOGIES CO LTD A						COMMON STOCK CNY1.0						5,900												47,349
						CANON INC						COMMON STOCK						168,800												3,630,455
						CANON MARKETING JAPAN INC						COMMON STOCK						9,500												215,148
						CANOPY GROWTH CORP						COMMON STOCK						39,900												92,465
						CANVEST ENVIRONMENTAL PROTEC						COMMON STOCK HKD.01						111,000												59,874
						CAPCOM CO LTD						COMMON STOCK						29,800												950,620
						CAPGEMINI SE						COMMON STOCK EUR8.0						27,413												4,583,796
						CAPITA PLC						COMMON STOCK GBP.020667						286,407												83,553
						CAPITAL POWER CORP						COMMON STOCK						19,500												666,766
						CAPITAL SECURITIES CORP						COMMON STOCK TWD10.						322,000												113,610
						CAPITALAND ASCENDAS REIT						REIT						566,625												1,158,544

40

---

						CAPITALAND ASCOTT TRUST						STAPLED SECURITY						372,945												292,177
						CAPITALAND CHINA TRUST						REIT						196,148												163,877
						CAPITALAND INDIA TRUST						UNIT						146,300												123,348
						CAPITALAND INTEGRATED COMMER						REIT						892,547												1,359,111
						CAPITALAND INVESTMENT LTD/SI						COMMON STOCK						492,990												1,361,527
						CAPITEC BANK HOLDINGS LTD						COMMON STOCK ZAR.01						11,317												1,236,170
						CAPRICORN ENERGY PLC						COMMON STOCK GBP.016154						85,611												269,926
						CAPRICORN METALS LTD						COMMON STOCK						47,078												142,922
						CAPSTONE COPPER CORP						COMMON STOCK						52,000												189,586
						CAREER TECHNOLOGY CO LTD						COMMON STOCK TWD10.						51,479												39,086
						CAREL INDUSTRIES SPA						COMMON STOCK NPV						5,540												138,945
						CARGOJET INC						COMMON STOCK						1,400												120,218
						CARGOTEC OYJ B SHARE						COMMON STOCK						7,103												314,443
						CARL ZEISS MEDITEC AG BR						COMMON STOCK						6,841												860,849
						CARLSBERG AS B						COMMON STOCK DKK20.						17,678												2,333,082
						CARLSBERG BREWERY MALAYSIA B						COMMON STOCK						48,000												249,267
						CARMILA						REIT EUR6.0						9,183												130,688
						CARNIVAL PLC						COMMON STOCK USD1.66						26,921												189,768
						CARREFOUR SA						COMMON STOCK EUR2.5						107,796												1,798,260
						CARSALES.COM LTD						COMMON STOCK						48,211												677,808
						CASCADES INC						COMMON STOCK						14,700												91,783
						CASINO GUICHARD PERRACHON						COMMON STOCK EUR1.53						2,477												25,766
						CASIO COMPUTER CO LTD						COMMON STOCK						32,800												333,690
						CASTELLUM AB						COMMON STOCK SEK.5						53,804												650,149
						CATCHER TECHNOLOGY CO LTD						COMMON STOCK TWD10.						118,134												649,334
						CATENA AB						COMMON STOCK SEK4.4						7,046												262,914
						CATHAY FINANCIAL HOLDING CO						COMMON STOCK TWD10.0						1,514,592												1,970,027
						CATHAY REAL ESTATE DEVELOPME						COMMON STOCK TWD10.0						182,834												90,689
						CAVERION OYJ						COMMON STOCK						16,689												123,424
						CAWACHI LTD						COMMON STOCK						2,300												38,847
						CCC SA						COMMON STOCK PLN.1						5,911												57,954
						CCL INDUSTRIES INC CL B						COMMON STOCK						26,000												1,109,886
						CCR SA						COMMON STOCK						214,200												438,734
						CD PROJEKT SA						COMMON STOCK PLN1.0						15,073												445,134
						CDL HOSPITALITY TRUSTS						STAPLED SECURITY						156,451												145,963
						CECONOMY AG						COMMON STOCK						28,775												56,959
						CELCOMDIGI BHD						COMMON STOCK						619,200												562,512
						CELESTICA INC						COMMON STOCK						20,216												227,681
						CELLAVISION AB						COMMON STOCK SEK.15						3,516												77,248
						CELLEBRITE DI LTD						COMMON STOCK						18,737												81,693
						CELLNEX TELECOM SA						COMMON STOCK EUR.25						86,529												2,855,401
						CELLSOURCE CO LTD						COMMON STOCK						6,800												206,310
						CELLTRION HEALTHCARE CO LTD						COMMON STOCK KRW1000.0						10,895												503,961
						CELLTRION INC						COMMON STOCK KRW1000.0						18,235												2,332,887
						CELLTRION PHARM INC						COMMON STOCK KRW500.						4,754												253,571
						CEMBRA MONEY BANK AG						COMMON STOCK CHF1.0						5,099												424,891
						CEMENTIR HOLDING NV						COMMON STOCK EUR1.0						8,066												52,856
						CEMEX SAB CPO						UNIT						2,607,547												1,054,406

41

---

						CENCOSUD SA						COMMON STOCK						280,877												459,914
						CENOVUS ENERGY INC						COMMON STOCK						221,472												4,293,937
						CENTAMIN PLC						COMMON STOCK						198,380												269,610
						CENTER LABORATORIES INC						COMMON STOCK TWD10.0						62,240												95,757
						CENTERRA GOLD INC						COMMON STOCK						40,600												210,049
						CENTRAIS ELETRICAS BRAS PR B						PREFERENCE						72,105												587,552
						CENTRAIS ELETRICAS BRASILIER						COMMON STOCK						111,858												892,348
						CENTRAL ASIA METALS PLC						COMMON STOCK						29,809												88,972
						CENTRAL GLASS CO LTD						COMMON STOCK						5,400												114,968
						CENTRAL JAPAN RAILWAY CO						COMMON STOCK						24,200												2,961,238
						CENTRAL PATTANA PCL NVDR						NVDR THB.5						413,900												847,480
						CENTRAL RETAIL CORP FOREIGN						FOREIGN SH. THB1.0 A						119,383												159,419
						CENTRICA PLC						COMMON STOCK GBP.061728						1,001,890												1,160,895
						CENTURIA CAPITAL GROUP						STAPLED SECURITY						103,969												120,046
						CENTURIA INDUSTRIAL REIT						REIT						98,079												207,518
						CENTURIA OFFICE REIT						REIT						73,382												76,139
						CERES POWER HOLDINGS PLC						COMMON STOCK GBP.1						14,634												61,733
						CETC CYBERSPACE SECURITY T A						COMMON STOCK CNY1.0						8,600												37,554
						CEWE STIFTUNG + CO KGAA						COMMON STOCK						1,036												97,824
						CEZ AS						COMMON STOCK CZK100.0						28,874												982,369
						CGG SA						COMMON STOCK EUR.01						137,911												89,526
						CGI INC						COMMON STOCK						36,930												3,181,003
						CGN NEW ENERGY HOLDINGS CO L						COMMON STOCK HKD.0001						218,000												75,414
						CGN POWER CO LTD H						COMMON STOCK CNY1.0						1,938,000												461,845
						CHABIOTECH CO LTD						COMMON STOCK KRW500.0						6,692												69,523
						CHAILEASE HOLDING CO LTD						COMMON STOCK TWD10.						261,303												1,843,213
						CHALICE MINING LTD						COMMON STOCK						53,790												227,436
						CHALLENGER LTD						COMMON STOCK						101,466												523,859
						CHAMPION IRON LTD						COMMON STOCK						55,742												273,760
						CHAMPION REIT						REIT						365,000												144,037
						CHANG HWA COMMERCIAL BANK						COMMON STOCK TWD10.						1,191,830												664,809
						CHANGCHUN HIGH + NEW TECH A						COMMON STOCK CNY1.0						3,800												91,020
						CHANGE HOLDINGS INC						COMMON STOCK						4,800												78,838
						CHANGJIANG SECURITIES CO L A						COMMON STOCK CNY1.0						60,200												46,167
						CHANGZHOU XINGYU AUTOMOTIV A						COMMON STOCK CNY1.0						2,856												52,381
						CHAOZHOU THREE CIRCLE GROU A						COMMON STOCK CNY1.0						1,300												5,744
						CHARGEURS SA						COMMON STOCK EUR.16						2,563												38,485
						CHAROEN POKPHAND FOODS NVDR						NVDR THB1.0						890,500												637,060
						CHAROEN POKPHAND INDONESI PT						COMMON STOCK IDR10.						1,293,000												469,201
						CHARTER HALL GROUP						REIT						70,539												572,223
						CHARTER HALL LONG WALE REIT						REIT						91,509												271,629
						CHARTER HALL RETAIL REIT						REIT						73,687												188,415
						CHARTER HALL SOCIAL INFRASTR						REIT						55,887												128,695
						CHECK POINT SOFTWARE TECH						COMMON STOCK USD.01						20,651												2,605,330
						CHEIL WORLDWIDE INC						COMMON STOCK KRW200.						20,740												379,478
						CHEMOMETEC A/S						COMMON STOCK DKK1.0						2,793												277,770

42

---

						CHEMRING GROUP PLC						COMMON STOCK GBP.01						47,909												171,601
						CHENG LOONG CORP						COMMON STOCK TWD10.						123,000												109,422
						CHENG SHIN RUBBER IND CO LTD						COMMON STOCK TWD10.						441,088												486,274
						CHENG UEI PRECISION INDUSTRY						COMMON STOCK TWD10.						192,919												231,410
						CHENGXIN LITHIUM GROUP CO A						COMMON STOCK CNY1.0						8,800												47,378
						CHIBA BANK LTD/THE						COMMON STOCK						89,500												652,427
						CHICONY ELECTRONICS CO LTD						COMMON STOCK TWD10.						138,690												389,260
						CHILEAN PESO						FOREIGN CURRENCY						492,598,722												578,201
						CHINA AIRCRAFT LEASING GROUP						COMMON STOCK HKD.1						49,500												27,461
						CHINA AIRLINES LTD						COMMON STOCK TWD10.						459,278												283,701
						CHINA AOYUAN GROUP LTD						COMMON STOCK HKD.01						196,884												29,766
						CHINA BAOAN GROUP A						COMMON STOCK CNY1.0						26,200												45,531
						CHINA BLUECHEMICAL LTD H						COMMON STOCK CNY1.0						712,000												168,765
						CHINA CINDA ASSET MANAGEME H						COMMON STOCK CNY1.0						2,046,908												283,238
						CHINA CITIC BANK CORP LTD H						COMMON STOCK CNY1.0						1,755,200												778,095
						CHINA COAL ENERGY CO H						COMMON STOCK CNY1.0						346,000												281,501
						CHINA COM RICH RENE ENE INVEST						FOREIGN CURRENCY						2,242,000												566,668
						CHINA COMMUNICATIONS SERVI H						COMMON STOCK CNY1.0						518,352												189,278
						CHINA CONCH ENVIRONMENT PROT						COMMON STOCK HKD.01						298,900												121,399
						CHINA CONCH VENTURE HOLDINGS						COMMON STOCK HKD.01						298,900												649,504
						CHINA CONSTRUCTION BANK A						COMMON STOCK CNY1.0						79,500												64,341
						CHINA CONSTRUCTION BANK H						COMMON STOCK CNY1.0						15,641,400												9,799,736
						CHINA CSSC HOLDINGS LTD A						COMMON STOCK CNY1.0						45,400												145,400
						CHINA DATANG CORP RENEWABL H						COMMON STOCK CNY1.						381,000												112,763
						CHINA DEVELOPMENT FINANCIAL						COMMON STOCK TWD10.						2,954,820												1,210,633
						CHINA EAST EDUCATION HOLDING						COMMON STOCK HKD.0001						79,500												63,458
						CHINA EASTERN AIRLINES CO A						COMMON STOCK CNY1.0						101,600												80,665
						CHINA EDUCATION GROUP HOLDIN						COMMON STOCK HKD.00001						112,000												144,934
						CHINA EVERBRIGHT BANK CO A						COMMON STOCK CNY1.0						433,300												191,208
						CHINA EVERBRIGHT BANK CO L H						COMMON STOCK CNY1.0						636,000												193,938
						CHINA EVERBRIGHT ENVIRONMENT						COMMON STOCK						852,370												381,139
						CHINA EVERBRIGHT GREENTECH L						COMMON STOCK USD.1						94,000												25,412
						CHINA EVERBRIGHT LTD						COMMON STOCK						194,000												144,413
						CHINA EVERGRANDE GROUP						COMMON STOCK USD.01						673,000												142,275
						CHINA FEIHE LTD						COMMON STOCK USD.000000025						607,000												516,400
						CHINA FOODS LTD						COMMON STOCK HKD.1						154,000												55,247
						CHINA GALAXY SECURITIES CO A						COMMON STOCK CNY1.0						43,700												58,417
						CHINA GALAXY SECURITIES CO H						COMMON STOCK CNY1.0						626,000												305,583
						CHINA GAS HOLDINGS LTD						COMMON STOCK HKD.01						519,200												755,689
						CHINA GREATWALL TECHNOLOGY A						COMMON STOCK CNY1.0						31,900												46,829
						CHINA HIGH SPEED TRANSMISSIO						COMMON STOCK USD.01						90,000												40,474
						CHINA HONGQIAO GROUP LTD						COMMON STOCK USD.01						360,500												340,410
						CHINA INTERNATIONAL CAPITA H						COMMON STOCK CNY1.0						272,000												519,260
						CHINA INTERNATIONAL CAPTAL A						COMMON STOCK CNY1.0						10,900												59,820
						CHINA JINMAO HOLDINGS GROUP						COMMON STOCK						1,193,325												256,861
						CHINA JUSHI CO LTD A						COMMON STOCK CNY1.0						40,700												80,289
						CHINA LESSO GROUP HOLDINGS L						COMMON STOCK HKD.05						197,000												205,709
						CHINA LIFE INSURANCE CO A						COMMON STOCK CNY1.0						43,600												232,871

43

---

						CHINA LIFE INSURANCE CO H						COMMON STOCK CNY1.0						1,382,000												2,372,699
						CHINA LILANG LTD						COMMON STOCK HKD.1						76,000												36,613
						CHINA LITERATURE LTD						COMMON STOCK USD.0001						46,400												180,132
						CHINA LONGYUAN POWER GROUP H						COMMON STOCK CNY1.0						546,000												667,376
						CHINA MAPLE LEAF EDUCATIONAL						COMMON STOCK USD.0005						272,000												12,372
						CHINA MEDICAL SYSTEM HOLDING						COMMON STOCK USD.005						326,000												512,916
						CHINA MEIDONG AUTO HOLDINGS						COMMON STOCK HKD.1						94,000												192,939
						CHINA MENGNIU DAIRY CO						COMMON STOCK HKD.1						531,000												2,408,395
						CHINA MERCHANTS BANK A						COMMON STOCK CNY1.0						224,499												1,203,759
						CHINA MERCHANTS BANK H						COMMON STOCK CNY1.0						690,005												3,858,925
						CHINA MERCHANTS PORT HOLDING						COMMON STOCK						327,278												479,703
						CHINA MERCHANTS SECURITIES A						COMMON STOCK CNY1.0						61,620												117,919
						CHINA MERCHANTS SHEKOU IND A						COMMON STOCK CNY1.0						86,100												156,057
						CHINA METAL RECYCLING						COMMON STOCK HKD.0001						190,245												244
						CHINA MINSHENG BANKING A						COMMON STOCK CNY1.0						385,900												191,538
						CHINA MINSHENG BANKING COR H						COMMON STOCK CNY1.0						1,349,856												466,962
						CHINA MODERN DAIRY HOLDINGS						COMMON STOCK HKD.1						445,000												56,445
						CHINA MOTOR CORP						COMMON STOCK TWD10.						76,759												128,574
						CHINA NATIONAL BUILDING MA H						COMMON STOCK CNY1.0						796,958												654,521
						CHINA NATIONAL CHEMICAL A						COMMON STOCK CNY1.0						61,500												70,259
						CHINA NATIONAL NUCLEAR POW A						COMMON STOCK CNY1.0						107,600												92,890
						CHINA NORTHERN RARE EARTH A						COMMON STOCK CNY1.0						39,500												142,387
						CHINA OILFIELD SERVICES H						COMMON STOCK CNY1.0						366,000												445,018
						CHINA ORIENTAL GROUP CO LTD						COMMON STOCK HKD.1						210,000												38,476
						CHINA OVERSEAS GRAND OCEANS						COMMON STOCK						434,421												188,686
						CHINA OVERSEAS LAND + INVEST						COMMON STOCK						698,880												1,844,589
						CHINA OVERSEAS PROPERTY HOLD						COMMON STOCK HKD.001						240,000												249,995
						CHINA PACIFIC INSURANCE GR A						COMMON STOCK CNY1.0						479,400												1,067,524
						CHINA PACIFIC INSURANCE GR A						COMMON STOCK CNY1.0						68,400												241,332
						CHINA PETROCHEMICAL DEV CORP						COMMON STOCK TWD10.						562,986												180,909
						CHINA PETROLEUM + CHEMICAL A						COMMON STOCK CNY1.0						446,000												279,892
						CHINA PETROLEUM + CHEMICAL H						COMMON STOCK CNY1.0						3,913,500												1,890,325
						CHINA POWER INTERNATIONAL						COMMON STOCK						1,110,000												469,318
						CHINA RAILWAY GROUP LTD A						COMMON STOCK CNY1.0						154,500												123,324
						CHINA RAILWAY GROUP LTD H						COMMON STOCK CNY1.0						785,000												414,378
						CHINA RESOURCES BEER HOLDING						COMMON STOCK						260,893												1,823,421
						CHINA RESOURCES CEMENT						COMMON STOCK HKD.1						450,000												238,695
						CHINA RESOURCES GAS GROUP LT						COMMON STOCK HKD.1						178,000												668,217
						CHINA RESOURCES LAND LTD						COMMON STOCK HKD.1						585,777												2,683,109
						CHINA RESOURCES MEDICAL HOLD						COMMON STOCK HKD.00025						177,500												130,994
						CHINA RESOURCES MIXC LIFESTY						COMMON STOCK USD.00001						58,200												295,662
						CHINA RESOURCES POWER HOLDIN						COMMON STOCK						373,465												763,682
						CHINA RESOURCES SANJIU MED A						COMMON STOCK CNY1.0						5,200												34,926
						CHINA RUYI HOLDINGS LTD						COMMON STOCK HKD.02						406,400												101,536
						CHINA SHENHUA ENERGY CO A						COMMON STOCK CNY1.0						80,800												319,988
						CHINA SHENHUA ENERGY CO H						COMMON STOCK CNY1.0						641,000												1,851,972

44

---

						CHINA SHINEWAY PHARMACEUTICA						COMMON STOCK HKD.1						241,000												234,363
						CHINA SOUTH CITY HOLDINGS						COMMON STOCK						822,000												58,978
						CHINA SOUTHERN AIRLINES CO A						COMMON STOCK CNY1.0						71,285												77,751
						CHINA SOUTHERN AIRLINES CO H						COMMON STOCK CNY1.0						408,000												265,555
						CHINA STATE CONSTRUCTION A						COMMON STOCK CNY1.0						456,900												356,106
						CHINA STATE CONSTRUCTION INT						COMMON STOCK HKD.025						439,110												493,404
						CHINA STEEL CHEMICAL CORP						COMMON STOCK TWD10.						26,000												89,214
						CHINA STEEL CORP						COMMON STOCK TWD10.						2,090,895												2,026,441
						CHINA TAIPING INSURANCE HOLD						COMMON STOCK						290,366												361,611
						CHINA THREE GORGES RENEWAB A						COMMON STOCK CNY1.0						289,400												235,253
						CHINA TOBACCO INTERNATIONAL						COMMON STOCK						35,000												52,198
						CHINA TOURISM GROUP DUTY F A						COMMON STOCK CNY1.0						21,200												659,208
						CHINA TOWER CORP LTD H						COMMON STOCK CNY1.0						7,732,000												832,149
						CHINA TRADITIONAL CHINESE ME						COMMON STOCK						522,000												237,426
						CHINA TRAVEL INTL INV HK						COMMON STOCK						1,184,000												268,507
						CHINA UNITED NETWORK A						COMMON STOCK CNY1.0						315,000												202,888
						CHINA VANKE CO LTD A						COMMON STOCK CNY1.0						105,786												275,929
						CHINA VANKE CO LTD H						COMMON STOCK CNY1.0						276,000												558,722
						CHINA WATER AFFAIRS GROUP						COMMON STOCK HKD.01						148,000												122,307
						CHINA YANGTZE POWER CO LTD A						COMMON STOCK CNY1.0						281,624												849,469
						CHINA YUHUA EDUCATION CORP L						COMMON STOCK HKD.00001						208,000												29,581
						CHINA ZHENHUA GROUP SCIENC A						COMMON STOCK CNY1.0						5,200												85,467
						CHINA ZHESHANG BANK CO LTD A						COMMON STOCK CNY1.0						169,800												71,822
						CHINA ZHONGWANG HOLDINGS LTD						COMMON STOCK HKD.1						298,000												64,144
						CHINASOFT INTERNATIONAL LTD						COMMON STOCK HKD.05						486,000												422,801
						CHINDATA GROUP HOLDINGS ADR						ADR USD.00001						14,700												117,159
						CHIPBOND TECHNOLOGY CORP						COMMON STOCK TWD10.						165,000												308,004
						CHIPMOS TECHNOLOGIES INC						COMMON STOCK TWD10.0						99,000												107,834
						CHIYODA CORP						COMMON STOCK						33,000												89,615
						CHOCOLADEFABRIKEN LINDT PC						COMMON STOCK CHF10.0						178												1,812,836
						CHOCOLADEFABRIKEN LINDT REG						COMMON STOCK CHF100.0						18												1,852,751
						CHOFU SEISAKUSHO CO LTD						COMMON STOCK						3,300												48,036
						CHOICE PROPERTIES REIT						REIT						27,000												294,122
						CHONG KUN DANG PHARMACEUTICA						COMMON STOCK KRW2500.0						1,335												87,087
						CHONGQING BREWERY CO A						COMMON STOCK CNY1.0						4,900												89,830
						CHONGQING CHANGAN AUTOMOB A						COMMON STOCK CNY1.0						83,174												147,379
						CHONGQING ZHIFEI BIOLOGICA A						COMMON STOCK CNY1.0						25,700												324,805
						CHORUS AVIATION INC						COMMON STOCK						14,700												35,151
						CHORUS LTD						COMMON STOCK						112,889												582,281
						CHOW SANG SANG HLDG						COMMON STOCK HKD.25						57,000												75,514
						CHOW TAI FOOK JEWELLERY GROU						COMMON STOCK HKD1.0						339,600												692,693
						CHR HANSEN HOLDING A/S						COMMON STOCK DKK10.						18,102												1,301,080
						CHROMA ATE INC						COMMON STOCK TWD10.						62,000												364,737
						CHUBU ELECTRIC POWER CO INC						COMMON STOCK						105,500												1,085,910
						CHUDENKO CORP						COMMON STOCK						4,900												77,127
						CHUGAI PHARMACEUTICAL CO LTD						COMMON STOCK						113,300												2,863,585

45

---

						CHUGIN FINANCIAL GROUP INC						COMMON STOCK						24,900												180,380
						CHUGOKU ELECTRIC POWER CO						COMMON STOCK						50,200												255,754
						CHUGOKU MARINE PAINTS LTD						COMMON STOCK						3,900												27,979
						CHULARAT HOSPITAL PCL F						FOREIGN SH. THB.1 A						483,800												51,404
						CHUNBO CO LTD						COMMON STOCK KRW500.0						680												118,648
						CHUNG HSIN ELECTRIC + MACHIN						COMMON STOCK TWD10.0						54,000												117,997
						CHUNG HWA PULP						COMMON STOCK TWD10.						238,000												124,900
						CHUNGHWA PRECISION TEST TECH						COMMON STOCK TWD10.0						3,000												45,394
						CHUNGHWA TELECOM CO LTD						COMMON STOCK TWD10.						702,473												2,582,036
						CI TAKIRON CORP						COMMON STOCK						7,200												27,324
						CI FINANCIAL CORP						COMMON STOCK						32,319												322,248
						CIA BRASILEIRA DE DISTRIBUIC						COMMON STOCK						27,124												85,128
						CIA DE DISTRIBUCION INTEGRAL						COMMON STOCK EUR.2						9,809												247,060
						CIA DE MINAS BUENAVENTUR ADR						ADR						31,930												237,879
						CIA DE MINAS BUENAVENTUR COM						COMMON STOCK PEN10.						8,119												59,400
						CIA DE SANEAMENTO DO PA UNIT						UNIT						36,900												125,868
						CIA ENERGETICA MINAS GER PRF						PREFERENCE						234,334												492,664
						CIA PARANAENSE DE ENERGI PFB						PREFERENCE						259,070												387,575
						CIA SANEAMENTO BASICO DE SP						COMMON STOCK						64,720												692,364
						CIA SANEAMENTO DO PARANA PRF						PREFERENCE						84,000												57,964
						CIA SANEAMENTO MINAS GERAIS						COMMON STOCK						50,400												149,308
						CIA SIDERURGICA NACIONAL SA						COMMON STOCK						122,188												333,406
						CIBUS NORDIC REAL ESTATE AB						COMMON STOCK						7,366												101,610
						CIE AUTOMOTIVE SA						COMMON STOCK EUR.25						12,113												311,038
						CIE FINANCIERE RICHEMO A REG						COMMON STOCK CHF1.0						88,722												11,474,302
						CIELO SA						COMMON STOCK						226,881												220,929
						CIFI EVER SUNSHINE SERVICES						COMMON STOCK HKD.01						134,000												75,370
						CIFI HOLDINGS GROUP CO LTD						COMMON STOCK HKD.1						685,829												96,658
						CIMB GROUP HOLDINGS BHD						COMMON STOCK						1,260,034												1,659,750
						CIMC ENRIC HOLDINGS LTD						COMMON STOCK HKD.01						222,000												224,419
						CINEPLEX INC						COMMON STOCK						13,600												80,800
						CINT GROUP AB						COMMON STOCK SEK.1						18,469												73,936
						CIPUTRA DEVELOPMENT TBK PT						COMMON STOCK IDR250.0						4,732,962												285,794
						CITIC LTD						COMMON STOCK						1,080,000												1,140,199
						CITIC SECURITIES CO A						COMMON STOCK CNY1.0						123,165												352,882
						CITIC SECURITIES CO LTD H						COMMON STOCK CNY1.0						437,000												883,524
						CITIC TELECOM INTERNATIONAL						COMMON STOCK						265,625												90,187
						CITIZEN WATCH CO LTD						COMMON STOCK						45,100												201,951
						CITY CEMENT CO						COMMON STOCK SAR10.0						11,635												61,921
						CITY DEVELOPMENTS LTD						COMMON STOCK						89,000												544,269
						CITYCON OYJ						COMMON STOCK						10,692												71,434
						CIVITAS SOCIAL HOUSING PLC						REIT GBP.01						106,684												81,041
						CJ CGV CO LTD						COMMON STOCK KRW500.0						10,093												136,447
						CJ CHEILJEDANG CORP						COMMON STOCK KRW5000.0						1,532												462,354
						CJ CORP						COMMON STOCK KRW5000.						3,084												206,015
						CJ ENM CO LTD						COMMON STOCK KRW5000.0						1,884												157,201
						CJ LOGISTICS						COMMON STOCK KRW5000.0						1,860												138,630
						CK ASSET HOLDINGS LTD						COMMON STOCK HKD1.0						338,977												2,086,861

46

---

						CK HUTCHISON HOLDINGS LTD						COMMON STOCK HKD1.0						450,736												2,705,588
						CK INFRASTRUCTURE HOLDINGS L						COMMON STOCK HKD1.0						112,000												586,192
						CK POWER LTD NVDR						NVDR THB1.0						1,179,500												154,986
						CKD CORP						COMMON STOCK						8,000												113,752
						CLAL INSURANCE ENTERPR HLDGS						COMMON STOCK ILS1.0						17,074												286,365
						CLARIANT AG REG						COMMON STOCK CHF2.6						37,261												592,596
						CLARKSON PLC						COMMON STOCK GBP.25						4,896												189,892
						CLEANAWAY WASTE MANAGEMENT L						COMMON STOCK						358,119												635,525
						CLEVO COMPANY						COMMON STOCK TWD10.						18,000												17,917
						CLICKS GROUP LTD						COMMON STOCK ZAR.01						33,433												530,684
						CLINUVEL PHARMACEUTICALS LTD						COMMON STOCK						5,415												79,491
						CLOETTA AB B SHS						COMMON STOCK SEK5.0						39,701												79,528
						CLOSE BROTHERS GROUP PLC						COMMON STOCK GBP.25						25,836												325,434
						CLP HOLDINGS LTD						COMMON STOCK						273,000												1,991,986
						CLS HOLDINGS PLC						REIT GBP.025						31,045												59,499
						CMC MARKETS PLC						COMMON STOCK GBP.25						19,324												52,118
						CMGE TECHNOLOGY GROUP LTD						COMMON STOCK USD.0001						164,000												37,822
						CMOC GROUP LTD A						COMMON STOCK CNY.2						146,500												95,752
						CMOC GROUP LTD H						COMMON STOCK CNY.2						660,000												304,422
						CNH INDUSTRIAL NV						COMMON STOCK EUR.01						168,989												2,698,989
						CO FOR COOPERATIVE INSURANCE						COMMON STOCK SAR10.						10,389												222,542
						COATS GROUP PLC						COMMON STOCK GBP.05						248,165												197,111
						COCA COLA BOTTLERS JAPAN HOL						COMMON STOCK						20,875												227,283
						COCA COLA EUROPACIFIC PARTNE						COMMON STOCK EUR.01						28,680												1,570,982
						COCA COLA EUROPACIFIC PARTNE						COMMON STOCK EUR.01						6,000												331,920
						COCA COLA FEMSA SAB DE CV						UNIT						90,470												612,070
						COCA COLA HBC AG DI						COMMON STOCK CHF6.7						34,193												812,073
						COCHLEAR LTD						COMMON STOCK						10,968												1,516,815
						CODAN LTD						COMMON STOCK						9,687												26,904
						COFACE SA						COMMON STOCK EUR2.0						17,748												230,631
						COFCO JOYCOME FOODS LTD						COMMON STOCK USD.000001						251,000												71,715
						COFINIMMO						REIT						4,714												422,266
						COGECO COMMUNICATIONS INC						COMMON STOCK						3,100												175,688
						COGECO INC						COMMON STOCK						1,000												46,917
						COGNA EDUCACAO						COMMON STOCK						306,491												119,508
						COLBUN SA						COMMON STOCK						1,304,608												133,684
						COLES GROUP LTD						COMMON STOCK						223,511												2,521,174
						COLLECTOR BANK AB						COMMON STOCK SEK100.0						32,141												118,420
						COLLIERS INTL GR SUBORD VOT						COMMON STOCK						5,800												532,421
						COLLINS FOODS LTD						COMMON STOCK						19,281												93,948
						COLOPL INC						COMMON STOCK						9,900												47,106
						COLOPLAST B						COMMON STOCK DKK1.						20,388												2,381,618
						COLOWIDE CO LTD						COMMON STOCK						10,800												145,422
						COLRUYT SA						COMMON STOCK						9,897												225,547
						COLTENE HOLDING AG REG						COMMON STOCK CHF.1						357												29,463
						COLUMBIA CARE INC						COMMON STOCK NPV						38,100												28,400

47

---

						COM2US CORP						COMMON STOCK KRW500.						2,421												112,628
						COMBA TELECOM SYSTEMS HOLDIN						COMMON STOCK HKD.1						269,845												46,329
						COMET HOLDING AG REG						COMMON STOCK CHF1.0						853												181,448
						COMFORIA RESIDENTIAL REIT IN						REIT						102												228,627
						COMFORTDELGRO CORP LTD						COMMON STOCK						336,500												308,006
						COMMERCIAL INTERNATIONAL BAN						COMMON STOCK EGP10.						496,921												832,651
						COMMERZBANK AG						COMMON STOCK						159,431												1,503,063
						COMMONWEALTH BANK OF AUSTRAL						COMMON STOCK						278,732												19,378,638
						COMPAGNIE DE SAINT GOBAIN						COMMON STOCK EUR4.0						86,496												4,233,722
						COMPAGNIE DES ALPES						COMMON STOCK						3,244												49,900
						COMPAL ELECTRONICS						COMMON STOCK TWD10.						648,092												486,067
						COMPASS GROUP PLC						COMMON STOCK GBP.1105						297,106												6,830,859
						COMPEQ MANUFACTURING CO LTD						COMMON STOCK TWD10.						157,000												227,124
						COMPUGROUP MEDICAL SE + CO K						COMMON STOCK						4,544												174,389
						COMPUTACENTER PLC						COMMON STOCK GBP.075555						12,667												291,529
						COMPUTERSHARE LTD						COMMON STOCK						91,882												1,632,665
						COMSYS HOLDINGS CORP						COMMON STOCK						21,100												367,062
						COMTURE CORP						COMMON STOCK						2,800												50,974
						CONCENTRADORA FIBRA DANHOS S						REIT						50,600												60,760
						CONCORD NEW ENERGY GROUP LTD						COMMON STOCK HKD.01						2,890,000												255,492
						CONCORDIA FINANCIAL GROUP LT						COMMON STOCK						173,500												722,091
						CONSTELLATION SOFTWARE INC						COMMON STOCK						3,200												4,992,562
						CONSTRUCC Y AUX DE FERROCARR						COMMON STOCK EUR.301						3,538												100,062
						CONTACT ENERGY LTD						COMMON STOCK						130,548												632,981
						CONTEMPORARY AMPEREX TECHN A						COMMON STOCK CNY1.0						23,900												1,353,253
						CONTINENTAL AG						COMMON STOCK						18,697												1,113,730
						CONTROLADORA VUELA CIA DE A						COMMON STOCK						119,400												99,933
						CONVATEC GROUP PLC						COMMON STOCK GBP.1						259,862												727,046
						CONVERGE TECHNOLOGY SOLUTION						COMMON STOCK						44,800												151,764
						COOR SERVICE MANAGEMENT						COMMON STOCK SEK1.0						16,202												99,882
						CORBION NV						COMMON STOCK EUR.25						10,746												365,699
						CORBY SPIRIT AND WINE LTD						COMMON STOCK						2,000												24,163
						CORE LITHIUM LTD						COMMON STOCK						246,762												166,203
						COREM PROPERTY GROUP B SHARE						COMMON STOCK SEK1.0						92,561												74,908
						CORETRONIC CORP						COMMON STOCK TWD10.0						24,000												44,398
						CORONADO GLOBAL RESOURCE CDI						CDI						72,630												96,501
						CORONATION FUND MANAGERS LTD						COMMON STOCK ZAR.0001						48,730												87,980
						CORP INMOBILIARIA VESTA SAB						COMMON STOCK						99,200												236,760
						CORPORATE TRAVEL MANAGEMENT						COMMON STOCK						18,540												184,908
						CORTICEIRA AMORIM SA						COMMON STOCK EUR1.						11,544												107,528
						CORUS ENTERTAINMENT INC B SH						COMMON STOCK						34,600												55,158
						COSAN SA						COMMON STOCK						166,492												545,147
						COSCO SHIPPING ENERGY TRAN A						COMMON STOCK CNY1.0						27,700												47,997
						COSCO SHIPPING HOLDINGS CO A						COMMON STOCK CNY1.0						128,960												190,725
						COSCO SHIPPING HOLDINGS CO H						COMMON STOCK CNY1.0						611,000												623,138
						COSCO SHIPPING PORTS LTD						COMMON STOCK HKD.1						446,795												354,920

48

---

						COSMAX INC						COMMON STOCK KRW500.0						2,325												137,319
						COSMO ENERGY HOLDINGS CO LTD						COMMON STOCK						12,900												339,347
						COSMO PHARMACEUTICALS NV						COMMON STOCK						1,335												88,254
						COSMOPOLITAN INTL HLDGS						COMMON STOCK HKD.002						324,000												68,495
						COSMOS PHARMACEUTICAL CORP						COMMON STOCK						3,600												363,887
						COSTA GROUP HOLDINGS LTD						COMMON STOCK						57,165												106,485
						COUNTRY GARDEN HOLDINGS CO						COMMON STOCK HKD.1						1,526,733												522,281
						COUNTRY GARDEN SERVICES HOLD						COMMON STOCK USD.0001						299,000												744,727
						COVESTRO AG						COMMON STOCK						32,674												1,274,489
						COVIVIO						REIT EUR3.0						8,873												526,749
						COWAY CO LTD						COMMON STOCK KRW500.0						10,890												483,556
						CP ALL PCL FOREIGN						FOREIGN SH. THB1.0 A						1,066,900												2,102,380
						CRANEWARE PLC						COMMON STOCK GBP.01						2,912												63,643
						CRANSWICK PLC						COMMON STOCK GBP.1						9,196												340,502
						CRE LOGISTICS REIT INC						REIT						118												164,267
						CREATE RESTAURANTS HOLDINGS						COMMON STOCK						15,700												108,254
						CREATE SD HOLDINGS CO						COMMON STOCK						4,900												121,644
						CREDICORP LTD						COMMON STOCK USD5.						4,752												642,708
						CREDICORP LTD						COMMON STOCK USD5.0						8,685												1,178,207
						CREDIT AGRICOLE SA						COMMON STOCK EUR3.0						203,596												2,139,697
						CREDIT CORP GROUP LTD						COMMON STOCK						9,818												124,969
						CREDIT SAISON CO LTD						COMMON STOCK						26,500												341,515
						CREDIT SUISSE GROUP AG REG						COMMON STOCK CHF.04						576,381												1,730,686
						CREDITO EMILIANO SPA						COMMON STOCK EUR1.0						20,791												147,114
						CRESCENT POINT ENERGY CORP						COMMON STOCK NPV						100,250												714,724
						CREST NICHOLSON HOLDINGS						COMMON STOCK GBP.05						44,092												125,941
						CRESUD S.A.C.I.F.Y A.						COMMON STOCK ARS1.0						4												5
						CRH PLC						COMMON STOCK EUR.32						133,546												5,271,629
						CRODA INTERNATIONAL PLC						COMMON STOCK GBP.1060976						22,520												1,790,757
						CROMBIE REAL ESTATE INVESTME						REIT						8,100												94,812
						CROMWELL PROPERTY GROUP						REIT						204,650												92,323
						CROMWELL REIT EUR						REIT						52,100												83,339
						CRONOS GROUP INC						COMMON STOCK						34,500												87,590
						CROPENERGIES AG						COMMON STOCK						4,449												61,754
						CRRC CORP LTD H						COMMON STOCK CNY1.0						733,000												295,831
						CRRC CORP LTD A						COMMON STOCK CNY1.0						247,100												181,669
						CS WIND CORP						COMMON STOCK KRW500.0						2,508												137,588
						CSBC CORP TAIWAN						COMMON STOCK TWD10.0						40,186												25,462
						CSC FINANCIAL CO LTD A						COMMON STOCK CNY1.0						30,100												102,877
						CSL LTD						COMMON STOCK						80,980												15,727,734
						CSPC PHARMACEUTICAL GROUP LT						COMMON STOCK						1,670,400												1,754,948
						CSR LTD						COMMON STOCK						91,994												292,504
						CSTONE PHARMACEUTICALS						COMMON STOCK USD.0001						90,000												53,389
						CT REAL ESTATE INVESTMENT TR						REIT						8,700												100,102
						CTBC FINANCIAL HOLDING CO LT						COMMON STOCK TWD10.						3,289,652												2,364,350
						CTCI CORP						COMMON STOCK TWD10.						113,000												153,802

49

---

						CTS EVENTIM AG + CO KGAA						COMMON STOCK						8,374												532,598
						CTT CORREIOS DE PORTUGAL						COMMON STOCK EUR.17						50,447												166,156
						CURRENCY CONTRACT						EUR/USD						—												155,447
						CURRENCY CONTRACT						GBP/USD						—												(227,316)
						CURRENCY CONTRACT						JPY/USD						—												500,124
						CURRENCY CONTRACT						USD/CLP						—												(3,077)
						CURRYS PLC						COMMON STOCK GBP.001						178,073												114,331
						CURVES HOLDINGS CO LTD						COMMON STOCK						10,200												66,370
						CUSTODIAN PROPERTY INCOME RE						REIT GBP.01						67,664												75,967
						CVC BRASIL OPERADORA E AGENC						COMMON STOCK						1,436,334												1,197,867
						CVS GROUP PLC						COMMON STOCK GBP.002						11,519												268,336
						CYBERAGENT INC						COMMON STOCK						68,400												605,139
						CYBERARK SOFTWARE LTD/ISRAEL						COMMON STOCK ILS.01						8,052												1,043,942
						CYBERDYNE INC						COMMON STOCK						22,400												50,521
						CYBOZU INC						COMMON STOCK						4,600												84,466
						CYFROWY POLSAT SA						COMMON STOCK PLN.04						56,616												227,291
						CYRELA BRAZIL REALTY SA EMP						COMMON STOCK						74,600												181,476
						D IETEREN GROUP						COMMON STOCK						3,954												758,948
						D/S NORDEN						COMMON STOCK DKK1.						4,707												281,540
						DADA NEXUS LTD ADR						ADR						10,100												70,397
						DAETWYLER HOLDING AG BR						COMMON STOCK CHF.05						1,358												271,041
						DAEWOO ENGINEERING + CONSTR						COMMON STOCK KRW5000.						33,894												113,035
						DAEWOO SHIPBUILDING + MARINE						COMMON STOCK KRW5000.						5,130												77,342
						DAEWOONG PHARMACEUTICAL CO						COMMON STOCK KRW2500.						846												106,611
						DAH SING BANKING GROUP LTD						COMMON STOCK						76,400												54,816
						DAH SING FINANCIAL HOLDINGS						COMMON STOCK						26,050												60,344
						DAI ICHI LIFE HOLDINGS INC						COMMON STOCK						168,600												3,808,196
						DAI NIPPON PRINTING CO LTD						COMMON STOCK						37,200												741,790
						DAICEL CORP						COMMON STOCK						44,500												320,703
						DAIDO STEEL CO LTD						COMMON STOCK						4,700												152,304
						DAIFUKU CO LTD						COMMON STOCK						17,400												814,494
						DAIHEN CORP						COMMON STOCK						3,200												92,741
						DAIHO CORP						COMMON STOCK						2,500												74,407
						DAIICHI SANKYO CO LTD						COMMON STOCK						295,500												9,419,448
						DAIICHIKOSHO CO LTD						COMMON STOCK						6,800												202,929
						DAIKEN CORP						COMMON STOCK						1,900												29,958
						DAIKI ALUMINIUM INDUSTRY CO						COMMON STOCK						4,400												41,246
						DAIKIN INDUSTRIES LTD						COMMON STOCK						42,400												6,487,522
						DAIKOKUTENBUSSAN CO LTD						COMMON STOCK						900												36,624
						DAIMLER TRUCK HOLDING AG						COMMON STOCK						66,958												2,068,376
						DAIO PAPER CORP						COMMON STOCK						12,700												97,379
						DAISEKI CO LTD						COMMON STOCK						8,040												275,363
						DAISHI HOKUETSU FINANCIAL GR						COMMON STOCK						6,250												135,680
						DAITO TRUST CONSTRUCT CO LTD						COMMON STOCK						11,000												1,124,491
						DAIWA HOUSE INDUSTRY CO LTD						COMMON STOCK						40,500												924,343
						DAIWA HOUSE REIT INVESTMENT						REIT						370												821,404
						DAIWA INDUSTRIES LTD						COMMON STOCK						4,100												34,673
						DAIWA OFFICE INVESTMENT CORP						REIT						59												285,380

50

---

						DAIWA SECURITIES GROUP INC						COMMON STOCK						98,600												434,771
						DAIWA SECURITIES LIVING INVE						REIT						301												261,415
						DAIWABO HOLDINGS CO LTD						COMMON STOCK						15,500												226,264
						DALATA HOTEL GROUP PLC						COMMON STOCK EUR.01						42,852												148,922
						DALI FOODS GROUP CO LTD						COMMON STOCK HKD.01						374,000												170,589
						DALLAH HEALTHCARE CO						COMMON STOCK SAR10.0						5,343												210,422
						DANIELI + CO						COMMON STOCK EUR1.						2,225												49,392
						DANIELI + CO RSP						PREFERRED STOCK						6,489												99,171
						DANISH KRONE						FOREIGN CURRENCY						77,340												11,099
						DANONE						COMMON STOCK EUR.25						111,684												5,866,359
						DANSKE BANK A/S						COMMON STOCK DKK10.						118,372												2,324,952
						DAQIN RAILWAY CO LTD A						COMMON STOCK CNY1.0						150,600												144,728
						DAQO NEW ENERGY CORP ADR						ADR						9,000												347,490
						DAR AL ARKAN REAL ESTATE DEV						COMMON STOCK SAR10.0						89,759												277,541
						DARKTRACE PLC						COMMON STOCK GBP.01						35,483												110,561
						DASSAULT AVIATION SA						COMMON STOCK EUR.8						3,960												669,880
						DASSAULT SYSTEMES						COMMON STOCK EUR.1						113,659												4,087,093
						DATA 3 LTD						COMMON STOCK						13,522												62,023
						DATAGROUP SE						COMMON STOCK						710												47,734
						DATALOGIC SPA						COMMON STOCK EUR.52						3,531												31,372
						DATATEC LTD						COMMON STOCK ZAR.01						79,246												144,380
						DAVIDE CAMPARI MILANO NV						COMMON STOCK EUR.01						93,345												944,819
						DB HITEK CO LTD						COMMON STOCK KRW5000.0						6,037												179,443
						DB INSURANCE CO LTD						COMMON STOCK KRW500.0						8,920												462,626
						DBS GROUP HOLDINGS LTD						COMMON STOCK						305,548												7,724,998
						DCC PLC						COMMON STOCK EUR.25						16,621												816,412
						DCM HOLDINGS CO LTD						COMMON STOCK						18,300												166,598
						DE GREY MINING LTD						COMMON STOCK						175,088												150,813
						DE LONGHI SPA						COMMON STOCK EUR1.5						12,207												273,326
						DECHRA PHARMACEUTICALS PLC						COMMON STOCK GBP.01						18,441												581,226
						DELEK GROUP LTD						COMMON STOCK ILS1.						1,579												173,182
						DELIVEROO PLC						COMMON STOCK GBP.005						72,258												74,530
						DELIVERY HERO SE						COMMON STOCK						27,398												1,308,643
						DELTA ELECTRONICS INC						COMMON STOCK TWD10.						344,794												3,212,032
						DELTA ELECTRONICS THAI FORGN						FOREIGN SH. THB1.0 A						53,300												1,277,292
						DEMAE CAN CO LTD						COMMON STOCK						6,200												20,212
						DEMANT A/S						COMMON STOCK DKK.2						18,588												515,316
						DEME GROUP						COMMON STOCK						1,300												172,460
						DENA CO LTD						COMMON STOCK						14,400												191,078
						DENISON MINES CORP						COMMON STOCK						128,900												147,456
						DENKA CO LTD						COMMON STOCK						14,500												329,339
						DENSO CORP						COMMON STOCK						56,800												2,769,549
						DENTALCORP HOLDINGS LTD						COMMON STOCK						12,600												82,763
						DENTSU GROUP INC						COMMON STOCK						37,200												1,168,125
						DERICHEBOURG						COMMON STOCK EUR.25						16,351												96,909
						DERMAPHARM HOLDING SE						COMMON STOCK						3,203												128,148

51

---

						DERWENT LONDON PLC						REIT GBP.05						14,970												426,747
						DESCARTES SYSTEMS GRP/THE						COMMON STOCK						12,400												863,822
						DESCENTE LTD						COMMON STOCK						5,200												127,227
						DETERRA ROYALTIES LTD						COMMON STOCK						77,882												240,877
						DEUTSCHE BANK AG REGISTERED						COMMON STOCK						349,537												3,949,987
						DEUTSCHE BETEILIGUNGS AG						COMMON STOCK						2,360												70,271
						DEUTSCHE BOERSE AG						COMMON STOCK						32,382												5,570,513
						DEUTSCHE LUFTHANSA REG						COMMON STOCK						101,596												841,762
						DEUTSCHE PFANDBRIEFBANK AG						COMMON STOCK						22,743												176,464
						DEUTSCHE POST AG REG						COMMON STOCK						168,130												6,309,804
						DEUTSCHE TELEKOM AG REG						COMMON STOCK						566,496												11,265,816
						DEUTZ AG						COMMON STOCK						23,520												101,537
						DEXCO SA						COMMON STOCK						99,236												127,150
						DEXERIALS CORP						COMMON STOCK						9,200												177,688
						DEXIN CHINA HOLDINGS CO LTD						COMMON STOCK USD.0005						123,000												11,977
						DEXUS INDUSTRIA REIT						REIT						34,323												66,802
						DEXUS/AU						REIT						182,187												953,922
						DFDS A/S						COMMON STOCK DKK20.0						6,037												222,726
						DGB FINANCIAL GROUP INC						COMMON STOCK KRW5000.						37,354												207,228
						DHC SOFTWARE CO LTD A						COMMON STOCK CNY1.0						116,200												94,342
						DIAGEO PLC						COMMON STOCK GBP.2893518						355,000												15,598,101
						DIALOG GROUP BHD						COMMON STOCK						646,000												359,623
						DIASORIN SPA						COMMON STOCK EUR1.0						4,568												635,726
						DIC ASSET AG						COMMON STOCK						9,263												75,251
						DIC CORP						COMMON STOCK						12,800												223,558
						DICKER DATA LTD						COMMON STOCK						10,241												70,708
						DIFFER GROUP AUTO LTD						COMMON STOCK HKD.0025						488,000												92,536
						DIGITAL ARTS INC						COMMON STOCK						2,300												97,031
						DIGITAL CHINA HOLDINGS LTD						COMMON STOCK HKD.1						319,000												155,312
						DIGITAL GARAGE INC						COMMON STOCK						4,900												167,547
						DINO POLSKA SA						COMMON STOCK PLN.1						9,006												771,375
						DIOS FASTIGHETER AB						COMMON STOCK SEK2.0						14,386												104,526
						DIP CORP						COMMON STOCK						5,700												162,429
						DIPLOMA PLC						COMMON STOCK GBP.05						20,444												683,575
						DIRECT LINE INSURANCE GROUP						COMMON STOCK GBP.1090909						200,853												535,820
						DIS CHEM PHARMACIES PTY LTD						COMMON STOCK						62,806												106,122
						DISCO CORP						COMMON STOCK						5,000												1,429,659
						DISCOVERY LTD						COMMON STOCK ZAR.001						75,688												548,699
						DISTRIBUIDORA INTERNACIONAL						COMMON STOCK EUR.01						2,578,217												34,945
						DIVERSIFIED ENERGY CO PLC						COMMON STOCK GBP.01						114,915												160,611
						DKSH HOLDING AG						COMMON STOCK CHF.1						4,775												362,841
						DL E+C CO LTD						COMMON STOCK						6,468												173,986
						DL HOLDINGS CO LTD						COMMON STOCK KRW5000.0						2,580												121,537
						DMG MORI CO LTD						COMMON STOCK						19,000												249,403
						DNB BANK ASA						COMMON STOCK NOK12.5						156,934												3,089,907
						DNO ASA						COMMON STOCK NOK.25						166,621												200,669
						DO + CO AG						COMMON STOCK						1,009												95,589
						DOCEBO INC						COMMON STOCK NPV						4,800												158,494

52

---

						DOLLARAMA INC						COMMON STOCK						48,900												2,857,959
						DOMAIN HOLDINGS AUSTRALIA LT						COMMON STOCK						42,993												78,854
						DOMETIC GROUP AB						COMMON STOCK						53,328												345,845
						DOMINO S PIZZA ENTERPRISES L						COMMON STOCK						8,893												398,950
						DOMINO S PIZZA GROUP PLC						COMMON STOCK GBP.005208						49,136												173,502
						DONG A SOCIO HOLDINGS CO LTD						COMMON STOCK KRW5000.						2,164												173,968
						DONG A ST CO LTD						COMMON STOCK KRW5000.0						2,121												102,334
						DONGFANG ELECTRIC CORP LTD A						COMMON STOCK CNY1.0						28,200												85,295
						DONGFENG MOTOR GRP CO LTD H						COMMON STOCK CNY1.0						516,000												296,181
						DONGJIN SEMICHEM CO LTD						COMMON STOCK KRW500.						5,680												136,247
						DONGKOOK PHARMACEUTICAL CO L						COMMON STOCK KRW500.0						4,156												53,997
						DONGKUK STEEL MILL CO LTD						COMMON STOCK KRW5000.						26,814												238,630
						DONGSUH COMPANIES INC						COMMON STOCK KRW500.0						9,481												152,215
						DONGWON INDUSTRIES CO.						COMMON STOCK KRW1000.0						5,430												212,252
						DONGYUE GROUP						COMMON STOCK HKD.1						212,000												233,324
						DOOSAN BOBCAT INC						COMMON STOCK KRW500.0						8,793												242,455
						DOOSAN ENERBILITY CO LTD						COMMON STOCK KRW5000.0						50,371												619,168
						DOOSAN FUEL CELL CO LTD						COMMON STOCK KRW100.0						4,265												100,260
						DORMAKABA HOLDING AG						COMMON STOCK CHF.1						535												196,479
						DOSHISHA CO LTD						COMMON STOCK						4,100												50,143
						DOUTOR NICHIRES HOLDINGS CO						COMMON STOCK						7,100												91,973
						DOUYU INTERNATIONAL HOLD ADR						ADR USD.0001						16,400												22,960
						DOUZONE BIZON CO LTD						COMMON STOCK KRW500.0						5,874												172,141
						DOVALUE SPA						COMMON STOCK NPV						6,584												50,312
						DOWA HOLDINGS CO LTD						COMMON STOCK						8,530												266,012
						DOWNER EDI LTD						COMMON STOCK						129,272												321,814
						DR ING HC F PORSCHE AG						PREFERENCE						19,269												1,949,116
						DR SULAIMAN AL HABIB MEDICAL						COMMON STOCK SAR10.0						8,905												522,736
						DR. MARTENS PLC						COMMON STOCK						76,420												175,731
						DRAEGERWERK AG						COMMON STOCK						546												21,170
						DRAEGERWERK AG PREF						PREFERENCE						1,542												68,547
						DRAX GROUP PLC						COMMON STOCK GBP.1155172						68,117												576,648
						DRB HICOM BHD						COMMON STOCK						126,700												46,053
						DREAM INDUSTRIAL REAL ESTATE						REIT						19,000												163,925
						DREAM OFFICE REAL ESTATE INV						REIT						5,400												59,542
						DREAM UNLIMITED CL A SUB VOT						COMMON STOCK						5,527												103,732
						DS SMITH PLC						COMMON STOCK GBP.1						234,370												906,381
						DSV A/S						COMMON STOCK DKK1.0						32,434												5,128,689
						DTS CORP						COMMON STOCK						7,600												169,918
						DUBAI INVESTMENTS PJSC						COMMON STOCK AED1.0						358,187												211,499
						DUBAI ISLAMIC BANK						COMMON STOCK AED1.0						329,984												512,216
						DUERR AG						COMMON STOCK						9,303												312,989
						DUFRY AG REG						COMMON STOCK CHF5.0						12,285												513,750
						DUNDEE PRECIOUS METALS INC						COMMON STOCK						32,500												156,150
						DUNELM GROUP PLC						COMMON STOCK GBP.01						17,355												203,709
						DUR HOSPITALITY CO						COMMON STOCK SAR10.0						7,633												39,932
						DUSKIN CO LTD						COMMON STOCK						7,200												162,520
						DYDO GROUP HOLDINGS INC						COMMON STOCK						1,500												54,102

53

---

						DYE + DURHAM LTD						COMMON STOCK						10,900												132,012
						E INK HOLDINGS INC						COMMON STOCK TWD10.						137,000												716,929
						E MART INC						COMMON STOCK KRW5000.0						3,834												298,715
						E.ON SE						COMMON STOCK						381,591												3,797,055
						E.SUN FINANCIAL HOLDING CO						COMMON STOCK TWD10.						2,408,272												1,883,834
						EAGERS AUTOMOTIVE LTD						COMMON STOCK						28,328												207,766
						EARTH CORP						COMMON STOCK						2,400												91,373
						EAST BUY HOLDING LTD						COMMON STOCK USD.00002						67,000												450,676
						EAST JAPAN RAILWAY CO						COMMON STOCK						51,000												2,894,356
						EAST MONEY INFORMATION CO A						COMMON STOCK CNY1.0						126,009												351,846
						EASTERN PROVINCE CEMENT CO						COMMON STOCK SAR10.0						7,148												76,559
						EASYJET PLC						COMMON STOCK GBP.2728571						51,767												202,444
						EBARA CORP						COMMON STOCK						15,600												556,569
						EBRO FOODS SA						COMMON STOCK EUR.6						11,821												184,950
						ECKERT + ZIEGLER STRAHLEN UN						COMMON STOCK						2,764												136,911
						ECLAT TEXTILE COMPANY LTD						COMMON STOCK TWD10.						34,128												549,752
						ECN CAPITAL CORP						COMMON STOCK						39,291												80,615
						ECOPRO BM CO LTD						COMMON STOCK KRW500.0						8,844												650,585
						ECOPRO CO LTD						COMMON STOCK KRW500.						3,048												250,701
						ECOPRO HN CO LTD						COMMON STOCK KRW500.0						2,372												85,883
						ECOVACS ROBOTICS CO LTD A						COMMON STOCK CNY1.0						4,800												50,412
						EDENRED						COMMON STOCK EUR2.0						42,815												2,322,777
						EDF						COMMON STOCK EUR.5						82,778												1,060,177
						EDION CORP						COMMON STOCK						18,000												174,792
						EDP ENERGIAS DO BRASIL SA						COMMON STOCK						108,587												427,703
						EDP ENERGIAS DE PORTUGAL SA						COMMON STOCK EUR1.						543,964												2,701,816
						EDP RENOVAVEIS SA						COMMON STOCK EUR5.						48,937												1,078,562
						EDREAMS ODIGEO SL						COMMON STOCK EUR.1						11,148												46,996
						EFG INTERNATIONAL AG						COMMON STOCK CHF.5						15,825												150,731
						EGUARANTEE INC						COMMON STOCK						4,800												88,051
						EGYPTIAN POUND						FOREIGN CURRENCY						2,354,238												95,102
						EIFFAGE						COMMON STOCK EUR4.0						14,454												1,420,986
						EIKEN CHEMICAL CO LTD						COMMON STOCK						5,200												67,332
						EINHELL GERMANY AG VORZUG						PREFERENCE						284												42,675
						EISAI CO LTD						COMMON STOCK						40,400												2,632,015
						EIZO CORP						COMMON STOCK						2,700												70,176
						EL.EN. SPA						COMMON STOCK						7,389												112,374
						ELAN CORP						COMMON STOCK						4,600												32,373
						ELAN MICROELECTRONICS CORP						COMMON STOCK TWD10.						51,054												142,760
						ELBIT SYSTEMS LTD						COMMON STOCK ILS1.						5,030												815,976
						ELCO LTD						COMMON STOCK ILS.25						1,699												86,671
						ELDERS LTD						COMMON STOCK						22,602												154,355
						ELDORADO GOLD CORP						COMMON STOCK						30,779												256,463
						ELECOM CO LTD						COMMON STOCK						7,400												75,677
						ELECTRA LTD						COMMON STOCK ILS1.						333												179,311
						ELECTRIC POWER DEVELOPMENT C						COMMON STOCK						25,300												400,319

54

---

						ELECTRICITY GENERA PCL NVDR						NVDR THB10.0						53,300												265,488
						ELECTROLUX AB B						COMMON STOCK SEK5.0						42,080												570,363
						ELECTROLUX PROFESSIONAL AB B						COMMON STOCK SEK.1						42,080												176,619
						ELEKTA AB B SHS						COMMON STOCK SEK.5						70,253												422,775
						ELEMENT FLEET MANAGEMENT COR						COMMON STOCK						75,700												1,030,787
						ELEMENTIS PLC						COMMON STOCK GBP.05						99,675												143,836
						ELIA GROUP SA/NV						COMMON STOCK						5,902												836,149
						ELIOR GROUP						COMMON STOCK EUR.01						22,337												78,528
						ELIS SA						COMMON STOCK EUR1.0						27,427												403,958
						ELISA OYJ						COMMON STOCK						24,410												1,289,998
						ELITE MATERIAL CO LTD						COMMON STOCK TWD10.						54,000												300,165
						ELITE SEMICONDUCTOR MICROELE						COMMON STOCK TWD10.0						43,000												90,842
						ELKEM ASA						COMMON STOCK NOK5.0						49,568												177,188
						ELMOS SEMICONDUCTOR SE						COMMON STOCK						1,538												87,828
						ELRINGKLINGER AG						COMMON STOCK						4,846												35,975
						EMAAR ECONOMIC CITY						COMMON STOCK SAR10.0						64,877												143,979
						EMAAR PROPERTIES PJSC						COMMON STOCK AED1.0						754,878												1,201,565
						EMBOTELLADORA ANDINA PREF B						PREFERENCE						61,136												149,254
						EMBRACER GROUP AB						COMMON STOCK SEK.0013						108,021												489,017
						EMBRAER SA						COMMON STOCK						116,970												319,069
						EMEMORY TECHNOLOGY INC						COMMON STOCK TWD10.0						15,000												650,473
						EMERA INC						COMMON STOCK						43,700												1,669,047
						EMIRATES NBD PJSC						COMMON STOCK AED1.						414,823												1,466,074
						EMIRATES TELECOM GROUP CO						COMMON STOCK AED1.0						583,719												3,633,294
						EMIS GROUP PLC						COMMON STOCK GBP.01						9,255												208,419
						EMMI AG REG						COMMON STOCK CHF10.0						364												307,257
						EMPIRE CO LTD A						COMMON STOCK						29,600												779,022
						EMPIRIC STUDENT PROPERTY PLC						REIT GBP.01						102,147												103,476
						EMPRESA NACIONAL DE TELECOM						COMMON STOCK						16,972												58,370
						EMPRESAS CMPC SA						COMMON STOCK						207,759												345,285
						EMPRESAS COPEC SA						COMMON STOCK						87,230												648,018
						EMS CHEMIE HOLDING AG REG						COMMON STOCK CHF.01						1,084												732,225
						EN JAPAN INC						COMMON STOCK						6,800												123,530
						ENAGAS SA						COMMON STOCK EUR1.5						41,896												694,177
						ENAV SPA						COMMON STOCK NPV						49,983												211,244
						ENBRIDGE INC						COMMON STOCK						342,940												13,394,136
						ENCAVIS AG						COMMON STOCK						16,499												325,692
						ENCE ENERGIA Y CELULOSA SA						COMMON STOCK EUR.9						25,415												76,219
						ENDEAVOUR GROUP LTD/AUSTRALI						COMMON STOCK						227,133												982,484
						ENDEAVOUR SILVER CORP						COMMON STOCK						28,800												93,099
						ENDESA SA						COMMON STOCK EUR1.2						54,229												1,020,641
						ENEA SA						COMMON STOCK PLN1.						35,851												49,021
						ENEL CHILE SA ADR						ADR						105,080												236,430
						ENEL SPA						COMMON STOCK EUR1.						1,268,267												6,808,394
						ENEOS HOLDINGS INC						COMMON STOCK						517,950												1,754,139
						ENERFLEX LTD						COMMON STOCK						15,504												97,719

55

---

						ENERGEAN PLC						COMMON STOCK GBP.01						16,629												262,055
						ENERGIEKONTOR AG						COMMON STOCK						1,075												88,306
						ENERGISA SA UNITS						UNIT						31,400												262,535
						ENERGIX RENEWABLE ENERGIES						COMMON STOCK						31,751												99,703
						ENERGY ABSOLUTE PCL NVDR						NVDR THB.1						303,200												846,986
						ENERGY FUELS INC						COMMON STOCK						26,300												162,658
						ENERPLUS CORP						COMMON STOCK						43,800												772,589
						ENEVA SA						COMMON STOCK						164,882												372,007
						ENGHOUSE SYSTEMS LTD						COMMON STOCK						7,100												188,484
						ENGIE						COMMON STOCK EUR1.0						312,260												4,459,454
						ENGIE BRASIL ENERGIA SA						COMMON STOCK						47,875												342,295
						ENGIE ENERGIA CHILE SA						COMMON STOCK						101,139												58,170
						ENI SPA						COMMON STOCK						424,961												6,025,725
						ENLIGHT RENEWABLE ENERGY LTD						COMMON STOCK ILS.01						133,658												272,733
						ENN ENERGY HOLDINGS LTD						COMMON STOCK HKD.1						142,000												1,994,017
						ENN NATURAL GAS CO LTD A						COMMON STOCK CNY1.0						24,100												55,732
						ENNOCONN CORP						COMMON STOCK TWD10.0						8,485												56,143
						ENNOSTAR INC						COMMON STOCK TWD10.0						109,762												159,694
						ENQUEST PLC						COMMON STOCK GBP.05						255,128												65,910
						ENTAIN PLC						COMMON STOCK EUR.01						94,446												1,506,739
						ENTRA ASA						COMMON STOCK NOK1.0						27,152												291,751
						EO TECHNICS CO LTD						COMMON STOCK KRW500.0						2,377												126,592
						EPIROC AB A						COMMON STOCK SEK.412413						117,698												2,154,021
						EPIROC AB B						COMMON STOCK SEK.412413						61,585												994,135
						EPISIL TECHNOLOGIES INC						COMMON STOCK TWD10.0						60,000												164,957
						EQB INC						COMMON STOCK						4,200												175,849
						EQT AB						COMMON STOCK SEK.1						49,994												1,067,060
						EQUASENS						COMMON STOCK EUR.2						648												51,626
						EQUATORIAL ENERGIA SA ORD						COMMON STOCK						175,366												919,617
						EQUINOR ASA						COMMON STOCK NOK2.5						166,871												5,952,462
						EQUINOX GOLD CORP						COMMON STOCK						43,766												143,093
						EQUITAL LTD						COMMON STOCK ILS1.0						7,052												209,252
						EQUITES PROPERTY FUND LTD						REIT						65,646												64,971
						ERAMET						COMMON STOCK EUR3.05						1,657												147,957
						EREX CO LTD						COMMON STOCK						4,500												74,050
						ERG SPA						COMMON STOCK EUR.1						10,911												337,232
						ERGOMED PLC						COMMON STOCK GBP.01						6,236												95,478
						ERICSSON LM B SHS						COMMON STOCK SEK5.0						499,790												2,931,267
						ERO COPPER CORP						COMMON STOCK						11,800												162,332
						ERSTE GROUP BANK AG						COMMON STOCK						55,270												1,757,159
						ESKER SA						COMMON STOCK EUR2.0						905												152,448
						ESR GROUP LTD						COMMON STOCK USD.001						336,000												705,153
						ESR LOGOS REIT						REIT						1,092,557												300,337
						ESSENTRA PLC						COMMON STOCK GBP.25						49,545												140,367
						ESSILORLUXOTTICA						COMMON STOCK EUR.18						49,214												8,934,888
						ESSITY AKTIEBOLAG B						COMMON STOCK SEK3.35						108,358												2,848,365

56

---

						ETERNAL MATERIALS CO LTD						COMMON STOCK TWD10.0						229,996												233,731
						ETIHAD ETISALAT CO						COMMON STOCK SAR10.						63,995												591,758
						EUGLENA CO LTD						COMMON STOCK						13,400												99,493
						EURAZEO SE						COMMON STOCK						6,712												417,702
						EURO CURRENCY						FOREIGN CURRENCY						84,237												89,902
						EUROAPI SASU						COMMON STOCK						8,370												123,668
						EUROBANK ERGASIAS SERVICES A						COMMON STOCK EUR.22						445,586												501,707
						EUROCOMMERCIAL PROPERTIES NV						REIT EUR10.0						11,169												268,624
						EUROFINS SCIENTIFIC						COMMON STOCK EUR.1						22,638												1,625,334
						EURONAV NV						COMMON STOCK						31,627												531,311
						EURONEXT NV						COMMON STOCK EUR1.6						13,476												995,917
						EUROPRIS ASA						COMMON STOCK NOK1.0						40,548												283,025
						EUTELSAT COMMUNICATIONS						COMMON STOCK EUR1.0						30,722												228,716
						EVA AIRWAYS CORP						COMMON STOCK TWD10.						612,004												560,111
						EVE ENERGY CO LTD A						COMMON STOCK CNY1.0						19,959												252,508
						EVERBRIGHT SECURITIE CO A						COMMON STOCK CNY1.0						42,500												90,948
						EVERGREEN MARINE CORP LTD						COMMON STOCK TWD10.						178,452												930,887
						EVERLIGHT ELECTRONICS CO LTD						COMMON STOCK TWD10.0						146,845												176,475
						EVERTZ TECHNOLOGIES LTD						COMMON STOCK						4,800												45,239
						EVOLUTION AB						COMMON STOCK SEK.003						30,919												3,024,116
						EVOLUTION MINING LTD						COMMON STOCK						310,357												617,941
						EVONIK INDUSTRIES AG						COMMON STOCK						32,353												619,310
						EVOTEC SE						COMMON STOCK						23,029												374,754
						EVT LTD						COMMON STOCK						16,378												141,223
						EXCHANGE INCOME CORP						COMMON STOCK						3,200												124,297
						EXEDY CORP						COMMON STOCK						4,500												54,723
						EXEO GROUP INC						COMMON STOCK						16,800												284,433
						EXOR NV						COMMON STOCK EUR.01						9,626												700,568
						EXPERIAN PLC						COMMON STOCK USD.1						153,149												5,187,650
						EXTENDICARE INC						COMMON STOCK						16,400												79,401
						EXXARO RESOURCES LTD						COMMON STOCK ZAR.01						44,532												568,748
						EZ TEC EMPREENDIMENTOS E PAR						COMMON STOCK						27,800												70,742
						EZAKI GLICO CO LTD						COMMON STOCK						8,200												224,323
						F SECURE CORP						COMMON STOCK						16,351												49,491
						F+F CO LTD / NEW						COMMON STOCK KRW100.0						2,930												337,574
						FABEGE AB						COMMON STOCK SEK30.82						52,818												451,448
						FAES FARMA SA						COMMON STOCK EUR.1						53,634												200,915
						FAGRON						COMMON STOCK						10,966												155,531
						FAIRFAX FINANCIAL HLDGS LTD						COMMON STOCK						3,400												2,012,648
						FALABELLA SA						COMMON STOCK						139,631												270,428
						FANCL CORP						COMMON STOCK						13,200												268,379
						FANGDA CARBON NEW MATERIAL A						COMMON STOCK CNY1.0						38,700												34,056
						FANUC CORP						COMMON STOCK						32,400												4,809,601
						FAR EAST CONSORTIUM INTERNAT						COMMON STOCK HKD.1						245,671												58,861
						FAR EAST HORIZON LTD						COMMON STOCK						358,000												279,797
						FAR EAST HOSPITALITY TRUST						STAPLED SECURITY						150,000												69,143
						FAR EASTERN DEPARTMENT STORE						COMMON STOCK TWD10.						296,670												207,470
						FAR EASTERN INTL BANK						COMMON STOCK TWD10.						520,008												186,046

57

---

						FAR EASTERN NEW CENTURY CORP						COMMON STOCK TWD10.						554,461												575,240
						FAR EASTONE TELECOMM CO LTD						COMMON STOCK TWD10.						315,000												675,230
						FARADAY TECHNOLOGY CORP						COMMON STOCK TWD10.						35,396												163,881
						FAST RETAILING CO LTD						COMMON STOCK						9,800												5,907,109
						FASTIGHETS AB BALDER B SHRS						COMMON STOCK SEK1.0						111,114												520,736
						FATTAL HOLDINGS 1998 LTD						COMMON STOCK						1,411												118,726
						FAURECIA						COMMON STOCK EUR7.0						21,516												326,535
						FAURECIA						COMMON STOCK EUR7.0						2,844												42,964
						FAWAZ ABDULAZIZ ALHOKAIR + C						COMMON STOCK SAR10.0						6,813												28,064
						FCC CO LTD						COMMON STOCK						5,800												58,909
						FD TECHNOLOGIES PLC						COMMON STOCK GBP.005						3,070												50,362
						FENG HSIN STEEL CO LTD						COMMON STOCK TWD10.0						81,000												167,717
						FENG TAY ENTERPRISE CO LTD						COMMON STOCK TWD10.						83,001												557,161
						FERRARI NV						COMMON STOCK EUR.01						21,132												4,515,134
						FERROTEC HOLDINGS CORP						COMMON STOCK						6,000												126,515
						FERROVIAL SA						COMMON STOCK EUR.2						87,254												2,278,690
						FEVERTREE DRINKS PLC						COMMON STOCK GBP.0025						17,865												220,854
						FF GROUP						COMMON STOCK EUR.3						6,634												33,985
						FIBI HOLDINGS						COMMON STOCK ILS.05						6,058												251,694
						FIBRA MACQUARIE MEXICO						REIT						131,200												191,475
						FIELMANN AG						COMMON STOCK						4,262												168,488
						FIERA CAPITAL CORP						COMMON STOCK						12,400												79,436
						FIH MOBILE LTD						COMMON STOCK USD.04						599,000												64,467
						FILA HOLDINGS CORP						COMMON STOCK KRW1000.0						9,003												238,104
						FILO MINING CORP						COMMON STOCK						4,400												75,468
						FINCANTIERI SPA						COMMON STOCK NPV						75,327												42,648
						FINECOBANK SPA						COMMON STOCK EUR.33						98,822												1,636,859
						FINNAIR OYJ						COMMON STOCK EUR.85						108,851												45,082
						FINNING INTERNATIONAL INC						COMMON STOCK						28,000												695,583
						FINVOLUTION GROUP ADR						ADR USD.00001						18,400												91,264
						FIREFINCH LTD						COMMON STOCK						189,262												25,670
						FIRST ABU DHABI BANK PJSC						COMMON STOCK AED1.0						750,454												3,494,143
						FIRST CAPITAL REAL ESTATE IN						REIT						18,300												227,036
						FIRST FINANCIAL HOLDING CO						COMMON STOCK TWD10.						1,955,762												1,685,630
						FIRST INTL BANK ISRAEL						COMMON STOCK ILS.05						8,135												320,466
						FIRST MAJESTIC SILVER CORP						COMMON STOCK						39,000												324,676
						FIRST NATIONAL FINANCIAL COR						COMMON STOCK						3,300												88,701
						FIRST PACIFIC CO						COMMON STOCK USD.01						425,000												126,875
						FIRST QUANTUM MINERALS LTD						COMMON STOCK						99,176												2,070,696
						FIRST RESOURCES LTD						COMMON STOCK						125,600												138,738
						FIRSTGROUP PLC						COMMON STOCK GBP.05						126,421												153,953
						FIRSTRAND LTD						COMMON STOCK ZAR.01						909,705												3,321,239
						FIRSTSERVICE CORP						COMMON STOCK						7,000												856,615
						FISCHER (GEORG) REG						COMMON STOCK CHF1.0						12,380												761,167
						FISHER + PAYKEL HEALTHCARE C						COMMON STOCK						109,036												1,546,003
						FIVERR INTERNATIONAL LTD						COMMON STOCK						5,500												160,270
						FLAT GLASS GROUP CO LTD A						COMMON STOCK CNY.25						14,400												69,046
						FLAT GLASS GROUP CO LTD H						COMMON STOCK CNY.25						69,000												166,909

58

---

						FLATEXDEGIRO AG						COMMON STOCK						216												1,458
						FLETCHER BUILDING LTD						COMMON STOCK						152,066												453,748
						FLEURY SA						COMMON STOCK						57,491												168,192
						FLEX LNG LTD						COMMON STOCK USD.1						5,497												179,748
						FLEXIUM INTERCONNECT INC						COMMON STOCK TWD10.						51,000												162,436
						FLIGHT CENTRE TRAVEL GROUP L						COMMON STOCK						27,026												265,286
						FLOW TRADERS						COMMON STOCK EUR.1						4,058												93,738
						FLSMIDTH + CO A/S						COMMON STOCK DKK20.						7,036												255,064
						FLUGHAFEN ZURICH AG REG						COMMON STOCK CHF10.0						3,392												525,290
						FLUIDRA SA						COMMON STOCK EUR1.0						8,689												134,649
						FLUTTER ENTERTAINMENT PLC DI						COMMON STOCK EUR.09						24,711												3,360,663
						FLUTTER ENTERTAINMENT PLC DI						COMMON STOCK EUR.09						3,381												461,895
						FNAC DARTY SA						COMMON STOCK EUR1.0						1,230												45,358
						FOCUS MEDIA INFORMATION TE A						COMMON STOCK CNY1.0						227,600												218,775
						FOMENTO ECONOMICO MEXICA UBD						UNIT						335,100												2,607,408
						FOOD + LIFE COMPANIES LTD						COMMON STOCK						18,000												354,228
						FOOSUNG CO LTD						COMMON STOCK KRW500.0						8,657												74,071
						FORBO HOLDING AG REG						COMMON STOCK CHF.1						190												223,172
						FORMOSA CHEMICALS + FIBRE						COMMON STOCK TWD10.0						641,582												1,467,517
						FORMOSA PETROCHEMICAL CORP						COMMON STOCK TWD10.0						208,920												545,620
						FORMOSA PLASTICS CORP						COMMON STOCK TWD10.0						697,528												1,969,224
						FORMOSA TAFFETA CO.						COMMON STOCK TWD10.						209,319												182,127
						FORMULA SYSTEMS (1985) LTD						COMMON STOCK ILS1.0						1,761												127,215
						FORTERRA PLC						COMMON STOCK						37,610												84,458
						FORTESCUE METALS GROUP LTD						COMMON STOCK						290,798												4,038,022
						FORTIS INC						COMMON STOCK						82,185												3,286,308
						FORTNOX AB						COMMON STOCK SEK.002						115,640												527,284
						FORTRESS REAL ESTATE INVESTM						COMMON STOCK						450,352												278,178
						FORTUM OYJ						COMMON STOCK EUR3.4						76,223												1,265,914
						FORTUNA SILVER MINES INC						COMMON STOCK						49,610												186,365
						FORTUNE REIT						REIT						249,000												202,264
						FOSHAN HAITIAN FLAVOURING A						COMMON STOCK CNY1.0						45,988												526,457
						FOSUN INTERNATIONAL LTD						COMMON STOCK						438,698												357,481
						FOXCONN INDUSTRIAL INTERNE A						COMMON STOCK CNY1.0						41,600												54,856
						FOXCONN TECHNOLOGY CO LTD						COMMON STOCK TWD10.						163,496												275,940
						FP CORP						COMMON STOCK						8,200												235,449
						FRANCO NEVADA CORP						COMMON STOCK						32,507												4,438,500
						FRAPORT AG FRANKFURT AIRPORT						COMMON STOCK						6,568												266,710
						FRASER + NEAVE HOLDINGS BHD						COMMON STOCK						37,300												182,806
						FRASERS CENTREPOINT TRUST						REIT NPV						134,860												211,305
						FRASERS GROUP PLC						COMMON STOCK GBP.1						35,651												304,766
						FRASERS HOSPITALITY TRUST						STAPLED SECURITY						130,100												43,195
						FRASERS LOGISTICS + COMMERCI						REIT						466,798												402,780
						FREEE KK						COMMON STOCK						5,600												124,171
						FREEHOLD ROYALTIES LTD						COMMON STOCK						20,300												237,167
						FREENET AG						COMMON STOCK						18,038												393,130
						FRENCKEN GROUP LTD						COMMON STOCK						50,500												35,644
						FRESENIUS MEDICAL CARE AG +						COMMON STOCK						33,224												1,083,447

59

---

						FRESENIUS SE + CO KGAA						COMMON STOCK						72,570												2,035,644
						FRONTIER DEVELOPMENTS PLC						COMMON STOCK GBP.005						3,673												42,587
						FRONTIER REAL ESTATE INVEST						REIT						85												328,899
						FRONTLINE LTD						COMMON STOCK USD1.0						14,116												168,388
						FU SHOU YUAN INTERNATIONAL						COMMON STOCK USD.01						158,000												135,632
						FUBON FINANCIAL HOLDING CO						COMMON STOCK TWD10.						1,408,861												2,579,387
						FUCHS PETROLUB SE PREF						PREFERENCE						12,458												435,309
						FUFENG GROUP LTD						COMMON STOCK HKD.1						431,000												262,301
						FUGRO NV						COMMON STOCK EUR.05						17,069												204,170
						FUJI CO LTD						COMMON STOCK						3,200												44,088
						FUJI CORP/AICHI						COMMON STOCK						13,200												190,698
						FUJI ELECTRIC CO LTD						COMMON STOCK						21,800												825,719
						FUJI KYUKO CO LTD						COMMON STOCK						3,700												133,508
						FUJI MEDIA HOLDINGS INC						COMMON STOCK						7,900												64,289
						FUJI OIL HOLDINGS INC						COMMON STOCK						8,900												137,261
						FUJI SEAL INTERNATIONAL INC						COMMON STOCK						1,500												19,001
						FUJI SOFT INC						COMMON STOCK						4,400												252,024
						FUJICCO CO LTD						COMMON STOCK						3,200												46,440
						FUJIFILM HOLDINGS CORP						COMMON STOCK						60,800												3,051,163
						FUJIKURA LTD						COMMON STOCK						40,000												301,439
						FUJIMI INC						COMMON STOCK						2,900												137,300
						FUJIO FOOD GROUP INC						COMMON STOCK						1,300												13,048
						FUJITEC CO LTD						COMMON STOCK						11,700												265,159
						FUJITSU GENERAL LTD						COMMON STOCK						11,100												266,181
						FUJITSU LIMITED						COMMON STOCK						33,200												4,373,120
						FUJIYA CO LTD						COMMON STOCK						1,900												36,471
						FUKUI COMPUTER HOLDINGS INC						COMMON STOCK						2,400												47,522
						FUKUOKA FINANCIAL GROUP INC						COMMON STOCK						28,600												648,732
						FUKUOKA REIT CORP						REIT						125												161,302
						FUKUSHIMA GALILEI CO LTD						COMMON STOCK						2,200												69,525
						FUKUYAMA TRANSPORTING CO LTD						COMMON STOCK						5,100												117,192
						FULLCAST HOLDINGS CO LTD						COMMON STOCK						3,100												66,317
						FUNAI SOKEN HOLDINGS INC						COMMON STOCK						6,800												139,917
						FURUKAWA CO LTD						COMMON STOCK						4,800												45,658
						FURUKAWA ELECTRIC CO LTD						COMMON STOCK						12,200												227,762
						FUSO CHEMICAL CO LTD						COMMON STOCK						3,800												97,871
						FUTU HOLDINGS LTD ADR						ADR USD.00001						8,600												349,590
						FUTURE CORP						COMMON STOCK						7,200												89,821
						FUTURE PLC						COMMON STOCK GBP.15						19,405												296,076
						FUYAO GLASS INDUSTRY GROUP A						COMMON STOCK CNY1.0						21,800												110,003
						FUYAO GLASS INDUSTRY GROUP H						COMMON STOCK CNY1.0						98,000												411,213
						FUYO GENERAL LEASE CO LTD						COMMON STOCK						3,000												194,607
						G 7 HOLDINGS INC						COMMON STOCK						2,800												34,811
						G BITS NETWORK TECHNOLOGY A						COMMON STOCK CNY1.0						400												17,962
						G CITY LTD						COMMON STOCK ILS1.0						16,715												50,687
						G TEKT CORP						COMMON STOCK						3,700												40,096

60

---

						G.U.D. HOLDINGS LTD						COMMON STOCK						22,639												116,206
						G8 EDUCATION LTD						COMMON STOCK						87,598												65,533
						GALAPAGOS NV						COMMON STOCK						7,513												332,251
						GALAXY ENTERTAINMENT GROUP L						COMMON STOCK						361,000												2,386,639
						GALENICA AG						COMMON STOCK CHF.1						8,330												679,879
						GALP ENERGIA SGPS SA						COMMON STOCK EUR1.						106,128												1,431,773
						GAMES WORKSHOP GROUP PLC						COMMON STOCK GBP.05						5,300												546,478
						GAMMA COMMUNICATIONS PLC						COMMON STOCK GBP.0025						13,851												180,309
						GAMUDA BHD						COMMON STOCK						431,225												366,120
						GANFENG LITHIUM GROUP CO L A						COMMON STOCK CNY1.0						16,800												168,096
						GANFENG LITHIUM GROUP CO L H						COMMON STOCK CNY1.0						40,040												299,084
						GAV YAM LANDS CORP LTD						COMMON STOCK ILS1.0						1												5
						GAZPROM PJSC						COMMON STOCK RUB5.0						214,900												479,021
						GAZPROM PJSC SPON ADR						ADR						889,704												978,674
						GAZPROM PJSC SPON ADR						ADR						20,664												12,014
						GAZTRANSPORT ET TECHNIGA SA						COMMON STOCK EUR.01						3,798												404,552
						GB GROUP PLC						COMMON STOCK GBP.025						31,809												120,406
						GCL SYSTEM INTEGRATION TEC A						COMMON STOCK CNY1.0						55,300												23,082
						GD POWER DEVELOPMENT CO A						COMMON STOCK CNY1.0						181,200												111,179
						GDI INTEGRATED FACILITY SERV						COMMON STOCK						2,300												77,235
						GDS HOLDINGS LTD CL A						COMMON STOCK USD.00005						120,000												315,185
						GEA GROUP AG						COMMON STOCK						26,076												1,061,975
						GEBERIT AG REG						COMMON STOCK CHF.1						5,920												2,801,692
						GECINA SA						REIT EUR7.5						8,057												818,429
						GEELY AUTOMOBILE HOLDINGS LT						COMMON STOCK HKD.02						985,000												1,438,702
						GEK TERNA HOLDING REAL ESTAT						COMMON STOCK EUR.57						9,762												113,562
						GEM CO LTD A						COMMON STOCK CNY1.0						48,600												51,964
						GEMDALE CORP A						COMMON STOCK CNY1.0						49,100												71,970
						GEMDALE PROPERTIES AND INVES						COMMON STOCK HKD.1						876,000												71,831
						GEMVAX + KAEL CO LTD						COMMON STOCK KRW500.						9,880												91,590
						GENEONELIFESCIENCE INC						COMMON STOCK KRW1000.0						11,550												65,591
						GENERAL INTERFACE SOLUTION						COMMON STOCK TWD10.0						36,000												103,008
						GENERTEC UNIVERSAL MEDICAL G						COMMON STOCK						172,000												104,457
						GENESIS ENERGY LTD						COMMON STOCK						104,084												169,785
						GENEXINE CO LTD						COMMON STOCK KRW500.0						3,357												50,057
						GENEXINE INC						RIGHT						773												2,873
						GENIUS ELECTRONIC OPTICAL CO						COMMON STOCK TWD10.0						9,713												105,889
						GENKY DRUGSTORES CO LTD						COMMON STOCK						1,800												49,078
						GENMAB A/S						COMMON STOCK DKK1.0						11,203												4,731,004
						GENOMMA LAB INTERNACIONAL B						COMMON STOCK						135,400												117,701
						GENSCRIPT BIOTECH CORP						COMMON STOCK USD.001						196,000												624,040
						GENTERA SAB DE CV						COMMON STOCK						166,400												187,344
						GENTING BHD						COMMON STOCK						385,800												392,500
						GENTING MALAYSIA BHD						COMMON STOCK						558,250												340,966
						GENTING PLANTATIONS BHD						COMMON STOCK						160,100												232,577
						GENTING SINGAPORE LTD						COMMON STOCK USD.1						985,799												702,555

61

---

						GENUIT GROUP PLC						COMMON STOCK GBP.001						37,837												127,921
						GENUS PLC						COMMON STOCK GBP.1						11,171												400,607
						GEO HOLDINGS CORP						COMMON STOCK						5,700												93,625
						GERDAU SA PREF						PREFERENCE						177,704												982,140
						GERRESHEIMER AG						COMMON STOCK						5,628												377,293
						GESTAMP AUTOMOCION SA						COMMON STOCK EUR.5						30,675												118,315
						GETAC HOLDINGS CORP						COMMON STOCK TWD10.0						70,000												100,505
						GETINGE AB B SHS						COMMON STOCK SEK.5						43,022												897,169
						GETLINK SE						COMMON STOCK EUR.4						73,495												1,174,223
						GF SECURITIES CO LTD A						COMMON STOCK CNY1.0						49,100												109,450
						GF SECURITIES CO LTD H						COMMON STOCK CNY1.0						251,800												361,975
						GFL ENVIRONMENTAL INC SUB VT						COMMON STOCK						27,100												790,829
						GFT TECHNOLOGIES SE						COMMON STOCK						2,894												104,807
						GIANT MANUFACTURING						COMMON STOCK TWD10.						66,320												432,384
						GIBSON ENERGY INC						COMMON STOCK						26,900												469,328
						GIGABYTE TECHNOLOGY CO LTD						COMMON STOCK TWD10.						73,000												252,733
						GIGADEVICE SEMICONDUCTO CL A						COMMON STOCK CNY1.0						6,860												101,164
						GIKEN LTD						COMMON STOCK						2,900												62,911
						GILAT SATELLITE NETWORKS LTD						COMMON STOCK ILS.2						3,969												22,092
						GILDAN ACTIVEWEAR INC						COMMON STOCK						34,300												938,665
						GINLONG TECHNOLOGIES CO LT A						COMMON STOCK CNY1.0						3,750												97,177
						GIVAUDAN REG						COMMON STOCK CHF10.0						1,569												4,780,618
						GJENSIDIGE FORSIKRING ASA						COMMON STOCK NOK2.						37,731												736,349
						GLANBIA PLC						COMMON STOCK EUR.06						38,490												489,621
						GLENCORE PLC						COMMON STOCK USD.01						1,669,278												11,106,229
						GLOBAL DOMINION ACCESS SA						COMMON STOCK EUR1.0						18,069												69,134
						GLOBAL FASHION GROUP SA						COMMON STOCK						12,859												15,724
						GLOBAL ONE REIT						REIT						166												135,514
						GLOBAL POWER SYNERGY PCL F						FOREIGN SH. THB10.0 A						103,100												217,303
						GLOBAL UNICHIP CORP						COMMON STOCK TWD10.0						16,079												334,888
						GLOBALWAFERS CO LTD						COMMON STOCK TWD10.0						40,000												555,667
						GLOBE TELECOM INC						COMMON STOCK PHP50.0						4,846												190,059
						GLOBERIDE INC						COMMON STOCK						2,600												49,634
						GLORY LTD						COMMON STOCK						8,200												135,258
						GLP J REIT						REIT						697												797,619
						GMO FINANCIAL GATE INC						COMMON STOCK						400												45,374
						GMO FINANCIAL HOLDINGS INC						COMMON STOCK						12,200												47,244
						GMO GLOBALSIGN HOLDINGS KK						COMMON STOCK						900												28,052
						GMO INTERNET GROUP INC						COMMON STOCK						12,700												237,247
						GMO PAYMENT GATEWAY INC						COMMON STOCK						7,100												587,204
						GN STORE NORD A/S						COMMON STOCK DKK4.						21,974												505,724
						GNI GROUP LTD						COMMON STOCK						8,100												84,464
						GOEASY LTD						COMMON STOCK						2,100												164,984
						GOERTEK INC A						COMMON STOCK CNY1.0						35,300												85,235
						GOGOLD RESOURCES INC						COMMON STOCK						44,400												71,108
						GOL LINHAS AEREAS INT SA PRE						PREFERENCE						28,037												37,134

62

---

						GOLD CIRCUIT ELECTRONICS LTD						COMMON STOCK TWD10.						54,900												154,921
						GOLD FIELDS LTD						COMMON STOCK ZAR.5						149,825												1,551,083
						GOLD ROAD RESOURCES LTD						COMMON STOCK						122,920												138,879
						GOLDEN AGRI RESOURCES LTD						COMMON STOCK USD.025						1,230,887												229,198
						GOLDEN OCEAN GROUP LTD						COMMON STOCK USD.05						18,575												162,138
						GOLDEN SOLAR NEW ENERGY TECH						COMMON STOCK USD.01						300,000												317,875
						GOLDSUN BUILDING MATERIALS C						COMMON STOCK TWD10.0						151,000												124,003
						GOLDWIN INC						COMMON STOCK						3,800												274,928
						GOME RETAIL HOLDINGS LTD						COMMON STOCK HKD.025						2,175,944												30,667
						GOODMAN GROUP						REIT						280,155												3,278,381
						GOODMAN PROPERTY TRUST						REIT						201,552												255,963
						GOTION HIGH TECH CO LTD A						COMMON STOCK CNY1.0						13,000												53,941
						GOURMET MASTER CO LTD						COMMON STOCK TWD10.						15,456												76,144
						GPT GROUP						REIT						296,884												844,596
						GRAB HOLDINGS LTD CL A						COMMON STOCK USD.000001						327,400												1,054,228
						GRAFTON GROUP PLC UTS CDI						UNIT EUR.05						38,773												368,095
						GRAINCORP LTD A						COMMON STOCK						39,952												200,846
						GRAINGER PLC						COMMON STOCK GBP.05						115,496												348,980
						GRAND CITY PROPERTIES						COMMON STOCK EUR.1						20,820												204,285
						GRAND KOREA LEISURE CO LTD						COMMON STOCK KRW500.						9,085												136,518
						GRAND PACIFIC PETROCHEMICAL						COMMON STOCK TWD10.						141,000												86,440
						GRAND PHARMACEUTICAL GROUP L						COMMON STOCK HKD.01						148,000												87,227
						GRANGE RESOURCES LTD						COMMON STOCK						88,068												50,233
						GRANGES AB						COMMON STOCK SEK1.339775						17,962												146,808
						GRANITE REAL ESTATE INVESTME						REIT						5,400												275,311
						GRAPE KING BIO LTD						COMMON STOCK TWD10.						20,000												109,284
						GREAT PORTLAND ESTATES PLC						REIT GBP.1526316						39,211												232,897
						GREAT WALL ENTERPRISES						COMMON STOCK TWD10.						115,828												171,613
						GREAT WALL MOTOR CO LTD A						COMMON STOCK CNY1.0						22,800												97,200
						GREAT WALL MOTOR COMPANY H						COMMON STOCK CNY1.0						571,500												743,943
						GREAT WEST LIFECO INC						COMMON STOCK						47,418												1,095,379
						GREATEK ELECTRONICS INC						COMMON STOCK TWD10.						27,000												42,148
						GREATLAND GOLD PLC						COMMON STOCK GBP.001						620,632												59,841
						GREE ELECTRIC APPLIANCES I A						COMMON STOCK CNY1.0						30,000												139,188
						GREE INC						COMMON STOCK						18,400												97,021
						GREEN CROSS CORP						COMMON STOCK KRW5000.0						1,448												149,465
						GREEN CROSS HOLDINGS CORP						COMMON STOCK KRW500.0						6,826												92,359
						GREENCORE GROUP PLC						COMMON STOCK GBP.01						76,568												59,016
						GREENTOWN CHINA HOLDINGS						COMMON STOCK HKD.1						149,000												217,631
						GREENTOWN SERVICE GROUP CO L						COMMON STOCK HKD.00001						178,000												118,135
						GREENVOLT ENERGIAS RENOVAVEI						COMMON STOCK NPV						11,341												94,672
						GREGGS PLC						COMMON STOCK GBP.02						17,360												487,524
						GRENDENE SA						COMMON STOCK						27,900												31,807
						GRENKE AG						COMMON STOCK						5,191												108,486
						GRG BANKING EQUIPMENT CO A						COMMON STOCK CNY1.0						49,300												70,506
						GRIEG SEAFOOD ASA						COMMON STOCK NOK4.						19,077												151,866

63

---

						GRIFOLS SA						COMMON STOCK EUR.25						50,928												585,381
						GRINDROD LTD						COMMON STOCK ZAR.00002						29,562												17,374
						GROUPE BRUXELLES LAMBERT NV						COMMON STOCK						18,708												1,494,083
						GROWTHPOINT PROPERTIES AUSTR						REIT						47,053												94,953
						GROWTHPOINT PROPERTIES LTD						REIT						545,572												466,213
						GRUMA S.A.B. B						COMMON STOCK						36,165												483,889
						GRUPA AZOTY SA						COMMON STOCK PLN5.						8,272												74,349
						GRUPO AEROPORT DEL PACIFIC B						COMMON STOCK						65,700												941,136
						GRUPO AEROPORT DEL SURESTE B						COMMON STOCK						35,795												835,139
						GRUPO AEROPORTUARIO DEL CENT						COMMON STOCK						41,959												323,123
						GRUPO BIMBO SAB SERIES A						COMMON STOCK						275,200												1,163,092
						GRUPO CARSO SAB DE CV SER A1						COMMON STOCK						78,461												329,228
						GRUPO CATALANA OCCIDENTE SA						COMMON STOCK EUR.3						7,462												235,331
						GRUPO CEMENTOS CHIHUAHUA						COMMON STOCK						29,100												194,724
						GRUPO COMERCIAL CHEDRAUI SA						COMMON STOCK						57,600												245,862
						GRUPO DE MODA SOMA SA						COMMON STOCK						60,291												115,823
						GRUPO FINANCIERO BANORTE O						COMMON STOCK MXN3.5						447,036												3,209,525
						GRUPO FINANCIERO GALICIA B						COMMON STOCK ARS1.0						8												15
						GRUPO FINANCIERO INBURSA O						COMMON STOCK MXN.4137108						398,100												670,880
						GRUPO MEXICO SAB DE CV SER B						COMMON STOCK						536,409												1,883,064
						GRUPO SBF SA						COMMON STOCK						5,800												14,032
						GRUPO TELEVISA SAB SER CPO						UNIT						414,000												376,455
						GRUPPO MUTUIONLINE SPA						COMMON STOCK						4,393												123,399
						GS ENGINEERING + CONSTRUCT						COMMON STOCK KRW5000.						12,042												203,353
						GS HOLDINGS						COMMON STOCK KRW5000.0						10,571												367,766
						GS RETAIL CO LTD						COMMON STOCK KRW1000.0						13,764												307,430
						GS YUASA CORP						COMMON STOCK						11,200												177,865
						GSK PLC						COMMON STOCK GBP.3125						687,709												11,899,283
						GT CAPITAL HOLDINGS INC						COMMON STOCK PHP10.0						30,672												240,347
						GUANGDONG HAID GROUP CO A						COMMON STOCK CNY1.0						17,200												152,760
						GUANGDONG INVESTMENT LTD						COMMON STOCK						638,000												653,127
						GUANGDONG KINLONG HARDWARE A						COMMON STOCK CNY1.0						3,300												49,397
						GUANGHUI ENERGY CO LTD A						COMMON STOCK CNY1.0						90,500												117,513
						GUANGZHOU AUTOMOBILE GROUP H						COMMON STOCK CNY1.0						399,810												269,444
						GUANGZHOU BAIYUNSHAN PHAR A						COMMON STOCK CNY1.0						15,300												65,508
						GUANGZHOU HAIGE COMMUNICAT A						COMMON STOCK CNY1.0						24,900												29,090
						GUANGZHOU KINGMED DIAGNOST A						COMMON STOCK CNY1.0						3,200												35,906
						GUANGZHOU R+F PROPERTIES H						COMMON STOCK CNY1.0						246,000												59,885
						GUANGZHOU SHIYUAN ELECTRON A						COMMON STOCK CNY1.0						6,800												57,666
						GUANGZHOU TINCI MATERIALS A						COMMON STOCK CNY1.0						19,400												122,172
						GUDANG GARAM TBK PT						COMMON STOCK IDR500.						132,000												152,610
						GULF BANK						COMMON STOCK KWD.1						271,427												277,888
						GULF CABLES + ELECTRICAL IND						COMMON STOCK KWD.1						71,122												282,829
						GULF ENERGY DEVELOPM FOREIGN						FOREIGN SH. THB1.0 A						215,050												343,049
						GULF KEYSTONE PETROLEUM LTD						COMMON STOCK USD1.0						36,142												87,380
						GUNGHO ONLINE ENTERTAINMENT						COMMON STOCK						7,920												127,936

64

---

						GUNMA BANK LTD/THE						COMMON STOCK						71,100												271,405
						GUNZE LTD						COMMON STOCK						1,400												44,512
						GUOSEN SECURITIES CO LTD A						COMMON STOCK CNY1.0						53,400												68,229
						GUOTAI JUNAN INTERNATIONAL						COMMON STOCK						513,000												47,324
						GUOTAI JUNAN SECURITIES CO A						COMMON STOCK CNY1.0						81,800												159,950
						GURIT HOLDING AG BR						COMMON STOCK CHF5.0						650												63,323
						GVS SPA						COMMON STOCK						11,827												51,121
						GWA GROUP LTD						COMMON STOCK						27,065												37,660
						H I S CO LTD						COMMON STOCK						7,200												113,452
						H LUNDBECK A/S						COMMON STOCK DKK1.0						47,848												178,728
						H LUNDBECK A/S A SHS						COMMON STOCK DKK1.0						11,962												41,003
						H WORLD GROUP LTD ADR						ADR						30,400												1,289,568
						H.U. GROUP HOLDINGS INC						COMMON STOCK						9,200												199,533
						H+R REAL ESTATE INV REIT UTS						REIT						25,900												231,484
						H2O RETAILING CORP						COMMON STOCK						17,300												168,496
						HACHIJUNI BANK LTD/THE						COMMON STOCK						63,900												265,195
						HAIDILAO INTERNATIONAL HOLDI						COMMON STOCK USD.000005						146,000												419,016
						HAIER SMART HOME CO LTD A						COMMON STOCK CNY1.0						66,321												233,497
						HAIER SMART HOME CO LTD H						COMMON STOCK CNY1.0						374,400												1,275,990
						HAINAN MEILAN INTERNATIONA H						COMMON STOCK CNY1.0						23,000												69,988
						HAITIAN INTERNATIONAL HLDGS						COMMON STOCK HKD.1						172,000												460,580
						HAITONG INTERNATIONAL SECURI						COMMON STOCK HKD.1						464,123												51,735
						HAITONG SECURITIES CO LTD A						COMMON STOCK CNY1.0						88,100												110,154
						HAITONG SECURITIES CO LTD H						COMMON STOCK CNY1.0						575,200												353,745
						HAKUHODO DY HOLDINGS INC						COMMON STOCK						32,900												331,447
						HALEON PLC						COMMON STOCK GBP.01						859,637												3,421,241
						HALFORDS GROUP PLC						COMMON STOCK GBP.01						33,719												84,971
						HALMA PLC						COMMON STOCK GBP.1						60,844												1,446,569
						HALOWS CO LTD						COMMON STOCK						1,600												35,136
						HALWANI BROS CO						COMMON STOCK SAR10.0						2,099												24,743
						HAMAKYOREX CO LTD						COMMON STOCK						4,100												96,852
						HAMAMATSU PHOTONICS KK						COMMON STOCK						23,700												1,133,973
						HAMBORNER REIT AG						REIT NPV						12,365												88,853
						HAMBURGER HAFEN UND LOGISTIK						COMMON STOCK						4,670												59,235
						HAMMERSON PLC						REIT GBP.05						336,481												96,100
						HANA FINANCIAL GROUP						COMMON STOCK KRW5000.0						56,358												1,885,783
						HANA MICROELECTRONICS FOREIG						FOREIGN SH. THB1.0 A						93,600												139,177
						HANA TOUR SERVICE INC						COMMON STOCK KRW500.						2,961												142,759
						HANALL BIOPHARMA CO LTD						COMMON STOCK KRW500.						7,618												108,191
						HANG LUNG GROUP LTD						COMMON STOCK						157,000												288,455
						HANG LUNG PROPERTIES LTD						COMMON STOCK						314,500												614,901
						HANG SENG BANK LTD						COMMON STOCK						126,100												2,097,102
						HANGZHOU FIRST APPLIED MAT A						COMMON STOCK CNY1.0						13,160												125,815
						HANGZHOU SILAN MICROELECTR A						COMMON STOCK CNY1.0						13,300												62,761
						HANGZHOU STEAM TURBINE PO B						COMMON STOCK CNY1.0						65,130												80,944
						HANGZHOU TIGERMED CONSULTI A						COMMON STOCK CNY1.0						8,200												123,686

65

---

						HANGZHOU TIGERMED CONSULTI H						COMMON STOCK CNY1.0						21,000												242,692
						HANKOOK + CO						COMMON STOCK KRW500.0						11,008												122,013
						HANKOOK TIRE + TECHNOLOGY CO						COMMON STOCK KRW500.0						16,341												405,052
						HANKYU HANSHIN HOLDINGS INC						COMMON STOCK						38,600												1,141,433
						HANKYU HANSHIN REIT INC						REIT						103												119,035
						HANMI PHARM CO LTD						COMMON STOCK KRW2500.						1,542												361,978
						HANNOVER RUECK SE						COMMON STOCK						9,678												1,918,131
						HANNSTAR DISPLAY CORP						COMMON STOCK TWD10.						799,703												289,930
						HANON SYSTEMS						COMMON STOCK KRW100.0						46,150												297,227
						HANSEN TECHNOLOGIES LTD						COMMON STOCK						34,776												121,146
						HANSOH PHARMACEUTICAL GROUP						COMMON STOCK HKD.00001						202,000												384,074
						HANSOL CHEMICAL CO LTD						COMMON STOCK KRW5000.						1,536												227,560
						HANSSEM CO LTD						COMMON STOCK KRW1000.						3,290												116,730
						HANWA CO LTD						COMMON STOCK						5,700												159,931
						HANWHA AEROSPACE CO LTD						COMMON STOCK KRW5000.0						8,849												512,275
						HANWHA CORPORATION						COMMON STOCK KRW5000.0						9,450												192,810
						HANWHA SOLUTIONS CORP						COMMON STOCK KRW5000.0						25,957												885,284
						HANWHA SOLUTIONS CORP						RIGHT						222												873
						HAP SENG CONSOLIDATED						COMMON STOCK						117,500												170,542
						HAPVIDA PARTICIPACOES E INVE						COMMON STOCK						661,075												635,498
						HARBIN ELECTRIC CO LTD H						COMMON STOCK CNY1.						262,000												105,069
						HARBOUR ENERGY PLC						COMMON STOCK GBP.00002						70,529												259,027
						HAREL INSURANCE INVESTMENTS						COMMON STOCK ILS.1						21,493												188,890
						HARGREAVES LANSDOWN PLC						COMMON STOCK GBP.004						60,241												621,214
						HARMONIC DRIVE SYSTEMS INC						COMMON STOCK						7,100												199,741
						HARMONY GOLD MINING CO LTD						COMMON STOCK ZAR.5						84,450												291,840
						HARTALEGA HOLDINGS BHD						COMMON STOCK						214,000												82,649
						HARVEY NORMAN HOLDINGS LTD						COMMON STOCK						103,617												289,941
						HASEKO CORP						COMMON STOCK						43,500												483,281
						HAYS PLC						COMMON STOCK GBP.01						283,890												395,395
						HAZAMA ANDO CORP						COMMON STOCK						35,000												221,299
						HD HYUNDAI						COMMON STOCK KRW1000.0						8,620												390,988
						HDC HYUNDAI DEVELOPMENT CO E						COMMON STOCK KRW5000.0						10,736												85,492
						HEADWATER EXPLORATION INC						COMMON STOCK						32,400												141,561
						HEALIUS LTD						COMMON STOCK						97,509												202,800
						HEALTH AND HAPPINESS H+H INT						COMMON STOCK HKD.01						27,500												58,700
						HEIDELBERGCEMENT AG						COMMON STOCK						23,833												1,355,212
						HEIDELBERGER DRUCKMASCHINEN						COMMON STOCK						43,770												68,988
						HEINEKEN HOLDING NV						COMMON STOCK EUR1.6						19,735												1,515,041
						HEINEKEN NV						COMMON STOCK EUR1.6						44,556												4,173,591
						HEIWA CORP						COMMON STOCK						7,000												131,276
						HEIWA REAL ESTATE CO LTD						COMMON STOCK						6,100												168,206
						HEIWA REAL ESTATE REIT INC						REIT						154												176,495
						HEIWADO CO LTD						COMMON STOCK						6,100												98,748
						HELIA GROUP LTD						COMMON STOCK						69,856												130,305
						HELICAL PLC						REIT GBP.01						18,643												74,837

66

---

						HELIOS TOWERS PLC						COMMON STOCK GBP.01						124,229												158,705
						HELIXMITH CO LTD						COMMON STOCK KRW500.0						9,581												80,779
						HELLENIC TELECOMMUN ORGANIZA						COMMON STOCK EUR2.83						40,345												628,219
						HELLO GROUP INC SPN ADR						ADR USD.0001						28,800												258,624
						HELLOFRESH SE						COMMON STOCK						27,934												610,578
						HELVETIA HOLDING AG REG						COMMON STOCK CHF.02						6,350												740,655
						HENAN SHUANGHUI INVESTMENT A						COMMON STOCK CNY1.0						25,900												96,626
						HENDERSON LAND DEVELOPMENT						COMMON STOCK						245,883												858,470
						HENGAN INTL GROUP CO LTD						COMMON STOCK HKD.1						130,500												693,051
						HENGLI PETROCHEMICAL CO L A						COMMON STOCK CNY1.0						48,899												109,159
						HENGYI PETROCHEMICAL CO A						COMMON STOCK CNY1.0						40,170												40,632
						HENKEL AG + CO KGAA						COMMON STOCK						11,291												726,032
						HENKEL AG + CO KGAA VOR PREF						PREFERENCE						30,281												2,101,678
						HENNES + MAURITZ AB B SHS						COMMON STOCK						123,212												1,331,985
						HENSOLDT AG						COMMON STOCK						12,497												294,837
						HERA SPA						COMMON STOCK EUR1.0						142,375												382,761
						HERFY FOOD SERVICES CO						COMMON STOCK SAR10.0						3,840												35,151
						HERMES INTERNATIONAL						COMMON STOCK						5,320												8,184,962
						HEXAGON AB B SHS						COMMON STOCK EUR.22						334,712												3,523,596
						HEXATRONIC GROUP AB						COMMON STOCK SEK.05						54,355												741,761
						HEXPOL AB						COMMON STOCK SEK.2						35,215												377,088
						HIDAY HIDAKA CORP						COMMON STOCK						6,900												101,115
						HIGHWEALTH CONSTRUCTION CORP						COMMON STOCK TWD10.0						256,557												335,315
						HIKARI TSUSHIN INC						COMMON STOCK						3,800												531,712
						HIKMA PHARMACEUTICALS PLC						COMMON STOCK GBP.1						29,511												551,381
						HILAN LTD						COMMON STOCK ILS1.0						2,594												128,211
						HILL + SMITH PLC						COMMON STOCK GBP.25						13,635												192,429
						HINO MOTORS LTD						COMMON STOCK						49,000												186,733
						HIOKI E E CORP						COMMON STOCK						1,500												71,934
						HIRATA CORP						COMMON STOCK						1,500												62,048
						HIROGIN HOLDINGS INC						COMMON STOCK						52,500												262,680
						HIROSE ELECTRIC CO LTD						COMMON STOCK						5,500												684,308
						HISAMITSU PHARMACEUTICAL CO						COMMON STOCK						9,400												277,284
						HISCOX LTD						COMMON STOCK GBP.065						59,121												775,054
						HITACHI CONSTRUCTION MACHINE						COMMON STOCK						18,200												407,953
						HITACHI LTD						COMMON STOCK						163,300												8,174,137
						HITACHI ZOSEN CORP						COMMON STOCK						27,100												167,863
						HITE JINRO CO LTD						COMMON STOCK KRW5000.0						5,364												108,964
						HITHINK ROYALFLUSH INFORMA A						COMMON STOCK CNY1.0						7,100												100,773
						HIWIN TECHNOLOGIES CORP						COMMON STOCK TWD10.						54,635												324,151
						HK ELECTRIC INVESTMENTS SS						STAPLED SECURITY HKD.0005						429,500												284,501
						HKBN LTD						COMMON STOCK HKD.0001						128,000												82,491
						HKT TRUST AND HKT LTD SS						STAPLED SECURITY HKD.0005						640,000												784,733
						HL MANDO CO LTD						COMMON STOCK KRW1000.0						10,945												351,584
						HLB INC						COMMON STOCK KRW500.						15,218												344,999
						HLB LIFE SCIENCE CO LTD						COMMON STOCK KRW500.0						27,918												236,359

67

---

						HMC CAPITAL LTD						REIT						33,679												97,077
						HMM CO LTD						COMMON STOCK KRW5000.0						44,005												686,249
						HMS NETWORKS AB						COMMON STOCK SEK.025						4,351												142,292
						HOCHSCHILD MINING PLC						COMMON STOCK GBP.01						44,095												37,175
						HOCHTIEF AG						COMMON STOCK						4,203												236,323
						HOGY MEDICAL CO LTD						COMMON STOCK						3,900												100,010
						HOKKAIDO ELECTRIC POWER CO						COMMON STOCK						30,800												108,113
						HOKKOKU FINANCIAL HOLDINGS I						COMMON STOCK						4,400												151,357
						HOKUETSU CORP						COMMON STOCK						17,500												100,809
						HOKUHOKU FINANCIAL GROUP INC						COMMON STOCK						20,100												148,485
						HOKURIKU ELECTRIC POWER CO						COMMON STOCK						32,800												135,530
						HOKUTO CORP						COMMON STOCK						4,100												58,196
						HOLCIM LTD						COMMON STOCK CHF2.0						55,499												2,860,225
						HOLDING CO ADMIE IPTO SA						COMMON STOCK EUR2.12						19,907												36,118
						HOLMEN AB B SHARES						COMMON STOCK SEK25.0						16,989												676,879
						HOLY STONE ENTERPRISE CO LTD						COMMON STOCK TWD10.						20,000												59,196
						HOME CAPITAL GROUP INC						COMMON STOCK						7,646												240,279
						HOME PRODUCT CENTER PCL FOR						FOREIGN SH. THB1.0 A						516,300												231,057
						HOME PRODUCT CENTER PCL NVDR						NVDR THB1.0						575,300												257,523
						HOME REIT PLC						REIT						95,114												43,576
						HOMECO DAILY NEEDS REIT						REIT						210,256												182,996
						HOMESERVE PLC						COMMON STOCK GBP.0269231						51,629												743,411
						HON HAI PRECISION INDUSTRY						COMMON STOCK TWD10.						2,210,646												7,182,123
						HONDA MOTOR CO LTD						COMMON STOCK						275,000												6,254,047
						HONG KONG + CHINA GAS						COMMON STOCK						1,864,244												1,772,297
						HONG KONG DOLLAR						FOREIGN CURRENCY						485,572												62,213
						HONG KONG EXCHANGES + CLEAR						COMMON STOCK						205,627												8,883,776
						HONG KONG TECHNOLOGY VENTURE						COMMON STOCK						93,000												63,986
						HONG LEONG BANK BERHAD						COMMON STOCK						126,386												589,003
						HONG LEONG FINANCIAL GROUP						COMMON STOCK						65,291												275,647
						HONG SENG CONSOLIDATED BHD						COMMON STOCK						957,800												47,865
						HONGFA TECHNOLOGY CO LTD A						COMMON STOCK CNY1.0						10,640												51,154
						HONGKONG LAND HOLDINGS LTD						COMMON STOCK USD.1						197,200												904,383
						HOPE EDUCATION GROUP CO LTD						COMMON STOCK USD.00001						304,000												27,265
						HOPSON DEVELOPMENT HOLDINGS						COMMON STOCK HKD.1						151,734												149,305
						HORIBA LTD						COMMON STOCK						6,100												264,774
						HORNBACH HOLDING AG + CO KGA						COMMON STOCK						1,941												159,821
						HOSHINE SILICON INDUSTRY C A						COMMON STOCK CNY1.0						4,300												51,327
						HOSHINO RESORTS REIT INC						REIT						41												219,825
						HOSHIZAKI CORP						COMMON STOCK						17,200												602,373
						HOSIDEN CORP						COMMON STOCK						11,100												132,814
						HOTA INDUSTRIAL MFG CO LTD						COMMON STOCK TWD10.0						42,946												93,553
						HOTAI MOTOR COMPANY LTD						COMMON STOCK TWD10.						47,000												898,638
						HOTEL SHILLA CO LTD						COMMON STOCK KRW5000.0						6,450												426,599
						HOUSE FOODS GROUP INC						COMMON STOCK						10,200												213,688
						HOWDEN JOINERY GROUP PLC						COMMON STOCK GBP.1						101,942												689,357
						HOYA CORP						COMMON STOCK						62,900												6,053,384
						HOYUAN GREEN ENERGY CO LTD A						COMMON STOCK CNY1.0						3,920												59,389

68

---

						HSBC HOLDINGS PLC						COMMON STOCK USD.5						3,253,844												20,190,954
						HTC CORP						COMMON STOCK TWD10.0						122,077												221,030
						HUA HONG SEMICONDUCTOR LTD						COMMON STOCK						66,000												230,431
						HUA NAN FINANCIAL HOLDINGS C						COMMON STOCK TWD10.						1,663,153												1,214,321
						HUABAO INTERNATIONAL HOLDING						COMMON STOCK HKD.1						142,000												73,320
						HUADIAN POWER INTL CORP A						COMMON STOCK CNY1.0						54,000												45,684
						HUADONG MEDICINE CO LTD A						COMMON STOCK CNY1.0						19,000												127,942
						HUAFON CHEMICAL CO LTD A						COMMON STOCK CNY1.0						47,100												46,047
						HUAKU DEVELOPMENT CO LTD						COMMON STOCK TWD10.0						43,000												124,494
						HUALAN BIOLOGICAL ENGINEER A						COMMON STOCK CNY1.0						30,810												100,320
						HUANENG POWER INTL INC A						COMMON STOCK CNY1.0						58,515												64,067
						HUANENG POWER INTL INC H						COMMON STOCK CNY1.0						754,000												356,474
						HUANGSHAN TOURISM DEVELOP B						COMMON STOCK CNY1.						26,200												21,877
						HUATAI SECURITIES CO LTD A						COMMON STOCK CNY1.0						80,100												146,835
						HUATAI SECURITIES CO LTD H						COMMON STOCK CNY1.0						300,900												344,273
						HUAXI SECURITIES CO LTD A						COMMON STOCK CNY1.0						9,200												9,968
						HUAXIA BANK CO LTD A						COMMON STOCK CNY1.0						185,900												138,810
						HUAYU AUTOMOTIVE SYSTEMS A						COMMON STOCK CNY1.0						26,100												65,082
						HUB24 LTD						COMMON STOCK						9,282												167,075
						HUBEI XINGFA CHEMICALS GRP A						COMMON STOCK CNY1.0						11,400												47,580
						HUBER SUHNER AG REG						COMMON STOCK CHF.25						2,689												251,421
						HUDBAY MINERALS INC						COMMON STOCK						40,100												202,431
						HUFVUDSTADEN AB A SHS						COMMON STOCK SEK5.0						25,810												368,216
						HUGEL INC						COMMON STOCK KRW500.0						1,749												187,872
						HUGO BOSS AG ORD						COMMON STOCK						10,171												587,846
						HUHTAMAKI OYJ						COMMON STOCK						16,644												567,983
						HUISHAN DAIRY						COMMON STOCK						420,500												22,628
						HUIZHOU DESAY SV AUTOMOTIV A						COMMON STOCK CNY1.0						4,600												69,715
						HULIC REIT INC						REIT						239												295,963
						HUMANSOFT HOLDING CO KSC						COMMON STOCK KWD.1						15,550												179,137
						HUNDSUN TECHNOLOGIES INC A						COMMON STOCK CNY1.0						15,852												92,291
						HUSQVARNA AB B SHS						COMMON STOCK SEK2.0						76,685												541,110
						HUT 8 MINING CORP						COMMON STOCK						26,800												22,944
						HUTCHISON PORT HOLDINGS TR U						UNIT						960,500												186,000
						HUTCHISON TELECOMM HONG KONG						COMMON STOCK HKD.25						264,000												41,266
						HUTCHMED CHINA ADR						ADR						14,600												215,788
						HUYA INC ADR						ADR USD.0001						11,000												43,450
						HYAKUGO BANK LTD/THE						COMMON STOCK						37,500												104,091
						HYBE CO LTD						COMMON STOCK KRW500.0						2,302												319,436
						HYDRO ONE LTD						COMMON STOCK						56,800												1,520,452
						HYGEIA HEALTHCARE HOLDINGS C						COMMON STOCK USD.00001						57,000												408,971
						HYOSUNG ADVANCED MATERIALS C						COMMON STOCK KRW5000.0						569												151,527
						HYOSUNG CORPORATION						COMMON STOCK KRW5000.						1,753												93,329
						HYOSUNG TNC CORP						COMMON STOCK KRW5000.0						549												152,978
						HYPERA SA						COMMON STOCK						90,511												775,194
						HYPOPORT SE						COMMON STOCK						672												69,868
						HYSAN DEVELOPMENT CO						COMMON STOCK						111,173												360,371
						HYUNDAI AUTOEVER CORP						COMMON STOCK KRW500.0						892												66,689

69

---

						HYUNDAI CONSTRUCTION EQUIPME						COMMON STOCK KRW5000.0						2,466												122,177
						HYUNDAI DEPT STORE CO						COMMON STOCK KRW5000.						3,293												154,316
						HYUNDAI DOOSAN INFRACORE CO						COMMON STOCK KRW1000.0						22,188												141,517
						HYUNDAI ELECTRIC + ENERGY SY						COMMON STOCK KRW5000.0						5,155												174,400
						HYUNDAI ELEVATOR CO.						COMMON STOCK KRW5000.						6,214												140,083
						HYUNDAI ENGINEERING + CONST						COMMON STOCK KRW5000.						15,435												429,492
						HYUNDAI GF HOLDINGS						COMMON STOCK KRW500.0						12,830												68,603
						HYUNDAI GLOVIS CO LTD						COMMON STOCK KRW500.						3,609												469,279
						HYUNDAI MARINE + FIRE INS CO						COMMON STOCK KRW500.0						14,250												333,014
						HYUNDAI MIPO DOCKYARD						COMMON STOCK KRW5000.						7,098												477,710
						HYUNDAI MOBIS CO LTD						COMMON STOCK KRW5000.						11,097												1,769,080
						HYUNDAI MOTOR CO						COMMON STOCK KRW5000.						25,634												3,080,933
						HYUNDAI MOTOR CO LTD 2ND PRF						PREFERENCE						7,360												432,036
						HYUNDAI ROTEM COMPANY						COMMON STOCK KRW5000.0						5,431												121,022
						HYUNDAI STEEL CO						COMMON STOCK KRW5000.						14,560												355,416
						HYUNDAI WIA CORP						COMMON STOCK KRW5000.0						6,840												269,648
						I MAB SPONSORED ADR						ADR						52,500												219,450
						IA FINANCIAL CORP INC						COMMON STOCK						18,300												1,070,623
						IAMGOLD CORP						COMMON STOCK						81,350												208,336
						IBERDROLA SA						COMMON STOCK EUR.75						1,010,007												11,781,769
						IBF FINANCIAL HOLDINGS CO LT						COMMON STOCK TWD10.0						501,011												184,146
						IBIDEN CO LTD						COMMON STOCK						17,800												644,994
						IBSTOCK PLC						COMMON STOCK GBP.01						70,287												130,994
						ICADE						REIT						5,621												242,320
						ICHIBANYA CO LTD						COMMON STOCK						3,400												119,317
						ICHIGO INC						COMMON STOCK						46,300												99,154
						ICHIGO OFFICE REIT INVESTMEN						REIT						211												135,695
						ICL GROUP LTD						COMMON STOCK ILS1.0						116,140												837,683
						ID LOGISTICS GROUP						COMMON STOCK EUR.5						437												125,187
						IDEC CORP						COMMON STOCK						5,200												115,036
						IDEMITSU KOSAN CO LTD						COMMON STOCK						35,155												818,268
						IDOM INC						COMMON STOCK						9,800												48,891
						IDORSIA LTD						COMMON STOCK CHF.05						18,386												267,816
						IDP EDUCATION LTD						COMMON STOCK						35,350												650,678
						IFAST CORP LTD						COMMON STOCK						23,400												101,855
						IFLYTEK CO LTD A						COMMON STOCK CNY1.0						18,200												85,971
						IG GROUP HOLDINGS PLC						COMMON STOCK GBP.00005						63,222												595,063
						IGB REAL ESTATE INVESTMENT T						REIT						674,200												252,513
						IGG INC						COMMON STOCK USD.0000025						255,000												94,748
						IGM FINANCIAL INC						COMMON STOCK						15,400												429,625
						IGO LTD						COMMON STOCK						115,413												1,044,755
						IGUATEMI SA ON						COMMON STOCK						1,744												876
						IGUATEMI SA UNITS						UNIT						38,134												133,611
						IGUATEMI SA PREF						PREFERENCE						5,401												8,339
						IHH HEALTHCARE BHD						COMMON STOCK						526,200												741,382
						IHI CORP						COMMON STOCK						22,200												641,128
						IIDA GROUP HOLDINGS CO LTD						COMMON STOCK						24,500												368,346
						IINO KAIUN KAISHA LTD						COMMON STOCK						13,200												92,098

70

---

						IJM CORP BHD						COMMON STOCK						572,680												208,108
						IL DONG PHARMACEUTICAL CO LT						COMMON STOCK KRW1000.0						18,667												424,781
						ILLIMITY BANK SPA						COMMON STOCK						9,305												68,522
						ILUKA RESOURCES LTD						COMMON STOCK						77,882												499,678
						IMCD NV						COMMON STOCK EUR.16						9,539												1,358,436
						IMDEX LTD						COMMON STOCK						67,136												100,527
						IMEIK TECHNOLOGY DEVELOPME A						COMMON STOCK CNY1.0						1,800												146,706
						IMERYS SA						COMMON STOCK EUR2.0						5,806												225,919
						IMI PLC						COMMON STOCK GBP.2857						40,278												623,817
						IMMOFINANZ AG						COMMON STOCK						21,977												272,853
						IMPALA PLATINUM HOLDINGS LTD						COMMON STOCK NPV						126,515												1,584,802
						IMPAX ASSET MANAGEMENT GROUP						COMMON STOCK GBP.01						14,595												126,966
						IMPERIAL BRANDS PLC						COMMON STOCK GBP.1						155,561												3,867,177
						IMPERIAL OIL LTD						COMMON STOCK						41,140												2,002,423
						IMPLENIA AG REG						COMMON STOCK CHF1.02						2,459												100,919
						IMUGENE LTD						COMMON STOCK						812,484												77,774
						INABA DENKI SANGYO CO LTD						COMMON STOCK						8,800												179,122
						INABATA + CO LTD						COMMON STOCK						7,000												125,534
						INAGEYA CO LTD						COMMON STOCK						4,000												37,553
						INARI AMERTRON BHD						COMMON STOCK						361,200												214,345
						INCHCAPE PLC						COMMON STOCK GBP.1						67,492												662,839
						INCITEC PIVOT LTD						COMMON STOCK						315,951												794,995
						IND + COMM BK OF CHINA A						COMMON STOCK CNY1.0						862,547												538,540
						IND + COMM BK OF CHINA H						COMMON STOCK CNY1.0						9,581,160												4,934,851
						INDAH KIAT PULP + PAPER TBK						COMMON STOCK IDR1000.						531,500												297,916
						INDIVIOR PLC						COMMON STOCK USD.5						25,139												559,553
						INDOCEMENT TUNGGAL PRAKARSA						COMMON STOCK IDR500.						357,500												227,361
						INDOFOOD CBP SUKSES MAKMUR T						COMMON STOCK IDR50.0						798,500												512,382
						INDOFOOD SUKSES MAKMUR TBK P						COMMON STOCK IDR100.						705,300												304,699
						INDONESIAN RUPIAH						FOREIGN CURRENCY						287,239,530												18,451
						INDORAMA VENTURES PCL NVDR						NVDR THB1.0						275,800												323,496
						INDRA SISTEMAS SA						COMMON STOCK EUR.2						23,539												267,549
						INDUS HOLDING AG						COMMON STOCK						3,441												80,604
						INDUSTRIA DE DISENO TEXTIL						COMMON STOCK EUR.03						186,240												4,939,299
						INDUSTRIAL + INFRASTRUCTURE						REIT						315												362,358
						INDUSTRIAL BANK CO LTD A						COMMON STOCK CNY1.0						226,100												572,292
						INDUSTRIAL SECURITIES CO A						COMMON STOCK CNY1.0						72,900												60,213
						INDUSTRIAS PENOLES SAB DE CV						COMMON STOCK						23,970												294,790
						INDUSTRIVARDEN AB A SHS						COMMON STOCK SEK2.5						22,261												543,413
						INDUSTRIVARDEN AB C SHS						COMMON STOCK SEK2.5						30,377												740,197
						INDUTRADE AB						COMMON STOCK SEK1.0						43,341												882,026
						INFICON HOLDING AG REG						COMMON STOCK CHF5.0						201												175,500
						INFINEON TECHNOLOGIES AG						COMMON STOCK						221,961												6,740,208
						INFO SERVICES INTL DENTSU						COMMON STOCK						3,800												112,997
						INFOCOM CORP						COMMON STOCK						3,200												52,196
						INFOMART CORP						COMMON STOCK						33,500												90,565
						INFORMA PLC						COMMON STOCK GBP.001						241,421												1,800,953
						INFRASTRUTTURE WIRELESS ITAL						COMMON STOCK NPV						56,783												570,504

71

---

						INFRATIL LTD						COMMON STOCK						120,093												655,121
						INFRONEER HOLDINGS INC						COMMON STOCK						40,156												302,413
						ING GROEP NV						COMMON STOCK EUR.01						622,811												7,575,834
						INGENIA COMMUNITIES GROUP						REIT						61,756												186,933
						INGENIC SEMICONDUCTOR CO A						COMMON STOCK CNY1.0						4,800												48,680
						INGHAMS GROUP LTD						COMMON STOCK						55,569												107,707
						INMOBILIARIA COLONIAL SOCIMI						REIT EUR2.5						47,670												305,763
						INMODE LTD						COMMON STOCK ILS.01						8,400												299,880
						INNER MONGOLIA BAOTOU STE A						COMMON STOCK CNY1.0						378,000												104,427
						INNER MONGOLIA JUNZHENG EN A						COMMON STOCK CNY1.0						363,000												207,971
						INNER MONGOLIA YILI INDUS A						COMMON STOCK CNY1.0						66,400												295,255
						INNER MONGOLIA YITAI COAL B						COMMON STOCK CNY1.0						329,200												434,873
						INNERGEX RENEWABLE ENERGY						COMMON STOCK						22,788												272,457
						INNOLUX CORP						COMMON STOCK TWD10.0						1,452,166												521,745
						INNOVENT BIOLOGICS INC						COMMON STOCK USD.00001						198,000												849,845
						INPEX CORP						COMMON STOCK						176,200												1,870,111
						INPOST SA						COMMON STOCK EUR.01						33,965												286,204
						INR MSCI EMG MKTS CTF						COMMON TRUST FUND						2,936,701												188,812,282
						INSIGNIA FINANCIAL LTD						COMMON STOCK						111,889												253,903
						INSOURCE CO LTD						COMMON STOCK						9,600												112,580
						INSPUR ELECTRONIC INFORMAT A						COMMON STOCK CNY1.0						15,680												48,582
						INSTALCO AB						COMMON STOCK SEK.005						35,160												134,233
						INSTITUTO HERMES PARDINI SA						COMMON STOCK						5,700												22,710
						INSTONE REAL ESTATE GROUP SE						COMMON STOCK						7,947												68,425
						INSURANCE AUSTRALIA GROUP						COMMON STOCK						417,621												1,344,380
						INTACT FINANCIAL CORP						COMMON STOCK						29,700												4,272,355
						INTEGRAFIN HOLDINGS PLC						COMMON STOCK GBP.01						30,196												109,799
						INTEGRAL DIAGNOSTICS LTD						COMMON STOCK						28,677												56,962
						INTER RAO UES PJSC						COMMON STOCK RUB2.80977						5,789,000												269,625
						INTERCONTINENTAL HOTELS GROU						COMMON STOCK GBP.2085213						31,026												1,776,880
						INTERFOR CORP						COMMON STOCK						12,400												192,184
						INTERMEDIATE CAPITAL GROUP						COMMON STOCK GBP.2625						49,589												685,705
						INTERNATIONAL CSRC INVEST						COMMON STOCK TWD10.0						131,080												82,917
						INTERNATIONAL DISTRIBUTIONS						COMMON STOCK GBP.01						120,479												309,023
						INTERNATIONAL GAMES SYSTEM C						COMMON STOCK TWD10.0						16,000												225,509
						INTERNET INITIATIVE JAPAN						COMMON STOCK						17,400												322,917
						INTERPARFUMS SA						COMMON STOCK EUR3.0						3,548												211,074
						INTERPUMP GROUP SPA						COMMON STOCK EUR.52						13,830												622,284
						INTERRENT REAL ESTATE INVEST						REIT						11,551												109,120
						INTERROLL HOLDING AG REG						COMMON STOCK CHF1.0						82												209,070
						INTERSHOP HOLDING AG						COMMON STOCK CHF10.0						210												136,970
						INTERTEK GROUP PLC						COMMON STOCK GBP.01						25,798												1,252,844
						INTERVEST OFFICES + WAREHOUS						REIT						3,721												76,339
						INTESA SANPAOLO						COMMON STOCK NPV						2,647,103												5,870,598
						INTI AGRI RESOURCES TBK PT						COMMON STOCK						3,338,100												10,721
						INTL CONTAINER TERM SVCS INC						COMMON STOCK PHP1.						185,200												666,556
						INTRUM AB						COMMON STOCK SEK.02						17,549												212,533
						INVENTEC CORP						COMMON STOCK TWD10.						523,445												447,097

72

---

						INVERSIONES AGUAS METROPOL						COMMON STOCK						219,181												122,288
						INVESTEC LTD						COMMON STOCK ZAR.0002						43,698												276,082
						INVESTEC PLC						COMMON STOCK GBP.0002						119,459												734,982
						INVESTMENT AB LATOUR B SHS						COMMON STOCK						27,276												518,574
						INVESTOR AB A SHS						COMMON STOCK SEK6.25						38,686												722,387
						INVESTOR AB B SHS						COMMON STOCK SEK6.25						232,035												4,214,683
						INVINCIBLE INVESTMENT CORP						REIT						882												339,125
						INVISIO AB						COMMON STOCK SEK1.0						6,779												106,938
						INVOCARE LTD						COMMON STOCK						28,313												211,579
						INWIDO AB						COMMON STOCK SEK4.0						9,802												104,394
						IOI CORP BHD						COMMON STOCK						638,932												587,436
						ION BEAM APPLICATIONS						COMMON STOCK						3,770												62,630
						IONEER LTD						COMMON STOCK						241,844												62,218
						IP GROUP PLC						COMMON STOCK GBP.02						172,309												115,004
						IPH LTD						COMMON STOCK						42,072												246,743
						IPSEN						COMMON STOCK EUR1.0						6,439												691,848
						IPSOS						COMMON STOCK EUR.25						4,582												285,976
						IQIYI INC ADR						ADR USD.00007						146,000												773,800
						IR JAPAN HOLDINGS LTD						COMMON STOCK						1,200												16,296
						IRB BRASIL RESSEGUROS SA						COMMON STOCK						355,526												58,123
						IRESS LTD						COMMON STOCK						32,004												207,065
						IRISH RESIDENTIAL PROPERTIES						REIT EUR.1						127,289												151,319
						IRISO ELECTRONICS CO LTD						COMMON STOCK						3,900												124,965
						IRPC PCL FOREIGN						FOREIGN SH. THB1.0 A						3,539,700												308,644
						IS DONGSEO CO LTD						COMMON STOCK KRW500.0						2,363												53,024
						ISETAN MITSUKOSHI HOLDINGS L						COMMON STOCK						61,660												668,915
						ISRACARD LTD						COMMON STOCK						63,603												184,220
						ISRAEL CORP LIMITED/THE						COMMON STOCK ILS1.						714												250,847
						ISRAEL DISCOUNT BANK A						COMMON STOCK ILS.1						206,322												1,080,580
						ISS A/S						COMMON STOCK DKK1.0						27,084												570,880
						ISUZU MOTORS LTD						COMMON STOCK						99,000												1,150,134
						ITALGAS SPA						COMMON STOCK NPV						92,151												510,427
						ITAU CORPBANCA						ADR						24,273												78,402
						ITAU UNIBANCO HOLDING S PREF						PREFERENCE						889,997												4,226,847
						ITAUSA SA						PREFERENCE						952,174												1,534,081
						ITEQ CORP						COMMON STOCK TWD10.						56,119												132,467
						ITM POWER PLC						COMMON STOCK GBP.05						65,811												72,952
						ITO EN LTD						COMMON STOCK						9,000												326,619
						ITOCHU CORP						COMMON STOCK						200,500												6,235,521
						ITOCHU ENEX CO LTD						COMMON STOCK						9,400												74,333
						ITOCHU SHOKUHIN CO LTD						COMMON STOCK						1,000												37,272
						ITOCHU TECHNO SOLUTIONS CORP						COMMON STOCK						16,500												384,391
						ITOHAM YONEKYU HOLDINGS INC						COMMON STOCK						27,000												142,796
						ITURAN LOCATION AND CONTROL						COMMON STOCK ILS.333333						4,500												95,085
						ITV PLC						COMMON STOCK GBP.1						621,742												562,753
						IVANHOE MINES LTD CL A						COMMON STOCK						102,600												810,229
						IVECO GROUP NV						COMMON STOCK EUR.01						33,797												200,476
						IWATANI CORP						COMMON STOCK						9,000												391,113

73

---

						IWG PLC						COMMON STOCK						126,214												251,898
						IYOGIN HOLDINGS INC						COMMON STOCK						40,500												219,401
						IZUMI CO LTD						COMMON STOCK						6,500												146,151
						J FRONT RETAILING CO LTD						COMMON STOCK						39,600												359,289
						J OIL MILLS INC						COMMON STOCK						3,400												38,896
						JA SOLAR TECHNOLOGY CO LTD A						COMMON STOCK CNY1.0						22,680												196,112
						JAC RECRUITMENT CO LTD						COMMON STOCK						2,500												45,657
						JACCS CO LTD						COMMON STOCK						3,900												121,017
						JADWA REIT SAUDI FUND						REIT SAR10.0						13,131												45,074
						JAFCO GROUP CO LTD						COMMON STOCK						12,900												218,126
						JAFRON BIOMEDICAL CO LTD A						COMMON STOCK CNY1.0						3,990												17,777
						JAMES HARDIE INDUSTRIES CDI						CDI EUR.59						74,670												1,332,089
						JAMIESON WELLNESS INC						COMMON STOCK						7,000												181,283
						JAPAN AIRLINES CO LTD						COMMON STOCK						24,000												489,699
						JAPAN AIRPORT TERMINAL CO						COMMON STOCK						10,200												504,530
						JAPAN AVIATION ELECTRONICS						COMMON STOCK						8,500												135,803
						JAPAN DISPLAY INC						COMMON STOCK						110,600												31,468
						JAPAN ELEVATOR SERVICE HOLDI						COMMON STOCK						9,300												115,864
						JAPAN EXCELLENT INC						REIT						216												214,429
						JAPAN EXCHANGE GROUP INC						COMMON STOCK						87,700												1,260,703
						JAPAN HOTEL REIT INVESTMENT						REIT						787												460,493
						JAPAN LIFELINE CO LTD						COMMON STOCK						11,800												81,886
						JAPAN LOGISTICS FUND INC						REIT						138												327,465
						JAPAN MATERIAL CO LTD						COMMON STOCK						13,700												218,935
						JAPAN METROPOLITAN FUND INVE						REIT						1,231												973,134
						JAPAN PETROLEUM EXPLORATION						COMMON STOCK						7,500												219,055
						JAPAN POST HOLDINGS CO LTD						COMMON STOCK						234,300												1,964,726
						JAPAN POST INSURANCE CO LTD						COMMON STOCK						33,500												586,414
						JAPAN PRIME REALTY INVESTMEN						REIT						137												383,208
						JAPAN PULP + PAPER CO LTD						COMMON STOCK						1,900												73,193
						JAPAN REAL ESTATE INVESTMENT						REIT						212												923,544
						JAPAN SECURITIES FINANCE CO						COMMON STOCK						14,400												125,037
						JAPAN STEEL WORKS LTD						COMMON STOCK						10,000												197,521
						JAPAN TOBACCO INC						COMMON STOCK						202,500												4,072,687
						JAPAN WOOL TEXTILE CO LTD						COMMON STOCK						6,100												44,733
						JAPANESE YEN						FOREIGN CURRENCY						12,041,865												91,264
						JAPFA COMFEED INDONES TBK PT						COMMON STOCK IDR200.0						629,200												52,343
						JARDINE MATHESON HLDGS LTD						COMMON STOCK USD.25						36,000												1,830,520
						JARIR MARKETING CO						COMMON STOCK SAR10.0						9,973												398,071
						JASMINE INTL PCL NVDR						NVDR THB.5						1,076,200												68,289
						JASON FURNITURE HANGZHOU C A						COMMON STOCK CNY1.0						8,320												50,906
						JASTRZEBSKA SPOLKA WEGLOWA S						COMMON STOCK PLN5.						9,745												129,662
						JB FINANCIAL GROUP CO LTD						COMMON STOCK KRW5000.0						20,088												125,763
						JB HI FI LTD						COMMON STOCK						16,388												465,666
						JBS SA						COMMON STOCK						120,097												506,740
						JCDECAUX SE						COMMON STOCK						11,753												222,850
						JCET GROUP CO LTD A						COMMON STOCK CNY1.0						17,900												59,370
						JCR PHARMACEUTICALS CO LTD						COMMON STOCK						10,800												137,528

74

---

						JCU CORP						COMMON STOCK						700												16,331
						JD HEALTH INTERNATIONAL INC						COMMON STOCK USD.0000005						189,250												1,730,054
						JD SPORTS FASHION PLC						COMMON STOCK GBP.0025						436,742												663,337
						JD.COM INC CL A						COMMON STOCK USD.00002						343,719												9,697,298
						JDE PEET S NV						COMMON STOCK						12,650												364,544
						JENOPTIK AG						COMMON STOCK						9,666												263,223
						JENTECH PRECISION INDUSTRIAL						COMMON STOCK TWD10.0						12,099												148,081
						JEOL LTD						COMMON STOCK						6,400												170,987
						JERONIMO MARTINS						COMMON STOCK EUR1.						58,022												1,250,857
						JERVOIS GLOBAL LTD						COMMON STOCK						219,248												40,859
						JET2 PLC						COMMON STOCK GBP.0125						27,258												314,759
						JFE HOLDINGS INC						COMMON STOCK						43,100												497,769
						JG SUMMIT HOLDINGS INC						COMMON STOCK PHP1.						680,820												616,773
						JGC HOLDINGS CORP						COMMON STOCK						38,200												480,873
						JIANGSU EASTERN SHENGHONG A						COMMON STOCK CNY1.0						32,700												61,159
						JIANGSU EXPRESS CO LTD H						COMMON STOCK CNY1.0						310,000												283,192
						JIANGSU HENGLI HYDRAULIC C A						COMMON STOCK CNY1.0						14,208												129,098
						JIANGSU HENGRUI PHARMACEUT A						COMMON STOCK CNY1.0						72,144												399,973
						JIANGSU KING S LUCK BREWER A						COMMON STOCK CNY1.0						13,700												100,273
						JIANGSU YANGHE BREWERY A						COMMON STOCK CNY1.0						16,400												377,537
						JIANGSU YANGNONG CHEMICAL A						COMMON STOCK CNY1.0						2,900												43,317
						JIANGSU ZHONGTIAN TECHNOLO A						COMMON STOCK CNY1.0						31,200												72,400
						JIANGXI COPPER CO LTD A						COMMON STOCK CNY1.0						21,100												52,804
						JIANGXI COPPER CO LTD H						COMMON STOCK CNY1.0						284,000												419,180
						JINCHUAN GROUP INTERNATIONAL						COMMON STOCK HKD.01						534,000												38,314
						JINKE PROPERTIES GROUP CO A						COMMON STOCK CNY1.0						58,100												15,920
						JINKOSOLAR HOLDING CO ADR						ADR USD.00002						5,700												233,016
						JINS HOLDINGS INC						COMMON STOCK						2,900												100,932
						JINXIN FERTILITY GROUP LTD						COMMON STOCK USD.00001						228,000												210,620
						JIUGUI LIQUOR CO LTD A						COMMON STOCK CNY1.0						3,300												65,515
						JIUMAOJIU INTERNATIONAL HOLD						COMMON STOCK USD.0000001						124,000												331,251
						JM AB						COMMON STOCK SEK1.0						6,976												115,727
						JMDC INC						COMMON STOCK						11,100												317,761
						JOHN WOOD GROUP PLC						COMMON STOCK GBP.042857						117,547												190,152
						JOHNS LYNG GROUP LTD						COMMON STOCK						30,516												127,919
						JOHNSON ELECTRIC HOLDINGS						COMMON STOCK HKD.05						64,000												80,605
						JOHNSON MATTHEY PLC						COMMON STOCK GBP1.109245						33,042												846,353
						JOHNSON SERVICE GROUP PLC						COMMON STOCK GBP.1						75,384												87,934
						JOINTOWN PHARMACEUTICAL A						COMMON STOCK CNY1.0						12,814												24,013
						JOLLIBEE FOODS CORP						COMMON STOCK PHP1.0						139,010												574,951
						JONJEE HIGH TECH INDUSTRIA A						COMMON STOCK CNY1.0						8,700												45,957
						JOSHIN DENKI CO LTD						COMMON STOCK						2,900												42,407
						JOST WERKE SE						COMMON STOCK						2,781												155,859
						JOYFUL HONDA CO LTD						COMMON STOCK						9,600												139,449
						JOYY INC ADR						ADR USD.00001						10,400												328,536
						JSE LTD						COMMON STOCK ZAR.1						19,674												125,421
						JSR CORP						COMMON STOCK						35,000												686,105
						JTC PLC						COMMON STOCK GBP.01						22,461												202,089

75

---

						JTEKT CORP						COMMON STOCK						38,900												270,407
						JTOWER INC						COMMON STOCK						1,400												64,470
						JUDGES SCIENTIFIC PLC						ORD GBP0.05						857												86,929
						JUDO CAPITAL HOLDINGS LTD						COMMON STOCK						93,471												83,947
						JUEWEI FOOD CO LTD A						COMMON STOCK CNY1.0						6,200												54,510
						JULIUS BAER GROUP LTD						COMMON STOCK CHF.02						38,040												2,209,798
						JUMBO INTERACTIVE LTD						COMMON STOCK						7,456												70,619
						JUMBO SA						COMMON STOCK EUR.88						18,680												318,581
						JUNGHEINRICH PRFD						PREFERENCE						8,604												244,074
						JUPITER FUND MANAGEMENT						COMMON STOCK GBP.02						75,540												120,443
						JUROKU FINANCIAL GROUP INC						COMMON STOCK						4,900												106,484
						JUST EAT TAKEAWAY						COMMON STOCK EUR.04						23,640												495,285
						JUST EAT TAKEAWAY						COMMON STOCK EUR.04						6,687												141,969
						JUST GROUP PLC						COMMON STOCK GBP.1						175,825												172,594
						JUSTSYSTEMS CORP						COMMON STOCK						5,900												125,886
						JUVENTUS FOOTBALL CLUB SPA						COMMON STOCK						141,826												47,861
						JYP ENTERTAINMENT CORP						COMMON STOCK KRW500.0						3,828												206,853
						JYSKE BANK REG						COMMON STOCK DKK10.						9,982												646,987
						K S AG REG						COMMON STOCK						32,531												637,958
						K S HOLDINGS CORP						COMMON STOCK						32,800												280,370
						K WAH INTL HOLDINGS						COMMON STOCK HKD.1						222,000												77,082
						K92 MINING						COMMON STOCK						37,400												211,711
						KADOKAWA CORP						COMMON STOCK						15,600												283,613
						KAGA ELECTRONICS CO LTD						COMMON STOCK						2,900												89,745
						KAGOME CO LTD						COMMON STOCK						14,600												336,603
						KAINOS GROUP PLC						COMMON STOCK GBP.005						11,903												219,721
						KAISA GROUP HOLDINGS LTD						COMMON STOCK HKD.1						589,714												63,467
						KAJIMA CORP						COMMON STOCK						76,400												883,981
						KAKAKU.COM INC						COMMON STOCK						24,400												390,351
						KAKAO CORP						COMMON STOCK KRW100.0						48,620												2,068,963
						KAKAOBANK CORP						COMMON STOCK KRW5000.0						15,945												310,710
						KAKEN PHARMACEUTICAL CO LTD						COMMON STOCK						5,500												160,915
						KALBE FARMA TBK PT						COMMON STOCK IDR10.						6,248,500												838,943
						KAMEDA SEIKA CO LTD						COMMON STOCK						1,600												52,741
						KAMIGUMI CO LTD						COMMON STOCK						18,100												366,215
						KANAMOTO CO LTD						COMMON STOCK						5,100												87,465
						KANDENKO CO LTD						COMMON STOCK						16,900												109,608
						KANEKA CORP						COMMON STOCK						8,500												209,530
						KANEMATSU CORP						COMMON STOCK						12,800												145,206
						KANEMATSU ELECTRONICS LTD						COMMON STOCK						1,400												47,087
						KANGWON LAND INC						COMMON STOCK KRW500.0						21,760												401,224
						KANSAI ELECTRIC POWER CO INC						COMMON STOCK						121,200												1,170,213
						KANSAI PAINT CO LTD						COMMON STOCK						29,900												366,724
						KANTO DENKA KOGYO CO LTD						COMMON STOCK						6,800												47,063
						KANZHUN LTD ADR						ADR USD.0001						30,000												611,100
						KAO CORP						COMMON STOCK						79,700												3,173,390
						KAP LTD						COMMON STOCK ZAR.2						366,652												95,676
						KAPE TECHNOLOGIES PLC						COMMON STOCK						17,803												58,872

76

---

						KAPPA CREATE CO LTD						COMMON STOCK						6,200												64,645
						KARDEX HOLDING AG REG						COMMON STOCK CHF.45						669												110,342
						KAROON ENERGY LTD						COMMON STOCK						93,889												139,266
						KATAKURA INDUSTRIES CO LTD						COMMON STOCK						4,200												55,002
						KATITAS CO LTD						COMMON STOCK						8,600												196,735
						KATO SANGYO CO LTD						COMMON STOCK						4,200												111,694
						KAUFMAN + BROAD SA						COMMON STOCK EUR.26						3,215												94,125
						KAWASAKI HEAVY INDUSTRIES						COMMON STOCK						26,300												610,870
						KAWASAKI KISEN KAISHA LTD						COMMON STOCK						25,500												538,419
						KB FINANCIAL GROUP INC						COMMON STOCK KRW5000.						73,051												2,782,438
						KBC ANCORA						COMMON STOCK						6,998												315,223
						KBC GROUP NV						COMMON STOCK						44,654												2,858,540
						KCC CORP						COMMON STOCK KRW5000.						965												157,317
						KCE ELECTRONICS PCL FOREIGN						FOREIGN SH. THB.5 A						35,500												47,661
						KDDI CORP						COMMON STOCK						272,000												8,177,035
						KE HOLDINGS INC ADR						ADR USD.00002						84,800												1,183,808
						KEIHAN HOLDINGS CO LTD						COMMON STOCK						16,300												425,296
						KEIHANSHIN BUILDING CO LTD						COMMON STOCK						5,300												51,320
						KEIKYU CORP						COMMON STOCK						37,400												392,796
						KEIO CORP						COMMON STOCK						17,700												647,300
						KEISEI ELECTRIC RAILWAY CO						COMMON STOCK						23,500												668,619
						KEIYO BANK LTD/THE						COMMON STOCK						17,400												77,387
						KEIYO CO LTD						COMMON STOCK						6,600												45,010
						KELLER GROUP PLC						COMMON STOCK GBP.1						12,372												119,086
						KELSIAN GROUP LTD						COMMON STOCK						24,040												92,143
						KELT EXPLORATION LTD						COMMON STOCK						27,100												100,204
						KEMIRA OYJ						COMMON STOCK						17,329												265,702
						KENDA RUBBER INDUSTRIAL CO						COMMON STOCK TWD10.						100,880												99,417
						KENEDIX OFFICE INVESTMENT CO						REIT						148												357,826
						KENEDIX RESIDENTIAL NEXT INV						REIT						152												236,101
						KENEDIX RETAIL REIT CORP						REIT						94												180,897
						KENON HOLDINGS LTD						COMMON STOCK						4,295												141,929
						KEPCO PLANT SERVICE + ENGINE						COMMON STOCK KRW200.0						5,163												134,749
						KEPPEL CORP LTD						COMMON STOCK						263,000												1,424,754
						KEPPEL DC REIT						REIT						190,833												252,017
						KEPPEL INFRASTRUCTURE TRUST						UNIT						720,433												289,651
						KEPPEL PACIFIC OAK US REIT						REIT						140,500												64,573
						KEPPEL REIT						REIT						462,593												314,091
						KERING						COMMON STOCK EUR4.0						12,626												6,442,449
						KERRY GROUP PLC A						COMMON STOCK EUR.125						25,435												2,288,325
						KERRY LOGISTICS NETWORK LTD						COMMON STOCK HKD.5						106,659												191,864
						KERRY PROPERTIES LTD						COMMON STOCK HKD1.0						116,318												253,353
						KESKO OYJ B SHS						COMMON STOCK						44,530												982,437
						KEWPIE CORP						COMMON STOCK						18,600												336,082
						KEYENCE CORP						COMMON STOCK						33,000												12,850,623
						KEYERA CORP						COMMON STOCK						37,700												823,309
						KEYWORDS STUDIOS PLC						COMMON STOCK GBP.0001						11,981												392,812
						KFC HOLDINGS JAPAN LTD						COMMON STOCK						2,500												52,225

77

---

						KGHM POLSKA MIEDZ SA						COMMON STOCK PLN10.						25,291												734,407
						KH NEOCHEM CO LTD						COMMON STOCK						7,600												155,042
						KHON KAEN SUGAR INDUSTRY PCL						FOREIGN SH. THB.5 A						2,820,500												301,309
						KI STAR REAL ESTATE CO LTD						COMMON STOCK						1,500												51,655
						KIA CORP						COMMON STOCK KRW5000.0						45,455												2,143,892
						KIATNAKIN PHATRA BAN FOREIGN						FOREIGN SH. THB10.0 A						211,900												451,209
						KIER GROUP PLC						COMMON STOCK GBP.01						75,556												53,950
						KIKKOMAN CORP						COMMON STOCK						24,700												1,298,645
						KILLAM APARTMENT REAL ESTATE						REIT						9,100												108,868
						KIMBERLY CLARK DE MEXICO A						COMMON STOCK						262,600												445,634
						KINAXIS INC						COMMON STOCK						2,600												291,499
						KINDEN CORP						COMMON STOCK						23,400												254,907
						KINDOM DEVELOPMENT CO LTD						COMMON STOCK TWD10.0						56,100												53,278
						KINDRED GROUP PLC						SDR GBP.005						45,514												475,773
						KINEPOLIS						COMMON STOCK						2,446												101,566
						KING S TOWN BANK						COMMON STOCK TWD10.0						149,000												164,301
						KING SLIDE WORKS CO LTD						COMMON STOCK TWD10.						19,000												237,260
						KING YUAN ELECTRONICS CO LTD						COMMON STOCK TWD10.						298,000												350,789
						KINGBOARD HOLDINGS LTD						COMMON STOCK HKD.1						91,900												292,598
						KINGBOARD LAMINATES HLDG LTD						COMMON STOCK HKD.1						243,000												267,130
						KINGDEE INTERNATIONAL SFTWR						COMMON STOCK HKD.025						432,000												926,550
						KINGFISHER PLC						COMMON STOCK GBP.157143						349,806												996,108
						KINGSOFT CLOUD HOLDINGS ADR						ADR USD.001						9,300												35,619
						KINGSOFT CORP LTD						COMMON STOCK USD.0005						171,000												571,829
						KINGSPAN GROUP PLC						COMMON STOCK EUR.13						28,197												1,513,679
						KINNEVIK AB B						COMMON STOCK SEK.1						42,848												592,369
						KINROSS GOLD CORP						COMMON STOCK						211,729												862,574
						KINSUS INTERCONNECT TECH						COMMON STOCK TWD10.						82,180												279,032
						KINTETSU GROUP HOLDINGS CO L						COMMON STOCK						28,000												923,131
						KINTOR PHARMACEUTICAL LTD						COMMON STOCK USD.0001						181,500												229,057
						KION GROUP AG						COMMON STOCK						12,266												349,944
						KIRIN HOLDINGS CO LTD						COMMON STOCK						141,600												2,157,759
						KISOJI CO LTD						COMMON STOCK						4,100												65,090
						KISSEI PHARMACEUTICAL CO LTD						COMMON STOCK						2,400												46,863
						KITZ CORP						COMMON STOCK						12,000												71,652
						KIWI PROPERTY GROUP LTD						COMMON STOCK						485,861												279,546
						KIWOOM SECURITIES CO LTD						COMMON STOCK KRW5000.						3,027												203,214
						KIYO BANK LTD/THE						COMMON STOCK						11,800												139,717
						KLABIN SA UNIT						UNIT						120,369												455,182
						KLEPIERRE						REIT EUR1.4						30,769												709,574
						KLOECKNER + CO SE						COMMON STOCK						13,410												132,142
						KMW CO LTD						COMMON STOCK KRW500.						5,895												124,824
						KNIGHT THERAPEUTICS INC						COMMON STOCK						21,100												80,666
						KNORR BREMSE AG						COMMON STOCK						12,329												671,702
						KNOW IT AB						COMMON STOCK SEK1.0						4,403												86,013
						KOA CORP						COMMON STOCK						4,500												63,434
						KOBAYASHI PHARMACEUTICAL CO						COMMON STOCK						9,000												615,787
						KOBE BUSSAN CO LTD						COMMON STOCK						23,100												663,237

78

---

						KOBE STEEL LTD						COMMON STOCK						55,000												267,098
						KOEI TECMO HOLDINGS CO LTD						COMMON STOCK						19,760												354,241
						KOH YOUNG TECHNOLOGY INC						COMMON STOCK KRW100.0						15,785												160,657
						KOHNAN SHOJI CO LTD						COMMON STOCK						4,500												116,614
						KOITO MANUFACTURING CO LTD						COMMON STOCK						35,400												524,493
						KOJAMO OYJ						COMMON STOCK NPV						20,855												308,055
						KOKUYO CO LTD						COMMON STOCK						14,400												202,783
						KOLMAR KOREA CO LTD						COMMON STOCK KRW500.0						3,526												119,718
						KOLON INDUSTRIES INC						COMMON STOCK KRW5000.						3,950												129,508
						KOMATSU LTD						COMMON STOCK						147,700												3,187,256
						KOMAX HOLDING AG REG						COMMON STOCK CHF.1						670												187,007
						KOMEDA HOLDINGS CO LTD						COMMON STOCK						8,400												158,186
						KOMERCNI BANKA AS						COMMON STOCK CZK100.0						17,054												493,565
						KOMERI CO LTD						COMMON STOCK						5,500												113,351
						KOMIPHARM INTERNATIONAL CO						COMMON STOCK KRW100.						11,540												64,209
						KONAMI GROUP CORP						COMMON STOCK						15,700												710,103
						KONE OYJ B						COMMON STOCK						58,331												3,012,304
						KONECRANES OYJ						COMMON STOCK EUR.5						10,877												335,158
						KONGSBERG GRUPPEN ASA						COMMON STOCK NOK1.25						16,625												701,703
						KONICA MINOLTA INC						COMMON STOCK						87,700												347,277
						KONINKLIJKE AHOLD DELHAIZE N						COMMON STOCK EUR.01						171,900												4,924,589
						KONINKLIJKE BAM GROEP NV						COMMON STOCK EUR.1						57,555												133,515
						KONINKLIJKE DSM NV						COMMON STOCK EUR1.5						30,442												3,720,895
						KONINKLIJKE KPN NV						COMMON STOCK EUR.04						611,318												1,885,740
						KONINKLIJKE PHILIPS NV						COMMON STOCK EUR.2						166,088												2,485,402
						KONISHI CO LTD						COMMON STOCK						4,800												60,490
						KONKA GROUP CO LTD B						COMMON STOCK CNY1.						212,300												52,497
						KONOIKE TRANSPORT CO LTD						COMMON STOCK						4,600												55,538
						KONTRON AG						COMMON STOCK						8,083												131,705
						KOREA AEROSPACE INDUSTRIES						COMMON STOCK KRW5000.						12,785												517,691
						KOREA ELECTRIC POWER CORP						COMMON STOCK KRW5000.						46,460												804,290
						KOREA PETRO CHEMICAL IND						COMMON STOCK KRW5000.0						910												124,422
						KOREA SHIPBUILDING + OFFSHOR						COMMON STOCK KRW5000.0						6,758												380,275
						KOREA ZINC CO LTD						COMMON STOCK KRW5000.						1,910												856,899
						KOREAN AIR LINES CO LTD						COMMON STOCK KRW5000.						31,460												575,573
						KOREAN REINSURANCE CO						COMMON STOCK KRW500.						27,810												150,114
						KORIAN						COMMON STOCK EUR5.0						11,655												126,338
						KORNIT DIGITAL LTD						COMMON STOCK ILS.01						6,300												144,711
						KOSE CORP						COMMON STOCK						5,700												615,928
						KOTOBUKI SPIRITS CO LTD						COMMON STOCK						3,600												209,046
						KRAFTON INC						COMMON STOCK KRW100.0						3,696												496,539
						KRONES AG						COMMON STOCK						2,548												285,493
						KRUK SA						COMMON STOCK PLN1.0						3,374												238,279
						KRUNG THAI BANK PUB CO FOREI						FOREIGN SH. THB5.15 A						831,250												424,805
						KT+G CORP						COMMON STOCK KRW5000.						16,652												1,204,077
						KUAISHOU TECHNOLOGY						COMMON STOCK USD.0000053						295,400												2,689,084
						KUALA LUMPUR KEPONG BHD						COMMON STOCK						100,830												511,577
						KUANG CHI TECHNOLOGIES CO A						COMMON STOCK CNY1.0						21,900												53,635

79

---

						KUBOTA CORP						COMMON STOCK						172,300												2,360,808
						KUEHNE NAGEL INTL AG REG						COMMON STOCK CHF1.0						9,178												2,131,551
						KUMAGAI GUMI CO LTD						COMMON STOCK						7,300												144,820
						KUMBA IRON ORE LTD						COMMON STOCK ZAR.0001						10,541												304,986
						KUMHO PETROCHEMICAL CO LTD						COMMON STOCK KRW5000.0						3,811												382,166
						KUMHO TIRE CO INC						COMMON STOCK KRW5000.0						63,100												139,579
						KUMIAI CHEMICAL INDUSTRY CO						COMMON STOCK						18,700												127,236
						KUNLUN ENERGY CO LTD						COMMON STOCK HKD.01						660,000												471,009
						KURA SUSHI INC						COMMON STOCK						2,800												63,648
						KURARAY CO LTD						COMMON STOCK						54,300												431,703
						KUREHA CORP						COMMON STOCK						3,100												187,021
						KURITA WATER INDUSTRIES LTD						COMMON STOCK						16,600												685,423
						KUSURI NO AOKI HOLDINGS CO L						COMMON STOCK						3,000												174,575
						KUWAIT FINANCE HOUSE						COMMON STOCK KWD.0001						866,239												2,337,750
						KUWAIT INTERNATIONAL BANK						COMMON STOCK KWD.1						99,908												64,062
						KUWAIT PROJECTS HOLDING						COMMON STOCK KWD.1						387,244												142,141
						KUWAITI DINAR						FOREIGN CURRENCY						6,560												21,435
						KWEICHOW MOUTAI CO LTD A						COMMON STOCK CNY1.0						12,380												3,063,497
						KWG GROUP HOLDINGS LTD						COMMON STOCK HKD.1						287,500												68,514
						KWS SAAT SE + CO KGAA						COMMON STOCK EUR3.0						1,963												134,288
						KYB CORP						COMMON STOCK						3,100												79,251
						KYOCERA CORP						COMMON STOCK						54,200												2,690,363
						KYOKUTO KAIHATSU KOGYO CO						COMMON STOCK						5,100												55,761
						KYORIN PHARMACEUTICAL CO LTD						COMMON STOCK						7,100												91,917
						KYORITSU MAINTENANCE CO LTD						COMMON STOCK						6,400												285,325
						KYOWA KIRIN CO LTD						COMMON STOCK						44,637												1,021,350
						KYUDENKO CORP						COMMON STOCK						7,200												176,705
						KYUSHU ELECTRIC POWER CO INC						COMMON STOCK						69,000												387,096
						KYUSHU FINANCIAL GROUP INC						COMMON STOCK						59,800												204,170
						KYUSHU RAILWAY COMPANY						COMMON STOCK						22,600												499,432
						L OREAL						COMMON STOCK EUR.2						40,701												14,557,544
						L+F CO LTD						COMMON STOCK KRW500.0						3,609												500,659
						LA FRANCAISE DES JEUX SAEM						COMMON STOCK						15,835												634,271
						LABRADOR IRON ORE ROYALTY CO						COMMON STOCK						9,700												240,397
						LAGARDERE SA						COMMON STOCK EUR6.1						2,206												47,210
						LAKE RESOURCES NL						COMMON STOCK						195,207												105,643
						LAMDA DEVELOPMENT SA						COMMON STOCK EUR.3						12,132												75,745
						LANCASHIRE HOLDINGS LTD						COMMON STOCK USD.5						41,404												321,763
						LAND + HOUSES PUB NVDR						NVDR THB1.0						1,320,200												376,539
						LAND MARK OPTOELECTRONICS						COMMON STOCK TWD10.0						10,000												34,458
						LAND SECURITIES GROUP PLC						REIT GBP.1066667						120,264												899,964
						LANDIS GYR GROUP AG						COMMON STOCK CHF10.0						3,729												262,901
						LANXESS AG						COMMON STOCK						14,120												568,123
						LAR ESPANA REAL ESTATE SOCIM						REIT EUR2.0						10,899												49,145
						LARGAN PRECISION CO LTD						COMMON STOCK TWD10.						18,799												1,246,752
						LARGO INC						COMMON STOCK						6,040												32,720
						LASALLE LOGIPORT REIT						REIT						301												365,179
						LASERTEC CORP						COMMON STOCK						12,700												2,098,229

80

---

						LASSONDE INDS INC CLASS A						COMMON STOCK						500												41,064
						LAURENTIAN BANK OF CANADA						COMMON STOCK						7,400												176,405
						LAWSON INC						COMMON STOCK						8,800												335,430
						LB GROUP CO LTD A						COMMON STOCK CNY1.0						24,200												65,886
						LEARNING TECHNOLOGIES GROUP						COMMON STOCK						80,678												112,013
						LEE + MAN PAPER MANUFACTURIN						COMMON STOCK HKD.025						346,000												152,498
						LEEJAM SPORTS CO JSC						COMMON STOCK SAR10.0						3,548												79,306
						LEENO INDUSTRIAL INC						COMMON STOCK KRW500.0						1,684												208,980
						LEG IMMOBILIEN SE						COMMON STOCK						12,035												781,933
						LEGAL + GENERAL GROUP PLC						COMMON STOCK GBP.025						980,731												2,947,129
						LEGEND BIOTECH CORP ADR						ADR						13,100												653,952
						LEGOCHEM BIOSCIENCES INC						COMMON STOCK KRW500.0						2,818												96,462
						LEGRAND SA						COMMON STOCK EUR4.0						45,724												3,670,574
						LEM HOLDING SA REG						COMMON STOCK CHF.5						35												67,899
						LENDLEASE GLOBAL COMMERCIAL						REIT						282,200												148,427
						LENDLEASE GROUP						STAPLED SECURITY						111,717												593,207
						LENOVO GROUP LTD						COMMON STOCK						1,338,000												1,098,864
						LENS TECHNOLOGY CO LTD A						COMMON STOCK CNY1.0						35,600												53,947
						LENZING AG						COMMON STOCK						2,398												140,530
						LEO LITHIUM LTD						COMMON STOCK						135,187												44,371
						LEONARDO SPA						COMMON STOCK EUR4.4						73,436												631,699
						LEONTEQ AG						COMMON STOCK CHF1.0						215												10,201
						LEOPALACE21 CORP						COMMON STOCK						44,700												97,558
						LEPU MEDICAL TECHNOLOGY A						COMMON STOCK CNY1.0						19,400												64,013
						LEROY SEAFOOD GROUP ASA						COMMON STOCK NOK1.0						73,447												411,321
						LEXINFINTECH HOLDINGS L ADR						ADR						17,100												32,490
						LF CORP						COMMON STOCK KRW5000.0						7,999												101,000
						LG CHEM LTD						COMMON STOCK KRW5000.						7,918												3,787,738
						LG CHEM LTD PREFERENCE						PREFERENCE						1,732												382,589
						LG CORP						COMMON STOCK KRW5000.						16,399												1,018,460
						LG DISPLAY CO LTD						COMMON STOCK KRW5000.						41,960												416,661
						LG ELECTRONICS INC						COMMON STOCK KRW5000.						19,698												1,359,640
						LG ENERGY SOLUTION						COMMON STOCK KRW500.0						3,553												1,231,076
						LG H+H						COMMON STOCK KRW5000.0						1,576												906,834
						LG INNOTEK CO LTD						COMMON STOCK KRW5000.0						3,489												705,125
						LG UPLUS CORP						COMMON STOCK KRW5000.0						39,514												346,509
						LI AUTO INC CLASS A						COMMON STOCK USD.0001						185,600												1,826,287
						LI NING CO LTD						COMMON STOCK HKD.1						379,541												3,294,563
						LIEN HWA INDUSTRIAL HOLDINGS						COMMON STOCK TWD10.0						164,593												267,015
						LIFCO AB B SHS						COMMON STOCK SEK.2						42,925												715,555
						LIFE CORP						COMMON STOCK						3,900												77,597
						LIFE HEALTHCARE GROUP HOLDIN						COMMON STOCK ZAR.00000001						265,666												263,558
						LIFESTYLE COMMUNITIES LTD						COMMON STOCK						15,933												205,758
						LIFETECH SCIENTIFIC CORP						COMMON STOCK USD.00000125						628,000												207,591
						LIGHT SA						COMMON STOCK						60,000												51,197
						LIGHTSPEED COMMERCE INC						COMMON STOCK						39,400												562,670
						LINAMAR CORP						COMMON STOCK						8,400												380,029
						LINDAB INTERNATIONAL AB						COMMON STOCK SEK1.0						8,554												104,996

81

---

						LINEA DIRECTA ASEGURADORA SA						COMMON STOCK						115,099												126,770
						LINGYI ITECH GUANGDONG CO A						COMMON STOCK CNY1.0						62,100												40,570
						LINK ADMINISTRATION HOLDINGS						COMMON STOCK						86,746												116,077
						LINK REIT						REIT						359,188												2,636,977
						LINTEC CORP						COMMON STOCK						7,700												124,196
						LION CORP						COMMON STOCK						37,900												434,812
						LION ELECTRIC CO/THE						COMMON STOCK NPV						13,900												31,186
						LIONTOWN RESOURCES LTD						COMMON STOCK						277,369												247,837
						LIONTRUST ASSET MANAGEMENT						COMMON STOCK GBP.01						10,406												139,816
						LISI						COMMON STOCK EUR.4						3,238												67,222
						LITALICO INC						COMMON STOCK						3,000												52,445
						LITE ON TECHNOLOGY CORP						COMMON STOCK TWD10.						381,229												791,025
						LITHIUM AMERICAS CORP						COMMON STOCK						18,000												341,016
						LIXIL CORP						COMMON STOCK						45,200												685,145
						LLOYDS BANKING GROUP PLC						COMMON STOCK GBP.1						11,845,211												6,472,046
						LOBLAW COMPANIES LTD						COMMON STOCK						28,296												2,500,164
						LOCALIZA RENT A CAR						COMMON STOCK						119,486												1,203,351
						LOCALIZA RENT A CAR SA						RIGHT						522												1,064
						LOG COMMERCIAL PROPERTIES E						COMMON STOCK						5,193												15,855
						LOGITECH INTERNATIONAL REG						COMMON STOCK CHF.25						29,276												1,815,999
						LOJAS RENNER S.A.						COMMON STOCK						184,012												693,159
						LONDON STOCK EXCHANGE GROUP						COMMON STOCK GBP.06918605						55,705												4,782,401
						LONDONMETRIC PROPERTY PLC						REIT GBP.1						150,258												311,189
						LONG CHEN PAPER + PACKAGING						COMMON STOCK TWD10.0						530,073												281,867
						LONGFOR GROUP HOLDINGS LTD						COMMON STOCK HKD.1						328,000												1,021,198
						LONGI GREEN ENERGY TECHNOL A						COMMON STOCK CNY1.0						76,972												468,137
						LONKING HOLDINGS LTD						COMMON STOCK HKD.1						281,000												49,324
						LONZA GROUP AG REG						COMMON STOCK CHF1.0						12,657												6,225,792
						LOOMIS AB						COMMON STOCK SEK5.0						16,415												450,315
						LOTES CO LTD						COMMON STOCK TWD10.0						12,000												322,245
						LOTTE CHEMICAL CORP						COMMON STOCK KRW5000.0						3,089												432,979
						LOTTE CHEMICAL CORP						RIGHT						617												17,322
						LOTTE CONFECTIONERY CO LTD						COMMON STOCK KRW500.0						605												58,738
						LOTTE ENERGY MATERIALS CORP						COMMON STOCK KRW500.0						3,779												156,391
						LOTTE FINE CHEMICAL CO LTD						COMMON STOCK KRW5000.0						6,024												271,582
						LOTTE SHOPPING CO						COMMON STOCK KRW5000.0						2,026												144,728
						LOTTERY CORP LTD/THE						COMMON STOCK						349,143												1,059,905
						LOVISA HOLDINGS LTD						COMMON STOCK						10,690												167,244
						LPP SA						COMMON STOCK PLN2.						246												598,811
						LS CORP						COMMON STOCK KRW5000.0						5,495												304,773
						LS ELECTRIC CO LTD						COMMON STOCK KRW5000.0						5,053												226,808
						LUFAX HOLDING LTD ADR						ADR USD.00001						102,300												198,462
						LUK FOOK HOLDINGS INTL LTD						COMMON STOCK HKD.1						63,000												187,266
						LUKOIL PJSC						COMMON STOCK RUB.025						75,783												4,227,757
						LUNDBERGS AB B SHS						COMMON STOCK						14,876												635,058
						LUNDIN GOLD INC						COMMON STOCK						12,400												121,076
						LUNDIN MINING CORP						COMMON STOCK						112,800												691,810
						LUNG YEN LIFE SERVICE CORP						COMMON STOCK TWD10.						37,000												46,997

82

---

						LUXSHARE PRECISION INDUSTR A						COMMON STOCK CNY1.0						75,658												345,800
						LUYE PHARMA GROUP LTD						COMMON STOCK USD.02						323,500												151,700
						LUZHOU LAOJIAO CO LTD A						COMMON STOCK CNY1.0						15,900												510,947
						LVMH MOET HENNESSY LOUIS VUI						COMMON STOCK EUR.3						45,810												33,178,960
						LX HOLDINGS CORP						COMMON STOCK KRW1000.0						7,952												53,327
						LX INTERNATIONAL CORP						COMMON STOCK KRW5000.0						9,695												258,290
						LX SEMICON CO LTD						COMMON STOCK KRW500.0						1,935												110,936
						LXI REIT PLC						REIT						215,950												292,250
						LYNAS RARE EARTHS LTD						COMMON STOCK						152,464												805,444
						M DIAS BRANCO SA						COMMON STOCK						23,600												160,759
						M+A CAPITAL PARTNERS CO LTD						COMMON STOCK						2,900												101,156
						M+G PLC						COMMON STOCK GBP.05						443,888												1,003,924
						M3 INC						COMMON STOCK						74,400												2,015,911
						M6 METROPOLE TELEVISION						COMMON STOCK EUR.4						4,317												70,649
						MA FINANCIAL GROUP LTD						COMMON STOCK						15,136												46,562
						MAAS GROUP HOLDINGS LTD						COMMON STOCK						14,180												25,556
						MABANEE CO KPSC						COMMON STOCK KWD.1						105,302												291,016
						MABUCHI MOTOR CO LTD						COMMON STOCK						8,700												246,046
						MACNICA HOLDINGS INC						COMMON STOCK						8,000												188,420
						MACQUARIE GROUP LTD						COMMON STOCK						57,258												6,474,450
						MACRONIX INTERNATIONAL CO						COMMON STOCK TWD10.0						340,681												373,818
						MAEDA KOSEN CO LTD						COMMON STOCK						3,000												70,548
						MAG SILVER CORP						COMMON STOCK						14,400												224,776
						MAGAZINE LUIZA SA						COMMON STOCK						487,064												250,495
						MAGELLAN FINANCIAL GROU CW27						MAGELLAN FINANCIAL GROU CW27						2,686												410
						MAGELLAN FINANCIAL GROUP LTD						COMMON STOCK						21,501												130,145
						MAGNA INTERNATIONAL INC						COMMON STOCK						48,212												2,706,376
						MAGNET FORENSICS INC						COMMON STOCK						7,200												197,410
						MAGNIT PJSC						COMMON STOCK RUB.01						15,308												914,601
						MAGYAR TELEKOM TELECOMMUNICA						COMMON STOCK HUF100.0						81,594												73,537
						MAHARAH HUMAN RESOURCES CO						COMMON STOCK SAR10.0						3,117												42,716
						MAHINDRA + MAHINDRA SPON GDR						GDR						30,062												452,433
						MAIRE TECNIMONT SPA						COMMON STOCK						26,444												87,546
						MAISONS DU MONDE SA						COMMON STOCK EUR3.24						801												10,082
						MAJOR CINEPLEX GROUP FOREIGN						FOREIGN SH. THB1.0 A						94,200												49,500
						MAKALOT INDUSTRIAL CO LTD						COMMON STOCK TWD10.						39,508												299,351
						MAKINO MILLING MACHINE CO						COMMON STOCK						4,000												129,974
						MAKITA CORP						COMMON STOCK						37,800												880,313
						MALAYAN BANKING BHD						COMMON STOCK						707,312												1,394,760
						MALAYSIA AIRPORTS HLDGS BHD						COMMON STOCK						191,300												284,548
						MALAYSIAN PACIFIC INDUSTRIES						COMMON STOCK						5,000												32,696
						MALAYSIAN RESOURCES CORP BHD						COMMON STOCK						1,549,227												103,831
						MALAYSIAN RINGGIT						FOREIGN CURRENCY						77,043												17,490
						MAN GROUP PLC/JERSEY						COMMON STOCK USD.03428571						241,587												621,137
						MAN WAH HOLDINGS LTD						COMMON STOCK HKD.4						301,200												299,851
						MANDOM CORP						COMMON STOCK						7,200												79,857
						MANGO EXCELLENT MEDIA CO L A						COMMON STOCK CNY1.0						27,400												118,370
						MANI INC						COMMON STOCK						12,900												197,583

83

---

						MANILA ELECTRIC COMPANY						COMMON STOCK PHP10.						28,800												154,117
						MANITOU BF						COMMON STOCK EUR1.0						1,610												42,594
						MANULIFE FINANCIAL CORP						COMMON STOCK						328,091												5,847,742
						MANULIFE US REAL ESTATE INV						REIT						230,493												69,215
						MAOYAN ENTERTAINMENT						COMMON STOCK USD.00002						77,600												89,581
						MAPLE LEAF FOODS INC						COMMON STOCK						14,900												268,870
						MAPLETREE INDUSTRIAL TRUST						REIT						336,831												557,933
						MAPLETREE LOGISTICS TRUST						REIT						514,741												610,860
						MAPLETREE PAN ASIA COM TRUST						REIT						427,864												533,234
						MARCOPOLO SA PREF						PREFERENCE						33,600												18,164
						MARFRIG GLOBAL FOODS SA						COMMON STOCK						82,800												126,834
						MARIELLA BURANI SPA						COMMON STOCK EUR.52						4,399												0
						MARKS + SPENCER GROUP PLC						COMMON STOCK GBP.01						334,661												493,863
						MARLOWE PLC						COMMON STOCK GBP.5						13,775												77,881
						MARR SPA						COMMON STOCK EUR.5						6,036												73,438
						MARSHALLS PLC						COMMON STOCK GBP.25						34,155												112,658
						MARTINREA INTERNATIONAL INC						COMMON STOCK						15,300												127,147
						MARUBENI CORP						COMMON STOCK						266,100												3,024,684
						MARUHA NICHIRO CORP						COMMON STOCK						8,400												159,765
						MARUI GROUP CO LTD						COMMON STOCK						26,800												442,855
						MARUICHI STEEL TUBE LTD						COMMON STOCK						9,500												192,865
						MARUWA CO LTD						COMMON STOCK						1,500												175,616
						MARUZEN SHOWA UNYU CO LTD						COMMON STOCK						3,300												75,885
						MATAS A/S						COMMON STOCK DKK2.5						6,243												62,391
						MATRIX IT LTD						COMMON STOCK ILS1.0						6,050												126,264
						MATSUI SECURITIES CO LTD						COMMON STOCK						23,400												139,000
						MATSUKIYOCOCOKARA + CO						COMMON STOCK						17,900												895,173
						MATSUYAFOODS HOLDINGS CO LTD						COMMON STOCK						900												26,888
						MAVERIX METALS INC						COMMON STOCK						8,600												40,114
						MAX CO LTD						COMMON STOCK						4,500												66,483
						MAXELL LTD						COMMON STOCK						12,100												123,578
						MAXEON SOLAR TECHNOLOGIE						COMMON STOCK						20,000												321,200
						MAXIS BHD						COMMON STOCK						360,600												314,450
						MAXSCEND MICROELECTRONICS A						COMMON STOCK CNY1.0						5,100												83,943
						MAYNE PHARMA GROUP LTD						COMMON STOCK						234,071												31,555
						MAZDA MOTOR CORP						COMMON STOCK						97,400												732,315
						MBANK SA						COMMON STOCK PLN4.0						3,212												216,907
						MBB SE						COMMON STOCK						353												34,591
						MCDONALD S HOLDINGS CO JAPAN						COMMON STOCK						13,500												510,919
						MCJ CO LTD						COMMON STOCK						12,000												86,014
						MCMILLAN SHAKESPEARE LTD						COMMON STOCK						12,087												110,181
						MCPHY ENERGY SA						COMMON STOCK EUR.12						3,562												46,335
						MDA LTD						COMMON STOCK						5,600												26,451
						MEBUKI FINANCIAL GROUP INC						COMMON STOCK						166,400												421,157
						MEDACTA GROUP SA						COMMON STOCK CHF.1						1,184												132,331
						MEDARTIS HOLDING AG						COMMON STOCK CHF.2						699												61,822
						MEDIA NUSANTARA CITRA TBK PT						COMMON STOCK IDR100.						3,647,500												173,394
						MEDIASET ESPANA COMUNICACION						COMMON STOCK EUR.5						27,952												98,862

84

---

						MEDIATEK INC						COMMON STOCK TWD10.						256,165												5,203,243
						MEDIBANK PRIVATE LTD						COMMON STOCK						422,600												839,295
						MEDICLINIC INTERNATIONAL PLC						COMMON STOCK GBP.1						69,588												415,401
						MEDIGEN VACCINE BIOLOGICS						COMMON STOCK TWD10.0						16,310												36,615
						MEDIOBANCA SPA						COMMON STOCK NPV						104,942												1,006,202
						MEDIOS AG						COMMON STOCK						2,128												39,745
						MEDIPAL HOLDINGS CORP						COMMON STOCK						31,000												406,326
						MEDLEY INC						COMMON STOCK						12,900												383,974
						MEDMIX AG						COMMON STOCK CHF.01						3,203												61,080
						MEDPACTO INC						COMMON STOCK KRW500.0						1,901												33,869
						MEDY TOX INC						COMMON STOCK KRW500.						1,975												200,837
						MEG ENERGY CORP						COMMON STOCK						46,800												651,079
						MEGA FINANCIAL HOLDING CO LT						COMMON STOCK TWD10.						2,160,045												2,132,219
						MEGA LIFESCIENCES PCL FOREIG						FOREIGN SH. THB.5 A						74,400												100,424
						MEGACHIPS CORP						COMMON STOCK						2,700												49,697
						MEGAPORT LTD						COMMON STOCK						23,907												102,019
						MEGAWORLD CORP						COMMON STOCK PHP1.0						3,879,000												139,653
						MEGMILK SNOW BRAND CO LTD						COMMON STOCK						9,400												128,278
						MEIDENSHA CORP						COMMON STOCK						6,100												86,416
						MEIJI HOLDINGS CO LTD						COMMON STOCK						20,600												1,052,169
						MEIKO ELECTRONICS CO LTD						COMMON STOCK						3,200												58,285
						MEINIAN ONEHEALTH HEALTHCA A						COMMON STOCK CNY1.0						40,800												35,990
						MEITEC CORP						COMMON STOCK						13,500												242,467
						MEITU INC						COMMON STOCK USD.00001						288,500												50,640
						MEITUAN CLASS B						COMMON STOCK USD.00001						716,100												16,028,632
						MEKO AB						COMMON STOCK SEK2.5						15,073												162,771
						MELCO HOLDINGS INC						COMMON STOCK						1,000												22,885
						MELCO INTERNATIONAL DEVELOP.						COMMON STOCK						121,000												131,155
						MELCO RESORTS + ENTERT ADR						ADR USD.01						32,148												369,702
						MELEXIS NV						COMMON STOCK						3,610												313,415
						MELIA HOTELS INTERNATIONAL						COMMON STOCK EUR.2						20,405												99,696
						MELISRON						COMMON STOCK ILS1.0						3,261												232,555
						MELROSE INDUSTRIES PLC						COMMON STOCK GBP.07619048						746,514												1,207,544
						MENICON CO LTD						COMMON STOCK						10,400												218,842
						MERCARI INC						COMMON STOCK						17,400												355,654
						MERCEDES BENZ GROUP AG						COMMON STOCK NPV						135,545												8,868,351
						MERCIALYS						REIT EUR1.0						14,328												149,840
						MERCK KGAA						COMMON STOCK						21,967												4,241,416
						MERCURIES + ASSOCIATES HOLDI						COMMON STOCK TWD10.0						68,475												33,743
						MERCURY NZ LTD						COMMON STOCK						190,272												668,952
						MERDEKA COPPER GOLD TBK PT						COMMON STOCK IDR20.0						2,265,942												599,814
						MERIDA INDUSTRY CO LTD						COMMON STOCK TWD10.						35,000												190,085
						MERIDIAN ENERGY LTD						COMMON STOCK						303,366												998,781
						MERITZ FIRE + MARINE INSURAN						COMMON STOCK KRW500.0						12,808												506,908
						MERITZ SECURITIES CO LTD						COMMON STOCK KRW1000.0						84,619												421,945
						MERLIN PROPERTIES SOCIMI SA						REIT EUR1.0						64,164												600,903
						MERRY ELECTRONICS CO LTD						COMMON STOCK TWD10.0						29,058												75,297
						MERSEN						COMMON STOCK EUR2.0						2,861												115,643

85

---

						MESOBLAST LTD						COMMON STOCK						95,781												55,806
						METALL ZUG AG SHS B REG						COMMON STOCK CHF25.0						33												68,650
						METALLURGICAL CORP OF CHIN A						COMMON STOCK CNY1.0						194,300												88,743
						METALURGICA GERDAU SA PREF						PREFERENCE						137,159												335,847
						METAWATER CO LTD						COMMON STOCK						4,000												48,802
						METCASH LTD						COMMON STOCK						180,700												487,444
						METHANEX CORP						COMMON STOCK						12,000												453,980
						METRO AG						COMMON STOCK						11,267												109,725
						METRO INC/CN						COMMON STOCK						41,278												2,283,931
						METRO PACIFIC INVESTMENTS CO						COMMON STOCK PHP1.0						2,267,600												138,922
						METROPOLITAN BANK + TRUST						COMMON STOCK PHP20.						420,165												407,148
						METSA BOARD OYJ B						COMMON STOCK EUR1.7						30,433												284,470
						METSO OUTOTEC OYJ						COMMON STOCK						106,782												1,098,365
						MEXICAN PESO (NEW)						FOREIGN CURRENCY						1,652,440												84,796
						MEYER BURGER TECHNOLOGY AG						COMMON STOCK CHF.05						490,540												285,309
						MFE MEDIAFOREUROPE NV CL A						COMMON STOCK						53,585												20,668
						MFE MEDIAFOREUROPE NV CL B						COMMON STOCK EUR.6						53,585												32,111
						MGM CHINA HOLDINGS LTD						COMMON STOCK HKD1.0						160,400												176,739
						MICHELIN (CGDE)						COMMON STOCK EUR.5						115,868												3,212,298
						MICRO FOCUS INTERNATIONAL						COMMON STOCK GBP.1						57,431												365,469
						MICRO STAR INTERNATIONAL CO						COMMON STOCK TWD10.0						149,000												578,907
						MICROBIO CO LTD						COMMON STOCK TWD10.0						61,384												124,021
						MICRONICS JAPAN CO LTD						COMMON STOCK						3,200												31,560
						MICROPORT SCIENTIFIC CORP						COMMON STOCK USD.00001						123,603												325,440
						MIDDLE EAST HEALTHCARE CO						COMMON STOCK SAR10.0						6,244												42,286
						MILBON CO LTD						COMMON STOCK						4,200												180,407
						MILLICOM INTL CELLULAR SDR						SDR USD1.5						15,015												190,142
						MIMASU SEMICONDUCTOR INDUST						COMMON STOCK						4,400												77,023
						MINCOR RESOURCES NL						COMMON STOCK						61,427												62,610
						MINEBEA MITSUMI INC						COMMON STOCK						62,500												933,005
						MINERAL RESOURCES LTD						COMMON STOCK						28,741												1,505,888
						MING YANG SMART ENERGY GRO A						COMMON STOCK CNY1.0						19,600												71,258
						MING YUAN CLOUD GROUP HOLDIN						COMMON STOCK HKD.0001						100,000												89,943
						MINOR INTERNATIONAL PCL NVDR						NVDR THB1.0						451,966												420,952
						MINTH GROUP LTD						COMMON STOCK HKD.1						132,000												357,696
						MINTO APARTMENT REAL ESTATE						REIT NPV						3,300												34,219
						MIPS AB						COMMON STOCK SEK.1						4,424												183,455
						MIQUEL Y COSTAS						COMMON STOCK EUR2.0						4,505												56,253
						MIRAI CORP						REIT						291												99,344
						MIRAIT ONE CORP						COMMON STOCK						13,700												157,712
						MIRVAC GROUP						REIT						616,578												889,656
						MISC BHD						COMMON STOCK						173,340												295,231
						MISUMI GROUP INC						COMMON STOCK						47,900												1,044,388
						MITAC HOLDINGS CORP						COMMON STOCK TWD10.0						280,964												269,568
						MITANI SEKISAN CO LTD						COMMON STOCK						1,700												53,689
						MITCHELLS + BUTLERS PLC						COMMON STOCK GBP.0854167						46,035												76,392
						MITIE GROUP PLC						COMMON STOCK GBP.025						181,827												163,263
						MITRA ADIPERKASA TBK PT						COMMON STOCK IDR50.0						616,900												57,366

86

---

						MITSUBISHI CHEMICAL GROUP CO						COMMON STOCK						215,300												1,106,428
						MITSUBISHI CORP						COMMON STOCK						213,000												6,854,099
						MITSUBISHI ELECTRIC CORP						COMMON STOCK						308,000												3,032,629
						MITSUBISHI ESTATE CO LTD						COMMON STOCK						150,000												1,930,733
						MITSUBISHI ESTATE LOGISTICS						REIT						75												239,064
						MITSUBISHI GAS CHEMICAL CO						COMMON STOCK						29,100												397,839
						MITSUBISHI HC CAPITAL INC						COMMON STOCK						109,740												537,722
						MITSUBISHI HEAVY INDUSTRIES						COMMON STOCK						54,100												2,129,474
						MITSUBISHI LOGISTICS CORP						COMMON STOCK						9,400												215,144
						MITSUBISHI MATERIALS CORP						COMMON STOCK						18,900												295,956
						MITSUBISHI MOTORS CORP						COMMON STOCK						112,900												432,276
						MITSUBISHI PENCIL CO LTD						COMMON STOCK						9,500												103,072
						MITSUBISHI RESEARCH INSTITUT						COMMON STOCK						1,400												51,769
						MITSUBISHI SHOKUHIN CO LTD						COMMON STOCK						3,200												75,139
						MITSUBISHI UFJ FINANCIAL GRO						COMMON STOCK						1,851,400												12,422,865
						MITSUBOSHI BELTING LTD						COMMON STOCK						4,000												103,612
						MITSUI + CO LTD						COMMON STOCK						235,800												6,819,790
						MITSUI CHEMICALS INC						COMMON STOCK						31,100												693,687
						MITSUI DM SUGAR HOLDINGS CO						COMMON STOCK						2,800												42,447
						MITSUI FUDOSAN CO LTD						COMMON STOCK						154,800												2,812,921
						MITSUI FUDOSAN LOGISTICS PAR						REIT						87												317,122
						MITSUI HIGH TEC INC						COMMON STOCK						6,300												292,510
						MITSUI MINING + SMELTING CO						COMMON STOCK						9,900												230,840
						MITSUI OSK LINES LTD						COMMON STOCK						56,100												1,398,368
						MITSUI SOKO HOLDINGS CO LTD						COMMON STOCK						3,700												100,050
						MITSUUROKO HOLDINGS CO LTD						COMMON STOCK						6,300												53,939
						MIURA CO LTD						COMMON STOCK						14,800												336,571
						MIVNE REAL ESTATE KD LTD						COMMON STOCK ILS1.0						139,948												444,216
						MIXI INC						COMMON STOCK						7,400												137,349
						MIZRAHI TEFAHOT BANK LTD						COMMON STOCK ILS.1						27,932												901,645
						MIZUHO FINANCIAL GROUP INC						COMMON STOCK						331,050												4,653,970
						MIZUHO LEASING CO LTD						COMMON STOCK						4,500												113,029
						MIZUNO CORP						COMMON STOCK						2,900												61,761
						MLP SE						COMMON STOCK						11,283												61,900
						MMC NORILSK NICKEL PJSC ADR						DEPOSITORY RECEIPT						96,021												289,983
						MMC NORILSK NICKEL PJSC ADR						ADR						23,534												212,041
						MMG LTD						COMMON STOCK						508,000												130,174
						MOBILE TELECOMMUNICATIONS CO						COMMON STOCK KWD.1						366,963												675,814
						MOBILE TELECOMMUNICATIONS CO						COMMON STOCK SAR10.						74,588												199,669
						MOBILE TELESYSTEMS PUBLIC JO						ADR						104,957												577,264
						MOBILEZONE HOLDING AG REG						COMMON STOCK CHF.01						6,850												113,290
						MOBIMO HOLDING AG REG						COMMON STOCK CHF3.4						1,122												285,354
						MOCHIDA PHARMACEUTICAL CO						COMMON STOCK						4,400												115,678
						MODEC INC						COMMON STOCK						3,400												34,729
						MODERN TIMES GROUP B SHS						COMMON STOCK SEK5.0						20,754												177,956
						MOL HUNGARIAN OIL AND GAS PL						COMMON STOCK HUF125.0						63,462												440,657
						MOMENTUM METROPOLITAN HOLDIN						COMMON STOCK ZAR.000001						245,998												248,673
						MOMO.COM INC						COMMON STOCK TWD10.0						9,360												195,320

87

---

						MONADELPHOUS GROUP LTD						COMMON STOCK						16,513												149,462
						MONCLER SPA						COMMON STOCK NPV						33,731												1,781,970
						MONDI PLC						COMMON STOCK EUR.2						68,316												1,154,437
						MONDI PLC						COMMON STOCK EUR.2						9,721												166,254
						MONEX GROUP INC						COMMON STOCK						29,900												92,596
						MONEY FORWARD INC						COMMON STOCK						7,200												221,843
						MONEYSUPERMARKET.COM						COMMON STOCK GBP.0002						92,099												213,006
						MONOGATARI CORP						COMMON STOCK						1,000												49,552
						MONOTARO CO LTD						COMMON STOCK						42,200												593,562
						MONTAGE TECHNOLOGY CO LTD A						COMMON STOCK CNY1.0						7,588												68,346
						MONTANA AEROSPACE AG						COMMON STOCK						2,791												43,359
						MONTEA NV						REIT						1,919												137,219
						MOONPIG GROUP PLC						COMMON STOCK GBP.1						26,070												34,682
						MORGAN ADVANCED MATERIALS PL						COMMON STOCK GBP.25						48,470												183,481
						MORGAN SINDALL GROUP PLC						COMMON STOCK GBP.05						6,674												122,116
						MORGUARD CORP						COMMON STOCK						900												74,699
						MORGUARD NORTH AMERICAN RESI						REIT						3,300												39,455
						MORI HILLS REIT INVESTMENT C						REIT						290												344,970
						MORI TRUST HOTEL REIT INC						REIT						55												56,243
						MORI TRUST REIT INC						REIT						177												196,667
						MORINAGA + CO LTD						COMMON STOCK						7,000												208,073
						MORINAGA MILK INDUSTRY CO						COMMON STOCK						6,300												238,385
						MORITA HOLDINGS CORP						COMMON STOCK						2,600												22,870
						MOROCCAN DIRHAM						FOREIGN CURRENCY						19,943												1,907
						MORPHOSYS AG						COMMON STOCK						5,729												80,711
						MOS FOOD SERVICES INC						COMMON STOCK						4,400												101,814
						MOSCOW EXCHANGE MICEX RTS PJ						COMMON STOCK RUB1.0						223,970												291,192
						MOSENERGO PJSC						COMMON STOCK RUB1.0						1,837,000												43,924
						MOTOR OIL (HELLAS) SA						COMMON STOCK EUR.75						11,407												265,639
						MOTUS HOLDINGS LTD						COMMON STOCK						35,255												229,328
						MOUWASAT MEDICAL SERVICES CO						COMMON STOCK SAR10.0						8,311												462,214
						MOWI ASA						COMMON STOCK NOK7.5						81,028												1,375,815
						MR PRICE GROUP LTD						COMMON STOCK ZAR.00025						44,296												413,776
						MRV ENGENHARIA						COMMON STOCK						71,984												104,031
						MS+AD INSURANCE GROUP HOLDIN						COMMON STOCK						75,100												2,390,808
						MSCI EAFE MAR23						IFUS 20230317						11,550												(401,196)
						MSCI EMGMKT MAR23						IFUS 20230317						10,100												(263,375)
						MTN GROUP LTD						COMMON STOCK ZAR.0001						311,996												2,334,240
						MTR CORP						COMMON STOCK						261,243												1,384,044
						MTU AERO ENGINES AG						COMMON STOCK						8,563												1,847,838
						MTY FOOD GROUP INC						COMMON STOCK						3,700												155,843
						MUANGTHAI CAPITAL PCL FOREIG						FOREIGN SH. THB1.0 A						165,500												181,579
						MUANGTHAI CAPITAL PCL NVDR						NVDR THB1.0						147,400												161,780
						MUENCHENER RUECKVER AG REG						COMMON STOCK						23,718												7,689,180
						MULLEN GROUP LTD						COMMON STOCK						16,200												173,962
						MULTICHOICE GROUP LTD						COMMON STOCK						82,639												569,415
						MULTIPLAN EMPREENDIMENTOS						COMMON STOCK						56,700												235,441
						MULTIPLY GROUP						COMMON STOCK						1,132,232												1,430,454

88

---

						MUNTERS GROUP AB						COMMON STOCK SEK.03						21,817												216,107
						MURATA MANUFACTURING CO LTD						COMMON STOCK						96,900												4,835,430
						MUSASHI SEIMITSU INDUSTRY CO						COMMON STOCK						7,700												90,024
						MUSASHINO BANK LTD/THE						COMMON STOCK						4,600												72,067
						MUYUAN FOODS CO LTD A						COMMON STOCK CNY1.0						56,406												394,439
						MY EG SERVICES BHD						COMMON STOCK						688,570												135,545
						MYCRONIC AB						COMMON STOCK						14,255												268,382
						MYTILINEOS S.A.						COMMON STOCK EUR.97						15,940												345,343
						NABTESCO CORP						COMMON STOCK						19,100												486,838
						NACHI FUJIKOSHI CORP						COMMON STOCK						2,100												57,105
						NAGAILEBEN CO LTD						COMMON STOCK						4,300												65,030
						NAGARRO SE						COMMON STOCK						1,468												173,359
						NAGASE + CO LTD						COMMON STOCK						17,500												262,609
						NAGAWA CO LTD						COMMON STOCK						1,200												67,533
						NAGOYA RAILROAD CO LTD						COMMON STOCK						32,200												529,177
						NAJRAN CEMENT CO						COMMON STOCK SAR10.0						14,129												45,342
						NAKANISHI INC						COMMON STOCK						12,100												234,351
						NAMCHOW HOLDINGS CO LTD						COMMON STOCK TWD10.0						77,000												113,904
						NAN KANG RUBBER TIRE CO LTD						COMMON STOCK TWD10.						71,000												77,073
						NAN YA PLASTICS CORP						COMMON STOCK TWD10.0						940,986												2,172,721
						NAN YA PRINTED CIRCUIT BOARD						COMMON STOCK TWD10.						39,988												294,884
						NANJING KING FRIEND BIOCHE A						COMMON STOCK CNY1.0						6,810												17,624
						NANKAI ELECTRIC RAILWAY CO						COMMON STOCK						17,200												370,826
						NANOFILM TECHNOLOGIES INTERN						COMMON STOCK						44,800												46,507
						NANOSONICS LTD						COMMON STOCK						47,088												136,743
						NANOXPLORE INC						COMMON STOCK						29,800												57,183
						NANTEX INDUSTRY CO LTD						COMMON STOCK TWD10.						28,000												33,740
						NANTO BANK LTD/THE						COMMON STOCK						5,200												100,935
						NANYA TECHNOLOGY CORP						COMMON STOCK TWD10.						225,000												374,507
						NARI TECHNOLOGY CO LTD A						COMMON STOCK CNY1.0						55,152												192,884
						NASPERS LTD N SHS						COMMON STOCK ZAR.02						36,811												6,110,301
						NATIONAL AGRICULTURE DEVELOP						COMMON STOCK						8,447												45,899
						NATIONAL AUSTRALIA BANK LTD						COMMON STOCK						526,556												10,627,882
						NATIONAL BANK OF CANADA						COMMON STOCK						57,070												3,842,574
						NATIONAL BANK OF GREECE						COMMON STOCK EUR1.0						94,188												376,656
						NATIONAL BANK OF KUWAIT						COMMON STOCK KWD.1						1,216,926												4,293,341
						NATIONAL EXPRESS GROUP PLC						COMMON STOCK GBP.05						86,419												135,254
						NATIONAL GAS + INDUSTRIALIZA						COMMON STOCK SAR10.						6,233												85,915
						NATIONAL GRID PLC						COMMON STOCK GBP.1243129						532,642												6,365,750
						NATIONAL INDUSTRIALIZATION C						COMMON STOCK SAR10.0						55,594												182,848
						NATIONAL INDUSTRIES GRP HOLD						COMMON STOCK KWD.1						278,064												197,797
						NATIONAL MEDICAL CARE CO						COMMON STOCK SAR10.0						3,728												73,310
						NATIONAL REAL ESTATE CO						COMMON STOCK KWD.1						168,025												68,834
						NATIONAL STORAGE REIT						REIT						184,770												289,419
						NATURA +CO HOLDING SA						COMMON STOCK						137,541												298,189
						NATURECELL CO LTD						COMMON STOCK KRW500.0						8,348												101,825
						NATURGY ENERGY GROUP SA						COMMON STOCK EUR1.0						9,757												253,144
						NATWEST GROUP PLC						COMMON STOCK GBP1.0769						905,722												2,876,721

89

---

						NAURA TECHNOLOGY GROUP CO A						COMMON STOCK CNY1.0						5,000												162,116
						NAVER CORP						COMMON STOCK KRW100.0						21,007												2,983,599
						NAVIGATOR CO SA/THE						COMMON STOCK NPV						38,458												141,693
						NCC AB B SHS						COMMON STOCK SEK8.0						17,681												165,561
						NCC GROUP PLC						COMMON STOCK GBP.01						47,865												115,328
						NCSOFT CORP						COMMON STOCK KRW500.0						3,156												1,128,512
						NEC CORP						COMMON STOCK						41,800												1,454,661
						NEC NETWORKS + SYSTEM INTEGR						COMMON STOCK						12,300												152,629
						NEDBANK GROUP LTD						COMMON STOCK ZAR1.0						85,770												1,071,583
						NEIGHBOURLY PHARMACY INC						COMMON STOCK						4,800												82,861
						NEINOR HOMES SA						COMMON STOCK EUR9.211						9,826												85,782
						NEL ASA						COMMON STOCK NOK.2						190,405												268,117
						NEMAK SAB DE CV						COMMON STOCK						240,234												68,542
						NEMETSCHEK SE						COMMON STOCK						10,352												527,158
						NEOBO FASTIGHETER AB						COMMON STOCK SEK1.5						16,971												31,843
						NEOEN SA						COMMON STOCK						6,404												256,816
						NEPES CORP						COMMON STOCK KRW500.0						2,939												36,804
						NEPI ROCKCASTLE N.V.						COMMON STOCK						82,025												496,874
						NESTE OYJ						COMMON STOCK						72,592												3,342,857
						NESTLE (MALAYSIA) BERHAD						COMMON STOCK						10,800												343,215
						NESTLE SA REG						COMMON STOCK CHF.1						457,148												52,762,573
						NET ONE SYSTEMS CO LTD						COMMON STOCK						15,800												408,514
						NETCARE LTD						COMMON STOCK ZAR.01						226,837												193,308
						NETCOMPANY GROUP AS						COMMON STOCK DKK1.0						4,776												201,003
						NETDRAGON WEBSOFT HOLDINGS L						COMMON STOCK USD.01						42,500												91,263
						NETEASE INC						COMMON STOCK USD.0001						336,200												4,932,114
						NETLINK NBN TRUST						UNIT						528,400												326,452
						NETMARBLE CORP						COMMON STOCK KRW100.0						4,680												225,516
						NETWEALTH GROUP LTD						COMMON STOCK						18,579												152,163
						NETWORK INTERNATIONAL HOLDIN						COMMON STOCK GBP.1						77,962												277,831
						NEW CHINA LIFE INSURANCE C A						COMMON STOCK CNY1.0						22,700												98,251
						NEW CHINA LIFE INSURANCE C H						COMMON STOCK CNY1.0						144,500												353,615
						NEW GOLD INC						COMMON STOCK						119,800												117,594
						NEW HOPE CORP LTD						COMMON STOCK						77,524												333,269
						NEW HOPE LIUHE CO LTD A						COMMON STOCK CNY1.0						34,958												64,739
						NEW ISRAELI SHEQEL						FOREIGN CURRENCY						1,041,322												295,117
						NEW ORIENTAL EDUCATION + TEC						COMMON STOCK USD.001						267,000												974,958
						NEW PACIFIC METALS CORP						COMMON STOCK						102,700												227,388
						NEW TAIWAN DOLLAR						FOREIGN CURRENCY						5,645,066												183,666
						NEW WAVE GROUP AB B SHS						COMMON STOCK SEK3.0						7,098												141,184
						NEW WORLD DEVELOPMENT						COMMON STOCK						243,964												687,667
						NEW ZEALAND DOLLAR						FOREIGN CURRENCY						75,839												47,965
						NEWCREST MINING LTD						COMMON STOCK						140,846												1,955,891
						NEWCREST MINING LTD						COMMON STOCK						10,139												141,727
						NEXANS SA						COMMON STOCK EUR1.0						2,964												268,287
						NEXGEN ENERGY LTD						COMMON STOCK						68,400												302,385
						NEXI SPA						COMMON STOCK						74,250												583,706
						NEXITY						COMMON STOCK EUR5.0						7,187												199,720

90

---

						NEXON CO LTD						COMMON STOCK						82,100												1,821,582
						NEXT FIFTEEN COMMUNICATIONS						COMMON STOCK GBP.025						13,996												166,686
						NEXT PLC						COMMON STOCK GBP.1						21,359												1,496,375
						NEXTAGE CO LTD						COMMON STOCK						6,400												122,824
						NEXTDC LTD						COMMON STOCK						77,332												476,448
						NEXTEER AUTOMOTIVE GROUP LTD						COMMON STOCK HKD.1						159,000												104,099
						NFI GROUP INC						COMMON STOCK						11,000												77,287
						NGK INSULATORS LTD						COMMON STOCK						37,100												470,631
						NH FOODS LTD						COMMON STOCK						14,000												388,730
						NHK SPRING CO LTD						COMMON STOCK						32,700												207,052
						NHN CORP						COMMON STOCK KRW500.0						10,752												213,208
						NHN KCP CORP						COMMON STOCK KRW500.0						3,860												41,321
						NIB HOLDINGS LTD						COMMON STOCK						83,810												436,944
						NIBE INDUSTRIER AB B SHS						COMMON STOCK SEK.03906						256,271												2,399,925
						NICE INFORMATION SERVICE CO						COMMON STOCK KRW500.0						5,676												55,126
						NICE LTD						COMMON STOCK ILS1.0						8,269												1,593,572
						NICE LTD SPON ADR						ADR						2,740												526,902
						NICHI IKO PHARMACEUTICAL CO						COMMON STOCK						9,000												5,659
						NICHIAS CORP						COMMON STOCK						10,600												189,677
						NICHICON CORP						COMMON STOCK						7,900												72,439
						NICHIDEN CORP						COMMON STOCK						3,200												41,723
						NICHIHA CORP						COMMON STOCK						4,500												89,448
						NICHIREI CORP						COMMON STOCK						21,000												456,382
						NICK SCALI LTD						COMMON STOCK						11,659												84,010
						NICKEL INDUSTRIES LTD						COMMON STOCK						170,359												111,857
						NIDEC CORP						COMMON STOCK						75,400												3,905,623
						NIEN MADE ENTERPRISE CO LTD						COMMON STOCK TWD10.0						32,000												306,454
						NIFCO INC						COMMON STOCK						14,800												342,970
						NIHON KOHDEN CORP						COMMON STOCK						14,300												347,054
						NIHON M+A CENTER HOLDINGS IN						COMMON STOCK						51,000												629,218
						NIHON PARKERIZING CO LTD						COMMON STOCK						13,400												94,179
						NIKKISO CO LTD						COMMON STOCK						8,800												63,107
						NIKKON HOLDINGS CO LTD						COMMON STOCK						9,800												172,780
						NIKON CORP						COMMON STOCK						50,800												448,055
						NILFISK HOLDING A/S						COMMON STOCK DKK20.0						3,949												82,570
						NINE DRAGONS PAPER HOLDINGS						COMMON STOCK HKD.1						336,000												306,513
						NINE ENTERTAINMENT CO HOLDIN						COMMON STOCK						189,715												236,400
						NINESTAR CORP A						COMMON STOCK CNY1.0						11,700												86,937
						NINETY ONE LTD						COMMON STOCK						27,857												61,968
						NINETY ONE PLC						COMMON STOCK						44,961												100,568
						NINGBO TUOPU GROUP CO LTD A						COMMON STOCK CNY1.0						11,100												93,576
						NINGXIA BAOFENG ENERGY GRO A						COMMON STOCK CNY1.0						62,100												107,697
						NINTENDO CO LTD						COMMON STOCK						189,000												7,872,201
						NIO INC ADR						ADR USD.00025						229,300												2,235,675
						NIPPN CORP						COMMON STOCK						8,600												105,191
						NIPPON ACCOMMODATIONS FUND						REIT						80												365,565
						NIPPON BUILDING FUND INC						REIT						250												1,110,469
						NIPPON CARBON CO LTD						COMMON STOCK						1,600												50,681

91

---

						NIPPON CERAMIC CO LTD						COMMON STOCK						3,800												67,943
						NIPPON DENSETSU KOGYO CO LTD						COMMON STOCK						6,200												72,914
						NIPPON ELECTRIC GLASS CO LTD						COMMON STOCK						13,400												237,975
						NIPPON EXPRESS HOLDINGS INC						COMMON STOCK						12,400												703,361
						NIPPON GAS CO LTD						COMMON STOCK						19,800												310,077
						NIPPON KANZAI CO LTD						COMMON STOCK						3,100												59,128
						NIPPON KAYAKU CO LTD						COMMON STOCK						23,800												203,582
						NIPPON LIGHT METAL HOLDINGS						COMMON STOCK						9,370												106,517
						NIPPON PAINT HOLDINGS CO LTD						COMMON STOCK						140,100												1,102,655
						NIPPON PAPER INDUSTRIES CO L						COMMON STOCK						17,500												129,294
						NIPPON REIT INVESTMENT CORP						REIT						83												217,694
						NIPPON ROAD CO LTD						COMMON STOCK						1,100												49,004
						NIPPON SANSO HOLDINGS CORP						COMMON STOCK						25,600												366,769
						NIPPON SHINYAKU CO LTD						COMMON STOCK						8,300												470,368
						NIPPON SHOKUBAI CO LTD						COMMON STOCK						4,600												182,652
						NIPPON SIGNAL COMPANY LTD						COMMON STOCK						8,200												64,059
						NIPPON SODA CO LTD						COMMON STOCK						4,300												140,230
						NIPPON STEEL CORP						COMMON STOCK						103,782												1,797,289
						NIPPON STEEL TRADING CORP						COMMON STOCK						2,500												175,135
						NIPPON TELEGRAPH + TELEPHONE						COMMON STOCK						177,400												5,036,663
						NIPPON TELEVISION HOLDINGS						COMMON STOCK						8,900												70,271
						NIPPON YUSEN KK						COMMON STOCK						82,200												1,936,941
						NIPRO CORP						COMMON STOCK						28,300												220,118
						NISHI NIPPON FINANCIAL HOLDI						COMMON STOCK						20,600												149,919
						NISHI NIPPON RAILROAD CO LTD						COMMON STOCK						10,800												201,345
						NISHIMATSU CONSTRUCTION CO						COMMON STOCK						5,600												165,395
						NISHIMATSUYA CHAIN CO LTD						COMMON STOCK						7,700												90,440
						NISHIO HOLDINGS CO LTD						COMMON STOCK						3,100												72,799
						NISSAN CHEMICAL CORP						COMMON STOCK						20,800												910,692
						NISSAN MOTOR CO LTD						COMMON STOCK						391,800												1,226,112
						NISSAN SHATAI CO LTD						COMMON STOCK						13,200												82,510
						NISSHA CO LTD						COMMON STOCK						8,600												119,220
						NISSHIN OILLIO GROUP LTD/THE						COMMON STOCK						4,300												106,637
						NISSHIN SEIFUN GROUP INC						COMMON STOCK						33,400												416,484
						NISSHINBO HOLDINGS INC						COMMON STOCK						23,100												169,006
						NISSIN ELECTRIC CO LTD						COMMON STOCK						8,200												77,850
						NISSIN FOODS HOLDINGS CO LTD						COMMON STOCK						11,200												882,017
						NISSUI CORP						COMMON STOCK						57,500												239,183
						NITERRA CO LTD						COMMON STOCK						28,500												523,064
						NITORI HOLDINGS CO LTD						COMMON STOCK NPV						13,800												1,780,190
						NITTA CORP						COMMON STOCK						3,700												78,176
						NITTO BOSEKI CO LTD						COMMON STOCK						4,000												57,033
						NITTO DENKO CORP						COMMON STOCK						23,900												1,367,490
						NITTO KOGYO CORP						COMMON STOCK						4,300												76,536
						NKT A/S						COMMON STOCK DKK20.0						7,370												415,271
						NN GROUP NV						COMMON STOCK EUR.12						40,944												1,667,208
						NOAH HOLDINGS LTD SPON ADS						ADR USD.0005						4,600												71,300
						NOBIA AB						COMMON STOCK SEK.33						6,670												13,643

92

---

						NOBLE CORP PLC						COMMON STOCK						5,751												215,157
						NOEVIR HOLDING CO						COMMON STOCK						2,600												114,060
						NOF CORP						COMMON STOCK						11,500												455,963
						NOHMI BOSAI LTD						COMMON STOCK						4,000												47,614
						NOJIMA CORP						COMMON STOCK						10,400												112,446
						NOK CORP						COMMON STOCK						5,500												48,363
						NOKIA OYJ						COMMON STOCK						820,747												3,802,117
						NOKIA OYJ						COMMON STOCK NPV						149,550												691,087
						NOKIAN RENKAAT OYJ						COMMON STOCK						19,619												201,265
						NOLATO AB B SHS						COMMON STOCK SEK.5						36,810												193,871
						NOMURA CO LTD						COMMON STOCK						17,400												126,431
						NOMURA HOLDINGS INC						COMMON STOCK						384,500												1,423,494
						NOMURA REAL ESTATE HOLDINGS						COMMON STOCK						21,000												446,554
						NOMURA REAL ESTATE MASTER FU						REIT						689												851,084
						NOMURA RESEARCH INSTITUTE LT						COMMON STOCK						58,000												1,371,437
						NONGFU SPRING CO LTD H						COMMON STOCK CNY.1						295,600												1,670,217
						NONGSHIM CO LTD						COMMON STOCK KRW5000.						854												241,521
						NORDEA BANK ABP						COMMON STOCK EUR1.0						8,192												87,579
						NORDEA BANK ABP						COMMON STOCK EUR1.0						518,961												5,558,219
						NORDEX SE						COMMON STOCK						21,181												298,340
						NORDIC SEMICONDUCTOR ASA						COMMON STOCK NOK.01						24,908												414,892
						NORDNET AB PUBL						COMMON STOCK SEK.005						19,008												276,808
						NORITAKE CO LTD						COMMON STOCK						1,500												45,369
						NORITSU KOKI CO LTD						COMMON STOCK						3,100												55,476
						NORITZ CORP						COMMON STOCK						4,700												50,969
						NORMA GROUP SE						COMMON STOCK						5,711												103,589
						NORSK HYDRO ASA						COMMON STOCK NOK1.098						251,460												1,872,952
						NORTH PACIFIC BANK LTD						COMMON STOCK						44,000												84,854
						NORTH WEST CO INC/THE						COMMON STOCK						9,100												238,892
						NORTHAM PLATINUM HOLDINGS LT						COMMON STOCK						59,881												658,744
						NORTHERN REGION CEMENT CO						COMMON STOCK						14,960												42,913
						NORTHERN STAR RESOURCES LTD						COMMON STOCK						197,023												1,437,007
						NORTHLAND POWER INC						COMMON STOCK						38,200												1,046,803
						NORTHWEST HEALTHCARE PROPERT						REIT						18,100												126,905
						NORWEGIAN KRONE						FOREIGN CURRENCY						2,378												241
						NOS SGPS						COMMON STOCK EUR.01						64,686												261,035
						NOVA LTD						COMMON STOCK						4,380												354,521
						NOVAGOLD RESOURCES INC						COMMON STOCK						45,000												268,682
						NOVARTIS AG REG						COMMON STOCK CHF.5						363,167												32,876,587
						NOVATEK MICROELECTRONICS COR						COMMON STOCK TWD10.						109,822												1,126,320
						NOVATEK PJSC SPONS GDR REG S						GDR						16,274												1,147,317
						NOVO NORDISK A/S B						COMMON STOCK DKK.2						275,672												37,213,213
						NOVOLIPETSK STEEL PJSC						COMMON STOCK RUB1.0						221,560												356,924
						NOVONIX LTD						COMMON STOCK						44,945												44,691
						NOVOZYMES A/S B SHARES						COMMON STOCK DKK2.0						35,719												1,808,424
						NRW HOLDINGS LTD						COMMON STOCK						73,875												140,464
						NS SOLUTIONS CORP						COMMON STOCK						5,500												131,924
						NSD CO LTD						COMMON STOCK						13,400												229,836

93

---

						NSI NV						REIT EUR3.68						1,208												29,971
						NSK LTD						COMMON STOCK						60,500												317,954
						NTN CORP						COMMON STOCK						90,400												178,710
						NTT DATA CORP						COMMON STOCK						105,900												1,549,933
						NTT UD REIT INVESTMENT CORP						REIT						242												251,438
						NUFARM LTD						COMMON STOCK						49,973												206,484
						NUTRIEN LTD						COMMON STOCK						89,276												6,513,106
						NUVEI CORP SUBORDINATE VTG						COMMON STOCK						11,300												286,972
						NUVISTA ENERGY LTD						COMMON STOCK						30,500												280,926
						NUVOTON TECHNOLOGY CORP						COMMON STOCK TWD10.						70,000												261,605
						NWS HOLDINGS LTD						COMMON STOCK HKD1.0						275,371												238,151
						NYFOSA AB						COMMON STOCK SEK.5						33,919												263,309
						OBARA GROUP INC						COMMON STOCK						2,600												70,920
						OBAYASHI CORP						COMMON STOCK						111,800												840,715
						OBI PHARMA INC						COMMON STOCK TWD10.0						44,921												100,326
						OBIC BUSINESS CONSULTANTS						COMMON STOCK						5,100												165,938
						OBIC CO LTD						COMMON STOCK						12,000												1,764,614
						OBJECTIVE CORPORATION LTD						COMMON STOCK						3,990												35,458
						OC OERLIKON CORP AG REG						COMMON STOCK CHF1.0						34,648												227,920
						OCADO GROUP PLC						COMMON STOCK GBP.02						83,003												621,487
						OCEANAGOLD CORP						COMMON STOCK						118,900												226,401
						OCI CO LTD						COMMON STOCK KRW5000.						3,630												234,353
						OCI NV						COMMON STOCK EUR.02						15,131												538,328
						ODAKYU ELECTRIC RAILWAY CO						COMMON STOCK						50,700												657,285
						ODONTOPREV S.A.						COMMON STOCK						65,463												111,874
						OESTERREICHISCHE POST AG						COMMON STOCK						6,014												188,313
						OFILM GROUP CO LTD A						COMMON STOCK CNY1.0						29,500												19,951
						OGAKI KYORITSU BANK LTD/THE						COMMON STOCK						6,000												85,003
						OHB SE						COMMON STOCK						891												30,657
						OHSHO FOOD SERVICE CORP						COMMON STOCK						3,000												135,417
						OIL REFINERIES LTD						COMMON STOCK ILS1.0						280,836												97,976
						OILES CORP						COMMON STOCK						4,200												46,234
						OISIX RA DAICHI INC						COMMON STOCK						3,800												63,804
						OJI HOLDINGS CORP						COMMON STOCK						138,100												555,655
						OKAMOTO INDUSTRIES INC						COMMON STOCK						1,800												50,238
						OKAMURA CORP						COMMON STOCK						9,500												101,385
						OKASAN SECURITIES GROUP INC						COMMON STOCK						12,000												34,576
						OKI ELECTRIC INDUSTRY CO LTD						COMMON STOCK						14,800												79,728
						OKINAWA CELLULAR TELEPHONE						COMMON STOCK						4,000												87,877
						OKINAWA ELECTRIC POWER CO						COMMON STOCK						7,808												59,599
						OKINAWA FINANCIAL GROUP INC						COMMON STOCK						4,700												82,837
						OKUMA CORP						COMMON STOCK						4,700												165,284
						OKUMURA CORP						COMMON STOCK						4,400												98,977
						OLAM GROUP LTD						COMMON STOCK						126,700												138,036
						OLD MUTUAL LTD						COMMON STOCK						879,827												537,493
						OLYMPUS CORP						COMMON STOCK						208,900												3,672,724
						OMEGA ENERGIA SA						COMMON STOCK						7,724												13,995
						OMNI BRIDGEWAY LTD						COMMON STOCK						46,871												114,627

94

---

						OMRON CORP						COMMON STOCK						31,300												1,518,452
						OMV AG						COMMON STOCK						26,382												1,358,195
						ONE REIT INC						REIT						37												70,296
						ONENESS BIOTECH CO LTD						COMMON STOCK TWD10.0						39,000												311,302
						ONEX CORPORATION						COMMON STOCK						12,555												604,979
						ONO PHARMACEUTICAL CO LTD						COMMON STOCK						62,400												1,451,905
						ONTEX GROUP NV						COMMON STOCK						11,774												78,387
						OOH MEDIA LTD						COMMON STOCK						96,496												84,007
						OPAP SA						COMMON STOCK EUR.3						36,748												518,871
						OPEN DOOR INC						COMMON STOCK						2,000												26,794
						OPEN HOUSE GROUP CO LTD						COMMON STOCK						13,800												497,883
						OPEN TEXT CORP						COMMON STOCK						46,400												1,373,902
						OPEN UP GROUP INC						COMMON STOCK						9,200												117,125
						OPERADORA DE SITES MEX A 1						REIT						227,353												223,652
						OPPEIN HOME GROUP INC A						COMMON STOCK CNY1.0						5,100												89,251
						OPTEX GROUP CO LTD						COMMON STOCK						5,900												79,337
						OPTORUN CO LTD						COMMON STOCK						2,600												43,473
						ORACLE CORP JAPAN						COMMON STOCK						6,500												420,657
						ORANGE						COMMON STOCK EUR4.0						330,485												3,276,319
						ORANGE POLSKA SA						COMMON STOCK PLN3.0						102,085												153,999
						ORBIA ADVANCE CORP SAB DE CV						COMMON STOCK						180,886												320,238
						ORGANIGRAM HOLDINGS INC						COMMON STOCK						42,900												34,828
						ORGANO CORP						COMMON STOCK						4,400												97,260
						ORICA LTD						COMMON STOCK						85,799												873,260
						ORIENT CORP						COMMON STOCK						7,890												68,959
						ORIENT OVERSEAS INTL LTD						COMMON STOCK USD.1						22,500												406,473
						ORIENT SECURITIES CO LTD A						COMMON STOCK CNY1.0						63,274												81,403
						ORIENTAL LAND CO LTD						COMMON STOCK						33,700												4,883,427
						ORIENTAL UNION CHEMICAL						COMMON STOCK TWD10.						98,000												59,281
						ORIGIN ENERGY LTD						COMMON STOCK						297,821												1,557,406
						ORIGIN ENTERPRISES PLC						COMMON STOCK EUR.01						18,885												86,932
						ORIOLA CORP B						COMMON STOCK						19,517												36,233
						ORION CORP/REPUBLIC OF KOREA						COMMON STOCK KRW500.0						4,671												474,437
						ORION HOLDINGS CORP						COMMON STOCK KRW500.0						5,427												65,623
						ORION OYJ CLASS B						COMMON STOCK EUR.65						18,059												986,912
						ORIOR AG						COMMON STOCK CHF4.0						1,108												87,888
						ORIX CORP						COMMON STOCK						207,800												3,332,833
						ORIX JREIT INC						REIT						443												624,844
						ORKLA ASA						COMMON STOCK NOK1.25						146,882												1,055,374
						ORLA MINING LTD						COMMON STOCK						25,100												101,515
						ORORA LTD						COMMON STOCK						146,537												286,975
						ORPEA						COMMON STOCK EUR1.25						8,826												58,673
						ORSTED A/S						COMMON STOCK DKK10.0						32,465												2,936,547
						OSAKA GAS CO LTD						COMMON STOCK						63,300												1,018,355
						OSAKA ORGANIC CHEMICAL IND						COMMON STOCK						2,500												36,151
						OSAKA SODA CO LTD						COMMON STOCK						2,300												66,741
						OSB GROUP PLC						COMMON STOCK GBP.01						76,575												440,881
						OSCOTEC INC						COMMON STOCK KRW500.0						4,180												57,680

95

---

						OSG CORP						COMMON STOCK						16,800												230,609
						OSISKO GOLD ROYALTIES LTD						COMMON STOCK						24,185												291,302
						OSISKO MINING INC						COMMON STOCK						51,400												132,772
						OSOTSPA PCL FOREIGN						FOREIGN SH. THB1.0 A						243,700												198,774
						OTP BANK PLC						COMMON STOCK HUF100.						40,481												1,088,095
						OTSUKA CORP						COMMON STOCK						18,700												588,630
						OTSUKA HOLDINGS CO LTD						COMMON STOCK						67,200												2,176,077
						OTTOGI CORPORATION						COMMON STOCK KRW5000.						331												124,886
						OUE COMMERCIAL REAL ESTATE I						REIT						247,753												61,630
						OUTOKUMPU OYJ						COMMON STOCK						53,592												270,201
						OUTSOURCING INC						COMMON STOCK						20,700												148,642
						OUTSURANCE GROUP LTD						COMMON STOCK ZAR.0001						135,484												251,141
						OVCTEK CHINA INC A						COMMON STOCK CNY1.0						8,600												44,180
						OVERSEA CHINESE BANKING CORP						COMMON STOCK						571,218												5,176,177
						OX2 AB						COMMON STOCK						13,825												116,595
						OXFORD BIOMEDICA PLC						COMMON STOCK GBP.5						9,871												52,389
						OXFORD NANOPORE TECHNOLOGIES						COMMON STOCK GBP.0001						55,645												165,239
						OZ MINERALS LTD						COMMON STOCK						51,530												960,349
						PABRIK KERTAS TJIWI KIMIA PT						COMMON STOCK IDR1000.						312,400												141,187
						PACIFIC BASIN SHIPPING LTD						COMMON STOCK USD.01						837,000												283,113
						PACIFIC INDUSTRIAL CO LTD						COMMON STOCK						6,800												51,273
						PACIFIC TEXTILES HOLDINGS						COMMON STOCK HKD.001						171,000												56,087
						PAGEGROUP PLC						COMMON STOCK GBP.01						56,396												313,212
						PALADIN ENERGY LTD						COMMON STOCK						385,456												177,114
						PALTAC CORPORATION						COMMON STOCK						5,600												195,054
						PAN AMERICAN SILVER CORP						COMMON STOCK						36,294												591,976
						PAN AMERICAN SILVER CORP						EXP 22FEB29						59,600												34,032
						PAN INTERNATIONAL INDUSTRIAL						COMMON STOCK TWD10.						223,678												271,168
						PAN JIT INTERNATIONAL INC						COMMON STOCK TWD10.						17,100												32,184
						PAN OCEAN CO LTD						COMMON STOCK KRW1000.0						55,662												254,233
						PAN PACIFIC INTERNATIONAL HO						COMMON STOCK						69,500												1,283,269
						PANASONIC HOLDINGS CORP						COMMON STOCK						372,500												3,102,743
						PANDORA A/S						COMMON STOCK DKK.01						17,162												1,207,172
						PANDOX AB						COMMON STOCK SEK2.5						13,362												149,731
						PANGANG GROUP VANADIUM TIT A						COMMON STOCK CNY1.0						100,100												67,730
						PANTHEON RESOURCES PLC						COMMON STOCK GBP.01						88,296												44,966
						PARADE TECHNOLOGIES LTD						COMMON STOCK TWD10.0						11,000												276,346
						PARADISE CO LTD						COMMON STOCK KRW500.						13,634												191,092
						PARADOX INTERACTIVE AB						COMMON STOCK SEK.005						2,538												51,678
						PARAGON BANKING GROUP PLC						COMMON STOCK GBP1.0						44,016												298,369
						PARAMOUNT BED HOLDINGS CO LT						COMMON STOCK						7,400												143,173
						PARAMOUNT RESOURCES LTD A						COMMON STOCK						12,500												264,216
						PAREX RESOURCES INC						COMMON STOCK						21,400												318,248
						PARK LAWN CORP						COMMON STOCK						5,700												108,746
						PARK24 CO LTD						COMMON STOCK						20,000												343,830
						PARKLAND CORP						COMMON STOCK						25,778												565,234
						PARKWAYLIFE REAL ESTATE						REIT						62,100												173,996
						PARQUE ARAUCO S.A.						COMMON STOCK						108,669												138,000

96

---

						PARTNER COMMUNICATIONS CO						COMMON STOCK ILS.01						24,392												176,209
						PARTNERS GROUP HOLDING AG						COMMON STOCK CHF.01						3,854												3,423,746
						PASON SYSTEMS INC						COMMON STOCK						14,300												168,229
						PASONA GROUP INC						COMMON STOCK						4,300												60,579
						PATISSERIE HOLDINGS PLC						COMMON STOCK GBP.01						4,808												24,840
						PATRIZIA SE						COMMON STOCK						7,848												86,778
						PAX GLOBAL TECHNOLOGY LTD						COMMON STOCK HKD.1						239,000												206,696
						PAZ OIL CO LTD						COMMON STOCK ILS5.0						1,714												212,714
						PCCW LTD						COMMON STOCK						683,056												308,055
						PDD HOLDINGS INC						ADR USD.00002						81,000												6,605,550
						PEAB AB CLASS B						COMMON STOCK SEK5.35						23,825												135,641
						PEACH PROPERTY GROUP AG						COMMON STOCK CHF1.0						1,382												24,523
						PEARL ABYSS CORP						COMMON STOCK KRW100.0						5,140												172,330
						PEARSON PLC						COMMON STOCK GBP.25						128,529												1,449,581
						PEGATRON CORP						COMMON STOCK TWD10.						346,853												716,247
						PEMBINA PIPELINE CORP						COMMON STOCK						92,929												3,152,158
						PENDAL GROUP LTD						COMMON STOCK						58,323												197,919
						PENNON GROUP PLC						COMMON STOCK GBP.6105						47,968												513,081
						PENTA OCEAN CONSTRUCTION CO						COMMON STOCK						49,400												229,521
						PEOPLE S INSURANCE CO GROU H						COMMON STOCK CNY1.0						1,526,000												506,389
						PEPTIDREAM INC						COMMON STOCK						17,100												268,954
						PER AARSLEFF HOLDING A/S						COMMON STOCK DKK2.0						2,940												110,583
						PERENTI LTD						COMMON STOCK						119,922												106,471
						PERFECT WORLD CO LTD A						COMMON STOCK CNY1.0						21,150												38,714
						PERNOD RICARD SA						COMMON STOCK EUR1.55						35,178												6,893,902
						PERPETUAL LTD						COMMON STOCK						8,611												142,865
						PERSEUS MINING LTD						COMMON STOCK						214,628												300,028
						PERSIMMON PLC						COMMON STOCK GBP.1						50,740												745,232
						PERSOL HOLDINGS CO LTD						COMMON STOCK						30,000												633,699
						PERUSAHAAN GAS NEGARA TBK PT						COMMON STOCK IDR100.0						2,371,000												268,046
						PET CENTER COMERCIO E PARTIC						COMMON STOCK						204,900												240,920
						PET VALU HOLDINGS LTD						COMMON STOCK						4,700												135,733
						PETRO RIO SA						COMMON STOCK						56,495												399,918
						PETROBRAS PETROLEO BRAS						COMMON STOCK						627,803												3,345,015
						PETROBRAS PETROLEO BRAS PR						PREFERENCE						777,217												3,637,935
						PETROCHINA CO LTD A						COMMON STOCK CNY1.0						459,000												328,234
						PETROCHINA CO LTD H						COMMON STOCK CNY1.0						3,962,000												1,812,227
						PETROFAC LTD						COMMON STOCK USD.02						74,823												63,242
						PETRONAS CHEMICALS GROUP BHD						COMMON STOCK						435,300												850,172
						PETRONAS DAGANGAN BHD						COMMON STOCK						67,000												349,787
						PETRONAS GAS BHD						COMMON STOCK						115,600												448,877
						PETS AT HOME GROUP PLC						COMMON STOCK GBP.01						85,808												292,679
						PEUGEOT INVEST						COMMON STOCK EUR1.0						851												81,018
						PEXA GROUP LTD						COMMON STOCK						28,051												224,787
						PEYTO EXPLORATION + DEV CORP						COMMON STOCK						32,500												332,688
						PFEIFFER VACUUM TECHNOLOGY						COMMON STOCK						884												161,957
						PGE SA						COMMON STOCK PLN10.25						150,025												234,836
						PHARMA FOODS INTERNATIONAL						COMMON STOCK						3,700												36,952

97

---

						PHARMA MAR SA						COMMON STOCK EUR.6						2,534												173,894
						PHARMAESSENTIA CORP						COMMON STOCK TWD10.0						53,000												822,105
						PHARMALLY INTERENATIONAL HOL						COMMON STOCK TWD10.0						10,256												18,887
						PHARMARON BEIJING CO LTD A						COMMON STOCK CNY1.0						10,050												98,359
						PHARMARON BEIJING CO LTD H						COMMON STOCK CNY1.0						32,550												225,829
						PHARMICELL CO LTD						COMMON STOCK KRW500.0						9,597												86,512
						PHARMING GROUP NV						COMMON STOCK EUR.01						49,027												56,626
						PHILIPPINE PESO						FOREIGN CURRENCY						18,174,299												326,128
						PHISON ELECTRONICS CORP						COMMON STOCK TWD10.						27,229												278,835
						PHOENIX GROUP HOLDINGS PLC						COMMON STOCK GBP.1						126,767												928,893
						PHOENIX HOLDINGS LTD/THE						COMMON STOCK ILS1.0						44,225												470,012
						PHOSAGRO PJSC						DEPOSITORY RECEIPT						234												3,462
						PHOSAGRO PJSC GDR REG S						GDR						36,282												537,508
						PIAGGIO + C. S.P.A.						COMMON STOCK						29,245												87,518
						PICC HOLDING CO A						COMMON STOCK CNY1.0						69,600												52,272
						PICC PROPERTY + CASUALTY H						COMMON STOCK CNY1.0						1,280,309												1,215,522
						PICK N PAY STORES LTD						COMMON STOCK ZAR.0125						62,462												208,476
						PICTON PROPERTY INCOME LTD						REIT						73,352												70,530
						PIGEON CORP						COMMON STOCK						19,500												318,858
						PIHSIANG MACHINERY MFG CO						COMMON STOCK TWD10.0						190,000												106,945
						PILBARA MINERALS LTD						COMMON STOCK						445,726												1,131,296
						PILOT CORP						COMMON STOCK						4,800												173,978
						PING AN BANK CO LTD A						COMMON STOCK CNY1.0						212,900												403,205
						PING AN HEALTHCARE AND TECHN						COMMON STOCK USD.000005						88,100												240,428
						PING AN INSURANCE GROUP CO A						COMMON STOCK CNY1.0						117,897												797,371
						PING AN INSURANCE GROUP CO H						COMMON STOCK CNY1.0						1,077,000												7,127,150
						PINNACLE INVESTMENT MANAGEME						COMMON STOCK						3,327												19,651
						PIOLAX INC						COMMON STOCK						4,700												60,162
						PIRAEUS FINANCIAL HOLDINGS S						COMMON STOCK EUR.93						2,952												4,530
						PIRELLI + C SPA						COMMON STOCK NPV						59,137												252,708
						PIXART IMAGING INC						COMMON STOCK TWD10.						23,509												73,700
						PKO BANK POLSKI SA						COMMON STOCK PLN1.						161,081												1,115,913
						PKSHA TECHNOLOGY INC						COMMON STOCK						2,400												30,162
						PLAN B MEDIA PCL F						FOREIGN SH. THB.1 A						413,316												90,694
						PLASTIC OMNIUM						COMMON STOCK EUR.5						5,674												82,070
						PLATINUM ASSET MANAGEMENT						COMMON STOCK						69,544												84,357
						PLATZER FASTIGHETER HOLD B						COMMON STOCK SEK.1						10,131												80,040
						PLAYTECH PLC						COMMON STOCK						51,370												313,904
						PLDT INC						COMMON STOCK PHP5.0						17,262												409,158
						PLUS ALPHA CONSULTING CO LTD						COMMON STOCK						3,500												72,107
						PLUS500 LTD						COMMON STOCK ILS.01						15,433												334,494
						PNE AG						COMMON STOCK						6,506												147,729
						POINTSBET HOLDINGS LTD						COMMON STOCK						32,076												32,228
						POLA ORBIS HOLDINGS INC						COMMON STOCK						17,600												247,673
						POLAR CAPITAL HOLDINGS PLC						COMMON STOCK GBP.025						12,715												73,083
						POLISH ZLOTY						FOREIGN CURRENCY						29												7
						POLLARD BANKNOTE LTD						COMMON STOCK						3,400												47,978
						POLSKI KONCERN NAFTOWY ORLEN						COMMON STOCK PLN1.25						115,493												1,687,199

98

---

						POLY DEVELOPMENTS AND HOLD A						COMMON STOCK CNY1.0						129,500												281,883
						POLY PROPERTY GROUP CO LTD						COMMON STOCK						828,663												185,800
						POLYNOVO LTD						COMMON STOCK						315,255												431,333
						POLYPEPTIDE GROUP AG						COMMON STOCK CHF.01						1,961												53,364
						POLYUS PJSC						COMMON STOCK RUB1.0						4,300												452,384
						POONGSAN CORP						COMMON STOCK KRW5000.						5,370												143,782
						POP MART INTERNATIONAL GROUP						COMMON STOCK USD.0001						173,200												439,827
						PORSCHE AUTOMOBIL HLDG PRF						PREFERENCE						24,863												1,359,944
						POSCO FUTURE M CO LTD						COMMON STOCK KRW500.0						7,297												1,047,569
						POSCO HOLDINGS INC						COMMON STOCK KRW5000.0						11,988												2,638,676
						POSCO HOLDINGS INC SPON ADR						ADR						1,480												80,616
						POSCO INTERNATIONAL CORP						COMMON STOCK KRW5000.0						11,657												209,947
						POSTAL SAVINGS BANK OF CHI A						COMMON STOCK CNY1.0						270,100												179,551
						POSTAL SAVINGS BANK OF CHI H						COMMON STOCK CNY1.0						1,222,000												759,351
						POSTE ITALIANE SPA						COMMON STOCK EUR1.0						18,903												184,110
						POSTNL NV						COMMON STOCK EUR.08						128,328												233,405
						POU CHEN						COMMON STOCK TWD10.						513,520												571,098
						POU SHENG INTL HOLDINGS LTD						COMMON STOCK HKD.01						395,000												37,957
						POUND STERLING						FOREIGN CURRENCY						226,553												272,521
						POWER ASSETS HOLDINGS LTD						COMMON STOCK						234,500												1,284,425
						POWER CONSTRUCTION CORP OF A						COMMON STOCK CNY1.0						105,700												107,515
						POWER CORP OF CANADA						COMMON STOCK						95,512												2,245,144
						POWERCELL SWEDEN AB						COMMON STOCK SEK.02						5,260												60,395
						POWERCHIP SEMICONDUCTOR MANU						COMMON STOCK TWD10.0						449,000												464,791
						POWERLONG REAL ESTATE HOLDIN						COMMON STOCK HKD.01						247,000												49,685
						POWERTECH TECHNOLOGY INC						COMMON STOCK TWD10.						134,897												347,439
						POWSZECHNY ZAKLAD UBEZPIECZE						COMMON STOCK PLN.1						108,267												875,992
						POYA INTERNATIONAL CO LTD						COMMON STOCK TWD10.0						10,403												168,326
						PP PERSERO TBK PT						COMMON STOCK IDR100.0						440,900												20,210
						PPB GROUP BERHAD						COMMON STOCK						135,000												534,259
						PRAIRIESKY ROYALTY LTD						COMMON STOCK						33,762												540,710
						PRECINCT PROPERTIES NEW ZEAL						COMMON STOCK						203,019												162,058
						PREMIER FOODS PLC						COMMON STOCK GBP.1						101,903												132,945
						PREMIER INVESTMENTS LIMITED						COMMON STOCK						17,533												294,904
						PREMIUM BRANDS HOLDINGS CORP						COMMON STOCK						6,700												406,861
						PRESIDENT CHAIN STORE CORP						COMMON STOCK TWD10.						107,608												950,798
						PRESS METAL ALUMINIUM HOLDIN						COMMON STOCK						421,000												466,773
						PRESSANCE CORP						COMMON STOCK						2,400												27,984
						PRESTIGE INTERNATIONAL INC						COMMON STOCK						17,600												96,341
						PRIMA MARINE PCL FOREIGN						FOREIGN SH. THB1.0 A						184,200												38,026
						PRIMA MEAT PACKERS LTD						COMMON STOCK						4,300												71,301
						PRIMARIS REIT						REIT NPV						18,375												198,539
						PRIMARY HEALTH PROPERTIES						REIT GBP.125						216,321												288,571
						PRIMAX ELECTRONICS LTD						COMMON STOCK TWD10.						83,000												149,793
						PRIME US REIT						REIT						88,800												35,874
						PRIMO WATER CORP						COMMON STOCK						25,700												398,697
						PRO MEDICUS LTD						COMMON STOCK						7,935												296,811
						PROLOGIS PROPERTY MEXICO SA						REIT						104,400												299,101

99

---

						PROMOTORA Y OPERADORA DE INF						COMMON STOCK						39,285												321,662
						PROSEGUR CASH SA						COMMON STOCK EUR.02						79,951												51,026
						PROSEGUR COMP SEGURIDAD						COMMON STOCK EUR.06						42,547												80,509
						PROSIEBENSAT.1 MEDIA SE						COMMON STOCK						21,102												188,049
						PROSPERITY REIT						REIT						234,000												59,662
						PROSUS NV						COMMON STOCK EUR.05						140,119												9,591,176
						PROTECTOR FORSIKRING ASA						COMMON STOCK NOK1.0						13,528												172,727
						PROXIMUS						COMMON STOCK						26,584												255,210
						PRS REIT PLC/THE						REIT GBP.01						88,235												94,379
*						PRUDENTIAL PLC						COMMON STOCK GBP.05						463,662												6,243,169
						PRYSMIAN SPA						COMMON STOCK EUR.1						43,041												1,592,124
						PSP SWISS PROPERTY AG REG						COMMON STOCK CHF.1						8,009												941,279
						PT DIGITAL MEDIATAMA MAXIMA						COMMON STOCK IDR100.0						2,534,800												161,099
						PTG ENERGY PCL FOREIGN						FOREIGN SH. THB1.0 A						82,100												34,371
						PTT EXPLORATION + PROD FOR						FOREIGN SH. THB1.0 A						302,812												1,543,130
						PTT GLOBAL CHEMICAL PCL FOR						FOREIGN SH. THB10.0 A						454,442												619,962
						PTT PCL NVDR						NVDR THB1.0						265,300												254,935
						PTT PCL/FOREIGN						FOREIGN SH. THB1.0 A						1,435,240												1,377,847
						PUBLIC BANK BERHAD						COMMON STOCK						2,837,405												2,779,367
						PUBLIC POWER CORP						COMMON STOCK EUR2.48						17,917												125,344
						PUBLICIS GROUPE						COMMON STOCK EUR.4						39,200												2,481,792
						PUMA SE						COMMON STOCK						17,855												1,080,240
						PUSHPAY HOLDINGS LTD						COMMON STOCK						236,996												190,821
						PVA TEPLA AG						COMMON STOCK						3,311												65,416
						PZ CUSSONS PLC						COMMON STOCK GBP.01						36,300												91,909
						Q HOLDING PJSC						COMMON STOCK						1,148,539												1,250,910
						Q TECHNOLOGY GROUP CO LTD						COMMON STOCK HKD.01						74,000												39,916
						QANTAS AIRWAYS LTD						COMMON STOCK						146,950												589,313
						QASSIM CEMENT/THE						COMMON STOCK SAR10.						7,480												121,615
						QBE INSURANCE GROUP LTD						COMMON STOCK						249,806												2,272,856
						QIAGEN N.V.						COMMON STOCK EUR.01						36,624												1,837,722
						QINETIQ GROUP PLC						COMMON STOCK GBP.01						97,471												418,987
						QISDA CORP						COMMON STOCK TWD10.						551,955												505,336
						QL RESOURCES BHD						COMMON STOCK						176,520												220,771
						QT GROUP OYJ						COMMON STOCK NPV						2,948												140,886
						QUADIENT SA						COMMON STOCK EUR1.0						627												9,243
						QUALICORP CONS E CORR SEG SA						COMMON STOCK						53,979												59,929
						QUALITY HOUSE PCL FOREIGN						FOREIGN SH. THB1.0 A						4,039,238												268,233
						QUANG VIET ENTERPRISE CO LTD						COMMON STOCK TWD10.0						5,000												19,493
						QUANTA COMPUTER INC						COMMON STOCK TWD10.						499,511												1,174,489
						QUBE HOLDINGS LTD						COMMON STOCK						291,392												554,747
						QUEBECOR INC CL B						COMMON STOCK						29,600												659,744
						QUILTER PLC						COMMON STOCK GBP.08167						220,921												246,231
						QUIMICA Y MINERA CHIL SP ADR						ADR USD1.0						27,198												2,171,488
						RABIGH REFINING AND PETROCHE						COMMON STOCK SAR10.						70,855												201,365
						RADIANCE HOLDINGS GROUP CO L						COMMON STOCK HKD.01						137,000												66,526
						RADIANT OPTO ELECTRONICS COR						COMMON STOCK TWD10.						90,000												307,347
						RADWARE LTD						COMMON STOCK ILS.05						7,700												152,075

100

---

						RAFFLES MEDICAL GROUP LTD						COMMON STOCK						157,858												164,856
						RAI WAY SPA						COMMON STOCK NPV						19,337												111,648
						RAIA DROGASIL SA						COMMON STOCK						210,000												944,102
						RAIFFEISEN BANK INTERNATIONA						COMMON STOCK						27,381												448,556
						RAITO KOGYO CO LTD						COMMON STOCK						7,300												104,255
						RAIZNEXT CORP						COMMON STOCK						6,000												59,827
						RAKSUL INC						COMMON STOCK						3,900												97,680
						RAKUS CO LTD						COMMON STOCK						13,300												159,514
						RAKUTEN GROUP INC						COMMON STOCK						142,200												641,961
						RAMELIUS RESOURCES LTD						COMMON STOCK						122,862												76,411
						RAMI LEVY CHAIN STORES HASHI						COMMON STOCK ILS.01						1,464												102,067
						RAMSAY HEALTH CARE LTD						COMMON STOCK						30,596												1,347,006
						RANDON PARTICIPACOES SA PREF						PREFERENCE						17,000												26,423
						RANDSTAD NV						COMMON STOCK EUR.1						19,619												1,194,489
						RANK GROUP PLC						COMMON STOCK GBP.1388889						43,628												42,806
						RATCH GROUP PCL NVDR						NVDR THB10.0						133,700												165,046
						RATHBONES GROUP PLC						COMMON STOCK GBP.05						9,684												237,634
						RATIONAL AG						COMMON STOCK						870												514,088
						RATOS AB B SHS						COMMON STOCK SEK3.15						45,969												183,691
						RDC SEMICONDUCTOR CO LTD						COMMON STOCK TWD10.						2,000												11,735
						REA GROUP LTD						COMMON STOCK						8,010												600,789
						REACH PLC						COMMON STOCK GBP.1						50,312												57,559
						REALORD GROUP HOLDINGS LTD						COMMON STOCK HKD.1						72,000												81,733
						REALTEK SEMICONDUCTOR CORP						COMMON STOCK TWD10.						85,329												779,466
						RECKITT BENCKISER GROUP PLC						COMMON STOCK GBP.1						119,449												8,268,369
						RECORDATI INDUSTRIA CHIMICA						COMMON STOCK EUR.125						18,974												784,687
						RECRUIT HOLDINGS CO LTD						COMMON STOCK						244,000												7,718,678
						RED ELECTRICA CORPORACION SA						COMMON STOCK EUR.5						73,904												1,282,491
						REDCO PROPERTIES GROUP LTD						COMMON STOCK HKD.05						164,000												33,830
						REDDE NORTHGATE PLC						COMMON STOCK GBP.5						42,016												207,939
						REDE D OR SAO LUIZ SA						COMMON STOCK						109,998												615,499
						REDEFINE PROPERTIES LTD						REIT						992,005												246,617
						REDES ENERGETICAS NACIONAIS						COMMON STOCK EUR1.						79,189												213,286
						REDROW PLC						COMMON STOCK GBP.105						42,954												235,143
						REECE LTD						COMMON STOCK						49,366												472,863
						REGION RE LTD						REIT						194,199												356,573
						REGIONAL REIT LTD						REIT						69,989												49,622
						REGIONAL SAB DE CV						COMMON STOCK						36,700												263,829
						REGIS RESOURCES LTD						COMMON STOCK						118,206												162,998
						REINET INVESTMENTS SCA						COMMON STOCK						26,808												515,772
						REIT 1 LTD						REIT ILS1.0						48,764												240,745
						RELIA INC						COMMON STOCK						6,200												46,810
						RELIANCE WORLDWIDE CORP LTD						COMMON STOCK						131,284												263,072
						RELO GROUP INC						COMMON STOCK						20,800												334,680
						RELX PLC						COMMON STOCK GBP.144397						146,008												4,014,143
						RELX PLC						COMMON STOCK GBP.144397						181,397												5,000,596
						REMGRO LTD						COMMON STOCK						96,268												752,661
						REMY COINTREAU						COMMON STOCK EUR1.6						3,877												651,734

101

---

						RENAULT SA						COMMON STOCK EUR3.81						33,042												1,097,607
						RENESAS ELECTRONICS CORP						COMMON STOCK						211,900												1,904,815
						RENEWI PLC						COMMON STOCK GBP1.0						13,551												97,570
						RENGO CO LTD						COMMON STOCK						32,500												222,067
						RENISHAW PLC						COMMON STOCK GBP.2						6,246												275,720
						RENOVA INC						COMMON STOCK						5,900												104,578
						RENTOKIL INITIAL PLC						COMMON STOCK GBP.01						298,864												1,827,712
						REPLY SPA						COMMON STOCK EUR.13						3,836												438,055
						REPSOL SA						COMMON STOCK EUR1.						259,624												4,114,691
						REPUBLIC OF ARGENTINA						1% 09 Jul 2030						1												0
						RESILIENT REIT LTD						REIT						66,746												210,849
						RESONA HOLDINGS INC						COMMON STOCK						347,914												1,901,062
						RESONAC HOLDINGS CORP						COMMON STOCK						29,200												441,374
						RESORTTRUST INC						COMMON STOCK						14,000												248,270
						RESTAR HOLDINGS CORP						COMMON STOCK						3,300												51,041
						RESTAURANT BRANDS INTERN						COMMON STOCK						47,894												3,095,374
						RESTORE PLC						COMMON STOCK GBP.05						20,830												82,645
						RETAIL PARTNERS CO LTD						COMMON STOCK						5,400												54,175
						REUNERT LTD						COMMON STOCK ZAR.1						44,303												135,682
						REXEL SA						COMMON STOCK EUR5.0						41,580												821,528
						RFHIC CORP						COMMON STOCK KRW500.0						2,719												48,805
						RHB BANK BHD						COMMON STOCK						232,750												305,680
						RHEINMETALL AG						COMMON STOCK						7,646												1,518,414
						RHI MAGNESITA NV						COMMON STOCK EUR1.0						5,027												134,472
						RICHELIEU HARDWARE LTD						COMMON STOCK						9,900												264,570
						RICHTER GEDEON NYRT						COMMON STOCK HUF100.						26,273												580,250
						RICHWAVE TECHNOLOGY CORP						COMMON STOCK TWD10.0						12,781												46,726
						RICOH CO LTD						COMMON STOCK						115,400												880,420
						RICOH LEASING CO LTD						COMMON STOCK						2,400												68,869
						RIETER HOLDING AG REG						COMMON STOCK CHF5.0						516												58,696
						RIGHTMOVE PLC						COMMON STOCK GBP.001						132,579												816,707
						RIKEN KEIKI CO LTD						COMMON STOCK						3,200												106,656
						RINGER HUT CO LTD						COMMON STOCK						2,100												35,029
						RINGKJOEBING LANDBOBANK A/S						COMMON STOCK DKK1.0						4,765												648,589
						RINNAI CORP						COMMON STOCK						6,200												461,733
						RIO TINTO LTD						COMMON STOCK						61,825												4,853,122
						RIO TINTO PLC						COMMON STOCK GBP.1						188,419												13,154,491
						RIOCAN REAL ESTATE INVST TR						REIT						26,900												419,497
						RISO KAGAKU CORP						COMMON STOCK						5,500												87,044
						RISO KYOIKU CO LTD						COMMON STOCK						21,600												59,528
						RITCHIE BROS AUCTIONEERS						COMMON STOCK						18,700												1,079,396
						RIVERSTONE HOLDINGS LTD						COMMON STOCK						87,700												40,117
						RIYAD BANK						COMMON STOCK SAR10.						228,978												1,937,600
						RLX TECHNOLOGY INC ADR						ADR USD.00001						104,200												239,660
						ROBINSONS LAND CO						COMMON STOCK PHP1.0						644,400												173,482
						ROCHE HOLDING AG BR						COMMON STOCK CHF1.0						5,503												2,131,535
						ROCHE HOLDING AG GENUSSCHEIN						COMMON STOCK						115,387												36,240,175
						ROCKWOOL A/S B SHS						COMMON STOCK DKK10.0						1,475												346,900

102

---

						ROGERS COMMUNICATIONS INC B						COMMON STOCK						59,842												2,798,766
						ROGERS SUGAR INC						COMMON STOCK						17,400												73,070
						ROHM CO LTD						COMMON STOCK						15,100												1,071,806
						ROHTO PHARMACEUTICAL CO LTD						COMMON STOCK						34,800												613,953
						ROLAND CORP						COMMON STOCK						2,100												55,366
						ROLLS ROYCE HOLDINGS PLC						COMMON STOCK GBP.2						1,349,073												1,502,851
						RONGSHENG PETROCHEMICAL CO A						COMMON STOCK CNY1.0						102,900												182,117
						RORZE CORP						COMMON STOCK						1,600												86,151
						ROSNEFT OIL CO PJSC						COMMON STOCK RUB.01						103,786												517,508
						ROSNEFT OIL CO PJSC REGS GDR						GDR						96,285												57,944
						ROTORK PLC						COMMON STOCK GBP.005						149,006												550,443
						ROUND ONE CORP						COMMON STOCK						29,100												104,966
						ROYAL BANK OF CANADA						COMMON STOCK						233,360												21,924,594
						ROYAL HOLDINGS CO LTD						COMMON STOCK						5,200												90,979
						ROYAL UNIBREW						COMMON STOCK DKK2.0						8,469												603,122
						RS GROUP PLC						COMMON STOCK GBP.1						76,356												823,583
						RS PCL FOREIGN SHS						FOREIGN SH. THB1.0 A						191,100												88,281
						RS TECHNOLOGIES CO LTD						COMMON STOCK						2,800												74,109
						RUBIS						COMMON STOCK EUR1.25						16,702												438,458
						RUENTEX DEVELOPMENT CO LTD						COMMON STOCK TWD10.0						321,300												451,808
						RUENTEX INDUSTRIES LTD						COMMON STOCK TWD10.						122,574												259,118
						RUMO SA						COMMON STOCK						248,250												874,223
						RURAL FUNDS GROUP						REIT						63,542												103,327
						RUSSEL METALS INC						COMMON STOCK						10,800												229,399
						RUSSIAN RUBLE						FOREIGN CURRENCY						8,954,336												122,662
						RWE AG						COMMON STOCK						109,187												4,840,682
						RWS HOLDINGS PLC						COMMON STOCK GBP.01						49,524												224,074
						RYMAN HEALTHCARE LTD						COMMON STOCK						73,763												248,572
						RYOHIN KEIKAKU CO LTD						COMMON STOCK						41,100												482,309
						RYOSAN CO LTD						COMMON STOCK						3,200												68,279
						RYOYO ELECTRO CORP						COMMON STOCK						2,500												44,367
						S 1 CORPORATION						COMMON STOCK KRW500.						4,547												213,819
						S F HOLDING CO LTD A						COMMON STOCK CNY1.0						49,800												413,937
						S FOODS INC						COMMON STOCK						3,000												67,490
						S OIL CORP						COMMON STOCK KRW2500.0						9,000												599,511
						S POOL INC						COMMON STOCK						7,400												47,898
						S.O.I.T.E.C.						COMMON STOCK EUR2.0						3,682												604,869
						S+P/TSX 60 IX FUT MAR23						XMOD 20230316						2,200												(67,688)
						S+S TECH CORP						COMMON STOCK KRW500.0						2,552												53,820
						S4 CAPITAL PLC						COMMON STOCK GBP.25						45,501												103,520
						SA SA INTERNATIONAL HLDGS						COMMON STOCK HKD.1						182,153												42,475
						SAAB AB B						COMMON STOCK						15,021												591,972
						SABIC AGRI NUTRIENTS CO						COMMON STOCK SAR10.0						34,629												1,347,195
						SABINA GOLD + SILVER CORP						COMMON STOCK						54,100												53,104
						SACYR SA						COMMON STOCK EUR1.0						70,779												196,401
						SAFESTORE HOLDINGS PLC						REIT GBP.01						36,115												410,913
						SAFRAN SA						COMMON STOCK EUR.2						57,328												7,142,475
						SAGAX AB B						COMMON STOCK SEK1.75						32,185												734,114

103

---

						SAGE GROUP PLC/THE						COMMON STOCK GBP.01051948						169,919												1,518,384
						SAHARA INTERNATIONAL PETROCH						COMMON STOCK SAR10.0						60,948												550,608
						SAIBU GAS HOLDINGS CO LTD						COMMON STOCK						3,800												48,947
						SAIC MOTOR CORP LTD A						COMMON STOCK CNY1.0						84,800												175,926
						SAILUN GROUP CO LTD A						COMMON STOCK CNY1.0						31,100												44,845
						SAINSBURY (J) PLC						COMMON STOCK GBP.285714						267,954												699,861
						SAIPEM SPA						COMMON STOCK NPV						2,356												2,835
						SAIZERIYA CO LTD						COMMON STOCK						6,800												154,064
						SAKAI MOVING SERVICE CO LTD						COMMON STOCK						1,900												62,265
						SAKATA INX CORP						COMMON STOCK						3,700												29,372
						SAKATA SEED CORP						COMMON STOCK						5,100												167,527
						SALMAR ASA						COMMON STOCK NOK.25						12,360												483,350
						SALVATORE FERRAGAMO SPA						COMMON STOCK EUR.1						9,188												161,699
						SALZGITTER AG						COMMON STOCK						7,002												213,084
						SAM CHUN DANG PHARM CO LTD						COMMON STOCK KRW500.0						2,322												79,677
						SAMHALLSBYGGNADSBOLAGET I NO						COMMON STOCK						169,716												285,276
						SAMPO OYJ A SHS						COMMON STOCK						80,836												4,214,141
						SAMSUNG BIOLOGICS CO LTD						COMMON STOCK KRW2500.0						3,433												2,214,326
						SAMSUNG C+T CORP						COMMON STOCK KRW100.0						13,679												1,235,443
						SAMSUNG ELECTRO MECHANICS CO						COMMON STOCK KRW5000.						8,998												937,657
						SAMSUNG ELECTRONICS CO LTD						COMMON STOCK KRW100.0						805,713												35,530,402
						SAMSUNG ELECTRONICS PREF						PREFERENCE						140,678												5,660,581
						SAMSUNG ENGINEERING CO LTD						COMMON STOCK KRW5000.						34,049												602,993
						SAMSUNG FIRE + MARINE INS						COMMON STOCK KRW500.						6,170												978,141
						SAMSUNG HEAVY INDUSTRIES						COMMON STOCK KRW1000.0						101,187												411,365
						SAMSUNG LIFE INSURANCE CO LT						COMMON STOCK KRW500.						13,922												784,409
						SAMSUNG SDI CO LTD PFD						COMMON STOCK KRW5000.						10,079												4,749,259
						SAMSUNG SDS CO LTD						COMMON STOCK KRW500.0						5,971												583,963
						SAMTY CO LTD						COMMON STOCK						5,200												83,708
						SAMTY RESIDENTIAL INVESTMENT						REIT						54												47,222
						SAN A CO LTD						COMMON STOCK						3,200												104,220
						SAN AI OBBLI CO LTD						COMMON STOCK						13,100												122,766
						SAN IN GODO BANK LTD/THE						COMMON STOCK						24,300												142,740
						SANBIO CO LTD						COMMON STOCK						4,500												26,889
						SANDFIRE RESOURCES LTD						COMMON STOCK						73,330												267,832
						SANDS CHINA LTD						COMMON STOCK USD.01						394,800												1,310,107
						SANDSTORM GOLD LTD						COMMON STOCK						33,600												176,562
						SANDVIK AB						COMMON STOCK SEK1.2						192,177												3,474,911
						SANGETSU CORP						COMMON STOCK						8,600												139,277
						SANGFOR TECHNOLOGIES INC A						COMMON STOCK CNY1.0						3,700												59,923
						SANKEN ELECTRIC CO LTD						COMMON STOCK						3,900												189,994
						SANKI ENGINEERING CO LTD						COMMON STOCK						6,600												77,340
						SANKYO CO LTD						COMMON STOCK						7,600												309,519
						SANKYU INC						COMMON STOCK						9,400												340,460
						SANLAM LTD						COMMON STOCK ZAR.01						316,171												905,310
						SANOFI						COMMON STOCK EUR2.0						192,520												18,572,668
						SANOMA OYJ						COMMON STOCK						12,632												132,417
						SANRIO CO LTD						COMMON STOCK						8,200												294,929

104

---

						SANSAN INC						COMMON STOCK						8,400												81,160
						SANTANDER BANK POLSKA SA						COMMON STOCK PLN10.0						6,814												401,460
						SANTEN PHARMACEUTICAL CO LTD						COMMON STOCK						60,800												494,765
						SANTOS LTD						COMMON STOCK						544,867												2,661,141
						SANWA HOLDINGS CORP						COMMON STOCK						31,300												286,420
						SANY HEAVY EQUIPMENT INTL						COMMON STOCK HKD.1						171,000												175,712
						SANY HEAVY INDUSTRY CO LTD A						COMMON STOCK CNY1.0						91,100												207,115
						SANYANG MOTOR CO LTD						COMMON STOCK TWD10.0						206,140												226,914
						SANYO CHEMICAL INDUSTRIES						COMMON STOCK						1,400												42,908
						SANYO DENKI CO LTD						COMMON STOCK						1,400												60,569
						SANYO SPECIAL STEEL CO LTD						COMMON STOCK						3,200												51,806
						SAO MARTINHO SA						COMMON STOCK						44,000												220,876
						SAP SE						COMMON STOCK						177,482												18,261,283
						SAPIENS INTERNATIONAL CORP						COMMON STOCK EUR.01						4,434												80,839
						SAPPI LIMITED						COMMON STOCK ZAR1.0						108,677												314,502
						SAPPORO HOLDINGS LTD						COMMON STOCK						11,600												287,204
						SAPUTO INC						COMMON STOCK						42,400												1,048,930
						SARANTIS SA						COMMON STOCK EUR.78						5,024												34,798
						SARAS SPA						COMMON STOCK						94,007												115,278
						SARTORIUS AG VORZUG						PREFERENCE						4,451												1,754,910
						SARTORIUS STEDIM BIOTECH						COMMON STOCK EUR.2						4,666												1,515,612
						SASOL LTD						COMMON STOCK						102,780												1,627,506
						SASSEUR REAL ESTATE INVESTME						REIT						92,300												51,784
						SATELLITE CHEMICAL CO LTD A						COMMON STOCK CNY1.0						34,280												76,340
						SATO HOLDINGS CORP						COMMON STOCK						4,800												68,289
						SATS LTD						COMMON STOCK						136,358												288,955
						SAUDI AIRLINES CATERING CO						COMMON STOCK						6,815												136,010
						SAUDI ARABIAN MINING CO						COMMON STOCK SAR10.						146,108												2,515,484
						SAUDI ARABIAN OIL CO						COMMON STOCK						410,463												3,506,084
						SAUDI BASIC INDUSTRIES CORP						COMMON STOCK SAR10.						152,652												3,631,477
						SAUDI BRITISH BANK						COMMON STOCK SAR10.						139,408												1,444,902
						SAUDI CEMENT						COMMON STOCK SAR10.						12,716												172,569
						SAUDI CERAMIC CO						COMMON STOCK SAR10.0						6,649												50,513
						SAUDI CHEMICAL CO HOLDING						COMMON STOCK SAR10.0						7,008												49,418
						SAUDI CO FOR HARDWARE LLC						COMMON STOCK SAR10.0						2,748												19,890
						SAUDI ELECTRICITY CO						COMMON STOCK SAR10.						141,342												868,813
						SAUDI FISHERIES						COMMON STOCK SAR10.						228,923												1,638,645
						SAUDI GROUND SERVICES CO						COMMON STOCK SAR10.0						15,625												90,806
						SAUDI IND INVESTMENT GROUP						COMMON STOCK SAR10.						37,400												218,747
						SAUDI INDUSTRIAL SERVICES CO						COMMON STOCK SAR10.0						6,782												36,635
						SAUDI INVESTMENT BANK/THE						COMMON STOCK SAR10.0						82,934												382,670
						SAUDI KAYAN PETROCHEMICAL CO						COMMON STOCK SAR10.						124,666												453,150
						SAUDI PHARMACEUTICAL INDUSTR						COMMON STOCK SAR10.0						9,973												57,800
						SAUDI PUBLIC TRANSPORT CO						COMMON STOCK SAR10.0						10,389												44,066
						SAUDI REAL ESTATE CO						COMMON STOCK SAR10.0						25,442												77,314
						SAUDI RESEARCH + MEDIA GROUP						COMMON STOCK SAR10.0						6,106												295,714
						SAUDI RIYAL						FOREIGN CURRENCY						159,951												42,563
						SAUDI TELECOM CO						COMMON STOCK SAR10.						254,420												2,477,853

105

---

						SAUDIA DAIRY + FOODSTUFF CO						COMMON STOCK SAR10.0						2,701												155,246
						SAVARIA CORP						COMMON STOCK						12,500												129,064
						SAVILLS PLC						COMMON STOCK GBP.025						24,551												244,016
						SAVOLA						COMMON STOCK SAR10.						44,379												324,163
						SAWAI GROUP HOLDINGS CO LTD						COMMON STOCK						7,400												229,563
						SAYONA MINING LTD						COMMON STOCK						1,964,768												252,562
						SB TECHNOLOGY CORP						COMMON STOCK						800												11,254
						SBERBANK OF RUSSIA PJSC						COMMON STOCK RUB3.0						1,842,223												3,563,566
						SBI HOLDINGS INC						COMMON STOCK						41,923												799,478
						SBI SHINSEI BANK LTD						COMMON STOCK						10,900												176,634
						SBM OFFSHORE NV						COMMON STOCK EUR.25						23,807												372,968
						SBS HOLDINGS INC						COMMON STOCK						3,900												81,495
						SCANDIC HOTELS GROUP AB						COMMON STOCK SEK.25						28,343												87,499
						SCANDINAVIAN TOBACCO GROUP A						COMMON STOCK DKK1.0						11,155												195,062
						SCATEC ASA						COMMON STOCK NOK.025						12,608												100,305
						SCB X PCL FOREIGN						FOREIGN SH. THB10.0 A						153,825												475,221
						SCENTRE GROUP						REIT						869,508												1,684,016
						SCHAEFFLER AG PREF						PREFERENCE						21,056												142,968
						SCHIBSTED ASA B SHS						COMMON STOCK NOK.5						18,106												328,982
						SCHIBSTED ASA CL A						COMMON STOCK NOK.5						12,759												239,137
						SCHINDLER HOLDING AG REG						COMMON STOCK CHF.1						2,982												535,298
						SCHINDLER HOLDING PART CERT						COMMON STOCK CHF.1						6,920												1,298,589
						SCHNEIDER ELECTRIC SE						COMMON STOCK EUR4.0						88,502												12,409,663
						SCHNEIDER ELECTRIC SE						COMMON STOCK EUR4.0						2,893												408,300
						SCHOELLER BLECKMANN OILFIELD						COMMON STOCK EUR1.						4,014												250,218
						SCHOUW + CO						COMMON STOCK DKK10.0						2,188												164,226
						SCHRODERS PLC						COMMON STOCK GBP.2						125,494												656,380
						SCHWEITER TECHNOLOGIES AG BR						COMMON STOCK CHF1.0						184												146,470
						SCOR SE						COMMON STOCK EUR7.876972						27,071												619,737
						SCOUT24 SE						COMMON STOCK						13,121												657,266
						SCREEN HOLDINGS CO LTD						COMMON STOCK						6,400												410,051
						SCSK CORP						COMMON STOCK						27,900												418,869
						SDIPTECH AB B						COMMON STOCK SEK.025						4,200												91,394
						SEA LTD ADR						ADR						71,000												3,694,130
						SEABRIDGE GOLD INC						COMMON STOCK						11,200												140,522
						SEAZEN GROUP LTD						COMMON STOCK HKD.001						448,380												166,025
						SEAZEN HOLDINGS CO LTD A						COMMON STOCK CNY1.0						363,168												1,070,953
						SEB SA						COMMON STOCK EUR1.0						4,730												396,394
						SECOM CO LTD						COMMON STOCK						35,400												2,008,617
						SECTRA AB B SHS						COMMON STOCK						22,669												323,001
						SECUNET SECURITY NETWORKS AG						COMMON STOCK						220												46,191
						SECURE ENERGY SERVICES INC						COMMON STOCK						51,900												269,277
						SECURITAS AB B SHS						COMMON STOCK SEK1.						93,908												782,892
						SECURITY BANK CORP						COMMON STOCK PHP10.						78,670												123,125
						SEEGENE INC						COMMON STOCK KRW500.						5,582												120,970
						SEEK LTD						COMMON STOCK						52,142												739,367
						SEERA GROUP HOLDING						COMMON STOCK SAR10.0						24,933												115,576
						SEGA SAMMY HOLDINGS INC						COMMON STOCK						29,200												437,263

106

---

						SEGRO PLC						REIT GBP.1						204,418												1,880,290
						SEIBU HOLDINGS INC						COMMON STOCK						39,300												428,405
						SEIKO EPSON CORP						COMMON STOCK						49,500												714,661
						SEIKO GROUP CORP						COMMON STOCK						4,200												97,760
						SEINO HOLDINGS CO LTD						COMMON STOCK						24,500												215,833
						SEIREN CO LTD						COMMON STOCK						8,300												151,168
						SEKISUI CHEMICAL CO LTD						COMMON STOCK						57,800												799,995
						SEKISUI HOUSE LTD						COMMON STOCK						106,100												1,866,455
						SEKISUI HOUSE REIT INC						REIT						657												370,359
						SEKISUI JUSHI CORP						COMMON STOCK						4,400												62,165
						SELECT HARVESTS LTD						COMMON STOCK						20,960												55,357
						SEMAPA SOCIEDADE DE INVESTIM						COMMON STOCK NPV						17,748												234,542
						SEMBCORP INDUSTRIES LTD						COMMON STOCK						181,200												455,587
						SEMBCORP MARINE LTD						COMMON STOCK						2,384,900												245,594
						SEMEN INDONESIA PERSERO TBK						COMMON STOCK IDR100.						761,814												321,790
						SEMPERIT AG HOLDING						COMMON STOCK						5,667												119,728
						SENDAS DISTRIBUIDORA SA						COMMON STOCK						135,620												500,205
						SENIOR PLC						COMMON STOCK GBP.1						71,025												107,211
						SENKO GROUP HOLDINGS CO LTD						COMMON STOCK						19,500												142,584
						SENSIRION HOLDING AG						COMMON STOCK						726												77,184
						SEOBU T+D						COMMON STOCK KRW500.						29,382												181,142
						SEOJIN SYSTEM CO LTD						COMMON STOCK KRW500.0						4,308												60,269
						SEOUL SEMICONDUCTOR CO LTD						COMMON STOCK KRW500.						13,517												108,734
						SERCO GROUP PLC						COMMON STOCK GBP.02						210,578												391,830
						SERCOMM CORP						COMMON STOCK TWD10.						42,000												104,448
						SERIA CO LTD						COMMON STOCK						8,000												173,901
						SERICA ENERGY PLC						COMMON STOCK USD.1						27,249												92,988
						SES						RECEIPT						66,663												433,871
						SES IMAGOTAG						COMMON STOCK EUR2.0						808												105,124
						SESA SPA						COMMON STOCK NPV						1,309												162,055
						SEVEN + I HOLDINGS CO LTD						COMMON STOCK						127,100												5,408,079
						SEVEN BANK LTD						COMMON STOCK						99,600												197,756
						SEVEN GROUP HOLDINGS LTD						COMMON STOCK						21,876												310,789
						SEVERN TRENT PLC						COMMON STOCK GBP.9789						42,371												1,352,024
						SEVERSTAL GDR REG S						GDR						49,935												2,996
						SFA ENGINEERING CORP						COMMON STOCK KRW500.						8,554												244,120
						SFS GROUP AG						COMMON STOCK CHF.1						2,995												284,080
						SG HOLDINGS CO LTD						COMMON STOCK						55,300												766,760
						SG MICRO CORP A						COMMON STOCK CNY1.0						3,600												89,394
						SGL CARBON SE						COMMON STOCK						14,975												110,802
						SGS SA REG						COMMON STOCK CHF1.0						979												2,265,351
						SHAANXI COAL INDUSTRY CO L A						COMMON STOCK CNY1.0						172,500												461,215
						SHAFTESBURY CAPITAL PLC						REIT GBP.25						124,127												159,074
						SHAFTESBURY PLC						REIT GBP.25						29,563												130,154
						SHAMAL AZ ZOUR AL OULA FOR T						COMMON STOCK						93,287												57,309
						SHANDONG GOLD MINING CO LT A						COMMON STOCK CNY1.0						30,240												83,019

107

---

						SHANDONG GOLD MINING CO LT H						COMMON STOCK CNY1.0						95,500												177,175
						SHANDONG HUALU HENGSHENG A						COMMON STOCK CNY1.0						17,030												81,157
						SHANDONG LINGLONG TYRE CO A						COMMON STOCK CNY1.0						14,000												41,255
						SHANDONG NANSHAN ALUMINUM A						COMMON STOCK CNY1.0						121,400												57,036
						SHANDONG SUN PAPER INDUSTR A						COMMON STOCK CNY1.0						98,400												162,863
						SHANDONG WEIGAO GP MEDICAL H						COMMON STOCK CNY.1						424,000												696,440
						SHANGHAI BAIRUN INVESTMENT A						COMMON STOCK CNY1.0						10,640												57,207
						SHANGHAI BAOSIGHT SOFTWARE A						COMMON STOCK CNY1.0						8,788												56,645
						SHANGHAI BAOSIGHT SOFTWARE B						COMMON STOCK CNY1.						84,370												261,125
						SHANGHAI CHLOR ALKALI CHEM B						COMMON STOCK CNY1.						59,700												36,656
						SHANGHAI ELECTRIC GRP CO L A						COMMON STOCK CNY1.0						88,400												50,112
						SHANGHAI FOSUN PHARMACEUTI A						COMMON STOCK CNY1.0						16,700												84,712
						SHANGHAI FOSUN PHARMACEUTI H						COMMON STOCK CNY1.0						108,500												347,536
						SHANGHAI HAIXIN GROUP CO B						COMMON STOCK CNY1.						48,800												16,250
						SHANGHAI HIGHLY GROUP CO B						COMMON STOCK CNY1.						105,931												48,093
						SHANGHAI INDUSTRIAL HLDG LTD						COMMON STOCK						111,000												137,240
						SHANGHAI INTERNATIONAL AIR A						COMMON STOCK CNY1.0						8,000												66,435
						SHANGHAI INTERNATIONAL POR A						COMMON STOCK CNY1.0						92,500												71,069
						SHANGHAI JINJIANG INTERNAT A						COMMON STOCK CNY1.0						9,300												78,083
						SHANGHAI JUNSHI BIOSCIENCE A						COMMON STOCK CNY1.0						49,354												444,584
						SHANGHAI LUJIAZUI FIN+TRAD B						COMMON STOCK CNY1.0						266,976												215,717
						SHANGHAI M+G STATIONERY IN A						COMMON STOCK CNY1.0						10,000												79,111
						SHANGHAI NEW POWER AUTOMOT B						COMMON STOCK CNY1.0						51,900												20,708
						SHANGHAI PHARMACEUTICALS A						COMMON STOCK CNY1.0						20,900												53,619
						SHANGHAI PHARMACEUTICALS H						COMMON STOCK CNY1.0						197,400												328,286
						SHANGHAI PUDONG DEVEL BANK A						COMMON STOCK CNY1.0						355,500												372,348
						SHANGHAI PUTAILAI NEW ENER A						COMMON STOCK CNY1.0						14,200												105,825
						SHANGHAI RAAS BLOOD PRODUC A						COMMON STOCK CNY1.0						187,400												170,938
						SHANGRI LA ASIA LTD						COMMON STOCK HKD1.0						191,595												157,106
						SHANXI LU AN ENVIRONMENTAL A						COMMON STOCK CNY1.0						51,700												125,350
						SHANXI MEIJIN ENERGY CO LT A						COMMON STOCK CNY1.0						63,300												82,160
						SHANXI TAIGANG STAINLESS A						COMMON STOCK CNY1.0						57,900												35,953
						SHANXI XINGHUACUN FEN WINE A						COMMON STOCK CNY1.0						12,380												507,683
						SHAPIR ENGINEERING AND INDUS						COMMON STOCK						22,089												173,907
						SHARP CORP						COMMON STOCK						40,200												287,799
						SHAW COMMUNICATIONS INC B						COMMON STOCK						76,473												2,201,714
						SHELL PLC						COMMON STOCK EUR.07						1,220,573												34,512,330
						SHENG SIONG GROUP LTD						COMMON STOCK						114,200												140,412
						SHENGYI TECHNOLOGY CO LTD A						COMMON STOCK CNY1.0						24,799												51,422
						SHENNAN CIRCUITS CO LTD A						COMMON STOCK CNY1.0						5,180												53,793
						SHENWAN HONGYUAN GROUP CO A						COMMON STOCK CNY1.0						186,900												107,027
						SHENZHEN CAPCHEM TECHNOLOG A						COMMON STOCK CNY1.0						7,560												47,299
						SHENZHEN ENERGY GROUP CO L A						COMMON STOCK CNY1.0						121,035												110,575
						SHENZHEN INOVANCE TECHNOLO A						COMMON STOCK CNY1.0						27,150												271,537
						SHENZHEN INTL HOLDINGS						COMMON STOCK HKD1.0						283,486												278,221
						SHENZHEN INVESTMENT LTD						COMMON STOCK						818,883												140,591

108

---

						SHENZHEN KANGTAI BIOLOGICA A						COMMON STOCK CNY1.0						15,360												69,690
						SHENZHEN MINDRAY BIO MEDIC A						COMMON STOCK CNY1.0						12,400												562,829
						SHENZHEN OVERSEAS CHINESE A						COMMON STOCK CNY1.0						68,000												51,967
						SHENZHEN SALUBRIS PHARM A						COMMON STOCK CNY1.0						4,100												19,378
						SHENZHEN SC NEW ENERGY TEC A						COMMON STOCK CNY1.0						3,500												57,432
						SHENZHEN TRANSSION HOLDING A						COMMON STOCK CNY1.0						6,723												76,939
						SHENZHOU INTERNATIONAL GROUP						COMMON STOCK HKD.1						140,000												1,574,898
						SHIBAURA MACHINE CO LTD						COMMON STOCK						3,300												64,638
						SHIBUYA CORPORATION						COMMON STOCK						1,900												32,760
						SHIFT INC						COMMON STOCK						2,500												441,905
						SHIGA BANK LTD/THE						COMMON STOCK						7,300												145,057
						SHIJIAZHUANG YILING PHARMA A						COMMON STOCK CNY1.0						5,880												25,295
						SHIKOKU ELECTRIC POWER CO						COMMON STOCK						26,400												152,259
						SHIKOKU KASEI HOLDINGS CORP						COMMON STOCK						8,000												78,978
						SHIKUN + BINUI LTD						COMMON STOCK ILS1.0						46,228												129,048
						SHIMA SEIKI MFG LTD						COMMON STOCK						5,200												72,057
						SHIMADZU CORP						COMMON STOCK						39,900												1,131,960
						SHIMAMURA CO LTD						COMMON STOCK						4,100												406,220
						SHIMANO INC						COMMON STOCK						12,500												1,980,957
						SHIMAO GROUP HOLDINGS LTD						COMMON STOCK HKD.1						199,000												112,695
						SHIMAO SERVICES HOLDINGS LTD						COMMON STOCK HKD.01						101,000												36,492
						SHIMIZU CORP						COMMON STOCK						93,200												493,870
						SHIN ETSU CHEMICAL CO LTD						COMMON STOCK						60,200												7,295,307
						SHIN ETSU POLYMER CO LTD						COMMON STOCK						7,700												65,270
						SHIN KONG FINANCIAL HOLDING						COMMON STOCK TWD10.						2,115,885												603,503
						SHIN POONG PHARMACEUTICAL CO						COMMON STOCK KRW500.						4,180												70,386
						SHIN ZU SHING CO LTD						COMMON STOCK TWD10.0						26,000												69,001
						SHINHAN FINANCIAL GROUP LTD						COMMON STOCK KRW5000.						82,496												2,298,773
						SHINKO ELECTRIC INDUSTRIES						COMMON STOCK						12,400												311,121
						SHINKONG SYNTHETIC FIBERS						COMMON STOCK TWD10.						193,000												110,162
						SHINMAYWA INDUSTRIES LTD						COMMON STOCK						8,800												69,760
						SHINSEGAE INC						COMMON STOCK KRW5000.0						1,645												287,783
						SHIONOGI + CO LTD						COMMON STOCK						44,400												2,197,029
						SHIP HEALTHCARE HOLDINGS INC						COMMON STOCK						15,000												305,231
						SHISEIDO CO LTD						COMMON STOCK						67,500												3,308,669
						SHIZUOKA FINANCIAL GROUP INC						COMMON STOCK						78,000												623,578
						SHIZUOKA GAS CO LTD						COMMON STOCK						7,900												66,023
						SHO BOND HOLDINGS CO LTD						COMMON STOCK						7,000												297,008
						SHOCHIKU CO LTD						COMMON STOCK						1,600												140,448
						SHOEI CO LTD						COMMON STOCK						4,000												155,451
						SHOEI FOODS CORP						COMMON STOCK						2,100												62,270
						SHOP APOTHEKE EUROPE NV						COMMON STOCK EUR.02						2,295												108,041
						SHOPIFY INC CLASS A						COMMON STOCK						190,900												6,623,277
						SHOPRITE HOLDINGS LTD						COMMON STOCK ZAR1.134						80,369												1,067,493
						SHOUCHENG HOLDINGS LTD						COMMON STOCK						720,800												175,468
						SHOUGANG FUSHAN RESOURCES GR						COMMON STOCK						506,193												161,490
						SHOWA SANGYO CO LTD						COMMON STOCK						3,100												58,819
						SHUFERSAL LTD						COMMON STOCK ILS.1						31,646												181,975

109

---

						SHUI ON LAND LTD						COMMON STOCK USD.0025						718,828												91,178
						SHUN TAK HOLDINGS LTD						COMMON STOCK						240,750												51,821
						SIA ENGINEERING CO LTD						COMMON STOCK						51,300												89,571
						SIAM CEMENT PCL NVDR						NVDR THB1.0						67,100												661,880
						SIAM CEMENT PUB CO FOR REG						FOREIGN SH. THB1.0 A						76,900												759,342
						SIAMGAS + PETROCHEMICALS FOR						FOREIGN SH. THB.5 A						125,800												36,140
						SIBANYE STILLWATER LTD						COMMON STOCK						477,879												1,255,995
						SICHUAN CHUANTOU ENERGY CO A						COMMON STOCK CNY1.0						125,221												220,336
						SICHUAN KELUN PHARMACEUTIC A						COMMON STOCK CNY1.0						15,700												60,102
						SICHUAN ROAD+BRIDGE GROUP A						COMMON STOCK CNY1.0						48,500												77,516
						SICHUAN SWELLFUN CO LTD A						COMMON STOCK CNY1.0						4,900												59,400
						SIEGFRIED HOLDING AG REG						COMMON STOCK CHF18.0						1,059												704,537
						SIEMENS AG REG						COMMON STOCK NPV						130,023												17,992,288
						SIEMENS ENERGY AG						COMMON STOCK						67,927												1,274,232
						SIEMENS HEALTHINEERS AG						COMMON STOCK						47,692												2,378,706
						SIENNA SENIOR LIVING INC						COMMON STOCK						12,400												99,753
						SIERRA WIRELESS INC						COMMON STOCK						6,300												182,358
						SIG GROUP AG						COMMON STOCK CHF.01						54,398												1,191,525
						SIG PLC						COMMON STOCK GBP.1						119,839												42,606
						SIGMA HEALTHCARE LTD						COMMON STOCK						199,334												82,464
						SIGNIFY NV						COMMON STOCK						19,885												667,472
						SIGURD MICROELECTRONICS CORP						COMMON STOCK TWD10.						65,000												102,624
						SIHUAN PHARMACEUTICAL HLDGS						COMMON STOCK HKD.01						905,000												110,154
						SIIX CORP						COMMON STOCK						4,700												44,882
						SIKA AG REG						COMMON STOCK CHF.01						24,098												5,811,135
						SILERGY CORP						COMMON STOCK TWD2.5						52,000												737,374
						SILTRONIC AG						COMMON STOCK						1,994												144,909
						SILVER LAKE RESOURCES LTD						COMMON STOCK						160,028												126,683
						SILVERCORP METALS INC						COMMON STOCK						31,400												92,234
						SILVERCREST METALS INC						COMMON STOCK						23,300												139,289
						SIMCORP A/S						COMMON STOCK DKK1.						6,950												473,532
						SIME DARBY BERHAD						COMMON STOCK						534,155												278,301
						SIME DARBY PLANTATION BHD						COMMON STOCK						536,930												566,953
						SIME DARBY PROPERTY BHD						COMMON STOCK						534,155												54,433
						SIMMTECH CO LTD						COMMON STOCK KRW500.0						688												14,568
						SIMPLO TECHNOLOGY CO LTD						COMMON STOCK TWD10.0						31,000												287,287
						SIMS LTD						COMMON STOCK						31,701												280,946
						SINAD HOLDING CO						COMMON STOCK SAR10.0						10,504												28,398
						SINBON ELECTRONICS CO LTD						COMMON STOCK TWD10.0						40,000												357,739
						SINCH AB						COMMON STOCK SEK.1						85,474												312,423
						SINGAPORE AIRLINES LTD						COMMON STOCK						254,100												1,045,748
						SINGAPORE DOLLAR						FOREIGN CURRENCY						489												365
						SINGAPORE EXCHANGE LTD						COMMON STOCK						138,400												924,286
						SINGAPORE POST LTD						COMMON STOCK						122,900												47,671
						SINGAPORE TECH ENGINEERING						COMMON STOCK						273,000												682,341
						SINGAPORE TELECOMMUNICATIONS						COMMON STOCK						1,511,890												2,898,712

110

---

						SINO AMERICAN SILICON PRODUC						COMMON STOCK TWD10.0						91,013												412,615
						SINO BIOPHARMACEUTICAL						COMMON STOCK HKD.025						1,882,495												1,102,249
						SINO LAND CO						COMMON STOCK						617,067												771,635
						SINO OCEAN GROUP HOLDING LTD						COMMON STOCK						869,074												121,371
						SINOFERT HOLDINGS LTD						COMMON STOCK HKD.1						562,000												68,405
						SINOMA SCIENCE+TECHNOLOGY A						COMMON STOCK CNY1.0						16,900												52,026
						SINOPAC FINANCIAL HOLDINGS						COMMON STOCK TWD10.						1,998,933												1,081,894
						SINOPEC ENGINEERING GROUP H						COMMON STOCK CNY1.0						239,500												105,252
						SINOPEC KANTONS HOLDINGS						COMMON STOCK HKD.1						184,000												69,546
						SINOPEC SHANGHAI PETROCHE A						COMMON STOCK CNY1.0						69,700												31,189
						SINOPHARM GROUP CO H						COMMON STOCK CNY1.0						245,200												623,293
						SIRIUS REAL ESTATE LTD						COMMON STOCK						171,200												151,783
						SISTEMA PJSC REG S SPONS GDR						GDR						41,127												185,072
						SITC INTERNATIONAL HOLDINGS						COMMON STOCK HKD.1						238,000												529,367
						SITEMINDER LTD						COMMON STOCK						36,768												75,733
						SITRONIX TECHNOLOGY CORP						COMMON STOCK TWD10.						19,000												109,605
						SIXT SE						COMMON STOCK						2,323												213,053
						SIXT SE PRFD						PREFERENCE						3,127												181,866
						SJM HOLDINGS LTD						COMMON STOCK						440,000												254,813
						SK BIOPHARMACEUTICALS CO LTD						COMMON STOCK KRW500.0						2,643												151,643
						SK BIOSCIENCE CO LTD						COMMON STOCK KRW500.0						3,231												189,685
						SK CHEMICALS CO LTD						COMMON STOCK KRW5000.0						1,523												88,673
						SK DISCOVERY CO LTD						COMMON STOCK KRW5000.0						3,907												93,805
						SK HYNIX INC						COMMON STOCK KRW5000.						93,396												5,621,680
						SK IE TECHNOLOGY CO LTD						COMMON STOCK KRW1000.0						4,213												178,579
						SK INC						COMMON STOCK KRW200.0						8,326												1,253,301
						SK INNOVATION CO LTD						COMMON STOCK KRW5000.						8,991												1,105,642
						SK NETWORKS CO LTD						COMMON STOCK KRW2500.0						38,023												116,910
						SK SQUARE CO LTD						COMMON STOCK KRW500.0						16,707												446,582
						SKANDINAVISKA ENSKILDA BAN A						COMMON STOCK SEK10.0						274,058												3,158,574
						SKANSKA AB B SHS						COMMON STOCK						55,103												875,955
						SKC CO LTD						COMMON STOCK KRW5000.						5,904												416,898
						SKF AB B SHARES						COMMON STOCK SEK2.5						68,503												1,049,859
						SKISTAR AB						COMMON STOCK SEK.5						7,739												82,626
						SKSHU PAINT CO LTD A						COMMON STOCK CNY1.0						3,800												62,240
						SKY PERFECT JSAT HOLDINGS						COMMON STOCK						22,600												82,359
						SKYCITY ENTERTAINMENT GROUP						COMMON STOCK						177,454												265,912
						SKYLARK HOLDINGS CO LTD						COMMON STOCK						36,500												422,359
						SKYWORTH GROUP LTD						COMMON STOCK HKD.1						282,358												121,192
						SLATE GROCERY REIT CL U						REIT						4,800												53,528
						SLC AGRICOLA SA						COMMON STOCK						12,540												111,385
						SLEEP COUNTRY CANADA HOLDING						COMMON STOCK						6,300												106,848
						SM ENTERTAINMENT CO LTD						COMMON STOCK KRW500.0						3,177												193,893
						SM INVESTMENTS CORP						COMMON STOCK PHP10.						54,195												879,147
						SM PRIME HOLDINGS INC						COMMON STOCK PHP1.0						1,970,989												1,248,571
						SMA SOLAR TECHNOLOGY AG						COMMON STOCK						1,769												126,194
						SMART METERING SYSTEMS PLC						COMMON STOCK GBP.01						18,398												173,069
						SMARTCENTRES REAL ESTATE INV						REIT						12,500												247,057

111

---

						SMARTGROUP CORP LTD						COMMON STOCK						23,025												79,558
						SMARTONE TELECOMMUNICATIONS						COMMON STOCK HKD.1						61,310												36,998
						SMC CORP						COMMON STOCK						9,700												4,083,392
						SMITH + NEPHEW PLC						COMMON STOCK USD.2						148,997												1,980,604
						SMITHS GROUP PLC						COMMON STOCK GBP.375						66,027												1,266,592
						SMOORE INTERNATIONAL HOLDING						COMMON STOCK USD.01						302,000												468,964
						SMS CO LTD						COMMON STOCK						12,800												325,254
						SMURFIT KAPPA GROUP PLC						COMMON STOCK EUR.001						41,987												1,550,984
						SNAM SPA						COMMON STOCK						327,213												1,580,910
						SNC LAVALIN GROUP INC						COMMON STOCK						31,200												549,417
						SNOW PEAK INC						COMMON STOCK						6,100												108,646
						SOCIETE BIC SA						COMMON STOCK EUR3.82						4,276												291,595
						SOCIETE GENERALE SA						COMMON STOCK EUR1.25						121,333												3,035,162
						SODEXO SA						COMMON STOCK EUR4.0						15,105												1,440,668
						SOFINA						COMMON STOCK						2,760												608,911
						SOFTBANK CORP						COMMON STOCK						484,400												5,447,724
						SOFTBANK GROUP CORP						COMMON STOCK						205,200												8,643,391
						SOFTCAT PLC						COMMON STOCK GBP.0005						20,224												288,810
						SOFTCHOICE CORP						COMMON STOCK						3,300												44,472
						SOFTWARE AG						COMMON STOCK						8,804												227,145
						SOFTWAREONE HOLDING AG						COMMON STOCK CHF.01						14,824												209,756
						SOHGO SECURITY SERVICES CO						COMMON STOCK						12,700												343,755
						SOHO CHINA LTD						COMMON STOCK HKD.02						472,500												82,938
						SOHU.COM LTD ADR						ADR						12,500												171,375
						SOJITZ CORP						COMMON STOCK						40,460												764,842
						SOL						FOREIGN CURRENCY						47,634												12,491
						SOLARIA ENERGIA Y MEDIO AMBI						COMMON STOCK EUR.01						10,667												194,900
						SOLARIS RESOURCES INC						COMMON STOCK						13,600												64,640
						SOLASTO CORP						COMMON STOCK						9,700												52,438
						SOLGOLD PLC						COMMON STOCK GBP.01						119,103												22,922
						SOLUS ADVANCED MATERIALS CO						COMMON STOCK KRW100.0						2,387												57,222
						SOLVAY SA						COMMON STOCK EUR15.0						12,908												1,304,450
						SOMPO HOLDINGS INC						COMMON STOCK						54,000												2,384,938
						SONAE						COMMON STOCK EUR1.0						168,952												168,441
						SONGCHENG PERFORMANCE DEVE A						COMMON STOCK CNY1.0						28,440												59,756
						SONIC HEALTHCARE LTD						COMMON STOCK						76,936												1,562,441
						SONOVA HOLDING AG REG						COMMON STOCK CHF.05						9,304												2,212,451
						SONY GROUP CORP						COMMON STOCK						213,800												16,216,401
						SOPRA STERIA GROUP						COMMON STOCK EUR1.0						2,029												305,275
						SOSEI GROUP CORP						COMMON STOCK						15,600												251,039
						SOSILA LOGISTICS REIT INC						REIT						98												101,587
						SOTETSU HOLDINGS INC						COMMON STOCK						12,700												212,950
						SOULBRAIN CO LTD/NEW						COMMON STOCK KRW500.0						661												114,895
						SOUTH AFRICAN RAND						FOREIGN CURRENCY						535												31
						SOUTH KOREAN WON						FOREIGN CURRENCY						10,728,628												8,484
						SOUTH32 LTD						COMMON STOCK						142,247												382,893
						SOUTH32 LTD						COMMON STOCK						644,058												1,736,498
						SOUTHERN COPPER CORP						COMMON STOCK USD.01						15,395												929,704

112

---

						SOUTHERN PROVINCE CEMENT CO						COMMON STOCK SAR10.						11,635												157,899
						SP SETIA BERHAD						PREFERRED STOCK VAR						137,168												10,743
						SP SETIA BHD						COMMON STOCK						204,729												27,760
						SPAR GROUP LIMITED/THE						COMMON STOCK						33,105												220,830
						SPAR NORD BANK A/S						COMMON STOCK DKK10.						14,776												225,907
						SPAREBANK 1 NORD NORGE						COMMON STOCK NOK18.						18,546												180,750
						SPAREBANK 1 OESTLANDET						COMMON STOCK NOK50.0						7,489												92,151
						SPAREBANK 1 SMN						COMMON STOCK NOK20.0						23,958												308,970
						SPAREBANK 1 SR BANK ASA						COMMON STOCK NOK25.0						33,152												405,520
						SPARK NEW ZEALAND LTD						COMMON STOCK						430,894												1,471,269
						SPARX GROUP CO LTD						COMMON STOCK						2,880												36,383
						SPCG PCL						FOREIGN SH. THB1.0 A						152,000												63,635
						SPECTRIS PLC						COMMON STOCK GBP.05						16,939												608,906
						SPIE SA						COMMON STOCK EUR.47						20,193												524,749
						SPIN MASTER CORP SUB VTG SHR						COMMON STOCK						4,500												110,661
						SPIRAX SARCO ENGINEERING PLC						COMMON STOCK GBP.269231						12,525												1,601,291
						SPIRE HEALTHCARE GROUP PLC						COMMON STOCK GBP.01						47,480												130,094
						SPIRENT COMMUNICATIONS PLC						COMMON STOCK GBP.03333333						104,985												328,516
						SPORTON INTERNATIONAL INC						COMMON STOCK TWD10.						15,750												107,299
						SPORTS TOTO BHD						COMMON STOCK						304,069												111,735
						SPROTT INC						COMMON STOCK						4,110												136,621
						SQUARE ENIX HOLDINGS CO LTD						COMMON STOCK						14,600												674,244
						SRE HOLDINGS CORP						COMMON STOCK						1,000												24,553
						SRI LANKA RUPEE						FOREIGN CURRENCY						2,414												7
						SRI TRANG AGRO INDS PCL NVDR						NVDR THB1.0						54,100												32,962
						SRISAWADCORP PCL FOREIGN						FOREIGN SH. THB1.0 A						196,330												276,341
						SSAB AB B SHARES						COMMON STOCK						110,437												576,854
						SSAB AB A SHARES						COMMON STOCK						38,578												210,452
						SSE PLC						COMMON STOCK GBP.5						181,922												3,733,529
						SSP GROUP PLC						COMMON STOCK GBP.01085						100,983												277,073
						SSR MINING INC						COMMON STOCK						37,425												585,288
						SSY GROUP LTD						COMMON STOCK HKD.02						418,000												230,825
						ST GALLER KANTONALBANK A REG						COMMON STOCK CHF80.0						532												276,196
						ST JAMES S PLACE PLC						COMMON STOCK GBP.15						86,160												1,135,229
						ST SHINE OPTICAL CO LTD						COMMON STOCK TWD10.						16,008												128,225
						STABILUS SE						COMMON STOCK EUR.01						4,427												297,073
						STADLER RAIL AG						COMMON STOCK CHF.2						7,648												272,049
						STANDARD BANK GROUP LTD						COMMON STOCK ZAR.1						249,918												2,464,516
						STANDARD CHARTERED PLC						COMMON STOCK USD.5						433,657												3,238,622
						STANDARD FOODS CORP						COMMON STOCK TWD10.						93,000												120,555
						STANLEY ELECTRIC CO LTD						COMMON STOCK						24,000												453,731
						STANTEC INC						COMMON STOCK						19,200												919,367
						STAR ASIA INVESTMENT CORPORA						REIT						241												100,425
						STAR ENTERTAINMENT GRP LTD/T						COMMON STOCK						157,485												188,867
						STAR MICRONICS CO LTD						COMMON STOCK						5,700												69,287
						STARHILL GLOBAL REIT						REIT						275,614												110,761

113

---

						STARHUB LTD						COMMON STOCK						139,000												107,836
						STARPOWER SEMICONDUCTOR LT A						COMMON STOCK CNY1.0						1,700												80,560
						STARTS CORP INC						COMMON STOCK						5,500												107,877
						STARTS PROCEED INVESTMENT CO						REIT						37												66,273
						STATE BANK OF INDI GDR REG S						GDR						13,079												973,640
						STEADFAST GROUP LTD						COMMON STOCK						176,791												655,260
						STEICO SE						COMMON STOCK						953												43,825
						STEINHOFF INTERNATIONAL H NV						COMMON STOCK EUR.5						719,894												21,578
						STELLA INTERNATIONAL						COMMON STOCK HKD.1						74,000												69,687
						STELLA JONES INC						COMMON STOCK						11,200												401,066
						STELLANTIS NV						COMMON STOCK EUR.01						178,844												2,527,830
						STELLANTIS NV						COMMON STOCK EUR.01						167,035												2,364,547
						STHREE PLC						COMMON STOCK GBP.01						21,475												104,116
						STILLFRONT GROUP AB						COMMON STOCK SEK.07						36,644												61,482
						STMICROELECTRONICS NV						COMMON STOCK EUR1.04						116,755												4,138,230
						STO SE + CO. KGAA PREF SHRS						PREFERENCE						431												69,221
						STOCKLAND						REIT NPV						370,703												911,720
						STOLT NIELSEN LTD						COMMON STOCK USD1.						9,685												265,000
						STORA ENSO OYJ R SHS						COMMON STOCK EUR1.7						96,130												1,354,023
						STOREBRAND ASA						COMMON STOCK NOK5.						87,522												755,781
						STORSKOGEN GROUP AB B						COMMON STOCK SEK.0005						232,687												167,141
						STRATEC SE						COMMON STOCK						1,233												106,765
						STRAUMANN HOLDING AG REG						COMMON STOCK CHF.01						17,570												1,988,500
						STRAUSS GROUP LTD						COMMON STOCK ILS1.						11,603												306,772
						STRIKE CO LTD						COMMON STOCK						1,800												61,219
						STROEER SE + CO KGAA						COMMON STOCK						5,275												244,716
						SUBARU CORP						COMMON STOCK						103,100												1,573,565
						SUBSEA 7 SA						COMMON STOCK USD2.						54,414												622,418
						SUEDZUCKER AG						COMMON STOCK						12,810												223,373
						SUGI HOLDINGS CO LTD						COMMON STOCK						5,900												261,660
						SULZER AG REG						COMMON STOCK CHF.01						3,203												249,941
						SUMCO CORP						COMMON STOCK						56,100												746,640
						SUMITOMO BAKELITE CO LTD						COMMON STOCK						6,200												181,595
						SUMITOMO CHEMICAL CO LTD						COMMON STOCK						251,400												895,358
						SUMITOMO CORP						COMMON STOCK						191,600												3,160,159
						SUMITOMO DENSETSU CO LTD						COMMON STOCK						2,700												49,608
						SUMITOMO ELECTRIC INDUSTRIES						COMMON STOCK						68,700												775,148
						SUMITOMO FORESTRY CO LTD						COMMON STOCK						21,600												381,783
						SUMITOMO HEAVY INDUSTRIES						COMMON STOCK						18,700												371,043
						SUMITOMO METAL MINING CO LTD						COMMON STOCK						41,700												1,475,546
						SUMITOMO MITSUI CONSTRUCTION						COMMON STOCK						29,600												93,529
						SUMITOMO MITSUI FINANCIAL GR						COMMON STOCK						192,954												7,733,398
						SUMITOMO MITSUI TRUST HOLDIN						COMMON STOCK						57,000												1,978,242
						SUMITOMO OSAKA CEMENT CO LTD						COMMON STOCK						6,200												151,962
						SUMITOMO PHARMA CO LTD						COMMON STOCK						31,000												234,632
						SUMITOMO REALTY + DEVELOPMEN						COMMON STOCK						51,200												1,199,120
						SUMITOMO RUBBER INDUSTRIES						COMMON STOCK						32,053												279,750
						SUMITOMO WAREHOUSE CO LTD						COMMON STOCK						9,300												136,946

114

---

						SUMMARECON AGUNG TBK PT						COMMON STOCK IDR100.0						4,430,158												171,869
						SUMMERSET GROUP HOLDINGS LTD						COMMON STOCK						66,014												369,428
						SUMMIT INDUSTRIAL INCOME REI						REIT						17,200												288,031
						SUMMIT REAL ESTATE HOLDING						REIT ILS1.0						14,048												176,770
						SUN HUNG KAI PROPERTIES						COMMON STOCK						217,302												2,973,479
						SUN KING TECHNOLOGY GROUP LT						COMMON STOCK HKD.1						180,000												37,361
						SUN LIFE FINANCIAL INC						COMMON STOCK						98,897												4,587,384
						SUNAC CHINA HOLDINGS LTD						COMMON STOCK HKD.1						508,000												298,098
						SUNAC SERVICES HOLDINGS LTD						COMMON STOCK HKD.01						106,000												57,041
						SUNCOR ENERGY INC						COMMON STOCK						226,323												7,174,119
						SUNCORP GROUP LTD						COMMON STOCK						213,306												1,742,204
						SUNDRUG CO LTD						COMMON STOCK						12,300												363,822
						SUNEVISION HOLDINGS						COMMON STOCK HKD.1						124,000												67,045
						SUNGROW POWER SUPPLY CO LT A						COMMON STOCK CNY1.0						14,900												239,784
						SUNLIGHT REAL ESTATE INVEST						REIT						62,000												26,770
						SUNNY OPTICAL TECH						COMMON STOCK HKD.1						130,900												1,557,225
						SUNOPTA INC						COMMON STOCK						12,700												106,665
						SUNTEC REIT						REIT						286,000												294,381
						SUNTORY BEVERAGE + FOOD LTD						COMMON STOCK						23,900												811,135
						SUNWODA ELECTRONIC CO LTD A						COMMON STOCK CNY1.0						16,500												50,224
						SUPALAI PCL NVDR						NVDR THB1.0						433,700												304,313
						SUPER ENERGY CORP PCL NVDR						NVDR THB.1						8,453,700												160,834
						SUPER GROUP LTD						COMMON STOCK ZAR1.0						49,637												77,249
						SUPER RETAIL GROUP LTD						COMMON STOCK						21,866												158,595
						SUPERIOR PLUS CORP						COMMON STOCK						26,800												222,122
						SUPERMARKET INCOME REIT PLC						REIT GBP.01						168,470												207,885
						SURGICAL SCIENCE SWEDEN AB						COMMON STOCK SEK.25						16,130												256,588
						SURGUTNEFTEGAS PREFERENCE						PREFERENCE						1,031,300												366,606
						SURGUTNEFTEGAS SP ADR						ADR						173,423												107,522
						SURGUTNEFTEGAZ SP ADR PREF						ADR						34,310												17,498
						SURUGA BANK LTD						COMMON STOCK						33,100												105,879
						SURYA CITRA MEDIA PT TBK						COMMON STOCK IDR10.0						11,705,000												154,897
						SUZANO SA						COMMON STOCK NPV						103,107												956,998
						SUZANO SA SPON ADR						ADR						12,712												117,459
						SUZHOU DONGSHAN PRECISION A						COMMON STOCK CNY1.0						17,600												62,666
						SUZHOU MAXWELL TECHNOLOGIE A						COMMON STOCK CNY1.0						1,600												94,815
						SUZUKEN CO LTD						COMMON STOCK						12,000												323,311
						SUZUKI MOTOR CORP						COMMON STOCK						62,200												1,990,478
						SVENSKA CELLULOSA AB SCA B						COMMON STOCK NPV						99,646												1,261,813
						SVENSKA HANDELSBANKEN A SHS						COMMON STOCK SEK1.55						274,934												2,770,541
						SWAP BANK OF MONTREAL BOC						SWAP CASH COLLATERAL USD						(250,000)												(250,000)
						SWAP STAND. CHARTER BANK BOCOC						SWAP CASH COLLATERAL						(90,000)												(90,000)
						SWAP STANDARD CHARTERED BANK L						CUSIP CREATION						110,000												110,000
						SWAPS BANK OF MONTREAL COC USD						SWAPS CASH COLLATERAL USD						250,000												250,000
						SWATCH GROUP AG/THE BR						COMMON STOCK CHF2.25						4,918												1,395,370
						SWATCH GROUP AG/THE REG						COMMON STOCK CHF.45						8,942												466,133
						SWECO AB B SHS						COMMON STOCK SEK1.0						38,391												367,006
						SWEDBANK AB A SHARES						COMMON STOCK NPV						152,413												2,593,117

115

---

						SWEDENCARE AB						COMMON STOCK SEK.05						10,969												32,580
						SWEDISH KRONA						FOREIGN CURRENCY						28,573												2,742
						SWEDISH ORPHAN BIOVITRUM AB						COMMON STOCK SEK.55						28,589												591,544
						SWIRE PACIFIC LTD CL A						COMMON STOCK						88,500												778,986
						SWIRE PROPERTIES LTD						COMMON STOCK						195,200												496,194
						SWISS FRANC						FOREIGN CURRENCY						8,816												9,529
						SWISS LIFE HOLDING AG REG						COMMON STOCK CHF.1						5,293												2,730,691
						SWISS PRIME SITE REG						COMMON STOCK CHF2.0						12,912												1,120,495
						SWISS RE AG						COMMON STOCK CHF.1						51,011												4,782,488
						SWISSCOM AG REG						COMMON STOCK CHF1.0						4,211												2,303,398
						SWISSQUOTE GROUP HOLDING REG						COMMON STOCK CHF.2						1,687												245,050
						SY HOLDINGS GROUP LTD						COMMON STOCK HKD.01						56,000												44,987
						SYDBANK A/S						COMMON STOCK DKK10.						10,598												444,015
						SYMRISE AG						COMMON STOCK						21,867												2,371,853
						SYNLAB AG						COMMON STOCK						7,517												90,939
						SYNNEX TECHNOLOGY INTL CORP						COMMON STOCK TWD10.						290,150												558,630
						SYNTHOMER PLC						COMMON STOCK GBP.1						58,029												100,634
						SYRAH RESOURCES LTD						COMMON STOCK						107,493												147,138
						SYSMEX CORP						COMMON STOCK						28,300												1,714,552
						SYSTENA CORP						COMMON STOCK						57,600												179,329
						T GAIA CORP						COMMON STOCK						3,600												44,272
						T HASEGAWA CO LTD						COMMON STOCK						6,800												149,151
						T+D HOLDINGS INC						COMMON STOCK						84,400												1,208,249
						TA CHEN STAINLESS PIPE CO						COMMON STOCK TWD10.						144,545												199,270
						TABCORP HOLDINGS LTD						COMMON STOCK						373,810												272,547
						TADANO LTD						COMMON STOCK						16,300												111,921
						TAG IMMOBILIEN AG						COMMON STOCK						29,830												192,557
						TAICHUNG COMMERCIAL BANK						COMMON STOCK TWD10.						673,999												280,649
						TAIDOC TECHNOLOGY CORP						COMMON STOCK TWD10.0						7,000												42,119
						TAIHEI DENGYO KAISHA LTD						COMMON STOCK						2,400												58,972
						TAIHEIYO CEMENT CORP						COMMON STOCK						19,300												298,542
						TAIKISHA LTD						COMMON STOCK						4,500												113,699
						TAIMED BIOLOGICS INC						COMMON STOCK TWD10.0						53,000												121,848
						TAINAN SPINNING						COMMON STOCK TWD10.						184,000												100,528
						TAISEI CORP						COMMON STOCK						32,900												1,054,208
						TAISHIN FINANCIAL HOLDING						COMMON STOCK TWD10.						2,099,029												1,030,715
						TAISHO PHARMACEUTICAL HOLDIN						COMMON STOCK						6,600												289,756
						TAIWAN BUSINESS BANK						COMMON STOCK TWD10.						838,153												353,017
						TAIWAN CEMENT						COMMON STOCK TWD10.						1,072,494												1,173,755
						TAIWAN COOPERATIVE FINANCIAL						COMMON STOCK TWD10.0						1,789,656												1,513,326
						TAIWAN FERTILIZER CO LTD						COMMON STOCK TWD10.						141,000												244,959
						TAIWAN GLASS IND CORP						COMMON STOCK TWD10.						302,084												208,731
						TAIWAN HIGH SPEED RAIL CORP						COMMON STOCK TWD10.						432,000												403,981
						TAIWAN MOBILE CO LTD						COMMON STOCK TWD10.						303,528												935,043
						TAIWAN PAIHO LTD						COMMON STOCK TWD10.						44,389												81,994
						TAIWAN SECOM						COMMON STOCK TWD10.0						84,261												274,087
						TAIWAN SEMICONDUCTOR MANUFAC						COMMON STOCK TWD10.						4,063,363												59,222,087
						TAIWAN SURFACE MOUNTING TECH						COMMON STOCK TWD10.						82,000												237,257

116

---

						TAIWAN TEA CORP						COMMON STOCK TWD10.						421,607												290,133
						TAIWAN UNION TECHNOLOGY CORP						COMMON STOCK TWD10.0						24,000												40,108
						TAIYO HOLDINGS CO LTD						COMMON STOCK						6,400												108,461
						TAIYO YUDEN CO LTD						COMMON STOCK						19,800												574,352
						TAKARA BIO INC						COMMON STOCK						8,900												115,070
						TAKARA HOLDINGS INC						COMMON STOCK						25,400												201,089
						TAKARA LEBEN REAL ESTATE INV						REIT						75												56,301
						TAKARA STANDARD CO LTD						COMMON STOCK						5,000												52,023
						TAKASAGO THERMAL ENGINEERING						COMMON STOCK						8,100												109,360
						TAKASHIMAYA CO LTD						COMMON STOCK						26,500												369,556
						TAKEDA PHARMACEUTICAL CO LTD						COMMON STOCK						244,133												7,584,534
						TAKEUCHI MFG CO LTD						COMMON STOCK						5,800												126,624
						TAKKT AG						COMMON STOCK						7,162												103,508
						TAKUMA CO LTD						COMMON STOCK						12,100												112,101
						TAL EDUCATION GROUP ADR						ADR						65,400												461,070
						TALGO SA						COMMON STOCK EUR.301						13,606												47,919
						TAMARACK VALLEY ENERGY LTD						COMMON STOCK						68,400												225,148
						TAMBURI INVESTMENT PARTNERS						COMMON STOCK NPV						20,287												158,271
						TAMRON CO LTD						COMMON STOCK						2,900												65,373
						TANVEX BIOPHARMA INC						COMMON STOCK TWD10.0						320,141												363,220
						TARGET HEALTHCARE REIT PLC						REIT GBP.01						105,032												101,389
						TATE + LYLE PLC						COMMON STOCK GBP.2916667						68,549												585,846
						TATNEFT PAO SPONSORED ADR						ADR						3,724												35,564
						TATNEFT PJSC						COMMON STOCK RUB1.0						265,606												1,269,451
						TATUNG CO LTD						COMMON STOCK TWD10.						297,000												333,279
						TAURON POLSKA ENERGIA SA						COMMON STOCK PLN5.						260,209												125,487
						TAYLOR WIMPEY PLC						COMMON STOCK GBP.01						608,332												746,152
						TBC BANK GROUP PLC						COMMON STOCK GBP.01						7,063												192,675
						TBEA CO LTD A						COMMON STOCK CNY1.0						37,700												108,941
						TBS HOLDINGS INC						COMMON STOCK						5,900												68,082
						TC ENERGY CORP						COMMON STOCK						165,683												6,600,663
						TCI CO LTD						COMMON STOCK TWD10.0						16,085												89,440
						TCL ELECTRONICS HOLDINGS LTD						COMMON STOCK HKD1.0						146,533												58,764
						TCL TECHNOLOGY GROUP CORP A						COMMON STOCK CNY1.0						147,500												78,955
						TCL ZHONGHUAN RENEWABLE EN A						COMMON STOCK CNY1.0						30,500												164,483
						TCS GROUP HOLDING GDR REG S						GDR USD.01						20,585												195,558
						TDK CORP						COMMON STOCK						65,700												2,121,945
						TEAM17 GROUP PLC						COMMON STOCK GBP.01						16,835												89,428
						TEAMVIEWER SE						COMMON STOCK						27,204												349,762
						TECAN GROUP AG REG						COMMON STOCK CHF.1						2,918												1,309,097
						TECHMATRIX CORPORATION						COMMON STOCK						6,000												82,345
						TECHNICOLOR CREATIVE STUDIOS						COMMON STOCK EUR.5						34,267												8,190
						TECHNIP ENERGIES NV						COMMON STOCK EUR.01						18,445												289,527
						TECHNOGYM SPA						COMMON STOCK NPV						22,111												168,725
						TECHNOLOGY ONE LTD						COMMON STOCK						46,298												411,907
						TECHNOPRO HOLDINGS INC						COMMON STOCK						18,300												481,226

117

---

						TECHTRONIC INDUSTRIES CO LTD						COMMON STOCK						230,000												2,566,704
						TECK RESOURCES LTD CLS B						COMMON STOCK						80,361												3,034,852
						TECNICAS REUNIDAS SA						COMMON STOCK EUR.1						5,959												58,001
						TECO ELECTRIC + MACHINERY						COMMON STOCK TWD10.						423,775												379,676
						TECSYS INC						COMMON STOCK						10,900												213,423
						TEIJIN LTD						COMMON STOCK						33,200												321,779
						TELE2 AB B SHS						COMMON STOCK SEK1.25						91,136												743,680
						TELECOM ARGENTINA S.A. B						COMMON STOCK ARS1.0						6												13
						TELECOM ITALIA SPA						COMMON STOCK						1,517,283												350,259
						TELECOM PLUS PLC						COMMON STOCK						10,791												285,034
						TELEFONICA BRASIL S.A.						COMMON STOCK						78,448												564,417
						TELEFONICA DEUTSCHLAND HOLDI						COMMON STOCK						176,949												434,679
						TELEFONICA SA						COMMON STOCK EUR1.						848,941												3,066,918
						TELEKOM MALAYSIA BHD						COMMON STOCK						476,328												584,236
						TELENET GROUP HOLDING NV						COMMON STOCK						8,190												133,056
						TELENOR ASA						COMMON STOCK NOK6.						135,910												1,263,596
						TELEPERFORMANCE						COMMON STOCK EUR2.5						10,042												2,389,108
						TELIA CO AB						COMMON STOCK SEK3.2						449,148												1,151,202
						TELIX PHARMACEUTICALS LTD						COMMON STOCK						30,999												152,586
						TELKOM INDONESIA PERSERO TBK						COMMON STOCK IDR50.0						9,240,000												2,226,005
						TELKOM SA SOC LTD						COMMON STOCK ZAR10.0						56,670												99,984
						TELSTRA GROUP LTD						COMMON STOCK						699,136												1,891,001
						TELUS CORP						COM (NON CANADIAN						83,767												1,615,434
						TEMENOS AG REG						COMMON STOCK CHF5.0						10,496												579,455
						TEMPLE + WEBSTER GROUP LTD						COMMON STOCK						7,639												23,843
						TENAGA NASIONAL BHD						COMMON STOCK						414,705												906,497
						TENARIS SA						COMMON STOCK USD1.						79,787												1,386,711
						TENCENT HOLDINGS LTD						COMMON STOCK HKD.00002						1,056,600												45,215,459
						TENCENT MUSIC ENTERTAINM ADR						ADR USD.000083						113,400												938,952
						TENMA CORP						COMMON STOCK						3,400												52,990
						TERNA ENERGY SA						COMMON STOCK EUR.3						1,597												34,736
						TERNA RETE ELETTRICA NAZIONA						COMMON STOCK EUR.22						237,730												1,750,649
						TERUMO CORP						COMMON STOCK						108,900												3,063,112
						TESCO PLC						COMMON STOCK GBP.0633333						1,291,488												3,484,044
						TESSENDERLO GROUP						COMMON STOCK						3,085												109,953
						TEST RESEARCH INC						COMMON STOCK TWD10.						28,812												59,677
						TEVA PHARMACEUTICAL IND LTD						COMMON STOCK ILS.1						116,549												1,089,684
						TEVA PHARMACEUTICAL SP ADR						ADR						67,911												619,348
						TEXHONG INTERNATIONAL GROUP						COMMON STOCK HKD.1						50,000												40,039
						TF ADMINISTRADORA S DE RL DE						REIT						136,200												195,767
						TFI INTERNATIONAL INC						COMMON STOCK						14,100												1,411,197
						TGS ASA						COMMON STOCK NOK.25						25,339												340,929
						THAI OIL PCL FOREIGN						FOREIGN SH. THB10.0 A						205,711												334,091
						THAI UNION GROUP PCL F						FOREIGN SH. THB.25 A						268,800												131,160
						THAI VEGETABLE OIL PCL FOR						FOREIGN SH. THB1.0 A						520,828												428,572
						THAILAND BAHT						FOREIGN CURRENCY						18,619,303												537,586

118

---

						THALES SA						COMMON STOCK EUR3.0						18,316												2,334,452
						THANACHART CAPITAL FOREIGN						FOREIGN SH. THB10.0 A						106,900												131,175
						THE FOSCHINI GROUP LTD						COMMON STOCK ZAR.0125						60,643												359,973
						THE SAUDI NATIONAL BANK						COMMON STOCK SAR10.0						372,169												5,001,207
						THE SHANGHAI COMMERCIAL + SA						COMMON STOCK TWD10.0						699,667												1,000,607
						THE UNITED LABORATORIES INTE						COMMON STOCK HKD.01						172,000												107,983
						THG PLC						COMMON STOCK GBP.005						123,887												65,588
						THK CO LTD						COMMON STOCK						20,700												388,902
						THOMSON REUTERS CORP						COMMON STOCK						28,831												3,286,643
						THONBURI HEALTHCARE FOREIGN						FOREIGN SH. THB1.0 A						31,900												63,091
						THULE GROUP AB/THE						COMMON STOCK SEK.01						21,847												456,476
						THUNDER SOFTWARE TECHNOLOG A						COMMON STOCK CNY1.0						4,300												62,067
						THUNGELA RESOURCES LTD						COMMON STOCK						21,053												347,169
						THYSSENKRUPP AG						COMMON STOCK						72,532												441,270
						TI FLUID SYSTEMS PLC						COMMON STOCK GBP.01						12,487												19,957
						TIANGONG INTL CO LTD						COMMON STOCK USD.0025						162,000												59,777
						TIANJIN PORT DVLP HLDS LTD						COMMON STOCK HKD.1						1,004,000												73,323
						TIANNENG POWER INTL LTD						COMMON STOCK HKD.1						242,000												255,489
						TIANSHUI HUATIAN TECHNOLOG A						COMMON STOCK CNY1.0						32,600												38,889
						TIETOEVRY OYJ						COMMON STOCK						12,646												358,899
						TIETOEVRY OYJ						COMMON STOCK						3,287												93,762
						TIGER BRANDS LTD						COMMON STOCK ZAR.1						31,447												388,157
						TIM SA						COMMON STOCK						178,072												416,630
						TIMBERCREEK FINANCIAL CORP						COMMON STOCK						15,100												79,236
						TIME DOTCOM BHD						COMMON STOCK						196,560												218,463
						TINEXTA SPA						COMMON STOCK NPV						2,989												72,732
						TINGYI (CAYMAN ISLN) HLDG CO						COMMON STOCK USD.005						364,000												642,659
						TIS INC						COMMON STOCK						37,500												988,678
						TITAN CEMENT INTERNATIONAL T						COMMON STOCK						7,075												91,063
						TKC CORP						COMMON STOCK						5,000												135,275
						TKH GROUP NV DUTCH CERT						DUTCH CERT EUR.25						7,379												293,098
						TKP CORP						COMMON STOCK						2,300												50,097
						TMX GROUP LTD						COMMON STOCK						9,472												947,375
						TOA CORP						COMMON STOCK						2,700												48,308
						TOAGOSEI CO LTD						COMMON STOCK						16,800												140,302
						TOBU RAILWAY CO LTD						COMMON STOCK						33,800												787,167
						TOCALO CO LTD						COMMON STOCK						10,500												90,575
						TOD S SPA						COMMON STOCK EUR2.0						3,032												97,983
						TODA CORP						COMMON STOCK						38,100												204,919
						TOEI CO LTD						COMMON STOCK						1,100												147,101
						TOENEC CORP						COMMON STOCK						1,400												36,877
						TOHO BANK LTD/THE						COMMON STOCK						37,300												63,188
						TOHO CO LTD						COMMON STOCK						18,900												727,453
						TOHO GAS CO LTD						COMMON STOCK						12,500												238,376
						TOHO HOLDINGS CO LTD						COMMON STOCK						9,200												152,775
						TOHO TITANIUM CO LTD						COMMON STOCK						5,400												114,131
						TOHOKU ELECTRIC POWER CO INC						COMMON STOCK						78,800												411,208
						TOKAI CARBON CO LTD						COMMON STOCK						35,600												289,385

119

---

						TOKAI CARBON KOREA CO LTD						COMMON STOCK KRW500.						794												60,016
						TOKAI CORP/GIFU						COMMON STOCK						4,700												68,072
						TOKAI HOLDINGS CORP						COMMON STOCK						18,000												117,122
						TOKAI RIKA CO LTD						COMMON STOCK						9,400												99,458
						TOKAI TOKYO FINANCIAL HOLDIN						COMMON STOCK						33,000												87,761
						TOKEN CORP						COMMON STOCK						1,240												69,709
						TOKIO MARINE HOLDINGS INC						COMMON STOCK						317,700												6,764,530
						TOKUSHU TOKAI PAPER CO LTD						COMMON STOCK						1,500												32,020
						TOKUYAMA CORP						COMMON STOCK						12,800												172,760
						TOKYO CENTURY CORP						COMMON STOCK						4,200												141,058
						TOKYO ELECTRIC POWER COMPANY						COMMON STOCK						263,000												944,469
						TOKYO ELECTRON LTD						COMMON STOCK						25,200												7,446,001
						TOKYO GAS CO LTD						COMMON STOCK						63,500												1,241,666
						TOKYO OHKA KOGYO CO LTD						COMMON STOCK						5,800												259,878
						TOKYO SEIMITSU CO LTD						COMMON STOCK						6,900												222,980
						TOKYO STEEL MFG CO LTD						COMMON STOCK						15,800												141,928
						TOKYO TATEMONO CO LTD						COMMON STOCK						32,400												390,121
						TOKYOTOKEIBA CO LTD						COMMON STOCK						2,900												83,163
						TOKYU CORP						COMMON STOCK						86,000												1,077,364
						TOKYU FUDOSAN HOLDINGS CORP						COMMON STOCK						105,300												497,121
						TOKYU REIT INC						REIT						163												255,486
						TOLY BREAD CO LTD A						COMMON STOCK CNY1.0						11,564												25,625
						TOMONY HOLDINGS INC						COMMON STOCK						24,900												69,735
						TOMRA SYSTEMS ASA						COMMON STOCK NOK1.0						41,116												691,751
						TOMTOM NV						COMMON STOCK EUR.2						17,107												118,624
						TOMY COMPANY LTD						COMMON STOCK						16,800												159,492
						TONG HSING ELECTRONIC INDUST						COMMON STOCK TWD10.						37,309												231,603
						TONG REN TANG TECHNOLOGIES H						COMMON STOCK CNY1.0						168,000												121,615
						TONG YANG INDUSTRY						COMMON STOCK TWD10.						66,000												92,489
						TONGCHENG TRAVEL HOLDINGS LT						COMMON STOCK USD.0005						168,400												405,198
						TONGDAO LIEPIN GROUP						COMMON STOCK USD.0001						23,600												27,758
						TONGKUN GROUP CO LTD A						COMMON STOCK CNY1.0						24,500												50,828
						TONGWEI CO LTD A						COMMON STOCK CNY1.0						45,700												253,739
						TOP GLOVE CORP BHD						COMMON STOCK MYR.5						724,200												148,921
						TOPAZ ENERGY CORP						COMMON STOCK						12,900												201,171
						TOPCHOICE MEDICAL CORPORAT A						COMMON STOCK CNY1.0						3,500												77,064
						TOPCO SCIENTIFIC CO LTD						COMMON STOCK TWD10.						28,000												149,328
						TOPCON CORP						COMMON STOCK						17,200												196,242
						TOPDANMARK A/S						COMMON STOCK DKK1.0						7,723												403,908
						TOPPAN INC						COMMON STOCK						47,000												690,154
						TOPRE CORP						COMMON STOCK						9,400												79,839
						TOPSPORTS INTERNATIONAL HOLD						COMMON STOCK HKD.000001						227,000												180,031
						TORAY INDUSTRIES INC						COMMON STOCK						238,700												1,317,991
						TOREX GOLD RESOURCES INC						COMMON STOCK						15,500												177,885
						TORIDOLL HOLDINGS CORP						COMMON STOCK						7,400												151,452
						TORII PHARMACEUTICAL CO LTD						COMMON STOCK						2,400												52,878
						TORM PLC A						COMMON STOCK USD.01						5,132												145,985
						TOROMONT INDUSTRIES LTD						COMMON STOCK						14,004												1,009,876

120

---

						TORONTO DOMINION BANK						COMMON STOCK						298,906												19,340,263
						TOSEI CORP						COMMON STOCK						5,000												51,351
						TOSHIBA CORP						COMMON STOCK						69,100												2,409,205
						TOSHIBA TEC CORP						COMMON STOCK						4,800												129,795
						TOSOH CORP						COMMON STOCK						43,900												518,104
						TOTALENERGIES SE						COMMON STOCK EUR2.5						425,102												26,453,490
						TOTETSU KOGYO CO LTD						COMMON STOCK						4,000												79,281
						TOTO LTD						COMMON STOCK						24,000												807,835
						TOTVS SA						COMMON STOCK						107,585												559,952
						TOURMALINE OIL CORP						COMMON STOCK						52,900												2,667,352
						TOWA PHARMACEUTICAL CO LTD						COMMON STOCK						4,800												77,503
						TOWER SEMICONDUCTOR LTD						COMMON STOCK ILS15.0						19,586												851,487
						TOWNGAS SMART ENERGY CO LTD						COMMON STOCK HKD.1						374,818												188,251
						TOYO CONSTRUCTION CO LTD						COMMON STOCK						11,900												77,033
						TOYO GOSEI CO LTD						COMMON STOCK						800												43,745
						TOYO INK SC HOLDINGS CO LTD						COMMON STOCK						6,200												84,069
						TOYO SEIKAN GROUP HOLDINGS L						COMMON STOCK						24,000												292,911
						TOYO SUISAN KAISHA LTD						COMMON STOCK						15,900												612,468
						TOYO TANSO CO LTD						COMMON STOCK						2,100												59,065
						TOYO TIRE CORP						COMMON STOCK						20,400												229,040
						TOYOBO CO LTD						COMMON STOCK						13,600												102,004
						TOYODA GOSEI CO LTD						COMMON STOCK						11,000												169,113
						TOYOTA BOSHOKU CORP						COMMON STOCK						11,100												146,898
						TOYOTA INDUSTRIES CORP						COMMON STOCK						25,300												1,372,008
						TOYOTA MOTOR CORP						COMMON STOCK						1,722,600												23,417,221
						TOYOTA TSUSHO CORP						COMMON STOCK						36,600												1,334,485
						TP ICAP GROUP PLC						COMMON STOCK GBP.25						135,349												283,778
						TPI POLENE PCL						FOREIGN SH. THB1.0 A						755,700												74,185
						TPK HOLDING CO LTD						COMMON STOCK TWD10.						78,000												74,700
						TQM ALPHA PCL FOREIGN						FOREIGN SH. THB.5 A						16,000												18,016
						TRADA ALAM MINERA TBK PT						COMMON STOCK IDR100.0						4,197,300												13,481
						TRAINLINE PLC						COMMON STOCK GBP.01						78,368												258,979
						TRANCOM CO LTD						COMMON STOCK						1,300												72,719
						TRANSALTA CORP						COMMON STOCK						40,996												366,406
						TRANSALTA RENEWABLES INC						COMMON STOCK						19,600												162,737
						TRANSCEND INFORMATION INC						COMMON STOCK TWD10.0						72,566												155,764
						TRANSCONTINENTAL INC CL A						COMMON STOCK						12,300												138,709
						TRANSCOSMOS INC						COMMON STOCK						4,500												110,968
						TRANSMISSORA ALIANCA DE UNIT						UNIT						46,000												302,119
						TRANSPORTADORA DE GAS SUR B						COMMON STOCK ARS1.0						3												14
						TRANSURBAN GROUP						STAPLED SECURITY						520,265												4,575,828
						TRAVELSKY TECHNOLOGY LTD H						COMMON STOCK CNY1.0						181,000												382,642
						TRAVIS PERKINS PLC						COMMON STOCK GBP.112051						38,419												408,772
						TRE HOLDINGS CORP						COMMON STOCK						7,100												75,718
						TREASURY WINE ESTATES LTD						COMMON STOCK						109,595												1,008,672
						TRELLEBORG AB B SHS						COMMON STOCK SEK25.						43,468												1,007,202

121

---

						TREMOR INTERNATIONAL LTD						COMMON STOCK						18,000												57,891
						TREND MICRO INC						COMMON STOCK						23,500												1,093,042
						TRI CHEMICAL LABORATORIES IN						COMMON STOCK						4,400												66,247
						TRICAN WELL SERVICE LTD						COMMON STOCK						37,800												102,106
						TRICON RESIDENTIAL INC						COMMON STOCK						43,600												335,942
						TRIGANO SA						COMMON STOCK EUR4.2568						939												127,808
						TRINA SOLAR CO LTD A						COMMON STOCK CNY1.0						17,400												159,658
						TRIP.COM GROUP LTD ADR						ADR USD.01						85,400												2,937,760
						TRIPOD TECHNOLOGY CORP						COMMON STOCK TWD10.						76,366												233,476
						TRISURA GROUP LTD						COMMON STOCK						6,300												210,581
						TRITAX BIG BOX REIT PLC						REIT GBP.01						292,944												489,025
						TRIUMPH NEW ENERGY CO LTD H						COMMON STOCK CNY1.0						42,000												44,126
						TRL MSCI EMG MKTS CTF						COMMON TRUST FUND						138,715												4,846,015
						TROAX GROUP AB						COMMON STOCK EUR.13						8,527												149,738
						TRUE CORP PCL FOREIGN						FOREIGN SH. THB4.0 A						1,128,300												157,672
						TRULY INTERNATIONAL HOLDINGS						COMMON STOCK HKD.02						306,000												47,831
						TRUSCO NAKAYAMA CORP						COMMON STOCK						7,800												119,032
						TRUST FIBRA UNO						REIT						541,300												637,763
						TRUWORTHS INTERNATIONAL LTD						COMMON STOCK ZAR.00015						88,510												286,103
						TRYG A/S						COMMON STOCK DKK5.0						61,227												1,447,829
						TS TECH CO LTD						COMMON STOCK						14,800												168,342
						TSEC CORP						COMMON STOCK TWD10.0						136,724												153,572
						TSINGTAO BREWERY CO LTD A						COMMON STOCK CNY1.0						7,600												117,571
						TSINGTAO BREWERY CO LTD H						COMMON STOCK CNY1.0						94,000												928,565
						TSRC CORP						COMMON STOCK TWD10.						122,000												107,327
						TSUBAKIMOTO CHAIN CO						COMMON STOCK						4,200												93,946
						TSUGAMI CORP						COMMON STOCK						10,600												92,015
						TSUMURA + CO						COMMON STOCK						10,200												223,969
						TSURUHA HOLDINGS INC						COMMON STOCK						6,600												510,117
						TTW PCL FOREIGN SHARES						FOREIGN SH. THB1.0 A						466,100												121,117
						TTY BIOPHARM CO LTD						COMMON STOCK TWD10.						40,000												108,306
						TUI AG						COMMON STOCK						137,648												223,292
						TUI AG						COMMON STOCK						56,851												91,879
						TULLOW OIL PLC						COMMON STOCK GBP.1						205,807												91,404
						TUNG HO STEEL ENTERPRISE COR						COMMON STOCK TWD10.						179,170												305,538
						TV ASAHI HOLDINGS CORP						COMMON STOCK						5,500												55,438
						TXC CORP						COMMON STOCK TWD10.						50,000												134,460
						TYMAN PLC						COMMON STOCK GBP.05						33,232												89,971
						TYRO PAYMENTS LTD						COMMON STOCK						56,414												52,986
						U BLOX HOLDING AG						COMMON STOCK CHF13.5						1,501												179,712
						U MING MARINE TRANSPORT CORP						COMMON STOCK TWD10.						127,000												200,696
						UACJ CORP						COMMON STOCK						5,300												87,832
						UAE DIRHAM						FOREIGN CURRENCY						75,205												20,477
						UBE CORP						COMMON STOCK						17,000												248,006
						UBISOFT ENTERTAINMENT						COMMON STOCK EUR.0775						15,633												442,415
						UBS GROUP AG REG						COMMON STOCK CHF.1						556,115												10,359,590
						UCB SA						COMMON STOCK						22,114												1,736,598
						UK COMMERCIAL PROPERTY REIT LT						UK COMMERCIAL PROPERTY TRUST						132,026												92,387

122

---

						ULTRAPAR PARTICIPACOES SA						COMMON STOCK						134,000												322,080
						ULVAC INC						COMMON STOCK						7,500												310,525
						UMICORE						COMMON STOCK						35,232												1,295,931
						UMW HOLDINGS BHD						COMMON STOCK						190,800												150,211
						UNI PRESIDENT CHINA HOLDINGS						COMMON STOCK HKD.01						236,000												236,153
						UNI PRESIDENT ENTERPRISES CO						COMMON STOCK TWD10.						892,507												1,933,319
						UNIBAIL RODAMCO WESTFIEL/CDI						CDI						23,937												62,177
						UNIBAIL RODAMCO WESTFIELD						REIT EUR5.0						18,706												973,148
						UNICAJA BANCO SA						COMMON STOCK EUR.25						269,799												296,869
						UNICHARM CORP						COMMON STOCK						68,300												2,605,127
						UNICREDIT SPA						COMMON STOCK NPV						314,422												4,453,642
						UNIGROUP GUOXIN MICROELECT A						COMMON STOCK CNY1.0						8,679												164,630
						UNILEVER INDONESIA TBK PT						COMMON STOCK IDR2.0						1,730,400												521,878
						UNILEVER PLC						COMMON STOCK GBP.031111						413,741												20,768,365
						UNIMICRON TECHNOLOGY CORP						COMMON STOCK TWD10.						219,805												856,920
						UNION BANK OF TAIWAN						COMMON STOCK TWD10.						318,213												165,605
						UNION TOOL CO						COMMON STOCK						900												21,821
						UNIPAR CARBOCLORO SA PREF B						PREFERENCE						3,630												60,473
						UNIPRO PJSC						COMMON STOCK RUB.4						2,331,000												42,884
						UNIQA INSURANCE GROUP AG						COMMON STOCK						24,861												185,755
						UNISPLENDOUR CORP LTD A						COMMON STOCK CNY1.0						25,900												72,786
						UNITE GROUP PLC/THE						REIT GBP.25						54,872												601,169
						UNITED ELECTRONICS CO						COMMON STOCK						6,383												117,367
						UNITED INTEGRATED SERVICES						COMMON STOCK TWD10.						28,000												166,590
						UNITED INTERNATIONAL TRANSPO						COMMON STOCK SAR10.						5,915												71,852
						UNITED INTERNET AG REG SHARE						COMMON STOCK						13,822												278,618
						UNITED MALT GRP LTD						COMMON STOCK						39,952												93,914
						UNITED MICROELECTRONICS CORP						COMMON STOCK TWD10.						2,160,021												2,837,841
						UNITED OVERSEAS BANK LTD						COMMON STOCK						202,212												4,631,242
						UNITED RENEWABLE ENERGY CO L						COMMON STOCK TWD10.0						239,606												159,576
						UNITED SUPER MARKETS HOLDING						COMMON STOCK						9,700												82,577
						UNITED TRACTORS TBK PT						COMMON STOCK IDR250.0						372,519												623,768
						UNITED URBAN INVESTMENT CORP						REIT						500												568,824
						UNITED UTILITIES GROUP PLC						COMMON STOCK GBP.05						114,143												1,361,891
						UNIVERSAL ENTERTAINMENT CORP						COMMON STOCK						4,800												85,862
						UNIVERSAL MUSIC GROUP NV						COMMON STOCK EUR10.0						118,603												2,854,419
						UNIVERSAL ROBINA CORP						COMMON STOCK PHP1.						141,090												345,106
						UNTRADE HUIYUAN JUICE						COMMON STOCK						462,000												119,570
						UNTRADE MH DEVELOPMENT NPV						COMMON STOCK						78,000												88,203
						UNTRADE.BRIGHTOIL						COMMON STOCK						494,000												94,940
						UOL GROUP LTD						COMMON STOCK						70,218												352,151
						UP FINTECH HOLDING LTD ADR						ADR USD.00001						13,500												46,035
						UPM KYMMENE OYJ						COMMON STOCK						91,598												3,423,375
						UPONOR OYJ						COMMON STOCK						9,423												167,310
						URBAN LOGISTICS REIT PLC						REIT GBP.01						79,564												128,815
						US DOLLAR												422,960												422,960

123

---

						USEN NEXT HOLDINGS CO LTD						COMMON STOCK						2,500												40,319
						USHIO INC						COMMON STOCK						17,300												210,807
						USS CO LTD						COMMON STOCK						39,800												627,367
						UT GROUP CO LTD						COMMON STOCK						4,900												83,872
						V ZUG HOLDING AG						COMMON STOCK CHF.27						382												37,645
						VALE SA						COMMON STOCK						692,874												11,768,265
						VALEO						COMMON STOCK EUR1.0						38,782												689,214
						VALIANT HOLDING AG REG						COMMON STOCK CHF.5						2,897												313,608
						VALLOUREC SA						COMMON STOCK EUR.02						23,483												308,640
						VALMET OYJ						COMMON STOCK NPV						29,065												783,286
						VALNEVA SE						COMMON STOCK EUR.15						10,867												72,121
						VALOR HOLDINGS CO LTD						COMMON STOCK						5,900												80,939
						VALUE PARTNERS GROUP LTD						COMMON STOCK HKD.1						198,000												73,061
						VALUECOMMERCE CO LTD						COMMON STOCK						3,500												48,097
						VANGUARD INTERNATIONAL SEMI						COMMON STOCK TWD10.						159,691												402,224
						VANQUIS BANKING GROUP PLC						COMMON STOCK GBP.2072727						43,525												100,102
						VARTA AG						COMMON STOCK NPV						3,364												80,849
						VAT GROUP AG						COMMON STOCK CHF.1						4,303												1,184,410
						VECTOR INC						COMMON STOCK						3,400												34,462
						VEIDEKKE ASA						COMMON STOCK NOK.5						19,759												194,093
						VENTURE CORP LTD						COMMON STOCK						54,200												690,071
						VENUS MEDTECH HANGZHOU INC H						COMMON STOCK CNY1.0						36,500												66,687
						VEOLIA ENVIRONNEMENT						COMMON STOCK EUR5.0						112,064												2,870,374
						VERALLIA						COMMON STOCK EUR1.0						5,262												177,743
						VERBIO VEREINIGTE BIOENERGI						COMMON STOCK						3,748												242,410
						VERBUND AG						COMMON STOCK						12,609												1,060,273
						VERMILION ENERGY INC						COMMON STOCK						27,383												484,424
						VESTAS WIND SYSTEMS A/S						COMMON STOCK DKK.2						168,975												4,921,884
						VESTUM AB						COMMON STOCK SEK.33						11,349												18,759
						VESUVIUS PLC						COMMON STOCK GBP.1						37,236												180,323
						VETROPACK HOLDING REGISTERED						COMMON STOCK CHF1.0						2,224												86,801
						VGP						COMMON STOCK EUR55.0						1,776												148,057
						VIA S/A						COMMON STOCK						127,150												57,772
						VIAPLAY GROUP AB						COMMON STOCK SEK1.0						14,654												279,648
						VIBRA ENERGIA SA						COMMON STOCK						129,300												380,821
						VICAT						COMMON STOCK EUR4.0						949												23,725
						VICINITY CENTRES						REIT						630,796												854,868
						VICTORIA GOLD CORP						COMMON STOCK						6,900												36,411
						VICTORIA PLC						COMMON STOCK GBP.05						10,883												62,918
						VICTREX PLC						COMMON STOCK GBP.01						14,860												285,415
						VIENNA INSURANCE GROUP AG						COMMON STOCK						7,731												184,084
						VILMORIN + CIE						COMMON STOCK EUR15.25						980												47,799
						VIMIAN GROUP AB						COMMON STOCK SEK1.0						21,444												56,176
						VINA CONCHA Y TORO S.A.						COMMON STOCK						142,191												178,584
						VINCI SA						COMMON STOCK EUR2.5						90,595												9,021,129
						VINDA INTERNATIONAL HOLDINGS						COMMON STOCK HKD.1						112,000												330,047

124

---

						VIPSHOP HOLDINGS LTD ADR						ADR USD.0001						80,800												1,102,112
						VIRBAC SA						COMMON STOCK EUR1.25						781												190,891
						VIRGIN MONEY UK PLC						COMMON STOCK GBP.1						54,325												119,035
						VIRGIN MONEY UK PLC CDI						CDI						170,674												375,382
						VISCOFAN SA						COMMON STOCK EUR.7						6,748												433,548
						VISIONAL INC						COMMON STOCK						2,100												138,696
						VISTRY GROUP PLC						COMMON STOCK GBP.5						58,247												438,711
						VITASOY INTL HOLDINGS LTD						COMMON STOCK						108,000												222,228
						VITEC SOFTWARE GROUP AB B SH						COMMON STOCK SEK.5						4,885												196,697
						VITESCO TECHNOLOGIES GROUP A						COMMON STOCK						3,739												216,434
						VITROLIFE AB						COMMON STOCK SEK1.02						7,809												140,279
						VITROX CORP BHD						COMMON STOCK						28,800												49,880
						VIVA ENERGY GROUP LTD						COMMON STOCK						161,053												297,915
						VIVENDI						COMMON STOCK EUR5.5						132,633												1,265,382
						VK CO LTD						GDR USD.000005						19,533												36,624
						VNET GROUP INC ADR						ADR USD.00001						20,800												117,936
						VOBILE GROUP LTD PARALLEL						COMMON STOCK USD.000025						466,000												200,611
						VODACOM GROUP LTD						COMMON STOCK						109,991												793,176
						VODAFONE GROUP PLC						COMMON STOCK USD.2095238						4,617,857												4,657,557
						VOESTALPINE AG						COMMON STOCK						22,522												592,708
						VOLEX PLC						COMMON STOCK GBP.25						20,412												61,560
						VOLKSWAGEN AG						COMMON STOCK						5,140												810,148
						VOLKSWAGEN AG PREF						PREFERENCE						31,419												3,904,320
						VOLTALIA SA REGR						COMMON STOCK EUR5.7						4,075												74,152
						VOLTRONIC POWER TECHNOLOGY						COMMON STOCK TWD10.0						11,025												553,221
						VOLUTION GROUP PLC						COMMON STOCK GBP.01						33,517												146,459
						VOLVO AB A SHS						COMMON STOCK SEK1.26						34,006												648,315
						VOLVO AB B SHS						COMMON STOCK SEK1.26						255,179												4,627,246
						VOLVO CAR AB B						COMMON STOCK SEK.02						100,859												461,472
						VONOVIA SE						COMMON STOCK						118,071												2,774,304
						VONTOBEL HOLDING AG REG						COMMON STOCK CHF1.0						5,047												335,404
						VOPAK						COMMON STOCK EUR.5						12,948												384,091
						VOSSLOH AG						COMMON STOCK						1,493												62,294
						VSTECS HOLDINGS LTD						COMMON STOCK HKD.1						110,000												63,421
						VTB BANK PJSC						COMMON STOCK RUB.01						795,986,000												181,550
						VTB BANK SPON GDR 144A						GDR						136,000												136,000
						VTECH HOLDINGS LTD						COMMON STOCK USD.05						29,000												186,894
						VUKILE PROPERTY FUND LTD						REIT						169,620												132,287
						VULCAN ENERGY RESOURCES LTD						COMMON STOCK						14,679												62,916
						WACKER NEUSON SE						COMMON STOCK						5,390												94,002
						WACOAL HOLDINGS CORP						COMMON STOCK						7,600												135,583
						WACOM CO LTD						COMMON STOCK						26,100												115,454
						WAFER WORKS CORP						COMMON STOCK TWD10.						64,839												85,977
						WAKITA + CO LTD						COMMON STOCK						5,700												51,151
						WALLENIUS WILHELMSEN ASA						COMMON STOCK NOK.52						33,243												327,644
						WALLENSTAM AB B SHS						COMMON STOCK SEK.5						45,338												191,900

125

---

						WALMART DE MEXICO SAB DE CV						COMMON STOCK						902,364												3,176,084
						WALSIN LIHWA CORP						COMMON STOCK TWD10.						504,688												774,295
						WALSIN TECHNOLOGY CORP						COMMON STOCK TWD10.						55,000												141,254
						WALVAX BIOTECHNOLOGY CO A						COMMON STOCK CNY1.0						28,100												162,527
						WAN HAI LINES LTD						COMMON STOCK TWD10.						120,175												312,900
						WANHUA CHEMICAL GROUP CO A						COMMON STOCK CNY1.0						34,198												455,540
						WANT WANT CHINA HOLDINGS LTD						COMMON STOCK USD.02						1,046,000												699,571
						WARBA BANK KSCP						COMMON STOCK KWD.1						169,613												130,613
						WAREHOUSE REIT PLC						REIT						61,528												77,270
						WAREHOUSES DE PAUW SCA						REIT						23,584												672,360
						WARTSILA OYJ ABP						COMMON STOCK						76,162												641,679
						WASHINGTON H. SOUL PATTINSON						COMMON STOCK						36,584												685,633
						WASKITA KARYA PERSERO TBK PT						COMMON STOCK IDR100.0						7,539,353												174,003
						WAYPOINT REIT						REIT						124,721												232,372
						WDB HOLDINGS CO LTD						COMMON STOCK						1,600												26,693
						WEALTHNAVI INC						COMMON STOCK						3,800												38,902
						WEATHERNEWS INC						COMMON STOCK						900												48,319
						WEBJET LTD						COMMON STOCK						64,797												271,234
						WEBUILD SPA						COMMON STOCK						67,582												99,174
						WEBUILD SPA						WARRANT						1,208												316
						WEG SA						COMMON STOCK						291,280												2,121,488
						WEIBO CORP SPON ADR						ADR USD.00025						10,160												194,259
						WEICHAI POWER CO LTD A						COMMON STOCK CNY1.0						49,700												72,762
						WEICHAI POWER CO LTD H						COMMON STOCK CNY1.0						421,200												565,561
						WEIHAI GUANGWEI COMPOSITES A						COMMON STOCK CNY1.0						6,900												71,662
						WEIMOB INC						COMMON STOCK USD.0001						212,000												180,901
						WEIR GROUP PLC/THE						COMMON STOCK GBP.125						44,554												889,677
						WELCIA HOLDINGS CO LTD						COMMON STOCK						17,400												403,143
						WELL HEALTH TECHNOLOGIES COR						COMMON STOCK						29,700												62,252
						WEMADE CO LTD						COMMON STOCK KRW500.0						6,219												157,438
						WENDEL						COMMON STOCK EUR4.0						4,337												405,254
						WENS FOODSTUFFS GROUP CO A						COMMON STOCK CNY1.0						69,360												194,875
						WERELDHAVE NV						REIT EUR1.0						9,276												123,727
						WESDOME GOLD MINES LTD						COMMON STOCK						52,100												287,618
						WESFARMERS LTD						COMMON STOCK						190,211												5,915,934
						WEST AFRICAN RESOURCES LTD						COMMON STOCK						158,365												125,922
						WEST CHINA CEMENT LTD						COMMON STOCK GBP.002						450,000												53,043
						WEST HOLDINGS CORP						COMMON STOCK						5,010												165,005
						WEST JAPAN RAILWAY CO						COMMON STOCK						36,400												1,580,257
						WESTERN SECURITIES CO LTD A						COMMON STOCK CNY1.0						19,300												16,912
						WESTERN SUPERCONDUCTING TE A						COMMON STOCK CNY1.0						4,484												61,094
						WESTON (GEORGE) LTD						COMMON STOCK						13,246												1,642,271
						WESTPAC BANKING CORP						COMMON STOCK						580,729												9,097,491
						WESTSHORE TERMINALS INVESTME						COMMON STOCK						9,100												150,642
						WETHERSPOON (J.D.) PLC						COMMON STOCK GBP.02						12,942												69,313
						WH GROUP LTD						COMMON STOCK USD.0001						1,408,960												819,567

126

---

						WH SMITH PLC						COMMON STOCK GBP.22						20,644												366,571
						WHA CORP PCL NVDR						NVDR THB.1						2,128,700												250,810
						WHA UTILITIES AND POWER FORE						FOREIGN SH. THB1.0 A						724,900												85,812
						WHARF REAL ESTATE INVESTMENT						COMMON STOCK HKD.1						267,650												1,560,301
						WHEATON PRECIOUS METALS CORP						COMMON STOCK						77,303												3,018,066
						WHITBREAD PLC						COMMON STOCK GBP.767974						34,459												1,066,626
						WHITECAP RESOURCES INC						COMMON STOCK						102,200												810,087
						WHITEHAVEN COAL LTD						COMMON STOCK						157,382												1,005,013
						WICKES GROUP PLC						COMMON STOCK GBP.1						43,049												75,764
						WIENERBERGER AG						COMMON STOCK						22,786												549,916
						WIHLBORGS FASTIGHETER AB						COMMON STOCK SEK2.5						40,528												306,944
						WILL SEMICONDUCTOR CO LTD A						COMMON STOCK CNY1.0						11,880												131,807
						WILMAR INTERNATIONAL LTD						COMMON STOCK						350,700												1,091,136
						WILSON BAYLY HOLMES OVCON						COMMON STOCK ZAR.01						9,229												48,079
						WIN SEMICONDUCTORS CORP						COMMON STOCK TWD10.0						77,000												341,577
						WINBOND ELECTRONICS CORP						COMMON STOCK TWD10.						641,477												408,679
						WINGTECH TECHNOLOGY CO LTD A						COMMON STOCK CNY1.0						10,300												77,949
						WINPAK LTD						COMMON STOCK						6,000												186,250
						WISETECH GLOBAL LTD						COMMON STOCK						30,350												1,042,434
						WISTRON CORP						COMMON STOCK TWD10.						486,374												465,201
						WISTRON NEWEB CORP						COMMON STOCK TWD10.						52,000												132,563
						WIWYNN CORP						COMMON STOCK TWD10.0						14,000												362,760
						WIX.COM LTD						COMMON STOCK ILS.01						9,100												699,153
						WOLTERS KLUWER						COMMON STOCK EUR.12						47,179												4,913,543
						WONIK IPS CO LTD						COMMON STOCK KRW500.0						7,988												158,066
						WOODSIDE ENERGY GROUP LTD						COMMON STOCK						319,702												7,704,547
						WOOLWORTHS GROUP LTD						COMMON STOCK						198,628												4,517,896
						WOOLWORTHS HOLDINGS LTD						COMMON STOCK						171,458												669,407
						WOORI FINANCIAL GROUP INC						COMMON STOCK KRW5000.0						86,387												793,574
						WORKSPACE GROUP PLC						REIT GBP1.0						23,265												124,268
						WORLDLINE SA						COMMON STOCK EUR.68						40,874												1,590,150
						WORLEY LTD						COMMON STOCK						53,130												540,870
						WPG HOLDINGS LTD						COMMON STOCK TWD10.0						268,451												419,988
						WPP PLC						COMMON STOCK GBP.1						196,896												1,944,972
						WSP GLOBAL INC						COMMON STOCK						19,900												2,307,163
						WT MICROELECTRONICS CO LTD						COMMON STOCK TWD10.						66,723												132,593
						WUESTENROT + WUERTTEMBERG						COMMON STOCK						4,374												72,130
						WUHAN GUIDE INFRARED CO LT A						COMMON STOCK CNY1.0						119,285												188,347
						WULIANGYE YIBIN CO LTD A						COMMON STOCK CNY1.0						42,280												1,094,738
						WUS PRINTED CIRCUIT KUNSHA A						COMMON STOCK CNY1.0						20,680												35,414
						WUXI APPTEC CO LTD A						COMMON STOCK CNY1.0						26,880												311,139
						WUXI APPTEC CO LTD H						COMMON STOCK CNY1.0						56,630												598,229
						WUXI BIOLOGICS CAYMAN INC						COMMON STOCK USD.00001						572,000												4,386,216
						WYNN MACAU LTD						COMMON STOCK HKD.001						276,800												308,543
						X 5 RETAIL GROUP NV REGS GDR						GDR EUR1.0						23,929												179,468
						X FAB SILICON FOUNDRIES SE						COMMON STOCK						10,048												70,876
						XCMG CONSTRUCTION MACHIN A						COMMON STOCK CNY1.0						85,300												62,222
						XD INC						COMMON STOCK USD.0001						30,800												85,238

127

---

						XERO LTD						COMMON STOCK						22,639												1,076,399
						XIABUXIABU CATERING MANAGEME						COMMON STOCK USD.000025						64,500												73,384
						XIAMEN FARATRONIC CO LTD A						COMMON STOCK CNY1.0						2,300												52,907
						XIAOMI CORP CLASS B						COMMON STOCK USD.0000025						2,425,200												3,399,341
						XINJIANG GOLDWIND SCI+TEC H						COMMON STOCK CNY1.0						112,600												100,266
						XINJIANG GOLDWIND SCI+TECH A						COMMON STOCK CNY1.0						37,600												59,479
						XINTEC INC						COMMON STOCK TWD10.0						28,000												87,644
						XINYI GLASS HOLDINGS LTD						COMMON STOCK HKD.1						307,580												572,997
						XINYI SOLAR HOLDINGS LTD						COMMON STOCK HKD.1						923,841												1,022,683
						XPENG INC CLASS A SHARES						COMMON STOCK USD.00001						130,200												639,744
						XTEP INTERNATIONAL HOLDINGS						COMMON STOCK HKD.01						192,318												214,126
						XVIVO PERFUSION AB						COMMON STOCK						3,935												69,438
						YA MAN LTD						COMMON STOCK						4,900												53,414
						YADEA GROUP HOLDINGS LTD						COMMON STOCK USD.00001						192,000												321,273
						YAGEO CORPORATION						COMMON STOCK TWD10.						54,317												796,223
						YAKULT HONSHA CO LTD						COMMON STOCK						21,700												1,407,551
						YAMABIKO CORP						COMMON STOCK						5,600												46,258
						YAMADA HOLDINGS CO LTD						COMMON STOCK						122,900												434,603
						YAMAGUCHI FINANCIAL GROUP IN						COMMON STOCK						35,400												230,838
						YAMAHA CORP						COMMON STOCK						22,800												836,671
						YAMAHA MOTOR CO LTD						COMMON STOCK						49,800												1,125,658
						YAMAMA CEMENT CO						COMMON STOCK SAR10.0						16,830												120,918
						YAMANA GOLD INC						COMMON STOCK						164,581												913,428
						YAMATO HOLDINGS CO LTD						COMMON STOCK						48,900												773,223
						YAMATO KOGYO CO LTD						COMMON STOCK						7,300												246,957
						YAMAZAKI BAKING CO LTD						COMMON STOCK						24,000												286,285
						YAMAZEN CORP						COMMON STOCK						13,700												103,273
						YANBU CEMENT CO						COMMON STOCK SAR10.0						13,090												124,352
						YANBU NATIONAL PETROCHEMICAL						COMMON STOCK SAR10.						42,933												475,256
						YANDEX NV A						COMMON STOCK EUR.01						51,713												979,444
						YANG MING MARINE TRANSPORT						COMMON STOCK TWD10.						272,107												579,344
						YANGZIJIANG FINANCIAL HOLDIN						COMMON STOCK						466,500												123,591
						YANGZIJIANG SHIPBUILDING						COMMON STOCK						466,500												471,109
						YANKUANG ENERGY GROUP CO A						COMMON STOCK CNY1.0						24,900												120,174
						YANKUANG ENERGY GROUP CO H						COMMON STOCK CNY1.0						214,800												655,000
						YANLORD LAND GROUP LTD						COMMON STOCK						124,500												94,732
						YAOKO CO LTD						COMMON STOCK						3,300												168,874
						YARA INTERNATIONAL ASA						COMMON STOCK NOK1.7						32,806												1,434,478
						YASKAWA ELECTRIC CORP						COMMON STOCK						41,300												1,321,631
						YDUQS PARTICIPACOES SA						COMMON STOCK						66,100												127,294
						YEAHKA LTD						COMMON STOCK USD.00003						34,400												92,336
						YEALINK NETWORK TECHNOLOGY A						COMMON STOCK CNY1.0						14,250												124,224
						YELLOW CAKE PLC						COMMON STOCK						29,506												132,436
						YELLOW HAT LTD						COMMON STOCK						5,500												74,763
						YFY INC						COMMON STOCK TWD10.						200,000												159,037
						YIFENG PHARMACY CHAIN CO L A						COMMON STOCK CNY1.0						9,646												88,610

128

---

						YIHAI INTERNATIONAL HOLDING						COMMON STOCK USD.00001						101,000												357,158
						YIHAI KERRY ARAWANA HOLDIN A						COMMON STOCK CNY1.0						12,800												80,035
						YINSON HOLDINGS BHD						COMMON STOCK						534,240												294,858
						YIT OYJ						COMMON STOCK						23,548												61,780
						YODOGAWA STEEL WORKS LTD						COMMON STOCK						3,600												68,570
						YOKOGAWA BRIDGE HOLDINGS COR						COMMON STOCK						5,400												76,257
						YOKOGAWA ELECTRIC CORP						COMMON STOCK						38,500												606,705
						YOKOHAMA RUBBER CO LTD						COMMON STOCK						22,000												339,705
						YOKOREI CO LTD						COMMON STOCK						8,200												66,188
						YOKOWO CO LTD						COMMON STOCK						2,500												40,497
						YONGXING SPECIAL MATERIALS A						COMMON STOCK CNY1.0						4,100												54,386
						YONYOU NETWORK TECHNOLOGY A						COMMON STOCK CNY1.0						29,120												101,282
						YOSHINOYA HOLDINGS CO LTD						COMMON STOCK						12,100												209,973
						YOUDAO INC ADR						ADR USD.0001						54,777												294,700
						YOUGOV PLC						COMMON STOCK GBP.002						17,908												219,841
						YOUNG + CO S BREWERY PLC A						COMMON STOCK GBP.125						3,787												46,661
						YOUNGONE CORP						COMMON STOCK KRW500.0						8,486												313,129
						YPSOMED HOLDING AG REG						COMMON STOCK CHF14.15						579												105,802
						YTO EXPRESS GROUP CO LTD A						COMMON STOCK CNY1.0						34,800												100,597
						YUAN RENMINBI						FOREIGN CURRENCY						259,785												37,370
						YUANTA FINANCIAL HOLDING CO						COMMON STOCK TWD10.						1,989,656												1,404,250
						YUANTA SECURITIES KOREA						COMMON STOCK KRW5000.0						31,698												60,323
						YUASA TRADING CO LTD						COMMON STOCK						1,800												48,953
						YUE YUEN INDUSTRIAL HLDG						COMMON STOCK HKD.25						143,238												201,140
						YUEXIU PROPERTY CO LTD						COMMON STOCK						362,400												438,783
						YUEXIU REAL ESTATE INVESTMEN						REIT						275,000												69,411
						YUEXIU TRANSPORT INFRASTRUCT						COMMON STOCK HKD.1						472,799												257,451
						YUHAN CORP						COMMON STOCK KRW1000.0						13,097												594,570
						YULON MOTOR COMPANY						COMMON STOCK TWD10.						100,763												203,168
						YUM CHINA HOLDINGS INC						COMMON STOCK USD.01						70,900												3,874,685
						YUNDA HOLDING CO LTD A						COMMON STOCK CNY1.0						47,190												97,415
						YUNGJIN PHARMACEUTICAL CO						COMMON STOCK KRW500.						27,349												70,810
						YUNNAN BAIYAO GROUP CO LTD A						COMMON STOCK CNY1.0						19,460												152,195
						YUNNAN ENERGY NEW MATERIAL A						COMMON STOCK CNY1.0						9,000												170,040
						YURTEC CORP						COMMON STOCK						6,500												35,899
						Z HOLDINGS CORP						COMMON STOCK						456,600												1,148,155
						ZAI LAB LTD ADR						ADR USD.00006						12,900												396,030
						ZALANDO SE						COMMON STOCK						37,596												1,328,834
						ZEALAND PHARMA A/S						COMMON STOCK DKK1.0						4,763												137,114
						ZEHNDER GROUP AG RG						COMMON STOCK CHF.05						1,575												94,903
						ZENKOKU HOSHO CO LTD						COMMON STOCK						9,500												361,857
						ZENRIN CO LTD						COMMON STOCK						5,400												33,623
						ZENSHO HOLDINGS CO LTD						COMMON STOCK						16,900												423,884
						ZEON CORP						COMMON STOCK						24,000												240,050
						ZERIA PHARMACEUTICAL CO LTD						COMMON STOCK						4,900												83,368
						ZHANGZHOU PIENTZEHUANG PHA A						COMMON STOCK CNY1.0						6,100												253,181
						ZHAOJIN MINING INDUSTRY H						COMMON STOCK CNY1.0						309,000												343,643
						ZHEJIANG CENTURY HUATONG A						COMMON STOCK CNY1.0						75,700												41,499

129

---

						ZHEJIANG CHINT ELECTRICS A						COMMON STOCK CNY1.0						23,376												93,115
						ZHEJIANG DAHUA TECHNOLOGY A						COMMON STOCK CNY1.0						32,600												53,049
						ZHEJIANG DINGLI MACHINERY A						COMMON STOCK CNY1.0						4,060												27,929
						ZHEJIANG EXPRESSWAY CO H						COMMON STOCK CNY1.0						336,000												258,728
						ZHEJIANG HANGKE TECHNOLOGY A						COMMON STOCK CNY1.0						4,092												25,776
						ZHEJIANG HUAYOU COBALT CO A						COMMON STOCK CNY1.0						15,990												128,016
						ZHEJIANG JINGSHENG MECHANI A						COMMON STOCK CNY1.0						13,100												119,825
						ZHEJIANG JIUZHOU PHARMACEU A						COMMON STOCK CNY1.0						8,500												51,755
						ZHEJIANG JUHUA CO A						COMMON STOCK CNY1.0						25,500												56,832
						ZHEJIANG NHU CO LTD A						COMMON STOCK CNY1.0						33,696												90,809
						ZHEJIANG SUPOR CO LTD A						COMMON STOCK CNY1.0						6,000												42,696
						ZHEJIANG WEIMING ENVIRONME A						COMMON STOCK CNY1.0						16,640												44,368
						ZHEJIANG WOLWO BIO PHARMAC A						COMMON STOCK CNY1.0						2,500												19,820
						ZHEJIANG YONGTAI TECH A						COMMON STOCK CNY1.0						8,900												27,907
						ZHEN DING TECHNOLOGY HOLDING						COMMON STOCK TWD10.0						82,000												279,929
						ZHESHANG SECURITIES CO LTD A						COMMON STOCK CNY1.0						39,400												56,304
						ZHONGAN ONLINE P+C INSURAN H						COMMON STOCK CNY1.0						55,400												152,608
						ZHONGJI INNOLIGHT CO LTD A						COMMON STOCK CNY1.0						8,100												31,474
						ZHONGSHENG GROUP HOLDINGS						COMMON STOCK HKD.0001						101,500												522,133
						ZHONGTAI SECURITIES CO LTD A						COMMON STOCK CNY1.0						58,400												53,863
						ZHOU HEI YA INTERNATIONAL HO						COMMON STOCK USD.000001						108,000												77,766
						ZHUZHOU CRRC TIMES ELECTRIC						COMMON STOCK CNY1.0						111,000												551,093
						ZHUZHOU KIBING GROUP CO LT A						COMMON STOCK CNY1.0						27,300												44,747
						ZIGNAGO VETRO SPA						COMMON STOCK EUR.1						2,240												33,708
						ZIJIN MINING GROUP CO LTD A						COMMON STOCK CNY.1						209,200												299,306
						ZIJIN MINING GROUP CO LTD H						COMMON STOCK CNY.1						897,000												1,215,928
						ZIM INTEGRATED SHIPPING SERV						COMMON STOCK						7,800												134,082
						ZINUS INC						COMMON STOCK KRW500.0						1,776												49,454
						ZIP CO LTD						COMMON STOCK						76,154												26,275
						ZOJIRUSHI CORP						COMMON STOCK						5,500												68,376
						ZOOMLION HEAVY INDUSTRY S A						COMMON STOCK CNY1.0						69,800												54,631
						ZOZO INC						COMMON STOCK						20,100												496,381
						ZTE CORP A						COMMON STOCK CNY1.0						37,400												139,165
						ZTE CORP H						COMMON STOCK CNY1.0						127,990												282,055
						ZTO EXPRESS CAYMAN INC ADR						ADR USD.0001						73,600												1,977,632
						ZUKEN INC						COMMON STOCK						2,400												54,661
						ZUR ROSE GROUP AG						COMMON STOCK CHF5.75						1,431												39,783
						ZURICH INSURANCE GROUP AG						COMMON STOCK CHF.1						25,573												12,213,441
												Total: EXHIBIT B - Total International Stock Market Index Fund																		$	4,320,889,030

n / a - Cost is not applicable

130

---

EXHIBIT C - Small/Mid-Cap Stock Index Fund

(Managed by State Street Global Advisors)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						1 800 FLOWERS.COM INC CL A						COMMON STOCK USD.01						17,200												$	164,432
						10X GENOMICS INC CLASS A						COMMON STOCK						52,700												1,967,763
						1LIFE HEALTHCARE INC						COMMON STOCK USD.001						103,400												1,747,867
						1ST SOURCE CORP						COMMON STOCK						9,730												516,566
						1STDIBS.COM INC						COMMON STOCK USD.0001						5,200												26,416
						22ND CENTURY GROUP INC						COMMON STOCK USD.00001						94,300												86,803
						23ANDME HOLDING CO CLASS A						COMMON STOCK USD.0001						160,400												346,464
						2SEVENTY BIO INC						COMMON STOCK USD.0001						21,700												203,329
						2U INC						COMMON STOCK USD.001						45,700												286,539
						3D SYSTEMS CORP						COMMON STOCK USD.001						75,839												561,209
						4D MOLECULAR THERAPEUTICS IN						COMMON STOCK USD.0001						13,100												384,244
						5E ADVANCED MATERIALS INC						COMMON STOCK USD.01						21,500												169,420
						8X8 INC						COMMON STOCK USD.001						69,100												298,512
						908 DEVICES INC						COMMON STOCK						11,200												85,344
						A MARK PRECIOUS METALS INC						COMMON STOCK USD.01						11,600												402,868
						A10 NETWORKS INC						COMMON STOCK USD.00001						36,800												611,984
						AADI BIOSCIENCE INC						COMMON STOCK USD.0001						8,400												107,772
						AAON INC						COMMON STOCK USD.004						25,852												1,947,173
						AAR CORP						COMMON STOCK USD1.0						20,800												933,920
						AARON S CO INC/THE						COMMON STOCK USD.5						21,959												262,410
						ABCELLERA BIOLOGICS INC						COMMON STOCK						118,700												1,222,696
						ABERCROMBIE + FITCH CO CL A						COMMON STOCK USD.01						28,948												663,199
						ABM INDUSTRIES INC						COMMON STOCK USD.01						40,300												1,790,126
						ABSCI CORP						COMMON STOCK USD.0001						27,200												57,120
						ACADEMY SPORTS + OUTDOORS IN						COMMON STOCK USD.01						48,100												2,527,174
						ACADIA HEALTHCARE CO INC						COMMON STOCK USD.01						51,355												4,268,705
						ACADIA PHARMACEUTICALS INC						COMMON STOCK USD.0001						73,278												1,166,586
						ACADIA REALTY TRUST						REIT USD.001						54,407												780,740
						ACCEL ENTERTAINMENT INC						COMMON STOCK USD.0001						32,800												252,560
						ACCO BRANDS CORP						COMMON STOCK USD.01						46,534												260,125
						ACCOLADE INC						COMMON STOCK						38,700												301,473
						ACI WORLDWIDE INC						COMMON STOCK USD.005						65,700												1,511,100
						ACLARIS THERAPEUTICS INC						COMMON STOCK USD.00001						36,200												589,050
						ACM RESEARCH INC CLASS A						COMMON STOCK USD.0001						27,500												212,025
						ACNB CORP						COMMON STOCK USD2.5						4,800												191,088
						ACUITY BRANDS INC						COMMON STOCK USD.01						18,890												3,128,373

131

---

						ACUSHNET HOLDINGS CORP						COMMON STOCK USD.001						20,987												891,108
						ACV AUCTIONS INC A						COMMON STOCK USD.001						67,600												554,996
						ADAPTHEALTH CORP						COMMON STOCK						44,800												861,056
						ADAPTIVE BIOTECHNOLOGIES						COMMON STOCK USD.0001						68,400												522,576
						ADDUS HOMECARE CORP						COMMON STOCK USD.001						9,300												925,257
						ADEIA INC						COMMON STOCK						65,691												622,751
						ADICET BIO INC						COMMON STOCK USD.0001						15,500												138,570
						ADIENT PLC						COMMON STOCK USD.001						57,872												2,007,580
						ADMA BIOLOGICS INC						COMMON STOCK USD.0001						117,700												456,676
						ADT INC						COMMON STOCK USD.01						122,968												1,115,320
						ADTALEM GLOBAL EDUCATION INC						COMMON STOCK USD.01						25,732												913,486
						ADTRAN HOLDINGS INC						COMMON STOCK						44,837												842,487
						ADVANCED DRAINAGE SYSTEMS IN						COMMON STOCK USD.01						37,600												3,082,072
						ADVANCED ENERGY INDUSTRIES						COMMON STOCK USD.001						22,909												1,965,134
						ADVANSIX INC						COMMON STOCK USD.01						16,729												636,037
						ADVANTAGE SOLUTIONS INC						COMMON STOCK USD.0001						47,700												99,216
						AECOM						COMMON STOCK USD.01						76,870												6,528,569
						AEMETIS INC						COMMON STOCK USD.001						16,300												64,548
						AEROJET ROCKETDYNE HOLDINGS						COMMON STOCK USD.1						45,526												2,546,269
						AEROVATE THERAPEUTICS INC						COMMON STOCK USD.0001						4,400												149,432
						AEROVIRONMENT INC						COMMON STOCK USD.0001						14,501												1,242,156
						AERSALE CORP						COMMON STOCK USD.0001						3,500												139,504
						AEVA TECHNOLOGIES INC						COMMON STOCK USD.0001						48,100												65,416
						AFC GAMMA INC						REIT USD.01						5,500												86,515
						AFFILIATED MANAGERS GROUP						COMMON STOCK USD.01						22,100												3,501,303
						AFFIMED NV						COMMON STOCK EUR.01						78,246												97,025
						AFFIRM HOLDINGS INC						COMMON STOCK USD.00001						128,000												1,237,760
						AGCO CORP						COMMON STOCK USD.01						35,800												5,006,710
						AGENUS INC						COMMON STOCK USD.01						156,465												419,962
						AGILITI INC						COMMON STOCK USD.0001						16,000												260,960
						AGILON HEALTH INC						COMMON STOCK USD.01						112,100												1,809,294
						AGILYSYS INC						COMMON STOCK USD.3						12,700												1,005,078
						AGIOS PHARMACEUTICALS INC						COMMON STOCK USD.001						33,291												934,811
						AGNC INVESTMENT CORP						REIT USD.01						335,700												3,474,495
						AGREE REALTY CORP						REIT USD.0001						51,240												3,634,453
						AIR LEASE CORP						COMMON STOCK USD.01						59,968												2,303,971
						AIR TRANSPORT SERVICES GROUP						COMMON STOCK USD.01						36,900												958,662
						AIRBNB INC CLASS A						COMMON STOCK USD.0001						221,000												18,972,452
						AIRSCULPT TECHNOLOGIES INC						COMMON STOCK USD.001						4,000												14,800
						AKERO THERAPEUTICS INC						COMMON STOCK USD.0001						20,343												1,114,796
						AKOUSTIS TECHNOLOGIES INC						COMMON STOCK USD.001						21,488												60,596
						AKOYA BIOSCIENCES INC						COMMON STOCK USD.00001						6,800												65,076
						ALAMO GROUP INC						COMMON STOCK USD.1						6,100												863,760
						ALARM.COM HOLDINGS INC						COMMON STOCK						29,526												1,460,946
						ALBANY INTL CORP CL A						COMMON STOCK USD.001						19,119												1,884,942
						ALBERTSONS COS INC CLASS A						COMMON STOCK USD.01						97,600												2,024,224
						ALBIREO PHARMA INC						COMMON STOCK USD.01						11,900												257,159
						ALCOA CORP						COMMON STOCK USD.01						106,274												4,832,279

132

---

						ALECTOR INC						COMMON STOCK USD.0001						38,996												359,933
						ALERUS FINANCIAL CORP						COMMON STOCK USD1.0						8,400												196,140
						ALEXANDER + BALDWIN INC						REIT						45,408												850,492
						ALEXANDER S INC						REIT USD1.0						1,314												289,159
						ALIGHT INC CLASS A						COMMON STOCK USD.0001						194,700												1,627,692
						ALIGNMENT HEALTHCARE INC						COMMON STOCK USD.001						49,000												657,401
						ALKAMI TECHNOLOGY INC						COMMON STOCK USD.001						17,500												275,755
						ALKERMES PLC						COMMON STOCK USD.01						98,275												2,567,926
						ALLBIRDS INC CL A						COMMON STOCK USD.0001						63,600												153,912
						ALLEGIANT TRAVEL CO						COMMON STOCK USD.001						9,040												614,630
						ALLEGRO MICROSYSTEMS INC						COMMON STOCK USD.01						38,500												1,155,770
						ALLETE INC						COMMON STOCK						32,304												2,083,931
						ALLIED MOTION TECHNOLOGIES						COMMON STOCK						7,650												266,297
						ALLISON TRANSMISSION HOLDING						COMMON STOCK USD.01						55,799												2,321,238
						ALLOGENE THERAPEUTICS INC						COMMON STOCK USD.001						46,167												290,390
						ALLOVIR INC						COMMON STOCK						20,500												105,165
						ALLY FINANCIAL INC						COMMON STOCK USD.01						175,564												4,292,540
						ALNYLAM PHARMACEUTICALS INC						COMMON STOCK USD.01						72,358												17,338,470
						ALPHA + OMEGA SEMICONDUCTOR						COMMON STOCK						13,275												379,267
						ALPHA METALLURGICAL RESOURCE						COMMON STOCK USD.01						9,700												1,419,983
						ALPHA TEKNOVA INC						COMMON STOCK USD.00001						10,700												60,348
						ALPHATEC HOLDINGS INC						COMMON STOCK USD.0001						38,716												499,142
						ALPINE IMMUNE SCIENCES INC						COMMON STOCK USD.001						9,100												88,932
						ALTA EQUIPMENT GROUP INC						COMMON STOCK USD.0001						11,400												150,366
						ALTAIR ENGINEERING INC A						COMMON STOCK						30,100												1,368,647
						ALTERYX INC CLASS A						COMMON STOCK						36,220												1,835,267
						ALTICE USA INC A						COMMON STOCK USD.01						130,050												598,230
						ALTO INGREDIENTS INC						COMMON STOCK USD.001						45,700												131,616
						ALTRA INDUSTRIAL MOTION CORP						COMMON STOCK USD.001						38,978												2,328,936
						ALTUS POWER INC						COMMON STOCK USD.0001						31,300												204,076
						ALX ONCOLOGY HOLDINGS INC						COMMON STOCK USD.001						12,100												136,367
						AMALGAMATED FINANCIAL CORP						COMMON STOCK USD.01						8,800												202,752
						AMBAC FINANCIAL GROUP INC						COMMON STOCK USD.01						26,300												458,672
						AMBARELLA INC						COMMON STOCK USD.00045						21,751												1,788,585
						AMC ENTERTAINMENT HLDS CL A						COMMON STOCK USD.01						298,147												1,233,006
						AMC NETWORKS INC A						COMMON STOCK						18,249												285,962
						AMDOCS LTD						COMMON STOCK GBP.0001						71,550												6,503,895
						AMEDISYS INC						COMMON STOCK USD.001						18,479												1,543,736
						AMER NATL BNKSHS/DANVILLE VA						COMMON STOCK USD1.0						8,097												299,022
						AMERANT BANCORP INC						COMMON STOCK USD.1						15,159												406,868
						AMERESCO INC CL A						COMMON STOCK USD.0001						19,263												1,100,688
						AMERICA S CAR MART INC						COMMON STOCK USD.01						4,200												303,492
						AMERICAN ASSETS TRUST INC						REIT USD.01						31,348												830,722
						AMERICAN AXLE + MFG HOLDINGS						COMMON STOCK USD.01						70,050												547,791
						AMERICAN EAGLE OUTFITTERS						COMMON STOCK USD.01						92,675												1,293,743
						AMERICAN EQUITY INVT LIFE HL						COMMON STOCK USD1.0						43,555												1,986,979
						AMERICAN FINANCIAL GROUP INC						COMMON STOCK						38,972												5,350,076
						AMERICAN HOMES 4 RENT A						REIT USD.01						181,135												5,459,409

133

---

						AMERICAN PUBLIC EDUCATION						COMMON STOCK USD.01						10,000												122,900
						AMERICAN SOFTWARE INC CL A						COMMON STOCK USD.1						20,700												303,876
						AMERICAN STATES WATER CO						COMMON STOCK						22,369												2,070,251
						AMERICAN VANGUARD CORP						COMMON STOCK USD.1						17,999												390,758
						AMERICAN WELL CORP CLASS A						COMMON STOCK USD.01						128,400												363,372
						AMERICAN WOODMARK CORP						COMMON STOCK						10,000												488,600
						AMERICOLD REALTY TRUST INC						REIT USD.01						155,018												4,473,497
						AMERIS BANCORP						COMMON STOCK USD1.0						38,353												1,807,960
						AMERISAFE INC						COMMON STOCK USD.01						11,924												619,690
						AMICUS THERAPEUTICS INC						COMMON STOCK USD.01						164,953												2,014,076
						AMKOR TECHNOLOGY INC						COMMON STOCK USD.001						60,100												1,441,198
						AMMO INC						COMMON STOCK						37,200												64,356
						AMN HEALTHCARE SERVICES INC						COMMON STOCK USD.01						25,617												2,633,940
						AMNEAL PHARMACEUTICALS INC						COMMON STOCK USD.01						61,100												121,589
						AMPHASTAR PHARMACEUTICALS IN						COMMON STOCK USD.0001						23,700												664,074
						AMPLIFY ENERGY CORP						COMMON STOCK						20,700												181,953
						AMPLITUDE INC CLASS A						COMMON STOCK USD.00001						32,100												387,768
						AMYLYX PHARMACEUTICALS INC						COMMON STOCK USD.0001						29,500												1,090,025
						AMYRIS INC						COMMON STOCK						119,900												183,447
						AN2 THERAPEUTICS INC						COMMON STOCK USD.00001						2,900												58,092
						ANAPTYSBIO INC						COMMON STOCK USD.001						13,529												419,264
						ANAVEX LIFE SCIENCES CORP						COMMON STOCK USD.001						40,843												378,206
						ANDERSONS INC/THE						COMMON STOCK						19,170												670,758
						ANGEL OAK MORTGAGE REIT INC						REIT USD.01						10,400												49,192
						ANGIODYNAMICS INC						COMMON STOCK USD.01						24,000												330,480
						ANI PHARMACEUTICALS INC						COMMON STOCK USD.0001						6,964												280,162
						ANIKA THERAPEUTICS INC						COMMON STOCK USD.01						10,100												298,960
						ANNALY CAPITAL MANAGEMENT IN						REIT USD.01						275,047												5,797,991
						ANTERIX INC						COMMON STOCK USD.0001						7,100												321,712
						ANTERO MIDSTREAM CORP						COMMON STOCK						202,700												2,187,133
						ANTERO RESOURCES CORP						COMMON STOCK USD.01						166,917												5,191,353
						ANYWHERE REAL ESTATE INC						COMMON STOCK USD.01						67,938												434,124
						APARTMENT INCOME REIT CO						REIT USD.01						90,500												3,105,055
						APARTMENT INVT + MGMT CO A						REIT USD.01						94,900												675,688
						APELLIS PHARMACEUTICALS INC						COMMON STOCK USD.0001						56,433												2,918,150
						API GROUP CORP						COMMON STOCK USD.0001						123,300												2,319,273
						APOGEE ENTERPRISES INC						COMMON STOCK USD.333						12,856												571,578
						APOLLO COMMERCIAL REAL ESTAT						REIT USD.01						88,003												946,912
						APOLLO GLOBAL MANAGEMENT INC						COMMON STOCK USD.0001						284,592												18,364,639
						APOLLO MEDICAL HOLDINGS INC						COMMON STOCK USD.001						23,505												695,513
						APPFOLIO INC A						COMMON STOCK USD.0001						11,500												1,211,870
						APPHARVEST INC						COMMON STOCK USD.0001						39,900												22,639
						APPIAN CORP A						COMMON STOCK USD.0001						25,200												820,512
						APPLE HOSPITALITY REIT INC						REIT NPV						123,376												1,946,873
						APPLIED DIGITAL CORP						COMMON STOCK USD.001						11,000												64,460
						APPLIED INDUSTRIAL TECH INC						COMMON STOCK						23,225												2,927,047
						APPLOVIN CORP CLASS A						COMMON STOCK USD.00003						129,800												1,366,794
						APTARGROUP INC						COMMON STOCK USD.01						37,751												4,151,855

134

---

						ARAMARK						COMMON STOCK USD.01						133,709												5,527,530
						ARBOR REALTY TRUST INC						REIT USD.01						87,900												1,159,401
						ARBUTUS BIOPHARMA CORP						COMMON STOCK						50,400												117,432
						ARCBEST CORP						COMMON STOCK USD.01						15,900												1,113,636
						ARCELLX INC						COMMON STOCK USD.001						17,900												554,542
						ARCH RESOURCES INC						COMMON STOCK USD.01						9,100												1,299,389
						ARCHER AVIATION INC A						COMMON STOCK USD.0001						71,400												133,518
						ARCHROCK INC						COMMON STOCK USD.01						74,735												671,120
						ARCONIC CORP						COMMON STOCK USD.01						61,400												1,299,224
						ARCOSA INC						COMMON STOCK USD.01						29,400												1,597,596
						ARCTURUS THERAPEUTICS HOLDIN						COMMON STOCK USD.001						15,800												267,968
						ARCUS BIOSCIENCES INC						COMMON STOCK USD.0001						29,300												605,924
						ARCUTIS BIOTHERAPEUTICS INC						COMMON STOCK USD.0001						23,599												349,265
						ARDAGH GROUP SA						COMMON STOCK EUR.01						12,500												309,375
						ARDAGH METAL PACKAGING SA						COMMON STOCK USD.01						74,900												360,269
						ARDMORE SHIPPING CORP						COMMON STOCK USD.01						23,900												344,399
						ARENA GROUP HOLDINGS INC/THE						COMMON STOCK USD.01						6,700												71,087
						ARES COMMERCIAL REAL ESTATE						REIT USD.01						24,600												253,134
						ARES MANAGEMENT CORP A						COMMON STOCK						89,500												6,234,888
						ARGAN INC						COMMON STOCK USD.15						8,800												324,544
						ARGO GROUP INTERNATIONAL						COMMON STOCK USD1.0						19,884												514,001
						ARIS WATER SOLUTIONS INC A						COMMON STOCK USD.01						12,100												174,361
						ARKO CORP						COMMON STOCK USD.0001						43,900												380,174
						ARLO TECHNOLOGIES INC						COMMON STOCK USD.001						55,052												193,233
						ARMADA HOFFLER PROPERTIES IN						REIT USD.01						38,700												445,050
						ARMOUR RESIDENTIAL REIT INC						REIT USD.0001						76,969												433,335
						ARMSTRONG WORLD INDUSTRIES						COMMON STOCK USD.01						26,903												1,845,277
						ARRAY TECHNOLOGIES INC						COMMON STOCK USD.001						88,900												1,718,437
						ARROW ELECTRONICS INC						COMMON STOCK USD1.0						36,001												3,764,625
						ARROW FINANCIAL CORP						COMMON STOCK USD1.0						9,803												332,322
						ARROWHEAD PHARMACEUTICALS IN						COMMON STOCK USD.001						61,989												2,514,274
						ARTERIS INC						COMMON STOCK USD.001						3,800												16,340
						ARTESIAN RESOURCES CORP CL A						COMMON STOCK USD1.0						5,041												295,302
						ARTISAN PARTNERS ASSET MA A						COMMON STOCK USD.01						36,400												1,081,080
						ARTIVION INC						COMMON STOCK USD.01						25,436												308,284
						ARVINAS INC						COMMON STOCK USD.001						27,499												968,111
						ASANA INC CL A						COMMON STOCK USD.00001						43,800												603,126
						ASBURY AUTOMOTIVE GROUP						COMMON STOCK USD.01						12,665												2,270,201
						ASGN INC						COMMON STOCK USD.01						28,752												2,342,713
						ASHFORD HOSPITALITY TRUST						REIT USD.01						13,600												60,792
						ASHLAND INC						COMMON STOCK						29,170												3,136,650
						ASPEN AEROGELS INC						COMMON STOCK USD.00001						14,500												191,002
						ASPEN TECHNOLOGY INC						COMMON STOCK						16,152												3,317,621
						ASSETMARK FINANCIAL HOLDINGS						COMMON STOCK USD.001						11,700												269,100
						ASSOCIATED BANC CORP						COMMON STOCK USD.01						86,522												1,997,793
						ASSURED GUARANTY LTD						COMMON STOCK USD.01						35,558												2,213,841
						ASTEC INDUSTRIES INC						COMMON STOCK USD.2						14,800												601,768
						ASTRONICS CORP						COMMON STOCK USD.01						17,405												179,272

135

---

						ATARA BIOTHERAPEUTICS INC						COMMON STOCK USD.0001						64,900												212,872
						ATEA PHARMACEUTICALS INC						COMMON STOCK USD.001						40,300												193,843
						ATERIAN INC						COMMON STOCK USD.0001						20,200												15,560
						ATHIRA PHARMA INC						COMMON STOCK USD.0001						20,000												63,400
						ATI INC						COMMON STOCK USD.1						71,200												2,126,032
						ATKORE INC						COMMON STOCK USD.01						24,649												2,795,690
						ATLANTIC UNION BANKSHARES CO						COMMON STOCK USD1.33						43,375												1,524,198
						ATLANTICUS HOLDINGS CORP						COMMON STOCK						3,400												89,080
						ATLAS AIR WORLDWIDE HOLDINGS						COMMON STOCK USD.01						16,301												1,643,141
						ATLASSIAN CORP CL A						COMMON STOCK USD.00001						84,600												10,976,406
						ATN INTERNATIONAL INC						COMMON STOCK USD.01						7,600												344,356
						ATOMERA INC						COMMON STOCK USD.001						11,800												73,396
						ATRICURE INC						COMMON STOCK USD.001						28,100												1,247,078
						ATRION CORPORATION						COMMON STOCK USD.1						799												447,001
						AUDACY INC						COMMON STOCK USD.01						93,600												21,069
						AURA BIOSCIENCES INC						COMMON STOCK USD.00001						12,400												130,200
						AURINIA PHARMACEUTICALS INC						COMMON STOCK						76,900												332,208
						AUTONATION INC						COMMON STOCK USD.01						19,798												2,124,325
						AVANGRID INC						COMMON STOCK USD.01						38,338												1,845,487
						AVANOS MEDICAL INC						COMMON STOCK USD.01						29,462												797,242
						AVANTAX INC						COMMON STOCK USD.0001						32,908												840,141
						AVANTOR INC						COMMON STOCK USD.01						356,800												7,619,828
						AVAYA HOLDINGS CORP						COMMON STOCK USD.001						54,232												10,629
						AVEANNA HEALTHCARE HOLDINGS						COMMON STOCK USD.01						24,700												19,266
						AVEPOINT INC						COMMON STOCK USD.0001						73,900												303,729
						AVIAT NETWORKS INC						COMMON STOCK USD.01						6,200												193,378
						AVID BIOSERVICES INC						COMMON STOCK USD.001						38,900												535,653
						AVID TECHNOLOGY INC						COMMON STOCK USD.01						22,200												590,298
						AVIDITY BIOSCIENCES INC						COMMON STOCK						30,600												698,987
						AVIDXCHANGE HOLDINGS INC						COMMON STOCK USD.001						84,100												835,954
						AVIENT CORP						COMMON STOCK USD.01						55,266												1,865,780
						AVIS BUDGET GROUP INC						COMMON STOCK USD.01						15,020												2,462,229
						AVISTA CORP						COMMON STOCK						43,494												1,928,524
						AVNET INC						COMMON STOCK USD1.0						56,026												2,329,561
						AXALTA COATING SYSTEMS LTD						COMMON STOCK USD1.0						126,620												3,225,011
						AXCELIS TECHNOLOGIES INC						COMMON STOCK USD.001						19,675												1,561,408
						AXIS CAPITAL HOLDINGS LTD						COMMON STOCK USD.0125						47,281												2,561,212
						AXOGEN INC						COMMON STOCK USD.01						24,100												240,518
						AXON ENTERPRISE INC						COMMON STOCK USD.00001						40,200												6,670,386
						AXONICS INC						COMMON STOCK USD.0001						27,270												1,773,977
						AXOS FINANCIAL INC						COMMON STOCK USD.01						35,100												1,341,522
						AXSOME THERAPEUTICS INC						COMMON STOCK USD.0001						17,702												1,450,201
						AXT INC						COMMON STOCK USD.001						26,200												114,756
						AZEK CO INC/THE						COMMON STOCK						70,000												1,422,400
						AZENTA INC						COMMON STOCK USD.01						42,693												2,526,340
						AZZ INC						COMMON STOCK USD1.0						14,900												598,980
						B. RILEY FINANCIAL INC						COMMON STOCK USD.0001						11,800												403,560
						B+G FOODS INC						COMMON STOCK USD.01						40,000												446,000

136

---

						BABCOCK + WILCOX ENTERPR						COMMON STOCK USD.01						35,500												204,835
						BABYLON HOLDINGS LTD CL A						COMMON STOCK						—												20,933
						BADGER METER INC						COMMON STOCK USD1.0						17,655												1,924,925
						BAKKT HOLDINGS INC						COMMON STOCK USD.0001						29,400												34,986
						BALCHEM CORP						COMMON STOCK USD.0667						18,247												2,228,141
						BALLY S CORP						COMMON STOCK USD.01						20,398												395,313
						BANC OF CALIFORNIA INC						COMMON STOCK USD.01						30,650												488,255
						BANCFIRST CORP						COMMON STOCK USD1.0						11,900												1,049,342
						BANCO LATINOAMERICANO COME E						COMMON STOCK						17,447												282,641
						BANCORP INC/THE						COMMON STOCK USD1.0						32,708												928,253
						BANDWIDTH INC CLASS A						COMMON STOCK USD.001						13,900												319,005
						BANK FIRST CORP						COMMON STOCK USD1.0						3,330												383,349
						BANK OF HAWAII CORP						COMMON STOCK USD.01						23,003												1,784,113
						BANK OF MARIN BANCORP/CA						COMMON STOCK						7,851												258,141
						BANK OF N.T. BUTTERFIELD+SON						COMMON STOCK BMD1.0						28,800												858,528
						BANK OZK						COMMON STOCK						67,559												2,706,414
						BANKUNITED INC						COMMON STOCK USD.01						46,853												1,591,596
						BANNER CORPORATION						COMMON STOCK USD.01						19,800												1,251,360
						BAR HARBOR BANKSHARES						COMMON STOCK USD2.0						10,670												341,867
						BARK INC						COMMON STOCK USD.0001						43,300												64,517
						BARNES GROUP INC						COMMON STOCK USD.01						30,400												1,241,840
						BARRETT BUSINESS SVCS INC						COMMON STOCK USD.01						5,100												475,728
						BEACON ROOFING SUPPLY INC						COMMON STOCK USD.01						31,150												1,644,409
						BEAM THERAPEUTICS INC						COMMON STOCK USD.01						36,870												1,441,986
						BEAUTY HEALTH CO/THE						COMMON STOCK USD.0001						54,700												497,770
						BEAZER HOMES USA INC						COMMON STOCK USD.001						18,637												237,808
						BED BATH + BEYOND INC						COMMON STOCK USD.01						46,459												116,612
						BELDEN INC						COMMON STOCK USD.01						26,009												1,870,047
						BELLRING BRANDS INC						COMMON STOCK USD.01						71,469												1,901,700
						BENCHMARK ELECTRONICS INC						COMMON STOCK USD.1						20,619												550,321
						BENEFITFOCUS INC						COMMON STOCK USD.001						18,300												191,418
						BENSON HILL INC						COMMON STOCK USD.0001						98,200												250,410
						BENTLEY SYSTEMS INC CLASS B						COMMON STOCK USD.01						97,300												3,655,348
						BERKSHIRE GREY INC						COMMON STOCK USD.0001						19,700												11,897
						BERKSHIRE HILLS BANCORP INC						COMMON STOCK USD.01						26,736												799,406
						BERRY CORP						COMMON STOCK USD.001						42,000												336,000
						BERRY GLOBAL GROUP INC						COMMON STOCK USD.01						75,281												4,549,231
						BEYOND MEAT INC						COMMON STOCK						36,000												443,160
						BGC PARTNERS INC CL A						COMMON STOCK USD.01						205,498												774,727
						BIG 5 SPORTING GOODS CORP						COMMON STOCK USD.01						13,300												117,439
						BIG LOTS INC						COMMON STOCK USD.01						18,671												274,464
						BIGCOMMERCE HOLDINGS SER 1						COMMON STOCK USD.0001						37,200												325,128
						BIGLARI HOLDINGS INC B						COMMON STOCK						632												87,722
						BILL HOLDINGS INC						COMMON STOCK USD.00001						57,400												6,363,267
						BIOCRYST PHARMACEUTICALS INC						COMMON STOCK USD.01						110,989												1,274,154
						BIOHAVEN LTD						COMMON STOCK						37,025												513,907
						BIOLIFE SOLUTIONS INC						COMMON STOCK USD.001						19,450												353,990
						BIOMARIN PHARMACEUTICAL INC						COMMON STOCK USD.001						108,494												11,321,187

137

---

						BIONANO GENOMICS INC						COMMON STOCK USD.0001						197,700												288,642
						BIOVENTUS INC A						COMMON STOCK USD.001						17,951												46,852
						BIOXCEL THERAPEUTICS INC						COMMON STOCK USD.001						8,887												216,672
						BJ S RESTAURANTS INC						COMMON STOCK						15,350												404,933
						BJ S WHOLESALE CLUB HOLDINGS						COMMON STOCK USD.01						78,000												5,160,480
						BLACK HILLS CORP						COMMON STOCK USD1.0						39,425												2,773,155
						BLACK KNIGHT INC						COMMON STOCK						92,139												5,689,583
						BLACKBAUD INC						COMMON STOCK USD.001						26,601												1,565,735
						BLACKLINE INC						COMMON STOCK USD.01						33,511												2,254,285
						BLACKSTONE INC						COMMON STOCK USD.00001						412,500												30,907,564
						BLACKSTONE MORTGAGE TRU CL A						REIT USD.01						97,635												2,066,933
						BLADE AIR MOBILITY INC						COMMON STOCK USD.0001						11,400												60,158
						BLEND LABS INC A						COMMON STOCK USD.00001						140,100												201,744
						BLINK CHARGING CO						COMMON STOCK USD.001						22,800												250,116
						BLOCK INC						COMMON STOCK USD.0000001						315,622												19,990,793
						BLOOM ENERGY CORP A						COMMON STOCK USD.0001						101,600												1,969,364
						BLOOMIN BRANDS INC						COMMON STOCK USD.01						55,023												1,107,063
						BLUE BIRD CORP						COMMON STOCK USD.0001						12,800												137,088
						BLUE FOUNDRY BANCORP						COMMON STOCK USD.01						15,200												195,320
						BLUE OWL CAPITAL INC						COMMON STOCK USD.0001						232,500												2,565,224
						BLUE RIDGE BANKSHARES INC						COMMON STOCK USD5.0						10,800												134,892
						BLUEBIRD BIO INC						COMMON STOCK USD.01						51,400												355,688
						BLUELINX HOLDINGS INC						COMMON STOCK USD.01						5,700												405,327
						BLUEPRINT MEDICINES CORP						COMMON STOCK USD.001						35,820												1,569,274
						BLUEROCK HOMES TRUST INC						COMMON STOCK USD.01						1,325												28,236
						BOISE CASCADE CO						COMMON STOCK USD.01						23,726												1,629,264
						BOK FINANCIAL CORPORATION						COMMON STOCK USD.00006						17,112												1,848,708
						BOOT BARN HOLDINGS INC						COMMON STOCK USD.0001						18,052												1,128,611
						BOOZ ALLEN HAMILTON HOLDINGS						COMMON STOCK USD.01						76,700												8,058,493
						BORR DRILLING LTD						COMMON STOCK USD.05						116,500												579,005
						BOSTON BEER COMPANY INC A						COMMON STOCK USD.01						5,700												1,878,264
						BOSTON OMAHA CORP CL A						COMMON STOCK						9,720												257,580
						BOWLERO CORP						COMMON STOCK USD.0001						25,200												339,696
						BOX INC CLASS A						COMMON STOCK USD.0001						80,300												2,499,739
						BOXED INC						COMMON STOCK USD.0001						13,100												2,553
						BOYD GAMING CORP						COMMON STOCK USD.01						46,259												2,522,503
						BRADY CORPORATION CL A						COMMON STOCK USD.01						28,100												1,323,510
						BRAEMAR HOTELS + RESORTS INC						REIT USD.01						35,000												143,850
						BRANDYWINE REALTY TRUST						REIT USD.01						107,149												658,966
						BRC INC A						COMMON STOCK USD.0001						14,900												91,039
						BREAD FINANCIAL HOLDINGS INC						COMMON STOCK USD.01						30,200												1,137,332
						BRIDGEBIO PHARMA INC						COMMON STOCK						68,436												521,482
						BRIDGEWATER BANCSHARES INC						COMMON STOCK USD.001						12,500												221,750
						BRIGHT HEALTH GROUP INC						COMMON STOCK USD.0001						146,100												94,950
						BRIGHT HORIZONS FAMILY SOLUT						COMMON STOCK USD.001						34,098												2,151,584
						BRIGHTCOVE						COMMON STOCK USD.001						27,700												144,871

138

---

						BRIGHTHOUSE FINANCIAL INC						COMMON STOCK USD.01						43,203												2,215,018
						BRIGHTSPHERE INVESTMENT GROU						COMMON STOCK USD.001						17,278												355,581
						BRIGHTSPIRE CAPITAL INC						REIT USD.01						64,718												403,193
						BRIGHTVIEW HOLDINGS INC						COMMON STOCK USD.01						26,200												180,518
						BRINK S CO/THE						COMMON STOCK USD1.0						26,600												1,428,686
						BRINKER INTERNATIONAL INC						COMMON STOCK USD.1						27,404												874,462
						BRISTOW GROUP INC						COMMON STOCK USD.01						13,620												369,511
						BRIXMOR PROPERTY GROUP INC						REIT USD.01						172,100												3,901,507
						BROADMARK REALTY CAPITAL INC						REIT						80,100												285,156
						BROADSTONE NET LEASE INC						REIT USD.00025						96,200												1,559,402
						BROOKDALE SENIOR LIVING INC						COMMON STOCK USD.01						112,689												307,641
						BROOKFIELD BUSINESS CL A						COMMON STOCK						16,000												300,640
						BROOKFIELD INFRASTRUCTURE A						COMMON STOCK						57,153												2,223,252
						BROOKFIELD RENEWABLE COR A						COMMON STOCK USD.01						73,627												2,080,018
						BROOKLINE BANCORP INC						COMMON STOCK USD.01						35,523												502,650
						BRP GROUP INC A						COMMON STOCK USD.01						31,400												854,767
						BRT APARTMENTS CORP						REIT USD3.0						6,917												135,850
						BRUKER CORP						COMMON STOCK USD.01						62,735												4,322,114
						BRUNSWICK CORP						COMMON STOCK USD.75						44,047												3,174,908
						BUCKLE INC/THE						COMMON STOCK USD.01						19,681												892,533
						BUILD A BEAR WORKSHOP INC						COMMON STOCK USD.01						7,900												188,336
						BUILDERS FIRSTSOURCE INC						COMMON STOCK USD.01						85,576												5,552,171
						BUMBLE INC A						COMMON STOCK USD.01						49,500												1,041,975
						BUNGE LTD						COMMON STOCK USD.01						82,017												8,182,836
						BURLINGTON STORES INC						COMMON STOCK USD.0001						37,995												7,784,971
						BUSINESS FIRST BANCSHARES						COMMON STOCK USD1.0						13,395												296,565
						BUTTERFLY NETWORK INC						COMMON STOCK USD.0001						71,100												174,906
						BWX TECHNOLOGIES INC						COMMON STOCK USD.01						52,698												3,060,700
						BYLINE BANCORP INC						COMMON STOCK USD.01						17,800												408,866
						C3.AI INC A						COMMON STOCK USD.001						36,800												411,792
						C4 THERAPEUTICS INC						COMMON STOCK						21,500												126,850
						CABLE ONE INC						COMMON STOCK USD.01						3,300												2,420,324
						CABOT CORP						COMMON STOCK USD1.0						31,899												2,132,129
						CACI INTERNATIONAL INC CL A						COMMON STOCK USD.1						13,316												4,032,716
						CACTUS INC A						COMMON STOCK USD.01						34,510												1,734,473
						CADENCE BANK						COMMON STOCK USD2.5						108,120												2,666,239
						CADRE HOLDINGS INC						COMMON STOCK USD.01						10,200												205,428
						CAESARSTONE LTD						COMMON STOCK						10,777												61,537
						CAL MAINE FOODS INC						COMMON STOCK USD.01						23,149												1,260,463
						CALAVO GROWERS INC						COMMON STOCK USD.001						11,360												333,984
						CALERES INC						COMMON STOCK USD.01						22,323												497,356
						CALIFORNIA RESOURCES CORP						COMMON STOCK USD.01						44,900												1,953,599
						CALIFORNIA WATER SERVICE GRP						COMMON STOCK USD.01						32,275												1,957,156
						CALIX INC						COMMON STOCK						34,100												2,333,463
						CALLON PETROLEUM CO						COMMON STOCK USD.01						29,000												1,075,610
						CAMBIUM NETWORKS CORP						COMMON STOCK USD.0001						3,900												110,520
						CAMBRIDGE BANCORP						COMMON STOCK USD1.0						4,314												358,321
						CAMDEN NATIONAL CORP						COMMON STOCK						9,150												381,464

139

---

						CAMPING WORLD HOLDINGS INC A						COMMON STOCK USD.01						24,896												555,679
						CANNAE HOLDINGS INC						COMMON STOCK USD.0001						43,356												895,301
						CANO HEALTH INC						COMMON STOCK USD.0001						98,800												135,356
						CANOO INC						COMMON STOCK USD.0001						86,800												106,764
						CANTALOUPE INC						COMMON STOCK						27,500												119,625
						CAPITAL BANCORP INC/MD						COMMON STOCK USD.01						6,100												143,594
						CAPITAL CITY BANK GROUP INC						COMMON STOCK USD.01						9,181												298,383
						CAPITOL FEDERAL FINANCIAL IN						COMMON STOCK USD.01						81,967												709,015
						CAPRI HOLDINGS LTD						COMMON STOCK						73,900												4,235,948
						CAPSTAR FINANCIAL HOLDINGS I						COMMON STOCK USD1.0						11,183												197,492
						CARA THERAPEUTICS INC						COMMON STOCK USD.001						28,413												305,156
						CARDIOVASCULAR SYSTEMS INC						COMMON STOCK						26,200												356,844
						CARDLYTICS INC						COMMON STOCK						20,619												119,178
						CAREDX INC						COMMON STOCK USD.001						31,640												361,012
						CAREMAX INC						COMMON STOCK USD.0001						39,100												142,715
						CARETRUST REIT INC						REIT USD.01						62,554												1,162,253
						CARGURUS INC						COMMON STOCK USD.001						59,100												827,991
						CARIBOU BIOSCIENCES INC						COMMON STOCK USD.0001						25,900												183,384
						CARLISLE COS INC						COMMON STOCK USD1.0						29,700												6,998,805
						CARLYLE GROUP INC/THE						COMMON STOCK USD1.0						119,400												3,598,707
						CARPARTS.COM INC						COMMON STOCK USD.001						22,500												140,850
						CARPENTER TECHNOLOGY						COMMON STOCK USD5.0						28,838												1,065,276
						CARRIAGE SERVICES INC						COMMON STOCK USD.01						10,200												280,908
						CARS.COM INC						COMMON STOCK USD.01						46,000												633,420
						CARTER BANKSHARES INC						COMMON STOCK USD1.0						17,910												297,127
						CARTER S INC						COMMON STOCK USD.01						22,728												1,695,736
						CARVANA CO						COMMON STOCK USD.001						61,670												292,316
						CASA SYSTEMS INC						COMMON STOCK						24,000												65,520
						CASELLA WASTE SYSTEMS INC A						COMMON STOCK USD.01						29,956												2,375,810
						CASEY S GENERAL STORES INC						COMMON STOCK NPV						21,651												4,857,402
						CASS INFORMATION SYSTEMS INC						COMMON STOCK USD.5						9,889												453,114
						CASSAVA SCIENCES INC						COMMON STOCK USD.001						22,800												673,512
						CASTLE BIOSCIENCES INC						COMMON STOCK USD.001						13,593												319,979
						CATALYST PHARMACEUTICALS INC						COMMON STOCK USD.001						60,389												1,123,235
						CATHAY GENERAL BANCORP						COMMON STOCK USD.01						41,297												1,684,505
						CATO CORP CLASS A						COMMON STOCK USD.033						12,150												113,360
						CAVCO INDUSTRIES INC						COMMON STOCK USD.01						5,200												1,176,500
						CBIZ INC						COMMON STOCK USD.01						28,043												1,313,815
						CBL + ASSOCIATES PROPERTIES						REIT USD.01						15,300												353,124
						CCC INTELLIGENT SOLUTIONS HO						COMMON STOCK USD.0001						97,500												848,250
						CELLDEX THERAPEUTICS INC						COMMON STOCK USD.001						28,800												1,283,616
						CELSIUS HOLDINGS INC						COMMON STOCK USD.001						33,200												3,454,128
						CELULARITY INC						COMMON STOCK USD.0001						43,300												55,857
						CENTERSPACE						REIT						8,400												492,828
						CENTRAL GARDEN + PET CO						COMMON STOCK USD.01						7,539												282,336
						CENTRAL GARDEN AND PET CO A						COMMON STOCK USD.01						23,000												823,400
						CENTRAL PACIFIC FINANCIAL CO						COMMON STOCK						19,000												385,320
						CENTRUS ENERGY CORP CLASS A						COMMON STOCK USD.1						5,900												191,632

140

---

						CENTURY ALUMINUM COMPANY						COMMON STOCK USD.01						33,400												273,212
						CENTURY CASINOS INC						COMMON STOCK USD.01						15,800												111,074
						CENTURY COMMUNITIES INC						COMMON STOCK USD.01						17,600												880,176
						CENTURY THERAPEUTICS INC						COMMON STOCK USD.0001						10,400												53,352
						CEPTON INC						COMMON STOCK USD.0001						30,300												38,481
						CERBERUS CYBER SENTINEL CORP						COMMON STOCK USD.00001						42,800												109,140
						CERENCE INC						COMMON STOCK USD.01						23,700												439,161
						CEREVEL THERAPEUTICS HOLDING						COMMON STOCK USD.0001						31,500												1,053,441
						CERTARA INC						COMMON STOCK USD.01						70,100												1,126,507
						CERUS CORP						COMMON STOCK USD.001						108,500												396,025
						CEVA INC						COMMON STOCK USD.001						14,200												363,236
						CHAMPIONX CORP						COMMON STOCK USD.01						117,197												3,397,541
						CHARGE ENTERPRISES INC						COMMON STOCK USD.0001						88,600												109,864
						CHARGEPOINT HOLDINGS INC						COMMON STOCK						150,000												1,429,500
						CHART INDUSTRIES INC						COMMON STOCK USD.01						25,009												2,881,787
						CHASE CORP						COMMON STOCK USD.1						4,700												405,422
						CHATHAM LODGING TRUST						REIT USD.01						32,100												393,867
						CHEESECAKE FACTORY INC/THE						COMMON STOCK USD.01						29,326												929,927
						CHEFS WAREHOUSE INC/THE						COMMON STOCK USD.01						19,064												634,450
						CHEGG INC						COMMON STOCK USD.001						72,400												1,829,548
						CHEMED CORP						COMMON STOCK USD1.0						8,664												4,422,366
						CHEMOURS CO/THE						COMMON STOCK USD.01						89,000												2,725,180
						CHENIERE ENERGY INC						COMMON STOCK USD.003						147,160												22,218,076
						CHESAPEAKE ENERGY CORP						COMMON STOCK USD.01						70,381												6,745,665
						CHESAPEAKE UTILITIES CORP						COMMON STOCK USD.4867						10,432												1,232,854
						CHICAGO ATLANTIC REAL ESTATE						REIT USD.01						1,400												21,098
						CHICO S FAS INC						COMMON STOCK USD.01						79,600												391,632
						CHILDREN S PLACE INC/THE						COMMON STOCK USD.1						8,900												324,138
						CHIMERA INVESTMENT CORP						REIT USD.01						147,087												808,979
						CHIMERIX INC						COMMON STOCK USD.001						65,200												121,272
						CHINOOK THERAPEUTICS INC						COMMON STOCK USD.0001						27,589												746,414
						CHOICE HOTELS INTL INC						COMMON STOCK USD.01						19,458												2,191,749
						CHORD ENERGY CORP						COMMON STOCK						25,049												3,426,954
						CHURCHILL DOWNS INC						COMMON STOCK						20,895												4,417,830
						CHUY S HOLDINGS INC						COMMON STOCK USD.01						12,600												356,580
						CIENA CORP						COMMON STOCK USD.01						87,300												4,450,554
						CIMPRESS PLC						COMMON STOCK EUR.01						10,607												292,859
						CINCOR PHARMA INC						COMMON STOCK USD.00001						12,900												179,438
						CINEMARK HOLDINGS INC						COMMON STOCK USD.001						62,521												541,432
						CIPHER MINING INC						COMMON STOCK USD1.0						11,400												6,384
						CIRCOR INTERNATIONAL INC						COMMON STOCK USD.01						12,172												291,641
						CIRRUS LOGIC INC						COMMON STOCK USD.001						32,900												2,450,392
						CITI TRENDS INC						COMMON STOCK USD.01						5,514												146,011
						CITIZENS + NORTHERN CORP						COMMON STOCK USD1.0						6,996												159,929
						CITY HOLDING CO						COMMON STOCK USD2.5						8,499												791,172
						CITY OFFICE REIT INC						REIT USD.01						23,600												197,768
						CIVISTA BANCSHARES INC						COMMON STOCK						8,655												190,497
						CIVITAS RESOURCES INC						COMMON STOCK						43,345												2,510,976

141

---

						CLARIVATE PLC						COMMON STOCK USD.01						286,300												2,387,742
						CLAROS MORTGAGE TRUST INC						COMMON STOCK USD.01						57,400												844,354
						CLARUS CORP						COMMON STOCK USD.0001						16,845												132,065
						CLEAN ENERGY FUELS CORP						COMMON STOCK USD.0001						88,000												495,058
						CLEAN HARBORS INC						COMMON STOCK USD.01						29,420												3,357,410
						CLEANSPARK INC						COMMON STOCK						20,900												42,636
						CLEAR CHANNEL OUTDOOR HOLDIN						COMMON STOCK						243,300												255,465
						CLEAR SECURE INC CLASS A						COMMON STOCK USD.00001						35,700												998,454
						CLEARFIELD INC						COMMON STOCK USD.01						6,500												611,910
						CLEARWATER PAPER CORP						COMMON STOCK USD.0001						9,716												367,362
						CLEARWAY ENERGY INC A						COMMON STOCK USD.01						19,590												586,133
						CLEARWAY ENERGY INC C						COMMON STOCK						49,312												1,571,573
						CLEVELAND CLIFFS INC						COMMON STOCK USD.125						299,019												4,817,196
						CLIPPER REALTY INC						REIT USD.01						11,863												75,923
						CLOUDFLARE INC CLASS A						COMMON STOCK USD.001						165,577												7,571,640
						CLOVER HEALTH INVESTMENTS CO						COMMON STOCK USD.0001						218,800												203,375
						CNA FINANCIAL CORP						COMMON STOCK USD2.5						17,024												719,775
						CNB FINANCIAL CORP/PA						COMMON STOCK						7,300												173,667
						CNO FINANCIAL GROUP INC						COMMON STOCK USD.01						65,958												1,507,140
						CNX RESOURCES CORP						COMMON STOCK USD.01						110,549												1,861,645
						COASTAL FINANCIAL CORP/WA						COMMON STOCK						6,300												299,376
						COCA COLA CONSOLIDATED INC						COMMON STOCK USD1.0						2,800												1,434,608
						CODEXIS INC						COMMON STOCK USD.0001						36,627												170,682
						COEUR MINING INC						COMMON STOCK USD.01						169,617												569,913
						COGENT BIOSCIENCES INC						COMMON STOCK USD.001						37,800												436,968
						COGENT COMMUNICATIONS HOLDIN						COMMON STOCK USD.001						26,268												1,499,377
						COGNEX CORP						COMMON STOCK USD.002						100,200												4,795,802
						COHEN + STEERS INC						COMMON STOCK USD.01						14,836												957,812
						COHERENT CORP						COMMON STOCK						73,637												2,584,659
						COHERUS BIOSCIENCES INC						COMMON STOCK USD.0001						40,946												324,292
						COHU INC						COMMON STOCK USD1.0						28,399												910,188
						COINBASE GLOBAL INC CLASS A						COMMON STOCK USD.00001						93,900												3,344,357
						COLLEGIUM PHARMACEUTICAL INC						COMMON STOCK USD.001						21,100												489,520
						COLUMBIA BANKING SYSTEM INC						COMMON STOCK						48,633												1,465,312
						COLUMBIA FINANCIAL INC						COMMON STOCK USD.01						20,000												432,400
						COLUMBIA SPORTSWEAR CO						COMMON STOCK						21,077												1,845,924
						COLUMBUS MCKINNON CORP/NY						COMMON STOCK USD.01						16,200												526,014
						COMFORT SYSTEMS USA INC						COMMON STOCK USD.01						21,694												2,496,546
						COMMERCE BANCSHARES INC						COMMON STOCK USD5.0						70,746												4,815,680
						COMMERCIAL METALS CO						COMMON STOCK USD.01						68,343												3,300,967
						COMMSCOPE HOLDING CO INC						COMMON STOCK USD.01						124,100												912,135
*						COMMUNITY BANK SYSTEM INC						COMMON STOCK USD1.0						31,276												1,987,709
						COMMUNITY HEALTH SYSTEMS INC						COMMON STOCK USD.01						77,846												336,295
						COMMUNITY HEALTHCARE TRUST I						REIT USD.01						14,716												526,833
						COMMUNITY TRUST BANCORP INC						COMMON STOCK USD5.0						8,192												376,259
						COMMVAULT SYSTEMS INC						COMMON STOCK USD.01						26,400												1,658,976
						COMPASS DIVERSIFIED HOLDINGS						COMMON STOCK						34,700												632,581
						COMPASS INC CLASS A						COMMON STOCK USD.00001						158,800												370,004

142

---

						COMPASS MINERALS INTERNATION						COMMON STOCK USD.01						20,794												852,554
						COMPUTER PROGRAMS + SYSTEMS						COMMON STOCK USD.001						8,900												242,258
						COMSTOCK RESOURCES INC						COMMON STOCK USD.5						57,400												786,954
						COMTECH TELECOMMUNICATIONS						COMMON STOCK USD.1						17,075												207,291
						CONCENTRIX CORP						COMMON STOCK						24,851												3,309,159
						CONCRETE PUMPING HOLDINGS IN						COMMON STOCK USD.0001						17,400												101,790
						CONDUENT INC						COMMON STOCK USD.01						108,939												441,203
						CONFLUENT INC CLASS A						COMMON STOCK USD.00001						76,300												1,696,912
						CONMED CORP						COMMON STOCK USD.01						16,139												1,457,154
						CONN S INC						COMMON STOCK USD.01						10,855												74,682
						CONNECTONE BANCORP INC						COMMON STOCK						24,900												602,829
						CONSENSUS CLOUD SOLUTION						COMMON STOCK USD.01						9,078												520,291
						CONSOL ENERGY INC						COMMON STOCK USD.01						20,350												1,322,750
						CONSOLIDATED COMMUNICATIONS						COMMON STOCK USD.01						44,683												159,965
						CONSTELLIUM SE						COMMON STOCK EUR.02						75,900												897,897
						CONSTRUCTION PARTNERS INC A						COMMON STOCK USD.001						24,323												649,181
						CONTAINER STORE GROUP INC/TH						COMMON STOCK USD.01						22,000												94,820
						CONTEXTLOGIC INC A						COMMON STOCK USD.0001						326,300												159,137
						CONTRA ZOGENIX INC						COMMON STOCK						34,337												2,705,416
						COPA HOLDINGS SA CLASS A						COMMON STOCK						16,834												1,400,084
						CORCEPT THERAPEUTICS INC						COMMON STOCK USD.001						50,700												1,029,717
						CORE + MAIN INC CLASS A						COMMON STOCK USD.01						34,600												697,095
						COREBRIDGE FINANCIAL INC						COMMON STOCK						47,200												966,895
						CORECIVIC INC						COMMON STOCK USD.01						69,156												799,443
						CORPORATE OFFICE PROPERTIES						REIT USD.01						64,573												1,675,024
						CORSAIR GAMING INC						COMMON STOCK						15,600												259,196
						CORVEL CORP						COMMON STOCK USD.0001						5,500												799,315
						COSTAMARE INC						COMMON STOCK USD.0001						36,100												335,008
						COTY INC CL A						COMMON STOCK USD.01						215,000												1,840,400
						COUCHBASE INC						COMMON STOCK USD.00001						13,600												200,230
						COUPA SOFTWARE INC						COMMON STOCK USD.0001						45,400												3,594,318
						COURSERA INC						COMMON STOCK USD.00001						64,700												765,401
						COUSINS PROPERTIES INC						REIT USD1.0						85,574												2,164,166
						COVENANT LOGISTICS GROUP INC						COMMON STOCK USD.01						7,100												245,447
						COWEN INC A						COMMON STOCK USD.01						16,262												628,038
						CRA INTERNATIONAL INC						COMMON STOCK						5,000												612,150
						CRACKER BARREL OLD COUNTRY						COMMON STOCK USD.01						13,293												1,259,379
						CRANE NXT CO						COMMON STOCK USD1.0						27,087												2,720,889
						CRAWFORD + COMPANY CL A						COMMON STOCK USD1.0						11,300												62,828
						CREDIT ACCEPTANCE CORP						COMMON STOCK USD.01						3,979												1,887,638
						CREDO TECHNOLOGY GROUP HOLDI						COMMON STOCK USD.00005						57,500												765,325
						CRESCENT ENERGY INC A						COMMON STOCK USD.0001						24,180												289,918
						CRINETICS PHARMACEUTICALS IN						COMMON STOCK USD.001						30,448												557,198
						CROCS INC						COMMON STOCK USD.001						35,400												3,838,422
						CROSS COUNTRY HEALTHCARE INC						COMMON STOCK USD.0001						22,371												594,397
						CROSSFIRST BANKSHARES INC						COMMON STOCK USD.01						29,800												369,818
						CROWDSTRIKE HOLDINGS INC A						COMMON STOCK						124,500												13,140,193
						CROWN HOLDINGS INC						COMMON STOCK USD5.0						68,050												5,594,391

143

---

						CRYOPORT INC						COMMON STOCK USD.001						25,300												438,955
						CS DISCO INC						COMMON STOCK USD.005						9,200												58,144
						CSG SYSTEMS INTL INC						COMMON STOCK USD.01						19,986												1,143,199
						CSW INDUSTRIALS INC						COMMON STOCK USD.01						8,600												996,998
						CTI BIOPHARMA CORP						COMMON STOCK						62,200												373,822
						CTO REALTY GROWTH INC						REIT USD.01						12,237												223,692
						CTS CORP						COMMON STOCK						19,430												765,931
						CUBESMART						REIT USD.01						128,900												5,284,831
						CUE HEALTH INC						COMMON STOCK USD.00001						61,800												127,926
						CULLEN/FROST BANKERS INC						COMMON STOCK USD.01						35,127												4,696,480
						CULLINAN ONCOLOGY INC						COMMON STOCK USD.0001						16,200												170,910
						CUMULUS MEDIA INC CL A						COMMON STOCK USD.01						3,300												20,493
						CURO GROUP HOLDINGS CORP						COMMON STOCK						13,393												47,545
						CURTISS WRIGHT CORP						COMMON STOCK USD1.0						22,061												3,683,966
						CUSHMAN + WAKEFIELD PLC						COMMON STOCK USD.01						83,344												1,038,466
						CUSTOM TRUCK ONE SOURCE INC						COMMON STOCK USD.0001						19,600												146,001
						CUSTOMERS BANCORP INC						COMMON STOCK USD1.0						18,570												526,274
						CUTERA INC						COMMON STOCK USD.001						10,400												459,888
						CVB FINANCIAL CORP						COMMON STOCK						81,407												2,096,230
						CVENT HOLDING CORP						COMMON STOCK USD.0001						33,100												178,740
						CVR ENERGY INC						COMMON STOCK USD.01						18,000												564,120
						CYTEK BIOSCIENCES INC						COMMON STOCK USD.001						62,100												670,806
						CYTOKINETICS INC						COMMON STOCK USD.001						47,229												2,205,271
						CYXTERA TECHNOLOGIES INC						COMMON STOCK USD.0001						24,400												46,848
						DAILY JOURNAL CORP						COMMON STOCK USD.01						897												224,707
						DAKOTA GOLD CORP						COMMON STOCK USD.001						7,600												42,411
						DANA INC						COMMON STOCK USD.01						74,055												1,120,452
						DANIMER SCIENTIFIC INC						COMMON STOCK USD.0001						42,900												76,791
						DARLING INGREDIENTS INC						COMMON STOCK USD.01						93,276												5,919,515
						DASEKE INC						COMMON STOCK						24,600												139,974
						DATADOG INC CLASS A						COMMON STOCK USD.00001						157,100												11,590,952
						DAVE + BUSTER S ENTERTAINMEN						COMMON STOCK USD.01						27,058												958,936
						DAY ONE BIOPHARMACEUTICALS I						COMMON STOCK USD.0001						16,500												355,080
						DECIPHERA PHARMACEUTICALS IN						COMMON STOCK USD.01						26,706												437,711
						DECKERS OUTDOOR CORP						COMMON STOCK USD.01						15,582												6,219,711
						DEFINITIVE HEALTHCARE CORP						COMMON STOCK USD.001						15,900												198,925
						DELEK US HOLDINGS INC						COMMON STOCK USD.01						40,193												1,085,211
						DELL TECHNOLOGIES C						COMMON STOCK						148,643												5,978,421
						DELUXE CORP						COMMON STOCK USD1.0						25,790												437,914
						DENALI THERAPEUTICS INC						COMMON STOCK USD.01						63,622												1,769,328
						DENBURY INC						COMMON STOCK USD.001						29,100												2,549,686
						DENNY S CORP						COMMON STOCK USD.01						32,900												303,009
						DESIGN THERAPEUTICS INC						COMMON STOCK USD.0001						19,600												201,096
						DESIGNER BRANDS INC CLASS A						COMMON STOCK						32,741												320,207
						DESKTOP METAL INC A						COMMON STOCK USD.0001						149,488												203,304
						DESTINATION XL GROUP INC						COMMON STOCK USD.01						19,400												130,950
						DHI GROUP INC						COMMON STOCK USD.01						8,000												65,078
						DHT HOLDINGS INC						COMMON STOCK USD.01						77,500												688,200

144

---

						DIAMOND HILL INVESTMENT GRP						COMMON STOCK						2,200												407,044
						DIAMOND OFFSHORE DRILLING IN						COMMON STOCK USD.01						61,900												643,760
						DIAMONDROCK HOSPITALITY CO						REIT USD.01						132,057												1,081,547
						DICE THERAPEUTICS INC						COMMON STOCK USD.0001						16,500												636,490
						DICK S SPORTING GOODS INC						COMMON STOCK USD.01						32,039												3,853,971
						DIEBOLD NIXDORF INC						COMMON STOCK USD1.25						49,225												69,900
						DIGI INTERNATIONAL INC						COMMON STOCK USD.01						19,979												730,232
						DIGIMARC CORP						COMMON STOCK USD.001						8,300												153,467
						DIGITAL TURBINE INC						COMMON STOCK USD.0001						53,816												820,156
						DIGITALBRIDGE GROUP INC						COMMON STOCK USD.01						93,658												1,024,619
						DIGITALOCEAN HOLDINGS INC						COMMON STOCK USD.000025						43,800												1,115,586
						DILLARDS INC CL A						COMMON STOCK						2,442												789,254
						DIME COMMUNITY BANCSHARES IN						COMMON STOCK USD.01						21,537												685,523
						DINE BRANDS GLOBAL INC						COMMON STOCK USD.01						8,652												558,919
						DIODES INC						COMMON STOCK USD.667						26,786												2,039,486
						DISTRIBUTION SOLUTIONS GROUP						COMMON STOCK USD1.0						2,700												99,522
						DIVERSEY HOLDINGS LTD						COMMON STOCK USD.0001						39,000												166,140
						DIVERSIFIED HEALTHCARE TRUST						REIT USD.01						136,125												88,046
						DMC GLOBAL INC						COMMON STOCK USD.05						11,809												229,567
						DOCGO INC						COMMON STOCK USD.0001						46,200												326,634
						DOCUSIGN INC						COMMON STOCK USD.0001						115,704												6,478,823
						DOLBY LABORATORIES INC CL A						COMMON STOCK USD.001						38,099												2,687,503
						DOMO INC CLASS B						COMMON STOCK USD.001						18,000												256,320
						DONALDSON CO INC						COMMON STOCK USD5.0						71,119												4,186,776
						DONEGAL GROUP INC CL A						COMMON STOCK USD.01						6,266												88,977
						DONNELLEY FINANCIAL SOLUTION						COMMON STOCK USD.01						17,273												667,601
						DOORDASH INC A						COMMON STOCK USD.00001						147,800												7,215,596
						DORIAN LPG LTD						COMMON STOCK USD.01						21,036												398,632
						DORMAN PRODUCTS INC						COMMON STOCK USD.01						15,815												1,278,959
						DOUBLEVERIFY HOLDINGS INC						COMMON STOCK USD.001						36,900												922,333
						DOUGLAS DYNAMICS INC						COMMON STOCK USD.01						14,586												527,430
						DOUGLAS ELLIMAN INC						COMMON STOCK						44,953												182,959
						DOUGLAS EMMETT INC						REIT USD.01						102,355												1,604,926
						DOXIMITY INC CLASS A						COMMON STOCK USD.001						64,500												2,211,607
						DRAFTKINGS INC CL A						COMMON STOCK USD.0001						208,217												2,371,592
						DRIL QUIP INC						COMMON STOCK USD.01						21,300												578,721
						DRIVEN BRANDS HOLDINGS INC						COMMON STOCK USD.01						33,031												902,077
						DROPBOX INC CLASS A						COMMON STOCK USD.00001						161,669												3,618,152
						DTE MIDSTREAM LLC W/I						COMMON STOCK						55,900												3,144,297
						DUCK CREEK TECHNOLOGIES INC						COMMON STOCK USD.01						45,300												545,865
						DUCKHORN PORTFOLIO INC/THE						COMMON STOCK USD.01						18,400												304,888
						DUCOMMUN INC						COMMON STOCK USD.01						7,600												379,696
						DULUTH HOLDINGS INC CL B						COMMON STOCK						8,801												54,390
						DUN + BRADSTREET HOLDINGS IN						COMMON STOCK						145,000												1,777,700
						DUOLINGO						COMMON STOCK USD.0001						13,500												960,255
						DXP ENTERPRISES INC						COMMON STOCK USD.01						9,505												261,863

145

---

						DYCOM INDUSTRIES INC						COMMON STOCK USD.3333333						16,601												1,553,854
						DYNATRACE INC						COMMON STOCK USD.001						116,508												4,515,880
						DYNAVAX TECHNOLOGIES CORP						COMMON STOCK USD.001						67,526												718,477
						DYNE THERAPEUTICS INC						COMMON STOCK						18,200												210,938
						DYNEX CAPITAL INC						REIT USD.01						21,166												269,232
						DZS INC						COMMON STOCK USD.001						8,100												102,708
						E2OPEN PARENT HOLDINGS INC						COMMON STOCK USD.0001						111,400												653,918
						EAGLE BANCORP INC						COMMON STOCK USD.01						19,940												878,756
						EAGLE BULK SHIPPING INC						COMMON STOCK USD.01						8,100												404,514
						EAGLE MATERIALS INC						COMMON STOCK USD.01						22,599												3,002,277
						EAGLE PHARMACEUTICALS INC						COMMON STOCK USD.001						7,300												213,379
						EARTHSTONE ENERGY INC A						COMMON STOCK USD.001						28,000												398,440
						EAST WEST BANCORP INC						COMMON STOCK USD.001						85,390												5,627,201
						EASTERLY GOVERNMENT PROPERTI						REIT USD.01						53,591												764,744
						EASTERN BANKSHARES INC						COMMON STOCK USD.01						92,200												1,590,450
						EASTGROUP PROPERTIES INC						REIT						23,700												3,538,635
						EASTMAN KODAK CO						COMMON STOCK USD.01						27,400												83,570
						EBIX INC						COMMON STOCK USD.1						16,731												333,951
						ECHOSTAR CORP A						COMMON STOCK USD.001						24,625												410,745
						ECOVYST INC						COMMON STOCK						36,300												321,618
						EDGEWELL PERSONAL CARE CO						COMMON STOCK USD.01						31,184												1,201,831
						EDGEWISE THERAPEUTICS INC						COMMON STOCK USD.0001						16,200												184,175
						EDGIO INC						COMMON STOCK USD.001						81,000												91,530
						EDITAS MEDICINE INC						COMMON STOCK USD.0001						43,670												387,353
						EGAIN CORP						COMMON STOCK USD.001						15,600												140,868
						EHEALTH INC						COMMON STOCK USD.001						17,591												85,140
						EIGER BIOPHARMACEUTICALS INC						COMMON STOCK USD.0001						28,244												33,328
						EL POLLO LOCO HOLDINGS INC						COMMON STOCK USD.01						11,900												118,524
						ELANCO ANIMAL HEALTH INC						COMMON STOCK						256,869												3,179,273
						ELASTIC NV						COMMON STOCK EUR.01						45,494												2,342,941
						ELEMENT SOLUTIONS INC						COMMON STOCK USD.01						133,108												2,421,235
						ELF BEAUTY INC						COMMON STOCK USD.01						29,445												1,628,309
						ELLINGTON FINANCIAL INC						REIT						27,428												339,284
						ELME COMMUNITIES						REIT USD.01						52,152												928,306
						EMBECTA CORP						COMMON STOCK USD.01						34,400												869,976
						EMCOR GROUP INC						COMMON STOCK USD.01						27,612												4,089,613
						EMERGENT BIOSOLUTIONS INC						COMMON STOCK USD.001						30,000												354,300
						E-MINI RUSS 2000 MAR23						XCME 20230317						3,800												(173,475)
						EMPIRE PETROLEUM CORP						COMMON STOCK USD.001						4,800												59,040
						EMPIRE STATE REALTY TRUST A						REIT USD.01						86,800												585,032
						EMPLOYERS HOLDINGS INC						COMMON STOCK USD.01						17,439												752,144
						ENACT HOLDINGS INC						COMMON STOCK USD.01						14,900												359,388
						ENANTA PHARMACEUTICALS INC						COMMON STOCK USD.01						12,000												558,240
						ENCOMPASS HEALTH CORP						COMMON STOCK USD.01						56,500												3,379,265
						ENCORE CAPITAL GROUP INC						COMMON STOCK USD.01						14,062												674,132
						ENCORE WIRE CORP						COMMON STOCK USD.01						10,900												1,499,404
						ENERGIZER HOLDINGS INC						COMMON STOCK						40,481												1,358,138
						ENERGY FUELS INC						COMMON STOCK						87,400												542,754

146

---

						ENERGY RECOVERY INC						COMMON STOCK USD.001						26,100												534,789
						ENERGY VAULT HOLDINGS INC						COMMON STOCK USD.0001						41,200												151,323
						ENERPAC TOOL GROUP CORP						COMMON STOCK USD.2						36,400												926,380
						ENERSYS						COMMON STOCK USD.01						25,215												1,861,876
						ENETI INC						COMMON STOCK USD.01						6,900												89,450
						ENFUSION INC CLASS A						COMMON STOCK USD.001						20,300												196,301
						ENGAGESMART INC						COMMON STOCK USD.001						20,200												355,520
						ENHABIT INC						COMMON STOCK USD.01						30,450												400,722
						ENNIS INC						COMMON STOCK USD2.5						11,965												265,144
						ENOVA INTERNATIONAL INC						COMMON STOCK USD.00001						18,267												700,905
						ENOVIS CORP						COMMON STOCK USD.001						27,910												1,515,152
						ENOVIX CORP						COMMON STOCK USD.0001						64,800												806,112
						ENPRO INDUSTRIES INC						COMMON STOCK USD.01						12,900												1,402,101
						ENSIGN GROUP INC/THE						COMMON STOCK USD.001						32,364												3,061,958
						ENSTAR GROUP LTD						COMMON STOCK USD1.0						6,639												1,533,875
						ENTEGRIS INC						COMMON STOCK USD.01						85,956												5,683,769
						ENTERPRISE BANCORP INC						COMMON STOCK USD.01						6,268												221,260
						ENTERPRISE FINANCIAL SERVICE						COMMON STOCK USD.01						21,080												1,032,077
						ENTRAVISION COMMUNICATIONS A						COMMON STOCK USD.0001						50,800												243,840
						ENVESTNET INC						COMMON STOCK						33,262												2,052,265
						ENVISTA HOLDINGS CORP						COMMON STOCK USD.01						96,900												3,262,623
						ENVIVA INC						COMMON STOCK						17,700												958,758
						EPLUS INC						COMMON STOCK USD.01						16,278												720,790
						EPR PROPERTIES						REIT USD.01						45,592												1,719,730
						EQRX INC						COMMON STOCK USD.0001						121,400												298,644
						EQUITABLE HOLDINGS INC						COMMON STOCK USD.01						216,896												6,224,915
						EQUITRANS MIDSTREAM CORP						COMMON STOCK						251,780												1,686,926
						EQUITY BANCSHARES INC CL A						COMMON STOCK USD.01						8,400												274,428
						EQUITY COMMONWEALTH						REIT USD.01						61,260												1,529,662
						EQUITY LIFESTYLE PROPERTIES						REIT USD.01						103,300												6,763,624
						ERASCA INC						COMMON STOCK USD.0001						37,000												159,470
						ERIE INDEMNITY COMPANY CL A						COMMON STOCK						14,998												3,730,303
						ERMENEGILDO ZEGNA HOLDITALIA						COMMON STOCK						27,200												284,784
						ESAB CORP						COMMON STOCK USD.001						30,710												1,440,913
						ESCO TECHNOLOGIES INC						COMMON STOCK USD.01						16,000												1,400,640
						ESPERION THERAPEUTICS INC						COMMON STOCK USD.001						38,900												266,031
						ESQUIRE FINANCIAL HOLDINGS I						COMMON STOCK USD.01						400												43,262
						ESS TECH INC						COMMON STOCK USD.0001						65,400												158,922
						ESSENT GROUP LTD						COMMON STOCK USD.015						60,400												2,348,352
						ESSENTIAL PROPERTIES REALTY						REIT USD.01						82,200												1,929,234
						ESSENTIAL UTILITIES INC						COMMON STOCK USD.5						135,812												6,596,865
						ETHAN ALLEN INTERIORS INC						COMMON STOCK USD.01						14,077												371,914
						EURONET WORLDWIDE INC						COMMON STOCK USD.02						27,800												2,623,764
						EUROPEAN WAX CENTER INC A						COMMON STOCK USD.00001						8,100												138,203
						EVENTBRITE INC CLASS A						COMMON STOCK USD.00001						44,800												262,528
						EVERBRIDGE INC						COMMON STOCK USD.001						24,199												715,806
						EVERCOMMERCE INC						COMMON STOCK USD.00001						12,500												93,000
						EVERCORE INC A						COMMON STOCK USD.01						21,847												2,383,071

147

---

						EVERI HOLDINGS INC						COMMON STOCK USD.001						53,500												767,725
						EVERQUOTE INC CLASS A						COMMON STOCK USD.001						9,900												166,566
						EVERTEC INC						COMMON STOCK USD.01						38,000												1,230,440
						EVGO INC						COMMON STOCK USD.0001						39,000												174,330
						EVO PAYMENTS INC CLASS A						COMMON STOCK USD.0001						27,900												944,136
						EVOLENT HEALTH INC A						COMMON STOCK USD.01						48,370												1,358,230
						EVOLUS INC						COMMON STOCK USD.00001						21,900												164,469
						EVOLV TECHNOLOGIES HOLDINGS						COMMON STOCK USD.0001						42,500												110,075
						EVOQUA WATER TECHNOLOGIES CO						COMMON STOCK USD.01						70,912												2,808,115
						EW SCRIPPS CO/THE A						COMMON STOCK USD.01						37,148												489,982
						EXACT SCIENCES CORP						COMMON STOCK USD.01						100,832												5,115,974
						EXCELERATE ENERGY INC A						COMMON STOCK USD.001						10,600												265,530
						EXELIXIS INC						COMMON STOCK USD.001						182,305												2,945,027
						EXLSERVICE HOLDINGS INC						COMMON STOCK USD.001						18,586												3,199,855
						EXP WORLD HOLDINGS INC						COMMON STOCK USD.00001						37,470												415,168
						EXPONENT INC						COMMON STOCK USD.001						29,600												2,933,064
						EXPRO GROUP HOLDINGS NV						COMMON STOCK EUR.01						47,150												854,830
						EXTREME NETWORKS INC						COMMON STOCK USD.001						77,000												1,409,870
						EYEPOINT PHARMACEUTICALS INC						COMMON STOCK USD.01						13,100												45,850
						EZCORP INC CL A						COMMON STOCK USD.01						33,800												275,470
						F+G ANNUITIES + LIFE INC						COMMON STOCK						10,508												210,265
						F45 TRAINING HOLDINGS INC						COMMON STOCK USD.00005						20,100												57,285
						FABRINET						COMMON STOCK USD.01						21,213												2,719,931
						FAIR ISAAC CORP						COMMON STOCK USD.01						14,504												8,681,804
						FARADAY FUTURE INTELLIGENT E						COMMON STOCK USD.0001						82,600												23,979
						FARMERS + MERCHANTS BANCO/OH						COMMON STOCK						6,900												187,542
						FARMERS NATL BANC CORP						COMMON STOCK						12,400												199,096
						FARMLAND PARTNERS INC						REIT USD.01						17,400												246,714
						FARO TECHNOLOGIES INC						COMMON STOCK USD.001						12,300												361,743
						FASTLY INC CLASS A						COMMON STOCK USD.00002						66,500												544,635
						FATE THERAPEUTICS INC						COMMON STOCK USD.001						50,500												509,545
						FB FINANCIAL CORP						COMMON STOCK USD1.0						21,353												771,697
						FEDERAL AGRIC MTG CORP CL C						COMMON STOCK USD1.0						5,655												637,375
						FEDERAL SIGNAL CORP						COMMON STOCK USD1.0						36,950												1,717,067
						FEDERATED HERMES INC						COMMON STOCK						50,340												1,827,845
						FERROGLOBE REP + WRNTY INS TRU						NON TRANSFERABLE BENE INT UNIT						60,200												0
						FIBROGEN INC						COMMON STOCK USD.01						52,687												844,046
*						FIDELITY NATIONAL FINANCIAL						COMMON STOCK USD.0001						154,530												5,813,419
						FIGS INC CLASS A						COMMON STOCK USD.0001						73,700												496,001
						FINANCE OF AMERICA COS INC A						COMMON STOCK USD.0001						21,800												27,686
						FINANCIAL INSTITUTIONS INC						COMMON STOCK USD.01						8,437												205,525
						FIRST ADVANTAGE CORP						COMMON STOCK USD.001						34,000												442,000
						FIRST AMERICAN FINANCIAL						COMMON STOCK USD.00001						59,985												3,139,615
						FIRST BANCORP INC/ME						COMMON STOCK USD.01						7,000												209,580
						FIRST BANCORP PUERTO RICO						COMMON STOCK USD.1						112,500												1,431,000
						FIRST BANCORP/NC						COMMON STOCK						21,350												914,634

148

---

						FIRST BANCSHARES INC/MS						COMMON STOCK USD1.0						13,900												444,939
						FIRST BANK/HAMILTON NJ						COMMON STOCK USD.01						12,600												173,376
						FIRST BUSEY CORP						COMMON STOCK USD.001						29,085												718,981
						FIRST CITIZENS BCSHS CL A						COMMON STOCK USD1.0						6,463												4,977,117
						FIRST COMMONWEALTH FINL CORP						COMMON STOCK USD1.0						60,187												840,812
						FIRST COMMUNITY BANKSHARES						COMMON STOCK USD1.0						10,790												365,781
						FIRST FINANCIAL BANCORP						COMMON STOCK						57,125												1,384,139
						FIRST FINANCIAL CORP/INDIANA						COMMON STOCK						5,400												248,832
						FIRST FINL BANKSHARES INC						COMMON STOCK USD.01						80,596												2,772,502
						FIRST FOUNDATION INC						COMMON STOCK USD.001						30,600												438,498
						FIRST HAWAIIAN INC						COMMON STOCK USD.01						74,454												1,938,782
						FIRST HORIZON CORP						COMMON STOCK USD.625						311,344												7,706,336
						FIRST INDUSTRIAL REALTY TR						REIT USD.01						78,954												3,810,320
						FIRST INTERNET BANCORP						COMMON STOCK						6,300												152,964
						FIRST INTERSTATE BANCSYS A						COMMON STOCK						55,306												2,137,577
						FIRST MERCHANTS CORP						COMMON STOCK						34,166												1,404,564
						FIRST MID BANCSHARES INC						COMMON STOCK USD4.0						7,900												253,432
						FIRST OF LONG ISLAND CORP						COMMON STOCK USD.1						9,600												172,800
						FIRST WATCH RESTAURANT GROUP						COMMON STOCK USD.01						2,100												28,413
						FIRSTCASH HOLDINGS INC						COMMON STOCK USD.01						22,167												1,926,534
						FISKER INC						COMMON STOCK USD.00001						99,100												720,457
						FIVE BELOW						COMMON STOCK USD.01						31,484												5,568,575
						FIVE STAR BANCORP						COMMON STOCK						5,600												152,544
						FIVE9 INC						COMMON STOCK USD.001						41,200												2,795,832
						FLEX LNG LTD						COMMON STOCK USD.1						16,400												536,116
						FLOOR + DECOR HOLDINGS INC A						COMMON STOCK USD.001						59,580												4,148,555
						FLOWERS FOODS INC						COMMON STOCK USD.01						108,069												3,105,903
						FLOWSERVE CORP						COMMON STOCK USD1.25						75,100												2,304,068
						FLUENCE ENERGY INC						COMMON STOCK USD.00001						23,700												406,455
						FLUOR CORP						COMMON STOCK USD.01						84,886												2,942,149
						FLUSHING FINANCIAL CORP						COMMON STOCK USD.01						13,398												259,653
						FLYWIRE CORP VOTING						COMMON STOCK USD.0001						35,800												876,026
						FNB CORP						COMMON STOCK USD.01						203,466												2,655,231
						FOCUS FINANCIAL PARTNERS A						COMMON STOCK USD.01						33,228												1,238,408
						FOCUS UNIVERSAL INC						COMMON STOCK USD.001						7,800												49,998
						FOGHORN THERAPEUTICS INC						COMMON STOCK USD.0001						16,500												105,270
						FOOT LOCKER INC						COMMON STOCK USD.01						47,612												1,799,257
						FORESTAR GROUP INC						COMMON STOCK USD1.0						11,559												178,124
						FORGEROCK INC A						COMMON STOCK USD.001						16,000												494,123
						FORMFACTOR INC						COMMON STOCK USD.001						45,652												1,014,844
						FORRESTER RESEARCH INC						COMMON STOCK USD.01						7,600												271,776
						FORTUNE BRANDS INNOVATIONS I						COMMON STOCK USD.01						76,000												4,340,360
						FORWARD AIR CORP						COMMON STOCK USD.01						16,540												1,734,881
						FOSSIL GROUP INC						COMMON STOCK USD.01						32,900												141,799
						FOUR CORNERS PROPERTY TRUST						REIT USD.0001						48,535												1,258,513
						FOX FACTORY HOLDING CORP						COMMON STOCK USD.001						25,600												2,335,488
						FRANCHISE GROUP INC						COMMON STOCK USD.01						16,600												395,412
						FRANKLIN BSP REALTY TRUST IN						REIT USD.01						53,636												691,904

149

---

						FRANKLIN COVEY CO						COMMON STOCK USD.05						7,840												366,677
						FRANKLIN ELECTRIC CO INC						COMMON STOCK USD.1						28,410												2,265,698
						FRANKLIN STREET PROPERTIES C						REIT USD.0001						65,500												178,815
						FRESH DEL MONTE PRODUCE INC						COMMON STOCK USD.01						20,183												528,593
						FRESHPET INC						COMMON STOCK USD.001						26,100												1,398,406
						FRONTDOOR INC						COMMON STOCK USD.01						51,300												1,067,040
						FRONTIER COMMUNICATIONS PARE						COMMON STOCK USD.25						141,300												3,648,741
						FRONTIER GROUP HOLDINGS INC						COMMON STOCK USD.001						26,700												274,209
						FRONTLINE LTD						COMMON STOCK USD1.0						75,300												914,142
						FRP HOLDINGS INC						COMMON STOCK USD.1						4,100												220,826
						FTC SOLAR INC						COMMON STOCK USD.0001						36,600												98,088
						FTI CONSULTING INC						COMMON STOCK USD.01						19,451												3,120,579
						FUBOTV INC						COMMON STOCK						109,700												190,878
						FUELCELL ENERGY INC						COMMON STOCK USD.0001						203,800												618,040
						FULCRUM THERAPEUTICS INC						COMMON STOCK USD.001						23,200												189,287
						FULGENT GENETICS INC						COMMON STOCK USD.0001						12,800												381,184
						FULL HOUSE RESORTS INC						COMMON STOCK USD.0001						10,000												75,200
						FULTON FINANCIAL CORP						COMMON STOCK USD2.5						89,945												1,513,774
						FUNKO INC CLASS A						COMMON STOCK USD.0001						16,029												174,876
						FUTUREFUEL CORP						COMMON STOCK USD.0001						15,000												121,950
						FVCBANKCORP INC						COMMON STOCK USD.01						700												13,349
						G III APPAREL GROUP LTD						COMMON STOCK USD.01						27,015												370,376
						GAMBLING.COM GROUP LTD						COMMON STOCK						—												20,136
						GAMESTOP CORP CLASS A						COMMON STOCK USD.001						159,208												2,938,980
						GAMING AND LEISURE PROPERTIE						REIT						143,117												7,454,965
						GANNETT CO INC						COMMON STOCK USD.01						96,199												195,284
						GAP INC/THE						COMMON STOCK USD.05						121,200												1,367,136
						GATES INDUSTRIAL CORP PLC						COMMON STOCK USD.01						58,511												667,611
						GATX CORP						COMMON STOCK USD.625						21,103												2,244,093
						GCM GROSVENOR INC CLASS A						COMMON STOCK USD.0001						20,900												159,049
						GENCO SHIPPING + TRADING LTD						COMMON STOCK USD.01						16,566												254,454
						GENERATION BIO CO						COMMON STOCK USD.0001						25,500												100,215
						GENESCO INC						COMMON STOCK USD1.0						8,691												399,960
						GENPACT LTD						COMMON STOCK USD.01						105,372												4,908,625
						GENTEX CORP						COMMON STOCK USD.06						135,564												3,696,830
						GENTHERM INC						COMMON STOCK						20,196												1,318,597
						GENWORTH FINANCIAL INC CL A						COMMON STOCK USD.001						302,528												1,600,373
						GEO GROUP INC/THE						COMMON STOCK USD.01						71,152												779,114
						GERMAN AMERICAN BANCORP						COMMON STOCK						16,930												631,489
						GERON CORP						COMMON STOCK USD.001						237,236												574,111
						GETTY REALTY CORP						REIT USD.01						23,351												790,431
						GEVO INC						COMMON STOCK						121,900												231,610
						GIBRALTAR INDUSTRIES INC						COMMON STOCK USD.01						19,500												894,660
						GINKGO BIOWORKS HOLDINGS INC						COMMON STOCK USD.0001						541,100												914,459
						GLACIER BANCORP INC						COMMON STOCK USD.01						65,785												3,315,341
						GLADSTONE COMMERCIAL CORP						REIT USD.001						21,700												401,450
						GLADSTONE LAND CORP						REIT USD.001						19,200												352,320
						GLATFELTER CORP						COMMON STOCK USD.01						27,688												76,973

150

---

						GLAUKOS CORP						COMMON STOCK USD.001						27,730												1,211,246
						GLOBAL INDUSTRIAL CO						COMMON STOCK USD.01						8,600												202,358
						GLOBAL MEDICAL REIT INC						REIT						36,628												347,233
						GLOBAL NET LEASE INC						REIT USD.01						59,833												752,101
						GLOBAL WATER RESOURCES INC						COMMON STOCK USD.01						6,333												84,102
						GLOBALFOUNDRIES INC						COMMON STOCK USD.02						37,800												2,037,042
						GLOBALSTAR INC						COMMON STOCK USD.0001						394,700												524,951
						GLOBANT SA						COMMON STOCK USD1.2						23,474												4,031,469
						GLOBUS MEDICAL INC A						COMMON STOCK USD.001						46,100												3,423,847
						GMS INC						COMMON STOCK USD.01						26,119												1,300,726
						GODADDY INC CLASS A						COMMON STOCK USD.001						93,400												6,988,188
						GOGO INC						COMMON STOCK USD.0001						31,500												464,940
						GOLAR LNG LTD						COMMON STOCK USD1.0						61,534												1,402,360
						GOLDEN ENTERTAINMENT INC						COMMON STOCK USD.01						9,200												344,080
						GOLDEN OCEAN GROUP LTD						COMMON STOCK USD.05						80,600												700,414
						GOODYEAR TIRE + RUBBER CO						COMMON STOCK						166,423												1,689,193
						GOOSEHEAD INSURANCE INC A						COMMON STOCK USD.01						11,300												388,042
						GOPRO INC CLASS A						COMMON STOCK USD.0001						76,200												379,476
						GORMAN RUPP CO						COMMON STOCK						13,208												338,389
						GOSSAMER BIO INC						COMMON STOCK USD.0001						38,425												83,382
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						15,250,705												15,250,705
						GRACO INC						COMMON STOCK USD1.0						96,834												6,513,055
						GRAFTECH INTERNATIONAL LTD						COMMON STOCK USD.01						117,700												560,252
						GRAHAM HOLDINGS CO CLASS B						COMMON STOCK USD1.0						2,209												1,334,700
						GRAND CANYON EDUCATION INC						COMMON STOCK USD.01						18,302												1,933,789
						GRANITE CONSTRUCTION INC						COMMON STOCK USD.01						27,457												962,917
						GRANITE POINT MORTGAGE TRUST						REIT USD.01						37,656												201,836
						GRAPHIC PACKAGING HOLDING CO						COMMON STOCK USD.01						174,375												3,879,844
						GRAY TELEVISION INC						COMMON STOCK						51,700												578,523
						GREAT LAKES DREDGE + DOCK CO						COMMON STOCK USD.0001						39,600												235,620
						GREAT SOUTHERN BANCORP INC						COMMON STOCK USD.01						5,229												311,073
						GREEN BRICK PARTNERS INC						COMMON STOCK USD.01						15,800												382,834
						GREEN DOT CORP CLASS A						COMMON STOCK USD.001						31,116												492,255
						GREEN PLAINS INC						COMMON STOCK USD.001						27,836												940,506
						GREENBRIER COMPANIES INC						COMMON STOCK						19,797												663,793
						GREENE COUNTY BANCORP INC						COMMON STOCK USD.1						400												40,195
						GREENLIGHT BIOSCIENCES HOLDI						COMMON STOCK USD.0001						45,000												53,100
						GREENLIGHT CAPITAL RE LTD A						COMMON STOCK USD.01						25,000												203,750
						GREIF INC CL A						COMMON STOCK						15,103												1,012,807
						GREIF INC CL B						COMMON STOCK						3,900												305,097
						GRID DYNAMICS HOLDINGS INC						COMMON STOCK USD.0001						28,000												341,094
						GRIFFON CORP						COMMON STOCK USD.25						28,361												1,015,040
						GROCERY OUTLET HOLDING CORP						COMMON STOCK USD.001						53,400												1,558,746
						GROUP 1 AUTOMOTIVE INC						COMMON STOCK USD.01						8,300												1,497,071
						GROUPON INC						COMMON STOCK USD.0001						15,611												133,942
						GROWGENERATION CORP						COMMON STOCK USD.001						34,600												135,632
						GUARANTY BANCSHARES INC						COMMON STOCK USD1.0						5,292												183,315
						GUARDANT HEALTH INC						COMMON STOCK USD.00001						58,755												1,598,136

151

---

						GUESS? INC						COMMON STOCK USD.01						25,050												518,285
						GUIDEWIRE SOFTWARE INC						COMMON STOCK USD.0001						48,200												3,015,392
						GULFPORT ENERGY CORP						COMMON STOCK USD.0001						6,800												500,752
						GXO LOGISTICS INC						COMMON STOCK USD.01						60,149												2,567,761
						H.B. FULLER CO.						COMMON STOCK USD1.0						31,863												2,282,028
						H+E EQUIPMENT SERVICES INC						COMMON STOCK USD.01						19,700												894,380
						H+R BLOCK INC						COMMON STOCK						94,800												3,461,148
						HACKETT GROUP INC/THE						COMMON STOCK USD.001						17,374												353,908
						HAEMONETICS CORP/MASS						COMMON STOCK USD.01						30,312												2,384,039
						HAIN CELESTIAL GROUP INC						COMMON STOCK USD.01						43,097												774,985
						HALOZYME THERAPEUTICS INC						COMMON STOCK USD.001						77,831												4,428,584
						HAMILTON LANE INC CLASS A						COMMON STOCK						21,250												1,357,450
						HANCOCK WHITNEY CORP						COMMON STOCK USD3.33						49,449												2,392,837
						HANESBRANDS INC						COMMON STOCK USD.01						208,400												1,325,424
						HANMI FINANCIAL CORPORATION						COMMON STOCK USD.001						21,149												523,438
						HANNON ARMSTRONG SUSTAINABLE						REIT USD.01						52,300												1,515,654
						HANOVER INSURANCE GROUP INC/						COMMON STOCK USD.01						20,381												2,754,085
						HARBORONE BANCORP INC						COMMON STOCK USD.01						23,061												320,548
						HARLEY DAVIDSON INC						COMMON STOCK USD.01						77,600												3,228,160
						HARMONIC INC						COMMON STOCK USD.001						55,714												729,853
						HARMONY BIOSCIENCES HOLDINGS						COMMON STOCK USD.00001						14,300												820,992
						HARSCO CORP						COMMON STOCK USD1.25						50,135												315,349
						HAVERTY FURNITURE						COMMON STOCK USD1.0						11,618												347,378
						HAWAIIAN ELECTRIC INDS						COMMON STOCK						64,337												2,692,503
						HAWAIIAN HOLDINGS INC						COMMON STOCK USD.01						31,589												324,103
						HAWKINS INC						COMMON STOCK USD.01						11,600												447,760
						HAYNES INTERNATIONAL INC						COMMON STOCK USD.001						7,483												341,898
						HAYWARD HOLDINGS INC						COMMON STOCK USD.001						43,700												410,780
						HBT FINANCIAL INC/DE						COMMON STOCK USD.01						2,359												46,166
						HCI GROUP INC						COMMON STOCK						3,500												138,565
						HEALTH CATALYST INC						COMMON STOCK USD.001						31,146												331,082
						HEALTHCARE REALTY TRUST INC						REIT USD.01						222,550												4,288,539
						HEALTHCARE SERVICES GROUP						COMMON STOCK USD.01						44,907												538,884
						HEALTHEQUITY INC						COMMON STOCK USD.0001						47,955												2,999,094
						HEALTHSTREAM INC						COMMON STOCK						15,300												380,052
						HEARTLAND EXPRESS INC						COMMON STOCK USD.01						28,810												441,945
						HEARTLAND FINANCIAL USA INC						COMMON STOCK USD1.0						24,206												1,128,484
						HECLA MINING CO						COMMON STOCK USD.25						329,268												1,830,730
						HEICO CORP						COMMON STOCK USD.01						25,934												4,214,964
						HEICO CORP CLASS A						COMMON STOCK USD.01						45,525												5,456,171
						HEIDRICK + STRUGGLES INTL						COMMON STOCK USD.01						13,800												385,986
						HELEN OF TROY LTD						COMMON STOCK USD.1						13,677												1,516,916
						HELIOGEN INC						COMMON STOCK USD.0001						70,700												49,363
						HELIOS TECHNOLOGIES INC						COMMON STOCK USD.001						20,200												1,099,688
						HELIX ENERGY SOLUTIONS GROUP						COMMON STOCK						87,291												644,208
						HELMERICH + PAYNE						COMMON STOCK USD.1						61,200												3,033,684
						HERBALIFE NUTRITION LTD						COMMON STOCK USD.002						56,817												845,437
						HERC HOLDINGS INC						COMMON STOCK USD.01						15,586												2,050,650

152

---

						HERITAGE COMMERCE CORP						COMMON STOCK						36,000												468,000
						HERITAGE CRYSTAL CLEAN INC						COMMON STOCK USD.01						10,500												341,040
						HERITAGE FINANCIAL CORP						COMMON STOCK						22,357												685,018
						HERON THERAPEUTICS INC						COMMON STOCK USD.01						69,569												173,923
						HERSHA HOSPITALITY TRUST A						REIT USD.01						23,926												203,850
						HERTZ GLOBAL HLDGS INC						COMMON STOCK USD.01						120,700												1,857,573
						HESKA CORP						COMMON STOCK USD.001						6,148												382,160
						HEXCEL CORP						COMMON STOCK USD.01						50,994												3,000,997
						HF FOODS GROUP INC						COMMON STOCK						21,100												85,666
						HF SINCLAIR CORP						COMMON STOCK						79,400												4,120,066
						HIBBETT INC						COMMON STOCK USD.01						7,453												508,444
						HIGHPEAK ENERGY INC						COMMON STOCK USD.0001						5,400												123,498
						HIGHWOODS PROPERTIES INC						REIT USD.01						62,800												1,757,144
						HILLENBRAND INC						COMMON STOCK						41,664												1,777,803
						HILLEVAX INC						COMMON STOCK USD.0001						8,900												170,652
						HILLMAN SOLUTIONS CORP						COMMON STOCK USD.0001						77,200												556,612
						HILLTOP HOLDINGS INC						COMMON STOCK USD.01						29,200												876,292
						HILTON GRAND VACATIONS INC						COMMON STOCK USD.01						51,693												1,992,248
						HIMS + HERS HEALTH INC						COMMON STOCK USD.0001						69,600												446,136
						HINGHAM INSTITUTION FOR SVGS						COMMON STOCK USD1.0						1,000												275,960
						HIPPO HOLDINGS INC						COMMON STOCK USD.0001						8,200												111,520
						HIRERIGHT HOLDINGS CORP						COMMON STOCK USD.001						9,600												134,022
						HNI CORP						COMMON STOCK USD1.0						25,778												732,869
						HOLLEY INC						COMMON STOCK USD.0001						29,500												62,540
						HOME BANCORP INC						COMMON STOCK USD.01						4,508												180,455
						HOME BANCSHARES INC						COMMON STOCK USD.01						109,050												2,485,250
						HOMESTREET INC						COMMON STOCK						12,653												348,970
						HOMETRUST BANCSHARES INC						COMMON STOCK						6,816												164,743
						HONEST CO INC/THE						COMMON STOCK USD.001						52,500												158,025
						HOPE BANCORP INC						COMMON STOCK USD.001						67,420												863,650
						HORACE MANN EDUCATORS						COMMON STOCK USD.001						26,000												971,620
						HORIZON BANCORP INC/IN						COMMON STOCK						27,600												416,208
						HORIZON THERAPEUTICS PLC						COMMON STOCK USD.0001						130,296												14,952,868
						HOSTESS BRANDS INC						COMMON STOCK USD.0001						81,867												1,837,095
						HOULIHAN LOKEY INC						COMMON STOCK USD.001						29,213												2,546,205
						HOVNANIAN ENTERPRISES A						COMMON STOCK USD.01						3,300												138,864
						HOWARD HUGHES CORP/THE						COMMON STOCK						22,204												1,696,830
						HUB GROUP INC CL A						COMMON STOCK USD.01						20,183												1,604,347
						HUBBELL INC						COMMON STOCK USD.01						30,922												7,374,116
						HUBSPOT INC						COMMON STOCK USD.001						26,800												7,922,164
						HUDSON PACIFIC PROPERTIES IN						REIT USD.01						81,000												788,130
						HUDSON TECHNOLOGIES INC						COMMON STOCK USD.01						24,700												249,964
						HUNTSMAN CORP						COMMON STOCK USD.01						107,269												2,947,752
						HURON CONSULTING GROUP INC						COMMON STOCK USD.01						13,294												965,144
						HYATT HOTELS CORP CL A						COMMON STOCK USD.01						28,900												2,614,005
						HYDROFARM HOLDINGS GROUP INC						COMMON STOCK USD.0001						24,400												37,820
						HYLIION HOLDINGS CORP						COMMON STOCK USD.0001						73,200												171,288
						HYSTER YALE MATERIALS						COMMON STOCK USD.01						6,840												173,120

153

---

						HYZON MOTORS INC						COMMON STOCK						46,800												72,540
						I3 VERTICALS INC CLASS A						COMMON STOCK USD.0001						12,900												313,986
						IAA INC						COMMON STOCK USD.01						77,247												3,089,880
						IAC INC						COMMON STOCK USD.0001						46,727												2,074,679
						IBEX LTD						COMMON STOCK USD.0001						2,500												94,433
						ICF INTERNATIONAL INC						COMMON STOCK USD.001						11,600												1,148,980
						ICHOR HOLDINGS LTD						COMMON STOCK USD.0001						15,600												418,392
						ICOSAVAX INC						COMMON STOCK USD.0001						17,000												134,980
						ICU MEDICAL INC						COMMON STOCK USD.1						12,168												1,916,217
						IDACORP INC						COMMON STOCK						28,981												3,125,601
						IDEAYA BIOSCIENCES INC						COMMON STOCK						20,333												456,679
						IDENTIV INC						COMMON STOCK USD.001						13,100												94,844
						IDT CORP CLASS B						COMMON STOCK USD.01						7,100												222,545
						IES HOLDINGS INC						COMMON STOCK USD.01						5,400												192,078
						IGM BIOSCIENCES INC						COMMON STOCK USD.01						5,000												85,050
						IHEARTMEDIA INC CLASS A						COMMON STOCK						69,900												428,487
						IMAGO BIOSCIENCES INC						COMMON STOCK USD.0001						14,000												528,465
						IMAX CORP						COMMON STOCK						30,480												446,837
						IMMUNITYBIO INC						COMMON STOCK USD.0001						47,300												239,811
						IMMUNOGEN INC						COMMON STOCK USD.01						128,541												637,563
						IMMUNOVANT INC						COMMON STOCK USD.0001						25,200												447,300
						IMPINJ INC						COMMON STOCK USD.001						11,800												1,331,997
						INARI MEDICAL INC						COMMON STOCK USD.001						27,700												1,779,680
						INDEPENDENCE REALTY TRUST IN						REIT USD.01						132,200												2,228,892
						INDEPENDENT BANK CORP MICH						COMMON STOCK USD1.0						12,500												299,000
						INDEPENDENT BANK CORP/MA						COMMON STOCK USD.01						27,898												2,355,428
						INDEPENDENT BANK GROUP INC						COMMON STOCK USD.01						21,320												1,280,906
						INDIE SEMICONDUCTOR INC A						COMMON STOCK USD.0001						57,200												333,476
						INDUS REALTY TRUST INC						REIT USD.01						3,420												217,136
						INDUSTRIAL LOGISTICS PROPERT						REIT USD.01						41,599												136,029
						INFINERA CORP						COMMON STOCK USD.001						113,700												766,338
						INFORMATICA INC CLASS A						COMMON STOCK USD.01						19,800												343,722
						INGEVITY CORP						COMMON STOCK USD.01						23,064												1,624,628
						INGLES MARKETS INC CLASS A						COMMON STOCK USD.05						8,331												803,608
						INGREDION INC						COMMON STOCK USD.01						38,200												3,740,926
						INHIBRX INC						COMMON STOCK USD.0001						17,600												453,378
						INNOSPEC INC						COMMON STOCK USD.01						15,065												1,549,586
						INNOVAGE HOLDING CORP						COMMON STOCK USD.001						14,500												104,110
						INNOVATIVE INDUSTRIAL PROPER						REIT USD.001						16,700												1,692,545
						INNOVID CORP						COMMON STOCK USD.0001						48,600												83,106
						INNOVIVA INC						COMMON STOCK USD.01						27,200												360,400
						INOGEN INC						COMMON STOCK USD.001						12,698												250,278
						INOTIV INC						COMMON STOCK						12,076												59,655
						INOVIO PHARMACEUTICALS INC						COMMON STOCK USD.001						143,300												223,548
						INSEEGO CORP						COMMON STOCK						48,191												40,601
						INSIGHT ENTERPRISES INC						COMMON STOCK USD.01						17,986												1,803,456
						INSMED INC						COMMON STOCK USD.01						72,057												1,569,585
						INSPERITY INC						COMMON STOCK USD.01						21,343												2,424,565

154

---

						INSPIRATO INC						COMMON STOCK USD.0001						11,600												13,804
						INSPIRE MEDICAL SYSTEMS INC						COMMON STOCK USD.001						16,403												4,181,964
						INSTALLED BUILDING PRODUCTS						COMMON STOCK USD.01						14,600												1,249,760
						INSTEEL INDUSTRIES INC						COMMON STOCK						11,548												317,801
						INSTIL BIO INC						COMMON STOCK USD.000001						33,400												21,042
						INSTRUCTURE HOLDINGS INC						COMMON STOCK USD.01						9,500												222,680
						INSULET CORP						COMMON STOCK USD.001						40,400												12,011,113
						INTAPP INC						COMMON STOCK USD.001						5,700												192,043
						INTEGER HOLDINGS CORP						COMMON STOCK USD.001						20,131												1,378,168
						INTEGRA LIFESCIENCES HOLDING						COMMON STOCK USD.01						43,800												2,455,866
						INTEGRAL AD SCIENCE HOLDING						COMMON STOCK USD.001						11,700												166,149
						INTELLIA THERAPEUTICS INC						COMMON STOCK USD.0001						49,658												1,732,568
						INTER PARFUMS INC						COMMON STOCK USD.001						11,162												1,077,356
						INTERACTIVE BROKERS GRO CL A						COMMON STOCK USD.01						53,600												3,950,313
						INTERCEPT PHARMACEUTICALS IN						COMMON STOCK USD.001						17,978												222,388
						INTERDIGITAL INC						COMMON STOCK USD.01						19,319												955,904
						INTERFACE INC						COMMON STOCK USD.1						38,525												380,242
						INTERNATIONAL BANCSHARES CRP						COMMON STOCK USD1.0						31,531												1,442,859
						INTERNATIONAL GAME TECHNOLOG						COMMON STOCK USD.1						61,209												1,388,220
						INTERNATIONAL MONEY EXPRESS						COMMON STOCK						20,130												490,568
						INTERNATIONAL SEAWAYS INC						COMMON STOCK						27,370												1,031,747
						INTRA CELLULAR THERAPIES INC						COMMON STOCK USD.0001						53,446												2,870,699
						INTREPID POTASH INC						COMMON STOCK USD.001						5,610												161,961
						INVENTRUST PROPERTIES CORP						REIT						44,200												1,046,214
						INVESCO MORTGAGE CAPITAL						REIT USD.01						18,110												230,540
						INVESTORS TITLE CO						COMMON STOCK						600												88,530
						INVITAE CORP						COMMON STOCK USD.0001						141,530												263,246
						INVIVYD INC						COMMON STOCK USD.0001						45,100												67,650
						IONIS PHARMACEUTICALS INC						COMMON STOCK USD.001						81,500												3,108,473
						IONQ INC						COMMON STOCK						68,100												234,945
						IOVANCE BIOTHERAPEUTICS INC						COMMON STOCK USD.000041666						92,200												589,158
						IPG PHOTONICS CORP						COMMON STOCK USD.0001						20,000												1,893,400
						IRADIMED CORP						COMMON STOCK USD.0001						3,848												108,860
						IRHYTHM TECHNOLOGIES INC						COMMON STOCK USD.001						17,797												1,667,045
						IRIDIUM COMMUNICATIONS INC						COMMON STOCK USD.001						72,600												3,767,620
						IROBOT CORP						COMMON STOCK USD.01						16,125												776,096
						IRONNET INC						COMMON STOCK USD.0001						39,600												9,108
						IRONWOOD PHARMACEUTICALS INC						COMMON STOCK USD.001						78,328												970,484
						ISTAR INC						REIT USD.001						43,118												328,990
						ITEOS THERAPEUTICS INC						COMMON STOCK USD.001						13,700												267,561
						ITRON INC						COMMON STOCK						27,191												1,377,224
						ITT INC						COMMON STOCK USD1.0						48,200												3,909,020
						IVANHOE ELECTRIC INC / U						COMMON STOCK USD.0001						4,100												102,026
						IVERIC BIO INC						COMMON STOCK USD.001						78,700												1,684,967
						J + J SNACK FOODS CORP						COMMON STOCK						9,222												1,380,626
						JABIL INC						COMMON STOCK USD.001						79,536												5,424,355

155

---

						JACK IN THE BOX INC						COMMON STOCK USD.01						12,322												840,730
						JACKSON FINANCIAL INC A						COMMON STOCK USD.01						43,300												1,506,407
						JAMES RIVER GROUP HOLDINGS L						COMMON STOCK USD.0002						20,826												435,472
						JAMF HOLDING CORP						COMMON STOCK						38,000												809,400
						JANUS HENDERSON GROUP PLC						COMMON STOCK USD1.5						79,500												1,869,840
						JANUS INTERNATIONAL GROUP IN						COMMON STOCK USD.0001						46,800												445,536
						JANUX THERAPEUTICS INC						COMMON STOCK USD.001						10,100												133,017
						JAZZ PHARMACEUTICALS PLC						COMMON STOCK USD.0001						35,107												5,768,140
						JBG SMITH PROPERTIES						REIT USD.01						66,558												1,263,271
						JEFFERIES FINANCIAL GROUP IN						COMMON STOCK USD1.0						120,900												4,144,452
						JELD WEN HOLDING INC						COMMON STOCK USD.01						50,937												491,542
						JETBLUE AIRWAYS CORP						COMMON STOCK USD.01						194,792												1,262,252
						JOANN INC						COMMON STOCK USD.01						5,800												16,530
						JOBY AVIATION INC						COMMON STOCK USD.0001						157,500												527,625
						JOHN B. SANFILIPPO + SON INC						COMMON STOCK USD.01						6,100												496,052
						JOHN BEAN TECHNOLOGIES CORP						COMMON STOCK USD.01						19,410												1,772,715
						JOHN MARSHALL BANCORP INC						COMMON STOCK						600												37,416
						JOHNSON OUTDOORS INC A						COMMON STOCK USD.05						3,887												257,008
						JOINT CORP/THE						COMMON STOCK USD.001						8,646												120,871
						JONES LANG LASALLE INC						COMMON STOCK USD.01						28,460												4,535,670
						JOUNCE THERAPEUTICS INC						COMMON STOCK USD.001						15,200												16,872
						KADANT INC						COMMON STOCK USD.01						7,244												1,286,752
						KAISER ALUMINUM CORP						COMMON STOCK USD.01						9,539												724,582
						KALVISTA PHARMACEUTICALS INC						COMMON STOCK USD.001						9,791												66,187
						KAMAN CORP						COMMON STOCK USD1.0						17,416												388,377
						KAR AUCTION SERVICES INC						COMMON STOCK USD.01						67,009												874,467
						KARUNA THERAPEUTICS INC						COMMON STOCK USD.00001						17,735												3,484,928
						KARYOPHARM THERAPEUTICS INC						COMMON STOCK USD.0001						52,671												179,081
						KB HOME						COMMON STOCK USD1.0						47,990												1,528,482
						KBR INC						COMMON STOCK USD.001						79,987												4,223,314
						KEARNY FINANCIAL CORP/MD						COMMON STOCK USD.01						35,963												365,024
						KELLY SERVICES INC A						COMMON STOCK USD1.0						22,572												381,467
						KEMPER CORP						COMMON STOCK USD.1						37,184												1,829,453
						KENNAMETAL INC						COMMON STOCK USD1.25						50,625												1,218,038
						KENNEDY WILSON HOLDINGS INC						COMMON STOCK USD.0001						71,744												1,128,533
						KEROS THERAPEUTICS INC						COMMON STOCK USD.0001						10,200												513,815
						KEZAR LIFE SCIENCES INC						COMMON STOCK USD.001						24,514												192,298
						KFORCE INC						COMMON STOCK USD.01						12,390												679,344
						KILROY REALTY CORP						REIT USD.01						67,081												2,594,022
						KIMBALL ELECTRONICS INC						COMMON STOCK						15,000												338,850
						KIMBALL INTERNATIONAL B						COMMON STOCK USD.05						25,100												163,150
						KINETIK HOLDINGS INC						COMMON STOCK USD.0001						11,300												373,804
						KINIKSA PHARMACEUTICALS A						COMMON STOCK USD.000273						18,017												269,895
						KINNATE BIOPHARMA INC						COMMON STOCK USD.0001						16,000												97,600
						KINSALE CAPITAL GROUP INC						COMMON STOCK USD.01						12,491												3,318,950
						KIRBY CORP						COMMON STOCK USD.1						34,467												2,269,433
						KITE REALTY GROUP TRUST						REIT USD.01						132,754												2,794,472
						KKR + CO INC						COMMON STOCK USD.01						339,800												15,810,654

156

---

						KKR REAL ESTATE FINANCE TRUS						REIT USD.01						33,392												466,152
						KNIGHT SWIFT TRANSPORTATION						COMMON STOCK USD.01						91,646												4,803,167
						KNOWBE4 INC A						COMMON STOCK USD.00001						44,400												1,100,232
						KNOWLES CORP						COMMON STOCK USD.01						54,775												899,406
						KODIAK SCIENCES INC						COMMON STOCK USD.0001						21,000												150,360
						KOHLS CORP						COMMON STOCK USD.01						73,800												1,863,450
						KONTOOR BRANDS INC						COMMON STOCK						31,684												1,267,043
						KOPPERS HOLDINGS INC						COMMON STOCK USD.01						13,122												370,040
						KORN FERRY						COMMON STOCK USD.01						33,300												1,685,646
						KOSMOS ENERGY LTD						COMMON STOCK USD.01						267,900												1,703,844
						KRATOS DEFENSE + SECURITY						COMMON STOCK USD.001						75,673												780,945
						KRISPY KREME INC						COMMON STOCK USD.01						47,500												490,200
						KRONOS BIO INC						COMMON STOCK						24,500												39,690
						KRONOS WORLDWIDE INC						COMMON STOCK USD.01						13,998												131,581
						KRYSTAL BIOTECH INC						COMMON STOCK USD.00001						12,185												965,296
						KULICKE + SOFFA INDUSTRIES						COMMON STOCK						33,300												1,473,858
						KURA ONCOLOGY INC						COMMON STOCK USD.0001						38,761												481,024
						KURA SUSHI USA INC CLASS A						COMMON STOCK USD.001						2,200												104,896
						KYMERA THERAPEUTICS INC						COMMON STOCK						21,500												556,610
						KYNDRYL HOLDINGS INC						COMMON STOCK USD.01						120,300												1,337,736
						LA Z BOY INC						COMMON STOCK USD1.0						26,657												608,313
						LADDER CAPITAL CORP REIT						REIT USD.001						72,967												732,589
						LAKELAND BANCORP INC						COMMON STOCK						31,745												559,029
						LAKELAND FINANCIAL CORP						COMMON STOCK						15,350												1,120,090
						LAMAR ADVERTISING CO A						REIT USD.001						49,865												4,726,137
						LANCASTER COLONY CORP						COMMON STOCK						11,660												2,300,518
						LANDS END INC						COMMON STOCK USD.01						8,004												60,750
						LANDSTAR SYSTEM INC						COMMON STOCK USD.01						21,300												3,469,770
						LANTHEUS HOLDINGS INC						COMMON STOCK USD.01						40,868												2,082,633
						LATHAM GROUP INC						COMMON STOCK USD.0001						22,000												70,840
						LATTICE SEMICONDUCTOR CORP						COMMON STOCK USD.01						78,300												5,080,104
						LAUREATE EDUCATION INC						COMMON STOCK USD.001						62,296												683,003
						LAZARD LTD CL A						COMMON STOCK USD.01						48,700												1,688,429
						LCI INDUSTRIES						COMMON STOCK USD.01						15,030												1,389,524
						LEAR CORP						COMMON STOCK USD.01						34,300												4,253,886
						LEGACY HOUSING CORP						COMMON STOCK USD.001						5,600												106,176
						LEGALZOOMCOM INC						COMMON STOCK USD.001						54,200												419,508
						LEGGETT + PLATT INC						COMMON STOCK USD.01						79,800												2,571,954
						LEMAITRE VASCULAR INC						COMMON STOCK USD.01						11,476												528,126
						LEMONADE INC						COMMON STOCK USD.00001						25,900												354,312
						LENDINGCLUB CORP						COMMON STOCK USD.01						61,612												542,186
						LENDINGTREE INC						COMMON STOCK USD.01						7,695												164,134
						LENNOX INTERNATIONAL INC						COMMON STOCK USD.01						18,634												4,457,812
						LESLIE S INC						COMMON STOCK USD.001						92,800												1,133,088
						LEXICON PHARMACEUTICALS INC						COMMON STOCK USD.001						45,642												87,176
						LGI HOMES INC						COMMON STOCK USD.01						12,000												1,111,200

157

---

						LHC GROUP INC						COMMON STOCK USD.01						18,060												2,920,121
						LI CYCLE HOLDINGS CORP						COMMON STOCK USD.0001						75,800												360,808
						LIBERTY BROADBAND A						COMMON STOCK USD.01						10,721												813,188
						LIBERTY BROADBAND C						COMMON STOCK USD.01						70,115												5,347,671
						LIBERTY ENERGY INC						COMMON STOCK						81,900												1,311,219
						LIBERTY LATIN AMERIC CL A						COMMON STOCK USD.01						24,800												186,744
						LIBERTY LATIN AMERIC CL C						COMMON STOCK USD.01						96,536												733,674
						LIBERTY MEDIA COR SIRIUSXM A						TRACKING STK USD.01						43,268												1,700,865
						LIBERTY MEDIA COR SIRIUSXM C						TRACKING STK USD.01						89,271												3,516,654
						LIBERTY MEDIA CORP BRAVES A						TRACKING STK						6,946												226,926
						LIBERTY MEDIA CORP BRAVES C						TRACKING STK						22,208												715,764
						LIBERTY MEDIA CORP LIBERTY A						TRACKING STK USD.01						12,108												646,930
						LIBERTY MEDIA CORP LIBERTY C						TRACKING STK USD.01						116,447												7,122,614
						LIFE STORAGE INC						REIT USD.01						48,503												4,856,348
						LIFE TIME GROUP HOLDINGS INC						COMMON STOCK USD.01						24,000												287,040
						LIFECORE BIOMEDICAL INC						COMMON STOCK USD.001						20,543												133,119
						LIFESTANCE HEALTH GROUP INC						COMMON STOCK USD.01						49,300												243,542
						LIFETIME BRANDS INC						COMMON STOCK USD.01						8,000												60,720
						LIGAND PHARMACEUTICALS						COMMON STOCK USD.001						9,782												653,438
						LIGHT + WONDER INC						COMMON STOCK USD.001						55,080												3,227,688
						LIGHTWAVE LOGIC INC						COMMON STOCK USD.001						64,100												276,271
						LINCOLN ELECTRIC HOLDINGS						COMMON STOCK						32,353												4,674,685
						LINDBLAD EXPEDITIONS HOLDING						COMMON STOCK USD.0001						20,200												155,540
						LINDSAY CORP						COMMON STOCK USD1.0						6,833												1,112,754
						LIONS GATE ENTERTAINMENT A						COMMON STOCK NPV						39,300												224,403
						LIONS GATE ENTERTAINMENT B						COMMON STOCK						71,315												387,240
						LIQUIDIA CORP						COMMON STOCK USD.001						27,700												176,449
						LIQUIDITY SERVICES INC						COMMON STOCK USD.001						16,507												232,088
						LITHIA MOTORS INC						COMMON STOCK						15,901												3,255,571
						LITTELFUSE INC						COMMON STOCK USD.01						13,976												3,077,515
						LIVANOVA PLC						COMMON STOCK GBP1.0						32,409												1,799,996
						LIVE OAK BANCSHARES INC						COMMON STOCK NPV						19,900												600,980
						LIVENT CORP						COMMON STOCK USD.001						96,879												1,924,986
						LIVEPERSON INC						COMMON STOCK USD.001						40,800												413,712
						LIVERAMP HOLDINGS INC						COMMON STOCK USD.1						41,400												970,416
						LIVEVOX HOLDINGS INC						COMMON STOCK USD.0001						8,700												25,839
						LL FLOORING HOLDINGS INC						COMMON STOCK USD.001						20,000												112,400
						LOCAL BOUNTI CORP						COMMON STOCK USD.0001						24,500												55,500
						LORDSTOWN MOTORS CORP CL A						COMMON STOCK USD.0001						70,000												79,800
						LOUISIANA PACIFIC CORP						COMMON STOCK USD1.0						44,131												2,612,555
						LOVESAC CO/THE						COMMON STOCK USD.00001						6,700												147,467
						LOYALTY VENTURES INC						COMMON STOCK USD.01						12,080												29,113
						LPL FINANCIAL HOLDINGS INC						COMMON STOCK						46,649												10,213,818
						LSB INDUSTRIES INC						COMMON STOCK USD.1						43,200												574,560
						LTC PROPERTIES INC						REIT USD.01						24,680												876,880
						LUCID GROUP INC						COMMON STOCK USD.0001						317,600												2,169,208
						LULU S FASHION LOUNGE HOLDIN						COMMON STOCK USD.001						7,600												19,076
						LULULEMON ATHLETICA INC						COMMON STOCK USD.005						66,045												21,159,497

158

---

						LUMENTUM HOLDINGS INC						COMMON STOCK USD.001						39,818												2,077,305
						LUMINAR TECHNOLOGIES INC						COMMON STOCK USD.0001						136,900												677,655
						LUTHER BURBANK CORP						COMMON STOCK						9,700												107,767
						LUXFER HOLDINGS PLC						COMMON STOCK USD.5						16,900												231,868
						LXP INDUSTRIAL TRUST						REIT USD.0001						171,308												1,716,506
						LYELL IMMUNOPHARMA INC						COMMON STOCK USD.0001						104,300												361,921
						LYFT INC A						COMMON STOCK USD.00001						182,400												2,046,422
						M/I HOMES INC						COMMON STOCK USD.01						16,742												773,146
						MACATAWA BANK CORP						COMMON STOCK						16,100												177,583
						MACERICH CO/THE						REIT USD.01						126,301												1,422,149
						MACOM TECHNOLOGY SOLUTIONS H						COMMON STOCK USD.001						30,177												1,900,547
						MACROGENICS INC						COMMON STOCK USD.01						38,201												256,329
						MACY S INC						COMMON STOCK USD.01						158,000												3,262,700
						MADISON SQUARE GARDEN ENTERT						COMMON STOCK USD.01						16,707												751,314
						MADISON SQUARE GARDEN SPORTS						COMMON STOCK USD.01						11,617												2,129,745
						MADRIGAL PHARMACEUTICALS INC						COMMON STOCK USD.0001						7,378												2,170,490
						MAGNITE INC						COMMON STOCK USD.00001						81,420												862,238
						MAGNOLIA OIL + GAS CORP A						COMMON STOCK USD.0001						96,800												2,345,008
						MALIBU BOATS INC A						COMMON STOCK USD.01						12,700												676,910
						MANHATTAN ASSOCIATES INC						COMMON STOCK USD.01						36,402												4,419,203
						MANITOWOC COMPANY INC						COMMON STOCK USD.01						23,650												216,634
						MANNKIND CORP						COMMON STOCK USD.01						152,177												801,973
						MANPOWERGROUP INC						COMMON STOCK USD.01						30,200												2,512,942
						MARATHON DIGITAL HOLDINGS IN						COMMON STOCK USD.001						71,500												244,530
						MARAVAI LIFESCIENCES HLDGS A						COMMON STOCK USD.01						67,800												970,218
						MARCUS + MILLICHAP INC						COMMON STOCK USD.0001						15,400												530,530
						MARCUS CORPORATION						COMMON STOCK USD1.0						16,800												241,752
						MARINE PRODUCTS CORP						COMMON STOCK USD.1						4,962												58,403
						MARINEMAX INC						COMMON STOCK USD.001						12,762												398,430
						MARKEL CORP						COMMON STOCK						7,940												10,460,871
						MARKETWISE INC						COMMON STOCK USD.0001						19,200												32,256
						MARKFORGED HOLDING CORP						COMMON STOCK USD.0001						21,700												46,097
						MARQETA INC A						COMMON STOCK USD.0001						249,000												1,541,557
						MARRIOTT VACATIONS WORLD						COMMON STOCK USD.01						22,510												3,029,621
						MARTEN TRANSPORT LTD						COMMON STOCK USD.01						36,109												714,236
						MARVELL TECHNOLOGY INC						COMMON STOCK USD.002						502,781												18,623,008
						MASIMO CORP						COMMON STOCK USD.001						28,300												4,186,985
						MASONITE INTERNATIONAL CORP						COMMON STOCK						13,625												1,098,311
						MASTEC INC						COMMON STOCK USD.1						35,668												3,043,550
						MASTERBRAND INC						COMMON STOCK						76,000												573,800
						MASTERCRAFT BOAT HOLDINGS IN						COMMON STOCK USD.01						11,600												300,092
						MATADOR RESOURCES CO						COMMON STOCK USD.01						67,237												3,848,646
						MATERION CORP						COMMON STOCK						12,459												1,090,287
						MATIV HOLDINGS INC						COMMON STOCK USD.1						32,998												689,658
						MATSON INC						COMMON STOCK						23,024												1,439,230
						MATTEL INC						COMMON STOCK USD1.0						202,801												3,617,970
						MATTERPORT INC						COMMON STOCK USD.0001						125,500												351,400
						MATTHEWS INTL CORP CLASS A						COMMON STOCK USD1.0						18,808												572,516

159

---

						MAXAR TECHNOLOGIES INC						COMMON STOCK						44,900												2,323,126
						MAXCYTE INC						COMMON STOCK NPV						59,100												322,686
						MAXIMUS INC						COMMON STOCK						36,728												2,693,264
						MAXLINEAR INC						COMMON STOCK						43,380												1,472,751
						MBIA INC						COMMON STOCK USD1.0						31,336												402,668
						MCGRATH RENTCORP						COMMON STOCK						12,526												1,236,817
						MDC HOLDINGS INC						COMMON STOCK USD.01						35,233												1,113,363
						MDU RESOURCES GROUP INC						COMMON STOCK USD1.0						116,568												3,536,673
						MEDIAALPHA INC CLASS A						COMMON STOCK USD.01						11,300												112,435
						MEDICAL PROPERTIES TRUST INC						REIT USD.001						342,581												3,816,352
						MEDIFAST INC						COMMON STOCK USD.001						6,612												762,694
						MEDPACE HOLDINGS INC						COMMON STOCK USD.01						15,279												3,245,412
						MEIRAGTX HOLDINGS PLC						COMMON STOCK USD.00001						18,500												120,620
						MERCANTILE BANK CORP						COMMON STOCK						6,600												220,968
						MERCHANTS BANCORP/IN						COMMON STOCK						10,057												244,586
						MERCURY GENERAL CORP						COMMON STOCK						16,800												574,560
						MERCURY SYSTEMS INC						COMMON STOCK USD.01						28,896												1,292,807
						MERIDIAN BIOSCIENCE INC						COMMON STOCK						26,140												868,109
						MERIDIANLINK INC						COMMON STOCK USD.001						13,900												190,847
						MERIT MEDICAL SYSTEMS INC						COMMON STOCK						31,430												2,247,835
						MERITAGE HOMES CORP						COMMON STOCK USD.01						21,160												1,950,952
						MERSANA THERAPEUTICS INC						COMMON STOCK USD.0001						54,694												320,507
						MESA LABORATORIES INC						COMMON STOCK						3,100												515,251
						METHODE ELECTRONICS INC						COMMON STOCK USD.5						22,060												978,802
						METROCITY BANKSHARES INC						COMMON STOCK						12,500												270,375
						METROPOLITAN BANK HOLDING CO						COMMON STOCK						6,200												363,754
						MFA FINANCIAL INC						REIT USD.01						69,425												683,836
						MGE ENERGY INC						COMMON STOCK USD1.0						22,450												1,580,480
						MGIC INVESTMENT CORP						COMMON STOCK USD1.0						177,600												2,308,800
						MGP INGREDIENTS INC						COMMON STOCK						8,474												901,464
						MICROSTRATEGY INC CL A						COMMON STOCK USD.001						5,680												804,118
						MICROVAST HOLDINGS INC						COMMON STOCK USD.0001						107,500												164,475
						MICROVISION INC						COMMON STOCK USD.001						98,900												232,415
						MID PENN BANCORP INC						COMMON STOCK USD1.0						8,800												263,736
						MIDDLEBY CORP						COMMON STOCK USD.01						31,382												4,202,050
						MIDDLESEX WATER CO						COMMON STOCK						10,492												825,406
						MIDLAND STATES BANCORP INC						COMMON STOCK USD.01						7,899												210,271
						MIDWESTONE FINANCIAL GROUP I						COMMON STOCK USD.01						8,700												276,225
						MILLER INDUSTRIES INC/TENN						COMMON STOCK USD.01						5,600												149,296
						MILLERKNOLL INC						COMMON STOCK USD.2						45,760												961,418
						MIMEDX GROUP INC						COMMON STOCK USD.001						69,400												192,932
						MINERALS TECHNOLOGIES INC						COMMON STOCK USD.1						19,910												1,208,935
						MIRATI THERAPEUTICS INC						COMMON STOCK						26,182												1,186,306
						MIRION TECHNOLOGIES INC						COMMON STOCK USD.0001						78,500												518,885
						MIRUM PHARMACEUTICALS INC						COMMON STOCK						10,375												202,313
						MISSION PRODUCE INC						COMMON STOCK USD.001						23,200												269,584
						MISTER CAR WASH INC						COMMON STOCK USD.01						47,700												440,271
						MITEK SYSTEMS INC						COMMON STOCK USD.001						24,900												241,281

160

---

						MKS INSTRUMENTS INC						COMMON STOCK						32,003												2,787,873
						MODEL N INC						COMMON STOCK USD.00015						23,757												963,584
						MODINE MANUFACTURING CO						COMMON STOCK USD.625						30,700												609,702
						MODIVCARE INC						COMMON STOCK USD.001						7,755												695,856
						MOELIS + CO CLASS A						COMMON STOCK USD.01						37,200												1,427,364
						MOMENTIVE GLOBAL INC						COMMON STOCK USD.00001						81,100												567,700
						MOMENTUS INC						COMMON STOCK						20,400												15,910
						MONARCH CASINO + RESORT INC						COMMON STOCK USD.01						8,025												617,042
						MONEYGRAM INTERNATIONAL INC						COMMON STOCK USD.01						55,600												605,484
						MONGODB INC						COMMON STOCK USD.001						38,500												7,735,814
						MONRO INC						COMMON STOCK USD.01						20,208												913,402
						MONTAUK RENEWABLES INC						COMMON STOCK USD.01						42,800												472,084
						MONTE ROSA THERAPEUTICS INC						COMMON STOCK USD.0001						16,300												124,043
						MONTROSE ENVIRONMENTAL GROUP						COMMON STOCK						16,200												719,118
						MOOG INC CLASS A						COMMON STOCK USD1.0						18,099												1,588,368
						MORNINGSTAR INC						COMMON STOCK						14,495												3,182,791
						MORPHIC HOLDING INC						COMMON STOCK USD.0001						13,078												371,239
						MOTORCAR PARTS OF AMERICA IN						COMMON STOCK USD.01						12,989												154,050
						MOVADO GROUP INC						COMMON STOCK USD.01						9,900												319,275
						MP MATERIALS CORP						COMMON STOCK USD.0001						49,300												1,252,854
						MR COOPER GROUP INC						COMMON STOCK USD.01						37,801												1,516,954
						MRC GLOBAL INC						COMMON STOCK USD.01						50,452												584,234
						MSA SAFETY INC						COMMON STOCK						22,515												3,246,438
						MSC INDUSTRIAL DIRECT CO A						COMMON STOCK USD.001						26,701												2,181,472
						MUELLER INDUSTRIES INC						COMMON STOCK USD.01						33,640												1,984,760
						MUELLER WATER PRODUCTS INC A						COMMON STOCK USD.01						98,800												1,063,088
						MULLEN AUTOMOTIVE INC						COMMON STOCK						61,700												17,646
						MULTIPLAN CORP						COMMON STOCK						218,100												250,815
						MURPHY OIL CORP						COMMON STOCK USD1.0						85,109												3,703,549
						MURPHY USA INC						COMMON STOCK						12,302												3,438,901
						MVB FINANCIAL CORP						COMMON STOCK USD1.0						6,400												140,928
						MYERS INDUSTRIES INC						COMMON STOCK						22,743												505,577
						MYR GROUP INC/DELAWARE						COMMON STOCK USD.01						10,300												948,321
						MYRIAD GENETICS INC						COMMON STOCK USD.01						49,200												713,892
						N ABLE INC						COMMON STOCK USD.001						39,461												405,659
						N B T BANCORP INC						COMMON STOCK USD.01						21,978												975,996
						NABORS INDUSTRIES LTD						COMMON STOCK USD.001						5,082												787,049
						NACCO INDUSTRIES CL A						COMMON STOCK USD1.0						1,500												57,000
						NANO X IMAGING LTD						COMMON STOCK ILS.01						24,100												177,858
						NANOSTRING TECHNOLOGIES INC						COMMON STOCK USD.0001						28,309												225,623
						NAPCO SECURITY TECHNOLOGIES						COMMON STOCK USD.01						18,390												505,357
						NATERA INC						COMMON STOCK USD.0001						57,431												2,307,003
						NATIONAL BANK HOLD CL A						COMMON STOCK						18,400												774,088
						NATIONAL BEVERAGE CORP						COMMON STOCK USD.01						14,220												661,657
						NATIONAL ENERGY SERVICES REU						COMMON STOCK						21,400												148,516
						NATIONAL FUEL GAS CO						COMMON STOCK USD1.0						50,610												3,222,604
						NATIONAL HEALTHCARE CORP						COMMON STOCK USD.01						7,597												452,022
						NATIONAL INSTRUMENTS CORP						COMMON STOCK USD.01						75,425												2,783,183

161

---

						NATIONAL PRESTO INDS INC						COMMON STOCK USD1.0						3,500												239,610
						NATIONAL RESEARCH CORP						COMMON STOCK USD.001						9,027												336,707
						NATIONAL RETAIL PROPERTIES						REIT USD.01						101,256												4,651,780
						NATIONAL STORAGE AFFILIATES						REIT USD.01						49,900												1,802,388
						NATIONAL VISION HOLDINGS INC						COMMON STOCK USD.01						45,755												1,773,464
						NATIONAL WESTERN LIFE GROU A						COMMON STOCK USD.01						1,381												388,061
						NATL HEALTH INVESTORS INC						REIT USD.01						24,417												1,275,056
						NATURAL GROCERS BY VITAMIN C						COMMON STOCK USD.001						6,300												57,582
						NATURES SUNSHINE PRODS INC						COMMON STOCK						6,129												50,993
						NAUTILUS BIOTECHNOLOGY INC						COMMON STOCK USD.0001						27,600												49,680
						NAVIENT CORP						COMMON STOCK USD.01						66,600												1,095,570
						NCINO INC						COMMON STOCK USD.0005						40,400												1,068,176
						NCR CORPORATION						COMMON STOCK USD.01						73,282												1,715,532
						NECESSITY RETAIL REIT INC/TH						REIT						77,800												461,354
						NEKTAR THERAPEUTICS						COMMON STOCK USD.0001						112,100												253,346
						NELNET INC CL A						COMMON STOCK USD.01						9,000												816,750
						NEOGAMES SA						COMMON STOCK						5,300												64,607
						NEOGEN CORP						COMMON STOCK USD.16						126,922												1,933,022
						NEOGENOMICS INC						COMMON STOCK USD.001						71,083												656,807
						NERDWALLET INC CL A						COMMON STOCK USD.0001						11,200												107,520
						NERDY INC						COMMON STOCK USD.0001						35,600												80,100
						NETGEAR INC						COMMON STOCK USD.001						19,200												347,712
						NETSCOUT SYSTEMS INC						COMMON STOCK USD.001						41,629												1,353,359
						NETSTREIT CORP						REIT USD.01						25,400												465,582
						NEUROCRINE BIOSCIENCES INC						COMMON STOCK USD.001						55,450												6,682,669
						NEVRO CORP						COMMON STOCK USD.001						21,600												855,360
						NEW FORTRESS ENERGY INC						COMMON STOCK						28,800												1,382,902
						NEW JERSEY RESOURCES CORP						COMMON STOCK USD2.5						58,630												2,909,221
						NEW RELIC INC						COMMON STOCK USD.001						31,700												1,789,465
						NEW YORK COMMUNITY BANCORP						COMMON STOCK USD.01						406,686												3,497,500
						NEW YORK MORTGAGE TRUST INC						REIT USD.02						216,400												553,984
						NEW YORK TIMES CO A						COMMON STOCK USD.1						94,900												3,099,930
						NEWMARK GROUP INC CLASS A						COMMON STOCK USD.01						87,650												698,571
						NEWMARKET CORP						COMMON STOCK						3,459												1,076,129
						NEWPARK RESOURCES INC						COMMON STOCK USD.01						55,291												229,458
						NEXPOINT REAL ESTATE FINANCE						REIT USD.01						2,400												38,136
						NEXPOINT RESIDENTIAL						REIT USD.01						14,100												613,632
						NEXSTAR MEDIA GROUP INC						COMMON STOCK USD.01						21,305												3,729,014
						NEXTDECADE CORP						COMMON STOCK USD.0001						22,900												113,126
						NEXTGEN HEALTHCARE INC						COMMON STOCK USD.01						34,000												638,520
						NEXTIER OILFIELD SOLUTIONS I						COMMON STOCK USD.01						105,480												974,635
						NEXTNAV INC						COMMON STOCK USD.0001						46,200												135,366
						NGM BIOPHARMACEUTICALS INC						COMMON STOCK USD.001						22,684												113,874
						NI HOLDINGS INC						COMMON STOCK USD.01						6,400												84,928
						NICOLET BANKSHARES INC						COMMON STOCK USD.01						7,800												622,362
						NIKOLA CORP						COMMON STOCK USD.0001						159,500												425,398

162

---

						NKARTA INC						COMMON STOCK						18,800												112,612
						NL INDUSTRIES						COMMON STOCK USD.125						12,400												84,444
						NLIGHT INC						COMMON STOCK						23,886												242,204
						NMI HOLDINGS INC CLASS A						COMMON STOCK USD.01						52,600												1,099,340
						NOBLE CORP PLC						COMMON STOCK						49,300												1,859,103
						NOODLES + CO						COMMON STOCK USD.01						20,100												110,349
						NORDIC AMERICAN TANKERS LTD						COMMON STOCK USD.01						117,400												359,244
						NORDSTROM INC						COMMON STOCK						68,800												1,110,432
						NORTHERN OIL AND GAS INC						COMMON STOCK USD.001						39,500												1,217,390
						NORTHFIELD BANCORP INC						COMMON STOCK USD.01						30,653												482,172
						NORTHWEST BANCSHARES INC						COMMON STOCK USD.01						58,895												845,724
						NORTHWEST NATURAL HOLDING CO						COMMON STOCK						18,516												881,176
						NORTHWEST PIPE CO						COMMON STOCK USD.01						6,244												210,423
						NORTHWESTERN CORP						COMMON STOCK USD.01						32,395												1,922,319
						NOV INC						COMMON STOCK USD.01						228,400												4,813,056
						NOVAGOLD RESOURCES INC						COMMON STOCK						146,000												873,080
						NOVANTA INC						COMMON STOCK						21,300												2,894,031
						NOVAVAX INC						COMMON STOCK USD.01						48,360												497,141
						NOVOCURE LTD						COMMON STOCK						59,971												4,457,555
						NOW INC						COMMON STOCK USD.01						67,200												853,440
						NU SKIN ENTERPRISES INC A						COMMON STOCK USD.001						30,191												1,272,853
						NURIX THERAPEUTICS INC						COMMON STOCK						25,700												282,186
						NUSCALE POWER CORP						COMMON STOCK USD.0001						14,000												143,640
						NUTANIX INC A						COMMON STOCK USD.000025						135,085												3,518,964
						NUTEX HEALTH INC						COMMON STOCK						146,600												278,540
						NUVALENT INC A						COMMON STOCK USD.0001						10,800												342,472
						NUVASIVE INC						COMMON STOCK USD.001						31,801												1,311,473
						NUVATION BIO INC						COMMON STOCK USD.0001						87,600												168,192
						NV5 GLOBAL INC						COMMON STOCK USD.01						7,300												965,936
						NVENT ELECTRIC PLC						COMMON STOCK USD.01						95,330												3,667,345
						O I GLASS INC						COMMON STOCK						93,240												1,544,987
						OAK STREET HEALTH INC						COMMON STOCK USD.001						70,000												1,505,700
						OCEANEERING INTL INC						COMMON STOCK USD.25						60,303												1,054,699
						OCEANFIRST FINANCIAL CORP						COMMON STOCK USD.01						33,932												721,055
						OCUGEN INC						COMMON STOCK USD.001						120,100												156,130
						OCULAR THERAPEUTIX INC						COMMON STOCK USD.0001						52,050												146,261
						ODP CORP/THE						COMMON STOCK USD.01						24,724												1,125,931
						OFFICE PROPERTIES INCOME TRU						REIT USD.01						29,976												400,180
						OFG BANCORP						COMMON STOCK USD1.0						27,618												761,152
						OGE ENERGY CORP						COMMON STOCK USD.01						115,200												4,556,160
						OIL STATES INTERNATIONAL INC						COMMON STOCK USD.01						41,800												311,828
						OKTA INC						COMMON STOCK						86,700												6,115,542
						OLAPLEX HOLDINGS INC						COMMON STOCK USD.001						71,700												373,557
						OLD NATIONAL BANCORP						COMMON STOCK						168,744												3,113,132
						OLD REPUBLIC INTL CORP						COMMON STOCK USD1.0						163,070												3,938,141
						OLD SECOND BANCORP INC						COMMON STOCK USD1.0						24,800												397,792
						OLIN CORP						COMMON STOCK USD1.0						74,235												3,930,001
						OLLIE S BARGAIN OUTLET HOLDI						COMMON STOCK USD.001						36,029												1,687,598

163

---

						OLO INC CLASS A						COMMON STOCK USD.001						51,600												322,500
						OLYMPIC STEEL INC						COMMON STOCK						5,789												194,395
						OMEGA FLEX INC						COMMON STOCK USD.01						2,100												195,972
						OMEGA HEALTHCARE INVESTORS						REIT USD.1						135,596												3,809,475
						OMNIAB INC						COMMON STOCK USD.0001						48,912												176,083
						OMNICELL INC						COMMON STOCK USD.001						25,200												1,270,584
						ON24 INC						COMMON STOCK USD.0001						16,400												141,532
						ONCOLOGY INSTITUTE INC/THE						COMMON STOCK USD.0001						17,600												29,040
						ONE GAS INC						COMMON STOCK						32,000												2,423,040
						ONE GROUP HOSPITALITY INC/TH						COMMON STOCK USD.0001						12,700												80,010
						ONE LIBERTY PROPERTIES INC						REIT USD1.0						11,095												246,531
						ONEMAIN HOLDINGS INC						COMMON STOCK USD.01						65,635												2,186,302
						ONESPAN INC						COMMON STOCK USD.001						23,297												260,693
						ONESPAWORLD HOLDINGS LTD						COMMON STOCK USD.0001						31,500												293,895
						ONEWATER MARINE INC CL A						COMMON STOCK USD.01						6,000												171,600
						ONTO INNOVATION INC						COMMON STOCK						29,790												2,028,401
						OOMA INC						COMMON STOCK USD.0001						14,300												194,766
						OPEN LENDING CORP CL A						COMMON STOCK						65,100												439,425
						OPENDOOR TECHNOLOGIES INC						COMMON STOCK USD.0001						270,400												313,664
						OPKO HEALTH INC						COMMON STOCK USD.01						249,622												312,028
						OPORTUN FINANCIAL CORP						COMMON STOCK USD.0001						12,300												67,773
						OPPENHEIMER HOLDINGS CL A						COMMON STOCK USD.001						6,500												275,145
						OPTIMIZERX CORP						COMMON STOCK USD.001						10,495												176,316
						OPTION CARE HEALTH INC						COMMON STOCK USD.0001						87,379												2,737,558
						ORASURE TECHNOLOGIES INC						COMMON STOCK USD.000001						47,610												229,480
						ORCHID ISLAND CAPITAL INC						REIT USD.01						12,039												126,410
						ORGANOGENESIS HOLDINGS INC						COMMON STOCK						42,400												114,056
						ORIGIN BANCORP INC						COMMON STOCK						14,800												543,160
						ORIGIN MATERIALS INC						COMMON STOCK USD.0001						61,000												281,210
						ORION ENGINEERED CARBONS SA						COMMON STOCK						37,700												671,437
						ORION OFFICE REIT INC						REIT USD.01						34,600												295,484
						ORMAT TECHNOLOGIES INC						COMMON STOCK USD.001						28,755												2,504,028
						ORRSTOWN FINL SERVICES INC						COMMON STOCK						6,700												155,172
						ORTHOFIX MEDICAL INC						COMMON STOCK USD.1						12,900												264,837
						ORTHOPEDIATRICS CORP						COMMON STOCK USD.00025						8,846												351,452
						OSCAR HEALTH INC CLASS A						COMMON STOCK USD.00001						67,700												166,542
						OSHKOSH CORP						COMMON STOCK USD.01						37,925												3,344,606
						OSI SYSTEMS INC						COMMON STOCK						9,700												771,344
						OTTER TAIL CORP						COMMON STOCK USD5.0						25,800												1,514,718
						OUSTER INC						COMMON STOCK USD.0001						96,500												83,280
						OUTBRAIN INC						COMMON STOCK USD.001						5,900												41,282
						OUTFRONT MEDIA INC						REIT USD.01						89,622												1,485,933
						OUTLOOK THERAPEUTICS INC						COMMON STOCK USD.01						29,700												52,319
						OUTSET MEDICAL INC						COMMON STOCK USD.001						28,600												738,452
						OVERSTOCK.COM INC						COMMON STOCK USD.0001						26,200												507,232
						OVINTIV INC						COMMON STOCK						146,500												7,429,015

164

---

						OWENS + MINOR INC						COMMON STOCK USD2.0						44,371												866,566
						OWENS CORNING						COMMON STOCK USD.001						55,896												4,767,929
						OXFORD INDUSTRIES INC						COMMON STOCK USD1.0						9,091												847,099
						P.A.M. TRANSPORTATION SVCS						COMMON STOCK USD.01						2,300												59,570
						PACIFIC BIOSCIENCES OF CALIF						COMMON STOCK USD.0001						135,212												1,106,034
						PACIFIC PREMIER BANCORP INC						COMMON STOCK USD.01						56,228												1,774,556
						PACIRA BIOSCIENCES INC						COMMON STOCK USD.001						27,300												1,054,053
						PACTIV EVERGREEN INC						COMMON STOCK						25,100												285,136
						PACWEST BANCORP						COMMON STOCK						67,716												1,554,082
						PAGERDUTY INC						COMMON STOCK USD.000005						48,663												1,311,083
						PALANTIR TECHNOLOGIES INC A						COMMON STOCK USD.001						1,066,400												6,996,575
						PALO ALTO NETWORKS INC						COMMON STOCK USD.0001						173,900												24,363,686
						PALOMAR HOLDINGS INC						COMMON STOCK USD.0001						14,833												669,858
						PAPA JOHN S INTL INC						COMMON STOCK USD.01						19,050												1,568,006
						PAR PACIFIC HOLDINGS INC						COMMON STOCK USD.01						27,190												632,168
						PAR TECHNOLOGY CORP/DEL						COMMON STOCK USD.02						13,400												349,338
						PARAGON 28 INC						COMMON STOCK USD.01						26,400												504,504
						PARAMOUNT GROUP INC						REIT USD.01						117,800												699,732
						PARDES BIOSCIENCES INC						COMMON STOCK USD.0001						12,600												21,294
						PARK AEROSPACE CORP						COMMON STOCK USD.1						14,550												195,116
						PARK HOTELS + RESORTS INC						REIT USD.01						141,173												1,664,430
						PARK NATIONAL CORP						COMMON STOCK						8,317												1,170,618
						PARSONS CORP						COMMON STOCK USD1.0						19,700												911,125
						PARTY CITY HOLDCO INC						COMMON STOCK USD.01						69,000												25,220
						PATHWARD FINANCIAL INC						COMMON STOCK USD.01						17,816												766,979
						PATRICK INDUSTRIES INC						COMMON STOCK						13,370												810,222
						PATTERSON COS INC						COMMON STOCK USD.01						52,963												1,484,553
						PATTERSON UTI ENERGY INC						COMMON STOCK USD.01						126,712												2,133,830
						PAYA HOLDINGS INC						COMMON STOCK USD.0001						51,300												403,731
						PAYCOR HCM INC						COMMON STOCK USD.001						28,800												775,706
						PAYLOCITY HOLDING CORP						COMMON STOCK USD.001						23,631												4,590,558
						PAYONEER GLOBAL INC						COMMON STOCK USD.01						124,100												699,075
						PAYSAFE LTD						COMMON STOCK USD.0001						16,725												232,310
						PBF ENERGY INC CLASS A						COMMON STOCK USD.001						57,251												2,334,696
						PC CONNECTION INC						COMMON STOCK USD.01						6,300												295,470
						PCSB FINANCIAL CORP						COMMON STOCK USD.01						7,800												148,512
						PDC ENERGY INC						COMMON STOCK USD.01						51,639												3,278,044
						PDF SOLUTIONS INC						COMMON STOCK USD.00015						18,600												530,472
						PEABODY ENERGY CORP						COMMON STOCK						68,700												1,815,054
						PEAPACK GLADSTONE FINL CORP						COMMON STOCK						10,805												402,162
						PEAR THERAPEUTICS INC						COMMON STOCK USD.0001						46,600												54,988
						PEBBLEBROOK HOTEL TRUST						REIT USD.01						80,055												1,071,936
						PEDIATRIX MEDICAL GROUP INC						COMMON STOCK USD.01						47,547												706,548
						PEGASYSTEMS INC						COMMON STOCK USD.01						25,661												878,633
						PELOTON INTERACTIVE INC A						COMMON STOCK USD.000025						182,000												1,445,080
						PENN ENTERTAINMENT INC						COMMON STOCK USD.01						91,800												2,726,460
						PENNANT GROUP INC/THE						COMMON STOCK USD.001						16,882												185,364
						PENNYMAC FINANCIAL SERVICES						COMMON STOCK USD.0001						18,358												1,040,164

165

---

						PENNYMAC MORTGAGE INVESTMENT						REIT USD.01						61,442												761,266
						PENSKE AUTOMOTIVE GROUP INC						COMMON STOCK USD.0001						15,800												1,815,894
						PENUMBRA INC						COMMON STOCK USD.001						21,200												4,716,152
						PEOPLES BANCORP INC						COMMON STOCK						11,905												336,316
						PEOPLES FINANCIAL SERVICES						COMMON STOCK USD2.0						3,805												197,251
						PEPGEN INC						COMMON STOCK USD.0001						6,300												114,988
						PERDOCEO EDUCATION CORP						COMMON STOCK USD.01						47,882												665,560
						PERELLA WEINBERG PARTNERS						COMMON STOCK USD.0001						3,800												120,561
						PERFICIENT INC						COMMON STOCK USD.001						19,800												1,382,634
						PERFORMANCE FOOD GROUP CO						COMMON STOCK USD.01						87,684												5,119,869
						PERIMETER SOLUTIONS SA						COMMON STOCK USD1.0						69,900												638,886
						PERMIAN RESOURCES CORP						COMMON STOCK USD.0001						113,100												1,103,571
						PERRIGO CO PLC						COMMON STOCK EUR.001						77,500												2,662,431
						PETCO HEALTH AND WELLNESS CO						COMMON STOCK USD.001						34,900												330,852
						PETIQ INC						COMMON STOCK USD.001						14,798												136,438
						PETMED EXPRESS INC						COMMON STOCK USD.001						13,500												238,950
						PGT INNOVATIONS INC						COMMON STOCK USD.01						35,000												628,600
						PHATHOM PHARMACEUTICALS INC						COMMON STOCK USD.0001						13,700												153,714
						PHENOMEX INC						COMMON STOCK						43,600												116,848
						PHIBRO ANIMAL HEALTH CORP A						COMMON STOCK USD.001						14,113												189,255
						PHILLIPS EDISON + COMPANY IN						REIT USD.01						67,700												2,155,568
						PHOTRONICS INC						COMMON STOCK USD.01						36,542												615,002
						PHREESIA INC						COMMON STOCK USD.01						30,194												977,078
						PHYSICIANS REALTY TRUST						REIT USD.01						136,100												1,969,367
						PIEDMONT LITHIUM INC						COMMON STOCK USD.0001						10,000												440,200
						PIEDMONT OFFICE REALTY TRU A						REIT USD.01						76,000												696,920
						PILGRIM S PRIDE CORP						COMMON STOCK USD.01						29,842												708,151
						PINNACLE FINANCIAL PARTNERS						COMMON STOCK USD1.0						43,197												3,236,722
						PINTEREST INC CLASS A						COMMON STOCK USD.00001						344,886												8,373,832
						PIONEER BANCORP INC/NY						COMMON STOCK USD.01						8,000												91,200
						PIPER SANDLER COS						COMMON STOCK USD.01						10,941												1,424,409
						PITNEY BOWES INC						COMMON STOCK USD1.0						107,100												406,980
						PJT PARTNERS INC A						COMMON STOCK						14,600												1,075,874
						PLANET FITNESS INC CL A						COMMON STOCK USD.0001						48,700												3,837,560
						PLANET LABS PBC						COMMON STOCK USD.0001						89,200												388,020
						PLAYSTUDIOS INC						COMMON STOCK USD.0001						45,400												176,152
						PLAYTIKA HOLDING CORP						COMMON STOCK USD.01						61,600												779,591
						PLBY GROUP INC						COMMON STOCK USD.0001						17,800												48,950
						PLEXUS CORP						COMMON STOCK USD.01						16,754												1,724,489
						PLUG POWER INC						COMMON STOCK USD.01						306,800												3,795,116
						PLYMOUTH INDUSTRIAL REIT INC						REIT USD.01						17,300												331,814
						PMV PHARMACEUTICALS INC						COMMON STOCK						21,300												185,310
						PNM RESOURCES INC						COMMON STOCK						51,432												2,509,367
						POINT BIOPHARMA GLOBAL INC						COMMON STOCK USD.0001						45,600												355,031
						POLARIS INC						COMMON STOCK USD.01						32,568												3,289,368
						POPULAR INC						COMMON STOCK USD.01						43,184												2,863,963

166

---

						PORCH GROUP INC						COMMON STOCK USD.0001						48,400												90,992
						PORTILLO S INC CL A						COMMON STOCK USD.01						14,500												236,640
						PORTLAND GENERAL ELECTRIC CO						COMMON STOCK						51,326												2,514,974
						POSHMARK INC CLASS A						COMMON STOCK USD.0001						26,400												472,032
						POST HOLDINGS INC						COMMON STOCK USD.01						32,114												2,898,610
						POSTAL REALTY TRUST INC A						REIT USD.01						10,200												148,206
						POTLATCHDELTIC CORP						REIT USD1.0						47,349												2,082,883
						POWELL INDUSTRIES INC						COMMON STOCK USD.01						6,300												221,634
						POWER INTEGRATIONS INC						COMMON STOCK USD.001						33,150												2,377,518
						POWERSCHOOL HOLDINGS INC A						COMMON STOCK USD.0001						27,000												623,160
						PRA GROUP INC						COMMON STOCK USD.01						24,481												826,968
						PRAXIS PRECISION MEDICINES I						COMMON STOCK USD.0001						20,292												48,295
						PRECIGEN INC						COMMON STOCK						45,900												69,768
						PREFERRED BANK/LOS ANGELES						COMMON STOCK						8,200												611,884
						PREFORMED LINE PRODUCTS CO						COMMON STOCK USD2.0						2,100												174,909
						PREMIER FINANCIAL CORP						COMMON STOCK USD.01						20,524												553,532
						PREMIER INC CLASS A						COMMON STOCK USD.01						67,900												2,375,142
						PRESTIGE CONSUMER HEALTHCARE						COMMON STOCK USD.01						30,986												1,939,724
						PRICESMART INC						COMMON STOCK USD.0001						15,291												929,387
						PRIME MEDICINE INC						COMMON STOCK USD.00001						—												107,468
						PRIMERICA INC						COMMON STOCK						22,063												3,128,975
						PRIMIS FINANCIAL CORP						COMMON STOCK USD.01						14,700												174,195
						PRIMO WATER CORP						COMMON STOCK						93,555												1,453,845
						PRIMORIS SERVICES CORP						COMMON STOCK USD.0001						33,100												726,214
						PRIORITY TECHNOLOGY HOLDINGS						COMMON STOCK USD.001						4,300												22,618
						PRIVIA HEALTH GROUP INC						COMMON STOCK USD.01						25,600												581,376
						PROASSURANCE CORP						COMMON STOCK USD.01						33,435												584,109
						PROCEPT BIOROBOTICS CORP						COMMON STOCK USD.00001						14,700												610,638
						PROCORE TECHNOLOGIES INC						COMMON STOCK USD.0001						40,700												1,976,845
						PROFESSIONAL HOLDING CORP A						COMMON STOCK USD.01						2,600												119,286
						PROFRAC HOLDING CORP A						COMMON STOCK USD.01						9,900												307,446
						PROG HOLDINGS INC						COMMON STOCK USD.5						31,302												528,691
						PROGENIC PHARMACEUTICALS INC.						COMMON STOCK						68,286												25,703
						PROGRESS SOFTWARE CORP						COMMON STOCK USD.01						27,485												1,386,618
						PROGYNY INC						COMMON STOCK USD.0001						42,000												1,361,259
						PROMETHEUS BIOSCIENCES INC						COMMON STOCK USD.0001						20,300												2,255,001
						PROPETRO HOLDING CORP						COMMON STOCK						53,897												558,912
						PROS HOLDINGS INC						COMMON STOCK USD.001						24,300												589,518
						PROSPERITY BANCSHARES INC						COMMON STOCK USD1.0						51,065												3,769,550
						PROTAGONIST THERAPEUTICS INC						COMMON STOCK USD.00001						27,753												302,785
						PROTERRA INC						COMMON STOCK USD.0001						135,600												511,212
						PROTHENA CORP PLC						COMMON STOCK USD.01						22,400												1,349,600
						PROTO LABS INC						COMMON STOCK USD.001						17,200												439,116
						PROVENTION BIO INC						COMMON STOCK						32,700												386,872
						PROVIDENT BANCORP INC						COMMON STOCK USD.01						9,606												69,932
						PROVIDENT FINANCIAL SERVICES						COMMON STOCK USD.01						45,564												973,247

167

---

						PTC THERAPEUTICS INC						COMMON STOCK USD.001						43,290												1,652,379
						PUBMATIC INC CLASS A						COMMON STOCK USD.0001						23,900												306,159
						PULMONX CORP						COMMON STOCK						16,200												136,566
						PURE CYCLE CORP						COMMON STOCK USD.0033						13,491												141,386
						PURE STORAGE INC CLASS A						COMMON STOCK USD.0001						166,900												4,466,244
						PURECYCLE TECHNOLOGIES INC						COMMON STOCK USD.0001						60,900												411,684
						PURPLE INNOVATION INC						COMMON STOCK						32,100												153,759
						PVH CORP						COMMON STOCK USD1.0						39,000												2,753,010
						Q2 HOLDINGS INC						COMMON STOCK USD.0001						34,064												915,300
						QCR HOLDINGS INC						COMMON STOCK USD1.0						10,100												501,364
						QIAGEN N.V.						COMMON STOCK EUR.01						132,909												6,678,044
						QUAD GRAPHICS INC						COMMON STOCK USD.025						10,400												42,432
						QUAKER CHEMICAL CORPORATION						COMMON STOCK USD1.0						8,300												1,385,270
						QUALYS INC						COMMON STOCK USD.001						22,046												2,496,669
						QUANEX BUILDING PRODUCTS						COMMON STOCK USD.01						20,355												482,006
						QUANTERIX CORP						COMMON STOCK USD.001						19,680												272,568
						QUANTUM SI INC						COMMON STOCK USD.0001						52,900												96,807
						QUANTUMSCAPE CORP						COMMON STOCK USD.0001						150,100												851,067
						QUIDELORTHO CORP						COMMON STOCK USD.001						29,382												2,517,156
						QUINSTREET INC						COMMON STOCK USD.001						33,200												476,420
						QUOTIENT TECHNOLOGY INC						COMMON STOCK USD.00001						59,367												203,629
						QURATE RETAIL INC						COMMON STOCK USD.01						222,820												363,197
						R1 RCM INC						COMMON STOCK USD.01						86,793												950,383
						RACKSPACE TECHNOLOGY INC						COMMON STOCK USD.01						34,400												101,480
						RADIAN GROUP INC						COMMON STOCK USD.001						99,380												1,895,177
						RADIANT LOGISTICS INC						COMMON STOCK USD.001						26,700												135,903
						RADIUS GLOBAL INFRASTRUCTU A						COMMON STOCK						44,000												520,080
						RADNET INC						COMMON STOCK USD.0001						29,336												552,397
						RALLYBIO CORP						COMMON STOCK USD.001						11,000												72,270
						RAMACO RESOURCES INC						COMMON STOCK						13,000												114,270
						RAMBUS INC						COMMON STOCK USD.001						65,700												2,353,374
						RANGE RESOURCES CORP						COMMON STOCK USD.01						138,592												3,467,572
						RANGER OIL CORP A						COMMON STOCK						11,900												481,117
						RANPAK HOLDINGS CORP						COMMON STOCK USD.0001						20,400												117,708
						RAPID7 INC						COMMON STOCK USD.01						34,900												1,185,902
						RAPT THERAPEUTICS INC						COMMON STOCK						14,600												289,080
						RAYONIER ADVANCED MATERIALS						COMMON STOCK USD.01						37,927												364,099
						RAYONIER INC						REIT						86,767												2,859,840
						RBB BANCORP						COMMON STOCK						7,200												150,120
						RBC BEARINGS INC						COMMON STOCK USD.01						16,340												3,420,779
						RCI HOSPITALITY HOLDINGS INC						COMMON STOCK USD.01						6,000												559,140
						RE/MAX HOLDINGS INC CL A						COMMON STOCK USD.0001						12,100												225,544
						READY CAPITAL CORP						REIT USD.0001						36,084												401,976
						REALREAL INC/THE						COMMON STOCK USD.00001						50,187												62,734
						REATA PHARMACEUTICALS INC A						COMMON STOCK USD.001						16,945												643,741
						RECURSION PHARMACEUTICALS A						COMMON STOCK USD.00001						82,100												632,991
						RED RIVER BANCSHARES INC						COMMON STOCK						3,400												173,604
						RED ROCK RESORTS INC CLASS A						COMMON STOCK USD.01						31,400												1,256,314

168

---

						REDFIN CORP						COMMON STOCK						63,500												269,240
						REDWOOD TRUST INC						REIT USD.01						70,800												478,608
						REGAL REXNORD CORP						COMMON STOCK USD.01						38,616												4,657,144
						REGENXBIO INC						COMMON STOCK USD.0001						26,797												607,756
						REGIONAL MANAGEMENT CORP						COMMON STOCK USD.1						5,800												162,864
						REINSURANCE GROUP OF AMERICA						COMMON STOCK USD.01						38,575												5,495,331
						RELAY THERAPEUTICS INC						COMMON STOCK						44,300												733,566
						RELIANCE STEEL + ALUMINUM						COMMON STOCK						34,379												6,959,685
						RELMADA THERAPEUTICS INC						COMMON STOCK						15,200												53,048
						REMITLY GLOBAL INC						COMMON STOCK USD.0001						54,900												650,365
						RENAISSANCERE HOLDINGS LTD						COMMON STOCK USD1.0						25,097												4,678,890
						RENASANT CORP						COMMON STOCK USD5.0						31,675												1,190,663
						RENT THE RUNWAY INC A						COMMON STOCK USD.001						30,700												93,635
						REPAY HOLDINGS CORP						COMMON STOCK USD.0001						46,100												391,236
						REPLIGEN CORP						COMMON STOCK USD.01						32,472												5,548,628
						REPLIMUNE GROUP INC						COMMON STOCK USD.001						23,718												645,130
						REPUBLIC BANCORP INC CLASS A						COMMON STOCK						4,990												204,191
						REPUBLIC FIRST BANCORP INC						COMMON STOCK USD.01						34,739												74,689
						RESERVOIR MEDIA INC						COMMON STOCK USD.0001						5,400												32,238
						RESIDEO TECHNOLOGIES INC						COMMON STOCK USD.001						87,766												1,443,751
						RESOLUTE FOREST PRODUCTS						COMMON STOCK USD.001						26,300												567,817
						RESOURCES CONNECTION INC						COMMON STOCK USD.01						22,500												413,550
						RETAIL OPPORTUNITY INVESTMEN						REIT USD.0001						72,700												1,092,681
						REV GROUP INC						COMMON STOCK USD.001						18,100												228,422
						REVANCE THERAPEUTICS INC						COMMON STOCK USD.001						42,324												868,075
						REVOLUTION MEDICINES INC						COMMON STOCK						42,300												1,038,555
						REVOLVE GROUP INC						COMMON STOCK USD.001						22,400												498,624
						REX AMERICAN RESOURCES CORP						COMMON STOCK USD.01						10,427												332,204
						REXFORD INDUSTRIAL REALTY IN						REIT USD.01						108,043												5,936,255
						REYNOLDS CONSUMER PRODUCTS I						COMMON STOCK USD.001						30,734												921,405
						RH						COMMON STOCK USD.0001						11,527												3,079,899
						RIBBON COMMUNICATIONS INC						COMMON STOCK USD.001						45,063												125,726
						RIGEL PHARMACEUTICALS INC						COMMON STOCK USD.001						129,363												194,045
						RIGETTI COMPUTING INC						COMMON STOCK USD.0001						29,200												21,293
						RILEY EXPLORATION PERMIAN IN						COMMON STOCK USD.001						6,500												191,295
						RIMINI STREET INC						COMMON STOCK						14,300												74,308
						RING ENERGY INC						COMMON STOCK						50,200												123,492
						RINGCENTRAL INC CLASS A						COMMON STOCK USD.0001						50,200												1,777,080
						RIOT PLATFORMS INC						COMMON STOCK						71,300												287,845
						RITE AID CORP						COMMON STOCK USD1.0						38,140												127,388
						RITHM CAPITAL CORP						REIT USD.01						246,067												2,010,367
						RIVIAN AUTOMOTIVE INC A						COMMON STOCK USD.001						308,800												5,691,184
						RLI CORP						COMMON STOCK USD1.0						22,745												2,985,736
						RLJ LODGING TRUST						REIT						103,318												1,094,138
						RMR GROUP INC/THE A						COMMON STOCK						9,926												280,410
						ROBINHOOD MARKETS INC A						COMMON STOCK USD.0001						333,400												2,713,876
						ROBLOX CORP CLASS A						COMMON STOCK USD.0001						259,500												7,550,453
						ROCKET COS INC CLASS A						COMMON STOCK USD.00001						73,200												512,400

169

---

						ROCKET LAB USA INC						COMMON STOCK USD.0001						122,300												461,071
						ROCKET PHARMACEUTICALS INC						COMMON STOCK USD.01						24,684												588,757
						ROCKLEY PHOTONICS HOLDINGS L						COMMON STOCK						18,400												2,578
						ROCKY BRANDS INC						COMMON STOCK						4,400												103,928
						ROGERS CORP						COMMON STOCK USD1.0						10,221												1,255,577
						ROKU INC						COMMON STOCK USD.0001						69,100												2,897,845
						ROVER GROUP INC						COMMON STOCK USD.0001						53,200												195,244
						ROYAL GOLD INC						COMMON STOCK USD.01						37,800												4,305,905
						ROYALTY PHARMA PLC CL A						COMMON STOCK						217,400												8,678,598
						RPC INC						COMMON STOCK USD.1						45,993												408,878
						RPM INTERNATIONAL INC						COMMON STOCK USD.01						73,647												7,274,353
						RPT REALTY						REIT USD.01						51,327												515,323
						RUMBLEON INC B						COMMON STOCK USD.001						1,800												11,646
						RUSH ENTERPRISES INC CL B						COMMON STOCK USD.01						5,100												286,977
						RUSH ENTERPRISES INC CL A						COMMON STOCK USD.01						24,371												1,274,116
						RUSH STREET INTERACTIVE INC						COMMON STOCK USD.0001						32,700												117,393
						RUTH S HOSPITALITY GROUP INC						COMMON STOCK USD.01						20,964												324,523
						RXO INC						COMMON STOCK						60,449												1,039,723
						RXSIGHT INC						COMMON STOCK USD.001						10,700												135,569
						RYAN SPECIALTY HOLDINGS INC						COMMON STOCK USD.001						48,300												2,004,933
						RYDER SYSTEM INC						COMMON STOCK USD.5						28,504												2,382,079
						RYERSON HOLDING CORP						COMMON STOCK USD.01						10,500												317,730
						RYMAN HOSPITALITY PROPERTIES						REIT USD.01						30,878												2,525,203
						S + T BANCORP INC						COMMON STOCK USD2.5						18,400												659,676
						S+P MID 400 EMINI MAR23						XCME 20230317						3,800												(272,649)
						SABRA HEALTH CARE REIT INC						REIT USD.01						136,118												1,691,947
						SABRE CORP						COMMON STOCK USD.01						199,463												1,232,681
						SAFE BULKERS INC						COMMON STOCK USD.001						30,436												88,569
						SAFEHOLD INC						REIT USD.01						16,592												474,863
						SAFETY INSURANCE GROUP INC						COMMON STOCK USD.01						8,988												757,329
						SAGE THERAPEUTICS INC						COMMON STOCK USD.0001						32,400												1,235,736
						SAIA INC						COMMON STOCK USD.001						15,194												3,185,878
						SALLY BEAUTY HOLDINGS INC						COMMON STOCK USD.01						62,417												781,461
						SANA BIOTECHNOLOGY INC						COMMON STOCK USD.0001						54,200												214,090
						SANDRIDGE ENERGY INC						COMMON STOCK USD.001						18,200												309,946
						SANDY SPRING BANCORP INC						COMMON STOCK USD1.0						27,565												971,115
						SANGAMO THERAPEUTICS INC						COMMON STOCK USD.01						80,310												252,173
						SANMINA CORP						COMMON STOCK USD.01						34,320												1,966,193
						SAPIENS INTERNATIONAL CORP						COMMON STOCK EUR.01						17,800												328,944
						SARCOS TECHNOLOGY AND ROBOTI						COMMON STOCK USD.0001						50,500												28,346
						SAREPTA THERAPEUTICS INC						COMMON STOCK USD.0001						48,786												6,438,314
						SAUL CENTERS INC						REIT USD.01						7,335												298,388
						SCANSOURCE INC						COMMON STOCK						15,000												438,300
						SCHNEIDER NATIONAL INC CL B						COMMON STOCK						28,900												676,260
						SCHNITZER STEEL INDS INC A						COMMON STOCK USD1.0						15,994												490,216
						SCHOLASTIC CORP						COMMON STOCK USD.01						16,400												647,144
						SCHRODINGER INC						COMMON STOCK USD.01						28,300												570,051
						SCIENCE 37 HOLDINGS INC						COMMON STOCK USD.0001						19,200												7,972

170

---

						SCIENCE APPLICATIONS INTE						COMMON STOCK USD.0001						32,060												3,556,416
						SCORPIO TANKERS INC						COMMON STOCK USD.01						29,557												1,589,280
						SCOTTS MIRACLE GRO CO						COMMON STOCK USD.01						23,330												1,133,605
						SCULPTOR CAPITAL MANAGEMENT						COMMON STOCK						16,000												138,560
						SEABOARD CORP						COMMON STOCK USD1.0						154												581,382
						SEACOAST BANKING CORP/FL						COMMON STOCK USD.1						32,140												1,052,355
						SEAGEN INC						COMMON STOCK USD.001						80,533												10,374,998
						SEASPINE HOLDINGS CORP						COMMON STOCK USD.01						17,015												142,075
						SEAWORLD ENTERTAINMENT INC						COMMON STOCK USD.01						25,915												1,386,712
						SECUREWORKS CORP A						COMMON STOCK USD.01						5,000												31,950
						SEER INC						COMMON STOCK USD.00001						38,200												221,560
						SEI INVESTMENTS COMPANY						COMMON STOCK USD.01						60,144												3,506,395
						SELECT ENERGY SERVICES INC A						COMMON STOCK USD.01						43,920												405,821
						SELECT MEDICAL HOLDINGS CORP						COMMON STOCK USD.001						64,531												1,602,305
						SELECTIVE INSURANCE GROUP						COMMON STOCK USD2.0						34,370												3,045,526
						SELECTQUOTE INC						COMMON STOCK USD.01						89,100												59,866
						SEMTECH CORP						COMMON STOCK USD.01						36,271												1,040,615
						SENECA FOODS CORP CL A						COMMON STOCK USD.25						3,600												219,420
						SENSATA TECHNOLOGIES HOLDING						COMMON STOCK EUR.01						89,500												3,614,010
						SENSEONICS HOLDINGS INC						COMMON STOCK USD.001						269,400												277,482
						SENSIENT TECHNOLOGIES CORP						COMMON STOCK USD.1						24,008												1,750,663
						SENTINELONE INC CLASS A						COMMON STOCK USD.0001						110,100												1,635,544
						SERES THERAPEUTICS INC						COMMON STOCK USD.001						41,208												230,765
						SERVICE CORP INTERNATIONAL						COMMON STOCK USD1.0						88,009												6,084,942
						SERVICE PROPERTIES TRUST						REIT USD.01						102,780												749,266
						SERVISFIRST BANCSHARES INC						COMMON STOCK USD.001						29,483												2,059,238
						SFL CORP LTD						COMMON STOCK USD.01						51,229												545,189
						SHAKE SHACK INC CLASS A						COMMON STOCK USD.01						23,515												976,578
						SHARECARE INC						COMMON STOCK USD.0001						183,400												293,440
						SHENANDOAH TELECOMMUNICATION						COMMON STOCK						29,600												470,048
						SHIFT4 PAYMENTS INC CLASS A						COMMON STOCK						28,000												1,633,159
						SHOALS TECHNOLOGIES GROUP A						COMMON STOCK USD.00001						80,700												1,990,869
						SHOCKWAVE MEDICAL INC						COMMON STOCK USD.001						20,700												4,317,810
						SHOE CARNIVAL INC						COMMON STOCK USD.01						11,000												263,010
						SHORE BANCSHARES INC						COMMON STOCK USD.01						500												47,067
						SHUTTERSTOCK INC						COMMON STOCK USD.01						14,295												753,632
						SHYFT GROUP INC/THE						COMMON STOCK USD.01						21,600												536,976
						SI BONE INC						COMMON STOCK USD.0001						20,139												273,890
						SIERRA BANCORP						COMMON STOCK						8,600												182,664
						SIGA TECHNOLOGIES INC						COMMON STOCK USD.0001						29,600												217,856
						SIGHT SCIENCES INC						COMMON STOCK USD.001						10,700												151,408
						SIGNET JEWELERS LTD						COMMON STOCK USD.18						26,709												1,816,212
						SIGNIFY HEALTH INC CLASS A						COMMON STOCK USD.01						47,600												1,364,216
						SILGAN HOLDINGS INC						COMMON STOCK USD.01						50,743												2,630,517
						SILICON LABORATORIES INC						COMMON STOCK USD.0001						20,200												2,740,534
						SILK ROAD MEDICAL INC						COMMON STOCK USD.001						18,977												1,124,495
						SILVERBOW RESOURCES INC						COMMON STOCK						6,700												189,476
						SILVERGATE CAPITAL CORP CL A						COMMON STOCK						18,600												323,640

171

---

						SIMMONS FIRST NATL CORP CL A						COMMON STOCK USD.01						76,219												1,644,806
						SIMPLY GOOD FOODS CO/THE						COMMON STOCK USD.0001						52,466												1,995,282
						SIMPSON MANUFACTURING CO INC						COMMON STOCK USD.01						24,900												2,207,634
						SIMULATIONS PLUS INC						COMMON STOCK USD.001						9,000												329,130
						SINCLAIR BROADCAST GROUP A						COMMON STOCK USD.01						24,196												375,280
						SINGULAR GENOMICS SYSTEMS IN						COMMON STOCK USD.0001						32,317												64,957
						SIRIUS XM HOLDINGS INC						COMMON STOCK USD.001						409,158												2,389,483
						SIRIUSPOINT LTD						COMMON STOCK USD.1						54,943												324,164
						SITE CENTERS CORP						REIT USD.1						105,405												1,439,832
						SITEONE LANDSCAPE SUPPLY INC						COMMON STOCK USD.01						25,700												3,015,124
						SITIME CORP						COMMON STOCK USD.0001						9,800												995,876
						SITIO ROYALTIES CORP A						COMMON STOCK USD.0001						41,205												1,188,764
						SIX FLAGS ENTERTAINMENT CORP						COMMON STOCK						47,844												1,112,373
						SJW GROUP						COMMON STOCK USD.001						16,281												1,321,854
						SKECHERS USA INC CL A						COMMON STOCK USD.001						80,194												3,364,138
						SKILLSOFT CORP						COMMON STOCK USD.0001						20,000												46,059
						SKILLZ INC						COMMON STOCK USD.0001						181,500												91,930
						SKYLINE CHAMPION CORP						COMMON STOCK USD.028						32,074												1,652,132
						SKYWATER TECHNOLOGY INC						COMMON STOCK USD.01						7,092												50,424
						SKYWEST INC						COMMON STOCK						28,566												471,625
						SL GREEN REALTY CORP						REIT USD.01						36,255												1,222,519
						SLEEP NUMBER CORP						COMMON STOCK USD.01						13,924												361,746
						SLM CORP						COMMON STOCK USD.2						154,256												2,560,650
						SM ENERGY CO						COMMON STOCK USD.01						70,100												2,441,583
						SMART GLOBAL HOLDINGS INC						COMMON STOCK USD.01						29,826												443,811
						SMARTFINANCIAL INC						COMMON STOCK USD1.0						5,483												150,783
						SMARTRENT INC						COMMON STOCK USD.0001						68,200												165,726
						SMARTSHEET INC CLASS A						COMMON STOCK						75,500												2,971,680
						SMITH + WESSON BRANDS INC						COMMON STOCK USD.001						27,800												241,304
						SNAP ONE HOLDINGS CORP						COMMON STOCK USD.001						2,900												21,489
						SNOWFLAKE INC CLASS A						COMMON STOCK						181,300												26,152,990
						SOFI TECHNOLOGIES INC						COMMON STOCK USD.0001						458,600												2,134,441
						SOLARIS OILFIELD INFRAST A						COMMON STOCK USD.01						17,700												175,761
						SOLARWINDS CORP						COMMON STOCK USD.001						27,961												261,715
						SOLID POWER INC						COMMON STOCK USD.0001						56,300												143,002
						SOLO BRANDS INC CLASS A						COMMON STOCK USD.001						6,200												23,064
						SOMALOGIC INC						COMMON STOCK USD.0001						85,800												215,358
						SONDER HOLDINGS INC						COMMON STOCK USD.0001						131,100												162,564
						SONIC AUTOMOTIVE INC CLASS A						COMMON STOCK USD.01						13,240												652,335
						SONOCO PRODUCTS CO						COMMON STOCK						56,120												3,407,045
						SONOS INC						COMMON STOCK USD.001						77,500												1,309,750
						SORRENTO THERAPEUTICS INC						COMMON STOCK USD.0001						241,500												213,969
						SOTERA HEALTH CO						COMMON STOCK USD.01						62,100												517,293
						SOUNDTHINKING INC						COMMON STOCK						6,294												212,926
						SOUTH JERSEY INDUSTRIES						COMMON STOCK USD1.25						73,800												2,622,114
						SOUTH PLAINS FINANCIAL INC						COMMON STOCK USD1.0						5,750												158,298

172

---

						SOUTHERN COPPER CORP						COMMON STOCK USD.01						50,862												3,071,556
						SOUTHERN FIRST BANCSHARES						COMMON STOCK USD.01						5,372												245,769
						SOUTHERN MISSOURI BANCORP						COMMON STOCK USD.01						5,300												242,899
						SOUTHSIDE BANCSHARES INC						COMMON STOCK USD1.25						15,468												556,693
						SOUTHSTATE CORP						COMMON STOCK USD2.5						42,996												3,405,351
						SOUTHWEST GAS HOLDINGS INC						COMMON STOCK USD1.0						37,900												2,407,132
						SOUTHWESTERN ENERGY CO						COMMON STOCK USD.01						649,629												3,800,330
						SOVOS BRANDS INC						COMMON STOCK USD.001						15,700												278,694
						SP PLUS CORP						COMMON STOCK USD.001						14,600												506,912
						SPARTANNASH CO						COMMON STOCK						22,758												688,202
						SPECTRUM BRANDS HOLDINGS INC						COMMON STOCK USD.01						23,913												1,456,780
						SPIRE INC						COMMON STOCK USD1.0						31,203												2,148,639
						SPIRIT AEROSYSTEMS HOLD CL A						COMMON STOCK USD.01						64,465												1,908,164
						SPIRIT AIRLINES INC						COMMON STOCK USD.0001						62,608												1,219,604
						SPIRIT REALTY CAPITAL INC						REIT USD.05						78,335												3,127,917
						SPLUNK INC						COMMON STOCK USD.001						94,578												8,288,577
						SPORTSMAN S WAREHOUSE HOLDIN						COMMON STOCK USD.01						26,600												250,306
						SPOTIFY TECHNOLOGY SA						COMMON STOCK EUR.000625						82,275												6,542,983
						SPRINGWORKS THERAPEUTICS INC						COMMON STOCK USD.0001						20,100												522,801
						SPROUT SOCIAL INC CLASS A						COMMON STOCK USD.0001						27,600												1,558,296
						SPROUTS FARMERS MARKET INC						COMMON STOCK USD.001						62,968												2,038,274
						SPS COMMERCE INC						COMMON STOCK USD.001						20,796												2,696,516
						SPX TECHNOLOGIES INC						COMMON STOCK USD.01						26,894												1,765,591
						SQUARESPACE INC CLASS A						COMMON STOCK USD.0001						18,000												399,060
						SS+C TECHNOLOGIES HOLDINGS						COMMON STOCK USD.01						130,108												6,794,247
						SSR MINING INC						COMMON STOCK						122,300												1,916,441
						ST JOE CO/THE						COMMON STOCK						20,797												803,804
						STAAR SURGICAL CO						COMMON STOCK USD.01						28,900												1,402,806
						STAG INDUSTRIAL INC						REIT USD.01						103,490												3,343,762
						STAGWELL INC						COMMON STOCK USD.00001						39,215												243,525
						STANDARD MOTOR PRODS						COMMON STOCK USD2.0						12,000												417,600
						STANDEX INTERNATIONAL CORP						COMMON STOCK USD1.5						7,300												747,593
						STARWOOD PROPERTY TRUST INC						REIT USD.01						168,490												3,088,422
						STEELCASE INC CL A						COMMON STOCK						52,190												368,983
						STELLAR BANCORP INC						COMMON STOCK USD.01						30,682												903,892
						STEM INC						COMMON STOCK USD.0001						87,100												778,674
						STEPAN CO						COMMON STOCK USD1.0						13,132												1,398,033
						STEPSTONE GROUP INC CLASS A						COMMON STOCK USD.001						27,900												722,668
						STERICYCLE INC						COMMON STOCK USD.01						52,900												2,639,181
						STERLING CHECK CORP						COMMON STOCK USD.01						10,100												193,381
						STERLING INFRASTRUCTURE INC						COMMON STOCK USD.01						19,000												623,200
						STEVEN MADDEN LTD						COMMON STOCK USD.0001						45,530												1,455,139
						STEWART INFORMATION SERVICES						COMMON STOCK USD1.0						16,690												713,164
						STIFEL FINANCIAL CORP						COMMON STOCK USD.15						59,599												3,478,794
						STITCH FIX INC CLASS A						COMMON STOCK USD.00002						50,300												156,433
						STOCK YARDS BANCORP INC						COMMON STOCK						17,065												1,108,884
						STOKE THERAPEUTICS INC						COMMON STOCK						8,642												104,693
						STONECO LTD A						COMMON STOCK USD.000079365						162,000												1,529,280

173

---

						STONERIDGE INC						COMMON STOCK						16,485												355,417
						STONEX GROUP INC						COMMON STOCK USD.01						10,677												1,017,518
						STORE CAPITAL CORP						REIT USD.01						149,763												4,801,402
						STRATEGIC EDUCATION INC						COMMON STOCK USD.01						13,187												1,032,806
						STRIDE INC						COMMON STOCK USD.0001						25,300												791,384
						STURM RUGER + CO INC						COMMON STOCK USD1.0						10,300												521,386
						SUB RIGHTS PLBY GROUP INC						RIGHTS						17,800												0
						SUMMIT FINANCIAL GROUP INC						COMMON STOCK USD2.5						7,684												191,255
						SUMMIT HOTEL PROPERTIES INC						REIT						65,489												472,831
						SUMMIT MATERIALS INC CL A						COMMON STOCK USD.01						72,773												2,066,039
						SUMO LOGIC INC						COMMON STOCK USD.0001						54,200												511,132
						SUN COMMUNITIES INC						REIT USD.01						71,883												10,336,470
						SUN COUNTRY AIRLINES HOLDING						COMMON STOCK USD.001						19,700												312,442
						SUNCOKE ENERGY INC						COMMON STOCK USD.01						44,965												388,048
						SUNNOVA ENERGY INTERNATIONAL						COMMON STOCK USD.001						59,000												1,062,590
						SUNOPTA INC						COMMON STOCK						56,000												472,640
						SUNPOWER CORP						COMMON STOCK USD.001						48,485												874,185
						SUNRUN INC						COMMON STOCK USD.0001						120,535												2,926,480
						SUNSTONE HOTEL INVESTORS INC						REIT USD.01						135,968												1,313,451
						SUPER MICRO COMPUTER INC						COMMON STOCK USD.001						26,900												2,208,490
						SUPERIOR GROUP OF COS INC						COMMON STOCK						7,389												74,333
						SUPERNUS PHARMACEUTICALS INC						COMMON STOCK USD.001						30,700												1,095,069
						SURGERY PARTNERS INC						COMMON STOCK USD.01						29,290												816,019
						SURMODICS INC						COMMON STOCK USD.05						9,225												314,757
						SUTRO BIOPHARMA INC						COMMON STOCK USD.001						23,824												238,568
						SWEETGREEN INC CLASS A						COMMON STOCK USD.001						52,500												449,925
						SYLVAMO CORP						COMMON STOCK USD1.0						20,900												1,015,531
						SYNAPTICS INC						COMMON STOCK USD.001						23,700												2,255,292
						SYNDAX PHARMACEUTICALS INC						COMMON STOCK USD.0001						30,033												764,340
						SYNEOS HEALTH INC						COMMON STOCK USD.01						59,100												2,167,788
						SYNOVUS FINANCIAL CORP						COMMON STOCK USD1.0						84,222												3,162,536
						TACTILE SYSTEMS TECHNOLOGY I						COMMON STOCK USD.001						12,700												145,796
						TALARIS THERAPEUTICS INC						COMMON STOCK USD.0001						13,000												13,260
						TALOS ENERGY INC						COMMON STOCK						37,916												715,854
						TANDEM DIABETES CARE INC						COMMON STOCK						38,412												1,726,619
						TANGER FACTORY OUTLET CENTER						REIT USD.01						62,592												1,122,900
						TANGO THERAPEUTICS INC						COMMON STOCK USD.0001						27,000												195,750
						TARGET HOSPITALITY CORP						COMMON STOCK USD.0001						17,840												270,098
						TARSUS PHARMACEUTICALS INC						COMMON STOCK USD.0001						10,500												153,930
						TATTOOED CHEF INC						COMMON STOCK USD.0001						29,200												35,916
						TAYLOR MORRISON HOME CORP						COMMON STOCK USD.00001						65,800												1,997,030
						TD SYNNEX CORP						COMMON STOCK USD.001						25,651												2,429,406
						TECHTARGET						COMMON STOCK USD.001						16,300												718,178
						TEEKAY CORP						COMMON STOCK USD.001						18,900												124,417
						TEEKAY TANKERS LTD CLASS A						COMMON STOCK USD.01						14,500												446,745
						TEGNA INC						COMMON STOCK USD1.0						124,051												2,668,902
						TEJON RANCH CO						COMMON STOCK USD.5						14,460												272,426
						TELADOC HEALTH INC						COMMON STOCK USD.001						98,339												2,325,717

174

---

						TELEPHONE AND DATA SYSTEMS						COMMON STOCK USD.01						60,995												639,838
						TELLURIAN INC						COMMON STOCK USD.01						292,600												491,568
						TELOS CORPORATION						COMMON STOCK USD.001						25,000												147,620
						TEMPUR SEALY INTERNATIONAL I						COMMON STOCK USD.01						98,792												3,391,529
						TENABLE HOLDINGS INC						COMMON STOCK USD.01						63,000												2,491,200
						TENAYA THERAPEUTICS INC						COMMON STOCK USD.0001						14,200												28,542
						TENET HEALTHCARE CORP						COMMON STOCK USD.05						61,337												2,992,632
						TENNANT CO						COMMON STOCK USD.375						11,343												698,389
						TERADATA CORP						COMMON STOCK USD.01						60,077												2,022,192
						TEREX CORP						COMMON STOCK USD.01						41,301												1,764,379
						TERRAN ORBITAL CORP						COMMON STOCK						29,800												47,084
						TERRENO REALTY CORP						REIT USD.01						43,600												2,479,532
						TETRA TECH INC						COMMON STOCK USD.01						30,785												4,469,674
						TETRA TECHNOLOGIES INC						COMMON STOCK USD.01						78,400												271,264
						TEXAS CAPITAL BANCSHARES INC						COMMON STOCK USD.01						29,504												1,779,386
						TEXAS PACIFIC LAND CORP						COMMON STOCK USD.01						3,400												7,970,382
						TEXAS ROADHOUSE INC						COMMON STOCK USD.001						39,241												3,568,969
						TEXTAINER GROUP HOLDINGS LTD						COMMON STOCK USD.01						27,600												855,876
						TFS FINANCIAL CORP						COMMON STOCK USD.01						26,100												376,101
						TG THERAPEUTICS INC						COMMON STOCK USD.001						83,500												987,805
						THERAVANCE BIOPHARMA INC						COMMON STOCK USD.00001						32,128												360,476
						THERMON GROUP HOLDINGS INC						COMMON STOCK USD.001						22,600												453,808
						THESEUS PHARMACEUTICALS INC						COMMON STOCK USD.0001						4,200												40,853
						THIRD HARMONIC BIO INC						COMMON STOCK USD.0001						—												29,782
						THOR INDUSTRIES INC						COMMON STOCK USD.1						30,567												2,307,503
						THOUGHTWORKS HOLDING INC						COMMON STOCK USD.001						49,100												500,329
						THREDUP INC CLASS A						COMMON STOCK USD.0001						11,800												36,327
						THRYV HOLDINGS INC						COMMON STOCK						14,600												277,400
						TIDEWATER INC						COMMON STOCK						24,932												970,338
						TILLY S INC CLASS A SHRS						COMMON STOCK USD.001						13,100												118,555
						TIMKEN CO						COMMON STOCK						35,903												2,537,265
						TIMKENSTEEL CORP						COMMON STOCK						28,900												525,113
						TIPTREE INC						COMMON STOCK USD.001						16,400												226,976
						TITAN INTERNATIONAL INC						COMMON STOCK						31,300												479,516
						TITAN MACHINERY INC						COMMON STOCK USD.00001						12,731												505,803
						TOAST INC CLASS A						COMMON STOCK USD.000001						145,600												2,708,118
						TOBIRA THERAPEUTICS IN						COMMON STOCK						7,800												107,172
						TOLL BROTHERS INC						COMMON STOCK USD.01						63,344												3,162,132
						TOMPKINS FINANCIAL CORP						COMMON STOCK USD.1						8,987												697,211
						TOOTSIE ROLL INDS						COMMON STOCK USD.694						9,532												405,777
						TOPBUILD CORP						COMMON STOCK						18,874												2,953,592
						TOPGOLF CALLAWAY BRANDS CORP						COMMON STOCK USD.01						81,807												1,615,688
						TORO CO						COMMON STOCK USD1.0						60,212												6,849,959
						TORRID HOLDINGS INC						COMMON STOCK USD.01						9,800												29,008
						TOWNE BANK						COMMON STOCK USD1.667						38,990												1,202,452
						TPG RE FINANCE TRUST INC						REIT USD.001						45,685												310,201

175

---

						TPI COMPOSITES INC						COMMON STOCK USD.01						21,089												213,842
						TRADE DESK INC/THE CLASS A						COMMON STOCK USD.000001						260,600												11,682,698
						TRADEWEB MARKETS INC CLASS A						COMMON STOCK USD.01						63,493												4,187,533
						TRAEGER INC						COMMON STOCK						5,100												14,382
						TRANSCAT INC						COMMON STOCK USD.5						4,600												326,002
						TRANSCONTINENTAL REALTY INV						REIT USD.01						300												13,254
						TRANSMEDICS GROUP INC						COMMON STOCK						17,529												1,081,890
						TRANSUNION						COMMON STOCK USD.01						111,000												6,441,131
						TRAVEL LEISURE CO						COMMON STOCK USD.01						48,200												1,754,480
						TRAVELCENTERS OF AMERICA INC						COMMON STOCK USD.00001						5,239												234,602
						TRAVERE THERAPEUTICS INC						COMMON STOCK USD.0001						32,900												731,849
						TREACE MEDICAL CONCEPTS INC						COMMON STOCK USD.001						18,400												423,016
						TREAN INSURANCE GROUP INC						COMMON STOCK						8,200												49,200
						TREDEGAR CORP						COMMON STOCK						14,246												145,594
						TREEHOUSE FOODS INC						COMMON STOCK USD.01						30,484												1,505,300
						TREX COMPANY INC						COMMON STOCK USD.01						65,899												2,789,505
						TRI POINTE HOMES INC						COMMON STOCK USD.01						58,830												1,093,650
						TRICIDA INC						COMMON STOCK						23,400												3,578
						TRICO BANCSHARES						COMMON STOCK						17,500												892,325
						TRIMAS CORP						COMMON STOCK USD.01						26,000												721,240
						TRINET GROUP INC						COMMON STOCK USD.000025						21,500												1,457,700
						TRINITY INDUSTRIES INC						COMMON STOCK USD.01						48,797												1,442,927
						TRINSEO PLC						COMMON STOCK						21,375												485,426
						TRIPADVISOR INC						COMMON STOCK USD.001						61,900												1,112,962
						TRITON INTERNATIONAL LTD						COMMON STOCK USD.01						34,119												2,346,705
						TRIUMPH FINANCIAL INC						COMMON STOCK USD.01						14,700												718,389
						TRIUMPH GROUP INC						COMMON STOCK USD.001						33,700												354,524
						TRONOX HOLDINGS PLC						COMMON STOCK USD.01						66,700												914,457
						TRUEBLUE INC						COMMON STOCK						21,328												417,602
						TRUECAR INC						COMMON STOCK USD.0001						66,957												168,062
						TRUPANION INC						COMMON STOCK USD.00001						23,800												1,131,214
						TRUSTCO BANK CORP NY						COMMON STOCK USD1.0						12,487												469,386
						TRUSTMARK CORP						COMMON STOCK						35,521												1,240,038
						TTEC HOLDINGS INC						COMMON STOCK USD.01						12,200												538,386
						TTM TECHNOLOGIES						COMMON STOCK USD.001						60,500												912,340
						TUCOWS INC CLASS A						COMMON STOCK						6,500												220,480
						TUPPERWARE BRANDS CORP						COMMON STOCK USD.01						27,700												114,678
						TURNING POINT BRANDS INC						COMMON STOCK USD.01						7,700												166,551
						TURTLE BEACH CORP						COMMON STOCK						9,900												70,983
						TUSIMPLE HOLDINGS INC A						COMMON STOCK USD.0001						82,900												135,956
						TUTOR PERINI CORP						COMMON STOCK USD1.0						17,359												131,060
						TWILIO INC A						COMMON STOCK USD.001						101,097												5,037,842
						TWIST BIOSCIENCE CORP						COMMON STOCK USD.00001						33,833												805,564
						TWO HARBORS INVESTMENT CORP						REIT CNY1.0						52,563												828,919
						TYRA BIOSCIENCES INC						COMMON STOCK USD.0001						3,700												28,120
						U HAUL HOLDING CO						COMMON STOCK USD.25						5,283												317,984
						U HAUL HOLDING CO NON VOTING						COMMON STOCK						47,547												2,614,134
						U.S. PHYSICAL THERAPY INC						COMMON STOCK USD.01						7,800												632,034

176

---

						UBER TECHNOLOGIES INC						COMMON STOCK USD.00001						1,130,401												28,202,142
						UBIQUITI INC						COMMON STOCK USD.001						2,400												656,472
						UDEMY INC						COMMON STOCK USD.00001						44,000												464,200
						UFP INDUSTRIES INC						COMMON STOCK						35,400												2,805,450
						UFP TECHNOLOGIES INC						COMMON STOCK USD.01						4,200												495,138
						UGI CORP						COMMON STOCK						120,800												4,544,787
						UIPATH INC CLASS A						COMMON STOCK USD.00001						224,500												2,853,395
						ULTRA CLEAN HOLDINGS INC						COMMON STOCK USD.001						27,500												911,625
						ULTRAGENYX PHARMACEUTICAL IN						COMMON STOCK USD.001						40,809												1,890,681
						UMB FINANCIAL CORP						COMMON STOCK USD1.0						25,467												2,160,412
						UMH PROPERTIES INC						REIT USD.1						22,900												368,690
						UMPQUA HOLDINGS CORP						COMMON STOCK						124,677												2,225,484
						UNDER ARMOUR INC CLASS A						COMMON STOCK USD.000333						111,400												1,131,824
						UNDER ARMOUR INC CLASS C						COMMON STOCK USD.000333						124,800												1,113,216
						UNIFI INC						COMMON STOCK USD.1						7,394												63,662
						UNIFIRST CORP/MA						COMMON STOCK USD.1						9,200												1,775,508
						UNISYS CORP						COMMON STOCK USD.01						42,540												217,379
						UNITED BANKSHARES INC						COMMON STOCK USD2.5						75,954												3,115,867
						UNITED COMMUNITY BANKS/GA						COMMON STOCK USD1.0						63,907												2,160,057
						UNITED FIRE GROUP INC						COMMON STOCK USD.001						13,800												377,568
						UNITED NATURAL FOODS INC						COMMON STOCK USD.01						34,100												1,320,011
						UNITED STATES LIME + MINERAL						COMMON STOCK USD.1						1,300												182,988
						UNITED STATES STEEL CORP						COMMON STOCK USD1.0						136,616												3,422,231
						UNITED THERAPEUTICS CORP						COMMON STOCK USD.01						26,010												7,344,358
						UNITI GROUP INC						REIT USD.0001						129,309												715,079
						UNITIL CORP						COMMON STOCK						9,900												508,464
						UNITY SOFTWARE INC						COMMON STOCK USD.000005						146,000												4,194,155
						UNIVAR SOLUTIONS INC						COMMON STOCK USD.01						96,585												3,071,403
						UNIVERSAL CORP/VA						COMMON STOCK						14,666												774,511
						UNIVERSAL DISPLAY CORP						COMMON STOCK USD.01						25,095												2,711,264
						UNIVERSAL ELECTRONICS INC						COMMON STOCK USD.01						7,521												156,512
						UNIVERSAL HEALTH RLTY INCOME						REIT USD.01						8,220												392,341
						UNIVERSAL INSURANCE HOLDINGS						COMMON STOCK USD.01						17,939												189,974
						UNIVERSAL LOGISTICS HOLDINGS						COMMON STOCK						5,300												177,232
						UNIVEST FINANCIAL CORP						COMMON STOCK USD5.0						17,416												455,080
						UNUM GROUP						COMMON STOCK USD.1						115,500												4,738,965
						UPBOUND GROUP INC						COMMON STOCK USD.01						30,450												686,648
						UPLAND SOFTWARE INC						COMMON STOCK USD.0001						18,700												133,331
						UPSTART HOLDINGS INC						COMMON STOCK USD.0001						41,000												542,020
						UPWORK INC						COMMON STOCK USD.0001						73,400												766,296
						UR ENERGY INC						COMMON STOCK						68,800												107,702
						URANIUM ENERGY CORP						COMMON STOCK USD.001						183,300												788,078
						URBAN EDGE PROPERTIES						REIT USD.01						72,500												1,021,525
						URBAN OUTFITTERS INC						COMMON STOCK USD.0001						37,255												888,532
						URSTADT BIDDLE CLASS A						REIT USD.01						17,300												327,835
						US CELLULAR CORP						COMMON STOCK USD1.0						10,050												209,543
						US DOLLAR												1,699,194												1,699,194
						US FOODS HOLDING CORP						COMMON STOCK USD.01						117,242												3,988,573

177

---

						US SILICA HOLDINGS INC						COMMON STOCK USD.01						45,777												572,213
						USANA HEALTH SCIENCES INC						COMMON STOCK USD.001						7,280												387,296
						USERTESTING INC						COMMON STOCK USD.0001						27,400												205,774
						UTAH MEDICAL PRODUCTS INC						COMMON STOCK USD.01						2,200												221,166
						UTZ BRANDS INC						COMMON STOCK USD.0001						36,800												583,648
						UWM HOLDINGS CORP						COMMON STOCK USD.0001						57,900												191,649
						V2X INC						COMMON STOCK USD.01						7,972												329,164
						VAALCO ENERGY INC						COMMON STOCK USD.1						48,100												247,624
						VACASA INC CL A						COMMON STOCK USD.00001						75,600												95,256
						VAIL RESORTS INC						COMMON STOCK USD.01						23,200												5,529,720
						VALARIS LTD						COMMON STOCK USD.01						34,900												2,380,224
						VALHI INC						COMMON STOCK USD.01						1,400												30,800
						VALLEY NATIONAL BANCORP						COMMON STOCK						244,917												2,842,405
						VALMONT INDUSTRIES						COMMON STOCK USD1.0						12,140												4,014,334
						VALUE LINE INC						COMMON STOCK USD.1						1,400												71,232
						VALVOLINE INC						COMMON STOCK USD.01						103,305												3,372,908
						VANDA PHARMACEUTICALS INC						COMMON STOCK USD.001						35,800												264,562
						VAREX IMAGING CORP						COMMON STOCK USD.01						24,300												493,290
						VARONIS SYSTEMS INC						COMMON STOCK USD.001						66,936												1,602,448
						VAXART INC						COMMON STOCK USD.0001						86,400												83,022
						VAXCYTE INC						COMMON STOCK USD.001						41,900												2,009,105
						VBI VACCINES INC						COMMON STOCK						120,868												47,271
						VECTOR GROUP LTD						COMMON STOCK USD.1						88,107												1,044,949
						VEECO INSTRUMENTS INC						COMMON STOCK USD.01						30,209												561,283
						VEEVA SYSTEMS INC CLASS A						COMMON STOCK USD.00001						82,378												13,358,715
						VELO3D INC						COMMON STOCK USD.0001						44,300												79,297
						VELODYNE LIDAR INC						COMMON STOCK USD.0001						44,100												65,966
						VENTYX BIOSCIENCES INC						COMMON STOCK USD.0001						13,900												475,457
						VERA THERAPEUTICS INC						COMMON STOCK USD.001						8,081												156,367
						VERACYTE INC						COMMON STOCK USD.001						41,991												996,446
						VERADIGM INC						COMMON STOCK USD.01						65,286												1,151,645
						VERICEL CORP						COMMON STOCK						28,248												744,052
						VERINT SYSTEMS INC						COMMON STOCK USD.001						36,527												1,325,200
						VERIS RESIDENTIAL INC						REIT USD.01						55,440												883,159
						VERITEX HOLDINGS INC						COMMON STOCK USD.01						30,002												842,456
						VERITIV CORP						COMMON STOCK USD.01						8,200												998,022
						VERITONE INC						COMMON STOCK USD.001						18,000												95,400
						VERRA MOBILITY CORP						COMMON STOCK USD.0001						88,675												1,226,375
						VERTEX ENERGY INC						COMMON STOCK USD.001						31,000												192,200
						VERTIV HOLDINGS CO						COMMON STOCK USD.0001						178,200												2,434,212
						VERU INC						COMMON STOCK USD.01						41,500												219,120
						VERVE THERAPEUTICS INC						COMMON STOCK USD.001						26,700												516,645
						VIA RENEWABLES INC						COMMON STOCK USD.01						8,400												42,924
						VIAD CORP						COMMON STOCK USD1.5						13,329												325,094
						VIANT TECHNOLOGY INC A						COMMON STOCK USD.001						5,900												23,718
						VIASAT INC						COMMON STOCK USD.0001						41,201												1,323,003

178

---

						VIAVI SOLUTIONS INC						COMMON STOCK USD.001						130,476												1,371,303
						VICARIOUS SURGICAL INC						COMMON STOCK USD.0001						15,300												51,131
						VICOR CORP						COMMON STOCK USD.01						12,500												671,875
						VICTORIA S SECRET + CO						COMMON STOCK USD.01						46,300												1,656,614
						VICTORY CAPITAL HOLDING A						COMMON STOCK USD.01						9,500												254,885
						VIEW INC						COMMON STOCK USD.0001						73,600												71,017
						VIEWRAY INC						COMMON STOCK USD.001						87,103												390,221
						VILLAGE SUPER MARKET CLASS A						COMMON STOCK						4,000												93,160
						VIMEO INC						COMMON STOCK USD.01						83,816												287,489
						VINCO VENTURES INC						COMMON STOCK USD.001						133,300												61,851
						VIR BIOTECHNOLOGY INC						COMMON STOCK						41,981												1,062,539
						VIRGIN GALACTIC HOLDINGS INC						COMMON STOCK USD.0001						114,100												464,629
						VIRIDIAN THERAPEUTICS INC						COMMON STOCK USD.01						16,300												639,713
						VIRTU FINANCIAL INC CLASS A						COMMON STOCK USD.00001						54,420												1,110,712
						VIRTUS INVESTMENT PARTNERS						COMMON STOCK USD.01						4,555												872,009
						VISHAY INTERTECHNOLOGY INC						COMMON STOCK USD.1						79,824												1,721,804
						VISHAY PRECISION GROUP						COMMON STOCK						7,077												273,526
						VISTA OUTDOOR INC						COMMON STOCK USD.01						34,468												839,985
						VISTAGEN THERAPEUTICS INC						COMMON STOCK USD.001						136,983												14,109
						VISTEON CORP						COMMON STOCK						16,200												2,119,446
						VISTRA CORP						COMMON STOCK USD.01						231,177												5,439,875
						VITA COCO CO INC/THE						COMMON STOCK USD.01						9,900												181,050
						VITAL ENERGY INC						COMMON STOCK USD.01						9,900												509,058
						VITAL FARMS INC						COMMON STOCK USD.0001						16,600												247,672
						VIVID SEATS INC CLASS A						COMMON STOCK USD.0001						22,800												166,440
						VIVINT SMART HOME INC						COMMON STOCK						56,700												674,730
						VIZIO HOLDING CORP A						COMMON STOCK USD.0001						38,900												288,249
						VMWARE INC CLASS A W/I						COMMON STOCK USD.01						124,090												15,441,985
						VONTIER CORP						COMMON STOCK USD.0001						92,790												1,793,631
*						VOYA FINANCIAL INC						COMMON STOCK USD.01						58,600												3,603,314
						VSE CORP						COMMON STOCK USD.05						6,200												290,656
						VUZIX CORP						COMMON STOCK						36,600												133,224
						W+T OFFSHORE INC						COMMON STOCK USD.00001						57,267												319,550
						WABASH NATIONAL CORP						COMMON STOCK USD.01						29,657												670,248
						WALKER + DUNLOP INC						COMMON STOCK						17,873												1,402,673
						WARBY PARKER INC CLASS A						COMMON STOCK USD.0001						47,900												646,171
						WARRIOR MET COAL INC						COMMON STOCK USD.01						29,700												1,028,808
						WASHINGTON FEDERAL INC						COMMON STOCK USD1.0						39,994												1,341,799
						WASHINGTON TRUST BANCORP						COMMON STOCK USD.0625						8,500												401,030
						WATERSTONE FINANCIAL INC						COMMON STOCK USD.01						13,100												225,844
						WATSCO INC						COMMON STOCK USD.5						19,000												4,738,600
						WATTS WATER TECHNOLOGIES A						COMMON STOCK USD.1						15,644												2,287,622
						WAYFAIR INC CLASS A						COMMON STOCK USD.001						46,955												1,544,350
						WD 40 CO						COMMON STOCK USD.001						8,200												1,321,922
						WEATHERFORD INTERNATIONAL PL						COMMON STOCK USD.001						41,800												2,128,456
						WEAVE COMMUNICATIONS INC						COMMON STOCK USD.00001						14,300												65,494
						WEBER INC CLASS A						COMMON STOCK USD.001						12,900												103,845
						WEBSTER FINANCIAL CORP						COMMON STOCK USD.01						102,927												4,872,564

179

---

						WEIS MARKETS INC						COMMON STOCK						10,500												864,045
						WEJO GROUP LTD						COMMON STOCK USD.001						58,800												28,283
						WENDY S CO/THE						COMMON STOCK USD.1						99,577												2,253,428
						WERNER ENTERPRISES INC						COMMON STOCK USD.01						38,032												1,531,168
						WESBANCO INC						COMMON STOCK USD2.0833						29,258												1,104,149
						WESCO INTERNATIONAL INC						COMMON STOCK USD.01						25,672												3,214,134
						WEST BANCORPORATION						COMMON STOCK						11,100												283,605
						WESTAMERICA BANCORPORATION						COMMON STOCK						15,885												937,374
						WESTERN ALLIANCE BANCORP						COMMON STOCK USD.0001						63,482												3,780,988
						WESTERN UNION CO						COMMON STOCK USD.01						222,000												3,056,940
						WESTLAKE CORP						COMMON STOCK USD.01						19,903												2,040,854
						WEWORK INC CL A						COMMON STOCK						75,000												167,558
						WEX INC						COMMON STOCK USD.01						25,881												4,235,426
						WHEELS UP EXPERIENCE INC						COMMON STOCK USD.0001						91,300												94,039
						WHITE MOUNTAINS INSURANCE GP						COMMON STOCK USD1.0						1,486												2,101,694
						WHITESTONE REIT						REIT USD.001						29,800												287,272
						WHOLE EARTH BRANDS INC						COMMON STOCK USD.0001						17,125												69,699
						WIDEOPENWEST INC						COMMON STOCK USD.01						32,100												292,431
						WILEY (JOHN) + SONS CLASS A						COMMON STOCK USD1.0						27,090												1,085,225
						WILLDAN GROUP INC						COMMON STOCK USD.01						6,900												123,165
						WILLIAMS SONOMA INC						COMMON STOCK USD.01						40,144												4,613,348
						WILLSCOT MOBILE MINI HOLDING						COMMON STOCK USD.0001						120,863												5,459,382
						WINGSTOP INC						COMMON STOCK USD.01						17,467												2,403,809
						WINMARK CORP						COMMON STOCK						1,678												395,723
						WINNEBAGO INDUSTRIES						COMMON STOCK USD.5						18,100												953,870
						WINTRUST FINANCIAL CORP						COMMON STOCK						34,538												2,952,961
						WISDOMTREE INC						COMMON STOCK USD.01						83,885												457,173
						WIX.COM LTD						COMMON STOCK ILS.01						32,300												2,481,609
						WOLFSPEED INC						COMMON STOCK USD.00125						72,500												5,005,400
						WOLVERINE WORLD WIDE INC						COMMON STOCK USD1.0						45,126												493,227
						WOODWARD INC						COMMON STOCK USD.001455						33,975												3,282,325
						WORKDAY INC CLASS A						COMMON STOCK USD.001						117,221												19,882,322
						WORKHORSE GROUP INC						COMMON STOCK USD.001						86,200												131,024
						WORKIVA INC						COMMON STOCK USD.001						27,012												2,318,580
						WORLD ACCEPTANCE CORP						COMMON STOCK						2,700												178,038
						WORLD FUEL SERVICES CORP						COMMON STOCK USD.01						37,613												1,027,963
						WORLD WRESTLING ENTERTAIN A						COMMON STOCK USD.01						25,200												1,726,704
						WORTHINGTON INDUSTRIES						COMMON STOCK						19,136												951,251
						WP CAREY INC						REIT USD.001						121,329												9,560,014
						WSFS FINANCIAL CORP						COMMON STOCK USD.01						37,327												1,692,406
						WW INTERNATIONAL INC						COMMON STOCK						31,419												121,277
						WYNDHAM HOTELS + RESORTS INC						COMMON STOCK USD.01						52,190												3,721,669
						XENCOR INC						COMMON STOCK USD.01						35,325												919,863
						XENIA HOTELS + RESORTS INC						REIT USD.01						71,400												941,052
						XERIS BIOPHARMA HOLDINGS INC						COMMON STOCK						76,700												102,011
						XEROX HOLDINGS CORP						COMMON STOCK USD1.0						69,600												1,016,160
						XOMETRY INC A						COMMON STOCK USD.000001						19,500												628,485
						XPEL INC						COMMON STOCK						11,000												690,691

180

---

						XPERI INC						COMMON STOCK						24,476												210,738
						XPO INC						COMMON STOCK USD.001						60,449												2,012,347
						XPONENTIAL FITNESS INC A						COMMON STOCK USD.0001						8,900												204,077
						Y MABS THERAPEUTICS INC						COMMON STOCK USD.0001						22,588												110,229
						YELP INC						COMMON STOCK USD.000001						39,445												1,078,426
						YETI HOLDINGS INC						COMMON STOCK USD.01						52,573												2,171,791
						YEXT INC						COMMON STOCK USD.001						67,951												443,720
						YORK WATER CO						COMMON STOCK						8,700												391,326
						ZENTALIS PHARMACEUTICALS INC						COMMON STOCK USD.001						25,400												537,741
						ZETA GLOBAL HOLDINGS CORP A						COMMON STOCK USD.001						70,700												577,619
						ZIFF DAVIS INC						COMMON STOCK USD.01						26,535												2,098,919
						ZILLOW GROUP INC A						COMMON STOCK USD.0001						35,961												1,122,343
						ZILLOW GROUP INC C						COMMON STOCK USD.0001						94,573												3,046,196
						ZIMVIE INC						COMMON STOCK USD.01						12,800												119,552
						ZIPRECRUITER INC A						COMMON STOCK USD.00001						45,800												752,036
						ZOOM VIDEO COMMUNICATIONS A						COMMON STOCK USD.001						149,600												10,154,227
						ZOOMINFO TECHNOLOGIES INC						COMMON STOCK						161,300												4,901,912
						ZSCALER INC						COMMON STOCK USD.001						49,200												5,595,002
						ZUMIEZ INC						COMMON STOCK						13,062												283,968
						ZUORA INC CLASS A						COMMON STOCK						69,900												444,564
						ZURN ELKAY WATER SOLUTIONS C						COMMON STOCK USD.01						73,679												1,558,311
						ZYNEX INC						COMMON STOCK USD.001						13,535												188,272
												Total : EXHIBIT C - Small/Mid-Cap Stock Index Fund																		$	3,389,548,267

n / a - Cost is not applicable

181

---

EXHIBIT D - Inflation Protected Bond Fund

(Managed by State Street Global Advisors)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						TSY INFL IX N/B						0.125% 15 Apr 2025						51,796,191												$	49,409,370
						TSY INFL IX N/B						0.125% 15 Apr 2026						49,993,680												47,047,849
						TSY INFL IX N/B						0.125% 15 Apr 2027						70,180,775												65,501,759
						TSY INFL IX N/B						0.125% 15 Feb 2051						29,127,525												18,837,520
						TSY INFL IX N/B						0.125% 15 Feb 2052						31,041,600												20,103,356
						TSY INFL IX N/B						0.125% 15 Jan 2030						64,682,678												58,251,793
						TSY INFL IX N/B						0.125% 15 Jan 2031						76,406,055												67,981,264
						TSY INFL IX N/B						0.125% 15 Jan 2032						81,927,832												71,906,548
						TSY INFL IX N/B						0.125% 15 Jul 2024						79,231,253												76,777,302
						TSY INFL IX N/B						0.125% 15 Jul 2026						65,369,657												61,658,639
						TSY INFL IX N/B						0.125% 15 Jul 2030						73,036,505												65,588,700
						TSY INFL IX N/B						0.125% 15 Jul 2031						76,919,981												68,111,803
						TSY INFL IX N/B						0.125% 15 Oct 2024						66,547,647												64,180,114
						TSY INFL IX N/B						0.125% 15 Oct 2025						63,161,450												60,090,159
						TSY INFL IX N/B						0.125% 15 Oct 2026						70,334,025												66,047,130
						TSY INFL IX N/B						0.25% 15 Feb 2050						27,700,100												18,759,183
						TSY INFL IX N/B						0.25% 15 Jan 2025						63,692,555												61,160,669
						TSY INFL IX N/B						0.25% 15 Jul 2029						59,468,145												54,592,558
						TSY INFL IX N/B						0.375% 15 Jan 2027						57,341,107												54,135,152
						TSY INFL IX N/B						0.375% 15 Jul 2025						77,173,588												74,220,590
						TSY INFL IX N/B						0.375% 15 Jul 2027						65,014,185												61,414,193
						TSY INFL IX N/B						0.5% 15 Apr 2024						42,018,625												40,897,944
						TSY INFL IX N/B						0.5% 15 Jan 2028						62,506,752												58,938,558
						TSY INFL IX N/B						0.625% 15 Feb 2043						24,705,114												19,972,989
						TSY INFL IX N/B						0.625% 15 Jan 2024						72,796,388												71,313,721
						TSY INFL IX N/B						0.625% 15 Jan 2026						66,654,734												64,067,574
						TSY INFL IX N/B						0.625% 15 Jul 2032						81,890,168												75,321,217
						TSY INFL IX N/B						0.75% 15 Feb 2042						35,084,014												29,431,125
						TSY INFL IX N/B						0.75% 15 Feb 2045						42,490,195												34,427,600
						TSY INFL IX N/B						0.75% 15 Jul 2028						55,472,968												52,942,902
						TSY INFL IX N/B						0.875% 15 Feb 2047						23,818,789												19,570,870
						TSY INFL IX N/B						0.875% 15 Jan 2029						54,013,442												51,560,103
						TSY INFL IX N/B						1% 15 Feb 2046						20,643,012												17,573,881
						TSY INFL IX N/B						1% 15 Feb 2048						21,164,075												17,811,177
						TSY INFL IX N/B						1% 15 Feb 2049						17,370,296												14,573,493
						TSY INFL IX N/B						1.375% 15 Feb 2044						41,067,662												38,147,631
						TSY INFL IX N/B						1.625% 15 Oct 2027						26,656,085												56,994,449

182

---

						TSY INFL IX N/B						1.75% 15 Jan 2028						30,631,299												30,701,160
						TSY INFL IX N/B						2% 15 Jan 2026						33,205,753												33,224,050
						TSY INFL IX N/B						2.125% 15 Feb 2040						16,586,177												17,579,085
						TSY INFL IX N/B						2.125% 15 Feb 2041						23,400,631												24,799,039
						TSY INFL IX N/B						2.375% 15 Jan 2025						48,999,748												49,124,538
						TSY INFL IX N/B						2.375% 15 Jan 2027						31,306,753												31,973,618
						TSY INFL IX N/B						2.5% 15 Jan 2029						26,424,854												27,600,220
						TSY INFL IX N/B						3.375% 15 Apr 2032						12,199,258												13,986,930
						TSY INFL IX N/B						3.625% 15 Apr 2028						26,785,200												29,280,555
						TSY INFL IX N/B						3.875% 15 Apr 2029						33,923,874												38,188,316
						US DOLLAR												(318,536)												(318,536)
												Total : EXHIBIT D - Inflation Protected Bond Fund																		$	2,145,459,861

n / a - Cost is not applicable

183

---

EXHIBIT E - Total Bond Market Fund

(Managed by Neuberger Berman)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						3M COMPANY						4% 14 Sep 2048						710,000												$	563,158
						ABBOTT LABORATORIES						4.9% 30 Nov 2046						570,000												560,401
						ABBVIE INC						4.7% 14 May 2045						1,600,000												1,439,504
						ABBVIE INC						2.6% 21 Nov 2024						2,175,000												2,083,346
						ABBVIE INC						3.8% 15 Mar 2025						1,085,000												1,058,146
						ACUITY BRANDS LIGHTING						2.15% 15 Dec 2030						855,000												659,684
						ADVANCE AUTO PARTS						3.5% 15 Mar 2032						1,005,000												825,246
						AEP TEXAS INC						3.45% 15 Jan 2050						990,000												703,484
						AERCAP IRELAND CAP/GLOBA						2.875% 14 Aug 2024						670,000												634,041
						AERCAP IRELAND CAP/GLOBA						1.65% 29 Oct 2024						2,695,000												2,487,431
						AERCAP IRELAND CAP/GLOBA						3.4% 29 Oct 2033						965,000												735,977
						AIR LEASE CORP						2.875% 15 Jan 2026						1,705,000												1,580,501
						AIR PRODUCTS + CHEMICALS						1.5% 15 Oct 2025						1,950,000												1,788,014
						ALEXANDRIA REAL ESTATE E						3% 18 May 2051						765,000												489,707
						ALIBABA GROUP HOLDING						4% 06 Dec 2037						555,000												467,188
						ALIBABA GROUP HOLDING						2.7% 09 Feb 2041						300,000												193,464
						ALLSTATE CORP						3.28% 15 Dec 2026						1,985,000												1,886,941
						ALPHABET INC						2.05% 15 Aug 2050						495,000												295,203
						ALPHABET INC						2.25% 15 Aug 2060						420,000												239,925
						ALTRIA GROUP INC						5.375% 31 Jan 2044						1,035,000												922,071
						ALTRIA GROUP INC						3.4% 04 Feb 2041						725,000												481,052
						AMAZON.COM INC						0.8% 03 Jun 2025						1,845,000												1,687,474
						AMAZON.COM INC						1.5% 03 Jun 2030						1,845,000												1,487,347
						AMAZON.COM INC						3.1% 12 May 2051						950,000												684,694
						AMEREN CORP						3.5% 15 Jan 2031						1,005,000												889,576
						AMERICA MOVIL SAB DE CV						6.125% 30 Mar 2040						760,000												790,028
						AMERICAN EXPRESS CO						3.4% 22 Feb 2024						2,480,000												2,437,369
						AMERICAN INTL GROUP						4.8% 10 Jul 2045						365,000												327,774
						AMERICAN MUNI PWR OHIO INC OH						7.834% 15 Feb 2041						515,000												621,077
						AMERICAN TOWER CORP						3.1% 15 Jun 2050						495,000												316,557
						AMERICAN WATER CAPITAL C						4.15% 01 Jun 2049						710,000												589,868
						AMGEN INC						4.4% 01 May 2045						730,000												613,404
						AMGEN INC						3.2% 02 Nov 2027						495,000												459,122
						AMGEN INC						3.15% 21 Feb 2040						200,000												148,534
						AMGEN INC						3% 15 Jan 2052						1,140,000												734,912
						ANHEUSER BUSCH CO/INBEV						4.9% 01 Feb 2046						2,490,000												2,285,770

184

---

						APPLE INC						4.5% 23 Feb 2036						605,000												601,412
						APPLE INC						3.2% 11 May 2027						1,445,000												1,372,288
						APPLE INC						3.75% 13 Nov 2047						735,000												616,224
						APPLE INC						2.55% 20 Aug 2060						460,000												282,238
						APPLE INC						2.375% 08 Feb 2041						890,000												633,831
						APPLE INC						2.65% 08 Feb 2051						440,000												294,743
						ARES CAPITAL CORP						3.875% 15 Jan 2026						990,000												909,434
						ASIAN DEVELOPMENT BANK						3.125% 27 Apr 2032						5,020,000												4,672,315
						ASTRAZENECA PLC						6.45% 15 Sep 2037						990,000												1,123,244
						AT+T INC						4.5% 09 Mar 2048						727,000												591,771
						AT+T INC						4.35% 01 Mar 2029						1,485,000												1,416,631
						AT+T INC						3.5% 15 Sep 2053						568,000												387,461
						AT+T INC						3.55% 15 Sep 2055						1,818,000												1,233,477
						AT+T INC						2.55% 01 Dec 2033						648,000												500,535
						ATHENE HOLDING LTD						3.5% 15 Jan 2031						1,240,000												1,025,914
						AUTODESK INC						2.85% 15 Jan 2030						665,000												573,536
						BANCO SANTANDER SA						3.8% 23 Feb 2028						1,200,000												1,091,124
						BANCO SANTANDER SA						2.749% 03 Dec 2030						1,200,000												919,776
						BANK OF AMERICA CORP						3.875% 01 Aug 2025						1,780,000												1,734,468
						BANK OF AMERICA CORP						1% 24 Apr 2038						530,000												454,984
						BANK OF AMERICA CORP						1% 20 Dec 2028						2,396,000												2,174,250
						BANK OF AMERICA CORP						1% 15 Mar 2050						405,000												334,712
						BANK OF AMERICA CORP						1% 23 Apr 2040						665,000												553,985
						BANK OF AMERICA CORP						1% 22 Oct 2030						1,055,000												888,173
						BANK OF AMERICA CORP						1% 21 Jul 2052						1,410,000												894,264
						BANK OF AMERICA CORP						1% 04 Feb 2025						1,500,000												1,437,120
						BANK OF AMERICA NA						6% 15 Oct 2036						350,000												360,434
						BANK OF MONTREAL						1% 10 Jan 2037						500,000												379,450
						BANK OF NY MELLON CORP						2.1% 24 Oct 2024						2,105,000												2,009,033
						BARCLAYS PLC						4.337% 10 Jan 2028						1,925,000												1,792,541
						BARRICK PD AU FIN PTY LT						5.95% 15 Oct 2039						520,000												535,028
						BAT CAPITAL CORP						3.222% 15 Aug 2024						890,000												858,797
						BAT CAPITAL CORP						4.54% 15 Aug 2047						760,000												542,397
						BAT CAPITAL CORP						2.726% 25 Mar 2031						1,140,000												887,501
						BAY AREA CA TOLL AUTH TOLL BRI						7.043% 01 Apr 2050						325,000												399,984
						BECTON DICKINSON + CO						3.734% 15 Dec 2024						543,000												529,496
						BERKSHIRE HATHAWAY ENERG						2.85% 15 May 2051						990,000												652,974
						BERKSHIRE HATHAWAY ENERG						6.125% 01 Apr 2036						701,000												738,609
						BERKSHIRE HATHAWAY FIN						5.75% 15 Jan 2040						630,000												690,171
						BERRY GLOBAL INC						0.95% 15 Feb 2024						1,800,000												1,711,224
						BIOGEN INC						2.25% 01 May 2030						740,000												603,537
*						BLACKROCK INC						2.4% 30 Apr 2030						815,000												698,039
						BOEING CO						3.25% 01 Mar 2028						1,165,000												1,047,160
						BOEING CO						3.55% 01 Mar 2038						495,000												365,770
						BOEING CO						5.93% 01 May 2060						425,000												391,336
						BOEING CO						5.15% 01 May 2030						1,220,000												1,193,355
						BOSTON PROPERTIES LP						3.4% 21 Jun 2029						760,000												656,632
						BP CAP MARKETS AMERICA						3.41% 11 Feb 2026						2,105,000												2,025,410

185

---

						BRIGHTHOUSE FINANCIAL IN						4.7% 22 Jun 2047						345,000												255,197
						BRISTOL MYERS SQUIBB CO						3.4% 26 Jul 2029						535,000												498,005
						BRISTOL MYERS SQUIBB CO						2.95% 15 Mar 2032						1,000,000												874,830
						BRISTOL MYERS SQUIBB CO						3.7% 15 Mar 2052						1,000,000												784,950
						BRITISH TELECOMMUNICATIO						9.625% 15 Dec 2030						235,000												281,297
						BROADCOM CRP / CAYMN FI						3.875% 15 Jan 2027						1,450,000												1,372,251
						BROADCOM INC						5% 15 Apr 2030						950,000												903,422
						BROADCOM INC						3.75% 15 Feb 2051						970,000												679,863
						BROOKFIELD FINANCE INC						3.9% 25 Jan 2028						1,485,000												1,369,066
						BRUNSWICK CORP						5.1% 01 Apr 2052						1,220,000												886,428
						BURLINGTN NORTH SANTA FE						4.375% 01 Sep 2042						685,000												610,979
						BURLINGTN NORTH SANTA FE						4.9% 01 Apr 2044						625,000												594,794
						CALIFORNIA ST						7.55% 01 Apr 2039						945,000												1,195,584
						CAPITAL ONE FINANCIAL CO						3.9% 29 Jan 2024						2,480,000												2,449,471
						CARDINAL HEALTH INC						3.5% 15 Nov 2024						1,850,000												1,794,815
						CARRIER GLOBAL CORP						2.242% 15 Feb 2025						1,610,000												1,518,761
						CARRINGTON MORTGAGE LOAN TRUST						1% 25 Jun 2036						92,926												73,463
						CATERPILLAR INC						3.25% 19 Sep 2049						460,000												349,743
						CATERPILLAR INC						2.6% 09 Apr 2030						755,000												660,716
						CENTENE CORP						2.45% 15 Jul 2028						950,000												800,366
						CENTERPOINT ENER HOUSTON						3.95% 01 Mar 2048						620,000												510,390
						CHARLES SCHWAB CORP						0.75% 18 Mar 2024						1,925,000												1,830,444
						CHARTER COMM OPT LLC/CAP						4.908% 23 Jul 2025						795,000												779,752
						CHARTER COMM OPT LLC/CAP						6.484% 23 Oct 2045						485,000												438,527
						CHARTER COMM OPT LLC/CAP						3.7% 01 Apr 2051						290,000												177,181
						CHARTER COMM OPT LLC/CAP						3.5% 01 Jun 2041						1,005,000												659,290
						CHARTER COMM OPT LLC/CAP						3.95% 30 Jun 2062						750,000												443,910
						CHENIERE CORP CHRISTI HD						5.125% 30 Jun 2027						1,485,000												1,471,798
						CHEVRON USA INC						3.9% 15 Nov 2024						870,000												855,697
						CHUBB INA HOLDINGS INC						1.375% 15 Sep 2030						730,000												569,050
						CIGNA GROUP/THE						4.375% 15 Oct 2028						795,000												768,487
						CIGNA GROUP/THE						4.9% 15 Dec 2048						940,000												856,782
						CITIGROUP COMMERCIAL MORTGAGE						4.023% 11 Mar 2047						2,470,000												2,423,548
						CITIGROUP COMMERCIAL MORTGAGE						3.371% 10 Oct 2047						2,622,709												2,566,651
						CITIGROUP COMMERCIAL MORTGAGE						3.717% 15 Sep 2048						3,400,000												3,239,448
						CITIGROUP INC						4.3% 20 Nov 2026						2,215,000												2,142,171
						CITIGROUP INC						4.4% 10 Jun 2025						1,055,000												1,036,021
						CITIGROUP INC						4.65% 30 Jul 2045						1,038,000												899,105
						CITIGROUP INC						1% 26 Mar 2041						645,000												623,522
						CITIGROUP INC						1% 17 Nov 2033						500,000												518,415
						CMS ENERGY CORP						1% 01 Dec 2050						1,240,000												934,749
						COCA COLA CO/THE						2.5% 01 Jun 2040						1,000,000												733,250
						COMCAST CORP						4.65% 15 Jul 2042						1,100,000												999,020
						COMCAST CORP						3.375% 15 Aug 2025						795,000												767,350
						COMCAST CORP						4% 15 Aug 2047						485,000												390,444
						COMCAST CORP						3.95% 15 Oct 2025						1,110,000												1,087,967
						COMCAST CORP						3.75% 01 Apr 2040						175,000												145,236
						COMCAST CORP						1.5% 15 Feb 2031						1,045,000												816,448

186

---

						COMCAST CORP						2.45% 15 Aug 2052						420,000												249,451
						COMCAST CORP						2.65% 15 Aug 2062						560,000												320,533
						COMM MORTGAGE TRUST						3.63% 10 Oct 2048						2,385,000												2,266,510
						COMMONSPIRIT HEALTH						3.91% 01 Oct 2050						595,000												441,817
						CON EDISON CO OF NY INC						3.95% 01 Mar 2043						620,000												497,817
						CON EDISON CO OF NY INC						4.125% 15 May 2049						740,000												604,587
						CONAGRA BRANDS INC						4.85% 01 Nov 2028						495,000												482,561
						CONNECTICUT ST						5.85% 15 Mar 2032						515,000												543,381
						CONOCOPHILLIPS COMPANY						4.3% 15 Nov 2044						345,000												299,702
						CONSTELLATION BRANDS INC						2.875% 01 May 2030						990,000												844,272
						COREBRIDGE FINANCIAL INC						3.9% 05 Apr 2032						415,000												364,752
						COSTCO WHOLESALE CORP						1.6% 20 Apr 2030						880,000												722,577
						CREDIT SUISSE GROUP AG						3.75% 26 Mar 2025						1,925,000												1,738,564
						CROWN CASTLE INC						4.3% 15 Feb 2029						1,665,000												1,576,822
						CSAIL COMMERCIAL MORTGAGE TRUS						3.016% 15 Sep 2052						2,000,000												1,735,868
						CSAIL COMMERCIAL MORTGAGE TRUS						3.502% 15 Nov 2049						2,780,000												2,583,287
						CSAIL COMMERCIAL MORTGAGE TRUS						3.779% 15 Mar 2052						2,875,000												2,645,632
						CSAIL COMMERCIAL MORTGAGE TRUS						4.052% 15 Mar 2052						2,980,000												2,757,129
						CSX CORP						4.75% 30 May 2042						420,000												386,148
						CSX CORP						3.35% 15 Sep 2049						1,005,000												727,751
						CUMMINS INC						1.5% 01 Sep 2030						1,030,000												813,340
						CVS HEALTH CORP						5.125% 20 Jul 2045						1,150,000												1,050,744
						CVS HEALTH CORP						4.3% 25 Mar 2028						86,000												83,327
						CVS HEALTH CORP						5.05% 25 Mar 2048						520,000												469,149
						DELL INT LLC / EMC CORP						6.2% 15 Jul 2030						900,000												918,774
						DEUTSCHE BANK COMMERCIAL MORTG						3.276% 10 May 2049						2,115,500												1,976,997
						DEUTSCHE BANK COMMERCIAL MORTG						2.89% 10 Aug 2049						2,375,000												2,174,255
						DEUTSCHE BANK NY						1% 24 Nov 2026						1,625,000												1,434,550
						DEVON ENERGY CORPORATION						7.875% 30 Sep 2031						590,000												670,205
						DISCOVER FINANCIAL SVS						4.1% 09 Feb 2027						1,420,000												1,338,222
						DISCOVERY COMMUNICATIONS						5.2% 20 Sep 2047						710,000												532,280
						DOW CHEMICAL CO/THE						4.8% 30 Nov 2028						1,585,000												1,567,280
						DTE ELECTRIC CO						3.95% 01 Mar 2049						800,000												661,048
						DUKE ENERGY CAROLINAS						3.875% 15 Mar 2046						740,000												586,924
						DUKE ENERGY CORP						2.65% 01 Sep 2026						1,450,000												1,341,033
						DUKE ENERGY INDIANA LLC						3.25% 01 Oct 2049						710,000												497,312
						DUPONT DE NEMOURS INC						5.419% 15 Nov 2048						505,000												484,871
						ECOLAB INC						2.75% 18 Aug 2055						95,000												57,346
						ELEVANCE HEALTH INC						3.65% 01 Dec 2027						1,985,000												1,874,614
						ELEVANCE HEALTH INC						6.1% 15 Oct 2052						500,000												539,935
						ELI LILLY + CO						3.375% 15 Mar 2029						613,000												575,950
						EMERSON ELECTRIC CO						1.95% 15 Oct 2030						1,170,000												949,666
						ENBRIDGE INC						2.5% 15 Jan 2025						1,555,000												1,472,321
						ENERGY TRANSFER LP						6.5% 01 Feb 2042						950,000												941,650
						ENERGY TRANSFER LP						4.5% 15 Apr 2024						1,485,000												1,464,626
						ENTERGY TEXAS INC						4% 30 Mar 2029						1,240,000												1,173,338
						ENTERPRISE PRODUCTS OPER						7.55% 15 Apr 2038						395,000												444,418
						ENTERPRISE PRODUCTS OPER						4.25% 15 Feb 2048						405,000												325,989

187

---

						ENTERPRISE PRODUCTS OPER						3.2% 15 Feb 2052						450,000												298,143
						EQUINOR ASA						3.7% 06 Apr 2050						515,000												412,052
						EQUINOR ASA						5.1% 17 Aug 2040						455,000												448,029
						EUROPEAN INVESTMENT BANK						1.875% 10 Feb 2025						2,235,000												2,121,775
						EUROPEAN INVESTMENT BANK						1.625% 13 May 2031						1,000,000												837,590
						EVERSOURCE ENERGY						1.65% 15 Aug 2030						990,000												772,349
						EXELON CORP						4.45% 15 Apr 2046						1,570,000												1,335,819
						EXTRA SPACE STORAGE LP						2.55% 01 Jun 2031						365,000												286,653
						EXXON MOBIL CORPORATION						4.114% 01 Mar 2046						740,000												634,461
						EXXON MOBIL CORPORATION						3.452% 15 Apr 2051						625,000												473,038
						FAIRFAX FINL HLDGS LTD						4.85% 17 Apr 2028						1,340,000												1,270,936
						FANNIE MAE						7.125% 15 Jan 2030						865,000												1,024,644
						FANNIE MAE						7.25% 15 May 2030						330,000												396,564
						FANNIE MAE						6.625% 15 Nov 2030						535,000												625,565
						FANNIE MAE						0.875% 05 Aug 2030						7,025,000												5,601,454
						FANNIE MAE						0.75% 08 Oct 2027						5,965,000												5,126,918
						FANNIE MAE						0.5% 07 Nov 2025						5,800,000												5,217,622
						FANNIE MAE						0.25% 27 Nov 2023						5,115,000												4,905,387
						FANNIE MAE						2.125% 24 Apr 2026						1,100,000												1,030,436
						FED HM LN PC POOL A39272						5.5% 01 Oct 2035						75,040												77,003
						FED HM LN PC POOL A65647						5.5% 01 Sep 2037						1												1
						FED HM LN PC POOL A71925						5% 01 Jan 2038						56,660												57,314
						FED HM LN PC POOL A74793						5% 01 Mar 2038						57,165												57,877
						FED HM LN PC POOL A80388						6% 01 Dec 2036						—												0
						FED HM LN PC POOL A86521						4.5% 01 May 2039						67,570												67,047
						FED HM LN PC POOL A97759						5% 01 Mar 2041						64,532												65,402
						FED HM LN PC POOL C09035						3% 01 Apr 2043						142,325												129,166
						FED HM LN PC POOL C90689						4.5% 01 Jul 2023						4,843												4,818
						FED HM LN PC POOL C90982						5.5% 01 Jul 2026						7,286												7,270
						FED HM LN PC POOL C91011						5.5% 01 Jan 2027						9,859												9,859
						FED HM LN PC POOL C91249						4.5% 01 May 2029						13,766												13,621
						FED HM LN PC POOL G01781						6.5% 01 Dec 2034						406,675												433,903
						FED HM LN PC POOL G01879						4.5% 01 Aug 2035						20,606												20,362
						FED HM LN PC POOL G05299						4.5% 01 Jun 2038						46,323												45,774
						FED HM LN PC POOL G05397						4.5% 01 Apr 2039						56,123												55,689
						FED HM LN PC POOL G05432						6% 01 Apr 2039						43,319												45,475
						FED HM LN PC POOL G07083						4% 01 Jul 2042						73,667												71,119
						FED HM LN PC POOL G07216						4% 01 Jul 2042						78,755												76,448
						FED HM LN PC POOL G07266						4% 01 Dec 2042						263,164												253,796
						FED HM LN PC POOL G07642						5% 01 Oct 2041						259,039												262,496
						FED HM LN PC POOL G07842						4.5% 01 Jul 2044						81,944												81,233
						FED HM LN PC POOL G07924						3.5% 01 Jan 2045						601,270												564,631
						FED HM LN PC POOL G08160						5.5% 01 Nov 2036						119,729												123,320
						FED HM LN PC POOL G08256						5.5% 01 Mar 2038						170,049												175,294
						FED HM LN PC POOL G08368						4.5% 01 Oct 2039						7,974												7,912
						FED HM LN PC POOL G08524						3% 01 Mar 2043						1,080,896												980,963
						FED HM LN PC POOL G08525						3% 01 May 2043						307,869												279,406
						FED HM LN PC POOL G08528						3% 01 Apr 2043						417,200												378,628

188

---

						FED HM LN PC POOL G08534						3% 01 Jun 2043						38,883												35,288
						FED HM LN PC POOL G08537						3% 01 Jul 2043						884,398												802,632
						FED HM LN PC POOL G08540						3% 01 Aug 2043						180,027												163,382
						FED HM LN PC POOL G08549						4.5% 01 Sep 2043						28,529												28,274
						FED HM LN PC POOL G08558						4% 01 Nov 2043						38,051												36,678
						FED HM LN PC POOL G08559						4.5% 01 Nov 2043						105,100												104,161
						FED HM LN PC POOL G08578						4.5% 01 Mar 2044						121,348												120,128
						FED HM LN PC POOL G08599						3.5% 01 Aug 2044						87,526												81,781
						FED HM LN PC POOL G08626						3% 01 Feb 2045						185,609												167,042
						FED HM LN PC POOL G08635						3% 01 Apr 2045						219,715												197,736
						FED HM LN PC POOL G08636						3.5% 01 Apr 2045						108,675												100,857
						FED HM LN PC POOL G08641						3.5% 01 May 2045						367,201												340,784
						FED HM LN PC POOL G08653						3% 01 Jul 2045						415,125												373,600
						FED HM LN PC POOL G08654						3.5% 01 Jul 2045						157,089												145,788
						FED HM LN PC POOL G08658						3% 01 Aug 2045						280,922												252,821
						FED HM LN PC POOL G08659						3.5% 01 Aug 2045						577,453												535,910
						FED HM LN PC POOL G08666						3% 01 Sep 2045						725,922												653,307
						FED HM LN PC POOL G08671						3.5% 01 Oct 2045						175,855												163,204
						FED HM LN PC POOL G08676						3.5% 01 Nov 2045						359,542												333,676
						FED HM LN PC POOL G08681						3.5% 01 Dec 2045						448,200												415,956
						FED HM LN PC POOL G08686						3% 01 Jan 2046						570,717												513,628
						FED HM LN PC POOL G08693						3.5% 01 Mar 2046						246,546												228,809
						FED HM LN PC POOL G08698						3.5% 01 Mar 2046						462,646												428,732
						FED HM LN PC POOL G08699						4% 01 Mar 2046						134,088												128,232
						FED HM LN PC POOL G08701						3% 01 Apr 2046						509,313												458,114
						FED HM LN PC POOL G08706						3.5% 01 May 2046						82,952												76,871
						FED HM LN PC POOL G08708						4.5% 01 May 2046						151,226												148,866
						FED HM LN PC POOL G08711						3.5% 01 Jun 2046						149,883												138,895
						FED HM LN PC POOL G08722						3.5% 01 Sep 2046						283,461												262,682
						FED HM LN PC POOL G08729						4.5% 01 Sep 2046						110,719												108,992
						FED HM LN PC POOL G08730						4.5% 01 Oct 2046						252,835												248,890
						FED HM LN PC POOL G08735						4.5% 01 Oct 2046						10,634												10,468
						FED HM LN PC POOL G08743						4% 01 Jan 2047						669,326												640,092
						FED HM LN PC POOL G08745						4.5% 01 Jan 2047						134,492												132,393
						FED HM LN PC POOL G08785						4% 01 Oct 2047						501,598												479,375
						FED HM LN PC POOL G08788						3.5% 01 Nov 2047						468,341												433,923
						FED HM LN PC POOL G08789						4% 01 Nov 2047						546,197												521,998
						FED HM LN PC POOL G08838						5% 01 Sep 2048						155,786												155,988
						FED HM LN PC POOL G08874						5% 01 Apr 2049						67,470												67,291
						FED HM LN PC POOL G14047						5.5% 01 Dec 2024						940												937
						FED HM LN PC POOL G16093						3% 01 Feb 2032						664,925												630,753
						FED HM LN PC POOL G16122						2.5% 01 Feb 2032						278,738												260,250
						FED HM LN PC POOL G18622						2.5% 01 Dec 2031						473,268												441,877
						FED HM LN PC POOL G18631						2.5% 01 Feb 2032						691,575												645,704
						FED HM LN PC POOL G18643						2.5% 01 May 2032						65,763												61,318
						FED HM LN PC POOL G18648						3.5% 01 Jun 2032						77,202												74,827
						FED HM LN PC POOL G18655						3% 01 Aug 2032						214,139												203,107
						FED HM LN PC POOL G18659						3% 01 Sep 2032						459,909												436,213

189

---

						FED HM LN PC POOL G18673						3% 01 Jan 2033						185,771												176,200
						FED HM LN PC POOL G18710						3.5% 01 Oct 2033						167,708												162,336
						FED HM LN PC POOL G30406						5.5% 01 Jul 2028						21,557												21,672
						FED HM LN PC POOL G60069						3% 01 Apr 2045						227,162												206,987
						FED HM LN PC POOL G60174						4% 01 Oct 2043						160,880												155,315
						FED HM LN PC POOL G60187						3% 01 Aug 2045						11,036												9,932
						FED HM LN PC POOL G60412						4% 01 Dec 2045						238,707												229,765
						FED HM LN PC POOL G60480						4.5% 01 Nov 2045						80,455												79,646
						FED HM LN PC POOL G60703						4% 01 Sep 2046						298,619												285,577
						FED HM LN PC POOL G60855						4.5% 01 Dec 2045						137,620												136,236
						FED HM LN PC POOL G60919						4.5% 01 Sep 2046						119,412												117,894
						FED HM LN PC POOL G61281						3.5% 01 Jan 2048						331,248												306,904
						FED HM LN PC POOL G61464						4% 01 Oct 2046						387,107												372,607
						FED HM LN PC POOL G61623						3% 01 Apr 2047						108,603												97,739
						FED HM LN PC POOL G62022						3% 01 Apr 2048						337,562												303,605
						FED HM LN PC POOL J35797						2.5% 01 Dec 2031						622,552												581,259
						FED HM LN PC POOL J36173						2.5% 01 Jan 2032						632,981												590,996
						FED HM LN PC POOL J36214						2.5% 01 Feb 2032						280,523												261,917
						FED HM LN PC POOL Q00291						5% 01 Apr 2041						91,530												92,765
						FED HM LN PC POOL Q00876						4.5% 01 May 2041						58,526												58,045
						FED HM LN PC POOL Q01348						4.5% 01 Jun 2041						73,954												73,347
						FED HM LN PC POOL Q01443						4.5% 01 Jun 2041						59,201												58,714
						FED HM LN PC POOL Q01798						4.5% 01 Jul 2041						14,539												14,420
						FED HM LN PC POOL Q06344						4% 01 Feb 2042						132,150												128,019
						FED HM LN PC POOL Q12544						3% 01 Oct 2042						370,827												336,619
						FED HM LN PC POOL Q13765						4% 01 Dec 2042						65,148												63,367
						FED HM LN PC POOL Q15885						3% 01 Feb 2043						163,013												147,976
						FED HM LN PC POOL Q16084						3% 01 Mar 2043						888,333												806,203
						FED HM LN PC POOL Q19909						3% 01 Jul 2043						177,334												160,939
						FED HM LN PC POOL Q20172						3% 01 Jul 2043						733,517												665,701
						FED HM LN PC POOL Q20542						3% 01 Jul 2043						346,818												314,753
						FED HM LN PC POOL Q20570						3.5% 01 Aug 2043						461,357												432,299
						FED HM LN PC POOL Q20780						3.5% 01 Aug 2043						312,125												294,088
						FED HM LN PC POOL Q22402						4.5% 01 Oct 2043						180,723												179,108
						FED HM LN PC POOL Q22915						4.5% 01 Nov 2043						106,791												105,837
						FED HM LN PC POOL Q23677						4.5% 01 Dec 2043						37,846												37,508
						FED HM LN PC POOL Q23891						4% 01 Dec 2043						66,189												63,801
						FED HM LN PC POOL Q25083						4.5% 01 Mar 2044						225,253												222,989
						FED HM LN PC POOL Q25625						4% 01 Apr 2044						382,880												368,866
						FED HM LN PC POOL Q26367						4% 01 May 2044						150,313												145,612
						FED HM LN PC POOL Q26423						4.5% 01 May 2044						874												847
						FED HM LN PC POOL Q27903						4% 01 Aug 2044						197,891												190,649
						FED HM LN PC POOL Q28759						4.5% 01 Oct 2044						58,835												58,244
						FED HM LN PC POOL Q29182						3.5% 01 Oct 2044						137,944												128,890
						FED HM LN PC POOL Q29187						4.5% 01 Oct 2044						26,492												26,226
						FED HM LN PC POOL Q29863						3.5% 01 Nov 2044						137,419												128,399
						FED HM LN PC POOL Q31285						3.5% 01 Feb 2045						1,071,020												1,000,718
						FED HM LN PC POOL Q32857						3% 01 Apr 2045						472,080												424,857

190

---

						FED HM LN PC POOL Q33869						4% 01 Jun 2045						857,798												825,667
						FED HM LN PC POOL Q34590						3% 01 Jul 2045						618,224												556,382
						FED HM LN PC POOL Q34661						3% 01 Jul 2045						239,098												215,181
						FED HM LN PC POOL Q34967						4% 01 Jul 2045						204,803												197,131
						FED HM LN PC POOL Q35225						3.5% 01 Aug 2045						215,880												200,349
						FED HM LN PC POOL Q35614						3.5% 01 Aug 2045						534,234												499,147
						FED HM LN PC POOL Q36238						4% 01 Sep 2045						180,670												173,902
						FED HM LN PC POOL Q37234						3.5% 01 Nov 2045						496,467												460,750
						FED HM LN PC POOL Q37359						3% 01 Nov 2045						38,189												34,950
						FED HM LN PC POOL Q37646						3% 01 Dec 2045						50,730												45,655
						FED HM LN PC POOL Q37812						3% 01 Dec 2045						93,127												83,812
						FED HM LN PC POOL Q38470						4% 01 Jan 2046						93,891												90,374
						FED HM LN PC POOL Q39438						4% 01 Mar 2046						229,435												219,414
						FED HM LN PC POOL Q40375						3.5% 01 May 2046						53,468												49,549
						FED HM LN PC POOL Q45097						3.5% 01 Dec 2046						456,495												423,032
						FED HM LN PC POOL Q45219						3.5% 01 Jan 2045						584,016												545,681
						FED HM LN PC POOL Q45695						3.5% 01 Jan 2047						28,296												26,222
						FED HM LN PC POOL Q45744						3.5% 01 Jan 2047						163,205												151,241
						FED HM LN PC POOL Q46539						4.5% 01 Mar 2047						12,081												11,858
						FED HM LN PC POOL Q46883						5% 01 Mar 2047						134,713												134,825
						FED HM LN PC POOL Q47602						4.5% 01 Apr 2047						82,939												81,406
						FED HM LN PC POOL Q47884						4% 01 May 2047						593,813												567,504
						FED HM LN PC POOL Q48093						4.5% 01 May 2047						43,231												42,432
						FED HM LN PC POOL Q49552						3.5% 01 Jul 2047						752,938												697,605
						FED HM LN PC POOL Q51268						3.5% 01 Oct 2047						773,992												717,112
						FED HM LN PC POOL Q51334						4% 01 Oct 2047						248,914												237,886
						FED HM LN PC POOL Q52104						4% 01 Nov 2047						205,289												196,194
						FED HM LN PC POOL Q57957						4.5% 01 Aug 2048						160,079												157,048
						FED HM LN PC POOL Q58588						4.5% 01 Sep 2048						104,947												102,960
						FED HM LN PC POOL QA7267						4.5% 01 Feb 2050						57,137												55,944
						FED HM LN PC POOL QB7061						2% 01 Dec 2050						4,025,459												3,290,427
						FED HM LN PC POOL QC1333						2% 01 May 2051						4,402,218												3,599,607
						FED HM LN PC POOL QC2565						2% 01 Jun 2051						10,168,976												8,311,812
						FED HM LN PC POOL QC3695						2% 01 Jul 2051						3,169,745												2,599,611
						FED HM LN PC POOL QC4235						2.5% 01 Jul 2051						1,242,470												1,058,223
						FED HM LN PC POOL QC6084						2.5% 01 Aug 2051						1,604,639												1,365,054
						FED HM LN PC POOL QD7594						2.5% 01 Feb 2052						1,427,975												1,216,047
						FED HM LN PC POOL QE6387						4.5% 01 Jul 2052						972,259												941,489
						FED HM LN PC POOL QE6925						4.5% 01 Aug 2052						2,001,196												1,928,308
						FED HM LN PC POOL QE9566						5% 01 Sep 2052						854,715												842,973
						FED HM LN PC POOL RA4527						2.5% 01 Feb 2051						1,721,079												1,469,393
						FED HM LN PC POOL RA5524						2% 01 Jul 2051						3,476,956												2,835,142
						FED HM LN PC POOL RA7398						4% 01 May 2052						1,154,892												1,084,930
						FED HM LN PC POOL RC1727						2% 01 Dec 2035						685,755												612,746
						FED HM LN PC POOL RC1914						2% 01 Jun 2036						2,740,629												2,447,536
						FED HM LN PC POOL SB0525						2% 01 May 2036						2,384,155												2,129,185
						FED HM LN PC POOL SB8098						2% 01 Apr 2036						1,764,861												1,576,120
						FED HM LN PC POOL SB8111						2% 01 Jul 2036						1,581,927												1,412,750

191

---

						FED HM LN PC POOL SD0093						5% 01 Oct 2049						221,707												221,756
						FED HM LN PC POOL SD0127						3% 01 Dec 2048						986,677												886,539
						FED HM LN PC POOL SD0645						2% 01 Jun 2051						3,296,121												2,698,914
						FED HM LN PC POOL SD0780						2.5% 01 Dec 2051						3,761,468												3,201,633
						FED HM LN PC POOL SD8141						2.5% 01 Apr 2051						2,350,421												2,005,414
						FED HM LN PC POOL SD8146						2% 01 May 2051						5,828,807												4,766,101
						FED HM LN PC POOL SD8177						2% 01 Nov 2051						2,246,239												1,832,518
						FED HM LN PC POOL SD8189						2.5% 01 Jan 2052						2,277,935												1,933,225
						FED HM LN PC POOL SD8201						3% 01 Mar 2052						424,551												373,244
						FED HM LN PC POOL SD8221						3.5% 01 Jun 2052						193,058												175,441
						FED HM LN PC POOL SD8222						4% 01 Jun 2052						457,896												429,547
						FED HM LN PC POOL SD8225						3% 01 Jul 2052						1,152,164												1,012,254
						FED HM LN PC POOL SD8233						5% 01 Jul 2052						573,819												565,859
						FED HM LN PC POOL SD8244						4% 01 Sep 2052						638,579												599,044
						FED HM LN PC POOL SD8246						5% 01 Sep 2052						1,381,215												1,362,054
						FED HM LN PC POOL SI2009						3% 01 Oct 2049						3,755,017												3,338,026
						FED HM LN PC POOL V61427						2.5% 01 Dec 2031						307,485												287,090
						FED HM LN PC POOL V80509						4% 01 Oct 2043						60,503												58,491
						FED HM LN PC POOL V80589						4.5% 01 Oct 2043						43,217												42,831
						FED HM LN PC POOL V80597						4.5% 01 Oct 2043						27,905												27,678
						FED HM LN PC POOL V81992						4% 01 Oct 2045						548,693												528,140
						FED HM LN PC POOL V82605						3% 01 Sep 2046						879,016												790,651
						FED HM LN PC POOL V82781						3% 01 Dec 2046						887,192												803,868
						FED HM LN PC POOL ZM0037						3.5% 01 Aug 2045						487,260												451,760
						FED HM LN PC POOL ZM0060						3.5% 01 Aug 2045						445,978												413,486
						FED HM LN PC POOL ZS8598						3% 01 Feb 2031						300,637												284,923
						FEDERAL HOME LOAN BANK						5.5% 15 Jul 2036						100,000												110,351
						FEDERAL REALTY INVS TRST						1.25% 15 Feb 2026						1,915,000												1,688,724
						FEDEX CORP						4.1% 01 Feb 2045						460,000												358,395
						FEDEX CORP						4.95% 17 Oct 2048						290,000												254,008
						FIFTH THIRD BANCORP						3.65% 25 Jan 2024						1,690,000												1,666,036
						FISERV INC						2.75% 01 Jul 2024						1,820,000												1,756,446
						FLORIDA POWER + LIGHT CO						3.95% 01 Mar 2048						710,000												591,920
						FLOWERS FOODS INC						2.4% 15 Mar 2031						1,125,000												908,258
						FMC CORP						3.45% 01 Oct 2029						740,000												653,723
						FNMA POOL 190396						1% 01 Jun 2039						91,452												90,657
						FNMA POOL 310185						1% 01 Jul 2026						105,531												105,862
						FNMA POOL 888204						1% 01 Apr 2026						27,891												27,870
						FNMA POOL 889574						1% 01 Aug 2037						57,702												60,410
						FNMA POOL 931507						4.5% 01 Jul 2039						269,688												267,343
						FNMA POOL 931974						5% 01 Sep 2039						54,964												55,612
						FNMA POOL 952656						6% 01 Aug 2037						100,017												104,851
						FNMA POOL 955724						6.5% 01 Nov 2037						70,579												75,548
						FNMA POOL 956078						6.5% 01 Dec 2037						1												1
						FNMA POOL 995011						1% 01 Oct 2038						75,736												79,453
						FNMA POOL 995245						1% 01 Jan 2039						61,626												62,268
						FNMA POOL AA8487						4.5% 01 Jul 2039						144,285												143,031
						FNMA POOL AA9357						4.5% 01 Aug 2039						1,201												1,190

192

---

						FNMA POOL AB3193						4.5% 01 Jun 2041						8,629												8,550
						FNMA POOL AB5192						4% 01 May 2042						107,854												104,591
						FNMA POOL AB7436						3% 01 Dec 2042						289,746												262,745
						FNMA POOL AB7848						3% 01 Feb 2043						807,670												732,405
						FNMA POOL AB8855						3.5% 01 Mar 2043						479,598												448,956
						FNMA POOL AB8881						3% 01 Apr 2043						579,168												527,240
						FNMA POOL AB8897						3% 01 Apr 2043						291,369												264,168
						FNMA POOL AB8899						3% 01 Apr 2043						340,427												308,645
						FNMA POOL AB9177						3.5% 01 Apr 2043						105,568												99,172
						FNMA POOL AB9187						3% 01 Apr 2043						146,440												132,769
						FNMA POOL AB9362						3.5% 01 May 2043						174,287												163,727
						FNMA POOL AB9863						3% 01 Jul 2043						538,387												488,124
						FNMA POOL AD0220						1% 01 Oct 2038						88,376												92,524
						FNMA POOL AD4296						5% 01 Apr 2040						168,651												170,713
						FNMA POOL AE0271						1% 01 Aug 2040						51,454												52,083
						FNMA POOL AE0481						1% 01 Sep 2040						242,716												245,683
						FNMA POOL AI3661						5% 01 May 2041						70,142												71,009
						FNMA POOL AI4815						4.5% 01 Jun 2041						21,838												21,638
						FNMA POOL AJ7686						4% 01 Dec 2041						55,894												54,203
						FNMA POOL AK2415						4% 01 Feb 2042						169,544												163,518
						FNMA POOL AL1547						1% 01 Nov 2041						68,779												68,147
						FNMA POOL AL2374						1% 01 Dec 2041						345,919												336,813
						FNMA POOL AL3315						1% 01 Mar 2043						216,254												203,855
						FNMA POOL AL3498						1% 01 May 2043						277,176												260,382
						FNMA POOL AL3650						1% 01 Feb 2041						77,349												78,295
						FNMA POOL AL3652						1% 01 Oct 2040						121,019												126,869
						FNMA POOL AL4608						1% 01 Dec 2043						222,784												220,576
						FNMA POOL AL5218						1% 01 Mar 2044						115,942												117,405
						FNMA POOL AL5229						1% 01 Jan 2044						66,559												67,382
						FNMA POOL AL5315						1% 01 Jun 2042						286,420												277,196
						FNMA POOL AL6004						1% 01 Dec 2043						6,442												6,380
						FNMA POOL AL6325						1% 01 Oct 2044						545,465												494,541
						FNMA POOL AL6432						1% 01 Jan 2045						113,367												109,112
						FNMA POOL AL7121						1% 01 Jan 2044						332,823												301,751
						FNMA POOL AL7924						1% 01 Dec 2028						5,442												5,427
						FNMA POOL AL8083						1% 01 Mar 2029						65,834												66,314
						FNMA POOL AL8340						1% 01 Feb 2045						128,248												126,976
						FNMA POOL AL8776						1% 01 Jul 2046						164,113												151,930
						FNMA POOL AL9105						1% 01 Oct 2046						167,370												164,600
						FNMA POOL AL9282						1% 01 Jun 2046						650,207												621,232
						FNMA POOL AL9563						1% 01 Nov 2046						132,424												120,122
						FNMA POOL AL9994						1% 01 Apr 2032						947,721												884,019
						FNMA POOL AO4144						4% 01 Jun 2042						175,083												168,683
						FNMA POOL AR6445						4.5% 01 Oct 2043						42,113												41,695
						FNMA POOL AR7435						3.5% 01 Jul 2043						970,062												908,084
						FNMA POOL AR9197						3% 01 Mar 2043						505,052												457,902
						FNMA POOL AS0016						3% 01 Jul 2043						1,125,682												1,020,590
						FNMA POOL AS0037						3.5% 01 Jul 2043						331,163												310,005

193

---

						FNMA POOL AS0080						3.5% 01 Aug 2043						723,697												678,479
						FNMA POOL AS0128						3% 01 Aug 2043						107,728												97,854
						FNMA POOL AS0210						3.5% 01 Aug 2043						206,602												194,085
						FNMA POOL AS0302						3% 01 Aug 2043						583,258												528,806
						FNMA POOL AS0331						3% 01 Aug 2043						156,595												141,975
						FNMA POOL AS0358						4% 01 Sep 2043						389,976												378,181
						FNMA POOL AS0516						3% 01 Sep 2043						545,596												494,660
						FNMA POOL AS0563						4.5% 01 Sep 2043						15,533												15,379
						FNMA POOL AS0830						4.5% 01 Oct 2043						24,162												23,922
						FNMA POOL AS0837						5% 01 Oct 2043						61,673												62,451
						FNMA POOL AS0860						4.5% 01 Oct 2043						30,164												29,865
						FNMA POOL AS1380						4.5% 01 Dec 2043						96,858												95,898
						FNMA POOL AS1586						4.5% 01 Jan 2044						145,513												144,070
						FNMA POOL AS1587						4.5% 01 Jan 2044						58,676												58,094
						FNMA POOL AS1588						4.5% 01 Jan 2044						154,953												153,417
						FNMA POOL AS1764						4% 01 Feb 2044						279,683												269,337
						FNMA POOL AS2555						4% 01 Jun 2044						154,313												148,522
						FNMA POOL AS2919						5% 01 Jul 2044						82,071												82,963
						FNMA POOL AS3467						4% 01 Oct 2044						42,931												41,320
						FNMA POOL AS4306						3% 01 Jan 2045						172,171												155,785
						FNMA POOL AS4333						3% 01 Jan 2045						203,486												184,121
						FNMA POOL AS4797						3.5% 01 Apr 2045						351,928												328,496
						FNMA POOL AS5175						3.5% 01 Jun 2045						410,531												383,909
						FNMA POOL AS5444						3% 01 Jul 2045						638,378												581,120
						FNMA POOL AS5594						3.5% 01 Aug 2045						457,911												427,422
						FNMA POOL AS6311						3.5% 01 Dec 2045						163,016												151,141
						FNMA POOL AS6386						3% 01 Dec 2045						125,238												112,601
						FNMA POOL AS6520						3.5% 01 Jan 2046						497,823												461,558
						FNMA POOL AS6534						3.5% 01 Jan 2046						145,700												135,086
						FNMA POOL AS6536						3.5% 01 Jan 2046						452,532												419,566
						FNMA POOL AS6573						3.5% 01 Jan 2046						749,522												694,921
						FNMA POOL AS6627						4.5% 01 Feb 2046						260,647												257,081
						FNMA POOL AS6677						4% 01 Feb 2046						255,850												246,024
						FNMA POOL AS6763						3.5% 01 Mar 2046						282,695												261,708
						FNMA POOL AS6795						4% 01 Mar 2046						276,607												264,280
						FNMA POOL AS6947						3.5% 01 Apr 2046						95,571												88,476
						FNMA POOL AS7016						3.5% 01 Apr 2046						391,087												362,054
						FNMA POOL AS7245						3.5% 01 May 2046						502,651												465,336
						FNMA POOL AS7376						3% 01 Jun 2046						850,467												764,207
						FNMA POOL AS7401						4% 01 Jun 2046						393,532												375,996
						FNMA POOL AS7492						4% 01 Jul 2046						149,024												142,383
						FNMA POOL AS7558						4% 01 Jul 2046						214,907												205,330
						FNMA POOL AS7601						4% 01 Jul 2046						566,717												541,463
						FNMA POOL AS7712						3% 01 Aug 2031						723,428												685,621
						FNMA POOL AS7844						3% 01 Sep 2046						544,499												492,870
						FNMA POOL AS8144						4% 01 Oct 2046						326,020												311,492
						FNMA POOL AS8384						2.5% 01 Nov 2031						282,817												263,807
						FNMA POOL AS8572						3.5% 01 Dec 2046						726,070												672,169

194

---

						FNMA POOL AS8714						2.5% 01 Feb 2032						776,615												724,414
						FNMA POOL AS9394						4.5% 01 Apr 2047						220,941												216,646
						FNMA POOL AS9505						3% 01 Apr 2032						601,596												570,059
						FNMA POOL AS9615						4.5% 01 May 2047						16,200												15,885
						FNMA POOL AS9760						4.5% 01 Jun 2047						354,797												347,899
						FNMA POOL AS9884						4% 01 Jul 2047						337,556												322,293
						FNMA POOL AS9988						4.5% 01 Jul 2047						198,436												194,578
						FNMA POOL AT2016						3% 01 Apr 2043						373,779												338,883
						FNMA POOL AT2725						3% 01 May 2043						250,776												227,364
						FNMA POOL AT5830						4.5% 01 Jun 2043						9,166												9,083
						FNMA POOL AT5900						3% 01 Jun 2043						311,869												282,754
						FNMA POOL AT9221						3% 01 Jul 2043						210,956												191,261
						FNMA POOL AU0949						3.5% 01 Aug 2043						236,362												223,830
						FNMA POOL AU1632						3% 01 Jul 2043						335,336												304,030
						FNMA POOL AU3195						3% 01 Aug 2043						176,249												159,795
						FNMA POOL AU3735						3% 01 Aug 2043						786,516												713,089
						FNMA POOL AU3742						3.5% 01 Aug 2043						358,938												336,511
						FNMA POOL AU3751						4% 01 Aug 2043						663,151												641,793
						FNMA POOL AU4229						4.5% 01 Sep 2043						200,153												198,169
						FNMA POOL AU7309						3.5% 01 Aug 2043						143,557												134,385
						FNMA POOL AV0663						4.5% 01 Dec 2043						106,458												105,403
						FNMA POOL AV0691						4% 01 Dec 2043						219,989												213,335
						FNMA POOL AV2301						4.5% 01 Dec 2043						48,699												48,216
						FNMA POOL AV6103						4% 01 Jan 2044						548,293												528,010
						FNMA POOL AV6366						4.5% 01 Jan 2044						6,519												6,454
						FNMA POOL AX3613						3% 01 Jan 2045						226,609												205,043
						FNMA POOL AY4205						3% 01 May 2045						139,406												126,623
						FNMA POOL AZ0814						3.5% 01 Jul 2045						761,681												710,966
						FNMA POOL AZ0862						3.5% 01 Jul 2045						121,274												112,439
						FNMA POOL AZ7108						3.5% 01 Jul 2045						554,723												514,313
						FNMA POOL AZ7821						3.5% 01 Aug 2045						330,079												306,033
						FNMA POOL BA0041						3% 01 Feb 2046						728,689												655,160
						FNMA POOL BA2907						4% 01 Nov 2045						497,987												478,910
						FNMA POOL BC0305						4% 01 Mar 2046						236,951												226,392
						FNMA POOL BC0822						3.5% 01 Apr 2046						92,971												86,069
						FNMA POOL BD2440						3.5% 01 Jan 2047						824,923												763,683
						FNMA POOL BD2471						2.5% 01 Jan 2032						732,731												683,480
						FNMA POOL BE0579						4% 01 Oct 2046						213,534												204,019
						FNMA POOL BE1906						3% 01 Dec 2031						743,471												704,617
						FNMA POOL BE3619						4% 01 May 2047						367,553												350,934
						FNMA POOL BE5041						3.5% 01 Nov 2046						175,140												163,479
						FNMA POOL BH9303						3.5% 01 Feb 2033						953,296												921,900
						FNMA POOL BJ0258						4.5% 01 Oct 2047						56,564												55,465
						FNMA POOL BJ4572						4.5% 01 Jan 2048						240,712												238,577
						FNMA POOL BJ4751						4% 01 Jan 2048						415,045												396,278
						FNMA POOL BK2013						4% 01 Apr 2048						247,309												238,241
						FNMA POOL BK7114						5% 01 Jul 2048						223,912												223,962
						FNMA POOL BK8918						5% 01 Aug 2048						43,319												43,328

195

---

						FNMA POOL BM1177						1% 01 Dec 2031						437,128												410,026
						FNMA POOL BM1567						1% 01 Feb 2047						894,410												810,910
						FNMA POOL BM2005						1% 01 Dec 2047						160,632												153,369
						FNMA POOL BM3688						1% 01 Feb 2047						565,900												524,676
						FNMA POOL BM3803						1% 01 Nov 2046						588,380												544,700
						FNMA POOL BM3824						1% 01 Feb 2047						399,088												383,761
						FNMA POOL BM4137						1% 01 Jun 2047						379,782												362,611
						FNMA POOL BM4657						1% 01 Jun 2046						223,728												207,430
						FNMA POOL BM5024						1% 01 Nov 2048						1,012,258												909,526
						FNMA POOL BM5526						1% 01 Feb 2048						75,033												69,453
						FNMA POOL BO7838						2.5% 01 Apr 2050						2,221,960												1,903,224
						FNMA POOL BP3054						3% 01 Mar 2050						1,060,675												933,286
						FNMA POOL BP3082						3% 01 Mar 2050						872,552												769,612
						FNMA POOL BP9581						2.5% 01 Aug 2050						2,379,790												2,043,619
						FNMA POOL BQ4495						2% 01 Feb 2051						6,051,813												4,952,348
						FNMA POOL BQ6312						2.5% 01 Nov 2050						2,381,004												2,034,286
						FNMA POOL BQ6999						2% 01 Jan 2052						4,621,956												3,767,996
						FNMA POOL BR1269						2.5% 01 Jan 2051						1,152,270												988,807
						FNMA POOL BR4029						2% 01 Feb 2051						4,999,891												4,105,347
						FNMA POOL BR4051						2% 01 Feb 2051						2,859,537												2,347,929
						FNMA POOL BR4113						2.5% 01 Jan 2051						2,957,501												2,525,918
						FNMA POOL BR4515						2% 01 Feb 2051						3,477,860												2,849,899
						FNMA POOL BT0417						2.5% 01 Jun 2051						2,590,436												2,200,498
						FNMA POOL BT1825						2% 01 Jun 2036						2,802,315												2,502,672
						FNMA POOL BT3273						2.5% 01 Aug 2051						5,716,694												4,866,340
						FNMA POOL BU7089						2% 01 Dec 2051						1,044,500												851,820
						FNMA POOL BV2558						5% 01 Jun 2052						214,317												211,344
						FNMA POOL BV4139						2.5% 01 Mar 2052						2,503,510												2,128,108
						FNMA POOL BV7959						5% 01 Aug 2052						709,020												699,185
						FNMA POOL BW0954						4.5% 01 Jul 2052						2,519,011												2,427,227
						FNMA POOL BW3913						4% 01 Aug 2052						925,969												869,219
						FNMA POOL CA2653						5% 01 Aug 2048						69,195												69,210
						FNMA POOL CA4015						3% 01 Jan 2048						1,242,392												1,116,305
						FNMA POOL CA4155						3.5% 01 Feb 2048						176,290												163,179
						FNMA POOL CA4648						3% 01 Apr 2048						704,570												633,065
						FNMA POOL CB0502						2% 01 May 2051						3,974,273												3,249,777
						FNMA POOL CB1027						2.5% 01 Jul 2051						1,809,848												1,541,448
						FNMA POOL CB1038						2.5% 01 Jul 2051						2,590,405												2,207,135
						FNMA POOL CB1553						2.5% 01 Sep 2051						4,372,755												3,723,397
						FNMA POOL CB2291						2.5% 01 Dec 2051						627,891												533,508
						FNMA POOL CB2365						2% 01 Sep 2051						2,920,663												2,384,607
						FNMA POOL CB2610						2% 01 Jan 2052						1,631,222												1,329,802
						FNMA POOL FM1139						1% 01 Sep 2033						415,295												393,524
						FNMA POOL FM2165						1% 01 Nov 2048						484,118												448,112
						FNMA POOL FM4316						1% 01 Nov 2046						885,961												796,563
						FNMA POOL FM5037						1% 01 Dec 2035						1,817,719												1,623,895
						FNMA POOL FM5316						1% 01 Dec 2050						4,248,081												3,482,666
						FNMA POOL FM5326						1% 01 Dec 2035						1,262,375												1,127,969

196

---

						FNMA POOL FM5497						1% 01 Dec 2035						1,678,202												1,498,628
						FNMA POOL FM5848						1% 01 Feb 2051						3,403,803												2,788,396
						FNMA POOL FM6384						1% 01 Mar 2051						6,396,793												5,232,667
						FNMA POOL FM6853						1% 01 Apr 2051						6,413,189												5,284,528
						FNMA POOL FM6928						1% 01 Apr 2051						3,836,203												3,143,613
						FNMA POOL FM7151						1% 01 May 2051						5,964,536												4,877,222
						FNMA POOL FM7189						1% 01 May 2051						3,182,333												2,713,011
						FNMA POOL FM7497						1% 01 Jun 2051						7,113,671												5,856,251
						FNMA POOL FM8178						1% 01 Jul 2051						1,409,577												1,200,537
						FNMA POOL FM8301						1% 01 Jul 2036						2,767,219												2,470,964
						FNMA POOL FM8316						1% 01 Jul 2051						189,525												167,310
						FNMA POOL FM8360						1% 01 Aug 2051						1,945,517												1,655,670
						FNMA POOL FM8422						1% 01 Aug 2051						4,127,858												3,508,275
						FNMA POOL FS0121						1% 01 Jan 2052						2,364,175												1,930,001
						FNMA POOL FS1332						1% 01 Mar 2052						395,647												360,285
						FNMA POOL FS2485						1% 01 Jul 2052						599,177												564,664
						FNMA POOL FS3277						1% 01 Dec 2037						115,926												113,014
						FNMA POOL MA0537						4.5% 01 Oct 2040						206,561												204,726
						FNMA POOL MA1524						3% 01 Aug 2043						542,614												491,957
						FNMA POOL MA2145						4% 01 Jan 2045						160,988												154,946
						FNMA POOL MA2405						4% 01 Sep 2045						120,487												115,860
						FNMA POOL MA2495						3.5% 01 Jan 2046						372,720												345,569
						FNMA POOL MA2522						3.5% 01 Feb 2046						312,399												289,642
						FNMA POOL MA2542						3% 01 Feb 2046						792,412												712,452
						FNMA POOL MA2803						2.5% 01 Nov 2031						1,255,184												1,170,816
						FNMA POOL MA2868						2.5% 01 Jan 2032						314,670												293,519
						FNMA POOL MA2879						4% 01 Jan 2047						251,131												239,940
						FNMA POOL MA2895						3% 01 Feb 2047						769,150												691,138
						FNMA POOL MA2898						2.5% 01 Feb 2032						196,832												183,601
						FNMA POOL MA3008						4.5% 01 May 2047						548,413												537,751
						FNMA POOL MA3057						3.5% 01 Jul 2047						396,197												366,729
						FNMA POOL MA3058						4% 01 Jul 2047						327,426												312,622
						FNMA POOL MA3101						4.5% 01 Aug 2047						715,885												701,967
						FNMA POOL MA3149						4% 01 Oct 2047						179,600												171,479
						FNMA POOL MA3210						3.5% 01 Dec 2047						708,857												656,136
						FNMA POOL MA3422						5% 01 Jul 2048						126,022												126,050
						FNMA POOL MA3460						3.5% 01 Sep 2028						146,981												141,544
						FNMA POOL MA3589						4% 01 Feb 2034						226,082												222,137
						FNMA POOL MA3645						6% 01 Feb 2049						69,817												72,448
						FNMA POOL MA3896						2.5% 01 Jan 2035						776,804												715,862
						FNMA POOL MA4306						2.5% 01 Apr 2051						3,466,151												2,957,368
						FNMA POOL MA4325						2% 01 May 2051						480,850												393,193
						FNMA POOL MA4360						2% 01 Jun 2036						2,226,922												1,988,804
						FNMA POOL MA4399						2.5% 01 Aug 2051						3,706,700												3,155,127
						FNMA POOL MA4403						2% 01 Aug 2036						4,308,622												3,847,915
						FNMA POOL MA4442						2% 01 Oct 2036						887,978												793,029
						FNMA POOL MA4492						2% 01 Dec 2051						2,373,668												1,935,795
						FNMA POOL MA4493						2.5% 01 Dec 2051						3,236,361												2,748,245

197

---

						FNMA POOL MA4512						2.5% 01 Jan 2052						2,739,136												2,324,631
						FNMA POOL MA4563						2.5% 01 Mar 2052						737,175												624,682
						FNMA POOL MA4600						3.5% 01 May 2052						366,187												332,772
						FNMA POOL MA4644						4% 01 May 2052						191,663												179,793
						FNMA POOL MA4656						4.5% 01 Jul 2052						241,319												232,525
						FNMA POOL MA4698						3% 01 Aug 2052						1,020,709												896,559
						FNMA POOL MA4737						5% 01 Aug 2052						1,355,729												1,336,922
						FNMA POOL MA4842						5.5% 01 Dec 2052						1,492,618												1,497,151
						FNMA POOL MA4861						3.5% 01 Jan 2038						300,000												287,271
						FNMA TBA 30 YR 5.5						5.5% 12 Jan 2053						1,745,000												1,750,183
						FNMA TBA 30 YR 6						6% 12 Jan 2053						170,000												172,638
						FOX CORP						4.03% 25 Jan 2024						1,735,000												1,714,822
						FREDDIE MAC						6.75% 15 Mar 2031						180,000												212,373
						FREDDIE MAC						6.25% 15 Jul 2032						1,345,000												1,573,879
						FREDDIE MAC						1.5% 12 Feb 2025						3,750,000												3,531,825
						FREDDIE MAC						0.25% 24 Aug 2023						3,070,000												2,980,448
						FREDDIE MAC						0.25% 08 Sep 2023						4,610,000												4,468,611
						FREDDIE MAC						0.375% 23 Sep 2025						5,060,000												4,557,694
						GATX CORP						3.1% 01 Jun 2051						760,000												458,614
						GE HEALTHCARE TECH INC						5.65% 15 Nov 2027						400,000												406,632
						GENERAL MILLS INC						2.875% 15 Apr 2030						740,000												640,270
						GENERAL MOTORS CO						6.75% 01 Apr 2046						795,000												768,900
						GENERAL MOTORS CO						5.4% 15 Oct 2029						500,000												479,245
						GENERAL MOTORS FINL CO						1.05% 08 Mar 2024						720,000												684,000
						GENUINE PARTS CO						1.875% 01 Nov 2030						740,000												570,118
						GEORGIA POWER CO						2.65% 15 Sep 2029						2,075,000												1,772,693
						GILEAD SCIENCES INC						4.75% 01 Mar 2046						990,000												897,791
						GLOBAL PAYMENTS INC						1.2% 01 Mar 2026						1,880,000												1,640,845
						GNMA II POOL 004923						4.5% 20 Jan 2041						6,832												6,830
						GNMA II POOL 004978						4.5% 20 Mar 2041						59,123												59,089
						GNMA II POOL 005017						4.5% 20 Apr 2041						213,359												213,237
						GNMA II POOL 005055						4.5% 20 May 2041						130,617												130,542
						GNMA II POOL 005082						4.5% 20 Jun 2041						154,371												154,283
						GNMA II POOL 005115						4.5% 20 Jul 2041						20,564												20,553
						GNMA II POOL 005140						4.5% 20 Aug 2041						254,173												254,027
						GNMA II POOL 005204						4.5% 20 Oct 2041						121,576												121,506
						GNMA II POOL 005260						4.5% 20 Dec 2041						160,011												159,919
						GNMA II POOL 005281						4.5% 20 Jan 2042						157,568												157,477
						GNMA II POOL 782909						5.5% 20 Sep 2039						85,846												88,752
						GNMA II POOL 783755						3% 20 Apr 2043						731,308												664,971
						GNMA II POOL 783976						3.5% 20 Apr 2043						364,815												343,655
						GNMA II POOL MA0088						3.5% 20 May 2042						281,939												265,586
						GNMA II POOL MA0090						4.5% 20 May 2042						205,964												205,846
						GNMA II POOL MA0154						3.5% 20 Jun 2042						341,290												321,494
						GNMA II POOL MA0317						3% 20 Aug 2042						210,802												191,733
						GNMA II POOL MA0391						3% 20 Sep 2042						105,598												96,046
						GNMA II POOL MA0392						3.5% 20 Sep 2042						445,149												419,329
						GNMA II POOL MA0461						3% 20 Oct 2042						193,016												175,556

198

---

						GNMA II POOL MA0534						3.5% 20 Nov 2042						120,408												113,424
						GNMA II POOL MA0698						3% 20 Jan 2043						338,737												308,095
						GNMA II POOL MA0699						3.5% 20 Jan 2043						417,561												393,341
						GNMA II POOL MA0782						3% 20 Feb 2043						415,493												377,908
						GNMA II POOL MA0783						3.5% 20 Feb 2043						359,583												338,726
						GNMA II POOL MA0852						3.5% 20 Mar 2043						63,508												59,819
						GNMA II POOL MA0933						3% 20 Apr 2043						172,201												156,581
						GNMA II POOL MA0934						3.5% 20 Apr 2043						636,918												599,926
						GNMA II POOL MA1012						3.5% 20 May 2043						357,162												336,418
						GNMA II POOL MA1156						3% 20 Jul 2043						106,111												96,486
						GNMA II POOL MA1157						3.5% 20 Jul 2043						310,105												292,094
						GNMA II POOL MA1223						3% 20 Aug 2043						597,134												542,969
						GNMA II POOL MA1224						3.5% 20 Aug 2043						436,024												410,700
						GNMA II POOL MA1374						3% 20 Oct 2043						197,358												179,456
						GNMA II POOL MA1375						3.5% 20 Oct 2043						451,381												425,165
						GNMA II POOL MA1377						4.5% 20 Oct 2043						31,500												31,421
						GNMA II POOL MA1602						4.5% 20 Jan 2044						100,868												100,615
						GNMA II POOL MA1677						3.5% 20 Feb 2044						42,422												39,958
						GNMA II POOL MA1679						4.5% 20 Feb 2044						123,999												123,689
						GNMA II POOL MA1760						3.5% 20 Mar 2044						235,034												221,383
						GNMA II POOL MA1840						4.5% 20 Apr 2044						233,605												233,021
						GNMA II POOL MA1995						3.5% 20 Jun 2044						348,577												327,999
						GNMA II POOL MA1997						4.5% 20 Jun 2044						47,375												47,256
						GNMA II POOL MA2073						3.5% 20 Jul 2044						39,591												37,254
						GNMA II POOL MA2148						3.5% 20 Aug 2044						208,235												195,942
						GNMA II POOL MA2225						4.5% 20 Sep 2044						190,948												189,991
						GNMA II POOL MA2303						3.5% 20 Oct 2044						204,554												192,479
						GNMA II POOL MA2305						4.5% 20 Oct 2044						155,801												155,020
						GNMA II POOL MA2445						3.5% 20 Dec 2044						206,260												194,083
						GNMA II POOL MA2521						3.5% 20 Jan 2045						689,019												648,344
						GNMA II POOL MA2601						3.5% 20 Feb 2045						225,245												211,948
						GNMA II POOL MA2678						3.5% 20 Mar 2045						128,217												120,510
						GNMA II POOL MA2680						4.5% 20 Mar 2045						179,583												179,134
						GNMA II POOL MA2754						3.5% 20 Apr 2045						243,533												228,894
						GNMA II POOL MA2756						4.5% 20 Apr 2045						209,875												209,350
						GNMA II POOL MA2826						3.5% 20 May 2045						322,821												303,416
						GNMA II POOL MA2827						4% 20 May 2045						118,032												113,917
						GNMA II POOL MA2892						3.5% 20 Jun 2045						298,286												280,356
						GNMA II POOL MA2960						3% 20 Jul 2045						449,602												407,502
						GNMA II POOL MA2961						3.5% 20 Jul 2045						273,546												257,103
						GNMA II POOL MA2962						4% 20 Jul 2045						603,113												582,089
						GNMA II POOL MA3035						4% 20 Aug 2045						207,825												200,581
						GNMA II POOL MA3036						4.5% 20 Aug 2045						108,207												107,664
						GNMA II POOL MA3105						3.5% 20 Sep 2045						904,290												849,932
						GNMA II POOL MA3106						4% 20 Sep 2045						519,886												501,763
						GNMA II POOL MA3107						4.5% 20 Sep 2045						249,947												248,693
						GNMA II POOL MA3172						3% 20 Oct 2045						1,321,812												1,198,039
						GNMA II POOL MA3174						4% 20 Oct 2045						288,601												278,541

199

---

						GNMA II POOL MA3244						3.5% 20 Nov 2045						386,636												363,395
						GNMA II POOL MA3245						4% 20 Nov 2045						309,166												298,389
						GNMA II POOL MA3246						4.5% 20 Nov 2045						128,428												127,784
						GNMA II POOL MA3309						3% 20 Dec 2045						497,450												450,870
						GNMA II POOL MA3310						3.5% 20 Dec 2045						272,768												256,372
						GNMA II POOL MA3311						4% 20 Dec 2045						239,182												230,844
						GNMA II POOL MA3375						3% 20 Jan 2046						502,665												455,596
						GNMA II POOL MA3376						3.5% 20 Jan 2046						286,366												269,152
						GNMA II POOL MA3596						3% 20 Apr 2046						362,441												328,484
						GNMA II POOL MA3599						4.5% 20 Apr 2046						57,607												57,318
						GNMA II POOL MA3662						3% 20 May 2046						702,268												636,472
						GNMA II POOL MA3663						3.5% 20 May 2046						732,590												687,339
						GNMA II POOL MA3735						3% 20 Jun 2046						576,991												522,933
						GNMA II POOL MA3804						4% 20 Jul 2046						91,819												88,600
						GNMA II POOL MA3873						3% 20 Aug 2046						1,036,369												939,271
						GNMA II POOL MA3939						4.5% 20 Sep 2046						26,332												26,302
						GNMA II POOL MA4004						3.5% 20 Oct 2046						692,551												649,773
						GNMA II POOL MA4261						3% 20 Feb 2047						603,904												547,324
						GNMA II POOL MA4263						4% 20 Feb 2047						480,412												463,571
						GNMA II POOL MA4320						3% 20 Mar 2047						560,768												509,332
						GNMA II POOL MA4381						3% 20 Apr 2047						746,002												676,029
						GNMA II POOL MA4450						3% 20 May 2047						1,086,202												984,320
						GNMA II POOL MA4452						4% 20 May 2047						449,199												431,861
						GNMA II POOL MA4509						3% 20 Jun 2047						978,538												887,865
						GNMA II POOL MA4585						3% 20 Jul 2047						1,167,587												1,058,071
						GNMA II POOL MA4587						4% 20 Jul 2047						991,435												953,168
						GNMA II POOL MA4588						4.5% 20 Jul 2047						413,296												406,474
						GNMA II POOL MA4651						3% 20 Aug 2047						307,989												279,101
						GNMA II POOL MA4653						4% 20 Aug 2047						628,985												604,708
						GNMA II POOL MA4779						4% 20 Oct 2047						94,797												91,138
						GNMA II POOL MA4836						3% 20 Nov 2047						1,163,689												1,054,539
						GNMA II POOL MA4899						3% 20 Dec 2047						60,864												55,155
						GNMA II POOL MA5078						4% 20 Mar 2048						122,763												118,024
						GNMA II POOL MA5190						3% 20 May 2048						105,554												95,653
						GNMA II POOL MA5623						3.5% 20 Dec 2033						67,979												65,117
						GNMA II POOL MA6038						3% 20 Jul 2049						959,956												866,361
						GNMA II POOL MA6153						3% 20 Sep 2049						—												0
						GNMA II POOL MA7052						2.5% 20 Dec 2050						718,439												626,576
						GNMA II POOL MA7311						2% 20 Apr 2051						4,763,768												4,008,670
						GNMA II POOL MA7312						2.5% 20 Apr 2051						4,715,659												4,103,911
						GNMA II POOL MA7366						2% 20 May 2051						5,139,579												4,323,320
						GNMA II POOL MA7367						2.5% 20 May 2051						1,835,906												1,597,171
						GNMA II POOL MA7417						2% 20 Jun 2051						5,917,911												4,976,206
						GNMA II POOL MA7418						2.5% 20 Jun 2051						2,929,079												2,547,285
						GNMA II POOL MA7471						2% 20 Jul 2051						2,763,996												2,323,311
						GNMA II POOL MA7472						2.5% 20 Jul 2051						3,398,476												2,950,653
						GNMA II POOL MA7534						2.5% 20 Aug 2051						6,456,408												5,603,215
						GNMA II POOL MA7649						2.5% 20 Oct 2051						1,441,996												1,250,751

200

---

						GNMA II POOL MA7826						2% 20 Jan 2052						1,813,230												1,519,277
						GNMA II POOL MA7881						2.5% 20 Feb 2052						1,230,512												1,066,387
						GNMA II POOL MA7935						2% 20 Mar 2052						1,138,178												952,326
						GNMA II POOL MA8043						3% 20 May 2052						461,458												411,065
						GNMA II POOL MA8046						4.5% 20 May 2052						269,225												261,043
						GNMA II POOL MA8097						2.5% 20 Jun 2052						241,607												209,109
						GNMA II POOL MA8098						3% 20 Jun 2052						195,697												174,613
						GNMA II POOL MA8099						3.5% 20 Jun 2052						397,097												364,460
						GNMA II POOL MA8149						3.5% 20 Jul 2052						1,023,288												940,051
						GNMA II POOL MA8150						4% 20 Jul 2052						1,243,395												1,175,964
						GNMA II POOL MA8200						4% 20 Aug 2052						791,783												748,844
						GNMA II POOL MA8202						5% 20 Aug 2052						2,275,938												2,254,462
						GNMA II POOL MA8267						4% 20 Sep 2052						592,039												559,932
						GNMA II POOL MA8268						4.5% 20 Sep 2052						754,644												731,711
						GNMA II POOL MA8345						3.5% 20 Oct 2052						122,228												112,182
						GNMA II POOL MA8348						5% 20 Oct 2052						771,755												764,473
						GNMA II POOL MA8426						4% 20 Nov 2052						199,632												188,805
						GNMA II TBA 30 YR 5.5						5.5% 23 Jan 2053						1,040,000												1,045,242
						GOLDMAN SACHS GROUP INC						3.85% 08 Jul 2024						705,000												691,802
						GOLDMAN SACHS GROUP INC						6.75% 01 Oct 2037						495,000												526,987
						GOLDMAN SACHS GROUP INC						6.25% 01 Feb 2041						950,000												994,631
						GOLDMAN SACHS GROUP INC						3.85% 26 Jan 2027						1,815,000												1,729,405
						GOLDMAN SACHS GROUP INC						1% 22 Apr 2032						1,190,000												951,298
						GOLDMAN SACHS GROUP INC						3.75% 22 May 2025						830,000												804,046
						GOLDMAN SACHS GROUP INC						1% 31 Oct 2038						285,000												234,495
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						3,773,310												3,773,310
						HALLIBURTON CO						5% 15 Nov 2045						535,000												477,215
						HARTFORD FINL SVCS GRP						6.1% 01 Oct 2041						435,000												439,685
						HCA INC						5.25% 15 Jun 2026						160,000												158,269
						HCA INC						2.375% 15 Jul 2031						1,420,000												1,104,334
						HIGHWOODS REALTY LP						2.6% 01 Feb 2031						910,000												675,338
						HOME DEPOT INC						4.25% 01 Apr 2046						880,000												768,891
						HOME DEPOT INC						4.5% 06 Dec 2048						585,000												537,966
						HORMEL FOODS CORP						1.8% 11 Jun 2030						1,615,000												1,320,053
						HP INC						4% 15 Apr 2029						500,000												458,735
						HSBC HOLDINGS PLC						6.5% 15 Sep 2037						420,000												430,630
						HSBC HOLDINGS PLC						3.9% 25 May 2026						2,255,000												2,153,232
						HSBC HOLDINGS PLC						1% 19 Jun 2029						1,410,000												1,299,428
						HUMANA INC						4.625% 01 Dec 2042						495,000												434,625
						HUNTSMAN INTERNATIONAL L						4.5% 01 May 2029						645,000												581,371
						ILLINOIS ST						5.1% 01 Jun 2033						260,000												248,705
						ILLUMINA INC						2.55% 23 Mar 2031						825,000												662,450
						INTEL CORP						3.25% 15 Nov 2049						730,000												499,181
						INTEL CORP						3.1% 15 Feb 2060						1,265,000												792,434
						INTER AMERICAN DEVEL BK						1.5% 13 Jan 2027						1,900,000												1,714,180
						INTERCONTINENTALEXCHANGE						1.85% 15 Sep 2032						890,000												671,683
						INTERCONTINENTALEXCHANGE						3% 15 Sep 2060						430,000												269,791
						INTERNATIONAL PAPER CO						7.3% 15 Nov 2039						420,000												454,961

201

---

						INTERSTATE POWER + LIGHT						3.5% 30 Sep 2049						500,000												359,060
						INTL BK RECON + DEVELOP						2.5% 25 Nov 2024						1,895,000												1,825,169
						INTL BK RECON + DEVELOP						3.125% 15 Jun 2027						2,450,000												2,352,319
						INTL BK RECON + DEVELOP						3.625% 21 Sep 2029						2,020,000												1,963,662
						INTL BK RECON + DEVELOP						4.75% 15 Feb 2035						665,000												693,981
						ITALY GOV T INT BOND						3.875% 06 May 2051						850,000												568,812
						JACKSON FINANCIAL INC						4% 23 Nov 2051						535,000												342,571
						JOHN DEERE CAPITAL CORP						3.35% 18 Apr 2029						1,300,000												1,206,140
						JOHNSON + JOHNSON						5.85% 15 Jul 2038						330,000												367,858
						JOHNSON + JOHNSON						2.45% 01 Mar 2026						1,365,000												1,284,902
						JOHNSON + JOHNSON						2.25% 01 Sep 2050						490,000												307,421
*						JPMORGAN CHASE + CO						5.5% 15 Oct 2040						680,000												679,279
*						JPMORGAN CHASE + CO						4.125% 15 Dec 2026						1,665,000												1,611,887
*						JPMORGAN CHASE + CO						3.3% 01 Apr 2026						2,205,000												2,095,345
*						JPMORGAN CHASE + CO						1% 23 Jan 2049						775,000												601,160
*						JPMORGAN CHASE + CO						1% 15 Oct 2030						1,745,000												1,468,470
*						JPMORGAN CHASE + CO						1% 22 Apr 2026						615,000												570,769
*						JPMORGAN CHASE + CO						1% 22 Apr 2041						790,000												575,823
						JPN BANK FOR INT L COOP						3% 29 May 2024						1,500,000												1,460,055
						KENTUCKY UTILITIES CO						5.125% 01 Nov 2040						400,000												380,572
						KEURIG DR PEPPER INC						4.42% 15 Dec 2046						710,000												587,972
						KEURIG DR PEPPER INC						3.2% 01 May 2030						590,000												515,796
						KFW						0.5% 20 Sep 2024						3,200,000												2,984,736
						KINDER MORGAN ENER PART						6.95% 15 Jan 2038						680,000												724,914
						KINDER MORGAN INC						5.3% 01 Dec 2034						765,000												718,565
						KLA CORP						4.95% 15 Jul 2052						250,000												235,463
						KRAFT HEINZ FOODS CO						4.375% 01 Jun 2046						575,000												471,276
						KROGER CO						4.45% 01 Feb 2047						710,000												602,314
						LLOYDS BANKING GROUP PLC						4.344% 09 Jan 2048						450,000												330,683
						LLOYDS BANKING GROUP PLC						1% 11 Aug 2026						1,000,000												976,530
						LOCKHEED MARTIN CORP						3.8% 01 Mar 2045						770,000												633,333
						LOWE S COS INC						1.7% 15 Oct 2030						775,000												608,143
						LOWE S COS INC						3.5% 01 Apr 2051						815,000												570,614
						LYB INT FINANCE III						3.375% 01 Oct 2040						990,000												706,712
						MAGELLAN MIDSTREAM PARTN						3.95% 01 Mar 2050						515,000												380,364
						MARATHON OIL CORP						4.4% 15 Jul 2027						1,375,000												1,315,311
						MARATHON PETROLEUM CORP						6.5% 01 Mar 2041						740,000												766,374
						MARRIOTT INTERNATIONAL						3.5% 15 Oct 2032						495,000												412,716
						MARSH + MCLENNAN COS INC						3.875% 15 Mar 2024						990,000												976,526
						MASTERCARD INC						3.5% 26 Feb 2028						1,635,000												1,555,457
						MCDONALD S CORP						4.6% 26 May 2045						795,000												711,430
						MEDTRONIC INC						4.625% 15 Mar 2045						164,000												153,309
						MERCK + CO INC						2.35% 24 Jun 2040						385,000												270,089
						MERCK + CO INC						2.75% 10 Dec 2051						775,000												523,776
						MET TRANSPRTN AUTH NY REVENUE						6.814% 15 Nov 2040						550,000												595,156
						META PLATFORMS INC						3.85% 15 Aug 2032						1,000,000												879,937
*						METLIFE INC						6.375% 15 Jun 2034						655,000												728,845
*						METLIFE INC						3.6% 10 Apr 2024						1,485,000												1,459,206

202

---

						MICRON TECHNOLOGY INC						3.477% 01 Nov 2051						790,000												494,785
						MICROSOFT CORP						2.4% 08 Aug 2026						1,650,000												1,541,265
						MICROSOFT CORP						2.525% 01 Jun 2050						890,000												593,799
						MICROSOFT CORP						2.921% 17 Mar 2052						1,000,000												712,600
						MID AMERICA APARTMENTS						3.95% 15 Mar 2029						870,000												823,351
						MITSUBISHI UFJ FIN GRP						1% 20 Jul 2033						2,000,000												1,917,520
						MIZUHO FINANCIAL GROUP						4.018% 05 Mar 2028						1,385,000												1,307,052
						MORGAN STANLEY						1% 28 Apr 2026						1,965,000												1,823,736
						MORGAN STANLEY						1% 28 Apr 2032						760,000												575,784
						MORGAN STANLEY						1% 25 Jan 2052						1,145,000												714,755
						MORGAN STANLEY						1% 22 Jul 2038						1,030,000												868,290
						MORGAN STANLEY						3.875% 29 Apr 2024						1,275,000												1,256,054
						MORGAN STANLEY BAML TRUST						3.741% 15 Aug 2047						1,400,000												1,358,496
						MORGAN STANLEY CAPITAL I TRUST						4.177% 15 Jul 2051						2,096,513												1,975,710
						MPLX LP						4.125% 01 Mar 2027						1,125,000												1,065,060
						MPLX LP						4.5% 15 Apr 2038						710,000												598,225
						NASDAQ INC						3.25% 28 Apr 2050						400,000												271,176
						NATWEST GROUP PLC						1% 27 Jan 2030						1,635,000												1,540,611
						NEW JERSEY ST TURNPIKE AUTH TU						7.102% 01 Jan 2041						470,000												565,582
						NEWMONT CORP						6.25% 01 Oct 2039						435,000												459,456
						NEXTERA ENERGY CAPITAL						5% 15 Jul 2032						750,000												740,910
						NIKE INC						3.375% 27 Mar 2050						435,000												342,436
						NISOURCE INC						4.375% 15 May 2047						495,000												416,785
						NORFOLK SOUTHERN CORP						4.15% 28 Feb 2048						710,000												586,091
						NORTHERN TRUST CORP						1.95% 01 May 2030						825,000												680,180
						NORTHROP GRUMMAN CORP						3.25% 15 Jan 2028						1,920,000												1,779,110
						NOVARTIS CAPITAL CORP						1.75% 14 Feb 2025						1,490,000												1,405,875
						NVIDIA CORP						3.7% 01 Apr 2060						375,000												280,590
						ONCOR ELECTRIC DELIVERY						2.75% 15 May 2030						1,015,000												885,902
						ONEOK INC						4.45% 01 Sep 2049						880,000												661,637
						ONTARIO (PROVINCE OF)						2.125% 21 Jan 2032						1,725,000												1,438,029
						ORACLE CORP						5.375% 15 Jul 2040						475,000												438,838
						ORACLE CORP						2.95% 15 May 2025						1,980,000												1,881,238
						ORACLE CORP						3.9% 15 May 2035						540,000												451,958
						ORACLE CORP						4% 15 Jul 2046						995,000												733,365
						ORACLE CORP						2.875% 25 Mar 2031						1,240,000												1,032,139
						ORANGE SA						5.375% 13 Jan 2042						210,000												204,408
						OTIS WORLDWIDE CORP						3.362% 15 Feb 2050						855,000												600,757
						PACIFIC GAS + ELECTRIC						2.1% 01 Aug 2027						1,535,000												1,315,449
						PACIFIC GAS + ELECTRIC						3.3% 01 Aug 2040						855,000												581,648
						PACIFIC GAS + ELECTRIC						3.5% 01 Aug 2050						550,000												347,699
						PACIFIC GAS + ELECTRIC						4.5% 01 Jul 2040						455,000												357,443
						PARAMOUNT GLOBAL						2.9% 15 Jan 2027						575,000												516,615
						PARAMOUNT GLOBAL						4.95% 19 May 2050						545,000												398,499
						PAYPAL HOLDINGS INC						1.65% 01 Jun 2025						1,755,000												1,628,307
						PEPSICO INC						3.9% 18 Jul 2032						1,800,000												1,707,750
						PFIZER INC						2.75% 03 Jun 2026						2,160,000												2,039,450
						PFIZER INC						4% 15 Dec 2036						615,000												563,943

203

---

						PFIZER INC						2.55% 28 May 2040						595,000												434,356
						PHILIP MORRIS INTL INC						3.125% 17 Aug 2027						2,180,000												2,023,781
						PHILLIPS 66						4.875% 15 Nov 2044						425,000												392,475
						PHILLIPS 66						1.3% 15 Feb 2026						740,000												663,232
						PLAINS ALL AMER PIPELINE						4.7% 15 Jun 2044						420,000												319,515
						PNC FINANCIAL SERVICES						1% 02 Dec 2028						1,000,000												1,007,450
						PORT AUTH OF NEW YORK NEW JE						4.926% 01 Oct 2051						425,000												404,751
						PROLOGIS LP						3% 15 Apr 2050						490,000												328,971
						PROVINCE OF QUEBEC						2.5% 20 Apr 2026						1,495,000												1,409,097
*						PRUDENTIAL FINANCIAL INC						3.935% 07 Dec 2049						683,000												538,252
						PUBLIC SERVICE ELECTRIC						3.85% 01 May 2049						470,000												375,859
						QUALCOMM INC						1.3% 20 May 2028						1,473,000												1,248,780
						RALPH LAUREN CORP						2.95% 15 Jun 2030						445,000												384,387
						RAYTHEON TECH CORP						3.5% 15 Mar 2027						490,000												467,632
						RAYTHEON TECH CORP						4.5% 01 Jun 2042						405,000												366,918
						RAYTHEON TECH CORP						3.125% 04 May 2027						2,145,000												2,001,650
						REALTY INCOME CORP						3.4% 15 Jan 2028						845,000												779,301
						REPUBLIC OF CHILE						3.24% 06 Feb 2028						990,000												921,284
						REPUBLIC OF CHILE						3.1% 22 Jan 2061						400,000												250,744
						REPUBLIC OF INDONESIA						4.45% 15 Apr 2070						990,000												834,451
						REPUBLIC OF PANAMA						4.5% 16 Apr 2050						675,000												512,136
						REPUBLIC OF PANAMA						3.87% 23 Jul 2060						400,000												258,768
						REPUBLIC OF PERU						6.55% 14 Mar 2037						620,000												657,715
						REPUBLIC OF PERU						1.862% 01 Dec 2032						990,000												727,046
						REPUBLIC OF PHILIPPINES						3.95% 20 Jan 2040						950,000												806,712
						REPUBLIC OF PHILIPPINES						3.7% 02 Feb 2042						835,000												681,009
						REPUBLICA ORIENT URUGUAY						4.375% 23 Jan 2031						1,115,000												1,108,087
						REXFORD INDUSTRIAL REALT						2.125% 01 Dec 2030						380,000												297,263
						ROGERS COMMUNICATIONS IN						4.35% 01 May 2049						740,000												563,673
						ROSS STORES INC						1.875% 15 Apr 2031						1,120,000												882,739
						ROYAL BANK OF CANADA						2.55% 16 Jul 2024						1,240,000												1,196,873
						SALESFORCE INC						2.9% 15 Jul 2051						1,115,000												746,303
						SANTANDER UK GROUP HLDGS						1% 15 Mar 2032						1,150,000												891,319
						SEMPRA ENERGY						4% 01 Feb 2048						490,000												385,498
						SHELL INTERNATIONAL FIN						4.375% 11 May 2045						515,000												453,370
						SHELL INTERNATIONAL FIN						2.875% 10 May 2026						910,000												858,494
						SHELL INTERNATIONAL FIN						3.25% 06 Apr 2050						665,000												484,273
						SHIRE ACQ INV IRELAND DA						3.2% 23 Sep 2026						1,985,000												1,868,183
						SIMON PROPERTY GROUP LP						3.25% 13 Sep 2049						465,000												308,979
						SOUTHERN CAL EDISON						3.65% 01 Mar 2028						1,485,000												1,389,975
						SOUTHERN CAL EDISON						2.95% 01 Feb 2051						545,000												350,337
						SOUTHERN CALIF GAS CO						5.125% 15 Nov 2040						405,000												386,289
						SOUTHERN CO						4.25% 01 Jul 2036						740,000												649,172
						SOUTHERN COPPER CORP						6.75% 16 Apr 2040						620,000												695,516
						SOUTHWEST AIRLINES CO						2.625% 10 Feb 2030						1,265,000												1,049,608
						STANLEY BLACK + DECKER I						3.4% 01 Mar 2026						1,990,000												1,897,764
						STARBUCKS CORP						4% 15 Nov 2028						1,175,000												1,121,432
						STATE OF ISRAEL						3.875% 03 Jul 2050						1,255,000												1,057,551

204

---

						STEEL DYNAMICS INC						3.25% 15 Oct 2050						565,000												369,295
						STORE CAPITAL CORP						2.75% 18 Nov 2030						1,115,000												853,454
						SUMITOMO MITSUI FINL GRP						2.696% 16 Jul 2024						2,205,000												2,116,624
						SUMITOMO MITSUI FINL GRP						0.948% 12 Jan 2026						2,230,000												1,967,105
						SUNCOR ENERGY INC						6.5% 15 Jun 2038						420,000												433,948
						SYSCO CORPORATION						6.6% 01 Apr 2050						394,000												426,816
						T MOBILE USA INC						4.5% 15 Apr 2050						930,000												764,423
						T MOBILE USA INC						3.5% 15 Apr 2025						1,910,000												1,839,903
						T MOBILE USA INC						3.4% 15 Oct 2052						500,000												340,995
						TARGET CORP						2.35% 15 Feb 2030						1,075,000												914,890
						TECK RESOURCES LIMITED						6.25% 15 Jul 2041						740,000												728,241
						TELEFONICA EMISIONES SAU						5.213% 08 Mar 2047						400,000												324,036
						TELEFONICA EMISIONES SAU						4.665% 06 Mar 2038						365,000												290,814
						TENN VALLEY AUTHORITY						6.15% 15 Jan 2038						175,000												199,574
						TENN VALLEY AUTHORITY						4.65% 15 Jun 2035						65,000												64,646
						TENN VALLEY AUTHORITY						5.375% 01 Apr 2056						50,000												53,266
						TENN VALLEY AUTHORITY						2.875% 01 Feb 2027						3,000,000												2,856,030
						THERMO FISHER SCIENTIFIC						1.75% 15 Oct 2028						1,635,000												1,388,998
						THOMSON REUTERS CORP						5.65% 23 Nov 2043						495,000												455,454
						TIME WARNER CABLE ENTRMN						8.375% 15 Jul 2033						590,000												658,588
						TORONTO DOMINION BANK						2.65% 12 Jun 2024						1,980,000												1,918,303
						TOTALENERGIES CAP INTL						2.986% 29 Jun 2041						565,000												423,609
						TOYOTA MOTOR CREDIT CORP						3.2% 11 Jan 2027						1,485,000												1,398,543
						TRACTOR SUPPLY CO						1.75% 01 Nov 2030						705,000												541,616
						TRANSCANADA PIPELINES						4.875% 15 May 2048						430,000												377,200
						TRAVELERS COS INC						2.55% 27 Apr 2050						470,000												294,342
						TRUIST FINANCIAL CORP						1% 06 Jun 2028						1,000,000												957,780
						TYSON FOODS INC						4.35% 01 Mar 2029						495,000												473,918
						UDR INC						2.1% 15 Jun 2033						500,000												358,900
						UNION PACIFIC CORP						2.75% 01 Mar 2026						740,000												700,965
						UNION PACIFIC CORP						3.799% 01 Oct 2051						1,000,000												804,110
						UNITED AIR 2020 1 A PTT						5.875% 15 Apr 2029						466,326												459,285
						UNITED MEXICAN STATES						6.75% 27 Sep 2034						1,300,000												1,365,715
						UNITED MEXICAN STATES						4.75% 08 Mar 2044						1,200,000												971,688
						UNITED MEXICAN STATES						4.75% 27 Apr 2032						1,220,000												1,147,007
						UNITED MEXICAN STATES						5% 27 Apr 2051						445,000												363,507
						UNITED PARCEL SERVICE						4.875% 15 Nov 2040						380,000												367,110
						UNITED PARCEL SERVICE						3.75% 15 Nov 2047						375,000												308,648
						UNITEDHEALTH GROUP INC						4.25% 15 Mar 2043						545,000												485,682
						UNITEDHEALTH GROUP INC						3.875% 15 Dec 2028						1,895,000												1,810,938
						UNITEDHEALTH GROUP INC						1.25% 15 Jan 2026						1,705,000												1,547,901
						UNIV SOUTHERN CALIFORIA						3.028% 01 Oct 2039						480,000												377,726
						US BANCORP						1% 27 Jan 2028						1,500,000												1,350,960
						US DOLLAR												14,813												14,813
						US TREASURY N/B						3.5% 15 Feb 2039						11,395,000												10,768,275
						US TREASURY N/B						4.5% 15 Aug 2039						1,450,000												1,544,023
						US TREASURY N/B						3.75% 15 Aug 2041						4,190,000												4,000,141
						US TREASURY N/B						3.125% 15 Nov 2041						10,085,000												8,758,192

205

---

						US TREASURY N/B						3.375% 15 May 2044						5,810,000												5,151,836
						US TREASURY N/B						3.125% 15 Aug 2044						3,020,000												2,564,641
						US TREASURY N/B						3% 15 Nov 2044						13,540,000												11,253,009
						US TREASURY N/B						3% 15 Feb 2047						2,355,000												1,939,563
						US TREASURY N/B						3% 15 May 2047						2,555,000												2,103,484
						US TREASURY N/B						2.75% 15 Aug 2047						730,000												573,963
						US TREASURY N/B						3.125% 15 May 2048						1,810,000												1,531,995
						US TREASURY N/B						3.375% 15 Nov 2048						7,015,000												6,234,581
						US TREASURY N/B						2.875% 15 May 2049						8,585,000												6,955,191
						US TREASURY N/B						2.375% 15 Nov 2049						940,000												686,053
						US TREASURY N/B						2% 15 Feb 2050						3,895,000												2,592,609
						US TREASURY N/B						1.875% 15 Feb 2041						12,360,000												8,798,775
						US TREASURY N/B						1.75% 15 Aug 2041						2,890,000												1,994,100
						US TREASURY N/B						1.875% 15 Nov 2051						30,000												19,181
						US TREASURY N/B						2% 15 Nov 2041						5,800,000												4,171,469
						US TREASURY N/B						2.25% 15 Feb 2052						11,455,000												8,054,297
						US TREASURY N/B						2.375% 15 Feb 2042						5,700,000												4,386,328
						US TREASURY N/B						2.875% 15 May 2052						6,695,000												5,420,858
						US TREASURY N/B						3% 15 Aug 2052						6,005,000												5,007,607
						US TREASURY N/B						3.375% 15 Aug 2042						7,910,000												7,122,708
						US TREASURY N/B						1.5% 15 Aug 2026						10,415,000												9,502,874
						US TREASURY N/B						2.25% 31 Oct 2024						8,740,000												8,395,180
						US TREASURY N/B						2.875% 15 Aug 2028						11,110,000												10,482,459
						US TREASURY N/B						3.125% 15 Nov 2028						8,500,000												8,120,820
						US TREASURY N/B						2.625% 15 Feb 2029						7,540,000												6,985,692
						US TREASURY N/B						2.25% 30 Apr 2024						14,215,000												13,765,229
						US TREASURY N/B						2.375% 15 Aug 2024						8,645,000												8,342,763
						US TREASURY N/B						2.25% 15 Nov 2024						13,115,000												12,600,646
						US TREASURY N/B						2% 15 Feb 2025						8,920,000												8,492,119
						US TREASURY N/B						2% 15 Aug 2025						9,560,000												9,032,706
						US TREASURY N/B						1.625% 15 May 2026						12,165,000												11,212,709
						US TREASURY N/B						2% 15 Nov 2026						21,450,000												19,846,277
						US TREASURY N/B						2.25% 31 Jan 2024						215,000												209,331
						US TREASURY N/B						2.25% 15 Feb 2027						22,900,000												21,325,625
						US TREASURY N/B						2.375% 15 May 2027						12,435,000												11,606,324
						US TREASURY N/B						1.5% 31 Jan 2027						5,830,000												5,269,318
						US TREASURY N/B						1.5% 15 Feb 2030						4,710,000												4,022,634
						US TREASURY N/B						0.5% 31 May 2027						29,855,000												25,626,319
						US TREASURY N/B						0.25% 31 May 2025						26,445,000												24,013,300
						US TREASURY N/B						0.5% 30 Jun 2027						13,915,000												11,917,980
						US TREASURY N/B						0.25% 15 May 2024						7,320,000												6,890,522
						US TREASURY N/B						0.625% 31 Jul 2026						9,560,000												8,455,372
						US TREASURY N/B						1.25% 30 Sep 2028						3,635,000												3,127,804
						US TREASURY N/B						0.875% 30 Sep 2026						11,340,000												10,079,311
						US TREASURY N/B						1% 15 Dec 2024						12,275,000												11,491,030
						US TREASURY N/B						1.75% 31 Jan 2029						2,705,000												2,381,879
						US TREASURY N/B						1.5% 15 Feb 2025						23,675,000												22,295,191
						US TREASURY N/B						2.375% 31 Mar 2029						4,620,000												4,213,223

206

---

						US TREASURY N/B						2.75% 30 Apr 2027						17,937,000												17,017,729
						US TREASURY N/B						2.875% 15 May 2032						11,790,000												10,913,119
						US TREASURY N/B						3% 30 Jun 2024						15,360,000												14,991,600
						US TREASURY N/B						2.75% 31 Jul 2027						6,425,000												6,087,186
						US TREASURY N/B						2.75% 15 Aug 2032						10,480,000												9,577,738
						US TREASURY N/B						3.125% 31 Aug 2029						2,915,000												2,775,171
						US TREASURY N/B						4.125% 31 Oct 2027						10,300,000												10,356,328
						US TREASURY N/B						4.125% 15 Nov 2032						34,665,000												35,499,127
						VALE OVERSEAS LIMITED						6.875% 10 Nov 2039						495,000												524,057
						VALERO ENERGY CORP						6.625% 15 Jun 2037						440,000												472,899
						VENTAS REALTY LP						4.125% 15 Jan 2026						1,635,000												1,585,525
						VERIZON COMMUNICATIONS						4.125% 15 Aug 2046						345,000												278,167
						VERIZON COMMUNICATIONS						4.329% 21 Sep 2028						551,000												531,561
						VERIZON COMMUNICATIONS						2.65% 20 Nov 2040						20,000												13,573
						VERIZON COMMUNICATIONS						2.875% 20 Nov 2050						320,000												201,856
						VERIZON COMMUNICATIONS						3% 20 Nov 2060						730,000												438,971
						VERIZON COMMUNICATIONS						2.987% 30 Oct 2056						132,000												81,317
						VERIZON COMMUNICATIONS						0.75% 22 Mar 2024						175,000												166,138
						VERIZON COMMUNICATIONS						1.45% 20 Mar 2026						1,875,000												1,686,675
						VERIZON COMMUNICATIONS						2.355% 15 Mar 2032						2,255,000												1,795,792
						VIATRIS INC						2.7% 22 Jun 2030						705,000												554,377
						VIATRIS INC						4% 22 Jun 2050						240,000												149,237
						VIRGINIA ELEC + POWER CO						3.8% 01 Apr 2028						1,705,000												1,612,401
						VIRGINIA ELEC + POWER CO						3.3% 01 Dec 2049						450,000												323,973
						VISA INC						3.15% 14 Dec 2025						970,000												936,283
						VISA INC						2.7% 15 Apr 2040						605,000												460,671
						VODAFONE GROUP PLC						5% 30 May 2038						515,000												475,700
						VODAFONE GROUP PLC						5.25% 30 May 2048						495,000												440,956
						VONTIER CORP						1.8% 01 Apr 2026						1,485,000												1,256,013
*						VOYA FINANCIAL INC						5.7% 15 Jul 2043						495,000												461,394
						WALGREENS BOOTS ALLIANCE						4.1% 15 Apr 2050						402,000												297,826
						WALMART INC						3.3% 22 Apr 2024						990,000												970,913
						WALMART INC						2.5% 22 Sep 2041						635,000												466,255
						WALMART INC						2.65% 22 Sep 2051						405,000												278,843
						WALT DISNEY COMPANY/THE						2% 01 Sep 2029						1,855,000												1,561,502
						WALT DISNEY COMPANY/THE						3.5% 13 May 2040						895,000												725,380
						WARNERMEDIA HOLDINGS INC						4.279% 15 Mar 2032						1,145,000												947,362
						WASHINGTON ST						5.14% 01 Aug 2040						605,000												606,259
						WEC ENERGY GROUP INC						0.8% 15 Mar 2024						1,485,000												1,407,379
						WELLS FARGO + COMPANY						5.375% 02 Nov 2043						625,000												583,819
						WELLS FARGO + COMPANY						4.3% 22 Jul 2027						1,925,000												1,856,586
						WELLS FARGO + COMPANY						1% 30 Oct 2030						960,000												818,630
						WELLS FARGO + COMPANY						1% 30 Apr 2026						2,860,000												2,663,690
						WELLS FARGO + COMPANY						1% 30 Apr 2041						565,000												405,427
						WELLS FARGO COMMERCIAL MORTGAG						2.942% 15 Oct 2049						2,100,000												1,923,674
						WELLS FARGO COMMERCIAL MORTGAG						3.64% 15 Dec 2059						2,860,000												2,676,841
						WELLS FARGO COMMERCIAL MORTGAG						3.418% 15 Sep 2050						2,056,000												1,891,835
						WESTPAC BANKING CORP						2.963% 16 Nov 2040						645,000												429,228

207

---

						WILLIAMS COMPANIES INC						4% 15 Sep 2025						1,590,000												1,546,625
						WORKDAY INC						3.5% 01 Apr 2027						2,850,000												2,669,225
						WRKCO INC						4.9% 15 Mar 2029						990,000												954,657
						XCEL ENERGY INC						3.5% 01 Dec 2049						920,000												675,427
						ZOETIS INC						4.7% 01 Feb 2043						575,000												524,607
												Total : EXHIBIT E - Total Bond Market Fund																		$	1,372,075,114

n / a - Cost is not applicable

208

---

EXHIBIT F - Real Estate Investment Trust Fund

(Managed by State Street Global Advisors)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ACADIA REALTY TRUST						REIT USD.001						95,450												$	1,369,708
						AGREE REALTY CORP						REIT USD.0001						80,146												5,833,712
						ALEXANDER + BALDWIN INC						REIT						74,158												1,388,979
						ALEXANDER S INC						REIT USD1.0						2,381												523,963
						ALEXANDRIA REAL ESTATE EQUIT						REIT USD.01						155,691												23,189,361
						AMERICAN ASSETS TRUST INC						REIT USD.01						51,956												1,376,834
						AMERICAN HOMES 4 RENT A						REIT USD.01						314,358												9,700,819
						AMERICOLD REALTY TRUST INC						REIT USD.01						271,004												7,847,659
						APARTMENT INCOME REIT CO						REIT USD.01						154,817												5,449,019
						APARTMENT INVT + MGMT CO A						REIT USD.01						154,039												1,096,758
						APPLE HOSPITALITY REIT INC						REIT NPV						219,841												3,540,101
						ARMADA HOFFLER PROPERTIES IN						REIT USD.01						66,446												764,129
						AVALONBAY COMMUNITIES INC						REIT USD.01						140,736												23,200,093
						BOSTON PROPERTIES INC						REIT USD.01						149,593												10,346,032
						BRANDYWINE REALTY TRUST						REIT USD.01						174,794												1,074,983
						BRIXMOR PROPERTY GROUP INC						REIT USD.01						301,033												6,992,193
						BROADSTONE NET LEASE INC						REIT USD.00025						170,400												2,899,990
						CAMDEN PROPERTY TRUST						REIT USD.01						101,704												11,635,973
						CARETRUST REIT INC						REIT USD.01						97,944												1,819,800
						CBL + ASSOCIATES PROPERTIES						REIT USD.01						12,600												290,808
						CENTERSPACE						REIT						15,002												880,167
						CHATHAM LODGING TRUST						REIT USD.01						47,947												588,310
						CITY OFFICE REIT INC						REIT USD.01						45,188												378,675
						COMMUNITY HEALTHCARE TRUST I						REIT USD.01						23,865												854,367
						CORPORATE OFFICE PROPERTIES						REIT USD.01						113,393												3,011,452
						COUSINS PROPERTIES INC						REIT USD1.0						150,083												3,949,881
						CUBESMART						REIT USD.01						226,356												9,291,965
						DIAMONDROCK HOSPITALITY CO						REIT USD.01						213,137												1,745,592
						DIGITAL REALTY TRUST INC						REIT USD.01						289,432												29,592,899
						DJ US REAL ESTATE MAR23						XCBT 20230317						19,500												(108,925)
						DOUGLAS EMMETT INC						REIT USD.01						175,961												2,848,459
						EASTERLY GOVERNMENT PROPERTI						REIT USD.01						88,254												1,259,385
						EASTGROUP PROPERTIES INC						REIT						43,749												6,640,346
						ELME COMMUNITIES						REIT USD.01						88,000												1,566,400
						EMPIRE STATE REALTY TRUST A						REIT USD.01						142,212												958,509
						EPR PROPERTIES						REIT USD.01						75,795												2,858,987

209

---

						EQUINIX INC						REIT USD.001						91,700												61,245,309
						EQUITY COMMONWEALTH						REIT USD.01						111,160												2,870,551
						EQUITY LIFESTYLE PROPERTIES						REIT USD.01						177,597												11,737,636
						EQUITY RESIDENTIAL						REIT USD.01						358,933												21,654,966
						ESSENTIAL PROPERTIES REALTY						REIT USD.01						141,476												3,416,669
						ESSEX PROPERTY TRUST INC						REIT USD.0001						65,341												14,186,140
						EXTRA SPACE STORAGE INC						REIT USD.01						134,825												20,255,653
						FARMLAND PARTNERS INC						REIT USD.01						49,400												615,524
						FEDERAL REALTY INVS TRUST						REIT USD.01						73,212												7,569,113
						FIRST INDUSTRIAL REALTY TR						REIT USD.01						132,797												6,563,223
						FOUR CORNERS PROPERTY TRUST						REIT USD.0001						81,334												2,186,788
						GAMING AND LEISURE PROPERTIE						REIT						258,588												13,740,730
						GETTY REALTY CORP						REIT USD.01						40,075												1,356,539
						GLADSTONE COMMERCIAL CORP						REIT USD.001						38,320												708,920
						GLADSTONE LAND CORP						REIT USD.001						32,900												603,715
						GLOBAL MEDICAL REIT INC						REIT						62,700												594,396
						GLOBAL NET LEASE INC						REIT USD.01						105,564												1,326,939
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						2,392,907												2,392,907
						HEALTHCARE REALTY TRUST INC						REIT USD.01						383,977												7,545,708
						HEALTHPEAK PROPERTIES INC						REIT USD1.0						542,888												13,903,547
						HIGHWOODS PROPERTIES INC						REIT USD.01						105,742												3,039,810
						HOST HOTELS + RESORTS INC						REIT USD.01						719,262												11,796,176
						HUDSON PACIFIC PROPERTIES IN						REIT USD.01						140,395												1,366,043
						INDEPENDENCE REALTY TRUST IN						REIT USD.01						223,639												3,861,611
						INDUS REALTY TRUST INC						REIT USD.01						4,000												253,960
						INDUSTRIAL LOGISTICS PROPERT						REIT USD.01						65,228												213,296
						INNOVATIVE INDUSTRIAL PROPER						REIT USD.001						28,153												2,934,389
						INVENTRUST PROPERTIES CORP						REIT						68,100												1,611,927
						INVITATION HOMES INC						REIT USD.01						614,399												18,587,243
						IRON MOUNTAIN INC						REIT USD.01						291,824												14,891,405
						ISTAR INC						REIT USD.001						83,378												636,174
						JBG SMITH PROPERTIES						REIT USD.01						102,704												2,025,252
						KILROY REALTY CORP						REIT USD.01						105,212												4,196,167
						KIMCO REALTY CORP						REIT USD.01						621,537												13,464,942
						KITE REALTY GROUP TRUST						REIT USD.01						220,993												4,719,263
						LIFE STORAGE INC						REIT USD.01						85,047												8,554,434
						LTC PROPERTIES INC						REIT USD.01						39,850												1,497,595
						LXP INDUSTRIAL TRUST						REIT USD.0001						280,074												2,897,523
						MACERICH CO/THE						REIT USD.01						213,608												2,491,928
						MEDICAL PROPERTIES TRUST INC						REIT USD.001						601,988												6,868,822
						MID AMERICA APARTMENT COMM						REIT USD.01						116,154												18,627,497
						NATIONAL RETAIL PROPERTIES						REIT USD.01						177,425												8,338,628
						NATIONAL STORAGE AFFILIATES						REIT USD.01						87,665												3,249,542
						NATL HEALTH INVESTORS INC						REIT USD.01						44,545												2,414,914
						NECESSITY RETAIL REIT INC/TH						REIT						129,109												765,616
						NETSTREIT CORP						REIT USD.01						48,200												966,002
						NEXPOINT RESIDENTIAL						REIT USD.01						22,797												992,125
						OFFICE PROPERTIES INCOME TRU						REIT USD.01						47,320												631,722

210

---

						OMEGA HEALTHCARE INVESTORS						REIT USD.1						236,728												6,736,742
						ONE LIBERTY PROPERTIES INC						REIT USD1.0						17,387												386,339
						ORION OFFICE REIT INC						REIT USD.01						58,714												501,418
						PARAMOUNT GROUP INC						REIT USD.01						179,037												1,063,480
						PARK HOTELS + RESORTS INC						REIT USD.01						224,888												2,741,053
						PEBBLEBROOK HOTEL TRUST						REIT USD.01						130,961												1,753,568
						PHILLIPS EDISON + COMPANY IN						REIT USD.01						117,000												3,833,536
						PHYSICIANS REALTY TRUST						REIT USD.01						226,837												3,380,744
						PIEDMONT OFFICE REALTY TRU A						REIT USD.01						124,085												1,137,859
						PLYMOUTH INDUSTRIAL REIT INC						REIT USD.01						40,400												774,872
						PROLOGIS INC						REIT USD.01						927,877												106,809,125
						PUBLIC STORAGE						REIT USD.1						159,127												45,454,389
						REALTY INCOME CORP						REIT USD1.0						620,541												40,223,593
						REGENCY CENTERS CORP						REIT USD.01						154,827												9,901,696
						RETAIL OPPORTUNITY INVESTMEN						REIT USD.0001						124,484												1,870,995
						REXFORD INDUSTRIAL REALTY IN						REIT USD.01						172,026												9,612,606
						RLJ LODGING TRUST						REIT						162,322												1,718,990
						RPT REALTY						REIT USD.01						87,510												878,600
						RYMAN HOSPITALITY PROPERTIES						REIT USD.01						52,807												4,416,692
						SABRA HEALTH CARE REIT INC						REIT USD.01						232,919												2,895,183
						SAFEHOLD INC						REIT USD.01						25,882												740,743
						SAUL CENTERS INC						REIT USD.01						14,599												593,887
						SERVICE PROPERTIES TRUST						REIT USD.01						163,326												1,190,647
						SIMON PROPERTY GROUP INC						REIT USD.0001						328,924												39,487,862
						SITE CENTERS CORP						REIT USD.1						191,092												2,720,983
						SL GREEN REALTY CORP						REIT USD.01						64,644												2,179,796
						SPIRIT REALTY CAPITAL INC						REIT USD.05						136,936												5,607,618
						STAG INDUSTRIAL INC						REIT USD.01						179,996												5,896,446
						STORE CAPITAL CORP						REIT USD.01						254,122												8,390,826
						SUMMIT HOTEL PROPERTIES INC						REIT						106,622												769,811
						SUN COMMUNITIES INC						REIT USD.01						124,083												18,115,675
						SUNSTONE HOTEL INVESTORS INC						REIT USD.01						217,063												2,096,829
						TANGER FACTORY OUTLET CENTER						REIT USD.01						105,063												1,884,830
						TERRENO REALTY CORP						REIT USD.01						76,150												4,393,208
						UDR INC						REIT USD.01						326,945												12,937,578
						UMH PROPERTIES INC						REIT USD.1						53,215												856,762
						UNIVERSAL HEALTH RLTY INCOME						REIT USD.01						12,823												612,042
						URBAN EDGE PROPERTIES						REIT USD.01						118,538												1,670,200
						URSTADT BIDDLE CLASS A						REIT USD.01						31,362												594,310
						US DOLLAR												688,073												688,073
						VENTAS INC						REIT USD.25						402,284												18,501,328
						VERIS RESIDENTIAL INC						REIT USD.01						76,577												1,219,872
						VICI PROPERTIES INC						REIT USD.01						967,878												32,046,180
						VORNADO REALTY TRUST						REIT USD.04						162,936												3,501,004
						WELLTOWER INC						REIT USD1.0						466,620												31,196,578
						WHITESTONE REIT						REIT USD.001						49,000												472,360

211

---

						WP CAREY INC						REIT USD.001						193,835												15,492,076
						XENIA HOTELS + RESORTS INC						REIT USD.01						115,359												1,520,432
												Total : EXHIBIT F - Real Estate Investment Trust Fund																		$	984,495,799

n / a - Cost is not applicable

212

---

EXHIBIT G - Total Bond Market Fund

(Managed by Loomis, Sayles and Company)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ABBVIE INC						2.6% 21 Nov 2024						1,772,000												$	1,697,328
						ABU DHABI CRUDE OIL						4.6% 02 Nov 2047						1,749,000												1,605,162
						ALLY FINANCIAL INC						7.1% 15 Nov 2027						1,555,000												1,588,044
						ALTRIA GROUP INC						5.95% 14 Feb 2049						576,000												516,200
						AMAZON.COM INC						4.55% 01 Dec 2027						5,206,000												5,198,764
						AMAZON.COM INC						4.7% 01 Dec 2032						358,000												357,012
						AMEREN CORP						2.5% 15 Sep 2024						982,000												938,880
						AMERICA MOVIL SAB DE CV						3.625% 22 Apr 2029						2,254,000												2,057,226
						AMERICAN CREDIT ACCEPTANCE REC						4.12% 13 Feb 2026						584,469												579,763
						AMERICAN ELECTRIC POWER						0.75% 01 Nov 2023						416,000												401,452
						AMERICAN INTL GROUP						2.5% 30 Jun 2025						1,334,000												1,257,882
						AMERICREDIT AUTOMOBILE RECEIVA						0.76% 18 Aug 2026						2,301,000												2,198,738
						AMGEN INC						3.15% 21 Feb 2040						697,000												517,641
						AMGEN INC						4.875% 01 Mar 2053						1,337,000												1,196,481
						ANGLO AMERICAN CAPITAL						2.875% 17 Mar 2031						1,795,000												1,474,969
						ANHEUSER BUSCH CO/INBEV						4.7% 01 Feb 2036						1,311,000												1,241,478
						APPLE INC						3.95% 08 Aug 2052						290,000												247,521
						ARCELORMITTAL SA						6.55% 29 Nov 2027						2,144,000												2,164,304
						ARCELORMITTAL SA						6.8% 29 Nov 2032						474,000												472,725
						AT+T INC						4.3% 15 Feb 2030						3,869,000												3,649,705
						AT+T INC						3.5% 15 Sep 2053						1,483,000												1,011,628
						AT+T INC						2.55% 01 Dec 2033						976,000												753,892
						ATHENE GLOBAL FUNDING						2.673% 07 Jun 2031						837,000												647,562
						BANK						2.851% 17 Oct 2052						685,000												591,760
						BANK OF AMERICA CORP						1% 29 Apr 2031						2,859,000												2,339,091
						BANK OF AMERICA CORP						1% 21 Jul 2032						3,293,000												2,539,693
						BANK OF AMERICA CORP						1% 10 Nov 2028						2,988,000												3,085,977
						BANK OF AMERICA CREDIT CARD TR						3.53% 15 Nov 2027						1,438,000												1,399,470
						BANK OF NOVA SCOTIA						5.25% 06 Dec 2024						3,334,000												3,342,002
						BARCLAYS PLC						1% 02 Nov 2028						3,173,000												3,306,298
						BAT CAPITAL CORP						5.65% 16 Mar 2052						322,000												267,653
						BENCHMARK MORTGAGE TRUST						2.732% 15 Feb 2053						3,354,000												2,877,756
						BENCHMARK MORTGAGE TRUST						2.289% 15 Mar 2053						375,000												311,359
						BENCHMARK MORTGAGE TRUST						1.85% 15 Sep 2053						750,000												600,470
						BENCHMARK MORTGAGE TRUST						1.973% 15 Jan 2054						750,000												596,266
						BENCHMARK MORTGAGE TRUST						2.223% 15 Aug 2054						1,650,000												1,316,403

213

---

						BENCHMARK MORTGAGE TRUST						2.39% 15 Jul 2054						181,000												146,801
						BOEING CO						5.805% 01 May 2050						2,275,000												2,131,812
						BRISTOL MYERS SQUIBB CO						3.55% 15 Mar 2042						715,000												585,328
						BROADCOM INC						3.137% 15 Nov 2035						682,000												503,882
						CALIFORNIA ST						7.3% 01 Oct 2039						1,185,000												1,439,486
						CAPITAL ONE MULTI ASSET EXECUT						1.39% 15 Jul 2030						1,206,000												1,007,872
						CAPITAL ONE MULTI ASSET EXECUT						2.8% 15 Mar 2027						1,546,000												1,481,945
						CAPITAL ONE MULTI ASSET EXECUT						3.49% 15 May 2027						1,961,000												1,903,821
						CAPITAL ONE PRIME AUTO RECEIVA						0.77% 15 Sep 2026						1,613,000												1,517,957
						CARMAX AUTO OWNER TRUST						1.47% 15 Dec 2026						1,819,000												1,725,150
						CARMAX AUTO OWNER TRUST						0.56% 15 Sep 2026						939,000												886,891
						CARVANA AUTO RECEIVABLES TRUST						0.7% 10 Nov 2026						939,000												872,953
						CARVANA AUTO RECEIVABLES TRUST						1.03% 10 Jun 2027						813,000												706,863
						CELANESE US HOLDINGS LLC						6.379% 15 Jul 2032						370,000												354,527
						CENOVUS ENERGY INC						5.4% 15 Jun 2047						1,656,000												1,499,508
						CENTENE CORP						2.45% 15 Jul 2028						1,592,000												1,341,244
						CHARTER COMM OPT LLC/CAP						5.75% 01 Apr 2048						165,000												135,750
						CHARTER COMM OPT LLC/CAP						5.05% 30 Mar 2029						1,490,000												1,402,492
						CHARTER COMM OPT LLC/CAP						4.8% 01 Mar 2050						205,000												149,896
						CHASE ISSUANCE TRUST						3.97% 15 Sep 2027						1,392,000												1,363,119
						CHEVRON USA INC						3.9% 15 Nov 2024						728,000												716,032
						CITIGROUP COMMERCIAL MORTGAGE						1% 10 Dec 2049						460,000												432,051
						CITIGROUP COMMERCIAL MORTGAGE						3.154% 15 Nov 2049						2,760,000												2,539,339
						CITIGROUP COMMERCIAL MORTGAGE						3.102% 15 Dec 2072						1,274,000												1,108,397
						CITIGROUP INC						1% 03 Jun 2031						1,261,000												1,022,066
						CITIGROUP INC						1% 24 May 2033						2,221,000												2,088,784
						CITIGROUP INC						1% 29 Sep 2026						1,048,000												1,051,658
						CITIGROUP INC						1% 17 Nov 2033						751,000												778,659
						CK HUTCHISON INTNTL 21						3.125% 15 Apr 2041						488,000												357,509
						COMCAST CORP						3.45% 01 Feb 2050						287,000												210,575
						COMCAST CORP						2.887% 01 Nov 2051						1,558,000												1,008,602
						COMM MORTGAGE TRUST						3.774% 10 Oct 2048						3,870,000												3,684,281
						CONSOLIDATED EDISON INC						0.65% 01 Dec 2023						890,000												854,890
						CONSUMERS ENERGY CO						4.2% 01 Sep 2052						883,000												759,504
						CONTINENTAL RESOURCES						4.5% 15 Apr 2023						907,000												904,107
						CONTINENTAL RESOURCES						4.9% 01 Jun 2044						395,000												292,541
						CPS AUTO TRUST						4.18% 15 Apr 2030						1,210,197												1,199,548
						CREDIT ACCEPTANCE AUTO LOAN TR						1.26% 15 Oct 2030						680,000												637,270
						CREDIT SUISSE NEW YORK						4.75% 09 Aug 2024						2,202,000												2,104,429
						CSAIL COMMERCIAL MORTGAGE TRUS						3.329% 15 Jun 2052						200,000												177,051
						CSX CORP						4.5% 15 Nov 2052						557,000												488,845
						DAIMLER TRUCK FINAN NA						2.375% 14 Dec 2028						2,154,000												1,815,219
						DCP MIDSTREAM OPERATING						5.6% 01 Apr 2044						558,000												521,133
						DCP MIDSTREAM OPERATING						5.375% 15 Jul 2025						1,313,000												1,301,656
						DCP MIDSTREAM OPERATING						5.125% 15 May 2029						1,917,000												1,853,912
						DCP MIDSTREAM OPERATING						5.625% 15 Jul 2027						2,137,000												2,126,807

214

---

						DELL INT LLC / EMC CORP						3.375% 15 Dec 2041						402,000												271,270
						DIAMONDBACK ENERGY INC						6.25% 15 Mar 2033						2,244,000												2,285,783
						DIGITAL REALTY TRUST LP						5.55% 15 Jan 2028						697,000												702,820
						DISCOVER CARD EXECUTION NOTE T						1.03% 15 Sep 2028						1,251,000												1,107,165
						DISCOVER CARD EXECUTION NOTE T						3.56% 15 Jul 2027						2,443,000												2,368,046
						DNB BANK ASA						1% 30 Sep 2025						719,000												661,020
						DOMINION ENERGY INC						3.9% 01 Oct 2025						833,000												812,542
						DOMINION ENERGY INC						2.45% 15 Jan 2023						892,000												890,457
						DOMINION ENERGY INC						5.375% 15 Nov 2032						1,404,000												1,400,027
						DPL INC						4.125% 01 Jul 2025						3,446,000												3,251,887
						DRIVE AUTO RECEIVABLES TRUST						0.79% 15 Oct 2025						1,875,051												1,861,785
						DT AUTO OWNER TRUST						0.56% 15 Sep 2025						790,041												777,894
						DTE ENERGY CO						2.529% 01 Oct 2024						957,000												913,925
						DTE ENERGY CO						1% 01 Nov 2024						3,307,000												3,254,882
						DUKE ENERGY CAROLINAS						3.7% 01 Dec 2047						275,000												212,630
						DUKE ENERGY CORP						2.65% 01 Sep 2026						2,744,000												2,537,788
						DUKE ENERGY FLORIDA LLC						4.2% 15 Jul 2048						1,075,000												909,106
						EDISON INTERNATIONAL						5.75% 15 Jun 2027						2,374,000												2,384,588
						EDISON INTERNATIONAL						6.95% 15 Nov 2029						1,575,000												1,652,695
						ENEL FINANCE AMERICA LLC						7.1% 14 Oct 2027						1,122,000												1,166,139
						ENEL FINANCE INTL NV						1.375% 12 Jul 2026						980,000												847,622
						ENEL FINANCE INTL NV						6.8% 14 Oct 2025						1,439,000												1,483,235
						ENEL FINANCE INTL NV						7.75% 14 Oct 2052						329,000												354,224
						ENERGY TRANSFER LP						5.75% 15 Feb 2033						1,721,000												1,695,839
						ENERGY TRANSFER LP						4% 01 Oct 2027						2,300,000												2,154,479
						EVERSOURCE ENERGY						2.9% 01 Mar 2027						1,526,000												1,407,354
						EXETER AUTOMOBILE RECEIVABLES						0.68% 15 Jul 2025						1,608,005												1,601,362
						EXETER AUTOMOBILE RECEIVABLES						1.05% 15 May 2026						2,677,000												2,612,979
						EXETER AUTOMOBILE RECEIVABLES						3.99% 15 Aug 2024						814,888												813,434
						EXPORT IMPORT BANK KOREA						4% 15 Sep 2024						599,000												589,230
						EXPORT IMPORT BANK KOREA						4.25% 15 Sep 2027						1,845,000												1,803,026
						FANNIE MAE						4% 25 Apr 2041						349,557												342,954
						FED HM LN PC POOL G67710						3.5% 01 Mar 2048						2,372,498												2,214,537
						FED HM LN PC POOL QA7075						3% 01 Feb 2050						775,681												692,447
						FED HM LN PC POOL QB5146						2% 01 Nov 2050						509,035												417,318
						FED HM LN PC POOL QC2535						2% 01 May 2051						1,033,267												842,576
						FED HM LN PC POOL QC5978						2.5% 01 Aug 2051						2,082,057												1,770,983
						FED HM LN PC POOL QC8477						2% 01 Oct 2051						476,989												388,886
						FED HM LN PC POOL QC8493						2.5% 01 Oct 2051						3,197,018												2,709,969
						FED HM LN PC POOL QD6542						2.5% 01 Feb 2052						940,014												800,381
						FED HM LN PC POOL QD6543						2.5% 01 Feb 2052						1,775,691												1,507,979
						FED HM LN PC POOL QD6813						2.5% 01 Feb 2052						1,390,553												1,182,080
						FED HM LN PC POOL RA2457						3% 01 Apr 2050						230,173												205,672
						FED HM LN PC POOL RA3575						2% 01 Sep 2050						998,988												818,836
						FED HM LN PC POOL RA5257						2% 01 May 2051						2,885,515												2,353,100
						FED HM LN PC POOL RA5286						2.5% 01 May 2051						1,738,496												1,477,756

215

---

						FED HM LN PC POOL RA6333						2% 01 Nov 2051						2,600,102												2,119,642
						FED HM LN PC POOL RA6499						2% 01 Dec 2051						839,721												685,058
						FED HM LN PC POOL RA6509						2% 01 Dec 2051						1,244,677												1,018,480
						FED HM LN PC POOL RA7485						4% 01 Jun 2052						3,607,032												3,384,922
						FED HM LN PC POOL RA8070						4.5% 01 Nov 2052						2,065,887												1,990,643
						FED HM LN PC POOL RA8071						5% 01 Oct 2052						933,309												920,362
						FED HM LN PC POOL RB5154						2.5% 01 Apr 2042						2,314,884												2,015,496
						FED HM LN PC POOL RC1914						2% 01 Jun 2036						554,236												494,964
						FED HM LN PC POOL SD0651						3% 01 Sep 2050						2,321,979												2,080,944
						FED HM LN PC POOL SD0748						2.5% 01 Nov 2051						2,785,855												2,390,921
						FED HM LN PC POOL SD0895						2% 01 Feb 2052						4,867,199												3,981,164
						FED HM LN PC POOL SD0934						2% 01 Apr 2051						2,011,991												1,642,425
						FED HM LN PC POOL SD1068						3.5% 01 Jan 2051						3,104,773												2,873,812
						FED HM LN PC POOL SD1143						4.5% 01 Sep 2050						1,284,703												1,259,124
						FED HM LN PC POOL SD7501						4% 01 Jul 2049						2,619,503												2,518,975
						FED HM LN PC POOL SD7523						2.5% 01 Aug 2050						6,476,825												5,577,202
						FED HM LN PC POOL ZS4577						3.5% 01 Aug 2044						1,402,627												1,309,331
						FEDEX CORP						2.4% 15 May 2031						758,000												613,214
						FHLMC MULTIFAMILY STRUCTURED P						3.505% 25 Mar 2029						1,010,000												956,875
						FIRSTENERGY CORP						3.4% 01 Mar 2050						224,000												148,221
						FIRSTENERGY TRANSMISSION						5.45% 15 Jul 2044						1,203,000												1,124,625
						FIRSTENERGY TRANSMISSION						4.35% 15 Jan 2025						3,473,000												3,378,916
						FIRSTENERGY TRANSMISSION						4.55% 01 Apr 2049						598,000												489,254
						FIRSTENERGY TRANSMISSION						2.866% 15 Sep 2028						1,040,000												913,474
						FLAGSHIP CREDIT AUTO TRUST						0.7% 15 Apr 2025						2,596												2,593
						FMG RESOURCES AUG 2006						6.125% 15 Apr 2032						613,000												571,727
						FNMA POOL BF0278						3.5% 01 May 2042						2,556,792												2,394,594
						FNMA POOL BM6785						1% 01 Aug 2043						958,571												897,328
						FNMA POOL BM7041						1% 01 Feb 2046						212,793												199,197
						FNMA POOL BP4938						3% 01 May 2050						489,602												437,152
						FNMA POOL BP5576						2.5% 01 Jun 2050						1,157,311												984,648
						FNMA POOL BQ7559						2% 01 Nov 2050						888,783												725,529
						FNMA POOL BQ7604						2% 01 Nov 2050						164,238												134,070
						FNMA POOL BT1335						2.5% 01 Jul 2051						3,029,552												2,568,012
						FNMA POOL BT7309						2% 01 Sep 2051						1,526,127												1,243,183
						FNMA POOL BT8460						2.5% 01 Sep 2051						2,459,791												2,053,705
						FNMA POOL BV9931						4% 01 Jun 2052						3,663,137												3,436,274
						FNMA POOL BW9898						4.5% 01 Oct 2052						2,275,352												2,198,546
						FNMA POOL CA0660						4% 01 Nov 2047						2,208,749												2,132,285
						FNMA POOL CA3809						3% 01 Jul 2049						599,657												537,413
						FNMA POOL CA4263						3% 01 Oct 2034						576,840												544,146
						FNMA POOL CA4536						3% 01 Nov 2049						114,845												102,108
						FNMA POOL CA5220						3% 01 Feb 2050						1,471,323												1,299,813
						FNMA POOL CA5659						2.5% 01 May 2050						2,367,830												2,015,006
						FNMA POOL CA7144						2.5% 01 Sep 2035						2,851,521												2,622,943
						FNMA POOL CA7497						2.5% 01 Oct 2035						2,840,409												2,612,721

216

---

						FNMA POOL CA9007						4.5% 01 Feb 2051						833,326												812,306
						FNMA POOL CA9306						3% 01 Feb 2051						1,329,983												1,175,740
						FNMA POOL CB0982						2% 01 Jul 2051						766,675												626,437
						FNMA POOL CB1146						3% 01 Jul 2051						344,459												303,317
						FNMA POOL CB1279						2.5% 01 Aug 2051						288,502												245,869
						FNMA POOL CB1382						2.5% 01 Aug 2051						2,598,088												2,221,958
						FNMA POOL CB1620						2% 01 Sep 2051						3,805,687												3,102,985
						FNMA POOL CB1782						2% 01 Oct 2051						5,725,385												4,667,999
						FNMA POOL CB2275						2.5% 01 Dec 2051						1,760,192												1,495,770
						FNMA POOL CB2610						2% 01 Jan 2052						3,584,597												2,922,229
						FNMA POOL CB2835						2% 01 Feb 2052						2,761,139												2,272,406
						FNMA POOL CB2927						2% 01 Feb 2052						2,396,516												1,952,939
						FNMA POOL CB3152						2% 01 Mar 2052						5,137,943												4,194,166
						FNMA POOL CB3559						2% 01 Apr 2052						239,127												195,202
						FNMA POOL CB3768						3.5% 01 Jun 2052						2,058,638												1,873,058
						FNMA POOL FM1205						1% 01 Jul 2049						223,788												200,559
						FNMA POOL FM1325						1% 01 Aug 2034						311,103												293,471
						FNMA POOL FM1873						1% 01 Nov 2049						4,418,737												3,928,686
						FNMA POOL FM3884						1% 01 Jul 2050						2,720,369												2,432,345
						FNMA POOL FM3951						1% 01 Jul 2050						227,974												203,916
						FNMA POOL FM4279						1% 01 Sep 2050						1,607,909												1,313,063
						FNMA POOL FM4443						1% 01 Sep 2050						355,247												317,758
						FNMA POOL FM4523						1% 01 Oct 2050						429,589												352,453
						FNMA POOL FM4719						1% 01 Nov 2050						1,543,319												1,377,451
						FNMA POOL FM5410						1% 01 Dec 2050						734,034												599,205
						FNMA POOL FM6128						1% 01 Feb 2051						1,283,758												1,090,552
						FNMA POOL FM6471						1% 01 Feb 2051						1,850,897												1,510,345
						FNMA POOL FM6559						1% 01 Mar 2051						1,167,721												956,597
						FNMA POOL FM8104						1% 01 Jul 2051						1,687,816												1,491,551
						FNMA POOL FP0013						1% 01 Jun 2048						1,497,011												1,428,084
						FNMA POOL FS0007						1% 01 Aug 2050						2,113,315												1,877,689
						FNMA POOL FS0031						1% 01 Oct 2051						2,268,088												1,922,553
						FNMA POOL FS0047						1% 01 Dec 2047						857,631												776,311
						FNMA POOL FS0654						1% 01 Oct 2050						263,337												226,841
						FNMA POOL FS1086						1% 01 Apr 2051						570,571												465,590
						FNMA POOL FS2041						1% 01 Aug 2051						482,190												393,989
						FNMA POOL FS2085						1% 01 Nov 2051						1,910,682												1,476,852
						FNMA POOL FS2500						1% 01 Mar 2037						1,131,045												1,066,521
						FNMA POOL FS2743						1% 01 Jul 2036						669,700												617,160
						FNMA POOL MA4208						2% 01 Dec 2050						2,701,046												2,214,374
						FNMA POOL MA4209						1.5% 01 Dec 2050						1,921,465												1,484,439
						FNMA POOL MA4254						1.5% 01 Feb 2051						5,295,200												4,090,836
						FNMA POOL MA4364						2% 01 Jun 2041						2,022,963												1,706,260
						FNMA POOL MA4446						2% 01 Oct 2041						127,112												107,092
						FNMA POOL MA4586						2% 01 Apr 2042						1,788,365												1,509,051
						FNMA POOL MA4587						2.5% 01 Apr 2042						2,196,580												1,912,401

217

---

						FNMA POOL MA4607						2.5% 01 May 2042						995,020												866,408
						FNMA TBA 15 YR 2.5						2.5% 18 Jan 2037						505,000												462,900
						FNMA TBA 15 YR 3						3% 17 Jan 2038						1,030,000												965,337
						FNMA TBA 15 YR 3.5						3.5% 17 Jan 2038						1,195,000												1,144,493
						FNMA TBA 15 YR 4						4% 17 Jan 2038						2,240,000												2,183,993
						FNMA TBA 30 YR 2						2% 25 Dec 2051						3,290,000												2,679,636
						FNMA TBA 30 YR 2.5						2.5% 25 Dec 2051						1,900,000												1,609,705
						FNMA TBA 30 YR 3						3% 25 Feb 2052						1,740,000												1,527,551
						FNMA TBA 30 YR 3.5						3.5% 25 Apr 2052						4,035,000												3,666,843
						FNMA TBA 30 YR 4						4% 25 Jun 2052						1,650,000												1,547,882
						FNMA TBA 30 YR 4.5						4.5% 25 Jul 2052						3,120,000												3,006,354
						FNMA TBA 30 YR 5						5% 25 Jul 2052						4,620,000												4,555,837
						FNMA TBA 30 YR 5.5						5.5% 12 Jan 2053						2,330,000												2,336,920
						FNMA TBA 30 YR 6						6% 12 Jan 2053						4,195,000												4,260,106
						FORD CREDIT AUTO OWNER TRUST						1.29% 15 Jun 2026						1,068,000												1,015,287
						FORD CREDIT AUTO OWNER TRUST						1.04% 15 Aug 2024						234,528												232,268
						FORD CREDIT AUTO OWNER TRUST						3.74% 15 Sep 2026						1,229,000												1,203,186
						FORD CREDIT AUTO OWNER TRUST						4.48% 15 Dec 2026						4,054,000												4,016,927
						FORD CREDIT AUTO OWNER TRUST/F						1.53% 15 May 2034						3,310,000												2,866,478
						FORD FOUNDATION/THE						2.815% 01 Jun 2070						825,000												490,141
						FORD MOTOR CREDIT CO LLC						2.3% 10 Feb 2025						4,081,000												3,708,609
						FORD MOTOR CREDIT CO LLC						7.35% 04 Nov 2027						1,329,000												1,361,826
						FREDDIE MAC						2% 25 Feb 2052						2,274,026												1,938,863
						FREDDIE MAC						3.5% 25 Jan 2051						1,688,446												1,580,634
						FREDDIE MAC						4% 25 Nov 2051						2,185,625												2,100,491
						FREEPORT INDONESIA PT						4.763% 14 Apr 2027						365,000												351,064
						FREEPORT INDONESIA PT						5.315% 14 Apr 2032						742,000												684,517
						FREEPORT INDONESIA PT						6.2% 14 Apr 2052						159,000												139,292
						GE CAPITAL FUNDING LLC						4.55% 15 May 2032						467,000												444,280
						GE HEALTHCARE TECH INC						5.55% 15 Nov 2024						1,546,000												1,552,014
						GENERAL MOTORS FINL CO						6.05% 10 Oct 2025						1,871,000												1,905,277
						GLOBAL PAYMENTS INC						5.95% 15 Aug 2052						1,179,000												1,073,444
						GM FINANCIAL CONSUMER AUTOMOBI						1.49% 16 Dec 2024						170,781												168,648
						GM FINANCIAL REVOLVING RECEIVA						1.17% 12 Jun 2034						699,000												607,936
						GM FINANCIAL SECURITIZED TERM						1.84% 16 Sep 2024						570,566												567,167
						GNMA II POOL 785043						3% 20 Apr 2049						133,031												120,553
						GNMA II POOL MA3035						4% 20 Aug 2045						1,209,253												1,167,099
						GNMA II POOL MA3521						3.5% 20 Mar 2046						1,887,563												1,774,099
						GNMA II POOL MA3597						3.5% 20 Apr 2046						451,372												423,491
						GNMA II POOL MA3663						3.5% 20 May 2046						176,685												165,772
						GNMA II POOL MA4069						3.5% 20 Nov 2046						53,320												50,027
						GNMA II POOL MA4196						3.5% 20 Jan 2047						621,459												583,072
						GNMA II POOL MA4262						3.5% 20 Feb 2047						905,049												849,145
						GNMA II POOL MA4382						3.5% 20 Apr 2047						331,536												309,650
						GNMA II POOL MA4451						3.5% 20 May 2047						879,257												821,213
						GNMA II POOL MA4511						4% 20 Jun 2047						1,287,215												1,237,531

218

---

						GNMA II POOL MA4586						3.5% 20 Jul 2047						523,270												488,727
						GNMA II POOL MA4587						4% 20 Jul 2047						408,179												392,424
						GNMA II POOL MA4652						3.5% 20 Aug 2047						143,622												134,141
						GNMA II POOL MA4900						3.5% 20 Dec 2047						17,973												16,786
						GNMA II POOL MA4963						4% 20 Jan 2048						251,686												241,972
						GNMA II POOL MA5136						3.5% 20 Apr 2048						940,720												878,618
						GNMA II POOL MA6038						3% 20 Jul 2049						98,078												88,516
						GNMA II POOL MA6218						3% 20 Oct 2049						1,417,212												1,277,067
						GNMA II POOL MA6409						3% 20 Jan 2050						1,671,815												1,505,099
						GNMA II POOL MA7052						2.5% 20 Dec 2050						1,022,131												891,436
						GNMA II POOL MA7193						2.5% 20 Feb 2051						3,650,954												3,179,586
						GNMA II POOL MA7368						3% 20 May 2051						1,216,082												1,088,531
						GNMA II POOL MA7473						3% 20 Jul 2051						743,626												665,215
						GNMA II POOL MA7535						3% 20 Aug 2051						2,029,687												1,815,104
						GNMA II POOL MA7589						2.5% 20 Sep 2051						2,218,699												1,925,146
						GNMA II POOL MA7590						3% 20 Sep 2051						1,041,437												931,044
						GNMA II POOL MA7705						2.5% 20 Nov 2051						3,377,873												2,932,352
						GNMA II POOL MA7767						2.5% 20 Dec 2051						1,983,395												1,719,452
						GNMA II TBA 30 YR 2						2% 23 Jan 2053						6,085,000												5,093,784
						GNMA II TBA 30 YR 2.5						2.5% 23 Jan 2053						1,305,000												1,129,214
						GNMA II TBA 30 YR 3						3% 23 Jan 2053						2,030,000												1,806,365
						GNMA II TBA 30 YR 3.5						3.5% 23 Jan 2053						670,000												615,085
						GNMA II TBA 30 YR 4						4% 23 Jan 2053						1,690,000												1,598,662
						GNMA II TBA 30 YR 4.5						4.5% 23 Jan 2053						4,120,000												3,994,904
						GNMA II TBA 30 YR 5						5% 23 Jan 2053						1,760,000												1,743,078
						GNMA II TBA 30 YR 5.5						5.5% 23 Jan 2053						2,350,000												2,361,844
						GOLDMAN SACHS GROUP INC						1% 21 Oct 2032						1,754,000												1,389,098
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						34,991,520												34,991,520
						GS MORTGAGE SECURITIES TRUST						2.91% 13 Feb 2053						200,000												171,765
						HCA INC						4.375% 15 Mar 2042						262,000												210,590
						HESS CORP						5.6% 15 Feb 2041						532,000												502,634
						HESS CORP						5.8% 01 Apr 2047						352,000												337,818
						HONDA AUTO RECEIVABLES OWNER T						0.82% 15 Jul 2024						329,224												324,444
						HONDA AUTO RECEIVABLES OWNER T						0.46% 19 Apr 2027						61,000												58,085
						HONDA AUTO RECEIVABLES OWNER T						0.88% 21 Jan 2026						3,076,000												2,913,607
						HSBC HOLDINGS PLC						1% 03 Nov 2028						1,295,000												1,361,330
						HSBC HOLDINGS PLC						1% 03 Nov 2033						838,000												889,177
						HUNTINGTON BANCSHARES						1% 04 Aug 2028						1,270,000												1,208,494
						HYUNDAI AUTO LEASE SECURITIZAT						4.38% 15 Oct 2025						1,139,000												1,125,875
						HYUNDAI AUTO RECEIVABLES TRUST						2.22% 15 Oct 2026						1,000,000												955,127
						HYUNDAI AUTO RECEIVABLES TRUST						0.74% 15 May 2026						2,895,000												2,739,992
						HYUNDAI AUTO RECEIVABLES TRUST						1.03% 15 Dec 2027						2,425,000												2,207,903
						ILLINOIS ST						5.1% 01 Jun 2033						3,045,000												2,912,716
						INDONESIA ASAHAN ALUMINI						4.75% 15 May 2025						2,024,000												1,984,572
						ISRAEL ELECTRIC CORP LTD						5% 12 Nov 2024						304,000												300,808
						ISRAEL ELECTRIC CORP LTD						6.875% 21 Jun 2023						1,896,000												1,905,271

219

---

						ISRAEL ELECTRIC CORP LTD						3.75% 22 Feb 2032						784,000												687,098
						JAB HOLDINGS BV						4.5% 08 Apr 2052						573,000												390,746
*						JPMORGAN CHASE + CO						1% 25 Jul 2033						2,664,000												2,543,347
*						JPMORGAN CHASE + CO						1% 15 Dec 2025						3,673,000												3,671,788
						KINDER MORGAN INC						5.45% 01 Aug 2052						1,368,000												1,232,171
						KOREA NATIONAL OIL CORP						1.75% 18 Apr 2025						1,307,000												1,207,080
						KRAFT HEINZ FOODS CO						4.375% 01 Jun 2046						1,082,000												886,818
						LOCKHEED MARTIN CORP						5.25% 15 Jan 2033						891,000												923,201
						LXP INDUSTRIAL TRUST						2.375% 01 Oct 2031						752,000												571,437
						LYB INT FINANCE III						4.2% 01 May 2050						436,000												326,032
						MARATHON PETROLEUM CORP						5.125% 15 Dec 2026						2,737,000												2,730,787
						MARATHON PETROLEUM CORP						4.7% 01 May 2025						1,310,000												1,291,660
						MERCEDES BENZ AUTO RECEIVABLES						5.21% 16 Aug 2027						1,331,000												1,340,551
						MICROCHIP TECHNOLOGY INC						0.972% 15 Feb 2024						388,000												368,996
						MICRON TECHNOLOGY INC						2.703% 15 Apr 2032						1,874,000												1,409,623
						MORGAN STANLEY						1% 18 Oct 2028						4,670,000												4,821,962
						MORGAN STANLEY BAML TRUST						3.249% 15 Feb 2048						403,000												384,245
						MORGAN STANLEY BAML TRUST						3.732% 15 May 2048						265,000												252,641
						MORGAN STANLEY CAPITAL I TRUST						4.31% 15 Dec 2051						146,000												138,348
						NATIONAL RURAL UTIL COOP						5.45% 30 Oct 2025						451,000												457,264
						NATWEST GROUP PLC						1% 10 Nov 2026						1,403,000												1,462,670
						NEW JERSEY ST TRANSPRTN TRUST						5.754% 15 Dec 2028						1,640,000												1,650,726
						NEW YORK ST DORM AUTH ST PERSO						2.202% 15 Mar 2034						1,200,000												902,258
						NEXTERA ENERGY CAPITAL						4.255% 01 Sep 2024						5,106,000												5,045,443
						NEXTERA ENERGY CAPITAL						4.45% 20 Jun 2025						519,000												513,203
						NISSAN AUTO RECEIVABLES OWNER						1.38% 16 Dec 2024						424,922												418,562
						NISSAN MOTOR ACCEPTANCE						1.85% 16 Sep 2026						1,451,000												1,214,095
						NORFOLK SOUTHERN CORP						4.55% 01 Jun 2053						327,000												286,436
						NORTHWESTERN MUTUAL GLBL						4.35% 15 Sep 2027						1,239,000												1,207,381
						NXP BV/NXP FDG/NXP USA						3.25% 11 May 2041						418,000												292,174
						NXP BV/NXP FDG/NXP USA						2.7% 01 May 2025						504,000												474,204
						NXP BV/NXP FDG/NXP USA						3.4% 01 May 2030						706,000												611,220
						OCCIDENTAL PETROLEUM COR						6.625% 01 Sep 2030						1,868,000												1,930,186
						ONEOK INC						2.75% 01 Sep 2024						1,744,000												1,671,467
						ONEOK INC						6.1% 15 Nov 2032						1,305,000												1,312,869
						ORACLE CORP						3.25% 15 Nov 2027						631,000												580,703
						ORACLE CORP						3.6% 01 Apr 2040						938,000												697,985
						ORACLE CORP						3.6% 01 Apr 2050						1,822,000												1,243,406
						ORACLE CORP						3.65% 25 Mar 2041						384,000												285,431
						ORACLE CORP						6.15% 09 Nov 2029						1,066,000												1,110,612
						PACIFIC GAS + ELECTRIC						4.6% 15 Jun 2043						519,000												396,033
						PACIFIC GAS + ELECTRIC						3.85% 15 Nov 2023						2,613,000												2,578,717
						PACIFIC GAS + ELECTRIC						3.75% 15 Feb 2024						427,000												418,238
						PACIFIC GAS + ELECTRIC						4% 01 Dec 2046						673,000												456,684
						PACIFIC GAS + ELECTRIC						4.25% 01 Aug 2023						861,000												853,811
						PACIFIC GAS + ELECTRIC						4.5% 01 Jul 2040						1,685,000												1,323,719
						PACIFIC GAS + ELECTRIC						3.25% 16 Feb 2024						3,236,000												3,152,382

220

---

						PACIFICORP						5.35% 01 Dec 2053						441,000												442,720
						PECO ENERGY CO						2.85% 15 Sep 2051						779,000												519,165
						PHILIP MORRIS INTL INC						5.125% 15 Nov 2024						1,917,000												1,919,588
						PLAINS ALL AMER PIPELINE						4.7% 15 Jun 2044						814,000												619,251
						PLAINS ALL AMER PIPELINE						4.65% 15 Oct 2025						748,000												732,636
						PRESTIGE AUTO RECEIVABLES TRUS						0.55% 16 Sep 2024						1,004,519												1,001,765
						PRINCIPAL LFE GLB FND II						1.375% 10 Jan 2025						1,411,000												1,307,489
						PROLOGIS LP						4.625% 15 Jan 2033						1,342,000												1,304,451
						QATAR ENERGY						1.375% 12 Sep 2026						524,000												464,888
						QATAR ENERGY						3.125% 12 Jul 2041						167,000												128,099
						REPUBLIC OF COLOMBIA						5.625% 26 Feb 2044						204,000												150,701
						REPUBLIC OF COLOMBIA						3% 30 Jan 2030						612,000												469,710
						REPUBLIC OF INDONESIA						4.15% 20 Sep 2027						615,000												605,683
						REPUBLIC OF PANAMA						4.5% 19 Jan 2063						405,000												286,428
						REPUBLIC OF PANAMA						6.4% 14 Feb 2035						326,000												332,830
						REPUBLIC OF PERU						3% 15 Jan 2034						429,000												340,514
						ROCHE HOLDINGS INC						2.314% 10 Mar 2027						2,832,000												2,582,076
						ROGERS COMMUNICATIONS IN						4.55% 15 Mar 2052						298,000												231,799
						ROYAL BANK OF CANADA						6% 01 Nov 2027						1,582,000												1,649,915
						SABINE PASS LIQUEFACTION						5.75% 15 May 2024						3,972,000												3,976,012
						SAN DIEGO G + E						3.75% 01 Jun 2047						1,208,000												950,297
						SANTANDER DRIVE AUTO RECEIVABL						4.05% 15 Jul 2025						1,836,425												1,826,350
						SANTANDER DRIVE AUTO RECEIVABL						3.44% 15 Sep 2027						3,602,000												3,474,354
						SANTANDER DRIVE AUTO RECEIVABL						5.95% 17 Jan 2028						519,000												523,918
						SANTANDER DRIVE AUTO RECEIVABL						4.43% 15 Mar 2027						1,900,000												1,850,842
						SANTANDER DRIVE AUTO RECEIVABL						4.49% 16 Nov 2026						2,060,000												2,027,762
						SANTANDER DRIVE AUTO RECEIVABL						4.72% 15 Jun 2027						1,180,000												1,154,515
						SANTANDER UK GROUP HLDGS						1% 21 Nov 2026						897,000												908,921
						SAUDI ARABIAN OIL CO						3.5% 16 Apr 2029						1,529,000												1,402,674
						SAUDI ARABIAN OIL CO						1.625% 24 Nov 2025						388,000												353,495
						SAUDI ARABIAN OIL CO						3.25% 24 Nov 2050						421,000												294,675
						SEMPRA ENERGY						6% 15 Oct 2039						176,000												179,448
						SOCIETE GENERALE						1% 21 Jan 2043						232,000												157,572
						SOUTHERN CAL EDISON						5.45% 01 Jun 2052						421,000												405,676
						SOUTHERN CALIF GAS CO						3.2% 15 Jun 2025						1,576,000												1,521,896
						SOUTHERN CO						5.113% 01 Aug 2027						1,087,000												1,085,859
						SOUTHERN CO						5.7% 15 Oct 2032						731,000												730,229
						SOUTHERN CO						5.7% 15 Oct 2032						894,000												916,699
						STANDARD CHARTERED PLC						1% 23 Nov 2025						2,259,000												2,067,821
						STATE OF QATAR						4.4% 16 Apr 2050						326,000												297,651
						T MOBILE USA INC						3.875% 15 Apr 2030						1,239,000												1,125,768
						T MOBILE USA INC						5.8% 15 Sep 2062						949,000												928,938
						TIME WARNER CABLE LLC						7.3% 01 Jul 2038						407,000												407,338
						TOYOTA AUTO RECEIVABLES OWNER						1.02% 15 Mar 2027						2,347,000												2,122,005
						TOYOTA MOTOR CREDIT CORP						3.65% 18 Aug 2025						1,047,000												1,019,495
						TOYOTA MOTOR CREDIT CORP						5.45% 10 Nov 2027						2,617,000												2,681,457
						UNION ELECTRIC CO						3.9% 01 Apr 2052						779,000												635,641

221

---

						UNITED MEXICAN STATES						4.28% 14 Aug 2041						1,672,000												1,301,635
						UNITED MEXICAN STATES						4.4% 12 Feb 2052						833,000												615,395
						UNITEDHEALTH GROUP INC						5.875% 15 Feb 2053						2,841,000												3,097,173
						US DOLLAR												—												0
						US TREASURY N/B						1.875% 15 Feb 2051						6,897,000												4,422,701
						US TREASURY N/B						2.375% 15 May 2051						10,697,000												7,748,639
						US TREASURY N/B						2.25% 15 May 2041						7,000,000												5,293,750
						US TREASURY N/B						2% 15 Aug 2051						11,256,000												7,434,236
						US TREASURY N/B						1.75% 15 Aug 2041						19,984,000												13,788,960
						US TREASURY N/B						1.875% 15 Nov 2051						3,294,000												2,106,101
						US TREASURY N/B						2% 15 Nov 2041						3,794,000												2,728,716
						US TREASURY N/B						2.25% 15 Feb 2052						965,000												678,516
						US TREASURY N/B						2.375% 15 Feb 2042						7,785,000												5,990,801
						US TREASURY N/B						3.25% 15 May 2042						5,135,000												4,538,056
						US TREASURY N/B						3% 15 Aug 2052						13,311,000												11,100,126
						US TREASURY N/B						3.375% 15 Aug 2042						4,526,000												4,075,522
						US TREASURY N/B						4% 15 Nov 2042						8,603,000												8,484,709
						US TREASURY N/B						0.625% 31 Jul 2026						34,270,000												30,310,209
						US TREASURY N/B						1.125% 31 Oct 2026						4,254,000												3,808,659
						US TREASURY N/B						1.25% 30 Nov 2026						23,666,000												21,255,026
						US TREASURY N/B						1.25% 31 Dec 2026						3,178,000												2,849,276
						US TREASURY N/B						1.875% 28 Feb 2027						1,261,000												1,156,179
						US TREASURY N/B						2.5% 31 Mar 2027						7,226,000												6,789,617
						US TREASURY N/B						2.75% 30 Apr 2027						4,849,000												4,600,489
						US TREASURY N/B						2.625% 31 May 2027						6,277,000												5,924,900
						US TREASURY N/B						3.25% 30 Jun 2027						2,627,000												2,543,675
						US TREASURY N/B						2.75% 31 Jul 2027						1,911,000												1,810,523
						US TREASURY N/B						2.75% 15 Aug 2032						8,334,000												7,616,495
						US TREASURY N/B						3.125% 31 Aug 2027						10,342,000												9,965,487
						US TREASURY N/B						4.125% 30 Sep 2027						4,065,000												4,086,913
						US TREASURY N/B						4.125% 31 Oct 2027						8,805,000												8,853,152
						US TREASURY N/B						4.125% 15 Nov 2032						23,319,000												23,880,113
						US TREASURY N/B						4.5% 30 Nov 2024						3,360,000												3,362,231
						US TREASURY N/B						3.875% 30 Nov 2029						5,620,000												5,598,047
						US TREASURY N/B						3.875% 30 Nov 2027						23,519,000												23,434,479
						US TREASURY N/B						4% 15 Dec 2025						10,901,000												10,843,940
						US TREASURY N/B						3.875% 31 Dec 2027						6,000,000												5,976,810
						US TREASURY N/B						4.25% 31 Dec 2024						1,000,000												997,159
						USAA AUTO OWNER TRUST						4.86% 16 Nov 2026						2,436,000												2,433,773
						VERIZON COMMUNICATIONS						4.272% 15 Jan 2036						1,495,000												1,340,895
						VERIZON MASTER TRUST						0.5% 20 May 2027						292,000												274,044
						VERIZON MASTER TRUST						1% 20 Jan 2027						3,062,000												2,991,260
						VERIZON MASTER TRUST						1% 20 Jul 2027						1,804,000												1,772,649
						VERIZON MASTER TRUST						1% 22 Jan 2029						1,666,000												1,613,767
						VERIZON OWNER TRUST						2.06% 22 Apr 2024						2,416,000												2,406,442
						VMWARE INC						2.2% 15 Aug 2031						1,340,000												1,020,062
						VOLKSWAGEN AUTO LEASE TRUST						3.44% 21 Jul 2025						1,188,000												1,162,179

222

---

						VOLKSWAGEN AUTO LEASE TRUST						3.65% 20 Jan 2027						1,436,000												1,399,540
						WARNERMEDIA HOLDINGS INC						5.05% 15 Mar 2042						974,000												753,009
						WELLS FARGO + COMPANY						4.9% 17 Nov 2045						424,000												368,515
						WELLS FARGO + COMPANY						1% 25 Apr 2053						774,000												661,917
						WELLS FARGO COMMERCIAL MORTGAG						3.695% 15 Nov 2048						100,000												95,029
						WELLS FARGO COMMERCIAL MORTGAG						1% 15 Apr 2055						277,000												251,161
						WELLS FARGO COMMERCIAL MORTGAG						2.658% 15 Nov 2054						1,143,000												930,953
						WESTLAKE AUTOMOBILE RECEIVABLE						3.36% 15 Aug 2025						1,834,049												1,813,363
						WESTPAC BANKING CORP						5.457% 18 Nov 2027						2,060,000												2,107,874
						WF RBS COMMERCIAL MORTGAGE TRU						3.631% 15 Nov 2047						440,000												422,593
						WILLIAMS COMPANIES INC						5.3% 15 Aug 2052						423,000												382,616
						WILLIAMS COMPANIES INC						3.75% 15 Jun 2027						3,026,000												2,856,726
						WORLD OMNI SELECT AUTO TRUST						0.29% 18 Feb 2025						53,585												53,450
												Total: EXHIBIT G - Total Bond Market Fund																		$	876,411,420

n / a - Cost is not applicable

223

---

EXHIBIT H - Total Bond Market Fund

(Managed by Western Asset Management Company)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						3 MONTH SOFR FUT DEC23						XCME 20240319						(92,750,000)												$	321,630
						3 MONTH SOFR FUT DEC24						XCME 20250318						42,500,000												110,167
						3 MONTH SOFR FUT DEC25						XCME 20260317						10,500,000												45,708
						3 MONTH SOFR FUT JUN23						XCME 20230919						250,000												(3,813)
						321 HENDERSON RECEIVABLES LLC						3.99% 16 Aug 2060						760,310												655,068
						3M COMPANY						3.7% 15 Apr 2050						210,000												161,727
						90DAY EUR FUTR DEC23						XCME 20231218						20,000,000												(689,600)
						90DAY EUR FUTR MAR23						XCME 20230313						10,500,000												(15,180)
						ABBOTT LABORATORIES						4.75% 30 Nov 2036						60,000												59,626
						ABBOTT LABORATORIES						4.9% 30 Nov 2046						240,000												235,958
						ABBVIE INC						4.875% 14 Nov 2048						30,000												27,736
						ABBVIE INC						2.95% 21 Nov 2026						1,220,000												1,138,223
						ABBVIE INC						3.2% 21 Nov 2029						1,050,000												949,473
						ABBVIE INC						4.25% 21 Nov 2049						420,000												354,938
						ADT SEC CORP						4.125% 01 Aug 2029						10,000												8,572
						AERCAP IRELAND CAP/GLOBA						2.45% 29 Oct 2026						600,000												524,682
						AERCAP IRELAND CAP/GLOBA						3.3% 30 Jan 2032						580,000												453,015
						ALLIED UNIVERSAL						6.625% 15 Jul 2026						10,000												9,170
						ALPHABET INC						1.9% 15 Aug 2040						260,000												173,451
						ALPHABET INC						2.05% 15 Aug 2050						160,000												95,419
						ALTICE FRANCE SA						5.5% 15 Oct 2029						210,000												160,646
						ALTRIA GROUP INC						4.4% 14 Feb 2026						120,000												117,727
						ALTRIA GROUP INC						5.95% 14 Feb 2049						120,000												107,542
						ALTRIA GROUP INC						2.45% 04 Feb 2032						530,000												401,602
						ALTRIA GROUP INC						3.4% 04 Feb 2041						590,000												391,477
						AMAZON.COM INC						3.875% 22 Aug 2037						500,000												445,645
						AMAZON.COM INC						1.2% 03 Jun 2027						530,000												460,279
						AMAZON.COM INC						2.5% 03 Jun 2050						770,000												490,290
						AMAZON.COM INC						2.1% 12 May 2031						530,000												435,316
						AMAZON.COM INC						3.3% 13 Apr 2027						70,000												66,545
						AMAZON.COM INC						3.45% 13 Apr 2029						140,000												131,307
						AMAZON.COM INC						3.6% 13 Apr 2032						680,000												625,892
						AMERICA MOVIL SAB DE CV						2.875% 07 May 2030						480,000												411,922
						AMERICAN EXPRESS CO						3.375% 03 May 2024						210,000												205,928
						AMERICAN EXPRESS CO						4.05% 03 May 2029						350,000												335,027
						AMERICAN TRANSMISSION SY						2.65% 15 Jan 2032						70,000												57,780

224

---

						ANGLO AMERICAN CAPITAL						4% 11 Sep 2027						230,000												217,835
						ANHEUSER BUSCH CO/INBEV						4.9% 01 Feb 2046						50,000												45,899
						ANHEUSER BUSCH INBEV WOR						5.55% 23 Jan 2049						50,000												49,942
						ANHEUSER BUSCH INBEV WOR						4.6% 15 Apr 2048						22,000												19,386
						ANHEUSER BUSCH INBEV WOR						4.35% 01 Jun 2040						750,000												665,753
						ANHEUSER BUSCH INBEV WOR						3.5% 01 Jun 2030						1,000,000												912,860
						APACHE CORP						5.1% 01 Sep 2040						1,110,000												921,811
						APPLE INC						1.65% 11 May 2030						890,000												731,794
						AT+T INC						5.55% 15 Aug 2041						60,000												57,940
						AT+T INC						4.35% 01 Mar 2029						140,000												133,554
						AT+T INC						1.65% 01 Feb 2028						1,010,000												855,753
						AT+T INC						2.25% 01 Feb 2032						30,000												23,611
						AT+T INC						3.5% 15 Sep 2053						240,000												163,716
						AT+T INC						3.55% 15 Sep 2055						720,000												488,506
						AT+T INC						2.55% 01 Dec 2033						520,000												401,664
						AVIS BUDGET RENTAL CAR FUNDING						1.66% 20 Feb 2028						1,200,000												1,035,647
						BALBOA BAY LOAN FUNDING LTD						1% 20 Jan 2032						1,750,000												1,708,350
						BALL CORP						3.125% 15 Sep 2031						190,000												152,523
						BANCO SANTANDER SA						2.749% 03 Dec 2030						600,000												459,888
						BANK						1% 15 Feb 2055						13,296,980												384,501
						BANK						2.521% 15 Dec 2064						1,000,000												815,099
						BANK OF AMERICA CORP						1% 07 Feb 2030						240,000												218,563
						BANK OF AMERICA CORP						1% 24 Oct 2026						2,040,000												1,819,150
						BANK OF AMERICA CORP						1% 24 Oct 2051						750,000												467,168
						BANK OF AMERICA CORP						1% 20 Oct 2032						3,450,000												2,715,737
						BANK OF AMERICA CORP						1% 04 Feb 2033						730,000												590,468
						BANK OF AMERICA CORP						1% 27 Apr 2028						510,000												488,284
						BANK OF MONTREAL						1.85% 01 May 2025						390,000												364,428
						BANK OF NOVA SCOTIA						1.3% 11 Jun 2025						200,000												183,232
						BANK OF NOVA SCOTIA						1% 04 May 2037						170,000												145,245
						BARCLAYS PLC						1% 20 Jun 2030						860,000												792,937
						BARRICK NA FINANCE LLC						5.7% 30 May 2041						240,000												242,688
						BASSWOOD PARK CLO LTD						1% 20 Apr 2034						865,000												841,924
						BAT CAPITAL CORP						3.734% 25 Sep 2040						890,000												607,923
						BATTERY PARK CLO LTD						1% 20 Oct 2035						540,000												538,380
						BECTON DICKINSON + CO						3.363% 06 Jun 2024						80,000												78,081
						BENCHMARK MORTGAGE TRUST						2.263% 15 Mar 2054						691,000												570,134
						BENCHMARK MORTGAGE TRUST						2.669% 15 Dec 2054						990,000												815,692
						BERKSHIRE HATHAWAY FIN						4.25% 15 Jan 2049						240,000												216,118
						BHP BILLITON FIN USA LTD						5% 30 Sep 2043						110,000												107,418
						BLUEMOUNTAIN CLO LTD						1% 22 Oct 2030						1,362,736												1,340,387
						BNP PARIBAS						1% 09 Jun 2026						1,710,000												1,576,706
						BNP PARIBAS						1% 19 Apr 2032						290,000												227,525
						BOEING CO						3.1% 01 May 2026						940,000												885,254
						BOEING CO						5.705% 01 May 2040						500,000												477,540
						BOEING CO						5.805% 01 May 2050						660,000												618,460
						BOEING CO						5.93% 01 May 2060						180,000												165,742
						BOEING CO						5.15% 01 May 2030						890,000												870,562

225

---

						BP CAP MARKETS AMERICA						3% 24 Feb 2050						710,000												480,003
						BP CAP MARKETS AMERICA						3.633% 06 Apr 2030						530,000												486,906
						BPR TRUST						1% 15 Sep 2038						335,000												318,191
						BRISTOL MYERS SQUIBB CO						3.4% 26 Jul 2029						257,000												239,228
						BRISTOL MYERS SQUIBB CO						4.25% 26 Oct 2049						240,000												207,763
						BROADCOM INC						3.137% 15 Nov 2035						750,000												554,123
						BUILDERS FIRSTSOURCE INC						4.25% 01 Feb 2032						10,000												8,141
						BWS074104 IRS USD P F 2.00000						2% 18 Mar 2032						(2,565,000)												(2,259,562)
						BWS074104 IRS USD R V 00MSOFR						1% 18 Mar 2032						2,565,000												2,565,000
						BX TRUST						1% 15 May 2038						990,000												953,523
						BX TRUST						1% 15 Oct 2026						323,000												309,629
						BX TRUST						5.76% 13 Oct 2027						700,000												686,657
						BX TRUST						1% 15 Jan 2039						985,000												950,676
						CAMB COMMERCIAL MORTGAGE TRUST						1% 15 Dec 2037						960,000												944,471
						CAMERON LNG LLC						3.302% 15 Jan 2035						470,000												383,111
						CANADIAN IMPERIAL BANK						0.5% 14 Dec 2023						240,000												230,006
						CANADIAN PACIFIC RAILWAY						3.1% 02 Dec 2051						240,000												164,256
						CCO HLDGS LLC/CAP CORP						4.5% 01 Jun 2033						880,000												677,688
						CCO HLDGS LLC/CAP CORP						4.5% 01 May 2032						10,000												7,963
						CCO HLDGS LLC/CAP CORP						4.75% 01 Feb 2032						120,000												97,244
						CENTENE CORP						4.25% 15 Dec 2027						110,000												103,296
						CENTENE CORP						4.625% 15 Dec 2029						200,000												183,242
						CENTENE CORP						3% 15 Oct 2030						20,000												16,408
						CENTENE CORP						2.625% 01 Aug 2031						20,000												15,678
						CHARTER COMM OPT LLC/CAP						4.908% 23 Jul 2025						410,000												402,136
						CHARTER COMM OPT LLC/CAP						4.2% 15 Mar 2028						510,000												468,389
						CHARTER COMM OPT LLC/CAP						5.375% 01 May 2047						30,000												23,643
						CHARTER COMM OPT LLC/CAP						5.375% 01 Apr 2038						300,000												250,803
						CHARTER COMM OPT LLC/CAP						5.125% 01 Jul 2049						80,000												61,130
						CHARTER COMM OPT LLC/CAP						4.8% 01 Mar 2050						710,000												519,152
						CHARTER COMM OPT LLC/CAP						2.8% 01 Apr 2031						530,000												412,451
						CHARTER COMM OPT LLC/CAP						3.5% 01 Mar 2042						60,000												38,761
						CHARTER COMM OPT LLC/CAP						4.4% 01 Apr 2033						110,000												94,449
						CHARTER COMM OPT LLC/CAP						5.5% 01 Apr 2063						130,000												100,096
						CHENIERE ENERGY PARTNERS						3.25% 31 Jan 2032						360,000												287,219
						CHEVRON CORP						1.554% 11 May 2025						250,000												232,790
						CHEVRON USA INC						2.343% 12 Aug 2050						420,000												263,873
						CIFC FUNDING LTD						1% 17 Jan 2035						900,000												866,970
						CIGNA GROUP/THE						4.375% 15 Oct 2028						40,000												38,666
						CIGNA GROUP/THE						4.8% 15 Aug 2038						300,000												280,593
						CIGNA GROUP/THE						4.9% 15 Dec 2048						30,000												27,344
						CIGNA GROUP/THE						3.4% 15 Mar 2050						300,000												214,266
						CIGNA GROUP/THE						2.375% 15 Mar 2031						530,000												434,642
						CINTAS CORPORATION NO. 2						4% 01 May 2032						190,000												179,212
						CITIGROUP INC						4.4% 10 Jun 2025						230,000												225,862
						CITIGROUP INC						4.65% 30 Jul 2045						190,000												164,576
						CITIGROUP INC						4.45% 29 Sep 2027						1,000,000												956,280
						CITIGROUP INC						1% 27 Oct 2028						470,000												429,040

226

---

						CITIGROUP INC						1% 09 Jun 2027						1,010,000												877,811
						CITIGROUP INC						1% 03 Nov 2032						2,230,000												1,735,252
						CITIGROUP INC						1% 03 Nov 2042						250,000												174,570
						CITIGROUP INC						1% 17 Mar 2033						820,000												705,159
						COCA COLA CO/THE						2.5% 15 Mar 2051						540,000												356,708
						COLT FUNDING LLC						1% 25 Feb 2067						860,919												815,100
						COLT FUNDING LLC						1% 25 Feb 2067						835,651												750,866
						COMCAST CORP						4% 15 Aug 2047						40,000												32,202
						COMCAST CORP						3.969% 01 Nov 2047						290,000												232,644
						COMCAST CORP						3.999% 01 Nov 2049						30,000												23,925
						COMCAST CORP						4.049% 01 Nov 2052						800,000												641,296
						COMCAST CORP						4.95% 15 Oct 2058						20,000												18,322
						COMCAST CORP						4.25% 15 Oct 2030						1,370,000												1,315,460
						COMCAST CORP						3.45% 01 Feb 2050						70,000												51,360
						COMCAST CORP						3.75% 01 Apr 2040						370,000												307,070
						COMCAST CORP						2.8% 15 Jan 2051						590,000												378,007
						COMCAST CORP						2.887% 01 Nov 2051						80,000												51,790
						COMMSCOPE INC						4.75% 01 Sep 2029						40,000												32,302
						COMMSCOPE INC						6% 01 Mar 2026						80,000												73,914
						CONSTELLATION BRANDS INC						2.25% 01 Aug 2031						30,000												23,903
						CONSTELLATION BRANDS INC						4.35% 09 May 2027						150,000												146,187
						CONSTELLATION BRANDS INC						3.6% 09 May 2024						100,000												97,956
						CONTINENTAL RESOURCES						4.375% 15 Jan 2028						180,000												164,214
						CONTINENTAL RESOURCES						5.75% 15 Jan 2031						520,000												485,779
						CONTINENTAL RESOURCES						2.268% 15 Nov 2026						120,000												103,492
						COOPERATIEVE RABOBANK UA						4.375% 04 Aug 2025						1,130,000												1,103,773
						COOPERATIEVE RABOBANK UA						1% 06 Apr 2028						1,150,000												1,063,773
						COOPERATIEVE RABOBANK UA						1% 06 Apr 2033						290,000												248,214
						COSTCO WHOLESALE CORP						1.6% 20 Apr 2030						510,000												418,766
						COTERRA ENERGY INC						3.9% 15 May 2027						180,000												168,476
						COTERRA ENERGY INC						4.375% 15 Mar 2029						470,000												442,796
						CREDIT AGRICOLE LONDON						1% 16 Jun 2026						250,000												228,135
						CREDIT SUISSE GROUP AG						1% 05 Jun 2026						500,000												427,470
						CREDIT SUISSE GROUP AG						1% 14 May 2032						1,220,000												849,071
						CREDIT SUISSE GROUP AG						1% 31 Dec 2099						820,000												720,673
						CREDIT SUISSE MORTGAGE TRUST						1% 25 Jul 2049						559,996												518,546
						CREDIT SUISSE MORTGAGE TRUST						1% 25 Nov 2066						912,063												749,830
						CREDIT SUISSE MORTGAGE TRUST						1% 25 Oct 2066						918,920												733,997
						CREDIT SUISSE MORTGAGE TRUST						1% 15 Jun 2039						640,000												637,223
						CREDIT SUISSE NEW YORK						5% 09 Jul 2027						250,000												228,183
						CSC HOLDINGS LLC						4.5% 15 Nov 2031						200,000												139,000
						CTR PARTNERSHIP/CARETRST						3.875% 30 Jun 2028						40,000												33,769
						CURRENCY CONTRACT						USD/CNH						—												(32,110)
						CURRENCY CONTRACT						USD/CNH						—												(41,851)
						CURRENCY CONTRACT						USD/MXN						—												(14,972)
						CVS HEALTH CORP						4.78% 25 Mar 2038						100,000												92,079

227

---

						CVS HEALTH CORP						5.05% 25 Mar 2048						90,000												81,199
						CVS HEALTH CORP						4.125% 01 Apr 2040						590,000												493,777
						CVS HEALTH CORP						4.25% 01 Apr 2050						240,000												193,193
						CVS HEALTH CORP						1.75% 21 Aug 2030						1,600,000												1,261,632
						CVS HEALTH CORP						1.875% 28 Feb 2031						50,000												39,283
						CVS HEALTH CORP						2.125% 15 Sep 2031						120,000												95,413
						DANSKE BANK A/S						5.375% 12 Jan 2024						230,000												229,025
						DANSKE BANK A/S						1% 20 Dec 2025						240,000												224,518
						DEEPHAVEN RESIDENTIAL MORTGAGE						1% 25 Jan 2067						1,110,876												955,184
						DEERE + COMPANY						3.75% 15 Apr 2050						300,000												255,069
						DELTA AIR LINES INC						7.375% 15 Jan 2026						710,000												726,032
						DELTA AIR LINES/SKYMILES						4.75% 20 Oct 2028						290,000												273,174
						DEUTSCHE BANK COMMERCIAL MORTG						2.632% 10 Aug 2049						230,000												210,611
						DEVON ENERGY CORPORATION						5.6% 15 Jul 2041						530,000												497,670
						DEVON ENERGY CORPORATION						5% 15 Jun 2045						360,000												311,177
						DEVON ENERGY CORPORATION						5.85% 15 Dec 2025						410,000												418,204
						DEVON ENERGY CORPORATION						4.5% 15 Jan 2030						100,000												93,448
						DIAMONDBACK ENERGY INC						3.5% 01 Dec 2029						100,000												87,958
						DIAMONDBACK ENERGY INC						3.125% 24 Mar 2031						240,000												199,526
						DISH DBS CORP						5.25% 01 Dec 2026						540,000												455,506
						DISH DBS CORP						5.75% 01 Dec 2028						10,000												7,988
						DUKE ENERGY OHIO INC						2.125% 01 Jun 2030						300,000												246,315
						EATON CORP						4.15% 02 Nov 2042						120,000												102,719
						ECOPETROL SA						4.625% 02 Nov 2031						760,000												582,540
						ELEVANCE HEALTH INC						3.65% 01 Dec 2027						300,000												283,317
						ELEVANCE HEALTH INC						4.1% 15 May 2032						250,000												232,945
						ELEVANCE HEALTH INC						4.55% 15 May 2052						110,000												96,780
						ENERGY TRANSFER LP						5.5% 01 Jun 2027						100,000												99,515
						ENERGY TRANSFER LP						3.75% 15 May 2030						940,000												830,067
						ENERGY TRANSFER LP						6.25% 15 Apr 2049						490,000												459,218
						ENERGY TRANSFER LP						5.4% 01 Oct 2047						70,000												59,667
						ENTERPRISE PRODUCTS OPER						5.1% 15 Feb 2045						390,000												354,428
						ENTERPRISE PRODUCTS OPER						1% 15 Feb 2078						70,000												53,931
						ENTERPRISE PRODUCTS OPER						2.8% 31 Jan 2030						670,000												572,240
						ENTERPRISE PRODUCTS OPER						3.7% 31 Jan 2051						120,000												87,254
						ENTERPRISE PRODUCTS OPER						3.95% 31 Jan 2060						120,000												87,672
						EOG RESOURCES INC						4.95% 15 Apr 2050						360,000												345,550
						EOG RESOURCES INC						4.375% 15 Apr 2030						130,000												126,129
						EQM MIDSTREAM PARTNERS L						5.5% 15 Jul 2028						10,000												8,933
						EQT CORP						3.625% 15 May 2031						1,070,000												908,794
						EURO BOBL FUTURE MAR23						XEUR 20230308						1,500,000												(59,553)
						EURO BUND FUTURE MAR23						XEUR 20230308						1,700,000												(76,202)
						EURO CURRENCY						FOREIGN CURRENCY						462,414												493,511
						EXELON CORP						5.625% 15 Jun 2035						240,000												245,338
						EXTENDED STAY AMERICA TRUST						1% 15 Jul 2038						732,144												710,859
						EXXON MOBIL CORPORATION						3.482% 19 Mar 2030						810,000												756,572

228

---

						EXXON MOBIL CORPORATION						3.452% 15 Apr 2051						270,000												204,352
						FANNIE MAE						2.5% 25 Oct 2048						332,717												46,093
						FANNIE MAE						2.5% 25 Jan 2052						1,860,354												274,125
						FED HM LN PC POOL 841075						1% 01 Jan 2049						1,010,131												954,029
						FED HM LN PC POOL G08753						4.5% 01 Feb 2047						145,746												143,472
						FED HM LN PC POOL QC5830						2.5% 01 Aug 2051						902,360												774,893
						FED HM LN PC POOL QC7411						2.5% 01 Sep 2051						91,464												78,419
						FED HM LN PC POOL QC9154						3% 01 Oct 2051						94,540												83,989
						FED HM LN PC POOL QD2129						2% 01 Nov 2051						1,506,425												1,228,966
						FED HM LN PC POOL QD2419						3% 01 Dec 2051						2,569,484												2,288,559
						FED HM LN PC POOL QD5620						2% 01 Feb 2052						377,106												308,224
						FED HM LN PC POOL QD5628						2% 01 Feb 2052						385,499												314,694
						FED HM LN PC POOL QD5827						2% 01 Feb 2052						94,934												77,706
						FED HM LN PC POOL QD5960						2% 01 Feb 2052						577,719												472,193
						FED HM LN PC POOL QD5961						2% 01 Feb 2052						369,662												301,732
						FED HM LN PC POOL QD6079						2.5% 01 Feb 2052						470,493												403,082
						FED HM LN PC POOL QD7365						2% 01 Feb 2052						92,333												75,616
						FED HM LN PC POOL QD8675						2.5% 01 Mar 2052						94,496												80,838
						FED HM LN PC POOL QE1492						3.5% 01 May 2052						284,003												260,964
						FED HM LN PC POOL QK1512						3% 01 May 2042						283,612												254,178
						FED HM LN PC POOL QK1518						3% 01 May 2042						488,894												438,155
						FED HM LN PC POOL RA3913						2.5% 01 Nov 2050						920,063												792,670
						FED HM LN PC POOL RA4142						2.5% 01 Dec 2050						154,211												132,811
						FED HM LN PC POOL RA5731						2% 01 Aug 2051						1,437,535												1,174,105
						FED HM LN PC POOL RA6562						2.5% 01 Jan 2052						90,568												77,837
						FED HM LN PC POOL SC0269						2% 01 Jan 2042						187,859												158,487
						FED HM LN PC POOL SD0618						3% 01 Feb 2051						175,418												155,788
						FED HM LN PC POOL SD0745						2% 01 Nov 2051						91,415												75,086
						FED HM LN PC POOL SD0777						2.5% 01 Nov 2051						183,919												156,921
						FED HM LN PC POOL SD0952						3% 01 Apr 2052						194,224												172,238
						FED HM LN PC POOL SD0958						3.5% 01 Apr 2052						569,073												522,959
						FED HM LN PC POOL SD1143						4.5% 01 Sep 2050						433,586												424,953
						FED HM LN PC POOL SD1218						4% 01 Jul 2049						2,055,615												1,962,635
						FED HM LN PC POOL SD1305						5% 01 Jul 2052						1,082,813												1,075,671
						FED HM LN PC POOL SD7509						3% 01 Nov 2049						297,537												267,032
						FED HM LN PC POOL SD7525						2.5% 01 Oct 2050						373,746												322,229
						FED HM LN PC POOL SD7534						2.5% 01 Feb 2051						396,636												342,468
						FED HM LN PC POOL SD7548						2.5% 01 Nov 2051						2,293,711												1,972,016
						FED HM LN PC POOL ZM2669						4.5% 01 Feb 2047						1,331,058												1,309,008
						FED HOME LN DISCOUNT NT						0.01% 12 Jan 2023						900,000												898,998
						FED HOME LN DISCOUNT NT						0.01% 03 Feb 2023						1,140,000												1,135,710
						FED HOME LN DISCOUNT NT						0.01% 22 Feb 2023						6,140,000												6,101,775
						FED HOME LN DISCOUNT NT						0.01% 08 Mar 2023						3,790,000												3,759,775
						FED HOME LN DISCOUNT NT						0.01% 24 Mar 2023						2,370,000												2,355,101
						FED REPUBLIC OF BRAZIL						5.625% 07 Jan 2041						1,500,000												1,272,345
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Dec 2030						5,984,332												276,010

229

---

						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Nov 2032						13,000,000												204,321
						FIRST QUANTUM MINERALS L						6.875% 15 Oct 2027						250,000												234,528
						FNMA POOL AR7399						3% 01 Jun 2043						77,010												69,820
						FNMA POOL AS0038						3% 01 Jul 2043						170,069												154,192
						FNMA POOL AU6735						3% 01 Oct 2043						162,463												147,296
						FNMA POOL BF0531						2.5% 01 May 2055						1,167,301												1,012,446
						FNMA POOL BM3929						1% 01 Jul 2032						516,793												495,275
						FNMA POOL BM6912						1% 01 Jan 2052						95,856												80,031
						FNMA POOL BN1628						4.5% 01 Nov 2048						247,147												242,226
						FNMA POOL BR1001						2.5% 01 May 2051						86,316												74,461
						FNMA POOL BS6056						3.85% 01 Aug 2032						100,000												95,025
						FNMA POOL BS6124						4.06% 01 Jul 2032						100,000												96,681
						FNMA POOL BS6131						3.89% 01 Jul 2032						200,000												190,466
						FNMA POOL BS6149						3.84% 01 Aug 2032						100,000												94,945
						FNMA POOL BS6215						3.84% 01 Jul 2032						100,000												95,057
						FNMA POOL BS6565						3.74% 01 Sep 2032						100,000												94,093
						FNMA POOL BS6894						4.41% 01 Dec 2032						100,000												99,364
						FNMA POOL BS6896						4.37% 01 Nov 2032						100,000												99,051
						FNMA POOL BS6898						4.41% 01 Oct 2032						99,786												98,396
						FNMA POOL BS6949						3.98% 01 Oct 2032						200,000												192,051
						FNMA POOL BS7025						4.52% 01 Nov 2032						100,000												99,928
						FNMA POOL BU9129						2% 01 Feb 2052						287,424												234,930
						FNMA POOL BV3089						2.5% 01 Feb 2052						188,426												161,201
						FNMA POOL BV3167						3.5% 01 May 2052						292,455												268,729
						FNMA POOL BV4142						3% 01 Mar 2052						92,244												82,211
						FNMA POOL BV8459						3% 01 Apr 2052						—												0
						FNMA POOL BV8546						3.5% 01 May 2052						190,938												174,515
						FNMA POOL CA7257						2.5% 01 Oct 2050						159,131												136,880
						FNMA POOL CB0458						2.5% 01 May 2051						1,098,591												935,431
						FNMA POOL CB1273						2% 01 Aug 2051						91,166												74,593
						FNMA POOL CB1878						3% 01 Oct 2051						809,679												714,019
						FNMA POOL CB2115						2.5% 01 Nov 2041						90,933												80,119
						FNMA POOL CB3031						2.5% 01 Mar 2052						840,831												713,240
						FNMA POOL CB3044						2.5% 01 Mar 2052						486,485												415,870
						FNMA POOL CB3082						3% 01 Mar 2042						91,082												82,352
						FNMA POOL CB3126						3.5% 01 Mar 2052						283,701												260,710
						FNMA POOL CB3542						3% 01 May 2042						97,293												87,721
						FNMA POOL CB3614						4% 01 May 2052						761,854												721,617
						FNMA POOL CB3833						3% 01 Jun 2052						193,558												170,414
						FNMA POOL FM6597						1% 01 Mar 2041						428,432												361,658
						FNMA POOL FM8025						1% 01 Jul 2051						87,368												75,324
						FNMA POOL FM8166						1% 01 Jun 2051						161,365												144,169
						FNMA POOL FM8577						1% 01 Aug 2051						251,241												224,293
						FNMA POOL FM8786						1% 01 Oct 2051						270,318												231,763
						FNMA POOL FM8813						1% 01 Sep 2051						291,865												266,062
						FNMA POOL FM9264						1% 01 Oct 2041						1,186,527												1,005,796
						FNMA POOL FM9365						1% 01 Nov 2051						88,566												78,943
						FNMA POOL FM9444						1% 01 Oct 2041						1,042,943												918,636

230

---

						FNMA POOL FS0024						1% 01 Sep 2051						85,448												73,609
						FNMA POOL FS0028						1% 01 Sep 2051						92,923												79,669
						FNMA POOL FS0034						1% 01 Dec 2051						91,741												81,709
						FNMA POOL FS0037						1% 01 Aug 2051						80,720												71,935
						FNMA POOL FS0240						1% 01 Jan 2052						183,806												163,898
						FNMA POOL FS0331						1% 01 Jan 2052						653,168												575,596
						FNMA POOL FS0349						1% 01 Jan 2052						282,752												231,374
						FNMA POOL FS0352						1% 01 Jan 2052						2,190,683												1,790,509
						FNMA POOL FS0366						1% 01 Jan 2052						93,839												80,837
						FNMA POOL FS0408						1% 01 Jan 2052						181,629												161,846
						FNMA POOL FS0424						1% 01 Jan 2052						655,274												561,057
						FNMA POOL FS0434						1% 01 Nov 2051						91,046												78,633
						FNMA POOL FS0464						1% 01 Jan 2052						177,284												144,782
						FNMA POOL FS0483						1% 01 Jan 2052						372,539												340,965
						FNMA POOL FS0523						1% 01 Feb 2052						659,205												563,519
						FNMA POOL FS0549						1% 01 Feb 2052						473,456												403,480
						FNMA POOL FS0551						1% 01 Feb 2052						187,705												160,716
						FNMA POOL FS0582						1% 01 Feb 2052						191,377												163,561
						FNMA POOL FS0583						1% 01 Feb 2052						189,928												162,119
						FNMA POOL FS0584						1% 01 Feb 2052						756,484												619,546
						FNMA POOL FS0612						1% 01 Feb 2052						573,387												469,802
						FNMA POOL FS1014						1% 01 Feb 2052						95,138												77,972
						FNMA POOL FS1015						1% 01 Feb 2052						284,950												233,502
						FNMA POOL FS1074						1% 01 Mar 2052						939,910												836,471
						FNMA POOL FS1104						1% 01 Nov 2051						90,084												77,540
						FNMA POOL FS1112						1% 01 Mar 2052						478,596												393,318
						FNMA POOL FS1186						1% 01 Jan 2050						883,442												812,568
						FNMA POOL FS1289						1% 01 Mar 2052						374,031												334,166
						FNMA POOL FS1403						1% 01 Jan 2045						180,209												163,416
						FNMA POOL FS1425						1% 01 May 2052						105,684												97,054
						FNMA POOL FS1454						1% 01 Apr 2052						193,824												177,106
						FNMA POOL FS1462						1% 01 Jan 2052						186,228												171,761
						FNMA POOL FS1539						1% 01 Nov 2048						183,869												166,703
						FNMA POOL FS1542						1% 01 Apr 2042						286,287												258,336
						FNMA POOL FS1555						1% 01 Apr 2052						96,051												87,766
						FNMA POOL FS1556						1% 01 May 2052						577,297												531,283
						FNMA POOL FS1628						1% 01 Apr 2052						95,631												82,140
						FNMA POOL FS1924						1% 01 Mar 2051						469,382												401,031
						FNMA POOL FS2061						1% 01 Jun 2052						289,943												273,699
						FNMA POOL FS2528						1% 01 Jan 2051						97,694												75,474
						FNMA POOL FS3368						1% 01 Mar 2052						396,983												338,429
						FNMA POOL MA2773						3% 01 Oct 2036						485,429												447,647
						FNMA POOL MA4120						2.5% 01 Sep 2050						58,426												49,972
						FNMA POOL MA4208						2% 01 Dec 2050						1,184,420												971,013
						FNMA POOL MA4280						1.5% 01 Mar 2051						613,589												474,396
						FNMA POOL MA4325						2% 01 May 2051						262,282												214,469
						FNMA POOL MA4474						2% 01 Nov 2041						91,231												76,840
						FNMA TBA 30 YR 2						2% 25 Dec 2051						3,700,000												3,013,572

231

---

						FNMA TBA 30 YR 2						2% 13 Feb 2053						100,000												81,540
						FNMA TBA 30 YR 2.5						2.5% 25 Dec 2051						6,800,000												5,761,048
						FNMA TBA 30 YR 2.5						2.5% 13 Feb 2053						200,000												169,589
						FNMA TBA 30 YR 3						3% 25 Feb 2052						4,500,000												3,950,564
						FNMA TBA 30 YR 3						3% 25 Feb 2052						200,000												175,707
						FNMA TBA 30 YR 3.5						3.5% 25 Apr 2052						6,500,000												5,906,934
						FNMA TBA 30 YR 3.5						3.5% 13 Feb 2053						300,000												272,764
						FNMA TBA 30 YR 4						4% 25 Jun 2052						1,500,000												1,407,165
						FNMA TBA 30 YR 4						4% 13 Feb 2053						2,700,000												2,533,221
						FNMA TBA 30 YR 4.5						4.5% 25 Jul 2052						1,300,000												1,252,648
						FNMA TBA 30 YR 4.5						4.5% 13 Feb 2053						1,800,000												1,734,372
						FNMA TBA 30 YR 5						5% 13 Feb 2053						1,700,000												1,675,794
						FNMA TBA 30 YR 5.5						5.5% 13 Feb 2053						1,100,000												1,102,596
						FNMA TBA 30 YR 6						6% 13 Feb 2053						500,000												507,280
						FORD MOTOR COMPANY						3.25% 12 Feb 2032						1,950,000												1,467,473
						FORD MOTOR COMPANY						6.1% 19 Aug 2032						150,000												138,948
						FORD MOTOR CREDIT CO LLC						4.95% 28 May 2027						200,000												186,804
						FORTRESS CREDIT BSL LIMITED						1% 20 Apr 2033						1,750,000												1,703,100
						FREDDIE MAC						3% 25 Apr 2052						300,000												226,049
						FREDDIE MAC						4% 25 Apr 2052						100,000												90,593
						FREEPORT MCMORAN INC						5.45% 15 Mar 2043						60,000												54,110
						FREEPORT MCMORAN INC						4.625% 01 Aug 2030						500,000												467,300
						GENERAL DYNAMICS CORP						4.25% 01 Apr 2050						210,000												187,786
						GENERAL MOTORS CO						6.25% 02 Oct 2043						240,000												223,562
						GENERAL MOTORS CO						6.6% 01 Apr 2036						20,000												19,695
						GENERAL MOTORS FINL CO						2.75% 20 Jun 2025						410,000												384,248
						GENERAL MOTORS FINL CO						3.1% 12 Jan 2032						70,000												55,185
						GLENCORE FUNDING LLC						4% 27 Mar 2027						1,030,000												974,565
						GNMA II POOL 785944						3% 20 Feb 2052						760,909												679,193
						GNMA II POOL 786077						3% 20 Mar 2052						185,649												165,196
						GNMA II POOL 786082						3% 20 Nov 2051						189,219												168,729
						GNMA II POOL 786095						3% 20 Apr 2052						294,019												257,251
						GNMA II POOL 786107						3% 20 Mar 2052						94,486												84,418
						GNMA II POOL 786108						3.5% 20 Mar 2052						294,390												271,786
						GNMA II POOL CL5523						3% 20 Apr 2052						95,645												83,684
						GNMA II POOL MA4586						3.5% 20 Jul 2047						700,869												654,601
						GNMA II POOL MA6473						2.5% 20 Feb 2050						713,982												622,689
						GNMA II POOL MA6476						4% 20 Feb 2050						665,722												639,157
						GNMA II POOL MA6711						3.5% 20 Jun 2050						552,012												512,526
						GNMA II POOL MA6865						2.5% 20 Sep 2050						744,009												648,876
						GNMA II POOL MA6997						3.5% 20 Nov 2050						608,880												566,314
						GNMA II POOL MA7314						3.5% 20 Apr 2051						116,833												108,386
						GNMA II POOL MA7316						4.5% 20 Apr 2051						1,030,444												1,011,948
						GNMA II POOL MA7475						4% 20 Jul 2051						427,639												410,574
						GNMA II POOL MA7590						3% 20 Sep 2051						1,092,738												976,907
						GNMA II POOL MA7705						2.5% 20 Nov 2051						1,457,101												1,264,918
						GNMA II POOL MA7706						3% 20 Nov 2051						1,796,954												1,605,475
						GNMA II POOL MA7883						3.5% 20 Feb 2052						1,237,076												1,142,091

232

---

						GNMA II TBA 30 YR 2.5						2.5% 23 Jan 2053						3,500,000												3,028,543
						GNMA II TBA 30 YR 3						3% 23 Jan 2053						1,300,000												1,156,786
						GNMA II TBA 30 YR 3						3% 21 Feb 2053						200,000												178,087
						GNMA II TBA 30 YR 3.5						3.5% 23 Jan 2053						1,100,000												1,009,841
						GNMA II TBA 30 YR 3.5						3.5% 21 Feb 2053						400,000												367,403
						GNMA II TBA 30 YR 4						4% 23 Jan 2053						300,000												283,786
						GNMA II TBA 30 YR 4						4% 21 Feb 2053						2,300,000												2,176,660
						GNMA II TBA 30 YR 4.5						4.5% 21 Feb 2053						1,900,000												1,842,571
						GNMA II TBA 30 YR 5						5% 21 Feb 2053						2,300,000												2,277,267
						GNMA II TBA 30 YR 5.5						5.5% 21 Feb 2053						1,900,000												1,907,847
						GNMA II TBA 30 YR 6						6% 21 Feb 2053						700,000												709,198
						GOLDMAN SACHS GROUP INC						1% 09 Dec 2026						1,790,000												1,582,199
						GOLDMAN SACHS GROUP INC						1% 21 Jul 2042						990,000												678,348
						GOLDMAN SACHS GROUP INC						1% 21 Oct 2032						1,480,000												1,172,101
						GOLDMAN SACHS GROUP INC						1% 15 Mar 2028						70,000												65,113
						GOLDMAN SACHS GROUP INC						1% 15 Jun 2027						630,000												608,082
						GOLDMAN SACHS GROUP INC						5.15% 22 May 2045						240,000												218,028
						GOVERNMENT NATIONAL MORTGAGE A						1.34% 16 Jun 2063						297,914												237,710
						GOVERNMENT NATIONAL MORTGAGE A						1.4% 16 Jun 2063						442,976												354,690
						GOVERNMENT NATIONAL MORTGAGE A						1.9% 16 Mar 2064						407,022												209,132
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Oct 2064						300,000												242,452
						GOVERNMENT NATIONAL MORTGAGE A						2% 16 Feb 2064						2,326,968												1,542,371
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Oct 2050						250,897												36,440
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Nov 2050						770,605												100,380
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Jun 2051						4,211,537												609,231
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Sep 2051						1,851,781												246,345
						GOVERNMENT NATIONAL MORTGAGE A						3% 20 Dec 2051						574,057												98,613
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Oct 2051						397,325												335,049
						GOVERNMENT NATIONAL MORTGAGE A						4% 20 Jul 2051						400,000												363,527
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						8,112,302												8,112,302
						GREYWOLF CLO LTD						1% 27 Jan 2031						500,000												491,100
						GS MORTGAGE BACKED SECURITIES						1% 25 May 2062						815,649												721,936
						GS MORTGAGE SECURITIES TRUST						1% 15 Nov 2036						1,140,000												1,100,663
						H+E EQUIPMENT SERVICES						3.875% 15 Dec 2028						30,000												25,536
						HALEON US CAPITAL LLC						3.625% 24 Mar 2032						590,000												520,168
						HAWAIIAN BRAND INTELLECT						5.75% 20 Jan 2026						20,000												18,096
						HCA INC						4.5% 15 Feb 2027						410,000												395,523
						HCA INC						3.5% 01 Sep 2030						120,000												103,621
						HOME DEPOT INC						3.3% 15 Apr 2040						480,000												384,590
						HOME DEPOT INC						3.35% 15 Apr 2050						120,000												89,682
						HOSPITALITY INVESTORS TRUST						1% 15 Jul 2024						880,000												860,254
						HSBC HOLDINGS PLC						1% 04 Jun 2026						250,000												227,865
						HSBC HOLDINGS PLC						1% 22 Nov 2032						600,000												460,968
						HSBC HOLDINGS PLC						1% 29 Mar 2033						440,000												381,348
						HUDBAY MINERALS INC						6.125% 01 Apr 2029						10,000												9,110
						HUMANA INC						4.8% 15 Mar 2047						240,000												212,878
						HUMANA INC						2.15% 03 Feb 2032						60,000												47,009
						ILPT COMMERCIAL MORTGAGE TRUST						1% 15 Oct 2039						1,070,000												1,070,256

233

---

						INTEL CORP						4.75% 25 Mar 2050						180,000												157,628
						INTEL CORP						1.6% 12 Aug 2028						240,000												204,274
						INTERCONTINENTALEXCHANGE						4.6% 15 Mar 2033						500,000												481,480
						INTERCONTINENTALEXCHANGE						4.95% 15 Jun 2052						70,000												65,032
						INTESA SANPAOLO SPA						3.375% 12 Jan 2023						240,000												239,947
						JAPANESE YEN						FOREIGN CURRENCY						12,500,000												94,736
						JOHNSON + JOHNSON						2.1% 01 Sep 2040						540,000												372,001
						JP MORGAN CHASE COMMERCIAL MOR						1% 15 Mar 2039						960,000												924,221
*						JPMORGAN CHASE + CO						4.25% 01 Oct 2027						1,240,000												1,194,715
*						JPMORGAN CHASE + CO						1% 22 Apr 2026						290,000												269,143
*						JPMORGAN CHASE + CO						1% 01 Jun 2024						500,000												491,775
*						JPMORGAN CHASE + CO						1% 22 Apr 2027						1,000,000												881,520
*						JPMORGAN CHASE + CO						1% 22 Apr 2052						540,000												373,939
*						JPMORGAN CHASE + CO						1% 08 Nov 2032						1,230,000												975,156
						JPN 10Y BOND(OSE) MAR23						XOSE 20230313						(300,000,000)												60,707
						KINDER MORGAN INC						5.55% 01 Jun 2045						300,000												275,634
						KINDER MORGAN INC						5.2% 01 Mar 2048						120,000												105,263
						KRAFT HEINZ FOODS CO						5.2% 15 Jul 2045						1,060,000												982,800
						L3HARRIS TECH INC						5.054% 27 Apr 2045						190,000												171,519
						LA QUINTA MORTGAGE TRUST						1% 15 Mar 2039						239,297												233,817
						LAS VEGAS SANDS CORP						3.2% 08 Aug 2024						270,000												255,145
						LAS VEGAS SANDS CORP						2.9% 25 Jun 2025						740,000												683,582
						LCM LTD PARTNERSHIP						1% 15 Oct 2031						750,000												735,075
						LCM LTD PARTNERSHIP						1% 16 Jul 2031						2,500,000												2,445,750
						LLOYDS BANKING GROUP PLC						4.375% 22 Mar 2028						220,000												208,578
						LOCKHEED MARTIN CORP						3.9% 15 Jun 2032						100,000												94,257
						LOCKHEED MARTIN CORP						4.15% 15 Jun 2053						550,000												469,684
						LONG GILT FUTURE MAR23						IFLL 20230329						2,100,000												(135,398)
						LOWE S COS INC						4.5% 15 Apr 2030						240,000												230,498
						MASTERCARD INC						3.85% 26 Mar 2050						240,000												202,092
						MCDONALD S CORP						3.6% 01 Jul 2030						590,000												542,712
						MCDONALD S CORP						4.2% 01 Apr 2050						300,000												251,937
						MEX BONOS DESARR FIX RT						7.75% 13 Nov 2042						48,130,000												2,155,066
						MEX BONOS DESARR FIX RT						7.75% 23 Nov 2034						62,740,000												2,901,869
						MEXICAN PESO (NEW)						FOREIGN CURRENCY						9,982,313												512,248
						MICROSOFT CORP						2.4% 08 Aug 2026						820,000												765,962
						MICROSOFT CORP						2.921% 17 Mar 2052						230,000												163,898
						MIDAMERICAN ENERGY CO						3.65% 15 Apr 2029						240,000												225,444
						MILEAGE PLUS HLDINGS LLC						6.5% 20 Jun 2027						108,007												107,431
						MILL CITY MORTGAGE TRUST						1% 25 Sep 2057						970,000												935,012
						MITSUBISHI UFJ FIN GRP						1% 17 Apr 2026						340,000												327,944
						MORGAN STANLEY						1% 10 Dec 2026						1,120,000												983,528
						MORGAN STANLEY						1% 20 Oct 2032						890,000												697,956
						MPLX LP						4.7% 15 Apr 2048						430,000												344,159
						MPLX LP						4.8% 15 Feb 2029						430,000												412,189
						MPT OPER PARTNERSP/FINL						5% 15 Oct 2027						40,000												33,640
						MPT OPER PARTNERSP/FINL						4.625% 01 Aug 2029						30,000												23,238

234

---

						MPT OPER PARTNERSP/FINL						3.5% 15 Mar 2031						170,000												116,955
						MTN COMMERCIAL MORTGAGE TRUST						1% 15 Mar 2039						960,000												933,158
						NATWEST GROUP PLC						1% 25 Jun 2024						230,000												227,930
						NAVIENT STUDENT LOAN TRUST						2.23% 15 Jul 2070						977,068												850,248
						NELNET STUDENT LOAN TRUST						1% 20 Apr 2062						980,000												928,759
*						NEUBERGER BERMAN CLO LTD						1% 19 Oct 2031						616,667												606,369
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Jul 2059						816,541												758,668
						NEW RESIDENTIAL MORTGAGE LOAN						1% 27 Mar 2062						284,089												257,633
						NISSAN MOTOR CO						3.522% 17 Sep 2025						1,180,000												1,097,801
						NORTHROP GRUMMAN CORP						3.25% 15 Jan 2028						590,000												546,706
						NORTHROP GRUMMAN CORP						5.25% 01 May 2050						240,000												238,306
						NVIDIA CORP						3.5% 01 Apr 2040						1,010,000												822,999
						NVIDIA CORP						3.5% 01 Apr 2050						240,000												182,479
						OCCIDENTAL PETROLEUM COR						3.5% 15 Aug 2029						1,030,000												923,220
						OCCIDENTAL PETROLEUM COR						6.6% 15 Mar 2046						1,110,000												1,142,334
						OCTAGON INVESTMENT PARTNERS 35						1% 20 Jan 2031						2,500,000												2,463,750
						OCTAGON INVESTMENT PARTNERS XI						1% 15 Jul 2029						820,743												809,088
						OCTAGON INVESTMENTS PARTNERS 3						1% 15 Apr 2031						500,000												490,550
						ONSLOW BAY FINANCIAL LLC						1% 25 Jul 2062						843,997												794,893
						OPEN TEXT HOLDINGS INC						4.125% 15 Feb 2030						10,000												8,140
						OPEN TEXT HOLDINGS INC						4.125% 01 Dec 2031						10,000												7,799
						ORACLE CORP						2.95% 01 Apr 2030						40,000												34,230
						ORACLE CORP						1.65% 25 Mar 2026						490,000												439,574
						ORACLE CORP						2.875% 25 Mar 2031						530,000												441,156
						PACIFIC GAS + ELECTRIC						2.1% 01 Aug 2027						530,000												454,194
						PACIFIC GAS + ELECTRIC						4.95% 08 Jun 2025						200,000												197,108
						PACIFIC GAS + ELECTRIC						5.45% 15 Jun 2027						540,000												535,367
						PAYPAL HOLDINGS INC						2.3% 01 Jun 2030						240,000												197,393
						PETROBRAS GLOBAL FINANCE						5.75% 01 Feb 2029						1,140,000												1,119,457
						PETROLEOS MEXICANOS						6.625% 15 Jun 2035						760,000												553,067
						PFIZER INC						2.7% 28 May 2050						530,000												362,345
						PHILIP MORRIS INTL INC						4.5% 20 Mar 2042						410,000												345,085
						PIEDMONT NATURAL GAS CO						3.35% 01 Jun 2050						240,000												164,066
						PIONEER NATURAL RESOURCE						1.9% 15 Aug 2030						60,000												47,252
						PIONEER NATURAL RESOURCE						2.15% 15 Jan 2031						380,000												302,290
						POUND STERLING						FOREIGN CURRENCY						755,315												908,568
						PRKCM TRUST						1% 25 Nov 2056						907,205												751,685
						PROSUS NV						3.061% 13 Jul 2031						510,000												399,182
						RAYTHEON TECH CORP						3.125% 01 Jul 2050						240,000												169,385
						RAYTHEON TECH CORP						2.25% 01 Jul 2030						410,000												341,862
						RELIANCE INDUSTRIES LTD						3.625% 12 Jan 2052						250,000												166,310
						REPUBLIC OF COLOMBIA						4.125% 22 Feb 2042						850,000												535,891
						REPUBLIC OF INDONESIA						3.05% 12 Mar 2051						200,000												145,422
						REPUBLIC OF NIGERIA						6.5% 28 Nov 2027						500,000												403,545
						REPUBLIC OF PANAMA						2.252% 29 Sep 2032						790,000												588,123
						REPUBLIC OF PERU						3.55% 10 Mar 2051						530,000												379,872
						REPUBLIC SERVICES INC						2.5% 15 Aug 2024						120,000												115,079

235

---

						ROCHE HOLDINGS INC						2.607% 13 Dec 2051						250,000												163,388
						ROYAL BANK OF CANADA						1.15% 10 Jun 2025						410,000												375,962
						ROYAL BANK OF CANADA						3.875% 04 May 2032						230,000												210,195
						RRAM						1% 15 Jan 2030						1,600,000												1,573,920
						SALESFORCE INC						1.5% 15 Jul 2028						180,000												154,035
						SANDS CHINA LTD						5.625% 08 Aug 2025						560,000												542,282
						SHELL INTERNATIONAL FIN						2.75% 06 Apr 2030						590,000												519,802
						SHELL INTERNATIONAL FIN						3.25% 06 Apr 2050						420,000												305,857
						SLC STUDENT LOAN TRUST						1% 15 May 2029						277,831												268,454
						SLC STUDENT LOAN TRUST						1% 15 Mar 2055						1,024,897												963,095
						SLM STUDENT LOAN TRUST						1% 15 Oct 2041						819,668												887,740
						SLM STUDENT LOAN TRUST						1% 25 Oct 2034						123,544												122,656
						SMB PRIVATE EDUCATION LOAN TRU						1% 15 Jan 2053						804,808												764,764
						SOFR 1YR MIDCURVE JAN23P 95.62						EXP 01/13/2023						205,000												10,763
						SOFR 1YR MIDCURVE JAN23P 95.87						EXP 01/13/2023						420,000												60,900
						SOUTHERN NATURAL GAS						8% 01 Mar 2032						120,000												131,996
						SOUTHWESTERN ENERGY CO						5.375% 15 Mar 2030						110,000												100,037
						SOUTHWESTERN ENERGY CO						4.75% 01 Feb 2032						20,000												17,081
						SPRINT CAPITAL CORP						8.75% 15 Mar 2032						410,000												487,789
						SREIT TRUST						1% 15 Nov 2036						910,000												875,929
						STRATUS CLO						1% 29 Dec 2029						2,262,998												2,232,171
						SUZANO AUSTRIA GMBH						3.125% 15 Jan 2032						780,000												611,325
						SWS075507 CDS USD P V 03MEVENT						1% 20 Dec 2027						(26,753,000)												(26,753,000)
						SWS075507 CDS USD R F 1.00000						1% 20 Dec 2027						26,753,000												26,966,917
						SWS075747 CDS USD P V 03MEVENT						1% 20 Dec 2027						(2,060,000)												(2,060,000)
						SWS075747 CDS USD R F 5.00000						5% 20 Dec 2027						2,060,000												2,072,685
						T MOBILE USA INC						3.5% 15 Apr 2025						410,000												394,953
						T MOBILE USA INC						3.875% 15 Apr 2030						200,000												181,722
						T MOBILE USA INC						3% 15 Feb 2041						120,000												85,274
						T MOBILE USA INC						3.3% 15 Feb 2051						300,000												200,127
						T MOBILE USA INC						3.375% 15 Apr 2029						60,000												52,799
						T MOBILE USA INC						3.5% 15 Apr 2031						1,210,000												1,051,478
						T MOBILE USA INC						2.25% 15 Nov 2031						420,000												331,880
						TALLGRASS NRG PRTNR/FIN						6% 31 Dec 2030						10,000												8,698
						TARGA RESOURCES CORP						4.2% 01 Feb 2033						170,000												146,979
						TARGA RESOURCES CORP						4.95% 15 Apr 2052						70,000												55,941
						TARGA RESOURCES PARTNERS						4.875% 01 Feb 2031						230,000												206,276
						TEACHERS INSUR + ANNUITY						4.9% 15 Sep 2044						240,000												218,923
						TECK RESOURCES LIMITED						3.9% 15 Jul 2030						240,000												215,947
						TENCENT HOLDINGS LTD						3.84% 22 Apr 2051						590,000												422,310
						TENET HEALTHCARE CORP						4.375% 15 Jan 2030						10,000												8,664
						TENNESSEE GAS PIPELINE						2.9% 01 Mar 2030						240,000												201,600
						TEVA PHARMACEUTICALS NE						5.125% 09 May 2029						2,910,000												2,608,611
						TIME WARNER CABLE LLC						6.55% 01 May 2037						60,000												56,965
						TORONTO DOMINION BANK						1.15% 12 Jun 2025						590,000												537,962
						TORONTO DOMINION BANK						4.456% 08 Jun 2032						250,000												238,348
						TOWD POINT MORTGAGE TRUST						1% 25 Mar 2058						711,518												680,945

236

---

						TOWD POINT MORTGAGE TRUST						1% 25 Mar 2058						717,185												674,806
						TPGI TRUST						1% 15 Jun 2026						1,000,000												963,119
						TRANSCONT GAS PIPE LINE						7.85% 01 Feb 2026						300,000												320,589
						TREASURY BILL						0.01% 23 Feb 2023						3,950,000												3,925,460
						TREASURY BILL						0.01% 02 Feb 2023						2,530,000												2,520,847
						TREASURY BILL						0.01% 09 Feb 2023						1,810,000												1,801,921
						TREASURY BILL						0.01% 28 Feb 2023						2,750,000												2,731,480
						TREASURY BILL						0.01% 02 Nov 2023						20,590,000												19,815,071
						TREASURY BILL						0.01% 25 May 2023						2,490,000												2,444,981
						TREASURY BILL						0.01% 03 Jan 2023						1,610,000												1,609,647
						TREASURY BILL						0.01% 31 Jan 2023						1,650,000												1,644,390
						UBS GROUP AG						1% 12 May 2028						310,000												297,392
						UNION PACIFIC CORP						3.839% 20 Mar 2060						300,000												234,036
						UNION PACIFIC CORP						2.891% 06 Apr 2036						660,000												525,479
						UNITED AIRLINES INC						4.375% 15 Apr 2026						140,000												130,088
						UNITED AIRLINES INC						4.625% 15 Apr 2029						510,000												445,108
						UNITED MEXICAN STATES						4.75% 08 Mar 2044						1,130,000												915,006
						UNITED RENTALS NORTH AM						3.875% 15 Feb 2031						540,000												454,432
						UNITED RENTALS NORTH AM						3.75% 15 Jan 2032						130,000												106,191
						UNITEDHEALTH GROUP INC						3.75% 15 Jul 2025						530,000												519,114
						UNITEDHEALTH GROUP INC						2.75% 15 May 2040						530,000												388,559
						UNITEDHEALTH GROUP INC						3.125% 15 May 2060						120,000												81,695
						UNITEDHEALTH GROUP INC						2.3% 15 May 2031						40,000												33,382
						UNITEDHEALTH GROUP INC						4% 15 May 2029						190,000												181,788
						UNITEDHEALTH GROUP INC						4.2% 15 May 2032						130,000												123,963
						US 10YR FUT OPTN FEB23C 115.5						EXP 01/27/2023						(11,000)												(1,203)
						US 10YR FUT OPTN FEB23C 116.5						EXP 01/27/2023						(23,000)												(1,078)
						US 10YR FUT OPTN FEB23P 113						EXP 01/27/2023						(23,000)												(30,188)
						US 10YR FUT OPTN MAR23C 113						EXP 02/24/2023						(33,000)												(33,516)
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						(24,700,000)												422,745
						US 10YR ULTRA FUT MAR23						XCBT 20230322						(1,100,000)												17,273
						US 2YR NOTE (CBT) MAR23						XCBT 20230331						(20,200,000)												789
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						55,300,000												(209,018)
						US BANCORP						1.45% 12 May 2025						410,000												380,747
						US DOLLAR												1,951,612												1,951,612
						US LONG BOND(CBT) MAR23						XCBT 20230322						1,800,000												(28,114)
						US TREASURY N/B						2% 15 Aug 2051						20,290,000												13,400,911
						US TREASURY N/B						1.875% 15 Nov 2051						17,120,000												10,946,100
						US TREASURY N/B						2% 15 Nov 2041						11,770,000												8,465,205
						US TREASURY N/B						2.25% 15 Feb 2052						5,793,000												4,073,203
						US TREASURY N/B						2.875% 15 May 2052						1,630,000												1,319,791
						US TREASURY N/B						3% 15 Aug 2052						1,770,000												1,476,014
						US TREASURY N/B						4% 15 Nov 2042						890,000												877,763
						US TREASURY N/B						1.25% 30 Nov 2026						49,210,000												44,196,731
						US TREASURY N/B						2.5% 31 Mar 2027						1,360,000												1,277,869
						US TREASURY N/B						2.875% 15 May 2032						690,000												638,681
						US TREASURY N/B						2.75% 31 May 2029						310,000												288,518

237

---

						US ULTRA BOND CBT MAR23						XCBT 20230322						6,300,000												(106,996)
						VENTURE GLOBAL CALCASIEU						3.875% 01 Nov 2033						120,000												97,969
						VERIZON COMMUNICATIONS						4.272% 15 Jan 2036						140,000												125,569
						VERIZON COMMUNICATIONS						4.5% 10 Aug 2033						50,000												47,014
						VERIZON COMMUNICATIONS						1.75% 20 Jan 2031						950,000												737,856
						VERIZON COMMUNICATIONS						2.65% 20 Nov 2040						1,010,000												685,457
						VERIZON COMMUNICATIONS						3.55% 22 Mar 2051						1,350,000												973,445
						VERIZON COMMUNICATIONS						2.1% 22 Mar 2028						1,490,000												1,294,035
						VERIZON COMMUNICATIONS						3.4% 22 Mar 2041						60,000												45,421
						VERIZON COMMUNICATIONS						2.355% 15 Mar 2032						60,000												47,782
						VERTIV GROUP CORPORATION						4.125% 15 Nov 2028						60,000												51,193
						VIRGIN MEDIA SECURED FIN						5.5% 15 May 2029						210,000												188,656
						VISA INC						2.7% 15 Apr 2040						710,000												540,622
						VISA INC						2.05% 15 Apr 2030						120,000												101,976
						VMED O2 UK FINAN						4.75% 15 Jul 2031						200,000												162,786
						WALMART INC						1.5% 22 Sep 2028						60,000												51,485
						WALMART INC						1.8% 22 Sep 2031						60,000												49,036
						WALT DISNEY COMPANY/THE						6.65% 15 Nov 2037						60,000												67,796
						WARNERMEDIA HOLDINGS INC						4.279% 15 Mar 2032						70,000												57,917
						WARNERMEDIA HOLDINGS INC						5.05% 15 Mar 2042						40,000												30,924
						WARNERMEDIA HOLDINGS INC						5.141% 15 Mar 2052						110,000												81,038
						WELLS FARGO + COMPANY						4.3% 22 Jul 2027						530,000												511,164
						WELLS FARGO + COMPANY						4.75% 07 Dec 2046						720,000												605,340
						WELLS FARGO + COMPANY						1% 04 Apr 2031						1,280,000												1,203,021
						WELLS FARGO + COMPANY						1% 04 Apr 2051						2,210,000												1,974,768
						WELLS FARGO + COMPANY						1% 30 Apr 2026						590,000												549,502
						WELLS FARGO + COMPANY						1% 02 Jun 2028						490,000												432,895
						WELLS FARGO + COMPANY						1% 02 Mar 2033						90,000												75,946
						WESTERN MIDSTREAM OPERAT						5.45% 01 Apr 2044						970,000												808,679
						WESTERN MIDSTREAM OPERAT						4.3% 01 Feb 2030						400,000												350,096
						WHITEHORSE LTD						1% 15 Oct 2031						500,000												491,650
						WILLIAMS COMPANIES INC						8.75% 15 Mar 2032						410,000												488,048
						WILLIAMS COMPANIES INC						5.75% 24 Jun 2044						60,000												57,343
						WILLIAMS COMPANIES INC						4.85% 01 Mar 2048						240,000												204,946
						WORKDAY INC						3.5% 01 Apr 2027						80,000												74,926
						WORKDAY INC						3.7% 01 Apr 2029						140,000												128,460
						WORKDAY INC						3.8% 01 Apr 2032						710,000												629,181
						WYNN MACAU LTD						5.125% 15 Dec 2029						250,000												199,878
						XPO INC						6.25% 01 May 2025						14,000												14,144
												Total: EXHIBIT H - Total Bond Market Fund																		$	451,217,114

n / a - Cost is not applicable

238

---

EXHIBIT I - Total Bond Market Fund

(Managed by Pacific Investment Management Company)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						10 RENEW POWER SUBSIDIAR						4.5% 14 Jul 2028						1,300,000												$	1,094,054
						3175346J9 ECAL FN 5.5						FEB23 102 CALL						(300,000)												(532)
						3175352C5 OTC ECAL FN 5.5						JAN23 101.859375 CALL						(1,000,000)												(9)
						317541068 OTC EPUT FN 5.5						FEB23 100 PUT						(100,000)												(699)
						317543V29 OTC ECAL FN 5.5						JAN23 102.25 CALL						(700,000)												0
						317546DV8 EPUT FN 5.5						FEB23 100 PUT						(300,000)												(2,097)
						317551R84 EPUT FN 5.5						FEB23 99,75 PUT						(500,000)												(3,031)
						317553QJ7 ECAL FN 5.5						FEB23 101,75 CALL						(500,000)												(1,142)
						317557H41 OTC ECAL FN 5.5						FEB23 101.8125 CALL						(100,000)												(215)
						317581LR5 OTC ECAL FN 5.5						FEB23 102 CALL						(100,000)												(177)
						317594885 OPTION						FEB23 99.8125 OTC EPUT FN 5.5						(100,000)												(628)
						317U0E3A7 PIMCO						SWAPTION 3.75 PUT USD 20231117						(7,600,000)												(54,613)
						317U0E4A6 PIMCO						SWAPTION 2.25 CALL USD 2023111						(7,600,000)												(5,810)
						317U0FJA7 PIMCO						SWAPTION 3.65 PUT USD 20231120						(4,600,000)												(35,928)
						317U0FKA5 PIMCO						SWAPTION 2.15 CALL USD 2023112						(4,600,000)												(3,260)
						317U1O7A0 PIMCO						SWAPTION 3.62 PUT USD 20221230						(500,000)												(67)
						317U1O8A9 PIMCO						SWAPTION 3.12 CALL USD 2022123						(500,000)												0
						317U1PBA2 PIMCO						SWAPTION 2.547 CALL EUR 202303						(700,000)												(1,643)
						317U1PCA1 PIMCO						SWAPTION 2.547 PUT EUR 2023030						(700,000)												(43,967)
						317U1Q8A4 PIMCO						SWAPTION 2.067 CALL EUR 202306						(900,000)												(2,490)
						317U1Q9A3 PIMCO						SWAPTION 3.14 PUT EUR 20230609						(900,000)												(29,730)
						317U1QCA9 PIMCO						SWAPTION 4.2325 PUT USD 202309						(23,800,000)												(123,732)
						317U1QDA8 PIMCO						SWAPTION 3.75 PUT USD 20230911						23,800,000												196,345
						317U1QFA6 PIMCO						SWAPTION 4.715 PUT USD 2023091						(23,800,000)												(70,471)
						317U1QNA7 PIMCO						SWAPTION 3.55 PUT USD 20230112						(500,000)												(3,843)
						317U1QOA6 PIMCO						SWAPTION 3.0 CALL USD 20230112						(500,000)												(26)
						317U1QPA5 PIMCO						SWAPTION 3.75 PUT USD 20230912						12,600,000												103,990
						317U1QQA4 PIMCO						SWAPTION 4.25 PUT USD 20230912						(12,600,000)												(64,289)
						317U1QRA3 PIMCO						SWAPTION 4.75 PUT USD 20230912						(12,600,000)												(35,693)
						317U1ROA4 PIMCO						SWAPTION 3.05 PUT USD 20230117						(200,000)												(7,086)
						317U1RPA3 PIMCO						SWAPTION 2.6 CALL USD 20230117						(200,000)												(20)
						317U1S9A9 PIMCO						SWAPTION 3.18 PUT USD 20230119						(200,000)												(4,118)
						317U1SAA7 PIMCO						SWAPTION 2.74 CALL USD 2023011						(200,000)												(122)
						317U1T0A6 PIMCO						SWAPTION 3.52 PUT USD 20230123						(400,000)												(4,638)
						317U1T1A5 PIMCO						SWAPTION 3.07 CALL USD 2023012						(400,000)												(276)
						317U1TSA6 PIMCO						SWAPTION 3.32 PUT USD 20230123						(200,000)												(2,250)

239

---

						317U1TTA5 PIMCO						SWAPTION 2.87 CALL USD 2023012						(200,000)												(547)
						ALLY FINANCIAL INC						2.2% 02 Nov 2028						1,500,000												1,175,700
						AMGEN INC						4.875% 01 Mar 2053						1,200,000												1,073,880
						AON CORP/AON GLOBAL HOLD						2.85% 28 May 2027						1,200,000												1,102,596
						APEX CREDIT CLO LLC						1% 20 Sep 2029						987,398												970,218
						APIDOS CLO XLV LTD						1% 20 Oct 2030						1,100,000												1,078,550
						ARBOR REALTY COLLATERALIZED LO						1% 15 Nov 2036						1,200,000												1,153,090
						AREIT CRE TRUST						1% 17 Jun 2039						1,200,000												1,182,403
						ATRIUM HOTEL PORTFOLIO TRUST						1% 15 Jun 2035						1,000,000												964,543
						AUSTRALIAN DOLLAR						FOREIGN CURRENCY						896												608
						AVON FINANCE						1% 20 Sep 2048						1,049,369												1,255,369
						BANC OF AMERICA MERRILL LYNCH						1% 15 Sep 2038						1,300,000												1,243,029
						BANC OF AMERICA SEURITIES LLC						TBA CASH COLLATERAL USD						450,000												450,000
						BANCO SANTANDER SA						1% 24 Mar 2028						1,200,000												1,113,204
						BANK OF AMERICA CORP						1% 21 Jul 2032						1,300,000												1,002,612
						BANK OF AMERICA CORP						1% 04 Feb 2025						1,300,000												1,245,504
						BARCLAYS COMMERCIAL MORTGAGE S						1% 15 Jul 2037						1,261,000												1,220,616
						BARCLAYS COMMERCIAL MORTGAGE S						1% 15 Apr 2055						2,400,000												2,147,007
						BARCLAYS PLC						1% 16 May 2029						2,200,000												2,078,098
						BARCLAYS PLC						1% 02 Nov 2026						300,000												311,325
						BARCLAYS PLC						1% 02 Nov 2028						200,000												208,402
						BDS LTD						1% 16 Dec 2036						1,200,000												1,161,155
						BENEFIT STREET PARTNERS CLO LT						1% 17 Jan 2032						1,500,000												1,465,350
						BNP PARIBAS						1% 19 Apr 2032						2,500,000												1,961,425
						BNPP AM EURO CLO						1% 22 Jul 2032						1,300,000												1,339,003
						BOA FUTURES COC						BOA FUTURES CCBOSXUS1						902,000												902,000
						BPCE SA						1% 19 Jul 2033						1,900,000												1,816,951
						BROADCOM INC						3.137% 15 Nov 2035						1,300,000												960,479
						BWU01BQZ7 IRS JPY P F .45000						0.45% 15 Dec 2051						(350,000,000)												(2,083,620)
						BWU01BQZ7 IRS JPY R V 12MTONAR						1% 15 Dec 2051						350,000,000												2,652,620
						BWU01BQZS IRS JPY P V 12MTONAR						1% 15 Dec 2051						(350,000,000)												0
						BWU01BQZS IRS JPY R F .00000						1% 15 Dec 2051						350,000,000												0
						BWU01EBS3 IRS JPY P F .00000						0% 16 Mar 2024						(5,660,000,000)												(42,831,214)
						BWU01EBS3 IRS JPY R V 12MTONA						1% 16 Mar 2024						5,660,000,000												42,896,661
						BWU01GJD3 IRS JPY P F .50000						0.5% 15 Mar 2042						(255,000,000)												(1,690,030)
						BWU01GJD3 IRS JPY R V 12MTONAR						1% 15 Mar 2042						255,000,000												1,932,623
						BWU01H5V6 IRS USD P F 1.75000						1.75% 15 Jun 2032						(2,800,000)												(2,404,093)
						BWU01H5V6 IRS USD R V 12MSOFR						1% 15 Jun 2032						2,800,000												2,800,000
						BWU01I4K9 IRS JPY P F .66200						0.662% 19 Apr 2042						(135,000,000)												(922,791)
						BWU01I4K9 IRS JPY R V 12MTONAR						1% 19 Apr 2042						135,000,000												1,023,154
						BWU01JHW7 IRS USD P F 2.00000						2% 21 Dec 2032						(26,300,000)												(22,971,912)
						BWU01JHW7 IRS USD R V 12MSOFR						1% 21 Dec 2032						26,300,000												26,300,000
						BWU01JI06 IRS USD P F 1.75000						1.75% 21 Dec 2052						(9,100,000)												(6,659,189)
						BWU01JI06 IRS USD R V 12MSOFR						1% 21 Dec 2052						9,100,000												9,100,000
						BWU01KSD4 IRS GBP P F 2.00000						2% 15 Mar 2053						(2,300,000)												(2,041,683)
						BWU01KSD4 IRS GBP R V 12MSONIA						1% 15 Mar 2053						2,300,000												2,766,671

240

---

						BWU01KYT2 IRS USD P F 2.61740						2.617% 15 Feb 2048						(2,000,000)												(1,763,425)
						BWU01KYT2 IRS USD R V 12MSOFR						1% 15 Feb 2048						2,000,000												2,000,000
						BWU01MMX2 IRS BRL P F 11.69180						11.691% 02 Jan 2025						(36,000,000)												(6,711,728)
						BWU01MMX2 IRS BRL R V 00MBRCDI						1% 02 Jan 2025						36,000,000												6,818,505
						BWU01NHV0 IRS USD P F 4.27000						4.27% 13 Sep 2024						(5,200,000)												(5,193,078)
						BWU01NHV0 IRS USD R V 12MSOFR						1% 13 Sep 2024						5,200,000												5,200,000
						BWU01NJW6 IRS USD P F 4.35000						4.35% 14 Sep 2024						(3,200,000)												(3,198,347)
						BWU01NJW6 IRS USD R V 12MSOFR						1% 14 Sep 2024						3,200,000												3,200,000
						BX TRUST						1% 15 May 2030						1,200,000												1,165,980
						BX TRUST						1% 15 Oct 2036						1,117,517												1,073,875
						CALIFORNIA ST HLTH FACS FING A						4.19% 01 Jun 2037						1,200,000												1,073,270
						CARLYLE GLOBAL MARKET STRATEGI						1% 20 Apr 2031						1,200,000												1,174,800
						CCBOSHUS6 BANK OF AMERICA CCPC						CCBOSHUS6 BANK OF AMERICA CCPC						496,000												496,000
						CCPC STATE STREET COC						CCPC CASH COLLATERAL USD						1,000												1,000
						CCSALHUS5 CITI GROUP CCPC						CCSALHUS5 CITI GROUP CCPC						533,000												533,000
						CHARTER COMM OPT LLC/CAP						3.95% 30 Jun 2062						2,600,000												1,538,888
						CITIBANK CASH COLL CCP						CCSALCUS6 CCP CASH COLL						1,953,000												1,953,000
						CITIGROUP INC						1% 03 Nov 2032						1,300,000												1,011,582
						COLONY MORTGAGE CAPITAL LTD						1% 15 Nov 2038						1,200,000												1,145,060
						COMMONSPIRIT HEALTH						6.073% 01 Nov 2027						800,000												818,424
						COMMONWEALTH BANK AUST						2.552% 14 Mar 2027						1,200,000												1,093,668
						CONTINENTAL RESOURCES						5.75% 15 Jan 2031						1,200,000												1,121,028
						CORPORATE OFFICE PROP LP						2.9% 01 Dec 2033						1,400,000												989,856
						CREDIT SUISSE GROUP AG						1% 01 Apr 2031						400,000												311,688
						CREDIT SUISSE GROUP AG						1% 14 May 2032						2,500,000												1,739,900
						CREDIT SUISSE GROUP AG						1% 11 Aug 2028						1,500,000												1,368,090
						CRESTLINE DENALI CLO XIV, LTD						1% 23 Oct 2031						1,300,000												1,270,230
						CUBESMART LP						2.5% 15 Feb 2032						500,000												383,820
						CURRENCY CONTRACT						USD/AUD						—												(2,406)
						CURRENCY CONTRACT						USD/AUD						—												(1,287)
						CURRENCY CONTRACT						BRL/USD						—												(15,512)
						CURRENCY CONTRACT						USD/BRL						—												(24,320)
						CURRENCY CONTRACT						USD/BRL						—												(12,019)
						CURRENCY CONTRACT						BRL/USD						—												24,735
						CURRENCY CONTRACT						USD/DKK						—												(30,723)
						CURRENCY CONTRACT						USD/EUR						—												(4,581)
						CURRENCY CONTRACT						USD/EUR						—												(52,579)
						CURRENCY CONTRACT						USD/EUR						—												(162)
						CURRENCY CONTRACT						USD/EUR						—												(5,446)
						CURRENCY CONTRACT						USD/GBP						—												886
						CURRENCY CONTRACT						GBP/USD						—												(9,293)
						CURRENCY CONTRACT						USD/GBP						—												(114,647)
						CURRENCY CONTRACT						USD/GBP						—												(1,752)
						CURRENCY CONTRACT						USD/ILS						—												135,709
						CURRENCY CONTRACT						ILS/USD						—												(2,213)
						CURRENCY CONTRACT						USD/ILS						—												71,437

241

---

						CURRENCY CONTRACT						USD/ILS						—												164,056
						CURRENCY CONTRACT						USD/ILS						—												82,012
						CURRENCY CONTRACT						USD/MXN						—												(118)
						CURRENCY CONTRACT						USD/MXN						—												(79,260)
						CURRENCY CONTRACT						MXN/USD						—												87,015
						DAIMLER TRUCK FINAN NA						1% 14 Jun 2023						1,400,000												1,397,200
						DANISH KRONE						FOREIGN CURRENCY						1,275												183
						DANSKE BANK A/S						1% 01 Apr 2028						1,200,000												1,107,588
						DEUTSCHE BANK NY						1% 28 May 2032						1,200,000												912,756
						DEUTSCHE BANK NY						1% 08 Nov 2023						1,500,000												1,487,790
						DEUTSCHE BANK NY						1% 16 Nov 2027						1,300,000												1,105,845
						DUKE ENERGY FLORIDA LLC						2.4% 15 Dec 2031						1,300,000												1,062,230
						ELEVATION CLO LTD						1% 25 Oct 2030						2,500,000												2,448,500
						EURO BUND FUTURE MAR23						XEUR 20230308						1,700,000												(155,601)
						EURO CURRENCY						FOREIGN CURRENCY						261,339												278,914
						EXPEDIA GROUP INC						3.25% 15 Feb 2030						900,000												766,089
						FED HM LN PC POOL QC4071						3% 01 Jul 2051						999,901												878,626
						FED HM LN PC POOL QC4415						3% 01 Jul 2051						999,901												878,626
						FED HM LN PC POOL QC6456						3% 01 Sep 2051						999,900												878,626
						FED HM LN PC POOL QC6749						3% 01 Jul 2051						999,901												878,626
						FED HM LN PC POOL QD8103						2% 01 Mar 2052						7,507,559												6,115,096
						FED HM LN PC POOL QD8673						3% 01 Mar 2052						9,999,997												8,785,023
						FED HM LN PC POOL QE3080						3% 01 May 2052						999,901												878,415
						FED HM LN PC POOL SD8225						3% 01 Jul 2052						392,316												344,676
						FNMA POOL BU8945						3% 01 Apr 2052						999,900												878,670
						FNMA POOL BV5376						3% 01 Apr 2052						4,613,361												4,052,897
						FNMA POOL BW1788						3% 01 Jun 2052						999,900												878,476
						FNMA POOL BW2909						3% 01 Jun 2052						999,900												878,476
						FNMA POOL BW2935						3% 01 Jun 2052						999,901												878,476
						FNMA POOL CB3242						3% 01 Apr 2052						2,304,816												2,026,223
						FNMA POOL CB3277						3% 01 Apr 2052						2,302,411												2,023,709
						FNMA POOL CB3278						3% 01 Apr 2052						2,279,197												2,003,701
						FNMA POOL CB3360						3% 01 Apr 2052						2,355,269												2,069,711
						FNMA TBA 30 YR 3						3% 25 Feb 2052						29,000,000												25,477,573
						FNMA TBA 30 YR 3.5						3.5% 13 Feb 2053						17,000,000												15,456,621
						FNMA TBA 30 YR 4						4% 13 Feb 2053						31,000,000												29,085,130
						FNMA TBA 30 YR 4.5						4.5% 13 Feb 2053						16,600,000												15,994,764
						FNMA TBA 30 YR 5.5						5.5% 13 Feb 2053						2,200,000												2,205,192
						FORD MOTOR COMPANY						3.25% 12 Feb 2032						1,500,000												1,128,825
						FORD MOTOR CREDIT CO LLC						4% 13 Nov 2030						2,400,000												1,970,952
						FORTRESS CBO INVESTMENTS LTD						1% 23 Feb 2039						1,300,000												1,271,348
						FUTURES MERRILL LYNCH COC						SWAP CASH COLLATERALAL USD						15,000												15,000
						GOLDMAN SACH AND CO						TBA CASH COLLATERAL						(620,000)												(620,000)
						GOLDMAN SACHS BANK USA COC						SWAP CASH COLLATERAL USD						315,000												315,000
						GOLDMAN SACHS GROUP INC						1% 27 Jan 2032						1,300,000												994,422
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Dec 2072						500,000												498,630
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						921,689												921,689

242

---

						GPMT LTD.						1% 15 Dec 2036						1,500,000												1,428,392
						GS MORTGAGE BACKED SECURITIES						1% 26 Aug 2052						1,414,177												1,177,523
						GS MORTGAGE SECURITIES TRUST						1% 15 Nov 2032						1,300,000												1,262,144
						HAWAII HOTEL TRUST 2019 MAUI						1% 15 May 2038						1,200,000												1,165,620
						HERTZ VEHICLE FINANCING LLC						3.37% 25 Mar 2025						1,200,000												1,169,505
						HSBC HOLDINGS PLC						1% 03 Nov 2028						800,000												840,976
						HUNDRED ACRE WOOD TRUST						1% 25 Oct 2051						1,144,475												1,043,012
						HUNDRED ACRE WOOD TRUST						1% 25 Dec 2051						1,203,818												1,043,636
						INVITATION HOMES OP						2.7% 15 Jan 2034						1,500,000												1,102,215
						ISRAEL MAKAM BILL						0.01% 04 Jan 2023						4,000,000												1,133,173
						ISRAEL MAKAM BILL						0.01% 02 Mar 2023						3,800,000												1,071,119
						ISRAEL MAKAM BILL						0.01% 05 Apr 2023						7,700,000												2,160,670
						ISRAEL MAKAM BILL						0.01% 03 May 2023						4,700,000												1,315,933
						JAMESTOWN CLO LTD						1% 14 Jul 2031						1,200,000												1,176,000
						JAPANESE YEN						FOREIGN CURRENCY						(76,804,364)												(582,094)
						JP MORGAN CHASE COMMERCIAL MOR						1% 10 Jun 2042						1,100,000												970,043
						JP MORGAN CHASE COMMERCIAL MOR						1% 15 Jun 2038						1,300,000												1,258,729
						JP MORGAN CHASE COMMERCIAL MOR						1% 15 Nov 2038						1,500,000												1,435,721
						JP MORGAN MORTGAGE TRUST						1% 25 Jan 2047						903,788												766,222
						JP MORGAN MORTGAGE TRUST						1% 25 May 2050						778,154												668,423
						JP MORGAN MORTGAGE TRUST						1% 25 May 2052						1,171,859												1,065,616
*						JPMORGAN CHASE + CO						1% 08 Nov 2032						1,300,000												1,030,653
*						JPMORGAN CHASE + CO						1% 15 Dec 2025						1,300,000												1,299,571
						JPN 10Y BOND(OSE) MAR23						XOSE 20230313						(1,000,000,000)												204,498
						LCM LTD PARTNERSHIP						1% 19 Jul 2027						2,180,280												2,145,831
						LOANCORE 2021 CRE5 ISSUER, LTD						1% 15 Jul 2036						1,200,000												1,154,927
						LOANCORE 2021 CRE6 ISSUER, LTD						1% 15 Nov 2038						1,300,000												1,241,991
						LOUISIANA LOC GOVT ENVRNMNTL F						4.275% 01 Feb 2036						1,200,000												1,108,314
						LUXE COMMERCIAL MORTGAGE TRUST						1% 15 Oct 2038						449,930												430,250
						MARBLE POINT CLO XI LTD						1% 18 Dec 2030						1,200,000												1,177,440
						MEXICAN PESO (NEW)						FOREIGN CURRENCY						945												48
						MF1 MULTIFAMILY HOUSING MORTGA						1% 19 Jun 2037						1,100,000												1,083,884
						MICRON TECHNOLOGY INC						2.703% 15 Apr 2032						1,300,000												977,860
						MIZUHO FINANCIAL GROUP						1% 10 Jul 2031						2,600,000												2,036,840
						MORGAN STANLEY						TBA CASH COLLATERAL						546,000												546,000
						MORGAN STANLEY CAP SVCS COC						SWAP CASH COLLATERAL USD						113,000												113,000
						MORGAN STANLEY CAPITAL I TRUST						1% 15 Dec 2038						1,300,000												1,239,623
						MORGAN STANLEY CAPITAL I TRUST						1% 15 Apr 2055						1,100,000												987,796
						MOSAIC SOLAR LOANS LLC						2.64% 20 Jan 2053						1,088,833												903,078
						NATWEST MARKETS PLC						3.479% 22 Mar 2025						1,200,000												1,149,360
						NAVIENT STUDENT LOAN TRUST						1% 16 Jul 2040						1,208,927												1,187,318
						NEW ISRAELI SHEQEL						FOREIGN CURRENCY						691												196
						NISSAN MOTOR CO						4.81% 17 Sep 2030						1,400,000												1,192,226
						NORWEGIAN KRONE						FOREIGN CURRENCY						77,851												7,903
						NYKREDIT REALKREDIT AS						1% 01 Oct 2050						6,379,178												673,783
						NYO COMMERCIAL MORTGAGE TRUST						1% 15 Nov 2038						1,500,000												1,364,329
						OCTAGON INVESTMENT PARTNERS XX						1% 14 Feb 2031						1,500,000												1,462,500

243

---

						ONSLOW BAY FINANCIAL LLC						1% 25 Feb 2052						1,125,953												935,421
						OPEN TEXT CORP						6.9% 01 Dec 2027						1,400,000												1,412,208
						ORACLE CORP						6.15% 09 Nov 2029						500,000												520,925
						ORIX CORP						4% 13 Apr 2032						1,200,000												1,065,168
						OSD CLO 2021 23 LTD						1% 17 Apr 2031						1,295,133												1,278,045
						OZLM LTD						1% 17 Oct 2029						1,165,531												1,139,656
						OZLM LTD						1% 20 Jul 2032						1,200,000												1,168,560
						PACIFIC GAS + ELECTRIC						4.95% 01 Jul 2050						2,300,000												1,807,708
						PACIFIC GAS + ELECTRIC						1.7% 15 Nov 2023						1,300,000												1,257,958
						PALMER SQUARE CLO LTD						1% 17 Oct 2031						1,200,000												1,175,400
						PALMER SQUARE EUROPEAN LOAN FU						1% 15 Oct 2031						1,173,490												1,211,078
						PIMCO FDS SHORT TERM FLTG NAV						MUTUAL FUND						19,090												190,995
						PIMCO FUNDS						MUTUAL FUND						502,157												4,725,297
						POUND STERLING						FOREIGN CURRENCY						(289,881)												(348,697)
						PROLOGIS LP						2.25% 15 Jan 2032						1,200,000												957,144
						READYCAP COMMERCIAL MORTGAGE T						1% 25 Jun 2037						1,043,243												1,036,364
						READYCAP COMMERCIAL MORTGAGE T						1% 25 Nov 2036						1,277,244												1,229,112
						READYCAP COMMERCIAL MORTGAGE T						1% 25 Oct 2039						998,580												993,077
						REALKREDIT DANMARK						1.5% 01 Oct 2053						2,339,283												258,367
						RENEW POWER PVT LTD						5.875% 05 Mar 2027						1,100,000												1,055,098
						RESIMAC						1% 03 Feb 2053						3,124,604												3,103,284
						RIPON MORTGAGES PLC						1% 28 Aug 2056						3,186,238												3,754,889
						ROGERS COMMUNICATIONS IN						3.2% 15 Mar 2027						1,200,000												1,111,320
						RXG3C 146						FEB23 146 CALL FSO						(200,000)												1,599
						RXG3P 138.5						FEB23 138.5 PUT FSO						(200,000)												(10,226)
						SAGAX AB						1.125% 30 Jan 2027						523,000												449,964
						SAGAX EURO MTN						0.75% 26 Jan 2028						600,000												479,423
						SFO COMMERICAL MORTGAGE TRUST						1% 15 May 2038						1,500,000												1,382,945
						SHELTER GROWTH CRE						1% 17 Jun 2037						1,100,000												1,082,589
						SLM STUDENT LOAN TRUST						1% 15 Jun 2039						994,813												941,244
						SMB PRIVATE EDUCATION LOAN TRU						3.94% 16 Feb 2055						1,088,395												1,005,590
						SMB PRIVATE EDUCATION LOAN TRU						1% 16 Feb 2055						1,088,395												1,054,769
						SOUND POINT CLO LTD						1% 25 Jul 2030						1,200,000												1,179,000
						SOUND POINT CLO LTD						1% 20 Oct 2030						2,400,000												2,351,760
						SREIT TRUST						1% 15 Oct 2038						1,515,000												1,454,208
						STANDARD CHARTERED PLC						1% 23 Nov 2025						1,300,000												1,189,981
						STANDARD CHARTERED PLC						1% 23 Nov 2025						1,300,000												1,270,009
						STARWOOD COMMERCIAL MORTGAGE T						1% 15 Nov 2036						1,300,000												1,252,885
						STORE CAPITAL CORP						2.7% 01 Dec 2031						1,500,000												1,096,440
						STRATUS CLO						1% 28 Dec 2029						—												0
						SWAP BANK OF AMERICA COC						SWAP CASH COLLATERAL USD						180,000												180,000
						SWAP CCPC CITIBANK COC						SWAP CCPC CASH COLLATERAL						3,676,000												3,676,000
						SWAP CITIBANK BOC						SWAP CASH COLLATERAL USD						(260,000)												(260,000)
						SWEDBANK AB						5.337% 20 Sep 2027						1,100,000												1,093,554
						SWPC0K5B4 CDS USD P V 03MEVENT						1% 20 Jun 2023						(1,200,000)												(1,200,000)
						SWPC0K5B4 CDS USD R F 1.00000						1% 20 Jun 2023						1,200,000												1,201,676
						SWPC0KBG6 CDS USD P V 03MEVENT						1% 20 Dec 2026						(1,300,000)												(1,300,000)

244

---

						SWPC0KBG6 CDS USD R F 1.00000						1% 20 Dec 2026						1,300,000												1,286,087
						SWPC0KE65 CDS USD P V 03MEVENT						1% 20 Dec 2026						(1,200,000)												(1,200,000)
						SWPC0KE65 CDS USD R F 1.00000						1% 20 Dec 2026						1,200,000												1,199,645
						SWPC0KFP2 CDS USD P V 03MEVENT						1% 20 Dec 2026						(2,200,000)												(2,200,000)
						SWPC0KFP2 CDS USD R F 5.00000						5% 20 Dec 2026						2,200,000												2,435,147
						SWPC0KG30 CDS EUR P V 03MEVENT						1% 20 Dec 2026						(1,100,000)												(1,173,974)
						SWPC0KG30 CDS EUR R F 5.00000						5% 20 Dec 2026						1,100,000												1,323,239
						SWPC0KGD8 CDS USD P V 03MEVENT						1% 20 Dec 2023						(1,300,000)												(1,300,000)
						SWPC0KGD8 CDS USD R F 1.00000						1% 20 Dec 2023						1,300,000												1,302,006
						SWPC0KH54 CDS USD P V 03MEVENT						1% 20 Dec 2023						(1,200,000)												(1,200,000)
						SWPC0KH54 CDS USD R F 1.00000						1% 20 Dec 2023						1,200,000												1,201,565
						SWPC0KHX3 CDS USD P V 03MEVENT						1% 20 Jun 2026						(1,500,000)												(1,500,000)
						SWPC0KHX3 CDS USD R F 1.00000						1% 20 Jun 2026						1,500,000												1,501,554
						SWPC0KJH6 CDS USD P V 03MEVENT						1% 20 Dec 2026						(1,300,000)												(1,300,000)
						SWPC0KJH6 CDS USD R F 1.00000						1% 20 Dec 2026						1,300,000												1,298,986
						SWPC0KJK9 CDS USD P V 03MEVENT						1% 20 Dec 2026						(1,300,000)												(1,300,000)
						SWPC0KJK9 CDS USD R F 1.00000						1% 20 Dec 2026						1,300,000												1,295,096
						SWPC0KJL7 CDS USD P V 03MEVENT						1% 20 Dec 2026						(1,300,000)												(1,300,000)
						SWPC0KJL7 CDS USD R F 1.00000						1% 20 Dec 2026						1,300,000												1,294,621
						SWPC0KR12 CDS USD P V 03MEVENT						1% 20 Jun 2027						(800,000)												(800,000)
						SWPC0KR12 CDS USD R F 1.00000						1% 20 Jun 2027						800,000												752,107
						SWPC0KXJ6 CDS USD P V 03MEVENT						1% 20 Jun 2027						(100,000)												(100,000)
						SWPC0KXJ6 CDS USD R F 1.00000						1% 20 Jun 2027						100,000												94,013
						SWPC0LEQ9 CDS USD P V 03MEVENT						1% 20 Dec 2027						(900,000)												(900,000)
						SWPC0LEQ9 CDS USD R F 1.00000						1% 20 Dec 2027						900,000												834,423
						SWU01H7M4 IRS USD P V 03MLIBOR						1% 04 Nov 2023						(23,500,000)												(23,500,000)
						SWU01H7M4 IRS USD R F 1.27000						1.27% 04 Nov 2023						23,500,000												22,754,945
						SWU01IM45 IRS BRL P V 00MBRCDI						1% 02 Jan 2025						(12,400,000)												(2,348,596)
						SWU01IM45 IRS BRL R F 12.23500						12.235% 02 Jan 2025						12,400,000												2,322,921
						SWU01ION1 IRS BRL P V 00MBRCDI						1% 04 Jan 2027						(9,400,000)												(1,780,387)
						SWU01ION1 IRS BRL R F 12.31640						12.316% 04 Jan 2027						9,400,000												1,766,021
						SWU01IVA1 IRS EUR P V 06MEURIB						1% 18 May 2027						(2,100,000)												(2,241,224)
						SWU01IVA1 IRS EUR R F 1.00000						1% 18 May 2027						2,100,000												2,040,476
						SWU01JGJ7 IRS BRL P V 00MBRCDI						1% 02 Jan 2025						(23,900,000)												(4,526,729)
						SWU01JGJ7 IRS BRL R F 12.60000						12.6% 02 Jan 2025						23,900,000												4,509,091
						SWU01JRL0 IRS USD P V 12MSOFR						1% 21 Jun 2024						(49,100,000)												(49,100,000)
						SWU01JRL0 IRS USD R F 3.53000						3.53% 21 Jun 2024						49,100,000												48,565,496
						SWU01NK53 IRS BRL P V 00MBRCDI						1% 04 Jan 2027						(7,300,000)												(1,382,641)
						SWU01NK53 IRS BRL R F 12.98000						12.98% 04 Jan 2027						7,300,000												1,397,734
						SWU01NKF1 IRS BRL P V 00MBRCDI						1% 04 Jan 2027						(3,700,000)												(700,791)
						SWU01NKF1 IRS BRL R F 13.02400						13.024% 04 Jan 2027						3,700,000												709,144
						SWU01NKG9 IRS BRL P V 00MBRCDI						1% 04 Jan 2027						(3,700,000)												(700,791)
						SWU01NKG9 IRS BRL R F 12.99000						12.99% 04 Jan 2027						3,700,000												708,601
						T MOBILE USA INC						2.7% 15 Mar 2032						1,300,000												1,055,860
						T MOBILE USA INC						3.4% 15 Oct 2052						1,300,000												886,587
						TCI SYMPHONY CLO						1% 13 Oct 2032						1,300,000												1,269,450
						TCW CLO						1% 25 Apr 2031						1,500,000												1,465,800

245

---

						TOWD POINT MORTGAGE TRUST						1% 25 Jan 2060						973,420												892,044
						TSY INFL IX N/B						1% 15 Feb 2049						236,830												198,698
						TSY INFL IX N/B						0.25% 15 Feb 2050						115,900												78,490
						UNITED WHOLESALE MORTGAGE LLC						1% 25 Sep 2051						1,171,377												1,068,912
						UNITED WHOLESALE MORTGAGE LLC						1% 25 Nov 2051						1,370,256												1,252,566
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						(3,000,000)												7,928
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						(5,100,000)												2,323
						US DOLLAR												(5,335,393)												(5,335,393)
						US LONG BOND(CBT) MAR23						XCBT 20230322						(9,700,000)												(3,927)
						US TREASURY N/B						2% 15 Aug 2051						22,200,000												14,662,406
						US TREASURY N/B						1.75% 15 Aug 2041						15,100,000												10,419,000
						US TREASURY N/B						1.875% 15 Nov 2051						400,000												255,750
						US TREASURY N/B						3.25% 15 May 2042						32,100,000												28,368,375
						US TREASURY N/B						4% 15 Nov 2042						1,800,000												1,775,250
						US TREASURY N/B						1.25% 15 Aug 2031						82,300,000												67,023,063
						US TREASURY N/B						0.875% 30 Sep 2026						80,000,000												71,106,250
						US TREASURY N/B						2.875% 15 May 2032						200,000												185,125
						VENTURE CDO LTD						1% 30 Jul 2032						1,300,000												1,260,090
						VIBRANT CLO LTD						1% 15 Sep 2030						1,095,578												1,077,172
						VIBRANT CLO LTD						1% 20 Jun 2029						923,666												909,257
						VICI PROPERTIES LP						4.75% 15 Feb 2028						1,200,000												1,140,588
*						VOYA CLO LTD						1% 15 Oct 2030						1,200,000												1,175,520
						WARNERMEDIA HOLDINGS INC						3.755% 15 Mar 2027						1,200,000												1,083,624
						WELLS FARGO + COMPANY						1% 24 Mar 2028						1,200,000												1,114,284
						WELLS FARGO COMMERCIAL MORTGAG						1% 15 Jun 2036						1,100,000												967,197
												Total: EXHIBIT I - Total Bond Market Fund																		$	504,024,524

n / a - Cost is not applicable

246

---

EXHIBIT J - Total Bond Market Fund

(Managed by RW Baird & Company)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ABN AMRO BANK NV						4.8% 18 Apr 2026						2,200,000												$	2,109,008
						AERCAP IRELAND CAP/GLOBA						3% 29 Oct 2028						2,500,000												2,101,375
						ALLEGION PLC						3.5% 01 Oct 2029						2,300,000												1,988,994
						AMERICA MOVIL SAB DE CV						6.125% 15 Nov 2037						786,000												825,056
						AMERICA MOVIL SAB DE CV						6.125% 30 Mar 2040						600,000												623,706
						AMFAM HOLDINGS INC						2.805% 11 Mar 2031						2,000,000												1,532,700
						ANGLO AMERICAN CAPITAL						4.75% 10 Apr 2027						2,200,000												2,126,344
						ANHEUSER BUSCH CO/INBEV						4.9% 01 Feb 2046						1,850,000												1,698,263
						ARTHUR J GALLAGHER + CO						3.05% 09 Mar 2052						1,500,000												948,840
						AT+T INC						3.8% 01 Dec 2057						2,250,000												1,566,585
						BANK						2.851% 17 Oct 2052						1,025,000												885,480
						BANK						1% 15 Nov 2055						800,000												834,971
						BANK						1% 15 May 2061						1,775,000												1,692,503
						BANK						2.92% 15 Dec 2052						2,375,000												2,058,956
						BANK						3.435% 15 Sep 2060						1,500,000												1,384,465
						BANK OF AMERICA CORP						1% 23 Jul 2029						500,000												468,090
						BANK OF AMERICA CORP						1% 14 Jun 2029						5,300,000												4,469,331
						BENCHMARK MORTGAGE TRUST						4.261% 10 Oct 2051						1,500,000												1,433,766
						BENCHMARK MORTGAGE TRUST						2.952% 15 Aug 2057						1,175,000												1,028,624
						BETH ISRAEL LAHEY HEALTH						3.08% 01 Jul 2051						1,100,000												679,382
						BNP PARIBAS						1% 10 Jan 2025						2,400,000												2,375,088
						BOARDWALK PIPELINES LP						3.4% 15 Feb 2031						1,171,000												983,265
						BPCE SA						1% 19 Oct 2032						2,500,000												1,827,625
						BROADCOM INC						3.469% 15 Apr 2034						2,500,000												1,990,900
						CD COMMERCIAL MORTGAGE TRUST						3.631% 10 Feb 2050						1,700,000												1,583,703
						CELLNEX FINANCE						3.875% 07 Jul 2041						1,000,000												695,990
						CHARTER COMM OPT LLC/CAP						6.384% 23 Oct 2035						2,000,000												1,953,240
						CHENIERE CORP CHRISTI HD						3.7% 15 Nov 2029						2,500,000												2,266,950
						CHUBB INA HOLDINGS INC						3.05% 15 Dec 2061						1,000,000												651,500
						CIM TRUST						1% 25 Mar 2062						1,258,361												1,210,924
						CITIGROUP INC						1% 27 Oct 2028						1,200,000												1,095,420
						CITIGROUP INC						1% 08 Apr 2026						3,000,000												2,838,810
						COMM MORTGAGE TRUST						3.183% 10 Feb 2048						1,425,000												1,357,157
						COMMONSPIRIT HEALTH						3.91% 01 Oct 2050						1,200,000												891,060
						CREDIT SUISSE GROUP AG						1% 02 Feb 2027						2,600,000												2,070,224
						CVS HEALTH CORP						4.78% 25 Mar 2038						2,000,000												1,841,580

247

---

						DANSKE BANK A/S						1% 20 Dec 2025						2,400,000												2,245,176
						DELL INT LLC / EMC CORP						6.02% 15 Jun 2026						2,500,000												2,554,800
						DEUTSCHE BANK NY						1% 01 Apr 2025						2,500,000												2,323,825
						DXC TECHNOLOGY CO						2.375% 15 Sep 2028						2,550,000												2,147,738
						ENEL FINANCE INTL NV						4.75% 25 May 2047						1,200,000												946,164
						ENERGY TRANSFER LP						7.5% 01 Jul 2038						1,750,000												1,871,100
						EQUITABLE FINANCIAL LIFE						1.1% 12 Nov 2024						3,000,000												2,776,650
						FED CAISSES DESJARDINS						4.55% 23 Aug 2027						2,200,000												2,114,882
						FED HM LN PC POOL G08741						3% 01 Jan 2047						1,815,488												1,632,983
						FED HM LN PC POOL G08770						3.5% 01 Jul 2047						1,323,698												1,226,420
						FED HM LN PC POOL G08779						3.5% 01 Sep 2047						1,793,414												1,661,617
						FED HM LN PC POOL G30803						3.5% 01 Feb 2035						1,017,261												970,284
						FED HM LN PC POOL G60551						4% 01 Apr 2046						1,665,145												1,611,137
						FED HM LN PC POOL QC7500						3% 01 Sep 2051						3,408,911												3,034,336
						FED HM LN PC POOL QD0744						2.5% 01 Nov 2051						2,199,763												1,876,191
						FED HM LN PC POOL RA6338						2.5% 01 Nov 2051						4,144,975												3,532,159
						FED HM LN PC POOL RB0691						2% 01 Dec 2041						1,305,310												1,105,843
						FED HM LN PC POOL RB5138						2% 01 Dec 2041						1,569,980												1,321,958
						FED HM LN PC POOL RB5145						2% 01 Feb 2042						1,458,645												1,227,533
						FED HM LN PC POOL RB5148						2% 01 Mar 2042						1,662,529												1,402,917
						FED HM LN PC POOL SC0242						2.5% 01 Feb 2042						1,427,809												1,253,482
						FED HM LN PC POOL SD0968						3.5% 01 Apr 2052						1,808,372												1,653,246
						FED HM LN PC POOL SD7530						2.5% 01 Nov 2050						3,537,508												3,036,596
						FED HM LN PC POOL SD7548						2.5% 01 Nov 2051						1,789,094												1,538,173
						FED HM LN PC POOL ZA2447						3.5% 01 Feb 2037						1,632,528												1,551,193
						FED HM LN PC POOL ZM8767						4.5% 01 Oct 2048						1,218,819												1,194,552
						FED HM LN PC POOL ZS4699						4% 01 Jan 2047						1,026,070												980,320
						FED HM LN PC POOL ZS4763						3.5% 01 Apr 2048						1,901,687												1,759,073
						FHLMC MULTIFAMILY STRUCTURED P						2.745% 25 Jan 2026						1,800,000												1,707,472
						FHLMC MULTIFAMILY STRUCTURED P						3.413% 25 Dec 2026						600,000												575,945
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Jan 2027						2,500,000												2,401,289
						FHLMC MULTIFAMILY STRUCTURED P						3.243% 25 Apr 2027						1,375,000												1,309,258
						FHLMC MULTIFAMILY STRUCTURED P						3.117% 25 Jun 2027						2,797,000												2,647,931
						FHLMC MULTIFAMILY STRUCTURED P						3.244% 25 Aug 2027						1,350,000												1,283,101
						FHLMC MULTIFAMILY STRUCTURED P						2.282% 25 Jul 2026						1,925,000												1,786,179
						FIRST HORIZON CORP						4% 26 May 2025						2,495,000												2,428,084
						FIRSTKEY HOMES TRUST						4.25% 17 Jul 2026						1,300,000												1,228,008
						FIRSTKEY HOMES TRUST						4.145% 17 May 2039						1,416,987												1,329,713
						FLEX INTERMEDIATE HOLDCO						3.363% 30 Jun 2031						1,500,000												1,183,080
						FLORIDA GAS TRANSMISSION						2.55% 01 Jul 2030						2,000,000												1,621,680
						FNMA POOL BF0500						3% 01 Dec 2054						1,368,470												1,232,024
						FNMA POOL BJ2492						3.5% 01 Dec 2047						1,158,161												1,072,022
						FNMA POOL BM1066						1% 01 Feb 2047						2,590,054												2,490,586
						FNMA POOL BM1260						1% 01 Apr 2037						802,750												783,531
						FNMA POOL BM1291						1% 01 Dec 2041						1,189,224												1,178,557
						FNMA POOL BM3362						1% 01 Jan 2044						1,438,415												1,425,638

248

---

						FNMA POOL BM3930						1% 01 Sep 2046						2,871,251												2,580,030
						FNMA POOL BQ6854						2% 01 Dec 2051						2,379,362												1,952,959
						FNMA POOL BQ9451						2% 01 Mar 2051						2,081,806												1,716,026
						FNMA POOL CA6256						2.5% 01 Jul 2050						1,646,184												1,417,530
						FNMA POOL CA6308						3% 01 Jul 2050						1,339,032												1,200,767
						FNMA POOL CB1806						2.5% 01 Oct 2051						4,277,360												3,665,120
						FNMA POOL CB2162						3% 01 Nov 2051						2,164,382												1,922,019
						FNMA POOL CB2278						2% 01 Dec 2051						1,807,664												1,483,715
						FNMA POOL FM4032						1% 01 Aug 2035						1,137,082												1,045,933
						FNMA POOL FM7615						1% 01 Jun 2036						1,126,361												1,007,020
						FNMA POOL FM9139						1% 01 Jul 2049						2,503,408												2,480,407
						FNMA POOL FM9209						1% 01 Oct 2051						2,765,547												2,461,602
						FNMA POOL FM9243						1% 01 Oct 2051						1,275,314												1,126,224
						FNMA POOL FM9504						1% 01 Nov 2051						3,151,430												2,685,501
						FNMA POOL FM9630						1% 01 Nov 2051						3,045,443												2,707,547
						FNMA POOL FM9635						1% 01 Dec 2049						1,200,441												1,145,168
						FNMA POOL FM9877						1% 01 Dec 2051						1,737,567												1,488,610
						FNMA POOL FS0176						1% 01 Jan 2052						1,765,408												1,501,214
						FNMA POOL FS0739						1% 01 Feb 2052						1,297,030												1,186,592
						FNMA POOL FS1144						1% 01 Mar 2052						1,476,580												1,304,298
						FNMA POOL FS2917						1% 01 Nov 2033						1,046,032												991,197
						FNMA POOL MA0864						4.5% 01 Oct 2031						1,012,568												1,000,944
						FNMA POOL MA2804						3% 01 Nov 2036						1,206,002												1,112,136
						FNMA POOL MA3183						4% 01 Nov 2047						600,851												573,684
						FNMA POOL MA3243						3.5% 01 Jan 2038						532,018												505,638
						FNMA POOL MA3333						4% 01 Apr 2048						223,451												213,163
						FREDDIE MAC SCRT						3.25% 25 Nov 2061						2,224,291												1,983,757
						GENERAL MOTORS						2.9% 15 Apr 2026						1,300,000												1,254,960
						GENERAL MOTORS FINL CO						4% 15 Jan 2025						2,500,000												2,425,350
						GLENCORE FUNDING LLC						2.5% 01 Sep 2030						2,575,000												2,095,226
						GLOBAL PAYMENTS INC						3.2% 15 Aug 2029						2,500,000												2,139,475
						GNMA II POOL MA3376						3.5% 20 Jan 2046						773,685												727,177
						GNMA II POOL MA3521						3.5% 20 Mar 2046						1,510,132												1,419,355
						GNMA II POOL MA4586						3.5% 20 Jul 2047						2,141,549												2,000,176
						GNMA II POOL MA4777						3% 20 Oct 2047						1,347,642												1,221,237
						GNMA II POOL MA6709						2.5% 20 Jun 2050						1,403,878												1,224,371
						GNMA II POOL MA7990						4% 20 Apr 2052						1,118,444												1,057,789
						GOLDMAN SACHS GROUP INC						1% 05 Jun 2028						3,800,000												3,535,596
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						9,396,372												9,396,372
						GUARDIAN LIFE INSURANCE						4.85% 24 Jan 2077						562,000												462,312
						HARTFORD FINL SVCS GRP						6.625% 30 Mar 2040						814,000												847,358
						HCA INC						5.875% 01 Feb 2029						2,100,000												2,107,686
						HCL AMERICA INC						1.375% 10 Mar 2026						2,500,000												2,212,500
						HOME PARTNERS OF AMERICA TRUST						2.2% 17 Jan 2041						2,370,649												2,039,028
						HOME PARTNERS OF AMERICA TRUST						2.908% 17 Sep 2039						1,327,251												1,182,434
						HOME PARTNERS OF AMERICA TRUST						1.901% 17 Dec 2026						1,427,002												1,223,241
						HUNTINGTON INGALLS INDUS						3.483% 01 Dec 2027						2,350,000												2,137,537

249

---

						JP MORGAN CHASE COMMERCIAL MOR						3.723% 15 Mar 2050						1,200,000												1,120,081
						JPMDB COMMERCIAL MORTGAGE SECU						3.409% 15 Oct 2050						1,500,000												1,375,493
*						JPMORGAN CHASE + CO						1% 01 Jun 2028						5,000,000												4,373,650
						KINDER MORGAN ENER PART						6.95% 15 Jan 2038						1,500,000												1,599,075
						LEASEPLAN CORPORATION NV						2.875% 24 Oct 2024						1,200,000												1,129,032
						MACQUARIE GROUP LTD						1% 23 Sep 2027						2,500,000												2,121,800
*						MASS MUTUAL LIFE INS CO						4.9% 01 Apr 2077						600,000												501,138
						MICROCHIP TECHNOLOGY INC						0.983% 01 Sep 2024						2,500,000												2,320,075
						MORGAN STANLEY						1% 20 Jul 2027						3,400,000												2,957,014
						MORGAN STANLEY						1% 21 Jul 2032						425,000												326,732
						MORGAN STANLEY CAPITAL I TRUST						4.177% 15 Jul 2051						1,325,000												1,248,652
						MORGAN STANLEY CAPITAL I TRUST						1% 15 Apr 2055						1,150,000												1,032,696
						MPLX LP						2.65% 15 Aug 2030						2,500,000												2,035,800
						NATIONAL AUSTRALIA BANK						2.332% 21 Aug 2030						2,600,000												1,979,146
						NATIONWIDE BLDG SOCIETY						4% 14 Sep 2026						2,500,000												2,286,100
						NAVIENT STUDENT LOAN TRUST						1.58% 15 Apr 2070						1,283,213												1,097,633
						NBN CO LTD						2.5% 08 Jan 2032						2,500,000												1,947,100
						NELNET STUDENT LOAN TRUST						1.36% 20 Apr 2062						1,952,733												1,725,224
						NETFLIX INC						5.875% 15 Feb 2025						2,500,000												2,533,350
						NISOURCE INC						5.65% 01 Feb 2045						1,300,000												1,277,341
						NXP BV/NXP FUNDING LLC						4.875% 01 Mar 2024						1,540,000												1,528,142
						ONSLOW BAY FINANCIAL LLC						1% 25 May 2062						1,290,103												1,216,767
						ORACLE CORP						3.85% 15 Jul 2036						2,300,000												1,891,796
						PFS FINANCING CORP.						0.77% 15 Aug 2026						870,000												802,185
						SANTANDER HOLDINGS USA						4.5% 17 Jul 2025						2,300,000												2,250,941
						SMITHFIELD FOODS INC						5.2% 01 Apr 2029						2,301,000												2,103,321
						SOCIETE GENERALE						4.75% 24 Nov 2025						1,455,000												1,402,242
						SOLVAY FINANCE (AMERICA)						4.45% 03 Dec 2025						1,000,000												967,480
						STANDARD CHARTERED PLC						1% 14 Jan 2027						2,550,000												2,216,766
						STARWOOD MORTGAGE RESIDENTIAL						1% 25 Dec 2066						2,145,324												1,822,845
						SYNCHRONY FINANCIAL						4.5% 23 Jul 2025						2,300,000												2,212,255
						T MOBILE USA INC						3.875% 15 Apr 2030						2,300,000												2,089,803
						TELEFONICA EMISIONES SAU						5.213% 08 Mar 2047						1,100,000												891,099
						TOWD POINT MORTGAGE TRUST						1% 25 Mar 2058						892,453												839,717
						TOWD POINT MORTGAGE TRUST						1% 25 Oct 2059						413,544												383,993
						TOWD POINT MORTGAGE TRUST						1% 01 Jul 2062						2,228,061												2,074,712
						TOWD POINT MORTGAGE TRUST						1% 01 Aug 2062						2,222,042												2,081,558
						TOWD POINT MORTGAGE TRUST						1% 25 Feb 2060						367,635												341,715
						TOYOTA AUTO LOAN EXTENDED NOTE						1.35% 25 May 2033						1,960,000												1,789,109
						US TREASURY N/B						2.875% 15 May 2043						14,650,000												12,047,336
						US TREASURY N/B						2.5% 15 Feb 2045						19,975,000												15,149,789
						US TREASURY N/B						1.25% 15 May 2050						2,850,000												2,147,962
						US TREASURY N/B						1.375% 15 Aug 2050						6,325,000												3,550,895
						US TREASURY N/B						1.375% 15 Nov 2040						12,850,000												8,416,750
						US TREASURY N/B						2.25% 15 May 2041						1,300,000												983,125
						US TREASURY N/B						2.25% 15 Nov 2025						4,900,000												4,640,836
						US TREASURY N/B						2% 15 Nov 2026						450,000												416,355

250

---

						US TREASURY N/B						2.5% 15 May 2024						3,650,000												3,542,211
						US TREASURY N/B						0.25% 31 May 2025						6,750,000												6,129,316
						US TREASURY N/B						1.25% 15 Aug 2031						16,550,000												13,477,906
						US TREASURY N/B						1.125% 31 Aug 2028						5,900,000												5,050,031
						US TREASURY N/B						1.125% 31 Oct 2026						1,775,000												1,589,180
						US TREASURY N/B						1.5% 15 Feb 2025						8,700,000												8,192,953
						US TREASURY N/B						2.375% 31 Mar 2029						7,350,000												8,170,252
						US TREASURY N/B						2.875% 15 May 2032						4,800,000												5,995,559
						US TREASURY N/B						2.875% 15 Jun 2025						8,825,000												14,438,314
						US TREASURY N/B						3% 30 Jun 2024						9,475,000												9,247,748
						VALE OVERSEAS LIMITED						6.875% 21 Nov 2036						1,900,000												2,020,251
						VERIZON COMMUNICATIONS						2.987% 30 Oct 2056						1,200,000												739,248
						VIATRIS INC						4% 22 Jun 2050						2,000,000												1,243,640
						VITERRA FINANCE BV						3.2% 21 Apr 2031						2,500,000												1,883,550
						WALGREENS BOOTS ALLIANCE						4.8% 18 Nov 2044						1,200,000												1,007,856
						WELLS FARGO + COMPANY						1% 22 May 2028						4,000,000												3,712,000
						WELLS FARGO COMMERCIAL MORTGAG						4.023% 15 Mar 2052						1,600,000												1,491,965
						WILLIS NORTH AMERICA INC						3.875% 15 Sep 2049						1,325,000												945,851
												Total: EXHIBIT J - Total Bond Market Fund																		$	417,616,757

n / a - Cost is not applicable

251

---

EXHIBIT K - International Real Estate Index Fund

(Managed by State Street Global Advisors)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ABACUS PROPERTY GROUP						REIT						438,765												$	781,969
						ABRDN EUROPEAN LOGISTICS INC						REIT GBP.01						301,814												249,397
						ABRDN PROPERTY INCOME TRUST						REIT GBP.01						282,586												212,529
						ACTIVIA PROPERTIES INC						REIT						625												1,949,983
						ADLER GROUP SA						COMMON STOCK						70,464												101,201
						ADVANCE LOGISTICS INVESTMENT						REIT						671												734,169
						ADVANCE RESIDENCE INVESTMENT						REIT						1,114												2,861,764
						AEDIFICA						REIT						34,216												2,776,398
						AEON REIT INVESTMENT CORP						REIT						1,552												1,812,532
						AIMS APAC REIT						REIT						431,700												399,437
						ALLIED PROPERTIES REAL ESTAT						REIT						108,842												2,056,427
						ALLREAL HOLDING AG REG						COMMON STOCK CHF50.0						12,470												2,029,788
						AMOT INVESTMENTS LTD						COMMON STOCK ILS1.0						142,494												833,924
						ARENA REIT						REIT						260,431												669,114
						ARGOSY PROPERTY LTD						MUTUAL FUND						641,048												472,903
						AROUNDTOWN SA						COMMON STOCK EUR.01						583,736												1,358,638
						ARTIS REAL ESTATE INVESTMENT						REIT						66,714												443,628
						ASCENCIO						REIT						3,656												204,988
						ASSURA PLC						REIT GBP.1						2,504,275												1,642,477
						ATRIUM LJUNGBERG AB B SHS						COMMON STOCK SEK2.5						39,443												648,518
						AUSTRALIAN DOLLAR						FOREIGN CURRENCY						53,329												36,165
						AZRIELI GROUP LTD						COMMON STOCK ILS.1						31,426												2,080,520
						BALANCED COMM PROPERTY TRUST						REIT GBP.01						468,475												497,452
						BIG YELLOW GROUP PLC						REIT GBP.1						147,178												2,032,845
						BOARDWALK REAL ESTATE INVEST						REIT						30,487												1,112,198
						BRITISH LAND CO PLC						REIT GBP.25						772,912												3,677,255
						BWP TRUST						REIT						388,020												1,028,215
						CA IMMOBILIEN ANLAGEN AG						COMMON STOCK						32,794												989,665
						CAN APARTMENT PROP REAL ESTA						REIT						143,746												4,527,901
						CANADIAN DOLLAR						FOREIGN CURRENCY						28,677												21,165
						CAPITALAND ASCENDAS REIT						REIT						2,876,289												5,880,975
						CAPITALAND ASCOTT TRUST						STAPLED SECURITY						1,610,997												1,262,105
						CAPITALAND INTEGRATED COMMER						REIT						4,270,905												6,503,450
						CAPITALAND INVESTMENT LTD/SI						COMMON STOCK						2,150,000												5,937,815
						CARMILA						REIT EUR6.0						50,204												714,477
						CASTELLUM AB						COMMON STOCK SEK.5						219,176												2,648,446

252

---

						CATENA AB						COMMON STOCK SEK4.4						26,767												998,784
						CDL HOSPITALITY TRUSTS						STAPLED SECURITY						791,000												737,972
						CENTURIA INDUSTRIAL REIT						REIT						455,438												962,620
						CENTURIA OFFICE REIT						REIT						402,182												417,061
						CHAMPION REIT						REIT						1,715,000												676,776
						CHARTER HALL LONG WALE REIT						REIT						543,203												1,612,405
						CHARTER HALL RETAIL REIT						REIT						412,220												1,054,032
						CHARTER HALL SOCIAL INFRASTR						REIT						272,681												627,922
						CHARTWELL RETIREMENT RESIDEN						UNIT						193,053												1,202,529
						CHOICE PROPERTIES REIT						REIT						214,518												2,336,828
						CIBUS NORDIC REAL ESTATE AB						COMMON STOCK						42,614												587,835
						CITYCON OYJ						COMMON STOCK						45,020												300,780
						CIVITAS SOCIAL HOUSING PLC						REIT GBP.01						454,193												345,020
						CLS HOLDINGS PLC						REIT GBP.025						116,319												222,931
						COFINIMMO						REIT						27,550												2,467,845
						COMFORIA RESIDENTIAL REIT IN						REIT						571												1,279,862
						COREM PROPERTY GROUP B SHARE						COMMON STOCK SEK1.0						525,393												425,191
						COVIVIO						REIT EUR3.0						42,956												2,550,098
						CRE LOGISTICS REIT INC						REIT						487												677,948
						CROMBIE REAL ESTATE INVESTME						REIT						58,746												687,635
						CROMWELL PROPERTY GROUP						REIT						1,251,394												564,538
						CROMWELL REIT EUR						REIT						250,500												400,701
						CT PROPERTY TRUST LTD						REIT						192,632												159,109
						CUSTODIAN PROPERTY INCOME RE						REIT GBP.01						308,840												346,736
						DAIWA HOUSE REIT INVESTMENT						REIT						1,824												4,049,301
						DAIWA OFFICE INVESTMENT CORP						REIT						238												1,151,193
						DAIWA SECURITIES LIVING INVE						REIT						1,815												1,576,304
						DERWENT LONDON PLC						REIT GBP.05						95,564												2,724,225
						DEUTSCHE EUROSHOP AG						COMMON STOCK						5,963												140,864
						DEUTSCHE WOHNEN SE						COMMON STOCK						43,811												930,375
						DEXUS INDUSTRIA REIT						REIT						176,082												342,704
						DEXUS/AU						REIT						899,329												4,708,840
						DIOS FASTIGHETER AB						COMMON STOCK SEK2.0						73,275												532,405
						DREAM INDUSTRIAL REAL ESTATE						REIT						209,681												1,809,049
						EMPIRIC STUDENT PROPERTY PLC						REIT GBP.01						440,285												446,012
						ENTRA ASA						COMMON STOCK NOK1.0						49,751												534,579
						ESR KENDALL SQUARE REIT CO L						REIT KRW1000.0						94,882												300,867
						ESR LOGOS REIT						REIT						4,647,812												1,277,653
						EURO CURRENCY						FOREIGN CURRENCY						21,226												22,654
						EUROCOMMERCIAL PROPERTIES NV						REIT EUR10.0						40,448												972,809
						FABEGE AB						COMMON STOCK SEK30.82						212,395												1,815,392
						FAR EAST HOSPITALITY TRUST						STAPLED SECURITY						832,700												383,837
						FASTIGHETS AB BALDER B SHRS						COMMON STOCK SEK1.0						513,643												2,407,187
						FIRST CAPITAL REAL ESTATE IN						REIT						176,273												2,186,907
						FORTUNE REIT						REIT						1,191,000												967,455
						FRASERS CENTREPOINT TRUST						REIT NPV						909,013												1,424,284
						FRASERS LOGISTICS + COMMERCI						REIT						2,444,000												2,108,825
						FRONTIER REAL ESTATE INVEST						REIT						417												1,613,540

253

---

						FUKUOKA REIT CORP						REIT						658												849,092
						GECINA SA						REIT EUR7.5						43,511												4,419,842
						GLOBAL ONE REIT						REIT						865												706,142
						GLP J REIT						REIT						3,834												4,387,476
						GOODMAN PROPERTY TRUST						REIT						959,265												1,218,227
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						657,350												657,350
						GPT GROUP						REIT						1,632,580												4,644,476
						GRAND CITY PROPERTIES						COMMON STOCK EUR.1						75,973												745,442
						GRANITE REAL ESTATE INVESTME						REIT						50,240												2,561,408
						GREAT PORTLAND ESTATES PLC						REIT GBP.1526316						189,139												1,123,407
						GROWTHPOINT PROPERTIES AUSTR						REIT						254,402												513,386
						H+R REAL ESTATE INV REIT UTS						REIT						213,931												1,912,030
						HAMBORNER REIT AG						REIT NPV						55,727												400,448
						HAMMERSON PLC						REIT GBP.05						3,159,686												902,413
						HANKYU HANSHIN REIT INC						REIT						673												777,769
						HEALTHCARE + MEDICAL INVESTM						REIT						317												431,297
						HEIWA REAL ESTATE REIT INC						REIT						875												1,002,811
						HELICAL PLC						REIT GBP.01						79,877												320,643
						HIAG IMMOBILIEN AG						COMMON STOCK CHF1.0						2,993												265,220
						HOME INVEST BELGIUM						REIT						7,970												185,651
						HOME REIT PLC						REIT						602,032												275,819
						HOMECO DAILY NEEDS REIT						REIT						1,484,038												1,291,630
						HONG KONG DOLLAR						FOREIGN CURRENCY						314,467												40,291
						HONGKONG LAND HOLDINGS LTD						COMMON STOCK USD.1						940,700												4,314,164
						HOSHINO RESORTS REIT INC						REIT						227												1,217,083
						HOTEL PROPERTY INVESTMENTS						REIT						155,765												375,787
						HUFVUDSTADEN AB A SHS						COMMON STOCK SEK5.0						85,507												1,219,879
						HULIC REIT INC						REIT						1,137												1,407,991
						HYSAN DEVELOPMENT CO						COMMON STOCK						499,000												1,617,525
						ICADE						REIT						28,462												1,226,988
						ICHIGO OFFICE REIT INVESTMEN						REIT						1,111												714,488
						IMMOBILIARE GRANDE DISTRIBUZ						REIT						50,563												168,096
						IMPACT HEALTHCARE REIT PLC						REIT GBP.01						227,904												287,251
						INDUSTRIAL + INFRASTRUCTURE						REIT						1,683												1,936,024
						INMOBILIARIA COLONIAL SOCIMI						REIT EUR2.5						284,095												1,822,234
						INTERRENT REAL ESTATE INVEST						REIT						115,682												1,092,830
						INTERSHOP HOLDING AG						COMMON STOCK CHF10.0						876												571,360
						INTERVEST OFFICES + WAREHOUS						REIT						18,773												385,141
						INVINCIBLE INVESTMENT CORP						REIT						4,075												1,566,819
						IRISH RESIDENTIAL PROPERTIES						REIT EUR.1						339,582												403,690
						JAPAN EXCELLENT INC						REIT						1,136												1,127,739
						JAPAN HOTEL REIT INVESTMENT						REIT						3,812												2,230,493
						JAPAN LOGISTICS FUND INC						REIT						784												1,860,382
						JAPAN METROPOLITAN FUND INVE						REIT						5,837												4,614,284
						JAPAN PRIME REALTY INVESTMEN						REIT						813												2,274,073
						JAPAN REAL ESTATE INVESTMENT						REIT						1,123												4,892,168
						JAPANESE YEN						FOREIGN CURRENCY						10,864,428												82,341
						JR REIT XXVII						REIT KRW1000.0						89,866												300,213

254

---

						KENEDIX OFFICE INVESTMENT CO						REIT						660												1,595,710
						KENEDIX RESIDENTIAL NEXT INV						REIT						931												1,446,116
						KENEDIX RETAIL REIT CORP						REIT						534												1,027,647
						KEPPEL DC REIT						REIT						1,085,096												1,432,997
						KEPPEL PACIFIC OAK US REIT						REIT						660,000												303,333
						KEPPEL REIT						REIT						1,863,800												1,265,482
						KILLAM APARTMENT REAL ESTATE						REIT						100,592												1,203,437
						KIWI PROPERTY GROUP LTD						COMMON STOCK						1,220,064												701,978
						KLEPIERRE						REIT EUR1.4						155,658												3,589,678
						KOJAMO OYJ						COMMON STOCK NPV						163,258												2,411,526
						LAND SECURITIES GROUP PLC						REIT GBP.1066667						629,505												4,710,736
						LAR ESPANA REAL ESTATE SOCIM						REIT EUR2.0						45,585												205,549
						LASALLE LOGIPORT REIT						REIT						1,570												1,904,752
						LEG IMMOBILIEN SE						COMMON STOCK						62,835												4,082,489
						LENDLEASE GLOBAL COMMERCIAL						REIT						1,676,998												882,043
						LINK REIT						REIT						1,777,490												13,049,434
						LONDONMETRIC PROPERTY PLC						REIT GBP.1						809,762												1,677,043
						LOTTE REIT CO LTD						REIT KRW550.0						92,276												291,984
						LXI REIT PLC						REIT						1,275,822												1,726,596
						MANULIFE US REAL ESTATE INV						REIT						1,272,700												382,178
						MAPLETREE INDUSTRIAL TRUST						REIT						1,573,858												2,606,968
						MAPLETREE LOGISTICS TRUST						REIT						2,755,711												3,270,291
						MAPLETREE PAN ASIA COM TRUST						REIT						1,924,932												2,398,985
						MERCIALYS						REIT EUR1.0						71,691												749,733
						MERLIN PROPERTIES SOCIMI SA						REIT EUR1.0						275,317												2,578,375
						MIRAI CORP						REIT						1,521												519,249
						MITSUBISHI ESTATE LOGISTICS						REIT						425												1,354,694
						MITSUI FUDOSAN LOGISTICS PAR						REIT						477												1,738,701
						MOBIMO HOLDING AG REG						COMMON STOCK CHF3.4						6,196												1,575,807
						MONTEA NV						REIT						11,605												829,819
						MORI HILLS REIT INVESTMENT C						REIT						1,385												1,647,529
						MORI TRUST REIT INC						REIT						809												898,888
						MSCI EAFE MAR23						IFUS 20230317						2,400												(74,140)
						NATIONAL STORAGE REIT						REIT						1,003,227												1,571,427
						NEOBO FASTIGHETER AB						COMMON STOCK SEK1.5						91,835												172,309
						NEW ISRAELI SHEQEL						FOREIGN CURRENCY						23,948												6,787
						NEW ZEALAND DOLLAR						FOREIGN CURRENCY						34,079												21,553
						NEWRIVER REIT PLC						REIT						251,113												235,509
						NEXTENSA						REIT						3,394												188,063
						NIPPON ACCOMMODATIONS FUND						REIT						406												1,855,243
						NIPPON BUILDING FUND INC						REIT						1,314												5,836,623
						NIPPON REIT INVESTMENT CORP						REIT						396												1,038,635
						NOMURA REAL ESTATE MASTER FU						REIT						3,756												4,639,583
						NORTHWEST HEALTHCARE PROPERT						REIT						176,585												1,238,096
						NORWEGIAN KRONE						FOREIGN CURRENCY						61,138												6,206
						NP3 FASTIGHETER AB						COMMON STOCK SEK3.5						22,249												425,132
						NSI NV						REIT EUR3.68						14,171												351,590
						NTT UD REIT INVESTMENT CORP						REIT						1,222												1,269,657

255

---

						NYFOSA AB						COMMON STOCK SEK.5						154,620												1,200,294
						ONE REIT INC						REIT						226												429,378
						ORIX JREIT INC						REIT						2,291												3,231,415
						OUE COMMERCIAL REAL ESTATE I						REIT						1,662,300												413,509
						PANDOX AB						COMMON STOCK SEK2.5						76,170												853,541
						PARAGON REIT						REIT						924,700												617,739
						PARKWAYLIFE REAL ESTATE						REIT						325,500												912,009
						PEACH PROPERTY GROUP AG						COMMON STOCK CHF1.0						9,707												172,245
						PHOENIX SPREE DEUTSCHLAND LT						COMMON STOCK						82,188												243,978
						PICTON PROPERTY INCOME LTD						REIT						398,622												383,288
						PLATZER FASTIGHETER HOLD B						COMMON STOCK SEK.1						41,769												329,996
						POUND STERLING						FOREIGN CURRENCY						14,944												17,977
						PRECINCT PROPERTIES NEW ZEAL						COMMON STOCK						1,117,647												892,153
						PRIMARIS REIT						REIT NPV						80,857												873,646
						PRIMARY HEALTH PROPERTIES						REIT GBP.125						1,113,158												1,484,947
						PRIME US REIT						REIT						519,300												209,788
						PROSPERITY REIT						REIT						912,000												232,529
						PRS REIT PLC/THE						REIT GBP.01						421,022												450,341
						PSP SWISS PROPERTY AG REG						COMMON STOCK CHF.1						37,821												4,445,011
						REGION RE LTD						REIT						940,794												1,727,414
						REGIONAL REIT LTD						REIT						293,344												207,979
						RESIDENTIAL SECURE INCOME PL						REIT GBP.01						137,160												138,668
						RETAIL ESTATES						REIT						9,789												649,500
						RIOCAN REAL ESTATE INVST TR						REIT						250,169												3,901,303
						SAFESTORE HOLDINGS PLC						REIT GBP.01						173,160												1,970,199
						SAGAX AB B						COMMON STOCK SEK1.75						146,765												3,347,593
						SAMHALLSBYGGNADSBOLAGET I NO						COMMON STOCK						918,356												1,543,666
						SAMTY RESIDENTIAL INVESTMENT						REIT						478												418,003
						SANKEI REAL ESTATE INC						REIT						449												303,175
						SCENTRE GROUP						REIT						4,385,609												8,493,812
						SCHRODER REAL ESTATE INVESTM						REIT						352,105												178,359
						SEGRO PLC						REIT GBP.1						1,008,503												9,276,475
						SEKISUI HOUSE REIT INC						REIT						3,554												2,003,434
						SHAFTESBURY CAPITAL PLC						REIT GBP.25						659,836												845,608
						SHAFTESBURY PLC						REIT GBP.25						167,665												738,164
						SHURGARD SELF STORAGE LTD						REIT						21,382												979,919
						SINGAPORE DOLLAR						FOREIGN CURRENCY						91,108												67,930
						SIRIUS REAL ESTATE LTD						COMMON STOCK						938,783												832,307
						SK REITS CO LTD						REIT KRW500.0						73,276												320,410
						SMARTCENTRES REAL ESTATE INV						REIT						108,989												2,154,120
						SOSILA LOGISTICS REIT INC						REIT						673												697,634
						SOUTH KOREAN WON						FOREIGN CURRENCY						25,813,331												20,414
						STAR ASIA INVESTMENT CORPORA						REIT						1,480												616,716
						STARHILL GLOBAL REIT						REIT						1,101,072												442,486
						STARTS PROCEED INVESTMENT CO						REIT						221												395,845
						STENDORREN FASTIGHETER AB						COMMON STOCK SEK.6						11,542												213,189

256

---

						STORAGEVAULT CANADA INC						COMMON STOCK						195,800												869,933
						STRIDE PROPERTY GROUP						STAPLED SECURITY						364,502												325,564
						SUMMIT INDUSTRIAL INCOME REI						REIT						148,019												2,478,727
						SUNLIGHT REAL ESTATE INVEST						REIT						839,000												362,261
						SUNTEC REIT						REIT						1,672,900												1,721,923
						SUPERMARKET INCOME REIT PLC						REIT GBP.01						1,066,147												1,315,583
						SWEDISH KRONA						FOREIGN CURRENCY						361,241												34,670
						SWIRE PROPERTIES LTD						COMMON STOCK						874,000												2,221,688
						SWISS FRANC						FOREIGN CURRENCY						8,797												9,508
						SWISS PRIME SITE REG						COMMON STOCK CHF2.0						63,692												5,527,151
						TAG IMMOBILIEN AG						COMMON STOCK						133,795												863,666
						TAKARA LEBEN REAL ESTATE INV						REIT						635												476,678
						TARGET HEALTHCARE REIT PLC						REIT GBP.01						470,405												454,089
						TOKYU REIT INC						REIT						833												1,305,645
						TRICON RESIDENTIAL INC						COMMON STOCK						205,900												1,586,476
						TRIPLE POINT SOCIAL HOUSING						REIT GBP.01						308,757												227,629
						TRITAX BIG BOX REIT PLC						REIT GBP.01						1,597,900												2,667,451
						TRITAX EUROBOX PLC						COMMON STOCK EUR.01						651,920												481,821
						UK COMMERCIAL PROPERTY REIT LT						UK COMMERCIAL PROPERTY TRUST						561,571												392,965
						UNIBAIL RODAMCO WESTFIELD						REIT EUR5.0						87,335												4,543,455
						UNITE GROUP PLC/THE						REIT GBP.25						270,309												2,961,465
						UNITED URBAN INVESTMENT CORP						REIT						2,550												2,901,002
						URBAN LOGISTICS REIT PLC						REIT GBP.01						366,844												593,926
						US DOLLAR												259,878												259,878
						VASTNED RETAIL NV						REIT EUR5.0						12,895												291,047
						VICINITY CENTRES						REIT						3,150,167												4,269,175
						VITAL HEALTHCARE PROPERTY TR						REIT						442,203												626,781
						VONOVIA SE						COMMON STOCK						595,887												14,001,503
						WALLENSTAM AB B SHS						COMMON STOCK SEK.5						288,697												1,221,951
						WAREHOUSE REIT PLC						REIT						306,711												385,186
						WAREHOUSES DE PAUW SCA						REIT						133,283												3,799,786
						WAYPOINT REIT						REIT						547,627												1,020,303
						WERELDHAVE NV						REIT EUR1.0						30,434												405,940
						WHARF REAL ESTATE INVESTMENT						COMMON STOCK HKD.1						1,300,000												7,578,524
						WIHLBORGS FASTIGHETER AB						COMMON STOCK SEK2.5						223,676												1,694,036
						WORKSPACE GROUP PLC						REIT GBP1.0						116,313												621,278
						XIOR STUDENT HOUSING NV						REIT						24,662												763,204
												Total : EXHIBIT K - International Real Estate Index Fund																		$	398,584,149

n / a - Cost is not applicable

257

---

EXHIBIT L - Long-Term Credit Fund

(Managed by Loomis, Sayles and Company)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ABBVIE INC						4.05% 21 Nov 2039						4,056,000												$	3,493,311
						ABU DHABI CRUDE OIL						4.6% 02 Nov 2047						1,724,000												1,582,218
						AEP TRANSMISSION CO LLC						2.75% 15 Aug 2051						2,583,000												1,655,161
						AERCAP IRELAND CAP/GLOBA						3.85% 29 Oct 2041						1,662,000												1,178,807
						AETNA INC						6.75% 15 Dec 2037						391,000												419,277
						ALABAMA POWER CO						4.15% 15 Aug 2044						1,384,000												1,156,581
						ALTRIA GROUP INC						4.5% 02 May 2043						530,000												400,897
						ALTRIA GROUP INC						5.95% 14 Feb 2049						1,665,000												1,492,140
						AMAZON.COM INC						4.1% 13 Apr 2062						1,493,000												1,250,208
						AMEREN ILLINOIS CO						4.15% 15 Mar 2046						882,000												745,440
						AMERICA MOVIL SAB DE CV						6.125% 30 Mar 2040						1,946,000												2,022,886
						AMERICAN INTL GROUP						4.5% 16 Jul 2044						1,253,000												1,090,047
						AMGEN INC						3.15% 21 Feb 2040						3,486,000												2,588,948
						AMGEN INC						4.875% 01 Mar 2053						1,623,000												1,452,423
						ANGLO AMERICAN CAPITAL						4.75% 16 Mar 2052						1,016,000												848,838
						ANHEUSER BUSCH CO/INBEV						4.7% 01 Feb 2036						2,932,000												2,776,516
						ANHEUSER BUSCH CO/INBEV						4.9% 01 Feb 2046						5,170,000												4,745,957
						AON CORP/AON GLOBAL HOLD						3.9% 28 Feb 2052						1,546,000												1,198,073
						APPLE INC						4.65% 23 Feb 2046						283,000												269,982
						APPLE INC						3.85% 04 Aug 2046						1,094,000												933,270
						APPLE INC						2.65% 11 May 2050						2,510,000												1,677,358
						APPLE INC						3.95% 08 Aug 2052						2,714,000												2,316,453
						APPLE INC						4.1% 08 Aug 2062						486,000												412,381
						ARCELORMITTAL SA						6.8% 29 Nov 2032						1,288,000												1,284,535
						ARIZONA PUBLIC SERVICE						3.5% 01 Dec 2049						1,014,000												694,519
						ASTRAZENECA PLC						6.45% 15 Sep 2037						489,000												554,815
						AT+T INC						4.75% 15 May 2046						2,494,000												2,133,168
						AT+T INC						5.15% 15 Nov 2046						590,000												533,513
						AT+T INC						3.5% 15 Sep 2053						5,369,000												3,662,463
						AT+T INC						3.55% 15 Sep 2055						2,415,000												1,638,529
						ATHENE GLOBAL FUNDING						2.673% 07 Jun 2031						1,037,000												802,296
						BANK OF AMERICA CORP						1% 23 Apr 2040						1,077,000												897,206
						BANK OF AMERICA CORP						1% 29 Apr 2031						4,510,000												3,689,857
						BANK OF AMERICA CORP						1% 19 Jun 2041						816,000												553,444
						BANK OF AMERICA CORP						6.11% 29 Jan 2037						2,572,000												2,616,598
						BANK OF NY MELLON CORP						1% 25 Oct 2033						536,000												559,450

258

---

						BANNER HEALTH						2.907% 01 Jan 2042						1,720,000												1,265,043
						BARCLAYS PLC						1% 02 Nov 2033						1,656,000												1,748,604
						BAT CAPITAL CORP						5.282% 02 Apr 2050						202,000												160,628
						BAT CAPITAL CORP						5.65% 16 Mar 2052						731,000												607,622
						BECTON DICKINSON + CO						4.669% 06 Jun 2047						1,134,000												1,003,102
						BECTON DICKINSON + CO						3.794% 20 May 2050						687,000												531,429
						BERKSHIRE HATHAWAY FIN						4.4% 15 May 2042						355,000												327,977
						BLACKSTONE HOLDINGS FINA						3.2% 30 Jan 2052						289,000												186,451
						BOARDWALK PIPELINES LP						3.6% 01 Sep 2032						659,000												548,103
						BOEING CO						5.705% 01 May 2040						622,000												594,060
						BOEING CO						5.805% 01 May 2050						3,523,000												3,301,262
						BRIGHTHOUSE FINANCIAL IN						4.7% 22 Jun 2047						193,000												142,762
						BRIGHTHOUSE FINANCIAL IN						3.85% 22 Dec 2051						545,000												344,217
						BRISTOL MYERS SQUIBB CO						4.55% 20 Feb 2048						561,000												510,661
						BRISTOL MYERS SQUIBB CO						2.35% 13 Nov 2040						629,000												434,048
						BRISTOL MYERS SQUIBB CO						3.55% 15 Mar 2042						1,018,000												833,376
						BRISTOL MYERS SQUIBB CO						3.7% 15 Mar 2052						1,148,000												901,123
						BROADCOM INC						3.5% 15 Feb 2041						3,279,000												2,357,798
						BROADCOM INC						3.137% 15 Nov 2035						636,000												469,896
						BURLINGTN NORTH SANTA FE						3.3% 15 Sep 2051						1,820,000												1,339,083
						BURLINGTN NORTH SANTA FE						4.45% 15 Jan 2053						872,000												782,672
						CALIFORNIA ST						7.3% 01 Oct 2039						3,040,000												3,692,858
						CANADIAN NATL RESOURCES						4.95% 01 Jun 2047						402,000												352,618
						CANADIAN PACIFIC RAILWAY						3.1% 02 Dec 2051						1,546,000												1,058,082
						CELANESE US HOLDINGS LLC						6.379% 15 Jul 2032						732,000												701,388
						CENOVUS ENERGY INC						5.4% 15 Jun 2047						1,831,000												1,657,971
						CHARTER COMM OPT LLC/CAP						5.375% 01 May 2047						1,704,000												1,342,939
						CHARTER COMM OPT LLC/CAP						5.75% 01 Apr 2048						1,713,000												1,409,336
						CHARTER COMM OPT LLC/CAP						4.8% 01 Mar 2050						1,786,000												1,305,923
						CHARTER COMM OPT LLC/CAP						3.5% 01 Mar 2042						495,000												319,780
						CIGNA GROUP/THE						4.9% 15 Dec 2048						613,000												558,731
						CIGNA GROUP/THE						3.2% 15 Mar 2040						1,453,000												1,104,077
						CITIGROUP INC						4.65% 30 Jul 2045						1,078,000												933,753
						CITIGROUP INC						4.75% 18 May 2046						1,139,000												957,910
						CITIGROUP INC						1% 26 Mar 2041						1,286,000												1,243,176
						CITIGROUP INC						1% 24 May 2033						332,000												312,236
						CITIGROUP INC						1% 17 Nov 2033						788,000												817,022
						CK HUTCHISON INTNTL 21						3.125% 15 Apr 2041						544,000												398,534
						COMCAST CORP						3.45% 01 Feb 2050						339,000												248,728
						COMCAST CORP						2.887% 01 Nov 2051						4,296,000												2,781,102
						COMCAST CORP						2.937% 01 Nov 2056						4,455,000												2,804,645
						COMMONSPIRIT HEALTH						4.187% 01 Oct 2049						390,000												304,013
						COMMONWEALTH EDISON CO						3% 01 Mar 2050						1,067,000												737,638
						CON EDISON CO OF NY INC						5.7% 15 Jun 2040						266,000												264,870
						CON EDISON CO OF NY INC						4.2% 15 Mar 2042						543,000												457,108
						CON EDISON CO OF NY INC						3.7% 15 Nov 2059						951,000												689,713
						CONSUMERS ENERGY CO						4.2% 01 Sep 2052						1,351,000												1,162,049
						CONTINENTAL RESOURCES						4.9% 01 Jun 2044						785,000												581,379

259

---

						COREBRIDGE FINANCIAL INC						4.4% 05 Apr 2052						1,112,000												890,256
						COTTAGE HEALTH SYSTEM						3.304% 01 Nov 2049						956,000												681,896
						CROWN CASTLE INC						4.15% 01 Jul 2050						732,000												568,317
						CSX CORP						4.5% 15 Nov 2052						2,614,000												2,294,151
						CVS HEALTH CORP						4.78% 25 Mar 2038						1,644,000												1,513,779
						CVS HEALTH CORP						5.05% 25 Mar 2048						1,408,000												1,270,312
						DCP MIDSTREAM OPERATING						5.6% 01 Apr 2044						1,412,000												1,318,709
						DELL INT LLC / EMC CORP						3.375% 15 Dec 2041						1,195,000												806,386
						DENVER CO PUBLIC SCHS COPS						7.017% 15 Dec 2037						450,000												515,874
						DEVON ENERGY CORPORATION						5.6% 15 Jul 2041						773,000												725,847
						DIAMONDBACK ENERGY INC						4.4% 24 Mar 2051						525,000												403,116
						DIAMONDBACK ENERGY INC						4.25% 15 Mar 2052						527,000												392,167
						DIAMONDBACK ENERGY INC						6.25% 15 Mar 2033						846,000												861,753
						DOMINION ENERGY INC						3.3% 15 Apr 2041						2,027,000												1,508,352
						DOMINION ENERGY INC						5.375% 15 Nov 2032						825,000												822,665
						DOW CHEMICAL CO/THE						6.9% 15 May 2053						946,000												1,034,886
						DPL INC						4.35% 15 Apr 2029						1,448,000												1,301,680
						DTE ELECTRIC CO						2.95% 01 Mar 2050						1,410,000												971,561
						DTE ELECTRIC CO						3.25% 01 Apr 2051						230,000												166,437
						DUKE ENERGY CAROLINAS						6.1% 01 Jun 2037						1,256,000												1,315,597
						DUKE ENERGY CAROLINAS						3.7% 01 Dec 2047						205,000												158,506
						DUKE ENERGY CORP						3.95% 15 Aug 2047						195,000												148,730
						DUKE ENERGY FLORIDA LLC						4.2% 15 Jul 2048						1,214,000												1,026,656
						DUKE ENERGY FLORIDA LLC						3% 15 Dec 2051						977,000												663,334
						DUKE ENERGY PROGRESS LLC						4.15% 01 Dec 2044						1,593,000												1,339,522
						EDISON INTERNATIONAL						5.75% 15 Jun 2027						1,432,000												1,438,387
						EDISON INTERNATIONAL						6.95% 15 Nov 2029						360,000												377,759
						ELEVANCE HEALTH INC						4.55% 15 May 2052						733,000												644,908
						ELEVANCE HEALTH INC						6.1% 15 Oct 2052						1,242,000												1,341,199
						ENEL FINANCE INTL NV						7.75% 14 Oct 2052						695,000												748,286
						ENERGY TRANSFER LP						5.75% 15 Feb 2033						1,547,000												1,524,383
						ENERGY TRANSFER LP						5% 15 May 2050						1,243,000												1,007,340
						ENERGY TRANSFER LP						6.25% 15 Apr 2049						1,237,000												1,159,292
						ENTERGY CORP						3.75% 15 Jun 2050						328,000												243,714
						ENTERPRISE PRODUCTS OPER						5.1% 15 Feb 2045						2,470,000												2,244,711
						EQUINOR ASA						3.95% 15 May 2043						1,961,000												1,648,221
						EXELON CORP						5.625% 15 Jun 2035						1,659,000												1,695,896
						EXELON CORP						4.1% 15 Mar 2052						1,533,000												1,237,514
						EXXON MOBIL CORPORATION						4.227% 19 Mar 2040						1,526,000												1,379,504
						EXXON MOBIL CORPORATION						3.452% 15 Apr 2051						2,246,000												1,699,908
						FEDEX CORP						4.55% 01 Apr 2046						1,762,000												1,439,871
*						FIDELITY NATL INFO SERV						5.625% 15 Jul 2052						551,000												512,413
						FIRSTENERGY CORP						3.4% 01 Mar 2050						573,000												379,154
						FIRSTENERGY TRANSMISSION						5.45% 15 Jul 2044						1,246,000												1,164,823
						FIRSTENERGY TRANSMISSION						4.55% 01 Apr 2049						289,000												236,445
						FLORIDA POWER + LIGHT CO						3.7% 01 Dec 2047						2,550,000												2,066,010
						FMG RESOURCES AUG 2006						6.125% 15 Apr 2032						530,000												494,315
						FORD FOUNDATION/THE						2.815% 01 Jun 2070						880,000												522,817

260

---

						FORD MOTOR COMPANY						6.1% 19 Aug 2032						155,000												143,580
						FORD MOTOR CREDIT CO LLC						7.35% 04 Nov 2027						1,588,000												1,627,224
						FREEPORT INDONESIA PT						6.2% 14 Apr 2052						706,000												618,491
						GENERAL MOTORS CO						6.25% 02 Oct 2043						1,150,000												1,071,237
						GENERAL MOTORS CO						6.75% 01 Apr 2046						766,000												740,852
						GEORGIA POWER CO						5.125% 15 May 2052						1,050,000												991,053
						GILEAD SCIENCES INC						2.6% 01 Oct 2040						2,166,000												1,525,774
						GLENCORE FUNDING LLC						3.375% 23 Sep 2051						652,000												431,174
						GLOBAL PAYMENTS INC						5.95% 15 Aug 2052						1,054,000												959,635
						GOLDMAN SACHS GROUP INC						1% 21 Oct 2032						749,000												593,178
						GOLDMAN SACHS GROUP INC						1% 24 Feb 2043						4,469,000												3,310,859
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						3,599,457												3,599,457
						HARTFORD FINL SVCS GRP						6.1% 01 Oct 2041						1,070,000												1,081,524
						HCA INC						4.625% 15 Mar 2052						1,375,000												1,078,303
						HCA INC						4.375% 15 Mar 2042						617,000												495,932
						HESS CORP						5.6% 15 Feb 2041						691,000												652,857
						HESS CORP						5.8% 01 Apr 2047						991,000												951,073
						HOAG MEMORIAL HOSPITAL						3.803% 15 Jul 2052						1,078,000												849,238
						HOME DEPOT INC						3.625% 15 Apr 2052						2,757,000												2,161,957
						HORMEL FOODS CORP						3.05% 03 Jun 2051						1,278,000												889,181
						HSBC HOLDINGS PLC						6.5% 15 Sep 2037						1,281,000												1,228,466
						HSBC HOLDINGS PLC						1% 03 Nov 2033						946,000												1,003,772
*						IBM CORP						2.85% 15 May 2040						1,089,000												792,324
*						IBM CORP						4.9% 27 Jul 2052						1,559,000												1,432,191
						IDAHO ENERGY RESOURCES AUTH TR						2.861% 01 Sep 2046						750,000												517,300
						ILLINOIS ST						5.1% 01 Jun 2033						3,305,000												3,161,421
						INTEL CORP						3.25% 15 Nov 2049						953,000												651,671
						INTEL CORP						4.9% 05 Aug 2052						2,027,000												1,809,361
						INTERPUBLIC GROUP COS						3.375% 01 Mar 2041						1,133,000												802,640
						ISRAEL ELECTRIC CORP LTD						3.75% 22 Feb 2032						1,046,000												916,714
						JAB HOLDINGS BV						4.5% 08 Apr 2052						572,000												390,064
						JOHNSON + JOHNSON						3.4% 15 Jan 2038						1,027,000												878,722
*						JPMORGAN CHASE + CO						1% 15 Nov 2048						1,652,000												1,303,478
*						JPMORGAN CHASE + CO						1% 22 Apr 2051						2,208,000												1,474,657
*						JPMORGAN CHASE + CO						1% 25 Jul 2033						621,000												592,875
*						JPMORGAN CHASE + CO						5.4% 06 Jan 2042						1,181,000												1,166,875
						KAISER FOUNDATION HOSPIT						2.81% 01 Jun 2041						1,088,000												793,196
						KAISER FOUNDATION HOSPIT						3.002% 01 Jun 2051						1,033,000												703,897
						KINDER MORGAN ENER PART						6.5% 01 Feb 2037						639,000												649,639
						KINDER MORGAN INC						3.25% 01 Aug 2050						655,000												426,235
						KINDER MORGAN INC						5.45% 01 Aug 2052						1,442,000												1,298,824
						KRAFT HEINZ FOODS CO						4.375% 01 Jun 2046						2,944,000												2,412,932
						LIBERTY MUTUAL GROUP INC						3.95% 15 May 2060						606,000												400,711
						LINCOLN NATIONAL CORP						7% 15 Jun 2040						402,000												418,382
						LOCKHEED MARTIN CORP						5.7% 15 Nov 2054						2,729,000												2,901,500
						LOWE S COS INC						2.8% 15 Sep 2041						1,862,000												1,276,755

261

---

						LOWE S COS INC						5.625% 15 Apr 2053						1,667,000												1,611,672
						LXP INDUSTRIAL TRUST						2.375% 01 Oct 2031						495,000												376,146
						LYB INT FINANCE III						4.2% 15 Oct 2049						367,000												275,349
						LYB INT FINANCE III						4.2% 01 May 2050						2,195,000												1,641,377
						MARATHON PETROLEUM CORP						4.75% 15 Sep 2044						1,215,000												1,021,268
						MASS INSTITUTE OF TECH						3.067% 01 Apr 2052						1,528,000												1,132,783
						MCDONALD S CORP						4.45% 01 Sep 2048						902,000												792,696
						MDC HOLDINGS INC						6% 15 Jan 2043						699,000												572,677
						MERCK + CO INC						2.75% 10 Dec 2051						993,000												671,109
*						METLIFE INC						6.4% 15 Dec 2066						1,148,000												1,116,453
*						METLIFE INC						4.721% 15 Dec 2044						1,090,000												991,922
						MICRON TECHNOLOGY INC						2.703% 15 Apr 2032						268,000												201,590
						MICRON TECHNOLOGY INC						3.366% 01 Nov 2041						235,000												158,265
						MICROSOFT CORP						2.525% 01 Jun 2050						2,474,000												1,650,628
						MIDAMERICAN ENERGY CO						4.25% 15 Jul 2049						661,000												569,531
						MOODY S CORPORATION						2.75% 19 Aug 2041						1,747,000												1,227,757
						MORGAN STANLEY						1% 25 Jan 2052						860,000												536,846
						MORGAN STANLEY						4.375% 22 Jan 2047						834,000												714,029
						MPLX LP						5.5% 15 Feb 2049						1,427,000												1,265,064
						NESTLE HOLDINGS INC						4.7% 15 Jan 2053						652,000												618,598
						NEW JERSEY ST TRANSPRTN TRUST						6.561% 15 Dec 2040						430,000												461,639
						NEW YORK CITY NY MUNI WTR FIN						5.724% 15 Jun 2042						465,000												500,310
						NEW YORK ST DORM AUTH ST PERSO						2.202% 15 Mar 2034						1,150,000												864,664
						NEW YORK ST DORM AUTH ST PERSO						5.427% 15 Mar 2039						600,000												607,844
						NEW YORK ST DORM AUTH ST PERSO						3.19% 15 Feb 2043						1,130,000												842,807
						NISOURCE INC						5.95% 15 Jun 2041						857,000												869,872
						NORFOLK SOUTHERN CORP						3.05% 15 May 2050						2,157,000												1,453,796
						NORFOLK SOUTHERN CORP						4.55% 01 Jun 2053						432,000												378,410
						NORTHERN STATES PWR MINN						4.5% 01 Jun 2052						1,092,000												995,675
						NXP BV/NXP FDG/NXP USA						3.25% 11 May 2041						1,586,000												1,108,582
						NXP BV/NXP FDG/NXP USA						3.4% 01 May 2030						364,000												315,133
						OCCIDENTAL PETROLEUM COR						6.625% 01 Sep 2030						1,623,000												1,677,030
						ONCOR ELECTRIC DELIVERY						2.7% 15 Nov 2051						794,000												520,856
						ONEOK INC						7.15% 15 Jan 2051						780,000												798,104
						ONEOK INC						6.1% 15 Nov 2032						895,000												900,397
						ORACLE CORP						5.375% 15 Jul 2040						830,000												766,812
						ORACLE CORP						3.6% 01 Apr 2040						192,000												142,871
						ORACLE CORP						3.6% 01 Apr 2050						3,910,000												2,668,340
						ORACLE CORP						3.65% 25 Mar 2041						3,668,000												2,726,461
						PACIFIC GAS + ELECTRIC						4.6% 15 Jun 2043						347,000												264,785
						PACIFIC GAS + ELECTRIC						4% 01 Dec 2046						1,936,000												1,313,731
						PACIFIC GAS + ELECTRIC						4.95% 01 Jul 2050						202,000												158,764
						PACIFIC GAS + ELECTRIC						4.5% 01 Jul 2040						1,424,000												1,118,680
						PACIFICORP						4.125% 15 Jan 2049						1,346,000												1,110,194
						PACIFICORP						5.35% 01 Dec 2053						1,008,000												1,011,931
						PARAMOUNT GLOBAL						4.375% 15 Mar 2043						1,128,000												782,956

262

---

						PECO ENERGY CO						2.85% 15 Sep 2051						588,000												391,873
						PERUSAHAAN LISTRIK NEGAR						4.875% 17 Jul 2049						521,000												411,434
						PFIZER INC						4.4% 15 May 2044						1,662,000												1,551,627
						PHILIP MORRIS INTL INC						5.75% 17 Nov 2032						1,407,000												1,443,568
						PLAINS ALL AMER PIPELINE						6.65% 15 Jan 2037						978,000												969,100
						PNC FINANCIAL SERVICES						1% 06 Jun 2033						555,000												514,457
						PORT AUTH OF NEW YORK NEW JE						3.287% 01 Aug 2069						689,000												458,062
						PORT AUTH OF NEW YORK NEW JE						4.926% 01 Oct 2051						1,185,000												1,128,541
						PROGRESSIVE CORP						3.7% 15 Mar 2052						1,933,000												1,490,188
*						PRUDENTIAL FINANCIAL INC						4.6% 15 May 2044						719,000												647,833
						QATAR ENERGY						3.125% 12 Jul 2041						448,000												343,643
						QUALCOMM INC						6% 20 May 2053						1,441,000												1,544,680
						RAYTHEON TECH CORP						2.82% 01 Sep 2051						3,621,000												2,370,307
						REPUBLIC OF CHILE						2.55% 27 Jul 2033						1,814,000												1,429,468
						REPUBLIC OF CHILE						4.34% 07 Mar 2042						1,667,000												1,416,467
						REPUBLIC OF COLOMBIA						5.625% 26 Feb 2044						81,000												59,837
						REPUBLIC OF COLOMBIA						4.125% 15 May 2051						580,000												349,015
						REPUBLIC OF INDONESIA						3.05% 12 Mar 2051						1,618,000												1,176,464
						REPUBLIC OF PANAMA						4.5% 19 Jan 2063						2,739,000												1,937,103
						REPUBLIC OF PERU						3.55% 10 Mar 2051						1,883,000												1,349,621
						REPUBLIC OF PERU						3% 15 Jan 2034						461,000												365,914
						REPUBLIC OF PHILIPPINES						3.95% 20 Jan 2040						1,655,000												1,405,376
						REPUBLIC OF PHILIPPINES						2.95% 05 May 2045						491,000												355,892
						REPUBLICA ORIENT URUGUAY						5.1% 18 Jun 2050						556,000												547,888
						REYNOLDS AMERICAN INC						5.7% 15 Aug 2035						1,191,000												1,081,988
						RIO TINTO FIN USA LTD						2.75% 02 Nov 2051						1,024,000												681,748
						ROCHE HOLDINGS INC						2.607% 13 Dec 2051						1,903,000												1,243,706
						ROCKEFELLER FOUNDATION						2.492% 01 Oct 2050						634,000												403,940
						ROGERS COMMUNICATIONS IN						4.55% 15 Mar 2052						725,000												563,941
						S+P GLOBAL INC						3.25% 01 Dec 2049						891,000												643,159
						S+P GLOBAL INC						3.7% 01 Mar 2052						647,000												506,083
						SAN DIEGO G + E						3.75% 01 Jun 2047						899,000												707,216
						SAN DIEGO G + E						3.32% 15 Apr 2050						382,000												275,605
						SAUDI ARABIAN OIL CO						3.25% 24 Nov 2050						1,075,000												752,436
						SEATTLE CHILDREN HOSP						2.719% 01 Oct 2050						1,268,000												804,229
						SEMPRA ENERGY						6% 15 Oct 2039						1,456,000												1,484,523
						SEMPRA ENERGY						4% 01 Feb 2048						383,000												301,318
						SHELL INTERNATIONAL FIN						3.125% 07 Nov 2049						1,322,000												938,620
						SHELL INTERNATIONAL FIN						2.875% 26 Nov 2041						1,741,000												1,274,691
						SHELL INTERNATIONAL FIN						3% 26 Nov 2051						1,748,000												1,192,014
						SOCIETE GENERALE						1% 21 Jan 2043						372,000												252,659
						SOUTHERN CAL EDISON						4.05% 15 Mar 2042						682,000												546,800
						SOUTHERN CAL EDISON						4.125% 01 Mar 2048						398,000												318,862
						SOUTHERN CAL EDISON						5.45% 01 Jun 2052						329,000												317,024
						SOUTHERN CO						5.7% 15 Oct 2032						501,000												500,472
						SOUTHERN CO						5.7% 15 Oct 2032						230,000												235,840
						STANFORD HEALTH CARE						3.027% 15 Aug 2051						1,796,000												1,202,117
						STARBUCKS CORP						4.45% 15 Aug 2049						2,157,000												1,854,006

263

---

						STATE OF ISRAEL						3.375% 15 Jan 2050						1,858,000												1,431,719
						STATE OF QATAR						4.4% 16 Apr 2050						655,000												598,041
						SYSCO CORPORATION						6.6% 01 Apr 2050						510,000												552,478
						SYSCO CORPORATION						3.15% 14 Dec 2051						901,000												600,634
						T MOBILE USA INC						4.5% 15 Apr 2050						1,592,000												1,308,560
						T MOBILE USA INC						3% 15 Feb 2041						1,641,000												1,166,127
						T MOBILE USA INC						5.8% 15 Sep 2062						700,000												685,202
						TARGA RESOURCES CORP						4.95% 15 Apr 2052						886,000												708,047
						TELEFONICA EMISIONES SAU						5.213% 08 Mar 2047						1,754,000												1,420,898
						TEMASEK FINANCIAL I LTD						2.375% 02 Aug 2041						451,000												320,048
						TIME WARNER CABLE LLC						7.3% 01 Jul 2038						340,000												340,282
						TIME WARNER CABLE LLC						5.5% 01 Sep 2041						1,340,000												1,121,955
						UNION ELECTRIC CO						3.9% 01 Apr 2052						1,850,000												1,509,545
						UNION PACIFIC CORP						3.375% 14 Feb 2042						1,958,000												1,567,790
						UNION PACIFIC CORP						3.5% 14 Feb 2053						699,000												530,471
						UNITED MEXICAN STATES						3.771% 24 May 2061						299,000												190,382
						UNITED MEXICAN STATES						4.28% 14 Aug 2041						3,156,000												2,456,914
						UNITED MEXICAN STATES						4.4% 12 Feb 2052						3,838,000												2,835,399
						UNITEDHEALTH GROUP INC						5.95% 15 Feb 2041						846,000												900,779
						UNITEDHEALTH GROUP INC						3.5% 15 Aug 2039						2,140,000												1,762,953
						UNITEDHEALTH GROUP INC						3.05% 15 May 2041						1,957,000												1,479,942
						UNITEDHEALTH GROUP INC						5.875% 15 Feb 2053						2,415,000												2,632,761
						UNIV OF CALIFORNIA CA REVENUES						5.946% 15 May 2045						400,000												428,582
						UNIV SOUTHERN CALIFORIA						3.226% 01 Oct 2120						660,000												391,453
						UNIVERSITY OF MIAMI						4.063% 01 Apr 2052						560,000												462,168
						US 10YR ULTRA FUT MAR23						XCBT 20230322						100,000												(2,359)
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						(9,200,000)												34,158
						US DOLLAR												1,958,165												1,958,165
						US LONG BOND(CBT) MAR23						XCBT 20230322						7,000,000												(131,814)
						US TREASURY N/B						3% 15 Aug 2052						2,126,000												3,040,517
						US TREASURY N/B						4% 15 Nov 2042						4,560,000												5,489,277
						US TREASURY N/B						4.125% 15 Nov 2032						3,074,000												3,147,968
						US ULTRA BOND CBT MAR23						XCBT 20230322						2,500,000												(87,259)
						VALE SA						5.625% 11 Sep 2042						294,000												280,564
						VALERO ENERGY CORP						4% 01 Jun 2052						1,135,000												856,085
						VERIZON COMMUNICATIONS						4.272% 15 Jan 2036						3,732,000												3,347,305
						VERIZON COMMUNICATIONS						2.65% 20 Nov 2040						2,133,000												1,447,603
						VERIZON COMMUNICATIONS						3.4% 22 Mar 2041						2,157,000												1,632,871
						VIATRIS INC						4% 22 Jun 2050						528,000												328,321
						VIRGINIA ELEC + POWER CO						4% 15 Jan 2043						716,000												583,977
						VISA INC						4.3% 14 Dec 2045						1,249,000												1,148,393
						VMWARE INC						2.2% 15 Aug 2031						1,667,000												1,268,987
						VODAFONE GROUP PLC						4.25% 17 Sep 2050						920,000												713,644
						WALGREENS BOOTS ALLIANCE						4.1% 15 Apr 2050						404,000												299,307
						WALT DISNEY COMPANY/THE						6.55% 15 Mar 2033						1,581,000												1,751,701
						WALT DISNEY COMPANY/THE						6.4% 15 Dec 2035						2,105,000												2,312,785
						WARNERMEDIA HOLDINGS INC						5.05% 15 Mar 2042						3,800,000												2,937,818
						WARNERMEDIA HOLDINGS INC						5.141% 15 Mar 2052						587,000												432,449

264

---

						WELLS FARGO + COMPANY						4.9% 17 Nov 2045						2,196,000												1,908,631
						WELLS FARGO + COMPANY						4.75% 07 Dec 2046						1,084,000												911,373
						WELLS FARGO + COMPANY						1% 30 Apr 2041						2,156,000												1,547,081
						WELLS FARGO + COMPANY						1% 25 Apr 2053						874,000												747,436
						WILLIAMS COMPANIES INC						3.5% 15 Oct 2051						892,000												613,179
						WILLIAMS COMPANIES INC						5.3% 15 Aug 2052						1,543,000												1,395,690
												Total : EXHIBIT L - LONG-TERM CREDIT FUND																		$	353,564,335

n / a - Cost is not applicable

265

---

EXHIBIT M - Long-Term Credit Fund

(Managed by Western Asset Management Company)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						3M COMPANY						3.625% 15 Oct 2047						700,000												$	524,615
						3M COMPANY						3.25% 26 Aug 2049						320,000												223,971
						3M COMPANY						3.7% 15 Apr 2050						140,000												107,818
						ABBOTT LABORATORIES						4.9% 30 Nov 2046						220,000												216,295
						ABBVIE INC						4.7% 14 May 2045						500,000												449,845
						ABBVIE INC						4.05% 21 Nov 2039						1,140,000												981,848
						ABBVIE INC						4.25% 21 Nov 2049						1,690,000												1,428,202
						ABBVIE INC						4.55% 15 Mar 2035						415,000												389,839
						ADVANCED MICRO DEVICES						4.393% 01 Jun 2052						360,000												320,123
						ADVENT HEALTH SYSTEM						3.63% 01 Mar 2049						100,000												70,928
						AEP TRANSMISSION CO LLC						3.8% 15 Jun 2049						310,000												242,755
						AEP TRANSMISSION CO LLC						3.15% 15 Sep 2049						80,000												55,730
						AEP TRANSMISSION CO LLC						3.65% 01 Apr 2050						120,000												92,308
						AEP TRANSMISSION CO LLC						4.5% 15 Jun 2052						160,000												142,674
						AERCAP IRELAND CAP/GLOBA						3.4% 29 Oct 2033						370,000												282,188
						AERCAP IRELAND CAP/GLOBA						3.85% 29 Oct 2041						530,000												375,913
						AETNA INC						3.875% 15 Aug 2047						360,000												279,083
						AHS HOSPITAL CORP						5.024% 01 Jul 2045						160,000												153,845
						AIA GROUP LTD						3.2% 16 Sep 2040						310,000												223,299
						ALEXANDRIA REAL ESTATE E						3% 18 May 2051						550,000												352,077
						ALIBABA GROUP HOLDING						2.7% 09 Feb 2041						870,000												561,046
						ALIBABA GROUP HOLDING						3.15% 09 Feb 2051						1,080,000												678,823
						ALLSTATE CORP						4.2% 15 Dec 2046						225,000												187,205
						ALPHABET INC						2.25% 15 Aug 2060						820,000												468,425
						ALTRIA GROUP INC						3.875% 16 Sep 2046						70,000												46,883
						ALTRIA GROUP INC						5.8% 14 Feb 2039						1,700,000												1,566,516
						ALTRIA GROUP INC						5.95% 14 Feb 2049						1,700,000												1,523,506
						ALTRIA GROUP INC						6.2% 14 Feb 2059						301,000												282,248
						ALTRIA GROUP INC						3.4% 04 Feb 2041						350,000												232,232
						AMAZON.COM INC						2.5% 03 Jun 2050						100,000												63,674
						AMAZON.COM INC						3.1% 12 May 2051						1,200,000												864,876
						AMAZON.COM INC						3.25% 12 May 2061						370,000												258,452
						AMAZON.COM INC						3.95% 13 Apr 2052						20,000												16,856
						AMERICAN EXPRESS CO						1% 31 Dec 2099						180,000												148,050
						AMERICAN MUNI PWR OHIO INC OH						6.27% 15 Feb 2050						435,000												457,690
						AMERICO LIFE INC						3.45% 15 Apr 2031						170,000												128,639

266

---

						AMFAM HOLDINGS INC						3.833% 11 Mar 2051						230,000												151,685
						AMGEN INC						4.663% 15 Jun 2051						236,000												203,288
						ANHEUSER BUSCH CO/INBEV						4.7% 01 Feb 2036						305,000												288,826
						ANHEUSER BUSCH CO/INBEV						4.9% 01 Feb 2046						940,000												862,901
						ANHEUSER BUSCH INBEV WOR						4.439% 06 Oct 2048						210,000												180,512
						ANHEUSER BUSCH INBEV WOR						5.8% 23 Jan 2059						1,520,000												1,572,729
						ANHEUSER BUSCH INBEV WOR						4.375% 15 Apr 2038						230,000												207,833
						ANHEUSER BUSCH INBEV WOR						4.6% 15 Apr 2048						349,000												307,539
						APACHE CORP						5.25% 01 Feb 2042						20,000												16,400
						APACHE CORP						4.75% 15 Apr 2043						925,000												697,672
						APPLE INC						2.65% 11 May 2050						470,000												314,087
						ARCELORMITTAL						7% 15 Oct 2039						70,000												70,674
						ARCELORMITTAL						6.75% 01 Mar 2041						170,000												165,932
						ARGENTINE PESO						FOREIGN CURRENCY						74,986												423
						AT+T INC						4.35% 15 Jun 2045						737,000												598,650
						AT+T INC						4.8% 15 Jun 2044						164,000												142,049
						AT+T INC						3.5% 01 Feb 2061						480,000												317,256
						AT+T INC						3.5% 15 Sep 2053						178,000												121,423
						AT+T INC						3.55% 15 Sep 2055						2,950,000												2,001,516
						AT+T INC						3.8% 01 Dec 2057						360,000												250,654
						AVOLON HOLDINGS FNDG LTD						3.95% 01 Jul 2024						50,000												47,918
						BANK OF AMERICA CORP						1% 23 Jul 2029						710,000												664,688
						BANK OF AMERICA CORP						1% 07 Feb 2030						370,000												336,952
						BANK OF AMERICA CORP						1% 15 Mar 2050						480,000												396,696
						BANK OF AMERICA CORP						1% 29 Apr 2031						80,000												65,452
						BANK OF AMERICA CORP						1% 19 Jun 2041						1,590,000												1,078,402
						BANK OF AMERICA CORP						1% 24 Oct 2031						640,000												489,453
						BANK OF AMERICA CORP						1% 24 Oct 2051						300,000												186,867
						BANK OF AMERICA CORP						1% 22 Apr 2032						750,000												602,235
						BANK OF AMERICA CORP						1% 22 Apr 2042						1,180,000												871,760
						BANK OF AMERICA CORP						1% 21 Jul 2032						630,000												485,881
						BANK OF AMERICA CORP						1% 21 Sep 2036						1,140,000												840,659
						BANK OF AMERICA CORP						1% 20 Oct 2032						310,000												244,023
						BAPTIST HEALTHCARE						3.54% 15 Aug 2050						230,000												164,066
						BARCLAYS PLC						1% 20 Jun 2030						500,000												461,010
						BARRICK NA FINANCE LLC						5.7% 30 May 2041						100,000												101,120
						BARRICK PD AU FIN PTY LT						5.95% 15 Oct 2039						1,025,000												1,054,623
						BAT CAPITAL CORP						4.39% 15 Aug 2037						10,000												7,814
						BAT CAPITAL CORP						3.734% 25 Sep 2040						470,000												321,038
						BECTON DICKINSON + CO						4.685% 15 Dec 2044						18,000												16,164
						BECTON DICKINSON + CO						4.669% 06 Jun 2047						270,000												238,834
						BERKSHIRE HATHAWAY ENERG						6.125% 01 Apr 2036						1,028,000												1,083,152
						BERKSHIRE HATHAWAY FIN						4.2% 15 Aug 2048						1,600,000												1,423,056
						BHP BILLITON FIN USA LTD						4.125% 24 Feb 2042						365,000												320,368
						BHP BILLITON FIN USA LTD						5% 30 Sep 2043						17,000												16,601
						BLACKSTONE HOLDINGS FINA						6.25% 15 Aug 2042						120,000												119,892
						BLACKSTONE HOLDINGS FINA						3.2% 30 Jan 2052						390,000												251,612
						BNP PARIBAS						1% 31 Dec 2099						1,300,000												1,281,800

267

---

						BNP PARIBAS						1% 31 Dec 2099						240,000												250,394
						BNP PARIBAS						2.824% 26 Jan 2041						630,000												391,816
						BNP PARIBAS						1% 19 Apr 2032						360,000												282,445
						BOEING CO						6.875% 15 Mar 2039						540,000												572,897
						BOEING CO						3.3% 01 Mar 2035						350,000												260,775
						BOEING CO						3.9% 01 May 2049						350,000												247,625
						BOEING CO						3.95% 01 Aug 2059						730,000												492,005
						BOEING CO						5.805% 01 May 2050						590,000												552,865
						BOEING CO						5.93% 01 May 2060						500,000												460,395
						BON SECOURS MERCY						3.205% 01 Jun 2050						550,000												356,994
						BP CAP MARKETS AMERICA						3% 24 Feb 2050						1,090,000												736,905
						BPCE SA						1% 19 Oct 2032						410,000												299,731
						BPCE SA						1% 19 Oct 2042						250,000												163,880
						BRISTOL MYERS SQUIBB CO						4.125% 15 Jun 2039						200,000												179,230
						BRISTOL MYERS SQUIBB CO						4.25% 26 Oct 2049						700,000												605,976
						BRISTOL MYERS SQUIBB CO						4.35% 15 Nov 2047						70,000												61,973
						BRISTOL MYERS SQUIBB CO						2.55% 13 Nov 2050						50,000												31,665
						BRITISH TELECOMMUNICATIO						9.625% 15 Dec 2030						270,000												323,193
						BROADCOM INC						4.15% 15 Nov 2030						97,000												87,141
						BROADCOM INC						3.187% 15 Nov 2036						12,000												8,701
						BROADCOM INC						4.926% 15 May 2037						130,000												114,139
						BURLINGTN NORTH SANTA FE						4.55% 01 Sep 2044						350,000												319,372
						BWS074161 CDS USD P F 1.00000						1% 20 Jun 2027						(10,180,000)												(10,287,073)
						BWS074161 CDS USD R V 03MEVENT						1% 20 Jun 2027						10,180,000												10,180,000
						BWS074344 CDS USD P F 5.00000						5% 20 Jun 2027						(5,088,600)												(5,193,965)
						BWS074344 CDS USD R V 03MEVENT						1% 20 Jun 2027						5,088,600												5,088,600
						CALIFORNIA INSTITUTE OF						4.7% 01 Nov 2111						200,000												167,126
						CALIFORNIA INSTITUTE OF						3.65% 01 Sep 2119						500,000												320,910
						CALIFORNIA ST						7.3% 01 Oct 2039						1,675,000												2,034,716
						CAMERON LNG LLC						3.701% 15 Jan 2039						400,000												317,724
						CANADIAN NATL RESOURCES						6.25% 15 Mar 2038						300,000												299,199
						CANADIAN PACIFIC RAILWAY						3% 02 Dec 2041						310,000												234,527
						CANADIAN PACIFIC RAILWAY						3.1% 02 Dec 2051						360,000												246,384
						CARLYLE FINANCE LLC						5.65% 15 Sep 2048						50,000												44,914
						CARLYLE HOLDINGS II FIN						5.625% 30 Mar 2043						190,000												170,510
						CARRIER GLOBAL CORP						3.577% 05 Apr 2050						30,000												21,587
						CENTENE CORP						4.625% 15 Dec 2029						250,000												229,053
						CENTENE CORP						3.375% 15 Feb 2030						540,000												457,223
						CENTENE CORP						3% 15 Oct 2030						110,000												90,246
						CENTERPOINT ENER HOUSTON						4.5% 01 Apr 2044						600,000												540,792
						CENTERPOINT ENER HOUSTON						4.25% 01 Feb 2049						180,000												157,927
						CHARLES SCHWAB CORP						1% 31 Dec 2099						580,000												461,436
						CHARTER COMM OPT LLC/CAP						6.484% 23 Oct 2045						1,585,000												1,433,125
						CHARTER COMM OPT LLC/CAP						5.75% 01 Apr 2048						180,000												148,091
						CHARTER COMM OPT LLC/CAP						5.125% 01 Jul 2049						310,000												236,880
						CHARTER COMM OPT LLC/CAP						3.85% 01 Apr 2061						70,000												40,493
						CHILDREN S HOSPITAL/DC						2.928% 15 Jul 2050						170,000												105,908
						CHUBB INA HOLDINGS INC						3.05% 15 Dec 2061						420,000												273,630

268

---

						CI FINANCIAL CORP						4.1% 15 Jun 2051						230,000												136,753
						CIGNA GROUP/THE						4.8% 15 Aug 2038						730,000												682,776
						CIGNA GROUP/THE						4.9% 15 Dec 2048						480,000												437,506
						CIGNA GROUP/THE						3.875% 15 Oct 2047						380,000												294,245
						CIGNA GROUP/THE						3.4% 15 Mar 2050						590,000												421,390
						CIMAREX ENERGY CO						4.375% 15 Mar 2029						280,000												216,891
						CITIGROUP INC						8.125% 15 Jul 2039						400,000												493,704
						CITIGROUP INC						5.3% 06 May 2044						795,000												719,729
						CITIGROUP INC						4.65% 30 Jul 2045						1,908,000												1,652,691
						CITIGROUP INC						4.65% 23 Jul 2048						210,000												183,971
						CITIGROUP INC						1% 03 Nov 2042						330,000												230,432
						CITIGROUP INC						1% 17 Mar 2033						270,000												232,187
						CITY OF HOPE/THE						5.623% 15 Nov 2043						490,000												484,037
						CLAREMONT MCKENNA						3.775% 01 Jan 2122						50,000												32,031
						CLEVELAND CLINIC FOUND						4.858% 01 Jan 2114						90,000												77,626
						CLEVELAND ELECTRIC ILLUM						5.95% 15 Dec 2036						370,000												368,564
						COMCAST CORP						3.969% 01 Nov 2047						240,000												192,533
						COMCAST CORP						3.999% 01 Nov 2049						2,059,000												1,642,032
						COMCAST CORP						3.9% 01 Mar 2038						70,000												60,960
						COMCAST CORP						3.75% 01 Apr 2040						190,000												157,685
						COMCAST CORP						2.887% 01 Nov 2051						1,594,000												1,031,908
						COMCAST CORP						2.937% 01 Nov 2056						613,000												385,914
						COMCAST CORP						2.987% 01 Nov 2063						1,684,000												1,030,776
						COMISION FEDERAL DE ELEC						3.348% 09 Feb 2031						200,000												157,230
						COMISION FEDERAL DE ELEC						4.677% 09 Feb 2051						290,000												189,402
						COMMONSPIRIT HEALTH						4.35% 01 Nov 2042						480,000												403,238
						COMMONSPIRIT HEALTH						3.817% 01 Oct 2049						180,000												135,466
						COMMONSPIRIT HEALTH						2.782% 01 Oct 2030						100,000												82,510
						COMMONSPIRIT HEALTH						3.91% 01 Oct 2050						60,000												44,553
						COMMONWEALTH BANK AUST						3.743% 12 Sep 2039						430,000												317,624
						COMMONWEALTH EDISON CO						4.35% 15 Nov 2045						1,165,000												1,001,376
						COMMONWEALTH EDISON CO						3.75% 15 Aug 2047						20,000												15,684
						COMMONWEALTH EDISON CO						4% 01 Mar 2048						160,000												132,237
						COMMONWEALTH EDISON CO						4% 01 Mar 2049						180,000												146,680
						COMMUNITY HEALTH NETWORK						3.099% 01 May 2050						840,000												531,266
						CON EDISON CO OF NY INC						3.95% 01 Mar 2043						330,000												264,967
						CON EDISON CO OF NY INC						3% 01 Dec 2060						460,000												288,659
						CONNECTICUT LIGHT + PWR						4.3% 15 Apr 2044						130,000												112,315
						CONOCOPHILLIPS						5.9% 15 May 2038						220,000												233,171
						CONSUMERS ENERGY CO						2.5% 01 May 2060						150,000												85,733
						CONTINENTAL RESOURCES						4.9% 01 Jun 2044						210,000												155,528
						CONTINENTAL RESOURCES						2.875% 01 Apr 2032						450,000												334,427
						COOPERATIEVE RABOBANK UA						5.25% 04 Aug 2045						770,000												698,236
						CORNING INC						3.9% 15 Nov 2049						130,000												95,581
						COTTAGE HEALTH SYSTEM						3.304% 01 Nov 2049						290,000												206,851
						CREDIT AGRICOLE SA						1% 29 Dec 2049						510,000												517,099
						CREDIT SUISSE GROUP AG						1% 31 Dec 2099						530,000												426,671
						CREDIT SUISSE GROUP AG						1% 31 Dec 2099						250,000												181,500

269

---

						CREDIT SUISSE GROUP AG						1% 31 Dec 2099						250,000												180,000
						CREDIT SUISSE GROUP AG						1% 14 May 2032						250,000												173,990
						CREDIT SUISSE GROUP AG						1% 31 Dec 2099						1,690,000												1,485,290
						CREDIT SUISSE GROUP AG						1% 12 Aug 2033						800,000												704,256
						CREDIT SUISSE GROUP AG						1% 15 Nov 2033						390,000												402,199
						CREDIT SUISSE GROUP AG						1% 29 Dec 2049						450,000												354,492
						CREDIT SUISSE USA INC						7.125% 15 Jul 2032						20,000												20,268
						CSL FINANCE PLC						4.625% 27 Apr 2042						120,000												107,521
						CSL FINANCE PLC						4.95% 27 Apr 2062						200,000												178,908
						CURRENCY CONTRACT						BRL/USD						—												4,753
						CURRENCY CONTRACT						EUR/USD						—												108,490
						CURRENCY CONTRACT						MXN/USD						—												48,162
						CVS HEALTH CORP						5.125% 20 Jul 2045						665,000												607,604
						CVS HEALTH CORP						4.78% 25 Mar 2038						1,280,000												1,178,611
						CVS HEALTH CORP						5.05% 25 Mar 2048						1,360,000												1,227,006
						CVS HEALTH CORP						2.7% 21 Aug 2040						800,000												552,152
						DALLAS FORT WORTH TX INTERNATI						4.507% 01 Nov 2051						130,000												118,014
						DCP MIDSTREAM OPERATING						3.25% 15 Feb 2032						250,000												206,595
						DELTA AIR LINES/SKYMILES						4.75% 20 Oct 2028						260,000												244,915
						DEUTSCHE TELEKOM INT FIN						8.75% 15 Jun 2030						340,000												402,387
						DEVON ENERGY CORPORATION						5.6% 15 Jul 2041						660,000												619,740
						DEVON ENERGY CORPORATION						4.75% 15 May 2042						160,000												136,357
						DEVON ENERGY CORPORATION						5% 15 Jun 2045						1,110,000												959,462
						DH EUROPE FINANCE II						3.25% 15 Nov 2039						100,000												80,606
						DIAMONDBACK ENERGY INC						4.4% 24 Mar 2051						230,000												176,603
						DIAMONDBACK ENERGY INC						6.25% 15 Mar 2053						510,000												497,102
						DIVERSIFIED HEALTHCARE T						4.75% 01 May 2024						140,000												120,837
						DOMINION ENERGY INC						5.95% 15 Jun 2035						985,000												995,303
						DTE ELECTRIC CO						3.75% 15 Aug 2047						280,000												221,718
						DTE ELECTRIC CO						3.25% 01 Apr 2051						230,000												166,437
						DUKE ENERGY CAROLINAS						5.3% 15 Feb 2040						555,000												551,465
						DUKE ENERGY CAROLINAS						3.2% 15 Aug 2049						970,000												687,381
						DUKE ENERGY FLORIDA LLC						3% 15 Dec 2051						270,000												183,317
						DUKE ENERGY FLORIDA LLC						5.95% 15 Nov 2052						290,000												310,825
						DUKE ENERGY INDIANA LLC						3.25% 01 Oct 2049						220,000												154,097
						DUKE ENERGY OHIO INC						4.3% 01 Feb 2049						420,000												347,239
						DUKE UNIVERSITY HEALTH						3.92% 01 Jun 2047						130,000												105,684
						EATON CORP						4.15% 02 Nov 2042						490,000												419,435
						ECOPETROL SA						5.875% 28 May 2045						400,000												279,740
						ECOPETROL SA						4.625% 02 Nov 2031						30,000												22,995
						ECOPETROL SA						5.875% 02 Nov 2051						260,000												175,708
						EDISON INTERNATIONAL						1% 31 Dec 2099						440,000												364,109
						EDISON INTERNATIONAL						1% 31 Dec 2099						220,000												184,294
						ELEVANCE HEALTH INC						4.55% 01 Mar 2048						350,000												308,959
						ELEVANCE HEALTH INC						4.55% 15 May 2052						530,000												466,305
						ELEVANCE HEALTH INC						6.1% 15 Oct 2052						370,000												399,552
						ELEVANCE HEALTH INC						5.85% 15 Jan 2036						145,000												148,655
						ELEVANCE HEALTH INC						5.1% 15 Jan 2044						210,000												200,384

270

---

						EMERSON ELECTRIC CO						2.8% 21 Dec 2051						580,000												376,936
						ENEL FINANCE INTL NV						7.75% 14 Oct 2052						250,000												269,168
						ENERGY TRANSFER LP						6.625% 15 Oct 2036						60,000												60,521
						ENERGY TRANSFER LP						7.5% 01 Jul 2038						30,000												32,076
						ENERGY TRANSFER LP						5.95% 01 Oct 2043						90,000												83,634
						ENERGY TRANSFER LP						4.9% 15 Mar 2035						130,000												116,199
						ENERGY TRANSFER LP						6.125% 15 Dec 2045						290,000												269,686
						ENERGY TRANSFER LP						1% 31 Dec 2099						140,000												102,466
						ENERGY TRANSFER LP						1% 31 Dec 2099						350,000												302,750
						ENERGY TRANSFER LP						1% 31 Dec 2099						1,570,000												1,311,578
						ENERGY TRANSFER LP						1% 31 Dec 2099						810,000												703,493
						ENERGY TRANSFER LP						5.8% 15 Jun 2038						340,000												313,817
						ENERGY TRANSFER LP						4.95% 15 Jun 2028						280,000												270,847
						ENERGY TRANSFER LP						5.25% 15 Apr 2029						410,000												398,307
						ENERGY TRANSFER LP						6.25% 15 Apr 2049						50,000												46,859
						ENERGY TRANSFER LP						5.3% 01 Apr 2044						360,000												306,562
						ENTERPRISE PRODUCTS OPER						7.55% 15 Apr 2038						920,000												1,035,101
						ENTERPRISE PRODUCTS OPER						4.85% 15 Mar 2044						180,000												158,612
						ENTERPRISE PRODUCTS OPER						5.1% 15 Feb 2045						100,000												90,879
						ENTERPRISE PRODUCTS OPER						4.9% 15 May 2046						270,000												236,480
						ENTERPRISE PRODUCTS OPER						4.25% 15 Feb 2048						150,000												120,737
						ENTERPRISE PRODUCTS OPER						1% 15 Feb 2078						350,000												269,654
						ENTERPRISE PRODUCTS OPER						4.8% 01 Feb 2049						240,000												207,890
						ENTERPRISE PRODUCTS OPER						4.2% 31 Jan 2050						220,000												173,686
						ENTERPRISE PRODUCTS OPER						3.7% 31 Jan 2051						980,000												712,578
						ENTERPRISE PRODUCTS OPER						3.95% 31 Jan 2060						730,000												533,338
						EOG RESOURCES INC						4.95% 15 Apr 2050						560,000												537,522
						EQT CORP						3.625% 15 May 2031						60,000												50,960
						EURO CURRENCY						FOREIGN CURRENCY						244,999												261,475
						EXXON MOBIL CORPORATION						4.114% 01 Mar 2046						80,000												68,590
						EXXON MOBIL CORPORATION						2.995% 16 Aug 2039						280,000												215,874
						EXXON MOBIL CORPORATION						3.095% 16 Aug 2049						110,000												79,419
						EXXON MOBIL CORPORATION						4.227% 19 Mar 2040						420,000												379,680
						EXXON MOBIL CORPORATION						4.327% 19 Mar 2050						60,000												53,293
						EXXON MOBIL CORPORATION						3.452% 15 Apr 2051						150,000												113,529
						FIRSTENERGY CORP						5.1% 15 Jul 2047						680,000												608,002
						FLORIDA POWER + LIGHT CO						3.15% 01 Oct 2049						260,000												189,683
						FOMENTO ECONOMICO MEX						3.5% 16 Jan 2050						320,000												225,072
						FORD MOTOR COMPANY						5.291% 08 Dec 2046						445,000												342,058
						FORD MOTOR COMPANY						3.25% 12 Feb 2032						350,000												263,393
						FORD MOTOR CREDIT CO LLC						4% 13 Nov 2030						200,000												164,246
						FOX CORP						5.476% 25 Jan 2039						450,000												410,513
						FREEPORT MCMORAN INC						5.45% 15 Mar 2043						300,000												270,549
						FREEPORT MCMORAN INC						5.4% 14 Nov 2034						80,000												75,326
						GE HEALTHCARE TECH INC						6.377% 22 Nov 2052						390,000												419,387
						GENERAL DYNAMICS CORP						4.25% 01 Apr 2040						680,000												624,254
						GENERAL ELECTRIC CO						4.25% 01 May 2040						60,000												48,485
						GENERAL MOTORS CO						5.2% 01 Apr 2045						350,000												286,178

271

---

						GENERAL MOTORS CO						6.75% 01 Apr 2046						710,000												686,691
						GENERAL MOTORS CO						5.95% 01 Apr 2049						40,000												35,005
						GENERAL MOTORS CO						5.6% 15 Oct 2032						20,000												18,703
						GILEAD SCIENCES INC						4.8% 01 Apr 2044						80,000												74,253
						GILEAD SCIENCES INC						4.75% 01 Mar 2046						1,050,000												952,203
						GILEAD SCIENCES INC						4% 01 Sep 2036						250,000												221,393
						GLENCORE FINANCE CANADA						6% 15 Nov 2041						1,670,000												1,577,599
						GLENCORE FINANCE CANADA						5.3% 25 Oct 2042						260,000												232,586
						GLENCORE FUNDING LLC						2.5% 01 Sep 2030						40,000												32,547
						GLENCORE FUNDING LLC						2.625% 23 Sep 2031						20,000												15,985
						GLENCORE FUNDING LLC						3.375% 23 Sep 2051						160,000												105,810
						GOLDMAN SACHS GROUP INC						6.75% 01 Oct 2037						1,820,000												1,937,608
						GOLDMAN SACHS GROUP INC						6.25% 01 Feb 2041						260,000												272,215
						GOLDMAN SACHS GROUP INC						3.8% 15 Mar 2030						290,000												261,113
						GOLDMAN SACHS GROUP INC						1% 21 Jul 2032						840,000												653,612
						GOLDMAN SACHS GROUP INC						1% 21 Oct 2032						640,000												506,854
						GOLDMAN SACHS GROUP INC						5.15% 22 May 2045						720,000												654,084
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						1,323,385												1,323,385
						GUARDIAN LIFE INSURANCE						4.85% 24 Jan 2077						280,000												230,334
						HACKENSACK MERIDIAN HLTH						4.5% 01 Jul 2057						200,000												171,064
						HACKENSACK MERIDIAN HLTH						4.211% 01 Jul 2048						250,000												209,503
						HACKENSACK MERIDIAN HLTH						2.875% 01 Sep 2050						220,000												141,211
						HALLIBURTON CO						5% 15 Nov 2045						460,000												410,315
						HARTFORD HEALTHCARE CORP						3.447% 01 Jul 2054						400,000												282,660
						HCA INC						5.125% 15 Jun 2039						190,000												169,938
						HERSHEY COMPANY						2.65% 01 Jun 2050						210,000												138,113
						HOAG MEMORIAL HOSPITAL						3.803% 15 Jul 2052						230,000												181,192
						HOME DEPOT INC						4.2% 01 Apr 2043						640,000												563,603
						HOME DEPOT INC						4.25% 01 Apr 2046						260,000												227,172
						HOME DEPOT INC						3.9% 15 Jun 2047						250,000												207,235
						HOME DEPOT INC						3.625% 15 Apr 2052						730,000												572,444
						HSBC HOLDINGS PLC						7.625% 17 May 2032						150,000												154,931
						HSBC HOLDINGS PLC						6.5% 15 Sep 2037						260,000												266,581
						HSBC HOLDINGS PLC						5.25% 14 Mar 2044						1,070,000												911,276
						HSBC HOLDINGS PLC						1% 24 May 2032						200,000												154,766
						HUMANA INC						4.8% 15 Mar 2047						670,000												594,283
						ILLINOIS ST						5.1% 01 Jun 2033						480,000												459,147
						INDIANA UNIV HEALTH INC						3.97% 01 Nov 2048						370,000												305,313
						INOVA HEALTH SYSTEMS FOU						4.068% 15 May 2052						200,000												166,182
						INTEL CORP						4.1% 19 May 2046						135,000												109,997
						INTEL CORP						2.8% 12 Aug 2041						490,000												343,843
						INTEL CORP						3.2% 12 Aug 2061						670,000												424,800
						INTEL CORP						4.9% 05 Aug 2052						310,000												276,715
						INTERCONTINENTALEXCHANGE						4.95% 15 Jun 2052						150,000												139,355
						INTERCONTINENTALEXCHANGE						5.2% 15 Jun 2062						620,000												591,226
						INTESA SANPAOLO SPA						3.875% 14 Jul 2027						320,000												287,075
						INTESA SANPAOLO SPA						4.375% 12 Jan 2048						1,050,000												664,734
						INTESA SANPAOLO SPA						4.7% 23 Sep 2049						200,000												142,076

272

---

						INTESA SANPAOLO SPA						1% 01 Jun 2032						400,000												294,824
						INTESA SANPAOLO SPA						1% 01 Jun 2042						400,000												260,196
						JOBSOHIO BEVERAGE SYS STWD LIQ						2.833% 01 Jan 2038						340,000												263,220
						JOHNSON + JOHNSON						3.7% 01 Mar 2046						450,000												380,799
*						JPMORGAN CHASE + CO						4.95% 01 Jun 2045						1,500,000												1,349,670
*						JPMORGAN CHASE + CO						1% 22 Feb 2048						755,000												622,565
*						JPMORGAN CHASE + CO						1% 15 Nov 2048						270,000												213,038
*						JPMORGAN CHASE + CO						1% 23 Jan 2049						220,000												170,652
*						JPMORGAN CHASE + CO						1% 22 Apr 2041						200,000												145,778
*						JPMORGAN CHASE + CO						1% 13 May 2031						310,000												256,289
*						JPMORGAN CHASE + CO						1% 22 Apr 2042						400,000												292,796
*						JPMORGAN CHASE + CO						1% 26 Apr 2033						270,000												250,868
*						JPMORGAN CHASE + CO						1% 31 Dec 2099						440,000												374,471
						KAISER FOUNDATION HOSPIT						4.15% 01 May 2047						190,000												161,757
						KAISER FOUNDATION HOSPIT						3.266% 01 Nov 2049						350,000												253,033
						KAISER FOUNDATION HOSPIT						2.81% 01 Jun 2041						180,000												131,227
						KINDER MORGAN ENER PART						5.625% 01 Sep 2041						150,000												137,220
						KINDER MORGAN INC						7.8% 01 Aug 2031						50,000												55,876
						KINDER MORGAN INC						5.3% 01 Dec 2034						975,000												915,818
						KINDER MORGAN INC						5.55% 01 Jun 2045						210,000												192,944
						KINDER MORGAN INC						5.2% 01 Mar 2048						760,000												666,664
						KINDER MORGAN INC						3.6% 15 Feb 2051						110,000												76,349
						KKR GROUP FIN CO X LLC						3.25% 15 Dec 2051						90,000												57,455
						KKR GROUP FINANCE CO III						5.125% 01 Jun 2044						390,000												339,468
						KKR GROUP FINANCE CO VII						3.625% 25 Feb 2050						110,000												75,999
						KLA CORP						4.95% 15 Jul 2052						360,000												339,066
						KYNDRYL HOLDINGS INC						4.1% 15 Oct 2041						650,000												385,691
						L3HARRIS TECH INC						4.854% 27 Apr 2035						480,000												449,030
						LAM RESEARCH CORP						3.125% 15 Jun 2060						170,000												112,494
						LAS VEGAS SANDS CORP						3.5% 18 Aug 2026						770,000												692,361
						LAS VEGAS SANDS CORP						3.2% 08 Aug 2024						160,000												151,197
						LAS VEGAS SANDS CORP						2.9% 25 Jun 2025						110,000												101,614
						LBJ INFRASTRUCTURE GROUP						3.797% 31 Dec 2057						210,000												134,417
						LLOYDS BANKING GROUP PLC						4.344% 09 Jan 2048						740,000												543,789
						LOCKHEED MARTIN CORP						4.09% 15 Sep 2052						79,000												67,257
						LOCKHEED MARTIN CORP						2.8% 15 Jun 2050						190,000												129,324
						LOCKHEED MARTIN CORP						4.3% 15 Jun 2062						830,000												701,184
						LOS ANGELES CA DEPT OF WTR P						6.008% 01 Jul 2039						100,000												107,992
						LOUISIANA ST LOCAL GOVT ENVRNM						4.475% 01 Aug 2039						170,000												157,509
						LOWE S COS INC						3% 15 Oct 2050						1,140,000												731,994
						LOWE S COS INC						2.8% 15 Sep 2041						210,000												143,995
						LOWE S COS INC						4.25% 01 Apr 2052						380,000												305,364
						M+T BANK CORPORATION						1% 31 Dec 2099						60,000												46,714
						MAGELLAN MIDSTREAM PARTN						5.15% 15 Oct 2043						40,000												34,894
						MAGELLAN MIDSTREAM PARTN						4.25% 15 Sep 2046						310,000												234,500
						MAGELLAN MIDSTREAM PARTN						4.2% 03 Oct 2047						370,000												279,887
						MAGELLAN MIDSTREAM PARTN						4.85% 01 Feb 2049						140,000												117,047
						MARS INC						3.875% 01 Apr 2039						590,000												502,450

273

---

						MARS INC						4.2% 01 Apr 2059						260,000												210,150
						MARSH + MCLENNAN COS INC						2.9% 15 Dec 2051						250,000												161,765
						MASS INSTITUTE OF TECH						5.6% 31 Dec 2099						30,000												31,451
						MASS INSTITUTE OF TECH						4.678% 31 Dec 2099						240,000												209,873
*						MASS MUTUAL LIFE INS CO						4.9% 01 Apr 2077						440,000												367,501
*						MASS MUTUAL LIFE INS CO						3.375% 15 Apr 2050						180,000												125,903
						MASTERCARD INC						3.85% 26 Mar 2050						80,000												67,364
						MASTERCARD INC						2.95% 15 Mar 2051						230,000												164,107
						MAYO CLINIC						4.128% 15 Nov 2052						140,000												118,201
						MCDONALD S CORP						6.3% 15 Oct 2037						445,000												485,624
						MCDONALD S CORP						4.6% 26 May 2045						340,000												304,259
						MCDONALD S CORP						4.45% 01 Mar 2047						280,000												243,132
						MCDONALD S CORP						4.45% 01 Sep 2048						490,000												430,622
						MCDONALD S CORP						3.625% 01 Sep 2049						280,000												213,749
						MDC HOLDINGS INC						6% 15 Jan 2043						220,000												180,242
						MDC HOLDINGS INC						2.5% 15 Jan 2031						220,000												158,290
						MDGH GMTN RSC LTD						3.7% 07 Nov 2049						430,000												355,765
						MEDSTAR HEALTH INC						3.626% 15 Aug 2049						240,000												174,101
						MELCO RESORTS FINANCE						5.375% 04 Dec 2029						360,000												288,688
						MEMORIAL SLOAN KETTERING						4.125% 01 Jul 2052						210,000												174,353
						MEMORIAL SLOAN KETTERING						4.2% 01 Jul 2055						100,000												82,805
						META PLATFORMS INC						4.45% 15 Aug 2052						340,000												270,181
						METHODIST HOSPITAL/THE						2.705% 01 Dec 2050						290,000												182,332
*						METLIFE INC						6.5% 15 Dec 2032						185,000												204,686
						MEX BONOS DESARR FIX RT						8.5% 18 Nov 2038						31,490,000												1,528,555
						MEXICAN PESO (NEW)						FOREIGN CURRENCY						5,412,781												277,760
						MICHIGAN ST UNIV REVENUES						4.165% 15 Aug 2122						60,000												44,390
						MICRON TECHNOLOGY INC						2.703% 15 Apr 2032						270,000												203,094
						MICRON TECHNOLOGY INC						3.366% 01 Nov 2041						60,000												40,408
						MICROSOFT CORP						2.525% 01 Jun 2050						1,030,000												687,206
						MIDAMERICAN ENERGY CO						3.65% 01 Aug 2048						580,000												456,727
						MIDAMERICAN ENERGY CO						4.25% 15 Jul 2049						160,000												137,859
						MIDAMERICAN ENERGY CO						3.15% 15 Apr 2050						270,000												192,764
						MISSOURI ST HLTH EDUCTNL FAC						3.652% 15 Aug 2057						330,000												249,663
						MITSUBISHI UFJ FIN GRP						1% 19 Apr 2033						580,000												523,566
						MONDELEZ INTERNATIONAL						2.625% 04 Sep 2050						240,000												152,681
						MORGAN STANLEY						1% 22 Jan 2031						290,000												240,697
						MORGAN STANLEY						1% 21 Jul 2032						380,000												292,136
						MORGAN STANLEY						1% 16 Sep 2036						960,000												700,301
						MORGAN STANLEY						1% 20 Oct 2032						360,000												282,319
						MORGAN STANLEY						1% 20 Apr 2037						260,000												237,968
						MORGAN STANLEY						1% 18 Oct 2033						130,000												136,430
						MPLX LP						5.2% 01 Mar 2047						250,000												213,165
						MPLX LP						4.5% 15 Apr 2038						280,000												235,920
						MPLX LP						4.7% 15 Apr 2048						90,000												72,033
						MPLX LP						4.9% 15 Apr 2058						520,000												409,682
						NBCUNIVERSAL MEDIA LLC						4.45% 15 Jan 2043						104,000												91,706
						NESTLE HOLDINGS INC						4% 24 Sep 2048						430,000												364,945

274

---

						NEW JERSEY ST TRANSPRTN TRUST						4.081% 15 Jun 2039						210,000												173,375
						NEW JERSEY ST TURNPIKE AUTH TU						7.102% 01 Jan 2041						270,000												324,909
*						NEW YORK LIFE INSURANCE						4.45% 15 May 2069						240,000												199,910
						NIPPON LIFE INSURANCE						1% 23 Jan 2050						200,000												169,608
						NIPPON LIFE INSURANCE						1% 21 Jan 2051						470,000												377,640
						NISSAN MOTOR ACCEPTANCE						2.75% 09 Mar 2028						170,000												137,899
						NISSAN MOTOR CO						4.345% 17 Sep 2027						660,000												598,963
						NORFOLK SOUTHERN CORP						4.8% 15 Aug 2043						120,000												105,011
						NORFOLK SOUTHERN CORP						4.05% 15 Aug 2052						70,000												56,564
						NORFOLK SOUTHERN CORP						3.942% 01 Nov 2047						205,000												165,710
						NORFOLK SOUTHERN CORP						4.15% 28 Feb 2048						150,000												123,822
						NORFOLK SOUTHERN CORP						3.155% 15 May 2055						110,000												73,369
						NORFOLK SOUTHERN CORP						4.55% 01 Jun 2053						480,000												420,456
						NORTHERN STATES PWR MINN						3.6% 15 Sep 2047						400,000												310,752
						NORTHERN STATES PWR MINN						2.9% 01 Mar 2050						450,000												311,261
						NORTHROP GRUMMAN CORP						5.05% 15 Nov 2040						200,000												192,360
						NORTHROP GRUMMAN CORP						4.03% 15 Oct 2047						1,160,000												963,798
						NORTHROP GRUMMAN CORP						5.25% 01 May 2050						380,000												377,317
						NORTHWELL HEALTHCARE INC						4.26% 01 Nov 2047						120,000												96,240
						NORTHWESTERN MUTUAL LIFE						3.85% 30 Sep 2047						960,000												738,442
						NORTHWESTERN MUTUAL LIFE						3.625% 30 Sep 2059						420,000												292,135
						NORTHWESTERN MUTUAL LIFE						3.45% 30 Mar 2051						200,000												140,784
						NUCOR CORP						2.979% 15 Dec 2055						70,000												43,667
						NVIDIA CORP						3.5% 01 Apr 2040						150,000												122,228
						NY + PRESBYTERIAN HOSPIT						4.063% 01 Aug 2056						290,000												233,221
						NYU LANGONE HOSPITALS						3.38% 01 Jul 2055						200,000												133,876
						OCCIDENTAL PETROLEUM COR						4.1% 15 Feb 2047						30,000												22,964
						OCCIDENTAL PETROLEUM COR						4.4% 15 Aug 2049						150,000												117,300
						OCCIDENTAL PETROLEUM COR						6.2% 15 Mar 2040						1,295,000												1,267,637
						OCCIDENTAL PETROLEUM COR						4.5% 15 Jul 2044						170,000												136,041
						OHIO EDISON CO						5.5% 15 Jan 2033						180,000												179,851
						OHIO ST UNIV						4.8% 01 Jun 2111						240,000												201,990
						ONCOR ELECTRIC DELIVERY						3.1% 15 Sep 2049						160,000												114,490
						ONCOR ELECTRIC DELIVERY						4.6% 01 Jun 2052						200,000												185,032
						ORACLE CORP						4% 15 Jul 2046						1,695,000												1,249,300
						ORACLE CORP						3.95% 25 Mar 2051						130,000												94,002
						ORACLE CORP						4.1% 25 Mar 2061						500,000												350,825
						ORACLE CORP						6.9% 09 Nov 2052						850,000												921,698
						ORLANDO HEALTH OBL GRP						4.089% 01 Oct 2048						290,000												230,327
						OTIS WORLDWIDE CORP						3.362% 15 Feb 2050						130,000												91,343
						PACIFIC GAS + ELECTRIC						2.5% 01 Feb 2031						300,000												234,087
						PACIFIC GAS + ELECTRIC						3.3% 01 Aug 2040						70,000												47,620
						PACIFIC GAS + ELECTRIC						3.5% 01 Aug 2050						130,000												82,183
						PACIFIC GAS + ELECTRIC						4.95% 01 Jul 2050						740,000												581,610
						PAYPAL HOLDINGS INC						3.25% 01 Jun 2050						310,000												214,105
						PAYPAL HOLDINGS INC						5.05% 01 Jun 2052						430,000												394,306
						PEACEHEALTH OBLIGATED GR						4.787% 15 Nov 2048						100,000												82,770
						PECO ENERGY CO						3% 15 Sep 2049						120,000												82,727

275

---

						PEPPERDINE UNIV						3.301% 01 Dec 2059						400,000												251,848
						PEPSICO INC						4.2% 18 Jul 2052						60,000												55,355
						PETROBRAS GLOBAL FINANCE						6.9% 19 Mar 2049						500,000												449,280
						PETROBRAS GLOBAL FINANCE						5.5% 10 Jun 2051						230,000												176,592
						PETROLEOS DEL PERU SA						5.625% 19 Jun 2047						260,000												169,827
						PFIZER INC						4.125% 15 Dec 2046						140,000												124,502
						PG+E WILDFIRE RECOVERY						5.081% 01 Jun 2043						150,000												146,376
						PG+E WILDFIRE RECOVERY						5.212% 01 Dec 2049						90,000												89,035
						PG+E WILDFIRE RECOVERY						5.099% 01 Jun 2054						100,000												95,392
						PHILIP MORRIS INTL INC						6.375% 16 May 2038						395,000												422,251
						PIEDMONT NATURAL GAS CO						5.05% 15 May 2052						230,000												209,507
						PORT AUTH OF NEW YORK NEW JE						4.458% 01 Oct 2062						420,000												366,978
						PORT AUTH OF NEW YORK NEW JE						4.96% 01 Aug 2046						805,000												781,156
						PROLOGIS LP						2.125% 15 Oct 2050						250,000												140,350
*						PRUDENTIAL FINANCIAL INC						4.6% 15 May 2044						160,000												144,163
*						PRUDENTIAL FINANCIAL INC						3% 10 Mar 2040						500,000												375,005
*						PRUDENTIAL FINANCIAL INC						PREFERRED STOCK 09/62 5.95						1,875												45,413
						QATAR ENERGY						3.125% 12 Jul 2041						410,000												314,495
						QUALCOMM INC						4.5% 20 May 2052						390,000												344,741
						RAYMOND JAMES FINANCIAL						4.95% 15 Jul 2046						140,000												126,120
						RAYTHEON TECH CORP						4.7% 15 Dec 2041						210,000												192,952
						RAYTHEON TECH CORP						4.5% 01 Jun 2042						565,000												511,873
						RAYTHEON TECH CORP						4.15% 15 May 2045						660,000												554,261
						RAYTHEON TECH CORP						3.75% 01 Nov 2046						190,000												148,175
						RAYTHEON TECH CORP						4.05% 04 May 2047						190,000												157,293
						RAYTHEON TECH CORP						4.45% 16 Nov 2038						200,000												182,890
						RAYTHEON TECH CORP						4.625% 16 Nov 2048						140,000												127,547
						RELIANCE INDUSTRIES LTD						3.625% 12 Jan 2052						660,000												439,058
						REPUBLIC OF ARGENTINA						1% 09 Jul 2030						243,054												65,518
						REPUBLIC OF ARGENTINA						1% 09 Jul 2035						738,844												188,198
						REPUBLIC OF ARGENTINA						1% 09 Jul 2029						52,266												13,940
						REPUBLIC OF CHILE						3.1% 07 May 2041						820,000												591,228
						REPUBLIC OF COLOMBIA						5.625% 26 Feb 2044						320,000												236,394
						REPUBLIC OF COLOMBIA						5% 15 Jun 2045						310,000												212,080
						REPUBLIC OF INDONESIA						4.35% 11 Jan 2048						520,000												449,738
						REPUBLIC OF INDONESIA						3.7% 30 Oct 2049						490,000												380,534
						REPUBLIC OF PANAMA						3.87% 23 Jul 2060						430,000												278,176
						REPUBLIC OF PANAMA						2.252% 29 Sep 2032						230,000												171,226
						REPUBLIC OF PERU						2.783% 23 Jan 2031						290,000												241,518
						REPUBLIC SERVICES INC						6.2% 01 Mar 2040						110,000												116,986
						REPUBLICA ORIENT URUGUAY						5.1% 18 Jun 2050						210,000												206,936
						REYNOLDS AMERICAN INC						6.15% 15 Sep 2043						40,000												35,884
						REYNOLDS AMERICAN INC						8.125% 01 May 2040						730,000												790,605
						RIO TINTO FIN USA LTD						5.2% 02 Nov 2040						305,000												305,964
						ROCKETMTGE CO ISSUER INC						2.875% 15 Oct 2026						180,000												155,183
						ROCKETMTGE CO ISSUER INC						4% 15 Oct 2033						160,000												119,680
						S+P GLOBAL INC						3.25% 01 Dec 2049						280,000												202,115
						SALESFORCE INC						2.9% 15 Jul 2051						140,000												93,706

276

---

						SALESFORCE INC						3.05% 15 Jul 2061						510,000												327,369
						SAN DIEGO G + E						4.5% 15 Aug 2040						470,000												424,781
						SAN DIEGO G + E						3.75% 01 Jun 2047						100,000												78,667
						SAN DIEGO G + E						3.32% 15 Apr 2050						140,000												101,007
						SAN FRANCISCO CITY CNTY CA P						3.303% 01 Nov 2039						160,000												126,215
						SANDS CHINA LTD						5.9% 08 Aug 2028						450,000												419,117
						SANDS CHINA LTD						5.625% 08 Aug 2025						300,000												290,508
						SANDS CHINA LTD						3.35% 08 Mar 2029						200,000												163,386
						SANDS CHINA LTD						3.75% 08 Aug 2031						750,000												592,005
						SANTANDER UK GROUP HLDGS						5.625% 15 Sep 2045						659,000												501,789
						SHELL INTERNATIONAL FIN						4.55% 12 Aug 2043						135,000												122,476
						SHELL INTERNATIONAL FIN						4% 10 May 2046						1,770,000												1,463,277
						SHELL INTERNATIONAL FIN						3.25% 06 Apr 2050						270,000												196,622
						SOCIEDAD QUIMICA Y MINER						3.5% 10 Sep 2051						360,000												266,443
						SOUTHERN CAL EDISON						4.05% 15 Mar 2042						850,000												681,496
						SOUTHERN CAL EDISON						3.6% 01 Feb 2045						555,000												401,087
						SOUTHERN CAL EDISON						3.65% 01 Feb 2050						450,000												332,109
						SOUTHERN CAL EDISON						3.65% 01 Jun 2051						250,000												184,640
						SOUTHERN COPPER CORP						5.25% 08 Nov 2042						760,000												730,786
						SOUTHERN NATURAL GAS						8% 01 Mar 2032						690,000												758,979
						SOUTHERN NATURAL GAS						4.8% 15 Mar 2047						10,000												8,201
						SOUTHWESTERN PUBLIC SERV						3.7% 15 Aug 2047						260,000												194,841
						STATE OF ISRAEL						3.875% 03 Jul 2050						280,000												235,948
						STATE OF ISRAEL						4.125% 17 Jan 2048						600,000												527,298
						SUZANO AUSTRIA GMBH						7% 16 Mar 2047						200,000												200,578
						SWAP CCPC BARCLAYS BANK COC						SWAP CASH COLLATERAL						516												516
						SWAP CCPC CITIBANK COC						SWAP CCPC CASH COLLATERAL						549,000												549,000
						T MOBILE USA INC						4.375% 15 Apr 2040						40,000												34,503
						T MOBILE USA INC						3% 15 Feb 2041						730,000												518,753
						T MOBILE USA INC						3.3% 15 Feb 2051						830,000												553,685
						T MOBILE USA INC						2.625% 15 Feb 2029						60,000												50,906
						T MOBILE USA INC						2.875% 15 Feb 2031						70,000												57,880
						T MOBILE USA INC						3.4% 15 Oct 2052						460,000												313,715
						TARGA RESOURCES CORP						4.95% 15 Apr 2052						610,000												487,482
						TARGA RESOURCES CORP						6.25% 01 Jul 2052						500,000												477,095
						TARGA RESOURCES PARTNERS						4.875% 01 Feb 2031						200,000												179,370
						TEACHERS INSUR + ANNUITY						4.27% 15 May 2047						300,000												249,555
						TEACHERS INSUR + ANNUITY						3.3% 15 May 2050						330,000												231,564
						TECK RESOURCES LIMITED						6% 15 Aug 2040						40,000												38,596
						TECK RESOURCES LIMITED						6.25% 15 Jul 2041						210,000												206,663
						TECK RESOURCES LIMITED						5.4% 01 Feb 2043						220,000												198,068
						TELEFONICA EMISIONES SAU						7.045% 20 Jun 2036						200,000												206,706
						TELEFONICA EMISIONES SAU						5.213% 08 Mar 2047						415,000												336,187
						TELEFONICA EMISIONES SAU						4.665% 06 Mar 2038						310,000												246,993
						TENCENT HOLDINGS LTD						3.84% 22 Apr 2051						410,000												293,470
						TEVA PHARMACEUTICALS NE						7.125% 31 Jan 2025						200,000												198,826

277

---

						TEXAS ELECTRIC MKT STABL						5.167% 01 Feb 2052						190,000												187,446
						TEXAS INSTRUMENTS INC						4.15% 15 May 2048						170,000												151,892
						TEXAS ST PRIV ACTIVITY BOND SU						3.922% 31 Dec 2049						130,000												97,304
						TIME WARNER CABLE ENTRMN						8.375% 15 Jul 2033						510,000												569,288
						TIME WARNER CABLE LLC						6.55% 01 May 2037						875,000												830,734
						TIME WARNER CABLE LLC						7.3% 01 Jul 2038						590,000												590,490
						TIME WARNER CABLE LLC						6.75% 15 Jun 2039						280,000												267,991
						TIME WARNER CABLE LLC						5.875% 15 Nov 2040						430,000												374,483
						TRANSCONT GAS PIPE LINE						5.4% 15 Aug 2041						150,000												143,093
						TRANSCONT GAS PIPE LINE						4.6% 15 Mar 2048						40,000												33,475
						TRANSCONT GAS PIPE LINE						3.95% 15 May 2050						220,000												169,292
						TRAVELERS COS INC						4.6% 01 Aug 2043						285,000												253,567
						TRAVELERS COS INC						4.1% 04 Mar 2049						310,000												253,673
						TSMC ARIZONA CORP						3.125% 25 Oct 2041						530,000												408,052
						TSMC ARIZONA CORP						3.25% 25 Oct 2051						390,000												284,372
						UBS AG LONDON						4.5% 26 Jun 2048						880,000												749,056
						UBS GROUP AG						1% 11 Feb 2043						310,000												210,623
						UBS GROUP AG						1% 31 Dec 2099						560,000												552,698
						UNION PACIFIC CORP						3.839% 20 Mar 2060						720,000												561,686
						UNION PACIFIC CORP						3.75% 05 Feb 2070						1,110,000												813,008
						UNITED AIR 2020 1 B PTT						4.875% 15 Jul 2027						83,820												78,927
						UNITED MEXICAN STATES						4.75% 08 Mar 2044						2,685,000												2,174,152
						UNITED MEXICAN STATES						3.5% 12 Feb 2034						530,000												426,533
						UNITEDHEALTH GROUP INC						6.5% 15 Jun 2037						810,000												908,042
						UNITEDHEALTH GROUP INC						4.25% 15 Mar 2043						250,000												222,790
						UNITEDHEALTH GROUP INC						4.25% 15 Jun 2048						290,000												253,950
						UNITEDHEALTH GROUP INC						4.45% 15 Dec 2048						170,000												152,119
						UNITEDHEALTH GROUP INC						3.5% 15 Aug 2039						10,000												8,238
						UNITEDHEALTH GROUP INC						3.875% 15 Aug 2059						1,040,000												820,123
						UNITEDHEALTH GROUP INC						2.9% 15 May 2050						170,000												115,831
						UNITEDHEALTH GROUP INC						4.75% 15 May 2052						140,000												130,271
						UNITEDHEALTH GROUP INC						4.95% 15 May 2062						40,000												37,768
						UNITEDHEALTH GROUP INC						5.875% 15 Feb 2053						810,000												883,038
						UNITEDHEALTH GROUP INC						6.05% 15 Feb 2063						540,000												594,875
						UNIV OF CALIFORNIA CA REVENUES						4.767% 31 Dec 2099						150,000												123,497
						UNIV OF CALIFORNIA CA REVENUES						4.858% 15 May 2112						606,000												515,240
						UNIV OF CALIFORNIA CA REVENUES						4.131% 15 May 2045						445,000												391,172
						UNIV OF CALIFORNIA CA RGTS MED						3.256% 15 May 2060						450,000												291,408
						UNIV OF CALIFORNIA CA RGTS MED						3.706% 15 May 2120						280,000												176,224
						UNIV OF CALIFORNIA CA RGTS MED						4.563% 15 May 2053						220,000												191,184
						UNIV OF MICHIGAN MI						3.504% 01 Apr 2052						170,000												132,831
						UNIV OF MICHIGAN MI						4.454% 01 Apr 2122						140,000												113,956
						UNIV OF MINNESOTA MN						4.048% 01 Apr 2052						120,000												103,538
						UNIV OF VIRGINIA VA UNIV REVEN						4.179% 01 Sep 2117						490,000												362,140
						UNIV SOUTHERN CALIFORIA						5.25% 01 Oct 2111						310,000												302,563
						UNIVERSITY OF MIAMI						4.063% 01 Apr 2052						70,000												57,771

278

---

						US 10YR NOTE (CBT)MAR23						XCBT 20230322						3,200,000												(22,519)
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						16,100,000												(17,552)
						US DOLLAR												1,794,598												1,794,598
						US LONG BOND(CBT) MAR23						XCBT 20230322						3,700,000												(46,658)
						US TREASURY N/B						2.875% 15 May 2052						5,150,000												4,169,891
						US TREASURY N/B						3.25% 15 May 2042						1,200,000												1,060,500
						US TREASURY N/B						3% 15 Aug 2052						2,920,000												2,435,006
						US TREASURY N/B						3.375% 15 Aug 2042						650,000												585,305
						US TREASURY N/B						4% 15 Nov 2042						2,540,000												2,505,075
						US TREASURY N/B						1.5% 15 Feb 2030						140,000												119,569
						US TREASURY N/B						2.875% 15 May 2032						20,000												18,513
						US TREASURY N/B						4.125% 15 Nov 2032						640,000												655,400
						US TREASURY N/B						3.875% 30 Nov 2027						260,000												259,066
						US ULTRA BOND CBT MAR23						XCBT 20230322						11,400,000												(165,086)
						VERIZON COMMUNICATIONS						6.55% 15 Sep 2043						100,000												109,732
						VERIZON COMMUNICATIONS						4.125% 15 Aug 2046						1,448,000												1,167,493
						VERIZON COMMUNICATIONS						5.25% 16 Mar 2037						520,000												514,816
						VERIZON COMMUNICATIONS						4% 22 Mar 2050						430,000												338,806
						VERIZON COMMUNICATIONS						2.65% 20 Nov 2040						140,000												95,014
						VERIZON COMMUNICATIONS						2.875% 20 Nov 2050						550,000												346,940
						VERIZON COMMUNICATIONS						2.987% 30 Oct 2056						40,000												24,642
						VERIZON COMMUNICATIONS						3.55% 22 Mar 2051						16,000												11,537
						VERIZON COMMUNICATIONS						3.7% 22 Mar 2061						450,000												315,797
						VISA INC						4.3% 14 Dec 2045						1,110,000												1,020,590
						VISA INC						2.7% 15 Apr 2040						130,000												98,987
						VODAFONE GROUP PLC						6.15% 27 Feb 2037						170,000												172,837
						VODAFONE GROUP PLC						5.25% 30 May 2048						280,000												249,430
						WACHOVIA CORP						6.55% 15 Oct 2035						540,000												556,243
						WACHOVIA CORP						5.5% 01 Aug 2035						680,000												663,218
						WALT DISNEY COMPANY/THE						6.4% 15 Dec 2035						107,000												117,562
						WALT DISNEY COMPANY/THE						6.65% 15 Nov 2037						10,000												11,299
						WALT DISNEY COMPANY/THE						5.4% 01 Oct 2043						180,000												181,462
						WARNERMEDIA HOLDINGS INC						5.05% 15 Mar 2042						1,030,000												796,303
						WARNERMEDIA HOLDINGS INC						5.141% 15 Mar 2052						1,520,000												1,119,799
						WARNERMEDIA HOLDINGS INC						5.391% 15 Mar 2062						560,000												410,066
						WASHINGTON UNIVERSITY						3.524% 15 Apr 2054						200,000												157,139
						WASHINGTON UNIVERSITY						4.349% 15 Apr 2122						250,000												197,790
						WEA FINANCE LLC/WESTFIEL						4.75% 17 Sep 2044						410,000												284,757
						WELLS FARGO + COMPANY						5.606% 15 Jan 2044						1,750,000												1,703,783
						WELLS FARGO + COMPANY						4.65% 04 Nov 2044						1,195,000												1,015,045
						WELLS FARGO + COMPANY						4.9% 17 Nov 2045						190,000												165,137
						WELLS FARGO + COMPANY						4.75% 07 Dec 2046						250,000												210,188
						WELLS FARGO + COMPANY						1% 04 Apr 2051						410,000												366,360
						WELLS FARGO + COMPANY						1% 30 Apr 2041						160,000												114,811
						WELLS FARGO + COMPANY						1% 25 Apr 2053						840,000												718,360
						WESLEYAN UNIVERSITY						4.781% 01 Jul 2116						170,000												135,493
						WESTERN MIDSTREAM OPERAT						5.5% 15 Aug 2048						520,000												431,870
						WESTERN MIDSTREAM OPERAT						5.5% 01 Feb 2050						10,000												8,268

279

---

						WILLIAMS COMPANIES INC						3.5% 15 Oct 2051						30,000												20,623
						WILLIAMS COMPANIES INC						8.75% 15 Mar 2032						550,000												654,698
						WILLIAMS COMPANIES INC						4.85% 01 Mar 2048						80,000												68,315
						WILLIAMS COMPANIES INC						5.8% 15 Nov 2043						130,000												124,196
						WILLIAMS COMPANIES INC						4.9% 15 Jan 2045						835,000												713,733
						WILLIS KNIGHTON MED CTR						4.813% 01 Sep 2048						290,000												257,624
						WILLIS KNIGHTON MED CTR						3.065% 01 Mar 2051						190,000												120,405
						WISCONSIN POWER + LIGHT						3.65% 01 Apr 2050						110,000												81,331
						WISCONSIN PUBLIC SERVICE						2.85% 01 Dec 2051						170,000												109,829
						YAMANA GOLD INC						4.625% 15 Dec 2027						610,000												572,204
												Total : EXHIBIT M - LONG-TERM CREDIT FUND																		$	234,311,689

n / a - Cost is not applicable

280

---

EXHIBIT N - High Yield and Emerging Markets Bond Fund

(Managed by Pacific Investment Management Company)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						3 MONTH SOFR FUT MAR23						XCME 20230620						134,750,000												$	(2,017,391)
						3 MONTH SOFR OPT DEC23C 98						EXP 12/15/2023						(122,500)												(6,125)
						3 MONTH SOFR OPT DEC23P 96.5						EXP 12/15/2023						(122,500)												(146,694)
						31750KLO8 OTC ECAL FN 5.5						FEB23 101.75 CALL						(1,500,000)												(3,427)
						31750KMK5 OPTION						MAR23 ECAL FN 4.5 99 CALL						(500,000)												(1,266)
						31750KML3 OTC EPUT FN 4.5						MAR23 97.15625 PUT						(500,000)												(8,096)
						3175346J9 ECAL FN 5.5						FEB23 102 CALL						(800,000)												(1,419)
						3175352C5 OTC ECAL FN 5.5						JAN23 101.859375 CALL						(500,000)												(5)
						317541068 OTC EPUT FN 5.5						FEB23 100 PUT						(100,000)												(699)
						317543GN0 OTC EPUT FN 5.0						MAR23 98.765625 PUT						(500,000)												(6,834)
						317543V29 OTC ECAL FN 5.5						JAN23 102.25 CALL						(1,600,000)												(1)
						317546DV8 EPUT FN 5.5						FEB23 100 PUT						(800,000)												(5,593)
						3175472V8 OTC ECAL FN 4.5						MAR23 99.15625 CALL						(500,000)												(1,115)
						317551R84 EPUT FN 5.5						FEB23 99,75 PUT						(1,200,000)												(7,275)
						317552O02 PIMCO						CDSOPT PUT EUR 3.0 20230315						(800,000)												(152)
						317553QJ7 ECAL FN 5.5						FEB23 101,75 CALL						(1,200,000)												(2,742)
						3175544B6 OPTION						MAR23 EPUT FN 4.5 PUT 97						(500,000)												(7,691)
						317557H41 OTC ECAL FN 5.5						FEB23 101.8125 CALL						(200,000)												(429)
						317575BD9 OTC ECAL FN 5.0						MAR23 100.765625 CALL						(500,000)												(1,645)
						317581LR5 OTC ECAL FN 5.5						FEB23 102 CALL						(100,000)												(177)
						317587IU9 OTC EPUT FN 5.5						FEB23 99.75 PUT						(1,500,000)												(9,094)
						317594885 OPTION						FEB23 99.8125 OTC EPUT FN 5.5						(200,000)												(1,257)
						317U00CA7 PIMCO						SWAPTION 2.1 PUT EUR 20230411						(600,000)												(9,530)
						317U00DA6 PIMCO						SWAPTION 0.55 CALL EUR 2023041						(600,000)												0
						317U00EA5 PIMCO						SWAPTION 2.1 PUT EUR 20230411						(300,000)												(4,765)
						317U00KA8 PIMCO						FPPSWAPTION 2.9925 CALL USD						(700,000)												(984)
						317U00LA7 PIMCO						FPPSWAPTION 2.9925 PUT USD						(700,000)												(9,600)
						317U00OA4 PIMCO						SWAPTION 0.55 CALL EUR 2023041						(300,000)												0
						317U02JA6 PIMCO						SWAPTION 2.92 PUT USD 20231013						(700,000)												(9,726)
						317U02KA4 PIMCO						SWAPTION 2.92 CALL USD 2023101						(700,000)												(760)
						317U02PA9 PIMCO						SWAPTION 2.92 PUT USD 20231013						(700,000)												(9,726)
						317U02QA8 PIMCO						SWAPTION 2.92 CALL USD 2023101						(700,000)												(760)
						317U04EA7 PIMCO						SWAPTION 3.0175 PUT USD 202310						(600,000)												(7,756)
						317U04FA6 PIMCO						SWAPTION 3.0175 CALL USD 20231						(600,000)												(772)
						317U05HA1 PIMCO						SWAPTION 2.25 PUT EUR 20230424						(1,600,000)												(23,172)
						317U05LA6 PIMCO						SWAPTION 0.7 CALL EUR 20230424						(1,600,000)												(2)

281

---

						317U05MA5 PIMCO						SWAPTION 3.225 PUT USD 2023102						(600,000)												(6,776)
						317U05NA4 PIMCO						SWAPTION 3.225 CALL USD 202310						(600,000)												(981)
						317U05OA3 PIMCO						SWAPTION 3.19 PUT USD 20231023						(600,000)												(6,937)
						317U05PA2 PIMCO						SWAPTION 3.19 CALL USD 2023102						(600,000)												(945)
						317U05QA1 PIMCO						SWAPTION 3.14 PUT USD 20231023						(600,000)												(7,170)
						317U05RA0 PIMCO						SWAPTION 3.14 CALL USD 2023102						(600,000)												(896)
						317U06DA3 PIMCO						SWAPTION 2.973 CALL USD 202310						(600,000)												(769)
						317U06EA2 PIMCO						SWAPTION 2.973 PUT USD 2023102						(600,000)												(7,946)
						317U06OA1 PIMCO						SWAPTION 2.25 PUT EUR 20230426						(1,400,000)												(20,361)
						317U06PA0 PIMCO						SWAPTION 0.7 CALL EUR 20230426						(1,400,000)												(2)
						317U07UA2 PIMCO						SWAPTION 2.841 PUT USD 2023102						(600,000)												(8,506)
						317U07VA1 PIMCO						SWAPTION 2.841 CALL USD 202310						(600,000)												(684)
						317U08AA2 PIMCO						SWAPTION 2.25 PUT EUR 20230428						(1,400,000)												(20,380)
						317U08BA1 PIMCO						SWAPTION 0.7 CALL EUR 20230428						(1,400,000)												(2)
						317U09MA7 PIMCO						SWAPTION 3.0875 CALL USD 20231						(600,000)												(941)
						317U09NA6 PIMCO						SWAPTION 3.0875 PUT USD 202311						(600,000)												(7,226)
						317U0ATA7 PIMCO						SWAPTION 3.02 PUT USD 20231106						(600,000)												(7,536)
						317U0AUA5 PIMCO						SWAPTION 3.02 CALL USD 2023110						(600,000)												(893)
						317U0BIA7 PIMCO						SWAPTION 2.91 PUT USD 20231110						(600,000)												(7,964)
						317U0BJA6 PIMCO						SWAPTION 2.91 CALL USD 2023111						(600,000)												(832)
						317U0CWA9 PIMCO						SWAPTION 2.1 PUT EUR 20230512						(1,400,000)												(22,647)
						317U0CXA8 PIMCO						SWAPTION 0.55 CALL EUR 2023051						(1,400,000)												(2)
						317U0D9A3 PIMCO						SWAPTION 2.1 PUT EUR 20230515						(1,400,000)												(22,650)
						317U0DAA1 PIMCO						SWAPTION 0.55 CALL EUR 2023051						(1,400,000)												(2)
						317U0DIA3 PIMCO						SWAPTION 2.845 CALL USD 202311						(600,000)												(793)
						317U0DJA2 PIMCO						SWAPTION 2.845 PUT USD 2023111						(600,000)												(8,268)
						317U0E3A7 PIMCO						SWAPTION 3.75 PUT USD 20231117						(1,200,000)												(8,623)
						317U0E4A6 PIMCO						SWAPTION 2.25 CALL USD 2023111						(1,200,000)												(917)
						317U0FJA7 PIMCO						SWAPTION 3.65 PUT USD 20231120						(1,200,000)												(9,373)
						317U0FKA5 PIMCO						SWAPTION 2.15 CALL USD 2023112						(1,200,000)												(850)
						317U0JXA3 PIMCO						SWAPTION 3.65 PUT USD 20231201						(1,200,000)												(9,126)
						317U0JYA2 PIMCO						SWAPTION 2.15 CALL USD 2023120						(1,200,000)												(947)
						317U0LEA9 PIMCO						SWAPTION 3.75 PUT USD 20231207						(1,200,000)												(8,304)
						317U0LFA8 PIMCO						SWAPTION 2.25 CALL USD 2023120						(1,200,000)												(1,100)
						317U1O5A2 PIMCO						SWAPTION 3.95 PUT USD 20221230						(400,000)												0
						317U1O6A1 PIMCO						SWAPTION 3.45 CALL USD 2022123						(400,000)												0
						317U1PBA2 PIMCO						SWAPTION 2.547 CALL EUR 202303						(1,300,000)												(3,051)
						317U1PCA1 PIMCO						SWAPTION 2.547 PUT EUR 2023030						(1,300,000)												(81,653)
						317U1PGA7 PIMCO						SWAPTION 3.65 PUT USD 20230109						(700,000)												(4,332)
						317U1PHA6 PIMCO						SWAPTION 3.15 CALL USD 2023010						(700,000)												(5)
						317U1PIA5 PIMCO						SWAPTION 3.65 PUT USD 20230109						(1,800,000)												(11,141)
						317U1PJA4 PIMCO						SWAPTION 3.15 CALL USD 2023010						(1,800,000)												(13)
						317U1Q8A4 PIMCO						SWAPTION 2.067 CALL EUR 202306						(1,200,000)												(3,320)
						317U1Q9A3 PIMCO						SWAPTION 3.14 PUT EUR 20230609						(1,200,000)												(39,640)
						317U1QJA2 PIMCO						SWAPTION 3.8 PUT USD 20230112						(1,400,000)												(4,173)
						317U1QKA0 PIMCO						SWAPTION 3.2 CALL USD 20230112						(1,400,000)												(63)

282

---

						317U1QLA9 PIMCO						SWAPTION 3.8 PUT USD 20230112						(800,000)												(2,385)
						317U1QMA8 PIMCO						SWAPTION 3.2 CALL USD 20230112						(800,000)												(36)
						317U1S7A1 PIMCO						SWAPTION 3.5 PUT USD 20230119						(500,000)												(5,824)
						317U1S8A0 PIMCO						SWAPTION 3.0 CALL USD 20230119						(500,000)												(124)
						317U1SBA6 PIMCO						SWAPTION 3.5 PUT USD 20230119						(500,000)												(5,824)
						317U1SCA5 PIMCO						SWAPTION 3.0 CALL USD 20230119						(500,000)												(124)
						317U385O5 PIMCO						SWAPTION 0.55 CALL EUR 2023040						(3,200,000)												(1)
						317U386O4 PIMCO						FPPSWAPTION 2.6875 PUT USD						(700,000)												(8,692)
						317U387O3 PIMCO						FPPSWAPTION 2.69 PUT USD						(300,000)												(3,720)
						317U388O2 PIMCO						FPPSWAPTION 2.697 PUT USD						(1,400,000)												(17,293)
						317U389O1 PIMCO						FPPSWAPTION 2.6875 CALL USD						(700,000)												(2,194)
						317U390O8 PIMCO						FPPSWAPTION 2.69 CALL USD						(300,000)												(942)
						317U391O7 PIMCO						FPPSWAPTION 2.697 CALL USD						(1,400,000)												(4,419)
						317U392O6 PIMCO						SWAPTION 2.1 PUT EUR 20230403						(3,200,000)												(50,061)
						317U400O6 PIMCO						SWAPTION 0.55 CALL EUR 2023040						(1,800,000)												0
						317U401O5 PIMCO						SWAPTION 2.1 PUT EUR 20230404						(1,800,000)												(28,346)
						317U412O2 PIMCO						SWAPTION 2.1 PUT EUR 20230405						(1,600,000)												(25,218)
						317U413O1 PIMCO						SWAPTION 0.55 CALL EUR 2023040						(1,600,000)												0
						317U418O6 PIMCO						FPPSWAPTION 2.781 PUT USD						(800,000)												(9,350)
						317U419O5 PIMCO						FPPSWAPTION 2.781 CALL USD						(800,000)												(2,717)
						317U458O7 PIMCO						SWAPTION 2.1 PUT EUR 20230411						(1,600,000)												(25,413)
						317U459O6 PIMCO						SWAPTION 0.55 CALL EUR 2023041						(1,600,000)												(1)
						317U460O3 PIMCO						FPPSWAPTION 2.721 PUT USD						(700,000)												(8,457)
						317U461O2 PIMCO						FPPSWAPTION 2.721 CALL USD						(700,000)												(2,286)
						317U474O7 PIMCO						FPPSWAPTION 2.835 CALL USD						(600,000)												(2,129)
						317U475O6 PIMCO						FPPSWAPTION 2.79 CALL USD						(600,000)												(2,064)
						317U476O5 PIMCO						FPPSWAPTION 2.79 PUT USD						(600,000)												(6,973)
						317U477O4 PIMCO						FPPSWAPTION 2.835 PUT USD						(600,000)												(6,790)
						317U478O3 PIMCO						FPPSWAPTION 2.785 PUT USD						(600,000)												(6,994)
						317U479O2 PIMCO						FPPSWAPTION 2.785 CALL USD						(600,000)												(2,057)
						AA BOND CO LTD						4.875% 31 Jul 2043						200,000												227,745
						AMER AIRLN 14 1 A PTT						3.7% 01 Apr 2028						345,439												295,647
						AMERICAN AIRLINES, INC.						1% 20 Apr 2028						500,000												497,265
						AP CORE HOLDINGS II LLC						1% 01 Sep 2027						284,810												256,828
						AP CORE HOLDINGS II LLC						1% 01 Sep 2027						600,000												538,314
						ARCHES BUYER INC						4.25% 01 Jun 2028						1,400,000												1,098,062
						ARGENTINE PESO						FOREIGN CURRENCY						32,662,447												184,414
						ATRIUM HOTEL PORTFOLIO TRUST						1% 15 Dec 2036						500,000												486,580
						AUSTRALIAN DOLLAR						FOREIGN CURRENCY						239												162
						AVANTOR INC						1% 21 Nov 2024						—												0
						AVOLON TLB BORROWER 1 US LLC						1% 12 Feb 2027						77,025												75,658
						BANC OF AMERICA SEURITIES LLC						TBA CASH COLLATERAL USD						(290,000)												(290,000)
						BANCA MONTE DEI PASCHI S						1% 18 Jan 2028						200,000												170,760
						BANCA MONTE DEI PASCHI S						10.5% 23 Jul 2029						100,000												98,303
						BANCA MONTE DEI PASCHI S						2.625% 28 Apr 2025						1,000,000												963,726
						BANCA MONTE DEI PASCHI S						1.875% 09 Jan 2026						900,000												824,293
						BANCA MONTE DEI PASCHI S						3.625% 24 Sep 2024						2,700,000												2,731,818
						BARCLAYS PLC						1% 02 Nov 2033						5,140,000												5,427,429

283

---

						BGC PARTNERS INC						3.75% 01 Oct 2024						206,000												197,105
						BHP TRUST						1% 15 Aug 2036						1,267,705												1,235,013
						BNP PARIBAS						1% 19 Apr 2032						2,023,000												1,587,185
						BOEING CO						3.25% 01 Feb 2035						100,000												76,252
						BONCER						1.4% 25 Mar 2023						21,746,000												433,159
						BONOS DE TESORERIA						6.15% 12 Aug 2032						325,000												75,074
						BRAZILIAN REAL						FOREIGN CURRENCY						806												153
						BWPC0HCN7 CDS USD P F 1.00000						1% 20 Dec 2023						(500,000)												(502,589)
						BWPC0HCN7 CDS USD R V 03MEVENT						1% 20 Dec 2023						500,000												500,000
						BWPC0HY52 CDS USD P F 1.00000						1% 20 Jun 2024						(5,300,000)												(5,334,657)
						BWPC0HY52 CDS USD R V 03MEVENT						1% 20 Jun 2024						5,300,000												5,300,000
						BWPC0IJ40 CDS EUR P F 1.00000						1% 20 Dec 2024						(900,000)												(969,528)
						BWPC0IJ40 CDS EUR R V 03MEVENT						1% 20 Dec 2024						900,000												960,525
						BWPC0IJA6 CDS USD P F 1.00000						1% 20 Dec 2024						(3,800,000)												(3,826,573)
						BWPC0IJA6 CDS USD R V 03MEVENT						1% 20 Dec 2024						3,800,000												3,800,000
						BWU00V5U8 IRS USD P F 2.25000						2.25% 11 Dec 2049						(1,500,000)												(1,163,990)
						BWU00V5U8 IRS USD R V 03MLIBOR						1% 11 Dec 2049						1,500,000												1,500,000
						BWU00V603 IRS USD P F 2.25000						2.25% 12 Mar 2050						(600,000)												(465,444)
						BWU00V603 IRS USD R V 03MLIBOR						1% 12 Mar 2050						600,000												600,000
						BWU00VPI3 IRS USD P F 1.62500						1.625% 16 Jan 2050						(1,500,000)												(1,000,112)
						BWU00VPI3 IRS USD R V 03MLIBOR						1% 16 Jan 2050						1,500,000												1,500,000
						BWU00VSX7 IRS USD P F 1.62500						1.625% 03 Feb 2050						(2,000,000)												(1,332,898)
						BWU00VSX7 IRS USD R V 03MLIBOR						1% 03 Feb 2050						2,000,000												2,000,000
						BWU00W8O7 IRS EUR P F .00000						0% 18 Mar 2025						(2,400,000)												(2,357,231)
						BWU00W8O7 IRS EUR R V 06MEURIB						1% 18 Mar 2025						2,400,000												2,561,399
						BWU00W8OS IRS EUR P V 06MEURIB						1% 18 Mar 2025						(2,400,000)												0
						BWU00W8OS IRS EUR R F .50000						0.5% 18 Mar 2025						2,400,000												0
						BWU00W8P4 IRS EUR P F .00000						1% 18 Mar 2030						(6,800,000)												(5,715,172)
						BWU00W8P4 IRS EUR R V 06MEURIB						1% 18 Mar 2030						6,800,000												7,257,297
						BWU00W8Q2 IRS EUR P F .25000						1% 18 Mar 2050						(400,000)												(236,786)
						BWU00W8Q2 IRS EUR R V 06MEURIB						1% 18 Mar 2050						400,000												426,900
						BWU00WD03 IRS USD P F 2.00000						2% 15 Jan 2050						(700,000)												(512,658)
						BWU00WD03 IRS USD R V 03MLIBOR						1% 15 Jan 2050						700,000												700,000
						BWU00WO50 IRS USD P F 1.75000						1.75% 22 Jan 2050						(700,000)												(481,944)
						BWU00WO50 IRS USD R V 03MLIBOR						1% 22 Jan 2050						700,000												700,000
						BWU00X369 IRS USD P F 1.87500						1.875% 07 Feb 2050						(200,000)												(142,028)
						BWU00X369 IRS USD R V 03MLIBOR						1% 07 Feb 2050						200,000												200,000
						BWU00XJ05 IRS USD P F 1.50000						1.5% 17 Jun 2050						(6,800,000)												(4,371,876)
						BWU00XJ05 IRS USD R V 03MLIBOR						1% 17 Jun 2050						6,800,000												6,800,000
						BWU00Y904 IRS EUR P F .50000						0.5% 17 Jun 2050						(400,000)												(256,193)
						BWU00Y904 IRS EUR R V 06MEURIB						1% 17 Jun 2050						400,000												426,900
						BWU012TP6 IRS USD P F 1.25000						1.25% 16 Dec 2050						(200,000)												(119,232)
						BWU012TP6 IRS USD R V 03MLIBOR						1% 16 Dec 2050						200,000												200,000
						BWU01BWM9 IRS USD P F 1.78500						1.785% 12 Aug 2051						(400,000)												(275,988)
						BWU01BWM9 IRS USD R V 03MLIBOR						1% 12 Aug 2051						400,000												400,000
						BWU01KS69 IRS EUR P F 1.50000						1.5% 15 Mar 2025						(9,700,000)												(9,965,376)

284

---

						BWU01KS69 IRS EUR R V 06MEURIB						1% 15 Mar 2025						9,700,000												10,352,320
						BWU01KS77 IRS EUR P F 1.75000						1.75% 15 Mar 2033						(3,200,000)												(2,990,575)
						BWU01KS77 IRS EUR R V 06MEURIB						1% 15 Mar 2033						3,200,000												3,415,198
						BWU01KSA0 IRS GBP P F 2.50000						2.5% 15 Mar 2025						(200,000)												(231,557)
						BWU01KSA0 IRS GBP R V 12MSONIA						1% 15 Mar 2025						200,000												240,580
						BWU01KSB8 IRS GBP P F 2.25000						2.25% 15 Mar 2028						(1,400,000)												(1,548,457)
						BWU01KSB8 IRS GBP R V 12MSONIA						1% 15 Mar 2028						1,400,000												1,684,061
						BWU01KSC6 IRS GBP P F 2.00000						2% 15 Mar 2033						(5,600,000)												(5,786,894)
						BWU01KSC6 IRS GBP R V 12MSONIA						1% 15 Mar 2033						5,600,000												6,736,242
						BX TRUST 2019 OC11						3.202% 09 Dec 2041						1,500,000												1,261,033
						CANADIAN DOLLAR						FOREIGN CURRENCY						619												457
						CARNIVAL CORPORATION						1% 30 Jun 2025						975,000												997,000
						CBL + ASSOCIATES PROPERTIES						REIT USD.01						908												20,957
						CCBRCIUS4 SWBC BRC						SWAP CASH COLLATERAL USD						(50,000)												(50,000)
						CCMBCIUS7 SWCC USD						SWAP CASH COLLATERAL USD						320,000												320,000
						CCMSCZUS2 CCPC COC EQUITY						MORGAN STANLEY CASH COLLATERAL						4,372,000												4,372,000
						CCMYIIUS1 SWBC MORGAN STANLEY						SWAP CASH COLLATERAL USD						(60,000)												(60,000)
						CCPC CCMSCHUS2 COC						CCPC CASH COLLATERAL USD						860,000												860,000
						CCSCXIUS6 STANDARD CHARTER BOC						CCSCXIUS6 STANDARD CHARTER BOC						(10,000)												(10,000)
						CGG SA						8.75% 01 Apr 2027						1,000,000												810,670
						CGG SA						7.75% 01 Apr 2027						1,300,000												1,125,409
						CGG SA						7.75% 01 Apr 2027						400,000												346,280
						CHARLES SCHWAB CORP						1% 31 Dec 2099						100,000												79,558
						CHARTER COMM OPT LLC/CAP						3.9% 01 Jun 2052						1,000,000												630,070
						CHS/COMMUNITY HEALTH SYS						8% 15 Mar 2026						1,565,000												1,426,231
						CHS/COMMUNITY HEALTH SYS						5.25% 15 May 2030						1,400,000												1,056,622
						COLOMBIAN PESO						FOREIGN CURRENCY						800,463												165
						COLONY MORTGAGE CAPITAL LTD						1% 15 Nov 2038						1,000,000												954,217
						COMM MORTGAGE TRUST						1% 15 Sep 2033						600,000												562,763
						CORESTATE CAPITAL HOLD						1.375% 15 Apr 2023						1,000,000												161,379
						COUNTRY GARDEN HLDGS						5.4% 27 May 2025						600,000												390,246
						COUNTRY GARDEN HLDGS						3.125% 22 Oct 2025						400,000												243,336
						CREDIT AGRICOLE SA						1% 29 Dec 2049						200,000												198,518
						CREDIT SUISSE FIRST BOSTON MOR						1% 25 Jun 2033						2,671												2,462
						CREDIT SUISSE GROUP AG						1% 01 Apr 2031						800,000												623,376
						CREDIT SUISSE GROUP AG						1% 14 May 2032						500,000												347,980
						CREDIT SUISSE GROUP AG						1% 12 Aug 2033						250,000												220,080
						CREDIT SUISSE GROUP AG						1% 15 Nov 2033						250,000												257,820
						CREDIT SUISSE GROUP AG						1% 29 Dec 2049						600,000												524,526
						CREDIT SUISSE GROUP AG						1% 31 Dec 2099						400,000												322,016
						CREDIT SUISSE GROUP AG						1% 29 Dec 2049						600,000												524,526
						CURRENCY CONTRACT						AUD/USD						—												(4,551)
						CURRENCY CONTRACT						AUD/USD						—												2,670
						CURRENCY CONTRACT						AUD/USD						—												285
						CURRENCY CONTRACT						AUD/USD						—												82
						CURRENCY CONTRACT						AUD/USD						—												231
						CURRENCY CONTRACT						AUD/USD						—												6,207
						CURRENCY CONTRACT						BRL/USD						—												(27,331)

285

---

						CURRENCY CONTRACT						USD/BRL						—												(42,850)
						CURRENCY CONTRACT						USD/BRL						—												(37,826)
						CURRENCY CONTRACT						BRL/USD						—												43,581
						CURRENCY CONTRACT						CAD/USD						—												(34,722)
						CURRENCY CONTRACT						USD/CAD						—												(13,089)
						CURRENCY CONTRACT						USD/CLP						—												(87,379)
						CURRENCY CONTRACT						CLP/USD						—												221,025
						CURRENCY CONTRACT						CLP/USD						—												88,934
						CURRENCY CONTRACT						USD/CNH						—												(148)
						CURRENCY CONTRACT						USD/CNH						—												(193)
						CURRENCY CONTRACT						CNY/USD						—												5,850
						CURRENCY CONTRACT						CNY/USD						—												2,668
						CURRENCY CONTRACT						CZK/USD						—												7,877
						CURRENCY CONTRACT						CZK/USD						—												385,561
						CURRENCY CONTRACT						EUR/USD						—												718
						CURRENCY CONTRACT						EUR/USD						—												93
						CURRENCY CONTRACT						EUR/USD						—												895
						CURRENCY CONTRACT						EUR/USD						—												404
						CURRENCY CONTRACT						EUR/USD						—												46,626
						CURRENCY CONTRACT						USD/EUR						—												(5,636)
						CURRENCY CONTRACT						USD/EUR						—												(13,705)
						CURRENCY CONTRACT						USD/EUR						—												(44,374)
						CURRENCY CONTRACT						USD/EUR						—												(28,810)
						CURRENCY CONTRACT						USD/EUR						—												(406,768)
						CURRENCY CONTRACT						GBP/USD						—												(6,069)
						CURRENCY CONTRACT						GBP/USD						—												(2,295)
						CURRENCY CONTRACT						USD/GBP						—												32,358
						CURRENCY CONTRACT						HUF/USD						—												390,493
						CURRENCY CONTRACT						IDR/USD						—												18,260
						CURRENCY CONTRACT						IDR/USD						—												7,118
						CURRENCY CONTRACT						IDR/USD						—												6,871
						CURRENCY CONTRACT						IDR/USD						—												3,394
						CURRENCY CONTRACT						USD/IDR						—												(1,670)
						CURRENCY CONTRACT						USD/IDR						—												(848)
						CURRENCY CONTRACT						USD/IDR						—												(1,359)
						CURRENCY CONTRACT						USD/JPY						—												(19,565)
						CURRENCY CONTRACT						USD/JPY						—												(24,574)
						CURRENCY CONTRACT						JPY/USD						—												76,121
						CURRENCY CONTRACT						USD/JPY						—												(1,198)
						CURRENCY CONTRACT						USD/JPY						—												(34,474)
						CURRENCY CONTRACT						USD/JPY						—												(43,950)
						CURRENCY CONTRACT						USD/JPY						—												(9,336)
						CURRENCY CONTRACT						USD/JPY						—												(287,095)
						CURRENCY CONTRACT						USD/JPY						—												(41,795)
						CURRENCY CONTRACT						USD/JPY						—												(163,569)
						CURRENCY CONTRACT						USD/JPY						—												(30,020)
						CURRENCY CONTRACT						USD/JPY						—												(38,952)
						CURRENCY CONTRACT						KRW/USD						—												27,841

286

---

						CURRENCY CONTRACT						USD/MXN						—												(1,568)
						CURRENCY CONTRACT						MXN/USD						—												1,664
						CURRENCY CONTRACT						USD/MXN						—												14,365
						CURRENCY CONTRACT						USD/MXN						—												618
						CURRENCY CONTRACT						MXN/USD						—												948
						CURRENCY CONTRACT						MXN/USD						—												1,546
						CURRENCY CONTRACT						USD/MXN						—												(14,273)
						CURRENCY CONTRACT						MXN/USD						—												376,401
						CURRENCY CONTRACT						USD/MXN						—												(3,210)
						CURRENCY CONTRACT						USD/MXN						—												(3)
						CURRENCY CONTRACT						MYR/USD						—												127,003
						CURRENCY CONTRACT						MYR/USD						—												32,730
						CURRENCY CONTRACT						MYR/USD						—												(66)
						CURRENCY CONTRACT						MYR/USD						—												52,103
						CURRENCY CONTRACT						MYR/USD						—												3,494
						CURRENCY CONTRACT						PEN/USD						—												593
						CURRENCY CONTRACT						USD/PEN						—												(11,510)
						CURRENCY CONTRACT						PEN/USD						—												(4,879)
						CURRENCY CONTRACT						PEN/USD						—												13,586
						CURRENCY CONTRACT						PEN/USD						—												1,644
						CURRENCY CONTRACT						PEN/USD						—												7,749
						CURRENCY CONTRACT						PEN/USD						—												517
						CURRENCY CONTRACT						PEN/USD						—												1,060
						CURRENCY CONTRACT						PEN/USD						—												727
						CURRENCY CONTRACT						USD/PEN						—												(145,073)
						CURRENCY CONTRACT						PEN/USD						—												10,003
						CURRENCY CONTRACT						PEN/USD						—												18,745
						CURRENCY CONTRACT						PEN/USD						—												32,631
						CURRENCY CONTRACT						PHP/USD						—												214
						CURRENCY CONTRACT						PLN/USD						—												690,583
						CURRENCY CONTRACT						RON/USD						—												92,319
						CURRENCY CONTRACT						THB/USD						—												4
						CURRENCY CONTRACT						THB/USD						—												28,111
						CURRENCY CONTRACT						THB/USD						—												82
						CURRENCY CONTRACT						UYU/USD						—												(634)
						CURRENCY CONTRACT						USD/ZAR						—												(2,905)
						CURRENCY CONTRACT						ZAR/USD						—												1,299
						CURRENCY CONTRACT						ZAR/USD						—												3,033
						CURRENCY CONTRACT						USD/ZAR						—												(3,033)
						CURRENCY CONTRACT						ZAR/USD						—												11,735
						CURRENCY CONTRACT						USD/ZAR						—												(4,879)
						CURRENCY CONTRACT						USD/ZAR						—												(15,121)
						CURRENCY CONTRACT						ZAR/USD						—												3,691
						CURRENCY CONTRACT						USD/ZAR						—												(3,371)
						CURRENCY CONTRACT						USD/ZAR						—												(3,444)
						CURRENCY CONTRACT						ZAR/USD						—												5,571
						CURRENCY CONTRACT						USD/ZAR						—												(480)
						CURRENCY CONTRACT						ZAR/USD						—												1,965

287

---

						CURRENCY CONTRACT						USD/ZAR						—												(1,257)
						CURRENCY CONTRACT						USD/ZAR						—												(5,442)
						CURRENCY CONTRACT						ZAR/USD						—												1,243
						CURRENCY CONTRACT						USD/ZAR						—												(2,364)
						CVS PASS THROUGH TRUST						6.943% 10 Jan 2030						1,263,277												1,292,698
						CVS PASS THRU TR 2009						8.353% 10 Jul 2031						59,916												64,853
						CZECH KORUNA						FOREIGN CURRENCY						3												0
						DC OFFICE TRUST						2.965% 15 Sep 2045						500,000												410,726
						DEUTSCHE BANK NY						1% 28 May 2032						150,000												114,095
						DISH DBS CORP						5.25% 01 Dec 2026						600,000												506,118
						EMPRESAS PUBLIC MEDELLIN						8.375% 08 Nov 2027						10,000,000,000												1,510,657
						ENEL FINANCE AMERICA LLC						7.1% 14 Oct 2027						200,000												207,868
						ENEL FINANCE INTL NV						7.5% 14 Oct 2032						200,000												212,586
						ENEL FINANCE INTL NV						7.75% 14 Oct 2052						200,000												215,334
						ENVISION HEALTHCARE CORP						1% 28 Apr 2028						2,974,773												2,359,977
						ENVISION HEALTHCARE CORPORTION						1% 29 Apr 2027						215,385												208,790
						ENVISION HEALTHCARE CORPRTION						1% 29 Apr 2027						1,184,615												1,148,342
						ESC LEHMAN BRTH HLDH PROD						1% 31 Dec 2016						800,000												2,800
						ESKOM HOLDINGS SOC LTD						7.125% 11 Feb 2025						1,000,000												908,940
						ESKOM HOLDINGS SOC LTD						6.75% 06 Aug 2023						1,050,000												1,008,536
						ESSENTIAL PROPER						2.95% 15 Jul 2031						100,000												72,998
						EURO BOBL FUTURE MAR23						XEUR 20230308						(2,600,000)												105,402
						EURO CURRENCY						FOREIGN CURRENCY						(2,479,917)												(2,646,691)
						EXPORT IMPORT BANK KOREA						7.25% 07 Dec 2024						24,100,000,000												1,562,185
						EXPORT IMPORT BANK KOREA						8% 15 May 2024						23,700,000,000												1,547,218
						FNMA TBA 30 YR 2.5						2.5% 13 Feb 2053						500,000												423,973
						FNMA TBA 30 YR 3						3% 25 Feb 2052						8,600,000												7,555,418
						FNMA TBA 30 YR 3.5						3.5% 25 Apr 2052						(100,000)												(90,876)
						FNMA TBA 30 YR 3.5						3.5% 13 Feb 2053						750,000												681,910
						FNMA TBA 30 YR 4						4% 13 Mar 2053						1,950,000												1,829,833
						FNMA TBA 30 YR 4.5						4.5% 13 Feb 2053						2,700,000												2,601,558
						FNMA TBA 30 YR 6						6% 12 Jan 2053						300,000												304,656
						FORD MOTOR CREDIT CO LLC						1% 01 Dec 2024						400,000												411,420
						FUTURES MORGAN STANLEY COC						FUTURES CASH COLLATERALRAL USD						641,000												641,000
						GLP CAPITAL LP / FIN II						5.3% 15 Jan 2029						64,000												60,602
						GNMA II TBA 30 YR 4.5						4.5% 23 Jan 2053						100,000												96,964
						GOLDMAN SACHS BANK USA BOC						SWAP CASH COLLATERAL USD						(620,000)												(620,000)
						GOODMAN US FIN FOUR						4.5% 15 Oct 2037						32,000												26,560
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						966,700												966,700
						GUARA NORTE SARL						5.198% 15 Jun 2034						3,182,442												2,689,768
						HARBOUR PLC						1% 28 Jan 2054						789,626												940,461
						HARBOUR PLC						1% 28 Jan 2054						1,000,000												1,177,899
						HIPOTECARIA SU CASITA SA						7.5% 29 Jun 2018						86,901												1,738
						HOSPITALITY MORTGAGE TRUST						1% 15 Nov 2036						1,148,524												1,118,747
						HSBC HOLDINGS PLC						1% 24 May 2032						400,000												309,532
						HUARONG FINANCE 2019						4.5% 29 May 2029						1,000,000												832,780
						HUDSON RIVER TRADING LLC						1% 20 Mar 2028						296,977												280,326
						HUNGARIAN FORINT						FOREIGN CURRENCY						517,155												1,378

288

---

						HYATT HOTELS CORP						4.85% 15 Mar 2026						100,000												98,286
						INSTANT BRANDS HOLDINGS INC						1% 12 Apr 2028						887,500												585,750
						INTELSAT EMERGENCE SA						COMMON STOCK						6,668												226,712
						INTELSAT JACKSON HLDG						6.5% 15 Mar 2030						475,000												426,099
						INTELSAT JACKSON HOLDINGS S.A.						1% 01 Feb 2029						123,563												119,061
						INTER MEDIA COMMUNICATIO						6.75% 09 Feb 2027						1,400,000												1,414,661
						JAPAN (2 YEAR ISSUE)						0.1% 01 Mar 2023						135,000,000												1,023,501
						JAPAN TREASURY DISC BILL						0.01% 06 Jan 2023						90,000,000												682,259
						JAPAN TREASURY DISC BILL						0.01% 11 Jan 2023						74,000,000												560,890
						JAPAN TREASURY DISC BILL						0.01% 16 Jan 2023						90,000,000												682,287
						JAPAN TREASURY DISC BILL						0.01% 23 Jan 2023						32,000,000												242,584
						JAPAN TREASURY DISC BILL						0.01% 20 Feb 2023						590,000,000												4,472,991
						JAPAN TREASURY DISC BILL						0.01% 06 Mar 2023						494,000,000												3,745,295
						JAPAN TREASURY DISC BILL						0.01% 13 Mar 2023						200,000,000												1,516,374
						JAPAN TREASURY DISC BILL						0.01% 20 Mar 2023						185,000,000												1,402,702
						JAPANESE YEN						FOREIGN CURRENCY						3,209,663												24,326
						KKR APPLE BIDCO, LLC						1% 21 Sep 2029						100,000												96,143
						LANDMARK MORTGAGE SECURITIES P						1% 17 Jun 2039						2,282,856												2,559,133
						LEALAND FINANCE COMPANY B.V.						1% 30 Jun 2025						21,063												11,081
						LEALAND FINANCE COMPANY B.V.						1% 28 Jun 2024						12,519												7,824
						LEHMAN BROTHERS HOLDINGS						1% 10 Nov 2009						400,000												400
						LIFEPT/LEGACY LIFEPT						9.75% 01 Dec 2026						100,000												80,502
						LLOYDS BANKING GROUP PLC						1% 31 Dec 2049						200,000												203,832
						LSI OPEN POSITION NET ASSET						0.01% 31 Dec 2060						171,451												772
						LUDGATE FUNDING PLC						1% 01 Jan 2061						270,611												304,872
						MALAYSIA GOVERNMENT						4.232% 30 Jun 2031						11,400,000												2,623,268
						MALAYSIAN RINGGIT						FOREIGN CURRENCY						7,300												1,657
						MARKET BIDCO FINCO PLC						4.75% 04 Nov 2027						500,000												425,518
						MARRIOTT INTERNATIONAL						4.625% 15 Jun 2030						106,000												99,227
						MELCO RESORTS FINANCE						5.375% 04 Dec 2029						200,000												160,382
						MELCO RESORTS FINANCE						5.75% 21 Jul 2028						200,000												166,166
						MELCO RESORTS FINANCE						5.75% 21 Jul 2028						200,000												166,166
						MEXICAN PESO (NEW)						FOREIGN CURRENCY						7,346,751												377,003
						MFRA TRUST						1% 25 Aug 2061						455,254												410,226
						MORGAN STANLEY CAP SVCS COC						SWAP CASH COLLATERAL USD						270,000												270,000
						MPT OPER PARTNERSP/FINL						2.5% 24 Mar 2026						300,000												286,711
						MPT OPER PARTNERSP/FINL						3.375% 24 Apr 2030						700,000												550,477
						MPT OPER PARTNERSP/FINL						0.993% 15 Oct 2026						100,000												81,296
						NAKED JUICE LLC						1% 24 Jan 2030						100,000												78,656
						NATIONAL HEALTH INVESTOR						3% 01 Feb 2031						100,000												72,183
						NATIONWIDE BLDG SOCIETY						JR SUBORDINA REGS 06/49 VAR						250												38,493
						NAVIENT CORP						5.5% 25 Jan 2023						4,387,000												4,378,358
						NEIMAN MARCUS USD COMMON STOCK						EQUITY						3,103												192,541
						NETFLIX INC						3.875% 15 Nov 2029						1,526,000												1,514,863
						NETFLIX INC						4.625% 15 May 2029						100,000												104,411
						NEW ALBERTSONS LP						6.57% 23 Feb 2028						600,000												540,990
						NEW ORLEANS HOTEL TRUST						1% 15 Apr 2032						1,000,000												955,284
						NISSAN MOTOR CO						4.345% 17 Sep 2027						1,600,000												1,452,032

289

---

						NISSAN MOTOR CO						4.81% 17 Sep 2030						800,000												681,272
						NISSAN MOTOR CO						3.201% 17 Sep 2028						100,000												93,338
						NOBLE FINANCE CO						11% 15 Feb 2028						1,447,047												1,587,078
						NOBLE FINANCE CO						11% 15 Feb 2028						1,893,579												2,076,821
						NORFOLK SOUTHERN CORP						4.1% 15 May 2121						100,000												69,911
						NYO COMMERCIAL MORTGAGE TRUST						1% 15 Nov 2038						660,000												600,305
						ODEBRECHT DRILL VIII/IX						7.35% 01 Dec 2026						101,477												55,053
						ODEBRECHT OIL + FINANCE						0.01% 31 Dec 2099						46,000												179
						OI SA						1% 27 Jul 2025						2,985,000												505,480
						OMEGA HLTHCARE INVESTORS						3.625% 01 Oct 2029						207,000												170,467
						ORACLE CORP						4.1% 25 Mar 2061						100,000												70,165
						PACIFIC GAS + ELECTRIC						4.5% 15 Dec 2041						25,000												17,807
						PACIFIC GAS + ELECTRIC						3.75% 15 Aug 2042						78,000												52,251
						PACIFIC GAS + ELECTRIC						4.3% 15 Mar 2045						19,000												13,632
						PACIFIC GAS + ELECTRIC						4.25% 15 Mar 2046						100,000												70,701
						PACIFIC GAS + ELECTRIC						2.95% 01 Mar 2026						273,000												251,329
						PACIFIC GAS + ELECTRIC						4% 01 Dec 2046						6,000												4,071
						PACIFIC GAS + ELECTRIC						3.3% 15 Mar 2027						122,000												109,247
						PACIFIC GAS + ELECTRIC						3.3% 01 Dec 2027						100,000												88,534
						PACIFIC GAS + ELECTRIC						4.65% 01 Aug 2028						100,000												92,107
						PACIFIC GAS + ELECTRIC						3.75% 01 Jul 2028						663,000												590,899
						PACIFIC GAS + ELECTRIC						4.95% 01 Jul 2050						82,500												64,842
						PACIFIC GAS + ELECTRIC						3.25% 01 Jun 2031						100,000												81,508
						PACIFIC GAS + ELECTRIC						4.2% 01 Jun 2041						200,000												150,350
						PACIFIC GAS + ELECTRIC						3% 15 Jun 2028						400,000												347,324
						PACIFIC GAS + ELECTRIC						4.95% 08 Jun 2025						200,000												197,108
						PERU LNG SRL						5.375% 22 Mar 2030						3,476,000												2,905,936
						PETROLEOS DE VENEZUELA S						5.375% 12 Apr 2027						712,000												35,151
						PETROLEOS MEXICANOS						6.7% 16 Feb 2032						4,713,000												3,710,356
						PIMCO FDS SHORT TERM FLTG NAV						MUTUAL FUND						2,661,649												26,629,794
						POLISH ZLOTY						FOREIGN CURRENCY						808												184
						POSEIDON BIDCO SASU						1% 14 Jul 2028						2,700,000												2,795,127
						POUND STERLING						FOREIGN CURRENCY						(424,268)												(510,352)
						PRIME HEALTHCARE SERVICE						7.25% 01 Nov 2025						200,000												169,272
						PROSUS NV						1.985% 13 Jul 2033						1,200,000												864,370
						PROSUS NV						2.778% 19 Jan 2034						400,000												306,335
						PROVINCIA DE BUENOS AIRE						1% 12 Apr 2025						3,400,000												20,349
						PUG LLC						1% 12 Feb 2027						23,280												19,167
						QNB FINANCE LTD						6.9% 23 Jan 2025						24,300,000,000												1,540,153
						REPUBLIC OF ARGENTINA						1% 09 Jul 2035						6,000												1,528
						REPUBLIC OF ARGENTINA						1% 09 Jan 2038						221,866												70,369
						REPUBLIC OF ARGENTINA						1% 09 Jul 2041						1,546,648												435,258
						REPUBLIC OF ARGENTINA						1% 09 Jul 2029						167,383												44,644
						REPUBLIC OF ARGENTINA						1% 09 Jul 2035						368,000												85,019
						REPUBLIC OF ARGENTINA						1% 09 Jul 2030						540,950												126,891
						REPUBLIC OF ARGENTINA						0.01% 19 May 2023						19,700,000												178,981
						REPUBLIC OF COLOMBIA						9.85% 28 Jun 2027						3,251,000,000												587,621
						REPUBLIC OF ECUADOR						1% 31 Jul 2030						186,543												120,339

290

---

						REPUBLIC OF ECUADOR						1% 31 Jul 2035						488,861												227,017
						REPUBLIC OF ECUADOR						1% 31 Jul 2040						224,049												92,093
						REPUBLIC OF ECUADOR						0.01% 31 Jul 2030						52,804												20,710
						REPUBLIC OF GHANA						10.75% 14 Oct 2030						2,800,000												1,964,760
						REPUBLIC OF PERU						8.2% 12 Aug 2026						848,000												232,741
						REPUBLIC OF SERBIA						3.125% 15 May 2027						1,400,000												1,285,267
						REPUBLIC OF SOUTH AFRICA						8% 31 Jan 2030						79,000,000												4,139,201
						REPUBLIC OF SOUTH AFRICA						8.875% 28 Feb 2035						65,900,000												3,264,713
						REPUBLIC OF VENEZUELA						9.25% 15 Sep 2027						140,000												12,281
						REPUBLIC OF VENEZUELA						7.65% 21 Apr 2025						249,000												20,669
						REPUBLIC OF VENEZUELA						9% 07 May 2023						31,000												2,552
						REPUBLIC OF VENEZUELA						9.25% 07 May 2028						1,137,000												97,953
						REPUBLIC OF VENEZUELA						6% 09 Dec 2020						31,000												2,325
						REPUBLIC OF VENEZUELA						7% 31 Mar 2038						199,000												17,032
						REPUBLIC OF VENEZUELA						7.75% 13 Oct 2019						100,000												7,826
						REPUBLIC OF VENEZUELA						8.25% 13 Oct 2024						153,000												12,776
						RESIDENTIAL MORTGAGE SECURITIE						1% 20 Jun 2070						657,672												786,908
						RIO OIL FINANCE TRUST						9.25% 06 Jul 2024						450,499												456,806
						ROMANIA						2.125% 07 Mar 2028						5,500,000												4,899,817
						ROMANIA						3.75% 07 Feb 2034						292,000												232,294
						ROMANIA GOVERNMENT BOND						5.8% 26 Jul 2027						5,500,000												1,100,392
						ROMANIAN LEU						FOREIGN CURRENCY						319,260												68,865
						RUSSIA GOVT BOND OFZ						7.05% 19 Jan 2028						184,800,000												683,507
						RUSSIA GOVT BOND OFZ						8.5% 17 Sep 2031						190,900,000												706,068
						RUSSIA GOVT BOND OFZ						7.95% 07 Oct 2026						89,554,000												331,227
						RUSSIA GOVT BOND OFZ						7.15% 12 Nov 2025						138,397,000												511,879
						RUSSIAN RUBLE						FOREIGN CURRENCY						25,787,275												353,250
						RXG3C 146						FEB23 146 CALL FSO						(700,000)												5,603
						RXG3P 138.5						FEB23 138.5 PUT FSO						(700,000)												(35,785)
						SANDS CHINA LTD						5.9% 08 Aug 2028						864,000												804,704
						SANDS CHINA LTD						5.625% 08 Aug 2025						1,800,000												1,743,048
						SANDS CHINA LTD						4.3% 08 Jan 2026						700,000												642,593
						SANDS CHINA LTD						2.8% 08 Mar 2027						200,000												169,494
						SANTANDER DRIVE AUTO RECEIVABL						4.43% 15 Mar 2027						4,000,000												3,896,509
						SANTANDER UK GROUP HLDGS						1% 21 Nov 2026						2,870,000												2,908,142
						SERTA SIMMONS BEDDING LLC						1% 08 Nov 2023						2,356,104												129,586
						SFO COMMERICAL MORTGAGE TRUST						1% 15 May 2038						1,000,000												921,963
						SIGMA BIDCO B.V.						0.01% 02 Jul 2025						830,000												764,354
						SINGAPORE DOLLAR						FOREIGN CURRENCY						2,723												2,030
						SLM STUDENT LOAN TRUST						1% 25 Apr 2023						546,156												536,221
						SOCAR TURKEY ENERJI AS						1% 11 Aug 2026						430,000												430,235
						SOCIETE GENERALE						1% 09 Jun 2032						200,000												154,472
						SOFTBANK VISION FUND II						1% 21 Dec 2025						936,709												936,709
						SOL						FOREIGN CURRENCY						3,583,333												939,644
						SOTERA HEALTH HOLDINGS LLC						1% 11 Dec 2026						105,460												97,023
						SOUTH AFRICAN RAND						FOREIGN CURRENCY						46,163												2,713
						SPRINT LLC						7.875% 15 Sep 2023						1,115,000												1,131,647
						SPRINT LLC						7.125% 15 Jun 2024						2,743,000												2,798,217

291

---

						SPRINT LLC						7.625% 01 Mar 2026						22,000												23,151
						SS C TECHNOLOGIES INC						1% 16 Apr 2025						74,591												73,214
						SS C TECHNOLOGIES INC						1% 16 Apr 2025						56,663												55,616
						STRUCTURED ASSET SECURITIES CO						1% 25 Jun 2033						2,100												2,020
						STUDIO CITY FINANCE LTD						6% 15 Jul 2025						200,000												173,112
						STUDIO CITY FINANCE LTD						5% 15 Jan 2029						400,000												295,552
						SWAP BANK OF AMERICA COC						SWAP CASH COLLATERAL USD						160,000												160,000
						SWAP BNP PARIBAS COC						SWAP CASH COLLATERAL USD						280,000												280,000
						SWAP CCPC MORGAN STANLEY COC						SWAP CCPC CASH COLLATERAL						84,000												84,000
						SWAP CITIBANK COC						SWAP CASH COLLATERAL USD						330,000												330,000
						SWAP GOLDMAN SACHS COC						SWAP CASH COLLATERAL USD						80,000												80,000
						SWAP JP MORGAN COC						SWAP CASH COLLATERAL USD						20,000												20,000
						SWAP UBS BOC						SWAP CASH COLLATERAL USD						(250,000)												(250,000)
						SWAPS CCNGFIUS2 COC USD						SWAPS CASH COLLATERAL USD						78,000												78,000
						SWISS INSURED BRAZIL						9.85% 16 Jul 2032						8,354,538												1,380,922
						SWISS INSURED BRAZIL						9.85% 16 Jul 2032						17,500,558												2,892,668
						SWPC0HJ26 CDS USD P V 03MEVENT						1% 20 Dec 2023						(100,000)												(100,000)
						SWPC0HJ26 CDS USD R F 1.00000						1% 20 Dec 2023						100,000												100,532
						SWPC0HR50 CDS USD P V 03MEVENT						1% 20 Dec 2023						(100,000)												(100,000)
						SWPC0HR50 CDS USD R F 1.00000						1% 20 Dec 2023						100,000												100,188
						SWPC0HYS2 CDS USD P V 03MEVENT						1% 20 Jun 2024						(500,000)												(500,000)
						SWPC0HYS2 CDS USD R F 1.00000						1% 20 Jun 2024						500,000												499,640
						SWPC0I222 CDS USD P F 1.00000						1% 20 Jun 2024						(5,000,000)												(5,000,000)
						SWPC0I222 CDS USD R V 03MEVENT						1% 20 Jun 2024						5,000,000												4,954,483
						SWPC0I248 CDS USD P F 1.00000						1% 20 Jun 2024						(5,000,000)												(5,000,000)
						SWPC0I248 CDS USD R V 03MEVENT						1% 20 Jun 2024						5,000,000												4,953,401
						SWPC0I2E6 CDS USD P V 03MEVENT						1% 20 Jun 2024						(100,000)												(100,000)
						SWPC0I2E6 CDS USD R F 1.00000						1% 20 Jun 2024						100,000												99,928
						SWPC0JJ55 CDS EUR P V 03MEVENT						1% 20 Dec 2025						(2,200,000)												(2,347,949)
						SWPC0JJ55 CDS EUR R F 1.00000						1% 20 Dec 2025						2,200,000												2,234,625
						SWPC0JKR5 CDS USD P V 03MEVENT						1% 20 Dec 2025						(700,000)												(700,000)
						SWPC0JKR5 CDS USD R F 1.00000						1% 20 Dec 2025						700,000												688,706
						SWPC0JWU5 CDS USD P V 03MEVENT						1% 20 Jun 2026						(400,000)												(400,000)
						SWPC0JWU5 CDS USD R F 1.00000						1% 20 Jun 2026						400,000												389,204
						SWPC0JYY5 CDS USD P V 03MEVENT						1% 20 Jun 2026						(500,000)												(500,000)
						SWPC0JYY5 CDS USD R F 1.00000						1% 20 Jun 2026						500,000												503,467
						SWPC0K0C7 CDS USD P V 03MEVENT						1% 20 Jun 2026						(2,100,000)												(2,100,000)
						SWPC0K0C7 CDS USD R F 1.00000						1% 20 Jun 2026						2,100,000												2,100,752
						SWPC0K367 CDS EUR P V 03MEVENT						1% 20 Jun 2026						(1,400,000)												(1,494,149)
						SWPC0K367 CDS EUR R F 1.00000						1% 20 Jun 2026						1,400,000												1,445,070
						SWPC0K4W9 CDS USD P V 03MEVENT						1% 20 Jun 2026						(100,000)												(100,000)
						SWPC0K4W9 CDS USD R F 1.00000						1% 20 Jun 2026						100,000												99,173
						SWPC0K5B4 CDS USD P V 03MEVENT						1% 20 Jun 2023						(400,000)												(400,000)
						SWPC0K5B4 CDS USD R F 1.00000						1% 20 Jun 2023						400,000												400,559
						SWPC0K7C0 CDS EUR P V 03MEVENT						1% 20 Jun 2026						(200,000)												(213,450)
						SWPC0K7C0 CDS EUR R F 5.00000						5% 20 Jun 2026						200,000												187,475
						SWPC0KBE1 CDS USD P V 03MEVENT						1% 20 Dec 2026						(200,000)												(200,000)
						SWPC0KBE1 CDS USD R F 1.00000						1% 20 Dec 2026						200,000												200,932

292

---

						SWPC0KBG6 CDS USD P V 03MEVENT						1% 20 Dec 2026						(1,000,000)												(1,000,000)
						SWPC0KBG6 CDS USD R F 1.00000						1% 20 Dec 2026						1,000,000												989,298
						SWPC0KE65 CDS USD P V 03MEVENT						1% 20 Dec 2026						(100,000)												(100,000)
						SWPC0KE65 CDS USD R F 1.00000						1% 20 Dec 2026						100,000												99,970
						SWPC0KGD8 CDS USD P V 03MEVENT						1% 20 Dec 2023						(200,000)												(200,000)
						SWPC0KGD8 CDS USD R F 1.00000						1% 20 Dec 2023						200,000												200,309
						SWPC0KJK9 CDS USD P V 03MEVENT						1% 20 Dec 2026						(200,000)												(200,000)
						SWPC0KJK9 CDS USD R F 1.00000						1% 20 Dec 2026						200,000												199,246
						SWPC0KOG2 CDS USD P V 03MEVENT						1% 20 Dec 2026						(100,000)												(100,000)
						SWPC0KOG2 CDS USD R F 5.00000						5% 20 Dec 2026						100,000												105,406
						SWPC0KR20 CDS USD P V 03MEVENT						1% 20 Jun 2027						(500,000)												(500,000)
						SWPC0KR20 CDS USD R F 1.00000						1% 20 Jun 2027						500,000												470,067
						SWPC0KRC8 CDS USD P V 03MEVENT						1% 20 Jun 2027						(5,800,000)												(5,800,000)
						SWPC0KRC8 CDS USD R F 1.00000						1% 20 Jun 2027						5,800,000												5,502,487
						SWPC0KTA0 CDS USD P V 03MEVENT						1% 20 Jun 2027						(700,000)												(700,000)
						SWPC0KTA0 CDS USD R F 5.00000						5% 20 Jun 2027						700,000												748,259
						SWPC0KV17 CDS USD P V 03MEVENT						1% 20 Jun 2027						(3,564,000)												(3,564,000)
						SWPC0KV17 CDS USD R F 5.00000						5% 20 Jun 2027						3,564,000												3,637,796
						SWPC0KVK5 CDS USD P V 03MEVENT						1% 20 Jun 2027						(300,000)												(300,000)
						SWPC0KVK5 CDS USD R F 1.00000						1% 20 Jun 2027						300,000												282,040
						SWPC0KW32 CDS USD P V 03MEVENT						1% 20 Jun 2024						(3,100,000)												(3,100,000)
						SWPC0KW32 CDS USD R F 5.00000						5% 20 Jun 2024						3,100,000												3,217,735
						SWPC0KWC2 CDS EUR P V 03MEVENT						1% 20 Jun 2027						(2,200,000)												(2,347,949)
						SWPC0KWC2 CDS EUR R F 1.00000						1% 20 Jun 2027						2,200,000												2,137,476
						SWPC0KWJ7 CDS USD P V 03MEVENT						1% 20 Jun 2027						(3,000,000)												(3,000,000)
						SWPC0KWJ7 CDS USD R F 1.00000						1% 20 Jun 2027						3,000,000												2,958,381
						SWPC0KXJ6 CDS USD P V 03MEVENT						1% 20 Jun 2027						(400,000)												(400,000)
						SWPC0KXJ6 CDS USD R F 1.00000						1% 20 Jun 2027						400,000												376,053
						SWPC0L1Z3 CDS USD P V 03MEVENT						1% 20 Dec 2024						(100,000)												(100,000)
						SWPC0L1Z3 CDS USD R F 1.00000						1% 20 Dec 2024						100,000												99,855
						SWPC0L266 CDS USD P V 03MEVENT						1% 20 Jun 2027						(2,000,000)												(2,000,000)
						SWPC0L266 CDS USD R F 1.00000						1% 20 Jun 2027						2,000,000												1,661,454
						SWPC0LB33 CDS EUR P V 03MEVENT						1% 20 Dec 2027						(400,000)												(426,900)
						SWPC0LB33 CDS EUR R F 5.00000						5% 20 Dec 2027						400,000												431,544
						SWPC0LB90 CDS USD P V 03MEVENT						1% 20 Dec 2027						(700,000)												(700,000)
						SWPC0LB90 CDS USD R F 1.00000						1% 20 Dec 2027						700,000												705,597
						SWPC0LD98 CDS USD P V 03MEVENT						1% 20 Dec 2027						(500,000)												(500,000)
						SWPC0LD98 CDS USD R F 1.00000						1% 20 Dec 2027						500,000												492,674
						SWPC0LDA5 CDS USD P V 03MEVENT						1% 20 Dec 2027						(29,000,000)												(29,000,000)
						SWPC0LDA5 CDS USD R F 5.00000						5% 20 Dec 2027						29,000,000												29,178,582
						SWPC0LEP1 CDS USD P V 03MEVENT						1% 20 Dec 2027						(300,000)												(300,000)
						SWPC0LEP1 CDS USD R F 1.00000						1% 20 Dec 2027						300,000												278,141
						SWPC0LER7 CDS USD P V 03MEVENT						1% 20 Dec 2027						(200,000)												(200,000)
						SWPC0LER7 CDS USD R F 1.00000						1% 20 Dec 2027						200,000												185,427
						SWPC0LJM3 CDS USD P V 03MEVENT						1% 20 Dec 2027						(5,000,000)												(5,000,000)
						SWPC0LJM3 CDS USD R F 1.00000						1% 20 Dec 2027						5,000,000												4,683,687
						SWPC0LJN1 CDS USD P V 03MEVENT						1% 20 Dec 2027						(3,800,000)												(3,800,000)
						SWPC0LJN1 CDS USD R F 1.00000						1% 20 Dec 2027						3,800,000												3,523,117

293

---

						SWPCDAF70 CDS USD P F 1.00000						1% 20 Jun 2024						(5,000,000)												(5,000,000)
						SWPCDAF70 CDS USD R V 03MEVENT						1% 20 Jun 2024						5,000,000												4,952,986
						SWPCTJ989 CDS USD P V 03MEVENT						1% 20 Dec 2025						(1,100,000)												(1,100,000)
						SWPCTJ989 CDS USD R F 1.00000						1% 20 Dec 2025						1,100,000												1,101,144
						SWU010M10 IRS MXN P V 01MTIIE						1% 17 Feb 2040						(43,900,000)												(2,252,755)
						SWU010M10 IRS MXN R F 7.99000						7.99% 17 Feb 2040						43,900,000												2,086,313
						SWU01D6I3 IRS USD P V 12MSOFR						1% 15 Jun 2032						(3,600,000)												(3,600,000)
						SWU01D6I3 IRS USD R F 1.25000						1.25% 15 Jun 2032						3,600,000												2,947,888
						SWU01D6J1 IRS USD P V 12MSOFR						1% 15 Jun 2032						(1,510,000)												(1,510,000)
						SWU01D6J1 IRS USD R F 1.25000						1.25% 15 Jun 2032						1,510,000												1,232,228
						SWU01FSC7 IRS MXN P V 01MTIIE						1% 15 Jan 2032						(29,700,000)												(1,524,073)
						SWU01FSC7 IRS MXN R F 7.49750						7.497% 15 Jan 2032						29,700,000												1,408,509
						SWU01H5V6 IRS USD P V 12MSOFR						1% 15 Jun 2032						(660,000)												(660,000)
						SWU01H5V6 IRS USD R F 1.75000						1.75% 15 Jun 2032						660,000												566,679
						SWU01H652 IRS USD P V 12MSOFR						1% 15 Jun 2032						(3,080,000)												(3,080,000)
						SWU01H652 IRS USD R F 1.75000						1.75% 15 Jun 2032						3,080,000												2,635,715
						SWU01HCW6 IRS BRL P V 00MBRCDI						1% 04 Jan 2027						(6,500,000)												(1,231,119)
						SWU01HCW6 IRS BRL R F 12.01500						12.015% 04 Jan 2027						6,500,000												1,211,341
						SWU01JHW7 IRS USD P V 12MSOFR						1% 21 Dec 2032						(28,200,000)												(28,200,000)
						SWU01JHW7 IRS USD R F 2.00000						2% 21 Dec 2032						28,200,000												24,631,480
						SWU01L9I2 IRS USD P V 12MSOFR						1% 06 Sep 2032						(500,000)												(500,000)
						SWU01L9I2 IRS USD R F 3.05000						3.05% 06 Sep 2032						500,000												479,163
						SWU088762 IRS GBP P V 01MUKRPI						1% 15 Sep 2031						(500,000)												(601,450)
						SWU088762 IRS GBP R F 4.06600						4.066% 15 Sep 2031						500,000												533,702
						SWU0IF898 IRS GBP P V 01MUKRPI						1% 15 Sep 2031						(200,000)												(240,580)
						SWU0IF898 IRS GBP R F 4.00000						4% 15 Sep 2031						200,000												211,837
						SWU0K5582 IRS GBP P V 01MUKRPI						1% 15 Sep 2031						(200,000)												(240,580)
						SWU0K5582 IRS GBP R F 4.05500						4.055% 15 Sep 2031						200,000												213,206
						SWU0LK091 IRS GBP P V 01MUKRPI						1% 15 Oct 2031						(300,000)												(360,870)
						SWU0LK091 IRS GBP R F 4.02000						4.02% 15 Oct 2031						300,000												318,768
						SWU0MJ903 IRS GBP P V 01MUKRPI						1% 15 Oct 2031						(600,000)												(721,740)
						SWU0MJ903 IRS GBP R F 4.14000						4.14% 15 Oct 2031						600,000												646,516
						SWU0TY9B9 TRS USD P V 03MSOFR						1% 20 Jun 2023						(300,000)												(300,000)
						SWU0TY9B9 TRS USD R E						TRS IBOXHY						999												300,000
						SYNIVERSE HOLDINGS, LLC						1% 13 May 2027						4,805,983												4,175,198
						TEAM HEALTH INC DEL						1% 06 Feb 2024						2,877,879												2,444,973
						THAILAND BAHT						FOREIGN CURRENCY						949,959												27,428
						THAILAND GOVERNMENT BOND						3.4% 17 Jun 2036						56,700,000												1,698,594
						THAILAND GOVERNMENT BOND						3.775% 25 Jun 2032						49,700,000												1,576,380
						TOPAZ SOLAR FARMS LLC						5.75% 30 Sep 2039						204,965												194,094
						TOPAZ SOLAR FARMS LLC						4.875% 30 Sep 2039						38,804												34,127
						TOWD POINT MORTGAGE FUNDING						1% 20 Feb 2054						626,188												750,844
						TSY INFL IX N/B						0.5% 15 Apr 2024						1,240,533												1,207,447
						TSY INFL IX N/B						0.625% 15 Jan 2024						1,328,122												1,451,628
						TSY INFL IX N/B						0.375% 15 Jul 2023						2,586,408												2,556,383
						TSY INFL IX N/B						0.125% 15 Jul 2024						2,283,936												2,213,198
						TSY INFL IX N/B						0.125% 15 Oct 2024						1,591,104												1,534,498
						TURKISH LIRA						FOREIGN CURRENCY						670												36

294

---

						U.S. RENAL CARE, INC.						1% 26 Jun 2026						3,729,727												2,066,380
						UBER TECHNOLOGIES INC						1% 04 Apr 2025						99,223												98,840
						UBS AG						5.125% 15 May 2024						1,000,000												986,660
						UBS GROUP AG						4.988% 05 Aug 2033						1,700,000												1,577,923
						UKRAINE GOVERNMENT						7.75% 01 Sep 2024						1,400,000												349,706
						UKRAINE GOVERNMENT						6.75% 20 Jun 2028						1,200,000												237,032
						UNITED KINGDOM GILT						1.75% 22 Jan 2049						120,000												92,475
						UNITED KINGDOM GILT						3.25% 22 Jan 2044						100,000												106,952
						UNITED KINGDOM GILT						1.5% 22 Jul 2047						60,000												44,104
						UNITED KINGDOM GILT						1.25% 31 Jul 2051						130,000												84,564
						UNITED KINGDOM GILT						3.5% 22 Jan 2045						100,000												110,862
						UNITI GROUP/CSL CAPITAL						4.75% 15 Apr 2028						836,000												667,287
						UNITI GRP/UNITI HLD/CSL						7.875% 15 Feb 2025						1,418,000												1,376,240
						UNITI GRP/UNITI HLD/CSL						6% 15 Jan 2030						300,000												190,350
						UROPA SECURITIES PLC						1% 10 Oct 2040						566,369												561,078
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						1,800,000												(5,844)
						US 10YR ULTRA FUT MAR23						XCBT 20230322						2,000,000												(3,281)
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						(300,000)												865
						US DOLLAR												2,785,584												2,785,584
						US RENAL CARE INC						10.625% 15 Jul 2027						151,000												31,736
						US TREASURY N/B						3% 15 Feb 2048						1,200,000												990,375
						US TREASURY N/B						3.125% 15 May 2048						1,350,000												1,142,648
						US TREASURY N/B						3% 15 Aug 2048						1,230,000												1,016,672
						US TREASURY N/B						3% 15 Feb 2049						570,000												473,011
						US TREASURY N/B						2.875% 15 May 2049						12,550,000												10,167,461
						US TREASURY N/B						4% 15 Nov 2052						100,000												101,094
						US TREASURY N/B						4% 15 Nov 2042						200,000												197,250
						US TREASURY N/B						2.5% 31 Jan 2025						2,800,000												2,693,469
						US TREASURY N/B						2.625% 15 Feb 2029						6,600,000												6,114,797
						US TREASURY N/B						2.375% 15 May 2029						6,400,000												5,830,500
						US TREASURY N/B						1.125% 29 Feb 2028						800,000												693,500
						US TREASURY N/B						1.25% 15 Aug 2031						5,300,000												4,316,188
						US TREASURY N/B						2.875% 15 May 2032						2,070,000												1,916,044
						US ULTRA BOND CBT MAR23						XCBT 20230322						100,000												789
						VALARIS LTD						COMMON STOCK USD.01						270												18,257
						VALARIS LTD						8.25% 30 Apr 2028						406,000												402,403
						VALARIS LTD						8.25% 30 Apr 2028						108,000												107,043
						VICI PROPERTIES / NOTE						5.625% 01 May 2024						100,000												99,280
						VICI PROPERTIES / NOTE						4.5% 01 Sep 2026						200,000												188,568
						VICI PROPERTIES / NOTE						5.75% 01 Feb 2027						700,000												682,556
						VICI PROPERTIES / NOTE						4.5% 15 Jan 2028						100,000												91,431
						VIKING CRUISES LTD						13% 15 May 2025						2,809,000												2,977,596
						VOYAGER AVIATION HLD PFD						VOYAGER AVIATION 92918X9A5						75												24,575
						VOYAGER AVIATION HOLD						8.5% 09 May 2026						27,000												22,410
						WELLS FARGO COMMERCIAL MORTGAG						1% 15 Feb 2037						1,460,000												1,403,119
						WESTERN MIDSTREAM OPERAT						1% 13 Jan 2023						22,000												21,996
						WINDSTREAM ESCROW LLC						7.75% 15 Aug 2028						4,300,000												3,517,830
						WINDSTREAM SERVICES LLC						1% 21 Sep 2027						396,895												358,198

295

---

						WM MORRISON						1% 04 Nov 2027						1,100,000												1,018,423
						WM MORRISON						1% 04 Nov 2027						600,000												555,503
						WYNN MACAU LTD						4.875% 01 Oct 2024						400,000												378,312
						WYNN MACAU LTD						5.125% 15 Dec 2029						600,000												479,706
						WYNN MACAU LTD						5.5% 15 Jan 2026						1,500,000												1,370,415
						WYNN MACAU LTD						5.625% 26 Aug 2028						600,000												508,044
						WYNN MACAU LTD						5.625% 26 Aug 2028						400,000												338,696
						YUAN RENMINBI						FOREIGN CURRENCY						(9,336,995)												(1,343,124)
						YUAN RENMINBI OFFSHORE						FOREIGN CURRENCY						9,767,615												1,411,740
												Total : EXHIBIT N - High Yield and Emerging Markets Bond Fund																		$	279,985,297

n / a - Cost is not applicable

296

---

EXHIBIT O - High Yield Debt Fund

(Managed by JP Morgan)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						1011778 BC / NEW RED FIN						3.875% 15 Jan 2028						145,000												$	130,633
						1011778 BC / NEW RED FIN						4% 15 Oct 2030						280,000												227,452
						1011778 BC / NEW RED FIN						3.5% 15 Feb 2029						67,000												57,795
						180 MEDICAL INC						3.875% 15 Oct 2029						200,000												171,866
						ABC SUPPLY CO INC						4% 15 Jan 2028						345,000												307,585
						ACADIA HEALTHCARE CO INC						5.5% 01 Jul 2028						291,000												276,255
						ACCO BRANDS CORP						4.25% 15 Mar 2029						410,000												338,414
						ACI WORLDWIDE INC						5.75% 15 Aug 2026						252,000												245,118
						ACPRODUCTS INC						1% 17 May 2028						246,250												183,316
						ADIENT GLOBAL HOLDINGS						4.875% 15 Aug 2026						325,000												302,461
						ADIENT US LLC						1% 10 Apr 2028						208,257												205,719
						ADT SEC CORP						4.125% 01 Aug 2029						204,000												174,869
						ADT SEC CORP						4.875% 15 Jul 2032						645,000												548,547
						ADVANCED DRAINAGE SYSTEM						5% 30 Sep 2027						123,000												115,619
						ALBERTSONS COS/SAFEWAY						5.875% 15 Feb 2028						78,000												74,203
						ALBERTSONS COS/SAFEWAY						4.625% 15 Jan 2027						559,000												520,328
						ALBERTSONS COS/SAFEWAY						4.875% 15 Feb 2030						45,000												40,150
						ALBERTSONS COS/SAFEWAY						3.25% 15 Mar 2026						195,000												178,002
						ALBERTSONS COS/SAFEWAY						3.5% 15 Mar 2029						440,000												368,953
						ALCOA NEDERLAND HOLDING						5.5% 15 Dec 2027						400,000												385,512
						ALLIED UNIVERSAL						6.625% 15 Jul 2026						90,000												82,531
						ALLIED UNIVERSAL						9.75% 15 Jul 2027						15,000												13,167
						ALLISON TRANSMISSION INC						4.75% 01 Oct 2027						225,000												208,877
						ALLISON TRANSMISSION INC						5.875% 01 Jun 2029						445,000												417,837
						ALLISON TRANSMISSION INC						3.75% 30 Jan 2031						135,000												111,073
						ALLY FINANCIAL INC						5.75% 20 Nov 2025						264,000												256,505
						ALTICE FINANCING SA						5.75% 15 Aug 2029						220,000												173,714
						ALTICE FRANCE HOLDING SA						10.5% 15 May 2027						200,000												152,228
						ALTICE FRANCE SA						8.125% 01 Feb 2027						405,000												369,716
						ALTICE FRANCE SA						5.125% 15 Jul 2029						300,000												224,802
						ALTICE FRANCE SA						5.5% 15 Oct 2029						200,000												152,996
						AMERICAN AIRLINES/AADVAN						5.5% 20 Apr 2026						620,000												596,229
						AMERICAN AIRLINES/AADVAN						5.75% 20 Apr 2029						275,000												251,592
						AMERICAN AXLE + MFG INC						6.5% 01 Apr 2027						350,000												317,345
						AMERICAN AXLE + MFG INC						6.25% 15 Mar 2026						135,000												126,707
						AMERICAN AXLE + MFG INC						6.875% 01 Jul 2028						175,000												156,170

297

---

						AMERICAN AXLE + MFG INC						5% 01 Oct 2029						131,000												105,083
						AMERIGAS PART/FIN CORP						5.875% 20 Aug 2026						350,000												333,050
						AMERIGAS PART/FIN CORP						5.5% 20 May 2025						140,000												134,515
						AMGH HLDG CORP						1% 14 Mar 2025						333,078												234,404
						AMS OSRAM AG						7% 31 Jul 2025						200,000												188,114
						ANTERO MIDSTREAM PART/FI						5.75% 01 Mar 2027						75,000												70,856
						ANTERO MIDSTREAM PART/FI						5.75% 15 Jan 2028						230,000												214,431
						ANTERO MIDSTREAM PART/FI						5.375% 15 Jun 2029						180,000												164,651
						ANTERO MIDSTREAM PART/FI						7.875% 15 May 2026						230,000												233,558
						ANTERO RESOURCES CORP						8.375% 15 Jul 2026						156,000												163,093
						ANTERO RESOURCES CORP						7.625% 01 Feb 2029						109,000												110,415
						ANTERO RESOURCES CORP						5.375% 01 Mar 2030						67,000												62,102
						API GROUP DE INC						4.75% 15 Oct 2029						101,000												88,483
						API GROUP DE INC						4.125% 15 Jul 2029						119,000												100,625
						ARAMARK SERVICES INC						5% 01 Feb 2028						248,000												231,828
						ARCHES BUYER INC						4.25% 01 Jun 2028						105,000												82,355
						ARCHROCK PARTNERS LP/FIN						6.875% 01 Apr 2027						90,000												86,191
						ARCHROCK PARTNERS LP/FIN						6.25% 01 Apr 2028						135,000												124,083
						ARCONIC CORP						6.125% 15 Feb 2028						175,000												164,514
						ARCONIC CORP						6% 15 May 2025						169,000												167,040
						ARDAGH METAL PACKAGING						6% 15 Jun 2027						200,000												195,854
						ARDAGH PKG FIN/HLDGS USA						5.25% 15 Aug 2027						400,000												294,116
						ARDAGH PKG FIN/HLDGS USA						5.25% 15 Aug 2027						240,000												180,986
						ASBURY AUTOMOTIVE GROUP						4.5% 01 Mar 2028						70,000												61,639
						ASBURY AUTOMOTIVE GROUP						4.75% 01 Mar 2030						101,000												84,819
						ASBURY AUTOMOTIVE GROUP						4.625% 15 Nov 2029						241,000												203,464
						ASHTEAD CAPITAL INC						4.375% 15 Aug 2027						210,000												196,518
						ATI INC						5.875% 01 Dec 2027						110,000												105,224
						ATI INC						4.875% 01 Oct 2029						80,000												70,668
						ATI INC						5.125% 01 Oct 2031						60,000												52,859
						ATLAS LUXCO 4 / ALL UNI						4.625% 01 Jun 2028						200,000												165,292
						ATS CORP						4.125% 15 Dec 2028						206,000												177,694
						AVANTOR FUNDING INC						4.625% 15 Jul 2028						421,000												382,281
						AVIENT CORP						7.125% 01 Aug 2030						60,000												59,021
						AVIS BUDGET CAR/FINANCE						5.75% 15 Jul 2027						225,000												204,350
						AVIS BUDGET CAR/FINANCE						5.75% 15 Jul 2027						85,000												77,395
						AVIS BUDGET CAR/FINANCE						5.375% 01 Mar 2029						161,000												138,222
						AVIS BUDGET CAR/FINANCE						4.75% 01 Apr 2028						245,000												207,682
						AXALTA COAT/DUTCH HLD BV						4.75% 15 Jun 2027						200,000												184,850
						AXALTA COATING SYSTEMS						3.375% 15 Feb 2029						300,000												248,955
						BATH + BODY WORKS INC						6.875% 01 Nov 2035						26,000												23,095
						BATH + BODY WORKS INC						6.75% 01 Jul 2036						105,000												92,083
						BATH + BODY WORKS INC						7.5% 15 Jun 2029						30,000												29,593
						BATH + BODY WORKS INC						9.375% 01 Jul 2025						13,000												13,957
						BAUSCH HEALTH AMERICAS						9.25% 01 Apr 2026						145,000												102,318
						BAUSCH HEALTH AMERICAS						8.5% 31 Jan 2027						717,000												376,468
						BAUSCH HEALTH COMPANIES INC.						1% 02 Jun 2025						—												0
						BAUSCH HEALTH COS INC						5.25% 30 Jan 2030						140,000												67,200

298

---

						BAUSCH HEALTH COS INC						6.25% 15 Feb 2029						300,000												145,383
						BAUSCH HEALTH COS INC						5.25% 15 Feb 2031						138,000												66,835
						BAUSCH HEALTH COS INC						5% 15 Feb 2029						182,000												87,464
						BAUSCH HEALTH COS INC						4.875% 01 Jun 2028						235,000												150,320
						BAUSCH HEALTH COS INC						5.5% 01 Nov 2025						765,000												651,344
						BAUSCH HEALTH COS INC						9% 15 Dec 2025						1,460,000												1,155,254
						BAYTEX ENERGY CORP						8.75% 01 Apr 2027						260,000												264,493
						BERRY GLOBAL INC						4.875% 15 Jul 2026						345,000												333,163
						BIG RIVER STEEL/BRS FIN						6.625% 31 Jan 2029						166,000												158,990
						BLACK KNIGHT INFOSERV LL						3.625% 01 Sep 2028						156,000												136,210
						BLOCK INC						2.75% 01 Jun 2026						229,000												204,689
						BLOCK INC						3.5% 01 Jun 2031						234,000												186,774
						BLUE RACER MID LLC/FINAN						7.625% 15 Dec 2025						166,000												165,122
						BOOZ ALLEN HAMILTON INC						3.875% 01 Sep 2028						158,000												140,568
						BOOZ ALLEN HAMILTON INC						4% 01 Jul 2029						156,000												138,228
						BOYNE USA INC						4.75% 15 May 2029						128,000												114,601
						BRINK S CO/THE						5.5% 15 Jul 2025						155,000												152,222
						BUCKEYE PARTNERS LP						3.95% 01 Dec 2026						35,000												31,289
						BUCKEYE PARTNERS LP						4.125% 01 Dec 2027						105,000												92,006
						BUCKEYE PARTNERS LP						4.125% 01 Mar 2025						150,000												143,502
						BUCKEYE PARTNERS LP						4.5% 01 Mar 2028						275,000												241,623
						BUILDERS FIRSTSOURCE INC						5% 01 Mar 2030						70,000												62,441
						BUILDERS FIRSTSOURCE INC						4.25% 01 Feb 2032						154,000												125,376
						BUILDERS FIRSTSOURCE INC						6.375% 15 Jun 2032						176,000												165,693
						BWAY HLDG CO						1% 03 Apr 2024						761,686												742,750
						BWX TECHNOLOGIES INC						4.125% 15 Apr 2029						186,000												161,169
						CAESARS ENTERTAIN INC						4.625% 15 Oct 2029						123,000												100,045
						CAESARS ENTERTAIN INC						6.25% 01 Jul 2025						70,000												68,199
						CAESARS ENTERTAIN INC						8.125% 01 Jul 2027						25,000												24,587
						CALIFORNIA RESOURCES CRP						7.125% 01 Feb 2026						288,000												274,732
						CALPINE CORP						5.25% 01 Jun 2026						46,000												43,872
						CALPINE CORP						4.625% 01 Feb 2029						240,000												206,832
						CALPINE CORP						5% 01 Feb 2031						80,000												67,392
						CARNIVAL CORP						10.5% 01 Feb 2026						62,000												62,290
						CARNIVAL CORP						5.75% 01 Mar 2027						349,000												249,074
						CARNIVAL CORP						4% 01 Aug 2028						174,000												141,756
						CARNIVAL CORP						6% 01 May 2029						51,000												34,318
						CARPENTER TECHNOLOGY						6.375% 15 Jul 2028						150,000												142,877
						CARPENTER TECHNOLOGY						7.625% 15 Mar 2030						47,000												47,219
						CATALENT PHARMA SOLUTION						3.125% 15 Feb 2029						42,000												33,459
						CCO HLDGS LLC/CAP CORP						5.125% 01 May 2027						1,628,000												1,512,607
						CCO HLDGS LLC/CAP CORP						5% 01 Feb 2028						1,304,000												1,177,290
						CCO HLDGS LLC/CAP CORP						5.375% 01 Jun 2029						274,000												246,342
						CCO HLDGS LLC/CAP CORP						4.75% 01 Mar 2030						459,000												392,050
						CCO HLDGS LLC/CAP CORP						4.5% 15 Aug 2030						380,000												314,648
						CCO HLDGS LLC/CAP CORP						4.25% 01 Feb 2031						704,000												565,509
						CCO HLDGS LLC/CAP CORP						4.5% 01 Jun 2033						388,000												298,799
						CCO HLDGS LLC/CAP CORP						4.25% 15 Jan 2034						245,000												181,173

299

---

						CCO HLDGS LLC/CAP CORP						4.75% 01 Feb 2032						80,000												64,830
						CD+R SMOKEY BUYER INC						6.75% 15 Jul 2025						289,000												249,254
						CDW LLC/CDW FINANCE						4.25% 01 Apr 2028						300,000												276,006
						CDW LLC/CDW FINANCE						3.25% 15 Feb 2029						113,000												96,271
						CEDAR FAIR/CAN/MAGNUM/MI						5.5% 01 May 2025						260,000												256,784
						CENTENE CORP						4.25% 15 Dec 2027						310,000												291,106
						CENTENE CORP						4.625% 15 Dec 2029						1,008,000												923,540
						CENTENE CORP						3% 15 Oct 2030						108,000												88,605
						CENTENE CORP						2.45% 15 Jul 2028						85,000												71,612
						CENTRAL GARDEN + PET CO						5.125% 01 Feb 2028						565,000												525,292
						CENTRAL GARDEN + PET CO						4.125% 15 Oct 2030						133,000												109,770
						CHART INDUSTRIES INC						7.5% 01 Jan 2030						91,000												91,515
						CHART INDUSTRIES INC						9.5% 01 Jan 2031						33,000												33,889
						CHEMOURS CO						5.75% 15 Nov 2028						445,000												399,574
						CHEMOURS CO						4.625% 15 Nov 2029						70,000												57,402
						CHENIERE ENERGY PARTNERS						4.5% 01 Oct 2029						375,000												337,778
						CHENIERE ENERGY PARTNERS						4% 01 Mar 2031						120,000												102,704
						CHENIERE ENERGY PARTNERS						3.25% 31 Jan 2032						101,000												80,581
						CHESAPEAKE ENERGY CORP						6.75% 15 Apr 2029						556,000												541,416
						CHORD ENERGY CORP						COMMON STOCK						2,134												291,953
						CHORD ENERGY CORP						6.375% 01 Jun 2026						208,000												201,554
						CHS/COMMUNITY HEALTH SYS						8% 15 Mar 2026						417,000												380,025
						CHS/COMMUNITY HEALTH SYS						5.625% 15 Mar 2027						121,000												103,820
						CHS/COMMUNITY HEALTH SYS						6% 15 Jan 2029						84,000												70,316
						CHS/COMMUNITY HEALTH SYS						4.75% 15 Feb 2031						135,000												98,238
						CHS/COMMUNITY HEALTH SYS						5.25% 15 May 2030						235,000												177,362
						CIENA CORP						4% 31 Jan 2030						183,000												161,375
						CINEMARK USA INC						8.75% 01 May 2025						85,000												86,275
						CINEMARK USA INC						5.25% 15 Jul 2028						100,000												74,277
						CLAIRE 14 PIK CONVERTIBLE						CLAIRE 14 PIK CONVERTIBLE						122												76,250
						CLAIRE S STONE INC						COMMON STOCK						162												136,976
						CLAIRES STORES INC						1% 18 Dec 2026						464,280												417,077
						CLARIOS GLOBAL LP/US FIN						6.25% 15 May 2026						250,000												244,628
						CLARIOS GLOBAL LP/US FIN						8.5% 15 May 2027						88,000												86,090
						CLARIV SCI HLD CORP						3.875% 01 Jul 2028						124,000												107,571
						CLARIV SCI HLD CORP						4.875% 01 Jul 2029						140,000												119,039
						CLEAR CHANNEL OUTDOOR HO						5.125% 15 Aug 2027						655,000												567,544
						CLEAR CHANNEL OUTDOOR HO						7.75% 15 Apr 2028						210,000												154,125
						CLEAR CHANNEL OUTDOOR HO						7.5% 01 Jun 2029						252,000												183,297
						CLEVELAND CLIFFS INC						4.625% 01 Mar 2029						175,000												156,557
						CLEVELAND CLIFFS INC						4.875% 01 Mar 2031						90,000												79,711
						CNX MIDSTREAM PART LP						4.75% 15 Apr 2030						40,000												33,023
						CNX RESOURCES CORP						7.375% 15 Jan 2031						17,000												16,312
						COHERENT CORP						5% 15 Dec 2029						245,000												212,983
						COINBASE GLOBAL INC						3.375% 01 Oct 2028						60,000												31,697
						COINBASE GLOBAL INC						3.625% 01 Oct 2031						60,000												28,961

300

---

						COMMSCOPE INC						4.75% 01 Sep 2029						229,000												184,929
						COMMSCOPE INC						8.25% 01 Mar 2027						550,000												430,309
						COMMSCOPE INC						6% 01 Mar 2026						460,000												425,008
						COMMSCOPE TECH LLC						6% 15 Jun 2025						270,000												246,532
						COMSTOCK RESOURCES INC						6.75% 01 Mar 2029						419,000												378,294
						COMSTOCK RESOURCES INC						5.875% 15 Jan 2030						122,000												105,504
						CONDUENT BUS SERVICES						6% 01 Nov 2029						255,000												208,455
						COOPER STANDARD AUTOMOTI						5.625% 15 Nov 2026						555,000												238,533
						COOPER STANDARD AUTOMOTI						13% 01 Jun 2024						333,000												348,181
						CORECIVIC INC						8.25% 15 Apr 2026						203,000												207,957
						COTY INC						6.5% 15 Apr 2026						90,000												86,437
						COTY INC						5% 15 Apr 2026						95,000												90,553
						COTY/HFC PRESTIGE/INT US						4.75% 15 Jan 2029						125,000												113,106
						CRESTWOOD MID PARTNER LP						5.625% 01 May 2027						160,000												149,173
						CRESTWOOD MID PARTNER LP						8% 01 Apr 2029						330,000												329,479
						CSC HOLDINGS LLC						7.5% 01 Apr 2028						200,000												135,528
						CSC HOLDINGS LLC						6.5% 01 Feb 2029						880,000												722,066
						CSC HOLDINGS LLC						5.75% 15 Jan 2030						200,000												113,072
						CVR PARTNERS/CVR NITROGE						6.125% 15 Jun 2028						156,000												140,199
						DANA INC						5.625% 15 Jun 2028						345,000												313,826
						DAVITA INC						4.625% 01 Jun 2030						495,000												399,059
						DAVITA INC						3.75% 15 Feb 2031						356,000												265,558
						DEXKO GLOBAL INC.						1% 04 Oct 2028						260,531												232,923
						DIRECTV FIN LLC/COINC						5.875% 15 Aug 2027						304,000												272,396
						DIRECTV FINANCING LLC						1% 02 Aug 2027						310,625												301,760
						DISH DBS CORP						5% 15 Mar 2023						803,000												799,531
						DISH DBS CORP						5.875% 15 Nov 2024						2,026,000												1,889,164
						DISH DBS CORP						7.75% 01 Jul 2026						370,000												299,193
						DISH DBS CORP						5.25% 01 Dec 2026						720,000												607,342
						DISH DBS CORP						5.75% 01 Dec 2028						145,000												115,822
						DISH NETWORK CORP						3.375% 15 Aug 2026						292,000												183,253
						DISH NETWORK CORP						11.75% 15 Nov 2027						370,000												380,693
						DORNOCH DEBT MERGER SUB						6.625% 15 Oct 2029						183,000												129,381
						DT MIDSTREAM INC						4.125% 15 Jun 2029						230,000												197,795
						DT MIDSTREAM INC						4.375% 15 Jun 2031						78,000												65,242
						DUN + BRADSTREET CORP						5% 15 Dec 2029						62,000												53,425
						DYCOM INDUSTRIES INC						4.5% 15 Apr 2029						320,000												280,131
						EDGEWELL PERSONAL CARE						5.5% 01 Jun 2028						275,000												257,452
						EDGEWELL PERSONAL CARE						4.125% 01 Apr 2029						88,000												75,377
						ELANCO ANIMAL HEALTH INC						6.65% 28 Aug 2028						210,000												199,748
						ELEMENT SOLUTIONS INC						3.875% 01 Sep 2028						275,000												234,729
						EMERGENT BIOSOLUTIONS						3.875% 15 Aug 2028						237,000												117,535
						ENCINO ACQUISITION PARTN						8.5% 01 May 2028						326,000												296,993
						ENCOMPASS HEALTH CORP						4.5% 01 Feb 2028						335,000												304,133
						ENCOMPASS HEALTH CORP						4.75% 01 Feb 2030						137,000												120,652
						ENCOMPASS HEALTH CORP						4.625% 01 Apr 2031						5,000												4,295
						ENCOMPASS HEALTH CORP						5.75% 15 Sep 2025						320,000												317,315
						ENDO DAC/FIN LLC/FINCO						9.5% 31 Jul 2027						77,000												10,780

301

---

						ENDO LUX FIN CO I SARL						6.125% 01 Apr 2029						80,000												60,809
						ENERGIZER HOLDINGS INC						4.75% 15 Jun 2028						241,000												209,747
						ENERGIZER HOLDINGS INC						4.375% 31 Mar 2029						564,000												479,417
						ENLINK MIDSTREAM LLC						5.375% 01 Jun 2029						70,000												64,992
						ENLINK MIDSTREAM LLC						6.5% 01 Sep 2030						66,000												65,348
						ENLINK MIDSTREAM PARTNER						4.15% 01 Jun 2025						32,000												30,473
						ENLINK MIDSTREAM PARTNER						4.85% 15 Jul 2026						85,000												80,348
						ENPRO INDUSTRIES INC						5.75% 15 Oct 2026						184,000												179,582
						ENTEGRIS ESCROW CORP						4.75% 15 Apr 2029						330,000												301,521
						ENTEGRIS ESCROW CORP						5.95% 15 Jun 2030						35,000												32,287
						ENTEGRIS INC						4.375% 15 Apr 2028						200,000												176,498
						ENTEGRIS INC						3.625% 01 May 2029						112,000												90,074
						ENTERCOM MEDIA CORP						6.5% 01 May 2027						100,000												18,858
						ENVISION HEALTHCARE CORP						1% 31 Mar 2027						184,405												62,698
						ENVISION HEALTHCARE CORP						1% 31 Mar 2027						451,504												112,876
						ENVISION HEALTHCARE CORP						8.75% 15 Oct 2026						430,000												120,757
						EP ENERGY CORP						COMMON STOCK						8,910												66,825
						EPIC CRUDE SVCS LP						1% 02 Mar 2026						590,470												523,876
						EQM MIDSTREAM PARTNERS L						5.5% 15 Jul 2028						128,000												114,342
						EQM MIDSTREAM PARTNERS L						6% 01 Jul 2025						112,000												108,807
						EQM MIDSTREAM PARTNERS L						4.5% 15 Jan 2029						652,000												551,599
						EQT CORP						3.9% 01 Oct 2027						10,000												9,233
						EQT CORP						5% 15 Jan 2029						65,000												61,160
						ESC 144A HERTZ CORP						6% 15 Jan 2028						290,000												24,650
						ESC CB CHESAPEAKE ENER						5.5% 15 Sep 2026						45,000												900
						ESC GCB HERTZ CORP						6.25% 15 Oct 2022						60,000												1,800
						ESC GCB144A HERTZ CORP						5.5% 15 Oct 2024						468,000												14,040
						ESC GCB144A HERTZ CORP						7.125% 01 Aug 2026						300,000												25,500
						FIRST STUDENT BIDCO INC						1% 21 Jul 2028						68,024												61,292
						FIRST STUDENT BIDCO INC						1% 21 Jul 2028						182,901												164,802
						FIRST STUDENT BIDCO INC						1% 21 Jul 2028						193,558												183,397
						FIRST STUDENT BIDCO INC						1% 21 Jul 2028						13,442												12,736
						FMG RESOURCES AUG 2006						4.375% 01 Apr 2031						86,000												72,698
						FORD MOTOR CREDIT CO LLC						4.271% 09 Jan 2027						200,000												181,304
						FORD MOTOR CREDIT CO LLC						4.125% 17 Aug 2027						615,000												549,496
						FORD MOTOR CREDIT CO LLC						3.375% 13 Nov 2025						200,000												181,102
						FORD MOTOR CREDIT CO LLC						4% 13 Nov 2030						200,000												164,246
						FORD MOTOR CREDIT CO LLC						4.134% 04 Aug 2025						415,000												387,735
						FORD MOTOR CREDIT CO LLC						4.687% 09 Jun 2025						625,000												596,513
						FORD MOTOR CREDIT CO LLC						4.542% 01 Aug 2026						1,055,000												973,565
						FREEPORT MCMORAN INC						4.375% 01 Aug 2028						107,000												100,332
						FRONTIER COMMUNICATIONS						5.875% 15 Oct 2027						146,000												135,659
						FRONTIER COMMUNICATIONS						5% 01 May 2028						502,000												437,649
						FRONTIER COMMUNICATIONS						6.75% 01 May 2029						35,000												28,936
						FRONTIER COMMUNICATIONS						6% 15 Jan 2030						70,000												55,081
						FRONTIER COMMUNICATIONS						8.75% 15 May 2030						22,000												22,461
						FRST STU BID/FRST TRANS						4% 31 Jul 2029						25,000												20,895
						GANNETT HOLDINGS LLC						6% 01 Nov 2026						80,000												65,272

302

---

						GAP INC/THE						3.625% 01 Oct 2029						230,000												163,673
						GAP INC/THE						3.875% 01 Oct 2031						23,000												16,227
						GARDA WORLD SECURITY						4.625% 15 Feb 2027						175,000												154,753
						GARTNER INC						4.5% 01 Jul 2028						155,000												144,640
						GARTNER INC						3.75% 01 Oct 2030						38,000												32,948
						GARTNER INC						3.625% 15 Jun 2029						40,000												35,076
						GCI LLC						4.75% 15 Oct 2028						460,000												391,354
						GENESIS ENERGY LP/FIN						6.5% 01 Oct 2025						10,000												9,531
						GENESIS ENERGY LP/FIN						6.25% 15 May 2026						35,000												32,090
						GENESIS ENERGY LP/FIN						7.75% 01 Feb 2028						158,000												145,586
						GENESIS ENERGY LP/FIN						8% 15 Jan 2027						66,000												62,128
						GEO GROUP INC/THE						10.5% 30 Jun 2028						129,000												130,340
						GFL ENVIRONMENTAL INC						4.25% 01 Jun 2025						195,000												187,485
						GFL ENVIRONMENTAL INC						3.75% 01 Aug 2025						205,000												193,610
						GFL ENVIRONMENTAL INC						4% 01 Aug 2028						351,000												305,363
						GFL ENVIRONMENTAL INC						4.375% 15 Aug 2029						107,000												91,114
						GLATFELTER						4.75% 15 Nov 2029						26,000												15,766
						GLOBAL INFRASTRUCTURE SO						5.625% 01 Jun 2029						257,000												200,401
						GLOBAL INFRASTRUCTURE SO						7.5% 15 Apr 2032						130,000												104,549
						GLOBAL MEDICAL RESPONSE						6.5% 01 Oct 2025						190,000												138,525
						GOODYEAR TIRE + RUBBER						5.25% 30 Apr 2031						294,000												246,763
						GOODYEAR TIRE + RUBBER						5% 15 Jul 2029						252,000												209,934
						GOODYEAR TIRE + RUBBER						5.25% 15 Jul 2031						46,000												37,629
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						1,859,260												1,859,260
						GRAHAM PACKAGING/GPC CAP						7.125% 15 Aug 2028						57,000												47,645
						GRAY ESCROW II INC						5.375% 15 Nov 2031						123,000												89,026
						GRAY TELEVISION INC						7% 15 May 2027						205,000												181,958
						GRAY TELEVISION INC						4.75% 15 Oct 2030						288,000												206,306
						GREENEDEN US HOLDINGS II LLC						1% 01 Dec 2027						201,952												193,496
						GRIFFON CORPORATION						5.75% 01 Mar 2028						310,000												283,489
						GRIFOLS ESCROW ISSUER						4.75% 15 Oct 2028						200,000												173,046
						GULFPORT ENERGY OP CORP						8% 17 May 2026						65,000												64,375
						GULFPORT ENERGY OP CORP						8% 17 May 2026						260,000												257,501
						HANESBRANDS INC						4.875% 15 May 2026						200,000												179,956
						HCA INC						5.875% 15 Feb 2026						1,660,000												1,671,720
						HCA INC						3.5% 01 Sep 2030						200,000												172,702
						HCA INC						5.375% 01 Sep 2026						495,000												490,837
						HCA INC						5.625% 01 Sep 2028						285,000												284,088
						HERC HOLDINGS INC						5.5% 15 Jul 2027						171,000												159,452
						HERTZ CORP/THE						4.625% 01 Dec 2026						161,000												134,884
						HERTZ CORP/THE						5% 01 Dec 2029						286,000												216,917
						HESS MIDSTREAM OPERATION						5.625% 15 Feb 2026						200,000												194,098
						HESS MIDSTREAM OPERATION						4.25% 15 Feb 2030						116,000												99,499
						HESS MIDSTREAM OPERATION						5.125% 15 Jun 2028						45,000												41,862
						HILCORP ENERGY I/HILCORP						6.25% 01 Nov 2028						60,000												54,454
						HILCORP ENERGY I/HILCORP						6% 15 Apr 2030						40,000												35,779

303

---

						HILCORP ENERGY I/HILCORP						6.25% 15 Apr 2032						65,000												55,843
						HILTON DOMESTIC OPERATIN						4.875% 15 Jan 2030						20,000												18,147
						HILTON DOMESTIC OPERATIN						5.75% 01 May 2028						150,000												145,925
						HILTON DOMESTIC OPERATIN						3.75% 01 May 2029						72,000												62,256
						HILTON DOMESTIC OPERATIN						4% 01 May 2031						42,000												35,374
						HILTON WORLDWIDE FIN LLC						4.875% 01 Apr 2027						180,000												171,522
						HOLLY NRG PRTNR/FIN CORP						5% 01 Feb 2028						125,000												114,553
						HOLLY NRG PRTNR/FIN CORP						6.375% 15 Apr 2027						88,000												86,844
						HOLOGIC INC						4.625% 01 Feb 2028						210,000												198,356
						HOLOGIC INC						3.25% 15 Feb 2029						406,000												350,743
						HOWMET AEROSPACE INC						5.9% 01 Feb 2027						200,000												199,388
						HUGHES SATELLITE SYSTEMS						6.625% 01 Aug 2026						120,000												112,024
						IHEARTCOMMUNICATIONS INC						1% 01 May 2026						275,000												251,540
						IHEARTCOMMUNICATIONS INC						6.375% 01 May 2026						290,000												266,757
						IHEARTCOMMUNICATIONS INC						8.375% 01 May 2027						65,000												55,354
						IHEARTCOMMUNICATIONS INC						5.25% 15 Aug 2027						150,000												126,971
						IHEARTCOMMUNICATIONS INC						4.75% 15 Jan 2028						260,000												211,617
						IMOLA MERGER CORP						4.75% 15 May 2029						721,000												624,631
						INTELSAT EMERGENCE SA						COMMON STOCK						3,556												120,904
						INTELSAT JACKSON HLDG						6.5% 15 Mar 2030						362,000												324,732
						INTERNATIONAL GAME TECH						6.25% 15 Jan 2027						200,000												198,366
						IQVIA INC						5% 15 Oct 2026						465,000												445,684
						IRON MOUNTAIN INC						4.875% 15 Sep 2027						320,000												294,768
						IRON MOUNTAIN INC						5% 15 Jul 2028						55,000												49,479
						IRON MOUNTAIN INC						5.25% 15 Jul 2030						125,000												108,556
						JELD WEN INC						4.625% 15 Dec 2025						200,000												167,072
						JELD WEN INC						4.875% 15 Dec 2027						345,000												260,192
						JELD WEN INC						6.25% 15 May 2025						40,000												38,131
						KAISER ALUMINUM CORP						4.5% 01 Jun 2031						95,000												76,325
						KENNEDY WILSON INC						4.75% 01 Mar 2029						70,000												55,670
						KENNEDY WILSON INC						5% 01 Mar 2031						70,000												53,529
						KINETIK HOLDINGS LP						5.875% 15 Jun 2030						95,000												89,029
						LABL INC						6.75% 15 Jul 2026						475,000												450,880
						LABL, INC.						1% 29 Oct 2028						212,143												200,800
						LAMB WESTON HLD						4.875% 15 May 2028						82,000												77,742
						LAMB WESTON HLD						4.125% 31 Jan 2030						279,000												246,862
						LAMB WESTON HLD						4.375% 31 Jan 2032						48,000												41,924
						LEVEL 3 FINANCING INC						4.625% 15 Sep 2027						105,000												87,615
						LEVEL 3 FINANCING INC						3.625% 15 Jan 2029						117,000												85,597
						LIVE NATION ENTERTAINMEN						4.875% 01 Nov 2024						185,000												179,661
						LIVE NATION ENTERTAINMEN						5.625% 15 Mar 2026						280,000												265,829
						LIVE NATION ENTERTAINMEN						4.75% 15 Oct 2027						225,000												200,556
						LIVE NATION ENTERTAINMEN						6.5% 15 May 2027						754,000												737,940
						LIVE NATION ENTERTAINMEN						3.75% 15 Jan 2028						39,000												33,391
						LPL HOLDINGS INC						4.625% 15 Nov 2027						55,000												51,609
						LUMEN TECHNOLOGIES INC						5.125% 15 Dec 2026						1,234,000												1,071,963

304

---

						LUMEN TECHNOLOGIES INC						4% 15 Feb 2027						345,000												293,937
						LUMEN TECHNOLOGIES INC						5.375% 15 Jun 2029						198,000												144,364
						MACY S RETAIL HLDGS LLC						5.875% 15 Mar 2030						40,000												34,769
						MADISON IAQ LLC						1% 21 Jun 2028						190,588												176,407
						MADISON IAQ LLC						4.125% 30 Jun 2028						67,000												55,857
						MADISON IAQ LLC						5.875% 30 Jun 2029						200,000												137,568
						MALLINCKRODT FIN/SB						10% 15 Jun 2029						128,000												69,167
						MALLINCKRODT FIN/SB						11.5% 15 Dec 2028						435,000												370,868
						MALLINCKRODT PLC						COMMON STOCK						4,514												34,984
						MARRIOTT OWNERSHIP RESOR						6.125% 15 Sep 2025						83,000												85,542
						MARRIOTT OWNERSHIP RESOR						4.5% 15 Jun 2029						31,000												25,797
						MASONITE INTERNATIONAL C						5.375% 01 Feb 2028						132,000												122,293
						MASTEC INC						4.5% 15 Aug 2028						310,000												277,890
						MATTEL INC						5.875% 15 Dec 2027						130,000												127,517
						MATTEL INC						3.75% 01 Apr 2029						75,000												65,921
						MAUSER PACKAGING SOLUT						5.5% 15 Apr 2024						32,000												31,136
						MCGRAW HILL EDUCATION						5.75% 01 Aug 2028						200,000												168,342
						MEDLINE BORROWER LP						3.875% 01 Apr 2029						466,000												375,699
						MEDLINE BORROWER LP						5.25% 01 Oct 2029						265,000												210,683
						MEDLINE BORROWER, LP						1% 23 Oct 2028						122,986												116,712
						MGM RESORTS INTL						6% 15 Mar 2023						530,000												530,148
						MGM RESORTS INTL						5.75% 15 Jun 2025						770,000												748,879
						MGM RESORTS INTL						5.5% 15 Apr 2027						79,000												73,411
						MGM RESORTS INTL						6.75% 01 May 2025						235,000												236,802
						MIDAS OPCO HOLDINGS LLC						5.625% 15 Aug 2029						251,000												206,922
						MIDCONTINENT COMM + FIN						5.375% 15 Aug 2027						180,000												164,074
						MILEAGE PLUS HLDINGS LLC						6.5% 20 Jun 2027						148,510												147,718
						MIWD HLDCO II/MIWD FIN						5.5% 01 Feb 2030						62,000												49,819
						MUELLER WATER PRODUCTS						4% 15 Jun 2029						321,000												282,204
						MYT HOLDING LLC						PREFERRED STOCK 06/29 10						22,512												19,135
						MYT HOLDING LLC SHS						COMMON STOCK						13,014												46,482
						NABORS INDUSTRIES INC						5.75% 01 Feb 2025						215,000												205,080
						NATIONAL CINEMEDIA LLC						5.875% 15 Apr 2028						90,000												20,521
						NATIONSTAR MTG HLD INC						6% 15 Jan 2027						40,000												35,879
						NATIONSTAR MTG HLD INC						5.5% 15 Aug 2028						136,000												111,225
						NATIONSTAR MTG HLD INC						5.125% 15 Dec 2030						98,000												75,277
						NATIONSTAR MTG HLD INC						5.75% 15 Nov 2031						205,000												159,289
						NCR CORP						5.75% 01 Sep 2027						594,000												569,266
						NCR CORP						5% 01 Oct 2028						102,000												87,513
						NCR CORP						5.125% 15 Apr 2029						268,000												224,222
						NEIMAN MARCUS USD COMMON STOCK						EQUITY						2,545												157,917
						NESCO HOLDINGS II INC						5.5% 15 Apr 2029						124,000												109,357
						NETFLIX INC						5.375% 15 Nov 2029						480,000												471,158
						NEWELL BRANDS INC						4.7% 01 Apr 2026						145,000												137,187
						NEWELL BRANDS INC						5.875% 01 Apr 2036						415,000												358,299
						NEWELL BRANDS INC						6.375% 15 Sep 2027						37,000												36,763

305

---

						NEWELL BRANDS INC						6.625% 15 Sep 2029						37,000												36,588
						NEWS CORP						3.875% 15 May 2029						147,000												127,249
						NEWS CORP						5.125% 15 Feb 2032						110,000												100,029
						NEXSTAR MEDIA INC						4.75% 01 Nov 2028						182,000												157,670
						NEXSTAR MEDIA INC						5.625% 15 Jul 2027						934,000												857,832
						NGL ENRGY OP/FIN CORP						7.5% 01 Feb 2026						5,000												4,454
						NMG HLDCO/NEIMAN MARCUS						7.125% 01 Apr 2026						110,000												103,522
						NMG PARENT LLC						COMMON STOCK						90												5,850
						NMG PARENT LLC						CALL EXP 24SEPT27						2,892												29
						NOVA CHEMICALS CORP						5% 01 May 2025						115,000												108,572
						NOVA CHEMICALS CORP						4.875% 01 Jun 2024						135,000												130,779
						NOVA CHEMICALS CORP						5.25% 01 Jun 2027						265,000												238,050
						NOVA CHEMICALS CORP						4.25% 15 May 2029						159,000												129,870
						NOVELIS CORP						4.75% 30 Jan 2030						175,000												154,709
						NOVELIS CORP						3.25% 15 Nov 2026						126,000												112,926
						NOVELIS CORP						3.875% 15 Aug 2031						62,000												50,735
						NRG ENERGY INC						6.625% 15 Jan 2027						52,000												51,591
						NRG ENERGY INC						5.75% 15 Jan 2028						170,000												159,712
						NRG ENERGY INC						5.25% 15 Jun 2029						15,000												13,210
						NRG ENERGY INC						3.375% 15 Feb 2029						253,000												203,842
						NRG ENERGY INC						3.625% 15 Feb 2031						70,000												53,581
						NRG ENERGY INC						3.875% 15 Feb 2032						120,000												90,466
						NUSTAR LOGISTICS LP						5.625% 28 Apr 2027						85,000												79,872
						NUSTAR LOGISTICS LP						6% 01 Jun 2026						245,000												236,648
						NUSTAR LOGISTICS LP						5.75% 01 Oct 2025						72,000												69,553
						NUSTAR LOGISTICS LP						6.375% 01 Oct 2030						87,000												80,709
						OCCIDENTAL PETROLEUM COR						8.5% 15 Jul 2027						195,000												210,873
						OCCIDENTAL PETROLEUM COR						8.875% 15 Jul 2030						330,000												372,534
						OCCIDENTAL PETROLEUM COR						6.375% 01 Sep 2028						282,000												285,215
						OCCIDENTAL PETROLEUM COR						6.625% 01 Sep 2030						334,000												345,119
						OCCIDENTAL PETROLEUM COR						6.125% 01 Jan 2031						171,000												173,023
						OLYMPUS WATER US HOLDING CORP						1% 09 Nov 2028						63,086												60,423
						ON SEMICONDUCTOR CORP						3.875% 01 Sep 2028						360,000												314,514
						ONEMAIN FINANCE CORP						4% 15 Sep 2030						68,000												50,829
						ONEMAIN FINANCE CORP						3.5% 15 Jan 2027						60,000												49,708
						ONEMAIN FINANCE CORP						7.125% 15 Mar 2026						10,000												9,508
						ONEMAIN FINANCE CORP						6.625% 15 Jan 2028						320,000												295,046
						ONEMAIN FINANCE CORP						5.375% 15 Nov 2029						180,000												147,467
						ORGANON + CO/ORG						4.125% 30 Apr 2028						351,000												310,782
						ORGANON + CO/ORG						5.125% 30 Apr 2031						221,000												191,510
						OWENS + MINOR INC						4.5% 31 Mar 2029						229,000												182,032
						OWENS + MINOR INC						6.625% 01 Apr 2030						192,000												165,099
						PACTIV EVERGREEN GROUP						4% 15 Oct 2027						316,000												280,545
						PAR PHARMACEUTICAL INC						7.5% 01 Apr 2027						368,000												279,691
						PAREXEL INTERNATIONAL CORP						1% 15 Nov 2028						191,040												183,184
						PARK RIVER HOLDINGS, INC.						1% 28 Dec 2027						93,246												81,240
						PERFORMANCE FOOD GROUP I						6.875% 01 May 2025						450,000												450,657
						PERFORMANCE FOOD GROUP I						4.25% 01 Aug 2029						200,000												173,258

306

---

						PETCO HEALTH AND WELLNESS COMP						1% 03 Mar 2028						255,450												247,654
						PETSMART INC/PETSMART FI						4.75% 15 Feb 2028						500,000												453,125
						PG+E CORP						5% 01 Jul 2028						203,000												185,759
						PG+E CORP						5.25% 01 Jul 2030						42,000												38,219
						PGT INNOVATIONS INC						4.375% 01 Oct 2029						102,000												85,439
						PHOTO HOLDINGS MERGER SU						8.5% 01 Oct 2026						375,000												215,040
						PIKE CORP						5.5% 01 Sep 2028						129,000												112,759
						PM GENERAL PURCHASER LLC						9.5% 01 Oct 2028						157,000												119,373
						POST HOLDINGS INC						5.75% 01 Mar 2027						300,000												290,502
						POST HOLDINGS INC						5.625% 15 Jan 2028						311,000												293,911
						POST HOLDINGS INC						5.5% 15 Dec 2029						56,000												50,735
						PRECISION DRILLING CORP						7.125% 15 Jan 2026						175,000												170,198
						PRECISION DRILLING CORP						6.875% 15 Jan 2029						24,000												22,477
						PRESIDIO HOLDING INC						4.875% 01 Feb 2027						105,000												95,796
						PRESTIGE BRANDS INC						5.125% 15 Jan 2028						75,000												70,842
						PRIME SECSRVC BRW/FINANC						5.75% 15 Apr 2026						180,000												173,534
						PRIME SECSRVC BRW/FINANC						3.375% 31 Aug 2027						205,000												178,016
						RAIN CII CARBON LLC/CII						7.25% 01 Apr 2025						240,000												220,658
						RANGE RESOURCES CORP						4.875% 15 May 2025						194,000												184,944
						RANGE RESOURCES CORP						8.25% 15 Jan 2029						195,000												200,951
						RANGE RESOURCES CORP						4.75% 15 Feb 2030						62,000												54,851
						REALOGY GROUP/CO ISSUER						5.25% 15 Apr 2030						289,000												210,695
						RHP HOTEL PPTY/RHP FINAN						4.75% 15 Oct 2027						567,000												515,420
						RHP HOTEL PPTY/RHP FINAN						4.5% 15 Feb 2029						230,000												199,095
						RITE AID CORP						7.5% 01 Jul 2025						152,000												101,769
						RITE AID CORP						8% 15 Nov 2026						538,000												283,338
						ROCKETMTGE CO ISSUER INC						3.625% 01 Mar 2029						265,000												210,262
						ROCKETMTGE CO ISSUER INC						2.875% 15 Oct 2026						139,000												119,836
						ROCKETMTGE CO ISSUER INC						4% 15 Oct 2033						25,000												18,700
						ROCKIES EXPRESS PIPELINE						4.8% 15 May 2030						55,000												48,113
						RP ESCROW ISSUER LLC						5.25% 15 Dec 2025						84,000												64,243
						SABRE GLBL INC						7.375% 01 Sep 2025						240,000												230,040
						SBA COMMUNICATIONS CORP						3.125% 01 Feb 2029						145,000												120,750
						SCOTTS MIRACLE GRO CO						5.25% 15 Dec 2026						370,000												351,049
						SCOTTS MIRACLE GRO CO						4.5% 15 Oct 2029						54,000												43,737
						SCOTTS MIRACLE GRO CO						4.375% 01 Feb 2032						22,000												16,834
						SCOTTS MIRACLE GRO CO						4% 01 Apr 2031						160,000												122,592
						SCRIPPS ESCROW II INC						5.375% 15 Jan 2031						58,000												46,678
						SCRIPPS ESCROW INC						5.875% 15 Jul 2027						85,000												76,529
						SENSATA TECHNOLOGIES BV						4% 15 Apr 2029						362,000												312,218
						SENSATA TECHNOLOGIES INC						3.75% 15 Feb 2031						73,000												60,404
						SERVICE CORP INTL						4.625% 15 Dec 2027						210,000												196,151
						SERVICE CORP INTL						5.125% 01 Jun 2029						187,000												176,077
						SERVICE CORP INTL						3.375% 15 Aug 2030						135,000												110,951
						SERVICE CORP INTL						4% 15 May 2031						37,000												31,386
						SHUTTERFLY INC						1% 25 Sep 2026						143,550												76,509
						SINCLAIR TELEVISION GROU						5.125% 15 Feb 2027						150,000												122,553
						SINCLAIR TELEVISION GROU						4.125% 01 Dec 2030						220,000												164,256

307

---

						SIRIUS XM RADIO INC						5% 01 Aug 2027						720,000												666,749
						SIRIUS XM RADIO INC						5.5% 01 Jul 2029						271,000												247,591
						SIRIUS XM RADIO INC						4.125% 01 Jul 2030						2,000												1,652
						SIRIUS XM RADIO INC						4% 15 Jul 2028						647,000												561,486
						SIX FLAGS ENTERTAINMENT						4.875% 31 Jul 2024						275,000												265,023
						SIX FLAGS ENTERTAINMENT						5.5% 15 Apr 2027						385,000												347,894
						SM ENERGY CO						5.625% 01 Jun 2025						30,000												28,948
						SM ENERGY CO						6.625% 15 Jan 2027						150,000												144,585
						SM ENERGY CO						6.5% 15 Jul 2028						47,000												44,936
						SONIC AUTOMOTIVE INC						4.625% 15 Nov 2029						140,000												112,966
						SOUTHWESTERN ENERGY CO						7.75% 01 Oct 2027						126,000												130,173
						SOUTHWESTERN ENERGY CO						5.375% 01 Feb 2029						170,000												157,469
						SOUTHWESTERN ENERGY CO						5.375% 15 Mar 2030						214,000												194,618
						SOUTHWESTERN ENERGY CO						4.75% 01 Feb 2032						47,000												40,139
						SP PF BUYER LLC						1% 22 Dec 2025						895,125												584,910
						SPECTRUM BRANDS INC						5% 01 Oct 2029						60,000												52,379
						SPECTRUM BRANDS INC						5.5% 15 Jul 2030						340,000												301,396
						SPECTRUM BRANDS INC						3.875% 15 Mar 2031						151,000												118,055
						SPIRIT AEROSYSTEMS INC						7.5% 15 Apr 2025						190,000												187,792
						SPIRIT AEROSYSTEMS INC						9.375% 30 Nov 2029						131,000												137,938
						SPRINT CAPITAL CORP						8.75% 15 Mar 2032						1,161,000												1,381,277
						SPRINT LLC						7.625% 15 Feb 2025						1,409,000												1,458,921
						SPRINT LLC						7.625% 01 Mar 2026						385,000												405,139
						SPX FLOW, INC.						1% 05 Apr 2029						154,613												144,066
						SRS DISTRIBUTION INC						4.625% 01 Jul 2028						369,000												329,679
						SS+C TECHNOLOGIES INC						5.5% 30 Sep 2027						535,000												503,676
						STANDARD INDUSTRIES INC						5% 15 Feb 2027						35,000												32,361
						STANDARD INDUSTRIES INC						4.75% 15 Jan 2028						595,000												535,435
						STANDARD INDUSTRIES INC						3.375% 15 Jan 2031						59,000												44,609
						STAPLES INC						7.5% 15 Apr 2026						653,000												562,161
						STAPLES INC						10.75% 15 Apr 2027						370,000												266,489
						STARFRUIT FINCO B V						1% 01 Oct 2025						235,923												232,266
						STATION CASINOS LLC						4.5% 15 Feb 2028						460,000												399,193
						STERICYCLE INC						3.875% 15 Jan 2029						246,000												214,748
						STEVENS HOLDING CO INC						6.125% 01 Oct 2026						145,000												146,085
						SUMMER BC HOLDCO B SARL						1% 04 Dec 2026						67,714												62,636
						SUMMIT MATERIALS LLC/FIN						5.25% 15 Jan 2029						79,000												73,599
						SUMMIT MID HLDS LLC / FI						8.5% 15 Oct 2026						104,000												98,745
						SUNOCO LP/FINANCE CORP						4.5% 15 May 2029						99,000												86,592
						SUNOCO LP/FINANCE CORP						4.5% 30 Apr 2030						355,000												308,232
						SUNSHINE LUXEMBOURG VII SARL						1% 01 Oct 2026						533,114												509,715
						SUNSHINE LUXEMBOURG VII SARL						1% 01 Oct 2026						52,434												50,133
						SYNAPTICS INC						4% 15 Jun 2029						72,000												60,259
						SYNEOS HEALTH INC						3.625% 15 Jan 2029						85,000												68,214
						T MOBILE USA INC						4.75% 01 Feb 2028						1,161,000												1,130,663
						TALLGRASS NRG PRTNR/FIN						5.5% 15 Jan 2028						200,000												177,740
						TALLGRASS NRG PRTNR/FIN						6% 01 Mar 2027						160,000												149,600
						TALLGRASS NRG PRTNR/FIN						7.5% 01 Oct 2025						252,000												254,215

308

---

						TALLGRASS NRG PRTNR/FIN						6% 31 Dec 2030						92,000												80,019
						TALLGRASS NRG PRTNR/FIN						6% 01 Sep 2031						128,000												110,244
						TARGA RESOURCES PARTNERS						5% 15 Jan 2028						20,000												19,104
						TARGA RESOURCES PARTNERS						6.5% 15 Jul 2027						335,000												338,853
						TARGA RESOURCES PARTNERS						6.875% 15 Jan 2029						175,000												176,762
						TARGA RESOURCES PARTNERS						5.5% 01 Mar 2030						315,000												297,552
						TARGA RESOURCES PARTNERS						4.875% 01 Feb 2031						45,000												40,358
						TARGA RESOURCES PARTNERS						4% 15 Jan 2032						125,000												105,084
						TELECOM ITALIA CAPITAL						6.375% 15 Nov 2033						175,000												143,955
						TELECOM ITALIA CAPITAL						6% 30 Sep 2034						405,000												310,100
						TEMPUR SEALY INTL INC						4% 15 Apr 2029						440,000												369,547
						TEMPUR SEALY INTL INC						3.875% 15 Oct 2031						125,000												97,836
						TENET HEALTHCARE CORP						6.25% 01 Feb 2027						559,000												533,895
						TENET HEALTHCARE CORP						4.875% 01 Jan 2026						1,349,000												1,285,233
						TENET HEALTHCARE CORP						5.125% 01 Nov 2027						663,000												618,572
						TENET HEALTHCARE CORP						4.625% 15 Jun 2028						16,000												14,342
						TENET HEALTHCARE CORP						4.25% 01 Jun 2029						155,000												134,204
						TENET HEALTHCARE CORP						6.125% 15 Jun 2030						204,000												194,269
						TEREX CORP						5% 15 May 2029						220,000												197,703
						TRANSDIGM INC						6.25% 15 Mar 2026						330,000												326,146
						TRIMAS CORP						4.125% 15 Apr 2029						155,000												135,814
						TRINSEO OP / TRINSEO FIN						5.375% 01 Sep 2025						410,000												337,619
						TRINSEO OP / TRINSEO FIN						5.125% 01 Apr 2029						291,000												188,684
						TRITON WATER HOLDINGS IN						6.25% 01 Apr 2029						92,000												74,531
						TRITON WATER HOLDINGS, INC.						1% 31 Mar 2028						152,934												141,694
						TRIVIUM PACKAGING FIN						5.5% 15 Aug 2026						200,000												186,950
						U.S. RENAL CARE, INC.						1% 26 Jun 2026						309,867												171,675
						UBER TECHNOLOGIES INC						7.5% 15 Sep 2027						290,000												290,244
						UBER TECHNOLOGIES INC						4.5% 15 Aug 2029						229,000												199,647
						UNITED AIRLINES INC						4.375% 15 Apr 2026						65,000												60,398
						UNITED RENTALS NORTH AM						3.875% 15 Feb 2031						172,000												144,745
						UNITED RENTALS NORTH AM						5.5% 15 May 2027						255,000												251,790
						UNITED RENTALS NORTH AM						4.875% 15 Jan 2028						160,000												151,611
						UNITED STATES STEEL CORP						6.875% 01 Mar 2029						46,000												44,701
						UNIVISION COMMUNICATIONS						6.625% 01 Jun 2027						30,000												28,973
						UNIVISION COMMUNICATIONS						4.5% 01 May 2029						310,000												259,089
						UNIVISION COMMUNICATIONS						7.375% 30 Jun 2030						58,000												55,490
						UPC BROADBAND FINCO BV						4.875% 15 Jul 2031						200,000												166,418
						US CELLULAR CORP						6.7% 15 Dec 2033						330,000												292,948
						US DOLLAR												33,637												33,637
						US FOODS INC						4.625% 01 Jun 2030						200,000												176,742
						VAIL RESORTS INC						6.25% 15 May 2025						418,000												418,828
						VARSITY BRANDS INC						1% 15 Dec 2024						199,327												191,803
						VENATOR FIN SARL/VENATOR						5.75% 15 Jul 2025						170,000												55,474
						VERTICAL US NEWCO INC						1% 30 Jul 2027						183,783												176,088
						VERTIV GROUP CORPORATION						1% 02 Mar 2027						—												0
						VIAVI SOLUTIONS INC						3.75% 01 Oct 2029						67,000												55,876
						VICI PROPERTIES / NOTE						4.25% 01 Dec 2026						325,000												302,718

309

---

						VICI PROPERTIES / NOTE						4.625% 01 Dec 2029						340,000												309,614
						VICI PROPERTIES / NOTE						3.75% 15 Feb 2027						125,000												113,649
						VICI PROPERTIES / NOTE						4.125% 15 Aug 2030						245,000												214,248
						VICI PROPERTIES / NOTE						5.625% 01 May 2024						190,000												188,632
						VICI PROPERTIES / NOTE						4.5% 01 Sep 2026						60,000												56,570
						VICI PROPERTIES / NOTE						5.75% 01 Feb 2027						175,000												170,639
						VICI PROPERTIES / NOTE						4.5% 15 Jan 2028						45,000												41,144
						VICI PROPERTIES / NOTE						3.875% 15 Feb 2029						164,000												144,079
						VICI PROPERTIES INC						REIT USD.01						28,292												916,661
						VIDEOTRON LTD						5.375% 15 Jun 2024						335,000												332,477
						VIDEOTRON LTD / LTEE						5.125% 15 Apr 2027						215,000												203,149
						VIRGIN MEDIA SECURED FIN						5.5% 15 May 2029						365,000												327,901
						VISTA OUTDOOR INC						4.5% 15 Mar 2029						340,000												250,488
						VISTRA CORP						5% 31 Jul 2027						5,000												4,653
						VISTRA OPERATIONS CO LLC						5.625% 15 Feb 2027						368,000												351,455
						VISTRA OPERATIONS CO LLC						4.375% 01 May 2029						221,000												190,546
						WABASH NATIONAL CORP						4.5% 15 Oct 2028						144,000												122,115
						WEEKLEY HOMES LLC/ FINAN						4.875% 15 Sep 2028						170,000												142,970
						WESCO AIRCRAFT HOLDINGS						9% 15 Nov 2026						402,000												257,887
						WESCO DISTRIBUTION INC						7.125% 15 Jun 2025						260,000												263,557
						WESCO DISTRIBUTION INC						7.25% 15 Jun 2028						360,000												364,730
						WESTERN MIDSTREAM OPERAT						4.65% 01 Jul 2026						100,000												95,099
						WESTERN MIDSTREAM OPERAT						4.5% 01 Mar 2028						69,000												63,128
						WHITE CAP BUYER LLC						1% 19 Oct 2027						314,610												303,712
						WILLIAM CARTER						5.625% 15 Mar 2027						210,000												201,856
						WMG ACQUISITION CORP						3.875% 15 Jul 2030						80,000												68,952
						WMG ACQUISITION CORP						3% 15 Feb 2031						157,000												125,614
						WMG ACQUISITION CORP						3.75% 01 Dec 2029						306,000												262,582
						WR GRACE HOLDING LLC						5.625% 15 Aug 2029						78,000												63,104
						WR GRACE HOLDING LLC						4.875% 15 Jun 2027						270,000												239,190
						WYNN LAS VEGAS LLC/CORP						5.5% 01 Mar 2025						575,000												547,912
						WYNN RESORTS FINANCE LLC						5.125% 01 Oct 2029						293,000												251,262
						WYNN RESORTS FINANCE LLC						7.75% 15 Apr 2025						45,000												44,843
						XPO ESCROW SUB LLC						7.5% 15 Nov 2027						148,000												149,310
						YUM BRANDS INC						3.625% 15 Mar 2031						158,000												132,406
						YUM BRANDS INC						4.625% 31 Jan 2032						162,000												143,435
						ZAYO GROUP HOLDINGS INC						4% 01 Mar 2027						85,000												62,994
						ZI TECH LLC/ZI FIN CORP						3.875% 01 Feb 2029						157,000												132,302
												Total : EXHIBIT O - High Yield Debt Fund																		$	132,736,549

n / a - Cost is not applicable

310

---

EXHIBIT P - Emerging Markets Debt Fund

(Managed by Prudential)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						1MDB GLOBAL INVESTMENTS						4.4% 09 Mar 2023						1,000,000												$	980,020
						ABU DHABI GOVT INT L						3.875% 16 Apr 2050						200,000												168,960
						ABU DHABI GOVT INT L						3.125% 30 Sep 2049						400,000												295,760
						ABU DHABI PORTS CO PJSC						2.5% 06 May 2031						200,000												165,922
						ADANI PORTS AND SPECIAL						5% 02 Aug 2041						215,000												153,925
						AEROPUERTO INTL TOCUMEN						5.125% 11 Aug 2061						200,000												164,000
						AGILE GROUP HOLDINGS LTD						6.05% 13 Oct 2025						200,000												92,756
						ALFA DESARROLLO SPA						4.55% 27 Sep 2051						199,271												152,522
						ARAB REPUBLIC OF EGYPT						5.875% 11 Jun 2025						350,000												323,033
						ARAB REPUBLIC OF EGYPT						8.5% 31 Jan 2047						150,000												99,930
						ARAB REPUBLIC OF EGYPT						4.75% 16 Apr 2026						550,000												487,745
						ARAB REPUBLIC OF EGYPT						5.625% 16 Apr 2030						200,000												147,895
						ARAB REPUBLIC OF EGYPT						6.375% 11 Apr 2031						205,000												151,838
						ARAB REPUBLIC OF EGYPT						4.75% 11 Apr 2025						200,000												190,636
						ARAB REPUBLIC OF EGYPT						8.875% 29 May 2050						200,000												135,514
						ARAB REPUBLIC OF EGYPT						3.875% 16 Feb 2026						200,000												165,276
						ARAB REPUBLIC OF EGYPT						8.5% 31 Jan 2047						200,000												133,240
						AUSTRALIAN DOLLAR						FOREIGN CURRENCY						1												1
						AUTORIDAD CANAL DE PANAM						4.95% 29 Jul 2035						225,000												206,726
						AYDEM YENILENEBILIR ENER						7.75% 02 Feb 2027						200,000												164,000
						B8AB0JZX5 PRUDENTIAL						FXVAN PUT USD CLP 860.0000000						(534,000)												(7,388)
						B8AB1YMM9 PRUDENTIAL						FXVAN CALL USD ZAR 23.0000000						2,500,000												238
						B8AB2HZA7 PRUDENTIAL						FXVAN PUT USD MXN 19.7500000						(1,781,000)												(33,572)
						B8AB2HZC3 PRUDENTIAL						FXVAN CALL USD MXN 20.2500000						1,781,000												46,698
						B8AB2WWV1 PRUDENTIAL						FXVAN CALL USD MXN 20.0000000						(542,000)												(1)
						B8AB30WR9 PRUDENTIAL						FXVAN CALL USD MXN 20.0000000						(542,000)												(1)
						B8AB38DR3 PRUDENTIAL						FXVAN CALL USD CLP 900.0000000						(542,000)												(1)
						B8AB39GZ0 PRUDENTIAL						FXVAN CALL USD MXN 20.1000000						(271,000)												0
						B8AB3FNL9 PRUDENTIAL						FXVAN CALL EUR HUF 425.0000000						(272,000)												0
						B8AB3MG08 PRUDENTIAL						FXVAN CALL USD ZAR 17.6000000						(547,000)												(1)
						B8AB3MG57 PRUDENTIAL						FXVAN PUT USD ZAR 16.8000000						(547,000)												(365)
						B8AB3NLY6 PRUDENTIAL						FXVAN CALL USD MXN 20.0000000						(273,000)												0
						B8AB3T398 PRUDENTIAL						FXVAN CALL EUR HUF 420.0000000						(272,000)												0
						B8AB3T4W6 PRUDENTIAL						FXVAN CALL EUR HUF 500.0000000						544,000												1
						B8AB3WUA8 PRUDENTIAL						FXVAN CALL USD CLP 915.0000000						(543,000)												(1)
						B8AB4B9G4 PRUDENTIAL						FXVAN PUT USD JPY 130.0000000						(541,000)												(1)

311

---

						B8AB4GP59 PRUDENTIAL						FXVAN PUT USD CNH 6.9250000						(524,000)												(7,135)
						BANCO DE CREDITO DEL PER						1% 30 Sep 2031						238,000												209,533
						BANGKOK BANK PCL/HK						1% 25 Sep 2034						200,000												167,448
						BANK LEUMI LE ISRAEL						5.125% 27 Jul 2027						204,000												202,537
						BBVA BANCOMER SA TEXAS						1% 13 Sep 2034						240,000												222,187
						BONOS DE TESORERIA						6.15% 12 Aug 2032						1,165,000												269,112
						BONOS DE TESORERIA						5.4% 12 Aug 2034						1,510,000												317,589
						BONOS DE TESORERIA						5.35% 12 Aug 2040						760,000												148,722
						BONOS TESORERIA PESOS						2.3% 01 Oct 2028						95,000,000												93,836
						BONOS TESORERIA PESOS						5% 01 Oct 2028						130,000,000												149,461
						BONOS TESORERIA PESOS						6% 01 Jan 2043						240,000,000												312,004
						BONOS TESORERIA PESOS						4.5% 01 Mar 2026						270,000,000												307,958
						BRAZIL LOAN TRUST 1						5.477% 24 Jul 2023						180,860												180,406
						BRAZILIAN REAL						FOREIGN CURRENCY						1												0
						CANADIAN DOLLAR						FOREIGN CURRENCY						1												1
						CEMEX SAB DE CV						5.45% 19 Nov 2029						400,000												384,384
						CHINA GOVERNMENT BOND						3.29% 23 May 2029						6,900,000												1,027,005
						CHINA GOVERNMENT BOND						3.13% 21 Nov 2029						1,600,000												234,818
						CHINA GOVERNMENT BOND						2.68% 21 May 2030						2,700,000												384,526
						CHINA GOVERNMENT BOND						2.85% 04 Jun 2027						6,000,000												870,642
						CHINA GOVERNMENT BOND						3.81% 14 Sep 2050						3,270,000												516,585
						CHINA GOVERNMENT BOND						3.27% 19 Nov 2030						2,300,000												342,226
						CHINA GOVERNMENT BOND						3.28% 03 Dec 2027						10,000,000												1,481,479
						CHINA GOVERNMENT BOND						3.01% 13 May 2028						5,000,000												730,275
						CNAC HK FINBRIDGE CO LTD						4.875% 14 Mar 2025						200,000												196,466
						CNAC HK FINBRIDGE CO LTD						3.875% 19 Jun 2029						200,000												179,052
						CODELCO INC						3% 30 Sep 2029						210,000												184,313
						COLOMBIAN PESO						FOREIGN CURRENCY						344,698,666												71,088
						COMISION FEDERAL DE ELEC						4.75% 23 Feb 2027						200,000												187,700
						CORP FINANCIERA DE DESAR						2.4% 28 Sep 2027						335,000												280,492
						COSTA RICA GOVERNMENT						4.25% 26 Jan 2023						200,000												199,124
						COUNTRY GARDEN HLDGS						8% 27 Jan 2024						200,000												154,526
						CROATIA						2.75% 27 Jan 2030						100,000												99,400
						CT TRUST						5.125% 03 Feb 2032						200,000												175,968
						CURRENCY CONTRACT						AUD/USD						—												1,311
						CURRENCY CONTRACT						AUD/USD						—												6,656
						CURRENCY CONTRACT						AUD/EUR						—												6,122
						CURRENCY CONTRACT						USD/AUD						—												116
						CURRENCY CONTRACT						AUD/USD						—												8,116
						CURRENCY CONTRACT						AUD/USD						—												19,293
						CURRENCY CONTRACT						AUD/USD						—												7,438
						CURRENCY CONTRACT						USD/AUD						—												(1,395)
						CURRENCY CONTRACT						USD/AUD						—												(2,148)
						CURRENCY CONTRACT						USD/BRL						—												(6,887)
						CURRENCY CONTRACT						BRL/USD						—												1,701
						CURRENCY CONTRACT						BRL/USD						—												45,351

312

---

						CURRENCY CONTRACT						BRL/USD						—												871
						CURRENCY CONTRACT						USD/BRL						—												248
						CURRENCY CONTRACT						USD/BRL						—												(23,375)
						CURRENCY CONTRACT						USD/BRL						—												764
						CURRENCY CONTRACT						CAD/USD						—												179
						CURRENCY CONTRACT						CAD/USD						—												(774)
						CURRENCY CONTRACT						CAD/USD						—												(1,463)
						CURRENCY CONTRACT						USD/CLP						—												(6,799)
						CURRENCY CONTRACT						USD/CLP						—												(3,522)
						CURRENCY CONTRACT						CLP/USD						—												6,281
						CURRENCY CONTRACT						CLP/USD						—												1,650
						CURRENCY CONTRACT						CNH/USD						—												273
						CURRENCY CONTRACT						USD/CNH						—												(5,271)
						CURRENCY CONTRACT						USD/CNH						—												(67,225)
						CURRENCY CONTRACT						USD/CNH						—												(8,367)
						CURRENCY CONTRACT						CNH/USD						—												8,481
						CURRENCY CONTRACT						CNH/USD						—												7,971
						CURRENCY CONTRACT						CNH/USD						—												30,180
						CURRENCY CONTRACT						COP/USD						—												3,758
						CURRENCY CONTRACT						USD/COP						—												(1,187)
						CURRENCY CONTRACT						COP/USD						—												(1,096)
						CURRENCY CONTRACT						COP/USD						—												(6,168)
						CURRENCY CONTRACT						COP/USD						—												(6,226)
						CURRENCY CONTRACT						COP/USD						—												6,778
						CURRENCY CONTRACT						CZK/EUR						—												31,738
						CURRENCY CONTRACT						CZK/USD						—												78
						CURRENCY CONTRACT						CZK/EUR						—												45,194
						CURRENCY CONTRACT						CZK/EUR						—												49,859
						CURRENCY CONTRACT						CZK/USD						—												4,445
						CURRENCY CONTRACT						CZK/EUR						—												42,679
						CURRENCY CONTRACT						USD/CZK						—												(131,214)
						CURRENCY CONTRACT						USD/CZK						—												(66,549)
						CURRENCY CONTRACT						USD/CZK						—												(108,522)
						CURRENCY CONTRACT						USD/CZK						—												(138,901)
						CURRENCY CONTRACT						EUR/CZK						—												(15,335)
						CURRENCY CONTRACT						CZK/EUR						—												27,234
						CURRENCY CONTRACT						CZK/EUR						—												8,587
						CURRENCY CONTRACT						USD/CZK						—												(3,625)
						CURRENCY CONTRACT						CZK/EUR						—												23,253
						CURRENCY CONTRACT						CZK/EUR						—												7,220
						CURRENCY CONTRACT						CZK/EUR						—												54,600
						CURRENCY CONTRACT						CZK/USD						—												13,360
						CURRENCY CONTRACT						EGP/USD						—												8,234
						CURRENCY CONTRACT						EGP/USD						—												3,296
						CURRENCY CONTRACT						EGP/USD						—												2,335
						CURRENCY CONTRACT						EUR/USD						—												19,370

313

---

						CURRENCY CONTRACT						EUR/HUF						—												6,071
						CURRENCY CONTRACT						EUR/HUF						—												7,601
						CURRENCY CONTRACT						EUR/HUF						—												6,462
						CURRENCY CONTRACT						EUR/HUF						—												8,992
						CURRENCY CONTRACT						USD/EUR						—												(1,393)
						CURRENCY CONTRACT						EUR/USD						—												9,811
						CURRENCY CONTRACT						EUR/PLN						—												8,959
						CURRENCY CONTRACT						EUR/HUF						—												15,501
						CURRENCY CONTRACT						EUR/USD						—												2,978
						CURRENCY CONTRACT						EUR/USD						—												13,158
						CURRENCY CONTRACT						EUR/USD						—												22,238
						CURRENCY CONTRACT						EUR/USD						—												39,957
						CURRENCY CONTRACT						EUR/USD						—												13,263
						CURRENCY CONTRACT						EUR/PLN						—												17,415
						CURRENCY CONTRACT						EUR/CZK						—												11,466
						CURRENCY CONTRACT						EUR/HUF						—												7,048
						CURRENCY CONTRACT						EUR/HUF						—												3,504
						CURRENCY CONTRACT						CZK/EUR						—												(6,622)
						CURRENCY CONTRACT						CZK/EUR						—												(5,586)
						CURRENCY CONTRACT						USD/EUR						—												(11,040)
						CURRENCY CONTRACT						USD/EUR						—												(1,998)
						CURRENCY CONTRACT						USD/EUR						—												(3,697)
						CURRENCY CONTRACT						USD/EUR						—												(169,040)
						CURRENCY CONTRACT						USD/EUR						—												(224,488)
						CURRENCY CONTRACT						USD/EUR						—												(4,112)
						CURRENCY CONTRACT						PLN/EUR						—												(28,344)
						CURRENCY CONTRACT						HUF/EUR						—												(10,607)
						CURRENCY CONTRACT						HUF/EUR						—												(16,026)
						CURRENCY CONTRACT						AUD/EUR						—												(8,108)
						CURRENCY CONTRACT						PLN/EUR						—												(12,352)
						CURRENCY CONTRACT						CZK/EUR						—												(32,267)
						CURRENCY CONTRACT						CZK/EUR						—												(23,606)
						CURRENCY CONTRACT						PLN/EUR						—												(12,939)
						CURRENCY CONTRACT						USD/EUR						—												(10,741)
						CURRENCY CONTRACT						CZK/EUR						—												(40,079)
						CURRENCY CONTRACT						CZK/EUR						—												(39,722)
						CURRENCY CONTRACT						CZK/EUR						—												(34,449)
						CURRENCY CONTRACT						CZK/EUR						—												(18,918)
						CURRENCY CONTRACT						CZK/EUR						—												(21,797)
						CURRENCY CONTRACT						EUR/HUF						—												26,821
						CURRENCY CONTRACT						HUF/USD						—												222,322
						CURRENCY CONTRACT						HUF/USD						—												28,115
						CURRENCY CONTRACT						HUF/USD						—												30,714
						CURRENCY CONTRACT						HUF/EUR						—												22,756
						CURRENCY CONTRACT						HUF/EUR						—												33,341
						CURRENCY CONTRACT						HUF/USD						—												5,700

314

---

						CURRENCY CONTRACT						HUF/USD						—												9,670
						CURRENCY CONTRACT						HUF/USD						—												17,809
						CURRENCY CONTRACT						HUF/USD						—												4,536
						CURRENCY CONTRACT						HUF/USD						—												78
						CURRENCY CONTRACT						USD/HUF						—												(28,787)
						CURRENCY CONTRACT						EUR/HUF						—												(36,386)
						CURRENCY CONTRACT						EUR/HUF						—												(21,009)
						CURRENCY CONTRACT						EUR/HUF						—												(8,433)
						CURRENCY CONTRACT						EUR/HUF						—												(10,044)
						CURRENCY CONTRACT						EUR/HUF						—												(8,754)
						CURRENCY CONTRACT						EUR/HUF						—												(20,031)
						CURRENCY CONTRACT						EUR/HUF						—												(13,656)
						CURRENCY CONTRACT						EUR/HUF						—												(10,617)
						CURRENCY CONTRACT						HUF/USD						—												219,413
						CURRENCY CONTRACT						IDR/USD						—												2,947
						CURRENCY CONTRACT						IDR/USD						—												5,450
						CURRENCY CONTRACT						USD/IDR						—												(1,211)
						CURRENCY CONTRACT						USD/IDR						—												(817)
						CURRENCY CONTRACT						USD/ILS						—												3,198
						CURRENCY CONTRACT						USD/INR						—												(492)
						CURRENCY CONTRACT						USD/INR						—												2,145
						CURRENCY CONTRACT						JPY/USD						—												30,906
						CURRENCY CONTRACT						USD/JPY						—												(23,815)
						CURRENCY CONTRACT						USD/JPY						—												(12,024)
						CURRENCY CONTRACT						USD/JPY						—												(25,180)
						CURRENCY CONTRACT						JPY/USD						—												10,095
						CURRENCY CONTRACT						JPY/USD						—												24,689
						CURRENCY CONTRACT						KRW/USD						—												1,476
						CURRENCY CONTRACT						USD/KRW						—												(2,892)
						CURRENCY CONTRACT						KRW/USD						—												6,425
						CURRENCY CONTRACT						USD/KRW						—												(3,850)
						CURRENCY CONTRACT						USD/KRW						—												(4,572)
						CURRENCY CONTRACT						USD/KRW						—												(2,726)
						CURRENCY CONTRACT						USD/KRW						—												(1,993)
						CURRENCY CONTRACT						KRW/USD						—												5,563
						CURRENCY CONTRACT						KRW/USD						—												23,623
						CURRENCY CONTRACT						KRW/USD						—												6,234
						CURRENCY CONTRACT						KRW/USD						—												5,745
						CURRENCY CONTRACT						MXN/USD						—												1,817
						CURRENCY CONTRACT						USD/MXN						—												12,918
						CURRENCY CONTRACT						MXN/USD						—												2,759
						CURRENCY CONTRACT						MXN/USD						—												4,712
						CURRENCY CONTRACT						USD/MXN						—												(1,761)
						CURRENCY CONTRACT						MXN/USD						—												2,905
						CURRENCY CONTRACT						MXN/USD						—												(2,075)
						CURRENCY CONTRACT						USD/PEN						—												(903)

315

---

						CURRENCY CONTRACT						PEN/USD						—												924
						CURRENCY CONTRACT						PHP/USD						—												1,480
						CURRENCY CONTRACT						USD/PHP						—												(7,921)
						CURRENCY CONTRACT						USD/PHP						—												(1,644)
						CURRENCY CONTRACT						USD/PHP						—												(31,929)
						CURRENCY CONTRACT						PHP/USD						—												(2,450)
						CURRENCY CONTRACT						USD/PLN						—												(2,130)
						CURRENCY CONTRACT						USD/PLN						—												(2,376)
						CURRENCY CONTRACT						USD/PLN						—												(6,976)
						CURRENCY CONTRACT						USD/PLN						—												(9,739)
						CURRENCY CONTRACT						USD/PLN						—												(8,655)
						CURRENCY CONTRACT						USD/PLN						—												(11,030)
						CURRENCY CONTRACT						USD/PLN						—												(5,612)
						CURRENCY CONTRACT						EUR/PLN						—												(23,786)
						CURRENCY CONTRACT						EUR/PLN						—												(11,059)
						CURRENCY CONTRACT						PLN/EUR						—												17,812
						CURRENCY CONTRACT						PLN/EUR						—												46,509
						CURRENCY CONTRACT						PLN/USD						—												63,858
						CURRENCY CONTRACT						PLN/USD						—												43,785
						CURRENCY CONTRACT						PLN/USD						—												44,365
						CURRENCY CONTRACT						PLN/USD						—												182,659
						CURRENCY CONTRACT						PLN/EUR						—												19,543
						CURRENCY CONTRACT						USD/RON						—												(4,702)
						CURRENCY CONTRACT						USD/RON						—												(5,461)
						CURRENCY CONTRACT						RON/USD						—												129,661
						CURRENCY CONTRACT						USD/RON						—												(10,157)
						CURRENCY CONTRACT						SGD/USD						—												6,353
						CURRENCY CONTRACT						USD/THB						—												(16,385)
						CURRENCY CONTRACT						THB/USD						—												3,393
						CURRENCY CONTRACT						USD/THB						—												(3,878)
						CURRENCY CONTRACT						USD/THB						—												(2,529)
						CURRENCY CONTRACT						USD/THB						—												(29,464)
						CURRENCY CONTRACT						THB/USD						—												(215)
						CURRENCY CONTRACT						THB/USD						—												5,969
						CURRENCY CONTRACT						USD/THB						—												(20,093)
						CURRENCY CONTRACT						THB/USD						—												2,731
						CURRENCY CONTRACT						TRY/USD						—												(5,158)
						CURRENCY CONTRACT						TRY/USD						—												(2,716)
						CURRENCY CONTRACT						TWD/USD						—												(5,297)
						CURRENCY CONTRACT						USD/TWD						—												33,936
						CURRENCY CONTRACT						USD/TWD						—												(7,855)
						CURRENCY CONTRACT						ZAR/USD						—												13,364
						CURRENCY CONTRACT						ZAR/USD						—												4,281
						CURRENCY CONTRACT						ZAR/USD						—												5,461
						CURRENCY CONTRACT						ZAR/USD						—												(655)
						CZECH KORUNA						FOREIGN CURRENCY						1												0

316

---

						CZECH REPUBLIC						2.5% 25 Aug 2028						9,660,000												370,061
						CZECH REPUBLIC						0.25% 10 Feb 2027						5,200,000												188,075
						CZECH REPUBLIC						2.75% 23 Jul 2029						800,000												30,650
						CZECH REPUBLIC						2% 13 Oct 2033						7,500,000												248,631
						CZECH REPUBLIC						1.25% 14 Feb 2025						18,420,000												743,523
						CZECH REPUBLIC						1.2% 13 Mar 2031						4,900,000												161,058
						CZECH REPUBLIC						4.2% 04 Dec 2036						6,300,000												255,638
						CZECH REPUBLIC						0.95% 15 May 2030						28,700,000												950,022
						DEVT BANK OF MONGOLIA						7.25% 23 Oct 2023						200,000												178,086
						DOMINICAN REPUBLIC						6% 19 Jul 2028						150,000												144,581
						DOMINICAN REPUBLIC						9.75% 05 Jun 2026						8,000,000												136,249
						DOMINICAN REPUBLIC						5.875% 30 Jan 2060						390,000												287,184
						DOMINICAN REPUBLIC						5.3% 21 Jan 2041						150,000												116,288
						DOMINICAN REPUBLIC						7.45% 30 Apr 2044						710,000												664,780
						DOMINICAN REPUBLIC						6.875% 29 Jan 2026						810,000												821,308
						DOMINICAN REPUBLIC						5.95% 25 Jan 2027						200,000												196,148
						DOMINICAN REPUBLIC						4.5% 30 Jan 2030						315,000												269,117
						DOMINICAN REPUBLIC						5.875% 30 Jan 2060						220,000												162,001
						DOMINICAN REPUBLIC						5.5% 22 Feb 2029						153,000												141,162
						DP WORLD PLC						6.85% 02 Jul 2037						500,000												529,545
						ECOPETROL SA						6.875% 29 Apr 2030						145,000												131,614
						EIG PEARL HOLDINGS SARL						3.545% 31 Aug 2036						200,000												168,268
						EMBRAER NETHERLANDS FINA						6.95% 17 Jan 2028						200,000												199,550
						EMPRESA NACIONAL DEL PET						3.45% 16 Sep 2031						200,000												168,890
						ENERGEAN ISRAEL FINANCE						5.375% 30 Mar 2028						130,000												117,282
						ENERGEAN ISRAEL FINANCE						4.875% 30 Mar 2026						133,000												123,372
						ENERGEAN ISRAEL FINANCE						5.875% 30 Mar 2031						130,000												114,045
						ENN CLEAN ENERGY						3.375% 12 May 2026						200,000												175,954
						ESKOM HOLDINGS SOC LTD						6.35% 10 Aug 2028						200,000												185,634
						ESKOM HOLDINGS SOC LTD						8.45% 10 Aug 2028						200,000												176,068
						ESKOM HOLDINGS SOC LTD						6.75% 06 Aug 2023						350,000												336,179
						ESKOM HOLDINGS SOC LTD						7.125% 11 Feb 2025						205,000												186,333
						ESKOM HOLDINGS SOC LTD						6.35% 10 Aug 2028						400,000												371,268
						EURO BOBL FUTURE MAR23						XEUR 20230308						(1,100,000)												39,621
						EURO BUND FUTURE MAR23						XEUR 20230308						(1,800,000)												152,928
						EURO CURRENCY						FOREIGN CURRENCY						593,650												633,573
						EURO-SCHATZ FUT MAR23						XEUR 20230308						(400,000)												2,828
						EXPORT IMPORT BK INDIA						3.375% 05 Aug 2026						265,000												248,403
						EXPORT IMPORT BK INDIA						3.25% 15 Jan 2030						200,000												174,370
						EXPORT IMPORT BK INDIA						3.875% 01 Feb 2028						295,000												274,123
						EXPORT IMPORT BK INDIA						3.25% 15 Jan 2030						200,000												174,370
						FED REPUBLIC OF BRAZIL						8.25% 20 Jan 2034						255,000												287,408
						FED REPUBLIC OF BRAZIL						7.125% 20 Jan 2037						430,000												449,178
						FED REPUBLIC OF BRAZIL						5% 27 Jan 2045						435,000												323,757
						FED REPUBLIC OF BRAZIL						6% 07 Apr 2026						285,000												295,194
						FED REPUBLIC OF BRAZIL						4.5% 30 May 2029						210,000												195,502

317

---

						FED REPUBLIC OF BRAZIL						3.875% 12 Jun 2030						200,000												174,206
						FIN DEPT GOVT SHARJAH						4% 28 Jul 2050						200,000												130,900
						GALAXY PIPELINE ASSETS						2.94% 30 Sep 2040						386,612												311,632
						GMR HYDERABAD INTERNATIO						5.375% 10 Apr 2024						200,000												197,256
						GOHL CAPITAL LTD						4.25% 24 Jan 2027						200,000												178,400
						GOVERNMENT OF JAMAICA						8.5% 28 Feb 2036						100,000												110,994
						GOVERNMENT OF JAMAICA						7.625% 09 Jul 2025						240,000												247,507
						GOVERNMENT OF JAMAICA						6.75% 28 Apr 2028						240,000												255,718
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						184,955												184,955
						GOVT OF BERMUDA						3.375% 20 Aug 2050						200,000												142,438
						GRUPO AVAL LTD						4.375% 04 Feb 2030						200,000												162,506
						HUNGARY						7.625% 29 Mar 2041						260,000												284,599
						HUNGARY						1.75% 05 Jun 2035						506,000												353,864
						HUNGARY GOVERNMENT BOND						2.75% 22 Dec 2026						151,750,000												303,058
						HUNGARY GOVERNMENT BOND						3% 27 Oct 2038						16,320,000												22,990
						HUNGARY GOVERNMENT BOND						1.5% 22 Apr 2026						209,330,000												418,714
						HUNGARY GOVERNMENT BOND						2.25% 22 Jun 2034						51,090,000												75,150
						HUNGARY GOVERNMENT BOND						1.5% 26 Aug 2026						184,680,000												359,337
						HUNGARY GOVERNMENT BOND						4% 28 Apr 2051						46,530,000												64,876
						HUNGARY GOVERNMENT BOND						4.5% 27 May 2032						110,610,000												212,726
						HUNGARY GOVERNMENT BOND						4.5% 23 Mar 2028						57,710,000												119,117
						INDONESIA ASAHAN ALUMINI						6.53% 15 Nov 2028						200,000												203,248
						INDONESIA ASAHAN ALUMINI						4.75% 15 May 2025						320,000												313,766
						INDONESIA ASAHAN ALUMINI						6.53% 15 Nov 2028						200,000												203,248
						INDONESIA GOVERNMENT						7% 15 May 2027						3,895,000,000												256,161
						INDONESIA GOVERNMENT						6.125% 15 May 2028						3,634,000,000												228,277
						INDONESIA GOVERNMENT						6.625% 15 May 2033						3,900,000,000												243,589
						INDONESIA GOVERNMENT						8.375% 15 Mar 2034						21,930,000,000												1,541,389
						INDONESIA GOVERNMENT						8.75% 15 May 2031						1,800,000,000												128,836
						INDONESIA GOVERNMENT						7.5% 15 May 2038						1,120,000,000												74,037
						INDONESIA GOVERNMENT						8.25% 15 May 2029						2,600,000,000												179,801
						INDONESIA GOVERNMENT						8.375% 15 Apr 2039						5,470,000,000												388,637
						INDONESIA GOVERNMENT						7.5% 15 Jun 2035						3,140,000,000												207,757
						INDONESIA GOVERNMENT						7% 15 Sep 2030						13,340,000,000												865,071
						INDONESIA GOVERNMENT						6.5% 15 Jun 2025						7,198,000,000												466,292
						INDONESIA GOVERNMENT						6.5% 15 Feb 2031						12,500,000,000												779,268
						INDONESIA GOVERNMENT						7% 15 Feb 2033						5,999,000,000												387,134
						INDONESIA GOVERNMENT						8.375% 15 Sep 2026						22,955,000,000												1,575,028
						INDONESIA GOVERNMENT						7.5% 15 Apr 2040						2,860,000,000												188,722
						INDONESIAN RUPIAH						FOREIGN CURRENCY						1,750,404,384												112,440
						INTERCHILE SA						4.5% 30 Jun 2056						200,000												166,224
						INTL FINANCE CORP						0.01% 23 Mar 2038						20,000,000												229,832
						ISLAMIC REP OF PAKISTAN						6.875% 05 Dec 2027						200,000												77,052
						ISLAMIC REP OF PAKISTAN						8.25% 15 Apr 2024						700,000												371,637
						ISLAMIC REP OF PAKISTAN						7.375% 08 Apr 2031						200,000												70,516
						ISLAMIC REP OF PAKISTAN						6.875% 05 Dec 2027						400,000												154,104

318

---

						IVORY COAST						1% 31 Dec 2032						147,332												146,404
						IVORY COAST						5.875% 17 Oct 2031						220,000												196,739
						IVORY COAST						6.875% 17 Oct 2040						200,000												160,858
						IVORY COAST						5.25% 22 Mar 2030						475,000												427,926
						IVORY COAST						6.375% 03 Mar 2028						235,000												227,778
						JAPANESE YEN						FOREIGN CURRENCY						518,171												3,927
						JSM GLOBAL SARL						4.75% 20 Oct 2030						200,000												130,698
						KAZMUNAYGAS NATIONAL CO						6.375% 24 Oct 2048						200,000												165,676
						KAZMUNAYGAS NATIONAL CO						5.75% 19 Apr 2047						200,000												155,532
						KINGDOM OF BAHRAIN						7% 12 Oct 2028						200,000												201,240
						KINGDOM OF BAHRAIN						7.5% 20 Sep 2047						200,000												179,234
						KINGDOM OF BAHRAIN						6.75% 20 Sep 2029						415,000												412,178
						KINGDOM OF BAHRAIN						7.375% 14 May 2030						520,000												528,518
						KINGDOM OF JORDAN						5.85% 07 Jul 2030						200,000												179,098
						KINGDOM OF JORDAN						7.375% 10 Oct 2047						200,000												171,702
						KINGDOM OF MOROCCO						3% 15 Dec 2032						200,000												159,418
						KINGDOM OF MOROCCO						2.375% 15 Dec 2027						520,000												280,877
						KINGDOM OF MOROCCO						5.5% 11 Dec 2042						230,000												197,956
						LEBANESE REPUBLIC						6.85% 23 Mar 2027						70,000												4,075
						LEBANESE REPUBLIC						6% 27 Jan 2023						205,000												11,958
						LEBANESE REPUBLIC						6.75% 29 Nov 2027						105,000												6,097
						LEBANESE REPUBLIC						6.65% 26 Feb 2030						25,000												1,449
						LEBANESE REPUBLIC						6.85% 25 May 2029						130,000												7,554
						LEBANESE REPUBLIC						6.25% 27 May 2022						70,000												4,037
						LEBANESE REPUBLIC						6.65% 26 Feb 2030						80,000												4,636
						LEBANESE REPUBLIC						6.25% 27 May 2022						45,000												2,595
						LEBANESE REPUBLIC						6.65% 22 Apr 2024						160,000												9,274
						LETRA TESOURO NACIONAL						0.01% 01 Jan 2024						10,848,000												1,813,220
						MALAYSIA GOVERNMENT						4.232% 30 Jun 2031						750,000												172,583
						MALAYSIA GOVERNMENT						3.844% 15 Apr 2033						310,000												68,460
						MALAYSIA GOVERNMENT						3.733% 15 Jun 2028						9,600,000												2,155,630
						MALAYSIA GOVERNMENT						4.181% 15 Jul 2024						6,330,000												1,450,928
						MALAYSIA GOVERNMENT						3.955% 15 Sep 2025						1,825,000												417,393
						MALAYSIA GOVERNMENT						3.9% 30 Nov 2026						900,000												204,853
						MALAYSIA GOVERNMENT						4.762% 07 Apr 2037						971,000												231,786
						MALAYSIA GOVERNMENT						3.828% 05 Jul 2034						1,115,000												245,103
						MALAYSIA GOVERNMENT						3.757% 22 May 2040						1,000,000												211,067
						MALAYSIA GOVERNMENT						4.065% 15 Jun 2050						670,000												139,092
						MALAYSIA GOVERNMENT						3.582% 15 Jul 2032						1,270,000												277,399
						MALAYSIA GOVERNMENT						3.885% 15 Aug 2029						3,650,000												821,586
						MALAYSIA GOVERNMENT						4.254% 31 May 2035						2,400,000												544,972
						MALAYSIA INVESTMNT ISSUE						3.447% 15 Jul 2036						650,000												134,186
						MDGH GMTN RSC LTD						3.7% 07 Nov 2049						400,000												330,944
						MEX BONOS DESARR FIX RT						8.5% 31 May 2029						14,378,000												716,080
						MEX BONOS DESARR FIX RT						7.75% 29 May 2031						13,738,100												650,625
						MEX BONOS DESARR FIX RT						7.75% 13 Nov 2042						17,043,300												763,130

319

---

						MEX BONOS DESARR FIX RT						7.75% 23 Nov 2034						11,777,000												544,713
						MEX BONOS DESARR FIX RT						8% 07 Nov 2047						9,973,300												455,976
						MEX BONOS DESARR FIX RT						7.5% 03 Jun 2027						11,390,800												550,261
						MEX BONOS DESARR FIX RT						7.5% 03 Jun 2027						3,250,000												156,999
						MEX BONOS DESARR FIX RT						7.75% 29 May 2031						16,400,000												776,690
						MEX BONOS DESARR FIX RT						8.5% 18 Nov 2038						17,229,700												836,346
						MEXICAN PESO (NEW)						FOREIGN CURRENCY						(6,641,222)												(340,798)
						MEXICAN UDIBONOS						2.75% 27 Nov 2031						483,500												174,822
						MEXICAN UDIBONOS						4.5% 04 Dec 2025						3,983,016												203,220
						MEXICO CITY ARPT TRUST						3.875% 30 Apr 2028						450,000												413,802
						MEXICO CITY ARPT TRUST						5.5% 31 Jul 2047						200,000												154,854
						NEW ISRAELI SHEQEL						FOREIGN CURRENCY						2												1
						NEW TAIWAN DOLLAR						FOREIGN CURRENCY						9,721												316
						NEW ZEALAND DOLLAR						FOREIGN CURRENCY						—												0
						NOTA DO TESOURO NACIONAL						6% 15 May 2035						1,445,313												1,091,594
						NOTA DO TESOURO NACIONAL						10% 01 Jan 2027						7,710,000												1,342,229
						NOTA DO TESOURO NACIONAL						10% 01 Jan 2029						1,612,000												273,460
						NOTA DO TESOURO NACIONAL						6% 15 Aug 2030						98,000												75,550
						NOTA DO TESOURO NACIONAL						10% 01 Jan 2025						22,772,000												4,124,688
						NTPC LTD						2.75% 01 Feb 2027						100,000												97,055
						OMAN GOV INTERNTL BOND						4.875% 01 Feb 2025						200,000												196,128
						OMAN GOV INTERNTL BOND						4.75% 15 Jun 2026						810,000												782,104
						OMAN GOV INTERNTL BOND						4.125% 17 Jan 2023						350,000												348,954
						OMAN GOV INTERNTL BOND						7.375% 28 Oct 2032						200,000												216,826
						OMAN GOV INTERNTL BOND						5.625% 17 Jan 2028						410,000												404,965
						OMAN GOV INTERNTL BOND						6.5% 08 Mar 2047						400,000												363,652
						PELABUHAN INDO PERSERO						4.875% 01 Oct 2024						200,000												197,032
						PERUSAHAAN LISTRIK NEGAR						5.45% 21 May 2028						200,000												197,466
						PERUSAHAAN LISTRIK NEGAR						3% 30 Jun 2030						240,000												197,842
						PERUSAHAAN LISTRIK NEGAR						1.875% 05 Nov 2031						230,000												176,957
						PERUSAHAAN LISTRIK NEGAR						1.875% 05 Nov 2031						200,000												153,876
						PETROBRAS GLOBAL FINANCE						5.6% 03 Jan 2031						185,000												175,778
						PETROLEOS DE VENEZUELA S						8.5% 27 Oct 2020						612,500												111,065
						PETROLEOS DE VENEZUELA S						5.375% 12 Apr 2027						985,000												48,629
						PETROLEOS DE VENEZUELA S						9% 17 Nov 2021						95,000												4,629
						PETROLEOS DE VENEZUELA S						6% 15 Nov 2026						70,000												3,219
						PETROLEOS DEL PERU SA						4.75% 19 Jun 2032						350,000												267,673
						PETROLEOS MEXICANOS						6.625% 15 Jun 2038						795,000												546,014
						PETROLEOS MEXICANOS						6.5% 02 Jun 2041						180,000												117,043
						PETROLEOS MEXICANOS						6.875% 04 Aug 2026						185,000												175,744
						PETROLEOS MEXICANOS						6.75% 21 Sep 2047						318,000												203,695
						PETROLEOS MEXICANOS						6.5% 13 Mar 2027						103,000												93,999
						PETROLEOS MEXICANOS						5.35% 12 Feb 2028						287,000												241,439
						PETROLEOS MEXICANOS						6.35% 12 Feb 2048						145,000												88,566
						PETROLEOS MEXICANOS						6.5% 23 Jan 2029						260,000												223,044
						PETROLEOS MEXICANOS						6.49% 23 Jan 2027						894,000												817,438

320

---

						PETROLEOS MEXICANOS						7.69% 23 Jan 2050						303,000												209,946
						PETRONAS CAPITAL LTD						4.55% 21 Apr 2050						200,000												178,878
						PETRONAS CAPITAL LTD						4.8% 21 Apr 2060						200,000												183,010
						PETRONAS CAPITAL LTD						4.5% 18 Mar 2045						210,000												188,410
						PHILIPPINE GOVERNMENT						4.125% 20 Aug 2024						20,000,000												349,422
						PHILIPPINE PESO						FOREIGN CURRENCY						1,650,000												29,608
						PNG GOVT INTL BOND						8.375% 04 Oct 2028						200,000												173,602
						POLAND GOVERNMENT BOND						3.25% 25 Jul 2025						6,940,000												1,453,187
						POLAND GOVERNMENT BOND						2.75% 25 Apr 2028						1,400,000												262,471
						POLAND GOVERNMENT BOND						2.5% 25 Jul 2026						800,000												157,596
						POLAND GOVERNMENT BOND						2.5% 25 Jul 2027						1,000,000												190,124
						POLAND GOVERNMENT BOND						2.5% 25 Apr 2024						2,360,000												511,692
						POLAND GOVERNMENT BOND						2.75% 25 Oct 2029						4,410,000												790,417
						POLAND GOVERNMENT BOND						2.25% 25 Oct 2024						1,400,000												295,726
						POLAND GOVERNMENT BOND						1.25% 25 Oct 2030						900,000												137,883
						POLAND GOVERNMENT BOND						0.25% 25 Oct 2026						1,040,000												185,741
						POLISH ZLOTY						FOREIGN CURRENCY						1												0
						POUND STERLING						FOREIGN CURRENCY						127												152
						POWER FINANCE CORP LTD						4.5% 18 Jun 2029						200,000												184,464
						PROSUS NV						4.193% 19 Jan 2032						305,000												254,346
						PROVINCIA DE BUENOS AIRE						1% 01 Sep 2037						13,338												4,629
						PT PERTAMINA (PERSERO)						4.7% 30 Jul 2049						200,000												163,544
						PT PERTAMINA (PERSERO)						6.5% 07 Nov 2048						200,000												200,142
						QATAR ENERGY						3.125% 12 Jul 2041						200,000												153,412
						REC LIMITED						5.25% 13 Nov 2023						200,000												199,076
						RELIANCE INDUSTRIES LTD						3.625% 12 Jan 2052						250,000												166,310
						REPUBLIC OF ANGOLA						9.5% 12 Nov 2025						241,000												247,895
						REPUBLIC OF ANGOLA						8% 26 Nov 2029						200,000												176,028
						REPUBLIC OF ANGOLA						8.75% 14 Apr 2032						200,000												173,520
						REPUBLIC OF ANGOLA						8.25% 09 May 2028						400,000												364,752
						REPUBLIC OF ANGOLA						9.5% 12 Nov 2025						600,000												617,166
						REPUBLIC OF ANGOLA						9.375% 08 May 2048						200,000												158,786
						REPUBLIC OF ARGENTINA						1% 09 Jul 2030						844,914												227,755
						REPUBLIC OF ARGENTINA						1% 09 Jul 2035						266,685												67,930
						REPUBLIC OF ARGENTINA						1% 09 Jan 2038						618,491												196,167
						REPUBLIC OF ARGENTINA						1% 09 Jul 2041						1,613,112												453,962
						REPUBLIC OF ARGENTINA						1% 09 Jul 2029						186,901												49,850
						REPUBLIC OF CAMEROON						9.5% 19 Nov 2025						200,000												192,672
						REPUBLIC OF CHILE						2.75% 31 Jan 2027						200,000												184,338
						REPUBLIC OF COLOMBIA						7.375% 18 Sep 2037						220,000												208,080
						REPUBLIC OF COLOMBIA						6.125% 18 Jan 2041						705,000												563,718
						REPUBLIC OF COLOMBIA						5.625% 26 Feb 2044						560,000												413,689
						REPUBLIC OF COLOMBIA						3% 30 Jan 2030						728,000												558,740
						REPUBLIC OF COLOMBIA						8% 20 Apr 2033						200,000												201,298
						REPUBLIC OF ECUADOR						1% 31 Jul 2030						254,880												164,423
						REPUBLIC OF ECUADOR						1% 31 Jul 2030						365,000												235,462

321

---

						REPUBLIC OF ECUADOR						1% 31 Jul 2035						589,407												273,709
						REPUBLIC OF ECUADOR						1% 31 Jul 2035						340,000												157,889
						REPUBLIC OF ECUADOR						1% 31 Jul 2040						240,160												98,715
						REPUBLIC OF ECUADOR						0.01% 31 Jul 2030						60,500												23,729
						REPUBLIC OF EL SALVADOR						7.75% 24 Jan 2023						37,000												35,891
						REPUBLIC OF EL SALVADOR						7.65% 15 Jun 2035						160,000												63,762
						REPUBLIC OF EL SALVADOR						7.625% 01 Feb 2041						177,000												69,044
						REPUBLIC OF EL SALVADOR						5.875% 30 Jan 2025						243,000												155,333
						REPUBLIC OF GABON						6.625% 06 Feb 2031						220,000												180,178
						REPUBLIC OF GABON						6.625% 06 Feb 2031						200,000												163,798
						REPUBLIC OF GABON						6.95% 16 Jun 2025						400,000												378,528
						REPUBLIC OF GHANA						6.375% 11 Feb 2027						200,000												76,140
						REPUBLIC OF GHANA						10.75% 14 Oct 2030						315,000												221,036
						REPUBLIC OF GUATEMALA						6.125% 01 Jun 2050						400,000												376,816
						REPUBLIC OF INDONESIA						4.1% 24 Apr 2028						200,000												197,012
						REPUBLIC OF INDONESIA						4.2% 15 Oct 2050						440,000												365,046
						REPUBLIC OF INDONESIA						4.65% 20 Sep 2032						500,000												493,070
						REPUBLIC OF INDONESIA						1.75% 24 Apr 2025						150,000												152,874
						REPUBLIC OF INDONESIA						0.9% 14 Feb 2027						100,000												93,842
						REPUBLIC OF INDONESIA						1.1% 12 Mar 2033						100,000												77,956
						REPUBLIC OF INDONESIA						8.5% 12 Oct 2035						425,000												540,507
						REPUBLIC OF INDONESIA						7.75% 17 Jan 2038						600,000												723,540
						REPUBLIC OF INDONESIA						5.95% 08 Jan 2046						250,000												263,585
						REPUBLIC OF IRAQ						6.752% 09 Mar 2023						675,000												665,645
						REPUBLIC OF MOZAMBIQUE						1% 15 Sep 2031						247,000												188,212
						REPUBLIC OF NAMIBIA						5.25% 29 Oct 2025						200,000												187,124
						REPUBLIC OF NIGERIA						8.747% 21 Jan 2031						200,000												163,728
						REPUBLIC OF NIGERIA						6.125% 28 Sep 2028						200,000												154,888
						REPUBLIC OF NIGERIA						8.375% 24 Mar 2029						200,000												165,522
						REPUBLIC OF NIGERIA						7.875% 16 Feb 2032						200,000												150,636
						REPUBLIC OF NIGERIA						6.5% 28 Nov 2027						400,000												322,836
						REPUBLIC OF NIGERIA						7.143% 23 Feb 2030						200,000												153,906
						REPUBLIC OF PANAMA						8.875% 30 Sep 2027						161,000												185,961
						REPUBLIC OF PANAMA						6.7% 26 Jan 2036						630,000												661,658
						REPUBLIC OF PARAGUAY						6.1% 11 Aug 2044						245,000												236,452
						REPUBLIC OF PERU						8.75% 21 Nov 2033						405,000												496,425
						REPUBLIC OF PERU						8.2% 12 Aug 2026						990,000												271,715
						REPUBLIC OF PERU						6.85% 12 Feb 2042						355,000												82,217
						REPUBLIC OF PERU						2.783% 23 Jan 2031						100,000												83,282
						REPUBLIC OF PERU						2.78% 01 Dec 2060						215,000												126,786
						REPUBLIC OF PERU						3% 15 Jan 2034						275,000												218,279
						REPUBLIC OF PERU						6.35% 12 Aug 2028						585,000												145,930
						REPUBLIC OF PERU						6.9% 12 Aug 2037						877,000												206,596
						REPUBLIC OF PHILIPPINES						6.375% 23 Oct 2034						100,000												111,196
						REPUBLIC OF PHILIPPINES						5% 13 Jan 2037						210,000												205,185
						REPUBLIC OF PHILIPPINES						3.95% 20 Jan 2040						330,000												280,226

322

---

						REPUBLIC OF PHILIPPINES						3% 01 Feb 2028						200,000												186,092
						REPUBLIC OF PHILIPPINES						2.95% 05 May 2045						375,000												271,811
						REPUBLIC OF PHILIPPINES						5.609% 13 Apr 2033						200,000												211,906
						REPUBLIC OF POLAND						5.5% 16 Nov 2027						125,000												128,610
						REPUBLIC OF POLAND						5.75% 16 Nov 2032						140,000												149,474
						REPUBLIC OF SENEGAL						4.75% 13 Mar 2028						115,000												105,676
						REPUBLIC OF SENEGAL						4.75% 13 Mar 2028						100,000												91,892
						REPUBLIC OF SERBIA						2.125% 01 Dec 2030						400,000												289,056
						REPUBLIC OF SERBIA						1.5% 26 Jun 2029						180,000												137,319
						REPUBLIC OF SERBIA						1.5% 26 Jun 2029						560,000												427,213
						REPUBLIC OF SERBIA						3.125% 15 May 2027						360,000												330,497
						REPUBLIC OF SERBIA						1.65% 03 Mar 2033						100,000												64,818
						REPUBLIC OF SOUTH AFRICA						6.25% 08 Mar 2041						250,000												213,525
						REPUBLIC OF SOUTH AFRICA						4.85% 30 Sep 2029						200,000												178,588
						REPUBLIC OF SOUTH AFRICA						5.75% 30 Sep 2049						200,000												(2,791)
						REPUBLIC OF SOUTH AFRICA						5.875% 20 Apr 2032						400,000												362,132
						REPUBLIC OF SOUTH AFRICA						7.3% 20 Apr 2052						400,000												344,932
						REPUBLIC OF SOUTH AFRICA						8.5% 31 Jan 2037						3,620,000												168,745
						REPUBLIC OF SOUTH AFRICA						8% 31 Jan 2030						19,182,500												1,005,066
						REPUBLIC OF SOUTH AFRICA						8.25% 31 Mar 2032						26,352,885												1,322,260
						REPUBLIC OF SOUTH AFRICA						9% 31 Jan 2040						7,740,000												368,704
						REPUBLIC OF SOUTH AFRICA						6.25% 31 Mar 2036						8,330,000												322,116
						REPUBLIC OF SOUTH AFRICA						8% 31 Jan 2030						5,900,000												309,130
						REPUBLIC OF SOUTH AFRICA						8.75% 31 Jan 2044						2,600,000												118,983
						REPUBLIC OF SOUTH AFRICA						8.75% 31 Jan 2044						10,190,000												466,321
						REPUBLIC OF SOUTH AFRICA						8.875% 28 Feb 2035						16,017,940												793,535
						REPUBLIC OF SOUTH AFRICA						10.5% 21 Dec 2026						38,273,103												2,377,679
						REPUBLIC OF SOUTH AFRICA						7% 28 Feb 2031						10,080,000												478,313
						REPUBLIC OF SOUTH AFRICA						6.5% 28 Feb 2041						17,360,000												638,254
						REPUBLIC OF SRI LANKA						6.85% 14 Mar 2024						210,000												62,164
						REPUBLIC OF SRI LANKA						7.85% 14 Mar 2029						200,000												59,022
						REPUBLIC OF SRI LANKA						6.2% 11 May 2027						200,000												59,366
						REPUBLIC OF SRI LANKA						6.35% 28 Jun 2024						200,000												60,018
						REPUBLIC OF TURKEY						4.875% 09 Oct 2026						525,000												470,936
						REPUBLIC OF TURKEY						6% 25 Mar 2027						400,000												365,292
						REPUBLIC OF TURKEY						6.125% 24 Oct 2028						500,000												447,185
						REPUBLIC OF TURKEY						5.95% 15 Jan 2031						200,000												165,884
						REPUBLIC OF VENEZUELA						9.25% 07 May 2028						285,000												24,553
						REPUBLIC OF VENEZUELA						11.95% 05 Aug 2031						640,000												59,622
						REPUBLIC OF ZAMBIA						5.375% 20 Sep 2022						495,000												205,578
						REPUBLIC OF ZAMBIA						8.97% 30 Jul 2027						270,000												120,158
						REPUBLICA ORIENT URUGUAY						7.625% 21 Mar 2036						705,000												897,867
						REPUBLICA ORIENT URUGUAY						5.1% 18 Jun 2050						140,000												137,957
						REPUBLICA ORIENT URUGUAY						8.5% 15 Mar 2028						3,965,000												91,015
						REPUBLICA ORIENT URUGUAY						5.75% 28 Oct 2034						140,000												151,973
						ROMANIA						6% 25 May 2034						188,000												176,363

323

---

						ROMANIA						4.125% 11 Mar 2039						284,000												216,109
						ROMANIA						2.124% 16 Jul 2031						190,000												140,042
						ROMANIA						2% 14 Apr 2033						150,000												102,547
						ROMANIA GOVERNMENT BOND						4.75% 24 Feb 2025						2,410,000												497,247
						ROMANIA GOVERNMENT BOND						3.25% 29 Apr 2024						875,000												180,430
						ROMANIA GOVERNMENT BOND						3.65% 24 Sep 2031						1,180,000												188,933
						ROMANIA GOVERNMENT BOND						5% 12 Feb 2029						600,000												112,002
						ROMANIA GOVERNMENT BOND						4.85% 22 Apr 2026						500,000												99,968
						ROMANIA GOVERNMENT BOND						4.25% 28 Apr 2036						1,640,000												235,399
						ROMANIA GOVERNMENT BOND						6.7% 25 Feb 2032						2,090,000												403,001
						ROMANIAN LEU						FOREIGN CURRENCY						—												0
						RUSSIA I/L BOND OFZ						2.5% 17 Jul 2030						1,571,607												5,813
						RUSSIAN FEDERATION						1.85% 20 Nov 2032						200,000												84,633
						RUSSIAN FEDERATION						5.1% 28 Mar 2035						200,000												81,122
						RUSSIAN RUBLE						FOREIGN CURRENCY						3,568,404												48,882
						S95V4ZF03 CDS USD P V 03MEVENT						1% 20 Dec 2027						(6,282,829)												(6,282,829)
						S95V4ZF03 CDS USD R F 1.00000						1% 20 Dec 2027						6,282,829												5,915,246
						SASOL FINANCING USA LLC						5.875% 27 Mar 2024						350,000												342,367
						SASOL FINANCING USA LLC						4.375% 18 Sep 2026						200,000												177,184
						SAUDI ARABIAN OIL CO						4.25% 16 Apr 2039						200,000												178,398
						SAUDI INTERNATIONAL BOND						5.25% 16 Jan 2050						270,000												264,344
						SAUDI INTERNATIONAL BOND						4.5% 26 Oct 2046						400,000												353,244
						SAUDI INTERNATIONAL BOND						4.625% 04 Oct 2047						200,000												178,448
						SAUDI INTERNATIONAL BOND						2.25% 02 Feb 2033						200,000												161,890
						SAUDI INTERNATIONAL BOND						5.5% 25 Oct 2032						200,000												210,740
						SAUDI INTERNATIONAL BOND						4.625% 04 Oct 2047						200,000												178,448
						SAUDI INTERNATIONAL BOND						5.25% 16 Jan 2050						705,000												690,230
						SENEGAL GOVERNMENT INTERNATION						5.375% 08 Jun 2037						115,000												82,352
						SINGAPORE DOLLAR						FOREIGN CURRENCY						4												3
						SINOCHEM OVERSEAS CAPITA						6.3% 12 Nov 2040						105,000												101,206
						SOL						FOREIGN CURRENCY						96,924												25,416
						SOUTH AFRICAN RAND						FOREIGN CURRENCY						1												0
						SOUTHERN GAS CORRIDOR						6.875% 24 Mar 2026						285,000												292,470
						SOUTHERN GAS CORRIDOR						6.875% 24 Mar 2026						200,000												205,242
						STATE OF ISRAEL						3.875% 03 Jul 2050						200,000												168,534
						STATE OF ISRAEL						4.5% 31 Dec 2099						600,000												526,656
						STATE OF QATAR						4.817% 14 Mar 2049						345,000												334,350
						STATE OF QATAR						4.817% 14 Mar 2049						200,000												193,826
						STATE OF QATAR						4.4% 16 Apr 2050						200,000												182,608
						STATE OF QATAR						5.103% 23 Apr 2048						600,000												602,256
						STATE OF QATAR						5.103% 23 Apr 2048						405,000												406,523
						STATE OF QATAR						4.5% 23 Apr 2028						400,000												401,840
						SUMMIT DIGITEL INFRASTR						2.875% 12 Aug 2031						200,000												153,344
						SUZANO AUSTRIA GMBH						3.75% 15 Jan 2031						200,000												167,912
						SWAP BANK OF AMERICA COC						SWAP CASH COLLATERAL USD						80,000												80,000
						SWAP BARCLAYS BANK COC						SWAP CASH COLLATERAL USD						(10,000)												(10,000)
						SWAP BARCLAYS BANK COC						SWAP CASH COLLATERAL USD						10,000												10,000

324

---

						SWAP CCPC JP MORGAN COC						SWAP CCPC CASH COLLATERAL						985,000												985,000
						SWAP CITIBANK BOC						SWAP CASH COLLATERAL USD						(40,000)												(40,000)
						SWAP JP MORGAN BOC						SWAP CASH COLLATERAL USD						(150,000)												(150,000)
						SWAP MORGAN STANLEY BOC						SWAP CASH COLLATERAL USD						(490,000)												(490,000)
						SWAP STAND. CHARTER BANK BOCOC						SWAP CASH COLLATERAL						(50,000)												(50,000)
						SWAPS BARCLAYS BOC						SWAP CASH COLLATERAL USD						(160,000)												(160,000)
						SWISS FRANC						FOREIGN CURRENCY						—												0
						THAILAND BAHT						FOREIGN CURRENCY						3,614,804												104,369
						THAILAND GOVERNMENT BOND						3.58% 17 Dec 2027						8,040,000												249,859
						THAILAND GOVERNMENT BOND						3.4% 17 Jun 2036						12,600,000												377,465
						THAILAND GOVERNMENT BOND						2.875% 17 Jun 2046						3,900,000												99,316
						THAILAND GOVERNMENT BOND						2.125% 17 Dec 2026						6,000,000												175,413
						THAILAND GOVERNMENT BOND						2.875% 17 Dec 2028						10,560,000												318,483
						THAILAND GOVERNMENT BOND						3.3% 17 Jun 2038						14,275,000												415,729
						THAILAND GOVERNMENT BOND						1.875% 17 Jun 2049						6,630,000												131,917
						THAILAND GOVERNMENT BOND						1.6% 17 Dec 2029						3,265,000												90,264
						THAILAND GOVERNMENT BOND						1.585% 17 Dec 2035						15,270,000												375,038
						THAILAND GOVERNMENT BOND						2% 17 Jun 2042						5,151,000												120,128
						THAILAND GOVERNMENT BOND						2% 17 Dec 2031						18,600,000												516,966
						THAILAND GOVERNMENT BOND						3.35% 17 Jun 2033						9,690,000												297,594
						THAILAND GOVERNMENT BOND						4.875% 22 Jun 2029						11,300,000												376,794
						THAILAND GOVERNMENT BOND						3.85% 12 Dec 2025						46,110,000												1,412,536
						THAILAND GOVERNMENT BOND						3.625% 16 Jun 2023						10,500,000												306,414
						THAILAND GOVERNMENT BOND						3.65% 20 Jun 2031						18,800,000												591,102
						THAILAND GOVERNMENT BOND						3.775% 25 Jun 2032						24,050,000												762,816
						THAILAND GOVERNMENT BOND						4.675% 29 Jun 2044						3,400,000												116,912
						TIERRA MOJADA LUX II SRL						5.75% 01 Dec 2040						221,771												190,080
						TITULOS DE TESORERIA						6% 28 Apr 2028						4,941,500,000												760,595
						TITULOS DE TESORERIA						7% 30 Jun 2032						4,151,100,000												579,567
						TITULOS DE TESORERIA						3.75% 16 Jun 2049						374,581,631												52,423
						TITULOS DE TESORERIA						7.25% 18 Oct 2034						1,240,500,000												168,864
						TITULOS DE TESORERIA						5.75% 03 Nov 2027						1,287,600,000												200,941
						TITULOS DE TESORERIA						7.25% 26 Oct 2050						356,000,000												41,802
						TITULOS DE TESORERIA						7% 26 Mar 2031						2,462,000,000												357,158
						TITULOS DE TESORERIA						9.25% 28 May 2042						500,000,000												74,468
						TULLOW OIL PLC						10.25% 15 May 2026						200,000												159,200
						TURKEY GOVERNMENT BOND						10.5% 11 Aug 2027						2,300,000												131,897
						TURKISH LIRA						FOREIGN CURRENCY						—												0
						UAE INT L GOVT BOND						4.951% 07 Jul 2052						220,000												219,624
						UKRAINE GOVERNMENT						7.375% 25 Sep 2034						250,000												46,133
						UKRAINE GOVERNMENT						7.75% 01 Sep 2027						200,000												42,228
						UKRAINE GOVERNMENT						7.75% 01 Sep 2029						145,000												31,403
						UKRAINE GOVERNMENT						7.75% 01 Sep 2026						585,000												124,968
						UKRAINE GOVERNMENT						7.75% 01 Sep 2028						100,000												21,091
						UKRAINE GOVERNMENT						9.75% 01 Nov 2030						503,000												109,392
						UKRAINE GOVERNMENT						7.375% 25 Sep 2034						200,000												36,906
						UKRAINE GOVERNMENT						6.75% 20 Jun 2028						395,000												78,023

325

---

						UKRAINE GOVERNMENT						4.375% 27 Jan 2032						300,000												56,789
						UKRAINE GOVERNMENT						8.994% 01 Feb 2026						210,000												45,696
						UKREXIMBANK(BIZ FIN PLC)						9.75% 22 Jan 2025						120,263												39,672
						UNITED MEXICAN STATES						5.75% 31 Dec 2099						450,000												380,349
						UNITED MEXICAN STATES						4.6% 23 Jan 2046						215,000												168,042
						UNITED MEXICAN STATES						3.5% 12 Feb 2034						340,000												273,625
						UNITED MEXICAN STATES						4.875% 19 May 2033						200,000												184,548
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						1,900,000												(7,970)
						US 10YR ULTRA FUT MAR23						XCBT 20230322						200,000												(1,580)
						US 2YR NOTE (CBT) MAR23						XCBT 20230331						(1,200,000)												(1,589)
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						900,000												(1,116)
						US DOLLAR												2,579												2,579
						US LONG BOND(CBT) MAR23						XCBT 20230322						(700,000)												20,653
						US TREASURY N/B						4.25% 30 Sep 2024						900,000												895,676
						US ULTRA BOND CBT MAR23						XCBT 20230322						1,100,000												(8,130)
						YUAN RENMINBI						FOREIGN CURRENCY						(36,445,880)												(5,242,729)
						YUAN RENMINBI OFFSHORE						FOREIGN CURRENCY						36,445,880												5,267,621
												EXHIBIT P - Emerging Markets Debt Fund																		$	132,831,031

n / a - Cost is not applicable

326

---

EXHIBIT Q - Total Stock Market Index Fund

(Managed by State Street Global Advisors)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						1 800 FLOWERS.COM INC CL A						COMMON STOCK USD.01						4,256												$	40,687
						10X GENOMICS INC CLASS A						COMMON STOCK						15,023												565,659
						180 LIFE SCIENCES CORP						COMMON STOCK USD.0001						318												1,078
						1LIFE HEALTHCARE INC						COMMON STOCK USD.001						27,358												457,152
						1ST SOURCE CORP						COMMON STOCK						2,724												144,617
						22ND CENTURY GROUP INC						COMMON STOCK USD.00001						28,473												26,209
						23ANDME HOLDING CO CLASS A						COMMON STOCK USD.0001						37,785												112,539
						2SEVENTY BIO INC						COMMON STOCK USD.0001						3,840												71,596
						2U INC						COMMON STOCK USD.001						12,474												78,212
						3D SYSTEMS CORP						COMMON STOCK USD.001						20,766												153,668
						3M CO W/D						COMMON STOCK USD.01						88,123												10,735,602
						4D MOLECULAR THERAPEUTICS IN						COMMON STOCK USD.0001						3,841												105,300
						89BIO INC						COMMON STOCK USD.001						1,686												71,120
						8X8 INC						COMMON STOCK USD.001						18,537												80,080
						9 METERS BIOPHARMA INC						COMMON STOCK USD.0001						1,740												2,192
						908 DEVICES INC						COMMON STOCK						2,271												17,305
						A MARK PRECIOUS METALS INC						COMMON STOCK USD.01						2,916												101,273
						A10 NETWORKS INC						COMMON STOCK USD.00001						9,598												159,615
						AADI BIOSCIENCE INC						COMMON STOCK USD.0001						3,432												44,033
						AAON INC						COMMON STOCK USD.004						6,699												504,569
						AAR CORP						COMMON STOCK USD1.0						6,066												272,363
						AARON S CO INC/THE						COMMON STOCK USD.5						5,218												62,355
						ABBOTT LABORATORIES						COMMON STOCK						278,180												31,123,280
						ABBVIE INC						COMMON STOCK USD.01						280,572												46,426,043
						ABERCROMBIE + FITCH CO CL A						COMMON STOCK USD.01						9,221												211,253
						ABM INDUSTRIES INC						COMMON STOCK USD.01						11,131												494,439
						ABSCI CORP						COMMON STOCK USD.0001						2,164												25,149
						ACACIA RESEARCH CORP						COMMON STOCK USD.001						7,688												32,366
						ACADEMY SPORTS + OUTDOORS IN						COMMON STOCK USD.01						14,128												742,285
						ACADIA HEALTHCARE CO INC						COMMON STOCK USD.01						14,748												1,214,055
						ACADIA PHARMACEUTICALS INC						COMMON STOCK USD.0001						18,981												302,178
						ACADIA REALTY TRUST						REIT USD.001						14,619												209,783
						ACCEL ENTERTAINMENT INC						COMMON STOCK USD.0001						9,007												69,354
						ACCELERATE DIAGNOSTICS INC						COMMON STOCK						5,161												3,644
						ACCENTURE PLC CL A						COMMON STOCK USD.0000225						100,531												27,332,692
						ACCO BRANDS CORP						COMMON STOCK USD.01						14,135												79,015

327

---

						ACCOLADE INC						COMMON STOCK						9,546												74,363
						ACCURAY INC						COMMON STOCK USD.001						16,459												34,399
						ACHIEVE LIFE SCIENCES INC						COMMON STOCK USD.001						2,870												7,089
						ACI WORLDWIDE INC						COMMON STOCK USD.005						19,195												441,485
						ACLARIS THERAPEUTICS INC						COMMON STOCK USD.00001						7,659												120,629
						ACM RESEARCH INC CLASS A						COMMON STOCK USD.0001						6,132												47,278
						ACME UNITED CORP						COMMON STOCK USD2.5						765												16,754
						ACNB CORP						COMMON STOCK USD2.5						1,532												60,989
						ACRES COMMERCIAL REALTY CORP						REIT USD.001						1,225												10,119
						ACTINIUM PHARMACEUTICALS INC						COMMON STOCK USD.01						4,523												48,170
						ACTIVISION BLIZZARD INC						COMMON STOCK USD.000001						113,430												8,836,172
						ACUITY BRANDS INC						COMMON STOCK USD.01						5,426												898,600
						ACUMEN PHARMACEUTICALS INC						COMMON STOCK USD.0001						1,778												9,601
						ACUSHNET HOLDINGS CORP						COMMON STOCK USD.001						5,604												237,946
						ACUTUS MEDICAL INC						COMMON STOCK USD.001						4,180												4,807
						ACV AUCTIONS INC A						COMMON STOCK USD.001						15,010												159,367
						ADAMIS PHARMACEUTICALS CORP						COMMON STOCK USD.0001						38,168												6,462
						ADAMS RESOURCES + ENERGY INC						COMMON STOCK USD.1						379												14,751
						ADAPTHEALTH CORP						COMMON STOCK						12,167												233,850
						ADAPTIVE BIOTECHNOLOGIES						COMMON STOCK USD.0001						17,073												130,438
						ADDUS HOMECARE CORP						COMMON STOCK USD.001						2,658												264,444
						ADEIA INC						COMMON STOCK						16,981												160,980
						ADICET BIO INC						COMMON STOCK USD.0001						2,474												47,157
						ADIENT PLC						COMMON STOCK USD.001						15,202												527,357
						ADMA BIOLOGICS INC						COMMON STOCK USD.0001						40,671												157,803
						ADOBE INC						COMMON STOCK USD.0001						74,339												25,421,142
						ADT INC						COMMON STOCK USD.01						19,135												291,497
						ADTALEM GLOBAL EDUCATION INC						COMMON STOCK USD.01						7,596												269,658
						ADTHEORENT HOLDINGS CO INC						COMMON STOCK USD.0001						8,476												14,070
						ADTRAN HOLDINGS INC						COMMON STOCK						8,275												219,382
						ADVANCE AUTO PARTS INC						COMMON STOCK USD.0001						10,036												1,475,593
						ADVANCED DRAINAGE SYSTEMS IN						COMMON STOCK USD.01						9,279												826,178
						ADVANCED ENERGY INDUSTRIES						COMMON STOCK USD.001						6,012												515,709
						ADVANCED MICRO DEVICES						COMMON STOCK USD.01						256,649												16,953,494
						ADVANSIX INC						COMMON STOCK USD.01						4,415												167,858
						ADVANTAGE SOLUTIONS INC						COMMON STOCK USD.0001						15,273												31,768
						ADVENT TECHNOLOGIES HOLDINGS						COMMON STOCK USD.0001						6,641												12,020
						ADVERUM BIOTECHNOLOGIES INC						COMMON STOCK USD.0001						15,952												9,244
						AECOM						COMMON STOCK USD.01						22,814												1,937,593
						AEGLEA BIOTHERAPEUTICS INC						COMMON STOCK USD.0001						5,887												2,649
						AEHR TEST SYSTEMS						COMMON STOCK USD.01						3,056												81,528
						AEMETIS INC						COMMON STOCK USD.001						4,899												19,400
						AEROJET ROCKETDYNE HOLDINGS						COMMON STOCK USD.1						12,242												684,695
						AEROVATE THERAPEUTICS INC						COMMON STOCK USD.0001						1,478												43,305
						AEROVIRONMENT INC						COMMON STOCK USD.0001						3,824												344,696
						AERSALE CORP						COMMON STOCK USD.0001						3,029												49,130
						AES CORP						COMMON STOCK USD.01						107,848												3,121,842
						AEVA TECHNOLOGIES INC						COMMON STOCK USD.0001						14,582												19,832

328

---

						AEYE INC						COMMON STOCK USD.0001						17,342												8,335
						AFC GAMMA INC						REIT USD.01						2,553												40,159
						AFFILIATED MANAGERS GROUP						COMMON STOCK USD.01						6,084												963,888
						AFFIRM HOLDINGS INC						COMMON STOCK USD.00001						26,148												329,264
						AFLAC INC						COMMON STOCK USD.1						91,589												6,588,913
						AG MORTGAGE INVESTMENT TRUST						REIT USD.01						4,750												25,223
						AGCO CORP						COMMON STOCK USD.01						10,010												1,388,287
						AGEAGLE AERIAL SYSTEMS INC						COMMON STOCK USD.001						9,093												3,183
						AGENUS INC						COMMON STOCK USD.01						36,844												113,412
						AGILENT TECHNOLOGIES INC						COMMON STOCK USD.01						47,490												7,196,670
						AGILETHOUGHT INC						COMMON STOCK						3,724												15,641
						AGILITI INC						COMMON STOCK USD.0001						4,846												79,038
						AGILON HEALTH INC						COMMON STOCK USD.01						31,432												507,312
						AGILYSYS INC						COMMON STOCK USD.3						3,140												248,500
						AGIOS PHARMACEUTICALS INC						COMMON STOCK USD.001						8,987												252,355
						AGNC INVESTMENT CORP						REIT USD.01						83,559												955,938
						AGREE REALTY CORP						REIT USD.0001						11,698												992,882
						AGRIFY CORP						COMMON STOCK USD.001						267												89
						AGROFRESH SOLUTIONS INC						COMMON STOCK						5,184												15,345
						AIM IMMUNOTECH INC						COMMON STOCK USD.001						12,690												3,958
						AIR LEASE CORP						COMMON STOCK USD.01						17,336												666,049
						AIR PRODUCTS + CHEMICALS INC						COMMON STOCK USD1.0						35,230												11,106,610
						AIR T INC						COMMON STOCK USD.25						643												16,133
						AIR TRANSPORT SERVICES GROUP						COMMON STOCK USD.01						9,412												244,524
						AIRBNB INC CLASS A						COMMON STOCK USD.0001						63,868												5,503,465
						AIRGAIN INC						COMMON STOCK USD.0001						1,656												10,781
						AIRSCULPT TECHNOLOGIES INC						COMMON STOCK USD.001						2,111												7,811
						AIRSPAN NETWORKS HOLDINGS IN						COMMON STOCK USD.0001						5,040												6,602
						AKAMAI TECHNOLOGIES INC						COMMON STOCK USD.01						25,316												2,134,139
						AKEBIA THERAPEUTICS INC						COMMON STOCK USD.0001						25,425												14,670
						AKERO THERAPEUTICS INC						COMMON STOCK USD.0001						4,006												274,331
						AKOUSTIS TECHNOLOGIES INC						COMMON STOCK USD.001						9,120												25,718
						AKOYA BIOSCIENCES INC						COMMON STOCK USD.00001						1,536												34,802
						ALAMO GROUP INC						COMMON STOCK USD.1						1,680												237,888
						ALARM.COM HOLDINGS INC						COMMON STOCK						7,666												404,054
						ALASKA AIR GROUP INC						COMMON STOCK USD.01						20,217												868,118
						ALAUNOS THERAPEUTICS INC						COMMON STOCK USD.001						37,713												24,480
						ALBANY INTL CORP CL A						COMMON STOCK USD.001						5,316												524,104
						ALBEMARLE CORP						COMMON STOCK USD.01						18,634												4,106,028
						ALBERTSONS COS INC CLASS A						COMMON STOCK USD.01						25,895												537,062
						ALBIREO PHARMA INC						COMMON STOCK USD.01						3,854												83,285
						ALCOA CORP						COMMON STOCK USD.01						29,945												1,361,599
						ALDEYRA THERAPEUTICS INC						COMMON STOCK USD.001						7,316												50,919
						ALECTOR INC						COMMON STOCK USD.0001						9,193												84,851
						ALERUS FINANCIAL CORP						COMMON STOCK USD1.0						2,062												48,148
						ALEXANDER + BALDWIN INC						REIT						11,651												218,223
						ALEXANDER S INC						REIT USD1.0						379												83,403
						ALEXANDRIA REAL ESTATE EQUIT						REIT USD.01						23,520												3,557,264

329

---

						ALEXZA PHARMACEUTICALS						COMMON STOCK						14,100												494
						ALICO INC						COMMON STOCK USD1.0						554												13,224
						ALIGHT INC CLASS A						COMMON STOCK USD.0001						38,635												359,784
						ALIGN TECHNOLOGY INC						COMMON STOCK USD.0001						11,806												2,489,885
						ALIGNMENT HEALTHCARE INC						COMMON STOCK USD.001						4,991												163,380
						ALIGOS THERAPEUTICS INC						COMMON STOCK USD.0001						3,415												3,254
						ALIMERA SCIENCES INC						COMMON STOCK USD.01						1,230												3,333
						ALKALINE WATER CO INC/THE						COMMON STOCK						9,124												1,594
						ALKAMI TECHNOLOGY INC						COMMON STOCK USD.001						5,800												84,622
						ALKERMES PLC						COMMON STOCK USD.01						26,043												680,504
						ALLAKOS INC						COMMON STOCK USD.001						5,503												104,451
						ALLBIRDS INC CL A						COMMON STOCK USD.0001						3,345												39,830
						ALLEGIANT TRAVEL CO						COMMON STOCK USD.001						2,421												164,604
						ALLEGION PLC						COMMON STOCK USD.01						13,495												1,441,536
						ALLEGRO MICROSYSTEMS INC						COMMON STOCK USD.01						9,019												315,784
						ALLETE INC						COMMON STOCK						8,569												585,042
						ALLIANT ENERGY CORP						COMMON STOCK USD.01						40,825												2,253,948
						ALLIED MOTION TECHNOLOGIES						COMMON STOCK						1,680												79,368
						ALLISON TRANSMISSION HOLDING						COMMON STOCK USD.01						14,986												623,418
						ALLOGENE THERAPEUTICS INC						COMMON STOCK USD.001						12,520												105,179
						ALLOVIR INC						COMMON STOCK						4,864												45,482
						ALLSTATE CORP						COMMON STOCK USD.01						42,910												5,845,717
						ALLY FINANCIAL INC						COMMON STOCK USD.01						51,070												1,248,662
						ALNYLAM PHARMACEUTICALS INC						COMMON STOCK USD.01						19,054												4,742,070
						ALPHA + OMEGA SEMICONDUCTOR						COMMON STOCK						3,388												96,795
						ALPHA METALLURGICAL RESOURCE						COMMON STOCK USD.01						2,872												420,432
						ALPHA PRO TECH LTD						COMMON STOCK USD.01						2,087												8,390
						ALPHA TEKNOVA INC						COMMON STOCK USD.00001						1,245												7,022
						ALPHABET INC CL A						COMMON STOCK USD.001						951,840												85,313,147
						ALPHABET INC CL C						COMMON STOCK USD.001						841,660												76,623,727
						ALPHATEC HOLDINGS INC						COMMON STOCK USD.0001						10,755												132,824
						ALPINE 4 HOLDINGS INC						COMMON STOCK USD.0001						24,077												12,727
						ALPINE IMMUNE SCIENCES INC						COMMON STOCK USD.001						1,838												43,640
						ALPINE INCOME PROPERTY TRUST						REIT USD.01						1,548												29,536
						ALTA EQUIPMENT GROUP INC						COMMON STOCK USD.0001						4,300												56,717
						ALTAIR ENGINEERING INC A						COMMON STOCK						8,152												393,407
						ALTERYX INC CLASS A						COMMON STOCK						8,078												500,523
						ALTICE USA INC A						COMMON STOCK USD.01						35,517												163,378
						ALTIMMUNE INC						COMMON STOCK USD.0001						5,507												120,205
						ALTISOURCE PORTFOLIO SOL						COMMON STOCK USD1.0						2,235												21,143
						ALTO INGREDIENTS INC						COMMON STOCK USD.001						12,046												34,692
						ALTRA INDUSTRIAL MOTION CORP						COMMON STOCK USD.001						10,547												630,183
						ALTRIA GROUP INC						COMMON STOCK USD.333						287,022												13,288,911
						ALTUS POWER INC						COMMON STOCK USD.0001						7,284												47,492
						ALX ONCOLOGY HOLDINGS INC						COMMON STOCK USD.001						3,469												39,096
						AMALGAMATED FINANCIAL CORP						COMMON STOCK USD.01						2,284												52,623

330

---

						AMAZON.COM INC						COMMON STOCK USD.01						1,411,340												121,097,824
						AMBAC FINANCIAL GROUP INC						COMMON STOCK USD.01						8,121												141,630
						AMBARELLA INC						COMMON STOCK USD.00045						5,890												484,335
						AMC ENTERTAINMENT HLDS CL A						COMMON STOCK USD.01						83,531												339,971
						AMC NETWORKS INC A						COMMON STOCK						4,600												72,082
						AMCOR PLC						COMMON STOCK USD.01						238,507												2,889,460
						AMEDISYS INC						COMMON STOCK USD.001						5,272												440,423
						AMER NATL BNKSHS/DANVILLE VA						COMMON STOCK USD1.0						881												54,695
						AMERANT BANCORP INC						COMMON STOCK USD.1						4,112												110,366
						AMEREN CORPORATION						COMMON STOCK USD.01						41,644												3,774,122
						AMERESCO INC CL A						COMMON STOCK USD.0001						5,135												310,557
						AMERICA S CAR MART INC						COMMON STOCK USD.01						989												71,465
						AMERICAN AIRLINES GROUP INC						COMMON STOCK						104,337												1,327,167
						AMERICAN ASSETS TRUST INC						REIT USD.01						8,387												222,256
						AMERICAN AXLE + MFG HOLDINGS						COMMON STOCK USD.01						18,180												142,168
						AMERICAN EAGLE OUTFITTERS						COMMON STOCK USD.01						27,435												382,993
						AMERICAN ELECTRIC POWER						COMMON STOCK USD6.5						81,881												7,907,534
						AMERICAN EQUITY INVT LIFE HL						COMMON STOCK USD1.0						11,316												516,236
						AMERICAN EXPRESS CO						COMMON STOCK USD.2						95,133												14,321,855
						AMERICAN FINANCIAL GROUP INC						COMMON STOCK						10,784												1,507,884
						AMERICAN HOMES 4 RENT A						REIT USD.01						47,443												1,499,260
						AMERICAN INTERNATIONAL GROUP						COMMON STOCK USD2.5						121,054												7,655,455
						AMERICAN OUTDOOR BRANDS INC						COMMON STOCK						2,493												24,980
						AMERICAN PUBLIC EDUCATION						COMMON STOCK USD.01						3,482												42,794
						AMERICAN RESOURCES CORP						COMMON STOCK USD.0001						10,870												14,348
						AMERICAN SOFTWARE INC CL A						COMMON STOCK USD.1						5,394												79,184
						AMERICAN STATES WATER CO						COMMON STOCK						6,019												557,058
						AMERICAN SUPERCONDUCTOR CORP						COMMON STOCK USD.01						4,455												16,394
						AMERICAN TOWER CORP						REIT USD.01						73,725												16,043,103
						AMERICAN VANGUARD CORP						COMMON STOCK USD.1						4,866												105,641
						AMERICAN VIRTUAL CLOUD TECHN						COMMON STOCK						986												1,134
						AMERICAN WATER WORKS CO INC						COMMON STOCK USD.01						29,267												4,537,087
						AMERICAN WELL CORP CLASS A						COMMON STOCK USD.01						29,965												125,872
						AMERICAN WOODMARK CORP						COMMON STOCK						2,555												124,837
						AMERICOLD REALTY TRUST INC						REIT USD.01						43,222												1,243,434
						AMERIPRISE FINANCIAL INC						COMMON STOCK USD.01						17,265												5,375,803
						AMERIS BANCORP						COMMON STOCK USD1.0						10,988												517,974
						AMERISAFE INC						COMMON STOCK USD.01						2,930												152,272
						AMERISOURCEBERGEN CORP						COMMON STOCK USD.01						24,933												4,330,502
						AMES NATIONAL CORP						COMMON STOCK USD2.0						1,749												41,294
						AMETEK INC						COMMON STOCK USD.01						36,543												5,217,566
						AMGEN INC						COMMON STOCK USD.0001						84,900												22,744,628
						AMICUS THERAPEUTICS INC						COMMON STOCK USD.01						40,056												489,084
						AMKOR TECHNOLOGY INC						COMMON STOCK USD.001						16,474												395,047
						AMMO INC						COMMON STOCK						13,584												23,500
						AMN HEALTHCARE SERVICES INC						COMMON STOCK USD.01						6,875												706,888

331

---

						AMNEAL PHARMACEUTICALS INC						COMMON STOCK USD.01						14,104												28,067
						AMPCO PITTSBURGH CORP						COMMON STOCK USD1.0						2,209												5,545
						AMPHASTAR PHARMACEUTICALS IN						COMMON STOCK USD.0001						6,017												168,596
						AMPHENOL CORP CL A						COMMON STOCK USD.001						95,233												7,365,254
						AMPLIFY ENERGY CORP						COMMON STOCK						5,002												43,968
						AMPLITUDE INC CLASS A						COMMON STOCK USD.00001						3,646												111,706
						AMPRIUS TECHNOLOGIES INC						COMMON STOCK						—												19,831
						AMTECH SYSTEMS INC						COMMON STOCK USD.01						2,560												19,456
						AMYLYX PHARMACEUTICALS INC						COMMON STOCK USD.0001						1,808												240,482
						AMYRIS INC						COMMON STOCK						30,940												67,107
						ANALOG DEVICES INC						COMMON STOCK USD.167						82,554												13,705,365
						ANAPTYSBIO INC						COMMON STOCK USD.001						2,755												113,271
						ANAVEX LIFE SCIENCES CORP						COMMON STOCK USD.001						12,226												113,213
						ANDERSONS INC/THE						COMMON STOCK						5,001												174,985
						ANGEL OAK MORTGAGE REIT INC						REIT USD.01						1,501												30,289
						ANGI INC						COMMON STOCK						10,707												25,161
						ANGIODYNAMICS INC						COMMON STOCK USD.01						6,183												85,140
						ANI PHARMACEUTICALS INC						COMMON STOCK USD.0001						2,448												98,483
						ANIKA THERAPEUTICS INC						COMMON STOCK USD.01						2,234												66,126
						ANIXA BIOSCIENCES INC						COMMON STOCK USD.01						7,813												33,205
						ANNALY CAPITAL MANAGEMENT IN						REIT USD.01						74,426												1,568,900
						ANNEXON INC						COMMON STOCK						4,309												42,968
						ANNOVIS BIO						COMMON STOCK USD.0001						735												9,871
						ANSYS INC						COMMON STOCK USD.01						14,056												3,419,948
						ANTERIX INC						COMMON STOCK USD.0001						3,038												97,732
						ANTERO MIDSTREAM CORP						COMMON STOCK						53,715												579,585
						ANTERO RESOURCES CORP						COMMON STOCK USD.01						46,618												1,444,692
						ANYWHERE REAL ESTATE INC						COMMON STOCK USD.01						18,900												120,771
						AON PLC CLASS A						COMMON STOCK						33,533												10,064,595
						APA CORP						COMMON STOCK USD.625						51,962												2,425,586
						APARTMENT INCOME REIT CO						REIT USD.01						25,431												872,538
						APARTMENT INVT + MGMT CO A						REIT USD.01						25,147												179,047
						APELLIS PHARMACEUTICALS INC						COMMON STOCK USD.0001						14,394												796,024
						API GROUP CORP						COMMON STOCK USD.0001						33,290												626,185
						APOGEE ENTERPRISES INC						COMMON STOCK USD.333						4,050												180,063
						APOLLO COMMERCIAL REAL ESTAT						REIT USD.01						21,573												232,125
						APOLLO ENDOSURGERY INC						COMMON STOCK						3,366												62,479
						APOLLO GLOBAL MANAGEMENT INC						COMMON STOCK USD.0001						69,116												4,510,978
						APOLLO MEDICAL HOLDINGS INC						COMMON STOCK USD.001						5,905												195,444
						APPFOLIO INC A						COMMON STOCK USD.0001						3,130												329,839
						APPHARVEST INC						COMMON STOCK USD.0001						10,627												6,030
						APPIAN CORP A						COMMON STOCK USD.0001						6,492												211,380
						APPLE HOSPITALITY REIT INC						REIT NPV						34,808												549,270
						APPLE INC						COMMON STOCK USD.00001						2,379,786												315,611,240
						APPLIED INDUSTRIAL TECH INC						COMMON STOCK						5,843												761,600
						APPLIED MATERIALS INC						COMMON STOCK USD.01						138,083												13,602,334
						APPLIED MOLECULAR TRANSPORT						COMMON STOCK USD.0001						2,587												1,087
						APPLIED OPTOELECTRONICS INC						COMMON STOCK USD.001						5,492												10,380

332

---

						APPLIED THERAPEUTICS INC						COMMON STOCK USD.0001						3,351												2,547
						APPLOVIN CORP CLASS A						COMMON STOCK USD.00003						20,147												212,148
						APTARGROUP INC						COMMON STOCK USD.01						10,607												1,166,558
						APTINYX INC						COMMON STOCK USD.01						4,049												1,186
						APTIV PLC						COMMON STOCK USD.01						43,026												4,062,891
						APYX MEDICAL CORP						COMMON STOCK USD.001						4,778												11,181
						AQUA METALS INC						COMMON STOCK						10,710												13,388
						AQUABOUNTY TECHNOLOGIES						COMMON STOCK USD.001						10,549												8,059
						AQUESTIVE THERAPEUTICS INC						COMMON STOCK USD.001						5,760												5,196
						ARAMARK						COMMON STOCK USD.01						41,520												1,716,437
						ARBOR REALTY TRUST INC						REIT USD.01						24,980												349,275
						ARBUTUS BIOPHARMA CORP						COMMON STOCK						16,340												38,072
						ARC DOCUMENT SOLUTIONS INC						COMMON STOCK USD.001						8,834												25,884
						ARCBEST CORP						COMMON STOCK USD.01						3,895												272,806
						ARCELLX INC						COMMON STOCK USD.001						1,802												139,479
						ARCH CAPITAL GROUP LTD						COMMON STOCK USD.01						58,913												3,736,228
						ARCH RESOURCES INC						COMMON STOCK USD.01						2,413												401,668
						ARCHER AVIATION INC A						COMMON STOCK USD.0001						19,168												35,844
						ARCHER DANIELS MIDLAND CO						COMMON STOCK						89,574												8,316,946
						ARCHROCK INC						COMMON STOCK USD.01						22,667												203,550
						ARCIMOTO INC						COMMON STOCK						205												677
						ARCONIC CORP						COMMON STOCK USD.01						17,134												362,555
						ARCOSA INC						COMMON STOCK USD.01						7,777												422,602
						ARCTURUS THERAPEUTICS HOLDIN						COMMON STOCK USD.001						3,612												61,260
						ARCUS BIOSCIENCES INC						COMMON STOCK USD.0001						7,039												174,522
						ARCUTIS BIOTHERAPEUTICS INC						COMMON STOCK USD.0001						4,695												106,492
						ARDELYX INC						COMMON STOCK USD.000001						18,248												87,948
						ARES COMMERCIAL REAL ESTATE						REIT USD.01						7,768												79,933
						ARES MANAGEMENT CORP A						COMMON STOCK						24,651												1,735,024
						ARGAN INC						COMMON STOCK USD.15						2,585												95,335
						ARGO GROUP INTERNATIONAL						COMMON STOCK USD1.0						5,647												145,975
						ARHAUS INC						COMMON STOCK USD.001						3,013												29,377
						ARIS WATER SOLUTIONS INC A						COMMON STOCK USD.01						3,144												45,305
						ARISTA NETWORKS INC						COMMON STOCK USD.0001						39,492												4,877,301
						ARK RESTAURANTS CORP						COMMON STOCK USD.01						574												9,505
						ARKO CORP						COMMON STOCK USD.0001						11,817												102,335
						ARLINGTON ASSET INVESTMENT A						REIT USD.01						6,964												20,405
						ARLO TECHNOLOGIES INC						COMMON STOCK USD.001						14,387												50,498
						ARMADA HOFFLER PROPERTIES IN						REIT USD.01						3,880												115,934
						ARMOUR RESIDENTIAL REIT INC						REIT USD.0001						13,314												127,340
						ARMSTRONG WORLD INDUSTRIES						COMMON STOCK USD.01						7,687												527,251
						ARRAY TECHNOLOGIES INC						COMMON STOCK USD.001						18,764												434,229
						ARROW ELECTRONICS INC						COMMON STOCK USD1.0						9,800												1,024,786
						ARROW FINANCIAL CORP						COMMON STOCK USD1.0						1,790												87,803
						ARROWHEAD PHARMACEUTICALS IN						COMMON STOCK USD.001						17,662												716,371
						ARS PHARMACEUTICALS INC						COMMON STOCK USD.0001						3,831												54,010

333

---

						ARTERIS INC						COMMON STOCK USD.001						1,071												4,605
						ARTESIAN RESOURCES CORP CL A						COMMON STOCK USD1.0						1,610												94,314
						ARTHUR J GALLAGHER + CO						COMMON STOCK USD1.0						33,642												6,455,988
						ARTISAN PARTNERS ASSET MA A						COMMON STOCK USD.01						11,141												330,888
						ARTIVION INC						COMMON STOCK USD.01						6,941												84,125
						ARVINAS INC						COMMON STOCK USD.001						7,304												277,240
						ASANA INC CL A						COMMON STOCK USD.00001						13,742												189,227
						ASBURY AUTOMOTIVE GROUP						COMMON STOCK USD.01						3,711												665,197
						ASCENT INDUSTRIES CO						COMMON STOCK USD1.0						1,546												13,404
						ASENSUS SURGICAL INC						COMMON STOCK USD.001						40,262												13,975
						ASGN INC						COMMON STOCK USD.01						8,531												695,106
						ASHFORD HOSPITALITY TRUST						REIT USD.01						4,702												21,018
						ASHLAND INC						COMMON STOCK						8,438												907,338
						ASPEN AEROGELS INC						COMMON STOCK USD.00001						3,993												109,578
						ASPEN TECHNOLOGY INC						COMMON STOCK						4,522												969,899
						ASPIRA WOMEN S HEALTH INC						COMMON STOCK USD.0001						10,267												3,415
						ASSEMBLY BIOSCIENCES INC						COMMON STOCK USD.001						19,712												25,626
						ASSERTIO HOLDINGS INC						COMMON STOCK						7,760												33,368
						ASSETMARK FINANCIAL HOLDINGS						COMMON STOCK USD.001						3,466												79,718
						ASSOCIATED BANC CORP						COMMON STOCK USD.01						24,239												559,679
						ASSURANT INC						COMMON STOCK USD.01						8,620												1,078,017
						ASSURED GUARANTY LTD						COMMON STOCK USD.01						9,872												614,631
						AST SPACEMOBILE INC						COMMON STOCK USD.0001						6,067												29,243
						ASTEC INDUSTRIES INC						COMMON STOCK USD.2						3,640												148,002
						ASTRA SPACE INC						COMMON STOCK USD.0001						20,752												9,002
						ASTRIA THERAPEUTICS INC						COMMON STOCK USD.001						—												32,764
						ASTRONICS CORP						COMMON STOCK USD.01						4,314												44,434
						ASTRONOVA INC						COMMON STOCK USD.05						1,789												22,935
						ASURE SOFTWARE INC						COMMON STOCK USD.01						3,164												29,552
						AT+T INC						COMMON STOCK USD1.0						1,131,143												21,312,269
						ATARA BIOTHERAPEUTICS INC						COMMON STOCK USD.0001						13,505												44,296
						ATEA PHARMACEUTICALS INC						COMMON STOCK USD.001						8,800												67,834
						ATERIAN INC						COMMON STOCK USD.0001						9,178												7,070
						ATHENEX INC						COMMON STOCK USD.001						12,471												1,839
						ATHERSYS INC						COMMON STOCK USD.001						1,377												1,157
						ATHIRA PHARMA INC						COMMON STOCK USD.0001						5,705												18,085
						ATI INC						COMMON STOCK USD.1						20,617												615,624
						ATI PHYSICAL THERAPY INC						COMMON STOCK USD.0001						9,010												2,748
						ATKORE INC						COMMON STOCK USD.01						6,566												744,716
						ATLANTIC UNION BANKSHARES CO						COMMON STOCK USD1.33						11,987												421,223
						ATLANTICUS HOLDINGS CORP						COMMON STOCK						781												20,462
						ATLAS AIR WORLDWIDE HOLDINGS						COMMON STOCK USD.01						4,378												441,302
						ATLAS TECHNICAL CONSULTANTS						COMMON STOCK						3,663												18,864
						ATLASSIAN CORP CL A						COMMON STOCK USD.00001						23,600												3,101,189
						ATMOS ENERGY CORP						COMMON STOCK						21,893												2,509,585
						ATN INTERNATIONAL INC						COMMON STOCK USD.01						1,777												80,516

334

---

						ATOMERA INC						COMMON STOCK USD.001						3,442												21,409
						ATOSSA THERAPEUTICS INC						COMMON STOCK USD.001						21,238												11,224
						ATRECA INC A						COMMON STOCK USD.0001						4,287												3,432
						ATRICURE INC						COMMON STOCK USD.001						7,441												330,232
						ATRION CORPORATION						COMMON STOCK USD.1						216												120,841
						ATYR PHARMA INC						COMMON STOCK USD.001						2,709												5,933
						AUBURN NATL BANCORPORATION						COMMON STOCK USD.01						572												13,256
						AUDACY INC						COMMON STOCK USD.01						20,067												4,517
						AULT ALLIANCE INC						COMMON STOCK						3,623												444
						AURA BIOSCIENCES INC						COMMON STOCK USD.00001						361												31,097
						AURORA INNOVATION INC						COMMON STOCK USD.0001						41,222												82,980
						AUTHID INC						COMMON STOCK USD.0001						3,376												1,982
						AUTODESK INC						COMMON STOCK USD.01						34,673												6,535,405
						AUTOLIV INC						COMMON STOCK USD1.0						12,901												987,959
						AUTOMATIC DATA PROCESSING						COMMON STOCK USD.1						65,955												16,088,419
						AUTONATION INC						COMMON STOCK USD.01						5,701												611,717
						AUTOZONE INC						COMMON STOCK USD.01						3,126												7,709,279
						AVALO THERAPEUTICS INC						COMMON STOCK USD.001						1,149												5,848
						AVALONBAY COMMUNITIES INC						REIT USD.01						22,457												3,691,864
						AVANGRID INC						COMMON STOCK USD.01						11,326												486,791
						AVANOS MEDICAL INC						COMMON STOCK USD.01						7,618												206,143
						AVANTAX INC						COMMON STOCK USD.0001						8,468												216,188
						AVANTOR INC						COMMON STOCK USD.01						99,061												2,302,231
						AVAYA HOLDINGS CORP						COMMON STOCK USD.001						12,904												2,529
						AVEANNA HEALTHCARE HOLDINGS						COMMON STOCK USD.01						7,041												5,492
						AVEO PHARMACEUTICALS INC						COMMON STOCK USD.001						4,794												71,670
						AVEPOINT INC						COMMON STOCK USD.0001						14,453												59,402
						AVERY DENNISON CORP						COMMON STOCK USD1.0						12,903												2,371,644
						AVIAT NETWORKS INC						COMMON STOCK USD.01						1,778												55,456
						AVID BIOSERVICES INC						COMMON STOCK USD.001						10,085												138,870
						AVID TECHNOLOGY INC						COMMON STOCK USD.01						5,971												158,769
						AVIDITY BIOSCIENCES INC						COMMON STOCK						7,015												244,433
						AVIDXCHANGE HOLDINGS INC						COMMON STOCK USD.001						4,136												217,094
						AVIENT CORP						COMMON STOCK USD.01						14,920												503,699
						AVINGER INC						COMMON STOCK USD.001						797												861
						AVIS BUDGET GROUP INC						COMMON STOCK USD.01						4,641												760,799
						AVISTA CORP						COMMON STOCK						11,537												511,551
						AVITA MEDICAL INC						COMMON STOCK						3,717												24,532
						AVNET INC						COMMON STOCK USD1.0						15,849												659,001
						AVROBIO INC						COMMON STOCK USD.0001						6,469												4,612
						AWARE INC/MASS						COMMON STOCK USD.01						3,032												5,185
						AXALTA COATING SYSTEMS LTD						COMMON STOCK USD1.0						35,437												902,580
						AXCELIS TECHNOLOGIES INC						COMMON STOCK USD.001						5,403												428,782
						AXCELLA HEALTH INC						COMMON STOCK USD.001						4,596												1,505
						AXIS CAPITAL HOLDINGS LTD						COMMON STOCK USD.0125						12,425												673,062
						AXOGEN INC						COMMON STOCK USD.01						6,375												63,623
						AXON ENTERPRISE INC						COMMON STOCK USD.00001						11,119												1,844,976
						AXONICS INC						COMMON STOCK USD.0001						7,873												492,299

335

---

						AXOS FINANCIAL INC						COMMON STOCK USD.01						8,960												342,451
						AXSOME THERAPEUTICS INC						COMMON STOCK USD.0001						4,536												426,994
						AXT INC						COMMON STOCK USD.001						6,568												28,768
						AZEK CO INC/THE						COMMON STOCK						18,556												377,058
						AZENTA INC						COMMON STOCK USD.01						12,245												712,904
						AZZ INC						COMMON STOCK USD1.0						3,998												160,720
						B. RILEY FINANCIAL INC						COMMON STOCK USD.0001						2,643												90,391
						B+G FOODS INC						COMMON STOCK USD.01						10,396												115,915
						BABCOCK + WILCOX ENTERPR						COMMON STOCK USD.01						7,456												69,575
						BACKBLAZE INC A						COMMON STOCK USD.001						1,294												7,958
						BADGER METER INC						COMMON STOCK USD1.0						4,677												509,933
						BAKER HUGHES CO						COMMON STOCK USD.0001						162,136												4,814,455
						BAKKT HOLDINGS INC						COMMON STOCK USD.0001						5,009												5,961
						BALCHEM CORP						COMMON STOCK USD.0667						5,200												634,972
						BALL CORP						COMMON STOCK						50,038												2,615,200
						BALLY S CORP						COMMON STOCK USD.01						4,962												96,164
						BANC OF CALIFORNIA INC						COMMON STOCK USD.01						8,616												137,253
						BANCFIRST CORP						COMMON STOCK USD1.0						2,980												262,776
						BANCORP INC/THE						COMMON STOCK USD1.0						9,117												258,740
						BANDWIDTH INC CLASS A						COMMON STOCK USD.001						3,843												88,197
						BANK FIRST CORP						COMMON STOCK USD1.0						653												116,305
						BANK OF AMERICA CORP						COMMON STOCK USD.01						1,110,510												37,531,963
						BANK OF HAWAII CORP						COMMON STOCK USD.01						6,658												516,394
						BANK OF MARIN BANCORP/CA						COMMON STOCK						2,546												83,712
						BANK OF NEW YORK MELLON CORP						COMMON STOCK USD.01						117,023												5,431,589
						BANK OF SOUTH CAROLINA CORP						COMMON STOCK						886												14,530
						BANK OZK						COMMON STOCK						17,660												707,460
						BANK7 CORP						COMMON STOCK USD.01						700												17,920
						BANKFINANCIAL CORP						COMMON STOCK USD.01						3,079												32,422
						BANKUNITED INC						COMMON STOCK USD.01						13,722												466,136
						BANKWELL FINANCIAL GROUP INC						COMMON STOCK NPV						1,336												39,318
						BANNER CORPORATION						COMMON STOCK USD.01						5,583												352,846
						BAR HARBOR BANKSHARES						COMMON STOCK USD2.0						2,370												75,935
						BARK INC						COMMON STOCK USD.0001						13,467												20,066
						BARNES + NOBLE EDUCATION INC						COMMON STOCK USD.01						5,556												9,723
						BARNES GROUP INC						COMMON STOCK USD.01						7,392												338,728
						BARRETT BUSINESS SVCS INC						COMMON STOCK USD.01						1,059												98,784
						BASSETT FURNITURE INDS						COMMON STOCK USD5.0						1,928												33,509
						BATH + BODY WORKS INC						COMMON STOCK USD.5						36,179												1,545,654
						BAXTER INTERNATIONAL INC						COMMON STOCK USD1.0						80,637												4,196,721
						BAYCOM CORP						COMMON STOCK						2,592												49,196
						BAYFIRST FINANCIAL CORP						COMMON STOCK						916												15,316
						BCB BANCORP INC						COMMON STOCK						2,120												38,139
						BEACHBODY CO INC/THE						COMMON STOCK USD.0001						16,142												8,491
						BEACON ROOFING SUPPLY INC						COMMON STOCK USD.01						9,064												478,489
						BEAM GLOBAL						COMMON STOCK USD.001						1,085												18,955
						BEAM THERAPEUTICS INC						COMMON STOCK USD.01						7,260												381,714
						BEAUTY HEALTH CO/THE						COMMON STOCK USD.0001						15,650												142,415

336

---

						BEAZER HOMES USA INC						COMMON STOCK USD.001						4,525												57,739
						BECTON DICKINSON AND CO						COMMON STOCK USD1.0						45,444												11,785,281
						BED BATH + BEYOND INC						COMMON STOCK USD.01						15,748												39,527
						BEL FUSE INC CL B						COMMON STOCK USD.1						2,120												69,790
						BELDEN INC						COMMON STOCK USD.01						7,315												525,949
						BELLRING BRANDS INC						COMMON STOCK USD.01						17,844												565,218
						BENCHMARK ELECTRONICS INC						COMMON STOCK USD.1						6,190												165,211
						BENEFITFOCUS INC						COMMON STOCK USD.001						5,214												54,538
						BENSON HILL INC						COMMON STOCK USD.0001						21,815												55,628
						BENTLEY SYSTEMS INC CLASS B						COMMON STOCK USD.01						30,101												1,167,977
						BERKSHIRE GREY INC						COMMON STOCK USD.0001						6,429												3,882
						BERKSHIRE HATHAWAY INC CL A						COMMON STOCK USD5.0						191												89,523,793
						BERKSHIRE HATHAWAY INC CL B						COMMON STOCK USD.0033						61												1,872,255
						BERKSHIRE HILLS BANCORP INC						COMMON STOCK USD.01						7,536												225,326
						BERRY CORP						COMMON STOCK USD.001						10,529												84,232
						BERRY GLOBAL GROUP INC						COMMON STOCK USD.01						19,907												1,202,980
						BEST BUY CO INC						COMMON STOCK USD.1						31,754												2,563,031
						BETTER CHOICE CO INC						COMMON STOCK USD.001						2,858												1,540
						BEYOND AIR INC						COMMON STOCK						2,907												18,866
						BEYOND MEAT INC						COMMON STOCK						9,447												116,293
						BGC PARTNERS INC CL A						COMMON STOCK USD.01						50,248												189,435
						BGSF INC						COMMON STOCK USD.01						1,900												29,108
						BIG 5 SPORTING GOODS CORP						COMMON STOCK USD.01						3,261												28,795
						BIG LOTS INC						COMMON STOCK USD.01						4,693												68,987
						BIGCOMMERCE HOLDINGS SER 1						COMMON STOCK USD.0001						9,806												85,704
						BIGLARI HOLDINGS INC B						COMMON STOCK						150												20,820
						BILL HOLDINGS INC						COMMON STOCK USD.00001						14,827												1,670,031
						BIO RAD LABORATORIES A						COMMON STOCK USD.0001						3,450												1,492,740
						BIO TECHNE CORP						COMMON STOCK USD.01						25,200												2,105,153
						BIOATLA INC						COMMON STOCK USD.0001						2,701												54,468
						BIOCRYST PHARMACEUTICALS INC						COMMON STOCK USD.01						29,237												335,641
						BIOGEN INC						COMMON STOCK USD.0005						23,177												6,445,867
						BIOHAVEN LTD						COMMON STOCK						5,058												146,559
						BIOLASE INC						COMMON STOCK USD.001						747												486
						BIOLIFE SOLUTIONS INC						COMMON STOCK USD.001						4,878												108,802
						BIOMARIN PHARMACEUTICAL INC						COMMON STOCK USD.001						29,427												3,117,845
						BIOMEA FUSION INC						COMMON STOCK USD.0001						1,815												15,300
						BIONANO GENOMICS INC						COMMON STOCK USD.0001						44,936												65,607
						BIORA THERAPEUTICS INC						COMMON STOCK						19,327												2,545
						BIOTRICITY INC						COMMON STOCK USD.001						6,895												3,106
						BIOVENTUS INC A						COMMON STOCK USD.001						2,985												7,791
						BIOXCEL THERAPEUTICS INC						COMMON STOCK USD.001						3,407												73,182
						BIRD GLOBAL INC CLASS A						COMMON STOCK USD.0001						23,936												4,313
						BITNILE METAVERSE INC						COMMON STOCK USD.001						5,274												1,212
						BJ S RESTAURANTS INC						COMMON STOCK						3,361												88,663
						BJ S WHOLESALE CLUB HOLDINGS						COMMON STOCK USD.01						21,920												1,450,227
						BLACK DIAMOND THERAPEUTICS I						COMMON STOCK						4,776												8,597
						BLACK HILLS CORP						COMMON STOCK USD1.0						10,232												719,719

337

---

						BLACK KNIGHT INC						COMMON STOCK						25,304												1,562,522
						BLACKBAUD INC						COMMON STOCK USD.001						7,283												428,677
						BLACKLINE INC						COMMON STOCK USD.01						8,486												591,034
*						BLACKROCK INC						COMMON STOCK USD.01						23,972												17,270,731
						BLACKSKY TECHNOLOGY INC						COMMON STOCK USD.0001						9,291												14,308
						BLACKSTONE INC						COMMON STOCK USD.00001						111,741												8,460,708
						BLACKSTONE MORTGAGE TRU CL A						REIT USD.01						27,049												572,627
						BLADE AIR MOBILITY INC						COMMON STOCK USD.0001						8,230												29,463
						BLEND LABS INC A						COMMON STOCK USD.00001						3,457												48,974
						BLINK CHARGING CO						COMMON STOCK USD.001						5,462												59,918
						BLOCK INC						COMMON STOCK USD.0000001						85,506												5,480,029
						BLOOM ENERGY CORP A						COMMON STOCK USD.0001						23,868												551,967
						BLOOMIN BRANDS INC						COMMON STOCK USD.01						13,546												272,546
						BLUE APRON HOLDINGS INC A						COMMON STOCK USD.0001						3,454												2,867
						BLUE BIRD CORP						COMMON STOCK USD.0001						3,774												40,420
						BLUE FOUNDRY BANCORP						COMMON STOCK USD.01						4,917												63,183
						BLUE OWL CAPITAL INC						COMMON STOCK USD.0001						53,214												596,936
						BLUE RIDGE BANKSHARES INC						COMMON STOCK USD5.0						1,902												23,756
						BLUEBIRD BIO INC						COMMON STOCK USD.01						11,520												99,794
						BLUELINX HOLDINGS INC						COMMON STOCK USD.01						1,708												121,456
						BLUEPRINT MEDICINES CORP						COMMON STOCK USD.001						9,383												437,357
						BM TECHNOLOGIES INC						COMMON STOCK USD.0001						1,033												5,382
						BOEING CO/THE						COMMON STOCK USD5.0						88,670												17,328,881
						BOISE CASCADE CO						COMMON STOCK USD.01						6,433												441,754
						BOK FINANCIAL CORPORATION						COMMON STOCK USD.00006						4,977												516,563
						BOLT BIOTHERAPEUTICS INC						COMMON STOCK USD.00001						2,020												2,626
						BOOKING HOLDINGS INC						COMMON STOCK USD.008						6,345												12,786,952
						BOOT BARN HOLDINGS INC						COMMON STOCK USD.0001						4,806												300,471
						BOOZ ALLEN HAMILTON HOLDINGS						COMMON STOCK USD.01						21,495												2,246,657
						BORGWARNER INC						COMMON STOCK USD.01						38,171												1,536,383
						BOSTON BEER COMPANY INC A						COMMON STOCK USD.01						1,501												494,610
						BOSTON OMAHA CORP CL A						COMMON STOCK						2,764												73,246
						BOSTON PROPERTIES INC						REIT USD.01						23,001												1,554,408
						BOSTON SCIENTIFIC CORP						COMMON STOCK USD.01						227,197												10,776,158
						BOWLERO CORP						COMMON STOCK USD.0001						6,862												92,500
						BOWMAN CONSULTING GROUP LTD						COMMON STOCK USD.01						1,031												22,527
						BOX INC CLASS A						COMMON STOCK USD.0001						24,034												748,178
						BOXED INC						COMMON STOCK USD.0001						8,864												1,728
						BOXLIGHT CORP CLASS A						COMMON STOCK USD.0001						8,121												2,524
						BOYD GAMING CORP						COMMON STOCK USD.01						13,387												729,993
						BRADY CORPORATION CL A						COMMON STOCK USD.01						7,673												361,398
						BRAEMAR HOTELS + RESORTS INC						REIT USD.01						11,050												45,416
						BRAINSTORM CELL THERAPEUTICS						COMMON STOCK USD.0001						5,957												9,769
						BRANDYWINE REALTY TRUST						REIT USD.01						27,826												171,130
						BRAZE INC A						COMMON STOCK USD.0001						1,782												146,830
						BRC INC A						COMMON STOCK USD.0001						4,028												44,171

338

---

						BREAD FINANCIAL HOLDINGS INC						COMMON STOCK USD.01						8,084												304,443
						BRIDGE INVESTMENT GRP HDS A						COMMON STOCK USD.01						3,211												38,693
						BRIDGEBIO PHARMA INC						COMMON STOCK						17,425												132,779
						BRIDGEWATER BANCSHARES INC						COMMON STOCK USD.001						3,569												63,314
						BRIGHT HORIZONS FAMILY SOLUT						COMMON STOCK USD.001						9,179												579,195
						BRIGHTCOVE						COMMON STOCK USD.001						6,536												34,183
						BRIGHTHOUSE FINANCIAL INC						COMMON STOCK USD.01						12,235												627,288
						BRIGHTSPHERE INVESTMENT GROU						COMMON STOCK USD.001						5,734												118,006
						BRIGHTSPIRE CAPITAL INC						REIT USD.01						15,476												96,415
						BRIGHTVIEW HOLDINGS INC						COMMON STOCK USD.01						8,050												55,465
						BRILLIANT EARTH GROUP INC A						COMMON STOCK USD.0001						1,879												8,098
						BRINK S CO/THE						COMMON STOCK USD1.0						7,957												427,370
						BRINKER INTERNATIONAL INC						COMMON STOCK USD.1						7,378												235,432
						BRISTOL MYERS SQUIBB CO						COMMON STOCK USD.1						339,224												24,853,270
						BRISTOW GROUP INC						COMMON STOCK USD.01						3,842												104,233
						BRIXMOR PROPERTY GROUP INC						REIT USD.01						48,190												1,092,467
						BROADCOM INC						COMMON STOCK						64,159												36,767,833
						BROADMARK REALTY CAPITAL INC						REIT						21,752												77,437
						BROADRIDGE FINANCIAL SOLUTIO						COMMON STOCK USD.01						18,845												2,554,506
						BROADSTONE NET LEASE INC						REIT USD.00025						26,033												460,905
						BROADWAY FINANCIAL CORP/DE						COMMON STOCK USD.01						6,596												6,662
						BROOKDALE SENIOR LIVING INC						COMMON STOCK USD.01						31,274												85,378
						BROOKLINE BANCORP INC						COMMON STOCK USD.01						12,700												179,705
						BROWN + BROWN INC						COMMON STOCK USD.1						37,785												2,175,400
						BROWN FORMAN CORP CLASS A						COMMON STOCK USD.15						9,015												612,555
						BROWN FORMAN CORP CLASS B						COMMON STOCK USD.15						29,559												1,941,435
						BRP GROUP INC A						COMMON STOCK USD.01						8,589												253,641
						BRT APARTMENTS CORP						REIT USD3.0						1,800												35,352
						BRUKER CORP						COMMON STOCK USD.01						16,628												1,136,524
						BRUNSWICK CORP						COMMON STOCK USD.75						12,597												907,992
						BUCKLE INC/THE						COMMON STOCK USD.01						4,827												218,904
						BUILD A BEAR WORKSHOP INC						COMMON STOCK USD.01						1,804												43,007
						BUILDERS FIRSTSOURCE INC						COMMON STOCK USD.01						24,672												1,600,719
						BUMBLE INC A						COMMON STOCK USD.01						11,732												268,011
						BUNGE LTD						COMMON STOCK USD.01						22,544												2,408,851
						BURGERFI INTERNATIONAL INC						COMMON STOCK USD.0001						2,413												3,040
						BURLINGTON STORES INC						COMMON STOCK USD.0001						10,467												2,142,565
						BUSINESS FIRST BANCSHARES						COMMON STOCK USD1.0						3,016												66,774
						BUTTERFLY NETWORK INC						COMMON STOCK USD.0001						20,812												51,198
						BUZZFEED INC						COMMON STOCK USD.0001						5,823												4,016
						BWX TECHNOLOGIES INC						COMMON STOCK USD.01						14,736												855,867
						BYLINE BANCORP INC						COMMON STOCK USD.01						3,469												79,683
						BYRNA TECHNOLOGIES INC						COMMON STOCK USD.001						2,585												20,266
						C + F FINANCIAL CORP						COMMON STOCK USD1.0						641												37,351
						C.H. ROBINSON WORLDWIDE INC						COMMON STOCK USD.1						19,620												1,796,407
						C3.AI INC A						COMMON STOCK USD.001						11,611												155,670
						C4 THERAPEUTICS INC						COMMON STOCK						6,120												36,108
						CABALETTA BIO INC						COMMON STOCK USD.00001						2,760												25,530

339

---

						CABLE ONE INC						COMMON STOCK USD.01						805												573,047
						CABOT CORP						COMMON STOCK USD1.0						9,081												606,974
						CACI INTERNATIONAL INC CL A						COMMON STOCK USD.1						3,811												1,145,548
						CACTUS INC A						COMMON STOCK USD.01						9,711												488,075
						CADENCE BANK						COMMON STOCK USD2.5						30,406												749,812
						CADENCE DESIGN SYS INC						COMMON STOCK USD.01						43,864												7,142,698
						CADIZ INC						COMMON STOCK USD.01						3,191												7,978
						CADRE HOLDINGS INC						COMMON STOCK USD.01						1,310												50,554
						CAESARS ENTERTAINMENT INC						COMMON STOCK						34,179												1,421,846
						CAL MAINE FOODS INC						COMMON STOCK USD.01						6,198												337,481
						CALAMP CORP						COMMON STOCK USD.01						6,677												29,913
						CALAVO GROWERS INC						COMMON STOCK USD.001						2,969												87,289
						CALERES INC						COMMON STOCK USD.01						6,359												141,679
						CALIFORNIA BANCORP INC						COMMON STOCK						814												19,357
						CALIFORNIA RESOURCES CORP						COMMON STOCK USD.01						13,216												575,028
						CALIFORNIA WATER SERVICE GRP						COMMON STOCK USD.01						8,503												564,136
						CALIX INC						COMMON STOCK						8,873												627,709
						CALLON PETROLEUM CO						COMMON STOCK USD.01						7,675												284,666
						CAMBER ENERGY INC						COMMON STOCK USD.001						841												1,699
						CAMBIUM NETWORKS CORP						COMMON STOCK USD.0001						1,839												39,851
						CAMBRIDGE BANCORP						COMMON STOCK USD1.0						1,108												92,030
						CAMDEN NATIONAL CORP						COMMON STOCK						230												63,789
						CAMDEN PROPERTY TRUST						REIT USD.01						16,469												1,909,681
						CAMPBELL SOUP CO						COMMON STOCK USD.0375						32,754												1,858,790
						CAMPING WORLD HOLDINGS INC A						COMMON STOCK USD.01						6,786												151,464
						CANNAE HOLDINGS INC						COMMON STOCK USD.0001						13,677												282,430
						CANO HEALTH INC						COMMON STOCK USD.0001						27,747												38,013
						CANOO INC						COMMON STOCK USD.0001						23,369												48,957
						CANTALOUPE INC						COMMON STOCK						9,682												42,117
						CAPITAL BANCORP INC/MD						COMMON STOCK USD.01						1,352												31,826
						CAPITAL CITY BANK GROUP INC						COMMON STOCK USD.01						2,215												71,988
						CAPITAL ONE FINANCIAL CORP						COMMON STOCK USD.01						61,061												5,694,823
						CAPITOL FEDERAL FINANCIAL IN						COMMON STOCK USD.01						21,076												182,307
						CAPRI HOLDINGS LTD						COMMON STOCK						21,962												1,258,862
						CAPRICOR THERAPEUTICS INC						COMMON STOCK USD.001						4,676												18,049
						CAPSTAR FINANCIAL HOLDINGS I						COMMON STOCK USD1.0						871												52,473
						CARA THERAPEUTICS INC						COMMON STOCK USD.001						7,757												83,310
						CARDIFF ONCOLOGY INC						COMMON STOCK USD.0001						4,730												6,622
						CARDINAL HEALTH INC						COMMON STOCK						43,830												3,369,212
						CARDIOVASCULAR SYSTEMS INC						COMMON STOCK						6,823												92,929
						CARDLYTICS INC						COMMON STOCK						5,413												31,287
						CARECLOUD INC						COMMON STOCK USD.001						2,000												5,620
						CAREDX INC						COMMON STOCK USD.001						8,598												98,103
						CAREMAX INC						COMMON STOCK USD.0001						10,252												37,420
						CARETRUST REIT INC						REIT USD.01						15,752												292,672
						CARGURUS INC						COMMON STOCK USD.001						14,058												196,953
						CARIBOU BIOSCIENCES INC						COMMON STOCK USD.0001						3,213												61,014
						CARLISLE COS INC						COMMON STOCK USD1.0						8,289												1,953,303

340

---

						CARLYLE GROUP INC/THE						COMMON STOCK USD1.0						35,035												1,045,444
						CARMAX INC						COMMON STOCK USD.5						25,856												1,574,372
						CARNIVAL CORP						COMMON STOCK USD.01						130,432												1,310,088
						CARPARTS.COM INC						COMMON STOCK USD.001						8,007												50,124
						CARPENTER TECHNOLOGY						COMMON STOCK USD5.0						7,743												286,026
						CARRIAGE SERVICES INC						COMMON STOCK USD.01						2,440												67,198
						CARRIER GLOBAL CORP						COMMON STOCK USD.01						133,848												5,541,856
						CARROLS RESTAURANT GROUP INC						COMMON STOCK USD.01						6,798												9,245
						CARS.COM INC						COMMON STOCK USD.01						10,195												140,385
						CARTER BANKSHARES INC						COMMON STOCK USD1.0						4,730												78,471
						CARTER S INC						COMMON STOCK USD.01						6,812												508,243
						CARVANA CO						COMMON STOCK USD.001						13,908												65,924
						CASA SYSTEMS INC						COMMON STOCK						5,790												15,807
						CASELLA WASTE SYSTEMS INC A						COMMON STOCK USD.01						8,239												653,435
						CASEY S GENERAL STORES INC						COMMON STOCK NPV						6,093												1,366,965
						CASI PHARMACEUTICALS INC						COMMON STOCK USD.01						1,111												1,944
						CASS INFORMATION SYSTEMS INC						COMMON STOCK USD.5						1,817												83,255
						CASSAVA SCIENCES INC						COMMON STOCK USD.001						6,239												184,300
						CASTLE BIOSCIENCES INC						COMMON STOCK USD.001						3,890												91,571
						CATALENT INC						COMMON STOCK USD.01						28,737												1,311,457
						CATALYST BANCORP INC						COMMON STOCK USD.01						1,737												22,234
						CATALYST PHARMACEUTICALS INC						COMMON STOCK USD.001						17,085												317,781
						CATERPILLAR INC						COMMON STOCK USD1.0						83,732												20,250,486
						CATHAY GENERAL BANCORP						COMMON STOCK USD.01						12,333												503,063
						CATO CORP CLASS A						COMMON STOCK USD.033						3,131												29,212
						CAVCO INDUSTRIES INC						COMMON STOCK USD.01						1,380												312,225
						CB FINANCIAL SERVICES INC						COMMON STOCK						773												16,565
						CBIZ INC						COMMON STOCK USD.01						8,682												406,752
						CBL + ASSOCIATES PROPERTIES						REIT USD.01						3,900												122,328
						CBOE GLOBAL MARKETS INC						COMMON STOCK						17,207												2,158,962
						CBRE GROUP INC A						COMMON STOCK USD.01						51,706												3,979,294
						CCC INTELLIGENT SOLUTIONS HO						COMMON STOCK USD.0001						9,594												153,088
						CDW CORP/DE						COMMON STOCK USD.01						21,821												3,896,794
						CECO ENVIRONMENTAL CORP						COMMON STOCK USD.01						5,682												66,366
						CEL SCI CORP						COMMON STOCK USD.01						6,912												16,243
						CELANESE CORP						COMMON STOCK USD.0001						15,895												1,625,105
						CELCUITY INC						COMMON STOCK USD.001						1,780												24,938
						CELLDEX THERAPEUTICS INC						COMMON STOCK USD.001						7,735												344,749
						CELSIUS HOLDINGS INC						COMMON STOCK USD.001						6,609												687,600
						CENTENE CORP						COMMON STOCK USD.001						91,076												7,542,954
						CENTERPOINT ENERGY INC						COMMON STOCK USD.01						100,899												3,046,956
						CENTERSPACE						REIT						2,382												139,752
						CENTRAL GARDEN + PET CO						COMMON STOCK USD.01						1,527												57,186
						CENTRAL GARDEN AND PET CO A						COMMON STOCK USD.01						5,108												243,728
						CENTRAL PACIFIC FINANCIAL CO						COMMON STOCK						4,882												99,007
						CENTRAL VALLEY COMM BANCORP						COMMON STOCK						1,752												37,107

341

---

						CENTRUS ENERGY CORP CLASS A						COMMON STOCK USD.1						1,531												49,727
						CENTURY ALUMINUM COMPANY						COMMON STOCK USD.01						8,356												68,352
						CENTURY CASINOS INC						COMMON STOCK USD.01						4,698												33,027
						CENTURY COMMUNITIES INC						COMMON STOCK USD.01						4,832												241,648
						CENTURY THERAPEUTICS INC						COMMON STOCK USD.0001						1,743												30,498
						CEPTON INC						COMMON STOCK USD.0001						7,183												9,122
						CERBERUS CYBER SENTINEL CORP						COMMON STOCK USD.00001						8,373												21,351
						CERENCE INC						COMMON STOCK USD.01						6,215												115,164
						CEREVEL THERAPEUTICS HOLDING						COMMON STOCK USD.0001						8,972												330,291
						CERIDIAN HCM HOLDING INC						COMMON STOCK USD.01						22,243												1,587,270
						CERTARA INC						COMMON STOCK USD.01						16,646												267,501
						CERUS CORP						COMMON STOCK USD.001						25,747												93,977
						CEVA INC						COMMON STOCK USD.001						3,795												97,076
						CF BANKSHARES INC						COMMON STOCK USD.01						1,259												26,666
						CF INDUSTRIES HOLDINGS INC						COMMON STOCK USD.01						31,748												2,704,930
						CHAMPIONS ONCOLOGY INC						COMMON STOCK USD.001						1,190												5,367
						CHAMPIONX CORP						COMMON STOCK USD.01						33,149												960,990
						CHARAH SOLUTIONS INC						COMMON STOCK USD.01						523												2,824
						CHARGEPOINT HOLDINGS INC						COMMON STOCK						28,049												400,762
						CHARLES + COLVARD LTD						COMMON STOCK						8,803												7,174
						CHARLES RIVER LABORATORIES						COMMON STOCK USD.01						8,229												1,793,099
						CHART INDUSTRIES INC						COMMON STOCK USD.01						5,827												775,154
						CHARTER COMMUNICATIONS INC A						COMMON STOCK USD.001						17,639												5,981,385
						CHASE CORP						COMMON STOCK USD.1						1,232												106,272
						CHATHAM LODGING TRUST						REIT USD.01						8,650												106,136
						CHECKPOINT THERAPEUTICS INC						COMMON STOCK USD.0001						1,126												5,754
						CHEESECAKE FACTORY INC/THE						COMMON STOCK USD.01						7,870												249,558
						CHEFS WAREHOUSE INC/THE						COMMON STOCK USD.01						5,778												192,292
						CHEGG INC						COMMON STOCK USD.001						20,073												507,245
						CHEMED CORP						COMMON STOCK USD1.0						2,412												1,231,157
						CHEMOURS CO/THE						COMMON STOCK USD.01						25,900												793,058
						CHEMUNG FINANCIAL CORP						COMMON STOCK USD.01						54												20,826
						CHENIERE ENERGY INC						COMMON STOCK USD.003						39,907												6,059,435
						CHERRY HILL MORTGAGE INVESTM						REIT USD.01						3,172												18,398
						CHESAPEAKE ENERGY CORP						COMMON STOCK USD.01						15,372												1,601,652
						CHESAPEAKE UTILITIES CORP						COMMON STOCK USD.4867						2,844												336,104
						CHEVRON CORP						COMMON STOCK USD.75						282,787												51,852,340
						CHEWY INC CLASS A						COMMON STOCK USD.01						14,192												555,905
						CHICAGO ATLANTIC REAL ESTATE						REIT USD.01						1,402												21,128
						CHICKEN SOUP FOR THE SOUL EN						COMMON STOCK						1,962												10,045
						CHICO S FAS INC						COMMON STOCK USD.01						21,856												107,532
						CHILDREN S PLACE INC/THE						COMMON STOCK USD.1						2,239												81,544
						CHIMERA INVESTMENT CORP						REIT USD.01						38,875												213,813
						CHIMERIX INC						COMMON STOCK USD.001						12,344												22,960
						CHINOOK THERAPEUTICS INC						COMMON STOCK USD.0001						7,787												204,019
						CHIPOTLE MEXICAN GRILL INC						COMMON STOCK USD.01						4,437												6,156,293
						CHOICE HOTELS INTL INC						COMMON STOCK USD.01						4,633												521,861
						CHOICEONE FINANCIAL SVCS INC						COMMON STOCK						1,123												32,567

342

---

						CHORD ENERGY CORP						COMMON STOCK						6,736												921,552
						CHROMADEX CORP						COMMON STOCK USD.001						8,586												14,424
						CHUBB LTD						COMMON STOCK						66,561												14,859,839
						CHURCH + DWIGHT CO INC						COMMON STOCK USD1.0						39,095												3,207,877
						CHURCHILL DOWNS INC						COMMON STOCK						5,406												1,142,991
						CHUY S HOLDINGS INC						COMMON STOCK USD.01						3,305												93,532
						CIDARA THERAPEUTICS INC						COMMON STOCK USD.0001						15,337												11,599
						CIENA CORP						COMMON STOCK USD.01						23,765												1,211,540
						CIMPRESS PLC						COMMON STOCK EUR.01						3,106												85,757
						CINCINNATI FINANCIAL CORP						COMMON STOCK USD2.0						24,171												2,628,457
						CINCOR PHARMA INC						COMMON STOCK USD.00001						2,212												48,083
						CINEDIGM CORP A						COMMON STOCK USD.001						23,262												9,019
						CINEMARK HOLDINGS INC						COMMON STOCK USD.001						17,407												150,745
						CINTAS CORP						COMMON STOCK						13,670												6,309,132
						CIPHER MINING INC						COMMON STOCK USD1.0						6,841												3,831
						CIRCOR INTERNATIONAL INC						COMMON STOCK USD.01						3,564												85,393
						CIRRUS LOGIC INC						COMMON STOCK USD.001						9,191												684,546
						CISCO SYSTEMS INC						COMMON STOCK USD.001						657,112												31,785,990
						CITI TRENDS INC						COMMON STOCK USD.01						1,330												35,218
						CITIGROUP INC						COMMON STOCK USD.01						308,744												14,168,037
						CITIUS PHARMACEUTICALS INC						COMMON STOCK						20,681												16,338
						CITIZENS + NORTHERN CORP						COMMON STOCK USD1.0						2,717												62,111
						CITIZENS COMMUNITY BANCORP I						COMMON STOCK USD.01						1,211												14,568
						CITIZENS FINANCIAL GROUP						COMMON STOCK USD.01						79,852												3,143,773
						CITIZENS HOLDING COMPANY						COMMON STOCK USD.2						881												12,070
						CITIZENS INC						COMMON STOCK						7,280												15,506
						CITY HOLDING CO						COMMON STOCK USD2.5						2,332												217,086
						CITY OFFICE REIT INC						REIT USD.01						6,476												54,269
						CIVISTA BANCSHARES INC						COMMON STOCK						2,264												49,831
						CIVITAS RESOURCES INC						COMMON STOCK						8,084												468,306
						CLARIVATE PLC						COMMON STOCK USD.01						60,189												610,429
						CLAROS MORTGAGE TRUST INC						COMMON STOCK USD.01						20,600												303,026
						CLARUS CORP						COMMON STOCK USD.0001						4,666												36,581
						CLEAN ENERGY FUELS CORP						COMMON STOCK USD.0001						28,153												146,396
						CLEAN HARBORS INC						COMMON STOCK USD.01						8,037												917,182
						CLEANSPARK INC						COMMON STOCK						5,473												11,165
						CLEAR CHANNEL OUTDOOR HOLDIN						COMMON STOCK						74,018												77,719
						CLEAR SECURE INC CLASS A						COMMON STOCK USD.00001						11,917												326,883
						CLEARFIELD INC						COMMON STOCK USD.01						1,882												177,171
						CLEARPOINT NEURO INC						COMMON STOCK USD.01						2,150												18,211
						CLEARSIDE BIOMEDICAL INC						COMMON STOCK USD.001						9,475												10,612
						CLEARWATER ANALYTICS HDS A						COMMON STOCK USD.001						5,287												166,640
						CLEARWATER PAPER CORP						COMMON STOCK USD.0001						2,831												107,040
						CLEARWAY ENERGY INC A						COMMON STOCK USD.01						5,839												174,703
						CLEARWAY ENERGY INC C						COMMON STOCK						11,980												400,925
						CLENE INC						COMMON STOCK USD.0001						3,801												3,801

343

---

						CLEVELAND CLIFFS INC						COMMON STOCK USD.125						77,589												1,319,243
						CLIMB GLOBAL SOLUTIONS INC						COMMON STOCK USD.01						724												22,828
						CLIPPER REALTY INC						REIT USD.01						2,547												16,301
						CLOROX COMPANY						COMMON STOCK USD1.0						19,725												2,810,109
						CLOUDFLARE INC CLASS A						COMMON STOCK USD.001						44,757												2,086,761
						CLOVER HEALTH INVESTMENTS CO						COMMON STOCK USD.0001						45,058												41,881
						CME GROUP INC						COMMON STOCK USD.01						57,145												9,844,931
						CMS ENERGY CORP						COMMON STOCK USD.01						46,934												3,003,996
						CNA FINANCIAL CORP						COMMON STOCK USD2.5						4,300												181,804
						CNB FINANCIAL CORP/PA						COMMON STOCK						2,611												62,116
						CNO FINANCIAL GROUP INC						COMMON STOCK USD.01						19,563												447,015
						CNX RESOURCES CORP						COMMON STOCK USD.01						32,710												550,836
						CO DIAGNOSTICS INC						COMMON STOCK USD.001						5,163												13,011
						COASTAL FINANCIAL CORP/WA						COMMON STOCK						1,566												74,416
						COCA COLA CO/THE						COMMON STOCK USD.25						617,647												40,223,625
						COCA COLA CONSOLIDATED INC						COMMON STOCK USD1.0						753												385,807
						COCRYSTAL PHARMA INC						COMMON STOCK USD.001						764												1,475
						CODA OCTOPUS GROUP INC						COMMON STOCK USD.001						968												6,640
						CODEXIS INC						COMMON STOCK USD.0001						9,781												45,579
						CODIAK BIOSCIENCES INC						COMMON STOCK USD.0001						1,974												785
						CODORUS VALLEY BANCORP INC						COMMON STOCK USD2.5						543												34,346
						COEUR MINING INC						COMMON STOCK USD.01						41,255												138,617
						COGENT BIOSCIENCES INC						COMMON STOCK USD.001						4,560												126,714
						COGENT COMMUNICATIONS HOLDIN						COMMON STOCK USD.001						6,844												390,656
						COGNEX CORP						COMMON STOCK USD.002						28,846												1,358,935
						COGNITION THERAPEUTICS INC						COMMON STOCK USD.001						303												636
						COGNIZANT TECH SOLUTIONS A						COMMON STOCK USD.01						82,776												4,756,836
						COHEN + STEERS INC						COMMON STOCK USD.01						3,959												255,593
						COHERENT CORP						COMMON STOCK						20,954												784,626
						COHERUS BIOSCIENCES INC						COMMON STOCK USD.0001						9,735												77,101
						COHU INC						COMMON STOCK USD1.0						8,325												266,816
						COINBASE GLOBAL INC CLASS A						COMMON STOCK USD.00001						25,029												914,090
						COLGATE PALMOLIVE CO						COMMON STOCK USD1.0						132,316												10,669,434
						COLLEGIUM PHARMACEUTICAL INC						COMMON STOCK USD.001						5,502												127,646
						COLONY BANKCORP						COMMON STOCK USD1.0						3,086												39,161
						COLUMBIA BANKING SYSTEM INC						COMMON STOCK						13,178												397,053
						COLUMBIA FINANCIAL INC						COMMON STOCK USD.01						6,045												130,693
						COLUMBIA SPORTSWEAR CO						COMMON STOCK						5,492												480,989
						COLUMBUS MCKINNON CORP/NY						COMMON STOCK USD.01						4,737												153,810
						COMCAST CORP CLASS A						COMMON STOCK USD.01						685,673												24,485,085
						COMERICA INC						COMMON STOCK USD5.0						21,100												1,410,535
						COMFORT SYSTEMS USA INC						COMMON STOCK USD.01						5,736												660,099
						COMMERCE BANCSHARES INC						COMMON STOCK USD5.0						18,509												1,259,908
						COMMERCIAL METALS CO						COMMON STOCK USD.01						19,565												944,990
						COMMERCIAL VEHICLE GROUP INC						COMMON STOCK USD.01						6,008												40,914
						COMMSCOPE HOLDING CO INC						COMMON STOCK USD.01						32,481												238,735
*						COMMUNITY BANK SYSTEM INC						COMMON STOCK USD1.0						8,660												545,147
						COMMUNITY FINANCIAL CORP/THE						COMMON STOCK USD.01						781												31,162

344

---

						COMMUNITY HEALTH SYSTEMS INC						COMMON STOCK USD.01						19,276												83,272
						COMMUNITY HEALTHCARE TRUST I						REIT USD.01						3,838												137,400
						COMMUNITY TRUST BANCORP INC						COMMON STOCK USD5.0						86												82,035
						COMMUNITY WEST BANCSHARES						COMMON STOCK						1,837												27,500
						COMMVAULT SYSTEMS INC						COMMON STOCK USD.01						7,240												454,962
						COMPASS INC CLASS A						COMMON STOCK USD.00001						40,200												93,666
						COMPASS MINERALS INTERNATION						COMMON STOCK USD.01						5,572												228,452
						COMPASS THERAPEUTICS INC						COMMON STOCK USD.0001						—												46,299
						COMPUTER PROGRAMS + SYSTEMS						COMMON STOCK USD.001						2,239												60,946
						COMPUTER TASK GROUP INC						COMMON STOCK USD.01						2,786												21,062
						COMSCORE INC						COMMON STOCK USD.001						10,175												11,803
						COMSOVEREIGN HOLDING CORP						COMMON STOCK USD.001						7,788												557
						COMSTOCK INC						COMMON STOCK USD.000666						6,529												1,795
						COMSTOCK RESOURCES INC						COMMON STOCK USD.5						15,316												209,982
						COMTECH TELECOMMUNICATIONS						COMMON STOCK USD.1						4,705												57,119
						CONAGRA BRANDS INC						COMMON STOCK USD5.0						76,200												2,995,383
						CONCENTRIX CORP						COMMON STOCK						6,926												922,266
						CONCERT PHARMACEUTICALS INC						COMMON STOCK USD.001						5,058												51,156
						CONCRETE PUMPING HOLDINGS IN						COMMON STOCK USD.0001						3,856												22,558
						CONDUENT INC						COMMON STOCK USD.01						25,385												102,809
						CONFLUENT INC CLASS A						COMMON STOCK USD.00001						23,029												554,426
						CONFORMIS INC						COMMON STOCK USD.00001						1,477												4,904
						CONMED CORP						COMMON STOCK USD.01						4,774												423,167
						CONN S INC						COMMON STOCK USD.01						3,012												20,723
						CONNECTONE BANCORP INC						COMMON STOCK						5,450												131,945
						CONOCOPHILLIPS						COMMON STOCK USD.01						198,095												23,859,018
						CONSENSUS CLOUD SOLUTION						COMMON STOCK USD.01						2,655												142,733
						CONSOL ENERGY INC						COMMON STOCK USD.01						5,331												346,515
						CONSOLIDATED COMMUNICATIONS						COMMON STOCK USD.01						12,512												44,793
						CONSOLIDATED EDISON INC						COMMON STOCK USD.1						56,260												5,505,109
						CONSOLIDATED WATER CO ORD SH						COMMON STOCK USD.6						3,845												56,906
						CONSTELLATION BRANDS INC A						COMMON STOCK USD.01						25,339												6,104,066
						CONSTELLATION ENERGY						COMMON STOCK						52,066												4,566,201
						CONSTRUCTION PARTNERS INC A						COMMON STOCK USD.001						7,006												186,990
						CONSUMER PORTFOLIO SERVICES						COMMON STOCK						978												8,655
						CONTAINER STORE GROUP INC/TH						COMMON STOCK USD.01						6,087												26,235
						CONTEXTLOGIC INC A						COMMON STOCK USD.0001						54,074												54,902
						CONTRA ADAMAS PHARMACE						COMMON STOCK						5,694												342
						CONTRA ADAMAS PHARMACE						COMMON STOCK						5,694												342
						CONTRA ADURO BIOTECH I						COMMON STOCK						1,986												1,192
						CONTRA REXAHN PHARMACE						COMMON STOCK						5,235												765
						CONTRA STRONGBRIDGE BI						COMMON STOCK						8,834												1,600
						CONTRA ZAGG INC						COMMON STOCK						5,825												524
						CONTRAFECT CORP						COMMON STOCK USD.0001						6,963												668
						COOPER COS INC/THE						COMMON STOCK USD.1						7,915												2,650,320
						COOPER STANDARD HOLDING						COMMON STOCK USD.001						2,974												26,944

345

---

						COPART INC						COMMON STOCK						68,382												4,218,583
						CORBUS PHARMACEUTICALS HOLDI						COMMON STOCK USD.0001						24,004												2,652
						CORCEPT THERAPEUTICS INC						COMMON STOCK USD.001						15,180												308,306
						CORE + MAIN INC CLASS A						COMMON STOCK USD.01						9,232												218,826
						CORE LABORATORIES N.V.						COMMON STOCK EUR.02						7,852												159,160
						CORE MOLDING TECHNOLOGIES IN						COMMON STOCK USD.01						1,953												25,369
						COREBRIDGE FINANCIAL INC						COMMON STOCK						12,300												246,738
						CORECARD CORP						COMMON STOCK USD.01						1,012												29,318
						CORECIVIC INC						COMMON STOCK USD.01						20,356												235,315
						CORMEDIX INC						COMMON STOCK USD.001						5,471												23,088
						CORNING INC						COMMON STOCK USD.5						120,311												3,941,755
						CORPORATE OFFICE PROPERTIES						REIT USD.01						18,969												492,056
						CORSAIR GAMING INC						COMMON STOCK						5,466												74,174
						CORTEVA INC						COMMON STOCK USD.01						114,362												6,804,494
						CORVEL CORP						COMMON STOCK USD.0001						1,499												217,850
						CORVUS PHARMACEUTICALS INC						COMMON STOCK USD.0001						8,503												7,228
						COSTAR GROUP INC						COMMON STOCK USD.01						63,549												5,096,545
						COSTCO WHOLESALE CORP						COMMON STOCK USD.005						70,273												32,810,028
						COTERRA ENERGY INC						COMMON STOCK USD.1						126,646												3,131,350
						COTY INC CL A						COMMON STOCK USD.01						43,104												502,545
						COUCHBASE INC						COMMON STOCK USD.00001						1,387												58,179
						COUPA SOFTWARE INC						COMMON STOCK USD.0001						12,131												960,411
						COURSERA INC						COMMON STOCK USD.00001						13,293												157,256
						COUSINS PROPERTIES INC						REIT USD1.0						23,251												588,018
						COVENANT LOGISTICS GROUP INC						COMMON STOCK USD.01						1,354												46,808
						COWEN INC A						COMMON STOCK USD.01						4,471												172,670
						CPI CARD GROUP INC						COMMON STOCK USD.001						678												24,462
						CRA INTERNATIONAL INC						COMMON STOCK						1,106												135,408
						CRACKER BARREL OLD COUNTRY						COMMON STOCK USD.01						3,845												364,275
						CRANE NXT CO						COMMON STOCK USD1.0						8,153												818,969
						CRAWFORD + COMPANY CL A						COMMON STOCK USD1.0						3,862												21,473
						CREATIVE MEDIA + COMMUNITY T						REIT USD.001						2,183												10,697
						CREDIT ACCEPTANCE CORP						COMMON STOCK USD.01						932												442,141
						CREDO TECHNOLOGY GROUP HOLDI						COMMON STOCK USD.00005						3,376												199,360
						CRESCENT ENERGY INC A						COMMON STOCK USD.0001						4,662												77,484
						CRICUT INC CLASS A						COMMON STOCK USD.001						5,828												54,026
						CRINETICS PHARMACEUTICALS IN						COMMON STOCK USD.001						6,093												144,446
						CRISPR THERAPEUTICS AG						COMMON STOCK CHF.03						11,803												520,444
						CROCS INC						COMMON STOCK USD.001						9,435												1,066,410
						CROSS COUNTRY HEALTHCARE INC						COMMON STOCK USD.0001						5,263												139,838
						CROSSFIRST BANKSHARES INC						COMMON STOCK USD.01						7,751												96,190
						CROWDSTRIKE HOLDINGS INC A						COMMON STOCK						33,590												3,673,571
						CROWN CASTLE INC						REIT USD.01						69,090												9,561,267
						CROWN HOLDINGS INC						COMMON STOCK USD5.0						19,589												1,610,412
						CRYOPORT INC						COMMON STOCK USD.001						8,675												150,511
						CRYPTYDE INC						COMMON STOCK USD.001						1,772												340

346

---

						CS DISCO INC						COMMON STOCK USD.005						2,055												12,988
						CSG SYSTEMS INTL INC						COMMON STOCK USD.01						5,264												301,101
						CSW INDUSTRIALS INC						COMMON STOCK USD.01						2,561												296,897
						CSX CORP						COMMON STOCK USD1.0						341,360												10,575,333
						CTI BIOPHARMA CORP						COMMON STOCK						10,521												102,312
						CTO REALTY GROWTH INC						REIT USD.01						3,177												58,076
						CTS CORP						COMMON STOCK						5,371												211,725
						CUBESMART						REIT USD.01						35,676												1,456,085
						CUE BIOPHARMA INC						COMMON STOCK USD.001						5,032												14,341
						CULLEN/FROST BANKERS INC						COMMON STOCK USD.01						9,310												1,378,449
						CULLINAN ONCOLOGY INC						COMMON STOCK USD.0001						3,980												41,989
						CULP INC						COMMON STOCK USD.05						2,071												9,506
						CUMBERLAND PHARMACEUTICALS						COMMON STOCK						2,655												5,974
						CUMMINS INC						COMMON STOCK USD2.5						22,368												5,516,460
						CUMULUS MEDIA INC CL A						COMMON STOCK USD.01						3,060												19,003
						CURIOSITYSTREAM INC						COMMON STOCK						4,016												4,578
						CURIS INC						COMMON STOCK USD.01						13,167												7,242
						CURO GROUP HOLDINGS CORP						COMMON STOCK						4,044												14,356
						CURTISS WRIGHT CORP						COMMON STOCK USD1.0						6,494												1,084,433
						CUSHMAN + WAKEFIELD PLC						COMMON STOCK USD.01						23,739												295,788
						CUSTOM TRUCK ONE SOURCE INC						COMMON STOCK USD.0001						8,046												72,347
						CUSTOMERS BANCORP INC						COMMON STOCK USD1.0						4,854												137,562
						CUTERA INC						COMMON STOCK USD.001						2,636												116,564
						CVB FINANCIAL CORP						COMMON STOCK						21,430												551,823
						CVENT HOLDING CORP						COMMON STOCK USD.0001						11,343												61,252
						CVR ENERGY INC						COMMON STOCK USD.01						4,670												146,358
						CVRX INC						COMMON STOCK USD.01						1,547												28,387
						CVS HEALTH CORP						COMMON STOCK USD.01						208,316												19,906,887
						CYCLERION THERAPEUTICS INC						COMMON STOCK USD.00001						8,268												5,425
						CYMABAY THERAPEUTICS INC						COMMON STOCK USD.0001						11,223												70,368
						CYTEIR THERAPEUTICS INC						COMMON STOCK USD.001						1,553												2,562
						CYTEK BIOSCIENCES INC						COMMON STOCK USD.001						2,390												136,739
						CYTOKINETICS INC						COMMON STOCK USD.001						13,598												705,537
						CYTOMX THERAPEUTICS INC						COMMON STOCK USD.00001						8,319												13,310
						CYTOSORBENTS CORP						COMMON STOCK USD.001						7,999												12,398
						CYXTERA TECHNOLOGIES INC						COMMON STOCK USD.0001						5,766												11,071
						D WAVE QUANTUM INC						COMMON STOCK USD.0001						—												19,762
						DAILY JOURNAL CORP						COMMON STOCK USD.01						110												27,556
						DAKTRONICS INC						COMMON STOCK						5,031												14,187
						DANA INC						COMMON STOCK USD.01						23,507												355,661
						DANAHER CORP						COMMON STOCK USD.01						103,897												28,266,440
						DANIMER SCIENTIFIC INC						COMMON STOCK USD.0001						14,442												25,851
						DARDEN RESTAURANTS INC						COMMON STOCK						19,704												2,725,654
						DARE BIOSCIENCE INC						COMMON STOCK USD.0001						8,780												7,287
						DARIOHEALTH CORP						COMMON STOCK						2,597												11,115
						DARLING INGREDIENTS INC						COMMON STOCK USD.01						26,109												1,634,162
						DASEKE INC						COMMON STOCK						10,198												58,027
						DATA I/O CORP						COMMON STOCK						2,095												8,317

347

---

						DATADOG INC CLASS A						COMMON STOCK USD.00001						39,352												2,965,875
						DAVE + BUSTER S ENTERTAINMEN						COMMON STOCK USD.01						6,436												228,092
						DAVE INC						COMMON STOCK USD.0001						28,122												8,155
						DAVITA INC						COMMON STOCK USD.001						8,905												664,936
						DAY ONE BIOPHARMACEUTICALS I						COMMON STOCK USD.0001						1,741												97,729
						DECIBEL THERAPEUTICS INC						COMMON STOCK USD.001						560												1,148
						DECIPHERA PHARMACEUTICALS IN						COMMON STOCK USD.01						6,796												137,614
						DECKERS OUTDOOR CORP						COMMON STOCK USD.01						4,202												1,677,270
						DEERE + CO						COMMON STOCK USD1.0						44,224												19,132,986
						DEFINITIVE HEALTHCARE CORP						COMMON STOCK USD.001						4,371												71,122
						DELCATH SYSTEMS INC						COMMON STOCK USD.01						757												2,725
						DELEK US HOLDINGS INC						COMMON STOCK USD.01						12,546												338,742
						DELL TECHNOLOGIES C						COMMON STOCK						42,642												1,715,061
						DELTA AIR LINES INC						COMMON STOCK USD.0001						102,467												3,406,501
						DELTA APPAREL INC						COMMON STOCK USD.01						833												8,838
						DELUXE CORP						COMMON STOCK USD1.0						7,060												119,879
						DENALI THERAPEUTICS INC						COMMON STOCK USD.01						14,981												502,840
						DENBURY INC						COMMON STOCK USD.001						8,303												722,527
						DENNY S CORP						COMMON STOCK USD.01						9,554												87,992
						DENTSPLY SIRONA INC						COMMON STOCK USD.01						35,173												1,119,908
						DERMTECH INC						COMMON STOCK USD.0001						4,203												7,439
						DESIGN THERAPEUTICS INC						COMMON STOCK USD.0001						2,232												51,635
						DESIGNER BRANDS INC CLASS A						COMMON STOCK						10,516												102,846
						DESKTOP METAL INC A						COMMON STOCK USD.0001						31,509												63,017
						DESTINATION XL GROUP INC						COMMON STOCK USD.01						5,885												39,724
						DEVON ENERGY CORP						COMMON STOCK USD.1						104,281												6,494,291
						DEXCOM INC						COMMON STOCK USD.001						62,496												7,111,020
						DHI GROUP INC						COMMON STOCK USD.01						7,794												41,230
						DIAMEDICA THERAPEUTICS INC						COMMON STOCK						3,912												6,181
						DIAMOND HILL INVESTMENT GRP						COMMON STOCK						458												84,739
						DIAMOND OFFSHORE DRILLING IN						COMMON STOCK USD.01						16,100												167,440
						DIAMONDBACK ENERGY INC						COMMON STOCK USD.01						27,309												3,872,107
						DIAMONDROCK HOSPITALITY CO						REIT USD.01						36,282												297,150
						DICE THERAPEUTICS INC						COMMON STOCK USD.0001						2,094												171,421
						DICK S SPORTING GOODS INC						COMMON STOCK USD.01						8,689												1,045,200
						DIEBOLD NIXDORF INC						COMMON STOCK USD1.25						11,763												16,703
						DIGI INTERNATIONAL INC						COMMON STOCK USD.01						5,444												198,978
						DIGIMARC CORP						COMMON STOCK USD.001						2,271												41,991
						DIGITAL REALTY TRUST INC						REIT USD.01						45,787												4,691,335
						DIGITAL TURBINE INC						COMMON STOCK USD.0001						14,465												220,447
						DIGITALBRIDGE GROUP INC						COMMON STOCK USD.01						20,611												256,116
						DIGITALOCEAN HOLDINGS INC						COMMON STOCK USD.000025						10,018												255,158
						DILLARDS INC CL A						COMMON STOCK						643												207,818
						DIME COMMUNITY BANCSHARES IN						COMMON STOCK USD.01						4,976												158,386
						DINE BRANDS GLOBAL INC						COMMON STOCK USD.01						2,610												168,606
						DIODES INC						COMMON STOCK USD.667						7,205												548,589

348

---

						DISC MEDICINE INC						COMMON STOCK USD.0001						545												10,840
						DISCOVER FINANCIAL SERVICES						COMMON STOCK USD.01						43,513												4,276,443
						DISH NETWORK CORP A						COMMON STOCK USD.01						40,790												572,692
						DISTRIBUTION SOLUTIONS GROUP						COMMON STOCK USD1.0						1,546												56,986
						DIVERSEY HOLDINGS LTD						COMMON STOCK USD.0001						7,927												61,049
						DIVERSIFIED HEALTHCARE TRUST						REIT USD.01						39,251												25,388
						DLH HOLDINGS CORP						COMMON STOCK USD.001						2,481												29,437
						DMC GLOBAL INC						COMMON STOCK USD.05						3,459												67,243
						DOCGO INC						COMMON STOCK USD.0001						12,619												89,216
						DOCUSIGN INC						COMMON STOCK USD.0001						32,032												1,797,382
						DOLBY LABORATORIES INC CL A						COMMON STOCK USD.001						9,785												690,234
						DOLLAR GENERAL CORP						COMMON STOCK USD.875						36,223												8,969,164
						DOLLAR TREE INC						COMMON STOCK USD.01						33,661												4,803,445
						DOMA HOLDINGS INC						COMMON STOCK USD.0001						29,417												13,323
						DOMINARI HOLDINGS INC						COMMON STOCK USD.005						722												2,347
						DOMINION ENERGY INC						COMMON STOCK						133,051												8,330,390
						DOMINO S PIZZA INC						COMMON STOCK USD.01						5,788												2,004,963
						DOMO INC CLASS B						COMMON STOCK USD.001						4,628												65,903
						DONALDSON CO INC						COMMON STOCK USD5.0						19,420												1,143,255
						DONEGAL GROUP INC B						COMMON STOCK USD.01						236												4,182
						DONEGAL GROUP INC CL A						COMMON STOCK USD.01						2,747												39,007
						DONNELLEY FINANCIAL SOLUTION						COMMON STOCK USD.01						4,588												177,326
						DOORDASH INC A						COMMON STOCK USD.00001						41,664												2,082,859
						DORIAN LPG LTD						COMMON STOCK USD.01						4,195												79,495
						DORMAN PRODUCTS INC						COMMON STOCK USD.01						4,724												382,030
						DOUBLEVERIFY HOLDINGS INC						COMMON STOCK USD.001						10,600												256,935
						DOUGLAS DYNAMICS INC						COMMON STOCK USD.01						3,900												141,024
						DOUGLAS ELLIMAN INC						COMMON STOCK						11,706												47,643
						DOUGLAS EMMETT INC						REIT USD.01						30,404												476,735
						DOVER CORP						COMMON STOCK USD1.0						23,116												3,130,138
						DOW INC						COMMON STOCK USD.01						113,171												5,722,844
						DOXIMITY INC CLASS A						COMMON STOCK USD.001						15,227												615,060
						DR HORTON INC						COMMON STOCK USD.01						50,295												4,483,296
						DRAFTKINGS INC CL A						COMMON STOCK USD.0001						57,814												827,110
						DRAGONFLY ENERGY HOLDINGS CO						COMMON STOCK USD.0001						—												22,615
						DREAM FINDERS HOMES INC A						COMMON STOCK USD.01						3,148												27,262
						DRIL QUIP INC						COMMON STOCK USD.01						6,039												164,080
						DRIVEN BRANDS HOLDINGS INC						COMMON STOCK USD.01						9,149												249,859
						DROPBOX INC CLASS A						COMMON STOCK USD.00001						45,672												1,022,139
						DTE ENERGY COMPANY						COMMON STOCK						31,042												3,683,626
						DTE MIDSTREAM LLC W/I						COMMON STOCK						15,736												869,571
						DUCK CREEK TECHNOLOGIES INC						COMMON STOCK USD.01						12,421												149,673
						DUCKHORN PORTFOLIO INC/THE						COMMON STOCK USD.01						4,821												119,658
						DUCOMMUN INC						COMMON STOCK USD.01						1,925												96,173
						DUKE ENERGY CORP						COMMON STOCK USD.001						122,162												12,911,040
						DULUTH HOLDINGS INC CL B						COMMON STOCK						1,685												10,413

349

---

						DUN + BRADSTREET HOLDINGS IN						COMMON STOCK						23,720												430,600
						DUOLINGO						COMMON STOCK USD.0001						4,042												287,507
						DUPONT DE NEMOURS INC						COMMON STOCK USD.01						79,600												5,510,991
						DURECT CORPORATION						COMMON STOCK USD.0001						3,411												11,802
						DUTCH BROS INC CLASS A						COMMON STOCK USD.00001						4,025												133,200
						DXC TECHNOLOGY CO						COMMON STOCK USD.01						36,556												968,734
						DXP ENTERPRISES INC						COMMON STOCK USD.01						2,930												80,722
						DYCOM INDUSTRIES INC						COMMON STOCK USD.3333333						4,949												463,226
						DYNATRACE INC						COMMON STOCK USD.001						32,620												1,249,346
						DYNAVAX TECHNOLOGIES CORP						COMMON STOCK USD.001						17,597												187,232
						DYNE THERAPEUTICS INC						COMMON STOCK						4,180												48,446
						DYNEX CAPITAL INC						REIT USD.01						5,355												68,116
						DZS INC						COMMON STOCK USD.001						2,950												37,406
						E2OPEN PARENT HOLDINGS INC						COMMON STOCK USD.0001						28,877												169,508
						EAGLE BANCORP INC						COMMON STOCK USD.01						5,334												235,069
						EAGLE BANCORP MONTANA INC						COMMON STOCK USD.01						907												14,657
						EAGLE BULK SHIPPING INC						COMMON STOCK USD.01						2,383												119,007
						EAGLE MATERIALS INC						COMMON STOCK USD.01						6,155												817,692
						EAGLE PHARMACEUTICALS INC						COMMON STOCK USD.001						1,992												58,226
						EARGO INC						COMMON STOCK USD.0001						3,859												2,219
						EARTHSTONE ENERGY INC A						COMMON STOCK USD.001						4,102												78,297
						EAST WEST BANCORP INC						COMMON STOCK USD.001						21,900												1,469,571
						EASTERLY GOVERNMENT PROPERTI						REIT USD.01						14,222												202,948
						EASTERN BANKSHARES INC						COMMON STOCK USD.01						28,133												485,294
						EASTERN CO/THE						COMMON STOCK						1,040												20,051
						EASTGROUP PROPERTIES INC						REIT						6,656												1,044,712
						EASTMAN CHEMICAL CO						COMMON STOCK USD.01						19,559												1,592,885
						EASTMAN KODAK CO						COMMON STOCK USD.01						11,616												35,429
						EATON CORP PLC						COMMON STOCK USD.01						63,542												10,145,565
						EBAY INC						COMMON STOCK USD.001						87,422												3,658,568
						EBIX INC						COMMON STOCK USD.1						4,040												80,638
						ECHOSTAR CORP A						COMMON STOCK USD.001						5,852												97,611
						ECOLAB INC						COMMON STOCK USD1.0						39,548												5,858,501
						ECOVYST INC						COMMON STOCK						8,774												77,738
						EDGEWELL PERSONAL CARE CO						COMMON STOCK USD.01						8,590												331,059
						EDGEWISE THERAPEUTICS INC						COMMON STOCK USD.0001						2,227												66,410
						EDGIO INC						COMMON STOCK USD.001						21,630												24,442
						EDISON INTERNATIONAL						COMMON STOCK						61,319												3,945,651
						EDITAS MEDICINE INC						COMMON STOCK USD.0001						10,581												93,853
						EDUCATIONAL DEVELOPMENT CORP						COMMON STOCK USD.2						1,476												4,664
						EDWARDS LIFESCIENCES CORP						COMMON STOCK USD1.0						98,969												7,503,457
						EGAIN CORP						COMMON STOCK USD.001						3,291												29,718
						EHEALTH INC						COMMON STOCK USD.001						3,885												18,803
						EIGER BIOPHARMACEUTICALS INC						COMMON STOCK USD.0001						6,628												7,821
						EL POLLO LOCO HOLDINGS INC						COMMON STOCK USD.01						3,525												35,109
						ELANCO ANIMAL HEALTH INC						COMMON STOCK						70,730												864,321

350

---

						ELASTIC NV						COMMON STOCK EUR.01						12,037												640,506
						ELECTROMED INC						COMMON STOCK USD.01						2,042												21,421
						ELECTRONIC ARTS INC						COMMON STOCK USD.01						42,073												5,189,352
						ELEDON PHARMACEUTICALS INC						COMMON STOCK USD.001						2,657												6,164
						ELEMENT SOLUTIONS INC						COMMON STOCK USD.01						35,914												653,276
						ELEVANCE HEALTH INC						COMMON STOCK USD.01						38,065												19,885,284
						ELEVATE CREDIT INC						COMMON STOCK						4,616												8,078
						ELF BEAUTY INC						COMMON STOCK USD.01						7,913												437,589
						ELI LILLY + CO						COMMON STOCK						125,164												46,887,525
						ELLINGTON FINANCIAL INC						REIT						9,214												113,977
						ELLINGTON RESIDENTIAL MORTGA						REIT USD.01						1,953												33,299
						ELME COMMUNITIES						REIT USD.01						14,241												253,490
						ELOXX PHARMACEUTICALS INC						COMMON STOCK USD.01						224												401
						EMAGIN CORPORATION						COMMON STOCK USD.001						13,247												11,260
						EMBARK TECHNOLOGY INC						COMMON STOCK USD.0001						1,562												5,139
						EMBECTA CORP						COMMON STOCK USD.01						9,600												242,784
						EMCOR GROUP INC						COMMON STOCK USD.01						7,893												1,169,032
						EMCORE CORP						COMMON STOCK						4,186												4,029
						EMERALD HOLDING INC						COMMON STOCK USD.01						4,701												16,642
						EMERGENT BIOSOLUTIONS INC						COMMON STOCK USD.001						7,851												92,720
						EMERSON ELECTRIC CO						COMMON STOCK USD.5						94,465												9,208,795
						EMPIRE STATE REALTY TRUST A						REIT USD.01						23,748												160,062
						EMPLOYERS HOLDINGS INC						COMMON STOCK USD.01						4,651												200,598
						ENACT HOLDINGS INC						COMMON STOCK USD.01						4,700												113,364
						ENANTA PHARMACEUTICALS INC						COMMON STOCK USD.01						1,440												155,382
						ENCOMPASS HEALTH CORP						COMMON STOCK USD.01						16,238												971,195
						ENCORE CAPITAL GROUP INC						COMMON STOCK USD.01						3,265												156,524
						ENCORE WIRE CORP						COMMON STOCK USD.01						3,244												446,245
						ENDEAVOR GROUP HOLD CLASS A						COMMON STOCK USD.00001						27,300												615,342
						ENDRA LIFE SCIENCES INC						COMMON STOCK USD.0001						459												1,868
						ENERGIZER HOLDINGS INC						COMMON STOCK						10,896												365,561
						ENERGOUS CORP						COMMON STOCK USD.00001						18,116												15,145
						ENERGY RECOVERY INC						COMMON STOCK USD.001						5,701												180,340
						ENERPAC TOOL GROUP CORP						COMMON STOCK USD.2						10,070												256,282
						ENERSYS						COMMON STOCK USD.01						6,597												487,122
						ENFUSION INC CLASS A						COMMON STOCK USD.001						3,054												29,532
						ENGAGESMART INC						COMMON STOCK USD.001						4,700												82,720
						ENHABIT INC						COMMON STOCK USD.01						8,119												106,846
						ENNIS INC						COMMON STOCK USD2.5						4,272												94,668
						ENOCHIAN BIOSCIENCES INC						COMMON STOCK						2,096												2,159
						ENOVA INTERNATIONAL INC						COMMON STOCK USD.00001						5,237												200,944
						ENOVIS CORP						COMMON STOCK USD.001						7,428												397,547
						ENOVIX CORP						COMMON STOCK USD.0001						15,988												223,776
						ENPHASE ENERGY INC						COMMON STOCK USD.00001						21,594												5,854,027
						ENPRO INDUSTRIES INC						COMMON STOCK USD.01						3,454												375,415
						ENSIGN GROUP INC/THE						COMMON STOCK USD.001						8,385												850,071
						ENSTAR GROUP LTD						COMMON STOCK USD1.0						2,018												535,551
						ENTEGRIS INC						COMMON STOCK USD.01						23,812												1,581,507

351

---

						ENTERGY CORP						COMMON STOCK USD.01						32,563												3,697,088
						ENTERPRISE BANCORP INC						COMMON STOCK USD.01						1,712												60,434
						ENTERPRISE FINANCIAL SERVICE						COMMON STOCK USD.01						6,156												301,398
						ENTRADA THERAPEUTICS INC						COMMON STOCK USD.0001						1,494												40,483
						ENTRAVISION COMMUNICATIONS A						COMMON STOCK USD.0001						12,141												58,277
						ENVESTNET INC						COMMON STOCK						8,804												543,207
						ENVISTA HOLDINGS CORP						COMMON STOCK USD.01						26,132												879,864
						ENVIVA INC						COMMON STOCK						4,566												268,347
						ENZO BIOCHEM INC						COMMON STOCK USD.01						7,979												11,410
						EOG RESOURCES INC						COMMON STOCK USD.01						93,279												12,340,541
						EOS ENERGY ENTERPRISES INC						COMMON STOCK USD.0001						5,966												8,830
						EPAM SYSTEMS INC						COMMON STOCK USD.001						9,218												3,053,882
						EPLUS INC						COMMON STOCK USD.01						4,274												189,253
						EPR PROPERTIES						REIT USD.01						12,183												459,543
						EPSILON ENERGY LTD						COMMON STOCK						3,380												22,409
						EQRX INC						COMMON STOCK USD.0001						37,564												92,407
						EQT CORP						COMMON STOCK						58,917												1,993,162
						EQUIFAX INC						COMMON STOCK USD1.25						19,582												3,864,266
						EQUILLIUM INC						COMMON STOCK USD.0001						4,464												4,910
						EQUINIX INC						REIT USD.001						14,469												9,870,649
						EQUITABLE HOLDINGS INC						COMMON STOCK USD.01						57,208												1,641,870
						EQUITRANS MIDSTREAM CORP						COMMON STOCK						67,890												495,737
						EQUITY BANCSHARES INC CL A						COMMON STOCK USD.01						2,786												91,019
						EQUITY COMMONWEALTH						REIT USD.01						18,109												452,182
						EQUITY LIFESTYLE PROPERTIES						REIT USD.01						27,845												1,837,549
						EQUITY RESIDENTIAL						REIT USD.01						54,180												3,285,124
						ERASCA INC						COMMON STOCK USD.0001						3,101												48,297
						ERIE INDEMNITY COMPANY CL A						COMMON STOCK						4,097												1,019,006
						ESAB CORP						COMMON STOCK USD.001						7,428												386,060
						ESC NII HLDGS INC BE						COMMON STOCK						20,592												5,354
						ESC SRAX, INC.						COMMON STOCK						4,557												365
						ESC WAR IND						REIT						8,569												2,293
						ESCALADE INC						COMMON STOCK						1,551												15,789
						ESCO TECHNOLOGIES INC						COMMON STOCK USD.01						4,157												363,904
						ESPERION THERAPEUTICS INC						COMMON STOCK USD.001						9,803												61,073
						ESPEY MFG + ELECTRONICS CORP						COMMON STOCK USD.333						387												5,495
						ESPORTS ENTERTAINMENT GROUP						COMMON STOCK USD.001						5,435												416
						ESQUIRE FINANCIAL HOLDINGS I						COMMON STOCK USD.01						1,447												62,597
						ESS TECH INC						COMMON STOCK USD.0001						9,223												22,412
						ESSENT GROUP LTD						COMMON STOCK USD.015						17,730												689,342
						ESSENTIAL PROPERTIES REALTY						REIT USD.01						19,492												539,623
						ESSENTIAL UTILITIES INC						COMMON STOCK USD.5						37,292												1,846,773
						ESSEX PROPERTY TRUST INC						REIT USD.0001						10,427												2,230,882
						ESTEE LAUDER COMPANIES CL A						COMMON STOCK USD.01						36,916												9,332,908
						ETERNA THERAPEUTICS INC						COMMON STOCK USD.005						198												638
						ETHAN ALLEN INTERIORS INC						COMMON STOCK USD.01						3,843												101,532

352

---

						ETON PHARMACEUTICALS INC						COMMON STOCK						5,531												15,487
						ETSY INC						COMMON STOCK USD.001						20,353												2,437,882
						EURONET WORLDWIDE INC						COMMON STOCK USD.02						7,528												710,493
						EUROPEAN WAX CENTER INC A						COMMON STOCK USD.00001						2,306												58,596
						EVANS BANCORP INC						COMMON STOCK USD.5						449												16,788
						EVELO BIOSCIENCES INC						COMMON STOCK USD.001						4,077												6,564
						EVENTBRITE INC CLASS A						COMMON STOCK USD.00001						12,168												71,304
						EVERBRIDGE INC						COMMON STOCK USD.001						7,022												207,711
						EVERCOMMERCE INC						COMMON STOCK USD.00001						3,123												46,307
						EVERCORE INC A						COMMON STOCK USD.01						6,242												680,877
						EVEREST RE GROUP LTD						COMMON STOCK USD.01						6,350												2,103,565
						EVERGY INC						COMMON STOCK						36,538												2,318,216
						EVERI HOLDINGS INC						COMMON STOCK USD.001						15,177												217,790
						EVERQUOTE INC CLASS A						COMMON STOCK USD.001						3,341												49,246
						EVERSOURCE ENERGY						COMMON STOCK USD5.0						55,770												4,767,984
						EVERSPIN TECHNOLOGIES INC						COMMON STOCK USD.0001						3,261												18,131
						EVERTEC INC						COMMON STOCK USD.01						9,577												329,531
						EVGO INC						COMMON STOCK USD.0001						11,522												51,503
						EVI INDUSTRIES INC						COMMON STOCK USD.025						595												14,203
						EVO PAYMENTS INC CLASS A						COMMON STOCK USD.0001						8,109												274,409
						EVOKE PHARMA INC						COMMON STOCK USD.0001						664												1,753
						EVOLENT HEALTH INC A						COMMON STOCK USD.01						12,936												419,403
						EVOLUS INC						COMMON STOCK USD.00001						6,152												46,202
						EVOLUTION PETROLEUM CORP						COMMON STOCK USD.001						6,132												46,297
						EVOLV TECHNOLOGIES HOLDINGS						COMMON STOCK USD.0001						9,069												23,489
						EVOQUA WATER TECHNOLOGIES CO						COMMON STOCK USD.01						19,482												771,487
						EW SCRIPPS CO/THE A						COMMON STOCK USD.01						9,527												125,661
						EXACT SCIENCES CORP						COMMON STOCK USD.01						28,420												1,426,879
						EXAGEN INC						COMMON STOCK USD.001						2,691												6,458
						EXELA TECHNOLOGIES INC						COMMON STOCK USD.0001						3,612												296
						EXELIXIS INC						COMMON STOCK USD.001						50,805												835,767
						EXELON CORP						COMMON STOCK						156,368												6,950,012
						EXLSERVICE HOLDINGS INC						COMMON STOCK USD.001						5,352												906,789
						EXP WORLD HOLDINGS INC						COMMON STOCK USD.00001						10,926												121,060
						EXPEDIA GROUP INC						COMMON STOCK USD.001						24,175												2,117,730
						EXPEDITORS INTL WASH INC						COMMON STOCK USD.01						25,996												2,701,504
						EXPENSIFY INC A						COMMON STOCK USD.0001						1,531												68,280
						EXPONENT INC						COMMON STOCK USD.001						8,512												843,454
						EXPRESS INC						COMMON STOCK						11,586												11,818
						EXPRO GROUP HOLDINGS NV						COMMON STOCK EUR.01						4,820												212,501
						EXTRA SPACE STORAGE INC						REIT USD.01						21,579												3,205,434
						EXTREME NETWORKS INC						COMMON STOCK USD.001						21,015												384,785
						EXXON MOBIL CORP						COMMON STOCK						654,560												73,753,229
						EYENOVIA INC						COMMON STOCK USD.0001						3,017												4,918
						EYEPOINT PHARMACEUTICALS INC						COMMON STOCK USD.01						4,955												17,343
						EZCORP INC CL A						COMMON STOCK USD.01						10,080												82,152
						F STAR THERAPEUTICS INC						COMMON STOCK USD.0001						4,980												31,474
						F+G ANNUITIES + LIFE INC						COMMON STOCK						2,983												59,690

353

---

						F45 TRAINING HOLDINGS INC						COMMON STOCK USD.00005						3,432												9,781
						F5 INC						COMMON STOCK						9,866												1,415,870
						FABRINET						COMMON STOCK USD.01						5,934												760,857
						FACTSET RESEARCH SYSTEMS INC						COMMON STOCK USD.01						6,109												2,491,113
						FAIR ISAAC CORP						COMMON STOCK USD.01						4,062												2,431,432
						FARADAY FUTURE INTELLIGENT E						COMMON STOCK USD.0001						28,713												8,335
						FARMER BROS CO						COMMON STOCK USD1.0						3,379												15,577
						FARMERS + MERCHANTS BANCO/OH						COMMON STOCK						1,789												48,625
						FARMERS NATL BANC CORP						COMMON STOCK						5,394												76,163
						FARMLAND PARTNERS INC						REIT USD.01						4,097												99,652
						FARO TECHNOLOGIES INC						COMMON STOCK USD.001						2,893												85,083
						FASTENAL CO						COMMON STOCK USD.01						92,501												4,396,076
						FASTLY INC CLASS A						COMMON STOCK USD.00002						17,241												141,204
						FATE THERAPEUTICS INC						COMMON STOCK USD.001						12,844												129,596
						FATHOM DIGITAL MANUFACTURING						COMMON STOCK USD.0001						3,298												4,353
						FATHOM HOLDINGS INC						COMMON STOCK						527												2,240
						FB FINANCIAL CORP						COMMON STOCK USD1.0						5,692												205,709
						FEDERAL AGRIC MTG CORP CL A						COMMON STOCK USD1.0						318												28,614
						FEDERAL AGRIC MTG CORP CL C						COMMON STOCK USD1.0						1,329												149,792
						FEDERAL REALTY INVS TRUST						REIT USD.01						11,446												1,176,712
						FEDERAL SIGNAL CORP						COMMON STOCK USD1.0						9,586												445,461
						FEDERATED HERMES INC						COMMON STOCK						13,497												490,076
						FEDEX CORP						COMMON STOCK USD.1						37,886												6,683,097
						FERGUSON PLC						COMMON STOCK GBP.1						33,200												4,291,588
						FFBW INC						COMMON STOCK USD.01						151												1,759
						FG GROUP HOLDINGS INC						COMMON STOCK USD.01						3,659												9,587
						FIBROGEN INC						COMMON STOCK USD.01						11,660												236,463
*						FIDELITY D+D BANCORP INC						COMMON STOCK						522												24,607
*						FIDELITY NATIONAL FINANCIAL						COMMON STOCK USD.0001						43,881												1,650,803
*						FIDELITY NATIONAL INFO SERV						COMMON STOCK USD.01						97,414												6,609,540
						FIESTA RESTAURANT GROUP						COMMON STOCK USD.01						2,386												17,537
						FIFTH THIRD BANCORP						COMMON STOCK						110,884												3,638,104
						FIGS INC CLASS A						COMMON STOCK USD.0001						5,869												139,813
						FINANCE OF AMERICA COS INC A						COMMON STOCK USD.0001						4,952												6,289
						FINANCIAL INSTITUTIONS INC						COMMON STOCK USD.01						2,371												57,758
						FINCH THERAPEUTICS GROUP INC						COMMON STOCK						1,984												952
						FINWARD BANCORP						COMMON STOCK						503												18,209
						FIRST ADVANTAGE CORP						COMMON STOCK USD.001						6,743												124,066
						FIRST AMERICAN FINANCIAL						COMMON STOCK USD.00001						17,646												923,592
						FIRST BANCORP INC/ME						COMMON STOCK USD.01						1,263												37,814
						FIRST BANCORP PUERTO RICO						COMMON STOCK USD.1						33,257												423,029
						FIRST BANCORP/NC						COMMON STOCK						5,510												236,048
						FIRST BANCSHARES INC/MS						COMMON STOCK USD1.0						3,661												117,189
						FIRST BANK/HAMILTON NJ						COMMON STOCK USD.01						2,301												31,662
						FIRST BUSEY CORP						COMMON STOCK USD.001						8,137												201,147
						FIRST BUSINESS FINANCIAL SER						COMMON STOCK USD.01						1,526												55,775
						FIRST CAPITAL INC						COMMON STOCK USD.01						520												12,948
						FIRST CITIZENS BCSHS CL A						COMMON STOCK USD1.0						2,154												1,633,507

354

---

						FIRST COMMONWEALTH FINL CORP						COMMON STOCK USD1.0						14,611												204,116
						FIRST COMMUNITY BANKSHARES						COMMON STOCK USD1.0						2,067												70,071
						FIRST COMMUNITY CORP						COMMON STOCK USD1.0						1,213												26,553
						FIRST FINANCIAL BANCORP						COMMON STOCK						15,731												381,162
						FIRST FINANCIAL CORP/INDIANA						COMMON STOCK						1,700												78,336
						FIRST FINANCIAL NORTHWEST						COMMON STOCK USD.01						1,253												18,770
						FIRST FINL BANKSHARES INC						COMMON STOCK USD.01						20,579												742,318
						FIRST FOUNDATION INC						COMMON STOCK USD.001						8,165												117,004
						FIRST GUARANTY BANCSHARES IN						COMMON STOCK						1,434												33,627
						FIRST HAWAIIAN INC						COMMON STOCK USD.01						20,673												538,325
						FIRST HORIZON CORP						COMMON STOCK USD.625						86,127												2,110,112
						FIRST INDUSTRIAL REALTY TR						REIT USD.01						21,088												1,017,707
						FIRST INTERNET BANCORP						COMMON STOCK						1,275												30,957
						FIRST INTERSTATE BANCSYS A						COMMON STOCK						12,995												544,772
						FIRST MERCHANTS CORP						COMMON STOCK						10,893												447,811
						FIRST MID BANCSHARES INC						COMMON STOCK USD4.0						2,514												80,649
						FIRST NATIONAL CORP/VA						COMMON STOCK USD1.25						1,183												20,265
						FIRST NORTHWEST BANCORP						COMMON STOCK						2,001												30,735
						FIRST OF LONG ISLAND CORP						COMMON STOCK USD.1						3,583												64,494
						FIRST REPUBLIC BANK/CA						COMMON STOCK USD.01						28,727												3,623,427
						FIRST SAVINGS FINANCIAL GRP						COMMON STOCK USD.01						1,080												21,600
						FIRST SOLAR INC						COMMON STOCK USD.001						16,036												2,402,032
						FIRST UNITED CORP						COMMON STOCK USD.01						1,462												28,728
						FIRST US BANCSHARES INC						COMMON STOCK USD.01						1,697												14,764
						FIRST WATCH RESTAURANT GROUP						COMMON STOCK USD.01						1,829												24,746
						FIRST WESTERN FINANCIAL INC						COMMON STOCK						906												25,504
						FIRSTCASH HOLDINGS INC						COMMON STOCK USD.01						6,508												565,610
						FIRSTENERGY CORP						COMMON STOCK USD.1						86,547												3,692,695
						FISCALNOTE HOLDINGS INC						COMMON STOCK USD.0001						—												22,797
						FISERV INC						COMMON STOCK USD.01						101,903												10,420,623
						FISKER INC						COMMON STOCK USD.00001						22,068												199,706
						FIVE BELOW						COMMON STOCK USD.01						9,035												1,598,020
						FIVE STAR BANCORP						COMMON STOCK						999												46,283
						FIVE9 INC						COMMON STOCK USD.001						10,927												768,651
						FLEETCOR TECHNOLOGIES INC						COMMON STOCK USD.001						11,957												2,196,262
						FLEXSTEEL INDS						COMMON STOCK USD1.0						822												12,659
						FLOOR + DECOR HOLDINGS INC A						COMMON STOCK USD.001						17,241												1,200,491
						FLOTEK INDUSTRIES INC						COMMON STOCK USD.0001						9,427												10,558
						FLOWERS FOODS INC						COMMON STOCK USD.01						32,632												937,844
						FLOWSERVE CORP						COMMON STOCK USD1.25						21,501												659,651
						FLUENCE ENERGY INC						COMMON STOCK USD.00001						5,518												94,634
						FLUENT INC						COMMON STOCK						8,773												9,563
						FLUOR CORP						COMMON STOCK USD.01						21,450												788,515
						FLUSHING FINANCIAL CORP						COMMON STOCK USD.01						2,062												69,035
						FLYWIRE CORP VOTING						COMMON STOCK USD.0001						1,790												249,370
						FMC CORP						COMMON STOCK USD.1						20,300												2,533,440

355

---

						FNB CORP						COMMON STOCK USD.01						55,304												721,717
						FNCB BANCORP INC						COMMON STOCK USD1.25						2,686												22,052
						FOCUS FINANCIAL PARTNERS A						COMMON STOCK USD.01						8,708												350,638
						FOCUS UNIVERSAL INC						COMMON STOCK USD.001						3,184												20,409
						FOGHORN THERAPEUTICS INC						COMMON STOCK USD.0001						3,570												22,777
						FONAR CORP						COMMON STOCK USD.0001						996												16,683
						FOOT LOCKER INC						COMMON STOCK USD.01						13,871												524,185
						FORD MOTOR CO						COMMON STOCK USD.01						629,804												7,421,170
						FORESTAR GROUP INC						COMMON STOCK USD1.0						2,789												42,978
						FORGE GLOBAL HOLDINGS INC						COMMON STOCK USD.0001						—												33,437
						FORGEROCK INC A						COMMON STOCK USD.001						2,068												131,347
						FORIAN INC						COMMON STOCK USD.001						3,358												9,167
						FORMFACTOR INC						COMMON STOCK USD.001						12,721												282,788
						FORRESTER RESEARCH INC						COMMON STOCK USD.01						1,955												69,911
						FORTINET INC						COMMON STOCK USD.001						104,110												5,143,720
						FORTIVE CORP						COMMON STOCK USD.01						56,551												3,678,379
						FORTRESS BIOTECH INC						COMMON STOCK USD.001						12,885												8,440
						FORTUNE BRANDS INNOVATIONS I						COMMON STOCK USD.01						20,499												1,170,698
						FORUM ENERGY TECHNOLOGIES IN						COMMON STOCK USD.01						722												21,299
						FORWARD AIR CORP						COMMON STOCK USD.01						4,296												450,607
						FOSSIL GROUP INC						COMMON STOCK USD.01						8,539												36,803
						FOSTER (LB) CO A						COMMON STOCK USD.01						1,228												11,887
						FOUR CORNERS PROPERTY TRUST						REIT USD.0001						12,821												332,449
						FOX CORP CLASS A						COMMON STOCK USD.01						49,300												1,497,241
						FOX CORP CLASS B						COMMON STOCK USD.01						23,582												670,908
						FOX FACTORY HOLDING CORP						COMMON STOCK USD.001						6,714												612,518
						FRANCHISE GROUP INC						COMMON STOCK USD.01						4,219												100,497
						FRANKLIN BSP REALTY TRUST IN						REIT USD.01						7,100												181,895
						FRANKLIN COVEY CO						COMMON STOCK USD.05						1,953												91,342
						FRANKLIN ELECTRIC CO INC						COMMON STOCK USD.1						6,423												512,234
						FRANKLIN FINANCIAL SERVICES						COMMON STOCK USD1.0						644												23,248
						FRANKLIN RESOURCES INC						COMMON STOCK USD.1						45,293												1,194,829
						FRANKLIN STREET PROPERTIES C						REIT USD.0001						16,574												45,247
						FREEPORT MCMORAN INC						COMMON STOCK USD.1						227,963												8,780,402
						FREQUENCY ELECTRONICS INC						COMMON STOCK USD1.0						1,200												8,460
						FREQUENCY THERAPEUTICS INC						COMMON STOCK USD.001						5,270												20,290
						FRESH DEL MONTE PRODUCE INC						COMMON STOCK USD.01						5,127												134,276
						FRESHPET INC						COMMON STOCK USD.001						6,122												412,771
						FRESHWORKS INC CL A						COMMON STOCK USD.00001						24,103												386,923
						FRIEDMAN INDUSTRIES						COMMON STOCK USD1.0						1,493												14,616
						FRONTDOOR INC						COMMON STOCK USD.01						14,136												294,029
						FRONTIER COMMUNICATIONS PARE						COMMON STOCK USD.25						33,205												930,156
						FRONTIER GROUP HOLDINGS INC						COMMON STOCK USD.001						5,293												54,359
						FRP HOLDINGS INC						COMMON STOCK USD.1						1,156												62,262
						FS BANCORP INC						COMMON STOCK USD.01						1,528												51,096
						FTAI AVIATION LTD						COMMON STOCK USD1.0						15,800												270,496

356

---

						FTAI INFRASTRUCTURE INC						COMMON STOCK						—												54,621
						FTC SOLAR INC						COMMON STOCK USD.0001						3,604												9,659
						FTE NETWORKS INC						COMMON STOCK USD.001						676												1,014
						FTI CONSULTING INC						COMMON STOCK USD.01						5,558												882,610
						FUBOTV INC						COMMON STOCK						23,521												62,708
						FUELCELL ENERGY INC						COMMON STOCK USD.0001						58,925												183,846
						FULCRUM THERAPEUTICS INC						COMMON STOCK USD.001						4,742												57,826
						FULGENT GENETICS INC						COMMON STOCK USD.0001						3,056												91,008
						FULL HOUSE RESORTS INC						COMMON STOCK USD.0001						4,447												33,441
						FULTON FINANCIAL CORP						COMMON STOCK USD2.5						27,303												459,509
						FUNKO INC CLASS A						COMMON STOCK USD.0001						4,439												48,429
						FUTUREFUEL CORP						COMMON STOCK USD.0001						5,026												40,861
						FVCBANKCORP INC						COMMON STOCK USD.01						1,075												20,500
						G III APPAREL GROUP LTD						COMMON STOCK USD.01						7,009												96,093
						G1 THERAPEUTICS INC						COMMON STOCK						5,472												29,713
						GAIA INC						COMMON STOCK USD.0001						1,917												4,562
						GALECTIN THERAPEUTICS INC						COMMON STOCK USD.001						9,881												11,166
						GAMESTOP CORP CLASS A						COMMON STOCK USD.001						40,016												759,004
						GAMING AND LEISURE PROPERTIE						REIT						37,816												2,136,531
						GAN LTD						COMMON STOCK USD.01						6,658												9,987
						GANNETT CO INC						COMMON STOCK USD.01						22,490												45,655
						GAP INC/THE						COMMON STOCK USD.05						34,392												387,942
						GARMIN LTD						COMMON STOCK CHF.1						24,690												2,278,640
						GARRETT MOTION INC						COMMON STOCK USD.001						9,602												73,167
						GARTNER INC						COMMON STOCK USD.0005						12,626												4,277,718
						GATES INDUSTRIAL CORP PLC						COMMON STOCK USD.01						15,779												180,038
						GATOS SILVER INC						COMMON STOCK USD.001						7,690												31,452
						GATX CORP						COMMON STOCK USD.625						5,686												604,649
						GCM GROSVENOR INC CLASS A						COMMON STOCK USD.0001						4,931												67,214
						GELESIS HOLDINGS INC						COMMON STOCK USD.0001						624												181
						GEN DIGITAL INC						COMMON STOCK USD.01						94,448												2,024,021
						GENASYS INC						COMMON STOCK USD.00001						5,360												19,832
						GENCO SHIPPING + TRADING LTD						COMMON STOCK USD.01						6,027												92,575
						GENCOR INDUSTRIES INC						COMMON STOCK USD.1						1,459												14,736
						GENEDX HOLDINGS CORP						COMMON STOCK USD.0001						20,818												5,492
						GENERAC HOLDINGS INC						COMMON STOCK USD.01						10,278												1,034,583
						GENERAL DYNAMICS CORP						COMMON STOCK USD1.0						35,811												9,058,746
						GENERAL ELECTRIC CO						COMMON STOCK USD.01						174,210												14,881,950
						GENERAL MILLS INC						COMMON STOCK USD.1						94,620												8,059,666
						GENERAL MOTORS CO						COMMON STOCK USD.01						232,494												7,821,098
						GENERATION BIO CO						COMMON STOCK USD.0001						7,266												28,555
						GENESCO INC						COMMON STOCK USD1.0						2,048												94,249
						GENIE ENERGY LTD B						COMMON STOCK						4,481												46,334
						GENIUS BRANDS INTERNATIONAL						COMMON STOCK USD.001						48,613												22,605
						GENPACT LTD						COMMON STOCK USD.01						28,003												1,297,099
						GENPREX INC						COMMON STOCK USD.001						15,777												22,877

357

---

						GENTEX CORP						COMMON STOCK USD.06						36,407												992,819
						GENTHERM INC						COMMON STOCK						5,439												355,112
						GENUINE PARTS CO						COMMON STOCK USD1.0						22,730												3,943,882
						GENWORTH FINANCIAL INC CL A						COMMON STOCK USD.001						80,341												425,004
						GEO GROUP INC/THE						COMMON STOCK USD.01						20,727												226,961
						GEOSPACE TECHNOLOGIES CORP						COMMON STOCK USD.01						2,442												10,305
						GERMAN AMERICAN BANCORP						COMMON STOCK						4,020												187,249
						GERON CORP						COMMON STOCK USD.001						56,957												137,836
						GETTY REALTY CORP						REIT USD.01						6,565												222,225
						GEVO INC						COMMON STOCK						32,567												61,877
						GIBRALTAR INDUSTRIES INC						COMMON STOCK USD.01						5,285												242,476
						GILEAD SCIENCES INC						COMMON STOCK USD.001						198,877												17,477,096
						GINKGO BIOWORKS HOLDINGS INC						COMMON STOCK USD.0001						157,817												266,711
						GITLAB INC CL A						COMMON STOCK USD.0000025						8,776												439,677
						GLACIER BANCORP INC						COMMON STOCK USD.01						17,823												880,813
						GLADSTONE COMMERCIAL CORP						REIT USD.001						6,402												118,437
						GLADSTONE LAND CORP						REIT USD.001						4,941												90,667
						GLATFELTER CORP						COMMON STOCK USD.01						6,388												17,759
						GLAUKOS CORP						COMMON STOCK USD.001						7,561												330,264
						GLOBAL BUSINESS TRAVEL GROUP						COMMON STOCK USD.00005						—												24,309
						GLOBAL INDUSTRIAL CO						COMMON STOCK USD.01						2,391												56,260
						GLOBAL MEDICAL REIT INC						REIT						10,180												96,506
						GLOBAL NET LEASE INC						REIT USD.01						18,022												226,537
						GLOBAL PAYMENTS INC						COMMON STOCK						43,976												4,367,696
						GLOBAL WATER RESOURCES INC						COMMON STOCK USD.01						2,070												27,490
						GLOBALSTAR INC						COMMON STOCK USD.0001						110,191												146,554
						GLOBE LIFE INC						COMMON STOCK USD1.0						14,399												1,735,799
						GLOBUS MEDICAL INC A						COMMON STOCK USD.001						12,784												949,468
						GLYCOMIMETICS INC						COMMON STOCK USD.001						—												23,047
						GMS INC						COMMON STOCK USD.01						6,856												341,429
						GODADDY INC CLASS A						COMMON STOCK USD.001						24,867												1,860,549
						GOGO INC						COMMON STOCK USD.0001						11,387												168,072
						GOHEALTH INC CLASS A						COMMON STOCK						644												6,730
						GOLD RESOURCE CORP						COMMON STOCK USD.001						12,085												18,490
						GOLDEN ENTERTAINMENT INC						COMMON STOCK USD.01						3,409												127,497
						GOLDEN MINERALS CO						COMMON STOCK USD.01						20,636												5,663
						GOLDMAN SACHS GROUP INC						COMMON STOCK USD.01						54,164												18,839,202
						GOODRX HOLDINGS INC CLASS A						COMMON STOCK USD.0001						10,538												49,107
						GOODYEAR TIRE + RUBBER CO						COMMON STOCK						44,705												453,756
						GOOSEHEAD INSURANCE INC A						COMMON STOCK USD.01						3,221												110,609
						GOPRO INC CLASS A						COMMON STOCK USD.0001						20,833												103,748
						GORMAN RUPP CO						COMMON STOCK						3,493												89,491
						GOSSAMER BIO INC						COMMON STOCK USD.0001						8,706												18,892
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						20,001,045												20,001,045
						GRACO INC						COMMON STOCK USD1.0						26,718												1,817,231
						GRAFTECH INTERNATIONAL LTD						COMMON STOCK USD.01						31,575												150,297
						GRAHAM CORP						COMMON STOCK USD.1						1,666												16,027
						GRAHAM HOLDINGS CO CLASS B						COMMON STOCK USD1.0						653												394,549

358

---

						GRAND CANYON EDUCATION INC						COMMON STOCK USD.01						5,225												552,074
						GRANITE CONSTRUCTION INC						COMMON STOCK USD.01						7,504												263,165
						GRANITE POINT MORTGAGE TRUST						REIT USD.01						7,761												41,599
						GRANITE RIDGE RESOURCES INC						COMMON STOCK						—												20,775
						GRAPHIC PACKAGING HOLDING CO						COMMON STOCK USD.01						45,734												1,086,564
						GRAPHITE BIO INC						COMMON STOCK USD.00001						2,451												8,137
						GRAY TELEVISION INC						COMMON STOCK						14,499												162,244
						GREAT AJAX CORP						REIT USD.01						3,129												22,685
						GREAT LAKES DREDGE + DOCK CO						COMMON STOCK USD.0001						10,509												62,529
						GREAT SOUTHERN BANCORP INC						COMMON STOCK USD.01						1,500												89,235
						GREEN BRICK PARTNERS INC						COMMON STOCK USD.01						4,336												105,061
						GREEN DOT CORP CLASS A						COMMON STOCK USD.001						8,422												133,236
						GREEN PLAINS INC						COMMON STOCK USD.001						8,905												292,954
						GREENBRIER COMPANIES INC						COMMON STOCK						5,442												182,470
						GREENE COUNTY BANCORP INC						COMMON STOCK USD.1						800												45,936
						GREENHILL + CO INC						COMMON STOCK USD.01						1,450												14,863
						GREENIDGE GENERATION HOLDING						COMMON STOCK USD.0001						1,425												412
						GREENLIGHT BIOSCIENCES HOLDI						COMMON STOCK USD.0001						10,031												11,837
						GREENLIGHT CAPITAL RE LTD A						COMMON STOCK USD.01						5,980												48,737
						GREENWICH LIFESCIENCES INC						COMMON STOCK USD.001						602												9,150
						GREIF INC CL A						COMMON STOCK						4,437												297,545
						GREIF INC CL B						COMMON STOCK						877												68,608
						GRID DYNAMICS HOLDINGS INC						COMMON STOCK USD.0001						7,231												101,332
						GRIFFON CORP						COMMON STOCK USD.25						7,914												283,242
						GRITSTONE BIO INC						COMMON STOCK USD.0001						9,033												52,224
						GROCERY OUTLET HOLDING CORP						COMMON STOCK USD.001						14,169												413,593
						GROUP 1 AUTOMOTIVE INC						COMMON STOCK USD.01						2,637												475,636
						GROUPON INC						COMMON STOCK USD.0001						3,878												33,273
						GROWGENERATION CORP						COMMON STOCK USD.001						8,764												34,355
						GSI TECHNOLOGY INC						COMMON STOCK USD.001						3,383												5,853
						GT BIOPHARMA INC						COMMON STOCK USD.001						2,476												2,214
						GUARANTY BANCSHARES INC						COMMON STOCK USD1.0						1,751												60,655
						GUARDANT HEALTH INC						COMMON STOCK USD.00001						16,364												445,101
						GUESS? INC						COMMON STOCK USD.01						6,416												132,747
						GUIDEWIRE SOFTWARE INC						COMMON STOCK USD.0001						13,445												841,119
						GUILD HOLDINGS CO CLASS A						COMMON STOCK USD.01						1,223												12,340
						GULF ISLAND FABRICATION INC						COMMON STOCK						2,591												13,292
						GULFPORT ENERGY CORP						COMMON STOCK USD.0001						1,864												137,265
						GXO LOGISTICS INC						COMMON STOCK USD.01						15,906												807,105
						H.B. FULLER CO.						COMMON STOCK USD1.0						8,700												623,094
						H+E EQUIPMENT SERVICES INC						COMMON STOCK USD.01						5,160												234,264
						H+R BLOCK INC						COMMON STOCK						26,502												967,588
						HACKETT GROUP INC/THE						COMMON STOCK USD.001						4,614												93,987
						HAEMONETICS CORP/MASS						COMMON STOCK USD.01						8,353												656,963
						HAGERTY INC A						COMMON STOCK USD.0001						4,731												39,788
						HAIN CELESTIAL GROUP INC						COMMON STOCK USD.01						15,083												244,043
						HALL OF FAME RESORT + ENTERT						COMMON STOCK USD.0001						553												4,457
						HALLADOR ENERGY CO						COMMON STOCK USD.01						7,331												73,237

359

---

						HALLIBURTON CO						COMMON STOCK USD2.5						142,990												5,791,937
						HALLMARK FINL SERVICES INC						COMMON STOCK NPV						3,049												1,781
						HALOZYME THERAPEUTICS INC						COMMON STOCK USD.001						21,490												1,222,781
						HAMILTON BEACH BRAND A						COMMON STOCK						1,246												15,438
						HAMILTON LANE INC CLASS A						COMMON STOCK						5,725												365,713
						HANCOCK WHITNEY CORP						COMMON STOCK USD3.33						14,181												686,219
						HANESBRANDS INC						COMMON STOCK USD.01						56,404												358,729
						HANMI FINANCIAL CORPORATION						COMMON STOCK USD.001						4,791												118,577
						HANNON ARMSTRONG SUSTAINABLE						REIT USD.01						14,048												427,399
						HANOVER INSURANCE GROUP INC/						COMMON STOCK USD.01						5,706												771,052
						HARBORONE BANCORP INC						COMMON STOCK USD.01						7,098												98,662
						HARLEY DAVIDSON INC						COMMON STOCK USD.01						21,155												880,048
						HARMONIC INC						COMMON STOCK USD.001						15,623												204,661
						HARMONY BIOSCIENCES HOLDINGS						COMMON STOCK USD.00001						3,702												259,083
						HARPOON THERAPEUTICS INC						COMMON STOCK USD.0001						4,081												2,962
						HARROW HEALTH INC						COMMON STOCK USD.001						4,521												66,730
						HARSCO CORP						COMMON STOCK USD1.25						12,490												78,562
						HARTFORD FINANCIAL SVCS GRP						COMMON STOCK USD.01						52,040												3,946,193
						HARVARD BIOSCIENCE INC						COMMON STOCK USD.01						6,728												18,637
						HARVEST NATURAL RESOURCES IN						COMMON STOCK USD.01						3,075												20,357
						HASBRO INC						COMMON STOCK USD.5						20,899												1,275,048
						HASHICORP INC CL A						COMMON STOCK USD.000015						11,778												322,011
						HAVERTY FURNITURE						COMMON STOCK USD1.0						2,356												70,444
						HAWAIIAN ELECTRIC INDS						COMMON STOCK						18,408												770,375
						HAWAIIAN HOLDINGS INC						COMMON STOCK USD.01						8,397												86,153
						HAWKINS INC						COMMON STOCK USD.01						2,904												112,094
						HAWTHORN BANCSHARES INC						COMMON STOCK USD1.0						1,415												30,805
						HAYNES INTERNATIONAL INC						COMMON STOCK USD.001						1,939												88,593
						HAYWARD HOLDINGS INC						COMMON STOCK USD.001						6,141												140,467
						HBT FINANCIAL INC/DE						COMMON STOCK USD.01						1,605												31,410
						HCA HEALTHCARE INC						COMMON STOCK USD.01						34,253												8,267,342
						HCI GROUP INC						COMMON STOCK						1,388												54,951
						HEALTH CATALYST INC						COMMON STOCK USD.001						8,520												90,568
						HEALTHCARE REALTY TRUST INC						REIT USD.01						59,589												1,188,752
						HEALTHCARE SERVICES GROUP						COMMON STOCK USD.01						12,031												144,372
						HEALTHEQUITY INC						COMMON STOCK USD.0001						13,078												849,276
						HEALTHPEAK PROPERTIES INC						REIT USD1.0						87,362												2,190,165
						HEALTHSTREAM INC						COMMON STOCK						3,856												95,783
						HEARTLAND EXPRESS INC						COMMON STOCK USD.01						7,400												113,516
						HEARTLAND FINANCIAL USA INC						COMMON STOCK USD1.0						6,467												301,492
						HECLA MINING CO						COMMON STOCK USD.25						87,666												487,423
						HEICO CORP						COMMON STOCK USD.01						6,285												1,103,906
						HEICO CORP CLASS A						COMMON STOCK USD.01						10,392												1,245,481
						HEIDRICK + STRUGGLES INTL						COMMON STOCK USD.01						3,046												85,197
						HELEN OF TROY LTD						COMMON STOCK USD.1						3,866												428,778
						HELIOGEN INC						COMMON STOCK USD.0001						15,766												11,008
						HELIOS TECHNOLOGIES INC						COMMON STOCK USD.001						5,130												279,277
						HELIX ENERGY SOLUTIONS GROUP						COMMON STOCK						22,170												163,615

360

---

						HELMERICH + PAYNE						COMMON STOCK USD.1						17,306												857,858
						HENNESSY ADVISORS INC						COMMON STOCK						950												7,980
						HENRY SCHEIN INC						COMMON STOCK USD.01						22,016												1,758,418
						HEPION PHARMACEUTICALS INC						COMMON STOCK						17,494												5,250
						HERBALIFE NUTRITION LTD						COMMON STOCK USD.002						15,959												237,470
						HERC HOLDINGS INC						COMMON STOCK USD.01						4,114												541,279
						HERITAGE COMMERCE CORP						COMMON STOCK						9,253												120,289
						HERITAGE CRYSTAL CLEAN INC						COMMON STOCK USD.01						2,418												78,537
						HERITAGE FINANCIAL CORP						COMMON STOCK						5,884												180,286
						HERITAGE GLOBAL INC						COMMON STOCK USD.007						5,051												11,870
						HERITAGE INSURANCE HOLDINGS						COMMON STOCK USD.0001						4,325												7,785
						HERON THERAPEUTICS INC						COMMON STOCK USD.01						16,421												41,053
						HERSHA HOSPITALITY TRUST A						REIT USD.01						4,634												39,482
						HERSHEY CO/THE						COMMON STOCK USD1.0						23,131												5,495,389
						HERTZ GLOBAL HLDGS INC						COMMON STOCK USD.01						29,499												453,990
						HESKA CORP						COMMON STOCK USD.001						1,712												106,418
						HESS CORP						COMMON STOCK USD1.0						44,375												6,392,538
						HEWLETT PACKARD ENTERPRISE						COMMON STOCK USD.01						206,322												3,292,899
						HEXCEL CORP						COMMON STOCK USD.01						13,813												812,895
						HF FOODS GROUP INC						COMMON STOCK						6,285												25,517
						HF SINCLAIR CORP						COMMON STOCK						24,129												1,252,054
						HIBBETT INC						COMMON STOCK USD.01						1,880												128,254
						HIGHWOODS PROPERTIES INC						REIT USD.01						17,236												482,263
						HILLENBRAND INC						COMMON STOCK						12,109												516,691
						HILLMAN SOLUTIONS CORP						COMMON STOCK USD.0001						16,509												142,831
						HILLTOP HOLDINGS INC						COMMON STOCK USD.01						9,550												286,596
						HILTON GRAND VACATIONS INC						COMMON STOCK USD.01						14,388												554,514
						HILTON WORLDWIDE HOLDINGS IN						COMMON STOCK USD.01						43,538												5,501,462
						HIMS + HERS HEALTH INC						COMMON STOCK USD.0001						20,457												131,129
						HINGHAM INSTITUTION FOR SVGS						COMMON STOCK USD1.0						235												64,851
						HIPPO HOLDINGS INC						COMMON STOCK USD.0001						2,449												33,306
						HIREQUEST INC						COMMON STOCK USD.001						1,227												19,399
						HIRERIGHT HOLDINGS CORP						COMMON STOCK USD.001						3,709												43,989
						HMN FINANCIAL INC						COMMON STOCK USD.01						971												20,682
						HNI CORP						COMMON STOCK USD1.0						7,093												201,654
						HOLLEY INC						COMMON STOCK USD.0001						6,075												12,879
						HOLOGIC INC						COMMON STOCK USD.01						40,281												3,035,865
						HOME BANCORP INC						COMMON STOCK USD.01						1,389												55,602
						HOME BANCSHARES INC						COMMON STOCK USD.01						23,944												657,355
						HOME DEPOT INC						COMMON STOCK USD.05						163,086												52,459,930
						HOMESTREET INC						COMMON STOCK						3,406												93,937
						HOMETRUST BANCSHARES INC						COMMON STOCK						2,358												56,993
						HOMOLOGY MEDICINES INC						COMMON STOCK USD.0001						6,142												7,739
						HONEST CO INC/THE						COMMON STOCK USD.001						4,567												34,533
						HONEYWELL INTERNATIONAL INC						COMMON STOCK USD1.0						106,938												23,366,848
						HOOKER FURNISHINGS CORP						COMMON STOCK						1,673												31,285

361

---

						HOOKIPA PHARMA INC						COMMON STOCK						4,283												3,469
						HOPE BANCORP INC						COMMON STOCK USD.001						19,011												243,531
						HORACE MANN EDUCATORS						COMMON STOCK USD.001						6,587												246,156
						HORIZON BANCORP INC/IN						COMMON STOCK						6,194												93,406
						HORIZON GLOBAL CORP						COMMON STOCK USD.01						2,715												1,056
						HORIZON THERAPEUTICS PLC						COMMON STOCK USD.0001						36,812												4,189,206
						HORMEL FOODS CORP						COMMON STOCK USD.01465						46,476												2,167,090
						HOST HOTELS + RESORTS INC						REIT USD.01						115,267												1,850,035
						HOSTESS BRANDS INC						COMMON STOCK USD.0001						22,842												512,574
						HOULIHAN LOKEY INC						COMMON STOCK USD.001						8,257												719,680
						HOVNANIAN ENTERPRISES A						COMMON STOCK USD.01						767												32,275
						HOWARD HUGHES CORP/THE						COMMON STOCK						5,446												416,183
						HOWMET AEROSPACE INC						COMMON STOCK						58,803												2,317,426
						HP INC						COMMON STOCK USD.01						144,935												3,894,403
						HUB GROUP INC CL A						COMMON STOCK USD.01						5,536												440,057
						HUBBELL INC						COMMON STOCK USD.01						8,762												2,056,266
						HUBSPOT INC						COMMON STOCK USD.001						7,204												2,285,285
						HUDSON GLOBAL INC						COMMON STOCK USD.001						757												17,131
						HUDSON PACIFIC PROPERTIES IN						REIT USD.01						24,801												241,314
						HUDSON TECHNOLOGIES INC						COMMON STOCK USD.01						4,763												48,202
						HUMACYTE INC						COMMON STOCK USD.0001						9,796												20,670
						HUMANA INC						COMMON STOCK USD.1666666						20,054												10,527,555
						HUMANIGEN INC						COMMON STOCK USD.001						8,231												988
						HUNT (JB) TRANSPRT SVCS INC						COMMON STOCK USD.01						13,492												2,352,465
						HUNTINGTON BANCSHARES INC						COMMON STOCK USD.01						228,809												3,257,232
						HUNTINGTON INGALLS INDUSTRIE						COMMON STOCK USD.01						6,500												1,499,420
						HUNTSMAN CORP						COMMON STOCK USD.01						30,659												842,509
						HURCO COMPANIES INC						COMMON STOCK						417												10,896
						HURON CONSULTING GROUP INC						COMMON STOCK USD.01						3,514												255,116
						HYATT HOTELS CORP CL A						COMMON STOCK USD.01						7,461												674,847
						HYCROFT MINING HOLDING CORP						COMMON STOCK						6,507												3,462
						HYDROFARM HOLDINGS GROUP INC						COMMON STOCK USD.0001						5,904												9,151
						HYLIION HOLDINGS CORP						COMMON STOCK USD.0001						17,316												40,519
						HYPERFINE INC						COMMON STOCK USD.0001						15,794												13,267
						HYRECAR INC						COMMON STOCK						3,466												1,470
						HYSTER YALE MATERIALS						COMMON STOCK USD.01						1,647												41,686
						HYZON MOTORS INC						COMMON STOCK						14,739												22,845
						I3 VERTICALS INC CLASS A						COMMON STOCK USD.0001						3,578												87,089
						IAA INC						COMMON STOCK USD.01						22,208												888,320
						IAC INC						COMMON STOCK USD.0001						13,490												598,956
						IBIO INC						COMMON STOCK USD.001						1,396												620
						ICAD INC						COMMON STOCK USD.01						3,909												7,153
						ICF INTERNATIONAL INC						COMMON STOCK USD.001						2,888												286,056
						ICHOR HOLDINGS LTD						COMMON STOCK USD.0001						4,295												115,192
						ICOSAVAX INC						COMMON STOCK USD.0001						1,996												15,848
						ICU MEDICAL INC						COMMON STOCK USD.1						3,235												509,448

362

---

						IDACORP INC						COMMON STOCK						8,144												878,330
						IDEAL POWER INC						COMMON STOCK USD.001						719												7,636
						IDEAYA BIOSCIENCES INC						COMMON STOCK						5,422												125,776
						IDENTIV INC						COMMON STOCK USD.001						3,870												28,019
						IDEX CORP						COMMON STOCK USD.01						11,987												2,782,658
						IDEXX LABORATORIES INC						COMMON STOCK USD.1						13,293												5,504,605
						IDT CORP CLASS B						COMMON STOCK USD.01						2,734												102,372
						IES HOLDINGS INC						COMMON STOCK USD.01						1,417												50,403
						IF BANCORP INC						COMMON STOCK USD.01						679												11,699
						IGC PHARMA INC						COMMON STOCK USD.0001						8,929												2,840
						IGM BIOSCIENCES INC						COMMON STOCK USD.01						1,263												21,484
						IHEARTMEDIA INC CLASS A						COMMON STOCK						18,001												110,346
						IKENA ONCOLOGY INC						COMMON STOCK USD.001						2,053												5,461
						ILLINOIS TOOL WORKS						COMMON STOCK USD.01						44,722												10,006,468
						ILLUMINA INC						COMMON STOCK USD.01						24,926												5,181,579
						IMAGO BIOSCIENCES INC						COMMON STOCK USD.0001						1,455												138,587
						IMEDIA BRANDS INC						COMMON STOCK USD.01						2,955												1,891
						IMMERSION CORPORATION						COMMON STOCK USD.001						3,298												23,185
						IMMUNEERING CORP CLASS A						COMMON STOCK USD.001						1,435												6,960
						IMMUNIC INC						COMMON STOCK USD.0001						3,018												4,225
						IMMUNITYBIO INC						COMMON STOCK USD.0001						10,143												89,469
						IMMUNOGEN INC						COMMON STOCK USD.01						30,766												152,599
						IMMUNOME INC						COMMON STOCK						1,491												3,280
						IMMUNOVANT INC						COMMON STOCK USD.0001						5,869												159,208
						IMPINJ INC						COMMON STOCK USD.001						3,118												373,178
						INARI MEDICAL INC						COMMON STOCK USD.001						5,084												501,110
						INCYTE CORP						COMMON STOCK USD.001						29,305												2,393,939
						INDEPENDENCE REALTY TRUST IN						REIT USD.01						33,086												621,907
						INDEPENDENT BANK CORP MICH						COMMON STOCK USD1.0						3,999												95,656
						INDEPENDENT BANK CORP/MA						COMMON STOCK USD.01						7,580												639,979
						INDEPENDENT BANK GROUP INC						COMMON STOCK USD.01						5,836												350,627
						INDIE SEMICONDUCTOR INC A						COMMON STOCK USD.0001						8,672												50,558
						INDUS REALTY TRUST INC						REIT USD.01						1,017												64,569
						INDUSTRIAL LOGISTICS PROPERT						REIT USD.01						10,456												34,191
						INFINERA CORP						COMMON STOCK USD.001						32,935												221,982
						INFINITY PHARMACEUTICALS INC						COMMON STOCK USD.001						12,958												7,192
						INFORMATICA INC CLASS A						COMMON STOCK USD.01						4,727												109,588
						INFORMATION SERVICES GROUP						COMMON STOCK USD.0001						6,789												31,229
						INFUSYSTEM HOLDINGS INC						COMMON STOCK USD.0001						3,232												28,054
						INGERSOLL RAND INC						COMMON STOCK USD.01						63,968												3,425,932
						INGEVITY CORP						COMMON STOCK USD.01						6,320												445,181
						INGLES MARKETS INC CLASS A						COMMON STOCK USD.05						2,322												223,980
						INGREDION INC						COMMON STOCK USD.01						10,671												1,045,011
						INHIBRX INC						COMMON STOCK USD.0001						3,394												120,592
						INMUNE BIO INC						COMMON STOCK USD.001						2,447												15,514
						INNODATA INC						COMMON STOCK USD.01						2,723												8,074

363

---

						INNOSPEC INC						COMMON STOCK USD.01						4,128												424,606
						INNOVAGE HOLDING CORP						COMMON STOCK USD.001						3,316												23,809
						INNOVATE CORP						COMMON STOCK USD.001						7,445												13,922
						INNOVATIVE INDUSTRIAL PROPER						REIT USD.001						4,213												467,529
						INNOVID CORP						COMMON STOCK USD.0001						9,027												15,436
						INNOVIVA INC						COMMON STOCK USD.01						10,320												136,740
						INOGEN INC						COMMON STOCK USD.001						3,290												64,846
						INOTIV INC						COMMON STOCK						2,429												11,999
						INOVIO PHARMACEUTICALS INC						COMMON STOCK USD.001						32,002												77,111
						INOZYME PHARMA INC						COMMON STOCK USD.0001						1,340												1,407
						INPIXON						COMMON STOCK USD.001						505												859
						INSEEGO CORP						COMMON STOCK						11,424												9,625
						INSIGHT ENTERPRISES INC						COMMON STOCK USD.01						4,883												489,618
						INSMED INC						COMMON STOCK USD.01						19,106												449,678
						INSPERITY INC						COMMON STOCK USD.01						5,775												656,040
						INSPIRE MEDICAL SYSTEMS INC						COMMON STOCK USD.001						4,390												1,181,317
						INSPIRED ENTERTAINMENT INC						COMMON STOCK USD.0001						5,234												66,315
						INSTALLED BUILDING PRODUCTS						COMMON STOCK USD.01						3,798												325,109
						INSTEEL INDUSTRIES INC						COMMON STOCK						3,160												86,963
						INSTIL BIO INC						COMMON STOCK USD.000001						3,150												1,985
						INSULET CORP						COMMON STOCK USD.001						11,063												3,315,715
						INTAPP INC						COMMON STOCK USD.001						1,746												70,982
						INTEGER HOLDINGS CORP						COMMON STOCK USD.001						5,507												377,009
						INTEGRA LIFESCIENCES HOLDING						COMMON STOCK USD.01						11,884												666,336
						INTEGRAL AD SCIENCE HOLDING						COMMON STOCK USD.001						2,520												55,562
						INTEL CORP						COMMON STOCK USD.001						651,032												17,714,277
						INTELLIA THERAPEUTICS INC						COMMON STOCK USD.0001						11,084												491,398
						INTELLICHECK INC						COMMON STOCK USD.001						2,362												4,724
						INTER PARFUMS INC						COMMON STOCK USD.001						2,843												274,406
						INTERACTIVE BROKERS GRO CL A						COMMON STOCK USD.01						14,346												1,197,109
						INTERCEPT PHARMACEUTICALS IN						COMMON STOCK USD.001						4,582												78,950
						INTERCONTINENTAL EXCHANGE IN						COMMON STOCK USD.01						88,623												9,338,056
						INTERDIGITAL INC						COMMON STOCK USD.01						4,994												247,103
						INTERFACE INC						COMMON STOCK USD.1						9,501												93,775
						INTERNATIONAL BANCSHARES CRP						COMMON STOCK USD1.0						8,760												400,858
						INTERNATIONAL MONEY EXPRESS						COMMON STOCK						4,903												119,486
						INTERNATIONAL PAPER CO						COMMON STOCK USD1.0						51,895												1,959,897
						INTERNATIONAL SEAWAYS INC						COMMON STOCK						7,166												265,285
						INTERPUBLIC GROUP OF COS INC						COMMON STOCK USD.1						63,690												2,121,514
						INTEST CORP						COMMON STOCK USD.01						1,610												16,583
						INTEVAC INC						COMMON STOCK						4,291												27,763
*						INTL BUSINESS MACHINES CORP						COMMON STOCK USD.2						143,350												20,689,705
						INTL FLAVORS + FRAGRANCES						COMMON STOCK USD.125						40,996												4,339,958
						INTRA CELLULAR THERAPIES INC						COMMON STOCK USD.0001						13,649												764,641
						INTREPID POTASH INC						COMMON STOCK USD.001						1,529												44,142
						INTRUSION INC						COMMON STOCK USD.01						2,344												7,407

364

---

						INTUIT INC						COMMON STOCK USD.01						44,809												17,829,781
						INTUITIVE SURGICAL INC						COMMON STOCK USD.001						56,686												15,253,912
						INUVO INC						COMMON STOCK USD.001						17,691												3,919
						INVACARE CORP						COMMON STOCK USD.25						6,663												2,798
						INVENTRUST PROPERTIES CORP						REIT						10,843												256,654
						INVESCO LTD						COMMON STOCK USD.2						73,437												1,321,132
						INVESCO MORTGAGE CAPITAL						REIT USD.01						4,846												90,974
						INVESTORS TITLE CO						COMMON STOCK						297												43,822
						INVITAE CORP						COMMON STOCK USD.0001						33,182												61,719
						INVITATION HOMES INC						REIT USD.01						92,374												2,815,036
						INVIVYD INC						COMMON STOCK USD.0001						3,057												4,586
						IONIS PHARMACEUTICALS INC						COMMON STOCK USD.001						21,796												864,785
						IONQ INC						COMMON STOCK						18,267												89,605
						IOVANCE BIOTHERAPEUTICS INC						COMMON STOCK USD.000041666						20,727												154,180
						IPG PHOTONICS CORP						COMMON STOCK USD.0001						5,711												540,660
						IQVIA HOLDINGS INC						COMMON STOCK USD.01						29,672												6,181,942
						IRADIMED CORP						COMMON STOCK USD.0001						1,064												30,101
						IRHYTHM TECHNOLOGIES INC						COMMON STOCK USD.001						4,784												448,117
						IRIDEX CORP						COMMON STOCK USD.01						2,456												4,937
						IRIDIUM COMMUNICATIONS INC						COMMON STOCK USD.001						21,204												1,089,886
						IROBOT CORP						COMMON STOCK USD.01						4,237												203,927
						IRON MOUNTAIN INC						REIT USD.01						46,646												2,345,244
						IRONNET INC						COMMON STOCK USD.0001						5,605												1,289
						IRONWOOD PHARMACEUTICALS INC						COMMON STOCK USD.001						26,724												331,110
						ISSUER DIRECT CORP						COMMON STOCK USD.01						750												18,780
						ISTAR INC						REIT USD.001						10,838												112,461
						ITEOS THERAPEUTICS INC						COMMON STOCK USD.001						3,345												65,328
						ITERIS INC						COMMON STOCK USD.1						6,500												20,215
						ITRON INC						COMMON STOCK						7,254												367,415
						ITT INC						COMMON STOCK USD1.0						13,759												1,115,855
						IVERIC BIO INC						COMMON STOCK USD.001						17,476												440,540
						IZEA WORLDWIDE INC						COMMON STOCK USD.0001						7,813												4,242
						J + J SNACK FOODS CORP						COMMON STOCK						2,484												371,880
						J. JILL INC						COMMON STOCK USD.01						700												17,360
						JABIL INC						COMMON STOCK USD.001						21,850												1,490,170
						JACK HENRY + ASSOCIATES INC						COMMON STOCK USD.01						11,789												2,069,677
						JACK IN THE BOX INC						COMMON STOCK USD.01						3,553												242,421
						JACKSON FINANCIAL INC A						COMMON STOCK USD.01						9,578												333,219
						JACOBS SOLUTIONS INC						COMMON STOCK						20,219												2,475,724
						JAKKS PACIFIC INC						COMMON STOCK USD.001						1,923												33,633
						JAMES RIVER GROUP HOLDINGS L						COMMON STOCK USD.0002						6,223												130,123
						JAMF HOLDING CORP						COMMON STOCK						9,008												191,870
						JANUS HENDERSON GROUP PLC						COMMON STOCK USD1.5						21,140												497,213
						JANUS INTERNATIONAL GROUP IN						COMMON STOCK USD.0001						8,793												111,325
						JANUX THERAPEUTICS INC						COMMON STOCK USD.001						2,012												46,257
						JASPER THERAPEUTICS INC						COMMON STOCK						3,352												1,594

365

---

						JAZZ PHARMACEUTICALS PLC						COMMON STOCK USD.0001						9,925												1,613,014
						JBG SMITH PROPERTIES						REIT USD.01						18,658												354,129
						JEFFERIES FINANCIAL GROUP IN						COMMON STOCK USD1.0						29,553												1,013,077
						JELD WEN HOLDING INC						COMMON STOCK USD.01						14,901												143,795
						JETBLUE AIRWAYS CORP						COMMON STOCK USD.01						52,359												339,286
						JM SMUCKER CO/THE						COMMON STOCK						17,207												2,726,621
						JOANN INC						COMMON STOCK USD.01						2,557												7,287
						JOBY AVIATION INC						COMMON STOCK USD.0001						43,810												169,225
						JOHN B. SANFILIPPO + SON INC						COMMON STOCK USD.01						1,322												107,505
						JOHN BEAN TECHNOLOGIES CORP						COMMON STOCK USD.01						5,084												464,322
						JOHNSON + JOHNSON						COMMON STOCK USD1.0						417,225												75,063,017
						JOHNSON CONTROLS INTERNATION						COMMON STOCK USD.01						109,350												7,132,805
						JOHNSON OUTDOORS INC A						COMMON STOCK USD.05						1,264												83,576
						JOINT CORP/THE						COMMON STOCK USD.001						2,342												32,741
						JONES LANG LASALLE INC						COMMON STOCK USD.01						7,657												1,220,296
						JOUNCE THERAPEUTICS INC						COMMON STOCK USD.001						4,750												5,273
*						JPMORGAN CHASE + CO						COMMON STOCK USD1.0						465,512												63,886,872
						JUNIPER NETWORKS INC						COMMON STOCK USD.00001						52,347												1,673,010
						KADANT INC						COMMON STOCK USD.01						1,902												337,852
						KAISER ALUMINUM CORP						COMMON STOCK USD.01						2,560												194,458
						KALTURA INC						COMMON STOCK USD.0001						2,679												4,608
						KALVISTA PHARMACEUTICALS INC						COMMON STOCK USD.001						3,034												20,510
						KAMAN CORP						COMMON STOCK USD1.0						4,654												103,784
						KAR AUCTION SERVICES INC						COMMON STOCK USD.01						19,594												255,702
						KARAT PACKAGING INC						COMMON STOCK USD.001						1,073												15,419
						KARUNA THERAPEUTICS INC						COMMON STOCK USD.00001						3,481												880,519
						KARYOPHARM THERAPEUTICS INC						COMMON STOCK USD.0001						10,449												35,527
						KATAPULT HOLDINGS INC						COMMON STOCK						9,775												9,352
						KB HOME						COMMON STOCK USD1.0						13,684												435,835
						KBR INC						COMMON STOCK USD.001						22,960												1,212,288
						KEARNY FINANCIAL CORP/MD						COMMON STOCK USD.01						12,347												125,322
						KELLOGG CO						COMMON STOCK USD.25						40,935												2,951,831
						KELLY SERVICES INC A						COMMON STOCK USD1.0						5,946												100,487
						KEMPER CORP						COMMON STOCK USD.1						10,193												501,496
						KENNAMETAL INC						COMMON STOCK USD1.25						13,139												316,124
						KENNEDY WILSON HOLDINGS INC						COMMON STOCK USD.0001						20,081												315,874
						KEROS THERAPEUTICS INC						COMMON STOCK USD.0001						2,118												140,124
						KEURIG DR PEPPER INC						COMMON STOCK USD.01						135,397												4,913,847
						KEWAUNEE SCIENTIFIC CP						COMMON STOCK USD2.5						287												4,463
						KEY TRONIC CORP						COMMON STOCK						1,879												8,136
						KEYCORP						COMMON STOCK USD1.0						150,292												2,618,087
						KEYSIGHT TECHNOLOGIES IN						COMMON STOCK						28,519												4,964,282
						KEZAR LIFE SCIENCES INC						COMMON STOCK USD.001						5,808												66,241
						KFORCE INC						COMMON STOCK USD.01						3,252												178,307
						KILROY REALTY CORP						REIT USD.01						16,831												650,855
						KIMBALL ELECTRONICS INC						COMMON STOCK						3,994												90,224

366

---

						KIMBALL INTERNATIONAL B						COMMON STOCK USD.05						6,640												43,160
						KIMBERLY CLARK CORP						COMMON STOCK USD1.25						53,842												7,404,078
						KIMCO REALTY CORP						REIT USD.01						100,342												2,125,244
						KINDER MORGAN INC						COMMON STOCK USD.01						309,648												5,790,110
						KINETIK HOLDINGS INC						COMMON STOCK USD.0001						2,180												128,355
						KINGSWAY FINANCIAL SERVICES						COMMON STOCK						5,001												39,658
						KINIKSA PHARMACEUTICALS A						COMMON STOCK USD.000273						4,759												71,290
						KINNATE BIOPHARMA INC						COMMON STOCK USD.0001						2,285												13,939
						KINSALE CAPITAL GROUP INC						COMMON STOCK USD.01						3,460												904,859
						KIRBY CORP						COMMON STOCK USD.1						9,837												633,011
						KIRKLAND S INC						COMMON STOCK						2,108												6,956
						KITE REALTY GROUP TRUST						REIT USD.01						35,949												756,726
						KKR + CO INC						COMMON STOCK USD.01						91,728												4,369,428
						KKR REAL ESTATE FINANCE TRUS						REIT USD.01						6,675												112,731
						KLA CORP						COMMON STOCK USD.001						22,587												8,666,790
						KLX ENERGY SERVICES HOLDING						COMMON STOCK USD.01						—												31,163
						KNIGHT SWIFT TRANSPORTATION						COMMON STOCK USD.01						25,534												1,338,237
						KNOWBE4 INC A						COMMON STOCK USD.00001						6,858												343,417
						KNOWLES CORP						COMMON STOCK USD.01						14,583												239,453
						KODIAK SCIENCES INC						COMMON STOCK USD.0001						5,481												39,244
						KOHLS CORP						COMMON STOCK USD.01						22,101												558,050
						KONTOOR BRANDS INC						COMMON STOCK						7,837												313,402
						KOPIN CORP						COMMON STOCK USD.01						12,637												15,670
						KOPPERS HOLDINGS INC						COMMON STOCK USD.01						3,531												99,574
						KORE GROUP HOLDINGS INC						COMMON STOCK USD.0001						5,464												6,885
						KORN FERRY						COMMON STOCK USD.01						8,756												443,229
						KORU MEDICAL SYSTEMS INC						COMMON STOCK USD.01						5,238												18,700
						KOSMOS ENERGY LTD						COMMON STOCK USD.01						74,815												475,823
						KRAFT HEINZ CO/THE						COMMON STOCK USD.01						126,906												5,255,911
						KRATOS DEFENSE + SECURITY						COMMON STOCK USD.001						20,283												209,321
						KRISPY KREME INC						COMMON STOCK USD.01						4,907												103,285
						KROGER CO						COMMON STOCK USD1.0						103,499												4,707,609
						KRONOS BIO INC						COMMON STOCK						6,820												11,048
						KRONOS WORLDWIDE INC						COMMON STOCK USD.01						4,058												38,145
						KRYSTAL BIOTECH INC						COMMON STOCK USD.00001						3,333												264,040
						KULICKE + SOFFA INDUSTRIES						COMMON STOCK						10,255												453,886
						KULR TECHNOLOGY GROUP INC						COMMON STOCK USD.0001						11,111												13,333
						KURA ONCOLOGY INC						COMMON STOCK USD.0001						12,251												152,035
						KURA SUSHI USA INC CLASS A						COMMON STOCK USD.001						797												38,001
						KVH INDUSTRIES INC						COMMON STOCK USD.01						2,756												28,166
						KYMERA THERAPEUTICS INC						COMMON STOCK						5,840												165,736
						KYNDRYL HOLDINGS INC						COMMON STOCK USD.01						30,225												381,704
						L3HARRIS TECHNOLOGIES INC						COMMON STOCK USD1.0						30,413												6,457,218
						LA Z BOY INC						COMMON STOCK USD1.0						7,364												168,046
						LABORATORY CRP OF AMER HLDGS						COMMON STOCK USD.1						14,391												3,388,793
						LADDER CAPITAL CORP REIT						REIT USD.001						18,268												183,411

367

---

						LAIRD SUPERFOOD INC						COMMON STOCK USD.001						652												548
						LAKE SHORE BANCORP INC						COMMON STOCK USD.01						500												6,038
						LAKELAND BANCORP INC						COMMON STOCK						9,776												172,155
						LAKELAND FINANCIAL CORP						COMMON STOCK						3,981												290,494
						LAKELAND INDUSTRIES INC						COMMON STOCK USD.01						1,620												21,546
						LAM RESEARCH CORP						COMMON STOCK USD.001						21,762												9,314,690
						LAMAR ADVERTISING CO A						REIT USD.001						13,665												1,308,857
						LAMB WESTON HOLDINGS INC						COMMON STOCK USD1.0						23,517												2,101,479
						LANCASTER COLONY CORP						COMMON STOCK						3,222												635,701
						LANDMARK BANCORP INC						COMMON STOCK USD.01						815												18,443
						LANDS END INC						COMMON STOCK USD.01						1,696												12,873
						LANDSEA HOMES CORP						COMMON STOCK USD.0001						2,843												14,812
						LANDSTAR SYSTEM INC						COMMON STOCK USD.01						6,087												991,572
						LANTERN PHARMA INC						COMMON STOCK USD.0001						1,385												8,365
						LANTHEUS HOLDINGS INC						COMMON STOCK USD.01						10,950												558,012
						LANTRONIX INC						COMMON STOCK USD.0001						3,846												16,615
						LARIMAR THERAPEUTICS INC						COMMON STOCK USD.01						2,417												30,645
						LAS VEGAS SANDS CORP						COMMON STOCK USD.001						52,325												2,553,721
						LATCH INC						COMMON STOCK USD.0001						15,041												10,678
						LATHAM GROUP INC						COMMON STOCK USD.0001						4,959												15,968
						LATTICE SEMICONDUCTOR CORP						COMMON STOCK USD.01						22,031												1,429,371
						LAUREATE EDUCATION INC						COMMON STOCK USD.001						17,535												200,441
						LAZARD LTD CL A						COMMON STOCK USD.01						18,319												635,120
						LAZYDAYS HOLDINGS INC						COMMON STOCK USD.0001						964												11,510
						LCI INDUSTRIES						COMMON STOCK USD.01						3,984												368,321
						LCNB CORPORATION						COMMON STOCK						1,652												29,736
						LEAFLY HOLDINGS INC						COMMON STOCK USD.0001						6,102												3,978
						LEAP THERAPEUTICS INC						COMMON STOCK						12,039												5,418
						LEAR CORP						COMMON STOCK USD.01						9,695												1,202,374
						LEE ENTERPRISES						COMMON STOCK USD.01						475												8,816
						LEGACY HOUSING CORP						COMMON STOCK USD.001						1,693												32,099
						LEGALZOOMCOM INC						COMMON STOCK USD.001						3,209												121,619
						LEGGETT + PLATT INC						COMMON STOCK USD.01						21,953												707,545
						LEIDOS HOLDINGS INC						COMMON STOCK USD.0001						21,508												2,304,504
						LEMAITRE VASCULAR INC						COMMON STOCK USD.01						3,013												138,658
						LEMONADE INC						COMMON STOCK USD.00001						6,987												95,582
						LENDINGCLUB CORP						COMMON STOCK USD.01						16,022												140,994
						LENDINGTREE INC						COMMON STOCK USD.01						1,846												39,375
						LENNAR CORP B SHS						COMMON STOCK USD.1						2,519												188,371
						LENNAR CORP A						COMMON STOCK USD.1						40,516												3,666,698
						LENNOX INTERNATIONAL INC						COMMON STOCK USD.01						5,214												1,247,345
						LENSAR INC						COMMON STOCK						1,697												5,023
						LESLIE S INC						COMMON STOCK USD.001						21,865												266,972
						LEVI STRAUSS + CO CLASS A						COMMON STOCK USD.001						15,291												237,316
						LEXICON PHARMACEUTICALS INC						COMMON STOCK USD.001						12,679												24,217
						LGI HOMES INC						COMMON STOCK USD.01						3,415												316,229

368

---

						LHC GROUP INC						COMMON STOCK USD.01						5,092												823,325
						LIBERTY BROADBAND A						COMMON STOCK USD.01						2,743												208,057
						LIBERTY BROADBAND C						COMMON STOCK USD.01						19,733												1,505,036
						LIBERTY ENERGY INC						COMMON STOCK						16,168												393,334
						LIBERTY GLOBAL PLC C						COMMON STOCK USD.01						44,035												900,295
						LIBERTY GLOBAL PLC A						COMMON STOCK USD.01						18,648												353,007
						LIBERTY LATIN AMERIC CL A						COMMON STOCK USD.01						8,548												64,366
						LIBERTY LATIN AMERIC CL C						COMMON STOCK USD.01						23,238												176,609
						LIBERTY MEDIA COR SIRIUSXM A						TRACKING STK USD.01						13,013												511,541
						LIBERTY MEDIA COR SIRIUSXM C						TRACKING STK USD.01						25,325												990,967
						LIBERTY MEDIA CORP BRAVES A						TRACKING STK						1,705												55,702
						LIBERTY MEDIA CORP BRAVES C						TRACKING STK						4,966												160,054
						LIBERTY MEDIA CORP LIBERTY A						TRACKING STK USD.01						3,684												196,836
						LIBERTY MEDIA CORP LIBERTY C						TRACKING STK USD.01						30,996												2,002,397
						LIBERTY TRIPADVISOR HDG A						COMMON STOCK						10,891												7,293
						LIFE STORAGE INC						REIT USD.01						13,367												1,346,200
						LIFE TIME GROUP HOLDINGS INC						COMMON STOCK USD.01						6,078												106,188
						LIFECORE BIOMEDICAL INC						COMMON STOCK USD.001						5,354												34,694
						LIFEMD INC						COMMON STOCK						3,071												5,958
						LIFESTANCE HEALTH GROUP INC						COMMON STOCK USD.01						6,860												82,325
						LIFETIME BRANDS INC						COMMON STOCK USD.01						1,341												10,178
						LIFEVANTAGE CORP						COMMON STOCK USD.0001						1,981												7,369
						LIGAND PHARMACEUTICALS						COMMON STOCK USD.001						2,716												181,429
						LIGHT + WONDER INC						COMMON STOCK USD.001						15,591												913,633
						LIGHTNING EMOTORS INC						COMMON STOCK USD.0001						5,667												2,077
						LIGHTPATH TECHNOLOGIES INC A						COMMON STOCK USD.01						5,325												6,497
						LIGHTWAVE LOGIC INC						COMMON STOCK USD.001						16,140												69,563
						LIMBACH HOLDINGS INC						COMMON STOCK USD.0001						—												18,743
						LIMESTONE BANCORP INC						COMMON STOCK						1,106												27,009
						LIMONEIRA CO						COMMON STOCK USD.01						2,807												34,273
						LINCOLN EDUCATIONAL SERVICES						COMMON STOCK						3,967												22,969
						LINCOLN ELECTRIC HOLDINGS						COMMON STOCK						7,889												1,313,272
						LINCOLN NATIONAL CORP						COMMON STOCK						24,664												757,678
						LINDBLAD EXPEDITIONS HOLDING						COMMON STOCK USD.0001						5,157												39,709
						LINDE PLC						COMMON STOCK EUR.001						79,211												26,195,844
						LINDSAY CORP						COMMON STOCK USD1.0						1,741												283,522
						LINEAGE CELL THERAPEUTICS IN						COMMON STOCK						18,716												21,898
						LINKBANCORP INC						COMMON STOCK						—												20,576
						LIONS GATE ENTERTAINMENT A						COMMON STOCK NPV						10,258												58,573
						LIONS GATE ENTERTAINMENT B						COMMON STOCK						20,153												109,431
						LIPOCINE INC						COMMON STOCK USD.0001						12,688												4,872
						LIQTECH INTERNATIONAL INC						COMMON STOCK USD.001						3,627												1,378
						LIQUIDIA CORP						COMMON STOCK USD.001						7,746												49,342
						LIQUIDITY SERVICES INC						COMMON STOCK USD.001						4,168												58,602
						LITHIA MOTORS INC						COMMON STOCK						4,381												896,966
						LITTELFUSE INC						COMMON STOCK USD.01						3,952												870,230
						LIVANOVA PLC						COMMON STOCK GBP1.0						8,639												479,810
						LIVE NATION ENTERTAINMENT IN						COMMON STOCK USD.01						21,737												1,606,604

369

---

						LIVE OAK BANCSHARES INC						COMMON STOCK NPV						5,190												156,738
						LIVENT CORP						COMMON STOCK USD.001						26,134												568,959
						LIVEONE INC						COMMON STOCK USD.001						8,699												5,598
						LIVEPERSON INC						COMMON STOCK USD.001						10,842												109,938
						LIVERAMP HOLDINGS INC						COMMON STOCK USD.1						11,049												258,989
						LIVEVOX HOLDINGS INC						COMMON STOCK USD.0001						3,999												11,877
						LKQ CORP						COMMON STOCK USD.01						41,730												2,228,799
						LL FLOORING HOLDINGS INC						COMMON STOCK USD.001						5,091												28,611
						LOANDEPOT INC CLASS A						COMMON STOCK USD.001						3,448												26,015
						LOCAL BOUNTI CORP						COMMON STOCK USD.0001						5,975												8,305
						LOCKHEED MARTIN CORP						COMMON STOCK USD1.0						37,585												18,430,674
						LOEWS CORP						COMMON STOCK USD.01						32,164												1,876,126
						LOOP INDUSTRIES INC						COMMON STOCK USD.0001						2,897												6,924
						LOOP MEDIA INC						COMMON STOCK USD.0001						—												28,450
						LORDSTOWN MOTORS CORP CL A						COMMON STOCK USD.0001						16,798												39,715
						LOTTERY.COM INC						COMMON STOCK USD.001						5,634												986
						LOUISIANA PACIFIC CORP						COMMON STOCK USD1.0						12,232												724,134
						LOVESAC CO/THE						COMMON STOCK USD.00001						2,244												49,390
						LOWE S COS INC						COMMON STOCK USD.5						98,641												20,011,869
						LOYALTY VENTURES INC						COMMON STOCK USD.01						3,297												7,946
						LPL FINANCIAL HOLDINGS INC						COMMON STOCK						12,636												2,796,376
						LSB INDUSTRIES INC						COMMON STOCK USD.1						5,037												104,239
						LSI INDUSTRIES INC						COMMON STOCK						4,728												57,871
						LTC PROPERTIES INC						REIT USD.01						6,570												233,432
						LUCID GROUP INC						COMMON STOCK USD.0001						91,315												664,676
						LUCIRA HEALTH INC						COMMON STOCK USD.001						1,707												190
						LULULEMON ATHLETICA INC						COMMON STOCK USD.005						18,459												6,010,009
						LUMEN TECHNOLOGIES INC						COMMON STOCK USD1.0						150,826												787,312
						LUMENTUM HOLDINGS INC						COMMON STOCK USD.001						11,595												604,911
						LUMINAR TECHNOLOGIES INC						COMMON STOCK USD.0001						36,422												180,289
						LUNA INNOVATIONS INC						COMMON STOCK USD.001						5,483												48,196
						LUTHER BURBANK CORP						COMMON STOCK						2,083												23,142
						LUXFER HOLDINGS PLC						COMMON STOCK USD.5						5,228												71,728
						LXP INDUSTRIAL TRUST						REIT USD.0001						45,450												455,409
						LYELL IMMUNOPHARMA INC						COMMON STOCK USD.0001						4,027												94,536
						LYFT INC A						COMMON STOCK USD.00001						49,017												564,417
						LYONDELLBASELL INDU CL A						COMMON STOCK EUR.04						39,140												3,382,646
						M + T BANK CORP						COMMON STOCK USD.5						27,913												4,049,060
						M/I HOMES INC						COMMON STOCK USD.01						3,415												157,705
						MACATAWA BANK CORP						COMMON STOCK						2,174												46,044
						MACERICH CO/THE						REIT USD.01						34,269												385,869
						MACOM TECHNOLOGY SOLUTIONS H						COMMON STOCK USD.001						7,693												515,995
						MACROGENICS INC						COMMON STOCK USD.01						9,172												61,544
						MACY S INC						COMMON STOCK USD.01						42,960												887,124
						MADISON SQUARE GARDEN ENTERT						COMMON STOCK USD.01						4,042												181,769
						MADISON SQUARE GARDEN SPORTS						COMMON STOCK USD.01						2,768												507,457
						MADRIGAL PHARMACEUTICALS INC						COMMON STOCK USD.0001						1,893												578,469
						MAGENTA THERAPEUTICS INC						COMMON STOCK USD.001						5,077												2,005

370

---

						MAGNITE INC						COMMON STOCK USD.00001						18,924												200,405
						MAGNOLIA OIL + GAS CORP A						COMMON STOCK USD.0001						23,524												605,579
						MAIDEN HOLDINGS LTD						COMMON STOCK USD.01						12,716												26,831
						MALIBU BOATS INC A						COMMON STOCK USD.01						3,175												169,228
						MALVERN BANCORP INC						COMMON STOCK USD.01						1,322												23,466
						MAMMOTH ENERGY SERVICES INC						COMMON STOCK USD.01						—												24,227
						MANHATTAN ASSOCIATES INC						COMMON STOCK USD.01						10,404												1,263,046
						MANITEX INTERNATIONAL INC						COMMON STOCK						3,301												13,204
						MANITOWOC COMPANY INC						COMMON STOCK USD.01						6,515												59,677
						MANNKIND CORP						COMMON STOCK USD.01						40,554												213,720
						MANPOWERGROUP INC						COMMON STOCK USD.01						8,909												741,318
						MARATHON DIGITAL HOLDINGS IN						COMMON STOCK USD.001						16,901												57,801
						MARATHON OIL CORP						COMMON STOCK USD1.0						108,013												2,923,912
						MARATHON PETROLEUM CORP						COMMON STOCK USD.01						74,519												8,801,298
						MARAVAI LIFESCIENCES HLDGS A						COMMON STOCK USD.01						17,431												249,438
						MARCHEX INC CLASS B						COMMON STOCK USD.01						9,881												15,513
						MARCUS + MILLICHAP INC						COMMON STOCK USD.0001						4,297												148,032
						MARCUS CORPORATION						COMMON STOCK USD1.0						4,234												60,927
						MARIN SOFTWARE INC						COMMON STOCK USD.001						2,542												2,542
						MARINE PRODUCTS CORP						COMMON STOCK USD.1						1,401												16,490
						MARINEMAX INC						COMMON STOCK USD.001						3,533												110,300
						MARINUS PHARMACEUTICALS INC						COMMON STOCK USD.001						5,191												20,660
						MARKEL CORP						COMMON STOCK						2,144												2,890,573
						MARKER THERAPEUTICS INC						COMMON STOCK USD.001						12,541												3,303
						MARKETAXESS HOLDINGS INC						COMMON STOCK USD.003						6,181												1,723,819
						MARKETWISE INC						COMMON STOCK USD.0001						4,825												8,106
						MARKFORGED HOLDING CORP						COMMON STOCK USD.0001						11,319												13,130
						MARQETA INC A						COMMON STOCK USD.0001						37,319												439,464
						MARRIOTT INTERNATIONAL CL A						COMMON STOCK USD.01						44,067												6,561,136
						MARRIOTT VACATIONS WORLD						COMMON STOCK USD.01						6,258												842,264
						MARSH + MCLENNAN COS						COMMON STOCK USD1.0						79,539												13,327,596
						MARTEN TRANSPORT LTD						COMMON STOCK USD.01						10,329												204,308
						MARTIN MARIETTA MATERIALS						COMMON STOCK USD.01						9,903												3,380,714
						MARVELL TECHNOLOGY INC						COMMON STOCK USD.002						134,901												5,141,199
						MASCO CORP						COMMON STOCK USD1.0						36,748												1,715,029
						MASIMO CORP						COMMON STOCK USD.001						7,691												1,167,474
						MASONITE INTERNATIONAL CORP						COMMON STOCK						3,968												319,860
						MASTEC INC						COMMON STOCK USD.1						9,868												842,036
						MASTERBRAND INC						COMMON STOCK						20,499												154,767
						MASTERCARD INC A						COMMON STOCK USD.0001						135,346												47,967,968
						MASTERCRAFT BOAT HOLDINGS IN						COMMON STOCK USD.01						3,375												87,311
						MATADOR RESOURCES CO						COMMON STOCK USD.01						18,120												1,037,189
						MATCH GROUP INC						COMMON STOCK USD.001						45,556												1,890,118
						MATERION CORP						COMMON STOCK						3,332												291,583
						MATINAS BIOPHARMA HOLDINGS I						COMMON STOCK USD.0001						30,697												15,349
						MATIV HOLDINGS INC						COMMON STOCK USD.1						9,099												190,169
						MATRIX SERVICE CO						COMMON STOCK USD.01						4,857												30,211
						MATSON INC						COMMON STOCK						6,266												391,688

371

---

						MATTEL INC						COMMON STOCK USD1.0						56,663												1,010,868
						MATTERPORT INC						COMMON STOCK USD.0001						29,015												107,866
						MATTHEWS INTL CORP CLASS A						COMMON STOCK USD1.0						5,480												166,811
						MAUI LAND + PINEAPPLE CO						COMMON STOCK						1,400												13,188
						MAXAR TECHNOLOGIES INC						COMMON STOCK						11,817												611,412
						MAXCYTE INC						COMMON STOCK NPV						14,300												78,078
						MAXIMUS INC						COMMON STOCK						9,946												729,340
						MAXLINEAR INC						COMMON STOCK						11,377												386,249
						MAYVILLE ENGINEERING CO INC						COMMON STOCK						1,478												18,711
						MBIA INC						COMMON STOCK USD1.0						7,678												98,662
						MCCORMICK + CO NON VTG SHRS						COMMON STOCK						39,971												3,387,799
						MCDONALD S CORP						COMMON STOCK USD.01						116,764												31,297,881
						MCEWEN MINING INC						COMMON STOCK						6,627												38,834
						MCGRATH RENTCORP						COMMON STOCK						3,975												392,492
						MCKESSON CORP						COMMON STOCK USD.01						22,566												8,615,007
						MDC HOLDINGS INC						COMMON STOCK USD.01						9,547												301,685
						MDU RESOURCES GROUP INC						COMMON STOCK USD1.0						32,968												1,000,249
						MEDALLION FINANCIAL CORP						COMMON STOCK USD.01						2,795												19,956
						MEDIAALPHA INC CLASS A						COMMON STOCK USD.01						3,879												38,596
						MEDICAL PROPERTIES TRUST INC						REIT USD.001						99,900												1,112,886
						MEDICINOVA INC						COMMON STOCK USD.001						9,449												19,370
						MEDIFAST INC						COMMON STOCK USD.001						1,840												212,244
						MEDPACE HOLDINGS INC						COMMON STOCK USD.01						3,954												861,110
						MEDTRONIC PLC						COMMON STOCK USD.1						210,820												16,796,859
						MEI PHARMA INC						COMMON STOCK USD.00000002						16,092												3,920
						MERCANTILE BANK CORP						COMMON STOCK						2,261												75,698
						MERCER INTERNATIONAL INC						COMMON STOCK USD1.0						6,805												79,210
						MERCHANTS BANCORP/IN						COMMON STOCK						3,682												89,546
						MERCK + CO. INC.						COMMON STOCK USD.5						402,368												45,696,775
						MERCURY GENERAL CORP						COMMON STOCK						4,277												146,273
						MERCURY SYSTEMS INC						COMMON STOCK USD.01						9,250												413,845
						MERIDIAN BIOSCIENCE INC						COMMON STOCK						7,057												234,363
						MERIDIAN CORP						COMMON STOCK						398												12,055
						MERIDIANLINK INC						COMMON STOCK USD.001						2,253												51,532
						MERIT MEDICAL SYSTEMS INC						COMMON STOCK						8,317												650,905
						MERITAGE HOMES CORP						COMMON STOCK USD.01						5,920												545,824
						MERRIMACK PHARMACEUTICALS IN						COMMON STOCK USD.01						—												20,633
						MERSANA THERAPEUTICS INC						COMMON STOCK USD.0001						12,094												93,148
						MESA AIR GROUP INC						COMMON STOCK						5,974												9,140
						MESA LABORATORIES INC						COMMON STOCK						841												139,783
						META MATERIALS INC						COMMON STOCK USD.001						39,137												68,634
						META PLATFORMS INC CLASS A						COMMON STOCK USD.000006						357,429												43,951,674
						METHODE ELECTRONICS INC						COMMON STOCK USD.5						5,945												263,780
*						METLIFE INC						COMMON STOCK USD.01						106,668												7,719,563
						METROCITY BANKSHARES INC						COMMON STOCK						3,414												73,845
						METROPOLITAN BANK HOLDING CO						COMMON STOCK						1,628												95,515
						METTLER TOLEDO INTERNATIONAL						COMMON STOCK USD.01						3,610												5,218,075
						MFA FINANCIAL INC						REIT USD.01						16,363												161,176

372

---

						MGE ENERGY INC						COMMON STOCK USD1.0						5,942												418,317
						MGIC INVESTMENT CORP						COMMON STOCK USD1.0						51,995												675,935
						MGM RESORTS INTERNATIONAL						COMMON STOCK USD.01						52,008												1,743,828
						MGP INGREDIENTS INC						COMMON STOCK						2,061												261,802
						MICROCHIP TECHNOLOGY INC						COMMON STOCK USD.001						87,931												6,268,481
						MICRON TECHNOLOGY INC						COMMON STOCK USD.1						175,543												8,818,623
						MICROSOFT CORP						COMMON STOCK USD.00000625						1,186,379												290,393,051
						MICROSTRATEGY INC CL A						COMMON STOCK USD.001						1,432												216,885
						MICROVAST HOLDINGS INC						COMMON STOCK USD.0001						38,154												58,376
						MICROVISION INC						COMMON STOCK USD.001						27,009												63,471
						MID AMERICA APARTMENT COMM						REIT USD.01						18,667												2,977,630
						MID PENN BANCORP INC						COMMON STOCK USD1.0						1,854												55,564
						MIDDLEBY CORP						COMMON STOCK USD.01						8,544												1,144,042
						MIDDLEFIELD BANC CORP						COMMON STOCK						723												19,810
						MIDDLESEX WATER CO						COMMON STOCK						2,807												220,827
						MIDLAND STATES BANCORP INC						COMMON STOCK USD.01						840												70,281
						MIDWEST HOLDING INC						COMMON STOCK USD.001						672												8,561
						MIDWESTONE FINANCIAL GROUP I						COMMON STOCK USD.01						2,134												67,755
						MILESTONE SCIENTIFIC INC						COMMON STOCK USD.001						8,982												4,311
						MILLER INDUSTRIES INC/TENN						COMMON STOCK USD.01						2,139												57,026
						MILLERKNOLL INC						COMMON STOCK USD.2						12,195												256,217
						MIMEDX GROUP INC						COMMON STOCK USD.001						12,522												56,793
						MIND MEDICINE MINDMED INC						COMMON STOCK						—												19,602
						MINERALS TECHNOLOGIES INC						COMMON STOCK USD.1						5,319												322,970
						MIRATI THERAPEUTICS INC						COMMON STOCK						7,918												385,952
						MIRION TECHNOLOGIES INC						COMMON STOCK USD.0001						17,237												133,774
						MIRUM PHARMACEUTICALS INC						COMMON STOCK						2,712												82,138
						MISSION PRODUCE INC						COMMON STOCK USD.001						6,011												69,848
						MISTER CAR WASH INC						COMMON STOCK USD.01						6,373												119,757
						MISTRAS GROUP INC						COMMON STOCK USD.01						3,318												16,358
						MITEK SYSTEMS INC						COMMON STOCK USD.001						7,167												69,448
						MKS INSTRUMENTS INC						COMMON STOCK						9,057												767,400
						MOBILEYE GLOBAL INC A						COMMON STOCK USD.01						7,400												259,444
						MODEL N INC						COMMON STOCK USD.00015						5,302												215,049
						MODERNA INC						COMMON STOCK USD.0001						53,589												9,625,656
						MODINE MANUFACTURING CO						COMMON STOCK USD.625						9,252												183,745
						MODIVCARE INC						COMMON STOCK USD.001						1,993												178,832
						MOELIS + CO CLASS A						COMMON STOCK USD.01						9,926												380,861
						MOHAWK INDUSTRIES INC						COMMON STOCK USD.01						7,969												835,036
						MOLECULAR TEMPLATES INC						COMMON STOCK USD.001						6,633												2,176
						MOLECULIN BIOTECH INC						COMMON STOCK USD.001						8,197												8,689
						MOLINA HEALTHCARE INC						COMMON STOCK USD.001						9,383												3,131,477
						MOLSON COORS BEVERAGE CO B						COMMON STOCK USD.01						30,310												1,561,571
						MOMENTIVE GLOBAL INC						COMMON STOCK USD.00001						20,805												145,635
						MOMENTUS INC						COMMON STOCK						8,755												6,828
						MONARCH CASINO + RESORT INC						COMMON STOCK USD.01						2,226												171,157
						MONDELEZ INTERNATIONAL INC A						COMMON STOCK						218,139												14,792,243
						MONEYGRAM INTERNATIONAL INC						COMMON STOCK USD.01						15,223												165,778

373

---

						MONEYLION INC						COMMON STOCK						15,543												9,637
						MONGODB INC						COMMON STOCK USD.001						10,758												2,196,342
						MONOLITHIC POWER SYSTEMS INC						COMMON STOCK USD.001						7,025												2,554,833
						MONRO INC						COMMON STOCK USD.01						5,369												242,679
						MONSTER BEVERAGE CORP						COMMON STOCK						60,415												6,286,234
						MONTAUK RENEWABLES INC						COMMON STOCK USD.01						10,008												110,388
						MONTE ROSA THERAPEUTICS INC						COMMON STOCK USD.0001						1,928												44,361
						MONTROSE ENVIRONMENTAL GROUP						COMMON STOCK						4,249												188,613
						MOODY S CORP						COMMON STOCK USD.01						25,129												7,140,753
						MOOG INC CLASS A						COMMON STOCK USD1.0						4,639												407,119
						MORGAN STANLEY						COMMON STOCK USD.01						212,480												18,201,082
						MORNINGSTAR INC						COMMON STOCK						3,784												906,214
						MORPHIC HOLDING INC						COMMON STOCK USD.0001						4,299												136,400
						MOSAIC CO/THE						COMMON STOCK USD.01						55,023												2,413,859
						MOTORCAR PARTS OF AMERICA IN						COMMON STOCK USD.01						3,141												37,252
						MOTOROLA SOLUTIONS INC						COMMON STOCK USD.01						26,533												6,992,447
						MOVADO GROUP INC						COMMON STOCK USD.01						2,415												77,884
						MP MATERIALS CORP						COMMON STOCK USD.0001						12,391												346,990
						MR COOPER GROUP INC						COMMON STOCK USD.01						12,340												495,204
						MRC GLOBAL INC						COMMON STOCK USD.01						10,297												149,347
						MSA SAFETY INC						COMMON STOCK						5,845												842,791
						MSC INDUSTRIAL DIRECT CO A						COMMON STOCK USD.001						6,457												560,218
						MSCI INC						COMMON STOCK USD.01						12,894												6,044,419
						MUELLER INDUSTRIES INC						COMMON STOCK USD.01						8,337												515,483
						MUELLER WATER PRODUCTS INC A						COMMON STOCK USD.01						26,091												280,739
						MULTIPLAN CORP						COMMON STOCK						40,412												46,474
						MURPHY OIL CORP						COMMON STOCK USD1.0						23,500												1,010,735
						MURPHY USA INC						COMMON STOCK						3,288												919,128
						MUSTANG BIO INC						COMMON STOCK USD.0001						15,335												6,056
						MVB FINANCIAL CORP						COMMON STOCK USD1.0						1,722												37,918
						MYERS INDUSTRIES INC						COMMON STOCK						5,562												123,643
						MYMD PHARMACEUTICALS INC						COMMON STOCK						4,566												5,251
						MYOVANT SCIENCES LTD						COMMON STOCK USD.000017727						7,081												190,904
						MYR GROUP INC/DELAWARE						COMMON STOCK USD.01						2,661												244,998
						MYRIAD GENETICS INC						COMMON STOCK USD.01						12,987												188,441
						N ABLE INC						COMMON STOCK USD.001						11,190												115,033
						N B T BANCORP INC						COMMON STOCK USD.01						3,653												288,881
						NABORS INDUSTRIES LTD						COMMON STOCK USD.001						1,264												226,730
						NABORS INDUSTRIES LTD						NABORS INDUSTRIES LTD CW26						439												14,443
						NACCO INDUSTRIES CL A						COMMON STOCK USD1.0						654												24,852
						NANOSTRING TECHNOLOGIES INC						COMMON STOCK USD.0001						6,999												55,782
						NANTHEALTH INC						COMMON STOCK USD.0001						390												1,424
						NAPCO SECURITY TECHNOLOGIES						COMMON STOCK USD.01						4,362												119,868
						NASDAQ INC						COMMON STOCK USD.01						53,833												3,394,683
						NATERA INC						COMMON STOCK USD.0001						14,102												715,116
						NATHAN S FAMOUS INC						COMMON STOCK USD.01						577												38,780
						NATIONAL BANK HOLD CL A						COMMON STOCK						4,674												247,122
						NATIONAL BANKSHARES INC/VA						COMMON STOCK USD1.25						1,174												47,312

374

---

						NATIONAL BEVERAGE CORP						COMMON STOCK USD.01						3,785												176,116
						NATIONAL CINEMEDIA INC						COMMON STOCK USD.01						12,684												2,790
						NATIONAL FUEL GAS CO						COMMON STOCK USD1.0						14,743												933,232
						NATIONAL HEALTHCARE CORP						COMMON STOCK USD.01						2,139												127,271
						NATIONAL INSTRUMENTS CORP						COMMON STOCK USD.01						21,742												802,280
						NATIONAL PRESTO INDS INC						COMMON STOCK USD1.0						687												47,032
						NATIONAL RESEARCH CORP						COMMON STOCK USD.001						2,213												82,545
						NATIONAL RETAIL PROPERTIES						REIT USD.01						28,288												1,294,459
						NATIONAL STORAGE AFFILIATES						REIT USD.01						13,151												496,688
						NATIONAL VISION HOLDINGS INC						COMMON STOCK USD.01						13,324												516,438
						NATIONAL WESTERN LIFE GROU A						COMMON STOCK USD.01						187												108,748
						NATL HEALTH INVESTORS INC						REIT USD.01						7,424												387,681
						NATURAL ALTERNATIVES INTL						COMMON STOCK USD.01						821												6,888
						NATURAL GAS SERVICES GROUP						COMMON STOCK USD.01						2,469												28,295
						NATURAL GROCERS BY VITAMIN C						COMMON STOCK USD.001						869												7,943
						NATURAL HEALTH TRENDS CORP						COMMON STOCK USD.001						3,592												12,213
						NATURES SUNSHINE PRODS INC						COMMON STOCK						1,596												13,279
						NAUTILUS BIOTECHNOLOGY INC						COMMON STOCK USD.0001						8,755												15,759
						NAUTILUS INC						COMMON STOCK						5,011												7,667
						NAVIENT CORP						COMMON STOCK USD.01						17,574												289,092
						NAVITAS SEMICONDUCTOR CORP						COMMON STOCK USD.0001						12,480												43,805
						NCINO INC						COMMON STOCK USD.0005						9,536												331,459
						NCR CORPORATION						COMMON STOCK USD.01						21,372												521,390
						NECESSITY RETAIL REIT INC/TH						REIT						19,873												117,847
						NEKTAR THERAPEUTICS						COMMON STOCK USD.0001						30,187												68,223
						NELNET INC CL A						COMMON STOCK USD.01						2,498												244,844
						NEMAURA MEDICAL INC						COMMON STOCK USD.01						1,935												3,290
						NEOGEN CORP						COMMON STOCK USD.16						28,938												541,260
						NEOGENOMICS INC						COMMON STOCK USD.001						19,978												184,597
						NEOLEUKIN THERAPEUTICS INC						COMMON STOCK USD.000001						5,842												2,974
						NEONODE INC						COMMON STOCK USD.001						1,580												8,690
						NERDWALLET INC CL A						COMMON STOCK USD.0001						1,945												50,360
						NERDY INC						COMMON STOCK USD.0001						10,901												24,527
						NETAPP INC						COMMON STOCK USD.001						35,690												2,143,541
						NETFLIX INC						COMMON STOCK USD.001						70,636												21,300,955
						NETGEAR INC						COMMON STOCK USD.001						4,410												79,865
						NETSCOUT SYSTEMS INC						COMMON STOCK USD.001						12,020												390,770
						NETSTREIT CORP						REIT USD.01						6,701												159,494
						NETWORK 1 TECHNOLOGIES INC						COMMON STOCK USD.01						3,500												7,700
						NEUBASE THERAPEUTICS INC						COMMON STOCK						7,274												1,384
						NEUROBO PHARMACEUTICALS INC						COMMON STOCK						92												1
						NEUROCRINE BIOSCIENCES INC						COMMON STOCK USD.001						15,373												1,860,040
						NEURONETICS INC						COMMON STOCK USD.01						4,331												29,754
						NEUROPACE INC						COMMON STOCK USD.001						1,251												1,864
						NEVRO CORP						COMMON STOCK USD.001						5,735												227,106
						NEW FORTRESS ENERGY INC						COMMON STOCK						6,853												320,400
						NEW JERSEY RESOURCES CORP						COMMON STOCK USD2.5						15,923												790,099
						NEW RELIC INC						COMMON STOCK USD.001						9,905												559,137

375

---

						NEW YORK CITY REIT INC A						REIT USD.01						2,248												3,979
						NEW YORK COMMUNITY BANCORP						COMMON STOCK USD.01						110,460												949,956
						NEW YORK MORTGAGE TRUST INC						REIT USD.02						62,701												160,515
						NEW YORK TIMES CO A						COMMON STOCK USD.1						27,407												889,631
						NEWELL BRANDS INC						COMMON STOCK USD1.0						61,863												809,168
						NEWMARK GROUP INC CLASS A						COMMON STOCK USD.01						27,346												217,948
						NEWMARKET CORP						COMMON STOCK						1,094												340,354
						NEWMONT CORP						COMMON STOCK USD1.6						125,983												6,059,684
						NEWPARK RESOURCES INC						COMMON STOCK USD.01						17,286												71,737
						NEWS CORP CLASS A						COMMON STOCK USD.01						62,203												1,132,095
						NEWS CORP CLASS B						COMMON STOCK						19,571												360,889
						NEXIMMUNE INC						COMMON STOCK USD.0001						1,519												369
						NEXPOINT DIVERSIFIED REAL ES						REIT USD.001						—												60,548
						NEXPOINT REAL ESTATE FINANCE						REIT USD.01						2,390												37,977
						NEXPOINT RESIDENTIAL						REIT USD.01						3,803												165,507
						NEXSTAR MEDIA GROUP INC						COMMON STOCK USD.01						6,206												1,086,236
						NEXTCURE INC						COMMON STOCK USD.001						3,515												4,956
						NEXTDECADE CORP						COMMON STOCK USD.0001						4,466												50,234
						NEXTDOOR HOLDINGS INC						COMMON STOCK USD.0001						10,949												53,905
						NEXTERA ENERGY INC						COMMON STOCK USD.01						316,222												26,996,295
						NEXTGEN HEALTHCARE INC						COMMON STOCK USD.01						9,308												174,804
						NEXTIER OILFIELD SOLUTIONS I						COMMON STOCK USD.01						25,334												234,086
						NEXTNAV INC						COMMON STOCK USD.0001						3,269												9,578
						NGM BIOPHARMACEUTICALS INC						COMMON STOCK USD.001						6,198												31,114
						NI HOLDINGS INC						COMMON STOCK USD.01						1,539												20,423
						NICOLET BANKSHARES INC						COMMON STOCK USD.01						1,838												186,555
						NIGHTHAWK BIOSCIENCES INC						COMMON STOCK USD.0002						4,087												3,290
						NIKE INC CL B						COMMON STOCK						201,080												23,902,810
						NIKOLA CORP						COMMON STOCK USD.0001						35,652												128,260
						NINE ENERGY SERVICE INC						COMMON STOCK						—												27,612
						NISOURCE INC						COMMON STOCK USD.01						62,789												1,749,097
						NKARTA INC						COMMON STOCK						1,859												42,296
						NL INDUSTRIES						COMMON STOCK USD.125						2,066												14,069
						NLIGHT INC						COMMON STOCK						7,194												72,947
						NMI HOLDINGS INC CLASS A						COMMON STOCK USD.01						13,705												286,435
						NN INC						COMMON STOCK USD.01						7,644												11,466
						NOBLE CORP PLC						COMMON STOCK						9,910												592,436
						NOODLES + CO						COMMON STOCK USD.01						5,321												29,212
						NORDSON CORP						COMMON STOCK						8,559												2,058,418
						NORDSTROM INC						COMMON STOCK						18,502												298,622
						NORFOLK SOUTHERN CORP						COMMON STOCK USD1.0						37,442												9,226,458
						NORTHEAST BANK						COMMON STOCK USD1.0						1,315												55,362
						NORTHEAST COMMUNITY BANCORP						COMMON STOCK						2,837												42,328
						NORTHERN OIL AND GAS INC						COMMON STOCK USD.001						10,489												323,271
						NORTHERN TECHNOLOGIES INTL						COMMON STOCK USD.02						1,612												21,456
						NORTHERN TRUST CORP						COMMON STOCK USD1.666666						33,773												2,988,573
						NORTHFIELD BANCORP INC						COMMON STOCK USD.01						6,518												102,528
						NORTHRIM BANCORP INC						COMMON STOCK USD1.0						814												44,420

376

---

						NORTHROP GRUMMAN CORP						COMMON STOCK USD1.0						23,072												12,806,559
						NORTHWEST BANCSHARES INC						COMMON STOCK USD.01						15,171												263,826
						NORTHWEST NATURAL HOLDING CO						COMMON STOCK						5,213												248,087
						NORTHWEST PIPE CO						COMMON STOCK USD.01						1,599												53,886
						NORTHWESTERN CORP						COMMON STOCK USD.01						6,948												548,782
						NORWEGIAN CRUISE LINE HOLDIN						COMMON STOCK USD.001						66,048												835,361
						NORWOOD FINANCIAL CORP						COMMON STOCK USD.1						1,382												46,214
						NOV INC						COMMON STOCK USD.01						64,147												1,340,031
						NOVAN INC						COMMON STOCK USD.0001						2,492												3,638
						NOVANTA INC						COMMON STOCK						5,733												778,943
						NOVAVAX INC						COMMON STOCK USD.01						12,318												126,629
						NOVOCURE LTD						COMMON STOCK						14,684												1,077,071
						NOW INC						COMMON STOCK USD.01						18,665												237,046
						NRG ENERGY INC						COMMON STOCK USD.01						37,405												1,190,227
						NRX PHARMACEUTICALS INC						COMMON STOCK USD.001						4,340												4,817
						NU SKIN ENTERPRISES INC A						COMMON STOCK USD.001						8,151												343,646
						NUCOR CORP						COMMON STOCK USD.4						41,677												5,493,445
						NURIX THERAPEUTICS INC						COMMON STOCK						6,642												72,929
						NUTANIX INC A						COMMON STOCK USD.000025						35,223												969,664
						NUVALENT INC A						COMMON STOCK USD.0001						1,511												125,410
						NUVASIVE INC						COMMON STOCK USD.001						8,512												351,035
						NUVATION BIO INC						COMMON STOCK USD.0001						19,195												36,854
						NUVVE HOLDING CORP						COMMON STOCK USD.0001						2,567												1,720
						NV5 GLOBAL INC						COMMON STOCK USD.01						1,945												257,362
						NVE CORP						COMMON STOCK USD.01						759												49,145
						NVENT ELECTRIC PLC						COMMON STOCK USD.01						27,173												1,045,345
						NVIDIA CORP						COMMON STOCK USD.001						397,380												59,110,721
						NVR INC						COMMON STOCK USD.01						468												2,158,687
						NXP SEMICONDUCTORS NV						COMMON STOCK						41,847												6,660,491
						O I GLASS INC						COMMON STOCK						25,573												423,745
						O REILLY AUTOMOTIVE INC						COMMON STOCK USD.01						10,180												8,592,225
						OAK STREET HEALTH INC						COMMON STOCK USD.001						18,440												396,644
						OAK VALLEY BANCORP						COMMON STOCK						1,170												26,501
						OCCIDENTAL PETROLEUM CORP						COMMON STOCK USD.2						118,761												7,480,755
						OCEAN POWER TECHNOLOGIES INC						COMMON STOCK USD.001						4,671												2,102
						OCEANEERING INTL INC						COMMON STOCK USD.25						16,051												280,732
						OCEANFIRST FINANCIAL CORP						COMMON STOCK USD.01						9,887												210,099
						OCERA THERAPEUTICS INC						COMMON STOCK						5,800												1,566
						OCONEE FEDERAL FINANCIAL COR						COMMON STOCK USD.01						143												3,546
						OCUGEN INC						COMMON STOCK USD.001						32,561												42,329
						OCULAR THERAPEUTIX INC						COMMON STOCK USD.0001						12,557												35,285
						OCWEN FINANCIAL CORP						COMMON STOCK USD.01						1,425												43,577
						ODP CORP/THE						COMMON STOCK USD.01						7,196												327,706
						ODYSSEY MARINE EXPLORATION						COMMON STOCK USD.01						4,371												16,959
						OFFERPAD SOLUTIONS INC						COMMON STOCK USD.0001						11,856												5,460
						OFFICE PROPERTIES INCOME TRU						REIT USD.01						7,858												104,904
						OFG BANCORP						COMMON STOCK USD1.0						8,477												233,626
						OGE ENERGY CORP						COMMON STOCK USD.01						32,453												1,283,516

377

---

						OHIO VALLEY BANC CORP						COMMON STOCK USD1.0						724												19,128
						OIL DRI CORP OF AMERICA						COMMON STOCK USD.1						922												30,924
						OIL STATES INTERNATIONAL INC						COMMON STOCK USD.01						8,815												65,760
						OKTA INC						COMMON STOCK						23,895												1,687,411
						OLAPLEX HOLDINGS INC						COMMON STOCK USD.001						11,514												59,988
						OLD DOMINION FREIGHT LINE						COMMON STOCK USD.1						14,713												4,175,255
						OLD NATIONAL BANCORP						COMMON STOCK						48,185												866,366
						OLD POINT FINANCIAL CORP						COMMON STOCK USD5.0						1,139												30,707
						OLD REPUBLIC INTL CORP						COMMON STOCK USD1.0						46,130												1,114,040
						OLD SECOND BANCORP INC						COMMON STOCK USD1.0						6,949												111,462
						OLEMA PHARMACEUTICALS INC						COMMON STOCK USD.0001						4,863												11,914
						OLIN CORP						COMMON STOCK USD1.0						22,539												1,193,215
						OLLIE S BARGAIN OUTLET HOLDI						COMMON STOCK USD.001						9,621												450,648
						OLO INC CLASS A						COMMON STOCK USD.001						9,177												109,877
						OLYMPIC STEEL INC						COMMON STOCK						1,050												35,259
						OMEGA FLEX INC						COMMON STOCK USD.01						548												51,139
						OMEGA HEALTHCARE INVESTORS						REIT USD.1						38,718												1,082,168
						OMEGA THERAPEUTICS INC						COMMON STOCK USD.001						1,530												8,736
						OMEROS CORP						COMMON STOCK USD.01						10,983												24,822
						OMNICELL INC						COMMON STOCK USD.001						7,057												355,814
						OMNICOM GROUP						COMMON STOCK USD.15						33,378												2,722,643
						ON SEMICONDUCTOR						COMMON STOCK USD.01						68,303												4,366,091
						ON24 INC						COMMON STOCK USD.0001						1,501												66,475
						ONCOCYTE CORP						COMMON STOCK						11,173												3,585
						ONCORUS INC						COMMON STOCK						3,535												895
						ONCTERNAL THERAPEUTICS INC						COMMON STOCK USD.001						7,860												7,860
						ONDAS HOLDINGS INC						COMMON STOCK USD.0001						3,533												5,617
						ONE GAS INC						COMMON STOCK						8,582												649,829
						ONE GROUP HOSPITALITY INC/TH						COMMON STOCK USD.0001						3,270												20,601
						ONE LIBERTY PROPERTIES INC						REIT USD1.0						2,263												50,284
						ONE STOP SYSTEMS INC						COMMON STOCK USD.0001						2,976												8,958
						ONEMAIN HOLDINGS INC						COMMON STOCK USD.01						17,702												609,641
						ONEOK INC						COMMON STOCK USD.01						71,903												4,756,878
						ONESPAN INC						COMMON STOCK USD.001						5,707												63,861
						ONESPAWORLD HOLDINGS LTD						COMMON STOCK USD.0001						9,532												88,934
						ONEWATER MARINE INC CL A						COMMON STOCK USD.01						1,702												48,677
						ONTO INNOVATION INC						COMMON STOCK						7,879												536,481
						OOMA INC						COMMON STOCK USD.0001						3,272												44,565
						OP BANCORP						COMMON STOCK						2,797												31,215
						OPEN LENDING CORP CL A						COMMON STOCK						17,250												116,438
						OPENDOOR TECHNOLOGIES INC						COMMON STOCK USD.0001						61,842												98,474
						OPIANT PHARMACEUTICALS INC						COMMON STOCK USD.001						785												15,920
						OPKO HEALTH INC						COMMON STOCK USD.01						67,914												84,893
						OPORTUN FINANCIAL CORP						COMMON STOCK USD.0001						3,056												16,839
						OPPENHEIMER HOLDINGS CL A						COMMON STOCK USD.001						1,486												62,902
						OPPFI INC						COMMON STOCK USD.0001						2,834												5,810
						OPTIMIZERX CORP						COMMON STOCK USD.001						2,940												49,392
						OPTINOSE INC						COMMON STOCK USD.001						9,058												16,757

378

---

						OPTION CARE HEALTH INC						COMMON STOCK USD.0001						22,456												753,935
						ORACLE CORP						COMMON STOCK USD.01						244,602												20,402,478
						ORAGENICS INC						COMMON STOCK USD.001						24,038												2,526
						ORASURE TECHNOLOGIES INC						COMMON STOCK USD.000001						12,104												58,341
						ORBITAL INFRASTRUCTURE GROUP						COMMON STOCK USD.001						8,153												1,606
						ORCHID ISLAND CAPITAL INC						REIT USD.01						6,038												63,399
						ORGANOGENESIS HOLDINGS INC						COMMON STOCK						10,405												27,989
						ORGANON + CO						COMMON STOCK USD.01						40,820												1,140,103
						ORGENESIS INC						COMMON STOCK USD.001						3,659												7,135
						ORIC PHARMACEUTICALS INC						COMMON STOCK USD.0001						5,271												31,046
						ORIGIN BANCORP INC						COMMON STOCK						3,777												171,648
						ORIGIN MATERIALS INC						COMMON STOCK USD.0001						19,694												90,789
						ORION ENERGY SYSTEMS INC						COMMON STOCK						4,858												8,842
						ORION ENGINEERED CARBONS SA						COMMON STOCK						10,269												182,891
						ORION GROUP HOLDINGS INC						COMMON STOCK USD.01						5,207												12,393
						ORION OFFICE REIT INC						REIT USD.01						8,979												76,681
						ORMAT TECHNOLOGIES INC						COMMON STOCK USD.001						7,422												676,447
						ORRSTOWN FINL SERVICES INC						COMMON STOCK						53												22,074
						ORTHOFIX MEDICAL INC						COMMON STOCK USD.1						3,097												63,581
						ORTHOPEDIATRICS CORP						COMMON STOCK USD.00025						2,045												109,061
						OSCAR HEALTH INC CLASS A						COMMON STOCK USD.00001						6,675												56,559
						OSHKOSH CORP						COMMON STOCK USD.01						10,827												954,833
						OSI SYSTEMS INC						COMMON STOCK						2,752												218,839
						OTIS WORLDWIDE CORP						COMMON STOCK USD.01						66,826												5,280,132
						OTTER TAIL CORP						COMMON STOCK USD5.0						6,822												400,520
						OUSTER INC						COMMON STOCK USD.0001						12,603												10,876
						OUTBRAIN INC						COMMON STOCK USD.001						1,790												6,480
						OUTFRONT MEDIA INC						REIT USD.01						23,508												389,763
						OUTLOOK THERAPEUTICS INC						COMMON STOCK USD.01						13,771												14,873
						OUTSET MEDICAL INC						COMMON STOCK USD.001						6,736												207,490
						OVERSEAS SHIPHOLDING GROUP A						COMMON STOCK						9,155												26,458
						OVERSTOCK.COM INC						COMMON STOCK USD.0001						6,986												135,249
						OVID THERAPEUTICS INC						COMMON STOCK USD.001						7,274												13,530
						OVINTIV INC						COMMON STOCK						41,464												2,102,639
						OWENS + MINOR INC						COMMON STOCK USD2.0						12,267												239,575
						OWENS CORNING						COMMON STOCK USD.001						15,358												1,310,037
						OWLET INC						COMMON STOCK						12,049												6,737
						OXFORD INDUSTRIES INC						COMMON STOCK USD1.0						2,549												237,516
						P G + E CORP						COMMON STOCK						245,087												4,243,688
						P.A.M. TRANSPORTATION SVCS						COMMON STOCK USD.01						936												24,242
						P10 INC A						COMMON STOCK USD.001						3,356												88,104
						P3 HEALTH PARTNERS INC						COMMON STOCK USD.0001						3,893												7,163
						PACCAR INC						COMMON STOCK USD1.0						53,502												5,542,524
						PACIFIC BIOSCIENCES OF CALIF						COMMON STOCK USD.0001						35,291												288,680
						PACIFIC PREMIER BANCORP INC						COMMON STOCK USD.01						15,633												493,377
						PACIRA BIOSCIENCES INC						COMMON STOCK USD.001						7,208												278,301
						PACKAGING CORP OF AMERICA						COMMON STOCK USD.01						14,847												1,899,080
						PACTIV EVERGREEN INC						COMMON STOCK						6,625												75,260

379

---

						PACWEST BANCORP						COMMON STOCK						19,431												445,941
						PAGERDUTY INC						COMMON STOCK USD.000005						12,367												349,718
						PALANTIR TECHNOLOGIES INC A						COMMON STOCK USD.001						260,520												1,832,459
						PALATIN TECHNOLOGIES INC						COMMON STOCK USD.01						1,337												3,423
						PALO ALTO NETWORKS INC						COMMON STOCK USD.0001						46,881												6,792,951
						PALOMAR HOLDINGS INC						COMMON STOCK USD.0001						4,010												181,092
						PANGAEA LOGISTICS SOLUTIONS						COMMON STOCK USD.0001						4,464												22,990
						PAPA JOHN S INTL INC						COMMON STOCK USD.01						5,128												422,086
						PAR PACIFIC HOLDINGS INC						COMMON STOCK USD.01						6,953												191,886
						PAR TECHNOLOGY CORP/DEL						COMMON STOCK USD.02						4,158												108,399
						PARAGON 28 INC						COMMON STOCK USD.01						1,676												83,632
						PARAMOUNT GLOBAL CLASS B						COMMON STOCK USD.001						80,403												1,379,150
						PARAMOUNT GROUP INC						REIT USD.01						24,880												147,787
						PARATEK PHARMACEUTICALS INC						COMMON STOCK USD.001						7,511												14,046
						PARDES BIOSCIENCES INC						COMMON STOCK USD.0001						5,920												10,005
						PARK AEROSPACE CORP						COMMON STOCK USD.1						3,683												49,389
						PARK CITY GROUP INC						COMMON STOCK USD.01						3,487												17,261
						PARK HOTELS + RESORTS INC						REIT USD.01						32,399												418,541
						PARK NATIONAL CORP						COMMON STOCK						2,381												335,126
						PARK OHIO HOLDINGS CORP						COMMON STOCK USD1.0						1,662												20,326
						PARKE BANCORP INC						COMMON STOCK USD.1						1,554												32,230
						PARKER HANNIFIN CORP						COMMON STOCK USD.5						20,363												6,042,034
						PARSONS CORP						COMMON STOCK USD1.0						4,093												217,053
						PARTY CITY HOLDCO INC						COMMON STOCK USD.01						18,902												6,909
						PASSAGE BIO INC						COMMON STOCK USD.0001						6,494												8,962
						PATHWARD FINANCIAL INC						COMMON STOCK USD.01						4,723												203,325
						PATRICK INDUSTRIES INC						COMMON STOCK						3,729												225,977
						PATRIOT NATIONAL INC						COMMON STOCK USD.001						3,400												78
						PATRIOT TRANSPORTATION HOLDI						COMMON STOCK USD.1						600												4,266
						PATTERSON COS INC						COMMON STOCK USD.01						13,962												391,355
						PATTERSON UTI ENERGY INC						COMMON STOCK USD.01						35,608												599,639
						PAVMED INC						COMMON STOCK USD.001						13,578												6,517
						PAYA HOLDINGS INC						COMMON STOCK USD.0001						13,818												108,748
						PAYCHEX INC						COMMON STOCK USD.01						51,284												6,018,829
						PAYCOM SOFTWARE INC						COMMON STOCK USD.01						7,591												2,448,657
						PAYCOR HCM INC						COMMON STOCK USD.001						5,171												190,163
						PAYLOCITY HOLDING CORP						COMMON STOCK USD.001						6,499												1,281,922
						PAYMENTUS HOLDINGS INC A						COMMON STOCK USD.0001						1,890												15,139
						PAYONEER GLOBAL INC						COMMON STOCK USD.01						32,095												175,560
						PAYPAL HOLDINGS INC						COMMON STOCK USD.0001						183,846												13,186,098
						PAYSIGN INC						COMMON STOCK						5,459												14,084
						PBF ENERGY INC CLASS A						COMMON STOCK USD.001						15,641												735,718
						PC CONNECTION INC						COMMON STOCK USD.01						1,275												83,249
						PCB BANCORP						COMMON STOCK						2,533												44,809
						PCTEL INC						COMMON STOCK USD.001						2,815												12,105
						PDC ENERGY INC						COMMON STOCK USD.01						15,902												1,009,459
						PDF SOLUTIONS INC						COMMON STOCK USD.00015						4,889												139,434
						PDL BIOPHARMA INC						COMMON STOCK USD.01						22,373												44,299

380

---

						PDS BIOTECHNOLOGY CORP						COMMON STOCK USD.00033						4,057												53,552
						PEABODY ENERGY CORP						COMMON STOCK						15,511												486,419
						PEAPACK GLADSTONE FINL CORP						COMMON STOCK						2,762												102,802
						PEAR THERAPEUTICS INC						COMMON STOCK USD.0001						8,615												10,166
						PEBBLEBROOK HOTEL TRUST						REIT USD.01						16,652												281,897
						PEDIATRIX MEDICAL GROUP INC						COMMON STOCK USD.01						13,538												201,175
						PEGASYSTEMS INC						COMMON STOCK USD.01						6,641												227,388
						PELOTON INTERACTIVE INC A						COMMON STOCK USD.000025						48,721												407,489
						PENN ENTERTAINMENT INC						COMMON STOCK USD.01						26,797												795,871
						PENNANT GROUP INC/THE						COMMON STOCK USD.001						4,310												47,324
						PENNS WOODS BANCORP INC						COMMON STOCK USD5.55						1,288												34,287
						PENNYMAC FINANCIAL SERVICES						COMMON STOCK USD.0001						5,056												286,473
						PENNYMAC MORTGAGE INVESTMENT						REIT USD.01						15,137												187,547
						PENSKE AUTOMOTIVE GROUP INC						COMMON STOCK USD.0001						4,136												475,350
						PENTAIR PLC						COMMON STOCK USD.01						26,649												1,198,672
						PENUMBRA INC						COMMON STOCK USD.001						5,634												1,364,570
						PEOPLES BANCORP INC						COMMON STOCK						4,239												119,752
						PEOPLES BANCORP OF NC						COMMON STOCK						824												26,829
						PEOPLES FINANCIAL SERVICES						COMMON STOCK USD2.0						1,006												52,151
						PEPSICO INC						COMMON STOCK USD.017						219,119												40,435,151
						PERDOCEO EDUCATION CORP						COMMON STOCK USD.01						10,599												147,326
						PERELLA WEINBERG PARTNERS						COMMON STOCK USD.0001						5,833												57,163
						PERFICIENT INC						COMMON STOCK USD.001						5,333												393,353
						PERFORMANCE FOOD GROUP CO						COMMON STOCK USD.01						25,006												1,460,100
						PERFORMANT FINANCIAL CORP						COMMON STOCK USD.01						7,300												26,353
						PERIMETER SOLUTIONS SA						COMMON STOCK USD1.0						23,500												214,790
						PERKINELMER INC						COMMON STOCK USD1.0						20,282												2,871,987
						PERMA FIX ENVIRONMENTAL SVCS						COMMON STOCK USD.001						3,147												11,109
						PERMIAN RESOURCES CORP						COMMON STOCK USD.0001						29,427												297,299
						PERRIGO CO PLC						COMMON STOCK EUR.001						21,836												744,389
						PERSONALIS INC						COMMON STOCK						5,964												11,809
						PERSPECTIVE THERAPEUTICS INC						COMMON STOCK USD.001						18,377												4,541
						PETCO HEALTH AND WELLNESS CO						COMMON STOCK USD.001						13,585												128,786
						PETIQ INC						COMMON STOCK USD.001						4,387												40,448
						PETMED EXPRESS INC						COMMON STOCK USD.001						3,697												65,437
						PFIZER INC						COMMON STOCK USD.05						890,645												46,728,111
						PFSWEB INC						COMMON STOCK USD.001						2,614												16,076
						PGT INNOVATIONS INC						COMMON STOCK USD.01						9,234												165,843
						PHATHOM PHARMACEUTICALS INC						COMMON STOCK USD.0001						2,241												50,956
						PHENOMEX INC						COMMON STOCK						6,912												18,524
						PHIBRO ANIMAL HEALTH CORP A						COMMON STOCK USD.001						3,790												50,824
						PHILIP MORRIS INTERNATIONAL						COMMON STOCK						246,088												25,483,476
						PHILLIPS 66						COMMON STOCK						76,525												7,964,722
						PHILLIPS EDISON + COMPANY IN						REIT USD.01						18,813												599,006
						PHOTRONICS INC						COMMON STOCK USD.01						9,597												161,518
						PHREESIA INC						COMMON STOCK USD.01						8,388												271,436
						PHUNWARE INC						COMMON STOCK						11,029												8,529
						PHX MINERALS INC						COMMON STOCK USD.01666						7,003												27,242

381

---

						PHYSICIANS REALTY TRUST						REIT USD.01						35,778												517,708
						PIEDMONT LITHIUM INC						COMMON STOCK USD.0001						3,428												150,901
						PIEDMONT OFFICE REALTY TRU A						REIT USD.01						19,839												181,924
						PIERIS PHARMACEUTICALS INC						COMMON STOCK USD.001						10,312												10,724
						PILGRIM S PRIDE CORP						COMMON STOCK USD.01						8,027												190,481
						PINNACLE FINANCIAL PARTNERS						COMMON STOCK USD1.0						12,357												907,004
						PINNACLE WEST CAPITAL						COMMON STOCK						18,313												1,392,521
						PINTEREST INC CLASS A						COMMON STOCK USD.00001						91,289												2,316,055
						PIONEER BANCORP INC/NY						COMMON STOCK USD.01						1,846												21,044
						PIONEER NATURAL RESOURCES CO						COMMON STOCK USD.01						38,025												8,798,726
						PIPER SANDLER COS						COMMON STOCK USD.01						2,236												291,105
						PITNEY BOWES INC						COMMON STOCK USD1.0						27,099												102,976
						PIXELWORKS INC						COMMON STOCK USD.001						6,114												10,822
						PJT PARTNERS INC A						COMMON STOCK						4,038												297,560
						PLANET FITNESS INC CL A						COMMON STOCK USD.0001						13,634												1,074,359
						PLANET LABS PBC						COMMON STOCK USD.0001						31,570												137,330
						PLAYA HOTELS + RESORTS NV						COMMON STOCK USD.01						22,154												144,666
						PLAYAGS INC						COMMON STOCK USD.01						3,687												18,804
						PLAYSTUDIOS INC						COMMON STOCK USD.0001						13,161												51,065
						PLAYTIKA HOLDING CORP						COMMON STOCK USD.01						16,872												220,193
						PLBY GROUP INC						COMMON STOCK USD.0001						3,180												8,745
						PLEXUS CORP						COMMON STOCK USD.01						4,530												466,273
						PLIANT THERAPEUTICS INC						COMMON STOCK						3,712												112,351
						PLUG POWER INC						COMMON STOCK USD.01						84,776												1,048,679
						PLUMAS BANCORP						COMMON STOCK						860												31,863
						PLX PHARMA INC						COMMON STOCK USD.001						4,192												688
						PLYMOUTH INDUSTRIAL REIT INC						REIT USD.01						5,578												137,676
						PMV PHARMACEUTICALS INC						COMMON STOCK						4,494												39,098
						PNC FINANCIAL SERVICES GROUP						COMMON STOCK USD5.0						65,396												10,344,438
						PNM RESOURCES INC						COMMON STOCK						13,943												680,279
						POINT BIOPHARMA GLOBAL INC						COMMON STOCK USD.0001						12,073												88,012
						POLARIS INC						COMMON STOCK USD.01						9,305												939,805
						POLISHED.COM INC						COMMON STOCK USD.0001						16,167												9,340
						PONCE FINANCIAL GROUP INC						COMMON STOCK USD.01						4,512												42,052
						POOL CORP						COMMON STOCK USD.001						6,416												1,939,749
						POPULAR INC						COMMON STOCK USD.01						12,892												854,997
						PORCH GROUP INC						COMMON STOCK USD.0001						11,883												22,340
						PORTILLO S INC CL A						COMMON STOCK USD.01						3,249												87,301
						PORTLAND GENERAL ELECTRIC CO						COMMON STOCK						14,555												713,195
						POSEIDA THERAPEUTICS INC						COMMON STOCK						5,600												49,830
						POSHMARK INC CLASS A						COMMON STOCK USD.0001						6,068												128,167
						POST HOLDINGS INC						COMMON STOCK USD.01						9,244												834,363
						POSTAL REALTY TRUST INC A						REIT USD.01						4,015												58,338
						POTBELLY CORP						COMMON STOCK USD.01						4,852												27,026
						POTLATCHDELTIC CORP						REIT USD1.0						13,078												575,301
						POWELL INDUSTRIES INC						COMMON STOCK USD.01						1,761												61,952
						POWER INTEGRATIONS INC						COMMON STOCK USD.001						9,571												686,432
						POWER REIT						REIT USD.0000001						562												2,220

382

---

						POWERFLEET INC						COMMON STOCK USD.01						5,873												15,798
						POWERSCHOOL HOLDINGS INC A						COMMON STOCK USD.0001						6,572												151,682
						PPG INDUSTRIES INC						COMMON STOCK USD1.66666						37,352												4,784,660
						PPL CORP						COMMON STOCK USD.01						117,921												3,474,874
						PRA GROUP INC						COMMON STOCK USD.01						6,975												235,616
						PRAXIS PRECISION MEDICINES I						COMMON STOCK USD.0001						5,830												13,875
						PRECIGEN INC						COMMON STOCK						16,164												24,569
						PRECIPIO INC						COMMON STOCK USD.01						6,266												3,476
						PRECISION BIOSCIENCES INC						COMMON STOCK						7,541												8,974
						PREFERRED BANK/LOS ANGELES						COMMON STOCK						2,044												152,523
						PREFORMED LINE PRODUCTS CO						COMMON STOCK USD2.0						470												39,146
						PRELUDE THERAPEUTICS INC						COMMON STOCK USD.0001						1,849												11,168
						PREMIER FINANCIAL CORP						COMMON STOCK USD.01						6,274												169,210
						PREMIER INC CLASS A						COMMON STOCK USD.01						19,014												665,110
						PRESTIGE CONSUMER HEALTHCARE						COMMON STOCK USD.01						8,369												523,899
						PRICESMART INC						COMMON STOCK USD.0001						3,746												227,682
						PRIME MEDICINE INC						COMMON STOCK USD.00001						—												31,499
						PRIMERICA INC						COMMON STOCK						6,378												904,528
						PRIMIS FINANCIAL CORP						COMMON STOCK USD.01						3,847												45,587
						PRIMORIS SERVICES CORP						COMMON STOCK USD.0001						8,705												190,988
						PRINCETON BANCORP INC						COMMON STOCK						909												28,833
						PRINCIPAL FINANCIAL GROUP						COMMON STOCK USD.01						36,883												3,095,221
						PRIORITY TECHNOLOGY HOLDINGS						COMMON STOCK USD.001						2,101												11,051
						PRIVIA HEALTH GROUP INC						COMMON STOCK USD.01						3,908												188,686
						PRO DEX INC						COMMON STOCK						650												10,173
						PROASSURANCE CORP						COMMON STOCK USD.01						9,317												162,768
						PROCEPT BIOROBOTICS CORP						COMMON STOCK USD.00001						1,246												217,929
						PROCORE TECHNOLOGIES INC						COMMON STOCK USD.0001						10,900												533,135
						PROCTER + GAMBLE CO/THE						COMMON STOCK						376,698												58,410,934
						PROFESSIONAL HOLDING CORP A						COMMON STOCK USD.01						2,166												60,085
						PROFRAC HOLDING CORP A						COMMON STOCK USD.01						4,300												108,360
						PROG HOLDINGS INC						COMMON STOCK USD.5						8,852												149,510
						PROGENIC PHARMACEUTICALS INC.						COMMON STOCK						18,128												0
						PROGRESS SOFTWARE CORP						COMMON STOCK USD.01						7,074												356,883
						PROGRESSIVE CORP						COMMON STOCK USD1.0						92,896												12,334,907
						PROGYNY INC						COMMON STOCK USD.0001						10,573												385,423
						PROKIDNEY CORP						COMMON STOCK USD.0001						—												19,215
						PROLOGIS INC						REIT USD.01						146,931												16,924,276
						PROMETHEUS BIOSCIENCES INC						COMMON STOCK USD.0001						4,773												613,032
						PROPETRO HOLDING CORP						COMMON STOCK						13,773												142,826
						PROPHASE LABS INC						COMMON STOCK USD.0005						2,468												23,767
						PROS HOLDINGS INC						COMMON STOCK USD.001						6,656												161,475
						PROSPERITY BANCSHARES INC						COMMON STOCK USD1.0						15,094												1,097,032
						PROTAGONIST THERAPEUTICS INC						COMMON STOCK USD.00001						6,870												74,952
						PROTERRA INC						COMMON STOCK USD.0001						29,668												111,848
						PROTHENA CORP PLC						COMMON STOCK USD.01						5,752												388,735
						PROTO LABS INC						COMMON STOCK USD.001						4,512												115,191
						PROVENTION BIO INC						COMMON STOCK						10,093												138,401

383

---

						PROVIDENT BANCORP INC						COMMON STOCK USD.01						2,899												21,105
						PROVIDENT FINANCIAL HLDGS						COMMON STOCK USD.01						1,336												18,397
						PROVIDENT FINANCIAL SERVICES						COMMON STOCK USD.01						12,564												268,367
*						PRUDENTIAL FINANCIAL INC						COMMON STOCK USD.01						59,159												5,923,739
						PTC INC						COMMON STOCK USD.01						16,496												2,040,201
						PTC THERAPEUTICS INC						COMMON STOCK USD.001						11,179												453,421
						PUBLIC SERVICE ENTERPRISE GP						COMMON STOCK						79,078												4,992,163
						PUBLIC STORAGE						REIT USD.1						25,238												7,183,512
						PUBMATIC INC CLASS A						COMMON STOCK USD.0001						4,439												82,489
						PULMONX CORP						COMMON STOCK						5,761												48,565
						PULSE BIOSCIENCES INC						COMMON STOCK USD.001						2,455												6,800
						PULTEGROUP INC						COMMON STOCK USD.01						38,098												1,734,602
						PUMA BIOTECHNOLOGY INC						COMMON STOCK USD.0001						5,905												24,978
						PURE CYCLE CORP						COMMON STOCK USD.0033						3,261												34,175
						PURE STORAGE INC CLASS A						COMMON STOCK USD.0001						40,814												1,212,614
						PURECYCLE TECHNOLOGIES INC						COMMON STOCK USD.0001						12,732												147,607
						PURPLE INNOVATION INC						COMMON STOCK						9,721												46,564
						PVH CORP						COMMON STOCK USD1.0						11,405												805,079
						PYXIS ONCOLOGY INC						COMMON STOCK USD.001						2,889												3,871
						Q2 HOLDINGS INC						COMMON STOCK USD.0001						9,093												244,329
						QCR HOLDINGS INC						COMMON STOCK USD1.0						2,538												125,986
						QORVO INC						COMMON STOCK USD.0001						16,379												1,484,593
						QUAD GRAPHICS INC						COMMON STOCK USD.025						5,945												24,256
						QUAKER CHEMICAL CORPORATION						COMMON STOCK USD1.0						2,240												373,856
						QUALCOMM INC						COMMON STOCK USD.0001						178,603												20,020,412
						QUALTRICS INTERNATIONAL CL A						COMMON STOCK USD.0001						15,113												200,479
						QUALYS INC						COMMON STOCK USD.001						5,325												620,071
						QUANEX BUILDING PRODUCTS						COMMON STOCK USD.01						5,043												119,418
						QUANTA SERVICES INC						COMMON STOCK USD.00001						23,120												3,294,600
						QUANTERIX CORP						COMMON STOCK USD.001						5,578												77,255
						QUANTUM COMPUTING INC						COMMON STOCK						4,132												6,239
						QUANTUM CORP						COMMON STOCK USD.01						6,620												27,647
						QUANTUM SI INC						COMMON STOCK USD.0001						13,657												24,992
						QUANTUMSCAPE CORP						COMMON STOCK USD.0001						36,168												253,289
						QUEST DIAGNOSTICS INC						COMMON STOCK USD.01						18,485												2,891,793
						QUEST RESOURCE HOLDING CORP						COMMON STOCK USD.001						3,962												24,208
						QUICKLOGIC CORP						COMMON STOCK USD.001						2,973												15,281
						QUIDELORTHO CORP						COMMON STOCK USD.001						7,432												739,506
						QUINCE THERAPEUTICS INC						COMMON STOCK USD.001						2,810												1,791
						QUINSTREET INC						COMMON STOCK USD.001						7,348												105,444
						QUOTIENT LTD						COMMON STOCK						389												148
						QUOTIENT TECHNOLOGY INC						COMMON STOCK USD.00001						14,082												48,301
						QURATE RETAIL INC						COMMON STOCK USD.01						57,585												93,864
						R1 RCM INC						COMMON STOCK USD.01						21,203												232,173
						RACKSPACE TECHNOLOGY INC						COMMON STOCK USD.01						10,420												30,739
						RADIAN GROUP INC						COMMON STOCK USD.001						28,626												545,898
						RADIANT LOGISTICS INC						COMMON STOCK USD.001						8,300												42,247
						RADIUS GLOBAL INFRASTRUCTU A						COMMON STOCK						12,814												151,461

384

---

						RADNET INC						COMMON STOCK USD.0001						7,120												134,070
						RAFAEL HOLDINGS INC CLASS B						COMMON STOCK USD.01						1,806												3,377
						RAIN ONCOLOGY INC						COMMON STOCK USD.0001						1,558												12,464
						RALPH LAUREN CORP						COMMON STOCK USD.01						6,773												715,703
						RAMACO RESOURCES INC						COMMON STOCK						1,834												16,121
						RAMBUS INC						COMMON STOCK USD.001						17,908												641,465
						RANGE RESOURCES CORP						COMMON STOCK USD.01						40,253												1,007,130
						RANGER ENERGY SERVICES INC						COMMON STOCK						1,575												17,341
						RANGER OIL CORP A						COMMON STOCK						3,541												143,163
						RANI THERAPEUTICS HOLDINGS A						COMMON STOCK USD.0001						1,342												7,918
						RANPAK HOLDINGS CORP						COMMON STOCK USD.0001						6,671												38,492
						RAPID MICRO BIOSYSTEMS INC A						COMMON STOCK USD.01						1,374												1,553
						RAPID7 INC						COMMON STOCK USD.01						9,334												317,169
						RAPT THERAPEUTICS INC						COMMON STOCK						3,259												64,528
						RAYMOND JAMES FINANCIAL INC						COMMON STOCK USD.01						31,193												3,354,343
						RAYONIER ADVANCED MATERIALS						COMMON STOCK USD.01						10,534												101,126
						RAYONIER INC						REIT						23,603												777,955
						RAYTHEON TECHNOLOGIES CORP						COMMON STOCK USD1.0						234,413												24,101,018
						RBB BANCORP						COMMON STOCK						1,897												39,552
						RBC BEARINGS INC						COMMON STOCK USD.01						4,636												970,547
						RCI HOSPITALITY HOLDINGS INC						COMMON STOCK USD.01						1,436												133,821
						RE/MAX HOLDINGS INC CL A						COMMON STOCK USD.0001						3,139												58,511
						READY CAPITAL CORP						REIT USD.0001						11,689												150,272
						REALREAL INC/THE						COMMON STOCK USD.00001						13,565												16,956
						REALTY INCOME CORP						REIT USD1.0						98,387												6,475,388
						REATA PHARMACEUTICALS INC A						COMMON STOCK USD.001						4,547												172,741
						RECURSION PHARMACEUTICALS A						COMMON STOCK USD.00001						4,383												169,533
						RED CAT HOLDINGS INC						COMMON STOCK USD.001						9,158												8,609
						RED RIVER BANCSHARES INC						COMMON STOCK						839												42,839
						RED ROBIN GOURMET BURGERS						COMMON STOCK USD.001						2,512												14,017
						RED ROCK RESORTS INC CLASS A						COMMON STOCK USD.01						8,451												338,125
						RED VIOLET INC						COMMON STOCK USD.001						1,462												33,655
						REDFIN CORP						COMMON STOCK						16,586												70,325
						REDWIRE CORP						COMMON STOCK USD.0001						3,415												6,762
						REDWOOD TRUST INC						REIT USD.01						17,660												119,382
						REGAL REXNORD CORP						COMMON STOCK USD.01						10,958												1,314,741
						REGENCY CENTERS CORP						REIT USD.01						23,977												1,542,314
						REGENERON PHARMACEUTICALS						COMMON STOCK USD.001						17,040												12,510,637
						REGENXBIO INC						COMMON STOCK USD.0001						6,285												142,544
						REGIONAL MANAGEMENT CORP						COMMON STOCK USD.1						1,573												44,170
						REGIONS FINANCIAL CORP						COMMON STOCK USD.01						149,142												3,237,064
						REGIS CORP						COMMON STOCK USD.05						4,718												5,756
						REINSURANCE GROUP OF AMERICA						COMMON STOCK USD.01						10,896												1,548,213
						REKOR SYSTEMS INC						COMMON STOCK USD.0001						5,807												6,968
						RELAY THERAPEUTICS INC						COMMON STOCK						12,410												222,762
						RELIANCE STEEL + ALUMINUM						COMMON STOCK						9,729												1,969,539
						RELMADA THERAPEUTICS INC						COMMON STOCK						4,005												13,977
						REMARK HOLDINGS INC						COMMON STOCK USD.001						1,774												1,951

385

---

						REMITLY GLOBAL INC						COMMON STOCK USD.0001						15,500												177,475
						RENAISSANCERE HOLDINGS LTD						COMMON STOCK USD1.0						7,184												1,323,508
						RENASANT CORP						COMMON STOCK USD5.0						9,174												344,851
						RENT THE RUNWAY INC A						COMMON STOCK USD.001						3,190												28,655
						REPAY HOLDINGS CORP						COMMON STOCK USD.0001						12,164												97,920
						REPLIGEN CORP						COMMON STOCK USD.01						8,330												1,410,352
						REPLIMUNE GROUP INC						COMMON STOCK USD.001						5,057												137,550
						REPUBLIC BANCORP INC CLASS A						COMMON STOCK						328												33,883
						REPUBLIC FIRST BANCORP INC						COMMON STOCK USD.01						10,442												22,450
						REPUBLIC SERVICES INC						COMMON STOCK USD.01						33,023												4,285,435
						RESEARCH FRONTIERS INC						COMMON STOCK USD.0001						5,396												10,360
						RESERVOIR MEDIA INC						COMMON STOCK USD.0001						5,484												32,739
						RESIDEO TECHNOLOGIES INC						COMMON STOCK USD.001						23,721												390,210
						RESMED INC						COMMON STOCK USD.004						23,274												4,968,897
						RESOLUTE FOREST PRODUCTS						COMMON STOCK USD.001						7,664												165,466
						RESOURCES CONNECTION INC						COMMON STOCK USD.01						4,368												80,284
						RETAIL OPPORTUNITY INVESTMEN						REIT USD.0001						20,062												301,532
						RETRACTABLE TECHNOLOGIES INC						COMMON STOCK						2,185												3,584
						REV GROUP INC						COMMON STOCK USD.001						5,538												69,890
						REVANCE THERAPEUTICS INC						COMMON STOCK USD.001						10,961												250,343
						REVOLUTION MEDICINES INC						COMMON STOCK						10,300												297,756
						REVOLVE GROUP INC						COMMON STOCK USD.001						6,198												137,967
						REX AMERICAN RESOURCES CORP						COMMON STOCK USD.01						2,139												68,149
						REXFORD INDUSTRIAL REALTY IN						REIT USD.01						25,928												1,629,812
						REYNOLDS CONSUMER PRODUCTS I						COMMON STOCK USD.001						8,516												255,310
						RF INDUSTRIES LTD						COMMON STOCK USD.01						1,496												7,630
						RGC RESOURCES INC						COMMON STOCK USD5.0						1,450												31,973
						RH						COMMON STOCK USD.0001						2,853												789,012
						RHYTHM PHARMACEUTICALS INC						COMMON STOCK						6,055												211,269
						RIBBON COMMUNICATIONS INC						COMMON STOCK USD.001						21,043												58,710
						RICHARDSON ELEC LTD						COMMON STOCK USD.05						2,163												46,137
						RICHMOND MUTUAL BANCORPORATI						COMMON STOCK USD.01						2,194												28,544
						RIGEL PHARMACEUTICALS INC						COMMON STOCK USD.001						31,424												47,136
						RILEY EXPLORATION PERMIAN IN						COMMON STOCK USD.001						562												16,540
						RIMINI STREET INC						COMMON STOCK						4,642												17,686
						RING ENERGY INC						COMMON STOCK						11,266												27,714
						RINGCENTRAL INC CLASS A						COMMON STOCK USD.0001						13,432												475,493
						RIOT PLATFORMS INC						COMMON STOCK						16,743												96,451
						RITE AID CORP						COMMON STOCK USD1.0						9,799												32,729
						RITHM CAPITAL CORP						REIT USD.01						74,416												607,979
						RIVERVIEW BANCORP INC						COMMON STOCK USD.01						3,879												29,791
						RIVIAN AUTOMOTIVE INC A						COMMON STOCK USD.001						86,856												1,650,524
						RLI CORP						COMMON STOCK USD1.0						6,533												857,587
						RLJ LODGING TRUST						REIT						26,878												284,638
						RMR GROUP INC/THE A						COMMON STOCK						2,531												71,501
						ROBERT HALF INTL INC						COMMON STOCK USD.001						17,635												1,301,992
						ROBINHOOD MARKETS INC A						COMMON STOCK USD.0001						80,300												677,255
						ROBLOX CORP CLASS A						COMMON STOCK USD.0001						57,300												1,676,298

386

---

						ROCKET COS INC CLASS A						COMMON STOCK USD.00001						22,017												154,119
						ROCKET LAB USA INC						COMMON STOCK USD.0001						23,088												139,480
						ROCKET PHARMACEUTICALS INC						COMMON STOCK USD.01						7,839												186,682
						ROCKLEY PHOTONICS HOLDINGS L						COMMON STOCK						16,495												2,311
						ROCKWELL AUTOMATION INC						COMMON STOCK USD1.0						18,323												4,796,727
						ROCKY BRANDS INC						COMMON STOCK						1,225												28,935
						ROGERS CORP						COMMON STOCK USD1.0						3,082												367,806
						ROIVANT SCIENCES LTD						COMMON STOCK						15,350												148,223
						ROKU INC						COMMON STOCK USD.0001						19,851												807,936
						ROLLINS INC						COMMON STOCK USD1.0						36,401												1,370,289
						ROOT INC/OH CLASS A						COMMON STOCK USD.0001						812												3,646
						ROPER TECHNOLOGIES INC						COMMON STOCK USD.01						16,793												7,428,924
						ROSS STORES INC						COMMON STOCK USD.01						55,626												6,491,332
						ROVER GROUP INC						COMMON STOCK USD.0001						12,469												45,761
						ROYAL CARIBBEAN CRUISES LTD						COMMON STOCK USD.01						34,816												1,750,614
						ROYAL GOLD INC						COMMON STOCK USD.01						10,612												1,196,185
						ROYALTY PHARMA PLC CL A						COMMON STOCK						58,186												2,374,603
						RPC INC						COMMON STOCK USD.1						12,181												108,289
						RPM INTERNATIONAL INC						COMMON STOCK USD.01						20,482												2,015,461
						RPT REALTY						REIT USD.01						13,342												133,954
						RUBIUS THERAPEUTICS INC						COMMON STOCK						6,649												1,144
						RUMBLEON INC B						COMMON STOCK USD.001						1,427												9,233
						RUSH ENTERPRISES INC CL B						COMMON STOCK USD.01						1,187												66,792
						RUSH ENTERPRISES INC CL A						COMMON STOCK USD.01						4,594												339,506
						RUSH STREET INTERACTIVE INC						COMMON STOCK USD.0001						8,760												31,448
						RUTH S HOSPITALITY GROUP INC						COMMON STOCK USD.01						5,195												80,419
						RXO INC						COMMON STOCK						16,029												316,985
						RXSIGHT INC						COMMON STOCK USD.001						2,078												26,328
						RYAN SPECIALTY HOLDINGS INC						COMMON STOCK USD.001						9,629												565,750
						RYDER SYSTEM INC						COMMON STOCK USD.5						7,855												656,442
						RYERSON HOLDING CORP						COMMON STOCK USD.01						2,722												82,368
						RYMAN HOSPITALITY PROPERTIES						REIT USD.01						9,078												742,399
						RYVYL INC						COMMON STOCK USD.001						3,318												1,522
						S + T BANCORP INC						COMMON STOCK USD2.5						6,268												214,240
						S+P GLOBAL INC						COMMON STOCK USD1.0						52,904												18,155,091
						S+P500 EMINI FUT MAR23						XCME 20230317						6,800												(868,388)
						S+W SEED CO						COMMON STOCK USD.001						4,478												6,672
						SAB BIOTHERAPEUTICS INC						COMMON STOCK USD.0001						4,741												2,797
						SABRA HEALTH CARE REIT INC						REIT USD.01						36,705												456,243
						SABRE CORP						COMMON STOCK USD.01						53,748												332,163
						SACHEM CAPITAL CORP						REIT USD.001						5,106												16,850
						SAFEGUARD SCIENTIFICS INC						COMMON STOCK USD.1						4,003												12,409
						SAFEHOLD INC						REIT USD.01						2,935												115,484
						SAFETY INSURANCE GROUP INC						COMMON STOCK USD.01						2,413												203,319
						SAGA COMMUNICATIONS INC CL A						COMMON STOCK USD.01						873												20,603
						SAGE THERAPEUTICS INC						COMMON STOCK USD.0001						8,501												324,228
						SAIA INC						COMMON STOCK USD.001						4,329												907,705
						SALESFORCE INC						COMMON STOCK USD.001						157,843												21,538,328

387

---

						SALISBURY BANCORP INC						COMMON STOCK USD.1						1,200												37,680
						SALLY BEAUTY HOLDINGS INC						COMMON STOCK USD.01						18,159												227,351
						SAMSARA INC CL A						COMMON STOCK USD.0001						6,462												204,648
						SANA BIOTECHNOLOGY INC						COMMON STOCK USD.0001						13,712												54,162
						SANARA MEDTECH INC						COMMON STOCK USD.001						313												14,242
						SANDRIDGE ENERGY INC						COMMON STOCK USD.001						4,934												84,026
						SANDY SPRING BANCORP INC						COMMON STOCK USD1.0						7,212												254,079
						SANGAMO THERAPEUTICS INC						COMMON STOCK USD.01						20,480												64,307
						SANMINA CORP						COMMON STOCK USD.01						9,192												526,610
						SARCOS TECHNOLOGY AND ROBOTI						COMMON STOCK USD.0001						9,499												5,332
						SAREPTA THERAPEUTICS INC						COMMON STOCK USD.0001						14,001												1,840,166
						SATSUMA PHARMACEUTICALS INC						COMMON STOCK USD.0001						5,176												4,658
						SAUL CENTERS INC						REIT USD.01						1,911												77,739
						SAVARA INC						COMMON STOCK USD.001						20,762												32,181
						SB FINANCIAL GROUP INC						COMMON STOCK						1,231												20,632
						SBA COMMUNICATIONS CORP						REIT USD.01						17,124												4,912,153
						SCANSOURCE INC						COMMON STOCK						4,138												120,912
						SCHLUMBERGER LTD						COMMON STOCK USD.01						224,903												12,312,011
						SCHNEIDER NATIONAL INC CL B						COMMON STOCK						5,900												138,060
						SCHNITZER STEEL INDS INC A						COMMON STOCK USD1.0						4,109												125,941
						SCHOLAR ROCK HOLDING CORP						COMMON STOCK USD.001						4,368												62,162
						SCHOLASTIC CORP						COMMON STOCK USD.01						5,155												203,416
						SCHRODINGER INC						COMMON STOCK USD.01						7,735												168,867
						SCHWAB (CHARLES) CORP						COMMON STOCK USD.01						242,525												20,642,248
						SCIENCE 37 HOLDINGS INC						COMMON STOCK USD.0001						8,478												3,520
						SCIENCE APPLICATIONS INTE						COMMON STOCK USD.0001						9,183												1,018,670
						SCIPLAY CORP CLASS A						COMMON STOCK USD.001						3,810												61,265
						SCOTTS MIRACLE GRO CO						COMMON STOCK USD.01						6,486												315,155
						SCULPTOR CAPITAL MANAGEMENT						COMMON STOCK						2,951												25,556
						SCYNEXIS INC						COMMON STOCK USD.001						4,194												6,543
						SEABOARD CORP						COMMON STOCK USD1.0						38												166,109
						SEACOAST BANKING CORP/FL						COMMON STOCK USD.1						9,424												350,081
						SEACOR MARINE HOLDINGS INC						COMMON STOCK USD.01						3,375												30,915
						SEAGATE TECHNOLOGY HOLDINGS						COMMON STOCK USD.00001						30,947												1,628,122
						SEAGEN INC						COMMON STOCK USD.001						21,766												2,874,256
						SEALED AIR CORP						COMMON STOCK USD.1						21,392												1,151,833
						SEASPINE HOLDINGS CORP						COMMON STOCK USD.01						5,414												45,207
						SEAWORLD ENTERTAINMENT INC						COMMON STOCK USD.01						6,670												356,912
						SECUREWORKS CORP A						COMMON STOCK USD.01						2,042												13,048
						SECURITY NATL FINL CORP CL A						COMMON STOCK USD2.0						3,143												22,944
						SEELOS THERAPEUTICS INC						COMMON STOCK USD.001						17,058												11,582
						SEER INC						COMMON STOCK USD.00001						5,842												33,884
						SEI INVESTMENTS COMPANY						COMMON STOCK USD.01						16,968												989,234
						SELECT ENERGY SERVICES INC A						COMMON STOCK USD.01						11,323												104,625
						SELECT MEDICAL HOLDINGS CORP						COMMON STOCK USD.001						17,036												423,004
						SELECTA BIOSCIENCES INC						COMMON STOCK USD.0001						12,323												13,925
						SELECTIVE INSURANCE GROUP						COMMON STOCK USD2.0						9,672												857,036
						SELECTQUOTE INC						COMMON STOCK USD.01						20,638												13,867

388

---

						SELLAS LIFE SCIENCES GROUP I						COMMON STOCK USD.0001						2,568												6,060
						SEMLER SCIENTIFIC INC						COMMON STOCK USD.001						811												26,763
						SEMPRA ENERGY						COMMON STOCK						49,982												7,909,669
						SEMRUSH HOLDINGS INC A						COMMON STOCK USD.00001						3,361												51,786
						SEMTECH CORP						COMMON STOCK USD.01						10,627												304,889
						SENECA FOODS CORP CL A						COMMON STOCK USD.25						1,024												62,413
						SENSATA TECHNOLOGIES HOLDING						COMMON STOCK EUR.01						25,809												1,042,167
						SENSEI BIOTHERAPEUTICS INC						COMMON STOCK USD.0001						1,574												2,345
						SENSEONICS HOLDINGS INC						COMMON STOCK USD.001						68,115												70,158
						SENSIENT TECHNOLOGIES CORP						COMMON STOCK USD.1						6,688												487,689
						SENSUS HEALTHCARE INC						COMMON STOCK USD.01						2,265												16,806
						SENTINELONE INC CLASS A						COMMON STOCK USD.0001						32,320												500,734
						SERES THERAPEUTICS INC						COMMON STOCK USD.001						9,607												91,896
						SERITAGE GROWTH PROP A REIT						REIT USD.01						—												67,445
						SERVICE CORP INTERNATIONAL						COMMON STOCK USD1.0						25,055												1,732,303
						SERVICE PROPERTIES TRUST						REIT USD.01						26,355												192,128
						SERVICENOW INC						COMMON STOCK USD.001						31,941												12,751,177
						SERVISFIRST BANCSHARES INC						COMMON STOCK USD.001						7,783												536,327
						SES AI CORP						COMMON STOCK USD.0001						15,028												78,233
						SESEN BIO INC						COMMON STOCK USD.001						28,619												17,443
						SEVEN HILLS REALTY TRUST						REIT						2,392												21,743
						SHAKE SHACK INC CLASS A						COMMON STOCK USD.01						6,154												255,576
						SHARECARE INC						COMMON STOCK USD.0001						47,146												75,434
						SHATTUCK LABS INC						COMMON STOCK						4,696												10,801
						SHENANDOAH TELECOMMUNICATION						COMMON STOCK						8,064												128,056
						SHERWIN WILLIAMS CO/THE						COMMON STOCK USD1.0						37,572												9,083,096
						SHIFT TECHNOLOGIES INC						COMMON STOCK USD.0001						18,810												2,801
						SHIFT4 PAYMENTS INC CLASS A						COMMON STOCK						8,795												491,904
						SHOALS TECHNOLOGIES GROUP A						COMMON STOCK USD.00001						16,907												540,458
						SHOCKWAVE MEDICAL INC						COMMON STOCK USD.001						5,684												1,209,809
						SHOE CARNIVAL INC						COMMON STOCK USD.01						2,968												70,965
						SHORE BANCSHARES INC						COMMON STOCK USD.01						2,533												44,150
						SHUTTERSTOCK INC						COMMON STOCK USD.01						3,727												196,487
						SHYFT GROUP INC/THE						COMMON STOCK USD.01						5,327												132,429
						SI BONE INC						COMMON STOCK USD.0001						4,899												66,626
						SIENTRA INC						COMMON STOCK USD.01						8,489												1,722
						SIERRA BANCORP						COMMON STOCK						1,443												30,649
						SIGA TECHNOLOGIES INC						COMMON STOCK USD.0001						6,771												49,835
						SIGHT SCIENCES INC						COMMON STOCK USD.001						1,774												55,856
						SIGNATURE BANK						COMMON STOCK USD.01						10,122												1,166,257
						SIGNET JEWELERS LTD						COMMON STOCK USD.18						7,369												501,092
						SIGNIFY HEALTH INC CLASS A						COMMON STOCK USD.01						4,135												310,548
						SILGAN HOLDINGS INC						COMMON STOCK USD.01						12,254												692,274
						SILICON LABORATORIES INC						COMMON STOCK USD.0001						5,436												737,502
						SILK ROAD MEDICAL INC						COMMON STOCK USD.001						5,756												325,346
						SILVERBOW RESOURCES INC						COMMON STOCK						1,970												55,712
						SILVERCREST ASSET MANAGEME A						COMMON STOCK USD.01						1,715												32,191
						SILVERGATE CAPITAL CORP CL A						COMMON STOCK						5,003												87,052

389

---

						SIMMONS FIRST NATL CORP CL A						COMMON STOCK USD.01						20,446												441,225
						SIMON PROPERTY GROUP INC						REIT USD.0001						52,316												6,228,321
						SIMPLY GOOD FOODS CO/THE						COMMON STOCK USD.0001						14,035												533,751
						SIMPSON MANUFACTURING CO INC						COMMON STOCK USD.01						6,953												616,453
						SIMULATIONS PLUS INC						COMMON STOCK USD.001						2,679												97,971
						SINCLAIR BROADCAST GROUP A						COMMON STOCK USD.01						9,125												141,529
						SINGULAR GENOMICS SYSTEMS IN						COMMON STOCK USD.0001						1,830												3,678
						SIO GENE THERAPIES INC						COMMON STOCK USD.00001						9,921												4,316
						SIRIUS XM HOLDINGS INC						COMMON STOCK USD.001						111,693												652,287
						SIRIUSPOINT LTD						COMMON STOCK USD.1						15,063												88,872
						SITE CENTERS CORP						REIT USD.1						29,219												399,132
						SITEONE LANDSCAPE SUPPLY INC						COMMON STOCK USD.01						7,209												845,760
						SITIME CORP						COMMON STOCK USD.0001						2,501												254,152
						SITIO ROYALTIES CORP A						COMMON STOCK USD.0001						10,385												299,607
						SIX FLAGS ENTERTAINMENT CORP						COMMON STOCK						12,269												285,254
						SJW GROUP						COMMON STOCK USD.001						4,341												352,446
						SKECHERS USA INC CL A						COMMON STOCK USD.001						21,884												918,034
						SKILLSOFT CORP						COMMON STOCK USD.0001						10,899												14,169
						SKILLZ INC						COMMON STOCK USD.0001						43,173												21,867
						SKYLINE CHAMPION CORP						COMMON STOCK USD.028						8,591												442,522
						SKYWATER TECHNOLOGY INC						COMMON STOCK USD.01						1,270												9,030
						SKYWEST INC						COMMON STOCK						7,952												131,288
						SKYWORKS SOLUTIONS INC						COMMON STOCK USD.25						25,481												2,349,423
						SKYX PLATFORMS CORP						COMMON STOCK NPV						—												21,946
						SL GREEN REALTY CORP						REIT USD.01						10,417												351,261
						SLEEP NUMBER CORP						COMMON STOCK USD.01						3,567												92,671
						SLM CORP						COMMON STOCK USD.2						39,947												663,120
						SM ENERGY CO						COMMON STOCK USD.01						19,758												688,171
						SMART GLOBAL HOLDINGS INC						COMMON STOCK USD.01						7,720												114,874
						SMART SAND INC						COMMON STOCK USD.001						5,176												9,265
						SMARTFINANCIAL INC						COMMON STOCK USD1.0						2,658												73,095
						SMARTRENT INC						COMMON STOCK USD.0001						14,413												55,943
						SMARTSHEET INC CLASS A						COMMON STOCK						20,832												839,628
						SMILEDIRECTCLUB INC						COMMON STOCK						18,705												6,588
						SMITH (A.O.) CORP						COMMON STOCK USD1.0						21,305												1,219,498
						SMITH + WESSON BRANDS INC						COMMON STOCK USD.001						7,427												64,466
						SMITH MICRO SOFTWARE INC						COMMON STOCK USD.001						9,414												19,769
						SMITH MIDLAND CORP						COMMON STOCK USD.01						607												12,444
						SNAP INC A						COMMON STOCK USD.00001						164,098												1,468,677
						SNAP ON INC						COMMON STOCK USD1.0						8,439												1,928,227
						SNAP ONE HOLDINGS CORP						COMMON STOCK USD.001						2,263												16,769
						SNOWFLAKE INC CLASS A						COMMON STOCK						45,074												6,642,173
						SOCIETAL CDMO INC						COMMON STOCK USD.01						11,521												17,166
						SOFI TECHNOLOGIES INC						COMMON STOCK USD.0001						105,716												605,431
						SOHO HOUSE + CO INC						COMMON STOCK USD.01						5,032												18,820
						SOLAREDGE TECHNOLOGIES INC						COMMON STOCK USD.0001						8,458												2,565,861
						SOLARIS OILFIELD INFRAST A						COMMON STOCK USD.01						4,429												43,980
						SOLARWINDS CORP						COMMON STOCK USD.001						7,719												72,250

390

---

						SOLENO THERAPEUTICS INC						COMMON STOCK USD.001						776												1,536
						SOLID BIOSCIENCES INC						COMMON STOCK USD.001						850												4,573
						SOLID POWER INC						COMMON STOCK USD.0001						18,844												47,864
						SOLO BRANDS INC CLASS A						COMMON STOCK USD.001						2,005												7,459
						SOLUNA HOLDINGS INC						COMMON STOCK USD.01						2,420												653
						SOMALOGIC INC						COMMON STOCK USD.0001						22,851												57,356
						SONDER HOLDINGS INC						COMMON STOCK USD.0001						14,399												17,855
						SONENDO INC						COMMON STOCK USD.001						—												22,660
						SONIC AUTOMOTIVE INC CLASS A						COMMON STOCK USD.01						3,497												172,297
						SONIDA SENIOR LIVING INC						COMMON STOCK USD.01						805												10,063
						SONOCO PRODUCTS CO						COMMON STOCK						12,147												937,795
						SONOS INC						COMMON STOCK USD.001						20,296												343,002
						SORRENTO THERAPEUTICS INC						COMMON STOCK USD.0001						49,590												78,491
						SOTERA HEALTH CO						COMMON STOCK USD.01						16,551												137,870
						SOTHERLY HOTELS INC						REIT USD.01						3,225												5,837
						SOUND FINANCIAL BANCORP INC						COMMON STOCK USD.01						500												20,240
						SOUNDHOUND AI INC A						COMMON STOCK USD.0001						—												37,045
						SOUNDTHINKING INC						COMMON STOCK						1,337												45,231
						SOUTH JERSEY INDUSTRIES						COMMON STOCK USD1.25						19,922												707,829
						SOUTH PLAINS FINANCIAL INC						COMMON STOCK USD1.0						2,505												68,963
						SOUTHERN CO/THE						COMMON STOCK USD5.0						173,215												12,654,932
						SOUTHERN FIRST BANCSHARES						COMMON STOCK USD.01						918												41,999
						SOUTHERN MISSOURI BANCORP						COMMON STOCK USD.01						1,483												67,966
						SOUTHSIDE BANCSHARES INC						COMMON STOCK USD1.25						2,874												179,020
						SOUTHSTATE CORP						COMMON STOCK USD2.5						12,344												942,588
						SOUTHWEST AIRLINES CO						COMMON STOCK USD1.0						95,571												3,258,283
						SOUTHWEST GAS HOLDINGS INC						COMMON STOCK USD1.0						10,653												659,208
						SOUTHWESTERN ENERGY CO						COMMON STOCK USD.01						180,219												1,054,281
						SOVOS BRANDS INC						COMMON STOCK USD.001						3,948												98,340
						SP PLUS CORP						COMMON STOCK USD.001						4,098												142,283
						SPARTANNASH CO						COMMON STOCK						6,035												182,498
						SPECTRUM BRANDS HOLDINGS INC						COMMON STOCK USD.01						6,619												403,229
						SPECTRUM PHARMACEUTICALS INC						COMMON STOCK USD.001						26,745												9,856
						SPERO THERAPEUTICS INC						COMMON STOCK USD.001						4,305												7,448
						SPIRE GLOBAL INC						COMMON STOCK						16,655												15,989
						SPIRE INC						COMMON STOCK USD1.0						8,366												576,083
						SPIRIT AEROSYSTEMS HOLD CL A						COMMON STOCK USD.01						15,209												506,431
						SPIRIT AIRLINES INC						COMMON STOCK USD.0001						18,318												356,835
						SPIRIT REALTY CAPITAL INC						REIT USD.05						20,640												880,061
						SPLUNK INC						COMMON STOCK USD.001						23,648												2,087,512
						SPOK HOLDINGS INC						COMMON STOCK USD.0001						3,882												31,794
						SPORTSMAN S WAREHOUSE HOLDIN						COMMON STOCK USD.01						7,136												67,150
						SPRINGWORKS THERAPEUTICS INC						COMMON STOCK USD.0001						4,272												196,956
						SPRINKLR INC A						COMMON STOCK USD.00003						8,817												72,035
						SPROUT SOCIAL INC CLASS A						COMMON STOCK USD.0001						7,364												438,356
						SPROUTS FARMERS MARKET INC						COMMON STOCK USD.001						18,048												584,214
						SPRUCE POWER HOLDING CORP						COMMON STOCK USD.0001						16,937												15,567
						SPS COMMERCE INC						COMMON STOCK USD.001						5,840												750,031

391

---

						SPX TECHNOLOGIES INC						COMMON STOCK USD.01						7,353												482,724
						SQUARESPACE INC CLASS A						COMMON STOCK USD.0001						4,640												151,648
						SQZ BIOTECHNOLOGIES CO						COMMON STOCK USD.001						3,140												2,324
						SRAX INC						COMMON STOCK						4,557												6,972
						SS+C TECHNOLOGIES HOLDINGS						COMMON STOCK USD.01						35,631												1,854,950
						ST JOE CO/THE						COMMON STOCK						5,296												204,690
						STAAR SURGICAL CO						COMMON STOCK USD.01						7,715												374,486
						STAG INDUSTRIAL INC						REIT USD.01						28,729												928,234
						STAGWELL INC						COMMON STOCK USD.00001						12,379												99,860
						STANDARD BIOTOOLS INC						COMMON STOCK USD.001						12,131												14,193
						STANDARD MOTOR PRODS						COMMON STOCK USD2.0						3,122												108,646
						STANDEX INTERNATIONAL CORP						COMMON STOCK USD1.5						1,887												193,248
						STANLEY BLACK + DECKER INC						COMMON STOCK USD2.5						24,278												1,823,763
						STARBUCKS CORP						COMMON STOCK USD.001						182,063												18,457,459
						STARTEK INC						COMMON STOCK USD.01						2,519												9,446
						STARWOOD PROPERTY TRUST INC						REIT USD.01						49,818												913,164
*						STATE STREET CORP						COMMON STOCK USD1.0						58,955												4,611,926
						STEEL DYNAMICS INC						COMMON STOCK USD.005						27,632												2,699,646
						STEELCASE INC CL A						COMMON STOCK						17,449												123,364
						STELLAR BANCORP INC						COMMON STOCK USD.01						6,859												202,066
						STEM INC						COMMON STOCK USD.0001						20,359												209,731
						STEPAN CO						COMMON STOCK USD1.0						3,498												372,397
						STEPSTONE GROUP INC CLASS A						COMMON STOCK USD.001						7,748												195,095
						STEREOTAXIS INC						COMMON STOCK USD.001						7,674												15,885
						STERICYCLE INC						COMMON STOCK USD.01						14,760												736,376
						STERIS PLC						COMMON STOCK USD75.0						16,060												3,003,060
						STERLING BANCORP INC/MI						COMMON STOCK						3,405												20,736
						STERLING CHECK CORP						COMMON STOCK USD.01						2,375												63,045
						STERLING INFRASTRUCTURE INC						COMMON STOCK USD.01						4,652												152,586
						STEVEN MADDEN LTD						COMMON STOCK USD.0001						12,103												386,812
						STEWART INFORMATION SERVICES						COMMON STOCK USD1.0						4,369												186,687
						STIFEL FINANCIAL CORP						COMMON STOCK USD.15						17,026												993,808
						STITCH FIX INC CLASS A						COMMON STOCK USD.00002						13,455												41,845
						STOCK YARDS BANCORP INC						COMMON STOCK						4,008												325,422
						STOKE THERAPEUTICS INC						COMMON STOCK						3,383												31,225
						STONERIDGE INC						COMMON STOCK						4,931												106,312
						STONEX GROUP INC						COMMON STOCK USD.01						2,075												245,399
						STORE CAPITAL CORP						REIT USD.01						39,449												1,341,685
						STRATEGIC EDUCATION INC						COMMON STOCK USD.01						3,799												297,538
						STRATTEC SECURITY CORP						COMMON STOCK USD.01						540												11,097
						STRATUS PROPERTIES INC						COMMON STOCK USD.01						909												17,535
						STRIDE INC						COMMON STOCK USD.0001						7,057												220,743
						STRONGHOLD DIGITAL MINING A						COMMON STOCK USD.0001						1,600												767
						STRYKER CORP						COMMON STOCK USD.1						53,639												13,407,590
						STURM RUGER + CO INC						COMMON STOCK USD1.0						1,793												111,011
						SUMMIT FINANCIAL GROUP INC						COMMON STOCK USD2.5						333												28,202
						SUMMIT HOTEL PROPERTIES INC						REIT						16,734												120,819
						SUMMIT MATERIALS INC CL A						COMMON STOCK USD.01						19,400												550,774

392

---

						SUMMIT STATE BANK						COMMON STOCK						1,390												21,962
						SUMMIT THERAPEUTICS INC						COMMON STOCK						—												21,688
						SUMO LOGIC INC						COMMON STOCK USD.0001						14,228												148,467
						SUN COMMUNITIES INC						REIT USD.01						18,659												2,897,041
						SUN COUNTRY AIRLINES HOLDING						COMMON STOCK USD.001						4,757												75,446
						SUNCOKE ENERGY INC						COMMON STOCK USD.01						12,538												108,203
						SUNLIGHT FINANCIAL HOLDINGS						COMMON STOCK USD.0001						6,511												8,399
						SUNNOVA ENERGY INTERNATIONAL						COMMON STOCK USD.001						14,672												289,460
						SUNPOWER CORP						COMMON STOCK USD.001						12,853												251,575
						SUNRUN INC						COMMON STOCK USD.0001						33,336												824,753
						SUNSTONE HOTEL INVESTORS INC						REIT USD.01						34,704												335,241
						SUNWORKS INC						COMMON STOCK USD.001						4,563												7,210
						SUPER LEAGUE GAMING INC						COMMON STOCK USD.001						4,098												1,393
						SUPER MICRO COMPUTER INC						COMMON STOCK USD.001						7,242												594,568
						SUPERIOR GROUP OF COS INC						COMMON STOCK						1,455												14,637
						SUPERIOR INDUSTRIES INTL						COMMON STOCK						3,723												15,711
						SUPERNUS PHARMACEUTICALS INC						COMMON STOCK USD.001						8,276												295,205
						SURFACE ONCOLOGY INC						COMMON STOCK USD.0001						5,371												4,404
						SURGALIGN HOLDINGS INC						COMMON STOCK USD.001						1,092												2,140
						SURGERY PARTNERS INC						COMMON STOCK USD.01						5,782												283,682
						SURMODICS INC						COMMON STOCK USD.05						2,483												84,720
						SURROZEN INC						COMMON STOCK USD.0001						3,632												2,113
						SUTRO BIOPHARMA INC						COMMON STOCK USD.001						7,382												80,661
						SVB FINANCIAL GROUP						COMMON STOCK USD.001						9,435												2,194,385
						SWEETGREEN INC CLASS A						COMMON STOCK USD.001						2,246												105,830
						SYLVAMO CORP						COMMON STOCK USD1.0						5,889												286,147
						SYMBOTIC INC						COMMON STOCK USD.0001						—												22,691
						SYNAPTICS INC						COMMON STOCK USD.001						6,427												611,593
						SYNCHRONOSS TECHNOLOGIES INC						COMMON STOCK USD.0001						8,589												5,309
						SYNCHRONY FINANCIAL						COMMON STOCK USD.001						76,764												2,522,465
						SYNDAX PHARMACEUTICALS INC						COMMON STOCK USD.0001						8,560												263,667
						SYNEOS HEALTH INC						COMMON STOCK USD.01						17,535												643,184
						SYNLOGIC INC						COMMON STOCK USD.001						9,209												6,999
						SYNOPSYS INC						COMMON STOCK USD.01						24,327												7,927,014
						SYNOVUS FINANCIAL CORP						COMMON STOCK USD1.0						23,347												876,680
						SYROS PHARMACEUTICALS INC						COMMON STOCK USD.001						1,011												3,629
						SYSCO CORP						COMMON STOCK USD1.0						81,250												6,265,079
						SYSTEM1 INC						COMMON STOCK USD.0001						3,225												15,125
						T MOBILE US INC						COMMON STOCK USD.0001						95,643												13,586,023
						T ROWE PRICE GROUP INC						COMMON STOCK USD.2						36,237												3,952,007
						T2 BIOSYSTEMS INC						COMMON STOCK USD.001						943												1,339
						TABULA RASA HEALTHCARE INC						COMMON STOCK USD.0001						3,674												18,186
						TACTILE SYSTEMS TECHNOLOGY I						COMMON STOCK USD.001						3,270												37,540
						TAKE TWO INTERACTIVE SOFTWRE						COMMON STOCK USD.01						24,941												2,669,999
						TALARIS THERAPEUTICS INC						COMMON STOCK USD.0001						1,748												1,783
						TALIS BIOMEDICAL CORP						COMMON STOCK USD.0001						2,543												1,132
						TALKSPACE INC						COMMON STOCK USD.0001						15,870												9,685
						TALOS ENERGY INC						COMMON STOCK						6,059												180,483

393

---

						TANDEM DIABETES CARE INC						COMMON STOCK						10,224												459,569
						TANGER FACTORY OUTLET CENTER						REIT USD.01						16,232												291,202
						TANGO THERAPEUTICS INC						COMMON STOCK USD.0001						10,567												76,611
						TAPESTRY INC						COMMON STOCK USD.01						40,352												1,536,604
						TARGA RESOURCES CORP						COMMON STOCK USD.001						35,971												2,673,270
						TARGET CORP						COMMON STOCK USD.0833						73,578												11,100,203
						TARGET HOSPITALITY CORP						COMMON STOCK USD.0001						3,144												47,600
						TARSUS PHARMACEUTICALS INC						COMMON STOCK USD.0001						1,004												57,240
						TASKUS INC A						COMMON STOCK USD.01						4,484												75,780
						TATTOOED CHEF INC						COMMON STOCK USD.0001						6,911												8,501
						TAYLOR MORRISON HOME CORP						COMMON STOCK USD.00001						19,601												594,890
						TAYSHA GENE THERAPIES INC						COMMON STOCK						3,859												8,721
						TD SYNNEX CORP						COMMON STOCK USD.001						6,792												643,270
						TE CONNECTIVITY LTD						COMMON STOCK CHF.57						51,173												5,909,101
						TECHNIPFMC PLC						COMMON STOCK USD1.0						69,129												869,501
						TECHTARGET						COMMON STOCK USD.001						2,903												185,187
						TECNOGLASS INC						COMMON STOCK USD.0001						3,438												105,787
						TEGNA INC						COMMON STOCK USD1.0						36,220												767,502
						TEJON RANCH CO						COMMON STOCK USD.5						3,656												68,879
						TELA BIO INC						COMMON STOCK USD.001						1,367												15,721
						TELADOC HEALTH INC						COMMON STOCK USD.001						26,072												616,603
						TELEDYNE TECHNOLOGIES INC						COMMON STOCK USD.01						7,509												3,042,915
						TELEFLEX INC						COMMON STOCK USD1.0						7,594												1,895,690
						TELEPHONE AND DATA SYSTEMS						COMMON STOCK USD.01						16,042												168,281
						TELLURIAN INC						COMMON STOCK USD.01						63,384												141,481
						TELOS CORPORATION						COMMON STOCK USD.001						8,757												44,573
						TEMPUR SEALY INTERNATIONAL I						COMMON STOCK USD.01						28,028												962,201
						TENABLE HOLDINGS INC						COMMON STOCK USD.01						14,905												694,528
						TENAX THERAPEUTICS INC						COMMON STOCK USD.0001						1,091												121
						TENAYA THERAPEUTICS INC						COMMON STOCK USD.0001						2,121												4,263
						TENET HEALTHCARE CORP						COMMON STOCK USD.05						17,253												841,774
						TENNANT CO						COMMON STOCK USD.375						3,116												191,852
						TERADATA CORP						COMMON STOCK USD.01						17,737												597,027
						TERADYNE INC						COMMON STOCK USD.125						24,972												2,207,510
						TERAWULF INC						COMMON STOCK						5,407												3,599
						TEREX CORP						COMMON STOCK USD.01						11,186												477,866
						TERNS PHARMACEUTICALS INC						COMMON STOCK USD.0001						—												33,602
						TERRENO REALTY CORP						REIT USD.01						10,578												618,632
						TERRITORIAL BANCORP INC						COMMON STOCK USD.01						1,289												30,949
						TESLA INC						COMMON STOCK USD.001						426,641												53,699,232
						TESSCO TECHNOLOGIES INC						COMMON STOCK USD.01						1,599												7,707
						TETRA TECH INC						COMMON STOCK USD.01						8,753												1,270,848
						TETRA TECHNOLOGIES INC						COMMON STOCK USD.01						19,953												69,037
						TEXAS CAPITAL BANCSHARES INC						COMMON STOCK USD.01						8,181												493,396
						TEXAS INSTRUMENTS INC						COMMON STOCK USD1.0						145,196												24,369,294
						TEXAS PACIFIC LAND CORP						COMMON STOCK USD.01						1,000												2,344,230
						TEXAS ROADHOUSE INC						COMMON STOCK USD.001						10,629												966,708
						TEXTRON INC						COMMON STOCK USD.125						33,849												2,396,509

394

---

						TFF PHARMACEUTICALS INC						COMMON STOCK USD.001						2,751												2,889
						TFS FINANCIAL CORP						COMMON STOCK USD.01						7,886												113,637
						TG THERAPEUTICS INC						COMMON STOCK USD.001						20,510												268,659
						THE CIGNA GROUP						COMMON STOCK USD.01						48,448												16,450,371
						THERAVANCE BIOPHARMA INC						COMMON STOCK USD.00001						9,053												101,575
						THERMO FISHER SCIENTIFIC INC						COMMON STOCK USD1.0						62,245												35,103,738
						THERMON GROUP HOLDINGS INC						COMMON STOCK USD.001						5,070												101,806
						THESEUS PHARMACEUTICALS INC						COMMON STOCK USD.0001						2,340												11,653
						THIRD COAST BANCSHARES INC						COMMON STOCK USD1.0						915												38,982
						THOR INDUSTRIES INC						COMMON STOCK USD.1						8,866												669,294
						THOUGHTWORKS HOLDING INC						COMMON STOCK USD.001						5,834												119,584
						THREDUP INC CLASS A						COMMON STOCK USD.0001						8,541												11,189
						THRYV HOLDINGS INC						COMMON STOCK						2,776												75,547
						TIDEWATER INC						COMMON STOCK						7,016												295,392
						TILE SHOP HLDGS INC						COMMON STOCK USD.0001						5,881												25,759
						TILLY S INC CLASS A SHRS						COMMON STOCK USD.001						3,937												35,630
						TIMBERLAND BANCORP INC						COMMON STOCK USD.01						1,005												34,301
						TIMKEN CO						COMMON STOCK						11,035												779,843
						TIMKENSTEEL CORP						COMMON STOCK						7,115												129,280
						TINGO GROUP INC						COMMON STOCK USD.001						14,706												12,206
						TIPTREE INC						COMMON STOCK USD.001						3,134												43,375
						TITAN INTERNATIONAL INC						COMMON STOCK						8,357												128,029
						TITAN MACHINERY INC						COMMON STOCK USD.00001						2,817												111,919
						TJX COMPANIES INC						COMMON STOCK USD1.0						186,612												14,933,917
						TOAST INC CLASS A						COMMON STOCK USD.000001						48,013												901,739
						TOBIRA THERAPEUTICS IN						COMMON STOCK						1,122												15,416
						TOLL BROTHERS INC						COMMON STOCK USD.01						18,224												909,742
						TOMPKINS FINANCIAL CORP						COMMON STOCK USD.1						1,832												142,127
						TONIX PHARMACEUTICALS HOLDIN						COMMON STOCK USD.001						1,836												716
						TOOTSIE ROLL INDS						COMMON STOCK USD.694						2,818												119,962
						TOPBUILD CORP						COMMON STOCK						5,286												827,206
						TOPGOLF CALLAWAY BRANDS CORP						COMMON STOCK USD.01						19,063												410,072
						TORO CO						COMMON STOCK USD1.0						17,128												1,938,890
						TORRID HOLDINGS INC						COMMON STOCK USD.01						1,832												5,423
						TOWNE BANK						COMMON STOCK USD1.667						10,379												320,088
						TOWNSQUARE MEDIA INC CL A						COMMON STOCK USD.01						1,997												14,478
						TPG INC						COMMON STOCK						5,738												226,487
						TPG RE FINANCE TRUST INC						REIT USD.001						10,401												70,623
						TPI COMPOSITES INC						COMMON STOCK USD.01						6,293												63,811
						TRACTOR SUPPLY COMPANY						COMMON STOCK USD.008						17,918												4,031,012
						TRADE DESK INC/THE CLASS A						COMMON STOCK USD.000001						70,238												3,238,435
						TRADEWEB MARKETS INC CLASS A						COMMON STOCK USD.01						17,090												1,187,573
						TRAEGER INC						COMMON STOCK						3,927												33,654
						TRANE TECHNOLOGIES PLC						COMMON STOCK USD1.0						36,880												6,232,778
						TRANSACT TECHNOLOGIES INC						COMMON STOCK USD.01						1,996												12,415
						TRANSCAT INC						COMMON STOCK USD.5						1,248												88,446
						TRANSDIGM GROUP INC						COMMON STOCK USD.01						8,174												5,272,690
						TRANSMEDICS GROUP INC						COMMON STOCK						4,212												315,513

395

---

						TRANSOCEAN LTD						COMMON STOCK CHF.1						97,182												491,969
						TRANSUNION						COMMON STOCK USD.01						31,064												1,762,882
						TRAVEL LEISURE CO						COMMON STOCK USD.01						14,155												515,242
						TRAVELCENTERS OF AMERICA INC						COMMON STOCK USD.00001						1,807												80,917
						TRAVELERS COS INC/THE						COMMON STOCK NPV						37,808												7,107,371
						TRAVELZOO						COMMON STOCK USD.01						1,807												8,041
						TRAVERE THERAPEUTICS INC						COMMON STOCK USD.0001						8,060												203,154
						TREACE MEDICAL CONCEPTS INC						COMMON STOCK USD.001						2,071												118,889
						TREAN INSURANCE GROUP INC						COMMON STOCK						3,045												18,270
						TREDEGAR CORP						COMMON STOCK						4,604												47,053
						TREEHOUSE FOODS INC						COMMON STOCK USD.01						9,155												452,074
						TREVENA INC						COMMON STOCK USD.001						1,009												1,443
						TREVI THERAPEUTICS INC						COMMON STOCK						—												21,258
						TREX COMPANY INC						COMMON STOCK USD.01						18,738												793,180
						TRI POINTE HOMES INC						COMMON STOCK USD.01						17,983												334,304
						TRICIDA INC						COMMON STOCK						4,986												762
						TRICO BANCSHARES						COMMON STOCK						4,303												280,603
						TRIMAS CORP						COMMON STOCK USD.01						7,296												202,391
						TRIMBLE INC						COMMON STOCK USD.001						39,276												2,016,132
						TRINET GROUP INC						COMMON STOCK USD.000025						6,145												416,631
						TRINITY INDUSTRIES INC						COMMON STOCK USD.01						13,635												403,187
						TRINITY PLACE HOLDINGS INC						COMMON STOCK USD.01						10,076												7,455
						TRINSEO PLC						COMMON STOCK						6,208												140,984
						TRIPADVISOR INC						COMMON STOCK USD.001						16,541												297,407
						TRITON INTERNATIONAL LTD						COMMON STOCK USD.01						9,809												674,663
						TRIUMPH FINANCIAL INC						COMMON STOCK USD.01						3,755												183,507
						TRIUMPH GROUP INC						COMMON STOCK USD.001						10,772												113,321
						TRONOX HOLDINGS PLC						COMMON STOCK USD.01						19,040												261,038
						TRUEBLUE INC						COMMON STOCK						5,844												114,426
						TRUECAR INC						COMMON STOCK USD.0001						16,641												41,769
						TRUIST FINANCIAL CORP						COMMON STOCK USD5.0						211,993												9,251,156
						TRUPANION INC						COMMON STOCK USD.00001						5,510												261,890
						TRUSTCO BANK CORP NY						COMMON STOCK USD1.0						3,210												120,664
						TRUSTMARK CORP						COMMON STOCK						10,073												351,648
						TTEC HOLDINGS INC						COMMON STOCK USD.01						2,960												130,625
						TTM TECHNOLOGIES						COMMON STOCK USD.001						16,700												251,836
						TUCOWS INC CLASS A						COMMON STOCK						1,617												54,849
						TUESDAY MORNING CORP						COMMON STOCK USD.01						312												214
						TUPPERWARE BRANDS CORP						COMMON STOCK USD.01						8,607												35,633
						TURNING POINT BRANDS INC						COMMON STOCK USD.01						2,587												55,957
						TURTLE BEACH CORP						COMMON STOCK						2,742												19,660
						TUSIMPLE HOLDINGS INC A						COMMON STOCK USD.0001						5,711												40,574
						TUTOR PERINI CORP						COMMON STOCK USD1.0						6,718												50,721
						TWILIO INC A						COMMON STOCK USD.001						27,384												1,389,683
						TWIN DISC INC						COMMON STOCK						1,592												15,474
						TWIST BIOSCIENCE CORP						COMMON STOCK USD.00001						8,737												208,028
						TWO HARBORS INVESTMENT CORP						REIT CNY1.0						13,649												215,245
						TYLER TECHNOLOGIES INC						COMMON STOCK USD.01						6,552												2,176,913

396

---

						TYRA BIOSCIENCES INC						COMMON STOCK USD.0001						1,774												13,482
						TYSON FOODS INC CL A						COMMON STOCK USD.1						46,202												2,894,750
						U HAUL HOLDING CO						COMMON STOCK USD.25						1,562												94,017
						U HAUL HOLDING CO NON VOTING						COMMON STOCK						14,058												772,909
						U.S. GLOBAL INVESTORS INC A						COMMON STOCK USD.025						3,018												8,722
						U.S. PHYSICAL THERAPY INC						COMMON STOCK USD.01						2,088												169,191
						UBER TECHNOLOGIES INC						COMMON STOCK USD.00001						315,442												8,013,580
						UBIQUITI INC						COMMON STOCK USD.001						631												199,951
						UDEMY INC						COMMON STOCK USD.00001						2,386												115,924
						UDR INC						REIT USD.01						48,242												1,926,511
						UFP INDUSTRIES INC						COMMON STOCK						9,727												770,865
						UFP TECHNOLOGIES INC						COMMON STOCK USD.01						1,153												135,927
						UGI CORP						COMMON STOCK						34,066												1,262,827
						UIPATH INC CLASS A						COMMON STOCK USD.00001						43,594												724,427
						ULTA BEAUTY INC						COMMON STOCK						8,274												3,881,085
						ULTRA CLEAN HOLDINGS INC						COMMON STOCK USD.001						7,340												243,321
						ULTRAGENYX PHARMACEUTICAL IN						COMMON STOCK USD.001						10,947												544,241
						ULTRALIFE CORP						COMMON STOCK USD.1						2,596												10,021
						UMB FINANCIAL CORP						COMMON STOCK USD1.0						6,891												575,536
						UMH PROPERTIES INC						REIT USD.1						7,679												123,632
						UMPQUA HOLDINGS CORP						COMMON STOCK						34,948												623,822
						UNDER ARMOUR INC CLASS A						COMMON STOCK USD.000333						23,598												260,081
						UNDER ARMOUR INC CLASS C						COMMON STOCK USD.000333						34,735												309,836
						UNIFI INC						COMMON STOCK USD.1						2,509												21,602
						UNIFIRST CORP/MA						COMMON STOCK USD.1						2,403												463,755
						UNION BANKSHARES INC /VT						COMMON STOCK USD2.0						633												14,819
						UNION PACIFIC CORP						COMMON STOCK USD2.5						99,240												20,653,163
						UNIQURE NV						COMMON STOCK EUR.05						5,703												151,960
						UNISYS CORP						COMMON STOCK USD.01						10,757												54,968
						UNITED AIRLINES HOLDINGS INC						COMMON STOCK USD.01						52,185												1,986,226
						UNITED BANCORP INC/OHIO						COMMON STOCK USD1.0						1,366												20,189
						UNITED BANKSHARES INC						COMMON STOCK USD2.5						22,118												895,558
						UNITED COMMUNITY BANKS/GA						COMMON STOCK USD1.0						16,740												565,812
						UNITED FIRE GROUP INC						COMMON STOCK USD.001						3,517												96,225
						UNITED INSURANCE HOLDINGS CO						COMMON STOCK USD.0001						4,269												4,525
						UNITED NATURAL FOODS INC						COMMON STOCK USD.01						9,680												374,713
						UNITED PARCEL SERVICE CL B						COMMON STOCK USD.01						115,893												20,546,676
						UNITED RENTALS INC						COMMON STOCK USD.01						11,200												3,980,704
						UNITED SECURITY BANCSHARE/CA						COMMON STOCK						2,977												21,762
						UNITED STATES LIME + MINERAL						COMMON STOCK USD.1						323												45,465
						UNITED STATES STEEL CORP						COMMON STOCK USD1.0						38,295												959,290
						UNITED THERAPEUTICS CORP						COMMON STOCK USD.01						7,311												2,060,925
						UNITEDHEALTH GROUP INC						COMMON STOCK USD.01						148,512												80,487,693
						UNITI GROUP INC						REIT USD.0001						38,720												214,122
						UNITIL CORP						COMMON STOCK						2,740												140,726
						UNITY BANCORP INC						COMMON STOCK						—												19,133
						UNITY SOFTWARE INC						COMMON STOCK USD.000005						38,774												1,128,563
						UNIVAR SOLUTIONS INC						COMMON STOCK USD.01						27,634												878,761

397

---

						UNIVERSAL CORP/VA						COMMON STOCK						3,992												210,818
						UNIVERSAL DISPLAY CORP						COMMON STOCK USD.01						6,896												766,652
						UNIVERSAL ELECTRONICS INC						COMMON STOCK USD.01						2,524												52,524
						UNIVERSAL HEALTH RLTY INCOME						REIT USD.01						2,259												107,822
						UNIVERSAL HEALTH SERVICES B						COMMON STOCK USD.01						10,811												1,523,162
						UNIVERSAL INSURANCE HOLDINGS						COMMON STOCK USD.01						4,089												43,303
						UNIVERSAL LOGISTICS HOLDINGS						COMMON STOCK						886												29,628
						UNIVERSAL STAINLESS + ALLOY						COMMON STOCK USD.001						1,876												13,451
						UNIVERSAL TECHNICAL INSTITUT						COMMON STOCK USD.0001						5,356												35,992
						UNIVEST FINANCIAL CORP						COMMON STOCK USD5.0						4,914												128,403
						UNUM GROUP						COMMON STOCK USD.1						29,903												1,226,920
						UPBOUND GROUP INC						COMMON STOCK USD.01						9,865												222,456
						UPHEALTH INC						COMMON STOCK USD.0001						1,211												1,974
						UPLAND SOFTWARE INC						COMMON STOCK USD.0001						4,424												31,543
						UPSTART HOLDINGS INC						COMMON STOCK USD.0001						7,874												146,406
						UPWORK INC						COMMON STOCK USD.0001						19,621												204,843
						URANIUM ENERGY CORP						COMMON STOCK USD.001						43,015												228,242
						URBAN EDGE PROPERTIES						REIT USD.01						17,803												250,844
						URBAN GRO INC						COMMON STOCK USD.001						1,695												4,610
						URBAN ONE INC						COMMON STOCK USD.001						5,061												19,029
						URBAN OUTFITTERS INC						COMMON STOCK USD.0001						10,875												259,369
						URSTADT BIDDLE CLASS A						REIT USD.01						4,482												84,934
						URSTADT BIDDLE PROPERTIES						REIT USD.01						482												8,777
						US BANCORP						COMMON STOCK USD.01						215,773												9,558,143
						US CELLULAR CORP						COMMON STOCK USD1.0						1,960												40,866
						US DOLLAR												2,665,720												2,665,720
						US FOODS HOLDING CORP						COMMON STOCK USD.01						32,488												1,105,242
						US SILICA HOLDINGS INC						COMMON STOCK USD.01						16,559												206,988
						US XPRESS ENTERPRISES INC A						COMMON STOCK USD.01						3,178												5,752
						USANA HEALTH SCIENCES INC						COMMON STOCK USD.001						1,886												100,335
						USCB FINANCIAL HOLDINGS INC						COMMON STOCK						1,773												21,631
						USIO INC						COMMON STOCK USD.001						3,489												5,582
						UTAH MEDICAL PRODUCTS INC						COMMON STOCK USD.01						440												44,233
						UTZ BRANDS INC						COMMON STOCK USD.0001						10,376												164,563
						UWM HOLDINGS CORP						COMMON STOCK USD.0001						15,361												50,845
						V2X INC						COMMON STOCK USD.01						2,118												87,452
						VAALCO ENERGY INC						COMMON STOCK USD.1						7,283												67,429
						VACASA INC CL A						COMMON STOCK USD.00001						16,091												20,275
						VAIL RESORTS INC						COMMON STOCK USD.01						6,600												1,573,110
						VALARIS LTD						COMMON STOCK USD.01						9,542												645,230
						VALERO ENERGY CORP						COMMON STOCK USD.01						62,716												7,956,152
						VALHI INC						COMMON STOCK USD.01						407												8,954
						VALLEY NATIONAL BANCORP						COMMON STOCK						68,208												771,432
						VALMONT INDUSTRIES						COMMON STOCK USD1.0						3,491												1,154,369
						VALVOLINE INC						COMMON STOCK USD.01						28,032												915,245
						VANDA PHARMACEUTICALS INC						COMMON STOCK USD.001						8,122												60,022
						VAPOTHERM INC						COMMON STOCK USD.001						3,535												9,545
						VAREX IMAGING CORP						COMMON STOCK USD.01						5,982												121,435

398

---

						VARONIS SYSTEMS INC						COMMON STOCK USD.001						17,294												414,018
						VAXART INC						COMMON STOCK USD.0001						19,821												19,046
						VAXCYTE INC						COMMON STOCK USD.001						5,211												489,630
						VBI VACCINES INC						COMMON STOCK						41,863												16,373
						VECTOR GROUP LTD						COMMON STOCK USD.1						20,101												238,398
						VEECO INSTRUMENTS INC						COMMON STOCK USD.01						8,237												153,043
						VEEVA SYSTEMS INC CLASS A						COMMON STOCK USD.00001						22,574												3,691,407
						VELO3D INC						COMMON STOCK USD.0001						9,846												17,624
						VELOCITY FINANCIAL INC						COMMON STOCK						3,995												38,552
						VELODYNE LIDAR INC						COMMON STOCK USD.0001						16,416												33,032
						VENTAS INC						REIT USD.25						64,914												2,924,376
						VENTYX BIOSCIENCES INC						COMMON STOCK USD.0001						1,702												147,628
						VERA BRADLEY INC						COMMON STOCK						3,563												16,140
						VERA THERAPEUTICS INC						COMMON STOCK USD.001						1,132												52,868
						VERACYTE INC						COMMON STOCK USD.001						11,553												274,153
						VERADIGM INC						COMMON STOCK USD.01						19,662												346,838
						VERASTEM INC						COMMON STOCK USD.0001						25,767												10,371
						VERB TECHNOLOGY CO INC						COMMON STOCK						8,835												1,450
						VERICEL CORP						COMMON STOCK						7,727												203,529
						VERINT SYSTEMS INC						COMMON STOCK USD.001						10,563												383,226
						VERIS RESIDENTIAL INC						REIT USD.01						13,251												211,088
						VERISIGN INC						COMMON STOCK USD.001						14,858												3,052,428
						VERISK ANALYTICS INC						COMMON STOCK USD.001						24,917												4,466,426
						VERITEX HOLDINGS INC						COMMON STOCK USD.01						7,876												221,158
						VERITIV CORP						COMMON STOCK USD.01						2,327												283,219
						VERITONE INC						COMMON STOCK USD.001						5,325												28,223
						VERIZON COMMUNICATIONS INC						COMMON STOCK USD.1						667,120												26,922,843
						VERRA MOBILITY CORP						COMMON STOCK USD.0001						21,242												293,777
						VERRICA PHARMACEUTICALS INC						COMMON STOCK USD.0001						2,535												6,971
						VERTEX ENERGY INC						COMMON STOCK USD.001						8,422												52,216
						VERTEX INC CLASS A						COMMON STOCK USD.001						4,184												83,930
						VERTEX PHARMACEUTICALS INC						COMMON STOCK USD.01						40,756												12,029,422
						VERTIV HOLDINGS CO						COMMON STOCK USD.0001						49,961												682,467
						VERU INC						COMMON STOCK USD.01						9,481												50,060
						VERVE THERAPEUTICS INC						COMMON STOCK USD.001						2,392												133,371
						VF CORP						COMMON STOCK						52,282												1,443,506
						VIA RENEWABLES INC						COMMON STOCK USD.01						1,611												8,232
						VIAD CORP						COMMON STOCK USD1.5						3,066												74,780
						VIANT TECHNOLOGY INC A						COMMON STOCK USD.001						1,768												7,107
						VIASAT INC						COMMON STOCK USD.0001						12,260												388,029
						VIATRIS INC						COMMON STOCK						195,646												2,177,540
						VIAVI SOLUTIONS INC						COMMON STOCK USD.001						36,942												388,260
						VICARIOUS SURGICAL INC						COMMON STOCK USD.0001						7,247												14,639
						VICI PROPERTIES INC						REIT USD.01						153,538												5,042,676
						VICOR CORP						COMMON STOCK USD.01						3,477												186,889
						VICTORIA S SECRET + CO						COMMON STOCK USD.01						11,752												449,113
						VICTORY CAPITAL HOLDING A						COMMON STOCK USD.01						3,856												103,456
						VIEW INC						COMMON STOCK USD.0001						6,383												6,159

399

---

						VIEWRAY INC						COMMON STOCK USD.001						24,373												109,191
						VIGIL NEUROSCIENCE INC						COMMON STOCK USD.0001						374												4,675
						VIKING THERAPEUTICS INC						COMMON STOCK USD.00001						11,222												105,487
						VIMEO INC						COMMON STOCK USD.01						24,338												83,479
						VINCE HOLDING CORP						COMMON STOCK USD.001						808												6,327
						VINCERX PHARMA INC						COMMON STOCK USD.0001						1,743												1,778
						VINCO VENTURES INC						COMMON STOCK USD.001						17,725												8,224
						VINTAGE WINE ESTATES INC						COMMON STOCK						5,101												16,629
						VIR BIOTECHNOLOGY INC						COMMON STOCK						11,566												312,983
						VIRACTA THERAPEUTICS INC						COMMON STOCK USD.0001						3,299												4,817
						VIRGIN GALACTIC HOLDINGS INC						COMMON STOCK USD.0001						27,790												148,598
						VIRGINIA NATIONAL BANKSHARES						COMMON STOCK USD2.5						1,035												37,943
						VIRIDIAN THERAPEUTICS INC						COMMON STOCK USD.01						3,359												191,596
						VIRNETX HOLDING CORP						COMMON STOCK USD.0001						11,327												14,725
						VIRTRA INC						COMMON STOCK USD.005						2,525												11,817
						VIRTU FINANCIAL INC CLASS A						COMMON STOCK USD.00001						13,019												306,543
						VIRTUS INVESTMENT PARTNERS						COMMON STOCK USD.01						1,185												226,856
						VISA INC CLASS A SHARES						COMMON STOCK USD.0001						259,580												55,176,914
						VISHAY INTERTECHNOLOGY INC						COMMON STOCK USD.1						21,844												471,175
						VISHAY PRECISION GROUP						COMMON STOCK						1,796												69,415
						VISLINK TECHNOLOGIES INC						COMMON STOCK USD.0001						8,514												4,768
						VISTA OUTDOOR INC						COMMON STOCK USD.01						9,367												228,274
						VISTAGEN THERAPEUTICS INC						COMMON STOCK USD.001						27,504												2,833
						VISTEON CORP						COMMON STOCK						4,583												599,594
						VISTRA CORP						COMMON STOCK USD.01						62,431												1,448,399
						VITA COCO CO INC/THE						COMMON STOCK USD.01						3,078												42,538
						VITAL ENERGY INC						COMMON STOCK USD.01						2,268												116,621
						VITAL FARMS INC						COMMON STOCK USD.0001						4,068												60,695
						VIVID SEATS INC CLASS A						COMMON STOCK USD.0001						3,710												27,083
						VIVINT SMART HOME INC						COMMON STOCK						7,361												87,596
						VIVOS THERAPEUTICS INC						COMMON STOCK USD.0001						4,817												1,936
						VIZIO HOLDING CORP A						COMMON STOCK USD.0001						5,925												63,918
						VMWARE INC CLASS A W/I						COMMON STOCK USD.01						31,915												4,138,858
						VOLITIONRX LTD						COMMON STOCK USD.001						6,300												15,309
						VOLTA INC						COMMON STOCK USD.0001						19,673												6,992
						VONTIER CORP						COMMON STOCK USD.0001						27,889												539,094
						VOR BIOPHARMA INC						COMMON STOCK USD.0001						1,825												12,136
						VORNADO REALTY TRUST						REIT USD.04						25,718												535,192
						VOXX INTERNATIONAL CORP						COMMON STOCK USD.01						2,266												18,989
*						VOYA FINANCIAL INC						COMMON STOCK USD.01						15,596												958,998
						VOYAGER THERAPEUTICS INC						COMMON STOCK USD.001						4,783												29,176
						VROOM INC						COMMON STOCK						21,125												21,548
						VSE CORP						COMMON STOCK USD.05						1,713												80,305
						VULCAN MATERIALS CO						COMMON STOCK USD1.0						21,386												3,762,414
						VUZIX CORP						COMMON STOCK						9,863												35,901
						VYANT BIO INC						COMMON STOCK USD.0001						1,265												889
						VYNE THERAPEUTICS INC						COMMON STOCK USD.0001						10,140												1,521
						W+T OFFSHORE INC						COMMON STOCK USD.00001						12,513												69,823

400

---

						WABASH NATIONAL CORP						COMMON STOCK USD.01						7,623												172,280
						WABTEC CORP						COMMON STOCK USD.01						29,232												2,937,608
						WAITR HOLDINGS INC						COMMON STOCK USD.0001						890												310
						WALGREENS BOOTS ALLIANCE INC						COMMON STOCK USD.01						114,886												4,322,031
						WALKER + DUNLOP INC						COMMON STOCK						4,816												377,960
						WALMART INC						COMMON STOCK USD.1						226,382												32,538,254
						WALT DISNEY CO/THE						COMMON STOCK USD.01						289,576												25,714,410
						WARBY PARKER INC CLASS A						COMMON STOCK USD.0001						1,718												131,116
						WARNER BROS DISCOVERY INC						COMMON STOCK						351,793												3,406,116
						WARNER MUSIC GROUP CORP CL A						COMMON STOCK						18,745												656,450
						WARRIOR MET COAL INC						COMMON STOCK USD.01						8,176												283,217
						WASHINGTON FEDERAL INC						COMMON STOCK USD1.0						10,482												351,671
						WASHINGTON TRUST BANCORP						COMMON STOCK USD.0625						2,990												141,068
						WASTE MANAGEMENT INC						COMMON STOCK USD.01						60,001												9,491,398
						WATERS CORP						COMMON STOCK USD.01						9,492												3,286,028
						WATERSTONE FINANCIAL INC						COMMON STOCK USD.01						3,406												58,719
						WATSCO INC						COMMON STOCK USD.5						5,297												1,321,072
						WATTS WATER TECHNOLOGIES A						COMMON STOCK USD.1						4,566												667,686
						WAVE LIFE SCIENCES LTD						COMMON STOCK						6,174												75,430
						WAYFAIR INC CLASS A						COMMON STOCK USD.001						12,742												419,084
						WD 40 CO						COMMON STOCK USD.001						1,642												361,434
						WEATHERFORD INTERNATIONAL PL						COMMON STOCK USD.001						10,817												550,802
						WEBER INC CLASS A						COMMON STOCK USD.001						2,938												23,651
						WEBSTER FINANCIAL CORP						COMMON STOCK USD.01						29,123												1,378,683
						WEC ENERGY GROUP INC						COMMON STOCK USD.01						50,297												4,856,490
						WEIS MARKETS INC						COMMON STOCK						2,716												223,500
						WEJO GROUP LTD						COMMON STOCK USD.001						7,951												3,824
						WELLS FARGO + CO						COMMON STOCK USD1.666						602,085												25,529,025
						WELLTOWER INC						REIT USD1.0						74,121												5,048,734
						WENDY S CO/THE						COMMON STOCK USD.1						28,204												638,257
						WEREWOLF THERAPEUTICS INC						COMMON STOCK USD.0001						1,768												3,624
						WERNER ENTERPRISES INC						COMMON STOCK USD.01						9,691												390,160
						WESBANCO INC						COMMON STOCK USD2.0833						9,930												367,211
						WESCO INTERNATIONAL INC						COMMON STOCK USD.01						7,199												901,315
						WEST BANCORPORATION						COMMON STOCK						2,639												67,426
						WEST PHARMACEUTICAL SERVICES						COMMON STOCK USD.25						11,899												2,823,965
						WESTAMERICA BANCORPORATION						COMMON STOCK						4,302												253,861
						WESTERN ALLIANCE BANCORP						COMMON STOCK USD.0001						17,215												1,025,325
						WESTERN ASSET MORTGAGE CAPIT						REIT USD.01						1,107												10,085
						WESTERN DIGITAL CORP						COMMON STOCK USD.01						50,404												1,609,178
						WESTERN NEW ENGLAND BANCORP						COMMON STOCK USD.01						4,553												43,071
						WESTERN UNION CO						COMMON STOCK USD.01						64,585												889,335
						WESTLAKE CORP						COMMON STOCK USD.01						4,556												528,698
						WESTROCK CO						COMMON STOCK						37,281												1,419,804
						WESTROCK COFFEE CO						COMMON STOCK						—												30,734
						WESTWATER RESOURCES INC						COMMON STOCK USD.001						9,653												7,626
						WESTWOOD HOLDINGS GROUP INC						COMMON STOCK USD.01						1,698												18,905

401

---

						WEWORK INC CL A						COMMON STOCK						33,662												48,137
						WEX INC						COMMON STOCK USD.01						7,253												1,186,953
						WEYCO GROUP INC						COMMON STOCK USD1.0						1,138												24,080
						WEYERHAEUSER CO						REIT USD1.25						117,990												3,701,094
						WHEELS UP EXPERIENCE INC						COMMON STOCK USD.0001						29,274												30,152
						WHIRLPOOL CORP						COMMON STOCK USD1.0						8,984												1,270,877
						WHITE MOUNTAINS INSURANCE GP						COMMON STOCK USD1.0						380												537,445
						WHITESTONE REIT						REIT USD.001						7,865												75,819
						WHOLE EARTH BRANDS INC						COMMON STOCK USD.0001						5,552												22,597
						WIDEOPENWEST INC						COMMON STOCK USD.01						8,699												79,248
						WIDEPOINT CORP						COMMON STOCK USD.001						1,282												2,333
						WILEY (JOHN) + SONS CL B						COMMON STOCK USD1.0						261												10,461
						WILEY (JOHN) + SONS CLASS A						COMMON STOCK USD1.0						6,985												279,819
						WILLDAN GROUP INC						COMMON STOCK USD.01						2,033												36,289
						WILLIAM PENN BANCORP						COMMON STOCK USD.01						2,324												28,167
						WILLIAMS COS INC						COMMON STOCK USD1.0						193,453												6,506,084
						WILLIAMS INDUSTRIAL SERVICES						COMMON STOCK USD.01						4,006												4,087
						WILLIAMS SONOMA INC						COMMON STOCK USD.01						11,103												1,275,957
						WILLIS LEASE FINANCE CORP						COMMON STOCK USD.01						607												35,819
						WILLIS TOWERS WATSON PLC						COMMON STOCK USD.000304635						17,503												4,280,884
						WILLSCOT MOBILE MINI HOLDING						COMMON STOCK USD.0001						35,046												1,583,028
						WINGSTOP INC						COMMON STOCK USD.01						4,913												676,127
						WINMARK CORP						COMMON STOCK						400												94,332
						WINNEBAGO INDUSTRIES						COMMON STOCK USD.5						5,520												290,904
						WINTRUST FINANCIAL CORP						COMMON STOCK						9,342												789,586
						WIRELESS TELECOM GROUP INC						COMMON STOCK USD.01						4,300												7,697
						WISDOMTREE INC						COMMON STOCK USD.01						17,708												96,509
						WM TECHNOLOGY INC						COMMON STOCK USD.0001						8,169												8,251
						WOLFSPEED INC						COMMON STOCK USD.00125						20,230												1,396,679
						WOLVERINE WORLD WIDE INC						COMMON STOCK USD1.0						13,449												146,998
						WOODWARD INC						COMMON STOCK USD.001455						9,521												919,824
						WORKDAY INC CLASS A						COMMON STOCK USD.001						31,149												5,463,161
						WORKHORSE GROUP INC						COMMON STOCK USD.001						28,239												42,923
						WORKIVA INC						COMMON STOCK USD.001						7,242												608,111
						WORLD ACCEPTANCE CORP						COMMON STOCK						672												44,312
						WORLD FUEL SERVICES CORP						COMMON STOCK USD.01						10,453												285,680
						WORLD WRESTLING ENTERTAIN A						COMMON STOCK USD.01						7,275												498,483
						WORTHINGTON INDUSTRIES						COMMON STOCK						5,384												267,639
						WP CAREY INC						REIT USD.001						33,067												2,631,078
						WR BERKLEY CORP						COMMON STOCK USD.2						32,487												2,386,611
						WRAP TECHNOLOGIES INC						COMMON STOCK USD.0001						4,969												8,398
						WSFS FINANCIAL CORP						COMMON STOCK USD.01						10,445												473,576
						WW GRAINGER INC						COMMON STOCK USD.5						6,814												4,012,789
						WW INTERNATIONAL INC						COMMON STOCK						9,182												35,443
						WYNDHAM HOTELS + RESORTS INC						COMMON STOCK USD.01						15,003												1,069,864
						WYNN RESORTS LTD						COMMON STOCK USD.01						17,130												1,412,711

402

---

						X4 PHARMACEUTICALS INC						COMMON STOCK USD.001						5,000												4,965
						XBIOTECH INC						COMMON STOCK						2,704												9,491
						XCEL ENERGY INC						COMMON STOCK USD2.5						87,332												6,242,038
						XENCOR INC						COMMON STOCK USD.01						9,466												246,495
						XENIA HOTELS + RESORTS INC						REIT USD.01						18,496												243,777
						XERIS BIOPHARMA HOLDINGS INC						COMMON STOCK						17,152												22,812
						XEROX HOLDINGS CORP						COMMON STOCK USD1.0						20,289												296,219
						XILIO THERAPEUTICS INC						COMMON STOCK USD.0001						290												780
						XOMA CORP						COMMON STOCK USD.0005						1,931												35,530
						XOMETRY INC A						COMMON STOCK USD.000001						1,196												157,807
						XOS INC						COMMON STOCK USD.0001						9,007												3,989
						XPEL INC						COMMON STOCK						2,682												185,106
						XPERI INC						COMMON STOCK						6,792												58,479
						XPO INC						COMMON STOCK USD.001						16,029												580,215
						XPONENTIAL FITNESS INC A						COMMON STOCK USD.0001						1,989												66,247
						XWELL INC						COMMON STOCK						17,879												6,488
						XYLEM INC						COMMON STOCK						29,084												3,237,932
						Y MABS THERAPEUTICS INC						COMMON STOCK USD.0001						5,737												27,997
						YELLOW CORP						COMMON STOCK USD1.0						6,121												15,364
						YELP INC						COMMON STOCK USD.000001						11,558												315,996
						YETI HOLDINGS INC						COMMON STOCK USD.01						14,155												584,743
						YEXT INC						COMMON STOCK USD.001						19,107												124,769
						YORK WATER CO						COMMON STOCK						2,116												95,178
						YUM BRANDS INC						COMMON STOCK						45,502												5,827,896
						ZEBRA TECHNOLOGIES CORP CL A						COMMON STOCK USD.01						8,334												2,136,921
						ZEDGE INC CL B						COMMON STOCK						2,337												4,113
						ZENTALIS PHARMACEUTICALS INC						COMMON STOCK USD.001						6,045												151,960
						ZEROFOX HOLDINGS INC						COMMON STOCK USD.0001						—												19,930
						ZETA GLOBAL HOLDINGS CORP A						COMMON STOCK USD.001						4,154												169,602
						ZEVIA PBC A						COMMON STOCK USD.001						2,299												29,047
						ZEVRA THERAPEUTICS INC						COMMON STOCK USD.0001						5,205												23,891
						ZIFF DAVIS INC						COMMON STOCK USD.01						7,821												618,641
						ZILLOW GROUP INC A						COMMON STOCK USD.0001						5,961												186,043
						ZILLOW GROUP INC C						COMMON STOCK USD.0001						27,831												947,977
						ZIMMER BIOMET HOLDINGS INC						COMMON STOCK USD.01						33,691												4,333,853
						ZIMVIE INC						COMMON STOCK USD.01						3,410												31,849
						ZIONS BANCORP NA						COMMON STOCK USD.001						24,639												1,211,253
						ZIPRECRUITER INC A						COMMON STOCK USD.00001						1,958												135,612
						ZOETIS INC						COMMON STOCK USD.01						74,393												11,107,467
						ZOMEDICA CORP						COMMON STOCK						164,003												26,732
						ZOOM VIDEO COMMUNICATIONS A						COMMON STOCK USD.001						35,082												2,423,874
						ZOOMINFO TECHNOLOGIES INC						COMMON STOCK						43,082												1,321,289
						ZSCALER INC						COMMON STOCK USD.001						12,915												1,534,711
						ZUMIEZ INC						COMMON STOCK						2,968												64,524
						ZUORA INC CLASS A						COMMON STOCK						18,725												119,091
						ZURN ELKAY WATER SOLUTIONS C						COMMON STOCK USD.01						20,628												487,043

403

---

						ZYNERBA PHARMACEUTICALS INC						COMMON STOCK USD.001						6,203												3,288
						ZYNEX INC						COMMON STOCK USD.001						4,118												57,281
												Total : EXHIBIT Q - Total Stock Market Index Fund																		$	6,182,297,264

n / a - Cost is not applicable

404

---

EXHIBIT R - European Stock Index Fund

(Managed by State Street Global Advisors)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						3I GROUP PLC						COMMON STOCK GBP.738636						35,269												$	569,786
						ABB LTD REG						COMMON STOCK CHF.12						58,268												1,779,210
						ABN AMRO BANK NV CVA						DUTCH CERT EUR1.0						15,072												207,548
						ABRDN PLC						COMMON STOCK GBP.1396825						82,515												187,009
						ACCIONA SA						COMMON STOCK EUR1.						926												169,884
						ACCOR SA						COMMON STOCK EUR3.0						6,432												159,328
						ACS ACTIVIDADES CONS Y SERV						COMMON STOCK EUR.5						8,026												229,305
						ADECCO GROUP AG REG						COMMON STOCK CHF.1						6,014												197,649
						ADEVINTA ASA						COMMON STOCK NOK.2						11,076												72,754
						ADIDAS AG						COMMON STOCK						6,310												858,804
						ADMIRAL GROUP PLC						COMMON STOCK GBP.001						6,780												174,355
						ADP						COMMON STOCK EUR3.0						1,143												153,254
						ADYEN NV						COMMON STOCK EUR.01						796												1,098,225
						AEGON NV						COMMON STOCK EUR.12						66,253												335,086
						AENA SME SA						COMMON STOCK						2,781												348,149
						AERCAP HOLDINGS NV						COMMON STOCK EUR.01						4,778												278,653
						AGEAS						COMMON STOCK						5,639												271,182
						AIB GROUP PLC						COMMON STOCK EUR.625						39,643												152,354
						AIR LIQUIDE SA						COMMON STOCK EUR5.5						19,073												2,726,722
						AIRBUS SE						COMMON STOCK EUR1.0						21,631												2,597,351
						AKER BP ASA						COMMON STOCK NOK1.0						11,565												358,510
						AKZO NOBEL N.V.						COMMON STOCK EUR.5						6,583												437,944
						ALCON INC						COMMON STOCK CHF.04						18,524												1,277,565
						ALFA LAVAL AB						COMMON STOCK SEK2.84						10,150												317,090
*						ALLIANZ SE REG						COMMON STOCK						15,043												3,224,970
						ALSTOM						COMMON STOCK EUR7.0						11,311												276,882
						AMADEUS IT GROUP SA						COMMON STOCK EUR.01						16,436												851,631
						AMPLIFON SPA						COMMON STOCK EUR.02						4,703												139,636
						AMSTERDAM IDX FUT JAN23						XEUE 20230120						200												(9,157)
						AMUNDI SA						COMMON STOCK EUR2.5						2,354												133,356
						ANGLO AMERICAN PLC						COMMON STOCK USD.54945						46,826												1,822,326
						ANHEUSER BUSCH INBEV SA/NV						COMMON STOCK						32,012												1,918,750
						ANTOFAGASTA PLC						COMMON STOCK GBP.05						14,978												276,677
						AP MOLLER MAERSK A/S A						COMMON STOCK DKK1000.0						115												254,370
						AP MOLLER MAERSK A/S B						COMMON STOCK DKK1000.0						186												416,506
						ARCELORMITTAL						COMMON STOCK						19,560												509,885

405

---

						ARGENX SE						COMMON STOCK						2,046												768,676
						ARKEMA						COMMON STOCK EUR10.0						2,059												185,167
						AROUNDTOWN SA						COMMON STOCK EUR.01						32,612												75,904
						ASHTEAD GROUP PLC						COMMON STOCK GBP.1						16,116												916,047
						ASM INTERNATIONAL NV						COMMON STOCK EUR.04						1,696												428,077
						ASML HOLDING NV						COMMON STOCK EUR.09						14,922												8,116,098
						ASSA ABLOY AB B						COMMON STOCK SEK1.0						36,309												805,108
						ASSICURAZIONI GENERALI						COMMON STOCK						41,214												730,821
						ASSOCIATED BRITISH FOODS PLC						COMMON STOCK GBP.0568						12,545												237,805
						ASTRAZENECA PLC						COMMON STOCK USD.25						56,797												7,741,847
						ATLAS COPCO AB A SHS						COMMON STOCK SEK.16						97,774												1,184,114
						ATLAS COPCO AB B SHS						COMMON STOCK SEK.639						57,024												610,162
						AUTO TRADER GROUP PLC						COMMON STOCK GBP.01						33,815												209,959
						AVEVA GROUP PLC						COMMON STOCK GBP.0355556						4,561												176,265
						AVIVA PLC						COMMON STOCK GBP.3289474						102,706												544,698
						AXA SA						COMMON STOCK EUR2.29						68,945												1,915,803
						BACHEM HOLDING AG						COMMON STOCK CHF.01						1,205												114,012
						BAE SYSTEMS PLC						COMMON STOCK GBP.025						114,464												1,177,087
						BALOISE HOLDING AG REG						COMMON STOCK CHF.1						1,686												268,765
						BANCO BILBAO VIZCAYA ARGENTA						COMMON STOCK EUR.49						221,289												1,355,563
						BANCO SANTANDER SA						COMMON STOCK EUR.5						615,392												1,863,884
						BANK OF IRELAND GROUP PLC						COMMON STOCK EUR1.0						39,678												375,090
						BANQUE CANTONALE VAUDOIS REG						COMMON STOCK CHF10.0						1,117												113,933
						BARCLAYS PLC						COMMON STOCK GBP.25						584,677												1,143,528
						BARRATT DEVELOPMENTS PLC						COMMON STOCK GBP.1						38,899												185,854
						BARRY CALLEBAUT AG REG						COMMON STOCK CHF.02						133												269,281
						BASF SE						COMMON STOCK NPV						33,596												1,687,417
						BAYER AG REG						COMMON STOCK						36,025												1,876,419
						BAYERISCHE MOTOREN WERKE AG						COMMON STOCK EUR1.0						12,138												1,080,140
						BAYERISCHE MOTOREN WERKE PRF						PREFERENCE						2,154												182,902
						BECHTLE AG						COMMON STOCK						3,166												111,696
						BEIERSDORF AG						COMMON STOCK						3,649												417,477
						BERKELEY GROUP HOLDINGS/THE						COMMON STOCK GBP.05414						3,788												171,610
						BIOMERIEUX						COMMON STOCK						1,567												164,295
						BKW AG						COMMON STOCK CHF2.5						783												113,476
						BNP PARIBAS						COMMON STOCK EUR2.0						40,966												2,324,297
						BOLIDEN AB						COMMON STOCK SEK2.11						9,725												387,388
						BOLLORE SE						COMMON STOCK EUR.16						33,055												184,687
						BOUYGUES SA						COMMON STOCK EUR1.0						8,714												260,638
						BP PLC						COMMON STOCK USD.25						689,580												4,031,279
						BRENNTAG SE						COMMON STOCK						5,571												355,121
						BRITISH AMERICAN TOBACCO PLC						COMMON STOCK GBP.25						78,278												3,126,026
						BRITISH LAND CO PLC						REIT GBP.25						33,462												159,201
						BT GROUP PLC						COMMON STOCK GBP.05						246,555												353,827
						BUNZL PLC						COMMON STOCK GBP.3214286						12,123												402,608
						BURBERRY GROUP PLC						COMMON STOCK GBP.0005						14,275												347,065

406

---

						BUREAU VERITAS SA						COMMON STOCK EUR.12						11,161												292,860
						CAC40 10 EURO FUT JAN23						XPAR 20230120						70												(16,001)
						CAIXABANK SA						COMMON STOCK EUR1.0						159,731												649,227
						CAPGEMINI SE						COMMON STOCK EUR8.0						6,044												1,010,632
						CARL ZEISS MEDITEC AG BR						COMMON STOCK						1,515												190,643
						CARLSBERG AS B						COMMON STOCK DKK20.						3,627												478,679
						CARREFOUR SA						COMMON STOCK EUR2.5						22,134												369,241
						CELLNEX TELECOM SA						COMMON STOCK EUR.25						20,151												664,970
						CHOCOLADEFABRIKEN LINDT PC						COMMON STOCK CHF10.0						37												397,210
						CHOCOLADEFABRIKEN LINDT REG						COMMON STOCK CHF100.0						4												411,723
						CHR HANSEN HOLDING A/S						COMMON STOCK DKK10.						4,012												288,362
						CIE FINANCIERE RICHEMO A REG						COMMON STOCK CHF1.0						19,311												2,507,577
						CLARIANT AG REG						COMMON STOCK CHF2.6						7,987												133,898
						CNH INDUSTRIAL NV						COMMON STOCK EUR.01						37,177												593,768
						COCA COLA EUROPACIFIC PARTNE						COMMON STOCK EUR.01						7,361												429,339
						COCA COLA HBC AG DI						COMMON STOCK CHF6.7						7,699												182,849
						COLOPLAST B						COMMON STOCK DKK1.						4,388												512,583
						COMMERZBANK AG						COMMON STOCK						38,014												358,383
						COMPAGNIE DE SAINT GOBAIN						COMMON STOCK EUR4.0						17,921												900,760
						COMPASS GROUP PLC						COMMON STOCK GBP.1105						64,979												1,493,953
						CONTINENTAL AG						COMMON STOCK						3,864												230,168
						CORP ACCIONA ENERGIAS RENOVA						COMMON STOCK						2,441												94,150
						COVESTRO AG						COMMON STOCK						7,341												286,345
						COVIVIO						REIT EUR3.0						1,784												105,908
						CREDIT AGRICOLE SA						COMMON STOCK EUR3.0						43,978												462,188
						CREDIT SUISSE GROUP AG REG						COMMON STOCK CHF.04						133,526												407,500
						CRH PLC						COMMON STOCK EUR.32						27,767												1,096,082
						CRODA INTERNATIONAL PLC						COMMON STOCK GBP.1060976						5,018												399,024
						D IETEREN GROUP						COMMON STOCK						934												179,276
						DAIMLER TRUCK HOLDING AG						COMMON STOCK						16,402												506,668
						DANISH KRONE						FOREIGN CURRENCY						958,746												137,596
						DANONE						COMMON STOCK EUR.25						23,527												1,235,789
						DANSKE BANK A/S						COMMON STOCK DKK10.						25,005												491,125
						DASSAULT AVIATION SA						COMMON STOCK EUR.8						948												160,365
						DASSAULT SYSTEMES						COMMON STOCK EUR.1						24,189												892,840
						DAVIDE CAMPARI MILANO NV						COMMON STOCK EUR.01						19,734												199,744
						DAX INDEX FUTURE MAR23						XEUR 20230317						25												(14,833)
						DCC PLC						COMMON STOCK EUR.25						3,767												185,032
						DELIVERY HERO SE						COMMON STOCK						6,232												297,666
						DEMANT A/S						COMMON STOCK DKK.2						3,623												100,441
						DEUTSCHE BANK AG REGISTERED						COMMON STOCK						74,983												870,249
						DEUTSCHE BOERSE AG						COMMON STOCK						6,988												1,202,111
						DEUTSCHE LUFTHANSA REG						COMMON STOCK						22,513												186,529
						DEUTSCHE POST AG REG						COMMON STOCK						36,124												1,382,104
						DEUTSCHE TELEKOM AG REG						COMMON STOCK						119,172												2,369,955
						DIAGEO PLC						COMMON STOCK GBP.2893518						83,347												3,705,330

407

---

						DIASORIN SPA						COMMON STOCK EUR1.0						976												135,829
						DNB BANK ASA						COMMON STOCK NOK12.5						34,169												672,761
						DR ING HC F PORSCHE AG						PREFERENCE						4,239												428,787
						DSV A/S						COMMON STOCK DKK1.0						6,927												1,095,345
						E.ON SE						COMMON STOCK						83,266												828,546
						EDENRED						COMMON STOCK EUR2.0						8,933												507,525
						EDF						COMMON STOCK EUR.5						20,790												266,267
						EDP ENERGIAS DE PORTUGAL SA						COMMON STOCK EUR1.						98,579												516,535
						EDP RENOVAVEIS SA						COMMON STOCK EUR5.						10,911												240,476
						EIFFAGE						COMMON STOCK EUR4.0						2,954												290,410
						ELECTROLUX AB B						COMMON STOCK SEK5.0						8,476												114,886
						ELIA GROUP SA/NV						COMMON STOCK						1,245												176,382
						ELISA OYJ						COMMON STOCK						5,382												284,423
						EMBRACER GROUP AB						COMMON STOCK SEK.0013						25,793												116,766
						EMS CHEMIE HOLDING AG REG						COMMON STOCK CHF.01						264												178,328
						ENAGAS SA						COMMON STOCK EUR1.5						9,386												155,517
						ENDESA SA						COMMON STOCK EUR1.2						11,997												225,795
						ENEL SPA						COMMON STOCK EUR1.						296,241												1,620,968
						ENGIE						COMMON STOCK EUR1.0						66,342												971,135
						ENI SPA						COMMON STOCK						91,213												1,317,260
						ENTAIN PLC						COMMON STOCK EUR.01						20,918												354,083
						EPIROC AB A						COMMON STOCK SEK.412413						23,890												437,217
						EPIROC AB B						COMMON STOCK SEK.412413						12,794												239,399
						EQT AB						COMMON STOCK SEK.1						11,237												239,840
						EQUINOR ASA						COMMON STOCK NOK2.5						34,733												1,263,001
						ERICSSON LM B SHS						COMMON STOCK SEK5.0						106,162												622,640
						ERSTE GROUP BANK AG						COMMON STOCK						12,368												393,207
						ESSILORLUXOTTICA						COMMON STOCK EUR.18						10,646												1,958,623
						ESSITY AKTIEBOLAG B						COMMON STOCK SEK3.35						22,365												587,900
						EURAZEO SE						COMMON STOCK						1,516												94,344
						EURO CURRENCY						FOREIGN CURRENCY						1,074,775												1,147,054
						EUROFINS SCIENTIFIC						COMMON STOCK EUR.1						4,778												364,444
						EURONEXT NV						COMMON STOCK EUR1.6						3,250												240,185
						EVOLUTION AB						COMMON STOCK SEK.003						6,780												663,136
						EVONIK INDUSTRIES AG						COMMON STOCK						7,955												152,277
						EXOR NV						COMMON STOCK EUR.01						4,110												299,121
						EXPERIAN PLC						COMMON STOCK USD.1						34,053												1,153,485
						FASTIGHETS AB BALDER B SHRS						COMMON STOCK SEK1.0						24,054												112,729
						FERRARI NV						COMMON STOCK EUR.01						4,604												983,706
						FERROVIAL SA						COMMON STOCK EUR.2						17,561												458,616
						FINECOBANK SPA						COMMON STOCK EUR.33						21,700												380,543
						FLUTTER ENTERTAINMENT PLC DI						COMMON STOCK EUR.09						6,164												842,094
						FORTUM OYJ						COMMON STOCK EUR3.4						16,824												279,413
						FRESENIUS MEDICAL CARE AG +						COMMON STOCK						7,804												254,491
						FRESENIUS SE + CO KGAA						COMMON STOCK						15,449												433,356
						FTSE 100 IDX FUT MAR23						IFLL 20230317						90												570

408

---

						FTSE/MIB IDX FUT MAR23						XDMI 20230317						5												(4,733)
						GALP ENERGIA SGPS SA						COMMON STOCK EUR1.						17,650												238,116
						GEA GROUP AG						COMMON STOCK						5,791												235,845
						GEBERIT AG REG						COMMON STOCK CHF.1						1,311												635,508
						GECINA SA						REIT EUR7.5						1,747												177,460
						GENMAB A/S						COMMON STOCK DKK1.0						2,395												1,034,196
						GETINGE AB B SHS						COMMON STOCK SEK.5						8,667												180,739
						GETLINK SE						COMMON STOCK EUR.4						16,605												265,297
						GIVAUDAN REG						COMMON STOCK CHF10.0						338												1,048,235
						GJENSIDIGE FORSIKRING ASA						COMMON STOCK NOK2.						7,622												148,749
						GLENCORE PLC						COMMON STOCK USD.01						358,975												2,409,637
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						118,511												118,511
						GRIFOLS SA						COMMON STOCK EUR.25						11,337												130,311
						GROUPE BRUXELLES LAMBERT NV						COMMON STOCK						3,567												284,872
						GSK PLC						COMMON STOCK GBP.3125						149,401												2,608,491
						HALEON PLC						COMMON STOCK GBP.01						185,027												736,383
						HALMA PLC						COMMON STOCK GBP.1						13,632												324,102
						HANNOVER RUECK SE						COMMON STOCK						2,236												443,164
						HARGREAVES LANSDOWN PLC						COMMON STOCK GBP.004						13,475												138,956
						HEIDELBERGCEMENT AG						COMMON STOCK						5,287												300,634
						HEINEKEN HOLDING NV						COMMON STOCK EUR1.6						3,798												291,570
						HEINEKEN NV						COMMON STOCK EUR1.6						9,404												904,327
						HELLOFRESH SE						COMMON STOCK						6,309												137,901
						HENKEL AG + CO KGAA						COMMON STOCK						3,853												247,755
						HENKEL AG + CO KGAA VOR PREF						PREFERENCE						6,451												447,737
						HENNES + MAURITZ AB B SHS						COMMON STOCK						25,704												298,620
						HERMES INTERNATIONAL						COMMON STOCK						1,169												1,798,538
						HEXAGON AB B SHS						COMMON STOCK EUR.22						72,156												759,604
						HIKMA PHARMACEUTICALS PLC						COMMON STOCK GBP.1						6,572												122,791
						HOLCIM LTD						COMMON STOCK CHF2.0						20,478												1,065,096
						HOLMEN AB B SHARES						COMMON STOCK SEK25.0						3,520												140,245
						HSBC HOLDINGS PLC						COMMON STOCK USD.5						731,191												4,587,488
						HUSQVARNA AB B SHS						COMMON STOCK SEK2.0						15,904												112,223
						IBERDROLA SA						COMMON STOCK EUR.75						222,241												2,613,282
						IMCD NV						COMMON STOCK EUR.16						2,037												290,086
						IMPERIAL BRANDS PLC						COMMON STOCK GBP.1						33,115												823,224
						INDUSTRIA DE DISENO TEXTIL						COMMON STOCK EUR.03						39,835												1,056,470
						INDUSTRIVARDEN AB A SHS						COMMON STOCK SEK2.5						4,611												112,559
						INDUSTRIVARDEN AB C SHS						COMMON STOCK SEK2.5						4,699												145,417
						INDUTRADE AB						COMMON STOCK SEK1.0						10,248												208,555
						INFINEON TECHNOLOGIES AG						COMMON STOCK						48,014												1,458,023
						INFORMA PLC						COMMON STOCK GBP.001						51,872												386,955
						INFRASTRUTTURE WIRELESS ITAL						COMMON STOCK NPV						13,126												131,878
						ING GROEP NV						COMMON STOCK EUR.01						137,887												1,700,827
						INTERCONTINENTAL HOTELS GROU						COMMON STOCK GBP.2085213						6,680												382,568
						INTERTEK GROUP PLC						COMMON STOCK GBP.01						5,757												279,581

409

---

						INTESA SANPAOLO						COMMON STOCK NPV						618,562												1,371,812
						INVESTMENT AB LATOUR B SHS						COMMON STOCK						5,760												109,510
						INVESTOR AB A SHS						COMMON STOCK SEK6.25						18,220												340,224
						INVESTOR AB B SHS						COMMON STOCK SEK6.25						66,321												1,230,135
						IPSEN						COMMON STOCK EUR1.0						1,460												156,872
						JD SPORTS FASHION PLC						COMMON STOCK GBP.0025						97,667												148,340
						JDE PEET S NV						COMMON STOCK						3,814												109,911
						JERONIMO MARTINS						COMMON STOCK EUR1.						10,678												230,200
						JOHNSON MATTHEY PLC						COMMON STOCK GBP1.109245						6,444												165,060
						JULIUS BAER GROUP LTD						COMMON STOCK CHF.02						8,092												470,076
						JUST EAT TAKEAWAY						COMMON STOCK EUR.04						6,892												146,321
						KBC GROUP NV						COMMON STOCK						9,223												590,413
						KERING						COMMON STOCK EUR4.0						2,743												1,399,623
						KERRY GROUP PLC A						COMMON STOCK EUR.125						5,857												526,940
						KESKO OYJ B SHS						COMMON STOCK						9,429												229,575
						KINGFISHER PLC						COMMON STOCK GBP.157143						70,874												201,821
						KINGSPAN GROUP PLC						COMMON STOCK EUR.13						5,491												294,769
						KINNEVIK AB B						COMMON STOCK SEK.1						9,131												126,235
						KLEPIERRE						REIT EUR1.4						7,714												177,895
						KNORR BREMSE AG						COMMON STOCK						2,756												150,151
						KONE OYJ B						COMMON STOCK						12,524												646,759
						KONGSBERG GRUPPEN ASA						COMMON STOCK NOK1.25						3,355												141,607
						KONINKLIJKE AHOLD DELHAIZE N						COMMON STOCK EUR.01						38,262												1,096,129
						KONINKLIJKE DSM NV						COMMON STOCK EUR1.5						6,435												786,544
						KONINKLIJKE KPN NV						COMMON STOCK EUR.04						124,614												384,398
						KONINKLIJKE PHILIPS NV						COMMON STOCK EUR.2						32,855												491,654
						KUEHNE NAGEL INTL AG REG						COMMON STOCK CHF1.0						1,966												474,276
						L OREAL						COMMON STOCK EUR.2						8,863												3,200,393
						LA FRANCAISE DES JEUX SAEM						COMMON STOCK						3,692												147,883
						LAND SECURITIES GROUP PLC						REIT GBP.1066667						26,688												199,713
						LEG IMMOBILIEN SE						COMMON STOCK						2,551												165,743
						LEGAL + GENERAL GROUP PLC						COMMON STOCK GBP.025						219,216												658,751
						LEGRAND SA						COMMON STOCK EUR4.0						9,668												798,554
						LIFCO AB B SHS						COMMON STOCK SEK.2						9,029												150,512
						LLOYDS BANKING GROUP PLC						COMMON STOCK GBP.1						2,490,800												1,384,286
						LOGITECH INTERNATIONAL REG						COMMON STOCK CHF.25						6,227												404,583
						LONDON STOCK EXCHANGE GROUP						COMMON STOCK GBP.06918605						12,103												1,039,070
						LONZA GROUP AG REG						COMMON STOCK CHF1.0						2,758												1,363,967
						LUNDBERGS AB B SHS						COMMON STOCK						2,982												127,302
						LVMH MOET HENNESSY LOUIS VUI						COMMON STOCK EUR.3						10,145												7,418,157
						M+G PLC						COMMON STOCK GBP.05						87,332												197,515
						MEDIOBANCA SPA						COMMON STOCK NPV						21,472												205,877
						MELROSE INDUSTRIES PLC						COMMON STOCK GBP.07619048						150,301												243,124
						MERCEDES BENZ GROUP AG						COMMON STOCK NPV						29,514												1,931,023
						MERCK KGAA						COMMON STOCK						4,715												910,378
						MICHELIN (CGDE)						COMMON STOCK EUR.5						25,240												699,748

410

---

						MONCLER SPA						COMMON STOCK NPV						7,389												390,352
						MONDI PLC						COMMON STOCK EUR.2						17,356												293,290
						MOWI ASA						COMMON STOCK NOK7.5						15,585												264,625
						MTU AERO ENGINES AG						COMMON STOCK						1,917												413,676
						MUENCHENER RUECKVER AG REG						COMMON STOCK						5,158												1,672,181
						NATIONAL GRID PLC						COMMON STOCK GBP.1243129						134,019												1,601,698
						NATURGY ENERGY GROUP SA						COMMON STOCK EUR1.0						5,479												142,152
						NATWEST GROUP PLC						COMMON STOCK GBP1.0769						193,487												614,546
						NEMETSCHEK SE						COMMON STOCK						2,186												111,318
						NESTE OYJ						COMMON STOCK						15,602												718,471
						NESTLE SA REG						COMMON STOCK CHF.1						101,097												11,764,876
						NEXI SPA						COMMON STOCK						20,091												178,407
						NEXT PLC						COMMON STOCK GBP.1						4,670												327,172
						NIBE INDUSTRIER AB B SHS						COMMON STOCK SEK.03906						54,976												514,839
						NN GROUP NV						COMMON STOCK EUR.12						10,288												418,920
						NOKIA OYJ						COMMON STOCK						197,368												914,309
						NORDEA BANK ABP						COMMON STOCK EUR1.0						123,179												1,319,282
						NORSK HYDRO ASA						COMMON STOCK NOK1.098						48,327												359,954
						NORWEGIAN KRONE						FOREIGN CURRENCY						555,322												56,372
						NOVARTIS AG REG						COMMON STOCK CHF.5						79,523												7,261,549
						NOVO NORDISK A/S B						COMMON STOCK DKK.2						60,785												8,268,020
						NOVOZYMES A/S B SHARES						COMMON STOCK DKK2.0						7,388												374,048
						OCADO GROUP PLC						COMMON STOCK GBP.02						21,438												160,518
						OCI NV						COMMON STOCK EUR.02						3,953												140,639
						OMV AG						COMMON STOCK						5,209												268,169
						OMXS30 IND FUTURE JAN23						XSTO 20230120						1,100												(8,647)
						ORANGE						COMMON STOCK EUR4.0						72,167												738,036
						ORION OYJ CLASS B						COMMON STOCK EUR.65						4,023												219,854
						ORKLA ASA						COMMON STOCK NOK1.25						28,487												204,684
						ORSTED A/S						COMMON STOCK DKK10.0						7,044												637,149
						PANDORA A/S						COMMON STOCK DKK.01						3,206												225,509
						PARTNERS GROUP HOLDING AG						COMMON STOCK CHF.01						836												753,267
						PEARSON PLC						COMMON STOCK GBP.25						23,493												264,960
						PERNOD RICARD SA						COMMON STOCK EUR1.55						7,527												1,501,752
						PERSIMMON PLC						COMMON STOCK GBP.1						12,127												178,113
						PHOENIX GROUP HOLDINGS PLC						COMMON STOCK GBP.1						26,373												193,250
						PORSCHE AUTOMOBIL HLDG PRF						PREFERENCE						5,773												315,769
						POSTE ITALIANE SPA						COMMON STOCK EUR1.0						19,720												192,067
						POUND STERLING						FOREIGN CURRENCY						254,178												305,750
						PROSUS NV						COMMON STOCK EUR.05						30,523												2,089,306
*						PRUDENTIAL PLC						COMMON STOCK GBP.05						101,141												1,361,855
						PRYSMIAN SPA						COMMON STOCK EUR.1						9,128												337,653
						PUBLICIS GROUPE						COMMON STOCK EUR.4						8,297												525,291
						PUMA SE						COMMON STOCK						4,024												243,455
						QIAGEN N.V.						COMMON STOCK EUR.01						8,317												417,331
						RANDSTAD NV						COMMON STOCK EUR.1						4,529												275,745

411

---

						RATIONAL AG						COMMON STOCK						192												113,454
						RECKITT BENCKISER GROUP PLC						COMMON STOCK GBP.1						26,188												1,838,021
						RECORDATI INDUSTRIA CHIMICA						COMMON STOCK EUR.125						3,470												166,692
						RED ELECTRICA CORPORACION SA						COMMON STOCK EUR.5						15,309												265,664
						RELX PLC						COMMON STOCK GBP.144397						70,254												1,962,976
						REMY COINTREAU						COMMON STOCK EUR1.6						862												144,904
						RENAULT SA						COMMON STOCK EUR3.81						7,263												241,266
						RENTOKIL INITIAL PLC						COMMON STOCK GBP.01						92,826												567,680
						REPSOL SA						COMMON STOCK EUR1.						51,150												810,659
						RHEINMETALL AG						COMMON STOCK						1,634												324,495
						RIO TINTO PLC						COMMON STOCK GBP.1						41,378												2,908,895
						ROCHE HOLDING AG BR						COMMON STOCK CHF1.0						1,000												387,340
						ROCHE HOLDING AG GENUSSCHEIN						COMMON STOCK						25,767												8,181,001
						ROCKWOOL A/S B SHS						COMMON STOCK DKK10.0						313												73,613
						ROLLS ROYCE HOLDINGS PLC						COMMON STOCK GBP.2						299,409												333,538
						RWE AG						COMMON STOCK						23,514												1,042,466
						SAFRAN SA						COMMON STOCK EUR.2						12,518												1,581,145
						SAGAX AB B						COMMON STOCK SEK1.75						7,406												168,925
						SAGE GROUP PLC/THE						COMMON STOCK GBP.01051948						36,588												326,948
						SAINSBURY (J) PLC						COMMON STOCK GBP.285714						66,288												173,136
						SALMAR ASA						COMMON STOCK NOK.25						2,210												86,424
						SAMPO OYJ A SHS						COMMON STOCK						17,560												915,438
						SANDVIK AB						COMMON STOCK SEK1.2						38,935												704,016
						SANOFI						COMMON STOCK EUR2.0						41,787												4,074,875
						SAP SE						COMMON STOCK						38,281												3,978,786
						SARTORIUS AG VORZUG						PREFERENCE						917												361,548
						SARTORIUS STEDIM BIOTECH						COMMON STOCK EUR.2						986												320,273
						SCHINDLER HOLDING AG REG						COMMON STOCK CHF.1						853												163,039
						SCHINDLER HOLDING PART CERT						COMMON STOCK CHF.1						1,452												289,962
						SCHNEIDER ELECTRIC SE						COMMON STOCK EUR4.0						19,872												2,818,971
						SCHRODERS PLC						COMMON STOCK GBP.2						27,788												145,342
						SCOUT24 SE						COMMON STOCK						2,804												140,460
						SEB SA						COMMON STOCK EUR1.0						749												84,049
						SECURITAS AB B SHS						COMMON STOCK SEK1.						18,753												156,340
						SEGRO PLC						REIT GBP.1						44,563												409,902
						SEVERN TRENT PLC						COMMON STOCK GBP.9789						9,033												288,236
						SGS SA REG						COMMON STOCK CHF1.0						240												555,346
						SHELL PLC						COMMON STOCK EUR.07						266,257												7,599,482
						SIEMENS AG REG						COMMON STOCK NPV						28,055												3,920,374
						SIEMENS ENERGY AG						COMMON STOCK						15,349												309,237
						SIEMENS HEALTHINEERS AG						COMMON STOCK						10,384												517,917
						SIG GROUP AG						COMMON STOCK CHF.01						11,177												254,974
						SIKA AG REG						COMMON STOCK CHF.01						5,363												1,311,481
						SKANDINAVISKA ENSKILDA BAN A						COMMON STOCK SEK10.0						59,918												690,567
						SKANSKA AB B SHS						COMMON STOCK						13,026												207,070
						SKF AB B SHARES						COMMON STOCK SEK2.5						14,561												223,158
						SMITH + NEPHEW PLC						COMMON STOCK USD.2						31,053												434,895

412

---

						SMITHS GROUP PLC						COMMON STOCK GBP.375						12,950												248,419
						SMURFIT KAPPA GROUP PLC						COMMON STOCK EUR.001						9,162												338,916
						SNAM SPA						COMMON STOCK						74,772												361,256
						SOCIETE GENERALE SA						COMMON STOCK EUR1.25						29,938												748,903
						SODEXO SA						COMMON STOCK EUR4.0						3,164												301,772
						SOFINA						COMMON STOCK						583												128,621
						SOLVAY SA						COMMON STOCK EUR15.0						2,814												284,376
						SONOVA HOLDING AG REG						COMMON STOCK CHF.05						2,017												479,634
						SPIRAX SARCO ENGINEERING PLC						COMMON STOCK GBP.269231						2,627												335,856
						SSE PLC						COMMON STOCK GBP.5						39,364												807,855
						ST JAMES S PLACE PLC						COMMON STOCK GBP.15						20,695												272,674
						STANDARD CHARTERED PLC						COMMON STOCK USD.5						90,441												697,050
						STELLANTIS NV						COMMON STOCK EUR.01						80,912												1,145,390
						STMICROELECTRONICS NV						COMMON STOCK EUR1.04						25,337												898,037
						STORA ENSO OYJ R SHS						COMMON STOCK EUR1.7						20,763												292,454
						STRAUMANN HOLDING AG REG						COMMON STOCK CHF.01						4,173												472,283
						SVENSKA CELLULOSA AB SCA B						COMMON STOCK NPV						21,296												290,325
						SVENSKA HANDELSBANKEN A SHS						COMMON STOCK SEK1.55						53,446												538,581
						SWATCH GROUP AG/THE BR						COMMON STOCK CHF2.25						978												310,460
						SWATCH GROUP AG/THE REG						COMMON STOCK CHF.45						1,774												108,368
						SWEDBANK AB A SHARES						COMMON STOCK NPV						32,604												576,429
						SWEDISH KRONA						FOREIGN CURRENCY						1,165,101												111,819
						SWEDISH ORPHAN BIOVITRUM AB						COMMON STOCK SEK.55						6,337												131,121
						SWISS FRANC						FOREIGN CURRENCY						134,533												145,409
						SWISS LIFE HOLDING AG REG						COMMON STOCK CHF.1						1,160												598,451
						SWISS PRIME SITE REG						COMMON STOCK CHF2.0						2,866												248,710
						SWISS RE AG						COMMON STOCK CHF.1						11,186												1,054,342
						SWISSCOM AG REG						COMMON STOCK CHF1.0						941												531,700
						SYMRISE AG						COMMON STOCK						4,879												529,212
						TAYLOR WIMPEY PLC						COMMON STOCK GBP.01						117,955												166,864
						TELE2 AB B SHS						COMMON STOCK SEK1.25						21,217												173,133
						TELECOM ITALIA SPA						COMMON STOCK						368,736												85,121
						TELEFONICA DEUTSCHLAND HOLDI						COMMON STOCK						40,700												99,981
						TELEFONICA SA						COMMON STOCK EUR1.						186,915												701,071
						TELENOR ASA						COMMON STOCK NOK6.						25,357												235,752
						TELEPERFORMANCE						COMMON STOCK EUR2.5						2,182												519,123
						TELIA CO AB						COMMON STOCK SEK3.2						96,771												248,032
						TEMENOS AG REG						COMMON STOCK CHF5.0						2,364												136,983
						TENARIS SA						COMMON STOCK USD1.						17,763												308,724
						TERNA RETE ELETTRICA NAZIONA						COMMON STOCK EUR.22						52,171												384,188
						TESCO PLC						COMMON STOCK GBP.0633333						275,903												744,303
						THALES SA						COMMON STOCK EUR3.0						3,824												509,738
						TOTALENERGIES SE						COMMON STOCK EUR2.5						91,414												5,731,137
						TRYG A/S						COMMON STOCK DKK5.0						12,834												303,484
						UBISOFT ENTERTAINMENT						COMMON STOCK EUR.0775						3,622												102,503
						UBS GROUP AG REG						COMMON STOCK CHF.1						124,128												2,317,509
						UCB SA						COMMON STOCK						4,688												368,145

413

---

						UMICORE						COMMON STOCK						7,482												275,209
						UNIBAIL RODAMCO WESTFIELD						REIT EUR5.0						4,444												230,645
						UNICREDIT SPA						COMMON STOCK NPV						71,217												1,008,756
						UNILEVER PLC						COMMON STOCK GBP.031111						93,424												4,730,172
						UNITED INTERNET AG REG SHARE						COMMON STOCK						3,586												72,285
						UNITED UTILITIES GROUP PLC						COMMON STOCK GBP.05						24,202												288,765
						UNIVERSAL MUSIC GROUP NV						COMMON STOCK EUR10.0						26,219												652,182
						UPM KYMMENE OYJ						COMMON STOCK						19,720												737,013
						VALEO						COMMON STOCK EUR1.0						7,778												138,227
						VAT GROUP AG						COMMON STOCK CHF.1						991												282,067
						VEOLIA ENVIRONNEMENT						COMMON STOCK EUR5.0						23,993												637,136
						VERBUND AG						COMMON STOCK						2,592												217,958
						VESTAS WIND SYSTEMS A/S						COMMON STOCK DKK.2						37,017												1,078,227
						VINCI SA						COMMON STOCK EUR2.5						19,737												1,986,615
						VIVENDI						COMMON STOCK EUR5.5						27,146												258,986
						VODAFONE GROUP PLC						COMMON STOCK USD.2095238						959,423												991,732
						VOESTALPINE AG						COMMON STOCK						4,362												114,794
						VOLKSWAGEN AG						COMMON STOCK						1,113												175,427
						VOLKSWAGEN AG PREF						PREFERENCE						6,880												854,952
						VOLVO AB A SHS						COMMON STOCK SEK1.26						7,251												138,238
						VOLVO AB B SHS						COMMON STOCK SEK1.26						55,333												1,003,372
						VOLVO CAR AB B						COMMON STOCK SEK.02						22,357												102,293
						VONOVIA SE						COMMON STOCK						26,341												618,932
						WAREHOUSES DE PAUW SCA						REIT						5,581												159,110
						WARTSILA OYJ ABP						COMMON STOCK						17,549												147,854
						WENDEL						COMMON STOCK EUR4.0						1,053												98,393
						WHITBREAD PLC						COMMON STOCK GBP.767974						7,718												238,899
						WOLTERS KLUWER						COMMON STOCK EUR.12						9,635												1,003,455
						WORLDLINE SA						COMMON STOCK EUR.68						8,565												333,210
						WPP PLC						COMMON STOCK GBP.1						39,854												393,684
						YARA INTERNATIONAL ASA						COMMON STOCK NOK1.7						6,310												275,912
						ZALANDO SE						COMMON STOCK						8,486												299,938
						ZURICH INSURANCE GROUP AG						COMMON STOCK CHF.1						5,542												2,668,806
												Total : EXHIBIT R - European Stock Index Fund																		$	342,979,684

n / a - Cost is not applicable

414

---

EXHIBIT S - Pacific Stock Index Fund

(Managed by State Street Global Advisors)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ADVANTEST CORP						COMMON STOCK						10,000												$	642,152
						AEON CO LTD						COMMON STOCK						34,100												728,727
						AGC INC						COMMON STOCK						10,100												332,797
						AIA GROUP LTD						COMMON STOCK						625,482												7,020,580
						AISIN CORP						COMMON STOCK						7,900												209,296
						AJINOMOTO CO INC						COMMON STOCK						23,800												737,092
						AMPOL LTD						COMMON STOCK						12,222												233,672
						ANA HOLDINGS INC						COMMON STOCK						8,541												180,984
						ANZ GROUP HOLDINGS LTD						COMMON STOCK						157,042												2,519,743
						APA GROUP						STAPLED SECURITY						61,837												450,953
						ARISTOCRAT LEISURE LTD						COMMON STOCK						31,274												643,287
						ASAHI GROUP HOLDINGS LTD						COMMON STOCK						23,804												752,851
						ASAHI INTECC CO LTD						COMMON STOCK						11,700												191,783
						ASAHI KASEI CORP						COMMON STOCK						66,000												466,490
						ASTELLAS PHARMA INC						COMMON STOCK						95,900												1,469,944
						ASX LTD						COMMON STOCK						10,180												464,990
						AUCKLAND INTL AIRPORT LTD						COMMON STOCK						65,045												321,899
						AURIZON HOLDINGS LTD						COMMON STOCK						94,477												237,352
						AUSTRALIAN DOLLAR						FOREIGN CURRENCY						267,082												181,122
						AZBIL CORP						COMMON STOCK						6,000												151,123
						BANDAI NAMCO HOLDINGS INC						COMMON STOCK						10,400												661,320
						BHP GROUP LTD						COMMON STOCK						265,518												8,261,580
						BLUESCOPE STEEL LTD						COMMON STOCK						25,059												284,501
						BOC HONG KONG HOLDINGS LTD						COMMON STOCK						195,000												664,578
						BRAMBLES LTD						COMMON STOCK						72,720												594,875
						BRIDGESTONE CORP						COMMON STOCK						30,000												1,062,344
						BROTHER INDUSTRIES LTD						COMMON STOCK						12,697												191,106
						BUDWEISER BREWING CO APAC LT						COMMON STOCK USD.00001						88,900												279,630
						CANON INC						COMMON STOCK						52,400												1,142,142
						CAPCOM CO LTD						COMMON STOCK						9,200												293,480
						CAPITALAND ASCENDAS REIT						REIT						175,314												358,454
						CAPITALAND INTEGRATED COMMER						REIT						277,466												422,507
						CAPITALAND INVESTMENT LTD/SI						COMMON STOCK						136,600												377,258
						CENTRAL JAPAN RAILWAY CO						COMMON STOCK						7,600												929,976
						CHIBA BANK LTD/THE						COMMON STOCK						28,500												207,756
						CHUBU ELECTRIC POWER CO INC						COMMON STOCK						33,400												343,786

415

---

						CHUGAI PHARMACEUTICAL CO LTD						COMMON STOCK						35,300												892,185
						CITY DEVELOPMENTS LTD						COMMON STOCK						22,000												134,538
						CK ASSET HOLDINGS LTD						COMMON STOCK HKD1.0						103,956												655,405
						CK HUTCHISON HOLDINGS LTD						COMMON STOCK HKD1.0						139,907												857,842
						CK INFRASTRUCTURE HOLDINGS L						COMMON STOCK HKD1.0						32,500												170,100
						CLP HOLDINGS LTD						COMMON STOCK						86,550												631,525
						COCHLEAR LTD						COMMON STOCK						3,453												477,531
						COLES GROUP LTD						COMMON STOCK						70,455												794,723
						COMMONWEALTH BANK OF AUSTRAL						COMMON STOCK						89,167												6,257,161
						COMPUTERSHARE LTD						COMMON STOCK						28,592												508,055
						CONCORDIA FINANCIAL GROUP LT						COMMON STOCK						58,516												243,538
						CSL LTD						COMMON STOCK						25,237												4,949,864
						CYBERAGENT INC						COMMON STOCK						22,300												197,290
						DAI ICHI LIFE HOLDINGS INC						COMMON STOCK						51,300												1,174,609
						DAI NIPPON PRINTING CO LTD						COMMON STOCK						11,900												237,293
						DAIFUKU CO LTD						COMMON STOCK						5,400												252,774
						DAIICHI SANKYO CO LTD						COMMON STOCK						91,700												2,958,489
						DAIKIN INDUSTRIES LTD						COMMON STOCK						13,053												2,012,521
						DAITO TRUST CONSTRUCT CO LTD						COMMON STOCK						3,200												337,383
						DAIWA HOUSE INDUSTRY CO LTD						COMMON STOCK						31,700												723,498
						DAIWA HOUSE REIT INVESTMENT						REIT						114												253,081
						DAIWA SECURITIES GROUP INC						COMMON STOCK						69,500												306,456
						DBS GROUP HOLDINGS LTD						COMMON STOCK						95,100												2,424,605
						DENSO CORP						COMMON STOCK						22,800												1,111,720
						DENTSU GROUP INC						COMMON STOCK						11,370												357,032
						DEXUS/AU						REIT						55,790												292,114
						DISCO CORP						COMMON STOCK						1,534												438,619
						EAST JAPAN RAILWAY CO						COMMON STOCK						15,800												913,784
						EISAI CO LTD						COMMON STOCK						13,300												866,480
						ENDEAVOUR GROUP LTD/AUSTRALI						COMMON STOCK						69,796												332,886
						ENEOS HOLDINGS INC						COMMON STOCK						161,980												548,577
						ESR GROUP LTD						COMMON STOCK USD.001						106,505												223,519
						FANUC CORP						COMMON STOCK						10,082												1,511,653
						FAST RETAILING CO LTD						COMMON STOCK						3,060												1,844,465
						FISHER + PAYKEL HEALTHCARE C						COMMON STOCK						30,449												431,731
						FORTESCUE METALS GROUP LTD						COMMON STOCK						89,179												1,238,340
						FUJI ELECTRIC CO LTD						COMMON STOCK						6,800												257,564
						FUJIFILM HOLDINGS CORP						COMMON STOCK						18,900												948,470
						FUJITSU LIMITED						COMMON STOCK						10,328												1,373,762
						FUTU HOLDINGS LTD ADR						ADR USD.00001						3,035												123,373
						GALAXY ENTERTAINMENT GROUP L						COMMON STOCK						115,000												760,287
						GENTING SINGAPORE LTD						COMMON STOCK USD.1						325,112												231,700
						GLP J REIT						REIT						219												250,615
						GMO PAYMENT GATEWAY INC						COMMON STOCK						2,254												186,416
						GOODMAN GROUP						REIT						88,640												1,051,916
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						113,974												113,974

416

---

						GPT GROUP						REIT						99,336												282,598
						GRAB HOLDINGS LTD CL A						COMMON STOCK USD.000001						69,511												223,825
						HAKUHODO DY HOLDINGS INC						COMMON STOCK						12,600												126,937
						HAMAMATSU PHOTONICS KK						COMMON STOCK						7,400												354,068
						HANG LUNG PROPERTIES LTD						COMMON STOCK						109,000												213,113
						HANG SENG BANK LTD						COMMON STOCK						39,800												676,884
						HANKYU HANSHIN HOLDINGS INC						COMMON STOCK						12,000												354,850
						HENDERSON LAND DEVELOPMENT						COMMON STOCK						74,994												261,832
						HIKARI TSUSHIN INC						COMMON STOCK						1,100												153,917
						HIROSE ELECTRIC CO LTD						COMMON STOCK						1,523												189,491
						HITACHI CONSTRUCTION MACHINE						COMMON STOCK						5,800												130,007
						HITACHI LTD						COMMON STOCK						50,895												2,567,882
						HK ELECTRIC INVESTMENTS SS						STAPLED SECURITY HKD.0005						143,500												94,710
						HKT TRUST AND HKT LTD SS						STAPLED SECURITY HKD.0005						195,028												238,396
						HONDA MOTOR CO LTD						COMMON STOCK						85,298												1,965,123
						HONG KONG + CHINA GAS						COMMON STOCK						588,261												559,247
						HONG KONG DOLLAR						FOREIGN CURRENCY						1,932,816												247,640
						HONG KONG EXCHANGES + CLEAR						COMMON STOCK						63,275												2,755,328
						HONGKONG LAND HOLDINGS LTD						COMMON STOCK USD.1						59,000												270,581
						HOSHIZAKI CORP						COMMON STOCK						5,800												203,126
						HOYA CORP						COMMON STOCK						18,853												1,843,266
						HULIC CO LTD						COMMON STOCK						20,588												161,165
						IBIDEN CO LTD						COMMON STOCK						5,700												221,052
						IDEMITSU KOSAN CO LTD						COMMON STOCK						11,158												259,714
						IDP EDUCATION LTD						COMMON STOCK						11,222												206,560
						IGO LTD						COMMON STOCK						36,080												326,608
						IIDA GROUP HOLDINGS CO LTD						COMMON STOCK						7,897												118,728
						INPEX CORP						COMMON STOCK						55,000												583,746
						INSURANCE AUSTRALIA GROUP						COMMON STOCK						129,297												416,225
						ISUZU MOTORS LTD						COMMON STOCK						30,491												354,230
						ITO EN LTD						COMMON STOCK						2,900												105,244
						ITOCHU CORP						COMMON STOCK						62,200												1,959,549
						ITOCHU TECHNO SOLUTIONS CORP						COMMON STOCK						5,200												121,141
						JAMES HARDIE INDUSTRIES CDI						CDI EUR.59						23,191												413,720
						JAPAN AIRLINES CO LTD						COMMON STOCK						7,753												158,193
						JAPAN EXCHANGE GROUP INC						COMMON STOCK						26,400												379,505
						JAPAN METROPOLITAN FUND INVE						REIT						361												285,379
						JAPAN POST BANK CO LTD						COMMON STOCK						21,900												187,164
						JAPAN POST HOLDINGS CO LTD						COMMON STOCK						124,845												1,046,890
						JAPAN POST INSURANCE CO LTD						COMMON STOCK						10,707												187,425
						JAPAN REAL ESTATE INVESTMENT						REIT						64												291,927
						JAPAN TOBACCO INC						COMMON STOCK						63,200												1,271,081
						JAPANESE YEN						FOREIGN CURRENCY						97,094,617												735,872
						JARDINE CYCLE + CARRIAGE LTD						COMMON STOCK						5,200												110,952
						JARDINE MATHESON HLDGS LTD						COMMON STOCK USD.25						8,300												422,037
						JFE HOLDINGS INC						COMMON STOCK						25,400												293,349

417

---

						JSR CORP						COMMON STOCK						9,100												178,387
						KAJIMA CORP						COMMON STOCK						22,300												258,021
						KAKAKU.COM INC						COMMON STOCK						7,200												115,186
						KANSAI ELECTRIC POWER CO INC						COMMON STOCK						36,400												351,450
						KAO CORP						COMMON STOCK						24,900												1,003,386
						KDDI CORP						COMMON STOCK						84,700												2,567,430
						KEIO CORP						COMMON STOCK						5,500												201,138
						KEISEI ELECTRIC RAILWAY CO						COMMON STOCK						6,600												187,782
						KEPPEL CORP LTD						COMMON STOCK						76,300												413,341
						KEYENCE CORP						COMMON STOCK						10,222												4,019,549
						KIKKOMAN CORP						COMMON STOCK						7,600												399,583
						KINTETSU GROUP HOLDINGS CO L						COMMON STOCK						8,800												303,332
						KIRIN HOLDINGS CO LTD						COMMON STOCK						43,300												659,823
						KOBAYASHI PHARMACEUTICAL CO						COMMON STOCK						2,800												191,578
						KOBE BUSSAN CO LTD						COMMON STOCK						7,800												223,950
						KOEI TECMO HOLDINGS CO LTD						COMMON STOCK						6,360												114,017
						KOITO MANUFACTURING CO LTD						COMMON STOCK						11,200												165,941
						KOMATSU LTD						COMMON STOCK						48,400												1,059,697
						KONAMI GROUP CORP						COMMON STOCK						4,953												224,022
						KOSE CORP						COMMON STOCK						1,800												194,504
						KUBOTA CORP						COMMON STOCK						53,300												744,076
						KURITA WATER INDUSTRIES LTD						COMMON STOCK						5,400												222,969
						KYOCERA CORP						COMMON STOCK						16,700												848,816
						KYOWA KIRIN CO LTD						COMMON STOCK						14,000												320,338
						LASERTEC CORP						COMMON STOCK						3,945												651,773
						LENDLEASE GROUP						STAPLED SECURITY						37,050												196,732
						LINK REIT						REIT						110,400												824,472
						LIXIL CORP						COMMON STOCK						14,800												224,340
						LOTTERY CORP LTD/THE						COMMON STOCK						116,266												352,953
						M3 INC						COMMON STOCK						23,300												631,327
						MACQUARIE GROUP LTD						COMMON STOCK						19,210												2,199,232
						MAKITA CORP						COMMON STOCK						11,500												281,829
						MAPLETREE LOGISTICS TRUST						REIT						168,073												216,065
						MAPLETREE PAN ASIA COM TRUST						REIT						121,400												151,297
						MARUBENI CORP						COMMON STOCK						80,700												934,521
						MAZDA MOTOR CORP						COMMON STOCK						30,492												229,258
						MCDONALD S HOLDINGS CO JAPAN						COMMON STOCK						4,470												169,171
						MEDIBANK PRIVATE LTD						COMMON STOCK						142,348												282,707
						MEIJI HOLDINGS CO LTD						COMMON STOCK						5,770												294,710
						MERCURY NZ LTD						COMMON STOCK						37,499												131,838
						MERIDIAN ENERGY LTD						COMMON STOCK						69,168												227,724
						MINEBEA MITSUMI INC						COMMON STOCK						18,800												280,648
						MINERAL RESOURCES LTD						COMMON STOCK						8,931												467,941
						MIRVAC GROUP						REIT						204,743												295,422
						MISUMI GROUP INC						COMMON STOCK						14,800												322,692
						MITSUBISHI CHEMICAL GROUP CO						COMMON STOCK						66,700												342,772

418

---

						MITSUBISHI CORP						COMMON STOCK						66,300												2,152,939
						MITSUBISHI ELECTRIC CORP						COMMON STOCK						101,200												1,011,371
						MITSUBISHI ESTATE CO LTD						COMMON STOCK						61,900												809,719
						MITSUBISHI HC CAPITAL INC						COMMON STOCK						35,500												173,949
						MITSUBISHI HEAVY INDUSTRIES						COMMON STOCK						16,900												665,215
						MITSUBISHI UFJ FINANCIAL GRO						COMMON STOCK						626,178												4,244,093
						MITSUI + CO LTD						COMMON STOCK						75,000												2,195,426
						MITSUI CHEMICALS INC						COMMON STOCK						9,900												220,820
						MITSUI FUDOSAN CO LTD						COMMON STOCK						47,200												876,009
						MITSUI OSK LINES LTD						COMMON STOCK						18,200												453,660
						MIZUHO FINANCIAL GROUP INC						COMMON STOCK						126,505												1,798,131
						MONOTARO CO LTD						COMMON STOCK						13,500												189,884
						MS+AD INSURANCE GROUP HOLDIN						COMMON STOCK						23,497												748,027
						MSCI SING IX ETS JAN23						XSIM 20230130						700												(599)
						MTR CORP						COMMON STOCK						81,500												431,780
						MURATA MANUFACTURING CO LTD						COMMON STOCK						30,000												1,522,002
						NATIONAL AUSTRALIA BANK LTD						COMMON STOCK						165,845												3,383,723
						NEC CORP						COMMON STOCK						12,900												448,926
						NEW WORLD DEVELOPMENT						COMMON STOCK						81,209												228,906
						NEW ZEALAND DOLLAR						FOREIGN CURRENCY						97,539												61,689
						NEWCREST MINING LTD						COMMON STOCK						47,236												655,954
						NEXON CO LTD						COMMON STOCK						25,200												559,121
						NGK INSULATORS LTD						COMMON STOCK						12,300												156,031
						NIDEC CORP						COMMON STOCK						23,562												1,220,481
						NIHON M+A CENTER HOLDINGS IN						COMMON STOCK						16,300												201,103
						NINTENDO CO LTD						COMMON STOCK						57,970												2,435,521
						NIPPON BUILDING FUND INC						REIT						80												355,350
						NIPPON EXPRESS HOLDINGS INC						COMMON STOCK						4,100												232,563
						NIPPON PAINT HOLDINGS CO LTD						COMMON STOCK						43,161												339,698
						NIPPON SANSO HOLDINGS CORP						COMMON STOCK						8,900												127,510
						NIPPON SHINYAKU CO LTD						COMMON STOCK						2,500												141,677
						NIPPON STEEL CORP						COMMON STOCK						42,665												738,869
						NIPPON TELEGRAPH + TELEPHONE						COMMON STOCK						62,700												1,800,113
						NIPPON YUSEN KK						COMMON STOCK						25,500												600,876
						NISSAN CHEMICAL CORP						COMMON STOCK						6,700												293,348
						NISSAN MOTOR CO LTD						COMMON STOCK						121,600												380,539
						NISSHIN SEIFUN GROUP INC						COMMON STOCK						10,620												132,427
						NISSIN FOODS HOLDINGS CO LTD						COMMON STOCK						3,300												259,880
						NITORI HOLDINGS CO LTD						COMMON STOCK NPV						4,200												541,797
						NITTO DENKO CORP						COMMON STOCK						7,400												423,407
						NOMURA HOLDINGS INC						COMMON STOCK						153,530												568,398
						NOMURA REAL ESTATE HOLDINGS						COMMON STOCK						6,400												136,093
						NOMURA REAL ESTATE MASTER FU						REIT						218												282,875
						NOMURA RESEARCH INSTITUTE LT						COMMON STOCK						20,672												502,967
						NORTHERN STAR RESOURCES LTD						COMMON STOCK						61,058												445,333
						NTT DATA CORP						COMMON STOCK						33,200												485,909

419

---

						OBAYASHI CORP						COMMON STOCK						33,500												251,914
						OBIC CO LTD						COMMON STOCK						3,600												544,098
						ODAKYU ELECTRIC RAILWAY CO						COMMON STOCK						15,900												206,131
						OJI HOLDINGS CORP						COMMON STOCK						43,700												175,830
						OLYMPUS CORP						COMMON STOCK						64,356												1,131,459
						OMRON CORP						COMMON STOCK						9,800												475,426
						ONO PHARMACEUTICAL CO LTD						COMMON STOCK						19,085												444,064
						OPEN HOUSE GROUP CO LTD						COMMON STOCK						4,000												144,314
						ORACLE CORP JAPAN						COMMON STOCK						2,100												135,904
						ORICA LTD						COMMON STOCK						24,070												244,984
						ORIENTAL LAND CO LTD						COMMON STOCK						10,500												1,536,067
						ORIGIN ENERGY LTD						COMMON STOCK						89,937												470,311
						ORIX CORP						COMMON STOCK						62,600												1,018,473
						OSAKA GAS CO LTD						COMMON STOCK						19,500												313,711
						OTSUKA CORP						COMMON STOCK						6,096												191,887
						OTSUKA HOLDINGS CO LTD						COMMON STOCK						20,300												673,674
						OVERSEA CHINESE BANKING CORP						COMMON STOCK						177,598												1,626,596
						PAN PACIFIC INTERNATIONAL HO						COMMON STOCK						19,700												376,763
						PANASONIC HOLDINGS CORP						COMMON STOCK						116,000												966,223
						PERSOL HOLDINGS CO LTD						COMMON STOCK						9,500												200,671
						PILBARA MINERALS LTD						COMMON STOCK						134,308												340,887
						POWER ASSETS HOLDINGS LTD						COMMON STOCK						72,500												397,104
						QANTAS AIRWAYS LTD						COMMON STOCK						49,685												199,252
						QBE INSURANCE GROUP LTD						COMMON STOCK						78,088												710,482
						RAKUTEN GROUP INC						COMMON STOCK						46,700												210,827
						RAMSAY HEALTH CARE LTD						COMMON STOCK						9,589												422,161
						REA GROUP LTD						COMMON STOCK						2,844												213,314
						RECRUIT HOLDINGS CO LTD						COMMON STOCK						75,700												2,413,686
						REECE LTD						COMMON STOCK						12,168												116,554
						RENESAS ELECTRONICS CORP						COMMON STOCK						61,270												550,769
						RESONA HOLDINGS INC						COMMON STOCK						113,785												621,741
						RICOH CO LTD						COMMON STOCK						29,400												224,301
						RIO TINTO LTD						COMMON STOCK						19,401												1,545,275
						ROHM CO LTD						COMMON STOCK						4,600												326,510
						SANDS CHINA LTD						COMMON STOCK USD.01						126,400												419,447
						SANTOS LTD						COMMON STOCK						167,599												818,557
						SBI HOLDINGS INC						COMMON STOCK						13,140												250,582
						SCENTRE GROUP						REIT						270,541												523,969
						SCSK CORP						COMMON STOCK						8,500												127,613
						SEA LTD ADR						ADR						18,987												987,894
						SECOM CO LTD						COMMON STOCK						11,100												629,821
						SEEK LTD						COMMON STOCK						18,074												256,287
						SEIKO EPSON CORP						COMMON STOCK						14,300												206,458
						SEKISUI CHEMICAL CO LTD						COMMON STOCK						19,400												268,510
						SEKISUI HOUSE LTD						COMMON STOCK						32,200												566,445
						SEVEN + I HOLDINGS CO LTD						COMMON STOCK						39,400												1,697,910

420

---

						SG HOLDINGS CO LTD						COMMON STOCK						15,500												214,915
						SHARP CORP						COMMON STOCK						12,199												87,335
						SHIMADZU CORP						COMMON STOCK						12,485												354,199
						SHIMANO INC						COMMON STOCK						3,764												612,364
						SHIMIZU CORP						COMMON STOCK						29,700												157,381
						SHIN ETSU CHEMICAL CO LTD						COMMON STOCK						19,700												2,411,933
						SHIONOGI + CO LTD						COMMON STOCK						14,000												692,757
						SHISEIDO CO LTD						COMMON STOCK						20,900												1,039,178
						SHIZUOKA FINANCIAL GROUP INC						COMMON STOCK						24,000												191,870
						SINGAPORE AIRLINES LTD						COMMON STOCK						69,029												284,089
						SINGAPORE DOLLAR						FOREIGN CURRENCY						181,674												135,457
						SINGAPORE EXCHANGE LTD						COMMON STOCK						44,900												299,859
						SINGAPORE TECH ENGINEERING						COMMON STOCK						83,900												209,701
						SINGAPORE TELECOMMUNICATIONS						COMMON STOCK						430,400												841,877
						SINO LAND CO						COMMON STOCK						180,418												225,611
						SITC INTERNATIONAL HOLDINGS						COMMON STOCK HKD.1						72,000												160,145
						SMC CORP						COMMON STOCK						3,002												1,263,747
						SOFTBANK CORP						COMMON STOCK						150,694												1,712,803
						SOFTBANK GROUP CORP						COMMON STOCK						63,100												2,692,108
						SOMPO HOLDINGS INC						COMMON STOCK						16,536												730,321
						SONIC HEALTHCARE LTD						COMMON STOCK						24,003												487,461
						SONY GROUP CORP						COMMON STOCK						66,100												5,059,216
						SOUTH32 LTD						COMMON STOCK						240,851												664,645
						SPARK NEW ZEALAND LTD						COMMON STOCK						96,953												331,042
						SPI 200 FUTURES MAR23						XSFE 20230316						100												(8,978)
						SQUARE ENIX HOLDINGS CO LTD						COMMON STOCK						4,600												212,433
						STOCKLAND						REIT NPV						123,980												304,921
						SUBARU CORP						COMMON STOCK						32,450												495,269
						SUMCO CORP						COMMON STOCK						18,300												243,556
						SUMITOMO CHEMICAL CO LTD						COMMON STOCK						76,700												273,166
						SUMITOMO CORP						COMMON STOCK						58,798												986,433
						SUMITOMO ELECTRIC INDUSTRIES						COMMON STOCK						37,900												427,629
						SUMITOMO METAL MINING CO LTD						COMMON STOCK						13,000												460,002
						SUMITOMO MITSUI FINANCIAL GR						COMMON STOCK						68,579												2,772,659
						SUMITOMO MITSUI TRUST HOLDIN						COMMON STOCK						17,867												620,092
						SUMITOMO REALTY + DEVELOPMEN						COMMON STOCK						16,000												388,920
						SUN HUNG KAI PROPERTIES						COMMON STOCK						75,500												1,053,672
						SUNCORP GROUP LTD						COMMON STOCK						66,303												541,538
						SUNTORY BEVERAGE + FOOD LTD						COMMON STOCK						7,335												248,941
						SUZUKI MOTOR CORP						COMMON STOCK						19,197												627,278
						SWIRE PACIFIC LTD CL A						COMMON STOCK						25,500												224,454
						SWIRE PROPERTIES LTD						COMMON STOCK						62,947												160,010
						SYSMEX CORP						COMMON STOCK						8,800												533,147
						T+D HOLDINGS INC						COMMON STOCK						27,500												393,683
						TAISEI CORP						COMMON STOCK						9,500												304,407
						TAKEDA PHARMACEUTICAL CO LTD						COMMON STOCK						78,700												2,473,032

421

---

						TDK CORP						COMMON STOCK						20,195												668,678
						TECHTRONIC INDUSTRIES CO LTD						COMMON STOCK						72,000												814,667
						TELSTRA GROUP LTD						COMMON STOCK						212,006												573,427
						TERUMO CORP						COMMON STOCK						33,900												953,531
						TIS INC						COMMON STOCK						11,900												313,740
						TOBU RAILWAY CO LTD						COMMON STOCK						9,700												225,903
						TOHO CO LTD						COMMON STOCK						6,000												230,937
						TOKIO MARINE HOLDINGS INC						COMMON STOCK						96,000												2,071,914
						TOKYO ELECTRIC POWER COMPANY						COMMON STOCK						78,900												283,341
						TOKYO ELECTRON LTD						COMMON STOCK						7,823												2,340,977
						TOKYO GAS CO LTD						COMMON STOCK						20,300												396,942
						TOKYU CORP						COMMON STOCK						27,900												349,517
						TOPIX INDX FUTR MAR23						XOSE 20230309						100,000												(31,443)
						TOPPAN INC						COMMON STOCK						14,100												207,046
						TORAY INDUSTRIES INC						COMMON STOCK						72,500												400,312
						TOSHIBA CORP						COMMON STOCK						20,600												718,229
						TOSOH CORP						COMMON STOCK						14,000												165,227
						TOTO LTD						COMMON STOCK						7,300												245,716
						TOYOTA INDUSTRIES CORP						COMMON STOCK						7,700												417,568
						TOYOTA MOTOR CORP						COMMON STOCK						555,775												7,625,326
						TOYOTA TSUSHO CORP						COMMON STOCK						11,100												404,721
						TRANSURBAN GROUP						STAPLED SECURITY						160,686												1,434,187
						TREASURY WINE ESTATES LTD						COMMON STOCK						37,616												346,204
						TREND MICRO INC						COMMON STOCK						7,000												325,587
						UNICHARM CORP						COMMON STOCK						21,300												812,434
						UNITED OVERSEAS BANK LTD						COMMON STOCK						61,700												1,433,723
						UOL GROUP LTD						COMMON STOCK						25,100												125,879
						US DOLLAR												75,760												75,760
						USS CO LTD						COMMON STOCK						10,600												167,088
						VENTURE CORP LTD						COMMON STOCK						14,900												189,706
						VICINITY CENTRES						REIT						199,746												270,700
						WASHINGTON H. SOUL PATTINSON						COMMON STOCK						11,658												218,486
						WELCIA HOLDINGS CO LTD						COMMON STOCK						5,100												118,163
						WESFARMERS LTD						COMMON STOCK						59,315												1,869,408
						WEST JAPAN RAILWAY CO						COMMON STOCK						11,438												496,565
						WESTPAC BANKING CORP						COMMON STOCK						183,293												2,904,117
						WH GROUP LTD						COMMON STOCK USD.0001						428,649												249,337
						WHARF REAL ESTATE INVESTMENT						COMMON STOCK HKD.1						87,586												510,594
						WILMAR INTERNATIONAL LTD						COMMON STOCK						99,412												309,302
						WISETECH GLOBAL LTD						COMMON STOCK						7,861												270,002
						WOODSIDE ENERGY GROUP LTD						COMMON STOCK						99,370												2,423,254
						WOOLWORTHS GROUP LTD						COMMON STOCK						63,439												1,464,350
						XERO LTD						COMMON STOCK						7,195												342,095
						XINYI GLASS HOLDINGS LTD						COMMON STOCK HKD.1						97,000												180,703
						YAKULT HONSHA CO LTD						COMMON STOCK						6,747												437,638
						YAMAHA CORP						COMMON STOCK						7,300												267,881
						YAMAHA MOTOR CO LTD						COMMON STOCK						15,600												352,616

422

---

						YAMATO HOLDINGS CO LTD						COMMON STOCK						14,800												234,022
						YASKAWA ELECTRIC CORP						COMMON STOCK						12,600												403,209
						YOKOGAWA ELECTRIC CORP						COMMON STOCK						12,300												193,830
						Z HOLDINGS CORP						COMMON STOCK						139,945												351,902
						ZOZO INC						COMMON STOCK						6,700												165,460
												Total : EXHIBIT S - Pacific Stock Index Fund																		$	260,604,715

n / a - Cost is not applicable

423

---

EXHIBIT T - Interest Income Fund

(Underlying assets managed by various investment companies)

IBM 401(K) PLUS PLAN AT DECEMBER 31, 2022

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

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						7 ELEVEN INC						0.8% 10 Feb 2024						2,000,000												$	1,902,600
						ABBVIE INC						2.6% 21 Nov 2024						3,350,000												3,208,831
						ABBVIE INC						3.8% 15 Mar 2025						3,750,000												3,657,188
						AERCAP IRELAND CAP/GLOBA						3.15% 15 Feb 2024						1,000,000												969,720
						AERCAP IRELAND CAP/GLOBA						1.65% 29 Oct 2024						400,000												369,192
						ALTRIA GROUP INC						4.4% 14 Feb 2026						41,000												40,223
						AMAZON.COM INC						4.7% 29 Nov 2024						1,445,000												1,444,812
						AMERICAN EXPRESS CREDIT ACCOUN						3.75% 15 Aug 2027						4,867,000												4,759,675
						AMERICAN TOWER CORP						2.4% 15 Mar 2025						1,900,000												1,789,363
						AMERICAN TOWER CORP						1.3% 15 Sep 2025						1,050,000												948,665
						AMERICAN TOWER CORP						0.6% 15 Jan 2024						2,250,000												2,145,060
						ANGEL OAK MORTGAGE TRUST						1% 25 Dec 2066						350,647												306,308
						ANZ NEW ZEALAND INTL/LDN						2.166% 18 Feb 2025						1,100,000												1,033,043
						ARES CAPITAL CORP						4.25% 01 Mar 2025						233,000												221,585
						ARES CAPITAL CORP						3.25% 15 Jul 2025						130,000												119,727
						ARES CAPITAL CORP						3.875% 15 Jan 2026						183,000												168,107
						ARES CAPITAL CORP						2.15% 15 Jul 2026						209,000												177,497
						ASTRAZENECA PLC						3.375% 16 Nov 2025						1,000,000												967,480
						AT+T INC						0.9% 25 Mar 2024						2,750,000												2,613,573
						AUST + NZ BANKING GRP NY						5.088% 08 Dec 2025						1,255,000												1,260,472
						AUTODESK INC						4.375% 15 Jun 2025						153,000												151,415
						BAE SYSTEMS HOLDINGS INC						3.8% 07 Oct 2024						190,000												185,615
						BAE SYSTEMS HOLDINGS INC						3.85% 15 Dec 2025						139,000												134,135
						BALTIMORE GAS + ELECTRIC						2.4% 15 Aug 2026						411,000												379,850
						BANC OF AMERICA MERRILL LYNCH						1% 15 Nov 2032						1,130,000												1,023,772
						BANCO SANTANDER SA						1% 30 Jun 2024						1,400,000												1,361,766
						BANK						1% 15 Feb 2061						330,000												293,697
						BANK						1% 15 Dec 2052						241,000												181,843
						BANK OF AMERICA CORP						4.45% 03 Mar 2026						53,000												51,971
						BANK OF AMERICA CORP						1% 22 Oct 2025						748,000												707,054
						BANK OF AMERICA CORP						1% 25 Sep 2025						1,674,000												1,545,320
						BANK OF AMERICA CORP						1% 22 Apr 2025						930,000												871,922
						BANK OF AMERICA CORP						1% 22 Jul 2027						1,429,000												1,253,976
						BANK OF AMERICA CORP						1% 04 Feb 2025						400,000												383,232
						BANK OF AMERICA CORP						1% 02 Apr 2026						969,000												925,763
						BANK OF AMERICA CORP						1% 22 Jul 2026						1,685,000												1,667,341

424

---

						BANK OF AMERICA CREDIT CARD TR						5% 15 Apr 2028						300,000												303,033
						BANK OF MONTREAL						4.25% 14 Sep 2024						1,910,000												1,884,941
						BANK OF NEW YORK MELLON						1% 21 Nov 2025						2,420,000												2,419,855
						BANK OF NOVA SCOTIA						5.25% 06 Dec 2024						1,400,000												1,403,360
						BANK OF NY MELLON CORP						1% 25 Oct 2028						35,000												36,205
						BANQUE FED CRED MUTUEL						0.65% 27 Feb 2024						2,000,000												1,894,900
						BARCLAYS PLC						1% 10 Dec 2024						3,000,000												2,856,360
						BARCLAYS PLC						5.304% 09 Aug 2026						975,000												969,267
						BAT CAPITAL CORP						3.215% 06 Sep 2026						787,000												728,298
						BAXTER INTERNATIONAL INC						1.322% 29 Nov 2024						1,600,000												1,491,024
						BAYER US FINANCE LLC						3.375% 08 Oct 2024						1,450,000												1,401,048
						BFLD TRUST						1% 15 Oct 2034						435,000												426,825
						BLACKSTONE PRIVATE CRE						3.25% 15 Mar 2027						228,000												192,414
						BNP PARIBAS						1% 19 Nov 2025						961,000												909,433
						BOEING CO						3.1% 01 May 2026						757,000												712,912
						BRY0HZD03 CDS USD P F 1.00000						1% 20 Jun 2027						(162,760)												(162,760)
						BRY0HZD03 CDS USD R V 03MEVENT						1% 20 Jun 2027						162,760												158,433
						BRY6GZJ21 IRS USD P F 3.22000						3.22% 28 Feb 2027						(9,680,000)												(9,465,882)
						BRY6GZJ21 IRS USD R V 12MSOFR						1% 28 Feb 2027						9,680,000												9,680,000
						BWAY MORTGAGE TRUST						2.809% 10 Mar 2033						353,002												338,588
						BX COMMERCIAL MORTGAGE TRUST 2						1% 15 Oct 2036						394,393												389,525
						BX TRUST						1% 15 Jun 2036						250,000												236,943
						BX TRUST						1% 15 Oct 2036						813,000												771,820
						BX TRUST						1% 15 Jan 2034						250,000												241,983
						BX TRUST						1% 15 Jun 2038						337,444												325,127
						CANADIAN PACIFIC RAILWAY						1.35% 02 Dec 2024						3,350,000												3,125,684
						CANTOR COMMERCIAL REAL ESTATE						1% 15 Jan 2053						127,000												100,016
						CAPITAL ONE FINANCIAL CO						1% 09 May 2025						2,700,000												2,638,008
						CAPITAL ONE FINANCIAL CO						1% 24 Jul 2026						2,900,000												2,847,539
						CAPITAL ONE MULTI ASSET EXECUT						3.49% 15 May 2027						1,889,000												1,833,920
						CAPITAL ONE MULTI ASSET EXECUT						4.95% 15 Oct 2027						725,000												730,464
						CARMAX AUTO OWNER TRUST						2.81% 15 May 2025						495,752												491,003
						CD COMMERCIAL MORTGAGE TRUST						4.279% 15 Aug 2051						1,700,000												1,609,150
						CEDR TRUST						1% 15 Feb 2039						340,000												319,592
						CITIGROUP COMMERCIAL MORTGAGE						3.356% 10 Jul 2047						124,446												120,493
						CITIGROUP COMMERCIAL MORTGAGE						2.935% 10 Apr 2048						309,776												295,720
						CITIGROUP INC						1% 08 Apr 2026						1,150,000												1,088,211
						CITIGROUP INC						1% 01 May 2025						73,000												68,373
						CITIGROUP INC						1% 17 Mar 2026						492,000												467,971
						CITIGROUP INC						1% 29 Sep 2026						910,000												913,176
						CITIGROUP INC						1% 28 Jan 2027						221,000												192,977
						CITIGROUP INC						1% 25 Jan 2026						716,000												663,446
						CITIZENS FINANCIAL GROUP						2.85% 27 Jul 2026						186,000												172,370
						COLD STORAGE TRUST						1% 15 Nov 2037						835,542												813,670
						COLLEGE AVE STUDENT LOANS						2.32% 26 Jul 2055						170,119												145,196
						COLLEGE AVE STUDENT LOANS						1.76% 25 Jun 2052						76,481												64,224
						COMCAST CORP						3.375% 15 Aug 2025						2,900,000												2,799,138
						COMCAST CORP						5.25% 07 Nov 2025						1,005,000												1,019,452

425

---

						COMM MORTGAGE TRUST						3.961% 10 Mar 2047						890,000												870,293
						COMM MORTGAGE TRUST						3.445% 10 Jul 2048						591,832												565,290
						COMM MORTGAGE TRUST						3.63% 10 Oct 2048						290,000												275,592
						CPPIB CAPITAL INC						4.125% 21 Oct 2024						1,120,000												1,107,882
						CREDIT ACCEPTANCE AUTO LOAN TR						1% 15 May 2030						410,000												391,782
						CREDIT SUISSE MORTGAGE TRUST						2.256% 15 Aug 2037						505,274												454,627
						CREDIT SUISSE NEW YORK						1.25% 07 Aug 2026						351,000												283,706
						CROWN CASTLE INC						1.35% 15 Jul 2025						2,765,000												2,516,288
						CURRENCY CONTRACT						USD/EUR						—												(954)
						DANSKE BANK A/S						1% 22 Jun 2024						959,000												892,503
						DELL INT LLC / EMC CORP						5.85% 15 Jul 2025						77,000												77,939
						DELTA AIR LINES 2019 1AA						3.204% 25 Oct 2025						142,000												137,465
						DEUTSCHE BANK NY						1% 01 Apr 2025						907,000												843,084
						DEUTSCHE BANK NY						1.686% 19 Mar 2026						450,000												403,430
						DEVON ENERGY CORPORATION						8.25% 01 Aug 2023						28,000												28,617
						DISCOVER BANK						3.45% 27 Jul 2026						250,000												230,553
						DISCOVER BANK						2.45% 12 Sep 2024						1,750,000												1,663,533
						DISCOVER FINANCIAL SVS						4.5% 30 Jan 2026						182,000												175,514
						DTE ELECTRIC CO						3.375% 01 Mar 2025						231,000												224,287
						DUKE ENERGY CORP						5% 08 Dec 2025						680,000												679,626
						DUPONT DE NEMOURS INC						4.493% 15 Nov 2025						1,359,000												1,338,044
						EASTERN ENERGY GAS						3.55% 01 Nov 2023						174,000												171,726
						ECOPETROL SA						4.125% 16 Jan 2025						295,000												281,259
						EDISON INTERNATIONAL						4.7% 15 Aug 2025						1,165,000												1,140,663
						EDVESTINU PRIVATE EDUCATION LO						1.8% 25 Nov 2045						89,229												75,311
						ELEVANCE HEALTH INC						5.35% 15 Oct 2025						825,000												835,288
						ENERGY TRANSFER LP						3.9% 15 May 2024						397,000												387,087
						ENERGY TRANSFER LP						3.6% 01 Feb 2023						425,000												424,142
						ENERGY TRANSFER LP						4.75% 15 Jan 2026						224,000												218,826
						ENERGY TRANSFER LP						4.2% 15 Sep 2023						55,000												54,547
						ENERGY TRANSFER LP						4.5% 15 Apr 2024						483,000												476,373
						ENERGY TRANSFER LP						2.9% 15 May 2025						147,000												138,649
						ENTERPRISE FLEET FINANCING LLC						0.77% 20 Aug 2027						887,196												846,566
						ENTERPRISE FLEET FINANCING LLC						4.29% 20 Jul 2029						147,000												141,604
						ENTERPRISE FLEET FINANCING LLC						5.76% 22 Oct 2029						2,200,000												2,207,412
						EQUINIX INC						2.625% 18 Nov 2024						3,003,000												2,864,081
						EQUINIX INC						1% 15 Sep 2025						245,000												219,153
						EURO BUND FUTURE MAR23						XEUR 20230308						(400,000)												35,177
						EURO CURRENCY						FOREIGN CURRENCY						(13,953)												(14,892)
						EXTENDED STAY AMERICA TRUST						1% 15 Jul 2038						585,715												568,687
						FANNIE MAE						4.5% 25 Jan 2041						1,028,949												995,990
						FANNIE MAE						5.5% 25 May 2045						746,299												139,520
						FANNIE MAE						1% 25 Aug 2046						398,117												392,114
						FANNIE MAE						1% 25 Sep 2052						775,894												767,976
						FANNIE MAE						5.5% 25 Oct 2035						1,368,631												1,387,878
						FANNIE MAE						6.5% 25 Jun 2036						1,864,976												1,932,270
						FANNIE MAE						4% 25 Feb 2041						676,414												635,980
						FANNIEMAE ACES						1% 25 Mar 2028						—												0

426

---

						FED HM LN PC POOL A32162						5% 01 Mar 2035						28,636												28,859
						FED HM LN PC POOL A90196						4.5% 01 Dec 2039						11,126												11,040
						FED HM LN PC POOL A93534						4% 01 Aug 2040						—												0
						FED HM LN PC POOL A93851						4% 01 Sep 2040						—												0
						FED HM LN PC POOL A94779						4% 01 Nov 2040						—												0
						FED HM LN PC POOL A94977						4% 01 Nov 2040						—												0
						FED HM LN PC POOL A95144						4% 01 Nov 2040						—												0
						FED HM LN PC POOL A95923						4% 01 Oct 2040						—												0
						FED HM LN PC POOL C00748						6% 01 Apr 2029						113												116
						FED HM LN PC POOL G07106						3.5% 01 Aug 2042						—												0
						FED HM LN PC POOL G07613						6% 01 Apr 2039						104,284												109,446
						FED HM LN PC POOL G07642						5% 01 Oct 2041						40,339												40,877
						FED HM LN PC POOL G07848						3.5% 01 Apr 2044						—												0
						FED HM LN PC POOL G15601						2.5% 01 Jan 2029						—												0
						FED HM LN PC POOL G16186						2.5% 01 Apr 2031						—												0
						FED HM LN PC POOL G60018						4.5% 01 Dec 2043						68,923												68,325
						FED HM LN PC POOL G60718						3% 01 Sep 2046						—												0
						FED HM LN PC POOL G61177						3% 01 Aug 2043						—												0
						FED HM LN PC POOL G61886						5% 01 Nov 2048						33,247												33,291
						FED HM LN PC POOL J12438						4.5% 01 Jun 2025						28,258												27,893
						FED HM LN PC POOL J31418						2.5% 01 May 2030						—												0
						FED HM LN PC POOL J31689						3% 01 May 2030						—												0
						FED HM LN PC POOL J32204						2.5% 01 Jul 2030						—												0
						FED HM LN PC POOL J32209						2.5% 01 Jul 2030						—												0
						FED HM LN PC POOL J32436						3% 01 Aug 2030						—												0
						FED HM LN PC POOL J32491						2.5% 01 Jul 2030						—												0
						FED HM LN PC POOL Q00093						4% 01 Apr 2041						—												0
						FED HM LN PC POOL Q00804						4.5% 01 May 2041						25,000												24,795
						FED HM LN PC POOL Q00959						4.5% 01 May 2041						29,472												29,230
						FED HM LN PC POOL Q03841						4% 01 Oct 2041						—												0
						FED HM LN PC POOL Q04022						4% 01 Oct 2041						—												0
						FED HM LN PC POOL Q08239						3.5% 01 May 2042						—												0
						FED HM LN PC POOL Q08306						3.5% 01 May 2042						—												0
						FED HM LN PC POOL Q16403						3% 01 Mar 2043						—												0
						FED HM LN PC POOL Q16673						3% 01 Mar 2043						—												0
						FED HM LN PC POOL Q18718						3.5% 01 Jun 2043						—												0
						FED HM LN PC POOL Q20206						3.5% 01 Jul 2043						—												0
						FED HM LN PC POOL Q24368						3.5% 01 Jan 2044						—												0
						FED HM LN PC POOL Q37955						4% 01 Dec 2045						—												0
						FED HM LN PC POOL Q45080						3% 01 Dec 2046						—												0
						FED HM LN PC POOL Q45083						3% 01 Dec 2046						—												0
						FED HM LN PC POOL QB1488						3% 01 Jul 2050						—												0
						FED HM LN PC POOL QB2296						2% 01 Aug 2050						—												0
						FED HM LN PC POOL QB2339						3% 01 Aug 2050						—												0
						FED HM LN PC POOL QD4857						2% 01 Jan 2052						—												0
						FED HM LN PC POOL RA3282						3% 01 Aug 2050						—												0

427

---

						FED HM LN PC POOL RB5028						3.5% 01 Jan 2040						—												0
						FED HM LN PC POOL RB5034						3.5% 01 Feb 2040						—												0
						FED HM LN PC POOL RB5145						2% 01 Feb 2042						—												0
						FED HM LN PC POOL RB5153						2% 01 Apr 2042						—												0
						FED HM LN PC POOL SC0063						3.5% 01 May 2035						—												0
						FED HM LN PC POOL SD0478						4% 01 Jan 2045						—												0
						FED HM LN PC POOL SD0485						3.5% 01 Mar 2046						—												0
						FED HM LN PC POOL SD0486						3.5% 01 Sep 2046						—												0
						FED HM LN PC POOL SD0487						3.5% 01 Aug 2050						—												0
						FED HM LN PC POOL SD0493						3.5% 01 Jun 2048						—												0
						FED HM LN PC POOL SD0519						3% 01 Aug 2050						—												0
						FED HM LN PC POOL SD0592						3% 01 Sep 2050						—												0
						FED HM LN PC POOL SD0730						2% 01 Sep 2051						—												0
						FED HM LN PC POOL SD0732						2% 01 Sep 2051						—												0
						FED HM LN PC POOL SD0785						2% 01 Dec 2051						—												0
						FED HM LN PC POOL SD0786						2% 01 Dec 2051						—												0
						FED HM LN PC POOL SD0789						2% 01 Dec 2051						—												0
						FED HM LN PC POOL SD0803						3% 01 Jan 2052						—												0
						FED HM LN PC POOL SD0892						2% 01 Jan 2052						—												0
						FED HM LN PC POOL SD7528						2% 01 Nov 2050						—												0
						FED HM LN PC POOL SD7539						2% 01 Apr 2051						—												0
						FED HM LN PC POOL SD7544						3% 01 Jul 2051						—												0
						FED HM LN PC POOL SD7548						2.5% 01 Nov 2051						—												0
						FED HM LN PC POOL SD7549						2% 01 Jan 2052						—												0
						FED HM LN PC POOL SD7552						2.5% 01 Jan 2052						—												0
						FED HM LN PC POOL SD7553						3% 01 Mar 2052						—												0
						FED HM LN PC POOL SD8134						2% 01 Mar 2051						—												0
						FED HM LN PC POOL SD8182						2% 01 Dec 2051						—												0
						FED HM LN PC POOL V60696						3% 01 Jan 2030						—												0
						FED HM LN PC POOL V60724						3% 01 Jan 2030						—												0
						FED HM LN PC POOL V60770						2.5% 01 Mar 2030						—												0
						FED HM LN PC POOL V60796						2.5% 01 May 2030						—												0
						FED HM LN PC POOL V60903						2.5% 01 Sep 2030						—												0
						FED HM LN PC POOL V60904						2.5% 01 Sep 2030						—												0
						FED HM LN PC POOL V60905						2.5% 01 Jul 2030						—												0
						FED HM LN PC POOL V60909						3% 01 Aug 2030						—												0
						FED HM LN PC POOL V82848						3% 01 Dec 2046						—												0
						FED HM LN PC POOL ZA2471						3% 01 Sep 2037						—												0
						FED HM LN PC POOL ZA6403						4% 01 Mar 2039						13,391												12,981
						FED HM LN PC POOL ZS4751						3.5% 01 Jan 2048						—												0
						FED HM LN PC POOL ZT2088						4.5% 01 Jun 2049						62,423												61,120
						FEDERAL HOME LOAN BANK						1.1% 20 Aug 2026						1,500,000												1,329,900
						FEDERAL HOME LOAN BANK						1% 08 Nov 2024						2,500,000												2,334,675
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Oct 2030						1,584,029												93,709
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Dec 2029						1,010,000												64,739
*						FIDELITY NATL INFO SERV						1.15% 01 Mar 2026						182,000												159,938

428

---

						FISERV INC						3.85% 01 Jun 2025						1,350,000												1,311,107
						FLORIDA POWER + LIGHT CO						3.25% 01 Jun 2024						170,000												166,138
						FLORIDA POWER + LIGHT CO						3.125% 01 Dec 2025						216,000												208,684
						FNMA POOL 254693						5.5% 01 Apr 2033						61,140												62,367
						FNMA POOL 305113						9.5% 01 Mar 2025						178												178
						FNMA POOL 306419						9.5% 01 Mar 2025						5,416												5,442
						FNMA POOL 555424						1% 01 May 2033						161,279												164,515
						FNMA POOL 677377						5.5% 01 Jan 2033						262,508												267,694
						FNMA POOL 725206						1% 01 Feb 2034						90,244												92,055
						FNMA POOL 725424						1% 01 Apr 2034						2,480												2,529
						FNMA POOL 725946						1% 01 Nov 2034						42,329												43,223
						FNMA POOL 735989						1% 01 Feb 2035						127,897												130,464
						FNMA POOL 819967						5.5% 01 Apr 2035						54,696												56,064
						FNMA POOL 889466						1% 01 May 2038						51,890												54,398
						FNMA POOL 889529						1% 01 Mar 2038						18,283												19,167
						FNMA POOL 889974						1% 01 Sep 2035						10,864												10,910
						FNMA POOL 889983						1% 01 Oct 2038						26,524												27,806
						FNMA POOL 995113						1% 01 Sep 2036						7,112												7,263
						FNMA POOL AB1226						4.5% 01 Jul 2040						17,392												17,238
						FNMA POOL AB3314						4.5% 01 Jul 2041						7,333												7,265
						FNMA POOL AB4307						4% 01 Jan 2042						—												0
						FNMA POOL AB6194						2.5% 01 Sep 2027						—												0
						FNMA POOL AB8446						2.5% 01 Feb 2028						—												0
						FNMA POOL AB9564						3% 01 Jun 2043						—												0
						FNMA POOL AD4059						5% 01 Apr 2040						75,616												76,541
						FNMA POOL AD6391						4.5% 01 May 2025						58,621												57,827
						FNMA POOL AD7992						4.5% 01 Jul 2040						26,512												26,276
						FNMA POOL AE0028						1% 01 Oct 2039						212,488												222,461
						FNMA POOL AE0823						1% 01 Sep 2040						17,407												18,261
						FNMA POOL AE2873						4.5% 01 Aug 2040						9,222												9,140
						FNMA POOL AH7036						4.5% 01 Mar 2041						19,601												19,421
						FNMA POOL AJ3120						4.5% 01 Oct 2041						7,316												7,249
						FNMA POOL AK7510						3.5% 01 Apr 2042						—												0
						FNMA POOL AL1472						1% 01 May 2039						36,501												36,183
						FNMA POOL AL1704						1% 01 May 2040						155,586												166,539
						FNMA POOL AL2482						1% 01 Sep 2042						65,299												64,732
						FNMA POOL AL4142						1% 01 Jun 2041						39,443												41,350
						FNMA POOL AL6583						1% 01 Mar 2030						—												0
						FNMA POOL AL6584						1% 01 Apr 2030						—												0
						FNMA POOL AL6918						1% 01 Sep 2025						2												2
						FNMA POOL AL7139						1% 01 Jul 2030						—												0
						FNMA POOL AL7167						1% 01 Jan 2041						—												0
						FNMA POOL AL7225						1% 01 Aug 2030						—												0
						FNMA POOL AL7521						1% 01 Jun 2039						139,853												140,450
						FNMA POOL AL7936						1% 01 Sep 2045						32,698												32,654
						FNMA POOL AL9031						1% 01 Aug 2046						—												0
						FNMA POOL AL9227						1% 01 Oct 2036						—												0
						FNMA POOL AL9376						1% 01 Aug 2031						—												0

429

---

						FNMA POOL AL9501						1% 01 Nov 2045						23,141												23,110
						FNMA POOL AO2881						3.5% 01 May 2042						—												0
						FNMA POOL AO9707						3.5% 01 Jul 2042						—												0
						FNMA POOL AR7568						3% 01 Mar 2043						—												0
						FNMA POOL AR9218						3% 01 Mar 2043						—												0
						FNMA POOL AS4488						2.5% 01 Feb 2030						—												0
						FNMA POOL AS4688						2.5% 01 Mar 2030						—												0
						FNMA POOL AS5548						2.5% 01 Aug 2030						—												0
						FNMA POOL AS5614						2.5% 01 Aug 2030						—												0
						FNMA POOL AS5708						3.5% 01 Aug 2030						—												0
						FNMA POOL AS5728						3% 01 Sep 2030						—												0
						FNMA POOL AS6233						4.5% 01 Nov 2045						2,168												2,145
						FNMA POOL AS7999						3% 01 Sep 2046						—												0
						FNMA POOL AS8195						2.5% 01 Oct 2031						—												0
						FNMA POOL AS8208						2.5% 01 Oct 2031						—												0
						FNMA POOL AS8240						2.5% 01 Nov 2031						—												0
						FNMA POOL AS8241						2.5% 01 Nov 2031						—												0
						FNMA POOL AS8348						3% 01 Nov 2036						—												0
						FNMA POOL AS8387						2.5% 01 Nov 2031						—												0
						FNMA POOL AS8486						3% 01 Dec 2046						—												0
						FNMA POOL AS9321						2.5% 01 Mar 2032						—												0
						FNMA POOL AT2037						3% 01 Apr 2043						—												0
						FNMA POOL AT2040						3% 01 Apr 2043						—												0
						FNMA POOL AT3121						3% 01 Apr 2028						—												0
						FNMA POOL AT6033						3% 01 May 2028						—												0
						FNMA POOL AU8774						3% 01 Oct 2028						—												0
						FNMA POOL AV8711						3.5% 01 Mar 2029						—												0
						FNMA POOL AW1247						3% 01 May 2029						—												0
						FNMA POOL AW4229						3% 01 Jul 2029						—												0
						FNMA POOL AX6435						3% 01 Jan 2030						—												0
						FNMA POOL AZ2297						3% 01 Jul 2030						—												0
						FNMA POOL BC2631						2.5% 01 Nov 2031						—												0
						FNMA POOL BC2777						2.5% 01 Aug 2031						—												0
						FNMA POOL BD2417						3.5% 01 May 2047						—												0
						FNMA POOL BF0056						6% 01 Jul 2039						47,071												49,249
						FNMA POOL BH0158						3.5% 01 Mar 2047						—												0
						FNMA POOL BH0398						4% 01 May 2047						—												0
						FNMA POOL BH0567						3.5% 01 Jun 2047						—												0
						FNMA POOL BH7067						4.5% 01 Dec 2047						77,724												76,810
						FNMA POOL BH7993						4.5% 01 Sep 2047						15,812												15,528
						FNMA POOL BH8026						4.5% 01 Oct 2047						16,105												15,965
						FNMA POOL BH8027						4.5% 01 Oct 2047						25,029												24,542
						FNMA POOL BH9277						3.5% 01 Feb 2048						—												0
						FNMA POOL BJ2054						3.5% 01 Nov 2032						—												0
						FNMA POOL BJ2096						3.5% 01 Jan 2033						—												0
						FNMA POOL BJ3177						4.5% 01 Nov 2047						10,666												10,459
						FNMA POOL BJ3218						4.5% 01 Dec 2047						19,735												19,351
						FNMA POOL BJ6316						4.5% 01 Feb 2048						32,205												31,579

430

---

						FNMA POOL BJ9437						4.5% 01 Mar 2048						20,218												19,855
						FNMA POOL BJ9480						4.5% 01 Mar 2048						27,136												26,609
						FNMA POOL BK3988						4.5% 01 May 2048						26,872												26,349
						FNMA POOL BK4471						4.5% 01 Jul 2048						14,680												14,519
						FNMA POOL BK4689						4.5% 01 Jul 2048						60,612												60,448
						FNMA POOL BK6737						4.5% 01 Jul 2048						18,845												18,470
						FNMA POOL BK7642						4% 01 Sep 2033						14,608												14,353
						FNMA POOL BK9818						5% 01 Sep 2048						18,362												18,367
						FNMA POOL BM1174						1% 01 May 2047						—												0
						FNMA POOL BM1595						1% 01 Mar 2031						—												0
						FNMA POOL BM1756						1% 01 Dec 2045						54,140												53,648
						FNMA POOL BM1920						1% 01 Jul 2046						170,544												170,313
						FNMA POOL BM3031						1% 01 Jul 2043						—												0
						FNMA POOL BM3052						1% 01 Oct 2047						63,978												63,724
						FNMA POOL BM3053						1% 01 Jul 2046						128,729												129,016
						FNMA POOL BM3054						1% 01 Nov 2031						—												0
						FNMA POOL BM3240						1% 01 Sep 2032						—												0
						FNMA POOL BM3537						1% 01 Jan 2031						—												0
						FNMA POOL BM3552						1% 01 Aug 2030						—												0
						FNMA POOL BM3578						1% 01 Aug 2032						—												0
						FNMA POOL BM3784						1% 01 Jun 2045						96,153												97,366
						FNMA POOL BM3793						1% 01 Feb 2033						—												0
						FNMA POOL BM3846						1% 01 Apr 2048						153,706												153,291
						FNMA POOL BM5235						1% 01 Sep 2048						40,229												40,238
						FNMA POOL BM5984						1% 01 May 2049						162,834												162,870
						FNMA POOL BN1628						4.5% 01 Nov 2048						7,239												7,095
						FNMA POOL BN5278						4.5% 01 Feb 2049						61,430												60,207
						FNMA POOL BO4653						4.5% 01 Nov 2049						58,285												57,068
						FNMA POOL BR1615						2% 01 Feb 2051						—												0
						FNMA POOL CA1709						4.5% 01 May 2048						201,635												197,620
						FNMA POOL CA2469						4% 01 Oct 2048						—												0
						FNMA POOL CA2527						4% 01 Oct 2033						43,234												42,480
						FNMA POOL CA5368						4% 01 Mar 2050						—												0
						FNMA POOL CA6341						2.5% 01 Jul 2050						—												0
						FNMA POOL CA6343						2.5% 01 Jul 2050						—												0
						FNMA POOL CA6359						2.5% 01 Jul 2050						—												0
						FNMA POOL CA6636						2.5% 01 Aug 2050						—												0
						FNMA POOL CA6750						3.5% 01 Aug 2050						—												0
						FNMA POOL CA8388						2.5% 01 Dec 2035						—												0
						FNMA POOL CA8592						2.5% 01 Jan 2051						—												0
						FNMA POOL CB1310						2% 01 Aug 2051						—												0
						FNMA POOL CB2079						2% 01 Nov 2051						—												0
						FNMA POOL CB2139						2% 01 Nov 2051						—												0
						FNMA POOL CB2372						2.5% 01 Dec 2051						—												0
						FNMA POOL CB2418						3% 01 Dec 2051						—												0
						FNMA POOL CB2838						2% 01 Feb 2052						—												0

431

---

						FNMA POOL CB2855						2.5% 01 Feb 2052						—												0
						FNMA POOL CB2856						2.5% 01 Feb 2052						—												0
						FNMA POOL CB4436						4.5% 01 Aug 2037						2,771,021												2,761,941
						FNMA POOL CB4508						4.5% 01 Aug 2037						641,096												638,591
						FNMA POOL CB4509						4.5% 01 Aug 2037						2,118,320												2,109,711
						FNMA POOL CB4510						4.5% 01 Aug 2037						686,959												683,622
						FNMA POOL CB4514						4.5% 01 Sep 2037						1,859,801												1,853,707
						FNMA POOL CB4522						5% 01 Aug 2037						1,911,454												1,930,568
						FNMA POOL CB4523						5% 01 Aug 2037						994,261												1,002,649
						FNMA POOL CB4524						5% 01 Aug 2037						426,961												430,104
						FNMA POOL CB4525						5% 01 Aug 2037						386,971												389,562
						FNMA POOL CB4526						5% 01 Sep 2037						1,095,664												1,101,962
						FNMA POOL CB4990						4.5% 01 Nov 2037						1,238,614												1,233,774
						FNMA POOL CB4991						4.5% 01 Oct 2037						655,463												652,799
						FNMA POOL CB4995						4.5% 01 Oct 2037						964,819												961,658
						FNMA POOL CB5005						5% 01 Oct 2037						967,993												978,176
						FNMA POOL CB5370						5.5% 01 Jan 2038						983,000												1,006,609
						FNMA POOL CB5372						5.5% 01 Jan 2038						938,000												957,404
						FNMA POOL CB5375						5.5% 01 Dec 2037						911,000												935,063
						FNMA POOL FM1543						1% 01 Nov 2048						—												0
						FNMA POOL FM5176						1% 01 Dec 2050						—												0
						FNMA POOL FM5292						1% 01 Aug 2050						—												0
						FNMA POOL FM5294						1% 01 Feb 2045						—												0
						FNMA POOL FM6863						1% 01 Apr 2051						—												0
						FNMA POOL FM9925						1% 01 Dec 2051						—												0
						FNMA POOL FS0026						1% 01 Nov 2051						—												0
						FNMA POOL FS0173						1% 01 Jan 2052						—												0
						FNMA POOL FS0209						1% 01 Jan 2052						—												0
						FNMA POOL FS0212						1% 01 Dec 2051						—												0
						FNMA POOL FS0316						1% 01 Nov 2041						—												0
						FNMA POOL FS0497						1% 01 Jan 2052						—												0
						FNMA POOL FS0598						1% 01 Dec 2051						—												0
						FNMA POOL FS0646						1% 01 Feb 2052						—												0
						FNMA POOL FS1133						1% 01 Oct 2051						—												0
						FNMA POOL FS1463						1% 01 May 2051						—												0
						FNMA POOL FS1522						1% 01 May 2052						—												0
						FNMA POOL MA2774						2% 01 Oct 2031						—												0
						FNMA POOL MA2845						2% 01 Dec 2031						—												0
						FNMA POOL MA3210						3.5% 01 Dec 2047						—												0
						FNMA POOL MA3238						3.5% 01 Jan 2048						—												0
						FNMA POOL MA3333						4% 01 Apr 2048						—												0
						FNMA POOL MA3415						4% 01 Jul 2048						—												0
						FNMA POOL MA3416						4.5% 01 Jul 2048						461,243												452,060
						FNMA POOL MA3448						5% 01 Aug 2048						16,184												16,188
						FNMA POOL MA3747						4.5% 01 Aug 2049						52,825												51,722
						FNMA POOL MA3891						3.5% 01 Jan 2040						—												0
						FNMA POOL MA3935						3.5% 01 Feb 2040						—												0
						FNMA POOL MA4465						2% 01 Nov 2051						69,060												56,342

432

---

						FNMA POOL MA4501						2% 01 Dec 2041						—												0
						FNMA POOL MA4586						2% 01 Apr 2042						—												0
						FNMA TBA 30 YR 2						2% 13 Jul 2053						(9,023,300)												(8,115,258)
						FNMA TBA 30 YR 2						2% 13 Jul 2053						9,023,300												8,115,258
						FNMA TBA 30 YR 2.5						2.5% 13 Jul 2053						1,353,300												1,261,396
						FNMA TBA 30 YR 2.5						2.5% 13 Jul 2053						(1,353,300)												(1,261,396)
						FNMA TBA 30 YR 3						3% 13 Jul 2053						2,733,700												2,633,682
						FNMA TBA 30 YR 3						3% 13 Jul 2053						(2,733,700)												(2,633,682)
						FNMA TBA 30 YR 3.5						3.5% 13 Jul 2053						4,405,000												4,361,734
						FNMA TBA 30 YR 3.5						3.5% 13 Jul 2053						(4,405,000)												(4,361,734)
						FNMA TBA 30 YR 4						4% 25 Jun 2052						4,325,000												4,057,326
						FNMA TBA 30 YR 4						4% 13 Jul 2053						(1,511,000)												(1,519,613)
						FNMA TBA 30 YR 4						4% 13 Jul 2053						1,511,000												1,519,613
						FNMA TBA 30 YR 4.5						4.5% 25 Jul 2052						(1,200,000)												(1,156,290)
						FNMA TBA 30 YR 4.5						4.5% 13 Feb 2053						1,200,000												1,156,248
						FNMA TBA 30 YR 5						5% 13 Jul 2053						465,000												476,044
						FNMA TBA 30 YR 5						5% 13 Jul 2053						(465,000)												(476,044)
						FORD CREDIT AUTO LEASE TRUST						2.78% 15 Oct 2024						609,490												603,092
						FORD CREDIT AUTO OWNER TRUST						5.27% 17 May 2027						1,220,000												1,231,735
						FREDDIE MAC						1% 15 May 2041						156,619												154,662
						FREDDIE MAC						1% 15 Aug 2046						275,727												269,094
						FREDDIE MAC						5.08% 25 Oct 2024						2,950,000												2,942,861
						FREDDIE MAC						4.05% 28 Aug 2025						2,500,000												2,451,125
						FREDDIE MAC SCRT						3.5% 25 Nov 2057						131,819												125,246
						FREDDIE MAC SCRT						3.5% 25 Aug 2058						298,815												281,717
						FRESB MULTIFAMILY MORTGAGE PAS						1% 25 Jan 2039						227,858												211,281
						GE HEALTHCARE TECH INC						5.6% 15 Nov 2025						1,360,000												1,369,357
						GENERAL MILLS INC						5.241% 18 Nov 2025						380,000												381,208
						GENERAL MOTORS FINL CO						3.95% 13 Apr 2024						87,000												85,384
						GENERAL MOTORS FINL CO						4.35% 09 Apr 2025						57,000												55,554
						GENERAL MOTORS FINL CO						5.1% 17 Jan 2024						1,352,000												1,347,971
						GENERAL MOTORS FINL CO						3.8% 07 Apr 2025						2,500,000												2,416,325
						GENERAL MOTORS FINL CO						6.05% 10 Oct 2025						1,000,000												1,018,320
						GILEAD SCIENCES INC						3.65% 01 Mar 2026						2,392,000												2,311,581
						GLOBAL PAYMENTS INC						1.5% 15 Nov 2024						2,900,000												2,699,175
						GLP CAPITAL LP / FIN II						5.375% 15 Apr 2026						243,000												239,610
						GNMA II POOL 004223						6.5% 20 Aug 2038						55,932												60,009
						GNMA II POOL 004292						6.5% 20 Nov 2038						34,791												37,309
						GNMA II POOL 004494						4% 20 Jul 2039						—												0
						GNMA II POOL 004598						4.5% 20 Dec 2039						3,237												3,236
						GNMA II POOL 004617						4.5% 20 Jan 2040						3,936												3,935
						GNMA II POOL 004636						4.5% 20 Feb 2040						3,238												3,237
						GNMA II POOL 004696						4.5% 20 May 2040						192												191
						GNMA II POOL 004771						4.5% 20 Aug 2040						7,095												7,093
						GNMA II POOL 004800						4% 20 Sep 2040						—												0
						GNMA II POOL 004838						6.5% 20 Oct 2040						60,330												63,955
						GNMA II POOL 004853						4% 20 Nov 2040						—												0
						GNMA II POOL 004922						4% 20 Jan 2041						—												0

433

---

						GNMA II POOL 004945						4% 20 Feb 2041						—												0
						GNMA II POOL 005018						5% 20 Apr 2041						12,246												12,477
						GNMA II POOL 005056						5% 20 May 2041						2,251												2,294
						GNMA II POOL 005083						5% 20 Jun 2041						27,672												28,201
						GNMA II POOL 005115						4.5% 20 Jul 2041						243,248												243,108
						GNMA II POOL 005116						5% 20 Jul 2041						12,806												13,052
						GNMA II POOL 783584						4.5% 20 Jul 2041						54,810												54,778
						GNMA II POOL 783590						4.5% 20 Jun 2041						76,681												76,637
						GNMA II POOL AI4166						4% 20 Aug 2044						—												0
						GNMA II POOL AI4167						4% 20 Aug 2044						—												0
						GNMA II POOL AQ0542						4% 20 Oct 2046						—												0
						GNMA II POOL AX4341						3.5% 20 Oct 2046						—												0
						GNMA II POOL AX4343						3.5% 20 Oct 2046						—												0
						GNMA II POOL AX4344						3.5% 20 Oct 2046						—												0
						GNMA II POOL AX4345						3.5% 20 Oct 2046						—												0
						GNMA II POOL BD0560						4.5% 20 Sep 2048						32,071												31,495
						GNMA II POOL MA0023						4% 20 Apr 2042						—												0
						GNMA II POOL MA1012						3.5% 20 May 2043						—												0
						GNMA II POOL MA2076						5% 20 Jul 2044						14,031												14,299
						GNMA II POOL MA3663						3.5% 20 May 2046						—												0
						GNMA II POOL MA3937						3.5% 20 Sep 2046						—												0
						GNMA II POOL MA4511						4% 20 Jun 2047						—												0
						GNMA II POOL MA5818						4.5% 20 Mar 2049						91,122												89,487
						GNMA II POOL MA6602						4.5% 20 Apr 2050						79,323												77,517
						GNMA II POOL MA6656						3% 20 May 2050						—												0
						GNMA II POOL MA6818						2% 20 Aug 2050						—												0
						GNMA II POOL MA6994						2% 20 Nov 2050						—												0
						GNMA II POOL MA7135						2% 20 Jan 2051						—												0
						GNMA II POOL MA7419						3% 20 Jun 2051						—												0
						GNMA II POOL MA7768						3% 20 Dec 2051						—												0
						GNMA POOL 462265						6% 15 Dec 2028						1,711												1,732
						GNMA POOL 492131						6% 15 Jan 2029						978												988
						GNMA POOL 492133						6% 15 Jan 2029						67												67
						GNMA POOL 492165						6% 15 Feb 2029						137												137
						GNMA POOL 615272						4.5% 15 Jul 2033						22,791												22,181
						GNMA POOL 616411						4.5% 15 May 2034						11,832												11,518
						GNMA POOL 646609						4.5% 15 Jul 2040						49,032												48,822
						GNMA POOL 685496						6.5% 15 Sep 2038						5,322												5,564
						GNMA POOL 697656						6.5% 15 Oct 2038						7,778												8,295
						GNMA POOL 728627						4.5% 15 Jan 2040						22,884												22,785
						GNMA POOL 732087						4.5% 15 May 2040						3,754												3,738
						GNMA POOL 745793						4.5% 15 Jul 2040						74,947												74,626
						GNMA POOL 759138						4% 15 Jan 2041						—												0
						GNMA POOL 762838						4% 15 Mar 2041						—												0
						GNMA POOL 780914						6% 15 Nov 2028						5,658												5,764
						GNMA POOL 782557						5% 15 Jan 2039						466,138												473,275
						GNMA POOL 782619						5% 15 Apr 2039						252,531												257,795
						GNMA POOL 782695						6.5% 15 Jun 2039						27,201												29,116

434

---

						GNMA POOL 782696						5% 15 Jun 2039						52,924												54,045
						GNMA POOL 782958						5% 15 May 2040						89,332												91,378
						GNMA POOL 783289						4.5% 15 Apr 2041						9,459												9,418
						GNMA POOL 783571						5% 15 Dec 2033						95,873												96,961
						GNMA POOL 783609						4.5% 15 Oct 2040						176,351												175,595
						GNMA POOL 783610						4.5% 15 Nov 2041						146,960												146,330
						GNMA POOL 784439						3% 15 Feb 2045						—												0
						GNMA POOL AD2334						3.5% 15 Apr 2043						—												0
						GNMA POOL BE0143						4% 15 Jan 2048						—												0
						GNMA POOL BE0204						4% 15 Jan 2048						—												0
						GNMA POOL BE4664						4% 15 Dec 2047						—												0
						GOLDMAN SACHS GROUP INC						1% 09 Dec 2026						850,000												751,324
						GOLDMAN SACHS GROUP INC						1% 12 Feb 2026						830,000												751,017
						GOLDMAN SACHS GROUP INC						1% 10 Sep 2024						3,530,000												3,397,731
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						25,050,443												25,050,443
						GS MORTGAGE SECURITIES TRUST						1% 15 Aug 2036						530,000												523,296
						HALEON UK CAPITAL PLC						3.125% 24 Mar 2025						300,000												286,191
						HCA INC						5.25% 15 Jun 2026						162,000												160,247
						HSBC HOLDINGS PLC						1% 11 Mar 2025						2,600,000												2,532,530
						HUMANA INC						3.85% 01 Oct 2024						1,600,000												1,569,280
						HUMANA INC						4.5% 01 Apr 2025						212,000												209,812
						HYUNDAI CAPITAL AMERICA						0.875% 14 Jun 2024						2,400,000												2,242,320
						HYUNDAI CAPITAL AMERICA						1.5% 15 Jun 2026						394,000												342,788
						HYUNDAI CAPITAL SERVICES						3.75% 05 Mar 2023						470,000												468,614
						ING GROEP NV						4.625% 06 Jan 2026						222,000												217,169
						JAPANESE YEN						FOREIGN CURRENCY						679,424												5,149
						JP MORGAN CHASE COMMERCIAL MOR						1% 15 Sep 2029						139,422												135,228
						JP MORGAN CHASE COMMERCIAL MOR						1% 15 Mar 2039						540,000												519,874
						JP MORGAN CHASE COMMERCIAL MOR						1% 15 Apr 2038						122,837												119,617
						JP MORGAN MORTGAGE TRUST						1% 25 Mar 2050						—												0
						JP MORGAN MORTGAGE TRUST						1% 25 May 2050						90,836												83,598
						JP MORGAN MORTGAGE TRUST						1% 25 Jun 2050						18,556												18,286
						JP MORGAN MORTGAGE TRUST						1% 25 Sep 2052						—												0
						JP MORGAN MORTGAGE TRUST						1% 25 Feb 2050						—												0
						JP MORGAN MORTGAGE TRUST						1% 25 Mar 2050						42,043												41,816
						JP MORGAN MORTGAGE TRUST						1% 25 May 2050						58,167												53,757
*						JPMORGAN CHASE + CO						1% 23 Apr 2024						1,085,000												1,078,056
*						JPMORGAN CHASE + CO						1% 23 Jul 2024						3,900,000												3,861,975
*						JPMORGAN CHASE + CO						1% 15 Oct 2025						259,000												243,898
*						JPMORGAN CHASE + CO						1% 13 Mar 2026						1,630,000												1,510,358
*						JPMORGAN CHASE + CO						1% 23 Jun 2025						2,600,000												2,423,616
*						JPMORGAN CHASE + CO						1% 10 Dec 2025						1,150,000												1,064,820
*						JPMORGAN CHASE + CO						1% 24 Feb 2026						406,000												382,095
*						JPMORGAN CHASE + CO						1% 26 Apr 2026						424,000												412,416
						JPN 10Y BOND(OSE) MAR23						XOSE 20230313						(200,000,000)												41,532
						KEYCORP						1% 23 May 2025						1,100,000												1,076,779
						KINDER MORGAN INC						3.15% 15 Jan 2023						242,000												241,797
						KLA CORP						4.65% 01 Nov 2024						49,000												48,939

435

---

						KNDL MORTGAGE TRUST						1% 15 May 2036						580,000												574,194
						KOMMUNINVEST I SVERIGE						4.625% 07 Aug 2024						1,000,000												996,720
						L3HARRIS TECH INC						3.85% 15 Dec 2026						196,000												187,472
						LEHMAN BROTHERS HOLDINGS						6.75% 28 Dec 2017						3,250,000												33
						LLOYDS BANKING GROUP PLC						4.05% 16 Aug 2023						800,000												794,464
						LLOYDS BANKING GROUP PLC						1% 11 May 2024						2,450,000												2,401,711
						MERCEDES BENZ FIN NA						0.75% 01 Mar 2024						2,400,000												2,280,768
						MERIT						1% 15 Jul 2038						600,000												578,919
						MF1 MULTIFAMILY HOUSING MORTGA						1% 15 Dec 2034						110,000												100,306
						MITSUBISHI UFJ FIN GRP						1% 11 Oct 2025						2,100,000												1,931,643
						MIZUHO FINANCIAL GROUP						1% 13 Sep 2025						525,000												496,015
						MORGAN STANLEY						4% 23 Jul 2025						2,122,000												2,075,486
						MORGAN STANLEY						1% 10 Dec 2026						1,606,000												1,410,309
						MORGAN STANLEY						1% 24 Apr 2024						2,510,000												2,495,367
						MORGAN STANLEY BAML TRUST						3.892% 15 Jun 2047						420,000												408,813
						MSDB TRUST						1% 11 Jul 2039						395,000												325,780
						MTN COMMERCIAL MORTGAGE TRUST						1% 15 Mar 2039						675,000												656,127
						MUFG BK LTD N Y BRH DISC COML						0.0000001% 27 Jan 2023						4,555,000												4,555,000
						NATWEST MARKETS PLC						0.8% 12 Aug 2024						1,650,000												1,532,025
						NAVIENT STUDENT LOAN TRUST						4% 15 Dec 2059						30,797												29,870
						NAVIENT STUDENT LOAN TRUST						4% 15 Dec 2059						298,506												284,655
						NAVIENT STUDENT LOAN TRUST						3.13% 15 Feb 2068						115,946												109,916
						NAVIENT STUDENT LOAN TRUST						1% 15 Nov 2068						323,499												317,870
						NAVIENT STUDENT LOAN TRUST						1% 15 Dec 2059						349,482												344,558
						NAVIENT STUDENT LOAN TRUST						1.22% 15 Jul 2069						477,425												435,678
						NAVIENT STUDENT LOAN TRUST						1% 15 Apr 2069						231,485												225,092
						NAVIENT STUDENT LOAN TRUST						0.84% 15 May 2069						96,997												83,787
						NAVIENT STUDENT LOAN TRUST						1% 15 Apr 2060						1,517,390												1,396,132
						NAVIENT STUDENT LOAN TRUST						0.97% 16 Dec 2069						1,199,487												1,008,899
						NAVIENT STUDENT LOAN TRUST						1.11% 18 Feb 2070						616,104												518,464
						NAVIENT STUDENT LOAN TRUST						1.58% 15 Apr 2070						290,862												248,797
						NAVIENT STUDENT LOAN TRUST						0.94% 15 Jul 2069						707,712												608,893
						NELNET STUDENT LOAN TRUST						1.36% 20 Apr 2062						689,966												608,281
						NELNET STUDENT LOAN TRUST						1% 20 Apr 2062						1,387,687												1,340,729
						NEXTERA ENERGY CAPITAL						4.45% 20 Jun 2025						1,300,000												1,285,479
						NISSAN MOTOR ACCEPTANCE						1.125% 16 Sep 2024						1,450,000												1,322,705
						NISSAN MOTOR ACCEPTANCE						1.85% 16 Sep 2026						1,535,000												1,284,381
						NISSAN MOTOR CO						3.522% 17 Sep 2025						241,000												224,212
						NTT FINANCE CORP						4.239% 25 Jul 2025						1,150,000												1,130,485
						NXP BV/NXP FDG/NXP USA						2.7% 01 May 2025						449,000												422,455
						NXP BV/NXP FDG/NXP USA						3.875% 18 Jun 2026						838,000												798,706
						OEKB OEST. KONTROLLBANK						4.625% 03 Nov 2025						705,000												708,729
						ONE GAS INC						1.1% 11 Mar 2024						1,014,000												972,892
						ONE NEW YORK PLAZA TRUST 2020						1% 15 Jan 2036						340,000												323,037
						ONSLOW BAY FINANCIAL LLC						1% 25 Feb 2052						265,537												220,603
						ORACLE CORP						3.25% 15 Nov 2027						326,000												300,015
						ORACLE CORP						2.5% 01 Apr 2025						559,000												527,394
						ORACLE CORP						2.8% 01 Apr 2027						1,254,000												1,145,617

436

---

						ORACLE CORP						5.8% 10 Nov 2025						325,000												332,254
						PENSKE TRUCK LEASING/PTL						2.7% 01 Nov 2024						273,000												257,750
						PFS FINANCING CORP.						0.71% 15 Apr 2026						410,000												385,781
						PHILIP MORRIS INTL INC						5% 17 Nov 2025						355,000												357,123
						PKHL COMMERCIAL MORTGAGE TRUST						1% 15 Jul 2038						904,000												838,316
						POUND STERLING						FOREIGN CURRENCY						(2)												(2)
						PROTECTIVE LIFE GLOBAL						3.218% 28 Mar 2025						410,000												390,857
						PSP CAPITAL INC						1% 03 Mar 2025						1,000,000												995,950
						RELX CAPITAL INC						3.5% 16 Mar 2023						130,000												129,505
						REPUBLIC OF INDONESIA						7.75% 17 Jan 2038						116,000												139,884
						REPUBLIC OF INDONESIA						4.1% 24 Apr 2028						69,000												67,969
						REPUBLIC OF INDONESIA						2.85% 14 Feb 2030						70,000												63,006
						REPUBLIC OF INDONESIA						2.15% 28 Jul 2031						300,000												250,638
						REPUBLIC OF PANAMA						2.252% 29 Sep 2032						250,000												186,115
						REPUBLIC OF PERU						2.783% 23 Jan 2031						165,000												137,415
						REPUBLIC OF PHILIPPINES						1.648% 10 Jun 2031						200,000												160,406
						REPUBLIC OF PHILIPPINES						1.95% 06 Jan 2032						110,000												90,063
						REYNOLDS AMERICAN INC						4.45% 12 Jun 2025						2,750,000												2,692,388
						ROGERS COMMUNICATIONS IN						2.95% 15 Mar 2025						1,450,000												1,382,807
						RYDER SYSTEM INC						4.625% 01 Jun 2025						214,000												209,812
						RYDER SYSTEM INC						3.35% 01 Sep 2025						220,000												208,886
						SCHOLAR FUNDING TRUST						1% 28 Oct 2043						538,653												522,037
						SHIRE ACQ INV IRELAND DA						2.875% 23 Sep 2023						2,100,000												2,063,250
						SKANDINAVISKA ENSKILDA						0.65% 09 Sep 2024						1,050,000												971,691
						SMB PRIVATE EDUCATION LOAN TRU						1% 15 Sep 2034						308,995												305,934
						SMB PRIVATE EDUCATION LOAN TRU						1% 15 Jan 2053						1,042,789												990,904
						SMB PRIVATE EDUCATION LOAN TRU						1% 15 Feb 2036						636,356												619,655
						SMB PRIVATE EDUCATION LOAN TRU						2.23% 15 Sep 2037						553,652												505,970
						SMB PRIVATE EDUCATION LOAN TRU						1.29% 15 Jul 2053						387,429												342,117
						SMB PRIVATE EDUCATION LOAN TRU						2.85% 16 Nov 2054						756,876												684,036
						SMB PRIVATE EDUCATION LOAN TRU						1% 15 Oct 2035						109,323												107,786
						SMB PRIVATE EDUCATION LOAN TRU						1% 15 Jun 2037						258,322												251,419
						SMB PRIVATE EDUCATION LOAN TRU						3.94% 16 Feb 2055						494,313												456,706
						SOCIAL PROFESSIONAL LOAN PROGR						1.95% 15 Feb 2046						141,065												127,704
						SOCIAL PROFESSIONAL LOAN PROGR						2.84% 25 Jan 2041						310,392												298,680
						SOUTHERN CAL EDISON						1.1% 01 Apr 2024						3,100,000												2,947,387
						SRY6GY1F4 IRS USD P V 12MSOFR						1% 30 Sep 2024						(9,680,000)												(9,680,000)
						SRY6GY1F4 IRS USD R F 3.66000						3.66% 30 Sep 2024						9,680,000												9,534,108
						SUNTORY HOLDINGS LTD						2.25% 16 Oct 2024						200,000												187,510
						SWAP BANK OF AMERICA BOC						SWAP CASH COLLATERAL USD						(133,630)												(133,630)
						SWAP BANK OF AMERICA BOC						SWAP CASH COLLATERAL USD						133,630												133,630
						SWAP CCPC GOLDMAN SACHS COC						SWAP CCPC CASH COLLATERAL						239,000												239,000
						SWAP CCPC GOLDMAN SACHS COC						SWAP CCPC CASH COLLATERAL						(94,000)												(94,000)
						SWAP JP MORGAN COC						SWAP CASH COLLATERAL USD						9,000												9,000
						SWEDBANK AB						3.356% 04 Apr 2025						1,550,000												1,485,815
						SYNCHRONY FINANCIAL						3.7% 04 Aug 2026						152,000												140,354

437

---

						TAUBMAN CENTERS COMMERCIAL MOR						1% 15 May 2037						410,000												397,830
						TENCENT HOLDINGS LTD						2.985% 19 Jan 2023						402,000												401,638
						TEXAS ELECTRIC MKT STABL						4.265% 01 Aug 2036						231,000												220,787
						TORONTO DOMINION BANK						0.75% 11 Sep 2025						1,720,000												1,539,366
						TORONTO DOMINION BANK						4.285% 13 Sep 2024						1,145,000												1,131,615
						TOYOTA MOTOR CREDIT CORP						5.4% 10 Nov 2025						1,250,000												1,270,188
						TRANSCONT GAS PIPE LINE						7.85% 01 Feb 2026						328,000												350,511
						TSY INFL IX N/B						0.625% 15 Jan 2024						5,931,851												5,811,035
						TSY INFL IX N/B						0.125% 15 Jan 2023						—												0
						UBS GROUP AG						1% 05 Aug 2025						3,370,000												3,316,788
						UNITED MEXICAN STATES						1.45% 25 Oct 2033						760,000												574,842
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						1,800,000												(3,369)
						US 10YR ULTRA FUT MAR23						XCBT 20230322						(2,700,000)												77,912
						US 2YR NOTE (CBT) MAR23						XCBT 20230331						122,600,000												81,152
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						(10,300,000)												47,266
						US BANCORP						3.1% 27 Apr 2026						41,000												38,799
						US DOLLAR												(376,707)												(376,707)
						US LONG BOND(CBT) MAR23						XCBT 20230322						(1,600,000)												(1,500)
						US TREASURY N/B						2.375% 29 Feb 2024						2,270,000												2,210,945
						US TREASURY N/B						2.75% 15 Feb 2024						2,895,000												2,831,898
						US TREASURY N/B						2.125% 31 Mar 2024						95,000												92,020
						US TREASURY N/B						2% 31 May 2024						100												96
						US TREASURY N/B						1.75% 31 Jul 2024						285,000												272,620
						US TREASURY N/B						1.25% 31 Aug 2024						4,680,000												4,431,741
						US TREASURY N/B						1.75% 31 Dec 2024						2,285,000												2,169,590
						US TREASURY N/B						1.375% 31 Jan 2025						2,045,000												1,921,980
						US TREASURY N/B						1.125% 28 Feb 2025						1,011,000												944,100
						US TREASURY N/B						0.25% 30 Jun 2025						1,290,000												1,169,163
						US TREASURY N/B						0.125% 15 Jul 2023						15,300,800												14,929,636
						US TREASURY N/B						0.25% 31 Jul 2025						3,430,000												3,096,915
						US TREASURY N/B						0.125% 15 Aug 2023						15,000,000												14,577,539
						US TREASURY N/B						0.125% 15 Feb 2024						2,115,000												2,009,333
						US TREASURY N/B						0.25% 15 Mar 2024						2,340,000												2,218,704
						US TREASURY N/B						0.125% 30 Jun 2023						5,000												4,889
						US TREASURY N/B						0.25% 30 Sep 2023						15,000,000												14,509,570
						US TREASURY N/B						0.375% 31 Oct 2023						30,000,000												28,928,906
						US TREASURY N/B						0.5% 30 Nov 2023						38,300,000												36,848,789
						US TREASURY N/B						1.125% 15 Jan 2025						2,522,000												2,360,631
						US TREASURY N/B						1.5% 29 Feb 2024						31,615,000												30,478,836
						US TREASURY N/B						1.75% 15 Mar 2025						2,595,000												2,452,680
						US TREASURY N/B						2.875% 15 Jun 2025						14,500,000												14,020,820
						US TREASURY N/B						3% 30 Jun 2024						4,310,200												4,206,823
						US TREASURY N/B						3% 15 Jul 2025						38,600,000												37,417,875
						US TREASURY N/B						3.125% 15 Aug 2025						30,050,000												29,200,148
						US TREASURY N/B						3.5% 15 Sep 2025						12,650,000												12,409,848
						US TREASURY N/B						4.5% 15 Nov 2025						9,240,000												9,307,134
						US ULTRA BOND CBT MAR23						XCBT 20230322						(100,000)												11,304
						VERIZON COMMUNICATIONS						0.85% 20 Nov 2025						1,485,000												1,326,224

438

---

						VICI PROPERTIES / NOTE						4.25% 01 Dec 2026						161,000												149,962
						VICI PROPERTIES / NOTE						4.625% 15 Jun 2025						32,000												30,681
						VICI PROPERTIES LP						4.375% 15 May 2025						35,000												34,084
						VISTRA OPERATIONS CO LLC						5.125% 13 May 2025						595,000												582,684
						WELLS FARGO + COMPANY						1% 30 Oct 2025						1,550,000												1,468,579
						WELLS FARGO + COMPANY						1% 25 Apr 2026						776,000												753,496
						WELLS FARGO + COMPANY						1% 15 Aug 2026						565,000												554,468
						WELLS FARGO COMMERCIAL MORTGAG						1% 15 Dec 2059						2,180,324												57,935
						WESTLAKE CORP						0.875% 15 Aug 2024						282,000												262,068
						WF RBS COMMERCIAL MORTGAGE TRU						3.752% 15 Sep 2057						395,000												381,414
												Sub-Total: Fund 5710 1 of 15												Total						$	580,598,242

439

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						1166 AVENUE OF THE AMERICAS CO						5.689% 13 Oct 2037						1,000,000												$	945,995
						1211 AVENUE OF THE AMERICAS TR						3.9% 10 Aug 2035						1,400,000												1,300,598
						ALABAMA POWER CO						1.45% 15 Sep 2030						1,100,000												859,958
						AMERICAN HOMES 4 RENT						4.25% 15 Feb 2028						1,800,000												1,668,024
						AMERICAN HOMES 4 RENT						4.9% 15 Feb 2029						1,500,000												1,421,925
						AMERICAN WATER CAPITAL C						3.45% 01 Jun 2029						1,600,000												1,461,600
						AMGEN INC						4.875% 01 Mar 2053						1,400,000												1,252,860
						AREIT CRE TRUST						1% 17 Nov 2038						4,565,278												4,364,068
						AREIT CRE TRUST						1% 16 Jan 2037						2,661,921												2,558,354
						ARROW ELECTRONICS INC						3.875% 12 Jan 2028						1,000,000												912,180
						AT+T INC						4.85% 01 Mar 2039						900,000												809,955
						AT+T INC						2.75% 01 Jun 2031						1,500,000												1,248,540
						AVALONBAY COMMUNITIES						1.9% 01 Dec 2028						1,400,000												1,173,410
						AVANGRID INC						3.8% 01 Jun 2029						1,400,000												1,274,294
						AVON FINANCE						1% 20 Sep 2048						983,783												1,176,909
						BANC OF AMERICA MERRILL LYNCH						1% 15 Sep 2038						1,400,000												1,338,646
						BANC OF AMERICA SEURITIES LLC						TBA CASH COLLATERAL USD						500,000												500,000
						BANCO SANTANDER SA						1% 24 Mar 2028						1,600,000												1,484,272
						BANK OF AMERICA CORP						1% 07 Feb 2030						1,600,000												1,457,088
						BANK OF AMERICA CORP						1% 29 Apr 2031						1,800,000												1,472,670
						BANK OF IRELAND GROUP						1% 16 Sep 2026						1,200,000												1,192,932
						BANK OF NOVA SCOTIA						2.951% 11 Mar 2027						1,700,000												1,567,910
						BANQUE FED CRED MUTUEL						3.75% 20 Jul 2023						500,000												496,155
						BARCLAYS PLC						1% 16 May 2024						1,400,000												1,389,962
						BARCLAYS PLC						1% 02 Nov 2026						600,000												622,650
						BARCLAYS PLC						1% 02 Nov 2028						500,000												521,005
						BAYER US FINANCE II LLC						4.25% 15 Dec 2025						2,100,000												2,041,053
						BAYER US FINANCE II LLC						4.375% 15 Dec 2028						1,600,000												1,507,408
						BBCCRE TRUST						3.966% 10 Aug 2033						2,200,000												2,075,026
						BENCHMARK MORTGAGE TRUST						1% 15 Jan 2055						1,500,000												1,299,162
						BGC PARTNERS INC						5.375% 24 Jul 2023						1,100,000												1,095,259
						BIG COMMERCIAL MORTGAGE TRUST						1% 15 Feb 2039						1,200,000												1,147,647
						BLACK HILLS CORP						2.5% 15 Jun 2030						1,500,000												1,208,850
						BNP PARIBAS						1% 19 Nov 2025						1,500,000												1,419,510
						BOSTON GAS COMPANY						3.15% 01 Aug 2027						300,000												271,785
						BPCE SA						1% 19 Jul 2033						1,300,000												1,243,177
						BRAZILIAN REAL						FOREIGN CURRENCY						426,112												80,707
						BRITISH AIR 20 1 A PTT						4.25% 15 May 2034						590,922												535,163
						BROADCOM INC						3.137% 15 Nov 2035						1,660,000												1,226,458
						BROADCOM INC						4.926% 15 May 2037						897,000												787,557
						BSPRT ISSUER, LTD.						1% 15 Dec 2038						1,200,000												1,146,445
						BWU01BQZ7 IRS JPY P F .45000						0.45% 15 Dec 2051						(57,000,000)												(339,332)

440

---

						BWU01BQZ7 IRS JPY R V 12MTONAR						1% 15 Dec 2051						57,000,000												431,998
						BWU01E2M6 IRS JPY P F .75000						0.75% 20 Mar 2038						(99,000,000)												(708,325)
						BWU01E2M6 IRS JPY R V 06MTONA						1% 20 Mar 2038						99,000,000												750,313
						BWU01G209 IRS JPY P F .63250						0.632% 08 Feb 2052						(30,000,000)												(188,558)
						BWU01G209 IRS JPY R V 12MTONAR						1% 08 Feb 2052						30,000,000												227,367
						BWU01G324 IRS JPY P F .66990						0.669% 09 Feb 2052						(53,000,000)												(336,807)
						BWU01G324 IRS JPY R V 12MTONAR						1% 09 Feb 2052						53,000,000												401,683
						BWU01GJD3 IRS JPY P F .50000						0.5% 15 Mar 2042						(548,000,000)												(3,631,907)
						BWU01GJD3 IRS JPY R V 12MTONAR						1% 15 Mar 2042						548,000,000												4,153,246
						BWU01HIX8 IRS JPY P F .80000						0.8% 15 Jun 2052						(60,000,000)												(395,066)
						BWU01HIX8 IRS JPY R V 12MTONAR						1% 15 Jun 2052						60,000,000												454,735
						BWU01I4K9 IRS JPY P F .66200						0.662% 19 Apr 2042						(12,000,000)												(82,026)
						BWU01I4K9 IRS JPY R V 12MTONAR						1% 19 Apr 2042						12,000,000												90,947
						BWU01JHW7 IRS USD P F 2.00000						2% 21 Dec 2032						(2,500,000)												(2,183,642)
						BWU01JHW7 IRS USD R V 12MSOFR						1% 21 Dec 2032						2,500,000												2,500,000
						BWU01JI06 IRS USD P F 1.75000						1.75% 21 Dec 2052						(6,800,000)												(4,976,098)
						BWU01JI06 IRS USD R V 12MSOFR						1% 21 Dec 2052						6,800,000												6,800,000
						BWU01KSD4 IRS GBP P F 2.00000						2% 15 Mar 2053						(1,600,000)												(1,420,301)
						BWU01KSD4 IRS GBP R V 12MSONIA						1% 15 Mar 2053						1,600,000												1,924,641
						BX TRUST						1% 15 Oct 2038						1,019,387												978,914
						BX TRUST						1% 17 Jan 2039						1,200,000												1,149,645
						CADILLAC FAIRVIEW PRP TR						3.875% 20 Mar 2027						700,000												641,949
						CALIFORNIA ST HLTH FACS FING A						4.19% 01 Jun 2037						1,300,000												1,162,710
						CALIFORNIA ST HLTH FACS FING A						1.979% 01 Jun 2030						3,000,000												2,418,168
						CANADA SQUARE MORTGAGE FUNDING						1% 17 Jan 2059						977,779												1,120,043
						CANADIAN DOLLAR						FOREIGN CURRENCY						275,498												203,327
						CARMAX AUTO OWNER TRUST						3.81% 15 Sep 2025						1,300,000												1,287,948
						CCCSNTUS5 FWBC USD						FORWARDS CS CASH COLLATERAL						(2,550,000)												(2,550,000)
						CCSALHUS5 CITI GROUP CCPC						CCSALHUS5 CITI GROUP CCPC						1,139,000												1,139,000
						CH ROBINSON WORLDWIDE						4.2% 15 Apr 2028						1,500,000												1,420,095
						CITIBANK CASH COLL CCP						CCSALCUS6 CCP CASH COLL						685,000												685,000
						CITIGROUP COMMERCIAL MORTGAGE						3.251% 10 May 2035						3,200,000												2,956,594
						CITIGROUP COMMERCIAL MORTGAGE						3.431% 10 Jun 2048						1,708,608												1,666,088
						CITIGROUP REPO						4.32% 03 Jan 2023						19,400,000												19,400,000
						COLONY MORTGAGE CAPITAL LTD						1% 15 Nov 2038						4,100,000												3,912,288
						COMM MORTGAGE TRUST						3.178% 10 Feb 2035						1,130,000												1,038,162
						COMM MORTGAGE TRUST						4.228% 10 May 2051						2,100,000												1,989,431
						COMMONSPIRIT HEALTH						6.073% 01 Nov 2027						900,000												920,727
						COMMUNITY PRESERVATION C						2.867% 01 Feb 2030						1,400,000												1,219,848
						CREDIT SUISSE GROUP AG						1% 01 Apr 2031						500,000												389,610
						CREDIT SUISSE GROUP AG						1% 11 Aug 2028						500,000												456,030
						CREDIT SUISSE MORTGAGE TRUST						3.565% 15 Dec 2049						746,295												719,913
						CREDIT SUISSE MORTGAGE TRUST						2.256% 15 Aug 2037						1,759,174												1,582,842
						CRH AMERICA FINANCE INC						4.5% 04 Apr 2048						1,000,000												826,090
						CSAIL COMMERCIAL MORTGAGE TRUS						3.448% 15 Aug 2048						611,041												595,437
						CURRENCY CONTRACT						USD/EUR						—												(1,087)

441

---

						CURRENCY CONTRACT						EUR/USD						—												653
						CURRENCY CONTRACT						USD/EUR						—												(29,242)
						CURRENCY CONTRACT						USD/EUR						—												(3,116)
						CURRENCY CONTRACT						USD/GBP						—												29,405
						CURRENCY CONTRACT						USD/JPY						—												(8,729)
						DALLAS FORT WORTH TX INTERNATI						1.649% 01 Nov 2026						1,500,000												1,322,091
						DALLAS FORT WORTH TX INTERNATI						4.507% 01 Nov 2051						1,600,000												1,452,477
						DANISH KRONE						FOREIGN CURRENCY						1,950												280
						DELL INT LLC / EMC CORP						5.45% 15 Jun 2023						400,000												400,052
						DEUTSCHE BANK AG						2.625% 16 Dec 2024						1,200,000												1,341,340
						DEUTSCHE BANK NY						1% 16 Nov 2027						1,400,000												1,190,910
						DISCOVERY COMMUNICATIONS						4.65% 15 May 2050						1,100,000												759,561
						EDISON INTERNATIONAL						6.95% 15 Nov 2029						1,200,000												1,259,196
						ELECTRONIC ARTS INC						1.85% 15 Feb 2031						1,500,000												1,184,250
						ENEL FINANCE AMERICA LLC						7.1% 14 Oct 2027						1,600,000												1,662,944
						ENEL FINANCE INTL NV						7.5% 14 Oct 2032						700,000												744,051
						ENTERGY LOUISIANA LLC						3.12% 01 Sep 2027						2,200,000												2,030,952
						ENTERGY MISSISSIPPI LLC						2.85% 01 Jun 2028						1,700,000												1,512,286
						EPR PROPERTIES						4.95% 15 Apr 2028						1,700,000												1,445,340
						EQUITABLE HOLDINGS INC						5% 20 Apr 2048						1,000,000												881,470
						EQUS 2021 EQAZ MORTGAGE TRUST						1% 15 Oct 2038						1,199,976												1,155,383
						ERP OPERATING LP						4.15% 01 Dec 2028						1,400,000												1,320,088
						EURO BUND FUTURE MAR23						XEUR 20230308						(16,600,000)												1,518,088
						EURO CURRENCY						FOREIGN CURRENCY						1,462,550												1,560,906
						EURO-OAT FUTURE MAR23						XEUR 20230308						(300,000)												28,346
						FAIRFAX FINL HLDGS LTD						4.85% 17 Apr 2028						1,300,000												1,232,998
						FANNIE MAE						6.5% 25 Feb 2023						73												73
						FANNIE MAE						7.5% 20 Sep 2027						102,258												105,587
						FANNIE MAE						6.5% 25 Jul 2029						135,632												138,668
						FANNIE MAE						6.5% 25 Sep 2029						206,656												212,392
						FANNIE MAE						1% 25 May 2036						798,736												788,796
						FANNIE MAE						1% 25 Nov 2036						955,928												938,280
						FANNIE MAE						7% 25 Jul 2039						76,205												81,775
						FANNIEMAE WHOLE LOAN						6.5% 25 Jun 2028						10,592												10,590
						FED HM LN PC POOL 1J1214						1% 01 Sep 2035						21,460												21,115
						FED HM LN PC POOL 1J1219						1% 01 Oct 2035						93,864												92,995
						FED HM LN PC POOL 781923						1% 01 Sep 2034						252,230												254,306
						FED HM LN PC POOL 785867						1% 01 Dec 2026						9,379												9,228
						FED HM LN PC POOL 789758						1% 01 Sep 2032						10,457												10,420
						FED HM LN PC POOL 789777						1% 01 Sep 2032						7,905												7,910
						FED HM LN PC POOL 848812						1% 01 Oct 2039						456,673												453,118
						FED HM LN PC POOL C91256						5% 01 Jun 2029						11,220												11,166
						FED HM LN PC POOL Q47083						3.5% 01 Apr 2047						2,361,237												2,207,975
						FED HM LN PC POOL Q47482						3.5% 01 Apr 2047						2,510,270												2,347,335
						FED HM LN PC POOL SB0257						4% 01 Nov 2033						136,995												134,451
						FEDERAL HOME LOAN BANK						1.115% 26 Feb 2027						9,200,000												8,031,140

442

---

						FEDERAL HOME LOAN BANK						0.96% 05 Mar 2026						6,100,000												5,435,649
						FEDERAL HOME LOAN BANK						1% 06 Jan 2023						4,200,000												4,199,874
						FEDERAL HOME LOAN BANK						1% 06 Jan 2023						4,700,000												4,699,953
						FEDERAL HOME LOAN BANK						1% 10 Jan 2023						4,800,000												4,799,856
						FHLMC MULTIFAMILY STRUCTURED P						2.864% 25 Oct 2026						6,921,826												6,678,096
						FIFTH THIRD BANCORP						1% 27 Oct 2028						900,000												927,819
						FIFTH THIRD BANK						1% 27 Oct 2025						900,000												909,045
						FIRSTENERGY TRANSMISSION						4.35% 15 Jan 2025						1,700,000												1,653,947
						FLORIDA ST BRD OF ADMIN FIN CO						1.705% 01 Jul 2027						1,500,000												1,294,370
						FNMA POOL 257238						5% 01 Jun 2028						31,023												30,828
						FNMA POOL 450838						5.5% 01 Dec 2028						757												767
						FNMA POOL 457274						1% 01 Oct 2028						604												597
						FNMA POOL 559810						1% 01 Aug 2040						26,885												26,464
						FNMA POOL 735764						1% 01 Jul 2035						99,967												100,243
						FNMA POOL 735965						1% 01 Oct 2035						14,384												14,267
						FNMA POOL 745390						1% 01 Feb 2036						488,937												483,682
						FNMA POOL 783610						1% 01 Jun 2035						323,942												324,060
						FNMA POOL 814000						6% 01 Jun 2035						46,168												48,304
						FNMA POOL 822101						1% 01 May 2035						106,284												104,855
						FNMA POOL 826129						1% 01 Jul 2035						37,652												36,911
						FNMA POOL 844532						1% 01 Nov 2035						42,813												42,887
						FNMA POOL 874959						6.2% 01 Nov 2037						—												0
						FNMA POOL 890362						1% 01 Aug 2041						533,749												531,160
						FNMA POOL 897717						1% 01 Aug 2036						3,590												3,614
						FNMA POOL 899601						5.5% 01 Jul 2047						930,574												966,631
						FNMA POOL 902551						6% 01 Nov 2036						2,349												2,459
						FNMA POOL AA7916						4% 01 Mar 2039						6,061												5,875
						FNMA POOL AB9136						2.5% 01 Apr 2043						44,498												39,080
						FNMA POOL AE8349						6% 01 Aug 2037						9,970												10,423
						FNMA POOL AK0730						1% 01 Feb 2042						69,536												69,741
						FNMA POOL AL2815						1% 01 May 2035						60,641												61,151
						FNMA POOL AL5548						1% 01 May 2038						408,962												407,845
						FNMA POOL AL6447						1% 01 Jan 2026						445												439
						FNMA POOL AL7183						1% 01 Jan 2036						141,701												142,550
						FNMA POOL AL8922						1% 01 May 2030						374,967												361,707
						FNMA POOL AL9380						1% 01 Apr 2031						664,940												630,392
						FNMA POOL AR5180						3% 01 Jul 2043						1,166,755												1,057,829
						FNMA POOL AS1410						3% 01 Jan 2029						190,939												184,159
						FNMA POOL AS4168						4% 01 Dec 2044						72,608												69,883
						FNMA POOL AS5715						3% 01 Sep 2030						218,497												207,145
						FNMA POOL AS7603						4% 01 Jul 2046						753,925												720,329
						FNMA POOL AX7911						3% 01 Jan 2045						131,931												119,833
						FNMA POOL AZ8086						3.5% 01 Jul 2045						215,314												199,629
						FNMA POOL BE2092						3.5% 01 Dec 2046						166,423												154,068
						FNMA POOL BM1447						1% 01 Jul 2047						6,505,803												6,077,738
						FNMA POOL CB2894						3% 01 Feb 2052						3,701,537												3,259,625

443

---

						FNMA POOL MA0184						5% 01 Sep 2029						219,029												217,534
						FNMA TBA 30 YR 3						3% 25 Feb 2052						75,500,000												66,329,544
						FNMA TBA 30 YR 3.5						3.5% 13 Feb 2053						6,900,000												6,273,570
						FNMA TBA 30 YR 4						4% 13 Mar 2053						34,600,000												32,467,810
						FNMA TBA 30 YR 4.5						4.5% 13 Feb 2053						8,300,000												7,997,382
						FNMA TBA 30 YR 5						5% 25 Jul 2052						8,000,000												7,888,896
						FREDDIE MAC						6.5% 15 Feb 2026						41,345												41,432
						FREDDIE MAC						6% 15 Jul 2023						9,365												9,346
						FREDDIE MAC						6% 15 Dec 2028						74,354												75,015
						FREDDIE MAC						1% 15 Nov 2042						1,002,641												997,335
						FREDDIE MAC						1% 15 Oct 2043						525,764												507,230
						FREDDIE MAC						1% 15 Aug 2040						454,651												441,400
						FREDDIE MAC						1% 15 Oct 2040						451,178												438,772
						FREDDIE MAC						5.5% 15 Nov 2032						472,206												476,409
						FREDDIE MAC						1% 15 May 2037						221,648												217,741
						FUTURES USD CITI COC						CASH COLLATERAL						1,397,000												1,397,000
						GEORGIA POWER CO						3.25% 15 Mar 2051						1,000,000												692,990
						GLOBE LIFE INC						2.15% 15 Aug 2030						1,300,000												1,029,249
						GNMA II POOL 002910						8.5% 20 Apr 2030						440												472
						GNMA II POOL 002947						8.5% 20 Jul 2030						255												272
						GNMA II POOL 003029						8.5% 20 Jan 2031						1,849												1,988
						GNMA II POOL 780840						8.5% 20 Jul 2028						2,593												2,691
						GNMA II POOL MA5399						4.5% 20 Aug 2048						816,688												802,029
						GNMA II POOL MA5652						4.5% 20 Dec 2048						211,199												207,408
						GNMA POOL 783473						3.5% 15 Nov 2041						282,818												265,528
						GNMA POOL AL1543						3% 15 May 2045						196,662												177,148
						GNMA POOL BT3503						4% 15 Feb 2050						91,714												87,366
						GOLDMAN SACH AND CO						TBA CASH COLLATERAL						(280,000)												(280,000)
						GOODMAN US FIN FOUR						4.5% 15 Oct 2037						700,000												581,000
						GS MORTGAGE SECURITIES TRUST						3.621% 10 Oct 2035						1,400,000												1,285,782
						GS MORTGAGE SECURITIES TRUST						3.467% 10 Jun 2047						547,601												538,689
						GS MORTGAGE SECURITIES TRUST						2.855% 10 May 2034						1,000,000												944,787
						GS MORTGAGE SECURITIES TRUST						1% 15 Aug 2039						2,600,000												2,617,243
						HANWHA LIFE INSURANCE						1% 04 Feb 2032						1,400,000												1,162,070
						HONG KONG						2.5% 28 May 2024						1,600,000												1,553,728
						HOST HOTELS + RESORTS LP						3.875% 01 Apr 2024						900,000												879,048
						HSBC HOLDINGS PLC						1% 03 Nov 2028						900,000												946,098
						HUNDRED ACRE WOOD TRUST						1% 25 Oct 2051						1,232,512												1,123,244
						HUNDRED ACRE WOOD TRUST						1% 25 Dec 2051						1,296,420												1,123,915
						JACKSON NATL LIFE GLOBAL						1% 28 Jun 2024						1,000,000												1,005,290
						JAPANESE YEN						FOREIGN CURRENCY						(31,389,848)												(237,901)
						JP MORGAN MORTGAGE TRUST						1% 25 May 2050						778,154												668,423
						JP MORGAN SEC INC						TBA CASH COLLATERAL						1,263,000												1,263,000
						JPMBB COMMERCIAL MORTGAGE SECU						3.017% 15 Feb 2048						909,780												879,568
*						JPMORGAN CHASE + CO						1% 01 Jun 2028						1,800,000												1,574,514
						JPN 10Y BOND(OSE) MAR23						XOSE 20230313						(900,000,000)												185,201

444

---

						JPN BANK FOR INT L COOP						2.875% 21 Jul 2027						1,000,000												931,420
						KILROY REALTY LP						4.375% 01 Oct 2025						2,300,000												2,232,426
						LEHMAN BROTHERS HOLDINGS						6.75% 28 Dec 2017						3,100,000												31
						LIFE STORAGE LP						3.875% 15 Dec 2027						1,800,000												1,669,500
						LLOYDS BANK PLC						1% 02 Apr 2032						1,400,000												850,836
						LLOYDS BANKING GROUP PLC						1% 18 Mar 2028						1,300,000												1,200,303
						LOANCORE 2021 CRE6 ISSUER, LTD						1% 15 Nov 2038						1,000,000												955,378
						LOANCORE 2022 CRE7 ISSUER LTD.						1% 17 Jan 2037						1,200,000												1,156,444
						LOUISIANA LOC GOVT ENVRNMNTL F						4.275% 01 Feb 2036						2,600,000												2,401,348
						LOUISIANA ST LOCAL GOVT ENVRNM						4.145% 01 Feb 2033						1,300,000												1,229,774
						MANHATTAN WEST						2.13% 10 Sep 2039						1,500,000												1,282,245
						MASCO CORP						3.5% 15 Nov 2027						1,900,000												1,761,623
						MEXICAN PESO (NEW)						FOREIGN CURRENCY						315												16
						MF1 MULTIFAMILY HOUSING MORTGA						1% 16 Oct 2036						1,000,000												956,746
						MIZUHO FINANCIAL GROUP						1% 13 Sep 2030						1,700,000												1,423,053
						MONONGAHELA POWER CO						3.55% 15 May 2027						2,000,000												1,883,500
						MORGAN STANLEY BAML TRUST						3.732% 15 May 2048						2,500,000												2,383,404
						MORGAN STANLEY CAP SVCS COC						SWAP CASH COLLATERAL USD						94,000												94,000
						MORGAN STANLEY CAPITAL I TRUST						3.337% 15 Dec 2049						2,163,699												2,012,311
						MORGAN STANLEY CAPITAL I TRUST						1% 15 Dec 2038						1,400,000												1,334,978
						NATIONAL RETAIL PROP INC						3.5% 15 Oct 2027						1,500,000												1,362,465
						NATIONAL RETAIL PROP INC						4.3% 15 Oct 2028						1,500,000												1,395,105
						NATIONWIDE BLDG SOCIETY						1% 01 Aug 2024						1,500,000												1,480,815
						NAVIENT STUDENT LOAN TRUST						1% 25 Mar 2066						1,051,372												1,027,335
*						NEW YORK LIFE GLOBAL FDG						1.2% 07 Aug 2030						1,400,000												1,074,570
						NEW YORK ST URBAN DEV CORP REV						1.877% 15 Mar 2030						2,000,000												1,597,622
						NEW ZEALAND DOLLAR						FOREIGN CURRENCY						467												295
						NEXTERA ENERGY CAPITAL						2.25% 01 Jun 2030						1,800,000												1,486,314
						NIAGARA MOHAWK POWER						4.278% 15 Dec 2028						600,000												554,574
						NISSAN MOTOR CO						4.81% 17 Sep 2030						1,300,000												1,107,067
						NOMURA HOLDINGS INC						3.103% 16 Jan 2030						1,700,000												1,419,194
						NORTHERN STATES PWR MINN						2.9% 01 Mar 2050						1,400,000												968,366
						NVR INC						3% 15 May 2030						300,000												252,171
						OMEGA HLTHCARE INVESTORS						4.75% 15 Jan 2028						1,700,000												1,568,420
						ORACLE CORP						3.6% 01 Apr 2050						1,700,000												1,160,148
						OZLM LTD						1% 17 Apr 2031						1,182,243												1,151,623
						PACIFIC GAS + ELECTRIC						1.7% 15 Nov 2023						1,400,000												1,354,724
						PACIFIC GAS + ELECTRIC						4.4% 01 Mar 2032						1,400,000												1,228,668
						PARIBAS REPO						4.1% 03 Jan 2023						45,300,000												45,300,000
						PENNSYLVANIA ST HGR EDU ASSIST						1% 25 Jul 2029						65,089												64,997
						POLISH ZLOTY						FOREIGN CURRENCY						904												206
						POUND STERLING						FOREIGN CURRENCY						71,113												85,541
						PROGRESSIVE CORP						2.5% 15 Mar 2027						1,400,000												1,286,138
						READYCAP COMMERCIAL MORTGAGE T						1% 25 Feb 2035						742,835												724,136
						READYCAP COMMERCIAL MORTGAGE T						1% 25 Oct 2039						1,098,438												1,092,385
						REALTY INCOME CORP						3.95% 15 Aug 2027						400,000												383,372

445

---

						REPUBLIC OF CHILE						2.55% 27 Jan 2032						1,500,000												1,234,155
						REPUBLIC OF CHILE						3.5% 31 Jan 2034						1,300,000												1,115,647
						REPUBLIC OF PERU						2.783% 23 Jan 2031						1,700,000												1,415,794
						RIPON MORTGAGES PLC						1% 28 Aug 2056						861,145												1,014,835
						RMAC SECURITIES PLC						1% 12 Jun 2044						725,908												819,052
						ROCHESTER GAS + ELECTRIC						3.1% 01 Jun 2027						1,000,000												919,110
						ROMANIA						2% 28 Jan 2032						1,600,000												1,139,635
						ROMANIA						2% 14 Apr 2033						2,200,000												1,504,026
						S+P GLOBAL INC						2.7% 01 Mar 2029						1,500,000												1,322,190
						SALES TAX SECURITIZATION CORP						3.107% 01 Jan 2035						1,700,000												1,338,838
						SFO COMMERICAL MORTGAGE TRUST						1% 15 May 2038						4,600,000												4,241,032
						SINGAPORE DOLLAR						FOREIGN CURRENCY						283												211
						SITE CENTERS CORP						4.7% 01 Jun 2027						1,000,000												940,610
						SLM STUDENT LOAN TRUST						1% 25 Jan 2027						397,493												396,681
						SLM STUDENT LOAN TRUST						1% 25 Oct 2029						962,576												953,117
						SMB PRIVATE EDUCATION LOAN TRU						2.34% 15 Sep 2034						286,869												272,947
						SOCIETE GENERALE						4.677% 15 Jun 2027						1,300,000												1,268,761
						SOUTHERN CAL EDISON						2.25% 01 Jun 2030						1,500,000												1,239,300
						SOUTHERN CAL EDISON						4.7% 01 Jun 2027						1,200,000												1,181,532
						SOUTHERN CALIF GAS CO						2.95% 15 Apr 2027						1,400,000												1,294,986
						SOUTHERN CO						3.7% 30 Apr 2030						1,400,000												1,267,462
						SOUTHWEST GAS CORP						4.05% 15 Mar 2032						2,100,000												1,848,399
						SOUTHWESTERN ELEC POWER						4.1% 15 Sep 2028						1,300,000												1,235,741
						SPIRIT REALTY LP						3.2% 15 Feb 2031						1,700,000												1,364,862
						SREIT TRUST						1% 15 Oct 2038						1,400,000												1,343,823
						STANDARD CHARTERED PLC						1% 14 Jan 2027						1,500,000												1,303,980
						STANDARD CHARTERED PLC						1% 29 Jun 2032						1,300,000												984,243
						STARBUCKS CORP						2.55% 15 Nov 2030						1,800,000												1,517,472
						STARWOOD MORTGAGE RESIDENTIAL						1% 25 Apr 2065						667,679												608,898
						STATE OF ISRAEL						3.875% 03 Jul 2050						1,800,000												1,516,806
						STATE OF ISRAEL						4.125% 17 Jan 2048						1,700,000												1,494,011
						STATE OF QATAR						4.817% 14 Mar 2049						1,600,000												1,550,608
						SWAP CCPC CITIBANK COC						SWAP CCPC CASH COLLATERAL						1,872,000												1,872,000
						SWEDBANK AB						5.337% 20 Sep 2027						1,200,000												1,192,968
						SWISS FRANC						FOREIGN CURRENCY						374												404
						SWPC0I305 CDS USD P V 03MEVENT						1% 20 Jun 2024						(800,000)												(800,000)
						SWPC0I305 CDS USD R F 1.00000						1% 20 Jun 2024						800,000												805,825
						SWPC0JYY5 CDS USD P V 03MEVENT						1% 20 Jun 2026						(600,000)												(600,000)
						SWPC0JYY5 CDS USD R F 1.00000						1% 20 Jun 2026						600,000												604,160
						SWPC0KR12 CDS USD P V 03MEVENT						1% 20 Jun 2027						(600,000)												(600,000)
						SWPC0KR12 CDS USD R F 1.00000						1% 20 Jun 2027						600,000												564,080
						SWPC0L126 CDS USD P V 03MEVENT						1% 20 Jun 2027						(2,200,000)												(2,200,000)
						SWPC0L126 CDS USD R F 1.00000						1% 20 Jun 2027						2,200,000												2,181,117
						SWPC0L936 CDS USD P V 03MEVENT						1% 20 Dec 2027						(638,000)												(638,000)
						SWPC0L936 CDS USD R F 1.00000						1% 20 Dec 2027						638,000												634,582
						SWPC0LEQ9 CDS USD P V 03MEVENT						1% 20 Dec 2027						(700,000)												(700,000)

446

---

						SWPC0LEQ9 CDS USD R F 1.00000						1% 20 Dec 2027						700,000												648,995
						SWU01H5Q7 IRS USD P V 12MSOFR						1% 15 Jun 2027						(15,500,000)												(15,500,000)
						SWU01H5Q7 IRS USD R F 1.75000						1.75% 15 Jun 2027						15,500,000												14,228,906
						SWU01KS77 IRS EUR P V 06MEURIB						1% 15 Mar 2033						(20,940,000)												(22,348,205)
						SWU01KS77 IRS EUR R F 1.75000						1.75% 15 Mar 2033						20,940,000												19,569,574
						SYNGENTA FINANCE NV						4.441% 24 Apr 2023						1,700,000												1,693,047
						TENN VALLEY AUTHORITY						1.5% 15 Sep 2031						1,400,000												1,106,336
						THAILAND BAHT						FOREIGN CURRENCY						760												22
						THARALDSON HOTEL PORTFOLIO TRU						1% 11 Nov 2034						1,053,104												1,026,369
						TOWD POINT MORTGAGE FUNDING						1% 20 Jul 2045						1,679,200												1,979,005
						TRANSURBAN FINANCE CO						4.125% 02 Feb 2026						1,000,000												958,630
						TRANSURBAN FINANCE CO						2.45% 16 Mar 2031						1,800,000												1,419,462
						TSY INFL IX N/B						1% 15 Feb 2049						355,245												298,047
						TSY INFL IX N/B						0.25% 15 Feb 2050						1,159,000												784,903
						TSY INFL IX N/B						0.125% 15 Feb 2051						2,746,800												1,776,426
						TSY INFL IX N/B						0.5% 15 Apr 2024						827,022												804,964
						TSY INFL IX N/B						0.625% 15 Jan 2024						8,045,352												7,881,490
						TSY INFL IX N/B						0.125% 15 Jul 2024						1,505,892												1,459,252
						TSY INFL IX N/B						0.625% 15 Jul 2032						922,995												848,955
						UBS AG						5.125% 15 May 2024						1,200,000												1,183,992
						UDR INC						3.5% 15 Jan 2028						1,600,000												1,452,848
						UNITED WHOLESALE MORTGAGE LLC						1% 25 Nov 2051						1,278,905												1,169,062
						UNITED WHOLESALE MORTGAGE LLC						1% 25 Dec 2051						1,292,721												1,193,470
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						12,300,000												(32,672)
						US DOLLAR												797,081												797,081
						US LONG BOND(CBT) MAR23						XCBT 20230322						(3,000,000)												(2,109)
						US TREASURY N/B						5.25% 15 Feb 2029						6,200,000												6,590,406
						US TREASURY N/B						4.375% 15 May 2041						1,700,000												1,772,250
						US TREASURY N/B						2.75% 15 Aug 2042						400,000												324,125
						US TREASURY N/B						2.75% 15 Nov 2042						5,300,000												4,282,234
						US TREASURY N/B						2.875% 15 May 2043						2,400,000												1,973,625
						US TREASURY N/B						3.625% 15 Aug 2043						1,500,000												1,389,844
						US TREASURY N/B						3.75% 15 Nov 2043						3,600,000												3,390,750
						US TREASURY N/B						3.125% 15 Aug 2044						10,200,000												8,662,031
						US TREASURY N/B						3% 15 Nov 2044						800,000												664,875
						US TREASURY N/B						2.5% 15 Feb 2045						5,300,000												4,019,719
						US TREASURY N/B						2.875% 15 Aug 2045						2,200,000												1,782,344
						US TREASURY N/B						2.875% 15 May 2049						2,600,000												2,106,406
						US TREASURY N/B						2% 15 Feb 2050						2,600,000												1,730,625
						US TREASURY N/B						1.375% 15 Aug 2050						400,000												224,563
						US TREASURY N/B						1.625% 15 Nov 2050						2,100,000												1,262,297
						US TREASURY N/B						1.375% 15 Nov 2040						14,100,000												9,235,500
						US TREASURY N/B						1.875% 15 Feb 2041						1,100,000												783,063
						US TREASURY N/B						3.25% 15 May 2042						7,000,000												6,186,250
						US TREASURY N/B						0.625% 31 Mar 2027						16,400,000												14,252,625
						VERIZON COMMUNICATIONS						4.125% 16 Mar 2027						600,000												585,084
						VERUS SECURITIZATION TRUST						1% 25 Mar 2060						376,001												368,189

447

---

						VMC FINANCE LLC						1% 15 Sep 2036						343,808												341,912
						VOLKSWAGEN BANK GMBH						2.5% 31 Jul 2026						1,200,000												1,192,549
						WALT DISNEY COMPANY/THE						2.65% 13 Jan 2031						1,200,000												1,027,752
						WELLS FARGO + COMPANY						1% 24 Mar 2028						1,800,000												1,671,426
						WRKCO INC						4.9% 15 Mar 2029						1,100,000												1,060,730
						YUAN RENMINBI						FOREIGN CURRENCY						401												58
												Sub-Total: Fund 5711 2 of 15												Total						$	574,291,703

448

---

(a)

(b) Identity of issue, borrower, lessor, or similar party

(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value

(d) Cost

(e) Fair value

(n/a)

Shares/ Par Value

GOVERNMENT STIF 3

GOVERNMENT STIF 3

211,122,465

$

211,122,465

Sub-Total: Fund 57Y4 3 of 15

Total

$

211,122,465

449

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						3 MONTH SOFR FUT DEC23						XCME 20240319						(126,750,000)												$	421,943
						3 MONTH SOFR FUT DEC24						XCME 20250318						57,750,000												153,338
						3 MONTH SOFR FUT DEC25						XCME 20260317						15,500,000												67,466
						3 MONTH SOFR FUT JUN23						XCME 20230919						250,000												(3,800)
						3M COMPANY						2.375% 26 Aug 2029						1,070,000												911,137
						3M COMPANY						3.05% 15 Apr 2030						180,000												158,841
						3M COMPANY						3.7% 15 Apr 2050						1,290,000												993,468
						90DAY EUR FUTR DEC23						XCME 20231218						19,250,000												504,575
						90DAY EUR FUTR MAR23						XCME 20230313						15,750,000												(22,770)
						90DAY EUR FUTR SEP23						XCME 20230918						9,250,000												(329,763)
						ABBOTT LABORATORIES						3.75% 30 Nov 2026						308,000												300,426
						ABBOTT LABORATORIES						4.75% 30 Nov 2036						250,000												248,443
						ABBOTT LABORATORIES						4.9% 30 Nov 2046						300,000												294,948
						ABBVIE INC						3.6% 14 May 2025						30,000												29,090
						ABBVIE INC						3.75% 14 Nov 2023						80,000												79,238
						ABBVIE INC						4.875% 14 Nov 2048						40,000												36,982
						ABBVIE INC						2.95% 21 Nov 2026						290,000												270,561
						ABBVIE INC						3.2% 21 Nov 2029						950,000												859,047
						ABBVIE INC						2.6% 21 Nov 2024						1,360,000												1,302,690
						ABBVIE INC						4.25% 21 Nov 2049						360,000												304,232
						ABBVIE INC						3.8% 15 Mar 2025						760,000												741,190
						ABN AMRO BANK NV						4.75% 28 Jul 2025						470,000												456,342
						ADOBE INC						2.3% 01 Feb 2030						890,000												761,342
						AERCAP IRELAND CAP/GLOBA						2.45% 29 Oct 2026						1,350,000												1,180,535
						AERCAP IRELAND CAP/GLOBA						3% 29 Oct 2028						840,000												706,062
						AERCAP IRELAND CAP/GLOBA						3.3% 30 Jan 2032						1,040,000												812,302
						AETNA INC						2.8% 15 Jun 2023						110,000												108,866
						AIR LEASE CORP						3.375% 01 Jul 2025						230,000												217,063
						ALPHABET INC						1.1% 15 Aug 2030						40,000												31,511
						ALPHABET INC						1.9% 15 Aug 2040						180,000												120,082
						ALPHABET INC						2.05% 15 Aug 2050						110,000												65,601
						ALPHABET INC						0.45% 15 Aug 2025						60,000												54,121
						ALTRIA GROUP INC						3.875% 16 Sep 2046						500,000												334,880
						ALTRIA GROUP INC						4.4% 14 Feb 2026						472,000												463,060
						ALTRIA GROUP INC						4.8% 14 Feb 2029						8,000												7,686
						ALTRIA GROUP INC						5.8% 14 Feb 2039						40,000												36,859
						ALTRIA GROUP INC						5.95% 14 Feb 2049						430,000												385,357
						ALTRIA GROUP INC						2.35% 06 May 2025						100,000												94,130
						ALTRIA GROUP INC						2.45% 04 Feb 2032						460,000												348,560
						ALTRIA GROUP INC						3.4% 04 Feb 2041						400,000												265,408
						AMAZON.COM INC						4.95% 05 Dec 2044						370,000												367,750
						AMAZON.COM INC						3.15% 22 Aug 2027						610,000												575,566

450

---

						AMAZON.COM INC						3.875% 22 Aug 2037						870,000												775,422
						AMAZON.COM INC						4.05% 22 Aug 2047						120,000												103,968
						AMAZON.COM INC						1.2% 03 Jun 2027						520,000												451,594
						AMAZON.COM INC						1.5% 03 Jun 2030						270,000												217,661
						AMAZON.COM INC						2.5% 03 Jun 2050						410,000												261,063
						AMAZON.COM INC						2.1% 12 May 2031						220,000												180,697
						AMAZON.COM INC						3.3% 13 Apr 2027						90,000												85,558
						AMAZON.COM INC						3.45% 13 Apr 2029						190,000												178,203
						AMAZON.COM INC						3.6% 13 Apr 2032						780,000												717,935
						AMERICAN EXPRESS CO						2.5% 30 Jul 2024						1,000,000												962,780
						AMERICAN EXPRESS CO						3.375% 03 May 2024						300,000												294,183
						AMERICAN EXPRESS CO						4.05% 03 May 2029						320,000												306,310
						AMERICAN INTL GROUP						2.5% 30 Jun 2025						133,000												125,411
						AMERICAN TRANSMISSION SY						2.65% 15 Jan 2032						1,150,000												949,245
						AMGEN INC						3.625% 22 May 2024						120,000												117,836
						ANGEL OAK MORTGAGE TRUST						4% 25 Jan 2067						1,218,255												1,140,967
						ANGLO AMERICAN CAPITAL						4.75% 10 Apr 2027						530,000												512,256
						ANGLO AMERICAN CAPITAL						3.625% 11 Sep 2024						950,000												919,040
						ANHEUSER BUSCH CO/INBEV						3.65% 01 Feb 2026						500,000												482,120
						ANHEUSER BUSCH CO/INBEV						4.9% 01 Feb 2046						500,000												458,990
						ANHEUSER BUSCH INBEV WOR						4.439% 06 Oct 2048						209,000												179,652
						ANHEUSER BUSCH INBEV WOR						4% 13 Apr 2028						60,000												57,368
						ANHEUSER BUSCH INBEV WOR						4.75% 23 Jan 2029						750,000												743,063
						ANHEUSER BUSCH INBEV WOR						4.35% 01 Jun 2040						440,000												390,575
						ANHEUSER BUSCH INBEV WOR						3.5% 01 Jun 2030						150,000												136,929
						APPLE INC						2.4% 03 May 2023						470,000												465,897
						APPLE INC						2.45% 04 Aug 2026						850,000												789,854
						APPLE INC						3.35% 09 Feb 2027						680,000												651,957
						APPLE INC						1.125% 11 May 2025						820,000												755,507
						APPLIED MATERIALS INC						1.75% 01 Jun 2030						850,000												694,051
						ASIAN DEVELOPMENT BANK						1.5% 20 Jan 2027						890,000												802,486
						AT+T INC						5.55% 15 Aug 2041						310,000												299,358
						AT+T INC						4.35% 15 Jun 2045						213,000												173,016
						AT+T INC						4.5% 09 Mar 2048						160,000												130,238
						AT+T INC						4.25% 01 Mar 2027						70,000												68,261
						AT+T INC						4.35% 01 Mar 2029						190,000												181,252
						AT+T INC						6.1% 15 Jul 2040						190,000												189,835
						AT+T INC						2.3% 01 Jun 2027						580,000												517,464
						AT+T INC						1.65% 01 Feb 2028						300,000												254,184
						AT+T INC						2.25% 01 Feb 2032						1,130,000												889,355
						AT+T INC						2.55% 01 Dec 2033						750,000												579,323
						AT+T INC						5.35% 01 Sep 2040						90,000												85,539
						ATRIUM HOTEL PORTFOLIO TRUST						1% 15 Dec 2036						3,840,000												3,662,620
						AVENUE OF AMERICAS						1% 15 Oct 2038						1,560,000												1,446,835
						AVIS BUDGET RENTAL CAR FUNDING						2.68% 20 Aug 2026						1,170,000												1,059,440
						AVIS BUDGET RENTAL CAR FUNDING						4.62% 20 Feb 2027						370,000												361,020
						BANCO SANTANDER SA						3.848% 12 Apr 2023						600,000												597,480
						BANCO SANTANDER SA						1% 12 Apr 2023						200,000												199,928

451

---

						BANCO SANTANDER SA						2.746% 28 May 2025						800,000												748,944
						BANK OF AMERICA CORP						3.3% 11 Jan 2023						330,000												329,871
						BANK OF AMERICA CORP						5% 21 Jan 2044						1,120,000												1,038,050
						BANK OF AMERICA CORP						4% 01 Apr 2024						1,410,000												1,392,657
						BANK OF AMERICA CORP						4.2% 26 Aug 2024						950,000												936,007
						BANK OF AMERICA CORP						4.25% 22 Oct 2026						60,000												58,051
						BANK OF AMERICA CORP						4% 22 Jan 2025						920,000												901,168
						BANK OF AMERICA CORP						4.45% 03 Mar 2026						130,000												127,475
						BANK OF AMERICA CORP						1% 21 Jul 2028						680,000												627,300
						BANK OF AMERICA CORP						1% 20 Dec 2028						1,403,000												1,273,152
						BANK OF AMERICA CORP						1% 05 Mar 2024						680,000												677,457
						BANK OF AMERICA CORP						1% 07 Feb 2030						1,110,000												1,010,855
						BANK OF AMERICA CORP						1% 29 Apr 2031						810,000												662,702
						BANK OF AMERICA CORP						1% 20 Oct 2032						440,000												346,355
						BANK OF AMERICA CORP						1% 04 Feb 2033						220,000												177,949
						BANK OF MONTREAL						1.85% 01 May 2025						550,000												513,937
						BANK OF NOVA SCOTIA						1.3% 11 Jun 2025						360,000												329,818
						BANK OF NOVA SCOTIA						1% 04 May 2037						250,000												213,595
						BANK OF NOVA SCOTIA						3.45% 11 Apr 2025						460,000												443,477
						BANK OF NY MELLON CORP						1.6% 24 Apr 2025						200,000												185,978
						BANK OF NY MELLON CORP						1% 13 Jun 2033						970,000												908,812
						BARCLAYS PLC						1% 16 May 2029						390,000												368,390
						BARCLAYS PLC						1% 20 Jun 2030						280,000												258,166
						BARRICK NA FINANCE LLC						5.7% 30 May 2041						240,000												242,688
						BARRICK NA FINANCE LLC						5.75% 01 May 2043						320,000												324,979
						BAT CAPITAL CORP						3.557% 15 Aug 2027						920,000												838,442
						BAT CAPITAL CORP						4.54% 15 Aug 2047						320,000												228,378
						BECTON DICKINSON + CO						3.734% 15 Dec 2024						50,000												48,757
						BECTON DICKINSON + CO						4.685% 15 Dec 2044						111,000												99,679
						BECTON DICKINSON + CO						3.363% 06 Jun 2024						235,000												229,362
						BENCHMARK MORTGAGE TRUST						1% 15 Sep 2043						1,970,000												1,576,165
						BERKSHIRE HATHAWAY ENERG						3.7% 15 Jul 2030						520,000												477,890
						BHP BILLITON FIN USA LTD						5% 30 Sep 2043						310,000												302,724
						BNP PARIBAS						4.625% 13 Mar 2027						200,000												190,942
						BNP PARIBAS						1% 01 Mar 2033						370,000												328,323
						BNP PARIBAS						4.4% 14 Aug 2028						730,000												690,748
						BNP PARIBAS						1% 10 Jan 2025						960,000												950,035
						BNP PARIBAS						1% 09 Jun 2026						450,000												414,923
						BOEING CO						2.8% 01 Mar 2027						130,000												117,497
						BOEING CO						3.2% 01 Mar 2029						460,000												405,766
						BOEING CO						3.1% 01 May 2026						100,000												94,176
						BOEING CO						2.7% 01 Feb 2027						120,000												108,497
						BOEING CO						3.25% 01 Feb 2035						670,000												510,888
						BOEING CO						3.75% 01 Feb 2050						180,000												124,803
						BOEING CO						5.705% 01 May 2040						1,090,000												1,041,037
						BOEING CO						5.15% 01 May 2030						1,200,000												1,173,792
						BOEING CO						1.433% 04 Feb 2024						1,010,000												966,398
						BP CAP MARKETS AMERICA						3.119% 04 May 2026						80,000												75,968

452

---

						BP CAP MARKETS AMERICA						3% 24 Feb 2050						460,000												310,988
						BP CAP MARKETS AMERICA						3.633% 06 Apr 2030						180,000												165,364
						BPCE SA						5.15% 21 Jul 2024						310,000												304,082
						BRIGHTHOUSE FINANCIAL IN						4.7% 22 Jun 2047						37,000												27,369
						BRISTOL MYERS SQUIBB CO						2.9% 26 Jul 2024						9,000												8,750
						BRISTOL MYERS SQUIBB CO						3.2% 15 Jun 2026						241,000												230,213
						BRISTOL MYERS SQUIBB CO						3.4% 26 Jul 2029						90,000												83,777
						BROADCOM INC						3.137% 15 Nov 2035						1,210,000												893,984
						BROADCOM INC						4.926% 15 May 2037						20,000												17,560
						BWS053009 IRS USD P F 1.72875						1.728% 15 Feb 2047						(8,365,000)												(6,191,315)
						BWS053009 IRS USD R V 00MSOFR						1% 15 Feb 2047						8,365,000												8,365,000
						BWS053223 IRS USD P F 1.52000						1.52% 15 Feb 2047						(2,196,000)												(1,550,599)
						BWS053223 IRS USD R V 00MSOFR						1% 15 Feb 2047						2,196,000												2,196,000
						BWS069120 IRS USD P F 1.63000						1.63% 15 May 2047						(9,180,000)												(6,638,793)
						BWS069120 IRS USD R V 00MSOFR						1% 15 May 2047						9,180,000												9,180,000
						BWS074849 IRS USD P F 2.62000						2.62% 15 Feb 2048						(4,350,000)												(3,858,100)
						BWS074849 IRS USD R V 00MSOFR						1% 15 Feb 2048						4,350,000												4,350,000
						BWS074948 IRS USD P F 3.27000						3.27% 30 Apr 2029						(10,405,000)												(10,201,376)
						BWS074948 IRS USD R V 00MSOFR						1% 30 Apr 2029						10,405,000												10,405,000
						BWS075341 IRS USD P F 2.60000						2.6% 15 Feb 2048						(3,985,000)												(3,521,152)
						BWS075341 IRS USD R V 00MSOFR						1% 15 Feb 2048						3,985,000												3,985,000
						BWS075580 IRS USD P F 3.05000						3.05% 15 Feb 2048						(3,058,000)												(2,932,837)
						BWS075580 IRS USD R V 00MSOFR						1% 15 Feb 2048						3,058,000												3,058,000
						BWS075820 IRS USD P F 3.85000						3.85% 30 Jun 2029						(7,309,000)												(7,410,307)
						BWS075820 IRS USD R V 00MSOFR						1% 30 Jun 2029						7,309,000												7,309,000
						BX TRUST						1% 15 Oct 2038						1,899,766												1,824,340
						BX TRUST						5.76% 13 Oct 2027						550,000												539,516
						BX TRUST						1% 15 Nov 2034						2,000,000												1,942,653
						BX TRUST 2019 OC11						3.202% 09 Dec 2041						380,000												319,462
						CAMERON LNG LLC						2.902% 15 Jul 2031						360,000												304,492
						CAMERON LNG LLC						3.302% 15 Jan 2035						630,000												513,532
						CANADIAN IMPERIAL BANK						0.95% 23 Jun 2023						360,000												353,268
						CANADIAN PACIFIC RAILWAY						2.45% 02 Dec 2031						880,000												735,161
						CANADIAN PACIFIC RAILWAY						3% 02 Dec 2041						290,000												219,397
						CARGILL INC						1.375% 23 Jul 2023						330,000												323,219
						CARRIER GLOBAL CORP						3.577% 05 Apr 2050						30,000												21,587
						CASCADE MH ASSET TRUST						1.753% 25 Feb 2046						1,265,037												1,074,768
						CHARLES SCHWAB CORP						3.85% 21 May 2025						440,000												429,999
						CHARTER COMM OPT LLC/CAP						4.908% 23 Jul 2025						840,000												823,889
						CHARTER COMM OPT LLC/CAP						3.75% 15 Feb 2028						1,010,000												912,949
						CHARTER COMM OPT LLC/CAP						4.2% 15 Mar 2028						30,000												27,552
						CHARTER COMM OPT LLC/CAP						5.375% 01 May 2047						40,000												31,524
						CHARTER COMM OPT LLC/CAP						5.75% 01 Apr 2048						140,000												115,182
						CHARTER COMM OPT LLC/CAP						5.125% 01 Jul 2049						110,000												84,054
						CHARTER COMM OPT LLC/CAP						4.8% 01 Mar 2050						240,000												175,488
						CHARTER COMM OPT LLC/CAP						3.5% 01 Mar 2042						120,000												77,522
						CHARTER COMM OPT LLC/CAP						4.4% 01 Apr 2033						430,000												369,211
						CHEVRON CORP						2.954% 16 May 2026						610,000												579,561

453

---

						CHEVRON CORP						1.995% 11 May 2027						140,000												125,979
						CHEVRON CORP						3.078% 11 May 2050						250,000												181,715
						CHEVRON USA INC						3.85% 15 Jan 2028						440,000												425,498
						CHUBB INA HOLDINGS INC						3.35% 03 May 2026						240,000												230,208
						CIGNA GROUP/THE						3.75% 15 Jul 2023						329,000												326,575
						CIGNA GROUP/THE						4.125% 15 Nov 2025						230,000												224,912
						CIGNA GROUP/THE						4.375% 15 Oct 2028						500,000												483,325
						CIGNA GROUP/THE						4.9% 15 Dec 2048						50,000												45,574
						CIGNA GROUP/THE						3.4% 15 Mar 2050						390,000												278,546
						CIM TRUST						1% 25 Oct 2059						2,182,639												1,955,580
						CIM TRUST						1% 25 Jul 2061						1,118,450												984,885
						CINTAS CORPORATION NO. 2						3.7% 01 Apr 2027						330,000												318,516
						CITIGROUP COMMERCIAL MORTGAGE						3.458% 10 Dec 2049						88,681												82,803
						CITIGROUP COMMERCIAL MORTGAGE						1% 10 Jul 2047						440,000												414,064
						CITIGROUP INC						6.625% 15 Jun 2032						160,000												168,650
						CITIGROUP INC						8.125% 15 Jul 2039						70,000												86,398
						CITIGROUP INC						3.5% 15 May 2023						560,000												557,088
						CITIGROUP INC						6.675% 13 Sep 2043						210,000												228,593
						CITIGROUP INC						5.5% 13 Sep 2025						220,000												221,472
						CITIGROUP INC						5.3% 06 May 2044						47,000												42,550
						CITIGROUP INC						4.3% 20 Nov 2026						230,000												222,438
						CITIGROUP INC						4.4% 10 Jun 2025						770,000												756,148
						CITIGROUP INC						4.65% 30 Jul 2045						331,000												286,709
						CITIGROUP INC						4.45% 29 Sep 2027						610,000												583,331
						CITIGROUP INC						4.75% 18 May 2046						80,000												67,281
						CITIGROUP INC						1% 23 Apr 2029						1,150,000												1,062,439
						CITIGROUP INC						4.65% 23 Jul 2048						620,000												543,151
						CITIGROUP INC						1% 31 Mar 2031						480,000												441,893
						CITIGROUP INC						1% 08 Apr 2026						270,000												255,493
						CITIGROUP INC						1% 15 May 2024						390,000												384,439
						CITIGROUP INC						1% 03 Jun 2031						380,000												307,998
						CITIGROUP INC						1% 03 Nov 2032						160,000												124,502
						CITIGROUP INC						1% 17 Mar 2033						400,000												343,980
						CITIGROUP INC						1% 24 May 2028						210,000												203,257
						CITIGROUP INC						1% 24 May 2033						250,000												235,118
						CLI FUNDING LLC						2.72% 18 Jan 2047						330,528												280,511
						COCA COLA CO/THE						3.375% 25 Mar 2027						160,000												153,726
						COCA COLA CO/THE						1.45% 01 Jun 2027						310,000												274,176
						COCA COLA CO/THE						2.5% 01 Jun 2040						160,000												117,320
						COCA COLA CO/THE						2.6% 01 Jun 2050						40,000												26,983
						CODELCO INC						3.625% 01 Aug 2027						740,000												697,776
						COLLEGE AVE STUDENT LOANS						3.06% 26 Jul 2055						360,000												302,140
						COLT FUNDING LLC						1% 25 Feb 2067						1,188,864												1,068,242
						COMCAST CORP						5.65% 15 Jun 2035						280,000												294,260
						COMCAST CORP						4.25% 15 Jan 2033						410,000												388,557
						COMCAST CORP						3.15% 01 Mar 2026						170,000												161,979
						COMCAST CORP						3.4% 15 Jul 2046						70,000												51,520
						COMCAST CORP						4% 15 Aug 2047						60,000												48,302

454

---

						COMCAST CORP						3.969% 01 Nov 2047						60,000												48,133
						COMCAST CORP						3.999% 01 Nov 2049						30,000												23,925
						COMCAST CORP						4.049% 01 Nov 2052						590,000												472,956
						COMCAST CORP						4% 01 Mar 2048						60,000												48,462
						COMCAST CORP						4.7% 15 Oct 2048						140,000												126,344
						COMCAST CORP						3.95% 15 Oct 2025						280,000												274,442
						COMCAST CORP						4.15% 15 Oct 2028						2,180,000												2,095,699
						COMCAST CORP						4.25% 15 Oct 2030						510,000												489,697
						COMCAST CORP						3.25% 01 Nov 2039						30,000												23,564
						COMCAST CORP						3.45% 01 Feb 2050						200,000												146,742
						COMCAST CORP						3.4% 01 Apr 2030						210,000												191,547
						COMCAST CORP						3.75% 01 Apr 2040						230,000												190,882
						COMCAST CORP						3.3% 01 Apr 2027						140,000												132,175
						COMCAST CORP						2.8% 15 Jan 2051						440,000												281,904
						COMCAST CORP						2.887% 01 Nov 2051						207,000												134,006
						COMISION FEDERAL DE ELEC						4.75% 23 Feb 2027						330,000												309,705
						COMISION FEDERAL DE ELEC						3.875% 26 Jul 2033						340,000												258,019
						COMM MORTGAGE TRUST						4.3% 10 Oct 2046						180,000												164,492
						COMM MORTGAGE TRUST						3.62% 10 Jul 2050						165,568												159,558
						COMMONSPIRIT HEALTH						4.35% 01 Nov 2042						150,000												126,012
						CON EDISON CO OF NY INC						3.35% 01 Apr 2030						190,000												171,006
						CON EDISON CO OF NY INC						3.95% 01 Apr 2050						190,000												152,076
						CONSTELLATION BRANDS INC						4.75% 15 Nov 2024						330,000												328,103
						CONSTELLATION BRANDS INC						4.35% 09 May 2027						210,000												204,662
						CONSTELLATION BRANDS INC						3.6% 09 May 2024						140,000												137,138
						CONTINENTAL RESOURCES						4.5% 15 Apr 2023						330,000												328,947
						CONTINENTAL RESOURCES						3.8% 01 Jun 2024						310,000												301,531
						CONTINENTAL RESOURCES						4.9% 01 Jun 2044						210,000												155,528
						CONTINENTAL RESOURCES						4.375% 15 Jan 2028						440,000												401,412
						COOPERATIEVE RABOBANK UA						4.375% 04 Aug 2025						1,090,000												1,064,701
						COOPERATIEVE RABOBANK UA						1% 06 Apr 2033						470,000												402,278
						COSTCO WHOLESALE CORP						1.375% 20 Jun 2027						260,000												228,249
						COSTCO WHOLESALE CORP						1.6% 20 Apr 2030						70,000												57,478
						COSTCO WHOLESALE CORP						1.75% 20 Apr 2032						280,000												222,219
						COTERRA ENERGY INC						3.9% 15 May 2027						850,000												795,583
						COTERRA ENERGY INC						4.375% 15 Mar 2029						980,000												923,278
						CREDIT AGRICOLE LONDON						1% 16 Jun 2026						300,000												273,762
						CREDIT SUISSE GROUP AG						1% 11 Sep 2025						300,000												265,806
						CREDIT SUISSE GROUP AG						1% 01 Apr 2031						780,000												607,792
						CREDIT SUISSE GROUP AG						1% 14 May 2032						380,000												264,465
						CREDIT SUISSE MORTGAGE TRUST						1% 25 Feb 2050						1,007,935												915,493
						CREDIT SUISSE MORTGAGE TRUST						3.953% 15 Sep 2037						160,000												143,507
						CREDIT SUISSE MORTGAGE TRUST						2% 25 Jan 2060						1,135,751												945,609
						CREDIT SUISSE MORTGAGE TRUST						1% 25 Oct 2066						1,196,713												997,020
						CREDIT SUISSE NEW YORK						1% 05 May 2023						1,850,000												1,811,354
						CVS HEALTH CORP						3.875% 20 Jul 2025						286,000												279,428
						CVS HEALTH CORP						5.125% 20 Jul 2045						230,000												210,149
						CVS HEALTH CORP						4.3% 25 Mar 2028						561,000												543,564

455

---

						CVS HEALTH CORP						4.78% 25 Mar 2038						90,000												82,871
						CVS HEALTH CORP						5.05% 25 Mar 2048						980,000												884,166
						CVS HEALTH CORP						3.625% 01 Apr 2027						290,000												275,657
						CVS HEALTH CORP						3.75% 01 Apr 2030						410,000												372,752
						CVS HEALTH CORP						4.125% 01 Apr 2040						130,000												108,798
						CVS HEALTH CORP						4.25% 01 Apr 2050						90,000												72,447
						CVS HEALTH CORP						2.125% 15 Sep 2031						260,000												206,729
						DANSKE BANK A/S						1% 01 Apr 2028						720,000												664,553
						DANSKE BANK A/S						1% 28 Mar 2025						730,000												706,866
						DEEPHAVEN RESIDENTIAL MORTGAGE						1% 25 Jan 2067						1,088,389												935,848
						DEERE + COMPANY						3.1% 15 Apr 2030						70,000												62,913
						DEERE + COMPANY						3.75% 15 Apr 2050						840,000												714,193
						DELTA AIR LINES/SKYMILES						4.5% 20 Oct 2025						60,000												58,479
						DELTA AIR LINES/SKYMILES						4.75% 20 Oct 2028						280,000												263,754
						DEVON ENERGY CORPORATION						5.6% 15 Jul 2041						300,000												281,700
						DEVON ENERGY CORPORATION						4.75% 15 May 2042						20,000												17,045
						DEVON ENERGY CORPORATION						5% 15 Jun 2045						640,000												553,203
						DEVON ENERGY CORPORATION						5.85% 15 Dec 2025						612,000												624,246
						DEVON ENERGY CORPORATION						4.5% 15 Jan 2030						40,000												37,379
						DIAMONDBACK ENERGY INC						3.25% 01 Dec 2026						150,000												139,946
						DIAMONDBACK ENERGY INC						3.5% 01 Dec 2029						470,000												413,403
						DIAMONDBACK ENERGY INC						3.125% 24 Mar 2031						130,000												108,077
						DP WORLD PLC						5.625% 25 Sep 2048						1,120,000												1,049,104
						DUKE ENERGY CAROLINAS						5.3% 15 Feb 2040						890,000												884,331
						EATON CORP						4.15% 02 Nov 2042						460,000												393,755
						EL PASO NATURAL GAS						8.375% 15 Jun 2032						760,000												866,506
						ELEVANCE HEALTH INC						3.65% 01 Dec 2027						320,000												302,205
						ELEVANCE HEALTH INC						3.35% 01 Dec 2024						140,000												135,967
						ELEVANCE HEALTH INC						4.1% 15 May 2032						380,000												354,076
						ELEVANCE HEALTH INC						4.55% 15 May 2052						160,000												140,771
						ELLINGTON FINANCIAL MORTGAGE T						1% 25 Jun 2066						1,168,158												918,389
						ENERGY TRANSFER LP						7.6% 01 Feb 2024						240,000												242,777
						ENERGY TRANSFER LP						4.95% 15 Jun 2028						140,000												135,423
						ENERGY TRANSFER LP						5.25% 15 Apr 2029						350,000												340,018
						ENERGY TRANSFER LP						5.5% 01 Jun 2027						250,000												248,788
						ENERGY TRANSFER LP						3.75% 15 May 2030						690,000												609,305
						ENERGY TRANSFER LP						6.25% 15 Apr 2049						320,000												299,898
						ENERGY TRANSFER LP						5.3% 01 Apr 2044						30,000												25,547
						ENERGY TRANSFER LP						5.4% 01 Oct 2047						190,000												161,954
						ENRGY TRANS LP/REG FIN						4.5% 01 Nov 2023						80,000												79,328
						ENTERPRISE PRODUCTS OPER						7.55% 15 Apr 2038						60,000												67,507
						ENTERPRISE PRODUCTS OPER						4.85% 15 Mar 2044						70,000												61,683
						ENTERPRISE PRODUCTS OPER						3.9% 15 Feb 2024						90,000												88,675
						ENTERPRISE PRODUCTS OPER						4.15% 16 Oct 2028						880,000												834,434
						ENTERPRISE PRODUCTS OPER						4.8% 01 Feb 2049						90,000												77,959
						ENTERPRISE PRODUCTS OPER						4.2% 31 Jan 2050						210,000												165,791
						ENTERPRISE PRODUCTS OPER						2.8% 31 Jan 2030						550,000												469,750
						ENTERPRISE PRODUCTS OPER						3.7% 31 Jan 2051						30,000												21,814

456

---

						EOG RESOURCES INC						3.9% 01 Apr 2035						220,000												197,241
						EOG RESOURCES INC						4.15% 15 Jan 2026						530,000												520,624
						EOG RESOURCES INC						4.95% 15 Apr 2050						560,000												537,522
						EOG RESOURCES INC						4.375% 15 Apr 2030						380,000												368,684
						EQT CORP						7% 01 Feb 2030						300,000												310,902
						EQT CORP						6.125% 01 Feb 2025						440,000												440,906
						EQUATE PETROCHEMICAL BV						4.25% 03 Nov 2026						660,000												631,033
						EQUATE PETROCHEMICAL BV						2.625% 28 Apr 2028						910,000												791,700
						EURO CURRENCY						FOREIGN CURRENCY						826,886												882,494
						EURO-BUXL 30Y BND MAR23						XEUR 20230308						(1,900,000)												549,121
						EVERBANK MORTGAGE LOAN TRUST						1% 25 Feb 2048						848,983												742,777
						EXPORT IMPORT BK INDIA						3.375% 05 Aug 2026						780,000												731,149
						EXXON MOBIL CORPORATION						3.043% 01 Mar 2026						800,000												764,440
						EXXON MOBIL CORPORATION						4.114% 01 Mar 2046						200,000												171,476
						EXXON MOBIL CORPORATION						2.44% 16 Aug 2029						70,000												61,409
						EXXON MOBIL CORPORATION						4.327% 19 Mar 2050						190,000												168,760
						EXXON MOBIL CORPORATION						2.992% 19 Mar 2025						640,000												617,325
						EXXON MOBIL CORPORATION						3.482% 19 Mar 2030						340,000												317,574
						EXXON MOBIL CORPORATION						1.571% 15 Apr 2023						30,000												29,716
						FANNIE MAE						1% 25 Apr 2040						305,375												7,730
						FANNIE MAE						6.5% 25 Jun 2039						27,259												27,578
						FANNIE MAE						7% 25 May 2042						275,013												296,741
						FANNIE MAE						6% 25 May 2042						205,016												213,773
						FANNIE MAE						1% 25 Apr 2042						233,016												26,190
						FANNIE MAE						0.01% 25 Mar 2042						21,176												18,897
						FANNIE MAE						1% 25 Mar 2042						243,527												16,276
						FANNIE MAE						0.01% 25 Mar 2042						10,588												9,449
						FANNIE MAE						1% 25 Dec 2042						118,221												12,390
						FANNIE MAE						3% 25 Apr 2032						33,968												1,167
						FANNIE MAE						1% 25 Jun 2043						251,208												25,741
						FANNIE MAE						3% 25 Sep 2032						1,033,410												63,568
						FANNIE MAE						1% 25 Sep 2041						270,691												14,799
						FANNIE MAE						1% 25 Aug 2044						266,555												11,446
						FANNIE MAE						1% 25 Oct 2057						876,167												91,740
						FANNIE MAE						1% 25 Nov 2047						219,671												19,160
						FANNIE MAE						2.5% 25 Aug 2050						398,543												64,719
						FANNIE MAE						2.5% 25 Oct 2050						157,262												24,523
						FANNIE MAE						2.5% 25 Dec 2050						1,094,838												171,939
						FANNIE MAE						2% 25 Jan 2051						180,604												23,730
						FANNIE MAE						2.5% 25 Feb 2051						740,122												107,923
						FANNIE MAE						1% 25 May 2034						73,900												72,370
						FANNIE MAE						6.625% 15 Nov 2030						5,460,000												6,384,269
						FANNIEMAE ACES						1% 25 Feb 2043						49,039												46,838
						FANNIEMAE ACES						1% 25 Dec 2024						6,707,419												43,406
						FANNIEMAE ACES						1% 25 Jan 2025						35,469,057												50,173
						FANNIEMAE ACES						2.944% 25 Jul 2039						66,574												64,684
						FANNIEMAE ACES						1% 25 May 2027						88,900												84,164
						FANNIEMAE ACES						1% 25 Apr 2028						82,968												78,317

457

---

						FANNIEMAE ACES						3.61% 25 Feb 2031						150,000												140,828
						FANNIEMAE ACES						3.273% 25 Feb 2029						210,000												197,734
						FANNIEMAE ACES						1% 25 Oct 2031						458,645												401,193
						FANNIEMAE GRANTOR TRUST						2.898% 25 Jun 2027						198,789												185,411
						FANNIEMAE STRIP						6% 25 Jul 2038						121,198												25,586
						FANNIEMAE STRIP						5% 25 Jan 2039						9,447												1,700
						FANNIEMAE STRIP						1% 25 Jan 2039						6,629												1,390
						FANNIEMAE STRIP						1% 25 Jan 2039						3,359												777
						FANNIEMAE STRIP						5% 25 Jan 2038						5,748												926
						FANNIEMAE STRIP						6% 25 Jan 2038						64,930												14,655
						FANNIEMAE STRIP						3% 25 Nov 2026						281,944												10,573
						FANNIEMAE STRIP						3% 25 Apr 2027						236,541												10,493
						FANNIEMAE STRIP						3.5% 25 Nov 2041						219,594												31,498
						FED HM LN PC POOL 840698						1% 01 Mar 2047						173,116												160,542
						FED HM LN PC POOL 841076						1% 01 Nov 2048						1,096,633												1,035,751
						FED HM LN PC POOL 841077						1% 01 Nov 2047						454,672												428,263
						FED HM LN PC POOL 841081						1% 01 Feb 2050						519,741												496,391
						FED HM LN PC POOL A39586						5.5% 01 Nov 2035						40,101												41,150
						FED HM LN PC POOL C00860						7% 01 Sep 2029						607												634
						FED HM LN PC POOL C91987						3% 01 Apr 2038						66,557												61,266
						FED HM LN PC POOL G06172						5.5% 01 Dec 2038						105,275												108,522
						FED HM LN PC POOL G06669						6.5% 01 Sep 2039						48,030												51,451
						FED HM LN PC POOL G07335						7% 01 Mar 2039						30,665												33,488
						FED HM LN PC POOL G60397						4% 01 Dec 2045						160,328												154,322
						FED HM LN PC POOL Q12752						3.5% 01 Nov 2042						17,526												16,431
						FED HM LN PC POOL Q18473						4% 01 May 2043						24,828												24,138
						FED HM LN PC POOL Q19131						4% 01 Jun 2043						30,018												29,185
						FED HM LN PC POOL Q19134						4% 01 Jun 2043						32,430												31,479
						FED HM LN PC POOL Q19135						4% 01 Jun 2043						23,613												23,014
						FED HM LN PC POOL Q19236						4% 01 Jun 2043						15,369												14,919
						FED HM LN PC POOL Q19254						4% 01 Jun 2043						23,241												22,651
						FED HM LN PC POOL Q19611						4% 01 Jul 2043						161,381												156,902
						FED HM LN PC POOL Q19615						4% 01 Jul 2043						185,332												180,624
						FED HM LN PC POOL Q41209						3.5% 01 Jun 2046						24,601												23,013
						FED HM LN PC POOL QA5770						3% 01 Jan 2050						46,442												41,542
						FED HM LN PC POOL QA7256						3% 01 Feb 2050						307,005												272,913
						FED HM LN PC POOL QA7477						3% 01 Mar 2050						33,018												29,499
						FED HM LN PC POOL QB5092						2.5% 01 Nov 2050						160,853												138,456
						FED HM LN PC POOL QB5093						2.5% 01 Nov 2050						78,319												67,312
						FED HM LN PC POOL QB8602						2% 01 Feb 2051						78,872												65,308
						FED HM LN PC POOL QB8604						2% 01 Feb 2051						152,583												125,883
						FED HM LN PC POOL QB8773						2% 01 Feb 2051						72,718												59,993
						FED HM LN PC POOL QB9087						2% 01 Feb 2051						631,463												520,898
						FED HM LN PC POOL QB9482						2% 01 Mar 2051						78,179												64,385
						FED HM LN PC POOL QB9484						2% 01 Mar 2051						78,192												64,465
						FED HM LN PC POOL QB9485						2% 01 Mar 2051						80,943												66,986
						FED HM LN PC POOL QB9961						2% 01 Mar 2051						88,540												72,918
						FED HM LN PC POOL QC0160						2% 01 Mar 2051						75,367												62,113

458

---

						FED HM LN PC POOL QC0161						2% 01 Mar 2051						82,337												67,810
						FED HM LN PC POOL QC0165						2.5% 01 Mar 2051						79,735												68,813
						FED HM LN PC POOL QC0885						2% 01 Apr 2051						86,350												71,421
						FED HM LN PC POOL QC1164						2% 01 Apr 2051						78,792												64,923
						FED HM LN PC POOL QC2044						2.5% 01 May 2051						84,771												73,112
						FED HM LN PC POOL QC3242						3% 01 Jun 2051						599,358												533,303
						FED HM LN PC POOL QC3690						2.5% 01 Jul 2051						180,362												154,855
						FED HM LN PC POOL QC4689						2.5% 01 Aug 2051						87,355												75,002
						FED HM LN PC POOL QC4690						2.5% 01 Aug 2051						183,792												157,562
						FED HM LN PC POOL QC4818						2.5% 01 Aug 2051						90,402												77,464
						FED HM LN PC POOL QC4824						2.5% 01 Aug 2051						181,007												155,325
						FED HM LN PC POOL QC6303						2% 01 Sep 2051						93,190												76,491
						FED HM LN PC POOL QC7086						2.5% 01 Sep 2051						2,073,921												1,765,945
						FED HM LN PC POOL QC7127						2% 01 Sep 2051						90,960												74,660
						FED HM LN PC POOL QC7411						2.5% 01 Sep 2051						365,857												313,675
						FED HM LN PC POOL QC9154						3% 01 Oct 2051						94,540												83,989
						FED HM LN PC POOL QD0350						2% 01 Nov 2051						94,479												77,219
						FED HM LN PC POOL QD0652						2% 01 Nov 2051						94,792												77,413
						FED HM LN PC POOL QD3960						2% 01 Jan 2052						1,307,640												1,068,278
						FED HM LN PC POOL QD4146						2.5% 01 Jan 2052						88,639												75,966
						FED HM LN PC POOL QD5620						2% 01 Feb 2052						94,277												77,056
						FED HM LN PC POOL QD5628						2% 01 Feb 2052						96,375												78,674
						FED HM LN PC POOL QD5960						2% 01 Feb 2052						96,286												78,699
						FED HM LN PC POOL QD5961						2% 01 Feb 2052						92,415												75,433
						FED HM LN PC POOL QD6216						3% 01 Feb 2052						196,204												172,634
						FED HM LN PC POOL QD7593						3.5% 01 Feb 2052						88,566												81,108
						FED HM LN PC POOL QE6418						4% 01 Jul 2052						198,595												186,299
						FED HM LN PC POOL QK0701						2.5% 01 Apr 2041						79,000												69,171
						FED HM LN PC POOL RA3882						2% 01 Nov 2050						412,182												340,715
						FED HM LN PC POOL RA3913						2.5% 01 Nov 2050						1,610,111												1,387,173
						FED HM LN PC POOL RA4142						2.5% 01 Dec 2050						616,845												531,245
						FED HM LN PC POOL RA4703						2% 01 Feb 2051						584,143												479,830
						FED HM LN PC POOL RA5117						2% 01 May 2051						1,549,279												1,271,577
						FED HM LN PC POOL RA5373						2% 01 Jun 2051						178,417												146,325
						FED HM LN PC POOL RA5731						2% 01 Aug 2051						898,460												733,815
						FED HM LN PC POOL RA6562						2.5% 01 Jan 2052						90,568												77,837
						FED HM LN PC POOL RA6599						3.5% 01 Jan 2052						416,189												379,158
						FED HM LN PC POOL RB5130						1.5% 01 Oct 2041						1,076,393												873,876
						FED HM LN PC POOL RB5134						1.5% 01 Nov 2041						147,825												120,013
						FED HM LN PC POOL SC0269						2% 01 Jan 2042						3,381,456												2,852,767
						FED HM LN PC POOL SD0552						2% 01 Mar 2051						420,401												344,014
						FED HM LN PC POOL SD0573						2% 01 Apr 2051						151,957												125,685
						FED HM LN PC POOL SD0745						2% 01 Nov 2051						182,829												150,172
						FED HM LN PC POOL SD0777						2.5% 01 Nov 2051						275,879												235,381
						FED HM LN PC POOL SD0849						2.5% 01 Jan 2052						188,001												160,976
						FED HM LN PC POOL SD0952						3% 01 Apr 2052						97,112												86,119
						FED HM LN PC POOL SD1022						4% 01 May 2052						193,219												182,092
						FED HM LN PC POOL SD1132						4% 01 Jun 2052						391,798												369,236

459

---

						FED HM LN PC POOL SD1218						4% 01 Jul 2049						654,478												624,875
						FED HM LN PC POOL SD1305						5% 01 Jul 2052						253,632												251,959
						FED HM LN PC POOL SD1850						3% 01 Mar 2052						295,954												262,510
						FED HM LN PC POOL SD7509						3% 01 Nov 2049						99,179												89,011
						FED HM LN PC POOL SD7525						2.5% 01 Oct 2050						298,997												257,783
						FED HM LN PC POOL SD7534						2.5% 01 Feb 2051						1,189,908												1,027,405
						FED HM LN PC POOL SD7548						2.5% 01 Nov 2051						3,211,195												2,760,823
						FED HM LN PC POOL SD7552						2.5% 01 Jan 2052						3,469,479												2,972,880
						FED HM LN PC POOL U90316						4% 01 Oct 2042						64,339												62,049
						FED HM LN PC POOL U91254						4% 01 Apr 2043						266,011												256,413
						FED HM LN PC POOL U92272						4.5% 01 Dec 2043						79,231												78,523
						FED HM LN PC POOL U95137						4% 01 Aug 2043						126,783												122,209
						FED HM LN PC POOL U99084						4.5% 01 Feb 2044						625,754												620,162
						FED HM LN PC POOL U99091						4.5% 01 Mar 2044						175,129												173,743
						FED HM LN PC POOL U99124						3.5% 01 Mar 2045						724,555												679,275
						FED HM LN PC POOL ZA2489						3.5% 01 Jan 2038						171,048												162,564
						FED HM LN PC POOL ZA5297						4% 01 Mar 2048						118,270												113,579
						FED HM LN PC POOL ZI7269						5% 01 Mar 2038						647,124												654,480
						FED HM LN PC POOL ZN0480						3.5% 01 Oct 2042						72,652												68,045
						FED HM LN PC POOL ZS0823						5% 01 Dec 2034						3,085												3,101
						FED HM LN PC POOL ZS3412						5.5% 01 Dec 2038						222,175												227,736
						FED HM LN PC POOL ZS3569						6% 01 Oct 2036						336,971												352,320
						FED HM LN PC POOL ZS8669						3% 01 Sep 2032						87,602												83,009
						FED HM LN PC POOL ZS9316						3.5% 01 Jan 2038						271,569												258,388
						FED HM LN PC POOL ZT1107						3.5% 01 Mar 2043						84,335												78,988
						FED HM LN PC POOL ZT1159						3.5% 01 Feb 2044						23,757												22,240
						FED HM LN PC POOL ZT1257						3% 01 Jan 2046						148,414												135,699
						FED HM LN PC POOL ZT1493						3% 01 Sep 2048						459,467												416,499
						FED HM LN PC POOL ZT1970						3.5% 01 Apr 2033						356,656												345,366
						FED HOME LN DISCOUNT NT						0.01% 12 Jan 2023						1,780,000												1,778,018
						FED HOME LN DISCOUNT NT						0.01% 03 Feb 2023						1,710,000												1,703,565
						FED HOME LN DISCOUNT NT						0.01% 28 Feb 2023						3,740,000												3,713,849
						FED HOME LN DISCOUNT NT						0.01% 24 Mar 2023						3,450,000												3,428,311
						FED HOME LN DISCOUNT NT						0.01% 14 Apr 2023						2,580,000												2,546,635
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Dec 2027						5,517,773												86,300
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Dec 2027						2,994,882												67,561
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Mar 2029						1,855,974												54,369
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 May 2029						1,984,068												95,169
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Jun 2029						994,527												45,446
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Jul 2026						969,224												35,550
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Oct 2029						1,290,644												58,366
						FLAGSTAR MORTGAGE TRUST						1% 25 Apr 2048						41,556												40,376
						FNMA POOL 254793						5% 01 Jul 2033						38,531												38,696
						FNMA POOL 313046						1% 01 Aug 2026						459												465
						FNMA POOL 555743						1% 01 Sep 2033						48,236												48,442
						FNMA POOL 725162						1% 01 Feb 2034						5,462												5,710
						FNMA POOL 745000						1% 01 Oct 2035						18,982												19,861
						FNMA POOL 880622						5.5% 01 Apr 2036						166,351												171,143

460

---

						FNMA POOL 888560						1% 01 Nov 2035						62,228												65,051
						FNMA POOL 889117						1% 01 Oct 2035						141,975												142,581
						FNMA POOL 890248						1% 01 Aug 2037						134,095												140,177
						FNMA POOL 890604						1% 01 Oct 2044						472,626												469,546
						FNMA POOL 890827						1% 01 Dec 2037						83,532												79,479
						FNMA POOL 892570						6.5% 01 Jul 2036						62,687												67,106
						FNMA POOL 894044						6.5% 01 Oct 2036						48,889												52,335
						FNMA POOL 898835						6.5% 01 Nov 2036						75,500												80,821
						FNMA POOL 904000						6% 01 Jan 2037						58,060												60,785
						FNMA POOL 918357						6% 01 May 2037						142,402												149,284
						FNMA POOL 924874						7% 01 Oct 2037						263												278
						FNMA POOL 928938						7% 01 Dec 2037						1,202												1,276
						FNMA POOL 934648						7% 01 Nov 2038						1,075												1,155
						FNMA POOL 942478						6% 01 Aug 2037						54,919												57,573
						FNMA POOL 948696						6% 01 Aug 2037						48,265												50,598
						FNMA POOL 974963						4.5% 01 Apr 2038						68,258												67,665
						FNMA POOL 984867						5% 01 Jun 2038						58,210												58,870
						FNMA POOL 985626						6% 01 Apr 2033						37,914												39,634
						FNMA POOL 995072						1% 01 Aug 2038						77,880												80,197
						FNMA POOL AA5781						5% 01 Apr 2039						30,567												30,927
						FNMA POOL AA7717						4.5% 01 Jul 2039						91,953												91,153
						FNMA POOL AB0133						5% 01 Jan 2039						387,905												391,946
						FNMA POOL AB9594						4% 01 Jun 2043						23,820												23,193
						FNMA POOL AB9597						4% 01 Jun 2043						21,009												20,333
						FNMA POOL AB9683						4% 01 Jun 2043						206,172												199,532
						FNMA POOL AC4700						5% 01 Oct 2039						44,872												45,401
						FNMA POOL AD0217						1% 01 Aug 2037						7,506												7,847
						FNMA POOL AE0758						1% 01 Feb 2039						196,679												213,856
						FNMA POOL AH0057						4.5% 01 Feb 2041						6,421												6,364
						FNMA POOL AH9406						4.5% 01 Apr 2041						66,778												66,164
						FNMA POOL AJ5905						4.5% 01 Nov 2041						14,586												14,452
						FNMA POOL AK8441						4% 01 Apr 2042						40,421												38,943
						FNMA POOL AL0069						1% 01 Nov 2040						102,011												103,214
						FNMA POOL AL0814						1% 01 Jun 2040						160,611												171,932
						FNMA POOL AL1176						1% 01 Oct 2039						94,718												101,386
						FNMA POOL AL2491						1% 01 Sep 2039						140,597												147,497
						FNMA POOL AL3026						1% 01 Dec 2042						82,417												77,192
						FNMA POOL AL3508						1% 01 Apr 2043						74,083												72,133
						FNMA POOL AL3519						1% 01 Nov 2041						5,591												5,540
						FNMA POOL AL4741						1% 01 Jan 2044						92,607												91,689
						FNMA POOL AL5110						1% 01 Mar 2044						114,295												113,036
						FNMA POOL AL9397						1% 01 Oct 2046						208,427												188,664
						FNMA POOL AM8674						2.81% 01 Apr 2025						80,000												76,212
						FNMA POOL AM8700						2.93% 01 Jun 2030						228,546												207,848
						FNMA POOL AN4677						3.2% 01 Feb 2029						90,091												84,181
						FNMA POOL AN4927						3.45% 01 Mar 2029						134,083												127,017
						FNMA POOL AN5386						3.25% 01 May 2029						156,074												146,021

461

---

						FNMA POOL AN8048						3.08% 01 Jan 2028						100,000												94,009
						FNMA POOL AO2711						4% 01 May 2042						20,237												19,497
						FNMA POOL AO4170						4% 01 Jun 2042						27,782												26,767
						FNMA POOL AO6086						4% 01 Jun 2042						21,191												20,417
						FNMA POOL AO6908						4% 01 Jun 2042						19,500												18,787
						FNMA POOL AO7501						4% 01 Jun 2042						22,267												21,453
						FNMA POOL AO9859						4% 01 Jul 2042						8,864												8,540
						FNMA POOL AP0692						4% 01 Jul 2042						29,345												28,272
						FNMA POOL AP2530						4% 01 Aug 2042						31,000												29,866
						FNMA POOL AP4532						4% 01 Sep 2042						23,769												22,900
						FNMA POOL AP4781						3% 01 Sep 2042						174,192												159,268
						FNMA POOL AP4903						4% 01 Sep 2042						49,711												47,894
						FNMA POOL AP7399						4% 01 Sep 2042						97,257												93,702
						FNMA POOL AP9229						4% 01 Oct 2042						16,922												16,304
						FNMA POOL AP9766						4% 01 Oct 2042						278,105												267,940
						FNMA POOL AP9862						4% 01 Oct 2042						12,411												11,957
						FNMA POOL AQ0100						4% 01 Oct 2042						16,496												15,893
						FNMA POOL AQ1641						4% 01 Oct 2042						17,478												16,839
						FNMA POOL AQ3599						4% 01 Nov 2042						32,648												31,455
						FNMA POOL AQ4078						4% 01 Jun 2043						90,908												88,515
						FNMA POOL AQ4080						4% 01 Jun 2043						81,528												79,062
						FNMA POOL AQ4555						4% 01 Dec 2042						155,255												149,580
						FNMA POOL AQ4573						4% 01 Dec 2042						48,812												47,028
						FNMA POOL AQ5137						4% 01 Nov 2042						22,589												21,763
						FNMA POOL AQ6744						4% 01 Nov 2042						4,935												4,795
						FNMA POOL AQ7003						4% 01 Dec 2042						76,599												73,799
						FNMA POOL AQ7048						4% 01 Dec 2042						26,062												25,109
						FNMA POOL AQ7082						4% 01 Jan 2043						92,927												89,530
						FNMA POOL AQ7661						4% 01 Dec 2042						52,974												51,268
						FNMA POOL AR7399						3% 01 Jun 2043						19,252												17,455
						FNMA POOL AS0038						3% 01 Jul 2043						63,776												57,822
						FNMA POOL AS0070						4% 01 Aug 2043						117,597												113,247
						FNMA POOL AS3253						4% 01 Sep 2044						92,444												88,975
						FNMA POOL AS4271						4.5% 01 Jan 2045						47,214												47,367
						FNMA POOL AS6340						3.5% 01 Dec 2045						—												0
						FNMA POOL AS7844						3% 01 Sep 2046						151,250												136,908
						FNMA POOL AS8740						3.5% 01 Feb 2037						66,759												63,436
						FNMA POOL AT3870						4% 01 Jun 2043						26,921												26,212
						FNMA POOL AT3874						4% 01 Jun 2043						39,070												37,888
						FNMA POOL AT4281						4% 01 Jun 2043						19,631												19,115
						FNMA POOL AT6546						4% 01 Jun 2043						25,627												24,892
						FNMA POOL AT6549						4% 01 Jun 2043						50,235												48,913
						FNMA POOL AT7208						4% 01 Jun 2043						18,404												17,920
						FNMA POOL AT7698						4% 01 Jun 2043						72,758												70,700
						FNMA POOL AT8394						4% 01 Jun 2043						200,184												194,914
						FNMA POOL AT9627						4% 01 Jul 2043						38,610												37,443
						FNMA POOL AT9637						4% 01 Jul 2043						370,542												359,335

462

---

						FNMA POOL AT9653						4% 01 Jul 2043						293,568												285,840
						FNMA POOL AT9657						4% 01 Jul 2043						220,524												213,421
						FNMA POOL AT9839						4% 01 Jun 2043						29,513												28,736
						FNMA POOL AU6735						3% 01 Oct 2043						54,154												49,099
						FNMA POOL AU6939						4.5% 01 Oct 2043						23,409												23,177
						FNMA POOL AV6366						4.5% 01 Jan 2044						57,329												56,760
						FNMA POOL AV7116						4.5% 01 Mar 2044						23,522												23,313
						FNMA POOL AW9453						3.5% 01 Aug 2044						45,869												42,816
						FNMA POOL BC1509						3% 01 Aug 2046						138,990												125,811
						FNMA POOL BC2817						3% 01 Sep 2046						293,510												265,680
						FNMA POOL BD8104						3% 01 Oct 2046						293,454												266,755
						FNMA POOL BF0104						4% 01 Feb 2056						79,741												76,791
						FNMA POOL BF0141						5.5% 01 Sep 2056						650,869												680,672
						FNMA POOL BF0145						3.5% 01 Mar 2057						351,454												327,410
						FNMA POOL BF0148						4.5% 01 Apr 2056						262,792												260,377
						FNMA POOL BF0183						4% 01 Jan 2057						44,265												42,627
						FNMA POOL BF0222						4.5% 01 Sep 2057						580,059												567,597
						FNMA POOL BJ2544						3% 01 Dec 2037						76,130												70,147
						FNMA POOL BL2454						3.16% 01 May 2029						95,226												88,491
						FNMA POOL BM1948						1% 01 Jul 2041						95,006												99,465
						FNMA POOL BM3724						1% 01 Mar 2048						89,280												83,406
						FNMA POOL BM4750						1% 01 Feb 2045						40,075												37,534
						FNMA POOL BM4751						1% 01 Mar 2043						574,027												537,629
						FNMA POOL BM4897						1% 01 Dec 2046						731,039												684,685
						FNMA POOL BM6151						1% 01 Feb 2041						188,314												182,176
						FNMA POOL BM6898						1% 01 Feb 2032						657,577												548,957
						FNMA POOL BM6912						1% 01 Jan 2052						95,856												80,031
						FNMA POOL BO2878						3% 01 Nov 2049						106,522												94,693
						FNMA POOL BP3484						2.5% 01 Jun 2051						85,960												73,830
						FNMA POOL BQ1150						2.5% 01 Oct 2050						286,843												245,899
						FNMA POOL BQ5876						2.5% 01 Nov 2050						165,975												142,649
						FNMA POOL BQ9224						2% 01 Jan 2051						174,227												142,727
						FNMA POOL BQ9226						2% 01 Jan 2051						165,985												136,881
						FNMA POOL BR0001						2.5% 01 Dec 2050						78,986												67,662
						FNMA POOL BR1001						2.5% 01 May 2051						431,580												372,304
						FNMA POOL BR1823						2% 01 Jan 2051						84,551												69,257
						FNMA POOL BR2303						3% 01 Aug 2051						84,364												75,035
						FNMA POOL BR2641						2% 01 Feb 2051						159,271												131,387
						FNMA POOL BR2643						2% 01 Feb 2051						149,760												123,495
						FNMA POOL BR2644						2% 01 Feb 2051						75,077												61,866
						FNMA POOL BR3256						2% 01 Feb 2051						76,287												63,259
						FNMA POOL BR3257						2% 01 Feb 2051						238,480												197,474
						FNMA POOL BR3286						2% 01 Mar 2051						78,878												65,069
						FNMA POOL BR3290						2% 01 Mar 2051						341,505												279,462
						FNMA POOL BR4035						2% 01 Feb 2051						168,159												137,676
						FNMA POOL BR4080						2% 01 Mar 2051						84,668												69,286
						FNMA POOL BR4722						2% 01 Mar 2051						153,595												126,499

463

---

						FNMA POOL BR4753						2% 01 Mar 2051						83,941												69,206
						FNMA POOL BR4756						2% 01 Mar 2051						150,556												123,996
						FNMA POOL BR5487						2% 01 Mar 2051						84,345												69,466
						FNMA POOL BR5577						2% 01 Mar 2051						170,637												140,534
						FNMA POOL BR5587						2% 01 Mar 2051						168,659												139,002
						FNMA POOL BR5589						2% 01 Mar 2051						82,237												67,271
						FNMA POOL BR5633						2% 01 Mar 2051						258,189												212,641
						FNMA POOL BR5634						2% 01 Mar 2051						171,335												140,628
						FNMA POOL BR5649						2% 01 Mar 2051						263,813												217,272
						FNMA POOL BR6462						2% 01 Mar 2051						169,653												138,778
						FNMA POOL BR6496						2.5% 01 Apr 2051						78,360												67,625
						FNMA POOL BR6515						2% 01 Apr 2051						83,906												69,440
						FNMA POOL BR7744						2% 01 Apr 2051						81,732												67,357
						FNMA POOL BR7745						2% 01 Apr 2051						77,842												64,143
						FNMA POOL BR8478						2% 01 Apr 2051						82,960												68,368
						FNMA POOL BR8518						2% 01 Apr 2051						78,168												64,411
						FNMA POOL BT0846						2.5% 01 Jul 2051						176,910												151,673
						FNMA POOL BT3244						2.5% 01 Jul 2051						176,493												151,233
						FNMA POOL BT3270						2.5% 01 Aug 2051						179,832												154,317
						FNMA POOL BT3290						2.5% 01 Aug 2051						92,126												78,898
						FNMA POOL BT3303						2.5% 01 Aug 2051						89,261												76,555
						FNMA POOL BU9129						2% 01 Feb 2052						95,808												78,310
						FNMA POOL BU9889						3% 01 Jan 2052						356,473												317,242
						FNMA POOL BV3089						2.5% 01 Feb 2052						282,639												241,802
						FNMA POOL BV5395						3.5% 01 Apr 2052						187,374												172,039
						FNMA POOL BV8546						3.5% 01 May 2052						381,876												349,029
						FNMA POOL CA4110						3% 01 Sep 2049						278,005												249,148
						FNMA POOL CA4819						4% 01 Dec 2049						79,141												75,875
						FNMA POOL CA7224						2% 01 Oct 2050						77,474												63,563
						FNMA POOL CA7257						2.5% 01 Oct 2050						716,091												615,960
						FNMA POOL CA9358						2.5% 01 Mar 2041						250,867												220,617
						FNMA POOL CB0100						2.5% 01 Apr 2041						425,903												375,140
						FNMA POOL CB0101						2.5% 01 Apr 2041						341,585												300,396
						FNMA POOL CB0414						2.5% 01 May 2051						—												0
						FNMA POOL CB0458						2.5% 01 May 2051						760,563												647,606
						FNMA POOL CB0470						2.5% 01 May 2041						431,392												377,737
						FNMA POOL CB1878						3% 01 Oct 2051						179,929												158,671
						FNMA POOL CB2164						3% 01 Nov 2051						459,457												407,433
						FNMA POOL CB2680						3.5% 01 Jan 2052						557,414												508,915
						FNMA POOL CB3031						2.5% 01 Mar 2052						1,027,682												871,738
						FNMA POOL CB3044						2.5% 01 Mar 2052						583,781												499,044
						FNMA POOL CB3082						3% 01 Mar 2042						91,082												82,352
						FNMA POOL CB3614						4% 01 May 2052						666,622												631,415
						FNMA POOL FM0068						1% 01 Feb 2040						211,553												202,233
						FNMA POOL FM0071						1% 01 Feb 2040						43,820												41,874
						FNMA POOL FM3123						1% 01 Mar 2038						415,015												374,898
						FNMA POOL FM3347						1% 01 May 2047						452,470												418,880

464

---

						FNMA POOL FM3830						1% 01 Apr 2050						201,762												180,113
						FNMA POOL FM4577						1% 01 Oct 2050						233,365												200,229
						FNMA POOL FM5423						1% 01 Jan 2051						392,066												336,093
						FNMA POOL FM5743						1% 01 Feb 2051						67,908												58,421
						FNMA POOL FM5754						1% 01 Mar 2037						52,204												49,598
						FNMA POOL FM5783						1% 01 Jun 2038						217,065												200,170
						FNMA POOL FM5904						1% 01 Feb 2051						127,261												109,482
						FNMA POOL FM5944						1% 01 Jan 2051						217,442												184,758
						FNMA POOL FM6015						1% 01 Aug 2039						54,209												51,510
						FNMA POOL FM6117						1% 01 Nov 2048						228,839												205,629
						FNMA POOL FM6134						1% 01 Mar 2040						211,214												194,616
						FNMA POOL FM6460						1% 01 Mar 2051						162,742												140,164
						FNMA POOL FM7141						1% 01 Feb 2047						50,076												48,153
						FNMA POOL FM7382						1% 01 May 2051						70,815												62,837
						FNMA POOL FM7518						1% 01 Jun 2051						937,709												802,902
						FNMA POOL FM7607						1% 01 Apr 2038						134,358												126,092
						FNMA POOL FM7675						1% 01 Jun 2051						226,556												194,895
						FNMA POOL FM7676						1% 01 Jun 2051						87,964												75,507
						FNMA POOL FM7727						1% 01 Jun 2051						85,262												73,535
						FNMA POOL FM7796						1% 01 Jun 2048						131,247												126,475
						FNMA POOL FM7869						1% 01 Jan 2051						165,026												141,796
						FNMA POOL FM7900						1% 01 Jul 2051						170,402												146,270
						FNMA POOL FM7910						1% 01 Jul 2051						177,641												152,905
						FNMA POOL FM8025						1% 01 Jul 2051						349,473												301,298
						FNMA POOL FM8166						1% 01 Jun 2051						80,682												72,085
						FNMA POOL FM8210						1% 01 Apr 2050						2,877,180												2,578,529
						FNMA POOL FM8577						1% 01 Aug 2051						167,494												149,528
						FNMA POOL FM8685						1% 01 Sep 2051						84,021												74,146
						FNMA POOL FM8786						1% 01 Oct 2051						810,955												695,288
						FNMA POOL FM8813						1% 01 Sep 2051						875,594												798,186
						FNMA POOL FM8941						1% 01 Jan 2041						78,038												72,090
						FNMA POOL FM8977						1% 01 Sep 2051						87,564												75,388
						FNMA POOL FM9044						1% 01 Oct 2051						84,855												75,529
						FNMA POOL FM9048						1% 01 Oct 2051						88,702												78,751
						FNMA POOL FM9174						1% 01 Oct 2051						92,081												75,583
						FNMA POOL FM9292						1% 01 Nov 2051						269,440												239,733
						FNMA POOL FM9299						1% 01 Oct 2051						895,654												733,462
						FNMA POOL FM9365						1% 01 Nov 2051						88,566												78,943
						FNMA POOL FS0024						1% 01 Sep 2051						85,448												73,609
						FNMA POOL FS0028						1% 01 Sep 2051						278,768												239,007
						FNMA POOL FS0034						1% 01 Dec 2051						91,741												81,709
						FNMA POOL FS0037						1% 01 Aug 2051						80,720												71,935
						FNMA POOL FS0240						1% 01 Jan 2052						91,903												81,949
						FNMA POOL FS0331						1% 01 Jan 2052						559,858												493,368
						FNMA POOL FS0349						1% 01 Jan 2052						565,505												462,748
						FNMA POOL FS0352						1% 01 Jan 2052						571,483												467,089
						FNMA POOL FS0366						1% 01 Jan 2052						93,839												80,837

465

---

						FNMA POOL FS0408						1% 01 Jan 2052						90,815												80,923
						FNMA POOL FS0464						1% 01 Jan 2052						88,642												72,391
						FNMA POOL FS0520						1% 01 Feb 2052						289,669												257,226
						FNMA POOL FS0534						1% 01 Jul 2051						93,341												80,015
						FNMA POOL FS0551						1% 01 Feb 2052						469,263												401,791
						FNMA POOL FS0582						1% 01 Feb 2052						191,377												163,561
						FNMA POOL FS0583						1% 01 Feb 2052						189,928												162,119
						FNMA POOL FS0584						1% 01 Feb 2052						283,682												232,330
						FNMA POOL FS0612						1% 01 Feb 2052						95,565												78,300
						FNMA POOL FS1014						1% 01 Feb 2052						190,277												155,944
						FNMA POOL FS1015						1% 01 Feb 2052						664,884												544,837
						FNMA POOL FS1074						1% 01 Mar 2052						469,955												418,235
						FNMA POOL FS1104						1% 01 Nov 2051						90,084												77,540
						FNMA POOL FS1248						1% 01 Feb 2047						448,214												406,369
						FNMA POOL FS1289						1% 01 Mar 2052						467,538												417,707
						FNMA POOL FS1403						1% 01 Jan 2045						90,104												81,708
						FNMA POOL FS1454						1% 01 Apr 2052						290,736												265,659
						FNMA POOL FS1462						1% 01 Jan 2052						186,228												171,761
						FNMA POOL FS1539						1% 01 Nov 2048						91,934												83,352
						FNMA POOL FS1553						1% 01 Nov 2050						184,709												158,626
						FNMA POOL FS1555						1% 01 Apr 2052						96,051												87,766
						FNMA POOL FS1556						1% 01 May 2052						577,297												531,283
						FNMA POOL FS1628						1% 01 Apr 2052						191,261												164,279
						FNMA POOL FS1726						1% 01 Sep 2041						187,386												158,181
						FNMA POOL FS1866						1% 01 May 2052						295,972												269,984
						FNMA POOL FS1924						1% 01 Mar 2051						469,382												401,031
						FNMA POOL FS2061						1% 01 Jun 2052						483,239												456,165
						FNMA POOL FS2066						1% 01 Jun 2052						578,631												547,890
						FNMA POOL FS2528						1% 01 Jan 2051						293,081												226,421
						FNMA POOL MA0706						4.5% 01 Apr 2031						66,647												65,882
						FNMA POOL MA0734						4.5% 01 May 2031						243,181												240,389
						FNMA POOL MA0776						4.5% 01 Jun 2031						85,398												84,418
						FNMA POOL MA0913						4.5% 01 Nov 2031						113,195												111,896
						FNMA POOL MA0939						4.5% 01 Dec 2031						110,502												109,233
						FNMA POOL MA0968						4.5% 01 Dec 2031						21,183												20,939
						FNMA POOL MA1177						3.5% 01 Sep 2042						34,978												32,760
						FNMA POOL MA1213						3.5% 01 Oct 2042						17,605												16,489
						FNMA POOL MA1221						4.5% 01 Sep 2042						10,981												10,875
						FNMA POOL MA1253						4% 01 Nov 2042						15,898												15,317
						FNMA POOL MA1547						4% 01 Aug 2043						122,227												117,706
						FNMA POOL MA1591						4.5% 01 Sep 2043						229,395												227,121
						FNMA POOL MA1629						4.5% 01 Oct 2043						185,277												183,440
						FNMA POOL MA1664						4.5% 01 Nov 2043						116,601												115,445
						FNMA POOL MA1711						4.5% 01 Dec 2043						173,948												172,223
						FNMA POOL MA2110						3.5% 01 Dec 2034						133,445												127,160
						FNMA POOL MA2138						3.5% 01 Jan 2035						76,243												72,652
						FNMA POOL MA2320						3% 01 Jul 2035						59,525												55,042

466

---

						FNMA POOL MA2523						3% 01 Feb 2036						288,094												266,396
						FNMA POOL MA2579						3% 01 Apr 2036						230,434												213,079
						FNMA POOL MA2672						3% 01 Jul 2036						443,592												409,066
						FNMA POOL MA2707						3% 01 Aug 2036						769,381												709,498
						FNMA POOL MA2773						3% 01 Oct 2036						946,586												872,911
						FNMA POOL MA2832						3% 01 Dec 2036						581,154												535,921
						FNMA POOL MA4120						2.5% 01 Sep 2050						58,426												49,972
						FNMA POOL MA4208						2% 01 Dec 2050						1,421,305												1,165,215
						FNMA POOL MA4280						1.5% 01 Mar 2051						1,051,867												813,251
						FNMA POOL MA4364						2% 01 Jun 2041						604,153												509,571
						FNMA TBA 30 YR 2						2% 25 Dec 2051						5,900,000												4,805,426
						FNMA TBA 30 YR 2						2% 13 Feb 2053						100,000												81,540
						FNMA TBA 30 YR 2.5						2.5% 25 Dec 2051						3,600,000												3,049,967
						FNMA TBA 30 YR 2.5						2.5% 13 Feb 2053						400,000												339,178
						FNMA TBA 30 YR 3						3% 25 Feb 2052						7,400,000												6,496,482
						FNMA TBA 30 YR 3						3% 25 Feb 2052						600,000												527,122
						FNMA TBA 30 YR 3.5						3.5% 25 Apr 2052						8,900,000												8,087,955
						FNMA TBA 30 YR 3.5						3.5% 13 Feb 2053						700,000												636,449
						FNMA TBA 30 YR 4						4% 25 Jun 2052						900,000												844,299
						FNMA TBA 30 YR 4						4% 13 Feb 2053						1,600,000												1,501,168
						FNMA TBA 30 YR 4.5						4.5% 25 Jul 2052						1,700,000												1,638,078
						FNMA TBA 30 YR 4.5						4.5% 13 Feb 2053						3,500,000												3,372,390
						FNMA TBA 30 YR 5						5% 13 Feb 2053						2,300,000												2,267,250
						FNMA TBA 30 YR 5.5						5.5% 13 Feb 2053						1,900,000												1,904,484
						FOX CORP						4.03% 25 Jan 2024						270,000												266,860
						FOX CORP						5.476% 25 Jan 2039						220,000												200,695
						FREDDIE MAC						1% 15 Dec 2041						358,875												41,736
						FREDDIE MAC						2.5% 25 Nov 2050						149,047												22,948
						FREDDIE MAC						2.5% 25 Jan 2051						700,293												107,392
						FREDDIE MAC						2.5% 25 Feb 2051						79,780												12,076
						FREDDIE MAC						2.5% 25 Sep 2050						208,757												32,640
						FREDDIE MAC						2.5% 25 Sep 2050						494,025												74,917
						FREDDIE MAC						2.5% 25 Sep 2050						253,386												38,655
						FREDDIE MAC						2% 25 Oct 2050						434,436												60,750
						FREDDIE MAC						2.5% 25 May 2049						641,860												86,657
						FREDDIE MAC						1% 15 Jan 2040						161,953												12,513
						FREDDIE MAC REFERENCE REMIC						6% 15 May 2036						284,151												294,788
						FREEPORT MCMORAN INC						5.45% 15 Mar 2043						50,000												45,092
						FREEPORT MCMORAN INC						5.4% 14 Nov 2034						110,000												103,574
						GENERAL DYNAMICS CORP						4.25% 01 Apr 2040						290,000												266,226
						GENERAL DYNAMICS CORP						4.25% 01 Apr 2050						580,000												518,648
						GENERAL MOTORS CO						6.25% 02 Oct 2043						130,000												121,096
						GENERAL MOTORS CO						5.15% 01 Apr 2038						90,000												78,366
						GENERAL MOTORS FINL CO						4.25% 15 May 2023						170,000												169,187
						GENERAL MOTORS FINL CO						4.35% 17 Jan 2027						100,000												95,286
						GILEAD SCIENCES INC						3.7% 01 Apr 2024						470,000												462,452
						GILEAD SCIENCES INC						4.75% 01 Mar 2046						190,000												172,303

467

---

						GILEAD SCIENCES INC						3.65% 01 Mar 2026						290,000												280,250
						GLENCORE FUNDING LLC						4.125% 30 May 2023						30,000												29,819
						GLENCORE FUNDING LLC						4% 27 Mar 2027						1,220,000												1,154,340
						GLENCORE FUNDING LLC						4.125% 12 Mar 2024						470,000												461,874
						GMRF MORTGAGE ACQUISITION CO.,						1% 25 Jul 2056						96,919												87,574
						GNMA II POOL 003474						6% 20 Nov 2033						8,389												8,732
						GNMA II POOL 004006						6% 20 Jul 2037						47,532												49,881
						GNMA II POOL 004040						6.5% 20 Oct 2037						140,665												150,253
						GNMA II POOL 004245						6% 20 Sep 2038						241,839												254,540
						GNMA II POOL 004617						4.5% 20 Jan 2040						103,575												103,544
						GNMA II POOL 004717						6% 20 Jun 2040						52,376												54,980
						GNMA II POOL 004747						5% 20 Jul 2040						13,486												13,741
						GNMA II POOL 004801						4.5% 20 Sep 2040						5,594												5,592
						GNMA II POOL 004802						5% 20 Sep 2040						53,188												54,193
						GNMA II POOL 004837						6% 20 Oct 2040						18,779												19,749
						GNMA II POOL 004855						5% 20 Nov 2040						97,546												99,389
						GNMA II POOL 004923						4.5% 20 Jan 2041						27,330												27,321
						GNMA II POOL 004978						4.5% 20 Mar 2041						1,017,463												1,016,879
						GNMA II POOL 004991						6% 20 Mar 2041						225,644												238,175
						GNMA II POOL 005085						6% 20 Jun 2041						174,810												184,814
						GNMA II POOL 005189						6% 20 Sep 2041						74,917												78,533
						GNMA II POOL 005240						6% 20 Nov 2041						1,831												1,930
						GNMA II POOL 783050						5% 20 Jul 2040						283,783												289,145
						GNMA II POOL 784106						3.5% 20 Jan 2046						55,991												52,625
						GNMA II POOL 784825						3.5% 20 Oct 2049						51,667												46,760
						GNMA II POOL 784905						3% 20 Jan 2050						253,594												228,376
						GNMA II POOL 785218						2% 20 Dec 2050						319,061												267,792
						GNMA II POOL 785219						2% 20 Dec 2050						315,845												266,426
						GNMA II POOL 785220						2% 20 Dec 2050						249,477												210,443
						GNMA II POOL 785221						2% 20 Dec 2050						324,235												273,503
						GNMA II POOL 785359						2% 20 Mar 2051						170,020												143,950
						GNMA II POOL 785360						2% 20 Mar 2051						89,874												75,684
						GNMA II POOL 785944						3% 20 Feb 2052						760,909												679,193
						GNMA II POOL 786077						3% 20 Mar 2052						185,649												165,196
						GNMA II POOL 786082						3% 20 Nov 2051						283,828												253,093
						GNMA II POOL 786095						3% 20 Apr 2052						392,026												343,001
						GNMA II POOL 786107						3% 20 Mar 2052						94,486												84,418
						GNMA II POOL BC4732						3.5% 20 Oct 2047						283,611												264,889
						GNMA II POOL BD0384						3.5% 20 Oct 2047						229,715												214,550
						GNMA II POOL BM7534						3.5% 20 Feb 2050						61,148												56,774
						GNMA II POOL BM9734						4% 20 Oct 2049						34,330												32,960
						GNMA II POOL BM9743						4% 20 Nov 2049						505,155												484,997
						GNMA II POOL BS1728						4% 20 Jan 2050						44,471												42,696
						GNMA II POOL BS1742						4% 20 Feb 2050						36,245												34,799
						GNMA II POOL BS1757						4% 20 Mar 2050						30,108												28,834
						GNMA II POOL BS8420						4% 20 Apr 2050						180,922												173,270
						GNMA II POOL CI1513						3% 20 Mar 2052						294,871												263,140

468

---

						GNMA II POOL CL5523						3% 20 Apr 2052						95,645												83,684
						GNMA II POOL MA1995						3.5% 20 Jun 2044						187,885												176,794
						GNMA II POOL MA3521						3.5% 20 Mar 2046						210,520												197,866
						GNMA II POOL MA3597						3.5% 20 Apr 2046						209,662												196,711
						GNMA II POOL MA3663						3.5% 20 May 2046						680,208												638,192
						GNMA II POOL MA4068						3% 20 Nov 2046						97,520												88,476
						GNMA II POOL MA4654						4.5% 20 Aug 2047						120,379												118,393
						GNMA II POOL MA5138						4.5% 20 Apr 2048						181,721												178,449
						GNMA II POOL MA5193						4.5% 20 May 2048						271,465												266,577
						GNMA II POOL MA5467						4.5% 20 Sep 2048						1,070												1,050
						GNMA II POOL MA5529						4.5% 20 Oct 2048						182,193												178,923
						GNMA II POOL MA5595						4% 20 Nov 2048						13,018												12,506
						GNMA II POOL MA5597						5% 20 Nov 2048						137,798												138,137
						GNMA II POOL MA5652						4.5% 20 Dec 2048						95,082												93,375
						GNMA II POOL MA5711						4.5% 20 Jan 2049						35,869												35,226
						GNMA II POOL MA5877						4.5% 20 Apr 2049						136,843												134,386
						GNMA II POOL MA6477						4.5% 20 Feb 2050						107,426												105,497
						GNMA II POOL MA6544						4.5% 20 Mar 2050						80,309												78,868
						GNMA II POOL MA6603						5% 20 Apr 2050						163,119												163,617
						GNMA II POOL MA6711						3.5% 20 Jun 2050						759,016												704,723
						GNMA II POOL MA6767						3.5% 20 Jul 2050						75,808												70,488
						GNMA II POOL MA6997						3.5% 20 Nov 2050						889,901												827,690
						GNMA II POOL MA7056						4.5% 20 Dec 2050						87,411												85,842
						GNMA II POOL MA7193						2.5% 20 Feb 2051						1,299,272												1,131,526
						GNMA II POOL MA7590						3% 20 Sep 2051						756,511												676,320
						GNMA II POOL MA7706						3% 20 Nov 2051						2,066,497												1,846,296
						GNMA II POOL MA7883						3.5% 20 Feb 2052						1,998,354												1,844,917
						GNMA II TBA 30 YR 2.5						2.5% 23 Jan 2053						9,100,000												7,874,212
						GNMA II TBA 30 YR 3						3% 23 Jan 2053						1,900,000												1,690,687
						GNMA II TBA 30 YR 3						3% 21 Feb 2053						400,000												356,174
						GNMA II TBA 30 YR 3.5						3.5% 23 Jan 2053						600,000												550,822
						GNMA II TBA 30 YR 3.5						3.5% 21 Feb 2053						500,000												459,254
						GNMA II TBA 30 YR 4						4% 23 Jan 2053						400,000												378,382
						GNMA II TBA 30 YR 4						4% 21 Feb 2053						4,300,000												4,069,408
						GNMA II TBA 30 YR 4.5						4.5% 21 Feb 2053						1,800,000												1,745,593
						GNMA II TBA 30 YR 5						5% 21 Feb 2053						3,000,000												2,970,348
						GNMA II TBA 30 YR 5.5						5.5% 21 Feb 2053						2,200,000												2,209,086
						GNMA POOL 486470						6.5% 15 Aug 2028						558												573
						GNMA POOL 486516						6.5% 15 Sep 2028						1,173												1,204
						GNMA POOL 617327						6% 15 Dec 2036						37,606												39,135
						GNMA POOL 617567						6% 15 Jun 2037						697												730
						GNMA POOL 661534						6% 15 Dec 2036						17,907												18,927
						GNMA POOL 662583						6% 15 Sep 2037						80,399												84,626
						GNMA POOL 780851						7.5% 15 Dec 2027						1,501												1,531
						GNMA POOL 781001						7.5% 15 Mar 2029						2,872												2,971
						GNMA POOL 783669						3% 15 Sep 2042						141,426												128,150
						GNMA POOL 784571						3.5% 15 Jun 2048						502,344												471,038

469

---

						GNMA POOL AA5649						3% 15 Sep 2042						362,877												328,813
						GNMA POOL AB2892						3% 15 Sep 2042						306,168												277,427
						GNMA POOL AB9108						3% 15 Oct 2042						701,641												635,777
						GNMA POOL BS8439						3.5% 15 May 2050						129,954												119,918
						GOLDMAN SACHS GROUP INC						3.85% 08 Jul 2024						490,000												480,827
						GOLDMAN SACHS GROUP INC						6.25% 01 Feb 2041						1,320,000												1,382,014
						GOLDMAN SACHS GROUP INC						4% 03 Mar 2024						30,000												29,629
						GOLDMAN SACHS GROUP INC						4.25% 21 Oct 2025						620,000												606,949
						GOLDMAN SACHS GROUP INC						4.75% 21 Oct 2045						100,000												88,245
						GOLDMAN SACHS GROUP INC						3.2% 23 Feb 2023						360,000												359,190
						GOLDMAN SACHS GROUP INC						1% 01 May 2029						730,000												681,331
						GOLDMAN SACHS GROUP INC						3.5% 01 Apr 2025						420,000												404,611
						GOLDMAN SACHS GROUP INC						1% 22 Apr 2042						40,000												28,874
						GOLDMAN SACHS GROUP INC						1% 21 Jul 2042						70,000												47,964
						GOLDMAN SACHS GROUP INC						1% 15 Mar 2028						100,000												93,019
						GOLDMAN SACHS GROUP INC						1% 15 Jun 2027						910,000												878,341
						GOLDMAN SACHS GROUP INC						3.5% 16 Nov 2026						140,000												131,613
						GOLDMAN SACHS GROUP INC						5.15% 22 May 2045						690,000												626,831
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jan 2040						8,675												90
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Aug 2042						184,368												18,871
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Jun 2043						26,973												1,041
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Apr 2040						21,683												2,294
						GOVERNMENT NATIONAL MORTGAGE A						4.5% 20 Oct 2039						13,235												13,200
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Feb 2054						2,411,565												22,792
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Mar 2047						112,653												2,224
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Nov 2047						155,245												143,290
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Oct 2054						7,573,486												92,397
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Jun 2048						4,115												4,005
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Jul 2058						525,393												15,446
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Oct 2046						206,091												26,466
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Mar 2060						1,453,669												56,758
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Jun 2062						7,736,757												509,016
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Sep 2062						8,158,685												568,127
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 May 2063						10,722,352												732,619
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Feb 2061						1,966,558												107,389
						GOVERNMENT NATIONAL MORTGAGE A						3% 20 Jul 2049						302,351												267,594
						GOVERNMENT NATIONAL MORTGAGE A						3.5% 20 Apr 2050						542,686												94,067
						GOVERNMENT NATIONAL MORTGAGE A						3.5% 20 Apr 2050						221,913												38,248
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Aug 2050						485,896												69,155
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Aug 2050						158,958												22,413
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Aug 2050						239,386												34,633
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Sep 2050						164,620												23,433
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Oct 2050						167,890												25,058
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Oct 2050						669,059												97,173
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Oct 2050						246,786												35,751
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Nov 2050						3,853,025												501,901
						GOVERNMENT NATIONAL MORTGAGE A						2% 20 Dec 2050						1,348,126												146,466

470

---

						GOVERNMENT STIF 3						GOVERNMENT STIF 3						17,276,058												17,276,058
						GS MORTGAGE SECURITIES TRUST						3.964% 10 Nov 2047						910,000												853,907
						GS MORTGAGE SECURITIES TRUST						1% 15 Sep 2031						2,145,000												2,018,008
						GS MORTGAGE SECURITIES TRUST						1% 15 May 2026						410,000												387,260
						GUARDIAN LIFE GLOB FUND						1.1% 23 Jun 2025						140,000												127,084
						HALLIBURTON CO						3.8% 15 Nov 2025						15,000												14,605
						HALLIBURTON CO						4.85% 15 Nov 2035						70,000												64,941
						HALLIBURTON CO						5% 15 Nov 2045						120,000												107,039
						HCA INC						4.5% 15 Feb 2027						10,000												9,647
						HERSHEY COMPANY						0.9% 01 Jun 2025						100,000												91,486
						HERTZ VEHICLE FINANCING LLC						1.68% 27 Dec 2027						370,000												321,198
						HOME DEPOT INC						3.9% 15 Jun 2047						80,000												66,315
						HOME DEPOT INC						3.9% 06 Dec 2028						30,000												28,950
						HOME DEPOT INC						2.5% 15 Apr 2027						250,000												230,253
						HOME DEPOT INC						2.7% 15 Apr 2030						230,000												201,337
						HOME DEPOT INC						3.3% 15 Apr 2040						120,000												96,148
						HOME DEPOT INC						3.35% 15 Apr 2050						530,000												396,096
						HOME DEPOT INC						3.25% 15 Apr 2032						560,000												499,705
						HONEYWELL INTERNATIONAL						1.35% 01 Jun 2025						240,000												222,115
						HSBC HOLDINGS PLC						4.25% 14 Mar 2024						660,000												648,701
						HSBC HOLDINGS PLC						4.25% 18 Aug 2025						440,000												423,949
						HSBC HOLDINGS PLC						4.3% 08 Mar 2026						270,000												261,576
						HSBC HOLDINGS PLC						1% 19 Jun 2029						200,000												184,316
						HSBC HOLDINGS PLC						1% 22 Nov 2032						550,000												422,554
						HUMANA INC						4.625% 01 Dec 2042						220,000												193,167
						HUMANA INC						3.95% 15 Mar 2027						30,000												28,788
						HUMANA INC						4.8% 15 Mar 2047						720,000												638,633
						HUMANA INC						4.5% 01 Apr 2025						60,000												59,381
						HUMANA INC						3.7% 23 Mar 2029						290,000												265,301
						INTEL CORP						3.734% 08 Dec 2047						206,000												155,592
						INTEL CORP						1.6% 12 Aug 2028						290,000												246,831
						INTEL CORP						3.05% 12 Aug 2051						140,000												91,473
						INTERCONTINENTALEXCHANGE						4.6% 15 Mar 2033						670,000												645,183
						INTERCONTINENTALEXCHANGE						4.95% 15 Jun 2052						100,000												92,903
						INTESA SANPAOLO SPA						3.375% 12 Jan 2023						260,000												259,943
						JOHNSON + JOHNSON						3.625% 03 Mar 2037						350,000												311,549
						JOHNSON + JOHNSON						0.55% 01 Sep 2025						220,000												198,871
						JOHNSON + JOHNSON						0.95% 01 Sep 2027						320,000												276,102
						JP MORGAN CHASE COMMERCIAL MOR						1% 15 Mar 2039						340,000												327,328
						JP MORGAN CHASE COMMERCIAL MOR						1% 15 Apr 2037						587,266												543,599
						JP MORGAN MORTGAGE TRUST						1% 25 Oct 2048						148,543												129,020
						JPMBB COMMERCIAL MORTGAGE SECU						4.065% 15 Nov 2047						880,000												835,640
*						JPMORGAN CHASE + CO						3.875% 10 Sep 2024						1,060,000												1,037,592
*						JPMORGAN CHASE + CO						4.95% 01 Jun 2045						710,000												638,844
*						JPMORGAN CHASE + CO						4.25% 01 Oct 2027						170,000												163,792
*						JPMORGAN CHASE + CO						1% 23 Jul 2029						470,000												438,783
*						JPMORGAN CHASE + CO						1% 05 Dec 2029						390,000												367,575

471

---

*						JPMORGAN CHASE + CO						1% 05 Dec 2024						840,000												827,837
*						JPMORGAN CHASE + CO						1% 22 Apr 2026						480,000												445,478
*						JPMORGAN CHASE + CO						1% 22 Apr 2031						230,000												188,572
*						JPMORGAN CHASE + CO						1% 01 Jun 2024						590,000												580,295
*						JPMORGAN CHASE + CO						1% 22 Apr 2032						280,000												224,574
*						JPMORGAN CHASE + CO						1% 08 Nov 2032						540,000												428,117
*						JPMORGAN CHASE + CO						1% 14 Jun 2025						860,000												841,759
*						JPMORGAN CHASE + CO						1% 14 Jun 2030						920,000												869,253
						KAZMUNAYGAS NATIONAL CO						5.75% 19 Apr 2047						570,000												443,266
						KIMBERLY CLARK CORP						3.1% 26 Mar 2030						100,000												90,005
						KINDER MORGAN INC						7.8% 01 Aug 2031						690,000												771,082
						KINDER MORGAN INC						4.3% 01 Jun 2025						140,000												137,528
						KINDER MORGAN INC						4.3% 01 Mar 2028						50,000												47,997
						KKR GROUP FIN CO II						5.5% 01 Feb 2043						70,000												64,443
						KLA CORP						4.65% 15 Jul 2032						220,000												216,385
						KRAFT HEINZ FOODS CO						3% 01 Jun 2026						102,000												95,618
						L3HARRIS TECH INC						5.054% 27 Apr 2045						160,000												144,437
						LA QUINTA MORTGAGE TRUST						1% 15 Mar 2039						91,646												89,547
						LAS VEGAS SANDS CORP						3.2% 08 Aug 2024						600,000												566,988
						LAS VEGAS SANDS CORP						2.9% 25 Jun 2025						60,000												55,426
						LEHMAN BROTHERS HOLDINGS						6.75% 28 Dec 2017						3,500,000												35
						LLOYDS BANKING GROUP PLC						4.375% 22 Mar 2028						1,130,000												1,071,330
						LLOYDS BANKING GROUP PLC						4.5% 04 Nov 2024						450,000												439,646
						LOCKHEED MARTIN CORP						3.55% 15 Jan 2026						255,000												248,018
						LOCKHEED MARTIN CORP						4.5% 15 May 2036						100,000												95,800
						LOCKHEED MARTIN CORP						3.9% 15 Jun 2032						740,000												697,502
						LOWE S COS INC						4.5% 15 Apr 2030						150,000												144,062
						LOWE S COS INC						1.7% 15 Sep 2028						210,000												176,581
						MADISON AVENUE TRUST						1% 15 Aug 2034						750,000												703,599
						MARS INC						3.2% 01 Apr 2030						1,020,000												911,890
*						MASSMUTUAL GLOBAL FUNDIN						0.85% 09 Jun 2023						1,050,000												1,032,329
						MASTERCARD INC						3.85% 26 Mar 2050						1,280,000												1,077,824
						MCDONALD S CORP						3.7% 30 Jan 2026						230,000												224,043
						MCDONALD S CORP						4.875% 09 Dec 2045						500,000												466,415
						MCDONALD S CORP						3.5% 01 Mar 2027						370,000												352,740
						MCDONALD S CORP						3.8% 01 Apr 2028						130,000												124,536
						MCDONALD S CORP						3.625% 01 Sep 2049						180,000												137,410
						MCDONALD S CORP						1.45% 01 Sep 2025						150,000												137,792
						MCDONALD S CORP						2.125% 01 Mar 2030						190,000												159,184
						MCDONALD S CORP						3.3% 01 Jul 2025						230,000												222,626
						MCDONALD S CORP						3.5% 01 Jul 2027						180,000												171,047
						MCDONALD S CORP						4.2% 01 Apr 2050						470,000												394,701
						MERCK + CO INC						0.75% 24 Feb 2026						400,000												354,888
						MERCK + CO INC						1.45% 24 Jun 2030						220,000												176,218
*						MET LIFE GLOB FUNDING I						0.9% 08 Jun 2023						760,000												747,065
						MICROSOFT CORP						2.7% 12 Feb 2025						210,000												202,121
						MICROSOFT CORP						2.4% 08 Aug 2026						1,190,000												1,111,579

472

---

						MICROSOFT CORP						3.45% 08 Aug 2036						30,000												26,735
						MICROSOFT CORP						2.875% 06 Feb 2024						850,000												833,935
						MICROSOFT CORP						3.3% 06 Feb 2027						1,120,000												1,080,106
						MICROSOFT CORP						4.1% 06 Feb 2037						44,000												41,880
						MICROSOFT CORP						2.525% 01 Jun 2050						26,000												17,347
						MID ATLANTIC INTERSTATE						4.1% 15 May 2028						70,000												65,980
						MIDAMERICAN ENERGY CO						3.65% 15 Apr 2029						520,000												488,462
						MILL CITY MORTGAGE TRUST						1% 25 Sep 2057						1,380,000												1,330,223
						MILL CITY MORTGAGE TRUST						1% 25 Oct 2069						208,536												196,100
						MONDELEZ INTERNATIONAL						1.5% 04 May 2025						500,000												463,685
						MORGAN STANLEY						1% 23 Jan 2030						30,000												28,075
						MORGAN STANLEY						1% 22 Jan 2031						270,000												224,097
						MORGAN STANLEY						1% 01 Apr 2031						1,080,000												947,516
						MORGAN STANLEY						1% 28 Apr 2026						100,000												92,811
						MORGAN STANLEY						1% 24 Jan 2029						900,000												825,543
						MORGAN STANLEY						1% 20 Oct 2032						380,000												298,004
						MPLX LP						4.875% 01 Dec 2024						490,000												485,825
						MPLX LP						4.875% 01 Jun 2025						460,000												455,092
						MPLX LP						5.2% 01 Mar 2047						120,000												102,319
						MPLX LP						4.5% 15 Apr 2038						50,000												42,129
						MPLX LP						4.7% 15 Apr 2048						420,000												336,155
						MPLX LP						4.8% 15 Feb 2029						510,000												488,876
						MPLX LP						5.5% 15 Feb 2049						390,000												345,743
						MPLX LP						5.2% 01 Dec 2047						200,000												171,122
						MSCG TRUST						1% 07 Jun 2035						1,500,000												1,393,681
						MVW OWNER TRUST						1.14% 22 Jan 2041						278,301												253,302
						NADG NNN OPERATING LP						3.368% 28 Dec 2049						1,142,600												1,059,319
						NATIONWIDE BLDG SOCIETY						1% 01 Aug 2024						610,000												602,198
						NATWEST GROUP PLC						1% 25 Jun 2024						200,000												198,200
						NATWEST GROUP PLC						1% 22 Mar 2025						460,000												449,438
						NAVIENT STUDENT LOAN TRUST						1% 25 Apr 2040						759,295												733,833
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Sep 2059						599,454												538,512
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Sep 2059						1,105,881												1,017,460
						NEW RESIDENTIAL MORTGAGE LOAN						1% 26 Nov 2035						1,348,007												1,247,950
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Sep 2056						390,607												356,194
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Feb 2057						492,341												462,733
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 May 2057						1,119,571												1,040,442
						NEW RESIDENTIAL MORTGAGE LOAN						1% 27 Aug 2057						776,028												725,075
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Dec 2057						851,178												804,420
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Dec 2057						725,448												680,325
						NEW RESIDENTIAL MORTGAGE LOAN						1% 27 Mar 2062						1,264,656												1,146,884
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Apr 2062						670,277												607,568
*						NEW YORK LIFE GLOBAL FDG						0.95% 24 Jun 2025						260,000												235,664
						NEW YORK MORTGAGE TRUST						2.042% 25 Jul 2061						657,099												591,104
						NIKE INC						2.4% 27 Mar 2025						200,000												191,168
						NIKE INC						2.75% 27 Mar 2027						310,000												290,219
						NIKE INC						3.375% 27 Mar 2050						350,000												275,524

473

---

						NORDEA BANK ABP						1% 09 Jun 2023						440,000												432,555
						NORTHROP GRUMMAN CORP						2.93% 15 Jan 2025						900,000												864,405
						NORTHROP GRUMMAN CORP						3.25% 15 Jan 2028						280,000												259,454
						NORTHROP GRUMMAN CORP						5.25% 01 May 2050						1,610,000												1,598,633
						NVIDIA CORP						2.85% 01 Apr 2030						170,000												148,901
						NVIDIA CORP						3.5% 01 Apr 2040						920,000												749,662
						NVIDIA CORP						3.5% 01 Apr 2050						1,060,000												805,950
						NXP BV/NXP FDG/NXP USA						2.7% 01 May 2025						220,000												206,994
						OAK STREET INVESTMENT GRADE NE						1.85% 20 Nov 2050						799,845												709,888
						ONSLOW BAY FINANCIAL LLC						1% 25 May 2061						1,045,388												786,633
						ORACLE CORP						2.95% 01 Apr 2030						60,000												51,344
						ORACLE CORP						1.65% 25 Mar 2026						620,000												556,196
						ORACLE CORP						2.875% 25 Mar 2031						680,000												566,012
						ORBIA ADVANCE CORP SAB						1.875% 11 May 2026						370,000												323,828
						ORBIA ADVANCE CORP SAB						2.875% 11 May 2031						540,000												425,320
						OTIS WORLDWIDE CORP						2.056% 05 Apr 2025						160,000												149,880
						PACIFIC GAS + ELECTRIC						2.1% 01 Aug 2027						160,000												137,115
						PACIFIC GAS + ELECTRIC						2.5% 01 Feb 2031						200,000												156,058
						PACIFIC GAS + ELECTRIC						3.3% 01 Aug 2040						50,000												34,015
						PACIFIC GAS + ELECTRIC						3.5% 01 Aug 2050						90,000												56,896
						PAYPAL HOLDINGS INC						1.65% 01 Jun 2025						300,000												278,343
						PAYPAL HOLDINGS INC						4.4% 01 Jun 2032						190,000												179,533
						PEPSICO INC						2.875% 15 Oct 2049						300,000												217,251
						PEPSICO INC						2.25% 19 Mar 2025						40,000												38,092
						PEPSICO INC						2.625% 19 Mar 2027						40,000												37,162
						PEPSICO INC						1.625% 01 May 2030						180,000												146,696
						PERTAMINA PERSERO PT						6% 03 May 2042						680,000												648,740
						PERUSAHAAN LISTRIK NEGAR						4.125% 15 May 2027						580,000												549,602
						PERUSAHAAN LISTRIK NEGAR						6.15% 21 May 2048						1,050,000												991,673
						PETROLEOS MEXICANOS						6.375% 23 Jan 2045						1,160,000												721,590
						PETROLEOS MEXICANOS						5.625% 23 Jan 2046						1,050,000												611,090
						PETROLEOS MEXICANOS						6.875% 04 Aug 2026						140,000												132,996
						PFIZER INC						2.625% 01 Apr 2030						590,000												518,758
						PFIZER INC						0.8% 28 May 2025						280,000												256,242
						PFIZER INC						1.7% 28 May 2030						330,000												272,049
						PFIZER INC						2.55% 28 May 2040						200,000												146,002
						PFIZER INC						2.7% 28 May 2050						830,000												567,446
						PHILIP MORRIS INTL INC						2.1% 01 May 2030						230,000												186,716
						PHILIP MORRIS INTL INC						1.125% 01 May 2023						210,000												207,352
						PIONEER NATURAL RESOURCE						1.9% 15 Aug 2030						490,000												385,895
						PIONEER NATURAL RESOURCE						2.15% 15 Jan 2031						510,000												405,705
						PNC BANK NA						3.875% 10 Apr 2025						290,000												281,926
						PRINCIPAL LFE GLB FND II						1.25% 23 Jun 2025						120,000												109,405
						PRKCM TRUST						1% 25 Aug 2056						1,358,648												1,071,581
						PROCTER + GAMBLE CO/THE						3% 25 Mar 2030						180,000												164,423
						PROSUS NV						3.061% 13 Jul 2031						720,000												563,551
						PROVINCE OF QUEBEC						1% 22 Jul 2036						280,000												373,293

474

---

						RAYTHEON TECH CORP						3.125% 01 Jul 2050						460,000												324,654
						RAYTHEON TECH CORP						2.25% 01 Jul 2030						30,000												25,014
						RAYTHEON TECH CORP						3.15% 15 Dec 2024						150,000												144,533
						RAYTHEON TECH CORP						4.5% 01 Jun 2042						200,000												181,194
						RAYTHEON TECH CORP						4.125% 16 Nov 2028						200,000												191,970
						RAYTHEON TECH CORP						3.95% 16 Aug 2025						260,000												254,233
						RELIANCE INDUSTRIES LTD						2.875% 12 Jan 2032						440,000												358,310
						RELIANCE INDUSTRIES LTD						3.625% 12 Jan 2052						780,000												518,887
						REPUBLIC OF CHILE						3.1% 07 May 2041						480,000												346,085
						REPUBLIC OF INDONESIA						5.25% 08 Jan 2047						290,000												282,460
						REPUBLIC OF KAZAKHSTAN						4.875% 14 Oct 2044						890,000												801,552
						REPUBLIC OF PANAMA						4.5% 15 May 2047						600,000												464,196
						REPUBLIC OF PANAMA						3.16% 23 Jan 2030						1,730,000												1,493,855
						REPUBLIC OF PERU						6.55% 14 Mar 2037						510,000												541,023
						REPUBLIC SERVICES INC						2.5% 15 Aug 2024						250,000												239,748
						REPUBLICA ORIENT URUGUAY						5.75% 28 Oct 2034						1,530,000												1,660,846
						REPUBLICA ORIENT URUGUAY						4.375% 23 Jan 2031						420,000												417,396
						RESIDENTIAL MORTGAGE LOAN TRUS						1% 25 Sep 2059						112,718												109,452
						REYNOLDS AMERICAN INC						5.85% 15 Aug 2045						270,000												231,962
						ROYAL BANK OF CANADA						1.6% 17 Apr 2023						320,000												317,075
						ROYAL BANK OF CANADA						1.15% 10 Jun 2025						340,000												311,773
						SABINE PASS LIQUEFACTION						5.75% 15 May 2024						320,000												320,323
						SALESFORCE INC						3.7% 11 Apr 2028						1,430,000												1,377,061
						SALESFORCE INC						2.7% 15 Jul 2041						210,000												150,929
						SANDS CHINA LTD						5.625% 08 Aug 2025						410,000												397,028
						SANTANDER HOLDINGS USA						4.5% 17 Jul 2025						100,000												97,867
						SCHLUMBERGER HLDGS CORP						3.9% 17 May 2028						504,000												471,573
						SG CAPITAL PARTNERS						1% 27 Mar 2062						1,299,615												1,177,523
						SHELL INTERNATIONAL FIN						6.375% 15 Dec 2038						260,000												287,768
						SHELL INTERNATIONAL FIN						4.55% 12 Aug 2043						220,000												199,591
						SHELL INTERNATIONAL FIN						4.375% 11 May 2045						380,000												334,525
						SHELL INTERNATIONAL FIN						4% 10 May 2046						90,000												74,404
						SHELL INTERNATIONAL FIN						2.875% 10 May 2026						390,000												367,926
						SHELL INTERNATIONAL FIN						3.75% 12 Sep 2046						40,000												31,821
						SHELL INTERNATIONAL FIN						2.75% 06 Apr 2030						170,000												149,773
						SHELL INTERNATIONAL FIN						3.25% 06 Apr 2050						450,000												327,704
						SINOPEC GRP OVERSEA 2014						4.375% 10 Apr 2024						650,000												645,535
						SLM STUDENT LOAN TRUST						1% 15 Mar 2033						366,782												345,447
						SLM STUDENT LOAN TRUST						1% 25 Oct 2064						1,250,698												1,196,928
						SLM STUDENT LOAN TRUST						1% 15 Jun 2039						819,289												760,255
						SLM STUDENT LOAN TRUST						1% 15 Oct 2041						554,984												601,074
						SMALL BUSINESS ADMINISTRATION						2.98% 01 Apr 2039						141,950												130,944
						SMALL BUSINESS ADMINISTRATION						2.69% 01 Jul 2044						210,537												183,975
						SMALL BUSINESS ADMINISTRATION						3.113% 10 Mar 2029						440,812												406,147
						SMB PRIVATE EDUCATION LOAN TRU						2.99% 15 Jan 2053						1,140,000												986,017
						SMB PRIVATE EDUCATION LOAN TRU						2.23% 15 Sep 2037						297,588												271,959
						SMB PRIVATE EDUCATION LOAN TRU						1.68% 15 Feb 2051						297,858												267,982

475

---

						SMB PRIVATE EDUCATION LOAN TRU						1% 15 Jun 2037						434,451												422,842
						SMB PRIVATE EDUCATION LOAN TRU						1.39% 15 Jan 2053						1,055,203												914,493
						SOFR 1YR MIDCURVE JAN23P 95.62						EXP 01/13/2023						310,000												16,275
						SOFR 1YR MIDCURVE JAN23P 95.87						EXP 01/13/2023						585,000												84,825
						SOLRR AIRCRAFT 2021 1 LIMITED						2.636% 15 Oct 2046						1,390,021												1,136,062
						SOUTHERN COPPER CORP						5.25% 08 Nov 2042						2,110,000												2,028,892
						SOUTHERN NATURAL GAS						8% 01 Mar 2032						500,000												549,985
						STATE OF ISRAEL						2.75% 03 Jul 2030						350,000												318,756
						STATE OF ISRAEL						3.375% 15 Jan 2050						210,000												161,820
*						STATE STREET CORP						1% 30 Mar 2031						260,000												229,333
						SWEDBANK AB						1.3% 02 Jun 2023						440,000												433,277
						SWS074443 IRS USD P V 00MSOFR						1% 31 Aug 2026						(30,003,000)												(30,003,000)
						SWS074443 IRS USD R F 2.47000						2.47% 31 Aug 2026						30,003,000												28,559,027
						SWS075507 CDS USD P V 03MEVENT						1% 20 Dec 2027						(13,899,000)												(13,899,000)
						SWS075507 CDS USD R F 1.00000						1% 20 Dec 2027						13,899,000												14,010,136
						T MOBILE USA INC						4.5% 15 Apr 2050						380,000												312,345
						T MOBILE USA INC						3.5% 15 Apr 2025						360,000												346,788
						T MOBILE USA INC						3.75% 15 Apr 2027						60,000												56,629
						T MOBILE USA INC						3.875% 15 Apr 2030						830,000												754,146
						T MOBILE USA INC						3% 15 Feb 2041						180,000												127,912
						T MOBILE USA INC						3.3% 15 Feb 2051						30,000												20,013
						T MOBILE USA INC						2.25% 15 Nov 2031						200,000												158,038
						T MOBILE USA INC						2.05% 15 Feb 2028						70,000												60,327
						T MOBILE USA INC						2.55% 15 Feb 2031						220,000												179,802
						T MOBILE USA INC						2.7% 15 Mar 2032						1,150,000												934,030
						TARGA RESOURCES CORP						5.2% 01 Jul 2027						640,000												629,626
						TARGET CORP						2.25% 15 Apr 2025						270,000												256,281
						TECK RESOURCES LIMITED						3.9% 15 Jul 2030						240,000												215,947
						TELEFONICA EMISIONES SAU						4.103% 08 Mar 2027						1,040,000												986,554
						TENNESSEE GAS PIPELINE						2.9% 01 Mar 2030						100,000												84,000
						TEXAS INSTRUMENTS INC						4.15% 15 May 2048						500,000												446,740
						TEXAS INSTRUMENTS INC						2.25% 04 Sep 2029						200,000												173,546
						TEXAS INSTRUMENTS INC						1.75% 04 May 2030						280,000												231,370
						TIME WARNER CABLE ENTRMN						8.375% 15 Jul 2033						240,000												267,900
						TIME WARNER CABLE LLC						6.55% 01 May 2037						80,000												75,953
						TIME WARNER CABLE LLC						7.3% 01 Jul 2038						600,000												600,498
						TIME WARNER CABLE LLC						6.75% 15 Jun 2039						340,000												325,417
						TORONTO DOMINION BANK						0.75% 12 Jun 2023						410,000												402,518
						TORONTO DOMINION BANK						1.15% 12 Jun 2025						340,000												310,012
						TORONTO DOMINION BANK						4.456% 08 Jun 2032						520,000												495,763
						TOWD POINT MORTGAGE TRUST						1% 25 Jun 2057						752,386												713,588
						TOWD POINT MORTGAGE TRUST						1% 25 Oct 2057						1,008,579												961,833
						TOWD POINT MORTGAGE TRUST						1% 25 May 2058						763,867												756,695
						TRANSCONT GAS PIPE LINE						7.85% 01 Feb 2026						1,440,000												1,538,827
						TREASURY BILL						0.01% 11 Apr 2023						9,260,000												9,146,822
						TREASURY BILL						0.01% 18 Apr 2023						8,610,000												8,496,377
						TREASURY BILL						0.01% 25 Apr 2023						4,950,000												4,880,528

476

---

						TREASURY BILL						0.01% 02 Feb 2023						3,810,000												3,796,216
						TREASURY BILL						0.01% 09 Feb 2023						2,730,000												2,717,815
						TREASURY BILL						0.01% 28 Feb 2023						4,150,000												4,122,052
						TREASURY BILL						0.01% 02 Mar 2023						1,800,000												1,787,145
						TREASURY BILL						0.01% 28 Mar 2023						5,830,000												5,768,720
						TREASURY BILL						0.01% 25 May 2023						3,760,000												3,692,019
						TREASURY BILL						0.01% 01 Jun 2023						1,830,000												1,795,075
						TREASURY BILL						0.01% 03 Jan 2023						2,240,000												2,239,508
						TREASURY BILL						0.01% 31 Jan 2023						2,300,000												2,292,180
						TSMC ARIZONA CORP						2.5% 25 Oct 2031						1,580,000												1,302,742
						UBS AG LONDON						4.5% 26 Jun 2048						200,000												170,240
						UBS GROUP AG						1% 12 May 2026						240,000												234,379
						UBS GROUP AG						4.125% 24 Sep 2025						300,000												292,176
						UBS GROUP AG						4.253% 23 Mar 2028						340,000												318,832
						UNION PACIFIC CORP						3.75% 15 Jul 2025						270,000												262,848
						UNION PACIFIC CORP						4.5% 10 Sep 2048						620,000												549,252
						UNION PACIFIC CORP						2.891% 06 Apr 2036						580,000												461,784
						UNITED MEXICAN STATES						4.75% 08 Mar 2044						2,400,000												1,943,376
						UNITED MEXICAN STATES						4.4% 12 Feb 2052						1,020,000												753,545
						UNITEDHEALTH GROUP INC						3.75% 15 Jul 2025						160,000												156,714
						UNITEDHEALTH GROUP INC						2.95% 15 Oct 2027						430,000												398,765
						UNITEDHEALTH GROUP INC						4.25% 15 Jun 2048						210,000												183,895
						UNITEDHEALTH GROUP INC						3.875% 15 Dec 2028						130,000												124,233
						UNITEDHEALTH GROUP INC						4.45% 15 Dec 2048						70,000												62,637
						UNITEDHEALTH GROUP INC						3.7% 15 Aug 2049						160,000												126,846
						UNITEDHEALTH GROUP INC						1.25% 15 Jan 2026						120,000												108,943
						UNITEDHEALTH GROUP INC						2% 15 May 2030						110,000												91,245
						UNITEDHEALTH GROUP INC						2.75% 15 May 2040						60,000												43,988
						UNITEDHEALTH GROUP INC						2.9% 15 May 2050						390,000												265,730
						UNITEDHEALTH GROUP INC						4% 15 May 2029						280,000												267,898
						UNITEDHEALTH GROUP INC						4.2% 15 May 2032						180,000												171,641
						US 10YR FUT OPTN FEB23C 115.5						EXP 01/27/2023						(16,000)												(1,750)
						US 10YR FUT OPTN FEB23C 116.5						EXP 01/27/2023						(31,000)												(1,453)
						US 10YR FUT OPTN FEB23P 113						EXP 01/27/2023						(32,000)												(42,000)
						US 10YR FUT OPTN MAR23C 113						EXP 02/24/2023						(50,000)												(50,781)
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						(7,200,000)												103,094
						US 10YR ULTRA FUT MAR23						XCBT 20230322						(9,800,000)												124,286
						US 2YR NOTE (CBT) MAR23						XCBT 20230331						(111,400,000)												(98,094)
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						107,400,000												(595,443)
						US BANCORP						1.45% 12 May 2025						630,000												585,050
						US DOLLAR												1,045,893												1,045,893
						US LONG BOND(CBT) MAR23						XCBT 20230322						19,800,000												(146,236)
						US TREASURY N/B						3.625% 15 Aug 2043						160,000												148,250
						US TREASURY N/B						3.625% 15 Feb 2044						890,000												822,833
						US TREASURY N/B						2.5% 15 Feb 2045						1,550,000												1,175,578
						US TREASURY N/B						3.375% 15 Nov 2048						200,000												177,750
						US TREASURY N/B						2% 15 Feb 2050						3,790,000												2,522,719

477

---

						US TREASURY N/B						1.25% 15 May 2050						3,670,000												1,994,416
						US TREASURY N/B						1.375% 15 Aug 2050						16,540,000												9,285,659
						US TREASURY N/B						1.625% 15 Nov 2050						4,830,000												2,903,283
						US TREASURY N/B						1.375% 15 Nov 2040						200,000												131,000
						US TREASURY N/B						1.875% 15 Feb 2051						2,460,000												1,577,475
						US TREASURY N/B						2% 15 Aug 2051						2,380,000												1,571,916
						US TREASURY N/B						1.875% 15 Nov 2051						724,000												462,908
						US TREASURY N/B						2.25% 15 Feb 2052						7,090,000												4,985,156
						US TREASURY N/B						2.375% 15 Feb 2042						110,000												84,648
						US TREASURY N/B						2.875% 15 May 2052						7,120,000												5,764,975
						US TREASURY N/B						3.25% 15 May 2042						110,000												97,213
						US TREASURY N/B						3% 15 Aug 2052						5,390,000												4,494,755
						US TREASURY N/B						3.375% 15 Aug 2042						250,000												225,117
						US TREASURY N/B						4% 15 Nov 2052						4,920,000												4,973,813
						US TREASURY N/B						4% 15 Nov 2042						1,250,000												1,232,813
						US TREASURY N/B						0.25% 31 May 2025						170,000												154,368
						US TREASURY N/B						0.25% 31 Aug 2025						860,000												773,866
						US TREASURY N/B						0.25% 15 Nov 2023						740,000												711,614
						US TREASURY N/B						0.375% 30 Nov 2025						150,000												134,297
						US TREASURY N/B						0.125% 31 Jan 2023						16,240,000												16,184,809
						US TREASURY N/B						1.25% 30 Nov 2026						70,000												62,869
						US TREASURY N/B						4.125% 30 Sep 2027						5,000,000												5,026,953
						US TREASURY N/B						4.125% 31 Oct 2027						130,000												130,711
						US ULTRA BOND CBT MAR23						XCBT 20230322						15,400,000												(322,174)
						VALE OVERSEAS LIMITED						6.875% 21 Nov 2036						1,250,000												1,329,113
						VERIZON COMMUNICATIONS						3.85% 01 Nov 2042						140,000												111,276
						VERIZON COMMUNICATIONS						4.862% 21 Aug 2046						190,000												172,558
						VERIZON COMMUNICATIONS						4.125% 15 Aug 2046						300,000												241,884
						VERIZON COMMUNICATIONS						2.625% 15 Aug 2026						640,000												591,840
						VERIZON COMMUNICATIONS						5.25% 16 Mar 2037						10,000												9,900
						VERIZON COMMUNICATIONS						5.5% 16 Mar 2047						210,000												204,095
						VERIZON COMMUNICATIONS						4.125% 16 Mar 2027						150,000												146,271
						VERIZON COMMUNICATIONS						4.5% 10 Aug 2033						590,000												554,759
						VERIZON COMMUNICATIONS						4.329% 21 Sep 2028						729,000												703,281
						VERIZON COMMUNICATIONS						3.875% 08 Feb 2029						170,000												160,057
						VERIZON COMMUNICATIONS						4% 22 Mar 2050						340,000												267,893
						VERIZON COMMUNICATIONS						3.15% 22 Mar 2030						270,000												238,515
						VERIZON COMMUNICATIONS						3% 22 Mar 2027						100,000												93,066
						VERIZON COMMUNICATIONS						1.75% 20 Jan 2031						150,000												116,504
						VERIZON COMMUNICATIONS						2.65% 20 Nov 2040						550,000												373,269
						VERIZON COMMUNICATIONS						2.875% 20 Nov 2050						230,000												145,084
						VERIZON COMMUNICATIONS						2.1% 22 Mar 2028						290,000												251,859
						VERIZON COMMUNICATIONS						2.55% 21 Mar 2031						860,000												709,414
						VERIZON COMMUNICATIONS						3.4% 22 Mar 2041						80,000												60,561
						VERIZON COMMUNICATIONS						2.355% 15 Mar 2032						917,000												730,262
						VISA INC						3.15% 14 Dec 2025						540,000												521,230
						VISA INC						4.3% 14 Dec 2045						560,000												514,892

478

---

						VISA INC						2.7% 15 Apr 2040						360,000												274,118
						VISA INC						2.05% 15 Apr 2030						360,000												305,928
						WALMART INC						2.375% 24 Sep 2029						50,000												43,939
						WALMART INC						1.5% 22 Sep 2028						110,000												94,389
						WALMART INC						1.8% 22 Sep 2031						80,000												65,382
						WALT DISNEY COMPANY/THE						6.2% 15 Dec 2034						60,000												65,729
						WARNERMEDIA HOLDINGS INC						3.755% 15 Mar 2027						130,000												117,393
						WARNERMEDIA HOLDINGS INC						4.054% 15 Mar 2029						170,000												147,601
						WARNERMEDIA HOLDINGS INC						4.279% 15 Mar 2032						860,000												711,555
						WARNERMEDIA HOLDINGS INC						5.141% 15 Mar 2052						550,000												405,191
						WEA FINANCE LLC/WESTFIEL						3.75% 17 Sep 2024						1,170,000												1,105,627
						WELLS FARGO + COMPANY						5.606% 15 Jan 2044						500,000												486,795
						WELLS FARGO + COMPANY						3% 23 Oct 2026						810,000												750,044
						WELLS FARGO + COMPANY						5.375% 02 Nov 2043						560,000												523,102
						WELLS FARGO + COMPANY						4.65% 04 Nov 2044						370,000												314,282
						WELLS FARGO + COMPANY						4.3% 22 Jul 2027						480,000												462,941
						WELLS FARGO + COMPANY						4.9% 17 Nov 2045						760,000												660,546
						WELLS FARGO + COMPANY						4.4% 14 Jun 2046						120,000												96,388
						WELLS FARGO + COMPANY						4.75% 07 Dec 2046						490,000												411,968
						WELLS FARGO + COMPANY						3.75% 24 Jan 2024						200,000												197,452
						WELLS FARGO + COMPANY						4.15% 24 Jan 2029						770,000												725,463
						WELLS FARGO + COMPANY						1% 30 Oct 2030						420,000												358,151
						WELLS FARGO + COMPANY						1% 04 Apr 2031						240,000												225,566
						WELLS FARGO + COMPANY						1% 04 Apr 2051						600,000												536,136
						WELLS FARGO + COMPANY						1% 30 Apr 2026						100,000												93,136
						WELLS FARGO + COMPANY						1% 02 Jun 2024						320,000												314,925
						WELLS FARGO + COMPANY						1% 02 Jun 2028						720,000												636,091
						WELLS FARGO + COMPANY						1% 02 Mar 2033						130,000												109,699
						WELLS FARGO COMMERCIAL MORTGAG						3.406% 15 May 2048						390,000												363,365
						WELLS FARGO COMMERCIAL MORTGAG						1% 15 Aug 2049						4,960,663												232,108
						WELLS FARGO COMMERCIAL MORTGAG						2.967% 15 Aug 2049						840,000												670,450
						WF RBS COMMERCIAL MORTGAGE TRU						3.311% 15 Mar 2045						311,910												310,205
						WF RBS COMMERCIAL MORTGAGE TRU						1% 15 Mar 2047						4,695,130												35,825
						WILLIAMS COMPANIES INC						5.1% 15 Sep 2045						270,000												237,735
						WILLIAMS COMPANIES INC						4.85% 01 Mar 2048						70,000												59,776
						WILLIAMS COMPANIES INC						4.9% 15 Jan 2045						180,000												153,859
						WORKDAY INC						3.5% 01 Apr 2027						120,000												112,388
						WORKDAY INC						3.7% 01 Apr 2029						170,000												155,987
						WORKDAY INC						3.8% 01 Apr 2032						730,000												646,904
						WYETH LLC						5.95% 01 Apr 2037						360,000												390,470
												Sub-Total: Fund 5728 4 of 15												Total						$	632,444,381

479

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						280 PARK AVENUE MORTGAGE TRUST						1% 15 Sep 2034						5,000,000												$	4,877,754
						3 MONTH SOFR FUT JUN23						XCME 20230919						310,500,000												(43,349)
						3 MONTH SOFR FUT JUN24						XCME 20240917						(65,000,000)												142,887
						3 MONTH SOFR FUT JUN25						XCME 20250916						(52,250,000)												219,450
						7 ELEVEN INC						0.8% 10 Feb 2024						4,797,000												4,563,386
						7 ELEVEN INC						0.8% 10 Feb 2024						890,000												846,657
						AERCAP IRELAND CAP/GLOBA						1.65% 29 Oct 2024						200,000												184,596
						AIA GROUP LTD						3.125% 13 Mar 2023						880,000												876,920
						AIR LEASE CORP						4.25% 01 Feb 2024						4,000,000												3,933,720
						ALLY AUTO RECEIVABLES TRUST						1.93% 15 May 2024						118,562												118,414
						ALLY FINANCIAL INC						3.05% 05 Jun 2023						1,000,000												989,270
						AMERICAN TOWER CORP						1.3% 15 Sep 2025						4,400,000												3,975,356
						AMGEN INC						2.25% 19 Aug 2023						1,000,000												981,760
						ANGEL OAK MORTGAGE TRUST						1% 25 Jun 2065						399,283												361,005
						AREIT CRE TRUST						1% 14 Sep 2036						70,427												69,647
						AT+T INC						1% 19 Sep 2023						4,000,000												2,719,816
						ATRIUM HOTEL PORTFOLIO TRUST						1% 15 Jun 2035						5,000,000												4,822,714
						AUSGRID FINANCE PTY LTD						3.75% 30 Oct 2024						1,600,000												1,063,090
						AUSTRALIAN DOLLAR						FOREIGN CURRENCY						136,410												92,506
						AVON FINANCE						1% 20 Sep 2048						1,192,601												1,426,719
						BANCO SANTANDER SA						1% 30 Jun 2024						4,000,000												3,890,760
						BANK OF AMERICA CORP						1% 05 Mar 2024						700,000												699,517
						BANK OF AMERICA CORP						1% 19 May 2024						1,000,000												984,400
						BANK OF AMERICA CORP						1% 25 Sep 2025						2,800,000												2,584,764
						BANK OF AMERICA CORP						1% 24 Oct 2024						5,000,000												4,793,750
						BANK OF AMERICA CORP						1% 02 Apr 2026						2,300,000												2,197,374
						BANK OF AMERICA CORP						1% 22 Jul 2026						6,000,000												5,937,120
						BANK OF AMERICA CREDIT CARD TR						5% 15 Apr 2028						3,400,000												3,434,372
						BANK OF MONTREAL						3.75% 25 Jul 2026						6,000,000												5,838,120
						BANK OF NOVA SCOTIA						1.95% 01 Feb 2023						2,000,000												1,995,680
						BARCLAYS PLC						1% 16 May 2024						1,700,000												1,687,811
						BARCLAYS PLC						1% 16 May 2024						3,000,000												2,995,470
						BARCLAYS PLC						1% 10 Dec 2024						6,400,000												6,093,568
						BARCLAYS PLC						5.304% 09 Aug 2026						800,000												795,296
						BARCLAYS PLC						1% 15 Jun 2023						3,000,000												2,038,112
						BARRY CALLEBAUT SVCS NV						5.5% 15 Jun 2023						500,000												497,370
						BAT CAPITAL CORP						3.222% 15 Aug 2024						3,000,000												2,894,820
						BAT INTL FINANCE PLC						3.95% 15 Jun 2025						500,000												480,545
						BDS LTD						1% 19 Aug 2038						5,800,000												5,693,863
						BERRY GLOBAL INC						0.95% 15 Feb 2024						2,200,000												2,091,496
						BERRY GLOBAL INC						1.57% 15 Jan 2026						8,000,000												7,143,200
						BERRY GLOBAL INC						4.875% 15 Jul 2026						300,000												289,707

480

---

						BMW US CAPITAL LLC						3.8% 06 Apr 2023						374,000												372,923
						BNP PARIBAS						3.8% 10 Jan 2024						2,000,000												1,966,220
						BNP PARIBAS						3.375% 09 Jan 2025						1,100,000												1,060,136
						BNP PARIBAS						1% 10 Jan 2025						2,000,000												1,979,240
						BOEING CO						4.508% 01 May 2023						15,260,000												15,215,441
						BRAZILIAN REAL						FOREIGN CURRENCY						3,235												613
						BROADCOM INC						3.459% 15 Sep 2026						10,082,000												9,498,756
						BWPC0JJ30 CDS USD P F 1.00000						1% 20 Dec 2025						(3,800,000)												(3,847,861)
						BWPC0JJ30 CDS USD R V 03MEVENT						1% 20 Dec 2025						3,800,000												3,800,000
						BWPC0JZ99 CDS USD P F 1.00000						1% 20 Jun 2026						(27,300,000)												(27,633,715)
						BWPC0JZ99 CDS USD R V 03MEVENT						1% 20 Jun 2026						27,300,000												27,300,000
						BWPC0KBZ4 CDS USD P F 1.00000						1% 20 Dec 2026						(20,900,000)												(21,132,805)
						BWPC0KBZ4 CDS USD R V 03MEVENT						1% 20 Dec 2026						20,900,000												20,900,000
						BWPC0LB90 CDS USD P F 1.00000						1% 20 Dec 2027						(46,100,000)												(46,468,616)
						BWPC0LB90 CDS USD R V 03MEVENT						1% 20 Dec 2027						46,100,000												46,100,000
						CANADIAN DOLLAR						FOREIGN CURRENCY						14,430												10,650
						CANTOR FITZGERALD LP						4.875% 01 May 2024						1,000,000												982,030
						CAPITAL ONE MULTI ASSET EXECUT						4.95% 15 Oct 2027						4,000,000												4,030,144
						CAPITAL ONE PRIME AUTO RECEIVA						3.74% 15 Sep 2025						6,000,000												5,938,292
						CARRIER GLOBAL CORP						2.242% 15 Feb 2025						140,000												132,066
						CCMBCIUS7 SWCC USD						SWAP CASH COLLATERAL USD						50,000												50,000
						CCPC CCWFSZUS2 WELLS FARGO												1,401,000												1,401,000
						CCTORIUS6 TD BANK COC SWCC						CCTORIUS6 TD BANK COC SWCC						630,000												630,000
						CCWFSCUS3 WELLS FARGO CCPC COC						CCWFSCUS3 WELLS FARGO CCPC COC						3,487,000												3,487,000
						CCWFSXUS7 BMO HARRIS MGCC COC						CCWFSXUS7 BMO HARRIS MGCC COC						3,328,000												3,328,000
						CENTERPOINT ENERGY RES						0.7% 02 Mar 2023						1,200,000												1,191,324
						CENTERPOINT ENERGY RES						1% 02 Mar 2023						518,000												517,762
						CFCRE COMMERCIAL MORTGAGE TRUS						3.367% 15 Jun 2050						4,330,810												4,142,527
						CHARTER COMM OPT LLC/CAP						4.5% 01 Feb 2024						4,200,000												4,149,222
						CHUGOKU ELECTRIC POWER						2.401% 27 Aug 2024						3,500,000												3,327,555
						CITIGROUP COMMERCIAL MORTGAGE						3.522% 10 Sep 2058						277,663												268,926
						CITIGROUP INC						1% 17 May 2024						8,000,000												8,005,840
						CITIGROUP INC						1% 15 May 2024						500,000												492,870
						CITIGROUP INC						1% 17 Mar 2026						1,000,000												951,160
						CITIGROUP INC						1% 27 Oct 2023						1,500,000												1,022,921
						CK HUTCHISON INTNTL 21						1.5% 15 Apr 2026						3,000,000												2,694,810
						CLASSIC RMBS TRUST						1.528% 15 Mar 2052						217,190												160,294
						CNH INDUSTRIAL CAP LLC						1.95% 02 Jul 2023						1,000,000												983,040
						CNH INDUSTRIAL NV						4.5% 15 Aug 2023						4,000,000												3,973,240
						COMM MORTGAGE TRUST						3.373% 10 Oct 2048						2,425,760												2,353,623
						COMM MORTGAGE TRUST						3.142% 10 Feb 2048						1,345,751												1,324,269
						CONNECTICUT ST						5.77% 15 Mar 2025						1,435,000												1,466,272
						CONOCOPHILLIPS COMPANY						2.4% 07 Mar 2025						4,200,000												3,994,494
						COREBRIDGE FINANCIAL INC						3.5% 04 Apr 2025						300,000												287,748
						COREBRIDGE GLOB FUNDING						0.8% 07 Jul 2023						2,800,000												2,742,292
						CPPIB CAPITAL INC						4.125% 21 Oct 2024						4,000,000												3,956,720

481

---

						CREDIT AGRICOLE SA						1% 26 Jan 2027						400,000												350,640
						CREDIT SUISSE GROUP AG						1% 15 Jul 2026						2,800,000												2,630,684
						CREDIT SUISSE NEW YORK						1% 09 Aug 2023						9,000,000												8,802,990
						CURRENCY CONTRACT						USD/AUD						—												41,474
						CURRENCY CONTRACT						USD/CAD						—												1,296
						CURRENCY CONTRACT						DKK/USD						—												4,682
						CURRENCY CONTRACT						USD/GBP						—												21,383
						CURRENCY CONTRACT						JPY/USD						—												30,420
						CURRENCY CONTRACT						JPY/USD						—												42,974
						CURRENCY CONTRACT						USD/JPY						—												(77,934)
						CURRENCY CONTRACT						JPY/USD						—												(779)
						CURRENCY CONTRACT						USD/JPY						—												(767,571)
						CURRENCY CONTRACT						USD/JPY						—												(231,017)
						CURRENCY CONTRACT						USD/JPY						—												(221,579)
						DANISH KRONE						FOREIGN CURRENCY						1,403												201
						DANSKE BANK A/S						3.875% 12 Sep 2023						3,855,000												3,803,073
						DANSKE BANK A/S						5.375% 12 Jan 2024						7,500,000												7,468,200
						DBCG MORTGAGE TRUST						1% 15 Jun 2034						10,000,000												9,834,883
						DEUTSCHE BANK NY						3.95% 27 Feb 2023						13,500,000												13,470,030
						DUKE ENERGY CORP						1% 10 Jun 2023						12,000,000												11,955,840
						ELFI GRADUATE LOAN PROGRAM 202						1.53% 26 Dec 2046						3,003,784												2,648,502
						ELLINGTON FINANCIAL MORTGAGE T						1% 25 Jan 2067						4,311,364												3,627,681
						EQUITABLE FINANCIAL LIFE						1% 09 Jan 2026						300,000												263,769
						EURO CURRENCY						FOREIGN CURRENCY						240,062												256,206
						EXTENDED STAY AMERICA TRUST						1% 15 Jul 2038						1,073,811												1,042,593
						FANNIE MAE						1% 25 Dec 2044						1,007,779												1,009,822
						FANNIE MAE						1% 25 Jul 2046						2,355,577												2,290,088
						FANNIE MAE						1% 25 Jul 2046						477,046												467,167
						FANNIE MAE						1.75% 25 Mar 2046						4,644,863												3,938,765
						FANNIE MAE						1% 25 Feb 2047						1,920,205												1,865,494
						FANNIE MAE						1% 25 Aug 2059						5,391,041												5,268,742
						FANNIE MAE						1% 25 Sep 2049						5,802,726												5,587,223
						FANNIE MAE						1% 25 Aug 2049						1,116,310												1,085,704
						FANNIE MAE						1% 25 Aug 2059						5,236,414												5,122,970
						FANNIE MAE						2% 25 Aug 2038						19,798,317												18,149,070
						FANNIE MAE						6% 25 Sep 2031						434,148												437,794
						FANNIE MAE						5.5% 25 Aug 2035						1,201,114												1,224,434
						FANNIE MAE						3% 25 Oct 2040						1,289,453												1,212,756
						FANNIEMAE ACES						1% 25 Jun 2031						187,059												187,059
						FANNIEMAE WHOLE LOAN						1% 25 Aug 2037						245,663												246,620
						FED HM LN PC POOL 1Q0184						1% 01 Nov 2036						172,915												171,979
						FED HM LN PC POOL 840291						1% 01 Nov 2041						86,060												86,432
						FED HM LN PC POOL A43389						5.5% 01 Feb 2036						10,771												11,095
						FED HM LN PC POOL A93101						5% 01 Jul 2040						68,557												69,472
						FED HM LN PC POOL C91030						5.5% 01 May 2027						20,903												20,937
						FED HM LN PC POOL G01838						5% 01 Jul 2035						150,865												151,818

482

---

						FED HM LN PC POOL G01912						5% 01 Sep 2035						5,003												5,042
						FED HM LN PC POOL G02123						5.5% 01 Mar 2036						5,663												5,811
						FED HM LN PC POOL G02254						5.5% 01 Mar 2036						3,825												3,925
						FED HM LN PC POOL G04092						5.5% 01 Mar 2038						10,085												10,396
						FED HM LN PC POOL G05267						5.5% 01 Dec 2038						63,223												65,173
						FED HM LN PC POOL G06193						5.5% 01 May 2040						56,921												58,677
						FED HM LN PC POOL G06872						5.5% 01 Sep 2039						124,183												127,994
						FED HM LN PC POOL G07786						4% 01 Aug 2044						1,056,733												1,029,891
						FED HM LN PC POOL G08105						5.5% 01 Jan 2036						1,880												1,930
						FED HM LN PC POOL G30547						5.5% 01 Jun 2024						9,431												9,391
						FED HM LN PC POOL H09069						6.5% 01 Sep 2037						36,701												39,322
						FED HM LN PC POOL H09070						6.5% 01 Sep 2037						18,945												20,298
						FED HM LN PC POOL L00007						5.5% 01 Mar 2035						14,793												15,180
						FED HM LN PC POOL L10219						5% 01 Jan 2034						74,271												74,672
						FED HM LN PC POOL N30127						4.5% 01 Sep 2033						20,129												19,709
						FED HM LN PC POOL N30926						5% 01 Nov 2032						85,620												84,357
						FED HM LN PC POOL N31490						5% 01 Jan 2038						36,851												36,182
						FED HM LN PC POOL P50425						5% 01 Nov 2034						123,720												124,257
						FED HM LN PC POOL SD8006						4% 01 Aug 2049						92,090												87,662
						FED HM LN PC POOL U90133						4% 01 Aug 2042						79,215												76,395
						FED HM LN PC POOL Z60009						5% 01 Apr 2024						6,338												6,294
						FEDERAL FARM CREDIT BANK						4.4% 22 Jun 2026						12,415,000												12,226,540
						FEDERAL HOME LOAN BANK						0.92% 26 Feb 2027						25,700,000												22,305,544
						FEDERAL HOME LOAN BANK						1.02% 24 Feb 2027						16,000,000												13,894,560
						FEDERAL HOME LOAN BANK						1% 06 Jan 2023						9,900,000												9,899,901
						FEDERAL HOME LOAN BANK						5.4% 01 Nov 2024						10,000,000												10,000,000
						FEDERAL HOME LOAN BANK						5.3% 06 Dec 2024						21,100,000												21,061,387
						FIRSTKEY HOMES TRUST						1.266% 19 Oct 2037						5,142,185												4,557,645
						FNMA POOL 256339						5.5% 01 Jul 2036						231												236
						FNMA POOL 256370						5.5% 01 Jun 2036						7,064												7,197
						FNMA POOL 256687						5.5% 01 Apr 2037						2,379												2,425
						FNMA POOL 256808						5.5% 01 Jul 2037						75												77
						FNMA POOL 256900						5.5% 01 Sep 2037						111												113
						FNMA POOL 526993						1% 01 Nov 2028						38,205												37,833
						FNMA POOL 629058						5.5% 01 May 2032						28,525												28,346
						FNMA POOL 657494						4.75% 01 Aug 2033						25,258												25,093
						FNMA POOL 724068						4.465% 01 Feb 2034						48,972												48,112
						FNMA POOL 734384						5.5% 01 Jul 2033						62,683												63,569
						FNMA POOL 750148						4.465% 01 May 2033						56,867												55,878
						FNMA POOL 776014						4.465% 01 Sep 2033						37,820												37,162
						FNMA POOL 777651						4.49% 01 Feb 2034						28,440												27,982
						FNMA POOL 782012						4.465% 01 Jan 2035						59,442												58,404
						FNMA POOL 818985						4.465% 01 Jul 2035						18,296												17,988
						FNMA POOL 822771						4.465% 01 May 2035						12,231												12,034
						FNMA POOL 878661						5.5% 01 Feb 2036						3,650												3,705
						FNMA POOL 880871						5.5% 01 Apr 2036						621												630
						FNMA POOL 888737						1% 01 Oct 2037						352,505												359,404
						FNMA POOL 899303						5.5% 01 Mar 2037						106												108

483

---

						FNMA POOL 916389						5% 01 May 2027						16,611												16,469
						FNMA POOL 922386						5.5% 01 Jan 2037						934												952
						FNMA POOL 962745						5% 01 Apr 2038						29,793												30,072
						FNMA POOL AB6113						4% 01 Aug 2042						61,968												60,128
						FNMA POOL AC3943						4% 01 Jan 2040						82,220												79,202
						FNMA POOL AC4532						5% 01 Jan 2034						645,409												638,942
						FNMA POOL AC5635						4% 01 Mar 2040						63,024												60,606
						FNMA POOL AL4287						1% 01 Nov 2040						338,347												354,701
						FNMA POOL AL7271						1% 01 Sep 2041						126,021												127,064
						FNMA POOL AL7824						1% 01 Aug 2034						1,416,138												1,360,631
						FNMA POOL AL8835						1% 01 Jan 2042						394,941												391,433
						FNMA POOL AL9066						1% 01 Aug 2025						2,538												2,508
						FNMA POOL MA0213						5% 01 Oct 2039						5,307												5,300
						FNMA POOL MA0445						5% 01 Jun 2040						12,442												12,429
						FNMA POOL MA0565						5.5% 01 Sep 2040						54,646												56,267
						FNMA POOL MA0600						4.5% 01 Dec 2040						22,579												21,819
						FORD AUTO SECURITIZATION TRUST						0.887% 15 Aug 2024						43,864												32,047
						FORD CREDIT AUTO OWNER TRUST						5.37% 15 Aug 2025						2,500,000												2,500,807
						FREDDIE MAC						1.5% 15 Dec 2042						865,564												726,130
						FREDDIE MAC						1% 15 Apr 2049						2,606,935												2,540,927
						FREDDIE MAC						1% 15 Sep 2048						2,140,961												2,082,744
						FREDDIE MAC						1% 15 Aug 2049						1,713,338												1,666,164
						FREDDIE MAC						1% 15 Jun 2049						2,827,280												2,749,683
						FREDDIE MAC						1% 15 Jun 2044						6,016,664												5,978,909
						FREDDIE MAC						1% 25 Sep 2049						5,313,203												5,167,773
						FREDDIE MAC						1% 15 Aug 2040						7,577,511												7,356,668
						FREDDIE MAC						5.5% 15 Apr 2036						522,726												534,533
						FREDDIE MAC						5.31% 15 Nov 2024						20,000,000												19,968,400
						FREDDIE MAC						5.36% 22 Nov 2024						25,000,000												24,967,000
						GA GLOBAL FUNDING TRUST						1.625% 15 Jan 2026						600,000												532,908
						GA GLOBAL FUNDING TRUST						0.8% 13 Sep 2024						2,000,000												1,827,480
						GA GLOBAL FUNDING TRUST						1.25% 08 Dec 2023						5,050,000												4,856,282
						GENERAL MOTORS FINL CO						3.7% 09 May 2023						2,000,000												1,988,940
						GENERAL MOTORS FINL CO						3.95% 13 Apr 2024						1,200,000												1,177,704
						GENERAL MOTORS FINL CO						3.25% 05 Jan 2023						12,000,000												12,000,000
						GEORGIA POWER CO						2.1% 30 Jul 2023						1,400,000												1,375,892
						GILEAD SCIENCES INC						1.2% 01 Oct 2027						1,500,000												1,275,330
						GLOBAL PAYMENTS INC						1.2% 01 Mar 2026						4,200,000												3,665,718
						GM FINANCIAL AUTOMOBILE LEASIN						4.01% 21 Oct 2024						6,000,000												5,953,782
						GNMA II POOL 004113						5% 20 Apr 2038						445,883												454,135
						GNMA II POOL 004215						5.5% 20 Aug 2038						15,410												15,860
						GNMA II POOL 004314						5% 20 Dec 2038						185,315												188,745
						GNMA II POOL 004462						5% 20 Jun 2039						17,400												17,367
						GNMA II POOL 004593						5% 20 Dec 2039						19,927												19,889
						GNMA II POOL 004932						3.5% 20 Jan 2041						1,679												1,522
						GNMA II POOL 004952						3.5% 20 Feb 2041						167												151

484

---

						GNMA II POOL 004994						3.5% 20 Mar 2041						35,583												32,229
						GNMA II POOL 005278						3.5% 20 Jan 2042						1,435												1,299
						GNMA II POOL 005302						3.5% 20 Feb 2042						13,019												11,793
						GNMA II POOL 627122						5.5% 20 Mar 2034						79,046												81,698
						GNMA II POOL 737242						5.5% 20 Nov 2037						26,469												27,350
						GNMA II POOL 763305						4.5% 20 May 2041						79,420												79,375
						GNMA II POOL 799902						3.74% 20 Mar 2042						43,197												41,203
						GNMA II POOL AA0711						3.74% 20 Jul 2042						26,706												25,435
						GNMA II POOL AH5878						3.75% 20 Mar 2044						49,871												47,820
						GNMA II POOL AU8923						4.5% 20 Aug 2046						302,271												296,050
						GNMA II POOL AX8408						4.5% 20 Feb 2041						131,577												131,535
						GNMA II POOL BC3090						5% 20 Jun 2035						257,522												262,331
						GNMA II POOL MA0214						3.5% 20 Jul 2042						34,459												31,213
						GNMA II POOL MA0456						3.5% 20 Oct 2042						36,503												33,064
						GNMA II POOL MA0528						3.5% 20 Nov 2042						10,206												9,244
						GNMA II POOL MA0619						3.5% 20 Dec 2042						9,037												8,186
						GNMA II POOL MA0776						3.5% 20 Feb 2043						6,593												5,971
						GNMA II POOL MA1150						3.5% 20 Jul 2043						5,789												5,243
						GNMA II POOL MA1218						3.5% 20 Aug 2043						2,416												2,188
						GNMA II POOL MA1279						3.5% 20 Sep 2043						2,498												2,263
						GNMA II POOL MA1367						3.5% 20 Oct 2043						2,256												2,044
						GNMA II POOL MA1440						3.5% 20 Nov 2043						6,601												5,979
						GNMA II POOL MA1512						3.5% 20 Dec 2043						1,179												1,068
						GNMA II POOL MA1829						3.5% 20 Apr 2044						194												178
						GNMA II POOL MA1910						3.5% 20 May 2044						4,737												4,343
						GNMA II POOL MA2064						3.5% 20 Jul 2044						1,327												1,217
						GNMA II POOL MA2667						3.5% 20 Mar 2045						16,053												14,569
						GNMA II POOL MA2744						3.5% 20 Apr 2045						2,747												2,493
						GNMA II POOL MA2756						4.5% 20 Apr 2045						452,405												451,274
						GNMA II POOL MA2816						3.5% 20 May 2045						6,124												5,558
						GNMA II POOL MA2883						3.5% 20 Jun 2045						5,272												4,784
						GNMA POOL 678858						5% 15 Mar 2038						20												20
						GNMA POOL 738317						5% 15 May 2041						4,420												4,477
						GNMA POOL 782386						5% 15 Aug 2038						339,566												346,877
						GNMA POOL 799863						3.75% 15 Apr 2042						99,573												95,457
						GNMA POOL AA0060						3.7% 15 Apr 2042						112,188												107,826
						GNMA POOL AB1552						3.75% 15 Sep 2042						1,206,166												1,157,266
						GNMA POOL AC1428						2.69% 15 Jun 2033						9,679,747												9,679,747
						GNMA POOL AK0485						3% 15 Oct 2044						67,037												60,650
						GNMA POOL AK4648						3% 15 Oct 2045						191,437												172,441
						GOLDEN ST TOBACCO SECURITIZATI						0.672% 01 Jun 2023						600,000												589,264
						GOLDEN ST TOBACCO SECURITIZATI						1.958% 01 Jun 2025						1,200,000												1,110,840
						GOLDMAN SACHS GROUP INC						1% 09 Dec 2026						4,000,000												3,843,600
						GOLDMAN SACHS GROUP INC						1% 21 Oct 2024						5,500,000												5,281,870
						GOVERNMENT NATIONAL MORTGAGE A						2.5% 20 Oct 2049						192,698												171,768
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						1,498,513												1,498,513
						GS MORTGAGE BACKED SECURITIES						1% 25 Feb 2052						262,651												238,906
						GS MORTGAGE BACKED SECURITIES						1% 25 Jan 2052						4,385,058												3,989,825

485

---

						GS MORTGAGE SECURITIES TRUST						3.119% 10 May 2050						3,767,847												3,575,636
						GS MORTGAGE SECURITIES TRUST						3.467% 10 Jun 2047						1,223,292												1,203,384
						GS MORTGAGE SECURITIES TRUST						3.419% 10 Oct 2032						1,692,557												1,626,124
						HCA INC						5% 15 Mar 2024						6,486,000												6,452,597
						HSBC HOLDINGS PLC						1% 18 May 2024						5,300,000												5,280,178
						HSBC HOLDINGS PLC						1% 11 Mar 2025						5,200,000												5,135,884
						HSBC HOLDINGS PLC						1% 24 May 2025						1,400,000												1,295,350
						HSBC HOLDINGS PLC						1% 17 Aug 2024						4,000,000												3,855,960
						HYUNDAI AUTO RECEIVABLES TRUST						5.35% 17 Nov 2025						1,100,000												1,101,998
						HYUNDAI CAPITAL AMERICA						2.375% 10 Feb 2023						500,000												498,335
						ILLUMINA INC						5.8% 12 Dec 2025						1,300,000												1,312,649
						IMPERIAL BRANDS FIN PLC						3.125% 26 Jul 2024						5,000,000												4,791,950
						IMPERIAL BRANDS FIN PLC						6.125% 27 Jul 2027						3,800,000												3,785,218
						ING GROEP NV						1% 02 Oct 2023						1,080,000												1,081,274
						ING GROEP NV						1% 01 Apr 2027						1,000,000												962,680
						ING GROEP NV						1% 28 Mar 2026						5,800,000												5,573,394
						INTEL CORP						2.875% 11 May 2024						2,000,000												1,948,160
						INTL FLAVOR + FRAGRANCES						1.23% 01 Oct 2025						2,000,000												1,769,840
						ISRAEL ELECTRIC CORP LTD						5% 12 Nov 2024						900,000												890,550
						JAPAN TREASURY DISC BILL						0.01% 16 Jan 2023						359,000,000												2,721,565
						JAPAN TREASURY DISC BILL						0.01% 13 Mar 2023						2,010,000,000												15,239,561
						JAPAN TREASURY DISC BILL						0.01% 20 Mar 2023						900,000,000												6,823,957
						JAPANESE YEN						FOREIGN CURRENCY						64,095,911												485,777
						JP MORGAN CHASE COMMERCIAL MOR						3.378% 15 Sep 2050						7,000,000												6,749,832
						JP MORGAN MORTGAGE TRUST						1% 25 Feb 2052						762,789												676,405
						JPMBB COMMERCIAL MORTGAGE SECU						3.288% 15 Jan 2048						3,846,397												3,757,161
*						JPMORGAN CHASE + CO						1% 01 Mar 2025						4,000,000												3,888,440
						JPN BANK FOR INT L COOP						1.75% 23 Jan 2023						10,000,000												9,984,000
						KANSAI ELECTRIC POWER CO						2.55% 17 Sep 2024						500,000												475,530
						KANSAS CITY SOUTHERN						3% 15 May 2023						4,025,000												3,984,468
						KOMATSU FINANCE AMERICA						0.849% 09 Sep 2023						400,000												387,820
						LEASEPLAN CORPORATION NV						2.875% 24 Oct 2024						2,000,000												1,881,720
						LENNAR CORP						5.875% 15 Nov 2024						1,135,000												1,140,959
						LLOYDS BANKING GROUP PLC						1% 18 Mar 2026						2,600,000												2,472,184
						LSI OPEN POSITION NET ASSET						0.01% 31 Dec 2060						102,460												461
						MASSACHUSETTS EDUCATIONAL FINA						1% 25 Apr 2038						156,152												152,731
						MERCEDES BENZ FIN NA						5.5% 27 Nov 2024						1,000,000												1,006,320
*						MET LIFE GLOB FUNDING I						0.4% 07 Jan 2024						1,300,000												1,239,771
						MEXICAN PESO (NEW)						FOREIGN CURRENCY						525												27
						MFRA TRUST						1% 25 Apr 2065						53,389												47,630
						MITSUBISHI UFJ FIN GRP						1.412% 17 Jul 2025						800,000												726,728
						MITSUBISHI UFJ FIN GRP						1% 15 Sep 2024						15,000,000												14,465,850
						MIZUHO BANK LTD/SYDNEY						1% 07 Aug 2024						2,300,000												1,559,261
						MIZUHO FINANCIAL GROUP						1% 25 May 2024						2,000,000												1,987,040
						MIZUHO FINANCIAL GROUP						1% 10 Jul 2024						2,000,000												1,950,520
						MIZUHO FINANCIAL GROUP						1% 08 Sep 2024						3,700,000												3,663,370

486

---

						MIZUHO FINANCIAL GROUP						1% 19 Jul 2023						4,900,000												3,328,418
						MORGAN STANLEY						1% 10 Dec 2026						10,000,000												8,781,500
						MORGAN STANLEY						1% 21 Oct 2025						10,101,000												9,299,688
						MORGAN STANLEY BAML TRUST						3.401% 15 May 2050						5,305,429												5,085,709
						NATIONWIDE BLDG SOCIETY						2% 27 Jan 2023						2,100,000												2,094,540
						NATIONWIDE BLDG SOCIETY						1% 01 Aug 2024						500,000												493,605
						NATWEST GROUP PLC						1% 22 May 2024						8,000,000												7,878,960
						NAVIENT STUDENT LOAN TRUST						1.31% 15 Jan 2069						76,424												67,616
						NAVIENT STUDENT LOAN TRUST						1% 16 Jul 2040						604,464												593,659
						NAVIENT STUDENT LOAN TRUST						1% 26 Jul 2066						2,401,178												2,324,721
						NAVIENT STUDENT LOAN TRUST						1.17% 16 Sep 2069						261,780												236,947
						NAVIENT STUDENT LOAN TRUST						1.33% 15 Apr 2069						2,077,431												1,744,042
						NAVIENT STUDENT LOAN TRUST						1.11% 18 Feb 2070						789,877												664,698
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Dec 2057						1,413,801												1,332,365
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Jul 2059						2,180,825												2,026,255
						NEXTERA ENERGY CAPITAL						1% 03 Nov 2023						7,500,000												7,470,075
						NISSAN MOTOR ACCEPTANCE						1.05% 08 Mar 2024						3,500,000												3,280,375
						NISSAN MOTOR CO						3.043% 15 Sep 2023						1,000,000												977,340
						NOMURA HOLDINGS INC						2.648% 16 Jan 2025						800,000												756,016
						NOMURA HOLDINGS INC						1.851% 16 Jul 2025						12,800,000												11,661,696
						ONSLOW BAY FINANCIAL LLC						1% 25 Nov 2061						4,068,775												3,486,758
						ONSLOW BAY FINANCIAL LLC						1.957% 25 Oct 2061						4,094,752												3,254,604
						ONSLOW BAY FINANCIAL LLC						1% 25 Jan 2062						90,104												81,511
						ONTARIO (PROVINCE OF)						1.75% 24 Jan 2023						3,000,000												2,994,930
						ORIX CORP						3.25% 04 Dec 2024						7,000,000												6,741,910
						PACIFIC GAS + ELECTRIC						3.25% 15 Jun 2023						200,000												197,666
						PACIFIC GAS + ELECTRIC						3.85% 15 Nov 2023						100,000												98,688
						PACIFIC GAS + ELECTRIC						3.75% 15 Feb 2024						200,000												195,896
						PACIFIC GAS + ELECTRIC						3.4% 15 Aug 2024						700,000												673,659
						PACIFIC GAS + ELECTRIC						2.95% 01 Mar 2026						200,000												184,124
						PACIFIC GAS + ELECTRIC						2.1% 01 Aug 2027						2,200,000												1,885,334
						PACIFIC GAS + ELECTRIC						4.95% 08 Jun 2025						2,200,000												2,168,188
						PACIFIC LIFE GF II						1.2% 24 Jun 2025						900,000												816,246
						PACIFIC LIFE GF II						0.5% 23 Sep 2023						1,700,000												1,637,967
						PARK AEROSPACE HOLDINGS						4.5% 15 Mar 2023						1,400,000												1,396,486
						PAWNEE EQUIPMENT RECEIVABLES						3.809% 15 Aug 2023						575,173												574,224
						PFP III						1% 19 Aug 2035						2,000,000												1,970,718
						POUND STERLING						FOREIGN CURRENCY						86,309												103,822
						PPL ELECTRIC UTI						1% 24 Jun 2024						5,000,000												4,934,650
						QATAR ENERGY						1.375% 12 Sep 2026						700,000												621,033
						QUALCOMM INC						1.3% 20 May 2028						1,154,000												978,338
						RELX CAPITAL INC						3.5% 16 Mar 2023						1,000,000												996,190
						RESIMAC						1% 03 Feb 2053						2,062,237												2,048,166
						ROYAL BANK OF CANADA						1% 29 Jul 2024						2,488,000												2,458,418
						SAUDI ARABIAN OIL CO						2.875% 16 Apr 2024						3,500,000												3,397,310
						SBA TOWER TRUST						1.884% 15 Jul 2050						1,600,000												1,407,165

487

---

						SHIRE ACQ INV IRELAND DA						2.875% 23 Sep 2023						1,280,000												1,257,600
						SK HYNIX INC						1% 19 Jan 2024						2,000,000												1,896,020
						SK TELECOM CO LTD						3.75% 16 Apr 2023						300,000												298,713
						SK TELECOM CO LTD						3.75% 16 Apr 2023						200,000												199,142
						SLM STUDENT LOAN TRUST						1% 25 Oct 2028						619,202												616,520
						SLM STUDENT LOAN TRUST						1% 25 Jun 2043						5,824,138												5,541,348
						SLM STUDENT LOAN TRUST						1% 27 Dec 2038						6,083,550												5,796,171
						SMB PRIVATE EDUCATION LOAN TRU						4.48% 16 May 2050						2,743,791												2,616,353
						SMB PRIVATE EDUCATION LOAN TRU						1.29% 15 Jul 2053						1,618,374												1,429,097
						SOCIAL PROFESSIONAL LOAN PROGR						2.65% 25 Sep 2040						533,851												511,696
						SOUTHERN CAL EDISON						1.2% 01 Feb 2026						5,800,000												5,143,498
						SOUTHERN CAL EDISON						1.1% 01 Apr 2024						6,100,000												5,799,697
						STANDARD CHARTERED PLC						1% 21 May 2025						300,000												289,920
						STELLANTIS NV						5.25% 15 Apr 2023						1,600,000												1,596,768
						STRATTON MORTGAGE FUNDING PLC						1% 20 Jul 2060						145,860												173,896
						SUMITOMO MITSUI FINL GRP						1.474% 08 Jul 2025						8,000,000												7,294,960
						SUMITOMO MITSUI FINL GRP						0.508% 12 Jan 2024						1,500,000												1,428,450
						SUMITOMO MITSUI FINL GRP						1% 07 Mar 2023						1,800,000												1,221,134
						SUMITOMO MITSUI FINL GRP						1% 16 Oct 2024						1,200,000												812,852
						SUMITOMO MITSUI TR BK LT						0.8% 16 Sep 2024						1,825,000												1,686,081
						SUMITOMO MITSUI TR BK LT						1% 16 Sep 2024						5,500,000												5,459,025
						SUMITOMO MITSUI TR BK LT						2.55% 10 Mar 2025						1,100,000												1,037,047
						SUMITOMO MITSUI TR BK LT						4.8% 15 Sep 2025						1,860,000												1,836,601
						SWAP DEUTSCHE BANK BOC						SWAP CASH COLLATERAL USD						(340,000)												(340,000)
						SWAP JP MORGAN COC						SWAP CASH COLLATERAL USD						150,000												150,000
						SWAP RBC COCF CANADA						SWAP CASH COLLATERAL USD						120,000												120,000
						SWEDISH EXPORT CREDIT						0.25% 29 Sep 2023						8,000,000												7,727,040
						SWU01J0W5 IRS USD P V 12MSOFR						1% 31 Mar 2024						(281,000,000)												(281,000,000)
						SWU01J0W5 IRS USD R F 2.68623						2.686% 31 Mar 2024						281,000,000												273,793,002
						SYNCHRONY BANK						5.4% 22 Aug 2025						6,600,000												6,516,840
						TIME WARNER CABLE ENTRMN						8.375% 15 Mar 2023						1,000,000												1,006,660
						TOKYO METROPOLITAN GOVT						0.75% 16 Jul 2025						5,000,000												4,505,150
						TORONTO DOMINION BANK						3.815% 25 Jul 2025						7,000,000												6,819,680
						TOWD POINT MORTGAGE TRUST						1% 25 Apr 2060						5,002,862												4,400,656
						TOWD POINT MORTGAGE TRUST						1% 25 Oct 2059						3,061,599												2,842,818
						TOWD POINT MORTGAGE TRUST						1% 25 Jan 2060						1,819,872												1,667,734
						TOWD POINT MORTGAGE TRUST						1% 25 Nov 2058						836,490												819,708
						TOYOTA AUTO LOAN EXTENDED NOTE						2.56% 25 Nov 2031						8,000,000												7,681,336
						TOYOTA AUTO LOAN EXTENDED NOTE						1.35% 25 May 2033						2,400,000												2,190,746
						TOYOTA AUTO RECEIVABLES OWNER						3.83% 15 Aug 2025						8,000,000												7,916,607
						TOYOTA AUTO RECEIVABLES OWNER						5.27% 15 Jan 2026						3,900,000												3,901,021
						TSMC ARIZONA CORP						1.75% 25 Oct 2026						3,900,000												3,473,301
						UBS AG AUSTRALIA						1% 30 Jul 2025						10,500,000												7,102,133
						UBS GROUP AG						1% 05 Aug 2025						3,300,000												3,247,893
						UNITED WHOLESALE MORTGAGE LLC						1% 25 Dec 2051						1,754,408												1,619,709
						US 10YR ULTRA FUT MAR23						XCBT 20230322						(30,200,000)												289,180

488

---

						US 2YR NOTE (CBT) MAR23						XCBT 20230331						120,400,000												(74,636)
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						(24,400,000)												79,914
						US BANCORP						1% 21 Oct 2026						6,000,000												6,119,880
						US DOLLAR												8,697,467												8,697,467
						US TREASURY N/B						1.875% 15 Feb 2032						10,400,000												8,854,625
						US TREASURY N/B						1.5% 15 Feb 2025						93,100,000												87,674,016
						US ULTRA BOND CBT MAR23						XCBT 20230322						(6,600,000)												(20,109)
						VERIZON COMMUNICATIONS						1% 17 Feb 2023						5,000,000												3,392,039
						VOLKSWAGEN GROUP AMERICA						0.875% 22 Nov 2023						2,700,000												2,592,621
						WELLS FARGO + COMPANY						1% 02 Jun 2024						11,000,000												10,825,540
						WELLS FARGO COMMERCIAL MORTGAG						1% 15 Jan 2059						3,000,000												2,907,005
						WF RBS COMMERCIAL MORTGAGE TRU						3.558% 15 Dec 2046						249,862												247,837
						WF RBS COMMERCIAL MORTGAGE TRU						1% 15 Aug 2047						412,340												410,859
						WOODSIDE FINANCE LTD						3.65% 05 Mar 2025						1,100,000												1,057,155
												Sub-Total: Fund 5736 5 of 15												Total						$	1,057,615,218

489

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ABBVIE INC						3.2% 21 Nov 2029						2,345,000												$	2,120,490
						ADVOCATE HEALTH CORP						2.211% 15 Jun 2030						820,000												677,164
						AEP TEXAS INC						2.1% 01 Jul 2030						1,325,000												1,075,277
						AGILENT TECHNOLOGIES INC						2.3% 12 Mar 2031						430,000												347,926
						AMERICAN INTL GROUP						3.9% 01 Apr 2026						600,000												581,604
						AMGEN INC						2.6% 19 Aug 2026						110,000												101,773
						ANHEUSER BUSCH INBEV WOR						4.75% 23 Jan 2029						1,050,000												1,040,288
						APPLE INC						3.25% 23 Feb 2026						275,000												264,498
						ARCH CAPITAL FINANCE LLC						4.011% 15 Dec 2026						75,000												71,779
						ARIZONA PUBLIC SERVICE						6.35% 15 Dec 2032						270,000												284,672
						ASCENSION HEALTH						2.532% 15 Nov 2029						255,000												219,009
						ASTRAZENECA FINANCE LLC						2.25% 28 May 2031						40,000												33,399
						AT+T INC						2.3% 01 Jun 2027						1,305,000												1,164,295
						AT+T INC						1.7% 25 Mar 2026						775,000												699,135
						AT+T INC						2.55% 01 Dec 2033						304,000												234,819
						AUTONATION INC						1.95% 01 Aug 2028						200,000												160,284
						AUTOZONE INC						3.75% 18 Apr 2029						150,000												139,244
						AUTOZONE INC						4.75% 01 Aug 2032						405,000												394,879
						AVANGRID INC						3.2% 15 Apr 2025						925,000												884,920
						BANCO SANTANDER SA						3.8% 23 Feb 2028						200,000												181,854
						BANCO SANTANDER SA						3.49% 28 May 2030						1,000,000												844,890
						BANK						2.726% 15 Nov 2062						1,500,000												1,281,312
						BANK OF AMERICA CORP						3.95% 21 Apr 2025						690,000												672,647
						BANK OF AMERICA CORP						1% 05 Mar 2029						3,800,000												3,514,582
						BANK OF AMERICA CORP						1% 23 Jul 2029						760,000												711,497
						BANK OF AMERICA CORP						1% 13 Feb 2031						1,485,000												1,209,963
						BANK OF AMERICA CORP						1% 22 Apr 2032						775,000												622,310
						BANK OF NY MELLON CORP						1.6% 24 Apr 2025						105,000												97,638
						BARCLAYS PLC						1% 24 Jun 2031						985,000												771,097
						BARCLAYS PLC						1% 24 Nov 2027						400,000												347,016
						BARCLAYS PLC						1% 09 Aug 2028						675,000												657,052
						BAT CAPITAL CORP						3.557% 15 Aug 2027						160,000												145,816
						BAT CAPITAL CORP						4.7% 02 Apr 2027						180,000												173,088
						BAT INTL FINANCE PLC						4.448% 16 Mar 2028						850,000												787,670
						BAYLOR SCOTT + WHITE HOL						1.777% 15 Nov 2030						350,000												274,411
						BECTON DICKINSON + CO						3.734% 15 Dec 2024						93,000												90,687
						BENCHMARK MORTGAGE TRUST						1.672% 15 Jul 2053						2,300,000												1,827,917
						BENCHMARK MORTGAGE TRUST						2.263% 15 Mar 2054						5,000,000												4,125,429
						BERRY GLOBAL INC						0.95% 15 Feb 2024						345,000												327,985
						BERRY GLOBAL INC						1.57% 15 Jan 2026						350,000												312,515
						BOEING CO						2.25% 15 Jun 2026						425,000												384,098

490

---

						BOEING CO						3.1% 01 May 2026						145,000												136,555
						BOEING CO						2.7% 01 Feb 2027						1,125,000												1,017,158
						BOEING CO						2.196% 04 Feb 2026						650,000												590,798
						BRIXMOR OPERATING PART						2.5% 16 Aug 2031						220,000												168,947
						BROADCOM CRP / CAYMN FI						3.5% 15 Jan 2028						290,000												264,892
						BROADCOM INC						4.11% 15 Sep 2028						1,501,000												1,402,504
						BROADCOM INC						3.15% 15 Nov 2025						181,000												171,727
						BROADCOM INC						3.419% 15 Apr 2033						494,000												398,806
						BROADCOM INC						4% 15 Apr 2029						505,000												460,540
						BROADSTONE NET LEASE LLC						2.6% 15 Sep 2031						505,000												379,997
						BURLINGTN NORTH SANTA FE						3.4% 01 Sep 2024						200,000												195,606
						CARLISLE COS INC						2.2% 01 Mar 2032						550,000												418,396
						CENOVUS ENERGY INC						2.65% 15 Jan 2032						310,000												247,981
						CENTERPOINT ENERGY INC						2.95% 01 Mar 2030						340,000												293,114
						CFCRE COMMERCIAL MORTGAGE TRUS						3.585% 10 Dec 2054						2,678,906												2,490,921
						CHARTER COMM OPT LLC/CAP						5.05% 30 Mar 2029						1,090,000												1,025,984
						CHARTER COMM OPT LLC/CAP						2.8% 01 Apr 2031						725,000												564,202
						CIGNA GROUP/THE						4.5% 25 Feb 2026						1,480,000												1,460,153
						CIGNA GROUP/THE						2.4% 15 Mar 2030						400,000												335,948
						CINTAS CORPORATION NO. 2						3.7% 01 Apr 2027						160,000												154,432
						CITIBANK CREDIT CARD ISSUANCE						3.96% 13 Oct 2030						1,200,000												1,158,119
						CITIGROUP COMMERCIAL MORTGAGE						3.197% 15 Aug 2050						4,928,701												4,496,954
						CITIGROUP COMMERCIAL MORTGAGE						2.717% 15 Feb 2053						1,540,000												1,303,759
						CITIGROUP INC						4.45% 29 Sep 2027						1,735,000												1,659,146
						CITIGROUP INC						4.6% 09 Mar 2026						140,000												137,903
						CITIGROUP INC						3.4% 01 May 2026						300,000												285,144
						CITIGROUP INC						1% 29 Jan 2031						3,630,000												2,985,748
						CITIGROUP INC						1% 03 Jun 2031						25,000												20,263
						CITIGROUP INC						1% 17 Nov 2033						325,000												336,970
						CITIGROUP INC						1% 05 Nov 2030						195,000												164,397
						CLEVELAND ELECTRIC ILLUM						5.5% 15 Aug 2024						450,000												452,201
						CNA FINANCIAL CORP						3.95% 15 May 2024						710,000												698,008
						COMM MORTGAGE TRUST						3.42% 10 Aug 2047						1,500,000												1,453,802
						COMM MORTGAGE TRUST						3.546% 10 Jun 2047						2,196,145												2,132,421
						COMM MORTGAGE TRUST						3.819% 10 Jun 2047						200,000												194,431
						COMM MORTGAGE TRUST						3.765% 10 Feb 2049						3,995,000												3,795,930
						COMMONSPIRIT HEALTH						2.76% 01 Oct 2024						200,000												191,882
						COMMONWEALTH EDISON CO						3.7% 15 Aug 2028						660,000												622,307
						CONNECTICUT LIGHT + PWR						2.05% 01 Jul 2031						460,000												372,103
						CONSTELLATION BRANDS INC						3.7% 06 Dec 2026						175,000												166,728
						CONSTELLATION BRANDS INC						4.4% 15 Nov 2025						205,000												201,661
						CONSTELLATION BRANDS INC						2.25% 01 Aug 2031						280,000												223,093
						CONTL AIRLINES 2012 2 A						4% 29 Apr 2026						284,289												270,438
						COREBRIDGE FINANCIAL INC						3.9% 05 Apr 2032						830,000												729,504
						CREDIT SUISSE GROUP AG						4.55% 17 Apr 2026						300,000												266,757
						CREDIT SUISSE NEW YORK						2.95% 09 Apr 2025						970,000												875,629
						CSAIL COMMERCIAL MORTGAGE TRUS						3.756% 15 Nov 2048						1,280,000												1,218,002

491

---

						CUBESMART LP						2.25% 15 Dec 2028						230,000												190,155
						CVS HEALTH CORP						4.3% 25 Mar 2028						350,000												339,122
						DCP MIDSTREAM OPERATING						5.125% 15 May 2029						275,000												265,950
						DIAMONDBACK ENERGY INC						3.5% 01 Dec 2029						270,000												237,487
						DIAMONDBACK ENERGY INC						3.125% 24 Mar 2031						235,000												195,370
						DISCOVERY COMMUNICATIONS						4.125% 15 May 2029						1,730,000												1,502,903
						DTE ELECTRIC CO						2.25% 01 Mar 2030						220,000												186,054
						DTE ENERGY CO						2.529% 01 Oct 2024						500,000												477,495
						DUKE ENERGY CAROLINAS						3.95% 15 Nov 2028						800,000												769,656
						DUPONT DE NEMOURS INC						4.493% 15 Nov 2025						260,000												255,991
						EASTMAN CHEMICAL CO						3.8% 15 Mar 2025						85,000												82,440
						ELEVANCE HEALTH INC						3.65% 01 Dec 2027						245,000												231,376
						ELEVANCE HEALTH INC						4.101% 01 Mar 2028						305,000												292,901
						ELEVANCE HEALTH INC						2.25% 15 May 2030						525,000												436,328
						EMERA US FINANCE LP						3.55% 15 Jun 2026						760,000												712,090
						ENERGY TRANSFER LP						4.75% 15 Jan 2026						685,000												669,177
						ENERGY TRANSFER LP						3.9% 15 Jul 2026						1,745,000												1,651,206
						ENTERPRISE PRODUCTS OPER						3.125% 31 Jul 2029						275,000												242,718
						EOG RESOURCES INC						3.15% 01 Apr 2025						140,000												135,181
						EQUIFAX INC						2.6% 01 Dec 2024						420,000												400,865
						EQUIFAX INC						2.35% 15 Sep 2031						675,000												525,049
						ESSEX PORTFOLIO LP						1.7% 01 Mar 2028						40,000												33,430
						EVERGY INC						2.9% 15 Sep 2029						175,000												151,652
						EVERSOURCE ENERGY						1.65% 15 Aug 2030						175,000												136,526
						EXPEDIA GROUP INC						4.625% 01 Aug 2027						650,000												625,229
						FAIRFAX FINL HLDGS LTD						5.625% 16 Aug 2032						175,000												164,974
						FANNIE MAE						6.625% 15 Nov 2030						630,000												736,646
						FANNIE MAE						0.5% 17 Jun 2025						1,215,000												1,105,929
						FANNIE MAE						0.875% 05 Aug 2030						1,285,000												1,024,608
						FANNIE MAE						0.5% 07 Nov 2025						440,000												395,820
						FANNIE MAE						2.875% 12 Sep 2023						185,000												182,419
						FANNIE MAE						2.5% 05 Feb 2024						180,000												175,729
						FANNIE MAE						1.625% 07 Jan 2025						90,000												85,060
						FED HM LN PC POOL A47038						5% 01 Sep 2035						14,757												14,871
						FED HM LN PC POOL A85726						5% 01 Apr 2039						45,057												45,640
						FED HM LN PC POOL A92478						4.5% 01 Jun 2040						166,236												164,921
						FED HM LN PC POOL A93318						5% 01 Aug 2040						70,319												71,257
						FED HM LN PC POOL A93713						5% 01 Sep 2040						148,501												150,483
						FED HM LN PC POOL A94069						5% 01 Sep 2040						54,013												54,734
						FED HM LN PC POOL A94113						5% 01 Oct 2040						1,865												1,890
						FED HM LN PC POOL A94898						4.5% 01 Nov 2040						80,480												79,844
						FED HM LN PC POOL A95085						4% 01 Nov 2040						237,204												229,692
						FED HM LN PC POOL A95519						4.5% 01 Dec 2040						35,787												35,504
						FED HM LN PC POOL A95575						4% 01 Dec 2040						191,145												185,169
						FED HM LN PC POOL A95960						4% 01 Dec 2040						157,845												152,846
						FED HM LN PC POOL A97040						4% 01 Feb 2041						158,698												153,672
						FED HM LN PC POOL C03469						4.5% 01 May 2040						194,894												193,353

492

---

						FED HM LN PC POOL C03517						4.5% 01 Sep 2040						14,351												14,237
						FED HM LN PC POOL C03520						4% 01 Sep 2040						183,266												177,462
						FED HM LN PC POOL C03545						5% 01 Aug 2040						63,769												64,620
						FED HM LN PC POOL C04272						3% 01 Oct 2042						431,206												391,429
						FED HM LN PC POOL C04422						3% 01 Dec 2042						374,797												340,223
						FED HM LN PC POOL C09004						3.5% 01 Jul 2042						315,013												295,326
						FED HM LN PC POOL C09022						3% 01 Jan 2043						1,918,577												1,741,596
						FED HM LN PC POOL C09029						3% 01 Mar 2043						238,787												216,760
						FED HM LN PC POOL C09031						2.5% 01 Feb 2043						139,018												122,209
						FED HM LN PC POOL C09055						4% 01 Dec 2043						52,147												50,265
						FED HM LN PC POOL C91176						5.5% 01 May 2028						20,767												20,869
						FED HM LN PC POOL C91908						3% 01 Jan 2037						700,969												647,091
						FED HM LN PC POOL C91960						3.5% 01 Nov 2037						274,489												261,130
						FED HM LN PC POOL C91969						3% 01 Jan 2038						116,759												107,701
						FED HM LN PC POOL G02427						5.5% 01 Dec 2036						104,100												107,223
						FED HM LN PC POOL G03737						6.5% 01 Nov 2037						41,159												44,098
						FED HM LN PC POOL G03812						5.5% 01 Feb 2038						133,087												137,172
						FED HM LN PC POOL G05472						4.5% 01 Jun 2039						25,544												25,347
						FED HM LN PC POOL G05676						4% 01 Nov 2039						218,869												212,311
						FED HM LN PC POOL G05726						5% 01 Aug 2039						57,497												58,240
						FED HM LN PC POOL G05741						4.5% 01 Dec 2039						25,090												24,896
						FED HM LN PC POOL G05927						4.5% 01 Jul 2040						275,530												273,351
						FED HM LN PC POOL G06087						5% 01 Sep 2040						20,835												21,095
						FED HM LN PC POOL G06231						4% 01 Dec 2040						134,852												130,582
						FED HM LN PC POOL G06499						4% 01 Mar 2041						204,095												198,514
						FED HM LN PC POOL G06506						4% 01 Dec 2040						390,347												377,984
						FED HM LN PC POOL G06507						4% 01 Feb 2041						81,511												78,929
						FED HM LN PC POOL G06601						4.5% 01 Dec 2040						668,087												662,803
						FED HM LN PC POOL G07032						3% 01 Jun 2042						548,552												497,951
						FED HM LN PC POOL G07129						3.5% 01 Sep 2042						552,246												518,910
						FED HM LN PC POOL G07388						3.5% 01 May 2043						261,018												244,578
						FED HM LN PC POOL G08368						4.5% 01 Oct 2039						88,415												87,731
						FED HM LN PC POOL G08372						4.5% 01 Nov 2039						62,024												61,545
						FED HM LN PC POOL G08479						3.5% 01 Mar 2042						170,649												159,985
						FED HM LN PC POOL G08521						3% 01 Jan 2043						213,381												193,698
						FED HM LN PC POOL G08601						4% 01 Aug 2044						84,374												81,286
						FED HM LN PC POOL G08624						4% 01 Jan 2045						69,192												66,659
						FED HM LN PC POOL G08654						3.5% 01 Jul 2045						521,963												484,412
						FED HM LN PC POOL G08677						4% 01 Nov 2045						153,510												147,760
						FED HM LN PC POOL G08707						4% 01 May 2046						476,064												455,271
						FED HM LN PC POOL G08731						2.5% 01 Nov 2046						256,609												222,760
						FED HM LN PC POOL G08732						3% 01 Nov 2046						198,529												178,571
						FED HM LN PC POOL G08735						4.5% 01 Oct 2046						186,403												183,494
						FED HM LN PC POOL G08770						3.5% 01 Jul 2047						295,564												273,844
						FED HM LN PC POOL G08772						4.5% 01 Jul 2047						179,679												176,359
						FED HM LN PC POOL G13868						4.5% 01 Jul 2025						20,996												20,714
						FED HM LN PC POOL G14239						4% 01 Sep 2026						12,036												11,794

493

---

						FED HM LN PC POOL G16015						3% 01 Jan 2032						365,364												346,587
						FED HM LN PC POOL G16177						2% 01 Jan 2032						637,419												584,430
						FED HM LN PC POOL G16459						3.5% 01 Jul 2032						177,132												171,681
						FED HM LN PC POOL G18475						2.5% 01 Aug 2028						73,389												69,988
						FED HM LN PC POOL G67717						4% 01 Nov 2048						436,880												421,332
						FED HM LN PC POOL J12398						4.5% 01 Jun 2025						19,672												19,414
						FED HM LN PC POOL J12439						4.5% 01 Jun 2025						21,817												21,532
						FED HM LN PC POOL J15031						4% 01 Apr 2026						93,211												91,380
						FED HM LN PC POOL J15719						4% 01 Jun 2026						88,548												86,737
						FED HM LN PC POOL J15847						4% 01 Jun 2026						30,732												30,157
						FED HM LN PC POOL J16059						4% 01 Jul 2026						48,513												47,482
						FED HM LN PC POOL J23935						3% 01 May 2028						129,888												125,395
						FED HM LN PC POOL J24887						3% 01 Jul 2028						912,271												880,709
						FED HM LN PC POOL J27464						3.5% 01 Feb 2029						285,758												278,291
						FED HM LN PC POOL J27964						3% 01 Apr 2029						135,707												130,977
						FED HM LN PC POOL J28440						3% 01 Jun 2029						176,197												170,056
						FED HM LN PC POOL J29007						3% 01 Aug 2029						182,030												175,685
						FED HM LN PC POOL J29036						3% 01 Aug 2029						163,182												157,495
						FED HM LN PC POOL J29049						3% 01 Aug 2029						180,870												174,566
						FED HM LN PC POOL Q02171						5% 01 Jul 2041						27,336												27,705
						FED HM LN PC POOL Q02606						5% 01 Aug 2041						191,114												193,692
						FED HM LN PC POOL Q04673						4% 01 Nov 2041						410,065												398,051
						FED HM LN PC POOL Q10241						3.5% 01 Aug 2042						183,933												173,556
						FED HM LN PC POOL Q10448						3.5% 01 Aug 2042						175,145												164,573
						FED HM LN PC POOL Q11288						3.5% 01 Sep 2042						160,472												150,785
						FED HM LN PC POOL Q11788						3% 01 Oct 2042						104,856												95,342
						FED HM LN PC POOL Q12520						3% 01 Oct 2042						38,587												35,028
						FED HM LN PC POOL Q12841						3.5% 01 Nov 2042						440,530												413,939
						FED HM LN PC POOL Q13630						3% 01 Nov 2042						112,147												101,802
						FED HM LN PC POOL Q14326						2.5% 01 Jan 2043						595,447												523,451
						FED HM LN PC POOL Q15062						3% 01 Feb 2043						683,453												622,809
						FED HM LN PC POOL Q44452						3% 01 Nov 2046						140,558												126,428
						FED HM LN PC POOL Q44963						3.5% 01 Dec 2046						432,861												404,197
						FED HM LN PC POOL Q49494						4.5% 01 Jul 2047						97,225												95,428
						FED HM LN PC POOL QA5902						3% 01 Jan 2050						176,445												156,851
						FED HM LN PC POOL QB0220						3% 01 Jun 2050						316,258												281,114
						FED HM LN PC POOL QD4944						3% 01 Jan 2052						168,311												147,912
						FED HM LN PC POOL QE0992						3% 01 Apr 2052						—												0
						FED HM LN PC POOL RA5767						2.5% 01 Sep 2051						490,307												415,611
						FED HM LN PC POOL RB5142						2.5% 01 Jan 2042						1,639,066												1,427,459
						FED HM LN PC POOL SB8189						4% 01 Nov 2037						2,086,314												2,033,985
						FED HM LN PC POOL SB8510						2% 01 Feb 2036						935,893												836,252
						FED HM LN PC POOL SD8016						3% 01 Oct 2049						394,981												351,119
						FED HM LN PC POOL SD8090						2% 01 Sep 2050						5,259,827												4,317,018
						FED HM LN PC POOL SD8104						1.5% 01 Nov 2050						2,988,421												2,308,809
						FED HM LN PC POOL SD8113						2% 01 Dec 2050						402,665												330,113
						FED HM LN PC POOL SD8128						2% 01 Feb 2051						1,306,938												1,070,645

494

---

						FED HM LN PC POOL SD8141						2.5% 01 Apr 2051						5,053,997												4,312,146
						FED HM LN PC POOL SD8146						2% 01 May 2051						944,829												772,568
						FED HM LN PC POOL SD8167						2.5% 01 Sep 2051						959,232												816,011
						FED HM LN PC POOL SD8188						2% 01 Jan 2052						473,232												385,776
						FED HM LN PC POOL SD8193						2% 01 Feb 2052						—												0
						FED HM LN PC POOL SD8220						3% 01 Jun 2052						3,393,124												2,981,087
						FED HM LN PC POOL SD8221						3.5% 01 Jun 2052						498,088												452,639
						FED HM LN PC POOL SD8236						3.5% 01 Aug 2052						1,495,570												1,360,266
						FED HM LN PC POOL SD8243						3.5% 01 Sep 2052						1,001,599												910,205
						FED HM LN PC POOL SD8246						5% 01 Sep 2052						1,989,294												1,961,699
						FED HM LN PC POOL SD8268						5.5% 01 Nov 2052						492,862												494,359
						FED HM LN PC POOL SD8289						5.5% 01 Jan 2053						727,597												729,808
						FED HM LN PC POOL V60298						3% 01 Oct 2028						148,763												143,616
						FED HM LN PC POOL V60564						3% 01 Jun 2029						296,325												285,996
						FED HM LN PC POOL V60869						2.5% 01 Jul 2030						589,061												552,578
						FED HM LN PC POOL ZM2868						3.5% 01 Mar 2047						137,325												128,281
						FEDERAL HOME LOAN BANK						4.25% 10 Sep 2032						160,000												156,672
						FISERV INC						3.85% 01 Jun 2025						215,000												208,806
						FLOWSERVE CORPORATION						2.8% 15 Jan 2032						150,000												112,352
						FMC CORP						3.45% 01 Oct 2029						750,000												662,558
						FNMA POOL 257281						5% 01 Jul 2028						3,914												3,891
						FNMA POOL 555800						1% 01 Oct 2033						264,243												269,545
						FNMA POOL 655687						6.5% 01 Aug 2032						75,508												79,205
						FNMA POOL 660662						6.5% 01 Sep 2032						1,706												1,790
						FNMA POOL 735061						1% 01 Nov 2034						255,652												267,327
						FNMA POOL 735271						1% 01 Jan 2035						60,601												63,368
						FNMA POOL 735288						1% 01 Mar 2035						59,255												59,563
						FNMA POOL 735382						1% 01 Apr 2035						318,294												319,948
						FNMA POOL 735484						1% 01 May 2035						142,040												142,986
						FNMA POOL 735500						1% 01 May 2035						201,388												206,423
						FNMA POOL 735578						1% 01 Jun 2035						25,267												25,435
						FNMA POOL 735580						1% 01 Jun 2035						122,671												123,308
						FNMA POOL 735591						1% 01 Jun 2035						117,791												118,403
						FNMA POOL 735667						1% 01 Jul 2035						119,976												120,599
						FNMA POOL 735676						1% 01 Jul 2035						415,749												417,909
						FNMA POOL 735989						1% 01 Feb 2035						235,515												240,241
						FNMA POOL 745355						1% 01 Mar 2036						106,178												106,885
						FNMA POOL 745412						1% 01 Dec 2035						136,711												139,599
						FNMA POOL 745418						1% 01 Apr 2036						61,803												63,348
						FNMA POOL 745515						1% 01 May 2036						20,850												20,989
						FNMA POOL 745885						1% 01 Oct 2036						126,407												132,339
						FNMA POOL 745950						1% 01 Nov 2036						95,390												99,867
						FNMA POOL 832690						5% 01 Sep 2035						60,211												60,612
						FNMA POOL 832799						5% 01 Sep 2035						94,277												94,904
						FNMA POOL 888129						1% 01 Feb 2037						45,464												46,773
						FNMA POOL 888286						1% 01 Apr 2037						166,823												171,628
						FNMA POOL 889072						1% 01 Dec 2037						29,008												31,053

495

---

						FNMA POOL 889579						1% 01 May 2038						95,872												100,506
						FNMA POOL 889705						1% 01 Jun 2038						55,077												56,703
						FNMA POOL 889983						1% 01 Oct 2038						171,747												180,048
						FNMA POOL 902669						5% 01 Nov 2036						25,623												25,843
						FNMA POOL 916398						6.5% 01 May 2037						765												819
						FNMA POOL 943699						6.5% 01 Aug 2037						2,338												2,503
						FNMA POOL 946924						6.5% 01 Sep 2037						6,443												6,897
						FNMA POOL 948227						6.5% 01 Aug 2037						65,465												70,074
						FNMA POOL 959604						6.5% 01 Nov 2037						5,148												5,510
						FNMA POOL 995930						1% 01 Apr 2039						2,775												2,806
						FNMA POOL AA0472						4% 01 Mar 2039						42,500												41,185
						FNMA POOL AB1047						4.5% 01 May 2040						213,407												211,511
						FNMA POOL AB1141						4.5% 01 Jun 2040						166,750												165,269
						FNMA POOL AB3693						4% 01 Oct 2041						232,731												224,459
						FNMA POOL AB4058						4% 01 Dec 2041						212,903												205,336
						FNMA POOL AB4689						3.5% 01 Mar 2042						328,267												307,452
						FNMA POOL AB5593						3.5% 01 Jul 2042						281,452												263,605
						FNMA POOL AB6017						3.5% 01 Aug 2042						254,642												238,495
						FNMA POOL AB6229						3.5% 01 Sep 2042						1,252,740												1,173,306
						FNMA POOL AB6238						3.5% 01 Sep 2042						200,673												188,772
						FNMA POOL AB6390						3% 01 Oct 2042						119,619												108,472
						FNMA POOL AB6832						3.5% 01 Nov 2042						481,596												451,059
						FNMA POOL AB7272						3% 01 Dec 2042						814,541												741,498
						FNMA POOL AB7410						3% 01 Dec 2042						657,529												596,255
						FNMA POOL AB7426						3% 01 Dec 2042						705,472												642,211
						FNMA POOL AB7568						3% 01 Jan 2043						982,245												892,202
						FNMA POOL AB7570						3% 01 Jan 2043						1,578,532												1,433,825
						FNMA POOL AB7741						3% 01 Jan 2043						628,839												570,239
						FNMA POOL AB8499						3% 01 Feb 2043						287,959												262,716
						FNMA POOL AB8923						3% 01 Apr 2043						10,950												9,928
						FNMA POOL AB9361						3.5% 01 May 2043						242,897												228,639
						FNMA POOL AB9944						3% 01 Jul 2043						356,225												327,133
						FNMA POOL AC1889						4% 01 Sep 2039						108,804												105,439
						FNMA POOL AC2953						4.5% 01 Sep 2039						767,831												761,155
						FNMA POOL AC8568						4.5% 01 Jan 2040						69,546												68,941
						FNMA POOL AC9564						4.5% 01 Feb 2040						147,466												146,183
						FNMA POOL AD0567						1% 01 Sep 2039						12,621												13,509
						FNMA POOL AD5479						5% 01 Jun 2040						16,797												17,002
						FNMA POOL AD9713						5% 01 Aug 2040						30,931												31,309
						FNMA POOL AD9870						4% 01 Oct 2040						13,157												12,728
						FNMA POOL AE0113						1% 01 Jul 2040						130,327												126,296
						FNMA POOL AE0967						1% 01 Jun 2039						193,476												181,151
						FNMA POOL AH0210						4.5% 01 Dec 2040						381,689												378,299
						FNMA POOL AH0921						4% 01 Dec 2040						365,564												353,650
						FNMA POOL AH0943						4% 01 Dec 2040						312,065												302,632
						FNMA POOL AH2899						4.5% 01 Jan 2041						568,141												563,094
						FNMA POOL AH3765						4% 01 Jan 2041						605,854												586,109

496

---

						FNMA POOL AH4404						4% 01 Jan 2041						440,439												426,085
						FNMA POOL AH5984						4.5% 01 Mar 2041						137,241												135,980
						FNMA POOL AI1051						4% 01 Jun 2026						31,445												30,757
						FNMA POOL AK1608						3% 01 Jan 2027						75,693												72,846
						FNMA POOL AL1895						1% 01 Jun 2042						185,906												174,881
						FNMA POOL AL1945						1% 01 Jun 2042						557,326												524,273
						FNMA POOL AL2151						1% 01 Mar 2042						836,964												787,327
						FNMA POOL AL2389						1% 01 Sep 2042						292,435												275,092
						FNMA POOL AL2890						1% 01 Dec 2042						344,933												313,313
						FNMA POOL AL3218						1% 01 Feb 2043						236,733												222,693
						FNMA POOL AL3454						1% 01 Apr 2043						130,592												119,404
						FNMA POOL AL6851						1% 01 Oct 2043						168,353												147,856
						FNMA POOL AL8352						1% 01 Oct 2044						215,545												195,422
						FNMA POOL AL9865						1% 01 Feb 2047						903,199												811,591
						FNMA POOL AO0454						3.5% 01 Aug 2042						257,513												242,241
						FNMA POOL AO3110						3.5% 01 Jun 2042						377,150												354,039
						FNMA POOL AO7185						4% 01 Sep 2042						451,669												435,160
						FNMA POOL AP0457						3% 01 Jul 2027						28,749												27,732
						FNMA POOL AP2611						3.5% 01 Sep 2042						175,467												165,060
						FNMA POOL AP3308						3.5% 01 Sep 2042						178,827												168,221
						FNMA POOL AP3902						3% 01 Oct 2042						191,327												174,170
						FNMA POOL AP4539						3.5% 01 Sep 2042						444,638												416,445
						FNMA POOL AP5143						3% 01 Sep 2042						176,279												159,852
						FNMA POOL AP6032						3% 01 Apr 2043						316,071												286,563
						FNMA POOL AP8903						3.5% 01 Oct 2042						326,731												306,709
						FNMA POOL AP9998						3.5% 01 Oct 2042						41,742												39,095
						FNMA POOL AQ7187						3% 01 Jul 2043						65,458												59,347
						FNMA POOL AQ8684						3% 01 Dec 2042						75,351												68,329
						FNMA POOL AR0190						3% 01 Apr 2043						78,558												71,224
						FNMA POOL AR2626						2.5% 01 Feb 2043						283,149												248,656
						FNMA POOL AR2638						3.5% 01 Feb 2043						288,673												273,829
						FNMA POOL AR6858						3% 01 Feb 2043						12,880												11,678
						FNMA POOL AR9161						3% 01 May 2043						181,031												164,438
						FNMA POOL AR9203						3.5% 01 Mar 2043						918,948												863,270
						FNMA POOL AR9218						3% 01 Mar 2043						8,144												7,384
						FNMA POOL AS2751						4.5% 01 Jun 2044						331,297												327,645
						FNMA POOL AS2826						4% 01 Jul 2044						464,060												446,644
						FNMA POOL AS4155						3% 01 Sep 2044						78,316												71,005
						FNMA POOL AS5133						3.5% 01 Jun 2045						1,478,631												1,370,917
						FNMA POOL AS5263						3.5% 01 Jun 2045						264,461												245,195
						FNMA POOL AS5384						4% 01 Jul 2045						153,979												148,066
						FNMA POOL AS6275						3% 01 Dec 2030						153,340												145,373
						FNMA POOL AS6286						4% 01 Dec 2045						325,352												312,858
						FNMA POOL AS6304						4% 01 Dec 2045						128,458												123,525
						FNMA POOL AS7155						3% 01 May 2046						140,810												126,528
						FNMA POOL AS7248						4% 01 May 2046						163,052												155,786
						FNMA POOL AS7693						2% 01 Aug 2031						487,455												446,448

497

---

						FNMA POOL AS7877						2.5% 01 Sep 2046						343,912												298,207
						FNMA POOL AS8115						3% 01 Oct 2046						156,024												140,199
						FNMA POOL AS8249						3% 01 Nov 2036						755,798												696,972
						FNMA POOL AS8269						3% 01 Nov 2046						783,722												704,232
						FNMA POOL AS8386						2.5% 01 Nov 2031						795,802												742,312
						FNMA POOL AS8461						3.5% 01 Dec 2046						645,981												598,026
						FNMA POOL AS8570						2.5% 01 Dec 2046						286,234												248,195
						FNMA POOL AS8572						3.5% 01 Dec 2046						847,082												784,197
						FNMA POOL AS8650						3% 01 Jan 2047						1,217,824												1,094,305
						FNMA POOL AT2040						3% 01 Apr 2043						24,347												22,074
						FNMA POOL AT2745						3% 01 May 2043						21,320												19,329
						FNMA POOL AU1279						2.5% 01 Jul 2028						81,475												77,626
						FNMA POOL AU5904						3.5% 01 Sep 2033						209,095												200,197
						FNMA POOL AU9300						3% 01 Sep 2028						145,372												140,210
						FNMA POOL AV2223						4% 01 Dec 2043						31,389												30,228
						FNMA POOL AZ4775						3.5% 01 Oct 2045						835,739												774,858
						FNMA POOL BA4750						3.5% 01 Jan 2031						204,090												195,557
						FNMA POOL BC0769						4% 01 Dec 2045						447,714												430,520
						FNMA POOL BC4411						3.5% 01 Mar 2031						316,331												303,179
						FNMA POOL BC9096						3.5% 01 Dec 2046						611,298												565,917
						FNMA POOL BD2436						3.5% 01 Jan 2047						193,991												179,590
						FNMA POOL BH9317						3.5% 01 Sep 2047						268,426												250,750
						FNMA POOL BM1144						1% 01 Mar 2047						259,692												225,180
						FNMA POOL BM3855						1% 01 Mar 2048						437,828												419,352
						FNMA POOL BM4676						1% 01 Oct 2048						537,959												518,311
						FNMA POOL BM4703						1% 01 Feb 2048						213,929												198,018
						FNMA POOL BM4716						1% 01 Dec 2030						318,106												309,438
						FNMA POOL BN0340						4.5% 01 Dec 2048						217,259												212,933
						FNMA POOL BN1628						4.5% 01 Nov 2048						201,054												197,051
						FNMA POOL BP4416						2.5% 01 May 2050						1,118,085												957,698
						FNMA POOL BP5568						3% 01 Jun 2050						453,201												402,759
						FNMA POOL BP6618						2.5% 01 Aug 2050						4,901,707												4,192,489
						FNMA POOL BQ4074						2% 01 Dec 2050						1,203,287												994,472
						FNMA POOL BR0462						2.5% 01 Apr 2051						762,598												655,752
						FNMA POOL BR6470						2.5% 01 Mar 2051						790,513												679,068
						FNMA POOL BR8460						2.5% 01 Apr 2051						784,096												664,642
						FNMA POOL BR8759						2.5% 01 Apr 2051						920,617												782,786
						FNMA POOL BR9085						2.5% 01 May 2051						3,530,692												3,039,067
						FNMA POOL BV3870						2.5% 01 Feb 2052						351,648												298,785
						FNMA POOL BX1043						5.5% 01 Nov 2052						501,054												502,751
						FNMA POOL BX1300						5.5% 01 Nov 2052						443,346												446,318
						FNMA POOL BX2085						5.5% 01 Nov 2052						498,945												500,718
						FNMA POOL BX2492						5.5% 01 Nov 2052						328,957												330,071
						FNMA POOL CA2622						3.5% 01 Nov 2048						91,204												84,365
						FNMA POOL CA5416						2.5% 01 Mar 2050						691,698												593,698
						FNMA POOL CB3246						3% 01 Apr 2052						2,144,370												1,887,101
						FNMA POOL CB3356						2.5% 01 Apr 2052						404,995												343,540

498

---

						FNMA POOL FM3134						1% 01 Nov 2048						547,674												506,941
						FNMA POOL FM8205						1% 01 Aug 2051						1,903,555												1,624,779
						FNMA POOL FS0564						1% 01 Jul 2050						1,542,288												1,372,518
						FNMA POOL FS0977						1% 01 Mar 2052						460,556												409,144
						FNMA POOL FS1587						1% 01 Apr 2052						973,276												863,761
						FNMA POOL FS1782						1% 01 May 2052						953,020												846,890
						FNMA POOL FS1836						1% 01 May 2052						2,392,886												2,040,428
						FNMA POOL MA0243						5% 01 Nov 2029						100,234												99,550
						FNMA POOL MA0318						4.5% 01 Feb 2030						22,429												22,172
						FNMA POOL MA0918						4% 01 Dec 2041						556,815												537,026
						FNMA POOL MA1035						3% 01 Apr 2027						14,511												13,997
						FNMA POOL MA1062						3% 01 May 2027						7,379												7,118
						FNMA POOL MA1272						3% 01 Dec 2042						214,342												194,368
						FNMA POOL MA2495						3.5% 01 Jan 2046						422,286												391,524
						FNMA POOL MA2806						3% 01 Nov 2046						369,326												331,866
						FNMA POOL MA2833						3% 01 Dec 2046						401,803												361,049
						FNMA POOL MA2863						3% 01 Jan 2047						562,564												505,505
						FNMA POOL MA2895						3% 01 Feb 2047						8,218												7,385
						FNMA POOL MA3058						4% 01 Jul 2047						1,281,472												1,223,530
						FNMA POOL MA3101						4.5% 01 Aug 2047						197,568												193,727
						FNMA POOL MA3182						3.5% 01 Nov 2047						1,305,312												1,208,229
						FNMA POOL MA3212						4.5% 01 Dec 2047						101,114												99,148
						FNMA POOL MA3364						3.5% 01 May 2033						166,280												160,804
						FNMA POOL MA3385						4.5% 01 Jun 2048						167,205												163,876
						FNMA POOL MA3663						3.5% 01 May 2049						504,867												464,364
						FNMA POOL MA3833						2.5% 01 Nov 2049						279,115												239,570
						FNMA POOL MA3871						3% 01 Dec 2049						211,817												188,296
						FNMA POOL MA4045						2% 01 Jun 2040						327,325												276,433
						FNMA POOL MA4093						2% 01 Aug 2040						3,366,763												2,842,036
						FNMA POOL MA4119						2% 01 Sep 2050						4,466,975												3,666,278
						FNMA POOL MA4138						1.5% 01 Sep 2050						1,751,408												1,353,060
						FNMA POOL MA4158						2% 01 Oct 2050						5,751,255												4,718,569
						FNMA POOL MA4159						2.5% 01 Oct 2050						5,643,154												4,824,906
						FNMA POOL MA4181						1.5% 01 Nov 2050						1,762,076												1,361,301
						FNMA POOL MA4182						2% 01 Nov 2050						1,771,536												1,452,892
						FNMA POOL MA4208						2% 01 Dec 2050						1,104,669												905,631
						FNMA POOL MA4209						1.5% 01 Dec 2050						3,636,902												2,809,709
						FNMA POOL MA4232						2% 01 Jan 2041						2,032,028												1,713,854
						FNMA POOL MA4236						1.5% 01 Jan 2051						2,217,927												1,713,472
						FNMA POOL MA4255						2% 01 Feb 2051						427,271												350,020
						FNMA POOL MA4268						2% 01 Feb 2041						3,889,608												3,279,969
						FNMA POOL MA4281						2% 01 Mar 2051						2,193,319												1,794,847
						FNMA POOL MA4305						2% 01 Apr 2051						4,618,313												3,777,845
						FNMA POOL MA4306						2.5% 01 Apr 2051						3,854,998												3,289,137
						FNMA POOL MA4325						2% 01 May 2051						4,378,463												3,580,284
						FNMA POOL MA4329						2% 01 May 2036						1,581,129												1,412,064
						FNMA POOL MA4333						2% 01 May 2041						4,284,198												3,614,485

499

---

						FNMA POOL MA4334						2.5% 01 May 2041						1,693,248												1,474,717
						FNMA POOL MA4437						2% 01 Oct 2051						990,934												808,751
						FNMA POOL MA4438						2.5% 01 Oct 2051						962,760												818,526
						FNMA POOL MA4465						2% 01 Nov 2051						469,684												383,187
						FNMA POOL MA4466						2.5% 01 Nov 2051						3,369,777												2,863,239
						FNMA POOL MA4467						3% 01 Nov 2051						1,873,089												1,651,792
						FNMA POOL MA4493						2.5% 01 Dec 2051						970,908												824,474
						FNMA POOL MA4563						2.5% 01 Mar 2052						486,060												411,887
						FNMA POOL MA4579						3% 01 Apr 2052						—												0
						FNMA POOL MA4580						3.5% 01 Apr 2052						505,054												459,517
						FNMA POOL MA4598						2.5% 01 May 2052						—												0
						FNMA POOL MA4600						3.5% 01 May 2052						2,987,260												2,714,663
						FNMA POOL MA4623						2.5% 01 Jun 2052						—												0
						FNMA POOL MA4644						4% 01 May 2052						490,279												459,917
						FNMA POOL MA4654						3.5% 01 Jul 2052						2,478,380												2,252,415
						FNMA POOL MA4684						4.5% 01 Jun 2052						4,231,020												4,076,831
						FNMA POOL MA4686						5% 01 Jun 2052						494,378												487,520
						FNMA POOL MA4713						4% 01 Jul 2037						1,308,399												1,275,535
						FNMA POOL MA4786						5.5% 01 Oct 2052						500,390												501,910
						FNMA POOL MA4807						5.5% 01 Nov 2052						2,006,983												2,013,079
						FNMA TBA 15 YR 3.5						3.5% 18 Oct 2037						2,500,000												2,350,815
						FNMA TBA 15 YR 3.5						3.5% 18 Oct 2037						(2,500,000)												(2,350,815)
						FNMA TBA 30 YR 2						2% 25 Dec 2051						1,000,000												814,479
						FNMA TBA 30 YR 2.5						2.5% 25 Dec 2051						4,000,000												3,388,852
						FNMA TBA 30 YR 2.5						2.5% 25 Dec 2051						(3,000,000)												(2,541,639)
						FNMA TBA 30 YR 3						3% 25 Feb 2052						1,000,000												877,903
						FNMA TBA 30 YR 3.5						3.5% 25 Apr 2052						(3,000,000)												(2,726,277)
						FNMA TBA 30 YR 3.5						3.5% 25 Apr 2052						1,500,000												1,363,139
						FNMA TBA 30 YR 4						4% 25 Jun 2052						1,500,000												1,407,165
						FNMA TBA 30 YR 4.5						4.5% 25 Jul 2052						500,000												481,788
						FNMA TBA 30 YR 5						5% 25 Jul 2052						1,500,000												1,479,168
						FNMA TBA 30 YR 5.5						5.5% 12 Jan 2053						(500,000)												(501,485)
						FORTIS INC						3.055% 04 Oct 2026						142,000												132,060
						FREDDIE MAC						6.75% 15 Mar 2031						220,000												259,567
						FREDDIE MAC						6.25% 15 Jul 2032						590,000												690,400
						FREDDIE MAC						0.375% 20 Apr 2023						580,000												572,669
						FREDDIE MAC						0.375% 05 May 2023						1,535,000												1,512,159
						FREEPORT MCMORAN INC						4.125% 01 Mar 2028						225,000												208,899
						FREEPORT MCMORAN INC						4.375% 01 Aug 2028						425,000												398,514
						GEN LUX SARL/GEN USA INC						1.75% 10 Apr 2026						410,000												365,847
						GENERAL MOTORS FINL CO						4% 15 Jan 2025						475,000												460,817
						GENERAL MOTORS FINL CO						3.6% 21 Jun 2030						1,550,000												1,309,456
						GENERAL MOTORS FINL CO						2.4% 10 Apr 2028						555,000												469,164
						GLP CAPITAL LP / FIN II						5.375% 15 Apr 2026						325,000												320,466
						GLP CAPITAL LP / FIN II						3.25% 15 Jan 2032						55,000												44,011
						GNMA II POOL 004520						5% 20 Aug 2039						101,033												102,918
						GNMA II POOL 004746						4.5% 20 Jul 2040						567,801												567,622

500

---

						GNMA II POOL 004747						5% 20 Jul 2040						224,773												229,020
						GNMA II POOL 004833						4% 20 Oct 2040						736,696												719,064
						GNMA II POOL 004922						4% 20 Jan 2041						92,934												90,710
						GNMA II POOL 004923						4.5% 20 Jan 2041						69,719												69,697
						GNMA II POOL 004945						4% 20 Feb 2041						225,787												220,383
						GNMA II POOL 004978						4.5% 20 Mar 2041						192,813												192,703
						GNMA II POOL 004979						5% 20 Mar 2041						301,446												307,143
						GNMA II POOL 004984						5.5% 20 Mar 2041						93,512												96,626
						GNMA II POOL 005017						4.5% 20 Apr 2041						198,642												198,528
						GNMA II POOL 005115						4.5% 20 Jul 2041						117,742												117,674
						GNMA II POOL 005140						4.5% 20 Aug 2041						440,918												440,665
						GNMA II POOL 005332						4% 20 Mar 2042						337,370												328,910
						GNMA II POOL MA0023						4% 20 Apr 2042						160,093												156,078
						GNMA II POOL MA0317						3% 20 Aug 2042						612,811												557,376
						GNMA II POOL MA0318						3.5% 20 Aug 2042						1,147,448												1,080,893
						GNMA II POOL MA0391						3% 20 Sep 2042						633,589												576,275
						GNMA II POOL MA0392						3.5% 20 Sep 2042						619,574												583,637
						GNMA II POOL MA0462						3.5% 20 Oct 2042						1,171,328												1,103,388
						GNMA II POOL MA0624						3% 20 Dec 2042						243,542												221,512
						GNMA II POOL MA0626						4% 20 Dec 2042						153,425												149,577
						GNMA II POOL MA0698						3% 20 Jan 2043						321,773												292,666
						GNMA II POOL MA0783						3.5% 20 Feb 2043						764,126												719,805
						GNMA II POOL MA0851						3% 20 Mar 2043						135,920												123,590
						GNMA II POOL MA0933						3% 20 Apr 2043						131,499												119,571
						GNMA II POOL MA1997						4.5% 20 Jun 2044						363,207												362,299
						GNMA II POOL MA2303						3.5% 20 Oct 2044						757,166												712,468
						GNMA II POOL MA2304						4% 20 Oct 2044						321,113												310,258
						GNMA II POOL MA2372						4% 20 Nov 2044						106,580												102,977
						GNMA II POOL MA2445						3.5% 20 Dec 2044						284,638												267,835
						GNMA II POOL MA2446						4% 20 Dec 2044						189,466												183,061
						GNMA II POOL MA2678						3.5% 20 Mar 2045						506,363												475,925
						GNMA II POOL MA2754						3.5% 20 Apr 2045						271,019												254,728
						GNMA II POOL MA2891						3% 20 Jun 2045						228,138												206,775
						GNMA II POOL MA2960						3% 20 Jul 2045						244,873												221,943
						GNMA II POOL MA3033						3% 20 Aug 2045						556,968												504,814
						GNMA II POOL MA3245						4% 20 Nov 2045						211,920												204,533
						GNMA II POOL MA3311						4% 20 Dec 2045						561,504												541,930
						GNMA II POOL MA3662						3% 20 May 2046						147,856												134,003
						GNMA II POOL MA3737						4% 20 Jun 2046						176,514												170,326
						GNMA II POOL MA3802						3% 20 Jul 2046						161,758												146,603
						GNMA II POOL MA3803						3.5% 20 Jul 2046						816,757												766,307
						GNMA II POOL MA3872						2.5% 20 Aug 2046						137,064												120,632
						GNMA II POOL MA3936						3% 20 Sep 2046						861,730												780,994
						GNMA II POOL MA3937						3.5% 20 Sep 2046						119,919												112,512
						GNMA II POOL MA3939						4.5% 20 Sep 2046						98,433												98,324
						GNMA II POOL MA4003						3% 20 Oct 2046						416,171												377,180
						GNMA II POOL MA4005						4% 20 Oct 2046						92,223												88,990

501

---

						GNMA II POOL MA4069						3.5% 20 Nov 2046						45,314												42,515
						GNMA II POOL MA4070						4% 20 Nov 2046						365,672												352,853
						GNMA II POOL MA4071						4.5% 20 Nov 2046						257,653												257,009
						GNMA II POOL MA4125						2.5% 20 Dec 2046						400,830												352,776
						GNMA II POOL MA4127						3.5% 20 Dec 2046						1,349,419												1,266,067
						GNMA II POOL MA4198						4.5% 20 Jan 2047						98,130												97,563
						GNMA II POOL MA4263						4% 20 Feb 2047						234,617												226,392
						GNMA II POOL MA4322						4% 20 Mar 2047						383,905												370,447
						GNMA II POOL MA4383						4% 20 Apr 2047						102,771												98,804
						GNMA II POOL MA4586						3.5% 20 Jul 2047						1,084,770												1,013,159
						GNMA II POOL MA4653						4% 20 Aug 2047						195,617												188,067
						GNMA II POOL MA4654						4.5% 20 Aug 2047						84,949												83,547
						GNMA II POOL MA4720						4% 20 Sep 2047						881,686												847,655
						GNMA II POOL MA4899						3% 20 Dec 2047						727,079												658,881
						GNMA II POOL MA4961						3% 20 Jan 2048						129,688												117,524
						GNMA II POOL MA5397						3.5% 20 Aug 2048						493,600												460,368
						GNMA II POOL MA5467						4.5% 20 Sep 2048						114,445												112,391
						GNMA II POOL MA5530						5% 20 Oct 2048						48,741												48,861
						GNMA II POOL MA5650						3.5% 20 Dec 2048						808,791												754,340
						GNMA II POOL MA5930						3.5% 20 May 2049						118,095												109,966
						GNMA II POOL MA6038						3% 20 Jul 2049						127,037												114,651
						GNMA II POOL MA6153						3% 20 Sep 2049						200,714												180,922
						GNMA II POOL MA6338						3% 20 Dec 2049						328,732												296,041
						GNMA II POOL MA7254						2% 20 Mar 2051						1,171,967												986,563
						GNMA II POOL MA7255						2.5% 20 Mar 2051						6,554,891												5,706,573
						GNMA II POOL MA7367						2.5% 20 May 2051						3,190,133												2,775,299
						GNMA II POOL MA7419						3% 20 Jun 2051						1,551,886												1,388,681
						GNMA II POOL MA7471						2% 20 Jul 2051						891,986												749,770
						GNMA II POOL MA7473						3% 20 Jul 2051						492,980												440,998
						GNMA II POOL MA7534						2.5% 20 Aug 2051						849,660												737,380
						GNMA II POOL MA7535						3% 20 Aug 2051						561,461												502,102
						GNMA II POOL MA7588						2% 20 Sep 2051						1,388,483												1,166,247
						GNMA II POOL MA7648						2% 20 Oct 2051						934,498												784,635
						GNMA II POOL MA7766						2% 20 Dec 2051						3,276,084												2,748,681
						GNMA II POOL MA7768						3% 20 Dec 2051						1,197,435												1,069,506
						GNMA II POOL MA8201						4.5% 20 Aug 2052						507,448												492,027
						GNMA II POOL MA8202						5% 20 Aug 2052						1,996,074												1,977,238
						GNMA II TBA 30 YR 3						3% 23 Jan 2053						1,500,000												1,334,753
						GNMA II TBA 30 YR 5.5						5.5% 21 Feb 2053						500,000												502,065
						GNMA POOL 676515						5.5% 15 Feb 2038						93,775												97,239
						GNMA POOL 676754						5.5% 15 Mar 2038						67,329												69,793
						GNMA POOL 677222						5.5% 15 Aug 2038						96,489												100,027
						GNMA POOL 723344						4% 15 Sep 2039						163,059												158,501
						GNMA POOL 723430						4.5% 15 Nov 2039						121,054												120,529
						GNMA POOL 737111						4.5% 15 Apr 2040						223,450												222,492
						GNMA POOL 738882						4% 15 Oct 2041						60,838												59,140
						GNMA POOL 745243						4% 15 Jul 2040						108,296												105,274

502

---

						GNMA POOL 771561						4% 15 Aug 2041						87,746												85,298
						GNMA POOL 782528						5% 15 Jan 2039						147,445												150,447
						GNMA POOL AA5821						3% 15 Nov 2042						504,148												456,823
						GNMA POOL AB3031						3% 15 Oct 2042						107,361												97,283
						GNMA POOL AB9110						3% 15 Oct 2042						341,448												309,396
						GNMA POOL AD2413						3.5% 15 May 2043						88,716												83,187
						GNMA POOL AD2414						3.5% 15 May 2043						149,647												140,321
						GNMA POOL AD8784						3% 15 Mar 2043						183,683												166,437
						GNMA POOL AN6808						3.5% 15 Jul 2045						204,662												190,756
						GOLDMAN SACHS GROUP INC						1% 01 May 2029						1,770,000												1,651,994
						GOLDMAN SACHS GROUP INC						1% 27 Jan 2032						1,380,000												1,055,617
						GOLDMAN SACHS GROUP INC						1% 10 Sep 2027						830,000												717,900
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						16,711,618												16,711,618
						GS MORTGAGE SECURITIES TRUST						3.119% 10 May 2050						941,962												893,909
						HALEON US CAPITAL LLC						3.625% 24 Mar 2032						250,000												220,410
						HALLIBURTON CO						3.8% 15 Nov 2025						7,000												6,816
						HEALTHPEAK OP LLC						3% 15 Jan 2030						375,000												322,369
						HOST HOTELS + RESORTS LP						2.9% 15 Dec 2031						180,000												138,335
						HSBC HOLDINGS PLC						1% 13 Mar 2028						355,000												328,176
						HSBC HOLDINGS PLC						1% 19 Jun 2029						305,000												281,082
						HYDRO QUEBEC						8.05% 07 Jul 2024						310,000												324,052
						INTUIT INC						1.35% 15 Jul 2027						100,000												86,682
						ITALY GOV T INT BOND						2.375% 17 Oct 2024						1,800,000												1,694,592
						JEFFERIES FIN GROUP INC						2.625% 15 Oct 2031						625,000												477,913
						JOHNS HOPKINS UNIVERSITY						4.705% 01 Jul 2032						350,000												347,519
						JPMBB COMMERCIAL MORTGAGE SECU						3.362% 15 Jul 2045						159,250												158,669
*						JPMORGAN CHASE + CO						3.875% 10 Sep 2024						565,000												553,056
*						JPMORGAN CHASE + CO						3.3% 01 Apr 2026						145,000												137,789
*						JPMORGAN CHASE + CO						1% 23 Jan 2029						3,280,000												2,982,799
*						JPMORGAN CHASE + CO						1% 15 Oct 2030						1,675,000												1,409,563
*						JPMORGAN CHASE + CO						1% 22 Apr 2031						1,105,000												905,967
*						JPMORGAN CHASE + CO						1% 04 Feb 2027						570,000												497,091
*						JPMORGAN CHASE + CO						1% 22 Apr 2032						335,000												268,687
*						JPMORGAN CHASE + CO						1% 08 Nov 2032						125,000												99,101
						JPN BANK FOR INT L COOP						3.25% 20 Jul 2023						400,000												396,096
						KAISER FOUNDATION HOSPIT						3.15% 01 May 2027						395,000												368,989
						KIMCO REALTY OP LLC						1.9% 01 Mar 2028						360,000												302,450
						KIMCO REALTY OP LLC						3.2% 01 Apr 2032						300,000												249,666
						KINROSS GOLD CORP						4.5% 15 Jul 2027						157,000												148,900
						LABORATORY CORP OF AMER						3.6% 01 Feb 2025						550,000												532,868
						LINCOLN NATIONAL CORP						3.05% 15 Jan 2030						65,000												53,865
						LYB INT FINANCE III						2.25% 01 Oct 2030						100,000												79,789
						M+T BANK CORPORATION						4% 15 Jul 2024						65,000												63,740
						MARKEL CORP						3.35% 17 Sep 2029						350,000												304,437
						MARRIOTT INTERNATIONAL						3.125% 15 Jun 2026						355,000												332,209
						MARSH + MCLENNAN COS INC						3.5% 03 Jun 2024						215,000												210,644
						MARTIN MARIETTA MATERIAL						2.5% 15 Mar 2030						210,000												173,786

503

---

						MITSUBISHI UFJ FIN GRP						1% 20 Jul 2027						380,000												330,406
						MORGAN STANLEY						1% 23 Jan 2030						1,155,000												1,080,895
						MORGAN STANLEY						1% 22 Jan 2031						2,065,000												1,713,929
						MORGAN STANLEY						1% 28 Apr 2032						1,060,000												803,067
						MORGAN STANLEY						1% 24 Jan 2029						620,000												568,707
						MORGAN STANLEY						3.875% 27 Jan 2026						1,835,000												1,776,702
						MORGAN STANLEY						1% 04 May 2027						350,000												307,594
						MORGAN STANLEY BAML TRUST						3.451% 15 Jul 2050						1,103,083												1,050,181
						MORGAN STANLEY BAML TRUST						3.719% 15 Jul 2050						3,500,000												3,340,789
						MPLX LP						4.125% 01 Mar 2027						305,000												288,750
						MPLX LP						4% 15 Mar 2028						195,000												181,931
						MPLX LP						4.8% 15 Feb 2029						310,000												297,160
						MPLX LP						4.25% 01 Dec 2027						315,000												298,025
						MPLX LP						2.65% 15 Aug 2030						175,000												142,506
						MYLAN INC						4.55% 15 Apr 2028						1,920,000												1,781,510
						NATWEST GROUP PLC						1% 22 Mar 2025						400,000												390,816
						NEWMONT CORP						2.8% 01 Oct 2029						850,000												727,413
						NEWMONT CORP						2.6% 15 Jul 2032						150,000												119,993
						NEXTERA ENERGY CAPITAL						2.75% 01 Nov 2029						400,000												346,860
						NOMURA HOLDINGS INC						2.648% 16 Jan 2025						420,000												396,908
						NOMURA HOLDINGS INC						2.608% 14 Jul 2031						230,000												177,712
						NUCOR CORP						4.3% 23 May 2027						320,000												311,917
						O REILLY AUTOMOTIVE INC						1.75% 15 Mar 2031						105,000												81,544
						O REILLY AUTOMOTIVE INC						4.7% 15 Jun 2032						290,000												281,958
						OHIOHEALTH CORP						2.297% 15 Nov 2031						525,000												422,037
						ONEOK INC						4% 13 Jul 2027						35,000												33,007
						ONEOK INC						3.1% 15 Mar 2030						1,470,000												1,236,667
						ORACLE CORP						6.25% 09 Nov 2032						1,040,000												1,095,838
						OWENS CORNING						4.2% 01 Dec 2024						875,000												862,085
						OWENS CORNING						3.95% 15 Aug 2029						175,000												159,016
						PACIFIC GAS + ELECTRIC						4.55% 01 Jul 2030						585,000												531,385
						PACIFICORP						2.7% 15 Sep 2030						245,000												210,872
						PEACEHEALTH OBLIGATED GR						1.375% 15 Nov 2025						85,000												75,989
						PENTAIR FINANCE SARL						4.5% 01 Jul 2029						125,000												116,216
						PHILIP MORRIS INTL INC						5.625% 17 Nov 2029						160,000												163,093
						PHILIP MORRIS INTL INC						5.75% 17 Nov 2032						85,000												87,209
						PHILLIPS 66						2.15% 15 Dec 2030						390,000												312,605
						PHILLIPS 66 CO						3.75% 01 Mar 2028						100,000												92,402
						PIONEER NATURAL RESOURCE						1.9% 15 Aug 2030						525,000												413,459
						PIONEER NATURAL RESOURCE						2.15% 15 Jan 2031						70,000												55,685
						PIONEER NATURAL RESOURCE						1.125% 15 Jan 2026						125,000												111,529
						PLAINS ALL AMER PIPELINE						3.55% 15 Dec 2029						280,000												243,984
						PRIVATE EXPORT FUNDING						3.55% 15 Jan 2024						290,000												285,319
						PRIVATE EXPORT FUNDING						1.4% 15 Jul 2028						490,000												415,554
						PROV ST JOSEPH HLTH OBL						2.532% 01 Oct 2029						350,000												295,152
						PROVINCE OF QUEBEC						7.125% 09 Feb 2024						400,000												409,192

504

---

						PUBLIC SERVICE ELECTRIC						4.9% 15 Dec 2032						260,000												261,628
						PUBLIC SERVICE ENTERPRIS						2.45% 15 Nov 2031						600,000												482,526
						PUGET ENERGY INC						3.65% 15 May 2025						235,000												224,467
						PUGET ENERGY INC						4.1% 15 Jun 2030						466,000												417,997
						PUGET ENERGY INC						2.379% 15 Jun 2028						50,000												42,696
						RAYTHEON TECH CORP						4.125% 16 Nov 2028						50,000												47,993
						REALTY INCOME CORP						3.4% 15 Jan 2028						190,000												175,228
						REALTY INCOME CORP						3.1% 15 Dec 2029						500,000												436,830
						REPUBLIC OF INDONESIA						3.5% 11 Jan 2028						1,150,000												1,093,857
						REPUBLIC OF INDONESIA						3.4% 18 Sep 2029						295,000												272,515
						REPUBLIC OF INDONESIA						4.15% 20 Sep 2027						765,000												753,410
						REPUBLIC OF PANAMA						7.125% 29 Jan 2026						870,000												918,607
						REPUBLIC OF PERU						2.783% 23 Jan 2031						113,000												94,109
						REPUBLIC OF PHILIPPINES						2.457% 05 May 2030						250,000												218,978
						REPUBLICA ORIENT URUGUAY						4.375% 27 Oct 2027						1,680,000												1,699,186
						SAN DIEGO G + E						1.7% 01 Oct 2030						750,000												595,620
						SEMPRA ENERGY						3.4% 01 Feb 2028						440,000												408,760
						SEMPRA ENERGY						3.3% 01 Apr 2025						625,000												600,313
						SIMON PROPERTY GROUP LP						3.75% 01 Feb 2024						1,160,000												1,143,424
						SIMON PROPERTY GROUP LP						3.5% 01 Sep 2025						230,000												220,703
						SIMON PROPERTY GROUP LP						2.45% 13 Sep 2029						385,000												322,676
						SOUTHERN CAL EDISON						5.85% 01 Nov 2027						535,000												553,254
						SOUTHWEST AIRLINES CO						5.125% 15 Jun 2027						455,000												450,532
						STANFORD UNIVERSITY						1.289% 01 Jun 2027						1,240,000												1,074,782
						STEEL DYNAMICS INC						3.45% 15 Apr 2030						510,000												449,968
						STRYKER CORP						3.375% 15 May 2024						50,000												48,824
						STRYKER CORP						3.5% 15 Mar 2026						250,000												240,213
						SUTTER HEALTH						3.695% 15 Aug 2028						1,004,000												923,268
						SUZANO AUSTRIA GMBH						6% 15 Jan 2029						400,000												399,936
						SWAP JP MORGAN COC						SWAP CASH COLLATERAL USD						(7,625)												(7,625)
						T MOBILE USA INC						3.875% 15 Apr 2030						570,000												517,908
						T MOBILE USA INC						2.05% 15 Feb 2028						950,000												818,720
						TAKEDA PHARMACEUTICAL						2.05% 31 Mar 2030						730,000												597,220
						TAMPA ELECTRIC CO						2.4% 15 Mar 2031						330,000												268,171
						TELEDYNE FLIR LLC						2.5% 01 Aug 2030						100,000												81,125
						TELEDYNE TECHNOLOGIES IN						2.25% 01 Apr 2028						640,000												553,702
						TENN VALLEY AUTHORITY						2.875% 01 Feb 2027						640,000												609,286
						TENN VALLEY AUTHORITY						0.75% 15 May 2025						435,000												398,425
						TENN VALLEY AUTHORITY						1.5% 15 Sep 2031						45,000												35,561
						TEXTRON INC						2.45% 15 Mar 2031						100,000												80,253
						THERMO FISHER SCIENTIFIC						2% 15 Oct 2031						500,000												405,920
						TRANSCONT GAS PIPE LINE						3.25% 15 May 2030						875,000												761,548
						TUCSON ELECTRIC POWER CO						3.25% 15 May 2032						165,000												140,931
						TYSON FOODS INC						4% 01 Mar 2026						675,000												653,981
						UNITED AIRLINES 2012 1 A						4.15% 11 Oct 2025						93,174												89,778
						UNITED MEXICAN STATES						4.15% 28 Mar 2027						200,000												195,126

505

---

						UNITED MEXICAN STATES						4.5% 22 Apr 2029						720,000												688,853
						UNITEDHEALTH GROUP INC						3.75% 15 Jul 2025						670,000												656,238
						UNIV OF CALIFORNIA CA REVENUES						3.063% 01 Jul 2025						1,720,000												1,642,629
						UNIV OF CALIFORNIA CA REVENUES						3.349% 01 Jul 2029						875,000												794,062
						UNIV OF CALIFORNIA CA REVENUES						1.614% 15 May 2030						475,000												374,578
						UNUM GROUP						4% 15 Jun 2029						1,075,000												972,628
						US DOLLAR												(14,011)												(14,011)
						US TREASURY N/B						6.25% 15 Aug 2023						2,825,000												2,846,960
						US TREASURY N/B						2.125% 31 Jul 2024						17,900,000												17,218,961
						US TREASURY N/B						3.125% 15 Nov 2028						14,330,000												13,690,748
						US TREASURY N/B						2.625% 15 Feb 2029						5,975,000												5,535,744
						US TREASURY N/B						2% 15 Aug 2025						750,000												708,633
						US TREASURY N/B						2.125% 15 May 2025						17,470,000												16,610,148
						US TREASURY N/B						0.375% 30 Apr 2025						3,750,000												3,424,219
						US TREASURY N/B						0.125% 15 Sep 2023						2,005,000												1,942,265
						US TREASURY N/B						0.375% 31 Jan 2026						6,645,000												5,917,165
						US TREASURY N/B						0.75% 31 Mar 2026						29,600,000												26,561,375
						US TREASURY N/B						0.75% 30 Apr 2026						17,296,000												15,478,569
						US TREASURY N/B						0.875% 30 Jun 2026						7,780,000												6,963,708
						US TREASURY N/B						1.25% 30 Nov 2026						15,670,000												14,073,619
						US TREASURY N/B						1.5% 30 Nov 2028						20,135,000												17,520,596
						US TREASURY N/B						1.25% 31 Dec 2026						5,635,000												5,052,130
						US TREASURY N/B						1.75% 15 Mar 2025						385,000												363,885
						US TREASURY N/B						2.5% 30 Apr 2024						3,920,000												3,808,525
						US TREASURY N/B						2.875% 15 May 2032						16,170,000												14,967,356
						US TREASURY N/B						2.5% 31 May 2024						2,265,000												2,196,962
						US TREASURY N/B						3% 15 Jul 2025						45,000												43,622
						US TREASURY N/B						2.75% 31 Jul 2027						3,800,000												3,600,203
						US TREASURY N/B						4.25% 30 Sep 2024						28,205,000												28,069,484
						US TREASURY N/B						4.125% 15 Nov 2032						4,025,000												4,121,852
						US TREASURY N/B						4.5% 30 Nov 2024						2,855,000												2,856,896
						US TREASURY N/B						3.875% 30 Nov 2029						1,145,000												1,140,527
						US TREASURY N/B						3.875% 30 Nov 2027						18,900,000												18,832,078
						US TREASURY N/B						4% 15 Dec 2025						17,305,000												17,214,419
						VALE OVERSEAS LIMITED						6.25% 10 Aug 2026						255,000												264,792
						VENTAS REALTY LP						3.85% 01 Apr 2027						250,000												236,175
						VERIZON COMMUNICATIONS						4.329% 21 Sep 2028						500,000												482,360
						VERIZON COMMUNICATIONS						4.016% 03 Dec 2029						1,324,000												1,242,746
						VERIZON COMMUNICATIONS						2.55% 21 Mar 2031						400,000												329,960
						VIATRIS INC						2.7% 22 Jun 2030						630,000												495,401
						VICI PROPERTIES LP						4.75% 15 Feb 2028						335,000												318,414
						VULCAN MATERIALS CO						3.5% 01 Jun 2030						250,000												221,123
						WARNERMEDIA HOLDINGS INC						4.279% 15 Mar 2032						885,000												732,240
						WELLS FARGO + COMPANY						3% 23 Oct 2026						425,000												393,542
						WELLS FARGO + COMPANY						1% 11 Feb 2031						1,260,000												1,045,258
						WELLS FARGO + COMPANY						1% 25 Jul 2028						965,000												942,506
						WELLS FARGO COMMERCIAL MORTGAG						2.925% 15 Apr 2050						3,500,000												3,327,279

506

---

						WELLS FARGO COMMERCIAL MORTGAG						2.674% 15 Jul 2048						3,386,307												3,132,193
						WELLS FARGO COMMERCIAL MORTGAG						2.194% 15 Jun 2053						5,000,000												4,090,702
						WELLS FARGO COMMERCIAL MORTGAG						1% 15 Apr 2055						2,200,000												1,994,777
						WELLTOWER OP LLC						2.7% 15 Feb 2027						120,000												108,232
						WESTINGHOUSE AIR BRAKE						3.45% 15 Nov 2026						600,000												559,548
						WEYERHAEUSER CO						4% 15 Apr 2030						560,000												512,445
						WILLIAMS COMPANIES INC						2.6% 15 Mar 2031						450,000												366,233
						WILLIAMS COMPANIES INC						3.75% 15 Jun 2027						135,000												127,448
						WILLIAMS COMPANIES INC						4.3% 04 Mar 2024						715,000												705,819
						WORKDAY INC						3.5% 01 Apr 2027						135,000												126,437
						WORKDAY INC						3.7% 01 Apr 2029						330,000												302,798
						XCEL ENERGY INC						1.75% 15 Mar 2027						325,000												285,597
						XCEL ENERGY INC						4% 15 Jun 2028						325,000												311,860
						YALE UNIVERSITY						1.482% 15 Apr 2030						1,220,000												977,696
												Sub-Total: Fund 5739 6 of 15												Total						$	699,344,163

507

---

(a)

(b) Identity of issue, borrower, lessor, or similar party

(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value

(d) Cost

(e) Fair value

(n/a)

Shares/ Par Value

*

PRUDENTIAL INVESTMENT CORP

PRU INVEST CORP

9,188

$

336,589,258

Sub-Total: Fund 5740 7 of 15

Total

$

336,589,258

508

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						AERCAP IRELAND CAP/GLOBA						3% 29 Oct 2028						2,525,000												$	2,122,389
						AFN ABSPROP001 LLC						2.21% 20 May 2051						1,266,940												1,042,668
						AMERICAN ELECTRIC POWER						2.031% 15 Mar 2024						850,000												818,550
						ANTARES HOLDINGS						3.95% 15 Jul 2026						1,500,000												1,289,505
						ANTARES HOLDINGS						2.75% 15 Jan 2027						250,000												200,163
						ANTARES HOLDINGS						3.75% 15 Jul 2027						425,000												342,087
						APPLE INC						1.65% 11 May 2030						373,000												306,696
						AT+T INC						4.35% 01 Mar 2029						1,350,000												1,287,846
						AT+T INC						2.55% 01 Dec 2033						570,000												440,285
						AVENTURA MALL TRUST						1% 05 Jul 2040						2,000,000												1,788,487
						AVIATION CAPITAL GROUP						1.95% 30 Jan 2026						625,000												544,344
						AVIATION CAPITAL GROUP						1.95% 20 Sep 2026						760,000												643,104
						AXIS EQUIPMENT FINANCE RECEIVA						5.3% 21 Jun 2028						1,143,000												1,127,150
						BANCO SANTANDER SA						5.294% 18 Aug 2027						1,400,000												1,367,268
						BANK OF AMERICA CORP						1% 24 Oct 2031						1,006,000												769,359
						BANK OF AMERICA CORP						1% 14 Jun 2029						2,500,000												2,108,175
						BANK OF AMERICA CORP						1% 04 Feb 2033						325,000												262,880
						BANK OF AMERICA CORP						1% 27 Apr 2033						375,000												344,505
						BLACKSTONE HOLDINGS FINA						5.9% 03 Nov 2027						965,000												971,552
						BLACKSTONE PRIVATE CRE						7.05% 29 Sep 2025						1,120,000												1,110,805
						BOEING CO						3.1% 01 May 2026						1,275,000												1,200,744
						BOEING CO						5.15% 01 May 2030						792,000												774,703
						BOEING CO						3.25% 01 Feb 2028						1,025,000												937,363
						BOEING CO						1.167% 04 Feb 2023						1,700,000												1,693,812
						BRISTOL MYERS SQUIBB CO						2.95% 15 Mar 2032						1,125,000												984,184
						CADILLAC FAIRVIEW PRP TR						2.5% 15 Oct 2031						550,000												419,188
						CAPITAL AUTOMOTIVE LP						2.01% 15 Dec 2050						1,960,000												1,656,556
						CAPITAL ONE FINANCIAL CO						1% 24 Jul 2026						1,840,000												1,806,714
						CARVANA AUTO RECEIVABLES TRUST						4.61% 10 Nov 2027						3,070,000												2,964,526
						CENTERPOINT ENERGY RES						0.7% 02 Mar 2023						1,750,000												1,737,348
						CHARTER COMM OPT LLC/CAP						2.25% 15 Jan 2029						1,125,000												904,793
						CHARTER COMM OPT LLC/CAP						4.4% 01 Apr 2033						570,000												489,419
						CITIGROUP COMMERCIAL MORTGAGE						3.462% 15 Sep 2048						1,252,922												1,191,585
						CITIGROUP GLOBAL MARKETS						0.75% 07 Jun 2024						2,000,000												1,875,340
						CITIGROUP INC						1% 01 May 2025						2,000,000												1,873,220
						CITIGROUP INC						1% 29 Sep 2026						2,160,000												2,167,538
						CITIZENS BANK NA/RI						1% 24 Oct 2025						1,100,000												1,112,034
						CMFT NET LEASE MASTER ISSUER L						2.09% 20 Jul 2051						—												0
						COLLEGE AVE STUDENT LOANS						2.32% 26 Jul 2055						1,171,833												1,000,158
						COLLEGE AVE STUDENT LOANS						1.76% 25 Jun 2052						1,435,728												1,205,644
						COLT FUNDING LLC						1% 25 Aug 2067						1,449,933												1,445,617
						COMCAST CORP						3.3% 01 Apr 2027						700,000												660,877

509

---

						COMM MORTGAGE TRUST						1% 12 Apr 2035						1,340,000												1,322,404
						COOPERATIEVE RABOBANK UA						1% 22 Aug 2028						1,340,000												1,288,450
						COREBRIDGE FINANCIAL INC						3.85% 05 Apr 2029						925,000												844,386
						CREDIT SUISSE MORTGAGE TRUST						3.303% 15 Sep 2037						1,629,928												1,479,620
						CREDIT SUISSE MORTGAGE TRUST						3.04% 15 Feb 2035						1,500,000												1,156,758
						DISCOVER BANK						2.45% 12 Sep 2024						250,000												237,648
						DISCOVERY COMMUNICATIONS						3.625% 15 May 2030						375,000												310,354
						DUKE ENERGY CORP						4.3% 15 Mar 2028						1,340,000												1,294,695
						EDVESTINU PRIVATE EDUCATION LO						1.8% 25 Nov 2045						1,266,359												1,068,843
						EMERSON ELECTRIC CO						1.8% 15 Oct 2027						1,100,000												962,247
						EMERSON ELECTRIC CO						2% 21 Dec 2028						2,500,000												2,129,150
						ENEL FINANCE AMERICA LLC						7.1% 14 Oct 2027						1,170,000												1,216,028
						ENERGY TRANSFER LP						5.55% 15 Feb 2028						1,525,000												1,514,706
						FANNIE MAE						4% 25 Mar 2042						—												0
						FED HM LN PC POOL QC5848						2.5% 01 Aug 2051						2,045,492												1,742,293
						FED HM LN PC POOL QF5381						5.5% 01 Jan 2053						1,750,000												1,768,856
						FED HM LN PC POOL RA2578						2.5% 01 May 2050						1,711,803												1,475,097
						FED HM LN PC POOL RA3913						2.5% 01 Nov 2050						3,450,238												2,972,514
						FED HM LN PC POOL RA7616						5% 01 Jul 2052						—												0
						FED HM LN PC POOL RA8248						5% 01 Nov 2052						2,190,315												2,164,605
						FED HM LN PC POOL RA8249						5.5% 01 Nov 2052						2,444,961												2,460,156
						FED HM LN PC POOL SC0065						3.5% 01 Aug 2040						2,123,958												1,962,740
						FED HM LN PC POOL SD0757						3.5% 01 Oct 2051						1,515,267												1,401,511
						FED HM LN PC POOL SD1549						3.5% 01 Apr 2052						488,820												444,872
						FED HM LN PC POOL SD1754						5.5% 01 Oct 2052						1,988,674												2,025,547
						FED HM LN PC POOL SD1811						4% 01 Sep 2052						1,241,958												1,175,996
						FED HM LN PC POOL SD7526						2.5% 01 Oct 2050						1,470,504												1,265,797
						FED HM LN PC POOL SD7528						2% 01 Nov 2050						2,008,889												1,661,496
						FED HM LN PC POOL SD7551						3% 01 Jan 2052						1,366,523												1,214,965
						FED HM LN PC POOL SD8097						2% 01 Aug 2050						3,080,515												2,529,297
						FED HM LN PC POOL SD8186						3.5% 01 Nov 2051						2,394,553												2,182,137
						FEDERAL FARM CREDIT BANK						4.37% 17 May 2032						750,000												714,788
						FEDERAL FARM CREDIT BANK						4.5% 18 Nov 2024						1,300,000												1,297,478
						FEDERAL HOME LOAN BANK						4% 26 May 2027						1,585,000												1,526,735
						FEDERAL HOME LOAN BANK						4.7% 30 Jun 2027						2,150,000												2,130,801
						FEDERAL HOME LOAN BANK						4.5% 26 Jul 2027						1,100,000												1,072,522
						FEDERAL HOME LOAN BANK						5% 14 Sep 2027						1,325,000												1,305,138
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Sep 2032						3,500,000												3,280,887
						FIFTH THIRD BANCORP						1% 25 Apr 2033						1,400,000												1,286,474
						FIRSTENERGY TRANSMISSION						4.35% 15 Jan 2025						2,500,000												2,432,275
						FNMA POOL 995692						1% 01 May 2024						897												889
						FNMA POOL 995865						1% 01 Jul 2024						4,441												4,397
						FNMA POOL AE0443						1% 01 Oct 2039						58,394												62,505
						FNMA POOL AE0982						1% 01 Mar 2026						9,937												9,808
						FNMA POOL AN7417						3.19% 01 Nov 2032						—												0
						FNMA POOL AT2717						2.5% 01 May 2043						167,849												147,414
						FNMA POOL BF0131						3.5% 01 Aug 2056						1,380,375												1,285,939

510

---

						FNMA POOL BO4657						2.5% 01 Nov 2049						1,960,628												1,682,846
						FNMA POOL BR6358						2% 01 Mar 2051						1,676,994												1,367,904
						FNMA POOL BU1061						2.5% 01 Oct 2051						2,390,623												2,045,742
						FNMA POOL CA6417						3% 01 Jul 2050						1,484,268												1,319,678
						FNMA POOL CA6709						2.5% 01 Aug 2050						2,150,566												1,853,460
						FNMA POOL CA6799						2% 01 Aug 2050						2,179,032												1,788,445
						FNMA POOL CA7057						3.5% 01 Sep 2050						—												0
						FNMA POOL CB0102						2.5% 01 Apr 2041						665,334												584,926
						FNMA POOL CB0671						2.5% 01 Jun 2051						3,154,229												2,714,413
						FNMA POOL CB3110						2.5% 01 Mar 2047						2,398,338												2,034,407
						FNMA POOL CB3914						4% 01 Jun 2052						1,671,438												1,569,120
						FNMA POOL CB4029						4.5% 01 Jul 2052						1,716,765												1,656,309
						FNMA POOL CB4133						4.5% 01 Jul 2052						1,741,448												1,679,721
						FNMA POOL CB5106						5% 01 Nov 2052						1,582,821												1,564,799
						FNMA POOL CB5109						5.5% 01 Nov 2052						994,951												1,001,918
						FNMA POOL FM4650						1% 01 Oct 2040						861,084												755,985
						FNMA POOL FM4969						1% 01 Dec 2050						2,024,798												1,659,026
						FNMA POOL FM6416						1% 01 Mar 2051						2,115,787												1,743,744
						FNMA POOL FM8585						1% 01 May 2050						2,951,395												2,714,619
						FNMA POOL FM8648						1% 01 Sep 2051						2,094,697												1,854,656
						FNMA POOL FM9134						1% 01 Jun 2051						1,450,595												1,302,802
						FNMA POOL FP0020						1% 01 Apr 2049						2,463,145												2,349,733
						FNMA POOL FS0633						1% 01 Feb 2052						1,871,979												1,658,054
						FNMA POOL FS0896						1% 01 Dec 2051						1,926,891												1,713,543
						FNMA POOL FS0898						1% 01 Feb 2052						2,116,786												1,864,727
						FNMA POOL FS1170						1% 01 Oct 2050						3,024,814												2,688,930
						FNMA POOL FS1785						1% 01 Apr 2042						2,867,815												2,517,784
						FNMA POOL FS1810						1% 01 Feb 2042						2,808,870												2,459,509
						FNMA POOL FS1972						1% 01 Apr 2042						2,384,415												2,020,113
						FNMA POOL FS2024						1% 01 May 2042						1,922,656												1,618,079
						FNMA POOL FS2459						1% 01 Feb 2052						2,284,398												2,045,705
						FNMA POOL FS2629						1% 01 Apr 2052						1,916,719												1,654,059
						FNMA POOL FS2640						1% 01 Nov 2051						1,019,985												872,089
						FNMA POOL FS2924						1% 01 Jan 2052						2,729,566												2,424,867
						FNMA POOL MA4031						4.5% 01 May 2050						1,414,976												1,375,816
						FNMA POOL MA4182						2% 01 Nov 2050						4,490,782												3,683,031
						FNMA POOL MA4562						2% 01 Mar 2052						—												0
						FNMA TBA 30 YR 2						2% 25 Dec 2051						22,030,000												17,942,972
						FNMA TBA 30 YR 2						2% 25 Dec 2051						(20,380,000)												(16,599,082)
						FNMA TBA 30 YR 2.5						2.5% 25 Dec 2051						1,950,000												1,652,065
						FNMA TBA 30 YR 2.5						2.5% 13 Jul 2053						1,900,000												1,770,969
						FNMA TBA 30 YR 2.5						2.5% 13 Jul 2053						(1,900,000)												(1,770,969)
						FNMA TBA 30 YR 4						4% 25 Jun 2052						1,250,000												1,172,638
						FNMA TBA 30 YR 6						6% 12 Jan 2053						1,450,000												1,472,504
						FORD MOTOR CREDIT CO LLC						3.664% 08 Sep 2024						2,225,000												2,125,009
						FREDDIE MAC						3.5% 15 Sep 2046						1,823,208												1,670,566
						FREDDIE MAC						4% 15 Aug 2047						1,700,000												1,603,654

511

---

						FREDDIE MAC						4.05% 25 Jul 2025						1,175,000												1,150,995
						FREDDIE MAC						4.05% 21 Jul 2025						1,325,000												1,298,924
						FREDDIE MAC						4.1% 12 Aug 2024						1,100,000												1,084,930
						FREDDIE MAC						4% 27 May 2027						2,250,000												2,186,280
						FREDDIE MAC SLST						3.5% 25 May 2032						1,646,633												1,547,097
						GCAT						1% 25 Apr 2067						1,621,953												1,540,969
						GCAT						1% 25 Aug 2067						1,752,481												1,712,190
						GE HEALTHCARE TECH INC						5.55% 15 Nov 2024						1,019,000												1,022,964
						GENERAL ELECTRIC CO						6.75% 15 Mar 2032						810,000												898,606
						GENERAL MOTORS FINL CO						1.5% 10 Jun 2026						2,350,000												2,042,338
						GENERAL MOTORS FINL CO						6.05% 10 Oct 2025						1,705,000												1,736,236
						GLOBAL PAYMENTS INC						2.15% 15 Jan 2027						450,000												393,530
						GNMA II POOL 785437						2.5% 20 Apr 2051						3,095,012												2,696,646
						GNMA II POOL MA5399						4.5% 20 Aug 2048						1,286,563												1,263,471
						GNMA II POOL MA6475						3.5% 20 Feb 2050						2,228,547												2,073,054
						GNMA II POOL MA7417						2% 20 Jun 2051						4,767,787												4,009,099
						GNMA II POOL MA7535						3% 20 Aug 2051						4,715,949												4,217,367
						GNMA II POOL MA7536						3.5% 20 Aug 2051						1,399,090												1,291,666
						GNMA II POOL MA7990						4% 20 Apr 2052						1,556,096												1,471,706
						GNMA II TBA 30 YR 2.5						2.5% 23 Jan 2053						700,000												605,709
						GNMA II TBA 30 YR 5.5						5.5% 23 Jan 2053						850,000												854,284
						GNMA POOL 487698						4.5% 15 Mar 2039						26,341												26,227
						GNMA POOL 487825						4.5% 15 Apr 2039						31,992												31,854
						GNMA POOL 615516						4.5% 15 Sep 2033						4,471												4,351
						GNMA POOL 719256						4.5% 15 Jul 2040						90,291												89,904
						GNMA POOL 738538						4% 15 Jul 2041						204,951												199,233
						GNMA POOL 748483						4.5% 15 Aug 2040						59,841												59,584
						GNMA POOL 758027						4.5% 15 Feb 2041						3,128												3,114
						GOLDMAN SACHS GROUP INC						1% 24 Feb 2028						2,000,000												1,782,980
						GOLDMAN SACHS GROUP INC						5.7% 01 Nov 2024						1,685,000												1,705,304
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						11,094,803												11,094,803
						HCA INC						3.625% 15 Mar 2032						610,000												517,738
						HILTON GRAND VACATIONS TRUST						3.61% 20 Jun 2034						1,367,273												1,289,718
						HIN TIMESHARE TRUST						4.25% 15 May 2041						1,531,505												1,510,144
						HOME DEPOT INC						3.25% 15 Apr 2032						900,000												803,097
						HOUSTON GALLERIA MALL TRUST						3.086% 05 Mar 2037						2,000,000												1,837,423
						HSBC HOLDINGS PLC						1% 09 Jun 2028						401,000												380,393
						HSBC HOLDINGS PLC						1% 03 Nov 2026						840,000												874,146
						HSBC HOLDINGS PLC						1% 03 Nov 2028						630,000												662,269
						INTL FLAVOR + FRAGRANCES						1.832% 15 Oct 2027						900,000												755,046
*						JPMORGAN CHASE + CO						1% 22 Apr 2027						3,110,000												2,741,527
*						JPMORGAN CHASE + CO						1% 14 Jun 2030						1,405,000												1,327,500
*						JPMORGAN CHASE + CO						1% 15 Dec 2025						1,845,000												1,844,391
						LLOYDS BANKING GROUP PLC						1% 11 Aug 2026						730,000												712,867
						LYB INT FINANCE III						1.25% 01 Oct 2025						515,000												460,781
						MARLIN LEASING RECEIVABLES LLC						4.53% 20 Sep 2025						1,500,000												1,478,169
						MERCK + CO INC						2.15% 10 Dec 2031						900,000												738,144

512

---

						MITSUBISHI UFJ FIN GRP						1% 18 Jul 2025						2,210,000												2,186,861
						MITSUBISHI UFJ FIN GRP						1% 13 Sep 2028						1,275,000												1,264,558
						MIZUHO FINANCIAL GROUP						1% 25 May 2024						2,310,000												2,295,031
						MORGAN STANLEY						1% 20 Apr 2037						1,075,000												983,905
						MORGAN STANLEY						1% 17 Jul 2026						1,205,000												1,185,889
						MORGAN STANLEY						1% 18 Oct 2028						1,560,000												1,610,762
						MORGAN STANLEY						1% 18 Oct 2033						645,000												676,902
						NAVIENT STUDENT LOAN TRUST						1.33% 15 Apr 2069						1,833,481												1,539,242
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Jun 2062						2,276,172												2,221,390
						NEWMONT CORP						2.25% 01 Oct 2030						3,000,000												2,420,400
						NMEF FUNDING LLC						6.07% 15 Jun 2029						1,167,000												1,163,387
						NORDEA BANK ABP						5.375% 22 Sep 2027						1,740,000												1,750,736
						NUCOR CORP						2% 01 Jun 2025						12,000												11,183
						NVIDIA CORP						1.55% 15 Jun 2028						349,000												298,615
						OAK STREET INVESTMENT GRADE NE						1.85% 20 Nov 2050						2,082,488												1,848,274
						ONEOK INC						5.85% 15 Jan 2026						1,455,000												1,475,967
						ORACLE CORP						5.8% 10 Nov 2025						1,430,000												1,461,918
						PACIFIC GAS + ELECTRIC						4.2% 01 Mar 2029						731,000												657,505
						PACIFIC GAS + ELECTRIC						5.45% 15 Jun 2027						640,000												634,509
						PENSKE TRUCK LEASING/PTL						5.875% 15 Nov 2027						1,065,000												1,074,968
						PINNACLE WEST CAPITAL						1.3% 15 Jun 2025						2,150,000												1,960,220
						PULTEGROUP INC						5.5% 01 Mar 2026						2,000,000												2,004,640
						QUALCOMM INC						2.15% 20 May 2030						1,390,000												1,176,107
						QUEENS CENTER MORTGAGE TRUST						3.275% 11 Jan 2037						3,000,000												2,764,610
						REALTY INCOME CORP						3.95% 15 Aug 2027						2,050,000												1,964,782
						ROYAL BANK OF CANADA						5.66% 25 Oct 2024						1,460,000												1,477,564
						SANTANDER HOLDINGS USA						1% 09 Sep 2026						870,000												862,144
						SANTANDER UK GROUP HLDGS						1% 11 Jan 2028						1,400,000												1,198,610
						SIMON PROPERTY GROUP LP						1.75% 01 Feb 2028						1,250,000												1,064,925
						SMB PRIVATE EDUCATION LOAN TRU						1.29% 15 Jul 2053						1,677,224												1,481,065
						SOUTHERN CAL EDISON						1.2% 01 Feb 2026						1,150,000												1,019,832
						SOUTHERN CAL EDISON						1.1% 01 Apr 2024						640,000												608,493
						SOUTHERN CAL EDISON						5.85% 01 Nov 2027						1,260,000												1,302,991
						SUMITOMO MITSUI BANKING						3% 18 Jan 2023						2,300,000												2,298,413
						SWEDBANK AB						5.337% 20 Sep 2027						1,530,000												1,521,034
						T MOBILE USA INC						2.05% 15 Feb 2028						300,000												258,543
						TAMPA ELECTRIC CO						2.4% 15 Mar 2031						450,000												365,688
						THIRAX 1 LLC						0.968% 14 Jan 2033						776,613												692,156
						UNITED MEXICAN STATES						3.75% 11 Jan 2028						880,000												832,964
						UNITED PARCEL SERVICE						4.45% 01 Apr 2030						1,030,000												1,016,332
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						3,000,000												(47,375)
						US 10YR ULTRA FUT MAR23						XCBT 20230322						(4,900,000)												158,791
						US 2YR NOTE (CBT) MAR23						XCBT 20230331						(600,000)												(680)
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						23,600,000												(248,376)
						US BANCORP						1% 21 Oct 2026						1,470,000												1,499,371
						US DOLLAR												332,516												332,516
						US TREASURY N/B						4% 15 Nov 2052						4,750,000												4,801,953

513

---

						US TREASURY N/B						2.5% 31 Mar 2023						15,500,000												15,424,922
						US TREASURY N/B						0.125% 15 Oct 2023						1,000,000												964,766
						US TREASURY N/B						4.125% 15 Nov 2032						19,275,000												19,738,805
						US TREASURY N/B						4.5% 30 Nov 2024						32,045,000												32,066,280
						US TREASURY N/B						3.875% 30 Nov 2029						30,825,000												30,704,590
						US TREASURY N/B						3.875% 30 Nov 2027						12,245,000												12,200,995
						US TREASURY N/B						4% 15 Dec 2025						2,620,000												2,606,286
						US ULTRA BOND CBT MAR23						XCBT 20230322						(1,100,000)												56,778
						WARNERMEDIA HOLDINGS INC						4.054% 15 Mar 2029						1,070,000												929,017
						WELLS FARGO + COMPANY						1% 15 Aug 2026						3,250,000												3,189,420
						WELLS FARGO COMMERCIAL MORTGAG						1% 17 Aug 2036						1,900,000												1,693,343
						WELLS FARGO COMMERCIAL MORTGAG						2.983% 15 Dec 2059						—												0
						WELLS FARGO COMMERCIAL MORTGAG						3.162% 15 Mar 2059						—												0
						WOODWARD CAPITAL MANAGEMENT						1% 25 Jan 2052						—												0
												Sub-Total: Fund 5743 8 of 15												Total						$	428,434,557

514

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ABBVIE INC						3.2% 21 Nov 2029						1,600,000												$	1,446,816
						AIR LEASE CORP						3.25% 01 Mar 2025						725,000												688,707
						ALLY FINANCIAL INC						8% 01 Nov 2031						930,000												962,466
						ALTRIA GROUP INC						4.8% 14 Feb 2029						119,000												114,334
						AMER AIRLINE 16 1 A PTT						4.1% 15 Jul 2029						725,076												591,082
						AMER AIRLN 15 2 A PASS T						4% 22 Mar 2029						609,046												490,946
						AMERICAN ELECTRIC POWER						2.031% 15 Mar 2024						1,315,000												1,266,345
						AMSR TRUST						1.819% 17 Apr 2037						1,123,922												1,025,290
						AMSR TRUST						1.355% 17 Nov 2037						1,370,000												1,222,729
						APPLE INC						1.65% 08 Feb 2031						1,040,000												838,978
						ARBOR MULTIFAMILY MORTGAGE SEC						2.513% 15 Jun 2054						820,000												663,389
						ARBOR MULTIFAMILY MORTGAGE SEC						1% 15 Feb 2055						1,100,000												946,120
						ARIZONA PUBLIC SERVICE						6.35% 15 Dec 2032						760,000												801,298
						AVIATION CAPITAL GROUP						1.95% 30 Jan 2026						650,000												566,118
						AVIS BUDGET RENTAL CAR FUNDING						2.02% 20 Feb 2027						465,000												420,540
						AVIS BUDGET RENTAL CAR FUNDING						1.38% 20 Aug 2027						950,000												827,187
						AVOLON HOLDINGS FNDG LTD						2.875% 15 Feb 2025						1,450,000												1,338,539
						AVOLON HOLDINGS FNDG LTD						2.125% 21 Feb 2026						380,000												327,807
						BANK OF AMERICA CORP						1% 01 Oct 2025						1,775,000												1,702,243
						BANK OF AMERICA CORP						1% 23 Jul 2030						1,260,000												1,087,708
						BANK OF AMERICA CORP						1% 13 Feb 2031						625,000												509,244
						BANK OF AMERICA CORP						1% 22 Apr 2032						235,000												188,700
						BANK OF AMERICA CORP						1% 14 Jun 2029						920,000												775,808
						BANK OF AMERICA CORP						1% 20 Oct 2032						635,000												499,853
						BANK OF AMERICA CREDIT CARD TR						5% 15 Apr 2028						580,000												585,863
						BANK OF MONTREAL						1.85% 01 May 2025						835,000												780,249
						BANK OF MONTREAL						3.7% 07 Jun 2025						570,000												553,259
						BANK OF NY MELLON CORP						3.85% 26 Apr 2029						1,460,000												1,360,078
						BARCLAYS PLC						1% 02 Nov 2026						1,240,000												1,286,810
						BAT INTL FINANCE PLC						4.448% 16 Mar 2028						935,000												866,436
						BENCHMARK MORTGAGE TRUST						2.701% 15 Aug 2057						615,000												525,536
						BENCHMARK MORTGAGE TRUST						2.858% 15 Aug 2052						860,000												748,851
						BENCHMARK MORTGAGE TRUST						1.691% 15 Sep 2053						1,190,000												1,068,774
						BERRY GLOBAL INC						1.57% 15 Jan 2026						1,425,000												1,272,383
						BOCA COMMERCIAL MORTGAGE TRUST						1% 15 May 2039						880,000												863,116
						BPCE SA						1% 19 Oct 2027						670,000												580,240
						BROADRIDGE FINANCIAL SOL						2.9% 01 Dec 2029						1,355,000												1,149,230
						BROOKLYN UNION GAS CO						4.866% 05 Aug 2032						875,000												820,278
						BX COMMERCIAL MORTGAGE TRUST 2						1% 15 Oct 2036						301,064												297,348
						BX TRUST						1% 15 Oct 2036						630,000												598,090
						BX TRUST						1% 15 Jan 2034						1,700,000												1,645,481
						BX TRUST						1% 15 Feb 2036						1,060,000												1,009,727

515

---

						BX TRUST						1% 15 May 2035						845,000												823,346
						BX TRUST						1% 15 Oct 2037						527,759												515,271
						CAPITAL ONE MULTI ASSET EXECUT						2.06% 15 Aug 2028						670,000												611,951
						CARMAX AUTO OWNER TRUST						0.52% 17 Feb 2026						1,035,481												995,413
						CARMAX AUTO OWNER TRUST						0.77% 16 Mar 2026						1,470,000												1,394,573
						CARMAX AUTO OWNER TRUST						1.7% 16 Aug 2027						800,000												733,924
						CARMAX AUTO OWNER TRUST						0.82% 15 Apr 2027						1,150,000												1,035,981
						CARMAX AUTO OWNER TRUST						3.97% 15 Apr 2027						1,075,000												1,053,526
						CF HIPPOLYTA ISSUER LLC						1.99% 15 Jul 2060						994,995												820,702
						CITIGROUP COMMERCIAL MORTGAGE						4.131% 10 Nov 2046						1,080,000												1,064,303
						CITIGROUP COMMERCIAL MORTGAGE						3.717% 15 Sep 2048						1,975,000												1,881,738
						CITIGROUP COMMERCIAL MORTGAGE						3.616% 10 Feb 2049						1,090,000												1,029,857
						CITIGROUP INC						3.7% 12 Jan 2026						3,000,000												2,888,580
						CITIGROUP INC						1% 15 May 2024						775,000												763,949
						CITIGROUP INC						1% 30 Oct 2024						1,700,000												1,631,422
						CITIGROUP INC						1% 03 Nov 2032						675,000												525,245
						CITIZENS FINANCIAL GROUP						3.25% 30 Apr 2030						755,000												658,111
						CNA FINANCIAL CORP						4.5% 01 Mar 2026						1,655,000												1,635,686
						CNH EQUIPMENT TRUST						2.94% 15 Jul 2027						1,055,000												1,010,834
						CNH EQUIPMENT TRUST						5.42% 15 Jul 2026						460,000												461,738
						COMISION FEDERAL DE ELEC						3.348% 09 Feb 2031						1,225,000												963,034
						COMISION FEDERAL DE ELEC						4.688% 15 May 2029						630,000												557,834
						COMM MORTGAGE TRUST						1% 10 Feb 2047						806,000												778,931
						COMM MORTGAGE TRUST						3.326% 10 Nov 2047						1,846,731												1,773,766
						COMM MORTGAGE TRUST						3.938% 10 Nov 2047						1,115,000												1,051,850
						COMM MORTGAGE TRUST						3.497% 10 May 2048						615,000												587,438
						COMM MORTGAGE TRUST						1% 10 Nov 2046						1,170,000												1,151,099
						COMMONWEALTH EDISON CO						2.95% 15 Aug 2027						1,215,000												1,126,597
						CONTINENTAL RESOURCES						2.268% 15 Nov 2026						1,600,000												1,379,888
						CREDIT SUISSE GROUP AG						1% 11 Sep 2025						475,000												420,860
						CREDIT SUISSE GROUP AG						1% 11 Aug 2028						470,000												428,668
						CREDIT SUISSE NEW YORK						3.7% 21 Feb 2025						1,920,000												1,769,837
						CSAIL COMMERCIAL MORTGAGE TRUS						3.718% 15 Aug 2048						1,075,000												1,026,285
						DAIMLER TRUCKS RETAIL TRUST						5.23% 17 Feb 2026						865,000												860,837
						DELL INT LLC / EMC CORP						6.2% 15 Jul 2030						1,455,000												1,485,351
						DELTA AIR LINES/SKYMILES						4.5% 20 Oct 2025						2,010,000												1,959,047
						DEUTSCHE BANK NY						0.962% 08 Nov 2023						1,150,000												1,104,748
						DEUTSCHE BANK NY						5.371% 09 Sep 2027						490,000												493,621
						DIGITAL REALTY TRUST LP						3.7% 15 Aug 2027						1,290,000												1,200,900
						ENERGY TRANSFER LP						4.95% 15 Jun 2028						1,445,000												1,397,763
						ENTERPRISE FLEET FINANCING LLC						4.79% 21 May 2029						655,000												643,404
						EVERGREEN CREDIT CARD TRUST						0.9% 15 Oct 2026						750,000												697,717
						EVERGY METRO						2.25% 01 Jun 2030						1,650,000												1,360,046
						EXPEDIA GROUP INC						3.8% 15 Feb 2028						790,000												726,516
						EXTENDED STAY AMERICA TRUST						1% 15 Jul 2038						1,234,883												1,198,982
						FANNIE MAE						3% 25 Apr 2046						301,413												284,874
						FANNIE MAE						3% 25 Mar 2049						430,531												392,247

516

---

						FANNIE MAE						3.5% 25 Mar 2050						1,043,145												956,355
						FANNIE MAE						3.5% 25 Mar 2060						1,003,286												908,569
						FANNIE MAE						1.5% 25 Jul 2050						311,442												236,793
						FANNIE MAE						3.5% 25 Jul 2050						920,477												821,677
						FED HM LN PC POOL G61680						3% 01 Apr 2047						527,231												474,230
						FED HM LN PC POOL G61720						3.5% 01 Jan 2044						362,845												340,169
						FED HM LN PC POOL G61725						3.5% 01 Mar 2046						408,968												385,087
						FED HM LN PC POOL G61726						3.5% 01 Nov 2045						358,022												335,977
						FED HM LN PC POOL G61763						4% 01 Jul 2044						221,318												213,662
						FED HM LN PC POOL G61764						4% 01 Dec 2046						799,671												769,718
						FED HM LN PC POOL G61766						4% 01 Oct 2048						296,426												283,053
						FED HM LN PC POOL QB7147						2.5% 01 Jan 2051						486,216												415,264
						FED HM LN PC POOL QE5714						3.5% 01 Jul 2052						4,493,263												4,086,760
						FED HM LN PC POOL QE8991						3.5% 01 Aug 2052						5,285,861												4,806,010
						FED HM LN PC POOL RB5148						2% 01 Mar 2042						489,259												412,859
						FED HM LN PC POOL SD0298						3% 01 Nov 2048						678,061												609,282
						FED HM LN PC POOL SD0809						3% 01 Jan 2052						421,641												371,706
						FED HM LN PC POOL SD1719						5.5% 01 Oct 2052						4,868,090												4,903,283
						FED HM LN PC POOL SD8030						3% 01 Dec 2049						236,544												210,276
						FED HM LN PC POOL SD8257						4.5% 01 Oct 2052						4,504,786												4,340,687
						FED HM LN PC POOL SD8266						4.5% 01 Nov 2052						4,344,206												4,185,957
						FHLMC MULTIFAMILY STRUCTURED P						3.136% 25 Oct 2024						2,225,000												2,163,019
						FIRST HORIZON BANK						5.75% 01 May 2030						1,060,000												1,028,571
						FIRST HORIZON CORP						4% 26 May 2025						1,020,000												992,644
						FIRSTKEY HOMES 2020 SFR1 TRUST						1.339% 17 Aug 2037						1,302,794												1,164,879
						FNMA POOL AK0765						4% 01 Mar 2042						141,374												136,206
						FNMA POOL AL9859						1% 01 Mar 2047						92,071												82,733
						FNMA POOL AZ7336						3.5% 01 Nov 2045						1,004,505												937,622
						FNMA POOL BF0189						3% 01 Jun 2057						768,766												685,510
						FNMA POOL BK4772						4% 01 Aug 2048						964,971												920,540
						FNMA POOL BM4480						1% 01 May 2043						516,784												484,016
						FNMA POOL BM4482						1% 01 Jan 2043						331,429												319,315
						FNMA POOL BM4699						1% 01 Jan 2046						169,434												163,412
						FNMA POOL BM4748						1% 01 Mar 2046						545,217												510,630
						FNMA POOL BM4798						1% 01 Jul 2041						827,196												844,670
						FNMA POOL BM4803						1% 01 Jan 2045						581,843												527,524
						FNMA POOL BM4806						1% 01 Dec 2047						321,398												288,800
						FNMA POOL BM4819						1% 01 Dec 2044						294,749												276,891
						FNMA POOL BM4912						1% 01 Jul 2039						98,517												103,074
						FNMA POOL BN5890						4% 01 Feb 2049						166,426												158,764
						FNMA POOL BU1417						3% 01 Jan 2052						776,509												683,804
						FNMA POOL CA5424						3% 01 Mar 2050						425,922												378,846
						FNMA POOL CA9301						3% 01 Feb 2051						365,059												324,074
						FNMA POOL FM3747						1% 01 Aug 2050						467,867												400,317
						FNMA POOL FM7685						1% 01 Jun 2051						557,710												492,511
						FNMA POOL FS0674						1% 01 Feb 2052						525,926												462,375
						FNMA POOL FS0931						1% 01 Mar 2052						889,138												781,682

517

---

						FNMA POOL FS1098						1% 01 Mar 2052						1,117,149												982,137
						FNMA POOL FS2058						1% 01 Jun 2052						2,059,226												1,932,708
						FNMA POOL FS2521						1% 01 Aug 2052						2,114,249												2,043,924
						FNMA POOL MA4334						2.5% 01 May 2041						1,748,279												1,522,645
						FNMA POOL MA4587						2.5% 01 Apr 2042						2,759,560												2,402,546
						FNMA POOL MA4626						4% 01 Jun 2052						8,275,008												7,762,554
						FNMA POOL MA4655						4% 01 Jul 2052						4,373,952												4,103,082
						FNMA POOL MA4731						3.5% 01 Sep 2052						1,176,911												1,070,248
						FNMA POOL MA4806						5% 01 Nov 2052						8,542,895												8,424,386
						FNMA TBA 30 YR 2.5						2.5% 13 Dec 2052						(800,000)												(677,529)
						FNMA TBA 30 YR 4						4% 13 Dec 2052						800,000												750,413
						FORD CREDIT FLOORPLAN MASTER O						4.06% 15 Nov 2030						475,000												447,521
						FORD CREDIT FLOORPLAN MASTER O						1% 15 Sep 2025						140,000												139,406
						FORD CREDIT FLOORPLAN MASTER O						1.06% 15 Sep 2027						795,000												713,925
						FREDDIE MAC						1.25% 25 Mar 2049						1,606,456												1,310,372
						FREDDIE MAC						1% 25 Aug 2050						776,397												583,234
						FREDDIE MAC						3.5% 15 Nov 2048						—												0
						FREDDIE MAC						3.5% 15 Sep 2048						—												0
						FREDDIE MAC						3% 25 Apr 2049						416,354												373,825
						FREDDIE MAC						2% 25 Sep 2047						1,809,226												1,552,934
						FREDDIE MAC						1.5% 25 Jun 2050						350,073												264,402
						FREDDIE MAC						2% 25 Nov 2044						620,443												538,289
						GENERAL MOTORS CO						5.4% 15 Oct 2029						610,000												584,679
						GENERAL MOTORS FINL CO						2.35% 08 Jan 2031						2,536,000												1,922,922
						GLP CAPITAL LP / FIN II						4% 15 Jan 2030						645,000												566,007
						GLS AUTO RECEIVABLES TRUST						1.94% 15 Oct 2027						890,000												830,576
						GLS AUTO RECEIVABLES TRUST						3.19% 16 Feb 2027						1,100,000												1,045,877
						GOLDMAN SACHS GROUP INC						1% 15 May 2026						1,290,000												1,278,042
						GOLDMAN SACHS GROUP INC						1% 27 Jan 2032						760,000												581,354
						GOLDMAN SACHS GROUP INC						1% 09 Mar 2027						700,000												613,004
						GOLDMAN SACHS GROUP INC						1% 21 Oct 2027						760,000												664,255
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jan 2050						561,675												461,482
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jul 2050						586,287												450,628
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jun 2051						950,111												710,278
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Apr 2051						2,771,651												2,340,533
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jun 2051						1,985,007												1,672,238
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jul 2051						1,352,497												1,206,508
						GOVERNMENT NATIONAL MORTGAGE A						3% 20 Jan 2052						3,305,000												2,911,476
						GOVERNMENT NATIONAL MORTGAGE A						3% 20 Feb 2052						3,310,000												2,919,295
						GOVERNMENT NATIONAL MORTGAGE A						4% 20 Oct 2049						1,175,383												1,109,194
						GOVERNMENT NATIONAL MORTGAGE A						3% 20 Jul 2051						835,651												737,945
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jul 2051						447,838												400,448
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						10,008,243												10,008,243
						GS MORTGAGE SECURITIES TRUST						2.85% 10 Oct 2049						1,322,000												1,205,731
						GS MORTGAGE SECURITIES TRUST						4.074% 10 Jan 2047						610,000												597,013
						HASBRO INC						3.5% 15 Sep 2027						680,000												632,189
						HERTZ VEHICLE FINANCING LLC						1.68% 27 Dec 2027						1,945,000												1,688,458

518

---

						HOME PARTNERS OF AMERICA TRUST						1.901% 17 Dec 2026						1,673,720												1,434,730
						HOST HOTELS + RESORTS LP						3.375% 15 Dec 2029						475,000												399,114
						HOST HOTELS + RESORTS LP						3.5% 15 Sep 2030						375,000												310,470
						HOWMET AEROSPACE INC						3% 15 Jan 2029						1,045,000												883,328
						HSBC HOLDINGS PLC						1% 22 May 2030						640,000												560,448
						HSBC HOLDINGS PLC						1% 24 May 2025						1,135,000												1,050,159
						HUDSON YARDS						3.228% 10 Jul 2039						280,000												240,915
						HUNTINGTON BANCSHARES						1% 04 Aug 2028						1,095,000												1,041,969
						HUNTSMAN INTERNATIONAL L						4.5% 01 May 2029						758,000												683,223
						INTL FLAVOR + FRAGRANCES						1.832% 15 Oct 2027						1,260,000												1,057,064
						INVITATION HOMES OP						2.3% 15 Nov 2028						1,940,000												1,607,853
						JACKSON NATL LIFE GLOBAL						1.75% 12 Jan 2025						1,280,000												1,187,379
						JP MORGAN CHASE COMMERCIAL MOR						1.973% 05 Jan 2040						1,910,000												1,523,008
						JP MORGAN CHASE COMMERCIAL MOR						2.287% 05 Mar 2042						1,135,000												926,336
						JP MORGAN MORTGAGE TRUST						1% 25 May 2052						403,037												317,768
						JPMBB COMMERCIAL MORTGAGE SECU						2.912% 15 Oct 2048						894,265												848,614
*						JPMORGAN CHASE + CO						1% 01 Feb 2028						1,560,000												1,461,533
*						JPMORGAN CHASE + CO						1% 01 Jun 2024						1,425,000												1,401,559
						KEY BANK NA						4.15% 08 Aug 2025						685,000												670,293
						KINDER MORGAN INC						2% 15 Feb 2031						880,000												684,279
						LLOYDS BANKING GROUP PLC						4.05% 16 Aug 2023						1,265,000												1,256,246
						LLOYDS BANKING GROUP PLC						1% 18 Mar 2026						425,000												404,107
						LLOYDS BANKING GROUP PLC						1% 11 Aug 2026						945,000												922,821
						LOWE S COS INC						1.7% 15 Sep 2028						1,220,000												1,025,849
						MACQUARIE GROUP LTD						1% 12 Jan 2027						2,255,000												1,961,557
						MANHATTAN WEST						2.13% 10 Sep 2039						1,415,000												1,209,585
						MARATHON PETROLEUM CORP						4.7% 01 May 2025						875,000												862,750
						MARRIOTT INTERNATIONAL						3.125% 15 Jun 2026						940,000												879,652
*						MASSMUTUAL GLOBAL FUNDIN						2.35% 14 Jan 2027						1,130,000												1,026,266
						MERCEDES BENZ AUTO RECEIVABLES						5.21% 16 Aug 2027						455,000												458,265
						MERCEDES BENZ AUTO RECEIVABLES						0.73% 15 Dec 2027						1,500,000												1,359,686
						MILEAGE PLUS HLDINGS LLC						6.5% 20 Jun 2027						931,560												926,595
						MITSUBISHI UFJ FIN GRP						1% 20 Jul 2027						2,175,000												1,891,141
						MIZUHO FINANCIAL GROUP						1% 13 Sep 2028						915,000												915,558
						MORGAN STANLEY						1% 20 Oct 2032						450,000												352,899
						MORGAN STANLEY						1% 17 Apr 2025						1,074,000												1,048,364
						MORGAN STANLEY						3.125% 27 Jul 2026						2,425,000												2,265,532
						MORGAN STANLEY BAML TRUST						3.451% 15 Jul 2050						607,960												578,804
						MORGAN STANLEY BAML TRUST						3.544% 15 Jan 2049						1,315,000												1,237,455
						MORGAN STANLEY CAPITAL I TRUST						3.809% 15 Dec 2048						985,000												936,663
						MPLX LP						4.125% 01 Mar 2027						1,215,000												1,150,265
						MPLX LP						4.25% 01 Dec 2027						390,000												368,983
						MPLX LP						1.75% 01 Mar 2026						1,240,000												1,108,138
						NATIONWIDE BLDG SOCIETY						1% 16 Feb 2028						1,635,000												1,531,930
						NATWEST GROUP PLC						1% 30 Sep 2028						1,100,000												1,086,569
						NATWEST GROUP PLC						1% 22 May 2024						2,295,000												2,260,277
						NAVIENT STUDENT LOAN TRUST						1.69% 15 May 2069						529,787												471,466

519

---

						NAVIENT STUDENT LOAN TRUST						0.84% 15 May 2069						281,752												243,381
						NEW ECONOMY ASSETS PHASE 1 ISS						1.91% 20 Oct 2061						835,000												712,071
						NEXTERA ENERGY CAPITAL						2.94% 21 Mar 2024						925,000												900,867
						NEXTERA ENERGY CAPITAL						4.625% 15 Jul 2027						1,060,000												1,045,838
						NOMURA HOLDINGS INC						2.172% 14 Jul 2028						1,715,000												1,416,573
						NORDSTROM INC						4.25% 01 Aug 2031						685,000												494,138
						NSTAR ELECTRIC CO						3.2% 15 May 2027						895,000												842,347
						OFFICE PPTY INCOME TRST						2.65% 15 Jun 2026						1,090,000												847,682
						ONE BRYANT PARK TRUST						2.516% 15 Sep 2054						2,255,000												1,845,485
						PACIFIC GAS + ELECTRIC						3.25% 16 Feb 2024						1,865,000												1,816,808
						PACIFICORP						2.7% 15 Sep 2030						1,655,000												1,424,459
						PFS FINANCING CORP.						4.27% 15 Aug 2027						885,000												863,042
						PNC FINANCIAL SERVICES						2.55% 22 Jan 2030						520,000												443,243
						PROGRESS RESIDENTIAL TRUST						1.558% 17 May 2038						1,595,000												1,389,061
						PUBLIC SERVICE ENTERPRIS						0.841% 08 Nov 2023						1,190,000												1,146,125
						PUBLIC SERVICE OKLAHOMA						2.2% 15 Aug 2031						985,000												784,878
						REALTY INCOME CORP						2.2% 15 Jun 2028						795,000												682,802
						REALTY INCOME CORP						3.1% 15 Dec 2029						1,030,000												899,870
						RELIANCE STAND LIFE II						2.5% 30 Oct 2024						1,730,000												1,634,850
						ROYAL BANK OF CANADA						1% 21 Jan 2027						1,780,000												1,719,925
						ROYAL BANK OF CANADA						3.375% 14 Apr 2025						670,000												649,042
						SAN DIEGO G + E						2.5% 15 May 2026						2,310,000												2,142,918
						SANTANDER DRIVE AUTO RECEIVABL						3.44% 15 Sep 2027						1,365,000												1,316,628
						SANTANDER DRIVE AUTO RECEIVABL						4.43% 15 Mar 2027						1,095,000												1,066,669
						SANTANDER UK GROUP HLDGS						1% 11 Jan 2028						1,195,000												1,023,099
						SILGAN HOLDINGS INC						1.4% 01 Apr 2026						1,280,000												1,130,688
						SLG OFFICE TRUST						2.585% 15 Jul 2041						570,000												454,867
						SMITHFIELD FOODS INC						5.2% 01 Apr 2029						830,000												758,695
						SOCIETE GENERALE						1% 21 Jan 2033						1,295,000												1,020,732
						SOUTHERN CAL EDISON						5.95% 01 Nov 2032						760,000												807,014
						SOUTHERN CO GAS CAPITAL						5.15% 15 Sep 2032						1,035,000												1,019,558
						SUMITOMO MITSUI FINL GRP						1.902% 17 Sep 2028						1,560,000												1,291,836
						SUMITOMO MITSUI FINL GRP						1% 14 Jan 2027						580,000												566,956
						SYNCHRONY CARD ISSUANCE TRUST						3.37% 15 Apr 2028						1,320,000												1,271,466
						SYNCHRONY CARD ISSUANCE TRUST						3.86% 15 Jul 2028						1,145,000												1,117,024
						SYSCO CORPORATION						3.75% 01 Oct 2025						560,000												542,192
						T MOBILE USA INC						3.75% 15 Apr 2027						1,610,000												1,519,550
						TRUIST BANK						1% 17 Sep 2029						1,020,000												953,282
						UBS GROUP AG						1% 12 May 2028						670,000												642,751
						UNITED AIR 2020 1 A PTT						5.875% 15 Apr 2029						857,566												844,617
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						16,800,000												(85,312)
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						13,500,000												(354)
						US DOLLAR												677,978												677,978
						US TREASURY N/B						4.25% 15 Oct 2025						15,705,000												15,708,681
						US TREASURY N/B						4.375% 31 Oct 2024						1,700,000												1,695,816
						US TREASURY N/B						4% 31 Oct 2029						29,620,000												29,712,563
						US TREASURY N/B						4.125% 31 Oct 2027						15,210,000												15,293,180

520

---

						US TREASURY N/B						4.125% 15 Nov 2032						53,705,000												54,997,277
						VERIZON COMMUNICATIONS						2.55% 21 Mar 2031						2,310,000												1,905,519
						VERIZON MASTER TRUST						0.5% 20 May 2027						1,125,000												1,055,820
						VERIZON MASTER TRUST						1% 22 Jan 2029						1,195,000												1,157,534
						VERIZON MASTER TRUST						5.23% 22 Nov 2027						290,000												291,536
						VIRGINIA ELEC + POWER CO						3.75% 15 May 2027						1,010,000												966,903
						VOLKSWAGEN GROUP AMERICA						1.25% 24 Nov 2025						630,000												562,590
*						VOYA FINANCIAL INC						3.65% 15 Jun 2026						1,135,000												1,078,148
						WASTE CONNECTIONS INC						4.25% 01 Dec 2028						835,000												798,819
						WEC ENERGY GROUP INC						2.2% 15 Dec 2028						1,130,000												958,884
						WELLS FARGO + COMPANY						1% 24 Mar 2028						1,070,000												993,570
						WELLS FARGO + COMPANY						1% 25 Jul 2028						1,130,000												1,103,660
						WELLS FARGO COMMERCIAL MORTGAG						1% 17 Aug 2036						1,005,000												895,689
						WESTERN MIDSTREAM OPERAT						4.5% 01 Mar 2028						610,000												558,089
						WESTERN MIDSTREAM OPERAT						4.3% 01 Feb 2030						615,000												538,273
						WF RBS COMMERCIAL MORTGAGE TRU						3.891% 15 Aug 2047						1,190,000												1,140,152
						WILLIS NORTH AMERICA INC						2.95% 15 Sep 2029						855,000												720,466
												Sub-Total: Fund 5744 9 of 15												Total						$	424,237,450

521

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ADVENT HEALTH SYSTEM						2.952% 01 Mar 2029						1,100,000												$	939,246
						AMERICAN ELECTRIC POWER						0.75% 01 Nov 2023						900,000												868,527
						AMERICAN EXPRESS CO						2.25% 04 Mar 2025						2,300,000												2,173,960
						AMERICAN EXPRESS CO						1% 03 May 2024						1,300,000												1,294,579
						AMERICAN EXPRESS CREDIT ACCOUN						4.95% 15 Oct 2027						2,400,000												2,419,983
						AMERICAN MONEY MANAGEMENT CORP						1% 10 Nov 2030						800,000												786,640
						ARBOR REALTY COLLATERALIZED LO						1% 15 Nov 2036						1,500,000												1,441,362
						AREIT CRE TRUST						1% 17 Jun 2039						3,400,000												3,350,142
						AREIT CRE TRUST						1% 17 Nov 2038						2,425,304												2,318,411
						AREIT CRE TRUST						1% 16 Jan 2037						950,686												913,698
						BANK						2.808% 17 Oct 2052						2,100,000												1,894,550
						BANK OF AMERICA CORP						1% 24 Oct 2031						7,100,000												5,429,867
						BANK OF AMERICA CORP						1% 22 Jul 2027						3,800,000												3,334,576
						BANK OF AMERICA CORP						1% 22 Jul 2026						3,500,000												3,463,320
						BARCLAYS CAPITAL REPO						4.27% 04 Jan 2023						69,100,000												69,100,000
						BARCLAYS PLC						1% 16 May 2029						2,100,000												1,983,639
						BARCLAYS PLC						1% 07 May 2026						1,300,000												1,207,674
						BAY AREA CA TOLL AUTH TOLL BRI						2.574% 01 Apr 2031						2,300,000												2,009,262
						BENEFIT STREET PARTNERS CLO LT						1% 15 Jul 2032						1,600,000												1,560,480
						BIG COMMERCIAL MORTGAGE TRUST						1% 15 Feb 2039						1,000,000												956,373
						BNP PARIBAS						1% 30 Sep 2028						2,500,000												2,088,625
						BPCE SA						4% 15 Apr 2024						2,400,000												2,359,992
						BPCRE HOLDER LLC						1% 16 Jan 2037						500,000												490,555
						BRAZILIAN REAL						FOREIGN CURRENCY						—												0
						BWU012TO9 IRS USD P F 1.00000						1% 16 Dec 2030						(7,400,000)												(5,969,594)
						BWU012TO9 IRS USD R V 03MLIBOR						1% 16 Dec 2030						7,400,000												7,400,000
						CALIFORNIA ST UNIV REVENUE						1.74% 01 Nov 2030						1,700,000												1,331,501
						CANTOR COMMERCIAL REAL ESTATE						2.816% 15 Nov 2052						2,200,000												1,985,184
						CAPITAL ONE MULTI ASSET EXECUT						4.95% 15 Oct 2027						2,500,000												2,518,840
						CARMAX AUTO OWNER TRUST						5.34% 16 Aug 2027						2,500,000												2,522,860
						CATAMARAN CLO LTD						1% 22 Apr 2030						2,188,772												2,155,503
						CATHEDRAL LAKE LTD						1.929% 20 Oct 2030						3,000,000												2,796,300
						CCCSNTUS5 FWBC USD						FORWARDS CS CASH COLLATERAL						(280,000)												(280,000)
						CCPC CCWFSZUS2 WELLS FARGO						CCPC CCWFSZUS2 WELLS FARGO						4,487,000												4,487,000
						CCWFSCUS3 WELLS FARGO CCPC COC						CCWFSCUS3 WELLS FARGO CCPC COC						307,000												307,000
						CCWFSXUS7 BMO HARRIS MGCC COC						CCWFSXUS7 BMO HARRIS MGCC COC						1,191,000												1,191,000
						CENTRL TX REGL MOBILITY AUTH R						1.445% 01 Jan 2025						600,000												562,944
						CENTRL TX REGL MOBILITY AUTH R						1.837% 01 Jan 2027						1,250,000												1,114,671
						CITIGROUP COMMERCIAL MORTGAGE						2.984% 10 Apr 2048						793,889												774,419
						CITIGROUP COMMERCIAL MORTGAGE						3.268% 15 Sep 2050						2,323,495												2,210,463
						CITIGROUP COMMERCIAL MORTGAGE						3.962% 10 Mar 2051						1,800,000												1,727,575
						CITIGROUP INC						1% 08 Apr 2026						1,300,000												1,230,151

522

---

						CITIGROUP INC						1% 17 Mar 2026						4,000,000												3,804,640
						CLNC 2019 FL1, LTD						1% 20 Aug 2035						1,190,970												1,156,626
						COMM MORTGAGE TRUST						3.644% 10 Dec 2047						2,000,000												1,924,610
						COMM MORTGAGE TRUST						3.257% 10 May 2048						680,228												662,191
						COMM MORTGAGE TRUST						3.421% 10 Jul 2048						191,730												186,863
						COMM MORTGAGE TRUST						3.142% 10 Feb 2048						322,419												317,273
						COMM MORTGAGE TRUST						2.873% 15 Aug 2057						2,200,000												1,987,507
						COMM MORTGAGE TRUST						3.04% 10 Feb 2048						641,199												624,446
						CREDIT SUISSE GROUP AG						1% 14 May 2032						3,000,000												2,087,880
						CSAIL COMMERCIAL MORTGAGE TRUS						3.616% 15 Nov 2048						1,610,778												1,562,538
						DALLAS TX AREA RAPID TRANSIT S						1.347% 01 Dec 2027						1,500,000												1,273,451
						DANISH KRONE						FOREIGN CURRENCY						3,268												469
						DEEPHAVEN RESIDENTIAL MORTGAGE						1% 25 Mar 2067						1,366,175												1,299,300
						DEUTSCHE BANK NY						1% 26 Nov 2025						2,800,000												2,678,284
						DLLST LLC						3.69% 20 Sep 2028						2,500,000												2,416,348
						ECMC GROUP STUDENT LOAN TRUST						1% 25 Jul 2069						2,079,159												1,997,932
						ELLINGTON FINANCIAL MORTGAGE T						1% 25 Sep 2067						2,000,000												1,968,891
						ENEL FINANCE INTL NV						6.8% 14 Oct 2025						2,300,000												2,370,702
						FANNIE MAE						0.75% 25 Nov 2050						1,281,130												920,065
						FANNIE MAE						5.5% 25 Aug 2035						514,763												524,758
						FANNIEMAE ACES						2.944% 25 Jul 2039						278,892												270,974
						FED HM LN PC POOL A43389						5.5% 01 Feb 2036						3,590												3,698
						FED HM LN PC POOL G01818						5% 01 May 2035						37,354												37,644
						FED HM LN PC POOL G01838						5% 01 Jul 2035						50,288												50,606
						FED HM LN PC POOL G02123						5.5% 01 Mar 2036						1,888												1,937
						FED HM LN PC POOL G02254						5.5% 01 Mar 2036						1,275												1,308
						FED HM LN PC POOL G04092						5.5% 01 Mar 2038						3,362												3,465
						FED HM LN PC POOL G05267						5.5% 01 Dec 2038						21,074												21,724
						FED HM LN PC POOL G06193						5.5% 01 May 2040						18,974												19,559
						FED HM LN PC POOL G06872						5.5% 01 Sep 2039						41,394												42,665
						FED HM LN PC POOL G07021						5% 01 Sep 2039						100,861												102,118
						FED HM LN PC POOL G08105						5.5% 01 Jan 2036						627												643
						FED HM LN PC POOL G08693						3.5% 01 Mar 2046						751,182												697,140
						FED HM LN PC POOL G08716						3.5% 01 Aug 2046						392,997												364,188
						FED HM LN PC POOL G08841						3.5% 01 Oct 2048						163,071												150,993
						FED HM LN PC POOL G08842						4% 01 Oct 2048						853,215												814,724
						FED HM LN PC POOL Q17641						3% 01 Apr 2043						257,212												233,869
						FED HM LN PC POOL Q20537						3% 01 Jul 2043						249,252												226,208
						FED HM LN PC POOL ZT1872						3.5% 01 Apr 2034						132,579												127,846
						FEDERAL HOME LOAN BANK						1% 27 Jul 2026						3,200,000												2,835,072
						FEDERAL HOME LOAN BANK						1.05% 13 Aug 2026						3,000,000												2,650,200
						FEDERAL HOME LOAN BANK						1% 06 Jan 2023						7,800,000												7,799,922
						FEDERAL HOME LOAN BANK						1% 10 Jan 2023						7,900,000												7,899,763
						FEDERAL HOME LOAN BANK						4.5% 03 Oct 2024						10,900,000												10,905,123
						FLORIDA POWER + LIGHT CO						2.45% 03 Feb 2032						1,200,000												1,006,620
						FNMA POOL 254634						5.5% 01 Feb 2023						168												168

523

---

						FNMA POOL 256101						5.5% 01 Feb 2036						8,903												9,126
						FNMA POOL 257371						5% 01 Sep 2028						41,695												41,464
						FNMA POOL 691210						6% 01 Jan 2037						4,912												5,142
						FNMA POOL 735734						1% 01 Jul 2025						3,730												3,710
						FNMA POOL 793029						1% 01 Jul 2034						213,539												216,491
						FNMA POOL 804558						5.5% 01 Dec 2034						125,596												128,250
						FNMA POOL 829329						5.5% 01 Sep 2035						887												909
						FNMA POOL 831368						6% 01 Apr 2036						12,630												13,223
						FNMA POOL 850752						5.5% 01 Dec 2035						80,911												82,934
						FNMA POOL 852336						5.5% 01 Feb 2036						1,263												1,299
						FNMA POOL 869944						5.5% 01 Apr 2036						495												509
						FNMA POOL 878104						5.5% 01 Apr 2036						462												475
						FNMA POOL 878528						5.5% 01 Feb 2036						8,985												9,244
						FNMA POOL 881398						5.5% 01 May 2036						8,516												8,761
						FNMA POOL 888637						1% 01 Sep 2037						254,118												266,400
						FNMA POOL 889334						1% 01 Feb 2038						22,820												23,923
						FNMA POOL 890365						1% 01 Jul 2041						167,145												172,078
						FNMA POOL 891386						5.5% 01 Oct 2035						79,362												81,346
						FNMA POOL 891580						6% 01 Jul 2036						178												187
						FNMA POOL 928031						6% 01 Jan 2037						13,998												14,655
						FNMA POOL 938016						5.5% 01 Jul 2037						98,201												101,099
						FNMA POOL 938224						6% 01 Jul 2037						2,672												2,801
						FNMA POOL 940765						5.5% 01 Jun 2037						218,160												224,599
						FNMA POOL 961440						5.5% 01 Feb 2038						8,721												8,978
						FNMA POOL 961655						5% 01 Feb 2038						2,375												2,402
						FNMA POOL 962958						5.5% 01 May 2038						7,517												7,741
						FNMA POOL 995018						1% 01 Jun 2038						172,718												177,816
						FNMA POOL 995738						1% 01 Dec 2038						55,042												56,667
						FNMA POOL 995759						1% 01 Nov 2038						41,428												42,661
						FNMA POOL 995838						1% 01 May 2039						13,601												14,003
						FNMA POOL AB0534						5.5% 01 Nov 2038						331,210												339,491
						FNMA POOL AB8613						3% 01 Mar 2043						94,593												85,762
						FNMA POOL AB9187						3% 01 Apr 2043						132,043												119,716
						FNMA POOL AD7406						5% 01 Jul 2040						315												319
						FNMA POOL AD8950						5% 01 Jul 2040						4,732												4,790
						FNMA POOL AE8287						4% 01 Nov 2040						103,129												99,768
						FNMA POOL AE8349						6% 01 Aug 2037						3,323												3,474
						FNMA POOL AH1747						4% 01 Dec 2040						55,671												53,857
						FNMA POOL AL1606						1% 01 Apr 2042						1,868												1,888
						FNMA POOL AL3040						1% 01 Jan 2043						573,224												552,272
						FNMA POOL AL3072						1% 01 Feb 2043						45,050												41,100
						FNMA POOL AL3223						1% 01 Sep 2041						261,222												268,995
						FNMA POOL AL5616						1% 01 Sep 2041						861,197												886,614
						FNMA POOL AL7090						1% 01 Oct 2037						295,981												299,822
						FNMA POOL AO4597						4% 01 Jun 2042						66,260												63,838
						FNMA POOL AR7106						3% 01 May 2043						15,507												14,059

524

---

						FNMA POOL AR7414						3% 01 Jul 2043						207,710												188,318
						FNMA POOL AS0837						5% 01 Oct 2043						180,697												182,977
						FNMA POOL AS6007						3.5% 01 Oct 2045						1,347,233												1,249,091
						FNMA POOL AT0682						3% 01 Apr 2043						42,195												38,256
						FNMA POOL AT1572						3% 01 May 2043						174,523												158,230
						FNMA POOL AT3526						3% 01 May 2043						23,604												21,401
						FNMA POOL AT4506						3% 01 May 2043						11,114												10,076
						FNMA POOL AT4827						3% 01 Jul 2043						11,406												10,341
						FNMA POOL AT5895						3% 01 Jun 2043						165,080												149,668
						FNMA POOL AT5898						3% 01 Jun 2043						20,743												18,806
						FNMA POOL AT8026						3% 01 Jul 2043						109,541												99,315
						FNMA POOL AT8489						3% 01 Aug 2043						7,150												6,482
						FNMA POOL AT8912						3% 01 Jul 2043						4,849												4,397
						FNMA POOL AU5341						3% 01 Jun 2043						8,294												7,519
						FNMA POOL BK4778						3.5% 01 Aug 2048						29,650												27,426
						FNMA POOL BK8819						4% 01 Aug 2048						572,880												546,502
						FNMA POOL BN6656						3.5% 01 May 2034						2,757,618												2,659,086
						FNMA POOL MA2705						3% 01 Aug 2046						642,039												576,919
						FNMA TBA 30 YR 4.5						4.5% 13 Feb 2053						23,200,000												22,354,128
						FREDDIE MAC						1% 15 May 2041						1,804,252												1,645,587
						FREDDIE MAC						1% 15 Aug 2040						303,100												294,267
						FREDDIE MAC						1% 15 Oct 2040						250,655												243,762
						FREDDIE MAC						1% 15 Aug 2044						1,386,495												1,114,848
						FREDDIE MAC						1.25% 15 Dec 2044						2,667,473												2,202,979
						FREDDIE MAC						1% 15 Aug 2044						1,395,547												1,182,126
						FREDDIE MAC						1% 25 Feb 2042						3,318,046												2,886,325
						FREDDIE MAC						5% 15 Aug 2023						48,456												48,358
						GCAT						1% 25 Aug 2066						696,786												613,293
						GCT COMMERCIAL MORTGAGE TRUST						1% 15 Feb 2038						1,550,000												1,441,433
						GNMA II POOL 004113						5% 20 Apr 2038						63,396												64,569
						GNMA II POOL 004314						5% 20 Dec 2038						61,772												62,915
						GNMA II POOL 005116						5% 20 Jul 2041						17,773												18,113
						GNMA II POOL 080594						1% 20 Apr 2032						50,083												49,245
						GNMA POOL 678858						5% 15 Mar 2038						7												7
						GNMA POOL 726316						5% 15 Sep 2039						362,964												370,752
						GNMA POOL 736500						5% 15 Apr 2040						3,869												3,953
						GNMA POOL 737183						5% 15 Apr 2040						143,406												146,470
						GNMA POOL 738317						5% 15 May 2041						1,473												1,492
						GNMA POOL 782386						5% 15 Aug 2038						113,189												115,626
						GNMA POOL 782428						5% 15 Oct 2038						443												452
						GNMA POOL AC1428						2.69% 15 Jun 2033						3,226,582												3,226,582
						GNMA POOL AL5247						3.5% 15 Jan 2045						46,421												43,411
						GNMA POOL AL5414						3.5% 15 Feb 2045						59,091												55,076
						GOLDEN ST TOBACCO SECURITIZATI						1.958% 01 Jun 2025						2,000,000												1,851,400
						GOLDMAN SACHS GROUP INC						1% 09 Mar 2027						5,000,000												4,378,600
						GOVERNMENT NATIONAL MORTGAGE A						1.5% 20 Oct 2045						1,122,654												908,160

525

---

						GOVERNMENT STIF 3						GOVERNMENT STIF 3						619,624												619,624
						GPMT LTD.						1% 15 Dec 2036						800,000												761,809
						GREYSTONE COMMERCIAL REAL ESTA						1% 15 Sep 2037						1,393,944												1,360,781
						GS MORTGAGE SECURITIES TRUST						3.307% 10 May 2052						1,550,000												1,385,144
						HAWAII HOTEL TRUST 2019 MAUI						1% 15 May 2038						1,200,000												1,165,620
						HAWAII ST						0.802% 01 Oct 2024						1,900,000												1,775,508
						HOME DEPOT INC						2.7% 15 Apr 2025						2,300,000												2,203,791
						HSBC HOLDINGS PLC						1% 04 Jun 2026						4,200,000												3,828,132
						HSBC HOLDINGS PLC						1% 22 Nov 2032						900,000												691,452
						HSBC HOLDINGS PLC						1% 11 Aug 2028						2,500,000												2,411,650
						IDAHO ENERGY RESOURCES AUTH TR						2.447% 01 Sep 2024						2,500,000												2,412,110
						ING GROEP NV						1% 01 Apr 2027						2,500,000												2,406,700
						JAPANESE YEN						FOREIGN CURRENCY						32,520												246
						JP MORGAN CHASE COMMERCIAL MOR						1% 15 Dec 2036						1,500,000												1,381,820
						JP MORGAN SEC INC						TBA CASH COLLATERAL						320,000												320,000
						JPMBB COMMERCIAL MORTGAGE SECU						3.042% 15 Oct 2048						597,215												579,722
						JPMDB COMMERCIAL MORTGAGE SECU						2.994% 15 Dec 2049						1,742,497												1,656,986
*						JPMORGAN CHASE + CO						1% 04 Feb 2032						8,300,000												6,372,906
*						JPMORGAN CHASE + CO						1% 22 Apr 2027						1,900,000												1,674,888
						LADDER CAPITAL COMMERCIAL MORT						1% 13 Dec 2038						800,000												780,900
						LCM LTD PARTNERSHIP						1% 20 Mar 2030						729,597												717,924
						LLOYDS BANKING GROUP PLC						1% 07 Nov 2028						1,800,000												1,621,746
						LLOYDS BANKING GROUP PLC						4.55% 16 Aug 2028						2,000,000												1,872,620
						LOANCORE 2021 CRE5 ISSUER, LTD						1% 15 Jul 2036						1,000,000												962,439
						LOANCORE 2021 CRE6 ISSUER, LTD						1% 15 Nov 2038						2,300,000												2,197,369
						LOS ANGELES CNTY CA REDEV REFU						2% 01 Sep 2023						1,800,000												1,758,487
						LOUISIANA ST LOCAL GOVT ENVRNM						4.145% 01 Feb 2033						700,000												662,186
						LUXE COMMERCIAL MORTGAGE TRUST						1% 15 Oct 2038						173,050												165,481
						MADISON AVENUE TRUST						1% 15 Aug 2034						1,000,000												938,131
						MEXICAN PESO (NEW)						FOREIGN CURRENCY						1,015,250												52,098
						MF1 MULTIFAMILY HOUSING MORTGA						1% 15 Jul 2036						1,788,451												1,732,013
						MF1 MULTIFAMILY HOUSING MORTGA						1% 17 Sep 2037						1,700,000												1,689,766
						MF1 MULTIFAMILY HOUSING MORTGA						1% 15 Nov 2035						724,126												712,004
						MFRA TRUST						1% 26 Jan 2065						697,028												613,546
						MIAMI DADE CNTY FL AVIATION RE						3.285% 01 Oct 2023						2,000,000												1,974,532
						MIAMI DADE CNTY FL SPL OBLIG						1.471% 01 Oct 2026						1,550,000												1,352,127
						MITSUBISHI UFJ FIN GRP						2.193% 25 Feb 2025						2,000,000												1,874,360
						MIZUHO FINANCIAL GROUP						1% 22 May 2032						2,600,000												1,984,424
						MORGAN STANLEY						1% 24 Apr 2024						2,100,000												2,087,757
						MORGAN STANLEY						1% 21 Jul 2032						4,000,000												3,075,120
						MORGAN STANLEY BAML TRUST						3.04% 15 Apr 2048						790,991												767,416
						MORGAN STANLEY BAML TRUST						3.326% 15 Dec 2047						2,484,463												2,431,646
						MORGAN STANLEY BAML TRUST						3.069% 15 Feb 2048						505,037												492,311
						MORGAN STANLEY CAPITAL I TRUST						3.54% 15 Dec 2048						1,912,746												1,822,175
						MORGAN STANLEY CAPITAL I TRUST						4.12% 15 Jul 2051						2,000,000												1,921,685
						MOUNTAIN VIEW CLO						1% 16 Oct 2029						934,182												920,262
						NASSAU LTD						1% 15 Oct 2029						1,222,626												1,208,810
						NATWEST GROUP PLC						1% 18 May 2029						2,000,000												1,889,100

526

---

						NATWEST GROUP PLC						1% 25 Jun 2024						2,100,000												2,100,966
						NELNET STUDENT LOAN TRUST						1% 24 Dec 2035						1,201,379												1,161,240
						NEW RESIDENTIAL MORTGAGE LOAN						1% 25 Nov 2059						1,349,092												1,229,399
						NEW YORK NY						3.25% 01 Mar 2024						2,600,000												2,550,129
						NEW YORK ST URBAN DEV CORP REV						1.346% 15 Mar 2026						3,500,000												3,163,626
						NISSAN MOTOR CO						4.81% 17 Sep 2030						600,000												510,954
						ONE NEW YORK PLAZA TRUST 2020						1% 15 Jan 2036						940,000												893,104
						OZLM LTD						1% 20 Jul 2032						900,000												876,420
						PACIFIC GAS + ELECTRIC						3.85% 15 Nov 2023						600,000												592,128
						PACIFIC GAS + ELECTRIC						3.75% 15 Feb 2024						400,000												391,792
						PACIFIC GAS + ELECTRIC						3.5% 15 Jun 2025						400,000												378,340
						PACIFIC GAS + ELECTRIC						3% 15 Jun 2028						1,000,000												868,310
						PARIBAS REPO						4.1% 03 Jan 2023						11,600,000												11,600,000
						PAWNEE EQUIPMENT RECEIVABLES						4.84% 15 Feb 2028						700,000												692,310
						PENNSYLVANIA ST						1.625% 01 Aug 2028						2,800,000												2,353,786
						PFP III						1% 09 Aug 2037						250,359												240,398
						PORT OF OAKLAND CA						1.081% 01 May 2024						1,855,000												1,754,683
						RAD CLO LTD						1% 24 Jul 2032						2,500,000												2,445,000
						READYCAP COMMERCIAL MORTGAGE T						1% 25 Nov 2036						1,375,493												1,323,659
						READYCAP COMMERCIAL MORTGAGE T						1% 25 Oct 2039						2,396,593												2,383,385
						REPO BANK AMERICA						4.33% 03 Jan 2023						69,000,000												69,000,000
						RESIMAC						1% 10 Jul 2052						1,228,727												1,237,765
						SANTANDER UK GROUP HLDGS						1% 15 Nov 2024						1,500,000												1,475,310
						SANTANDER UK GROUP HLDGS						1% 21 Aug 2026						1,600,000												1,409,744
						SANTANDER UK GROUP HLDGS						1% 14 Jun 2027						1,200,000												1,019,688
						SFO COMMERICAL MORTGAGE TRUST						1% 15 May 2038						1,300,000												1,198,552
						SLC STUDENT LOAN TRUST						1% 25 Nov 2042						820,046												810,975
						SLM STUDENT LOAN TRUST						1% 25 Jan 2027						130,213												129,947
						SLM STUDENT LOAN TRUST						1% 25 Oct 2028						712,083												708,998
						SLM STUDENT LOAN TRUST						1% 25 Oct 2029						146,834												145,391
						SOUND POINT CLO LTD						1% 23 Jan 2029						1,195,415												1,184,298
						SOUTHERN CAL EDISON						3.7% 01 Aug 2025						1,800,000												1,745,208
						SOUTHERN CAL EDISON						1% 03 Apr 2023						700,000												699,335
						SOUTHERN CAL EDISON						0.7% 01 Aug 2023						500,000												486,790
						SPIRE MISSOURI INC						1% 02 Dec 2024						2,100,000												2,074,695
						SREIT TRUST						1% 15 Oct 2038						1,400,000												1,343,823
						STANDARD CHARTERED PLC						1% 18 Feb 2036						1,500,000												1,112,595
						STANDARD CHARTERED PLC						1% 30 Mar 2026						1,500,000												1,427,370
						STARWOOD COMMERCIAL MORTGAGE T						1% 18 Apr 2038						800,000												772,715
						STARWOOD MORTGAGE RESIDENTIAL						1% 25 Nov 2055						629,759												563,761
						SUMITOMO MITSUI FINL GRP						2.448% 27 Sep 2024						1,400,000												1,330,994
						SUTTER HEALTH						1.321% 15 Aug 2025						1,500,000												1,364,430
						SWPC0JYY5 CDS USD P V 03MEVENT						1% 20 Jun 2026						(2,900,000)												(2,900,000)
						SWPC0JYY5 CDS USD R F 1.00000						1% 20 Jun 2026						2,900,000												2,920,109
						SWPC0K0C7 CDS USD P V 03MEVENT						1% 20 Jun 2026						(1,800,000)												(1,800,000)
						SWPC0K0C7 CDS USD R F 1.00000						1% 20 Jun 2026						1,800,000												1,800,644

527

---

						SWPC0KBE1 CDS USD P V 03MEVENT						1% 20 Dec 2026						(400,000)												(400,000)
						SWPC0KBE1 CDS USD R F 1.00000						1% 20 Dec 2026						400,000												401,864
						SWPC0KFP2 CDS USD P V 03MEVENT						1% 20 Dec 2026						(500,000)												(500,000)
						SWPC0KFP2 CDS USD R F 5.00000						5% 20 Dec 2026						500,000												553,443
						SWPC0KJL7 CDS USD P V 03MEVENT						1% 20 Dec 2026						(300,000)												(300,000)
						SWPC0KJL7 CDS USD R F 1.00000						1% 20 Dec 2026						300,000												298,759
						SWPC0L001 CDS USD P V 03MEVENT						1% 20 Jun 2027						(900,000)												(900,000)
						SWPC0L001 CDS USD R F 1.00000						1% 20 Jun 2027						900,000												897,805
						SWPC0L8K9 CDS USD P V 03MEVENT						1% 20 Jun 2024						(1,400,000)												(1,400,000)
						SWPC0L8K9 CDS USD R F 1.00000						1% 20 Jun 2024						1,400,000												1,402,100
						SWPC0LB90 CDS USD P V 03MEVENT						1% 20 Dec 2027						(14,000,000)												(14,000,000)
						SWPC0LB90 CDS USD R F 1.00000						1% 20 Dec 2027						14,000,000												14,111,944
						SWPCTJ989 CDS USD P V 03MEVENT						1% 20 Dec 2025						(1,700,000)												(1,700,000)
						SWPCTJ989 CDS USD R F 1.00000						1% 20 Dec 2025						1,700,000												1,701,768
						TOBACCO SETTLEMENT FIN AUTH WV						1.647% 01 Jun 2025						1,760,000												1,614,110
						TOWD POINT MORTGAGE TRUST						1% 25 Jun 2057						476,193												451,638
						TOWD POINT MORTGAGE TRUST						1% 25 Apr 2060						357,347												314,333
						TOWD POINT MORTGAGE TRUST						1% 25 May 2058						1,006,446												996,997
						TOWD POINT MORTGAGE TRUST						1% 25 Jan 2060						338,581												310,276
						UBS COMMERCIAL MORTGAGE TRUST						3.215% 15 Aug 2050						1,965,327												1,872,164
						UBS COMMERCIAL MORTGAGE TRUST						3.586% 15 Dec 2050						2,000,000												1,912,720
						UBS COMMERCIAL MORTGAGE TRUST						2.865% 15 Oct 2052						2,200,000												1,990,668
						UNIV OF CALIFORNIA CA REVENUES						1.316% 15 May 2027						2,300,000												1,988,221
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						24,600,000												(147,984)
						US 10YR ULTRA FUT MAR23						XCBT 20230322						(32,200,000)												57,859
						US 2YR NOTE (CBT) MAR23						XCBT 20230331						207,800,000												141,268
						US DOLLAR												(1,401,446)												(1,401,446)
						US TREASURY N/B						0.125% 30 Jun 2023						130,000,000												127,120,703
						US TREASURY N/B						0.125% 31 Jul 2023						40,000,000												38,946,875
						US TREASURY N/B						0.125% 31 Aug 2023						100,000,000												96,992,188
						US TREASURY N/B						4.375% 31 Oct 2024						124,400,000												124,093,859
						US TREASURY N/B						4.5% 30 Nov 2024						5,100,000												5,103,387
						US ULTRA BOND CBT MAR23						XCBT 20230322						(3,500,000)												(10,664)
						UTAH ST						3.539% 01 Jul 2025						1,247,913												1,225,822
						VENTURE CDO LTD						1% 28 Aug 2029						2,210,190												2,174,385
						VENTURE CDO LTD						1% 20 Jan 2029						2,609,213												2,564,335
						VERUS SECURITIZATION TRUST						1% 25 Nov 2066						406,736												333,426
						WELLS FARGO + COMPANY						1% 04 Apr 2031						2,400,000												2,255,664
						WELLS FARGO COMMERCIAL MORTGAG						2.788% 15 Jul 2048						1,208,733												1,155,662
						WELLS FARGO COMMERCIAL MORTGAG						4.212% 15 May 2051						900,000												852,964
						WELLS FARGO COMMERCIAL MORTGAG						2.964% 15 Oct 2052						2,400,000												2,185,487
						ZOETIS INC						3.25% 01 Feb 2023						2,100,000												2,096,871
												Sub-Total: Fund 5745 10 of 15												Total						$	881,737,178

528

---

(a)

(b) Identity of issue, borrower, lessor, or similar party

(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value

(d) Cost

(e) Fair value

(n/a)

Shares/ Par Value

DODGE COX

MUTUAL FUND

4,922,092

$

535,761,225

METLIFE BLACKROCK

MUTUAL FUND

3,064,062

339,868,330

METLIFE JP MORGAN

MUTUAL FUND

3,921,904

439,363,749

Sub-Total: Fund 5747 11 of 15

Total

$

1,314,993,305

529

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						321 HENDERSON RECEIVABLES LLC						3.26% 15 Sep 2072						343,089												$	281,278
						321 HENDERSON RECEIVABLES LLC						3.87% 15 Mar 2058						133,532												115,207
						AASET 2021 2 TRUST						3.538% 15 Jan 2047						406,757												291,141
						ADAMS OUTDOOR ADVERTISING						4.81% 15 Nov 2048						329,929												307,275
						AERCAP IRELAND CAP/GLOBA						6.5% 15 Jul 2025						1,120,000												1,137,763
						AERCAP IRELAND CAP/GLOBA						3% 29 Oct 2028						790,000												664,035
						AGL CLO 6 LTD						1% 20 Jul 2034						2,000,000												1,934,800
						AIR LEASE CORP						2.875% 15 Jan 2026						1,375,000												1,274,598
						AIRCASTLE LTD						4.4% 25 Sep 2023						1,370,000												1,355,437
						ALLIANT ENERGY FINANCE						3.6% 01 Mar 2032						1,265,000												1,094,465
						AMEREN CORP						3.65% 15 Feb 2026						295,000												282,291
						AMEREN CORP						1.75% 15 Mar 2028						960,000												815,779
						ANCHORAGE CAPITAL CLO LTD						1% 15 Oct 2034						2,000,000												1,930,400
						ANGEL OAK MORTGAGE TRUST						1% 25 Dec 2066						4,800,057												4,193,093
						ANGEL OAK MORTGAGE TRUST						1% 25 Jan 2067						2,856,345												2,609,492
						ANGLOGOLD HOLDINGS PLC						3.375% 01 Nov 2028						1,040,000												910,894
						ANTARES HOLDINGS						6% 15 Aug 2023						815,000												800,713
						ANTARES HOLDINGS						3.95% 15 Jul 2026						950,000												816,687
						ANTARES HOLDINGS						2.75% 15 Jan 2027						1,235,000												988,803
						APOLLO AVIATION SECURITIZATION						3.351% 16 Jan 2040						346,232												277,343
						ARES CAPITAL CORP						3.875% 15 Jan 2026						1,585,000												1,456,013
						ARES CAPITAL CORP						2.15% 15 Jul 2026						445,000												377,925
						ARROYO MORTGAGE TRUST						3.625% 25 Dec 2056						1,800,000												1,450,203
						ASB BANK LIMITED						1% 17 Jun 2032						400,000												376,088
						ASHTEAD CAPITAL INC						4% 01 May 2028						2,000,000												1,820,580
						ASSOC BANC CORP						4.25% 15 Jan 2025						867,000												843,990
						ATHENE HOLDING LTD						4.125% 12 Jan 2028						800,000												737,800
						ATHENE HOLDING LTD						6.15% 03 Apr 2030						740,000												747,703
						ATHENE HOLDING LTD						3.5% 15 Jan 2031						265,000												219,248
						AVNET INC						3% 15 May 2031						875,000												679,595
						AVOLON HOLDINGS FNDG LTD						2.875% 15 Feb 2025						985,000												909,283
						AVOLON HOLDINGS FNDG LTD						3.25% 15 Feb 2027						85,000												72,926
						AVOLON HOLDINGS FNDG LTD						5.5% 15 Jan 2026						65,000												61,858
						AVOLON HOLDINGS FNDG LTD						4.25% 15 Apr 2026						241,000												218,667
						AXIS SPECIALTY FINANCE						3.9% 15 Jul 2029						965,000												858,232
						BALLYROCK LTD						1% 20 Jul 2034						850,000												825,350
						BANC OF AMERICA MERRILL LYNCH						1% 15 Sep 2034						1,090,000												1,052,441
						BANCO SANTANDER SA						1.849% 25 Mar 2026						1,200,000												1,066,812
						BANK						1% 15 Jan 2063						1,237,000												915,282
						BANK						4.267% 15 Feb 2052						293,750												270,939
						BANK						1% 17 Oct 2052						475,000												358,071
						BANK						1% 15 Sep 2064						1,323,000												1,015,849

530

---

						BANK						1% 15 May 2050						1,250,000												1,071,682
						BANK OF AMERICA CORP						4.183% 25 Nov 2027						1,850,000												1,759,831
						BANK OF AMERICA CORP						1% 06 Dec 2025						2,050,000												1,892,581
						BANK OF AMERICA CORP						1% 08 Mar 2037						890,000												737,036
						BANK OF AMERICA CORP						6.8% 15 Mar 2028						800,000												850,208
						BANK OF MONTREAL						1% 10 Jan 2037						2,170,000												1,646,813
						BARCLAYS COMMERCIAL MORTGAGE S						1% 05 Aug 2038						850,000												669,610
						BARCLAYS COMMERCIAL MORTGAGE S						1% 05 Aug 2038						600,000												446,524
						BARCLAYS COMMERCIAL MORTGAGE S						1% 05 Aug 2038						510,000												329,915
						BARCLAYS PLC						5.2% 12 May 2026						1,725,000												1,679,339
						BAT CAPITAL CORP						3.462% 06 Sep 2029						475,000												408,087
						BAT CAPITAL CORP						4.7% 02 Apr 2027						1,505,000												1,447,208
						BAYER US FINANCE II LLC						4.375% 15 Dec 2028						985,000												927,998
						BENCHMARK MORTGAGE TRUST						1% 15 Feb 2053						1,199,000												850,693
						BENCHMARK MORTGAGE TRUST						1% 15 Sep 2043						2,297,000												1,526,474
						BENEFIT STREET PARTNERS CLO LT						1% 20 Apr 2031						640,000												628,032
						BLACKROCK TCP CAP CORP						3.9% 23 Aug 2024						1,079,000												1,022,849
						BLACKSTONE PRIVATE CRE						2.625% 15 Dec 2026						1,760,000												1,459,462
						BLACKSTONE PRIVATE CRE						4% 15 Jan 2029						1,210,000												1,000,198
						BLUE OWL FINANCE LLC						3.125% 10 Jun 2031						1,220,000												904,789
						BOEING CO						5.15% 01 May 2030						875,000												855,890
						BPCE SA						1% 19 Oct 2032						1,235,000												902,847
						BRIGHTHOUSE FINANCIAL IN						5.625% 15 May 2030						886,000												845,350
						BRITISH AIR 21 1 A PPT						2.9% 15 Sep 2036						787,217												637,662
						BROADSTONE NET LEASE LLC						2.6% 15 Sep 2031						1,190,000												895,439
						BX COMMERCIAL MORTGAGE TRUST 2						1% 15 Oct 2036						1,105,000												1,076,327
						CASTLELAKE AIRCRAFT SECURITIZA						3.967% 15 Apr 2039						222,867												188,352
						CCO HLDGS LLC/CAP CORP						5% 01 Feb 2028						1,000,000												902,830
						CD COMMERCIAL MORTGAGE TRUST						1% 15 Aug 2057						1,900,000												1,287,632
						CELANESE US HOLDINGS LLC						6.165% 15 Jul 2027						956,000												945,513
						CENTERPOINT ENERGY INC						1.45% 01 Jun 2026						560,000												498,075
						CENTERPOINT ENGY INC						0% 20 Jan 2023						4,000,000												3,990,120
						CENTERPOINT ENGY INC						0% 02 Feb 2023						2,000,000												1,991,378
						CHARTER COMM OPT LLC/CAP						2.25% 15 Jan 2029						1,210,000												973,155
						CHASE EDUCATION LOAN TRUST						1% 28 Mar 2068						976,514												919,956
						CHASE EDUCATION LOAN TRUST						1% 28 Mar 2068						2,320,063												2,034,983
						CIFC FUNDING LTD						1% 16 Nov 2030						500,000												493,400
						CIT EDUCATION LOAN TRUST						1% 25 Jun 2042						232,335												203,083
						CITIGROUP COMMERCIAL MORTGAGE						3.501% 10 Aug 2056						444,000												332,076
						CNO FINANCIAL GROUP INC						5.25% 30 May 2029						1,050,000												1,001,343
						CNO GLOBAL FUNDING						2.65% 06 Jan 2029						2,090,000												1,773,762
						COMM MORTGAGE TRUST						1% 10 Sep 2047						510,000												469,078
						COMM MORTGAGE TRUST						3.465% 15 Aug 2057						3,167,000												2,450,820
						COMM MORTGAGE TRUST						3.527% 10 Feb 2048						500,000												468,217
						CONTL AIRLINES 2012 2 A						4% 29 Apr 2026						57,962												55,138
						COREBRIDGE FINANCIAL INC						3.85% 05 Apr 2029						1,960,000												1,789,186
						CREDIT SUISSE GROUP AG						1% 02 Feb 2027						1,450,000												1,154,548

531

---

						CREDIT SUISSE GROUP AG						1% 15 Jul 2026						422,000												396,482
						CSL FINANCE PLC						4.25% 27 Apr 2032						555,000												524,292
						CVS HEALTH CORP						4.3% 25 Mar 2028						694,000												672,430
						DANSKE BANK A/S						1% 28 Mar 2025						990,000												958,627
						DB MASTER FINANCE LLC						4.021% 20 May 2049						405,383												375,862
						DELTA AIR LINES/SKYMILES						4.5% 20 Oct 2025						1,540,000												1,500,961
						DEUTSCHE BANK NY						1% 16 Nov 2027						2,005,000												1,705,553
						DIGITAL REALTY TRUST LP						4.45% 15 Jul 2028						975,000												926,318
						DISCOVER BANK						1% 09 Aug 2028						1,105,000												1,059,783
						DISCOVERY COMMUNICATIONS						3.95% 20 Mar 2028						465,000												413,841
						DISCOVERY COMMUNICATIONS						3.95% 15 Jun 2025						309,000												294,910
						DUKE ENERGY CORP						2.65% 01 Sep 2026						490,000												453,177
						ECMC GROUP STUDENT LOAN TRUST						1% 25 Sep 2068						624,981												597,157
						ECMC GROUP STUDENT LOAN TRUST						1% 25 Nov 2069						594,298												575,198
						EDUCATIONAL SERVICES OF AMERIC						1% 25 Jun 2048						300,000												297,893
						EDVESTINU PRIVATE EDUCATION LO						1.8% 25 Nov 2045						266,999												225,355
						ELMWOOD CLO II LTD.						1% 20 Apr 2034						1,250,000												1,211,500
						ENEL FINANCE INTL NV						5% 15 Jun 2032						1,168,000												1,050,254
						ENEL FINANCE INTL NV						6.8% 14 Oct 2025						780,000												803,977
						ENERGY TRANSFER LP						4.4% 15 Mar 2027						259,000												246,736
						ENERGY TRANSFER LP						4.2% 15 Apr 2027						1,150,000												1,087,406
						ENERGY TRANSFER LP						4.95% 15 Jun 2028						475,000												459,472
						ENLINK MIDSTREAM PARTNER						4.85% 15 Jul 2026						1,915,000												1,810,192
						ENSTAR GROUP LTD						4.95% 01 Jun 2029						1,895,000												1,733,546
						EQT CORP						7% 01 Feb 2030						1,549,000												1,605,291
						EURO CURRENCY						FOREIGN CURRENCY						(818)												(873)
						EXPEDIA GROUP INC						4.625% 01 Aug 2027						910,000												875,320
						EXTENDED STAY AMERICA TRUST						1% 15 Jul 2038						976,192												935,155
						EXTRA SPACE STORAGE LP						3.9% 01 Apr 2029						335,000												301,373
						FALCON AEROSPACE LTD						3.597% 15 Sep 2039						654,428												529,905
						FANNIE MAE						4% 25 Nov 2043						110,579												106,720
						FED HM LN PC POOL G06601						4.5% 01 Dec 2040						137,303												136,217
						FED HM LN PC POOL RA4245						2% 01 Dec 2050						1,545,310												1,270,041
						FED HM LN PC POOL RA4255						2% 01 Jan 2051						3,203,332												2,643,137
						FED HM LN PC POOL RA5576						2.5% 01 Jul 2051						3,789,458												3,242,768
						FED HM LN PC POOL SD0905						3% 01 Mar 2052						1,499,222												1,327,930
						FED HM LN PC POOL SD1523						4% 01 Aug 2052						2,518,621												2,383,289
						FED HM LN PC POOL SD1603						4% 01 Sep 2052						1,584,912												1,488,119
						FERGUSON FINANCE PLC						4.25% 20 Apr 2027						875,000												829,343
						FIDELITY NATL INFORMATION SVCS						0% 19 Jan 2023						5,000,000												4,987,875
						FIRSTENERGY TRANSMISSION						4.35% 15 Jan 2025						1,900,000												1,848,529
						FNMA POOL 735382						1% 01 Apr 2035						65,554												65,894
						FNMA POOL 735676						1% 01 Jul 2035						85,570												86,015
						FNMA POOL AD6437						5% 01 Jun 2040						81,453												82,449
						FNMA POOL AD6996						5% 01 Jul 2040						489,376												495,358
						FNMA POOL AL8173						1% 01 Feb 2044						170,480												172,589
						FNMA POOL AS1304						3.5% 01 Dec 2028						176,958												172,187

532

---

						FNMA POOL CA1909						4.5% 01 Jun 2048						782,495												766,916
						FNMA POOL CA6096						3.5% 01 Jun 2050						2,115,061												1,944,144
						FNMA POOL CB1757						2.5% 01 Sep 2036						—												0
						FNMA POOL CB3304						3% 01 Apr 2052						2,299,518												2,037,602
						FNMA POOL CB3305						3% 01 Apr 2052						2,736,337												2,421,235
						FNMA POOL CB3842						3.5% 01 Jun 2052						4,641,824												4,240,373
						FNMA POOL CB3866						4.5% 01 Jun 2052						2,991,225												2,898,571
						FNMA POOL CB4129						4.5% 01 Jul 2052						2,553,264												2,468,467
						FNMA POOL FM4017						1% 01 Aug 2050						194,034												178,324
						FNMA POOL FM8596						1% 01 Sep 2051						859,805												735,330
						FNMA POOL FM9104						1% 01 Oct 2051						2,437,220												2,081,920
						FNMA POOL FM9227						1% 01 Oct 2051						1,793,169												1,526,282
						FNMA POOL FS1075						1% 01 Mar 2052						1,524,589												1,350,938
						FNMA POOL FS3035						1% 01 Apr 2052						4,638,575												3,968,369
						FNMA POOL MA1356						3.5% 01 Feb 2043						1,615,323												1,512,898
						FNMA POOL MA3029						3% 01 Jun 2032						491,237												465,485
						FNMA POOL MA3090						3% 01 Aug 2032						540,801												512,451
						FNMA POOL MA3238						3.5% 01 Jan 2048						1,931,583												1,787,921
						FNMA TBA 30 YR 2						2% 25 Dec 2051						2,900,000												2,361,989
						FNMA TBA 30 YR 2.5						2.5% 25 Dec 2051						6,075,000												5,146,819
						FNMA TBA 30 YR 3.5						3.5% 25 Apr 2052						3,450,000												3,135,219
						FNMA TBA 30 YR 4						4% 25 Jun 2052						6,250,000												5,863,188
						FNMA TBA 30 YR 4.5						4.5% 25 Jul 2052						5,075,000												4,890,143
						FNMA TBA 30 YR 5						5% 25 Jul 2052						4,025,000												3,969,101
						GCAT						1% 27 Dec 2066						2,000,000												1,582,111
						GENERAL MOTORS CO						4.2% 01 Oct 2027						685,000												645,893
						GENERAL MOTORS FINL CO						2.4% 15 Oct 2028						1,325,000												1,104,467
						GLOBAL AIR LEASE CO LTD						6.5% 15 Sep 2024						1,279,649												1,090,965
						GLOBAL ATLANTIC FIN CO						4.4% 15 Oct 2029						935,000												783,128
						GLOBAL ATLANTIC FIN CO						3.125% 15 Jun 2031						1,890,000												1,390,870
						GLOBAL NET LEASE/GLOBAL						3.75% 15 Dec 2027						2,190,000												1,844,199
						GLP CAPITAL LP / FIN II						3.35% 01 Sep 2024						1,095,000												1,048,506
						GNMA II POOL 004979						5% 20 Mar 2041						62,237												63,413
						GNMA II POOL MA4321						3.5% 20 Mar 2047						1,154,269												1,078,070
						GNMA II POOL MA6038						3% 20 Jul 2049						1,103,213												995,650
						GNMA II POOL MA6283						3% 20 Nov 2049						1,980,457												1,783,513
						GNMA II POOL MA6409						3% 20 Jan 2050						2,047,515												1,843,333
						GNMA II TBA 30 YR 2.5						2.5% 23 Jan 2053						4,500,000												3,893,841
						GNMA II TBA 30 YR 3						3% 23 Jan 2053						8,350,000												7,430,122
						GNMA II TBA 30 YR 3.5						3.5% 23 Jan 2053						5,700,000												5,232,811
						GNMA II TBA 30 YR 4.5						4.5% 23 Jan 2053						2,025,000												1,963,515
						GOAL CAPITAL FUNDING TRUST						1% 25 Sep 2043						200,000												174,237
						GOLDMAN SACHS GROUP INC						1% 24 Feb 2033						650,000												531,557
						GOLUB CAPITAL BDC						3.375% 15 Apr 2024						628,000												603,018
						GOLUB CAPITAL BDC						2.5% 24 Aug 2026						735,000												625,625
						GS MORTGAGE BACKED SECURITIES						1% 25 Feb 2052						1,751,005												1,398,113
						GS MORTGAGE BACKED SECURITIES						1% 25 Nov 2051						559,752												446,141

533

---

						HELMERICH + PAYNE INC						2.9% 29 Sep 2031						280,000												227,480
						HERCULES CAPITAL INC						2.625% 16 Sep 2026						1,308,000												1,104,488
						HERCULES CAPITAL INC						3.375% 20 Jan 2027						700,000												599,746
						HORIZON AIRCRAFT FINANCE I LIM						4.458% 15 Dec 2038						363,514												297,718
						HORIZON AIRCRAFT FINANCE II LL						3.721% 15 Jul 2039						468,928												368,873
						HORIZON AIRCRAFT FINANCE III L						3.425% 15 Nov 2039						912,042												703,190
						HOST HOTELS + RESORTS LP						3.875% 01 Apr 2024						675,000												659,286
						HOST HOTELS + RESORTS LP						2.9% 15 Dec 2031						1,045,000												803,114
						HP INC						0% 23 Jan 2023						5,000,000												4,985,394
						HSBC HOLDINGS PLC						1% 24 May 2027						200,000												172,462
						HSBC HOLDINGS PLC						1% 17 Aug 2029						799,000												646,599
						HSBC HOLDINGS PLC						1% 10 Mar 2026						640,000												602,387
						HSBC HOLDINGS PLC						1% 03 Nov 2028						505,000												530,866
						IMPERIAL BRANDS FIN PLC						3.875% 26 Jul 2029						520,000												445,676
						ING GROEP NV						1% 01 Apr 2027						1,095,000												966,228
						INGREDION INC						3.2% 01 Oct 2026						495,000												464,176
						INVITATION HOMES OP						4.15% 15 Apr 2032						215,000												188,346
						IPALCO ENTERPRISES INC						3.7% 01 Sep 2024						750,000												727,193
						ITC HOLDINGS CORP						4.95% 22 Sep 2027						267,000												264,119
						JABIL INC						4.25% 15 May 2027						705,000												668,213
						JACK IN THE BOX FUNDING, LLC						3.445% 26 Feb 2052						1,477,500												1,263,665
						JACKSON FINANCIAL INC						5.17% 08 Jun 2027						455,000												449,731
						JBS USA/FOOD/FINANCE						5.5% 15 Jan 2030						1,000,000												950,880
						JBS USA/FOOD/FINANCE						3.75% 01 Dec 2031						106,000												86,547
						JBS USA/FOOD/FINANCE						3.625% 15 Jan 2032						1,270,000												1,035,012
						JDE PEET S NV						2.25% 24 Sep 2031						1,200,000												897,384
						JP MORGAN CHASE COMMERCIAL MOR						3.055% 15 Aug 2049						860,000												767,719
						JP MORGAN CHASE COMMERCIAL MOR						1% 09 Oct 2042						943,000												730,668
						JP MORGAN MORTGAGE TRUST						1% 25 Jan 2047						195,820												173,621
*						JPMORGAN CHASE + CO						1% 22 Apr 2027						2,200,000												1,939,344
						KNDL MORTGAGE TRUST						1% 15 May 2036						469,000												457,053
						LAS VEGAS SANDS CORP						3.5% 18 Aug 2026						1,850,000												1,663,465
						LAZARD GROUP LLC						4.5% 19 Sep 2028						1,770,000												1,642,047
*						LEGG MASON INC						4.75% 15 Mar 2026						355,000												356,722
						LLOYDS BANKING GROUP PLC						1% 11 Aug 2026						596,000												582,012
						LOUISIANA ST LOCAL GOVT ENVRNM						4.475% 01 Aug 2039						1,000,000												926,524
						MACH I						3.474% 15 Oct 2039						631,638												510,250
						MACQUARIE BANK LTD						1% 03 Mar 2036						634,000												460,975
						MACQUARIE GROUP LTD						1% 12 Jan 2027						1,050,000												913,364
						MARINER FINANCE ISSUANCE TRUST						1.86% 20 Mar 2036						1,240,000												1,055,123
						MARRIOTT INTERNATION						0% 19 Jan 2023						2,000,000												1,995,300
						MATTEL INC						3.375% 01 Apr 2026						846,000												779,792
						MKT 2020 525M MORTGAGE TRUST						1% 12 Feb 2040						355,000												215,368
						MORGAN STANLEY						4.35% 08 Sep 2026						1,340,000												1,304,075
						MORGAN STANLEY						1% 20 Apr 2028						610,000												580,281
						MORGAN STANLEY						1% 17 Jul 2026						415,000												408,418
						MORGAN STANLEY						1% 04 May 2027						180,000												158,191

534

---

						MORGAN STANLEY CAPITAL I TRUST						2.951% 15 May 2054						800,000												645,323
						MORGAN STANLEY CAPITAL I TRUST						1% 15 Jul 2051						370,000												331,825
						MSCG TRUST						1% 15 Oct 2037						370,118												359,605
						NATIONWIDE BLDG SOCIETY						4% 14 Sep 2026						1,040,000												951,018
						NATWEST GROUP PLC						1% 14 Jun 2027						770,000												668,183
						NATWEST GROUP PLC						1% 10 Nov 2026						560,000												583,817
						NAVIENT STUDENT LOAN TRUST						1% 27 Dec 2067						642,054												624,068
						NAVIENT STUDENT LOAN TRUST						1% 27 Dec 2067						900,000												841,681
						NAVIENT STUDENT LOAN TRUST						3.16% 15 Nov 2068						1,511,000												1,258,448
						NAVIENT STUDENT LOAN TRUST						1% 26 Aug 2069						2,700,000												2,677,255
						NAVIENT STUDENT LOAN TRUST						1% 26 Dec 2069						1,000,000												938,208
						NETFLIX INC						5.875% 15 Nov 2028						1,055,000												1,072,460
						NEW RESIDENTIAL MORTGAGE LOAN						1% 27 Mar 2062						2,500,000												1,831,690
						NEWELL BRANDS INC						4.7% 01 Apr 2026						664,000												628,224
						NISSAN MOTOR ACCEPTANCE						2.45% 15 Sep 2028						1,040,000												821,413
						NORDSTROM INC						4% 15 Mar 2027						204,000												169,687
						NOV INC						3.6% 01 Dec 2029						1,780,000												1,568,180
						NUTRIEN LTD						5.95% 07 Nov 2025						890,000												910,372
						O REILLY AUTOMOTIVE INC						4.35% 01 Jun 2028						930,000												904,946
						OMEGA HLTHCARE INVESTORS						4.75% 15 Jan 2028						405,000												373,653
						OMEGA HLTHCARE INVESTORS						3.625% 01 Oct 2029						1,130,000												930,566
						ONEMAIN DIRECT AUTO RECEIVABLE						5.07% 14 Jun 2029						1,500,000												1,435,586
						ONEMAIN FINANCIAL ISSUANCE TRU						3.14% 14 Oct 2036						1,850,000												1,650,908
						OVINTIV EXPLORATION INC						5.375% 01 Jan 2026						930,000												922,021
						OWL ROCK CORE INCOME COR						4.7% 08 Feb 2027						1,210,000												1,086,084
						PACIFIC GAS + ELECTRIC						2.1% 01 Aug 2027						2,080,000												1,782,498
						PARK AEROSPACE HOLDINGS						5.5% 15 Feb 2024						700,000												691,516
						PARKER HANNIFIN CORP						0% 23 Mar 2023						5,000,000												4,944,425
						PATTERSON UTI ENERGY INC						3.95% 01 Feb 2028						1,060,000												935,471
						PENSKE TRUCK LEASING CO LP / P						0% 06 Jan 2023						3,000,000												2,998,104
						PETROLEOS MEXICANOS						4.625% 21 Sep 2023						990,000												973,160
						PG+E WILDFIRE RECOVERY						5.099% 01 Jun 2054						1,400,000												1,335,488
						PIEDMONT OPERATING PARTN						2.75% 01 Apr 2032						1,060,000												743,410
						PIONEER AIRCRAFT FINANCE LIMIT						3.967% 15 Jun 2044						525,725												417,763
						PUGET ENERGY INC						3.65% 15 May 2025						1,400,000												1,337,252
						RAD CLO 12 LTD						1% 30 Oct 2034						2,000,000												1,921,582
						RENAISSANCERE HOLDINGS L						3.6% 15 Apr 2029						920,000												826,868
						REXFORD INDUSTRIAL REALT						2.125% 01 Dec 2030						482,000												377,054
						RPM INTERNATIONAL INC						3.75% 15 Mar 2027						851,000												793,711
						SAMMONS FINANCIAL GROUP						4.45% 12 May 2027						715,000												663,327
						SAMMONS FINANCIAL GROUP						3.35% 16 Apr 2031						1,570,000												1,188,584
						SANTANDER REVOLVING AUTO LOAN						2.8% 26 Jan 2032						373,000												348,291
						SANTANDER REVOLVING AUTO LOAN						3.45% 26 Jan 2032						473,000												430,093
						SANTANDER UK GROUP HLDGS						1% 11 Jan 2028						890,000												761,974
						SANTOS FINANCE LTD						3.649% 29 Apr 2031						620,000												495,814
						SEMPRA ENERGY						3.3% 01 Apr 2025						489,000												469,685
						SEQUOIA MORTGAGE TRUST						1% 25 Jun 2048						82,544												75,686

535

---

						SERVICE PROPERTIES TRUST						4.35% 01 Oct 2024						1,150,000												1,047,731
						SERVICEMASTER BRANDS						2.841% 30 Jan 2051						1,277,250												1,025,646
						SHELLPOINT CO ORIGINATOR TRUST						1% 25 Oct 2031						346,943												311,421
						SIGNAL PEAK CLO, LLC						1% 21 Jul 2034						2,000,000												1,938,400
						SIXTH STREET SPECIALTY						3.875% 01 Nov 2024						955,000												919,550
						SLAM 2021 1 LLC						2.434% 15 Jun 2046						719,523												593,367
						SLC STUDENT LOAN TRUST						1% 15 Feb 2045						394,831												350,277
						SLM STUDENT LOAN TRUST						1% 15 Jun 2038						79,746												73,589
						SLM STUDENT LOAN TRUST						1% 25 Oct 2040						322,617												289,316
						SMITHFIELD FOODS INC						4.25% 01 Feb 2027						1,100,000												1,009,272
						SMITHFIELD FOODS INC						2.625% 13 Sep 2031						1,005,000												721,570
						SOCIETE GENERALE						1% 19 Jan 2028						400,000												349,812
						SOUTHERN CO GAS CAPITAL						0% 05 Jan 2023						5,000,000												4,997,417
						SPIRE INC						0% 09 Jan 2023						2,000,000												1,997,889
						SPIRIT AIR 2015 1 PTT A						4.1% 01 Oct 2029						415,833												362,411
						SPIRIT REALTY LP						4% 15 Jul 2029						560,000												488,107
						SPIRIT REALTY LP						3.2% 15 Jan 2027						738,000												656,658
						SPIRIT REALTY LP						2.1% 15 Mar 2028						1,010,000												826,231
						SPRINT CAPITAL CORP						6.875% 15 Nov 2028						800,000												831,880
						SPRINT CAPITAL CORP						8.75% 15 Mar 2032						750,000												892,298
						STORE CAPITAL CORP						2.75% 18 Nov 2030						510,000												390,369
						SVB FINANCIAL GROUP						2.1% 15 May 2028						995,000												824,825
						SYNCHRONY FINANCIAL						4.5% 23 Jul 2025						928,000												892,597
						TARGA RESOURCES PARTNERS						6.875% 15 Jan 2029						910,000												919,164
						TECK RESOURCES LIMITED						3.9% 15 Jul 2030						1,170,000												1,052,743
						TEXAS ELECTRIC MKT STABL						5.167% 01 Feb 2052						880,000												868,173
						TIMKEN CO						4.5% 15 Dec 2028						1,010,000												961,803
						TRIBUTE RAIL LLC						4.76% 17 May 2052						1,182,227												1,112,686
						TRITON CONTAINER						2.05% 15 Apr 2026						1,020,000												889,409
						UNITED AIRLINES 2012 1 A						4.15% 11 Oct 2025						61,229												58,997
						UNITED MEXICAN STATES						4.5% 22 Apr 2029						920,000												880,201
						US 10YR ULTRA FUT MAR23						XCBT 20230322						1,900,000												(3,518)
						US 2YR NOTE (CBT) MAR23						XCBT 20230331						17,000,000												15,396
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						(1,600,000)												(243)
						US DOLLAR												1,661,732												1,661,732
						US LONG BOND(CBT) MAR23						XCBT 20230322						2,100,000												(37,218)
						US TREASURY N/B						2.125% 31 Mar 2024						900,000												871,770
						US TREASURY N/B						2.375% 15 May 2027						13,900,000												12,973,695
						US TREASURY N/B						1.875% 15 Feb 2032						5,600,000												4,767,875
						US TREASURY N/B						3% 15 Jul 2025						19,900,000												19,290,563
						US ULTRA BOND CBT MAR23						XCBT 20230322						(1,600,000)												40,532
						UTAH ACQUISITION SUB						3.95% 15 Jun 2026						1,625,000												1,520,561
						VALLEY NATIONAL BANCORP						1% 30 Sep 2032						1,940,000												1,860,402
						VERUS SECURITIZATION TRUST						1% 25 Mar 2060						83,374												81,642
						VF CORPORATION						0% 02 Feb 2023						5,000,000												4,978,356
						VITERRA FINANCE BV						3.2% 21 Apr 2031						620,000												467,120
						VOLKSWAGEN GROUP AMERICA						4.6% 08 Jun 2029						960,000												909,725

536

---

						VORNADO REALTY LP						2.15% 01 Jun 2026						685,000												580,510
						VW CR INC						0% 22 Feb 2023						5,000,000												4,964,972
						WACHOVIA STUDENT LOAN TRUST						1% 25 Apr 2040						1,954,958												1,767,039
						WARNERMEDIA HOLDINGS INC						3.755% 15 Mar 2027						980,000												884,960
						WASTE MANAGEMENT INC						0% 22 Feb 2023						4,000,000												3,971,689
						WAVE 2017 1 LLC						3.844% 15 Nov 2042						216,368												163,360
						WAVE USA						3.597% 15 Sep 2044						1,417,560												1,072,462
						WEIR GROUP PLC (THE)						2.2% 13 May 2026						1,105,000												983,174
						WELLS FARGO COMMERCIAL MORTGAG						1% 15 Jun 2051						540,000												496,482
						WELLS FARGO COMMERCIAL MORTGAG						4.556% 16 Jun 2051						140,000												121,529
						WELLS FARGO COMMERCIAL MORTGAG						4.244% 15 Mar 2052						523,000												470,778
						WELLS FARGO MORTGAGE BACKED SE						1% 25 Nov 2048						14,468												13,892
						WORKDAY INC						3.7% 01 Apr 2029						940,000												862,516
						WRKCO INC						3.375% 15 Sep 2027						885,000												815,050
						YARA INTERNATIONAL ASA						3.8% 06 Jun 2026						775,000												715,069
												Sub-Total: Fund 5748 12 of 15												Total						$	409,835,909

537

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						AERCAP IRELAND CAP/GLOBA						3.15% 15 Feb 2024						990,000												$	960,023
						AFFIRM INC						1.03% 17 Aug 2026						765,000												725,534
						AFFIRM INC						4.3% 17 May 2027						140,000												133,032
						AIB GROUP PLC						1% 14 Oct 2026						1,760,000												1,791,909
						AIR LEASE CORP						0.8% 18 Aug 2024						2,445,000												2,255,537
						AIR LEASE CORP						5.85% 15 Dec 2027						625,000												629,563
						AIRCASTLE LTD						2.85% 26 Jan 2028						1,080,000												885,028
						AKER BP ASA						3% 15 Jan 2025						405,000												384,005
						ALLY AUTO RECEIVABLES TRUST						5.07% 15 Apr 2027						440,000												441,277
						ALLY FINANCIAL INC						4.75% 09 Jun 2027						1,610,000												1,515,252
						ALLY FINANCIAL INC						7.1% 15 Nov 2027						1,095,000												1,118,269
						AMAZON.COM INC						4.55% 01 Dec 2027						2,505,000												2,501,518
						AMCOR FLEXIBLES NORTH AM						4% 17 May 2025						625,000												608,744
						AMERICAN CREDIT ACCEPTANCE REC						0.66% 13 Feb 2026						336,566												335,492
						AMERICAN CREDIT ACCEPTANCE REC						7.86% 15 Feb 2029						285,000												292,462
						AMERICAN ELECTRIC POWER						2.031% 15 Mar 2024						940,000												905,220
						AMERICAN EXPRESS CO						5.85% 05 Nov 2027						930,000												967,842
						AMERICAN HONDA FINANCE						0.65% 08 Sep 2023						1,525,000												1,480,516
						AMERICAN HONDA FINANCE						2.25% 12 Jan 2029						525,000												452,429
						AMERICREDIT AUTOMOBILE RECEIVA						4.38% 18 Apr 2028						605,000												592,822
						AMERICREDIT AUTOMOBILE RECEIVA						0.97% 18 Feb 2026						155,000												151,330
						AMERICREDIT AUTOMOBILE RECEIVA						1.41% 18 Aug 2027						950,000												860,209
						AMERICREDIT AUTOMOBILE RECEIVA						0.69% 19 Jan 2027						595,000												552,956
						AMERISOURCEBERGEN CORP						0.737% 15 Mar 2023						1,538,000												1,525,373
						AMGEN INC						4.05% 18 Aug 2029						2,145,000												2,013,361
						ANGLO AMERICAN CAPITAL						3.875% 16 Mar 2029						390,000												350,981
						ANTARES HOLDINGS						3.75% 15 Jul 2027						660,000												531,241
						APPLE INC						3.25% 08 Aug 2029						2,145,000												1,991,268
						APTIV PLC / APTIV CORP						2.396% 18 Feb 2025						2,360,000												2,226,212
						AQUA FINANCE TRUST						1.54% 17 Jul 2046						676,254												616,994
						ARCELORMITTAL SA						6.55% 29 Nov 2027						1,470,000												1,483,921
						ARES CAPITAL CORP						4.25% 01 Mar 2025						225,000												213,977
						ARES CAPITAL CORP						2.875% 15 Jun 2028						785,000												632,058
						ASSURANT INC						4.2% 27 Sep 2023						311,000												307,399
						ATHENE GLOBAL FUNDING						2.5% 24 Mar 2028						1,695,000												1,425,868
						AUTONATION INC						4.5% 01 Oct 2025						460,000												446,890
						AUTONATION INC						3.5% 15 Nov 2024						545,000												523,680
						AVENUE OF AMERICAS						1% 15 Oct 2038						2,450,000												2,272,273
						AVIATION CAPITAL GROUP						3.875% 01 May 2023						500,000												494,780
						AVIATION CAPITAL GROUP						4.375% 30 Jan 2024						1,045,000												1,020,422
						AVID AUTOMOBILE RECEIVABLES TR						0.61% 15 Jan 2025						70,931												70,724
						BACARDI LTD						4.45% 15 May 2025						1,065,000												1,034,850

538

---

						BAIN CAPITAL SPECIALTY F						2.55% 13 Oct 2026						1,010,000												832,240
						BANCO BILBAO VIZCAYA ARG						0.875% 18 Sep 2023						1,600,000												1,549,248
						BANCO SANTANDER SA						3.125% 23 Feb 2023						1,400,000												1,395,940
						BANCO SANTANDER SA						5.294% 18 Aug 2027						600,000												585,972
						BANK OF AMERICA CORP						1% 02 Apr 2026						1,555,000												1,485,616
						BANK OF AMERICA CORP						1% 10 Nov 2028						850,000												877,872
						BANK OF IRELAND GROUP						4.5% 25 Nov 2023						200,000												197,224
						BANK OF IRELAND GROUP						1% 30 Sep 2027						2,235,000												1,887,480
						BANK OF IRELAND GROUP						1% 16 Sep 2026						505,000												502,026
						BANK OF MONTREAL						4.7% 14 Sep 2027						1,415,000												1,402,973
						BANKERS HEALTHCARE GROUP SECUR						5.32% 17 Oct 2035						542,622												537,501
						BANQUE FED CRED MUTUEL						4.753% 13 Jul 2027						1,505,000												1,469,813
						BARCLAYS PLC						1% 09 Aug 2028						1,830,000												1,781,340
						BARCLAYS PLC						1% 02 Nov 2028						2,475,000												2,578,975
*						BARINGS BDC INC						3.3% 23 Nov 2026						385,000												325,175
						BAT CAPITAL CORP						2.789% 06 Sep 2024						75,000												71,849
						BAT INTL FINANCE PLC						4.448% 16 Mar 2028						3,125,000												2,895,844
						BB UBS TRUST						2.892% 05 Jun 2030						40,673												39,577
						BENCHMARK MORTGAGE TRUST						2.793% 15 Mar 2062						1,833,552												1,790,642
						BLACKSTONE HOLDINGS FINA						5.9% 03 Nov 2027						985,000												991,688
						BLACKSTONE PRIVATE CRE						2.625% 15 Dec 2026						1,515,000												1,256,299
						BLACKSTONE SECURED LEND						2.85% 30 Sep 2028						990,000												773,596
						BOC AVIATION USA CORP						1.625% 29 Apr 2024						665,000												631,637
						BOSTON PROPERTIES LP						6.75% 01 Dec 2027						305,000												315,449
						BPR TRUST						1% 15 Dec 2038						1,285,000												1,196,179
						BPR TRUST						1% 15 Apr 2037						660,000												649,922
						BPR TRUST						1% 15 May 2039						1,530,000												1,495,365
						BRITISH TELECOMMUNICATIO						4.5% 04 Dec 2023						665,000												659,547
						BROADCOM INC						4% 15 Apr 2029						815,000												743,247
						CANADIAN PACIFIC RAILWAY						1.35% 02 Dec 2024						1,740,000												1,623,490
						CAPITAL ONE FINANCIAL CO						1% 06 Dec 2024						700,000												670,488
						CAPITAL ONE FINANCIAL CO						1% 24 Jul 2026						2,130,000												2,091,468
						CARMAX AUTO OWNER TRUST						2.18% 15 Aug 2024						163,032												162,211
						CARVANA AUTO RECEIVABLES TRUST						0.75% 10 Mar 2028						159,367												147,038
						CARVANA AUTO RECEIVABLES TRUST						4.61% 10 Nov 2027						320,000												309,006
						CARVANA AUTO RECEIVABLES TRUST						1.72% 11 Sep 2028						540,000												516,467
						CARVANA AUTO RECEIVABLES TRUST						1.31% 11 Jan 2027						1,900,000												1,773,205
						CATERPILLAR FINL SERVICE						3.6% 12 Aug 2027						995,000												952,106
						CELANESE US HOLDINGS LLC						6.165% 15 Jul 2027						2,100,000												2,076,963
						CENTENE CORP						2.45% 15 Jul 2028						1,725,000												1,453,295
						CFCRE COMMERCIAL MORTGAGE TRUS						3.838% 10 Dec 2054						1,290,000												1,214,239
						CIG AUTO RECEIVABLES TRUST						0.69% 14 Apr 2025						375,083												369,805
						CIGNA GROUP/THE						3.75% 15 Jul 2023						460,000												456,610
						CITIGROUP COMMERCIAL MORTGAGE						1% 15 Oct 2038						2,450,000												2,323,842
						CITIGROUP INC						1% 08 Apr 2026						1,620,000												1,532,957
						CITIGROUP INC						1% 01 May 2025						645,000												604,113
						CITIZENS BANK NA/RI						1% 23 May 2025						1,525,000												1,493,387
						CNH INDUSTRIAL CAP LLC						5.45% 14 Oct 2025						1,025,000												1,033,415

539

---

						CNO GLOBAL FUNDING						2.65% 06 Jan 2029						1,740,000												1,476,721
						COMERICA BANK						2.5% 23 Jul 2024						1,530,000												1,469,657
						COMERICA INC						3.7% 31 Jul 2023						520,000												515,351
						COMM MORTGAGE TRUST						3.399% 05 Oct 2030						1,243,509												1,024,184
						COMM MORTGAGE TRUST						3.35% 10 Feb 2048						2,025,000												1,933,992
						CONTINENTAL RESOURCES						2.268% 15 Nov 2026						1,740,000												1,500,628
						CREDIT ACCEPTANCE AUTO LOAN TR						1.26% 15 Oct 2030						630,000												590,412
						CREDIT ACCEPTANCE AUTO LOAN TR						1% 15 May 2030						735,000												702,341
						CREDIT ACCEPTANCE AUTO LOAN TR						1.77% 17 Dec 2029						1,370,000												1,302,797
						CREDIT SUISSE GROUP AG						1% 11 Aug 2028						1,575,000												1,436,495
						CREDIT SUISSE MORTGAGE TRUST						3.953% 15 Sep 2037						1,405,000												1,260,172
						CREDIT SUISSE NEW YORK						5% 09 Jul 2027						1,905,000												1,738,751
						DELTA AIR LINES INC						2.9% 28 Oct 2024						1,735,000												1,646,411
						DEUTSCHE BANK NY						0.898% 28 May 2024						505,000												472,584
						DEUTSCHE BANK NY						5.371% 09 Sep 2027						1,290,000												1,299,533
						DIGITAL REALTY TRUST LP						5.55% 15 Jan 2028						1,230,000												1,240,271
						DOMINION ENERGY INC						1% 15 Aug 2024						795,000												766,197
						DRIVE AUTO RECEIVABLES TRUST						1.11% 15 May 2026						850,000												824,548
						DRIVE AUTO RECEIVABLES TRUST						0.58% 15 Dec 2025						903,345												892,779
						DRIVE AUTO RECEIVABLES TRUST						0.65% 15 Jul 2025						26,474												26,437
						DROP MORTGAGE TRUST 2021 FILE						1% 15 Oct 2043						1,725,000												1,646,113
						DT AUTO OWNER TRUST						3.28% 16 Mar 2026						319,721												315,417
						DT AUTO OWNER TRUST						6.74% 17 Jul 2028						1,080,000												1,095,114
						DT AUTO OWNER TRUST						1.47% 15 Jun 2026						735,000												711,975
						DT AUTO OWNER TRUST						1.5% 15 Sep 2027						695,000												641,246
						DTE ENERGY CO						1% 01 Nov 2024						1,860,000												1,830,686
						EBAY INC						5.95% 22 Nov 2027						1,210,000												1,246,590
						ECOLAB INC						5.25% 15 Jan 2028						820,000												837,138
						EDISON INTERNATIONAL						4.7% 15 Aug 2025						2,135,000												2,090,400
						EDISON INTERNATIONAL						6.95% 15 Nov 2029						525,000												550,898
						ELEMENT FLEET MANAGEMENT						3.85% 15 Jun 2025						1,045,000												994,924
						ENEL FINANCE INTL NV						6.8% 14 Oct 2025						1,790,000												1,845,025
						ENTERGY CORP						1.9% 15 Jun 2028						2,445,000												2,072,993
						EQT CORP						6.125% 01 Feb 2025						780,000												781,607
						EQUINOR ASA						2.875% 06 Apr 2025						1,655,000												1,587,592
						EVERSOURCE ENERGY						3.8% 01 Dec 2023						1,935,000												1,913,231
						EXETER AUTOMOBILE RECEIVABLES						1.05% 15 May 2026						1,315,000												1,283,551
						EXETER AUTOMOBILE RECEIVABLES						0.57% 15 Sep 2025						279,737												277,844
						EXETER AUTOMOBILE RECEIVABLES						4.33% 17 Feb 2026						851,000												842,418
						EXETER AUTOMOBILE RECEIVABLES						1.32% 15 Jul 2025						344,859												340,222
						EXETER AUTOMOBILE RECEIVABLES						4.86% 15 Dec 2026						1,105,000												1,086,727
						EXETER AUTOMOBILE RECEIVABLES						5.97% 15 Mar 2027						1,165,000												1,164,430
						EXETER AUTOMOBILE RECEIVABLES						3.28% 15 May 2025						174,244												173,353
						EXETER AUTOMOBILE RECEIVABLES						6.03% 16 Aug 2027						365,000												365,452
						EXTRA SPACE STORAGE LP						3.9% 01 Apr 2029						400,000												359,848
						EXXON MOBIL CORPORATION						2.992% 19 Mar 2025						1,630,000												1,572,249
						FANNIE MAE						1% 25 Sep 2041						171,270												168,914
						FANNIE MAE						1% 25 Sep 2041						387,368												383,242

540

---

						FANNIE MAE						1% 25 May 2040						471,392												465,975
						FANNIE MAE						7% 25 Mar 2045						430,989												449,727
						FANNIE MAE						1% 25 Nov 2033						330,997												329,914
						FANNIE MAE						1% 25 Oct 2040						81,428												80,269
						FANNIE MAE						5% 25 Jun 2040						375,601												379,467
						FANNIE MAE						1% 25 Dec 2040						197,382												195,496
						FANNIEMAE ACES						1% 25 Jan 2027						1,035,989												1,026,717
						FANNIEMAE WHOLE LOAN						6.5% 25 Dec 2045						433,078												442,577
						FEDERAL REALTY INVS TRST						3.95% 15 Jan 2024						2,205,000												2,177,041
						FERGUSON FINANCE PLC						4.25% 20 Apr 2027						925,000												876,734
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Oct 2026						1,119,975												1,115,798
						FHLMC MULTIFAMILY STRUCTURED P						1.766% 25 Feb 2025						18,382												18,382
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Jun 2027						365,419												359,191
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Jun 2027						274,858												271,586
						FHLMC STRUCTURED PASS THROUGH						1% 25 Jul 2044						520,174												520,739
*						FIDELITY NATL INFO SERV						4.5% 15 Jul 2025						2,115,000												2,077,459
						FIFTH THIRD BANCORP						1% 27 Oct 2028						1,995,000												2,056,665
						FIFTH THIRD BANK						1.8% 30 Jan 2023						2,300,000												2,293,583
						FLAGSHIP CREDIT AUTO TRUST						0.68% 16 Feb 2027						620,000												605,225
						FLAGSHIP CREDIT AUTO TRUST						6.32% 15 Jun 2027						1,670,000												1,684,773
						FLAGSHIP CREDIT AUTO TRUST						3.8% 15 Apr 2026						279,589												277,470
						FLAGSHIP CREDIT AUTO TRUST						0.93% 15 Jun 2027						570,000												546,249
						FLAGSHIP CREDIT AUTO TRUST						1.28% 16 Feb 2027						390,000												372,787
						FLEX LTD						6% 15 Jan 2028						605,000												606,839
						FNMA POOL 735697						1% 01 Jun 2035						1,114,894												1,107,778
						FNMA POOL 795297						1% 01 Jul 2044						35,902												35,349
						FORD CREDIT AUTO OWNER TRUST						4.52% 15 Apr 2025						1,265,000												1,259,240
						FORD MOTOR CREDIT CO LLC						2.3% 10 Feb 2025						1,710,000												1,553,963
						FORD MOTOR CREDIT CO LLC						3.81% 09 Jan 2024						375,000												365,228
						FREEDOM FINANCIAL						7.58% 18 Dec 2029						1,240,000												1,245,529
						FS KKR CAPITAL CORP						3.125% 12 Oct 2028						1,100,000												890,428
						FS KKR CAPITAL CORP						4.25% 14 Feb 2025						325,000												305,871
						GE CAPITAL FUNDING LLC						3.45% 15 May 2025						1,750,000												1,682,520
						GENERAL MOTORS						0.68% 15 Aug 2025						410,000												397,876
						GENERAL MOTORS FINL CO						6.05% 10 Oct 2025						1,840,000												1,873,709
						GLOBAL PAYMENTS INC						1.5% 15 Nov 2024						985,000												916,789
						GLP CAPITAL LP / FIN II						5.25% 01 Jun 2025						2,105,000												2,073,236
						GLS AUTO RECEIVABLES TRUST						0.82% 15 Apr 2025						85,677												85,559
						GLS AUTO RECEIVABLES TRUST						1.14% 17 Nov 2025						456,356												448,566
						GLS AUTO RECEIVABLES TRUST						0.78% 17 Nov 2025						580,000												564,954
						GM FINANCIAL SECURITIZED TERM						2.52% 16 May 2025						667,935												659,253
						GNMA II POOL 710074						1% 20 Apr 2061						5,848												5,763
						GNMA II POOL 791932						1% 20 Jan 2063						4,120												4,095
						GNMA II POOL AE0471						1% 20 May 2064						901,295												891,332
						GNMA II POOL AU3150						1% 20 Sep 2066						1,981,037												1,948,697
						GNMA II POOL AW1855						1% 20 Nov 2066						966,592												948,910
						GOLDMAN SACHS GROUP INC						1% 21 Oct 2027						875,000												764,768
						GOLDMAN SACHS GROUP INC						5.7% 01 Nov 2024						2,035,000												2,059,522

541

---

						GOLUB CAPITAL BDC						2.5% 24 Aug 2026						1,185,000												1,008,660
						GOVERNMENT NATIONAL MORTGAGE A						1% 16 Sep 2042						235,423												235,040
						GOVERNMENT NATIONAL MORTGAGE A						6% 16 Jun 2034						1,319,504												1,371,652
						GOVERNMENT NATIONAL MORTGAGE A						3.5% 20 Jan 2063						44,366												42,632
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Sep 2063						373,451												372,496
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Oct 2060						416,712												413,088
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Aug 2058						21,366												21,235
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Nov 2060						39,715												39,475
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Dec 2060						676,113												671,119
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Mar 2061						403,364												400,755
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jun 2061						255,839												253,901
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Sep 2061						191,888												190,829
						GOVERNMENT NATIONAL MORTGAGE A						3% 20 Dec 2061						17,376												16,779
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Mar 2062						172,803												172,012
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jul 2062						14,627												14,551
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Aug 2062						140,136												139,276
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Sep 2062						508,750												506,045
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Oct 2062						12,044												11,875
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Dec 2067						12,299												12,155
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Oct 2064						10,481												10,448
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 May 2067						514,064												510,190
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Apr 2065						1,195												1,181
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 May 2065						1,006,686												996,979
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Apr 2065						76,821												76,248
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jul 2065						10,036												9,931
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 May 2066						35,617												35,477
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Sep 2068						4,575,616												4,492,817
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Oct 2068						2,058,516												2,048,432
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Sep 2068						274,656												273,499
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Apr 2069						605,603												602,914
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Jan 2070						795,005												791,595
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						2,948,657												2,948,657
						GRAY OAK PIPELINE LLC						2.6% 15 Oct 2025						240,000												218,134
						GS MORTGAGE SECURITIES TRUST						2.954% 05 Nov 2034						1,295,000												1,125,503
						GS MORTGAGE SECURITIES TRUST						1% 05 Mar 2033						285,000												266,579
						HANESBRANDS INC						4.625% 15 May 2024						220,000												213,473
						HARLEY DAVIDSON FINL SER						3.35% 08 Jun 2025						550,000												515,658
						HARLEY DAVIDSON MOTORCYCLE TRU						1.87% 15 Oct 2024						57,393												57,240
						HARLEY DAVIDSON MOTORCYCLE TRU						2.45% 15 May 2025						236,299												234,049
						HERCULES CAPITAL INC						3.375% 20 Jan 2027						975,000												835,361
						HILTON GRAND VACATIONS TRUST						5.57% 25 Jan 2037						139,642												131,099
						HOME DEPOT INC						4% 15 Sep 2025						2,125,000												2,101,094
						HONEYWELL INTERNATIONAL						4.95% 15 Feb 2028						2,480,000												2,523,400
						HSBC HOLDINGS PLC						1% 12 Sep 2026						2,085,000												2,045,719
						HSBC HOLDINGS PLC						1% 11 Aug 2028						460,000												443,744
						HSBC HOLDINGS PLC						1% 03 Nov 2028						2,470,000												2,596,513
						HUDSON PACIFIC PROPERTIE						5.95% 15 Feb 2028						1,340,000												1,252,163
						HUNTINGTON NATIONAL BANK						5.65% 10 Jan 2030						1,770,000												1,782,779

542

---

						HYATT HOTELS CORP						5.625% 23 Apr 2025						220,000												218,539
						HYATT HOTELS CORP						1.3% 01 Oct 2023						1,490,000												1,444,942
						ILLUMINA INC						5.75% 13 Dec 2027						655,000												661,871
						ING GROEP NV						1% 01 Apr 2027						2,100,000												1,853,040
						JBS USA/FOOD/FINANCE						5.125% 01 Feb 2028						2,115,000												1,998,485
						JEFFERIES FIN LLC / JFIN						5% 15 Aug 2028						680,000												555,281
*						JPMORGAN CHASE + CO						1% 15 Dec 2025						3,795,000												3,793,748
						KEY BANK NA						5.85% 15 Nov 2027						2,225,000												2,294,331
						KIA CORP						2.375% 14 Feb 2025						875,000												815,518
						KOMATSU FINANCE AMERICA						5.499% 06 Oct 2027						490,000												498,707
						L3HARRIS TECH INC						3.85% 15 Jun 2023						1,440,000												1,429,661
						LEASEPLAN CORPORATION NV						2.875% 24 Oct 2024						1,340,000												1,260,752
						LLOYDS BANKING GROUP PLC						4.05% 16 Aug 2023						1,125,000												1,117,215
						LLOYDS BANKING GROUP PLC						1% 09 Jul 2025						670,000												649,505
						LLOYDS BANKING GROUP PLC						1% 18 Mar 2026						290,000												275,744
						MAIN STREET CAPITAL CORP						3% 14 Jul 2026						1,380,000												1,192,251
						MARLETTE FUNDING TRUST						5.18% 15 Nov 2032						559,432												554,551
						MARRIOTT INTERNATIONAL						4.15% 01 Dec 2023						1,400,000												1,385,342
						MARVELL TECHNOLOGY INC						4.2% 22 Jun 2023						865,000												859,637
						MASSACHUSETTS EDUCATIONAL FINA						3.85% 25 May 2033						268,480												244,965
*						MASSMUTUAL GLOBAL FUNDIN						5.05% 07 Dec 2027						2,260,000												2,288,069
						MERCURY FINANCIAL CREDIT CARD						2.5% 21 Sep 2026						1,610,000												1,491,641
						MICROCHIP TECHNOLOGY INC						2.67% 01 Sep 2023						1,120,000												1,097,947
						MICRON TECHNOLOGY INC						6.75% 01 Nov 2029						1,310,000												1,335,322
						MITSUBISHI UFJ FIN GRP						1% 19 Jan 2028						2,430,000												2,144,329
						MITSUBISHI UFJ FIN GRP						1% 13 Sep 2028						510,000												505,823
						MORGAN STANLEY						1% 21 Oct 2025						2,450,000												2,255,642
						MORGAN STANLEY BAML TRUST						3.277% 15 Oct 2030						1,546,396												1,245,991
						MORGAN STANLEY BAML TRUST						1% 15 Aug 2046						1,960,000												1,934,906
						MORGAN STANLEY DIRECT						4.5% 11 Feb 2027						715,000												661,618
						NATIONAL SECS CLEARING						5.1% 21 Nov 2027						1,740,000												1,751,693
						NATWEST GROUP PLC						1% 10 Nov 2026						1,235,000												1,287,525
						NAVIENT STUDENT LOAN TRUST						1.31% 15 Jan 2069						363,016												321,177
						NAVIENT STUDENT LOAN TRUST						1.17% 16 Sep 2069						130,890												118,473
						NAVIENT STUDENT LOAN TRUST						1.06% 15 Oct 2069						1,132,339												965,780
						NEW ECONOMY ASSETS PHASE 1 ISS						1.91% 20 Oct 2061						1,565,000												1,334,601
						NEXTERA ENERGY CAPITAL						4.255% 01 Sep 2024						1,725,000												1,704,542
						NEXTERA ENERGY CAPITAL						0.65% 01 Mar 2023						1,740,000												1,728,272
						NISSAN AUTO RECEIVABLES OWNER						4.5% 15 Aug 2025						1,350,000												1,341,461
						NUCOR CORP						3.95% 23 May 2025						735,000												719,624
						OFFICE PPTY INCOME TRST						2.4% 01 Feb 2027						1,050,000												770,028
						OFFICE PPTY INCOME TRST						4.5% 01 Feb 2025						610,000												552,373
						ONEMAIN DIRECT AUTO RECEIVABLE						1% 14 Mar 2029						1,935,000												1,940,830
						ONEOK INC						2.2% 15 Sep 2025						1,670,000												1,531,624
						OPEN TEXT CORP						6.9% 01 Dec 2027						550,000												554,796
						OPG TRUST						1% 15 Oct 2036						1,912,194												1,824,800
						ORIX CORP						3.25% 04 Dec 2024						425,000												409,330
						OWL ROCK CAPITAL CORP						3.75% 22 Jul 2025						415,000												384,560

543

---

						OWL ROCK CAPITAL CORP						4.25% 15 Jan 2026						295,000												272,279
						OWL ROCK CORE INCOME COR						5.5% 21 Mar 2025						755,000												733,445
						OWL ROCK CORE INCOME COR						7.75% 16 Sep 2027						300,000												298,728
						OWL ROCK TECHNOLOGY FINA						4.75% 15 Dec 2025						1,635,000												1,493,965
						PACCAR FINANCIAL CORP						1.9% 07 Feb 2023						1,355,000												1,351,071
						PACIFIC GAS + ELECTRIC						3.25% 16 Feb 2024						1,550,000												1,509,948
						PENFED AUTO RECEIVABLES OWNER						4.18% 15 Dec 2028						440,000												432,488
						PHILIP MORRIS INTL INC						5.625% 17 Nov 2029						675,000												688,048
						PIONEER NATURAL RESOURCE						0.55% 15 May 2023						1,035,000												1,017,747
						PLANET FITNESS MASTER ISSUER L						4.666% 05 Sep 2048						1,393,163												1,286,824
						PNC FINANCIAL SERVICES						1% 28 Oct 2025						2,455,000												2,486,007
						PNC FINANCIAL SERVICES						1% 02 Dec 2028						1,200,000												1,208,940
						PRESTIGE AUTO RECEIVABLES TRUS						1.53% 15 Feb 2028						785,000												713,768
						PRESTIGE AUTO RECEIVABLES TRUS						1.31% 16 Nov 2026						1,020,789												1,013,335
						PROSUS NV						3.257% 19 Jan 2027						1,370,000												1,235,726
						PUBLIC SERVICE ENTERPRIS						5.85% 15 Nov 2027						620,000												639,549
						RAYTHEON TECH CORP						3.2% 15 Mar 2024						1,775,000												1,737,051
						RGA GLOBAL FUNDING						2.7% 18 Jan 2029						1,330,000												1,133,426
						ROCKETMTGE CO ISSUER INC						2.875% 15 Oct 2026						2,460,000												2,120,840
						ROYAL BANK OF CANADA						1% 19 Jan 2024						1,820,000												1,806,532
						ROYAL BANK OF CANADA						6% 01 Nov 2027						1,645,000												1,715,620
						RYDER SYSTEM INC						3.75% 09 Jun 2023						440,000												436,753
						RYDER SYSTEM INC						4.625% 01 Jun 2025						1,100,000												1,078,473
						S JETS LIMITED						3.967% 15 Aug 2042						472,462												366,163
						SANTANDER CONSUMER AUTO RECEIV						3.71% 17 Feb 2026						495,000												489,284
						SANTANDER DRIVE AUTO RECEIVABL						4.13% 16 Aug 2027						1,305,000												1,272,702
						SANTANDER DRIVE AUTO RECEIVABL						1.12% 15 Jan 2026						599,847												594,406
						SANTANDER DRIVE AUTO RECEIVABL						1.01% 15 Jan 2026						228,900												226,022
						SANTANDER DRIVE AUTO RECEIVABL						5.75% 15 Apr 2027						375,000												377,390
						SANTANDER DRIVE AUTO RECEIVABL						4.43% 15 Mar 2027						625,000												608,829
						SANTANDER HOLDINGS USA						3.45% 02 Jun 2025						1,300,000												1,238,484
						SANTANDER HOLDINGS USA						1% 09 Sep 2026						715,000												708,544
						SANTANDER UK GROUP HLDGS						1% 15 Mar 2025						3,500,000												3,276,840
						SEAGATE HDD CAYMAN						4.875% 01 Mar 2024						415,000												407,422
						SEMPRA ENERGY						3.7% 01 Apr 2029						545,000												498,659
						SKYWORKS SOLUTIONS INC						0.9% 01 Jun 2023						1,745,000												1,709,280
						SOCIAL PROFESSIONAL LOAN PROGR						2.72% 26 Nov 2040						14,363												14,263
						SOCIAL PROFESSIONAL LOAN PROGR						1% 25 Jan 2039						7,349												7,281
						SOCIAL PROFESSIONAL LOAN PROGR						2.95% 25 Feb 2042						24,679												23,724
						SOCIETE GENERALE						4.677% 15 Jun 2027						905,000												883,253
						SONOCO PRODUCTS CO						1.8% 01 Feb 2025						2,420,000												2,251,810
						SOUTHWEST AIRLINES CO						5.25% 04 May 2025						835,000												838,348
						SPGN TFLM MORTGAGE TRUST						1% 15 Feb 2039						1,585,000												1,522,591
						STANDARD CHARTERED PLC						1% 12 Jan 2028						630,000												547,407
						STANDARD CHARTERED PLC						1% 16 Nov 2025						730,000												753,287
						STARWOOD PROPERTY TRUST						5.5% 01 Nov 2023						1,000,000												993,410
						STARWOOD PROPERTY TRUST						3.75% 31 Dec 2024						1,380,000												1,306,184
*						STATE STREET CORP						1% 04 Nov 2028						430,000												444,968

544

---

						STELLANTIS FIN US INC						5.625% 12 Jan 2028						1,245,000												1,237,791
						SYNCHRONY BANK						5.4% 22 Aug 2025						1,085,000												1,071,329
						SYNCHRONY FINANCIAL						4.875% 13 Jun 2025						1,561,000												1,523,926
						TAKE TWO INTERACTIVE SOF						3.3% 28 Mar 2024						2,120,000												2,070,116
						TARGA RESOURCES CORP						5.2% 01 Jul 2027						630,000												619,788
						TEVA PHARMACEUTICAL INDU						4.75% 09 May 2027						825,000												746,790
						THERMO FISHER SCIENTIFIC						4.8% 21 Nov 2027						2,500,000												2,516,450
						TOYOTA AUTO RECEIVABLES OWNER						1.92% 16 Jan 2024						239,827												239,324
						TOYOTA MOTOR CREDIT CORP						5.45% 10 Nov 2027						1,725,000												1,767,487
						TRANSCANADA PIPELINES						1% 12 Oct 2024						3,490,000												3,233,694
						TRUIST FINANCIAL CORP						1% 28 Jul 2026						2,120,000												2,087,055
						UBS BARCLAYS COMMERCIAL MORTGA						3.184% 10 Mar 2046						4,623												4,612
						UNICREDIT SPA						1% 22 Sep 2026						1,425,000												1,261,296
						UNITED AIRLINES INC						4.375% 15 Apr 2026						405,000												376,326
						UNITED AUTO CREDIT SECURITIZAT						5.81% 10 May 2027						815,000												806,002
						US BANCORP						1% 22 Jul 2028						2,120,000												2,068,887
						US BANK NA CINCINNATI						1.95% 09 Jan 2023						2,295,000												2,293,875
						US DOLLAR												—												0
						US TREASURY N/B						0.25% 31 Oct 2025						6,680,000												5,978,600
						US TREASURY N/B						0.375% 30 Nov 2025						9,940,000												8,899,406
						US TREASURY N/B						0.625% 31 Jul 2026						23,135,000												20,461,823
						US TREASURY N/B						2.625% 31 May 2027						2,165,000												2,043,557
						US TREASURY N/B						3.25% 30 Jun 2027						24,670,000												23,887,498
						US TREASURY N/B						3.125% 31 Aug 2027						8,860,000												8,537,441
						US TREASURY N/B						4.125% 30 Sep 2027						31,110,000												31,277,703
						US TREASURY N/B						4.375% 31 Oct 2024						23,295,000												23,237,672
						US TREASURY N/B						3.875% 30 Nov 2027						10,725,000												10,686,457
						VMWARE INC						4.65% 15 May 2027						1,335,000												1,291,426
						VMWARE INC						0.6% 15 Aug 2023						1,965,000												1,909,725
						VOLKSWAGEN GROUP AMERICA						4.35% 08 Jun 2027						510,000												490,023
						WALGREENS BOOTS ALLIANCE						0.95% 17 Nov 2023						1,565,000												1,509,192
						WELLS FARGO + COMPANY						1% 25 Apr 2026						1,865,000												1,810,915
						WELLS FARGO + COMPANY						1% 15 Aug 2026						2,010,000												1,972,534
						WESTERN DIGITAL CORP						2.85% 01 Feb 2029						305,000												235,878
						WESTERN UNION CO/THE						4.25% 09 Jun 2023						575,000												571,211
						WESTLAKE AUTOMOBILE RECEIVABLE						2.01% 15 Jul 2025						365,473												362,077
						WESTLAKE AUTOMOBILE RECEIVABLE						0.62% 15 Jul 2026						425,000												409,886
						WESTLAKE AUTOMOBILE RECEIVABLE						1.58% 15 Jan 2027						1,920,000												1,795,865
						WESTPAC BANKING CORP						5.457% 18 Nov 2027						2,450,000												2,506,938
						WORLD OMNI AUTO RECEIVABLES TR						1.96% 16 Dec 2024						677,290												672,935
						WORLD OMNI AUTO RECEIVABLES TR						1.1% 15 Apr 2025						3,260,783												3,211,887
						WORLD OMNI AUTOMOBILE LEASE SE						3.21% 18 Feb 2025						415,000												405,231
						WORLD OMNI SELECT AUTO TRUST						0.55% 15 Jul 2025						194,378												192,785
						WORLD OMNI SELECT AUTO TRUST						0.85% 16 Aug 2027						675,000												612,410
												Sub-Total: Fund 5749 13 of 15												Total						$	502,074,875

545

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						ABBVIE INC						2.6% 21 Nov 2024						1,239,000												$	1,186,789
						ABU DHABI CRUDE OIL						3.65% 02 Nov 2029						1,882,000												1,760,818
						ALLY AUTO RECEIVABLES TRUST						1.84% 17 Jun 2024						84,035												83,919
						ALLY AUTO RECEIVABLES TRUST						1.92% 15 Jan 2025						619,000												611,888
						ALLY FINANCIAL INC						7.1% 15 Nov 2027						1,248,000												1,274,520
						AMAZON.COM INC						4.55% 01 Dec 2027						2,916,000												2,911,947
						AMAZON.COM INC						4.7% 01 Dec 2032						225,000												224,379
						AMEREN CORP						2.5% 15 Sep 2024						549,000												524,893
						AMERICA MOVIL SAB DE CV						3.625% 22 Apr 2029						1,464,000												1,336,193
						AMERICAN ELECTRIC POWER						0.75% 01 Nov 2023						681,000												657,185
						AMERICAN INTL GROUP						2.5% 30 Jun 2025						996,000												939,168
						AMERICREDIT AUTOMOBILE RECEIVA						0.37% 18 Aug 2025						1,228,503												1,204,558
						AMERICREDIT AUTOMOBILE RECEIVA						0.66% 18 Dec 2024						280,741												279,591
						AMERICREDIT AUTOMOBILE RECEIVA						0.76% 18 Aug 2026						670,000												640,223
						ANGLO AMERICAN CAPITAL						2.875% 17 Mar 2031						1,936,000												1,590,831
						ARCELORMITTAL SA						6.55% 29 Nov 2027						1,857,000												1,874,586
						ARCELORMITTAL SA						6.8% 29 Nov 2032						400,000												398,924
						AT+T INC						4.3% 15 Feb 2030						3,300,000												3,112,956
						ATHENE GLOBAL FUNDING						2.673% 07 Jun 2031						902,000												697,850
						BANK						2.144% 15 Apr 2063						450,000												368,252
						BANK						2.851% 17 Oct 2052						833,000												719,614
						BANK OF AMERICA CORP						1% 29 Apr 2031						1,471,000												1,203,499
						BANK OF AMERICA CORP						1% 21 Jul 2032						3,058,000												2,358,452
						BANK OF AMERICA CORP						1% 10 Nov 2028						2,357,000												2,434,286
						BANK OF AMERICA CREDIT CARD TR						0.34% 15 May 2026						886,000												845,921
						BANK OF NOVA SCOTIA						5.25% 06 Dec 2024						2,020,000												2,024,848
						BARCLAYS PLC						1% 02 Nov 2028						2,604,000												2,713,394
						BENCHMARK MORTGAGE TRUST						2.732% 15 Feb 2053						125,000												107,251
						BENCHMARK MORTGAGE TRUST						2.289% 15 Mar 2053						884,000												733,977
						BENCHMARK MORTGAGE TRUST						1.85% 15 Sep 2053						1,429,000												1,144,096
						BENCHMARK MORTGAGE TRUST						2.034% 15 Oct 2053						1,014,000												815,645
						BENCHMARK MORTGAGE TRUST						1.973% 15 Jan 2054						1,333,000												1,059,764
						BENCHMARK MORTGAGE TRUST						2.577% 15 Apr 2054						153,000												126,870
						BENCHMARK MORTGAGE TRUST						2.223% 15 Aug 2054						290,000												231,368
						BENCHMARK MORTGAGE TRUST						2.39% 15 Jul 2054						168,000												136,258
						BENCHMARK MORTGAGE TRUST						1.977% 17 Dec 2053						2,357,000												1,878,350
						BMW VEHICLE OWNER TRUST						0.62% 26 Apr 2027						1,883,000												1,804,328
						BOEING CO						5.15% 01 May 2030						1,058,000												1,034,893
						CAPITAL ONE MULTI ASSET EXECUT						1.39% 15 Jul 2030						1,394,000												1,164,986
						CAPITAL ONE MULTI ASSET EXECUT						2.8% 15 Mar 2027						424,000												406,433
						CAPITAL ONE MULTI ASSET EXECUT						3.49% 15 May 2027						1,580,000												1,533,930
						CAPITAL ONE PRIME AUTO RECEIVA						1.92% 15 May 2024						35,146												35,084

546

---

						CAPITAL ONE PRIME AUTO RECEIVA						0.77% 15 Sep 2026						1,168,000												1,099,178
						CARMAX AUTO OWNER TRUST						0.77% 16 Mar 2026						1,803,000												1,710,487
						CARMAX AUTO OWNER TRUST						0.34% 15 Dec 2025						771,006												742,210
						CARMAX AUTO OWNER TRUST						0.53% 15 Oct 2026						1,370,000												1,253,553
						CARMAX AUTO OWNER TRUST						1.47% 15 Dec 2026						1,377,000												1,305,955
						CARMAX AUTO OWNER TRUST						0.55% 15 Jun 2026						2,070,000												1,967,054
						CARMAX AUTO OWNER TRUST						0.56% 15 Sep 2026						862,000												814,164
						CARVANA AUTO RECEIVABLES TRUST						0.7% 10 Nov 2026						862,000												801,369
						CARVANA AUTO RECEIVABLES TRUST						1.03% 10 Jun 2027						746,000												648,610
						CELANESE US HOLDINGS LLC						6.379% 15 Jul 2032						350,000												335,363
						CENTENE CORP						2.45% 15 Jul 2028						1,319,000												1,111,244
						CHARTER COMM OPT LLC/CAP						5.05% 30 Mar 2029						1,361,000												1,281,068
						CHASE ISSUANCE TRUST						3.97% 15 Sep 2027						1,131,000												1,107,534
						CHEVRON USA INC						3.9% 15 Nov 2024						508,000												499,648
						CITIGROUP COMMERCIAL MORTGAGE						1% 10 Dec 2049						516,000												484,649
						CITIGROUP COMMERCIAL MORTGAGE						3.154% 15 Nov 2049						342,000												314,657
						CITIGROUP COMMERCIAL MORTGAGE						3.102% 15 Dec 2072						150,000												130,502
						CITIGROUP COMMERCIAL MORTGAGE						3.778% 10 Sep 2058						90,000												85,818
						CITIGROUP INC						1% 03 Jun 2031						1,045,000												846,993
						CITIGROUP INC						1% 24 May 2033						2,383,000												2,241,140
						CITIGROUP INC						1% 29 Sep 2026						928,000												931,239
						CITIGROUP INC						1% 17 Nov 2033						721,000												747,554
						COMM MORTGAGE TRUST						3.774% 10 Oct 2048						521,000												495,997
						CONSOLIDATED EDISON INC						0.65% 01 Dec 2023						1,407,000												1,351,494
						CONTINENTAL RESOURCES						4.5% 15 Apr 2023						571,000												569,179
						CREDIT SUISSE NEW YORK						4.75% 09 Aug 2024						1,544,000												1,475,585
						CSAIL COMMERCIAL MORTGAGE TRUS						3.329% 15 Jun 2052						978,000												865,778
						CSAIL COMMERCIAL MORTGAGE TRUS						3.502% 15 Nov 2049						293,000												272,267
						DAIMLER TRUCK FINAN NA						2.375% 14 Dec 2028						1,705,000												1,436,838
						DCP MIDSTREAM OPERATING						5.375% 15 Jul 2025						1,176,000												1,165,839
						DCP MIDSTREAM OPERATING						5.125% 15 May 2029						2,047,000												1,979,633
						DCP MIDSTREAM OPERATING						5.625% 15 Jul 2027						1,649,000												1,641,134
						DIAMONDBACK ENERGY INC						6.25% 15 Mar 2033						1,750,000												1,782,585
						DIGITAL REALTY TRUST LP						5.55% 15 Jan 2028						541,000												545,517
						DISCOVER CARD EXECUTION NOTE T						1.03% 15 Sep 2028						1,148,000												1,016,008
						DISCOVER CARD EXECUTION NOTE T						3.56% 15 Jul 2027						2,120,000												2,054,956
						DNB BANK ASA						1% 30 Sep 2025						470,000												432,099
						DOMINION ENERGY INC						3.9% 01 Oct 2025						466,000												454,555
						DOMINION ENERGY INC						2.45% 15 Jan 2023						316,000												315,453
						DOMINION ENERGY INC						5.375% 15 Nov 2032						1,249,000												1,245,465
						DTE ENERGY CO						2.529% 01 Oct 2024						553,000												528,109
						DTE ENERGY CO						1% 01 Nov 2024						2,427,000												2,388,750
						DUKE ENERGY CORP						2.65% 01 Sep 2026						2,017,000												1,865,422
						EDISON INTERNATIONAL						5.75% 15 Jun 2027						1,345,000												1,350,999
						EDISON INTERNATIONAL						6.95% 15 Nov 2029						1,330,000												1,395,609
						ENEL FINANCE AMERICA LLC						7.1% 14 Oct 2027						1,342,000												1,394,794
						ENEL FINANCE INTL NV						1.375% 12 Jul 2026						650,000												562,198

547

---

						ENEL FINANCE INTL NV						6.8% 14 Oct 2025						2,034,000												2,096,525
						ENERGY TRANSFER LP						3.6% 01 Feb 2023						30,000												29,939
						ENERGY TRANSFER LP						5.75% 15 Feb 2033						1,445,000												1,423,874
						ENERGY TRANSFER LP						4% 01 Oct 2027						1,613,000												1,510,945
						EVERSOURCE ENERGY						2.9% 01 Mar 2027						1,191,000												1,098,400
						EXPORT IMPORT BANK KOREA						4% 15 Sep 2024						75,000												73,777
						EXPORT IMPORT BANK KOREA						4.25% 15 Sep 2027						1,450,000												1,417,013
						FANNIE MAE						4% 25 Apr 2041						320,801												314,741
						FANNIE MAE						1.625% 07 Jan 2025						1,600,000												1,512,176
						FANNIE MAE						2.625% 06 Sep 2024						930,000												902,621
						FED HM LN PC POOL G67710						3.5% 01 Mar 2048						411,818												384,399
						FED HM LN PC POOL QA4675						3% 01 Nov 2049						340,867												303,061
						FED HM LN PC POOL QA6370						3% 01 Jan 2050						510,651												454,015
						FED HM LN PC POOL QA6505						3% 01 Jan 2050						436,811												388,365
						FED HM LN PC POOL QA6518						3% 01 Jan 2050						384,970												343,661
						FED HM LN PC POOL QA7075						3% 01 Feb 2050						1,816,847												1,621,891
						FED HM LN PC POOL QB5146						2% 01 Nov 2050						449,479												368,493
						FED HM LN PC POOL QC0887						2% 01 Apr 2051						1,002,034												816,234
						FED HM LN PC POOL QC3428						2.5% 01 Jun 2051						154,378												130,859
						FED HM LN PC POOL QC4959						2% 01 Aug 2051						1,365,875												1,113,694
						FED HM LN PC POOL QC5978						2.5% 01 Aug 2051						1,993,280												1,695,470
						FED HM LN PC POOL QC8477						2% 01 Oct 2051						315,912												257,561
						FED HM LN PC POOL QD6542						2.5% 01 Feb 2052						831,497												707,983
						FED HM LN PC POOL QD6543						2.5% 01 Feb 2052						1,718,514												1,459,422
						FED HM LN PC POOL QD6813						2.5% 01 Feb 2052						1,230,023												1,045,617
						FED HM LN PC POOL QU7450						2.5% 01 Jul 2050						179,953												151,422
						FED HM LN PC POOL RA2457						3% 01 Apr 2050						83,047												74,207
						FED HM LN PC POOL RA3078						3% 01 Jul 2050						1,390,922												1,241,410
						FED HM LN PC POOL RA3575						2% 01 Sep 2050						933,771												765,379
						FED HM LN PC POOL RA3808						2% 01 Oct 2050						1,111,529												907,534
						FED HM LN PC POOL RA5257						2% 01 May 2051						2,778,377												2,265,730
						FED HM LN PC POOL RA5286						2.5% 01 May 2051						1,663,867												1,414,320
						FED HM LN PC POOL RA6333						2% 01 Nov 2051						3,549,058												2,893,246
						FED HM LN PC POOL RA6499						2% 01 Dec 2051						827,460												675,055
						FED HM LN PC POOL RA6509						2% 01 Dec 2051						1,191,787												975,202
						FED HM LN PC POOL RA7485						4% 01 Jun 2052						3,271,876												3,070,404
						FED HM LN PC POOL RA8070						4.5% 01 Nov 2052						1,988,848												1,916,410
						FED HM LN PC POOL RA8071						5% 01 Oct 2052						898,505												886,041
						FED HM LN PC POOL RB5154						2.5% 01 Apr 2042						2,043,726												1,779,408
						FED HM LN PC POOL RC1914						2% 01 Jun 2036						533,114												476,101
						FED HM LN PC POOL SD0185						3% 01 Dec 2049						463,635												415,507
						FED HM LN PC POOL SD0748						2.5% 01 Nov 2051						2,653,129												2,277,010
						FED HM LN PC POOL SD0895						2% 01 Feb 2052						4,392,923												3,593,226
						FED HM LN PC POOL SD0934						2% 01 Apr 2051						600,486												490,187
						FED HM LN PC POOL SD1068						3.5% 01 Jan 2051						2,836,990												2,625,950
						FED HM LN PC POOL SD1143						4.5% 01 Sep 2050						1,235,438												1,210,840

548

---

						FED HM LN PC POOL SD7501						4% 01 Jul 2049						2,520,732												2,423,994
						FED HM LN PC POOL SD7518						3% 01 Jun 2050						1,983,810												1,775,123
						FED HM LN PC POOL SD7526						2.5% 01 Oct 2050						6,264,494												5,392,421
						FED HM LN PC POOL ZM4518						3.5% 01 Oct 2047						162,891												151,899
						FED HM LN PC POOL ZS4577						3.5% 01 Aug 2044						842,384												786,353
						FED HM LN PC POOL ZT0511						3% 01 Aug 2048						698,764												630,959
						FED HM LN PC POOL ZT0538						3.5% 01 Mar 2048						933,924												870,901
						FEDEX CORP						2.4% 15 May 2031						666,000												538,787
						FHLMC MULTIFAMILY STRUCTURED P						3.194% 25 Jul 2027						762,000												722,962
						FHLMC MULTIFAMILY STRUCTURED P						3.244% 25 Aug 2027						340,000												323,151
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Nov 2027						100,000												95,164
						FHLMC MULTIFAMILY STRUCTURED P						3.9% 25 Apr 2028						1,470,000												1,434,187
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Jul 2028						219,000												213,296
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Oct 2028						217,000												211,578
						FHLMC MULTIFAMILY STRUCTURED P						3.505% 25 Mar 2029						663,000												628,127
						FHLMC MULTIFAMILY STRUCTURED P						2.785% 25 Jun 2029						913,000												826,570
						FHLMC MULTIFAMILY STRUCTURED P						1.639% 25 Jan 2030						568,000												471,483
						FIRSTENERGY TRANSMISSION						4.35% 15 Jan 2025						3,045,000												2,962,511
						FIRSTENERGY TRANSMISSION						2.866% 15 Sep 2028						735,000												645,580
						FNMA POOL AS6973						3% 01 Apr 2036						157,183												144,949
						FNMA POOL AT2032						3.5% 01 Apr 2043						86,631												81,096
						FNMA POOL BE3667						3.5% 01 Jun 2047						70,058												65,331
						FNMA POOL BF0278						3.5% 01 May 2042						249,167												233,361
						FNMA POOL BF0451						3.5% 01 Jun 2041						1,956,172												1,832,014
						FNMA POOL BK0436						3% 01 Dec 2049						142,247												127,482
						FNMA POOL BM4830						1% 01 Feb 2047						418,678												390,812
						FNMA POOL BM6152						1% 01 Jun 2044						618,723												579,192
						FNMA POOL BM6785						1% 01 Aug 2043						85,724												80,247
						FNMA POOL BM7041						1% 01 Feb 2046						269,073												251,881
						FNMA POOL BO5032						3% 01 Dec 2049						27,146												24,329
						FNMA POOL BP4938						3% 01 May 2050						420,842												375,758
						FNMA POOL BP5474						2.5% 01 Jun 2050						672,106												571,707
						FNMA POOL BP5482						2.5% 01 Jun 2050						1,045,165												889,039
						FNMA POOL BP5502						2.5% 01 Jun 2050						282,471												240,276
						FNMA POOL BP5576						2.5% 01 Jun 2050						1,107,630												942,379
						FNMA POOL BP8762						2.5% 01 Jul 2050						720,328												612,725
						FNMA POOL BP9537						2.5% 01 Jul 2050						1,590,301												1,352,447
						FNMA POOL BQ0212						2.5% 01 Aug 2050						805,854												685,176
						FNMA POOL BR3314						2.5% 01 Mar 2051						460,699												390,513
						FNMA POOL BR9127						2.5% 01 May 2051						522,225												442,666
						FNMA POOL BT1335						2.5% 01 Jul 2051						351,266												297,752
						FNMA POOL BT7309						2% 01 Sep 2051						368,314												300,029
						FNMA POOL BT8460						2.5% 01 Sep 2051						25,119												20,972
						FNMA POOL BV9931						4% 01 Jun 2052						3,522,461												3,304,310
						FNMA POOL BW9898						4.5% 01 Oct 2052						2,177,677												2,104,168
						FNMA POOL CA0660						4% 01 Nov 2047						2,060,989												1,989,640

549

---

						FNMA POOL CA3809						3% 01 Jul 2049						367,740												329,568
						FNMA POOL CA4263						3% 01 Oct 2034						553,714												522,331
						FNMA POOL CA4536						3% 01 Nov 2049						121,382												107,921
						FNMA POOL CA4657						3.5% 01 Oct 2048						666,955												621,956
						FNMA POOL CA4860						3% 01 Dec 2049						1,094,326												972,962
						FNMA POOL CA4881						2.5% 01 Dec 2034						2,516,036												2,318,645
						FNMA POOL CA5220						3% 01 Feb 2050						1,414,354												1,249,484
						FNMA POOL CA5659						2.5% 01 May 2050						2,266,185												1,928,506
						FNMA POOL CA6847						2.5% 01 Aug 2035						1,194,316												1,098,579
						FNMA POOL CA6937						3% 01 Sep 2050						1,509,776												1,341,149
						FNMA POOL CA7009						2.5% 01 Sep 2050						2,179,172												1,833,661
						FNMA POOL CA7087						4.5% 01 Sep 2050						534,251												520,774
						FNMA POOL CA7144						2.5% 01 Sep 2035						1,151,609												1,059,296
						FNMA POOL CA9007						4.5% 01 Feb 2051						196,929												191,961
						FNMA POOL CA9306						3% 01 Feb 2051						1,085,783												959,861
						FNMA POOL CB0982						2% 01 Jul 2051						697,073												569,566
						FNMA POOL CB1146						3% 01 Jul 2051						329,842												290,446
						FNMA POOL CB1279						2.5% 01 Aug 2051						255,570												217,803
						FNMA POOL CB1382						2.5% 01 Aug 2051						2,477,086												2,118,474
						FNMA POOL CB1620						2% 01 Sep 2051						3,044,800												2,482,592
						FNMA POOL CB1782						2% 01 Oct 2051						4,167,404												3,397,752
						FNMA POOL CB2275						2.5% 01 Dec 2051						1,681,029												1,428,499
						FNMA POOL CB2610						2% 01 Jan 2052						3,274,748												2,669,634
						FNMA POOL CB2835						2% 01 Feb 2052						2,648,243												2,179,494
						FNMA POOL CB2927						2% 01 Feb 2052						2,129,022												1,734,956
						FNMA POOL CB3152						2% 01 Mar 2052						4,809,501												3,926,055
						FNMA POOL CB3559						2% 01 Apr 2052						360,254												294,080
						FNMA POOL CB3768						3.5% 01 Jun 2052						1,881,083												1,711,509
						FNMA POOL FM1205						1% 01 Jul 2049						179,534												160,898
						FNMA POOL FM1325						1% 01 Aug 2034						298,631												281,705
						FNMA POOL FM1873						1% 01 Nov 2049						624,572												555,305
						FNMA POOL FM2801						1% 01 Mar 2050						903,025												802,877
						FNMA POOL FM3118						1% 01 May 2050						95,221												85,239
						FNMA POOL FM3951						1% 01 Jul 2050						194,886												174,320
						FNMA POOL FM4279						1% 01 Sep 2050						1,461,723												1,193,683
						FNMA POOL FM4443						1% 01 Sep 2050						352,383												315,196
						FNMA POOL FM4523						1% 01 Oct 2050						379,328												311,216
						FNMA POOL FM5410						1% 01 Dec 2050						792,797												647,174
						FNMA POOL FM6128						1% 01 Feb 2051						1,137,219												966,067
						FNMA POOL FM6471						1% 01 Feb 2051						2,006,572												1,637,376
						FNMA POOL FM6559						1% 01 Mar 2051						1,117,593												915,533
						FNMA POOL FM6871						1% 01 Apr 2051						888,588												753,215
						FNMA POOL FM8104						1% 01 Jul 2051						1,657,523												1,464,780
						FNMA POOL FP0013						1% 01 Jun 2048						1,441,160												1,374,804
						FNMA POOL FS0007						1% 01 Aug 2050						245,953												218,530
						FNMA POOL FS0031						1% 01 Oct 2051						568,247												481,677

550

---

						FNMA POOL FS0047						1% 01 Dec 2047						90,872												82,255
						FNMA POOL FS0654						1% 01 Oct 2050						164,340												141,564
						FNMA POOL FS1086						1% 01 Apr 2051						1,481,615												1,209,008
						FNMA POOL FS2041						1% 01 Aug 2051						739,043												603,859
						FNMA POOL FS2085						1% 01 Nov 2051						1,792,843												1,385,769
						FNMA POOL FS2500						1% 01 Mar 2037						1,085,700												1,023,764
						FNMA POOL FS2743						1% 01 Jul 2036						1,194,458												1,100,749
						FNMA POOL MA0293						4.5% 01 Jan 2030						7,108												7,026
						FNMA POOL MA1283						3.5% 01 Dec 2042						62,011												58,079
						FNMA POOL MA4208						2% 01 Dec 2050						2,524,868												2,069,939
						FNMA POOL MA4209						1.5% 01 Dec 2050						1,925,436												1,487,506
						FNMA POOL MA4254						1.5% 01 Feb 2051						4,968,623												3,838,537
						FNMA POOL MA4364						2% 01 Jun 2041						1,786,740												1,507,019
						FNMA POOL MA4446						2% 01 Oct 2041						269,752												227,266
						FNMA POOL MA4586						2% 01 Apr 2042						1,579,296												1,332,636
						FNMA POOL MA4587						2.5% 01 Apr 2042						2,179,540												1,897,566
						FNMA POOL MA4607						2.5% 01 May 2042						878,466												764,919
						FNMA TBA 15 YR 2.5						2.5% 18 Jan 2037						200,000												183,327
						FNMA TBA 15 YR 3						3% 17 Jan 2038						845,000												791,951
						FNMA TBA 15 YR 3.5						3.5% 17 Jan 2038						1,095,000												1,048,720
						FNMA TBA 15 YR 4						4% 17 Jan 2038						2,050,000												1,998,744
						FNMA TBA 30 YR 2						2% 25 Dec 2051						1,800,000												1,466,062
						FNMA TBA 30 YR 2.5						2.5% 25 Dec 2051						520,000												440,551
						FNMA TBA 30 YR 3						3% 25 Feb 2052						2,570,000												2,256,211
						FNMA TBA 30 YR 3.5						3.5% 25 Apr 2052						3,695,000												3,357,865
						FNMA TBA 30 YR 4						4% 25 Jun 2052						1,100,000												1,031,921
						FNMA TBA 30 YR 4.5						4.5% 25 Jul 2052						2,615,000												2,519,749
						FNMA TBA 30 YR 5						5% 25 Jul 2052						4,175,000												4,117,018
						FNMA TBA 30 YR 5.5						5.5% 12 Jan 2053						2,130,000												2,136,326
						FNMA TBA 30 YR 6						6% 12 Jan 2053						3,830,000												3,889,442
						FORD CREDIT AUTO OWNER TRUST						1.29% 15 Jun 2026						581,000												552,324
						FORD CREDIT AUTO OWNER TRUST						1.04% 15 Aug 2024						428,673												424,542
						FORD CREDIT AUTO OWNER TRUST						1.35% 15 Jul 2025						1,240,000												1,202,098
						FORD CREDIT AUTO OWNER TRUST						0.79% 15 Nov 2025						1,505,000												1,445,756
						FORD CREDIT AUTO OWNER TRUST						3.74% 15 Sep 2026						886,000												867,391
						FORD CREDIT AUTO OWNER TRUST						4.48% 15 Dec 2026						3,616,000												3,582,932
						FORD CREDIT AUTO OWNER TRUST/F						1.53% 15 May 2034						1,947,000												1,686,113
						FORD CREDIT FLOORPLAN MASTER O						1.06% 15 Sep 2027						1,816,000												1,630,803
						FREDDIE MAC						3.5% 15 Oct 2053						483,810												466,525
						FREDDIE MAC						2% 25 Feb 2052						2,067,197												1,762,518
						FREDDIE MAC						3.5% 25 Jan 2051						1,577,743												1,477,000
						FREDDIE MAC						4% 25 Nov 2051						2,095,077												2,013,470
						FREEPORT INDONESIA PT						4.763% 14 Apr 2027						288,000												277,004
						FREEPORT INDONESIA PT						5.315% 14 Apr 2032						585,000												539,680
						GE CAPITAL FUNDING LLC						4.55% 15 May 2032						1,334,000												1,269,101
						GE HEALTHCARE TECH INC						5.55% 15 Nov 2024						1,488,000												1,493,788

551

---

						GENERAL MOTORS						0.68% 15 Aug 2025						1,484,000												1,440,117
						GENERAL MOTORS FINL CO						6.05% 10 Oct 2025						1,690,000												1,720,961
						GM FINANCIAL CONSUMER AUTOMOBI						1.49% 16 Dec 2024						508,060												501,715
						GM FINANCIAL REVOLVING RECEIVA						1.17% 12 Jun 2034						642,000												558,362
						GM FINANCIAL SECURITIZED TERM						1.84% 16 Sep 2024						710,822												706,587
						GM FINANCIAL SECURITIZED TERM						0.45% 16 Apr 2025						656,998												643,379
						GM FINANCIAL SECURITIZED TERM						0.54% 17 May 2027						1,425,000												1,310,373
						GNMA II POOL 784114						3.5% 20 Feb 2046						1,317,026												1,237,857
						GNMA II POOL 785021						4% 20 May 2047						127,491												122,570
						GNMA II POOL 785043						3% 20 Apr 2049						128,071												116,058
						GNMA II POOL MA3035						4% 20 Aug 2045						1,138,115												1,098,441
						GNMA II POOL MA3521						3.5% 20 Mar 2046						118,226												111,120
						GNMA II POOL MA3663						3.5% 20 May 2046						1,270,114												1,191,660
						GNMA II POOL MA3937						3.5% 20 Sep 2046						34,278												32,161
						GNMA II POOL MA4196						3.5% 20 Jan 2047						256,231												240,404
						GNMA II POOL MA4262						3.5% 20 Feb 2047						546,643												512,878
						GNMA II POOL MA4321						3.5% 20 Mar 2047						192,995												180,254
						GNMA II POOL MA4382						3.5% 20 Apr 2047						86,715												80,990
						GNMA II POOL MA4451						3.5% 20 May 2047						761,962												711,661
						GNMA II POOL MA4511						4% 20 Jun 2047						178,453												171,565
						GNMA II POOL MA4586						3.5% 20 Jul 2047						438,110												409,188
						GNMA II POOL MA4587						4% 20 Jul 2047						592,365												569,501
						GNMA II POOL MA4652						3.5% 20 Aug 2047						77,042												71,956
						GNMA II POOL MA4720						4% 20 Sep 2047						478,335												459,872
						GNMA II POOL MA4837						3.5% 20 Nov 2047						360,689												336,878
						GNMA II POOL MA4900						3.5% 20 Dec 2047						206,664												193,021
						GNMA II POOL MA4901						4% 20 Dec 2047						371,842												357,490
						GNMA II POOL MA5136						3.5% 20 Apr 2048						884,434												826,048
						GNMA II POOL MA6038						3% 20 Jul 2049						89,778												81,024
						GNMA II POOL MA6218						3% 20 Oct 2049						1,297,270												1,168,986
						GNMA II POOL MA6409						3% 20 Jan 2050						1,530,325												1,377,719
						GNMA II POOL MA7052						2.5% 20 Dec 2050						982,538												856,906
						GNMA II POOL MA7193						2.5% 20 Feb 2051						3,565,758												3,105,391
						GNMA II POOL MA7368						3% 20 May 2051						1,168,770												1,046,182
						GNMA II POOL MA7473						3% 20 Jul 2051						733,034												655,740
						GNMA II POOL MA7535						3% 20 Aug 2051						1,952,173												1,745,784
						GNMA II POOL MA7589						2.5% 20 Sep 2051						2,118,430												1,838,144
						GNMA II POOL MA7590						3% 20 Sep 2051						1,012,440												905,121
						GNMA II POOL MA7705						2.5% 20 Nov 2051						3,220,441												2,795,684
						GNMA II POOL MA7767						2.5% 20 Dec 2051						1,890,955												1,639,314
						GNMA II TBA 30 YR 2						2% 23 Jan 2053						5,555,000												4,650,118
						GNMA II TBA 30 YR 2.5						2.5% 23 Jan 2053						605,000												523,505
						GNMA II TBA 30 YR 3						3% 23 Jan 2053						1,445,000												1,285,812
						GNMA II TBA 30 YR 3.5						3.5% 23 Jan 2053						385,000												353,444
						GNMA II TBA 30 YR 4						4% 23 Jan 2053						1,540,000												1,456,769
						GNMA II TBA 30 YR 4.5						4.5% 23 Jan 2053						3,765,000												3,650,683

552

---

						GNMA II TBA 30 YR 5						5% 23 Jan 2053						1,605,000												1,589,568
						GNMA II TBA 30 YR 5.5						5.5% 23 Jan 2053						2,140,000												2,150,786
						GOLDMAN SACHS GROUP INC						1% 21 Oct 2032						1,255,000												993,910
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						25,917,464												25,917,464
						GS MORTGAGE SECURITIES TRUST						1% 10 Nov 2049						100,000												92,957
						GS MORTGAGE SECURITIES TRUST						4.074% 10 Jan 2047						429,000												419,867
						GS MORTGAGE SECURITIES TRUST						2.91% 13 Feb 2053						713,000												612,342
						HONDA AUTO RECEIVABLES OWNER T						0.82% 15 Jul 2024						739,023												728,292
						HONDA AUTO RECEIVABLES OWNER T						0.46% 19 Apr 2027						2,517,000												2,396,725
						HSBC HOLDINGS PLC						1% 03 Nov 2028						1,190,000												1,250,952
						HSBC HOLDINGS PLC						1% 03 Nov 2033						777,000												824,451
						HUNTINGTON BANCSHARES						1% 04 Aug 2028						827,000												786,948
						HYUNDAI AUTO LEASE SECURITIZAT						4.38% 15 Oct 2025						910,000												899,514
						HYUNDAI AUTO RECEIVABLES TRUST						1.41% 15 Nov 2024						871,799												859,123
						HYUNDAI AUTO RECEIVABLES TRUST						1.72% 15 Jun 2026						1,726,000												1,662,700
						HYUNDAI AUTO RECEIVABLES TRUST						2.22% 15 Oct 2026						209,000												199,621
						HYUNDAI AUTO RECEIVABLES TRUST						0.38% 15 Jan 2026						2,221,000												2,121,361
						HYUNDAI AUTO RECEIVABLES TRUST						0.74% 15 May 2026						851,000												805,435
						HYUNDAI AUTO RECEIVABLES TRUST						1.03% 15 Dec 2027						758,000												690,140
						INDONESIA ASAHAN ALUMINI						4.75% 15 May 2025						1,218,000												1,194,273
						ISRAEL ELECTRIC CORP LTD						5% 12 Nov 2024						200,000												197,900
						ISRAEL ELECTRIC CORP LTD						6.875% 21 Jun 2023						637,000												640,115
						ISRAEL ELECTRIC CORP LTD						3.75% 22 Feb 2032						721,000												631,884
*						JPMORGAN CHASE + CO						1% 25 Jul 2033						2,331,000												2,225,429
*						JPMORGAN CHASE + CO						1% 15 Dec 2025						2,771,000												2,770,086
						KOREA NATIONAL OIL CORP						1.75% 18 Apr 2025						530,000												489,482
						LXP INDUSTRIAL TRUST						2.375% 01 Oct 2031						630,000												478,731
						MARATHON PETROLEUM CORP						5.125% 15 Dec 2026						2,232,000												2,226,933
						MARATHON PETROLEUM CORP						4.7% 01 May 2025						527,000												519,622
						MERCEDES BENZ AUTO RECEIVABLES						5.21% 16 Aug 2027						935,000												941,709
						MICROCHIP TECHNOLOGY INC						0.972% 15 Feb 2024						320,000												304,326
						MICRON TECHNOLOGY INC						2.703% 15 Apr 2032						1,776,000												1,335,907
						MORGAN STANLEY						1% 18 Oct 2028						4,558,000												4,706,317
						MORGAN STANLEY BAML TRUST						3.249% 15 Feb 2048						905,000												862,883
						MORGAN STANLEY BAML TRUST						3.732% 15 May 2048						968,518												923,348
						MORGAN STANLEY CAPITAL I TRUST						4.31% 15 Dec 2051						633,000												599,824
						NATWEST GROUP PLC						1% 10 Nov 2026						873,000												910,129
						NEW JERSEY ST TRANSPRTN TRUST						5.754% 15 Dec 2028						2,440,000												2,455,958
						NEXTERA ENERGY CAPITAL						4.255% 01 Sep 2024						6,103,000												6,030,618
						NEXTERA ENERGY CAPITAL						4.45% 20 Jun 2025						612,000												605,164
						NISSAN AUTO RECEIVABLES OWNER						1.38% 16 Dec 2024						758,546												747,193
						NISSAN MOTOR ACCEPTANCE						1.85% 16 Sep 2026						1,263,000												1,056,790
						NORTHWESTERN MUTUAL GLBL						4.35% 15 Sep 2027						1,236,000												1,204,457
						NXP BV/NXP FDG/NXP USA						2.7% 01 May 2025						86,000												80,916
						NXP BV/NXP FDG/NXP USA						3.4% 01 May 2030						528,000												457,116
						ONEOK INC						2.75% 01 Sep 2024						1,347,000												1,290,978

553

---

						ONEOK INC						6.1% 15 Nov 2032						1,177,000												1,184,097
						ORACLE CORP						3.25% 15 Nov 2027						3,172,000												2,919,160
						ORACLE CORP						2.8% 01 Apr 2027						399,000												364,514
						ORACLE CORP						6.15% 09 Nov 2029						1,215,000												1,265,848
						PACIFIC GAS + ELECTRIC						3.85% 15 Nov 2023						3,330,000												3,286,310
						PACIFIC GAS + ELECTRIC						3.75% 15 Feb 2024						522,000												511,289
						PACIFIC GAS + ELECTRIC						4.25% 01 Aug 2023						550,000												545,408
						PACIFIC GAS + ELECTRIC						3.15% 01 Jan 2026						220,000												204,761
						PACIFIC GAS + ELECTRIC						3.25% 16 Feb 2024						4,995,000												4,865,929
						PHILIP MORRIS INTL INC						5.125% 15 Nov 2024						1,278,000												1,279,725
						PLAINS ALL AMER PIPELINE						4.65% 15 Oct 2025						61,000												59,747
						PRINCIPAL LFE GLB FND II						1.375% 10 Jan 2025						650,000												602,316
						QATAR ENERGY						1.375% 12 Sep 2026						404,000												358,425
						REPUBLIC OF COLOMBIA						3% 30 Jan 2030						455,000												349,213
						REPUBLIC OF INDONESIA						4.15% 20 Sep 2027						512,000												504,243
						REPUBLIC OF PANAMA						6.4% 14 Feb 2035						146,000												149,059
						ROCHE HOLDINGS INC						2.314% 10 Mar 2027						1,870,000												1,704,973
						ROYAL BANK OF CANADA						6% 01 Nov 2027						1,722,000												1,795,925
						SABINE PASS LIQUEFACTION						5.75% 15 May 2024						2,375,000												2,377,399
						SANTANDER CONSUMER AUTO RECEIV						0.33% 15 Oct 2025						923,046												902,926
						SANTANDER CONSUMER AUTO RECEIV						0.48% 15 Jun 2026						997,000												937,105
						SANTANDER DRIVE AUTO RECEIVABL						3.44% 15 Sep 2027						1,372,000												1,323,380
						SANTANDER DRIVE AUTO RECEIVABL						5.95% 17 Jan 2028						430,000												434,074
						SANTANDER DRIVE AUTO RECEIVABL						4.43% 15 Mar 2027						718,000												699,423
						SANTANDER DRIVE AUTO RECEIVABL						4.49% 16 Nov 2026						1,771,000												1,743,285
						SANTANDER DRIVE AUTO RECEIVABL						4.72% 15 Jun 2027						1,020,000												997,971
						SANTANDER UK GROUP HLDGS						1% 21 Nov 2026						784,000												794,419
						SAUDI ARABIAN OIL CO						3.5% 16 Apr 2029						1,301,000												1,193,511
						SAUDI ARABIAN OIL CO						1.625% 24 Nov 2025						445,000												405,426
						SOUTHERN CALIF GAS CO						3.2% 15 Jun 2025						649,000												626,720
						SOUTHERN CO						5.113% 01 Aug 2027						926,000												925,028
						SOUTHERN CO						5.7% 15 Oct 2032						681,000												680,282
						SOUTHERN CO						5.7% 15 Oct 2032						1,037,000												1,063,329
						STANDARD CHARTERED PLC						1% 23 Nov 2025						1,459,000												1,335,525
						T MOBILE USA INC						3.875% 15 Apr 2030						1,097,000												996,745
						TENN VALLEY AUTHORITY						0.75% 15 May 2025						1,717,000												1,572,635
						TOYOTA AUTO RECEIVABLES OWNER						1.68% 15 May 2025						398,000												388,050
						TOYOTA AUTO RECEIVABLES OWNER						0.47% 15 Jan 2026						1,841,000												1,734,557
						TOYOTA AUTO RECEIVABLES OWNER						1.02% 15 Mar 2027						697,000												630,182
						TOYOTA AUTO RECEIVABLES OWNER						1.36% 15 Aug 2024						592,195												585,905
						TOYOTA AUTO RECEIVABLES OWNER						1.66% 15 Sep 2025						1,685,000												1,628,141
						TOYOTA MOTOR CREDIT CORP						3.65% 18 Aug 2025						605,000												589,107
						TOYOTA MOTOR CREDIT CORP						5.45% 10 Nov 2027						1,923,000												1,970,363
						US DOLLAR												(727)												(727)
						US TREASURY N/B						1.5% 31 Jan 2027						2,049,000												1,851,944
						US TREASURY N/B						0.375% 30 Nov 2025						2,991,000												2,677,880
						US TREASURY N/B						0.375% 31 Dec 2025						7,110,000												6,358,451
						US TREASURY N/B						0.375% 31 Jan 2026						7,465,000												6,647,349

554

---

						US TREASURY N/B						0.625% 31 Jul 2026						9,349,000												8,268,752
						US TREASURY N/B						1.125% 31 Oct 2026						8,514,000												7,622,691
						US TREASURY N/B						1.25% 30 Nov 2026						8,104,000												7,278,405
						US TREASURY N/B						1.25% 31 Dec 2026						6,538,000												5,861,726
						US TREASURY N/B						1.875% 28 Feb 2027						6,950,000												6,372,281
						US TREASURY N/B						2.5% 31 Mar 2027						5,853,000												5,499,534
						US TREASURY N/B						2.75% 30 Apr 2027						6,025,000												5,716,219
						US TREASURY N/B						2.625% 31 May 2027						8,070,000												7,617,323
						US TREASURY N/B						3.25% 30 Jun 2027						3,338,000												3,232,123
						US TREASURY N/B						3.125% 31 Aug 2027						11,833,000												11,402,205
						US TREASURY N/B						4.125% 30 Sep 2027						4,862,000												4,888,209
						US TREASURY N/B						4.125% 31 Oct 2027						8,481,000												8,527,380
						US TREASURY N/B						4.125% 15 Nov 2032						17,238,000												17,652,789
						US TREASURY N/B						4.5% 30 Nov 2024						3,434,000												3,436,280
						US TREASURY N/B						3.875% 30 Nov 2029						4,203,000												4,186,582
						US TREASURY N/B						3.875% 30 Nov 2027						16,865,000												16,804,391
						US TREASURY N/B						4% 15 Dec 2025						16,128,000												16,043,580
						USAA AUTO OWNER TRUST						4.86% 16 Nov 2026						2,331,000												2,328,869
						VERIZON MASTER TRUST						0.5% 20 May 2027						4,161,000												3,905,127
						VERIZON MASTER TRUST						1% 20 Jan 2027						2,293,000												2,240,026
						VERIZON MASTER TRUST						1% 20 Jul 2027						1,345,000												1,321,626
						VERIZON MASTER TRUST						1% 22 Jan 2029						1,392,000												1,348,358
						VERIZON OWNER TRUST						2.06% 22 Apr 2024						1,810,000												1,802,840
						VERIZON OWNER TRUST						1.85% 22 Jul 2024						582,461												579,576
						VMWARE INC						2.2% 15 Aug 2031						1,472,000												1,120,545
						VOLKSWAGEN AUTO LEASE TRUST						3.44% 21 Jul 2025						854,000												835,439
						VOLKSWAGEN AUTO LEASE TRUST						3.65% 20 Jan 2027						1,146,000												1,116,903
						VOLKSWAGEN AUTO LOAN ENHANCED						0.98% 20 Nov 2024						841,186												827,593
						WELLS FARGO COMMERCIAL MORTGAG						3.695% 15 Nov 2048						557,000												529,310
						WELLS FARGO COMMERCIAL MORTGAG						3.096% 15 Jun 2049						756,000												701,378
						WELLS FARGO COMMERCIAL MORTGAG						4.442% 15 Sep 2061						184,000												175,989
						WELLS FARGO COMMERCIAL MORTGAG						2.118% 15 Aug 2053						1,000,000												808,843
						WELLS FARGO COMMERCIAL MORTGAG						1% 15 Apr 2055						253,000												229,399
						WELLS FARGO COMMERCIAL MORTGAG						2.658% 15 Nov 2054						20,000												16,290
						WESTPAC BANKING CORP						5.457% 18 Nov 2027						1,489,000												1,523,604
						WF RBS COMMERCIAL MORTGAGE TRU						3.631% 15 Nov 2047						474,000												455,248
						WILLIAMS COMPANIES INC						3.75% 15 Jun 2027						2,503,000												2,362,982
						WORLD OMNI AUTO RECEIVABLES TR						1.96% 16 Dec 2024						325,588												323,494
						WORLD OMNI AUTO RECEIVABLES TR						0.48% 17 Nov 2025						486,974												473,511
						WORLD OMNI AUTO RECEIVABLES TR						0.61% 15 Oct 2026						1,215,000												1,133,936
						WORLD OMNI SELECT AUTO TRUST						0.55% 15 Jul 2025						259,360												257,234
						WORLD OMNI SELECT AUTO TRUST						0.29% 18 Feb 2025						49,211												49,087
												Sub-Total: Fund 5760 14 of 15												Total						$	660,171,737

555

---

(a)						(b) Identity of issue, borrower, lessor, or similar party						(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value												(d) Cost						(e) Fair value
																								(n/a)
																		Shares/ Par Value
						AERCAP IRELAND CAP/GLOBA						1.65% 29 Oct 2024						232,000												$	214,131
						AKER BP ASA						2% 15 Jul 2026						200,000												176,954
						ALTRIA GROUP INC						2.45% 04 Feb 2032						194,000												147,002
						AMER AIRLINE 16 1 AA PTT						3.575% 15 Jul 2029						178,595												159,099
						AMEREN ILLINOIS CO						1.55% 15 Nov 2030						150,000												118,334
						AMERICAN HONDA FINANCE						1.3% 09 Sep 2026						120,000												106,102
						AMERICAN INTL GROUP						3.9% 01 Apr 2026						20,000												19,387
						AMERICAN TOWER CORP						2.75% 15 Jan 2027						239,000												216,766
						AMERICAN TRANSMISSION SY						2.65% 15 Jan 2032						193,000												159,308
						AMERICREDIT AUTOMOBILE RECEIVA						1.17% 18 Aug 2027						200,000												184,803
						AMERICREDIT AUTOMOBILE RECEIVA						0.53% 18 Jun 2025						146,441												144,845
						AMERIPRISE FINANCIAL INC						2.875% 15 Sep 2026						202,000												187,850
						AON GLOBAL LTD						3.875% 15 Dec 2025						216,000												210,781
						APIDOS CLO XLV LTD						1% 15 Apr 2033						1,000,000												977,800
						ARBOR MULTIFAMILY MORTGAGE SEC						2.574% 15 Oct 2054						1,500,000												1,214,289
						ARES CLO LTD						1% 15 Apr 2034						550,000												522,115
						AT+T INC						2.3% 01 Jun 2027						260,000												231,967
						AT+T INC						2.55% 01 Dec 2033						169,000												130,541
						ATLANTIC CITY ELECTRIC						2.3% 15 Mar 2031						199,000												162,259
						AVERY DENNISON CORP						2.65% 30 Apr 2030						100,000												82,301
						AVIATION CAPITAL GROUP						5.5% 15 Dec 2024						451,000												442,458
						AVIATION CAPITAL GROUP						1.95% 20 Sep 2026						205,000												173,469
						AVNET INC						5.5% 01 Jun 2032						164,000												151,615
						AVOLON HOLDINGS FNDG LTD						2.125% 21 Feb 2026						278,000												239,817
						B95V4ZHL5 CDS USD P F 1.00000						1% 20 Dec 2027						(13,659,000)												(13,767,884)
						B95V4ZHL5 CDS USD R V 03MEVENT						1% 20 Dec 2027						13,659,000												13,659,000
						BANCO BILBAO VIZCAYA ARG						1% 14 Sep 2026						200,000												199,700
						BANCO SANTANDER SA						3.306% 27 Jun 2029						200,000												175,100
						BANK						2.851% 17 Oct 2052						1,534,000												1,325,196
						BANK						2.47% 15 Sep 2064						100,000												81,497
						BANK						1% 15 Nov 2055						200,000												208,743
						BANK						1% 15 Nov 2064						100,000												82,309
						BANK						1% 15 Apr 2065						600,000												544,074
						BANK OF AMERICA CORP						1% 22 Oct 2025						469,000												443,327
						BANK OF AMERICA CORP						1% 23 Jul 2031						277,000												213,589
						BANK OF AMERICA CORP						1% 24 Oct 2026						237,000												211,342
						BANK OF AMERICA CORP						1% 22 Jul 2027						364,000												319,417
						BANK OF AMERICA CORP						1% 06 Dec 2025						219,000												202,183
						BANK OF AMERICA CORP						1% 27 Apr 2028						68,000												65,105
						BANK OF NY MELLON CORP						1% 13 Jun 2028						333,000												318,894
						BARCLAYS PLC						1% 10 Dec 2024						200,000												190,424

556

---

						BAT INTL FINANCE PLC						1.668% 25 Mar 2026						498,000												441,427
						BAXTER INTERNATIONAL INC						1.322% 29 Nov 2024						242,000												225,517
						BENCHMARK MORTGAGE TRUST						1% 15 Feb 2051						440,000												414,640
						BENCHMARK MORTGAGE TRUST						1% 15 Apr 2055						1,100,000												990,957
						BENCHMARK MORTGAGE TRUST						2.387% 15 Sep 2054						75,000												60,589
						BENCHMARK MORTGAGE TRUST						1% 15 Jan 2055						250,000												211,311
						BENEFIT STREET PARTNERS CLO LT						1% 25 Apr 2034						750,000												725,925
						BERKSHIRE HATHAWAY ENERG						3.7% 15 Jul 2030						146,000												134,177
						BETONY CLO 2, LTD.						1% 30 Apr 2031						1,000,000												982,000
						BLACKSTONE HOLDINGS FINA						1.625% 05 Aug 2028						224,000												182,479
						BLACKSTONE HOLDINGS FINA						2% 30 Jan 2032						43,000												31,700
						BLACKSTONE PRIVATE CRE						4% 15 Jan 2029						72,000												59,516
						BNP PARIBAS						1% 19 Nov 2025						328,000												310,400
						BNP PARIBAS						1% 15 Sep 2029						200,000												163,450
						BOEING CO						4.875% 01 May 2025						361,000												358,433
						BOSTON SCIENTIFIC CORP						2.65% 01 Jun 2030						233,000												200,632
						BROADCOM INC						2.45% 15 Feb 2031						102,000												80,525
						BROOKFIELD CORP						4% 15 Jan 2025						356,000												348,268
						BX TRUST						1% 15 Oct 2036						200,000												189,870
						BX TRUST 2019 OC11						3.202% 09 Dec 2041						330,000												277,427
						CANADIAN NATL RESOURCES						2.05% 15 Jul 2025						311,000												289,808
						CANADIAN PACIFIC RAILWAY						1.75% 02 Dec 2026						201,000												179,397
						CAPITAL ONE FINANCIAL CO						1% 02 Nov 2027						155,000												135,768
						CARDS II TRUST						0.602% 15 Apr 2027						450,000												424,355
						CARLYLE GLOBAL MARKET STRATEGI						1% 20 Jul 2031						250,000												237,600
						CARLYLE GLOBAL MARKET STRATEGI						1% 20 Apr 2034						1,250,000												1,216,125
						CARMAX AUTO OWNER TRUST						1.7% 15 Nov 2024						193,943												192,577
						CARMAX AUTO OWNER TRUST						0.63% 15 Jun 2026						500,000												464,867
						CARRIER GLOBAL CORP						2.722% 15 Feb 2030						285,000												240,851
						CARVANA AUTO RECEIVABLES TRUST						3.35% 10 Feb 2027						200,000												191,700
						CENTERPOINT ENER HOUSTON						2.35% 01 Apr 2031						149,000												124,022
						CENTERPOINT ENERGY INC						1% 13 May 2024						328,000												323,992
						CGI INC						1.45% 14 Sep 2026						294,000												260,011
						CIGNA GROUP/THE						3.25% 15 Apr 2025						292,000												281,549
						CITIGROUP COMMERCIAL MORTGAGE						1% 15 May 2054						500,000												481,757
						CITIGROUP INC						4.4% 10 Jun 2025						220,000												216,042
						CLEAR CREEK CLO LTD						1% 20 Oct 2030						1,400,000												1,379,000
						COMCAST CORP						2.65% 01 Feb 2030						300,000												259,935
						COREBRIDGE FINANCIAL INC						3.85% 05 Apr 2029						197,000												179,831
						COREBRIDGE FINANCIAL INC						3.9% 05 Apr 2032						10,000												8,789
						CROWN CASTLE INC						3.8% 15 Feb 2028						113,000												105,098
						CSL FINANCE PLC						3.85% 27 Apr 2027						114,000												109,259
						CUBESMART LP						2% 15 Feb 2031						126,000												95,218
						CUBESMART LP						2.25% 15 Dec 2028						200,000												165,352
						CVS HEALTH CORP						4.3% 25 Mar 2028						218,000												211,225
						DELTA AIR LINES 2019 1AA						3.204% 25 Oct 2025						91,000												88,093
						DELTA AIR LINES 2020 A						2.5% 10 Dec 2029						75,862												63,381

557

---

						DELTA AIR LINES/SKYMILES						4.75% 20 Oct 2028						34,000												32,027
						DEUTSCHE BANK COMMERCIAL MORTG						2.89% 10 Aug 2049						250,000												228,869
						DEUTSCHE BANK NY						1% 24 Nov 2026						190,000												167,732
						DISCOVERY COMMUNICATIONS						3.95% 15 Jun 2025						117,000												111,665
						DISCOVERY COMMUNICATIONS						3.625% 15 May 2030						156,000												129,107
						DOMINION ENERGY INC						1% 15 Aug 2024						462,000												445,262
						DOMINION ENERGY SOUTH						2.3% 01 Dec 2031						200,000												161,612
						DRYDEN SENIOR LOAN FUND						1% 17 Apr 2033						500,000												488,250
						DTE ELECTRIC CO						1.9% 01 Apr 2028						187,000												162,645
						DUKE ENERGY CORP						0.9% 15 Sep 2025						499,000												446,944
						DXC TECHNOLOGY CO						1.8% 15 Sep 2026						199,000												173,204
						ELEVATION CLO LTD						1% 15 Oct 2029						336,121												332,255
						ELMWOOD CLO IX LTD						1% 20 Jul 2034						250,000												241,650
						EMERSON ELECTRIC CO						2.2% 21 Dec 2031						134,000												108,559
						ENBRIDGE ENERGY PARTNERS						5.875% 15 Oct 2025						429,000												436,417
						ENBRIDGE INC						1.6% 04 Oct 2026						200,000												175,340
						ENERGY TRANSFER LP						4.05% 15 Mar 2025						332,000												321,811
						ENERGY TRANSFER LP						4.25% 01 Apr 2024						233,000												228,883
						ENTERPRISE PRODUCTS OPER						3.75% 15 Feb 2025						134,000												130,363
						EOG RESOURCES INC						4.15% 15 Jan 2026						130,000												127,700
						ESSEX PORTFOLIO LP						3.5% 01 Apr 2025						261,000												251,972
						EXETER AUTOMOBILE RECEIVABLES						0.68% 15 Jul 2025						156,658												156,011
						FANNIE MAE						5.25% 25 Sep 2041						101,435												104,606
						FANNIE MAE						3% 25 Mar 2043						1,258,175												1,143,330
						FANNIE MAE						3.5% 25 Apr 2045						537,000												485,037
						FANNIE MAE						3% 25 May 2044						564,222												542,506
						FANNIE MAE						5.5% 25 Sep 2035						569,405												583,496
						FANNIE MAE						1% 25 Jul 2036						441,485												431,881
						FED HM LN PC POOL QA6651						3% 01 Feb 2050						335,099												299,073
						FED HM LN PC POOL QD6054						2.5% 01 Feb 2052						1,623,556												1,382,954
						FED HM LN PC POOL QD7582						3% 01 Feb 2052						282,007												250,160
						FED HM LN PC POOL QD7587						2.5% 01 Feb 2052						272,044												232,726
						FED HM LN PC POOL QD7589						2.5% 01 Feb 2052						360,881												308,108
						FED HM LN PC POOL RA5256						2% 01 May 2051						897,631												732,006
						FED HM LN PC POOL RA6765						2.5% 01 Feb 2052						1,420,105												1,209,157
						FED HM LN PC POOL SD0715						2% 01 Sep 2051						2,793,271												2,306,495
						FED HM LN PC POOL U62476						3.5% 01 Apr 2043						32,691												30,632
						FED HM LN PC POOL U62580						3.5% 01 May 2043						2,595,340												2,431,876
						FED HM LN PC POOL ZT1682						3% 01 Jan 2047						1,024,745												920,802
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Nov 2030						5,073,054												263,581
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Dec 2029						2,623,000												168,130
						FHLMC MULTIFAMILY STRUCTURED P						1% 25 Mar 2030						2,968,127												277,807
*						FIDELITY NATL INFO SERV						1.65% 01 Mar 2028						215,000												179,063
						FNMA POOL AS7155						3% 01 May 2046						335,460												301,435
						FNMA POOL BC9396						3% 01 Jul 2046						139,935												125,742
						FNMA POOL BM6364						1% 01 Sep 2047						996,719												994,249
						FNMA POOL BV3028						2% 01 Feb 2052						1,898,348												1,555,654
						FNMA POOL BV3096						3% 01 Feb 2052						923,190												821,110

558

---

						FNMA POOL CA4946						3.5% 01 Jan 2050						259,590												241,074
						FNMA POOL CA6036						2.5% 01 Jun 2050						2,887,816												2,482,255
						FNMA POOL CA7278						2.5% 01 Oct 2050						3,030,398												2,590,996
						FNMA POOL CA7963						2.5% 01 Nov 2050						973,778												838,342
						FNMA POOL CB2539						2.5% 01 Jan 2052						686,274												585,189
						FNMA POOL CB2840						2% 01 Feb 2052						3,781,642												3,097,118
						FNMA POOL CB3068						2.5% 01 Feb 2052						467,215												395,997
						FNMA POOL CB3578						3% 01 May 2052						1,919,738												1,694,706
						FNMA POOL FM3484						1% 01 Jun 2050						1,441,021												1,241,310
						FNMA POOL FS1238						1% 01 Mar 2052						277,668												255,728
						FNMA POOL FS1399						1% 01 Apr 2052						191,606												169,422
						FNMA POOL FS1870						1% 01 May 2052						967,724												855,948
						FNMA POOL FS3207						1% 01 Feb 2051						692,029												591,043
						FNMA POOL MA1544						3.5% 01 Aug 2043						45,246												42,356
						FNMA POOL MA2249						3.5% 01 Apr 2045						167,051												155,878
						FNMA POOL MA2537						3.5% 01 Feb 2046						301,995												281,796
						FNMA POOL MA2670						3% 01 Jul 2046						252,197												226,617
						FNMA POOL MA2705						3% 01 Aug 2046						221,393												198,938
						FNMA POOL MA2925						3.5% 01 Jan 2047						1,226,516												1,149,129
						FNMA POOL MA4356						2.5% 01 Jun 2051						1,667,032												1,420,653
						FNMA POOL MA4437						2% 01 Oct 2051						646,669												527,779
						FNMA POOL MA4562						2% 01 Mar 2052						3,098,468												2,523,887
						FNMA POOL MA4784						4.5% 01 Oct 2052						1,968,414												1,896,680
						FNMA TBA 15 YR 3						3% 17 Jan 2038						1,565,000												1,466,749
						FNMA TBA 30 YR 3						3% 25 Feb 2052						1,798,000												1,578,470
						FNMA TBA 30 YR 3.5						3.5% 25 Apr 2052						3,960,000												3,598,686
						FNMA TBA 30 YR 4						4% 25 Jun 2052						9,962,000												9,345,452
						FNMA TBA 30 YR 4.5						4.5% 25 Jul 2052						3,455,000												3,329,152
						FREDDIE MAC						4% 15 Sep 2041						478,252												456,387
						FREDDIE MAC						4% 15 Mar 2042						274,851												265,714
						FREDDIE MAC						3% 15 Nov 2042						2,164,363												1,922,373
						FREDDIE MAC						3.5% 15 Aug 2047						3,614,694												3,248,799
						FREDDIE MAC						4.5% 15 Oct 2040						1,215,000												1,194,774
						FRESENIUS MED CARE III						1.875% 01 Dec 2026						150,000												126,965
						GENERAL MOTORS FINL CO						5.25% 01 Mar 2026						70,000												69,068
						GENERAL MOTORS FINL CO						4.35% 17 Jan 2027						69,000												65,747
						GENERAL MOTORS FINL CO						2.35% 26 Feb 2027						251,000												219,650
						GILEAD SCIENCES INC						3.65% 01 Mar 2026						111,000												107,268
						GLOBAL PAYMENTS INC						2.65% 15 Feb 2025						329,000												310,125
						GM FINANCIAL SECURITIZED TERM						0.5% 17 Feb 2026						1,000,000												933,824
						GNMA II POOL MA6476						4% 20 Feb 2050						4,121,173												3,956,723
						GNMA II POOL MA7649						2.5% 20 Oct 2051						2,847,941												2,470,233
						GNMA II POOL MA7705						2.5% 20 Nov 2051						910,688												790,574
						GNMA II POOL MA7706						3% 20 Nov 2051						988,325												883,011
						GNMA II TBA 30 YR 3						3% 23 Jan 2053						2,987,000												2,657,937
						GNMA POOL 747514						4.75% 15 Aug 2040						218,119												220,276
						GNMA POOL 747662						4.75% 15 Aug 2040						323,878												326,798
						GNMA POOL 747716						4.75% 15 Sep 2040						615,125												621,172

559

---

						GNMA POOL 747769						4.75% 15 Sep 2040						374,083												377,015
						GNMA POOL 751034						4.75% 15 Sep 2040						329,018												331,669
						GNMA POOL 751035						4.75% 15 Aug 2040						59,071												59,346
						GNMA POOL 751126						4.75% 15 Oct 2040						655,658												661,201
						GNMA POOL 751213						4.75% 15 Oct 2040						892,832												901,210
						GNMA POOL 755223						4.75% 15 Nov 2040						45,326												45,578
						GNMA POOL 755280						4.75% 15 Nov 2040						61,686												62,046
						GNMA POOL 755400						4.75% 15 Oct 2040						55,807												56,138
						GNMA POOL 755477						4.75% 15 Oct 2040						76,916												77,352
						GNMA POOL 755692						4.75% 15 Nov 2040						197,627												198,947
						GNMA POOL 761203						4.75% 15 Apr 2041						62,233												62,573
						GNMA POOL 761334						4.75% 15 Apr 2041						145,676												146,633
						GNMA POOL 761519						4.75% 15 Apr 2041						609,437												615,009
						GNMA POOL 761707						4.75% 15 May 2041						231,763												233,481
						GOLDMAN SACHS GROUP INC						1% 21 Oct 2024						140,000												134,448
						GOLDMAN SACHS GROUP INC						1% 24 Feb 2028						214,000												190,779
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Apr 2061						589,151												585,681
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Mar 2065						1,879,124												1,863,045
						GOVERNMENT NATIONAL MORTGAGE A						1% 20 Nov 2065						788,240												786,170
						GOVERNMENT NATIONAL MORTGAGE A						2% 16 Oct 2063						1,991,193												1,633,535
						GOVERNMENT NATIONAL MORTGAGE A						2.25% 16 Oct 2063						1,991,193												1,653,595
						GOVERNMENT STIF 3						GOVERNMENT STIF 3						19,700,716												19,700,716
						GRAPHIC PACKAGING INTERN						0.821% 15 Apr 2024						255,000												238,813
						GS MORTGAGE SECURITIES TRUST						2.618% 15 Dec 2054						100,000												81,052
						HONDA AUTO RECEIVABLES OWNER T						0.55% 16 Aug 2027						450,000												415,473
						HYUNDAI AUTO RECEIVABLES TRUST						0.38% 15 May 2025						639,544												621,422
						INTERCONTINENTALEXCHANGE						2.1% 15 Jun 2030						139,000												113,852
						INTERCONTINENTALEXCHANGE						4.6% 15 Mar 2033						88,000												84,740
						INTL FLAVOR + FRAGRANCES						2.3% 01 Nov 2030						239,000												189,957
						INVITATION HOMES OP						2.3% 15 Nov 2028						223,000												184,820
						ITC HOLDINGS CORP						2.95% 14 May 2030						229,000												194,265
*						JPMORGAN CHASE + CO						1% 23 Jul 2024						417,000												412,934
*						JPMORGAN CHASE + CO						1% 05 Dec 2029						183,000												172,478
*						JPMORGAN CHASE + CO						1% 04 Feb 2032						114,000												87,531
*						JPMORGAN CHASE + CO						1% 22 Sep 2027						354,000												306,387
						KEURIG DR PEPPER INC						3.95% 15 Apr 2029						299,000												278,348
						KINDER MORGAN INC						1.75% 15 Nov 2026						234,000												206,564
						KYNDRYL HOLDINGS INC						2.7% 15 Oct 2028						171,000												129,011
						LIFE STORAGE LP						3.875% 15 Dec 2027						179,000												166,023
						LLOYDS BANKING GROUP PLC						3.75% 11 Jan 2027						200,000												185,890
						LOWE S COS INC						4.5% 15 Apr 2030						198,000												190,161
						LOWE S COS INC						1.3% 15 Apr 2028						175,000												145,577
						LSEGA FINANCING PLC						2% 06 Apr 2028						250,000												213,238
						MAIN STREET CAPITAL CORP						3% 14 Jul 2026						320,000												276,464
						MARBLE POINT CLO LTD.						1% 20 Jan 2032						500,000												490,000
						MCKESSON CORP						1.3% 15 Aug 2026						196,000												172,253
						MERCEDES BENZ FIN NA						2.125% 10 Mar 2025						265,000												248,883
						META PLATFORMS INC						3.5% 15 Aug 2027						129,000												120,228

560

---

						META PLATFORMS INC						3.85% 15 Aug 2032						200,000												175,987
						MITSUBISHI UFJ FIN GRP						2.193% 25 Feb 2025						476,000												446,098
						MITSUBISHI UFJ FIN GRP						1.412% 17 Jul 2025						200,000												181,682
						MONONGAHELA POWER CO						3.55% 15 May 2027						212,000												199,651
						MORGAN STANLEY						1% 24 Apr 2024						87,000												86,493
						MORGAN STANLEY						1% 20 Jul 2027						160,000												139,154
						MORGAN STANLEY						1% 21 Jul 2032						64,000												49,202
						MORGAN STANLEY						1% 20 Oct 2032						48,000												37,643
						MORGAN STANLEY						1% 18 Oct 2033						110,000												115,441
						MORGAN STANLEY						1% 04 May 2027						200,000												175,768
						MORGAN STANLEY CAPITAL I TRUST						1% 15 Oct 2051						750,000												710,327
						MORGAN STANLEY CAPITAL I TRUST						1% 15 May 2054						2,511,809												171,228
						MPLX LP						4% 15 Mar 2028						229,000												213,652
						NATIONAL RURAL UTIL COOP						2.4% 15 Mar 2030						212,000												176,469
						NATIONAL RURAL UTIL COOP						2.75% 15 Apr 2032						111,000												92,002
						NATIONAL SECS CLEARING						0.75% 07 Dec 2025						250,000												221,945
						NATIONWIDE BLDG SOCIETY						1.5% 13 Oct 2026						250,000												216,383
						NATWEST GROUP PLC						4.8% 05 Apr 2026						218,000												213,106
						NAVIENT STUDENT LOAN TRUST						1.31% 15 Jan 2069						305,698												270,465
						NAVIENT STUDENT LOAN TRUST						4% 15 Dec 2059						352,780												336,411
						NBN CO LTD						1.45% 05 May 2026						256,000												226,596
						NEXTERA ENERGY CAPITAL						2.44% 15 Jan 2032						296,000												239,245
						NISSAN AUTO RECEIVABLES OWNER						4.45% 15 Nov 2029						350,000												345,879
						NORTHROP GRUMMAN CORP						2.93% 15 Jan 2025						228,000												218,983
						NUTRIEN LTD						2.95% 13 May 2030						226,000												194,803
						OCTAGON INVESTMENT PARTNERS 32						1% 15 Jul 2029						300,000												292,920
						ONEOK INC						5.85% 15 Jan 2026						151,000												153,176
						ORACLE CORP						2.8% 01 Apr 2027						225,000												205,553
						ORACLE CORP						2.875% 25 Mar 2031						179,000												148,994
						PHILIP MORRIS INTL INC						1.75% 01 Nov 2030						345,000												270,715
						PIONEER NATURAL RESOURCE						1.9% 15 Aug 2030						265,000												208,698
						PLAINS ALL AMER PIPELINE						4.65% 15 Oct 2025						96,000												94,028
						PUBLIC SERVICE ENTERPRIS						1.6% 15 Aug 2030						252,000												196,353
						RAYTHEON TECH CORP						3.5% 15 Mar 2027						220,000												209,957
						RAYTHEON TECH CORP						3.95% 16 Aug 2025						120,000												117,338
						REALTY INCOME CORP						2.2% 15 Jun 2028						190,000												163,185
						RENESAS ELECTRONICS CORP						2.17% 25 Nov 2026						200,000												172,020
						ROSS STORES INC						4.7% 15 Apr 2027						38,000												37,420
						ROYAL BANK OF CANADA						3.625% 04 May 2027						107,000												102,013
						ROYAL BANK OF CANADA						1.2% 27 Apr 2026						286,000												254,869
						ROYAL BANK OF CANADA						1.15% 14 Jul 2026						179,000												157,849
						ROYALTY PHARMA PLC						1.2% 02 Sep 2025						250,000												223,993
						ROYALTY PHARMA PLC						2.2% 02 Sep 2030						106,000												83,121
						RPM INTERNATIONAL INC						2.95% 15 Jan 2032						130,000												102,743
						SABINE PASS LIQUEFACTION						5% 15 Mar 2027						216,000												212,123
						SANTANDER DRIVE AUTO RECEIVABL						4.14% 16 Feb 2027						350,000												343,001
						SANTANDER DRIVE AUTO RECEIVABL						0.6% 15 Dec 2025						316,411												313,660
						SANTANDER HOLDINGS USA						1% 06 Jan 2028						162,000												139,757

561

---

						SANTANDER RETAIL AUTO LEASE TR						0.57% 22 Apr 2024						1,242,762												1,219,930
						SANTANDER UK GROUP HLDGS						1% 05 Jan 2024						356,000												356,000
						SMB PRIVATE EDUCATION LOAN TRU						1.6% 15 Sep 2054						1,191,757												1,056,374
						SMITH + NEPHEW PLC						2.032% 14 Oct 2030						200,000												157,638
						SOCIAL PROFESSIONAL LOAN PROGR						2.37% 16 Nov 2048						720,167												654,043
						SOCIAL PROFESSIONAL LOAN PROGR						3.34% 25 Aug 2047						198,485												191,847
						SOCIAL PROFESSIONAL LOAN PROGR						2.95% 25 Feb 2042						148,073												142,346
						SOUTHERN CO						5.113% 01 Aug 2027						126,000												125,868
						SPRINT SPECTRUM / SPEC I						4.738% 20 Mar 2025						129,375												127,723
						STANDARD CHARTERED PLC						3.95% 11 Jan 2023						86,000												85,950
						STEEL DYNAMICS INC						1.65% 15 Oct 2027						175,000												146,862
						SWAP CCPC MORGAN STANLEY COC						SWAP CCPC CASH COLLATERAL						300,000												300,000
						T MOBILE USA INC						3.75% 15 Apr 2027						411,000												387,910
						T MOBILE USA INC						2.25% 15 Feb 2026						115,000												104,747
						T MOBILE USA INC						2.25% 15 Nov 2031						112,000												88,501
						TBA CITIBANK COC						TBA CASH COLLATERAL						274,000												274,000
						TBA CITIGROUP COC						TBA CASH COLLATERAL						(274,000)												(274,000)
						TBA JP MORGAN COC						TBA CASH COLLATERAL						307,000												307,000
						TBA MORGAN STANLEY BOC						TBA CASH COLLATERAL						(270,000)												(270,000)
						TBA MORGAN STANLEY COC						TBA CASH COLLATERAL						35,805												35,805
						TBA MORGAN STANLEY COC						TBA CASH COLLATERAL						(72,805)												(72,805)
						TELEDYNE TECHNOLOGIES IN						1.6% 01 Apr 2026						93,000												83,235
						TELEDYNE TECHNOLOGIES IN						2.25% 01 Apr 2028						182,000												157,459
						THL CREDIT WIND RIVER 2019 1 C						1% 20 Jul 2034						1,150,000												1,106,185
						TORONTO DOMINION BANK						1.95% 12 Jan 2027						272,000												243,182
						TORONTO DOMINION BANK						4.108% 08 Jun 2027						478,000												461,987
						TOYOTA AUTO RECEIVABLES OWNER						0.47% 15 Jan 2026						1,000,000												942,182
						TOYOTA AUTO RECEIVABLES OWNER						0.71% 15 Apr 2026						350,000												330,014
						TOYOTA AUTO RECEIVABLES OWNER						5.43% 17 Apr 2028						350,000												357,215
						TRANSCANADA PIPELINES						1% 12 Oct 2024						163,000												151,029
						TRITON CONTAINER						0.8% 01 Aug 2023						247,000												239,022
						TRITON CONTAINER/TAL INT						3.25% 15 Mar 2032						187,000												144,463
						TTX CO						4.15% 15 Jan 2024						231,000												228,115
						UBS COMMERCIAL MORTGAGE TRUST						1% 15 Dec 2051						2,050,000												1,882,198
						UBS COMMERCIAL MORTGAGE TRUST						1% 15 Mar 2051						1,800,000												1,689,774
						UBS COMMERCIAL MORTGAGE TRUST						1% 15 Mar 2051						7,892,997												291,511
						UBS GROUP AG						1% 10 Aug 2027						213,000												183,404
						UNITED AIR 2016 2 AA PTT						2.875% 07 Apr 2030						257,492												219,205
						UNITED AIR 2018 1 A PTT						3.7% 01 Sep 2031						73,629												60,402
						US 10YR NOTE (CBT)MAR23						XCBT 20230322						(7,400,000)												52,906
						US 10YR ULTRA FUT MAR23						XCBT 20230322						(4,600,000)												35,831
						US 2YR NOTE (CBT) MAR23						XCBT 20230331						24,800,000												12,245
						US 5YR NOTE (CBT) MAR23						XCBT 20230331						(5,700,000)												9,123
						US AIRWAYS 2012 1A PTT						5.9% 01 Apr 2026						143,325												138,724
						US DOLLAR												596,999												596,999
						US LONG BOND(CBT) MAR23						XCBT 20230322						(1,700,000)												23,906
						US TREASURY N/B						3.25% 15 May 2042						234,900												207,593
						US TREASURY N/B						3% 15 Aug 2052						974,000												812,225

562

---

						US TREASURY N/B						4% 15 Nov 2042						1,263,000												1,245,634
						US TREASURY N/B						1.625% 31 Oct 2023						809,700												789,521
						US TREASURY N/B						1.5% 31 Jan 2027						1,373,600												1,241,498
						US TREASURY N/B						1.125% 15 Feb 2031						132,200												108,074
						US TREASURY N/B						0.125% 31 May 2023						252,400												247,815
						US TREASURY N/B						0.25% 15 Jun 2024						1,309,000												1,228,619
						US TREASURY N/B						1.25% 30 Sep 2028						631,900												543,730
						US TREASURY N/B						1.25% 30 Nov 2026						749,000												672,696
						US TREASURY N/B						1.5% 30 Nov 2028						1,777,700												1,546,877
						US TREASURY N/B						0.5% 30 Nov 2023						1,418,100												1,364,367
						US TREASURY N/B						0.875% 31 Jan 2024						1,084,400												1,040,346
						US TREASURY N/B						2.75% 30 Apr 2027						151,700												143,925
						US TREASURY N/B						2.875% 15 Jun 2025						2,288,100												2,212,485
						US TREASURY N/B						2.75% 15 Aug 2032						121,200												110,765
						US TREASURY N/B						4.125% 15 Nov 2032						2,969,800												3,041,261
						US TREASURY N/B						3.875% 30 Nov 2029						1,038,300												1,034,244
						US TREASURY N/B						3.875% 30 Nov 2027						2,319,600												2,311,264
						US TREASURY N/B						4% 15 Dec 2025						8,064,000												8,021,790
						US TREASURY N/B						3.875% 31 Dec 2027						8,684,900												8,651,333
						US TREASURY N/B						4.25% 31 Dec 2024						4,496,000												4,483,226
						US ULTRA BOND CBT MAR23						XCBT 20230322						(2,000,000)												41,250
						VERIZON COMMUNICATIONS						1.68% 30 Oct 2030						249,000												194,193
						VERIZON COMMUNICATIONS						2.1% 22 Mar 2028						178,000												154,589
						VERIZON COMMUNICATIONS						2.355% 15 Mar 2032						251,000												199,886
						VIATRIS INC						2.7% 22 Jun 2030						359,000												282,300
						VMWARE INC						1.4% 15 Aug 2026						415,000												362,075
						VOYA PRIVATE CREDIT TRUST FUND						COMMON STOCK						4,553,185												43,592,852
						WARNERMEDIA HOLDINGS INC						3.755% 15 Mar 2027						184,000												166,156
						WARNERMEDIA HOLDINGS INC						4.279% 15 Mar 2032						113,000												93,495
						WASTE MANAGEMENT INC						1.15% 15 Mar 2028						190,000												158,747
						WEC ENERGY GROUP INC						2.2% 15 Dec 2028						243,000												206,203
						WELLS FARGO + COMPANY						1% 30 Oct 2025						120,000												113,696
						WELLS FARGO + COMPANY						1% 11 Feb 2026						26,000												24,276
						WELLS FARGO + COMPANY						1% 30 Apr 2026						440,000												409,798
						WELLS FARGO COMMERCIAL MORTGAG						2.343% 15 Apr 2054						100,000												81,401
						WELLS FARGO COMMERCIAL MORTGAG						2.626% 15 Apr 2054						300,000												246,900
						WELLS FARGO COMMERCIAL MORTGAG						2.658% 15 Nov 2054						200,000												162,896
						ZOETIS INC						2% 15 May 2030						360,000												292,835
												Sub-Total: Fund 5796 15 of 15												Total						$	260,519,031
												Sub-Total: Investment Income Fund-Underlying Investments at Fair Value (15 funds)																		$	8,974,009,473

563

---

(a)

(b) Identity of issue, borrower, lessor, or similar party

(c) Description of investment including maturity date, rate of interest, collateral, par, or maturity value

(d) Cost

(e) Fair value

(n/a)

Shares/ Par Value

*

MASS MUTUAL LIFE INSURANCE COMPANY

SYNTHETIC GIC WRAPPER CONTRACT, RATE OF INTEREST 2.66%

$

—

ROYAL BANK OF CANADA

SYNTHETIC GIC WRAPPER CONTRACT, RATE OF INTEREST 2.57%

—

*

STATE STREET BANK AND TRUST COMPANY

SYNTHETIC GIC WRAPPER CONTRACT, RATE OF INTEREST 2.57%

—

*

THE PRUDENTIAL INSURANCE COMPANY OF AMERICA

SYNTHETIC GIC WRAPPER CONTRACT, RATE OF INTEREST 2.57%

—

*

NEW YORK LIFE ISURANCE COMPANY

SYNTHETIC GIC WRAPPER CONTRACT, RATE OF INTEREST 2.35%

—

*

VOYA RETIREMENT INSURANCE AND ANNUITY COMPANY

SYNTHETIC GIC WRAPPER CONTRACT, RATE OF INTEREST 1.85%

—

*

METROPOLITAN LIFE INSURANCE COMPANY

SEPARATE ACCOUNT GIC CONTRACT, RATE OF INTEREST 2.5%

—

Sub-Total : Synthetic GICs at Fair Value

—

TOTAL: Interest Income Fund- at Fair Value

$

8,974,009,473

ADJUSTMENT FROM FAIR VALUE TO CONTRACT VALUE FOR FULLY BENEFIT-RESPONSIVE INVESTMENT CONTRACTS

741,681,563

STABLE VALUE FUND - AT CONTRACT VALUE

$

9,715,691,037

n / a - Cost is not applicable

564

---

EXHIBIT INDEX

Exhibit Number						Description
23						Consent of Independent Registered Public Accounting Firm

565

---

SIGNATURE

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

IBM 401(k) Plus Plan

Date:

June 16, 2023

By:

/s/ Nicolás A. Fehring

Nicolás A. Fehring

Vice President and Controller

    

566